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Laplace Transform M.M.

Yovanovich

LAPLACE TRANSFORM
The Laplace transform of f x; t is de ned as

L ff x; tg =
and its inverse is de ned as

Z
0

1 ,st e f x; tdt = F x; s

s 0

L,1 fF x; sg =

1 2i

Z c+i1

c,i1

F x; sest ds = f x; t

Summary of Laplace Transforms of Partial Derivatives and Partial Di erential Equations


1 Constant

L f cg =

Z
0

Z 1 1 ,st e c dt = c e,st dt =
0 1 1

c L, s = cL, 1 = c s 2 Spatial Partial Derivatives


 
0 0

c s

s 0

Therefore Similarly,

@u = Z 1 e,st @u dt = d Z 1 e,st udt L @x @x dx by Leibnitz's Rule @u d du L @x = dx L fug dx x; s



2

@ u = Z 1 e,st @ u dt = d L @x @x dx
2 2 0 2

2 2

Z
0

1 ,st e u dt =

d u x; s dx
2 2

3 Temporal Partial Derivatives

The rst partial derivative of u with respect to the temporal time variable t can be transformed by application of the above de nition.
Z 1 L @u = e,st @u dt @t @t
0

Integrating by parts with

u0 = e,st du0 = ,se,stdt


we obtain:

dv0 = du v0 = u
Z

L @u @t

= u0v0 1 , 0

1
0

d u dt e,st
1 ,st e

= ue,st 1 + s 0 = s
  Z
0

u dt

1 ,st e

u dt , ux; 0

L @u = sux; s , ux; 0 @t The second partial derivative of u with respect to time t can be transformed as well.   "  @ u = Z 1 e,st @ u dt = e,st @u 1 + s Z 1 e,st @u dt L @t @t @t @t Therefore,     @ u = sL @u , @u x; 0 L @t @t @t or   @ u = s sux; s , ux; 0 , @u x; 0 L @t @t
2 2 2 0 2 0 0 2 2 2 2

Finally we have,

L @ u = s ux; s , sux; 0 , @u x; 0 @t @t


2 2 2

Application to Di usion Equation r u = 1 @u @t


2

PDE @ u = 1 @u @x @t
2 2

x0 t 0 0

IC

ux; 0 = 0
0

BCs u0; t = u ; constant


ux ! 1; t ! 0

Laplace Transformed Equation, IC and BCs


L @ u , 1 @u @x @t
2 2

= L @ u , 1 L @u @x @t
2 2

=0

d u , s u = 1 ux; 0 dx Since the initial condition requires ux; 0 = 0; therefore, d u, s u=0 s 0 dx


2 2 2 2

Therefore,

2 = d u , 1 su , ux; 0 = 0 dx2

Laplace Transform of Boundary Conditions


and

L fu0; tg = u0; s = L fu g = u s


0

L fux ! 1; tg = ux ! 1; s = L f0g = 0


u=C e
1

Solution in Transform Domain, s ps= x


3

+ C2e,

ps=

Because Thus,

ux; s ! 0 as x ! 1; therefore C = 0 :
1

ux; s = C e, s= x Applying the second boundary condition gives u0; s = C = u : s The solution in the transform domain is
2 2 0

, s= x ux; s = u e s To nd ux; t we must take the inverse Laplace transform of the above solution, i.e., L, fux; sg. Therefore, 9 8 p e, s= x = ux; t = u L, : s ;
0 1 0 1

From Laplace Transform Tables we obtain

e,a s x In this problem we have a = p

L,1

ps 

a = erfc p 2 t

Therefore,

x ux; t = u erfc p  2 t "  x  = u 1 , erf  p 2 t " Z x= p t 2 = u 1,p e, 2 d 


0 0 2 0 0

Summary of Laplace Transform Solution of Di usion Equation, BCs and IC


s-Domain d u , su = 0 dx q 1 e, s= x ux; s = u s
2 2 0

At x = 0, u0; s = u0 s As x ! 1;

t-Domain @ u = 1 @u @x @t  ! x ux; t = u erfc p 2 t


2 2 0

u0; t = u

u1; s = 0

u1; t = 0
0xa

Laplace Transform of Heat Di usion In a Finite Domain


0 x a; t 0 PDE @ u = 1 @u @x @t IC t = 0; 0  x  a; ux; 0 = 0 BCs t 0; u0; t = u ; Constant
2 2

Laplace Transform of PDE, IC and BCs PDE ,! ODE


2 2 2

@u a; t = 0 @x

d u = 1 sux; s , ux; 0 but ux; 0 = 0 dx d Therefore dxu = s u 0xa du a; s = 0 BCs u0; s = u dx s
2 0

Solution in the Transform s-Domain


We may use hyperbolic functions because the physical domain is nite, i.e., 0  x  a. Therefore the transformed solution is
q q

u = C cosh s= x + C sinh s= x The rst derivative of ux; s with respect to the spatial parameter x is: du = C qs= sinh qs= x + C qs= cosh qs= x dx Applying the boundary condition at x = 0 gives: u0; s = u = C s and the boundary condition at x = a gives: du a; s = 0 = C qs= sinh qs= a + C qs= cosh qs= a dx q sinh s= a q From the last equation we have C = ,C cosh s= a Therefore, q 2 3 q q sinh s= a q sinh s= x5 ux; s = C 4cosh s= x , or cosh s= a
1 2 1 2 0 1 1 2 2 1 1

cosh s= a cosh s= x , sinh s= a sinh s= x 5 q ux; s = u0 4 s cosh s= a Thus the solution in the transformed s,domain is
2 q

cosh s= a , x 5 q ux; s = u0 4 s cosh s= a The solution in the physical domain x; t is obtained by the inverse Laplace transform: q 8 9 cosh s= a , x = q ux; t = L,1 fux; sg = u0L,1 : s cosh s= a ; 6

By means of Laplace Transform Tables see Spiegel Page 171 32.153 we have

L,


1

cosh x p s s cosh a s

2t 1 4 X ,1n e,2n , 12 4a2 cos2n , 1  x = 1+  n=1 2n , 1 2a

Therefore the solution of the one-dimensional di usion equation in a nite domain is

 t 1 ux; t = 1 + 4 X ,1n e,2n , 1 4 a cos2n , 1  a , x u  n 2n , 1 2 a


2 2 2 0 =1

Expanding the cosine function in the previous expression leads to the another equivalent form of the solution: 2 1 ux; t = 1 , 4 X 1 e,2n , 1 4 sin2n , 1   u  2n , 1 2
0

n=1

with = t=a2 and  = x=a, the dimensionless time and dimensionless position respectively. Expanding the rst three terms of the summation gives:

 9 u; t = 1 , 4 6e, 4 cos  1 ,  , 1 e, 4 cos 3 1 ,  6 u 4 2 3 2


2 2 0

252 1 e, 4 cos 5 1 ,  , : : :7 7 +5 5 2 Check convergence of solution at  = x = 1. a

u1;  = 1 , 4 e,  2 , 1 e, 4 u  3
0

92 4

4 + 1 e,25  2 , : : : 5

 :1 e 4
,
2 2

= 0:781344

 1 e,9 4 :1 = 0:036179 When = 0:1 we nd that 3  1 e,25 4 :1 = 0:000419 5 For 3 decimal place accuracy we may use 2 terms because the higher order terms become negligible rapidly. More terms are required for short times, i.e., 0:1:
2

Short Time Solution,  0:1

A short time solution can be obtained by setting m = s and y = a , x   cosh my Now, uy; t = u0L,1 s cosh ma coshmy = emy + e,my = e,maemy + e,my  coshma ema + e,ma 1 + e,2ma
h

Examine Therefore, coshmy = coshma =

e,m y,a + e,m y


 

 + 

1 X
n=0

,1n fexp ,mna , y + exp ,mna + y g

i 1 a X ,1k e,2kma k=0

where n = 2k + 1. From Laplace Transform Tables we have


p a L erfc 2pt  = 1 e,a s s
 

Therefore,

L,1

cosh my s cosh ma

1 erfc 2k +p a , y 2 t k  1 + erfc 2k +p a + y 2 t =


1 X
=0

,1k

The short time solution is 1 uy; t = 1 , X,1k u0 k=0

1 erfc 2k +p a , y 2 t "  2k +p a + y 1 + erfc 2 t

"

t Let a2 = and y = 1 , x = 1 ,  ; therefore a a uy=a;  = 1 , erfc 1 , y=a + erfc 1 + y=a p p u 2 2   , y=a + y=a + erfc 3 2p + erfc 3 2p   5 , y=a + erfc 5 + y=a p , erfc 2p 2 At y=a = 0 the short time solution becomes
0

u0;  = 1 , 2 erfc p , erfc p + erfc p , : : : 1 3 5 u 2 2 2 This series converges very quickly for small values of .
0