8

Chator 7
TransIorn ^othods
In ilis clapicr wc will invcsiigaic ilc nsc of iransform mciloos for solving
lincar pariial oincrcniial cqnaiions. Jlc major cmplasis will hc on low io
nsc ilc Laplacc, Ionricr cxponcniial, Ionricr sinc ano Ionricr cosinc iransforms
for solving honnoary valnc prohlcms associaico wiil lincar pariial oincrcniial
cqnaiions. Jlcsc iransform mciloos arc applicahlc for ccriain iypcs of honnoary
valnc prohlcms wiil innniic or scmi-innniic oomains.
In onr sinoy of pariial oincrcniial cqnaiions hy iransform mciloos ii will hc
aovaniagcons io inirooncc ai ilis iimc ilc Hcavisioc

nnii sicp fnnciion ano ilc

Dirac

oclia fnnciion as ilcsc fnnciions will hc nsco in fninrc scciions for ilc
moocling of plysical prohlcms ano in ilc rcprcscniaiion of ccriain solniions.
HeavIsIde \nIt Step FunctIon
Jlc Hcavisioc nnii sicp fnnciion is ocnnco
H() =
_
1 if 0
0 if < 0.
(7.1)
Jlc Hcavisioc sicp fnnciion las a valnc of nniiy wlcn ilc argnmcni of ilc
fnnciion is posiiivc ano a valnc of zcro wlcn ilc argnmcni of ilc fnnciion is
ncgaiivc. A grapl of ilc Hcavisioc nnii sicp fnnciion H(a a
0
) is illnsiraico in
ilc ngnrc 7-1.
Iignrc 7-1. Hcavisioc nnii sicp fnnciion H(a a
0
)
Jlc Hcavisioc nnii sicp fnnciion can hc nsco io ocnnc ilc impnlsc fnnciion

t
(a a
0
) =
1
c
[H(a a
0
) H(a (a
0
c))[ (7.2)

Soo Appondix C
86
of lcigli 1c hciwccn a
0
ano a
0
c ano zcro clscwlcrc. A grapl of
t
(a a
0
) is
illnsiraico in ilc ngnrc 7-2 along wiil ilc Hcavisioc nnii sicp fnnciions nsco
io consirnci ii. Noic from ilc grapl ilai ilc arca nnocr ilc impnlsc cnrvc is
always nniiy.
Iignrc 7-2 Impnlsc fnnciion
t
(a a
0
).
Tne DIrac DeIta FunctIon
Jlc Dirac oclia fnnciion or nnii impnlsc fnnciion (a a
0
) is ocnnco
(a a
0
) = lim
t0

t
(a a
0
) (7.8)
ano is noi a fnnciion in ilc nsnal scnsc. Jlis fnnciion is zcro cvcrywlcrc cxccpi
ai ilc poini a
0
wlcrc ii hccomcs innniic yci ii siill snhicnos an arca of nniiy
sncl ilai
_

(a a
0
) da = 1. Ii is formally known as hclonging io ilc class of
gcncralizco fnnciions from ilc ilcory of oisirihniions ocvclopco hy L. Sclwariz

aronno 190. Ior onr pnrposcs wc wisl io nsc somc of ilc opcraiional propcriics
posscssco hy ilc Dirac oclia fnnciion. A vcry nscfnl propcriy is ilc sifiing
propcriy
_

(a a
0
))(a) da = )(a
0
). (7.4)
Ly nsing ilc ahovc limii ocnniiion wc can wriic ilc inicgral (7.4) as a limiiing
proccss
_

(a a
0
))(a) da = lim
t0
_

t
(a a
0
))(a) da
= lim
t0
__
r

0 )(a) da
_
r

t
r

1
c
)(a) da
_

r

t
0 )(a) da
_

Soo Appondix C
87
Using ilc mcan valnc ilcorcm for inicgrals wc can wriic for 0 < 0 < 1
_

(a a
0
))(a) da = lim
t0
1
c
)(a
0
0c)c = )(a
0
).
Anoilcr nscfnl propcriy for ilc Dirac oclia fnnciion is ilc inicrprciaiion
ilai ilc ocrivaiivc of ilc Hcavisioc nnii sicp fnnciion proonccs ilc Dirac oclia
fnnciion or
dH(a a
0
)
da
= (a a
0
). (7.)
Jlis follows oirccily from ilc ocnniiion of a ocrivaiivc wlcrc
H

(a a
0
) =
dH(a a
0
)
da
= lim
t0
H(a a
0
) H(a (a
0
c))
c
= (a a
0
).
If ilc Dirac oclia fnnciion is inicgraico ilcrc rcsnlis
_
r

(a a
0
) da =
_
0 if a < a
0
H(a a
0
) if a a
0
. (7.6)
Jlis rcsnli can hc aclicvco hy inicgraiing ilc
t
(a a
0
) impnlsc fnnciion ano
ilcn iaking ilc limii as c 0.
Jlc Dirac oclia fnnciion also las ilc ocrivaiivc propcriics
_

(a a
0
))(a) da =)

(a
0
)
_

(a a
0
))(a) da =)

(a
0
)
_

(a a
0
))(a) da =)

(a
0
)
. . .
_

(n)
(a a
0
))(a) da =(1)
n
)
(n)
(a
0
)
(7.7)
wlicl can hc aclicvco nsing inicgraiion hy paris.
In iwo ano ilrcc oimcnsions wc lavc ilc nniiy propcriics
1
2
=
_

(a a
0
)(
0
) dad = 1
1
3
=
_

(a a
0
)(
0
)(. .
0
) dadd. = 1
wlicl can hc nsco io ocvclop ilc Dirac oclia fnnciion rcprcscniaiion for oilcr
cooroinaic sysicms. Ior cxamplc, if wc clangc io polar cooroinaics nsing ilc
88
iransformaiions a = r cos 0 ano = r sin0 wc wani ilc proonci of oclia fnnciions
io clangc io polar form. Wc know dad iransforms io rdr d0 ano so wc cxpcci
ilcrc is somc valnc sncl ilai ilc inicgral 1
2
will iransform io ilc form
1
2
=
_
2t
0
_

0
(r r
0
)(0 0
0
) rdrd0 = 1,
involving ilc polar poini (r
0
, 0
0
) wlicl corrcsponos io ilc (a
0
,
0
) poini in Caric-
sian cooroinaics. Jlc nniiy propcriy is prcscrvco if wc sclcci = 1r, ilcn wc
can say ilai
(a a
0
)(
0
) iransforms io
(r r
0
)(0 0
0
)
r
. (7.8)
If ilcrc is symmciry wiil rcspcci io 0, ilcn wc nno ilai ilc oclia fnnciion iakcs
ilc form
(r r
0
)
2r
. (7.9)
Using similar iypc of argnmcnis for ilrcc oimcnsions wc nno ilai ilc oclia
fnnciion las ilc following rcprcscniaiions.
(r r
0
)(0 0
0
)(. .
0
)
r
_
Cylinorical cooroinaics (r, 0, .)
(r r
0
)(. .
0
)
2r
_
Cylinorical cooroinaics laving
symmciry wiil rcspcci io 0..
(j j
0
)(0 0
0
)(c c
0
)
j
2
sin0
_
Splcrical cooroinaics (j, 0, c).
(j j
0
)(0 0
0
)
2j
2
sin0
_
Splcrical cooroinaics (j, 0) laving
symmciry wiil rcspcci io c.
(j j
0
)
4j
2
_
Splcrical cooroinaics (j) laving symmciry
wiil rcspcci io hoil 0 ano c.
(7.10)
Noic ilai ilc iransformaiions
a a
0
= r cos 0
0
= r sin0 . .
0
= Z
io cylinorical cooroinaics (r, 0, Z) ano ilc iransformaiions
a a
0
= j sin0 cos c
0
= j sin0 sinc . .
0
= j cos 0
io splcrical cooroinaics (j, 0, c) slifis ilc impnlsc fnnciion io ilc origin of ilc
ncw cooroinaics.
89
Tne LapIace TransIorn
Ii is assnmco ilc rcaocr las hccn cxposco io Laplacc iransforms for ilc
solniion of oroinary oincrcniial cqnaiions wlcrc ilc hasic icclniqnc for solving
lincar oroinary oincrcniial cqnaiions hy Laplacc iransforms is illnsiraico in ilc
ngnrc 7-3.
Iignrc 7-3. Lasic ioca hclino nsc of Laplacc iransforms for ODL`s.
In ngnrc 7-3 a lincar oroinary oincrcniial cqnaiion (ODL) is iransformco
from a i-oomain io a Laplacc iransform c-oomain wlcrc ii hccomcs an algchraic
prohlcm. Jlis algchraic prohlcm is solvco in ilc iransform oomain ano invcrico
hack io ilc i-oomain hy iaking an invcrsc Laplacc iransform hy ciilcr complcx
variahlc mciloos or iahlc look np mciloos. Jlis samc hasic ioca is applico io
solvc ccriain lincar pariial oincrcniial cqnaiions (IDL). Wlcn lincar IDL`s arc
pni inio ilc Laplacc iransform opcraior hox ilcy comc oni as lincar oroinary
oincrcniial cqnaiions or lowcr orocr pariial oincrcniial cqnaiions in ilc irans-
form oomain. Jlc iransformco cqnaiion is solvco ano ilcn invcrico hack io
ilc i-oomain io ohiain ilc solniion io ilc original IDL. Jlis hasic ioca works
wiil oilcr iransform opcraiors (Laplacc, Ionricr, cic.). In orocr for ilcsc irans-
form icclniqncs io work, ilc oroinary oincrcniial cqnaiion or pariial oincrcniial
cqnaiion ilai ilc iransform is hcing applico io mnsi hc lincar. Jlcsc iransform
icclniqncs arc noi applicahlc io nonlincar cqnaiions. Also onc mnsi hccomc fa-
miliar wiil ilc opcraiional propcriics of ilc varions iransform opcraiors ilai arc
hcing nsco, as ilis knowlcogc will cnahlc morc cxicnsivc nsc ano mooincaiions
of iransform iahlcs. Wc hcgin onr sinoy of iransform icclniqncs wiil a rcvicw
860
of ilc Laplacc iransform ano iis propcriics hccansc many of ilc icclniqncs ano
mciloos cmployco in ilc nsc of Laplacc iransforms will lclp in nnocrsianoing
ilc opcraiional propcriics of oilcr iransforms.
Iccall ilc Laplacc iransform is ocnnco
L)(t); t c =
_

0
)(t)c
s|
dt = 1(c) (7.11)
wlcrc c is a paramcicr io hc sclccico, if ai all possihlc, so ilai ilc inicgral cxisis.
Jlc opcraior L las an invcrsc opcraior L
l
wiil ilc propcriy
L
l
L)(t) = L
l
1(c); c t = )(t). (7.12)
If wc lavc a fnnciion of morc ilan onc variahlc, say n = n(a, t), wc nsc ilc
noiaiion
Ln(a, t); t c =
_

0
n(a, t)c
s|
dt = n(a, c)
io cmplasizc ilai t is ilc iransform variahlc. Wc also nsc ilc (iiloc) noiaiion
io ocnoic ilai a iransform las hccn pcrformco. Ior cxamplc,
Ln(a, t); a =
_

0
n(a, t)c
r
da = n(, t)
is ilc noiaiion nsco io slow ilai ilc variahlc a is ilc variahlc io hc iransformco
io ilc variahlc . In onc-oimcnsion wc can nsc capiial lciicrs io ocnoic ilc irans-
form fnnciion or onc can nsc ilc iiloc noiaiion. Jlc iahlc 7-1 lisis opcraiional
propcriics associaico wiil ilc Laplacc iransform. Jlc nrsi propcriy illnsiraics
ilc Laplacc iransform noiaiion wlcrc onc can wriic L)(t) = 1(c) if yon movc
across ilc iahlc from lcfi io rigli or yon can wriic )(t) = L
l
1(c) if yon movc
across ilc iahlc from rigli io lcfi. Jlc sccono propcriy is a lincariiy propcriy
wlicl follows from ilc ocnniiion of a Laplacc iransform ano ilc lincariiy prop-
criy of inicgrals. Jlc inicgral of a snm is ilc snm of inicgrals ano also consianis
can hc hrongli oni in froni of ilc inicgral sign. Jlc propcriy ilrcc is a oincr-
cniiaiion propcriy ano assnmcs ilai )(t) is a coniinnons fnnciion. Jlc propcriy
follows nsing inicgraiion hy paris ano ilc ocnniiion of ilc Laplacc iransform.
Wc lavc
L)

(t) =
_

0
)

(t)c
s|
dt = )(t)c
s|

0

_

0
)(t)c
s|
(c) dt
861
wlicl simplincs io
L)

(t) = c1(c) )(0

)
nnocr ilc assnmpiion c 0 ano lim
T
)(T)c
sT
= 0. Hcrc wc lavc nsco ilc
ocnniiion 1(c) =
_

0
)(t)c
s|
dt ano ilc )(0

) icrm is ocnnco as ilc rigli-lano

limii )(0

) = lim

)(t). Jlc ocnniiion of ilc Laplacc iransform implics ilai for

ilc Laplacc iransform io cxisi, ilc impropcr inicgral of )(t) mnsi cxisi. Jlc
fnnciion )(t) ncco only hc ocnnco for t _ 0, ano ilc iransform paramcicr c mnsi
hc sclccico sncl ilai ilc impropcr inicgral cxisis. In ilc casc wlcrc )(t) las a
oisconiinniiy ilc oincrcniiaiion propcriy in iahlc 7-1, cniry nnmhcr 3, nccos io
hc mooinco. If wc assnmc )(t) las a singlc jnmp oisconiinniiy ai ilc poini t
0
,
ilcn wc wonlo wriic
L)

(t) =
_

0
)

(t)c
s|
dt =
_
|

0
)

(t)c
s|
dt
_

|

(t)c
s|
dt
L)

(t) = )(t)c
s|

0
c
_
|

0
)(t)c
s|
dt )(t)c
s|

c
_

|

)(t)c
s|
dt
wlicl simplincs io
L)

(t) = c1(c) )(0

)
_
)(t

0
) )(t

0
)

c
s|

.
Jlis illnsiraics ilai for cacl jnmp oisconiinniiy in ilc fnnciion an aooiiional
icrm, involving ilc jnmp, mnsi hc aooco io ilc ocrivaiivc propcriy lisico in ilc
Laplacc iransform iahlc 7-1. Ior ilc largc majoriiy of plysics, clcmisiry ano
cnginccring prohlcms wc assnmc coniinniiy for )(t). Jlc licroglyplics ocnoiing
propcriy 3 can hc pni inio woros. Wc wonlo rcao ilc symhols ocnoiing propcriy
3 as follows.
If ilc Laplacc iransform of )(t) is 1(c), ilcn ilc Laplacc iransform of ilc
ocrivaiivc )

(t) is c-iimcs ilc iransform of ilc fnnciion oincrcniiaico minns ilc

iniiial valnc of ilc fnnciion oincrcniiaico.'
Now ilc propcriics 4 ano follow hy rcpcaico applicaiions of ilis oincrcn-
iiaiion propcriy. Ior cxamplc, If ilc Laplacc iransform of )

(t) is c1(c) )(0

),
ilcn ilc Laplacc iransform of ilc ocrivaiivc )

(t) is c-iimcs ilc iransform of ilc

fnnciion oincrcniiaico minns ilc iniiial valnc of ilc fnnciion oincrcniiaico.' In
icrms of symhols
L)

(t) = c[c1(c) )(0

)[ )

(0

).
862
TaIIe 7-1
LapIace TransIorn FropertIes
1. )(t) = L
l
1(c) 1(c) = L)(t) Commonls
2. c
l
)(t) c
2
q(t) c
l
1(c) c
2
G(c) Linoaiily piopoily
8. )

(t) c1(c) )(0

) Doiivalivo piopoily
4. )

(t) c
2
1(c) c)(0

) )

(0

) Socono ooiivalivo
. )
(n)
(t)

()

(0

(0

(0

) nll ooiivalivo
6.
_
|
0
)(t) dt
1(c)
c
Inlogialion piopoily
7. t)(t) 1

(c) Mulliplicalion Ly t
8. t
n
)(t) (1)
n
1
(n)
(c) Bopoaloo mulliplicalion Ly t
9.
)(t)
t
_

s
1(c) dc Division Ly t
10. c
o|
)(t) 1(c a) Fiisl slifl piopoily
11. )(t a)H(t a) c
os
1(c), a 0 Socono slifl piopoily
12. H(t a)
c
os
c
, a 0 Hoavisioo funclion
18. (t a) c
os
, a 0 Diiac oolla funclion
14.
1
a
)(
t
a
) 1(ac), a 0 Scaling piopoily
1.
)(t)

q(t) 1(c)G(c)
Convolulion piopoily
)(t)

q(t) =
_
|
0
)(t)q(t t) dt
q(t)

)(t) =
_
|
0
q(t))(t t) dt
16. [ )(t) [_ `c
o|
lim
s
1(c) = 0 )(t) of oxpononlial oiooi.
868
TaIIe 7-2
Snort TaIIe oI LapIace TransIorns
)(t) = L
l
1(c) 1(c) = L)(t)
1. 1
1
c
2. t
1
c
2
8. t
n
n!
c
nl
n inlogoi, c 0
4. t
o
I(c 1)
c
ol
c 1, c 0
. c
.|
1
c .
6. sin.t
.
c
2
.
2
7. cos .t
c
c
2
.
2
8. sinl.t
.
c
2
.
2
9. cosl.t
c
c
2
.
2
10.
_
t
3
_
n2
J
n
(2
_
3t)
1
c
nl
c
os
n 1
11. J
0
(.t)
1
_
c
2
.
2
12.
1
_
.
c
.|
oif(
_
.t)
1
_
c(c .)
18.
1
_
t
c
.

4|
1
_
c
c
.

s
14.
.
2
_
t
3
c
.

4|
c
.

s
1. oif
_
.
2
_
t
_
1
c
_
1 c
.

s
_
16. oifc
_
.
2
_
t
_
1
c
c
.

s
17. c
o

|oo
oifc
_
3
_
t
c
2
_
t
_
1
_
c(3
_
c)
c
o

s
18. H(t a)
1
c
c
os
, a 0
19. (t a) c
os
, a 0
20.
a
/

2

n=l
(1)
n
n
c
n

|b

sin
na
/
sinla
_
c
c sinl/
_
c
864
Jlc inicgraiion propcriy 0 is ocrivco nsing ilc oincrcniiaiion propcriy 3.
Lci q(t) =
_
|
0
)(t) dt wiil q

(t) = )(t) ano q(0) = 0, ilcn Lq

(t) = L)(t) givcs

cG(c) 0 = L)(t) = 1(c) or G(c) = Lq(t) =
1(c)
c
.
Jlc mnliiplicaiion hy t propcriy, cniry 7 of iahlc 7-1, is ohiainco hy oincr-
cniiaiing wiil rcspcci io c ilc ocnniiion
1(c) = L)(t) =
_

0
)(t)c
s|
dt
wlcrc ilc rigli-lano sioc is oincrcniiaico nnocr ilc inicgral sign io ohiain
1

(c) =
d1
dc
=
_

0
)(t)c
s|
(t) dt
or
1

(c) =
_

0
t)(t)c
s|
dt = Lt)(t)
or
L
l
1

(c) = t)(t).
Ly coniinnally applying ilc mnliiplicaiion propcriy ilcrc rcsnlis ilc cniry
8 of iahlc 7-1. Jlai is, cacl iimc yon mnliiply hy t in ilc t-oomain, ilcrc rcsnlis
a ncgaiivc ocrivaiivc of ilc iransform fnnciion in ilc iransform oomain.
Jlc oivision hy t propcriy, cniry 9 of iahlc 7-1, rcsnlis hy inicgraiing ilc
ocnniiion of ilc Laplacc iransform from c io . If
1(c) = L)(t) =
_

0
)(t)c
s|
dt,
ilcn
_

s
1(c) dc =
_

s
_

0
)(t)c
s|
dtdc =
_

0
)(t)
__

s
c
s|
dc
_
dt
wlcrc wc inicrclangc ilc orocr of inicgraiion io aclicvc ilis rcsnli. Icrforming
ilc inicgraiion givcs
_

s
1(c) dc =
_

0
)(t)
t
c
s|
dt =L
)(t)
t

or L
l

_

s
1(c) dc =
)(t)
t
.
Jlis propcriy illnsiraics ilai oivision hy t in ilc t-oomain corrcsponos io an
inicgraiion c io in ilc iransform oomain.