CONTENTS Page

MODULE 4
LEARNING UNIT 1: LAPLACE TRANSFORMS
1.1 THE LAPLACE TRANSFORM 2
1.1.1 Definition 2
1.2 PROPERTIES OF THE LAPLACE TRANSFORM 4
1.2.1 Linearity property 4
1.2.2 First translation or shifting property 5
1.2.3 Second translation or shifting property 6
1.2.4 Change of scale property 6
1.2.5 Multiplication by tn 7
1.2.6 Division by t 8
1.3 LAPLACE TRANSFORM OF DERIVATIVES 10
1.4 LAPLACE TRANSFORM OF INTEGRALS 11
1.5 TABLE OF STANDARD LAPLACE TRANSFORMS 13
1.6 POST-TEST 14

LEARNING UNIT 2: INVERSE LAPLACE TRANSFORMS

2.1 THE INVERSE LAPLACE TRANSFORM 16
2.2 PROPERTIES OF THE INVERSE LAPLACE TRANSFORM 18
2.2.1 Linearity property 18
2.2.2 First translation or shifting property 19
2.2.3 Second translation or shifting property 19
2.2.4 Change of scale 20
2.2.5 Multiplication of sn 20
2.2.6 Division by s 21
2.2.7 The Convolution Property 22
2.3 INVERSE LAPLACE TRANSFORMS OF DERIVATIVES 23
2.4 INVERSE LAPLACE TRANSFORMS OF INTEGRALS 24
2.5 POST-TEST 34

MAT3700 iii
LEARNING UNIT 3: SPECIAL FUNCTIONS
3.1 THE HEAVISIDE UNIT STEP FUNCTION
37
3.2 LAPLACE TRANSFORM OF THE HEAVISIDE UNIT STEP FUNCTION
38
3.3 THE UNIT IMPULSE FUNCTION 41
3.4 LAPLACE TRANSFORM OF THE UNIT IMPULSE FUNCTION
43
3.5 TABLE OF LAPLACE TRANSFORMS OF SPECIAL FUNCTIONS 47
3.6 POST-TEST 48

LEARNING UNIT 4: SOLVING DIFFERENTIAL EQUATIONS USING LAPLACE

TRANSFORMS
4.1 SOLUTION OF DIFFERENTIAL EQUATIONS USING
LAPLACE TRANSFORMS 50
4.2 POST-TEST 61

LEARNING UNIT 5: SOLVING SIMULTANEOUS DIFFERENTIAL EQUATIONS

USING LAPLACE TRANSFORMS
5.1 SOLUTION OF SIMULTANEOUS DIFFERENTIAL EQUATIONS USING
LAPLACE TRANSFORMS 63
5.2 POST-TEST 64

LEARNING UNIT 6: PRACTICAL APPLICATIONS

6.1 PRACTICAL APPLICATIONS OF THE LAPLACE TRANSFORM
66
6.1.1 Application to electric circuits 66
6.1.2 Application to vibrating systems 70
6.1.3 Application to beams 74
6.2 POST-TEST 83

MAT3700 iv
MODULE 5
LEARNING UNIT 1: GAUSS ELIMINATION
1.1 INTRODUCTION 85
1.2 GAUSS ELIMINATION 85
1.3 POST-TEST 89

LEARNING UNIT 2: EIGENVALUES AND EIGENVECTORS

2.1 INTRODUCTION 91
2.2 EIGENVALUES 91
2.3 EIGENVECTORS 92
2.4 POST-TEST 96

MODULE 6
LEARNING UNIT 1: FOURIER SERIES FOR PERIODIC FUNCTIONS OF
PERIOD 2π
1.1 INTRODUCTION 98
1.2 PERIODIC FUNCTIONS 98
1.3 FOURIER SERIES FOR PERIODIC FUNCTIONS OF PERIOD 2π 99
1.4 POST-TEST 103

LEARNING UNIT 2: FOURIER SERIES FOR NON-PERIODIC FUNCTIONS OVER

A RANGE OF 2π
2.1 INTRODUCTION 105
2.2 POST-TEST 105

LEARNING UNIT 3: EVEN AND ODD FUNCTIONS AND HALF-RANGE

FOURIER SERIES
3.1 INTRODUCTION 107
3.2 REVISION: EVEN AND ODD FUNCTIONS 107
3.3 FOURIER SERIES FOR PERIODIC FUNCTIONS OF PERIOD 2π 109
3.4 POST-TEST 111

MAT3700 v
LEARNING UNIT 4: FOURIER SERIES OVER ANY RANGE
4.1 INTRODUCTION 113
4.2 PERIODIC FUNCTIONS 113
4.3 FOURIER SERIES FOR PERIODIC FUNCTIONS OF PERIOD 2π 115
4.4 POST-TEST 116

MAT3700 vi
 MODULE 4
LAPLACE TRANSFORMS

LEARNING UNIT 1
PROPERTIES OF LAPLACE TRANSFORMS

OUTCOMES
At the end of this learning unit, you should be able to
 define a Laplace transform
 derive Laplace transforms of elementary functions using the properties of the Laplace
transform
 use a standard list of Laplace transforms

Refer to Tutorial Letter 101 for the reference to the pages you must study from your
prescribed book.

CONTENTS PAGE

1.1 THE LAPLACE TRANSFORM 2

1.1.1 Definition 2
1.2 PROPERTIES OF THE LAPLACE TRANSFORM 4
1.2.1 Linearity property 4
1.2.2 First translation or shifting property 5
1.2.3 Second translation or shifting property 6
1.2.4 Change of scale property 6
1.2.5 Multiplication by tn 7
1.2.6 Division by t 8
1.3 LAPLACE TRANSFORM OF DERIVATIVES 10
1.4 LAPLACE TRANSFORM OF INTEGRALS 11
1.5 TABLE OF STANDARD LAPLACE TRANSFORMS 13
1.6 POST-TEST 14

MAT3700 1
1.1 THE LAPLACE TRANSFORM
In recent years, the Laplace transform has been used increasingly in the solution of
differential equations. While of great theoretical interest to mathematicians, the transform
provides an easy and effective means of solving many problems occurring in the fields of
science and engineering. Its usefulness lies in its ability to transform a differential equation
into a purely algebraic problem. We shall begin by studying the theory of the Laplace
transform and its inverse, and then go on to apply what we have learnt to the solution of
differential equations.

1.1.1 Definition
Let f (t ) be a function of t defined for t > 0.

Then the Laplace transform of f (t ) is the function


F ( s )   e  st f (t ) dt (1.1)
0

where, for our purposes, the parameter s is regarded as real (although in more advanced work
it can be complex).

It is clear that F(s) exists only if the improper integral (1.1) exists, that is, if the integral
converges for some value of s. The values of s for which the transform does exist are those
for which e  st f  t   0 if t  .

2
Consider the function f (t )  et .
 
The Laplace transform, if it exists, is given by F ( s )   e  st .et dt   et  st
2 2
dt .
0 0

 st
We can see that as t  , the integrand et
2
also approaches infinity. Thus the integral does

not exist, and so f (t )  et possesses no Laplace transform.

2

We often denote the Laplace transform as an operator, and this is written as:
L  f (t )  F ( s)

MAT3700 2
When referring to textbooks, you should take note of the notation used in the specific book. It
is worth noting here that some textbooks use a capital letter for the function of t. In this case
the corresponding small letter indicates the Laplace transform, that is:

L F (t )  f ( s )   e  st F (t ) dt
0

When writing by hand it is easy to confuse the letter s with the number 5. To avoid this
confusion you may opt to use the letter p instead of s when writing by hand.

EXAMPLE 1
Use the definition to find the Laplace transform of f (t )  1.
SOLUTION
By definition we have F ( s )  L{1}

  e  s t (1) dt
0

 e  st 
 
  s 0
 0 1
  (Remember e0  1)
 s 
1

s
We stated above that the transform exists for values of s for which e  st f (t )  0 as t  .

Now if, in this example, s < 0, we would have lim e  (  s ) t  lim e st which is infinite and the
t  t 

transform will not exist.

But if s > 0, then lim e  st  0 , so that the transform exists only for s > 0.
t 

We therefore write the result as L {1}  1 , s > 0.

s

EXAMPLE 2
If f (t ) = eat, find L{ f (t ) } by using the definition.

SOLUTION

L{eat }  0 e  st .e at dt

 
0
e  ( s a ) t dt

MAT3700 3
 
 e ( s a )t 
L{e }  
at

 ( s  a )  0
 0 1 
 
 ( s  a ) 
1
 ,s  a
sa

1.2 PROPERTIES OF THE LAPLACE TRANSFORM

Listed below are some of the more important properties of the Laplace transform with
examples of each. These properties can often be used to derive the transforms of complicated
functions from those of elementary ones.

1.2.1 Linearity property

If f1(t) and f2(t) are functions with Laplace transforms F1(s) and F2(s), respectively, then
L{a f1 (t )  b f 2 (t )}
 aL{ f1 (t )}  b L{ f 2 (t )}
 a F1 ( s )  b F2 ( s )

where a and b are constants.

Because of this property we say that L is a linear operator. The above result can be extended

to the sum of more than two functions.

EXAMPLE 3
Find L{cos at} where a is any real constant.

SOLUTION
eiat  e  iat
cos at can be expressed in exponential form as: cos at 
2
 eiat  e  iat 
Thus L{cos at}  L   and using the linear property of the transform
 2 

L{cos at}  1 L eiat   1 L eiat  (1.2)

2 2

MAT3700 4
 L eiat   0 L e iat   0
 
Now e  st .eiat dt and e  ( s  ia ) t dt
 
 0
e  ( s ia ) t dt

 e  ( s  ia ) t 

  ( s  ia )  0
 e  ( s ia ) t 
  1
 ( s  ia )  0  , s0
s  ia
1
 , s0
s  ia
Thus equation (1.2) becomes:

L{cos at}  1  1

1 

2  s  ia s  ia 
1  s  ia  s  ia 
  
2  s2  i2 a2 
s
 2 , s 0
s  a2

We can, of course, apply the definition and evaluate L{cos at}  0 cos at. e  st dt using

integration by parts without using the linear property.

a
In the same way it can be shown that L{sin at}  , s  0.
s  a2
2

1.2.2 First translation or shifting property

If L{f(t)} = F(s), then L{eat f (t )}  F ( s  a ) , where a is any real constant.

EXAMPLE 4
Evaluate L{e–3t cos t}.

SOLUTION
s
From example 3 we know that L{cos bt}  ,
s  b2
2

s
so that: L{cos t}  (1.3)
s 1
2

Using the first translation property we have

MAT3700 5
 s   3 s3
L {e  3t cos t}  
( s   3)  1 2
 s  3
2
1

where the function of s in (1.3) has become the same function of (s  a). Thus we have
replaced the s with s  a, which in this case is s  (3) = s + 3.
s3
Thus L {e3t cos t}  .
s  6s  10
2

1.2.3 Second translation or shifting property

 f (t  a ) ta
If L{ f (t ) } = F(s) and g(t) is the function defined by g (t )  
 0 ta

then L {g (t )}  e as F ( s) , where a is any real constant.

EXAMPLE 5
  2  2
cos  t  3  t
Find L{g(t)} if g (t )     3
 2
0 t
 3
SOLUTION
s
Using the result of example 3, L {cos t}   F ( s ) and the second shifting property
s 1
2

2 s
  s 
L {g (t )}  e  as
F ( s)  e 3
 2 
 s 1

1.2.4 Change of scale property

If L{f(t)} = F(s), then L{ f (at )}  1 F  s  where a is any real constant.

a a

EXAMPLE 6
s2  s  1
If L { f (t )}  , find L { f (2t )} .
(2s  1) 2 ( s  1)

MAT3700 6
SOLUTION

By the change of scale property L { f (2 t )}  1 F  s 

2 2
s2  s  1
We are given that F ( s ) 
 2s  1 ( s  1)
2

2
s s
   1
s
F    2
2 2
Thus
 2   2s   s 
  1   1
 2  2 
1 2
 s  2s  4 
 4
1
( s  1) 2 ( s  2)
2


 s2  2s  4 
2  s  1 ( s  2)
2

and L { f (2t )}  1 F  s 
2 2
s  2s  4
2

4( s  1) 2 ( s  2)

1.2.5 Multiplication by tn

dn
If L{ f (t ) } = F(s), then: L {t n f (t )}  ( 1)n F ( s)
ds n
 ( 1) n F ( n ) ( s )

EXAMPLE 7
Find the Laplace transform of t 2e at .

SOLUTION
1
From example 2 we know that: L {eat } 
sa
 F ( s)

MAT3700 7
 d2  1 
Thus L {t 2eat }  ( 1)2  
ds 2  s  a 
2
d  1 
  
ds  s  a 
2
 , sa
( s  a )3

dn  1 
In general L {t n eat }  ( 1)n   (1.4)
ds n  s  a 
n!
 , sa
( s  a ) n 1

where n! = 1  2  3  ...  (n – 1)  n and 0! = 1 (by definition).

Putting a = 0 in (1.4) leads to:

n!
L {t n }  s 0
s n 1

1.2.6 Division by t

f t 
L  f (t )   s

If L{ f (t ) } = F(s), then F (u ) du provided that lim exists.
 t  t 0 t

EXAMPLE 8
  at
 e bt 
Find L e .
 t 
SOLUTION
Let f (t )  e  at  e  bt . (1.5)

f t 
Before we can apply the rule for division by t, we must check that lim exists.
t 0 t

f (t )  e  at  e bt 
Then lim  lim  .
t 0 t 0
t  t 

MAT3700 8
 0
This has the indeterminate form , so we have to use l’Hospital’s rule to obtain:
0
 d  at 
f (t )   e  e  bt  
lim  lim  dt 
t 0 t t 0
 d 
(t )
 dt 
  ae  at  be  bt 
 lim  
t 0
 1 
ba

 f t  
Thus the limit exists and we can use the rule to find L .
 t 
From equation (1.5) we have L { f (t )}  L{e at  ebt }
 L{e  at }  L{e  bt }
which, on using the result of example 2, becomes:

L  f  t   1

1
sa sb
 F (s)

 f t   


Then L     F (u ) du
 t  s

  1 1 
    du
s  u  a u  b 
where the function of s has become the same function of u.

L  f (t )  

Thus n  u  a   n  u  b   s
 t 

  u  a 
  n  
  u  b  s
sa
 0  n  
 sb
 sb
 n  
sa

MAT3700 9
1.3 LAPLACE TRANSFORM OF DERIVATIVES

If L{ f (t ) } = F(s) and f (t ) is continuous for t  0, then L  f '(t )  sF ( s)  f (0) ,

d
where f '(t )  f (t ) .
dt

By definition (1.1) we have:


L  f '(t )  0 e  st f '(t ) dt
B
 lim
B  0
e  st f '(t ) dt

On integrating by parts this becomes:

L  f '(t )  Blim

e  st B

0 0
B
f (t )   s  e  st f (t ) dt 
 lim  e 
B
 sB
f ( B )  f (0)  s  e  st f (t ) dt
B  0


Since we have assumed the existence of F(s), it follows that  0
e  st f (t ) dt

is convergent, and so lim e  st f (t )  lim e  sB f ( B)  0 .

t  B 


Thus L  f '(t )   f (0)  s 0 e  st f (t ) dt (1.6)
 sF ( s )  f (0)

In a similar way it can be shown that L  f "(t )  s 2 F ( s)  sf (0)  f '(0)

and in general L  f ( n ) (t )  s n F ( s)  s n1 f (0)  s n2 f '(0)  ...  f ( n1) (0) .
The above results are of particular importance in the solution of differential equations by
means of Laplace transforms. We will return to these in learning unit 4.

EXAMPLE 9
If f  t   e at , find L{ f '  t  )}.

SOLUTION
Since f  t   e at , we have f (0) = 1 and, by example 2:

MAT3700 10
 L eat   1
sa
 F ( s)

Thus L  f '(t )  sF ( s)  f (0)

s
 1
sa
a

sa

1.4 LAPLACE TRANSFORM OF INTEGRALS

If L{ f (t ) } = F(s), then L  f (u) du  F ( s) .

s

t
Let g (t )   f (u ) du
0

so that g '(t )  f (t )
and G ( s )  L {g (t )}

L  f (u) du
t

Then, by equation (1.6) F ( s )  L { f (t )]

 L {g '(t )]
 sG ( s )  g (0)
0
But g (0)   f (u ) du
0

0
Thus F(s) = s G(s)

and
F ( s)
s
L  f (u) du
0
t
(1.7)

EXAMPLE 10

Evaluate  t
L 0 sin u du .
SOLUTION
Let f (u ) = sin u
so that f (t ) = sin t.

MAT3700 11
Then, from example 3: L  f (t )  L sin t
1

s 1 2

 F ( s)

By equation (1.7) we have  t

L 0 f (u) du   F (ss) ,
L  sin u du  1
t
thus (1.8)
0 s( s  1) 2

We can check this by evaluating the integral in (1.8):

 t
L 0 sin u du   L  cos u  t
0

 L  cos t  1
 L cos t  L 1
s 1
 
s 1 s 2

s2  s2  1

s  s 2  1
1
 which agrees with our previous result.
s  s  1
2

We can now compile a standard list of Laplace transforms so that we need not find each
transform from scratch using the definition and properties. This table will be supplied in the
examination.

MAT3700 12
1.5 TABLE OF STANDARD LAPLACE TRANSFORMS

F(t) = L-1 {F(s)} F(s) = L{ f (t ) } defined for

1. 1 1 s>0
s
2. t 1 s>0
s2
3. tn n! s>0
s n 1
4. eat 1 s>a
sa
5. sin at a s>0
s  a2
2

6. cos at s s>0
s  a2
2

7. sinh at a s> a
s  a2
2

8. cosh at s s> a
s  a2
2

9. tneat n! s>a
( s  a) n 1
10. t sin at 2as s>0
s 2
a 
2 2

11. t cos at s a
2 2 s>0

s  a2 
2 2

12. t sinh at 2as s> a

s 2
a 
2 2

13. t cosh at s2  a2 s> a

s 2
a 
2 2

14. eat sin bt b s>a

s  a b
2 2

15. eat cos bt sa s>a

s  a b
2 2

MAT3700 13
POST-TEST: MODULE 4 (LEARNING UNIT 1)
(Solutions on myUnisa under additional resources)

Time: 60 minutes

1. Evaluate L{(t2 + 1)2}. (4)

2. Find the Laplace transforms of:

(a) e –2t cos3t (5)
(b) 2e3tsin4t (5)

1
3. If L{sin t} = , find L{sin5t} using the change of scale property. (5)
s 1
2

4. Find
(a) L{t4e4t} (2)

(b) L{t2 cos t} (6)

5. If f (t ) = sin2t, evaluate L{f "(t)}. (8)

[35]

You should now be able to define a Laplace transform and use the definition and properties
of Laplace transforms to find the transforms of elementary functions. You should also be able
to use a standard list of Laplace transforms to determine the Laplace transform of a simple
function.

We are now ready to move to the next learning unit and investigate inverse Laplace
transforms.

MAT3700 14
 MODULE 4
LAPLACE TRANSFORMS

LEARNING UNIT 2
INVERSE LAPLACE TRANSFORMS

OUTCOMES
At the end of this learning unit, you should be able to
 define the inverse Laplace transform
 use a standard list to determine the inverse Laplace transforms of simple functions
 determine inverse Laplace transforms by using partial fractions
 determine inverse Laplace transforms by completing the square

Refer to Tutorial Letter 101 for the reference to the pages you must study from your
prescribed book.

CONTENTS PAGE

2.1 THE INVERSE LAPLACE TRANSFORM 16

2.2 PROPERTIES OF THE INVERSE LAPLACE
TRANSFORM 18
2.2.1 Linearity property 18
2.2.2 First translation or shifting property 19
2.2.3 Second translation or shifting property 19
2.2.4 Change of scale property 20
2.2.5 Multiplication of sn 20
2.2.6 Division by s 21
2.2.7 The convolution property 22
2.3 INVERSE LAPLACE TRANSFORMS OF DERIVATIVES 23
2.4 INVERSE LAPLACE TRANSFORMS OF INTEGRALS 24
2.5 POST-TEST 34

MAT3700 15
2.1 THE INVERSE LAPLACE TRANSFORM

L  f  t  = F(s) = 0

If e  st f (t ) dt is the Laplace transform of a function f (t ) ,

then f (t )  L 1 F  s  = is called the inverse Laplace transform where L 1 is the inverse

transform operator.

For example, since L{eat} =

1
, the inverse transform is L 1  1  at
e .
sa s  a 
The inverse transform f (t ) of a given F ( s ) is unique in all the examples we shall deal with.

For real values of s we have to refer to a table of commonly occurring functions and their
Laplace transforms to find function f (t ) whose transform is the given function F ( s ).
Therefore given a transform, we can write down the corresponding function in t, provided we
can recognise it from a table of transforms. In practice, however, this is not always easy,
since F(s) is often a complicated function, which does not appear in the table in its given
form. We then have to rewrite it as one or more “standard” functions as listed in the table.
We use the same table as in learning unit 1 (page 13) to find the inverse Laplace transforms,
this time reading from right to left. Remember that this table will be supplied in the
examination. The table is given again on the next page.

MAT3700 16
 Table of Laplace Transforms
F(t) = L–1{F(s)} F(s) = L{f(t)}
1. 1 1 s>0
s
2. t 1 s>0
s2
3. tn n! s>0
s n 1
4. eat 1 s>a
sa
5. sin at a s>0
s  a2
2

6. cos at s s>0
s  a2
2

7. sinh at a s> a
s  a2
2

8. cosh at s s> a
s  a2
2

9. tneat n! s>a
( s  a) n 1
10. t sin at 2as s>0
s 2
a 
2 2

11. t cos at s2  a2 s>0

s 2
a 
2 2

12. t sinh at 2as s> a

s 2
a 
2 2

13. t cosh at s2  a2 s> a

s 2
a 
2 2

at
14. e sin bt b s>a
s  a  b2
2

15. eat cos bt sa s>a

s  a b
2 2

MAT3700 17
2.2 PROPERTIES OF THE INVERSE LAPLACE TRANSFORM

For all the properties of the Laplace transform discussed in the previous unit, there are
corresponding properties of the inverse transform. These are listed below with examples,
with one useful addition, namely the convolution property.

2.2.1 Linearity property

If F1(s) and F2(s) are the Laplace transforms of f1(t) and f2(t), respectively, then
L 1a F1 ( s )  b F2 ( s )
 aL 1F1 ( s )  b L1 F2 ( s )
 a f1 ( t )  b f 2 ( t )

where a and b are constants.

This result holds for any number of functions.

EXAMPLE 1
5s  4
Find the inverse transform of F ( s )  .
s3
SOLUTION
There is nothing in the table which resembles F(s) in the given form, so we rewrite it as:
5 4
F (s)  
s 2 s3
By the linearity property we then have:

L 1 5s 3 4   5L 1 12   4L 1 13  (2.1)

 s  s  s 

L 1 12   t L 1 13   t
2
Referring to the table, we see from no.2 that and from no.3 that .
s  s  2!
Thus equation (2.1) becomes:

L 1 5s 3 4   5t  2t 2
 s 

MAT3700 18
2.2.2 First translation or shifting property

If L 1{F ( s )}  f (t ) , then L 1F ( s  a )  eat f (t ) .

EXAMPLE 2
 
Find L 1 2
3 
.
  s  3  
SOLUTION
2
Let F ( s )  , then, by no. 3 of the table, L 1{F ( s)}  t 2 .
s3
  3t 2
By the first translation property L 1 2
3 
e t
  s  3 

where the function of s has become a function of s  a, which in this case is (s 3).

2.2.3 Second translation or shifting property

f (t  a ) ta
If L 1F ( s)  f (t ) , then L 1e  as F ( s )  
 0 ta

EXAMPLE 3
 se 2 s 
Find L 1  .
 s  16 
2

SOLUTION
s
Let F ( s )  ,
s  16
2

then L 1 F ( s)  cos 4t (no. 6 of the table)

s   cos 4(t  2) t  2
and L 1 e as    
  s  16   
2
0 t  2

MAT3700 19
2.2.4 Change of scale property

t
If L 1 F ( s)  f (t ) , then L 1 F (as)  1 f  .
a a

EXAMPLE 4

Find L 1  2s 
.
 4s  4 
2

SOLUTION
s
Let F ( s )  ,
s 4
2

then L 1 F ( s)  cos 2t (no. 6 of the table)

 
and so L 1  2s
  L  F (2 s )
1

  2s   4 
2

1 2t
 cos
2 2
1
 cos t
2
where we have used the change of scale property.

2.2.5 Multiplication by sn

d
If L 1 F ( s)  f (t ) and f  0   0 , then L 1 sF ( s)  f (t )  f '(t ) .
dt

This result follows from taking the inverse transform of equation (1.6) of learning unit 1, and
it can be generalised to L 1 {sn F(s)}.

EXAMPLE 5

If L 1  2 
  sin 2t , find L 1  2s 
.
s  4 s  4
2 2

MAT3700 20
SOLUTION

Since L 1 F ( s)  L 1  2 

s  4
2

 sin 2t
 f (t )
and f (0) = sin 0 = 0,

1   2 
we have L 1  2s 
  L s  2 
s  4   s  4 
2

d
  sin 2t 
dt
 2 cos 2t

2.2.6 Division by s

L 1 F ( s)  L 1  F ( s)   0 f (u) du .
t
If f (t ) , then
 s 

Thus division by s (or multiplication by 1s ) has the effect of integrating f (t ) from 0 to t.

Taking the inverse transform of equation (1.7) in learning unit 1 leads to the above result,

L 1  F (ns)   0
t t
which can be generalised to
 s 
.................. 
0
f (t ) dt n .

EXAMPLE 6

Find L 1  1 
.
 s ( s  1) 

SOLUTION
1
Let F ( s )  ,
s 1

then, since L 1 F ( s)  L 1  1 


 s  1
 et
 f (t )

MAT3700 21
it follows that L 1  F ( s)   L 1  1 

 s   s( s  1) 
t
  e  u du
0

where the function of t has become the same function of u, so that

L 1  1  u t
   e  0
 s ( s  1) 
 e  t  1
 1  et

2.2.7 The convolution property

If L 1 F ( s)  f (t ) and L 1 G ( s)  g (t ) , then

L 1 F ( s )G ( s )  0 f (u ) g (t  u ) du 
t
f *g

where f * g is called the convolution of f (t ) and g (t ) .

This property gives us a method of finding the inverse transform of a product.

EXAMPLE 7
 
Find L 1  1
.
  s  2  s  3 
SOLUTION
1 1
If we let F ( s )  and G ( s )  , then by no. 4 of the table:
s2 s3

L 1 F ( s)  L 1 1 
 and L 1G ( s)  L 1 1 

s  2  s  3
 e 2t  e 3t
 f (t )  g (t )

L 1F ( s)G ( s )  0 f (u) g (t  u ) du

t
On using the convolution property we have
t
  e 2 u .e 3( t u ) du
0

where f (t ) has become the same function of u and g (t ) the same function of (tu).

MAT3700 22
  
L 1  1 t
  0 e du
5 u  3t
Thus
  s  2  s  3 
1 t
  e5u 3t 
5 0

  e 2 t  e  3t 
1
5

2.3 INVERSE LAPLACE TRANSFORMS OF DERIVATIVES

 n

If L 1 F ( s)  f (t ) , then: L 1  f ( n ) ( s)  L 1  d n F ( s)  (2.2)
 ds 
 (1) n t n f (t )

This result follows directly from section 1.2.5 of learning unit 1 where it was stated that:
dn
L t n f (t )   1n F (s)
ds n

Taking the inverse transform of this gives equation (2.2). For n = 1 we have:
L 1 F '( s)  t f (t )

EXAMPLE 8
 
If L 1  1  3t
  e , find L 1  1
3 
.
 s  3    s  3 
SOLUTION
d  1  1
 
ds  s  3   s  32

d2  1  2
and 2  
ds  s  3   s  33

1 1 d2  1 
Thus   
 s  3 2 ds 2  s  3 
3

On taking the inverse transform of both sides we get

MAT3700 23
  1  1 1  d
2
 1 
L 1
 3 
 L  2 
  s  3  2  ds  s  3  
1
 (1) 2 t 2 e 3t
2
where we have used equation (2.2) with n = 2.
 1  1 2 3t
Thus L 1  3 
 t e .
 ( s  3)  2

2.4 INVERSE LAPLACE TRANSFORMS OF INTEGRALS

If L 1F ( s)  f (t ) , then 

L 1 s


F (u ) du 
f (t )
t
(2.3)

L  f (t )   s

This follows from 1.2.6 of learning unit 1 which states that F (u ) du .
 t 
Equation (2.3) is simply the inverse transform of this.

EXAMPLE 9
  1 
Find L 1
 du  .
0 u (u  1) 

SOLUTION
1 1
Let f (u )  so that F ( s )  .
u (u  1) s ( s  1)

In example 6 we found that L 1  1  t

  1  e  f (t ) .
 s ( s  1) 

    

 1
Thus L 1
F (u ) du  L 1
 du 
 s u(u  1) 
s

f (t )

t
1  et

t

MAT3700 24
EXAMPLE 10
7s  6
Find the inverse Laplace transform of F ( s )  .
s s6
2

SOLUTION
Since s2s6 = (s3)(s + 2), we can express F(s) in partial fractions.
7s  6 A B
Let  
( s  3)( s  2) s  3 s  2
We multiply both sides of the equation by (s3)(s + 2) to get:
7s6 = A(s + 2) + B(s  3)
= (A + B)s + (2A  3B)
Equating coefficients of like terms gives the following:
s terms: 7=A+B
A=7B
constant terms: 6 = 2A 3B
= 2(7B)3B
–20 = –5B
B=4
and A=3
7s  6
Thus F (s) 
s s6
2

3 4
 
s3 s 2
We can now use the linearity property. Each term is easily recognisable as the transform of
an exponential function (see table, no. 4) and hence the inverse transform is:
7s  5 
L 1    3e  4e
3t 2 t

s  s  6
2

EXAMPLE 11
2s  1
Find the inverse transform of F ( s ) 
( s  1)( s 2  1)

MAT3700 25
SOLUTION
2s  1 A Bs  C
Let   2 .
( s  1)( s  1) s  1 s  1
2

Since the second partial fraction has a denominator of the second degree, we assume the
numerator to have the form Bs + C. On multiplying both sides of the equation by
(s + 1)(s2 + 1) we obtain:
2 s  1  A( s 2  1)  ( Bs  C )( s  1)
 ( A  B) s 2  ( B  C ) s  ( A  C )
Equating coefficients of like terms gives the following:
s2 terms: A+B=0
B = A
s terms: 2=B+C
2 = A + C
constant terms: 1=A+C
3 1 1
Hence C  , A   and B 
2 2 2

1 s3
Thus F (s)  
2( s  1) 2( s 2  1)
1 1  1 s  3 1 
      
2  s  1  2  s2  1  2  s2  1 

and L 1 F ( s)   1 L 1  1  1 1  s  3 1  1 
 L  2  L  2 
2  s  1 2  s  1 2  s  1
The inverse transforms of these partial fractions are found from the table and we obtain:
 2s  1  1 t 1 3
L 1     e  cos t  sin t
 ( s  1)( s  1) 
2
2 2 2
1
 (cos t  3sin t  e t )
2

MAT3700 26
EXAMPLE 12
4s 2  4s  2
Find the inverse transform of F ( s )  .
( s  1)3
SOLUTION
Since F(s) has the repeated factor (s  1)3 for its denominator, the corresponding partial
fractions must have s  1, (s 1)2 and (s1)3 as denominators.

4s 2  4s  2 A B C
Let    .
 s  1 s  1  s  1 ( s  1)3
3 2

Multiplying both sides of the equation by (s  1)3 leads to:

4s 2  4 s  2  A( s  1) 2  B( s  1)  C
 A( s 2  2s  1)  B( s  1)  C
 As 2  (2 A  B ) s  ( A  B  C )
We equate coefficients of like terms to get the following:
s2 terms: A=4
s terms: 4 = 2A + B
   4 = 8 + B
B=4
constant terms: 2 = A B + C
2=44+C
C=2
4 4 2
Therefore F (s)   
s  1 ( s  1) 2
( s  1)3

 1   1 
And L 1 F ( s)  4L 1  1 
  4L
1
 2 
 2L 1
 3 
 s  1  ( s  1)    s  1 
We now use the table to find that:
 2
 4s  2 
L 1  4 s   4e  4te  t e
t t 2 t

 ( s  1)3 
 et (4  4t  t 2 )
 et (t  2) 2
Remember that when resolving a function into partial fractions you must find the prime
factors of the denominator.

MAT3700 27
 1
For example, is not in prime factors, since (s21) = (s1)(s + 1). When the
( s  2)( s  1)
2

denominator for F(s) has no real factors, the use of the partial fraction method would involve
the use of complex algebra. Instead, if we can, we write the denominator as the sum or
difference of two squares.

For example: s 2  2s  5  ( s 2  2s  1)  4
 ( s  1) 2  4
s 2  8s  9  ( s 2  8s  16)  25
 ( s  4) 2  25

The numerator of F(s) is then expressed in terms of the same function of s (in the above
examples (s + 1) and (s4)). The first translation property now enables us to remove an
exponential factor e  t and eut above, and the transform of what remains can easily be found
from the table.

EXAMPLE 13
2s  1 
Find L 1  .
 s  4 s  13 
2

SOLUTION
Since the denominator has no real factors we write it as
s 2  4 s  13  ( s  2) 2  9
which is the sum of two squares. Next we express the numerator in terms of s + 2 as well,
thus obtaining:
2s  1  1  2s  1 
L 1  L  
 s  4 s  13   ( s  2)  9 
2 2

 2s  4  3 
 L 1  
 ( s  2)  9 
2

 2( s  2)  3 
 L 1  
 ( s  2)  9 
2

 L 1  F ( s  2)

MAT3700 28
On using the first translation or shifting property this becomes

L 1 F ( s  2)  e2t L 1  22s  3 

s  9
  s  1  3 
 e 2t  2L 1  2 L  2   by the linearity property.
 s  9  s  9
We now use the table to obtain:
2s  1 
L 1    e  2 cos 3t  sin 3t 
 2t

 s  4 s  13 
2

EXAMPLE 14
1  5s 
Find L 1  .
 s  2s  3 
2

SOLUTION
Using the method described above of expressing both numerator and denominator in terms of
the same function (s  a) we obtain

1  5s  1  1  5s 
L 1  L  
 s  2s  3   ( s  1)  4 
2 2

 6  5( s  1) 
 L 1  
 ( s  1)  4 
2

 6  5s 
 e  t L 1  2 
s  4
where e–t has been removed by virtue of the first translation property.
Use the linearity property to write

 6  5s  t  1  2  1  s 
e  t L 1  2   e  3L  2   5L  2 
s  4  s  4  s  4
and from the table we find that
1  5s 
L 1  t
  e (3sinh 2t  5cosh 2t ) .
 s  2s  3 
2

1
Sometimes the removal of some power of s or s will leave F(s) in a form which can be more

easily handled.

From learning unit 1 we use the facts that:

MAT3700 29
 If L 1 F ( s)  f (t )
then L 1 sF ( s )  f '(t )

L 1  F ( s)   0 f (u) du
t
and
 s 

EXAMPLE 15
 
 s 
2
Find L 1
 2 2 
.
  s  4  

SOLUTION
 
From the table we see that L 1  2as 
  t sin at
  s  a  
2 2 2

 s  t sin at
so that L 1  2 2 
 .
 (s  a ) 
2
2a

s
Let F (s)  ,
( s  4) 2
2

 
 s 
then L 1
F ( s)  L  2
1
2 
  s  4  
t sin 2t

4
 f (t )

 
 s2 
It follows that: L sF ( s)  L
1 1
 2 2 
  s  4  
d
 f (t )
dt
d  t sin 2t 
  
dt  4 
1
  sin 2t  2t cos 2t 
4

EXAMPLE 16
 s 
Find L 1  5 
.
 ( s  1) 

MAT3700 30
SOLUTION
 1  t 4 et
L 1 5 

 ( s  1)  4!
t 4 et

24
1
Let F ( s )  .
( s  1)5

Then L 1 F ( s)  L 1  1 
5 
 ( s  1) 
t 4 et

24
 f (t )

 s 
Thus L 1 sF ( s)  L 1  5 
 ( s  1) 
d
 f (t )
dt
d  t 4e t 
  
dt  24 
e t

24
 4t 3  t 4 

EXAMPLE 17
 1 
Find L 1  2 
.
 s ( s  1) 
SOLUTION
1
Let F ( s )  ,
( s  1) 2

 1 
then from the table we find that: L 1 F ( s)  L 1  2 
 ( s  1) 
 te  t
 f (t )

MAT3700 31
  
Thus L 1  F ( s)   L 1  1
2 
 s   s ( s  1) 
t
  f (u ) du
0
t
  ue u du
0

The integrand is the product of two functions of u, so we have to integrate by parts.

To refresh your memory of integration by parts:  du  fg  

dg df
f g du
 du  du
dg
In our example we put f  u and  eu .
du
df
Thus  1 and g   e  u .
du

 
  ue u   e u  du
1 t
Thus L 1  2 
 s ( s  1)  0

t
 te  t  e u 
0

 te  t  e  t  1
 1  e t (1  t )

EXAMPLE 18
 1 
Use the convolution property of the inverse transform to find L 1  .
 ( s  2) ( s  2) 
2

SOLUTION
1 1
Let F ( s )  and G ( s ) 
( s  2) 2
s2

so that L 1 F ( s)  te2t  f (t )

and L 1 G ( s)  e2t  g (t ) .

Then, by the convolution property:

L 1 F ( s)G (s)  0
t
f (u ) g (t  u ) du
t
  u e 2u e 2(t u ) du
0
t
  u e 2t  4u du
0

Again it is necessary to integrate by parts.

MAT3700 32
 dg
If we put f  u and  e 2t  4u ,
du
df 1
then  1 and g   e 2t  4u .
du 4
t t

F ( s)G ( s )    u e2t 4u     1 2 t 4 u 

1
Thus L 1
  e  du
 4  0 0  4 
t
1 2 t 1 
  te   e 2 t 4 u 
4  16 0
1 1 1
  t e 2 t  e 2 t  e2t
4 16 16

Thus L 1  1  1 2t
   e  e  4t e 
2 t 2 t

 ( s  2) ( s  2)  16
2

1 at
You may remember that sinh at = (e  e  at ) , so that the above result can also be written as
2
 1  1
L 1  2 t
  (sinh 2t  2te )
 ( s  2) ( s  2)  8
2

This example can also be done by using partial fractions.

1 A B C
Let    .
( s  2) ( s  2) s  2 s  2 s  2
2

1 1 1
Then A   , B , C .
16 4 16
   1  1 1  1 
Thus L 1  1

1
L 1  1  1
 L 1  2 
 L  
 ( s  2) ( s  2)  s  2 4  ( s  2)  16 s  2
2
16
1 2t 1 1
 e  t e 2t  e 2t
16 4 16
  e  e 2t  4t e 2t 
1 2t
16
which agrees with our previous result.

MAT3700 33
2.5 POST-TEST: MODULE 4 (LEARNING UNIT 2)
(Solutions on myUnisa under additional resources)

Time: 108 minutes

1. Find the following:

(a) L 1  1 
 (2)
 s  16 
2

(b) L 1  26  (2)
s 

(c) L 1  4s  18 
2 
(4)
 9s 

 1 
(d) L 1   (4)
 s ( s  9) 
2

  t sinh at
2. If L 1  1  sinh at
2 
 , show that L 1  s
2 2 
 . (6)
s  a   (s  a ) 
2 2
a 2a

3. Find:
 6 
(a) L 1  4 
(4)
 ( s  3) 
s4 
(b) L 1   (12)
 s  5s  6 
2

3s  2 
(c) L 1   (7)
 s  4s  8 
2

 2 
(d) L 1   (7)
 s ( s  1) 
2

  9) 
2
(e) L 1  4s(2s 2 
(8)
 ( s  9) 

4. Use the convolution property of the inverse transform to show that:

 
L 1  2 1   et  t  1 (16)
 s ( s  1) 
[72]

MAT3700 34
You should now be able to define the inverse Laplace transform and use a standard list to
determine the inverse Laplace transforms of simple functions. You should also be able to
determine inverse Laplace transforms by using partial fractions and by completing the square.

We are now ready to move to the next learning unit and study the Laplace transforms of two
special functions, namely the Heaviside unit step function and the Dirac delta function.

MAT3700 35
 MODULE 4
LAPLACE TRANSFORMS

LEARNING UNIT 3
SPECIAL FUNCTIONS

OUTCOMES
At the end of this learning unit, you should be able to
 define the Heaviside unit step function
 use a standard list to determine the Laplace transform of H ( t  c )

 use a standard list to determine the Laplace transform of H (t  c ). f  t  c 

 define the unit impulse or Dirac delta function

 use a standard list to determine the Laplace transform of   t  c 

 determine the inverse Laplace transforms of H ( t  c ) and   t  c 

Refer to Tutorial Letter 101 for the reference to the pages you must study from your
prescribed book.

CONTENTS PAGE

3.1 THE HEAVISIDE UNIT STEP FUNCTION 37

3.2 LAPLACE TRANSFORM OF THE HEAVISIDE UNIT
STEP FUNCTION 38
3.3 THE UNIT IMPULSE FUNCTION 41
3.4 LAPLACE TRANSFORM OF THE UNIT IMPULSE
FUNCTION 43
3.5 TABLE OF LAPLACE TRANSFORMS OF SPECIAL FUNCTIONS 47
3.6 POST-TEST 48

MAT3700 36
3.1 THE HEAVISIDE UNIT STEP FUNCTION

One of the main advantages of the Laplace transform in solving differential equations is the
ability to handle discontinuous functions. These occur in problems where stimuli are
suddenly applied, such as when a switch is opened or closed. They are also to be found in
problems on discontinuous loading in beams where, for example, a load is uniformly
distributed over one section of a beam, with no load on the remainder.

To deal with this type of problem where a “step discontinuity” is involved, we use the unit
step function U(t), also called Heaviside’s unit function H(t), which is defined as:
0 when t  0
U (t )  H  t    (3.1)
1 when t  0

0 t

Figure 1
U(t) has a unit step discontinuity at t = 0.
0 t  a
From the definition it follows that: U (t  a )  
1 t  a

Therefore U(t a) is a unit step function with step at t = a.

0 t
a
Figure 2
It is clear that U(t a) is the function obtained by shifting U(t) a distance a along the positive
t-axis.

MAT3700 37
3.2 LAPLACE TRANSFORM OF THE HEAVISIDE UNIT STEP
FUNCTION

By definition, the Laplace transform of U(t a) is given by L U (t  a)   e



0
 st

U (t  a ) dt .

Since U(t a) has the value 0 when t < a and 1 when t > a, it follows that:
  a
 0
e  stU (t  a ) dt   e  st (1)dt   e  st (0)dt
a 0

 a
e  st dt

 e  st 
 
 s a
 e s a 
 0  
 s 
 as
Thus L U (t  a)  e (3.2)
s
  as
and L 1  e   U (t  a ) (3.3)
 s 
Putting a = 0 in equations (3.2) and (3.3) gives:

L U (t )  1
s
L 1  1   U (t )
s

EXAMPLE 1
e  t t 3
Write the function f (t )   in terms of the unit step function and find L{f(t)}.
0 t 3

SOLUTION
In its given form f (t ) does not represent a unit step function. If we subtract e– t from both
sides of the equation we get:

MAT3700 38
 e  t  e  t t 3
f (t )  e t   t
0  e t 3

 0 t 3
 t
 e t 3
0 t 3
 e  t 
1 t 3

This is a unit step function, with step discontinuity of magnitude – e–t at t = 3.

Thus f (t )  e t  e  tU (t  3)
f (t )  e  t  e  tU (t  3)
We now take Laplace transforms of both sides to obtain:
L  f (t )  L e  t  e  tU (t  3)
 L e  t   L e  tU (t  3)
1 
   e  st e  tU (t  3) dt
s 1 0
1  3
   e  st e  t (1) dt   e  st (0) dt
s 1 3 0

1 
   e  ( s 1) t dt
s 1 3


1  e  ( s 1) t 
 
s  1  ( s  1)  3
1 e 3( s 1)
 
s  1 ( s  1)
1  e 3( s 1)

s 1

EXAMPLE 2
Express the following function in terms of unit step functions. Hence find the Laplace
transform of f (t ) :

0 ta

f (t )   2 atb
0 tb

SOLUTION
f (t ) may be represented graphically as follows:

MAT3700 39
 2

0 a b t

Figure 3
[This function is called a pulse of duration (ba), magnitude 2 and strength 2(ba). The
strength of a pulse is the product of its magnitude and duration, that is the area under the
graph.]

We would like to express f (t ) in terms of the unit step function. We begin by introducing
step functions at each point where there is a kink or jump in the graph. In this case at t = a
and t = b. At each jump we will add in the new behaviour and subtract the old behaviour.
f  t    2  0 U  t  a    0  2 U  t  b 
 2U  t  a   2U  t  b  (3. 4)
 2 U  t  a   U  t  b 

[In general, a pulse is defined by f (t )  k U (t  a )  U (t  b)  where (ba) is the duration

and k the magnitude.]

We now take Laplace transforms of both sides of equation (3.4), obtaining:
L  f (t )  L 2 U (t  a )  U (t  b)
 2L U (t  a )  2L U (t  b)
2e  as 2e  bs
 
s s
 e  e  bs 
 as
 2 , s0
 s 

U(ta) can be written in another form using the second translation or shifting property of
the inverse transform which states that if L 1 F ( s)  f (t ) ,

MAT3700 40
 0 t  a
then L 1 e as F ( s)  
 f  t  a  t  a

0 ta
We also have f (t  a)U (t  a)  f (t  a) 
1 t  a
0 t  a

 f (t  a ) t  a

from which it follows that L 1 e as F ( s)  f (t  a )U (t  a )

and e  as F ( s )  L  f (t  a)U (t  a ) .

EXAMPLE 3
 e 2 s 
Find L 1
 2 .
 s 
SOLUTION

Let F ( s) 
1
so that: L 1 F ( s)  L 1  12 
s2 s 
t
 f (t )

In this example a = 2, so that f (t  a )  f  t  2  and we obtain

 
2 s
L 1  e 2   (t  2)U (t  2) .
 s 

3.3 THE UNIT IMPULSE FUNCTION

A pulse of very large magnitude and infinitesimally short duration (but of finite strength) is
called an impulse. For example, in mechanics we use the term when speaking of a large force
that acts for a very short time, but produces a finite change in momentum. It is also used in
beam problems where a concentrated load acts at a point, thus giving a very great load
intensity.
1
 0t 
Let f x (t )   
0 t 

MAT3700 41
 1
represent a pulse of duration  from t = 0 to t =  and of magnitude .


1


0 
t

Figure 4

As   0, the height of the rectangle increases indefinitely, while the width decreases in
1
such a way that the strength of the pulse, i.e. the area, is always equal to    1 . The limit

of f  (t ) as   0 is denoted by the Dirac delta (t) and we call this limiting function the unit

impulse or Dirac delta function. It represents an impulse of unit strength at t = 0.

(t) has the following properties:


(a) 0
(t ) dt  1


(b) 0
(t ) g (t ) dt  g (0)


(c) 0
(t  a ) g (t ) dt  g (a ) where g(t) is any continuous function

1
Since f  (t ) is a pulse of magnitude and duration , it can be expressed in terms of unit

1
step functions (see example 2) as f  (t )  U (t )  U (t    .


Hence (t )  lim f  (t )  lim

 0  0
1

U (t )  U (t    .

A unit impulse at t = a is represented by (ta) where

MAT3700 42
   t  a   lim f  (t  a )
 0

1
 a  t a
And f  (t  a)   
0 t  a

3.4 LAPLACE TRANSFORM OF THE UNIT IMPULSE FUNCTION

In order to evaluate the Laplace transform of (t  a), we first find the Laplace transform of
f(t  a) and then take the limit of this as   0, that is:
L (t  a)  lim
0
L  f  (t  a)
By definition:

L  f ( t a )   0

e  st f  (t  a ) dt
 a 
 e  st (0) dt   e  st 1
 dt
a  a
a 
e  st

 dt
a 
a 
 e  st 
 
  s  a
e  s ( a  )  e  s

 s
e  e  s  1
 as


 s
 as
(1  e  s )
L  f  (t  a )  e
s
and L (t  a)  lim
0
L  f (t  a)
 1  e  s 
 e  as lim  
 0
 s 

 1  e  s  0
But lim    , which is an indeterminate form, so we use l’Hospital’s rule, to obtain:
 0
 s  0

MAT3700 43
  d  s 
 1  e  s   d  (1  e ) 
lim    lim  
0
 s  0  d ( s) 
 d 
 s e  s 
 lim  
0
 s 
 lim e  s
0

1
Then L (t  a)  lim
0
L  f  (t  a)
 e  as
Setting a = 0 in this equation, we find that:
L (t )  lim
0
L  f  (t )
1
The inverse transforms are   t  a   L 1 e  as 

and   t   L 1 1 .

EXAMPLE 4
Show f  (t  3) graphically and find L (t  3) .

SOLUTION
The function f  (t  3) is defined as:

1
 3  t  3
f  (t  3)   
0 t  3

MAT3700 44
 1


0 t
3 3+
Figure 5

Now   t  3  lim f  (t  3)
0

and since L   t  a   e as ,
it follows that L (t  3)  e3s .

EXAMPLE 5
Find L (t  1)  t  1 .

SOLUTION
L  t  1   t  1  lim
0
L  t  1 f (t  1)
1
1  t  1 
where  
f t  1  

0 t  1 

L  t  1 f  t  1  0

Then e st  t  1 f   t  1 dt
1 e  st
  t  1 dt
1 

Since the integrand is the product of two functions of t, we have to integrate by parts.
dg e  st
Let f  (t  1) and  .
dt 
df e  st
Then  1 and g  .
dt  s

MAT3700 45
 1 1
 e  st  e  st
L  t  1  f   t  1    t  1 

 s 1
Thus: dt
 1  s
1
e  s (1 )  e  st 
  2 
s  s  1
e  s (1 ) e  s (1 )  e  s
 
s s2
In the limit as   0 , this becomes:
L  t  1   t  1  lim
 0
L  t  1 f  t  1
 e  s (1 ) e  s (1 )  e  s 
 lim    
 0
 s s2 
e s
e  s (1 )
e 
s
  lim  
s 0  s 
2

0
The term in brackets has the indeterminate form so we use l’Hospital’s rule to obtain:
0
d 
 dx  e  e s  
 s (1 )
  e  s (1 )  e  s 
lim    lim  
s 2
0
  0 

d 2
d
 s  

 se  s (1 ) 
 lim  2 
0
 s 
s
e

s

s
e s
Thus L  t  1   t  1   e 
s s
0

Remember that to find L{(t  a)}, we must first evaluate L{f(t  a)} and then take the
limit as   0 , that is
L   t  a   lim
 0
L  f   t  a 

MAT3700 46
3.5 TABLE OF LAPLACE TRANSFORMS OF SPECIAL FUNCTIONS

The following table is a summary of the results of this unit and will be added to the table of
Laplace transforms that will be given with your examination paper:

f(t) L{f(t)}
U (t ) 1
s
U (t  a ) e  as
s
( t ) 1

 t  a  e  as

MAT3700 47
3.6 POST-TEST: MODULE 4 (LEARNING UNIT 3)
(Solutions on myUnisa under additional resources)

Time: 40 minutes

1 t  2
1. Write the function f (t )  
0 t  2

in terms of the unit step function and hence find L{ f (t ) }. (6)

e 2 t t 1
2. Find the Laplace transform of f (t )   (9)
0 t 1

0 t 3

3. Express f (t )  6 3t 5
0 t 5


in terms of the unit step function and find L{ f (t ) }. (5)

3
 2  t  2
4. Write the function f (t )   
0 t 

in terms of the unit impulse function and find its Laplace transform. (4)
[24]

You should now be able to define the Heaviside unit step function and the unit impulse
function, and find their Laplace transforms and inverse Laplace transforms using a table of
standard transforms.

We are now ready to start using Laplace transforms to solve ordinary differential equations as
will be explained in the next learning unit.

MAT3700 48
 MODULE 4
LAPLACE TRANSFORMS

LEARNING UNIT 4
SOLVING DIFFERENTIAL EQUATIONS USING LAPLACE TRANSFORMS

OUTCOMES
At the end of this learning unit, you should be able to
 understand the procedure to solve differential equations using Laplace transforms
 solve differential equations using Laplace transforms

Refer to Tutorial Letter 101 for the reference to the pages you must study from your
prescribed book.

CONTENTS PAGE

4.1 SOLUTION OF DIFFERENTIAL EQUATIONS USING

LAPLACE TRANSFORMS 50
4.2 POST-TEST 61

MAT3700 49
4.1 SOLUTION OF DIFFERENTIAL EQUATIONS USING LAPLACE
TRANSFORMS

Laplace transforms can also be used to solve differential equations. We will use the following
results from learning unit 1:

If L{f(t)} = F(s),
then L{f '(t)} = sF(s)f (0) (4.1)

and L{f "(t)} = s2F(s)s f (0)f '(0). (4.2)

Consider the second-order linear differential equation

d2y dy
a 2
 b  cy  f (t )
dx dx
or
ay "(t )  by '(t )  cy (t )  f (t ) (4.3)
where a, b and c are constants. Suppose we are asked to solve this equation subject to the
initial or boundary conditions y (0)  A and y '(0)  B , where A and B are given constants.

On taking Laplace transforms of both sides of equation (4.3) we obtain:

aL { y "(t )}  bL  y '(t )  cL  y (t )  L { f (t )} (4.4)

Let L  y (t )  Y ( s) . (4.5)

By equations (4.1) and (4.2) it follows that

L  y '(t )  sY ( s)  y(0) (4.6)

and L  y "(t )  s 2Y ( s)  sy(0)  y '(0) (4.7)

Equation (4.4) thus becomes

a1  s 2Y ( s )  sy (0)  y '(0)   b  sY ( s )  y (0)   cY ( s )  F ( s )

and substitution of the initial conditions gives:

a  s 2Y ( s )  sA  B   b  sY ( s )  A  cY ( s )  F ( s )

This is an algebraic equation from which we can determine Y(s), that is:

MAT3700 50
 F ( s )  a  As  B   bA
Y ( s) 
as 2  bs  c
The required solution is then obtained by taking the inverse Laplace transform to find:
L 1Y ( s)  y (t )
The above method can be extended to differential equations of higher order.
For first-order differential equations a = 0 and so:
F ( s )  bA
Y ( s) 
bs  c

EXAMPLE 1
d2 y
Solve the differential equation 2  y  t given the initial conditions
dt
y (0)  0 and y '(0)  1 .
dy
These conditions are also sometimes written as y  0 and  1 when t = 0.
dt

SOLUTION
We take Laplace transforms of both sides of the given equation to obtain:
L  y "(t )  L  y(t )  L t
On using equations (4.5) and (4.7) this becomes
1
s 2Y ( s )  sy (0)  y '(0)  Y ( s )  (4.8)
s2
where L{t} are found from the table of transforms.

Substitution of the initial values gives:

1
s 2Y ( s )  1  Y ( s ) 
s2

 s 2  1 Y ( s)  s12  1
1  s2
 2
s
1  s2
Y ( s) 
s 2 (1  s 2 )
1
 2
s

MAT3700 51
Thus the original differential equation has been transformed into the algebraic equation:
1
Y ( s) 
s2
We now take the inverse transform of each side, that is:

L 1{Y ( s)}  L 1 12 

s 
Using the table shows that y(t) = t.

EXAMPLE 2
Solve the equation y '(t )  3 y (t )  t given that y  0   1.

SOLUTION
On taking Laplace transforms of both sides we obtain:
L  y '(t )  3L  y (t )  L {t}
We now use equations (4.5) and (4.6) to get
1
sY ( s )  y (0)  3Y ( s ) 
s2
Substitution of the initial values gives:
1
sY ( s )  1  3Y ( s ) 
s2
1
( s  3)Y ( s )  2  1
s
1  s2
 2
s
1  s2
Y ( s)  2
s ( s  3)

Once again we have an algebraic equation giving Y(s) in terms of s and the required solution
is obtained by taking the reverse transform of each side. In order to do this we express Y(s) in
partial fractions.
1  s2 A B C
Let 2   2  .
s ( s  3) s s s3
We multiply both sides of the equation by s2(s + 3) so that:

MAT3700 52
 1  s 2  As ( s  3)  B( s  3)  Cs 2
 As 2  3 As  Bs  3B  Cs 2
 ( A  C ) s 2  (3 A  B) s  3B
Equating coefficients of like terms yields the following:
constant terms: 1 = 3B
1
B=
3
s-terms: 0 = 3A + B
1
A= 
9
s2-terms: 1=A+C
10
C=
9
1  s2
Thus Y ( s)  2
s ( s  3)
1 1 10
  2 
9 s 3s 9( s  3)

L 1 Y ( s)   1 L 1  1   1 L 1  12   10 L 1  1 

9 s 3 s  9  s  3
Referring to the table we find

L 1 1   1
s

L 1 12   t
s 

L 1 1 
e
t

 s  3

10 3t t 1
so that y (t )  e   .
9 3 9

EXAMPLE 3
d2 y dy
Solve the equation 2
 2  3 y  e  t sin t given y (0)  0 and y '(0)  1 .
dt dt

MAT3700 53
SOLUTION
We take Laplace transforms of both sides of the given equation to obtain:
L  y "(t )  2L  y '(t )  3L  y(t )  L et sin t
1
Reference to the table shows that L sin t 
s 1
2

so that by the first translation or shifting property:

L et sin t  1
( s  1) 2  1
1
 2
s  2s  2
1
Thus s 2Y ( s )  sy (0)  y '(0)  2 sY ( s )  2 y (0)  3Y ( s ) 
s  2s  2
2

Using the given initial conditions we have:

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

 s 2  2s  3 Y (s)  s 2  21s  2  1
1  s 2  2s  2
 2
s  2s  2
s  2s  3
2
 2
s  2s  2
s 2  2s  3
Y ( s)  2
 s  2s  2  s 2  2s  3
1

s  2s  2
2

1

 s  1 1
2

We now take the inverse transform of each side to obtain

 1 
L 1{Y ( s)}  L 1 
 ( s  1)  1 
2

 1 
 e  t L 1  2 
 s  1
by the first translation property.
Using the table we find that the solution is:
y (t )  e  t sin t

MAT3700 54
EXAMPLE 4
d2 y dy
Solve the equation 2
 2  y  e x
dx dx
subject to the initial conditions y(0) = 0 and y'(0) = 0.

SOLUTION
In this example the independent variable is x, so we use x instead of t in defining the Laplace

transform, that is, we put Y ( s )   e  sx f ( x ) dx .
0

Taking the Laplace transform of both sides of the given equation we have:
L  y "( x)  2L  y '( x)  L  y ( x)  L e x 
1
Thus s 2Y ( s )  sy (0)  y '(0)  2 sY ( s)  2 y (0)  Y ( s ) 
s 1
and substituting the initial values:
1
s 2Y ( s )  2sY ( s )  Y ( s ) 
s 1

 s 2  2s  1 Y (s)  s 1 1
1
Y ( s) 
 s  1  s 2  2s  1
1

( s  1)3
We now take the inverse transform of each side to get
 1 
L 1 Y ( s)  L 1  3 
 ( s  1) 

  x 2 e  x
The table shows that L 1  1
3 

  s  1 
2

x 2 e x
and the required solution is y ( x) 
2

MAT3700 55
EXAMPLE 5
Solve the equation y "(t )  9 y (t )  6sinh 3t given y (0)  0 and y '(0)  4 .

SOLUTION
We take Laplace transforms of both sides of the equation obtaining
L  y "(t )  9L  y (t )  6L sinh 3t
 3 
from which we get s 2Y ( s )  sy (0)  y '(0)  9Y ( s )  6  2 
 s 9
Substitution of the initial values gives:
 3 
s 2Y ( s )  4  9Y ( s )  6  2 
 s 9

 s 2  9  Y (s)  s 218 9  4
18  4 s 2  36

s2  9
4 s 2  18
Y (s) 
 s2  9
2

In order to take inverse transforms of this we shall have to rewrite the equation in a form
which appears in the table. Reference to the table shows that
 2 
 s 9 
L 1
 2 2 
 t cosh 3t
  s  9  

so we write the equation as:

s 2  9  3s 2  27
Y (s) 
s  9
2 2

s2  9 3 s2  9
 
 s2  9 s  9
2 2 2

 2 
 s 9   3 
Thus L Y ( s)  L
1 1
 2 2 
 L 1  2 
  s  9   s  9

and y (t )  t cosh 3t  sinh 3t .

MAT3700 56
EXAMPLE 6
d 2 y dy
Solve the equation   2 y  t given that y(0) = 0 and y'(0) = 0.
dt 2 dt

SOLUTION
On taking Laplace transforms of each side we get
L  y "(t )  L  y '(t )  2L  y(t )  L t
1
s 2Y ( s )  sy (0)  y '(0)  sY ( s )  y (0)  2Y ( s ) 
s2
and we insert the given initial conditions to obtain:

s 2
 s  2  Y ( s) 
1
s2
1
Y ( s) 
s 2
s 2
 s  2

Since the denominator of Y(s) can be factorised, we resolve it into partial fractions to enable
us to find the inverse transform.
1 A B C D
Let   2   .
s  s  1 s  2  s s
2
s 1 s  2

On multiplying both sides of the equation by s2(s +1)(s 2)

we obtain: 1  As  s 2  s  2   B  s 2  s  2   Cs 2 ( s  2)  Ds 2 ( s  1)
 As 3  As 2  2 As  Bs 2  Bs  2 B  Cs 3  sCs 2  Ds 3  Ds 2
  A  C  D  s 3    A  B  2C  D  s 2  (2 A  B) s  2b

Equating coefficients of like terms gives the following:

s3-terms: A+C+D=0
s2-terms: A + B2C + D = 0
s-terms: 2AB = 0
constant terms: 2B = 1
1 1 1 1
Hence B   , A , C  , D  .
2 4 3 12
1
Thus Y ( s ) 
s ( s  1)( s  2)
2

1 1 1 1
  2  
4s 2s 3( s  1) 12( s  2)

MAT3700 57
and L 1 Y ( s)  1 L 1  1   1 L 1  12   1 L 1  1  1 1  1 
 L  
4 s  2 s  3  s  1  12 s  2
Reference to the table gives the solution:
1 1 1  t 1 2t
y (t )   t e  e
4 2 3 12

EXAMPLE 7
Solve the equation y"(t) + 4y(t) = (t) given y(0) = 0 and y'(0) = 1.

SOLUTION
We have L  y "(t )  4L  y (t )  L (t ) .
Thus s 2Y ( s )  sy (0)  y '(0)  4Y ( s )  1
and on substituting the initial conditions this becomes:

s 2Y ( s )  1  4Y ( s )  1

so that ( s 2  4)Y ( s )  2
2
Y ( s) 
( s  4)
2

Then L 1 {Y ( s)}  L 1  2 

s  4
2

and y (t )  sin 2t , t  0 .

EXAMPLE 8
Solve the equation y "( x)  6 y '( x)  9 y ( x)  0 given that y(0) = 0 and y(1) = 1.

SOLUTION
Taking Laplace transforms of both sides we have:
L { y "( x)}  6L { y '( x)}  9L { y ( x)}  0
Thus s 2Y ( s )  sy (0)  y '(0)  6sY ( s )  6 y (0)  9Y ( s )  0

Since the value of y'(0) is not given, we write y'(0) = C and substitute for y(0) and y'(0) in the
above equation to get:

MAT3700 58
 s 2Y ( s )  C  6 sY ( s)  9Y ( s )  0
( s 2  6s  9)Y ( s )  C
C
Y ( s) 
s  6s  9
2

C

( s  3) 2
Take the inverse transform of each side obtaining:
 C 
L 1 {Y ( s)}  L 1  2 
 ( s  3) 

Thus y ( x)  cxe3 x
To find the value of C we substitute the given initial condition y (1)  1 in this equation to get:
1 = Ce3
1
C= 3
 e3
e
The solution is therefore: y ( x)  e 3  e3 x
 xe3( x 1)

In all the examples so far worked out, initial or boundary conditions were supplied. These
enable us to find particular solutions of the given differential equations. However, you will
remember from earlier units that frequently initial conditions are not given, and we then have
to find the general solution of the equation. This solution contains arbitrary constants, equal
in number to the order of the equation.

EXAMPLE 9
d2y
Find the general solution of  16 y  0 .
dt 2
SOLUTION
On taking Laplace transforms we get:
L { y "(t )}  16L { y (t )}  0
Thus s 2Y ( s )  sy (0)  y '(0)  16Y ( s)  0
Let y(0) = a and y'(0) = b

MAT3700 59
so that s 2
 16  Y ( s )  as  b
as  b
Y ( s) 
s 2  16

We therefore have L 1 {Y ( s)}  L 1 as2  b 

 s  16 
 s  b 1  4 
 aL 1  2  L  2 
 s  16  4  s  16 
b
 a cos 4t  sin 4t
4
b
If we put a = c1 and  c2 , then the general solution of the given equation is:
4
y (t )  c1 cos 4t  c2 sin 4t

MAT3700 60
4.2 POST-TEST: MODULE 4 (LEARNING UNIT 4)
(Solutions on myUnisa under additional resources)

Time: 75 minutes

Use Laplace transforms to solve the following differential equations:

d2 y dy
1. 2
 5  4 y  0 given that y(0) = 0 and y'(0) = 2 (10)
dt dt

d2 y dy
2. 2
 4  4 y  t 2 e 2t given that y(0) = 0 and y'(0) = 0 (5)
dt dt

3. y "(t )  y '(t )  2 y (t )  4 given that y(0) = 1 and y'(0) = 6 (12)

4. y "(t )  y (t )  t given that y(0) = 2 and y'(0) = 1 (8)

5. y '( x)  y ( x)  1 given that y(0) = 0 (8)

d2 y
 2  10 y   25t 2  16t  2  e3t given that y(0) = 0 and y'(0) = 0
dy
6. 2
(8)
dt dt
[51]

You should now be able to solve differential equations using Laplace transforms.

In the next learning unit, we shall study examples of how to use Laplace transforms to solve a
system of simultaneous equations.

MAT3700 61
 MODULE 4
LAPLACE TRANSFORMS

LEARNING UNIT 5
SOLVING SIMULTANEOUS DIFFERENTIAL EQUATIONS USING LAPLACE
TRANSFORMS

OUTCOMES
At the end of this learning unit, you should be able to
 understand the procedure to solve differential equations using Laplace transforms
 solve differential equations using Laplace transforms

Refer to Tutorial Letter 101 for the reference to the pages you must study from your
prescribed book.

CONTENTS PAGE

5.1 SOLUTION OF SIMULTANEOUS DIFFERENTIAL

EQUATIONS USING LAPLACE TRANSFORMS 63
5.2 POST-TEST 64

MAT3700 62
5.1 SOLUTION OF SIMULTANEOUS DIFFERENTIAL EQUATIONS
USING LAPLACE TRANSFORMS

We can also solve a system of simultaneous equations using Laplace transforms.

You will not be able to master the outcomes for this learning unit without referring to your
prescribed book.

Refer to Tutorial Letter 101 for the reference to the pages you must study from your
prescribed book.

MAT3700 63
5.2 POST-TEST: MODULE 4 (LEARNING UNIT 5)
(Solutions on myUnisa under additional resources)

Time: 60 minutes

Use Laplace transforms to solve the following simultaneous differential equations:

dx dy
1.   y  et (10)
dt dt
dy
x  y  e2t
dt

dx dy
2. x  3 y  et  1 (12)
dt dt
dx dy
 2x   y  e2t  t
dt dt

dx
3.  2x  3 y  t (11)
dt
dy
 3x  2 y  e2t
dx
[33]

You should now be able to solve simultaneous differential equations using Laplace
transforms.

In the next learning unit, we shall study examples of how to use Laplace transforms in
problems relating to electrical circuits, vibrations and beams.

MAT3700 64
 MODULE 4
LAPLACE TRANSFORMS

LEARNING UNIT 6
PRACTICAL APPLICATIONS

OUTCOMES
At the end of this learning unit, you should be able to solve problems using Laplace
transforms relating to
 electric circuits
 vibrating systems
 beams

Refer to Tutorial Letter 101 for the reference to the pages you must study from your
prescribed book.

CONTENTS PAGE

6.1 PRACTICAL APPLICATIONS OF THE LAPLACE

TRANSFORM 66
6.1.1 Application to electric circuits 66
6.1.2 Application to vibrating systems 70
6.1.3 Application to beams 74
6.2 POST-TEST 83

MAT3700 65
6.1 PRACTICAL APPLICATIONS OF THE LAPLACE TRANSFORM

In Module 1 we studied some ways in which differential equations are used in engineering.
We discussed the solution of problems on electric circuits, vibrating systems and the
deflection of beams. We shall now see how the same type of problem can be solved using
Laplace transforms.

6.1.1 Application to electric circuits

The simple electric circuit shown below has an inductance L, resistance R and a capacitance
C, connected in series with an electromotive force E.

R C

Figure 1

Let Q be the charge which flows to the capacitor plates when the switch is closed. Then, by
Kirchhoff’s second law:
d 2Q dQ 1
L 2
R  QE
dt dt C
By solving this equation, we can find the charge Q and also the current I, which is the rate of
flow of charge, that is:
dQ
I
dt

EXAMPLE 1
An inductor of 1 H, a resistor of 6  and a capacitor of 0.1 F are connected in series with an
electromotive force of 20sin2t volts. At t = 0 the charge on the capacitor and the current in
the circuit are zero. Find the charge and current at any time t > 0.

MAT3700 66
SOLUTION
We are required to solve the equation
d 2Q dQ
2
6  10 Q  20sin 2t
dt dt
given the initial values
Q(0)  0 and Q '(0)  0 .

Taking Laplace transforms on both sides of the equation we obtain:

L{Q (t )}  6L{Q (t )}  10L{Q(t )}  20L{sin 2t}
Let L{Q(t )}  q( s) .
Then L{Q (t )}  2q( s)  Q(0)
and L{Q (t )}  s 2 q( s)  sQ(0)  Q (0) .

We therefore have
 2 
s 2 q ( s )  sQ(0)  Q (0)  6sq ( s )  6Q(0)  10Q( s )  20  2 
 s 4
and substituting the given initial values leads to
40
( s 2  6s  10)q( s ) 
s 4
2

40
so that q ( s )  .
( s  4)( s 2  6s  10)
2

In order to find the inverse transform, we resolve q(s) into partial fractions.
40 As  B Cs  D
Let  2  2
( s  4)( s  6s  10) s  4 s  6 s  10
2 2

Multiplication of both sides by (s2 + 4)(s2 + 6s + 10) gives:

40  ( As  B )( s 2  6s  10)  (Cs  D )( s 2  4)
 As 3  6 As 2  10 As  Bs 2  6 Bs  10 B  Cs 3  4Cs  Ds 2  4 D
 ( A  C ) s 3  (6 A  B  D ) s 2  (10 A  6 B  4C ) s  (10 B  4 D )

MAT3700 67
We now equate coefficients of like terms to get the following:
s3-terms: A+C=0
s2-terms: 6A + B + D = 0
s-terms: 10A + 6B + 4C = 0
constant terms: 10B + 4D = 40
4 4 4 20
Hence: A   , B  , C  and D 
3 3 3 3
40
Thus: q ( s ) 
( s  4)( s 2  6s  10)
2

 4s  4 4 s  20
 
3( s  4) 3( s  6s  10)
2 2

4  s  2  2  4   s  3  2 
  2     
3  s  4  3  s 2  4  3  ( s  3) 2  1 

s  2 1  2  4 1   s  3  2 
and L1{q( s)}   4 L1   L  2  L  
s  4 3 s  4 3  ( s  3)  1 
2 2
3
4 2 4   s  1  1 
  cos 2t  sin 2t  e 3t  L 1  2   2L  2 
3 3 3   s  1  s  1 
The solution is therefore:
4 2 4 8
Q(t )   cos 2t  sin 2t  e 3t cos t  e 3t sin t
3 3 3 3
dQ
and I (t ) 
dt
8 4 4 28
 sin 2t  cos 2t  e 3t cos t  e 3t sin t
3 3 3 3

For large values of t, those terms of Q and I that contain e–3t are negligible and are called the
transient part of the solution. The remaining terms are called the steady-state part of the
solution. The transient terms of I, that is the last two terms
4 28
 e 3t cos t  e 3t sin t ,
3 3
vanish as t   and the steady-state solution is:
8 4
I (t )  sin 2t  cos 2t
3 3

MAT3700 68
EXAMPLE 2
An inductor of 1 H, a resistor of 4  and a capacitor of 0.05 F are connected in series with an
electromagnetic force of 100 V. At t = 0 the charge on the capacitor and the current in the
circuit are zero. Find the charge and the current at any time t > 0.

SOLUTION
Let Q and I be the instantaneous charge and current, respectively, at time t. By Kirchhoff’s
second law we have
d 2Q dQ Q
2
4   100
dt dt 0.05
or
d 2Q dQ
2
4  20 Q  100
dt dt
with initial conditions
Q(0)  0 and Q (0)  0 .
Taking Laplace transforms, we find:
L{Q (t )}  4L{Q (t )}  20L{Q(t )}  100L{1}
100
Thus s 2 q( s )  s Q(0)  Q (0)  4s q ( s )  4 Q(0)  20 q ( s ) 
s
which, on inserting the initial conditions, becomes
100
( s 2  4 s  20)q( s ) 
s
100
so that q( s ) 
s( s  4 s  20)
2

100 A Bs  C
Let   2 .
s ( s  4 s  20) s s  4s  20
2

Thus 100  A( s 2  4 s  20)  ( Bs  C ) s

 ( A  B) s 2  (4 A  C ) s  20 A
Equating coefficients of like terms gives the following:
constant terms:100 = 20A
A=5

MAT3700 69
s-terms: 0 = 4A + C
C = 20
s2-terms: 0=A+B
B = 5
100
Thus q( s) 
s ( s  4 s  20)
2

5 5s  20
  2
s s  4 s  20

5 5( s  2)  10
 
s ( s  2) 2  16

and L1{Q( s)}  5L1  1   e2t L1  52s  10 

s  s  16 
  s  5 1  4  
 5  e 2t  5L1  2  L  2 
  s  16  2  s  16  

Thus L1{Y ( s)}   1 L1  s  1 1  6 

 L  2 
 s  36  3  s  36 
2
4

5
Thus Q(t )  5  5e 2t cos 4t  e 2t sin 4t
2
and I (t )  10e 2t cos 4t  20e 2t sin 4t  5e 2t sin 4t  10e 2t cos 4t
 25e 2t sin 4t

6.1.2 Application to vibrating systems

Suppose a mass m hangs in equilibrium from the lower end of a vertical spring. If it is given a
small vertical displacement and then released, the mass will undergo vertical vibrations.

Let y (t ) be the instantaneous displacement of m at time t.

Then the equation of motion of the system is
d2y dy
m 2
 c  k y  f (t )
dt dt

MAT3700 70
 dy
where c is the damping force proportional to the velocity of m, ky is the restoring force
dt
and f (t ) is an external, variable force acting vertically on m.
Sometimes no damping and/or external forces are present, in which case
dy
c  0 and/or f (t )  0 .
dt

EXAMPLE 3
d2 y
The equation of motion of a mass performing free vibrations is  36 y  0
dt 2
1 dy
if y   and  2 when t = 0.
4 dt
Determine the amplitude and period of the motion.

SOLUTION
1
The initial values are y (0)   and y (0)  2 .
4
dy
Note that c  0 and f  t   0, there are no damping and external forces acting on m, so
dt
the vibrations are said to be free.

Taking Laplace transforms of the equation we have:

L{ y (t )}  36L{ y (t )}  0
Thus s 2Y ( s )  sy (0)  y (0)  36Y ( s )  0
Substitution of the initial conditions gives
s
( s 2  36)Y ( s )    2
4
s 2
so that Y ( s)   2
4( s  36) ( s  36)
2

1 s 6
 
4 ( s  6 ) 3( s  62 )
2 2 2

We want a 6 as numerator in the second term so that we can easily use the table of
transforms.

MAT3700 71
Thus L1 Y ( s)   1 L1  s  1 1  6 
 L  2 
 s  36  3  s  36 
2
4
1 1
and y (t )   cos 6t  sin 6t
4 3

2 
The period of the motion is T  
6 3
2 2
1 1 5
and the amplitude is a        .
 4   3  12

EXAMPLE 4
d2 y
A system vibrates according to the equation 2  4 y  3sin t .
dt
dy 
If y = 0 at t = 0 and  1 at t  , find the displacement of the mass at any time t.
dt 2

SOLUTION
In this case we have an external force f (t ) = 3sint acting on m, but no damping force. The
vibrations are said to be forced.

Take Laplace transforms on both sides of the equation:

L  y (t )  4L  y (t )  3L sin t
3
Thus s 2Y ( s )  sy (0)  y (0)  4Y ( s ) 
s 1 2

We are given y(0) = 0, but since we do not know the value of y (0) , we put y (0) = c1.
Substituting these values into the equation gives:

s 2
 4  Y ( s) 
3
s 1
2
 c1

3  c1 s 2  c1
and Y (s) 
s 2
 1 s 2  4 

This must be expressed in partial fractions so that we can find the inverse transform.
c1s 2  c1  3 As  B Ds  E
Let  2  .
 s  1 s  4  s  1 s 2  4
2 2

MAT3700 72
Then c1 s 2  c1  3   As  B   s 2  4    Ds  E   s 2  1
 As 3  4 As  Bs 2  4 B  Ds 3  Ds  Es 2  E
 ( A  D) s 3  ( B  E ) s 2   4 A  D  s   4 B  E 

We equate coefficients of like terms to get

s3-terms: 0=A+D
s2-terms: c1 = B + E
s-terms: 0 = 4A + D
constant terms: c1 + 3 = 4B + E
from which it follows that
A  D  0, B  1 and E  c1  1 .

c1 s 2  c1  3
Thus Y (s) 
s 2
 1 s 2  4 
1 c 1
  21
s 1 s  4
2

and L 1Y ( s)  L 1 1  c1 1  2  1 1  2 

 L  2  L  2 
 s  1 2 s  4 2 s  4
2

c1 1
so that y (t )  sin t  sin 2t  sin 2t .
2 2
To find the value of c1 we make use of the initial condition
 
y     1 , that is y (t )  1 when t  .
2 2
Differentiate the equation of y(t) to get
y (t )  cos t  c1 cos 2t  cos 2t

and then substitute the given values of y (t ) and t to get:


1  cos  c1 cos   cos 
2

Since cos  0 and cos   1 , this becomes:
2
1 = c1 + 1
c1 = 0
Substituting this value for c1 we obtain:
1
y (t )  sin t  sin 2t
2

MAT3700 73
6.1.3 Application to beams

Consider a transversely loaded beam that is co-incident with the x-axis. Let the length of the
beam be b and its load per unit length k. The axis of the beam has a transverse deflection y(x)
at any point x which satisfies the differential equation
d4 y k
4
 0<x<b
dx EI
where E is the modulus of elasticity for the beam and I is the moment of inertia of a small
cross-section at x.

This transverse deflection is often called the curve of deflection of the beam and is the shape
into which the axis of the beam is bent by gravity and other forces acting upon it.

Solution of the equation subject to given initial conditions will yield the equation of the curve
of deflection, from which we can find the deflection y(x) at any point. The initial conditions
associated with the equation depend on the manner in which the beam is supported. Most
commonly we find
(a) clamped, built-in or fixed
(b) simply supported or hinged
(c) free end

EXAMPLE 5

A simply supported beam of length b carries a uniform load k per unit length. Find the
deflection at any point, given the differential equation
d4 y k
4
 0<x<b
dx EI
and initial conditions y (0)  0, y (0)  0, y (b)  0 and y (b)  0 .

MAT3700 74
 Figure 2
SOLUTION
Taking Laplace transforms of both sides of the equation gives:

L  y 4 ( x)  k
L{1}
EI
k 1
Thus: s 4Y ( s )  s 3 y (0)  s 2 y (0)  sy (0)  y (0) 
EI s
Since we do not know the values of y (0) and y (0) , we put y (0) = c1 and y (0) = c2.
We substitute these and the given initial values in the equation to get:
k 1
s 4Y ( s )  s 2c1  c2 
EI s

k 1 2
Thus s 4Y ( s )   s c1  c2
EI s

k 1 c1 c2
and Y ( s)   
E I s s2 s4
Taking the inverse transforms we get:
K 1  1 
L 1Y ( s)  L  5   c1L 1 12   c2L 1 14 
EI s  s  s 

k  x4   x3 
so that y( x)    1  c x  c2 
E I  4!   3! 
kx 4 c x3
  c1 x  2
24 E I 6
To evaluate the constants c1 and c2, we differentiate this equation twice.

MAT3700 75
 kx 3 c2 x 2
Thus y ( x)   c1 
6E I 2

kx 2
y ( x)   c2 x
2E I
We make use of the initial conditions to get:
kb 2
0  c2 b
2E I

kb
c2  
3E I
Substituting this and the initial values we get:
kb 4 kb 4
0  c1b 
24 E I 12 E I

kb3
c1 
24 E I

kx 4 kb3 x kbx 3
Thus y ( x)   
24 E I 24 E I 12 E I


k
24 E I
 x 4  2bx3  b3 x 

EXAMPLE 6

A cantilever beam is fixed at one end x = 0 and free at the other end x = b.
It carries a load per unit length given by:
 b
ko 0 x 
3 
k ( x)   
0 b
 xb 
 3 
If the differential equation and initial conditions are
d 4 y k ( x)
 given that y (0)  0, y (0)  0, y (b)  0 and y (b)  0 ,
dx 4 EI
find the deflection at any point of the beam.

MAT3700 76
 Figure 3
SOLUTION
Since the beam has a load uniformly distributed over one-third of its length and no load on
b
the remainder, there is a step discontinuity of magnitude ko at x  .
3
k(x) can therefore be written in terms of unit step functions as:
 b
k ( x )  k oU ( x )  k oU  x  
 3

d 4 y ko   b 
Thus  U ( x)  U  x   
 3 
4
dx EI

L U ( x)  o L U  x  b  
ko k
Taking Laplace transforms we get: L  y ( x) 
EI EI   3 
 bs
k 1 ke 3 1
Thus: s Y ( s )  s y (0)  s y (0)  sy (0)  y (0)  o  o
4 3 2

EI s EI s

Let y (0)  c1 and y (0)  c2 and substitute these and the initial conditions to obtain:
 bs
k 1 ke 3 1
s Y ( s )  sc1  c2  o  o
4

EI s EI s
 bs
k ke 3
Thus s Y ( s )  sc1  c2  o  o
4

EIs EIs
 bs
c c k ke 3
and Y ( s )  13  24  o 5  o 5
s s EIs EIs

MAT3700 77
 ko 1 1  ko 1 e 3 
 bs

1 1 1 
Thus L Y ( s )  c1L
1 1

 3 2 c L  4  L  5  L  5 
s   s  EI  s  EI  s 
4
c1 x 2 c2 x 3 ko x 4 k  b  b
and y( x)     o  x   U  x   ...............(6.1)
2 6 24 E I 24 E I  3  3
 bs
e 3
where the inverse transform of was obtained using the following:
s5
If L 1F ( s)  f ( x)
then L 1e  as F ( s )  f ( x  a)U ( x  a)

 bs
In this example e  as  e 3
.
b
Thus a 
3
1
and F ( s ) 
s5
x4
so that f ( x) 
4!
4
1  b
and f  x  a   x  .
24  3

 e  3  1 
bs
4
b  b
Thus L 1
 5  x  Ux 
 s  24  3  3

Equation (6.1) is equivalent to:

 c1 x 2 c2 x 3 ko x 4 b
 2   0 x
 6 24 E I 3 
y( x)   4 
 c1 x  c2 x  ko x  ko  x  b 
2 3 4
b
  x
 2 6 24 E I 24 E I  3 3 

Since we are given that y ( x)  0 and y ( x)  0 when x = b, we differentiate y(x) three
b
times using the value for x  .
3

MAT3700 78
 3
c2 x 2 ko x 3 k  b
y ( x )  c1 x    o x 
2 6E I 6E I  3

2
ko x 2 k  b
y ( x )  c1  c2 x   o  x   ...................(6.2)
2EI 2E I 3

k o x ko  b
y ( x )  c2   x 
EI EI 3
On substituting y ( x)  0 we get:
ko  b
0  c2  b  b  
EI 3

ko b
Thus c2   .
3 EI

We now substitute this value and y (b)  0 in equation (6.2) to obtain:

2
ko b 2 ko b 2 k  2b 
0  c1    o  
3E I 2E I 2E I  3 

ko  6b 2  9b 2  4b 2 
c1   
EI 18 

ko b 2

18 E I

Thus the required equation of the curve of deflection of the given beam is:

 ko  b 2 x 2 bx 3 x 4  b
     0  x  
 E I  36 18 24  3
y ( x)   
 ko  b x  bx  x  1  x  b  
2 2 3 4 4
b
 E I  36    x 
  18 24 24  3   3 

MAT3700 79
EXAMPLE 7
Show that a concentrated load W acting at a point x = a on a beam can be expressed in terms
of the unit impulse or Dirac delta function as W   x  a  .

a a+

Figure 4
SOLUTION
Let ko represent a uniform loading per unit length over a portion of the beam from a to .
Then the total loading for this portion is ko(a + a) = ko which must be equal to W.
Thus: ko   W
W
ko  for a  x  a  


Since the loading is equal to zero, we can write:

k a  x  a  
k  x   o 
0 otherwise 

W 
 a  x  a  
 
0 otherwise 

W
This represents a pulse of duration  from x = a to x = a +  and magnitude .

W
The strength of the pulse is, of course,  W .


In the limit as  tends to zero, the portion from x = a to x = a +  reduces to the point x = a.
An impulse of strength W at x = a is represented by
lim k ( x)  W ( x  a) .
0

MAT3700 80
EXAMPLE 8
A beam of length b with its end built in has a concentrated load W acting at its centre.
Find the resulting deflection. The differential equation is
d4y W  b
  x  
dx 4
EI  2
with initial conditions y (0)  0, y (0)  0, y (b)  0 and y (b)  0 .

b
W
2 b
a
x

Figure 5
SOLUTION
Take Laplace transforms of both sides of the given equation to get:

L  y ""( x )  W L   x  b  
EI   2 

W  bs2
Thus s 4Y ( s )  s 3 y (0)  s 2 y (0)  sy (0)  y (0)  e .
EI

Using the initial conditions and writing y (0)  c1 and y (0)  c2 , we have:

W  bs2
s 4Y ( s )  sc1  c2  e
EI

W  bs2
s 4Y ( s )  sc1  c2  e
EI

 bs
c c We 2
Y ( s )  1  24 
s3 s E I s4

 2 
bs

1 1  1  W 1  e
Thus L Y ( s)  c1L
1 1
 3   c2 L  4   L  4 
s  s  E I  s 

MAT3700 81
 3
c1 x 2 c2 x 3 W  b  b
and y ( x)    x  Ux 
2 6 6 EI 2  2
3
c1 x 2 c2 x 3 W  b  b
or y( x)    x  Hx 
2 6 6 EI 2  2

We can also write y(x) as:

 c1 x 2 c2 x 3 b
 2  6 0  x 
2 

y( x)   2 3 
 c1 x  c2 x  W  x  b 
3
x  
b
 2  
6 6 EI 2 2 

b
In order to use the initial conditions, we differentiate y(x) using the value for x  .
2
2
c x 2 3W  b
y ( x )  c1 x  2  x 
2 6 EI  2

We now substitute y  b   0 in the equation for y(x) and y ( x) , respectively, obtaining

3
c b 2 c b3 W b
0 1  2   
2 6 6 EI2

and y (b)  0 in the equation for y ( x) , obtaining

2
c b2 W b
0  c1b  2    .
2 2 EI2
Solving these simultaneous equations we find:
Wb
c1 
8E I
W
c2  
2E I
The required equation of the curve of deflection is therefore:
 W  bx 2 x3  b
    0  x  
 E I  16 12  2
y ( x)   
 W  bx  x  1  x  b  
3
2 3
b 
 E I  16 12 6    x 
  2   2 

Examples 6 and 8 above may seem rather long and involved, but they have been included to
demonstrate the use of unit step and impulse functions in beam problems.

MAT3700 82
6.2 POST-TEST: MODULE 4 (LEARNING UNIT 6)
(Solutions on myUnisa under additional resources)

Time: 70 minutes

1. An inductor of 1 H, a resistor of 2  and a capacitor of 0.5 F are connected in series

with an electromagnetic force of cost volts. At t = 0, the charge on the capacitor and
the current in the circuit are zero. Find the current at any time t > 0 and discuss the
solution as t  . (25)

2. A system vibrates according to the equation

d2 y dy
2
6  10 y  0
dx dx
where y is the displacement at time t. If the initial conditions are y(0) = 0 and
y (0)  3 , find y in terms of t. (9)

3. A cantilever beam, clamped at x = 0 and free at x = b, carries a uniform load k per unit
length. Given the differential equation
d4y k
4
 0  x  b
dx EI
and initial conditions
y (0)  0, y (0)  0, y (b)  0 and y (b)  0 ,
show that the equation of the curve of deflection of the beam is:

y ( x) 
k
24 E I
 x 4  4bx3  6b 2 x 2  (16)

[50]

Using Laplace transforms, you should now be able to solve problems relating to electric
circuits, vibrating systems and beams.

This concludes our study of Laplace transforms. In the next module we shall continue our
studies on linear algebra and learn how to solve a system of equations using Gaussian
elimination.

MAT3700 83
 MODULE 5
LINEAR ALGEBRA

LEARNING UNIT 1
GAUSS ELIMINATION

OUTCOMES
At the end of this learning unit you should be able to
 understand the process of Gaussian elimination
 solve a system of simultaneous equations using Gaussian elimination

Refer to Tutorial Letter 101 for the reference to the pages you must study from your
prescribed book.

CONTENTS PAGE

1.1 INTRODUCTION 85
1.2 GAUSSIAN ELIMINATION 85
1.3 POST-TEST 89

MAT3700 84
1.1 INTRODUCTION
Linear algebra involves the systematic solving of linear algebraic or differential equations
that arise during mathematical modelling of an electrical, mechanical or other engineering
system where two or more components are interacting with each other. In the first-level
mathematics engineering course you used elimination, substitution and Cramer’s rule to solve
simultaneous equations. In the second level you used matrix multiplication and the inverse of
the coefficient matrix to solve simultaneous equations. We are now adding another method to
solve a system of simultaneous equations called Gaussian elimination.

Recall that a system of m linear equations in n unknowns may have

(1) no solution, in which case it is called an inconsistent system
(2) exactly one solution, called a unique solution
(3) an infinite number of solutions
In the latter two cases, the system is said to be consistent.

Before continuing:
- Refer to myUnisa to refresh your memory on determinants, Cramer’s rule and using the
inverse of a matrix to solve simultaneous equations.
- See Tutorial Letter 101 to find the pages you must study from your prescribed book on
Gaussian elimination.

1.2 GAUSSIAN ELIMINATION

In each step of the process, we may perform one of the following operations to keep an
equivalent set of equations:
1. Interchange two equations.
2. Multiply or divide a row by a non-zero constant.
3. Add (or subtract) a constant multiple of one row to (or from) another.

To keep track of our solution we number the equations.

Our object is to find a solution for one of the unknowns and then substitute backwards in the
other equations to find the solution to all the unknowns.

MAT3700 85
EXAMPLE 1
Use Gaussian elimination to solve the following system of linear equations:
x  2 y  3z  9
 x  3 y  4
2 x  5 y  5 z  17

SOLUTION
x  2 y  3z  9 Equation 1
x  3y  4 Equation 2
2 x  5 y  5z  17 Equation 3

x  2 y  3z  9 Equation 1
 y  3z  5 Equation 4 = Equation 2 + Equation 1
 y  z  1 Equation 5  Equation 3  2 times equation 1

x  2 y  3z  9 Equation 1
y  3z  5 Equation 4
2z  4 Equation 6  Equation 5 + Equation 4

x  2 y  3z  9 Equation 1
y  3z  5 Equation 4
z2 Equation 7  Equation 6 divided by 2
We can now substitute z = 2 in equation 4 to find y = –1
and then substitute z and y in equation 1 to find x = 1.

Instead of writing out the full equations, we can use matrix notation. We will now redo
example 1 using matrix notation.
Writing our equations in matrix form gives:
 1 2 3   x   9 
 1 3 0   y     4 
    
 2 5 5  z   17 

MAT3700 86
We then form what is called the augmented matrix by entering the right-hand side into the

left-hand matrix and numbering our rows as follows:

Row 1  1 2 3 9 
 
Row 2  1 3 0 4 
Row 3  2 5 5 17 

Since each row of the augmented matrix corresponds to an equation, the three operations

listed earlier correspond to the following three row operations on the augmented matrix:

1. Interchange two rows.

2. Multiplyor divide a row by a non-zero constant.

3. Add (or subtract) a constant multiple of one row to (or from) another row.
Row 1  1 2 3 9 
 
Row 2  0 3 5 5  Row 4 = Row 2 + Row 1
Row 3  2 5 5 17 

Row 1 1 2 3 9 
 
0 3 5 5 
0 1 1 1 Row 5 = Row 3  2  Row 1

Row 1 1 2 3 9 
 
0 3 5 5
0 0 2 4  Row 6 = Row 3  2  Row 1
We now have 2 z  4,
thus z2
and substituting backwards give y  1 and x  1.

EXAMPLE 2
A simple pulley system gives the equations x1  
 x2  0
3x1  T  3g
2 
x2  T  2 g

MAT3700 87
where 
x1 , 
x2 represent acceleration, T is the tension in the rope and g is the acceleration due

to gravity. Determine 
x1 , 
x2 and T using Gaussian elimination. (To clarify the notation used,

d 2 x1 d 2 x1
x1 
derivatives to time, t, may be represented by a dot, thus  and x2  2 .)

dt 2 dt

SOLUTION
 1 1 0   
x1   0 
  
In matrix form:  3 0 1      
x2    3 g 
 0 2 1   T   2 g 
    

In augmented matrix form and indicating which row operations have been performed:
R1 1 1 0 0 
 
R2  3 0 1 3 g 
R3  0 2 1 2 g 
 

1 1 0 0 
 
  0 3 1 3g  R2  3R1  R 4
 0 2 1 2 g 
 

1 1 0 0 
 
  0 3 1 3g 
 0 0 5 4g  R3  23 R4
 3 

From the last row 53 T  4 g

Thus T  12
5
g
x2  12
Substitute T in the second row 3 5
g  3g
x2  15 g

x1  
From the first row  x2  0
Thus x1   15 g


MAT3700 88
1.3 POST-TEST: MODULE 5 (LEARNING UNIT 1)
(Solutions on myUnisa under additional resources)

Time: 60 minutes

1. Use Gaussian elimination to solve the following sets of simultaneous equations:

(a) 2x  y  z  2 (10)
x  3y  2z  1
x yz 2

(b) 10 x  y  5 z  18 (10)
20 x  3 y  20 z  14
5x  3 y  5z  9

3. By applying Kirchhoff’s law and Ohm’s law to a circuit, we obtain the following
equations:
3I1  5I 2  3I 3  7,5
2 I1  I 2  7 I 3  17,5
10 I1  4 I 2  5I 3  16

where I1 , I 2 and I 3 represent current. Find the values of I1 , I 2 and I 3 by using

(a) Gaussian elimination (10)

(b) the inverse matrix method (10)
(c) Cramer’s rule (10)
[50]

You should now be able to solve simultaneous equations using Gaussian elimination.

We can now move to the second unit on linear algebra and study how to determine
eigenvalues and eigenvectors of a matrix.

MAT3700 89
 MODULE 5
LINEAR ALGEBRA

LEARNING UNIT 2
EIGENVALUES AND EIGENVECTORS

OUTCOMES
At the end of this learning unit you should be able to
 determine the eigenvalues of a 2 by 2 and a 3 by 3 matrix
 determine the eigenvectors of a 2 by 2 and a 3 by 3 matrix

Refer to Tutorial Letter 101 for the reference to the pages you must study from your
prescribed book.

CONTENTS PAGE

2.1 INTRODUCTION 91
2.2 EIGENVALUES 91
2.3 EIGENVECTORS 92
2.4 POST-TEST 96

MAT3700 90
2.1 INTRODUCTION

In many applications of matrices to technical problems involving coupled oscillations and

vibrations, equations of the form
A  x  x
occur, where A is a square matrix and  is a number. Clearly, x = 0 is a solution for any value
of  and is not normally useful. For non-trivial solutions, that is x ≠ 0, the values of  are
called the eigenvalues of the matrix A and the corresponding solutions of the given equation
A  x  x are called the eigenvectors of A.

Before continuing:
- Refer to myUnisa to refresh your memory on determinants and matrices.
- Refer to Tutorial Letter 101 for the reference to your prescribed book.
- Take your prescribed book and study the part on eigenvalues and eigenvectors.

Now study the following examples:

2.2 EIGENVALUES

EXAMPLE 1
 4 1
Find the eigenvalues of the matrix A   .
2 1 
SOLUTION
4   1
Characteristic determinant: A  I 
2 1 
Characteristic equation: A  I  0
4   1
Thus 0
2 1 
 4   1      1 2   0
4  5   2  2  0
 2  5  6  0
   3   2   0
1  3 and  2  2

MAT3700 91
EXAMPLE 2
 2 3 2 
Find the eigenvalues of the matrix A   1 4 2  .
 2 10 5

SOLUTION
2 3 2
The characteristic determinant is 1 4 2 .
2 10 5  

Using the co-factor method to calculate the determinant and expanding along the first row we
get:
  2     4    5      20   31 5      2  2    2  10    4    2 
  2    20     2  20  35    4  2 10  8  2
  2     2    3  1  2 2  2
  2    ..    1  3    1  4    1
    1  2    .  3  4 
    1  2   2  1
     1  2  2  1

     1   1
2

From the characteristic equation     1   1  0

2

it follows that 1  1,  2  1 and 3  1 .

2.3 EIGENVECTORS

The eigenvalues for a matrix is unique. However, there are many possibilities for the
corresponding eigenvectors, as can be seen from the following example.

EXAMPLE 3
4 1
Find the eigenvectors for the matrix A   .
3 2

MAT3700 92
SOLUTION
4 1
The characteristic equation is: 0
3 2
 4    2     3  0
 2  6  5  0
   1   5  0
1  1 and  2  5

For 1  1 the equation A  x  x becomes:

 4 1   x1   x1 
 3 2  x   1  x 
  2  2
Use matrix multiplication rules to find a set of simultaneous equations:
4 x1  x2  x1
3x1  2 x2  x2

From either of these equations we can obtain the relationship x2  3x1 .

So if we choose x1 = 1, then the value of x2 will be 3.

1
Then x    is an eigenvector corresponding to 1  1 .
 3
Depending on our choice we will get different answers which will all be correct eigenvectors.
1
So if we choose x2 = 1, then the value of x1 will be .
3
 1 
Then x   3  is an eigenvector corresponding to 1  1 .
1

Both of the above answers are correct and there are many more depending on the choice of
one of the variables. We always try to make our choice as simple as possible.

For  2  5 the equation A  x  x becomes:

 4 1   x1   x1 
 3 2  x   5 x 
  2  2
Use matrix multiplication rules to find a set of simultaneous equations:
4 x1  x2  5 x1
3x1  2 x2  5 x2

MAT3700 93
From either of these equations we can obtain the relationship x2  x1 .

So if we choose x2 = 1, then the value of x1 will also be 1.

We always try to make our choice as simple as possible.
1
Then x    is an eigenvector corresponding to  2  5 .
1

EXAMPLE 4
3 1 4
If A   0 2 6  find the eigenvalues of A and the eigenvector that corresponds with one of the
 
 0 0 5 

eigenvalues   5.

SOLUTION
3 1 4
The characteristic equation is 0 2 6 0
0 0 5
Develop along the first column
 3    2    5     0
1  3 ,  2  2 and 3  5

It is often more convenient to use the form  A  I  x  0 instead of A  x  x .

For  3  5 the equation  A  I  x  0 becomes:

3   1 4 
 0 2 6 x  0
 
 0 0 5   

 2 1 4   x1  0
 0 3 6   x    0 
  2  
 0 0 0   x3  0

Use matrix multiplication to obtain the set of simultaneous equations:

2 x1  x2  4 x3  0 1
3x2  6 x3  0 2
00 (the last one can be omitted as it does not lead to a solution)

MAT3700 94
 From equation (2) x2  2 x3 A

into equation 1 : 2 x1  2 x3  4 x3  0

2 x1  6 x3
x1  3x3  B
Equation (A) and (B) gives us the relationships between x1 , x2 and x3 .

3
Choose x3  1 and the eigenvector corresponding to  2  5 is x   2  .
1 

MAT3700 95
2.4 POST TEST: MODULE 5 (LEARNING UNIT 2)
(Solutions on myUnisa under additional resources)

Time: 90 minutes
For the coefficient matrix A given in each case, determine the eigenvalues and an eigenvector
corresponding to each eigenvalue:
 2 1 1
1. A   1 3 2  (12)
 1 1 2 

1 2 2 
2. A  1 3 1  (12)
 2 2 1 

2 0 1
3. A   1 4 1 (12)
 1 2 0 

1 4 2 
4. A  0 3 1  (12)
1 2 4 

 3 0 3
5. A   0 3 3 (12)
 2 3 1

[60]

You should now be able to determine the eigenvalues and eigenvectors of a 2 by 2 and a
3 by 3 matrix.

We shall now continue to the next module on Fourier series.

MAT3700 96
 MODULE 6
FOURIER SERIES

LEARNING UNIT 1
FOURIER SERIES FOR PERIODIC FUNCTIONS OF PERIOD 2π

OUTCOMES
At the end of this learning unit you should be able to
 describe a Fourier series
 understand periodic functions
 state the formula for a Fourier series and Fourier coefficients
 obtain Fourier series for a given function

Refer to Tutorial Letter 101 for the reference to the pages you must study from your
prescribed book.

CONTENTS PAGE

1.1 INTRODUCTION 98
1.2 PERIODIC FUNCTIONS 98
1.3 FOURIER SERIES FOR PERIODIC FUNCTIONS OF
PERIOD 2π 99
1.4 POST-TEST 103

MAT3700 97
1.1 INTRODUCTION

Many functions can be expressed in the form of an infinite series. Problems involving various
forms of oscillations are common in all fields of modern technology and Fourier series enable
us to represent a periodic function as an infinite trigonometrical series in sine and cosine
terms. One important advantage of Fourier series is that it can represent a function containing
discontinuities, whereas Maclaurin and Taylor’s series require the function to be continuous
throughout.

- Refer to myUnisa and revise integration by parts.

- Refer to Tutorial Letter 101 for the reference to the pages you must study from your
prescribed book.

You will not be able to master the outcomes for this learning unit without referring to your
prescribed book.

1.2 PERIODIC FUNCTIONS

Periodic functions repeat themselves at regular intervals. The trigonometric functions are
examples of periodic functions.

A function f  x  is said to be periodic if f  x  T   f  x  for all values of x, where T is a

positive number. T is the interval between two successive repetitions and is called the period
of the function f  x  .

For example, y  sin x is periodic in x with period 2 since

sin  x   sin  x  2    sin  x  4   and so on.

MAT3700 98
1.3 FOURIER SERIES FOR PERIODIC FUNCTIONS OF PERIOD 2π

The basis of Fourier series is that all functions, which are defined in the interval   t   ,
can be expressed in terms of a convergent trigonometric series of the form:
 
f  t   a0   an cos nt   bn sin nt
n 1 n 1
where for the range - to  :
1 
f  t  dt
2 
a0 

1 
an   f  t  cos nt dt
 

1 
f  t  sin nt dt

bn 


 n  1, 2,3,...

a0 , an and bn are called the Fourier coefficients of the series.

If you refer to a book other than the prescribed book, make sure that you know the meaning
of the symbols used. Whichever reference you use, the final Fourier series will be the same.

Note that the limits of integration may be replaced by any interval of length 2π, such as from
0 to 2π, and need not always be from –π to π.

EXAMPLE 1
  x   x  0
A function f  x  is defined by f ( x )  
0 0 x

and  f ( x )  f ( x  2 ) .

Determine the Fourier series of f  x  .

MAT3700 99
SOLUTION
Sketch the given function:
y
3

2.5

1.5

0.5

0
-2.5 -1.25 0 1.25 2.5

Figure 1
Now calculate the Fourier coefficients:
1 
f  x  dx
2   
a0 

The integral must be split over the two pieces over which f is defined
1  0 
   xdx   0dx 

2   0 
0
1   x2 
   0
2  2 


1  2 
  0  
2   2 


4

1 0
an    x cos nx dx
 
[Use integration by parts let u   x and dv  cos nxdx

 dv   cos nx dx
v  1 sin nx ]
n

MAT3700 100
 1 x 0
1 
an    sin nx   sin nx 
 n n  
1 x 0
1 
  sin nx  cos nx
  n n2 

1 1  1 
  0  2  sin n  2 cos n 
 n n n 
Remember n is a natural number.
Investigate the behaviour of the trigonometric functions for different values of n. Do the same

for  1n . We will use the result to simplify an and bn .

n sin n cos n  1

n

1 0 –1 –1
2 0 1 1
3 0 –1 –1
4 0 1 1
5 0 –1 –1

1
n
1  1
Now an   0  2  0  2 
1   1
n


 n n  n 2

1 0
  
bn   x sin nxdx

Integrate by parts let u  x and v    sin nx dx  cos nx

1 x 1 
 
 n
cos nx 
n  cos nx 

0
1 x 1 
  cos nx  2 sin n 
 n n  
0
1 x 
  cos nx  0
 n  
0
1 x 
  cos nx 
 n  
1  
  0  cos n  Remember cos   n   cos  n 
 n 
 1
n


n
We are now ready to write down the final answer.

MAT3700 101
The Fourier series expansion is given by:
 
f  x   a0   an cos  nx    bn sin  nx 
n 1 n 1

1   1  1
n n

We calculated the coefficients to be a0  , an  and bn 
4 n 2
n

  1   1 n   1 n
Thus f  x    cos  nx    sin  nx 
4 n  1 n 2 n 1 n
The answer may be left in sigma notation or expanded substituting the values of n
 2 1   1 1 
f  x    cos x  cos 3x  .....    sin x  sin 2 x  sin 3x  ...... 
4  9   2 3 

MAT3700 102
1.4 POST-TEST: MODULE 6 (LEARNING UNIT 1)
(Solutions on myUnisa under additional resources)

Time: 30 minutes

Find the Fourier series for the following functions:

x
1. f ( x)  1  0  x  2

f ( x )  f  x  2 

up to and including the third harmonic (10)

  x   x  0
2. f ( x)   (10)
  x 0  x  

f ( x )  f  x  2 

[20]

You should now be able to describe a Fourier series, understand periodic functions and state
the formula for a Fourier series and Fourier coefficients. You should also be able to obtain
the Fourier series for a given function with period 2π.

We shall now continue to expand our knowledge of Fourier series and study Fourier series
for a non-periodic function over range 2π in the next learning unit.

MAT3700 103
 MODULE 6
FOURIER SERIES

LEARNING UNIT 2
FOURIER SERIES FOR NON-PERIODIC FUNCTIONS OVER A RANGE OF 2π

OUTCOMES
At the end of this learning unit, you should be able to
 understand that Fourier expansions of non-periodic functions have a limited range
 determine Fourier series for non-periodic functions over a range of 2π

Refer to Tutorial Letter 101 for the reference to the pages you must study from your
prescribed book.

CONTENTS PAGE

2.1 INTRODUCTION 105

2.2 POST-TEST 105

MAT3700 104
2.1 INTRODUCTION

You will not be able to master the outcomes for this learning unit without referring to your
prescribed book. Refer to Tutorial Letter 101 for the relevant chapter.

If a function f  x  is not periodic, then it cannot be expanded in a Fourier series for all

values of x. However, given a non-periodic function we can construct a new function by

taking the values for f  x  in the given range and then repeating them outside of the range at

intervals of 2 . By our construction, this new function is periodic with period 2 and can
thus be expanded in a Fourier series as described in learning unit 1 for all values of x.

2.2 POST-TEST: MODULE 6 (LEARNING UNIT 2)

(Solutions on myUnisa under additional resources)

Time: 30 minutes

1. Determine the Fourier series for the function defined by:

1  x  x0
f ( x)   (10)
1  x 0 x

2. Find the Fourier series for the function f ( x )  x   within the range    x   .
(10)
[20]

You should now be able to determine Fourier series for non-periodic functions over a range
of 2π.

We shall now continue to expand our knowledge of Fourier series and study half-range
Fourier series in the next learning unit.

MAT3700 105
 MODULE 6
FOURIER SERIES

LEARNING UNIT 3
EVEN AND ODD FUNCTIONS AND HALF-RANGE FOURIER SERIES

OUTCOMES
At the end of this learning unit you should be able to
 recognise even and odd functions
 determine Fourier cosine series and Fourier sine series
 determine Fourier half-range cosine series and Fourier half-range sine series

Refer to Tutorial Letter 101 for the reference to the pages you must study from your
prescribed book.

CONTENTS PAGE

3.1 INTRODUCTION 107

3.2 REVISION: EVEN AND ODD FUNCTIONS 107
3.3 FOURIER SERIES 109
3.4 POST-TEST 111

MAT3700 106
3.1 INTRODUCTION

You will not be able to master the outcomes for this learning unit without referring to your
prescribed book.

3.2 REVISION: EVEN AND ODD FUNCTIONS

A function is said to be even if it is symmetrical around the y-axis. The easiest way to check
if a function is even is to make a sketch and fold on the y-axis. The two pieces should be
identical.
Mathematically f ( x)  f  x  , for example the parabola y = x2:
y 25

20

15

10

0
-5 -2.5 0 2.5 5

A function is said to be odd if it is symmetrical around the origin.

Mathematically f ( x)   f  x  , for example y = x3:
y

100

50

0
-5 -2.5 0 2.5 5

-50

-100

MAT3700 107
EXAMPLE 1
Determine whether each of the following functions is odd, even or neither:
(a) f  x  2x  3 (1)

(b) f  x   cos x (1)

 
 3  2  t  0
(c) f (t )   (1)
3 0  t  
 2
SOLUTION
Sketch the given functions:
(a) Straight line
y

10

0
-5 -2.5 0 2.5 5

-5

(b) cosine function

y 1

0.5

0
-5 -2.5 0 2.5 5

-0.5

-1

MAT3700 108
(c)
y

2.5

1.25

0
-1.5 -1 -0.5 0 0.5 1 1.5

-1.25

-2.5

Answers
(a) Neither
(b) Even
(c) Odd

3.3 FOURIER SERIES

EXAMPLE 2
A function f  t  is defined by:

 3   t  0
f (t )  
 3 0  t  
 f (t )  f ( t  2 ) 

Determine the Fourier expansion of f  t  .

SOLUTION
We have already found the function to be odd in example 1, thus a0  an  0 .

MAT3700 109
 bn    f  t  sin( nt )dt
1
 
2 0 
  3sin(nt )dt   3sin( nt )dt 

  0 

(No integration by parts necessary as 3 is a constant number)

2 3 
 
0
  cos( nt ) 3
   cos( nt )  
 n   n 0 

2 3 3 3 3
    cos n  cos n  
 n n n n

2 6 6 n
    1 
  n n 


2 6 6 n
f t        1  sin nt
n 1   n n 

12  1 
  sin t  sin 3t  ... 
 3 

MAT3700 110
3.4 POST-TEST: MODULE 6 (LEARNING UNIT 3)
(Solutions on myUnisa under additional resources)

Time: 90 minutes

1. Find the Fourier series for the following function:

 
a 0 x
3

  2
f ( x)   0 x (10)
 3 3
 2
  a 3
x

f  x   f  x  

2. If f  x  is defined by

f  x  x   x 0  x  ,

express f  x  as a half-range cosine series. (10)

[40]

You should now be able to recognise even and odd functions, determine Fourier cosine series
and Fourier sine series and determine Fourier half-range cosine series and Fourier half-range
sine series.

MAT3700 111
 MODULE 6
FOURIER SERIES

LEARNING UNIT 4
FOURIER SERIES OVER ANY RANGE

OUTCOMES
At the end of this learning unit, you should be able to
 determine the Fourier series of a periodic function of period 2L
 determine the half-range Fourier series for functions of period 2L

Refer to Tutorial Letter 101 for the reference to the pages you must study from your
prescribed book.

CONTENTS PAGE

4.1 INTRODUCTION 113

4.2 REVISION: DEFINITION OF PIECEWISE FUNCTIONS 113
4.3 FOURIER SERIES OVER RANGE 2L 115
4.4 POST-TEST 116

MAT3700 112
4.1 INTRODUCTION

You will not be able to master the outcomes for this learning unit without referring to your
prescribed book.

4.2 REVISION: DEFINITION OF PIECEWISE FUNCTIONS

EXAMPLE 1
Analytically define the periodic function shown:

0 4 7 10 14 x

SOLUTION
3 0  x  4

f  x   5 4  x  7
0 7  x  10

f  x  10   f  x 

Remember to indicate the period.

Also note that this function is neither odd nor even.

MAT3700 113
4.3 FOURIER SERIES OVER RANGE 2L
Definition:
  n t    n t 
f  t   a0   an cos     bn sin  
n 1  L  n 1  L 

1 L
f  t  dt
2 L  L
where a0 

 n t 
L
1
an   f  t  cos   dt
L  L  L 

 n t 
L
1
bn   f  t  sin   dt
L  L  L 
Note that L is defined as half the period of the function.
So if it is given that f (t )  f (t  2) , it means that the function repeats itself over the length
2 . Thus the period is 2 and L =  .

Whichever book you use as a reference, make sure that you know the meaning of the symbols
in the formula. For instance, if the book you are referring to defined the function over a
L
period of L, then you have to replace L with in the definition above.
2

The limits of integration for calculating the Fourier coefficients may be replaced by any
interval equal to the period. In the above definition, we could have integrated from 0 to 2L.

EXAMPLE 2
A function f  t  is defined by:

 
 3  2  t  0
f (t )  
3 0  t  
 2

 f (t )  f (t  ) 

Determine the Fourier expansion of f  t  .

MAT3700 114
SOLUTION
We found this function to be odd in learning unit 3, thus a0  an  0 .

1  2 2nt
bn   f  t  sin dt
  


 
2 2

2 0 
2 3sin 2nt dt 
   
3sin  2 nt  dt     
 2 0

(No integration by parts necessary as 3 is a number)

 0  
2 3  3  2
  cos  2nt    cos  2nt  
  2n    2n 0 
 2 
2 3 3 3 3
   cos n  cos n  
  2n 2n 2n 2n 

2 6
 1n 
6
   
  2n 2n 

  nt 
f  t    bn sin  
n 1  L 

 2 6
 1n  sin  2nt 
6
    
n  1   2n 2n 

12  1 
f t     sin 2t  sin 6t  ...... 
 3 

MAT3700 115
4.4 POST-TEST: MODULE 6 (LEARNING UNIT 4)
(Solutions on myUnisa under additional resources)

Time: 30 minutes

1. Find the Fourier series for the following functions:

 
a 0 x
3

  2
f ( x)   0 x (10)
 3 3
 2
  a 3
x

f  x   f  x  

2. If f  x  is defined by

f  x  x   x 0  x  ,

express f  x  as a half-range cosine series. (10)

[20]

You should now be able to determine the Fourier series of a periodic function of period 2L
and the half-range Fourier series for functions of period 2L.

This brings us to the end of study guide 2 and concludes the work necessary to successfully
complete MAT3700.

MAT3700 116