Introduction to Course

Engineering Mathematics

Laplace
Transformation (i) Fourier Series
Ref. Book Murray R Spiegel
Ref. Book Murray R (ii) Complex Variables
Spiegel

3/11/22 1
 Lecture # 13 & 14

Course Title: Engineering Mathematics

Course Code: MAT211

Course Teacher: Dr. Bimal Chandra Das (BCD)

Associate Professor, Dept. of GED
Email: bcdas@daffodilvarsity.edu.bd
Mobile: 01872792257

3/11/22 2
 Introduction to Course

Link to join in BLC:

https://elearn.daffodilvarsity.edu.bd/course/view.php?
id=169945

Google Classroom Code: su737um

3/11/22 3
 Introduction to Laplace Transforms

Def n : Let F(t ) be a function of t (t > 0). Then the Laplace transform
{ }
of F(t ), denoted by L F(t ) , is defined by
∞

L {F(t )} = f (s) = ∫ e − st
F(t )dt
0

here the parameter s is real. Later, it will be found useful to

consider as complex.

3/11/22 4
Laplace Transforms of Some Elementary functions
{
L F(t ) } f (s)
L c { } c
s
, s >0

L t {} 1
s2
, s >0

{ }
L tn
s
n!
n+1
(n = integer),
Γ(n + 1)
s n+1
(n = fraction) , s > 0

{ }
L e at
1
s −a
,s >a

{
L sin at } a
s 2 + a2
, s >0

{
L cosat } s
s 2 + a2
, s >0

{
L sinhat } a
s 2 − a2
,s> a

{
L coshat } s
s 2 − a2
,s> a
3/11/22 5
 Proof of some Laplace Transforms
Problems:
Prove that (a) L t = {} 1
s2
{ }
(b) L e at =
1
s −a

{
(c) L sin at = } a
s 2 + a2
(d)L{cosat =} s
s 2 + a2

Soln : {}
(a) L t =
1
s2
Let F(t ) = t
∞

{ }
We know that, L F(t ) = ∫ e − st F(t )dt
0

∴L t ={} ∫ t dt
e − st

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 Proof of some Laplace Transforms
p ⎧ du ⎫
{}
⇒ L t = lim p→∞ ∫ te − st
dt ∫ uv dx=u ∫ v dx − ∫ ⎨⎩ dx ∫ v dx ⎬⎭dx
0
p
⎡ e − st
⎤ − st

{}
⇒ L t = lim p→∞ ⎢t ⋅ − ∫ 1⋅
e
dt ⎥
⎣ −s −s ⎦0
p
⎡ e − st 1 ⎤
=lim p→∞ ⎢t ⋅ + ∫ e dt ⎥
− st

⎣ −s s ⎦0
p
⎡ e 1 e ⎤
− st − st
=lim p→∞ ⎢t ⋅ + ⋅ ⎥
⎣ −s s −s ⎦0
p
⎡ e − st e − st ⎤
=lim p→∞ ⎢t ⋅ − 2 ⎥
⎣ −s s ⎦0
⎡ pe − sp e − sp e0 ⎤
=lim p→∞ ⎢ − 2 +0+ 2 ⎥
3/11/22 ⎣ −s s s ⎦ 7
 Proof of some Laplace Transforms

⎡ pe − sp e − sp e0 ⎤
=lim p→∞ ⎢ − 2 +0+ 2 ⎥
⎣ −s s s ⎦
⎡ p 1 1⎤
= lim p→∞ ⎢ − + 2 ⎥
⎣ −se sp
s 2 sp
e s ⎦
p 1 1 1 1
= − + 2 = 0+ =
∞ ∞ s s2 s2

Therefore, {}
L t =
1
s2 Proved

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 Proof of some Laplace Transforms
Solution: { }
(b) L e at =
1
s −a

Let F(t ) = e at
∞

{ }
We know that, L F(t ) = ∫ e − st F(t )dt
0
∞

{ } = ∫e
∴ L e at
0
− st
e at dt

{ }
⇒ L e at = lim p→∞ ∫ e at e − st dt
0
p

= lim p→∞ ∫ e −( s−a)t dt

0
p
⎡ e ⎤
−( s−a)t
= lim p→∞ ⎢ ⎥
3/11/22 ⎣ −(s − a) ⎦0 9
 Proof of some Laplace Transforms
p
⎡ −1 1 ⎤
= lim p→∞ ⎢ ⋅ ( s−a)t ⎥
⎣s −a e ⎦0
−1 ⎡ 1 1 ⎤
= lim p→∞ ⎢ ( s−a)p − ( s−a)0 ⎥
s −a ⎣e e ⎦
−1 ⎡ 1 1⎤ −1 ⎡ 1 1 ⎤
= lim p→∞ ⎢ − ⎥= −
s − a ⎣ e( s−a)p e 0 ⎦ s − a ⎢⎣ e ∞ 1 ⎥⎦

−1 1
= ⎡⎣0 − 1 ⎤⎦ =
s −a s −a

Therefore, { }
L e at =
1
s −a Proved

3/11/22 10
 Proof of some Laplace Transforms
Solution: (c) L {sin at } = a
s 2 + a2
Let F(t ) = sinat
∞

{ }
We know that, L F(t ) = ∫ e − st F(t )dt
0
∞

{
∴ L sinat } = ∫e − st
sinat dt
0
p

{ }
⇒ L sinat = lim p→∞ ∫ e − st sinat dt
0
p
⎡e − st
(−s sinat − acosat ) ⎤
= lim p→∞ ⎢ ⎥
⎣ s 2 + a2 ⎦0
e ax
(asinbx − bcosbx )
∵ ∫ e ax sinbx dx =
3/11/22 a2 + b2 11
 Proof of some Laplace Transforms
p
1 ⎡ −s sinat − acosat ⎤
= 2 lim p→∞ ⎢ ⎥
s +a 2
⎣ e st
⎦0
1 ⎡ −s sinap − acosap 0 + a.1 ⎤
= 2 lim p→∞ ⎢ + ⎥ [∵cos0=1]
s +a 2
⎣ e sp
e s .0
⎦
1 ⎡ −s sin ∞ − acos ∞ a ⎤
= 2 2 ⎢ ∞
+ ⎥
s +a ⎣ e 1⎦
1 a
= ⎡0 + a ⎤⎦
2 ⎣
=
s +a
2
s 2 + a2

Therefore, {
L sin at =} a
s 2 + a2 Proved

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 Properties of Laplace Transforms
(1) First Translation or Shifting Property:
{ } } {
If L F(t ) = f (s) then L e at F(t ) = f (s − a)

Example : If L {sin3t } = then L {e sin3t } =

3 2t 3
s +9 2
(s − 2) + 9 2

(2) Second Translation or Shifting Property:

⎧
⎪ F(t − a), t > a
{ }
If L F(t ) = f (s) and G(t ) = ⎨
0, t <a
⎪
⎩
{ }
then L G(t ) = e − as f (s).
⎧
⎪ F(t − π /2), t > π /2
{
Example: If L sin2t = 2
2
s +4
}
and G(t ) = ⎨
0, t < π /2
⎪
⎩
π

{ } 2
− s
then L G(t ) = e 2
s2 + 4
3/11/22 13
 Properties of Laplace Transforms
(3) Change of Scale Property:
1 ⎛ s⎞
{ } { }
If L F(t ) = f (s) then L F(at ) = f ⎜ ⎟
a ⎝ a⎠

{
Example : If L sint = 2
1
s +1
}then L sin3t =
1
{
3⎛ s⎞2
} 1

⎜⎝ 3 ⎟⎠ +1

(4) Multiplication by t n :

{ }
n

{ } d
If L F(t ) = f (s) then L t nF(t ) = (−1)n n f (s) = (−1)n f n (s)
ds
⎛ 1 ⎞
{ } { }
2
1 d
Example : If L e =2t
then L t e = (−1) 2 ⎜
2 2t 2

s −2 ds ⎝ s − 2 ⎟⎠
3/11/22 14