Applied Engineering Mathematics

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 : ‫في هذا الفصل سندرس المواضيع التالية‬

1. Introduction to Laplace transforms.

Definition of a Laplace transforms.

Linearity property of the Laplace transforms.

Laplace transforms of elementary functions.

2. Properties of Laplace transform.

The Laplace transform of

The Laplace transform of

The Laplace transforms of derivatives.

The initial and final value theorems.

3. Inverse Laplace transforms.

Definition of the inverse Laplace transforms.

Inverse Laplace transforms of simple functions.

Inverse Laplace transforms using partial fractions.

Pole-zero diagrams.

4. The solution of differential equations using Laplace transforms.

5. The solution of simultaneous differential equations using Laplace transforms.
6. The Relation between Laplace transforms and Gamma Function.

‫ عدنان الصالحي‬/‫إعداد د‬

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 Useful Formulas

c c
i i c
i i i i i i
c c c c c i
i i c c i
c c c i i

i c i i

c i i i

c c c c

i i c c

i c
i h c h

∫ i [ i c ]

∫ c [ i c ]

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Chapter 1

Laplace Transform
1.1. INTRODUCTION

Laplace transform, in mathematics, named after its discoverer French mathematician Pierre Simon Marquis De
Laplace 1749-1827. Laplace transform are particularly effective in solve the differential and integral equations
as well as initial value problems by means of reduced its to algebraic equations which are much easier to solve.

Definition : Suppose that

(i) is a real- or complex-value function of the variable .

(ii) is a real or complex parameter.

We defined the Laplace transform of as

{ } ∫

i ∫

Whenever the limit exists.

It is clear that the integral in (1) is an improper integral, existence of Laplace transform implies that the
limit exists.

1.2. Important Comments:

- Laplace transform is defined for complex valued function and the parameter can also be
complex. But we restrict our discussion only for the case in which is real valued and s is real.
- When the limit exist the integral is converge.
- If the limit does not exist, the integral is said to diverge and there is no Laplace transform defined
for .
- The notation { } ̅ or , will be used to denoted to the Laplace transform of .
- When is a complex number, we will always use the notation .
- There are some function does not have Laplace transform, (the function for which the integral
does not converge).

Example:

show whether the function has Laplace transform Or not?

{ } i ∫

i ∫

: ‫يعرف بواسطة التكامل‬ ‫ تحويل البالس للدالة‬.: ‫تعريف‬

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 ∫

‫ في هذه المادة نحن سوف نستخدم الرموز التالي‬،‫كبارامتر‬ ‫بدال عن الحرف‬ ‫في بعض االحيان نستخدم الحرف‬
{ } ∫

1.3. EXISTENCE OF THE TRANSFORM

Theorem : Conditions for Existence of the Transform

Let be defined for , if is
(i) piecewise continuous on [ [ and
(ii) Of exponential order, then
{ } ∫
Exist for ..

Definition: A function has exponential order , If there exist a constants and such that for
some ,

| |

 This is because integration converge.

 The integral will converge as long as does not grow too rapidly.

1.4. Laplace Transforms of elementary functions

Example Laplace transform of

By Using Definition,

{ } ∫

( *

i.e. { }

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Laplace and Inverse Transforms of Elementary function table (1)
Laplace Inverse Laplace
function
transform Transforms
f { } { }

f { } { }

f { } { }

f { } { }

f i { i } { } i

{c } { } c
f c

f i h { i h } { } i h

{c h } { } c h
f c h

Solved Problems

{ } { } { }
( *

{ } { } { } { }
( * ( *

{ }

{ i }

{ i c } { i } {c }

{ i h c h } { } { i h } {c h }

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 { } { } { }

{ } { }

{ }

{ } { }
{ } { } { }

1.5. INVERSE LAPLACE TRANSFORMS

{ } , means that is Laplace transform of a , So that, is the inverse

Laplace transform of and write { }. i.e. { { }} and
{ { }} In terms of the foregoing examples, we shown the Inverse Laplace
transforms in table [1].

1.6. LINEARITY OF LAPLACE TRANSFORM AND INVERSE LAPLACE TRANSFORM.

Linear Properties: Let { } and { } and , are arbitrary constants. Then

a. { } { }
b. { } { } { }
c. { } { }
d. { } { } { }

1.7. Laplace transforms of a piecewise continuous function

Definition:
A function f is piecewise continuous on the interval [a b] if the interval [a b] can be broken
into a finite number of subintervals a ⋯ b , such that f is continuous
in each subinterval ]𝑡𝑖 𝑡𝑖 [ for 𝑖 𝑛

Laplace transforms can be applied to Piecewise defined continuous functions by breaking

down the function into its different pieces and applying the Laplace transform to each piece
separately.

Example : Evaluate { } for {

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 { } ∫ ∫ ∫

( *| ( *|

( * ( * ( *

1.8. Laplace transform of Unit Step Function

The Unit Step Function or the unit Heavyside function is defined by 𝑢

Theorem : { }
𝑡
𝑎
Proof:

{ } ∫

Special Case: The unit step function , where , Is defined by

Theorem : { }

Piecewise- defined functions can also be written in a compact form using the unit step function.

For instance, the Piecewise- defined functions { is the same as

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 In general, Piecewise- defined function of the type

Is the same as

Example : Express the function

{

In term unit step function

Solution:

1.9. Translation on the axis (Second shifting theorems or Second translation Theorem)

Theorem : { } and { , then.

{ } { }
Or
{ } { }
Conversely, the inverse transform

{ }

Example : Find Laplace transform of

{

Solution:
{ } { }
{ }
{ }

1.10. PROPERTIES AND THEOREMS OF LAPLACE TRANSFORMS AND INVERSE

LAPLACE TRANSFORMS :

1.11. Translation on the axis (First shifting theorems or First translation Theorem)

𝐹 𝑠 𝐹 𝑠 𝑎
Theorem : { } and is arbitrary constant, then

{ } { }|

Conversely,

{ }
𝑠 𝑎, 𝑎

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 Examples Applying first translation Theorem to solve

1- { } { }| |

2- { } { }| |

3- { } { }| |

4- { i } { i }| |

5- { c } {c }| |

6- { i h } { i h }| |

7- { c h } {c h }| |

8- {e i } { i }| |

9- { e } { }| |

1.12. Multiplication by power of

Theorem : { } { }
Conversely, the inverse transform for { } is

{ }
Or

{ { }

Examples Applying Multiplication by power of Theorem to solve

1. { } { } ( )

2. { } { } ( )

3. { i } { i } ( )

4. { c } {c } ( )

5. { i h } { i h } ( )

6. { c h } { i h } ( )

7. { i } { i } ( )
( )
8. { c } {c } ( )

Examples Prove that

1. ∫ i
2. ∫ i

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 First since

{ i } ∫ i

Also,

{ i } { i }

( *

Then from Equ. (23) and (24) we have

∫ e i d

Putting , we get

∫ e i d

Second since

{ i } ∫ e i d

Also,

d
{ i } { i }
d
d
( *
d
Then

∫ e i d

Putting , we get

∫ e i d

1.13. Division by

{ } { } ∫

Conversely, the inverse transform

{ } {∫ }

Examples 2. Evaluate { }

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 { } ∫ { } ∫

( *|

( *

( *

Examples 2. Evaluate { }
i
{ } ∫ { i }

[a ]
a

Examples 2. Evaluate ∫

i
{ } ∫ { i }

[a ]
a

i.e. { } a

Since ,

i i
{ } ∫ e d

Then from equ. (1) and (2) we have ,

i
∫ e d a

Putting , we get

i
∫ d a

1.14. Change of scalar property

Theorem : { } i c a { } ( ) ,

Examples 2. Evaluate {c } {c }

Example: find

02
 {c } {c }
{ c }

{ } {c }

( *

( )
{c } ( )
( ) (( ) *

1.15. Laplace transforms of derivatives

Theorem :
a. { } { } { } { }
b. { } { }
c. { } { } ⋯

Proof.

𝑝𝑢𝑡
{ } ∫e d 𝑢 𝑒 𝑠𝑡 𝑑𝑣 𝑦 𝑑𝑥
𝑑𝑢 𝑠 𝑒 𝑠𝑡 𝑑𝑥 ⇒ 𝑣 𝑦

| ∫e d

{ }
And so on with respect to others.

1.16. Laplace transforms of Integral

Theorem : { } {∫ }

Conversely, the inverse transform

{ } ∫

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1.17. The Convolution Theorem

If and are piecewise-continuous on [ [ and of exponential order, then

[ g] [ ] [ ]
Where g is denotes to the convolution of and . And defined by the integral

g ∫

Conversely, the inverse transform

{ } g

Example :

[∫ c ] [ c ]

[ ] [c ]

1.18. The Initial and Final value theorem

Theorem :
 i ia a e he e i [ ] i [ [ ]]
 i a a e he e [ ] [ [ ]]

1.19. The Poles and zeros of a functions

Pole : Let is analytic and single valued function in the neighborhood of , A pole of order
can be stated as:

i [ ]

Provided has finite value.

Note : the pole at is called a simple pole.

Zeros : If is analytic function at , A zero of order can be stated as:

if

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 i [ ]

Has finite non zero value.

Examples . Find the poles and zeros of the following functions

1.
is analytic in the plane except at the poles

are simple poles and is simple zero; while is a

pole of order .

2.
is analytic in the plane except at the poles

is simple poles and are simple zeros; while is a pole

of order .

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 Solved problems

1. { } { } i

2. { } { }

3. { } { }

4. { } { }

5. { } { }

6. { } { } c

7. { } { }

8. { } { }

9. { } { }

10. { } { }

1.20. PARTIAL FRACTION FORMULAS

Partial fraction expansion (also called partial fraction decomposition) is performed whenever we
want to represent a complicated fraction as a sum of simpler fractions. This occurs when
working with the Laplace or Z-Transform in which we have methods of efficiently processing
simpler fractions. Here the list of Partial fractions formulas is given. These formulas will help us
to decompose a rational expression into partial fractions. These are common types of partial
fractions which are used to solve problems.

1. Linear factors (‫)معامالت خطية‬:

2. Repeated factors (‫)معامالت مكررة‬:

3. Quadratic factors (‫)معامالت من الدرجة الثانية‬:

1.21. INVERSE LAPLACE TRANSFORMS USING PARTIAL FRACTIONS

Method 1: Algebraic Method

Examples 2. Evaluate { }

SOLUTION :

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 { } { }

{ } { }
e e
e e
Note, since

Then,

Compare the right and left sides of the fractions yields

By solve the system of linear equations (1) and (2), we obtain

Examples 2. Evaluate { }

SOLUTION

{ } { }

{ }

{ } { } { }

Compare the right and left sides of the fractions and solve yields

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Examples 2. Evaluate { }

SOLUTION

{ } { }

{ }

{ } { }

Compare the right and left sides of the fractions yields

By solve the system, we obtain

Examples 2. Evaluate { }

SOLUTION

{ } { }

{ } { } { }

{ } { } { } { }

√
{ } { } { } { }
(√ ) √ (√ )

c √ i √
√
c √ i √
√

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Compare the right and left sides of the fractions and solve yields

Method 2: Residue Method

1- Residues at Simple Poles:

If ⋯ , then

2- Residues at repeated Poles:

If ⋯ , then

Examples 2. Evaluate { }

SOLUTION :

{ } { }

{ } { }

e e
Note, since

Then, by Residue method

i

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 i

i
Thus,
{ } e e

Examples 2. Evaluate { }

SOLUTION :

{ } { }

{ } { } { }

e e e
Note, since

Then, by Residue method

i

i
Thus,

{ } e e e

e e e

Find { }?

1.22. The Relation between Laplace transforms and Gamma Function:

Laplace transform may be expressed in terms of gamma function. is the

capital Greek letter gamma, and the gamma function is defined by the
integral

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 ∫
and is convergent for

Result 1: ∫ e d

Result 2: is a positive integer.

Result 3:

Result 4: a d

√
Property : ∫

Show that ( ) √ ?

By definition

( * ∫

√
√

Show that { }

By definition

{ } ∫

Examples 2. Find {√ } without definition and by definition?

Without definition, since,

{ }

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 Then put we get,

{ }

By definition

{√ } ∫ √

∫ ( )

√
( *

Examples 2. Find { } without definition and by definition?

√

Without definition, since,

{ }

Then put we get,

{ }

By definition

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 { } ∫
√ √
∫

∫ ( )

√
( *

1.23. THE SOLUTION OF INITIAL VALUE PROBLEMS USING LAPLACE TRANSFORMS

Steps in solving an IVP by the Laplace transform

1- Take Laplace transform of both side of equation.
2- Solve for { } .
3- Find unknown , that satisfies a DE and initial conditions by inverse
Laplace.

Use Laplace transforms to solve the differential equation

Examples 2.
Subject to

SOLUTION:
Take Laplace transform to above equations

{ } { }

{ } { } { }

{ } { } { }

( { } ) { { } } { }
{ } { } { }
{ } { } { }
{ } { } { }
{ }
{ }

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 { }

{ }

{ }

{ }

{ } { }
( )

Use Laplace transforms to solve the differential equation

Examples 2.

Subject to
SOLUTION:
Take Laplace transform to above equations

{ } { }

{ } { } { }

{ } { } { }

( { } ) { { } } { }

{ } { } { }

{ } { } { }

{ }

{ }

{ }

{ }

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 { }

{ }

{ } { } { }

Use Laplace transforms to solve the differential equation

Examples 3.

Subject to

SOLUTION:
Take Laplace transform to above equations

{ } { }

{ } { } { }

( { } ) { { } } { }

{ } { } { }

{ }

{ }

{ }

{ }

Where,

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EXERCISES 1.1
In Problems 1–23, Evaluate .

12- { i }
1- { } 13- { c h }
2- { } 14- { c i }
3- { i c } 15- i
4- { c h i h } 16-
5- { } 17-
6- { i } 18-
7- { c } 19-
8- { i h } 20-
9- { c h } 21-
10- { } 22-
11- { c } 23-

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