Honors Assignment Part 3: Advanced Topics and Research

Kaoutar Benazzou

Al Akhawayn University

MTH 2304 01: Differential Equations

Dr. Sedki Samadi

December 15, 2023

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 Introduction

Differential equations are a fundamental and crucial tool in modeling dynamic systems by

expressing relationships between a function and its derivatives. They are important and

necessary for representing change and are applied in various scientific disciplines, such as

physics, engineering, biology, and economics, as seen in the previous papers. Differential

equations can be categorized as ordinary or partial, depending on the number of variables

involved, however, in these papers, we mainly focus on ordinary differential equations (ODEs)

as they are the focus of the course. The solutions obtained from differential equations provide

solid insights into the behavior of dynamic systems over time, making them indispensable in

understanding real world phenomena. This paper, is an addition to the previous ones, tackles the

historical development, mathematical foundations, and practical applications of the Laplace

equation in differential equations. Emphasizing its importance, the paper highlights the

equation's role in modeling different phenomena across physics, engineering, biology, and many

other fields. By examining recent advancements, the paper contributes to understanding the

contemporary relevance and potential future applications of the Laplace equation.

History of Laplace Transform

The Laplace transform is named after mathematician and astronomer

Pierre-Simon, Marquis de Laplace (1749–1827), where he wrote

about the use of generating functions in 1814, and the integral form

of the Laplace transform evolved naturally as a result. Although

Laplace Transform holds the name of Pierre-Simon, he was selfish

enough not to credit Leonhard Euler with the basic formula. Initially

appearing in

his work on probability theory, the transform became widely used

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post-World War II, but its roots trace back to the 19th century and earlier. Leonhard Euler

explored similar integrals for differential equations without much further development. Later,

Joseph Lagrange delved into integrating probability density functions with related forms.

Laplace's attention to these integrals began around 1782, and by 1785 he had started using what

would become the Laplace transform to solve differential equations, recognizing its power. He

used the Mellin transform on difference equations and appreciated the capabilities of the Laplace

transform. In 1809, he also used his transform on non-periodic solutions, where Fourier's method

was limited to periodic ones.

Table 1: Transforms of some basic functions

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 Definition of Laplace Transform

The idea behind is to transform the problem into another problem that is easier to solve. The

Laplace transform is an integral transform that converts a function of a real variable t (usually

time) to a function of a complex variable s (complex frequency). The formal definition of the

Laplace Transform F(s) of a function f(t), where 𝑡 ≥ 0 is given by the integral:

Here, 𝑒−𝑠𝑡is the kernel of the transformation, t is the time domain variable, s is the complex

frequency domain variable, and f(t) is the time domain function to be transformed. The Laplace

transform is used to simplify the solving of differential equations by transforming them into

algebraic equations in the s-domain.

Bilateral Laplace Transform

The Laplace transform can also be presented as a bilateral or two-sided Laplace transform. This

variation extends the integration limits to the entire real axis, making the standard unilateral

Laplace transform a subset of the bilateral version, in which the original function is modified by

the Heaviside step function. The bilateral Laplace transform is mathematically represented as:

Or

In this context, the bilateral transform is denoted by B{F}, as opposed to just F for the unilateral

transform.

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 Inverse Laplace Transform

We can say that given a function F(s), the inverse Laplace transform of F, denoted by 𝑓−1[𝐹],

is that function f whose Laplace transform is F.

Therefore, we can conclude that:

A set of common functions and their inverse Laplace transform:

Table 2: Inverse Laplace transform

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 Why does Laplace transform work?

Laplace transform has proven to be very helpful and useful when it comes to solving differential

equations.

Linear Operations

The Laplace transform is a linear operation, which allows for the superposition of effects, a

principle that many physical systems follow.

Differentiation Becomes Algebraic Multiplication

The transform converts differentiation into multiplication by s in the s-domain, which turns

differential equations into algebraic equations, which are generally easier to manipulate and

solve. Initial Conditions Included

The Laplace transform inherently includes initial conditions in the transformed equation, which

means that solutions to differential equations can be found directly in the transform domain

without the need to apply initial conditions separately.

Convolution Becomes Multiplication

The convolution of two time domain functions becomes simple multiplication in the s-domain.

This is particularly useful in system analysis and signal processing, where the output is often the

convolution of an input signal with a system's impulse response.

Transfer Functions

In systems theory, the Laplace transform is used to create transfer functions that characterize

systems in terms of their poles and zeros, providing insights into system stability and frequency

response without solving the differential equations directly.

Inverse Transformation

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After solving a problem in the s-domain, the inverse Laplace transform can be used to convert

the solution back into the time domain, often with the help of tables and theorems that have been

developed for this purpose.

Handling Discontinuities

The Heaviside step function, which can represent sudden changes or switches in a system, is

easily incorporated into the Laplace framework, making it suitable for modeling systems with

discontinuities.

Complex Frequency Domain Analysis

By converting time domain information into the complex frequency domain, the Laplace

transform facilitates the analysis of systems in terms of their frequency components, which can

be particularly insightful for understanding the behavior of physical systems.

Difference Between Laplace Transform and Fourier Transform

While researching Laplace transform, I saw that it is related a lot to Fourier transform, therefore,

let’s check what is Fourier transform. The Fourier transform converts a time-domain signal into a

frequency domain representation, focusing on the sinusoidal frequency content of the signal. It is

defined as follows:

where ω is the angular frequency and j is the imaginary unit. The Fourier transform is typically

used for analyzing the frequency spectrum of signals and systems that are steady state or periodic

in nature.

Few main differences between the two transforms are summarized in table 3 below:

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 Table 3: Differences between Laplace transform and Fourier transform

Laplace Transform Fourier Transform

The Laplace transform of a function x(t) can The Fourier transform of a function x(t) can be
be represented as a continuous sum of represented by a continuous sum of exponential
complex exponential damped waves of the functions of the form of ejωt.
form est.

The Laplace transform is applied for solving The Fourier transform is also applied for
the differential equations that relate the input solving the differential equations that relate the
and output of a system. input and output of a system.

The Laplace transform can be used to analyze Fourier transform cannot be used to analyze
unstable systems. unstable systems.

Laplace Transform does not require that the Fourier Transform is only defined for functions
function is defined for a set of negative real that are defined for all real numbers.
numbers.

Laplace transform exists for every function On the other hand, it is not always true that
with a Fourier Transform. every function with a Laplace Transform has a
Fourier Transformer.

The Laplace transform is widely used for The Fourier transform is rarely used for solving
solving differential equations since the the differential equations since the Fourier
Laplace transform exists even for the signals transform does not exists for many signals. For
for which the Fourier transform does not example |x(t)| as it is not absolutely integrable.
exist.

The Laplace transform has a convergence The Fourier transform does not have any
factor and hence it is more general. convergence factor.

Applications of Laplace Transform in Solving Real-Life Problems

Electric Circuit Theory

parallel RL,RC or RLC circuits. The equation for charging a capacitor in an RC circuit is 𝑄(𝑡) =

𝑄0 (1 − 𝑒−𝑡/𝑅𝐶). The Laplace transform converts the exponential term into an algebraic equation

which makes it easier to solve for Q(s), such as:

which results in:

Here, Q(s) is the Laplace transform of the charge Q(t), and the term corresponds to the
transformed exponential decay function, with ss representing the complex frequency variable.
This

form is more manageable for further analysis and for finding the solution for Q(t)Q(t) in the time

domain using the inverse Laplace transform.

Figure 2: RC Circuit (image source)

Application in Power Systems Load Frequency control

An example of the Laplace transform application in power system Load Frequency Control (LFC)

could involve the differential equation for the rate of change of frequency as a function of power

imbalance in the system. Suppose the power system has a simple equation relating the change in

frequency Δf to changes in power output ΔP:

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where T is the system time constant and K is a system gain

constant. Applying the Laplace transform to this equation, we get:

This algebraic equation in the Laplace domain F(s)F(s) can then be solved for various input

power changes P(s)P(s), facilitating the design of LFC mechanisms to maintain stable system

frequency. Mass-Spring-Damper System

The differential equation used in a mass-spring-damper system is represented as:

m is the mass, c is the damping coefficient, k is the spring constant, x(t) is the displacement, and

F(t) is the applied force.

The Laplace transform corresponding to these differential equations is:

Figure 3: Mass-spring-damper model (Image source)

One-Dimensional Heat Conduction

The differential equation when having a one-dimensional heat conduction is:

T(x,t) being the temperature distribution, ρ represents the density, c is the specific heat, k is the

thermal conductivity.

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After applying Laplace transform, we obtain the equation below, which makes it simpler to solve:

Flow through a Porous Medium

The differential equation for flow through a porous medium is:

h(x,t) being the water table elevation, and c is the wave speed.

Laplace transform when applied to the equation above becomes:

Pharmacokinetics

Same thing goes for pharmacokinetics when Laplace transform is applied on the differential

equation below:

C(t) is the drug concentration, and k is the elimination rate

constant. We get:

New Research About Laplace Transform and Advances

Recent research has brought new innovative advancements in the field of Laplace Transform,

focusing on both generalized and quantum versions, as well as exploring new applications in

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solving complex mathematical problems. Some of the recent papers about this field are:

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General Triple Integral Transform: "Gamar Transform"

A novel general triple integral transform, named the Gamar Transform, has been introduced.

This transform extends the traditional Laplace Transform into a triple integral form, thereby

refining its capabilities in positive quadrant planes. It has been effectively applied to solve a

range of linear partial differential equations, showcasing its potential in mathematical and

engineering applications. The Gamar Transform is also suggested for future research in solving

integral differential equations, fractional evolution equations, and fractional differential

equations, as well as in combination with numerical methods for addressing nonlinear PDEs and

PDEs with variable coefficients.

General Quantum Laplace Transform

Another significant development is the formulation of a general quantum Laplace Transform.

This advanced version incorporates β-exponential, β-trigonometric, and β-hyperbolic functions,

broadening the scope of traditional Laplace Transform applications. It defines unique solutions

for β-initial value problems, with theorems and definitions elaborating on its properties and

potential uses. This quantum version of the Laplace Transform could have wide-ranging

implications in complex mathematical theories and physical sciences.

These advancements open up new opportunities for solving intricate mathematical problems and

can significantly impact various scientific and engineering fields.

Conclusion

Laplace transform has helped with simplifying many advanced and complicated

differential equations. It has been applied in various fields for different equations. Today,

scientists and researchers try to apply it for recent topics as well.

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