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Laplace transform of different functions and integral

Step function

The step function is defined by


t   0, 0  t 1
 1, 1  t  2
 2, 2  t  3
 3, 3  t  4

t
1+
h

(0, 1)
t

This function sometimes called a Staircase function


with unit rise and run.
The Staircase function with an arbitrary positive run
h and with a unit rise belonging at the origin t = 0 ,
is then represented by the symbol 1   or 1    .
t t
 h h
The function C 1   has the rise C and run h.
t
 h
Laplace transform of step function

 t
Y (t )  1  
 h
 t  h  t 
 Y (t  h)  1    
 h  h
t   t 
1  Y (t  h)  1     1  
h  h
 Y (t )  1  Y (t  h), t  0
 0, t0

Taking laplace transform both sides


1 1
y ( s )   e y ( s )  (1  e ) y ( s ) 
 hs  hs

s s
1
 y(s) 
s (1  e  hs )
 t   1
L Y (t )  L  1    
  h   s (1  e )
 hs

Unit finite impulse function

The step function


1
I ( h, t  t 0 )  , t 0  t  t 0  h
h
 0, t  t0 and t  t0  h
is called unit finite impulse function

I(h, t t0)

1/h
h

O t0 t0 + h

Laplace transform of Unit finite impulse function

let us introduce a variation of our unit step function


Sk (t ), one that is defined as
s0 (t  t0 )  0, t  t0
(2)
 1, t  t0

The function I (h, t  t0 ) can be written


s0 (t  t0 )  s0 (t  t0  h)
I ( h, t  t 0 )  (3)
h
s0 (t  t0 ) s0 (t  t0  h)
 
h h
Taking laplace transform
1 1
L{I (h, t  t0 )}  L{s0 (t  t0 )}  {s0 (t  t0  h)}
h 2
1 et s 1 e s (t h )
0 0

 
h s h s
et s
1  e  sh 
0

 (4)
sh
t0  0; h  0, s0

When h  0 then the function I (h, t  t0 ) is denoted by


unit implies symbol  (t  t0 ).
Laplace transform of  (t  t0 ).

From the above equation (4)


e  st
1  e  sh 
0

Lt L{I (h, t  t0 )}  Lt
h 0 h 0
sh
e  st0
 s 2 h2 
 Lt 1  1  sh  2  
h 0
sh  

 e  st 0

We have   I (h, t  t0 ) F (t )dt
t0  h
   I (h, t  t0 ) F (t )dt   t I (h, t  t0 ) F (t )dt
t0

1 t th 1
 0   t h
0
F (t ) dt [G (t )]t
0

h t 0
h 0

1
 [G (t0  h)  G (t0 )]
h
1
 hG (t0   h) by mean value theorem.
h
 G(t0   h)

 F (t0   h)

 hLt

 I (h, t  t0 ) F (t )dt  hLt F (t0   h)
0  0


   (t  t0 ) F (t )dt  F (t0 )
It t0  then I (h, t  t0 )  0 t < 0

Lt   I (h, t  t0 ) F (t )dt  F (t0 )
h 0


 0  (t  t 0
) F (t ) dt  F (t 0
) put F (t 0
)  e  st

  0  (t  t0 )e st dt  e st

0

 L{ (t  t0 )}  e  st 0
.

Show that L  1     1  coth   


t 1 hs
 h  2s   2 
 hs 
coth  
1   hs   1  2
R.H. S = 1  coth     
2s   2  2s 2s

We know that sinh    e  e 


1
2
 e  e  
1 
cosh  
2
e  e 
 coth   
e  e 
e  e  2e sh
1  coth   1    put  
e  e  e  e  2
sh

 hs  2e 2
1  coth    sh
 2  e 2  e 2
sh

 sh

1   hs   1  e 2 
1  coth    
2s   2   s  e 2  e 2 
sh sh

  
1 T   t  
   sh 
 L  1   
s 1  e   h  

 L  1     1  cos th    (Proved)


t 1 sh
 h  2s   L 
Sine integral

The Sine integral is denoted by Si (t) and is defined


by
sin x
Si (t)   0
t
dx
x

Cosine integral

The cosine integral is denoted by Ci (t) and is


defined by
cos x
Ci (t)   t

dx
x

Exponential integral
The exponential integral is denoted by Ei (t) and is
 e x
defined by Ei(t)   t dx
x
Error function

The exponential integral is denoted by erf (t) and is


2 x
defined by erf(x)   0 e  t dt
2

Laplace transform of Sine integral


 sin x 
LSi(t )  L  dx 
t

 
0
x
 
3 5
x x
 x    .      
 L 
t 3! 5! dx 
0

 x 
 
  x x  
2 4

 L  1    .       dx 
t

  3! 5!  
0

 t t3 5

 L t    .     
 3. 3! 5 ..
5 ! 

5
1 1 3! t 5!
  2
 4
.     6
s 3. 3! s 5 ..5! s
 1  1 
3 5

   
1 1  s   s  
     .     
s s 3 5 
 
1 1
 tan  1

s s

Laplace transform of Cosine integral


L Ci (t )

L  

t

cos x
x  
dx  L

1

cos vt
v 
dv , where x  vt

 s  1 1 v 
  1 dv    1   2 
dv
v (s  v )
2 2
s v s v 
2

 
1 2  1  v2 
   ln v  ln  s  v     ln 2
1 2

s 2s 1 2 s  s  v 2  1
1 1
 ln
2s s 2  1

Laplace transform of Exponential integral


L  Ei (t )
  e x    e  vt 
 L  t dx   L   1 dv  , where x  vt
 x   v 
 1  1 1 1 
 1 dv  1   dv
v ( s  v) s v s  v
 
1 1  1 v 
  ln v  ln  s  v     ln
s s 1 s  s  v  1
1
 ln( s  1)
s
Laplace transform of Error function

we know that

2
erf(t)  
 u2
t
e du

0

Replace t by
2
)  
t u2
erf( e du
 0
=
Laplace transform of Bessel’s function

we know that the Bessel’s function of order n is


 n  2r
(1) r
 x
J n ( x)    
r!(n  r  1)  2 
.
r 0
put n=0

(1)  x 
r 2r

J 0 ( x)    
r  0 r ! ( r  1)  2 

t2 t4 t6
 1 2  2 2  2 2 2 
2 2 .4 2 .4 .6

 t t2
t 4
 6

L  J 0 ( x)  L 1  2  2 2  2 2 2     
 2 2 .4 2 .4 .6 
1 2 4
  2 3  2 2 5  
s 2 .s 2 .4 .s

1  1  1  1.3  1 
2

 1   2    2    
s  2  s  2.4  s  
1/2 1/2
1 1 1 1 s 
2
1
 1  2    2   2
s s  s s  s 1

1
 L  J 0 (t ) 
s 1 2


Prove that Si () 
2

Proof:

sin x  sin x
Si (t )  0 dx  Si ()  0
t
dx
x x
we know that
 sin ty
 0 dy  F (t ) ( say ) where x  ty
y
Taking Laplace transform on both sides,
  sin ty   1 y
f ( s )  L  0 dy   0 dy
 y  ys y
2 2


1  y  1 
  tan 1    
s  s  0 s 2
Taking Laplace inverse

L1  f ( s ) 

2
L1 
1
s


2
.1

 
F (t )   Si ()  proved
2 2

ln s
2.Prove that L cos t Si (t )  sin t Ci (t ) 
s2  1
Proof:
we have
sin x  cos x
cos t Si (t )  sin t Ci (t )  cos t 0 dx  sin t t
t
dx
x x
 sin x  sin x  cos x
 cos t 0 dx  cos t t dx  sin t t dx
x x x
 sin x  cos t sin x  sin t cos x
 cos t 0 dx  t dx
x x
 sin x  sin( x  t )
 cos t 0 dx  t dx
x x
 sin x  sin tv
 cos t 0  0 tdv where, x-t = tv
x t (v  1)
Taking laplace on both sides

L cos t Si (t )  sin t Ci (t )
 s  v
   dv
2 s 1
2 0
(1  v)( s  v )
2 2

 s 1  v s2 1 
  0  2
   dv
2 s  1 s  1  s  v s  v v  1
2 2 2 2 2


 s 1 1 s2 -1  v  
  ln( s 2
 v 2
)  ln( v  1)  tan  
2 s 2  1 s 2  1  2 s  s 0

 s 1  s2  v2 s2 -1  v 

  2 ln  tan   
2 s 1 s 1
2
v 1 s  s 0
 s 1 s2  v2 1  s
  Lt ln  ln s 
2 s 2  1 s 2  1 v  v 1 s2  1 2 s2  1
1
 2 ln s
s 1
proved

s ln s
3. Prove that L cos t Ci (t )  sin t Si (t )  
s2  1

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