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Uzair khan 5822

Uzair khan 5822

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Laplace and Fourier
transmations

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 Laplace 1 PIERRE SIMON MARQUIS DE LAPLACE (1749–1827), great French mathematician, was professor in Paris. He developed the foundation of potential theory and made
Laplace 1 PIERRE SIMON MARQUIS DE LAPLACE (1749–1827), great French mathematician, was professor in Paris. He developed the foundation of potential theory and made
important contributions to celestial mechanics, astronomy in general, special functions, and probability theory. Napoleon Bonaparte was his student for a year. For Laplace’s interesting political involvements.
important contributions to celestial mechanics, astronomy in general, special functions, and probability theory. Napoleon Bonaparte was his student for a year. For Laplace’s interesting political involvements.
The powerful practical Laplace transform techniques were developed over a century later by the English electrical engineer OLIVER HEAVISIDE (1850–1925) and were often called “Heaviside calculus”.
The powerful practical Laplace transform techniques were developed over a century later by the English electrical engineer OLIVER HEAVISIDE (1850–1925) and were often called “Heaviside calculus”.

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 Laplace
Laplace transforms
transforms are
are invaluable
invaluable for
for any
any engineer’s
engineer’s
mathematical
mathematical toolbox
toolbox as
as they
they make
make solving
solving linear
linear ODEs
ODEs and
and related
related initial
initial value
value
problems,
problems, asas well
well as
as systems
systems of
of linear
linear ODEs,
ODEs, much
much easier.
easier. Applications
Applications abound:
abound:
electrical
electrical networks, springs, mixing problems, signal processing, and other areas
networks, springs, mixing problems, signal processing, and other areas of
of
engineering and physics.
engineering and physics.

The
The key
key motivation
motivation for
for learning
learning about
about Laplace
Laplace transforms
transforms
is that the process of solving an ODE is simplified to an algebraic problem (and
is that the process of solving an ODE is simplified to an algebraic problem (and
transformations).
transformations). This
This type
type of
of mathematics
mathematics that
that converts
converts problems
problems of
of calculus
calculus to
to
algebraic
algebraic problems
problems is
is known
known as
as
operational
operational calculus.
calculus.

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Procedure

The process of solving an ODE using the Laplace transform method consists of three
steps, shown schematically in Fig:
 Step 1. The given ODE is transformed into an algebraic equation, called the subsidiary
equation.
 Step 2. The subsidiary equation is solved by purely algebraic manipulations.
 Step 3. The solution in Step 2 is transformed back, resulting in the solution of the
given
problem.

IVP AP Solve I.T

1 2 3

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 Definitio
n

(Laplace Transform).
Let f (t) be a function defined on the interval [0,∞). The Laplace
transform of f (t) is the function (of s)

provided that the improper integral exists.

We use the capital letter (F(s)) to denote the Laplace transform of the
function named with the corresponding small letter ( f (t)).

Theorem.(Sufficient Condition for Existence of L{ f (t)}).

Suppose that f (t) is a piecewise-continuous function on the interval [0,∞)and
that it is of exponential order b for t > T. Then, L{f (t)} exists for s > b.

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(Exponential Order).
A function f (t) is of exponential order b if there are numbers b,
C > 0, and T > 0 such that

for t>T.

(Piecewise Continuous).
A function y = f (t) is piecewise continuous on the finite interval [a, b] if y
= f (t) is continuous at every point in [a, b] except at finitely many points at which
f (t) has a jump discontinuity.

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EXAMPLES

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Example

The temperature distribution in a semi-infinite, thin , insulated rod is governed

by the one-dimensional heat equation

Assume that the left end of the rod is maintained at an arbitrary time dependent
temperature u(0,t)=f(t). Initially, the rod was at zero temperature u(x,0)=0. Find the
distribution of the heat flow, if the temperature is bounded as
Solution,
The initial condition is u(x,0)=0, 0 ≤ x < ∞, and the boundary condition is u(0,t)=f(t),
t>0 and u(x,t) is finite as
Taking Laplace transform of the differential equation, with respect to t, we get

Denote L[u(x,t)]=U(x,s). Then

or

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 continued

The solution of this differential equation is

Applying Laplace transform to the condition that u(x,t) is finite as we obtain that
U(x,s) is finite as Hence, A(s)=0 and

Applying Laplace transform to the boundary condition u(0,t)=f(t), we obtain

U(0,s)=L[f(t)]=F(s), substituting in above equation, we obtain

U(0,s)=B(s)=F(s)
Hence,

Where

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continued

Setting a=x/c and using the convolution theorem, we obtain

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1JEAN-BAPTISTE JOSEPH FOURIER (1768–1830), French physicist and
mathematician, lived and taught in Paris, accompanied Napoleon in the
Egyptian War, and was later made prefect of Grenoble. The beginnings on
Fourier series can be found in works by Euler and by Daniel Bernoulli, but it was
Fourier who employed them in a systematic and general manner in his main
work, Theories analytique de la chaleur (Analytic Theory of Heat, Paris, 1822),
in which he developed the theory of heat conduction (heat equation; see Sec.
12.5), making these series a most important tool in applied mathematics

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 Motivation

Fourier
Fourier series
series and
and their
their ilk
ilk are
are designed
designed toto solve
solve boundary
boundary value
value problems
problems onon
bounded
bounded intervals.
intervals. The
The extension
extension ofof the
the Fourier
Fourier calculus
calculus to
to the
the entire
entire real
real line
line leads
leads
naturally
naturally to
to the
the Fourier
Fourier transform,
transform, a a powerful
powerful mathematical
mathematical tool
tool for
for the
the analysis
analysis ofof
aperiodic functions. The Fourier transform is of fundamental importance
aperiodic functions. The Fourier transform is of fundamental importance in a in a
remarkably
remarkably broad
broad range
range of of applications,
applications, including
including both
both ordinary
ordinary and
and partial
partial differential
differential
equations,
equations, probability,
probability, quantum
quantum mechanics,
mechanics, signal
signal and
and image
image processing,
processing, and
and control
control
theory.
theory.

Some
Some functions
functions are
are ill-suited
ill-suited for
for Taylor
Taylor series
series expansion
expansion (polynomial
(polynomial
expansion).
expansion). Here
Here Fourier
Fourier series
series (sin(x)
(sin(x) &
& cos(x)
cos(x) expansion
expansion )) comes
comes to
to rescue.
rescue.

Example
Example ::

f(x)=sin(x)
f(x)=sin(x)
This
This function
function needs
needs infinite
infinite degree
degree for
for Taylor
Taylor expansion.
expansion.

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 periodicity
IN TIME IN SPACE

 When a phenomenon is  Distribution of a physical

repeated regularly. quantity over a region
which has symmetry.
 Frequency is used.  Periods are used.

 Simple Harmonic Motion.  Distribution of Heat on a

circular ring.(no time
involved)

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 Definition

let f(t) be piecewise continuous on (-∞,∞) . Assume that f(t) is absolutely convergent,
that is,

converges.

Then, the Fourier transform of f(t) denoted by F[f(t)] is defined as

F[f(t)] =

Assume now that converges. Then, we define inverse Fourier transformation of

F(w) as

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Examples

f(x) F(w)

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 Heat
Equation

PDE:

BCs: u(x,t) and ux(x,t) both →0 as |x|→∞

IC: u(x,o)=f(x)
Solution.
Taking the Fourier transform of (PDE), we get

Or
(*)

In deriving this, BCs are already used.

The Fourier transform of IC gives,

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 Continued

The equation (*) is a simple linear homogeneous ODE, having solution

When t=0, we have the relation,

Implying

Therefore,
(**)

The (**) is a solution of given (PDE) in Frequency space,

Inverting this relation, we obtain

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