LAPLACE TRANSFORMS

INTRODUCTION Laplace transform is an integral transform employed in solving physical problems. Many physical problems when analysed assumes the form of a differential equation subjected to a set of initial conditions or boundary conditions. By initial conditions we mean that the conditions on the dependent variable are specified at a single value of the independent variable. If the conditions of the dependent variable are specified at two different values of the independent variable, the conditions are called boundary conditions. The problem with initial conditions is referred to as the Initial value problem. The problem with boundary conditions is referred to as the Boundary value problem.

Example 1 : The problem of solving the equation

y (0) = 1 is an initial value problem

d 2 y dy + + y = x with conditions y(0) = dx 2 dx

Example 2 : The problem of solving the equation 3

d2y dy + 2 + y = cos x with y(1)=1, 2 dx dx

y(2)=3 is called Boundary value problem. Laplace transform is essentially employed to solve initial value problems. This technique is of great utility in applications dealing with mechanical systems and electric circuits. Besides the technique may also be employed to find certain integral values also. The transform is named after the French Mathematician P.S. de Laplace (1749 1827). The subject is divided into the following sub topics.

LAPLACE TRANSFORMS

Definition and Properties

Transforms of some functions

Convolution theorem

Inverse transforms

Solution of differential equations

Definition :

Let f(t) be a real-valued function defined for all t 0 and s be a parameter, real or complex.

Suppose the integral

e
0

st

f (t )dt exists (converges). Then this integral is called the Laplace

transform of f(t) and is denoted by Lf(t). Thus, Lf(t) = e st f (t )dt

0

(1)

We note that the value of the integral on the right hand side of (1) depends on s. Hence Lf(t) is a function of s denoted by F(s) or f ( s ) .

Thus, Lf(t) = F(s) (2)

Consider relation (2). Here f(t) is called the Inverse Laplace transform of F(s) and is denoted by L-1 [F(s)]. Thus, L-1 [F(s)] = f(t) Suppose f(t) is defined as follows : f1(t), 0 < t < a f(t) = f2(t), a < t < b f3(t), t > b Note that f(t) is piecewise continuous. The Laplace transform of f(t) is defined as

(3)

Lf(t) = e st f (t )
0

= e st f1 (t )dt + e st f 2 (t )dt + e st f 3 (t )dt

0 a b

NOTE : In a practical situation, the variable t represents the time and s represents frequency.

Hence the Laplace transform converts the time domain into the frequency domain.
Basic properties

The following are some basic properties of Laplace transforms : 1. Linearity property : For any two functions f(t) and (t) (whose Laplace transforms exist) and any two constants a and b, we have L [a f(t) + b (t)] = a L f(t) + b L(t) Proof :- By definition, we have L[af(t)+b(t)] = e
0 st

[af (t ) + b (t )]dt

= a e
0

st

f (t )dt + b e st (t )dt
0

= a L f(t) + b L(t) This is the desired property. In particular, for a=b=1, we have L [ f(t) + (t)] = L f(t) + L(t) and for a = -b = 1, we have L [ f(t) - (t)] = L f(t) - L(t)
1 s F , where a is a positive a a

2. Change of scale property : If L f(t) = F(s), then L[f(at)] =

constant. Proof :- By definition, we have Lf(at) = e st f (at )dt
0

(1)

Let us set at = x. Then expression (1) becomes,

1 x L f(at) = e a f ( x)dx a0
This is the desired property. 3. Shifting property :- Let a be any real constant. Then L [eatf(t)] = F(s-a) Proof :- By definition, we have
s

1 s F a a

L [e f(t)] = e
at
0

st

[e

at

f (t ) dt

= e ( s a ) f (t )dt
0

= F(s-a) This is the desired property. Here we note that the Laplace transform of eat f(t) can be written down directly by changing s to s-a in the Laplace transform of f(t).

TRANSFORMS OF SOME FUNCTIONS

1. Let a be a constant. Then L(e ) = e e dt = e ( s a )t dt
at
st at 0 0

= Thus, L(eat) =

1 e ( s a )t , = ( s a) 0 s a

s>a

1 sa
1 , s

In particular, when a=0, we get L(1) =

s>0

By inversion formula, we have L1 2. 1 1 = e at L1 = e at sa s

e at + e at L(cosh at) = L 2

1 st at e e + e at dt 2 0

1 e ( s a )t + e ( s + a )t dt 2 0

Let s > |a| . Then,

1 e ( s a )t e ( s + a )t + L(cosh at ) = 2 ( s a) (s + a) 0 Thus, L (cosh at) = and so s , s a2

2

s s a2
2

s > |a|

 s L1 2 = cosh at 2 s a e at e at 3. L (sinh at) = L 2 Thus, L (sinh at) = and so, a , s > |a| s a2
2

a = s2 a2 ,

s > |a|

1 sinh at = L1 2 2 a s a

4. L (sin at) = e st sin at dt

0

Here we suppose that s > 0 and then integrate by using the formula
ax e sin bxdx =

e ax [a sin bx b cos bx] a2 + b2

Thus, L (sinh at) = and so

a , s>0 s + a2
2

1 sinh at L1 2 = 2 a s +a

5. L (cos at) = e st cos atdt

0

Here we suppose that s>0 and integrate by using the formula

ax e cos bxdx =

e ax [a cos bx + b sin bx] a2 + b2

Thus, L (cos at) = and so

s , s>0 s + a2
2

L1

s = cos at s + a2
2

6. Let n be a constant, which is a non-negative real number or a negative non-integer. Then L(tn) = e st t n dt
0

Let s > 0 and set st = x,

n

then

1 x dx = n +1 e x x n dx L(t n ) = e x s 0 s s 0 The integral e x x n dx is called gamma function of (n+1) denoted by (n + 1) . Thus

0

L(t n ) =

(n + 1) s n +1

In particular, if n is a non-negative integer then (n + 1) =n!. Hence L(t n ) = n! s n+1

tn tn or as the case may be (n + 1) n!

and so
L1 1 s n +1 =

TABLE OF LAPLACE TRANSFORMS

f(t) 1 eat coshat sinhat sinat cosat tn, n=0,1,2,.. tn, n > -1

F(s) 1 , s>0 s 1 , s>a sa s , s > |a| s a2

2

a , s > |a| s a2
2

a , s>0 s + a2
2

s , s>0 s + a2
2

n! , s>0 s n+1 (n + 1) , s>0 s n+1

Application of shifting property :-

The shifting property is If L f(t) = F(s), then L [eatf(t)] = F(s-a) Application of this property leads to the following results :
s 1. L(e at cosh bt ) = [L(cosh bt )]s s a = 2 2 s b ss a

sa ( s a) 2 b 2

Thus, L(eatcoshbt) = and L1 sa = e at cosh bt 2 2 (s a) b sa ( s a) 2 b 2

2. L(e at sinh bt ) = and L1

a ( s a) 2 b 2

1 = e at sinh bt 2 2 (s a) b sa ( s a) 2 + b 2

3. L(e at cos bt ) = and L1

sa = e at cos bt 2 2 (s a) + b

4. L(e at sin bt ) = and

L1

b ( s a) 2 b 2

e at sin bt 1 = b (s a) 2 b 2 (n + 1) ( s a ) n +1 or n! ( s a) n +1 as the case may be

5. L(e at t n ) = Hence

L1

1 e at t n = ( s a ) n +1 (n + 1)

or

n! as the case may be ( s a) n +1

Examples :1. Find Lf(t) given f(t) =

t, 0 < t < 3 4, t > 3

Here Lf(t) = e st f (t )dt = e st tdt + 4e st dt

0 0 3 3

Integrating the terms on the RHS, we get Lf(t) = 1 3 s 1 e + 2 (1 e 3s ) s s

This is the desired result.

2. Find Lf(t) given f(t) =

sin2t, 0 < t 0, t>

Here Lf(t) = e st f (t )dt + e st f (t )dt

0

= e st sin 2tdt
0

e st { s sin 2t 2 cos 2t} = 2 0 s + 4 This is the desired result.

3. Evaluate : (i)

2 1 e s s +4
2

L(sin3t sin4t) L(cos2 4t) L(sin32t)

(ii) (iii) (i) Here

1 L(sin3t sin4t) = L [ (cos t cos 7t )] 2 = = (ii) Here s 1 1 1 L(cos24t) = L (1 + cos 8t ) = + 2 2 2 s s + 64 (iii) We have sin 3 = 1 (3 sin sin 3 ) 4 1 (3 sin 2t sin 6t ) 4 1 6 6 48 = 2 2 2 4 s + 4 s + 36 ( s + 4)( s 2 + 36) 1 [L(cos t ) L(cos 7t )] , by using linearity property 2
1 s s 24 s 2 = 2 2 2 s + 1 s + 49 ( s + 1)( s 2 + 49)

For =2t, we get sin 3 2t = so that L(sin 3 2t ) =

This is the desired result.

4. Find L(cost cos2t cos3t)

Here cos2t cos3t = so that cost cos2t cos3t = = Thus L(cost cos2t cos3t) = s s 1 s 1 + 2 + + 2 2 4 s + 36 s + 16 s s + 4 1 [cos 5t cos t + cos 2 t ] 2 1 [cos 6t + cos 4t + 1 + cos 2t ] 4 1 [cos 5t + cos t ] 2

5. Find

L(cosh22t) 1 + cosh 2 2 1 + cosh 4t 2 s 1 1 + 2 2 s s 16 1 (ii) L (iii) L(t-3/2) t

We have cosh 2 =

For = 2t, we get cosh 2 2t = Thus, L(cosh 2 2t ) =

-------------------------------------------------------05.04.05------------------------6. Evaluate (i) L( t )

We have L(tn) = (i) For n= 1 , we get 2

1/2

(n + 1) s n +1

1 ( + 1) 2 L(t ) = s3 / 2

1 1 1 Since (n + 1) = n(n) , we have + 1 = = 2 2 2 2

Thus,

L( t ) =

2s
3 2

1 (ii) For n = - , we get 2 1 1 2 L(t 2 ) = 1 = s s 2 3 (iii) For n = - , we get 2

1 2 2 L(t 2 ) = 1 = 1 = 2 s s 2 s 2
3

7. Evaluate : (i) L(t2)

(ii) L(t3)

We have, L(tn) = n! s n +1 2! 2 = s3 s3 3! 6 = s4 s4

(i) For n = 2, we get L(t2) =

(ii) For n=3, we get L(t3) =

8. Find L[e-3t (2cos5t 3sin5t)]

Given

= 2L(e-3t cos5t) 3L(e-3t sin5t) = 2 =

(s + 3)
( s + 3) + 25
2 2

15 , by using shifting property ( s + 3) 2 + 25

2s 9 , on simplification s + 6 s + 34

9. Find L[coshat sinhat]

Here e at + e at L[coshat sinat] = L sin at 2

1 a a + 2 2 2 2 2 (s a) + a (s + a) + a
= a ( s 2 + 2a 2 ) , on simplification [( s a ) 2 + a 2 ][( s + a ) 2 + a 2 ]

10. Find L(cosht sin3 2t)

Given et + e t 3 sin 2t sin 6t L 4 2 = = 1 3 L et sin 2t L(et sin 6t ) + 3L(e t sin 2t ) L(e t sin 6t ) 8

[ (

1 6 6 6 6 + 2 2 2 2 8 ( s 1) + 4 ( s 1) + 36 ( s + 1) + 4 ( s + 1) + 36 3 1 1 1 1 + 2 2 2 2 4 ( s 1) + 4 ( s 1) + 36 ( s + 1) + 24 ( s + 1) + 36
5

11. Find L(e 4t t

We have L(tn) =
(n + 1) s n +1

Put n= -5/2. Hence

L(t-5/2) = Therefore,

(3 / 2) 4 = 3 / 2 Change s to s+4. s 3 / 2 3s
L (e 4t t 5 / 2 ) = 4 3( s + 4) 3 / 2

Transform of tn f(t)

Here we suppose that n is a positive integer. By definition, we have F(s) = e st f (t )dt

0

Differentiating n times on both sides w.r.t. s, we get

n dn F ( s ) e st f (t )dt = s n ds n 0

Performing differentiation under the integral sign, we get

dn F ( s ) = (t ) n e st f (t )dt n ds 0 Multiplying on both sides by (-1)n , we get

dn (1) F ( s ) = (t n f (t )e st dt = L[t n f (t )] , by definition n ds 0
n

Thus, L[tnf(t)]= (1) n dn F ( s) ds n

This is the transform of tn f(t). Also,

dn L1 n F ( s ) = (1) n t n f (t ) ds

In particular, we have L[t f(t)] = L[t2 f(t)]= Also,

d L1 F ( s) = tf (t ) and ds d2 L1 2 F ( s) = t 2 f (t ) ds

d F ( s) , for n=1 ds

d2 F ( s) , for n=2, etc. ds 2

Transform of

f(t) t

We have , F(s) = e st f (t )dt

0

Therefore,
st f (t )dt ds F ( s )ds = e s s 0

f (t ) e st ds dt s

e st f (t ) dt t s

f (t ) f (t ) dt = L = e st t t 0

Thus,
f (t ) L = F ( s )ds t s

This is the transform of Also, L1 F ( s )ds =

s

f (t ) t

f (t ) t

Examples : 1. Find L[te-t sin4t]

We have, L[e t sin 4t ] = So that, d 1 L[te-t sin4t] = 4 2 ds s + 2 s + 17 = 8( s + 1) ( s + 2 s + 17) 2
2

4 ( s + 1) 2 + 16

2. Find L(t2 sin3t)

We have L(sin3t) = So that, L(t2 sin3t) =
e t sin t 3. Find L t

3 s +9
2

d2 3 ds 2 s 2 + 9

= 6

d s 2 ds ( s + 9) 2

18( s 2 3) ( s 2 + 9) 3

We have L(e t sin t ) = 1 ( s + 1) 2 + 1

e t sin t Hence L t =

( s + 1)
0

ds
2

+1

= tan 1 ( s + 1) s

tan 1 ( s + 1) = cot 1 (s+1)

 sin t sin at 4. Find L . Using this, evaluateL t t We have L(sint) = So that sin t Lf(t) = L = t = Consider sin at sin at L = a L = aLf (at ) t at 1 s = a F , in view of the change of scale property a a s = cot 1 a cos at cos bt 5. Find L t We have L [cosat cosbt] = So that
s s cos at cos bt = 2 L 2 ds 2 t s + b2 s s + a

1 s +1
2

s
s

ds = tan 1 s +1

tan 1 s = cot 1 s = F ( s )

s s 2 2 s +a s + b2
2

1 s 2 + a 2 = log 2 2 2 s + b s

s 2 + a 2 s2 + a2 1 Lt log log 2 2 s2 + b2 2 s s +b

s 2 + b 2 1 0 + log s2 + a2 2

1 s2 + b2 log 2 2 2 s +a

6. Prove that

e
0

3t

t sin tdt =

3 50

We have

e
0

st

t sin tdt = L(t sin t )

d 1 d L(sin t ) = 2 ds ds s + 1
2

2s ( s + 1) 2

Putting s = 3 in this result, we get

e
0

3t

t sin tdt =

3 50

This is the result as required.

ASSIGNMENT I Find L f(t) in each of the following cases :

1. f(t) =

et , 0 < t < 2 0, t>2

2. f(t) =

1, 0t3 t, t>3 t , 0t<a a 1 , ta

3. f(t) =

II. Find the Laplace transforms of the following functions :

4. cos(3t + 4) 5. sin3t sin5t 6. cos4t cos7t 7. sin5t cos2t 8. sint sin2t sin3t 9. sin2 5t 10. sin2(3t+5) 11. cos3 2t 12. sinh2 5t 13. t5/2
1 14. t + t
3

15. 3t 16. 5-t 17. e-2t cos2 2t 18. e2t sin3t sin5t 19. e-t sin4t + t cos2t 20. t2 e-3t cos2t

21. 22. 23. 24.

1 e 2t t e at e bt t sin 2 t t 2 sin 2t sin 5t t

III. Evaluate the following integrals using Laplace transforms :

25. te 2t sin 5tdt

0

26. e 5t t 3 cos tdt

0

e at e bt 27. t 0

dt

28.

e t sin t dt t 0

-------------------------------------------- 28.04.05 -------------------------Transforms of the derivatives of f(t) Consider L f (t ) = e st f (t )dt

0

= e

st

= Lt (e st f (t ) f (0) + sLf (t )
t

f (t ) 0 ( s )e st f (t )dt , by using integration by parts

0

= 0 - f (0) + s Lf(t) Thus L f (t ) = s Lf(t) f(0) Similarly, L f (t ) = s2 L f(t) s f(0) - f (0) In general, we have Lf n (t ) = s n Lf (t ) s n 1 f (0) s n 2 f (0) ....... f
Transform of f(t)dt
0 t

n 1

(0)

Let (t) = Now,

f (t )dt .
0

Then

(0) = 0 and (t) = f(t)

L (t) = e st (t )dt
0
e st e st t ( ) dt = (t ) s 0 s 0 1 = (0 0) + f (t )e st dt s0

Thus, L f (t )dt =
0
t

1 Lf (t ) s
t

Also,
1 L1 Lf (t ) = f (t )dt s 0

Examples : 1. By using the Laplace transform of sinat, find the Laplace transform of cosat.

Let f(t) = sin at, then Lf(t) = a s + a2

2

We note that f (t ) = a cos at Taking Laplace transforms, we get Lf (t ) = L(a cos at ) = aL(cos at ) 1 1 or L(cosat) = Lf (t ) = [sLf (t ) f (0)] a a 1 sa 0 = 2 a s + a2 Thus s L(cosat) = 2 s + a2 This is the desired result. t 1 1 1 2. Given L 2 = = 3 / 2 , show that L s t s Let f(t) = 2 t

, given L[f(t)] = 2 1

1 s
3/ 2

We note that, f (t ) =

2 t

Taking Laplace transforms, we get 1 Lf (t ) = L t Hence 1 L = Lf (t ) = sLf (t ) f (0) t 1 = s 3 / 2 0 s Thus 1 1 L = s t This is the result as required. cos at cos bt 3. Find L dt t 0 Here
t

2 2 cos at cos bt 1 s + b Lf(t) = L = log 2 2 t 2 s +a Using the result t 1 L f (t )dt = Lf (t ) s 0 We get, t s2 + b2 1 cos at cos bt L log dt = s2 + a2 t 2s 0

4. Find L te t sin 4tdt

0

Here

L te t sin 4t = Thus
t

8( s + 1) ( s + 2s + 17) 2
2

L te t sin 4tdt =
0

8( s + 1) s( s + 2s + 17) 2
2

Transform of a periodic function

A function f(t) is said to be a periodic function of period T > 0 if f(t) = f(t + nT) where n=1,2,3,.. The graph of the periodic function repeats itself in equal intervals. For example, sint, cost are periodic functions of period 2 since sin(t + 2n) = sin t, cos(t + 2n) = cos t. The graph of f(t) = sin t is shown below :

Note that the graph of the function between 0 and 2 is the same as that between 2 and 4 and so on.

The graph of f(t) = cos t is shown below :

Note that the graph of the function between 0 and 2 is the same as that between 2 and 4 and so on.
Formula :

Let f(t) be a periodic function of period T. Then T 1 Lf (t ) = e st f (t )dt ST 1 e 0 Proof : By definition, we have L f(t) = e st f (t )dt = e su f (u )du
0 0
T

= =

su su e f (u)du + e f (u)du + ....... +

2T

( n +1)T

nT

su

f (u )du + .... +

e
n =0 nT

( n +1)T

su

f (u )du

Let us set u = t + nT, then L f(t) = Here f(t+nT) = f(t), by periodic property Hence

e
n =0 t =0

s ( t + nT )

f (t + nT )dt

Lf (t ) = (e
n =0

sT

e
0
T

st

f (t )dt

1 st = e f (t )dt , identifying the above series as a geometric series. ST 1 e 0

Thus
1 st L f(t) = e f (t )dt sT 1 e 0 This is the desired result.
T

Examples:1. For the periodic function f(t) of period 4, defined by f(t) =

3t, 0 < t < 2 6, 2<t<4

find L f(t) Here, period of f(t) = T = 4 We have, T 1 st L f(t) = e f (t )dt sT 1 e 0 =

1 st = e f (t )dt 4 s 1 e 0
4

2 4 1 st te dt + 3 6e st dt 4 s 1 e 0 2 st 2 2 e st 1 e e st = t dt 3 1 . + 6 s s s 1 e 4 s 0 0 1 3(1 e 2 s 2se 4 s ) = 1 e 4 s s2

4 2

Thus, Lf(t) = 3(1 e 2 s 2se 4 s ) s 2 (1 e 4 s ) 2

2. A periodic function of period

Esint, 0 t < f(t) = 0,

is defined by

where E and are positive constants. Show that E L f(t) = 2 2 ( s + w )(1 e s / w ) Here

2 t

T=

. Therefore
1 1 e s ( 2 / )
2 / st e f (t )dt 0

L f(t) =

1 1 e s ( 2 / )

Ee
0

st

sin tdt

e st { s sin t cos t} = 2 s ( 2 / ) 2 1 e s + 0 s / E (e + 1) = s ( 2 / ) 2 2 1 e s + E (1 + e s / ) = (1 e s / )(1 + e s / )( s 2 + 2 ) E = s / (1 e )( s 2 + 2 ) This is the desired result. E

3. A periodic function f(t) of period 2a, a>0 is defined by E, 0ta f(t) = -E, a < t 2a

show that E as tanh s 2 Here T = 2a. Therefore 2a 1 e st f (t )dt L f(t) = 1 e 2 as 0 L f(t) =

2a a st 1 + Ee st dt Ee dt 2 as 1 e a 0 E (1 e sa ) + (e 2as e as ) = 2 as s(1 e )

= =

E E (1 e as ) 2 as 2 1 e = ( ) s(1 e 2 as ) s (1 e as )(1 + e as )

E e as / 2 e as / 2 E as = tanh as / 2 as / 2 s e +e 2 s This is the result as desired.

----------------------------------------------- 29.04.05 -------------------------------------Step Function :

In many Engineering applications, we deal with an important discontinuous function H(t-a) defined as follows : 0, t a H (t-a) = 1, t > a where a is a non-negative constant. This function is known as the unit step function or the Heaviside function. The function is named after the British electrical engineer Oliver Heaviside. The function is also denoted by u(t-a). The graph of the function is shown below:

H(t-a)

1
0

Note that the value of the function suddenly jumps from value zero to the value 1 as t a from the left and retains the value 1 for all t>a. Hence the function H(t-a) is called the unit step function. In particular, when a=0, the function H(t-a) become H(t), where 0, t0 H(t) = 1, t>0

Transform of step function By definition, we have

L[H(t-a)] = e st H (t a)dt
0

= e st 0dt + e st (1)dt
0 a

as

In particular, we have L H(t) = Also,

e as L1 = H (t a ) s

1 s 1 and L1 = H (t ) s

Heaviside shift theorem Statement :L [f(t-a) H(t-a)] = e-as Lf(t)

Proof :- We have

L [f(t-a) H(t-a)] =

f (t a) H (t a)e
0

st

dt

= e st f (t a )dt
a

Setting t-a = u, we get L[f(t-a) H(t-a)] = e s ( a +u ) f (u )du

0

= e-as L f(t) This is the desired shift theorem. Also, L-1 [e-as L f(t)] = f(t-a) H(t-a)
Examples : 1. Find L[et-2 + sin(t-2)] H(t-2)

Let f(t-2) = [et-2 + sin(t-2)] Then f(t) = [et + sint] so that 1 1 L f(t) = + 2 s 1 s +1 By Heaviside shift theorem, we have L[f(t-2) H(t-2)] = e-2s Lf(t) Thus, 1 1 L[e ( t 2 ) + sin(t 2)]H (t 2) = e 2 s + 2 s 1 s + 1
2. Find L(3t2 +2t +3) H(t-1)

Let f(t-1) = 3t2 +2t +3

so that f(t) = 3(t+1)2 +2(t+1) +3 = 3t2 +8t +8 Hence 6 8 8 Lf (t ) = 3 + 2 + s s s Thus L[3t2 +2t +3] H(t-1) = L[f(t-1) H(t-1)] = e-s L f(t) 8 8 6 = e s 3 + 2 + s s s
3. Find Le-t H(t-2)

Let f(t-2) = e-t , so that, f(t) = e-(t+2) Thus, e 2 L f(t) = s +1 By shift theorem, we have L[ f (t 2) H (t 2)] = e 2 s Lf (t ) = Thus L e t H (t 2) =
4. Let f(t) =

e 2 ( s +1) s +1

e 2( s +1) s +1

f1 (t) , t a f2 (t), t > a

Verify that f(t) = f1(t) + [f2(t) f1(t)]H(t-a) Consider f1(t) + [f2(t) f1(t)]H(t-a) = f1(t) + f2 (t) f1(t), t > a 0, ta = f2 (t), t > a f1(t), t a = f(t), given

Thus the required result is verified.

5. Express the following functions in terms of unit step function and hence find their Laplace transforms.

1. f(t) =

t2 , 1 < t 2 4t , t>2

2.

cost, 0 < t <

f(t) = sint, t >

1. Here, f(t) = t2 + (4t-t2) H(t-2) Hence, 2 L f(t) = 3 + L(4t t 2 ) H (t 2) s Let (t-2) = 4t t2 so that (t) = 4(t+2) (t+2)2 = -t2 + 4 Now, 2 4 L (t ) = 3 + s s Expression (i) reads as 2 L f(t) = 3 + L[ (t 2) H (t 2)] s 2 + e 2 s L (t ) s3 2 4 2 = 3 + e 2 s 3 s s s This is the desired result. =
2. Here f(t) = cost + (sint-cost)H(t-) Hence, s L f(t) = 2 + L(sin t cos t ) H (t ) s +1 Let (t-) = sint cost Then (t) = sin(t + ) cos(t + ) = -sint + cost so that 1 s L (t) = 2 + 2 s +1 s +1 Expression (ii) reads as s L f(t) = 2 + L[ (t ) H (t )] s +1 s = 2 + e s L (t ) s +1 s s 1 + e s 2 = 2 s +1 s + 1

(i)

(ii)

---------------------------------- 3.05.04 --------------------------CONVOLUTION

The convolution of two functions f(t) and g(t) denoted by f(t) g(t) is defined as f(t) g(t) =
t

f (t u ) g (u )du
0

Property : f(t) g(t) = g(t) f(t)

Proof :- By definition, we have f(t) g(t) =

f (t u ) g (u )du
0

Setting t-u = x, we get f(t) g(t) =

t

f ( x) g (t x)(dx)
t

g (t x) f ( x)dx = g (t ) f (t )
0

This is the desired property. Note that the operation is commutative.

Convolution theorem :-

L[f(t) g(t)] = L f(t) . L g(t) Proof :- Let us denote f(t) g(t) = (t) = Consider
L[ (t )] = e st [ f (t u ) g (u )]dt
0 0 t t

f (t u ) g (u )du
0

e
0 0

st

f (t u ) g (u )du

(1)

We note that the region for this double integral is the entire area lying between the lines u =0 and u = t. On changing the order of integration, we find that t varies from u to and u varies from 0 to . u u=t t=u 0 Hence (1) becomes

t= u=0 t

L[(t)] =

u = 0 t =u

st

f (t u ) g (u )dtdu

 = e su g (u ) e s (t u ) f (t u )dt du 0 u = e su g (u ) e sv f (v)dv du , where v = t-u 0 0

= e su g (u )du e sv f (v)dv
0 0

= L g(t) . L f(t) Thus L f(t) . L g(t) = L[f(t) g(t)] This is desired property.

Examples : 1. Verify Convolution theorem for the functions f(t) and g(t) in the following cases :

(i) f(t) = t, g(t) = sint (i) Here, f g =

(ii) f(t) =t, g(t) = et

f (u ) g (t u )du

= u sin(t u )du
0

Employing integration by parts, we get f g = t sint so that 1 1 1 L [f g] = 2 2 = 2 2 s s + 1 s ( s + 1) Next consider 1 1 1 = 2 2 L f(t) . L g(t) = 2 2 s s + 1 s ( s + 1) From (1) and (2), we find that L [f g] = L f(t) . L g(t) Thus convolution theorem is verified. (ii) Here f g = ue t u du
0 t

(1)

(2)

Employing integration by parts, we get f g = et t 1 so that 1 1 1 1 L[f g] = 2 = 2 s 1 s s s ( s 1) Next 1 1 1 = 2 L f(t) . L g(t) = 2 s s 1 s ( s 1) From (3) and (4) we find that

(3)

(4)

L[f g] = L f(t) . L g(t) Thus convolution theorem is verified.

2. By using the Convolution theorem, prove that t 1 L f (t )dt = Lf (t ) s 0 Let us define g(t) = 1, so that g(t-u) = 1 Then
L f (t )dt = L f (t ) g (t u )dt = L[ f g ]
0 0 t t

= L f(t) . L g(t) = L f(t) . Thus

1 Lf (t ) s 0 This is the result as desired. L f (t )dt =
t

1 s

3. Using Convolution theorem, prove that t 1 L e u sin(t u )du = ( s + 1)( s 2 + 1) 0 Let us denote, f(t) = e-t g(t) = sin t, then

L e sin(t u )du = L f (u ) g (t u )du = L f(t) . L g(t)

u 0 0

= This is the result as desired.

1 1 2 ( s + 1) ( s + 1)

1 ( s + 1)( s 2 + 1)

ASSIGNMENT 1. By using the Laplace transform of coshat, find the Laplace transform of sinhat. t t t sin t 2. Find (i) L (ii) L e t cos tdt (iii) L e t cos tdt dt t 0 0 0
sin t t (iv) L e dt t 0
t

(v) L t 2 sin atdt

0

3. If f(t) = t2, 0 < t < 2 and f(t+2) = f(t) for t > 2, find L f(t) 4. Find L f(t) given f(t) =

t, 0ta f(2a+t) = f(t) 2a t, a < t 2a

5. Find L f(t) given f(t) =

1, 0 < t < -1,

a 2

f(a+t) = f(t)

a <t<a 2

6. Find the Laplace transform of the following functions : (ii) t2 H(t-2) (iii) (t2 + t + 1) H(t +2) (i) et-1 H(t-2) -t (iv) (e sint) H(t - ) 7. Express the following functions in terms of unit step function and hence find their Laplace transforms :

(i) f(t) =

2t, 0 < t 1, t>

(ii) f(t) =

t2 , 2 < t 3 3t , t > 3

(iii) f(t) =

sin2t, 0 < t 0, t>

(iv) f(t) =

sint, 0 < t /2 cost, t > /2

8. Let f(t) =

f1 (t) , t a f2 (t) , a<t b f3 (t) , t > b

Verify that f(t) = f1(t) + [f2(t) f1(t)]H(t-a) + [f3(t) - f2(t)] H(t-b)

9. Express the following function in terms of

unit step function and hence find its Laplace transform. Sint, 0 < t Sin2t, < t 2 Sin3t, t > 2

f(t) =

10. Verify convolution theorem for the following pair of functions: (i) f(t) = cosat, g(t) = cosbt (ii) f(t) = t, g(t) = t e-t (iii) f(t) = et g(t) = sint 11. Using the convolution theorem, prove the following: t s (i) L (t u )e u 1 cos udu = 2 ( s + 1) ( s 2 + 1) 0 (ii) L (t u )ue au du =
0 t

1 s ( s + a) 2
2

INVERSE LAPLACE TRANSFORMS

Let L f(t) = F(s). Then f(t) is defined as the inverse Laplace transform of F(s) and is denoted by L-1 F(s). Thus L-1 F(s) = f(t).
Linearity Property

Let L-1 F(s) = f(t) and L-1 G(s) = g(t) and a and b be any two constants. Then L-1 [a F(s) + b G(s)] = a L-1 F(s) + b L-1 G(s)
Table of Inverse Laplace Transforms

F(s) 1 ,s>0 s 1 ,s>a sa s ,s>0 2 s + a2 1 ,s>0 2 s + a2 1 ,s> a 2 s a2 s ,s> a 2 s a2 1 ,s>0 n +1 s n = 0, 1, 2, 3, . . . 1 ,s>0 n +1 s n > -1

f (t ) = L1 F ( s) 1 e at Cos at Sin at a Sin h at a

Cos h at

tn n! tn (n + 1)

Examples

1. Find the inverse Laplace transforms of the following: (i ) 1 2s 5

(ii )

s+b s + a2
2

(iii )

2s 5 4s 9 + 2 4 s + 25 9 s 2

Here

(i ) L1

1 1 1 1 = L1 = e2 5 2s 5 2 2 s 2 b s+b s 1 (ii ) L1 2 = L1 2 + b L1 2 = cos at + sin at 2 2 2 a s +a s +a s +a

5t

5 s9 2s 5 4 s 8 2 1 s 2 1 (iii ) L 2 + = L 4L 2 2 2 25 2 s 9 4 s + 25 9 s 4 s + 4
1

3 5t 5t 1 cos sin 4 cos h3t sin h3t 2 2 2 2

Evaluation of L-1 F(s a)

We have, if L f(t) = F(s), then L[eat f(t)] = F(s a), and so L-1 F(s a) = eat f(t) = e at L-1 F(s)

Examples
1. Evaluate : L1

(s + 1)4
Given = L-1 3(s + 1 - 1) + 1

3s + 1

(s + 1)

= 3 L1

(s + 1)

2 L1

(s + 1)4

= 3e t L1

1 1 2e t L1 4 3 s s

Using the formula

L1 1 s n +1 = tn n! and taking n = 2 and 3, we get

Given =

3e t t 2 e t t 3 2 3

2. Evaluate : L-1

s+2 s - 2s + 5
2

Given = L-1

(s 1) + 3 s 1 1 1 = L1 + 3L1 =L 2 2 (s 1) + 4 (s 1) + 4 (s 1)2 + 4 (s 1) + 4 s+2

2

= et L-1

s 1 + 3 et L1 2 s +4 s +4
2

= et cos 2t +
Evaluate : L1 2s + 1 s + 3s + 1
2

3 t e sin 2t 2

Given = 2L-1

(s + ) 1 = 2 (s + ) L 1 L (s + ) 5 4 ( ( s+ ) 5 s+ ) 5 4 4
3 2 3 2 2 1 3 2 1 3 2 2 3 2 2

3t 3t 1 s = 2 e 2 L1 2 e 2 L1 2 s 5 s 5 4 4

3t 2e 2

5 2 5 t t sin h cos h 2 2 5

4. Evaluate :

2 s 2 + 5s 4 s3 + s 2 2s

we have
2 s 2 + 5s 4 2 s 2 + 5s 4 2 s 2 + 5s 4 A B C = + + = = 3 2 2 s (s + 2 )(s 1) s s + 2 s 1 s + s 2s s s + s 2

Then 2s2+5s-4 = A(s+2) (s-1) + Bs (s-1) + Cs (s+2) For s = 0, we get A = 2, for s = 1, we get C = 1 and for s = -2, we get B = -1. Using these values in (1), we get 2 s 2 + 5s 4 2 1 1 = + 3 2 s + s 2s s s + 2 s 1

Hence L1 2 s 2 + 5s 4 = 2 e 2t + e t 2 2 s + s 25

5. Evaluate : L1

4s + 5 (s + 1)2 + (s + 2)

Let us take 4s + 5 A B C = + + 2 2 (s + 1) + (s + 2) (s + 1) s + 1 s + 2 Then 4s + 5 = A(s + 2) + B(s + 1) (s + 2) + C (s + 1)2

For s = -1, we get A = 1, for s = -2, we get C = -3 Comparing the coefficients of s2, we get B + C = 0, so that B = 3. Using these values in (1), we get

4s + 5 1 3 3 = + 2 2 (s + 1) + (s + 2) (s + 1) (s + 1) s + 2 Hence L1 4s + 5 1 1 1 = e t L1 2 + 3e t L1 3e 2t L1 2 s s s (s + 1) + (s + 2)
= te t + 3e t 3e 2t

5. Evaluate : L1

s3 s4 a4 A B Cs + D + + 2 s a s + a s + a2

Let s3

s a
4

(1)

Hence s3 = A(s + a) (s2 + a2) + B (s-a)(s2+a2)+(Cs + D) (s2 a2) For s = a, we get A = ; for s = -a, we get B = ; comparing the constant terms, we get D = a(A-B) = 0; comparing the coefficients of s3, we get 1 = A + B + C and so C = . Using these values in (1), we get s3 1 1 1 1 s = + + 4 4 2 4 s a s + a 2 s + a2 s a Taking inverse transforms, we get

L1

1 1 s3 = e at + e at + cos at 4 4 4 2 s a = 1 [cos hat + cos at ] 2

6. Evaluate : L1

s s + s2 +1
4

Consider
s s 1 2s = 2 = 2 2 2 2 s + s +1 s + s +1 + s s +1 2 s + s +1 s s +1
4

) (

)(

1 s2 + s + 1 s2 s + 1 1 1 1 2 2 = 2 2 2 s + s +1 s s +1 2 s s +1 s + s +1

) ( )(

) (

1 1 1 = 2 s 1 2 + 3 s+ 1 2 + 3 2 2 4 4

( )

( )

Therefore 1 1 t 1 2 t 1 1 1 s = e L e 2 L1 L 4 2 3 s + s +1 2 s2 + s2 + 4
1

3 4

3 3 1 sin t 1 t sin t t 1 2 2 e 2 = e 2 2 3 3 2 2 = 3 2 t sin t sin h 3 2 2

Evaluation of L-1[e-as F(s)]

We have, if Lf(t) = F(s), then L[f(t-a) H(t-a) = e-as F(s), and so L-1[e-as F(s)] = f(t-a) H(t-a)

Examples
(1) Evaluate : L1 e ss (s 2)4 Here
a = 5, F ( s ) = 1 (s 2)4 1 1 = e 2t L1 4 4 s (s 2 ) = e 2t t 3 6

Therefore f (t ) = L1F ( s ) = L1 Thus L1

e5 s = f (t a ) H (t a ) (s 2)4 = e 2(t 5 ) (t 5)3 H (t 5) 6

e s se 2s (2) Evaluate : L1 2 + 2 s +1 s + 4

Given = f1 (t )H (t ) + f 2 (t 2 )H (t 2 ) Here f1 (t ) = L1 1 = sin t s +1 s = cos 2t f 2 (t ) = L1 2 s +4

2

(1)

Now relation (1) reads as Given = sin (t ) H (t ) + cos 2(t 2 ) H (t 2 ) = cos t H (t ) + cos (2t ) H (t 2 )

Inverse transform of logarithmic and inverse functions

We have, if L f(t) = F(s), then L[tf (t )] = d L1 F (s ) = tf (t ) ds

Examples

d F (s ) ds

Hence.

s+a (1) Evaluate : L1 log s+b

s+a Let F ( s ) = log = log(s + a ) log(s + b ) s+b Then 1 d 1 F (s ) = ds s + a s + b

d So that L1 F (s ) = e at e bt ds or t f (t ) = e bt e at f (t ) = e bt e at b

Thus

a (2) Evaluate L1 tan 1 s

a Let F ( s ) = tan 1 s Then d a F (s ) = 2 2 ds s + a

or

d L1 F (s ) = sin at ds or t f (t ) = sin at sin at a

so that

f (t ) =

F(s ) Inverse transform of s SinceL f (t )dt =

0 t t

F (s ) , we have, s

F (s ) L1 = f (t )dt s 0

Examples
1 (1) Evaluate : L1 2 2 s s + a

Let us denote F (s ) =

1 so that s + a2 sin at f (t ) = L1F (s ) = a

2

Then L1 = =

F (s ) 1 sin at dt = L1 = 2 2 s a s s +a 0
t

(1 cos at )
a2

 1 (2) Evaluate : L1 2 2 s (s + a ) we have L1 1 = e at t

(s + a )
1

Hence L1

s (s + a )

= e at t dt
0

1 1 e at (1 + at ) , on integration by parts. 2 a

Using this, we get 1 1 a2

L-1

s (s + a )
2

[1 e (1 + at )]dt
t at 0

= NEXT CLASS 24.05.05

1 at 1 + e at + 2 e at 1 a3

[ (

) (

)]

Inverse transform of F(s) by using convolution theorem We have, if L(t) = F(s) and Lg(t) = G(s), then L[f(t) g(t)] = Lf (t ) Lg (t ) = F ( s ) G ( s ) and so L1 [F ( s ) G ( s )] = f (t ) g (t ) = f (t u )g (u )du
0 t

This expression is called the convolution theorem for inverse Laplace transform

Examples Employ convolution theorem to evaluate the following : 1 (1) L1 (s + a )(s + b ) 1 1 Let us denote F(s) = , G ( s) = s+a s+b
Taking the inverse, we get f(t) = e -at , g(t) = e -bt

Therefore, by convolution theorem, 1 = e a (t u )e bu du

0 t

L-1

(s + a )(s + b )

= e at e (a b )u du
0

e (a b )t 1 = e at ab
(2) L1

e bt e at ab

(s

s
2

+ a2

Let us denote F(s) = f(t) =

s 1 , G (s) = 2 2 s +a s + a2
2

Then

sin at , g(t) = cos at a

Hence by convolution theorem, L

-1

(s

s
2

+a

2 2

1 = sin a(t u )cos au du a 0 = 1 sin at + sin (at 2au ) du , a 2 0

t t

by using compound angle formula

cos(at 2au ) t sin at 1 = = u sin at 2a 2a 2a 0

(3) L1

s (s 1) s 2 + 1 Here

)
s 1 , G(s) = 2 s 1 s +1

F(s) =

Therefore f(t) = e t , g(t) = sin t

By convolution theorem, we have L-1 1 = e t u sin u du 2 (s 1) s + 1

e u ( sin u cos u ) = et 2 0

=
Assignment

e t t 1 e ( sin t cos t ) ( 1) = e t sin t cos t 2 2

By employing convolution theorem, evaluate the following :

(1) L1 (2) L1 (3) L1 1 (s + 1) s 2 + 1

) )

(4) L1 (5) L1 (6) L1

s2 ,a b s2 + a 2 s 2 + b2

)(

(s + 1)

(s )

+1

s (s + 1)2
2

(s

1
2

+a

2 2

(s 1)2 (s + 2)

4s + 5

LAPLACE TRANSFORM METHOD FOR DIFFERENTIAL EQUATIONS

As noted earlier, Laplace transform technique is employed to solve initial-value problems. The solution of such a problem is obtained by using the Laplace Transform of the derivatives of function and then the inverse Laplace Transform. The following are the expressions for the derivatives derived earlier. L[f (t)] = s L f(t) - f(o) L[f (t) = s 2 L f(t) - s f(o) - f (o) L [f (t) = s 3 L f(t) - s 2 f(o) - s f (o) - f (o)

Examples
1) Solve by using Laplace transform method y + y = t e t , y(o) = 2

Taking the Laplace transform of the given equation, we get [sL y(t ) y(o )] + L y(t ) = 1 2 (s + 1) Using the given condition, this becomes

(s + 1)L y(t ) 2 =
so that L y (t ) =

(s + 1)2

2s 2 + 4s + 3 (s + 1)3

Taking the inverse Laplace transform, we get Y (t ) = L1 2s 2 + 4s + 3

(s + 1)3

2(s + 1 1)2 + 4(s + 1 1) + 3 = L1 (s + 1)3 2 1 = L1 + 3 s + 1 (s + 1) = 1 t 2 e t +4 2

This is the solution of the given equation.

Solve by using Laplace transform method : (2) y + 2 y 3 y = sin t , y (o) = y(o) = 0 Taking the Laplace transform of the given equation, we get

[s

Ly (t ) sy (o) y (o) + 2[s Ly (t ) y (o)] 3 L y (t ) =

1 s +1
2

Using the given conditions, we get

L y (t ) s 2 + 2 s 3 = or L y (t ) = or

1 s +1
2

1 (s 1)(s + 3) s 2 + 1

) )

1 y (t ) = L1 2 (s 1)(s + 3) s + 1

B Cs + D A = L1 + + 2 s 1 s + 3 s +1 s 1 1 1 1 10 =L + 2 5 s +1 8 s 1 40 s + 3
1 1

by using the method of partial sums,

1 1 1 = et e 3t (cos t + 2 sin t ) 8 40 10 This is the required solution of the given equation.

3) Employ Laplace Transform method to solve the integral equation.

f(t) = l + f (u )sin (t u )du
0 t

Taking Laplace transform of the given equation, we get 1 + L f (u )sin (t u )du s 0

t

L f(t) =

By using convolution theorem, here, we get L f(t) = 1 1 L f (t ) + Lf (t ) L sin t = + 2 s s s +1

Thus L f (t ) = s2 +1 s3 s2 + 1 t2 = + or f (t ) = L1 1 s3 2

This is the solution of the given integral equation.

(4) A particle is moving along a path satisfying, the equation

+ 25 x = 0 where dt dt x denotes the displacement of the particle at time t. If the initial position of the particle is at x = 20 and the initial speed is 10, find the displacement of the particle at any time t using Laplace transforms.
2

d2x

+6

dx

Given equation may be rewritten as x' ' (t) + 6x' (t) + 25x(t) = 0 Here the initial conditions are x(o) = 20, x' (o) = 10. Taking the Laplace transform of the equation, we get

Lx(t) s 2 + 6s + 25 20 s 130 = 0 Lx(t) = so that 20 s + 130 x(t) = L1 2 (s + 3) + 16 = 20 L1 20 s + 130 s + 6 s + 25

2

or

20(s + 3) + 70 = L1 2 (s + 3) + 16

1 s+3 + 70 L1 2 (s + 3) + 16 (s + 3)2 + 16 e 3t sin 4t 2

= 20 e 3t cos 4t + 35

This is the desired solution of the given problem. (5) A voltage Ee -at is applied at t = 0 to a circuit of inductance L and resistance R. Show that the current at any time t is
Rt E at L e e R - aL

The circuit is an LR circuit. The differential equation with respect to the circuit is di + Ri = E (t ) dt Here L denotes the inductance, i denotes current at any time t and E(t) denotes the E.M.F. It is given that E(t) = E e-at. With this, we have L Thus, we have

di + Ri = Ee at dt

or

Li ' (t ) + R i (t ) = Ee at L[LT i' (t)] + R[LT i' (t)] = E LT e at

Taking Laplace transform ( LT ) on both sides, we get

( )
1 s+a

or

L[s LT i (t ) i (o)] + R[LT i (t )] = E

Since i(o) = o, we get LT i (t ) =

LT i (t )[sL + R ] =

E s+a

or

E (s + a ) + (sL + R )
1 i (t ) = L T

1 Taking inverse transform L-T , we get

E ( s + a )( sL + R)

=
Thus i (t ) =

1 E 1 1 1 L L LT T R aL s + a sL + R

E at e e L R aL

Rt

This is the result as desired. (6) Solve the simultaneous equations for x and y in terms of t given dy 9 x = 0 with x(o) = 2, y(o) = 1. dt Taking Laplace transforms of the given equations, we get [s Lx(t) - x(o)] + 4 Ly (t ) = 0 dx + 4 y = 0, dt

9 L x(t ) + [s Ly (t ) y (o)] = 0 Using the given initial conditions, we get s L x(t ) + 4 L y (t ) = 2 9 L x(t ) + 5 L y (t ) = 1 Solving these equations for Ly(t), we get s + 18 L y(t) = 2 s + 36 so that

18 s y(t) = L1 2 + 2 s + 36 s + 36 (1) dy Using this in 9 x = 0, we get dt 1 x(t) = [ 6 sin 6t + 18 cos 6t ] 9 or 2 x(t) = [3 cos 6t sin 6t ] 3 (2) (1) and (2) together represents the solution of the given equations.
Assignment Employ Laplace transform method to solve the following initial value problems

= cos 6t + 3 sin 6t

1) y + 2 y y 2 y = 0 given y (0) = y(0) = 0, y(0) = 6 2) y + 5 y + 6 y = e 2t , y (0) = 2, y(0) = 1 3) y + 4 y + 3 y = e t , y (0) = 1 = y(0) 4) y + 3 y + 2 y = 2t 2 + 2t + 2, y (0) = 2, y(0) = 0

5) y + 9 y = cos 2t , y (0) = 1, y = 1 2
6) y + 2 y + y = t , y (0) = 3, y (1) = 1 7) y + y = H (t 1), y (0) = 0, y(0) = 1 8) f (t ) = 1 + 2 f (t u )e 2u du
0

9) f ' (t ) = t + f (t u )cos u du , f (0) = 4

0

10) A particle moves along a line so that its displacement x from a fixed point at any time t is governed by the equation dx d2x +4 + 5 x = 80 sin 5t. If the particle is initially at rest, find 2 dt dt the displacement at any time t. 11) In an L - R circuit, a voltage E sin t is applied at t = 0. If the current is zero initially, find the current at any time.

Solve the following simultaneous differential equations for x and y in terms of t :

12)

dx + y = sin t , dt dx y = et , dt dx = 2 x 3 y, dt dx + 3 y = 2 x, dt

dy + x = cos t , dt dy + x = sin t , dt dy = y 2 x, dt dy + 2 x = y, dt

x(0) = 2, y (0) = 0

13)

x(0) = 1, y (0) = 0

14)

x(0) = 8, y (0) = 3

15)

x(0) = 8, y (0) = 3

LAPLACE TRANSFORMS
INTRODUCTION

Laplace transform is an integral transform employed in solving physical problems. Many physical problems when analysed assumes the form of a differential equation subjected to a set of initial conditions or boundary conditions. By initial conditions we mean that the conditions on the dependent variable are specified at a single value of the independent variable. If the conditions of the dependent variable are specified at two different values of the independent variable, the conditions are called boundary conditions. The problem with initial conditions is referred to as the Initial value problem. The problem with boundary conditions is referred to as the Boundary value problem. d 2 y dy + + y = x with conditions y(0) = dx 2 dx

Example 1 : The problem of solving the equation

y (0) = 1 is an initial value problem

Example 2 : The problem of solving the equation 3

dy d2y + 2 + y = cos x with y(1)=1, 2 dx dx

y(2)=3 is called Boundary value problem. Laplace transform is essentially employed to solve initial value problems. This technique is of great utility in applications dealing with mechanical systems and electric circuits. Besides the technique may also be employed to find certain integral values also. The transform is named after the French Mathematician P.S. de Laplace (1749 1827).

The subject is divided into the following sub topics.

LAPLACE TRANSFORMS

Definition and Properties

Transforms of some functions

Convolution theorem

Inverse transforms

Solution of differential equations

Definition :

Let f(t) be a real-valued function defined for all t 0 and s be a parameter, real or complex.

Suppose the integral

e
0

st

f (t )dt exists (converges). Then this integral is called the Laplace

transform of f(t) and is denoted by Lf(t). Thus, Lf(t) = e st f (t )dt

0

(1)

We note that the value of the integral on the right hand side of (1) depends on s. Hence Lf(t) is a function of s denoted by F(s) or f ( s ) .

Thus, Lf(t) = F(s) (2)

Consider relation (2). Here f(t) is called the Inverse Laplace transform of F(s) and is denoted by L-1 [F(s)]. Thus, L-1 [F(s)] = f(t) Suppose f(t) is defined as follows : f1(t), 0 < t < a f(t) = f2(t), a < t < b f3(t), t > b Note that f(t) is piecewise continuous. The Laplace transform of f(t) is defined as

(3)

Lf(t) = e st f (t )
0

= e st f 1 (t )dt + e st f 2 (t )dt + e st f 3 (t )dt

0
a b

NOTE : In a practical situation, the variable t represents the time and s represents frequency.

Hence the Laplace transform converts the time domain into the frequency domain.
Basic properties

The following are some basic properties of Laplace transforms : 1. Linearity property : For any two functions f(t) and (t) (whose Laplace transforms exist) and any two constants a and b, we have L [a f(t) + b (t)] = a L f(t) + b L(t) Proof :- By definition, we have L[af(t)+b(t)] = e st [af (t ) + b (t )]dt
0

= a e st f (t )dt + b e st (t )dt
0 0

= a L f(t) + b L(t) This is the desired property. In particular, for a=b=1, we have L [ f(t) + (t)] = L f(t) + L(t) and for a = -b = 1, we have L [ f(t) - (t)] = L f(t) - L(t) 1 s F , where a is a positive a a

2. Change of scale property : If L f(t) = F(s), then L[f(at)] = constant. Proof :- By definition, we have Lf(at) = e st f (at )dt
0

(1)

Let us set at = x. Then expression (1) becomes, 1 x L f(at) = e a f ( x)dx a0 This is the desired property. 3. Shifting property :- Let a be any real constant. Then L [eatf(t)] = F(s-a) Proof :- By definition, we have L [eatf(t)] = e st e at f (t ) dt
0 s

1 s F a a

= e ( s a ) f (t )dt
0

= F(s-a) This is the desired property. Here we note that the Laplace transform of eat f(t) can be written down directly by changing s to s-a in the Laplace transform of f(t).

TRANSFORMS OF SOME FUNCTIONS

3.

Let a be a constant. Then L(eat) = e st e at dt = e ( s a )t dt

0 0

1 e ( s a )t = , = ( s a) 0 s a Thus, L(eat) = 1 sa 1 , s

s>a

In particular, when a=0, we get L(1) = s>0

By inversion formula, we have L1 4. 1 1 = e at L1 = e at sa s

1 = e st e at + e at dt 20

e at + e at L(cosh at) = L 2

1 e ( s a )t + e ( s + a )t dt 2 0

Let s > |a| . Then, 1 e ( s a )t e ( s + a )t + L(cosh at ) = 2 ( s a) (s + a) 0 Thus, L (cosh at) = and so s = cosh at L1 2 2 s a
e at e at 3. L (sinh at) = L 2 a = s2 a2 ,

s s a2
2

s , s a2
2

s > |a|

s > |a|

Thus, L (sinh at) = and so, 1 sinh at L1 2 = 2 a s a a , s > |a| s a2

2

4. L (sin at) = e st sin at dt

0

Here we suppose that s > 0 and then integrate by using the formula
ax e sin bxdx =

e ax [a sin bx b cos bx] a2 + b2

Thus, L (sinh at) = and so 1 sinh at L1 2 = 2 a s +a

a , s>0 s + a2
2

5. L (cos at) = e st cos atdt

0

Here we suppose that s>0 and integrate by using the formula

ax e cos bxdx =

e ax [a cos bx + b sin bx] a2 + b2

Thus, L (cos at) = and so L1 s = cos at s + a2

2

s , s + a2
2

s>0

6. Let n be a constant, which is a non-negative real number or a negative non-integer. Then L(tn) = e st t n dt
0

Let s > 0 and set st = x,

then

1 x dx = n +1 e x x n dx L(t n ) = e x s 0 s s 0 The integral e x x n dx is called gamma function of (n+1) denoted by (n + 1) . Thus

0

L(t n ) =

(n + 1) s n +1

In particular, if n is a non-negative integer then (n + 1) =n!. Hence L(t n ) = and so

L1 1 s n +1 = tn tn or as the case may be n! (n + 1)

n! s n+1

TABLE OF LAPLACE TRANSFORMS

f(t) 1 eat coshat sinhat sinat cosat tn, n=0,1,2,.. tn, n > -1

F(s) 1 , s>0 s 1 , s>a sa s , s > |a| s a2

2

a , s > |a| s a2
2

a , s>0 s + a2
2

s , s>0 s + a2
2

n! , s>0 s n+1 (n + 1) , s>0 s n+1

Application of shifting property :-

The shifting property is If L f(t) = F(s), then L [eatf(t)] = F(s-a) Application of this property leads to the following results :
s 1. L(e at cosh bt ) = [L(cosh bt )]s s a = 2 2 s b ss a

sa ( s a) 2 b 2

Thus, L(eatcoshbt) = and L1 sa = e at cosh bt 2 2 (s a) b sa ( s a) 2 b 2

2. L(e at sinh bt ) = and L1

a ( s a) 2 b 2

1 = e at sinh bt 2 2 (s a) b sa ( s a) 2 + b 2

3. L(e at cos bt ) = and L1

sa = e at cos bt 2 2 (s a) + b

4. L(e at sin bt ) = and L1

b ( s a) 2 b 2

1 e at sin bt = b (s a) 2 b 2 (n + 1) ( s a ) n +1 or n! ( s a) n +1 as the case may be

5. L(e at t n ) = Hence L1

1 e at t n = ( s a ) n +1 (n + 1)

or

n! as the case may be ( s a) n +1

Examples :1. Find Lf(t) given f(t) =

t, 0 < t < 3 4, t > 3

Here Lf(t) = e
0 st

f (t )dt = e tdt + 4e st dt
st 0 3

Integrating the terms on the RHS, we get Lf(t) = 1 3 s 1 e + 2 (1 e 3s ) s s

This is the desired result.

2. Find Lf(t) given f(t) =

sin2t, 0 < t 0, t>

Here Lf(t) = e
0

st

f (t )dt + e

st

f (t )dt

= e st sin 2tdt
0

e st { s sin 2t 2 cos 2t} = 2 0 s + 4 This is the desired result.

3. Evaluate : (i)

2 1 e s s +4
2

L(sin3t sin4t) L(cos2 4t) L(sin32t)

(iv) (v) (i) Here

1 L(sin3t sin4t) = L [ (cos t cos 7t )] 2 = = (ii) Here s 1 1 1 L(cos24t) = L (1 + cos 8t ) = + 2 2 s s + 64 2 (iii) We have sin 3 = 1 (3 sin sin 3 ) 4 1 (3 sin 2t sin 6t ) 4 1 6 6 48 = 2 2 2 4 4 36 ( + 4 )( s + s + s s 2 + 36) 1 [L(cos t ) L(cos 7t )] , by using linearity property 2
1 s 24 s s = 2 2 2 2 s + 1 s + 49 ( s + 1)( s 2 + 49)

For =2t, we get sin 3 2t = so that L(sin 3 2t ) =

This is the desired result.

4. Find L(cost cos2t cos3t)

Here cos2t cos3t = so that cost cos2t cos3t = = Thus L(cost cos2t cos3t) = s s 1 s 1 + 2 + + 2 2 4 s + 36 s + 16 s s + 4 1 [cos 5t cos t + cos 2 t ] 2 1 [cos 6t + cos 4t + 1 + cos 2t ] 4 1 [cos 5t + cos t ] 2

5. Find

L(cosh22t) 1 + cosh 2 2 1 + cosh 4t 2 s 1 1 + 2 2 s s 16

We have cosh 2 =

For = 2t, we get cosh 2 2t = Thus, L(cosh 2 2t ) =

6. Evaluate (i) L( t )

1 (ii) L (iii) L(t-3/2) t

We have L(tn) = (i) For n= 1 , we get 2

(n + 1) s n +1

1 ( + 1) 2 L(t1/2) = s3 / 2

1 1 1 Since (n + 1) = n(n) , we have + 1 = = 2 2 2 2

Thus, L( t ) =

2s
3 2

1 (ii) For n = - , we get 2 1 2 L(t 2 ) = 1 = s s 2

1

3 (iii) For n = - , we get 2 1 2 2 L(t 2 ) = 1 = 1 = 2 s 2 s s 2

3

7. Evaluate : (i) L(t2)

(ii) L(t3)

We have, L(tn) = n! s n +1 2! 2 = s3 s3 3! 6 = s4 s4

(i) For n = 2, we get L(t2) =

(ii) For n=3, we get L(t3) =

8. Find L[e-3t (2cos5t 3sin5t)]

Given

= 2L(e-3t cos5t) 3L(e-3t sin5t) = 2 =

(s + 3)
( s + 3) + 25
2 2

15 , by using shifting property ( s + 3) 2 + 25

2s 9 , on simplification s + 6 s + 34

9. Find L[coshat sinhat]

Here (e at + e at ) L[coshat sinat] = L sin at 2 = 1 a a + 2 2 2 2 2 (s a) + a (s + a) + a = a ( s 2 + 2a 2 ) , on simplification [( s a ) 2 + a 2 ][(s + a ) 2 + a 2 ]

10. Find L(cosht sin3 2t)

Given et + e t 3 sin 2t sin 6t L 4 2 = = 1 3 L(et sin 2t ) L(et sin 6t ) + 3L(e t sin 2t ) L(e t sin 6t ) 8

1 6 6 6 6 + 2 2 2 2 8 ( s 1) + 4 ( s 1) + 36 ( s + 1) + 4 ( s + 1) + 36 3 1 1 1 1 + 2 2 2 2 4 ( s 1) + 4 ( s 1) + 36 ( s + 1) + 24 ( s + 1) + 36
5

11. Find L(e 4t t

We have L(tn) = (n + 1) s n +1 Put n= -5/2. Hence

L(t-5/2) = Therefore,

(3 / 2) 4 = 3 / 2 Change s to s+4. s 3 / 2 3s
L (e 4t t 5 / 2 ) = 4 3( s + 4) 3 / 2

Transform of tn f(t)

Here we suppose that n is a positive integer. By definition, we have F(s) = e st f (t )dt

0

Differentiating n times on both sides w.r.t. s, we get

n dn F ( s ) e st f (t )dt = n n s 0 ds Performing differentiation under the integral sign, we get

dn F ( s ) = (t ) n e st f (t )dt n ds 0

Multiplying on both sides by (-1)n , we get dn (1) F ( s ) = (t n f (t )e st dt = L[t n f (t )] , by definition n ds 0

n

Thus, L[tnf(t)]= (1) n dn F ( s) ds n

This is the transform of tn f(t). Also, dn L1 n F ( s ) = (1) n t n f (t ) ds In particular, we have L[t f(t)] = L[t2 f(t)]= Also,
d L1 F ( s ) = tf (t ) and ds d2 L1 2 F ( s ) = t 2 f (t ) ds

d F ( s ) , for n=1 ds

d2 F ( s) , for n=2, etc. ds 2

Transform of

f(t) t

We have , F(s) = e st f (t )dt

0

Therefore,
st f (t )dt ds F ( s )ds = e s s 0

f (t ) e st ds dt s

e st f (t ) dt t s

f (t ) f (t ) = e st dt = L t t 0

Thus, f (t ) L = F ( s )ds t s This is the transform of Also,

L1 F ( s )ds =
s

f (t ) t

f (t ) t

Examples : 1. Find L[te-t sin4t]

We have, L[e t sin 4t ] = So that, d 1 L[te-t sin4t] = 4 2 ds s + 2 s + 17 =

2. Find L(t2 sin3t)

4 ( s + 1) 2 + 16

8( s + 1) ( s + 2 s + 17) 2
2

We have L(sin3t) = So that, L(t2 sin3t) = e t sin t 3. Find L t We have L(e t sin t ) = 1 ( s + 1) 2 + 1
d2 ds 2 3 2 s +9

3 s +9
2

= 6

d s 2 ds ( s + 9) 2

18( s 2 3) ( s 2 + 9) 3

 e t sin t Hence L t = =

(s + 1)
0

ds
2

+1

= tan 1 ( s + 1) s

tan 1 ( s + 1) = cot 1 (s+1)

sin t sin at 4. Find L . Using this, evaluateL t t We have L(sint) = So that sin t Lf(t) = L = t = Consider sin at sin at L = a L = aLf (at ) t at 1 s = a F , in view of the change of scale property a a s = cot 1 a cos at cos bt 5. Find L t We have L [cosat cosbt] = So that s s cos at cos bt L = 2 ds 2 2 t s + b2 s s + a
=

1 s +1
2

s
s

ds = tan 1 s +1

tan 1 s = cot 1 s = F ( s)

s s 2 2 s +a s + b2
2

1 s 2 + a 2 = log 2 2 2 s + b s

s2 + a2 s 2 + a 2 1 Lt log log 2 2 s2 + b2 2 s s +b s 2 + b 2 1 0 + log s2 + a2 2 =

1 s2 + b2 log 2 2 2 s +a

6. Prove that

e
0

3t

t sin tdt =

3 50

We have

e
0

st

t sin tdt = L(t sin t )

d 1 d L(sin t ) = 2 ds ds s + 1
2

2s ( s + 1) 2

Putting s = 3 in this result, we get

e
0

3t

t sin tdt =

3 50

This is the result as required.

ASSIGNMENT I Find L f(t) in each of the following cases :

1. f(t) =

et , 0 < t < 2 0, t>2

2. f(t) =

1, 0t3 t, t>3 t , 0t<a a 2 , ta

3. f(t) =

II. Find the Laplace transforms of the following functions :

4. cos(3t + 4) 5. sin3t sin5t 6. cos4t cos7t 7. sin5t cos2t 8. sint sin2t sin3t 9. sin2 5t 10. sin2(3t+5) 11. cos3 2t 12. sinh2 5t 13. t5/2
1 14. t + t
3

15. 3t 16. 5-t 17. e-2t cos2 2t 18. e2t sin3t sin5t 19. e-t sin4t + t cos2t 20. t2 e-3t cos2t

21. 22. 23. 24.

1 e 2t t e at e bt t sin 2 t t 2 sin 2t sin 5t t

Dr.G.N.Shekar

DERIVATIVES OF ARC LENGTH

Consider a curve C in the XY plane. Let A be a fixed point on it. Let P and Q be two neighboring positions of a variable point on the curve C. If s is the distance of P from A measured along the curve then s is called the arc length of P. Let the tangent to C at P make an angle with X-axis. Then (s,) are called the intrinsic co-ordinates of the point P. Let the arc length AQ be s + s. Then the distance between P and Q measured along the curve C is s. If the actual distance between P and Q is C. Then s=C in the limit Q P along C.

y Q s s A

P(s, )

0
i.e.

x
s =1 QP C
Lt

Cartesian Form:

Q ( x + x, y + y ) C s

P ( x, y )

Let y = f ( x) be the Cartesian equation of the curve C and let P ( x, y ) and Q ( x + x, y + y ) be any two neighboring points on it as in fig. Let the arc length PQ = s and the chord length PQ = C . Using distance between two points formula we have PQ 2 = ( C)2 =( x)2 +( y)2
y C = 1+ x x
2 2

or

C y = 1+ x x
2

s s C s y 1+ = = x C x C x

We note that x 0 as Q P along C, also that when Q P, When Q P i.e. when x 0, from (1) we get ds dy = 1+ dx dx Similarly we may also write
x s s C s = = 1+ y y C y C and hence when Q P this leads to dx ds = 1+ dy dy
2
2

s =1 C

(1)

(2)

Parametric Form: Suppose x = x(t ) and y = y (t ) is the parametric form of the curve C.
Then from (1)

 dy 2 2 dt 1 ds dx dy = 1+ + = dx dx dt dt dx dt dt ds ds dx dx dy = = + dt dx dt dt dt
2 2

(3)

Note: Since is the angle between the tangent at P and the X-axis,
we have Similarly ds 1 1 = 1+ = 1+ = 1 + cot 2 = Co sec 2 2 dy tan ( y ) i.e. Cos =
2 2

dy = tan dx

ds 2 = 1 + ( y ) = 1 + tan 2 = Sec dx

dx dy and Sin = ds ds

dx dy 2 2 2 + = 1 ( ds ) = ( dx ) + ( dy ) ds ds

We can use the following figure to observe the above geometrical connections among dx, dy, ds and .

dy ds

dx

Polar Curves :
Suppose r = f ( ) is the polar equation of the curve C and P(r , ) and Q(r + r , + ) be two neighboring points on it as in figure:

Q(r + r , + )
N
s

P(r,)

r x

Consider PN

OQ.
PN PN = PN = r Sin = r OP r

In the right-angled triangle OPN, We have Sin =

since Sin = when is very small.

From the figure we see that, Cos = ON ON = ON = r Cos = r (1) = r OP r

Q cos = 1 when 0

NQ = OQ ON = (r + r ) r = r

From

PNQ, PQ 2 = PN 2 + NQ 2 i.e, ( C ) 2 = (r ) 2 + ( r ) 2
2 2

C S S C S 2 r r = r2 + = = r + C C

We note that when Q P along the curve, 0 also when Q P,

dS dr = r2 + (4) d d
2

S =1 C

Similarly, ( C ) 2 = (r ) 2 + ( r ) 2

C = 1+ r2 r r
2

and

S S C S = = 1+ r2 r C r C r

when Q P, we get
Note:

dS d = 1+ r2 (5) dr dr
2

We know that Tan = r

2

d dr

ds dr 2 2 2 2 = r2 + = r + r Cot = r 1 + Cot = rCo sec d d

Similarly
ds d 2 = 1+ r2 = 1 + Tan = Sec dr dr
2

dr = Cos ds

and

d 1 = Sin ds r

The following figure shows the geometrical connections among ds, dr, d and

ds

r d

dr

Thus we have :
ds dy = 1+ , dx dx ds d = 1+ r2 dr dr
2 2

dx ds ds dx dy = 1+ , = + dy dt dt dt dy
2

ds dr = r2 + and d d

Example 1:

ds ds and for the curve x 2/3 + y 2/3 = a 2/3 dx dy

-1 1

2/3

+y

2/3

2 2 x3 y 3 = a 2/3 x -1/3 + y -1/3 y ' = 0 y ' = -1 = 3 3 x y3

2

ds y2/3 dy = 1+ = 1+ 2/3 = Hence x dx dx Similarly dx ds x2 / 3 = 1+ = 1+ 2/3 = y dy dy

2

x2/ 3 + y2 / 3 a2/3 a = = x2 / 3 x2/ 3 x

1/ 3

x2 / 3 + y 2/ 3 = y2/3

a2/3 a = y2/3 y

1/ 3

Example 2: Find

a2 ds for the curve y = a log 2 2 dx a -x

dy 2ax 2 x = a 2 = 2 2 2 dx a x a x

y = a log a 2 a log ( a 2 x 2 )

4a 2 x 2 ds dy = 1+ = 1+ 2 = dx dx ( a x2 )

(a

(a

x 2 ) + 4a 2 x 2
2

x2 )

(a (a

2 2

+ x2 ) x2 )

2 2

a2 + x2 a2 x2

Example 3: If x = ae t Sint, y = ae t C ost, find ds

dt

x = ae t Sint y = ae t Cost
2

dx = ae t Sint + ae t Cost dt dy = ae t Cost ae t Sint dt

2

ds 2 2 dx dy = + = a 2 e 2t ( Cos t + Sin t ) + a 2e 2t ( Cos t Sin t ) dt dt dt

= aet 2 ( Cos 2t + Sin 2t ) = a 2 et

Q ( a + b ) + ( a b ) = 2 ( a2 + b2 )
2 2

t ds Example 4: If x = a Cos t + log Tan , y = a Sin t, find dt 2 Sec 2 t dx 1 2 = a Sin t + = a Sin t + t t dt 2 Tan t 2Sin Cos 2 2 2 1 Sin 2t ) a Cos 2t ( 1 = a Sin t + =a = = a Cost Cot t Sin t Sin t Sin t
dy = a Cos t dt ds dx dy = + = a 2Cos 2t Cot 2t + a 2Cos 2t = dt dt dt
2 2

a 2 C os 2 t ( C ot 2 t + 1 )

= a 2Cos 2t Co sec 2 t = a 2Cot 2t = a Cot t

Example 5: If x = a Cos3 t, y = Sin 3 t, find
ds dt

dx dy = 3 a Cos 2t Sin t , = 3 a Sin 2t Cos t dt dt

ds dx dy = + dt dt dt

= 9a 2Cos 4t Sin 2t + 9a 2 Sin 4t Cos 2t

= 9a 2Cos 2t Sin 2t ( Cos 2t + Sin 2t ) = 3 a Sin t Cos t

Exercise:
Find (i) (ii) (iii)
ds for the following curves: dt x=a(t + Sint), y=a(1-Cost) x=a(Cost + t Sint), y= aSint

x= a log(Sect + tant), y= a Sect

Example 6: If r 2 = a 2 Cos 2 , Show that r

ds is constant d dr dr a 2 r 2 = a 2Cos 2 2r Sin 2 = 2a 2 Sin 2 = d d r ds a4 1 4 dr 2 r Sin 2 2 = r + a 4 Sin 2 2 = r2 + = + 2 d r r d

2

ds = r 4 + a 4 Sin 2 2 = a 4Cos 2 2 + a 4 Sin 2 2 d

= a 2 Cos 2 + Sin 2 2 = a 2 = Constant

ds is constant for r 2 = a 2 Cos2 d

k 2 r2 ds r Example 7: For the curve = Cos -1 , Show that r is constant. r dr k

2r 2 2 r k r (1) 2 2 r2 + (k 2 r2 ) d 1 1 1 2 k r = = + dr r2 r2 k k2 r2 r2 k 2 r2 1 2 k = 1
k2 r2

k2 r2 k2 r2

r 2 + k 2
r2 k2 r2

k2 r2 = r

ds d = 1+ r2 dr dr

k2 r2 ) r2 + k 2 r2 k 2 ( 2 = 1 + = = r r2 r r

Hence r

ds = k (constant) dr ds r ds r 2 , = = dr p r 2 p 2 d

Example 8: For a polar curve r = f ( ) show that

We know that Cos =

dr d 1 and = Sin ds ds r

r 2 p2 dr p2 = Cos = 1 Sin 2 = 1 2 = ds r r ds r = 2 dr r p2
ds r r r2 = = = p d Sin p r

Q p = rSin

Also

Exercise:
Find
(i) (ii) (iii)

ds ds and dr d
r=a(1+ Cos ) r m =a m Cosm r = aSec 2 ( ) 2

for the following curves:

Mean Value Theorems

Recapitulation
Closed interval: An interval of the form a x b , that includes every point between a and b and also the end points, is called a closed interval and is denoted by [a, b] . Open Interval: An interval of the form a < x < b , that includes every point between a and b but not the end points, is called an open interval and is denoted by (a, b ) Continuity: A real valued function f ( x) is said to be continuous at a point x0 if
x x0

lim f ( x) = f ( x0 )

The function f ( x) is said to be continuous in an interval if it is continuous at every point in the interval. Roughly speaking, if we can draw a curve without lifting the pen, then it is a continuous curve otherwise it is discontinuous, having discontinuities at those points at which the curve will have breaks or jumps. We note that all elementary functions such as algebraic, exponential, trigonometric, logarithmic, hyperbolic functions are continuous functions. Also the sum, difference, product of continuous functions is continuous. The quotient of continuous functions is continuous at all those points at which the denominator does not become zero.
Differentiability: A real valued function f ( x) is said to be differentiable at point x0 if

f ( x) f ( x0 ) exists uniquely and it is denoted by f ' ( x0 ) . x x0 x x0 lim

A real valued function f(x) is said to be differentiable in an interval if it is differentiable at f ( x + h) f ( x ) every in the interval or if lim exists uniquely. This is denoted by f ' ( x) . h h 0 We say that either f ' ( x) exists or f(x) is differentiable. Geometrically, it means that the curve is a smooth curve. In other words a curve is said to be smooth if there exists a unique tangent to the curve at every point on it. For example a circle is a smooth curve. Triangle, rectangle, square etc are not smooth, since we can draw more number of tangents at every corner point. We note that if a function is differentiable in an interval then it is necessarily continuous in that interval. The converse of this need not be true. That means a function is continuous need not imply that it is differentiable. Rolles Theorem: (French Mathematician Michelle Rolle 1652-1679) Suppose a function f ( x) satisfies the following three conditions: (i) f ( x) is continuous in a closed interval [a, b] f ( x) is differentiable in the open interval (a, b ) (ii) f (a) = f (b) (iii) Then there exists at least one point c in the open interval (a, b ) such that f ' (c) = 0
Geometrical Meaning of Rolles Theorem: Consider a curve f ( x) that satisfies the conditions of the Rolles Theorem as shown in figure:

[a,f(a)]

[b,f(b)]

x
As we see the curve f ( x) is continuous in the closed interval [a, b] , the curve is smooth i.e. there can be a unique tangent to the curve at any point in the open interval (a, b ) and also f (a) = f (b) . Hence by Rolles Theorem there exist at least one point c belonging to (a, b ) such that f ' (c) = 0 . In other words there exists at least one point at which the tangent drawn to the curve will have its slope zero or lies parallel to x-axis.
Notation:

Often we use the statement: there exists a point c belonging to (a, b ) such that . We present the same in mathematical symbols as: c (a, b ) : f ' (c) = 0 From now onwards let us start using the symbolic notation.

Example 1: Verify Rolles Theorem for f ( x) = x 2 in [ 1,1]

First we check whether the conditions of Rolles theorem hold good for the given function: (i) (ii) (iii) f ( x) = x 2 is an elementary algebraic function, hence it is continuous every where and so also in [ 1,1] . f ' ( x) = 2 x exists in the interval (-1, 1) i.e. the function is differentiable in (-1, 1). Also we see that f (1) = (1) 2 = 1 and f (1) = 12 = 1 i.e., f (1) = f (1)

Hence the three conditions of the Rolles Theorem hold good. By Rolles Theorem c ( 1,1) : f ' (c) = 0 that means 2c = 0 c= 0 ( 1,1) Hence Rolles Theorem is verified.
Example 2: Verify Rolles Theorem for f ( x) = x( x + 3)e x / 2 in [-3, 0]

f ( x) is a product of elementary algebraic and exponential functions which are continuous and hence it is continuous in [ 3, 0] 1 f ( x) = (2 x + 3)e x / 2 ( x 2 + 3 x)e x / 2 2 1 2 = [(2 x + 3) ( x + 3 x)]e x / 2 2 1 1 = [ x 2 x 6]e x / 2 = ( x 3)( x + 2)e x / 2 exists in (-3, 0) 2 2 f (3) = 0 and also f (0) = 0 f (3) = f (0) That is, the three conditions of the Rolles Theorem hold good. c ( 3,0) : f ' (c) = 0 1 (c 3)(c + 2)e c / 2 = 0 c = 3,2, 2 Out of these values of c, since 2 (3, 0) , the Rolles Theorem is verified.

Example 3: Verify Rolles Theorem for f ( x) = ( x a ) m ( x b) n in [a, b] where a <b and a, b>0.

f ( x) is a product of elementary algebraic functions which are continuous and hence it is continuous in [a, b] f ( x) = m( x a ) m 1 ( x b) n + n( x a) m ( x b) n 1 = [m( x b) + n( x a )]( x a ) m 1 ( x b) n 1 = [ x(m + n) (mb + na )]( x a ) m 1 ( x b) n 1 exists in (a, b ) f (a ) = 0 and also f (b) = 0 f (a ) = f (b) Hence the three conditions of the Rolles Theorem hold good. c ( a , b ) : f ' (c ) = 0 [c(m + n) (mb + na )](c a ) m 1 (c b) n 1 = 0 c = mb + na , a, b m+n

Out of these values of c, since c =

mb + na (a, b) , the Rolles Theorem is verified. m+n x 2 + ab in [a, b] x ( a + b)

Example 4: Verify Rolles Theorem for f ( x) = log

f ( x) = log( x 2 + ab) log x log(a + b) is the sum of elementary logarithmic functions which are continuous and hence it is continuous in [a, b] f ( x) = 2x x + ab
2

1 exists in (a, b ) x

f (a ) = log

a 2 + ab a 2 + ab = log = log 1 = 0 a ( a + b) a 2 + ab
b 2 + ab b 2 + ab = log = log 1 = 0 b( a + b) b 2 + ab

and similarly f (b) = log

Hence the three conditions of the Rolles Theorem hold good. c (a, b ) : f ' (c) = 0 f (c) = 2c c 2 + ab 1 2c 2 c 2 ab =0 = 0 c 2 ab = 0 c = ab 2 c c(c + ab)

Since c = ab (a, b) , the Rolles Theorem is verified. Exercise: Verify Rolles Theorem for (i) 5 f ( x) = e x (sin x cos x) in , , 4 4

(ii) , (iii)

f ( x) = x( x 2)e x / 2 in [0,2] f ( x) = sin 2 x e

2x

5 in , . 4 4

Lagranges Mean Value Theorem (LMVT): (Also known as the First Mean Value Theorem) (Italian-French Mathematician J. L. Lagrange 1736-1813)

Suppose a function f ( x) satisfies the following two conditions: (i) f ( x) is continuous in a closed interval [a, b] (ii) f ( x) is differentiable in the open interval (a, b ) f (b) f (a ) ba

Then there exists at least one point c in the open interval (a, b ) such that f ' (c) =

Proof: Consider the function ( x) defined by ( x) = f ( x) kx where k is a constant to be found such that (a) = (b) .

Since f ( x) is continuous in the closed interval [a, b] , ( x) which is a sum of continuous functions is also continuous in the closed interval [a, b]

' ( x) = f ' ( x) kx (1) exists in the interval (a, b ) as f ( x) is differentiable in (a, b ) .

We have (a ) = f (a ) ka and (b) = f (b) kb (a ) = (b) f (a ) ka = f (b) kb k = f (b) f (a ) (2) ba

This means that when k is chosen as in (2) we will have (a ) = (b) Hence the conditions of Rolles Theorem hold good for ( x) in [a, b] By Rolles Theorem c ( a, b ) : '(c) = 0

'(c) = 0 f ' (c) k = 0 k = f (c) (3)

From (2) and (3), we infer that c ( a, b ) : f ' (c) = f (b) f (a ) ba

Thus the Lagranges Mean Value Theorem (LMVT) is proved.

Geometrical Meaning of Lagranges Mean Value Theorem: Consider a curve f ( x) that satisfies the conditions of the LMVT as shown in figure:

y [b,f(b)] [a,f(a)] x a c b

From the figure, we observe that the curve f ( x ) is continuous in the closed interval [a, b] ; the curve is smooth i.e. there can be a unique tangent to the curve at any point in the open interval (a, b ) . Hence by LMVT there exist at least one point c belonging to (a, b ) such f (b) f (a ) . In other words there exists at least one point at which the tangent that f ' (c) = ba drawn to the curve lies parallel to the chord joining the points [ a, f (a ) ] and [b, f (b) ] .

Other form of LMVT: The Lagranges Mean Value Theorem can also be stated as follows:

Suppose f ( x) is continuous in the closed interval [ a, a + h ] and is differentiable in the open interval ( a, a + h) ) then (0,1) : f (a + h) = f (a) + hf (a + h) When (0,1) we see that a + h (a, a + h) i.e., here c = a + h Using the earlier form of LMVT we may write that f (a + h) = On simplification this becomes f (a + h) = f (a ) + hf (a + h) . f ( a + h) f ( a ) ( a + h) a

Example 5: Verify LMVT for f ( x) = ( x 1)( x 2)( x 3) in [0, 4]

f ( x) = ( x 1)( x 2)( x 3) = x3 6 x 2 + 11x 6 is an algebraic function hence it is continuous in [0, 4] f ( x) = 3 x 2 12 x + 11 exists in (0, 4) i.e., f ( x) is differentiable in (0, 4) . i.e., both the conditions of LMVT hold good for f ( x) in[0, 4] . f (4) f (0) Hence c (0, 4) : f (c) = 40 i.e., 3c 2 1c + 11 = (3)(2)(1) (1)(2)(3) 40 2 (0, 4) 3

i.e, 3c 2 12c + 11 = 3 3c 2 12c + 8 = 0 c = 2 Hence the LMVT is verified.

Example 6: Verify LMVT for f ( x) = log e x in [1, e]

f ( x) = log e x is an elementary logarithmic function hence continuous in [1, e] . f ( x) = 1 exists in (1, e ) or f ( x) is differentiable in (1, e ) . x

i.e., both the conditions of LMVT hold good for f ( x) in [1, e] f (e) f (1) 1 log e log1 Hence c (1, e) : f (c) = = e 1 c e 1 1 1 = c = e 1 (1, e) c e 1

Hence the LMVT is verified.

Example 7: Verify LMVT for f ( x) = sin 1 x in [0,1]

exists in ( 0,1) , and hence f ( x) is continuous in [0,1] . 1 x2 i.e., both the conditions of LMVT hold good for f ( x) in [0,1] We find f ( x) = Hence c (0,1) : f (c) =
f (1) f (0) 1 sin 1 1 sin 1 0 = 1 0 1 1 c2 2

1 1 c2

1 c2 =

c2 =

2 4 2

c =

2 4 = 0.7712 (0,1)

Hence the LMVT is verified.

Example 8: Find of LMVT for f ( x) = ax 2 + bx + c or

Verify LMVT by finding for f ( x) = ax 2 + bx + c f ( x) = ax 2 + bx + c is an algebraic function hence continuous in [a, a + h] . f ( x) = 2ax + b exists in ( a, a + h ) i.e., both the conditions of LMVT hold good for f ( x) in [a, a + h] Then the second form of LMVT (0,1) : f (a + h) = f (a) + hf (a + h) (1) Here ; f (a + h) = a (a + h)2 + b(a + h) + c = a3 + ah 2 + 2a 2 h + ab + bh + c (2) f (a ) = a3 + ab + c (3) ; f (a + h) = 2a (a + h) + b = 2a 2 + 2a h + b (4) Using (2), (3) and (4) in (1) we have: a3 + ah 2 + 2a 2 h + ab + bh + c = a3 + ab + c + h(2a 2 + 2a h + b) = Hence the LMVT is verified. 1 (0,1) 2

Example 9: Find of LMVT for f ( x) = log e x in e, e2

f ( x) = log e x is an elementary logarithmic function hence continuous in e, e2 1 f ( x) = exists in e, e2 . x

( )

Hence by the second form of LMVT

( 0,1) : f (e2 ) = f (e) + (e2 e) f e + (e2 e) log e2 = log e + (e 2 e ) e + ( e 2 e) e(e 1) (e 1) 2 1 = i.e., 2 log e e = log e e + e [1 + (e 1) ] [1 + (e 1)] e2 ( 0,1) e 1

1 + (e 1) = e 1 =

Hence the LMVT is verified.

Example 10: If x > 0 , Apply Mean Value Theorem to show that x 1 1 <1 (i ) < log e (1 + x) < x and 0 < 1+ x log e (1 + x) x

Consider f ( x) = log e (1 + x) in [0, x] . We see that f ( x) is an elementary logarithmic function 1 exists in ( 0, x ) . hence continuous in [0, x] . Also f ( x) = 1+ x by LMVT (0,1) : f ( x) = f (0) + xf (0 + x) i.e., log(1 + x) = log1 + x x log(1 + x) = (1) 1+ x 1+ x

Since x > 0 and 0 < < 1 , we have 0 < x < x 1 < 1 + x < 1 + x 1> 1 1 1 1 x x > < < 1 < < x (2) 1+ x 1+ x 1+ x 1+ x 1+ x 1+ x

x < log e (1 + x) < x 1+ x 1 1+ x 1 1 Also from (1) we have, = = log(1 + x) x log(1 + x) x From (1) and (2) we get

Since 0 < < 1 , we can write 0 <

1 1 < 1. log(1 + x) x

Example 11: Apply Mean Value Theorem to show that

ba 1 a2

< sin 1 b sin 1 a <

ba 1 b2

, where 0 < a < b

Consider f ( x) = sin 1 x in [a, b] We see that f ( x) = exists in ( a, b ) 1 x2 Hence f ( x) is differentiable in ( a, b ) and also it is continuous in [a, b] .
f (b) f ( a ) 1 sin 1 b sin 1 a = (1) ba ba 1 c2

Therefore, by LMVT c ( a, b) : f (c) =

Since a < c < b a 2 < c 2 < b 2 a 2 > c 2 > b 2 1 a 2 > 1 c 2 > 1 b 2 1 1 a

2

<

1 1 c
2

<

1 1 b
2

or

1 1 a2

<

1 1 c2

<

1 1 b2

( 2)

From (1) and (2), we have

1 1 a2

<

sin 1 b sin 1 a 1 ba ba < < sin 1 b sin 1 a < ba 1 b2 1 a2 1 b2

Exercise: Verify the Lagranges Mean Value Theorem for

1 f ( x) = x( x 1)( x 2) in 0, 2 f ( x) = Tan 1x in [ 0,1]

(i)

(ii)

Mean Value Theorems

Cauchys Mean Value Theorem (CMVT): (French Mathematician A. L. Cauchy 1789-1857)

Suppose two functions f ( x) and g ( x) satisfies the following conditions: (i) (ii) (iii) f ( x) and g ( x) are continuous in a closed interval [a, b] f ( x) and g ( x) are differentiable in the open interval (a, b ) g ( x) 0 for all x.[ for all can be denoted by the symbol ]

Then there exists at least one point c in the open interval (a, b ) f '(c) f (b) f (a ) such that = g '(c) g (b) g (a)
Proof: Consider the function ( x) defined by ( x) = f ( x) k g ( x) where k is a constant to be found such that (a) = (b) .

Since f ( x) and g ( x) are continuous in the closed interval [a, b] , ( x) which is a sum of continuous functions is also continuous in the closed interval [a, b]

in (a, b ) .

' ( x) = f ' ( x) k g ( x) (1) exists in the interval (a, b ) as f ( x) and g ( x) are differentiable

We have (a) = f (a) kg (a) and (b) = f (b) k g (b) (a ) = (b) f (a ) kg (a ) = f (b) k g (b) k = f (b) f (a ) (2) g (b) g (a )

This means that when k is chosen as in (2) we will have (a) = (b) Hence the conditions of Rolles Theorem hold good for ( x) in [a, b] By Rolles Theorem c ( a, b ) : '(c) = 0

'(c) = 0 f ' (c) k g (c) = 0 k =

f (c) (3) g (c) f '(c) f (b) f (a ) = g '(c) g (b) g (a)

From (2) and (3), we infer that c ( a, b ) :

Thus the Cauchys Mean Value Theorem (CMVT) is proved.

Example 12: Verify the Cauchys MVT for f ( x) = x 2 and g ( x) = x 4 in [a, b]

f ( x) = x 2 and g ( x) = x 4 are algebraic polynomials hence continuous in [a, b]

f ( x) = 2 x and g ( x) = 4 x3 exist in ( a, b )
also we see that g ( x) 0 for all x (a, b) since 0 < a < b i.e., the conditions of CMVT hold good for f ( x) and g ( x) in [a, b] . f '(c) f (b) f (a ) = Hence c ( a, b ) : g '(c) g (b) g (a)

i.e.,

2c 4c3

b2 a2 b4 a4

1 2c 2

1 b2 + a2

c=

b2 + a 2 ( a, b) 2

Hence the CMVT is verified.

Example 13: Verify the Cauchys MVT for f ( x) = log x and g ( x) =

1 in [1, e] x

f ( x) = log x and g ( x) =
are continuous in [1, e] f ( x) =

1 are elementary logarithmic and rational algebraic functions that x

1 1 exist in (1, e ) and g ( x) = x x2

also we see that g ( x) 0 for all x (1, e) i.e., the conditions of CMVT hold good for f ( x) and g ( x) in (1, e ) . Hence c (1, e ) : 1 f '(c) f (e) f (1) = g '(c) g (e) g (1)

i.e.,

c = log e log1 c = 1 c = e (1, e) 1 1 1 e 1 1 1 c2 e e

Hence the CMVT is verified.

Example 14: Verify the Cauchys MVT for f ( x) = e x and g ( x) = e x in [a, b]

f ( x) = e x and g ( x) = e x are elementary exponential functions that are continuous in [a, b]

f ( x) = e x and g ( x) = e x exist in ( a, b ) also we see that g ( x) 0 for all x (a, b) , since 0 < a < b . i.e., the conditions of CMVT hold good for f ( x) and g ( x) in ( a, b ) . Hence c ( a, b ) :
ec e c eb ea e b e a

f '(c) f (b) f (a ) = g '(c) g (b) g (a)

e 2c = eb ea eb e a e 2c = 1 e a eb 1 b a a +b e e e

i.e.,

e 2c = e a + b c =

a+b ( a, b) 2

Hence the CMVT is verified. Example 15: Verify the Cauchys MVT for f ( x) = Sin x and g ( x) = Cos x in 0, 2 f ( x) = Sin x and g ( x) = Cos x are elementary trignometric functions that are continuous in 0, . 2 f ( x) = Cos x and g ( x) = Sin x exist in 0, 2 also we see that g ( x) 0 for all x 0, . 2 i.e., the conditions of CMVT hold good for f ( x) and g ( x) in 0, . 2 f ( ) f (0) f '(c) 2 Hence c 0, : = 2 '( ) g c g ( ) g (0) 2 Sin( ) Sin(0) Cos c 2 = Cot c = 1 c = 0, Sin c Cos ( ) Cos (0) 4 2 2 Hence the CMVT is verified.

Exercise: Verify the Cauchys Mean Value Theorem for

(i) f ( x) = x and g ( x) = 1 x2 1 1 in ,1 x 4 1 in [ a, b ] x

(ii) (iii)

f ( x) =

and g ( x) =

f ( x) = Sin x and g ( x) = Cos x in [ a, b ]

Taylors Mean Value Theorem: (Generalised Mean Value Theorem): (English Mathematician Brook Taylor 1685-1731)

Suppose a function f ( x) satisfies the following two conditions: (i)

f ( x) and its first (n-1) derivatives are continuous in a closed interval [a, b]
f ( n 1) ( x) is differentiable in the open interval (a, b )

(ii)

Then there exists at least one point c in the open interval (a, b ) such that

f (b) = f (a ) + (b a ) f (a ) +

(b a )2 (b a )3 f (a ) + f (a ) + .. 2 3

..... +

(b a )n 1 ( n 1) (b a )n ( n) f (a) + f (c) (1) n 1 n

Taking b = a + h and for 0 < < 1 , the above expression (1) can be rewritten as
f (a + h) = f (a ) + hf (a ) + h2 h3 h n 1 ( n 1) h n ( n) f (a ) + f (a ) + .... + f f ( a + h) (2) (a) + n 1 n 2 3

Taking b=x in (1) we may write f ( x) = f (a ) + ( x a ) f (a ) + ( x a)2 ( x a )3 ( x a ) n 1 ( n 1) f (a ) + f (a) + ... + f ( a) + Rn (3) 2 3 n 1

Where Rn =

( x a)n (n) f (c) Re mainder term after n terms n

When n , we can show that Rn 0 , thus we can write the Taylors series as
f ( x) = f (a ) + ( x a) f (a) + = f (a) +

( x a)2 ( x a )n 1 ( n 1) f (a) + ... + f (a) + .... 2 n 1

( x a )n ( n) f (a) (4) n n =1

Using (4) we can write a Taylors series expansion for the given function f(x) in powers of (x-a) or about the point a.
Maclaurins series: (Scottish Mathematician Colin Maclaurin 1698-1746)

When a=0, expression (4) reduces to a Maclaurins expansion given by

f ( x) = f (0) + xf (0) + = f (0) +

x2 x n 1 ( n 1) f (0) + ... + f (0) + .... n 1 2

x n ( n) f (0) (5) n n =1

Example 16: Obtain a Taylors expansion for f ( x) = Sin x in the ascending powers of

x up to the fourth degree term. 4

The Taylors expansion for f ( x) about

is

( x )2 ( x )3 ( x )4 4 f ( ) + 4 f ( ) + 4 f (4) ( ) .... (1) f ( x) = f ( ) + ( x ) f ( ) + 4 4 4 2 4 3 4 4 4

1 ; f ( x) = Sin x f = Sin = 4 2 4

1 f ( x) = Cos x f = Cos = 4 2 4

1 f ( x) = Sin x f = Sin = 4 2 4 1 f ( x) = Cos x f = Cos = 4 2 4 1 f (4) ( x) = Sin x f (4) = Sin = 4 2 4

Substituting these in (1) we obtain the required Taylors series in the form
1 1 f ( x) = + ( x )( ) + 4 2 2 ( x )2 ( x )3 ( x )4 4 ( 1 ) + 4 ( 1 ) + 4 ( 1 ) .... 2 3 4 2 2 2

2 ( x )3 ( x ) 4 1 (x 4 ) 4 4 + ... + f ( x) = 1 + ( x ) 4 2 3 4 2

Example 17: Obtain a Taylors expansion for f ( x) = log e x up to the term containing

( x 1)4

and hence find loge(1.1).

The Taylors series for f ( x) about the point 1 is

f ( x) = f (1) + ( x 1) f (1) + ( x 1)2 ( x 1)3 ( x 1) 4 (4) f (1) + f (1) + f (1) .... (1) 2 3 4

Here f ( x) = log e x f (1) = log 1 = 0 ; f ( x) = 1 x

2

f ( x) = 2 x3

1 f (1) = 1 x

f (1) = 1 ; 6

f ( x) =

f (1) = 2

f (4) ( x) =

f (4) (1) = 6 etc.,

Using all these values in (1) we get

f ( x) = log e x = 0 + ( x 1)(1) +

( x 1)2 ( x 1)3 ( x 1)4 (1) + (2) + (6) .... 2 3 4

log e x = ( x 1)

( x 1) 2 ( x 1)3 ( x 1)4 + .... 2 3 4

Taking x=1.1 in the above expansion we get

log e (1.1) = (0.1) (0.1)2 (0.1)3 (0.1)4 + .... = 0.0953 2 3 4

Example 18: Using Taylors theorem Show that

log e (1 + x) < x

x 2 x3 + for 0 < < 1, x > 0 2 3

Taking n=3 in the statement of Taylors theorem, we can write

f ( a + x) = f ( a ) + xf (a) + x2 x3 f ( a) + f ( a + x) (1) 2 3

1 1 2 and f ( x) = Consider f ( x) = log e x f ( x) = ; f ( x) = x x2 x3 Using these in (1), we can write,

2 3 2 1 x 1 x (2) log(a + x) = log a + x + + ( a + x )3 a 2 a2 3

For a=1 in (2) we write,

log(1 + x) = log1 + x x 2 x3 1 x 2 x3 1 + = x + 3 2 3 (1 + x) 2 3 (1 + x)3

Since x > 0 and > 0, (1 + x)3 > 1 and therefore

1 (1 + x)3

<1

log(1 + x) < x

x 2 x3 + 2 3

Example 19: Obtain a Maclaurins series for f ( x) = Sin x up to the term containing x5 .

The Maclaurins series for f(x) is

f ( x) = f (0) + x f (0) + x2 x3 x 4 (4) x5 (5) f (0) + f (0) + f (0) + f (0) .... (1) 2 3 4 5

Here f ( x) = Sin x f (0) = Sin 0 = 0 f ( x) = Sin x f (0) = Sin 0 = 0 f (4) ( x) = Sin x f (4) (0) = Sin 0 = 0

f ( x) = Cos x f (0) = Cos 0 = 1

f ( x) = Cos x f (0) = Cos 0 = 1 f (5) ( x) = Cos x f (5) (0) = Cos 0 = 1

Substituting these values in (1), we get the Maclaurins series for f ( x) = Sin x as
f ( x) = Sin x = 0 + x (1) + x2 x3 x4 x5 x 3 x5 (0) + (1) + (0) + (1) .... Sin x = x + .... 2 3 4 5 3 5

Note:
As done in the above example, we can find the Maclaurins series for various functions, for ex:
(i ) Cosx = 1 x 2 x 4 x6 + ...... 2 4 6 (ii ) e x = 1 + x + x 2 x3 x 4 x5 x 6 + + + + ...... 2 3 4 5 6

(iii ) (1 + x) m = 1 + mx +

m(m 1) 2 m(m 1)(m 2) 3 m(m 1)(m 2)(m 3) 4 x + x + x ...... 2 3 4

Taking m = 1 in (iii ) we can get

(1 + x) 1 = 1 + x + x 2 + x3 + x 4 + x5 + x 6 ......

Replacing x by (-x) in this we get

(1 x)1 = 1 x + x 2 x3 + x 4 x5 + x6 ......

We use these expansions in the study of various topics.

Indeterminate Forms:
While evaluating certain limits, we come across expressions of the form 0 , , 0 , , 00 , 0 and 1 which do not represent any value. Such expressions are 0 called Indeterminate Forms. We can evaluate such limits that lead to indeterminate forms by using LHospitals Rule (French Mathematician 1661-1704).

LHospitals Rule:
If f(x) and g(x) are two functions such that (i) lim f ( x) = 0 and lim g ( x) = 0
xa xa

(ii) f ( x) andg ( x) exist and g (a) 0 Then lim f ( x) f ( x) = lim xa g ( x) x a g ( x ) The above rule can be extended, i.e, if f ( x) f (a) = 0 and g (a) = 0 then lim = lim x a x a g ( x)

f ( x) f ( x) = lim = ..... g ( x) xa g ( x)

Note:
1. We apply LHospitals Rule only to evaluate the limits that in 0 , forms. Here we 0 f ( x) and apply the differentiate the numerator and denominator separately to write g ( x) 0 limit to see whether it is a finite value. If it is still in or form we continue to 0 f ( x) and apply the differentiate the numerator and denominator and write further g ( x) limit to see whether it is a finite value. We can continue the above procedure till we get a definite value of the limit.

2. To evaluate the indeterminate forms of the form 0 , , we rewrite the 0 functions involved or take L.C.M. to arrange the expression in either or and then 0 apply LHospitals Rule.

3. To evaluate the limits of the form 00 , 0 and 1 i.e, where function to the power of function exists, call such an expression as some constant, then take logarithm on both

sides and rewrite the expressions to get Rule.

0 form and then apply the LHospitals or 0

4. We can use the values of the standard limits like lim sin x tan x x x = 1; lim = 1; lim = 1; lim = 1; lim cos x = 1; etc x 0 x 0 x 0 sin x x 0 tan x x 0 x x

Evaluate the following limits: Example 1: Evaluate lim

x 0

sin x x tan 3 x

lim

sin x x 0 cos x 1 0 sin x 0 = lim = lim 3 2 2 4 3 2 x 0 tan x 0 x0 3 tan x sec x 0 x0 6 tan x sec x + 6 tan x sec x 0 = lim
x 0

cos x 1 = 2 4 4 2 6sec x + 24 tan x sec x + 18 tan x sec x + 12 tan x sec x 6

6 2 4

Method 2:
sin x x sin x x 0 x3 0 = lim sin x x 0 Q lim tan x = 1 = lim lim 3 3 3 x 0 tan x x 0 x 0 x 0 tan x 0 x0 x 0 x cos x 1 0 sin x 0 cos x 1 = lim = = lim =lim 2 x 0 x x 0 0 3x 0 6x 0 6 6

Example 2: Evaluate lim

ax bx x 0 x

lim

ax bx 0 a x log a b x log b a = lim = log a log b =log x 0 1 x 0 x 0 b

Example 3: Evaluate lim

x 0

(e

x sin x
x

1)

lim
x 0

x sin x 0 sin x + x cos x 0 cos x + cos x x sin x 1 + 1 0 2 = = =1 = lim = lim 2 x x x x x x 0 0 x x x 2 2 ( e 1) e 0 ( e 1) 0 e .e + (e 1)e 2[1 + 0] 2

Example 4: Evaluate lim

x 0 x

x e x log(1 + x) x2 ex + x ex 1 1 ex + ex + x ex + 2 (1 + x ) = 1 + 1 + 0 + 1 = 3 1 + x 0 = lim x 0 2x 2 2 2 0

lim
x 0

x e log(1 + x) 0 = lim x2 0 x 0

Example 5: Evaluate lim

lim
x 0

cosh x cos x x 0 x sin x

cosh x cos x 0 sinh x + sin x 0 cosh x + cos x 1+1 2 = = =1 = lim = lim x 0 x 0 x sin x sin x + x cos x 0 cos x + cos x x sin x 1 + 1 0 2 0 cos x log(1 + x) 1 + x Example 6: Evaluate lim x 0 sin 2 x
sin x 1 1 cos x + +1 (1 + x) 2 1 + 1 1 + x 0 = lim = =0 x 0 sin 2 x 2 cos 2 x 2 0

lim
x 0

cos x log(1 + x) 1 + x 0 = lim sin 2 x 0 x 0

x 1

Example 7: Evaluate lim

xx x x 1 log x

lim
x 1

xx x 0 x x (1 + log x) 1 0 x x (1 + log x) 2 + x x 1 1 + 1 = lim = =2 = lim 1 1 x 1 log x 0 x 1 1 0 x 1 1 x x2

Since y = x x log y = x log x and then d x ( x ) = x x (1 + log x) dx

1 y = 1 + log x y = y (1 + log x) y

Example 8: Evaluate lim

x

sec2 x 2 tan x 1 + cos 4 x

sec2 x 2 tan x 0 2sec2 x tan x 2sec 2 x 0 2sec 4 x + 4sec 2 x tan 2 x 4sec 2 x tan x lim = lim = lim 1 + cos 4 x 0 x 4 sin 4 x 16 cos 4 x x 0 x
4 4 4

( 2)

+4

( 2 ) (1)
2

( 2)

16

8 1 = 16 2

Example 9: Evaluate lim

log(sin x. cos ec a ) xa log(cos a.sec x)

cos x cos ec a sin x. cos ec a log(sin x. cos ec a ) 0 = lim cot x = cot 2 a lim = lim xa x a log(cos a.sec x) 0 sec x tan x.cos a x a tan x cos a.sec x
Example 10: Evaluate lim

e x + e x 2 cos x x 0 x sin x

e x + e x 2 cos x 0 e x e x + 2sin x 0 e x + e x + 2 cos x 1+1+ 2 = lim = lim = =2 x 0 x 0 x 0 x sin x sin x + x cos x 0 cos x + cos x x sin x 1 + 1 0 0 x cos x log(1 + x) Example 11: Evaluate lim x 0 x2 1 cos x x sin x x cos x log(1 + x) 0 1+ x 0 lim = lim 2 x 0 x 0 2x x 0 0 lim
sin x sin x x cos x + = lim
x 0

1 (1 + x) 2

0 0 0 + 1 1 = 2 2

Example 12: Evaluate lim

log(1 x 2 ) x 0 log cos x 2 x 2 1 x 2 log(1 x ) 0 = lim 2 x cos x 0 = lim 2 cos x 2 x sin x = 2 0 = 2 lim = lim x 0 log cos x x 0 sin x x 0 (1 x 2 ) sin x 0 x 0 (1 x 2 ) cos x 2 x sin x 1 0 0 cos x tan x sin x sin 3 x

Example 13: Evaluate lim

x 0

lim

tan x sin x 0 sec 2 x cos x 0 2sec 2 x tan x + sin x 0 = lim = lim x 0 sin 3 x 0 x0 3sin 2 x cos x 0 x0 6sin x cos 2 x 3sin 3 x 0 = lim 4sec 2 x tan 2 x + 2sec4 x + cos x 0 + 2 +1 3 1 = = = 3 2 2 x 0 6 cos x 12sin x cos x 9 sin x cos x 600 6 2

Method 2:
tan x sin x tan x sin x tan x sin x 0 sin x x3 = lim = lim =1 lim Q lim 3 3 3 x 0 x 0 x 0 x 0 sin x x x 0 sin x x

= lim

sec 2 x cos x 0 2sec 2 x tan x + sin x 0 = lim x 0 x 0 3x 2 6x 0 0 4sec 2 x tan 2 x + 2sec 4 x + cos x 0 + 2 + 1 3 1 = = = x 0 6 6 6 2 tan x x x 2 tan x

= lim

Example 14: Evaluate lim

x 0

tan x x tan x x tan x x 0 tan x x3 Q lim lim 2 = lim = lim =1 3 x 0 x tan x x 0 tan x x 0 x 0 x x 0 x sec2 x 1 0 2sec 2 x tan x 0 4sec2 x tan 2 x + 2sec 4 x 0 + 2 1 = lim = lim = lim = = x 0 x 0 3 x 2 0 x 0 6x 6 6 3 0
Example 15: Evaluate lim
lim e ax e ax x 0 log(1 + bx )

e ax e ax 0 ae ax + ae ax a + a 2a = lim = = x 0 x 0 log(1 + bx ) 0 b /(1 + bx) b b

Example 16: Evaluate lim

a x 1 x log a x 0 x2 a x 1 x log a 0 a x log a log a 0 a x (log a ) 2 1 lim = lim = lim = (log a ) 2 x 0 x 0 x 0 x2 0 2 x 0 2 2 e x log(e + ex) x 0 x2

Example 17: Evaluate lim

lim

e x log(e + ex) e x log e(1 + x) e x log e log(1 + x) 0 = lim = lim x 0 x 0 x 0 x2 x2 x2 0 1 1 ex + ex 0 (1 + x)2 1 + 1 1 + x = lim = lim = =1 x 0 2 x 0 x 0 2 2

Exercise: Evaluate the following limits.

(i ) lim e x e x 2 log(1 + x) x 0 x sin x (ii ) lim log(1 + x3 ) x 0 sin 3 x

(iii ) lim

1 + sin x cos x + log(1 x ) x 0 x tan 2 x

(iv) lim
x

log sin x ( x )2 2

(v) lim

cosh x + log(1 x) 1 + x x 0 x2 e 2 x (1 + x) 2 x 0 x log(1 + x )

(vi ) lim
x 2

sin x sin 1 x x2

(vii ) lim

Limits of the form :

Example 18: Evaluate lim
x 0

log(sin 2 x) log(sin x)

lim

log(sin 2 x ) (2 cos 2 x / sin 2 x) 2 cot 2 x 2 tan x 0 2sec 2 x 2 = lim = lim = lim = lim = =1 x 0 x 0 x 0 log(sin x ) x 0 cot x x 0 tan 2 x 0 (cos x / sin x) 2sec 2 2 x 2

Example 19: Evaluate lim

x 0

log x cos ecx

lim

log x 1\ x sin 2 x 0 2sin 2 x 0 = lim = lim = =0 x 0 = lim x 0 cos ecx x x 0 0 cos ec x.cot x cos x x sin x 1 0 x cos x 0 log cos x tan x

Example 20: Evaluate lim

x

lim
x

log cos x tan x tan x sin x cos x 0 = lim = lim = =0 = lim 2 2 tan x x sec x 1 1 x sec x x
2 2 2

Example 21: Evaluate lim

log(1 x) x 1 cot x log(1 x) 1/(1 x) sin 2 x 0 2 sin x cos x 0 lim = lim = lim = lim = =0 2 x 1 cot x x1 cos ec x x1 (1 x) 0 x 1
x 0

Example 22: Evaluate lim log tan 2 x tan 3 x

log tan 3 x lim log tan 2 x tan 3 x = lim x 0 log tan 2 x x 0

Q log b a =

log e a log e b

 3sec 2 3 x / tan 3 x 3 / sin 3 x.cos 3 x 3 / sin 3 x.cos 3 x = lim = lim = lim x 0 2sec 2 2 x / tan 2 x x 0 2 / sin 2 x.cos 2 x x 0 2 / sin 2 x.cos 2 x 6 / sin 6 x 6sin 4 x 0 24 cos 4 x 24 = lim =1 = lim = lim = x 0 4 / sin 4 x x 0 4sin 6 x x 0 0 24 cos 6 x 24
Example 23: Evaluate lim
xa

log( x a ) log(e x e a )

lim

log( x a ) 1/( x a ) (e x e a ) 0 ex ea = lim = lim = lim = =1 xa x x a x a log(e x e a ) e /(e e ) x a e x ( x a ) 0 x a e x ( x a ) + e x e a

Exercise: Evaluate the following limits.

(i ) lim
x 0

log tan x log x

(ii ) lim
x 0

log sin x cot x sec x tan 3 x (v) lim log sin x sin 2 x
x 0

(iii ) lim

cot 2 x x 0 cot 3 x

(iv) lim
x

Limits of the form ( 0 ) : To evaluate the limits of the form ( 0 ) , we rewrite the
0 given expression to obtain either or form and then apply the LHospitals Rule. 0
Example 24: Evaluate lim(a 1) x
x

1 x

1 a x (log a ) 2 (a 1) 0 x lim(a 1) x ( 0 form ) = lim = lim x x 1 x 1 0 2 x x

1 1 x 1 x

= lim a (log a ) = a 0 log a = log a

x

1 x

Example 25: Evaluate lim(1 sin x) tan x

x

lim(1 sin x ) tan x ( 0 form ) = lim

x

(1 sin x) 0 cos x 0 = =0 = lim 2 cot x 0 x cos ec x 1

2

Example 26: Evaluate lim sec

x 1

2x

.log x

lim sec
x 1

2x

.log x ( 0 form ) = lim

log x 0 x 1 0 cos 2x 1/ x 2x 2 = lim = lim = 1 x1 x sin 2 sin 2 2x 2 2x x

Example 27: Evaluate lim x log tan x

x 0

lim x log tan x ( 0 form ) = lim

x 0 x 0

log tan x (1/ x)

= lim

sec2 x / tan x x2 = lim x 0 x 0 sin x.cos x 1 2 x 2 x 2 0 4 x 0 = =0 = lim x 0 sin 2 x 0 x 0 2 cos 2 x 2

= lim

Example 28: Evaluate lim (1 x 2 ) tan

x 1

x
2

lim (1 x 2 ) tan
x 1

x
2

(0

form ) = lim
x 1

1 x2 0 2 x 2 4 = lim = = x 0 x1 x cos ec 2 cot 2 2 2 2

Example 29: Evaluate lim tan x.log x

x 0

lim tan x.log x ( 0 form ) = lim

x 0 x 0

log x cot x

= lim
x 0

1/ x sin 2 x 0 sin 2 x 0 = lim = lim = =0 2 cos ec x x 0 x 0 x 0 1 1

Limits of the form ( ) : To evaluate the limits of the form ( ) , we take L.C.M.
0 and rewrite the given expression to obtain either or form and then apply the 0 LHospitals Rule. 1 Example 30: Evaluate lim cot x x 0 x

1 1 cos x lim cot x = lim ( form ) x 0 x x0 x sin x sin x x cos x 0 cos x cos x + x sin x = lim = lim x 0 x 0 x sin x sin x + x cos x 0 x sin x sin x + x cos x 0+0 0 = lim = =0 = lim x 0 sin x + x cos x 0 x 0 cos x + cos x x sin x 1+1 0
Example 31: Evaluate lim [sec x tan x ]
x

sin x 1 lim [sec x tan x ] = lim ( form ) cos x x x cos x

2 2

1 sin x 0 cos x 0 = lim = lim = =0 cos x 0 sin x 1 x x 2 2

1 x Example 32: Evaluate lim x 1 log x x 1 1 ( x 1) x log x 0 x form ) = lim lim ( x 1 log x x 1 x 1 ( x 1) log x 0
1 1 log x log x 0 l/ x 1 1 = lim = = lim 1 = lim 1 1= x 1 x 1 x 1 x 1 1 + log x 0 2 + 1+1 2 + log x x x x x

1 1 Example 33: Evaluate lim x x 0 x e 1

(e x 1) x 0 1 1 lim x ( form ) = lim x x 0 x x 0 e 1 x(e 1) 0 0 ex 1 ex 1 1 lim = lim x = = = x x x x x 0 (e 1) + xe 0 x 0 e + e + xe 1 + 1 + 0 2

1 1 Example 34: Evaluate lim x 0 sin x x

1 1 x sin x 0 ( form ) = lim lim x 0 sin x x 0 x x sin x 0 sin x 0 1 cos x 0 = lim = =0 == lim x 0 sin x + x cos x 0 x 0 cos x + cos x x sin x 1+1 1 log(1 + x) Example 35: Evaluate lim x 0 x x2 1 1 1 (1 + x) 2 1+ x 0 1 log(1 + x) x log(1 + x) 0 = = = lim lim lim lim x 0 x x2 x2 x 0 0 x 0 2 x 0 x 0 2 x a Example 36: Evaluate lim cot x 0 x a x x cos cos x a a a ( form ) = lim a a 0 lim cot = lim x 0 x x 0 x 0 x x a x sin x sin 0 a a
x x x x x x 1 a sin a x cos a 0 a. a cos a cos a + a sin a = lim lim =x x 0 0 x x x x 0 x sin sin + cos a a a a x x 1 x x 1 x sin sin + . .cos 0 0+0 a a a a a a a = lim = lim = =0 x 0 x 0 x x x 1 x 1 x x x 1 1 sin + cos 0 cos + cos 2 sin + 0 a a a a a a a a a a a

1 = 2

Exercise: Evaluate the following limits.

x (i ) lim 2 cot( x a ) xa a (ii ) lim ( cos ecx cot x )
x 0

x tan x sec x (iii ) lim 2 x 2

1 1 (v) lim 2 x 0 x x tan x

1 (iv) lim cot 2 x 2 x 0 x

(vi ) lim [ 2 x tan x sec x ]
x

Example 37: Find the value of a such that lim value of the limit.

sin 2 x + a sin x is finite. Also find the x 0 x3

Let A= lim
x 0

sin 2 x + a sin x 0 2 cos 2 x + a cos x 2 + a = finite = lim 3 x 0 x 3x 2 0 0

We can continue to apply the LHospitals Rule, if 2+a=0 i.e., a= -2 .

For a = 2 ,
A = lim
x 0

2 cos 2 x 2 cos x 0 4sin 2 x + 2sin x 0 = lim 2 0 x 3x 6x 0 0 = lim

x 0

8cos 2 x + 2 cos x 8 + 2 = = 1 6 6

The given lim it will have a finite value when a = 2 and it is 1.

Example 38: Find the values of a and b such that lim

x 0

x(1 a cos x) + b sin x 1 = . x3 3

x(1 a cos x) + b sin x 0 (1 a cos x) + ax sin x + b cos x 1 a + b = lim = finite 3 x 0 x 3x 2 0 0 x 0 We can continue to apply the LHospitals Rule, if 1-a+b=0 i.e., a-b = 1 . Let A = lim

For a b = 1 ,
A = lim
x 0

(1 a cos x) + ax sin x + b cos x 0 2a sin x + ax cos x b sin x 0 = lim 2 x 0 3x 6x 0 0 = lim

x 0

3a cos x ax sin x b cos x 3a b = = finite 6 6

1 3a b 1 = 3a b = 2 This finite value is given as . i.e., 3 6 3 Solving the equations a b = 1 and 3a b = 2 we obtain a = 1 1 and b = . 2 2

Example 39: Find the values of a and b such that lim

a cosh x b cos x = 1. x 0 x2

Let A = lim

a cosh x b cos x a b = finite x 0 x2 0

We can continue to apply the LHospitals Rule, if a-b=0, since the denominator=0 .

For a b = 0 ,
A = lim
x 0

a cosh x b cos x 0 a sinh x + b sin x 0 a cosh x + b cos x a + b = = lim = lim 2 x x 0 0 x 2x 2 2 0 0

But thisis given as 1. a + b = 2 Solving the equations a b = 0 and a + b = 2 we obtain a = 1 and b = 1.

Limits of the form 00 , 0 and 1 : To evaluate such limits, where function to the power
of function exists, we call such an expression as some constant, then take logarithm on both 0 sides and rewrite the expressions to get or form and then apply the LHospitals Rule. 0
Example 40: Evaluate lim x x
x 0

Let A = lim x x (00 form)

x 0

Take log on both sides to write log e A = lim log x x = lim x.log x (0 form) = lim
x 0 x 0

log x x 0 1/ x

= lim

1/ x x 0 = lim = =0 2 x 0 ( 1/ x ) x 0 1 1
x 0

log e A = 0 A = e 0 = 1 lim x x = 1

Example 41: Evaluate lim(cos x ) x

x 0

Let A = lim(cos x)
x 0

x2

(1 form)

Take log on both sides to write

1

log e A = lim log(cos x )

x 0

x2

= lim
x 0

1 log cos x 0 log cos x ( 0 form) = lim 2 0 x x x2 0

= lim

tan x 0 sec 2 x 1 lim = = x 0 2 x 0 x 0 2 2

1

1 1 1 log e A = A = e 2 = 2 e

lim(cos x)
x 0

x2

1 e

Example 42: Evaluate lim(tan x)cos x

x

Let A = lim(tan x)cos x ( 0 form)

x

Take log on both sides to write log e A = lim log(tan x)cos x = lim cos x log(tan x) (0 form)
x

= lim
x 2

log tan x sec2 x / tan x cos x 0 = = = =0 lim lim sec x x sec x.tan x x sin 2 x 1
2 2

log e A = 0 A = e0 = 1 lim(tan x)cos x = 1

x 2 1

Example 43: Evaluate lim(

tan x x2 ) x 0 x 1 tan x x2 Let A = lim( ) (1 form) x 0 x

Take log on both sides to write 1 tan x x2 1 tan x log e A = lim log( ) = lim 2 log( ) ( 0 form) x 0 x 0 x x x tan x sec2 x 1 log( ) 0 tan x x x = lim = lim x 0 2x x2 0 x 0 1 1 2 1 2 x sin 2 x 0 = lim sin x.cos x x = lim sin 2 x x = lim 2 0 0 x 0 x x 2x 2x 2 x sin 2 x 0

= lim

2 2 cos 2 x 4sin 2 x 0 0 == lim 2 2 x 0 4 x sin 2 x + 4 x cos 2 x 0 x 0 4sin 2 x + 16 x cos 2 x 8 x sin 2 x 0 8cos 2 x 8 1 = = 2 x 0 24 cos 2 x 48 x sin 2 x 16 x cos 2 x 24 3
1 1 1 tan x x2 log e A = A = e 3 lim( ) =e 3 x 0 x 3 1

= lim

Example 44: Evaluate lim( a x + x) x

x 0

Let A = lim(a x + x) x (1 form)

x 0

Take log on both sides to write

1 1 log e A = lim log(a x + x) x = lim log(a x + x) ( 0 form) x 0 x 0 x log(a x + x ) 0 (a x log a + 1) /(a x + x ) = lim = lim x 0 x0 x 1 0

= log a + 1 = log a + log e = log ae

log e A = log ea A = ea

Hence lim( a x + x) x = ea.

x 0

x tan x Example 45: Evaluate lim(2 ) 2 a xa a x tan x Let A = lim(2 ) 2 a (1 form) xa a Take log on both sides to write x tan x x x log e A = lim log(2 ) 2 a = lim tan .log(2 ) ( 0 form ) xa xa a 2a a
( 1/ a ) x x x log(2 ) 2 sin 2 0 2 a a 2a = 2 = lim . = lim = lim xa x a x a x 0 2 x cos ec 2 x cot 2a a 2a 2a

log e A =

A = e

2 x tan x Hence lim(2 ) 2 a = e . xa a

Exercise: Evaluate the following limits.

b
2

(i ) lim(cos ax) x
x 0

1 + cos x x2 (ii ) lim x 0 2

(iii ) lim(1 x )
x 1

1 2 log(1 x )

sin x x2 (iv) lim x 0 x

(iv) lim (1 + sin x )
x 0 cot x

(v) lim(sin x ) tan x

x0

(vii ) lim(cos x)cos ec x

x 0

(viii ) lim ( tan x )

x

tan 2 x

ax + 1 x (ix) lim( ) x ax 1

a x + bx + cx x ( x) lim x 0 3

CURVATURE
y Q

s
P C

+
x

Consider a curve C in XY-plane and let P, Q be any two neighboring points on it. Let arc AP=s and arc PQ=s. Let the tangents drawn to the curve at P, Q respectively make angles and + with X-axis i.e., the angle between the tangents at P and Q is . While moving from P to Q through a distances, the tangent has turned through the angle . This is called the bending of the arc PQ. Geometrically, a change in represents the bending of the

curve C and the ratio

represents the ratio of bending of C between the point P & Q and s

the arc length between them. Rate of bending of Curve at P is d = Lt ds Q P s This rate of bending is called the curvature of the curve C at the point P and is denoted by (kappa). Thus = d ds

We note that the curvature of a straight line is zero since there exist no bending i.e. =0, and that the curvature of a circle is a constant and it is not equal to zero since a circle bends uniformly at every point on it. If 0, then = 1 = 1

is called the radius of curvature and is denoted by (rho - Greek letter).

ds d

Radius of curvature in Cartesian form :

Suppose y = f(x) is the Cartesian equation of the curve considered in figure.

y c

0 x

we have y =

dy d2 y d d ds = Tan y = 2 = Sec 2 = (1 + Tan 2 ) dx dx dx ds dx

2

ds dy But we know that = 1+ dx dx

 dy 2 1 + 2 2 ds d 2 y dy d dx dy 2 = 1 + 1+ = 2 d y dx d dx dx ds dx 2
2 ds 1 + ( y ) = = d y 3 2

This is the expression for radius of curvature in Cartesian form.

NOTE:

dx 2 1 + dy We note that when y=, we find using the formula = d 2x 2 dy

Example 9: Find the radius of curvature of the curve x3+y3 = 2a3 at the point (a, a).

x 3 + y 3 = 2a 3 3 x 2 + 3 y 2 y = 0 y =

x2 hence at ( a, a ) , y = 1 y2

y 2 ( 2 x ) x 2 ( 2 y ) y 2a 3 + 2a 3 4 y = = = , hence at a , a , y ( ) 4 4 y a a
1 + ( y )2 = y
3 2

1 + ( 1)2 = 4 a

i.e., =

a 2 2 4

a 2

Example 10: Find the radius of curvature for

the line y=x. On the line y = x,

x + y = a at the point where it meets

x + x = a i.e 2 x = a

or

x=

a 4

a a i.e., We need to find at , 4 4 x+ y= a 1 2 x + 1 2 y y = 0 i.e y = y a a , hence at , , y = 1 x 4 4

1 1 x 2 y y y 2 x Also, y = x a 1 a 1 (1) 4 a 1 1 42 a 2 ( ) a a 4 4 = 2 2 = (1) = 4 at , , y = a a a a 4 4 4 4 4 1 + ( y )2 = y

3 2

1 + ( 1)2 = 4 a

a a 2 2= 4 2

Example 11: Show that the radius of curvature for the curve y = 4 Sin x - Sin 2x
at x = is 5 5

y = 4 Sin x - Sin 2x y = 4 Cos x 2 Cos 2 x when x = 2 , y = 4Cos 2Cos = 0 2(1) = 2 2 2 , y = -4 Sin + 4 Sin = 4 2

Also, y = -4 Sin x + 4 Sin 2x and when x =

1 + ( y )2 = y

1 + 22 = 4

5 5 4

Example 12: Find the radius of curvature for xy 2 = a 3 - x 3 at (a, 0).

xy 2 = a 3 x3 y 2 + 2 xy y = 3 x 2
y = 3 x 2 y 2 and at (a, 0), y = 2 xy

In such cases we write

dx 2 xy dx and at ( a, 0), = =0 2 2 dy 3 x y dy

 2 dx 2 dx y + 2 x 2 xy 6 x + 2 y ( 3x + y ) 2 dx d x 2 xy dy dy Also = 2 2 = 2 2 2 2 dy 3 x + y dy ( 3x + y )
2 2 d 2 x ( 3a + 0 ) ( 0 + 2a ) 0 6a 3 2 At ( a, 0 ) , = = = 2 2 9a 4 dy 2 3a + 3 a 0 ( ) 3

dx 2 1 + dy = 2 d x 2 dy

1 + o 2 = 2 3a

or

3a 2

Exercise:
Find the radius of curvature for the following curves: (i) (ii) (iii) (iv) (v ) (vi) (vii ) 3a 3a x 3 + y 3 = 3axy at , 2 2 2 a (a x) y2 = at (a, 0) x a 2 y = x3 a 3 at the po int where it crosses x axis x2 y 2 + = 1 at the ends of the major axis. a2 b2 a 2 y = x3 a 3 at the po int (a, 0). y 2 = 2 x(3 x 2 ) at the po int where the tan gents are parallel to x axis. x 2 y = a( x 2 + y 2 ) at (2a, 2a). ax 2 show that a+x a
2 3

(viii ) For the curve y =

x y = + y x

M.G.Geetha

INTEGRAL CALCULUS Gamma and Beta Functions

Definition:

The improper integral (n ) = e x x n 1dx is defined as the gamma function.

0

Here n is a real number called the parameter of the function. (n) exists for all real values of n except 0, -1, -2., ..the graph of which is shown below :

r(n)

-4

-3

-2

-1

Recurrence formula
(n ) = e x x n 1 dx, n > 0
0

xn x xn = ex + e dx , integrating by parts. n 0 0 n

Applying the definition of Gamma function and using

xn 0 as x ex

(n ) =

(n + 1) .........................(1) n

or (n + 1) = n(n ).................( 2)

Note:

(1) (n) is not convergent when n = 0, -1, -2, . (2) If (n) is known for 0 < n < 1, then its value for 1 < n < 2 can be found using equation (2). Also, its values for -1 < n < 0 can be got using equation (1) (3) If n is a +ve integer, using the recurrence relation and (1) = 1, we get (n) = (n - 1) (n - 1) = (n - 1) (n - 2) (n - 2) and so on = (n - 1) (n - 2) (n - 3) .. 1 = (n - 1) !

Problems:

1 (1) Prove that = 2 By definition, (n ) = e x x n 1dx

0

= e t t 2 n 1 dt u sin g x = t 2
2

(n ) = 2 e x x 2n 1dx
0

= 2 e y y 2n 1dy
0 2 2 1 = e x dx = e y dy 2 0 0

2 2 2 x +y 1 dxdy = 4 e 2 0 0

Converting Cartesian (x, y) to polar (r, ) system, we get

2 1 = 2 2 =0 2

r =0

r 2

(2r )drd

[e ] d ,
2

r 2

Q - 2re - r dr = e r
2

= 2 d,
0

Q e - r 0 as r

= 1 Taking square roots on both sides, we get = 2

(2) Show that

x4

1 1 dx = 4 4 1 34 y dy 4 1 1 , using the definition. 4 4

Let x 4 = y 4 x 3dx = dy dx = e
0

x4

1 dx = 4
5

y e y
0

dy =

(3) Find

(x ln x )
0

dx

using ln x = -y, we get x = e - y , dx = -e - y dy and y ranges from to 0 when x = 0 to 1

(x ln x )5 dx = y 5e 6 y dy, interchanging the lower and the upper limits
0 0

= e t
0

t 5dt 66

, choosing 6y = t 5! 66

1 6
6

(6 ) =

(4) Prove that

dx a ln x

=a

using

a a ln = t , we get = e t x x and t = to 0 when x = 0 to a

dx = -ae-t dt

dx a ln x
1

= t
0

2 a.e t dt

1 = a = a 2

(5) Show that

n m x (log x ) dx = 0
1

( 1)n n! . (m + 1)n +1
when 'n' is a positive integer and m > -1.

Hence show that Let

1

log x x

dx = 4

logx = - t dx = -e-t dt and t = to 0 when x = 0 to 1.

n n n

x m (log x ) dx = e mt ( t ) e t dt = ( 1)
0 0

t
0

e (m +1)t dt

using (m + 1) t = y ,
1

n m x (log x ) dx = ( 1)
n
0

yn

n 0 (m + 1)

e y

dy , Q m > -1 m +1

x m (log x )n dx =
0

( 1)n e y y n dy (m + 1)n +1 0
Q (n + 1) = n!

( 1)n = n!, (m + 1)n +1

choosing n = 1 and m =

1 , we get the required result. 2

Beta function Definition: Beta function, denoted by B(m,n) is defined by

B(m, n ) = x m 1 (1 x )n 1 dx , where m and n are positive real numbers.
0
m 1 x (1 x )
0 1

By a property of definite integral,

n 1

dx = (1 x )
0

m 1

x n 1 dx

Therefore we have B(m,n) = B(n,m)

Alternate Expressions for B(m,n)

B(m, n ) = x m 1 (1 x )
0

n 1

dx...........................( 1)

(i ) Let x =

1 1 t dx = dt , 1 - x = 2 1+ t 1+ t (1 + t )

and t = to 0 when x = 0 to 1. (1) reduces to 1 B(m, n) = 1+ t 0

m 1

1 1+ t

n 1

1 (1 + t )2

dt

B(m, n) is also =

(1 + t )
0

t m 1
m+n

dt

using B(m, n ) = B(n, m )

(ii ) Let

x = sin 2 dx = 2 sin cos d and = 0 to

2

when x = 0 to 1 2

Then (1) reduces to 2 sin 2n -1 cos 2m 1 d

0

B(m, n) = 2 sin 2m -1 cos 2 n 1 d

0

Relation between Gamma and Beta functions.

Prove that
Proof:

B(m, n ) =

(m )(n ) (m + n )
0

We know that (n ) = 2 e

x 2 2 n 1

dx

and (m ) = 2 e y x 2 m 1 dy
2

Then (m ) (n ) = 4 e (x
0 0

+ y2

) x 2 n 1 y 2 m 1 dxdy
2

= 4e
0

r 2 2(m + n )1

dr

=0

sin

2m 1

cos 2n 1d in polar coordinates

= (m+n) B(m,n) by definitions.

Note:
n -1

U sin g

1 + x dx = sin n ,

0 < n <1

We get (n) (1-n) = (1) B (1-n,n) using the above relation

But B(1 - n, n ) =

n 1

1 + x dx
0

using definition of Beta function.

Therefore (n) (1-n) = /sin n, 0 < n < 1

Problems
1

(1) Show that

2 1 dx = B , 5 5 2 0 1 x 5x
1

1 Letting x 5 = t, we get x = t 5 , dx = t 4 dt and t = 0 to 1 when x = 0 to 1 5 5

0 1 1 1 dx = 5t 5 (1 t ) 2 t 5 dt 5 1 x5

5x

= t
0

5 (1 t ) 1 2 dt

2 1 = B , by definition. 5 2
10

(2) Evaluate

30 0 (1 + x )

(1 x8 )dx

x18

30 0 (1 + x )

dx

= B (11,19) - B(19,11) = 0, using B(m,n) = B(n,m).

(3) Evaluate

tan d

tan d = sin
0

cos

=
n

1 3 1 B , , 2 4 4
n

by definition

(4) Show that

x t 1 1 x dx = n t B(t , n + 1), t > 0, n > 1 n 0

Put

x = y dx = ndy and y = 0 to 1 when x = 0 to n n

 x n 1 x t 1dx = (1 y ) n t 1 y t 1ndy n 0 0
n
1

= n t (1 y ) y t 1 dy = n t B(t , n + 1) by definition.
n
0

(5) Prove that

B(n, n ) =

1 2

2 n 1

1 B n, 2

We know that B(n, n) = 2 sin 2n -1 cos 2 n1 d

0

=2

sin 2n 1 2 2 2n 1

d, sin2 = 2sincos

sin 2n 1

2n 1 0 2

d, putting 2 =

=2

sin 2 n1 d , sin is even in (0, ) as sin ( - ) = sin 2 2 n1 0 1 2

2 n 1

Applying the definition of Beta function, we get B(n, n ) = (6) Prove the Duplication formula

1 B n, 2

1 (n ) n + = 2 n1 (2n ) 2 2
Using the previous result, 1 1 1 1 1 B n + , n + = B n + , (1) 2 n 2 2 2 2 2

1 1 1 1 B n + , n + n + n + (n + 1) 2 2 2 2 = Also ......................(2) 1 1 1 1 B n + , (2n + 1) n + 2 2 2 2 1 n + n (n ) 1 2 = 2n From (1) and (2) we get 2 2n (2n ) 1 (n ). n + = 2 n1 (2n ) 2 2

(7) Prove that

B(m, n ) =

1 m 1

+ x n 1

(1 + x )m + n
x n 1

dx

By one of the definitions of Beta function, we have

B(m, n ) =
0

(1 + x )m + n dx
x n 1 dx +

x n 1

m+n 0 (1 + x )

m+n 1 (1 + x )

dx

= I1 + I2 (say) Substituting x =
I2 =
0

1 in I 2 , we get y

1 1 y m 1 dy = (1 + y )m + n dy m+n 2 n 1 y y 1 y ( ) + 0 1

ym+ n

Hence B(m, n ) =

1 m 1

+ x n 1

(1 + x )m + n

dx

Conclusion: We evaluated double integrals using change of order of integration. We used change of variables for double and triple integrals to simplify the integrals in certain cases. We saw how Gamma and Beta functions were useful in evaluating complicated integrals.
Multiple Choice:
12

1. The value of (a) 1/2 (b) 7/3 (c) 7/6 (d) 7/2

xy
01

dydx is

1 x2

2. The value of (a) -1/12 (b) -1/4 (c) 0 (d) -1/15

xdx dy

is

0 x

1 z x+z

3. The value of (a) 1 (b) 0 (c) 2 (d) 8 4. The value of (-10) is (a) 10! (b) 9! (c) -9! (d) Not defined 5. The value of (-5/2) is (a) 2 (b) 4 3 8 15

1 0 x z

(x + y + z )dxdydz is

(c)

(d) Not defined

9

6.

26 0 (1 + x )
(10!18!)
28!

x 1 x 8 dx

simplifies to

(a) 0 (b) (c) (d)

(9!17!)
27!

(2, 9!17!)
27!

7.

cot d is equal to

(a)

(b) 2 (c)
2

(d) / 2

8. The value of B(1/2, 1/2) is (a) (b) (c) 2 (d) 1

Questions & Answers

1 1 x x y

(1) Evaluate

(1 + x + y + z )3 0 0 0

dxdydz

Ans: Let this integral be I, then

I= dz dy dx 3 x 0 y 0 z 0 (1 + x + y + z )
1 1 x
1 1 x 1 x y

= 3 2(1 + x + y + z ) z0 x 0 y 0 1 = 1 dx 2(1 + x + y + z )2 x 0 y 0
1 1 x

1 x y

dydx

1 5 = ln 2 2 8

(2) Change the order of integration and hence evaluate the integral
1 2 x

0 x

x dxdy y

Ans: The region of integration is the shaded portion shown in the figure below Y x=0 y=x

To get the limits for x first, we need to divide the shaded area into two parts AMB and AMO where the x values are 0 to 2-y and 0 to y respectively. The respective y values are 1 to 2 and 0 to 1.

The given integral is now

1

y 0 x 0

x dxdy + y

y 1 x 0

2 2 y

x dxdy y

y0

y dy + 2

2 y dy y + 2 2 y 1

= 2 ln 2 -1.

(3) Change to polar coordinates and hence evaluate

aa

0y

x x +y
2 2

dxdy

Ans: The region of integration is as shown below Y x=y y=a

X 0 y=0 x=a

We see that ranges from 0 to /4 in the shaded region. R ranges from 0 to x = a i.e., a sec . The given integral

4a sec 0

r
0

cos 2 drd

4 3

a a3 sec d = [ln (sec + tan )]0 4 3 3

a3 ln 2 + 1 3

(4) Find the area between the parabola y = 4x - x2 and the line y = x, using double integration. Ans: The required area is

dxdy
r

(2,4) (3,3)

y=x

=
3

x 0 y x

3 4x x 2

dxdy =

x 0

(3x x
3

)dx

3 x3 9 = x2 = 3 2 2 0

Practice Questions
1. Evaluate the following integrals

(i ) x (1 + x + y )dxdy
01

32

(ii ) r 2 sin drd

0 0

2a

(iii ) (x 2 + y 2 )dydx
1 x 0 x

(iv )
11

ab

1 dydx xy

(v ) e x + y + z dxdydz
000

111

(vi) xyz dz dy dx
11 x 0

3 1

xy

(vii )
0

2 2 2a cos a r 0 0

rdz dr d

2. Change the order of integration and hence evaluate

(i ) xydxdy
0 y

1 2- y

(ii ) dydx
0 x2 4a

4a 2 ax

(iii ) xydydx
0 x2 a

a 2a - x

(iv )

ax

cos y dydx a x a y ( )( ) 00

3. Change to respective coordinate systems and hence evaluate

(i )

2 2x - x 2

x x +y
2 2

dydx to polar system

(ii )

a a 2 -x 2

y 2 x 2 + y 2 dydx to polar system

(iii )

1 2x - x 2 2

+ y 2 dydx to polar system

(iv )
0

2 2 1 1- x 2 1 x y

dzdydx 1 x y z
2 2 2

to spherical polar

(v )
0

1 1- x 2 0

dzdydx x 2 + y2 + z2

to spherical polar

x2 y2

(vi)

x =0 y =0

xyzdxdydz to cylindrical polar

z= x 2 + y2

4. Find the area between y = 2 - x and circle x2 + y2 = 4 5. Find the area bounded between the parabola y2 = 4ax and x2 = 4ay 6. Show that the area of one loop of the lemniscates r2 = a2 cos2 is a2/2. 7. Find the area of one petal of the rose r = a sin3. 8. Find the area of the circle r = a sin outside the cardioide r = a (1 - cos) 9. Find the volume of the paraboloid of revolution x2 + y2 = 4z cut off by the plane z =4. 10. Find the volume of the region bounded by the paraboloid az = x2 + y2 and the cylinder x2+ y2 = R2 11. Find the volume of the portion of the sphere x2 + y2 + z2 = a2 lying inside the cylinder x2 + y2 = ax. 12. Find the volume cut off the sphere x2 + y2 + z2 = a2 by the cone x2 + y2 = z2

13. Evaluate
1

x
0

2 x4

dx

14. Find

log 1
2

( x)

dx

15. Evaluate

0
2

1 3x 4 3 16 8 x 3 dx

16. Find

tan d , 0 < p < 1

p 0

17. Show that 2a

2 n 1 at 2

dt = (n )

2 1 18. Show that e - x log a dx , a > 0 is 2 log a 0

19. If m and n are real constants > -1, prove that

1

(n + 1) 1 log dx = x x (m + 1)n +1 0
m

20. Show that

x
0

n 1

cos ax dx =

1 n (n ) cos n 2 a

Hint: Write cos ax = Real part of eiax

1

21. Show that

0 1 x

dx
n

1 1 1 B , n n 2

22. Show that

B(m, n ) = 2

1
m + n 1

(1 + x )

m 1

(1 x )n 1 dx

Hence deduce that

x8

1+ x dx = 1 x

23. Show that

xe

dx x 2 e x dx =
0 m 1

0 b

16 2

24. Show that

(x a )
a

(b x )n 1 dx = (b a )m + n 1B(m, n )