HMS211M Engineering Mathematics 3M

Mathematics, FEIS
HMS211M
Engineering Mathematics 3M
Study guide by David Lucy and Sergey A. Suslov
ii
c Swinburne University of Technology, January 23, 2013.
Distributed by
Swinburne University of Technology
Hawthorn VIC 3122
Australia
http://www.swin.edu.au
Copyrighted materials reproduced herein are used under the provisions of the
Copyright Act 1968 as amended, or as a result of application to the copyright
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No part of this publication may be reproduced, stored in a retrieval system or
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Produced using L
A
T
E
X in a style developed by A.J. Roberts. SUT style adaptation
by S.A. Suslov.
c SUT, January 23, 2013
Table of Contents
1 Fourier series 1
1.1 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2 Fourier series . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.3 Answers to the exercises . . . . . . . . . . . . . . . . . . . . . 50
2 Laplace transforms 61
2.1 Preliminary remarks . . . . . . . . . . . . . . . . . . . . . . . 62
2.2 Laplace transform . . . . . . . . . . . . . . . . . . . . . . . . 64
2.3 Solution of linear dierential equations using Laplace transforms 79
2.4 Laplace transform of step functions . . . . . . . . . . . . . . . 85
2.5 Answers to the exercises . . . . . . . . . . . . . . . . . . . . . 91
A Useful formulae 97
A.1 Integration and dierentiation formulae . . . . . . . . . . . . 97
A.2 Fourier series . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
A.3 Laplace transforms . . . . . . . . . . . . . . . . . . . . . . . . 102
iii
iv Table of Contents
Module
1
Fourier series
Module contents
1.1 Preliminaries . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.1.1 Trigonometric functions . . . . . . . . . . . . . . . . . . 2
1.1.2 Identities, integrals and orthogonality relations . . . . . 3
1.1.3 Integrals of trigonometric functions . . . . . . . . . . . . 4
1.1.4 Sequences and series . . . . . . . . . . . . . . . . . . . . 6
1.1.5 Sequences and series of functions . . . . . . . . . . . . . 9
1.1.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.2 Fourier series . . . . . . . . . . . . . . . . . . . . . . . . . 11
1.2.1 Periodic functions . . . . . . . . . . . . . . . . . . . . . 11
1.2.2 Fourier series for functions of period 2 . . . . . . . . . 14
1.2.3 Functions of period T . . . . . . . . . . . . . . . . . . . 21
1.2.4 Odd and even functions . . . . . . . . . . . . . . . . . . 24
1.2.5 Full-range and half-range expansions . . . . . . . . . . . 29
1.2.6 Dirichlets conditions . . . . . . . . . . . . . . . . . . . . 35
1.2.7 Bonus results . . . . . . . . . . . . . . . . . . . . . . . . 36
1.2.8 Operations on Fourier series . . . . . . . . . . . . . . . . 37
1.2.9 Complex form of Fourier series . . . . . . . . . . . . . . 40
1.2.10 Parsevals theorem . . . . . . . . . . . . . . . . . . . . . 43
1.2.11 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 46
1.3 Answers to the exercises . . . . . . . . . . . . . . . . . . 50
1
2 Module 1. Fourier series
Fourier series provide a method of representing periodic functions in terms
of trigonometric functions. They are essential in analyzing all sorts of vibra-
tions and wave motion ranging from sound waves to ocean waves to vibra-
tions of the wing of an aircraft. They are also at the heart of modern sound
and video storage, from Dolby noise reduction through Mp3 compression.
1.1 Preliminaries
Section contents
1.1.1 Trigonometric functions . . . . . . . . . . . . . . . . . . 2
1.1.2 Identities, integrals and orthogonality relations . . . . . 3
1.1.3 Integrals of trigonometric functions . . . . . . . . . . . . 4
1.1.4 Sequences and series . . . . . . . . . . . . . . . . . . . . 6
1.1.5 Sequences and series of functions . . . . . . . . . . . . . 9
1.1.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 10
1.1.1 Trigonometric functions
We recall some of the basic properties of the trigonometric functions. The
function sin t has period 2, and range 1 sin t 1. The graph of the
function is shown in Figure 1.1.
Figure 1.1: Graph of sin t, p .
1.1. Preliminaries 3
1.1.2 Identities, integrals and orthogonality relations
Pythagoras theorem, as illustrated in Figure 1.2, can be expressed trigono-
metrically as
cos
2
+ sin
2
1,
1 + tan
2

1
cos
2
= sec
2
(dividing through by cos
2
),
1 + cot
2

1
sin
2
= csc
2
(dividing through by sin
2
).
1
1
1
1
cos
sin
1
x
y
0
Figure 1.2: Geometric interpretation of sin and cos using the unit circle.
The symbol indicates that the relation holds for all values of .
Addition formulae:
sin( +) sin cos + sin cos ,
cos( +) cos cos sin sin .
Putting = gives the double angle formulae:
sin 2 2 sin cos ,
cos 2 cos
2
sin
2
2 cos
2
1 1 2 sin
2
.
The addition formulae can be rearranged into
Multiplication formulae:
sin sin
1
2
(cos( ) cos( +)) , (1.1)
cos cos
1
2
(cos( ) + cos( +)) , (1.2)
sin cos
1
2
(sin( ) + sin( +)) . (1.3)
In particular, setting = we obtain useful rearrangements
sin
2

1
2
(1 cos(2)) ,
cos
2

1
2
(1 + cos(2)) ,
sin cos
1
2
sin(2) .
The following useful identity can also be established
a cos +b sin Rcos( ) , where R =
_
a
2
+b
2
and tan =
b
a
.
Thus, for example, 2 cos +3 sin =
13 cos( ), where = arctan

_
3
2
_
.
1.1.3 Integrals of trigonometric functions
_
/2
0
sin t dt = cos t|
/2
0
= (0 1) = 1 .
If we integrate the functions cos t or sin t over a period we get 0.
_

0
cos t dt =
_
d+2
d
cos t dt =
_
d+2
d
cos(nt) dt = 0 ,
_
2
0
sin t dt =
_
d+2
d
sin t dt =
_
d+2
d
sin(nt) dt = 0 .
These results hold for all integers n. For the products of trigonometric
functions we have what are called the orthogonality relations: if m = n
_
2
0
sin(mt) sin(nt) dt = 0 ,
_
2
0
cos(mt) cos(nt) dt = 0 ,
_
2
0
sin(mt) cos(nt) dt = 0 .
To prove these you can use appropriate multiplication formulae. For exam-
ple,
_
2
0
sin(mt) sin(nt) dt =
1
2
_
2
0
(cos(mt nt) cos(mt +nt)) dt
=
1
2
_
sin(mt nt)
mn

sin(mt +nt)
m+n
_
2
0
= 0 .
If m = n then
_
2
0
sin(mt) cos(mt) dt =
1
m
_
2
0
sin(mt) d sin(mt)
=
1
2m
sin
2
(mt)|
2
0
= 0 .
We also have
_
2
0
cos
2
(mt) dt =
1
2
_
2
0
(1 + cos(2mt)) dt
=
1
2
_
t +
1
2m
sin(2mt)
_
2
0
=
and
_
2
0
sin
2
(mt) dt =
1
2
_
2
0
(1 cos(2mt)) dt
=
1
2
_
t
1
2m
sin(2mt)
_
2
0
= .
To illustrate this consider the following gure showing the graphs of cos
2
t
and sin
2
t. If we integrate the identity cos
2
t + sin
2
t = 1 from 0 to 2 we
p 2 p
0.2
0.4
0.6
0.8
1
Figure 1.3: Graphs of sin
2
t and cos
2
t, p .
obtain
_
2
0
cos
2
t dt +
_
2
0
sin
2
t dt =
_
2
0
1 dt = 2 .
It is clear from the gure that the areas under the graphs of cos
2
t and sin
2
t
between 0 and 2 are the same because one curve is obtained from another
by a shift along the t axis. Therefore
_
2
0
cos
2
t dt =
_
2
0
sin
2
t dt = .
This simple result should be learned. We can also see from similar arguments
that
_

0
cos
2
t dt =
_

0
sin
2
t dt =

2
and that for any integer number n = 0
_
2
0
cos
2
(nt) dt =
_
2
0
sin
2
(nt) dt = .
1.1.4 Sequences and series
Denition 1.1 A sequence is a function dened on the set of natural num-
bers.
We use symbols such as a
n
, {a
n
: n = 1, 2, 3 }, {a
n
}, {
n
}, {x
n
}
n=1
, etc. to
denote sequences.
Example 1.1: Sequences of numbers.
(a) 1, 4, 9, 16, 25, . . . which can be written as a
n
= n
2
, n = 1, 2, 3, . . ..
(b) 1,
1
2
,
1
3
,
1
4
,
1
5
, . . . which can be written as a
n
=
1
n
, n = 1, 2, 3, . . ..
(c) 1,
1
2
,
1
4
,
1
8
,
1
16
n
=
1
2
n1
, n = 1, 2, 3, . . ..
(d) 1,
3
4
,
1
2
,
5
16
,
3
16
n
=
n+1
2
n
, n = 1, 2, 3, . . ..
(e) Let a
1
= 1 and let a
n+1
=
1
2
_
a
n
+
2
a
n
_
then the rst few terms
of the sequence are 1,
3
2
,
17
12
,
577
408
, . The limit of this sequence is
2. In symbols
lim
n
a
n
= a =
2 .
To see that note that for large values of n we can write
a =
1
2
_
a +
2
a
_
which leads to a quadratic equation a
2
= 2 and a =
2. How-
ever since for n = 1 we start the sequence with a positive number
a
1
= 1 the sequence converges to +
2.
Denition 1.2 We say a number L is the limit of a sequence if the sequence
terms eventually become as close as we choose to L. That is: however small
a number > 0 we choose we can always nd a suciently large value N
such that for all n > N the dierence between a
n
and L is less than ,
i.e. |a
n
L| < . In this case we write lim
n
a
n
= L.
As an example consider the sequence
1
2
,
3
4
,
7
8
,
15
16
, . . . that is the sequence with
terms given by
2
n
1
2
n
. The limit of this sequence is 1. To see this, suppose we
choose a small number e.g. = 0.000001 = 10
6
. If we now choose N such
that 2
N
> 10
6
, then for n > N we have |a
n
1| < 0.000001. The values of
this sequence are graphed in Figure 1.4.
Figure 1.4: The sequence
2
n
1
2
n
approaches 1.
Sigma notation. If we have a sequence of numbers such as a
1
, a
2
, a
3
, . . .,
a
m
then it is convenient to express the sum a
1
+a
2
+a
3
+. . . +a
n
in sigma
notation or simply notation.
n
i=1
a
i
= a
1
+a
2
+a
3
+. . . +a
n
.
More generally, if f(i) is a function dened for any integer
n
i=m
f(i) = f(m) +f(m+ 1) +f(m+ 2) +. . . +f(n) .
Example 1.2:
(a)
5
i=1
i
2
= 1 + 4 + 9 + 16 + 25 = 55
(b)
6
i=2
1
i
=
1
2
+
1
3
+
1
4
+
1
5
+
1
6
=
29
20
(c)
10
i=1
1
i
2
= 1 +
1
4
+
1
9
+
1
16
+
1
25
+. . . +
1
100
=
1968329
1270080
(d)
5
i=1
(1)
i+1
i
= 1
1
2
+
1
3

1
4
+
1
5
=
47
60
Series. Given a sequence a
n
we can form the partial sums
A
1
= a
1
,
A
2
= a
1
+a
2
,
A
3
= a
1
+a
2
+a
3
,
A
n
= a
1
+a
2
+a
3
+ +a
n
=
n
i=1
a
i
.
Suppose the sequence, A
n
, of partial sums has a limit L, then we write
L =
n=1
a
n
and say that L is the value of the innite series a
1
+a
2
+a
3
+. . ..
The series then is called a convergent series.
Sequence a
n
=
1
2
n1
, n = 1, 2, 3 . . . gives rise to the partial sums
A
n
= 1 +
1
2
+
1
4
+
1
8
+
1
16
. . . +
1
2
n1
.
Can you show that
1 +
1
2
+
1
4
+
1
8
+
1
16
. . . =
i=1
1
2
n1
= 2 ?
Innite decimal expansions of numbers can be understood as innite series.
For example, when we write = 3.1415926 . . . we are saying
= 3 +
1
10
+
4
100
+
1
1000
+
5
10000
+
9
100000
+
2
1000000
+
6
10000000
+ .
All real numbers are innite decimals and so can be regarded as limits of
series.
1.1.5 Sequences and series of functions
Just as real numbers are represented as series of numbers it is possible to
represent functions as series of simpler functions. We now give examples of
sequences and series of functions.
Example 1.3:
(a) 1, x, x
2
, x
3
, . . . which can be written as s
n
(x) = x
n
, n = 0, 1, 2,
3, . . ..
(b) 1, 1 +x, 1 +x +x
2
, 1 +x +x
2
+x
3
, . . . which can be written as
s
n
(x) =
n
i=0
x
i
, n = 0, 1, 2, 3, . . . .
(c) x, x
x
3
3!
, x
x
3
3!
+
x
5
5!
, . . . which can be written as
s
n
(x) =
n
i=0
(1)
i
x
2i+1
(2i + 1)!
, n = 0, 1, 2, 3, . . . .
Now it can be shown that these sequences of functions converge to functions
for certain values of x. A simple example is the series
1 +x +x
2
+x
3
+. . . +x
n1
+. . . .
This is a geometric series. If the sum of the rst n terms is S
n
then we have
S
n
= 1 +x +x
2
+x
3
+x
n1
and multiplying this by x we have
xS
n
= x +x
2
+x
3
+x
4
+. . . +x
n
.
Now subtracting both sides above from S
n
we have S
n
xS
n
= 1 x
n
, that
is S
n
(1 x) = 1 x
n
and so S
n
=
1 x
n
1 x
. Note that if |x| < 1 then as n
increases x
n
decreases to 0. Consequently,
lim
n
(1 +x +x
2
+x
3
+. . . +x
n1
) =
n=0
x
n
=
1
1 x
.
Students should be familiar with the Taylor series expansion of a function
about a point x = a:
f(x) = f(a) + (x a)f
(a) +
(x a)
2
2
f
(a) +
(x a)
3
3!
f
(a) + .
Special cases are the series for e
x
and log(1 + x) about x = 0. We indicate
the range in which the series converge.
e
x
= 1 +x +
x
2
2!
+
x
3
3!
+ for all x and
log(1 +x) = x
x
2
2
+
x
3
6
+ for |x| < 1 .
1.1.6 Exercises
Ex. 1.1: Write down the rst four terms of the sums:
(i)
i=0
x
i
(ii)
i=0
2
i
x
i
(iii)
i=0
2
i
x
i
(iv)
i=0
t
i
i!
(v)
n=1
cos(nt)
n
(vi)
n=1
(1)
n
n
2
cos(nt)
(vii)
n=1
(1)
n
2n + 1
sin((2n + 1)t) (viii)
n=1
(1)
n
n
2
+ 1
sin(2nt)
(ix)
n=1
1
n
2
+ 1
cos
nt
2
Ex. 1.2: Express the following sums using notation:
(i) 1 + 4 + 9 + 16 + 25 + 36
(ii) 1
1
4
+
1
9

1
16
+
1
25

1
36
+
1
49
(iii) 1 +
1
3
+
1
5
+
1
7
+
1
9
+
1
11
+
1
13
(iv) 1
2
3!
+
4
5!

8
7!
+
16
9!

32
11!
(v) 1 +x +x
2
+x
3
+x
4
+x
5
+x
6
+x
7
(vi) 1 + 2x + 3x
2
+ 4x
3
+ 5x
4
+
(vii) 1
t
3
+
t
2
5

t
3
7
+
t
4
9

t
5
11
+
(viii) 1 +
x
2
3!
+
x
4
5!
+
x
6
7!
+
x
8
9!
+
x
10
11!
+
(ix) 3 x +
x
2
3

x
3
9
+
x
4
27

(x) 1 +nt +
n(n 1)
2!
t
2
+
n(n 1)(n 2)
3!
t
3
+
1.2. Fourier series 11
1.2 Fourier series
1.2.1 Periodic functions
Denition 1.3 A function f(t) is said to be periodic function, with period
T if f(t +T) = f(t) for all t.
An example is shown in Figure 1.5.
-5 5 10 15
-1
-0.5
0.5
1
1.5
2
2.5
Figure 1.5: Example of a periodic function.
Example 1.4:
sin(t + 2) = sin t so sin t has period 2;
cos(t + 2) = cos t so cos t has period 2;
tan(t +) = tan t so tan t has period .
If f(t) is periodic then the function f(t +c) has the same period: the graph
is just shifted to the left or right along the t axis. Note also that the function
f(t) = sin(kt) can be rewritten as f(t) = sin(kt +2) = sin(k(t +
2
k
)). That
is f(t) = f(t +
2
k
) and so f(t) = sin(kt) has period
2
k
. Thus sin(2t) has
period , cos
t
2
has period 4, and sin(t) has period 2.
If a function has period T, then f(t) = f(t + T) = f(t + 2T) = f(t T) =
f(t nT) for all n.
Integration. If a function has period T then the area under one period is
the same, regardless of where we start. Thus for any c
_
T
0
f(t) dt =
_
c+T
c
f(t) dt .
In particular, it is often useful to integrate over a symmetric interval about
0.
_
T
0
f(t) dt =
_ T
2
T
2
f(t) dt .
The trigonometric functions are periodic. It is also possible to dene func-
tions by requiring them to be periodic, i.e. we dene a function over a basic
interval or period and extend it by periodicity.
Example 1.5: Suppose we dene a function f(t) by
f(t) =
_
t , 0 t < 2 ,
f(t + 2) for all t.
Then we have for any t in the interval 0 t < 2, f(t) = t, and for
t outside the interval, e.g. t = 3.2 we have f(3.2) = f(1.2 + 2) =
f(1.2) = 1.2. This can be done for any value:
f(8.3) = f(0.3 + 4 2) = f(0.3) = 0.3 ,
f(3.6) = f(3.6 + 2 2) = f(0.4) = 0.4 .
A graph of this function is shown in Figure 1.6.
-2 2 4 6
0.5
1
1.5
2
Figure 1.6: The function f(t) = t, 0 t < 2, f(t + 2) = f(t).
Example 1.6: Dene f(t) =
_
_
1, t < 0 ,
1, 0 t < ,
f(t + 2) for all t.
Then f(t) is a periodic function with period 2. The graph of the
function then is a square wave shown in Figure 1.7.
-5 -2.5 2.5 5 7.5 10 12.5
-1
-0.5
0.5
1
Figure 1.7: Plot of a rectangular wave.
Example 1.7: Dene a function by f(t) =
_
t
2
2t , 0 t < 3 ,
f(t + 3) for all t.
Then f(t) is a periodic function with period 3. The graph of this
function is shown in Figure 1.8.
-2 2 4 6
-1
1
2
3
Figure 1.8: Function f(t) = t
2
2t, 0 t < 3, f(t + 3) = f(t).
1.2.2 Fourier series for functions of period 2
If we add two or more functions with the same period we obtain a function
with the same period as the original functions. Thus the function
f(t) = sin t + 3 cos t
has period 2. However, adding functions with dierent periods gives rise
to a function with period given by the lowest common multiple of all the
periods (if that exists). For example,
f(t) = sin t +
1
3
sin(2t) +
2
5
sin(4t)
3
7
cos(3t)
is periodic with period 2.
In this chapter we will focus especially on functions of the form
f(t) = A+a
1
cos t +b
1
sin t +a
2
cos(2t) +b
2
sin(2t) +. . . , (1.4)
where A, a
i
and b
i
, i = 1, 2, . . . are constants. From the discussion above
we can say that such functions all have period 2. We consider the follow-
ing question: given a function f(t) of period 2 can we express f(t) as a
trigonometric series
f(t) = A+a
1
cos t +a
2
cos(2t) + +b
1
sin t +b
2
sin(2t) + ? (1.5)
That is, given a function f(t) of period 2, can we determine A, a
1
, a
2
, . . .,
b
1
, b
2
, . . . in such a way that the sum of trigonometric functions matches
our f(t)? We suppose that this is possible and proceed to determine these
quantities. We rst integrate from 0 to 2 and obtain
_
2
0
f(t) dt =
_
2
0
Adt +
_
2
0
a
1
cos t dt +
_
2
0
a
2
cos(2t) dt +
+
_
2
0
b
1
sin t dt +
_
2
0
b
2
sin(2t) dt + .
Since each of the terms
_
2
0
a
n
cos(nt) dt = 0, and
_
2
0
b
n
sin(nt) dt = 0, we
have
_
2
0
f(t) dt =
_
2
0
Adt = 2A.
Thus A =
1
2
_
2
0
f(t) dt
The constant term in the trigonometric series
is the average value of f(t) over one period.
To determine a
1
we multiply both sides of equation (1.5) by cos t and inte-
grate from 0 to 2 obtaining
_
2
0
f(t) cos t dt =
_
2
0
Acos t dt
+
_
2
0
a
1
cos
2
t dt +
_
2
0
a
2
cos(2t) cos t dt +
+
_
2
0
b
1
sin t cos t dt +
_
2
0
b
2
sin(2t) cos t dt + .
Now observe that, by the identities in Section 1.1.1 every term on the right-
hand side is 0 except for the term
_ 2
0
a
1
cos
2
t dt. Since
_ 2
0
cos
2
t dt = we
have
_
2
0
f(t) cos t dt = a
1
so that
a
1
=
1
_
2
0
f(t) cos t dt .
It should be clear that each of the terms a
n
can be found in a similar way
using cos(nt), and we have for n = 1, 2, 3, . . .
a
n
=
1
_
2
0
f(t) cos(nt) dt .
Moreover, we can calculate b
1
, b
2
, b
3
, . . . analogously. The only dierence is
that to calculate b
1
we multiply by sin t and integrate from 0 to 2. This
will give:
b
1
=
1
_
2
0
f(t) sin t dt
and we have for n = 1, 2, 3, . . .
b
n
=
1
_
2
0
f(t) sin(nt) dt .
If we extend the denition of a
n
to n = 0 we have, since cos(0t) = 1,
a
0
=
1
_
2
0
f(t) dt so A =
a
0
2
.
The series can be written as
f(t)
a
0
2
+a
1
cos t +a
2
cos(2t) + +b
1
sin t +b
2
sin(2t) + ,
where a
n
, n = 0, 1, 2, 3 . . . and b
n
, n = 1, 2, 3 . . . are given by the expressions
above. We also write this as
f(t)
a
0
2
+
n=1
(a
n
cos(nt) +b
n
sin(nt)) .
This is called the Fourier series expansion for the function f(t). The coef-
cients are called the Fourier coecients of f(t).
Note: we use the symbol rather than = to indicate that the right-
hand side is the Fourier series expansion of the function f(t) because
(1) we have not shown that the series converges, and
(2) two functions which dier at only a nite number of points will have
the same Fourier series.
Example 1.8: Find the Fourier series expansion of the function dened by
f(t) =
_
_
1, t < 0 ,
3, 0 t < ,
f(t + 2) for all t.
Solution: The graph of the function is shown in Figure 1.9. Consider
Figure 1.9: f(t) in Example 1.8 (p ).
a
n
=
1
f(t) cos(nt) dt .
Because the denition of the function changes over the interval the
integral must evaluated over two subintervals as
a
n
=
1
__
0
1 cos(nt) dt +
_

0
3 cos(nt) dt
_
.
For the particular case of n = 0
a
0
=
1
__
0
1 dt +
1
_

0
3 dt
_
=
1
_
[t]
0
+ [3t]
0
_
=
1
[[0 (())] + [3 0]] = 2 .

For n = 0 we have
a
n
=
1
_
_
sin(nt)
n
_
0
+
_
3 sin(nt)
n
_
0
_
= 0 .
Thus a
0
= 2, a
1
= 0, a
2
= 0, . . ..
Next we determine the coecients of the sine terms. We have
b
n
=
1
__
0
1 sin(nt) dt +
_

0
3 sin(nt) dt
_
=
1
_
_
cos(nt)
n
_
0
+
_
3 cos(nt)
n
_
0
_
=
1
__
cos 0
n

cos(n)
n
_
+
_
3 cos(n)
n

3 cos 0
n
__
=
1
__
1
n

(1)
n
)
n
_
+
_
3
n
+
3(1)
n
n
__
=
1
_
4
n

4(1)
n
n
_
,
b
n
=
4
n
[1 (1)
n
] .
There are two cases to consider. If n is an even integer then (1)
n
= 1
and
b
n
=
4
n
[1 1] = 0 , thus b
2
= b
4
= b
6
= = 0 .
If n is an odd integer then (1)
n
= 1 and
b
n
=
4
n
[1 (1)] =
8
n
, n = 1, 3, 5, .
Thus b
1
=
8
, b
3
=
8
3
, b
5
=
8
5
, . . .. We can now write out the rst
few terms of the Fourier series
f(t)
a
0
2
+a
1
cos t +a
2
cos(2t) + +b
1
sin t +b
2
sin(2t) + ,
f(t) 1 +
8
sin t +
8
3
sin(3t) +
8
5
sin(5t) .
We can write the sum using notation
f(t) 1 +
8
m=0
sin((2m+ 1)t)
2m+ 1
,
where we used 2m+1 as a device to single out only odd integer values.
Figure 1.10 shows the graph of the function and the graph of the rst
four terms of the Fourier series of the function
1
, that is the function
g(t) = 1 +
8
_
sin t +
sin(3t)
3
+
sin(5t)
5
+
sin(7t)
7
_
.
The Fourier series approximation of the same rectangular wave using
-4 -2 2 4 6 8
-1
1
2
3
Figure 1.10: f(t) and its 4-term Fourier series approximation in Exam-
ple 1.8.
500 terms is shown in Figure 1.11. It matches the original function f(t)
very closely wherever the function is continuous. However you can see
nite overshoots at the locations of function discontinuities. As you
add more terms to the sum these overshoots become narrower, yet
their amplitudes do not reduce. It can be shown that the amplitude of
an overshoot is proportional to the amplitude of the jump experienced
by the function at the point of discontinuity. The existence of such
1
You may wish to run fourser.m Matlab le available from the subject website to
see how the approximation is gradually improved by adding more terms in the series. Pay
attention to what happens in the corners of a square wave.
6 4 2 0 2 4 6
1
0
1
2
3
t
Figure 1.11: f(t) and its 500-term Fourier series approximation in Exam-
ple 1.8.
overshoots in the Fourier representation of discontinuous functions is
known as Gibbs phenomenon. While the rigourous discussion of Gibbs
phenomenon requires sophisticated mathematics that is beyond the
scope of this subject, the intuitive reasons for its existence are quite
clear: it appears because one tries to t well-behaved continuous
sine and cosine functions into a discontinuous frame. Imagine try-
ing to ll a square bucket with round balls: no matter how small the
balls you take are there always be gaps between them and the bucket
wall. A physical analogy of Gibbs phenomenon is a power surge some-
times even causing sparks in a circuit breaker when a device with a
large internal inductance (e.g. electric motor) is suddenly switched o.
Another physical example is bulging of a exible strip of elastic ma-
terial when one tries to bend it over a sharp edge without breaking.
Note: We used the important result that cos(n) = (1)

n
for all integer
n which will be needed often. This result should be remembered. Note also
that sin(n) = 0 for integer n.
Example 1.9: Find the Fourier series expansion of the function dened by
f(t) =
_
t, 0 t < 2 ,
f(t + 2) for all t.
Figure 1.12: f(t) in Example 1.9.
Solution: The graph of the function is shown in Figure 1.12. We
calculate
a
n
=
1
_
2
0
f(t) cos(nt) dt =
1
_
2
0
t cos(nt) dt .
For the particular case n = 0
a
0
=
1
_
2
0
t dt =
1
_
t
2
2
_
2
0
=
1
_
(2)
2
2

0
2
_
= 2 .
For n = 0 we use integration by parts taking u = t so that du = dt
and dv = cos(nt) dt so that v =
sin(nt)
n
, to obtain
a
n
=
1
_
2
0
t cos(nt) dt =
1
_
_
t
sin(nt)
n
_
2
0
_
2
0
sin(nt)
n
dt
_
=
1
_
0
_
cos(nt)
n
2
_
2
0
_
=
1
__
cos(2n)
n
2

cos(0n)
n
2
__
= 0
since cos(2n) = 1 and cos 0 = 1. We now calculate
b
n
=
1
_
2
0
f(t) sin(nt) dt =
1
_
2
0
t sin(nt) dt
=
1
_
_
t
cos(nt)
n
_
2
0
_
2
0
cos(nt)
n
dt
_
=
1
_
_
2
cos(2n)
n
0
(cos(0n))
n
_
+
_
sin(nt)
n
2
_
2
0
_
=
2
n
.
Thus b
1
= 2 , b
2
= 1 , b
3
=
2
3
, b
4
=
2
4
, b
5
=
2
5
, . . . and the
Fourier series for the function can be written as
f(t) 2
_
sin t +
1
2
sin(2t) +
1
3
sin(3t) +
1
4
sin(4t) +
_
.
1.2.3 Functions of period T

We have found Fourier series for functions of period 2. We now generalize
this to functions of arbitrary period T. It is possible to obtain a Fourier
expansion from the earlier result by making a transformation of variables.
The basic idea is to suppose that f(t) is a function of period T. We make
a change of variable by letting t
= t, where =
2
T
is often called the
angular frequency or angular speed. Note that when t = T, t
= 2, and
also t = t
/, so if we dene a function g(t
) = f(t) = f
_
t
_
then g(t
) is
a function with period 2. We therefore have a Fourier series expansion of
g(t
):
g(t
)
a
0
2
+
n=1
(a
n
cos(nt
) +b
n
sin(nt
)) ,
where the coecients are given by
a
n
=
1
_
c+2
c
g(t
) cos(nt
) dt
, b
n
=
1
_
c+2
c
g(t
) sin(nt
) dt
.
Now if we make the change of variable and express everything in terms of t
we obtain
f(t) = g(t)
a
0
2
+
n=1
(a
n
cos(nt) +b
n
sin(nt)) .
To obtain expressions for the coecients in terms of t we note that 2 = T
and that since t
= t we have dt
= dt, the limits of integration are from

c to c +T, where c =
d
so that the coecients are given by

a
n
=

_
c+T
c
f(t) cos(nt) dt , b
n
=

_
c+T
c
f(t) sin(nt) dt , n = 0, 1, 2, . . .
These expressions for Fourier series coecients simplify to
a
n
=
2
T
_
c+T
c
f(t) cos(nt) dt , b
n
=
2
T
_
c+T
c
f(t) sin(nt) dt , n = 0, 1, 2, . . .
The Fourier series expansion then is
f(t)
a
0
2
+
n=1
(a
n
cos(nt) +b
n
sin(nt)) .
Example 1.10: Find the Fourier series expansion of the function dened
by
f(t) =
_
2 t, 0 t < 2,
f(t + 2) for all t.
Solution: The function has period T = 2, so =
2
2
= . The ex-
pansion of the function is in terms of functions of the form cos(nt) =
cos(nt) and sin(nt) = sin(nt). The coecients are given by
a
n
=
2
T
_
c+T
c
f(t) cos(nt) dt =
_
2
0
f(t) cos(nt) dt =
_
2
0
(2t) cos(nt) dt
and
b
n
=
2
T
_
c+T
c
f(t) sin(nt) dt =
_
2
0
f(t) sin(nt) dt =
_
2
0
(2t) sin(nt) dt .
We rst evaluate a
0
:
a
0
=
_
2
0
(2 t) cos(0t) dt =
_
2
0
(2 t) dt =
_
2t
t
2
2
_
2
0
= 2 .
Further:
a
n
=
_
2
0
(2 t) cos(nt) dt =
_
2
0
2 cos(nt) dt
_
2
0
t cos(nt) dt .
For the rst term we have
_
2
0
2 cos(nt) dt =
_
2
n
sin(nt)
_
2
0
= 0 .
This should, in fact, be obvious, since we are integrating a trigono-
metric function over a period. For the second term we have
_
2
0
t cos(nt) dt =
_
t sin(nt)
n
_
2
0
_
2
0
sin(nt)
n
dt
= 0 +
_
cos(nt)
(n)
2
_
2
0
=
cos(2n)
(n)
2

cos 0
(n)
2
= 0 .
Thus a
n
= 0, n = 1, 2, 3, . . ., and for b
n
we have
b
n
=
_
2
0
(2 t) sin(nt) dt =
_
2
0
2 sin(nt) dt
_
2
0
t sin(nt) dt .
The rst term on the right is 0 and for the second term we have
_
2
0
t sin(nt) dt =
_
t cos(nt
n
_
2
0
_
2
0
cos(nt)
n
dt
=
_
2 cos(2n)
n

0 cos(0n)
n
_
+
_
sin(nt)
(n)
2
_
2
0
=
2
n
.
Thus b
n
=
2
n
and the Fourier series for the function can be written
as
f(t) 1 +
2
sin(t) +
2
2
sin(2t) +
2
3
sin(3t) + or
f(t) 1 +
n=1
2
n
sin(nt) .
Summary. If a function f(t) has period T then it has a Fourier series

f(t)
a
0
2
+a
1
cos(t) +a
2
cos(2t) +a
3
cos(3t) +
+b
1
sin(t) +b
2
sin(2t) +b
3
sin(3t) + ,
where Fourier coecients =
2
T
and a
n
, n = 0, 1, 2, 3 . . . and b
n
, n =
1, 2, 3 . . . are given by
a
n
=
2
T
_
c+T
c
f(t) cos(nt) dt , b
n
=
2
T
_
c+T
c
f(t) sin(nt) dt .
We also write the Fourier series expansion as
f(t)
a
0
2
+
n=1
(a
n
cos(nt) +b
n
sin(nt)) .
1.2.4 Odd and even functions
Even functions
Denition 1.4 A function f(t) is said to be even function if f(t) = f(t)
for all t.
Example 1.11: The following functions are even. It is assumed they are
dened for all t for which the rule makes sense.
(i) f(t) = t
2
(ii) g(t) = t
4
(iii) f(t) = t
2n
, n integer
(iv) h(t) = cos t (v) f(t) =
1 +t
2
(vi) g(t) =
1
4 t
2
(vii) h(t) = sin
2
t (viii) F(t) = cos(3t) (ix) F(t) = 5 +t
2
cos(7t)
The graph of an even function f(t) is symmetrical about the line t = 0. An
example is shown in Figure 1.13. To demonstrate that a function is even
we nd the expression for f(t) and show that it is the same as f(t). For
example, for the function f(t) =
1 +t
2
we have f(t) =
_
1 + (t)
2
=
1 +t
2
= f(t) so f(t) is even.
Odd functions
Denition 1.5 A function f(t) is said to be odd function if f(t) = f(t)
for all t.
Example 1.12: The following functions are odd. It is assumed they are
dened for all t.
(i) f(t) = t (ii) g(t) = t
3
(iii) f(t) = t
2n+1
, n integer
(iv) h(t) = sin t (v) f(t) = t
1 + 4t
2
(vi) g(t) =
t
4 t
2
(vii) h(t) = tan t (viii) F(t) = sin(3t) (ix) F(t) = t + sin(8t)
The graph of an odd function f(t) is symmetrical under rotation by 180
about the origin. An example is shown in Figure 1.14. To demonstrate that

a function is odd we nd the expression for f(t) and show that it is the
same as the expression for f(t). For example for the function f(t) =
t
3
4t
2
we have f(t) =
(t)
3
4(t)
2
=
t
3
4t
2
=
t
3
4t
2
= f(t) so f(t) is odd.
Note the following properties:
-3 -2 -1 1 2 3
0.2
0.4
0.6
0.8
1
1.2
1.4
Figure 1.13: Even function.
1. The product of two even functions is an even function: i.e. if f(t) and
g(t) are even so is f(t)g(t).
2. The product of two odd functions is an even function: i.e. if f(t) and
g(t) are odd then f(t)g(t) is even.
3. The product of an odd function and an even function is an odd func-
tion: i.e. if f(t) is even and g(t) is odd then is f(t)g(t) is odd.
4. The reciprocal of an odd function is odd and the reciprocal of an even
function is an even function: i.e. if f(t) is odd then
1
f(t)
is odd and
likewise if f(t) is even.
5. The derivative of an odd function is even and the derivative of an even
function is an odd function.
6. The integral of an odd function is even and the integral of an even
function is an odd function.
Of course most functions are neither odd nor even. For example the function
f(t) = 4 + 3t + t
2
is neither odd nor even. Note also that in the examples
we specied that the rule for the functions f(t) held for all values of t.
Example 1.13: The function dened by
f(t) =
_
t, 0 t < 2,
f(t + 2) for all t
is not an odd function.
-4 -2 2 4
-0.4
-0.2
0.2
0.4
Figure 1.14: Odd function.
Because of the symmetry properties of the graphs of odd and even func-
tions it is possible to make useful observations regarding denite integrals
involving them.
Suppose that f(t) is an odd function with a graph as shown in Figure 1.14.
It is clear from the graph that for any a
_
a
a
f(t) dt =
_
0
a
f(t) dt +
_
a
0
f(t) dt = 0 .
This is a very useful observation since it allows us to evaluate certain denite
integrals without nding an anti-derivative.
Example 1.14:
(a)
_
1
1
t
_
1 t
2
dt = 0 since the integrand t
1 t
2
is odd (it is the
product of odd and even functions).
(b)
_
2
2
sin
5
t dt = 0 since sin t and thus sin
5
t are odd functions.
(c)
_
2
2
sinh t
1 +t
2
dt = 0 since sinh t is odd, 1 +t
2
is even and thus their
ratio is an odd function.
Suppose that f(t) is an even function with a graph given in Figure 1.15. It
is clear from the graph that for any a
_
a
a
f(t) dt = 2
_
a
0
f(t) dt .
We now apply these observations to the evaluation of certain Fourier series
-2 -1 1 2
0.5
1
1.5
2
2.5
Figure 1.15:
_ a
a
f(x)dx = 2
_ a
0
f(x)dx for even functions.
coecients.
Suppose f(t) is a periodic odd function with period T. The expression for
the cosine coecients is given by
a
n
=
2
T
_ T
2
T
2
f(t) cos(nt) dt .
Because f(t) is an odd function the integrand is odd, and therefore we
conclude
For an odd function the Fourier cosine coecients a
n
= 0 for all n.
In exactly the same way we can see that
For an even function the Fourier sine coecients b
n
= 0 for all n.
Example 1.15: Find the Fourier series for the function dened by
f(t) =
_
t, 2 t < 2,
f(t + 4) for all t.
Solution: The function is odd, hence a
n
= 0 for all n. The period
T = 4 so =

2
and
b
n
=
2
T
_
T
2
T
2
f(t) sin(nt) dt =
1
2
_
2
2
f(t) sin
_
n
2
t
_
dt
=
1
2
_
2
2
t sin
_
n
2
t
_
dt .
The last integral can be written as
_
2
0
t sin
nt
2
dt since the integrand is
even. We can now use integration by parts to evaluate the integral: we
take u = t so that du = dt and dv = sin
nt
2
dt so that v =
2
n
cos
nt
2
.
Then
b
n
=
_
2
0
t sin
_
n
2
t
_
dt
=
_
t
_
2
n
cos
_
n
2
t
_
__
2
0
_
2
0
2
n
cos
_
n
2
t
_
dt
=
_
2
_
2
n
cos
_
n
2
2
_
_
0
_
+
_
4
(n)
2
sin
_
n
2
t
_
_
2
0
=
4
n
cos(n) =
4(1)
n
n
=
4(1)
n+1
n
.
Thus b
1
=
4
, b
2
=
4
2
=
2
, b
3
=
4
3
, b
4
=
4
4
=
1
, b
5
=
4
5
and we have
f(t)
4
sin
t
2

2
sin(t) +
4
3
sin
3t
2

1
sin(2t) +
4
5
sin
5t
2

f(t)
4
n=1
(1)
n+1
n
sin
nt
2
.
Example 1.16: Find the Fourier series for the function dened by
g(t) =
_
t
2
, t < ,
g(t + 2) for all t
Solution: The function is even hence b
n
= 0 for all n. The period
T = 2 so = 1 and
a
n
=
1
g(t) cos(n) dt =
1
t
2
cos(nt) dt =
2
_
0
t
2
cos(nt) dt .
so that a
0
=
2
_
0
t
2
dt =
2
t
3
3
0
=
2
3
3
=
2
2
3
.
For n = 0 we use the table integral
_
t
2
cos(at) dx =
1
a
3
(2 sin(at)+2at cos(at)+a
2
t
2
sin(at))+C . (1.6)
This gives
a
n
=
2
1
n
3
_
2 sin(nt) + 2nt cos(nt) +n
2
t
2
sin(nt)
0
=
2
1
n
3
_
(2 sin(n) + 2n cos(n) +n
2
2
sin(n))
(2 sin 0 + 2n(0) cos(0n) +n
2
0
2
sin(0n))
=
2
n
3
[[(0 + 2n cos(n) + 0 (0)] =
4
n
2
(1)
n
.
Thus a
0
=
2
2
3
, a
1
= 4 , a
2
= 1 , a
3
=
4
9
, a
4
=
1
4
, a
5
=
4
25
, . . .
and
g(t)

2
3
4
_
cos t
1
4
cos(2t) +
1
9
cos(3t)
1
16
cos(4t) +
_
, or
g(t)

2
3
+ 4
n=1
(1)
n
n
2
cos(nt) .
1.2.5 Full-range and half-range expansions

Suppose a function f(t) is dened only over 0 t < L. We can represent
this function by a Fourier series in this interval. To do this we need to
extend f(t) to make a periodic function. There are three commonly used
methods for achieving this and we can choose the method according to the
context of our problem or the amount of calculation work required.
1. Extend f(t) to a function F(t) with period L by dening
F(t) =
_
f(t), 0 t < L,
F(t +L) for all t.
This gives rise to the full-range expansion of the function, involving
both sine and cosine terms as already discussed at length previously.
2. Extend f(t) to an even function f
e
(t) with period 2L by dening
f
e
(t) =
_
_
f(t), 0 t < L,
f(t), L t < 0,
f
e
(t + 2L) for all t.
This gives rise to the half-range cosine expansion of the function.
3. Extend f(t) to an odd function f
o
(t) with period 2L by dening
f
o
(t) =
_
_
f(t), 0 t < L,
f(t), L t < 0,
f
o
(t + 2L) for all t.
This gives rise to the half-range sine expansion of the function.
Note that the full-range expansion has period L while the two half-range
expansions have period 2L. Since all three expansions coincide with f(t)
for 0 t < L, all three are equally valid and no single version should be
regarded as more correct. In all three cases, the expansion approximates
the shape of the function between 0 and L, which is the part of the domain
in which we are interested. Outside this region, the graphs of the three
expansions dier, however, that is of no consequence to us as we do not care
what happens elsewhere.
We illustrate the three possibilities in the following example.
Example 1.17: For the function f(t) = t
2
, 0 t < 2 nd
(a) The full-range Fourier series.
(b) The half-range cosine expansion of the function.
(c) The half-range sine expansion of the function.
-2 -1 1 2 3 4
1
2
3
4
Figure 1.16: Graph of f(t) = t
2
and its full-range extension F(t).
-6 -4 -2 2 4 6
1
2
3
4
Figure 1.17: Even extension of f(t) = t
2
, 0 t < 2.
Solution: If we dene F(t) =
_
t
2
, 0 t < 2,
F(t + 2) for all t,
then F(t) is a
function with period T = 2. Its graph is shown in Figure 1.16. The
half-range even extension has a graph as shown in Figure 1.17.
The half-range odd extension has a graph as shown in Figure 1.18.
(a) The function has period T = 2, = and the coecients of the
full-range expansion are given by
a
n
=
2
2
_
2
0
F(t) cos(nt) dt =
_
2
0
t
2
cos(nt) dt and
b
n
=
_
2
0
t
2
sin(nt) dt .
We rst evaluate a
0
as
a
0
=
_
2
0
t
2
dt =
_
t
3
3
_
2
0
=
8
3
.
-6 -4 -2 2 4 6
-4
-2
2
4
Figure 1.18: Odd extension of f(t) = t
2
, 0 t < 2.
To evaluate a
n
we use integral (1.6). This gives
a
n
=
_
2
0
t
2
cos(nt) dt
=
1
(n)
3
_
2 sin(nt) + 2(nt) cos(nt) + (nt)
2
sin(nt))
2
0
=
1
(n)
3
__
2 sin(2n) + 2(2n) cos(2n) + (2n)
2
sin(2n))
_
2 sin 0 + 2(n0) cos 0 + (n0)
2
sin 0)
_
=
4
(n)
2
since (1)
2n
= ((1)
2
)
n
= 1. To evaluate b
n
we use another
table integral
_
t
2
sin(at) dt =
1
a
3
(2 cos(at) + 2at sin(at) a
2
t
2
cos(at)) +C .
(1.7)
This gives
b
n
=
_
2
0
t
2
sin(nt) dt
=
1
(n)
3
_
2 cos(nt) + 2nt sin(nt) (nt)
2
cos(nt))
2
0
=
1
(n)
3
__
2 cos(2n) + 4n sin(2n) (2n)
2
cos(2n))
[2 cos 0 + 0 0]}
=
1
(n)
3
(2 4n
2
2
2) =
4
n
.
Putting these results together gives the full-range Fourier series
for f(t)
f(t)
4
3
+
4
n=1
cos(nt)
n
2

4
n=1
sin(nt)
n
.
(b) The half-range cosine expansion is the expansion of an even func-
tion with period T = 4, so b
n
= 0 for all n and =
2
4
=

2
a
n
=
1
2
_
2
2
f
e
(t) cos
nt
2
dt .
Because the integrand is an even function we can write this as
a
n
=
_
2
0
f
e
(t) cos
nt
2
dt
and because f
e
(t) = t
2
over the interval 0 t 2 we have
a
n
=
_
2
0
t
2
cos
nt
2
dt .
We rst evaluate a
0
a
0
=
_
2
0
t
2
dt =
t
3
3
=
8
3
and then a
n
, n = 0 using formula (1.6) as before
a
n
=
_
2
0
t
2
cos
nt
2
dt
=
8
(n)
3
_
2 sin
nt
2
+ 2
nt
2
cos
nt
2
+
_
nt
2
_
2
sin
nt
2
_
2
0
=
8
(n)
3
__
2 sin
n2
2
+ 2
n2
2
cos
n2
2
+
_
n2
2
_
2
sin
n2
2
_
_
2 sin
n0
2
+ 2
n0
2
cos
n0
2
+
_
n0
2
_
2
sin
n0
2
__
=
8
(n)
3
[(0 + 2n cos(n) + 0) (0 + 0 + 0)]
=
16(1)
n
(n)
2
.
Thus a
n
=
16(1)
n
(n)
2
for n = 1, 2, 3, . . . and the half-range cosine
expansion is
f
e
(t)
4
3
16
2
_
cos
t
2

1
4
cos(t) +
1
9
cos
3t
2

1
16
cos(2t) +
_
.
(c) The half-range sine expansion is the expansion of an odd function
with period T = 4 so that a
n
= 0 for all n, =
2
4
=

2
and
b
n
=
1
2
_
2
2
f
o
(t) sin
nt
2
dt .
Because the product in the integrand is an even function we can
write this as
b
n
=
_
2
0
f
o
(t) sin
nt
2
dt
and because f
o
(t) = t
2
over the interval 0 t 2 we have
b
n
=
_
2
0
t
2
sin
nt
2
dt .
We evaluate b
n
, n = 1, 2, 3, . . . using formula (1.7).
b
n
=
_
2
0
t
2
sin
nt
2
dt
=
8
(n)
3
_
2 cos
nt
2
+ 2
nt
2
sin
nt
2

_
nt
2
_
2
cos
nt
2
_
2
0
=
8
(n)
3
__
2 cos
n2
2
+ 2
n2
2
sin
n2
2

_
n2
2
_
2
cos
n2
2
_
_
2 cos
n0
2
+ 2
n0
2
sin
n0
2

_
n0
2
_
2
cos
n0
2
__
=
8
(n)
3
_
(2 cos(n) + 0 (n)
2
cos(n)) (2 + 0 + 0)
=
8
(n)
3
_
(2(1)
n
(n)
2
(1)
n
) 2
.
Thus for odd n we have
b
n
=
8
(n)
3
_
(n)
2
4
=
8
n

32
n
3
3
and for even n
b
n
=
8
n
.
Thus b
1
=
8

32
3
, b
2
=
4
, b
3
=
8
3

32
27
3
, b
4
=
2
, b
5
=
8
5

32
125
3
and the half-range sine expansion is
f
o
(t)
_
8

32
3
_
sin
t
2

4
sin(t) +
_
8
3

32
27
3
_
sin
3t
2
sin(2t) +
_
8
5

32
125
3
_
sin
5t
2
.
We have found three distinct correct representations of the func-
tion f(t) over the interval [0, 2] even though they dier outside
of this interval.
1.2.6 Dirichlets conditions

So far we have found Fourier series for periodic functions and it has been
possible to demonstrate graphically at least that the Fourier series converges
to the periodic function. We will now give the Dirichlet conditions which tell
us when the Fourier series of a function will converge to the given function.
Theorem 1.6 If f(t) is a bounded periodic function which has
a nite number of maxima and minima and
a nite number of discontinuities
over any one-period interval then the Fourier series of the f(t) converges to
f(t) at all points where f(t) is continuous and to the average of the left and
right limits where f(t) is discontinuous.
For example, the function
f(t) =
_
t, 0 t < 2
f(t + 2) for all t
has Fourier series f(t) 2
_
sin t +
1
2
sin(2t) +
1
3
sin(3t) +
_
, see Ex-
ample 1.9.
For example, there is a discontinuity at t = 2. The left limit as t 2
is 2. The right limit as t 2 is 0. At this point the series converges to
1
2
(0+2) = . This is illustrated in Figure 1.19, which shows similar points
of discontinuity at 0, 2 and 4.
-5 -2.5 2.5 5 7.5 10 12.5
1
2
3
4
5
6
Figure 1.19: Graph of f(t) in Example 1.9.
1.2.7 Bonus results
The result above tells us that for the function f(t) we have
f(t) 2
_
sin t +
1
2
sin(2t) +
1
3
sin(3t) +
_
except at the points 0, 2, 4 . . ..
If we substitute the value t =

2
on both sides we obtain
f
_
2
_
=

2
= 2
_
sin

2
+
1
2
sin
2
2
+
1
3
sin
3
2
+
_
.
Re-arranging this and noting that sin

2
= 1, sin
2
2
= 0, sin
3
2
= 1 etc. we
obtain
4
= 1
1
3
+
1
5

1
7
+ .
This can be regarded as a series for approximating the value of (though
it converges rather slowly), or alternatively, as a means of evaluating the
innite series given by
i=0
(1)
n
(2n + 1)
.
As another example in which we use a Fourier series to evaluate an innite
sum consider the Fourier series expansion of the function dened by
g(t) =
_
t
2
, t < ,
g(t + 2) for all t.
The series for g(t) is
g(t)

2
3
+ 4
_
cos t +
1
4
cos(2t)
1
9
cos(3t) +
1
16
cos(4t) +
_
.
Substituting t = 0 gives
g(0) = 0 =

2
3
+ 4
_
1 +
1
4

1
9
+
_
.
This can be rearranged to
2
12
= 1
1
4
+
1
9

1
16
+ =
n=1
(1)
n+1
n
2
.
Dirichlets conditions tell us that most well-behaved functions have a
Fourier series which converges to the function. However not all functions
satisfy Dirichlets conditions. For example:
the function f(t) = t sin
1
t
, 0 t < 2, f(t + 2) = f(t) has innitely
many maxima and minima in the interval (0, 2);
the function f(t) =
1
t
, 0 < t < 2, f(t + 2) = f(t) is unbounded.
1.2.8 Operations on Fourier series
Linearity
Suppose f(t) and F(t) are periodic functions with period T and angular
frequency =
2
T
and Fourier series:
f(t)
a
0
2
+
n=0
(a
n
cos(nt) +b
n
sin(nt)) ,
F(t)
A
0
2
+
n=0
(A
n
cos(nt) +B
n
sin(nt)) ,
then for any constants and the function g(t) = f(t) +F(t) is periodic
with period 2 and Fourier series given by
g(t)
a
0
2
+
A
0
2
+
n=0
((a
n
+A
n
) cos(nt) + (b
n
+B
n
) sin(nt)) .
The following illustrates how this can be useful.
Example 1.18: Find the Fourier series of the function dened by
f(t) =
_
+t, t < ,
f(t + 2) for all t.
Solution: The function f(t) is not odd but the function dened by
g(t) = f(t) is odd and is given by
g(t) =
_
t, t < ,
g(t + 2) for all t.
Its period is T = 2 and angular frequency = 1. Hence the coe-
cients in the Fourier series for the function g(t) have a
n
= 0 for all n.
So we only need to calculate
b
n
=
1
t sin(nt) dt =
2
_
0
t sin(nt) dt =
2
n
2
[sin(nt) nt cos(nt)]
0
=
2
n
2
[(sin(n) n cos(n)) (sin(n0) n0 cos(n0))]
=
2n(1)
n
n
2
=
2(1)
n+1
n
.
Thus we have the Fourier series
g(t)
n=1
2(1)
n+1
n
sin(nt) ,
but now recall that f(t) = g(t) + so that
f(t) +
n=1
2(1)
n+1
n
sin(nt) .
Integration of Fourier series

Suppose a function f(t) has Fourier series
f(t)
a
0
2
+
n=0
(a
n
cos(nt) +b
n
sin(nt)) .
Then the function F(t) =
_ t
0
f(u)du has a Fourier series which can be ob-
tained by term-by-term integration of the Fourier series for f(t).
Example 1.19: We have just seen that for the function
g(t) =
_
t, t < ,
g(t + 2) for all t
g(t) 2
_
sin t
1
2
sin(2t) +
1
3
sin(3t)
_
so that for u such that < u < we have
u = 2
_
sin u
1
2
sin(2u) +
1
3
sin(3u)
_
_
t
0
udu = 2
_
t
0
_
sin u
1
2
sin(2u) +
1
3
sin(3u)
_
du.
Thus
t
2
2
= 2
_
cos u
1
2
2
cos(2u) +
1
3
2
cos(3u) +
_
t
0
= 2
__
cos t
1
2
2
cos(2t) +
1
3
2
cos(3t) +
_
_
cos 0
1
2
2
cos 0 +
1
3
2
cos 0 +
__
So we have for t such that < t <
t
2
= 4
_
1 cos t
1 cos(2t)
2
2
+
1 cos(3t)
3
2
+
_
.
This is the Fourier series for the function h(t) with period 2, satisfying
h(t) = t
2
for < t < . The innite series given by = 1
1
2
2
+
1
3
2

1
2
2
+ must satisfy 4 =
a
0
2
which is easily calculated:
a
0
=
1
t
2
dt =
2
_

0
t
2
dt =
2
t
3
3
0
=
2
2
3
.
Thus we conclude that 1
1
2
2
+
1
3
2
1
2
2
+ =

2
12
(which in any case
was one of previous bonus results, see Section 1.2.7) and the Fourier
series for the function h(t) is given by
h(t)

2
3
4
_
cos t
1
2
2
cos(2t) +
1
3
2
cos(3t) +
_
.
Note that this result also agrees with that in Example 1.9 in Sec-
tion 1.2.2).
Differentiation of Fourier series
If a function f(t) is continuous everywhere and f
(t) exists and has a Fourier

series expansion then the Fourier series for f
(t) may be obtained from the

Fourier series for f(t) by term-by-term dierentiation. For example, we can
dierentiate the Fourier series for the function h(t) of the previous example
to obtain the series for g(t). It may happen however that dierentiation of
a Fourier series leads to a trigonometrical series which does not converge.
For example, consider the square wave function whose Fourier series series
is
f(t) 1 +
8
_
sin t +
1
3
sin(3t) +
1
5
sin(5t)
_
.
If we dierentiate term by term we obtain the series
8
(cos t + cos(3t) + cos(5t) ) .

It is clear that this series does not converge since the coecients do not tend
to 0. In general, the process of dierentiation of the Fourier series tends to
increase the powers of the summation index n in the terms of the expansion,
while integration tends to decrease these powers. As a result, dierentiation
threatens to compromise the convergence properties of the series, whereas
no such danger appears when integrating.
1.2.9 Complex form of Fourier series
The Fourier series of a function of period T can be written
f(t)
a
0
2
+a
1
cos(t) +a
2
cos(2t) + +b
1
sin(t) +b
2
sin(2t) +
or
f(t)
a
0
2
+
n=1
(a
n
cos(nt) +b
n
sin(nt)) ,
where =
2
T
. We can use Eulers formulae
e
j
= cos +j sin , cos =
e
j
+e
j
2
, sin =
e
j
e
j
2j
to obtain a complex form of the Fourier series. We have for n = 1, 2, 3, . . .
cos(nt) =
e
jnt
+e
jnt
2
, sin(nt) =
e
jnt
e
jnt
2j
.
We substitute these expressions into the right-hand side of the Fourier series
expansion
f(t)
a
0
2
+
n=1
_
a
n
e
jnt
+e
jnt
2
+b
n
e
jnt
e
jnt
2j
_
.
f(t)
a
0
2
+
n=1
__
a
n
2
+
b
n
2j
_
e
jnt
+
_
a
n
2

b
n
2j
_
e
jnt
_
,
f(t)
a
0
2
+
n=1
__
a
n
jb
n
2
_
e
jnt
+
_
a
n
+jb
n
2
_
e
jnt
_
.
If we let c
0
=
a
0
2
, c
n
=
a
n
jb
n
2
, c
n
=
a
n
+jb
n
2
, n = 1, 2, 3, . . . then we
have
f(t) =
n=
c
n
e
jnt
, where c
n
=
1
T
_ T
2
T
2
f(t)e
jnt
dt .
To see the result for c
n
we expand the right-hand side to obtain
1
T
_ T
2
T
2
f(t)e
jnt
dt =
1
T
_ T
2
T
2
f(t)(cos(nt) j sin(nt)) dt
=
1
T
_ T
2
T
2
f(t) cos(nt) dt
j
T
_ T
2
T
2
f(t) sin(nt) dt
=
1
2
(a
n
jb
n
) = c
n
and
1
T
_ T
2
T
2
f(t)e
jnt
dt =
1
T
_ T
2
T
2
f(t)(cos(nt) +j sin(nt)) dt
=
1
T
_ T
2
T
2
f(t) cos(nt) dt +
j
T
_ T
2
T
2
f(t) sin(nt) dt
=
1
2
(a
n
+jb
n
) = c
n
.
Note that if f(t) is real, then c
n
and c
n
are complex conjugates. We also
have the relations:
a
0
= 2c
0
, a
n
= c
n
+c
n
, b
n
= j(c
n
c
n
) ,
which we can use to move between the complex Fourier series and the
trigonometric series.
Example 1.20: Find the complex Fourier series for the function dened by
f(t) =
_
e
t
, t < ,
f(t + 2) for all t.
and hence nd the coecients of the trigonometric Fourier series.
Solution: We have T = 2 and =
2
2
= 1. Then
c
n
=
1
2
_

e
t
e
jnt
dt =
1
2
_

e
(1jn)t
dt .
For n = 0 we have
c
0
=
1
2
_
e
t
dt =
1
2
_
e
t
=
1
2
_
e
.
Since sinh t =
1
2
(e
t
e
t
) , c
0
=
sinh
and then for n = 0

c
n
=
1
2
_

e
(1jn)t
dt =
_
1
2
e
(1jn)t
1 jn
_
=
_
1
2
e
t
e
jnt
1 jn
_
=
1
2
e
e
jn
e
e
jn
1 jn
.
Since e
jn
= e
jn
= (1)
n
c
n
=
1
2
_
(1)
n
(e
)
1 nj
_
=
e
2
1 +nj
1 +n
2
(1)
n
=
sinh
1 +nj
1 +n
2
(1)
n
, n = . . . , 2, 1, 0, 1, 2, . . . .
From here we obtain the coecients of a trigonometric series:
a
0
= 2c
0
= 2
sinh
,
a
n
= c
n
+c
n
=
sinh
1 +nj
1 +n
2
(1)
n
+
sinh
1 nj
1 + (n)
2
(1)
n
= 2
sinh
(1)
n
1 +n
2
,
b
n
= j(c
n
c
n
)
= j
_
sinh
1 +nj
1 +n
2
(1)
n
sinh
1 nj
1 + (n)
2
(1)
n
_
= 2
sinh
(1)
n
n
1 +n
2
= 2
sinh
(1)
n+1
n
1 +n
2
.
Here we took into account that (n)
2
= n
2
, j
2
= 1 and
(1)
n
=
1
(1)
n
= (1)
n
.
As expected, coecients a
n
and b
n
of a trigonometric series are real
for all integer values of n.
1.2.10 Parsevals theorem
Theorem 1.7 (multiplication theorem) Suppose real-valued functions f(t)
and g(t) have complex Fourier series
n=
c
n
e
jnt
and
n=
d
n
e
jnt
,
respectively. Then
1
T
_ T
2
T
2
f(t)g(t) dt =
n=
c
n
d
n
,
where

denotes complex conjugate.
If we use trigonometric series
f(t)
a
0
2
+
n=1
(a
n
cos(nt) +b
n
sin(nt)) and
g(t)

0
2
+
n=1
(
n
cos(nt) +
n
sin(nt))
the result takes the form
1
T
_ T
2
T
2
f(t)g(t) dt =
1
4
a
0
0
+
1
2
n=1
(a
n
n
+b
n
n
) .
In the particular case where f(t) = g(t) we have
Theorem 1.8 (Parsevals theorem)
1
T
_ T
2
T
2
f
2
(t) dt =
n=
c
n
c
n
=
n=
|c
n
|
2
with a trigonometrical form
1
T
_ T
2
T
2
f
2
(t) dt =
1
4
a
2
0
+
1
2
n=1
_
a
2
n
+b
2
n
_
.
Proof: The proofs are similar for both theorems. Starting from
f(t) =
n=
c
n
e
jnt
we multiply through by g(t), integrate both sides from
T
2
to
T
2
and multiply
by
1
T
. This gives
1
T
_ T
2
T
2
f(t)g(t) dt =
1
T
_ T
2
T
2
n=
c
n
e
jnt
g(t) dt .
The right-hand side can be rearranged to
n=
c
n
1
T
_ T
2
T
2
e
jnt
g(t) dt ,
but since
_ T
2
T
2
e
jnt
g(t) dt = d
n
= d
n
, we have
1
T
_ T
2
T
2
f(t)g(t) dt =
n=
c
n
d
n
.
In an analogous way it is possible to establish the trigonometric form of
Parsevals theorem. In this case we start with
f(t) =
a
0
2
+
n=1
(a
n
cos(nt) +b
n
sin(nt))
and multiply through by g(t), then integrate both sides from
T
2
to
T
2
and
multiply by
1
T
. This gives
1
T
_ T
2
T
2
f(t)g(t) dt =
1
T
_ T
2
T
2
a
0
2
g(t) dt
+
1
T
_ T
2
T
2
n=1
(a
n
sin(nt) +b
n
sin(nt))g(t) dt .
1
T
_ T
2
T
2
f(t)g(t) dt =
a
0
2
1
T
_ T
2
T
2
g(t) dt
+
n=1
_
a
n
T
_ T
2
T
2
cos(nt)g(t) dt +
b
n
T
_ T
2
T
2
sin(nt)g(t) dt
_
.
Recognize that
1
T
_ T
2
T
2
cos(nt)g(t) dt =

n
2
and
1
T
_ T
2
T
2
sin(nt)g(t) dt =

n
2
,
which achieves the desired result:
1
T
_ T
2
T
2
f(t)g(t) dt =
a
0
0
4
+
1
2
n=1
(a
n
n
+b
n
n
) .
The case f(t) = g(t) leads to
1
T
_ T
2
T
2
f
2
(t) dt =
a
2
0
4
+
1
2
n=1
_
a
2
n
+b
2
n
_
.
These results of course also hold for arbitrary shift in integration interval as
long as its length remains T:
1
T
_
c+T
c
f(t)g(t) dt =
n=
c
n
d
n
.
1.2.11 Exercises
Ex. 1.3: State the period of the following functions:
(i) sin t, (ii) 3 cos(2t), (iii) 4 sin(3t)
(iv) sin(2t) (v) cos t (vi) 3 cos(
t
4
)
(vii) 8 sin(2lt) (viii) 10 sin(200t) (ix) sin t + cos t
(x) sin(2t + 3) (xi) 5 cos(2t +

4
) (xii) 2 sin(2t) + sin t
Ex. 1.4: On separate axes sketch the graphs of the following functions,
showing three periods in each case:
(i) f(t) = t, t < and f(t + 2) = f(t)
(ii) g(t) = t, 0 t < 2 and g(t + 2) = g(t)
(iii) x(t) =
_
_
t , 0 t < 1 ,
1 , 1 t < 2 ,
x(t + 2) for all t
(iv) y(t) =
_
t
2
, 0 t < 1 ,
y(t + 1) for all t
(v) w(t) =
_
t
2
, 1 t < 1 ,
w(t + 2) for all t
(vi) f(t) =
_
t , 0 t < 2 ,
f(t + 2) for all t
Ex. 1.5: On separate axes sketch the graphs of the following functions,
showing three periods in each case:
(i) h(t) = e
t
, 0 t 2 and h(t + 2) = h(t)
(ii) x(t) = sin t, 0 t < and x(t +) = x(t)
(iii) y(t) =
_
cos
t
2
, 1 t < 1 ,
y(t + 2) for all t
(iv) x(t) =
_
_
1 , 0 t < 1 ,
1 , 1 t < 2 ,
x(t + 2) for all t
(v) y(t) =
_
_
t , 0 t < 1 ,
2 t , 1 t < 2 ,
y(t + 2) for all t
(vi) f(t) =
_
4 t
2
, 2 t < 2 ,
f(t + 4) for all t
Ex. 1.6: For the following functions, sketch three periods of the function
and nd the Fourier series:
(i) f(t) =
_
_
2 , t < 0 ,
2 , 0 t < ,
f(t + 2) for all t
(ii) f(t) =
_
t , t < ,
f(t + 2) for all t
(iii) g(t) =
_
t , 0 t < 2 ,
g(t + 2) for all t
(iv) x(t) =
_
_
+t , t < 0 ,
t , 0 t < ,
x(t + 2) for all t
(v) g(t) =
_
t
2
, t < ,
g(t + 2) for all t
(vi) y(t) =
_
2
t
2
, t < ,
y(t + 2) for all t
Ex. 1.7: For the following functions, sketch three periods of the function
and nd the Fourier series:
(i) f(t) =
_
_
1 , 1 t < 0 ,
1 , 0 t < 1 ,
f(t + 2) for all t
(ii) f(t) =
_
_
1 , 1 t < 0 ,
t , 0 t < 1 ,
f(t + 2) for all t
(iii) x(t) =
_
_
t , 1 t < 0 ,
t , 0 t < 1 ,
x(t + 2) for all t
(iv) y(t) =
_
1 |t| , 1 t < 1 ,
y(t + 2) for all t
(v) f(t) =
_
t , 0 t < 3 ,
f(t + 3) for all t
(vi) h(t) =
_
_
t , 0 t < 1 ,
1 , 1 t < 2 ,
h(t + 2) for all t
(vii) f(t) =
_
sin(t) , 0 t < 1 ,
f(t + 1) for all t
(viii) h(t) =
_
_
sin t , 0 t < ,
0 , t < 2 ,
h(t + 2) for all t
(ix) f(t) =
_
t , 0 t < L,
f(t +L) for allt
(x) f(t) =
_
t ,
L
2
t <
L
2
,
f(t +L) for all t
Ex. 1.8: Which of the following functions are even, odd or neither? Assume
that all functions are dened for all values of t and f(t) is arbitrary.
(i) t
3
2t (ii) t
2
+t (iii) e
t
+e
t
(iv)sin(t +)
(v) sin
3
t (vi) cos
3
(2t) (vii) sin
2
(3t) (viii) sec t
(ix) t
3
5t + sin t (x) f(t) +f(t) (xi) f(t) f(t) (xii)
1
1+t
2
(xiii) f(t
2
) (xiv) f(t
3
) (xv) (f(t))
2
(xvi) f(|t|)
Ex. 1.9: For the function dened by f(t) = 2 t, 0 t < 1 nd
(i) a half-range sine series expansion,
(ii) a half-range cosine series expansion,
(iii) a full range Fourier series expansion.
Ex. 1.10: For the function dened by f(t) = t, 0 t < 1 nd
(i) Fourier sine series expansion,
(ii) Fourier cosine series expansion,
(iii) full range Fourier series expansion
and graph each periodic continuation.
Ex. 1.11: Find the values of b
n
such that
n=1
b
n
sin
nt
L
1 , 0 < t < L.
Hence nd the sum of the series 1
1
3
+
1
5

1
7
+ .
Ex. 1.12: Find the Fourier sine series for the function
f(t) =
_
t , 0 t <

2
,
t ,

2
t < .
Use the obtained series to nd the sum of the series 1 +
1
3
2
+
1
5
2
+ .
Ex. 1.13: Show that for 0 < t < ,
cos t
8
m=1
msin(2mt)
4m
2
1
.
Ex. 1.14: Find the Fourier series for the function of period 2 satisfying
f(t) =
_
sin t , 0 t < ,
0 , t < 2 .
Ex. 1.15: For the function dened by
f(t) =
_
e
t
, t < ,
f(t + 2) , for all t
sketch three periods of the function and nd
(i) a complex Fourier series,
(ii) a sine-cosine Fourier series.
Ex. 1.16: For the function f(t) = t, 0 < t 2
(a) nd (i) a half-range sine series and (ii) a half-range cosine series;
(b) write down Parsevals identity corresponding to series (ii) and
hence evaluate the sum
1 +
1
3
4
+
1
5
4
+
1
7
4
+ .
Ex. 1.17: (i) By integrating the result of Ex. 1.16a(i) nd a Fourier series
for the function dened by f(t) = t
2
, 0 < t 2.
(ii) Use the series to evaluate
n=1
(1)
n+1
(2n 1)
2
.
Ex. 1.18: Show that the function f(t) = t( t), 0 < t has
(a) even extension with cosine series
2
6

_
cos(2t)
1
2
+
cos(4t)
2
2
+
cos(6t)
3
2
+
_
,
(b) odd extension with sine series
8
_
sin t
1
3
+
sin(3t)
3
3
+
sin(5t)
5
3
+
_
.
Sketch the graphs of both extensions showing 3 periods.
1.3 Answers to the exercises
Ex. 1.1:
(i) 1 +x +x
2
+x
3
(ii) 1 + 2x + 4x
2
+ 8x
3
(iii) 1 +
x
2
+
x
2
4
+
x
3
8
(iv)1 +t +
t
2
2!
+
t
3
3!
(v) cos t +
1
2
cos(2t) +
1
3
cos(3t) +
1
4
cos(4t)
(vi) cos t +
1
4
cos(2t)
1
9
cos(3t) +
1
16
cos(4t)
(vii)
1
3
sin(3t) +
1
5
sin(5t)
1
7
sin(7t) +
1
9
sin(9t)
(viii)
1
2
sin(2t) +
1
5
sin(4t)
1
10
sin(6t) +
1
17
sin(8t)
(ix)
1
2
cos
t
2
+
1
5
cos(t) +
1
10
cos
3t
2
+
1
17
cos(2t)
Ex. 1.2:
(i)
6
i=1
i
2
(ii)
7
n=1
(1)
n+1
n
2
(iii)
6
n=0
1
2n + 1
or
7
n=1
1
2n 1
(iv)
5
n=0
(2)
n
(2n + 1)!
(v)
7
n=0
x
n
(vi)
n=0
(n + 1)x
n
(vii)
n=0
(t)
n
2n + 1
(viii)
n=0
x
2n
(2n + 1)!
(ix) 3
n=0
(
x
3
)
n
(x)
i=0
n!
i!(n i)!
t
i
Note: the name of the summation index is unimportant. All sums in
which odd integers are required to be singled out can be expressed in
alternative ways as demonstrated in answer to part (iii).
Ex. 1.3:
(i) T = 2, (ii) T = (iii) T =
2
3
(iv) T = 1 (v) T = 2
(vi) T = 8 (vii) T =

l
(viii) T =
1
100
(ix) T = 2 (x) T = 1
(xi) T = (xii) T = 2
Ex. 1.4:
(i) (ii)
f(t)
2 2
t
g(t)
2 2
2
4
t
0
1.3. Answers to the exercises 51
(iii) (iv)
y(t)
t
1
1 1 2
x(t)
t
0
0.5
1
2 1 1 2 3 4
(v) (vi)
0
2
3 2
f(t)
t
w(t)
t
0
1
3 2 1 1 2 3
Ex. 1.5:
(i) (ii) 0
x(t)
t
1
h(t)
t
0.5
1
2 1 0 1 2 3 4
(iii) (iv)
x(t)
t
1
0.5
0.5
1
2 1 1 2 3 4
y(t)
t
0.5
1
1.5
3 2 1 1 2 3
(v) (vi)
f(t)
t
1
2
3
4
6 4 2 2 4 6
y(t)
t
0
0.5
1
2 1 1 2 3 4
Ex. 1.6: For the sake of compactness, the graphs for Ex. 1.6 and Ex. 1.7 are
presented together before the Fourier series results for those questions.
(i) (ii)
0 2 2
f(t)
t
3 2 2
f(t)
t
2
0
2
(iii) (iv)
3 3
0 2 2
x(t)
t
2
0 2 2 4
g(t)
t
(v) (vi)
3 3
2
0 2 2
y(t)
t
3 3
2
0 2 2 3
g(t)
t
(i) f(t)
8
_
sin t +
1
3
sin(3t) +
1
5
sin(5t) +
_
=
8
n=1
sin((2n 1)t)
2n 1
(ii) f(t) 2
_
sin t sin(2t) +
2
3
sin(3t) +
_
=
n=1
2
n
(1)
n+1
sin(nt)
(iii) g(t) 2
_
sin t +
1
2
sin(2t) +
1
3
sin(3t) +
_
= 2
n=1
1
n
sin(nt)
(iv) x(t)

2
+
4
_
cos t +
1
9
cos(3t) +
1
25
cos(5t) +
_
=

2
+
4
n=0
cos((2n + 1)t)
(2n + 1)
2
(v) g(t)

2
3
+4
n=1
(1)
n
n
2
cos(nt) (vi) y(t)
2
2
3
4
n=1
(1)
n
n
2
cos(nt)
Ex. 1.7:
(i) (ii)
f(t)
t
1
0.5
0.5
1
3 2 1 1 2 3
f(t)
t
1
0.5
0.5
1
1.5
3 2 1 1 2 3
(iii) (iv)
y(t)
t
0
0.5
1
3 2 1 1 2 3
x(t)
t
0
0.5
1
3 2 1 1 2 3
(v) (vi)
h(t)
t
0
0.5
1
2 1 1 2 3 4
f(t)
t
0
1
2
3
2 2 4 6
(vii) (viii) 3 2

0 2
f(t)
t
1
f(t)
t
0
1
1 1 2
(ix) (x)
f(t)
t
L/2
-L/2
L/2 -L/2 L -L 3L/2 3L/2
f(t)
t
0
L
L 2L -L
(i) f(t)
4
_
sin(t) +
1
3
sin(3t) +
1
5
sin(5t) +
_
=
4
n=1
sin((2n 1)t)
2n 1
(ii)
f(t)
1
4

2
2
_
cos(t) +
1
9
cos(3t) +
1
25
cos(5t) +
_
+
3
_
sin(t) +
1
3
sin(3t) +
1
5
sin(5t) +
_
_
1
2
sin(2t) +
1
4
sin(4t) +
1
6
sin(6t) +
_
=
1
4

2
n=1
1
(2n 1)
2
cos((2n 1)t)
+
3
n=1
1
2n 1
sin((2n 1)t)
1
n=1
1
2n
sin((2nt))
(iii)
x(t)
1
2

4
2
_
cos(t) +
1
9
cos(3t) +
1
25
cos(5t) +
_
=
1
2

4
n=0
cos(2n + 1)t
(2n + 1)
2
(iv)
y(t)
1
2
+
4
2
_
cos(t) +
1
9
cos(3t) +
1
25
cos(5t) +
_
=
1
2
+
4
n=0
cos((2n + 1)t)
(2n + 1)
2
(v)
f(t)
3
2

3
_
sin
2t
3
+
1
2
sin
4t
3
+
1
3
sin(2t) +
_
=
3
2

3
n=1
1
n
sin
2nt
3
(vi)
h(t)
3
4

2
2
_
cos(t) +
1
9
cos(3t) +
1
25
cos(5t) +
_
_
sin(t) +
1
2
sin(2t) +
1
3
sin(3t) +
_
=
3
4

2
n=1
cos((2n 1)t)
(2n 1)
2

1
n=1
sin(nt)
n
The integrals in items (vii) and (viii) can be evaluated with the help
of multiplication formulae (1.1)(1.3) for rewriting the products of
trigonometric functions.
(vii)
f(t)
2
_
1
3
cos(2t) +
1
15
cos(4t) +
1
35
cos(6t) +
_
=
2
n=1
cos(2nt)
4n
2
1
(viii)
h(t)
1
2
sin t +
1
_
1
3
cos(2t) +
1
15
cos(4t) +
_
=
1
2
sin t +
1
n=1
1
4n
2
1
cos(2nt)
(ix)
f(t)
L
2

L
_
sin
2t
L
+
1
2
sin
4t
L
+
1
3
sin
6t
L
+
_
=
L
2

L
n=1
1
n
sin
2nt
L
(x)
f(t)
L
_
sin
2t
L

1
2
sin
4t
L
+
1
3
sin
6t
L

_
=
L
n=1
(1)
n1
n
sin
2nt
L
Ex. 1.8: (i) odd, (ii) neither, (iii) even, (iv) odd, (v) odd, (vi) even, (vii)
even, (viii) even, (ix) odd, (x) even, (xi) odd, (xii) even, (xiii) even,
(xiv) neither, (xv) neither, (xvi) even.
Note that the answer is neither in parts (xiv) and (xv) because we
have specied arbitrary function f(t). Specic choices for f might
turn out to be odd or even.
Ex. 1.9:
(i) b
n
=
6
n
if n is odd, b
n
=
2
n
if n is even;
f
o
(t)
6
_
sin(t) +
1
3
sin(3t) +
1
5
sin(5t) +
_
+
2
_
1
2
sin(2t) +
1
4
sin(4t) +
1
6
sin(6t) +
_
(ii) a
0
= 3, a
n
=
2(1 (1)
n
)
n
2
2
so that a
n
=
4
n
2
2
if n is odd and
a
n
= 0 if n is even;
f
e
(t)
3
2
+
4
2
_
cos(t) +
1
9
cos(3t) +
1
25
cos(5t) +
_
=
3
2
+
4
n=1
cos((2n 1)t)
(2n 1)
2
,
fo(t)
t
2
1
0
1
2
3 2 1 1 2 3
fe(t)
t
0
0.5
1
1.5
2
3 2 1 1 2 3
(iii) The period is now 1, = 2, a
0
= 3, a
n
= 0 if n = 0, b
n
=
1
n
,
F(t)
3
2
+
1
_
sin(2t) +
1
2
sin(4t) +
_
=
3
2
+
1
n=1
sin(2nt)
n
.
Ex. 1.10:
(i) f
0
(t)
2
_
sin(t)
1
2
sin(2t) +
1
3
(sin(3t)
_
=
2
n=1
(1)
n+1
sin(nt)
n
(ii) f
e
(t)
1
2
2
_
cos(t) +
1
9
cos(3t) +
_
=
1
2
n=0
cos((2n + 1)t)
(2n + 1)
2
(iii) F(t)
1
2
_
sin(2t) +
1
2
sin(4t) +
_
=
1
2
n=1
sin(2nt)
n
(i) (ii)
fo(t)
t
1
0.5
0.5
1
1.5
3 2 1 1 2 3
fe(t)
t
0
0.5
1
3 2 1 1 2 3
Ex. 1.11: This is just asking for a half-range Fourier sine series for the
constant function f(t) = 1 in a slightly unusual way. Notice that
the series must represent the function over the interval 0 < t < L.
Furthermore, as the series is to contain only sines, we will have to
construct an odd extension with period T = 2L. This will give =
2
T
=

L
, which is consistent with the coecient given inside the sine
functions in the question. Hence we take f(t) = 1, 0 t < L and
make an odd extension from this. The graph is shown below.
f(t)
t
1
0.5
0.5
1
L -L 2L 2L
We nd b
n
=
4
n
for n odd and b
n
= 0 for n even. Thus
f(t)
4
_
sin
t
L
+
1
3
sin
3t
L
+
1
5
sin
5t
L
+
_
.
Setting t =
L
2
gives 1 =
4
_
sin

2
+
1
3
sin
3
2
+
1
5
sin
5
2
+
_
. Thus
1 =
4
_
1
1
3
+
1
5

_
and so

4
= 1
1
3
+
1
5
.
Ex. 1.12: A sine series is required, so we make an odd periodic extension
f
o
(t) of the function with period 2. Then we nd
f
o
(t)
4
_
sin t
1
9
sin(3t) +
1
25
sin(5t)
_
+sin(2t)
1
2
sin(4t)+ .
Setting t =

2
gives

2
=
4
_
1
1
9
(1) +
1
25
(1)
1
49
(1) +
_
so
the sum of the given series is 1 +
1
9
+
1
25
+
1
49
+ =

2
8
.
Ex. 1.13: Here we are asked for a sine series to represent the function cos(t).
Cosine is an even function but we can draw it just for the interval (0, )
given in the question, then make an odd extension. Thus we use the
denition f(t) = cos t, 0 < t < f(t) = cos t, < t < 0. Notice
that the period is 2 and the function repeats itself within a single
period.
2 2

f(t)
t
1
1
The integral required to prove the result is b
n
=
1
_

0
2 cos t sin(nt) dt.
Note that the integral is not 0 because the top limit is , not 2. It
can be evaluated using formula (1.3).
Ex. 1.14: a
n
= 0 if n is odd, a
n
=
2
(n
2
1)
if n is even, b
1
=
1
2
, b
n
= 0,
n 2. Hence the series is
f(t)
1
+
1
2
sin t
2
n=1
1
4n
2
1
cos(2nt) .
Ex. 1.15:
2 2

f(t)
t
20
(i) c
n
=
1
2
_

e
t
e
jnt
dt =
(1)
n
sinh()
(n
2
+ 1)
(1 +nj)
(recall the denition sinh(x) =
1
2
(e
x
e
x
)). The complex Fourier
series then is
f(t)
sinh
_
1 +
n=
(1)
n
n
2
+ 1
(1 +nj)e
jnt
_
.
(ii) Either by integration or by use of the formulae a
n
= c
n
+ c
n
,
b
n
= j(c
n
c
n
) we obtain
f(t)
sinh
_
1 + 2
n=1
(1)
n
n
2
+ 1
(cos(nt) nsin(nt))
_
.
Ex. 1.16: (a)(i) We nd b
n
=
4(1)
n+1
n
so the half-range sine series is
f(t)
4
n=1
(1)
n+1
n
sin
nt
2
.
(a)(ii) We nd a
0
= 2, a
n
= 0 for even n, a
n
=
8
n
2
2
for odd n. Then
the half-range cosine series is
f(t) 1
8
n=0
1
(2n + 1)
2
cos
(2n + 1)t
2
.
(b) For the second series above (since b
n
= 0), Parsevals theorem
states
1
4
_
2
2
t
2
dt =
a
2
0
4
+
1
2
n=1
a
2
n
.
Hence
4
3
= 1 +
32
4
_
1 +
1
3
4
+
1
5
4
+
_
which gives
1 +
1
3
4
+
1
5
4
+ =

4
96
.
Ex. 1.17:
_
t
0
f(u) du =
_
t
0
udu
_
t
0
4
n=1
(1)
n+1
n
sin
nu
2
du
so that
1
2
t
2
n=1
(1)
n
n
2
_
cos
nt
2
1
_
.
We may substitute t = 2 because the integrated function is continuous
there. The series should therefore converge to the value of the function
at t = 2. After a little manipulation we get
2
4
=
n=1
(1 (1)
n
)
n
2
=
n=1
2
(2n 1)
2
or

2
8
= 1
1
9
+
1
25
1
49
+ .
However this series converges very slowly: it needs over ten thousand
terms to converge to 5 decimal places.
Ex. 1.18:
(a) The integral is a
n
=
1
_

0
2t( t) cos(nt) dt.
(b) The integral is b
n
=
1
_

0
2t( t) sin(nt) dt.
The results follow on integrating by parts.
3 3 2

2
fe(t)
t
0
1
2
3
3 3 2

2
fo(t)
t
2
1
1
2
3
Note that the even extension repeats its shape within a single period.
Module
2
Laplace transforms
Module contents
2.1 Preliminary remarks . . . . . . . . . . . . . . . . . . . . 62
2.1.1 Some useful limits . . . . . . . . . . . . . . . . . . . . . 62
2.1.2 Improper integrals . . . . . . . . . . . . . . . . . . . . . 62
2.2 Laplace transform . . . . . . . . . . . . . . . . . . . . . . 64
2.2.1 Existence of Laplace transform . . . . . . . . . . . . . . 66
2.2.2 Linearity of Laplace transform . . . . . . . . . . . . . . 67
2.2.3 Evaluation of denite integrals . . . . . . . . . . . . . . 69
2.2.4 The rst shift theorem . . . . . . . . . . . . . . . . . . . 70
2.2.5 Derivative of Laplace transform . . . . . . . . . . . . . . 72
2.2.6 Laplace transform of derivatives . . . . . . . . . . . . . 73
2.2.7 Laplace transform of integrals . . . . . . . . . . . . . . . 74
2.2.8 Summary of general rules for Laplace transforms . . . . 75
2.2.9 Inverse Laplace transforms . . . . . . . . . . . . . . . . 75
2.2.10 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 78
2.3 Solution of linear dierential equations using Laplace
transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
2.3.1 Linear dierential equations . . . . . . . . . . . . . . . . 79
2.3.2 Initial value problems . . . . . . . . . . . . . . . . . . . 80
2.3.3 Simultaneous dierential equations . . . . . . . . . . . . 83
2.3.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 84
61
62 Module 2. Laplace transforms
2.4 Laplace transform of step functions . . . . . . . . . . . 85
2.4.1 Heaviside function . . . . . . . . . . . . . . . . . . . . . 85
2.4.2 Laplace transform of Heaviside function . . . . . . . . . 88
2.4.3 The second shift theorem . . . . . . . . . . . . . . . . . 88
2.4.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . 90
2.5 Answers to the exercises . . . . . . . . . . . . . . . . . . 91
2.1 Preliminary remarks
2.1.1 Some useful limits
We will need to consider the behaviour of functions such as f(t) = e
t
t as
t . More generally, we consider limits such as lim
t
e
at
t
n
. The general
result that we need is the following. Suppose a > 0 and n is an integer, then
lim
t
t
n
e
at
= lim
t
e
at
t
n
= 0 .
This can be shown using LHopitals rule (repeated dierentiation of the
numerator and denominator, review your previous studies):
lim
t
t
n
e
at
= lim
t
nt
n1
ae
at
= lim
t
n(n 1)t
n2
a
2
e
at
= = lim
t
n(n 1) (n m+ 1)t
nm
a
m
e
at
= = lim
t
n!
a
n
e
at
= 0 .
Essentially, this is saying that the exponential function e
at
eventually grows
more rapidly than any power function t
n
. For example lim
t
e
5t
t
2
= 0,
lim
t
e
2t
t
=
0, and so on.
2.1.2 Improper integrals
Denition 2.1 Integrals such as
_

a
f(t) dt, where the region of integra-
tion is innite, or
_
3
1
1
t 2
dt, where the integrand is singular in the interval
of integration are called improper integrals.
Integrals of the form
_

a
f(t) dt are evaluated by dening
_

a
f(t) dt = lim
R
_
R
a
f(t) dt .
2.1. Preliminary remarks 63
Example 2.1: Evaluate
_

1
1
t
2
dt.
Solution:
_

1
1
t
2
dt = lim
R
_
R
1
1
t
2
dt = lim
R
_
R
1
t
2
dt
= lim
R
_
t
1
R
1
= lim
R
_
R
1
((1)
1
)
= lim
R
_
1
1
R
_
= 1 since lim
R
1
R
= 0 .

_

0
e
3t
dt.
Solution: We have
_

0
e
3t
dt = lim
R
_
R
0
e
3t
dt
= lim
R
_
e
3t
3
_
R
0
= lim
R
_
e
3R
3

e
0
3
_
= lim
R
_
1
3

1
3
e
3R
_
=
1
3
since lim
R
e
3R
= 0 .

_

0
1
1 +t
2
dt.
Solution: We have
_

0
1
1 +t
2
dt = lim
R
_
R
0
1
1 +t
2
dt
= lim
R
[arctan t]
R
0
= lim
R
[arctan R arctan 0]
= lim
R
[arctan R] =

2
.

2.2 Laplace transform
Denition 2.2 If f(t) is a function then its Laplace transform is dened
to be the function F(s), s > 0, where
F(s) =
_

0
e
st
f(t) dt .
We write L{f(t)} = F(s) to indicate F(s) is the Laplace transform of f(t).
The transform operation transforms a function f(t) of the independent vari-
able t to a function F(s) of the variable s. The domain of f(t) is often called
the time domain and the domain of F(s) is called the frequency domain.
It is a useful convention that if a function is denoted by a lower case letter,
then the Laplace transform of the function is denoted by the corresponding
capital letter. Thus L{g(t)} = G(s), L{x(t)} = X(s) and so on.
Example 2.4: Find the Laplace transform of the constant function
f(t) = 3.
Solution: We have
F(s) =
_

0
e
st
f(t) dt
=
_

0
e
st
3 dt
=
_
3e
st
s
_
0
= lim
R
_
3e
st
s
_
R
0
= lim
R
_
3e
sR
s

3e
s0
s
_
= lim
R
_
3e
sR
s
+
3
s
_
.
Since lim
R
_
3e
sR
s
_
= 0 assuming s > 0 we obtain F(s) =
3
s
. It
should be clear from this example that for any constant function f(t) =
c the Laplace transform is F(s) =
c
s
.
2.2. Laplace transform 65
Example 2.5: Find the Laplace transform of the function f(t) = t.
Solution: We have
F(s) =
_

0
e
st
f(t) dt =
_

0
e
st
t dt =
_

0
te
st
dt .
We now integrate using integration by parts: take u = t and dv =
e
st
dt so that du = dt and v =
e
st
s
. We then have
_

0
te
st
dt = lim
R
_
t
e
st
s
_
R
0
_

0
e
st
s
dt
= lim
R
_
_
te
st
s
_
R
0
+
_
e
st
s
2
_
R
0
_
= lim
R
__
Re
sR
s

0e
s0
s
_
+
_
e
sR
s
2

e
s0
s
2
__
.
Since lim
R
_
Re
sR
s
_
= 0 and lim
R
_
e
sR
s
2
_
= 0 assuming s > 0,
F(s) =
1
s
2
.
Example 2.6: Find the Laplace transform of the function f(t) = t
2
.
Solution: We have L{t
2
} =
_

0
t
2
e
st
dt. We use the list of inte-
grals to evaluate the integral on the right hand side of the equation.
This gives
_

0
t
2
e
st
dt = lim
R
_
e
st
s
3
_
s
2
t
2
+ 2st + 2
_
_
R
0
= lim
R
_
e
sR
s
3
_
s
2
R
2
+ 2sR + 2
_
e
s0
s
3
_
0t
2
+ 2s0 + 2
_
_
=
2
s
3
, s > 0 .
We conclude that L{t
2
} =
2
s
3
.
Example 2.7: Find the Laplace transform of the function f(t) = e
kt
, where
k is a constant.
Solution: We have
F(s) =
_

0
e
st
f(t) dt =
_

0
e
st
e
kt
t dt
=
_

0
e
(ks)t
dt
= lim
R
_
e
(ks)t
k s
_
R
0
= lim
R
_
e
(ks)R
k s

e
(ks)0
k s
_
.
If k < s then ks < 0 and e
(ks)R
0 as R , so L{e
kt
} =
1
s k
.
This tells us, for example, that

L{e
3t
} =
1
s 3
, s > 3 , L{e
2t
} =
1
s + 2
, s > 2 ,
and the case k = 0 corresponds to the result L{1} =
1
s
.
2.2.1 Existence of Laplace transform
The Laplace transform of polynomial functions such as f(t) = t
2
exists
because the improper integral
_
0
t
2
e
st
dt converges. Roughly speaking,
when s > 0 as t increases function e
st
decreases to 0 more rapidly than t
2
goes to innity.
Not all functions have Laplace transforms. For example, if we try to calculate
the Laplace transform of f(t) = e
t
2
we obtain
_

0
e
t
2
e
st
dt =
_

0
e
t
2
st
dt =
_

0
e
(t
1
2
s)
2
1
4
s
2
dt = e
1
4
s
2
_

0
e
(t
1
2
s)
2
dt .
We can see that the function in the integrand is positive denite and in-
creases unboundedly as t , regardless of the value of s. Hence the
integral does not converge for any value of s and Laplace transform does
not exist.
Denition 2.3 A function f(t) is said to be of exponential order if there
exist constants M and such that |f(t)| < Me
t
for all t.
It can be shown that if a function f(t) is of exponential order then its Laplace
transform exists.
2.2.2 Linearity of Laplace transform
Suppose f(t) and g(t) are functions with Laplace transforms F(s) and G(s),
respectively, then for any constants and
L{f(t) +g(t)} = F(s) +G(s) .
This result follows from the fact that integration is linear. It allows us to cal-
culate the Laplace transforms of more complicated functions. In particular,
recollect Eulers formula linking exponential and trigonometric functions:
e
jat
= cos(at) +j sin(at) ,
where a is a real number and j =
1. First note that

L{e
jat
} =
1
s ja
=
1
(s ja)
(s +ja)
(s +ja)
=
s +ja
s
2
+a
2
=
s
s
2
+a
2
+
ja
s
2
+a
2
, s > 0 .
Now applying the Laplace transform to the right-hand side of Eulers formula
and using the linearity property lead to
L
_
e
jat
_
= L{cos(at) +j sin(at)} = L{cos(at)} +jL{sin(at)} .
We thus have
L{cos(at)} +jL{sin(at)} =
s
s
2
+a
2
+
ja
s
2
+a
2
.
By equating real and imaginary parts we conclude that
L{cos(at)} =
s
s
2
+a
2
and L{sin(at)} =
a
s
2
+a
2
.
The Laplace transforms of hyperbolic functions
cosh(at)
e
at
+e
at
2
and sinh(at)
e
at
e
at
2
are found in a similar way using the linearity property
L{cosh(at)} =
_

0
e
st
e
at
+e
at
2
dt
=
1
2
_

0
(e
(sa)t
+e
(s+a)t
) dt
=
1
2
_
1
s a
+
1
s +a
_
=
1
2
(s +a) + (s a)
s
2
a
2
=
s
s
2
a
2
, s > a .
A similar calculation shows that L{sinh(at)} =
a
s
2
a
2
. Note the similarity
between the Laplace transforms of hyperbolic and trigonometric functions.
Let us summarise the results obtained so far in a table of Laplace transforms:
f(t) L{f(t)} F(s)
t
1
s
2
t
2
2
s
3
sin(at)
a
s
2
+a
2
cos(at)
s
s
2
+a
2
sinh(at)
a
s
2
a
2
cosh(at)
s
s
2
a
2
As we will see later, Laplace transforms have proved a useful and popular
tool for performing mathematical manipulations that involve integration,
especially when solving dierential equations with initial conditions. For
this reason, over the years, a library of Laplace transforms has been built
up by mathematicians and scientists. These results are stored in tables like
the one above, which are published in many engineering and scientic text
books as well as in books of tables specically dedicated to such mathemat-
ical results. Any good science or engineering library will have many such
books where transforms of all kinds can be found. They have many more
Laplace transforms than those given above, some of which involve highly so-
phisticated mathematical techniques to derive. The existence of the tables
can save us a great deal of work.
Example 2.8: Find L{3t + 5t
2
}.
Solution:
L{3t + 5t
2
} = 3L{t} + 5L{t
2
}
= 3
1
s
2
+ 5
2
s
3
=
3
s
2
+
10
s
3
=
3s + 10
s
3
.
Example 2.9: Find L{6t

2
+ 7 sin(3t)}.
Solution:
L{6t
2
+ 7 sin(3t)} = 6L{t
2
} + 7L{sin(3t)} = 6
2
s
3
+ 7
3
s
2
+ 9
=
12
s
3
+
21
s
2
+ 9
=
3(7s
3
+ 4s
2
+ 36)
s
3
(s
2
+ 9)
.
2.2.3 Evaluation of denite integrals

Certain denite integrals can be interpreted as Laplace transforms or as the
value of Laplace transform corresponding to some value of s.
_

0
e
4t
sin(2t) dt.
Solution: If f(t) = sin(2t) and F(s) = L{f(t)} then
F(s) =
_

0
e
st
sin(2t) dt so that
_

0
e
4t
sin(2t) dt = F(4) .
From our table of Laplace transforms F(s) =
2
s
2
+ 4
so that
_

0
e
4t
sin(2t) dt = F(4) =
2
4
2
+ 4
=
1
10
,
which has saved us a great deal of work!
2.2.4 The rst shift theorem
Theorem 2.4 (rst shift theorem) Suppose f(t) has Laplace transform
F(s) and a is a constant. Then L{e
at
f(t)} = F(s a).
Proof: Note that by denition
L{e
at
f(t)} =
_

0
e
st
e
at
f(t) dt =
_

0
e
(sa)t
f(t) dt = F(s a) ,
where F(s) =
_

0
e
st
f(t) dt.
Example 2.11: Since L{t
2
} =
2
s
3
, we conclude that L{e
5t
t
2
} =
2
(s 5)
3
.
Example 2.12: Find L{e
2t
t}.
Solution: We have L{t} =
1
s
2
= F(s). Then according to the rst
shift theorem
L{e
2t
t} = F(s + 2) =
1
(s + 2)
2
.
Note that we could also have found L{e
2t
t} using the derivative prop-
erty: L{e
2t
t} =
dF(s)
ds
, where F(s) = L{e
2t
}. Since L{e
2t
} =
1
s+2
, it follows that
L{e
2t
t} =
d
ds
_
1
s + 2
_
=
1
(s + 2)
2
.

3t
sin(4t)}.
Solution: We have L{sin(4t)} =
4
s
2
+ 4
2
= F(s). Then according
to the rst shift theorem
L{e
3t
sin(4t)} = F(s + 3) =
4
(s + 3)
2
+ 4
2
=
4
s
2
+ 6s + 9 + 16
=
4
s
2
+ 6s + 25
.

3t
cos(2t)}.
Solution: We have L{cos(2t)} =
s
s
2
+ 2
2
L{e
3t
cos(2t)} = F(s + 3) =
s + 3
(s + 3)
2
+ 2
2
=
s + 3
s
2
+ 6s + 13
.

at
cos(bt)}.
Solution: We have L{cos(bt)} =
s
s
2
+b
2
L{e
at
cos(bt)} = F(s a) =
s a
(s a)
2
+b
2
.

2.2.5 Derivative of Laplace transform
Suppose F(s) = L{f(t)}, then we will show that L{tf(t)} =
dF(s)
ds
. More
generally,
L{t
n
f(t)} = (1)
n
d
n
F(s)
ds
n
.
To see this we write
dF(s)
ds
=
d
ds
_

0
e
st
f(t) dt =
_

0
s
[e
st
f(t)] dt =
_

0
te
st
f(t) dt
=
_

0
tf(t)e
st
dt = L{tf(t)} .
The general result now follows from repeating this dierentiation n times.
Example 2.16: We can use this result to calculate L{t
3
}, L{t
4
}, . . ., L{t
n
}.
Thus to calculate L{t
3
} we note that t
n
= t t
n1
and
L{t
2
} = 2s
3
=
2!
s
3
L{t
3
} = L{t t
2
} =
d
ds
(2s
3
) = (3)(2)s
4
=
2 3
s
4
.
This argument can be repeated for successive powers of t to obtain the
general result
L{t
n
} =
n!
s
n+1
.
Example 2.17: Calculate L{t sin(3t)}.
Solution:
L{t sin(3t)} =
dF
ds
,
where F(s) = L{sin(3t)}. Since L{sin(3t)} =
3
s
2
+ 9
we obtain
L{t sin(3t)} =
d
ds
_
3
s
2
+ 9
_
=
d
ds
_
3(s
2
+ 9)
1
_
=
6s
(s
2
+ 9)
2
.

Example 2.18: Calculate L{t
2
cos(5t)}.
Solution:
L{t
2
cos(5t)} =
d
2
F
ds
2
,
where F(s) = L{cos(5t)}. Then
L{cos(5t)} =
s
s
2
+ 25
so that L{t
2
cos(5t)} =
d
2
ds
2
_
s
s
2
+ 25
_
.
Firstly,
d
ds
_
s
s
2
+ 25
_
=
(s
2
+ 25) s(2s)
(s
2
+ 25)
2
=
25 s
2
(s
2
+ 25)
2
,
from where it follows that
d
2
ds
2
_
s
s
2
+ 25
_
=
d
ds
_
25 s
2
(s
2
+ 25)
2
_
=
(s
2
+ 25)
2
(2s) (25 s
2
)(2)(s
2
+ 25)(2s)
(s
2
+ 25)
4
=
(s
2
+ 25)(2s) (25 s
2
)4s
(s
2
+ 25)
3
=
2s(s
2
75)
(s
2
+ 25)
3
,
Thus L{t
2
cos(5t)} =
2s(s
2
75)
(s
2
+ 25)
3
.
2.2.6 Laplace transform of derivatives
If L{f(t)} = F(s) then L{f
(t)} = sF(s) f(0). Another way of expressing

this is
L
_
dx
dt
_
= sX(s) x(0) ,
where L{x(t)} = X(s).
To see this we use the denition
L
_
dx
dt
_
=
_

0
e
st
dx
dt
dt
Now using integration by parts, taking u = e
st
and
dv
dt
=
dx
dt
we obtain
L
_
dx
dt
_
= lim
R
_
x(t)e
st
R
0
=
_

0
x(se
st
) dt
= x(0) +s
_

0
xe
st
dt
= x(0) +sX(s) = sX(s) x(0) ,
where L{x(t)} = X(s). Note that x(t) was assumed to be of exponential
order.
We can apply this result to obtain expressions for Laplace transforms of
higher order derivatives in terms of the Laplace transform of the function.
L
_
d
2
x
dt
2
_
= sL
_
dx
dt
_
x
(0)
= s(sX(s) x(0)) x
(0)
= s
2
X(s) sx(0) x
(0) .
This can be continued for higher order derivatives:
L
_
d
3
x
dt
3
_
= s
3
X(s) s
2
x(0) sx
(0) x
(0) ,
.
.
.
L
_
d
n
x
dt
n
_
= s
n
X(s) s
n1
x(0) sx
(n2)
(0) x
(n1)
(0) , (2.1)
where x
(n)
denotes
d
n
x
dt
n
.
Example 2.19: We can use the result L
_
df
dt
_
= sF(s) f(0) along with
L{sin t} =
1
s
2
+ 1
to conclude that L{cos t} =
s
s
2
+ 1
by regarding
cos t as
d
dt
sin t.
2.2.7 Laplace transform of integrals
Let g(t) =
_
t
0
f(u) du. Then
dg
dt
= f(t). Taking the Laplace transform of
the left- and right-hand sides of this equation and using (2.1) with n = 1 we
obtain
L
_
dg
dt
_
= sG(s) g(0) = L{f(t)} = F(s) ,
where G(s) = L{g(t)} and F(s) = L{f(t)}. However
g(0) =
_
0
0
f(u) du = 0
so that sG(s) = F(s). Finally,
L
__
t
0
f(u) du
_
=
F(s)
s
.
2.2.8 Summary of general rules for Laplace transforms
x(t) L{x(t)} = X(s)
f(t) +g(t) F(s) +G(s)
tf(t)
dF
ds
t
n
f(t) (1)
n
d
n
F
ds
n
e
at
f(t) F(s a)
f
(t) sF(s) f(0)

f
(t) s
2
F(s) sf(0) f
(0)
_
t
0
f(u) du
F(s)
s
2.2.9 Inverse Laplace transforms
It is often the case in particular applications that we know the Laplace
transform of a function, without rst knowing the function. In order to
identify the function in question, we have to reverse the process of nding a
Laplace transform. If L{f(t)} = F(s), then we say that f(t) is the inverse
Laplace transform of F(s) and write L
1
{F(s)} = f(t). We can use the
earlier table of Laplace transforms to nd inverse Laplace transforms by
simply reading from right to left instead of from left to right. Thus for
example we have
1. L
1
_
2
s
3
_
= t
2
,
2. L
1
_
3
s
2
+ 9
_
= sin(3t),
3. L
1
_
4
s 5
_
= 4e
5t
.
It should be clear that L
1
{aF(s) + bG(s)} = aL
1
{F(s)} + bL
1
{G(s)}.
The Laplace transform of a function is usually somewhat disguised and it
might not be possible to use the tables immediately (e.g. see the nal forms
of F(s) in Examples 2.8 and 2.9 in the end of Section 2.2.2). This means
that in order to nd the inverse Laplace transform of a function we usually
have to bring the initial transform into a suitable form that allows us to
identify it with known structures on the right-hand side of the table.
Example 2.20: Find L
1
_
5
s
2
+s 6
_
.
Solution: The denominator of the given rational function is quadratic
with the determinant D = 1
2
4 1 (6) = 25 > 0, thus it can be
factorized as s
2
+ s 6 = (s + 3)(s 2). Then we can re-write the
function in terms of partial fractions
F(s) =
5
(s + 3)(s 2)
=
A
s + 3
+
B
s 2
.
Multiplying through by (s + 3)(s 2) gives 5 = A(s 2) + B(s + 3).
If we substitute s = 2 we get 5 = A(2 2) + B(2 + 3); thus 5 = 5B
and B = 1. Similarly if we substitute s = 3 we nd A = 1. Thus
5
s
2
+s 6
=
1
s 2

1
s + 3
and
L
1
{F(s)} = L
1
_
1
s 2
_
L
1
_
1
s + 3
_
= e
2t
e
3t
.

1
_
2s + 7
s
2
4s + 13
_
.
Solution: The denominator of the given rational function is quadratic
with the determinant D = (4)
2
4 1 13 = 36 < 0, thus it can-
not be factorized. Instead we complete the square as s
2
4s + 13 =
(s
2
4s + 4) 4 + 13 = (s 2)
2
+ 3
2
. Then
F(s) =
2s + 7
s
2
4s + 13
=
2(s 2) + 11
(s 2)
2
+ 3
2
= 2
s 2
(s 2)
2
+ 3
2
+
11
3
3
(s 2)
2
+ 3
2
.
Therefore
L
1
{F(s)} = L
1
_
2
s 2
(s 2)
2
+ 3
2
_
L
1
_
11
3
3
(s 2)
2
+ 3
2
_
= 2e
2t
cos(3t) +
11
3
e
2t
sin(3t) .
The following examples show that we can use the rst shift theorem in
reverse. According to that theorem
L
_
e
at
f(t)
_
= F(s a) , where L{f(t)} = F(s) .
Reversing this gives
L
1
{F(s a)} = e
at
f(t) .
1
_
1
(s 5)
2
_
.
Solution: If we let F(s) =
1
s
2
, then F(s 5) =
1
(s 5)
2
. Then
L
1
{F(s)} = L
1
_
1
s
2
_
= t. Therefore
L
1
_
1
(s 5)
2
_
= L
1
{F(s 5)} = e
5t
t .

1
_
1
(s + 3)
6
_
.
Solution: If we let F(s) =
1
s
6
, then F(s + 3) =
1
(s + 3)
6
. Since
L{t
5
} =
5!
s
6
and L
1
_
5!
s
6
_
= t
5
, L
1
{F(s)} = L
1
_
1
s
6
_
=
t
5
5!
. Thus
L
1
_
1
(s + 3)
6
_
= L
1
{F(s + 3)} =
e
3t
t
5
120
.
2.2.10 Exercises
Ex. 2.1: Use the denition of the Laplace transform of f(t)
F(s) = L{f(t)} =
_

0
e
st
f(t) dt
to nd the Laplace transform of
(i) sin(3t), (ii) cos(2t), (iii) cosh(3t), (iv) exp(t).
Ex. 2.2: Find the Laplace transform of
(i) cos t+sin t, (ii) t
3
+5t
2
3t+6, (iii) 3 exp(2t)+cos(2t)+sinh(2t),
(iv) cos(3t) + sin(4t), (v) 2t
4
5t
3
+ 8, (vi) cosh(2t) + sinh(2t).
Ex. 2.3: Prove that if a is a constant then
L{t sin(at)} =
2as
(s
2
+a
2
)
2
and L{t cos(at)} =
s
2
a
2
(s
2
+a
2
)
2
.
Ex. 2.4: Use the derivative of transform property to determine the Laplace
transform of the following (assume a to be constant):
(i) e
2t
t, (ii) t cos(3t), (iii) t sin(at), (iv) t
2
e
5t
, (v) (1 +t)e
2t
,
(vi) e
4t
t
2
, (vii) t
2
cos(at) (viii) t
2
sin(at), (ix) t
3
e
at
.
Ex. 2.5: Use the rst shift property to determine the Laplace transform of
the following:
(i) e
2t
sin(2t), (ii) t
2
e
3t
, (iii) 2te
0.4t
, (iv) exp(2t) cos(2t).
Ex. 2.6: Evaluate the folloowing denite integrals using Laplace transforms:
(i)
_

0
e
2t
sin(3t) dt, (ii)
_

0
e
2t
cos(4t) dt,
(iii)
_

0
e
2t
4t
3
dt, (iv)
_

0
te
t
sin(5t) dt,
(v)
_

0
t
5
e
2t
dt, (vi)
_

0
te
3t
cos(4t) dt.
Ex. 2.7: Find the inverse Laplace transform of the following functions:
(i)
3
s
+
2
s 4
, (ii)
2s
s
2
4
, (iii)
s + 6
s
2
+ 4
, (iv)
12s
s
2
5s + 6
,
(v)
s
2
(2 +s)
2
(3 +s)
, (vi)
s 1
s
2
+ 6s + 13
, (vii)
s + 3
s
2
4s + 13
,
(viii)
3s 5
(s 4)(s + 3)
, (ix)
s 4
(s + 5)(s 2)
, (x)
3s + 16
s
2
4
,
2.3. Solution of linear dierential equations using Laplace transforms 79
(xi)
3s 2
(s + 4)(s
2
s)
, (xii)
s
s
2
+ 2
, (xiii)
1
s
2
+s 12
,
(xiv)
1
s
3
4s
, (xv)
s
2
6s + 4
s
3
3s
2
+ 2s
.
2.3 Solution of linear differential equations using La-
place transforms
Laplace transforms provide a very ecient method for nding the solution
of linear dierential equations, particularly those with constant coecients.
2.3.1 Linear differential equations
The following are examples of linear dierential equations with constant
coecients:
dx
dt
+ax = 0, a is a constant
dx
dt
+ax = e
t
d
2
x
dt
2
+a
dx
dt
+bx = 0, a and b are constants
d
2
x
dt
2
+ 3
dx
dt
12x = e
t
cos(2t)
These equations are linear because the unknown functions enter them lin-
early, i.e. they (and their derivatives) can only be multiplied by a constant
coecient, but not by themselves and they cannot be a part of any other
function. Note that some of the equations above include nonlinear known
functions, but this does not make them non-linear since the unknown func-
tions still appear linearly. You studied various methods of solving linear
dierential equations with constant coecients previously (review topics on
separation of variables, characteristic equation, integrating factor technique
and method of undertermined coecients). For example, the rst equation
can be solved by separation of variables: the equation can be re-written as
1
x
dx
dt
= a
and then integrating the left- and right-hand sides separately gives ln |x| =
at + c so that |x| = e
at+c
= e
c
e
at
where c is arbitrary. Hence the
solution is x = Ae
at
where |A| = e
c
. We can determine the constant A if
we know the value of x at some particular point, usually the initial value
x(0). However here we will see how Laplace transforms enable us to solve
linear ordinary dierential equations by reducing them to a set of linear
algebraic equations which automatically incorporate the initial conditions.
Linear ordinary dierential equations with constant coecients have appli-
cations in many areas of engineering.
The force acting on a body of mass m by a spring is given by F = kx,
where x is the displacement of the spring from the equilibrium position,
and k is a constant determined by the spring. By Newtons second law
of motion we have F = m
d
2
x
dt
2
so that m
d
2
x
dt
2
= kx, or
m
d
2
x
dt
2
+kx = 0 .
For the example just described, if there is a resistance due to friction
which is proportional to the velocity of the mass, we have F = kx
dx
dt
, so
m
d
2
x
dt
2
+
dx
dt
+kx = 0 .
If there is an external force G(t) acting on m, the equation of motion
takes the form
m
d
2
x
dt
2
+
dx
dt
+kx = G(t) .
In a simple electrical circuit with a resistance R, a capacitance C and
an inductance L in series, and external electromotive force of E(t) the
equation governing the charge Q in the circuit is
1
L
d
2
Q
dt
2
+R
dQ
dt
+
Q
C
= E(t) .
2.3.2 Initial value problems
We illustrate the application of Laplace transforms to the solution of dier-
ential equations by considering the following simple example.
1
Note the close analogy between the last two equations here. This analogy allows us,
under some circumstances, to model electrical circuits using mechanical systems, and vice
versa.
Example 2.24: Solve the initial value problem
dx
dt
= 2x, x(0) = 3.
Solution: Taking the Laplace transform of both sides of the equa-
tion gives L
_
dx
dt
_
= L{2x}. Thus sX(s) x(0) = 2X(s). Using
x(0) = 3, we obtain sX(s) 3 = 2X(s), which we can rearrange to
sX(s) 2X(s) = 3, that is (s 2)X = 3 so X(s) =
3
s 2
. Finally,
take the inverse Laplace transform to obtaine
x(t) = L
1
{X(s)} = L
1
_
3
s 2
_
= 3e
2t
.
Note. Usually solutions of dierential equations involves constants of in-

tegration which can be found from initial conditions. With the Laplace
transform method the initial values are incorporated automatically. In fact
the Laplace transform technique takes the dierential equation for a de-
pendent variable together with its initial conditions and converts it to an
algebraic equation for the transform of the dependent variable. As previ-
ously described, the dierential aspect of the equation is automatically
integrated by using our knowledge of the Laplace transforms stored in ta-
bles. The integration has thereby been performed for us and the solution of
the resulting algebraic equation is usually straightforward. The catch is that
we still have to perform an inversion of the resulting transform, which can
involve some further algebra to prepare an expression whose inverse trans-
form can be found from tables. The inversion itself is often straightforward.
However in some cases where the result is not to be found in tables the
process of inversion can become very complicated, involving sophisticated
mathematics in the complex plane.
d
2
x
dt
2
+ 4x = 0 , x(0) = A,
dx
dt
= B at t = 0 .
Solution: Taking the Laplace transform of the equation gives
L
_
d
2
x
dt
2
_
+L{4x} = 0 .
Thus s
2
X sx(0) x
(0) + 4X = 0. Using x(0) = A and x
(0) = B
we get (s
2
+ 4)X = As +B, which we can rearrange to
X =
As
s
2
+ 4
+
B
s
2
+ 4
.
Now we take the inverse Laplace transform
L
1
{X} = L
1
_
As
s
2
+ 4
_
+
B
2
L
1
_
2
s
2
+ 4
_
,
which gives the solution x(t) = Acos(2t) +
B
2
sin(2t).
Take note here of the technique employed for inverting the second
term. The 4 in the denominator suggests sin(2t), but this would re-
quire a 2 in the numerator. We insert the 2, but remove it again
elsewhere in order to keep the term correct. Methods of this kind are
used often in the inversion of Laplace transforms.
d
2
x
dt
2
2
dx
dt
+x = 3e
t
, x(0) = 1 , x
(0) = 1 .
Solution: Taking the Laplace transform of both sides of the equa-
tion gives
L
_
d
2
x
dt
2
_
2L
_
dx
dt
_
+L{x} = 3L
_
e
t
_
.
Thus
(s
2
X(s) sx(0) x
(0)) 2(sX(s) x(0)) +X(s) =

3
s 1
.
Using x(0) = 1 and x
(0) = 1 gives s
2
Xs12(sX1)+X =
3
s 1
,
which we can rearrange to (s
2
2s + 1)X s + 1 =
3
s 1
, that is
(s 1)
2
X = s 1 +
3
s 1
.
Then
X(s) =
(s 1)
(s 1)
2
+
3
(s 1)
3
=
1
(s 1)
+
3
(s 1)
3
.
Now we take the inverse Laplace transform
L
1
{X(s)} = x(t) = L
1
_
1
(s 1)
_
+ 3L
1
_
1
(s 1)
3
_
.
From the table L
1
_
1
(s 1)
_
= e
t
, and to nd L
1
_
1
(s 1)
3
_
note
that L
_
t
2
_
=
2
s
3
, so L
1
_
1
s
3
_
=
1
2
t
2
. Then by the rst shift theorem
L
1
_
1
(s 1)
3
_
=
1
2
t
2
e
t
. Thus x(t) = e
t
+
3
2
t
2
e
t
.
2.3.3 Simultaneous differential equations
Example 2.27: Solve the system of equations
dx
dt
= 6x 3y ,
dy
dt
= 2x +y
given x(0) = 3 and y(0) = 5.
Solution: Taking the Laplace transform of the pair of equations
gives
sX x(0) = 6X 3Y ,
sY y(0) = 2X +Y .
Substituting the initial values and rearranging gives
sX 6X + 3Y = 3 ,
2X +sY Y = 5.
or
(s 6)X + 3Y = 3
2X + (s 1)Y = 5 .
This is a pair of simultaneous equations in the variables X and Y and
we can write down the solution pair using, for example, Cramers rule:
X =
3 3
5 s 1
s 6 3
2 s 1
, Y =
s 6 3
2 5
s 6 3
2 s 1
.
Then expanding the determinants we obtain
X =
3s 18
s
2
7s + 12
, Y =
5s 24
s
2
7s + 12
Since s
2
7s +12 = (s 3)(s 4), we can prepare these for inversion
by expanding as partial fractions:
X =
9
s 3

6
s 4
, Y =
9
s 3

4
s 4
.
Taking the inverse Laplace transform gives the solutions
x = 9e
3t
6e
4t
,
y = 9e
3t
4e
4t
.
Check that these are indeed the correct solutions for x(t) and y(t) by
substituting them into the original dierential equations.
2.3.4 Exercises
Ex. 2.8: Use Laplace transforms to solve the following initial value prob-
lems:
(a)
dx
dt
4x = 3e
2t
, x(0) = 1 ; (b)
dx
dt
+x = 5e
t
, x(0) = 3 ;
(c) 2
dx
dt
+ 5x = 3 sin t , x(0) = 4 ; (d)
dx
dt
6x = e
t
, x(0) = 2 ;
(e)
dx
dt
6x = 12t
2
, x(0) = 1 ; (f)
dx
dt
x = 4t
2
5t , x(0) = 2 .
Ex. 2.9: Use Laplace transforms to solve the following initial value prob-
lems:
2.4. Laplace transform of step functions 85
(a) x
6x
+ 10x = 0, x(0) = 1, x
(0) = 3;
(b) x
3x
10x = e
t
, x(0) = 6, x
(0) = 4;
(c) x
+x
+ 2x = 0, x(0) = 1, x
(0) = 1;
(d) x
3x = 4 sin t, x(0) = 1, x
(0) = 1;
(e) x
+x
2x = 7 +t t
2
, x(0) = 0, x
(0) = 0;
(f) x
+ 8x
+ 7x = 4e
2t
, x(0) = 1, x
(0) = 1;
(g) x
2x
+ 2x = 2e
t
cos t, x(0) = 1.5, x
(0) = 1.5;
(h) y
2y
+ 2y = (3t
2
+ 2)e
t
, y(0) = 20, y
(0) = 34.
Ex. 2.10: Use Laplace transforms to solve each system of dierential equa-
tions:
(a) x = 2x 3y, (b) x = 2y,
y = 2x +y, y = 2x,
x(0) = 8, y(0) = 3; x(0) = 1, y(0) = 0;
(c) x = y + cos t, (d) x = 2y + 1,
y = x + 1, y = 2x t,
x(0) = 1, y(0) = 0; x(0) = 1, y(0) = 1.
2.4 Laplace transform of step functions
2.4.1 Heaviside function
Denition 2.5 The Heaviside step function is dened by
H(t) =
_
0 , t < 0 ,
1 , 0 t .
A graph of this function is shown in Figure 2.1. Note that the function has
a discontinuity at t = 0.
Denition 2.6 Functions which have a nite number of discontinuities, but
are otherwise continuous, are called piecewise continuous
2
.
Using H(t) we can dene other step functions
H(t a) =
_
0 , t < a ,
1 , a t .
2
We have already met a number of such functions in Section 1.2.
0.5
1
4 2 2 4
Figure 2.1: Unit step function, or Heaviside function.
The graph is the same as that of H(t) except that the discontinuity occurs
at t = a instead of t = 0 (a shift by a along the t axis).
Suppose that a < b. Then we can dene a function which is equal to 1 in
the interval [a, b) and 0 elsewhere:
H(t a) H(t b) =
_
_
0 , t < a ,
1 , a t < b ,
0 , b t .
t
0.5
1
2 2 4 6
Figure 2.2: Function H(t 2) H(t 4).
Figure 2.2 shows the graph of the function H(t 2) H(t 4), which is
equal to 1 in the interval [2, 4) and 0 elsewhere. Such combinations of step
functions can be used to switch on some other function over an interval.
Given a function f(t) then the function f(t)(H(t a) H(t b)) is equal
to f(t) over the interval [a, b) and is 0 elsewhere. For example, the function
f(t) = t
2
(H(t 2) H(t 4)) is equal to t
2
in the interval [2, 4) and is 0
elsewhere. The graph of this function is shown in Figure 2.3. We can build
up more complicated functions using the step function.
4
16
2 1 1 2 3 4 5 6
Figure 2.3: Function f(t) = t
2
(H(t 2) H(t 4)).
Example 2.28: Let
f(t) =
_
_
0 , t < 0 ,
t
2
, 0 t < 2 ,
t + 4 , 2 t < 4 ,
7 , 4 t .
We can write this function in terms of step functions as
f(t) = t
2
(H(t) H(t 2)) +(t +4)(H(t 2) H(t 4)) +7H(t 4) .
Expanding brackets and collecting coecients of the Heaviside func-
tions gives
f(t) = t
2
H(t) + (t + 4 t
2
)H(t 2) + (3 t)H(t 4) .
The graph of the function is shown in Figure 2.4.
t 0
1
2
3
4
5
6
7
8
2 2 4 6
Figure 2.4: More complicated piecewise continuous function.
2.4.2 Laplace transform of Heaviside function
If a 0 then we have
L{H(t a)} =
_

0
H(t a)e
st
dt
=
_
a
0
0e
st
dt +
_

a
1e
st
dt
= lim
R
_
e
st
s
_
R
a
=
e
as
s
.
Then because of linearity we have for 0 a b
L{H(t a) H(t b)} =
1
s
_
e
sa
e
sb
_
.
2.4.3 The second shift theorem
Theorem 2.7 (second shift theorem) If L{f(t)} = F(s) then for any
a 0
L{f(t a)H(t a)} = e
as
F(s) .
The proof using the denitions and a change of integration variable is left
as an exercise.
Example 2.29: Find the Laplace transform of g(t) = t
2
H(t 3).
Solution: In order to apply the second shift theorem we need to
express g(t) in the form f(t 3)H(t 3). We have
g(t) = t
2
H(t 3)
= ((t 3) + 3)
2
H(t 3)
= ((t 3)
2
+ 6(t 3) + 9)H(t 3)
= (t 3)
2
H(t 3) + 6(t 3)H(t 3) + 9H(t 3)
so that L{g(t)} =
2
s
3
e
3s
+
6
s
2
e
3s
+
9
s
e
3s
.

Example 2.30: Find the Laplace transform of
f(t) =
_
_
0 , t < 0 ,
t
2
, 0 t < 2 ,
t + 4 , 2 t < 4 ,
7 , 4 t .
Solution: We saw before that
f(t) = t
2
H(t) + (t + 4 t
2
)H(t 2) + (3 t)H(t 4) .
The rst term is already in an appropriate form. The others must be
written in terms of t 2 and t 4, respectively. So,
(t + 4 t
2
)H(t 2) = ((t 2)
2
3(t 2) + 2))H(t 2)
= (t 2)
2
H(t 2) 3(t 2)H(t 2) + 2H(t 2) .
Similarly, in the 3rd term use the substitution u = t 4 to obtain
3 t = 3 (u + 4) = 1 u = 1 (t 4). Thus
f(t) = t
2
H(t) (t 2)
2
H(t 2) 3(t 2)H(t 2) + 2H(t 2)
H(t 4) (t 4)H(t 4) .
Taking Laplace transforms now gives
L{f(t)} =
2
s
3
+e
2s
_
2
s

3
s
2

2
s
3
_
e
4s
_
1
s
+
1
s
2
_
.
In terms of inverse Laplace transforms the second shift theorem can
be expressed as
L
1
{e
as
F(s)} = f(t a)H(t a) ,
where f(t) = L
1
{F(s)}.
Example 2.31: Find the inverse Laplace transform of F(s) =
e
4s
s + 5
.
Solution: We have L
1
_
1
s + 5
_
= e
5t
. The theorem tells us just
to shift t to t 4 in this expression and then multiply by H(t 4)
L
1
_
e
4s
s + 5
_
= e
5(t4)
H(t 4) .

2.4.4 Exercises
Ex. 2.11: Express the following functions in terms of Heaviside step func-
tions and nd their Laplace transforms:
(a) f(t) =
_
_
t
2
, 0 t < 2 ,
t + 4 , 2 t < 4 ,
3 , 4 t ;
(b) f(t) =
_
_
t , 0 t < 3 ,
3 t , 3 t < 6 ,
0 , 6 t .
Ex. 2.12: Find the inverse Laplace transforms of the folloowing functions:
(a)
e
3s
e
s
s
, (b)
e
3s
s 3
, (c)
e
2s
s
2
, (d)
e
s
s
2
+ 2s + 2
,
(e)
e
s
s
2
+
2
, (f)
s(1 +e
s
)
s
2
+ 1
, (g)
1 e
s
s
2
+ 4
.
Ex. 2.13: Prove the second shift theorem.
Ex. 2.14: Solve the following initial value problems:
(a) x + 2x = f(t), x(0) = 2, where f(t) =
_
3 , 0 t < 1 ,
0 , 1 t ;
(b) x x = 4(H(t 1) H(t 2)), x(0) = 6;
(c) x + 4x = H(t ) H(t 2), x(0) = 4, x(0) = 0;
(d) x + 2x = 2(t 2)H(t 2), x(0) = 4.
2.5 Answers to the exercises
Note: answers calculated with Mathematica (or Maple) can sometimes
look dierent to those presented here, but might still be equivalent.
Ex. 2.1: (i)
3
s
2
+ 9
, (ii)
s
s
2
+ 4
, (iii)
s
s
2
9
, (iv)
1
s + 1
.
Ex. 2.2: (i)
s
s
2
+ 1
+
1
s
2
+ 1
=
s + 1
s
2
+ 1
, (ii)
6
s
4
+
10
s
3

3
s
2
+
6
s
,
(iii)
3
s + 2
+
s
s
2
+ 4
+
2
s
2
4
, (iv)
s
9 +s
2
+
4
16 +s
2
, (v)
48
s
5
30
s
4
+
8
s
,
(vi)
1
s 2
.
Hint.: use the exponential denition of the hyperbolic functions in
(vi) and simplify rst.
Ex. 2.4: (i)
1
(s + 2)
2
, (ii)
s
2
9
(s
2
+ 9)
2
, (iii)
2as
(s
2
+a
2
)
2
, (iv)
2
(s + 5)
3
,
(v)
1
(s + 2)
2
+
1
s + 2
=
s + 3
(s + 2)
2
, (vi)
2
(s + 4)
3
, (vii)
2s
_
3a
2
+s
2
_
(s
2
+a
2
)
3
,
(viii)
2a
_
a
2
3s
2
_
(s
2
+a
2
)
3
, (ix)
6
(s +a)
4
.
Ex. 2.5: (i)
2
s
2
+ 4s + 8
, (ii)
2
(s 3)
3
, (iii)
2
(s 0.4)
2
, (iv)
s + 2
s
2
+ 4s + 8
.
Ex. 2.6: As an example, solution for part (i) is given here. If there was an
s in the exponential instead of the 2, then this would be L{sin(3t)} =
3
s
2
+ 9
. Hence let s = 2 in this transform to get the answer. Solutions
to the other items are similar.
(i)
3
13
, (ii)
1
10
, (iii)
3
2
, (iv)
5
338
, (v)
15
8
, (vi)
7
625
.
Ex. 2.7: (i) 3 + 2e
4t
, (ii) e
2t
+e
2t
or 2 cosh t, (iii) cos(2t) + 3 sin(2t),
(iv) partial fractions: 12
_
3
s 3

2
s 2
_
, answer: 12
_
3e
3t
2e
2t
_
;
(v) partial fractions:
4
(s + 2)
2

8
s + 2
+
9
s + 3
,
answer: 9e
3t
8e
2t
+ 4te
2t
= e
3t
_
9 + 4e
t
(t 2)
_
;
(vi) the denominator does not factorise simply, thus complete the
square to get
s 1
(s + 3)
2
+ 4
=
s + 3 4
(s + 3)
2
+ 4
=
s + 3
(s + 3)
2
+ 2
2
2
2
(s + 3)
2
+ 2
2
,
answer: e
3t
(cos(2t) 2 sin(2t));
(vii) similar to number (vi): e
2t
_
cos(3t) +
5
3
sin(3t)
_
;
(viii) partial fractions:
1
s 4
+
2
s 3
, answer: 2e
3t
+e
4t
;
(ix) partial fractions:
1
7
_
9
s + 5

2
s 2
_
, answer:
1
7
_
9e
5t
2e
2t
_
;
(x) rewrite as 3
s
s
2
2
2
+ 8
2
s
2
2
2
,
answer: 3 cosh(2t) + 8 sinh(2t) =
1
2
_
11e
2t
5e
2t
_
(the exponential
version can also be found directly from using partial fractions with
s 2 and s + 2);
(xi) partial fractions:
1
2s
+
1
5(s 1)

7
10(s + 4)
,
answer:
1
2
+
1
5
e
t
7
10
e
4t
;
(xii) write it as
s
s
2
+ (
2)
2
to get cos(
2t);
(xiii) partial fractions:
1
7
_
1
s 3

1
s + 4
_
, answer:
1
7
_
e
3t
e
4t
_
;
(xiv) partial fractions:
1
8
_
1
s 2
+
1
s + 2

2
s
_
, answer:
1
8
e
2t
_
e
2t
1
_
2
(after factorising);
(xv) partial fractions:
2
s
+
1
s 1

2
s 2
, answer: 2 +e
t
2e
2t
.
Ex. 2.8:
(a) (s 4)X(s) 1 =
3
s 2
so that
X(s) =
s + 1
(s 2)(s 4)
=
1
2
_
5
s 4

3
s 2
_
,
answer: x(t) =
1
2
_
5e
4t
3e
2t
_
;
(b) (s + 1)X(s) 3 =
5
s + 1
so that
X(s) =
3s + 8
(s + 1)
2
=
3
s + 1
+
5
(s + 1)
2
, answer: x(t) = e
t
(3 + 5t);
(c) 2(sX(s) 4) + 5X(s) =
3
s
2
+ 1
so that
X(s) =
8s
2
+ 11
(s
2
+ 1)(2s + 5)
=
1
29
_
6s + 15
s
2
+ 1
+
122
s +
5
2
_
,
answer: x(t) =
1
29
_
6 cos t + 15 sin t + 122e
5t
2
_
;
(d) sX(s) 2 6X(s) =
1
s + 1
so that X(s) =
2s + 3
(s 6)(s + 1)
=
1
7
_
15
s 6

1
s + 1
_
, answer: x(t) =
1
7
_
15e
6t
e
t
_
;
(e) sX(s) 1 6X(s) =
24
s
3
so that X(s) =
s
3
+ 24
s
3
(s 6)
=
10
9(s 6)

4
s
3

2
3s
2

1
9s
, answer: x(t) =
1
9
_
10e
6t
18t
2
6t 1
_
;
(f) sX(s)2X(s) =
8
s
3
5
s
2
=
8 5s
s
3
so that X(s) =
2s
3
5s + 8
(s 1)s
3
=
5
s 1

8
s
3

3
s
2

3
s
, answer: x(t) = 3 3t 4t
2
+ 5e
t
.
Ex. 2.9:
(a) X(s) =
s 9
s
2
6s + 10
=
(s 3) 6
(s 3)
2
+ 1
,
answer: x(t) = e
3t
(cos t 6 sin t);
(b) (s
2
3s10)X(s) = 6s22+
1
s + 1
so that X(s) =
6s
2
16s 21
s + 1
=
1
6
_
7
s 5

1
s + 1
_
+
5
s + 2
, answer: x(t) =
1
6
_
30e
2t
e
t
+ 7e
5t
_
;
(c) (s
2
+s+2)X(s) = s+2 so that X(s) =
s + 2
s
2
+s + 2
=
s +
1
2
+
3
2
_
s +
1
2
_
2
+
7
4
,
answer: x(t) = e
t
2
_
cos
7t
2
+
3
7
7 sin
7t
2
_
;
(d) (s
2
3)X(s) = s+1+
4
s
2
+ 1
so that X(s) =
s + 1
s
2
3
+
4
(s
2
+ 1)(s
2
3)
,
then use partial fractions for the second term, and combine with
the rst term to get
s + 2
s
2
3

1
s
2
+ 1
,
answer: x(t) = cosh(
3t) +
2
3
sinh(
3t) sin t;
(e) (s
2
+s 2)X(s) =
7s
2
+s 2
s
3
so that X(s) =
1
s
3

3
s
+
2
s 1
+
1
s + 2
, answer: x(t) = e
2t
+ 2e
t
3 +
1
2
t
2
;
(f) similar to the above X(s) =
s
2
+ 11s + 22
(s + 1)(s + 7)(s + 2)
=
2
s + 1

1
5
_
4
s + 2
+
1
s + 7
_
, answer: x(t) =
1
5
_
10e
t
4e
2t
e
7t
_
;
(g) rst get (s
2
2s+2)X(s) =
3
2
(s1)+
2(s 1)
(s 1)
2
+ 1
, then it is more
ecient not to combine the terms on the right, but instead note
that the factor on the left can also be written as (s1)
2
+1 so that
X(s) =
3
2
s 1
(s 1)
2
+ 1
+
2(s 1)
((s 1)
2
+ 1)
2
. The rst term can be
inverted easily. The second needs some ingenuity. Note that the
denominator is a square. This might remind us of the quotient
rule. It is then useful to notice that the numerator is exactly
the derivative of the term inside the square in the denominator.
Thus we can write X(s) =
3
2
s 1
(s 1)
2
+ 1

d
ds
_
1
(s 1)
2
+ 1
_
,
which allows us to invert the second term using the rule for tf(t),
obtaining the answer: x(t) = e
t
_
3
2
cos t +t sin t
_
.
(h) After taking the transform and rearranging we get
Y (s) = 20s 6 +
2s
2
4s + 8
(s 1)
3
(s
2
2s + 2)
=
24s 10
s
2
2s + 2
+
6
(s 1)
3

4
s 1
=
24(s 1) + 14
(s 1)
2
+ 1
+
6
(s 1)
3

4
s 1
yielding the answer: y(t) = e
t
_
24 cos t + 14 sin t + 3t
2
4
_
.
Ex. 2.10:
(a) x = 3e
4t
+ 5e
t
, y = 2e
4t
+ 5e
t
;
(b) x = cos(2t), y = sin(2t);
(c) x =
1
2
(2 + (4 +t) cos t + sin t), y =
1
2
(4 +t) sin t;
(d) x =
1
2
_
t
3
2
sin(2t)
_
cos(2t), y =
1
4
(1 + 3 cos(2t)) sin(2t).
Ex. 2.11:
(a) f(t) = t
2
[H(t) H(t 2)] +(t +4)[H(t 2) H(t 4)] +3H(t
4). Before taking the transform we must write the coecients of
H(t 2) and H(t 4) as functions of t 2 and t 4, respectively.
f(t) = t
2
H(t)[(t2)
2
+3(t2)2]H(t2)[(t4)+5]H(t4) .
L{f(t)} =
2
s
3

_
2
s
3
+
3
s
2

2
s
_
e
2s
_
1
s
2
+
5
s
_
e
4s
=
2
s
3
+
2s
2
3s 2
s
3
e
2s
5s + 1
s
2
e
4s
.
(b) f(t) = tH(t) [(2(t 3) +3]H(t 3) +[(t 6) +3]H(t 6), which
leads to L(f(t)) =
1
s
2

3s + 2
s
2
e
3s
+
3s + 1
s
2
e
6s
.
Ex. 2.12:
(a) H(t 3) H(t 1).
(b) e
3(t3)
H(t 3).
(c) (t 2)H(t 2).
(d) The denominator is a perfect square. After using the dierence
formula for sin(t ), the answer is easily seen to be
e
(t)
sin(t)H(t ).
(e)
1
sin((t 1))H(t 1) =
1
sin(t)H(t 1).
(f) cos t(1 H(t )). This could also be written as cos(t)H( t).
The graphs of H(t) and H( t) are shown in Figure 2.5.
0.5
1
4 2 2 4
0
t
0.5
1
Figure 2.5: Graphs of H(t) (left) and H( t) (right).
(g)
1
2
sin(2t)(1 H(t )).
Ex. 2.13:
(a) First represent f(t) using the Heaviside step function f(t) =
3(H(t) H(t 1)). Then take Laplace transforms and rearrange
to obtain
X(s) =
2
s + 2
+
3
2
_
1
s

1
s + 2
_
(1 e
s
)
resulting in
x(t) = 2e
2t
+
3
2
(1 e
2t)
H(t)
3
2
(1 e
2(t1)
)H(t 1) .
Note that H(t) is 1 for all t 0 and since there is an implicit
assumption that t 0 in the problem (t is usually time), we could
drop H(t) in the second term, or include it as a factor in the rst
term with no eect.
(b) Similar to item (a),
x(t) = 6e
t
+ 4
_
e
t1
1)H(t 1) 4(e
t2
1
_
H(t 2) .
(c) X(s) =
4s
s
2
+ 4
+
1
4
_
1
s

s
s
2
+ 4
_
(e
s
e
2s
) giving
x(t) = 4 cos(2t)+
1
4
(1cos(2t))H(t)
1
4
(1cos(2t))H(t2) .
Note that here we have used the periodicity of the cosines to
eliminate shift factors of 2 in their arguments.
(d) X(s) =
4
s + 2
+
_
1
s
2

1
2s
+
1
2(s + 2)
_
e
2s
and
x(t) = 4e
2t
+
1
2
(e
2(t2)
+ 2t 5)H(t 2).
Appendix
A
Useful formulae
Module contents
A.1 Integration and dierentiation formulae . . . . . . . . . 97
A.2 Fourier series . . . . . . . . . . . . . . . . . . . . . . . . . 101
A.3 Laplace transforms . . . . . . . . . . . . . . . . . . . . . 102
A.1 Integration and differentiation formulae
Product rule
d
dt
(uv) = u
dv
dt
+v
du
dt
Quotient rule
d
dt
_
u
v
_
=
v
du
dt
u
dv
dt
v
2
Chain rule, or function of a function rule: if y = f(u(t)) then
dy
dt
=
df
du
du
dt
97
98 Appendix A. Useful formulae
Integration by substitution
_
f(u)
du
dt
dt =
_
f(u) du
Integration by parts
_
u
dv
dt
dt = uv
_
v
du
dt
dt , or
_
b
a
u
dv
dt
dt = [uv]
b
a
_
b
a
v
du
dt
dt
Table of integrals: in the following list the notation f
1
is used for inverse
functions. Thus sin
1
t denotes the inverse of sin t which is also sometimes
denoted by arcsin tit does not mean
1
sin t
. Similarly with tan
1
t etc.
Function y = f(t) Integral F(t) =
_
f(t) dt
1. t
n
t
n+1
n + 1
+C , n = 1
2. t
1
ln |t| +C
3. ln(at) t ln |at| t +C
4. e
at
1
a
e
at
+C
5. sin(at)
1
a
cos(at) +C
6. cos(at)
1
a
sin(at) +C
7. tan(at)
1
a
ln | cos(at)| +C =
1
a
ln | sec(at)| +C
8. cot(at)
1
a
ln | sin(at)| +C
9. sec
2
(at)
1
a
tan(at) +C
10. csc
2
(at)
1
a
cot(at) +C
11. sec(at)
1
a
ln | sec(at) + tan(at)| +C
12. csc(at)
1
a
ln | csc(at) cot(at)| +C
13. sinh(at)
1
a
cosh(at) +C
14. cosh(at)
1
a
sinh(at) +C
15. tanh(at)
1
a
ln | cosh(at)| +C
16. sech (at)
1
a
tan
1
| sinh(at)| +C
A.1. Integration and dierentiation formulae 99
17. sech
2
(at)
1
a
tanh(at) +C
18.
1
a
2
t
2
(|t| < a)
1
a
tanh
1
t
a
+C or
1
2a
ln
a +t
a t
+C
19.
1
t
2
a
2
(|t| > a)
1
a
coth
1
t
a
+C or
1
2a
ln
t a
t +a
+C
20.
1
a
2
t
2
sin
1
t
a
+C
21.
1
a
2
+t
2
sinh
1
t
a
+C
22.
1
a
2
+t
2
1
a
tan
1
t
a
+C
23.
1
t
2
a
2
cosh
1
t
a
+C or ln |t +
_
t
2
a
2
| +C
24.
1
t
t
2
a
2
sec
1
t
a
+C
25.
_
a
2
+t
2
t
2
_
a
2
+t
2
+
a
2
2
ln |t +
_
a
2
+t
2
| +C
26.
_
a
2
t
2
t
2
_
a
2
t
2
+
a
2
2
sin
1
t
a
+C
27. sin
2
(at)
1
2
t
1
4a
sin(2at) +C
28. cos
2
(at)
1
2
t +
1
4a
sin(2at) +C
29. tan
2
(at)
1
a
tan(at) t +C
30. sin
n
(at)
1
an
sin
n1
(at) cos(at) +
n 1
n
_
sin
n2
(at) dt
31. cos
n
(at)
1
an
cos
n1
(at) sin(at) +
n 1
n
_
cos
n2
(at) dt
32. sin
3
(at)
1
a
_
cos(at)
1
3
cos
3
(at)
_
+C
33. cos
3
(at)
1
a
_
sin(at)
1
3
sin
3
(at)
_
+C
34. tan
n
(at)
1
a(n 1)
tan
n1
(at)
_
tan
n2
(at) dt
35. cot
n
(at)
1
a(n 1)
cot
n1
(at)
_
cot
n2
(at) dt
36. sec
n
(at)
1
a(n 1)
sec
n2
(at) tan(at)
n 2
n 1
_
sec
n2
(at) dt
37. sin
n
(at) cos
m
(at)
sin
m+1
(at) cos
n1
(at)
a(m+n)
+
n 1
m+n
_
sin
m
(at) cos
n2
(at) dt
=
sin
m1
(at) cos
n+1
(at)
a(m+n)
+
m1
m+n
_
sin
m2
(at) cos
n
(at) dt
38. e
at
sin(bt)
e
at
a
2
+b
2
_
a sin(bt) b cos(bt)
+C
39. e
at
cos(bt)
e
at
a
2
+b
2
_
a cos(bt) +b sin(bt)
+C
40. sin
1
(at) t sin
1
(at) +
1
a
_
1 a
2
t
2
+C
41. cos
1
(at) t cos
1
(at)
1
a
_
1 a
2
t
2
+C
42. tan
1
(at) t tan
1
(at)
1
2a
ln(1 +a
2
t
2
) +C
43. t sin(at)
1
a
2
(sin(at) at cos(at)) +C
44. t cos(at)
1
a
2
(cos(at) +at sin(at)) +C
45. t
2
sin(at)
1
a
3
(2 cos(at) + 2at sin(at) a
2
t
2
cos(at)) +C
46. t
2
cos(at)
1
a
3
(a
2
t
2
sin(at) + 2at cos(at) 2 sin(at)) +C
47. t
n
sin(at)
1
a
t
n
cos(at) +
n
a
_
t
n1
cos(at) dt
48. t
n
cos(at)
1
a
t
n
sin(at)
n
a
_
t
n1
sin(at) dt
49. te
at
e
at
a
2
(at 1) +C
50. t
2
e
at
e
at
a
3
(a
2
t
2
2at + 2) +C
51. sin(mt) cos(nt) C
cos[(mn)t]
2(mn)

cos[(m+n)t]
2(m+n)
, m
2
= n
2
52. sin(mt) sin(nt)
sin[(mn)t]
2(mn)

sin[(m+n)]t
2(m+n)
+C , m
2
= n
2
53. cos(mt) cos(nt)
sin[(mn)t]
2(mn)
+
sin[(m+n)t]
2(m+n)
+C , m
2
= n
2
Wallis Formula
_
2
0
sin
n
t dt =
_
2
0
cos
n
t dt =
1 3 5 (n 1)
2 4 6 n
2
, even n 2
=
2 4 6 (n 1)
1 3 5 n
, odd n 3
A.2. Fourier series 101
A.2 Fourier series
Trigonometric Fourier series
If a function f(t) has period T then its Fourier series expansion is
f(t)
a
0
2
+
n=1
(a
n
cos(nt) +b
n
sin(nt)) ,
where =
2
T
and the Fourier coecients are given by
a
n
=
2
T
_
c+T
c
f(t) cos(nt) dt , b
n
=
2
T
_
c+T
c
f(t) sin(nt) dt .
Complex Fourier series
If a function f(t) has period T then the complex form of the Fourier series
expansion is
f(t)
n=
c
n
e
jnt
,
where
c
n
=
1
T
_
c+T
c
f(t)e
jnt
dt .
If f(t) is real then the coecients of the trigonometric series are given by
a
n
= c
n
+c
n
, b
n
= j(c
n
c
n
) .
Parsevals formula
1
T
_
c+T
c
[f(t)]
2
dt =
a
2
0
4
+
1
2
n=1
(a
2
n
+b
2
n
) =
n=
|c
n
|
2
A.3 Laplace transforms
Denition
L{f(t)} = F(s) =
_

0
e
st
f(t) dt
Linearity
L{af(t) +bg(t)} = aL{f(t)} +bL{g(t)}
First shift theorem
L{f(t)} = F(s) L{e
at
f(t)} = F(s a)
L
1
{F(s)} = f(t) L
1
{F(s a)} = e
at
f(t)
Laplace transform of derivatives If L{y(t)} = Y (s) then
L
_
dy
dt
_
= sY (s) y(0) ,
L
_
d
2
y
dt
2
_
= s
2
Y (s) sy(0) y
(0) ,
L
_
d
n
y
dt
n
_
= s
n
Y (s) s
n1
y(0) s
n2
y
(0) . . . y
(n1)
(0) .
Derivative of Laplace transforms If L{f(t)} = F(s) then
L{tf(t)} =
dF(s)
ds
and L{t
n
f(t)} = (1)
n
d
n
F(s)
ds
n
.
Laplace transform of integral
L
__
t
0
f() d
_
=
1
s
F(s)
Second shift theorem If L{f(t)} = F(s) then
L{f(t a)H(t a)} = e
as
F(s) ,
L{f(t)H(t a)} = e
as
L{f(t +a)} .
A.3. Laplace transforms 103
Table of Laplace transforms
Function f(t) Laplace Transform L{f(t)} = F(s)
1. 0 0
2. 1
1
s
3. t
1
s
2
4. t
2
2
s
3
5. t
n
n!
s
n+1
6. e
at
1
s a
7. te
at
1
(s a)
2
8. t
n
e
at
n!
(s a)
n+1
9. sin(at)
a
s
2
+a
2
10. cos(at)
s
s
2
+a
2
11. sinh(at)
a
s
2
a
2
12. cosh(at)
s
s
2
a
2
13.
1
a b
(e
at
e
bt
)
1
(s a)(s b)
14.
1
a b
(ae
at
be
bt
)
s
(s a)(s b)
15. e
at
sin(bt)
b
(s a)
2
+b
2
16. e
at
cos(bt)
s a
(s a)
2
+b
2
17. 1 cos(at)
a
2
s(s
2
+a
2
)
18. at sin(at)
a
3
s
2
(s
2
+a
2
)
19. t sin(at)
2as
(s
2
+a
2
)
2
20. t cos(at)
s
2
a
2
(s
2
+a
2
)
2
21. H(t a)
e
as
s
22. (t a)H(t a)
e
as
s
2
23. (t a)
n
H(t a)
e
as
n!
s
n+1
24. f(t a)H(t a) e
as
F(s)
25. f(t)H(t a) e
as
L{f(t +a)}
Index
notation, 7
angular frequency, 21, 37, 38
angular speed, 21
complete the square, 76
convergent series, 8
Cramers rule, 84
denite integrals, 69
Derivative of Laplace transform, 72
Dirichlet conditions, 35
Eulers formula, 67
Eulers formulae, 40
even function, 24
Existence of Laplace transform, 66
exponential order, 67
Fourier coecients, 16, 23
Fourier series coecients, 21
Fourier series expansion, 16, 2123
frequency domain, 64
full-range expansion, 30, 31
Functions of period T, 21
geometric series, 9
Gibbs phenomenon, 19
half-range cosine expansion, 30, 33
half-range sine expansion, 30, 34
Heaviside step function, 85
hyperbolic functions, 67
improper integral, 66
improper integrals, 62
initial conditions, 81
initial value problem, 81
inverse Laplace transform, 75
LHopitals rule, 62
Laplace transform, 64
Laplace transforms, 79
limit of a sequence, 7
linear dierential equations, 79
Linear ordinary dierential
equations, 80
Linearity of Laplace transform, 67
odd function, 24
partial fractions, 76, 84
partial sums, 8
periodic function, 11
piecewise continuous, 85
positive denite, 66
sequence, 6
sigma notation, 7
Taylor series, 9
time domain, 64
unit circle, 3
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Mathematics, FEIS

13 cos( ), where = arctan

[[0 (())] + [3 0]] = 2 .

Note: We used the important result that cos(n) = (1)

1.2.3 Functions of period T

/, so if we dene a function g(t

= dt, the limits of integration are from

so that the coecients are given by

Summary. If a function f(t) has period T then it has a Fourier series

about the origin. An example is shown in Figure 1.14. To demonstrate that

1.2.5 Full-range and half-range expansions

1.2.6 Dirichlets conditions

Integration of Fourier series

(t) exists and has a Fourier

(t) may be obtained from the

(cos t + cos(3t) + cos(5t) ) .

and then for n = 0

Example 2.2: Evaluate

Example 2.3: Evaluate

c SUT, January 23, 2013

This tells us, for example, that

1. First note that

Example 2.9: Find L{6t

2.2.3 Evaluation of denite integrals

c SUT, January 23, 2013

Example 2.14: Find L{e

Example 2.15: Find L{e

c SUT, January 23, 2013

c SUT, January 23, 2013

(t)} = sF(s) f(0). Another way of expressing

(t) sF(s) f(0)

Example 2.21: Find L

Example 2.23: Find L

Note. Usually solutions of dierential equations involves constants of in-

(0) + 4X = 0. Using x(0) = A and x

(0)) 2(sX(s) x(0)) +X(s) =

c SUT, January 23, 2013

c SUT, January 23, 2013

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