Fourier Laplace Transforms

________________________________________________________MEP 201 Advanced Engineering Mathematics
Fourier Transforms/Laplace Transforms

1
-p
+p
f(x)
x
FOURIER INTEGRAL AND FOURIER TRANSFORM

Fourier integral representation of ( ) x f

The function ( ) x f shown below is defined only for p x p .

The function can be represented by the Fourier series

( )
( ) ( )
( ) ( ) ( )
=
+
+
+
=
+

+

+
+
=
|
.
|
\
|

+
+ =
1 n
p
p
' dx x ' x
p
n
cos ' x f
p
1
p
p
' dx ' x f
p 2
1
1 n
p
p
' dx
p
' x n
sin
p
x n
sin
p
' x n
cos
p
x n
cos ' x f
p
1
p
p
' dx ' x f
p 2
1
1 n
p
x n
sin
n
b
p
x n
cos
n
a
2
o
a
x f

Above is the Fourier series for ( ) x f no matter how large p is.
Let p approach infinity. Provided ( )
+

' dx ' x f exists, the first term vanishes as p approaches infinity.
Let
p
n
n

= and
( )
p p
n
p
1 n
n 1 n n

=
+
=
+
= . Thus,

( ) ( ) ( ) | |
( ) ( ) | | ( )

=
)
`
=
+

=
1 n
n
x ,
n
F
1
n
1 n
p
p
' dx x ' x
n
cos ' x f
1
1 n
p
p
' dx x ' x
n
cos ' x f x f
n

As p , d
n
so that ( ) ( )
=
0
d x ,
n
F
1
x f .

Fourier integral representation of ( ) x f : ( ) ( ) ( ) | |

)
`
=
0
d ' dx x ' x cos ' x f
1
x f [1]

Equation [1] is a valid representation of ( ) x f provided
(a) in every finite interval, ( ) x f satisfies the Dirichlet conditions, and
(b) ( )
+

dx x f exists.
2
EXAMPLE 1: Obtain the Fourier integral representation of the function ( )

>
+ < <
=
1 x 0
1 x 1 1
x f .
SOLUTION:
( ) ( )

)
`
+
+
+
+

=
0
d
1
' dx . 0
1
1
' dx x ' x cos . 1
1
' dx . 0
1
x f
( )
( ) ( ) ( )

=
0
d
x sin x sin
1
0
d
1
1
x ' x sin
1
x f
( ) ( )
+ +
=
0
d x sin cos x cos sin x sin cos x cos sin
1
x f
( )

=
0
d
x cos sin 2
x f

Question: What is the value of

0
d
x cos sin
?

Fourier sine and cosine transform of ( ) x f
Given that

( ) ( )| |
( ) ( ) | |
)
`
+

+
=
0
d x sin B cos A
1
0
d ' dx x sin ' x sin x cos ' x cos ' x f
1
x f

where ( ) ( )
+

= ' dx ' x cos ' x f A and ( ) ( )
+

= ' dx ' x sin ' x f B :
If ( ) ' x f is even, ( ) 0 B = and ( ) ( )
=
0
' dx ' x cos ' x f 2 A . Therefore,
( ) ( )

=
0 0
d ' xdx cos ' x cos ' x f
2
x f [2]

If ( ) ' x f is odd, ( ) 0 A = and ( ) ( )
=
0
' dx ' x sin ' x f 2 B . Therefore,
( ) ( )

=
0 0
d ' xdx sin ' x sin ' x f
2
x f [3]

Equation [2] can be written in the form
( ) ( )
=
0
xdx cos x f
2
g Fourier cosine transform of ( ) x f ; spectrum of ( ) x f .
( ) ( )
=
0
xd cos g
2
x f Inverse cosine transform of ( ) g .
Equation [3] can be written in the form
( ) ( )
=
0
xdx sin x f
2
g Fourier sine transform of ( ) x f ; spectrum of ( ) x f .
( ) ( )
=
0
xd sin g
2
x f Inverse sine transform of ( ) g .
3
EXAMPLE 2: Given ( )
>
< <
< <
=
b x 0
b x a 1
a x 0 0
x f . Obtain the Fourier cosine transform and the sine transform of ( ) x f .
Obtain also the Fourier cosine and sine integral representations of ( ) x f .
SOLUTION:
(a) To get the Fourier cosine transform of the function, we create an even function whose definition in < < x 0
is identical to ( ) x f . Then,
( ) ( )
=
0
xd cos g
2
x f
where ( ) ( ) ( )

=
b
a
xdx cos 1
2
0
xdx cos x f
2
g
( )
(
=
a sin b sin 2
g The Fourier cosine transform of ( ) x f .
The Fourier cosine integral representation of ( ) x f is then
( )
( )
=
0
d
a sin b sin x cos
2
x f
(b) If an odd function is created by extending ( ) x f through negative x , then
( ) ( )
=
0
xd sin g
2
x f
where ( ) ( ) ( )

=
b
a
xdx sin 1
2
0
xdx sin x f
2
g
( )
(
=
b cos a cos 2
g The Fourier sine transform of ( ) x f .
The Fourier sine integral representation of ( ) x f is then
( )
( )
=
0
d
b cos a cos x sin
2
x f

Exponential form of the Fourier integral

Refer back to equation [1]. Since ( )
( ) | | ( ) | |
2
x ' x i exp x ' x i exp
x ' x cos
+
= , then equation [1] can be written in
the form ( ) ( ) ( ) | | ( ) ( ) | |

)
`
)
`
=
0
d ' dx x ' x i exp ' x f
2
1
0
2
1
x f .

If is replaced by , the first integral becomes
( ) ( ) | | ( ) ( ) | |

)
`
)
`
0
2
1
0
2
1
.
Therefore
( ) ( ) ( ) | |

+

)
`
= d ' dx x ' x i exp ' x f

2
1
x f
( ) ( )

+

)
`
= d ' dx
' x i
e ' x f
x i
e
2
1
x f
The above expression for ( ) x f can be written in the symmetric form
4
( ) ( )
= d
x i
e g
2
1
x f Complex inverse transform of ( ) g .
( ) ( )
= dx
x i
e x f
2
1
g Complex Fourier transform of ( ) x f ; spectrum of ( ) x f .

We shall also use the symbol ( ) { } x f F to denote the complex Fourier transform of ( ) x f and the symbol ( ) { }
g
1
F
to denote the inverse transform of ( ) g .

EXAMPLE 3. Obtain the Fourier integral representation of ( )
> >
<
=
0 a where 0 x
ax
e
0 x 0
x f
SOLUTION:

( ) ( )
( )
( )
( ) | |
( )
( ) +
=
=
(
+
+
+
=
+

i a 2
1
0 x
x sin i x cos
ax
e
i a
1
2
1
0
x i a d
x i a
e
i a
1
2
1
0
dx
x i a
e
2
1
dx
x i
e x f
2
1
g

( ) ( )

+

+

+
+

+
+
=
+

+

+
+
=
+

+
=
+

=

d
a
x cos x sin a
2
i
d
a
x sin x cos a
2
1
d
i a
i a
i a
x sin i x cos
2
1
d
i a
e
2
1
d
x i
e g
2
1
x f
2 2 2 2
x i

Since ( ) x f is real, then the second integral is zero.
( )

+

+
+
= d
a
x sin x cos a
2
1
x f
2 2

Seatwork: What is the value of
+
+
=
0
dx
x a
x sin x x cos a
I
2 2
if 0 > and 0 a > ?

EXAMPLE 4: Determine the Fourier cosine transform pair for ( ) < <
(
= x
2
x
exp x f
2
.
SOLUTION:
The Fourier cosine transform of ( ) x f is ( )

=
0
xdx cos
2
x
exp
2
g
2

From the table of integrals,
( )
(
(
=
(
0
a 2
b
exp
a 2
bxdx cos
2
x
2
a exp
2
2
.
Thus, ( )
(

=
2
exp g
2

The inverse transform of ( ) g is ( )
(
=

2
x
exp
0
xd cos
2
exp
2
x f
2 2
.

5
Partial Differential Equations

EXAMPLE 5: A slender infinite rod has its lateral surface insulated. The initial temperature is ( ) ( ) x f 0 , x u = ,
where ( ) x f is bounded. Find ( ) t , x u .

SOLUTION:
Let ( ) ( ) ( ) t T x X t , x u = . Substitute into the one-dimensional heat equation to get

2
T
' T
a
1
X
' ' X
2
= =
Thus, ( )
(
= t
2 2
a exp t T and ( ) x sin
2
c x cos
1
c x X + =
( ) | | x sin
2
c x cos
1
c t
2 2
a exp t , x u +
(

( ) ( ) ( ) | |
+
(
=

d
0
x sin B x cos A t
2 2
a exp
1
t , x u
Apply initial condition:
( ) ( ) ( ) ( ) | | ( ) ( ) | |
)
`
= =

d
0
' dx x ' x cos ' x f
1
d
0
x sin B x cos A
1
x f 0 , x u
( ) ( ) ( )

+

)
`
+

(
= ' dx
0
d x ' x cos t
2 2
a exp ' x f
1
t , x u
( )
( )
+

)
(
(
= ' dx
t a 4
x ' x
exp
t a 2
' x f
1
2
2

from the integration formula in EXAMPLE 4 above where x , x ' x b , t
2
a
2
a .
Suppose ( )
< <
=
x other all 0
20 x 0 100
x f . Then ( )
( )
(
(
=
20
0
' dx
t a 4
x ' x
exp
t a 2
100
t , x u
2
2

EXAMPLE 6: A semi-infinite string lies on the positive half of the x-axis and is fixed at 0 x = . If the string is
given an initial displacement ( ) ( ) x f 0 , x y = and an initial velocity of ( ) x g , find the displacement ( ) t , x y . Assume
that the displacement is bounded everywhere.

SOLUTION:
Let ( ) ( ) ( ) t T x X t , x y = . Substitute into the one-dimensional wave equation to get
2
T
' ' T
a
1
X
' ' X
2
= = .
Thus, ( ) ( )( ) at sin
4
c at cos
3
c x sin
2
c x cos
1
c t , x y + + =
( ) ( ) t T
1
c 0 t , 0 y = = Therefore, 0
1
c = .
( ) ( ) at sin
4
c at cos
3
c x sin t , x y + =

( ) ( ) ( ) | |
=

d
0
at sin B at cos A x sin
1
t , x y
( ) ( ) ( )
( )

= =
0
xd sin
2
A
2
0
xd sin A
1
x f 0 , x y
6
Refer to the formula above for the inverse sine transform of a function and observe that the right
hand side of the above equation is the inverse sine transform of
( )
2
A
. Therefore,
( )
( )
0
xdx sin x f
2
2
A
. Hence, ( ) ( )
=
0
xdx sin x f 2 A .

( ) ( )
( )

= =
=
0
2
xd sin aB
2
0
xd sin aB
1
x g
0 t
t
y

The quantity on the right-hand side is the inverse sine transform of
( )
( )

0
xdx sin x g
2
2
aB
.
Thus, ( ) ( )
=
0
xdx sin x g
a
2
B .
Therefore,
( ) ( ) ( )

)
`
+
(
=
0
d at sin
0
' dx ' x sin ' x g
a
2
at cos
0
' dx ' x sin ' x f 2 x sin
1
t , x y

EXAMPLE 7: Find the steady-state temperature in a thin semi-infinite plate bounded by the x-axis and the
positive halves of the line 0 x = and 1 x = . The left and the bottom edges are maintained at zero temperature
while the temperature at the right edge is kept at ( ) y f .

SOLUTION: Let ( ) ( ) ( ) y Y x X y , x u = and substitute into the two-dimensional steady-state heat equation to
get
2
Y
' ' Y
X
' ' X
= = .
( ) ( )( ) x sinh
4
c x cosh
3
c y sin
2
c y cos
1
c y , x u + + =
BC 1: ( ) 0 0 , x u = Therefore, 0
1
c = .
BC 2: ( ) 0 y , 0 u = Therefore, 0
3
c = .
( ) y sin x sinh y , x u =

( ) ( )
=
0
yd sin x sinh C y , x u
BC 3: ( ) ( ) ( )
= =
0
yd sin sinh C y f y , 1 u
( ) ( )
=
0
yd sin sinh C
2
y f
2

The right hand side is the inverse sine transform of ( ) sinh C . Therefore,
( ) ( )

=
0
ydy sin y f
2 2
sinh C
( ) ( )

=
0
ydy sin y f
sinh
2
C
Suppose ( )
>
< <
=
a y 0
a y 0 100
y f . Then,
( ) | | a cos 1
sinh
200
a
0
ydy sin 100
sinh
2
C

=

=

7
EXAMPLE 8: Solve EXAMPLE 7 by getting the Fourier sine transform of both sides of the PDE.

SOLUTION:
0
0
ydy sin
y
u
0
ydy sin
x
u
2
2
2
2
=

( ) 0
0
dy
y
u
y
y sin
0
ydy sin y , x u
x
2
2
=

Integrate by parts. In the second integral, let y sin s = , dy
y
u
y
dt
= ;
y
u
t
= .
Hence,

0
ydy cos
y
u
0
y
u
y sin
0
dy
y
u
y
y sin

(
=

0
ydy sin u
0
y cos u
0
dy
y
u
y cos 0

=
0
ydy sin u
2

Hence,
( ) ( ) 0
0
ydy sin y , x u
2
0
ydy sin y , x u
dx
d
2
2
=

Denoting the Fourier sine transform of ( ) y , x u by ( ) x ,
s
U , we get the following ordinary differential from the
above equation:

( )
( ) 0 x ,
s
U
2
dx
x , U d
2
s
2
=

Thus, the effect of the Fourier sine transform is to convert the PDE to the ordinary differential equation shown
above. The general solution of this differential equation is
( ) x sinh
2
c x cosh
1
c x ,
s
U + =

BC 1: ( ) ( ) ( ) ( ) 0 sinh
2
c 0 cosh
1
c 0
0
ydy sin y , 0 u
2
0 ,
s
U + = =
=

Therefore, 0
1
c = .
BC 3: ( ) ( ) =
=

sinh
2
c
0
ydy sin y f
2
1 ,
s
U Therefore, ( )

=
0
ydy sin y f
sinh
1 2
2
c
( ) ( ) x sinh
0
ydy sin y f
sinh
1 2
x ,
s
U
(

=

( )
( ) | |
=

0
d
sinh
y sin x sinh ydy sin y f
2
y , x u
0

8
LAPLACE TRANSFORM
Definition

Let ( ) t f be defined for all 0 t > . The Laplace transform of ( ) t f is defined by the equation
L ( ) { } ( ) ( )

= =
0
dt t f
st
e s F t f
over the range of values of s for which the integral exists.

EXAMPLE 1:
a) ( ) 1 t f =
L{ } ( )
s
1
0
s
e
0
dt 1
st
e 1
st
=

b) ( )
at
e t f

=
L{ }
( )
a s
1
0
a s
e
0
dt
at
e
st
e
at
e
t a s
+
=
+
=

c) ( ) t t f =
L{ }
2 2
st st st
s
1
0
s
e
0
dt
s
e
0
s
te
0
tdt
st
e t =

=

Theorem: L ( ) ( ) { }
1
c t
2
f
2
c t
1
f
1
c = + L ( ) { }
2
c t
1
f + L ( ) { } t
2
f

Definition ( ) t f is said to be of exponential order if there exists a number 0 M > and an such that
( ) M t f
t
e
t
lim <

for all t greater than some finite number T .

EXAMPLE 2: ( )
2
t t f =
1
e
2
t
lim
e
t 2
t
lim
2
t
t
e
t
lim
t t
<

=

=

Hence, 1 = and 1 M = .
Conclusion:
2
t is of exponential order.

EXAMPLE 3: ( ) 1 , t t f >
=

L{ }

0
dt t
st
e t Let
s
z
t =
s
dz
dt =
For 0 s >
L{ }
( )
1 1
s
1
0
dz z
z
e
s
1
0 s
dz z
e
s
z
t
+ +
+
=
|
.
|
\
|
=

For n = (an integer), L{ }
1 n
s
! n
t
+
=

9
1
a
u(t-a)
t
Theorem: Let ( ) t f be sectionally continuous and of exponential order. Then, L ( ) { } t f exists when > s .

Theorem: Let ( ) t f be continuous and ( ) t ' f be sectionally continuous in every finite interval T t 0 . Let
( ) { } t f be of exponential order. Then, when > s ,
L ( ) { } s t ' f = L ( ) { } ( ) 0 f t f

Similarly, L ( ) { } s t ' ' f = L ( ) { } ( ) 0 ' f t ' f
|s s = L ( ) { } ( )| ( )
2
s 0 ' f t f = 0 f - L ( ) { } ( ) ( ) 0 ' f 0 sf t f

L ( ) { }
n
s t
n
f = L ( ) { } ( ) ( )
( )
( ) 0
1 n
f ... 0 ' f t f

2 - n
s 0 f
1 - n
s provided ( ) ( ),... t ' ' f , t ' f satisfy the same conditions as
( ) t f .

EXAMPLE 4:
a) ( ) ( ) ( ) bt cos
2
b t ' ' f bt sin b t ' f bt cos t f = = =

L ( ) { }
2
s t
' '
f = L ( ) { } ( ) ( ) 0 ' f t f 0 sf
L { }
2
s bt cos
2
b = L{ } 0 bt cos s Therefore, L { }
2 2
b s
s
bt cos
+
=

b) ( ) bt sin t f = L ( ) { } s t ' f = L ( ) { } ( ) 0 f t f
L{ } s bt cos b = L{ } 0 bt sin Therefore, L { }
2 2
b s
b
bt sin
+
=

Theorem: L ( ) { } ( ) a s F t f
at
e = where ( ) = s F L ( ) { } t f .

EXAMPLE 5:
a) L{ }
( )
3
1 s
! 2 2
t
t
e
= b) L{ }
( )
2 2
3 2 s
3
t 3 sin
t 2
e
+ +
=

Definition: Unit step function ( )
>
<
=
a t 1
a t 0
a t u

A function that is zero for all a t < and which is equal to ( ) t f
when a t > can be written simply as ( ) ( ) a t u t f .

Theorem: L ( ) ( ) { } ( ) s F
as
e a t u a t f

=
where ( ) = s F L ( ) { } t f .

10
EXAMPLE 6: Find the Laplace transform of the function on the
right.
For ( ) |
.
|
\
|
= < <
3
2
t
5
3
t f , 4 t 1 . Therefore,
( ) ( ) ( ) | | 4 t u 1 t u
3
2
t
5
3
t f |
.
|
\
|
=
( ) ( )
(
|
.
|
\
|
+ |
.
|
\
|
+ = 4 t u
3
10
4 t 1 t u
3
1
1 t
5
3

( ) ( ) ( ) ( ) ( ) ( )
(
+ + = 4 t u
3
10
4 t u 4 t 1 t u
3
1
1 t u 1 t
5
3

L ( ) { }
(
+ + =

s 3
e 10
s
e
s 3
e
s
e
5
3
t f
s 4
2
s 4 s
2
s

Partial Fractions

Let ( )
( )
( ) s B
s A
s f = where ( ) s B is a polynomial of higher degree than the polynomial ( ) s A . ( ) s f is said to have a pole of
order k at a s = if there exists a positive integer k such that ( )
k
a s is defined and not zero at a s = . When 1 k = ,
a s = is called a simple pole.

Case 1:
( ) s f has simple poles only, i.e., ( ) 0 s B = has distinct roots
n
a ,...,
3
a ,
2
a ,
1
a so that ( ) ( )( ) ( )
n
a s ...
2
a s
1
a s s B = .
Then,
( )
n
n
k
k
2
2
1
1
a s
c
...
a s
c
...
a s
c
a s
c
s f
+ +
+ +
= [a]
To determine
k
c , multiply both sides of [a] by ( )
k
a s and take the limit as s approaches a , i.e.,
( ) ( ) s f
k
a s
a s
lim
k
c
=
Case 2:
( ) s f has higher order poles, say, a pole of order k at
1
a s = :
( ) ( ) ( )( )...
3
a s
2
a s
k
1
a s s B = .
( )
( ) ( ) ( )
( ) ( ) ( )
...
a s
c
a s
c
a s
c
...
a s
c
a s
c
a s
c
s f
3
3
2
2
1
k 1
2 k
1
13
1 k
1
12
k
1
11
+
+ +
=

[b]
Multiply both sides of [b] by( )
k
1
a s :
( ) ( ) ( ) ( ) ( )
( )
( )
( )
( )
...
a s
c a s
a s
c a s
k 1
c
1 k
1
a s ...
13
c
2
1
a s
12
c
1
a s
11
c s f
k
1
a s
3
3
k
1
2
2
k
1
+
+ + + + = [c]
11
c is obtained by taking the limit as s approaches
1
a .
12
c is obtained by differentiating [c] with respect to s
and taking the limit as s approaches
1
a .
( ) ( )
1
a s
s f
k
1
a s
ds
d
12
c
=
(
=
0.2
1
f(t)
t
2.0
4
11

( )
( ) ( )
1
1 k
1 k
a s
s f
k
1
a s
ds
d
! 1 k
1
k 1
c
=
(

2
c ,
3
c ,,
k
c are obtained using the procedure for case 1.

Inverse Transform

The inverse transform of a function ( ) s F is that function of t whose Laplace transform is ( ) s F . The inverse
transform of ( ) s F is denoted by L
-1
( ) { } s F . It can be shown that (see Sec. 7.9 of text)
( ) = t f L
-1
( ) { } ( )
+

=
i a
i a
ds
st
e s F
i 2
1
s F
The inverse transform of many functions can be found without using the above complex integral. Some
examples will illustrate how this is done.

EXAMPLE 7: Find the inverse transform of
a) ( )
( )( ) 2 s 2 s s
2 s 2 s
s F
2
+
+
=
Solution:
( )
( )( ) 2 s
c
2 s
c
s
c
2 s 2 s s
2 s 2 s
s F
3 2 1
2
+
+
+ =
+
+
=

( )( ) 2
1
0 s
2 s 2 s
2 s 2 s
1
c
2
=
=
+
+
=

( ) 4
1
2 s
2 s s
2 s 2 s
2
c
2
=
=
+
+
=

( ) 4
3
2 s
2 s s
2 s 2 s
3
c
2
=
=
+
=
( )
( ) ( ) 2 s 4
3
2 s 4
1
s 2
1
s F
+
+
+ =
L
-1
( ) { }
t 2
e
4
3 t 2
e
4
1
2
1
s F +
=

b) ( )
( ) ( ) ( )
3 s
c
1 s
c
1 s
c
3 s 1 s
2 s
s F
2 12
2
11
2
+
+
+
+
+
=
+ +
+
=

( ) ( )
2
1
1 s
3 s 1 s
2 s
11
c
2
=
=
+ +
+
=

4
1
1 s
3 s
2 s
ds
d
12
c =
=
+
+
=

( )
4
1
3 s
1 s
2 s
2
c
2
=
=
+
+
=
( )
( )
( ) ( ) 3 s 4
1
1 s 4
1
1 s 2
1
s F
2
+
+
+
+
=
12
L
-1
( ) { }
t 3
e
4
1 t
e
4
1 t
te
2
1
s F

=

Convolution Integral

L
-1
( ) ( ) { } ( ) ( ) ( ) ( )

= =
t
0
d g t f
t
0
d t g f s G s F

EXAMPLE 8:
L
-1
( )
=
+
2 2 3
4
b s s
b 2
L
-1
( )
=
2 2 3
b s
b
s
2 3
b L
-1
{
3
b L{ }
2
t L{ }} bt sin

( ) ( ) ( )
( ) ( ) ( )
2
t t g bt sin f
t b sin t g
2
f
= =
= =

L
-1
( )
( ) ( ) | |

= =
+
t
0
b cos d
2
t
2
b
t
0
d b sin
2
t
3
b
b s s
b 2
2 2 3
4

( ) ( ) | |
(
(
=

0
d t 2 b cos
0
b cos
2
t
2
b
( ) | |
(

+ =

0
b sin d t
b
2 2
t
2
b
2 bt cos t 2
2
t
2
b + =

Linear Differential Equations with Constant Coefficients

Consider the second-order equation ( ) ( ) ( ) ( ) t g t cy t ' by t ' ' ay = + + .
Take the Laplace transform of both sides of the equation (assuming that the Laplace transforms of both sides
exist):
a L ( ) { } b t ' ' y + L ( ) { } c t ' y + L ( ) { } = t y L ( ) { } t g

Assuming that ' ' y and ' y satisfy the conditions of the theorem on the transform of derivatives, we have
( ) ( ) ( ) ( ) ( ) | | ( ) ( ) s G s cY 0 y s sY b 0 ' y 0 sy s Y
2
s a = + +
(

where ( ) = s Y L ( ) { } t y and ( ) = s G L ( ) { } t g .

Solve for ( ) s Y to get ( )
( ) ( ) ( ) ( )
c bs as
0 ' ay 0 y b as s G
s Y
2
+ +
+ + +
=

OBSERVATION: The Laplace transform converts the ordinary differential equation in the unknown ( ) t y into
the algebraic equation in the unknown ( ) s Y . The same thing will happen (i.e., a differential equation in y is
13
transformed into an algebraic equation in Y ) if higher ordered linear equations with constant coefficients are
considered.

If ( ) 0 y and ( ) 0 ' y are known in the problem under consideration, then the quantity on the right hand side is
completely known and the solution of the initial value problem is ( ) = t y L
-1
( ) { } s Y .

EXAMPLE 9: Solve the equation ( ) ( )
t
e 2 y 3 t ' y 4 t ' ' y

= + + if the initial conditions are ( ) 0 0 y = and ( ) 1 0 ' y = .

SOLUTION: Take the Laplace transform of both sides of the differential equation
( ) ( ) ( ) ( ) ( ) | | ( ) = + +
(
s Y 3 0 y s sY 4 0 ' y 0 sy s Y
2
s L{ }
t
e 2

( ) ( ) ( )
1 s
2
s Y 3 s sY 4 1 s Y
2
s
+
= + + +
( )
( )
( )( ) ( )( ) ( )
( ) 1 s
c
1 s
c
3 s
c
1 s 3 s
1 s
1 s 3 s 4 s
1 s
s Y
12
2
11 1
2 2
+
+
+
+
+
=
+ +

=
+ + +

=
1
12
c 1
11
c 1
1
c = = =

( ) = t y L
-1
( ) { }
t
e
t
te
t 3
e s Y

=

PARTIAL DIFFERENTIAL EQUATIONS: Boundary-Value Problems

EXAMPLE 10: Find the temperature distribution in a slender semi-infinite rod whose lateral surface is
insulated and whose axis coincides with the positive x axis if the temperature is initially 0 and the left end of the
rod is subsequently maintained at the temperature ( ) t f .

SOLUTION: The governing partial differential equation is

t
u
a
1
x
u
2 2
2
or
2
2
x
u 2
a
t
u

Boundary Conditions: (1) ( ) 0 0 , x u = (2) ( ) ( ) t f t , 0 u =

Take the Laplace transform with respect to t of the PDE:
L
t
{ }
2
a
t
u
=
L
t
)
`
2
2
x
u

s
L
t ( ) { } ( )
2
2
dx
d 2
a 0 , x u t , x u =
L
t ( ) { } t , x u
( )
( )
2
2
dx
s , x U d
2
a 0 s , x sU =
0 U
a
s
dx
U d
2 2
2
= The roots of the characteristic equation are
a
s
m =

14
Note that the effect of the Laplace transformation is the conversion of the PDE in ( ) t , x u into an ordinary
differential equation in ( ) s , x U .
General solution of the ODE:
( )
(
+
(
= x
a
s
exp
2
c x
a
s
exp
1
c s , x U
0
1
c = for ( ) s , x U to be bounded at = x
L ( ) { } = t , 0 U L ( ) { } ( )
2
c s , 0 U t f = = from the general solution above.
Therefore,
( ) ( )
(
= x
a
s
exp s F s , x U where ( ) = s F L ( ) { } t f

From table of L ( ) { } t f ,
a
2

L
-1
(
=
)
`

t 4
a
exp t
as
e
2
3

L
-1
( ) t g
t a 4
x
exp
t a 2
x
x
a
s
exp
2
2
3
=
(
|
|
.
|
\
|

( ) = s , x U L ( ) { } t f L ( ) { } t g Use convolution to get inverse.

( )
( )
( )
( )
=
t
0
d f
t
exp
a 2
x
t , x u
2
3
t
2
a 4
2
x

EXAMPLE 11: Find the displacement of a string of length l that is fixed at both ends if the initial displacement
is
l
x m
sin

and the initial velocity is
l
x n
sin

. Use Laplace transform method.

SOLUTION: The governing partial differential equation is

2
2
2
2
x
y
2
a
t
y
BC 1: ( ) 0 t , 0 y = BC 2: ( ) 0 t , 1 y =
Take the Laplace transform of both sides of the PDE:

2
s
L
t ( ) { } ( ) ( )
2
2
dx
d 2
a 0 , x ' y 0 , x sy t , x y =
L
t ( ) { } t , x y
( ) ( ) s , x Y
dx
d 2
a
l
x n
sin
l
x m
sin s s , x Y
2
s
2
2
=

( )
( )
l
x n
sin
a
1
l
x m
sin
a
s
s , x Y
a
s
dx
s , x Y d
2 2 2
2
2
2
= [a]
Complimentary function is
( )
|
.
|
\
|
+
|
.
|
\
|
=
a
sx
exp
2
c
a
sx
exp
1
c s , x
c
Y
Particular solution:
( )
l
x n
cos D
l
x m
cos C
l
x n
sin B
l
x m
sin A s , x
P
Y

+
=
15
Substitute into [a] and solve for A, B, C and D:

( )
(
+
=
2
l
a m 2
s
s
A
( )
(
+
=
2
l
a n 2
s
1
B 0 D C = =
General solution:
( )
( ) ( )
(
+
+
(
+
+
(
+
(
2
l
a n 2
l
x n
2
l
a m 2
l
x m
s
sin
s
sin s
a
sx
exp
2
c
a
sx
exp
1
c s , x Y
L ( ) { } = t , 0 y L ( ) { } 0 t , 1 y =
( ) 0 0
2
c
1
c 0 s , 0 Y + + + = = Therefore,
2
c
1
c =
( ) 0 0
a
sl
exp
2
c
a
sl
exp
2
c 0 s , 1 Y + +
(
+
(
= =
0
a
sl
exp
a
sl
exp
2
c =
|
.
|
\
|
(
Therefore, 0
2
c
1
c = =
( )
( ) ( )
l
x n
sin
s
1
l
x m
sin
s
s
s , x Y
2
l
a n 2
2
l
a m 2

(
+
+
+
=

Answer: ( )
l
x n
sin
sin
l
x m
sin
l
at m
cos t , x y
l
a n
l
at n
+

=

If ( ) ( )

=

= =
1 m
l
x m
sin
m
a x f 0 , x y and ( ) ( )

=

= =
1 n
l
x n
sin
n
b x g 0 , x ' y , then
( )

=

+
=

=

1 n
l
x n
sin
sin
n
b
1 m
l
x m
sin
l
at m
cos
m
a t , x y
l
a n
l
at n

EXAMPLE 12: A slender rod of length l has its lateral surface insulated. Initially, the temperature in the bar
is
l
x n
sin b

. Subsequently, the two ends of the bar are maintained at temperature0 . Determine the temperature
( ) t , x v in the bar.

SOLUTION:

2
2
2
x
v
t
v
a
1
Let ( ) = s , x V L ( ) { } t , x v and take the Laplace transform of both sides of the PDE.

( ) ( ) | |
( )
2
2
2
dx
s , x V d
0 , x v s , x sV
a
1
=

l
x n
sin
a
b
V
a
s
dx
V d
2 2 2
2

=
Characteristic equation: 0
a
s 2
m
2
=
a
s
m =
Complementary function:
(
+
(
= x
a
s
exp
2
c x
a
s
exp
1
c
c
V

16

Particular solution:
l
x n
sin B
l
x n
cos A
p
V

+
= Substitute into the differential equation and solve

for A and B to get: 0 A = and
( )
2
l
a n
s
b
B
+ +
= .
Therefore, ( )
( )
l
x n
sin
s
b
x
a
s
exp
2
c x
a
s
exp
1
c s , x V
2
l
a n

+
+
(
+
(

L ( ) { } ( )
2
c
1
c s , 0 V t , 0 v + = = Therefore,
1
c
2
c = .
L ( ) { } ( )
(
+
(
= = = l
a
s
exp
2
c l
a
s
exp
1
c s , 1 V 0 t , l v
Since
1
c
2
c = , then 0 l
a
s
exp l
a
s
exp
1
c =
(
(
|
|
.
|
\
|

|
|
.
|
\
|
. Therefore, 0
2
c
1
c = = .
( )
( )
l
x n
sin
s
b
s , x V
2
l
a n

+
=

Answer: ( ) = t , x v L
-1
( ) { }
l
x n
sin t
2
l
a n
exp b s , x V

(
(
|
.
|
\
|
=
If the initial temperature is ( ) x f , expand ( ) x f into a Fourier sine series, i.e.,
( )

=

=
1 n
l
x n
sin
n
b x f
Then, the temperature distribution in the rod is
( )

=

(
(
|
.
|
\
|
=
1 n
l
x n
sin t
2
l
a n
exp
n
b t , x v

17
FORMULA SHEET
FOURIER INTEGRAL, FOURIER TRANSFORM, AND LAPLACE TRANSFORM

Fourier integral representation of ( ) x f :
( ) ( ) ( ) ( ) ( ) | |

+
=
0
d x sin B x cos A
1
0
d ' dx x ' x cos ' x f
1
x f
where ( )

= ' dx ' x cos ' x f A and ( )

= ' dx ' x sin ' x f B
( ) ( )
( )

= d ' dx
x ' x x i
e ' x f
2
1
x f
(NOTE: There is no uniformity among authors on the definition of Fourier transform pairs, particularly on what
constant to use before the integral sign.)

Fourier Cosine Transform Pair Fourier Sine Transform Pair Exponential Fourier Transform Pair
( ) ( )
=
0
xdx cos x f
2
g ( ) ( )
=
0
xdx sin x f
2
g ( ) ( )
= dx
x i
e x f
2
1
g
( ) ( )
=
0
xd cos g
2
x f ( ) ( )
=
0
xd sin g
2
x f ( ) ( )
= d
x i
e g
2
1
x f

Short Table of Laplace Transforms
( ) t f ( ) s F ( ) t f ( ) s F
1
s
1

bt cos
2 2
b s
s
+

n
t
1 n
s
! n
+

bt sin
2 2
b s
b
+

t
( )
1
s
1
+
+

at
e
a s
1

( ) t f
at
e
( ) a s F where
( ) = s F L ( ) { } t f
( ) ( ) a t u a t f
( ) s F
as
e

( ) t
1
t 4
a
2
3
e t

as
e
a
2

( ) a t as
e

( )
( )
( )
( )
2 2 2 2
b a b
bt sin
a b a
at sin

|
.
|
\
|
+ |
.
|
\
|
+
2
b
2
s
2
a
2
s
1

( ) t
n
f ( ) ( ) ( )
( )
( ) 0
1 n
f ... 0 ' f
2 n
s 0 f
1 n
s s F
n
s

L
( ) { } t f
L ( ) { } t g ( ) ( ) = = s G s F L ( ) ( ) =
)
`
t
0
d t g f L ( ) ( )
)
`
t
0
d g t f
OR L
-1
( ) ( ) { } ( ) ( ) ( ) ( )

= =
t
0
d g t f
t
0
d t g f s G s F

Definition and properties of the unit impulse or delta function ( )
0
t t :
( )
=

=
0
t t
0
t t 0
0
t t ( ) 1 dt
0
t t =
( ) ( ) ( ) t f dt
0
t t t f =

Fourier Laplace Transforms

Uploaded by

Document Information

Copyright

Available Formats

Share this document

Share or Embed Document

Sharing Options

Did you find this document useful?

Is this content inappropriate?

Copyright:

Available Formats

Fourier Laplace Transforms

Uploaded by

Copyright:

Available Formats

________________________________________________________MEP 201 Advanced Engineering Mathematics

Fourier Transforms/Laplace Transforms

= d ' dx x ' x i exp ' x f

= Substitute into the differential equation and solve

You might also like