Integral Transform (Class-5)
Integral Transform (Class-5)
Let 𝐟(𝐱) be a periodic function of period 𝐩. Thus we have 𝐟 𝐱 = 𝐅 𝐱 + 𝐩 and then we have
𝐩 𝐩 𝐩
−𝐬𝐲 −𝐬(𝐲+𝐩)
= 𝐞 𝐟 𝐲 𝐝𝐲 + 𝐞 𝐟 𝐲 + 𝐩 𝐝𝐲 + 𝐞−𝐬(𝐲+𝟐𝐩) 𝐟 𝐲 + 𝟐𝐩 𝐝𝐲 + ⋯
𝟎 𝟎 𝟎
𝐩 𝐩 𝐩
−𝐬𝐲 −𝐩 𝐲+𝐩
= 𝐞 𝐟 𝐲 𝐝𝐲 + 𝐞 𝐟 𝐲 𝐝𝐮 + 𝐞−𝐩 𝐲+𝟐𝐩 𝐟 𝐲 𝐝𝐲 + ⋯
𝟎 𝟎 𝟎
𝐩 −𝐬𝐲 𝟏 𝐩 −𝐬𝐱
= 𝟏 + 𝐞−𝐬𝐩 + 𝐞−𝟐𝐬𝐩 + ⋯ 𝟎
𝐞 𝐟 𝐲 𝐝𝐲 = 𝟏−𝐞−𝐬𝐩 𝟎
𝐞 𝐟 𝐱 𝐝𝐱.
𝐬 𝐝𝐳
Now substitute 𝛂 𝐱 + 𝟐𝛂 = 𝐳 𝐎𝐫, 𝐝𝐱 = 𝛂
𝟐 𝟏 𝟐 /𝟒𝛂 ∞ 𝟐
Thus we get 𝐋 𝐞−𝛂𝐱 = 𝐞𝐬 𝐬/𝟐 𝛂
𝐞−𝐳 𝐝𝐳
𝛂
𝟐 𝐱 −𝐲 𝟐
But we know that the error function is given by 𝐞𝐫𝐟 𝐱 = 𝐞 𝐝𝐲 and the
𝛑 𝟎
𝟐 ∞ −𝐲 𝟐
complementary error function is given by 𝐞𝐫𝐟𝐜 𝐱 = 𝟏 − 𝐞𝐫𝐟 𝐱 = 𝐞 𝐝𝐲
𝛑 𝐱
So we get
∞ 𝐬𝟐
−𝛂𝐱 𝟐
𝟏 𝐬 𝟐 /𝟒𝛂 −𝐳 𝟐
𝟏 𝛑 𝐬 𝟏 𝛑 𝐬𝟐 𝐬
𝐋 𝐞 = 𝐞 𝐞 𝐝𝐳 = 𝐞 𝛂
𝟒 𝐞𝐫𝐟𝐜 = 𝐞𝟒𝛂 . 𝐞𝐫𝐟𝐜
𝛂 𝐬/𝟐 𝛂 𝜶 𝟐 𝟐 𝛂 𝟐 𝛂 𝟐 𝛂
As for example
𝟏 𝟏 𝐱 𝐧−𝟏 𝟏 𝐬
𝐋−𝟏 = 𝟏, 𝐋−𝟏 = , 𝐧 = 𝟎, 𝟏, 𝟐, … 𝐋−𝟏 = 𝐞𝐚𝐱 , 𝐋−𝟏 = 𝐜𝐨𝐬𝐡 𝐚𝐱 ,
𝐬 𝐬𝐧 𝐧−𝟏 ! 𝐬−𝐚 𝐬 𝟐 −𝐚𝟐
𝟏 𝟏
𝐋−𝟏 𝐬 𝟐 −𝐚𝟐
= 𝐚 𝐬𝐢𝐧𝐡 𝐚𝐱 …… etc
There is no direct proof of Inverse Laplace transformation. Only for Laplace transformation of
a given function, the Inverse transformation can be written usually. So formula or result for
Laplace transformation and its properties should be remembered always.
𝐬 𝟏 𝐬 𝟐 −𝐚𝟐
𝐚𝐱 𝐜𝐨𝐬 𝐛𝐱) , 𝟏𝟑. 𝐋−𝟏 𝟐 = 𝟐𝐚 𝐱 𝐬𝐢𝐧 𝐚𝐱 , 𝟏𝟒. 𝐋−𝟏 𝟐 = 𝐱 𝐜𝐨𝐬 𝐚𝐱
𝐬 𝟐 +𝐚𝟐 𝐬 𝟐 +𝐚𝟐
𝐝𝟐 𝐲
a) Consider the differential equation of motion for SHM: + 𝛚𝟐 𝐲 = 𝟎 when
𝐝𝐱 𝟐
𝐲 𝟎 = 𝟎, 𝐲 ′ 𝟎 = 𝟏
𝐝𝟐 𝐲
We take Laplace transform on both sides to get 𝐋 + 𝛚𝟐 𝐋[𝐲 𝐱 ] = 𝟎.
𝐝𝐱 𝟐
𝟏 𝟏 𝟏 𝟏 𝟏
Thus 𝐘 𝐬 = 𝐬𝟐 +𝛚𝟐 = ⇒ 𝐘 𝐬 = 𝟐𝐢𝛚 − 𝐬+𝐢𝛚
𝐬−𝐢𝛚 𝐬+𝐢𝛚 𝐬−𝐢𝛚
𝟏 𝟏 𝟏 𝟏 𝟏
𝐲 𝐱 = 𝐋−𝟏 𝐘 𝐬 = 𝐋−𝟏 − 𝐋−𝟏 = 𝐞𝐢𝛚𝐱 − 𝐞−𝐢𝛚𝐱 = 𝐒𝐢𝐧 𝛚𝐱
𝟐𝐢𝛚 𝐬 − 𝐢𝛚 𝐬 + 𝐢𝛚 𝟐𝐢𝛚 𝛚
= 𝐀𝐒𝐢𝐧 𝛚𝐱
b) Solve the following 2nd order differential equation by the Laplace transform
method: 𝐲 ′′ + 𝟓𝐲 ′ + 𝟔𝐲 = 𝟎, given 𝐲 𝟎 = 𝟎, 𝐲 ′ 𝟎 = 𝟏
Here by taking Laplace transform of both sides of the given equation for 𝐋[𝐲 𝐱 ] = 𝐘 𝐬
𝐬𝟐 𝐘 𝐬 − 𝐬𝐲 𝟎 − 𝐲 ′ 𝟎 + 𝟓 𝐬𝐘 𝐬 − 𝐲 𝟎 + 𝟔𝐘 𝐬 = 𝟎
⟹ 𝐬𝟐 𝐘 𝐬 + 𝟓𝐬𝐘 𝐬 + 𝟔𝐘 𝐬 = 𝟏 (𝐬𝐢𝐧𝐜𝐞 𝐲 𝟎 = 𝟎, 𝐲 ′ 𝟎 = 𝟏)
𝟏 𝟏 𝟏 𝟏
Hence 𝐘 𝐬 = (𝐬𝟐 +𝟓𝐬+𝟔) = = (𝐬+𝟐) −
𝐬+𝟑 (𝐬+𝟐) 𝐬+𝟑
𝟏 𝟏 𝟏 𝟏
Thus 𝐲 𝐱 = 𝐋−𝟏 𝐘 𝐬 = 𝐋−𝟏 − = 𝐋−𝟏 − 𝐋−𝟏 = 𝐞−𝟐𝐱 − 𝐞−𝟑𝐱
(𝐬+𝟐) 𝐬+𝟑 (𝐬+𝟐) 𝐬+𝟑
So the solution is 𝐲 𝐱 = 𝐞−𝟐𝐱 − 𝐞−𝟑𝐱
Here by taking Laplace transform of both sides of the given equation for 𝐋[𝐲 𝐱 ] = 𝐘 𝐬
𝐬𝟐 𝐘 𝐬 − 𝐬𝐲 𝟎 − 𝐲 ′ 𝟎 + 𝟐𝐛 𝐬𝐘 𝐬 − 𝐲 𝟎 + 𝛚𝟐𝐨 𝐘 𝐬 = 𝟎
𝟏 𝟏 𝟏 𝟏 𝟏
𝐘 𝐬 = = = −
(𝐬𝟐 𝟐
+ 𝟐𝐛𝐬 + 𝛚𝐨 ) 𝐬 − 𝛂 (𝐬 − 𝛃) 𝛂 − 𝛃 𝐬 − 𝛂 𝐬−𝛃
−𝟐𝐛± 𝟒𝐛 𝟐 −𝟒𝛚𝟐𝐨
when (α, β) = = −𝐛 ± 𝐛 𝟐 − 𝛚𝟐𝐨 )
𝟐
𝟏 𝟏 𝟏 𝟏 𝟏 𝟏 𝟏
Thus 𝐲 𝐱 = 𝐋−𝟏 𝐘 𝐬 = 𝐋−𝟏 𝛂−𝛃 − = 𝛂−𝛃 𝐋−𝟏 − = 𝛂−𝛃 [𝐞𝛂𝐱 − 𝐞𝛃𝐱 ]
𝐬−𝛂 𝐬−𝛃 𝐬−𝛂 𝐬−𝛃
So the solution is
𝟏
𝐬𝟐 𝐘 𝐬 − 𝐬𝐲 𝟎 − 𝐲 ′ 𝟎 + 𝟐 𝐬𝐘 𝐬 − 𝐲 𝟎 + 𝟐𝐘 𝐬 = 𝟓
𝐬𝟐 +𝟏
𝟓
⟹ 𝐬𝟐 𝐘 𝐬 + 𝟐𝐬𝐘 𝐬 + 𝟐𝐘 𝐬 = (𝐬𝐢𝐧𝐜𝐞 𝐲 𝟎 = 𝐲 ′ 𝟎 = 𝟎)
𝐬𝟐 + 𝟏
𝟓 𝟐𝐬+𝟑 −𝟐𝐬+𝟏
Thus 𝐘 𝐬 = (𝐬𝟐 +𝟐𝐬+𝟐)(𝐬𝟐 +𝟏) = 𝐬𝟐 +𝟐𝐬+𝟐 + 𝐬 𝟐 +𝟏
Hence
𝟐𝐬+𝟑 −𝟐𝐬+𝟏 𝟐 𝐬+𝟏 +𝟏 −𝟐𝐬 𝟏
𝐲 𝐱 = 𝐋−𝟏 𝐘 𝐬 = 𝐋−𝟏 + 𝐋−𝟏 = 𝐋−𝟏 + 𝐋−𝟏 + 𝐋−𝟏
𝐬 𝟐 +𝟐𝐬+𝟐 𝐬 𝟐 +𝟏 (𝐬+𝟏)𝟐 +𝟏 𝐬 𝟐 +𝟏 𝐬 𝟐 +𝟏
𝟐 𝐬+𝟏 𝟏
= 𝐋−𝟏 + 𝐋−𝟏 − 𝟐 𝐜𝐨𝐬 𝐱 + 𝐬𝐢𝐧 𝐱 = 𝟐𝐞−𝐱 𝐜𝐨𝐬 𝐱 + 𝐞−𝐱 𝐬𝐢𝐧 𝐱 − 𝟐 𝐜𝐨𝐬 𝐱 + 𝐬𝐢𝐧 𝐱
(𝐬+𝟏)𝟐 +𝟏 (𝐬+𝟏)𝟐 +𝟏
So we get 𝐲 𝐱 = 𝟐 𝐞−𝐱 − 𝟏 𝐜𝐨𝐬 𝐱 + (𝐞−𝐱 + 𝟏) 𝐬𝐢𝐧 𝐱 . This is the solution of the given
equation under given conditions.
e) Solution of Heat equation for the flow of heat along a long (infinite) bar in
one dimension by Laplace’s transformation:
𝛛𝐲 𝛛𝟐 𝐲
= 𝛛𝐱𝟐 , 𝐱 > 0, 𝐭 > 0 where 𝐲 𝟎, 𝐭 = 𝟏, 𝐲 𝐱, 𝟎 = 𝟎, 𝐲(𝐱, 𝐭) is bounded.
𝛛𝐭
𝛛𝐲 𝛛𝟐 𝐲
Taking Laplace transform on both of the given equation we get 𝐋 =𝐋
𝛛𝐭 𝛛𝐱 𝟐
𝛛𝟐 𝛛𝟐 𝐘𝐬
𝐎𝐫, 𝐬 𝐘𝐬 𝐱, 𝐬 − 𝐲 𝐱, 𝟎 = 𝐋 𝐲 𝐱, 𝐭 𝐎𝐫, 𝐬 𝐘𝐬 𝐱, 𝐬 − 𝐲 𝐱, 𝟎 =
𝛛𝐱 𝟐 𝐝𝐱 𝟐
𝐝𝟐 𝐘𝐬 𝐬𝐱
Then − 𝐬𝐘𝐬 = 𝟎 [𝐬𝐢𝐧𝐜𝐞 𝐲 𝐱, 𝟎 = 𝟎] whose general solution is 𝐘𝐬 = 𝐀𝐞 + 𝐁𝐞− 𝐬𝐱
𝐝𝐱 𝟐
Since 𝐲(𝐱, 𝐭) is bounded we have 𝐘𝐬 must be bounded and finite at 𝐱 → ∞. Thus we get 𝐀 = 𝟎
and finally we get 𝐘𝐬 = 𝐁𝐞− 𝐬𝐱
. Again given that 𝟎, 𝐭 = 𝟏 . Since 𝐘𝐬 𝐱, 𝐬 = 𝐋 𝐲 𝐱, 𝐭
𝟏
We get 𝐋 𝐲 𝟎, 𝐭 = 𝐋 𝟏 = 𝐬 = 𝐘𝐬 𝟎, 𝐬 .
𝟏 𝟏
Thus 𝐘𝐬 𝟎, 𝐬 = 𝐬 = 𝐁 and finally 𝐘𝐬 = 𝐘𝐬 𝐱, 𝐬 = 𝐬 𝐞− 𝐬𝐱
Now by taking inverse Laplace’s
𝐱𝟐
−
𝟏 𝟏 𝐱 𝐞 𝟒𝛂
transformation, we get 𝐋−𝟏 𝐬 𝐞−𝐱 𝐬 = 𝐋−𝟏 𝐬 𝐋−𝟏 𝐞−𝐱 𝐬
= 𝟏. 𝟐 𝛂 𝛑𝛂
𝐱𝟐
𝟏 𝐞−𝐱 𝐬
*Since from the table of Laplace’s transformation we have 𝐋 𝐞−𝟒𝛂 = because we
𝛂 𝛑𝛂 𝐬
∞ ∞ 𝟐𝐬𝐱 𝐬 𝟐 ∞ 𝐬 𝟐
𝟐 𝟐 𝟐 /𝟒𝛂 −𝛂(𝐱 𝟐 + + ) 𝟐 /𝟒𝛂
𝐋 𝐞−𝛂𝐱 =𝐋 𝐬 = 𝐞−𝐬𝐱 𝐞−𝛂𝐱 𝐝𝐱 = 𝐞𝐬 𝐞 𝟐𝛂 𝟒𝛂𝟐 𝐝𝐱 = 𝐞𝐬 𝐞−𝛂(𝐱+𝟐𝛂) 𝐝𝐱
𝟎 𝟎 𝟎
𝐬 𝐝𝐳
Now substitute 𝛂 𝐱 + 𝟐𝛂 = 𝐳 𝐨𝐫, 𝐝𝐱 = .
𝜶
𝟐 𝟏 𝟐 /𝟒𝛂 ∞ 𝟐
Thus we get 𝐋 𝐞−𝛂𝐱 = 𝐞𝐬 𝐬/𝟐 𝛂
𝐞−𝐳 𝐝𝐳
𝜶
𝟐 𝐱 −𝐲 𝟐
But we know that the error function is given by 𝐞𝐫𝐟 𝐱 = 𝐞 𝐝𝐲 and the
𝛑 𝟎
𝟐 ∞ −𝐲 𝟐
complementary error function is given by 𝐞𝐫𝐟𝐜 𝐱 = 𝟏 − 𝐞𝐫𝐟 𝐱 = 𝐞 𝐝𝐲
𝛑 𝐱
So we get
∞ 𝐬𝟐
−𝛂𝐱 𝟐
𝟏 𝐬 𝟐 /𝟒𝛂 −𝐳 𝟐
𝟏 𝛑 𝐬 𝟏 𝛑 𝐬𝟐 𝐬
𝐋 𝐞 = 𝐞 𝐞 𝐝𝐳 = 𝐞 𝛂
𝟒 𝐞𝐫𝐟𝐜 = 𝐞𝟒𝛂 . 𝐞𝐫𝐟𝐜
𝜶 𝐬/𝟐 𝛂 𝜶 𝟐 𝟐 𝛂 𝟐 𝛂 𝟐 𝛂
𝟐 𝟏 𝟐 /𝟒𝛂 ∞ 𝟐 𝟐 /𝟒𝛂 𝟐 ∞ 𝟐
Since 𝐋 𝐞−𝛂𝐱 = 𝐞𝐬 𝐬/𝟐 𝛂
𝐞−𝐳 𝐝𝐳 thus 𝐋 𝐞−𝐱 = 𝟐 𝛂 𝐞𝛂𝐬 𝛂𝐬
𝐞−𝐳 𝐝𝐳
𝛂
𝟏 𝟐 /𝟒𝛂 ∞ ∞ 𝐞−𝐱 𝐬
And similarly we can get 𝐋{𝛂 𝐞−𝐱 }= 𝐬
𝐟(𝐬) 𝐝𝐬 = 𝐬
𝐝𝐬
𝛑𝛂 𝐬
𝐱 𝐝𝐬 𝐝𝐬 𝟐
Putting 𝐱 𝐬 = 𝛌, 𝟐 = 𝐝𝛌 𝐨𝐫, = 𝐱 𝐝𝛌
𝐬 𝐬
𝐱𝟐
𝟏 − 𝟐 ∞ 𝟐
Hence 𝐋 𝐞 𝟒𝛂 = 𝐱 𝐬
𝐞−𝛌 𝐝𝛌 = 𝐱 𝐞−𝐱 𝐬
𝛂 𝛑𝛂 𝐱
𝐱𝟐 𝐱𝟐
− −
𝐱 𝐞 𝟒𝐫 −𝐱 𝐬 −𝟏 −𝐱 𝐬 𝐱 𝐞 𝟒𝛂
Thus we get 𝐋 =𝐞 Or 𝐋 𝐞 =𝟐
𝟐 𝛂 𝛑𝛂 𝛂 𝛑𝛂
𝐱𝟐
−
−𝟏 −𝟏 𝟏 − 𝐬𝐱 𝟏 𝐱 𝐞 𝟒𝛂
So finally we get 𝐲 𝐱, 𝐭 = 𝐋 𝐘𝐬 𝐱, 𝐬 = 𝐋 𝐞 = 𝐋−𝟏 𝐬 𝐋 −𝟏
𝐞 −𝐱 𝐬
= 𝟏. 𝟐
𝐬 𝛂 𝛑𝛂
𝐱𝟐 𝟐 𝟐
−
𝐱 𝐞 𝟒𝛂 𝟏 𝐱 𝐞−𝐱 /𝟒𝛂 𝐱 𝐭 𝐞−𝐱 /𝟒𝛂
Thus 𝐲 𝐱, 𝐭 = But also 𝐋−𝟏 𝐞− 𝐬𝐱
= =𝟐 𝟎 𝛂𝟑/𝟐
𝐝𝛂 (by the
𝟐 𝛂 𝛑𝛂 𝐬 𝟐 𝛂 𝛑𝛂 𝛑
properties of Laplace transform of integral of the function)
𝐱 𝐱 𝟏
𝐏𝐮𝐭𝐭𝐢𝐧𝐠 = 𝛍 𝐨𝐫, − 𝟐 𝛂−𝟑/𝟐 𝐝𝛂 = 𝐝𝛍.
𝟐 𝛂 𝟐
𝐱𝟐
− 𝐱
𝐱 𝐝𝛂 𝐱 𝐞 𝟒𝛂 −𝟐 𝟐 𝟐 ∞ 𝟐 𝐱
We get 𝟑 = −𝟐𝐝𝛍 and then = ∞
𝟐 𝐭 𝐞−𝛍 𝐝𝛍 = 𝐱 𝐞−𝛍 𝐝𝛍 = 𝐞𝐫𝐟𝐜
𝟐 𝟐 𝛂 𝛑𝛂 𝛑 𝛑 𝟐 𝐭
𝛂𝟐 𝟐 𝐭
𝟐 ∞ −𝛍𝟐
𝐒𝐢𝐧𝐜𝐞 𝐞𝐫𝐟𝐜 𝐱 = 𝐱
𝐞 𝐝𝛍
𝛑
𝐱 𝟐 ∞ 𝟐
Thus 𝐲 𝐱, 𝐭 = 𝐞𝐫𝐟𝐜 = 𝐱 𝐞−𝛍 𝐝𝛍 →this is the solution as presented in terms of
𝟐 𝐭 𝛑 𝟐 𝐭
Consider a series LR circuit with dc input where a resistance 𝐑 is connected in series with an
inductance 𝐋 and the combination is connected with 𝐞𝐦𝐟 𝐄(𝐭). The emf equation is then
𝐝𝐢
given by 𝐋 𝐝𝐭 + 𝐑𝐢 = 𝐄(𝐭)
Taking Laplace transform on both side of the above differential equation we get
∞
𝐋 𝐬𝐈 𝐬 − 𝐢 𝟎 + 𝐑𝐈 𝐬 = 𝟎
𝐞−𝐬𝐭 𝐄 𝐭 𝐝𝐭 when 𝐈 𝐬 = 𝐋 𝐢 𝐭
∞
Hence we get 𝐋𝐬𝐈 𝐬 + 𝐑𝐈 𝐬 = 𝟎
𝐞−𝐬𝐭 𝐄 𝐭 𝐝𝐭 ( 𝐚𝐭 𝐭 = 𝟎 , 𝐢 𝟎 = 𝟎)
𝐄 𝐄𝐞−𝐬𝐚
Hence finally we get 𝐈 𝐬 = 𝐬(𝐋𝐬+𝐑) − 𝐬(𝐋𝐬+𝐑)
𝐄 𝐄𝐞−𝐬𝐚
By inverse Laplace transform 𝐢 𝐭 = 𝐋−𝟏 [𝐈 𝐬 ] = 𝐋−𝟏 − 𝐋−𝟏
𝐬 𝐋𝐬+𝐑 𝐬 𝐋𝐬+𝐑
Now
𝐄 𝐄 −𝟏 𝟏 𝐄 𝐋 −𝟏 𝟏 𝟏 𝐄 𝟏 𝟏
𝐋−𝟏 = 𝐋 = . 𝐋 − = 𝐋−𝟏 −
𝐬 𝐋𝐬 + 𝐑 𝐋 𝐑 𝐋 𝐑 𝐬 𝐬+𝐑 𝐑 𝐬 𝐬+𝐑
𝐬 𝐬+𝐋 𝐋 𝐋
𝐄 𝐑
= 𝟏 − 𝐞− 𝐋 𝐭
𝐑
𝐑
𝐄𝐞−𝐬𝐚 𝐄
And similarly also 𝐋−𝟏 = 𝐑 𝟏 − 𝐞− 𝐋 𝐭−𝐚
𝐢 𝐭 − 𝐚 [by second shifting theorem]
𝐬 𝐋𝐬+𝐑
𝐄 𝐄
𝐢(𝐭) = 𝟏 − 𝐞−𝐑𝐭/𝐋 − 𝟏 − 𝐞−𝐑(𝐭−𝐚)/𝐋 𝐢 𝐭 − 𝐚
𝐑 𝐑
𝐄 𝐄
𝐚𝐧𝐝 𝐢 = 𝐑 𝟏 − 𝐞−𝐑𝐭/𝐋 − 𝐑 𝟏 − 𝐞−𝐑(𝐭−𝐚)/𝐋 , 𝐟𝐨𝐫 𝐭 > 𝑎, Since we have, 𝐢 𝐭 − 𝐚 = 𝟏,
𝐄 𝐄
𝐢 = 𝐑 −𝐞−𝐑𝐭/𝐋 + 𝐞−𝐑(𝐭−𝐚)/𝐋 𝐨𝐫, 𝐢 = 𝐑 𝐞−𝐑𝐭/𝐋 [𝐞−𝐑𝐚/𝐋 − 𝟏], 𝐟𝐨𝐫 𝐭 > 𝑎. This is the current
flow after disconnection of the emf source.