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Ghorai

Lecture XIX

Laplace Transform of Periodic Functions, Convolution, Applications

f (t + T ) = f (t) for all t 0. If the Laplace transform of f exists, then

Z T

f (t)est dt

.

(1)

F (s) = 0

1 esT

Proof: We have

f (t)est dt

F (s) =

0

Z

X

(n+1)T

f (t)est dt

nT

=

=

n=0

Z T

X

f (u + nT )esusnT du

n=0

snT

f (u)esu du

n=0

T

Z

su

f (u)e

X

esnT

du

Z

=

u = t nT

n=0

f (u)esu du

1 esT

esnT

n=0

Example 1. Consider f (t) = sin(t), which is a periodic function of period 2/.

Solution: Using (1), we find

Z 2/

1

1 e2s/

st

F (s) =

e

sin(t)

dt

=

= 2

2s/

2

2

2s/

1e

s + 1e

s + 2

0

Example 2. Consider a saw-tooth function (see Figure 1)

t,

0 t < 1,

f (t) =

f (t 1),

t 1.

S. Ghorai

Solution: Here period T = 1. Using (1), we find

Z 1

1

1 es (1 + s)

1

es

st

F (s) =

te

dt

=

=

1 es 0

s2 (1 es

s2 s(1 es )

Example 3. Consider the following function (see Figure 2)

0 t < 1,

t,

2 t,

1 t < 2,

f (t) =

f (t 2),

t 2.

f(t)

1

o

Solution: Here f (t) is a periodic function of period T = 2. Hence, using (1), we find

Z 1

Z 2

Z 2

1

1

st

st

st

F (s) =

f (t)e dt =

te dt +

(2 t)e dt

1 e2s 0

1 e2s

0

1

Simplifying the RHS, we find

F (s) =

(1 es )2

1 es

1

=

= 2 tanh(s/2)

2

2s

2

s

s (1 e )

s (1 + e )

s

1,

0 < t < 1,

1,

1 < t < 2,

f (t) =

f (t 2),

t > 2.

0

S. Ghorai

Since f 0 is piecewise continuous and is of exponential order, its Laplace transform exist.

Also, f 0 is periodic with period T = 2. Hence,

Z 1

Z 2

Z 2

1

(1 es )2

1

0

st

st

st

0

f

(t)e

dt

=

e

dt

+

e

dt

=

.

L f =

1 e2s 0

1 e2s

s(1 e2s )

0

1

Hence,

1

1

1

L f 0 = tanh(s/2) = sF (s) f (0) = tanh(s/2) = F (s) = 2 tanh(s/2)

s

s

s

Comment: Is it possible to do similar calculations (like in aliter) in Example 2? If

not, why not?

Convolution

Supposewe know

H(s) can be written as H(s) = F (s)G(s),

that a Laplace

transform

where L f (t) = F (s) and L g(t) = G(s). We need to know the relation of h(t) =

1

L

H(s) to f (t) and g(t).

Definition 1. (Convolution) Let f and g be two functions defined in [0, ). Then

the convolution of f and g, denoted by f g, is defined by

Z t

(f g)(t) =

f ( )g(t ) d

(2)

0

Z t

(f g)(t) =

g( )f (t ) d

(3)

Theorem 2. (Convolution theorem) The convolution f g has the Laplace transform property

L (f g)(t) = F (s)G(s).

(4)

OR conversely

L1 F (s)G(s) = (f g)(t)

Proof: Using definition, we find

L (f g)(t)

(f g)(t)est dt

Z0 Z t

=

f ( )g(t ) d est dt

=

The region of integration is the area in the first quadrant bounded by the t-axis and

S. Ghorai

=t

0110

1 1

0

10

1010

2

00000000

11111111

000000001010

11111111

0000000010

11111111

t

the line = t. The variable limit of integration is applied on which varies from = 0

to = t.

Let us change the order of integration, thus apply variable limit on t. Then t would

vary from t = to t = and would vary from = 0 to = . Hence, we have

Z Z

st

L (f g)(t) =

e g(t ) dt f ( ) d

0

Z Z

su

e g(u) du f ( )es d,

t =u

=

0

0

Z

Z

s

su

e g(u) du

e f ( ) d

=

0

= F (s)G(s)

Example 4. Consider the same problem as given in Example 4 of Lecture Note 18,

i.e. find inverse Laplace transform of 1/s(s + 1)2 .

Solution: We write H(s) = F (s)G(s), where F (s) = 1/s and G(s) = 1/(s + 1)2 . Thus

f (t) = 1 and g(t) = tet . Hence, using convolution theorem, we find

Z t

Z t

h(t) =

f (t )g( ) d =

e d = 1 (t + 1)et .

0

Note: We have used f (t )g( ) in the convolution formula since f (t) = 1. This helps

a little bit in the evaluation of the integration.

Example 5. Find inverse Laplace transform of 1/(s2 + 2 )2 .

Solution: Let H(s) = F (s)G(s), where F (s) = 1/(s2 + 2 ) and G(s) = 1/(s2 + 2 ).

S. Ghorai

Z t

1

h(t) =

sin( ) sin((t ))d

2 0

1

sin(t)

t

cos(t)

.

=

2 3

Applications

y 00 + y = t,

y(0) = 0, y 0 (0) = 2

s2 Y 2 + Y =

1

2

1

=

Y

=

+

s2

s2 (s2 + 1) s2 + 1

Y =

1

1

+

= y(t) = t + sin t

s2 s2 + 1

term in the right hand side. Now here we dont evaluate it. Let g(t) be nonhomogeneous

term (in this case g(t) = t). Let G(s) be the Laplace transform of g. Now Take Laplace

transform on both sides. This gives

s2 Y 2 + Y = G(s) = Y =

2

G(s)

+ 2

2

s +1 s +1

Z t

Z t

(t ) sin( ) dt + 2 sin t

g(t ) sin( ) dt + 2 sin t = y(t) =

y(t) =

0

y(t) = t + sin t

Example 7. (Differential equation) Solve the IVP

8 sin t,

0 < t < ,

00

y + 9y =

0,

t > ,

y(0) = 0, y 0 (0) = 4.

Solution: Consider g(t) = 8 u0 (t) u (t) sin t. Then Laplace transform of the

nonhomogeneous term is the same as that of g(t). Now we write g(t) as

g(t) = 8u0 (t) sin t + +8u (t) sin(t ).

S. Ghorai

s2 Y 4+9Y =

1

8

es

4

1

s

+8

=

Y

=

+8

+8e

s2 + 1 s2 + 1

s2 + 9 (s2 + 1)(s2 + 9)

(s2 + 1)(s2 + 9)

1

1

1

1

4

s

+

+e

.

Y = 2

s +9

s2 + 1 s2 + 9

s2 + 1 s2 + 9

Now

1

1

1

L sin t sin 3t = 2

2

.

3

s +1 s +9

4 sin 3t

1

1

y(t) =

+ sin t sin 3t + u (t) sin(t ) sin 3(t )

3

3

3

Further, this can be break up as

sin 3t + sin t,

y(t) =

4 sin 3t,

3

0 t ,

t ,

y 00 2xy 0 + 4y = 0,

y(0) = 1, y 0 (0) = 0

d

s2 Y sy(0) y 0 (0) + 2

L (y 0 ) + 4Y = 0,

ds

OR

d

s 3

1

0

2

0

s Y s+2

sY y(0) +4Y = 0 = 2sY +(s +6)Y = s = Y +

+

Y =

ds

2 s

2

2

3 s2 /4

Ys e

OR

OR

1

=

2

s3 es

2 /4

ds + C

2

s2 4

es /4

Y =

+

C

s3

s3

2

1

4

es /4

Y = 3 +C 3 .

s s

s

Now it can be shown by Bromwich integral method (not in the syllabus) that

2

2

x

1

es /4

L

=

2

4

s3

S. Ghorai

Hence, we find

y(t) = (1 2x ) + C

x2 1

2

4

.

OR

y(t) = (1 C/4) + (C/2 2)x2

Now y(0) = 1 = C = 4. Hence

y(x) = (1 2x2 )

Comment: If we expand es

2 /4

es /4

1

1

+ non-negative power of s.

=

s3

s3 4s

If we assume L1 (sk ) = 0, k = 0, 1, 2, , then we find

L

x2 1

2

4

es /4

=

s3

Z t

0

y +

y(t )e2 d = 1,

y(0) = 1.

sY y(0) +

Y

1

s+2

2

1

=

= Y =

= Y =

s+2

s

s(s + 1)

s s+1

Hence,

y(t) = 2 et

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