Math 2.0

Integral transforms, operational calculus Laplace transform: definition and convergence Example

Laplace transform of a periodic function

Builds on Laplace transformPeriodic function

Example

Let P>0P > 0 and let f ⁣:[0,∞)→ℂf \colon [0, \infty) \to \C be periodic with period PP, that is f(t+P)=f(t)f(t + P) = f(t) for t≥0t \ge 0, and integrable on [0,P][0, P]. Its Laplace transform is F(s)=11−e−Ps∫0Pf(t)e−st dt(Re⁡s>0).F(s) = \frac{1}{1 - e^{-Ps}} \int_0^P f(t) e^{-st}\, dt \quad (\operatorname{Re} s > 0). Check: for Re⁡s>0\operatorname{Re} s > 0 the integral converges absolutely, since ∫0∞∣f∣e−σt dt=∑k≥0e−kPσ∫0P∣f(t)∣e−σt dt<∞\int_0^\infty \abs{f} e^{-\sigma t}\, dt = \sum_{k \ge 0} e^{-k P \sigma} \int_0^P \abs{f(t)} e^{-\sigma t}\, dt < \infty for σ=Re⁡s\sigma = \operatorname{Re} s. Split [0,∞)[0, \infty) into the intervals [kP,(k+1)P][kP, (k + 1)P] and substitute t=u+kPt = u + kP: F(s)=∑k≥0e−kPs∫0Pf(u)e−su du,F(s) = \sum_{k \ge 0} e^{-kPs} \int_0^P f(u) e^{-su}\, du, a geometric series with ratio e−Pse^{-Ps}, of modulus less than 11. Instance: f(t)=∣sin⁡t∣f(t) = \abs{\sin t} has period π\pi, and ∫0πsin⁡t e−st dt=1+e−πss2+1\int_0^\pi \sin t\, e^{-st}\, dt = \frac{1 + e^{-\pi s}}{s^2 + 1}. So ℒ{∣sin⁡t∣}(s)=1+e−πs(s2+1)(1−e−πs)=coth⁡(πs/2)s2+1.\mathcal{L}\{\abs{\sin t}\}(s) = \frac{1 + e^{-\pi s}}{(s^2 + 1)(1 - e^{-\pi s})} = \frac{\coth(\pi s / 2)}{s^2 + 1}.

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  1. Function concept
  2. Periodic function definition
  3. Laplace transform definition
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Further reading

  1. Web https://en.wikipedia.org/wiki/Laplace_transform
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IllustratesLaplace transform
UsesLaplace transform, Periodic function

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