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21/FEB/2013
LAPLACE-TRANSFORM
[NOTE: I SOME TIME MISTAKELY TYPE CAPITAL S INSTEAD OF SMALL S SO BE CARE-FULL.]
BOOK : ADVANCED ENGINEERING MATHEMATICS 7th EDITION by ERWIN-KREYSZIG. [ENGINEERING-MATH-3,LAPLACE-TRANSFORM, CH-6,IN BME]BY SIKANDAR-LODHI Page 1-OF-109
Table of Contents
(6.1 START HERE) .......................................................................................................................................... 2 PROBLEM SET 6.1 .................................................................................................................................... 11 [ 6.2 ] [ START HERE ]. ................................................................................................................................ 42 Problem-set 6.2....................................................................................................................................... 61 [ 6.3 ] [ start here ] ...................................................................................................................................... 70 Problem set 6.3 ....................................................................................................................................... 77 [6.4 ] [ start here ] ....................................................................................................................................... 87 Problem-set 6.4 : ..................................................................................................................................... 90 [6.5] start here ............................................................................................................................................ 94 Problem set 6.5 ....................................................................................................................................... 96 [ 6.6 ] start here ........................................................................................................................................ 100 Problem set 6.6 ..................................................................................................................................... 105
CH-6( START-HERE ): ON LAPLACE-TRANSFORM: (6.1 START HERE) LAPLACE-TRANSFORM,INVERSE-TRANSFORM,LINEARITY: If f(t) is the given function defined for all *t0+, then we taken the laplace-transform, of f(t), then if the resulting value is exist [(i-e) has some finite value + , its the function of s, also called F(s) in frequency domain. FORMULA OF LAPLACE TRANSFORM[LT]:
Where : t=time and s=frequency Remember that => the given function f(t) depends on t and the new function F(s)[ its laplace-transform + depend on s .
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So, F(s) is the Laplace-Transform of given function f(t). FORMULA OF INVERSE LAPLACE TRANSFORM[ILT]:
----------------------EXAMPLE#1 LAPLACE TRANSFORM Let,-> f(t)=1, when *t0+ FIND: Note: the interval of integration in (eq-A) below is infinite, therefore we called it as Improper-integral. FORMULA: (A)
{:.when ( S>0 ) }
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Henced proved _---------------------------------finished _-----------EXAMPLE#2: Let -> f(t)=eat, when *t0+ Where [ a=any constant ] Find-> Solution:
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-------------finished--------------Proof # 1:
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Solution:
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-------------------finished-----------
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--------finished-----------
------------finished-------6.1
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-----------finished----------
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Solution:
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Solution:
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Solution:
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FORMULA-OF-STRAIGHT-LINE-EQUATIONS:
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[ [ ]
].
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=0
=0 2}] ]
[ [ [ [ [
] ]
] ]
2] =0 = ] ] ]
--------------------Now put the value of eq-k in eq-G, we get, [
2] =0 = ].
[ [
] ]
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] ]
FORMULA-OF-STRAIGHT-LINE-EQUATIONS: [ Solution: [ [ ] [ ] ] ]
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[ So, where: [ [
] , and ] ]
[ [ [ [ [ . . [ ] ] ] ] ]
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-----------finished----------6.1
Given: [
. ]
Solutions: . . . . ---------------------------------. [ [ ] ]
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--------------Now put the value of eq-S into eq-P, we get. . . . Answer. --------------finished----[ 6.1 ] Q 29) find f(t)=? Given Solution: . . . --------------Formula:(eq-1). (eq-2). .
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----------Now by using the formula of eq-1 then eq-P becomes, . . Answer. ------------finished-----------6.1 Q 31) find f(t)=? Given-> F(s)=[1/S4 ]; Solution: . . . ------------Formula: [ -----------------Now just applying above formula on above eq-P , we get, ] . .
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. . . . Answer . ----------------finished-----------[ 6.1 ] Q 33 ) find f(t)=? Given-> Solution:-> . . Using Partial Fractional Method we consider P: . . . . from above eq. .
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Let,-> [A+B]=0; . We get, A=1, B=-1 . Answer. --------finished--------[ 6.1 ] Q 30 ) find f(t)=? Given:-> F(s)= [4/(S+1)(S+2)] Solution: . . Consider [4/(S+1)(S+2)] : So, . . . .
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. . . Let:-> . ] we get,
So, by placing the value of { eq-i } in [ eq. . . . Now, ------. ---------For B:-> When . . . . . . . .
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For A:-> . . . . . When [ ] [ ] . . . Now by placing the value of [ eq-G ] in [eq-j ] then [ eq-j ] becomes. . . Now simply solve it, . ------------Formulas:-> . [:. . ]
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Consider
:-
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For B:. . . Now, by placing the value of [eq-1 & 2] in [ eq-N ] we get. . ---------. . -----------. Now by placing the value of [ eq-N ] in [ eq-B ] we get the f(t). . .
. .
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. Answer. -------------finished-----------[ 6.1 ] Q 36 ) find f(t)=? Given-> Solution:-> . . . . -------------Formulas: . . ------------. Answer. --------finished---------. .
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[ 6.1 ] Q 38 ) find f(t)=? Given:-> Solution:-> . . . . . . Answer. -------finished-------------[ 6.1 ] Q 32 ) find f(t)=? Given:-> Solution:-> . . . . .
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. . . . . Answer. ----------finished-----------[ 6.1 ] new-topic. EXISTENCE OF LAPLACE-TRANSFORMS:Its suffices to require that f(t) be Piece-wise-continuous on every finite interval in the range [ ] That is :
By the definitions, a function f(t) is a piece wise continuous on a finite interval [ ], if f(t) is defined on that interval and is such
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subdivided into finitely many sub-intervals, in each of which f(t) is continuous and has finite limits as time(t) approaches either, endpoint of interval of subdivision from the interior, it follows from this definitions that finite Jumps are the only dis-continuities that a piecewise continuous function may have, these are known as Ordinary discontinuities. ------------------[ 6.1 ] THEOREM-2 [EXISTENCE-THEOREM-FOR-LAPLACE-TRANSFORMS+:Let, f(t) be a function that is piece-wise continuous on every finite interval in the range [ ], and satisfies below [ eq-2 ]. .
And for some constant [ ] and [ ]. Then, the laplace-transform of f(t) exists for all [ ].
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Proof:->since f(t) is piece-wise continuous, [ over any finite interval on t-axis. From [eq-2], Let, we have a conditions [ ], we get,
], is integrable
. . . . . . . . . . . . OR .
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Where : [
------------FINISHED----------[ 6.2 ] [ START HERE ]. TRANSFORMS-OF-DERIVATIVES-AND-INTEGRALS:THEOREM # 1: LAPLACE-TRANSFORM-OF-THE-DERIVATIVE-OF-f(t):Suppose that f(t) is continuous for all [ ], where the derivatives of f(t) is [f(t)] which is pice-wise continuous, on every finite interval in the range [ ], then laplace transform of derivatives of function [f(t)] is exist when there is a conditions is [ ]. So, taking laplace transform on its derivatives [f(t)], That is: o PROOF: . [ ] . Let consider . .. .. .
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];
];
And
[ ];
];
= No of derivatives on f(t) ]
];
Or
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1.
Or
1 (0)];
Where the eq-z is the laplace transform of nth derivative of functions f(t). --------------finished-----------[ 6.2 ] DIFFERENTIAL-EQUATIONS, INITIAL-VALUE-PROBLEM[ IVP ]:Let,
system
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Transfer-function is often denoted by H(s), but we need H(s) much more frequentely for other purposes. . Answer. . .
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-- IVP:GIVEN:-> [ --If [-> y(0)=y(0)=0], . . . . . Than, this is simply [-> Y(s)=R(s).Q(s)]. Thus the transfer-function is Q(s) THE GENERAL-FORMULA-OF-TRANSFER-FUNCTION: ] and [ ].
NOTE: Q(s) depends only on a and b, but neither on r(t) nor on the initial-conditions. Last step: we reduce [ eq-7 + ,usually by partial fractions, as in integral calculus} to a sum of terms whose inverse can be found from the table, so that the solution [ ] of [eq-A] is obtained.
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--------------------finished---------[ 6.2 ] Example # 5 : [Initial-value-Problem[I.V.P]]: GIVEN: [ Initial-value-Problem[I.V.P]: [ REQUIRED: [ And solve it by I.V.P , So, STEP-1: To make eq-A as y(t) [ or to find the solution of eq-A ] by using Laplace-Transform, [ ]. ]. ]. ].
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]. ]. ].
].
[ [ [ [ [ ]. ]. ]. ].
].
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[
[
let
]. ].
So,
[ [
] ] ].
[ So,
{:.[eq-i] -> 0=A+B; [eq-e] -> A=-B ; } For B: When [ [eq-e] -> A=-B ; -1=-B ; B=1 ; So, When [ Than,
[ [
].
] and B=1 :-
] ].
[ [ [
]. ]. ].
Above eq-S is the solution of subsidiary-equations. Now by taking the inverse-laplace transform on eq-S, we get the solution of given problem.
[ [ [
[ [ [
]. ]. ].
]. ]. ]. Answer, Its
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In practice, instead of justifying the use of formulas and theorems in this method, one simply checks at the end whether y(t) satisfies the given equations and initial conditions. Gains in the method, as compared to that in Ch # 2, and illustrated by the example, are as follows: 1. No determination of a general solution of the homogeneous equation. 2. No determination of values for arbitrary constants in a general solution. Shifted data problems is a short name for initial value problems in which the initial conditions refer to some later instant instead of [ t=0 ]. We explain the idea of solving such a problem by the laplace-transform in terms of a simple example. ---------Section # 6.2 : Example # 6 :- [ shifted-data-problem=Initial-value-Problem]:Solve the I.V.P Given:-
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[ Initial-Condition: [
];
];
Given-General-Solution-Of-Eq-A :[ Required:* y(0)=? ; y(0)=? +; Solution: FOR-SUBSIDIARY-EQUATION:[ By apply laplace transform [ [ [ equation. FOR-SOLUTION-OF-SUBSIDIARY-EQUATION:[ equation. [ ]; ]; its subsidiary ]; ]; ]; its subsidiary ]; ];
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];
];
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[ For B:- [
]; [ ];
]; [
];
By placing value of eq-z in eq-E we get; [ [ For y(t) :By apply Inverse laplace transform on eq-k; [
[
[
[ [ ];
]; ];
];
];
];
];
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[
[ [ [ [ [-> 0=[A+B]/ [A+B=0]; ];
];
]; ]; ]; ];
[B=- A ]; its not suitable value for A and B; So, we try different I.V.P [ So, [ By differentiating w.r.t t. [ ]; ]; ];
[ Let,
];
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];
];
];
[ [ ];
];
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-------------finished-here------------
----------- LAPLACE-TRANSFORM-OF-THE-INTEGRAL-OF-AFUNCTION: Since differentiation and integration are inverse processes, and since, roughly speaking, differentiation of a function corresponds to the multiplications of its transform by s, we expect integration of a function to correspond to division of its transform by s, because division is the inverse operation of multiplications: [ [ Theorem # 3 : [ Integration of f(t) ]: If f(t) is piecewise continuous and satisfies an inequality of the form eq-2 from sec.6.1, that is, ] ]
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[ {:. }.
];
Proof: suppose that f(t) is piecewise continuous and satisfies [eq-2 from sec # 6.1+, for some and . Clearly, if *eq-2 from sec # 6.1] holds for some negative [-ve+ , it also holds for positive *+ve+ , and we may assume that is positive [+ve]. Then the integral [ ] is continuous, and by using [eq-2
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[ [ ] {:. ( )}
] , [:.
This shows that g(t) also satisfies an inequality of the form [eq-2 from sec # 6.1]. Also, ->[ ], and the graph of f(t) and g(t) are same,
]; ]; ]; , -> ]; ]; ]; }
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]; ];
];
LAPLACE-TRANSFORM [ ]:- [ define ] The laplace-transform replaces operations of calculus by operations of algebra on transforms . ----------------Problem-set 6.2 Q-1 ) using equation-1 and 2 from book , then find Laplace of f(t) ? Given: [ Required: [F(s)=?]; Formula:
[ .];
];
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1 (0) ;];
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--------------finished ----------[ 6.2 ] Q 11 ) using theorems 1 and 2 , derive the following transforms that occur in applications ? Given: [ Solution: Let, [ ]; ];
[ [ Formula:
[ For f(0) :-
]; ];
.];
[ [ [ [ ];
]; ]; ];
[ [ [
.];
]; ]; ]; ]; ]; ];
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[ . .. . [ ]; hence proved,
.];
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.. [ L.H.S = R.H.S --------------Finished ---------[ 6.2 ] Q 19 ) Application of theorem-3 , find f(t) or inverse-Laplace-transform ? Given: [ Solution: ]; ]; hence proved
[
Let [ [ Now, [ [ ]; ]; ]; ];
];
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];
];
]; ];
]; ];
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[ [ [ ----------------finished --------------
]; ];
]; correct answer
Initial value problem [I.V.P ] using laplace transform , solve: Q 27 ) INITIAL-VALUE-PROBLEM [ Initial condition : [ Solution: [ I.V.P [ [ Apply laplace transform [ [ ]; ]; ]; ]; ]; ]; ];
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[ [ [ [ [ [ [ [ For y(t) :[ [ [ [ [ [ [ ]; ]; ]; ]; ]; ]; ]; ]; ]; ]; ]; ]; ];
];
]; in frequency-domain;
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[ --------------finished ------------
[ 6.3 ] [ start here ] s-SHIFTING, t-SHIFTING, UNIT-STEP-FUNCTION:Two very important properties concern the shifting on s-axis and the shifting on the t-axis, as expressed in two shifting theorems [ theorems 1 and 2 of this section ]. s-Shifting: Replacing s by (s-a) in F(s) : Theorem-1 (first-shifting theorem: s-shifting ): {THEOREM-1 (1st shifting theorem) :[ define] -> it concerns shifting on the s-axis: the replacement of s in F(s) by (s-a) corresponds to the multiplication of the original function f(t) by [ e+a.t ] . } If f(t) has the laplace-transform of F(s), where [ s > ] , then [ ] has the laplace-transform F(s-a) where [ ], thus , if [ ];, then [ ];
Key-> hence if we know the laplace-transform F(s) of f(t) , we get the laplace-transform of [ + by shifting on the s-axis *i.e by replacing s with [ ] , to get F(s-a) ].
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];
]; and
[ --------------finished----
]; its theorem 1 .
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-----------------[new-topic] -> t-Shifting: Replacing t by [ t-a ] in f(t) : we shell now state the 2nd shifting theorem [ theorem-2 ], which concerns shifting on the t-axis: the replacements of t in f(t) by [ corresponds roughly to the multiplication of the transform F(s) by [ ], the theorem-2 given as follows. THEOREM-2 [Second (2nd ) Shifting Theorem; t-shifting ] : If f(t) has the transform F(s), then the function
[ ];
With arbitrary [
].
Hence if we know that transform F(s) of f(t), we get the transform of the function in eq-2 , Whose variable has been shifted * shifting on the t-axis ), by multiplying F(s) by [ ].
[ ];
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If [ [ ], then ];
By taking the inverse laplace transform on both side of eq-4, and interchanging side we obtain the companion formula. [ ------------Proof-of-theorem-2: Show that : -> [ from the definition we have [ [ ]; ]; ]; ];
];
Let,
[ ];
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For new upper limit, when [ [ Put these values in above integral in
[ [ [
]: ];
]; ]; ];
We can write this as an intergral from 0 to infinity if we make sure that the integrand is zero for all t from 0 to a . We may easily accomplish this by multiplying the present integrand by the step function u(t-a), thereby obtaining eq-4 and completing the proof:
[ ];
Its fair to say that we are already approaching the stage where we can attack problems fro which the laplace transform method is preferable to the usual
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method, as the examples in the next section will illustrate. In this connection we need the transform of the unit step function u(t-a), [ the definition because. [unit-step function: ]; ]; this formula follows directly from
AT
];
Further application follow in the problem set and in the next sections. --------------finished UNIT-STEP-FUNCTION [or HEAVISIDE-FUNCTION ] Define : Unit-Step-Function u(t-a) : [ ]; :
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Fig-90 [at a
0]
fig-91 [at a
0]
The unit-step-function u(t-a) is a basic building block of various function, as well shell see, and it greatly increase the usefulness of laplace transform methods . At present we can use it to write
that is ,
[ ];
Figure 92 is the graph of f(t) for t>0, but shifted a unit to the right. ------------Some concept beyond this text book advance engineering mathematics 7th edition are given below .
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JUMP-DISCONTINEOUS:- Any function is discontinuous for at any single point where any one limit is exist . this Unit-step function u(t) is applied on a jump-discontineous functions only . also by shifting algument u(t) the function translate u(t-a) at * a greater then or equal to zero+ . By multiplying by a constant M we can change the height *or Amplitude+ of the unit-step function.-> [ Therefore: ];
---------------Problem set 6.3 Q 9) find laplace transform ? Given : -> [ Solution: Let , [
[
];
];
];
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So,
[ ]; answer check this
];
];
]; ];
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];
];
];
[ [ [ [ [ [ [ [ [ [ ]; ]; ]; ]; ]; ]; ]; ];
];
--------------finished---------------
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Q 21 ) representing the hyperbolic function in treams of exponential function and applying the first shifting theorem? Show that : Given: [ Solution: -----------------Formulas: [ [ ]; ]; ];
];
];
[ . .
];
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.. [ -------------finished-here--Q 26 ) represent the given function into Unit-step function and find laplacetransform ? Given : ]; henced proved , its correct answer.
{:. [
] };
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];
.. .
[ ];
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[ [ -----------finished here-----------
Q 33 ) sketch the given function and find laplace transform ? Given: [ Solution: [ Let, [ Let , [ So, [ [ {:. [ Apply laplace [ --finished------Q 41) in each case sketch the given function , [which is assume to be zero outside the given interval and find the laplace transform ? ]; correct Answer }; ]; ]; ]; ]; [ ]; ]; ]; ];
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];
];
];}
];
Graph-sketching:
So,
[ [ ]; ];
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]; ];
];
];
]; ];
];
We take L.H.S [ [ correct answer . --------------finished -----------Q 47) sketch and find inverse laplace transform ? Given : -> [ Solution; [ [ [ ]; ]; ]; correct-Answer . ]; ]; +; answer its the
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---------finished------Q 51) [Initial-Value-problem(I.V.P)] , use laplace and solve ? Given:-> [ Initial-condition [I.V.P]: [ Solution: [ Apply laplace [ [ [ [ [ [ [ [ [ ]; its correct answer ]; ]; ]; ]; ]; ]; ]; ]; ]; ]; ];
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{DIRACS-DELTA-FUNCTION [
]=UNIT-IMPULSE-FUNCTION [
Phenomena of an impulsive nature, such as the action of very large force [or voltage ] over very short intervals of time , are of great practical-interest, since they arise in various applications. This situation occurs for instance, when a tennis ball is hit , e.t.c and so on . Our present goal is to show how to solve problems involving short impulses by laplacetransforms. In mechanics, the impulse of a force f(t) over a time interval, say , [ ] is defined to be the integral of f(t) from a to *a+k+. Of particular practical-interest is the case of a very short k * and its limit k0 (k approaches to zero[0] ) ], that is , the impulse of a force acting only for an instant . To handle the case, we consider the function that is : [ Fig # 102 [ the function in [Eq-1] :];
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the Impulse [or rectangular]; We can represent in terms of two unit-step functions * section # 6.3] namely,
[ ];
From eq-5 in section# 6.3 , we get laplace-transform. [ [ [ . . .. [ ]; The limit of as [k0], is denoted by its called the Diracdelta-function. The quotient in [Eq-3] has the limit equals to one as [ k0], as follows by lH pitals-rule. Differentiate the numerator and denominator w.r.t k. [ ]; ]; ]; ];
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We note that is not a function in the ordinary sense as used in Calculus, but a so-called Generalized-function because *Eq-1] and [Eq-2] with [k0] {k --approaches to-> 0 } imply. [ a . And [ ]; ]; infinitely long magnitude of impulse at point
Graph:
its an ordinary function which is every where zero [0] except at a single-point [ t=a ] on above graph , must have the integral is zero [0] .
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Nevertheless, in impulse problems its convenient to operate on as though it were an ordinary-function. -----------------Problem-set 6.4 : Q 1 ) Find the current in the RC-series-circuit, with Given: R=100 , Ohms. C=0.1 F, farad. v(t)=100 volts if [ 1<t<2 ] and zero [0] otherwise. Required :-> i(t)=? ; Solution:
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];
]; ]; ];
];
];
[ ----------Formulas: [
];
];
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.. [ [ [ ]; ]; ];
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];
];
];
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Consequently, if F(s)= [
,then, ];
--------Some concept beyond this text book->eq-1, can also re-write in this way as follows,
[ {:. -> n = any real-No }; ];
----------Differentiation of transform of a function corresponds to multiplication of function by -t . Equivalently, [ ]; This property enables us to get new transforms from given ones, as we show next. Serial No for formulas [Eq-2]-> [eq-3]-> [eq-4]-> [eq-5]-> [eq-B]beyond this book->
Similarly, if f(t) satisfies the conditions of the existence theorem in sec # 6.1, and limit of f(t)/t , as t approaches to zero [0] from the right, exists, then, [ ];
In this manner, integration of transform F( ) of a function f(t) corresponds to the division of f(t) by t . Equivalently
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And it can be shown that under the above assumptions we may reverse the order of integration, that is [ [ {:. [ [ Hence proved. -----------------------}; ]; ]; ]; ];
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[ [
]; ];
[
[
];
];
];
--------------------So, FOR F (s) :[ Apply derivatives w.r.t s. [ [ [ [ [ We required f(t). [ For f(t) :]; ]; ]; ]; ]; ]; ];
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[ [ [ [ [ ]; ]; ];
];
];
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By placing the value of [eq-GG] in [Eq-G] we get, [ ]; }; [ [ ]; +; its the correct answer .
];
]; ];
Formula:
[ So, ];
[ For F(s) :[ [ ]; ];
];
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];
{:. [
[
], n=1 };
];
];
];
CONVOLUTION. INTEGRAL-EQUATIONS :-
INTRODUCTION: Another important general-property of Laplace-transform has to do with is products of transforms. It often happens that we are given two transforms F(s) and G(s) whose inverses f(t) and g(t) we know, and we would like to calculate the inverse of the product H(s)=F(s).G(s) , from those known inverses f(t) and g(t) . This inverse h(t) is written (f*g)(t), which is a standard-notation, and is called the Convolution of f(t) and g(t). How can we find h(t) from f(t) and g(t) ? this is stated in the following theorem. Since the situation and task just described arise quite often in applications, this theorem is of considerable practical-importance.
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Let f(t) and g(t) satisfy the hypothesis of existence-theorem [sec # 6.1 ], then the product of their transforms F(s)= , and G(s)= is the transform H(s)= , of the convolution h(t) of f(t) and g(t) , written [ ] and defined by [Eq-1] below. [ Given-> f(t),g(t),G(s)= So, -> [ [ , F(s)= ]; = convolution of f(t) and g(t) = ; ]; PROOF-OF-THEOREM # 1 :- by the definition of G(s) and the second[2nd ] shifting theorem, for each fixed * tau + * ] we have , ];
{:. From 6.3, 2nd shifting theorem [eq-4], -> [ So, [ [ [ [ ]; {:. , ]; ]; ]; }; ]; ];
]; ];
];
Where {:.
};
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Our assumptions on f(t) and g(t) are such that the order of integration can be reversed.
[
{:.
-----------finished--------
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From sec # 6.2 we re-call that the subsidiary-equation of the differential-equation [i-e] [ Has the solution.
[ ];
];
Where, [ [ ]; ];
];
];
Convolution-Theorem:
{:.[
[
---------------finished----------------
INTEGRAL-EQUATIONS : Convolution also helps in solving certain integral-equations, that is equations in which the unknown function y(t) appears under the integral [ and perhaps also outside of it].
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-------------finished-here-----------
];
[ Let,
];
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Formula:
[ ];
[
-------------------Apply convolution [ [ ]; ];
];
--[ [ [ [ [ [ ]; ]; ]; ]; ]; ];
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];
]; ];
.. simple integrations used here .. [ --------------finished here-----------[ 6.6 ] Q 31) using convolution theorem on I.V.P , solve: Given-> [ I.V.P : [ Solution: [ Apply laplace transform [ [ [ [ [ [ [ [ ]; ]; ]; ]; ]; ]; ]; ]; ]; ]; ]; ]; Answer
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Formula:
[ ];
[
-----------[
];
];
[ {:. [
[ [ [ [ .. ]; ]; ];
]; }; ];
];
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X
MUHAMMAD-SIKANDAR-KHAN-LODHI OWNER OF MY PERSONAL NOTES
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