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    LAPLACE TRANSFORMS

    INTRODUCTION

    Laplace transform is an integral transform employed in solving physical problems.

    Many physical problems when analysed assumes the form of a differential equationsubjected to a set of initial conditions or boundary conditions.

    By initial conditions we mean that the conditions on the dependent variable arespecified at a single value of the independent variable.

    If the conditions of the dependent variable are specified at two different values of theindependent variable, the conditions are called boundary conditions.

    The problem with initial conditions is referred to as the Initial value problem.

    The problem with boundary conditions is referred to as the Boundary value problem.

    Example 1 : The problem of solving the equation xydx

    dy

    dx

    yd=++

    2

    2

    with conditions y(0) =

    y (0) =1 is an initial value problem

    Example 2 : The problem of solving the equation xydx

    dy

    dx

    ydcos23

    2

    2

    =++ with y(1)=1,

    y(2)=3 is called Boundary value problem.

    Laplace transform is essentially employed to solve initial value problems. This technique isof great utility in applications dealing with mechanical systems and electric circuits. Besidesthe technique may also be employed to find certain integral values also. The transform isnamed after the French Mathematician P.S. de Laplace (1749 1827).

    The subject is divided into the following sub topics.

    LAPLACE TRANSFORMS

    Definition andProperties

    Transforms ofsome functions

    Convolutiontheorem

    Inversetransforms

    Solution ofdifferentialequations

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    Definition :

    Let f(t) be a real-valued function defined for all t 0 and s be a parameter, real or complex.

    Suppose the integral

    0

    )( dttfe st exists (converges). Then this integral is called the Laplace

    transform of f(t) and is denoted by Lf(t).

    Thus,

    Lf(t) =

    0

    )( dttfe st (1)

    We note that the value of the integral on the right hand side of (1) depends on s. Hence Lf(t)

    is a function of s denoted by F(s) or )(sf .

    Thus,

    Lf(t) =F(s) (2)

    Consider relation (2). Here f(t) is called the Inverse Laplace transform of F(s) and is denotedby L-1 [F(s)].

    Thus,

    L-1 [F(s)] =f(t) (3)

    Suppose f(t) is defined as follows :

    f1(t), 0

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    NOTE : In a practical situation, the variable t represents the time and s represents frequency.

    Hence the Laplace transform converts the time domain into the frequency domain.

    Basic properties

    The following are some basic properties of Laplace transforms :

    1. Linearity property : For any two functions f(t) and(t) (whose Laplace transforms exist)

    and any two constants a and b, we have

    L [a f(t) +b(t)] =a L f(t) +b L(t)

    Proof :- By definition, we have

    L[af(t)+b(t)] = [ ]dttbtafe st

    +0

    )()( =

    +0 0

    )()( dttebdttfea stst

    =a L f(t) +b L(t)This is the desired property.

    In particular, for a=b=1, we have

    L [ f(t) + (t)] = L f(t) + L(t)

    and for a =-b =1, we have

    L [ f(t) - (t)] = L f(t) - L(t)

    2. Change of scale property : If L f(t) =F(s), then L[f(at)] =

    asF

    a1 , where a is a positive

    constant.

    Proof :- By definition, we have

    Lf(at) =

    0

    )( dtatfe st (1)

    Let us set at =x. Then expression (1) becomes,

    L f(at) =

    0

    )(1

    dxxfea

    xa

    s

    =a

    sF

    a

    1

    This is the desired property.

    3. Shifting property :- Let abe any real constant. Then

    L [eatf(t)] =F(s-a)

    Proof :- By definition, we have

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    L [eatf(t)] = [ ]

    0

    )( dttfee atst =

    0

    )( )( dttfe as

    =F(s-a)

    This is the desired property. Here we note that the Laplace transform of eatf(t) can be

    written down directly by changing s to s-a in the Laplace transform of f(t).

    TRANSFORMS OF SOME FUNCTIONS

    1. Let a be a constant. Then

    L(eat) =

    =0 0

    )( dtedtee tasatst

    = asas

    e tas

    =

    1

    )( 0

    )(

    , s >a

    Thus,

    L(eat) =a

    1

    In particular, when a=0, we get

    L(1) =s

    1, s >0

    By inversion formula, we have

    atat es

    Leas

    L ==

    11 11

    2. L(cosh at) =

    +

    2

    atat eeL = [ ]

    +

    02

    1dteee atatst

    = [ ]

    + +0

    )()(

    2

    1dtee tastas

    Let s >|a| . Then,

    +

    ++

    =

    0

    )()(

    )()(2

    1)(cosh

    as

    e

    as

    eatL

    tastas

    = 22 as s

    Thus,

    L (cosh at) =22 as

    s

    , s >|a|

    and so

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    atas

    sL cosh

    22

    1 =

    3. L (sinh at) =22

    2 as

    aeeL

    atat

    =

    , s >|a|

    Thus,

    L (sinh at) =22 a

    a

    , s >|a|

    and so,

    a

    at

    asL

    sinh122

    1 =

    4. L (sin at) =

    0

    sinate st dt

    Here we suppose that s >0 and then integrate by using the formula

    [ ] += bxbbxabae

    bxdxeax

    ax cossinsin22

    Thus,

    L (sinh at) =22 a

    a

    +, s >0

    and so

    a

    at

    asL

    sinh122

    1 =

    +

    5. L (cos at) = atdte st cos0

    Here we suppose that s>0 and integrate by using the formula

    [ ] ++= bxbbxabae

    bxdxeax

    ax sincoscos22

    Thus,

    L (cos at) =22 a

    s

    +, s >0

    and so

    ata

    sL cos

    22

    1 =+

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    6. Let n be a constant, which is a non-negative real number or a negative non-integer. Then

    L(tn) =

    0

    dtte nst

    Let s >0 and set st =x, then

    +

    =

    =0 0

    1

    1)( dxxe

    ss

    dx

    s

    xetL nx

    n

    n

    xn

    The integral dxxe nx

    0

    is called gamma function of (n+1) denoted by )1( + n . Thus

    1

    )1()(

    +

    +=

    n

    n ntL

    In particular, if n is a non-negative integer then )1( + n =n!. Hence

    1

    !)( += n

    n ntL

    and so

    )1(

    11

    1

    +=

    +

    n

    t

    sL

    n

    nor

    !n

    tnas the case may be

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    TABLE OF LAPLACE TRANSFORMS

    f(t) F(s)

    1s

    1, s >0

    eatas

    1, s >a

    coshat 22 as

    s

    , s >|a|

    sinhat 22 as

    a

    , s >|a|

    sinat 22 as

    a

    +, s >0

    cosat 22 as

    s

    +, s >0

    tn, n=0,1,2,.. 1!+ns

    n, s >0

    tn, n >-1 1)1(

    +

    +ns

    n, s >0

    Application of shifting property :-

    The shifting property is

    If L f(t) =F(s), then L [eatf(t)] =F(s-a)

    Application of this property leads to the following results :

    1. [ ]ass

    ass

    at

    bs

    sbtLbteL

    ==22

    )(cosh)cosh( =22)( bas

    as

    Thus,

    L(eatcoshbt) =22)( bas

    as

    and

    btebas

    asL at cosh

    )( 221 =

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    2.22)(

    )sinh(bas

    abteL at

    =

    and

    btebas

    L at sinh)(1 22

    1 =

    3.22)(

    )cos(bas

    asbteL at

    +

    =

    and

    btebas

    asL at cos

    )( 221 =

    +

    4.22)(

    )sin(bas

    bbteL at

    =

    and

    b

    bte

    basL

    at sin

    )(

    122

    1 =

    5.1)(

    )1()(

    +

    +=

    n

    nat

    as

    nteL or

    1)(

    !+ nas

    nas the case may be

    Hence

    )1()(

    11

    1

    +=

    +

    n

    te

    asL

    nat

    nor

    1)(

    !+ nas

    nas the case may be

    Examples :-

    1. Find Lf(t) given f(t) = t, 0

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    2. Find Lf(t) given f(t) = sin2t, 0

    Here

    Lf(t) =

    +

    dttfedttfe stst )()(0

    =

    0

    2sin tdte st

    = { }

    0

    22cos22sin

    4

    +

    ttss

    e st= [ ]se

    +1

    4

    22

    This is the desired result.

    3. Evaluate : (i) L(sin3t sin4t)

    (ii) L(cos2 4t)

    (iii) L(sin32t)

    (i) Here

    L(sin3t sin4t) =L [ )]7cos(cos2

    1tt

    = [ ])7(cos)(cos2

    1tLtL , by using linearity property

    =)49)(1(

    24

    4912

    12222 ++

    =

    +

    + ss

    s

    s

    s

    s

    s

    (ii) Here

    L(cos24t) =

    +

    +=

    +64

    1

    2

    1)8cos1(

    2

    12s

    s

    stL

    (iii) We have

    ( ) 3sinsin34

    1sin3 =

    For =2t, we get

    ( )ttt 6sin2sin341

    2sin3

    =

    so that

    )36)(4(

    48

    36

    6

    4

    6

    4

    1)2(sin

    2222

    3

    ++=

    +

    +=

    sssstL

    This is the desired result.

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    4. Find L(cost cos2t cos3t)

    Here

    cos2t cos3t = ]cos5[cos2

    1tt+

    so that

    cost cos2t cos3t = ]coscos5[cos2

    1 2ttt +

    = ]2cos14cos6[cos4

    1ttt +++

    Thus

    L(cost cos2t cos3t) =

    +

    +++

    ++ 4

    1

    16364

    1222 s

    s

    ss

    s

    s

    s

    5. Find L(cosh22t)

    We have

    2

    2cosh1cosh2

    +=

    For =2t, we get

    2

    4cosh12cosh2

    tt

    +=

    Thus,

    +=16

    121)2(cosh 2

    2

    ss

    stL

    -------------------------------------------------------05.04.05-------------------------

    6. Evaluate (i) L( t ) (ii)

    tL

    1(iii) L(t-3/2)

    We have L(tn) =1

    )1(+

    +ns

    n

    (i) For n=2

    1, we get

    L(t1/2) =2/3

    )12

    1(

    s

    +

    Since )()1( nnn =+ , we have22

    1

    2

    11

    2

    1 =

    =

    +

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    Thus,2

    3

    2)( tL

    =

    (ii) For n =-2

    1, we get

    stL

    =

    =

    21

    21 2

    1

    )(

    (iii) For n =-2

    3, we get

    stL

    222

    1

    )(2

    12

    12

    3

    =

    =

    =

    7. Evaluate : (i) L(t2) (ii) L(t3)

    We have,

    L(tn) =1

    !+ns

    n

    (i) For n =2, we get

    L(t2) =33

    2!2

    ss=

    (ii) For n=3, we get

    L(t3) = 44 6!3 ss =

    8. Find L[e-3t (2cos5t 3sin5t)]

    Given =

    2L(e-3t cos5t) 3L(e-3t sin5t)

    =( )

    25)3(

    15

    25)3(

    32

    22 ++

    +++

    ss

    s, by using shifting property

    =346

    922 ++

    ss

    s, on simplification

    9. Find L[coshat sinhat]

    Here

    L[coshat sinat] =( )

    + at

    eeL

    atat

    sin2

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    =

    ++

    ++ 2222 )()(2

    1

    aas

    a

    aas

    a

    , on simplification

    10. Find L(cosht sin3 2t)

    Given

    +

    4

    6sin2sin3

    2

    tteeL

    tt

    = ( )[ ])6sin()2sin(3)6sin(2sin38

    1teLteLteLteL tttt +

    =

    ++

    ++

    +

    +

    + 36)1(

    6

    4)1(

    6

    36)1(

    6

    4)1(

    6

    8

    12222

    ssss

    =

    ++

    ++

    ++

    + 36)1(

    1

    24)1(

    1

    36)1(

    1

    4)1(

    1

    4

    32222 ssss

    11. Find )( 25

    4 teL t

    We have

    L(tn) =1

    )1(+

    +ns

    nPut n=-5/2. Hence

    L(t-5/2) =2/32/3 3

    4)2/3( =

    ss

    Change s to s+4.

    Therefore,2/3

    2/54

    )4(3

    4)(

    +=

    steL t

    Transform of tn f(t)

    Here we suppose that nis a positive integer. By definition, we have

    F(s) =

    0

    )( dttfe st

    Differentiating n times on both sides w.r.t. s, we get

    =0

    )()( dttfes

    sFds

    d stn

    n

    n

    n

    Performing differentiation under the integral sign, we get

    ])][()[(

    )2(2222

    22

    aasaas

    asa

    ++++

    =

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    =0

    )()()( dttfetsFds

    d stnn

    n

    Multiplying on both sides by (-1)n , we get

    ==

    0

    )]([)(()()1( tftLdtetftsFds

    d nstn

    n

    nn , by definition

    Thus,

    L[tnf(t)]= )()1( sFds

    dn

    nn

    This is the transform of tn f(t).

    Also,

    )()1()(1 tftsFds

    dL nn

    n

    n

    =

    In particular, we have

    L[t f(t)] = )(sFds

    d , for n=1

    L[t2 f(t)]= )(2

    2

    sFds

    d, for n=2, etc.

    Also,

    )()(1 ttfsFds

    dL =

    and

    )()( 22

    21 tftsF

    ds

    dL =

    Transform off(t)

    We have , F(s) =

    0

    )( dttfe st

    Therefore,

    =

    s sdsdttfstedssF

    0)()( = dtdsetf

    s

    st

    0

    )(

    =

    0

    )( dtt

    etf

    s

    st

    =

    =

    0

    )()(

    t

    tfLdt

    t

    tfe st

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    Thus,

    =

    s

    dssFt

    tfL )(

    )(

    This is the transform of

    t

    tf )(

    Also,

    =s

    t

    tfdssFL

    )()(1

    Examples :

    1. Find L[te-t sin4t]

    We have,

    16)1(

    4]4sin[

    2

    ++

    =

    s

    teL t

    So that,

    L[te-t sin4t] =

    ++

    172

    14

    2 ssds

    d

    =22 )172(

    )1(8

    ++

    +

    ss

    s

    2. Find L(t2 sin3t)

    We have

    L(sin3t) =9

    32 +

    So that,

    L(t2 sin3t) =

    + 9

    322

    2

    sds

    d=

    22 )9(6

    +

    s

    s

    ds

    d=

    32

    2

    )9(

    )3(18

    +

    s

    s

    3. Find

    t

    teL

    t sin

    We have

    1)1(1)sin( 2 ++=

    steL t

    Hence

    t

    teL

    t sin= [ ]

    +=

    ++0

    1

    2)1(tan

    1)1(ss

    s

    ds

    = )1(tan2

    1 + s

    =cot 1 (s+1)

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    4. Find

    t

    tL

    sin. Using this, evaluateL

    t

    atsin

    We have

    L(sint) =

    1

    12

    +

    So that

    Lf(t) =

    t

    tL

    sin= [ ]

    =+ S

    s

    ss

    ds 12

    tan1

    = )(cottan2

    11 sFss ==

    Consider

    L

    t

    atsin=a L )(

    sinataLf

    at

    at=

    =

    a

    sF

    aa

    1, in view of the change of scale property

    =

    a

    s1cot

    5. Find L

    t

    btat coscos

    We have

    L [cosat cosbt] =2222 b

    s

    a

    s

    +

    +

    So that

    L

    t

    btat coscos= ds

    bs

    s

    as

    s

    s

    +

    + 2222

    =

    +

    +

    sbs

    as22

    22

    log2

    1

    =

    +

    +

    +

    + 22

    22

    22

    22

    loglog2

    1

    bs

    as

    bs

    asLt

    s

    =

    +++

    22

    22

    log02

    1

    as

    bs =

    ++

    22

    22

    log2

    1

    as

    bs

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    6. Prove that

    =0

    3

    50

    3sintdtte t

    We have

    =0 )sin(sin ttLtdttest

    = )(sintLds

    d

    =

    + 11

    2sds

    d

    =22 )1(

    2

    +ss

    Putting s =3 in this result, we get

    =0

    3

    50

    3sintdtte t

    This is the result as required.

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    ASSIGNMENT

    I Find L f(t) in each of the following cases :

    1. f(t) = et , 0 3

    3. f(t) =a

    t, 0 t

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    21.t

    e t21

    22.t

    ee btat

    23.t

    t2

    sin

    24.t

    tt 5sin2sin2

    I II. Evaluate the following integrals using Laplace transforms :

    25.

    0

    2 5sin tdtte t

    26.

    0

    35 costdtte t

    27.

    0

    dtt

    ee btat

    28.

    0

    sindt

    t

    te t

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    -------------------------------------------- 28.04.05 --------------------------Transforms of the derivatives of f(t)

    Consider

    L )(tf =

    0

    )( dttfe st

    = [ ]

    0

    0 )()()( dttfestfestst , by using integration by parts

    = )()0()(( tsLfftfeLt stt

    +

    =0 - f (0) +s Lf(t)Thus

    L )(tf =s Lf(t) f(0)Similarly,

    L )(tf =s2 L f(t) s f(0) - )0(f

    In general, we have)0(.......)0()0()()( 121 = nnnnn ffsfstLfstLf

    Transform oft

    0

    f(t)dt

    Let (t) = t

    dttf0

    )( . Then (0) =0 and (t) =f(t)

    Now,

    L (t) =

    0

    )( dtte st

    =

    00)()( dt

    s

    et

    s

    et

    stst

    =

    +0

    )(1

    )00( dtetfs

    st

    Thus,

    =t

    tLfs

    dttfL0

    )(1

    )(

    Also,

    =

    t

    dttftLfsL0

    1

    )()(1

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    Examples :

    1. By using the Laplace transform of sinat, find the Laplace transform of cosat.

    Let

    f(t) =sin at, then Lf(t) =22 as

    a+

    We note thatatatf cos)( =

    Taking Laplace transforms, we get)(cos)cos()( ataLataLtfL ==

    or L(cosat) = [ ])0()(1

    )(1

    ftsLfa

    tfLa

    =

    =

    +

    01

    22 as

    sa

    a

    Thus

    L(cosat) =22 a

    s

    +

    This is the desired result.

    2. Given2/3

    12

    s

    tL =

    , show that

    stL

    11=

    Let f(t) =

    t2 , given L[f(t)] =

    2/3

    1

    We note that,

    tt

    tf

    1

    2

    12)( ==

    Taking Laplace transforms, we get

    =

    tLtfL

    1)(

    Hence

    )0()()(1

    ftsLftfLt

    L ==

    = 01

    2/3

    s

    s

    Thus

    stL 11 =

    This is the result as required.

    3. Find

    t

    dtt

    btatL

    0

    coscos

    Here

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    Lf(t) =

    +

    +=

    22

    22

    log2

    1coscos

    as

    bs

    t

    btatL

    Using the result

    L =t

    tLfs

    dttf0

    )(1

    )(

    We get,

    t

    dtt

    btatL

    0

    coscos=

    ++

    22

    22

    log2

    1

    as

    bs

    s

    4. Find t

    t tdtteL0

    4sin

    Here

    [ ]22 )172(

    )1(84sin

    +++

    =ss

    stteL t

    Thus

    t

    t tdtteL0

    4sin =22 )172(

    )1(8

    +++sss

    s

    Transform of a periodic function

    A function f(t) is said to be a periodic function of period T >0 if f(t) =f(t +nT) wheren=1,2,3,.. The graph of the periodic function repeats itself in equal intervals.

    For example, sint, cost are periodic functions of period 2 since sin(t + 2n) = sin t,cos(t +2n) =cos t.

    The graph of f(t) =sin t is shown below :

    Note that the graph of the function between 0 and 2 is the same as that between 2 and 4and so on.

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    The graph of f(t) =cos t is shown below :

    Note that the graph of the function between 0 and 2 is the same as that between 2 and 4and so on.

    Formula :

    Let f(t) be a periodic function of period T. Then

    =T

    st

    STdttfe

    etLf

    0

    )(1

    1)(

    Proof :

    By definition, we have

    L f(t) =

    =0 0

    )()( duufedttfe sust

    = +++++ +

    ....)(.......)()()1(2

    0

    Tn

    nT

    suT

    T

    suT

    su duufeduufeduufe

    =

    =

    +

    0

    )1(

    )(n

    Tn

    nT

    su duufe

    Let us set u =t +nT, then

    L f(t) =

    = =

    + +0 0

    )( )(n

    T

    t

    nTts dtnTtfe

    Heref(t+nT) =f(t), by periodic property

    Hence

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    =

    =T

    st

    n

    nsT dttfeetLf00

    )()()(

    =

    Tst

    STdttfe

    e 0)(

    1

    1, identifying the above series as a geometric series.

    Thus

    L f(t) =

    Tst

    sTdttfe

    e 0)(

    1

    1

    This is the desired result.

    Examples:-

    1. For the periodic function f(t) of period 4, defined by f(t) = 3t, 0

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    T =

    2. Therefore

    L f(t) =

    /2

    0)/2(

    )(1

    1dttfe

    e

    st

    s=

    /

    0)/2(

    sin1

    1tdtEe

    e

    st

    s

    = { }

    /

    0

    22)/2( cossin1

    +

    ttss

    e

    e

    E st

    s

    =22

    /

    )/2(

    )1(

    1

    ++

    e

    e

    E s

    s

    =))(1)(1(

    )1(22//

    /

    +++

    see

    eEss

    s

    =))(1( 22/ + se

    Es

    This is the desired result.

    3. A periodic function f(t) of period 2a, a>0 is defined byE , 0 t af(t) =

    -E, a

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    ----------------------------------------------- 29.04.05 --------------------------------------Step Function :

    In many Engineering applications, we deal with an important discontinuous function H(t-a)defined as follows :

    0, t a

    H (t-a) =1, t >a

    where a is a non-negative constant.

    This function is known as the unit step function or the Heaviside function. The function isnamed after the British electrical engineer Oliver Heaviside. The function is also denoted byu(t-a). The graph of the function is shown below:

    H(t-a)

    1

    0 a t

    Note that the value of the function suddenly jumps from value zero to the value 1 as a from the left and retains the value 1 for all t>a. Hence the function H(t-a) is called the unitstep function.

    In particular, when a=0, the function H(t-a) become H(t), where

    0 , t 0H(t) =

    1 , t >0

    Transform of step functionBy definition, we have

    L[H(t-a)] =

    0

    )( dtatHe st

    =

    +

    a

    a

    stst dtedte0

    )1(0

    =s

    e as

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    In particular, we have L H(t) =s

    1

    Also, )(1 atHs

    eL

    as

    =

    and )(11 tHs

    L =

    Heaviside shift theorem

    Statement :-L [f(t-a) H(t-a)] =e-as Lf(t)

    Proof :- We have

    L [f(t-a) H(t-a)] =

    0

    )()( dteatHatf st

    =

    a

    st dtatfe )(

    Setting t-a =u, we get

    L[f(t-a) H(t-a)] = duufe uas )(0

    )(

    +

    =e-as L f(t)

    This is the desired shift theorem.Also,

    L-1 [e-as L f(t)] =f(t-a) H(t-a)

    Examples :

    1. Find L[e

    t-2

    +sin(t-2)] H(t-2)

    Letf(t-2) =[et-2+sin(t-2)]

    Thenf(t) = [et +sint]

    so that

    L f(t) =1

    1

    1

    12 +

    +s

    By Heaviside shift theorem, we have

    L[f(t-2) H(t-2)] =e-2s Lf(t)

    Thus,

    +

    +

    =+ 1

    1

    1

    1)2()]2sin([

    2

    2)2(

    ssetHteL st

    2. Find L(3t2 +2t +3) H(t-1)

    Letf(t-1) =3t2 +2t +3

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    so thatf(t) =3(t+1)2 +2(t+1) +3 =3t2 +8t +8

    Hence

    sstLf

    886)(

    23++=

    Thus

    L[3t2 +2t +3] H(t-1) =L[f(t-1) H(t-1)]=e-s L f(t)

    =

    ++sss

    e s886

    23

    3. Find Le-t H(t-2)

    Let f(t-2) =e-t , so that, f(t) =e-(t+2)Thus,

    L f(t) =1

    2

    +

    s

    e

    By shift theorem, we have

    1)()]2()2([

    )1(22

    +==

    +

    s

    etLfetHtfL

    ss

    Thus

    [ ]1

    )2()1(2

    +=

    +

    s

    etHeL

    st

    4. Let f(t) = f1 (t) , t af2 (t), t >a

    Verify thatf(t) =f1(t) +[f2(t) f1(t)]H(t-a)

    Considerf1(t) +[f2(t) f1(t)]H(t-a) =f1(t) + f2 (t) f1(t), t >a

    0 , t a

    = f2 (t), t >af1(t), t a =f(t), given

    Thus the required result is verified.

    5. Express the following functions in terms of unit step function and hence find theirLaplace transforms.

    1. t2 , 1 2

    2. cost, 0

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    f(t) =sint, t >

    1. Here,f(t) =t2 +(4t-t2) H(t-2)

    Hence,

    L f(t) = )2()4(2 23

    + tHttL (i)

    Let(t-2) =4t t2

    so that(t) =4(t+2) (t+2)2 =-t2 +4

    Now,

    stL

    42)(

    3+=

    Expression (i) reads as

    L f(t) = [ ])2()2(23 + tHtL

    = )(2 23

    tLes

    s

    +

    =

    + 3

    2

    3

    242

    sse

    s

    s

    This is the desired result.

    2. Heref(t) =cost +(sint-cost)H(t-)

    Hence,

    L f(t) = )()cos(sin12

    ++

    tHttLs

    (ii)

    Let (t-) =sint cost

    Then(t) =sin(t +) cos(t +) =-sint +cost

    so that

    L (t) =11

    122 +

    ++

    s

    s

    Expression (ii) reads as

    L f(t) = [ ])()(12

    ++

    tHtLs

    = )(12

    tLes s ++

    =

    +

    ++

    1

    1

    1 22 s

    se

    s

    s s

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    ---------------------------------- 3.05.04 ---------------------------CONVOLUTION

    The convolution of two functions f(t) and g(t) denoted by f(t) g(t) is defined as

    f(t) g(t) = t

    duugutf0

    )()(

    Property : f(t) g(t) =g(t) f(t)

    Proof :- By definition, we have

    f(t) g(t) = t

    duugutf0

    )()(

    Setting t-u =x, we get

    f(t) g(t) = 0

    ))(()(t

    dxxtgxf

    = =

    t

    tftgdxxfxtg0 )()()()(

    This is the desired property. Note that the operation is commutative.

    Convolution theorem :-

    L[f(t) g(t)] =L f(t) . L g(t)

    Proof :- Let us denote

    f(t) g(t) =(t) = t

    duugutf0

    )()(

    Consider

    =0 0

    )]()([)]([t

    st dtugutfetL

    =

    0 0

    )()(t

    st duugutfe (1)

    We note that the region for this double integral is the entire area lying between the lines u =0and u =t. On changing the order of integration, we find that t varies from u to and u variesfrom 0 to.

    u

    u=tt=u t =

    0 u=0 tHence (1) becomes

    L[(t)] =

    =

    =

    0

    )()(u ut

    st dtduugutfe

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    =

    0

    )( )()( dudtutfeugeu

    utssu

    =

    0 0

    )()( dudvvfeuge svsu , where v =t-u

    =

    0 0

    )()( dvvfeduuge svsu

    =L g(t) . L f(t)Thus

    L f(t) . L g(t) =L[f(t) g(t)]This is desired property.

    Examples :

    1. Verify Convolution theorem for the functions f(t) and g(t) in the following cases :

    (i) f(t) =t, g(t) =sint (ii) f(t) =t, g(t) =et

    (i) Here,

    f g = t

    duutguf0

    )()( = t

    duutu0

    )sin(

    Employing integration by parts, we getf g =t sint

    so that

    L [f g] =)1(

    1

    1

    112222 +

    =+

    ssss

    (1)

    Next consider

    L f(t) . L g(t) =)1(

    11

    112222 +

    =+

    ssss

    (2)

    From (1) and (2), we find thatL [f g] =L f(t) . L g(t)

    Thus convolution theorem is verified.

    (ii) Here

    f g = t

    ut duue0

    Employing integration by parts, we get

    f g =et

    t 1so that

    L[f g] =)1(

    111

    1

    122

    = sssss

    (3)

    Next

    L f(t) . L g(t) =)1(

    1

    1

    1122

    =

    ssss

    (4)

    From (3) and (4) we find that

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    L[f g] =L f(t) . L g(t)Thus convolution theorem is verified.

    2. By using the Convolution theorem, prove that

    =t

    tLfs

    dttfL

    0

    )(1

    )(

    Let us define g(t) =1, so that g(t-u) =1Then

    ==t t

    gfLdtutgtfLdttfL0 0

    ][)()()(

    =L f(t) . L g(t) =L f(t) .s

    1

    Thus

    =t

    tLfs

    dttfL0

    )(1

    )(

    This is the result as desired.

    3. Using Convolution theorem, prove that

    ++=

    tu

    ssduuteL

    02 )1)(1(

    1)sin(

    Let us denote, f(t) =e-t g(t) =sin t, then

    =t t

    u duutgufLduuteL0 0

    )()()sin( =L f(t) . L g(t)

    =

    )1(

    1

    )1(

    12

    +

    + ss

    =

    )1)(1(

    12

    ++ ss

    This is the result as desired.

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    ASSIGNMENT

    1. By using the Laplace transform of coshat, find the Laplace transform of sinhat.

    2. Find (i) t

    dtt

    tL

    0

    sin(ii)

    tt tdteL

    0

    cos (iii) t

    t tdteL0

    cos

    (iv)

    ttdte

    ttL

    0

    sin (v) t

    atdttL0

    2 sin

    3. If f(t) =t2, 0

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    10. Verify convolution theorem for the following pair of functions:(i) f(t) =cosat, g(t) =cosbt(ii) f(t) =t, g(t) =t e-t(iii) f(t) =et g(t) =sint

    11. Using the convolution theorem, prove the following:

    (i) ++=t u

    ss

    sudueutL0

    22

    1

    )1()1(cos)(

    (ii)22

    0 )(

    1)(

    assduueutL

    tau

    +=

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    INVERSE LAPLACE TRANSFORMS

    Let L f(t) =F(s). Then f(t) is defined as the inverse Laplace transform of F(s) and is denotedby

    L-1 F(s). Thus L-1 F(s) =f(t).

    Linearity Property

    Let L-1 F(s) =f(t) and L-1 G(s) =g(t) and a and b be any two constants. Then

    L-1 [a F(s) +b G(s)] = a L-1 F(s) + b L-1 G(s)

    Table of Inverse Laplace Transforms

    F(s) )()( 1 sFLtf =

    0,1 >ss

    1

    asa

    >

    ,1

    ate

    0,22

    >+

    sas

    s Cos at

    0,1

    22>

    +s

    as a

    atSin

    asas

    >

    ,1

    22

    a

    athSin

    asas

    s> ,22 athCos

    0,1

    1>

    +s

    sn n = 0, 1, 2, 3, . . .

    !n

    tn

    0,1

    1>

    +s

    sn n > -1

    ( )1+ ntn

    Examples

    1. Find the inverse Laplace transforms of the following:

    22)(

    as

    bsii

    +

    +

    22 9

    94

    254

    52)(

    s

    s

    s

    siii

    +

    +

    Here

    52

    1)(

    si

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    2

    511

    2

    1

    25

    1

    2

    1

    52

    1)(

    t

    es

    Ls

    Li =

    =

    ata

    bat

    aLb

    as

    sL

    as

    bsLii sincos

    1)(

    22

    1

    22

    1

    22

    1 +=+

    ++

    =++

    92

    94

    4

    252

    5

    4

    2

    9

    84

    254

    52)(

    21

    2

    122

    1

    +

    =

    +

    +

    s

    sL

    s

    sL

    s

    s

    s

    sLiii

    = ththtt

    3sin2

    33cos4

    2

    5sin

    2

    5cos

    2

    1

    Evaluation of L -1 F(s a)

    We have, if L f(t) =F(s), then L[eat

    f(t)] =F(s a), and so

    L-1 F(s a) = eat f(t) =eat L-1 F(s)

    Examples

    ( )41

    1

    13:Evaluate1.

    +

    +s

    sL

    ( )( ) ( ) ( )4

    13

    14

    1-

    1

    12

    1

    13

    1

    11-1s3LGiven

    +

    +=

    +

    ++=

    sL

    sL

    s

    4

    1

    3

    1 121

    3s

    Les

    Le tt =

    Using the formula

    getweandntakingandn

    t

    sL

    n

    n,32

    !

    11

    1 ==+

    32

    3 32 teteGiven

    tt

    =

    52s-s

    2sL:Evaluate2.

    2

    1-

    +

    +

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    ( )

    ( )

    ( ) ( ) ( ) 41

    13

    41

    1

    41

    31

    41

    2LGiven

    2

    1

    2

    1

    2

    1

    2

    1-

    ++

    +

    =

    +

    +=

    +

    +=

    sL

    s

    sL

    s

    sL

    s

    s

    4

    13

    4 21

    21

    ++

    +=

    sLe

    s

    sLe t-t

    tete tt 2sin2

    32cos +=

    13

    12:Evaluate

    21

    ++

    +ss

    sL

    ( )( )

    ( )( ) ( )

    +

    +

    +=

    +

    +=

    45

    1

    45

    2

    45

    12LGiven

    2

    2

    3

    1

    2

    2

    3

    2

    3

    1

    2

    2

    3

    2

    3

    1-

    sL

    s

    sL

    s

    s

    =

    45

    1

    45

    22

    123

    2

    123

    sLe

    s

    sLett

    =

    ththe

    t

    2

    5sin

    5

    2

    2

    5cos2 2

    3

    sss

    ss

    2

    452:Evaluate4.

    23

    2

    +

    +

    havewe

    ( ) ( )( ) 1212452

    2

    452

    2

    452 2

    2

    2

    23

    2

    +

    ++=

    ++

    =+

    +=

    +

    +s

    C

    s

    B

    s

    A

    sss

    ss

    sss

    ss

    sss

    ss

    Then2s2+5s-4 =A(s+2) (s-1) +Bs (s-1) +Cs (s+2)

    For s =0, we get A =2, for s =1, we get C =1 and for s =-2, we get B =-1. Using thesevalues in (1), we get

    1

    1

    2

    12

    2

    452

    23

    2

    +

    +=

    +

    +

    sssss

    ss

    Hence

    tt eess

    ssL +=

    +

    + 222

    21 2

    25

    452

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    ( ) ( )2154

    :Evaluate5.2

    1

    +++

    +ss

    sL

    Let us take

    ( ) ( ) ( ) 2112154

    22 ++

    ++

    +=

    +++

    +s

    C

    s

    B

    s

    A

    ss

    s

    Then

    4s +5 = A(s +2) +B(s +1) (s +2) +C (s +1)2

    For s =-1, we get A =1, for s =-2, we get C =-3

    Comparing the coefficients of s2, we get B +C =0, so that B =3. Using these values in (1),we get

    ( ) ( ) ( ) ( ) 23

    13

    11

    2154

    22 +

    ++

    +=

    ++++

    ssssss

    Hence

    ( ) ( ) sLe

    sLe

    sLe

    ss

    sL ttt

    13

    13

    1

    21

    54 1212

    12

    1 +=+++

    +

    ttt eete 233 +=

    44

    3

    1:Evaluate5.as

    sL

    Let

    )1(2244

    3

    as

    DCs

    as

    B

    as

    A

    as

    s

    +

    ++

    ++

    =

    Hence

    s3 =A(s +a) (s2 +a2) +B (s-a)(s2+a2)+(Cs +D) (s2 a2)

    For s =a, we get A =; for s =-a, we get B =; comparing the constant terms, we getD =a(A-B) =0; comparing the coefficients of s3, we get1 =A +B +C and so C =. Using these values in (1), we get

    2244

    3

    2

    111

    4

    1

    as

    s

    asasas

    s

    ++

    ++

    =

    Taking inverse transforms, we get

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    [ ] ateea

    sL atat cos

    2

    1

    4

    144

    31 ++=

    [ ]athat coscos2

    1+=

    1:Evaluate6.

    241

    ++

    ss

    sL

    Consider

    ( ) ( ) ( )( )

    +++=

    ++++=

    ++ 11

    2

    2

    1

    111 222224 ssss

    s

    ssss

    s

    ss

    s

    ( ) ( )

    ( )( ) ( ) ( )

    ( ) ( )

    +

    +=

    ++

    ++

    +=

    ++

    +=

    +++

    +++=

    4

    3

    1

    4

    3

    1

    2

    1

    1

    4

    3

    1

    4

    3

    1

    2

    1

    1

    1

    1

    1

    2

    1

    11

    11

    2

    1

    2

    12

    1

    2

    12

    1

    241

    2

    2

    12

    2

    1

    2222

    22

    s

    Le

    s

    Less

    sL

    Therefore

    ss

    ssssssss

    ssss

    tt

    =

    2

    32

    3sin

    2

    32

    3sin

    2

    12

    1

    2

    1 te

    te

    tt

    =

    2sin

    2

    3sin

    3

    2 tht

    Evaluation of L -1[e-as F(s)]

    We have, if Lf(t) =F(s), then L[f(t-a) H(t-a) =e-as F(s), and so

    L-1[e-as F(s)] =f(t-a) H(t-a)

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    Examples

    ( )41

    2:)1(

    s

    eLEvaluate

    ss

    Here

    ( )

    ( )

    ( )

    ( )( )( )5

    6

    5

    )()(2

    6

    1

    2

    1)()(

    2

    1)(,5

    352

    4

    51

    32

    412

    411

    4

    =

    =

    ==

    ==

    ==

    tHte

    atHatfs

    eL

    Thus

    te

    sLe

    sLsFLtfTherefore

    s

    sFa

    t

    s

    tt

    ++

    +

    41:)2(

    2

    2

    21

    s

    se

    s

    eLEvaluate

    ss

    ( ) ( ) ( ) ( )

    ( ) ( ) ( ) ( )

    ( ) ( ) ( )

    22coscos

    222cossin

    )1(

    2cos4

    )(

    sin1

    1)(

    )1(22

    21

    2

    21

    1

    21

    +=

    +=

    =+

    =

    =+

    =

    +=

    tHttHt

    tHttHtGiven

    asreadsrelationNow

    ts

    sLtf

    ts

    LtfHere

    tHtftHtfGiven

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    Inverse transform of logarithmic and inverse functions

    ( )[ ] ( ) .ttfLthenF(s),f(t)Lifhave,We HencesFds

    d==

    ( ) )(1

    ttfsFds

    d

    L =

    Examples

    ++

    bs

    asLEvaluate log:)1( 1

    ( ) ( )

    ( )

    ( ) [ ]

    ( )

    ( )b

    eetfThus

    eetftor

    eesFds

    dLthatSo

    bsassFds

    dThen

    bsasbs

    assFLet

    atbt

    atbt

    btat

    =

    =

    =

    ++=

    ++=

    ++

    =

    1

    11

    logloglog)(

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    (2) Evaluate 1L

    s

    a1tan

    ( )

    ( )

    ( )

    ( )

    ( )

    ( )( )

    ( )( )

    =

    =

    =

    =

    =

    +=

    =

    t

    t

    dttfs

    sFL

    havewes

    sFdttfSinceL

    a

    attf

    attftor

    thatsoatsFds

    dLor

    as

    asF

    ds

    dThen

    s

    asFLet

    0

    1

    0

    1

    22

    1

    ,,

    sin

    sin

    sin

    tan)(

    s

    sFoftransformInverse

    Examples

    ( )

    +

    221 1:)1(

    assLEvaluate

    ( )

    ( )

    ( )( )

    ( )2

    0

    1

    22

    1

    1

    22

    cos1

    sin1

    sin)(

    1

    a

    at

    dta

    at

    s

    sF

    LassLThen

    a

    atsFLtf

    thatsoas

    sFdenoteusLet

    t

    =

    ==+=

    ==+

    =

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    ( )

    ( )

    ( )

    ( )[ ]

    ( )( )[ ]

    ( ) ( )[ ]

    [ ]

    [ ] ( ) ( )

    ==

    ==

    ==

    ++=

    +=+

    +=

    =+

    =+

    +

    t

    atat

    tat-

    at

    t

    at

    at

    duugutftgtfsGsFL

    soandsGsFtLgtLf

    eeata

    dtateaass

    L

    atea

    dtteass

    LHence

    teas

    Lhavewe

    assLEvaluate

    0

    1

    3

    0222

    1

    2

    02

    1

    2

    1

    22

    1

    )()()()(

    )()()()(g(t)f(t)L

    thenG(s),Lg(t)andF(s)L(t)ifhave,We

    1211

    1111

    getwethis,Using

    parts.bynintegratioon,111

    1

    1

    1:)2(

    theoremnconvolutiousingbyF(s)oftransformInverse

    transformLaplaceinverseforn theoremconvolutiothecalledisexpressionThis

    NEXT CLASS24.05.05

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    Examples

    Employ convolution theorem to evaluate the following :

    ( )( )bsasL

    ++ 1)1( 1

    ( )( )( ) ( )

    ( )

    ba

    ee

    ba

    ee

    dueedueebsas

    L

    e, g(t)ef(t)

    bssG

    as

    atbttbaat

    tubaat

    tbuuta-

    -bt-at

    =

    =

    ==++

    ==

    +=

    +=

    1

    1

    n theorem,convolutiobyTherefore,

    getweinverse,theTaking

    1)(,

    1F(s)denoteusLet

    00

    1

    ( )2

    22

    1)2(

    as

    sL

    +

    ( )

    ( )

    ( )

    ( )a

    att

    a

    auatatu

    duauatat

    a

    duauutaa

    as

    sL

    at, g(t)at

    f(t)

    as

    ssG

    asF(s)

    t

    t

    t-

    2

    sin

    2

    2cossin

    2a

    1

    formulaanglecompoundusingby,2

    2sinsin1

    cossin1

    n theorem,convolutiobyHence

    cosa

    sin

    Then)(,1

    denoteusLet

    0

    0

    0

    222

    1

    2222

    =

    =

    +=

    =

    +

    ==

    +=

    +=

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    ( )( )11)3(

    2

    1

    +

    ss

    sL

    Here

    1)(,

    1

    1

    2 +=

    =

    s

    ssGF(s)

    Therefore

    ( )( )( )

    ( ) ( )[ ] [ ]ttettee

    uue

    eduuess

    L

    t, g(t)ef(t)

    ttt

    tu

    tut-

    t

    cossin2

    11cossin

    2

    cossin2

    sin11

    1

    havewen theorem,convolutioBy

    sin

    0

    2

    1

    ==

    ==

    +

    ==

    Assignment

    By employing convolution theorem, evaluate the following :

    ( )( ) ( )( )

    ( ) ( ) ( )

    ( ) ( ) ( )2154

    )6(

    1

    )3(

    1

    1)5(

    11)2(

    ,)4(11

    1)1(

    21

    222

    1

    22

    1

    221

    2222

    21

    21

    +

    +

    +

    +++

    ++++

    ss

    s

    LasL

    ssL

    ss

    sL

    babsas

    sL

    ssL

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    LAPLACE TRANSFORM METHOD FOR DIFFERENTIALEQUATIONS

    As noted earlier, Laplace transform technique is employed to solve initial-value problems.The solution of such a problem is obtained by using the Laplace Transform of the derivativesof function and then the inverse Laplace Transform.

    The following are the expressions for the derivatives derived earlier.

    (o)f-(o)fs-f(o)s-f(t)Ls(t)f[L

    (o)f-f(o)s-f(t)Ls(t)fL[

    f(o)-f(t)Ls(t)]fL[

    23

    2

    =

    =

    =

    Examples

    1) Solve by using Laplace transform method

    2y(o)tyy , ==+ te

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    Taking the Laplace transform of the given equation, we get

    ( ) ( )[ ] ( )( )

    ( ) ( )( )

    ( )( )

    ( )( )

    ( ) ( )( )

    ( )

    ( )42

    1

    1

    1

    1

    2

    1

    3114112

    1

    342

    getwe,transformLaplaceinversetheTaking

    1

    342

    1

    121s

    becomesthiscondition,giventheUsing

    1

    1

    2

    3

    1

    3

    21

    3

    21

    3

    2

    2

    2

    +=

    ++

    +=

    +

    ++++=

    +

    ++=

    +

    ++=

    +=+

    +=+

    te

    ssL

    s

    ssL

    s

    ssLtY

    s

    sstyL

    thatso

    styL

    styLoytysL

    t

    This is the solution of the given equation.

    Solve by using Laplace transform method :

    0)()(,sin32)2( ===+ oyoytyyy

    Taking the Laplace transform of the given equation, we get

    [ ] [ ]1

    1)(3)()(2)()()(

    2

    2

    +=+

    styLoytLysoyosytLys

    Using the given conditions, we get

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    [ ]

    ( )( )( )

    ( )( )( )

    ( )

    equation.giventheofsolutionrequiredtheisThis

    sin2cos101

    401

    81

    sums,partialofmethodtheusingby15

    1

    103

    1

    40

    1

    1

    1

    8

    1

    131

    131

    1)(

    131

    1)(

    1

    132)(

    3

    21

    21

    21

    2

    22

    ttee

    s

    s

    ssL

    s

    DCs

    s

    B

    s

    AL

    sssLty

    or

    ssstyL

    ors

    sstyL

    tt +=

    +

    +

    +

    =

    +

    ++

    ++

    =

    ++=

    ++=

    +=+

    equation.integralthesolvetomethodTransformLaplaceEmploy3)

    ( ) ( ) +=t

    0

    sinlf(t) duutuf

    ( ) ( )

    equation.integralgiventheofsolutiontheisThis

    2

    11

    )(1

    )(

    1

    )(1sin)(

    1

    getwehere,n theorem,convolutiousingBy

    sin1

    getweequation,giventheoftransformLaplaceTaking

    2

    3

    21

    3

    2

    2

    t

    0

    t

    s

    sLtfor

    s

    stfL

    Thus

    s

    tfL

    stLtLf

    sL f(t)

    duutufLs

    L f(t)

    +=

    +=

    +=

    ++=+=

    +=

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    s.transformLaplaceusingtany timeatparticletheofntdisplacemethefind10,isspeedinitialtheand20at xisparticletheofpositioninitialtheIft.at timeparticletheofntdisplacemethedenotesx

    where025dt

    dx6

    dt

    xdequationthe,satisfyingpathaalongmovingisparticleA4)(

    2

    2

    =

    =++ x

    getweequation,theoftransformLaplacetheTaking

    10.(o)x'20,x(o)areconditionsinitialtheHere

    025x(t)(t)6x'(t)'x'

    asrewrittenbemayequationGiven

    ==

    =++

    [ ]

    ( )( )

    ( )

    ( ) ( )

    problem.giventheofsolutiondesiredtheisThis2

    4sin354cos20

    163

    170

    163

    320

    163

    70320

    163

    13020x(t)

    256

    13020Lx(t)

    013020256ssLx(t)

    33

    21

    21

    21

    21

    2

    2

    tete

    sL

    s

    sL

    s

    sL

    s

    sL

    thatso

    ss

    s

    ors

    tt

    +=

    +++

    ++

    +=

    ++

    ++=

    ++

    +=

    +++

    =

    =++

    =

    L

    Rt

    at eeaL-R

    Eistany timeatcurrent

    that theShowR.resistanceandLinductanceofcircuitato0at tappliedisEeA voltage(5) -at

    The circuit is an LR circuit. The differential equation with respect to the circuit is

    )(tERidt

    di

    L =+ Here L denotes the inductance, i denotes current at any time t and E(t) denotes the E.M.F.It is given that E(t) =E e-at. With this, we have

    Thus, we have

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    at

    at

    EetiRtLi

    orEeRidt

    diL

    =+

    =+

    )()('

    [ ] [ ] orER at=+ eL(t)i'L(t)i'LLTTT

    getwesides,bothon)(transformLaplaceTaking TL

    [ ] [ ]a

    EtiLRoitiLsL TT +=+

    1)()()(

    [ ]

    ( ) ( )

    ))(()(getwe,LtransforminverseTaking

    )(

    )(getweo,i(o)Since

    11-

    T RsLas

    E

    Lti

    RsLas

    EtiL

    oras

    ERsLtiL

    T

    T

    T

    ++=

    +++=

    +=+=

    desired.asresulttheisThis

    )(

    11 11

    =

    +

    +

    =

    L

    Rt

    at

    TT

    eeaLR

    Eti

    Thus

    RsLLL

    asL

    aLR

    E

    1.y(o)2,with x(o)09dt

    dy

    ,04dtdxgiventofin termsyandfor xequationsussimultaneotheSolve)6(

    ===

    =+

    x

    y

    Taking Laplace transforms of the given equations, we get[ ]

    [ ] 0)()()(9

    0)(4x(o)-Lx(t)s

    =+

    =+

    oytLystxL

    tLy

    getwe,conditionsinitialgiventheUsing

    1)(5)(9

    2)(4)(

    =+

    =+

    tyLtxL

    tyLtxLs

    getweLy(t),forequationstheseSolving

    36

    182 ++

    =s

    sL y(t)

    thatso

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    tt

    ss

    sLy(t)

    6sin36cos

    36

    18

    36 221

    +=

    ++

    +=

    (1)

    getwe,09

    d

    dyinthisUsing = x

    [ ]tt 6cos186sin69

    1x(t) +=

    or

    [ ]tt 6sin6cos33

    2x(t) =

    (2)(1)and (2) together represents the solution of the given equations.

    Assignment

    Employ Laplace transform method to solve the following initial value problems

    ( )

    ( )

    ( )

    =+=

    +=

    ===+

    ===++

    =

    ==+

    ==++=++

    ===++

    ===++

    ====+

    t

    tu

    t

    t

    fduuutfttf

    dueutftf

    yytHyy

    yytyyy

    yytyy

    yyttyyy

    yyeyyy

    yyeyyy

    yyygivenyyyy

    0

    0

    2

    2

    2

    4)0(,cos)(')9

    21)()8

    1)0(,0)0(,1)7

    1)1(,3)0(,2)6

    12

    ,1)0(,2cos9)5

    0)0(,2)0(,22223)4

    )0(1)0(,34)3

    1)0(,2)0(,65)2

    6)0(,0)0()0(022)1

    any time.atcurrentthefindinitially,zeroiscurrenttheIf0.at tappliedis

    sinvoltageacircuit,R-LanIn11)

    t.any timeatntdisplacemethe

    findrest,atinitiallyisparticletheIf.5sin805dt

    dx4

    dt

    xd

    equationby thegovernedistany timeatpointfixeda

    fromnt xdisplacemeitsthatsolineaalongmovesparticleA)10

    2

    2

    =

    =++

    tE

    tx

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    3)0(,8)0(,2dt

    dy

    ,23dt

    dx

    )15

    3)0(,8)0(,2dt

    dy,32

    dt

    dx)14

    0)0(,1)0(,sindt

    dy,

    dt

    dx)13

    0)0(,2)0(,cosdtdy,sin

    dtdx12)

    :

    ===+=+

    ====

    ===+=

    ===+=+

    yxyxxy

    yxxyyx

    yxtxey

    yxtxty

    t

    toftermsinyandx

    forequationsaldifferentiussimultaneofollowingtheSolve

    LAPLACE TRANSFORMS

    INTRODUCTION

    Laplace transform is an integral transform employed in solving physical problems.

    Many physical problems when analysed assumes the form of a differential equationsubjected to a set of initial conditions or boundary conditions.

    By initial conditions we mean that the conditions on the dependent variable arespecified at a single value of the independent variable.

    If the conditions of the dependent variable are specified at two different values of theindependent variable, the conditions are called boundary conditions.

    The problem with initial conditions is referred to as the Initial value problem.

    The problem with boundary conditions is referred to as the Boundary value problem.

    Example 1 : The problem of solving the equation xydx

    dy

    d

    yd=++

    2

    2

    with conditions y(0) =

    y (0) =1 is an initial value problem

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    Example 2 : The problem of solving the equation xydx

    dy

    d

    ydcos23

    2

    2

    =++ with y(1)=1,

    y(2)=3 is called Boundary value problem.

    Laplace transform is essentially employed to solve initial value problems. This technique is

    of great utility in applications dealing with mechanical systems and electric circuits. Besidesthe technique may also be employed to find certain integral values also. The transform isnamed after the French Mathematician P.S. de Laplace (1749 1827).

    The subject is divided into the following sub topics.

    Definition :

    Let f(t) be a real-valued function defined for all t 0 and s be a parameter, real or complex.

    Suppose the integral

    0

    )( dttfe st exists (converges). Then this integral is called the Laplace

    transform of f(t) and is denoted by Lf(t).

    Thus,

    Lf(t) =

    0

    )( dttfe st (1)

    We note that the value of the integral on the right hand side of (1) depends on s. Hence Lf(t)

    is a function of s denoted by F(s) or )(sf .

    LAPLACE TRANSFORMS

    Definition and

    Properties

    Transforms of

    some functions

    Convolution

    theorem

    Inverse

    transforms

    Solution of

    differentialequations

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    Thus,

    Lf(t) =F(s) (2)

    Consider relation (2). Here f(t) is called the Inverse Laplace transform of F(s) and is denotedby L-1 [F(s)].

    Thus,

    L-1 [F(s)] =f(t) (3)

    Suppose f(t) is defined as follows :

    f1(t), 0

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    =a L f(t) +b L(t)

    This is the desired property.

    In particular, for a=b=1, we have

    L [ f(t) + (t)] = L f(t) + L(t)and for a =-b =1, we have

    L [ f(t) - (t)] = L f(t) - L(t)

    2. Change of scale property : If L f(t) =F(s), then L[f(at)] =

    a

    sF

    a

    1, where a is a positive

    constant.

    Proof :- By definition, we have

    Lf(at) =

    0

    )( dtatfe st (1)

    Let us set at =x. Then expression (1) becomes,

    L f(at) =

    0

    )(1

    dxxfea

    xa

    s

    =

    a

    sF

    a

    1

    This is the desired property.

    3. Shifting property :- Let abe any real constant. Then

    L [eatf(t)] =F(s-a)

    Proof :- By definition, we have

    L [eatf(t)] = [ ]

    0

    )( dttfee atst =

    0

    )( )( dttfe as

    =F(s-a)

    This is the desired property. Here we note that the Laplace transform of eatf(t) can be

    written down directly by changing s to s-a in the Laplace transform of f(t).

    TRANSFORMS OF SOME FUNCTIONS

    3. Let a be a constant. Then

    L(eat) =

    =0 0

    )( dtedtee tasatst

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    =asas

    e tas

    =

    1

    )(0

    )(

    , s >a

    Thus,

    L(eat) =a

    1

    In particular, when a=0, we get

    L(1) =1

    , s >0

    By inversion formula, we have

    atat eLeas

    L ==

    11 11

    4. L(cosh at) =

    +

    2

    atat eeL = [ ]

    +

    0

    2

    1dteee atatst

    = [ ]

    + +0

    )()(

    2

    1dtee tastas

    Let s >|a| . Then,

    +

    ++

    =

    0

    )()(

    )()(2

    1)(cosh

    as

    e

    as

    eatL

    tastas

    =22 as

    s

    Thus,

    L (cosh at) =22 as

    s

    , s >|a|

    and so

    atas

    sL cosh

    22

    1 =

    3. L (sinh at) =222 as

    aeeL

    atat

    =

    , s >|a|

    Thus,

    L (sinh at) =22 a

    a

    , s >|a|

    and so,

    a

    at

    asL

    sinh122

    1 =

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    4. L (sin at) =

    0

    sinate st dt

    Here we suppose that s >0 and then integrate by using the formula

    [ ] += bxbbxabaebxdxe

    axax cossinsin

    22

    Thus,

    L (sinh at) =22 a

    a

    +, s >0

    and so

    a

    at

    asL

    sinh122

    1 =

    +

    5. L (cos at) = atdte st cos0

    Here we suppose that s>0 and integrate by using the formula

    [ ] ++= bxbbxabae

    bxdxeax

    ax sincoscos22

    Thus,

    L (cos at) =22 a

    s

    +, s >0

    and so

    ata

    sL cos

    22

    1 =+

    6. Let n be a constant, which is a non-negative real number or a negative non-integer. Then

    L(tn) =

    0

    dtte nst

    Let s >0 and set st =x, then

    +

    =

    =0 0

    1

    1)( dxxe

    ss

    dx

    s

    xetL nx

    n

    n

    xn

    The integral dxxe nx

    0

    is called gamma function of (n+1) denoted by )1( + n . Thus

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    1

    )1()(

    +

    +=

    n

    n ntL

    In particular, if n is a non-negative integer then )1( + n =n!. Hence

    1

    !)( += n

    n ntL

    and so

    )1(

    11

    1

    +=

    +

    n

    t

    sL

    n

    nor

    !n

    tnas the case may be

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    TABLE OF LAPLACE TRANSFORMS

    f(t) F(s)

    1s

    1, s >0

    eatas

    1, s >a

    coshat 22 as

    s

    , s >|a|

    sinhat 22 as

    a

    , s >|a|

    sinat 22 as

    a

    +, s >0

    cosat 22 as

    s

    +, s >0

    tn, n=0,1,2,.. 1!+ns

    n, s >0

    tn, n >-1 1)1(

    +

    +ns

    n, s >0

    Application of shifting property :-

    The shifting property is

    If L f(t) =F(s), then L [eatf(t)] =F(s-a)

    Application of this property leads to the following results :

    1. [ ]ass

    ass

    at

    bs

    sbtLbteL

    ==22

    )(cosh)cosh( =22)( bas

    as

    Thus,

    L(eatcoshbt) =22)( bas

    as

    and

    btebas

    asL at cosh

    )( 221 =

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    2.22)(

    )sinh(bas

    abteL at

    =

    and

    btebas

    L at sinh)(1 22

    1 =

    3.22)(

    )cos(bas

    asbteL at

    +

    =

    and

    btebas

    asL at cos

    )( 221 =

    +

    4.22)(

    )sin(bas

    bbteL at

    =

    and

    b

    bte

    basL

    at sin

    )(

    122

    1 =

    5.1)(

    )1()(

    ++

    =n

    nat

    as

    nteL or

    1)(

    !+ nas

    nas the case may be

    Hence

    )1()(

    11

    1

    +=

    +

    n

    te

    asL

    nat

    nor

    1)(

    !+ nas

    nas the case may be

    Examples :-

    1. Find Lf(t) given f(t) = t, 0

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    This is the desired result.

    2. Find Lf(t) given f(t) = sin2t, 0

    Here

    Lf(t) = +

    dttfedttfe stst )()(

    0

    =

    0

    2sin tdte st

    = { }

    0

    22cos22sin

    4

    +

    ttss

    e st= [ ]se

    +1

    4

    22

    This is the desired result.

    3. Evaluate : (i) L(sin3t sin4t)

    (iv) L(cos2 4t)

    (v) L(sin32t)

    (i) Here

    L(sin3t sin4t) =L [ )]7cos(cos2

    1tt

    = [ ])7(cos)(cos2

    1tLtL , by using linearity property

    =

    )49)(1(

    24

    4912

    12222

    ++

    =

    +

    + ss

    s

    s

    s

    s

    s

    (ii) Here

    L(cos24t) =

    +

    +=

    +64

    1

    2

    1)8cos1(

    2

    12s

    s

    stL

    (iii) We have

    ( ) 3sinsin34

    1sin3 =

    For =2t, we get

    ( )ttt 6sin2sin34

    12sin3 =

    so that

    )36)(4(

    48

    36

    6

    4

    6

    4

    1)2(sin

    2222

    3

    ++=

    +

    +

    =ssss

    tL

    This is the desired result.

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    4. Find L(cost cos2t cos3t)

    Here

    cos2t cos3t = ]cos5[cos

    2

    1tt+

    so that

    cost cos2t cos3t = ]coscos5[cos2

    1 2ttt +

    = ]2cos14cos6[cos4

    1ttt +++

    Thus

    L(cost cos2t cos3t) =

    +

    +++

    ++ 4

    1

    16364

    1222 s

    s

    ss

    s

    s

    s

    5. Find L(cosh22t)

    We have

    2

    2cosh1cosh2

    +=

    For =2t, we get

    24cosh12cosh2 tt +=

    Thus,

    +=16

    1

    2

    1)2(cosh

    2

    2

    s

    s

    stL

    6. Evaluate (i) L( t ) (ii)

    tL

    1(iii) L(t-3/2)

    We have L(tn) =1

    )1(+

    +ns

    n

    (i) For n=2

    1, we get

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    L(t1/2) =2/3

    )12

    1(

    s

    +

    Since )()1( nnn =+ , we have22

    1

    2

    11

    2

    1 =

    =

    +

    Thus,2

    3

    2)( tL

    =

    (ii) For n =-2

    1, we get

    stL

    =

    =

    21

    21 2

    1

    )(

    (iii) For n =-2

    3, we get

    stL

    222

    1

    )(2

    12

    12

    3

    =

    =

    =

    7. Evaluate : (i) L(t2) (ii) L(t3)

    We have,

    L(tn) =1

    !+ns

    n

    (i) For n =2, we get

    L(t2) =33

    2!2

    ss=

    (ii) For n=3, we get

    L(t3) =44

    6!3

    ss=

    8. Find L[e-3t (2cos5t 3sin5t)]

    Given =

    2L(e-3t cos5t) 3L(e-3t sin5t)

    =( )

    25)3(

    15

    25)3(

    32

    22 ++

    +++

    ss

    s, by using shifting property

    =346

    922 ++

    ss

    s, on simplification

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    9. Find L[coshat sinhat]

    Here

    L[coshat sinat] =( )

    + at

    eeL

    atat

    sin2

    =

    +++

    + 2222 )()(21

    aasa

    aasa

    , on simplification

    10. Find L(cosht sin3 2t)

    Given

    +

    4

    6sin2sin3

    2

    tteeL

    tt

    = ( )[ ])6sin()2sin(3)6sin(2sin38

    1teLteLteLteL tttt +

    =

    ++

    ++

    ++

    + 36)1(

    6

    4)1(

    6

    36)1(

    6

    4)1(

    6

    8

    12222 ssss

    =

    ++

    ++

    ++

    + 36)1(

    1

    24)1(

    1

    36)1(

    1

    4)1(

    1

    4

    32222 ssss

    11. Find )( 254 teL t

    We have

    L(tn) =1

    )1(+

    +ns

    nPut n=-5/2. Hence

    L(t-5/2) =2/32/3 3

    4)2/3( =

    ss

    Change s to s+4.

    Therefore,2/3

    2/54

    )4(3

    4)(

    +=

    steL t

    Transform of tn f(t)

    Here we suppose that nis a positive integer. By definition, we have

    F(s) =

    0

    )( dttfe st

    Differentiating n times on both sides w.r.t. s, we get

    ])][()[(

    )2(2222

    22

    aasaas

    asa

    ++++

    =

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    =0

    )()( dttfes

    sFds

    d stn

    n

    n

    n

    Performing differentiation under the integral sign, we get

    =

    0

    )()()( dttfetsFds

    d stn

    n

    n

    Multiplying on both sides by (-1)n , we get

    ==0

    )]([)(()()1( tftLdtetftsFds

    d nstnn

    nn , by definition

    Thus,

    L[tnf(t)]= )()1( sFds

    dn

    nn

    This is the transform of tn f(t).

    Also,

    )()1()(1 tftsFds

    dL nn

    n

    n

    =

    In particular, we have

    L[t f(t)] = )(sFds

    d , for n=1

    L[t2 f(t)]= )(2

    2

    sFds

    d, for n=2, etc.

    Also,

    )()(1 ttfsFds

    dL =

    and

    )()( 22

    21 tftsF

    ds

    dL =

    Transform off(t)

    We have , F(s) =

    0

    )( dttfe st

    Therefore,

    =

    s sdsdttfstedssF

    0)()( = dtdsetf

    s

    st

    0

    )(

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    =

    0

    )( dtt

    etf

    s

    st

    =

    =

    0

    )()(

    t

    tfLdt

    t

    tfe st

    Thus,

    =

    s

    dssFt

    tfL )(

    )(

    This is the transform oft

    tf )(

    Also,

    =s

    t

    tfdssFL

    )()(1

    Examples :

    1. Find L[te-t sin4t]

    We have,

    16)1(

    4]4sin[

    2 ++=

    steL t

    So that,

    L[te-t sin4t] =

    ++

    172

    14

    2 ssds

    d

    = 22 )172(

    )1(8

    ++

    +

    ss

    s

    2. Find L(t2 sin3t)

    We have

    L(sin3t) =9

    32 +

    So that,

    L(t2 sin3t) =

    + 9

    322

    2

    sds

    d=

    22 )9(6

    +

    s

    s

    ds

    d=

    32

    2

    )9(

    )3(18

    +

    s

    s

    3. Find

    t

    teL

    t sin

    We have

    1)1(

    1)sin(

    2 ++=

    steL t

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    Hence

    t

    teL

    t sin= [ ]

    +=

    ++0

    1

    2)1(tan

    1)1(ss

    s

    ds

    = )1(tan2

    1 + s

    =cot 1 (s+1)

    4. Find

    ttL sin . Using this, evaluateL

    tatsin

    We have

    L(sint) =1

    12 +

    So that

    Lf(t) =

    t

    tL

    sin= [ ]

    =+ Ss

    ss

    ds 12

    tan1

    = )(cottan2

    11 sFss ==

    Consider

    L

    t

    atsin=a L )(

    sinataLf

    at

    at=

    =

    a

    sF

    aa

    1, in view of the change of scale property

    =

    a

    s1cot

    5. Find L

    t

    btat coscos

    We have

    L [cosat cosbt] =2222 b

    s

    a

    s

    +

    +

    So that

    L t

    btat coscos= dsbs

    s

    as

    s

    s

    ++ 2222 =

    ++

    sbs

    as22

    22

    log2

    1

    =

    ++

    ++

    22

    22

    22

    22

    loglog2

    1

    bs

    as

    bs

    asLt

    s

    =

    ++

    +22

    22

    log02

    1

    as

    bs=

    +

    +22

    22

    log2

    1

    as

    bs

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    6. Prove that

    =0

    3

    50

    3sintdtte t

    We have

    =0 )sin(sin ttLtdttest

    = )(sintLds

    d

    =

    + 11

    2sds

    d

    =22 )1(

    2

    +ss

    Putting s =3 in this result, we get

    =0

    3

    50

    3sintdtte t

    This is the result as required.

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    ASSIGNMENT

    I Find L f(t) in each of the following cases :

    1. f(t) = et , 0 3

    3. f(t) =a

    t, 0 t

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    21.t

    e t21

    22.t

    ee btat

    23.t

    t2

    sin

    24.t

    tt 5sin2sin2

    Dr.G.N.Shekar

    DERIVATIVES OF ARC LENGTH

    Consider a curve C in the XY plane. Let A be a fixed point on it. Let P and Q be two

    neighboring positions of a variable point on the curve C. If s is the distance of P from A

    measured along the curve then s is called the arc length of P. Let the tangent to C at P make

    an angle with X-axis. Then (s,) are called the intrinsic co-ordinates of the point P. Let

    the arc length AQ be s +s. Then the distance between P and Q measured along the curve C

    iss. If the actual distance between P and Q isC. Thens=C in the limit Q P along C.

    . . 1Q P

    si e Lt

    C

    =

    0

    y

    x

    P(s, )

    Q

    A

    s

    s

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    Cartesian Form:

    Let ( )y f x= be the Cartesian equation of the curve C and let ( , ) ( , )P x y andQ x x y y + +

    be any two neighboring points on it as in fig.

    Let the arc length PQ s= and the chord lengthPQ C= . Using distance between two

    points formula we have 2 2 2 2PQ =( C) =( x) +( y)

    222

    11

    +=

    +=

    x

    y

    x

    Cor

    x

    y

    x

    C

    2

    1s s C s y

    x C x C x

    = = +

    We note thatx 0 as Q P along C, also that when , 1s

    Q PC

    =

    When Q P i.e. whenx 0, from (1) we get

    2

    1 (1)ds dy

    dx dx

    = +

    Similarly we may also write

    2

    1

    +==

    y

    x

    C

    s

    y

    C

    C

    s

    y

    s

    and hence when Q P this leads to

    2

    1 (2)ds dx

    dy dy

    = +

    Parametric Form: Suppose ( ) ( )x x t and y y t= = is the parametric form of the curve C.

    Then from (1)

    ( , )Q x x y y + +

    C

    ( , )P x y

    s

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    222

    11

    +

    =

    +=

    dt

    dy

    dt

    dx

    dtdx

    dtdx

    dtdy

    dx

    ds

    2 2

    (3)ds ds dx dx dy

    dt dx dt dt dt

    = = +

    Note: Since is the angle between the tangent at P and the X-axis,

    we have tandy

    dx=

    ( )2 21 1 tan

    dsy Sec

    dx = + = + =

    Similarly

    ( )

    22 2

    1 11 1 1 cot sec

    tan

    dsCo

    dy y

    = + = + = + =

    i.e. Cosdx dy

    and Sinds ds

    = =

    ( ) ( ) ( )2 2

    2 2 21

    dx dyds dx dy

    ds ds

    + = = +

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    We can use the following figure to observe the above geometrical connections

    among , , .dx dy dsand

    Polar Curves :

    Suppose ( )r f= is the polar equation of the curve C and ( , ) ( , )P r and Q r r + + be

    two neighboring points on it as in figure:

    Consider PN OQ.

    In the right-angled triangle OPN, We have

    PN PN

    Sin PN r Sin rOP r = = = =

    sinceSin = when .is very small

    From the figure we see that, (1)ON ON

    Cos ON r Cos r rOP r

    = = = = =

    cos 1 0when = Q

    ( )NQ OQ ON r r r r = = + =

    dx

    ds

    dy

    C

    N

    O

    r

    P(r,)

    s

    x

    ( , )Q r r + +

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    2 2 2 2 2 2, . , ( ) ( ) ( )From PNQ PQ PN NQ i e C r r = + = +

    2

    2C rr

    = +

    2

    2S S C S rrC C

    = = +

    We note that , 0 1

    S

    whenQ P alongthecurve also C

    =

    2

    2, (4)dS dr

    whenQ P rd d

    = +

    2

    2 2 2 2, ( ) ( ) ( ) 1C

    Similarly C r r rr r

    = + = +

    2

    21S S C S

    and rr C r C r

    = = +

    2

    2, 1 (5)dS d

    whenQ P we get rdr dr

    = +

    Note:

    dWe know that Tan r

    dr

    =

    2

    2 2 2 2 21 secds dr

    r r r Cot r Cot rCod d

    = + = + = + =

    Similarly2

    2 21 1ds d

    r Tan Secdr dr

    = + = + =

    1dr dCos and Sin

    ds ds r

    = =

    The following figure shows the geometrical connections among ds, dr, d and

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    Thus we have :

    22 2 2

    1 , 1 ,ds dy ds dx ds dx dy

    dx dx dy dy dt dt dt

    = + = + = +

    2 2

    2 21ds d ds dr

    r and rdr dr d d

    = + = +

    Example 1: 2/3 2/3 2/3ds ds

    and for the curve xdx dy

    y a+ =

    2/3 2/3 2/3 -1/3 -1/32 2x x ' 0

    3 3

    y a y y+ = + =

    -1 13 3

    -1

    3

    x'

    y

    yy

    x

    = =

    2 1/32/3 2/3 2/3 2/3

    2/3 2/3 2/3

    dsHence 1 1

    dx

    dy y x y a a

    dx x x x x

    + = + = + = = =

    Similarly

    2 1/32/3 2/3 2/3 2/3

    2/3 2/3 2/3

    ds1 1

    dy

    dx x x y a a

    dy y y y y

    += + = + = = =

    Example 2:2

    2 2

    ds afor the curve y alog

    dx a -xFind

    =

    ( )2 2 2 2 2 2 22 2

    log logdy x ax

    y a a a a x adx a x a x

    = = =

    dr

    ds r d

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    ( )

    ( )

    ( )

    ( )

    ( )

    22 2 2 2 2 22 2 2 2 2

    2 2 2 22 2 2 2 2 2

    441 1

    a x a x a xds dy a x a x

    dx dx a xa x a x a x

    + + + = + = + = = =

    Example 3: t tIf x aeSint, y ae Cost, find dsdt= =

    t t tx aeSint aeSint aeCostdx

    dt= = +

    t t ty aeCost aeCost aeSintdy

    dt= =

    ( ) ( )2 2

    2 22 2 2 2t tds dx dy a e Cost Sint a e Cost Sintdt dt dt

    = + = + +

    ( )2 2

    2 2

    t t

    ae Cos t Sin t a e= + = ( ) ( ) ( )2 2 2 2

    2a b a b a b+ + = +Q

    Example 4:t

    If x a Cos t log Tan ,y a Sin t, find2

    ds

    dt

    = + =

    212

    2 222 2

    tSecdxa Sint a Sint

    t t tdt Tan Sin Cos

    = + = +

    ( )2 211 Sin t aCos ta Sint a aCost Cot t

    Sint Sint Sint

    = + = = =

    dyaCost

    dt=

    2 2

    2 2 2 2 2ds dx dy a Cos tCot t a Cos tdt dt dt

    = + = +

    ( )2 2 2 1a Cos t Cot t= +

    2 2 2 2 2seca Cos t Co t a Cot t aCot t= = =

    Example 5: 3 3If x a Cos t, y Sin t, findds

    dt= =

    2 23 , 3dx dy

    aCos tSint aSin tCostdt dt

    = =

    2 2ds dx dy

    dt dt dt

    = +

    2 4 2 2 4 29 9a Cos t Sin t a Sin tCos t= +

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    ( )2 2 2 2 29 3a Cos t Sin t Cos t Sin t aSintCost= + =

    Exercise:

    Findds

    dtfor the following curves:

    (i) x=a(t +Sint), y=a(1-Cost)

    (ii) x=a(Cost +t Sint), y=aSint

    (iii) x=a log(Sect +tant), y=a Sect

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    Example 6: 2 2If r a Cos 2 , Show that r is constantds

    d

    =

    22 2 22 2 2 2 2

    dr dr ar a Cos r a Sin Sin

    d d r

    = = =

    2 42 2 2 4 4 2

    2

    1

    2 2

    ds dr a

    r r Sin r a Sind d r r

    = + = + = +

    4 4 2 4 2 4 22 2 2ds

    r r a Sin a Cos a Sind

    = + = +

    2 2 2 22 Constanta Cos Sin a = + = = 2 2r is constant for r a Cos2ds

    d

    =

    Example 7:2 2

    -1 r dsFor the curve Cos , Show that r is constant.k dr

    k r

    r

    =

    2 2

    2 2

    22

    2

    2(1)

    1 1 2

    1

    rr k r

    d k r

    dr k rr

    k

    =

    ( )2 2 2

    2 2 2 2 2

    1 r k r

    k r r k r

    + = +

    2 2 2

    2 2 2 2 2 2 2 2

    1 k r k

    k r r k r r k r

    += + =

    2 2k r

    r

    =

    ( )2 2 2 2 22 22

    1 2 1k rds d r k r k

    r rdr dr r r r

    + = + = + = =

    dsHence r k (constant)

    dr=

    Example 8: ( )2

    2 2

    ds dsFor a polar curve r f show that ,

    dr d

    r r

    pr p

    = = =

    We know thatdr d 1

    ds ds rCos and Sin

    = =

    2 222

    2

    dr

    1 1ds

    r pp

    Cos Sin p rSinr r

    = = = = =Q

    2 2

    ds

    dr

    r

    r p =

    2ds

    d

    r r rAlso

    pSin pr

    = = =

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    Exercise:

    Findds ds

    anddr d

    for the following curves:

    m

    2

    (i) r=a(1+Cos )

    (ii) =a Cosm

    (iii) aSec ( )2

    mr

    r

    =

    Mean Value Theorems

    Recapitulation

    Closed interval: An interval of the form a x b , that includes every point between a and band also the end points, is called a closed interval and is denoted by [ ]ba, .

    Open Interval: An interval of the form a x b< < , that includes every point between a and bbut not the end points, is called an open interval and is denoted by ( )ba,

    Continuity: A real valued function )(xf is said to be continuous at a point 0x if

    0

    0lim ( ) ( )x x

    f x f x

    =

    The function )(xf is said to be continuous in an interval if it is continuous at every point inthe interval.

    Roughly speaking, if we can draw a curve without lifting the pen, then it is a continuouscurve otherwise it is discontinuous, having discontinuities at those points at which the curvewill have breaks or jumps.

    We note that all elementary functions such as algebraic, exponential, trigonometric,logarithmic, hyperbolic functions are continuous functions. Also the sum, difference, productof continuous functions is continuous. The quotient of continuous functions is continuous atall those points at which the denominator does not become zero.

    Differentiability: A real valued function )(xf is said to be differentiable at point 0x if

    0

    0

    0

    ( ) ( )lim

    x x

    f x f x

    x x

    exists uniquely and it is denoted by )(' 0xf .

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    A real valued function f(x) is said to be differentiable in an interval if it is differentiable at

    every in the interval or if0

    ( ) ( )limh

    f x h f x

    h

    + exists uniquely. This is denoted by )(' xf .

    We say that either )(' xf exists or f(x) is differentiable.

    Geometrically, it means that the curve is a smooth curve. In other words a curve is said to besmooth if there exists a unique tangent to the curve at every point on it. For example a circleis a smooth curve. Triangle, rectangle, square etc are not smooth, since we can draw morenumber of tangents at every corner point.

    We note that if a function is differentiable in an interval then it is necessarily continuous inthat interval. The converse of this need not be true. That means a function is continuous neednot imply that it is differentiable.Rolles Theorem: (French Mathematician Michelle Rolle 1652-1679)

    Suppose a function )(xf satisfies the following three conditions:

    (i) )(xf is continuous in a closed interval [ ]ba,

    (ii) )(xf is differentiable in the open interval ( )ba, (iii) )()( bfaf =

    Then there exists at least one point c in the open interval ( )ba, such that 0)(' =cf

    Geometrical Meaning of Rolles Theorem: Consider a curve )(xf that satisfies the

    conditions of the Rolles Theorem as shown in figure:

    As we see the curve )(xf is continuous in the closed interval [ ]ba, , the curve is smooth i.e.there can be a unique tangent to the curve at any point in the open interval ( )ba, andalso )()( bfaf = . Hence by Rolles Theorem there exist at least one point c belonging to( )ba, such that 0)(' =cf . In other words there exists at least one point at which the tangentdrawn to the curve will have its slope zero or lies parallel to x-axis.

    Notation:

    Often we use the statement: there exists a point c belonging to ( )ba, such that .We present the same in mathematical symbols as: c ( )ba, : 0)(' =cf From now onwards let us start using the symbolic notation.

    [b,f(b)][a,f(a)]

    x

    y

    a c b

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    Example 1: Verify Rolles Theorem for 2)( xxf = in [ ]1,1

    First we check whether the conditions of Rolles theorem hold good for the given function:

    (i) 2)( xxf = is an elementary algebraic function, hence it is continuous everywhere and so also in[ ]1,1 .

    (ii) xxf 2)(' = exists in the interval (-1, 1) i.e. the function is differentiable in (-1,1).

    (iii) Also we see that 1)1()1( 2 ==f and 11)1( 2 ==f i.e., )1()1( ff =

    Hence the three conditions of the Rolles Theorem hold good.By Rolles Theorem c ( )1,1 : 0)(' =cf that means 2c =0 c=0 ( )1,1

    HenceRolles Theorem is verified.

    Example 2: Verify Rolles Theorem for2/

    )3()(x

    exxxf

    +=

    in [-3, 0]

    )(xf is a product of elementary algebraic and exponential functions which are continuous

    and hence it is continuous in [ 3,0]

    2/22/ )3(2

    1)32()( xx exxexxf ++=

    2/2 )]3(2

    1)32[( xexxx ++=

    2/2/2 )2)(3(2

    1]6[

    2

    1 xx exxexx +== exists in (-3, 0)

    0)3( =f and also 0)0( =f )0()3( ff =

    That is, the three conditions of the Rolles Theorem hold good.

    c ( )0,3 : 0)(' =cf

    ==+ ,2,30)2)(3(2

    1 2/ cecc c

    Out of these values of c, since 2 ( 3,0) , the Rolles Theorem is verified.

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    Example 3: Verify Rolles Theorem for nm bxaxxf )()()( = in [a, b] where a 0.

    )(xf is a product of elementary algebraic functions which are continuous and hence it is

    continuous in [a, b]

    11 )()()()()( += nmnm bxaxnbxaxmxf 11 )())](()([ += nm bxaxaxnbxm

    11 )())](()([ ++= nm bxaxnambnmx exists in ( )ba,

    0)( =af and also 0)( =bf )()( bfaf =

    Hence the three conditions of the Rolles Theorem hold good.

    ( ),c a b : 0)(' =cf

    banmnambcbcacnambnmc nm ,,0)())](()([ 11

    ++==++

    Out of these values of c, sincenm

    nambc

    ++

    = ),( ba , the Rolles Theorem is verified.

    Example 4: Verify Rolles Theorem for)(

    log)(2

    bax

    abxxf

    ++

    = in [a, b]

    )log(log)log()( 2 baxabxxf ++= is the sum of elementary logarithmic functionswhich are continuous and hence it is continuous in [a, b]

    xabx

    xxf 12)(2

    +

    = exists in ( )ba,

    01loglog)(

    log)(2

    22

    ==+

    +=

    ++

    =aba

    aba

    baa

    abaaf

    and similarly 01loglog)(

    log)(2

    22

    ==+

    +=

    ++

    =abb

    abb

    bab

    abbbf

    Hence the three conditions of the Rolles Theorem hold good. c ( )ba, : 0)(' =cf

    abcabcabcc

    abcc

    cabc

    ccf ===

    +

    =

    += 00

    )(

    20

    12)( 2

    2

    22

    2

    Since abc= ),( ba , the Rolles Theorem is verified.Exercise: Verify Rolles Theorem for

    (i) )cos(sin)( xxexf x = in

    4

    5,

    4

    ,

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    (ii) 2/)2()( xexxxf = in [ ]2,0 ,

    (iii)2

    sin2( )

    x

    xf x

    e= in

    4

    5,

    4

    .

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    Lagranges Mean Value Theorem (LMVT):(Also known as the First Mean Value Theorem)(Italian-French Mathematician J . L. Lagrange 1736-1813)

    Suppose a function )(xf satisfies the following two conditions:

    (i) )(xf is continuous in a closed interval [ ]ba,

    (ii) )(xf is differentiable in the open interval ( )ba,

    Then there exists at least one point c in the open interval ( )ba, such thatab

    afbfcf

    =)()(

    )('

    Proof: Consider the function )(x defined by kxxfx = )()( where k is a constant to befound such that ( ) ( )a b = .

    Since )(xf is continuous in the closed interval[ ]

    ba, , )(x which is a sum of continuous

    functions is also continuous in the closed interval [ ]ba,

    ' '( ) ( ) (1)x f x kx = exists in the interval ( )ba, as )(xf is differentiable in( )ba, .

    We have ( ) ( )a f a ka = and ( ) ( )b f b kb =

    ( ) ( )( ) ( ) ( ) ( ) (2)

    f b f aa b f a ka f b kb k

    b a

    = = =

    This means that when k is chosen as in (2) we will have ( ) ( )a b =

    Hence the conditions of Rolles Theorem hold good for )(x in [ ]ba, By Rolles Theorem c ( ),a b : '( ) 0c =

    ''( ) 0 ( ) 0 ( ) (3)c f c k k f c = = =

    From (2) and (3), we infer that c ( ),a b :ab

    afbfcf

    =)()(

    )('

    Thus the Lagranges Mean Value Theorem (LMVT) is proved.

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    Geometrical Meaning of L agranges Mean Value Theorem: Consider a curve )(xf that

    satisfies the conditions of the LMVT as shown in figure:

    From the figure, we observe that the curve )(xf is continuous in the closed interval [ ]ba, ; thecurve is smooth i.e. there can be a unique tangent to the curve at any point in the openinterval ( )ba, . Hence by LMVT there exist at least one point c belonging to ( )ba, such

    thatab

    afbfcf

    =)()(

    )(' . In other words there exists at least one point at which the tangent

    drawn to the curve lies parallel to the chord joining the points [ ], ( )a f a and[ ], ( )b f b .

    Other form of LMVT:The Lagranges Mean Value Theorem can also be stated as follows:

    Suppose )(xf is continuous in the closed interval [ ],a a h+ and is differentiable in the open

    interval ( ), )a a h+ then (0,1): ( ) ( ) ( )f a h f a hf a h + = + +

    When (0,1) we see that ( , )a h a a h+ + i.e., here c a h= +

    Using the earlier form of LMVT we may write that( ) ( )

    ( )( )

    f a h f af a h

    a h a

    + + =

    +

    On simplification this becomes ( ) ( ) ( )f a h f a hf a h+ = + + .

    [b,f(b)]

    [a,f(a)]

    x

    y

    a c b

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    Example 5: Verify LMVT for ( ) ( 1)( 2)( 3)f x x x x= in [0,4]

    3 2( ) ( 1)( 2)( 3) 6 11 6f x x x x x x x= = + is an algebraic function hence it is continuousin [0,4]

    2( ) 3 12 11f x x x = + exists in (0,4) i.e., ( )f x is differentiable in (0,4).i.e.,both the conditions of LMVT hold good for ( )f x in[0,4].

    Hence(4) (0)

    (0,4): ( )4 0

    f fc f c

    =

    i.e., 2(3)(2)(1) ( 1)( 2)( 3)

    3 1 114 0

    c c

    + =

    i.e, 2 22

    3 12 11 3 3 12 8 0 2 (0,4)3

    c c c c c + = + = =

    Hence the LMVT is verified.

    Example 6: Verify LMVT for ( ) logef x x= in [1, ]e

    ( ) logef x x= is an elementary logarithmic function hence continuous in [1, ]e .

    1( )f x

    x = exists in ( )1,e or ( )f x is differentiable in( )1,e .

    i.e., both the conditions of LMVT hold good for ( )f x in [1, ]e

    Hence( ) (1) 1 log log1

    (1, ): ( )1 1

    f e f ec e f c

    e c e

    = =

    1 11 (1, )

    1c e e

    c e = =

    Hence the LMVT is verified.

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    Example 7: Verify LMVT for 1( ) sinf x x= in [0,1]

    We find2

    1( )

    1f x

    x

    =

    exists in ( )0,1 , and hence ( )f x is continuous in [0,1].

    i.e., both the conditions of LMVT hold good for ( )f x in [0,1]

    Hence1 1

    2

    (1) (0) 1 sin 1 sin 0(0,1) : ( )

    1 0 11

    f fc f c

    c

    = =

    22 2

    22

    1 2 41

    21c c

    c

    = = =

    2 40.7712 (0,1)c

    = =

    Hence the LMVT is verified.

    Example 8: Find of LMVT for 2( )f x ax bx c= + + orVerify LMVT by finding for 2( )f x ax bx c= + +

    2( )f x ax bx c= + + is an algebraic function hence continuous in [ , ]a a h+ .

    ( ) 2f x ax b = + exists in ( ),a a h+

    i.e., both the conditions of LMVT hold good for ( )f x in [ , ]a a h+

    Then the second form of LMVT (0,1): ( ) ( ) ( ) (1)f a h f a hf a h + = + +

    Here ; 2 3 2 2( ) ( ) ( ) 2 (2)f a h a a h b a h c a ah a h ab bh c+ = + + + + = + + + + + 3( ) (3)f a a ab c= + + ; 2( ) 2 ( ) 2 2 (4)f a h a a h b a a h b + = + + = + +

    Using (2), (3) and (4) in (1) we have:

    3 2 2 3 2 12 (2 2 ) (0,1)2

    a ah a h ab bh c a ab c h a a h b + + + + + = + + + + + =

    Hence the LMVT is verified.

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    Example 9: Find of LMVT for ( ) logef x x= in 2,e e

    ( ) logef x x= is an elementary logarithmic function hence continuous in2,e e

    1

    ( )f x x = exists in ( )2

    , .e e

    Hence by the second form of LMVT

    ( )

    [ ] [ ]

    ( )

    2 2 2

    22

    2

    0,1 : ( ) ( ) ( ) ( )

    ( )log log

    ( )

    ( 1) ( 1). ., 2log log 2 1

    1 ( 1) 1 ( 1)

    21 ( 1) 1 0,11

    e e

    f e f e e e f e e e

    e ee e

    e e e

    e e ei e e e

    e e e

    ee ee

    = + +

    = +

    +

    = + =

    + +

    + = =

    Hence the LMVT is verified.

    Example 10: If 0x> , Apply Mean Value Theorem to show that

    ( ) log (1 )1

    ex

    i x xx

    < + > < < < < + + + + + +

    From (1) and (2) we get log (1 )1

    ex

    x xx

    < + > >

    ( )2 2 2 2 2 2

    1 1 1 1 1 12

    1 1 1 1 1 1or

    a c b a c b < < < <

    From (1) and (2), we have1 1

    1 1

    2 2 2 2

    1 sin sin 1sin sin

    1 1 1 1

    b a b a b ab a

    b aa b a b

    < <