TRANSFORMS
MURRAY R. SPIEGEL, Ph. D.
RT College Ikthematics
SCHAUM'S OUTLINE OF
LAPLACE
TRANSFORMS
Perjanjian f = waktu
F =Fungsi
.
12131415S11SH754321069
Preface
The theory of Laplace transforms or Laplace transformation, also referred to as
operational calculus, has in recent years become an essential part of the mathematical
background required of engineers, physicists, mathematicians and other scientists. This
is because, in addition to being of great theoretical interest in itself, Laplace transform
methods provide easy and effective means for the solution of many problems arising in
various fields of science and engineering.
This book is designed for use as a supplement to all current standard texts or as a
textbook for a formal course in Laplace transform theory and applications. It should also
be of considerable value to those taking courses in mathematics, physics, electrical engi
neering, mechanics, heat flow or any of the numerous other fields in which Laplace
transform methods are employed.
Each chapter begins with a clear statement of pertinent definitions, principles and
theorems together with illustrative and other descriptive material. This is followed by
graded sets of solved and supplementary problems. The solved problems serve to illustrate
and amplify the theory, bring into sharp focus those fine points without which the student
continually feels himself on unsafe ground, and provide the repetition of basic principles
so vital to effective learning. Numerous proofs of theorems and derivations of formulas
are included among the solved problems. The large number of supplementary problems
with answers serve as a complete review of the material in each chapter.
Topics covered include the properties of Laplace transforms and inverse Laplace
transforms together with applications to ordinary and partial differential equations, integral
equations, difference equations and boundaryvalue problems. The theory using complex
variables is not treated until the last half of the book. This is done, first, so that the
student may comprehend and appreciate more fully the theory, and the power, of the
complex inversion formula and, second, to meet the needs of those who wish only an
introduction to the subject. Chapters on complex variable theory and Fourier series and
integrals, which are important in a discussion of the complex inversion formula, have
been included for the benefit of those unfamiliar with these topics.
Considerably more material has been included here than can be covered in most first
courses. This has been done to make the book more flexible, to provide a more useful
CONTENTS
Page
Chapter
................................
Chapter
Chapter
112
.............................
136
Chapter
42
Definition of inverse Laplace transform. Uniqueness of inverse Laplace transforms. Lerch's theorem. Some inverse Laplace transforms. Some important
properties of inverse Laplace transforms. Linearity property. First translation or shifting property. Second translation or shifting property. Change
of scale property. Inverse Laplace transform of derivatives. Inverse Laplace
transform of integrals. Multiplication by sn. Division by s. The convolution
property. Methods of finding inverse Laplace transforms. Partial fractions
method. Series methods. Method of differential equations. Differentiation
with respect to a parameter. Miscellaneous methods. Use of Tables. The
complex inversion formula. The Heaviside expansion formula. The beta
function. Evaluation of integrals.
78
Ordinary differential equations with constant coefficients. Ordinary differential equations with variable coefficients. Simultaneous ordinary differential
equations. Applications to mechanics. Applications to electrical circuits.
Applications to beams. Partial differential equations.
Chapter
CONTENTS
Page
Chapter
Chapter
Chapter
........................
173
Fourier series. Odd and even functions. Half range Fourier sine and cosine
series. Complex form of Fourier series. Parseval's identity for Fourier series.
Finite Fourier transforms. The Fourier integral. Complex form of Fourier
integrals. Fourier transforms. Fourier sine and cosine transforms. The
convolution theorem. Parseval's identity for Fourier integrals. Relationship
of Fourier and Laplace transforms.
...................
201
219
Boundaryvalue problems involving partial differential equations. Some important partial differential equations. One dimensional heat conduction equation. One dimensional wave equation. Longitudinal vibrations of a beam.
Transverse vibrations of a beam. Heat conduction in a cylinder. Transmission
lines. Two and three dimensional problems. Solution of boundaryvalue
problems by Laplace transforms.
.................................
243
245
.......................
255
......................................................................
257
LAPLACE TRANSFORMS
Chapter 1
The Laplace Transform
f(s)
f eSt F(t) dt
(1)
where we assume at present that'the parameter s is real. Later it will be found useful
to consider s complex.
The Laplace transform of F(t) is said to exist if the integral (1) converges for some
value of s; otherwise it does not exist. For sufficient conditions under which the Laplace
transform does exist, see Page 2.
NOTATION
If a function of t. is indicated in terms of a capital letter, such as F(t), G(t), Y(t), etc.,
the Laplace transform of the function is denoted by the corresponding lower case letter,
i.e. f (s), g(s), y(s), etc. In other cases, a tilde () can be used to denote the Laplace transform. Thus, for example, the Laplace transform of u(t) is is (s).
LAPLACE TRANSFORMS OF SOME ELEMENTARY FUNCTIONS
F(t)
1.
C {F(t)} = f(8)
8>0
2.
3.
to
n = 0, 1, 2, ...
4.
eat
5.
sin at
6.
cos at
7.
sinh at
8.
cosh at
s>0
s2
8>0
sn !
Note. Factorial n = n!
Also, by definition 0! = 1.
1
sa
_
a
82 +a2
8
82
a2
82  a2
82
a2
s > a
>0
8>0
8 > jai
8 > lat
= 12 n
[CHAP. 1
I/
j
ti
1t3
t2
Fig. 11
<M
or
I F(t) 1
< Melt
et3
evt et' 1 =
Intuitively, functions of exponential order cannot "grow" in absolute value more rapidly
than Me"' as t increases. In practice, however, this is no restriction since M and y can be
as large as desired.
Bounded functions, such as sin at or cos at, are of exponential order.
CHAP. 11
Example.
4(83) 3(s2+4)+5Cs+1)
8
3s
s2+4
s3
s+1
The symbol C, which transforms F(t) into f (s), is often called the Laplace transformation operator. Because of the property of t expressed in this theorem, we say
that e( is a linear operator or that it has the linearity property.
2.
a( {eal F(t)}
Example. Since
(3)
S
e {cos 2t} = .32+
we have
4,
s+1
.C{etcos2t} =
3.
f(s  a)
(s+1)2+4
s+1
s2+2s+5
If
(F(t))
.({G(t))
Example.
Since
i {t3} =
s4
G(t) = td(t  a) t
and
<
then
eas f(s)
(4)
G(t)
t<2
10
is 6e2s/g4
4.
Since
.( {sin t} = s2 + 1
(5)
we have
{sin 3t} = 1
3 (s/3)2 + 1
s2 + 9
5.
[CHAP. 1
and we have
82 + 9
= s (82+9 )
82+ 9
1
The method is useful in finding Laplace ` transforms without integration [see
Problem 151.
Theorem 17.
lim
F(t) = F(0+) exists [but is not equal to F(0), which may or may not exist], then
t.o
.C {F'(t)) = sf(s)  F(0+)
(7)
If in Theorem 16, F(t) fails to be continuous at t = a, then
J (F'(t)) = s f (s)  F(O)  e s { F(a+)  F(a) }
(8)
where F(a+)  F(a) is sometimes called the jump at the discontinuity t = a. For
more than one discontinuity, appropriate modifications can be made.
Theorem 18.
Theorem 19.
If
{F"(t)}
(9)
if F(t) and F'(t) are continuous for 0 = t < N and of exponential order for t > N
while F"(t) is sectionally continuous for 0 t:5 N.
If. F(t) and F'(t) have discontinuities, appropriate modification of (9) can be made
as in Theorems 17 and 18.
Theorem 110. If (' {F(t)} = f(s), then
4 (Fcn)(t) } = sn f(s)  sn' F(0)  sn 2 F'(0) 
if F(t), F'(t),
Fcn2,(0)
 Fcn 1)(0)
6.
Example.
(J
J
foF(u)
du1
+4 ,
we have
sin 2u du
2
S(82+4)
(10)
CHAP. 1)
7.
_ (1)n
Since
C {e2t}
dsn
f(s)
(1)n f(n)(s)
= _1_ we have
s2'
d
ds
.e {te2t}
(s2
1
1
(s2)2
d( 1 ) _
d82 s2
.e {t2e2t}
8.
(s2)
f (u) du
(13)
Example. Since
({sin t} sin t l
f x du
__
t j
9.
and E
82 + 1
sin t
t
u2 + 1
= 1, we have
tan' 1(11s)
Let F(t) have period T > 0 so that F(t + T) = F(t) [see Fig. 12].
T
Then
{F'(t)}
f e" F(t) dt
1  eST
(14)
F(t)
Fig. 12
10.
Behavior of f (s) as s * co .
Theorem 115. If e (F(t)} = f(s), then
lim f (s)
S . 'Jo
11.
Initialvalue theorem.
Theorem 116. If the indicated limits exist, then
lim F(t) = lim s f (s)
t0
s
(15)
(16)
12.
Finalvalue theorem.
Theorem 117.
13.
[CHAP. 1
lim s f (s)
(17)
s.o
Theorem 119.
Direct method.
2.
Series method.
ao + ait + a2t2 +
=I no
ante
(18)
its Laplace transform can be obtained by taking the sum of the Laplace transforms
of each term in the series. Thus
= ao a,
2!a2
n! an
(19)
.C {F(t)}
+ S + s'3 +
_
$n+1
S
nU
A condition under which the result is valid is that the series (19) be convergent
for s > y. See Problems 34, 36, 39 and 48.
3.
Method of differential equations. This involves finding a differential equation satisfied by F(t) and then using the above theorems. See Problems 34 and 48.
4.
5.
Miscellaneous methods involving special devices such as indicated in the above theorems, for example Theorem 113.
6.
CHAP. 1]
EVALUATION OF INTEGRALS
If f (s) = C {F(t) }, then
f0 eStF(t) dt = f(s)
Taking the limit as s > 0, we have
F(t) dt
(20)
f(0)
(21)
r(n)
(22)
r(:) = N5
2.
r(p) r(1 p)
3.
4. For large n,
r(n+1)
0<p<1
27rnn11 en
[Here  means "approximately equal to for large n". More exactly, we write
F(n) ~ G(n) if lim F(n)/G(n) = 1.] This is called Stirling's formula.
n < 0 we can define r(n) by
=
r(n)
r(n + 1)
_
2nr(n+1)
t2
2(2n+2)
2.4(2n + 2)(2n + 4)
2t J, (t) 
dt
4. e 'h"1/u) =
to Jni (t).
1'
9!=a
(t)
Jn(t)un
_ ...
(23)
5.
[CHAP. 1
erf (t)
eu2 du
(24)
1
erf (t).
2 ft
5e_u2du
eu2du
(25)
V.
=f
sin u du
Ci (t)
(26)
Cos u
du
(27)
Ei (t)
eu
du
(28)
VII. The Unit Step function, also called Heaviside's unit function, is defined as
'U(t  a)
_ {0 t < a
1
(29)
t>a
Fe(t)
1/E
t.
Fig. 14
Fig. 13
1/E
t>
(30)
CHAP. 1]
This idea has led some engineers and physicists to think of a limiting function,
denoted by S(t), approached by FE(t) as E0. This limiting function they have
called the unit impulse function or Dirac delta function. Some of its properties are
58(t)dt = 1
1.
f
f
2.
3.
f '((u) du
t
F(t)
t  1/2
t=1
otherwise
is a null function.
In general, any function which is zero at all but a countable set of points [i.e. a set
of points which can be put into onetoone correspondence with the natural numbers
1, 2, 3, ... ] is a null function.
LAPLACE TRANSFORMS OF SPECIAL FUNCTIONS
In the following table we have listed Laplace transforms of various special functions.
For a more extensive list see Appendix B, Page 245.
F(t)
1.
r(n + 1)
to
gn+1
J0(at)
3.
Jn(at)
s2 +a2
s2 + a2  8)n
an s2 + a2
4.
5.
sin vtCOS X Ft
V7
20/2 0114s
e1/4s
10
[CHAP. 1
F(t)
erf (t)
6.
7.
e r f (Vi)
8.
Si (t)
9.
Ci (t)
erfc (s/2)
e32/4
8
8 a+1
s
tan1
In (82 + 1)
2s
In (s + 1)
Ei (t)
10.
8
ns
1f(t  a)
11.
12.
S (t)
13.
S(t  a)
aas
14.
`Nf t)
Solved Problems
LAPLACE TRANSFORMS OF SOME ELEMENTARY FUNCTIONS
1.
Prove that:
s > 0;
(a) ( (1) = 1,
S
s > 0;
{t} = 1,
s
(b)
{eat} =
(c)
1 ,
sa
(a)
.i {1}
fo
lim
est (1) dt
lim
P.4,0
est dt
0
est IP
if s>0
.m 3 to
oa
(b)
est (t) dt
C (t)
lim (t)
182
(e8t)
lim
P...m
Jop
(1)(e824t )
if 8>0
t est dt
P
lim
P.w
eSP
82
(1
82
PesP\
8
/)
s > a.
CHAP. 1]
{eat}
(c)
foP"
e$t (eat) dt
e(sa)t IP
lim
lim
P+oo (s a) 0
lira
11
e (sa)t dt
1 e<s 011
sa
P.m
sa
if s > a
2.
Prove that (a) . {sin at) _ s2+a2, (b) . {cos at} = s2+t12 if s>0.
{sin at}
(a)
est sin at dt
plim
f 0est sin at dt
lim
P
82 + a2
lim
P.
1 S2 + a2
if 8>0
S2 + a2
est cos at dt
{cos at}
(b)
lim
P.
lim
P. .e
f est cos at dt
0
lim
P.x 1s2+a2
8
if s>0
S2+ a2
a2 + /32
a2+/32
(1)
(2)
Another method. Assuming that the result of Problem 1(c) holds for complex numbers (which can
be proved), we have
1
.C {etat}
But
eiat
a  ta
s + ia
(S)
s2 + a2
.C {etat}
f.
est cos at
dt + i
f,
est sin at dt
From (3) and (4) we have on equating real and imaginary parts,
.C {cos at}
s2
a2 0
C {sin at}
82 + a2
12
3.
Prove that
( (sinh at) =
(a)
s2
a2,
eat 2eatl
.e (sinh at)
(a)
t
2
[CHAP. 1
if s > jal.
a2
1\
f est eat dt
est eat dt
{eat}
2 .e {eat}
Another method.
2 sa
s+a j
s2a2
eat 2eat
.e {sinh at)
{eat}
2.
1[ 1
2 [sa
 2 .t; {eat}
g2a2
+a)
e {cosh at}
If
Find C {F(t)} if
4.
C {eat} +
13a + s+a j
C {eat}
2
for s >
s2a2
"
t>3
By definition,
estF(t) dt
J0
0
3
5 e_ tit
ast dt
s
3
3
to
5(1  e35)
S
Ial
5 0<t<3
F(t) _ {0
.i {F(t)}
e {Fi(t)} = f1(s) = f, e st F1(t) dt and ,.C {F2(t)) = f2(s) = f estF2(t) dt.
clfl(8) + c2f2(e)
The result is easily generalized [see Problem 61].
Then if
CHAP. 1]
6.
Find
13
4.C {e5t} + 6.C {t3}  3.4 {sin 4t} + 2.( {cos 2t}
8
4
1
3'
4(s5)+6(84)
3 32+16)+2`82+4
36
12
s5 + s4
2s
s2+16 + 82+4
where s > 6.
Prove the first translation or shifting property: If .1 {F(t)} = f(s), then ., (eatF(t)) _
f(s  a).
C {F(t)}
We have
eatF(t) dt
f(s)
Then
e {eat F(t)}
0
W
e(sa)tF(t) dt
so
8.
Find
(a) .t {t2e3t}, (b) .e (e2t sin 4t), (c) 4 {e4t cosh 5t}, (d) I {e2t(3 cos 6t  5 sin 6t)}.
{t2} = 83 = 2s .
(b)
Then
C {sin 4t} = 82 4 16 .
+
C {t2e3t} =
Then
s
(c) . {cosh 5t} = 8225
'
Then
(83)3'
(8 + 2)2 + 16
fe4t
1J
189
14
2
(a4)225
/e5t+e5t)
1I\\
84
Another method
(d)
f(sa)
8+1
s2 + 4s+ 20 '
s4
828s9*
{e9t+et}
s4
828s9
3(82+36
Then
5
(82+36
=
38  30
= 82+36
3(8+2)30
(8+2)2+86
3s  24
s2+4s+40
9.
[CHAP.1
14
f0
If
{o (t  a) t < a
.t {G(t)}
est G(t) dt
o0
f a e st (0) dt +
0
est F(t  a) dt
fa
oo
es(u+a) F(u) du
eas
eF(u) du
e as f (s)
r cos (t  27r/3)
j0
Method 1.
=f
2rr/3
t > 2zr/3
t<27r/3
0
est (0) dt +
KF/3
00
es(u+27r/3)
fo
=
e21rs/3
cos u du
esu cos u du
Method 2.
Since
C (cos t} =
s2
se  2vs/3
S2+1
t {F(t)}
82+1
f
f
est F(at) dt
1f
a o(1)esu/a F(u) du
of
using the transformation t = u/a.
CHAP. 1 1
lsin t
15
(siat
By Problem 11,
tan1 {1/(sla)}
at
a tan
(als)
a
Then
{sinat). = tan1(a/8).
tI
If
.C {F'(t)}
00
est F'(t) dt
=
P
P .o l
P.00
lim {e_SPF(P)
P . oO
 F(0)
+ sf
est F(t) dt }
o
P'
14. Prove Theorem 19, Page 4: If C {F(t) } = f (s) then . {F"(t) } = s2 f (S)  s F(0)  F'(0).
By Problem 13,
., {G'(t)}
s .1 {G(t)}  G(0)
s g(s)  G(0)
.C {F"(t)}
15. Use Theorem 16, Page 4, to derive each of the following Laplace transforms:
(a) C (1) =
(b)
{t} =
s,
.. {F'(t)}
{F(t)}  F(0)
(1)
16
[CHAP. 1
,C {0} = 0 = s .I {1}  1
.C {1} = 1/s
or
(2)
(b) Let F(t) = t. Then F'(t) = 1, F(0) = 0, and (1) becomes using part (a)
.C {1} = 1/s = s C {t}  0
or
of {t} = 1/32
(3)
.e {aeat} = s p {eat}  1,
i.e.
e (sin at) =
a C (eat) = s .1 {eat}  1
2.
s2 +a
we have
J {F"(t)}
X { a2 sin at)
or
Hence
 F'(0)
i.e.
.1 {eat} = 1/(s  a)
or
X {sin at}
s2 + a2
Let G(t) _
F(u)dn.
= f(s)/s.
F(u) du
fo
Then
s.C {G(t)}
t
.( {G(t)} = f $)
or
F(u) du ( = f S )
.e
o
tanl
rt sin u dul
,J0
18 tan1
f(s)
CHAP. 11
17
MULTIPLICATION BY POWERS OF t
19. Prove Theorem 112, Page 5:
If
{ to F(t) }
We have
f(s)
0!
....
est F(t) dt
TI;
J0 :
te3t F(t) dt
 J0f 'est{tF(t)} dt
.C It F(t))
C It F(t)}
Thus
= J s ast F(t) dt
xt F(t) dt
dsf
f'(s)
(1)
To establish the theorem in general, we use mathematical induction. Assume the theorem true
for n = k, i.e. assume
i
e $t {tk F(t)} dt
(1)k f(k)(s)
(_1)k f(k+1)(s)
(2)
Then
d
as
or by Leibnitz's rule,
f
(_1)k f(k+1)(s)
i.e.
J:
(_1)k+1 f(k+1)(s)
(3)
It follows that if (2) is true, i.e. if the theorem holds for n = k, then (3) is true, i.e. the theorem holds
for n = k + 1. But by (1) the theorem is true for n = 1. Hence it is true for n = 1 + 1 = 2 and
n = 2 + 1 = 3, etc., and thus for all positive integer values of n.
To be completely rigorous, it is necessary to prove that Leibnitz's rule can be applied. For this,
see Problem 166.
20. Find (a) e {t sin at}, (b) (' {t2 cos at).
(a)
Since
{sin at) =
a
,
s2 + a2
we have by Problem 19
.( It sin at}
=
(32 + a2)2
18
[CHAP. 1
Another method.
t{cos at }
Since
It cos at dt
82 + a2
qt cos at dt
(82 + a2)2
from which
d
a
2as
X {t sin at}
2as
do( 82Ta2)
(b) Since
(S2+0)2
(cos at) _ .
as cos at
S
32+a2' we have by Problem 19
,t {cos at}
({ t2 cos at}
j1
2s3  6a2s
s2+a2)
S
(82 + a2)3
d2
1
e f1 dal
(cos at)
d2
DIVISION BY t
21. Prove Theorem 113, Page 5: If
F(t) }
f(u) du.
Let G(t) = Flt) . Then F(t) = t G(t). Taking the Laplace transform of both sides and using
Problem 19, we have
{ {F(t)}
Then integrating, we have
g(s)
{G(t)}
do
J
f(s) =
or
f f (u) du
f (u) du
JF(t)
I t r
Js
ds
(1)
f(u) du
Note that in (1) we have chosen the "constant of integration" so that lim g(s) = 0 [see Theorem
115, Page 51.
Ft t)
dt =
f (u) du
sin t dt = 7T
.i
f:0
a3t F(t) dt
t
f x f(u) du
s
CHAP. 1]
19
Then taking the limit as s > 0+, assuming the integrals converge, the required result is obtained.
(b) Let F(t) = sin t so that f (S) = 1/(82 + 1) in part (a). Then
fJ0 x sint t dt
=
0
du
tanI u
u2 + 1
PERIODIC FUNCTIONS
23. Prove Theorem 114, Page 5: If F(t) has period T > 0 then
fT
e8t F(t) dt
a
.C {F(t)}
1e
vT
We have
.i {F(t)}
o
0
fT
est F(t) dt
2T
est F(t) dt + f
est F(t) dt 4
IT
e It F(t) dt +
2T
In the second integral )et t = n + T, in the third integral let t = u + 2T, etc. Then
T
.J
{F(t)}
esu
F(u) du + e
fo
2., 1'
of
fT
J. esu F(u) du
esn F(u) du
0
1  esT
where we have used the periodicity to write F(u + T) = F(u), F(?+ 2T) = F(u), .... and the fact that
1+r+r2+r3+
24. (a) Graph the function
F(t)
f0sin t
1r
Irl<1
?r < t < 2 ;r
,r
3s
2rr
Fig. 15
4a
20
[CHAP. 1
 (F(t))
1  e 2,rs J
st F(t) dt
1
"`
1  e2,rs J0 e 5t sin t dt
Sr
J e  st ( s sin t  cos t)
a2+1
e}lJ1+e,rsl
s2 + 1
I
1
0
1
(1  e Ts)(32 + 1)
2rrs
The graph of the function F(t) is often called a half wave rectified sine curve.
t + 0
By Problem 13,
.C {F'(t)}
=f
s f(s)  F(0)
st F'(t) dt
(1)
st F'(t) dt
s.m
(2)
Then taking the limit as s > oo in (1), assuming F(t) continuous at t = 0, we find that
0
a
or
If F(t) is not continuous at t = 0, the required result still holds but we must use Theorem 17, Page 4.
By Problem 13,
.e {F'(t)}
s f (s)  F(0)
est F'(t) dt
lim
f est F'(t) dt
s.o
0 is
F'(t) dt
lim
P.. J 0
P.oo
F'(t) dt
t coo
s.o
Thus
or, as required,
s f(s)  F(0)
lim F(t)
lim s f(s)
t.oo
taao
s.O
s0
If F(t) is not continuous, the result still holds but we must use Theorem 17, Page 4.
CHAP. 1]
21
3e2t.
s 3f2'
Jim
3s
Jim
3s
s.aos+2
lim 3e2t
i
s.o s+2
r(n 1 1) =
u du =
un e
P +m
lim
... .
1'
(eu)(nun1) du }
{un)_e_u)1 10
P.ao
=nI
)'
+ o f un1 au du
u"t
au du = n r(n)
if n>0
j.
(b)
P.. J eu du =
eu du
r(1)
lim
P+m
1.
29. Prove:
feU2 du =
0
(J P ex2 dx l ( f eJ2 dy /
J f
P
fj1
e(JY2) dx dy
e(X2+y2)dx dy
qzQ
Fig. 16
3!
22
[CHAP. 1
ff e(X2+y$) dx dy
ff e(a:%+y2) dx dy
IP
9z'
(1)
9z,
where `RI and '2 are the regions in the first quadrant bounded by the circles having radii P and PxF2
respectively.
fe 0 r=0
ar/2
f00
7r/2
e2 r dr do
or
4 (1  eP2)
Then taking the limit as P 
<
in (8), we find
Ip
P'
r=0
er4 r dr de
(2)
(1  e 2P2)
P.oo
2f' ev2dv
2
\\
31. Prove:
C (P) =
r(n + 1)
sn+1
t49 =
32. Prove:
C {t112} =
Oxau` $
Tr/s,
Jnd(8)
8n+1
f0'uriaudu
1'(n+1)
s > 0.
r(4)
81/2
VT
81/2
Note that although F(t) = t1/2 does not satisfy the sufficient conditions of Theorem 11, Page 2,
the Laplace transform does exist. The function does satisfy the conditions of the theorem in Prob. 145.
(b)
Letting n
(c)
sV,r
CHAP. 1]
Letting n = 0, 1'(1) = 0
1'(0)
23
Letting n = 1, 1'(0) = 1 r(1) and it follows that 1'(1) must be infinite.
Letting n = 2, 1'(1) = 2 r(2) and it follows that 1'(2) must be infinite.
In general if p is any positive integer or zero, 1'(p) is infinite and [see Problem 170],
1'(p) _
(1)D+1
... (
C13/ 5
2p+2
1)
BESSEL FUNCTIONS
34. (a) Find {Jo(t)} where Jo(t) is the Bessel function of order zero.
(b) Use the, result of (a) to find .( {h(at)}.
(a) Method 1, using series.
Then
{J
0 (t )}
t2
1
Jo (t)
22
1 2!
 22
1
t6
t4
+ 22 42  22 42 62 + .. .
4!
8.4 + 22 42 85
_
(1
2082) +
i 2\
1\
1/2}Jl(
6!
22 42 62 87
4,6 (8
82 + 1
(1)
[see Property 5, Page 8, with n=01. Taking the Laplace transform of both sides of (1) and
using Theorems 16 and 19, Page 4, and Theorem 112, Page 5, together with J0(0) = 1, Jp(0) = 0,
y = C {Jo(t)}, we have
dy
sy
ds
82+1
dy
y
32+
and by integration
dy
ads
82 + 1
ca
1
a
(8/a)2 + 1
82 + a2
24
[CHAP. 1
{Ji(t)}
.e {Jo(t)}
1
[s.c {Jo(t)}  1]
=
S2 + 1  s
VS2 + 1
S2 + 1
The methods of infinite series and differential equations can also be used [see Problem 178,
Page 41].
C {Si (t))
Method 1.
Let
F(t) =
C fo
sin u
U
sin u
du .
s tan_' s
sin t
du.
or t F'(t) = sin t.
_ . {sin t}
or
Integrating,
tan1s + c
s f (S)
S.,.o
2  tani s = tani s
Method L
Method 3.
f tslue du =
or
3.3!
tan1s
...
t7
7.7!
{ft
1
82
3!
1 ((1/8)
5!
3.3!'s4 + 55!'ss
f(s)
t5
5.5!
t3
Then
1
82+1
d8{sf(s)}
 { 8 f ( 8 )  F(0)} = 82+1
(1/s)3
(1/s)5
+ ...

(1/s)7
lxi < 1.
tan11
7!
7.7!'88
CHAP. 11
Method 4.
Letting u = tv,
t sin u du
u
J0
25
tintv
dv
fo
I
{ft
Then
sin u
du}
C
ti! v!V dv
U.
` sin tv
e8t
dt
dv
_ f C {sin tv} dv
dv
dv
S2 + y2
S tan1 l
tan1 s
37. Prove:
= . J`
. { Ci (t))
cos u du l
In (s2+1)
2s
Jt cos u du
so that F'(t) =
 ds Is f (s)  F(0)} =
Then by integration,
s f(s)
or
s2 4 1
ds
82+ 1
4 In (82 + 1) + c
s .0
IS f(s)}
f(s) =
or
s f(s) _ 4 In (S2 + 1)
Thus
In (82 + 1)
2s
38. Prove:
.e {Ei (t)}
Let F(t)
f
ey du.
u
Is f ( s )
Integrating,
fa
euu
= In (s+ 1)
du }
J
or
ds
IS f (s)} =
8+1
In (s + 1) + c
In (s + 1)
For another method similar to that of Method 4, Problem 36, see Problem 153.
cos t
[CHAP.1
26
C (erf VT) = .i {
VT
f oeu8 du}
lr o
au$ du}
( Vt
(t112
"e ll
(l_u2+_+...)du
4
7.3!
385/2 + 5 . 2 ! 57/2
1.3
1.3.5 1
T 4 6 ss/2
88/2/z
83/2/2
_11+
1.3 _1
2s
2.4 62
 7 r(9/2)
. 3! S9/2 +
r(7/2)
(r(3/2)
r 5l 83/2
t712
t5/2
t3/2
!3!6
$32(11 $
1/'1
135.1
2.4 6 63 +
+ .. .
s g+1
a)} 
e as
t>a
u(t  a)
Then
t<a'
,r {U(t  a)}
lim fa estdt
P.. oo
hm
lim
l
e
eas  esP
eas
P..,
st !aP
P.oo 8
Another method.
FE (t)
I1/E
O 5 t'E
0
. {FE (t)}
Then
t>E
est FE(t) dt
J0
f E est (1/E)
0
dt +
fw
est (0) dt
eat dt
1  esE
Es
CHAP. 1]
27
Explain.
lira 1  eSE
e.O
8e
lim
1  (1 . ge + 82E2/2 !  ...)
E+0
8E
'
innC12!
8e
E+O \
43. Show that C (8(t  a)) = e, where 8(t) is the Dirac delta function.
This follows from Problem 9 and the fact that .1 {8(t)} = 1.
(a) F(t) =
t=1
otherwise '
(b)
t
J I (1) du = t  1.
2 (1) du = 1.
F(u) du
Since
fo
(c)Since
J0
EVALUATION OF INTEGRALS
45. Evaluate
(a)
et (b) f M
0
fo
e8t
dt.
f t e8t cos t dt
to
d
 ds C {cos t} = 
dS
s
82 +1
82 1
(82 +1)2
28
3
26
et  e3t
or
st ( a
te3t
e3t
s+3'
1
dt
f x et t
[CHAP. 1
In
dt
In 3.
(a) 5J0(t) dt = 1,
(b)
fw
eerf /dt =
f. estJO(t) dt =
J0
e$t erf dt 
Then letting a
MISCELLANEOUS PROBLEMS
47. Prove Theorem 11, Page 2.
We have for any positive number N,
f estF(t) dt
Since F(t) is sectionally continuous in every finite interval 0  t < N, the first integral on the
right exists. Also the second integral on the right exists, since F(t) is of exponential order y for
t > N. To see this we have only to observe that in such case
JN'
f x est F(t) dt
I est F(t) I dt
<
(o estlF(t)I dt
,Jf
x estMert dt
0
M
8y
CHAP. 1)
48. Find e
29
Vrt}.
t =
t 3!
(/I)5
+ ...
1/L
7!
t5/2
t3'2
t7/2
+ 51  q!
3!
r(5/2)
r(7/2) _ 1'(9/2)
3! 85/2 + 5! 87/2
7! 89/2
1'(3/2)
83/2
11
233/2
v'r
e 1/228
1'
23.3/2
+ (1/22 s)2
2!
 (2)
(1/22 s)3
3!
e 1/4s
283/2
4tY"+2Y'+Y =
4 82 y' + (6 s  1)y
or
Solving,
For small values of t, we have sin NFt  NFt and C {/i} _ Vr/2s312. For large s, y
Thus
= 22 e1148
(sin Vt)
49. Find
cos
/,
2Vt
IcoT t
F(0) = 0.
__ 8 f(s)  F(0)
_
2st/z
V A e 1/4s
from which
81/2
r'(1)  ins
_y+lns
s
r(r)
u'1eudu
0
1/4s
C/83'2
It
(CHAP. 1
30
r'(r)
u*I au In u du
r'(1)
from which
JOB
e ulnudu
1''(1)
eSt (Ins + In t) dt
Hence
.,C {in t}
r'(1)
f eSt In t dt
y
I11(1) Ins
8
 Ins
eSt dt
.0
+ In s
8
f eIt tk dt
r(k + 1)
8k+1
I'(k + 1) In s
f eSt tk In t dt = r'(k + 1) 3k+1
Letting k = 0 we have, as required,
e ItIntdt
I' {1n t}
I"(1) Ins
y + In a
Supplementary Problems
LAPLACE TRANSFORMS OF ELEMENTARY FUNCTIONS
51.
Find the Laplace transforms of each of the following functions. In each case specify the values of s
for which the Laplace transform exists.
2e4t
s>4
s > 2
3e2t
(b) 31(s+2),
5t  3
2t2  et
(c)
3 cos 5t
(e)
38/(82 + 25),
s>0
10 sin 6t
s>0
6 sin 2t  5 cos 2t
8>0
s>0
(i')
(Z)
(5)
3 cosh 5t  4 sink 5t
(5  38)/32,
(d) (4+48s3)/s3(s+1),
s>0
8.> 0
8>0
s>5
CHAP. 1]
52.
Evaluate
31
Ans. (a)
 s 302 + 8 ,
2a
+ 82+16
a>0
s2  32
53.
Find
54.
Find C {F(t)} if
(b) g2 (1 
Ans.
( {cosh2 4t}.
2
(b) s
s>4
s(8264)
0
e58)
<
t>
2 ,
(b) F(t) =
fit
55
t>
e5s
C (0) =
n = 1,2,3,....
55.
Prove that
56.
Investigate the existence of the Laplace transform of each of the following functions.
(b)
etYt,
n
gn+
(c) cos t2
Find
Ans.
58.
12
s4  s4 + s+3
3s
10
s2+25 + s2+4
{tse3t}
(b) (8 + 1)/(82 + 2s + 5)
.t {2e3t sin 40
(c)
8/(82  6s + 25)
{(t + 2)2et}
(d)
(e)
59.
Find
Ana. (a)
60.
61.
(1  5s)/(s2 + 2s  3)
(s + 1)(82 + 2s + 5)
Find t {F(t)} if
(g)
(b) 8
t>1
Ans. 2es/s3
0<t<1
f l (a), f2 (s),
cl f 1 (s)
..
f,,(a)
respectively
and
[CHAP. 1
32
2
 s+1
62.
If t {F(t)} =
63.
If
64.
(28 + 1)2(8  1)
Ans. e si(s+i)
8+1
C {F(t)}
find C {F(2t)}.
.C {rt F(at)}
s
slnr
lnrfCa
(a)
i {F'"(t)}
66.
Given
F(t) =
itt
Ans. (a)
67. (a)
e3
If F(t) =
 es2s,
t2
0<t
;g
 e9
find C {F"(t)}.
( u2
69.
70.
C ffo
 u + eu) du}
t
= s C {t2  t + et}.
t
ff
t
71.
72.
Show that
73.
Show that
ff t 1eu
du}
U
f_f
w
t 0
u=o
8 t sin u du dt
U
Explain.
>
C {F"(t)} = s2.C {F(t)}  s F(0)  F'(0)
fo
(b)
68.
(b)
t>1
$]n(1+8
 4'
).
f8)
82
F(t) dt2.1
JJ
CHAP. 1]
33
MULTIPLICATION BY POWERS OF t
74.
Prove that
(a)
e {t cos at}
(b)
C {t sin at}
s2a2
(82 + a2)2
2as
(s2 + a2)2
75.
76.
Show that
77.
Evaluate
78.
Find
128  282
Ans. 8 `i"
(82+4)2
602
C {t2 sin t} = (82.+
1)3
80.
Show that
(82+9)3
 3682 + 6
Ans. 684(g2+1)4
t e3t sin t dt =
6
DIVISION BY t
81.
Show that
82.
Show that
83.
Find
84.
Show that
= In (s +
f cos at
cos
f sink t 1 '
btl =
e6t
t
a)
2 In ( 82 + ab2).
82
In ($ + i )
Ana.
f e3t
3
50
ebtl
eat
.i
79.
dt = In 2.
85.
Evaluate
86.
Show that
cos 6t
f
0
sing t
JO
t2
cos 4t dt.
dt =
Ana. In (3/2)
7r
2.
PERIODIC FUNCTIONS
87.
Find C {F(t)} where F(t) is the periodic function shown graphically in Fig. 17 below.
Ans. I tanh 8
34
[CHAP. 1
F(t)
F(t)
2
i2_13
T1
4 t
Fig.l8
Fig. 17
88.
Find C {F(t)) where F(t) is the periodic function shown graphically in Fig. 18 above.
es
1
Ans.
89.
g2
s(1  es)
<2
F(t) = {3t 20<<tt<4
Let
3e2s  6se4s
Ans. (b) 3  S2(1  a4s)
90.
91.
92.
10s(8+1)
F(t)
t 0< t< 1
fO
1<t<2
822(1  e2s)
F(t)
t
Fig. 19
Verify the initialvalue theorem for the functions (a) 3  2 cos t, (b) (2t + 3)2,
94.
95.
Discuss the applicability of the finalvalue theorem for the function cos t.
96.
If F(t)  ctP as t  0 where p > 1, prove that f (s)  c r(p + 1)/sP+l as s +
97.
(c)
t + sin 3t.
(b) t3 a2t.
CHAP. 1]
35
Evaluate
(a) r(5),
(b)
r(3) r(4)
j'(7)
1'(11/2)
Find
(c)
J e2t
C {(1 + V t )4}.
eat}.
(a)
'C {t7/2
(b)
Ans. (a)
BESSEL FUNCTIONS
C {eat Jo(bt)}
82  gas + a2 + b2
( {t J0(at)}
82 + a2)3/2
103. Find
(a) J. (t)
Jt (t),
(b)
Ans. (a)
s2  a2
C {t J0 (t) et}.
(a)
f Jo(t) dt = 1,
.C {t Jl (t)} =
(b)
s2
et Jo(t) dt = 2 .
Ans.
Vs24s+8
(S2+11)3/2 '
C {J0(aNft)} _ e0/4s
82
a > 0.
(b) (s2
s2 +6s+25 ,
I.
Ans. 3/125
S)
,C {J,, (t))
s2 + 1
(a)
C {e2t Si (t)},
(b) C (t Si (t)}.
is
to
(b)
s2
s(821+1)
+4)3/2
36
114. Show that
115. Find
In (82 + 1)
.( {t2 Ci (t)}
382 + 1
8(82 + 1)2
83
[CHAP. 1
(b) C {t Ei (t)}.
1
Ans. (a) In (s + 4) (b) In (s + 1) 3+3 '
82
8(s+1)
116. Find
(a)
(b)
s+1
(s+2)2
In
(s + 5
(s+2)(s+5)
Ans. (a)
C {erfc V }
t
119. Find
C {t erf (2')}.
(b) 82(8+43/2
(s3) a2
(b)
s+1{ s+1+1}
C ifo erf' du } .
Ans. 1/82 8 + 1
THE UNIT STEP FUNCTION, IMPULSE FUNCTIONS, AND THE DIRAC DELTA FUNCTION
120. (a) Show that in terms of Heaviside's unit step function, the function
F(t) = {e_t
0<t<3
t>3
F(t) _
Fl(t)
0<t<a
can be written as
t>a
1'2(t)
F(t)
122. If F(t) = Fl(t) for 0 < t < a1, F2(t) for a1 < t < a2, ..
= Fl(t) + {F2(t)Fi(t))U(ta1) + .. +
< t > 22
(b) F(t) =
sint
O<t<r
sin 2t
sin 3t
r < t < 2r
t > 2r
Ans. (a) t2 + (4t  t2) U(t  2), (b) sin t + (sin 2t  sin t) U(t  r) + (sin 3t  sin 2t) U(t  2r)
124. Show that
CHAP. 1]
125. Evaluate
(a)
(b) f
t u(t  2) dt.
37
126. (a) If 3'(t  a) denotes the formal derivative of the delta function, show that
F(t) 8'(t  a) dt
F'(a)
(b) Evaluate
Ans. (b) 4e3
127. Let Ge(t) = 1/e for 0 < t < e, 0 for e C t < 2e, 1/e for 2e < t < 3e, and 0 for
(a) Find .i {Ge(t)}.
(c)
im C (Ge(t))
Is l60
t !l 3e.
{iim Ge(t) } ?
(d) Discuss
128. Generalize Problem 127 by defining a function G,(t) in terms of a and n so that lim Ge(t) = sn
e+o
where n = 2, 3, 4, ... ,
EVALUATION OF INTEGRALS
129. Evaluate
Ans. 0
'Cestint
dt =
4
(a)
f Jn(t) dt = 1,
(b) f t Jn(t) dt = 1.
0
u e112 J0(au) du
fo
t et Ei (t) dt = In 2  I.
fW
u e u' erf u du
MISCELLANEOUS PROBLEMS
135. If
t>7r'
136. If
F(t)
Icos t
show that
<t<7
lint
C {sin3 t} =
find C {F(t)}.
t >7r'
6
(82 + 1) (82 + 9)
{F(t)} = I+ e rS
82+1
Ans. s + (s  1)eS2 + 1
38
[CHAP. 1
138. Establish entries (a) 16, (b) 17, (c) 20, (d) 28 in the Table of Page 246.
(a) i {sinh3 2t},
139. Find
48
Ans. (a) (82  36)(82
 4) '
(b)
140. If F(t) = 5 sin 3 (t  7r/4) for t > r/4 and 0 for t < it/4, find .(' {F(t)}.
141. If
C {t F(t)} 
142. Find
Ans. e/4/(82+9)
find .e {e t F(2t)}.
+ 1) ,
8(82
143. Let
C {F(t)}
S2 n=0
120
C {sing t} 
2n < t < 2n + 1
t+n
F(t)
Using the results of part (a) and Problem 137, can you arrive at a corresponding result for
..( {sin2n 1 t} where n is any positive integer? Justify your conjectures.
145. Suppose that F(t) is unbounded as t 0. Prove that C {F(t)} exists if the following conditions are
satisfied:
(a)
F(t) is sectionally continuous in any interval N1 < t < N where N> > 0,
(b)
(c)
t.o
147. Let
(a)
f {Jo(t) sin t} =
(b)
e {Jo(t) cost) = J 4 s2
F(t) = f t G(t)
0
t>1
0<t<1
41
s2 + 4
cos {
+4
tan
(2/8))
{G(t + 1)}].
148. If C {F"(t)} = tan 1 (11s), F(0) = 2 and F'(0) = 1, find C {F(t)}.
Ans. 2s  1 + tan 1 1/s
82
al
150. Show that the Laplace transform of eel does not exist, while the Laplace transform of aet does exist.
CHAP. 1]
,e
sls 4
{sin2t} =
S282
in C
(b) Evaluate
39
Ans. (b) I In 5
152. (a) Find .; { 1
Jo(t)}
Jo
et {1
w
Jo(t)}
dt
In
(,12+1).
F(t)
s>a.
(1)n1 (4n2)!
=
n=1
Fig. 110
(2n1)! s2n+1
6!
s+2
Ans. e In 7r
161. Let F(t) and G(t) be sectionally continuous in every finite interval and of exponential order as t Prove that i {F(t) G(t)} exists.
162. The Laguerre polynomials Ln(t) are defined by
Ln(t) =
(a) Find L0(t), L1(t), ..., L4(t).
et dn
n t d n,
{tn at}
n = 0,1, 2, ...
.t {ata + bts}
A {asa + bsa}
40
[CHAP. 1
164. If F(t) and G(t) have Laplace transforms, is it true that F(t) G(t) also has a Laplace transform?
Justify your conclusion.
1f
IT
IT
to show that
cos (t sin e) do
. {Jo(t)}
82 + 1
166. Prove that Leibnitz's rule can be applied in Problem 19, stating suitable restrictions on F(t).
f e8t (1 tcos t)
t) dt
IT
s In ` s2 +
+ 2 tan 1 s.
f 1 tcos t dt = 2
168. Let F(t) = 0 if t is irrational and 1 if t is rational. (a) Prove that C {F(t)} exists and is equal to
zero. (b) Is the function a null function? Explain.
t2 Jo(t) dt = 1.
(1)P+1(1)13/(5)...(2p11)lr
r(p 
(a) 55, (b) 61, (c) 64, (d) 65, (e) 81 in the Table of Appendix B, Pages 248
172. Using the binomial theorem show that for jxj < 1,
(1+x)112
x3
1  1x
+ 1.3x2
 1.3.5
2
2.4
2.4.6
and thus verify the summation of the infinite series in Problems 34 and 39.
173. Use infinite series to find the Laplace transforms of (a) sin t, (b) cos t, (c) eat,
(b) Find
.1 {erf (t)} =
es2/4
erfc (s/2)
sin t,
(b)
of W Jo (2
CHAP. 1]
41
178. Use (a) infinite series, (b) differential equations to find C {Jj(t)'.
+ .. ,
r(n) lsn + (s
+ 1)n + (8+2)"
i(n)
(' tn`1
`(n)
In
1
+ 2n
+
f(ln s)
et 1 dt =
n + .. .
1
(' ` to F(u)
o
l'(u+l)duj
stns
182. If L,, (t), n = 0,1, 2, ... , are the Laguerre polynomials [see Problem 1621, prove that
n==o
J(a, t) =
eJo(2AFt)
aJ=_aj
183. Let
J0
2t
00
J(a, t)
f co
so
eu2t cos au du
f x e0
t si th t sin t
dt = 8.
2V
ea2/4t
(b) By
Chapter 2
The
If the Laplace transform of a function F(t) is f (s), i.e. if {F(t)} = f (s), then F(t) is
called an inverse Laplace transform of f (s) and we write symbolically F(t) _ ' { f (s) }
where C' is called the inverse Laplace transformation operator.
Example. Since
e3t) =
+1 3 we can write
est
Since the Laplace transform of. a null function N(t) is zero [see Chapter 1, Page 9],
it is clear that, if C {F(t)} = f(s) then also e {F(t) + {(t)} = f(s). From this it follows
that we can have two different functions with the same Laplace transform.
Example. The two different functions Fl(t) = eat and F2(t) =
same Laplace transform, i.e. 11(s+3).
t=1
fest 0otherwise
have the
If we allow null functions, we see that the inverse Laplace transform is not unique.
It is unique, however, if we disallow null functions [which do not in general arise in cases
of physical interest]. This result is indicated in
Theorem 21.
t > N, then the inverse Laplace transform of f (s), i.e. ' { f (s)) = F(t), is unique. We shall
always assume such uniqueness unless otherwise stated.
CHAP. 21
43
f(s)
1.
2.
3.
t'
n = 0, 1, 2, ...
eat
4.
sa
1
sin at
82 + a2
5.
cos at
6.
82 + a2
sinh at
82  a2
8.
s2
cosh at
a2
1.
Linearity property.
Theorem 22. If c1 and C2 are any constants while f l (s) and f2(s) are the Laplace
transforms of Fl (t) and F2(t) respectively, then
{Clfl(s) + C2f2(s)}
(1)
ciFi(t) + c2F2(t)
The result is easily extended to more than two functions.
Example.
1
fi_4
2
_ _3s
s2+16 +
4.(L
s2}
+5
.C
 3l {1s2+16
s
' f)    4 (
Because of this property we can say that (' is a linear operator or that it has the
linearity property.
2.
eat F(t)
(2)
44
Example. Since
1
1 a2
s2  2s + 5}
3.
e1 (s  1)2 + 4}
et sin 2t
Example. Since
F(ta) t > a
t<a
(3)
sin t, we have
if t>,,/3
if t<r,/3
f sin (t  ,r/3)
10
4.
(CHAP.2
fs l
{f(ks)}
(4)
Example. Since
2s
.e1 1
l(2s
cos
2t
2 cos2t
as is verified directly.
5.
(fc,,>(s) }
Example. Since
('
s2
2s
tsint
2s
(s2+1)2 j
6.
or
(52+1)2}
(5)
 21tsint
.'{f f(u)du
s
Example. Since
X1 ifs (U
u 41 1)
lri
, (s
s(s +
du
_
1
In
F(t)
t
(6)
= 1  e1, we have
(1 + s) l
1
1et
t
CHAP. 2]
7.
45
Multiplication by s".
Theorem 28.
(7)
If F(0)
0, then
.(' {s f(s)  F(0)}
o('' {s f (s)}
or
F'(t)
where S(t) is the Dirac delta function or unit impulse function [see Page 9].
Example. Since 4t
{s2 + 1
{ s2 i
dt (sin t)
= cost
Division by s.
Theorem 29.
t
f ss)}
F(u) du
(10)
Thus division by s (or multiplication by 11s) has the effect of integrating F(t) from
0 to t.
2 sin 2t, we have
Example. Since
2 sin 2u du
cos 2t)
Generalizations to e( t
9.
If
Theorem 210.
.(1 {f(s)}
= F(t) and (
t {g(s)}
= G(t), then
= f F(u) G(t  u) du = F * G
(11)
We call F * G the convolution or faltung of F and G, and the theorem is called the
convolution theorem or property.
t
Example. Since
t
`e
= et
1
and t' fis2}
f
0
= e2t
eu e2(tu) du
we have
e2t  et
46
[CHAP. 2
A
As + B
(as + b)r' (as2 + bs + c)r
Example 2 .
3s A 4
3s24s+2
(s2+2s+4)2(s5)
_As+B
Cs+D
(s2+2s+4)2
s"
4 2s+4 +
E_
5
s
Series methods.
a+a, +az+a3+
...
St
f(s)
.3
sz
s4
(12)
ao + a,t +
2'1
+ 3 i3 +
(13)
See Problem 40. Series expansions other than those of the form (12) can sometimes
be used. See Problem 41.
3.
4.
5.
6.
7.
The Complex Inversion formula. This formula, which supplies a powerful direct
method for finding inverse Laplace transforms, uses complex variable theory and is
considered in Chapter 6.
P(s)
Q(s)
P(ak)
I Q,(ak) ak`
(14)
CHAP. 2]
47
This is often called Heaviside's expansion theorem or formula. See Problems 2931.
The formula can be extended to other cases [see Problems 105 and 111].
B(m, n)
fo
umI (1
u)nI du
(15)
B(m, n)
1.
rr/2
cos2n1 B do
Sln2m1
2.
B(m, n)
r(m) r(n)
2 r(m + n)
EVALUATION OF INTEGRALS
The Laplace transformation is often useful in evaluating definite integrals. See, for
example, Problems 3537.
Solved Problems
INVERSE LAPLACE TRANSFORMS
1.
(f)
ts2+a2}
s
s2 _
a2
(a) .C {eat) = s
j
a
= eat, (b)
sin at
1
'
'
(d) .t
'
tn
sn1
(e)
 s2azj `
1
sink at
a
(= cosh at.
a.
to
eat.
Then
a `e
n!
= gn+I'
{8'n
1
at) = 1 
Then
82 + a2
.C1 5 82 +
Then
1
= s2+a2.
n
1
Then .(1 82+a2
for n = 0,1,2,3,
sin at
....
48
(e)
(f)
2.
sinh atl
e {cosh at} =
Prove that
72
a2 .
s2
to
_,
to
r(n+1)}
a2
Then
s2 1 a2
C 1
182a2[
sirh at
a
Then
a('1
[CHAP. 2
1'(n+l)
I'(n + 1)
1'(n+1)
i.
8nl
sn+1
n > 1
1
)n > 1. Note that if n = 0,1, 2, 3, ... , then 1'(n+l) = nl
1 j sn+1t = (n f
and the result is equivalent to that of Problem 1(b).
Then
3.
(21491
(a)
(C) C1
{s 42}
1
s2}
(d)
(f)
(g)
Js2 
(g)
}s2
118216}
sin 3t
[Problem 1(c)]
[Problem 1(a)]
t3
t3
31
[Problems 1(b) or 2]
[Problem 1(d)]
= 6 cosh 4t
[Problem 1(f)]
sink ' t
[Problem 1(e)]
1821 3f =
ti/2
2t1/2
t112
l 3 2 1  (3/2)1 ()
.C1 Jr
Is
s2+2} _ cos V2t
68
(e)
= 4eSa
(c)
(e)
kd)1 {s2+2}
'(b)1
(b) c~1
s1
[Problem 2]
c1f1(s) + c2f2(8)
CHAP. 2]
Then
.e1{cif1(s) + C2f2(s)}
49
C1F1(t) + C2F2(t)
5.
(a)
(a)
()b
} 5s+4
ss
 2s18
s2 +9 +
3+4s
15s+4
.1
Find
24  30h l
86s
2s3  9s216 +
2s18 + 24301
+9
32
s4
16s2+9
18
2s
24
_30
s7/2
s2+9 + s2+9 + 34
}S2 + .43
f
(b)
. r(j) =
F(7/2) = 2
since
3
9s2  16 +
1s3/2
=
6.
86s
682+91
_ 3+48
e _ 1 }2s
Cs9/16)
9(821619)+
3\8216/9)
sin 3t/4 
3(s2+9/16)J
cos 3t/4
Prove the first translation or shifting property: If C1 { f (s) } = F(t), then
.('
,C1{f(sa)}
Then
eatF(t)
Another method.
Since
f (s) =
1(8  a)
e(sait F(t) dt
Then
7.
we have
{eat F(t)}
eat F(t)
6s4
}s24s+20}
4s+12
s2+8s+16
1
(a)
3s+7
s22s3}
(e)
{2s+3}
6s4
6s4
.  1824s+20 J
(s  2)`l + 16 f
6 ,e1 1 (s
s2
 2)2 + 16J
C_1 6(s2)+8
1(s  2)2 + 16}
4
50
4.C1
1s+4 j 
4 e4t
C1
(e)
3s+7
._1
1822s3j
_
3s + r
e4t (1  t)
+ 101
f 3(s1)
(81)2  4
s1
(a
+_1 14(s+4)41
5l
(s+4)2 J
4s+121
(s+4)2 j
4s+12
s2+8s+15
(b)
[CHAP. 2
et sinh 2t
4 eat  et
For another method, see Problem 24.
_1
(d)
2 +3 f
Vr2
1
8.
(a + 312)112
e3t/2
t1/2
r(1/2)
t1/2 63t/2
G(t)
Method 1.
F(t  a)
fo
.C 1 {eas f(8)}
Method 2.
Since f (s) =
t>a
t<a
Then
G(t)
we have
0as f(s)
e _ su F(u  a) du
[letting t + a = u]
It should be noted that we can write G(t) in terms of the Heaviside unit step function as
F(t  a) u(t  a).
CHAP. 2]
9.
51
(a)
f (s + 1)ersl
se4_s/5
(a) Since
(s
2)4
} = e2t:1
(d)
1 s2 + s + 1 1
t3 e2t
{;} 
3.
e5s
t3 e2,
we have by Problem 8,
(j (t  5)3 e2(t5)
(8  2)4}
e43s
'
t>5
t<5
g (t  5)3 e2(t5)'U(t  5)
8
(b) Since1 {82 +2
5}
= cos 5t,
_
t>4,/5
se4,rs/s
s + 25
t < 47r/5
LO
t>4,/5
{cos 5t
t < 47r/5
If
12
+8
s+8+1
s +1
+
e/t cos
e%t
t
2
emot sin
3
3t
v3 cos 2
+ sin
t2
e_ 1
IFS/2
(s+1)2+I
2tl
V
Thus
s2+s+1
e/(t7<) {vcost_
7)
t<7r
0
1
{
NF3
(d) We have
.C1
{(s + 4)5/2
t>7r
e4t.C1{ 85/2
1
1
3/2
= e4t F(5/2) = J
413/2 ,4t
31T
4)5/2}.
52
e43s
Thus
e3s
t (s + 4)5/2
1J
e4
{(8 + 4)5/2
[CHAP. 2
t>3
3V
t<3
4 (t  3)3/2 e4(t4)
t>3
3Vir
t<3
4 (t  3)3/2 a4(t4)
3'
'u(t  3)
10. Prove the change of scale property: If C' (f(s)) = F(t), then
i1 {f(ks)) =
Method 1.
Since
kF(tlk)
.e 1{f(ks)}
Method 2.
F(t/k)
f(ks)
f ekst F(t) dt =
'
5e_suiuiic
F) du =
k
Then
[letting u = kt]
k .C {F(t/k)}
1/251 =cos
11. If
find
1/ks
i l(ks)1/2
e 1/2$
where a > 0.
1 c o s 2 t/k cos 2
k
7r(tlk)
Vi/k
&t
or
e1/kst
81/2 I
cos 2'/7 k
V;L
Je
81//2
at
cos 2
2
Tf t
(1)n to F(t)
Then
CHAP. 2]
13. Find
53
s
(g2 + a2)2
We have
df
2s
ds l ;2+ a
Then since
2 ds
(s2 + a2)2
(s 2 + a2 )
in at
xt
s
(s2 + a2)2
Another method.
_1d
Thus
ds 82 + a2 )}
1{d(
1
t( sina at
t sin at
2a
2as
82 + a2
(s2 + a2)2
Hence
d
lda
fl
==
(82+a2)}
2as
'1 1I (82+a2)2
or
1(
(82 + a2)2
2a d (cos at)
{(32 + a2)2
2a.C1
 2a ( t
sin at)
t sin at
Then
f'(s) =
2
8(82 + 1)
Thus since
ff
0
Let G(t) =
F(u) du.
Thus
.C {G'(t)}
and so
.C {G(t)} =
f ($)
or
C1 j f 8s)
l
G(t) = r F(u) du
o
2a
[CHAP. 2
54
f )} = f f F(u) du dv.
1
ff
t
Let G(t) =
. {G(t)} =
J f R2)} = J
(1
f (s)
F(t) W.
f f ff F(t) dtn
=
8n
s3(sz+1)}
Since
t
1
In
in general,
82 .e {G(t)}
= G(t) = f'f"F(u)dudv
0
or
f (s)
f (8)}
17. Evaluate
.C {G"(t)}
Thus
1 }
s2+1
f0t
.C1
82(82+1)}
18. Given
Method 1.
cost  1
that1 }(82
t  sin t
f0 (1  cos u) du
=
{83(32 + 1)
.1
1  cos t
Check:
sin u du
1s(s2+1)J}
(u sin u) du
t2
+ 1)2} = 2 t sin
t,
1
82+1 + 84  82(82 + 1)
s3 + s2 +1
+ Cost
83(82+1)

1
83(82 + 1)
1
+ 1)2
1
1(32+J) 2
_1
`e
s
8 . (82+1)2
_1
Jo
ju sin u du
t
I
J(sin t  t cost)
Method 2.
g.
82+1__11
(82+ 1)2
1
(82 + 1)2 1
dt (it sin t)
Then
.C1 s2 1+ 1
_
}82+1}1
4 f (82+1)2 J
1
(
 4tcost
+ sint )
(sin t  t cos t)
CHAP. 2]
19. Find
55
C
2(1 uosu) du
1 u su
du
= f F(u) G(t  u) du = F * G
0
Method 1.
f (s) g(s)
(1)
where f(s) _ C {F(t)}, g(s) _ i {G(t)}. To show this we note that the left side of (1) is
fc=ogst f
f0
f'0
t=u=
=
where
8M
fM f t
t0 u=0
e st
lim sM
M.
F(u) G(t  u) du dt
(2)
The region in the to plane over which the integration (2) is performed is shown shaded in Fig. 21.
u
`Rt
Fig. 22
Fig. 21
Letting t u = v or . t = u + v, the shaded region `Rtu of the to plane is transformed into the
shaded region `Ruv of the uv plane shown in Fig. 22. Then by a theorem on transformation of multiple
integrals, we have
sM
(8)
56
[CHAP.. 2
at
au
a(u, t)
au
av
a(u, v)
at
at
au
av
C!
u=0
(k)
if u+v:M
Then
Mim am
ff
=.
am
v=0
u=0
ff
(5)
if u+v > M
10
K(u, v) du dv
00
K(u, v), du dv
Fig. 23
dv}
F(u) G(t  u) du = F * G
For a direct method of establishing the convolution theorem, see Problem 85.
F*G
F(u) G(t  u) du
f` G(v) F(t  v) dv
F(t  v) G(v) dv
G*F
This shows that the convolution of F and G obeys the commutative law of algebra. It also obeys
the associative law and distributive law [see Problems 80 and 81].
CHAP. 2]
57
'{(2+a2)2} ,
(a)
IIa We ca n
wr ite
(s2 + a2)2
82 + a2
st + a2'
_
_
1
1
l 82 + a''
1152(6+1)2}
(b)
sin at
'
(82
1)ls2 fs 1 = cos at
ay f
.e
and
.C1
Then since
sin a (t  u)
ff, cos au
a2)2
du
a sin at
J0
cos2 au du  a cos at
sin au cos au du
sin 2at
4a
sin at
a sin at C 2 +
cos at
at 1
a cos at f.
sing au du
(1
l  cos 2at1
4a
1 cos at (si2aat )
t sin at
2a
(b) We have
e'
32
I = t'
t1
__
(S + 1)2
{82(S + 1)2
t et.
(ueu)(t u) du
(utu2)eudu
0
tot + 2et + t  2
.e {tet + 2et + t  2}
Check:
ftf
0
'F(u)
du dv
(S+ 1)2 + s + 1 + 82
2
s
82(8+1)2
82(8+1)2
f t (t  u) F(u) du.
0
58
f (s)
.c (t) C {F(t)}
(t  u) F(at) du
.C
[CHAP. 2
s2
f (t  u) F(u) du
f (s)
E s: F(u) du dv
82
ft
(t  u) F(u) du
F(t) dt2
0
(t7011_
(n  1)!
F(u) du
PARTIAL FRACTIONS
24. Find
( 12 3s + 7 1
ls 2s31
3s+7
Method 1.
3s+7
(s3)(s+1)
822s3
s3 + sf 1
(1)
3s+7
3s+7
and
(s3)(s+1)1
8+1
1
3s+7
_i
s I
4e3t  et
4,C1 j s 3 J
=
Method L
s3
(s3)(s+1)
B(s  3)
= A + lim
s_3 s + 1
Then
or
A=4
3s+7
lim
s.1
s3
A(s + 1)
lim
s...1
s3
+B
or
B = 1
Using these values we obtain the result in Method 1. See also Problem 7(c), Page 50.
25. Find
2s2  4
C1
We have
282 4
(s + 1)(s  2)(s  3)
s+ 1 + s2 + s3
( )
1
CHAP. 2]
59
A=
282  4
111
s.1 (s2)(s3)
B =
4
3
C =
7
2
Thus
i
`e
2s2 4
1/6
4/3
s+1 + s2 +
I(s+1)(s2)(s3)j
 s et 
e2t +
7/2
s3f
e3t
3
2
The procedure of Method 1, Problem 24, can also be used. However, it will be noted that the
present method is less tedious. It can be used whenever the denominator has distinct linear factors.
26. Find
1
(s + 1)(s  2)3)
5s215s11
(s+1)(s2)3
8+1
(s2);
(s2)2
s2
(1)
s.1
1
(s2)3
7
The method fails to determine C and D. However, since we know A and B, we have from (1),
1/3 +
582  15s  11
s+1
(s+1)(s2)3
7
(s2)3 + (s2)2
s2
(2)
To determine C and D we can substitute two values for s, say s = 0 and s =1, from which we find
respectively,
11
i.e.
1+7 +
D
21
2
2'
+7
t (s+1)(s2)3 j
_1
.:
J 1/3 +
is+i
 3 et 
7
(s)
Thus
4
(2)2
+ 1/3 1
s2
60
[CHAP. 2
Another method. On multiplying both sides of (2) by s and letting s > 00, we find 0 = $ + D which
gives D = j. Then C can be found as above by letting s = 0.
This method can be used when we have some repeated linear factors.
27. Find
38+1 1
{(s_1)(s2+1)j
3s+1
(s1)(32+1)
Bs+C
3 1
82+1
(1)
3z + 1
Multiply both sides by s 1 and let s  1; then A = lim
}_ l s + 1 = 2 and
3st1
a 1
(s  1)(82 + 1)
Bs ' C
82 + 1
(2)
= 2+285 C
1 = 2+C,
from which C = 1 and B = 2.
_3s+1
(81)(s2+1)J1
Thus we have
'r
1
2s+1
s
_ 2t
2,e1
4
1
=
Another method.
821
1Y2
1J
let  2 cos t
}
1+
sin t
Multiplying both sides of (2) by s and letting s  , we find at once that B = 2.
s 2 + 2s + 3
{(s2 + 2s + 2)(s2 +2s+5)1
Method 1.
__ s2+2s+3
_A_s+B + Cs+D
s2+2s+5
s2+2s+2
(s2+2s+2)(s2+2s+5)
(1)
S2+28+3 =
1/3
{s2+2s
2/3
1
2 + s21 2s 1 5
3 11(31) 2+1
,e1 1
et(sint+sin2t)
(S
T 1)2 +
4}
CHAP. 2]
_ B
Let s = 0 in (1):
Method 2.
10 
61
2 + 'S
0=A+C
_ A+B
Let s = 1:
20
Let s=1:
C+D
+
= A + B + D4C
Solving, A = 0, B = *, C = 0, D = 4 as in Method 1.
This illustrates the case of nonrepeated quadratic factors.
Method S.
Since
= (s+1i)(s+1+i)
82 + 2s + 2
82 + 2s + 5 = (s+12i)(s+1+2i)
Similarly
Then
s2+2s+3
82+2s+3
(s+1i)(s+1+i)(s+12i)(s+1+2i)
(82+2s+2)(82+2s+5)
e(l+i)t
6i
6i
e020t
e_teit  e it)
e(1+2i)t
6i
6i
e_t
2i
*et sin t +
e2it  etit
2i
*et sin 2t
This shows that the case of nonrepeated quadratic factors can be reduced to nonrepeated linear
factors using complex numbers.
A,
A2
Ak
8al
8a2
8ak
8an
(1)
lim
S+ak Q
Q(s)
(8  ak)
lira
lim P(s) S.Cik
S.ak
sl. ak
P(s)
a  ak
Q(s)
8ak
1 Q(s)
lim
flak.)
. ak
P(ak)
Q,(a)
Q'(ah )
P(at)
47(al) 8  at
+ ... + Qflak)
(ak) S
P(an)
ak
Q'(an) 8  an
62
[CHAP.2
fP(s)l
P(a1)
lQ(a) J
30. Find
(1
Q'(al)
(ak)
eakt +
P(an)
P(ak)
k=1 Q'(ak)
eakt
W4
{(s+1)(s2)(s3)
est
12
Q'(3)
Q'(s)
_6et
382  8s + 1,
3e2t +
2e3t
31. Find
1
38+1
(s  1)(s2 + 1)
P(1) t
e
Q'(1)
P(i)
Q10)eit +
4
t
2e +
P( i)
Q'( i)
e it
(1)
3i+1 e_ it
':3:i+1
22ieit + 2+2i
Note that some labor can be saved by observing that the last two terms in (1) are complex
conjugates of each other.
ft xm1(tx)n
Consider
G(t)
r(m + n)
1 dx
(tm1) C {tn1}
!r(rn) . 1'(n)
.11n
Thus
r(m) r(n) I
sm+m (
G(t)
t
or
xm 1 (t  x)n1 dx
n
r(m) r(n)
sm+n
8n
l'*) r(n)
1'(m+n)
CHAP. 2]
Tr/2
fo
_ r(m) r(n)
B(m, n)
s in2m10 cos2i' 0 d0
63
2 r(m + n) '
F(m) r(n)
J xm1 (1  x)"'1 dx
B(m, n)
r(m T n)
/2
2J
B(m, n)
sin2m1 B
r(m) r(n)
cos2n1 o do
r(m+n)
34. Evaluate
9/2
IT
7r/2
d0
(c) f
cos4 0 d0,
(b)
0
tan 0
(b)
r(5/2) r(7/2)
sin4 a cosh a de
(3/2)(1/2)V
(5/2f)(3/2)(1/2)'
2.5.4.3.2.1
21'(6)
Tr
cos4 o do
/2
cos4 o de
fo
Then letting 2m  1 = 0 and 2n 1 = 4, i.e. m =1/2 and n = 5/2 in Problem 33, we find
2J
cos4odo
2 rr(1/2)
2
rr
L
(C)
Tr/2
r(5/2)1
2 r(3)
(3/2)(1/2)V7l
2.2.1
J
37r
r/2
do
sin1/2 B cost/2 o do
tano
Letting 2m 1 = 1/2 and 2n 1 = 1/2, or m = 1/4 and n = 3/4 in Problem 33, we find
f7T/2 do
o
tan a
r(1/4) r(3/4)
Try c
7r
2 sin (7,/4)
21'(1)
EVALUATION OF INTEGRALS
35. Evaluate
Jo (u) A (t  u) du.
Let
G(t) =
.i {G(t)}
C {J0(t)} .C (Jo(t))
Hence
and so
G(t)
G(t)
(y8+1)(y821+1)
e1 {s2 + 1
sin t
f J0
=
t (u) J0 (t  u) du
0
sin t
[CHAP. 2
64
/2.
fW
Let G(t) =
f000
f0 est dt
.C {G(t)}
dx
o,
Letting
x2 =
s tan o or x =
2T J0
.L {cos tx2} dx
I
0
82 + x4
dx
7/2
cos tx2 dx
(tan e)1/2 do
7\
4V1
Inverting, we find
n4
10
G(t)
cos tx2 dx
r.
(t1/2\
,e1
\ 1\
V It
t
1/2
rr
cos x2 dx
fo
MISCELLANEOUS PROBLEMS
37. Show that
exsdx =
fo
f.
Consider
G(t) =
etx2dx.
0
00
.i {G(t)}
. /8 tan1
Jo s +x2
'=
Thus by inverting,
G(t)
00
etx$ dx
t
2
2, r
Ifs 0
1/2
t1/2
Letting
2 J0
.r(j)
{r()}2
'
x1/2(1
x)"'1/2 dx
dx
j_(.x)2
dx
fx(1
sin1(1241
x)
Thus r(4) =' and so the required integral has the value 4,r. See also Problem 29, Page 22.
CHAP. 2]
38.
Find
{(s2 +a2)3/2
d(
i {J0(at))
or
dal g2+a2
+1
Thus
{(s2
(82+:2)3/2
a
Jo (at)
t J1(at)
a
(1
{Jo(at))]
.C
(82 + a2)312
x2)3/2
s2 +a 2
x {t Jo (at)}
39. Find
65
1
1
(32 + 2s + 5)312
et 4
{(82+4)3/2
te
Ji (2t)
40. Find
e 1/s
1/s
+ 2!s2
31 s3
s2 + 2! s  3! s4 +
(2!)2
1t+
 1
(3!) 2
1222
t3
12 22 32
(2t"2)2 + (2t1/2)4
22
2242
(211/2)8 +
22 42 62
J0(21/)
then
?!' _  2s1/2 ,
p" =
4s
+ 4s3/2
Thus
4sy"+2p'y = 0
(1)
66
dt [t2Y]
{tY}. Thus
[CHAP. 2
or
Y + (64t21)dt
Y =
Now tY = t1
e1/4t.
22
1nY + 2lnt + It =
or
Cl
e1/4t
t8/2
Thus
e C
d8(eV)
( {tY}
2V t3/2
2Vi
2'
2s1/2
e1/4t
1sl/2!
.e 1 {e  r. }
83/2
3!
.+.4i_ C! +...1
85/2
82
g
.e1 {1}  .i {81/2} + 4:1 2!1
 .(1 1J33/2
3i1
+ ...
(1)
Using the results of Problem 170, Page 40 [see also Problem 33, Page 22] we have for p equal to
zero or any positive integer,
=
.C+1 {8p+112}
tp3/2
r(p 
(J)P
(2p2 1) tp3/2
+1
)()
t 3/2
2V;T
1
Jl
3!
()()(5! 7
22t
2 a t3/2
42. Find
+ .. .
+ ...1
J
3!
2/t3/2
e1/4t
O {2
du
V,,
1/Co2%t
e" dv
1
erfc 2f)
(letting u = 114v2)
CHAP. 2]
43. Find
67
,e1le=tel.
In Problem 42 use the change of scale property (4), Page 44, with k = x2.
gAGis
erfc T
)Iy
1t/x2)
extr I
from which
erfc
x28
Then
44. Find
Since
2s3 + 1082 + 8s + 40
82(82+9)
}
{
 9 (s
82(82 + 9)
1 1283 + 1082 + 8s + 40
283 + 1082 + 8s + 40
92(S2+9)
9
1
283+8082+988+40
82(82+9)
82
0)
(28+10+s
s2
108
40
8
8
and so
we have
s2 + 9) '
\
 (28+lo+2+9
85 0)1
50
+ 82 + 82+9 + 82+9}
=
A {j (t)}
82 +
Now
s2+1
1
t1/2 aat
s+a
1
1
f782 +1Jr
= 1
S+i 8i }
(t  u)1/2 gi(tu)
11
7t
68
[CHAP.2
J0(t)
1
a
or if 12v=w,
1
IT
V.
1IT
J0()
t
fo
A eitcos0
do
1f
Ir
cos (t cos e) do + i
sin (t cos o) do
Equating real and imaginary parts or by showing directly that the last integral is zero, we have
as required
Jo(t)
ces (t cos e) do
0
Another method.
Let G(t) = 1
7
J0
cos (t cos o) do = 2
V.
.i {G(t)}
82
G(t) _ t1 lJ
82 +
7r/2
0
Thus
fr/2
+ cos t e
tan'
do
s tan e
s2 +
7/2
2
Ir
s sect 6
s2
tan2 e+s 2
it/2
+1 do
82+1
= Jo(t), as required.
s2 + 1
Supplementary Problems
INVERSE LAPLACE TRANSFORMS
47.
1 5 s2+16
B
(c)
(e)
1
3s 121
82+8 r
2sb
(i)
829
(e)
(b) 4 e5t/2
(c) 8 cos 4t
(g) t4/24
(d) 3 sin 2t
(h) 8t5/2/151'
(i)
4e4t/3
12
4
3s
_13+11
84/3 J
CHAP. 2]
48.
Find (a)
49.
Find
2+25 '
50.
4s3s8
(a) C t
69
ett
5810
982+16
(b)
sin 5t/2
5 t=3
and G(t) = t
(b) Discuss the significance of the result in (a) as far as uniqueness of inverse Laplace transforms is
concerned.
51.
Find
3s8 _
(a)
241
3s2 _ 7
3s+2}'
3216J' (b) t1 85/2
4s
a2+4
i
52.
prove that
53.
Find
(a)
Ana. (a)
55.
Find
285
982
p5/2
(b)
(8+1)5/2 }
}
 t  3 t2 + 16t4 + 4t1/2// + 8t312/3 /  4 cosh 3t + 6 sinh 3t
Ans.
54.
+ 4s  18 + (s + 1)(2  s1/2)
{3(821) 2
1
Find
()a
. 1 {(s + 1)5}'
2t1! 33  2t)
24t (4t3  t4)
(b)
23s14
i84s+81,
(
8s+20
Ct j82123+32}
(b)
Ans. (a) e2t(3 cos 2t  4 sin 2t), (b) 2eOt(4 cosh 2t + 7 sinh 2t)
56.
Find
(a) ('I
3s+2
1482+123+9
57.
Find
(a)
{ 253  2
(b)
38+4s+8
e  2t/3
(b)
15
Ytj
(b) e2tJo(4t)
s24s+201
38327
 3e4t
70
58.
Find
t2
Ans. (a)
(e)
{(t_ 1)1/2/'
0
59.
Find
1S
t>2
t>3
t<3
or
or
62.
If
= erf
(V82 + 1  8)n
63.
Find
(a) ..C I
NFS
Ana. (a)
et erf Xft,
(s1)
(b)
= Jn(t), find
82+1
s
1v'sTif
or
and
If ..(1
t<3
tP  2s + 5 }
(b) `e
t<2
61.
t > 3
e3s
_1
3s + 2 J '
(b)
4 sin 2(t  3)
or (t1)112u(t1)/y7r.
2e2(t2)  e(t2)
Ans. (a)
60.
t>1
t<1
2+Se2s
(a)
(b)
t<2
to
s+l
Q
[CHAP. 2
.,
(b)
XllJ( S2+a28)n
s2+a2
Ans. an Jn(at)
e2s
s2+9 }
{Jo(3t  6)
or
t<2
J0(3t  6) u(t  2)
.C1 {s/(s2  a2)2) given that .C1 (1/(82  a2)) _ (sinh at)/a.
65.
Use the fact that .C1 (1/s)  1 to find C 1 (1/s') where n = 2,3,4..... Thus find C1 {1/(sa)"}.
66.
s+1
Find .C' (32+2s+2)2}
67.
Find
(a)
C11In(8+1)1'
(b)
t
(b) f
0
68.
`C11sIn(s+1)1.
eu  e2u
at
du
CHAP. 2]
69.
Find
82
b2)}.
e1 s1 In ( 82 ++ all
fcos au
Ans
71
cos bu du
ffu f F(u)
t
70.
Prove that
.C1
{f( ) ( =
J
71.
Evaluate
Ans.
72.
Find
ft
du dv dw.
0
Sot
Sot
F(t) dt3 ?
Explain.
1{s s+4}'
(a)
(b)
(b)
1 {8ys+a2}
du
f Jo(au)
t
0
73.
Find
(a)
(b)
It
(b)
(g6
74.
t2
e2t
54
8)
e2t
243
2711
 I)
54 + 81
+ 243
243
(c)
Find ,e1
78.
Find
79.
Find
{(s
3)($1)}
(82 + 4)2}
1 {(82+1)3
1
(8.+1)(82+1)
82
(a)
(a)
1'
(b)
` 1 {(82
:4)3}
(b) ,e1
{(s+2)2(82)
72
80.
81.
Prove that
82.
Show that
1 * 1 * 1 * ... * 1 (n ones)
83.
Show that
Show that f
0
85.
2!
't (t  u)n1
f F(t) dt'
0
where n = 1, 2, 3, ... .
= to1/(n  1)?
of (t  u)2 F(u) du.
F(t) dt3 =
fo
fo
fo
84.
(n  1)1
F(u) du.
f(s) g(s)
f.
est
{jL
86.
f,
87.
Show that
e(ab)u
u(tu)
sin u cos (t  u) du
It sin t
PARTIAL FRACTIONS
88.
3s
(a)
1661
(b)
{g38}
89.
Find
(a) ,C1
s+1
1182  2s + 5
_1
(b)
{682+7s+2}
{(s2)(281)(s+1)
90.
Find
91.
Find
92.
Find
2712s
{(s + 4)(82 + 9)
(a)
(a
`e1
(a)
Ana. (a)
84 + 2082 + 64
81
+ 3)(82 + 2a + 2)
1 822s+3
s3+16s24 1
(b)
I (8  1)2 (8 +
1)} '
(b)
(b) 
383382408+36
(824)2
[CHAP. 2
CHAP. 2]
93.
Find
73
E23
(1
(s + 2)(s  3)(a2 + 2s + 5)
Ans. Soest 
e2t
94.
Find
95.
Find
96.
Use partial fractions to work (a) Problem 44, (b) Problem 71, (c) Problem 73, (d) Problem 76,
4 1
Ans.
{(8223+2X32+28+2)}
2s3s21
sin t sinh t
2s11
C
(s + 2)(s  3)11
(b)
19s+37
a1 t (a  2)(s + 1)(s +
99.
Find
2826s+5
c_1
eat
s3682+11s6
100. Find
8+5
C1
(8 + 1)(s2 + 1)
34.
101. Use Heaviside's expansion formula to work (a) Problem 76(a), (b) Problem 77, (c) Problem 88,
(d) Problem 89, (e) Problem 90.
102. Find
.C 1
103. Find
(1
s1
(s+3)(s2+2s+2)f
32 3
(s
104. Find
+ 2)(s  3)(82 + 2s + 5)
.c1 f
(s2  2s + 2)(s2 + 2s + 2)
105. Suppose that f(s) = P(s)/Q(s) where P(s) and Q(s) are polynomials as in Problem 29 but that
Q(s) = 0 has a repeated root a of multiplicity m while the remaining roots, b1, b2, ..., b do not repeat.
A1
Az
(a  a)n, + (s  a)'n
P(a)
Q(s)
Ak =
lim _k 1 i
dk
Wsk
Show that
.e;1 (f(a))
eat
A2 tin  2
ni 1)! + (in
f (
_+

B.
B1
+ a  bt + s  b2
Bn
+ sb
k = 1, 2, ..., M.
Al tnt
(c)
+ ... + _s Am
a
2)1
A"'
74
(a)
.(
1
(b)
28298+19
{(81)2(6+3)J
C11
2s+3
l(6+1)2(8+2)2J
t(et  e2t)
11s34782+56s+41
(s  2)3 (s + 2)
(b)
[CHAP. 2
108. Use Problem 105 to work (a) Problem 26, (b) Problem 44, (c) Problem 71, (d) Problem 73,
(e) Problem 76(b).
109. Can the method of Problem 105 be used to work Problems 79(a) and 79(b)? Explain.
110. Find
283821
(8 +1)2(62+1)2J
111. Develop a Heaviside expansion formula which will work for the case of repeated quadratic factors.
112. Find
(c) f y'/ y2 dy
1 x2 dx = x14.
0
a/2
(a)
f toss o de,
(b)
f 7rn
r/2
e cos4 e do.
(c)
0
(a)
rr/2
sins' 9 do
n /2
toss' o do
xs' t
1 + X dx
x
sin p r ,
1.3.5... (p1) rr
2.4.6 p 2
` y2 dy =
J0 1+y4
2.
CHAP. 21
fr/2
7r/2
11
a de =
75
Tvf2
EVALUATION OF INTEGRALS
f.
120. Show that
sin x2 dx =
7M.
Ans. 7r/2
dx.
121. Evaluate
a
x cos x3 dx
10

7
.
3' r(1/3)
sin xdx
(a)
IT
(b)
cos x
XP
dx =
124. Use the results in Problem 123 to verify the results of Problems 120, 121 and 122.
x2 eT2 dx converges.
(b)
(c)
If t > 0, is
f.
J {x2 eU2) dx ?
126. Evaluate
Explain.
J0(u) J, (t  u) du.
MISCELLANEOUS PROBLEMS
127. Find
Ct
3 1
is
e_t
Ans.
+ 1}
 et/2 (cos
2t
sin 2
r,
t)1l
r
(a) f
130. Find
,
 dx
(x  2)(4  x)
eS(1  eS)
s(a2 + 1)
C1
l exvs
(b)
Jt
(5  x)(x  1) dx.
ft
[CHAP. 2
76
f (s)
1 e
2,rs
are these values? (b) Find the inverse Laplace transform of f (s).
134. Find
1}ln(s+ VF,2
or
0 O<t<2,r
Ans. 1 Jo(t)
t
lJ
2s
t > 27r
F(t)
(b)
u(8  U3)1/3 du =
27
136. Let F(t) = t2 at all values of t which are irrational, and F(t) = t at all values of t which are rational.
(a) Prove that {F(t)} = 2/33, s > 0. (b) Discuss the significance of the result in (a) from the viewpoint of the uniqueness of inverse Laplace transforms.
(a)
(b)
Ans. 
e1/rt3) 'U(t3)
r(t  3)3
j'
n
140. If
u sin tu du
1 + u2
F(t) = tt > 0
= 2 et,
t > 0.
J t1/2
and G(t) =
C1
Lt
0<t<1
a  2tan1
t> 1
et/2 11(t/2)
t
,r+ l  ,r_St
s+1+V J =
81 j
show that
(a
142. Find
t> 1
10
F(t) * G(t)
0<t<1
a/2
(a)
oI
T/2
cos (t cos2 e) do =
(b)
Prove that
C1 j T1} _
t2
t5
t8
2!
5!
8!
tl'
11!
* ,
'
(b) Discuss the relationship of the result in (a) to that of Problem 127.
CHAP. 2]
146. Can Heaviside's expansion formula be applied to the function f (s) = 1/(s cosh 8)?
x1 lS sins}
(3i)2
t7
(7!)2
+
t5
(5i)2
2{Jo(2eai14Vi)  J0(2e,n/4Vt)}
t4
t2
`e1{s+e8}
[tt]
(1)n (t  n)'
71
n1
n =O
J0 r
2 )} = 1 
ti
3+
t2 3 
t1
3+
77
Explain.
Chapter 3
Applications To
Differential Equations
+ a dY + RY = F(t)
or
(1)
Y'(0) = B
Y(O) = A,
.(2)
where A and B are given constants. On taking the Laplace transform of both sides of (1)
and using (2), we obtain an algebraic equation for determination of C (Y(t)) = y(s). The
required solution is then obtained by finding the inverse Laplace transform of y(s). The
method is easily extended to higher order differential equations. See Problems 18.
(3)
_1 ) m
dm
dsm
C { ycn) ( )}
( 4)
The Laplace transform can be used to solve two or more simultaneous ordinary differential equations. The procedure is essentially the same as that described above. See
Problems 12 and 13.
78
CHAP. 3]
79
APPLICATIONS TO MECHANICS
Equilibrium
position
m tt = kX
(b)
Fig. 31
mX" + kX = 0
or
(5)
m dtX = kX  /3 dX
mX" + /IX' + kX = 0
or
(6)
M dX
= kX  8 dt + f(t)
or
(7)
By using Laplace transforms to solve equations (5), (6) or (7) subject to various appropriate initial conditions of physical interest, the displacement X(t) can be found. See
Problems 14, 15, 27 and 28.
APPLICATIONS TO ELECTRICAL CIRCUITS
A simple electrical circuit [Fig. 32] con
sists of the following circuit elements connected in series with a switch or key K:
1. a generator or battery, supplying an electromotive force or e.m.f. E (volts),
2. a resistor having resistance R (ohms),
3. an inductor having inductance L (henrys),
4. a capacitor having capacitance C (farads).
These circuit elements are represented symbolically as in Fig. 32.
Fig. 32
80
[CHAP. 3
When the switch or key K is closed, so that the circuit is completed, a charge Q
(coulombs) will flow to the capacitor plates. The time rate of flow of charge, given by
dt, = I, is called the current and is measured in amperes when time t is measured in
seconds.
More complex electrical circuits, as shown for example in Fig. 3.3, can occur in
practice.
Fig. 33
 Ldt  Ldt2
Q
C
Voltage rise = E
The differential equations can then be found by using the following laws due to Kirchhoff.
Kirchhoff's Laws
The algebraic sum of the currents flowing toward any junction point [for example A
in Fig. 331 is equal to zero.
2. The algebraic sum of the potential drops, or voltage drops, around any closed loop
[such as ABDFGHA or ABDFQPNMA in Fig. 33] is equal to zero.
For the simple circuit of Fig. 32 application of these laws is particularly easy [the
first law is actually not necessary in this case]. We find that the equation for determination of Q is
1.
2dt2+RdQ+Q = E
By applying the laws to the circuit of Fig. 33, two simultaneous equations are obtained
[see Problem 17].
CHAP. 3]
81
Note the analogy of equation (8) with equation (7). It is at once apparent that mass m
corresponds to inductance L, displacement X corresponds to charge Q, damping factor p
to resistance R, spring constant k to reciprocal of capacitance 1/C, and force T to electromotive force E. Such analogies are often useful in practice.
APPLICATIONS TO BEAMS
given by W(x) per unit length, acts transversely on the beam. Then the axis of the
beam has a transverse deflection Y(x) at
the point x which satisfies the differential
equation
_d 4Y
x
=1
W(x)
Fig. 34
(9)
0<x<l
EI
This transverse deflection is sometimes called the deflection curve or elastic curve. The
quantity EI is called the flexural rigidity of the beam and we shall assume it to be constant.
[Actually, E is Young's modulus of elasticity for the beam and I is the moment of inertia
of a cross section of the beam about the axis.] The quantities EI Y"(x) and EI Y"'(x)
are called respectively the bending moment and vertical shear at x. Note that the Y axis
is taken as positive downward'so that deflections are positive downward.
The boundary conditions associated with the differential equation (9) depend on the
manner in which the beam is supported. The following are most common.
dx' 
1.
2.
3.
Free End:
Y = Y' = 0
Y = Y" = 0
Y" = Y"' = 0
82
[CHAP. 3
Solved Problems
ORDINARY DIFFERENTIAL EQUATIONS WITH CONSTANT COEFFICIENTS
1. Solve Y" + Y = t, Y(O) = 1, Y'(0) = 2.
Taking the Laplace transform of both sides of the differential equation and using the given
conditions, we have
{t},
.C {Y"} + .1 {Y}
sty  s + 2 + y
S2
1
82
s2
Then
=s
s2(s2 + 1) + 82+ 1
C1
..2 1
I 1 s + 32h 1
2
s2 + 1
81 + s2+1
and
1
s
s2 +1 + 32 +1
s2+1
t + cos t  3 sin t
Y = t + cos t  3 sin t, Y' = 1  sin t  3 cos t, Y" =  cost + 3 sin t. Then Y" + Y = t,
Y(0) = 1, Y'(0) = 2 and the function obtained is the required solution.
For another method, using the convolution integral, see Problem 7 and let a = 1, F(t) = t.
Check:
2.
Solve
We have
4 .. {e2t}
{sty + 3s  5)  3(sy + 3) + 2y
s2
11
(s23s+2)(s2)
=
4
(82  3s + 2)y + 3s  14
s2
s2
143s
s23s+2
382 + 20s  24
(s 1)(s  2)2
7 +
81
Thus
s2
4
1s1 + s2 + (s2)2J
(s2)2
=
CHAP. 3]
3.
Solve
83
We have
{Y}
(s2 + 2s + 5)y  1
t sin t}
C {e
(s+1)2+1
s2+2s+2
s2+2s+2
1
32+2s+2
82+2s+5 + (82+2s+2)(s2+2s+5)
s2+2s+3
(82 + 2s + 2)(s2 + 2s + 5)
s2+2s+3
4.
Solve
We have
i {t2 et}
s23s+1
 1)6
822s+ 1s +
(81)3
2
(S  1)6
(s1)2(s1)1
(81)3
W ::l
Y
and
(81)3
+ (8
(81)3
5.
(1)2
et  tet 
(8 1)6
(s1) 3
t2et
(s  1)6
t5et
r 60
As2+(B3A)s+3A3B+C
(81)3
=
2
+ (31)6
2
(81)3
84
[CHAP. 3
Since A, B and C are arbitrary, so also is the polynomial in the numerator of the first term on the
right. We can thus write
+
c2
+ c3 +
Cl
2
Y
 (8 1)3 (s1)2 s1 (s1)6
and invert to find the required general solution
lt2
y
5e
60
6.
Solve
Then
C {cos 2t}
s+e
4/
5
Thus
s2+4
s2+9 + (82+9)(82+4)
s
S2 + 9
72+4
(82+9)y  8  c
and
s2+9 '
s
5(82+9)
s2 +9 + 5(82 + 4)
s2+9
5(s2+4)
5 cos 3t + 3 sin 3t +
cos 2t
7.
Solve
5 cos 3t + 4 sin 3t
f
5 cos 2t
We have
and so
C {F(t)}
sty  s + 2 + a2y
f (s)
s2
=
f(s)
82+a2 + 82+a2
f(s)
f(s)
c = 12/5.
Then
CHAP. 3]
85
s21
{8?2}(8)
cos at 
2 sign at +
sin a(t  u) du
Note that in this case the actual Laplace transform of F(t) does not enter into the final solution.
8.
or
f(s)
f(s)
sci + c2
s2a2 + s2a2
1
Thus
sinh at +
cl cosh at +
Solve
We have
or
+ {sy  Y(0)}  4
=
da
(S2+4) dy + sy
Then
and integrating
Inverting, we find
dy +
y
s ds
s2+4
in y + I In (s2 + 4) =
Y=
cl
or
cJo(2t)
Y=
3 Jo(2t)
y =
s2 + 4
86
10. Solve
Let Y'(0+) = c.
s2y'2sy+1+2sy2y' = 0
or
(s2 + 1)y'  1 =
i.e.,
Integrating,
y, _
or
1
$2+1
 tan1 8 + A
Thus
 tan18 = tan'
.e1 I tanI 11
sJ
sin t
t
11. Solve
[CHAP. 3
We have
By' + (s2+2)y
Then
ds + s+$l
or
s+2+a
1+a+
e'F2S2+2Jns= 82 e32.
= 1S
(By  Y(0)) + y =
ds
s2ys2+sy'+y+y =
or
or integrating,
.C {1}
Then
(1+s+ )82
61/2 ,z
82
1h sY f(1+s+81)92e.A,2ds
1
j2 e
1 + s2 +
eys2
CHAP. 31
87
s+
{sk} = 0, k = 0, 1, 2,
Then since
8 + 82 + 32 (1 2
82
...,
we obtain on inverting,
Y=
1 + (c + 2) t
Y = 1 + 2t
dY
dt
= Y  2X
sx  8 = 2x  3y
sy  3 = y  2x
or
(1)
(s  2)x + 3y = 8
or
(2)
2x + (s  1)y
=3
81
8s17
S2384
3s  22
s2
81
s23s4
X=
Y=
Then
13. Solve
= 5et + 3e4t
.e1 {y}
= 5et  2e4t
1Y"4X'+3Y = 15sin2t
38  22
s+1 + s4
sI1
(8+1)(84)
C1 {x}
8s17
(s + 1)(s  4)
s4
Y'(0) = 55.
Taking the Laplace transform, we have
1F
30
82 t 4
88
(82 + 3)x + 8y
15
35s  21 + 8+1
30
278  195 + 82+4
or
[CHAP. 3
(1)
(2)
35s21+8+15 1
278195+82+4
82+3
82+3
48
82+3
+ (8 + 1)(82 + 1)(82 + 9)
(82 + 1)(82 + 9)
308
45
82+3
35s  21 +
s2+3
4s
S2+3
15
8+1
308
Then
60
608
(8+1)(82+1)(82+9)
(82 + 1) (82 + 9)
82+9
2s
30
27s195+ 82+4
4s
=
308
(82 + 1)(s2 + 4)(82 :F9)
82+1
1!
15(82+3)
30(82+3)
(82 + 1)(82 + 4)(s2 + 9)
R+1 + 82+4
82+1
APPLICATIONS TO MECHANICS
14. A particle P of mass 2 grams moves on the X axis and is attracted toward origin 0
with a force numerically equal to 8X. If it is initially at rest at X = 10, find its
position at any subsequent time assuming (a) no other forces act, (b) a damping force
numerically equal to 8 times the instantaneous velocity acts.
(a)
Fig. 35].
or
d2X
P
Fig. 35
8X
(1)
CHAP. 3]
89
(3) X'(0) = 0.
Taking the Laplace transform of (1) and using conditions (2) and (3), we have, if x = . (X),
s2x  10s + 4x = 0
x =
or
10s
52+4
Then
The graph of the motion is shown in Fig. 36 below. The amplitude [maximum displacement
from O] is 10. The period [time for a complete cycle] is wr. The frequency [number of cycles per
second] is Mr.
10
Fig. 36
Fig. 37
(b) When X > 0 and dX/dt > 0, P is on the right of 0 and moving to the right. Then the damping
force is to the left (i.e. is negative) and must be given by 8 dX/dt. Similarly when X < 0
and dX/dt < 0, P is on the left and moving to the left so the damping force is to the right
(i.e. is positive) and must also be given by 8 dX/dt. The damping force is also 8 dX/dt for
the cases X > 0, dX/dt < 0 and X < 0, dX/dt > 0. Then
Net force
(Mass) (Acceleration)
2
or
d2X
dt2
8X  8 dX
dX+4dX+4X =
(4)
(6) X'(0) = 0.
Taking the Laplace transform of (4) and using conditions (5) and (6), we
Then
1 (s + 2)2
s2+4s+4
10(s+2)+20
10.C1{s1
l
=
10s+40
10e+40
C1 (x)
have
20`C'{1
10e2t + 20te2t
(s+2)2
`e
(s+2)2
10e2t (1 + 2t)
90
[CHAP. 3
15. A particle of mass m moves along the X axis and is attracted toward origin 0 with a
force numerically equal to kx, k > 0. A damping force given by /3 dX/dt, /3 > 0, also
acts. Discuss the motion, treating all cases, assuming that X(0) = Xo, X'(0) = Vo.
The equation of motion is
d2X
2X
or
where
kX 
m dt2
+ 2a dt + W2X
dX
dt
(1)
a = ft/2m, W2 = k/m.
or
(s + a)X0
Vo+aXo
(s + a)2 + W2  a2
(8 + a)2 + W2  a2
Case 1, W2  a2 > 0.
In this case,
Xo aat COs
w2  a2 t +
(Vo + aXo)
eat sin w2  a2 t
w2  a2
The motion is called damped oscillatory [see Fig. 38 below). The particle oscillates about 0, the
magnitude of each oscillation becoming smaller with each swing. The period of the oscillations is
given by 2rr/ w  a2, and the frequency is Vw2  a2/2,r. The quantity W/2,r (corresponding to a = 0,
i.e. no damping) is called the natural frequency.
Case 2, W2  a2 = 0.
In this case,
x=
.C1 {x}
_1
Xo
Vo + aXo
8+a + (s+a)2
Xoeat + (Vo+aXo)teat
Here the particle does not oscillate indefinitely about 0. Instead, it approaches 0 gradually but
never reaches it. The motion is called critically damped motion since any decrease in the damping
constant a would produce oscillations [see Fig. 39 below].
Case 3, w2  a2 < 0.
In this case,
X =
C1 {x}
_1
(s + a)Xo
Vo + aXo
(8 + a)2  (a2  w2) + ?8_+_
8 + a)2  (a2  w
Xo cosh
a2  w2 t +
V0 + aXo
 w2 sinh
a2  W2 t
a2
CHAP. 3]
91
Overdamped motion
Fig. 38
Fig. 39
Fig. 310
2h
.02 fd
16 ohms
Fig. 311
Let Q and I be the instantaneous charge and current respectively at time t. By Kirchhoff's laws,
we have
=E
2 dt + 161 + 02
(1)
or since I = dQ/dt,
2
2dt2Q
+ 16 d? + 50Q
=E
(2)
dt + 8 Q + 25Q
150
150
s(s2+8s+25)
6
8
Then
Q=
I
6s+48
s2+8s+25
6(s+4)+24
(s+4)2 + 9
6(s+4)
(s+4)2+9
24
(a+4)2+9
dt
50e41 sin 3t
D2
(b)
[CHAP. 3
+ 8 d2 + 25Q
50 sin 3t
(s2 + 8s + 25)q
and
150
s2+9
150
75
75
Thus
and
dQ
dt
75
75
s+4
26 82 + 9
25
25
sin 3t 
25
52
75 (2
52
75
75 64t
a4t cos 3t
52
For large t, those terms of Q or I which involve a4t are negligible and these are called the
transient terms or transient part of the solution. The other terms are called the steadystate
terms or steadystate part of the solution.
Fig. 312
drop.
Let I be the current in NPJK. This current divides at the junction point K into Ii and I2 so that
I = 11 + 12. This is equivalent to Kirchhoff's first law [see Page 80].
Applying Kirchhoff's second law to loops KLMNK and JKNPJ, we then have respectively
d11
d12
+ 4 dt + 2012
1011
2
dt
or
d11
511 
dt
d12
+ 2 Tt
1012
+ 201, + 1512
55
d11
dt
CHAP. 3]
93
Taking the Laplace transform of the system and using the initial conditions, we find
or
(s + 20)i1 + 15i2
55/s
0
55/s
From the first equation, it = 2i2, so that the second equation yields
(2s + 55)i2 =
55
55
or
i2
Then
_ 1_
s
s(2s + 55)
I2
2s+55
= 1  e55t/2
Il = 212 = 2  2e55t/2
= Il + I2 = 3  3e55t/2
APPLICATIONS TO BEAMS
and x = 1 [see Fig. 313] carries a uniform load Wo per unit length. Find the
deflection at any point.
The differential equation and boundary conditions are
d4Y
dx4
WO
 EI
0<x<l
(1)
Fig. 313
(2)
= EIs
Using the first two conditions in (2) and the unknown conditions Y'(0) = c1r Y"'(0) = C2, we find
?!
Cl
C2
Wo
s2 + a4 + EIss
Then inverting,
Y(x)
c1x +
C2X3
3!
Wo x4
02x3
+ EI 4 !
Clx +
Wo X4
+ 24EI
_
Cl
Wois
24EI '
_ Wol
C2 =  2EI
(3)
[CHAP. 3
94
given by
W(x) =
(Wo
0
O<x<l/2
l/2 < x < l
d4Y
W (X)
O<x<l
dx4  EI
Y(O) = 0,
Y,.,(1)
Y"(l) = 0,
Y'(O) = 0,
(1)
=0
(2)
Wo
W(x)' =
fo
(d)
W(x)
WO 1  es112
EI
s
From the first two of conditions (2) and the unknown conditions Y"(0) = ell Y"'(0) = c2, we find
y
cl
83
Wp
c2
+ EIss {1  s112)
84
Inverting, we find
Y(x)
clx2
2!
02x3
31
Wo X4
EI 4!
Wo (x  1/2)4 'u(x
EI
4!
 1/2)
This is equivalent to
Wo
0<x<1/2
+ 6 02x3 + 24EI x4
Y(x)
2
2x + 4 02x3 + 24EI x4
We now use the conditions Y"(l) = 0, Y"'(l)
cl
24EI
(x  1/2)4
x > 1/2
to find
Wo 12
8EI '
Wo l
2EI
c2
Wo 12
16E1
Wo 1
x2
Wo
 i2E1 x3 + 24EI
16EI x2
Wo
Wol
x3
+ 24EI x4
12EI
Wol2
16EI x2
12EI
Wo12
Wol
Wo
+ 24EI x4
Wo
x4
24EI (x  1/2)4
V.
 1/2)
0 <. x < 1/2
Wo
24EI (x  112)4
CHAP. 3]
95
20. A beam. has a concentrated load Po acting at the  point x = a. Show that we can
Po S(x a) where S is the Dirac delta function or
represent this loading by W(x)
impulse function.
Consider a uniform loading Wo per unit
length over the portion of the beam between
  1
a and a+ 6 [see Fig. 315]. Then the total loading on this portion is
a+E
Wo[a.+Ea] = Woe
Fig. 315
W(x)
a<x<a+e
Pole
otherwise
to
W(x)
P0S(xa)
8 is the Dirac delta function or impulse funcThen the differential equation for the
deflection. and the associated boundary condition.
Fig. 316
EI S(x  1/3)
Y'(l) = 0
Y(l) = 0,
Y'(0) = 0,
(1)
(2)
P0
EI cuis
(3)
Using the first two conditions in (2) and calling Y"(0) = el, Y"'(0) = c2, we find
PO a1 13
c2
C1
S3 + g4 + EI
34
(4)
(5)
Inverting, we obtain
clx2
Y(x)
C2X3
3!
EI
3!
or equivalently,
Ic1x2 +
Y(x)
.02x3
*C2x3
l.Clx2 +
EP (x  l/3)3
4P01
27EI '
c2
20P0'
27EI
96
[CHAP. 3
2P0 1x2
10Po x3
27EI
81E1
Po
81EI
or
Y(x)
2P0 x2(31 
5x)
81EI
P0
+ 6EI (x  1/3)3
at
1 at
ax
est au
dt
a 7t
lim f P est aU dt
P"
+ a f0
"
e8t U(x, t) dt  U(x, 0)
= s u(x, s)  U(x, 0)
where u = u(x, s) _ J {U(x, t)}.
s u  U(x, 0)
We have assumed that U(x, t) satisfies the restrictions of Theorem 11, Page 2, when regarded
as a function of t.
(b) We have, using Leibnitz's rule for differentiating under the integral sign,
CO
e8t au dt
df
e$t U dt
du
dx
(a)
l;
(b)
at2 I
2
` t axe
where
dx2
Ut (x, 0) =
au
at
and
u = u(x, s) = C (U(x, t) ).
t=0
41at2
ate
CHAP. 3]
97
= 2 au
au
U(x,O) = 6e
U,
du  (2s + 1)u
dx
or
(1)
12e3x
from the given boundary condition. Note that the Laplace transformation has transformed the partial
differential equation into an ordinary differential equation (1).
ef  (2s + 1) dx
= e(ss+l)a
Then (1)
can be written
d
dx
{u e(2s+1)x}
12 e(2s+4)x
Integration yields
u e(2s+1)x =
s+2
e(2s+4)x + e
6
e3x + c e(2s+1)x
u = s+2
or
Now since U(x, t) must be bounded as x  , we must have u(x, s) also bounded as x  eQ and it
follows that we must choose c = 0. Then
_
U
= s+2e
 sx
= 6e2t3x
25. Solve
aU
= ax ,
U(0, t) = 0, U(1, t) = 0
t > 0.
Taking the Laplace transform of the partial differential equation using Problems 22 and 23, we find
su  U(x, 0)
where u = u(x, s) = C { U(x, t)}.
u
= dx
or
d2U
(1)
x+
c2 e'rx + s +4
sin 2,rx
(2)
Taking the Laplace transform of those boundary conditions which involve t, we have
and
(3)
98
[CHAP. 3
c1 + c2 = 0
(4)
c2e`r = 0
C1 6'1"' +
(5)
sin 2rx
(6)
U(x, t)
(7)
This problem has an interesting physical interpretation. If we consider a solid bounded by the
infinite plane faces x = 0 and x = 1, the equation
BU
at
a2U
axe
is the equation for heat conduction in this solid where U = U(x, t) is the temperature at any plane
face x at any time t and k is a constant called the diffusivity, which depends on the material of the
solid. The boundary conditions U(0, t) = 0 and U (1, t) = 0 indicate that the temperatures at x = 0
and x = 1 are kept at temperature zero, while U(x, 0) = 3 sin 2rx represents the initial temperature
everywhere in 0 < x < 1. The result (7) then is the temperature everywhere in the solid at time t > 0.
Further applications are considered in Chapter 8.
_axae eU
'
Taking the Laplace transform of the partial differential equation and the condition U(0, t) = 1,
we find respectively
2
su  U(x, 0) = dx2
and
From (1),
,.C {U(x, t)}
or
u(0, s)
u = u(x, s) = cie'x +
dx2
 su = 0
=s
(1)
(2)
c2e_ fix.
3
= c2 e Ix
(3)
_
s
erfc
)
2V t
ev2 dv
x/c2%rt>
Physically, this represents the temperature at any point of a semiinfinite solid x > 0 whose face
x = 0 is kept at unit temperature and whose initial temperature is zero [see Problem 25].
CHAP. 3]
99
MISCELLANEOUS PROBLEMS
27. Suppose that in Problem 14, Page 88, an external force J'(t) acts on the particle but
there is no damping force. (a) Find the position of the particle at any time if
T, (t) = Fo cos wt. (b) Discuss the physical significance of your results.
(a) If the external force J '(t) is taken into account, the equation of motion becomes
8X + 7(t)
2 dtX
2X" + 8X
or
(1)
T(t)
(2)
X'(0) = 0
(3)
2X" + 8X
Fo cos wt
(4)
2{sex  s(10)  0) + 8x
Then if 2 # 4,
82+w2
(Fo/2)s
lOs
(5)
or
and so
F0
JOs
[
.C1 {x}
10 cos 2t + 2(wF0
4)
(cos2t  coswt)
(6)
(7)
(Fo/2)s
1O8
82 F4 + (82+4)2
(8)
X=
(b)
P1 {x}
(9)
If w2 = 4 or w = 2, i.e. if the frequency of the applied external force is equal to the natural
frequency of the system, it is seen from (9) that the oscillations about the equilibrium position
increase indefinitely. This phenomenon is called resonance and the frequency corresponding to
w = 2 is called the resonant frequency. If in such case the particle is attached to a spring, the
spring will break.
(a) In this case the equation of motion is [equation (2) of Problem 27]
2X" + SX
Fo'u(t  a)
2(s2x  JOs) + 8x
100
82 + 4
_
Hence
Foe  as
l Os
and
+ 2s(s2 + 4)
Foeas J 1
10s
s2+4 +
2+4
if t > a
if t < a
X=
[CHAP.3
lO cos 2t
Thus the displacement of the particle is the same as in Problem 27 until the time t = a, after
which it changes.
(b) In this case the equation of motion is
2X" + 8X = F O S (t),
2(82x  lOs) + 8x
X=
Thus
F0
FO
10s
or
S2+4 + 2(82+4)
(1)
Physically, applying the external force F0 S(t) is equivalent to applying a very large force
for a very short time and applying no force at all thereafter. The effect is to produce a displacement of larger amplitude than that produced in Problem 14. This is seen by writing (1) in the form
X=
where
cos 0 =
100+F26/16 cos(2t)
FO/4
10
sin 0 =
100 +F 0/16
100 +F 02 /16
(2)
100 + F02/16.
Y" + PY' + QY = R
(1)
Since Y = Y1 is a solution of this equation with the right hand side equal to zero, we have
Yi + PYi + QY1
(2)
(3)
dt
(Y Y'YY1) + P(YY'YY
i
) = RY i
1
(4)
CHAP. 31
101
jefPdt(YtY'YYi)
d
'at
ef
P dt(Yi
RY1 of P dt dt
e_ f Pdt f RY1 e f P
Y1 Y'  YY'
or
=f
Y'  YYi)
RYlefPdt
(5)
ci
I
+ cl a fPdt
(6)
(7)
dt
(Y)
Pdt
Y12
RYl of Pdt dt
 f Pdt
(8)
Y1
Integrating both sides of (8) and multiplying by Y1, we find, if 02 is a constant integration,
Y=
 Pdt
Yi f RYl of Pdtdt I dt
Pdt
c1Y1 (a y2 dt + c2Y1 + Y1 f
This is the required general solution. For another method, see Problem 103.
30. Find the general solution of (a) tY" + 2Y' + tY = 0, (b) tY" + 2Y' + tY = m t.
(a) According to Problem 10, a particular solution of the given differential equation is
Y1(t)
sin t
Since the given differential equation can be written in the form (1) of Problem 29 with
Y=
el
1
Cl
t
in t
f'21t'dt
Jf esing t/t2
dt + c2 sin t
2 t
cl sin
t t (
cot t) + c2 sint t
Acost +Bsint
t
Y = Acost+Bsint  cost +
t
(9)
102
[CHAP. 3
at2  4 ax2 + Y
16x + 20 sin x
Yt (x, 0) = 0,
Y(7r, t) = 167r,
Y(x, 0)
18x
+ 20 sin x
(1)
4(82 + 1)x
(s2 + 1)y
Y(0' s) = 0,
5 sin x
 3s sin 2x + 2a sin 3x
(2)
167,
y(7F, 8) =
(3)
yp
(4)
Then substituting and equating coefficients of like terms, we find the particular solution
yp
12s sin 2x
20 sin x
16x
S(82+5) +
82+17
8s sin 3x
S2+37
(5)
The general solution of the equation (2) with right hand side replaced by zero [i.e. the complementary solution is
ce%
yc
2+1
:+ce"282+i:
2
Y = Yp+yc
(7)
Cl + C2 = 0,
c, a
12+11r + c2 elfz s
r=0
16x
20 sin x
+ S(82+5) +
12s sin 2x
S2+17
8s sin 3x
82 + 37
Then taking the inverse Laplace transform, we find the required solution
Y(x, t)
Supplementary Problems
ORDINARY DIFFERENTIAL EQUATIONS WITH CONSTANT COEFFICIENTS
Solve each of the following by using Laplace transforms and check solutions.
32.
33.
Y(0) = 0, Y'(0) = 7.
Ans.
Y(t)
(6)
3t + 2 sin 2t
CHAP. 3]
34.
35.
36.
103
Y(t)
b2 sin 2 t  let
37.
38.
39.
Solve
40.
41.
Solve Yi(t)
42.
F(t) _ fo
where
Ana.
43.
Y" + 4Y = F(t),
0 < t< 1
Y(O) = 0, Y'(0) = 1
t>1
Solve Problem 42 if: (a) F(t) = V(t  2), [Heaviside's unit step function];
delta function]; (c) F(t) = 8(t  2).
Ana. (a) Y(t) = 4 sin 2t if t < 2,
sin 2t + q,{1  cos (2t  4)} if t > 2
a
(b) Y(t) = sin 2t, t > 0
(c)
Solve each of the following by, using Laplace transforms and check solutions.
Y(0) = 0, Y'(0) = 1.
45.
46.
tY" + (t  1)Y'  Y = 0,
47.
Ana. Y = t
Y(0) = 1, Y'(0) = 2.
Y(0) = 5, Y(co) = 0.
Ana. Y = e2t
Ans. Y = 5et
104
[CHAP. 3
49.
50.
X'+ 2Y = et
Solve
X'+2XY = 1
Ans. X = 1 + et  eat  ebt, Y = 1 + et  beat  aebt where a = V2 '), b = 4(2+V)
51.
52.
Solve
Y'  Z = et
$Y"+3Z" = tet3cost
Solve
Referring to Fig. 31, Page 79, suppose that mass m has a force T(t), t > 0 acting on it but that no
damping forces are present.
(a) Show that if the mass starts from rest at a distance X = a from the equilibrium position (X = 0),
then the displacement X at any time t > 0 can be determined from the equation of motion
mX" + kX = 7(t),
X(O) = a,
X'(0) = 0
(b)
X = a + k I 1  cos
(c)
X = a + m at+k
F0
(eat  cos
m t)
k/m t) +
aF m/k
mat+k sin k/m t
56. Work Problem 55 if 7(t) = F sin wt, treating the two cases: (a) w # k/m,
the physical significance of each case.
(b)
k/m. Discuss
57. A particle moves along a line so that its displacement X from a fixed point 0 at any time t is given by
CHAP. 3]
105
(d)
Ans.
58.
Suppose that at t = 0, the mass m of Fig. 31, Page 79, is at rest at the equilibrium position X = 0.
Suppose further that a force is suddenly applied to it so as to give it an instantaneous velocity Vo
in a direction toward the right and that the force is then removed. Show that the displacement of
the mass from the equilibrium position at any time t > 0 is
Vo
(a)
k sin
mt
afit/2m
where
Y
4m2
g2
(a)
Suppose that at t = 0 the mass m of Fig. 31, Page 79, is at rest at the equilibrium position and that
a force Fo 8(t) is applied. Find the displacement at any time t > 0 if (a) the system is undamped,
(b) the system is critically damped. Discuss the physical significance of each case.
Ans. (a)
Fo
km
sin
61. A ball of mass m is thrown upward from the earth's surface with velocity V0. Show that it will rise
to a maximum height equal to Vo/2g, where g is the acceleration due to gravity.
62. A mass m moves along the x axis under the influence of a force which is proportional to its instantaneous speed and in a direction opposite to the direction of motion. Assuming that at t = Q the
particle is located at X = a and moving to the right with speed V0, find the position where the mass
comes to rest.
63. A particle moves in the xy plane so that its position (X, Y) at any time is given by
X"+kiY =
Y"+k2X = 0
0,
If at time t = 0 the particle is released from rest at (a, b), find its position at any time t > 0.
A ns.
X = / ak2knbk t \
ak 2 + bk i \
Y =
2ki
cos k i k2
cos
k i k2
/ ak2k2bk \ cosh
kk 2 t
 bki
t  ( ak 2ki
cosh
/
k i k2 t
t+
106
[CHAP. 3
64. A resistor of R ohms and a capacitor of C farads are connected in series with a generator supplying E volts [see
Fig. 317]. At t = 0 the charge on the capacitor is zero.
Find the charge and current at any time t > 0 if: (a) E = ED,
a constant; (b) E = ED aat, a> 0.
Ans. (a) Q = CEo(1  et/RC), I = (E0/R)euRC
CEO
(b) Q =
1  aRC
CEO
(eat  et/RC),
et'RC
1 aRC ( RC
Fig. 317
eat)
if a 0 11RC
65. Work Problem 64 if E = ED sin wt and the initial charge on the capacitor is Qo.
Ans.
wEO
Qo + R(w2 + 1/R2C2)
tIRC 
ED
I = dQ/dt
66. An inductor of L henrys and a capacitor of C farads are in series with a generator of E volts. At
t = 0 the charge on the capacitor and current in the circuit are zero. Find the charge on the capacitor
at any time t > 0 if: (a) E = ED, a constant; (b) E = Eoeat, a > 0.
Ans.
(a)
(b)
Q=
L(a2
a +
E1/LC) {eat  cos (t/ LC)) + a2
sin (t/ LC )
67. Work Problem 66 if E = ED sin wt, discussing the cases (a) w # 1/ LC and
(b)
1/ LC and
68. Work Problem 66 if E(t) is (a) ED u(t  a) where u(t  a) is Heaviside's unit step function, (b) ED S(t)
where S(t) is the Dirac delta function.
Ans.
(a) f if t >a
Fig. 318
73. An electric circuit consists of an inductor of L henrys in series with a capacitor of C farads. At t = 0
an e.m.f. given by
Eot/TO 0 < t < To
E(t) =
0
t>To
is applied. Assuming that the current and charge on the capacitor are zero
CHAP. 3]
Ans.
CEO
74.
TO
{t  LC sin
CE
7, Tcos
if 0 < t < T
/, f LC ii
(t_To)
107
and
tT
Fig. 319
APPLICATIONS TO BEAMS
75. A beam which is clamped at its ends x = 0 and x = l carries a uniform load WO per unit length. Show
WO x2(1  x)2
24E1
76. Work Problem 75 if the end x = 0 is clamped while the end x = l is hinged.
77. A cantilever beam, clamped at x = 0 and free at x =1, carries a uniform load WO per unit length.
Show that the deflection is
WO x2
78. A beam whose ends are hinged at x = 0 and x = l has a load given by
W(x)
0<x<1/3
(0
Wo
l/3<x<l
79. A cantilever beam, clamped at x = 0 and free at x =1, carries a concentrated load P0 at x =1. Show
PO X2
(31 x).
8E1(312  4x2)
83. A beam has its ends hinged at x = 0 and x =1. A concentrated load P0 acts vertically downward at
the point x = 1/3. Show that the deflection is given by
X(81EI512 
Y(x)
PO
+ 6 E1 (x 
108
[CHAP. 3
84. A beam has its ends hinged at x = 0 and x =1. The beam carries a uniform load Wo per unit length
and also has a concentrated load P0 acting at x = 1/2. (a) Find the deflection. (b) Discuss how the
solution in (a) can he obtained from the solutions to Problems 18 and 81. Explain.
85. A beam whose ends are clamped at x = 0 and x =1 carries a load W(x) per unit length given by
W (X)
and also a concentrated load at x = 1/3.
O<x<1/2
TO
jlWo
86.
88.
U(x, t)
Solve t2 = 9 ax ,
Ans.
Y(x, t)
89.
Give physical interpretations to (a) Problem 86, (b) Problem 87, (c) Problem 88.
90.
Solve
(a)
Ans.
t = 3 axe
2U , Uy(0, t) = 0, U(r/2, t) = 0
U(x, 0)
= 30 cos 5x,
(b)
U(x, 0)
= 20 cos 3x  5 cos 9x
(a)
(b)
U(x, t)
91.
92.
aUa2U
(b)
Ans.
93.
if:
(a)
U(x, t)
Solve ate = 16 axe , Y, (0, t) = 0, Y(3, t) = 0, Y(x, 0) = 0, Yt (x, 0) = 12 cos rx + 16 cos 3rx  8 cos 5rx.
Ans. Y(x, t) = 12 cos rx sin 4r t + 16 cos 3rx sin 12rt  8 cos 5rx sin 20rt
94.
Find the bounded solution Y(x, t), 0 < x < 1, t > 0 of the boundaryvalue problem
aY
ax
ay
Y(x, 0) = x
at
a2Y
axe
x>0, t > 0
Y(x, 0) = 0,
Yt (x, 0) = 0,
lim Y(x, t) = 0
x+=
CHAP. 3]
MISCELLANEOUS PROBLEMS
96.
Y"(t)  k2 Y(t)
F(t)
Y(t)
97.
98.
Solve
Ana.
Y = Jt22+et+sint+cost
99.
Y(t)
e2t
01 e2t t dt + 02 2t
tY"  (t + 2)Y' + 3Y = t  1
which has a Laplace transform and is such that Y(0) = 0.
100. What is the general solution of the differential equation in Problem 99?
Wt2 +
Y(t) _
is
Y(0) = a, Y'(0)
w2k2
X'+Y' = Y+Z
102. Solve for X:
Y' + Z' = X + Z
X'+Z' = X+Y
Ans.
X=
Y" + Y
sec t
Explain.
(t1)Y" + (54t)Y'  4Y = 0
such that Y(0) = S. (b) What is the general solution of the equation in (a)?
e4t
Ana. (a) Y = 3e4t, (b) Y = cl e4t
t 1 dt + C2 14t
109
110
1(t)
[CHAP. 3
 f etxR
dx
1+x2
0
dl
_I
_1 _r
dt
t'
I(0) = 742
et erfc f
=
2
107. A particle moving on a straight line (the x axis) is acted upon by a force of repulsion which is proportional to its instantaneous distance from a fixed point 0 on the line. If the particle is placed at
a distance a from 0 and is given a velocity toward 0 of magnitude V0, find the distance of closest
approach to 0.
108. If the ball of Problem 61 encounters air resistance proportional to its instantaneous velocity, show
that the maximum height reached is
k (k V0 +
mg  kg) 
m2g
k2
109. In the circuit of Fig. 318, Page 106, suppose that the e.m.f. E is a function of t while L, R and C
are constants. At the instant t = 0 that the key K is closed, assume that the charge Q on the capacitor
and current I are zero. Show that if R2 < 4L/C, then the current at any time t > 0 is given by
I(t)
where e =
1/LC  R2/4L2.
111. Present a mechanical analog to (a) Problem 64, (b) Problem 66, (c) Problem 71.
7(t)
Fig. 320
Y(x)
6EI13
Pcx2(1a)2
6EI13
{3al  (2a+llx1
{3a1  (2a + l)x} +
Po(xa)3
6EI
6FI
J
Ans.
Y(x)
(3a  x)
0<x<a
(3x  a)
a<x<l
=
P0 a2
6E1
where
CHAP. 3]
111
117. A beam which is hinged at x = 0 and x =1 carries concentrated loads P0 at x = 1/3 and x = 21/3. Find
the deflection.
118. If a beam carrying a load W(x) per unit length rests on an elastic foundation, the differential equation
for the deflection is
4
EI dx4 + kY
W(x)
where k is called the elastic constant of the foundation. Suppose that such a beam, clamped at both
ends x = 0 and x = 1, carries a uniform load Wo per unit length. Show that the bending moment at
x = 0 is given by
o sink al  sin al)
'2a \ sinh al + sin al }
a
where a = k/4EI.
dIt
L1 dt +
R1I1 + M at = E
dI2
d11
L2 dt
(b)
Fig. 321
12
EL2
L1L2  M2
east
 east
al a2
ER2 / east
east`
ala2( al  a21 +
/ gait  east
EM
L1L2M21\ a2al
E
1?,
Chapter 4
INTEGRAL EQUATIONS
Y(t)
where F(t) and K(u, t) are known, a and b are either given constants or functions of t, and
the function Y(t) which appears under the integral sign is to be determined.
The function K(u, t) is often called the kernel of the integral equation. If a and b are
constants, the equation is often called a Fredholm integral equation. If a is a constant
while b = t, it is called a Volterra integral equation.
It is possible to convert a linear differential equation into an integral equation. See
Problems 13 and 25.
INTEGRAL EQUATIONS OF CONVOLUTION TYPE
A special integral equation of importance in applications is
Y(t)
= F(t) +
f, K(t  u) Y(u) du
(2)
Taking the Laplace transform of both sides, assuming C {F(t)) = f(s) and C {K(t))
both exist, we find
or
_
y(s) = 1 AS)
k(s)
The required solution may then be found by inversion. See Problems 5 and 6.'
112
k(s)
CHAP. 41
113
Y(u)
(t W du
G(t)
(3)
INTEGRODIFFERENTIAL EQUATIONS
Y(t) + sin t +
cos (t  u) Y(u) du
(4)
DIFFERENCE EQUATIONS
An equation which relates the function Y(t) with one or more functions Y(t  a), where
a is constant, is called a difference equation.
Example. Y(t)  4 Y(t  1) + 3 Y(t  2)
is a difference equation.
DIFFERENTIALDIFFERENCE EQUATIONS
A differentialdifference equation is a difference equation in which various derivatives
of the function Y(t) can be present. Thus, for example,
Y'(t)
Y,(t  1) + 2t
(5)
114
[CHAP. 4
It is also possible to have an integrodifferential difference equation which is a differentialdifference equation in which the unknown function Y(t) can also appear under an
integral sign.
Solved Problems
INTEGRAL EQUATIONS
1.
Y'(0) = 2
Y(O) = 1,
Let Y"(t) = V(t). Then using Problem 23, Page 57, and the conditions Y'(0) = 2 and Y(O) = 1,
Y'(t)
V(u) du  2,
Y(t)
(t  u) V(u) du  2t + 1
V(t)  3
f V(u) du + 6 + 2 f
t
(t  u) V(u) du  4t + 2
4 sin t
Method 2.
4 sin u du
2f
Y(u) du
4  4 cos t
Y'(t)  3Y(t) + 2
Y(u) du
1  4 cos t
or
Y(t) + f {2(t
 u)  3) Y(u) du
t
0
t  4 sin t

t  4 sin t
CHAP. 4]
2.
115
Y'(0) = 4
Y(O) = 3,
Letting Y"(t) = V(t) and using Y'(0) = 4, Y(O) = 3 we have as in Problem 1, Method 1,
Y'(t) =
V(u) du + 4,
Y(t)
f t (t  u) V(u) du + 4t  3
du + 4(1t) + et
t
V(t) + (1 t) f V(u)
t3  5t
0  t  4 + 3et  4t at +
Method 2.
eu Y(u) du
ao
fo
(u3  5u) du
ft Y(u) du}
ft
or
t4
4
5t2
2
5t2
t4
4
t eu Y(u) du
t4
4
eu Y(u) du
5t2
t5
20
5t3
t5
20
3.
_ 50
6
+t3
Method 1.
Let YL"(t) = V(t). Then as in Problems 1 and 2, we find
Y111(t)
Y'(t) =
f (t 2 u)
0
=
2
V(u) du + 2,
V(u) du + t2 + 4,
Y11(t)
(t  u) V(u) du + 2t
Y(t) =
f (t
0
3 + 4t  1
+ t
116
[CHAP. 4
Method 2.
Integrating successively from 0 to t as in the second methods of Problems 1 and 2, we find the
integral equation
Y(t) 
t {
19
16
fo
+ 8t 
88tz
+ 5t3 + 16 cos2t
These integral equations, as well as those obtained in Problems 1 and 2, are Volterra integral
equations; the limits of integration are from 0 to t. In general this type of integral equation arises
from linear differential equations where conditions are specified at one point. For an example of a
Fredholm integral equation which arises from linear differential equations in which conditions are
specified at two points, see Problem 25.
4.
3t  4  2 sin t +
nct)K(u,
.nct)
fa(t)
t) du
Wt f
a(t)
aK du + K(b(t), t) dt  K{a(t), t) dt
(1)
3  2 cost + f
Y"(t)
2 sin
(2)
t+2
(3)
(k)
2 cos t
The initial conditions obtained by letting t = 0 in the given integral equation and also in equations
(2) and (3), are
Y(O) = 4,
Y'(0) = 7,
Y"(0) = 2
Note that the initial conditions are contained in the integral equation.
It is possible to convert every linear differential equation into an integral equation. However,
not every integral equation can be converted into a differential equation, as, for example,
t
Y(t)
cos t + f In (u + t) Y(u) du
0
CHAP. 41
5.
Y(t)
t2 + Y(t) * sin t
Then taking the Laplace transform and using the convolution theorem, we find, if y = .C (Y),
solving,
ss + s2+1
2(s2 + 1)
85
2
s3
Y = 2(221+2041
and so
+ 85
t2+1214
6.
f Y(u) Y(t  u) du =
16 sin 4t.
Y(t) * Y(t)
16 sin 4t
{y(8)}2
Then
Y(t)
C1{y(s)}
(81=
or
* 8J0(4t)
fo Vtw du =
1
7.
Solve
Y(u)
1 + t + t2.
1 + t + t2
and
y r(112)
81/2
.e {1 + t + t2}
1
{++
1
r(1/2) t81/2
+ 82 + 83
1
2
85/2
117
118
Inverting,
2t3/2
t1/2
1 t1/2
[CHAP. 4
3n
(3 + 6t + 8t2)
Fig. 41
jmgy + }m
C IF J
Then
Cdt\ 2
2g(v  y)
=  2g(v  y)
dt
(1)
da
f dt
2g(v  y)
do = F(y) dy
do
2g(v  Y)
(2)
(3)
vr2g
v F(y) dy
(4)
9.
Find the shape which the wire of Problem 8 must have if the time taken to reach the
lowest point is a constant, i.e. is independent of the starting position.
In this case we have to find F(y) such that
T
1 fv0 Vj
F(y)
2g
dy
(1)
CHAP. 4]
119
where T is a constant. This integral equation of convolution type is a special case of Abel's integral
equation [see Page 113] and can be written
F(y) * y112
2g T
(2)
Taking Laplace transforms and noting that r {F'(y)} = f(s), t {y1/2} = r(2)/st/2 = \/s1/2, we
2g T
= As) s
f(s)
or
have
T
131/2
1 JjTI21
do
dy
Since
dx 2
1+ ()
we have
If we let
NFb =
TNF2 g
T_)
Y
=
1 + (dx\2
j
T V 2g
V
r(1/2)
dx2 + dy2
dy
T_ ,2g y1/2
TV
Vj+
y 1/2
dx )2
{ dy /
T T2g Y 1/2
or
or
(3)
b = 2g T2
T2
(4)
by
dx
dy
f. Ibydy+
(5)
,r
=
b cost B
. 2b sin 9 cos 9 de + c
b sin2 e
2b f cost a de + c
b f (1 + cos 2e) de + c
Since the curve must pass through the point x = 0, y = 0, we have c = 0. Then letting
a=
the parametric equations are
2
= g2
and
0 = 2e
x = a (0 + sin 0),
y = a (1  cos o)
These are the parametric equations of a cycloid [see Fig. 42 below]. For a given constant T, the
wire has the shape of the curve shown heavy in the figure. The cycloid is the path taken by a fixed
point on a circle as it rolls along a given line [see Problem 44].
120
[CHAP. 4
Fig. 42
INTEGRODIFFERENTIAL EQUATIONS
10. Solve
10
if Y(0) = 2.
10
Y(0)
58y
+ 82+4
10
8
283+1082+8s+40
or
82(82+9)
Y=
27
Note that by integration from 0 to t using Y(0) = 2, the given integrodifferential equation can be
converted into the integral equation
Y(t) + 5
10t + 2
.i {Y(t 1)}
fW
82
eat Y(t  1) dt
f escu+l> Y(u) du
[letting t = u+ 1]
esy
(1)
CHAP. 4]
. {Y(t  2)}
and
J0
121
est Y(t  2) dt
E2 es(u+2) Y(u) du
[letting t = u + 21
esu Y(u) du
e2s y
since Y(u) = 0 if u < 0, so that
f0
esu Y(u) du = 0
esu Y(u) du = 0
and
3y  4es y + e2s Y =
and
?!
1  es
3  es
282 11  es
282
3(1  es/3)}
es
(1+es+ e2s+e3s+
212
1
32
e2s
+ 32 +
e3s
33
j}
11\13>a2s
332
Hence
t + 1
3
2
.Z)
[t)
1I( 13n1 (t  n)
12. Solve
and
., {Y'(t)}
.i {Y(t 1)}
=
=
2/s3
sy  0
(1)
sy
est Y(t  1) dt
es(u+i) Y(u) du
JI
es
JI
esy
[letting t = u + 1]
Jo
esu Y(u) du
122
since
= 0.
[CHAP. 4
sy + es y
y=
or
83
83(3 + es)
__
s4(1 + e s/a)
s3(s + es)
2
1
84
es
s
2e3
$4
ss
a2s
s2
 a3s +
...1
33
2e2s
86
2e3s
77
W ens
2 nY gn+4
Now
fj+4
t?n
(t  n)n+3
ens
(n + 3)!
otherwise
Thus if [t] denotes the greatest integer less than or equal to t, we find that
=
Y(t)
1 (tn)n+3
n=o (n+3)!
(2)
43
3!
+ 4!3 + 25! +
6!
28.62 (approx.)
[7r] = 3, we have
3
(3.n)n+3
+ ('r 3)s
n=O
...,
find C {F(t)}.
est F(t) dt
1 Ses + r(es
a2s`
/J
1  es
s
1 es
8
r2(e2s
(1+res+r2e2s+ )
1
1  res
1 es
8(1  res)
e3s\
J
12.12 (approx.)
CHAP. 4]
15. Find
1
a('
123
es
s(1 re$)
,e
F(t) = rn for n
(1
t < n+1.
Another method.
We have
1 es
1  res
s(1  re$)
f est F(t) dt
0
_1{e_sf(s))
t>1
IF(t1)
5l0
t<1
1(
s(1  res)
F(t
for
or, equivalently,
,e 1
 es)e's
= rn
{(1a(1  res)
f. est Y(t + 1) dt
0
es
es
esu Y(u) du
esu Y(u) du  es
esu Y(u) du
0
1
e8 ?!(s) 
ao es(1  es)
s
124
[CHAP. 4
f est Y(t + 2) dt
f esn Y(u) du
e2s
e2s
e28 y(s)
esu ao du  e2s
e2s y(s) 
esu Y(u) du l
esn al du
ao e2s(1  e"8)
a1 e2s(es  e2s)
=
using the fact that
J
e2s y(s) 
and
18. Let (an), n = 0, 1, 2, ..., denote the sequence of constants ao, al, a2, ... and suppose
that we have the recursion formula defined by the difference equation
an+2  5an+1 + 6an = 0, a0=0, a,=1
Find a formula for an, i.e. solve this difference equation for an.
Define the function
Y(t) = an,
where n = 0,1, 2, .. .
(1)
Taking the Laplace transform of (1) using the results of Problem 17 with ao = 0, a1=1, we find
e2s y(8)  es(1  es)
8
or
Then
y(s)
e4(1  e8)
8
es(1  es)
1
(es  6)
3)(es  2)8(e2s
 5es +
8
es(1  e8)
es(1e8) f
les  3
es 
2}
1es _1
s
1
_
3es
1  2e8
Check:
n = 0,1,2,...
Also,
CHAP. 4]
125
The only difference between this problem and Problem 18 is the presence of the right hand term
4n. We write the equation as
(1)
Taking the Laplace transform of both sides of (1) using the results in Problems 14 and 17, we
find if y(s) = C {Y(t)},
1  es
e2s y(s)  s (1  es)  5e3 y(s) + 6y(s)
8(1  4es)
Then
1  es
es(1  es)
fes3 
1 es
1  3es
es
{1
e82'
+ es 1
8
1/2
f es2
+ 1  es
1
3e3
1  2e4
es1
2es
es3
1/2
{1  2es
+ 1/2
es4
1  3es
1/2
1  4esf
an
(()
I 4n  4.
2n
4.(43  2n)
Method 2.
496
a2  5a1 + 6ao = 1
or using ao = 0, a1 = 1
a2 = 1 + 5a1  6ao = 6
If n = 1, a3  5a2 + 6a1 = 4 so that
a3
= 4 + 5a2  6a1 =
28
If n = 2, a4  5% + 6a2 = 16 or
a4 = 16 + 5a3  6a2 = 16 + 5(28)  6(6) = 120
Finally if n = 3, a5  5a4 + 6a3 = 64 so that
126
[CHAP. 4
MISCELLANEOUS PROBLEMS
sin 2t +
Y(u) Y(t  u) du
Y(t)
Then taking the Laplace transform, using the convolution theorem, we find
y(8) = s2 + 4 +
Solving, we obtain
y(s)
(y(8))2
211
or
82+4
1
s
2 V82+
Thus
y(8)
(1)
and
y(s)
(2)
2+ 4  s
1 (,,"8
c'
Jr
2
IF S2
(3)
2( s2+4s
y(8)
82+4
\\
1  21 f s2+48
82+4 J
= 8(t)  Jl (2t)
Y(t)
(4)
ea' F(t) dt
f est (0) dt +
f2
l\
e2a) +
8
(2)
(e28
$
CHAP. 4]
127
1 +x+x2+x3+
1x
we have by differentiation,
=
1+2x+3x2+
(1 _ x)2
Ctrkt))
Thus
C1 
23. Find
e8
(1  es)2
8(1  e8)
s(1  re8)
es
s(1  re8)
=
Thus
{8(1 a
re8) }
F(t)
[t]
k1 rk
(1)
if t? 1, and 0 if t < 1.
If n
(b)
r(rn  1)
(2)
T1
ao = 6, a l = 2
F(t)
+ l0y(8)
es
s( 1 6e
8)
128
y(8)
Then
16e8
42e8(1  e8) +
s(e8  5)(e8  2)
s(1  e8)(es  5)(e8  2)
es(1  e8)(6es + 2)
8(e8  5)(e$  2)
e8
r 6es+2
( 1e8l
{ (es  5)(es  2)
8
1  8e8)
42
16
s {(e8
(1  e81 f 32/3
8
es
(e$  5)(e8 
e8
[CHAP. 4
es5
1)(es  5)(e8  2)
14/3 }
es2
5/3
 42 (1 8e8 \ J es5
+ 1 Jes4
1
C1  e) 1 32/3
j1 5e8
C1  es)
2/3 if
e82
4/3
es5
14/3
16/3
es2
1  2es
28e8
70e8
1  5e
1  2e81
+ 1 f 4es +
s
2)}
les
(4/3)e8
15e"8
(16/3)es
12e
32.5"
4.2"3.5n+4n+5
16.2 (2n  1)
Y"(t) + x Y(t) = 0,
Y(O) = 0, Y(1) = 0
f t V(u) du + c,
Y(t) = f r (t  u) V(u) du + ct
f
0
(1 u) V(u) du + c
=0
or
c=
(u 1) V(u) du
(1)
CHAP. 4]
129
Y(t)
.) t (t  u) V(u) du +
(t  u) V(u) du +
(tu  t) V(u) du
(tu  t) V(u) du +
(tu  t) V(u) du
It
Y(t)
= f K(t, u) V(u) du
0
where
K(t, u) =
u u> t
1) t
J ((tu 1)
V(t) +
af
K(t, u) V(u) du
V(t)
or
X
K(t, u) V(u) du
Method 2.
Y'(t)  Y'(0) + Af t
Y(u) du
(1)
Since Y(O) = 0,
(1) becomes
Y(t)
(2)
Aft (t  u) Y(u) du
0
X
K(t, u) Y(u) du
where
K(t, u)
(t1)u u<t
(u1)t u> t
The integral equations obtained here are examples of a Fredholm integral equation with a symmetric kernel.
130
[CHAP. 4
Supplementary Problems
INTEGRAL EQUATIONS
V(t) + f (2
t  8t + 8u) V(u) du = 5t2 + 21t  22,
V(t) = Y"(t)
or
27.
Ans.
V(t) = Y11(t)
0
t
or
28.
V(t) = Y"'(t)
0
t
or
29.
Ans.
V(t) +
V(t) = Y"(t)
or
Y(t) + f (t
t  u) cos u Y(u) du = t  3 + et
0
30.
V(t) +
or
Y(O) = 4, Y'(0) = 2.
Y(t) 
V(t) = Y"(t)
31.
V(t) +
0,
V(t) = YI (t)
or
Y(t)  f
{2u(t
t
 u) + 2(t  u)2 + *(t  u)3 (1  u2)) Y(u) du
0
= 1t2+
+2
t6
180+1680
Convert each of the following integral equations into differential equations and associated conditions.
t
32.
Ans.
Y(O) = 5, Y'(0) = 0
CHAP. 4]
33.
Y(t) = t2  3t + 4  3
131
(t  u)2 Y(u) du
Y"'(t) + 6 Y(t) = 0,
Ans.
34.
Y(t) +
Ans.
35.
Y(t) 
(t  u) sec t Y(u) du = t
Ans.
Y(t) +
f (t2 + 4t  ut  u  2) Y(u) du = 0
Ans.
Y(0) = 0, Y'(0) = 1
36.
Solve
Y(t) = t +
2f
Ans.
38.
f (t  u)3 Y(u) du
t+
has solution
(b)
39.
Explain.
ft
40.
41.
f
0
43.
Y(u)
tu
Ana. Y(t) _
du = %Ft.
Y (u)1/3
(t
132
[CHAP. 4
x = a(  sin o),
y = a(l  cos o)
Prove that the curve in the tautochrone problem, Page 118, is a cycloid and discuss the relationship to the curve of Problem 44.
Fig. 43
46.
Show that the time required for the bead of Problems 8 and 9 to slide from the top P of the wire to
the bottom 0 [lowest point on the cycloid] is v a/q.
47.
sin air
Y(t)
Y(u)
(t
u)a
f F'(u) (t  u)a1 du
0
48.
Discuss the solutions of the integral equation in Problem 47 if F(0) , 0. Illustrate your remarks by
considering
f t (t Y(u)
u)1/2
0
du
1+t
INTEGRODIFFERENTIAL EQUATIONS
49.
Solve
Y(u) cos (t  u) du
if Y(0) = 1.
Y'(t)
Ana. Y(t) = 1 + j t2
50.
Solve
(a) Show that the integral equation of Problem 49 can be expressed as the integral equation
1+
(t  u) Y(u) cos (t  u) du
Solve
if Y(0) = Y'(0) = 0.
Ans. Y(t) = 0
Ans.
if Y(t) = 0, t < 0.
Y(t)
CHAP. 4]
54.
2(tn)'2
Y(t)
55.
Solve
Ans.
56.
Solve
Ans.
(n+2)!
n=o
Y"(t)  Y(t 1) = F(t) where Y(t) = 0, Y'(t) = 0 for t:50, and
F(t) = J0 t 0
2t
]t] (t  n)2n+a
t>0
= 2 =o (2n + 3) !
Y(t)
57.
133
t2
]t]
t<0
t>0
if ao = 1, a1 = 0.
if ao = 0, a1 = 1.
The Fibonacci numb ore a0,a1, a2, ... are defined by the relation a,,+2 = an+l + an where
a1=1. (a) Find the first ten Fibonacci numbers. (b) Find a formula for a".
Ans.
(b) a_
ao = 0,
2`/(l_V4}
J
where ao = 1, a1= 4.
59.
60.
Ans. an = 2n(n + 1)
62.
(a) Show how a solution to an+2  ban+1 + 8an = 0 can be obtained by assuming an = r" where
r is an unknown constant. (b) Use this method to solve Problems 5761.
MISCELLANEOUS PROBLEMS
63.
t sin t,
Y(0) = 1, Y'(0) _ 1
f (t  u) {Y(u)}2 du =
0
64.
Solve
Ana.
8  t  2 cos t  t sin t
134
65.
[CHAP. 4
Ans.
66.
Solve
Y(t) = t +
Y(u) J1 (t  u) du.
Ans.
Y(t) _ 4(t2 + 1) f J0
t (u) du + it J0 (t)  1t2 J, (t)
0
67.
f Y(u) Y(t  u) du =
t
68.
Solve
Ans.
t + 2Y(t).
or
69.
Solve
(a)
a0=3, a1=5.
an = 2.3n  5.2n + n +
Ans.
71.
Solve
Ans.
an = 2n2  4n + 2 + (5)n
(b)
(a)
ao = 0, a1 = 0.
5n 
2n
a0 = 0, a1 = 1, a2 = 1.
an =
an = I +
(b)
+ in  *n3 + in 2n  s 2n  (1)n
72.
(a) Show how a particular solution to Problem 69(a) can be found by assuming a, = A + Bn where
A and B are unknown constants. (b) Using the result of part (a) and the method of Problem 62, show
how to obtain the solution of Problem 69(a). (c) How can the method indicated in parts (a) and (b) be
revised to enable solution of Problems 69(b), 70(a), 70(b) and 71.
73.
't
Y(0) = 0, Y(1) = 0
Y(t)
or
Y(t)
where
K(t, u) =
t(u1) u>t'
CHAP. 4]
75.
Ans.
where
135
and
t<0
t>0
[t]
76.
If
Y;, (t)
Yo(t)
,0 Y0(t)
n = 1,2,3,...
Y" (t) _
('Ot)" ast
n!
n = 1,2,3,...
79.
The brachistochrone problem is that of finding the shape of a frictionless wire in a vertical plane, as
shown in Fig. 41, Page 118, such that a bead placed at P will slide to 0 in the shortest time. The
solution of this problem is the cycloid as in Fig. 42, Page 120. Demonstrate this property for the
particular cases of (a) a straight line and (b) a parabola joining points 0 and P.
80.
Find the shape of a frictionless wire in a vertical plane such that a bead placed on it will descend to
the lowest point in a time proportional to the vertical component of its distance from the lowest point.
Chapter 5
ex Variable Theory
THE COMPLEX NUMBER SYSTEM
Since there is no real number x which satisfies the polynomial equation X2+1 = 0
or similar equations, the set of complex numbers is introduced.
We can consider a complex number as having the form a+ bi where a and b are
real numbers called the real and imaginary parts, and i =
is called the imaginary
unit. Two complex numbers a + bi and c + di are equal if and only if a = c and b = d. We
can consider real numbers as a subset of the set of complex numbers with b = 0. The
complex number 0 + Oi corresponds to the real number 0.
The absolute value or modulus of a + bi is defined as Ja + bil = a2 + b2. The complex
conjugate of a+ bi is defined as a bi. The complex conjugate of the complex number z
is often indicated by z or z*.
to treat a complex number as an ordered pair (a, b) of real numbers a and b subject to
certain operational rules which turn out to be equivalent to those above. For example, we
define (a, b) + (c, d) _ (a + c, b + d), (a, b)(c, d) = (ac  bd, ad + bc), m(a, b) = (ma, mb),
etc. We then find that (a, b) = a(1, 0) + b(0,1) and we associate this with a + bi, where
i is the symbol for (0, 1).
POLAR FORM OF COMPLEX NUMBERS
If real scales are chosen on two mutually perpendicular axes X'OX and Y'OY (the x
and y axes) as in Fig. 51 below, we can locate any point in the plane determined by these
lines by the ordered pair of numbers (x, y) called rectangular coordinates of the point.
Examples of the location of such points are indicated by P, Q, R, S and T in Fig. 51.
Y14
P(3,4)
Q(3,
3)
3
i
+2
+1
T(2.5, 0)
X' 4 3 2 1 O
R(2.5, 1.5)
i
2
4X
S(2,2)
Y,t 3
Fig. 51
Fig. 52
136
CHAP. 5]
137
Since a complex number x + iy can be considered as an ordered pair (x, y), we can
represent such numbers by points in an xy plane called the complex plane or Argand
diagram. Referring to Fig. 52 above we see that
y = r sin 0
x = r cos 0,
(1)
where r = VFx2 +y2 = Ix + iyj and 0, called the amplitude or argument, is the angle which
line OP makes with the positive x axis OX. It follows that
x + iy = r(cos 0 + i sin 0)
(2)
called the polar form of the complex number, where r and 0 are called polar coordinates.
It is sometimes convenient to write cis 0 instead of cos 0 + i sin 0.
and
(3)
(4)
Z2
zn
(5)
where n is any real number. Equation (5) is often called De Moivre's theorem.
In terms of Euler's formula
= cos 0 + i sin 0
eio
=
zl
r,001
Z2
r2eie2
zn
(riei1)(r2eia)
(rei)n
rlr2ei(e1+02)
(6)
r1 e'(0102)
(7)
r2
rn ein
(8)
+ i sin (0+n2k7r)I
k = 0, 1, 2, 3,
...
(9)
or equivalently
xi/n
(reie)1/n
(e"+2ka)}1/n
r'/n ei(e+2kr)/n
(10)
from which it follows that there are n different values for z'/n, z760. Extensions are
easily made to
xm/n.
[CHAP. 5
138
FUNCTIONS
If to each of a set of complex numbers which a variable z may assume there corresponds
one or more values of a variable w, then 2v is called a function of the complex variable z,
written w = f (z).
A function is singlevalued if for each value of z there corresponds only one value
Unless otherwise specified we shall assume that f (z) is singlevalued. A function which
is multiplevalued can be considered as a collection of singlevalued functions.
to those for a real variable. Thus f (z) is said to have the limit l as z approaches zo if,
given any e > 0, there exists a 8 > 0 such that !f (z)  11 < e whenever 0 < 1z  zol < 8.
Similarly, f (z) is said to be continuous at zn if, given any e > 0, there exists a 8 > 0
such that If(z)  f (zo) I < e whenever Iz  zof < 8. Alternatively, f (z) is continuous at zo
if lira f (z) = f(zo).
z+zo
DERIVATIVES
If f (z) is singlevalued in some region of the z plane the derivative of f (z), denoted by
f'(z), is defined as
lim A z + oz)  A z)
Gz.0
AZ
provided the limit exists independent of the manner in which Oz 0. If the limit (11)
exists for z = zo, then f (z) is called differentiable at zo. If the limit exists for all z such that
Iz  zpl < 8 for some 8 > 0, then f (z) is called analytic at zo. If the limit exists for all z in
a region q, then f (z) is called analytic in R. In order to be analytic, f (z) must be singlevalued and continuous. The converse, however, is not necessarily true.
We define elementary functions of a complex variable by a natural extension of the
corresponding functions of a real variable. Where series expansions for real functions
f (x) exist, we can use as definition the series with x replaced by z.
Example 1. We define
ea = 1 + z + 2 + 3!
!
sin z
z3
z5
z7
8!
T!
T!
+ ...
+4s+
6
cos z
= 1  Lz
Example 2. We define ab as ebIna even when a and b are complex numbers. Since e2kai = 1, it follows that eie = ei(e+2k,r) and we define In z = In (rein) = In r + i(e + 2kar). Thus In z
is a manyvalued function. The various singlevalued functions of which this manyvalued function is composed are called its branches.
CHAP. 5]
139
Rules for differentiating functions of a complex variable are much the same as for
(z") = nz 1, dz (sin z) = cos z, etc.
those of real variables. Thus (z')
CAUCHYRIEMANN EQUATIONS
__
au
ay
av
ay '
_ _av
(12)
ax
(see Problem 12). If the partial derivatives in (12) are continuous in G, the equations are
sufficient conditions that f (z) be analytic in iR.
If the second derivatives of u and v with respect to x and y exist and are continuous,
we find by differentiating (12) that
2
0,
ax2 + aye
ax2 + ay2
= 0
(13)
Thus the real and imaginary parts satisfy Laplace's equation in two dimensions. Functions satisfying Laplace's equation are called harmonic functions.
LINE INTEGRALS
Let C be a curve in the xy plane joining points (xi, y,) and (X2, y2). The integral
(xz, Y2)
Pdx +Qdy
or
Pdx+Qdy
where P and Q are functions of x and y, is called a line integral along curve C. This is a
generalization of the integral of elementary calculus to curves. As in elementary calculus
it can be defined as the limit of a sum.
1.
2.
(x21 y2)
Pdx+Qdy = f
Pdx+Qdy
(x2,y2)
J (x1,yt)
Pdx+Qdy =
(xa, ya)
Pdx+Qdy + f
(x21 y2)
Pdx+Qdy
US, Y3)
If C is a simple closed curve (one which does not cross itself anywhere) as in Fig. 53,
the line integral around C, traversed in the positive or counterclockwise direction, is denoted by
5Pdx
+ Qdy
140
[CHAP. 5
P dx + Q dy = Jj' (NQ
ay) dx dy
1k
Fig. 53
INTEGRALS
If f (z) is defined, singlevalued and continuous in a region R, we define the integral of
f (z) along some path C in `R from point z1 to point z2, where zi = x, + iyl, z2 = x2 + 42, as
f f (z) dz =
C
(x2,52)
(u + iv)(dx + i dy)
(x2.52)
u dx  v dy + i
(x1.51)
(x1,51)
(x2.52)
v dx + u dy
(x1.51)
With this definition the integral of a function of a complex variable can be made to depend
on line integrals. An alternative definition based on the limit of a sum, as for functions
of a real variable, can also be formulated and turns out to be equivalent to the one above.
The rules for complex integration are similar to those for real integrals. An important result is
fc f (z) dz
` M
If(z)I Idzl
ds
= ML
(14)
where M is an upper bound of I f (z) I on C, i.e. If (z) I < M, and L is the length of the path C.
CAUCHY'S THEOREM
Let C be a simple closed curve. If f (z) is analytic within the region bounded by C
as well as on C, then we have Cauchy's theorem that
f(z)dz
(15)
Expressed in another way, (15) is equivalent to the statement that f f (z) dz has a
z1
Since f (z) = 2z is analytic everywhere, we have for any simple closed curve C
2z dz = 0
C
1+i
Also,
2i
2z dz = z2
1+i
2i
= (1 + i)2  (2i)2 = 2i + 4
CHAP. 5]
141
If f (z) is analytic within and on a simple closed curve C and a is any point interior
to C. then
f()a
1 f f (z)
zadz
(16)
= 2,ri
tai
(z
f(a)n+1 dz
(17)
These are called Cauchy's integral formulas. They are quite remarkable because they
show that if the function f (z) is known on the closed curve C then it is also known within C,
and the various derivatives at points within C can be calculated. Thus if a function of a
complex variable has a first derivative, it has all higher derivatives as well. This of course
points z in the circle we have the Taylor series representation of f (z) given by
f(z)
= f(a) + f'(a)(z  a) +
f 2(a) (z  a)2 +
f'3(a) (z  a)3 +
(18)
SINGULAR POINTS
3)2' then z = 3
POLES
f(z) =
(z  3)2 (z + 1)
f(z) = 3z 1
z2+4
3z 1
has two simple poles at z=2i.
(z+2i)(z2i)
A function can have other types of singularities besides poles. For example, f (z) = Vi
sin
z has a singularity
has a branch point at z = 0 (see Problem 45). The function f (z) =
m
at z = 0. However, due to the fact that lim sin z is finite, we call such a singularity a
Z0 z
removable singularity.
142
[CHAP. 5
LAURENT'S SERIES
If f(z) has a pole of order n at z =a but is analytic at every other point inside and
on a circle C with center at a, then (z a)" f (z) is analytic at all points inside and on C
and has a Taylor series about z = a so that
f(z)
a" + an+I +
(z  a)"
(z  a)"'
+ a1
+ ao + ai(za) + a2(za)2 +
za
(19)
This is called a Laurent series for f(z). The part ao + ai(z  a) + a2(z  a)2 +
is called
the analytic part, while the remainder consisting of inverse powers of z  a is called the
principal part. More generally, we refer to the series I ak (z  a)k as a Laurent series
k=
where the terms with k < 0 constitute the principal part. A function which is analytic in a
region bounded by two concentric circles having center at z = a can always be expanded
into such a Laurent series (see Problem 119).
It is possible to define various types of singularities of a function f (z) from its Laurent
series. For example, when the principal part of a Laurent series has a finite number of
terms and a , 0 while a"  ,, a  2, , .. are all zero, then z = a is a pole of order n.
If the principal part has infinitely many nonzero terms, z =a is called an essential
singularity or sometimes a pole of infinite order.
Example. The function
+ I + 21x2 +
ellz
RESIDUES
The coefficients in (19) can be obtained in the customary manner by writing the coefficients for the Taylor series corresponding to (z a)" f(z). In further developments, the
coefficient a1, called the residue of f (z) at the pole z = a, is of considerable importance.
It can be found from the formula
d "1 {(za)"f(z))
a1 = lim
1
(20)
Z+a (n 1) . dz
where n is the order of the pole. For simple poles the calculation of the residue is of
particular simplicity since it reduces to
a, = lim (z  a) f (z)
(21)
z a
RESIDUE THEOREM
c (z  a)"
if n
2iri
if n=1
(22)
f(z)dz =
27ria1
(21)
i.e. the integral of f (z) around a closed path enclosing a single pole of f (z) is 2,ri times the
residue at the pole.
CHAP. 5]
143
f(z) dz
)
(24)
i.e. the integral of f(z) is 27ti times the sum of the residues of f(z) at the poles enclosed by C.
Cauchy's theorem and integral formulas are special cases of this result which we call the
residue theorem.
Consider fc F(z) dz along a contour C consisting of the line along the x axis
from R to +R and the semicircle above the x axis having this line as diameter.
Then let R  oo. See Problems 37, 38.
2.
2n
2i
cos 0 =
z
2z
and dz = iete do or do =
144
[CHAP. 5
Solved Problems
COMPLEX NUMBERS
1.
__
25
25
i + i2 + i3 + i4 + i5
(e)
= (5+51)(4+3i) _
169i2
5(7 + i) = 7 + 1 .
2.
1+3i
+(4)2
(3)2
ii2
1 1_( 13i
13i
19i2
1i2
i+1
y1?/2)2
1+3i
19i2
Solve
1.
2 +21
(0)2 + (_
3
5
)2
101 I
IZ1Z21 = Jz11
1x21.
Then
(xly2 + x2y1)2
1+i
3.
1+i
13  4il 14 + 3iI
1
(g)
16+9
i  1 + (i2)(i) + (i2)2
_ i+1(12)2i
i+1+
1+i
1+i'1i
(f)
2015i+20i+15i2
43i *4+3i
43i
xi x2 + yl t'2 + xi t'2 + x2 y?
xi + yi x2 +y2
Iz11 Iz21
z3  2z  4 = 0.
The possible rational roots are 1, }2, *4. By trial we find z = 2 is a root. Then the given equation can be written (z  2)(z2 + 2z + 2) = 0. The solutions to the quadratic equation axe + bz + c = 0
b 2ab2  4ac . For a =1. b = 2, c = 2 this gives
are z =
z = 2 2 4  8 = 2 2
=
22i = 1  i.
2
Express in polar form (a)3+3i, (b) 1 + ,i, (c) 1, (d)22V3i. [See Fig. 54.]
(a) Amplitude B = 450 = 7/4 radians.
3 + 3i
r(cos 9 + i sin s)
Modulus r =
Then
3/ cis 7/4 =
(1)2 + (V)2 =
=
2 cis 27/3
= 2.
2e2ai/3
3ieri/4
Then
CHAP. 5]
145
y
240
2
120
+
.x
1800
1
(c)
(d)
Fig. 54
(c)
1 =
2  2V3 =
Evaluate
5.
(b) (1 +
(2)2 + (2V )2 = 4.
Modulus r
Then
i)1/3.
(1 + Fur
(b) 1 + i =
512 + 512'i
(cos 135 + i sin 135) = NF2 [cos (135 + k 360) + i sin (135 + k 360)]
Then
(1 + i)1/3
+ isin(135 +
f (cos45 + isin45),
,2_(,,s165 + i sin 165),
s
Fig. 55
Iz  21 = Ix + iy  21 = Ix  2 + iyj _
If this
146
(b) Method 1.
Ix + iy  21 = Ix + iy + 41 or
(x  2)2 + y2 =
[CHAP. 5
(x + 4)2 +
Squaring, we find
The locus is such that the distances from any point on it to (2, 0) and (4, 0) are equal.
Thus the locus is the perpendicular bisector of the line joining (2, 0) and (4, 0), or x = 1.
(c)
y16
2
1,
The locus is such that the sum of the distances from any point on it to (3, 0) and
(3, 0) is 10. Thus the locus is an ellipse whose foci are at (3, 0) and (3, 0) and whose major
axis has length 10.
Method E.
7.
x
(b)
(a)
(c)
Fig. 56
8.
Express each function in the form u(x, y) + i v(x, y), where u and v are real:
(a) z3, (b) 1/(1 z), (c) e3z, (d) In z.
(a) w = z3 = (x + iy)3 = x3 + 3x2(iy) + 3x(iy)2 + (iy)3 = x3 + 3ix2y  3xy2  iy3
x3  3xy2 + i(3x2y  y3)
Then
(b) w =
1z
Then
__
1(x+iy)
u(x, Y) =
(1
x)2
1x+iy
1xiy 1x+iy
x
y2 ,
1x+iy
(1x)2+y2
y
V* Y) _ (1 x)2
+
CHAP. 5]
(c)
(d)
In z = In (reio) = In r + ie
= In
147
and
x2 + y2 + i tan 1 y/x
and
v = tan1 y/x
u = IIn(x2+'y2),
Note that In z is a multiplevalued function (in this case it is infinitely manyvalued) since
e can be increased by any multiple of 2r,. The principal value of the logarithm is defined as that
value for which 0 0 < 21r and is called the principal branch of In z.
9.
Prove
(a)
sin (x + iy)
(b)
eiz =
sin z 
e''z  eiz
cos z
2i
Then
sin (x + iv)
sin z
2i
= eiz +eiz
2
ei(x+iv)  ei(x+iu)
2i
from which
eixy  eix+y
2i
(sin x)
e_y
Similarly,
cos (x + iy)
cos z
ei(x+iY) + ei(x+iy)
{eixy + eix + y}
(cosx)Cey 2ey
J
i(sinx)(ey 2eyJ
dz
By definition,
dz f(z)
lim
z+Az  x
Then
lim
x+iy+Ax+iAy  x+iy
nx.o
AZ
AX + iAy
Ay+o
lim
X  iy + Ax  iAy  (x  iy)
AX0
Ax + i Ay
Ax  iAy
ay+0
Ay+0
lim
Ax. o AX + i Ay
Ox
lim
AX0 AX
z
= 1.
lim
Ay
If Ax = 0, the required limit is Ay0
iAy
= 1.
These two possible approaches show that the limit depends on the manner in which Az  0,
that the derivative does not exist; i.e. 2 is nonanalytic anywhere.
so
148
[CHAP. 5
1+(z+Az) _ 1+z
1  (z + zz)
1Z
lim
lz+0
&mo
Oz
(1 z  9z)(1 z)
(1  x )2
z)
1 + z)
C1z
d (1 + z)  (1 + z) dz (1
z)
(1z)2
(1  z)(1)  (1 + z)(1)
(1z)2
(1z)2
(b) The function is analytic everywhere except at z = 1, where the derivative does not exist; i.e. the
function is nonanalytic at z  1.
12. Prove that a necessary condition for w = f (z) = u(x, y) + i v(x, y) to be analytic in
= av , au =  av
a region is that the CauchyRiemann equations au ay
be satisfied in
ay
ax
ax
the region.
Since
f (z)
f (z + Az)
we have
f [x + Ax + i(y + Jy)l
Then
lim f (z + Az)  f (z)
Oz
ez.o
Ay
Jim u(x + Ox, y + Ay)  u(x, y) + i{v(x + Ox, y + Ay)  v(x, y)}
ox.o
Ox + iDy
Ax
Ox.o
au
Ax
av
ax + sax
1 au + av
I ay
ay
If the derivative is to exist, these two special limits must be equal, i.e.,
au + i av
ax
ax
au
ax
av
ay
and
1 au + av
av
au
ax
ay
2 ay
ay
= _ i au + av
ay
ay
Conversely, we can prove that if the first partial derivatives of u and v with respect to x and y
are continuous in a region, then the CauchyRiemann equations provide sufficient conditions for f (z)
to be analytic.
13. (a) If f (z) = u(x, y) + i v(x, y) is analytic in a region %, prove that the one parameter
families of curves u(x, y) = C, and v(x, y) = C2 are orthogonal families. (b) Illustrate
by using f (Z) = z2.
(a) Consider any two particular members of these families u(x, y) = uo, v(x, y) = vo which intersect
at the point (x0, yo)
CHAP. 51
ux
Since du = ux dx + uy dy = 0, we have dy
dx
Also since
uy
149
vx
dv = vx dx + vy dy = 0,dxd =  vy
When evaluated at (xo, yo), these represent respectively the slopes of the two
curves at this point of intersection.
vy)
1
Fig. 57
14. In aerodynamics and fluid mechanics, the functions and y in f (z) _ 4. + iyp, where
f(z) is analytic, are called the velocity potential and stream function respectively. If
0 = x2 + 4x  y2 + 2y, (a) find 0 and (b) find f (z).
(a,) By the CauchyRiemann equations,
(1)
Method 1.
Lo
ax
aO
= ay , a,k
ax
a4 = 2x + 4
ay
(2)
Then
ax = 2y  2
These are identical if F(x) = 2x + c, G(y) = 4y + c where c is any real constant. Thus
,y = 2xy i 4y  2x + c.
Method 2.
(2),
2y + F'(x) = 2y  2 or
0 + jV,
x2 + 4x  y2 + 2y + i(2xy + 4y  2x + c)
(x2  y2 + 2ixy) + 4(x + iy)  2i(x + iy) + is
z2 + 4z  2iz + cl
[CHAP. 5
150
LINE INTEGRALS
(1,2)
straight lines from (0, 1) to (1, 1) and then from (1, 1) to (1, 2), (c) the parabola
x=t, y=t2+1.
(a) An equation for the line joining (0,1) and (1, 2) in the xy plane is y = x + 1. Then dy = dx and
the line integral equals
1
f (2x2 + 2x) dx
5/3
(b) Along.the straight line from (0, 1) to (1, 1), y = 1, dy = 0 and the line integral equals
x0
2/3
(x2 1) dx
Along the straight line from (1, 1) to (1, 2), x = 1, dx = 0 and the line integral equals
(1  y)(0) + (y2 + 1) dy
2=1
(y2 + 1) dy
10/3
(c)
ft=O
f f a dx dy
R.
ba
r fYE(x)
Fig. 58
ay dyI dx
1L
Y=Y1(x)
Y'(x)
f ba
P(x, y)
f0
dx
y=Y1(x)
P x, Y1) dx  f P(x,Y2) dx
Then
(1)
fc P dx
f
P dx
f f a
dx dy
Similarly let the equations of curves EAF and EBF be x = X1(y) and x = X2(y) respectively.
Then
CHAP. 5]
aQ dx dy
ae
x dxlJ
x2(y)
151
f
dy
=X1(y) ax
f
Q(X1, y) dy + f Q(X2, y) dy
Then
f Q dy
(2)
fC
P dx + Q dy
ff
ax
Jc
Qdy
dx dy
aP dx dy.
NQ
ax  ay
fX=0
fo
7/6
17/15
(2x3 + x2 + 2x5) dx
Ja
(!)dxdy
1/30.
f f (1 2x) dx dy
VX
x0 y=x2
dx dy
(12x)dydx
(y  2xy)
X=0
dx
y=x2
I.
18. Evaluate
z2 dz
1+i
1/30
152
[CHAP. 5
We have
f (2.4)
f2+4i
(2,4)
z2 dz
1+1
( 1,
1)
(2,4)
(1,1)
(2,4)
(1,1)
Method 1.
(a) The points (1, 1) and (2, 4) correspond to t = 1 and t = 2 respectively. Then the above line integrals
become
36  6i
t1
t1
or y =3x2. Then
(b) The line joining (1, 1) and (2, 4) has the equation y  1 = 2 1(x  1)
we find
2
x=i
 86
i f
x=1
6i
(x2  1) dx + i
2x dx
x=1
x=1
f  4y dy + i f
4
y
Adding,
and we have
30  9i
(4  y2) dy
y=1
3 + 3i
Method 2.
The line integrals are independent of the path [see Problem 19], thus accounting for the
same values obtained in (a), (b) and (c) above. In such case the integral can be evaluated directly,
as for real variables, as follows:
z3 I2+41
z2dz
1+i
(2 + 4iis
(1 + i)3
3F
3 1+i
19. (a) Prove Cauchy's theorem: If f (z) is analytic inside and on a simple closed curve C,
then $ f (z) dz = 0.
C
i'2
(a)
(z) dz
(:
e
J1'
f (z) dz
f u dx  v dy +
C
i f v dx + u dy
C
By Green's theorem,
f u dx  v dy =
C
f f (ax  ayau
49V
dx dy,
v dx + u dy =
av 1
f f au
(ax  ay/ dx dy
CHAP.: 5]
au = av
ay
=  au
av
ax
153
ay
zero. Then f f (z) dz = 0. We are assuming in this derivation that f'(z) [and thus the partial
c
Consider any two. paths joining points P1 and P2 (see Fig. 510). By Cauchy's theorem,
f(z) dz
P, AP2BP,
f f (z) dz + f f (z) dz
Then
PIAP2
r f(z) dz =  f f(z) dz =
or
P2BP1
f f(z) dz
P2BP1
P1AP2
P,JBP2
Fig. 510
f f (z) dz
f f (z) dz
C2
f (z) dz
Fig. 511
.AQPABRSTBA
since f (z) is analytic within the region shaded and also on the boundary.
f f (z) dz + f f (z) dz +
AQPA
But
f f (z) dz
AB
=  f f(s) dz.
f (z) dz + f f (z) dz
BRSTB
AB
Then
(1)
BA
BA
f f(z) dz
f f(z) dz
AQPA
BTSRB
BRSTB
f(z) dz
f f(z) dz
f f(z) dz
C,
CZ
dz
27ri
if n = 1
c(z  a)n
0
if n=2,3,4,...
curve bounding a region having z = a as interior point.
...
154
[CHAP. 5
dz
__
c (za)"
c, (z a)"
Fig. 512
integral equals
2" jEeie do
fo eneine
i
en1
do
en1
i e(1n)0 I27r
(1  n)i o
if nA 1
27r
fdo = 27ri.
(b) For n = 0, 1, 2, ..., the integrand is 1, (z  a), (z  a)2, ... and is analytic everywhere inside
C1, including z = a. Hence by Cauchy's theorem the integral is zero.
(a) Since z = 3 is not interior to Izi =1, the integral equals zero (Problem 19).
(b)
23. If f (z) is analytic inside and on a simple closed curve C, and a is any point within C,
prove that
f(z)
f(a)
cz
27ri
adz
5Eza
z)
f(z) dx
dz
C1 za
2v
lim iJ
0
E0
+
27r
f(a + eeie) do
i fo f (a + eeie) do.
27r
27r
lim.f (a + ee{e) do
E 0
i fo
f (a) do
27ri f (a)
24.
Evaluate
(a)
(a)
zos
dz,
(b) 5
zos 0 dz
2,ri
z(z + 1) dz
cos z
c z(z + 1)
dz
ex
z+1
dx
fC z dz  ,c
= 27ri(1  e1)
by Problem 23, since z = 0 and z = 1 are both interior to C.
27riee  27rie1
z+1
dz
CHAP. 51
155
Method 1.
10 =
or
(z  1)3
Hence
5z23z+2dz
(z 1)';
fC
101ri
dz
(z  1)3
+7
(z  1)3
Then
5 fzdz1
5z23z+2 dz =
Method 2.
c
5z23z+2 dz
2!
21ri
f a)n+i dz.
(z
+4
dz
dz
c (z 1)2
c (z 1)3
101ri
By Problem 21.
n1 n2 2n'
un+1
.
2n
Then
zn+1
(n+1)2 2n + I
lim
Un
IzI
zn
n22n
By the ratio test the series converges if Jzj < 2 and diverges if jzI > 2. If jzF = 2 the ratio
test fails.
However, the series of absolute values I
n
n2 2n
n=1 n2 2n
converges.
n=1 n2
zj : 2,
Izj = 2.
(1)n1 z2n1
(b)
lim
n*m
un+1
un
zs
z3
We have
31+31
(2n1)!
n=1
lim
(1)nz2n+1
(2n1)!
(2n + 1) !
(l)" I z211 1
n* 00
z2
lym
I
2n(2n + 1)
0
I
Then the series, which represents sin z, converges for all values of z.
(c) n=1
1
(z
3n 2)n
We have
lim
n.ao
un+1
un
lim
n*oc
I (Z0"41
3n
3n+1
7).
ein9.
n=1
Thus the series converges within the circle Iz  ii = 3 but not on the boundary.
[CHAP. 5
156
27. If
The definitions, theorems and proofs for series of complex numbers and functions are analogous
to those for real series.
In particular, a series
un(z)
is said to be absolutely
convergent
region `R if Y, lun(z)
in
n=0
n=0
converges in 9Z. We can also show that if Y, ;un(z)I converges in R, then so also does I un(z),
n=o
n=0
said
to be uniformly
we can find
`R
is
where N depends only on E and not on the particular z in 9Z, and where
Sn(z)
Iun(z)I c M,, n = 0, 1, 2
and
Y, Mn
converges
n=0
n = 0,1, 2, ...
M
00
Y, anzn converges
I Mn converges, it follows by the Weierstrass M test that n=0
Since by hypothesis
n=0
28. Locate in the finite z plane all the singularities, if any, of each function and name them.
2
z = 1 is a pole of order 3.
2z3z+1
(b)
(c)
0.
zy&
2 
8 
Since z2 + 2z + 2 =0 when z =
2
can write z2 + 2z + 2 = {z  (1 + i)}{z  (1 i)} _ (z + 1 i)(z + 1 + i).
z2+2z+2'
1  cos zZ.
z
2 { 2z
2
= 1 t i
'
we
z = 1 + i and z = 1  i.
1  cos z
= 0, it is a
z = 0 appears to be a singularity. However, since li o
z
removable singularity.
CHAP. 5]
157
Another method.
Since
1  cos z
+.
1x2! +x4x6
4!
x3
6!
2!
4!
we see that
z = 0 is a removable singularity.
(e)
e
/(Z1)2
This is a Laurent series where the principal part has an infinite number of nonzero terms.
Then z = 1 is an essential singularity.
(f)
ez.
This function has no finite singularity. However, letting z =1/u, we obtain el/u which has
an essential singularity at u = 0. We conclude that z =  is an essential singularity of ez.
In general, to determine the nature of a possible singularity of f (z) at z = o, we let z =1 /u
and then examine the behavior of the new function at u = 0.
29. If f(z) is analytic at all points inside and on a circle of radius R with center at a, and
if a + h is any point inside C, prove Taylor's theorem that
f (a + h)
f(a + h)
27ri
zah
(1)
By division,
1
zah
(z  a) [1  h/(z  a)]
1
jl 1 +
(za)
hl
(z h a) + (za)2
+ ... +
I
hn+t
0 + (xa)n(zah)
(z  a)n
(2)
&) dz
fza
+ h C f(z) dz + ... +
2Ta
2! f
f(a) + hf'(a) +
where
Rn
Now when z is on C,
(a) + ... +
hn+1
2ri
zahI < M
f (Z)
c (z  a)2
hn
2iri
n! flu) (a)
f (Z) dz
c (z  a)n+1
+ Rn
+ R.
f(z) dz
r (x  a)n+i (x  a  h)
and I z  al = R, so that by (14), Page 140, we have,
As n  , IRuj > 0.
I2 I
Ru
M 2,,R
If f (z) is analytic in an annular region r1 < 1z  al  r2, we can generalize the Taylor series
to a Laurent series (see Problem 119). In some cases, as shown in Problem 30, the Laurent series can
be obtained by use of known Taylor series.
158
[CHAP. 6
30. Find Laurent series about the indicated singularity for each of the following functions.
Name the singularity in each case and give the region of convergence of each series.
(a)
(z ex1)2 ; Z=1.
ex
el ; u
u2
(z  1)2
u2
e(z 1)
(z1)2 + z1 +
l ++2i +3 +4! + }
3
e u2 =
e(z 1)2
3!
4!
(b) z cos
1.
; Z=0.
z cos
C
1 1
1
z  2Iz + 4!z3
 s!1 zs + ...
z = 0 is an essential singularity.
The series converges for all values of z
(c)
sin z
z7r
Let z  7r = u.
z = 7r.
sin z
sin (u + 7r)
z7r
0.
Then z = u + 7r and
sin u
u
U4
u2
1 +
3!  5!
u4
u1 u
(z  r)2
3!
u5
(z  7r)4
5!
z = 7r is a removable singularity.
(z + 1)(z + 2)
Let z + 1 =u.
z = 1.
Then
U1
u(u+1)
(z+1)(z+2)
u
1
uu 1
(1u+u2us+u4
+ 2  2u + 2u2  2u3 +
z + 1
z(z +
2)3; z = 0, 2.
Case 1, z = 0.
1
z(z + 2)3
8z
3
16
8z
8z(1 + z/2)3
1+(3) (z)
5x+...
+ 16x  32
+(3)(4)
2!
(z)2 +(3)(4)(5)
3!
\)
z
CHAP. 5]
Case 2, z = 2.
1
Let z + 2 = it.
Then
__
(u  2)u3
z(z + 2)3
2u3(1  u/2)
_
4u2
u3
2u3
_
8u
16
4(z + 2)2
2(z +2) 3
159
1
32
1+2+
(2)
16
8(z + 2)
32
(z + 2) 
z = 2 is a pole of order 3.
The series converges for 0 < lz + 21 < 2.
f(z)
where an
(zaan)"
anl
f (z) dz = 27ri a 1
(a)
t
1
(b) a1 = lim
za (n 1)
dn
{(za)nf(z))
fc (za)"
fr
za
} dz
27ri a1
Since only the term involving a 1 remains, we call a, the residue of f (z) at the pole z = a.
(b)
(n1)1a
dzn1
o1
{(za)nf(z)}
zi.a
z x
2)(
+ 1)
Residue at z = 2 is
Residue at z = i is
Residue at z = i is
lira (z  i)
z+i
x2
lim (z  2)
(z2)(z2+1)}
z#2
x2
(z2)(xi)(x+i)
lim (z + i)
z2
(z2)(zi)(z+i)}
i2
1  2i
(i2)(2i)
10
j2
1+2i
(i  2)(2i)
10
160
(b)
z(x _+2)
3;
z = 0, 2.
[CHAP. 5
Residue at z = 0 is
z..,o
Residue at z = 2 is
z lim 2
Then:
x(z + 2)3}
1 d2
zl, 2 2 dz2
1(2) _
(x)
zim
ll 2 2
z3
Note that these residues can also be obtained from the coefficients of 1/z and 1/(z + 2) in
the respective, Laurent series [see Problem 30(e)].
(c)
zezt
lim d j (x  3)2
Residue is
z.3 dz l
(z
ze
3)2
Then:
lim d (Zed)
z.3 dz
eat + 3te3t
Then:
z
lim (z  5v) . cos
sin x
Residue is
xsin
(zlim 5
zr)(.5
cos x
C dim cost)
(1)
(1)(1) = 1
where we have used L'Hospital's rule, which can be shown applicable for functions of a complex
variable.
33. If f (z) is analytic within and on a simple closed curve C except at a number of poles
a, b, c.... interior to C, prove that
f (z) dz
f(z) dz +
f(z) dz +
cs
c,
Fig. 513
For pole a,
a_1
A z)
+ a0 + a (z  a) +
1
_ a)
(z  a)m
f (z)
so that
bn b). +
+ (zb1
_ b) + bo + bl(z  b) +
f f (z) dz
27i b1
ce
27ri(a1 + b1 +
CIIAP. 61
34. Evaluate
ax dz
fe
161
(z  1)(z + 3)2
{ (z 1) (z 1)(z
lim
16
3)2
ez
(z + 3)2
6e3
lim (z 1)ez  ez
(z  1)(z + 3)2
Z. 3
(z  1)2
16
2,ri 1
(b)
16
sae
2ai (16
e
 5e3
16
ui(e  5e3)
8
35. If A01
fr f (z) dz
f 1f(z)1 1dz1
7R
,rM
Rk1
Fig. 514
fr f (z) dz
and so
1 f(z)I =
1
I
1 + R4e4ie
1R4e4iel  1
lim f fr (z) dz
R+o
+ z4
1
R4 1
<
2
R4
if R is large enough
37. Evaluate
dx
fx +1'
Consider fe
+1'
Since z4 + 1 = 0 when z = e7ri14, e3m/4, e5''4, ' e7'' '4, these are simple poles of 1/(z4 + 1). Only
the poles e,H/4 and e3,rii4 lie within C. Then using L'Hospital's rule,
162
Residue at e7ri/4
.f(z 
lint
lim
1
(z  e3rri/4) z4+1
x , e3vi/4
lim
dx
Thus
z4+1
dx
dx
20
.
0, ,
The poles of
+ 1,
7rv"2
x2
(1)
(2)
dx
,c x4+1
x4
x2 dx
(x2 + 1)2 (x2 + 2x + 2)
1 e9rri/4
Rlimof R x4+1
x4 + 1
dz
x4+1 + J. z4+1
Since f
4z3
esaf/4
2,,i(e3rri/4 + ee97ri/4)
fR
z_+e376/4
x4+ 1 j
zerri/4 4z3
Jim
z ,errs/4
Residue at e37i/4
[CHAP. 5
7r
77r
50
and z = 1 + i of order 1.
Residue at z = i is
lim
z. i z
{(z_i)2
Residue at z = 1 + i is
Then
lim
z 1+i
(Z+12)
z2dx
Jc (z2+1)2(x2+2z+2)
f
J
or
_R
z2
x2 dx
(x2 + 1)2 (x2 + 2x + 2)
9i 12
100
z2
(x2+1)2(z+1i)(z+1+i)
_
 12 + 3  4i
2ri 9i100
20
3  4i
25
77r
50
z2 dz
(z2 + 1)2 (x2 + 2z + 2)
77r
50
Taking the limit as R and noting that the second integral approaches zero by Problem 35,
we obtain the require3 result.
39. Evaluate
21
Let z = eie.
de
5 + 3 sin O
Then sin $ =
f2v
0
eie  ei0
xx1
2i
2i
do
5+3sine
cdzl ix
5+3 ( zz2i
dx = ieie de = iz de
so that
2 dz
3x2+10iz3
where C is the circle of unit radius with center at the origin, as shown in Fig. 515 below.
CHAP. 5]
The poles of
3z2 + 10iz  3
10i 100+36
163
6.
10i :' 3i
6
3i, i/3.
Fig. 515
Residue at i/3 =
Then
fc
2
( z + ZJI
)
3 \ 3z2 + 10iz  3 /
lim
iii \
2 dz
3z2 + 10iz  3
21ri4i() =
lim
2
= 4i1 by L'Hospital's
z .. iii 6z + 10i
2a
cos 39
dO =
40. Show that f0 54cos0
Then
x + z1
cos 0 =
If z = eie,
('2"
0
cos 3B
54cos
7r
12
cos 3 =
e3ie + e3io
2
(z3 + z3)/2
= z3 + z3
2
c 5 _ 4(z+z1)
dx = iz do.
dz
ix
z6 + 1
dz
Residue at z = 0 is
lim
Residue at z =
lim
Then
d2 J 3
z+o 2! dz21
is
1/2
(z  )
z6 +
z6 + 1
21
z3(2z 1)(z 
65
24
x6 + 1
x3 {2z  l)jz  2) }
dz =  1 (2,,ri)
21
{8
2i
65
24
12
as required.
41. If jf(z) j < R for z = Re10, where k > 0 and M are constants, prove that
lim
R.s r
eimz f(z) dz
where r 'is the semicircular are of the contour in Problem 35 and m is a positive
constant.
If z = Reie,
f7r
Then
eimz f(z) dx
eimReEe
f (Rei) iRei do
f 7T
I eimR cos
emRstne jf(ReW)I R do
IV
Rk1
f
0
emRsine do
2M
Rk
1
fngmRsine
i2
dB
0
164
[CHAP. 5
Now sin e ? 2B/ r for 0 < o < 4r/2 (see Problem 3, Chapter 7). Then the last integral is less
than or equal to
emR)
for/2
R MI
e2mRe/a de
mRk (1 `
As R this approaches zero, since m and k are positive, and the required result is proved.
mx
42. Show that f cos
x2+1 dx = 2 em, m > 0.
o
Consider
etmz
JC Z2 + 1
Residue at z = i is
lim {(z
z.i
eimx
imz
f z2 +
Then
dx
+dx +
fR
2
x2i_
fR
and so
a m
2i
 j) (zi)(z+i)
Co2
X2+1
2iri (e2 )
z2+ 1 dz
dx + J ,
ire m
m
aem
z2tmj zl dz
irem
Taking the limit as R and using Problem 41 to show that the integral around r approaches
zero, we obtain the required result.
sin x dx =
x
2
The method of Problem 42 leads us to consider the integral of eiz/z around the contour of
Problem 35. However, since z = 0 lies on this
o
path of integration and since we cannot integrate through a singularity, we modify that
contour by indenting the path at z = 0, as shown
JC
or
eiz
 dz
'
r ei3
R
Fig. 516
dx
+
x
e
z
dz +fr
dx +
eiz
dx
BDEFG
HJA
Replacing x by x in the first integral and combining with the third integral, we find,
e ix
fRe
2i
sixx dx
BDEFG
HJA
fR
or
dx + f z dz + f zz dz
.
f ex dz
HJA
 f z dz
BDEFG
CHAP. 5j
165
Let r > 0 and R  o. By Problem 41, the second integral on the right approaches zero. The
first integral on the right approaches
0 eirei9
 lim
r.0
reie
ireie do
 lim
r.0
Jr
ri
do
ieire
..
lim 2i j
R+.o
sin
r+0
xx dx = ri
or
sin x
dx =
In
MISCELLANEOUS PROBLEMS
44. Let w = z2 define a transformation from the z plane (xy plane) to the w plane (uv plane).
Consider a triangle in the z plane with vertices at A(2, 1), B(4, 1), C(4, 3).. (a) Show
that the image or mapping of this triangle is a curvilinear. triangle in the uv plane.
(b) Find the angles of this curvilinear triangle and compare with those of the original
triangle.
(a) Since w = z2, we have u = x2  y2, v = 2xy as the transformation equations. Then point A(2,1)
in the xy plane maps into point A'(3, 4) of the uv plane (see figures below). Similarly, points B
and C map into points B' and C' respectively. The line segments AC, BC, AB of triangle ABC
map respectively into parabolic segments A'C', B'C', A'B' of curvilinear triangle A'B'C' with
equations as shown in Figures 517(a) and (b).
C' (7,24)
V1
C (4,3)
x
U
(b)
(a)
Fig. 547
dv
du
(3,4)
dv 1
The slope of the tangent to the curve u2 = 2v + 1 at (3,4) is m2 = du
(,4)
Then the angle o between the two curves at A' is given by
tan e =
M2  M1
1 + m1m2
1  3)() =
1,
and
v (3,4)
= u = 3.
0 = r/4
Similarly we can show that the angle between A'C' and B'C' is r/4, while the angle between
A'B' and B'C' is r/2. Therefore the angles of the curvilinear triangle are equal to the corresponding ones of the given triangle. In general, if w = f (z) is a transformation where f (z) is analytic,
the angle between two curves in the z plane intersecting at z = zo has the same magnitude and sense
(orientation) as the angle between the images of the two curves, so long as f'(zo) # 0. This property is called the conformal property of analytic functions and for this reason the transformation
w = f(z) is often called a conformal transformation or conformal mapping function.
[CHAP. 5
166
45. Let w = ' define a transformation from the z plane to the w plane. A point moves
counterclockwise along the circle (zj = 1. Show that when it has returned to its starting position for the first time its image point has not yet returned, but that when it
has returned for the second time its image point returns for the first time.
= eie/2. Let e = 0 correspond to the starting position. Then z = 1 and
Let z = eie. Then to =
w = 1 [corresponding to A and P in Figures 518(a) and (b)].
(a)
(b)
Fig.518
When one complete revolution in the z plane has been made, e = 2wr, z = 1 but to = eie/2 = ei7r = 1
so the image point has not yet returned to its starting position.
However, after two complete revolutions in the z plane have been made, a = 4ir, z = 1 and
w = eie/2 = elm = 1 so the image point has returned for the first time.
It follows from the above that to is not a singlevalued function of z but is a doublevalued function
of z; i.e. given z, there are two values of w. If we wish to consider it a singlevalued function, we
must restrict e. We can, for example, choose 0 : B < 27, although other. possibilities exist. This
represents one branch of the doublevalued function w = Vz. In continuing beyond this interval we
are on the second branch, e.g. 27r < e < 47r. The point z = 0 about which the rotation is taking place
is called a branch point. Equivalently, we can insure that f(z) = VT will be singlevalued by agreeing
not to cross the line Ox, called a branch line.
Xp
sin p r'
+ x dx
0 < p < 1.
Consider fc 1 + z dz.
Then
(elri)P1
zp1
l + z dz
e(P1)ri
2ai e(P1)ai
f f f f
+
AB
BDEFG
GH
HJA
Fig. 519
CHAP. 5]
167
We thus have
2rr
R XP1
J, 1 + X dx +
(Refe)p t iReto de
r (xe27rt)pt
1 + Reio
0 (reio)P1 irete do
dx +
1 + xe'lni
1 + rein
2T
2arie(P1)ai
where we have to use z = xe2i for the integral along GH, since the argument of z is increased by
2wr in going around the circle BDEFG.
Taking the limit as r > 0 and R  co and noting that the second and fourth integrals approach
zero, we find
xP1
1+xdx +
e2ai(P1) XP1
1+x
XP1
(1  e2ai(P1))
or
XI1
so that
1fo
27ri e(P
1+x ax
l+x dx
. o
dx
I)iri
277 e(P1)Ri
27ri e(Pt)7ri
27ri
eprri  eprri
sin pa
Supplementary Problems
COMPLEX NUMBERS. POLAR FORM
47.
(c)
(b)
(3  21)3
(d)
Ans.
48.
(a)
(c)
10
4i + 4 + 3i
(11)10
24i 2
5+7d
(1+21)2(11)
(f)
(e)
zt
Iz21
(e)
Izti
IZ21
49.
Prove
50.
51.
Let z1 and z2 be represented by points P1 and P2 in the Argand diagram. Construct lines OP1 and OP2,
where 0 is the origin. Show that zt + z2 can be represented by the point P3, where OP3 is the diagonal
of a parallelogram having sides OP1 and OP2. This is called the parallelogram law of addition of
complex numbers. Because of this and other properties, complex numbers can be considered as vectors
1Z11 +1Z21,
(c)
Iz1I  Iz2I
Ans. 3, 1, 1 i
in two dimensions.
52.
53.
54.
(a)
(d) 5,
(e)
(b)
(e) 5i.
5 cis 3a/2
12 cis 16
168
55.
(d)
56.
[CHAP. 5
cis 36, cis 108, cis 1801 _ 1, cis 252, cis 324
cis 110,
If zl = r1 cis 61 and 22 = r2 cis 92, prove (a) x122 = r1r2 cis (91 + 92), (b) 21/z2 = (r1/r2) cis (el  B2).
Interpret geometrically.
Describe the locus represented by (a) Iz + 2  3i1 = 5, (b) Iz + 2; = 21z 11, (c) Iz + 5.  Iz  51 = 6.
Construct a figure in each case.
Ans. (a) Circle (x + 2)2 + (y 3)2 = 25, center (2, 3), radius 5.
(b) Circle (x  2)2 + y2 = 4, center (2,0), radius 2.
(c)
58.
(a) 1z2+il ? 4,
(b)
jzl < 3, 0 < argz < 4, (c) Iz3; + 1z+31 < 10.
Express each function in the form u(x, y) + iv(x, y), where u and v are real.
(a) z3 + 2iz, (b) z/(3 + z), (c) e', (d) In (1 + z).
Ana. (a) It = x3  3xy2  2y, v = 3x2y  y3 + 2x
(b) u 
x2+3x+y2
x2+6x+ y2+9
(c) u =
ex2y2
cos 2xy,
v=
3y
x2+6x+ y2+9
60.
Prove that
61.
(a) If z = w is any root of zs = 1 different from 1, prove that all roots are 1, w, w2, w3,
(b) f(z) = z2
4.
(a)
Given the function w = z4. (a) Find real functions u and v such that w = u + iv. (b) Show that the
CauchyRiemann equations hold at all points in the finite z plane. (c) Prove that u and v are harmonic
functions. (d) Determine dw/dz.
Ans. (a) u = x4  6x2y2 + y4, v = 4x3y  4xy3
(d) 4z3
CHAP. 5]
169
64.
65.
66.
If the imaginary part of an analytic function is 2x(1 y), determine (a) the real part, (b) the function.
Ans. (a) y2  x2  2y + c, (b) 2iz  z2 + c, where c is real
67.
Construct an analytic function f(z) whose real part is a2(x cos y + y sin y) and for which f(0) = 1.
Ans. zez + 1
68.
69.
z 1
LINE INTEGRALS
70.
Evaluate
(4,2)
(1,1)
lines from (1,1) to (1, 2) and then to (4, 2), (d) the curve x = 2t2 + t + 1, y = t2 + 1.
Ans. (a) 34/3, (b) 11, (c) 14, (d) 32/3
71.
Evaluate
(2x  y + 4) dx + (5y + 3x  6) dy
Ans. 12
Evaluate the line integral in the preceding problem around a circle of radius 4 with center at (0, 0).
Ans. 64ir
(a) Let C be any simple closed curve bounding a region having area A. Prove that if a1, a2, as, b1, b2, b3
are constants,
(alx + a2y + a3) dx + (blx + b2y + b3) dy = (b1 a2)A
(b) Under what conditions will the line integral around any path C be zero?
75.
77.
I.
f x dy  y dx = I f
c
Ans. 3aa2/8
and interpret.
where C is the boundary of
(2.1)
(1,0)
(2, 1).
r2 de
x2 + y2 = 4 and x2 + y2 = 16.
Ans. (b) a2 = b1
Ans. (b) 5
170
[CHAP. 5
Evaluate f (z2  z + 2) dz, where C is the upper half of the circle 'zJ = 1 traversed in the positive
c
Ans. 14/3
sense.
81.
Evaluate
82.
Evaluate
dz5
2z
z2
83.
Evaluate
(a) f
dz,
(b)
, c (z
Iz  31 = 2.
(b)
Izl = NF2.
1)4 dz
(b) 27ri
(c) 27ri/3
(b) aie/3
(a) } (z + 2)n
n!
Ans. (a) all x
n=1
(b)
iz  il < 1
(c)
z = 1 i
Ge
zn
86
87.
88.
Locate in the finite z plane all the singularities, if any, of each function and name them:
z2
z
sin
z2+1
/3)
1
(fl
(e)
3z (a) (2z + 1)4
(b) (z1)(z+2)21 (c) Z242z2 (d) cos
(z2 +
n=1 n(n + 1)
'
Iz+il <R<2.
n=0
Ans.
(a)
(b)
(c)
89.
4)2
(d)
z = 0, essential singularity
(e)
Find Laurent series about the indicated singularity for each of the following functions, naming the
singularity in each case. Indicate the region of convergence of each series.
cos z
(b) z2 a1/z; z = 0
(c)
z2
; z
(a)
; x = 7r
z7r
Ans.
(z  1)2 (z + 3)
(a)  z
(b)
Ir
4!
2!
z2  z + 21  31
1
(c)
+ z  r,  (z  ")3 + (x
zx
simple pole,
6!
+ 4 lz2  b ; +
9
 9(z2561) +
all z
7r
0 < Iz  II < 4
CHAP. 5]
171
(a) x24'
Ans.
(b)
z = 2; 7/4,
z = 0; 8/25,
(a)
(b)
(e)
z3+5z2.
(z 
1)2.
2)3'
(d)
(z2 +
z = 2, 1/4
z = 5; 8/25
(c)
z  2;
(d)
z = i; 0,
Ans. e37rt'2
91.
92.
Evaluate
93.
z2 dz
zext
c
94.
, t2 e2t
(x2.}.1)2
Ans. 87i
1 t sin t
dz
If f (z) = P(z)/Q(z), where P(z) and Q(z) are polynomials such that the degree of P(z) is at least two
less than the degree of Q(z), prove that f f(z) dz = 0, where C encloses all the poles of f(z).
C
95.
96.
97.
98.
r dx
(x2 + 4)2
'Vx
X3+1
f
o
J0
a>0
101.
103.
cos no do
27an
1a2'
do
(2a2 + b2)7r
(a + b cos 6)3
(a2  b2}5i2
n=0123
113. f
0
7rX
ax
cosh x dx
110.
f0 54cose do =
sin2 a
do
__
(1 + sin2 8)2
111.
7
8
3a
2_r
72 e7
112,
f
o
[Hint. Consider
at (R, 0), (R, 0), (R, a), (R, 7). 'Then let R
sin x
x(x2 + 1)2
dx 
ir(2e  3)
4e
f sn2 x dx = 2
o
2 cosh (,r/2) .
4orV
a>b
(x2 + 1)2
0<a<1
x sin 2x dx = ae4
x sin
do
2xr
_ 2r
(2 +cos 9)2
104. f
f cos 27x dx =
x4+4
0
do
2  cos e
_ r a7, a> 0
8V2
x2 + 4
dx
(x2 + 1)2 (x2 + 4)
2r
102.
a4)2
2r,
7
32
dx =
12acose+a2
f27r
106.
109.
100.
100.
2'
2n
108.
__
.lo
99. f
107.
= 27
dx
30
xe+ae
105,
x2 dx
x4+1
x2
sing x
X3
eiz
cosh z
dx =
3a
8
172
[CHAP. 5
MISCELLANEOUS PROBLEMS
114. If z = ret0 and f(z) = u(r, e) + i v(r, e), where r and o are polar coordinates, show that the CauchyRiemann equations are
au
1 av
1 au
r ae
av
ar 
ar  r ae'
115. If w = f(z), where f(z) is analytic, defines a transformation from the z plane to the w plane where
z = x + iy and w = u + iv, prove that the Jacobian of the transformation is given by
a(u, v)
I f1(z)12
a(x, y)
116. Let F(x, y) be transformed to G(u, v) by the transformation to = f(z). Show that if axe +
2G + 2G = 0.
then at all points where f'(z) 0,
0,
as
au2a
av2
+b
117. Show that by the bilinear transformation w = az
where ad  be
cz + d '
are transformed into circles of the to plane.
0,
118. If f(z) is analytic inside and on the circle Iz  a' = R, prove Cauchy's inequality, namely,
n! M
If(n) (a)l
where If(z)I
M on the circle.
Rn
119. Let C, and C2 be concentric circles having center a and radii r, and r2 respectively, where r, < r2.
If a+ h is any point in the annular region bounded by Cl and C2, and f (z) is analytic in this region,
prove Laurent's theorem that
f(a + h) _
anhn
where
an
f (z) dz
c (z  a)n+ l
2n7
[Hint.
Write
f (a + h )
f(z) dz
27ri
cY z  (a + h)
2r, i
f(z) dz
1
, z  (a+ h) and expand z  a  h
in
120. Find a Laurent series expansion for the function f(z) = (z + 1)(z + 2) which converges for 1 < jzj < 2
and diverges elsewhere.
[Hint. Write
Ans.
...
z + 1)(z + 2)
+ z+2
zs+z4z3+z2z+12+ 42
83
+ ...
Chapter .6
Fourier Series And Integra
FOURIER SERIES
LetF(x) satisfy the following conditions:
1. F(x) is.defined in the interval c < x < c + 21.
2. F(x) and F'(x) are sectionally continuous in c < x < c + 21.
3. F(x + 21) = F(x), i.e. F(x) is periodic with period 2d.
Then at every point of continuity, we have
F (x) =
2 + 1 ( an cos nix
b n. s in
n=1
where
fc+2L
an
=
1
bn
F( x ) cos
c+21
nTfx
ni x)
(1)
dx
(2)
nx
F(x) s i n
dx
At a point of discontinuity, the left side of (1) is replaced by I (F(x + 0) + F(x  0) ), i.e.
the mean value at the discontinuity.
The series (1) with coefficients (2) is called the Fourier series of F(x). For many
problems, c = 0 or 1. In case l = I, F(x) has period 27r and (1) and (2) are simplified.
The above conditions are often called Dirichlet conditions and are sufficient (but not
necessary) conditions for convergence of Fourier series.
ODD AND EVEN. FUNCTIONS
A function F(x) is called odd if F(x) _ F(x). Thus x3, xs  3x$ + 2x, sin x, tan 3x
are odd functions.
A function F(x) is called even if F(x) = F(x). Thus x4, 2x6  4x2 + 5, cos x, ex + ez
are even functions.
The functions portrayed graphically in Figures 61 and 62 below are odd and even
respectively, but that of Fig. 63 below is neither odd nor even.
In the Fourier series corresponding to an odd function, only sine terms can be present.
In the Fourier series corresponding to an even function, only cosine terms (and possibly
a constant which we shall consider a cosine term) can be present.
173
[CHAP. 6
174
F(x)
F(x)
F(x)
Iha'
Fig. 63
Fig. 62
Fig. 61
bn =
2
l
F(x) sin
(3)
bn = 0,
an
nix
=
l J F(x) cos l dx for half range cosine series
2
F(x)
cn
cn einar/6
(k)
F(x) einrx/i dx
(5)
n=ao
1
2l
_I
{F(x) )2 dx
t
=2+
(an + bn)
(6)
y W
(7)
lim
CHAP. 6]
175
f8 (n)
(8)
where n is an integer. The function F(x) is then called the inverse finite Fourier sine
transform of f8 (n) and is given by
F(x)
f,,
(9)
f, (n)
fi
(10)
where n is an integer. The function F(x) is then called the inverse finite Fourier cosine
transform of f, (n) and is given by
F(x)
f (0) +
2
1
i=1
(n) cos
nix
Z
Finite Fourier transforms can be useful in solving differential equations [see Prob. 32].
2.
f IF(x)l dx
x:5 1.
F(x)
(12)
where
A(A)
f F(x) cos xx dx
(13)
B(A)
_  f F(x) sin ax dx
1fw
176
[CHAP. 6
The similarity of (12) and (13) with corresponding results (1) and (2) for Fourier series
is apparent. The right side of (12) is sometimes called the Fourier integral expansion of
F(x), or briefly Fourier integral.
F(x)
ff
e iAn du
(15)
F(u) ei,\(zu) du dl
FOURIER TRANSFORMS
E e;" F(u) du
f(t)
then
'f
F(u)
e'" f(A) dA
(16)
(17)
The function f (,L) is called the Fourier transform of F(x) and is sometimes written
f(A) _ 1' {F(x)). The function F(x) is the inverse Fourier transform of f(X) and is written
F(x) _ '' { f (a) }. We also call (17) an inversion formula corresponding to (16).
Note that the constants preceding the integral signs can be any constants whose product
is 1/27r.
If they are each taken as 11we obtain the socalled symmetric form.
fs (A) =
F(u) sin xu du
(18)
The function F(x) is then called the inverse Fourier sine transform of f s (A) and is given by
F(x)
2 f fs (l) sin Ax dA
(19)
Ir.
fc (A)
f
0
F(u) cos ku du
(20)
CHAP. 6]
177
The function F(x) is then called the inverse Fourier cosine transform of f(A) and is given by
=2J
F(x)
7r
f, (x) cos xx dx
(21)
Fourier transforms can be used in solving differential equations [see Problem 33].
F*G=
(22)
An important result, known as the convolution theorem for Fourier transforms, is the
following.
Theorem.
H(x) edx = {
F(x)
dx}
or
(23)
(24)
i.e. the Fourier transform of the convolution of F and G is the product of the Fourier
transforms of F and G.
IF(x)12 dx
2 J_ If(x)j2 dx
(25)
This is called Parseval's identity for Fourier integrals. Generalizations of this are possible
(see Problem 80).
F(t)
to
t>0
(26)
t<0
Then from (16), Page 176, with x replaced by y, we see that the Fourier transform of F(t) is
J' {F(t)}
e(s+ty)t cb(t) dt
fW
est 4(t) dt
(27)
where we have written s = x + iy. The right side of (27) is the Laplace transform of cb(t)
and the result indicates a relationship of Fourier and Laplace transforms. It also indicates
a need for considering s as a complex variable x + iy.
178
[CHAP. 6
To indicate the relationship even further, note that if F(t) and G(t) are zero for t < 0,
the convolution of F and G given by (22) can be written
(28)
.C {F * G}
C {F} e {G}
(29)
In view of the fact that there is an inversion formula (17) corresponding to (16) for
Fourier transforms, one would feel that there ought to be a corresponding inversion
formula for Laplace transforms. Such an inversion formula is obtained in Chapter 7.
Solved Problems
FOURIER SERIES
1.
Prove
!!
SI
2.
Prove
f sin kixx dx =
(a)
sin
cos
krx
dx
k I dx
f1
=
=
mix
cos
cos
kixx
dx = 0
l
kr sin
cos
cos krr +
ll
krrxlti
nix
k sin km
kr
cos (kir)
 kr sin (krr)
t
dx
sin
(b)
if k = 1, 2, 3, .. .
mrrx
nrrx
sin l
l
dx =
0mn
fl ?n=n
... .
cos (A + B)}.
Then, if m
1
cos
,j.
m;rx
n, by Problem 1,
cos
nrx
dx
Similarly if m # n,
sin
mrrx
sin
nrx
dx
fl
cos
(m  n)rrx
+ cos
(m +l)n axlf
dx
CHAP. 61
If in= n,
179
we have
ftt
m7rx
cos L cos
nrx
1 f(i rcos2Lx)dx
dx
sinM7TX
L sinnax
l dx
cos 2 i a f dx
Then by Problem 1, if m o n,
ft
sin (m
in)7rx
+ sin (m ln)lrxI dx
If m = n,
fi
sinjxdx
t
The results of parts (a) and (b) remain valid even when the limits of integration 1,1 are
replaced by c, c+21 respectively.
3.
If the series A +
+ bn sin n l
=A+
F(x)
by cos m_ixx
n=1
Can cos
(1)
cos mix dx
(2)
a0
+ :S,
i
fan f
cos
t
am
n,rx
cos n, x
+ bn
i
cos
m7rx
1
sin
nrrx
dx }
if m * 0
a,nl
Thus
mirx
t ft
F(x) cos
mixx
dx
if m = 1, 2, 3, .. .
(b) Multiplying (1) by sin ml x and integrating from l to 1, using Problem 2, we have
ft F(x) sin
i
ml7rx
dx
=A
i
i
sin
mrx
l
dx
(3)
Thus
bm
ii
bmll
F(x) sin
mixx
dx
if m = 1,2,3,...
180
(c)
F(x) dx = 2Al
f
= t f F(x) dx and so A = 2
A=
or
[CHAP. 6
ao
2l
F(x) dx
The above results also hold when the integration limits 1, l are replaced by c, c + 21.
Note that in all parts above, interchange of summation and integration is valid because the
series is assumed to converge uniformly to F(x) in (1, 1). Even when this assumption is not
warranted, the coefficients ail and bas obtained above are called Fourier coefficients corresponding
to F(x), and the corresponding series with these values of a,,,, and b,n is called the Fourier series
corresponding to F(x). An important problem in this case is to investigate conditions under which
this series actually converges to F(x). Sufficient conditions for this convergence are the Dirichlet
conditions established below [see Problems 1217].
4.
0 5<x<0
F(x)
Period = 10
0<x<5
13
(c) How should F(x) be defined at x = 5, x = 0 and x = 5 in order that the Fourier
series will converge to F(x) for 5 < x ' 5?
The graph of F(x) is shown in Fig. 64 below.
'
F(x) I
+ Period 3
15
5
10
10
1s
Fig. 64
c+21
1f
F(x) cos
n5x
dx
nx + f(3)cos!jdx}
{f(oCOS__dX
)
5
cos n5x dx
If n = 0,
an = ao = 3 f
F+21
F(x) sin
c
I
3
nr, x
dx
l
51
F(x) sin
5
cos
nrx
5 ) l0
nrrx
5
dx
nor
f dx = 3.
5
cos 05x dx
5 f sin n5x dx
0
nr
CHAP. 6]
181
a0 +
a
n=1
3 +
3
2
=
(C)
n=1
flit
5 + sin3 5 +5
6(
>rx
+ a \ sin
3,rx
in
ELL
Since F(x) satisfies the Dirichlet conditions, we can say that the series converges to F(x) at all
F(x  0) at points of discontinuity. At x = 5, 0 and 5,
points of continuity and to F(x + 0) +
2
which are points of discontinuity, the series converges to (3 + 0)/2 = 3/2 as seen from the graph.
If we redefine F(x) as follows,
x = 5
3/2
5<x<0
F(x)
Period = 10
x=0
3/2
0<x<5
x=5
3/2
5.
Expand F(x) = x2, 0 < x < 27r in a Fourier series if (a) the period is 2a, (b) the period
is not specified.
(a) The graph of F(x) with period 27r is shown in Fig. 65 below.
F(x) I
T
4s
6T
2ir
6r
47
Fig. 65
Period = 21 = 2a and I = a.
fc+2t
F(x) cos
an
f(X2) (sinZnx)
//
1
If n = 0,
Choosing c = 0, we have
nnrx
f'
c+2t
F(x) sin
1 (x2)
x2 cos nx dx
0
//
2n
sin nx
+2
\\\
a
nax
dx
rr2
2a
0
0
x2 sin nx dx
F(x) = x2
2,r
Then
8rr2
bn
cos nx)
 (2x)
a0 = 1 fx2dx
1 f2ir
=
=
dx
Ir
n=1
4
n2
cos its 
sin its 1
47r
This is valid for 0 < x < 2a. At x = 0 and it = 2zr the series converges to 27r2.
(b)
If the period is not specified, the Fourier series cannot be determined uniquely in general.
182
[CHAP. 6
an
( l F(x) cos i dx
l
an =
(a)
,J
L
dx +
F(x) cos
1
dx
Letting x = u,
fo
f
f
a
(b)
bn
t f ' F(u)
du + i
 f0
n" du
Then
fo
F(x) in nix dx
cos
l
1
Z
(1)
If we make the transformation x = u in the first integral on the right of (1), we obtain
F(u) sin
du
(2)
i f
F(u) sin ni du
F(x) sin
nax
dx
where we have used the fact that for an even function F(u) = F(u) and in the last step that
the dummy variable of integration u can be replaced by any other symbol, in particular x. Thus
from (1), using (2), we have
bn
7.
L
F(x) sin
nx dx + Z
Expand F(x) = x, 0 < x < 2, in a half range (a) sine series, (b) cosine series.
(a) Extend the definition of the given function to that of the odd function of period 4 shown in
Fig. 66 below. This is sometimes called the odd extension of F(x). Then 21 = 4, 1 = 2.
F(x)l
x
2
Fig. 66
2f xsinnixdx
F(x) sin nx dx
nrx
.(x)
na
cos
(1)
nrxl4
/ 4
( n2,r2 sin 2
)11
nor
cos nrr
CHAP. 6]
F(x)
Then
183
nA
(sin
zrx
2
tax +
2
sin
sin
37rx
2
(b) Extend the definition of F(x) to that of the even function of period 4 shown in Fig. 67 below.
This is the even extension of F(x). Then 21 = 4, l = 2.
F(x)
\
I
4
5
2
Fig. 67
Thus bn = 0,
an
f F(x) cos  i x dx
2f
nx
4
n rx
{(x) nz"
( 2 sin 2  (1) n2,r2 cos 2 ) 110
2
if n#0
n42(cosna1)
If n = 0,
x cos n2x dx
f x dx = 2.
2
a0 =
Then
4
nrx
(cos nor  1) cos
+ I1 U2,2
F(x)
1
( cos 2 +
cos
32
32x
+ 52 cos
52x
It should be noted that the given function F(x) = x, 0 < x < 2, is represented equally well by
the two different series in (a) and (b).
{F(x)}2dx
=2+
(an + bn)
=2f
.2
+ l I1 (an + b,2
(1)
184
[CHAP. 6
fi
F(x) sin nx dx =
la,,,
lb,n,
f`
i
f`
F(x) dx = lao
(2)
i
The required result follows on dividing both sides of (1) by 1. Parseval's identity is valid under
less restrictive conditions than that imposed here.
FINITE FOURIERTRANSFORMS
9.
Establish (a) equation (9) and (b) equation (11) on Page 175.
(a)
F(x)
b=
(1)
(2)
f 8 (n)
then b =
F(x)
Z L f (n)
s sin "4rx
n=1
(8)
= 2 +I
an cos
nixx
(4)
where
an
(6)
Thus if we write
I
= f (n)
then
Z fc (a) + Z
1 { f (n)}.
n=1
(6)
CHAP. 6]
185
10. Find the (a) finite Fourier sine transform and (b) finite Fourier cosine transform
of the function F(x) = 2x, 0 < x < 4.
(a) Since l = 4, we have
4
f 8 (n)
If n > 0,
J0
_ f(2x)
(b)
F(x) sin n 4 dx
f, (n)
cos nirx/4
nrr/4
)
J0
F(x) cos
sin nrrx/4
(2x) (
If n=0,
n4x
n7r/4
n4x
dx
sin nirx/4
( n272/16
 32 cos na
)110
nrr
`4
dx
2x cos n4x dx
`'
_
(2)
cos nrx/4
f,(0)
n2rr2/16
2x dx
i4
fc('n)
 (2)
2x sin
32 (
cosnw1
n2rr2
16
81
f 16(1)n1l
_n111
2
n=1
n3
4 11
(1)n1
n3
sin
nrrx
8
c1f
sin (nrr/2)
2n
1
1
rr
2rr n=1
1+1
2n
sin (n7r/2)
2rr n=1
(a)
(b)
rr
(a) We have
+ cos Mt = sin (M + J) t
2 + cost + cos 2t +
2'
rr
2 sin it
0 sin (M+.',)t
n
dt =
2 sin It
+ cos Mt}
(b) Integrate the result in (a) from rr to 0 and 0 to rr respectively. This gives the required results,
since the integrals of all the cosine terms are zero.
186
[CHAP. 6
if F(x) is sec
F(x) cos nx dx = 0
tionally continuous.
a2
This follows at once from Problem 8 with 1=7 r, since if the series
n1
n.m
lim
M.r co
fV
We have
7r
Then the required result follows at once by using the result of Problem 13, with F(x) replaced by
F(x) sin j.x and F(x) cos x respectively which are sectionally continuous if F(x) is.
The result can also be proved when the integration limits are a and b instead of 7r and IT.
15. Assuming that 1 = 7r, i.e. that the Fourier series corresponding to F(x) has period 21 = 27r,
show that
SM(x)
2 sin it
Using the formulas for the Fourier coefficients with 1 = 7r, we have
an cos nx + bn sin nx
(f
Also,
Then
1f
27r
SM(x)
_,1T
F(u) du
M
L2 + 1n=1
(an cos nx + bn sin nx)
27r
f F(u) du
+ 1
7r n=1
7r
f F(u) { 2 +
rr
fir
7rJ_IT F,(u)
cos n(u  x) } du
n1
l
sin (M + )(u  x)
2sinj(ux)
)))
du
fx
SM(x)
1IT
C.
F(t + x)
sin (M + t)t
2sinit
dt
Since the integrand has period 2I, we can replace the interval 7r  x, IT  x by any other interval
of length 27r, in particular r 7r. Thus we obtain the required result.
CHAP. 61
187
+ 1
x)  F(x + 0)1 sin (M +)t dt
F(x + 0) + F(x  0)
2
2sint
w,J
1 ('0
IT
F(t + x)
)t
sin (M + )t
dt
dt + 71 J(''F(t +x) sin(M+.
2 sin it
2 sin it
(1)
F(x + 0) + F(x  0)
__
1
IT
J_,
sin (M + I)t
F(x  0)
2sint
dt + 1a
F(x + 0)
0
sin (M + 1)t
2sint
dt
(2)
17. If F(x) and F'(x) are sectionally continuous in (jr, 7r), prove that
Jim S M (x) = F(x + 0) + F(x  0)
2
M.+m
The function
ally continuous.
F(t + x)  F(x + 0) is sectionally continuous in 0 < t:5 a because F(x) is section2 sint
Also,
F(t + x)  F(x + 0)
F(t + x)  F(x + 0)
t
= lira F(t + x)  F(x + 0)
lim
lim
2 sin It
t
t
2 sin it
.+
t..o+
t.o+
exists, since by hypothesis F'(x) is sectionally continuous so that the right hand derivative of F(x) at
each x exists.
e
Thus
Similarly,
M+c
 f F(x + 0) 2+ F(x  0) T1
or
J1
jxF < a
jxj>a
f F(u) afXu du
(eiAa  exa
aa
sin Xa
(1) e`Vu du
eall a
iX Ia
188
[CHAP. 6
(b) The graphs of F(x) and f(X) for a = 1 are shown in Figures 68 and 69 respectively.
F(X)
3.
21
1
0
3
2
1
x
2
Fig. 68
Fig. 69
('
sin u
du.
_x
F(u) aall du
F(x) = 2 J
then
f(x) eiAx dX
f 00
f sin xa'cos Xx da +
V
11/2
jxj < a
jxj = a
1xI > a
?r
(1)
sin Xa`sin Xx dx
(2)
00
The integrand in the second integral of (2) is odd and so the integral is zero. Then from
(1) and (2), we have
rzr
sin Xa cos ax da
f7w
(b)
a/2
t0
jxj < a
lxI = a
(3)
Ix1 > a
"sin XdX _
or
(b) F(x)
1f
We have
f(r)
f F(u) eiXu
(1)
CHAP. 6]
(a)
189
If F(u) is even, F(u) cos Nu is even and F(u) sin hu is odd. Then the second integral on the
right of (1) is zero and the result can be written
f(x)
f F(u) cos Xu du
(b) From (a), f(x) = f(x) so that f(X) is an even function. Then by using a proof exactly analogous
to that in (a), the required result follows.
A similar result holds for odd functions and can be obtained by replacing the cosine by
the sine.
1f
00
(F(x))2 dx
where
F(x)
jxj < a
jxj > a
. (f(x))2 da
2r
f(n) = 2
and
This is equivalent to
faa
( 1)2
sin?2aa
or
dx
dX
2rrf
=
`
00
4 sin2 xa dx
x2
f si n2Xa dX
ra

a0 sin! as
X2
zra
By letting Na = u and using Problem 111, Page 171, it is seen that this is correct. The method
a slue u
du directly.
can also be used to find
f
0
Let
where
2+
Can
bn = Z f
and
(1)
F(x)
1 f F(u) du +
21
j J`l
oo
Z n=1
_l
F(u) cos
na
Z
N  x) du
(2)
If we assume that f IF(u)l du converges, the first term on the right of (2) approaches zero
as Z  0, while the remaining part appears to approach
l im
IW
ft=
190
[CHAP. 6
This last step is not rigorous and makes the demonstration heuristic.
Calling 0X = ir/l, (3) can be written
F(x)
f(X)
lira
&J..o n=1
1
ir
AX F(n DA)
(4)
(5)
F(x)
J.
f(X) dx
This demonstration serves only to provide a possible result. To be rigorous, we start with the
integral
f ` dx
o
X Jo
Cl sin 7,v
lira
r sin Xv dv =
lim
(a)
Then
X1
dv =
lira
X M J
lira f o sin Xv dv
x* m
af
lim
(b)
sin
o sin Av
v
dv = a2'
sin y
dy
dy =
by Prob2
= hlira
. m fo
sin y dy
2
y/
24. Riemann's theorem states that if G(x) is sectionally continuous in (a, b), then
with a similar result for the cosine (see Problem 81). Use this to prove that
(a)
(b)
lim
lim
m
F(x + v) si
vAy
dv =
F(x + 0)
2
J F(x + v)
81 yAy
dv
F(x  0)
where F(x) and F'(x) are assumed sectionally continuous in (0, 1) and (1, 0) respectively.
(a) Using Problem 23(a), it is seen that a proof of the given result amounts to proving that
lira
A W
This follows at once from Riemann's theorem, because G(v) = F(x + v) F(x + 0) is sectionally
v
continuous in (0, 1) since lira F(v) exists and f(x) is sectionally continuous.
v0+
(b) A proof of this is analogous to that in part (a) if we make use of Problem 23(b).
CHAP. 6]
191
25. If F(x) satisfies the additional condition that f IF(x) I dx converges, prove that
(a) lim
CK
.0
00
F(x + v)
sin av
dv
F(x + v)
sinvdv
dv =
F(x  0).
We have
F(x + v)
si
J F(x + v)
dv
fo
sin'Av dv
I
(' F(x + 0)
dv
S'Cc+o)
sin,Xv
f, x
si vav
dv + f F(x I 0)
dv
(1)
dv
(2)
Subtracting,
(3)
0
I
sin _v
'
f {F(x + v)  f (x + 0)) sinV _ dv + f F(x + v) v dv
 f F(x + 0) svin Av dv
a0
1121
Also
JI31
f I F(x + v) si
I F(x + 0) I
00
if,
fIF(x+v)Idv
dv
vLv I
(4)
sin rv dv
v
sin Xv
IF(x)I dx and f
26. Prove Fourier's integral formula where F(x) satisfies the conditions stated on Page 175.
Since
lim 1 f
I.ao ?l
IF(u)l du
F(x + 0) + F(x  0)
2
dX f
fa
fu
F(u) du
fao
cos a(x  u) du
ax
17
F(x + v)
sin lv
V
dv
x
sinlv dv
sin lv
1
f
f
F(x
+ v)
dv
+
F(x + v)
1
F(x + 0) + F(x  0)
2
192
[CHAP. 6
MISCELLANEOUS PROBLEMS
27. Expand F(x) = sin x, 0 < x < rr, in a Fourier cosine series.
A Fourier series consisting of cosine terms alone is obtained only for an even function. Hence
we extend the definition of F(x) so that it becomes even (dashed part of Fig. 610 below). With this
extension, F(x) is then defined in an interval of length tar. Taking the period as 2r, we have 21 = tar
so that l = rr.
F(x)
1%
i x
27
IT
Fig. 610
By Problem 6, bn = 0 and
a
an
J sin x coo nx dx
For n = 1,
al
For n = 0,
a0
rr{
2 sine x
sin x cos x dx
f sin x dx
=
=
F(x)
__
1 + cos nir
++1
1 + cos fir
n1
if n # 1.
'ir
2
2
2 ( cos x) 10r
cosi n7)
(1
+2
0.
cos nx
cos 4x
cos 2x
07
Then
n1
n+1
1
n1
n+1
rr
rr
cos 6x +
...1
F(x)
Then
fcosxxdxfF(urcosxudu
0
cos ax da
Since
I. W
eu coo au du =
f
0
X2 + 1 '
a2 + 1
eu cos Xu du
we have
dh = e
or
da
J o y X2 + l
 2 es
la
}lo
CHAP. 6]
F(x) cos Ax dx =
f f (X)
if
cos ax dx
.t > 1
10
0!A:1
(1 
Then by Fourier's
x>1
integral theorem,
1x
1 X
193
cos Xx dx
2(1  cos x)
,rx2
30. Find (a) the finite Fourier sine transform and (b) the finite Fourier cosine transform
of aU/ax where U is a function of x and t for 0 < x < 1, t > 0.
(a) By definition the finite Fourier sine transform of aU/ax is, on integrating by parts,
t
jp8{aU}
or
{U}
n,rx
l0
ax COs, dx
Lf
Z
or
31. Work Problem 30(a) and (b) for the function a2U/axe.
Replacing U by all/ax in the results of Problem 30, we find
J au
n,r
(a)
l
2 2
ax
nlz 7 {U} +
au
a2U
at =axe
where 0<x<4, t>0.
Take the finite Fourier sine transform (with l = 4) of both sides of the partial differential equation to obtain
194
f4 a2U
nirx
J 4 aU
at sin 4 dx
0
nrx
sin?'"
axe
[CHAP. 6
dx
Writing u = y8 {U} and using Problem 31(a) with the conditions U(0, t) = 0, U(4, t) = 0, we find
du
n2Tr2
16 u
at
(1)
Taking the finite Fourier sine transform of the condition U(x, 0) = 2x, we have as in Prob. 10(a)
u(n, 0)
F. {2x}
(2)
nzr
u = u(n, t)
 c en21r2t/16
(3)
ni
U(x, t)
4 n=1
16
7T n=1
e _n27r2t/16
nar
/1  cosnr\ e_n2zr2t/16
Physically, U(x, t) represents the temperature at any point x at any time t in a solid bounded by
the planes x = 0 and x = 4. The conditions U(0, t) = 0 and U(4, t) = 0 express the fact that the
ends are kept at temperature zero, while U(x, 0) = 2x expresses the initial temperature as a function
of x. Equivalently, the solid can be replaced by a bar on the x axis with endpoints at x = 0 and x = 4
whose surface is insulated.
02U
33. Solve
ax ,
at
U(O, t) = 0,
U(x, 0)
O<x<1
U(x, t) is bounded
Taking the Fourier sine transform of both sides of the given partial differential equation, we find
fw
0
8 sin Xx dx
u = u(X, t) =
Then if
(1)
U(x, t) sin Xx dx
this becomes
du
{l
a U(0, t)  X2u
I
o
 X2 J ow
0
sin Xx dx
(2)
on integrating the right hand side of (1) by parts and assuming that U and all/ax approach zero
as x .
CHAP. 6]
195
From the condition for U(x, 0), we have on taking the Fourier sine transform
=J
u(X, 0)
U(x, 0) sin Xx dx
0
1  cos X
sin lax dx
(3)
X2
0Si
1  cos X
xY t
X2
Then taking the inverse Fourier sine transform, we find the required solution
U(x,t)
1 Cosealt sin ax dx
Physically, this can represent the temperature in a solid x > 0 [see Problem 32].
Supplementary Problems
FOURIER SERIES, ODD AND EVEN FUNCTIONS, FOURIER SINE AND COSINE SERIES
34. Graph each of the following functions and find their corresponding Fourier series using properties of
even and odd functions wherever applicable.
(a) F(x)
8 0<x<2
8 2<x<4
Ans.
I2 n=1
(1  cos nir)
?t2
cos
(b) no discontinuities
37.
(d) F(x) =
Period 8
0:x=4
(c)
J 2x
0
20  TO
1
nirx
4
(d)
+ n=
I1
Period 10
x<3
3<x<0
Period 6
n sin n5x
6(cos n7r  1)
n21r2
cosnax3 
6 cos nTr
n rx
n7
In each part of Problem 34, tell where the discontinuities of F(x) are located and to what value the
series converges at these discontinuities.
Ans.
36.
(c)
(b) 2 35.
4 x = 0
x
x
(b) F(x)
Period 4
Expand
Ans.
72
x6 4<x<8
(a) Expand F(x) =cos x, 0 < is < r,, in a Fourier sine series.
(b) How should F(x) be defined at is = 0 and is = it so that the series will converge to F(x) for 0 :5 is s r?
Ans.
196
[CHAP. 6
38.
(a) Expand in a Fourier series F(x) = cos x, 0 < x < r if the period is r; and (b) compare with the
result of Problem 37, explaining the similarities and differences if any.
Ans. Answer is the same as in Problem 37.
39.
Expand
Ans.
40.
41.
8x 4<x<8
(a) ,2 1 n2 sin
(a)
x(r  x)
(b)
x(r  x)
2 sin
(b) 16
r n1
12 +
in a series of
n8x
x < r,
cos 2x
r2
cos 4x
22
(2cosn/2 cosnr
 1) cosnrx
2
n
cos 6x
32
42.
0 < x.< 4
F(x)
a)
r2
n=1 n2
Show that
(1)n1
1 (2n1)3
r2
(b)
13 + 33
=1
12'
n2
(c)
32'
3r2v
16
73 + 93 + 113
53
r3
8
= r216
44.
Show that
1
+ 52.72
1
1
+
12.32
+ 32.52
45.
Show that
(a)n=1
I (2n1 1)4 
46.
Show that
r.4
96
(a)
r4
(b)
90
76
n=1 n
945
n=1 n
+ , ,, =
r6
960
4 .2  39
16
Find the (a) finite Fourier sine transform and (b) finite Fourier cosine transform of F(x) = 1 where
Ans. (a) 1(1  cos nr)/nr
(b) 0 if n = 1,2A...; 1 if n = 0
0 < x < 1.
48.
Find the (a) finite Fourier sine transform and (b) finite Fourier cosine transform of F(x) = x2 where
0<x<1.
Ans.
49.
If
(a)
213 (cos nr  1) 
cos nr
71, {F(x))  1  n22
A cos nr
13
if n = 1, 2, 3, ... ;
if n = 0
Ans.
(b)
rn1
2 13
(cos n7r  1)
cos nr.
n2
sin nx
CHAP. 61
50.
If
2r +
Ans.
find
cos (2n7r/3)
(a) 2
Ans.
find F(x).
51.
for n = 1,2,3,...
=1 (2n+1)2
197
1 {f(n)}
cos (2n7r/3)
(b) 1 + 2 g,
n=1 (2n+1)2
sin nrx
if 0 < x < 1.
cos nrx
53.
jxj : e .
IxI>e
(b) Determine the limit of this transform as e  0+ and discuss the result.
(b) 1
Ans. (a)
(a) Find the Fourier transform of
1/2e
F(x)
1x2
(b) Evaluate
An..
xx3
0o
(a) 4 ( X cos
1XI <1
IxI
>1
sin X
(b)
X3
16
0
54.
If F(x) =
55.
1 find the (a) Fourier sine transform, (b) Fourier cosine transform of F(x).
x<
In each case obtain the graph of F(x) and its transform.
An.. (a) 1 cos X (b) sin
O
f X sin
(c)
Explain from the viewpoint of Fourier's integral theorem why the result in (b) does not hold for
in = 0.
Ost<1
1:t<2
t2
Y(x) sin xt dx
Evaluate
(a) f
(x2 + 1)2'
(b) f
(x + 1)2
transforms of
(a)
o
59.
Show that
x > 0.]
(1  cos x 12 dx = A2 ,
x
15'
(b) f0
2.
[CHAP. 6
198
MISCELLANEOUS PROBLEMS
60.
61.
T sinh ax _
cosh ax
2 sinhar
3 sin 3x
2 sin 2x
sin x
a2 J 12
2 sink aT
(b)
a2 + 22 + a2 + 32 
a cos 2x _
a2+12 + a2+22
a cos x
2a
2a
(b)
2a
a2  32
f xat dx 0
(c)
2a
a2  12 + a2  22
sin (Z7,
1 xa1  xa
dx
1+x
fx
2a
2a
a2  12 + a2  22
63.
64.
Find
65.
Show that
1'(a) 1'(1  a)
1 + x  1  x + x2  xs +
and
(a)
T. (yciv)(x)}
(b)
{Y(iv)(x)}
I's 1
3 s nr,
.]
= 12 x(a  x).
nln fs {Y(x)} j 44
3 4
n13
U(0, t) = 0,
a2U
 x2
U(4, t) = 0,
x0<<4, t>0
U(x, 0)
67.
2a
a2  32 +
= sin ar,
[Hint. For (a) expand F(x) = cos ax, T < x
in a Fourier series. For (b) write the given
integral as the sum of integrals from 0 to 1 and 1 to o, and let x = 1/y in the last integral.
66.
3 sin 3x
22  a2 + 32  a2
62.
2 sin 2x
sin x
12  a2
T sin ax
2 sin aT
Solve
(a) U(x, t)
au
a2U
at = axe ,
U(0, t) = 0,
U(6, t) = 0,
U(x, 0)
U(x, t)
2 )1
n1
0<x<3
3<x<6
CHAP. 61
68.
02U
at
ax2
199
0<x<6, t>0
U(x, 0) = 2x
Ux(0, t) = 0,
Ux(6, t) = 0,
which transform [sine or cosine] would you expect to be more useful? Explain.
(b)
6+
1 C cos n2  1)
22
cos
fl2
7x
69. A flexible string of length 7, is tightly stretched between points x = 0 and x = r on the x axis, its ends
fixed at these points. When set into small transverse vibration the displacement Y(x, t) from the x axis
length.
(a) Using finite Fourier transforms, find a solution of this equation (sometimes called the wave equation) with a2 = 4 which satisfies the conditions Y(0, t) = 0, Y(7r, t) = 0, Y(x, 0) = 0.1 sin x +
0.01 sin 4x, Y t (x, 0) = 0 for 0 < x < r, , t > 0.
(b) Interpret physically the boundary conditions in (a) and the solution.
Ans. (a) Y(x, t) = 0.1 sin x cos 2t + 0.01 sin 4x cos 8t
02Y
70.
Ans.
71.
02Y
(a) Solve the boundaryvalue problem a te = 9 6x2 subject to the conditions Y(0, t) = 0, Y(2, t) = 0,
Y(x, 0) = 0.05x(2  x), Yt (x, 0) = 0, where 0 < x < 2, t > 0. (b) Interpret physically.
(a)
1
(2n 1)7rx cos 3(2n 1)7rt
n=1 (2n 1)2 sin
2
2
1.6
Y(x, t) =
7r3
0<x<7r, t>0.
Ans.
U(x, t) = 1 +
2x +
fl
aU = a2U
at
4 cos n7r
n=1
n7r
ax2 '
e,,2t sin nx
72.
73.
Solve Problem 70 with the boundary conditions for Y(x, 0) and Yt (x, 0) interchanged, i.e. Y(x, 0) = 0,
Yt (x, 0) = 0.05x(2  x), and give a physical interpretation.
Ans.
Y(x, t)
3.2
74.
75.
lxI < 1
1xI > 1
76.
Write Parseval's identity in complex form using the results (4) and (5) on Page 174.
77.
78.
Prove the results (19) and (21) on Pages 176 and 177 respectively.
200
79.
[CHAP. 6
[Hint. If
f(a) = f
eiku F(u) du
and
ff
f(X) g(x)
g(X) = f
then
80.
If f(X) and g(X) are the Fourier transforms of F(x) and G(x) respectively, prove that
F(x) G(x) dx
A f f(a) g(A) d
W
81.
82.
at
if
x > 0
2 axe ,
Ana.
U(x, t)
7f0
ae2a2 t in ax
dx
a2+1
83.
(a) Solve et = 2 X2, U(0, t) = 0, U(x, 0) = ex, x > 0, U(x, t) is bounded where x > 0, t > 0.
84.
U(x,t) _
Ax dx
Solve
Ans.
U(x, t) =
0
72
85.
Te222+
0x:1
x>1'
2
vG
x /2V
ev2 dv 
`r
V.
aU = a2U
at
8x
(1+x)/2f
ev2 dv
(1x)/2V
Chapter 7
{ f (s) } is given by
1
F(t)
y+ia
et f(s) ds,
t>0
(1)
and F(t) = 0 for t < 0. This result is called the complex inversion integral or formula. It
is also known as Bromwich's integral formula. The result provides a direct means for
obtaining the inverse Laplace transform of a given function f (s).
The integration in (1) is to be performed along a line s =,/ in the complex plane where
s = x + iii. The real number y is chosen so that s = y lies to the right of all the singularities (poles, branch points or essential singularities) but is otherwise arbitrary.
5c est f(s) ds
(2)
where C is the contour of Fig. 71. This contour, sometimes called the Bromwich contour,
is composed of line AB and the are BJKLA of
a circle of radius R with center at the origin O.
If we represent are BJKLA by r, it follows
R2  y2,
Fig. 71
ytiT
est f (s) ds
urn 27ri J
,y%T
(3)
R+
iS
est f (s)
ds}
202
F(t)
[CHAP. 7
(4)
approaches zero as Ro. A sufficient condition under which this assumption is correct
is supplied in the following
Theorem 71.
<
M
(5)
Rk
then the integral around 1' of est f (s) approaches zero as R  oo, i.e.,
lim
n.. J r
est f (s) ds
(6)
The condition (5) always holds if f (s) = P(s)/Q(s) where P(s) and Q(s) are polynomials
and the degree of P(s) is less than the degree of Q(s). See Problem 15.
The result is valid even if f (s) has other singularities besides poles.
Fig. 72
finite number of the singularities and so as not to pass through any singularity. The
required inverse Laplace transform is then found by taking an appropriate limit as m00.
See Problems 13 and 14.
CHAP. 7]
203
Solved Problems
THE COMPLEX INVERSION FORMULA
1. Establish the validity of the complex inversion formula.
f(s) =
We have, by definition,
Then
y+iT
est f (s) ds
 fliT
lim
Tix 2n'i
lim
Tw
tai
estsu F(u) du ds
fYiT
Tim 2n e?t f
eiyt dy
T
2u eYt
t> 0
f 27reYt F(t)
F(t)
t<0
t>0
t<0
est f(s) ds
t>0
Yix
as required.
Y } ioo
(0,), i.e.
eYu jF(u)j du converges, so that Fourier's integral theorem can be applied. To insure this
is absolutely integrable in
condition it is sufficient that F(t) be of exponential order y where the real number y is chosen so that
the line s = y in the complex plane lies to the right of all the singularities of f (s). Except for this
condition, y is otherwise arbitrary.
2.
AS) I
est f(s) ds
est f(s) ds +
r,
est f(s) ds
I$
est f (s) ds
rs
est f(s) ds
1"
Then if we can show that each of the integrals on the right approach zero as R proved the required result. To do this we consider these four integrals.
Case 1.
Il
r,
7r/2
est f (s) ds
(
J 00
we will have
204
Then
[CHAP. 7
1111
e(Rc000)t If(Rei0)j R do
r/2
< RM 1
e(RcosO)t do
RMt
e(Rsin0)t do
00
where we have used the given condition If(S) 1 15 MIRk on 1'1 and the transformation o = r/2  0
where 'o = v/2  so = sin 1 (y/R).
Since sin 0 < sin 00 < cos Bo = y/R, this last integral is less than or equal to
M
Rk
Me'/toho
60
f eyt do
Rk
M evt
1
1 sin1
But as R, this last quantity approaches zero [as can be seen by noting, for example, that
lim Il = 0.
sin' (y/R) , y/R for large R]. Thus R.o
Case 2.
I2
7r,
estf(s)ds
eReiOtf(ReiO) iRei0 do
fr
a/2
r2
:5
Rk
e(RcosO)t do
r/2
c RM 1
e(R sinm)t do
1
'o
rr/2
0 < r/2 [see Problem 3], so that the last integral is less than or equal to
77/2
M
Rk1
7rM
2tRk
e2R(5t/1r d.p
.6
Thus
(1e
t)
lim I2 = 0.
R w
Case 3.
Case 4.
3.
Geometrical proof.
7,/2.
Fig. 74
We have
dF'
F" (o)
q, cos
sin 0
02
(1)
CHAP. 7]
If
205
then
dG
G'(o)
 o sin 0
(2)
Thus for 0 * 0 < ir/2, G'(0) ! 0 and G(o) is a decreasing function. Since G(0) = 0, it follows that
Then from (1) we see that F'(0) < 0, or F(o) is a decreasing function. Defining
F(0) = Olii o F(j) = 1, we see that F(s) decreases from 1 to 2/r as 0 goes from 0 to 7/2. Thus
G(0) < 0.
sin 0
2
it
F(t)
Jf
est f (s) ds +
1 nT
yiT
e .c est f(s) ds
We have
(s) ds
where C is the Bromwich contour of Problem 2 and I' is the circular arc BJPKQLA of Fig. 73.
By the residue theorem,
1 f est f(s)
21ri
ds
_ I residues inside C
y+iT
Thus
21rE
residues inside C 
est f (s) ds
fl,
F(t)
5.
at the pole s = 2.
s2
Reis2
JR01 2
R2
206
[CHAP. 7
for large enough R (e.g. R > 4). Thus the condition in Problem 2 is satisfied when k = 1, M = 2.
Note that in establishing the above we have used the result Iz1 z21 iz11  Iz21 [see Problem 49(c),
Page 1671.
/
(
eat
s2
e2t
By Problem 4 and the results of parts (a) and (b), we see that
C1
{$12}
e2t
Note that the Bromwich contour in this case is chosen so that y is any real number greater
than 2 and the contour encloses the pole s = 2.
6.
fl(s + 1)(s
1
 2)2
Evaluate
Since the function whose Laplace inverse is sought satisfies condition (5) of the theorem on
Page 202 [this can be established directly as in Problem 5 or by using Problem 15, Page 2121, we have
l ry
+1)(s2)2}
27ri
iao
est ds
(s + 1)(s  2)2
1f
est ds
j (s + l)(s  2)2
27ri
residues of
eat
(s I1est  2)2
lim (s+1)
s1
(s + 1)(s  2)2
1 et
9
1 d
est
 2)2
lim
s..21! ds [(s
(s+1)(s2)2
est
lim
s.2ds
s+1
lira
(s + 1)test  est
(8+ 1)2
s'2
Then
7.
Evaluate
1 f (s + 1)(s  2)2
residues
3 te2t  9 e2t
{(s+1)3(s_1)2}
S
(S+1)3(81)2
at the poles s = 1 and s = 1 which are of orders three and two respectively.
CHAP. 7]
207
Now, residue at a = 1 is
lim
and
1 d2
22
12!
(8+1)3
lim 22dsL
d2 [(S1)2]
1)2]
R...1
16
lim 1
Then
(s 1)2
Best
Evaluate
(sSest
(s + 1)3 (a
Rim dds
1) 2
residues
1)2]
16
16 et (2t 1)
1
l
f ls2+1)2r
We have
(S2+1)2
(S +,1)2 (S  i)2
(s + i)2 (s  j)2
d
s  i d8
lim
[(s  i)2
est
teit  4 ieit
(S + i)2 (S  i)2
and residue at s = i is
est
d [8+i2 (s+i)2(si)2
lim
S.ids
1teit
+ 41ieit
4
which can also be obtained from the residue at s = i by replacing i by i. Then
I residues
 2 t cos t + 2 sin t
2 (sin t  t cos t)
residue at s = 1 is
s+11! ds
8.
sest
(s + 1)3 (s
Find
`r
F ()
t
2wi
v+iooest
f'j.
avs
s
ds
(1)
Fig. 75
[CHAP. 7
208
1
27i JC
estate ds
27i
estate
ds +
27ri
estate
ds
BDE
AB
+ 2tri
estate
,r
EH
ds +
2iri
,f
eataVs
ds
HJK
estate
+ 27iKLf
ds +
,f
LNA
estate
27i
ds
where C is the contour of Fig. 75 consisting of the line AB (s ='Y), the arcs BDE and LNA of a circle
of radius R and center at origin 0, and the are HJK of a circle of radius a with center at O.
Since the only singularity s = 0 of the integrand is not inside C, the integral on the left is zero
by Cauchy's theorem. Also, the integrand satisfies the condition of Problem 2 [see Problem 611 so that
on taking the limit as R + co the integrals along BDE and LNA approach zero. It follows that
F(t)
R 1o,
E+0
estar
2;ri 1
AB
 lim
R.ao 2ri
Along EH, s =
f+ixestate
ds
estars
s
27i
ds + f
ds
i
estate
ds + f
esta%
8
ds
(2)
KL
Hence we have
I estate
fE extaim
E estate
ds
EH
ds
R
JR
dx
Similarly, along KL, 8 = xe7i, Vi = VX e12 = iVi and as s goes from e to R, x goes
from a to R. Then
R estate
I estate
=
=
R e  xt+ai%rx
J
KL
ds
E
ds
dx
/estate
1
aIe10/2
S9t_
ds
ieei0 do
eei0
HJK
ReEeiOt
iF
 acei0/2 do
F(t)
1 ff extai dx + R ext+ai dx + i
ee06t  aCeie/2 de
x
x
R. tai J R
}
{jlt ext(eaif  ea)
1
e iOt  are e10/l de
dx + i
lim
lim
rr
E+0
R 27i
Rlm tai
{2i
E.0
TeEefet
ext sin a dx + i
 areie/'2 de
IT
Since the limit can be taken underneath the integral sign, we have
a
lim
E + 0
and so we find
eeeiof
 a/ei0/2 do
IT
F(t)
i de
1  1 ('ext sin a dx
IT
J0
2a
IT
(3)
erfc (a/2NFt )
(4)
CHAP. 71
fe
xt
sixn a x
209
(4) of Problem 9.
Letting x = u2, the required integral becomes
J,'
"eu2t Zsin au du
Then differentiating with respect to a and using Problem 183, Page 41,
aI
as
. eu2t cos au du
2
IT
2 (NEe.2/4t)
1 eaa/4t
Trt
2VIt
fa  eP2/4t dp
a/2Vi
eu2 du
erf (a/2V)
C1 {s f(s)}
= F'(t).
if F(0) = 0.
Thus if
1
erfc
a/2
e u2 du
as
i
{eate }
F'(t)
Wt
f,  LIr f a/2>aeu2 du
o
a t3/2 6a2/4t
2V
f(s)  s cosh
Because of the presence of Vrs, it would appear that s = 0 is a branch point. That this is not so,
however, can be seen by noting that
= cosh xVs = 1 + (x f )2/2 ! + (xV )4/4 ! +
f (s)
scosh Vs
1 + x2s/2 ! + x4s2/4 ! +
}
s(1 + s/2! + s2/4! +
from which it is evident that there is no branch point at s = 0. However, there is a simple pole at s = 0.
The function f (s) also has infinitely many poles given by the roots of the equation
cosh f =
e%rs + e
2
210
These occur where
e2VS
= 1 =
= (k + J)rri
from which
k = 0, *1, 2, ...
Crri+2krri
s = (k + J)2V2
or
s = 0 and s = sn
13. Find
sn = (n  J)2rr2, n = 1, 2, 3, ..
where
cosh x./
{s cosh
Fig. 76
the poles.
s cosh
Residue at
s.o
lim (s  sn)
S. S.
Residue at s = 0 is
is
lim
{ s cosh /
S.ss
 sn
lim
est cosh x 8
8
cosh V 1f
lim
(sink
)(1/2)}
cosh xss.
lim
7r(2n  1)
Ccm
s cosh
ds
1+
rn
(1)n16(nn=1 2n 
rrst cos (n 
)rrx
and noting that the integral around P. approaches zero [see Problem 54],
we find
1
{8coshJ
1V S
n=1
( 1) g (2n1)zn2t/4 COs
1 + 4rr n.1 2n
1
 )rrx
n _ )rrx
2
CHAP. 7]
14. Find
inh sx l
211
z cosh sa f
S2
sx
The function f(s) = 82sinh
has poles at s = 0 and at values of s for which cosh sa = 0, i.e.,
cosh sa
s = sk = (k + +)ori/a
k = 0, !1, t2,
...
Because of the presence of 82, it would appear that s = 0 is a pole of order two. However, by observing
that near s = 0,
sinh sx
sx + (sx)3/3! + (sx)5/5! +
82 cosh sa
we see that s = 0 is a pole of order one, i.e. a simple pole. The poles
}
ak
Problem 56].
Proceeding as in Problem 13, we obtain the residues of est f (s) at these poles.
Residue at s = 0 is
!!in (s  0
s .o
sx
cosh sa
s{est sinh
)
fs o coshtsa}
Residue at s = 8k is
lim
s+sk
sinh sxl
(s  80 1et
82 cosh sa f
s  sk 1 f Em est sinh ax
f { lim
s2
cosh
sa It 1 s sk
l8+4k
lim
$y3r
a sinh sa
.fira
s.sk
est sinh sx
s2
ai sin (k +J),
sin (k + )rx/a
a(1)k
r2(k + J)2
By an appropriate limiting procedure similar to that used in Problem 13, we find on taking the
sum of the residues the required result,
sinh sx
82 cosh sa
x + 2a
r n=1
r2 k = ,o
x+
8a
7rz ,
(k + 1)2
(2n  1)rt
(1)n
(2n  1)7rx
2a
sin
cos
2a
1 (2n 1)2
[CHAP. 7
212
MISCELLANEOUS PROBLEMS
15. Let f (s) = P(s)/Q(s) where P(s) and Q(s) are polynomials such that the degree of P(s)
is less than the degree of Q(s). Prove that f (s) satisfies the condition in Problem 2.
P(s) = aosm + alsm  I + ... + am
Let
Q(s)
P(s)
Q(s)
ao
TO
lam/aol
Ibn/bo!.
Then
1+
al
a0
R eie
a2
+o e2:o
+ ... +amaoRm amie
s 1 + R + R2 + ... + R
+
1 + RA
for R>A+1.
+ bk aie + bOR2 atie + ...
Also,
RI1+R+R2+
> 1
1<2
b_ un anis
anie I
R+R2+...+R
+ R2+R2+...1
(1
1F
>
R1 =
for R > 2B + 1.
Thus for R larger than either A + 1 or 2B + 1, we have
If(6)I
<
boIRnlm1/2
where M is any constant greater than 2lao/bo! and k = n  m ? 1. This proves the required result.
`e
cosh
{ s cosh aVij
(a) Method 1.
x < a.
cosh x a
is cosh V
+ 4 j (1)n
zrn=l2n1
e(2n1)2n2ti4cos(2n1)irx
CHAP. 7]
213
(cosh x ks 1
ks cosh
1+4
n 1)1 e(2n1)Y7rzu4kcos
(2n1)7rxl
n=1
ks
Then multiplying both sides by k, replacing k by a2 and x by x/a, we find the required result
cosh xV
{s cosh ate}
Method 2.
17. Find1
+4
(1)n e(2n1)2
2n1
7r n=1
(2n1)7rx
t/4a2COS
2a
osh sx
sacosh sb
cosh sx
Let f(s) = s3 cosh sb ' Then s = 0 is a pole of order 3, while 8 = sk = (2k + 1)7ri/2b, k = 0,
t1,42, ... [which are roots of cosh sb = 0], are simple poles. Proceeding as in Problem 13, we haveResidue of est f (s) at S = 8k is
cosh ax
cosh 8b
lim (8  SO
S Sk
83
lim
 sk
cosh sb
s3
S+Sk
(2k + 1)7r3
cos
(2k + 1)7rx
2b
1+
St
82t2
i
st
83
+2+
!
g3111+st+
1
//
8212 +
22
1+
a2x2
82b2
+ ...1J(
84
+4
2
82b2
)(1
b84b4
+ 24
is J(t2 + x2  b2).
lim 1
d3
s.o 2! is3
83 cosh sb
The required inverse Laplace transform is the sum of the above residues and is
j(t2 + x2  b2)
8b2
(2k + 1)3
k =oo
(t2 + x2  b2)
16b2
7r3
COS
(2k + 1)7rx
2b
(2n  1)7rt
(2n  1)7rx
00
(1)n
cos
n=1 (2n 1)3 cos
2b
2b
214
[CHAP. 7
18. A periodic voltage E(t) in the form of a "square wave" as shown in Fig. 77 is applied
to the electric circuit of Fig. 78. Assuming that the current is zero at time t = 0, find
Eo
t
Eo
Fig. 77
Fig. 78
+ RI =
E(t)
where
1(0) = 0
(1)
Taking Laplace transforms, using entry 135 in the Table on Page 253, we find
LsI + RI = 0tanh
as
8
I(t)
The function
or
I (s)
E0
as
= s(Ls + R) tank 2
E0
L C1 {s(s + R/L) tank
(2)
f($) = s(s + R/L) tank 2 has a simple pole at s = R/L and simple poles at
8 = sk = (2k + 1)7ri/a, k = 0, 1, ... where cosh (as/2) = 0 [compare Problem 17]. The value s = 0
tanh (as/2)
s
=
= 2a is finite.
Proceeding as in Problems 13 and 17, we obtain the residues of est f (s) at the poles. We find:
Residue at s = R/L is
li
xiL
(s + R/L) {s(s
st
e1t/L tank
+ RIL) tanh 2
8  Sk
lim
s.sk cosh (as/2)
1
s+Sk
s(s + R/L)
sk(8k + R/L) J}
2e(2k+1)7rit/a
2L
CHAP. 71
215
2e(2k+1)7rit/a
E0
R
aR +
L
e'Btitanh
2L
4aEo
71
I1
1(t)
EE0R0
+ 4aEo
where
Supplementary Problems
THE COMPLEX INVERSION FORMULA AND USE OF RESIDUE THEOREM
19.
e11 82+a2}
(b)
C1 {a2a2}
(c)
(c)
(8+1)(82+1)J
Find the inverse Laplace transform of each of the following using the complex inversion formula:
(a) 1/(8 + 1)2,
Ans.
(a)
tot,
21.
22.
Evaluate
1
(b) Find .C1 {f(a)}.
82  38 + 2 satisfies the conditions of the inversion formula.
82
(82 + 4)2
(a) Evaluate
24.
(a) Evaluate
st
ii
o (a2Q 1)2 do
Fig. 79
216
25.
[CHAP. 7
26. Use the inversion formula to work: (a) Problem 13, Page 53; (b) Problem 25, Page 58; (c) Problem 28,
Page 60; (d) Problem 110, Page 74.
INVERSE LAPLACE TRANSFORMS OF FUNCTIONS WITH BRANCH POINTS
27.
Find
28.
Find C1
29.
Show that
30.
Find
31.
_1
C1 j s
erf Vt
s s+1
(a) Use the complex inversion formula to evaluate .C1 (s1/3) and (b) check your result by another
method.
32.
Evaluate
33.
Evaluate
Ans. (1  e')It
Ans. 2(1  cos t)/t
Find
.C1
l8(es+1)
1 4
2
35.
Prove that
36.
37.
is
cosh s
Ans.
38.
{s3 sinh as
1
n,rt
 2a2
(1)n
,r31 ns stn a
cos(2n1),rt/2a
a =t w2  (2n  1)2,r2/4a2
2w
52tt
sinw(t+a) + I j
Show that
G0
cos 2 t+ 5 cos
t(t2  a2)
6a
`C
jt2 +
cos
MISCELLANEOUS PROBLEMS
39.
Evaluate
40.
Find
41.
Evaluate
(a)
821
(s2 + 1)2
C1
by contour integration.
{(s2 + 1)4} .
Ans.
48
Ans. t cos t
CHAP. 71
42.
217
3s) ($+1)} by the complex inversion formula and check your result by another
Find
S(8 12
method.
43.
_2
s coshs
a0
1 j s2 coshs
I at.
44.
Discuss the relationship between the results of Problem 43(b) and Problem 35.
45.
46.
e xV cos (wt  X
82
s2 + w2
v
 1J(
ueut sin x
I t2
du
w2
(b) Prove that for large values of t the integral in port (a) can be neglected.
47.
48.
Find
49.
50.
1 f csch2 s
J
sinh xV
VT cosh VT
l1+egas
n=}
s + (2n  1)2x2/4
1cos(t+a) + 1 i In
t+a
a n=1
4a2
(2n  1)2,x21
cos
(2n  1)rt
2a
Vs (a  x)
sinh/ia
52.
Show that
4_1Jln(1+1/s2)}
51.
sinh sx
W2 cosh s
ax
a
 2r n=1
2
e n27,21/a2
sinnrx
a
Use the inversion formula to work: (a) Problem 3(g), Page 48; (b) Problem 9(a), Page 51; (c) Problem 14, Page 53.
53.
54.
55. By use of the complex inversion formula, prove: (a) Theorem 28, Page 43; (b) Theorem 25, Page 44;
(c) Theorem 210, Page 45.
218
[CHAP. 7
56.
Prove that the poles found in (a) Problem 12 and (b) Problem 14 are simple poles. [Hint. Use the
fact that if s = a is a double root of g(s) = 0, then a = a must be a simple root of g'(s) = 0.1
57.
Evaluate 2;i
y+iW
est
ds
where y > 0.
59. A periodic voltage E(t) in the form of a halfwave rectified sine curve as indicated in Fig. 710 is
applied to the electric circuit of Fig. 711. Assuming that the charge on the capacitor and current are
zero at t = 0, show that the charge on the capacitor at any later time t is given by
Q()
Q(t)
7rEo
7rE0 sin wt  sin w(t } T)
sin at  sin a(t + T)
LT2a2w2 + 2LT {w(a2  o2)(1  cos wT) + a(w2  a2) (1  cos aT) }
27rEo
cos 27rnt/T
LT2 n=1 (w2  47r2n2/T2)(a2  47r2n2/T2)
where
a.
E(t)
Fig. 710
Fig. 711
60. Work Problem 59 in case a = w and discuss the physical significance of your results.
61.
Verify Theorem 71, Page 202, for the function e'/s, a > 0 [see Problem 91.
62.
Find C1 s2(1 1eas)4 where a > 0, by use of the inversion formula and check by another method.
63.
Prove that
64.
.C1(e4113}
=
3
f v2 etv3vi2sin
vv dv.
65. A spring of stiffness k and of negligible mass is suspended vertically from a fixed point and carries
a mass m at its lowest point. The mass m is set into vibration by pulling it down a distance x0 and
releasing it. At each time that the mass is at its lowest position, starting at t = 0, a unit impulse is
applied. Find the position of the mass at any time t > 0 and discuss physically.
Chapter 8
Applications To
BoundaryValue Problems
8U _ a2U
at  k axe
a2Y
_a
ate
a2Y
axe
Fig. 81
string.
3.
a2Y
at2
a2Y
ax2
Fig. 82
220
[CHAP. 8
acceleration due to gravity, E is the modulus of elasticity (stress divided by strain) and
depends on the properties of the beam, p is the density (mass per unit volume) of the
beam.
Note that this equation is the same as that for a vibrating string.
a2Y
at2
+ b2 a4Y _
8x4 
This equation describes the motion of a beam (initially located on the x axis, see
Fig. 83) which is vibrating transversely (i.e. perpendicular to the x direction). In this
case Y(x, t) is the transverse displacement or deflection at any time t of any point x.
The constant b2 = Elgl p where E is the moduY
lus of elasticity, I is the moment of inertia of
5.
Fig. 83
(a2U
au _ k
at 
1 aUl
r2 + r ar
Here U(r, t) is the temperature at any time t at a distance r from the axis of a
cylindrical solid. It is assumed that heat flow can take place only in the radial direction.
6.
Transmission lines
= RI  Lat
ax
=  GE Cat
Battery
Generator.
spectively the resistance, inductance, conductance and capacitance per unit length. The
end x 0 is called the sending end. Any
receiving end.
Fig. 84
a2Z
a2 (ax2
a2Z
ay2
(1"
CHAP. 8]
I
a2 b
Similarly,
at2
a2 ( a+
2+
221
a2p?c
is called the Laplacian of P(x, y, z, t), is the equation for the transverse vibrawhere
tions of a pulsating membrane in three dimensions.
V24,
The general equation for heat conduction in a three dimensional solid is, assuming
constant thermal conductivity, specific heat and density,
au
at
(a2U
82U
a2U
kV2U
(3)
The equation for steadystate temperature [where U is independent of time so, that
au/at:= o] is
0
(4)
which is called Laplace's equation. This is also the equation for the electric (or gravitational) potential due to a charge (or mass) distribution at points where there is no charge
(or mass).
twice [for example, with respect to t and then with respect to x] and arrive at ordinary
differential equation. In such case the required solution is obtained by a double inversion.
The process is sometimes referred to as iterated Laplace transformation. A similar technique can be applied to three (or higher) dimensional problems. Boundaryvalue problems
can sometimes also be solved by using both Fourier and Laplace transforms [see Prob. 14].
Solved Problems
HEAT CONDUCTION
p
initially 0
The boundaryvalue problem for the determination of the temperature U(x, t) at any point x
and any time t is
Fig. 85
222
at = k
U(x, 0) = 0,
a2X2
[CHAP. 8
x > 0, t > 0
U(0, t) = UO,
I U(x, t) 1 < M
where the last condition expresses the requirement that the temperature is bounded for all x and t.
Taking Laplace transforms, we find
au  U(x, 0) =
where
or
kd 2"2
= ,J {U(0, t)}
U(018)
d2x2
ku=0
(1)
Uo
(2)
clex + c2efix
c2efix
(3)
u(x,8) =
8o afix
Hence by Problem 9, Page 207, and Problem 10, Page 209, we find
U(x, t)
Uo erfc (x/2/)
Uo 1 
1
fx/2%
e2 du
g(8) e Irs1kx
x)
t3/2 er2/4kt
2 ;k
U(x, t)
7r x/2
on letting v = x2/4ku.
e11' G
t  442
dv
CHAP. 8]
223
3. A bar of length 1 [see Fig. 86] is at constant temperature Uo. At t = 0 the end x = l is
suddenly given the constant temperature Ul and the end x = 0 is insulated. Assuming
that the surface of the bar is insulated, find the temperature at any point x of the bar
at any time t > 0.
U,
initially Ile
x=
X=0
Fig. 86
aU
0<x<l, t>0
U(l, t) = U,
Ux(0, t) = 0,
U(x, 0) = U,
Taking Laplace transforms, we find
= k d2
su  U(x, 0)
or
uz(0, 8) = 0,
d2u
su
U0
dx2
U(1;8)
U,
(2)
Vs/k x + c2 sinh
c, cosh
(1)
s/k x +
.
cl cosh
817k x + U0
s
s/k i +
Thus
U0
U,
or
Cl
=  + (Uz  U.)
Uo
8
U (Z' s)
U,  U
s cosh
s/k l
s/k x
s cosh s/k t
osh
The inverse of the first term is U0. By the complex inversion formula, the inverse of the second term
tae
As in Problem 13, Page 210, this is easily shown to be equal to the sum of all the residues of the
integrand at the poles which are all.simple poles and occur at
8 = 0,
s/k l
= (n  J),ri
n = 0, 1, 2, ...
or
s0,
(2n 1)27.2k
412
n = 1, 2, 3, ...
224
[CHAP. 8
Now:
Residue at s = 0 is
est cosh
lim (8)
8.0
s cosh
s =  (2n 1)2vr2k
412
Residue at
lira (s  sn)
s _. sn
est
s lk xC\
/)
s/k l
= 8n is
cosh x \
s/k 1 I
s cosh
s
sn
est cosh
lim
s
8ic cosh s/k if {s+s
lim
lim
{ss* (sinh
4(1)n
(2n  1)7r
s/k l)(l/2 ks
e(2n1)f7r2kt/412 cos
slk x
Ut
4(U1 UO)
(_1)n
1 2n 1
7r
A0 sin wt
4
Fig. 87
If Y(x, t) is the transverse displacement of the string at any point x at any time t, then the
boundaryvalue problem is
a2y
a2Y
at2 = a2 ax2
Y(x, 0) = 0,
Yt (x, 0) = 0,
>0 , t>
(1)
(2)
A 0c,
82 + W2 1
dy2
a2 dx
or
d2y
dx2
y(x, s) is bounded
 y=0
2
(3)
(k)
CHAP. 8]
225
= cl etc/a + c2 a  va/a
From the condition on boundedness, we must have cl = 0. Then
y(x, s)
y(x, s)
c2 a szia
Aow
y(x' s)
S'+W2
esxia
and so
Y(x, t)
it undergoes motion identical with that of the end x = 0 but lags behind it in time by the amount x/a.
The constant a is the speed with which the wave travels.
5. A tightly stretched flexible string has its ends fixed at x = 0 and x = 1. At time t = 0
the string is given a shape defined by F(x) = tx(l  x), where p. is a constant, and then
released. Find the displacement of any point x of the string at any time t > 0.
The boundaryvalue problem is
t2
0<x<l, t>0
= a2 ax
Y(l, t) = 0,
Y(0, t) = 0,
Yt (x, 0) = 0
or
a2 dx2
sx(l  x)
s2
dx2  a2
(1)
a2
y(l, s) = 0
Y(0' s) = 0,
where
d2y
(2)
sx
cl cosh
 + c2 sinhsxa  +
a
x(l  x)
2a2
s3
(3)
cl
2a2
$3,
y
sinh sl/a
(4)
s1
2a2
83
a2
{ t2 +
2x
l
2a
32_a2
(2a
 (2a
2
)21
(1)n
=l (2n1)
+ x(l  x)  a2t2
v3
or
Y(x, t)
8l2
,r3
cos
(2n  1),r(2x
(2n  1)7rx
21
cos
 l)
I (2n  1),rat
(2n  1)7rat
[CHAP. 8
226
VIBRATIONS OF BEAMS
FO
Fig. 88
If Y(x, t) is the longitudinal displacement of any point x of the beam at time t, the boundaryvalue
problem is
a2y
ate
Y(x, 0) = 0,
0<x<1, t>0
c2ax2
Y(0, t) = 0,
Yt (x, 0) = 0,
Yx (1, t) = FOIE
= c2 d 2
y(0, a) = 0,
yx(1, s)
or
d2y
a2
dx2
c2 y =
=. Fc/Es
0
(1)
= e2 sinh (sx/c)
Yx(x, a)
Then
CFO
= F0/Es
Xx, a)
or
C2
CFO
sinh (sx/c)
82 cosh (sl/c)
(2)
7.
Si
,r2
(1)"
21
(8)
In the beam of the preceding problem, determine the motion. of the free end x = 1 as a
function of time t.
For x = l we obtain from (2) of Problem 6,
y(x, s)
CFO
sinh (sl/c)
E s2 cosh (sl/c)
But from Problem 92, Page 34 or entry 134, Page 253, this is the Laplace transform of the triangular
wave of Fig. 89 below which describes the motion of end x = l as a function of t.
CHAP. 81
227
Y(l, t)
Fig. 89
a2y
ate
Y(x, 0) = 0,
+ b2 axY
=0
x > 0, t> 0
Y(0, t) = h,
Yt (x, 0) = 0,
(1)
Yxx (0, t) = 0,
IY(x, t)
<M
(2)
Yt (x, 0) + b2 d4y =
s2y(x, s)  s Y(x, 0)
+ bL y = 0
or
dx4
y(0, s) = his,
yxx(0, s) = 0,
y(x, s) is bounded
x (c1 cos
x (c3 cos
s12b x + c4 sin s 2b x)
s/2b x)
From the first and second boundary condition in (3), we find 04 = 0 and c3 = h/s so that
y(x, s)
8 e
x cos
si2b x
Y( x t )
f
v
,W
s/2b x d.,
lim
R_. 27ri
e,0
f+ f+ f
EH
HJK
(k)
KL
Fig. 810
(3)
[CHAP. 8
228
nf
f
EH
he ut  i
r cosh
u12b x du
XL
ceio/2bxcos
h eceit 
eeie/2b x do
h {1
Y(.
x t)
h fl
12
fW
r,
1)
dv
The result can also be written in terms of F'resnel integrals as [see Problem 66 and entries 10 and 11,
Page 255]
Y(x, t)
s/
1 
TRANSMISSION LINES
0<t<T
Eo
t>T
fo
Find the voltage E(x, t) and current I(x, t) at any point x > 0 at any time t > 0.
If we take b = 0 and G = 0, the transmission line equations are given by
DE
ax
_ RI,
aE
C at
aI
ax
(1)
E(x, 0) = 0,
I(x, 0) = 0,
E(0, t) =
= R I,
dx
Eo
10
0<t<T
t>T'
= RI,
4L
dx
= CsE
(2)
R dx = RCsE
or
dE  RCsE = 0
(3)
CHAP. 81
229
cie R SC x
E (x, s)
+ e2eRx
e2 e RC x
E (x, a)
Then
(4)
E (x, s)
g(s) e r'RCs x
(5)
E(x, t)
Now since
G(tu)
x RC u3/2 eRCx2/4u
G(t  u) du
2VW
0<tu<T or tT=u<t
E0
u< tT
tu > T
sT T 2vrT
2E0
x RC/2 VT
fr
xl RC/2Vt
E0
e"$ dv
f x1rRC/21rtTe" dv _
.l o
\2
1/a
xVRC/2
ev dv}
R
/x RC 1
(x RC
I x RC u3/2 eRCx2/4u E0 du
Since
2V,r
E0 (1  erf (x RC/2'))
E0 erfc (xVRC/2XFt)
2E
f
e"E dv
\ xi/2%rt
I = 1 aE
2ir
0<t<T
EOx
R
C2
P3/2 eRCx2/4t
 (t  T)3/2 eRCx2/4(tT)l
MISCELLANEOUS PROBLEMS
10. (a) Solve the boundaryvalue problem
z
at  kax
U(x, 0) = U0,
x>0, t>O
C2 =
t>T
230
[CHAP. 8
= a[U(0, t)  0] = a U(0, t)
Fig. 841
su  U0 = k d??t
or
= a u(0, s),
ux(0, s)
d2u
su
dx2
Uo
(1)
u(x, s) is bounded
(2)
ei et kz + c2efix +
u(x, S)
U
S
U0
x+
C2 e
aUo
so that
s(Vi a)
aU
s(J  a)
e_i kx+U
s
i J
Uo + aUo
U(x, t)
efix l
a)
U0 +
2 a2
J Yi.
,/7s
ds
Y+ix est x
ds
tai J rix
tai
l
e.0
EH
f r
+
FIJK
eu(iV
uti
 a)
EH
du
Along KL,
i
f
R aut+ix
e
u(i  Ct)
du
HJK
a eeeiot 
Ja
eeio/k x
V,e1012
i do
tai J
kx d3
8( a)
 a
f'
u} a2
(3)
CHAP. 8]
Hence
U(x, t)
u L
J0
.r
if u=v2.
du
u + a2
2a U0 ev2t v cos xv
V2
231
a sin xv
+ 2
11. A taut, flexible string has its endpoints on the x axis at x = 0 and x =1. At time t = 0,
the string is given a shape defined by F(x), 0 < x < 1, and released. Find the displacement of any point x of the string at any time t > 0.
The boundaryvalue problem is
a2Y
atz
O<x<1, t>O
a2
ax2
Yt (x, 0) = 0
Y(x, 0) = F(x),
Y(1, t) = 0,
Y(0, t) = 0,
(1)
(2)
ate
a2Y
ax2
and after the final solution is obtained to replace t by at [see Problem 49].
Taking Laplace transforms, we find
or
dx2
=  s F(x)
dx2  8231
(8)
y(1, s) = 0
Y(0' s) = 0,
(4)
y(x, s)
y(x, s)
c2 sinh ax 
J0
(5)
c2 sinh s 
.
o
or
C2
3
The first integral can be written as the sum of two integrals, one from 0 to x, the other from x to 1.
Then
31(x, s)
f
fX
0
F(u) sinh
s( 
du + fx
du +
fz1
F(u) sinh s( l
sinh sx du
232;,
[CHAP..8
We must now find the inverse Laplace transform. By the complex inversion formula, the inverse
of the first term is
1
'y+iest
sinh s(1 x) sinh su
2i JYioo
sink s
Since this is equal to the sum of the residues at the simple poles s = n7ri, we find the required inverse
x
en77tit
n=+W
Jo
cosn7r
n=1
JJJ
n=1
n=1
Y(x, t)
of the cylinder and the cylinder has its axis coincident with the z axis [see Fig. 812], it is clear that the
temperature is independent of and z and can thus
be denoted by U(r, t). The boundaryvalue problem is
at
= kl/a2 2 +r
U(1, t) = 0,
0<r<i
(1)
I U(r, t) < M
(2)
aU
U(r, 0) = T,
Fig. 812
a2U
1 au
art + r ar
I du
su  U(r,0)
dr + r dr
u(1, 8) = 0,
I du
dr2 + r dr 
su = T
u(r, s) is bounded
cl Jo (i V s r) + c2 Yo (ice r) +
CHAP. 8]
u(r, s)
Then
ci
233
+ T
Jo
(iV_s_r)
c1 Jo(iV ) + e
Thus
u(r'
s)
or
T
8
e1
s Jo (i/ )
T
s Jo (ilr )
((v+i=
T
Ur
(')t = T  2 i,1y im
ds
s Jo(iNrs)
Now J0 (iVs) has simple zeros where iv8 = X1, X2, ....`n.
at 8 = rn, n = 1, 2, 3, ...
satisfies the conditions of Problem 2, Page 203, so that the method of residues can be used.
We have.
Residue of integrand at s = 0 is
lim s
est J0 (ixrsr)
8Jo(iT)
s.o
Residue of integrand at 8 = X is
lim
(s + an)
est Jo (ilir)
lim
s + an 1 (
Jr j` lim
,\2(2v8 )
SJ0(i/)
lm
_
$+?12
est Jo (ilrr)
fin
2e XsAtJo(Xnr)
Xn J1(X.)
where we have used L'Hospital's rule in evaluating the limit and also the fact that Jo (u) = Ji (u).
Then
U(r, t)
2e'\"tJo(Xnr)
T  TJ1  nl
4D
2T
Xn Ji (xn)
etJo(anr)
n=1
X. Jl (Xn)
2T
n =1
ft
X. J J, (An)
13. A semiinfinite insulated bar which coincides with the x axis, x > 0, is initially at
temperature zero. At t = 0, a quantity of heat is instantaneously generated at the
point x = a where a > 0. Find the temperature at any point of the bar at any time t > 0.
The equation for heat conduction in the bar is
234
[CHAP. 8
The fact that a quantity of heat is instantaneously generated at the point x = a can be represented
U(a, t)
Q S(t)
(2)
U(x, 0) = 0,
(8)
Taking Laplace transforms of (1) and (2), using the first of conditions (3), we find
= k dx2
su  U(x, 0)
=0
(4)
(5)
kx+
u(x, s)
=Q
u(a, s)
dxd2usu
or
c2 e t
C2 e
kx
C26kx
u(x, s)
= e2 e
u(a, s)
so that
/ka = Q
=
u(x, 8)
(6)
or
c2
= Q eka
Q e(xa) s/k
(7)
Inverting, using Problem 11, Page 209, we find the required temperature
U(x. t)
Q
2 ,rkt
(xa) 2/4kt
(8)
14. A semiinfinite plate having width 7r [see Fig. 813] has its faces insulated. The semi
infinite edges are maintained at 0C, while the finite edge is maintained at 100C.
Assuming that the initial temperature is 0C, find the temperature at any point at
any time.
Assuming that the diffusivity is one, the boundaryvalue problem for the determination of the temperature U(x, y, t) is
au
a2U
at
axe
a2U
+ ay2
U(0, y, t)
(1)
(2)
U(ir, y, t)
(8)
U(x, y, 0) =
(4)
0 C
00 C
x
(0,0)
U(x, 0, t)
U(x, y, t)
100
<M
(5)
100 C
(6)
Fig. 813
(710)
CHAP. 8]
235
Taking the Laplace transform of equation (1) and using condition (4), we find, if u = u(x, y, s) =
( (U(x, y, t)},
a2u
ax2
a2u
(7)
8U
aye
Multiplying (7) by sin nx and integrating from 0 to IT [i.e. taking the sine transform; see Page 175 ],
we find
a2u
fo
.
49X2
sin nx dx
fff
IT
sin nx dx
su sin nx dx
T
.
su
(8)
Since from the Laplace transforms of conditions (2) and (8) we have
u(0, y, s) = 0,
dy2
aye
(8) becomes
u(ir, y, s) = 0
 (n2 + s) u =
n2+8
A es
+ Be` n
= Be'n2"
(9)
17100 sin nx dx
8
u (n, 0, s)
or
100(1 cosn7r
n
1002 
ab n
We must now obtain the inverse Laplace transform of this. We know that
<:1 {ey'}
1 {ey stQ}
so that
eu2/4t
y
2 Trt3
eUY/Atenet
2 v; t3
Hence
"
)ll
e ylls+n
8
ey$/an anQV dv
2 v3
e(P4+nIy2/4PY) dp
/2%rt
(10)
236
[CHAP. 8
Then inverting term by term in (10) and using this result, we find
 cos n7)
Z (1
l n l sin nx
400
U(x, y, t.)
n
17
j'
e (1)2T n2y2/4p2) dp
v/zIrt
Supplementary Problems
HEAT CONDUCTION
15. A semiinfinite solid x > 0 has its initial temperature equal to zero. A constant heat flux A is applied
at the face x = 0 so that K Ux (0, t) = A. Show that the temperature at the face after time t is
A
16.
Find the temperature at any point x > 0 of the solid in Problem 15.
18.
a12
a12 , e4kn27r2t/12
7r
n=1
n2
cos
2n,rx
0<x<10, t>0
aU = .25ax + 1
Ux (0, t) = 0,
U(10, t) = 20,
U(x, 0) = 50
Ans.
(a)
U (x, t)
6400
r3
220  2x2
120
(1)n
7
1 (2n 1)1
(1)n
n=1 2n 1
19.
(a) Solve
2 at
Ux (0, t) = 0,
2U
= 8x
(Ln1)27r2t/1600
cos
(2n1)77x
20
x > 0, t > 0
ex,
U(x, 0)
U(x, t) is bounded
U(x, t)
et x  2e f e 2  x2/4"2 dv
r
20.
Irt
(a) A semiinfinite solid x > 0 has the face x = 0 kept at temperature U0 cos wt, t > 0. If the initial
temperature is everywhere zero, show that the temperature at any point x > 0 at any time t > 0 is
U(x, t)
U e
x cos (wt 
aa
./2k x)  U0 fueutsinxvcThdu
u2 + w2
(b) Show that for large t, the integral in the result of part (a) is negligible.
CHAP. 81
237
21. A semiinfinite solid x ? 0 is initially at temperature zero. At t = 0 the face x = 0 is suddenly raised
to a constant temperature To and kept at this temperature for a time to, after which the temperature
is immediately reduced to zero. Show that after an additional time to has elapsed, the temperature is
a maximum at a distance given by x = 2 kto In 2 where k is the diffusivity, assumed constant.
22. At t = 0, a semiinfinite solid x > 0 which is at temperature zero has a sinusoidal heat flux applied to
the face x = 0 so that K Ux (0, t) = A + B sin wt, t > 0. Show that the temperature of the face
at any later time is given by
2V_kA
23.
t i2 +
2Bvrkw
fj
vrt,
cos wv2 dv
sin wt
o
1
%ri
sin wv2 dv
l cos wt
/
(a)
02Y
ate
Kr (0, t) = 0,
(b)
Ans.
25.
= 4azY
ox2
0<x<v' t>0
Y(v, t) = h,
Y(x, 0) = 0,
Yt (x, 0) = 0
87h
1)1n
a0
2n
Ytt
Y(0, t) = 0,
YXX + g
Y(r, t) = 0,
Yt (x, 0) = 0
Y(x, t)
jgx(r  x) +
'
4(2/.,x7
g) 11 (2n 1 1)3
26. A tightly stretched flexible string has its ends fixed at x = 0 and x = 1. At t = 0 its midpoint is displaced a distance h and released. Find the resulting displacement at any time t > 0.
Ans.
Y(x, t)
8h
(2n
r2 n=1 (2n 1) 2 sin
YY (0, t)
cos
a2
(2n  1)at
1
a2y
a2Y
ate
1)x
ax2
= A sin wt,
x>0, t>0
Y(x, 0) = 0,
Yt (x, 0) = 0
(a)
Y(x, t)
VIBRATIONS OF BEAMS
28. A beam of length 1 has the end x = 0 fixed and x =1 free. Its end x = 1 is suddenly displaced longi
tudinally a distance a and then released. Show that the resulting displacement at any point x at
time t is given by
Y(x t)
ax + 2a
l
r n=1
238
[CHAP. 8
29. A beam has its ends hinged at x = 0 and x =1. At t = 0 the beam is struck so as to give it a transverse velocity Vo sin x/l. Find the transverse displacement of any point of the beam at any later time.
30.
31. A beam of length l has its ends hinged. Show that its natural frequencies of transverse oscillations
are given by
n2, Elq
n = 1, 2, 3, . .
1n
= 2l 32. A semiinfinite elastic beam is moving endwise with a velocity vo when one end is suddenly brought
to rest, the other end remaining free. (a) Explain with reference to this problem the significance of
each of the following and (b) solve the resulting boundaryvalue problem.
X > 0, t > 0
Y,t (x, t) = a2 Yxx (x, t)
Y(x, 0) = 0,
Ans.
(b)
vo,
Yt (x, 0)
Y(0, t) = 0,
lim Yx (x, t) = 0
TRANSMISSION LINES
33. A semiinfinite transmission line of negligible inductance and conductance per unit length has its
voltage and current equal to zero. At t = 0, a constant voltage E0 is applied at the sending end x = 0.
(a) Show that the voltage at any point x > 0 at any time t > 0 is given by
E(x, t)
E0 erfc (x RC/2jFt)
34.
Eox
I(x, t)
t3/2 e RCx2'
R
c
In Problem 33 show that the current at any specific time is a maximum at a position
2t/RC from
35. A semiinfinite transmission line has negligible resistance and conductance per unit length and its
initial voltage and current are zero. At t = 0 a voltage E0(t) is applied at the sending end x = 0.
(a) Show that the voltage at any position x > 0 is
E(x, t)
Eo(t  x LC)
t > x LC
t<x LC
_
0
36.
t > x LC
t<x LC
Suppose that the transmission line of Problem 35 is such that R/L = G/C. Show that the voltage is
given by
E(x, t)
t > x LC
t<x LC
and compare results with that of Problem 35. What is the current in this case?
37.
(a) A transmission line of negligible resistance and conductance has its sending end at x = 0 and its
receiving end at x =1. A constant voltage E0 is applied at the sending end while an open circuit
is maintained at the receiving end so that the current there is zero. Assuming the initial voltage
and current are zero, show that the voltage and current at any position x at any time t> 0 are
given by
CHAP. 8]
239
E(x, t)
L/C I
cosh
cosh
(b)
38.
Discuss the significance of the fact that the voltage and current in (a) are independent of time.
(a) Work Problem 37 if the line has negligible resistance and capacitance but not negligible inductance
and conductance, showing that in this case
(2n  1)irt
4
E(x, t) = Eo 1
y1 2n 1 cos (2n 211)ax cos
21 LC
(b) What is the current in this case? Discuss the convergence of the series obtained and explain the
significance.
MISCELLANEOUS PROBLEMS
39.
(a)
au
at
a2 U
axe
U(1, t) = 0,
U(0, t) = 0,
(b)
Ans.
0<x<1, t>O
+ 2x
U(x, 0) = x
U(x, t)
= x(1 x) 
X1(1  n3
._3 n
sin nrx
or
U(x, t)
s7 n=11 e
4
n2r2t
sin nrx
n3
40. ' Work Problem 39 if the condition U(0, t) = 0 is replaced by U., (0, t) = 0.
Ans.
U(x, t)
2x2 +
e (2n 1)27r2t/4
x3 3
,2n=t
cos
(2n1)2
(2n l)rx
2
e(en1)27f2t/4
(2n  1)rx
64
cos
2
r4 n=1
(2n1)4
41. A solid, 0 < x < 1, is initially at temperature zero. The face x = 0 is given a temperature
U(0, t) = G(t), t > 0, while the end x = 1 is kept at 0C. Show that the temperature at any point x
at any time t is
t
l
n
U(x, t) du? sinnix
7
l Jo
1
J`
2
Show that in solving a boundaryvalue problem involving the equation au
= k aax
at
it is equivalent
az
44. A solid, 0 < x < 1, has its end temperatures maintained at zero while the initial temperature is F(x).
Show that the temperature at any point x at any time t is
f!
n'ru
2
F(u) sin / du
U(x, t) = t n_1 ekn2rr2t/12 sin nrx
l
0
45.
xax +
which satisfies
ay
= xe0
0<x<1, y>0
240
[CHAP. 8
46. A string stretched between x = 0 and x = 1 is plucked at its center a distance D and released. Find
the resulting displacement of any point x from the equilibrium position at any time t.
Ans.
47.
Y(x, t)
8D
2
n2
sin n7r
2 sin n7rx cos nwrat
1
,,
Show that a transmission line problem in which inductance and conductance. per unit length, are
negligible is equivalent to a problem in heat conduction.
48.
where
49.
+ x ax + Y = x
Y(0, t) = 0, Y(x, 0) = 0.
X>0' t'>0
2aat = a2 aax
2
it is equivalent
a2V
and then replace t by at.
axe
0 C
00 C
Fig. 814
53. A solid, 0 < x < 1, is initially at constant temperature U0 while the ends x = 0 and x = l are maintained at temperature zero. Show that the temperature at any position x at any time t is given by
U (X, t)
Uo erf /l
+U
.(1) {erf
/n
\
2 kt 1
(\
erf
(1) l
Jj
54. A beam has its ends hinged at x = 0 and x =1. At time t = 0, a concentrated transverse load of
magnitude w is suddenly applied at the midpoint. Show that the resulting transverse displacement of
any point x of the beam. at any time t > 0 is
2w13 sin,rx/l
(112  x2)
14
+ sin 37rx/1
34
+ sin 57rx/1
54
+ ... l
Y(x, t)
;4E1
12EI
if 0 < x < 1/2, while the corresponding result for 1/2 < x < 1 is obtained by symmetry.
55.
au _
at
a2U
axe
U(0, t) = U1,
2U
O<x<l, t>0
U(l, t) = U2,
U(x, 0) = 0
27r
l2
a aat
CHAP. 8]
56.
241
Show that Problem 55 can be interpreted as a heat flow problem in which a bar of length l can
radiate heat into its surroundings.
57. A transverse force given by F(x) = x(,r  x) acts at each point x of a beam which is hinged at its
ends x = 0 and x = r. If the initial transverse displacement and velocity are zero, find the transverse
displacement at a later time t.
58. A semiinfinite transmission line of negligible inductance and conductance per unit length has a voltage
applied to its sending end x = 0 given by E(0, t) = Eo cos wt, t > 0. Assuming the initial voltage
and current to be zero, (a) show that after a long time the voltage at any point x > 0 is given by
= Eo e w
E(x, t)
z cos (wt 
.RC/2 x)
Eo
w IR e
cos (wt 
.RC/2 x  r/4)
59. A semiinfinite string is initially at rest on the x axis, and its end x = 0 is fixed. At t = 0 each point x
of the string is given an initial velocity defined by F(x), x > 0. Find the resulting displacement of
each point x at time t > 0.
60. A concentrated transverse force F = F0 sin wt, t > 0, is applied at the midpoint of a beam hinged
at its ends x = 0 and x =1. Show that the resulting transverse displacement is
bF0 sin wt f ( sin x w/b
sinh x w/b
Y(x, t) =
w
4EI
cosh l'J /2/i
cos
2bFo l
if 0 < x < 1/2, with a result obtained by symmetry for 1/2 < x < 1. Discuss the physical significance
of having w = bn2r2/l2 for some n = 1, 2, 3, . .
61.
(0,1)
00 C
00 C
00 C
62. Work Problem 62 if all four sides are kept at constant temperatures T1i T2, T3, T4.
63.
x
(0,0)
To C
(1,0)
Fig. 815
time?
64. A beam of length 1 has its end x = l fixed. At t = 0 the end x = 0 is given a longitudinal displacement D
and released. Show that the resulting longitudinal displacement of any point x at any time t > 0 is
given by
Y(x, t)
=:
D{11(txla)
 Ul t21a xJ + U(t21a x)
...
242
[CHAP. 8
\l
\/ JJ
a = K1/K2.
a2U
[Hint. The heat conduction equations are au
= k1 ax2 '
at
L
2
x < 0 and au = k2 ax , x > 0 and we must have
lim U(x, t)
x+0
lim U(x, t)
and
x+0+
lim K1 Ux(x, t)
X+0
_
Fig. 816
xo+
66.
67. An infinite circular cylinder of unit radius has its initial temperature zero. A constant flux A is
applied to the convex surface. Show that the temperature at points distant r from the axis at any
time t is given by
U(r, t)
z
e kXnt
J0o
XnJ0 (xn)
68. A cylinder of unit radius and height has its circular ends maintained at temperature zero while its
convex surface is maintained at constant temperature U0. Assuming that the cylinder has its axis
coincident with the z axis, show that the steadystate temperature at any distance r from the axis
and z from one end is
U(r, z)
69.
ate + V.a4 =
Y(0, t) = 0,
(b)
Ans.
Y(l, t) = 0,
Yt (x, 0) = 0,
Y(x, 0) = 0,
0<x<l, t>0
Yxx (l, t) = 0,
Y(x, t)
sink 1
2wPo b
7rEl = i
w/b
sin (l  x)
sin l
w/bl
w/b
70. A semi infinite transmission line of negligible inductance has its initial. voltage and current equal to
zero. At t = 0 a constant voltage E0 is applied at the sending end x = 0. Show that the voltage at
any point x > 0 at any time t > 0 is
Ct  jx FRC\
E(x, t) = 4Eo{exV erf (
N
Appendix A
TABLE OF GENERAL PROPERTIES OF LAPLACE TRANSFORMS
f(s)
estF(t) dt
f (s)
F(t)
1.
o f, (s) + b f 2 (s)
a F,(t) + b F2 (t)
2.
f (sfa)
a F(at)
3.
As  a)
eat F(t)
4.
aa8 f(s)
5.
s f(s)  F(O)
F'(t)
6.
F"(t)
7.
t<a
F(n)(t)
F(n1) (0)
8.
f'(s)
t F(t)
9.
f"(s)
t2 F(t)
10.
f(n)(s)
(1)ntn F(t)
11,
f($)
f F(u) du
12.
fs3)
13. L
f(8) ga(s)
243
((n
F(u) G(t  u) du
u)n
1 F(u) du
244
14.
AS)
F(t)
f(u) du
F(t)
t
15.
[Appendix A
F(t) = F(t + T)
f eu2/4t F(u) du
16.
t 0
17.
f(1/s)
18.
f(1/s)
f(s + 1/s)
19.
20.
S2 + 1
fi J0 (2
F(t2)
21.
f (In s)
s In s
P(s)
22 .
Q(s)
to F(u) du
1'(u + 1)
P(ak) eakt
k1 Q'(ak)
nn.
Appendix B
TABLE OF SPECIAL LAPLACE TRANSFORMS
1.
f (s)
F(t)
2.
82
3,
1
8n
4.
n=
1, 2, 3, ...
tn
rn
n>0
6.
7.
8.
9.
10.
11.
12.
13.
14.
0!=1
r(n)
s
5.
(n  1)!
eat
sa
(s
 a)n
1
n = 1, 2, 3,
n>0
(s  a)n
to 1
(n
eat
 1)!
0! = 1
to1 eat
F(n)
sin at
82+a2
cos at
S2+a2
1
ebt sin at
(s  b)2 + a2
sb
ebt cos at
1
s2  a2
sinh at
(s  b)2 + a2
cosh at
82  a2
ebt sinh at
(s  b)2  a2
245
246
F(t)
AS)
15.
16.
(s
(s  a)(s  b)
8
17.
(sa)(sb)
1 S.
1
(s2 + a2)2
19.
20.
ebt cosh at
sb)2 b a2
ebt  eat
alb
ba
bebt  aeat
ba
sin at  at cos at
2a3
t sin at
(s2 + a2)2
2a
82
sin at + at cos at
(s2 + a2)2
2a
21.
(32 + a2)2
83
cos at  at sin at
22.
82  a2
(s2 + a2)2
t cos at
23.
24.
at cosh at  sinh at
(s2  a2)2
2a3
t sinh at
(s2  a2)2
2a
82
sinh at + at cosh at
(s2  a2)2
2a
26.
(32 33a2)2
cosh at + at sinh at
27.
25.
28.
29.
30.
31.
g2 +a2
t cosh at
(82 + a2)3
8a5
(82 + a2)3
8a3
82
(82 + a2)3
8a3
83
(32 + a2)3
8a
[Appendix B
Appendix B]
32.
33.
34.
35.
36.
37.
38.
39.
40.
41.
42.
43,
44.
45.
s4
47.
48.
F(t)
84
(82 + a2)3
8a
85
(82 + a2)3
382  a2
t2 sin at
(82 + a2)3
2a
(82 + a2)3
2 t2 cos at
 6a2s2 + a4
t3 cos at
(s2 + a2)4
s3  a2s
t3 sin at
(82 + a2)4
24a
(82  a2)3
8a5
(82  a2)3
8a3
s2
(82  a2)3
8a3
83
(82  a2)3
8a
s4
(s2  a2)3
85
(82
8a
 a2)3
382 + a2
t2 sinh at
(82  a2)3
2a
s3 + 3a2s
(8 2
46.
f (s)
247
t2 cosh at
 a2 ) 3
84 + 6a2s2 + a4
(82  a2)4
t3 cosh at
s3 + a2s
t3 sinh at
(82  a2)4
24a
83 + a3
eat/2
3a2 l '
sin
V3 at
2
 cos
\at
+ e3at/2
2
248
F(t)
A q)
49.
50.
51.
52.
53.
54.
55.
56.
57.
58.
59.
s3
+ as
83
s3
s3
a3
a3
84 + 4a4
a
3a/2v/3 sin
2a2
82
84 + 4a4
2a
s
84
a4
82
34 83
a4
cos at cosh at
x3
1
2a 2
2a1
s+a + s+b
1
s Vs
ebt  eat
2(ba)
erf
at
Va
eat erf at
Vi (s  a)
NFa
sa+b
tat
84 834x4
1 a4
Sat/21J
S4
at3
tat)
 V3 sin
61.
65.
\at  6sat/
84 + 4a4
a4
64.
sin
82 a3
84
63.
a3
60.
62.
eat/2 j
V3at
cos 2
+
3a
+z
83
[Appendix B
Appendix B]
F(t)
f(s)
1
66.
Jo (at)
V822
+ a2
82
67.
V(
68.
249
lo (at)
a2
s2 + a2  s)n
n > 1
an Jn (at)
82 + a2
(s  s2a2)n
69.
s2a2
e b(,s 
70.
n>
9Y +a2
Jo (a t(t + 26) )
s2 + a2
eb s ++aY
71.
t J1(at)
(s2 + a2)3/2
t Jp (at)
(82 + 2)3/2
74.
Jo (at)  at J1 (at)
(82 + a2)3/2
75.
t11(at)
(82  a2)3/2
76.
(82  a2)3/2
77.
(s2
t to (at)
82a2)372
1o(at) + at I, (at)
as
s(1  es)
See also entry 141, Page 254.
1
_
8(es  1)
es
s(ex
 r)
t>b
t<b
a8
73.
79.
{ Jo(aV't2_bz)
s2 +a 2
72.
78.
In
s(1  res)
F(t) =
in
k=1
es1
s(es  r)
1es
s(1  re4)
ea/s
cos 2 at
,;t
250
82.
[Appendix B
f (s)
F(t)
aa/S
sin 2 at
83/2
a/s
83.
se
n+i
,,/2
(1t
n > 1
aa2/4t
aads
84.
J(2J)
Nrs
art
85.
aa/
86.
1  eate
erf (a/2V't)
Cate
87.
erfc (a/2V
aate
88.
(r+ b)
ea/
89.
90.
In
n > 1
sn+1
a2n.+1
un euz/4aat
abt  eat
t
92.
In [(s + a)/a]
8
_ (y + In s)
s
)
du
s + b
In [(82 + a2)/a2]
2s
2V
(s+a)
91.
43.
ea2/4t
2 ;t3
Ci (at)
Ei (at)
In t
95.
In
r,2
6s
s2
+ a2
s2+b2)
(y + In s)z
t
lnz t
Ins
(Int+y)
lnz s
s
Appendix B]
251
F(t)
As)
98.
r'(n+l)
1(n+ l) Ins
sn
99.
tan
100.
tan
n > 1
to In t
(a/s)
sin at
(a/s)
Si (at)
erfc ( a/s)
101.
11;t
2a aa2t2
102.
es2/4a2
103.
erfc (s/2a)
erf (at)
as
eas er c
V8a
104.
n(t+a)
eas Ei (as)
105.
106.
a [cosas{  Si (as)}
 sin as Ci (as)]
t2 + a2
107.
108.
t
t2
tan1 (t/a)
109.
110.
[E2
Si (as )]
a2
+ Ci2 (as)
In
(t2+ a2 )
\
a2
t In (LL)
a2
111.
w(t)
112.
S(t)
113.
0as
S(t  a)
eas
u(t  a)
114.
F(t)
f(s)
115.
sinh sx
s sinh sa
116.
sinh sx
s cosh sa
117.
ssinhsa
cosh sx
s cosh sa
sinh sx
s 2 cosh sa
cosh sx
s2 cosh sa
122.
cosh sx
123 .
s3 cosh sa
128.
129 '
130 .
131.
xt + 2a
x+
t2
2a
cos n"x
a
(1}n
1 (2n 
1)2
cos
1
\\
1
 cos nt
aJ
(2n  1)rt
(2n  1)rx
sin
2a
2a
(2n I),r,,c
(1)n e n2r2t/a2
a n 1
(1)n
cos
1)n
1 2n  1
 +xt
2a2
r'
a
e
(1)7& (
W
ii=1
1e
16a2
73
"rx
a
n=)
(x2  a2) + t 
2a
2a
a
1
nrx
x+2
sinh xVs
n2r2(/a2 sin
s sinhaVi
cosh a
n2
n _)
1+2
cosh xVs
a,,=,
cosh xVs
za n=1
y (1)n n e
(I)n
2
2a
2
sinh xVs
s2 sinha
(2n1)rx
(2n 1)rt
`; (1)n
cos 2a
1(t'' + x2  a2)  16a2
_3 L 1 (2n  1)3 cos
2a
a n= 1
sinh xVs
(2
n l
t + 8r2
cosh aV
cosh xV
nrt
1)r, t
(2n
(1)"
(2n  1)rx
cos  2 a n  1)2 sin
2a
8a
r. 2
r n =1
cosh xVs
s cosh a
nTx
sin
a
cos
(1)n
sinhaVi
125 .
sinh xVs
124 .
rn1
cosh sx
82 sinh sa
121 .
(1)n
t+2
S2
120.
a  cosnrta
2
7r n = l
sinh sx
sinh sa
119 .
127.
cosh sx
118 .
126 .
(Appendix B
252
n=1 2n
1) 3
(2n 1)rx
2a
x
sinn7,a
?n I 2r21/4ul
1x
cos(2n
 2a
Appendix B]
F(t)
f(s)
(W8)
J0(ix
132.
253
12
8JO(ia')
X.J,(W
n1
=1
J0(j f )
133.
1(x2a2) + t + 2a2
4
S2 J0(iaV,)
afit/a'Jo(anx/a)
n=1
X3 J1(xe)
134.
82 tank (2)
o
6a
4a
2a
,
1
as
135.
s tank C
s
2a
13a
1
15a
14a
i
i
I
i
136.
7ra
a2s2
+ T2
F(t)
/
coth ( 2
\
3a
2a
137.
2a
3a
4a
138.
eas
2a
3a
4a
254
[Appendix B
F(t)
A8)
139.
aas
s
Pulse function
F(t)
140.
aas (1  eES)
I
I
a+r
Step function
F(t)
3
141.
s(1  e as)
1
0
2a
F(t) = n2,
3a
4a
n < t < n + 1, n
F(t)
142.
as + a2s
s(1  es)2
4
3
2
F(t)=7"',
t<n+1, n=0,1,2,...
F(t)
143.
1 _ es
s(1  res)
1
0
1
F(t) =
sin (7rt/a)
0
144.
0<t a
t>a
F(t)
7ra(1 + 6as)
a2a2 + 7r2
Appendix C
TABLE OF SPECIAL FUNCTIONS
1. Gamma function
r(n)
n>0
2. Beta function
B(m, n)
_ f um1(1u)n1du
r(m) r(n)
r(m + n)
m, n > 0
3. Bessel function
J. W)
xn
2n
Jr
r(n + 1) { 1
x2
2(2 n +
2) + 2 4( 2n +x42 )(2n + 4 )
2m
5. Error function
erf (t)
2 f e us du
t
1  erf (t)
f en2 du
7. Exponential integral
Ei (t)
du
?t
8. Sine integral
Si (t)
f
o
sin tt du
u
9. Cosine integral
Ci (t)
cos u du
=
t
S(t)
= f sin u2 du
0
C(t)
= f cos u2 du
0
= n dtn (tnet),
255
n = 0, 1, 2, .. .
INDEX
Abel's integral equation, 113, 117120
Absolute convergence, 155, 156
definition of, 156
Absolute value, 136
Acceleration, 79
Aerodynamics, 149
Amplitude, 89
of a complex number, 137
Analytic function, 138
elements, 79
primary, 111
secondary, 111
234236
Convolutions]
INDEX
258
restoring, 79
Fourier integrals, 175, 176, 187193
complex form of, 176
Parseval's identity for, 177, 189
Fourier integral theorem, 175, 176, 189
[see also Fourier integrals]
proofs of, 189191
Fourier series, 173175, 178184, 185187, 192
coefficients in, 173, 179, 180
complex form of, 174
convergence of, 185187
Dirichlet conditions for, 173
half range, 174, 182, 183
Parseval's identity for, 174, 183, 184
Fourier transforms, 176, 187195
convolution theorem for, 177
cosine, 176, 177
finite, 175, 184, 185
inverse, 175177
of derivatives, 193
INDEX
Fourier transforms (cont.)
partial differential equations solved by,
193195, 221, 234236
259
Inductance, 79
mutual, 111
of transmission line, 220
Inductor, 79
Initialvalue theorem, 5, 20, 21
generalization of, 6
proof of, 20
Insulated bar, heat conduction in, 223, 224,
233, 234
of integrals, 4, 16
operator, 42
properties of, 4345
uniqueness of, 42
Image, 165
Jump, at a discontinuity, 4
Kernel, of an integral equation, 112
symmetric, 129
INDEX
260
'
by t", 5, 17, 18
Mutual induction, 111
INDEX
Residue theorem (cont.)
Restoring force, 79
Rest position [see Equilibrium position]
Riemann's theorem, 174, 186, 190
Riemann zeta function, 41
Roots of complex numbers, 137, 145
geometric representation of, 145
Saw tooth wave function, 253
Secondary circuit, 111
Sectional continuity, 2, 4, 28, 42, 173, 186,
187, 190
Semiinfinite, beam, 227, 228
plate, 234236
string, 224, 225
transmission lines, 220, 228, 229
Sending end, of transmission line, 220
Series, convergence of, 155
261
231, 232
Transient terms, 92
Transmission lines, 220, 228, 229
Transverse deflection of a beam, 81
Transverse vibrations, of a beam, 220
of a string, 219, 224, 225
Triangular wave, 226, 227, 253
Uniform convergence, 156
Fourier series and, 179, 183
Weierstrass M test for, 156
Uniform load, 93
Uniqueness of inverse Laplace transforms, 42
Vertical shear, 81
Vibrations, of a beam, 219, 220, 226228
of a membrane, 220, 221
of a spring, 79
of a string, 199, 219, 220, 224, 225, 231, 232
Voltage drop, 80
Volterra's integral equation, 112
Volts, 79
Wave equation, 219
Weierstrass M test, 156
x axis, 136
y axis, 136
Young's modulus of elasticity, 81, 220
Stirling's formula, 7
Strain, 220
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