Download as pdf or txt
Download as pdf or txt
You are on page 1of 142

Chapter 1

The Laplace Transform


1.1. INTRODUCTION

The use of Laplace transforms provide a powerful method of solving


differential and integral equations. The Laplace transform method also has
the advantage that it solves initial value problems directly without first
finding a general solution. The ready tables of Laplace transforms has
reduced the problem of solving differential equations to merely algebraic
manipulation.

1.2. LAPLACE TRANSFORM OF A FUNCTION

Definition 1.2: If ( ) is defined for all values of > 0, then the Laplace
transform of ( ) is denoted by ( ) or ( ) and is defined by the integral

( ( )) = ( ) = ( ) , > 0.

Provided the integral exists, is called the Laplace transform of ( ) .

WORKING STEPS TO FIND LAPLACE TRANSFORMS OF ( ), ≥

Step I. Write ( ( )) = ( ) .

Step II Write this improper integral as → ( )

and simplify ( ) .

Step III. Evaluate ( ) .

Step IV. Find limit of ( ) as → ∞. This gives the value of


( ( )).

1
1.3. LAPLACE TRANSFORMS OF ELEMENTARY FUNCTIONS

In this section, we shall find the Laplace transforms of some elementary


functions.
Theorem. Prove that for ≥ ,

!(" + )
( ) ( )= , > 0, ( ) ( )= $
, > −1,

(!
( ') ( ( ) = , ( = , , ', … , > 0, ( +) ( )= , > ,
($ −

( ,) ( -(. )= , > | |, ( 0) (1 . )= ,
− −

( 2) ( -( )= , > 0, ( 3) (1 )= .
+ +

Proof. By definition, the improper integral 5


4( ) = →∞ 4( ) ,
:
:
6 78
( ) ( )= 6 78
. 98 = 6 78
98 = ; <
:→ :→ −7

− −
= = > = = + >= ? + @= > 0.
→ →

( ) ( )= . , A68 =B⇒ = B

B B !( + )
∴ ( )= B
.E F = $
B
.B B= $
, > −1, > 0

( ') ( ( ) = . (
, A68 =B⇒ = B
B ( B !(( + )
∴ ( ()
= B
.E F = ($
B
. B( B = ($

provided n + 1 > 0, G ( = , , , ', … , !(( + ) = (!

2
(!
∴ ( () = ($
, ( = , , , ', … , > 0.

(4) By definition

( )
( )= . =

− ( )
= H-I ; < = H-I = + >= , > J.
→ − − → −

(5) By definition
− −
( -(. )= K L= .K L

= M ( )
− ( $ )
N = M ( )
− ( $ )
N

− ( ) ( $ )
= ; + < = = + >+ = − >
→ − + − → ( ) + → ( $ )

= = ( + )+ ( − )> O P- . > J, Q > −J


− +

= = >= , > |J|


− −
( 0) RS 96T U 8 VU

+ +
(1 . )= K L= .K L

= M ( )
+ ( $ )
N = M ( )
+ ( $ )
N

− ( ) ( $ )
= ; − < = = + >− = − >
→ − + − → ( ) + → ( $ )

= = ( + )− ( − )> O P- . > J, Q > −J


− +

3
= = >= , > |J|
− −

(2) M -
N= . -
= ( - )
, -
=1 + - -(

− ( - )
∴ M -
N = (1 + - -( )= M −( −- ) N = ; <
→∞ → −-

+- -
= = + >= . = +
−- → ( - ) −- +- + +

∴ ( -( )= ( (3) (1 )= .
+ +

1.4 FUNCTION OF EXPONENTIAL ORDER:

A function ( ) is said to be of exponential order as → if there exist real


constants W and that |X (Y)| ≤ [ \ ]^ X_` 0 ≤ Y < ∞.
THEOREM: Let ( ) be piecewise continuous in the interval ? , @ for
such

every positive , and let be ( ) of exponential order, that is, ( ) = ( )


as → ∞ for some > . Then the Laplace transform of ( ) exists for
> .

Proof: Since ( ) is piecewise continuous and of exponential order, we have


| ( ( ))| = | |≤ { ( )| ≤W ≤
∞ ∞ ∞ −
( ) − −

W ≤ . Then the Laplace transform of ( ) exists for > J.


∞ −( − ) W

1.5 PROPERTIES OF LAPLACE TRANSFORMS

1.5.1 THE LAPLACE TRANSFORMATION IS LINEAR

Theorem Linearity Property

( - ( )) is defined for > - , ≤ - ≤ (. Let be the largest of


, , ' , … , ( ; and let 1 , 1 , 1' , … , 1( be
Suppose
the largest of the numbers

(1 () ( )+1 ( ) + ⋯ + 1( ( ( ).
constants: Then

+1 + ⋯ + 1( =1
Proof. We give the proof for the case where ( = . If > then
4
(1 +1 )= (1 ( )+1 ( ))

=1 ( ) +1 ( ) =1 ( ( )) + 1 ( ( )).

1.5.2 SHIFTING PROPERTY

Theorem (First Shifting Theorem)

If ( )) is the Laplace transformation of ( )), then ( − ) is

the Laplace transform of ( ) .


Proof. By definition ( ( )) = ( ) , then

M ( )N = M ( )N = ( ) ( )
= ( − ).

Theorem (Second shifting Theorem) If M ( )N = ( ) and

( − ), >J
d( ) = e , 8f6U Md( )N = ( )g
, <J

Proof. By definition

(d( )) = 4( ) = 4( ) + 4( )

= . + ( − ) ,

Putting ( − ) = B ⇒ = B + so that = B

Md( )N = (B) (B$ )


B= (B) B
B= ( ).

Example 1. Find the Laplace transform of the function ( ), where

(-) ( ) = ' ,
+ '
+ +1 ' + 2,

(--) ( ) = 1 . ' -( + , (---) ( ) = '


,

(-P) ( ) = 1 , ( P) ( ) = M − 1 ' N,
5
h
(P-) ( ) = ( -( 1 ' ), (P--) ( ) = -( E + F,
+
(P---) ( ) = -( , (-i) ( ) = − / .
Solution

' ! + 2
(-) M ( )N = (' ,
+ '
+ +1 ' +7) = + ++ + .
−, +l
(--) (1 .' -(+ ) = ( -(+ ( '
+ '
)) = + .
( − ') + 0 ( + ') + 0

!
(---) ( ' )= , (-P) (1 )= K ( +1 )L = + ,
( − )+ ( + +)

+
(P) ( 1 ' )= ,
( + ) +l
,
(P-) ( -( 1 ' )= ( -(, − -( ) = m − n,
+ , +
h h h +
(P--) K -( E + FL = K -( 1 E F+1 -( E FL = ,
+ + + √ +

( + -)' !
(P---) ( -( ) ⇒ M ( )N = = -
( − -)' ( − -)' ( + -)'
?( ' − ) + -(0 − 3))@
⇒ ( (1 + - -( )) =
( + +)'
Equating the imaginary parts on both sides, we get

( − 0) !(− / + ) !E F h
M -( N= , (-i) E F= = =p .
+ +N
'
M
/ $

Example 2. Find the Laplace transform of the following function


+ , ≤ ≤ g , ≤ ≤
(-) d( ) = q (--) ( ) = q ,g
', >2 − , ≤ ≤

6
, ≤ ≤ 1 E − F,
h
>
h

(---) s − , ≤ ≤ ', g (-P) ( ) = u ,g


' '

, <
h
2 >3 '

, <Y<
h
, ≤ ≤
(P) ( ) = s ,g (P-) ( ) = e ,g
-( , >
h ( − )+ , >2

Solution
+ , ≤ ≤ g
(-) d( ) = q
', >2

(4( )) = 4( ) = ( + ) + '

+ ' ' '


=; . − < −= > = + − + + = − + .
− −

, ≤ ≤
(--) ( ) = q ,g
− , ≤ ≤

( ( )) = ( ) = . + ( − )

( − )
=; − < +; + < = − + + + −
− − −

=− + + = ( − ) .

, ≤ ≤
(---) s − , ≤ ≤'g
2 >3
'
M ( )N = ( ) = . + ( − ) + 2
'

( − ) 2
'
=; − − < +; − < += >
− ' − − '

+ + ' '
2 '
= − − + − − + + +
− ' '

7
' ' ,
= '
− = + + '
>+ '
= − >.

h h
1 m − n, >
(-P) ( ) = v ' ' ,g
h
, <
'

h
h

M ( )N = ( ) = . + 1 m − n
'

h '
'

= 1 E − F , (w7 Ux 76yVU9 7f T8 Ux :f6Vz6 )


h
h
'
'

(1 )= ⇒ M ( )N =
h

+ +
'

Or Let − =i⇒ = i, = ⇒i=


h h
' '

M ( )N = 1 (i) i= 1 (i) i= .
h h '
(i$ ) i
+
' '

h
, Y<
(P) ( ) = v h ,g
-( , Y>

(d-P ( B(1 - ( ( ) 1 ( { | - ( )
h
, <Y<
( )=v g
h h
-( E − F , >

h
∴ ( ) = -( E − F = 1 ⇒ (1 )=
+
(∴ }~ 1 ( .- -(4 . I )

⇒ M ( )N = ,
h

+
, ≤ ≤
(P-) ( ) = e ,g
( − )+ , >2

8
+
M ( )N = ( + ) = + =

+
∴ }~ 1 ( .- -(4 . I M ( )N = −

Example 3. Find the Laplace transform of the following function


'
(-) m√ + n , (--) M -(√ N (---) 1 (i ) i

Solution
' '
(-) m√ + n = (M√ N + m n + ' m√ + )n)
'

√ √ √

!E F ! E− F '! E F '! E F
, '

= E F+ E F+' M + N= + + +
' •'
/ /
, '

' h ' h h h ' '


= p − √ h + p ' + 'p = p m − + + 'n.
, +

M√ N M√ N M√ N
' , 2
(--) M -(√ N = €√ − + − + ⋯•
'! ,! 2!

' , 2 ' ,

= ‚ /
− + − + ⋯ƒ = M /
N− ‚ ƒ+ ‚+ ƒ+⋯
'! ,! 2! '! ,!

!E F !E F !E F √h √h √h
' , 2 ' ,'

= − + −⋯= – + −⋯
'! ,! '! ,!
' , 2 ' , 2

√h h
'
= ; – + m n − m n + ⋯< = p /+
.
'
+ ! + '! +

(---) 1 (i ) i

G i = ⇒ = i i ⇒ i= , i: →∞⇒ : →∞

9
1 ( ) -
+ -
1 (i ) i = i=
√ √

= - /
+ - /
= † E F + E F ˆ
+ + + ‡ - ‡-

!E F !E F √h √h √ √ h
= ‰ Š + ‰ Š = = + >= ; + <= p .
+ + + √−- √- + −- +-
‡ - ‡-

1.5.3 CHANGE OF SCALE PROPERTY


( ) has the
Theorem. If f(t) be a function of t for whose Laplace transform F(s)

E F.
exists, then for any positive constant ‘a’, the function
Laplace transform

Proof. We have ( ( )) = ( ) = ( ) ,

( ( )) = ( ) = (B) , where B =
B
B
Now,

= (B) B= E F.
B

1.6. LAPLACE TRANSFORMS OF DERIVATIVES

Theorem 1. (Laplace transform of the first derivative).

Let ( ) be a real function such that

(i) ( )is continuous for all ≥


(ii) there exists constants 5 and W such that | ( )| ≤ W 5
for ≥
(iii) ˊ( )) is piecewise continuous on every finite interval in the range
≥ , then the Laplace transform of the derivative ˊ( ) exists and
( ˊ( )) = ( ( )) − ( ) for s > k.

10
Proof. By definition

( ˊ( )) = → ˊ( ) provided this limit has some finite

Using (iii), ˊ( ) is piecewise continuous on ? , @.


value. Let be any positive number.

∴ ˊ( ) has at most a finite number of discontinuities, say , , ', … , (

where <Y < < ', … < ( ≤

∴ ˊ( ) − = ˊ( ) − + ˊ( ) − + ⋯+ ˊ( ) −
(

∴ By using integration by parts, we have


The integrand of each of the integrals on the right is continuous.

ˊ( ) =? ( ) @ + ( ) +? ( ) @ + ( )

+⋯+ ? ( ) @(+ ( )
(

= ( ) − ( )+ ( ) + ⋯+ ( ( ) − ( () ( ) + ( )
(

ˊ( ) = ( ) − ( )+ † ( ) +⋯+ ( ) ˆ
(

( ) − ( )+ ; ( ) <

(∵ f is continuous for ≥ )

ˊ( ) = ( ) − ( )+ ( ) ( )
→ → →

( ) ≤ | ( )| ≤| W =
5 W
Now using (ii), ( •5)

→ ( )| = > • Also, → ( ) = ( ( ))

From (1) → ˊ( ) = M ( )N − ( )
11
∴ M ˊ( )N = M ( )N − ( ) > 5.

Let ( ) be a real function such that


Theorem 2. (Laplace transform of the derivative of any order n).

)(
) are continuous for all ≥ .
(i) ( ), ˊ( ), ˊˊ( ) ......, ((
(ii) there exists constants k and M such that | ( )| ≤ W 5 for ≥ and
Ž (-) ( )Ž ≤ W 5 for ≥ and i = 1, 2, ......, n – 1
(iii) (() ( ) is piece wise continuous on every finite interval in the range
(() ( )
≥ then the Laplace transform of exists and
( (() ( )) = (
M ( )N − ( ( )− (
ˊ( ) − ( '
ˊˊ( ) − ⋯ − (
( )
for > •.

Proof. Using (i), ˊ is piece wise continuous on every finite interval in the
range ≥ .

∴ By theorem 1, ∴ M ˊ( )N = M ( )N − ( ) > 5.

By applying theorem 1 to the function ˊ( ), we get

M ˊ( )N = M ( )N − ( ).
M ˊˊ( )N = M ˊ( )N − ˊ( ) = • M ( )N − ( ) − ˊ( )•
Let the result be true for (I) ( ), the I . derivative of ( ).
(I) ( )) =
∴ ( I
M ( )N − I ( )− I
ˊ( ) − ⋯ − I
( ) ...(1)
Now (i) (I) ( ) is continuous for all ≥ .

(ii) Ž (I) ( )Ž ≤ W 5
for ≥ .

(iii) By given condition (i), (I$ ) ( ) is piece wise continuous on every

finite interval in the range ≥ .

∴By theorem 1, the Laplace transform of the derivative (I$ ) ( ) exists


and
(I$ ) ( )) = (I) ( )F − (I) ( )
( E …....(2)
Using (1), we get

12
(I$ ) ( )) = •
( I
M ( )N − I ( )−⋯− (I )( )− (I)
( )•

or
(I$ ) ( )) = •
( I$
M ( )N − I ( )− ⋯− (I)
( )•

∴ By P.M.I., we have
(() ( )) =
( (
M ( )N − ( ( )− (
ˊ( ) − ( '
ˊˊ( ) − ⋯ − (
( )

for > •. In particular

(= ( ˊ( )) = M ( )N − ( )

(= M ˊ( )N = M ( )N − ( ) − ˊ( )

(=' M ˊˊˊ( )N = '


M ( )N − ( )− ˊ( ) − ˊˊ( )

Example 4.

( () = find the value of ( ($ ),


(!
(i) Using (‘

K p L= Kp L,
h ' h
(ii) Using find the value of

(iii) Using M -(√ N = p E F,


h 1 √
+

find the value of

( ') = (Y ’ ).
'!
(iv) Using + find the value of

Solution

(-) G ( )= ($
⇒ ˊ( ) = (( + ) (

We have M ′( )N = Q M ( )N − ( )

∴ M(( + ) ( N = Q ( ($ )− ( )=Q ( ($ ), X(0) = 0

(! (+ (! (( + )!
( ($
) (( + ) = ( (+
)⇒ ( (+
)= ($
= ($
.

13
(--)” -(4 ‚ • ƒ= -( . P HB M– /h N,
h '

™ •
A68 ( )=˜ œ⇒
ž( )=• , ( )=
š h
p
— ›
h

∴ ‚• ƒ= ‚ • ƒ− ( )= = .
h h '

h 1 √
(---) ” -(4 M -(√ N = p −+
-( . P HB K L

1 √
G ( ) = M -(√ N ⇒ ž( )= , ( ) = -(– =

1 √ h h
∴ K L= M -(√ N − ( ) = p −+
=p −+
.

(iv) Using (Y Ÿ ) = (Y ’ ),
Ÿ!
¡ find the value of

A68 ( ) = MY6 N ⇒ ž( ) = 0 ,, žž
( )=' +
, ′′′( ) = '

∴ ( ' ) = Q Ÿ MY6 N − ž( )− žž ( ) − ( ) = Q Ÿ MY6 N − 0 − 0 − 0

3! 2
( ' ) = Q Ÿ MY6 N ⇒ MY6 N = = 2 .
'
Q4
1.7. LAPLACE TRANSFORMS OF INTEGRALS

¤ ( ( ) ) = ( ), . ( K (B) B L = ( )

Proof.

Let

14
¥( ) = (B) B ( ¥( ) = ,

then ¥ˊ( ) = ( )

Since we know

M¥′( )N = M¥( )N − ¥( ), , ¥( ) =

-. . M ( )N = M¥( )N ⇒ M¥( )N = K (B) B L = ( ).

Example 5. Find the Laplace transforms of the following functions:

(-) K -( B B L , (--) K ( − + ) L ¦§, (---) K 'B


-(+B B L.

Solution
8
( ) (7 U 8 ) = ⇒ K 7 U ¨9¨ L = .
7 ++ 77 ++

(--) ( − + )= − +
' +

⇒ K (B − B + B)
BL = m − + n.
' +

4 1 4
(---) ( '
-(+ ) = ⇒ K ( 'B
-(+B ) B L = m n.
(Q + 3)© + 16 Q (Q + 3)© + 16

1.8. Multiplication by powers of .

Theorem.

If ( ( ) ) = ª(Q) then
¦«
( (
( ) ) = (−1)« ª(Q), X_` ¬ = 1,2,3, …
¦Q «
Proof Let ( ( ) ) = ª(Q), and
¦«
ª(Q) = ª («) ( ), . (
¦Q «

15
( ( ))= ( )= ( )

Differentiating the above relation w.r.t "s" [By Leibnitz's rule for
differentiation under the sign of integral]

-
( )= ; ( ) <= ( ) ( ) = (− ( ))
-

¦ ¦
= (− X(Y) = ª(Q) ⇒ ( X(Y) = (−1)® ª(Q).
¦Q ¦Q
This proves that the theorem is true for ¬ = .

Now, let us assume that the theorem is true for a particular value of ¬ say ,
then, we have
¦ ¦¯
( X(Y) = (−1)¯ ª(Q) ⇒ ( ) = (−1)¯ ª(Q)
¦Q ¦Q ¯

Now differentiating both side w.r.t ."s" we have

- ¦ ¯$®
; ( ) <= ( ) ( ) = (−1)¯ ª(Q)
- ¦Q ¯$®

by Leibnitz's rule for differentiation under the sign of integration

¦ ¯$®
$ ( )( ) = ( $
X(Y) = (−1)¯$® ª(Q).
¦Q ¯$®

Which shows that if the theorem is true for any particular value of (, it is
true for the next value of (. But it is also true for ( = . Hence by the

of (.
method of mathematical induction it is true for every positive integral value

Example 6. Find the Laplace transforms of the following functions:

(-) ( -(.( )) = (− ) E F= .
− M − N

1 2Q ©
(--) ( 1 ( )) = (− ) E F= ‚ − ƒ
+ M + N M + N

16
− − + ( − ) ( −' )
= ‚ ƒ= − =
+ + + +
' '
M N M N M N M N

+
(---) ( -((+ )) - ( -((+ )) =
( − ) + 0

4 3( − )
( -((+ )) = (− ) m n= K L
( − ) + 0 ( − + 2)

3 ' ( − ) 3(' − 0 − ')


=K − L=
( − + 2) ( − + 2) ' ( − + 2)'

(-P) ( -(' ( )) G ( ) = -(' = ?' -( − -(' @


+
'
( ( )) = ( -(' ) = M (' -( ) − ( -(' )N = m − n
+ + + +l
' ' − −
( ( )) = ( -(' ) = − m − n=− m − n
+ + +l + ( + ) ( + l)

' +
+ 3 +3 − +− − + +
= K L= K L.
( + ) ( + l) ( + ) ( + l)

E ' ( -( − 1 )F =
M $ N
(iv) Prove that

(7 U°8) = E F (1 )=E F
°
7 $° $
We have Also

By differentiability of Laplace transform,

. −
( 1 ( )) = − E F = −m − n=K L
+ + ( + ) ( + )

Now

( − )
m ( -( − 1 )n= K − L= .
' ' + ( + ) ( + )

Example 7. Evaluate

17
-(

Solution We have

( -( ) = m n ⟹∴ ( -( ) = − m n=
+ + +
∞ ∞ +
-( − = ⇒ -( − =K = .
+ + ,
∴ L
=

Example 8. A function ( ) obeys the equation

( )+ ( ) =1 .

find the Laplace transform of ( ).

Solution We have

( )+ ( ) =1 .

Taking Laplace transform of both sides, we get

( ( )+ ( ) ) = (1 . )⇒ ( )+ ( )=
−+

+
⇒ ( )m n= ⇒ ( )= .
−+ ( − +)( + )

Example 9. Prove that '


-( =

Solution

( -( ) = E F
$
We have

− − +
'
-( n = (−)' L=− L=− +
' ™ •
+ + +
∴ m K K
+
' ˜ œ
m n
— ›

+( − ) +( − )
= ⇒ '
-( =
+ N + N
+ +
M M
18
²B -(4 = , | . P

+( − )
'
-( =‚ ƒ =
+ N
+
M

( )
1.8. LAPLACE TRANSFORMS of (Division by t)

Theorem.
( )
If ( ( ) ) = ª(Q) and

exists then

( )
K L= ( )

Provided the integral exists.

Proof

We have ( ( ))= ( )= ( )

On integrating both sides w.r.t. "s" (from s to ∞), we get

( ) = ; ( ) <

s and t are independent variables and hence order of integration in the


repeated integral can be interchanged

( ) = ( ) ; <= ( ); <

( ) ( ) ( )
= ; < = K L ⟹∴ ( ) = K L

Example 10. Find the Laplace transform of the following functions:

-( − 1 −1 {
(-) m n, (--) K L, (---) m n,

19
− {
( −1
(-P) K L, (P) K L,

-( −1
(P-) m n, (P--) m n
Solution

=
-(

(i) Now exists and

J -( J
(sin JY) = ⟹ m n= =† ( ˆ
M + N M + N
h
= ( ∞− ( = − ( =1 .

Hence we show that


-( h
= > = − ( , >0

Taking limit as s -+ 0, we have


-( h
= > = .

=−


(ii) Now exists and

1 1 − ∞
1 1
( − )= − ⟹ K L= m − n
Q − Q −


= †H 4 ˆ = ¶H 4 · =H 4( )−H 4 =H 4 .
− − −

(iii) Now, (By using L’ Hospital Rule)


1 −1 {
=

exists and

(1 −1 { )= −
+ +{
20
1 −1 { +
⟹ m n= K − L = ;H 4 <
+ +{ +{
+ / + +{
= ;H 4 < =H 4 −H 4 =H 4 .
+{ / +{ +

= −{
(iv) Now (By using L’ Hospital Rule)
− {

Exists and

( − {
)= −
− −{
− {

⟹ K L= K − L = =H 4 >
− −{ −{
− / − −{
= ;H 4 < =H 4 −H 4 =H 4 .
+ {/ −{ −

=
( −1 )

(v) Now exists (By using L’ Hospital Rule)

°U9 ( ( −1 )) = −
− +
( −1 ) ( − )
K L= K − L = ;H 4 <
− + +

− + ( − ) +
= ‰H 4 Š =H 4 −H 4 =H 4 .
+ / + ( − )

E F =
− -(

(vi) Now exists

1
°U9 ( -( ) =
(Q + 1) + 1
2

-( 1
m n= € • =? ( ( + )@
(Q + 1) + 1
2
21
h
= ( ∞− ( ( + )= − ( ( + )=1 ( + ).

=
−1

(vii) Now exists (By using L’ Hospital Rule)

°U9 ( −1 )= −
+
−1 1 Q
m n= K − 2 L = =H 4 − H 4MQ2 + 1N>
Q Q +1

Q2 1 Q2
= ;H 4 K 2 L< = ;H 4 < = ;H 4 − H 4 K 2 L<
Q +1 1 + 1/Q2 Q +1

Q2 + 1
= H 4 K 2 L,
Q
Again,

−1 Q2 + 1
m n= ‚H 4 K 2 Lƒ
Q

Integrating by parts, we have

Q2 + 1 Q2 Q2 . 2Q − 2QMQ2 + 1N
= ‰ H 4K 2 L − ‚K 2 LK LƒŠ
Q Q +1 Q4

Q2 h Q2 + 1
= ; H 4K 2 L+ ( < = ; + E F−H 4K 2 L− ( <
Q +1 Q

h Q2 Q2
=E F− ( + H 4K 2 L=1 + H 4K 2 L.
Q +1 Q +1
-(
Example 11. Find the Laplace transform of .

1
Does the transform of exist?

22
Solution

We know
-( h
m n= − ( E F

Q Q
and

1 ∞
(1 )) = © ⟹ E F= E © F = ?H 4(Q © + J© ) @∞
Q + J© Q + J©

(H 4(Q © + J© ))
→∞
Which does not exist, is infinite.

E F does not exists.


1
Hence

Example 12. Using Laplace transform, to evaluate

-(
; <

Solution

1 Q
( -( ) = K ( −1 )L = −
2Q M + +N

( −1 ) 1 Q Q
⟹ K L= K − L = ;H 4 <
2Q M + +N –Q2 + 4

º ½
1 Q –Q2 + 4
= ¹H 4 ¼ = ; −H 4 <= H 4
¹̧ ¼ –Q2 + 4 Q
p1 + 2
4
Q »

Putting S = 1, we get

-(
; < = H 4 M√,N.

1.9. INITIAL AND FINAL VALUE THEOREMS

(a) Initial Value Theorem

23
( ( )) = ª(Q)⇒ ( )= ? ( )@ provided the limit exists
→ →∞

Proof.

( ′( )) = M ( )N − ( )⇒ ′( ) = ( )− ( )

⟹ ; ′( ) <= ? ( ) − ( )@
→ →

⟹ ? ( )@ = ( ) + † E F ′( ) ˆ = ( ) + . ′( )
∞ − ∞
→∞ →∞

⟹ ( )= ( )+ = .

()= ? ( )@ provided the limit exists


(b) Final Value Theorem

( ( )) = ª(Q)⇒
→∞ →

Proof.

( ′( )) = M ( )N − ( ) ⟹ ′( ) = ( )− ( )


⟹ ; ′( ) −
<= ? ( ) − ( )@
→ →

∞ ∞
⟹ ? ( )@ = ( ) + ; E −
F ˊ( ) < = ( ) + . ′( )
→ →

⟹ ( )= ( )+ . ′( ) ⟹ ? ( )@ = ( ).

→∞ → →∞
−i
1.10. EXPONENTIAL INTEGRAL FUNCTION E i F i

Let
−i
( )= K L i ⟹ ˊ( ) = − ⟹ ′( ) = −
i
Here (-ve) sign appears due to lower limits. Taking Laplace transform

( ′( )) = − ( )⟹− ? ( ) − ( )@ = −
+
24
( )=1 ( ( ⇒ M ( )N = ⟹ ? ( )@ =
+
Integrate both sides, we get

⟹ ( ) = H 4( + ) + H 4 É

? ( )@ = ( )⟹ ? ( )@ = ?H 4( + ) + É @ =
by final value theorem


→ →∞ → →

Also
∞ i
()= m n i= ⟹ ? ( )@ = ( )= =É⇒Ê=
→∞ →∞ i → →∞

( )= ( = EH
Then
4M +
( ) = H 4( + ) ⟹
−i
E i F i) F
N

1.11. LAPLACE TRANSFORMS OF PERIODIC FUNCTIONS

If f (t) be a periodic function with period T>o, then

f (t + T) = f (t + 2 T) = ... = f (t)

Theorem. Let f (t) be a periodic function with period T then

M ( )N = ( )

Proof We have,
'
( ( )) = ( ) = ( ) + ( ) + ( ) +⋯

Substituting t=u+T in second integral, t=u+2T in third integral and so on…

( ( )) = ( ) + (B + ) (B$ )
B+ (B + ) (B$ )
B+⋯

= ( ) + (B + ) (B)
B+ (B + ) B
B+⋯

25
Note that (B + ) = (B + ) = ⋯ (B)

= ( ) + (B) (B)
B+ (B) B
B+

=( + + + ⋯) ( )

We know ( + + + ⋯ ) is infinite geometry series and the sum is

⟹ M ( )N = m n ( )
− −
Example 13. Find the Laplace transform of the waveform

( )=m n, ≤ ≤'
'
Solution
'
M ( )N = m n ( ) =K L K L −
− − −' '
'
− − ' ' '
⟹ K L=K L ; − < m n ; − + <
' − −' ' − − ' ' −

− '
−' '
= m n; <= +
' − ' ' ( − ' )

Example 14. Find the Laplace transform of the function (half ware rectifies)

7 UË , <Y<
h

( )=s ,g
Ë
, <Y<
h h
Ë Ë

Solution. We know that


h

M ( )N = m n ( ) =m n ( )
− −
Ë

h /Ë

h h

=m n (7 U Ë ) +m n .
− −
Ë Ë

h /Ë h /Ë h
Ë

26
(− 7 U Ë + Ë yV7 Ë )
h

=m n; <

Ë

h /Ë +Ë

Integration by parts

+ Ë Ë
h
E F
=‚ ƒ† ˆ== >m n
− −
Ë

h /Ë +Ë +Ë h /Ë

<Y<h
Example 15. Draw the graph of the periodic function

( )=q ,g
h− h < Y < 2Ì
Also find its Laplace transform.

Solution. We know that


h
M ( )N = m n ( ) =m n ( )
− − h

Where T is the period ∵ = h


h h
M ( )N = m n; + (h − ) <
− h
h

(h − )
− − h − − h
=m n ¶; − < +; − < ·
− h − − h

h h h
h − h h h
=m n; − + + − + <
− h −
h
=m n= ( − )+ ( − h − + )>

h h h
h

h
=m n= ( − )+ ( − ) >.

h h −h
h

Example 16. Draw the graph of he following periodic function. Also find its

<Y<
Laplace transform.

( )=q g
− < Y < 2J
27
Also find its Laplace transform.

Solution. We know that

M ( )N = m n ( ) =m n ( )
− −
Where T is the period ∵ =

M ( )N = m n; + ( − ) <
− h

− − ( − ) − −
=m n ¶; − < +; + < ·
− − −

=m n; − + + − + <
− −
− − +
=m n= ( − + )> = K L
− −

M − N − /
− /
= € •= K L= K L
( − )( + ) ( + ) ( / + / )

= (. E F.

Example 17. Find periodic function by Laplace transform.


, ≤ ≤
( )=q ,g
− , ≤ ≤
Solution

M ( )N = m n ( ) =m n ( )
− −

=m n ? . + ( − ) @

( − )
=m n; − < +; + <
− − − −
28
=m n; − + + + − <
− − −

( − −)
=m n ;− + + <=
− − ( − − ) ( − − )

( − −
) − −
= = = (. E F.
( − − )( + − ) ( + − )

1.12. LAPLACE TRANSFORMS OF UNIT STEP FUNCTION

Unit Step Function (Heaviside function)

By definition B( − ) is for < J, has a jump of sizel at =


can leave it undefined) and is 1 for > J
(where we

, - <J g
B( − ) = e , |. ≥
, - ≥

Figure (a) shows the special case B( ), which has jump at zero and figure
(b) the general case B( − ) for any arbitrary positive a. The unit step
function is also called the Heaviside function.

1.12.1 Properties Associated with the Unit Step Function

(-) (B( − )) =

(-) ² . MB( − )N = B( − ) = . + . =

1.12.2 Second shifting theorem in unit step's term

Theorem. If GM ( )N = ( ), then

(--) M ( − ). B( − )N = ( )

Proof. M ( − ). B( − )N = ( − ). B( − )

= ( − ). B( − ) + ( − ). B( − )

29
= ( − ). . + ( − ). .

putting − = i ⟹ = i + , we get

M ( − ). B( − )N = (i). . (i$ )
i= ( ).

M ( − ). B ( )N = ( ), |. ( ) = M ( )N.

Example 18. Express the following function in terms of unit step function
and find its Laplace transform
3, <2 g
( )=q ,
0, ≥
Solution
3, <2 , <2
( )=q =3+q = 3 + (− )B( − ) g g
3− , ≥ − , ≥

3
( ( )) = 3 ( ) − B( − ) = − .

Example 19. Using unit step function. Find the Laplace transform of

(-) ( − ) . ( − ), (--) -( . B( − h)

Solution (i) using second shifting theorem

(-) ( − ) . ( − ) = (( ) = '
.

(--) 7 U . B( − h) = 7 U( − h + h) . B( − h)

= M7 U( − h) 1 h + 7 Uh 1 ( − h)N. B( − h) = −7 U( − h). B( − h)
h
M7 U( ) . B( − h)N = − M7 U( − h + h) . B( − h)N = − h (7 U ) = − .
+

30
Example 20. Express the following function in terms of unit step function
and find its Laplace transform
, <Y<1
( )=s − , < Y < 2,g
>2
Solution

( ) = ( − )?B( − ) − B( − )@ + B( − )

= ( − ). B( − ) − B( − )( − − ) = ( − ). B( − ) − B( − )( − )


M ( )N = (( − ). B( − )) − M( − ). B( − )N = .

Example 21. Find the Laplace transform of the function B ( ).

Solution

4( ) = B ( ) = M( − ) + N B ( ) = ( − )B ( ) = ( + ) B ( )

Now M ( )N = (( + ) ) = ( + + )= '
+ +

∴By second shifting theorem,

+ +
(4( ). B ( )) = '
.

h
Example 22. Find the Laplace transform of the following function of t :

, <Y<
4( ) = v h ,g
7U , >

Solution. Given function 4( ) can be written as


h
, <Y<
4( ) = v h h ,g
yV7 E − F , >

h h
4( ) = yV7 E − F Bh = E − F Bh , |. ( ) = yV7

31
h
h

( ( ) = (1 )= ⇒ M4( )N = E E − F Bh F = .
+ +
Example 23. Express the following function in terms of unit step function
− , <Y<2
( )=q ,g
'− , < <3
and find its Laplace transform.

Solution

( ) = ( − )?B( − ) − B( − )@ + (' − )?B( − ) − B( − ')@

= ( − )B( − ) − ( − )B( − ) + (' − )B( − ) − (' − )B( − ')

= ( − )B( − ) − ( − + )B( − ) − ( − − )B( − ) + ( − ')B( − ')

= ( − )B( − ) − ( − )B( − ) − B( − ) − ( − )B( − ) + B( − )

+( − ')B( − ') = ( − )B( − ) − ( − )B( − ) + ( − ')B( − ')


'
( ( )= − +

Example 24. Find the Laplace transform of the function


, <Y<2 g
( )=q , {~ B -(4
, <
(i) definition (ii) second shifting theorem. Verify that the results are same :

Solution (i) by definition

( ( )) = ( ) = ( ) + ( )

= = =− − > = m + n.

(ii) second shifting theorem


, <Y<2
( )=e ,g
( − )+ , <
We define

M ( )N = 4( − ). B( − ), |. 4( ) = +

32
Now M4( )N = ( + ) = + = d( )

By second shifting theorem,

M ( )N = M4( − ). B( − )N = d( ) = m + n.

1.12.3. Heaviside Shifting Theorem:

If M ( )N = ( ) then

( ( − )B( − )) = ( )= ( ( ))

where u (t – a) is the unit step function.

Proof. By definition we have

( ( − )B( − )) = ( − )B( − )

= ( − )B( − ) + ( − )B( − )

= ( − )( ) + ( − ). = ( − )

Substitute ( − ) = i so that = i When = ,i = = ∞, i =


∞, = i +
and

Hence with change x to t

( ( − )B( − )) = (i) (i$ )


i= ( ) i= ( ).

Example 25. Find the Laplace transform of the function

(-) ( − )B( − ), (--) B( − '), (---) ( + + )B( − ),


h
(-P) '
B( − ), (P) (7 U + yV7 )B E − F.

Solution

(-) ( − )B( − ) = ( ( − ) + ') ( − )

(( − )B( − ) = ?( ( − ) + ') ( − ) = ( + ')


33
Replacing

− , {~ →= E + F.
'

(--) B( − ')
Now = M( − ') + 'N = ( − ') + 0( − ') + l

Then ( B( − ')) = ?( − ') + 0( − ') + l@B( − ')

Replacing − ', {~ → E( + 0 + l)F = E '+ + F.


' ' 0 l

(---) ( + + )B( − )

Now + + = ( − ) + '( − ) + '

Then (( + + )B( − )) = ?( − ) + '( − ) + '@B( − )

Replacing − ', {~ → E( + ' + ')F = E '+ + F.


' ' '

(-P) '
B( − )

Now '( )$0


B( − ) = M 0 '( )
NB( − )

E B( − )F = ( )= .
0•
' 0 '
'
Replacing t – 2 by t

h
(P) ( -( + 1 )B E − F

E7 U E − F + yV7 E − FF = yV7 E − F − 7 U E − F
h h h h
Now

m(7 U + yV7 )B E − Fn = mEyV7 E − F − 7 U E − FF B E − Fn


h h h h
Then

Replacing − by t M(yV7 − 7 U )N = E − F.
h h h

$ $

Example 27. Express the following functions in terms of the Heaviside’s


unit step function and hence find their Laplace transforms

' , ≤ ≤+ g
(-) ( ) = e , <Y <2g
, (--) ( ) = q ,
+ , >2 ,, >4

(-) ( ) = e , <Y <2g


,
+ , >2
Solution

34
Given function ( ) can be expressed in terms of the Heaviside’s unit step
function as ( ) = + (+ − )B( − )

Taking Laplace transform on both sides, we get,

( ( )) = E + (+ − )B( − )F = ( ) + E(+ − )B( − )F

+
= '
− E(( − ) − +)B( − )F = '
− ( − +) = '
− m. '
− n.

' , ≤ ≤+ g
(--) ( ) = q ,
,, >4
( ) = ' + (, − ' )B( − +)

Taking Laplace transform on both sides, we get,

( ( )) = M' + (, − ' )B( − +)N = ' ( ) − M('( − +) + 2)B( − +)N

' ' ' 2


= − + (' + 2) = − +
m + n.

Example 28. Express ( ) in terms of the Heavisides unit step function and
find its Laplace transform:

, <Y<2
( ) = s+ , < Y < 4, g
3 >4
( )= + (+ − )B( − ) + (3 − + )B( − +)

= −( − + + + − +)B( − ) − (+( − +) + 3)B( − +)

Taking Laplace transform on both sides, we get,

( ( )) = ( ) − (( − ) − +) B( − ) − (+( − +) + 3)B( − +))


+ + 3
= '
− ( − +) − + (+ + 3) = '
− m '
− n− +
m + n.

1.13. CONVOULATION THEOREM

If M ( )N = ( ), M ( )N = ( )

Then E (i) ( − i) F= ( ). ( )

35
Or M ( ). ( )N = E (i) ( − i) iF
Proof. We have

K (i) ( − i) L= ; (i) ( − i) i<

On changing the order of integration, the integral becomes

i; ( (i) ( − i)) <= i; ( $i i)


( (i) ( − i)) <
i i

= i; i ( i)
( (i) ( − i)) <
i

= i
(i) i ; ( i) ( − i)) <
i

Put t- i = Í then i = Í, at i = , Í =

= i (i) i ; Í (Í)) Í< = ( ) ( ).

Example 29. Find the Laplace transform of i


-(( − i) i

Solution By convolution theorem

K (i) ( − i) L= ( ) ( )

K (i) ( − i) L= K i
-(( − i) iL

= ( i ). ( -( ) = . .
− +

1.14. LAPLACE TRANSFORM OF BESSEL FUNCTIONS J0 (x) and


J1(x)
i i i+
Î( (i) = ; − + + ⋯<
Ï(( + ) .( ( + ) . +( ( + )( ( + +)

36
+ 0
Î ( )=; − + − …<
.+ .+ .0

Taking the Laplace transforms of both sides, we have


+ 0
MÎ ( )N = ; − + − …<
.+ .+ .0

+ 2
MÎ ( )N = = − + − …>
' .+ , .+ .0 2

' ' , '


= ; + m− n m n + m− n m− n m n + m− n m− n m− n m n + ⋯<
! '!

+
= = + > = ; < = .
√ +

M ( )N = E F ⇒ MÎ ( )N = .
– $
We known

M Î ({ )N = ,
–{ + ( + )

MiÎ ( )N = − m n=K L.
√ + –( + )'

37
38
39
40
Chapter 2
Inverse Laplace Transforms
2.1. INTRODUCTION

We have already noted that the main purpose of studying Laplace


transforms is for solving various types of differential equations. During the
process of solving a differential equation, we shall also require to find a
function when its Laplace transform is known. This is the reverse process
of finding the Laplace transform of a function. In the present chapter, we

Definition. If ( ( )) = ( ) or (G( ( )) = ( )), then ( ) is called on


shall learn to find the function whose Laplace transform is known.

( ) and we write ( ) = G− ( ( )) Hence


G ( ) is called the inverse Laplace transformation operator.
inverse Laplace transform of

2.2 INVERSE LAPLACE TRANSFORMS OF SOME STANDARD FUNCTIONS

!( + ) (!
( )G m n = , ( )G K $
L= "
, > −1, ( ') G m ($
n= (
,

( +)G m n= , (,) G m n= , (0)G M ( − )N = ( )


− +

(2)G E F = 7 Uf , (3) G E F = yV7f ,


− −

( l)G E F=7U ( )G E F = yV7


+ +
−{
( )G m n= {
7U ( )G m n= {
yV7
( − {) + ( − {) +

( ') G K L= ?7 U + yV7 @,
( + )


( +)G K ( )L = ( ) , ( ,) G K L= yV7 ,
( + )

41
( 0)G m n= 7U
( + )

( 2)G m n= ?7 U − yV7 @.
( + ) '

Following properties immediately follow from the corresponding properties


of the Laplace transform.

2.3. Properties of inverse Laplace transform

2.3.1. Linearity Property

Theorem. If ( ) and 4( ) be any functions of t for ≥ such that GM ( )N =


( ) and GM4( )N = d( ) and a and b be any constants, then

G ( ( ) + {d( )) = G M ( )N + { G (d( ))

Proof. We have GM ( )N = ( ) and GM4( )N = d( ).

∴ ( ) + {d( ) = GM ( )N + {G(4( )) = G( ( ) + {4( ))

∴ G M ( ) + {d( )N = M ( ) + {4( )N.

like G, G is also a linear operator.


This result can be extended to more than two functions. This shows that

Example 1. Find the inverse Laplace transform of the following:

!E F
,
2!
( )G m '
+ l
n, ( )G ‚ , ƒ, (')G K L,

' +
(+)G m n, (,)G m + n,
√ +' −2 +l

(0)G m − n, ( 2)G m + n.
−+ − 0 +, +2
Solution
2! 3!
( )G m + n= G m n+ G m ln = + 3
,
' l ' 3 3

42
!( + ) !(,/ )
( )Ð . P G K L= ⇒G K L= = ,
, '
"
$ ,/

(')G m n= = = ,
/ !( / ) √h √ h

(+)G m n= G K L= ('/ )
√ +' √ – + '/ √

' + ' +
(,)G m + n=G m n+G m+ n=' 2
++ l
,
−2 +l −2 +l √ h

(0)G m − n=G m n−G E F = 7 U. − yV7. + ,


−+ − 0 −+ − 0
,
( 2)G m + n=G m n+G E F = 7 U, + yV7 √2
+ , +2 + , +2 √2

2.3.2. Shifting Property

By the first shifting theorem of Laplace transforms,

If GM ( )N = ( ) . ( GM ( )N = ( − ) ∴¤ G M ( )N = ( )

. ( G M ( − )N = ( ), Equivalently, G M ( − )N = G M ( )N.

Example 2. Find the inverse Laplace transform of the following:


+ '
( )G m n, ( )G m n,
+ +, ( − )+
+
(+)G E F, (')G m n,
+ + +, +3 + ,
+' +
( ,)G m n, ( 0)G m n
+ ++ +l + +
− + +
( 2)G m n, (3)G m n,
0 + +2 + 3 + '
−,
( l)G m n.
l + 3 − ,

43
Solution
+ +
( )G m n=G m n= G E F= yV7 .
+ +, ( + ) ++ ++

' ' '!


( ) G m n= G m n= G m n= '
.
( − )+ + +

+ ++− ++
(' )G m n=G m n=G m n−G m n
+3 + , ( + +) + l ( + +) + l ( + +) + l

'
= +
KG E F− G m nL = +
KyV7 ' − 7 U ' L.
+l ' +l '

+ −
' '

(+) G E F= G ‚ ƒ= G ‚ ƒ
+ + +, + +' +
, +
E + F ++−+
' , l
+

+
'
'
= G ‚ ƒ− G ‚ ƒ
+ 3
E + F − E + F −
' '

' '
= KG E F− G m nL = myV7f − 7 Uf n.
' '

+ − − +

+' +' +'


( ,) G m n= G ‚ lƒ
= G ‚ ƒ
+ ++ +l + + + +
E + F −+++
l
+

+ − +' +
,

= G ‚ ƒ= G ‚ ƒ+ G ‚ ƒ
+ ( + ) + + ( + ) + + ( + ) +

, ,
= €G E F+ G m n• = myV7 √ + 7 U√ n.
+ + + + √

+ + + + +
( 0) G m n=G ‚ ƒ=G ‚ 'ƒ
+ + ( + ) − + ( + ) +
+ +

44
+
=G ‚ 'ƒ
+G ‚ 'ƒ
( + ) + ( + ) +
+ +

√' √'
= ÑG ‚ 'ƒ
+ G ‚ 'ƒÒ
= K√' yV7 +7 U L.
+ + √'
+ +


(2) G m n= ÑG ‚ ƒ− G ‚ ƒÒ
0 + 0 + +
' '

'
= ‚yV7 • – • 7 U• ƒ= yV7 • − 7 U• .
0 ' √' ' 0 ' √' '

+ + +
, '
+ + +
( 3)G m n= G ‚ 2

= G ‚ 2 2
ƒ
+l + 3 + ' +l +
+
+ 2 ( + ) +
l
2 +l 2 +l

+
'

= ÑG ‚ 2
ƒ+ G ‚ 2
ƒÒ
2 ( + ) +
l
( + ) +
l
2 +l 2 +l

' ' '


= ÑG ‚ ƒ + G ‚ l ƒÒ
= myV7 + 7 U n.
2 2

2 +
l 2 + 2 2 2
+l +l

− + − −
, ,
−,
( l)G m n= G ‚ ƒ= G ‚ ƒ
l + 3 + , l + +
, l ( + ) − +
,
l l


2 2
+
= ÑG ‚ 0ƒ −G ‚ 0ƒÒ = ÑG ‚ 0ƒ −G ‚ 0 ƒÒ
l ( + ) + ( + ) + l + +
l l l l

+ 2' + + 2 +
= myV7 − 7U n= m yV7 − 7 U n.
l ' + ' l ' '0 '

2.3.3. VALUE OF G M ( )N IN TERMS OF G M ( )N


45
By the second shifting theorem of Laplace transforms,

if GM ( )N = ( ) then for any ≥ , GM ( − )NB ( ) = ( ).

∴¤ G M ( )N = ( ), then G M ( )N = M ( − )NB ( ) for ≥ .

≥ , B ( ) is the unit step function


- < Jg
Remark. It may be recalled that for
B ( )=e
- >J
defined as:

The function ( − )B ( ) can also be written as


- < Jg
( − )B ( ) e
( − ) - >J

Example 3. Find the inverse Laplace transform of the following:

+ (h/ )
'( − h
( )G m n, ( )G K L, (')G m n,
+ +l

+h −' '
(+)G € •, ( ,)G K L.
+h

In terms of the unit step functions

Solution
+
( )G m n
+ + +
⇒m n= m n= ( ), |. ( )=m n

+
G ( ( )=G m n=G m + n= + = ( ) ( ~)

+
G L=G ( )n = − NB ( ) = M + − NB ( ) = .B
− −
∴ K m − M ( )

- < 2g + - <2 g
= .B ( ) = e ∴ G m n = 4( ), |. 4( ) = e
- >2 - >2
(h/ )
( )G K L
+

46
(h/ )
K L= (h/ )
E F= (h/ ) ( ), |. ( )=E F
+ + +

G ( ( )=G E F = yV7 = ( ) ( ~)
+
−(h/ ) h h
G •=G ( )n = − n Bh/ ( ) = yV7 m − Bh/
− −
m −(h/ ) ( )
+
∴ € m n

- < h/ g
= 7 U Bh/ ( ) = e
7U - > h/
−(h/ ) - < h/ g
G • = 4( ), |. 4( ) = Ó .

+ 7U - > h/
∴ €

'( − h )
(')G m n
+l

'( − h ) ' ' ' ' h


G m n=G K −m nL = G m n−G €m n•
+l +l + +l +

' (h)
= 7 U' − G K L
+
' −h ' '
= ( ), |. ( )=K L⇒G ( ( )=G L=7 U'
−h − −
+ + +
∴ K

= ( ) ( ~)
−h
G L=G ( )F = M' − hNBh( ) = 7 UM'( − h)N Bh(
− −
E −h )
+
∴ K

= − 7 U('( − h)) Bh ( ) = − 7 U(' ) Bh ( )


−(h/ )
G •=7 UM' N − E− 7 UM' Bh ( )F = E + Bh ( )F 7 UM' N.

+
∴ € N

+h
(+)G € •
+h

+h h
G € •=G € •+G m n= ( )+ ( )
+h +h +h

47
( )= = yV7 h , ∴ G € •=G m ( )n
+h +h

yV7 h m − n B m − n = 7 U h B / ( )

h h
And
( )=G E F = 7 Uh ,∴ G m n=G ( ( ))
+h +h
7 U h ( − )B( − ) = − 7 U h ( )B ( )

+h
∴ G € • = 7 U h KB ( ) − B ( )L.
+h

−' '
( ,)G K L = ( − )B ( ) − '( − ')B' ( ).

2.3.3. VALUE OF G M ( / )N IN TERMS OF G M ( )N

By the change of scale property,

if GM ( )N = ( ) then for any > 0 , GM ( )N = E F , -. = GM ( )N =

E F. ∴¤ G M ( )N = ( ), then G m E Fn = ( ) for any > 0.

Example 4. Find the inverse Laplace transform of the following:

' +
( )G ‚ ƒ, ( )G ‚ ƒ, (')G ‚ ƒ.
E+F + l E,F + E2F + 0

Solution

/
( )G € •= G € • = + yV7 0
( ) +l ( ) +l
+ +

'
( )G ‚ ƒ = 'G ‚ ƒ = '. , ,
.
E,F + E,F +

48
+ +/2
(')G ‚ ƒ = 2G ‚ ƒ = 2(2 7 U 3 = +l -(( 3) .
E2F + 0 E2F + 0

2.3.4. VALUE OF G M ( )N IN TERMS OF G M ( )N

By the property of Laplace transforms of differential

∴¤ G M ( )N = M ( )N + ( )Ô( )

Example 5. Find the inverse Laplace transform of the following:

( )G E F,( ) G E F,
+ + − ,
'
(')G m n , (+) G K L
+l +

Solution

( )G E F,¤ G m n=7U ⇒G E F
+ + +

= (7 U ) + 7 U( )Ô( ) = yV7 .

,
( )G E F,¤ G ‚ ƒ= . 7 Uf
+ − , + −
, + ,
+

, ,
= m7 Uf n + 7 U.( )Ô( ) = yV7f .
+

' ' ' '


(')G m n,¤ G m n= G ‚ lƒ
=
l

+l +l +

' ' ' ' 2


⇒G m n= E F+ = −
l l

+l +

(+) G K L,¤ G E F= 7U
+ +

49
⇒G E F= (7 U )+ 7U = yV7
+

⇒G K L= (yV7 ) + yV7 =− 7U +
+

2.3.5. VALUE OF G E F IN TERMS OF G M ( )N


( )

By the property of Laplace transforms of integral

( )
∴¤ G K L= •G M ( )N• = ? (B)@ B

Example 5. Find the inverse Laplace transform of the following:

+'
( )G m n,( ) G m n , (') G K L,
( + ( − ,) ( + )

(+) G m n, (,)G m n
( + ) '( + )

Solution

( )G m n= =G m ( )= n> = ? B@
B= − .
( + ( +

( ) G E F
( ,)

= =G m n> B = 7 Uf ,B B = (yV7f , − ).
( − ,) , ,

(') G E F
$'
( $ )

+ +'− + '−
G K L=G K L+G K L
( + ) ( + ) ( + )

'− '−
=G m n+G K L= + ;G K L< B
( + ) ( + )

'− '−
= + 7U B B= + (− yV7 + ).
50
(+) G E F
( $ )

G m n= ? B@
B= − ⇒G m n
( + ) ( + )

= ( − B)
B= + −

(,)G m '(
n
+ )

=G m '(
n⇒G m n= 7 U B B = − yV7 −
+ ) ( + )

⇒G m n= (yV7 B − ) B = 7 U B −
( + )

⇒G m '(
n= (7 U B − B) B = − yV7 − + .
+ )

2.3.6. VALUE OF G m ( )n IN TERMS OF G M ( )N

By the property of differentiation of Laplace transforms

if GM ( )N = ( ), then GM ( )N = − ( ).

∴¤ G M ( )N = ( ) then ( ) = −G( ( )) or ( ) = − G m ( )n.

2.3.7. VALUE OF G M ( )N IN TERMS OF G M ( )N

By the property of integration of Laplace transforms

if GM ( )N = ( ), then G E F= (B) B.
( )

∴¤ G M ( )N = ( ) then G M (B)N B = .
( )

51
Example 6. Find the inverse Laplace transform of the following:

+
( )G mH 4 n, ( ) G KH 4 L,
+{ −

+
(+) G K ( m nL, (')G mH 4 n,

+'
(,)G K1 m nL , (0)G K ( m nL,

+{
(2 ) G M ( ( + )N, ( 3) G K H 4 L,
( − )

(l) G m H 4 +1 n
√ +

Solution
+ +
( )G mH 4 n=− G m =H 4 >n
+{ +{

=− G m ?H 4( + ) − H 4( + {)@n = − G m − n
+ +{
M {
− N
=− M − {
N=K L.

( ) G KH 4 L=− G K ;H 4 <L
− −

=− G m ?H 4( ) − H 4( − )@n = − G m − n

1 . −
=− ( − 1 . )=m n.

+ +
(')G mH 4 n=− G m =H 4 >n

=− G m ?H 4( + ) − H 4( )@n = − G m − n
+

=− ( − )=K L.

52
− -(
(+) G K ( m nL = − G m = ( m n>n = − G m n= .
+

Example 7. Find the inverse Laplace transform of the following:


+0
( )G m n , ( )G m n , (')G E F
( + +) ( +0 + ) + + +

2.3.8. CONVOLUTION THEOREM

The convolution theorem is used to find the inverse Laplace transform of

factors of the product. Let ( ) and d( ) be two functions with known


the product of two functions with known inverse Laplace transforms of the

inverse Laplace transforms ( ) and 4( ) respectively. The convolution

( )d( ) . In this theorem, we shall prove that the inverse Laplace


theorem would help us to find the inverse Laplace transform of the product

transformation of the product

if GM ( )N = ( ), and GM4( )N = d( ), then

G( ( )d( )) = (B)4( − B) B ( )

Proof. Since GM ( )N = ( ), and GM4( )N = d( )

We have

( ) = GM ( )N = ( ) , d( ) = GM4( )N = 4( ) ,

To prove (1), it is sufficient to prove that

GK (B)4( − B) BL = ( )d( ) ( )

Consider

GK (B)4( − B) BL = K (B)4( − B) BL

= (B)4( − B) B B (')
‡ B‡

From equation (3)


53
GK (B)4( − B) BL = (B) K 4( − B) L B
B

= (B) B
K ( B)
4( − B) L B

Substitute − B = P sothat = P when = B P = , and when = ∞, P = ∞

GK (B)4( − B) BL = (B) B
K P
4(P) PL B

= (B) B (d(
)) B = d( ) (B) B
B = d( ). ( ).

G M ( )d( )N (B)4( − B) B = ∗4=4∗ .

This completes the proof of the theorem.

Example 8. Using Convolution theorem find the inverse Laplace transforms

of the following functions:

( )G m n, ( )G m n , (')G m n
( + ')( − ) ( + ) ( + )
+'
(+)G m n, (,)G m n
( + ) ( + 0 + ')
Solution

( )G m n⇒m nm n = ( )d( )
( + ')( − ) +' −

G M ( )N = G m n= '
= ( ), G Md( )N = G m n= = 4( )
+' −
By convolution theorem, we have

G M ( )d( )N (B)4( − B) B

∴ G m n= 'B ( B)
B= ,B
B= m− ,B
n
( + ')( − ) ,

54
− '
m− ,
+ n=K L.
, , ,

( )G m n⇒m nm n = ( )d( )
( + ) ( + )

G M ( )N = G m n = = ( ), G Md( )N = G m n= = 4( )
( + )

By convolution theorem, we have

G M ( )d( )N (B)4( − B) B = ∗4=4∗

∴ G m n= ( − B) B B
B= ( B−B ) B
B
( + )

= (−( B − B ) B
− ( − B) B
+ B)
=( − )+ ( + ).

(')G m n⇒m nm n = ( )d( )


( + ) ( + )
7U
G M ( )N = G m n = = ( ), G Md( )N = G m n= = 4( )
( + )

By convolution theorem, we have

G M ( )d( )N (B)4( − B) B = ∗4=4∗

∴ G m n= ( − B) 7 U B B
( + )

− yV7 °¨ B yV7 °¨ 7U B
= 7 U B B− B7 U B B = E F − =− + '
>

= ( − yV7 °8) + yV7 °8 − '


7U = '
( −7 U ).

(+)G m n⇒E Fm n = ( )d( )


( + ) + ( + )

G M ( )N = G E F = yV7 °8 = ( ),
+
55
7U
G Md( )N = G m n= = 4( )
( + )

By convolution theorem, we have

G M ( )d( )N (B)4( − B) B = ∗4=4∗

∴ G m n= yV7 °¨ 7 U ( − B) B
( + )

= (yV7 °¨ 7 U( ) yV7 °¨ − yV7 °¨ yV7 °8 7 U( B)) B

7 U( ) ( ( + yV7 °¨)
= €K L− yV7 °8 7 U( B)• B =

=m (B 7 U( ) + 7 U( ) -( B+ yV7 °8 yV7 °¨n


+

= (7 U( )) + 7 U( ) 7 U( )+ yV7 °8 yV7 °8 − yV7 °8


+ + +

= (7 U( )) + yV7 ( − )− yV7 = (7 U ).
+ +
+' +'
(,)G m n⇒m nm n = ( )d( )
( + 0 + ') +0 + ' +0 + '
+' +'
G M ( )N = G m n=G m n= '
G E F
+0 + ' ( + ') + + ++

= '
1 = ( ),

G Md( )N = G m n= '
G m n= '
7U = 4( )
( + ') + + ++

By convolution theorem, we have

G M ( )d( )N (B)4( − B) B = ∗4=4∗

+'
∴ G m n= 'B
yV7 B . '( B)
7 U ( − B) B
( + 0 + ')
56
' '
= (yV7 B 7 U ( − B) B = (7 U +7 U( − +B) B
+ +

' '
= mB 7 U + yV7 ( − +B)n = m 7U + yV7 − yV7 n
+ + + + +
'
= -( .
+
6) Using Convolution theorem, evaluate

G m n⇒m nm n = ( )d( )
( + )' + ( + )

G M ( )N = G m n= -( = ( ),
+
− − -(
G Md( )N = G m n= -( ⇒G m n= = 4( )
( + ) ( + )

Since G m d( )n = − 4( )

By convolution theorem, we have

G M ( )d( )N (B)4( − B) B = ∗4=4∗

∴ G m n= -( ( − B) . B -( B B
( + )' '

= '
(B -( ( − B) -( B B = '
B(1 ( − B) − 1 ) B

B B
= K− -( ( − B) − 1 ( − B) − 1 L
' +

= K -( − 1 + 1 − 1 L
' + +

= ( -( − 1 ).
+ +

Another solution
57
G m n⇒m nm nm n = ( ) ( )d( )
( + )' + + +

G M ( )N = G m n= -( = ( ),
+

G Md( )N = G E F=1 = 4( ),
+
By convolution theorem, we have

G M ( ) ( )N (B) ( − B) B = ∗

∴ G m n= -( ( − B) . -( B B
( + )

= (1 ( B− )−1 ) B

= m -( ( B− )+ -( ( B− )−B1 n

= '
( -( − 1 ) = .( )

Again, by convolution theorem, we have

G Md( )Ö( )N .(B)4( − B) B = 4 ∗ . = . ∗ 4

∴ G m n= ( -( − 1 ).1 ( − B)) B
( + )' '

= ( -( 1 ( − B) − . 1 ( − B) 1 ). B
+ '

= ( -( + -( ( B − ) − .1 +1 ( B − ) ). B
+ '

= ( -( − 1 ).
+ +

58
7) Find ( )in the following integral equations:

(-) ( ) = + B ( − B) B , (--) ( )= + 1 ( − B) (B) B

(--) M ( )N = 1 ( − B) (B) B , - ( )= .

Solution

(i) Taking Laplace transforms on both sides of the given equation, we get

G( ( )) = G( ) + G B ( − B) B)

Using Convolution theorem, we have

GM ( )N = G( ) + G( )G( ( ))

1 1
( )+ + ( ) ⇒ ( )m − n= ⇒ ( )= +
+ + Q© QŸ
Hence, taking inverse Laplace transforms on both sides of the given
relation, we get

G M ( )N = G m + '
n⇒ ( )= + .

Solution (ii)

Taking Laplace transforms on both sides of the given equation, we get

GM ( )N = G( ) + G( 1 ( − B) (B) B )

Using Convolution theorem, we have

GM ( )N = G( ) + G(1 )G( ( ))

+
( )+ + ( ) ⇒ ( )m − n= ⇒ ( )=
+ + ( − )

Hence, taking inverse Laplace transforms on both sides of the given


relation, we get

59
+
G M ( )N = G K L⇒ ( )=G m n+G m n
( − ) ( − ) ( − )

⇒ ( )=G m + − + n= + − + .
− ( − )

Solution (iii)

Taking Laplace transforms on both sides of the given equation, we get

G€ ( )• = G( 1 ( − B) (B) B )

Using Convolution theorem, we have

G€ ( )• = G( ) + G(1 )G( ( ))

+
( )− ( )+ ( ) ⇒ ( )E − F= ⇒ ( )=
+ + '

Hence, taking inverse Laplace transforms on both sides of the given


relation, we get

+
G M ( )N = G K '
L⇒ ( )=G m n+G m 'n = + .

2.3.9. INVERSE LAPLACE TRANSFORMS BY THE METHOD OF

PARTIAL FRACTIONS

Introduction
I
+ I I
++ I I
+ ⋯+
G
I
{( (+{
(
( + +{( ( +⋯+{

be a proper rational algebraic function of s with I < ¬ . The


denominator of this quotient can be factorised into linear and quadratic

+ { is any linear non-


factors. The given rational function can be expressed as the sum of partial
fractions as per the rules given below :(i) If

60
.
×
repeated factor in the denominator, then there corresponds

${
a partial fraction of the form

(ii) If + { is any linear factor repeated r (∊ N) times in the denominator,

× } É
then there corresponds partial fractions of the form

, , ,…, I .
+{ ( + {) ( + {)'
+ { + 1 is any irreducible quadratic factor in the denominator,
.
× $}
(iii) If

${ $1
then there corresponds partial fraction of the form

(iv) If + { + 1 is any irreducible factor repeated r (∊ N) times in the

× +} × +}
denominator, then there corresponds partial fractions of the form

, ,…, I .
+{ +1 ( + { + 1)
The quantities A, B, C, D, ...... are all constants independent of s.
The constants A, B, C, D, ...... occurring in the numerators of the
partial fractions are determined by simplifying the sum of partial
fractions and then giving various values to s, to obtain equations
involving unknown constants or by comparing the coefficients of
like powers of s.

Then the given proper fraction can be expressed as the sum of its partial
fractions. Thus, by using linearity of inverse Laplace transform and
elementary inverse Laplace transform formulae, the inverse Laplace
transform of the given proper fraction is found. If the given fraction is not
proper, then division of numerator by denominator is carried first.

Example 8. Find the inverse Laplace transform of the following functions :


−' + +,
(-) , (--) ,
( − )( − )( − ') ( − ) ( + )

− '' − + '
(---) , (-P) ,
( + )( − )' ( − 2)( − , + 0)

61
, +'
(P) , (P-)
( − )( + + ,) ( + + + )

Solution

(i) Here the denominator has non-repeated linear factors.

−' × } É
Let

= + +
( − )( − )( − ') ( − ) ( − ) ( − ')

Multiplying both sides by ( − )( − )( − '), we get

− ' = ×( − )( − ') + }( − )( − ') + É( − )( − )

Putting ( = ), we get − = ×( − )( − ') ⇒ × = −

Putting ( = ), we get = }( − )( − ') ⇒ } = −

Putting ( = '), we get ' = É(' − )(' − ) ⇒ É =


'

−' − '
Thus,

= − +
( − )( − )( − ') ( − ) ( − ) ( − ')
−' − '
G m n=G m n−G m n+G m n
( − )( − )( − ') ( − ) ( − ) ( − ')
'
=− − + '
.

(ii) Here the denominator has a linear factor repeated twice

+ +, × } É
= + +
Let

( − ) ( + ) ( − ) ( − ) ( + )
Multiplying both sides by ( − ) ( + ), we get

+ + , = ×( − )( + ) + }( + ) + É( − )
Putting = we get l = }( + ) ⇒ } = '

62
Putting ( = − ),, we get −' = É(− − ) ⇒ É = −
'

= ,, we get , = ×(− ) + } + É ⇒ × =
'
Putting

'
Thus, the partial fraction is

+ +,
= + −
( − ) ( + ) '( − ) ( − ) '( + )
+ +, '
G m n=G K L+G K L−G K L
( − ) ( + ) '( − ) ( − ) '( + )

= +' − .
' '
(iii) Here the denominator has a linear factor repeated thrice

− '' × } É Ù
= + + + +
Let

( + )( − )' ( + ) ( − ) ( − ) ( − )'

Multiplying both sides by ( + )( − )' , we get

− '' = ×( − )' + }( − ) ( + ) + É( − )( + ) + Ù( + )
Putting = − , we get −,+ = ×(− − )' ⇒ −,+ = − 2× ⇒ × =
Putting =− , we get l = Ù( + ) ⇒ Ù = '
Equating coefficients of '
=×+} ⇒}= −

Putting = , we get −'' = ×(−3) + +} − É + Ù ⇒ É = 0

0 '
Thus, the partial fraction is

− ''
= − + +
( + )( − )' ( + ) ( − ) ( − ) ( − )'
− '' 0 '
G m n=G m n−G m n+G m n+G m n
( + )( − )' ( + ) ( − ) ( − ) ( − )'

'
= − +0 + .

63
Solution (iv)

− + ' − + '
=
( − 2)( − , + 0) ( − 2)( − )( − '))

repeated. Then by short-cut method,


is a proper fraction. The factors in the denominator are linear and non-

− + ' (2) − (2) + ' ( ) − ( ) + ' (') − (') + '


= + +
( − 2)( − )( − ') ( − 2)(,)(+) (−,)( − )(− ) (−+)(− )( − ')

−3 −' −3 '
= + + =− − +
( − 2) ,( − ) (−+)( − ') ,( − 2) ,( − ) ( − ')

− + ' '
G K L = −G m n−G m n+G m n
( − 2) ( − , + 0) ,( − 2) ,( − ) ( − ')

'
=− 2
− + '
.
, ,

Solution (v)

Here the denominator has a non-factorisable quadratic factor + + ,.


, +' × } +É
= +
( − )( + + ,) − + +,

Multiplying both sides by ( − )( + + ,), we get

, + ' = ×( + + ,) + ( } + É)( − )

Putting = , we get 3 = 3× ⇒ × =
Equating coefficients of =×+} ⇒}= −

Putting = , we get ' = ×(,) − É + Ù ⇒ É = ,× − ' =


Thus, the partial fraction is
, +' −
= −
( − )( + + ,) − + +,

64
, +' + −'
K L=K L−K L
( − )( + + ,) − ( + ) ++

+ '
=K L−K L+K L
− ( + ) ++ ( + ) ++

, +' + '
G K L=G K L−G K L+G K L
( − )( + + ,) − ( + ) ++ ( + ) ++

'
= − 1 + -( .

Solution (vi)

Here the denominator has a non-factorisable quadratic factor +


+ + .

= = =
( + + + ) ( + + + )− ( + )− ( − + )( + + )
× +} É +Ù
= +
( + + ) ( − + )

Multiplying both sides by ( − + )( + + ), we get

= (× + })( − + ) + (É + Ù)( + + )

Equating coefficients of '


= × + É ⇒ × = −É (1)

Equating coefficients of = −× + } + É + Ù (2)

Equating coefficients of =×−}+É+Ù (3)

Putting = , we get = } + Ù ⇒ Ù = −} (4)

From (2) = −× + } + É − } ⇒ × = ( É= I( )

From (3) =×−}+É−} ⇒}= ( Ù=

Thus, the partial fraction is

=− +
( + + + ) ( + + ) ( − + )

65
=− +
( + + + ) E( + ) + +F
'
mE − F + +n
'

G m n=− G ‚ ƒ+ G ‚ ƒ
( + + + ) E( + ) + +F
'
E( − ) + +F
'

− G ‚ ƒ+ G ‚ ƒ
E + +F E + +F
' '

√' √'
= K -( − -( L
√' √'

√' − √'
= -( ‚ ƒ= -( -(. m n.
√' √'

Example 8. Find the inverse Laplace transform of the following functions :


'
+ ++ +
(-) , (--)
( + )( + + ) ( + )'

Solution (i)
'
+ ++ +
( )=
( + )( + + )
is a proper function and Let
'
+ ++ + × +} É +Ù
= +
( + )( + + ) ( + ) ( + + )

Multiplying both sides by ( + + )( + ), we get


'
+ ++ + = (× + })( + + ) + (É + Ù)( + )

Equating coefficients of '


=×+É (1)

Equating coefficients of =×+}+ Ù (2)

Equating coefficients of + =×+}+É (3)

66
Putting = , we get =}+Ù (4)

From (2-4) ⇒×= from (1) =×+É⇒ É=

From (3) + = × + } + É ⇒ } = ( Ù=−

Thus, the partial fraction is


'
+ ++ + + −
= +
( + )( + + ) ( + ) ( + + )
'
+ ++ + −
= + +
( + )( + + ) ( + ) ( + ) ( + + )
' + ++ + −
∴G K L=G m n+G K L+G K L
( + )( + + ) ( + ) ( + ) ( + + )

+
√'
'
=1 + -( + G Ñ Ò− . G Ñ Ò
mE + F + +n
' √' mE + F + +n
'

√' √'
=1 + -( + K1 K L − √' -( K L L.

(--) (
$ )'
Solution (ii)

Put + = B or =B− or ( ) = (B − ) = B − B +

B − B+
( )= = = − + = − +
( + )' B' B B B' + ( + ) ( + )'

∴G K L=G K L−G K L+G K L


( + )' + ( + ) ( + )'

= − + .

2.3.10. HEAVISIDE'S EXPANSION THEOREM

Let ( ) and 4( ) be two polynomials in s, where ( ) has degree less than


that of d( ), if d( ) has n distinct zeros, " , = , , ', ..

i.e. d( ) = ( − " )(( − " )(( − "' ) … (( − "( )


67
( )
d( )
Inverse Laplace formula is given by

( ) ("- )
(

G K L=Û "-
d( ) dˊ("- )
-‡

Example 10. Find the inverse Laplace transform of the following functions :

−0 +,
G K L
( '−0 + − 0)

Solution. Here, we have

( )= − 0 + ,, d( ) = '
−0 + − 0 = ( − )( − )( − ')

d( ) = ( − )( − )( − ') = ⇒ = , ,'

dˊ( ) = ' − + ⇒ dˊ( ) = , dˊ( ) = − , dˊ(') =

( ) ("- ) ( ) ( ) (' )
'

G K L=Û "- = + + '


d( ) dˊ("- ) dˊ( ) dˊ( ) dˊ('
-‡

,
= − + '
.

68
69
70
71
Chapter 3
SOLUTION OF DIFFERENTIAL EQUATIONS

BY USING LAPLACE TRANSFORMATION


The Laplace transform method of solving differential equations yields
particular solutions without the necessity of first finding the general
solution and then evaluating the arbitrary constants. This method is, in
general, shorter than our earlier methods and is especially useful for
solving linear differential equations with constant coefficients. Thus
Laplace transform is a very powerful technique to solve linear differential
equations both ordinary and partial and system of simultaneous differential
equations.

For example, consider a second order linear differential equation

~ž ′( ) + ~′( ) + ~( ) = ( )

where , are constants with initial conditions ~( ) = × and ~′( ) = }.

the formulae on Laplace transforms of the derivatives ~′( ) and ~′′( ).


Taking Laplace transforms on both sides of the above equation and using

We recall the formulae for immediate reference.

L (~′( ) = GM~( )N − ~( )

GM~′′( )N = GM~′′( )N − ~( ) − ~′( )

G(~′′′( )) = '
GM~žžž( ) N − ( ) − ~′( ) − ~′′( ) and so on.

Example 1. Using Laplace transform, find the solution of the initial value

Problem (IVP)

~( )
(-) + l~( ) = 01 (' ), ~( ) = , S′( ) = .

Solution Given differential equations is

~′′( ) + l~( ) = 01 (' )

72
Taking Laplace transform on both sides, we get

GM~′′( )N + GMl~( )N = G(0 1 (' ))

0
⇒ Ü( ) − ~( ) − ~ˊ( ) + lÜ( ) =
+l
where ~( ) = , ~ˊ( ) =
0
⇒ Ü( ) − + lÜ( ) =
+l
0 0
⇒ Ü( )( + l) = + = +
+l ( + l) +l

Taking the inverse Laplace transform of both sides, we get


0 0
G MÜ( )N = G− K + L = G− K L + G− K L
+l ( + l) +l ( + l)
8
~( ) = 1 (' ) + -( (' ) Ý-(1 G m n = 7 U(°8).
( + ) °
Example (ii)

~( ) ~( )
(--) + − '~( ) = -( , ~( ) = , S′( ) = .

Solution Given differential equations is

~′′( ) + S′( ) − '~( ) = -(

Taking Laplace transform on both sides, we get

GM~′′( )N + G( S′( )) − GM' ~( )N = G( -( )

⇒ Ü( ) − ~( ) − ~ˊ( ) + M Ü( ) − ~( )N − ' Ü( ) =
+
where ~( ) = , ~ˊ( ) =

⇒ Ü( ) + Ü( ) − ' Ü( ) =
+

⇒ Ü( )( + − ') = ⇒ Ü( ) =
+ ( + )( + − ')

73
Taking the inverse Laplace transform of both sides, we get

G MÜ( )N = G K L = G− K L

( + )( + − ') ( + )( − ))( + ')
× +} É Ù
= + +
( + )( − ))( + ') ( + ) ( + ') ( − )

Multiplying by ( + )( − ))( + '), we get

= (× + })( + ')( − ) + É( + )( − ) + Ù( + )( + ')

= = 3Ù ⇒ Ù =
3
Putting we get

= −', we get = −+ É ⇒ É = −
+
Putting

Putting = , we get = −'} − É + 'Ù ⇒ } = − E − − F=−


'
' + 3 ,

'
= × + É + Ù ⇒ × = −É − Ù = − =−
+ 3
Equating coefficients of ,

Thus, the partial fraction is


+
∴ =− − +
( + )( − ))( + ') ( + ) + ( + ') 3 ( − )

=− K + L− K L+ K L
( + ) ( + ) + ( + ') 3 ( − )

Taking the inverse Laplace transform of both sides, we get

G K L=− G K L− G K L
( + )( − ))( + ') ( + ) ( + )

− G K L+ G K L
+ ( + ') 3 ( − )

∴ ~( ) = − 1 −− -( − '
+ .
, + 3
Example (iii)

~( ) ~( )
(---) + + ,~( ) = -( , ~( ) = , ~′( ) = .
74
Solution Given differential equations is

~′′( ) + ~′( ) + ,~( ) = -(

Taking Laplace transform on both sides, we get

GM~ˊˊ( )N + GM ~ž ( )N + GM, ~( )N = G( -( )

⇒ Ü( ) − ~( ) − ~ˊ( ) + M Ü( ) − ~( )N + , Ü( ) =
( + ) +

where ~( ) = , ~′( ) =

⇒ Ü( ) − + Ü( ) + , Ü( ) =
( + ) +

+ +'
⇒ Ü( )( + + ,) = + =
( + ) + ( + ) +

+ +'
⇒ Ü( ) =
( + + )( + + ,)

Taking the inverse Laplace transform of both sides, we get

+ +'
G MÜ( )N = G K L

( + + )( + + ,)

+ +' × +} É +Ù
= +
( + + )( + + ,) ( + + ) ( + + ,)

Multiplying by( + + )( + + ,), we get

+ + ' = (× + })( + + ,) + (É + Ù)( + + )

Equating coefficients of '


=×+É (1)

Equating coefficients of = ×+}+ É+ Ù (2)

Equating coefficients of = ,× + } + É + Ù (3)

Putting = , we get ' = ,} + Ù (4)

From (1) , (2) & (4) ' = ,} + Ù, = } + Ù ⇒ } = ,Ù = ⇒×=É=


' '

75
Thus, the partial fraction is

+ +'
= +
( + + )( + + ,) '( + + ) '( + + ,)

Taking the inverse Laplace transform of both sides, we get

+ +'
G KÜ( ) = L
( + + )( + + ,)

= G K L+ G K L
' ( + + ) ' ( + + ,)

= G K L+ G K L
' ( + ) + ' ( + ) + +)

∴ ~( ) = -( + -( .
' '
Example (iv)

~( )
(-P) + l ~( ) = lB( − '), ~( ) = , ~′( ) = .

Solution Given differential equations is

~′′( ) + l~( ) = lB( − ')

Taking Laplace transform on both sides, we get

GM~′′( )N + GMl ~( )N = G(lB( − '))

l '
⇒ Ü( ) − ~( ) − ~ˊ( ) + l Ü( ) =

where ~( ) = , ~′( ) =

l '
l '
⇒ Ü( )( + l) = ⇒ Ü( ) =
( + l)

Taking the inverse Laplace transform of both sides, we get

l −'
G MÜ( )N = ~( ) = G K L

( + l)

76
' '
'G m n = ' -( ' ⇒ 'G m n=' -( 'P P = ( − 1 ' )
( + l) ( + l)

∴ ~( ) = ' ( −1 ' )=M −1 '( − ')NB( − '). )

Example (v)

~( )
(P) + ~( ) = 1 , ~( ) = , ~′( ) = .

Solution Given differential equations is

~′′( ) + ~( ) = 1

Taking Laplace transform on both sides, we get

GM~′′( )N + GM ~( )N = G( 1 )

⇒ Ü( ) − ~( ) − ~ˊ( ) + Ü( ) = − † ˆ
++
where ~( ) = , ~′( ) =

−+ −+
⇒ Ü( )( + )=; < ⇒ Ü( ) =
( + +) ( + )( + +)

Taking the inverse Laplace transform of both sides, we get

−+
G MÜ( )N = ~( ) = G € •

( + )( + +)

−+ O−+
= 5 O=
( + )( + +) (O + )(O + +)
O−+ × } É
= + +
(O + )(O + +) (O + ) (O + +) (O + +)

Multiplying by (O + )(O + +) , we get

O − + = ×(O + +) + }(O + )(O + +) + É(O + )

Putting O = − , we get −, = l× ⇒ × = −
,
l

Putting O = −+ we get −3 = −'É ⇒ É =


3
'
77
Equating O , we get = × + } ⇒ } = −× =
,
l

O−+ , , 3
=− + +
(O + )(O + +) l(O + ) l(O + +) '(O + +)

Putting O =

−+ , , 3
=− + +
( + )( + +) l( + ) l( + +) '( + +)

Taking the inverse Laplace transform of both sides, we get

, , 3
G MÜ( )N = − G K L+ G K L+ G € •
l + l ++ ' ( + +)

, , 3
∴ ~( ) = − -( + -( + K ( -( − 1 )L
l 3 ' 0

which on simplification gives


, +
~( ) = − -( + -( + 1 .
l l '
Example (vi)

(P-) M~( )N − ~( ) + ~( ) − ~( ) = , ~( ) = , ~′( ) = .

Solution Given differential equations is

~′′( ) − ~′( ) + ~′( ) − ~( ) =

Taking Laplace transform on both sides, we get

GM ~ˊˊ( )N − GM ~ˊ( )N + G(~ˊ( )) + GM ~( )N = G( 1 )

− E Ü( ) − ~( ) − ~ˊ( )F + ? Ü( ) − ~( )@ + Ü( ) − ~( ) − Ü( ) =

where ~( ) = , ~′( ) =

− ( Ü( ) − − )+ ? Ü( ) − @ + Ü( ) − − Ü( ) =

78
Ü( ) Ü( )
⇒− −( Ü( ) + )+ + Ü( ) + Ü( ) − − Ü( ) =

Ü( ) Ü( ) Ü( )
⇒− ( − ) − ( Ü( ) ) = ⇒ + =

Ü( ) É
⇒ + = ⇒ H 4MÜ( )N + H 4( − ) = H 4 É ⇒ Ü( ) =
Ü( )) − −

Taking the inverse Laplace transform of both sides, we get


É
G MÜ( )N = ~( ) = G− K L ⟹ ~( ) = É

Putting ~( ) = , ⇒ É = ⇒ ~( ) = .

Example (vii)

~( ) ~( )
(P--) + + ,~( ) = 3 -( + + 1 , ~( ) = , S(Þ/+) = .

Solution Given differential equations is

~′′( ) + ~′( ) + ,~( ) = 3 -( + + 1

Taking Laplace transform on both sides, we get

GM~′′( )N + GM ~′( )N + GM, ~( )N = G( -( + + 1 )

3 +
⇒ Ü( ) − ~( ) − ~ˊ( ) + M Ü( ) − ~( )N + , Ü( ) = +
+ +
where ~( ) = , ~′( ) = ×, we get
3 +
⇒ Ü( ) − − × + Ü( ) − + , Ü( ) = +
+ +
3 +
⇒ Ü( )( + + ,) = × + + + +
+ +
×+ + + +( + )
⇒ Ü( ) = +
( + + ,) ( + + ,)( + )
×+ + 3++
⇒ Ü( ) = + +
(( + ) + +) (( + ) + +) ( + + ,)( + )

79
3++ ß +} É +Ù
= +
( + + ,)( + ) ( + ) ( + + ,)

Multiplying by ( + + ,)( + ), we get

+ + 3 = (ß + })( + + ,) + (É + Ù)( + )

Equating coefficients of '


=ß+É (1)

Equating coefficients of = ß+}+ Ù (2)

Equating coefficients of + = ,ß + } + É (3)

Putting s0, we get 3 = ,} + Ù (4)

Solving equations (1)-(4) we get } = −Ù = , ß = É =


Thus, the partial fraction is
3++
= −
( + + ,)( + ) ( + ) ( + + ,)
×+ +
Ü( ) = + + −
(( + ) + +) (( + ) + +) ( + ) ( + + ,)

Taking the inverse Laplace transform of both sides, we get


×+ +
G MÜ( )N = G K L +G K L
(( + ) + +) (( + ) + +)

+G K L−G K L
( + ) (( + ) + +)
(× + )
∴ ~( ) = -( + 1 + -( − -(

(× − ) h h
= (h/+)
-( E F+ (h/+)
1 (h/+) + -( E F
+ +
+
+ = (× − ) (h/+)
+ ⇒×=+ (h/+)
m − n−
√ √
Example (viii)

80
~( ) ~( )
(P---) + − ~( ) = , ~( ) = , ~′( ) = .

Solution Given differential equations is

~′′( ) + ~′( ) − ~( ) =

Taking Laplace transform on both sides, we get

GM~′′( )N + GM ~′( )N − GM ~( )N =

⇒ Ü( ) − ~( ) − ~ˊ( ) − M Ü( ) − ~( )N − Ü( ) =

where ~( ) = , ~′( ) = , we get


Ü( ) Ü( )
⇒ Ü( ) − − − Ü( ) − Ü( ) ⇒ Ü( )( − )− =

Ü( )
⇒ + m − n Ü( ) = −

+ ²(i)~ = à(i)
~
This is a linear differential equation of the type

where P and Q are functions of x (or s) alone

⇒ ¤. . = =
mE F n

Solution of the differential equation is

Ü( ) = − m n +É=− +É

Where C is a constant of integration. C must vanish if ~( )is a transform


since y → 0 as s → ∞

Taking the inverse Laplace transform of both sides, we get

G MÜ( )N = G m n =

Example (ix)

~( ) ~( )
(-i) + + ~( ) = 1 , ~( ) = , ~′( ) = .

81
Solution Given differential equations is

~′′( ) + ~′( ) + ~( ) = 1

Taking Laplace transform on both sides, we get

GM ~′′( )N + GM~′′( )N + GM ~( )N = G(1 )

⇒− ( Ü( ) − ~( ) − ~ˊ( )) + M Ü( ) − ~( )N − Ü( ) =
+
where ~( ) = , ~′( ) = , we get
Ü( )
⇒− Ü( ) − Ü( ) + + Ü( ) − − =
+
Ü( ) Ü( )
⇒− ( + ) − = ⇒ =− −
+ ( + ) +
Taking the inverse Laplace transform of both sides, we get

Ü( )
G K L = −G m n−G E F
( + ) +

− ~( ) = − -( − -( ⇒ ~( ) = m + n -( .

3.2. Solution of Simultaneous Differential Equations

Example 1. Solve the simultaneous equations using Laplace transforms,


~( ) i( )
(-) = ~ − i, = i − '~, i( ) = 3, ~( ) = '

Solution We have
i( ) ~( )
− i( ) + '~( ) = , − ~( ) + i( ) =

Taking Laplace transforms on both sides of these, we get

i( ) ~( )
GK L − GM i( )N + GM'~( )N = , GK L − GM~( )N + G( i( ) ) =

á( ) − i( ) − á( ) + 'Ü( ) = , Ü( ) − ~( ) − Ü( ) + á( ) =

82
Using initial values, Since, i( ) = 3, ~( ) = ', we get

á( )( − ) + 'Ü( ) = 3, ( ) Ü( )( − ) + á( ) = ' ( )

Solving the Eqns. (1) and (2) Multiplying ( − ) in the Eqn. (1) and
Multiplying 3 by (2)

á( )( − )( − ) + '( − )Ü( ) = 3, 'Ü( )( − ) + 0á( ) = l

Subtracting, we get
3 − 2
á( )( − +)( + ) = 3 − 2 ⇒ á( ) =
( − +)( + )

By partial fraction
' ,
á( ) = +
( − +) ( + )

Taking the inverse Laplace transform of both sides, we get


' ,
G Má( )N = G m n+G m n ⇒ i( ) = ' +
+,
( − +) ( + )
i( )
− i( ) + '~( ) = +
−, −0 +
− + '~( ) =

⇒ ~( ) = , − +
.

Example (ii)
i( ) ~( )
(--) − ~=1 , + i = -( , i( ) = , ~( ) =

Solution We have
i( ) ~( )
− ~=1 , + i = -(

Taking Laplace transforms on both sides of these, we get

i( ) ~( )
GK L − GM ~( )N = +G(1 ), GK L + GMi( )N = G( -( )

á( ) − i( ) − Ü( ) = , Ü( ) − ~( ) + á( ) =
++ ++
83
Using initial values, Since, i( ) = , ~( ) = , we get

á( )( ) − − Ü( ) = , ( ) Ü( )( ) + á( ) = ( )
++ ++
Solving the Eqns. (1) and (2). Multiplying (s) in the Eqn. (1) and Multiplying
2 by (2)

+
á( ) − Ü( ) = + , Ü( ) + +á( ) =
++ ++
Adding the above equations , we get

++
á( ) + +á( ) = + ⇒ á( ) = +
++ ++ ++
Taking the inverse Laplace transform of both sides, we get

G Má( )N = G m n+G E F ⇒ i( ) = -( +1
++ ++
i( )
− ~=1 ⇒1 − -( − ~( ) = 1

⇒ ~( ) = − -( .

Example (iii)
i( ) ~( )
(---) −~= , + i = -( , i( ) = , ~( ) =

Solution We have
i( ) ~( )
−~= , + i = -(

Taking Laplace transforms on both sides of these, we get

i( ) ~( )
GK L − GM~( )N = +G( ), GK L + GMi( )N = G( -( )

á( ) − i( ) − Ü( ) = , Ü( ) − ~( ) + á( ) =
− +
Using initial values, Since, i( ) = , ~( ) = , we get

84
á( ) − − Ü( ) = , ( ) Ü( ) + á( ) = ( )
− +
Solving the Eqns. (1) and (2). Multiplying (s) in the Eqn. (1)

á( ) − Ü( ) = + , Ü( ) + á( ) =
− +
Adding the above equations , we get

á( ) + á( ) = + + ⇒ á( ) = +
− + ( + )( − ) ( + )

Taking the inverse Laplace transform of both sides, we get

G Má( )N = G K L+G m n
( + )( − ) ( + )

We know

G m n= ( -( − 1 )
( + ) '

and using partial fraction

× +} É
= + ⇒ = (× + })( − ) + É( + )
( + )( − ) ( + ) ( − )

Put = ⇒1= , = ⇒}= ( ×= .

Now

G Má( )N = G m n+ G m n+ G m n+G m n
( + )) ( + )) ( − ) ( + )

⇒ i( ) = (1 + -( + ) + ( -( − 1 )

= ( -( + +1 − 1 )

Substituting in equation
i( )
−~= ⇒ ( 1 + − -( − 1 + -( ) − ~( ) =

85
⇒ ~( ) = (1 − − -( + -( ).

Example (iv)

i( ) ~( ) i( ) ~( )
(-P) +, −i= , − + +~ = ,

i( ) ~( )
i( ) = , ~( ) = , = , =

Solution We have

i( ) ~( ) i( ) ~( )
+, −i= , − + +~ =

Taking Laplace transforms on both sides of these, we get

i ~ i ~
GK L + ,G m n − G(i) = G( ), Gm n − G( ) + +G(~) = G( )

á( ) − i( ) − iˊ( ) + , Ü( ) − ,~( ) − á( ) = ,

á( ) − i( ) − Ü( ) − ~( ) − ~ˊ( ) + +Ü( ) =

Using initial values, these equations reduce to

( − ) á( ) + , Ü( ) = , ( ) á( ) − ( − +)Ü( ) = ( )

Solving the Eqns. (1) and (2). Multiplying ( − +) in the Equation (1) and
Multiplying (, ) in the equation (2) and adding, we have

−+
(( − )( − +) + )á( ) = +

−+ , +
⇒ á( ) = =− + −
( + )( + +) ( + ) ( + +)

Taking the inverse Laplace transform of both sides, we get


, +
G Má( )N = −G m n+G m n−G m n
( + ) ( + +)

86
⇒ i( ) = − + -( − -( .

Again eliminating x(s) between (1) and (2). , Multiplying ( − ) in the


Equation (2) and Multiplying 2s in the equation (− ) and adding, we have

( − )
(( − )( − +) + )~( ) = +

+−
⇒ Ü( ) = = − +
( + )( + +) ( + ) ( + +)

Taking the inverse Laplace transform of both sides, we get

G MÜ( )N = G m n−G m n+G m n


( + ) ( + +)

~( ) = − 1 +1 .

Hence the desired solution of the given simultaneous equations is

i( ) = − + -( − -( ,

~( ) = − 1 +1

3.4 Solution of Integral Equations Using Laplace Transformation

3.4.1. DEFINITION OF INTEGRAL EQUATION

An equation involving an unknown function under the integral and perhaps


also outside it is called an integral equation. For example the equation
{
~( ) = ( ) + ~(B) 5( , B) B

where ( ) , 5( , B) are known functions and the function ~( ) is to be


determined, is an integral equation.

If the integral involved in an integral equation is of the form

~(B) 5( − B) B, then the integral equation is said to be an integral


equation of convolution type.

3.4.2. METHOD OF SOLVING INTEGRAL EQUATION OF

CONVOLUTION TYPE
87
G ~( ) = ( ) + ~(B) 5( − B) B ( )

the convolution of the functions ~( )and 5( ).


be an integral equation of convolution type. The integral on the right side is

∴ (1) can be written as ~( ) = ( ) + ~( ) ∗ 5( ))


Taking the Laplace transform on both sides, we get

G(~( )) = G( ( )) + G( ~( ) ∗ 5( )).

⟹ G(~( )) = G( ( )) + G( ~( )) ∗ 5( )). (By convolution theorem)

⟹ Ü( ) = ( ) + Ü( )ß( ),

( ) ( )
⟹ M − ß( )NÜ( ) = ( ) ⇒ Ü( ) = ⇒ G MÜ( )N = G K L
− ß( ) − ß( )

( ) ( )
⟹ G MÜ( )N = G K L ⇒ ~( ) = G K L
− ß( ) − ß( )

This gives the solution of the given integral equation.

Example 1. Solve the following integral equation by using Laplace

transforms :

(-)~( ) = + ~(B) -(( − B) B

Solution We have

~( ) = + ~(B) -(( − B) B ⇒ ~( ) = + ~( ) ∗ -(

Taking the Laplace transform, we get

GM~( )N = G( ) + G(~( ) ∗ -( ) ⇒ Ü( ) = + Ü( ).
+

⇒m − n Ü( ) = ⇒ Ü( ) = +
+ '

Taking the inverse Laplace transform, we get

88
⇒ G MÜ( )N = G m n+G m ' n ⇒ ~( ) = + .

Example (ii)

(--) ~( ) = − ~(B) B
B

Solution (ii) We have

~( ) = − ~(B) B
B= − ~(B) ( B)
B

⇒ ~( ) = − ~( ) ∗

Taking the Laplace transform, we get

GM~( )N = G( ) − G(~( ) ∗ ) ⇒ Ü( ) = − Ü( ).
( − ) −

⇒m + n Ü( ) = ⇒ Ü( ) = =
− ( − ) ( − ) −
Taking the inverse Laplace transform, we get

⇒ G MÜ( )N = G m n ⇒ ~( ) = -(. .

Example (iii)

(---) ~( ) = − ~(B) 1 ( − B) B

Solution (iii) We have

~( ) = − ~(B) 1 ( − B) B ⇒ ~( ) = − ~( ) ∗ 1

Taking the Laplace transform, we get

GM~( )N = G( ) − G(~( ) ∗ 1 ) ⇒ Ü( ) = − Ü( ).
+ +
+
⇒m + n Ü( ) = ⇒ Ü( ) =
+ + ( + )'

89
+ (B − ) ) + B − B +
5 B= + ⇒ = = = − +
( + )' B' B' B B B'

⇒ Ü( ) = − +
+ ( + ) ( + )'

Taking the inverse Laplace transform, we get

⇒ G MÜ( )N = G m n−G m n+G m n


+ ( + ) ( + )'

⇒ ~( ) = ( − + )= ( − ) .

Example (iv)

(-P) + − = ~(B) ( − B) B

Solution (iv) We have

+ − = ~(B) ( − B) B⇒ + − = ~( ) ∗ ( )

Taking the Laplace transform, we get

ÏE F h
G( + − ) = G E~( ) ∗ ( ) F ⇒ + − '
= Ü( ). = Ü( )p

⇒ Ü( ) = m + − n
√h / '/ ,/

Taking the inverse Laplace transform, we get

⇒ G MÜ( )N = G K + − L= ‚G K L+G K 'L − G K , Lƒ


√h √h
' ,

8 8 8 3 '
'

⇒ ~( ) = ‚ + − ƒ == =8 + +8 − 8 >.
√h Ï( / ) Ï('/ ) Ï(,/ ) h '

90
3.5. INTEGRO-DIFFERENTIAL EQUATION

An equation involving an unknown function under the integral and perhaps


also outside it and the derivatives of the unknown function is called an
integro-differential equation.

The method of solving an integro-differential equation is same as that of


solving an integral equation

Example 1. Solve the following integro-differential equation using Laplace

transforms :

(-) ~′( ) = + 1 (B) ~( − B) B, ~( ) = +

Solution (i) We have

~′( ) = + 1 (B) ~( − B) B, ~( ) = + ⇒ ~′( ) = + ~( ) ∗ 1

Taking the Laplace transform, we get

GM~′( )N = G( ) + G(~( ) ∗ 1 ) ⇒ Ü( ) − ~( ) = + Ü( ).
+
'
++
⇒ Ü( ) − + = + Ü( ). ⇒ Ü( ) K L=
+ +

( + + )( + ) + ,
⇒ Ü( ) = ,
= + '
+ ,

Taking the inverse Laplace transform, we get


+ , + ,
⇒ G MÜ( )N = G m + '+ ,
n=G m n+G m 'n − G m ,n

,
⇒ ~( ) = m+ + − +
n.
+
Example (ii)

(--) ~′( ) + +~( ) + , ~(B) B = , ~( )

91
Solution (ii) We have

~′( ) + +~( ) + , ~(B) B = , ~( ) ⇒ ~′( ) + +~( ) + , ~( ) ∗ =

Taking the Laplace transform, we get

GM~′( )N + GM+~( )N + G(, ~( ) ∗ ) = G( )

, ,
⇒ Ü( ) − ~( ) + +Ü( ) + Ü( ) = ⇒ Ü( ) m + + + n =
+ +
++ +,
⇒ Ü( ) K L= ⇒ Ü( ) =
+ ( + )( + + + ,)

Using partial fraction


× } +É
= +
( + )( + + + ,) ( + ) ( + + + ,)

Multiplying by (s +1) (s2 +4s+5), we get

= ×(( + + + ,))(} + É)( + )

Putting = − , we get − = × ⇒×=−

= , we get = ,× + É ⇒ É = −,× =
,
Putting

Equating coefficients of = × + } ⇒ } = −× =

− +,
Thus, the partial fraction is

= +
( + )( + + + ,) ( + ) ( + + + ,)

− +, −
Taking the inverse Laplace transform, we get

⇒ G MÜ( )N = G m + n= G m n
( + ) ( + + + ,) ( + )
+ +' − '
+ G m n= + G m n+ G m n
(( + ) + ) ( + ) ( + )

⇒ ~( ) = (− + (1 + -( )).

92
93
94
Chapter 4
FOURIER SERIES
4.1. INTRODUCTION

Fourier series introduced in 1807 by Fourier was one of the most important
developments in applied mathematics. It is very useful in the study of heat
conduction, electrostatics, mechanics, etc. The Fourier series is an infinite
series representation of periodic functions in terms of trigonometric sine
and cosine functions. The Fourier series is a very powerful method to solve
ordinary and partial differential equations particularly with periodic
functions appearing as non-homogeneous terms. The Fourier series
constructed for one period is valid for all values. Harmonic analysis is the
theory of expanding functions in Fourier series.

4.2. PERIODIC FUNCTION

A function f (x) is said to be periodic if f (x + T) = f (x) for all x and T is the


smallest positive number for which this relation holds. Then T is called
period of f (x).

If T is the period of f (x) then f (x) = f (x + T) = f (x + 2 T) = f (x + 3 T ) = … = f(x


+ nT). Also, f (x) = f (x – T) = f (x – 2 T) = f (x – 3 T ) = … = f (x – nT)

∴f (x) = f (x ± n T), where n is a positive integer. Thus, f (x) repeats itself after
periods of T.

period h while tan x and cot x are periodic functions with period h
For example, sin x, cos x, sec x, and cosec x, are periodic functions with

The functions sin n x and cos n x are periodic with period h/(
h h
-. . -( 'i = -( ('i + h) = -( ' mi + n, O -
' '
h h
-. . 1 ,i = 1 (,i + h) = 1 , mi + n, O -
, ,
h h
(i= ( (i + h) ⟹ ( 2i = ((2i + h) = ( 2 Ei + F , O - .
2 2
95
Then , sin x, sin 2x, sin 3x are periodic functions with periods h, h, and
h/' respectively.

The sum of a number of periodic functions is also periodic. If T1 and T2 are


the periods of f (x) and g (x) then the period of (a f (x) + b g (x)) is the least
common multiple of T1 and T2..

4.3. FOURIER SERIES

The Fourier series is an infinite series which is represented in terms of the


trigonometric sine and cosine functions of the form:

(i) = + 1 i+ 1 i+ ' 1 'i + ⋯ . +{ -( i + { -( i

+{' -( 'i + ⋯ = + Û( (1 (i + {( -( (i).


(‡

where the constants , ( ( {( are called Fourier coefficients.

Note: To determine , ( ( {( we shall need the following results:

Let m and n be integers, I ≠ , ( ≠ I≠(


1+ h
1 (i 1+ h 1+ h
-( (i 1+ h
(-) -( (i i = E− F = (--) 1 (i i = m n =
1 ( 1 1 ( 1

1$ h 1$ h
(---) -( Ii 1 (i i = ( -( (I + ()i + -((( − I)i i
1 1

1 (I + ( )i 1 (I − ( )i
1+ h
=− ; + < = .
I+( I−( 1

1$ h 1$ h
(-P) 1 Ii 1 (i i = (1 (I + ()i + 1 (( − I)i i
1 1

-( (I + ()i -( (I − ()i
1+ h
= ; + < = .
I+( I−( 1

1$ h 1$ h
(P) -( Ii -( (i i = (1 (I − ()i + 1 (( + I)i i
1 1

96
-( (I − ()i -( (I + ()i
1+ h
= ; − < = .
I−( I+( 1

1$ h 1$ h
1 (i 1$ h
(P-) -( (i -( (i i = ( -( ( ()i i = − = > =
1 1 ( 1
1$ h 1$ h
-( (i 1$ h
(P--) 1 (i i = ( +1 (i) i = =i + > = h, I = (
( 1
1 1

1$ h 1$ h
-( (i 1$ h
-( (i i = ( −1 (i) i = =i − > = h. (I = ()
( 1
1 1

(P-) -( (h = , 1 (h = (− )( , -( m( + n h = (− )( , 1 m( + n h =

(vii) Even and Odd functions

A function f(x) is said to be Even function if f(-x)=f(x), e.g. i , 1 i, -( i, are


even function. The graph of an even function is symmetrical about the y-
axis.

A function f(x) is said to be Odd function if f(-x)=-f(x), e.g. i' , i 1 i, -( i,


are odd function. The graph of an even function is symmetrical about the
origin.

4.4. EULER’S FORMULAE

h, defined in the interval


(1, 1 + h), of the form
Let f (x) be a periodic function with period

(i) = + Û( (1 (i + {( -( (i). ( )
(‡

In finding the coefficients , ( ( {( we assume that the series on the


right hand side of (1) is uniformly convergent on (1, 1 + h) and it can be
integrated term by term in the given interval.

(i) To Find the Coefficient a0

Integrate both sides of (1) with respect to x in the interval 1 to 1 + h. Then,

97
1$ h 1$ h 1$ h
(i) i = i+ ¶Û ( (1 (i + {( -( (i)· i
1 1 1 (‡

1$ h 1$ h 1$ h
= i+Û; ( 1 (i i + {( -( (i i< = ?i@1$
1
h
= .h
1 (‡ 1 1

1$ h
Ö (1 (}~ IBH (-) { P ) = (i) i
h 1

(ii) To Find the Coefficient an for n = 1, 2, 3, …

Multiplying both sides of (1) by 1 (i and integrating w. r. t. ‘x’ in the


interval (1, 1 + h), we get
1$ h 1$ h
(i)1 (i i= 1 (i i
1 1

1$ h
+ ¶Û ( (1 (i . 1 (i + {( -( (i 1 (i)· i
1 (‡

1$ h 1$ h
⟹ (i)1 (i i= +Û; (. (i)(1 (i) i + {( . < = (. h
1 (‡ 1

1$ h
Ö (1 (}~ IBH (P--) { P ) = (i)1 (i i
(
h 1

(ii) To Find the Coefficient bn for n = 1, 2, 3, …

Multiplying both sides of (1) by -( (i and integrating w. r. t. ‘x’ in the


interval (1, 1 + h), we get
1$ h 1$ h
(i) -( (i i= -( (i i
1 1

1$ h
+ ¶Û ( (1 (i . -( (i + {( -( (i -( (i)· i
1 (‡

1$ h 1$ h
(i) -( (i i= +Û; ( . + {( (i)( -( (i) i< = {( . h
1 (‡ 1

98
1$ h
Ö (1 (}~ IBH (P--) { P ) {( = (i) -( (i i
h 1

1$ h 1$ h 1$ h
= (i) i , = (i)1 (i i , {( = (i) -( (i i
h 1
(
h 1 h 1

The values , ( ( {( are called Euler's formulae.

4. 5. Euler's Formulae for Different Intervals

Case 1. If 1 = , the interval becomes < ã < 2h and the above formula
reduce to
h h h
= (i) i, = (i)1 (i i , {( = (i) -( (i i
h (
h h

Case 2. If 1 = −h, the interval becomes −h < ã < Ì and the above formula
reduce to
h h h
= (i) i, = (i) 1 (i i , {( = (i) -( (i i
h h
(
h h h h

= (i) i=
h
h h
Case 3. When f(x) is odd function

Since cos (nx) is an even function, therefore f(x) cos (nx) is an odd function
h
(i) 1 (i i = =
h h (

Since sin (nx) is an odd function, therefore f(x) sin (nx) is an even function
h h
{( = (i) -( (i i = (i) -( (i i.
h h h

Hence, if a periodic function f(x) is odd function, its Fourier contains only
sine terms
h
(i) = Û {( -( (i , |. {( = (i) -( (i i
h
(‡

= (i) i= (i) i
h h
h h h
When f(x) is even function

Since cos(nx) is an even function, therefore f(x) cos(nx) is an even function


99
h h
= (i) 1
(i i = (i) 1 (i i
(
h h h
Since sin (nx) is an odd function, therefore f(x) sin (nx) is an odd function
h
{( = (i) -( (i i =
h h

Hence, if a periodic function f(x) is even function, its Fourier contains only
cosine terms
h h
(i) = +Û (1 (i , |. = (i) i, = (i) 1 (i i
h (
h
(‡
4.6. DIRICHLET’S CONDITIONS FOR A FOURIER SERIES

The sufficient conditions for the uniform convergence of a Fourier series are
called Dirichlet’s conditions (after Dirichlet, a German mathematician).
All the functions that normally arise in engineering problems satisfy these
conditions and, hence, they can be expressed as a Fourier series.

(i) = + Û( (1 (i + {( -( (i).
(‡

Provided:
(i) Function f (x) is periodic, single valued and finite.

(ii) Function f (x) has a finite number of discontinuities in any one period.

(iii) Function f (x) has at the most of finite number of maxima and minima.

When these conditions are satisfied, the Fourier series converges to f(x) at
every point of continuity.

right- and left-hand limits, i.e., ( (i + ) + (i − )) , where (i + ) and


At a point of discontinuity, the sum of the series is equal to the mean of the

(i − ) denote the limit on the right and the limit on the left respectively

4.7. FOURIER SERIES FOR DISCONTINUOUS FUNCTIONS

In deriving Euler's formulae for the constants , ( ( {( we have


assumed that f(x) is continuous in the given interval. In some cases f(x) may

100
have a finite number of discontinuities. We can also express such functions
as Fourier series. For example, consider a function f(x) defined as follows:
(i), ä<ã<i g
(i) = e
(i), i < ã < ä + 2h

Where i is a point of discontinuities for f(x) is the interval (1, 1 + h)

arithmetic mean of left and right limits are exists but not equal. At i = i ,
At a point of discontinuity, Fourier series gives the value of f(x) as the

(i) = ( (i − ) + (i + ))

Example 1. Find the Fourier series expansion for the periodic function

(i) = i, < ã < 2h

Solution. Consider the Fourier series

(i) = + Û( (1 (i + {( -( (i) ( )
(‡

The Fourier coefficients , ( ( {( are obtained as follows:

i
h h h
= (i) i = i i= ; < = h
h h h

h h
-( (i 1 (i h
= (i)1 (i i = i1 (i i = =i. − E− F>
(
h h h ( (
1 h(
= = − >= ?(− )( − @ =
h ( ( ( h
h h
i1 (i -( (i h
{( = (i) -( (i i = i -( (i i = =−. − m− n>
h h h ( (
h1 h(
= =− − > = − (−) (
=−
h ( ( (
Substituting the values of , ( ( {( in (1), we get

h '
(i) = i = + Û m− n -( (i = h − m -(i + -( i + -( 'i + ⋯ n.
( '
(‡

101
(i) = i − i , −h < ã < Ì and
= − + − +⋯
Example 2. Find a Fourier series to represent
h
' +
hence deduce

Solution. Consider the Fourier series

(i) = i − i = +Û (1 (i + Û {( -( (i ( )
(‡ (‡
h h h h
. ( = (i) i = (i − i ) i = (−i ) i = (−i ) i
h h h h h h h

i' h
h h
= ;− < = − ( (i)) = i - B(1 - ( ⟹ i i=
h ' ' h

h h h
= (i) 1 (i i = (i − i ) 1 (i i = (−i ) 1 (i i
(
h h h h h

Using integration by parts and (x cos nx) is odd function

i ( -( (i) i(1 (i) -( (i


h
=− ; + − <
(
h ( ( ('

h ( -( (h) h(1 (h) -( (h (− )( h +(− )($


=− ; + − <=− ; <=
(
h ( ( (' h ( (
h h h
{( = (i) -( (i i = (i − i ) -( (i i = i -( (i i
h h h h h

Using integration by parts and (x2 sin nx) is an odd function

i(−1 (i) ( -( (i) h(−(− )( )


h
{( = ; + < = ; + < = (− )($ .
h ( ( h ( (

Substituting the values of , ( ( {( in (1), we get

h +(− )($
(i) = i − i = − +Û; 1 (i + m (− )($ n -( (i<
' ( (
(‡

h 1 (i 1 '(i 1 +(i
i−i =− − + =−1 i+ − + − ⋯>
' ' +

102
-( (i -( '(i -( +(i
+ = -( i − + − − ⋯> ( )
' +

Putting i = −h ( i = h, in equation (2), we get

h
(−h) = −h − h = − − += + + + + ⋯>
' ' +
h
(h) = h − h = − −+= + + + + ⋯>
' ' +
Adding the above relations, we get

h h
− h =− − 3= + + + + ⋯> ⟹ = + + + + ⋯>
' ' + 0 ' +
Also, putting x=0 in equation (2), we get

h
= − + − + ⋯.
' +
Example 3. Find a Fourier series to represent (i) = i -( i , < ã < 2h

Solution. Consider the Fourier series

(i) = i -( i = +Û (1 (i + Û {( -( (i ( )
(‡ (‡

h h
. ( = (i) i = (i -( i) i = ?−i 1 i + -( i@ h
=−
h h h
h
= (i) 1 (i i
(
h
h h
= i -( i 1 (i i = i? -( (( + )i − -( ( ( − )i@ i
h h

1 (( + )i 1 (( − )i -((( + )i -((( − )i
h
= ;i K− + L − K− + L<
h (+ (− (( + ) (( − )

103
1 (( + )h 1 (( − )h −
= ; h K− + L< = − + = ,( ≠
h (+ (− (− (+ ( −

When ( =
h h
−i1 i -( i h

= i -( i 1 i i= i -( i i== + > =
h h +h 3h
h
{( = (i) -( (i i
h
h h
= i -( i -( (i i = i?1 (( − )i − 1 ( ( + )i@ i
h h

-((( − )i -((( + )i 1 (( − )i 1 (( + )i
h
= ;i K − L − K− + L<
h (− (+ (( − ) (( + )

1 (( − )h 1 (( + )h
= ;K− + L+ − <
h (( − ) (( + ) (( − ) (( + )

=m− + n+ − > = ,,( ≠ .


h (( − ) (( + ) (( − ) (( + )

When ( =
h h h
{ = i -( i -( i i = i -( i i= i( − 1 i) i
h h h

-( i i 1 i +h
h
= ;i mi − n−K + L< = ; h( h) − − + <=h
h + h + +

Substituting the values of , ( ( {( in (1), we get

(i) = i -( i = + 1 i + { -( i + Û ? ( 1 (i + { -( (i@
(‡


=− − 1 i + h -( i + Û = 1 (i>
( −
(‡

Putting i = h/

104
h
=− +h− = − + − + ⋯>
.' '. , ,. 2 2. l
h−
⟹ = = − + − + ⋯>
+ .' '. , ,. 2 2. l
Example 4. Obtain the Fourier series for (i) = i
, −h < ã < Ì

Solution. Consider the Fourier series

(i) = i
= +Û (1 (i + Û {( -( (i ( )
(‡ (‡
h h ( h
− h)
= (i) i = i
i= ? i @h
= ( h
− h)
= = -(. h
h h h h h h
h h h

= 1 (i i 1 {i i = ( 1 {i + { -( {i)
h i i
i
( h h
Note that
${

i h
∴ = = (1 (i + ( -( (i)>
(
h +( h

h (1
= • (h + ( -( (h) − h
M1 ((−h) + ( -( ((−h)N•
h(( + )
(− )(
= ?(− )( ( h − h) @ = -(. h
(
h(( + ) h(( + )

{( = -( (i i -( {i i = ( -( {i − { 1 {i)
h i i
i

h h ${
Note that

i h
∴ {( = = ( -( (i − ( 1 (i)>
h +( h

h(
= • -( (h − ( 1 (h) − h
M -( ((−h) − ( 1 ((−h)N•
h(( + )

−( ((− )($
{( = ?(− )( ( h
− h) @ = -(. h
h(( + ) h(( + )

Substituting the values of , ( ( {( in (1), we get

(− )( ((− )($
i
== -(. h + Û ; -(. h1 (i + -(. h -( (i<
h h(( + ) h(( + )
(‡

105
-(. h (− )( ((− )($
= € + Û; 1 (i + -( (i< •
h (( + ) (( + )
(‡

Putting x=0

-(. h h
= K + m− + − + ⋯ nL ⟹ = + m− + − + ⋯ n.
h , -(.h ,

(i) = E F , < ã < 2h


h i
Example 5. Find a Fourier series to represent

Solution. Consider the Fourier series

h−i
(i) = E F = +Û (1 (i + Û {( -( (i ( )
(‡ (‡

h h
h−i h
− h
= (i) i = E F i= =− (h − i > )' = (−h' − h' ) =
h h +h ' h 0
h h
= (i) 1 (i i = (h − i) 1 (i i
(
h +h

-( (i 1 (i -( (i h
= =(h − i) − (h − i) − >
+h ( ( ('
h1 (h h1
= =m + n−m + + n> = = + >= .
+h ( ( +h ( ( (
h h
{( = (i) -( (i i = (h − i) -( (i i
h +h

1 (i -( (i 1 (i h
= =−(h − i) − (h − i) + >
+h ( ( ('

−h 1 (h 1 (h h 1
= ;K − + L − K− − + L<
+h ( (' ( ('

h h
= ;− + '+ − <= .
+h ( ( ( ('

Substituting the values of , ( ( {( in (1), we get

106
h−i h 1 (i
(i) = E F = + Û? 1 (i + { -( (i@ = +Û
(
(
(‡ (‡

Putting i = ( i = h, in equation (2), we get

h h h
= += + + + + ⋯> ⟹ = + + + + ⋯ >.
+ ' + 0 ' +
h h
(h) = = + =− + − + − ⋯> ⟹ == − + − + ⋯>
' + ' +

⟹ =† ++ + + ⋯ˆ
h
3 ' ,
Adding the above relations, we get

Example 6. Find a Fourier series to represent

h , −h < i < 0g
(i) = e
h −i , ≤i<Ì
Solution. Consider the Fourier series

(i) = +Û (1 (i + Û {( -( (i ( )
(‡ (‡

i'
h h h
= (i) i = h i+ (h − i ) i = ?h i@ h + Kh i − L
h h h h h h h '

h' ,
= h + Kh − L = h '
h ' '
h h
= (i) 1 (i i = h 1 (i i + (h − i ) 1 (i i
(
h h h h h
h -( (i h −i i
h
= ; < + ; -( (i − 1 (i + -( (i<
h ( h
h ( ( ('

h (− )($
= = − 1 (h> =
h ( (
h h
{( = (i) -( (i i = h -( (i i + (h − i ) -( (i i
h h h h h

107
h 1 (i h −i i
h
= ;− < + ;− 1 (i − -( (i − ' 1 (i<
h ( h
h ( ( (

h h h h
= ;− + (− )( + − ' (− )( + ' < = (− )( + ( − (− )( )
h ( ( ( ( ( ( h( '

Substituting the values of , ( ( {( in (1), we get

,h (− )($ h
(i) = +Û; 1 (i + m (− )( + ( − (− )( )n -( (i<
0 ( ( h('
(‡

Example 7. Find a Fourier series to represent


i
+ , −Ì ≤ ã ≤ 0
(i) = v h g
i
− , 0≤ã≤Ì
h

= + + +⋯
h
3 ' ,
Hence deduce that

Solution Consider the Fourier series

(i) = +Û (1 (i + Û {( -( (i ( )
(‡ (‡

When −h ≤ i ≤ 0, ≤ −i ≤ h
(−i) i
(−i) = − = + = (i)
h h
When ≤ i ≤ Ì, −h ≤ −i ≤ 0,
(−i) i
(−i) = + = − = (i) ⟹
h h
⟹ f(x)=f(-x) i.e. f(x) is an even function and {( =
h
i h
i
= (i) i = m + n i+ m − n i
h h h h h h h

i i
h
= ;i + < + Ki − L = (h − h − h + h) = .
h h h
h h h

108
h
i h
i
= (i) 1 (i i = m + n 1 (i i + m − n1 (i i
(
h h h h h h h
h
i i h
= m − n 1 (i i = = m − n -( (i − 1 (i>
h h h ( h h(

+( − (− )( )
= =− 1 (h + >=
h h( h( h (
Substituting the values of , ( ( {( in (1), we get

+( − (− )( ) - (- P ( (BI{
(i) = Û ; 1 (i< = s 3 g
h ( 1 (i - ( - (BI{
(‡ h (
+ 1 i 1 'i 1 ,i
= m + + + ⋯n
h ' ,
Putting x=0 we get

+ 1 i 1 'i 1 ,i h
= m + + + ⋯n ⟹ = + + + ⋯.
h ' , 3 ' ,

Example 8. Obtain a Fourier expansion for (i) = √ − 1 i in – h < i < Ì

Solution Consider the Fourier series

(i) = +Û (1 (i + Û {( -( (i ( )
(‡ (‡

⟹ (i) = √ − 1 i is an even function and {( =


h h h
i +√ i h
= (i) i = √ −1 i i= √ -( i= E−1 F
h h h h h

+√ +√
= ( )=
h h
h h
= (i) 1 (i i = √ −1 i 1 (i i
(
h h h
√ h
i √ h
= E -( F 1 (i i = m -( m( + n i − -( m( − n in i
h h

109
√ h
= =m− n1 m( + n i + m n1 m( − n i>
h (+ (−

√ +√
= = − >=−
h (+ (− h +( −
Substituting the values of , ( ( {( in (1), we get

√ +√ 1 (i +√ 1 (i
(i) = √ − 1 i= −Û; <= € −Û •
h h +( − h (+( − )
(‡ (‡

²B -(4 i = , i = −h i=h⟹i= , = + + + ⋯.
.' '. , ,. 2
+√
i = −h i = h, √ = K −m + − + ⋯ nL
h +. − (+. − ) (+. ' − )

h−
⟹ = − + + ⋯.
+ .' '. , ,. 2
Example 9. Find a Fourier series to represent
i, 0≤ ã≤Ìg
(i) = q
h − i, Ì ≤ ã ≤ 2h

= + + +⋯
h
3 ' ,
Deduce that

Solution. Consider the Fourier series

(i) = +Û (1 (i + Û {( -( (i ( )
(‡ (‡

h h h
= (i) i = K i i+ ( h − i) iL
h h h

i
h
= ¶K L − ((( h − i) ) h
)·= ? h − h @=h
h h

h h h
= (i) 1 (i i = K i1 (i i + ( h − i)1 (i iL
(
h h h

110
-( (i 1 (i h -( (i 1 (i
h
= ¶mi + n + K( h − i) − L ·
h ( ( ( ( h

1 (h 1 1 (h 1 (h
= = + − − >+ = − − + >= ((− )( − )
h ( ( h ( ( h(
- (- P ( (BI{
= s −+ g
- (- (BI{
h(
h h h
{( = (i) -( (i i = K i -( (i i + ( h − i) -( (i iL
h h h

1 (i -( (i h 1 (i -( (i h
= ;m−i + n + m−( h − i) − n <
h ( ( ( ( h

h1 (h h1 (h
= †− + ˆ=
h ( (
h + 1 i 1 'i 1 ,i
∴ (i) = − m + + + ⋯n
h ' ,
Putting x=0, we get

h
= + + +⋯
3 ' ,
Example 10. Find a Fourier series to represent
−5, −h < i < 0g
(i) = e
5, <i<Ì

= − + − +⋯
h
+ ' , 2
Deduce that

Solution. Consider the Fourier series

(i) = +Û (1 (i + Û {( -( (i ( )
(‡ (‡

h h
5
= (i) i = −5 i + 5 i= ?−5i@ h+ (5i)h = (−h + h) =
h h h h h h h h

111
h h
= (i) 1 (i i = (−5) 1 (i i + (5) 1 (i i
(
h h h h h
(−5) -( (i 5 h
= = > + = -( (i> =
h ( h h (

h h
{( = (i) -( (i i = (−5) -( (i i + 5 -( (i i
h h h h h
(5)1 (i −5 5 5(− )( 5(− )( 5
h
= = > + = 1 (i> = ; − − + <
h ( h h ( h ( ( ( (

5 5 - ( - P ( (BI{
= ? − (− ) @ =
(
s+ g
h( h( 1 (i - ( - (BI{
h(

Substituting the values of , ( ( {( in (1), we get

+ +5 +5 +5
(i) = Û m n -( (i = -( i + -( i + -( 'i + ⋯ ( )
h( h h 'h
(‡

h +5
²B -(4 i = ⟹5= = − + − + ⋯.
h ' , 2
Example 10. Find a Fourier series to represent
−(h + i), −h < i < 0g
(i) = e
h + i, <i<Ì
Solution. Consider the Fourier series

(i) = +Û (1 (i + Û {( -( (i ( )
(‡ (‡

h h
= (i) i = −(i + h) i + (i + h) i
h h h h h

− i i
h
= K + hiL + K + hiL = − m h −h n+ m h +h n=h
h h
h h h

112
h h
= (i)1 (i i = −(i + h)1 (i i + (i + h)1 (i i
(
h h h h h
(−(i + h) -( (i (−(i + h) -( (i h
= = − (1 (i)> + = − (1 (i)>
h ( ( h h ( (
- (- P ( (BI{
= m n m− + (− )( n=s + g
h ( ( 1 (i - ( - (BI{
h(
h h
{( = (i) -( (i i = −(i + h) -( (i i + (i + h) -( (i i
h h h h h
((i + h)1 (i -( (i −(i + h)1 (i -( (i h
= = − > + = + >
h ( ( h h ( (

h h h - ( - P ( (BI{
= m − (− ) + n = ( − (− ) ) = s+
( ( g
h ( ( ( ( -( (i - ( - (BI{
(
Substituting the values of , ( ( {( in (1), we get
h + 1 i i 'i 1 ,i
(i) = − m + + + ⋯n
h ' ,

++ m -(i + -( 'i + -( ,i + ⋯ n
' ,

4.7. CHANGE OF INTERVAL AND FUNCTIONS HAVING ARBITRARY

PERIOD

In electrical engineering problems, the period of the function is not always 2


π but T or 2c. This period must be converted to the length 2π . The
independent variable x is also to be changed proportionally.
Let the function f (x) be defined in the interval ( – c, c). Now we want to

( , {(. .
change the function to the period of 2π so that we can use the formulae of

∴2 c is the interval for the variable x.

∴ 1- is the interval for the variable = '/ 1

= ih/1 so put Í = i = Í1/h


i h ih
1 1
∴2- π is the interval for the variable =

113
Thus the function f (x) of period 2c is transformed to the function

E h F or the period of (Í) - h


Í1

F (z) can be expanded in the Fourier series.


(Í) = E F= +Û (1 (i + Û {( -( (i
h
(‡ (‡

h h
1Í 1
hi 1
= (Í) Í = E F Í= (i) E F= (i) (i),
h h h h 1 1
ih
²B Í=
1
h h

= (Í)1 (Í Í = E F1 (Í Í
(
h h h
1
(ih hi 1
(ih
= (i) 1 E F E F= (i)1 E F (i),
h 1 1 1 1
h h
1Í 1
(ih hi
{( = (Í) -( (Í Í = E F -( (Í Í = (i) -( E F E F
h h h h 1 1
1
(ih
= (i) -( E F (i),
1 1

(ih (ih
(i) = +Û (1 E F + Û {( -( E F
1 1
(‡ (‡

Example 11. Find a Fourier expansion for the function

(i) = i − i , − <ã<1

Solution. Here the interval (-1,1), period 2c=1-(-1)=2, then c=1.

The required Fourier series of f(x) at c=1 is

(i) = +Û (1 (hi + Û {( -( (hi ( )


(‡ (‡

114
1
i
= (i) (i) = (i) i = (i − i ) i = K − i' L =m − − − n=−
1 1 ' ' ' '

1
(hi
= (i) 1 E F i= (i)1 ((ih) i + (−i )1 ((ih) i
(
1 1 1 åæææææçæææææè
− −
B(1 - (

i -( (hi i1 (hi -( (hi


= − i 1 ((ih) i = − K + − L
(h ( h (' h'

1 (h (− )( +(− )(+
=− m n=− K L=
( h ( h ( h
1
(hi
{( = (i) -( E F i= (i) -(((ih) i + (−i ) -(((ih) i
1 1 1 − åææææææçææææææè

B(1 - (

−i1 (hi -( (hi


= (i) -(((ih) i + = m + n
(h ( h

−1 (h − (− )( (− )(+
= E F= K L=
(h (h (h

+ 1 hi i hi 1 'hi
∴i−i =− + m − + + ⋯n
' h '
-(hi -( hi -( 'hi
+ m − + + ⋯ n.
'
Example 12. Find the Fourier series corresponding to the function f (x)
defined in ( –2, 2) as follows
, − < i ≤ 0g
(i) = q
i, <i<2
Solution. Here the interval (-2,2), period 2c=2-(-2)=4, then c=2.

The required Fourier series of f(x) at c=2 is

(hi (hi
(i) = +Û (1 E F + Û {( -( E F
(‡ (‡

115
1
= (i) (i) = (i) i = i+ i i
1 −1

i
= €( i) +K L •= (+ + ) = '

1
(hi (hi (hi
= (i) 1 E F (i) = 1 E F i+ i1 E F i
(
1 1 1 −

+ (hi i (hi + (hi


= €K -( E FL +K -( E F+ 1 E FL •
(h (h ( h

(h +
- (- P (é .
= K1 K L−1 L= ((− )( − ) = u + g
( h ( h - (- é .
h (
1
(hi (hi (hi
{( = (i) -( E F i= -( E F i+ i -( E F i
1 1 1 −

−+ (hi − i (hi + (hi


= €K 1 E FL +K 1 E F+ -( E FL •
(h (h ( h

= (− + (− )( − (− )( ) = − .
(h (h
hi hi 'hi hi
(i) = + 1 E F+ 1 m n+ '1 m n + ⋯ + { -( E F
1 1 1 1
hi 'hi
+{ -( m n + {' -( ' m n+⋯
1 1
' + hi 'hi ,hi
= − m 1 E F+ 1 m n+ 1 m n + ⋯n
h ' ,
hi hi 'hi
− K -( E F+ -( m n+ -( m nL.
h '

Example 13. Expand (i) = i


as a Fourier series in the interval ( –l, l).

Solution. Here the interval (-l,l), period 2c=l-(-l)=2l, then c=l.

The required Fourier series of f(x) at c= is

116
(hi (hi
(i) = +Û (1 E F + Û {( -( E F
H H
(‡ (‡

1 H
M H
− H
N -(. H
= (i) (i) = i
i= (− i )H
= =
1 1 H H H H
H H
1
(hi H
(hi
= (i) 1 E F (i) = i
1 E F i
(
1 1 1 H H H
i
=∵ i
1 {i i = ( 1 {i + { -( {i)>
+{
H
H i
(hi (h (hi
= € K−1 E F + E F -( E FL• =
H H + ((h) H H H
H

H (h (h
= K H
E−1 (h + E F -( (hF − H
E−1 (h − E F -( (hFL
H + ((h) H H

H H(− )(
= M1 (h ( H
− H
)N = -(. H
H + ((h) H + ((h)
1
(hi H
(hi
{( = (i) -( E F (i) = i
-( E F i
1 1 1 H H H
i
=∵ i
-( {i i = ( -( {i − { 1 {i)>
+{
H
H i
(hi (h (hi
= € K− -( E F−E F 1 E FL• =
H H + ((h) H H H
H

H (h (h
= K H
E− -( (h − E F 1 (hF − H
E -( (h − E F 1 (hFL
H + ((h) H H

(hH (hH(− )(
= M1 (h ( H
− H
)N = -(. H
H + ((h) H + ((h)
hi hi 'hi
i
= -(. H = − H m 1 + 1 + 1 + ⋯ n>.
H H +h H H + h H H +' h H
hi hi 'hi
− hm -( + -( + -( + ⋯ n@
H +h H H + h H H +' h H
Example 14. Obtain Fourier series for the function f (x) follows
117
hi, ≤ i ≤ 1g
(i) = e
h( − i), ≤i≤

Solution. Here the interval (0,2), period 2c=2-(0)=2, then c=1.

The required Fourier series of f(x) at c=1 is

(i) = +Û (1 ((hi) + Û {( -( ((hi)


(‡ (‡

1
h i
= (i) (i) = hi i + h( − i) i = E i F + h K i − L = h
1
1
= (i)1 (hi i = hi1 (hi i + h( − i)1 (hi i
(
1

hi -( (hi 1 (hi h( − i) h1 (hi


= Km + n +m -( (hi − n L
(h ( h (h ( h

(− )( (− )( - (- P (é .
= K − − + L= ((− )( − ) = u −+ g
( h ( h ( h ( h ( h - (- é .
h(
1
{( = (i) -( (hi i = hi -( (hi i + h( − i) -((hi i
1

−hi1 (hi -( (hi −h( − i) h -( (hi


= Km + n +m 1 (hi − n L
(h ( h (h ( h

(− )( (− )(
= K− + L=
( (

h +
(i) = − m 1 hi + 1 'hi + 1 ,hi + ⋯ n
h ' ,
h
²B -(4 i = ⟹ = + + +⋯
3 ' ,
Example 15. Obtain Fourier series for the function f (x) follows

(i) = i , <ã<2

Solution. To make the period h we let i = / h then


118
(i) = m n = m n = 4( ) ⟹ 4( ) = m n=m n , h < Y < 4Ì
h h h h
The Fourier series of g(t) is

4( ) = +Û (1 (( ) + Û {( -( (( )
(‡ (‡

+h +h +h
(0+h' − 3h' ) +
= 4( ) = m n =m '
n = =
h h h h h h' h h' '
+h +h
= 4( )1 ( = m n 1 (
(
h h h h h

3h +h
+h
= ; -( ( + 1 ( − -( ( < = m − n=
+h' ( ( (' h
+h' ( ( ( h
+h +h
{( = 4( ) -( ( = m n -( (
h h h h h

− − 0h +h −'
+h
= ; 1 ( + -( ( − 1 ( < = K + − ' + 'L =
+h (
' ( (' h
+h' ( ( ( ( (h

2
4( ) = +Û (1 (( ) + Û {( -( (( ) = +Û 1 (( ) − Û -( (( )
' ( h (h
(‡ (‡ (‡ (‡

Replace by hi in the above relation, we have

2
4( hi) = +Û 1 hi − Û -( hi
' ( h (h
(‡ (‡

2
⟹i = +Û 1 hi − Û -( hi .
' ( h (h
(‡ (‡

Example 16. Expand into a Fourier series (i) = − |i| , − ≤i≤

Solution. Here period 2c=1-(-1)=2, then c=1. The required Fourier series of
f(x) is

119
(i) = +Û (1 (hi + Û {( -( (hi ( )
(‡ (‡

i, i > 0
= (i) i = ( − |i|) i = |i| i, €∵ |i| s , i = g•
1
. i−
−i, i < 0

i i
= − (−i) i − (i) i = + K L −K L = − − =

= (i)1 (hi i = ( − |i|)1 (hi i = 1 (hi. i


(
1

− |i|1 (hi i = 1 (hi. i + i1 (hi. i − i1 (hi. i

( -( (hi) i -( (hi 1 (hi i -( (hi 1 (hi


= +m + n −m + n
(h (h ( h (h ( h

(− ) (− ) - (- P (é
= − − + = ( − (− ) ) = s + g
( h ( h ( h ( h ( h - (- é
h (

{( = (i) -( (hi i = ( − |i|) -( (hi i = -( (hi. i


1 åææææçææææè
B(1 - (‡

− |i| -( (hi i = i1 -( (hi. i − i -( (hi. i

−i1 (hi -( (hi i1 (hi -( (hi (− )(


=m + n −m + n =−
(h ( h (h ( h (h

Substituting the values of , ( ( {( in (1), we get

+ (− )(
(i) = − |i| = +Û 1 (hi − Û -( (hi
h ( (h
(‡ (‡

+ 1 hi 1 'hi 1 ,hi
= + K + + + ⋯L
h ' ,

120
− m -( hi + -( hi + -( 'hi + ⋯ n
h '
Example 17. Expand f(x) as Fourier series

í − i, <ã<
ë+
'
ëi− , <0<1
(i) = + g
ì , '
<ã<
ë
ë '
êi − , <ã<2

Solution Here period 2c=2-0=2, then c=1. The required Fourier series of f(x)
is

(i) = +Û (1 (hi + Û {( -( (hi ( )


(‡ (‡

'
'
1
= (i) i = m − in i + mi − n i + . i+ (i − ) i
1 + / + '

i i i 'i g
= K − L + K − L + i| + K − iL
'
i
+ + '

' ' ' l ' 2


=m − + − − + + − + − − + n=
3 3 + 3 3 3 3

1
'
= (i)1 (hi i = m − in 1 (hi i + mi − n 1 (hi i
(
1 + / +

'
-( (hi 1 (hi
+ 1 (hi. i + (i − )1 (hi i = Km − in − L
' + (h ( h

'
' -( (hi 1 (hi -( (hi -( (hi 1 (hi
+ Kmi − n + L +m n + K(i − ) + L
+ (h ( h (h (h ( h '

121
(h 1 (h 1
(h (h
− (− )(
=€ -( − − + •+€ + + -( − •
+(h ( h ( h ( h +(h ( h

1
'(h
'(h '(h
+m -( − n+‚ + − -( − ƒ
(h ( h (h ( h

(− )( ' '(h '(h


=K + − 1 + -( L
( h ( h ( h (h

1
'
{( = (i) -( (hi i = m − in -( (hi i + mi − n -( (hi i
1 + / +

1 (hi -( (hi
'

+ -( (hi. i + (i − ) -( (hi i = m− m − in − n
' + (h ( h

' 1 (hi -( (hi 1 (hi 1 (hi -( (hi


'

+ m− mi − n + n −E F + m−(i − ) + n'
+ (h ( h (h (h ( h

-( -(
(h (h
(h (− )( (h
=€ 1 − + − • + €− + − 1 − •
+(h ( h +(h +(h +(h ( h

-(
'(h
− '(h (− )( '(h
+K 1 + L + ‚− + + 1 − ƒ
(h (h (h (h ( h

-(
(h
' '(− )( '(h '(h
= €− − + − -( + 1 •
( h +(h +(h ( h (h

2 (− )( ' '(h '(h


(i) = +ÛK + − 1 + -( L1 (hi
0 ( h ( h ( h (h
(‡

-(
(h
' '(− )( '(h '(h
+ Û €− − + − -( + 1 • -( (hi
( h +(h +(h ( h (h
(‡

2 ' '
= + m − n1 hi − m + n -( hi + 1 hi + -( hi + ⋯
0 h h h h h +h

122
4.8. FOURIER HALF-RANGE SERIES

Suppose a function f (x) is defined on some finite interval. It may also be the
case that a periodic function f(x) of period 2c is defined only on a half-
interval [0, c]. It is possible to extend the definition of f (x) to the other half [–
c, 0] of the interval [–c, c] so that f (x) is either an even or an odd function. In
the first case, we call it an even periodic extension of f (x) and in the second
case, we call it an odd periodic extension of f (x). If f (x) is given and an even
periodic extension is done then f (x) is an even function in [– c, c]. Hence, f
(x) has a Fourier cosine series. If f (x) is given and an odd periodic extension
is done then f (x) is an odd function in [– c, c]. Hence, f (x) has now a Fourier
sine series. Therefore, if a function f (x) is defined only on a half-interval [0,
c] then it is possible to obtain a Fourier cosine or a Fourier sine-series
expansion depending on the requirements of a particular problem,
by suitable periodic extensions. Now, we define the Fourier cosine and sine
series.

(i) Fourier Cosine Series

The Fourier cosine-series expansion of f(x) on the half-range interval [0, c] is


given by

(hi 1 1
(hi
(i) = +Û (1 E F, = (i) i , = (i). 1 E F i
1 1 (
1 1
(‡

(ii) Fourier Sine Series

The Fourier sine-series expansion of f(x) on the half-range interval [0,c] is


given by

(hi 1
(hi
(i) = Û {( -( E F, {( = (i). -( E F i
1 1 1
(‡

Corollary:- If the range in the interval < ã < Ì, then

(i) The half range cosine series is


h h
(i) = +Û (1 (i , = (i) i , = (i). 1 (i i
h (
h
(‡

123
(ii) The half range sine series is
h
(i) = Û {( -( (i , = (i). -( (i i
(
h
(‡

Example 18. Find the Fourier cosine series of the function

(i) = ei , ≤i≤2 g
+, ≤i≤4
Solution Note that f (x) is to be extended as an even function. Let the Fourier
cosine series, c=4

(hi
(i) = +Û (1 E F ( )
+
(‡

+ +
0
= (i) i = i i+ +. i = (i' ) + ( i)+ =
+ 0 '
+
(hi (hi +
(hi
= (i). 1 E F i= i . E F i+ E F i
(
+ + +

i (hi + (hi + ' (hi 3 (hi


+
=‚ -( E F + im n 1 E F − m n -( E Fƒ + K -( E FL
(h + (h + (h + (h +

3 (h + (h + ' (h 3 (h
= -( E F + m n 1 E F − m n -( E F − -( E F
(h (h (h (h
+ (h + ' (h
= m n 1 E F − m n -( E F
(h (h
Putting the values of a0 and an in (1), we get

3 ' (h (h (hi
(i) = +Û K1 E F− -( E FL 1 E F
' ( h (h +
(‡

Ì
Example 19. If

i, <i<
(i) = v 2 g
h
h − i, <ã<Ì
124
Show that
+
(-) (i) = m -( i − -( 'i + -( ,i − ⋯ n
h ' ,
h
(--) (i) = − m 1 i+ 1 0i + 1 i + ⋯n
+ h ' ,
The half range sine series let

(i) = Û {( -( (i,
(‡
h
h h
{( = (i). -( (i i = i. -( (i i + (h − i). -( (i i
h h h h/

i1 (i -((i (h − i)1 (i -((i h


h

= m− + n + m− − n
h ( ( h ( ( h/

h (h (h h (h (h + (h
= m− 1 + -( n+ 1
m + -( n= E -( F
h ( ( h ( ( ( h
When n is even bn is zero

+ (h +
(i) = Û E -( F -( (i = m -( i − -( 'i + -( ,i − ⋯ n.
( h h ' ,
(‡

The half range cosine series is

(i) = +Û (1 (i,
(‡

i i
h
h
h
h h
= (i) i = i. i + (h − i). i = K L + Khi − L
h h h h/ h h h/

h h h h h
= K +h − − + L=
h 3 3
h
h h
= (i). 1 (i i = i. 1 (i i + (h − i). 1 (i i
(
h h h h/

125
i -( (i 1 (i (h − i) -( (i 1 (i h
h

= m + n + m − n
h ( ( h ( ( h/

h (h (h 1 (h h (h (h
= m -( + 1 − n+ m− − -( + 1 n
h ( ( ( h ( ( (
(h
= E 1 −1 (h − F
( h

(= ⟹ = , (= ⟹ = ( (− ) − − )=−
+h h.
(='⟹ ' = , (=+⟹ + = , (=,⟹ , =

(=0⟹ = (− − − )=− , = = = , =−
0
'0h h' 2 3 l
h,
Hence

h (h
(i) = −Û E 1 −1 (h − F)1 (i
+ ( h
(‡

h
= − m 1 i+ 1 0i + 1 i+ ⋯n
+ h ' ,
Example 20. Obtain the Fourier cosine series expansion of the periodic

hi
function defined by

(i) = -( E F , <ã<ä
1
Solution The half range cosine series is

(hi
(i) = +Û (1 E F,
1
(‡

hi 1 hi +
1 1 1
= (i) i = -( E F i=− K1 E FL = ( − 1 h) =
1 1 1 1h 1 h h
1
hi (hi 1
hi (hi (hi hi
= -( E F 1 E F i= -( E + F − -( E − F i
(
1 1 1 1 1 1 1 1

126
1 hi 1 hi
1
= K− 1 E (( + )F + 1 E (( − )FL
1 (( + )h 1 (( − )h 1

1 (h(( + )) 1 (h(( − ))
=− + + −
(( + )h (( − )h (( + )h (( − )h

= ( − (− )( ) − ( − (− )($ ) = ((− )($ − ) ,( ≠


(( + )h (( − )h (( − )h

−+
, |. ( ( - P (g
= ((− )($ − ) = u(( − )h
(( − )h
, |. ( ( -

To evaluate at n=1

hi hi hi −1 hi
1 1 1
= -( E F 1 E F i= -( m n i= K 1 m nL
1 1 1 1 1 1 h 1


= (1 ( h) − 1 )=
h
+ hi +hi 0hi
(i) = − m 1 m n+ 1 m n++ 1 m n + ⋯n
h h .' 1 '. , 1 ,. 2 1
Example 21. Obtain the Fourier sine and cosine series expansion of the

1
periodic function defined by

Oi, ≤i≤
(i) = v g
1
O(1 − i), ≤i≤1

Solution:- The half range sine series let

(hi
(i) = Û {( -( , ( )
1
(‡
1
(hi
{( = (i). -( E F i
1 1

(hi (hi
1
1
= Oi. -( E F i+ O(1 − i). -( E F i
1 1 1 1/ 1

127
1
1
Oi1 E F 1 O -( E F O(1 − i)1 E F O -( E F
(hi (hi (hi (hi

= ‚− 1
+ 1
ƒ + ‚− 1
− 1
ƒ
1 (h/1 1 (h/1
E1F E1F
(h (h
1/

−O1 1 (h 1 (h O1 1 (h 1 (h
= K E F1 + OE F -( L + K E F1 + OE F -( L
1 (h (h 1 (h (h

+O1 (h +O1
= E -( F = s ( h , |. ( ( - g
( h
, |. ( ( - P (
Now, putting the value of {( in relation (1), we get

+O1 (h (hi
(i) = Û E -( F -( , |. (- (BI{
( h 1
(‡

⟹ -( ⟶ -(( ( + ) = -( (h1 +1 (h -( = (− )(
(h h h h
Let ( ⟶ ( +

+O1 (− )( ( ( + )hi +O1 hi 'hi


(i) = Û -( = m -( − -( + ⋯n
h ( (+ ) 1 h 1 ' 1
(‡

Putting i = in the above relation, we get


1

O1 +O1 h 'h ,h h
= m -( − -( + -( …n ⟹ = + + + ⋯.
h ' , 3 ' ,
The half range sine series let

(hi
(i)(i) = +Û (1 E F, ( )
1
(‡

Oi Oi
1
1
1
1 1
= (i) i = Oi. i + O(1 − i) i = K L + KO1i − L
1 1 1 1/ 1 1 1/

O1 O1 O1 O1 1O
= K + O1 − − + L=
1 3 3
1
(hi
= (i). 1 E F i
(
1 1

128
(hi (hi
1
1
= Oi. 1 E F i+ O(1 − i). 1 E F i
1 1 1 1/ 1
1
1
Oi1 -( E F 1 O1 E F O(1 − i) -( E F O1 E F
(hi (hi (hi (hi

= ‚ 1
+ 1
ƒ + ‚ 1
− 1
ƒ
1 (h/1 1 (h/1
E1F E1F
(h (h
1/

O1 1 (h 1 (h 1 1
= K E F -( + OE F 1 − OE F − OE F 1 (hL
1 (h (h (h (h

O1 1 (h 1 (h O1 (h
− E F -( + OE F 1 )= E 1 −1 (h − F
(h (h ( h
O1
(= ⟹ = , (= ⟹ = ( (− ) − − )=−
+h h.
(='⟹ ' = , (=+⟹ + = , (=,⟹ , =
O1 O1 O1
(=0⟹ = (− − − )=− , = = = , =−
0
'0h h' 2 3 l
h,
Hence

h O (h
(i) = −Û E 1 −1 (h − F)1 (i
+ ( h
(‡

O1 O1
= − m 1 i+ 1 0i + 1 i + ⋯n
+ h ' ,
Putting i = 1 ⟹ (1) =

h
⟹ = + + + +⋯
3 ' , 2
Example 22. Find the range sine series for
1 1
− ã, 0<ã<
X(ã) = v4 2g
3 1
ã− , <0<1
4 2
Solution The half range sine series let

129
(hi
(i) = Û {( -( , ( )
1
(‡

1
'
{( = (i) -( (hi i = m − in -( (hi i + mi − n -( (hi i
1 + / +

1 (hi -( (hi ' 1 (hi -( (hi


= m− m − in − n + m− mi − n + n
+ (h ( h + (h ( h

-( -(
(h (h
(h (h 1 (h
= € 1 − + • + €− − 1 − •
+(h ( h +(h +(h +(h ( h

+ -(
(h
1 (h
= €− + − •
( h (h (h

+ -(
(h
1 (h
(i) = Û €− + − • -( (hi
( h (h (h
(‡

+ + +
= m − n -( hi + m + n -( 'hi + m − n -( ,hi + ⋯
h h 'h 'h ,h ,h

h
Example 23. Find the range sine series for

-( i, ≤i≤
(i) = v +g
h h
1 i, ≤i≤
+
Solution The half range sine series let

(hi
(i) = Û {( -( , ( )
1
(‡

+ +
h h
1
{( = (i) -( (i i = -( i -( (i i + 1 i -( (i i
+

1 h h h
+

h h

= (1 ( (− )i−1 ( ( + )i) i + ( -(( ( + )i + -(( ( − )i) i


+

h h h
+

130
-(( ( − )i -(( ( + )i 1 ( ( + )i 1 ( ( − )i
h h

= K − L + m− − n
+

h (− (+ h ( (+ ) ( (− ) h
+

-(( ( − ) -(( ( + ) 1 ( (+ ) 1 ( (− )
h h h h

= € +
− +
•+ Ñ− − Ò
h (− (+ h åææææææææææçææææææææææè
( (+ ) ( (− )
=

1 ( (+ ) 1 ( (− )
h h

− €− +
− +

h ( (+ ) ( (− )

-(( ( − ) -(( ( + ) 1 ( (+ ) 1 ( (− )
h h h h

= € +
− +
+ +
+ +

h (− (+ ( (+ ) ( (− )

-(( ( − ) 1 ( (− ) -(( ( + ) 1 ( (+ )
h h h h

(i) = Û € +
+ +
− +
+ +
• -( (i
h (− ( (− ) (+ ( (+ )
(‡

√ (h √ (h
(i) = Û ‚ -( E F − -( E Fƒ -( (i
h (− (+
(‡

√ (h
(i) = Û m – n -( E F -( (i
h (− (+
(‡

+√ (h
= Ûm n -( E F -( (i
h ( ( − )( ( + )
(‡

+√ -( i -( 0i -( i
(i) = m − + + ⋯n
h .' ,. 2 l.
If i = h/+ then

+√ h
= m + + + ⋯n ⟹ = + + + ⋯.
√ h . ' ,. 2 l. 3 . ' ,. 2 l.

Solution The half range cosine series let

(hi
(i) = +Û (1 , ( )
1
(‡

131
+ + + +
h h h h
1
= (i) i = -( i i + 1 i i = €m− 1 in + m -( inh •
+ +

1 h h h h h
+ +

+ 3
= m− + + −− n= m − n.
h √ √ h √

+ +
h h
1
= (i)1 (i i = -( i1 (i i + 1 i1 (i i
+
(
1 h h h
+

h h

= ( -(( ( + )i − -(( ( − )i) i + (1 ( ( − )i + 1 ( ( + )i) i


+

h h h
+

− 1 ( ( + )i 1 ( ( − )i + -( ( ( − )i -( ( ( + )i
h h

= K − L + K + L
h (+ (− h ( (− ) ( (+ ) h
+

− 1 ( (+ ) 1 ( (− )
h h

= € +
− +
•− m − n
h (+ (− h (+ (−

-( ( ( − ) -( ( ( + ) -( ( ( − ) -( ( ( + )
h h h h

+ € + •− € +
+ +

h ( (− ) ( (+ ) h ( (− ) ( (+ )

√ 1 E F √ 1
(− )( E F (− )(
(h (h

= ‚− + + + + ƒ
h ( (+ ) ( (− ) ( ( − )( ( + ) (− (+

+ (h
= E√ 11 E F+ + (− )( F
h( ( + )( ( − )

+ + (h
(i) = K − L+Û E√ 11 E F+ + (− )(− F 1 (i
h √ h( ( + )( ( − )
(‡

+ + 1 i √ 1 +i 1 'ii
(i) = m − n+ K − + + ⋯ L.
h √ h .' '. , ,. 2

4.9. PARSEVAL’S FORMULA ON FOURIER CONSTANTS

If the Fourier series of f(x) on the interval 1 < i < ä + 2H is given by

132
(hi (hi
(i) = +Û† (1 + {( -( ˆ
H H
(‡

Then
1$ H
M (i)N i= + Û? + {( @
H 1 + (
(‡

Proof. The Fourier series of f(x) in 1 < i < ä + 2H is given as

(hi (hi
(i) = +Û† (1 + {( -( ˆ ( )
H H
(‡

Where
1$ H 1$ H
(hi 1$ H
(hi
= (i) i ; = (i)1 i; = (i) -( i
H 1
(
H 1 H (
H 1 H

Multiply both side of (1) by f(x), we have

(hi (hi
M (i)N = (i) + Û † (i)1 + {( (i) -( ˆ
(
H H
(‡

Integrating both side with respect to x between the limits c to c+2l, we have
1$ H 1$ H
M (i)N i= (i) i
1 1

1$ H
(hi 1$ H
(hi
+Û; (i)1 i + {( (i) -( i<
(
1 H 1 H
(‡

1$ H
= H + Û? ( H ( + {( H { ( @ ⟹ M (i)N i= H + H Û? ( + {( @
(‡ 1 (‡

1$ H
M (i)N i= + Û? + {( @ ² P Hž - ( - ~
H 1 + (
(‡

Note: Parseval's identity in different cases


133
(i) If c=0, the interval becomes 0<x<2l and Parseval's identity reduces to
H
M (i)N i= + Û? + {( @
H + (
(‡

If c=-l, the interval becomes -l<x<l and Parseval's identity reduces to


H
M (i)N i= + Û? + {( @
H H + (
(‡

(ii) If f(x) is an even function in (-l, l) then


H
M (i)N i= +Û
H (
(‡

(iii) If f(x) is an odd function in (-l, l) then


H
M (i)N i = Û {(
H
(‡

(iv) If (i) = + ∑(‡ (1 ((hi/H) in (0, l)then

H
M (i)N i= +Û
H (
(‡

(iv) If (i) = ∑(‡ {( -( ((hi/H) in (0, l)then


H
M (i)N i = Û {(
H
(‡

(v) R.M.S.

M (i)N i
{

u ñ
{−

Example 24 By using the series for f(x)=1 in < ã < Ì show that

h
= + + + + ⋯.
3 ' , 2
134
Solution

Sine series is f(x) (i) = ∑(‡ ?{( -( (i@


h h
1 (i h
{( = (i) -( (i i = (i) -( (i i = E− F
h h h (
+
=− ((− )( − ) = s (h , - ( - g
(h , - ( P (

Then the sine series is


+ + +
= -( i + -( 'i + -( ,i + ⋯
h 'h ,h
H H
H H
M (i)N i = Û {( ⟹ M (i)N i= Û {( = M{ + { + {' + {+ + ⋯ N
H
(‡ (‡

h h
h + + + +
M (i)N i= ( ) i= Km n + m n + m n + m n + ⋯ L
h 'h ,h 2h

h + h
⟹h= m n K + m n + m n + m n + ⋯L ⟹ = + + + + ⋯.
h ' , 2 3 ' , 2

hi, < ã < 1g


Example 25 Using the half range cosine series for

(i) = e
h( − i), <i<2
To show that

h+
= + + + + ⋯.
l0 + '+ ,+ 2
Solution The half range cosine series let

(hi
(i) = +Û (1 , ( )
1
(‡

1
hi
= (i) i = hi i + h( − i) i = K L − h m ( − i) n = h
1

135
1
(hi (hi (hi
= (i)1 i= hi1 i+ h( − i)1 i
(
1 1

i (hi (hi ( − i) (hi (hi


=K -( + hm n 1 L +K -( − hm n 1 L
( (h ( (h

(h + (h + + (h + (h
=m -( + 1 − − 1 (h − -( + 1 n
( ( h ( h ( h ( ( h
3 (h + + + (h
=m 1 − − 1 (hn = E 1 −1 (h − F
( h ( h ( h ( h
+ + +
= , =− , = = = , =− , = == = , =−
h ' + , 0
lh 2 3 l
,h
1
M (i)N i= + + + +⋯⟹ M (i)N i= K + + + + ⋯L
1 ' '

h i'
h i i+ h ( − i) i=K L − h m ( − i)' n
' '

h h h h 0 0 0
= + ( − )= = + + + +⋯
' ' ' h 3 h 0 ,h
h h h 0 h+
⟹ − = = K + + + + + ⋯L ⟹ = + + + ⋯.
' 0 h ' , l0 '+ ,+
Example 26 Use half range cosine and sine series for i(h − i), <ã<Ì

To prove that

h+ h
= + + + + + ⋯ . ., = + + + + + ⋯ ..
l +
' +
+ +
, + l+, 0
'0 +0 ,0

hi i' h
h
Solution
1 h
= (i) i = (hi − i ) i = K − L =
1 h h ' '
1
(hi h
= (i)1 i= (hi − i )1 (i i
(
1 1 h

136
(hi − i ) (h − i) h(− )( h
h
= K -( (i + 1 (i + -( (iL = K− − L
h ( ( (' h ( (

+

= ( + (− )( ) = s ( , - ( -
− P (g
( , - (-

h 1 i 1 +i 1 0i
(i) = +Û (1 (i ⟹ i(h − i) = − +m + + + ⋯n
0 + 0
(‡

h 1 i 1 +i 1 0i
⟹ i(h − i) = −m + + + ⋯n
0 '
By Parseval’s formula
1 h
M (i)N i= + + + +⋯⟹ (hi − i ) i
1 '
h

h i' hi+ i, h+
h h
= (h i − hi + i ) i = K
' +
− + L = = + + +⋯
h h ' + , ,

h+ h+ 0 0 0 h+
⟹ = + + + + + + +⋯ =
K L +K + + + ⋯L
, 3 + 0 3 + +
'+

h+ h+ h+

⟹ − =K + + + ⋯ L ⟹ = + + +⋯= Û
, 3 + +
'+ l + +
'+ (+
(=
1
(hi h
{( = (i) -( i= (hi − i ) -( (i i
1 1 h

(hi − i ) (h − i) (− )(
h
= K− 1 (i + -( (i − ' 1 (iL = K− + 'L
h ( ( ( h (' (

3
+ ,- ( - g
= ' ( − (− )( ) = s(' h
( h , - (- P (

3 -( i -( 'i -( ,i
∴ (i) = Û {( -( (i ⟹ i(h − i) = m ' + + + ⋯n
h '' ,
(‡

By Parseval’s formula
137
h+ 0+ h0
⟹ = m + 0 + 0 + ⋯n ⟹ = + + +⋯
, h 0 ' , l0 0 '0 ,0

G Ý= + + + + +⋯= + + + ⋯+ + + +⋯
0 0
'0 +0 ,0 0
'0 ,0 0
+0 00
h0 h0 Ý Ý 0'h0 h0
Ý= + 0m 0 + 0 + 0 + 0 + 0 + ⋯n = + 0 ⟹Ý− = =
l0 ' + , l0 0+ 0+ l0

h0 0+ h0

⟹Ý= K L= = + + + + +⋯= Û
l0 0' l+, 0 0
'0 +0 ,0 (0
(=

138
139
140
141
142

You might also like