MAT204

Mathematics-III

Transform

1
 Transform Calculus

Transform calculus is basically a technique by

which we transform the problem from its original
domain to some other domain.

For example, transformation of partial differential

equation to system of ordinary differential
equations or to system of linear algebraic
equations.

2
Importance of Transform Technique:
➢ An original problem is difficult to solve in the original
domain.
➢ Often, the transform of the problem can be solved more
easily.
➢ Then, the inverse transform returns the solution from
the transform domain to the original system.

3
Integral Transform:
Let K(s,t) be a function of two variables s and t, where s is a
parameter (real or complex), independent of t. The function
f(s) defined by the integral (assumed to be convergent)

𝑏
T{F(t)} = 𝑓 𝑠 = න 𝐾 𝑠, 𝑡 𝐹 𝑡 𝑑𝑡
𝑎

is called the integral transform of the function

F(t) and is denoted by T{F(t)}. The function K(s,t)
is called the kernel of the transformation.

4
Integral Transform:

1. Laplace Transform
2. Fourier Transform
3. Z-Transform
5
 Brief Historical Comments
➢ Historically, the origin of the integral transforms including the Laplace
and Fourier transforms can be traced back to celebrated work of P. S.
Laplace (1749–1827) on probability theory in the 1780s and to
monumental treatise of Joseph Fourier (1768–1830) on La Th´eorie
Analytique de la Chaleur published in 1822.

➢ However, this celebrated idea of Fourier was known to Laplace and A.

L. Cauchy (1789–1857) as some of their earlier work involved this
transformation.

➢ On the other hand, S. D. Poisson (1781–1840) also independently used

the method of transform in his research on the propagation of water
waves.

➢ However, it was G. W. Leibniz (1646–1716) who first introduced the

idea of a symbolic method in calculus.

6
 Brief Historical Comments
➢ Subsequently, both J. L. Lagrange (1736–1813) and Laplace made
considerable contributions to symbolic methods which became known
as operational calculus.

➢ Although both the Laplace and the Fourier transforms have been
discovered in the nineteenth century, it was the British electrical
engineer Oliver Heaviside (1850–1925) who made the Laplace
transform very popular by using it to solve ordinary differential
equations of electrical circuits and systems, and then to develop
modern operational calculus.

➢ During the late nineteenth century, it was Oliver Heaviside (1850–

1925) who recognized the power and success of operational calculus
and first used the operational method as a powerful and effective tool
for the solutions of telegraph equation and the second-order
hyperbolic partial differential equations with constant coefficients.

7
Laplace Transform
Let F(t) be a function of t such that 𝑡 > 0. Then the
Laplace transform of F(t), denoted by L{F(t)}, is defined by
∞
L{F(t)} =𝑓 𝑠 = ‫׬‬0 𝐾 𝑠, 𝑡 𝐹 𝑡 𝑑𝑡

Where s is the parameter which may be real or complex.

Further, the Laplace transform of F(t) is said to exist if the
above integral converges for some values of s.

8
Applications:
❑ The harmonic vibration of a beam which is supported at its two ends.

❑ Switching transient phenomenon in the series or parallel RL,RC or

RLC circuits

9
Applications:
❑ To design the control system, the initial step is the modeling of
generator, load, prime mover (turbine) and governer.

❑ Automation engineering, Control engineering and Signal processing.

❑ Besides these, Laplace transform is a very effective mathematical tool
to simplify very complex problems in the area of stability and control.
10
End of Lecture-1

11
 MAT204
Mathematics-III

Laplace Transform

1
Laplace Transform:
Let F(t) be a function of t such that 𝑡 > 0. Then the
Laplace transform of F(t), denoted by L{F(t)}, is defined by
∞ −𝑠𝑡
L{F(t)} =𝑓 𝑠 = ‫׬‬0 𝑒 𝐹 𝑡 𝑑𝑡

2
Existence of Laplace Transform:
Theorem: If a function F(t) is continuous or piecewise
continuous in every finite interval (0, T ), and of exponential
order 𝑒 𝑎𝑡 then the Laplace transform of F(t) exists for all s
provided Re(s)>a.

Proof: We have
∞ −𝑠𝑡
𝑓 𝑠 = ‫׬‬0 𝑒 𝐹 𝑡 𝑑𝑡
∞ −𝑠𝑡
≤ ‫׬‬0 𝑒 𝐹 𝑡 𝑑𝑡
∞ −𝑡(𝑠−𝑎) 𝐶
≤ 𝐶 ‫׬‬0 𝑒 𝑑𝑡 = , for Re(s)>a
𝑠−𝑎

Note: A function F(t) is said to be of exponential order (a>0)

on 0 ≤ 𝑡 < ∞ if there exists a positive constant C such that
for all t>T
𝐹(𝑡) ≤ 𝐶𝑒 𝑎𝑡 3
Example: If F(t)= 1 for t>0, Then

∞ −𝑠𝑡 1
𝐿 1 =𝑓 𝑠 = ‫׬‬0 𝑒 𝑑𝑡 =
𝑠

Example: If F(t)= 𝑒 𝑎𝑡 where a is a constant, then

𝑎𝑡 1
𝐿 𝑒 = , 𝑠>𝑎
𝑠−𝑎

4
Laplace Transform of Elementary Functions:

𝑭(𝒕) 𝑳{𝑭 𝒕 }
1 1
, 𝑠>0
𝑠
t 1
, 𝑠>0
𝑠2
𝑡 𝑛 , 𝑛 = 0,1,2, … 𝑛!
, 𝑠>0
𝑠 𝑛+1
𝑒 𝑎𝑡 1
, 𝑠>𝑎
𝑠−𝑎
sin 𝑎𝑡 𝑎
, 𝑠>0
𝑠 2 + 𝑎2
cos 𝑎𝑡 𝑠
, 𝑠>0
𝑠 2 + 𝑎2
sinℎ 𝑎𝑡 𝑎
, 𝑠> 𝑎
𝑠 2 − 𝑎2
cosℎ 𝑎𝑡 𝑠
, 𝑠> 𝑎
𝑠 2 − 𝑎2

5
Example: If 𝑎 > −1 is real number, then

Γ(𝑎 + 1)
𝐿 𝑡𝑎 = 𝑎+1
, 𝑠>0
𝑠

Note: Γ 𝑛 + 1 = 𝑛!,
∞
Γ 𝑧 = න 𝑥 𝑧−1 𝑒 −𝑥 𝑑𝑥 , 𝑅𝑒 𝑧 > 0
0

6
Basic Properties of Laplace Transform:

1. Heaviside’s First Shifting Theorem: If L{F(t)}=f(s), then

𝐿 𝑒 −𝑎𝑡 𝐹 𝑡 = 𝑓(𝑠 + 𝑎)

𝑛 −𝑎𝑡 𝑛!
Example: 𝐿 𝑡 𝑒 = ,
𝑠+𝑎 𝑛+1
−𝑎𝑡
𝑏
𝐿 𝑒 sin 𝑏𝑡 = 2
,
𝑠+𝑎 + 𝑏2
−𝑎𝑡
𝑠+𝑎
𝐿 𝑒 cos 𝑏𝑡 =
𝑠 + 𝑎 2 + 𝑏2

7
Basic Properties of Laplace Transform:

2. Second Shifting Theorem: If L{F(t)}=f(s), then

𝐿 𝐹 𝑡 − 𝑎 𝐻(𝑡 − 𝑎) = 𝑒 −𝑎𝑠 𝑓 𝑠 , 𝑎>0
where H(t − a) is the Heaviside unit step function defined as
1, 𝑡>𝑎
𝐻 𝑡−𝑎 =
0, 𝑡<𝑎

3. Scaling property: If L{F(t)}=f(s), then

1 𝑠𝑏 𝑠
𝐿 𝐹 𝑎𝑡 + 𝑏 = 𝑒𝑎𝑓 , 𝑎>0
𝑎 𝑎

8
Laplace transform of derivatives: If L{F(t)}=f(s), then
𝐿 𝐹′ 𝑡 = 𝑠𝐿 𝐹 𝑡 − 𝑓 0
𝐿 𝐹 ′′ 𝑡 = 𝑠 2 𝐿 𝐹 𝑡 − 𝑠𝑓 0 − 𝑓 ′ 0

𝐿 𝐹 (𝑛) 𝑡 = 𝑠 𝑛 𝐿 𝐹 𝑡 − 𝑠 𝑛−1 𝑓 0 − 𝑠 𝑛−2 𝑓 ′ 0

− ⋯ 𝑠𝑓 𝑛−2 0 − 𝑓 𝑛−1 (0)

Proof: We have,
∞
𝐿 𝐹′ 𝑡 = න 𝑒 −𝑠𝑡 𝐹 ′ 𝑡 𝑑𝑡,
0
which is, integrating by parts,
∞
∞
= 𝑒 −𝑠𝑡 𝐹(𝑡) 0 + 𝑠 න 𝑒 −𝑠𝑡 𝐹 𝑡 𝑑𝑡
0
= 𝑠𝑓 𝑠 − 𝑓(0)

Provided 𝐹 𝑡 𝑒 −𝑠𝑡 0 as t 0 9
Differentiation of Laplace transform:

If L{F(t)}=f(s), then
𝑛
𝐿 𝑡𝑛𝐹 𝑡 = −1 𝑛 𝑑 {𝑓(𝑠)} where n=0,1,2,3,…
𝑑𝑠𝑛

Example: Find 𝐿(𝑡 2 𝑒 𝑎𝑡 )

𝑑 2 1
Sol. 𝐿 𝑡 2 𝑒 𝑎𝑡 = −1 2
𝑑𝑠 2 𝑠−𝑎
𝑑 −1
=
𝑑𝑠 𝑠−𝑎 2
2
=
𝑠−𝑎 3

10
Example: Show that

11
Integration of Laplace transform:
𝐹 𝑡
If L{F(t)}=f(s), and has Laplace transform, then
𝑡

∞
𝐹 𝑡
𝐿 = න 𝑓 𝑠 𝑑𝑠
𝑡 𝑠

Proof:
∞ ∞ ∞ ∞ ∞
න 𝑓 𝑠 𝑑𝑠 = න 𝑑𝑠 න 𝑒 −𝑠𝑡 𝐹 𝑡 𝑑𝑡 = න 𝐹 𝑡 𝑑𝑡 න 𝑒 −𝑠𝑡 𝑑𝑠
𝑠 𝑠 0 0 𝑠

∞
𝐹 𝑡 −𝑠𝑡 𝐹 𝑡
=න 𝑒 𝑑𝑡 = 𝐿{ }
0 𝑡 𝑡

12
 sin 𝑎𝑡 −1 𝑎
Example: Show that 𝐿 = tan
𝑡 𝑠

Sol.
L

Example: Show that

13
End of Lecture-2

14
 MAT204
Mathematics-III

Laplace Transform

1
Linearity:
𝐿 𝑐1 𝐹1 𝑡 + 𝑐2 𝐹2 𝑡 = 𝑐1 𝐿 𝐹1 𝑡 + 𝑐2 𝐿 𝐹2 𝑡

Or

𝐿 σ∞ 𝑐 𝐹
𝑘=0 𝑘 𝑘 (𝑡) = σ∞
𝑘=0 𝑐𝑘 𝐿{𝐹𝑘 𝑡 }

Example: Find 𝐿 cos 𝜔𝑡 .

𝑒 𝑖𝜔𝑡 −𝑒 −𝑖𝜔𝑡 1 𝑖𝜔𝑡 1

Sol. 𝐿 cos 𝜔𝑡 = 𝐿 = 𝐿 𝑒 + 𝐿 𝑒 −𝑖𝜔𝑡
2 2 2
1 1 1 𝑠
= + = 2
2 𝑠 − 𝑖𝜔 𝑠 + 𝑖𝜔 𝑠 + 𝜔2

2
F(t) L{F(t)}

3
4
Laplace transforms of periodic functions:

A function 𝑓(𝑡) is said to be periodic if there exists a

constant (T>0) such that 𝑓(𝑡 + T) = 𝑓(𝑡) for all values of t.

If 𝑓(𝑡) is a piecewise continuous function with period T then

𝑇
1 −𝑡𝑠
𝐿 𝑓(𝑡) = −𝑇𝑠
න 𝑒 𝑓 𝑡 𝑑𝑡
1−𝑒 0

5
6
7
8
Example 2:

9
10
End of Lecture-3

11
 MAT204
Mathematics-III

Laplace Transform

1
Example:

2
3
Example: Find the Laplace transform of 𝒔𝒊𝒏𝟑 𝟑𝒕.

Sol.
Hint- sin 3𝑟 = 3 sin 𝑟 − 4 sin3 𝑟
for our case r=3t.

4
Example: Find the Laplace transform of 𝒔𝒊𝒏 𝟐𝒕 𝒄𝒐𝒔 𝟑𝒕.

Sol.
𝐶−𝐷 𝐶+𝐷
Hint- sin 𝐶 − sin 𝐷 = 2sin cos
2 2

C=, 5t D=t

sin 2t cos 3t= (sin 5t – sin t)/2.

5
Example: Find the Laplace transform of 𝒔𝒊𝒏 √𝒕.

Sol.

6
Example: Find the laplace transform of the triangular
wave of period 2a given by

7
Laplace Transforms of Some Special Functions:

8
Laplace Transform of Unit Step Function

9
Example: Find Laplace Transform of

Sol.
(i)
On comparing the given function with 𝑔 𝑡 − 𝑎 𝑢 𝑡 − 𝑎 .
2
Here a=1, 𝑔 𝑡 = 𝑡 2, 𝑔 𝑠 =𝐿 𝑔 𝑡 =
𝑠3
Consequently by second shift theorem,

𝐿 𝑔 𝑡−𝑎 𝑢 𝑡−𝑎 = 𝑒 −𝑎𝑠 𝑔 𝑠

2
= 𝑒 −𝑠
𝑠3

10
11
Dirac Delta Function:
It is the limiting form of the function defined as

Laplace Transform Of Dirac Delta Function:

12
End of Lecture-4

13
 MAT204
Mathematics-III

Inverse Laplace Transform

1
Inverse Laplace Transform:
If the Laplace transform of a function F(t) is f(s), i.e. if
L{F(t)}=f(s), then F(t) is called an inverse Laplace transform
of f(s),

𝐿−1 𝑓 𝑠 = 𝐹(𝑡)

1
Example: Since 𝐿 𝑒 −3𝑡 = we can write
𝑠+3

1
𝐿−1 = 𝑒 −3𝑡 .
𝑠+3

2
Uniqueness of Inverse Laplace Transforms:

Lerch's theorem: If we restrict ourselves to functions F(t)

which are sectionally continuous in every finite interval
0 ≤ 𝑡 ≤ 𝑁 and of exponential order for 𝑡 > 𝑁, then the
inverse Laplace transform of f(s), 𝐿−1 𝑓 𝑠 = 𝐹(𝑡) is
unique.

Example: The two different functions 𝐹1 𝑡 = 𝑒 −3𝑡 and

0 𝑓𝑜𝑟 𝑡 = 1
𝐹2 𝑡 = ቊ −3𝑡 have the same
𝑒 𝑜𝑡ℎ𝑒𝑟𝑤𝑖𝑠𝑒
1
Laplace transform, i.e. .
𝑠+3
If we allow null functions, we see that the inverse Laplace
transform is not unique. It is unique, however, if we disallow
null function. 3
Uniqueness of Inverse Laplace Transforms:

Since the Laplace transform of a null function N(t) is zero, it

is clear that, if L{F(t)} = f(s) then also L{F(t) + N(t)} = f(s).

From this it follows that we can have two different functions

with the same Laplace transform.

4
Properties of Inverse Laplace Transforms:

1. Linearity property: If 𝑐1 and 𝑐2 are any constants while

𝑓1 (𝑠) and 𝑓2 (𝑠) are the Laplace transforms of 𝐹1 (𝑡) and
𝐹2 (𝑡) espectively, then

𝐿−1 𝑐1 𝑓1 𝑠 + 𝑐2 𝑓2 𝑠 = 𝑐1 𝐿−1 𝑓1 𝑠 + 𝑐2 𝐿−1 𝑓2 𝑠

= 𝑐1 𝐹1 𝑡 + 𝑐2 𝐹2 (𝑡)

5
Properties of Inverse Laplace Transforms:

2. First Shifting property: If 𝐿−1 𝑓 𝑠 = 𝐹(𝑡) then

𝐿−1 𝑓 𝑠 − 𝑎 = 𝑒 𝑎𝑡 𝐹(𝑡)

6
Properties of Inverse Laplace Transforms:

3. Second Shifting property: If 𝐿−1 𝑓 𝑠 = 𝐹(𝑡) then

−1 −𝑎𝑠 𝐹 𝑡−𝑎 𝑡>𝑎

𝐿 𝑒 𝑓 𝑠 =ቊ
0 𝑡<𝑎

7
Properties of Inverse Laplace Transforms:

4. Change of scale property: If 𝐿−1 𝑓 𝑠 = 𝐹(𝑡) then

−1
1 𝑡
𝐿 𝑓 𝑘𝑠 = 𝐹
𝑘 𝑘

8
In general, the inverse Laplace transform can be determined
by using the below methods:

(i) Partial Fraction Decomposition,

(ii) The Convolution Theorem,

(iii) Heaviside’s Expansion Theorem

9
(i) Partial Fraction Decomposition
Example:

10
Example:

11
Example:

12
Inverse Laplace transform of derivatives:
Theorem:

13
Inverse Laplace transform of integrals:
Theorem:

14
Multiplication by 𝒔:
Theorem:

15
Division by 𝒔:
Theorem:

16
End of Lecture-5

17
 MAT204
Mathematics-III

Inverse Laplace Transform

1
2
3
4
5
6
Convolution:

Convolution Theorem:

7
(ii) Convolution theorem: We shall apply the convolution
theorem for calculation of inverse Laplace transforms:

Example:

8
Example:

9
Example:

10
 𝑝 𝑠
(iii) Heaviside’s expansion theorem: If 𝑓 𝑠 = , where
𝑞 𝑠
𝑝(𝑠) and 𝑞(𝑠) are polynomials in 𝑠 and the degree of 𝑞(𝑠) is
higher than that of 𝑝(𝑠), then
𝑛
−1
𝑝(𝑠) 𝑝(𝛼𝑘 ) 𝑡𝛼
𝐿 =෍ 𝑒 𝑘
𝑞(𝑠) 𝑞′(𝛼𝑘 )
𝑘=1

Where 𝛼𝑘 are the distinct roots of the equation 𝑞 𝑠 = 0

Example:

11
Sol.
Here 𝑝 𝑠 = 𝑠, and 𝑞 𝑠 = 𝑠 2 − 3𝑠 + 2 = (𝑠 − 1)(𝑠 − 2)

Hence,
−1
𝑠 𝑝(2) 2𝑡 𝑝(1) 𝑡
𝐿 2
= 𝑒 + 𝑒
𝑠 − 3𝑠 + 2 𝑞′(2) 𝑞′(1)

= 2𝑒 2𝑡 − 𝑒 𝑡

12
Initial Value Theorem: If 𝐿 𝐹 𝑡 = 𝑓(𝑠) exists, then

lim 𝑓 𝑠 = 0
𝑠→∞

lim 𝑠𝑓 𝑠 = lim 𝐹 𝑡 = 𝐹(0)

𝑠→∞ 𝑡→0

lim 𝑠 2 𝑓 𝑠 − 𝑠𝐹(0) = lim 𝐹′ 𝑡 = 𝐹 ′ 0

𝑠→∞ 𝑡→0

lim 𝑠 𝑛+1 𝑓 𝑠 − 𝑠 𝑛 𝑓 𝑠 − ⋯ − 𝑠𝐹 𝑛−1 0 =𝐹 𝑛 (0).

𝑠→∞

Proof:

13
14
15
16
17
End of Lecture-6

18
 MAT204
Mathematics-III

Inverse Laplace Transform

1
2
3
4
5
Properties of Convolution:
The convolution operation has the following properties:

6
Evaluation of Integrals:
The Laplace transform can be employed to evaluate easily certain
definite integrals containing a parameter. Although the method of
evaluation may not be very rigorous, it is quite simple and
straightforward. The method is essentially based upon the permissibility
of interchange of the order of integration,

Example:

Sol. First, we take the Laplace transform and interchange the order of
integration,

L{f(t)} = f(s) =
7
 𝜋 1 𝜋 1 1
= = −
2𝑎 𝑠 𝑠+𝑎 2𝑎2 𝑠 𝑠+𝑎

Now, taking the inverse Laplace transform, we get

𝜋
𝑓 𝑡 = 2 (1 − 𝑒 −𝑎𝑡 )
2𝑎
8
Example:

Sol.

9
Example:

Sol.

10
Solutions of Linear Differential Equations:

Example: (Initial Value Problem)

Now, the Laplace transform of above differential equation gives

𝑠𝑥 𝑠 −𝑥 0 +𝑝𝑥 𝑠 =𝑓 𝑠 ,

𝑎 𝑓 𝑠
𝑥 𝑠 = +
𝑠+𝑝 𝑠+𝑝 11
Now, the inverse Laplace transform together with the Convolution Theorem of
the above equation leads to

𝑥 𝑡 = 𝑎𝑒 −𝑝𝑡 + න 𝑓 𝑡 − 𝜏 𝑒 −𝑝𝜏 𝑑𝜏 ,
0

12
Example:(Second-Order Linear Differential Equation)

13
14
15
End of Lecture-7

16
 MAT204
Mathematics-III

Problems

1
 ∞ −𝑥 2
Example: Evaluate ‫׬‬0 𝑒 𝑑𝑥.
Sol.

2
3
 ∞
Example: Evaluate ‫׬‬0 cos 𝑥 2 𝑑𝑥.

Sol.

Hint- Take

Ans-

4
Example: Solve

Sol.

5
Example: Solve

Sol.

6
Example: Solve

Sol.

7
8
9
Example: Solve

Ans.

10
Example: Solve

Sol.

11
12
Example: Solve

Sol. By taking the Laplace transform on both sides of the given equations, we will obtain,

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Example: Solve

Sol. By taking the Laplace transform on both sids of the given equations, we will obtain,

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End of Lecture-8

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 MAT204
Mathematics-III

Problems

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End of Lecture-9

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