Integral transforms are considered to be operational methods or operational calculus methods that are developed for the efficient solution of differential and integral equations. In these methods, the operations of differentiation and integration are symbolized by algebraic operators. Oliver Heaviside (1850–1925) was the first person to develop and use the operational methods for the solution of the telegraph equation and the second‐order hyperbolic partial differential equations with constant coefficients in 1892 [1]. However, his operational methods were based mostly on intuition and lacked mathematical rigor. Although subsequently, the operational methods have developed into one of most useful mathematical methods, contemporary mathematicians hardly recognized Heaviside's work on operational methods, due to its lack of mathematical rigor.
Subsequently, many mathematicians have tried to interpret and justify Heaviside's work. For example, Bromwich and Wagner tried to justify Heaviside's work on the basis of contour integration [2,3]. Carson attempted to derive the operational method using an infinite integral of the Laplace type [4]. Van der Pol and other mathematicians tried to derive the operational method by employing complex variable theory [5]. All these attempts proved successful in establishing the mathematical validity of the operational method in the early part of the twentieth century. As such, the modern concept of the operational method has a rigorous mathematical foundation and is based on the functional transformation provided by Laplace and Fourier integrals.
In general, if a function , defined in terms of the independent variable t, is governed by a differential equation with certain initial or boundary conditions, the integral transforms convert into defined by
where s is a parameter, is called the kernel of the transformation, and and are the limits of integration. The transform is said to be finite if and are finite. Equation (7.1) is called the integral transformation of . It converts a differential equation into an algebraic equation in terms of the new, transformed function . The initial or boundary conditions will be accounted for automatically in the process of conversion to an algebraic equation. The resulting algebraic equation can be solved for without much difficulty. Once is known, the original function can be found by using the inverse integral transformation.
If a function f, defined in terms of two independent variables, is governed by a partial differential equation, the integral transformation reduces the number of independent variables by one. Thus, instead of a partial differential equation, we need to solve only an ordinary differential equation, which is much simpler. A major task when using the integral transform method involves carrying out the inverse transformation. The transform and its inverse are called the transform pair. The most commonly used integral transforms are the Fourier and Laplace transforms. The application of both these transforms for the solution of vibration problems is considered in this chapter.
In Section 1.10 we saw that the Fourier series expansion of a function that is periodic with period and contains only a finite number of discontinuities is given by
where the coefficients and are given by
Using the identities
Eq. (7.2) can be expressed as
where . By defining the complex Fourier coefficients and as
Eq. (7.5) can be expressed as
where the Fourier coefficients can be determined using Eqs. (7.3) as
When the period of the periodic function in Eq. (7.9) is extended to infinity, the expansion will be applicable to nonperiodic functions as well. For this, let and . As and the subscript n need not be used since the discrete value of becomes continuous. By using the relations and as , Eq. (7.9) becomes
Equation (7.10), called the Fourier integral, is often expressed in the form of the following Fourier transform pair:
where is called the Fourier transform of and is called the inverse Fourier transform of . In Eq. (7.12), can be considered as the harmonic contribution of the function in the frequency range to . This also denotes the limiting value of as , as indicated by Eq. (7.8). Thus, Eq. (7.12) denotes an infinite sum of harmonic oscillations in which all frequencies from to are represented.
the Fourier transform pair can be defined in a symmetric form as
It is also possible to define the Fourier transform pair as
The Fourier sine transform pair corresponding to an odd function can be defined as
Let the Fourier transform of the jth derivative of the function be denoted as . Then, by using the definition of Eq. (7.11),
Assuming that the derivative of is zero as , Eq. (7.22) reduces to
Again assuming that all derivatives of order are zero as , Eq. (7.23) yields
where is the complex Fourier transform of given by Eq. (7.11).
The Fourier series expansion of a function in the interval is given by [using Eq. (1.32)]
where
Using Eqs. (7.25) and (7.26), the finite cosine Fourier transform pair is defined as
A similar procedure can be used to define the finite sine Fourier transforms. Starting with the Fourier sine series expansion of a function defined in the interval (using Eq. [(7.32)]), we obtain
where
the finite sine Fourier transform pair is defined as
When the independent variable t is defined in the range instead of , the finite cosine transform is defined as
where is yet unspecified. Defining a new variable y as so that , Eq. (7.33) can be rewritten as
where
If or , then
Returning to the original variable t, we define the finite cosine transform pair as
Similarly, the finite sine Fourier transform pair is defined as
Consider a string of length l under tension P and fixed at the two endpoints and . The equation of motion governing the transverse vibration of the string is given by
By redefining the spatial coordinate x in terms of p as
Eq. (7.41) can be rewritten as
We now take finite sine transform of Eq. (7.43). According to Eq. (7.31), we multiply Eq. (7.43) by sin np and integrate with respect to p from 0 to :
where
Since the string is fixed at and , the first term on the right‐hand side of Eq. (7.45) vanishes, so that
Thus, Eq. (7.44) becomes
Defining the finite Fourier sine transform of as (see Eq. [7.31])
Eq. (7.47) can be expressed as an ordinary differential equation as
The solution of Eq. (7.49) is given by
or
where the constants and or and can be determined from the known initial conditions of the string.
Let the initial conditions of the string be given by
In terms of the finite Fourier sine transform defined by Eq. (7.48), Eqs. (7.51) and (7.52) can be expressed as
where
or
or
Equations (7.53), (7.54), and (7.50) lead to
Thus, the solution, Eq. (7.50), becomes
The inverse finite Fourier sine transform of is given by (see Eq. [7.32])
Substituting Eq. (7.61) into (7.62), we obtain
Using Eqs. (7.56) and (7.58), Eq. (7.63) can be expressed in terms of x and t as
Consider a string of length l under tension P, fixed at the two endpoints and , and subjected to a distributed transverse force . The equation of motion of the string is given by (see Eq. [8.7])
or
where
As in Section (7.3), we change the spatial variable x to p as
so that Eq. (7.66) can be written as
By proceeding as in the case of free vibration (Section (7.3)), Eq. (7.69) can be expressed as an ordinary differential equation:
where
Assuming the initial conditions of the string to be zero, the steady‐state solution of Eq. (7.70) can be expressed as
The inverse finite Fourier sine transform of is given by (see Eq. [7.32])
or
Consider a uniform beam of length l simply supported at and . The equation of motion governing the transverse vibration of the beam is given by (see Eq. [3.19])
where
The boundary conditions can be expressed as
We take the finite Fourier sine transform of Eq. (7.76). For this, we multiply Eq. (7.76) by and integrate with respect to x from 0 to l:
Here
In view of the boundary conditions of Eq. (7.79), Eq. (7.81) reduces to
Again, using integration by parts, the integral on the right‐hand side of Eq. (7.82) can be expressed as
in view of the boundary conditions of Eq. (7.78). Thus, Eq. (7.80) can be expressed as
Defining the finite Fourier sine transform of as (see Eq. [7.39])
Eq (7.84) reduces to the ordinary differential equation
The solution of Eq. (7.86) can be expressed as
or
Assuming the initial conditions of the beam as
the finite Fourier sine transforms of Eqs. (7.89) and (7.90) yield
where
Using the initial conditions of Eqs. (7.93) and (7.94), Eq. (7.88) can be expressed as
Finally, the transverse displacement of the beam, , can be determined by using the finite inverse Fourier sine transform of Eq. (7.95) as
which can be rewritten, using Eqs. (7.93) and (7.94), as
The Laplace transform technique is an operational method that can be used conveniently to solve linear ordinary differential equations with constant coefficients. The method can also be used for the solution of linear partial differential equations that govern the response of continuous systems. Its advantage lies in the fact that differentiation of the time function corresponds to multiplication of the transform by a complex variable s. This reduces a differential equation in time t to an algebraic equation in s. Thus, the solution of the differential equation can be obtained by using either a Laplace transform table or the partial fraction expansion method. An added advantage of the Laplace transform method is that during the solution process, the initial conditions of the differential equation are taken care of automatically, so that both the homogeneous (complementary) solution and the particular solution can be obtained simultaneously.
The Laplace transformation of a time‐dependent function, , denoted as , is defined as
where L is an operational symbol denoting that the quantity upon which it operates is to be transformed by the Laplace integral
The inverse or reverse process of finding the function from the Laplace transform , known as the inverse Laplace transform, is donated as
Certain conditions are to be satisfied for the existence of the Laplace transform of the function . One condition is that the absolute value of must be bounded as
for some constants C and . This means that if the values of the constants C and can be found such that
then
Another condition is that the function must be piecewise continuous. This means that in a given interval, the function has a finite number of finite discontinuities and no infinite discontinuity.
Some of the important properties of Laplace transforms are indicated below.
The validity of Eq. (7.104) can be seen from the definition of the Laplace transform. Because of this property, the operator L can be seen to be a linear operator.
where and a may be a real or complex number. To see the validity of Eq. (7.105), we use the definition of the Laplace transform
Equation (7.105) shows that the effect of multiplying by in the real domain is to shift the transform of by an amount a in the s‐domain.
To see the validity of Eq. (7.108), we use the definition of Laplace transform as
Integrating the right‐hand side of Eq. (7.109) by parts, we obtain
The property of Eq. (7.108) can be extended to the nth derivative of to obtain
where
where is called the convolution or the faltung of F and G. Equation (7.113) can be expressed equivalently as
or conversely,
To prove the validity of Eqs. (7.113)–(7.115), consider the definition of the Laplace transform and the convolution operation as
From the region of integration shown in Fig. 7.1, the integral in Eq. (7.116) can be rewritten, by interchanging the order of integration, as
By using the second property, the inner integral can be written as , so that Eq. (7.117) can be expressed as
The converse result can be stated as
In the Laplace transform method, sometimes we need to find the inverse transformation of the function
where and are polynomials in s with the degree of less than that of . Let the polynomial be of order n with roots , so that
First, let us consider the case in which all the n roots are distinct, so that Eq. (7.120) can be expressed as
where are coefficients. The points are called simple poles of .
The poles denote points at which the function becomes infinite. The coefficients in Eq. (7.122) can be found as
where is the derivative of with respect to s. Using the result
the inverse transform of Eq. (7.122) can be found as
Next, let us consider the case in which has a multiple root of order k, so that
In this case, Eq. (7.120) can be expressed as
Note that the coefficients can be determined as
while the coefficients , , can be found as in Eq. (7.125). Since
the inverse of Eq. (7.127) can be expressed as
The inverse Laplace transformation, denoted as , is also defined by the complex integration formula
where is a suitable real constant, in Eq. (7.131), the path of the integration is a line parallel to the imaginary axis that crosses the real axis at Re and extends from to . We assume that is an analytic function of the complex variable s in the right half‐plane Re and all the poles lie to the left of the line . This condition is usually satisfied for all physical problems possessing stability since the poles to the right of the imaginary axis denote instability. The details of evaluation of Eq. (7.131) depend on the nature of the singularities of .
The path of the integration is the straight line , as shown in Fig. 7.2, in the complex s plane, with equation and Re is chosen so that all the singularities of the integrand of Eq. (7.131) lie to the left of the line . The Cauchy‐residue theorem is used to evaluate the contour integral as
where and the integral over tends to zero in most cases. Thus, Eq. (7.131) reduces to the form
Example 7.5 illustrates the procedure of contour integration.
In this case, the equation of motion is
If the string is fixed at and , the boundary conditions are
Let the initial conditions of the string be given by
Applying Laplace transforms to Eq. (7.134), we obtain
where
Taking finite Fourier sine transform of Eq. (7.139), we obtain
where
with
Eq. (7.141) gives
Performing the inverse finite Fourier sine transform of Eq. (7.146) yields
Finally, by taking the inverse Laplace transform of in Eq. (7.147), we obtain
The equation of motion for the transverse vibration of a beam is given by
where
For free vibration, is assumed to be harmonic with frequency :
so that Eq. (7.149) reduces to an ordinary differential equation:
where
By taking Laplace transforms of Eq. (7.152), we obtain
or
where , and denote the deflection and its first, second, and third derivative, respectively, at . By noting that
the inverse Laplace transform of Eq. (7.155) gives
The governing equation is given by
where denotes the time‐varying distributed force. Let the initial deflection and velocity be given by and , respectively. The Laplace transform of Eq. (7.161), with respect to t with s as the subsidiary variable, yields
or
where
Again, by taking the Laplace transform of Eq. (7.163) with respect to x with p as the subsidiary variable, we obtain
or
where , , , and denote the Laplace transforms with respect to t of and respectively, at . Next, we perform the inverse Laplace transform of Eq. (7.166) with respect to x. For this, we use Eqs. (7.156) –(7.159) and express the inverse transform of Eq. (7.166) as
Finally, we perform the inverse Laplace transform of Eq. (7.167) with respect to t to find the desired solution, . The procedure is illustrated in Example 7.7.
Fast Fourier transforms: The fast Fourier transform algorithm and the associated programming considerations in the calculation of sine, cosine, and Laplace transforms were presented by Cooley et al. [13]. The problem of establishing the correspondence between discrete and continuous functions is described.
Beams: Cobble and Fang [14] considered the finite transform solution of the damped cantilever beam equation with distributed load, elastic support, and the wall edge elastically restrained against rotation. The solution is based on the properties of a Hermitian operator and its orthogonal basis vectors.
Membranes: The general solution of the vibrating annular membrane with arbitrary loading, initial conditions, and time‐dependent boundary conditions was given by Sharp [15].
Hankel transform: The solution of the scalar wave equation of an annular membrane, in which the motion is symmetrical about the origin, for arbitrary initial and boundary conditions was given in Ref. [16]. The solution is obtained by using a finite Hankel transform. An example is given to illustrate the procedure and the solution is compared to the one given by the method of separation of variables.
Plates: A method of determining a finite integral transform that will remove the presence of one of the independent variables in a fourth‐order partial differential equation is applied to the equation of motion of classical plate theory for complete and annular circular plates subjected to various boundary conditions by Anderson [17]. The method is expected to be particularly useful for the solution of plate vibration problems with time‐dependent boundary conditions. Forced torsional vibration of thin, elastic, spherical, and hemispherical shells subjected to either a free or a restrained edge was considered by Anderson in Ref. [18].
z‐transform: Application of the z‐transform method to the solution of the wave equation was presented by Tsai et al. [19]. In the conventional method of solution using the Laplace transformation, the conversion, directly from the s domain to the t domain to find the time function, sometimes proves to be very difficult and yields a solution in the form of an infinite series. However, if the s domain solution is first transformed to the z domain and then converted to the time domain, the process of inverse transformation is simplified and a closed‐form solution may be obtained.
using the Fourier transform method.
with and .
where with E and denoting Young's modulus and the mass density of the bar respectively. The bar is fixed at and free at . Find the free vibration response of the bar subject to the initial conditions
using Laplace transforms.
and released with zero velocity, determine the ensuing motion of the string.
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