MIT ADTU’s

MIT School of Engineering, Pune

M. Tech. Civil
Subject:- Advanced Mathematics for Engineers

Unit-V: Laplace Transform and Fourier Transforms

Session1: Introduction to Laplace Transform

Introduction:
Laplace Transforms help in solving the differential equations with boundary
values without finding the general solution and the values of the arbitrary
constants.
Definition: Let f(t) be defined for all positive values of t, then the Laplace
transform of f(t) is defined as

L[ f (t )]   e st f (t )dt
0
= F(s)

Provided the integral exist, where L is called as the Laplace Transform

operator and s is a parameter which may be real or complex.
Note: As Laplace Transform is a real definite integral, there for it satisfies all
the properties of definite integrals.
Conditions for Existence of Laplace transform

A function f(t) is said to have its Laplace Transform if

1. f (t) is piece wise continuous.

2. f (t) is a function of exponential order.
i.e. it satisfies the following equality :
f (t )  beat for all t  0

Where a and b are constants.

Prerequisite:


1. Gamma Function: n   e x dx(n  0)

 x n 1

2. n  1  n n  n! If n is a positive integer
1
3.  
2
1 
4. m. m   2 m1 2m
2 2

5. p.1  p  ; if 0  p  1
sin p

b
6.  e sin(bt  c)dt 
 at

0 a 2  b2

a
7.  e co s(bt  c)dt  2
 at

0 a  b2
8. Error Function:
2 t u
erf (t )   e du
2

 0


2
erf c (t )   e du
 u2

 t

erf (t )  erf c (t )  1
9. DUIS [Rule-1]: If
b

I ( )   f ( x, )dx where a and b are constants

a

dI b 
then   f ( x, ) dx
d a 
Table of Laplace Transform of some Standard Functions

Sr.No. f(t) L[f(t)]=F(s)

 1 1 1
;s  0
s
2 e at 1
;s  a
sa
3 sin(at ) a
;s  0
s  a2
2

4 cos(at ) s
;s  0
s2  a2
5 sinh(at ) a
;s  a
s2  a2
6 cosh(at ) s
;s  a
s2  a2
7
n 1
n
t
;s  0
s n 1
8 tn n!
If n a positive integer
s n 1
9 1
erf t
s s 1
Illustrations
Type I: L.T. using Standard Results
Q) Find the Laplace Transform of the following functions
2
1) cos t

Solution:

We know that
cos2t=2cos2t  1

1  cos 2t
 cos 2t 
2

1  cos 2t 
 L cos2t   L  
 2
 1
= L[cos 2t ]  L[1]
2

1 s 1
=  2 2 
2 s 2 s

1 s 1
=  2  
2 s  4 s
3
 t
2) t2  t 2
 5sin 3t  2 cos  e 8t
2

Solution:

Given that
1
 t
f(t)=t 2  t 2
 5sin 3t  2 cos  e 8t
2

 
1
t 
 L  f (t )   L t 2  t 2  5sin 3t  2 cos  e 8t 
 2 
 
1
 t
=L t 2   L t 2   5 L sin 3t   2 L cos   L e 8t 
   2

1
 1
2! 3 s 1
= 3  23 5 2 2 2 
s 1 s 3 1
2
s 8
s2 s2   
2
2  15 8s 1
=  5  2  2 
s 3
s  9 4s  1 s  8
s2

cos t 0<t<
3) f (t )  
0 t>

Solution
Given that
cos t 0 < t < 2
f (t )  
0 t > 2
Use the formula of Laplace Tansform
 
L[ f (t )]   e st f (t )dt
0
2 
 L[ f (t )]   e st cos tdt +  e st 0dt
0 2

Integrating w.r.t. 't'

2
 e st 
= 2   s cos t  sin t  

 s  1 
0

Substitute limits of t.
e2 s
 s  0   2 (s  0) 
1
= 2
s 1  s 1 

Simplify.

1  e2 s 
s 
s 1 2
 
is the requird LT of f(t)

t 2 0<t<2
4) f (t )  
t t>2

Solution
Given that
t 2 0<t<2
f (t )  
2t t>2

Use the formula of Laplace Tansform


L[ f (t )]   e st f (t )dt
0

2 
 L[ f (t )]   e st t 2 dt + 2  e st tdt
0 2
Integrating w.r.t. 't'
2
  e st   e st   e st 
= t 2    2t  2   2 3 
  s   s   s 
      0

  e st   e st 
+ t    t 2 
  s   s 
     2

Substitute limits of t.
 4e2s 4e2s 2e2s   2 
=       0  0  3  
 s s2 s3   s 
  

  2e2s e2s 
+2  0  0   
  2 
  s s 
  

Simplify.
2 2e2s e2s
  2
s3 s2 s
is the requird LT of f(t)

EXERCISE
cos t 0<t<
Q) Find the Laplace transform of a) f (t )  
sin t t>

t
t

b) f (t )  cosht+7sin    5e 2 c) f (t )  cos3t
2

Ans:
1
a) 2 e  s ( s  1)  s 
s 1 
s 14 10
b) 2  2 
s  1 4s  1 2s  1

c)

s s2  7 
s 2

 9 s2  1 
 Session -2 PROPERTIES AND THEOREMS ON LAPLACE TRANSFORMS

Notes:-
Table of Theorems on Laplace Transforms
Sr.
Theorem f(t)
No. L[f(t)]=F(s)
1 First Shifting e  at f (t ) F ( s  a)
property
2 Second
Shifting
 f (t  a) t > a e  as F ( s )
property F (t )  
0 t<a
3 Change of f (at ) 1 s
Scale F 
a a
4 Multiplication t n f (t ) n
n d
of t (1) F ( s)
ds n
MultiplicationDerivatives
5 Division by t 
f (t )
 F ( s )ds
t s

Division Integration
6 Laplace L  f (t )
'
sF ( s)  f (0)
transform of
derivatives L  f n (t )  s n F ( s)  s n f (0)  s n1 f ' (0)   f n1 (0)
Derivativesmultiplication by powers of s

L   f (t )dt 
7 Laplace t
1
F (s)
transform of
integrals
 0  s
L    f (t )dt.dt 
t t
1
F (s)
 0 0  s2
IntegrationDivision by powers of s
8 Convolution L  f (t )  g (t ) L   f (u ) g (t  u )du 
t

thm  0 
 F ( s ).G ( s)
9 Initial Value lim f (t ) lim sF ( s)
Thm t 0 s 

10 Final Value lim f (t ) lim sF ( s)

Thm t  s 0

Type I : L.T. using Theorems on Laplace Transform

Q) Find the Laplace Transform of the following functions
1) Find L[e2t sin 3 t ]

Solution :  Consider, L[sin 3t ]

3 1
 L[ sin t  sin 3t]
4 4

3 1
= L[sin t]- L[sin 3t]
4 4

3 1 1 3
= [ 2 ] [ 2 ]
4 s 1 4 s  9

Now, using first shifting property.

If , L[f(t)]=F(s) then, L[e2t f (t )]  F (s  a)

 L[e2t sin 3 t ]  F ( s  2)

3 1 1 3
 L[e 2t sin 3 t ]  
4 ( s  2)  1 4 ( s  2) 2  9
2

3 1 1
= [  ]
4 ( s  2)  1 ( s  2) 2  9
2

sin 2(t   ) t  
2) If g (t )  
0 t<
Find L[g(t)]
Solution:-
sin 2(t   ) t  
g(t)= 
0 t<

0 t<a
If , L[ f (t )]  F ( s) and g(t)= 
 f (t  a) t  a
Then, L[ g (t )]  e  as F ( s)
Here f(t-a)=sin 2(t- )  a=

f(t)= sin 2t
 2
F(s)=
s2  4
2
L[ g (t )]  e s [ ]
s2  4

 sin t  1  1   sin at 
3) If L   tan   , find L
 t  s  t 
Solution:-
Given that

 sin t  1  1 
L  tan  
 t  s
We know that
If , L[ f (t )]  F (s)

1 s
Then, L[ f (at )]  F( )
a a
By change of scale theorem,

 1 
 sin at  1
L   tan 
1

 at  a  s 
 a
Simplify
1  sin at  1 1  a 
L  tan  
a  t  a s

 sin at  1  a 
L  tan  
 t  s
Exercise:
 1  cos t
Q1) Find Laplace Transform i) ii) t 3e2t
t

d 2 y dy
iii) -3 +5y given that y(0)  2 and y ' (0)  4
dt 2 dx

Session -3 Illustration on Properties of theorems on laplace transforms

Notes:-
ILLUSTRATIONS
4) Evaluate Lt sin(4t )
2

Solution:
We Have
4
L sin(4t )  
s 2  16
We know that
If , L[ f (t )]  F (s)

Then, L[t 2 f (t )]  ( 1) 2 F '' ( s )

d 4 4
 2 2s
ds s  16  s  16 
2 2

d 4 8s

ds s 2  16  s 2  16 
2

d2 4 d 8s

ds 2 s 2  16 ds  s 2  16 
2

  s 2  16  8  2  s 2  16 .2s.8s
2

=
s  16 
2 4

8  s 2  16   32s 2  s 2  16 
2

=
s  16 
2 4

s 2
 16   32s 2  8s 2  128

s  16 
2 4

24s 2  128
= 2
 s  16 
3

5) If f(t)=e5t sin t , find L[f ' (t )]

Solution : 
L[ f (t )]  Le5t sin t
By first shifting property,
 1
=
( s  5) 2  1
We know that
L[f ' (t )]   f (0)  sF ( s)

s
 L[f ' (t )]   f (0)  ...............(1)
( s  5) 2  1

f (0)  lim
t 0
f (t )  0

s s
 L[f ' (t )]   from(1)
( s  5) 2  1 s 2  10s  26

6) f (t )  sin 2 t , find L[f ' (t )]

1 1
 L(1)  L cos 2t
2 2
1 1 s 
F ( s)    2
2  s s  4 

Also f(0)=sin 2 0  0

We know that
L[f ' (t )]   f (0)  sF ( s)

1 1 s 
L[f ' (t )]  0  s.   2
2  s s  4 

1 s2 2s 2  8  2s 2
  
2 2( s 2  4) 4( s 2  4)

2

s2  4
7) Find Laplace Transform of sin t
  t   3!1  t   5!1  t  1
 t
3 5 7
Solution: We have sin t    ......
7!
7
1
1 3 1 5 12
sin t  t  t 2  t 2 
2
 ......
3! 5! 7!

Taking Laplace Transform On both sides

 1 1 3 1 5 1 72 
  
L sin t   L t  t  t 
2 2 2
 ......
 3! 5! 7! 
 

3 5 7 9
1 1 1
 23  2
5
2
7
2  ...
9
3! 5! 7!
s2 s2 s2 s2

3 31 531 7531
 1  1  1 
 2 3  2 25  2 2 72  2 2 29 2  ...
3! 2 5! 7!
s2 s s2 s2

    41s
L sin t   3 e
2s 2


t e
2 t
8) Evaluate by using Laplace Transform sin tdt
0


We have, L  f (t )   e  st f (t ) dt
0

 

 t e sin tdt   e t sin t  dt

2 t t
 2

0 0

2 d
 L t 2 sin t  =  1 sin t 
ds 2

d  1 
=  s 2  1
ds 2
  
d  2 s 
=

ds  s 2  1  
2

 


 s2  1   2   (2s)2  s 
 1 (2 s) 
2
2

 
  s  1 
4
2
 


 2 3s 2  1

 
 
 s2  1 3  


  2  3.1  1  1
0
2 t
 t e sin tdt   
 1  1  2
3


1
t e
2 t
 sin tdt 
0
2

Exercise:


 te
3t
i) Evaluate by using Laplace Transform sin 3 t dt
0

e at  e bt
t
ii) Evaluate by using Laplace Transform 0 t dt

cos t
iii) Find Laplace transform of
t
t
sin t
iv) Find Laplace transform of 
0
t
dt
 Session -4 :

Notes:-

Notes:

Inverse Laplace Transform

DEFINATION: If the Laplace transform of f(t) is F(s) , that is L[f(t)]=F(s) ,then f(t) is called the
inverse Laplace transform of F(s) and it is written as

L1  F ( s)  f (t )

L1 is a inverse Laplace transform operator

LINEARITY PROPERTY:

If c1 and c2 are any constants and F1 ( s ) and F2 ( s ) are the Laplace transforms of F1 (t) and F2 (t)
,respectively then
L1 c1F1 (s)  c2 F2 (s)  c1L1[ F1 (s)]  c2 L1[ F2 (s)]

= c1 f1 (t )  c 2 f 2 (t )

Table of Inverse Laplace Transforms

Sr.No. F(s) F(t) = L1  F ( s)

1 1 1
s
2 1 e at
sa

3 1 sin at
s  a2
2
a

4 s cos at
s  a2
2

5 1 sinh at
s  a2
2
a
6 s cosh at
s  a2
2

7 1 tn
s n 1 n 1
8 1 tn
s n 1 n!
If n a positive
integer

Ex: Obtain the inverse Laplace transform of the following functions:

2
i)
s3

 2   2 
Solution: L1    2 L1    2e3t
 s  3  s  3

4s
ii)
s 9
2

 4s   s  1  s 
Solution: L1  2   4 L1  2  L  2 2   4cosh 3t
s 9  s  9  s 3 
 1
iii)
s4

1 t t
Solution: L1  4   
 s  3! 6

 6 3  4s 8  6s 
iv) L1   2 
 2s  3 9s  16 16s  9 
2

 6 3  4s 8  6s 
Solution: L1   2 
 2s  3 9s  16 16s  9 
2

        
 3 1  1  4  s  1  s  3  s 
= L1             
 s  3 3  s 2  16  9  s 2  16  2  s 2  9  8  s 2  9  
 2  9   9   16   16  

1 4t 4 4t 2 3t 3 3t
= 3 e3t /2  sinh  cosh  sin  cos
4 3 9 3 3 4 8 4

FIRST SHIFTING THEOREM: If L1  F ( s)  f (t ), then L1  F ( s  a)  e at f (t )

Ex: Obtain the inverse Laplace transform of the following functions:

1
i)
( s  4)6

Solution: by the first shifting property

1
= e at L1  6 
s 

4 t t5 4 t t
5
=e e
5! 120

SECOND SHIFTING THEOREM: If L1  F ( s)  f (t ), then

 f (t  a), t  a
L1 e as F (s)   
 0 , ta

NOTE: We can write F(t) in terms of Heaviside unit step functions as f(t-a) U(t-a) , we have the
following equivalent result for the second shifting theorem

L1 e as F (s)   f (t  a) U(t  a)

Ex: Obtain the inverse Laplace transform of the following functions:

s e 4 s /5
i)
s 2  25

 s e 4 s /5 
Solution: We have, ` L1  2   cos 5t
 s  25 

4
Hence by the second shifting theorem , with a =
5

 s e4 s /5  cos 5  t  4 / 5  , t  4 / 5
1
L  2  
 s  25  0 , t  4 / 5

CHANGE OF SCALE THEOREM: If : If L1  F ( s)  f (t ), then

1 t
L1  F (ks)  f 
k k

 s  1  bt 
Ex: Prove that L1  2 2 2
 2 cos  
a s b  a a

 s 
Solution: we have L1  2  cos bt
 s  b 
2

1  as  1 t
 L  2
 2 cos b   [ By change of scale theorem]
 (as)  b  a a
2

 s  1  bt 
 L1  2 2  2 cos  
 a s  b  a a
2

INVERSE LAPLACE TRANSFORM OF DERIVATIVES:

d 
If L1  F ( s)  f (t ), then L1  F (s)    t f (t )
 ds 
The generalization to higher order derivatives is
 dn 
L1  n F ( s )   (1) n t n f (t )
 ds 

Ex: Obtain the inverse Laplace transform of the following functions:

 sb 
i) log  
sa
   s  b 
Solution: Let , L1 log    f (t )
  s  a 

 L  log( s  b)  log( s  a)  f (t )

1

d 
 L1  log( s  b)  log( s  a)  t f (t )
 ds 

 1 1 
 L1    t f (t )
 s  b s  a 

 ebt  e at  t f (t )

e  at  e bt
  f (t )
t

INVERSE LAPLACE TRANSFORM OF INTEGRALS :

  f (t )
If L1  F ( s)  f (t ), then L1   F ( s )  
s  t

We have generalise the above result as

  
 f (t )
L1   s .............s F (s ) ds. ds............ds   t n
s

Ex: Obtain the inverse Laplace transform of the following functions:

2s  1
i)
s  s  1
2 2

 
 1 2s  1 
Solution: Let, L  f (t )
  s 2  s  12 
 

 
2s  1   f (t )
 L1   ds
 s  s 2  s  1 2
 t
 

  


  2s  1    f (t )
 L1   2 

   s 2
 s  1  
s 
t
  1  f (t )
 L1  2 
  s  s  1  t

MULTIPLICATION BY POWERS OF S: If L1  F ( s)  f (t ), then

L1  s F (s)  f '(t ) , if (0)  0
 s  1  s  sin 2t
i) L1  2 , given that L  s  4   2
 s  4 
2

 s  sin 2t
Solution: Given that L1  2 
 s  4  2

 s  d  sin 2t  2cos 2t
 L1  s . 2   
 s  4  ds  2  2

 s 
 L1  2  cos 2t
 s  4 

 F ( s) 
t
DIVISION BY S : L1  F ( s)  f (t ), then L1    F (t ) dt
 s  0

Ex: Obtain the inverse Laplace transform of the following functions:

1
i)
s ( s 2  1)
3

 1 
Solution: We have L1  2   sin t
 s  1
t
1 1 
t
1
 L  . 2   sin t dt    cos t   1  cos t  f (t ) says,
 s s  1 0 0

1
Where F ( s) 
s ( s  1)2

1 
t t
 L1  . F ( s)  
s 

0
f (t ) dt   (1  cos t ) dt
0

= t  sin t 0  t  sin t   (t ) says,

t

1 
t t
 L1  . ( s)     (t ) dt   (t  sin t ) dt
s  0 0
 t
 1
1  t2  t2
Hence, L  3 2 
   cos t   2  cos t  1
 s ( s  1)   2 0

Ex: find inverse Laplace transform of the following functions:

2s  5  a2  s 1  s2  a2   s2 
i) ii) log 1  2  iii) iv) log  2  v)  3 
s  4 s  13 s  2s  1  s b   ( s  a) 
2 2 2
 s  2

1  s2  a2  1  s2  1 
vi) log  2 2 
vii) viii) log  2 
s  s b  ( s 2  1)3 s s

Session -5 EXAMPLES ON INVERSE LAPLACE TRANSFORMS

Notes:-

USE OF CONVOLUTION THEOREM:

If L1  F (s)  f (t ), L1 G( s)  g (t ), and H ( s )  F ( s ) G ( s ) , then
t
L1
 H (s)  L  H (s) G(s)   f (u ) g ( t  u ) du  f (t ) * g (t )
1

Note 1: Convolution of f(t) and g(t) is commutative , f(t) and g(t) are interchangeable in the above
result .Hence
t
L 1
 H (s)  L  H (s) G(s)   f (u ) g ( t  u ) du  f (t ) * g (t )
1

1
Note 2: L1  F (s)  f (t ), and L1 G( s)  L1    1 , then by above result ,we get
s
 F (s) 
t
1
L    f (u ).1 du
 s  0

Ex: Use the convolution theorem to find inverse Laplace transform of the following functions:

1
i)
( s  1)( s 2  1)
1 1 1
Solution: We can write = . 2
( s  1)( s  1) ( s  1) ( s  1)
2

1 1
Let F(s) = and G(s ) = so that,
( s  1) ( s  1)
2

 1  t  1 
f (t )  L1  e and g (t )  L1  2   sin t
 ( s  1)   ( s  1) 
 Hence by convolution theorem , we have
1   t t
1
L 
 ( s  1)( s 2
 1) 

 e *sin t  
0
eu sin(t  u ) du

t
t
 eu 
0 e sin(t  u) du   (1)2  (1)2   sin(t  u)  cos(t  u) 
u

u 0

et 1
= (0  1)  ( sin t  cos t )
2 2

1
= (sin t  cos t  e  t )
2

USE OF PARTIAL FRACTIONS:

Ex 1: When the denominator has non-repeated linear factors, we write
11s 2  2s  5 A B C
L1   
(s  2) (2s  1)( s  1) s  2 2s  1 s  1
Ex 2: When the denominator has repeated linear factors, we write

2s  5 A B C D
L1    
(3s  4) (2s  1) 3
3s  2 2s  1 (2s  1) (2s  1)3
2

Ex 3: When the denominator has non repeated quadratic factors, we write

s 2  2s  4 As  B Cs  D
L1  2  2
(s  2s  5)(s  2s  2) (s  2s  5) (s  2s  2)
2 2

Ex 4: When the denominator has repeated quadratic factors, we write

3s 2  4s  2 As  B Cs  D E
L1  2  2 
( s  2s  4) ( s  5) ( s  2s  4) ( s  2s  4) s  5
2 2 2

Ex: Using partial fractions, find inverse Laplace transform of the following functions:
1 11s 2  2s  5
i) L
( s  2) (2s  1)( s  1)

11s 2  2s  5
Solution: We have,
( s  2) (2s  1)( s  1)

Here the denominator has non –repeated linear factors.

11s 2  2s  5 A B C
Let L1   
(s  2) (2s  1)( s  1) s  2 2s  1 s  1

Multiplying both sides by (s-2) (2s-1) (s+1), we obtain

 11s 2  2s  5  A(2s  1)( s  1)  B( s  2)( s  1)  C ( s  2) (2 s  1)

Putting s = 2 , We get , A= 5

Putting s = 1/2 , We get , B= -3

Putting s = -1 , We get , C= 5

 11s 2  2s  5   5 3 2 
Hence L1    L1   
 ( s  2) (2 s  1)( s  1)   s  2 2 s  1 s  1 

 1  3 1  1   1 
 5L1    L    2L1 
 ( s  2)  2  s  1/ 2   s  1

3
 5(e 2t  et /2  2e  t )
2

Ex: Using partial fractions, find inverse Laplace transform of the following functions:

2s 2  6s  5 1 5s  3 1
i) ii) iii) iv)
s 3  6 s  11s  6 ( s  2) ( s  3)
4
( s  1)( s  2 s  5)
2
( s  2)( s  2s  2)
2

s 2  2s  3
v)
s( s  3) ( s  2)

Ex: Use the Convolution theorem to find inverse Laplace Transform of the following functions:

1 s2 1
i) ii) iii)
( s  2) 4 ( s  3) s ( s  3)
2
( s  1)( s 2  1)
Session -6 APPLICATION OF Laplace Transform:

The Laplace Transform is useful in solving differential equations and corresponding initial and
boundary value problems.

Note:

 dy 
i) L    L( y ')  sY ( s)  y(0)
 dt 
d2y
ii) L  2   L( y '')  s 2 Y ( s )  s y (0)  y '(0)
 dt 
d3y 
iii) L  3   L( y ''')  s 3 Y ( s )  s 2 y (0)  s y '(0)  y ''(0) etc
 dt 

Ex: Find the solution of each of the following differential equations which satisfy the given
conditions:

i) y '' y  t y (0)  1 , y '(0)  2

Solution: Tacking Laplace Transform on both sides,

L  y ''  L  y   L t 

 s Y ( s )  s
2
y (0)  y '(0)  Y ( s ) 
1
s2

Putting the given condition y (0)  1 , y '(0)  2 we get,

1
 ( s 2  1)Y ( s )  s  2 
s2

1
 ( s 2  1)Y ( s )  s  2 
s2

s2 1
 Y (s)   2 2
s  1 s ( s  1)
2
 s 2 1 1
By partial fraction ,  Y ( s )   2  2 2
s  1 ( s  1) s
2
s 1

1 s 3
Y(s) = Y (s)   2  2
s s 1 s 1
2

Ex: Find the solution of each of the following differential equations which satisfy the given
conditions:

i) y '' 3 y ' 2 y  12e2t , y (0)  2 , y '(0)  6

ii) y '' 2 y ' y  tet , y (0)  1 , y '(0)  2
iii) y ''' y  et , y (0)  y '(0)  y ''(0)  0
Session -7 Introduction to the Fourier Transform

 Notes:
Introduction:-A Fourier transform can be use to solve partial differential equation. The Fourier
Transform is extensively used in the field of Signal Processing. So it is necessary to study Fourier
transform.

1. FOURIER INTEGRAL THEOREM

i) If f(x) satisfies Dirichlet's conditions and
ii) If f(x) is absolutely integrable i.e.




f ( x ) dx converges then

1  


f ( x)     f (u )e  i (u  x ) du d 
    

If we write F ( )  

f (u )e  iu du and


1
f ( x) 
2  F (  ) e i x d 


The function F ( ) is called Fourier Transform of f(x),

we can write F ( )  F [ f ( x)]
The function f(x) is called Inverse Fourier Transform of F ( )
2. Definition :

Fourier Transform of the function f  x  defined in the interval is defined as,


F ( )  

f (u )e  iu du

And the inverse Fourier transform of F ( ) is given by


1
f ( x) 
2  F (  ) e i x d 


3. Fourier Transform for Even Function:

 If f(x) is defined in the interval - < x <  is even function , then
Fourier Transform of f(x) is,

F ( )   f  u  cos udu
0

and the inverse Fourier Transform of F ( ) is,


2
f ( x) 
  F ( ) cos  xd 
0
c

4. Fourier Transform for Odd Function:

If f(x) is defined in the interval - < x <  is odd function , then

Fourier Transform of f(x) is,

F ( )   f  u  sin udu
0

and the inverse Fourier Transform of F ( ) is,


2
f ( x) 
  F ( ) sin  xd 
0

5. Fourier cosine transform :

If f(x) is defined in the interval 0 < x <  , then

Fourier Cosine Transform of f(x) is defined as ,

Fc ( )   f  u  cos udu
0

and the inverse Fourier cosine transform of Fc ( ) is defined as ,


2
f ( x) 
  F ( ) cos  xd 
0
c

6. Fourier sine transform

If f(x) is defined in the interval 0 < x <  , then

Fourier Cosine Transform of f(x) is defined as ,

Fs ( )   f  u  sin udu
0

and the inverse Fourier sine transform of Fs ( ) is defined as ,


2
f ( x) 
  F ( ) sin  xd 
0
s

1) Even Function:
 If f (  x)  f ( x) x

Then f(x) is said to be an even function of x

 Graph of even function is symmetric about y-axis

a a
For even function we have 
a
f ( x)dx  2  f ( x)dx
0

2) Odd Function:

If f ( x)   f ( x) x
Then f(x) is said to be an odd function of x

 Graph of odd function is symmetric in opposite quadrant.

a
For odd function we have 
a
f ( x)dx  0

3) f ( x)  f ( x)   f ( x)

eax is neither even nor an odd function

4)
eax  e ax  eax
5) Integration by parts formula
 du 
 uvdx  u  vdx    dx  vdx dx where u and v are functions of x

6) Generalized integration by parts Rule

 uvdx  uv  u v  u v|||  ......

|
|

Where suffixes( | ) indicates integration and dashes( | ) indicates derivatives.

ILLUSTRATION
Type 1] EXAMPLES ON FOURIER INTEGRAL REPRESENTATION / FOURIER TRANSFORM

Ex.1) Find the Fourier transform of


1 for x  a
f ( x)  

0 for x  a

Solution:
As f(x) is even function of x
 1 for  x  a 1 x a
f ( x)     f ( x)
 0 for  x  a  0 x  a
 We find Fourier Cosine Transform

FC ( )=  f (u ) cos udu
0
a
= 1.cos udu
0

 sin u 
a

=
   0
sin  u
FC ( ) 


Ex.2) Find the Fourier transform of

1  x , x 1
2

f ( x)  
 0, x 0
Hence evaluate

 x cos x  sin x 
 
0 x
3  cos xdx


Solution

Part-I
Step-1] As the given function is even function of x

We have to find Fourier cosine transformation of f(x)

 1 
Fc ( )   f (u ) cos udu   f (u ) cos udu   f (u ) cos udu
0 0 1

Step-2] substitute the value of f (u)

 1
  (1  u 2 ) cos  udu
0

By using generalized integration by parts formula, we get

1
 sin   cos    sin  
 (1  u 2 )  ( 2u )     ( 2)   
   2   3  u  0

Step3] Substitute upper and lower limits [using cos0=1 and sin0=0]

2 cos  2sin 
 FC ( )  0    (0  0  0)
 2
3
Simplify
2( cos   sin  )
FC ( ) 
3

Part-II
Step4] As we have to find the integral

We use Inverse Fourier Transform which is given by


2
f ( x) 
  F ( ) cos  xd 
0
C

Step5] Substitute the value of FC ( )we get


2 2( cos   sin  )
f ( x) 
 
0
3
cos  xd 


4 sin    cos 
f ( x) 
 
0
3
cos  xd 


 (1  x ), x  1

sin    cos 
2

 cos  xd    4
0
3 0, x  1


Step5] To get the required integral value put x=1 in above equation we get
 
 (1  1 ), x  1

sin    cos 
2

 3
cos 1d    4
0 0, x  1


 cos   sin 

0
3
cos  d   0

As the variable is immaterial in definite integral we replace  by x


x cos x  sin x

0
x3
cos xdx  0

EXERCISE
Ex.1 Find the Fourier Transform of

 1 -2  x  0
f ( x)  
1 0x2

 cos 2 x  1 sin 2 x dx   
Hence show that 
0
x 2
cos 2  1
Ans: F ( ) 

Ex.2 Find the Fourier Transform of

-3 x <1
f ( x)  
 0 x >1

sin  cos  x
Hence evaluate 
0

d


sin 
Also deduce the value of 
0

d

 sin  
Ans: F ( )  3 
  


sin  cos  x  x 1
0 
d   2
0 x 1


sin  

0

d 
2
 x
Ex.3 Find the Fourier Transform of f ( x)  e

2
Ans: F ( ) 
1 2
Session -8 EXAMPLES ON FOURIER SINE AND COSINE TRANSFORM AND INVERSE FOURIER
TRANSFORMS

Notes:
Type 2] EXAMPLES ON FOURIER SINE AND COSINE TRANSFORM AND INVERSE FOURIER TRANSFORM

ILLUSTRATION
Ex.1 Find the Fourier cosine and sine transforms of the following functions:

f  x   e2 x  4e3 x

Solution

PART-I

To find cosine transform

Step-1] consider the Fourier cosine transform formula


Fc ( )   f (u ) cos  udu
0

Step-2] Put the value of f (u)


Fc ( )   (e 2u  4e 3u ) cos  udu
0

 
Fc ( )   e 2 u
cos udu  4  e 3u cos udu
0 0

Step-3] Integrate


a
e cos udu 
 au
Using the formula
0
a  2
2
 2 4.3
Fc ( )   2
2 22
3  2
 1 6 
Fc ( )  2  2  2
   4   9 

PART-II

To find Sine transform

Step-1] consider the Fourier sine transform formula


FS ( )   f (u ) sin udu
0

Step-2] Put the value of f (u)


FS ( )   (e 2u  4e 3u ) sin udu
0

 
FS ( )   e 2u sin udu  4  e 3u sin udu
0 0

Step-3] Integrate



e sin udu 
 au
Using the formula
0
a  2
2

 4.
FS ( )  
2 2 2
3  2
2

 1 4 
FS ( )    2  2
   4   9 

e  ax
Ex.2Find the Fourier sine transform of
x

e  au
Solution Let f (u ) 
u

Step-1] Consider Fourier sine transforms formula

 
Fs (T )   f (u ) sin udu
0

Step-2]Put the value of f (u)


e  au
Fs (T )   sin udu
0
u

Step-3] Use D.U.I.S


d   e  au 
 FS ( )    sin u  du
d 0
  u 
Step-4] Differentiating with respect to (  )


d 1
 FS ( )   e au  u cos u  du
d 0
u

d
FS ( )   e au cos udu
d 0

Step-6] Integrate


a
e cos udu 
 au
Using the formula
0
a  2
2

d a
FS ( )  2
d a  2

Integrating with respect to 

 
Fs ( )  tan 1    A
a
To find constant A put  =0
Fs (0)  0  A
0  0 A

 Fs ( )  tan 1  
a
2 x
 f ( x)  tan 1  
 a

EX.3 Find inverse Fourier Cosine transform and f(x) if

sin a
FC ( ) 

Solution
sin a
Given that FC ( ) 

Step1]we have inverse Fourier Cosine transform,


2
f ( x) 
  F ( ) cos  xd 
0
C

Put the value of FC ( )


2 sin a
f ( x) 
 
0

cos  xd 

Use 2sinAcosB = sin( A+B )+sin( A-B )


1 2 sin(a  x)  sin(a  x)
2  0
f ( x)  d

1  sin(a  x) 
 
sin(a  x)
f ( x)    d   d 
 0  0
 


sin ax  2 , a  0
we know that  dx  
0
x   , a  0
 2
  
 a+x>0 and a-x>0
1  2 2
f ( x)  
  
 a+x>0 and a-x<0
 2 2
1 x>-a and x<a i.e x  a
f ( x)  
0 x>-a and x>a i.e x  a

EXCERCISE
Ex.1)Find the Fourier cosine transform of the following functions:

f  x   2e5 x  5e2 x
 2 2  29 
Ans: Fc ( )  10  2 
 (  4)(  25) 
2

Ex.2) Find the Fourier cosine and sine transforms of the following function

f ( x)  x m 1
m m
cos sin
Ans: FC ( )  2 m and FS ( )  2 m
 m
 m

Ex.3)Find inverse Fourier sine transform of

1
FS ( )  e  a   0

2 x
Ans f(x)= tan 1
 a
Ex.4)Find inverse Fourier cosine transform of

sin a
FC ( ) 

Ans f(x) = 2
Session -9: Solve integral equations

Notes:
Type 3] EXAMPLES ON INTEGRAL EQUATIONS

ILLUSTRATIONS
Ex.1] Solve the following integral equation

 f  x  cos  xdx  e

,  0
0

 f  x  cos  xdx  e

Solution: - given equation is, ,   0 …….(1)
0

Since FCT,


Fc      f  u  cos udu..........(2)
0

 e  ,  0

Now IFCT,

2
f  x   F    cos  xd 
 0
c
 
2
e

 cos  xd 
 0

2 1 
  a  1, b  x , which is required.
 1  x 2 

Ex.2]

e3
Solve the integral equation  f  x  sin  xdx 
0



e3
Solution:- Given equation is,  f  x  sin  xdx  …………(1)
0



FST is Fs      f  u  sin udu...........(2)
0

From equation (1) and (2)

e 3
Fs    

 Inverse Fourier transform is,

2
f  x   F    sin  xd 
 0
s


2 e3

 
0

sin  xd 

Consider


e3
I  x   sin  xd  …….(3)
0


By using DUIS rule, We have


dI   e 3 
  sin  x  d 
dx 0  x   

e3
  cos  xd 
0

 
  e3 cos  xd   a  3, b  x
0

3  
a 
 e cos  bx  c dx 
 ax
  
9  x2  0
a 2  b2 

3
dI  dx
x  32
2

 x  1 1  x 
I  x   tan 1    A  a dx  tan 1   
3 
2
x 2
a  a 

put x  0

I  0  0  A  A  0

 x
 I  x   tan 1  
3

2  x
 f  x  tan 1   , which is required
 3

Ex.3 Using Fourier integral representations prove that,


6  sin  x
  
x
e e 2 x
 d , x  0
0
2
 1  2  4 

Solution:- Consider, f  x   e  e , x  0
x 2 x

 f  u   eu  e2u

Since integral contains sin  x and x>0,

Using FST

Fs ( )   f  u  sin udu
0


   eu  e2u  sin udu
0
  
  eu sin udu   e2u sin udu
0 0

   
b 
 e sin  bx  c  dx 
 ax
   
 2 1 2  4  0
a 2  b2 

3
 Fs    
  2  1  2  4
Now, inverse FST


2
f  x   F    sin  xd 
 0
s


2 3
  
 sin  xd 
0
2
 1  2  4 


6  sin  x
  
 e x  e2 x  d
0
2
 1  2  4 

EXERCISE

Ex.1) solve the integral equation,

 f  x  sin  xdx  1
0
0   1

2 1   2
0 2

2  cos x  2cos 2 x  1
Ans : f  x  
  x 

Ex.2) solve the integral equation

 f  x  sin  xdx  e

,  0
0

2 x 
  1  x2 
Ans :

Ex.3) solve the integral equation,



 f  x  sin  xdx    1
0
0   1

  1 1   2
0 2

2  2cos x  3cos 2 x  1 sin 2 x 

Ans : f  x    2 
  x x 

Course Assessment:-

Assignment on Laplace and Fourier Transforms

cos t 0<t<
1. Find the Laplace transform of a) f (t )  
sin t t>

t
t

b) f (t )  cosht+7sin    5e 2
2
1  cos t
c ) f (t ) 
t
e  at  e  bt
t
2.Evaluate by using Laplace Transform 0 t dt
3. Obtain Inverse Laplace Transform of the following functions:

 a2  s 2  2s  3 1
a ) log 1  2  b) C)
 s  s( s  3) ( s  2) ( s  2) 4 ( s  3)

d ) y '' 3 y ' 2 y  12e 2t , y(0)  2 , y '(0)  6

4.Find the Fourier transform of

1  x , x 1
2

f ( x)  
 0, x 0
Hence evaluate

 x cos x  sin x 
 
0 x
3  cos xdx


5. Using Fourier integral representation, show that

 0, x  0
 2 
0 1   2 co s  x d    , x  0
 e  x , x  0

6.Find the Fourier cosine and sine transforms of the following functions:

f  x   e2 x  4e3 x

7.Solve the integral equation :

 1   , 0    1
 f  x  sin  x d   
0
0,   1
8. Find inverse Fourier Cosine transform and f(x) if
sin a
FC ( ) 


Multiple Choice Questions:

Q.1) L [sin 2 4t] is equal to

A) [ - B) [ +

C [1 - D [ -

( )
Q. 2) If F (t) = { then L [f (t)] using second shifting theorem is

A) B)

C) D)

Q.3) If L [f (t)] = then L [f (2t)] is equal to

A) B)

C) D)

Q.4) L [ ] is equal to
 √
A)[ ] B) * √
+

C) * + D) [ √ ]

Q.5) * + is equal to

a) b) c) d)

Q.6) * + is equal to

a) ( ) b) ( ) c) ( ) d) ( )

Q.7) Using convolution theorem * + is equal to

a)∫ b) ∫

c)∫ d)∫

Q.8) * + is equal to

a) b) c) d)

Q.9).The fourier integral representation of f(x) defined in the interval   x   is

 

  f (u)eu du
iu
a) f (u )e du b)
 

 

 f ( )eiu du  f (u)e
 i u
c) d) du
 0

Q.10). The Fourier transform f ( ) of f(x) = e  x is given by

1 1
a) b)
1 2 1 2

2 2
c) d)
1 2 1 2

e 2i  1
Q.11) The inverse Fourier transform f(x) defined in   x   of f ( ) = is
1 2
 
1  1  cos 2 x 
a)  i 1   2  (cos  x  i sin  x) d 
2 

1 1  cos 2 x  i sin 2 
2 0   (cos  x  i sin  x) d 
b)
1  2

1 1  cos 2 x  i sin 2 
c)
2  

1   2  (cos  x  i sin  x) d 


1  sin 2 
d)
2   1  

2 

(cos  x  i sin  x) d 

Q.12) The fourier series integral representation of an even function f(x) defined in the
interval   x   is
 
2
a)   f (u ) cos u sin u d  b)   f (u) cos u cos u d 
0 0
 0 0

 
2 2
c)
 0 0
f (u )sin u cos  x du d  d)
   f (u)sin u sin  x du d 
0 0

Q.13) The fourier sine transform f s ( ) of an odd function f(x) defined in the interval
  x   is
 
a)  f (u ) sin u du b)  f (u ) cosec u du
0 0

 
c)  f (u ) sin u d  d)  f (u ) cos u du
0 0

Q.14) The Fourier sine Integral representation of an odd function f(x) defined in the interval
  x   is
 
a)  f (u)sin u cos u du d  b)  f (u)sin  x cos u du d 

 
2 2
c)
  f (u ) cos u cos  x du d  d)
   f (u)sin u sin  x du d 

Q.15) The Fourier sine transform of the function f ( x)  e2 x sinh x, x  0 is

4 4
a) 2 b) 2
   1   9
2
   1  2  9
    2  5  2
 5
c) d)
 2
 1  2  9   2
 1  2  9 

Q.16) The inverse fourier cosine transform f(x) of f c ( ) is

 
2
a)  f c ( ) sin  x d  b)  f ( ) cos  x dx
0
 0
c

 
2
c)  f c ( ) sec  x d  d)  f ( ) cos  x d 
0
 0
c

Q.17) For the fourier sine integral representation


6  sin 

 0    1   4 
2 2
d   e x  e2 x , x  0, f s ( )

2 3  2 2 3  2
a) b)
  2  1  2  4   2  1  2  4
2 3  2  sin  x
c) d)
  2  1  2  4    1  2  4
2