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Laplace and Fourier transmations

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

IVP AP Solve I.T

1 2 3

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

provided that the improper integral exists.

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

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

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

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

for t>T.

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

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 The temperature distribution in a semi-infinite, thin , insulated rod is governed by the
one-dimensional heat equation

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

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

or

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The solution of this differential equation is

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

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

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

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

Where

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

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

Some functions are ill-suited for Taylor series expansion (polynomial

expansion). Here Fourier series (sin(x) & cos(x) expansion ) comes to rescue.

Example :

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

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 IN TIME IN SPACE

 When a phenomenon is  Distribution of a physical

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

 Simple Harmonic Motion.  Distribution of Heat on a

circular ring.(no time
involved)

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

converges.

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

F[f(t)] =

Assume now that converges. Then, we define inverse Fourier transformation of F(w) as

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f(x) F(w)

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 PDE:

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

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

Or
(*)

In deriving this, BCs are already used.

The Fourier transform of IC gives,

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

When t=0, we have the relation,

Implying

Therefore,
(**)

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

Inverting this relation, we obtain

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