laplace transform
laplace transform comes from power series.
sigma(0->inf) an x^n = A(x)
this is a discrete but write it as
sigma(0->inf) a(n) x^n = A(x)
suppose a(n) = 1, A(x) = 1/(1-x) for x in (-1,1)
suppose a(n) = 1/n!, A(x) = e^x
continuous analog
$(0->inf) a(t) x^t dt = A(x)
let x^t = e^(t Inx)
let -s = lnx
Then, we can get $(0->inf) f(t) e^-st dt = F(s) which is laplace transform
This may seem a little bit wired as x is mapping to s.
Notice the difference between operator and transform.
Think of the black box analog.
f(t) -> TRANSFORM -> F(s)
f(t) -> OPERATOR -> g(s)
we'll do a lot of improper integral. $(0->inf) f(t) dt = lim(R=0->inf) $(0->R)f(t)dt
Linearity of laplace transform
L(f + g) = L(f) + L(g)
f(t) --------------> F(s) (s>0)
1 | 1/s
e^at f(t) | F(s-a) s > a exponential shift law
e^at | 1/(s-a)
e^a+bi t | 1/(s-a-bi)
cos at = (e^iat + e^-iat)/2 | 1/(s-ia) + 1/(s+ia) /2
sin at = (e^iat - e^-iat)/2 | 1/(s-ia) - 1/(s-ia) /2
Inverse Laplace Transform
convert F(s) back to f(t) that you are looking for
The technique involves partial factor decomposition
1/s(s+3) = 1/3 1/s - 1/(s+3)
= 1/3 ( 1 - e^-3t)
L(t^n) = n!/s^(n+1)
Lesson 20
notice Laplace Transform is an improper integral, which means it doesn't converge all the time.
We can f(t) an exponential type when | f(t) | <= ce^kt
|sinx| is an exponential type for c = 1; k = 0;
| t^n| is an exponential type because t^n / e^kt converges as t goes to INF.
However | 1/x |, | e^(t^2) | isn't an exponential type.
L.T. to solve second order ODE. It must be an IVP problem. yo, y'o
f'(t) = sF(s) - f(0)
f''(t) = L([f'(t)]') = s( F(f'(t) ) - f'(0)
Lesson 21
Convolution
f(t) * g(t) := $(0->t) f(t-u) g(u) du
What' the L.T of f(t) g(t)?
Write out the defination of L(f(t) and L(g(t)). You can easily get the formula.
In the analog of power series, sigma(An x^n), sigma(Bn x^n), Let Cn be the coefficient of the product of these two series.
Application:
Radioactive dumping.
Suppose there's a nuclear plant which keeps dump nuclear wastes to a pile at rate of f(t), then in t1, it will dump t1 * f(t) wastes.
But the waste will decay at the same time at e^-kt.
Then the overall nuclear wastes will be $(0->t) f(u) e^-k(t-u) du
Lesson 22
L.T ODE jumping continuity
FIrst, introduce "unit step" function. u(t):= 0 for t < 0; 1 for t > 0; undef for t = 0;
Uab(t):= Ua(t) - Ub(t) = U(t-a) - U(t-b)
f(t) * Uab(t) = f(t) for a < t < b; 0 elsewhere
Now consider L(U(t)) and L(1). Both of them are equal to 1/s. But what's the inverse L.T of 1/s?
Here comes the uniqueness problem of L.T.
L.T is an improper integral from 0 to INF, therefore, it only cares about the future. That's why many engineers and scientists use L.T to care about the future, not the past.
For the uniqueness of L.T., we define F(s) ---L-1-----> U(t)f(t)
Question: Is there a equation to map L(f(t)) to L(f(t-a))? Sadly, there's no such equation because L.T will ignore a fraction of f(t) where t < 0.
But there's a equation to do similar thing but you have to write it in a particular way.
U(t-a) f(t-a) -----L-------> e^-as F(s) = e^-as L[f(t+a)]
Notice the exponent will tell you the point of discontinuity;
EX: L(Uab(t)) = L(U(t-a) - U(t-b)) = 1/s (e^-as - e^-bs)
L(U(t-1) t^2) = e^-s L[(t+1)^2] .....
L^-1 [ (1+e^-PI s) / ( s^2 + 1) ] = L^-1 [ 1/(s^2+1) + e^-PI s / (s^2 + 1) ] = u(x) sinx + u(t-PI) sin(t - PI)
Make cases:
x in [0, PI] L^-1 = sint
x in [PI, INF] L^-1 = 0;