Maths Methods2 Updated

MATHEMATICAL METHODS II
REV. DR. W. OBENG-DENTEH

KWAME NKRUMAH UNIVERSITY OF SCIENCE AND TECHNOLOGY
(KNUST)
January 20,2019
Course Outline
1 Improper Integration
REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

Course Outline
2 Integral depending on a Parameter

Course Outline
3 Differentiation and Integration under the Integral sign

Course Outline
4 Gamma and Beta Functions , Stirlings Formula

Course Outline
5 Basic Properties and Use of the Laplace Transform

Course Outline
6 Fourier Series

Course Outline
6 Fourier Series
7 Fourier Transforms

Improper Integral
An integral is said to be Improper if

Either the interval of integration is infinite or
The function to integrate is not continuous on the given
interval
Examples
R ∞ −x
1 e dx
R 0∞ 1
2
x2
dx
R 1∞ dx
3
1 x

Type 1; Infinite Intervals
In this kind of integrals we are going to take a look at integrals
in which one or both of the limits of integration are infinity.In
this case, the interval of integration is said to be over an
infinite interval. R∞
Eg.1 Evaluate the integral 1 x12 dx
Solution
NB: Because infinity is not a real number we can’t just

integrate as normal and then “plug in” the infinity to get an
answer.To see how we’re going to do this integral let’s think of
this as an area problem. So instead of asking what the integral
is, let’s instead ask what the area under f (x) = x12 on the
interval [1, ∞) is.
We still aren’t able to do this, however, let’s step back a little
and instead ask what the area under f (x) is on the interval
Infinite Interval
[1,t] where t > 1 and t is finite. This is a problem we can do.
Rt 1 t
1 x2
dx= −1
x 1
| = 1 − 1t
Now, we can get the area under f (x) on [1, ∞] simply by
taking the limit of the answer as t goes to infinity.
lim (1 − 1t ) = 1
t→∞
This is then how we will do the integral itself;
R∞ 1 Rt 1
1 x 2 dx = lim 1 x2
dx
t→∞
t
lim −1 | = lim (1 − 1t ) = 1
t→∞ x 1 t→∞
So in general,to do with these kinds of integrals,we will replace

the infinity with a variable, do the integral and then take the
limit of the results as t goes to infinity.
NOTE
We call the integrals convergent if the associated limit exists
and is a finite number.(i.e it’s not plus or minus infinity) and
divergent if the associated limit either doesn’t exist or is
(plus or minus) infinity.
Examples
Determine if the following integrals is convergent or divergent
and if it’s convergent find it’s value.
R∞
1. 1 x1 dx
Solution
So, the
R t first thing we do is convert the integral to a limit.
lim 1 x1 dx = lim (lnx)|t1
t→∞ t→∞
lim [ln (t) − ln (1)] = lim lnt = ∞
t→∞ t→∞
So,the limit is infinite and so the integral is divergent

Example 2
R∞ 1
For what value of p is the integral 1
dx convergent?
xp
Solution
We know from Example 1 that if p = 1 , then the integral is
divergent, so let’s assume that p 6= 1, Then
R∞ 1 R t −p
1
dx = lim x dx
xp t→∞ 1
t
x −p+1

1 1
lim = lim −1
t→∞ −p + 1 t→∞ 1 − p t p−1
1
If p > 1, then p − 1 > 0, so as t → ∞, t p−1 → ∞ and
1
→ 0. Therefore
t p−1
R∞ 1 1
1 p
dx = if p > 1
x p−1
and so the integral converges.But if p < 1, the p − 1 < 0 and
1
so p−1 = t 1−p → ∞ as t → ∞ and the integral diverges..
t
We summarize the results as ;
NOTE
RIf ∞a >
1
0 then
a xp
dx
is convergent if p > 1 and divergent if p ≤ 1.
Example 3
Determine
R0 whether convergent or divergent
√ 1 dx
−∞ 3−x
Solution
We’ll convert the integral to a limit/integral pair, evaluate the
integral and then the limit.
R0 R0 1 √ 0
√ 1 dx = lim √ dx = lim −2 3 − x|t
−∞ 3−x t→−∞ t 3−x t→−∞
√ √ √
lim (−2 3 + 2 3 − t) = −2 3 + ∞
t→−∞
=∞
So, the limit is infinite and so this integral is divergent.
Example 4
R1 1
−1 2
dx
x3
Solution : Here, although none of the limits of integration are
infinity but its still an improper integral because the integrand
( 12 ) becomes ∞ over the interval [a,b]
x3
Ra R1
= lim −1 12 dx + lim a 12 dx
a→0 a→0
x1
3
a x31 1
= lim 3x 3 | + lim 3x 3 |
a→0 −1 a→0 a
1 1 1 1
= lim (3a − 3(−1) ) + lim (3(1) 3 − 3(a) 3 )
3 3
a→0 a→0

1 1
= lim 3(a) + 3 + lim 3 − 3(a)
3 3
a→0 a→0
As a → 0
= (0 + 3) + (3 - 0) = 3 + 3 = 6
Hence the integral converges..(Convergent)
Example 5
R0
Evaluate −∞ xe x dx
Solution
R0 x
R0 x
−∞
xe dx = lim t
xe dx
t→−∞
We integrate by parts with u = x ,dv = e x dx so that

du = dx, v = e x ;
R0 x R0
t
xe dx = xe x |0t − t e x dx
= −te t − 1 + e t
We know that e t → 0 as t → −∞, and by L’hospital’s Rule
we have
t 1
lim te t = lim −t = lim
t→−∞ t→−∞ e t→−∞ −e −t
t
= lim (−e ) = 0
t→−∞

...continued
Therefore
R0
−∞
xe x dx = lim (−te t − 1 + e t )
t→−∞
−0 − 1 + 0 = −1

Example 6
R∞ 2
−∞
xe −x dx
Solution
In this case we’ve got infinities in both limits and so we’ll need
to split the integral up into two separate integrals.
The integral is then,
R∞ −x 2
R0 −x 2
R ∞ −x 2
−∞
xe dx = −∞
xe dx + 0
xe dx
We thenRlook at each of the R t individual limits.
0 −x 2 −x 2
= lim t xe dx + lim 0 xe dx
t→−∞
0 t→∞ t
2 −1 −x 2
= lim −1 2
e −x
| + lim 2
e |
t→−∞ t t→∞ 0
−1 −(t)2 −1 −(t)2
= lim ( −1
2
− 2
e ) + lim ( e − −1
)
t→−∞ t→∞ 2 2
As t → −∞ and ∞
( −1
2
+ 0) + (0 + 12 )
−1
= 2 + 12 = 0 ; Hence the integral is convergent..
Example 7
R∞
−2
sin xdx
Solution
First
R ∞ convert to a Rlimit
t
−2
sin xdx = lim −2 sin xdx
t→∞
= lim (− cos x) |t−2 = lim (− cos t − − cos 2)
t→∞ t→∞
= lim (cos 2 − cos t)
t→∞
As t → ∞
The limit does not exist and so the integral is divergent.

Example 8
R∞ 1
Evaluate −∞ dx
1 + x2
Solution
It’s convenient to choose a = 0
R∞ 1 R0 1 R∞ 1
−∞
dx = −∞
dx + 0
dx
1 + x2 1 + x2 1 + x2
We must now evaluate the integrals on the right side
separately:
R∞ 1 R t dx
0 2
dx = lim 0 2
= lim tan−1 x|t0
1+x t→∞ 1+x t→∞
π
= lim (tan t − tan 0) = lim tan−1 t =
−1 −1
t→∞ t→∞ 2
R0 1 R 0 dx
−∞ 2
dx = lim t = lim tan−1 x|0t
1+x t→−∞ 1 + x 2 t→−∞
π π
= lim (tan−1 0 − tan−1 t) = 0 − (− ) =
t→−∞ 2 2
...continued
Since both of these integrals are convergent, the given integral
is convergent and
R∞ 1 π π
−∞ 2
dx = + = π
1+x 2 2

TESTS FOR CONVERGENCE AND
DIVERGENCE
When we cannot evaluate an improper integral directly, we try
to determine whether or not it converges or diverges. If the
integral diverges, then that ends the story. We can employ
numerical methods to approximate the value of the integral if
it converges. The principal tests for convergence or divergence
are the Direct Comparison Test and the Limit Comparison
Test.
Eg.1. InvestigatingR Convergence
∞ 2
Does the integral 1 e −x dx
Solution
By
R ∞ Definition, Rb
2 2
1
e −x dx = lim 1 e −x dx
b→∞
We cannot evaluate the latter integral directly because it is
non-elementary.
...continued
But we
R b can show that its limit as b → ∞ is finite. We know
−x 2
that 1 e dx is an increasing function of b. Therefore
either it becomes infinite as b → ∞ or it has a finite limit as
2
b → ∞. It does not become infinite: ∀ x ≥ 1 ∃ e −x ≤ e −x
such
R b −xthat Rb
2
1
e dx ≤ 1 e −x dx = e −b + e −1 < e −1 ≈ 0.36788
R∞ 2 Rb 2
Hence 1
e −x dx = lim e −x dx converges to some
b→∞ 1
definite finite value. We do nit know exactly what the value is
except that it is something positive and less than 0.37. Here
we are relying on the completeness property of the real
numbers.

Convergence Tests for Improper Integrals of the
First Kind
The following tests are given for cases where an integration
limit is ∞. Similar tests exist where an integration limit is
−∞ (a change of variable x = −y then makes the
integration limit ∞).
Unless otherwise specified we shall assume that f (x) is
continuous and thus integrable in every finite interval
a≤x ≤b
Theorem 1: Direct Comparison Test
Let f and g be continuous on [a, ∞) with
0 ≤ f (x) ≤ g (x) ∀x ≥ a.
Then:
R∞ R∞
1. Ra f (x)dx converges if R a g (x)dx converges.
∞ ∞
2. a g (x)dx diverges if a f (x)dx diverges.
The reasoning behind the argument establishing Theorem 1
isZ similar to that in Example 1 where it can be argued that
∞ Z ∞
f (x)dx converges if g (x)dx converges.
a a Z
∞
Turning this around says that g (x)dx diverges if
Z ∞ a
f (x)dx diverges.
a
Using the Direct Comparison Test

Z ∞ 2
sin x sin2 x 1
a) 2
dx converges because 0 ≤ 2
≤ 2 on
1 x Z x x
∞
1
[1, ∞) and 2
dx converges.
1 x

∞
1 1 1
Z
b) √ dx diverges because √ ≥ on
1 x 2Z− 0.1 x 2 − 0.1 x
∞
1
[1, ∞) and dx converges.
1 x
Z ∞
1 1 −x
c) Since x ≤ x =e and e −x dx converges,
Z ∞ e + 1 e 1
1
x
dx converges.
1 e +1 Z ∞ Z ∞
1 1 dx
d) Since > for x ≥ 2 and diverges (p
1 ln x xZ 2 x
∞
dx
integral with P = 1) also diverges.
2 ln x

Theorem 2: Limit Comparison Test (Quotient
Test)
If the positive functions f and g are continuous on [a, ∞)
or non-negative integrands and if
f (x)
lim = L, 0 ≤ L ≤ ∞ (1)
x→∞ g (x)
Z ∞ Z ∞
Then f (x)dx g (x)dx either both converge or both
a a
diverge. Z ∞
a) If L = 0 in (1), and g (x)dx converges, then
Z ∞ a
f (x)dx converges.
a Z ∞
b) If L = ∞ in (1), and g (x)dx diverges, then
Z ∞ a
f (x)dx diverges.
a
Although the improper integrals of two functions from a to
∞ may both converge , this does not mean that their integrals
necessarily have the same value, as the next example shows
Example Using the Limit Comparison Test

Z ∞
dx
1 Show that converges by
1 1 + x2
Z ∞
1
comparison with dx
1 x2
1 1
Solution The functions f (x) = 2 and g (x) =
x 1 + x2
are positive and continuous on [1, ∞). Also,
1
f (x) x2 1 + x2 1
lim = lim 1 = lim 2
= lim 2 +1 = 0+1 = 1
x→∞ g (x) x→∞ x→∞ x x→∞ x
1+x 2
(2)
Z ∞
dx
A positive finite limit. Therefore converge
Z ∞ 1 1 + x2
dx
because converges.
1 x2
The integrals converge to different values, however.
Z ∞
dx 1
= = 1 and
1 x2 2 − 1
Z ∞
dx Z b
dx
2
= lim = lim [tan−1 (b) − tan−1 (1)]
1 1+x x→∞ 1 1 + x2 x→∞
π π π
= − =
2 4 4
Z ∞
3
2. Show that dx converges.
1 ex −5

Solution
From
Z ∞ the previous example, it is very easy to see that
e −x dx converges. Because
1 !
1 x
x e − 5 1 5 1
lim e3 = lim x
= lim − x = , the
x→∞ x→∞ 3e x→∞ 3 3e 3
(e x −5)
Z ∞
3
integral x
dx also converges.
1 e −5
The test is related to the comparison test and is often a very

1
useful alternative to it. In particular, taking g (x) = p , we
x
have from known facts about the p integral , the
Theorem 3 Let lim x p f (x) = L. Then
x→∞

Z ∞
1 f (x)dx converges if p > 1 and L is finite.
Z a∞
2 f (x)dx diverges if p ≤ 1 and L 6= 0 (L may be
a
finite)
Example
Z ∞
x2 2 x2 1
1
2
dx converges since lim x . 2
=
0 4x + 25 x→∞ 4x + 25 4
Explanation: In doing the limit, the denominator
polynomial has a degree of 4 so f (x) has
to be multiplied by x 2 to make the
denominator degree also 4. Hence
p = 2 > 1 and L is finite.
Z ∞
√ xdx x
diverges since lim x. √x 4 +x 2 +1 = 1
2
0 x 4 +x 2 +1 x→∞

1 1
Explanation: Since √ ≈ 2 for large x, we can
x4 2
+x +1 x
say that the denominator polynomial has a degree
2. So f (x) has to be multiplied by x to make
the numerator degree also 2. hence, p = 1 ≤ 1
and L 6= 0 is finite.
Series test for integrals with non-negative integrands

Z ∞ P
f (x)dx converges or diverges according as un where
a
un = f (n), converges or diverges.
Absolute and conditional convergence.

Z ∞ Z ∞
f (x)dx is called absolutely convergent if |f (x)|dx
a Z ∞ Z ∞a
converges but if |f (x)|dx diverges, then f (x)dx is
a a
called conditionally convergent.
Theorem 4
Z ∞ Z ∞
If |f (x)|dx converges, then f (x)dx converges. In
a a
words, an absolutely convergent integral converges.
Example
Z ∞
cos x
1. 2
dx is absolutely convergent and thus convergent
0 Zx + 1
∞ Z ∞ Z ∞
cos x dx dx
since | 2 |dx ≤ 2
and 2
Z ∞0 x + 1 0 x Z+ 1
∞
0 x +1
sin x sin x
2. dx converges , but | |dx does not
0 x 0 x
converge.
Z ∞
sin x
Thus dx is conditionally convergent.
0 x

Any of the tests used for integrals with non-negative
integrands can be used to test for absolute convergence.
Example
Z ∞
xdx
1. Test for convergence :a) b)
1 3x 4 + 5x 2 + 1
2
Z ∞
x −1
√ dx
2 x 6 + 16
Solution (a)
Method 1. For large x, the integrand is approximately
x 1
4
= 3.
3x 3x
x 1 1 Z ∞ dx
Since ≤ , and converges (p
3x 4 + 5x 2 + 1 3x 3 3 1 x3
integral with p = 3), it follows by the comparison test that
Z ∞
xdx
also converges.
1 3x + 5x 2 + 1
4

Note
Note that the purpose of examining the integrand for large x
is to obtain a suitable comparison integral.
x 1
Method 2. Let f (x) = and let g (x) = 3 .
3x 4 2
+Z 5x + 1 x
f (x) 1 ∞
Since lim = , and g (x)dx converges,
x→∞ g (x) 3 1
Z ∞
f (x)dx also converges by the quotient test.
1
Note
Note that in the comparison function g (x), we have discarded
the factor 13 . It could, however, just as well have been
included.

!
x 1
Method 3. lim x 3 = . Hence by
x→∞ 3x + 5x 2 + 1
4 3
Theorem 3,
the required integral converges.
Solution (b)
Method 1.For large x, the integrand is approximately
x2 1
√ = .
x6 x
x2 − 1 x2 − 1 1 1
For x ≥ 2, √ √ ≥ . .
6 6
x + 16 x Z+ 16 2 x
1 ∞ dx ∞
x2 − 1
Z
Since diverges , √ dx also diverges.
2 2 x 2 x 6 + 16

x2 − 1 1
Method 2.Let f (x) = √ and let g (x) = . Since
x 6 + 16 x
f (x)
lim = 1,
x→∞ g (x)
Z ∞ Z ∞
and g (x)dx diverges, f (x)dx also diverges.
2 2
!
x2 − 1
Method 3. Since lim x √ = 1, the required
x→∞ x 6 + 16
integral diverges by Theorem.
Note
That method 1 may (and often does) require one to obtain a
1
suitable inequality factor (in this case ) before the
2
comparison test can be applied. Method 2 and 3 however,
do not require this.
Example
ex
Z −1
2. Test for convergence: a) dx b)
−∞ x
Z ∞
x3 + x2
dx
−∞ x 6 + 1
Solution (a)
Z ∞ −y
e
Let x = −y . then the integral becomes − dy
1 y
e −y Z ∞
Method 1. ≤ e −y for y ≥ 1. Then since e −y dy
y 1
Z ∞ −y
e
converges, dy converges; hence the given integral
1 y
converges.

!
−y
e
Method 2. lim y 2 = lim ye −y = 0. Then the given
y →∞ y y →∞
integral converges by Theorem 3 L = 0 and p = 2.
Solution (b)
Z 0
x3 + x2 Z ∞ 3
x + x2
Write the integral as dx + dx
−∞ x 6 + 1 0 x6 + 1
Letting x = −y in the first integral, it becomes!
Z ∞ 3
y − y2 y 3
− y 2
− dy . Since lim y 3 = 1, This
0 y6 + 1 y →∞ y6 + 1
integral converges. !
3 2
x − x
Since lim x 3 = 1, the second integral converges.
x→∞ x6 + 1
Thus the given integral converges.

Z 0
2
3. Prove that e −x dx converges.
−∞
Solution
2
lim x 2 e −x = 0 (by L’ hôspital’s Rule or otherwise). Then
x→∞
by theorem 3 with A = 0, p = 2, the given integral
converges.

Convergence Tests for Improper Integrals of the
Second Kind
The following tests are given for the case where f (x) is
bounded only at x = a in the interval a ≤ x ≤ b. Similar
tests are available if f (x) is unbounded at x = b or at
x = x0 where a < x0 < b.
Theorem 5: Direct Comparison Test
1 Let g (x) ≥ 0 for a < x ≤ b, and suppose that
Z b
g (x)dx converges. Then if
a Z b
0 ≤ f (x) ≤ g (x) ∀ a < x ≤ b, f (x)dx converges.
a
2 Let g (x) ≥ 0 for a < x ≤ b, and suppose that
Z b
g (x)dx diverges. Then if
a Z b
f (x) ≥ g (x) for a < x ≤ b, f (x)dx also diverges.
a
Example ;Using the Direct Comparison Test
1 1 Z 5
dx
a) √ <√ for x > 1. Then since √
x4 − 1 x −1 1 x −1
1 Z 5 1
converges (p integral with a = 1, p = ), √
2 1 x4 − 1
also converges.
ln x 1 Z 6
dx
b) 4
< for x > 3. Then since
(x − 3) (x − 3)4 3 (x − 3)4
Z 6 ln x
diverges (p integral with a = 3, p = 4,) dx
3 (x − 3)4
also diverges.

Theorem : Limit Comparison Test (Quotient Test)
a) If f (x) ≥ 0 and g (x) ≥ 0 for a < x ≤ b, that is
non-negative integrands and if
f (x)
lim = L 6= 0 or ∞, (3)
x→∞ g (x)
Z b Z b
then f (x)dx and g (x)dx either both converge or
a a
both diverge.
Z b
b) If L = 0 in (1) and g (x)dx converges, then
Z b a
f (x)dx converges.
a
Z b
c) If L = ∞ in (1) and g (x)dx diverges, then
Z b a
f (x)dx diverges.
a
This test is related to the comparison test and is of ten a very
1
useful alternative to it. In particular, taking g (x) = ,
(x − a)p
we have from known facts about the p integral, the
Theorem 6
Let lim+ (x − a)p f (x) = L. Then
x→a
Z b
i) f (x)dx converges if p < 1 and L is finite.
a
Z b
ii) f (x)dx diverges if p ≥ 1 and L 6= 0 (L may be
a
finite).

If f (x) becomes unbounded only at the upper limit these
conditions are replaced by those in
Theorem 7
Let lim+ (b − x)p f (x) = M. Then
x→b
Z b
i) f (x)dx converges if p < 1 and M is finite.
a
Z b
ii) f (x)dx diverges if p ≥ 1 and M 6= 0 (M may be
a
finite).

Example
Z 5
dx
1 √ converges since
1 x4 − 1
r
1 1 x −1 1
lim+ (x − 1) 2 . √ = lim+ 4
=
x→1 4
x − 1 x→1 x −1 2
Z 3
xdx
2 √ diverges since
0 (3 − x) x 2 + 1
1 1
lim− (3 − x). √ =√
x→3 2
(3 − x) x + 1 10
Absolute and conditional convergence

Z b Z b
f (x)dx is called absolutely convergent if |f (x)|dx
a Z b Z b a
converges. If f (x)dx converges but |f (x)|dx

Za b a
diverges, then f (x)dx is called conditionally convergent.

REV. DR. W. aOBENG-DENTEH MATHEMATICAL METHODS II
Theorem 8
Z b Z b
If |f (x)|dx converges, then f (x)dx converges. In
a a
words, an absolutely convergent integral converges.
Example

sin x 1 Z 4π
dx
Since √ ≤ √ and √ converges (

x − π
3 3
x −π 3
x −π

π
p integral with a = π and p = 13 ), it follows that

Z 4π Z 4π
sin x sin x

√ dx converges and thus √ dx
x − π
3
π
3
x −π
π
converges (absolutely).
Any of the tests used for integrals with non-negative

integrands can be used fo test for absolute convergence.
Test for convergence of the following.
Example
Investigate the convergence of
Z 3
dx
a)
2 x 2 (x 3 − 8)2/3
Z π
sin x
b) dx
0 x3
Solution
1
a) lim+ (x − 2)2/3 . =
x→2 x 2 (x 3 − 8)2/3
!2/3
1 1 1
lim+ 2 . 2 = √ . Hence The integral
x→2 x x + 2x + 4 3
8 18
converges by Theorem 6 (ii)
sin x
b) lim+ x 2 . 3 = 1. Hence the integral converges by
x→0 x
Theorem 6 (ii)
Example
Z ∞
2 √
Prove that e −x dx = π/2
0
Solution
Z M Z M
2 2
Let IM = e −x dx = e −y dy and let lim IM = I ,
0 0 M→∞
the required value of the integral. Then
! !
Z M Z M
−x 2 −y 2
IM2 = e dx e dy
0 0
Z M Z M
2 +y 2 )
= e −(x dxdy
0 0
Since the integrand is positive, the regions are in the first

quadrant and using the polar coordinates, we have
Z π/2 Z M
2
IM2 = e −r rdrdθ
0 0
1 Z π/2 h −M i 1h i π/2
2
IM = − e − 1 dθ =⇒ IM2 = − e −M − 1 θ

2 0 2 0
π h i π π
=⇒ IM2 = 1 − e −M = − e −M
4 4 4
hπ π i π π
lim IM2 = I 2 = lim − e −M = =⇒ I 2 =
M→∞ M→∞ 4 4 4 4
√
=⇒ I = π/2

Use integration, the Direct Comparison Test or the
Limit comparison Test to test the integrals for
convergence.
Z π
sin θdθ
1 √
0 π−θ
Z π/2
2 tan θdθ
0
Z π/2
3 cot θdθ
0
Z π
dt
4 √
0 t + sin t
Z 1
5 ln |x|dx
−1
Z 2
dx
6
0 1−x
Test for convergence of the following
Z ∞
2 + sin x
1 dx
−∞ x 2 + 1
Z ∞ xdx
2
2 (ln x)3
Z ∞ sin2 x
3 dx
0 x2
Z ∞ dx
4 √
0 (x + 1) 1 − x 2
Z 2 ln x
5 √
3
dx
0 8 − x3
Z 1 dx
6
0 xx

Z ∞
1 e −x ln xdx
0
Z ∞
e x dx
2 p
0 x ln(x + 1)
Z ∞ dx
3 √
3
0 x4 + x2

DIFFERENTIATION AND INTEGRATION UNDER THE
INTEGRAL THE SIGN
Introduction
In this unit we look at integral depending on a parameter that
has bearing on Laplace transform and Gamma and Beta
function. We also look at differentiation under the integral
sign to help us to solve some difficult integrals.
Integral depending on a parameter

Let f : [a, b] × [c, d] → R, if for each fixed t [c, d] the
function f (x, t) is integrable over [a, b] on the x variable, we
define the following function F : [a, b] → Ras
Z b
F (t) = f (x)dx
a

We call F (t) an integral depending on a
parameter.(where t is the parameter)
Example
Z π
Let F (t) = sin xtdx,then
Z π 0 π
1
sin xtdx = − cos xt = − 1t [cos πt − cos 0]
0 t 0
1
= t (1 − cos πt)
Therefore ,F (t) = 1t (1 − cos πt)
Theorem 1
f continuous on [a, b] × [c, d] ⇒ F continuous on [c, d]

Theorem 2
∂f
f and ft = ∂t
continuous on [a, b] × [c, d] ⇒ F differentiable
on [c, d]
Z b
0
F (t) = ft (x, t)dx
a
Example
Given that f (x, t) = sin xt andft (x, t) = x cos xt
also F (t) = 1t (1 − cos πt),
then we have : F 0 (t) = t12 (cos πt − 1) + πt sin πt
Z b Z π Z π
For ft (x, t)dx = ft (x, t)dx = x cos xtdx
a 0 0
π
Z π Z π
x 1
We have x cos xtdx = sin xt − sin xtdt
0 t 0 0 t
π

π 1
= sin πt − − 2 cos xt
t t 0
π 1
= sin πt − 2 [− cos πt + 1]
tZ ∞ t
1 π
⇒ x cos xtdx = 2 (cos πt − 1) + sin πt Which verifies
0 t t
the theorem as : Z b
0
F (t) = ft (x, t)dx
a

Differentiation under the Integral sign
By the fundamental theorem of calculus, if f (x) is continuous
function on the
interval [a, b] and letting F (x) be an antiderivative of f (x) ;
Z b
then f (x)dx = F (b) − F (a). The expression F (b) − F (a)
a b

is written more compactly as F (x) , so this
a
b
Z b
equation becomes f (x)dx = F (x)
a a
We know that differentiation and integration are inverse
operations.
So, if f (x) is continuous function on the interval [a, b], then
Z x
for any x in this interval : f (t)dt = F (x) − F (a).
a

Where F (x) (and antiderivative of f (x)) is a variable and F (a)
a constant.
Differentiating
Z xboth sides with respect to x, we have:
d d dF (x) dF (a)
f (t)dt = F (x) − F (a) = −
dx a Z x dx dx dx
d dF (x)
⇒ f (t)dt = −0
dx Z a dx
x
d
∴ f (t)dt = f (x)
dx a

Example
1 If
Z x
x

sin tdt = − cos = − cos x − (− cos 0) = − cos x + 1
0 0
ThenZ x
d d
sin tdt = (− cos x + 1) = sin x + 0 = sin x
dx 0 dx
Z x
d
Relating it to f (t)dt = f (x)
dx Za
x
We conclude that sin tdt = sin x.
0
Z x x
2t 1 2t 1 2x
e − e 10

2 If e dt = e =
5 2 5 2
ThenZ x
d 2t d 1 2x 10 2
= e 2x − 0 = e 2x

e dt = e −e
dx 5 dx 2 2
Z x
d
Hence e 2t dt = e 2x
dx 5
Z x
d
3. Simplify the following cos tdt
dx 2
Solution
Let f (t) = cos t, and let F (t) be an antiderivative of f (t).
Then : Z x x
cos tdt = F (t) = F (x) − F (2)
2 Z 2
x
d
cos tdt = F (x) − F 0 (2) = f (x) − 0 = f (x)
0
dx 2
Hence , if we dummy t to x, we have f (x) = cos x

Theorem 3 : Leibniz’s Theorem
δf
Let f and ft = be continuous on [a, b] x [c, d] and α, β
δt
differentiable functions on [c,d] with image on [a,b], that is,
α(t), β(t); [c, d] → [a, b], x ∈ [α(t), β(t)] ⊂ [a, b]
R β(t)
We define G (t) = α(t) f (x, t)dx
Then G is differentiable on [c, d] and
0 0 0 R β(t)
G (t) = f (β(t), t).β (t) − f (α(t), t).α (t) + α(t) ft (x, t)dx
The previous theorems cannot be used when the integrals are
improper. So we have the following results that are valid if the
integrals are improper or not.

Theorem 4
Let f (x, t) be a continuous function of t on [c, d] for almost
every x ∈ [a, b], if there exists g (x) integral on [a, b] s.t.
|F (x, t)| ≤ g (x), ∀t ∈ [c, d] and for every x ∈ [a, b], then F is
continuous on [c, d].
Theorem 5
Let ft (x, t) be a continuous function of t on [c, d] for almost
every x ∈ [a, b], if there exists g (x) integrable on [a, b] s.t.
|ft (x, t)| ≤ g (x), ∀t ∈ [c, d] and for almost every x ∈ [a, b],
0 Rb
then F is differentiable on [c, d] and F (t) = a ft (x, t)dx
Differentiation under the integral sign is a very useful
operation in calculus.
Suppose it is required to differentiate with respect to t the
R b(t)
function F (t) = a(t) f (x, t)dx, where the function f (x, t) and

∂
f (x, t) are both continuous in both t and x in some region
∂t
of the (x, t) plane, including a(t) ≤ x ≤ b(t), t0 ≤ t ≤ t1 , and
the function a(t) and b(t) are both continuous and both have
continuous derivative for t0 ≤ t ≤ t1 . Then for t0 ≤ t ≤ t1
d 0 0 R b(t) ∂
F (t) = f (t, b(t))b (t) = f (t, a(t))a (t) + a(t) f (x, t)dx
dt ∂t
This formula is the general form of the Leibniz integral rule
and can be derived using fundamental theorem of calculus,
which we have already done. The fundamental theorem of
calculus is just a particular case of the above formula,
a(t) = a, a constant, b(t) = x and f (x, t) = f (x).
If both upper and lower limits are taken as constants, then the
formula takes the shape of an operator equation Ix Dt = Dt Ix ,
where Dt is the partial derivative with respect to t and Ix is
the integral operator with respect to x over a fixed interval.
That is, it is related to the symmetry of second derivatives,
but involving integrals as well as derivatives. This is also
known as the Leibniz integral rule.
Example
R t 2 sin(tx) 0
1 If F (t) = t dx, Find F (t) where t 6= 0.
x
Solution:
By Leibniz’s rule,
0
F (t) =
R t 2 ∂ sin(tx) sin(t.t 2 ) d 2 sin(t.t) d
t
( )dx + (t ) − (t)
∂t x t2 dt t dt
R t2 2 sin t 3 sint 2
= t cos(tx)dx + −
t 2 t t
3 3
sin tx 2 sin t sin t
= + −
t t t t
3 sin t 3 −2 sin t 2
= t
Z π Z π
dx π dx
2. If =√ , t > 1 find 2
0 t − cos x t2 − 1 0 (2 − cos x)
Solution Z π
dx
By Leibnitz’s rule, if F (t) = = π(t 2 − 1)−1/2 ,
0 t − cos x
Then Z π
dx 1 −πt
F 0 (t) = − = − π(t 2 − 1)−3/2 2t = 2
Z π 0 t − cos x 2 (t − 1)3/2
dx πt
Thus 2
= 2 from which
Z π 0 (2 − cos x) (t − 1)3/2
dx 2π
2
= √
0 (2 − cos x) 3 3

Integration under the Integral Sign
Integration under the integral sign is the use of the identity

Z b Z b Z t1
F (t)dt = f (x, t)dx dt =
a a t0
Z t1 Z b
f (x, t)dt dx OR
t0 a
Z b Z t1 Z t1 Z b
dx f (x, t)dt = dt f (x, t)dx to compute an
a t0 t0 a
integral
This result is known as interchange of the order of integration

or integration under the integral sign

Theorem 6
f (x, t) be integrable on [a, b] × [c, d] ⇒ F (t) is integrable on
[c, d] and
Z b Z dZ b Z bZ d
F (t)dt = f (x, t)dxdt = f (x, t)dtdx
a c a a c
Example
Z 1
1
x t dx = for t > −1. Multiply by dt and integrating
0 t +1
between a and b gives:
Z b Z 1 Z b
dt b + 1

t
dt x dx = = ln
a t +1 a + 1

a 0
But
Z 1 theZ left-hand side
Z 1 isb equala to
b
x −x
dx x t dt = dx so it follows that :
0 a 0 ln x

1
xb − xa b + 1
Z
dx = ln

ln x a + 1

0
Problem
π √ !
b − cos x b + b2 − 1
Z
Prove that ln dx = π √ if
0 a − cos x a + a2 − 1
a,b> 1
Proof
Z π
dx π
From the previous example =√ ,t > 1
0 (t − cos x)
2
t −1
Integrating
Z π Z b the left side Z
with respect to t from a to b yields:
π
dt
= ln(t − cos x)|ba dx =
Z0 π a t − cos x 0
b − cos x
ln dx
0 a − cos x
Integrating the right side with respect to t from a to b yields:
√ !
Z π
π √ b + b 2−1
√ = π ln(t + t 2 − 1)|ba = π √ and
0 t2 − 1 a + a2 − 1
the required result follows.
Exercise
Z 1/t
dF
1. If F (t) = √ cos tx 2 dx, .
t dt
Z 1/t
1 1 1
Ans: − √ x 2 sin tx 2 dx − 2 cos − √ cos t 2
t t t 2 t
Z t2
x dF
2. (a) F (t) = tan−1 dx, find by Leibnitz’s rule.
0 t dt
(b) Check the result in (a) by direct integration.
1
Ans: 2t tan−1 t − ln(t 2 + 1)
2
LAPLACE TRANSFORMS
Introduction
The theory of “Laplace Transforms” to be discussed in the
following notes will be for the purpose of solving certain kinds
of “differential equation”; that is, an equation which involves a
derivative or derivatives.
Roughly speaking, the method of Laplace Transforms is used
to convert a calculus problem (the differential equation) into
an algebra problem (frequently an exercise on partial fractions
and/or completing the square). The solution of the algebra
problem is then fed backwards through what is called an
“Inverse Laplace Transform” and the solution of the differential
equation is obtained.

Laplace Transforms
The Laplace Transform of a function f (t) , defined for t > 0,
is denoted by C and is defined as;
R∞
L{f (t)} = 0 f (t) e −st dt
where 0 s 0 is an arbitrary positive number i.e. s > 0
NB
The Laplace Transform is usually denoted by L{f (t)} or
L[f (t)] or F (s), since the result of the definite integral in the
definition will be an expression involving 0 s 0 .
Now, the integral in the definition of the transform is

called an improper integral and it would probably be
best to recall how these kinds of integrals work before
we actually jump into computing some transforms

Examples
Example 1
Find the Laplace Transform of f (t)= a (constant)
solution
R∞
L{a}= 0 ae −st dt
[WeR just plug in 0 a0 in place of f(t) ]
∞
=ah 0 e −st
i dt
∞
e −st ∞
=a −s
= −a
s
[e −st ]0
0
= −a
s
[0 − 1] = as
∴ L{a} = as
This implies the Laplace Transform of any constant is

the "constant over s"
Eg. (a) L{5}= 5s (b) L{7}= 7s
(c) L{59}= 59
s
(d) L{85}= 85
s
Example 2
To find the Laplace Transform of e at ;where ’a’ is a constant
Solution
R∞
L{eRat }= 0 e at e −st
R ∞dt −(s−a)t
∞ at−st
= h 0 e i dt = 0 e dt
∞
e −(s−a)t 1
= −(s−a)
=− s−a [0 − 1]
0
1
s−a
1
∴ L{e at } = s−a
1
Eg. (a) L{e 5t } = s−5
1
(b) L{e 8t } = s−8
1 1
(c) L{e −2t } = s−−2 = s+2

Example 3
To find the Laplace Transform of f (t) = sin at
Solution
R∞
L{sin at} = 0 sin ate −st dt
We do this using integration by parts, however, it is much
easier to use the fact that; e iθ = cos θt + i sin θ ;
So that sin θ is the imaginary part of e iθ , written as Im(e iθ )
L{sinRat} = L{Im(e iat )}R
∞ ∞ −(s−ia)t
= Im h0 e iat e −st
i dt= Im 0 e dt
∞
e −(s−ia)t 1 1
= Im( −(s−ia)
) = Im(0 − − s−ia )= s−ia
0
(Multiply both the numerator and denominator by the
conjugate
of s − ia)
s + ia a
= Im 2 ; i.e. we take the Imaginary part
s + a s + a2
2 2
a
Hence , L{sin at} = 2
s + a2
E.g
2 2
(a) L{sin 2t} = (b) L{sin 5t} = 2
s2 +4 s + 25
Example 4
To find the Laplace Transform of f (t) = cos at
Solution
L{cos at} = L{Re(e iat )}
It is almost the same as that of the sin but here we take the
Real part; written Re(e iat );

s + ia
∴ from Re 2
s + a2
s + ia s
= L{cos at} = Re 2 2
= 2
s +a s + a2
E.g
s s
(a) L{cos 2t} = (b) L{cos 4t} = 2
s2 +4 s + 16
Example 5
To find the Laplace Transform of f (t) = t n , where n is a
positive integer.
Solution
By Definition;
R∞
L{t n } = 0 t n e −st dt
Integrating h by parts:
i∞
−st R∞
L{t } = t n e−s
n
+ ns 0 t n−1 e −st dt
n −st ∞
R 0
n ∞ n−1 −st
= −1
s
[t e ]0 + s 0
t e dt
In a product such as t n e −st , the numerical value of s is large
enough to make the product converge to zero as t → ∞
∞
∴ [t n e −st ]0R = 0 − 0
∞
L{t n } = ns 0 t n−1 e −st dt
R∞ R∞
Notice that 0 t n−1 e −st dt is identical to 0 t n e −st dt except
that n is replaced by (n − 1).
R∞ R∞
If In = 0 t n e −st dt , then In−1 = 0 t n−1 e −st dt and the result
becomes In = ns In−1 . Replace n by n − 1 repeatedly.
R∞ n n−1
In = 0 t n e −st dt = ns In−1 = · In−2
s s
n n−1 n−2
= · · In−3 ...etc
s s s
n n−1 n−2 n − (n − 1)
In = · · .... I0
s s s s
1
where Io = L{t o } = L{1} =
s
n(n − 1)(n − 2)(n − 3)...(3)(2)(1) n!
∴ In = =
s n+1 s n+1
n!
Hence, L{t n } = n+1
s
E.g
1! 1 6! 720
(a) L{t} = 1+1 = 2 (b) L{t 6 } = 6+1 = 7
s s s s
Example 6
To find the Laplace Transform of f (t) = sinh at
Solution
Note that
sinh at = 12 (e at − e −at )
1 ∞ at
(e − e −at )e −st dt
R
∴ L{sinh at} = 2 0
∞
= 12 0 (e −(s−a)t − e −(s+a)t )dt
R
−(s−a)t ∞ −(s+a)t ∞
1 e e
=2 −
−(s − a) 0 −(s + a) 0
1 1
= 12 0 − − − 0−−
s−a s + a
1 1 1 1 2a a
=2 − = 2 2
= 2
s −a s +a 2 s −a s − a2
a
Hence, L{sinh at}=
s2 − a2
E.g
2 7
(a) L{sinh 2t}= (b) L{sinh 7t}= 2
s2 −4 s − 49
Example 7
To find the Laplace Transform of f (t) = cosh at
Solution
Note that
cosh at = 12 (e at + e −at )
R∞
∴ L{cosh at} = 12 0 (e at + e −at )e −st dt
−(s−a)t ∞ −(s+a)t ∞
1 e e
=2 +
−(s −a) 0 −(s
+ a) 0
1 1 1 1 2s s
=2 + = 2 2
= 2
s −a s +a 2 s −a s − a2
s
Hence, L{cosh at}=
s2 − a2
E.g
s s
(a) L{cosh 2t}= (b) L{cosh 3t}=
s2 − 4 s2 − 9
Computing Laplace Transforms
NOTE
Given f (t) and g (t) then,
L{af (t) + bg (t)} = aF (s) + bG (s) for any constants a and b.
In other words, we don’t worry about constants and we don’t

worry about sums or differences of functions in taking Laplace
transforms. All that we need to do is take the transform of the
individual functions, then put any constants back in and add
or subtract the results back up.
Examples
(1) L{2 sin 3t + cos 3t}
3 s
2L{sin 3t} + L{cos 3t} 2 · 2+9
+
s s2 + 9
6 s 6+s
+ 2 = 2
s2 +9 s +9 s +9
(2) L{4e 2t + 3 cosh 4t}
2t 1 s
= 4L{e } + 3L{cosh 4t} = 4 · +3· 2
s −2 s − 16
4 3s
= + 2
s − 2 s − 16
7s 2 − 6s − 64
=
(s − 2)(s 2 − 16)
Exercises
(1)L{2 sin 3t + 4 sinh 3t} (2) L{5e 4t + cosh 2t}
(3)L{t 3 + t 2 − 4t + 1} (4) L{6e −5t + e 3t + 5t 3 − 9}

THEOREM 1 : THE FIRST SHIFT THEOREM
If the L{f (t)} = F (s) then
L{e −at f (t)} = F (s + a)
Examples
(1) Find the Laplace of f (t) = e −3t sin 2t
Solution
2 1
L{sin 2t} = and L{e −3t } = then ;
s2
+4 s +3
2 2
L{e −3t sin 2t} = 2
= 2
(s + 3) + 4 s + 6s + 13
(2) L{2e 3t sin 3t}

Solution
1 3
L{e 3t } = and L{sin 3t} = 2
s −3 s +9
3t 3 6
∴ L{2e sin 3t} = 2 · 2
=
(s − 3) + 9 (s − 3)2 + 9
Exercises
(1) L{e −2t cosh 3t} (2) L{e 3t sinh 2t}
(3) L{4e −t } (4) L{e 3t sinh 2t}
(5) L{t 3 e −4t }

THEOREM 2
Multiplying by ’t’and ’t n ’
If the L{f (t)} = F (s) then
d
L{tf (t)} = − F (s)
ds
Examples
(1) Find the Laplace of f (t) = t sin 2t
Solution
2
L{sin 2t} =
s2 +4
d 2
Now L{t sin 2t} = −
2 ds s2 + 4
(s + 4)(0) − 2(2s) −4s 4s
=− 2 2
=− 2 2
= 2
(s + 4) (s + 4) (s + 4)2

Eg.2 Find L{t cosh 3t}
Solution
s
L{cosh 3t} = 2
s − 9 2
d s (s − 9)(1) − (s)(2s)
L{t cosh 3t} = − 2−9
=−
2 ds s (s 2 − 9)2
s − 9 − 2s 2 −s 2 − 9

=− = −
(s 2 − 9)2 (s 2 − 9)2
2
s +9
= 2
(s − 9)2
What we do is that, anytime we are multiplying a

function f (t) by t , we differentiate the Laplace of the
function f(t) and then negate the results (theorem 2)

Exercises
(1) L{t 2 cosh 3t}
Hint: Since ’n’ in t n is 2, we differentiate and negate twice
(2) L{t 2 sinh 2t}
(3) L{t sinh 4t}
(4) L{t 2 sin 2t}
(5) L{t 3 e −4t }
Generally
n dn n
If L{f (t)} = F (s) then L{t f (t)} = (−1) n F (s)
ds

THEOREM 3
Dividing by ’t’
If L{f (t)} = F (s) then
R∞
L{ f (t)
t
} = s F (s)ds
This rule is somewhat restricted

h i in use, since it is applicable if
and only if the limit of f (t)
t
as t → 0 exists.
In indeterminate case, we use L’Hopital’s rule to find out.
Examples
Determine L{ sint at }
Solution
First, we have to test if the limits exists. If it does, then we
continuebut if it doesn’t we can’t continue.
sin at 0
So lim = , which is indeterminate..
t→∞ t 0

Using L’hospitals
rule..
sin at a cos at
lim =
t→∞ t
h a cos at i 1
lim = a i.e the limit exists ..
t→∞ 1
Then we continue using the theorem 3
Eg.(2) L{ 1−cos
t
2t
}
Solution
1 − cos at
First, we test lim
t→∞ t
1−1 0
lim =
t→∞ 0 0
By L’hospitals
rule..

2 sin 2t 0
lim 0 + = =0
t→∞ 1 1
hence it exists..
Then we continue...
1 s
L{1 − cos 2t} = − 2
s s +4
By Theorem 3
R∞
L{ 1−cos 2t
} = s 1s − s 2s+4 ds

t ∞
= ln s − 21 ln |s 2 + 4| s

2 ∞
1 s
= ln 2
2 s +4 s
Ass → ∞
s2
ln 2 → ln(1) = 0
s +4 2
1−cos 2t −1 s
∴ L{ t } = ln 2
2 s +4
2 −1 r
s 2
s2 + 4
= ln 2 = ln
s +4 s2

Exercises
Determine the Laplace Transforms of the ff. functons.
(1) sin 3t
(2) cos 2t
(3)e 4t
(4)6t 2
(5) sinh 3t
(6)t cosh 4t
e 3t − 1
(7)
t
(8)e 3t cos 4t
(9)t 2 − 3t + 4
(10)t 2 sin t

INVERSE TRANSFORMS
Suppose the Laplace transform L{f (t)} = F (s), then the
inverse transform is given as L−1 {F (s)} = f (t)
Note
Given the two functions F (s) and G (s) then
L−1 {aF (s) + bG (s)} = aL−1 {F (s)} + bL−1 {G (s)}
for any constants a and b.
Examples
Find the Inverse transforms of the following
6 1 4
(a)F (s) = − +
s s −8 s −3
Solution
1 1 1
f (t) = 6 − +4
s s −8 s −3
= 6(1) − e 8t + 4(e 3t ) = 6 − e 8t + 4e 3t
1
(b)L−1 { s−2 } = e 2t
(c)L−1 { 4s } = 4
(d)L−1 { s 2 +25
s
} = cos 5t

−1 12 3
(e)L { s 2 −9 } = 4 2 = 4 sinh 3t
s − 32
Rules in Partial Fractions

1. The numerator must be of lower degree than the
denominator. If it is not, then we first divide out.
2. Factorize the denominator into prime factors. These
determine the shapes of the partial fractions.
A
3. A linear factor (s + a) gives a partial fraction where
s +a
A is a constant to be determined.
A B
4. A repeated factor (s + a)2 gives +
s + a (s + a)2

A B C
5. Similarly, (s + a)3 gives + 2
+
s + a (s + a) (s + a)3
Ps + Q
6. A quadratic factor (s 2 + ps + q) gives 2
s + ps + q
7. Repeated quadratic factors (s 2 + ps + q)2 gives
Ps + Q Rs + T
+ 2
s + ps + q (s + ps + q)2
2
Examples
Find
L−1 { s 25s+1
−s−12
}
Solution
Here, we have to split the denominator into two to get ones of
the form in which we can get our transform.

...continued
5s + 1 5s + 1 A B
2
≡ ≡ +
s − s − 12 (s − 4)(s + 3) (s − 4) (s + 3)
5s + 1 A B
≡ +
s 2 − s − 12 (s − 4) (s + 3)
5s + 1 ≡ A(s + 3) + B(s − 4)
when s=4
21
7
= 7A
7
∴A=3
when s=-3
−14
−7
= −7B
−7
∴B =2
5s + 1 3 2
Hence, 2 ≡ +
s − s − 12 (s − 4) (s + 3)
5s+1
∴L { s 2 −s−12 } = 3e + 2e −3t
−1 4t

Determine L−1 { s9s−8
2 −2s }
Solution
9s − 8 A B
2
≡ +
s − 2s (s − 2) (s)
9s − 8 ≡ A(s) + B(s − 2)
when s=2
10 = 2A ∴ A = 5
when s=0
−8 = −2B ∴ B = 4
9s − 8 5 4
Hence, 2 ≡ +
s − 2s (s − 2) s
−1 9s−8 2t
∴L { s 2 −2s } = 5e + 4

s 2 − 15s + 41
Express F (s) = in partial fractions and hence
(s + 2)(s − 3)2
determine its inverse transform.
Solution
s 2 − 15s + 41 A B C
2
≡ + +
(s + 2)(s − 3) (s + 2) (s − 3) (s − 3)2
s − 15s + 41 = A(s − 3)2 + B(s + 2)(s − 3) + C (s + 2)
2
A = 3, B = −2, C = 1
s 2 − 15s + 41 3 2 1
Hence 2
= − +
(s + 2)(s − 3) (s + 2) (s − 3) (s − 3)2
2
s −15s+41
L−1 { (s+2)(s−3)2 } = 3e
−2t
− 2e 3t + te 3t
1 −1 1
NB; For L−1 { (s−3)2 } ; Remember L { s2 } = t
1 1
and by the first shift theorem is just like with s
(s − 3)2 s2
replaced by (s − 3) thus a = 3 ..Hence we have te 3t
Exercises
2
4s −5s+6
1. Determine L−1 { (s+1)(s 2 +4) }
2. Find the inverse transforms of ;

1
(a)
2s − 3
5
(b)
(s − 4)3
3s + 4
(c) 2
s +9
3. Express in partial fractions and their inverse transforms
22s + 16
(a)
(s + 1)(s − 2)(s + 3)
s 2 − 11s + 16
(b)
(s + 1)(s − 2)2

4. Determine
4s 2 −17s−24
(a)L−1 { s(s+3)(s−4) }
2
5s −4s−7
(b)L−1 { (s−3)(s 2 +4) }

SOLUTIONS TO DIFFERENTIAL EQUATION BY
LAPLACE TRANSFORMS
To solve a differential equation by Laplace transforms, we go

through four distinct stages
a. Rewrite the equation in terms of Laplace transforms.
b. Insert the given initial conditions.
c. Rearrange the equation algebraically to give the transform
of the solution.
d. Determine the inverse transform to obtain the particular
solution.

Laplace Transform of derivatives
•L{y 00 } = s 2 L{y }(s) − sy (0) − y 0 (0)
= s 2 Y (s) − sy (0) − y 0 (0)
•L{y 0 } = sL{y }(s) − y (0)

= sY (s) − y (0)
NB; L{y } = Y (s)
Generally
L{y (k) } = s (k) Y (s) − s (k−1) y (0) − ... − sy (k−2) (0) − y (k−1) (0)

Examples
Use the Laplace transform to solve the initial value problem
y 00 − 2y 0 − 3y = 0 with y (0) = 1 and y 0 (0) = 0
Solution
L{y 00 − 2y 0 − 3y = 0}
= [s 2 Y (s) − sy (0) − y 0 (0)] − 2 [sY (s) − y (0)] − 3 [Y (s)] = 0
= s 2 Y (s) − sy (0) − y 0 (0) − 2sY (s) + 2y (0) − 3Y (s) = 0
= Y (s) (s 2 − 2s − 3) + y (0) (−s + 2) − y 0 (0) = 0
substitution for y (0) = 1 and y 0 (0) = 0 gives
= Y (s) (s 2 − 2s − 3) = s − 2
s −2
Y (s) = 2
s − 2s − 3
Finding the Laplace inverse gives ;
1 3
s −2 4
2
= + 4
s − 2s − 3 s −3 s +1
..continued
Hence ;
L−1 { s 2 −2s−3
s−2
} = 41 e 3t + 34 e −t
Try the following

1. y 0 + 3y = e 2t , y (0) = −1
2. y 00 − 4y = e −t , y (0) = −1, y 0 (0) = 0
3. y 00 − 10y 0 + 9y = 5t, y (0) = −1, y 0 (0) = 2
4. y 00 − 2y 0 + y = 3e t , y (0) = 1, y 0 (0) = 1

THE GAMMA AND BETA FUNCTIONS
THE GAMMA FUNCTION
The gamma function may be regarded as a generalization of n!
(n-factorial), where n is any positive integer to x!, where x is
any real number. (With limited exceptions, the discussion that
follows will be restricted to positive real numbers.)
The Gamma function is defined by the improper integral

Z ∞
Γ (x) = t x−1 e −t dt ——-(1) ; it is convergent for x > 0
0
Z ∞
From (1) Γ (x + 1) = t x e −t dt
0
Integrating by
parts
−t ∞ Z ∞
e
Γ (x + 1) = t x
+x e −t t x−1 dt
−1 0 0
= (0 − 0) + xΓ (x)
∴ Γ (x + 1) = xΓ (x)
This is the fundamental recurrence relation for the gamma

functions. It can also be written as
Γ (x) = (x − 1)Γ (x − 1)
With it we can derive a number of other results;
For instance, when x = n, a positive integer ≥ 1 ,then
Γ (n + 1) = nΓ (n) But Γ (n) = (n − 1)Γ (n − 1)
= n(n − 1)Γ (n − 1) Γ (n − 1) = (n − 2)Γ (n − 2)
= n(n − 1)(n − 2)Γ (n − 2)
---------
= n(n − 1)(n − 2)(n − 3)...1Γ (1) = n!Γ (1)
but fromZ the definition Γ (1) = 1 because
∞ ∞
t 0 e −t dt = −e −t 0 = 0 + 1 = 1

Γ (1) =
0
therefore, we have Γ (1) = 1 and Γ (n + 1) = n! provided n is
a positive integer.
∴ Γ (7) = Γ (6 + 1) = 6! = 720
Γ (8) = Γ (7 + 1) = 7! = 5040
or Γ (7 + 1) = 7Γ (7) = 7(720) = 5040
Γ (9) = Γ (8 + 1) = 8! = 40320
We can also use the recurrence relation in reverse

Γ (x + 1) = xΓ (x)
Γ (x + 1)
∴ Γ (x) =
x
For example ,given that Γ (7) = 720, we can determine Γ (6)
Γ (6 + 1) Γ (7) 720
Γ (6) = = = = 120
6 6 6
Now we Zhave used the original definition
∞
Γ (x) = t x−1 e −t dt
0
1
What happens when x = √2 ?
1
Lets Note that Γ ( 2 ) = π
From this, using the recurrence relation
Γ (x + 1) = xΓ (x),
we can obtain the following
Γ (x + 1) = xΓ (x) and
1
Γ (x) = Γ (x + 1)
x

Examples
evaluate
Γ (0)

3
Γ
2

5
Γ
2

7
Γ
2

9
Γ
2

Solution
1 1
Γ (0) = Γ (0 + 1) = = ∞
0 0
3 1
Γ =Γ + 1 since Γ (x + 1) = xΓ (x)
2 2
√

1 1 1
= Γ but Γ = π
2 2 2
1√
= π
2
5 3 3 3 3 1
Γ =Γ +1 = Γ +1 = Γ +1
2 2 2 2 2 2
3 1 1 3 1
= · Γ = Γ
2 2 2 4 2
3√
= π
4
Solution Cont’d
3√

7 5 5 5 5
Γ =Γ +1 = Γ but Γ = π
2 2 2 2 2 4
5 3√ 15 √
hence · π= π
2 4 8
9 7
Γ =Γ +1
2 2
7 7 7 15 √
= Γ = · π
2 2 2 8
105 √
= π
6

In summary
Z ∞
Γ (x) = t x−1 e −t dt
0
Γ (x + 1) = xΓ (x)
Γ (n + 1) = n!, where n ∈ z +
√

1
Γ (1) = 1, Γ (0) = ∞, Γ = π, Γ (−n) = ±∞
2

Now let us evaluate some integrals
Z ∞
1.Evaluate x 7 e −x dx
0
solution
We recognize this as a standard form of the gamma function
Z ∞
Γ (x) = x t−1 e −x dx just that the variables have been
0
changed.Z So it is often convenient to change it ot the form
∞
Γ (v ) = x v −1 e −x dx
0

solution cont’d
Our
Z example then becomes
∞ Z ∞
7 −x
= x e dx = x v −1 e −x dx
0 0
by comparing v = 8,
Z ∞
x 7 e −x dx = Γ (8) = 7! = 5040
0
Z ∞
NB: It should strictly be in the form x t−1 e −x dx
0

Z ∞
2. Evaluate x 3 e −4x dx
0
Solution
Z ∞
If we compare the above to Γ (v ) = x v −1 e −x dx we must
0
reduce the power of e to a single variable. Let y = 4x

solution cont’d
y
Then x =
Z ∞ 3 4
y dy
e −y
0 4 Z 4
1 1 ∞ 3 −y
= · 3 y e dy
4 4 0
Now comparing; v = 4
1 1 3
Γ (4) = ×6=
256 256 128

Example
Z ∞
1
Evaluate x 2 e −x dx
0
Solution
To make the power of e a single variable,
Let y = x 2
dy dy
= 2x = dx =
dx 2x 1
and since y = x 2 ; x = y 2

solution cont’d
The limits remain unchanged because, when
x = 0, y = 0; x = ∞, y = ∞
Z ∞ 12
1 dy
y 2 e −y
0Z 2x
∞
1 dy
= y 4 e −y
Z0 ∞ 2x
1 dy
= y 4 e −y 1
0Z 2y 2
1 ∞ − 1 −y
= y 4 e dy
2 0 Z ∞
Now by comparing to x v −1 e −x dx
0
3
v=
Z ∞4
1
−x 2 1 3
∴ x 2 e dx = Γ
0 2 4
Example
Z ∞
2
Evaluate x 6 e −4x dx
0
Solution
dy
Let y = 4x 2 dx, = 8x
dx 1
dy y2
= dx = and also x =
8x 2
Limits remain unchanged !
Z ∞ Z ∞ 1 6
6 −4x 2 y2 dy
x e dx = e −y
0 0 2 8x

Solution cont’d
∞
1
Z
dy
y 3 e −y !
26 0 y2
1
8
2
∞
1 1
Z
dy
· y 3 e −y 1
26 4 0 y2
Z ∞ 2
1 5
−y
y 2 e dy
256 0 Z ∞
7
By comparing to x v −1 e −x dx; v =
Z ∞ 0 2
2 1 7
x 6 e −4x dx = ·Γ
0 256 2
1 15 √ 15 √
= · π= π
256 8 2048
Exercise
Solve the following:

Z ∞
x 5 e −x dx
Z0 ∞
x 4 e −x dx
Z0 ∞
x 8 e −2x dx
Z0 ∞
2
x 2 e −2x dx
0

BETA FUNCTIONS
The beta function B(m, n)is defined by:

Z 1
B(m, n) = x (m−1) (1 − x)n−1 dx which converges for m > 0
0
and n > 0
NOTE
B(m, n) = B(n, m)

Proof
Z 1
B(m, n) = x (m−1) (1 − x)n−1 dx
0
du
Let u = 1 − x; x = 1 − u; = −1; dx = −du
dx
When x = 0, u = Z 1; x = 1, u = 0
0
= B(m, n) = − (1 − u)(m−1) u n−1 du
Z 1 1
= (1 − u)(m−1) u n−1 du
Z0 1
= u (n−1) (1 − u)m−1 du = B(n, m)
0
∴ B(m, n) = B(n, m)

Alternative form of the Beta Function
Z 1
B(m, n) = x (m−1) (1 − x)n−1 dx
0
If we put x = sin2 θ
dx
Then = 2sinxcosx
dθ
π
when x = 0, θ = 0; x = 1, θ =
2
Again 1 − x =π 1 − sin2 θ = cos 2 θ
Z
2
B(m, n) = sin2m−2 θcos 2n−2 θ · 2sinθcosθdθ
Z π 0
2
=2 sin2m−2 θcos 2n−2 θsinθcosθdθ
0

Proof cont’d
From laws of indices

sin2m θ
sin2m−2 θ = and
sin2 θ
cos 2n θ
cos 2n−2 θ =
cos 2 θ
π
sin2m θ cos 2n θ
Z
2
=2 · dθ
sin2 θ cos 2 θ
Z0 π
2
=2 sin2m−1 θcos 2n−1 θdθ
0 Z π
2
∴ B(m, n) = x m−1 θ(1 − x)n−1 θ can be written as:
Z π 0
2
=2 sin2m−1 θcos 2n−1 θdθ
0

Reduction Formulas
Z π Z π
2
n n − 1 2 n−2
sin xdx = sin θdx
0 n 0
π Z π
n−1 2
Z
2
n
cos xdx = cos n−2 xdx
0 n 0
π Z π
m − 1 2 m−2
Z
2
m n
sin xcos xdx = sin xcos n xdx
0 m+n 0
Z π
2
If we denote sinm xcos n xdx by Im,n then the above can be
0
written as;
m−1
· Im−2,n
m+n

Alternatively
π Z π
n−1
Z
2 2
m n
sin xcos xdx = sinm xdxcos n−2 xdx
0 m + n 0
n−1
i.e Im,n = · Im,n−2 Now, we know that
mZ+π n
2
B(m, n) = sin2m−1 θcos 2n−1 θdx
0
If we apply
Z π Z π
2
2m−1 2n−1 m − 1 2 m−2
sin xcos xdx = sin xcos n xdx to
0 m + n 0
B(m, n), we have
Z π
2
sin2m−1 θcos 2n−1 θdθ =
0 Z π
(2m − 1) − 1 2
sin2m−3 θcos 2n−1 θdθ
(2m − 1) + (2n − 1) 0
π
m−1
Z
2
sin2m−3 θcos 2n−1 θdθ
m+n−1 0
n−1
Using the right hand integral, i.e Im,n = · Im,n−2
Z π
m + n
2
= sin2m−1 θcos 2n−1 θdθ =
0 Z π
m−1 (2n − 1) − 1 2
· × sin2m−3 θcos 2n−3 θdθ
m + n − 1 (2m − 3) + (2n + 1) 0
Z π
(m − 1) (n − 1) 2
= · × sin2m−3 θcos 2n−3 θdθ
m+n−1 m+n−2 0
B(m, n) =
Z π
(m − 1)(n − 1) 2
×2 sin2m−3 θcos 2n−3 θdθ
(m + n − 1)(m + n − 2) 0

(m − 1)(n − 1)
B(m, n) = B(m − 1, n − 1)The above
(m + n − 1)(m + n − 2)
is a reduction formula for B(m, n) and the process can be
repeated as required
Example
Evaluate B(4, 3), where m = 4 and n = 3
Solution
3(2)
B(4, 3) = B(3, 2)
6(5)
3(2) 2(1)
= B(2, 1) We can go no further in the reduction
6(5) 4(3)
process from B(2, 1) since from the definition of B(m, n),’m’
and ’n’ must be greater than zero

Solution cont’d
Z π
2
B(2, 1) = 2 sin2m−1 θcos 2n−1 θdθ
Z π 0
2
= sin3 θcosθdθ
0
4 π2
sin θ
=2
4 0
π
2
sin4 θ

1 1
= = −0 =
2 2 2
0
3(2) 2(1) 1
B(4, 3) = ·
6(5) 4(3) 2

Note that, by rearranging
3(2)(1) × 2(1) (3!)(2!) Γ (4)Γ (3)
B(4, 3) = = ≡
6(5)(4)(3)(2)(1) 6! Γ (7)
That is, to find the B(4, 3) we find the gamma of m, n and we

divide by the gamma of (m + n)
Γ (5)Γ (3) (4!)(2!)

Similarly B(5, 3) = =
Γ (8) 7!
So in generic terms:
(m − 1)!(n − 1)! Γ (m)Γ (n)
B(m, n) = =
(m + n − 1)! Γ (m + n)

Note
Z π
2
B(k, 1) = 2 sin2k−1 θcosθdθ
Z 0π
2
=2 sin2k−1 θd(sinθ)
0 2k π2
sin θ 1
=2 =
2k 0 k
1
Therefore B(k, 1) = B(1, k) =
k
Question

1 1
Evaluate B ,
2 2

Solution
√ √
Γ ( 12 )Γ ( 12 )

1 1 π· π
B , = = =π
2 2 Γ (1) 1
Alternatively
Z π
1 1 2
B , =2 sin2m−1 θcos 2n−1 θdθ
2 2 0
Z π
2
=2 sin0 θcos 0 θdθ
Z0 π
2
=2 1dθ
0 π
= 2 [θ]02
= [π − 0] = π

Summary
Z 1
B(m, n) = x m−1 (1 − x)n−1 dx
0
B(m, n) = B(n, m)
Z π
2
B(m, n) = 2 sin2m−1 θcos 2n−1 θdθ
0
(m − 1)(n − 1)
B(m, n) = · B(m − 1, n − 1)
(m + n − 1)(m + n − 2)
(m − 1)!(n − 1)!
B(m, n) = ; m, n ∈ z +
(m + n − 1)!
Γ (m)Γ (n)
B(m, n) =
Γ (m + n)
1
B(k, 1) = B(1, k) =
k
B(1, 1) = 1
B( 12 , 21 ) = π
RELATIONSHIP BETWEEN THE GAMMA AND THE BETA

FUNCTION
(m − 1)!(n − 1)!
If m and n are positive integers, B(m, n) =
(m + n − 1)!
Also, we have previously established in the gamma functions
that, for n, a positive integer;
n! = Γ (n + 1)
∴ (m − 1)! = Γ (m), (n − 1)! = Γ (n)
And also (m + n − 1)! = Γ (m + n)
(m − 1)!(n − 1)! Γ (m)Γ (n)
∴ =
(m + n − 1) Γ (m + n)
Γ (m)Γ (n)
The relation B(m, n) = holds even when m and n
Γ (m + n)
are not necessarily integers
Example
√
π √
Γ ( 23 )Γ ( 12 ) × π π
B( 32 , 12 ) = = 2
=
Γ (2) 1 2

APPLICATION OF GAMMA AND BETA
FUNCTIONS
In evaluation of definite integrals using gamma and beta

functions, we try to express the integral in the basic form of
the beta function
Z 1
B(m, n) = x m−1 (1 − x)n−1 dx or its trigonometric form
Z π 0
2
2 sin2m−1 θcos 2n−1 θdθ
0

Examples
Z 1
1. Evaluate I = x 5 (1 − x)4 dx
0
Solution
Z 1
Comparing with x m−1 (1 − x)n−1 dx
0
m − 1 = 5, m = 6; n − 1 = 4, n = 5
Γ (6)Γ (5) 5!4! 1
∴ B(6, 5) = = =
Γ (11) 10! 1260
Z 1 p
2. Evaluate x4 (1 − x)2 dx
0

Solution
Z 1
1
= x 5 (1 − x) 2 dx
0
1
Let y = x 2 = x = y 2
dy dy
Then = 2x, dx =
dx 2x
Now
Z 1 when x = 0, y = 0; x = 1, y = 1
1 dy
= y 2 (1 − y ) 2 1
0
Z 1 2y 2
1 1 dy
= y 2 (1 − y ) 2 1
2 0 y2
Z 1
1 3 1
= y 2 (1 − y ) 2 dy
2 0

Solution cont’d
3 5
By comparison m − 1 = = m =
2 2
1 3
n−1= =n =
2 2
3√ r
1 Γ ( 5
)Γ ( 3
) π π
B( 52 , 32 ) = 2 2
= 4 ·
2 Γ (4) 3! 2
1 π π
= × =
2 16 32
3
x 3 dx
Z
3. Evaluate √
0 3−x

Solution
Z 3
x 3 dx
1 dx
0 (3 − x) 2
Z 3
− 12 x 1
3 x 3 (1 − )− 2 dx
0 3
x dy 1
Let y = = x = 3y ; = ; dx = 3dy
3 dx 3
When xZ = 0, y = 0; x = 3, y = 1
1
1
− 21
=3 (3y )3 (1 − y )− 2 · 3dy
0 Z 1
1 1
−2
=3 ·3 ·3 3
(y )3 (1 − y )− 2 · dy
0

Solution cont’d
1 1
By Comparison m − 1 = 3, m = 4; n − 1 = − , n =
 2  2
1 √
81 1 81 Γ (d)Γ ( 2 ) √  6 π 
√ B(4, ) = √ = 27 3
3 2 3 Γ ( 29 ) 105 √ 
π
√ 16
864 3
= = 42.76
35
Z π
2
3. Evaluate sin5 θcos 4 θdθ
0

Solution cont’d
Z π
2
5 4 1 5
sin θcos θdθ = B 3,
0 2 2
5
Γ (3)Γ
1 5 2
But B 3, =
2 2 11
Γ
2
5 3 3
But Γ (3) = 3; Γ = Γ
2 2 2
945 √

11 9 7 5 5
Γ = · · Γ = π
2 2 2 2 2 32
Finally
2 · 3 √π
1 5 4 8
B 3, = =
2 2 945 √ 315
π
32

π
Z
2 √
4. Evaluate tanθdθ
0
Solution
√
r
sinθ 1 1
tanθ = = sin 2 θcos − 2 θ
cosθ
So πwe have Z π
2 √
Z
2 1 1
tanθdθ = sin 2 θcos − 2 θdθ
0 0
By Comparison
1 3 1 1
2m − 1 = , m = ; 2n − 1 = − , n =
Z π 2 4 2
4
2 1 1 1 3 1
sin 2 θcos − 2 θdθ = B ,
0 2 4 4

solution cont’d

1 3 1 3 1
Γ Γ Γ Γ
2 4 4 4 4
= =
Γ (1) 2
We cannot continue further since we are not given the table

Try these:
Z 1
x 5 (2 − x)4 dx
0
Z π
2
sin7 θcos 3 θdθ
0
Z π
2
sin2 4θcos 5 4θdθ
0

Stirling Formula
Stirling’s Formula is a formula which is used in probability as

well as in applied mathematics. Stirling’s formula is denoted
as follows;
√
n! ∼ 2πn(n+1/2) e −n
n!
lim √ =1
n→∞ 2πn(n+1/2) e −n
n! √
lim (n+1/2) −n = 2π
n→∞ n e
Stirling Formula Proof

For the proof of Stirling formula, lets take log of n! both side.
Then,
log(n!) = log(1) + log(2) + ...... + log(n)

We know that in the interval (0, ∞) log is an increasing
function. Hence, we can show that the above expression in
such a way that
Z n Z n+1
log(x)dx < log(n) < log(x)dx where n ≥ 1
n−1 n
If we take n ∈ N, then
Z N Z N+1
log(x)dx < log(N!) < log(x)dx
0 1
Here, first integral is convergent. Now, we can use the
integration of log(x), which is x log(x) − x.So, the above
expression becomes
n log(n) − n < log(n!) < (n + 1) log(n + 1) − n
So, here we can define
dn = log(n!) − (n + 12 ) log(n) + n
Then we get
n+1
dn − dn+1 = (n + 21 ) log( )−1
n
It gives an algebraic expression
1
n+1 1 + 2n+1
= 1
n 1 − 2n+1
Now,at this
point,we can use Taylor rule.Then,
1 1 + t 3 5
2
log = t + t3 + t5 + .....
1−t
For −1 < t < 1 we define
1 1
dn − dn+1 = 2
+ + .....
3(2n + 1) 5(2n + 1)4
This shows
1 1 1
0 < dn − dn+1 < + + .....
3 (2n + 1)2 (2n + 1)4
It gives
1 1 1 1 1
0 < dn − dn+1 < · = −
3 (2n + 1)2 − 1 2 n n+1

This will imply that dn converges to a number C with
1
limn→∞ dn = limn→∞ (dn − )=C
12n
C > d1 − 1/12 = 1 − 1/12 = 11/12. Now, taking exponent of
both sides of dn , then
n!
limn→∞ n+ 1 e −n = e C
n 2
The final step of proof that e C = 2π. For this, we can use
Wallis formula, which gives
2.2.4.4.....(2n)(2n) π
limn→∞ =
1.1.3.3....(2n − 1)(2n − 1)(2n + 1) 2
We can rewrite this as ;r
2.4.6..(2n)(2n) π
√ ∼
1.3.5...(2n − 1) 2n 2

Now, rearrange the numbers,
(2n n!)2
r
1 π
·√ ∼
(2n)! 2n 2
1
n! ∼ nn+ 2 e −n e C
22n (n2n+1 )e −2n e 2C
r
1 π
· √ ∼
(2n)(2n + 1)e −2n e C 2n 2
Hence, we get the Stirling’s formular

n! √
limn→∞ n+ 1 = 2π
n 2 e −n

Examples
Given below are some examples that use Stirling’s formula to
solve problems.
1. Find the factorial of 4 using Stirling’s formula
Solution√
=n! ∼ 2πn(n+1/2) e −n
Here, n = 4
Now, we apply the Stirling formula.
Substituting n = 4 we get ;
√ 1
= √2π × 4(4+ 2 ) e −4
9
= √2 × 3.14 × 4 2 × 0.0183
= 6.28 × 512 × 0.0183
= 2.505 × 512 × 0.0183
= 1283.06 × 0.0183
= 23.48
2. Find the factorial of 2 using Stirling’s formula
Solution√
=n! ∼ 2πn(n+1/2) e −n
n=2
Now, we apply the Stirling formula.
Substituting n = 2 we get ;
√ 1
= √2π × 2(2+ 2 ) e −2
= √2 × 3.14 × 5.656 × 0.1353
= 6.28 × 5.656 × 0.1353
= 2.505 × 5.656 × 0.1353
= 14.1682 × 0.1353
= 1.9169

FOURIER SERIES
Periodic Functions
A function f (x) is said to be periodic if its functions values

repeat at regular intervals of the independent variable. The
regular interval between the repetitions is the period of the
oscillations...

Graphs of y = A sin nx
(a) 0 y = sin x 0 is an obvious example of a periodic function
which goes through its complete range of values while n
increases from 0◦ to 360◦ .
The period is therefore 360◦ or 2π radius whiles the
Amplitude(A), which is the maximum displacement from
the position of rest, is 1.
NB; The period is the interval the graph repeats itself. For the
Amplitude,we take from 0 to 1
(b) y = 5 sin 2x
The Amplitude is 5. The Period is 180◦ and there are thus 2
complete cycles in 360◦

General formular
(c) y = A sin nx
Thinking along the same lines, the function ’y = A sin nx’ has;
Amplitude = A
360◦ 2π
Period = ; n cycles in 360◦
n n
Graphs of y = A cos nx have the same characteristics.

Exercises
In each of the following, state (a) the amplitude and

(b) the period
(1) y = 3 sin 5x
(2) y = 2 cos 3x
(3) y = sin x2
(4) y = 4 sin 2x
(5) y = 5 cos 4x
(6) y = 2 sin x
(7) y = 3 cos 6x
(8) y = 6 sin 32 x

Answers

Harmonics
A function f (x) is sometimes expressed as a series of a number

of different sine components. The component with the largest
period is the first harmonic or fundamental of f (x).
For instance;
y = A1 sin x is the first harmonic or fundamental because
the period is 360◦ and the largest
y = A2 sin 2x is the second harmonic because the period
is the second largest
y = A3 sin 3x is the third harmonic etc
In general;
y = An sin nx is the nth harmonic with Amplitude An and
◦
period = 2π
n
or 360
n

Non-sinusoidal periodic functions
Although, we introduced the concept of a periodic function via
a sine curve, a function can be periodic without being
obviously sinusoidal in appearance.
Examples
In the following cases, the x-axis carries a scale of t in
milliseconds.
(a)
Period=8ms (the interval inwhich the graph repeats itself )

(b)
Period= 6ms
(c)
Period= 5ms
Analytic description of a periodic function
A periodic function can be defined analytically in many cases;

Example
(a)Between x = 0 and x = 4, y = 3 i.e. f (x) = 3, 0 < x < 4

(b)Between x = 4 and x = 6, y = 0 i.e. f (x) = 0, 4 < x < 6

So we can define the function by;
f (x + 6) = f (x) means the function is periodic with period 6

units.
Example 2
In this case,
(a) Between x = 0 and x = 2, y = x i.e. f (x) = x, 0 < x < 2
(b)Between x = 2 and x = 6, y = − x2 + 3 i.e.
f (x) = 3 − x2 , 2 < x < 6
(c) The period is 6 units i.e f (x + 6) = f (x)
So we have;

Short Exercise
Define analytically the periodic functions shown.

Define analytically the periodic functions shown.

Sketch the graphs of the following, inserting
relevant values

INTEGRALS OF PERIODIC FUNCTIONS
The integrals that we are concerned with are those of sines,

cosines and their combinations where their combinations
where the integration is over a single period from −π to π.
First, though, we list the integral of the unit constant over the
period.
Z π
(1) dx = [x]π−π = 2π
Z−π
π π
sin nx sin nπ sin(−nπ)
(2) cos nxdx = = − =0
−π n −π n n
because sin π = 0, hence sin nπ is also 0.
(3)
Z π h cos nx iπ − cos nπ − cos(−nπ)
sin nxdx = − = − =0
−π n −π n n
because cos(−x) = cos x

π π
1 − cos 2nx
Z Z
2
(4) sin nxdx = dx
−π −π 2
2
Because cos 2A = 1 − π2 sin A
h x iπ sin 2nx
= − = π i.e sin 2nπ = 0
2 −π 4n −π
π π
cos 2nx + 1
Z Z
2
(5) cos nxdx = dx
−π −π 2
2
Because
π 2 cos A − 1
cos 2A =
sin 2nx x sin 2nx π − sin(−2nπ) −π
= + = + − − =π
4n 2 −π 4n 2 4n 2

Z π
(6) cos mx cos nxdx
−π
Recall that
2 cos A cos B = cos(A + B) + cos(A − B)
cos(A + B) + cos(A − B)
∴ cos A cos B =
Z π 2
cos(m + n)x + cos(m − n)x
= dx
−π
Z π 2
1
= cos(m + n)x + cos(m − n)xdx
2
−π π
sin(m + n)x sin(m − n)x
= + (m 6= n)
m+n m−n −π
sin(m + n)π sin(m − n)π sin(m + n)(−π)
= + − −
m+n m−n m+n
sin(m − n)(−π)
=0
m−n

Z π
(7) sin mx sin nxdx
−π
Recall that
2 sin A sin B = cos(A − B) − cos(A + B)
cos(A − B) − cos(A + B)
∴ sin A sin B =
2
1 π
Z
= cos(m − n)x − cos(m + n)xdx
2 −π π
sin(m − n)x sin(m + n)x
= − (m 6= n)
m−n m+n −π
sin(m − n)π sin(m + n)π sin(m − n)(−π)
= − − +
m−n m+n m−n
sin(m + n)(−π)
=0
m+n

Z π
(8) cos mx sin nxdx
−π
SinceZ2 cos A sin B = sin(A + B) − sin(A − B)
1 π
= sin(m + n)x − sin(m − n)xdx
2 −π π
1 − cos(m + n)x cos(m − n)x
= +
2 m+n m−n −π
1 h − cos(m+n)π cos(m−n)π cos(m+n)(−π) cos(m−n)(−π) i
= m+n
+ m−n + m−n
− m−n
2
=0
because cos(−x) = cos(x)

AndZ finally when m = n
π
(9) cos mx sin mxdx
−π
1 π
Z
= sin 2mxdx
2 −π
Since sin 2A = 2
sin
π
A cos A
1 − cos 2mx
=
2 2m −π
1 − cos 2mπ cos 2m(−π)
= +
2 2m 2m
=0
because cos(−x) = cos(x)

NOTE
Note that the same results are obtained no matter the end
points of the integrals are; provided that the interval between
them is one period.
Z k+2π
Eg. cos nxdx
k k+2π
sin nxπ
=
n k
sin(nk + 2nx) sin nk
= −
n n
=0
because sin(x + 2nπ) = sin(x)

Orthogonal functions
If two functionsZf (x) and g (x) are defined on the interval

a
a ≤ x ≥ b and f (x)g (x)dx = 0 then we say that the two
b
functions are orthogonal to each other on the interval
a ≤ x ≥ b.
i.e.
Z π
cos mx cos nxdx = 0
Z−ππ
sin mx sin nxdx = 0
−π
Z π
cos mx sin nxdx = 0
−π

FOURIER SERIES
Given that certain conditions are satisfied then it is possible to

write a periodic function of period 2π as a series expansion of
the orthogonal periodic function just discussed.
That is, if f (x) is defined on the interval −π ≤ x ≥ π where
f (x + 2nπ) = f (x) then
a0 P∞
f (x) = + n=1 (an cos nx + bn sin nx)
2
where 0 an0 and 0 bn0 are constants called the Fourier constants.
The above series is called the Fourier Series of expansion
of f (x).
NB: We make use of the mutual orthogonality of the
trigonometric functions in the expansion to find the Fourier
coefficients.

To find Z0 an0 and 0 bn0 ;
1 π
an = f (x) cos nxdx
π Z−π
1 π
bn = f (x) sin nxdx
π −π
n= 0,1,2,...
For instance,
1 π
Z
a0 = f (x)dx
π Z−π
1 π
a10 = f (x) cos 10xdx and so on...
π −π
a0 P
where f (x) is given as f (x) = + ∞ n=1 (an cos nx + bn sin nx)
2

Dirichlet Conditions
If a function f (x) is such that ;

(a) f (x) is defined , single-valued and periodic with period 2π
(b) f (x) and f 0 (x) have at most a finite number of finite
discontinuities over a single period- that is they are piecewise
continuous them the series
a0 P∞
+ n=1 (an cos nx + bn sin nx)
2
where Z π
1
an = f (x) cos nxdx and
π Z−π
1 π
bn = f (x) sin nxdx
π −π
converges to f (x) when (x, f (x)) is a point continuity.

Exercises
If the following functions are defined over the interval

−π < x < π and f (x + 2π) = f (x), state whether or not each
function can be represented by a Fourier series.
1. f (x) = x 3
2. f (x) = 4x − 5
3. f (x) = x2
1
4. f (x) = x−5
5. f (x) = tan x
6. f (x) = y where x 2 + y 2 = 9

Answers
1. Yes
2. Yes
3. No: infinite discontinuity at x = 0
4. Yes
5. No: infinite discontinuity at x = π/2
6. No : Two valued

Example 1
Find the fourier series for the function shown.Consider one

cycle between x = −π and x = π
The function can be defined by;
f (x + 2π) = f (x)
a0 P∞
(a) f (x) = + (an cos nx + bn sin nx)
2 Z π n=1
1
where a0 = f (x)dx
π −π
Now for a0 we have, !
Z −π/2 Z π/2 Z π/2
1
a0 = 0dx + 4dx + 0dx
π −π −π/2 π
1 π/2
= [4x]−π/2
π
1 π
4( 2 ) − 4( −π
1
= 2
) = π [2π + 2π]
π
1
= (4π) = 4
π
∴ a0 = 4

(b) To find
Z an ;
1 π
an = f (x) cos nxdx
π −π
= Z !
−π/2 Z π/2 Z π/2
1
(0) cos nxdx + 4 cos nxdx + (0) cos nxdx
π −π −π/2 π
1 π/2
Z
an = 4 cos nxdx
π −π/2
8 nπ
∴ an = sin
πn 2
Then considering different integer values of n, we have;
if n is even ; an = 0
8
if n = 1, 5, 9, ... ; an =
nπ
−8
if n = 3, 7, 11, ... ; an =
nπ
We keep these in mind while we find bn .
(c) To find
Z bn
1 π
bn = f (x) sin nxdx
π −π
= Z !
−π/2 Z π/2 Z π/2
1
(0) sin nxdx + 4 sin nxdx + (0) sin nxdx
π −π −π/2 π
1 π/2 4 π/2
Z Z
bn = 4 sin nxdx = sin nxdx
π −π/2 π −π/2
π/2
4 − cos nx
π n −π/2
−4 −nπ
cos nπ

2
− cos 2
=0
π
∴ bn = 0

Therefore with ;
8 nπ
a0 = 4 , an = sin and bn = 0 ;
πn 2
The Fourier series
is ;
8 1 1 1
f (x) = 2 + cos x − cos 3x + cos 5x − cos 7x + ...
π 3 5 7
With this particular example,there are no sine terms since bn is

0.

Try this...
Determine the Fourier Series to represent the periodic function

shown above;
Take the limits as 0 to 2π
Hint:
The function can be defined as ;
x
f (x) = 0 < x < 2π
2
f (x + 2π) = f (x) i.e. period = 2π
FOURIER TRANSFORMS
COMPLEX FOURIER SERIES
Here, we are going to convert the infinite Fourier series in
terms of sines and cosines into a doubly infinite series
involving complex exponentials.
Complex exponentials
Recall the exponential form of a complex number and its
relationship to the polar form, namely
z = r (cos θ + j sin θ) = re jθ
From this equation, we can see that
z = cos θ + j sin θ = e jθ
and so
cos(−θ) + j sin(−θ) = e −jθ = cos θ − j sin θ
Using these two equations we can find the complex
exponential form of the trigonometric functions as ;
e jθ + e −jθ e jθ − e −jθ
cos θ = and sin θ =
2 2j
Thus ; we know
cos θ + j sin θ = e jθ and cos θ − j sin θ = e −jθ
so adding these two equations gives
e jθ + e −jθ
2 cos θ = e jθ + e −jθ that is cos θ = — (1)
2
and subtracting the two equations gives
e jθ − e −jθ
2j sin θ = e jθ − e −jθ that is sin θ = — (2)
2j
These two equations permit us to develop an alternate
representation of a Fourier series.

Previously,we found out that the Fourier series of the
piecewise continuous function f (t) with piecewise continuous
derivative and where f (t + T ) = f (t) is given as ;
a 0 P∞
f (t) = + n=1 (an cos nω0 t + bn sin nω0 t) — (3)
2
2π 2 T /2
Z
ω0 = and where an = f (t) cos nω0 tdt and
T T −T /2
2 T /2
Z
bn = f (t) sin nω0 tdt
T −T /2
If we substitute the right-hand sides of equation (1) and (2)
into equation (3) we obtain
∞
e jnω0 t + e −jnω0 t e jnω0 t − e −jnω0 t

a0 X
f (t) = + an + bn
2 n=1
2 2j

∞
a0 X an + bn /j jnω0 t an − bn /j −jnω0 t
= + e + e
2 n=1
2 2
∞
a0 X an − jbn jnω0 t an + jbn −jnω0 t
= + e + e
2 n=1
2 2
Next, we shall make some notational changes to simplify the
expression above;
an − jbn
If we now define cn = so that the complex conjugate
2
an + jbn
of cn is cn∗ = we can write this sum as
2
f (t) = c0 + ∞ (cn e jnω0 t + c ∗ e −jnω0 t )
P
P∞ n=1jnω0 t P∞ n ∗ −jnω0 t
= c0 + n=1 cn e + n=1 cn e
Note that we have taken b0 = 0. There is no problem about
this.There is no term sin 0ω0 t in the Fourier series and so
b0 = 0
= c0 + ∞ jnω0 t
+ ∞ −jnω0 t
P P
n=1 cn e n=1 c−n e
For notational convenience we denote cn∗ by c−n . This means
that a−n = an and b−n = −bn
= c0 + ∞ jnω0 t
+ −∞ jnω0 t
P P
n=1 cn e n=−1 cn e
As n ranges from 1 to ∞ so −n ranges from −1 to −∞
= −1 jnω0 t
+ c0 + ∞ jnω0 t
P P
n=−∞ cn e n=1 cn e
Notice the reversed order of summation in the first sum
= ∞ jnω0 t
P
n=−∞ cn e
Combining all three terms into the doubly infinite sum
where Z T /2
an − jbn 2
cn = = f (t)(cos nω0 t − j sin nω0 t)dt.
2 2T −T /2
1 T /2
Z
That is f (t)e −jnω0 t dt
T −T /2

Examples
(1). To find the complex Fourier series for the function
where f (t + T ) = f (t)

∞
X 2π
f (t) = cn e jnω0 t where ω0 = and
n=−∞
T
1 T /2
Z
cn = f (t)e −jnω0 t
T −T /2
1 b/2 −jnω0 t
Z
= e dt Because f (t) = 1 for −a/2 < t < a/2
T −a/2
a/2
1 e −jnω0 t

= Provided n 6= 0
T −jnω0 −a/2
−jnω0 a/2
− e jnω0 a/2

e 2π
= Since ω0 =
−j2nπ T
sin nω0 a/2 e − e jθ
jθ
= Recall that sin θ =
nπ 2j
sin na/T 2π
= Since ω0 =
nπ T
a sin nπa/T
= Provided n 6= 0
T nπa/T
When n = 0
1 T /2 1 a/2
Z Z
a
c0 = f (t)dt = dt =
T −T /2 T −a/2 T
Therefore ∞
a X a sin nπa/T
f (t) = + e jnω0 t
T n=−∞,n6=0 T nπa/T

(2) To find the complex Fourier series for the function
where f (t + T ) = f (t)

∞
X 2π
f (t) = cn e jnω0 t where ω0 = and
n=−∞
T
Z T /2
1
cn = f (t)e −jnω0 t dt
ZT −T /2
1 a −jnω0 t
= e dt
T 0 a
1 e −jnω0 t
= Provided n 6= 0
T −jnω0 0
e −jnω0 a − 1

=
−j2nπ −jnω0 a/2
− e jnω0 a/2

−jnω0 a/2 e
=e
−j2nπ

−jnω0 a/T a sin nπa/T
=e Provided n 6= 0
T nπa/T
and c0 will then be;
1 T /2
Z
c0 = f (t)dt
T −T /2
1 a
Z
a
= dt =
T 0 T
Therefore
∞
a X
−jnπa/T a sin nπa/T
f (t) = + e e jnω0 t
T n=−∞,n6=0 T nπa/T

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MATHEMATICAL METHODS II

REV. DR. W. OBENG-DENTEH

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

An integral is said to be Improper if

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

NB: Because infinity is not a real number we can’t just

So in general,to do with these kinds of integrals,we will replace

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

We integrate by parts with u = x ,dv = e x dx so that

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

Using the Direct Comparison Test

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

Example Using the Limit Comparison Test

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

The test is related to the comparison test and is often a very

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

Series test for integrals with non-negative integrands

Absolute and conditional convergence.

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

integral converges by Theorem 3 L = 0 and p = 2.

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

Absolute and conditional convergence

converges. If f (x)dx converges but |f (x)|dx

diverges, then f (x)dx is called conditionally convergent.

p integral with a = π and p = 13 ), it follows that

Any of the tests used for integrals with non-negative

Since the integrand is positive, the regions are in the first

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

INTEGRAL THE SIGN

Integral depending on a parameter

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

Hence , if we dummy t to x, we have f (x) = cos x

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

REV. DR. W. OBENG-DENTEH MATHEMATICAL METHODS II

Integration under the integral sign is the use of the identity