Engineering Analysis Third Class

Engineering Analysis

References 1- Advanced Engineering Mathematics by C. RAY WYLIE

2- Advanced Engineering Mathematics by ERIN KREYSZIG

The General Linear Second – Order Differential Equation

The general linear ordinary differential equation of the second order can be written in the standard form

Where and y = dependent variable, and x = independent variable

The are coefficient. Equation (1) is said to be nonhomogeneous. If is identically

zero, we have the so-called homogeneous equation.

(homogeneous)

The Homogeneous Linear Second – Order Differential Equation with Constant Coefficients

When are constants the general linear second order differential equation can be written
in the standard form

Let the solution of equation (2) be in the form

where m is a constant to be determined.

Substituting and in to equation (2)

Since then (characteristic or auxiliary equation)

The roots of characteristic equation can be obtained by

Now, if then Real and equal Complete solution of the equation (2) is

if then Real and unequal Complete solution of the equation (2) is

And if

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Engineering Analysis Third Class

then are complex conjugate

Example Find complete solution of the equation

Solution

let then from given equation

then the characteristic equation becomes to

And its roots are

Since Real and unequal, a complete solution is

Example Find complete solution of the equation

Solution

let then from given equation

the characteristic equation in this case is

And its roots are

Since are complex conjugate it clear that

Then, a complete solution of equation is

Operator Notation

By definition

Then by repetition of the process of differentiation

( )

Similarly ( )

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Engineering Analysis Third Class

The operator can be handled in many respects as though it were a simple algebraic quantity.

Particular Solution

In particular solutions, the two arbitrary constants in the complete solution must usually be determined to fit
given initial (or boundary) conditions on and .

Example Find the solution of the equation for which and when x = 0

Solution

Using operator notation, the given

Replace D by m the characteristic equation of given equation becomes to and its

roots are ; hence the complete solution is

Now to find the particular solution, differentiate with respect to x

The substituting the given conditions into the equations for and , respectively, we have

and

Hence, , and

Then the required solution is

H.WS

1- Find a complete solution of each of the following equations:

a- Answer
⁄ ⁄
b- Answer

c- Answer

2- Find a particular solution of each of the following equations which satisfies the given conditions:

a- , when
Answer
b- , , when , , when
Answer

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Engineering Analysis Third Class

The Nonhomogeneous Second – Order Differential Equation with Constant Coefficients

Consider the following nonhomogeneous Equation

Dividing both sides of equation (1) by the equation reduced to

The solution of nonhomogeneous equation (2) is

Where is a general solution of the homogeneous ODE (2) and

is a particular solution of (2)

There are two methods to find particular solution .

1- Undetermined Coefficients
2- Variation of Parameter

Particular Solutions by the Method of Variation of Parameter

Let , be two homogeneous solutions of equation (2) and be a particular solution of (2)

The fundamental idea behind the process is this. Instead of using two arbitrary constants and to combined
two independent solutions of the homogeneous equation (2)

as we do in constructing the homogeneous solutions, we attempt to find two functions of x, say , and ,
such that

By differentiation,

For simplicity, let

and

substituting , , and into equation we obtain

+ )+

or [⏟ ] [⏟ ]

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Engineering Analysis Third Class

Equations (3) and (4) can be written in matrix form

* +[ ] [ ]

Then by grammar rule

and

Since ∫ and ∫

∫ ∫ where = Wronskian

or ∫ ∫

Example Find a complete solution of the equation

Solution By inspection

then ,

∫ ∫ ∫

| |

Finally | |

H.WS

Find a complete solution of each of the following equations:

a- Answer

b- Answer ( )

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Engineering Analysis Third Class

Constant Coefficient Homogeneous Equation of Higher Order

Consider the following homogeneous, liner, constant – coefficient equation of higher order

where n is order of derivative and

the substitution leads to the characteristic equation

(n- roots equation)

Example Find a complete solution of the equation

Solution

In this case the characteristic equation is

One roots of this equation is

then to find the other two roots multiply the characteristic equation by the equation becomes to

the roots of characteristic equation are

the complete solution is

Example Find a complete solution of the equation

Solution

To find the characteristic equation

by inspection one roots of this equation is , then to find the other two roots multiply the characteristic

equation by the equation becomes to

the roots of characteristic equation are ,

so the total homogeneous solution is +

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Engineering Analysis Third Class

Example For what nonzero values of λ, if any, does the equation have solutions which satisfy
the four conditions and are not identically zero? What are these
solutions if they exist ?
Solution
The characteristic equation in this case is to find the roots of this equation let
then then

Hence, a complete solution is

or

differentiation this twice gives us

From the first two conditions, we obtain the relations

since

From the two last conditions, we obtain the relations

Dividing both sides by and adding these equations, we find

which implies that , now if the solution would be identically zero, thus we
must have or

then by substitution this value of ⁄

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Engineering Analysis Third Class

Variable Coefficients Differential Equation

Euler – Cauchy
Power series
Frobenius method

where n is a positive integer Hermit’ Equation

where n is a positive integer Laguerres’ Equation

Legendre’s Equation

Bessel’s Equation

The Euler – Cauchy Differential Equation

There are one type of linear equation with variable coefficients, by simple change of independent
variable it can always be transformed into linear equation with constant coefficients.
The equation
is called Euler – Cauchy equation

Note that The coefficients of each derivative is proportional to the corresponding power of the independent
variable.

Then by changing the independent variable from x to z by means of the substitution

or so 

Note that z = f(x) and y = f(z)

dy dy dz 1 dy
Then y   . = .
dx dz dx x dz
d2y 1 dy 1 d 2 y dz 1 dy 1 d 2 y
y   2 =  2    
dx x dz x dz 2 dx x 2 dz x 2 dz 2

Example:-Solve x 2 y  4 xy  6 y  0

Solution

from equations (a) and (b), the given D.E can be transformed
1 dy 1 d 2 y 1 dy
(  ) . . /
x 2 dz x 2 dz 2 x dz

d2y dy
2
 5  6y  0 (constant - coefficient)
dz dz

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Engineering Analysis Third Class

the characteristic equation

the roots of characteristic equation are ,

then the general solution is y(z) = c1e2z + c2e3z

finally transform from z- domain to x –domain by substituting
y(x) = c1 e 2(ln x ) + c2 e 3(ln x )  y(x) = c1 x2 + c2 x3

H.W
Solve
1- x 2 y  3xy  4y  0 Answer
2- x 2 y   xy   y  x 5 Answer +
3- 2 x 2 y   5xy   y  3x  2 Answer
√

Euler- Cauchy Equation of Higher Order

Example Solve the nonhomogeneous Euler- Cauchy equation

Solution

From equations (a) and (b), the given D.E can be transformed the homogeneous part to
where

then the characteristic equation is

the roots of characteristic equation are , ,

then

then the complete solution is

now to find the particular solution we use the method of variation of parameter where

∑ ∫ where n = order of differential equation

For n = 3 ∫ ∫ ∫

where

| |

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Engineering Analysis Third Class

| |

| |

| |

Recall that (by comparison the given differential equation by standard form)
⁄ ⁄ ⁄ ⁄ ⁄
∫ ∫ ∫

Now ∫ , let ,
,
∫ ∫

∫ let ,
,
∫ ∫

∫ ∫ , ,
,
∫ ∫( )
or ∫ ∫

( ) ( )

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Engineering Analysis Third Class

Power Series
A power series is a series of the form


a
m 0
m x m  ao  a1 x  a 2 x 2  a3 x 3  

in this article we shall show how a power series can rise when we seek to approximate a function
by a sequence of polynomials

the values of these approximating polynomials converges to as and these polynomials

to Taylor Series
then the Taylor Series for at is

Now when the series is called Maclaurin Series

Example Find the Taylor series for the function at x = 0.

Solution since
, , , ,
so that when

, , ,

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Engineering Analysis Third Class

Example Find the Taylor series for the function at .

Solution since

When , the cosines are 1 and the sines are 0, so that

The Taylor series of is

H.W Prove that Maclaurin series of is ∑

Binomial Series
The binomial series is the Maclaurin series of for the function

When we substitute the values of these at in the base Maclaurin series the result is

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Engineering Analysis Third Class

Power Series Method of Solving Differential Equation

Power series is an infinite series of the form


a
m 0
m x m  ao  a1 x  a 2 x 2  a3 x 3  

Where ao , a1 , a2 , a3 ,are constant called coefficients

Familiar examples of power series are the Maclurian series


1
  x m  1  x  x 2  x3   (Geometric series x )
1  x m 0
∑
∑

∑
To solve the differential equation we assume a solution in the form of a power series with unknown
coefficients,
∑
And inserting this series and the series obtained by termwise differentiation
∑
∑

Example Solve the following ordinary differential equation by power series

Solution by inserting (1) and (2) into the given equation

Multiplying 2x inside the bracket we obtain

For this equation to hold the two coefficients of every power of x on both sides must be equal, that is
, , , , , ,

and , , ,
( ) where is arbitrary
Shifting Index Method
By substituting equation (1) and (2) into the given equation
∑ ∑ ∑
Let in the left then the summation, which started with , now starts with . On the right
we simply make a change of notation .
∑ ∑
Hence,
, or

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Engineering Analysis Third Class

Then, for we have , ,

Example Solve the following ordinary differential equation by power series
Solution by inserting (1) and (3) into the given equation
∑ ∑
To obtain the same general power on both sides, we set in the first series and in the
second, this gives
∑ ∑
Each power must have the same coefficient on both sides. Hence
,

,
,
Where and remains arbitrary. With these coefficients the series (1) becomes
( ) ( )

H.W
Solve by power series
1- Answer
2- Answer
Gamma Function

The Gamma function Γ(α) is defined by the integral

Γ(α) = ∫

Integrating by part let

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Engineering Analysis Third Class

∫ ∫ + ∫

But + then ∫ =

PROOF

Since using L’opital rule = = =

=0 for
now integrating by part twice and more

Where k = times of integration -1

Note that when

when , Γ(1) = ∫ ] +

Now from let

let

let

let

let

So the Gamma function may be regarded as generalization of the factorial function.

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Engineering Analysis Third Class

⁄
Example:- Evaluate ∫

⁄
Solution since then ∫ ∫

⁄
Example:- Evaluate ∫

⁄
Solution since then ∫ ∫

then ∫ to find we use equation ( )

let then

so

Example:- What is

Solution From general form of equation ( ) which is

let and then

Example:- Prove that ( ) √

Solution from the definition of Gamma function Γ(α) = ∫

if then ∫ ∫

let then equation (1) becomes to

∫ ∫

and let then ∫

now multiplying equations (a) and (b)

* + ∫ ∫ ∫ ∫

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Engineering Analysis Third Class

Using polar coordinates , where and

⁄
* + ∫ ∫ ∫ ]

( ) √

Example:- Evaluate ∫ √

⁄
Solution let

then ∫ √ ∫ √ ⁄
∫

√
∫ √ ∫ ( )

Euler Beta Function

The Beta function is defined by the integral

∫ ,

The Euler Beta function can be represented in terms of Gamma function as:-

Prove that

Since ∫ let

then ∫ ∫

similarly ∫ let

then ∫ ∫

multiplying
𝑛
∫ ∫

By transformation this integral to the polar coordinates where

𝜙

,
r
𝑛

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Engineering Analysis Third Class

⁄
∫ ∫

since ϕ
𝑚
⁄ 𝑚 r ϕ
∫ ∫
⁄
Or ∫ ∫
⁄
Now, ∫

let when , , and when ,

⁄
Since

⁄ ⁄

Substitution these values into integral (a)

⁄
∫ ∫ ⁄ ⁄

⁄
∫ ∫

Let

so ∫ ∫
√

Or

Example:- Evaluate ∫

Solution

but

so

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Engineering Analysis Third Class

Example:- Evaluate ∫

Solution ∫ ∫

Let where when and when

Then the given integral becomes to

∫ ∫

∫ ∫

∫ ∫

⁄
Example:- Evaluate ∫

Solution let √
√𝑡
then from the figure √
𝑥
⁄
from equation (1)
√ 𝑡

√ √ √

Also from equation when , , and when ,

⁄ ( ) ( )
Then ∫ ∫ √
√

Or ∫

⁄
∫

H.WS

1- Evaluate each of the following

(a) - ∫ (b) - ∫ √ (c) - ∫

√

2- Evaluate each of the following

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Engineering Analysis Third Class

⁄ √
(a) ∫ √ Answer
⁄
(b) ∫ √ Answer ( )
(c) ∫ let Answer ( ) √
√ ⁄

(d) ∫ ( ) Answer
√
(e) ∫ let Answer
√

⁄
3-By setting and in the result of ∫ , show that

⁄ √ [ ⁄ ]
∫ [ ⁄ ]
,

⁄
What is ∫

Sine Integral Si(x)

The sine integral is defined by the following integral

From the figure we see that the sine integral is odd function and when

Recall that ∫ ∫ ∫

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Engineering Analysis Third Class

Where ∫ = Complementary Sine Integral

Sine Integral Table
u Si(u) u Si(u)
0.0 0.000 2.0 1.6054
0.2 0.1996 2.2 1.6876
0.4 0.3965 2.4 1.7525
0.6 0.5881 2.6 1.8004
0.8 0.7721 2.8 1.8321
1.0 0.9461 3.0 1.8487
1.2 1.1080 3.2 1.8514
1.4 1.2562 3.4 1.8419
1.6 1.3892 3.6 1.8219
1.8 1.5058 3.8 1.7934
2.0 1.6054 4.0 1.7582

Orthogonal Properties of Sine and Cosine :

Definition 1:- If a sequence of real functions
 n (x) n  1,2,3,
which are defined over some interval (a,b), finite or infinite, has the property that
b
  0, mn
  m (x) n (x)dx 
  0, mn
a
Then the functions are said to form an orthogonal set on that interval.

Definition 2:- If the functions of an orthogonal set  n ( x ) have the property that
b

  n (x)dx = 1
2

a
For all values of n then the functions are said to be orthonormal on that interval (a,b).
Notes :
1- It is no specialization to assume that an orthogonal set of functions is also orthonormal.
2- Any set of orthogonal functions can easily be converted into an orthonormal set. In fact, if the function of
b
1 ( x )  2 (x)
the set  n ( x ) are orthogonal and if kn is the value of   n (x)dx , then the function
2
, ,
a k1 k2
3 (x)
, ······ (kn must be positive) are orthonormal.
k3

Definition 3:- If a sequence of real functions

 n (x) n  1,2,3,
has the property that over some interval (a,b), finite or infinite

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Engineering Analysis Third Class

b
  0, mn
 p(x) m (x) n (x)dx 
  0, mn
a
Then the functions are said to be orthogonal with respect to the weight function p(x) on that interval.
Now, 1- any set of functions orthogonal with respect to a weight function p(x) can be converted into a set of
functions orthogonal in the first sense (Definition 1) simply by multiplying each member of the set by p( x ) .
p(x)>0
2- with respect to any set of functions  n ( x ) orthogonal over an interval (a,b), an arbitrary function f(x) has
a formal expansion analogous to a Fourier expansion,
f(x) = C11 (x)  C 2  2 (x)  C33 (x)    C n  n (x)   ()
then multiplying both sides of equation (1) by  n ( x ) and integrating formally between the appropriate limits
a and b, we have
b b b b

 f (x) n (x)dx  a   n (x)1 (x)dx + a   n (x) 2 (x)dx + a   n (x)3 (x)dx +

1 2 3
a a a a
b b


+  n ( x ) n ( x )dx an +an+1   n (x) n 1 (x)dx + ······
a a
b

  n (x)dx
2
From the property of orthogonality, all integrals on the right are zero except
a
b

 f (x ) n (x )dx
a
an = b

  n (x )dx
2

Example:-
Show that the given set is orthogonal on the given interval I and determine the corresponding orthonormal set
 1 , cosx , cos2x , cos3x , ······ , cosnx , ·····  , 0≤ x ≤ 2π

Solution
b
Let  n (x)  cos nx  m (x)  cos mx , in the   n (x) m (x)dx
a
2 2
1
 cos mx. cos nxdx =  2 [cos(n  m)x  cos(n  m)x]dx
0 0
2
1  sin(n  m) x sin(n  m) x 
=   ·········(1)
2 nm n  m  0
Since n and m are integer  eq. (1) = 0 for n  m
Now, for n = m
the first term in eq. (1) = 0 , but for second term we take limit as n  m as follow

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Engineering Analysis Third Class

lim sin(n  m) x  2  lim sin(n  m).2

=
n  m n  m  0 nm nm
lim 2. cos(n  m).2
Taking limit using L'opitals rule  2
nm 1
2
1
 cos nx.dx  .2 = π
2

0
2
Now we need checking the orthogonality condition for 1 with cosnx for n  1,2,3,

2 2
sin nx 
1. cos nxdx = n  0  0 , n  1,2,3,
0
For n = 0, cos0 = 1
2

1 .dx  2
2

0
 the given set is orthogonal on the interval 0≤ x ≤ 2π
Then the corresponding orthonormal set is
1 cos x cos 2 x cos 3x
, , , , ········
2   

Definition 4 :- A real function f(x) is said to be Null function on the interval (a,b) if
b

f ( x )dx  0
2

Example:-
Show that the set  sinnx  are orthogonal at the interval (  ,  ) and then show that the function g(x) = x2
cannot be represented on this interval by a series of the form
C1 sin x  C 2 sin 2x  C3 sin 3x    C n sin nx  

Solution
b
Let  n (x)  sin nx  m (x)  sin mx , in the   n (x) m (x)dx
a
 
1
 sin mx.sin nxdx =  2 [ cos(n  m)x  cos(n  m)x]dx
 

1  sin(n  m) x sin(n  m) x 
=   ·········(1)
2 nm n  m  
Since n and m are integer  eq. (1) = 0 for n  m
Now, for n = m
the first term in eq. (1) = 0 , but for second term we take limit as n  m as follow

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Engineering Analysis Third Class

lim sin(n  m) x   lim sin(n  m).2

= =π
n  m n  m   n  m nm
 the given set is orthogonal on the interval   ≤ x ≤ π

Then, let us find Cn

b  

 f (x ) n (x )dx x x
2 2
sin nxdx sin nxdx D I
a   x2
Cn = = = + sinnx
b 

  2n ( x )dx  sin
2
nxdx 2x cos nx
a 

- n
Using integrating by part
2 sin nx
Note that cos (nπ) = cos (-nπ) 
2 + n2
3
[cos n  cos(n)] cos nx
Cn = n 0 0
 n3

Partial Fraction Expansion

In many cases the solutions are usually appears as a quotient of polynomials
⁄
Where Q(x) and P(x) are polynomials of x. It is assumed that the order of P (x) is greater than Q(x). The
polynomial P(x) may be written as

given for the cases of simple pole, multiple – order poles, and complex conjugate poles of G(x)

1- G(x) has simple poles

If all the poles of G(x) are simple and real, equation (1) can be written as

where . Applying partial fraction expansion equation (2) becomes to

The coefficients is determined by multiplying both sides of equation (2) by the factor
and then letting equal to or
* |

Example:- Expand the following by Partial Fraction

Solution

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Engineering Analysis Third Class

then the Partial Fraction form of is

to find multiply both sides by then let

2- G(x) has multiple – order poles

If of the poles of are identical, or we say that the pole at is of multiplicity , is
written as
,

Then

⏟ ⏟

Where
* |

* |

* |

* |

Example:- Expand the following function by Partial Fraction

Solution

then

[ |
[ | * | * |

[ | * |

Substituting these values

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Engineering Analysis Third Class

3- G(x) has simple complex – conjugate poles

Suppose that has simple complex conjugate poles with as real part and as imaginary part then

The expansion by partial fraction gives

where |
and |
Example:- Expand the following function by Partial Fraction

Solution

where |

|
Laplace Transform (Simon Laplace 1749 – 1827 was a great French mathematician)
Is the transformation the independent variable to s domain, if the independent variable is t then

Definition:- Laplace transform L.T of is

∫
where s is complex variable or , √
Example:- what is the L.T of

Solution From the definition L.T of ∫

∫ |

Example:- What is the L.T of

Solution L.T of ∫ Let u=t du = dt

so ∫ ⏟ | ∫ |

Example:- Find the L.T of

Solution L.T of ∫ ∫ |

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Engineering Analysis Third Class

where
The General Method
The utility of the Laplace transform is based primarily upon the following three theorems
Theorem 1:-
L.T of [ ]
Prove
L.T of [ ] ∫ [ ]

∫ ∫ ∫ ∫

Example:- Find the L.T of

Solution Since [ ]

L.T of ∫ ∫

* + * +

L.T of
H.W Prove that L.T of
Example:- Find the L.T of

Solution From Euler formula

then replace by
and replace by
adding equations (1) and (2) ( )

now, L.T of ∫ ∫ ∫

| |

If then L.T of ( )

( )

H.W Prove that L.T of

Example:- Find the L.T of ,

Solution L.T of ∫ , let

L.T of ∫ ( ) ∫ ∫

Then L.T of

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Engineering Analysis Third Class

Now, if n is positive integer L.T of

Example:- If what is ?
Solution

Where | |

( )

[ ]

Theorem 2:-
L.T of { } L.T of , -
Example:- What is L.T of { }

Solution Since [ ] let

Then [ ] so L.T of { } L.T of [ ]
From Theorem 2 L.T of [ ] { }
Applying Theorem 2 again L.T of { } [ ]
L.T of { }
H.W Prove that L.T of { }
Example:- Find the particular solution of the differential equation for
which ,
Solution From theorem 2 L.T of { }
L.T of { }
Taking L.T of both side of equation
[ ] [ ] [ ]
Substitute and [ ]

[ ] [ ]

Where , ,

Theorem 3:-
L.T of ,∫ - ∫ ,

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Engineering Analysis Third Class

Example:- Show that L.T of *∫ ∫ + ∫ ∫ ∫

Solution
Let ∫
then L.T of *∫ ∫ + L.T of ∫ ∫

* ∫ + ∫ ∫ * ∫ + ∫ ∫

L.T of *∫ ∫ + ∫ ∫ ∫

Unit Step Function u(t)

The unit step function can be defined as
,
1

Example:- Solve for from the simultaneous equations

∫

where
Solution
Taking L.T of each equation term by term
Equation 1
[ ] Note :- since a = 0 , then ∫

Equation 2

Equations (3) and (4) can be written as a matrix form

[ ][ ] * +

Applying the Grammar rule’s

| |

| |

Where , ,

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Engineering Analysis Third Class

Example:- What is L.T of

Solution1

L.T of
Solution2

since L.T of { }
L.T of { } [ ]
[ ] [ ] ]
H.W What is L.T of the following
1- 2- 3-
Theorem :- If a Laplace Transform contains the factor s, the inverse of that transform can be found by
suppressing the factor s, determining the inverse of the remaining portion of the transform, and finally
differentiating that inverse with respect to t.
{ }

Example:- What is * +

Solution suppressing the factor s

, - , -

Theorem :- If a Laplace Transform contains the factor , the inverse of that transform can be found by
suppressing the factor ,, determining the inverse of the remaining portion of the transform, and finally
integrating that inverse with respect to t from .
∫ { }

Example:- What is * +

Solution * + * +

∫ { } ∫

∫ ]

First Shifting Theorem:- This theorem says that the Transform of times a function of t is equal to the
transform of the function itself , with replaced by

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Engineering Analysis Third Class

{ } { }|
By means of this theorem we can easily establish the following important formulas:-
Formula 1 :- { }

Formula 2 :- { }

Formula 3 :- { } {

Corollary [ ] { } [ ] { }
This theorem says that, if we replace by or by in the transform of a function, then the
inverse of the modified transform must be multiplied by to obtain the inverse of the original
transform .
Example:- If L.T of is what is
Solution

Example:- What is the solution of the differential equation for which

,
Solution Taking L.T of both sides of differential equation
[ ]
but equation (1) becomes to

[ ]

then

, -

and , -
Method 1

then , -
Method 2
Suppressing s from then ,

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Engineering Analysis Third Class

then , - , { }

Theorem :- Initial value theorem

Using this theorem we can find the initial value of a of a function without finding the complete solution
[ ]
Prove
{ } ∫
Taking limit as of both sides of above equation
∫ [ ]
as [ ]
since is constant [ ]
Example:- If what is
Solution

[ ]

The student can check this result by taking [ ] then taking

Theorem :- Final value theorem
[ ]
Prove
{ } ∫
Taking limit as of both sides of above equation
∫ [ ]
as | [ ]
[ ]
[ ]
Example:- If what is
Solution
[ ]

Check since [ ]

Differentiation and Integration Theorems of Transform

1-Differentiation Theorem
If is piecewise regular on [ ] and of exponential order and if L.T of then:-

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Engineering Analysis Third Class

L.T of { }
Prove By definition we have
{ } ∫
Differentiating both sides with respect to s
∫

∫ ∫ [ ]
Or ∫ { }
{ }
Corollary By taking inverses of above theorem and solve for we obtain
{ } [ ] { }
[ ] { }

Example:- Find is L.T of { }

Solution
{ }

{ }
HW:- Find is L.T of { }

Example:- Find is L.T of { }

Solution

But from previous example { }

Then

L.T of { }

Example:- Find is L.T of { }

Solution
Let [first shifting theorem]

L.T of { }
Example:- What is y(t) if [ ]
Solution

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Engineering Analysis Third Class

From the corollary [ ] { }

Let or

[ ] * +

HW:- What is y(t) if

Example:- prove that L.T of { }

Solution
Since { } { } now let
then from theorem L.T of { } but L.T of { }
so L.T of { } [ ]

HW: Check L.T of { }

Example
Solve the following variable coefficient differential equation
where
Solution
The given differential equation can be written as

Since L.T of { }
L.T of { } L.T of , -
L.T of { }
then L.T of { } [ ]
and L.T of { } [ ]
now, taking L.T of both sides of equation (1)
[ ] [ ] [ ]
after rearranging we obtain

or
this equation is linear first order differential equation which can be solved by Integrating Factor
Integrating Factor

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Engineering Analysis Third Class

The solution of differential equation of the form

has solution of the form
∫
Where ∫ Integrating Factor
Now comparing with equation (2)
and

So ∫

The inverse L.T is

2-Integration Theorem
If is piecewise regular on [ ] and of exponential order and if L.T of , and if
⁄ has a limit as t approaches zero from the right then:-
L.T of , - ∫
This theorem means that integration of the transform of a function corresponds to the division of by

Prove
From the definition of L.T of { } ∫
integration both sides of this ∫ ∫ [∫ ]

by reversing the order of integration ∫ ∫ ∫ ∫ * +

∫ ∫ L.T of , -
Corollary
By taking inverse of a integration theorem
∫ ∫
This Corollary is useful in finding inverse when the integral of a transform is simpler to work with than the
transform itself.
Example:- What is L.T of , -
Solution
Let

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Engineering Analysis Third Class

applying the integration theorem ∫ ∫ Recall the assumptions:-

let 1- Let
2- Let
so ∫ ∫ 3- Let

∫ | |

L.T of , -

Example:- Find of
Solution
From the corollary

∫ ∫ ∫ |

then
Multiplying the Function by Unit Step Function
Example:- What is the equation of the function whose graph is
f(t)

a t
b
Solution
This function can be regarded as the sum of two translated (shifted) unit step functions as

𝑢 𝑡 𝑎 𝑢 𝑡 𝑏)
1 1
b 𝑡
a 𝑡 𝑡
a b
-1

More generally, the expression represents the function obtained by translating

units to the right and cutting it off, i.e, making vanish identically to the left.

HW: What is the equation of the function whose graph is

36
𝑡
Engineering Analysis Third Class

Second Shifting Theorem

L.T of { } L.T of { }
Prove By definition we have
{ } ∫ { }
because vanishes the identically to the left of then the integration will starts from
or ∫ { } ∫ { }
now by transformation of the domain of integration by letting
note that , and when ,
∫ { } ∫ { }
∫ { } L.T of { }

Corollary 1:-
L.T of { } L.T of { }
Corollary 2:-
if of { } , then of { }
This corollary states that suppressing the factor in transform requires that the inverse of what remains be
translated units to the right and cut off to the left of the point
Example:- What is the transform of the function whose graph is shown in Figure

f(t)

𝑓 𝑡 𝑡 𝑡

t
Solution 1 2

where
using Corollary 1, observing that [ ] ( )
and [ ] ( )
the required transform is
L.T of { } L.T of { } ( ) ( )

Example:- Find the solution of equations ∫ for which if

is the function whose graph is shown in Figure
𝑓 𝑡

2 37
Engineering Analysis Third Class

Solution
In this case then the differential equation can be written as
∫
now taking L.T of both sides we have
[ ] Note :- since a = 0 , then ∫

or

the first term in can be written as and

then so
and by suppressing the exponential factor in the second term
and

then ( )

and ( )

( ) ( )
Dirac’s Delta Function
Consider the function
⁄
,
r
This function represents a force of magnitude ⁄ acting from to , where is positive
and small. The integral of a function acting over a time interval is called the impulse of the
function.

Area = 1
⁄𝑘

𝑡
𝑎 𝑎 𝑘
Now, the impulse of is
∫ ∫
By taking the limit of as

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Engineering Analysis Third Class

is called Dirac delta function

Note :- From equations (1) and (2) by taking limit as we obtain

, and ∫
r
Sifting property of
∫

To obtain the L.T of , we write

[ ]

and take L.T L.T of { } [ ]

now, taking the limit as (using l’Hopital’s rule)

Then L.T of

Example:-
Find the response of the following differential equation , where
initial conditions are zero.
Solution
Taking L.T of both sides of differential equation
( )

( )
By corollary 2 the is

The Transform of Periodic Functions

Theorem:- If is a piecewise regular function of exponential order which is periodic with period , then
∫
L.T of { }
Example:- Find the transform of the rectangular wave shown in Figure
𝑓 𝑡

b 2b 3b t
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Engineering Analysis Third Class

Solution
The period of the given function is , hence

∫
L.T of { } (∫ ∫ )

. | | / ( )
( )
⁄ ⁄ ⁄
( ) ( )
or ⁄ ⁄ ⁄

so L.T of { }

Example:- Find the transform of the saw tooth wave shown in Figure

𝑓 𝑡

°
t
b 2b 3b
Solution
The period of the given function is , hence

∫
L.T of { } (∫ )
D I

* +

* + [ ] 1

Convolution. Integral Equations

If L.T of { } and L.T of { } then

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Engineering Analysis Third Class

L.T of { }
Or the transform of a product is generally different from the product of the transforms of the factors. To see
this consider and . Then , L.T of { }
but L.T of { } and L.T of { } so
L.T of { }
Then, what is The answer is
is the transform of the convolution of and , denoted by the standard notation
which defined by the following integral
∫

Example:-
If ⁄[ ]. Find .
Solution
⁄ has the inverse , and ⁄ has the inverse
Now and
Then ∫
Properties of Convolution

Unusual Properties of Convolution

Let then ∫

Example:- Find the solution of the differential equation for which

, .
Solution
Taking L.T of both sides of equation
[ ]

[ ]

[ ]

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Engineering Analysis Third Class

now, to find the by convolution , where L.T of , - , -

then ∫

but [ ]

[ ] [ ]

[ ]

so ∫ [ ] { | | }

, [ ] -

Example:- What is y(t) if

Solution

so can be written as [ ]

of { }
[ ]

Method I
[ ]
[ ]

then from integration theorem , - ∫

let [ ] , ∫ ∫ [ ] |

∫
then
Method II (by convolution theorem)
since [ ] ⏟ ⏟ where

now ∫
but [ ]
let , then and

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Engineering Analysis Third Class

∫ ∫ [ ]

[ | ] [ | ]

Example:- Solve the integral equation

∫
Solution
Write the given equation as a convolution
taking L.T of both sides * +

* +

then

Example:- Solve the integral equation

∫
Solution
Write the given equation as a convolution
taking L.T of both sides ( ) * +

then

PROBLEMS
Convolution By Integration
1-
2-
3-
Using Convolution Theorem, Solve
4- for which
5- for which
6- for which
7- for which
Integral Equation
8- ∫

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Engineering Analysis Third Class

9- ∫

PROBLMES
Find the L.T of each of the following functions:
1-
2-
3-
4-
5- ,

6- ,
7- The function graphed in Figure (1)

𝑓 𝑡

Figure (1) b
2a
a t
3a
b

8- The function graphed in Figure (2)

𝑓 𝑡

Figure (2) 44
1
t
Engineering Analysis Third Class

9-
10- ∫
11- ∫
12- ∫
13-
14-
15- ∫
Find the inverse of each of the following transform
16-

17-
18-

19-

20-

21-

22-

23-

24-

25-

26-

Use the Laplace Transformation to solve the variable-coefficient linear differential equation

45