(Solutions Manual) Fourier and Laplace Transform

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[Solutions Manual] Fourier and Laplace Transform - Antwoorden
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Answers to selected exercises for chapter 1
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1.1 Apply cos(α + β ) = cos α cos β
Twitter− sin α sin β , then
f 1 (t) + f 2 (t)
−
= A 1 cos ωt cos φ1 A1 sin ωt sin φ1 + A2 cos ωt cos φ2 A2 sin ωt sin φ2 −
= (A1 cos φ1 + A2 cos φ2 )cos ωt (A1 sin φ1 + A2 sin φ2 )sin ωt −
$
= C 1 cos ωt C 2 sin ωt, −
where C = A cos φ + A cos φ and C = A sin φ + A sin φ . Put A =
p 1 1 1 2 2 2 1 1 2 2
2 2
C + C and take φ such that cos φ = C /A and sin φ = C /A (this is
1 2 1 2
possible since (C 1 /A)2 +(C 2 /A)2 = 1). Now f 1 (t)+ f 2 (t) = A(cos ωt cos φ −
sin ωt sin φ) = A cos(ωt + φ).
Email 1.2 Put c1 = A 1 eiφ and c2 = A 2 eiφ , then f 1 (t) + f 2 (t) = (c1 + c 2 )eiωt . Let
1 2
c = c 1 + c2 , then f 1 (t) + f 2 (t) = ce iωt . The signal f 1 (t) + f 2 (t) is again a
time-harmonic signal with amplitude c and initial phase arg c. | |
1.5 The power P is given by
Did you find this document

P =
ω useful?
Z
A cos (ωt + φ ) dt =
A ω
Z π/ω
2 2
0
2 π/ω
(1 + cos(2ωt + 2φ0 )) dt
2π − π/ω 4π − π/ω
A2
= .
2
2t
dt = 21 .
1.6 The energy-content is E =
R e∞ −
1.7 The power P is given by

3
1 X | cos(nπ/2) | 2
P = = 21 .
4 n=0
Is this content inappropriate? Report this Document 2n

1.8 The energy-content is E = e , which is a geometric series with
P ∞
n=0
−
2
sum 1/(1 − e ). −
1.9 a If u(t) is real, then the integral, and so y (t), is also real.
b Since
˛˛ Z ˛
˛˛ u(τ ) dτ ˛˛˛ ≤ Z | u(τ ) | dτ ,
it follows from the boundedness of u(t), so u(τ ) K for some constant | |≤
K , that y (t) is also bounded.
c The linearity follows immediately from the linearity of integration. The
time-invariance follows from the substitution ξ = τ t0 in the integral
R t
−
t 1−
−
R cos(ωτ ) dτ gives the following− response: (sin(ωt) −
u(τ t0 ) dτ representing the response to u(t t0 ).
t
d Calculating t−1
sin(ωt − ω))/ω =R 2 sin(ω/2) cos(ωt − ω/2)/ω.
t
e Calculating sin(ωτ ) dτ gives the following response: (− cos(ωt) +
t−1
−
cos(ωt ω))/ω = 2 sin(ω/2) sin(ωt ω/2)/ω. −
f From the response to cos(ωt) in d it follows that the amplitude response
|
is 2 sin(ω/2)/ω . |
g From the response to cos(ωt) in d it follows that the phase response
−
is ω/2 if 2sin(ω/2)/ω 0 and ω/2 + π if 2sin(ω/2)/ω < 0. From ≥ −
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2 Answers to selected exercises for chapter 1
phase and amplitude response the frequency response follows: H (ω) =

2sin(ω/2)e iω/2 /ω. −
1.11 a The frequency response of the cascade system is H 1 (ω)H 2 (ω), since the
reponse to e iωt is first H 1 (ω)eiωt and then H 1 (ω)H 2 (ω)eiωt .
b The amplitude response is H 1 (ω)H 2 (ω) = A 1 (ω)A2 (ω). | |
c The phase response is arg(H 1 (ω)H 2 (ω)) = Φ1 (ω) + Φ 2 (ω).
1.12
˛ ˛˛ = √ 2.
a The amplitude response is | 1 + i | ˛ e − 2iω
b The input u[n] = 1 has frequency ω = 0, initial phase 0 and amplitude

1. Since e iωn H (eiω )eiωn , the response is H (e0 )1 = 1 + i for all n.
(→
c Since u[n] = (eiωn + e iωn )/2 we can use e iωn H (eiω )eiωn to obtain −
(→
that y[n] = (H (eiω )eiωn + H (e iω )e iωn )/2, so y[n] = (1+ i) cos(ω(n 2)). − −
−
d Since u[n] = (1 + cos 4ωn)/2, we can use the same method as in b and
c to obtain y [n] = (1 + i)(1 + cos(4ω(n 2)))/2. −
1.13 a The power is the integral of f 2 (t) over [ π/ ω , π/ ω ], times ω /2π. − | | | | | |
Now cos2 (ωt + φ 0 ) integrated over [ π/ ω , π/ ω ] equals π/ ω and − | | | | | |
cos(ωt)cos(ωt + φ 0 ) integrated over [ π/ ω , π/ ω ] i s (π/ ω )cos φ0 . − | | | | | |
Hence, the power equals (A2 + 2AB cos(φ0 ) + B 2 )/2.
1
b The energy-content is 0 sin2 (πt) dt = 1/2.
R
2
1.14 The power is the integral of f (t) | | − | |
over [ π/ ω , π/ ω ], times ω /2π, | | | |
which in this case equals c 2 . | |
1.16 a The amplitude response is H (ω) = 1/(1 + ω 2 ). The phase response | |
is arg H (ω) = ω.
b The input has frequency ω = 1, so it follows from e iωt (→ H (ω)e iωt
that
the response is H (1)ieit = ie i(t+1) /2.
1.17 a The signal is not periodic since sin(2N ) = 0 for all integer N . * iω
b The frequency response H (eiω ) equals A(eiω )eiΦe , hence, we obtain
that H (eiω ) = eiω /(1 + ω 2 ). The response to u[n] = (e2in e 2in )/2i is − −
then y[n] = (e2i(n+1) e 2i(n+1))/(10i), so y[n] = (sin(2n + 2))/5. The − −
amplitude is thus 1/5 and the initial phase 2 π/2. −

1.18 a If u(t) = 0 for t < 0, then the integral occurring in y(t) is equal to 0 for
≥
t < 0. For t 0 0 the expression u(t t0 ) is also causal. Hence, the system −
is causal for t 0 0. ≥
b It follows from the boundedness of u(t), so u(τ ) K for some con- | |≤
stant K , that y(t) is also bounded (use the triangle inequality and the
inequality from exercise 1.9b). Hence, the system is stable.
c If u(t) is real, then the integral is real and so y(t) is real. Hence, the
system is real.
d The response is
Z t
y(t) = sin(π(t − t )) + 0 sin(πτ ) dτ = sin(π(t − t )) − 2(cos πt)/π.
0
t−1
1.19 a If u[n] = 0 for n < 0, then y[n] is also equal to 0 for n < 0 whenever
≥
n0 0. Hence, the system is causal for n 0 0. ≥
b It follows from the boundedness of u[n], so u[n] K for some constant | |≤
K and all n, that y [n] is also bounded (use the triangle inequality):
˛˛ X n
˛˛ n n
| y[n] | ≤ | u[n − n ] | + ˛˛˛ 0 u[l]
˛˛ ≤ K + X | u[l] | ≤ K + X K,
l=n−2
˛ l=n−2 l=n−2
Answers to selected exercises for chapter 1 3
which equals 4K . Hence, the system is stable.

c If u[n] is real, then u[n n0 ] is real and also the sum in the expression −
for y [n] is real, hence, y [n] is real. This means that the system is real.
d The response to u[n] = cos πn = ( 1)n is −
n
X (−1) = (−1)
y[n] = ( 1)n − − n0
+ l n−n0
+ ( 1)n (1
− − 1 + 1)
l=n−2
n n0
= (−1) (1 + ( 1) − ).
2.1 a The absolute values follow from x2 + y2 and are given by 2, 2, 3, 2

p √
respectively. The arguments follow from standard angles and are given by
3π/4, π /2, π , 4π/3 respectively. √
b Calculating modulus and argument gives 2 + 2i = 2 2e
πi/4
, 3 + i = −√
2e5πi/6 and 3i = 3e3πi/2 . −
2.2 In the proof of theorem 2.1 it was shown that Re z | | ≤ | z |, which implies
that −| | ≤ ± | | ≤ | |
z Re z z . Hence,
2
| z ± w | = (z ± w)(z ± w) = zz ± zw ± wz + ww 2 2
= | z | ± 2Re(zw) + | w |
2 2 2
≥ | z | − 2 | z | | w | + | w | = ( | z | − | w |) .
2 2
This shows that | z ± w | ≥ (| z | − | w |) .
2.4
√
We have | z | = 4 2, | z √ | = 4 and arg z = 7π/4, arg z = 2π/3. Hence,
1 2 1 2
| z /z | = |√
1 z | / | z | = 2 and arg(z /z ) = arg(z ) − arg(z ) = 13π/12,
2 1 2
13πi/12
1 2
2 3
1
3πi/2
2
2 3
so z /z = 2e
1 2 . Similarly we obtain z z = 2048e and z /z = 1 2 1 2
1 3πi/2
2
e .
2.5 The solutions are given in a separate figure on the website.
2.6 a The four solutions 1 i are obtained by using the standard technique ±±
to solve this binomial equation (as in example 2.3). √
6
b As part a; we now obtain the six solutions 2(cos(π/9 + k π/3) +
i sin(π/9 + kπ/3)) where k = 0, 1 . . . , 5.
c By completing the square as in example 2.4 we obtain the two solutions
− 1/5 7i/5. ±
2.7 Write z 5 z 4 + z 1 as (z 1)(z 4 + 1) and then solve z 4 = 1 to find
−√ − − −
± ±
the roots 2( 1 i)/2. Combining linear factors with complex conjugate √ √
roots we obtain z 5 z 4 + z 1 = (z 1)(z 2 + 2z + 1)(z 2
− 2z + 1). − − −
2.8 Since 2i = 2eπi/2 the solutions are z = ln 2 + i(π/2 + 2kπ), where k ∈ Z.
2.9 Split F (z ) as A/(z 12 ) + B/(z 2) and multiply by the denominator of
− −
F (z ) to obtain the values A = 1/3 and B = 4/3 (as in example 2.6). −
2.11 a Split F (z ) as A/(z + 1) + B /(z + 1)2 + C /(z + 3) and multiply by
the denominator of F (z ) to obtain the values C = 9/4, B = 1/2 and, by
comparing the coefficient of z 2 , A = 5/4 (as in example 2.8). −
2.12 Trying the first few integers we find the zero z = 1 of the denominator. A
long division gives as denominator (z 1)(z 2 2z + 5). We then split F (z ) − −
as A/(z 1) + (Bz + C )/(z 2 2z + 5). Multiplying by the denominator
− −
of F (z ) and comparing the coefficients of z 0 = 1, z and z 2 we obtain that
A = 2, B = 0 and C = 1. −
! −2
2.13 a Using the chain rule we obtain f (t) = −i(1 + it) .
2.14 Use integration by parts twice and the fact that a primitive of eiω t is 0
eiω t /iω0 . The given integral then equals 4π(1 πi)/ω03 , since e 2πi = 1.
0
−
it it it it
˛ ˛ ˛ ˛ ˛ ˛ ˛ ˛
2.15 Since ˛ 1/(2 −˛ e ) ˛ = 1/˛ ˛ 2 − e ˛ and ˛ 2 − e ˛ ≥ 2 − ˛ e ˛ = 1, the result
˛ R ˛ R 1 1
follows from ˛ u(t) dt ˛ ≤ | u(t) | dt. 0 0
2.16 a | | √
Use that an = 1/ n6 + 1 1/n3 and the fact that n=1 1/n3 con- ≤ P ∞
verges (example 2.17).

1/n2˛ and the˛ fact that n=1 1/n2 converges. ∞
P
b Use that an
n ni ˛
| | ≤
c Use that an = 1/ ne e
˛ = 1/(nen )
| | 1/en and the fact that ≤
P ∞ n
n=1 1/e converges since it is a geometric series with ratio 1/e.
2.17 a Use the ratio test to conclude that the series is convergent:
˛˛ ˛
lim ˛˛ n! ˛˛˛ = lim 1
= 0.
n→∞ (n + 1)! n →∞ n+1
b The series is convergent; proceed as in part a:
˛˛ n n +1
2 + 1/2n 1 + n/3n 2
˛
lim ˛˛ n2 + 1 3 n + n ˛˛˛ = lim = .
n→∞ 3 +1
+n+1 2 +1 n →∞ 3 + (n + 1)/3n 1 + 1/2n 3
2.19 Determine the radius of convergence as follows:

˛˛ n n ˛ +1 2 +2 2 2
lim ˛˛ 2 z n + 1 ˛˛ ˛ ˛ 1 + 1/n
= lim 2 ˛ z ˛
˛ ˛
= 2 ˛ z ˛ . 2 2
n→∞ (n + 1) + 1 2n z n ˛ n 2
1 + 2/n + 2/n 2 →∞
2
˛ ˛ √
This is less than 1 if ˛ z ˛ < 1/2, that is, if | z | < 2/2. Hence, the radius 2
of convergence is
√ 2/2.
2.20 This is a geometric series with ratio z i and so it converges for z − | − i | < 1;
the sum is (1/(1 i))(1/(1 (z i))), so 1/(2 z (1 i)). − − − − −
2.23 b First solving w 2 = 1 leads to z 2 = 0 or z 2 The equation − = − 2i.
z 2 = 2i has solutions 1 + i and 1 i and z 2 = 0 has solution 0 (with
− − −
multiplicity 2).
4 2 2 2 2 2
c One has P (z ) = z (z + 8z + 16) = z (z + 4) = z (z 2i) (z + 2i) , so −
0 is a simple zero and 2i are two zeroes of multiplicity 2. ±
2.25 Split F (z ) as (Az + B)/(z 2 4z +5)+(Cz + D)/(z 2 4z + 5)2 and multiply − −
by the denominator of F (z ). Comparing the coefficient of z 0 , z 1 , z 2 and z 3
leads to the values A = 0, B = 1, C = 2 and D = 2. −
R π 2
2.26 Replace cos t by (eit + e − it
)/2, then we have to calculate 0
(e2it + 1)/2 dt,
which is π .
2.27 a Using the ratio test we obtain as limit 5/3. This is less than 1 and so
√
the series converges.
n 2 n 2
P ∞
b Since (n + i )/n = (1/n) + (i /n ) and the series n=1 1/n diverges,
this series is divergent.
The series n=0 cn (z 2 )n converges for all z with ˛ z 2 ˛ < R, so it has radius
P ∞
˛ ˛
2.29
of convergence R.
√
2.30 a Determine the radius of convergence as follows:
n n 2 +2 +1
˛˛ ˛
lim ˛˛ (1 + i) z n+1 ˛˛
= lim z
n + 1 ˛˛
(1 + i)2 ˛ = 2 z .
˛
| | | |
n→∞ n+2 (1 + i)2n z n ˛ n n+2 →∞
This is less than 1 if z < 1/2, so the radius of convergence is 1 /2.

!
| |
b Calculate f (z ) by termwise differentiation of the series and multiply
this by z . It then follows that
∞ ∞
X X
!
zf (z ) + f (z ) = (1 + i)2n z n = (2iz )n .
n=0 n=0
This is a geometric series with ratio 2iz and so it has sum 1/(1 − 2iz ).
a b c
3 2 4 5
d e f
3
2
1 + 2i
1 0 3 –2 2
1 2 3
2 12
3.2 A trigonometric polynomial can be written as

k
a0 X
f (t) = + (am cos(mω0 t) + bm sin(mω0 t)).
2 m=1
Now substitute this for f (t) in the right-hand side of (3.4) and use the
fact that all the integrals in the resulting expression are zero, except for
T /2 R
the integral T/ 2
sin(mω0 t) sin(nω0 t) dt with m = n, which equals T /2.
−
Hence, one obtains b n .

3.4 The function g (t) = f (t) cos(nω0 t) has period T , so
Z T Z T Z T/2
g(t)dt = g(t)dt + g(t)dt
0 T/ 2 0
Z T Z T/ 2 Z 0 Z T/ 2
= g(t − T )dt + g(t)dt = g(τ )dτ + g(t)dt
T/ 2 0 −T/ 2 0
Z T/ 2
= g(t)dt.
− T/ 2
Multiplying by 2/T gives a n .

3.6 From a sketch of the periodic function with period 2π given by f (t) = | t |
for t ∈ (−π, π) we obtain
0 π
1
Z − int 1
Z − int
cn = (−t)e dt + te dt.
2π − π 2π 0
As in example 3.2 these integrals can be calculated using integration by

parts for n %
= 0. Calculating c0 separately (again as in example 3.2) we
obtain
π (−1)n − 1
c0 = , cn =
2 n2 π
Substituting these values of c n in (3.10) we obtain the Fourier series. One
can also write this as a Fourier cosine series:
∞
π 4 X cos((2k + 1)t) .
−
2 π k=0
(2k + 1) 2
3.7 From the description of the function we obtain that

1
1
Z − (1+inπ)t
cn = e dt.
2 0
This integral can be evaluated immediately and leads to

inπ − 1
(−1)n e 1
cn =
` −
−1 .
´
2(n2 π2 + 1)
The Fourier series follows from (3.10) by substituting c n .
3.9 The Fourier coefficients are calculated by splitting the integrals into a real
and an imaginary part. For c 0 this becomes:
1 1
1
Z i
Z 1
c0 = t2 dt + t dt = .
2 − 1 2 − 1 3
For n %
= 0 we have that
Z 1 Z 1
1 i
cn = t2 e − inπt
dt + te − inπt
dt.
2 − 1 2 − 1
The second integral can be calculated using integration by parts. To cal-

culate the first integral we apply integration by parts twice . Adding the
results and simplifying somewhat we obtain the Fourier coefficients (and
thus the Fourier series):
(−1)n (2 − nπ)
cn = .
n2 π 2
3.10 From the values of the coefficients c n calculated earlier in exercises 3.6, 3.7
and 3.9, one can immediately obtain the amplitude spectrum | cn | and the
phase spectrum arg cn (note e.g. that arg cn = π if c n > 0, arg cn = −π if
cn < 0, arg cn = π /2 if cn = iy with y > 0 and arg cn = −π/2 if cn = iy
with y < 0). This results in three figures that are given separately on the
website.
3.11 a By substituting a = T /4 in (3.14) it follows that
sin(nπ/4) 1
cn = for n %
= 0, c0 = .
nπ 4
b As in a, but now a = T and we obtain
c0 = 1, cn = 0 for n %
= 0.
Hence, the Fourier series is 1 (!). This is no surprise, since the function is
1 for all t.
3.12 By substituting a = T /2 in (3.15) it follows that
1 2
c0 = , cn = 0 for n %
= 0 even, cn = for n odd.
2 n2 π2
3.14 We have that f (t) = 2 p2,4 (t) − q 1,4 (t) and so the Fourier coefficients follow
by linearity from table 1:
c0 = 3/4, c n = (2nπ sin(nπ/2) − 4sin2 (nπ/4))/(n2 π2 ) for n %= 0.
3.15 Note that f (t) can be obtained from the sawtooth z (t) by multiplying the
shifted version z (t − T /2) by the factor T /2 and then adding T /2, that
is, f (t) = T T T
2 z (t − 2 ) + 2 . Now use the Fourier coefficients of z (t) (table 1
e.g.) and the properties from table 2 to obtain that
T iT
c0 = , cn = for all n %
= 0.
2 2πn
2πin
3.17 Shifts over a period T (use the shift property and the fact that e −
=1
for all n).
3.19 In order to determine the Fourier sine series we extend the function to an
odd function of period 8. We calculate the coefficients bn as follows (the
an are 0):
Z 2 Z 2
1 −
1
bn = (−2 sin(nπt/4)) dt + t sin(nπt/4) dt
4 − 4 4 − 2
4
1
Z
+ 2 sin(nπt/4) dt.
4 2
The second integral can be calculated by an integration by parts and one

then obtains that
8 4
bn = 2 2 sin(nπ/2) − cos(nπ),
n π nπ
which gives the Fourier sine series. For the Fourier cosine series we extend
the function to an even function of period 8. As above one can calculate
the coefficients a n and a 0 (the b n are 0). The result is
8
a0 = 3, an = (cos(nπ/2) − 1) for all n %
= 0.
n2 π2
3.21 In order to determine the Fourier cosine series we extend the function to
an even function of period 8. We calculate the coefficients an and a0 as
follows (the b n are 0):
Z 4
1 16
a0 = (x2 − 4x) dx = − ,
2 0 3
while for n ≥ 1 we have
Z 0 Z 4
1 2 1 2
an = (x + 4x) cos(nπx/4) dx + (x − 4x) cos(nπx/4) dx
4 −4 4 0
Z 4 Z 4
1 2
= x cos(nπx/4) dx − 2 x cos(nπx/4) dx.
2 0 0
The first integral can be calculated by applying integration by parts twice;

the second integral can be calculated by integration by parts. Combining
the results one then obtains that
64(−1)n 32((−1)n − 1) 32((−1)n + 1)
an = − = ,
n2 π2 n2 π 2 n2 π 2
which also gives the Fourier cosine series. One can write this series as
∞
8 16 X 1 cos(nπx/2).
− + 2
3 π n=1
n2
For the Fourier sine series we extend the function to an odd function of
period 8. As above one can calculate the coefficients b n (the a n are 0). The
result is
64((−1)n − 1)
bn = for all n ≥ 1.
n3 π3
3.24 If f is real and the cn are real, then it follows from (3.13) that bn =
0. A function whose Fourier coefficients bn are all 0 has a Fourier series
containing cosine functions only. Hence, the Fourier series will be even. If,
on the other hand, f is real and the c n are purely imaginary, then (3.13)
shows that an = 0. The Fourier series then contains sine functions only
and is thus odd.
3.25 Since sin(ω0 t) = (eiω 0 t
−e − iω0 t
)/2i we have
Z T/ 2 Z T/ 2
1 i(1−n)ω0 t 1 − i(1+n)ω0 t
cn = e dt − e dt.
2iT 0 2iT 0
= 1 it equals i((−1)n +
The first integral equals T /2 for n = 1 while for n %
1)/((1 − n)ω0 ). The second integral equals T /2 for n = −1 while for
= −1 it equals i((−1)n+1 − 1)/((1 + n)ω0 ). The Fourier coefficients are
n %
thus c 1 = 1/(4i), c 1 = −1/(4i) and ((−1)n +1)/(2(1−n2 )π) for n %
− = 1, −1;
the Fourier series follows immediately from this.
3.27 b The even extension has period 2a, but it has period a as well. We can
thus calculate the coefficients a n and a 0 as follows (the b n are 0):
a/2 0
2
Z 2
Z
a0 = 2bt/a dt − 2bt/a dt = b.
a 0 a − a/2
while for n ≥ 0 we obtain from an integration by parts that

2 a/2 0
Z 2
Z
an = (2bt/a) cos(2nπt/a) dt − (2bt/a) cos(2nπt/a) dt
a 0 a − a/2
2b((−1)n − 1)
= ,
n2 π2
which gives the Fourier cosine series. It can also be determined using the
result of exercise 3.6 by applying a multiplication and a scaling.
The odd extension has period 2a and the coefficients b n are given by (the
an are 0):
Z a/2 Z a/2
1 −
−2bt 1 2bt
bn = (
− 2b) sin(nπt/a) dt + sin(nπt/a) dt
a − a a a − a/2 a
1 a −2bt
Z
+ ( + 2b) sin(nπt/a) dt
a a/2 a
8b
= sin(nπ/2),
n2 π2
where we used integration by parts.
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a b
/2
π π
–4 –2 0 2 4 n –4 –2 0 2 4 n
a b
1
2
π
–4 –2 0 2 4 n –4 –2 0 2 4 n
π
–
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2
–4 –2 0 2 4 n –4 –2 0 2 4 n
4.1 a The periodic block function from section 3.4.1 is a continuous function
on [ −T /2, T /2], except at t = ±a/2. At these points f (t+) and f (t−) exist.
Also f ! (t) = 0 for t #
= ±a/2, while f ! (t+) = 0 for t = ±a/2 and t = −T /2
and f ! (t−) = 0 for t = ±a/2 and t = T /2. Hence f ! is piecewise continuous
and so the periodic block function is piecewise smooth. Existence of the
Fourier coefficients has already been shown in section 3.4.1. The periodic
triangle function is treated analogously.
b For the periodic block function we have
∞ ∞
X |c a2 8 X1
n |2 ≤ + 2 2
n=−∞
T 2 T ω0 n=1
n2
since sin (nω0 a/2) ≤ 1. The series ∞

2 1 ∞ 2
n=1 n converges, so n=−∞ | cn |
P 2
P
converges. The periodic triangle function is treated analogously.
4.2 This follows immediately from (3.11) (for part a) and (3.8) (for part b).
4.4 Take t = T /2 in the Fourier series of the sawtooth from example 4.2 and
use that sin(nω0 T /2) = sin(nπ) = 0 for all n . Since (f (t+) + f (t−))/2 = 0,
this agrees with the fundamental theorem.
4.6 a If we sketch the function, then we see that it is a shifted block function.
Using the shift property we obtain
1 −i
c0 = , cn = 0 even n #= 0, cn = odd n.
2 nπ
The Fourier series follows by substituting the c n . One can write the series
with sines only (split the sum in two pieces: one from n = 1 to ∞ and
another from n = −1 to −∞ ; change from n to −n in the latter):
∞
1 2 X sin(2k + 1) t .
+
2 π 2k + 1
k=0
b The function is piecewise smooth and it thus satisfies the conditions of
the fundamental theorem. At t = π/ 2 the function f is continuous, so the
series converges to f (π/ 2) = 1. Since sin((2k + 1)π/ 2) = (−1)k , formula
(4.11) follows:
∞
X (−1) = π . k
2k + 1 4
k=0
π
We have that c 0 = (2π )−1 0 t dt = π /4, while the Fourier coefficients
4.7 a
R
for n #
= 0 follow from an integration by parts:
π
1 (−1)n i ( −1)n − 1
Z
cn = te−int dt = + .
2π 0
2n 2n2 π
The Fourier series follows by substituting these c n :
∞
X „ (−1) i + ( −1) n n
«
π 1 −1
+ eint .
4 2 n n2 π
n=−∞,n$
=0
12
b From the fundamental theorem it follows that the series will converge
to 21 (f (π+) + f (π−)) = π/2 at t = π (note that at π there is a jump). If
we substitute t = π into the Fourier series, take π4 to the other side of the
=-sign, then multiply by 2, and finally split the sum into a sum from n = 1
to ∞ and a sum from n = −1 to −∞ , then it follows that
∞
π (−1)n − 1 X
= 2 (−1)n
2 n=1
n2 π
(the terms with (−1)n i/n cancel each other). For even n we have (−1)n −
1 = 0 while for odd n this will equal − 2, so (4.10) results:
∞
π2 X 1
= .
8 k
(2k − 1)2
=1
4.9 a From f (0+) = 0 = f (0−) and f (1−) = 0 = f ((−1)+) it follows that f
is continuous. We have that f ! (t) = 2t+1 for −1 < t < 0 and f ! (t) = −2t+1
for 0 < t < 1. Calculating the defining limits for f ! from below and from
above at t = 0 we see that f ! (0) = 1 and since f ! (0+) = 1 = f ! (0−)
it follows that f ! is continuous at t = 0. Similarly it follows that f ! is
continuous at t = 1. Since f !! (t) = 2 for −1 < t < 0 and f !! (t) = − 2 for
0 < t < 1 we see that f !! is discontinuous.
b The function f is the sum of g and h with period 2 defined for −1 < t ≤
1 by g (t) = t and h(t) = t 2 for − 1 < t ≤ 0 and h (t) = −t2 for 0 < t ≤ 1.
Since g is a sawtooth, the Fourier coefficients are cn = (−1)n i/πn (see
section 3.4.3). The function h is the odd extension of −t2 on (0, 1] and
its Fourier coefficients have b een determined in the first example of section
3.6. By linearity one obtains the Fourier coefficients of f . In terms of the
an and b n they become a n = 0 and b n = 4(1 − (−1)n )/π 3 n3 . Hence, they
decrease as 1/n3 .
c Use e.g. the fundamental theorem for odd functions to obtain
∞
8 X sin(2k + 1)πt .
f (t) =
π3 (2k + 1) 3
k=0
Now substitute t = 1/2 and use that f (1/2) = 1/4 and sin((2k + 1)π/ 2) =
(−1)n to obtain the required result.
∞
Use (3.8) to write the right-hand side of (4.14) as a 20 /4 + 21 2 2
4.10
P n=1 (an + bn ).
4.12 a The Fourier coefficients of f and g are (see table 1 or section 3.4.1),
respectively, f n = (sin na)/nπ for n #
= 0 and f 0 = a/π and g n = (sin nb)/nπ
for n #
= 0 and g 0 = b/π . Substitute into Parseval (4.13) and calculate the
a/2 R
integral (1/π ) −a/2 1 dt (note that a ≤ b). Take all constants together and
then again (as in exercise 4.7) split the sum into a sum from n = 1 to ∞
and a sum from n = −1 to −∞ . The required result then follows.
2
b Use that sin (nπ/ 2) = 1 for n odd and 0 for n even, then (4.10) follows.
4.13 a The Fourier coefficients are (see table 1 or section 3.4.2 and use that
sin2 (nπ/ 2) = 1 for n odd and 0 for n even): cn = 2/n2 π 2 for n odd, 0 for
n#= 0 even and c 0 = 1/2. From Parseval for f = g , so from (4.14), it then
follows that (calculate the integral occurring in this formula):
∞
1 1 8 X 1
= + 2
3 4 π (2k − 1)4
k=1
(again we split the sum in a part from n = 1 to ∞ and from n = −1 to

−∞). Take all constants together and multiply by π 2 /8, then the required
result follows.
b Since
∞
X 1 = X ∞ ∞
1 1 X
S = + ,
n=1
n4 k=1
(2k)4 k=0 (2k + 1) 4
it follows from part a that

∞ 4 4
1
X 1 + π = 1 S + π .
S =
k 16 k
96 16 96 4
=1
∞ 1 π4
Solving for S we obtain
P = n=1 n4 90
.
R b
R f (t) dt − R b a
4.15 Since f (t) dt = a
we can apply theorem 4.9 −T/ 2 −T/ 2
f (t) dt,
twice. Two of the infinite sums cancel out (the ones representing h0 in
theorem 4.9), the other two can be taken together and lead to the desired
result.
4.16 This follows from exercise 4.15 by using (3.8), so cn = (an − ibn )/2 and
c−n = (an + ibn )/2 (n ∈ N).
4.17 a The Fourier series is given by
∞
4 X sin(2n + 1) t .
π n=0
2n + 1
Z Since
b
t
cos(2n + 1) t 1
sin(2n + 1) τ dτ = − − ,
−π 2n + 1 2n + 1
the integrated series becomes
∞ ∞
4 X 1 4 X cos(2n + 1) t .
− −
π n=0
(2n + 1) 2 π n=0
(2n + 1)2
From (4.10) we see that the constant in this series equals −π/ 2.
t R
c The series in part b represents the function f (τ ) dτ (theorem 4.9 or
−π
better still, exercise 4.16). Calculating this integral we obtain the function
g (t) with period 2π given for −π < t ≤ π by g (t) = | t | − π .
d Subtracting π from the Fourier series of | t | in exercise 3.6 we obtain a
Fourier series for g (t) which is in accordance with the result from part b.
4.19 This again follows as in exercise 4.16 from (3.8).
4.20 Since f ! is piecewise smooth, f !! is piecewise continuous and so the Fourier
coefficients c !!n of f !! exist. Since f ! is continuous , we can apply integration
by parts, as in the proof of theorem 4.10. It then follows that c !!n = inω 0 c!n ,
where c!n are the Fourier coefficients of f ! . But c!n = inω0 cn by theorem
4.10, so c!!n = −n2 ω02 cn . Now apply the Riemann-Lebesgue lemma to c!!n ,
then it follows that limn→±∞ n2 cn = 0.
4.22 a The Fourier coefficients have been determined in exercise 3.25: c1 =
1/(4i), c−1 = − 1/(4i) and ((−1)n + 1) /(2(1 − n2 )π) for n #
= 1, −1. Tak-
ing positive and negative n in the series together, we obtain the following
Fourier series:
∞
1 1 2 X 1
sin t + + cos 2kt.
2 π π
k=1
1 − 4k 2
b The derivative f ! exists for all t #

= nπ ( n ∈ Z) and is piecewise smooth.
According to theorem 4.10 we may thus differentiate f by differentiating
its Fourier series for t #
= nπ :
∞
1 4 X k
f ! (t) = cos t − sin 2kt.
2 π 1 − 4k 2
k=1
At t = nπ the differentiated series converges to (f ! (t+) + f ! (t−))/2, which
equals 1/2 for t = 0, while it equals − 1/2 for t = π . Hence, the differen-
tiated series is a periodic function with period 2π which is given by 0 for
−π < t < 0, 21 for t = 0, cos t for 0 < t < π , − 12 for t = π .
4.25 Write down the expression for Si(−x) and change from the variable t to
−t, then it follows that Si(−x) = −Si(−x).
4.26 a From the definition of Si(x) it follows that Si! (x) = sin x/x. So Si! (x) =
0 if sin x/x = 0. For x > 0 we thus have Si ! (x) = 0 for x = kπ with k ∈ N.
A candidate for the first maximum is thus x = π . Since sin x/x > 0 for
0 < x < π and sin x/x < 0 for π < x < 2π , it follows that Si(x) indeed has
its first maximum at x = π .
b The value at the first maximum is Si(π ). Since Si(π ) = 1.852 . . . and
π/ 2 = 1.570 . . ., the overshoot is 0.281 . . .. The jump of f at x = 0 is
π = 3.141 . . ., so the overshoot is 8.95 . . .%, so about 9%.
4.28 a The function f is continuous for t #
= (2k + 1)π (k ∈ Z) and it then
converges to f (t), which is 2t/π for 0 ≤ | t | < π/ 2, 1 for π/ 2 ≤ t < π and −1
for −π < t ≤ −π/ 2. For t = (2k +1)π it converges to (f (t+)+ f (t−))/2 = 0.
b Since f is odd we have a n = 0 for all n . The b n can be found using an
integration by parts:
π/2 π
4 2 4 2( −1)n
Z Z
bn = t sin ntdt + sin ntdt = sin(nπ/2) − .
π2 0 π π/2 n2 π 2 nπ
Since sin(nπ/2) = 0 if n even and (−1)k if n = 2k + 1, the Fourier series is
∞ n ∞
2 X (−1) sin nt + 4 X (−1)n
− sin(2n + 1)t.
π n=1
n π2 n=0
(2n + 1) 2
Substituting t = 0 and t = π it is easy to verify the fundamental theorem

for these values.
c We cannot differentiate the series; the resulting series is divergent be-
cause limn→∞(−1)n cos nt # = 0. Note that theorem 4.10 doesn’t apply since
f is not continuous.
d We can integrate the series since theorem 4.9 can be applied (note that
t R
c0 = 0). If we put g (t) = −π f (τ ) dτ , then g is even, periodic with period
2π and given by (t2 /π )−(3π/ 4) for 0 ≤ t < π/2 and by t−π for π/ 2 ≤ t ≤ π.
4.29 Use table 1 to obtain the Fourier coefficients and then apply Parseval, that
is, (4.13). Calculating the integral in Parseval’s identity will then give the
first result; choosing a = π/ 2 gives the second result.
4.30 a The Fourier series has been determined in the last example of section
3.6. Since f is continuous (and piecewise smooth), the Fourier series con-
verges to f (t) for all t ∈ R:
∞
2 4 X 1
f (t) = − cos 2nt.
π π n=1
4n2 − 1
b First substitute t = 0 in the Fourier series; since f (0) = 0 and cos 2nt =

1 for all n , the first result follows. Next substitute t = π/2 in the Fourier
series; since f (π/ 2) = 1 and cos2nt = (−1)n for all n, the second result
follows.
c One should recognize the squares of the Fourier coefficients here. Hence
we have to apply Parseval’s identity (4.14), or the alternative form given
in exercise 4.10. This leads to
Z π ∞
1 4 1 X 16
sin2 t dt = + 2 .
2π −π π2 2π n=1
(4n2 − 1)2
π 2
R sin t dt = π , the result follows.
Since −π
4.31 a Since f 1 is odd it follows that

Z T/ 2
1
(f 1 ∗ f 2 )(−t) = − f 1 (t + τ )f 2 (τ ) dτ.
T −T/ 2
Now change the variable from τ to −τ and use that f 2 is odd, then it
follows that (f 1 ∗ f 2 )(−t) = ( f 1 ∗ f 2 )(t).
b The convolution product equals
1
1
Z
(f ∗ f )(t) = τ f (t − τ ) dτ.
2 −1
Since f is odd, part a implies that f ∗ f is even. It is also periodic with
period 2, so it is sufficient to calculate (f ∗ f )(t) for 0 ≤ t ≤ 1. First note
that f is given by f (t) = t − 2 for 1 < t ≤ 2. Since −1 ≤ τ ≤ 1 and
0 ≤ t ≤ 1 we see that t − 1 ≤ t − τ ≤ t + 1. From 0 ≤ t ≤ 1 it follows
that −1 ≤ t − 1 ≤ 0, and so close to τ = 1 the function f (t − τ ) is given
by t − τ . Since 1 ≤ t + 1 ≤ 2, the function f (t − τ ) is given by t − τ − 2
close to τ = −1. Hence, we have to split the integral precisely at the point
where t − τ gets larger than 1, because precisely then the function changes
from t − τ to t − τ − 2. But t − τ ≥ 1 precisely when τ ≤ t − 1, and so we
have to split the integral at t − 1:
t−1 1
1 1
Z Z
(f ∗ f )(t) = τ (t − τ − 2) dτ + τ (t − τ ) dτ.
2 −1 2 t−1
It is now straightforward to calculate the convolution product. The result

is (f ∗ f )(t) = −t2 /2 + t − 1/3.
c From section 3.4.3 or table 1 we obtain the Fourier coefficients cn of
the sawtooth f and applying the convolution theorem gives the Fourier
coefficients of (f ∗ f )(t), namely c 20 = 0 and c 2n = −1/π 2 n2 (n #= 0).
d Take t = 0 in part c; since f is odd and real-valued we can write
1 2
1
R
(f ∗ f )(0) = 2 −1 | f (τ ) | dτ , and so we indeed obtain (4.13).
!
e For −1 < t < 0 we have (f ∗ f ) (t) = −t − 1, while for 0 < t < 1
we have (f ∗ f )! (t) = −t + 1. Since f ∗ f is given by −t2 /2 + t − 1/3 for
0 < t < 2, (f ∗ f )! (t) is continuous at t = 1. Only at t = 0 we have that
f ∗ f is not differentiable. So theorem 4.10 implies that the differentiated
series represents the function (f ∗ f )! (t) on [−1, 1], except at t = 0. At
t = 0 the differentiated series converges to ((f ∗ f )! (0+)+(f ∗ f )! (0−))/2 =
(1 − 1)/2 = 0.
f The zeroth Fourier coefficient of f ∗ f is given by
1 1
1
Z Z
(f ∗ f )(t) dt = (−t2 /2 + t − 1/3) dt = 0.
2 −1 0
This is in agreement with the result in part c since c20 = 0. Since this
coefficient is 0, we can apply theorem 4.9. The function represented by the
t R
integrated series is given by the (periodic) function −1 (f ∗ f )(τ ) dτ . It is
also odd, since f is even and for 0 ≤ t ≤ 1 it equals
Z 0
Z t
(−τ 2 /2 − τ − 1/3) dτ + (−τ 2 /2 + τ − 1/3) dτ = −t(t − 1)(t − 2)/6.
−1 0
5.1 For a stable LTC-system the real parts of the zeroes of the characteristic
polynomial are negative. Fundamental solutions of the homogeneous equa-
tions are of the form x(t) = tl est , where s is such a zero and l ≥ 0
some integer. Since tl est = | t |l e(Re s)t and Re s < 0 we have that
˛˛ ˛˛
limt x(t) = 0. Any homogeneous solution is a linear combination of
→∞
the fundamental solutions.

5.2 The Fourier coefficients of u are
1 (−1)k
u0 = , u2k = 0, u2k+1 =
2 (2k + 1)π
(u = p π,2π , so use table 1 and the fact that sin(nπ/2) = (−1)k for n = 2k+1
odd and 0 for n even). Since H (ω) = 1/(iω + 1) and yn = H (nω0 )un =
H (n)un it then follows that
1 (−1)k
y0 = , y2k = 0, y2k+1 = .
2 (1 + (2k + 1)i)(2k + 1)π
5.3 a The frequency response is not a rational function, so the system cannot
be described by a differential equation (5.3).
b Since H (nω0 ) = H (n) = 0 for | n | ≥ 4 (because 4 > π), we only need to
consider the Fourier coefficients of y with | n | ≤ 3. From Parseval it then
follows that P = 3n= 3 | yn |2 with y n as calculated in exercise 5.2. This
P −
sum is equal to P = 41 + 9π

20
. 2
5.4 Note that u has period π and that the integral to be calculated is thus the
zeroth Fourier coefficient of y. Since y 0 = H (0ω0 )u0 = H (0)u0 and H (0) =
π
−1 (see example 5.6 for H (ω)), it follows that y 0 = −u0 = − π1 0 u(t) dt =
R
− π2 .
5.5 a According to (5.4) the frequency response is given by
−ω 2 + 1
H (ω) = .
−ω 2 + 4 + 2iω
Since H (ω) = 0 for ω = ±1, the frequencies blocked by the system are
ω = ±1.
4it
b Write u(t) = e /4 − e it /2i + 1/2 + eit /2i + e4it /4. It thus follows
− −
that the Fourier coefficients unequal to 0 are given by u 4 = u4 = 1/4, −
u 1 = −1/2i, u1 = 1/2i and u0 = 1/2. Since y n = H (nω0 )un = H (n)un

−
and H (1) = H (−1) = 0 we thus obtain that

y(t) = y 4 e 4it + y −
−
− 1e
− it
+ y0 + y1 eit + y4 e4it
15 1 4it 1 1 15 1
= · e −
+ · + · e4it .
12 + 8i 4 4 2 12 − 8i 4
It is a good exercise to write this with real terms only:
45 30 1
y(t) = cos 4t + sin 4t + .
104 104 8
5.6 We have that
1
H (ω) = .
−ω 2 + ω02
18

% Useful
& Not useful
Since | ω0 | is not an integer, there are no homogeneous solutions having

period 2π, while u does have period 2π. There is thus a uniquely determined
periodic solution y corresponding to u. Since u(t) = πq π,2π (t) the Fourier
coefficients of u follow immediately from table 1:
π 2
u0 = , u2k = 0(k )
= 0), u2k+1 = .
2 (2k + 1) 2 π2
1
Since yn = H (nω0 )un = H (n)un = −
2 un ,
n2 +ω0
the line spectrum of y
follows.
5.7 For the thin rod the heat equation (5.8) holds on (0 , L), with initial condi-
tion (5.9). This leads to the fundamental solutions (5.15), from which the
superposition (5.16) is build. The initial condition leads to a Fourier series
with coefficients
L/2 L
2 2
Z Z
An = x sin(nπx/L) dx + (L − x) sin(nπx/L) dx,
L 0 L L/2
which can be calculated using an integration by parts. The result is: An =

(4L/n2 π2 ) sin(nπ/2) (which is 0 for n even). We thus obtain the (formal)
solution
∞
4L X (−1)n − (2n+1)2 π2 kt/L2
u(x, t) = e sin((2n + 1)πx/L).
π2 n=0
(2n + 1) 2
5.9 a The heat equation and initial conditions are as follows:

ut = ku xx for 0 < x < L, t > 0,
ux (0, t) = 0, u(L, t) = 0 for t ≥ 0,
u(x, 0) = 7 cos(5πx/2L) for 0 ≤ x ≤ L.
b Separation of variables leads to (5.12) and (5.13). The function X (x)
$$ $
should satisfy X (x) − cX (x) = 0 for 0 < x < L, X (0) = 0 and X (L) = 0.
For c = 0 we obtain the trivial solution. For c ) = 0 the characteristic
equation s2 − c = 0 has two distinct roots ±s1 . The general solution is
s x s x s x
then X (x) = αe + βe , so X (x) = s1 αe − s1 βe s x . The first
1 − 1 $ 1 − 1
$
boundary condition X (0) = 0 gives s1 (α − β ) = 0 , s o β = α. Next
we obtain from the second boundary condition X (L) = 0 the equation
α(es L + e s L ) = 0. For α = 0 we get the trivial solution. So we must
1 − 1
have es L + e s L = 0, implying that e2s L = −1. From this it follows

1 − 1 1
that s 1 = i(2n + 1)π/2L. This gives us eigenfunctions X n (x) = cos((2n +

1)πx/2L) (n = 0, 1, 2, 3, . . .). Since T n (t) remains as in the textbook (for
other parameters), we have thus found the fundamental solutions
− (2n+1)2 π2 kt/4L2
un (x, t) = e cos((2n + 1)πx/2L).
Superposition gives
∞
(2n+1)2 π2 kt/4L2
u(x, t) =
XA e n
−
cos((2n + 1)πx/2L).
n=0
Substituting t = 0 (and using the remaining initial condition) leads to

∞
u(x, 0) =
X A cos((2n + 1)πx/2L) = 7 cos(5πx/2L).
n
n=0
Since the right-hand side consists of one harmonic only, it follows that
A2 = 7 and An = 0 for all n )
= 2. The solution is thus u(x, t) =
2 2
7e 25π kt/4L cos(5πx/2L).
−
5.11 a The equations are

ut = ku xx for 0 < x < L, t > 0,
u(0, t) = 0, ux (L, t) = 0 for t ≥ 0,
u(x, 0) = f (x) for 0 ≤ x ≤ L.
b Going through the steps one obtains the same fundamental solutions as
in exercise 5.9. The coefficients An cannot be determined explicitly here,
since f (x) is not given explicitly.
5.12 The equations are given by (5.17) - (5.20), where we only need to substitute
the given initial condition in (5.19), so u(x, 0) = 0.05 sin(4πx/L) for 0 ≤
x ≤ L. All steps to be taken are the same as in section 5.2.2 of the textbook
and lead to the solution
∞
u(x, t) =
X A cos(nπat/L) sin(nπx/L).
n
n=1
Substituting t = 0 (and using the remaining initial condition) gives

∞
u(x, 0) =
X A sin(nπx/L) = 0.05 sin(4πx/L).
n
n=1
Since the right-hand side consists of one harmonic only, it follows that
A4 = 0.05 and An = 0 for all n )
= 4. The solution is thus u(x, t) =
0.05 cos(4πat/L) sin(4πx/L).
$$ $
5.15 Separation of variables leads to X (x) − cX (x) = 0 for 0 < x < π, X (0) =
$
X (π) = 0. For c = 0 we obtain the constant solution, so c = 0 is an
eigenvalue with eigenfunction X (x) = 1. For c ) = 0 the characteristic
equation s2 − c = 0 has two distinct roots ±s1 . The general solution
s x s x
is then X (x) = αe + β e , so X (x) = s1 αes x − s 1 βe s x . The
1 − 1 $ 1 − 1
$
boundary condition X (0) = 0 gives s1 (α − β ) = 0 , s o β = α. From
the boundary condition X (π) = 0 we obtain s1 α(es π − e s π ) = 0. For $ 1 − 1
α = 0 we get the trivial solution. So we must have es π − e s π = 0, 1 − 1
implying that e2s π = 1. From this it follows that s 1 = ni. This gives us

1
eigenfunctions X n (x) = cos(nx) (n = 0, 1, 2, 3, . . .). For T (t) we get the

equation T (t) + n 2 a2 T (t) = 0. From the initial condition ut (x, 0) = 0
$$
$
we obtain T (0) = 0. The non-trivial solution are T n (t) = cos(nat) (n =
0, 1, 2, 3, . . .) and we have thus found the fundamental solutions
un (x, t) = cos(nat) cos(nx).
Superposition gives
∞
u(x, t) =
X A cos(nat) cos(nx). n
n=0
Substituting t = 0 (and using the remaining initial condition) leads to

∞
u(x, 0) =
X A cos(nx) = kx n for 0 < x < π.
n=0
R π R π
We have A0 = (2/π) 0 kxdx = kπ and An = (2/π) 0 kx cos(nx) dx for
n )
= 0, which can be calculated by an integration by parts: An = 0 for n
= 0) and A n = −4k/n2 π for n odd. The solution is thus
even (n )
∞
kπ 4k X 1
u(x, t) = − cos((2n + 1)at) cos((2n + 1)x).
2 π n=0
(2n + 1) 2
5.16 a From H (−ω) = H (ω) and yn = H (nω0 )un follows that the response
y(t) to a real signal u(t) is real: since u n = u n we also have y n = y n . − −
iω t
b Since we can write sin ω0 t = (e − e iω t )/2i, the response is equal 0 − 0
to (H (ω0 )eiω t − H (−ω0 )e iω t )/2i, which is ((1 − e 2iω )2 eiω t − (1 −

0 − 0 − 0 0
e2iω )2 e iω t )/2i. This can be rewritten as sinω0 t − 2 sin(ω0 (t − 2)) +
0 − 0
sin(ω0 (t − 4)).
un e2πint. ∞
c A signal with period 1 has Fourier series of the form n=
P −∞
H (2πn)un e2πint , which is 0 since H (2πn) = 0 for

∞
The response is n=
P −∞
all n.
5.18 a The characteristic equation is s3 + s 2 + 4s + 4 = (s2 + 4)(s + 1) = 0
and has zeroes s = −1 and s = ±2i. The zeroes on the imaginary axis
correspond to periodic eigenfrequencies with period π and so the response
to a periodic signal is not always uniquely determined. But see part b!
b Since here the input has period 2π/3, we do have a unique response.
From Parseval and the relation y n = H (nω0 )un we obtain that the power
is given by
2π/3 ∞ ∞
3
Z
| y(t) |2 dt = | yn |2 = | H (nω0 )un |2 .
P =
X X
2π 0 n=−∞ n=−∞
We have that
1 + iω
H (ω) = .
4 − ω 2 + iω(4 − ω 2 )
1
Now use that only u 3 = u − 3 = 2 and that all other u n are 0, then it follows
that P = 1/50.
5.19 For the rod we have equations (5.8) - (5.10), where we have to take f (x) =
u0 in (5.10). The solution is thus given by (5.16), where now the A n are the
Fourier coefficients of the function u 0 on [0, L]. These are easy te determine
(either by hand or using tables 1 and 2): An = 0 for n even, A n = 4u0 /nπ
for n odd. This gives
∞
4u0 X 1 − (2n+1)2 π 2 kt/L2
u(x, t) = e sin((2n + 1)πx/L).
π n=0
(2n + 1) 2
Substituting x = L/2 in the x-derivative and using the fact that cos((2n +

1)π/2) = 0 for all n leads to u x (L/2, t) = 0.
5.20 a As in the previous exercise the solution is given by (5.16). The A n are
L/2 R
given by (2/L) 0 a sin(nπx/L) dx = 2a(1 − cos(nπ/2))/nπ, which gives
the (formal) solution
∞
2a X 1 (1 − cos(nπ/2))e − n2 π2 kt/L2
u(x, t) = sin(nπx/L).
π n=1
n
b The two rods together form one rod and so part a can be applied with
L = 40, k = 0.15 and a = 100. Substituting t = 600 in u(x, t) from part
a then gives the temperature distribution. On the b oundary between the
rods we have x = 20, so we have to calculate u(20, 600); using only the
contibution from the terms n = 1, 2, 3, 4 we obtain u(20, 600) ≈ 36.4.
c Take k = 0.005, a = 100, L = 40, substitute x = 20 in u(x, t) from
part a, and now use only the first two terms of the series to obtain the
equation u(20, t) ≈ 63.662e 0.0000308t = 36 (terms of the series tend to 0 −
very rapidly, so two terms suffice). We then obtain 18509 seconds, which
is approximately 5 hours.
∞
We have to calculate (the improper integral) −∞ e−iωt dt. Proceed as in
6.1
R
eaxample 6.1, but we now have to determine lim B→∞ e−iωB . This limit
does not exist.
∞
We have to calculate G(ω) = 0 e−(a+iω)t dt, which can be done pre-
6.2 a
R
cisely as in section 6.3.3 if we write a = α + iβ and use that e −(a+iω)R =
e−αR e−i(β+ω)R . If we let R then this tends to 0 since α > 0. →∞
b The imaginary part of G(ω) is ω/(a2 + ω 2 ) and applying the substitu- −
tion rule gives ω/(a + ω ) dω = 21 ln(a2 + ω 2 ), so this improper integral,
2 2
R
which is the Fourier integral for t = 0, does not exits (lim A→∞ ln(a2 + A2 )
does not exist e.g.).
−at
c We have lima→0 g(t) = lima→0 1(t)e = 1(t), while for ω = 0 we have %
that lima→0 G(ω) = i/ω. −
6.4 To calculate the spectrum we split the integral at t = 0:
Z 1 Z 0
G(ω) = te−iωt dt − te−iωt dt.
0 −1
Changing from the variable t to t in the second integral we obtain that
1 R −
G(ω) = 2 0 t cos ωtdt, which can be calculated for ω = 0 using an integ- %
ration by parts. The result is:
G(ω) =
2sin ω 2(cos ω
+
− 1) .
ω ω2
1
R
For ω = 0 we have that G(0) = 2 0 t dt = 1. Since limω→0 sin ω/ω = 1 and
limω→0 (cos ω 1)/ω2 = 12 (use e.g. De l’Hôpital’s rule), we obtain that
− −
limω→0 G(ω) = G(0), so G is continuous.
6.5 a Calculating the integral we have that
F (ω) = 2i
cos(aω/2) 1

− %
for ω = 0, F (0) = 0.
ω
b Using Taylor or De l’Hôpital it follows that limω→0 F (ω) = 0 = F (0),
so F is continuous.
6.7 From the linearity and table 3 it follows that
12 sin2 (aω/2)
F (ω) = + 8i .
4 + ω 2 aω 2
6.8 Use (6.17) and table 3 for the spectrum of e −7| t | , then
7 7
F (ω) = 2
+ .
49 + (ω − π) 49 + (ω + π)2
6.9 a From the shift property in the frequency domain (and linearity) it fol-
lows that the spectrum of f (t)sin at is F (ω a)/2i F (ω + a)/2i. − −
b Write f (t) = p 2π (t)sin t, obtain the spectrum of p 2π (t) from table 3 and
apply part a (and use the fact that sin(πω π) = sin(ωπ)), then ± −
2i sin(πω)
F (ω) = .
ω2 1 −
23
6.10 Use section 6.3.3 (or exercise 6.2) and the modulation theorem 6.17, and
write the result as one fraction, then
a + iω
( 1(t)e−at cos bt)(ω) =
F .
(a + iω)2 + b2
Similarly it follows from section 6.3.3 (or exercise 6.2) and exercise 6.9a
that
b
( 1(t)e−at sin bt)(ω) =
F .
(a + iω)2 + b2
6.12 Write
Z ∞ Z 0
F (ω) = f (t)e−iωt dt + f (t)e−iωt dt
0 −∞
and change from t to

∞ R −t in the second integral, then it follows that F (ω) =
−2i 0 f (t)sin ωtdt.
6.13 a −
We have F ( ω) = F (ω) and F (ω) is even, so F (ω) = F (ω), and thus
F (ω) is real.
1/2
−
b We have F ( ω) = F (ω) (by part a) and since F (ω) = (F (ω)F (ω)) , | |
it follows that F (ω) = F ( ω) . | | | − |
6.14 Calculate the spectrum in a direct way using exactly the same techniques
as in example 6.3.3 (or use (6.20) and twice an integration by parts):
F (ω) =
−2iω .
1 + ω 2
a/2
The spectrum is given by −a/2 te−iωt dt, which can be calculated using an
6.16
R
integration by parts. The result is indeed equal to the formula given in
example 6.3.
6.17 a From the differentiation rule (and differentiating the Fourier transform
of the Gauss function, of course) it follows that iω πe −ω /4a /(2a a) is − √ 2 √
the spectrum of tf (t).
&
b If we divide the Fourier transform of f (t) by 2a, then we indeed −
obtain the same result as in part a.
6.18 Two examples are the constant function f (t) = 0 (k arbitrary), and the
Gauss function e−t /2 with k = 2π. Using exercise 6.17a we obtain the
2 √
function te −t /2 with k = i 2π.
2
− √
6.19 Use table 3 for 1(t)e−at and then apply the differentiation rule in the fre-
quency domain, then the result follows: (a+iω)−2 . (Differentiate (a+iω)−1
just as one would differentiate a real function.)
6.20 The function e −a| t | is not differentiable at t = 0. The function t 3 (1 + t2 )−1
e.g. is not bounded.
6.21 Use the fact that limx→∞ xa e−x = 0 for all a R and change to the variable ∈
2
x = at 2 in t k /eat (separate the cases t 0 and t < 0). Then part a follows ≥
and, hence, part b also follows since we have a finite sum of these terms.
6.22 Apply the product rule repeatedly to get an expression in terms of the de-
rivatives of f and g (this involves the binomial coefficients and is sometimes
called Leibniz rule). Since f and g belong to , tn (f (t)g(t))(m) will be a S
sum of terms belonging to , and so the result follows. S
R ∞
6.23 We have that (1 1)(t) = 0 1(t τ ) dτ . Now treat the cases t > 0 and∗ −
≤
t 0 separately, then it follows that (1 1)(t) = 1(t)t. (If t 0, then ∗ ≤
−
t τ < 0 for τ > 0 and so 1(t τ ) = 0; if t > 0 then 1(t τ ) = 0 for
t R − −
τ > t and the integral 0 1 dτ = t remains.) Since 1(t)t is not absolutely
integrable, the function (1 1)(t) is not absolutely integrable. ∗
R ∞
6.25 From the causality of f it follows that (f g)(t) = 0 f (τ )g(t ∗ − τ ) dτ . For
t R
t < 0 this is 0. For t 0 it equals 0 f (τ )g(t τ ) dτ . ≥ −
6.26 a We use the definition of convolution and then split the integral at τ = 0:
Z ∞ Z 0
−| v | −| v |
(e ∗e )(t) = e−τ e−| t−τ | dτ + eτ e−| t−τ | dτ.
0 −∞
First we take t ≥ 0. Then −| t − τ | = τ − t for τ < 0. Furthermore we have

for τ > t that − | t − τ | = t − τ and for 0 ≤ τ < t that − | t − τ | = τ − t.
Hence,
Z t Z ∞ Z 0
(e−| v | ∗e −| v |
)(t) = e−t dτ + et−2τ dτ + e2τ −t dτ.
0 t −∞
A straightforward calculation of these integrals gives (1 + t)e−t .

Next we take t < 0. Then t τ = t τ for τ > 0. Furthermore we have −| − | −
for τ < t that t τ = τ t and for t τ < 0 that − | − |
t τ = t τ . − ≤ − | − | −
Hence,
Z ∞ Z 0 Z t
(e−| v | ∗e −| v |
)(t) = et−2τ dτ + et dτ + e2τ −t dτ.
0 t −∞
A straightforward calculation of these integrals gives (1 t)et . −

b Use the result from section 6.3.3 and the convolution theorem to obtain
the spectrum (2(1 + ω 2 )−1 )2 = 4/(1 + ω 2 )2 .
−| t |
c Since (1 + t )e = e−| t | + t e−| t | and the spectrum of e−| t | is
| | | |
2(1 + ω 2 )−1 , we only need to determine the spectrum of f (t) = t e−| t | . | |
But f (t) = tg(t) with g(t) the function from exercise 6.14, whose spec-
trum we’ve already determined: G(ω) = 2iω(1 + ω 2 )−1 . Apply theorem −
6.8 (differentiation rule in the frequency domain): the spectrum of f (t)
is G& (ω)/i. Calculating this and taking the results together we obtain
−
4/(1 + ω 2 )2 , in agreement with part b.
6.28 a From the differentiation rule in the frequency domain we obtain that
the spectrum of tg(t) is iG& (ω) = iω 2πe −ω /2 . Since ( tg(t))(0) = 0, − √ 2
F
we may apply the integration rule to obtain that F 1 (ω) = 2πe −ω /2 . −√ 2
b Apply the differentiation rule in the frequency domain with n = 2, then

F 2 (ω) = 2π(1 ω 2 )e−ω /2 .
√ − 2
c Since f 3 (t) = f 2 (t 1), it follows from the shift property that F 3 (ω) = −
e−iω F 2 (ω).
d From part a and exercise 6.9 it follows that F 4 (ω) = (
√ 2
2πe−(ω−4) /2 + −√ 2
2πe −(ω+4) /2 )/2i.

e Use the scaling property from table 4 with c = 4, then F 5 (ω) =
G(ω/4)/4.
6.29 b Since p 1 (τ ) = 0 for τ > 21 and 1 for τ < 21 , we have | | | |
Z 1/2
∗
( p1 p3 )(t) = p3 (t − τ ) dτ.
−1/2
− %
Here p3 (t τ ) = 0 only if t 3/2 τ t + 3/2. Moreover, we have − ≤ ≤
− ≤ ≤
that 1/2 τ 1/2, and so we have to separate the cases as indicated
in the textbook: if t > 2, then ( p1 p 3 )(t) = 0 ; i f t < 2, then also ∗ R −
1/2
∗
( p1 p3 )(t) = 0 ; i f 1 t 1, then ( p1 p3 )(t) = −1/2 1 dτ = 1; if − ≤ ≤R ∗
1/2
1 < t ≤ 2, then ( p 1 ∗ p )(t) = 3 t−3/2
1 dτ = 2 − t; finally, if −2 ≤ t < −1,
R t+3/2
∗
then ( p1 p3 )(t) = −1/2 1 dτ = 2 + t.
c Apply the convolution theorem to T (t) = ( p1 p3 )(t), then the spectrum ∗
of T (t) follows: 4 sin(ω/2) sin(3ω/2)/ω2 .
7.1 From the spectra calculated in exerices 6.2 to 6.5 it follows immediately
that the limits for ω are indeed 0: they are all fractions with a → ±∞
bounded numerator and a denominator that tends to . As an example ±∞
we have from exercise 6.2 that limω→±∞ 1/(a + iω) = 0.
7.2 Use table 3 with a = 2A and substitute ω = s − t.
7.3 Take C > 0, then it follows by first changing from the variable Au to v and
then applying (7.3) that
Z C Z AC
sin Au sin v π
lim du = lim dv = .
A →∞ 0 u A→∞ 0 v 2
7.4 Split 1/(a+iω) into the real part 1/(1+ω 2 ) and the imaginary part ω/(1+ −
ω 2 ). The limit of A of the integrals over [ A, A] of these parts gives →∞ −
limA→∞ 2 arctan A = π for the real part and lim A→∞ (ln(1 + A2 ) ln(1 + −
2
−
( A) )) = 0 for the imaginary part.
7.6 a In exercise 6.9b it was shown that F (ω) = 2i sin(πω)/(ω2 1). The R |−
∞ π R
function f (t) is absolutely integrable since −∞ f (t) dt = −π sin t dt < | | |
∞ . Moreover, f (t) is piecewise smooth, so all conditions of the fundamental
theorem are satisfied. We now show that the improper integral of F (ω)
exists. First, F (ω) is continuous on R according to theorem 6.10, so it
∞
is integrable over e.g. [ 2, 2]. Secondly, the integrals 2 F (ω) dω and − R
R −2
−∞ F (ω) dω both exist. For the former integral this can be shown as
follows (the other integral can be treated similarly):
˛˛ Z ∞ ˛˛ ≤ Z ∞ 2
F (ω) dω
2 − 1 dω 2 ω2
2
since | 2i sin(πω) | ≤ 2 (and ω − 1 > 0 for ω > 2). The integral in the
right-hand side is convergent.
b Apply the fundamental theorem, then
1 ∞ 2i sin(πω) iωt
f (t) =
Z
e dω
2π −∞ ω 2 1 −
∈
for all t R (f is continuous). Now use that F (ω) is an odd function and
that 2 sinπω sin ωt = cos(π t)ω cos(π + t)ω, then − −
1
Z ∞ cos(π − t)ω − cos(π + t)ω
f (t) = 2
dω.
π 0 1 −ω
7.8 a In exercise 6.15b it was shown that F s (ω) = ( 1 cos aω)/ω. This −
exercise used the odd extension to R. So f (t) is odd and using (7.12) we
thus obtain
2
Z ∞ 1 − cos aω 1
π ω
sin ωtdω =
2
(f (t+) + f (t )). −
0
Since f (t) is continuous for t > 0 and t = a we have for these values that *
2
Z ∞ 1 − cos aω
f (t) = sin ωtdω.
π 0 ω
27
b At t = a the function is discontinuous, so we have convergence to

1
2 (f (a+) + f (a )) − = 21 .
7.10 If we take g(t) = 0 in theorem 7.4, then G(ω) = 0 and so we get the
statement: if F (ω) = 0 on R, then f (t) = 0 at all points where f (t) is
continuous. We now prove the converse. Take f (t) and g (t) as in theorem
7.4 with spectra F (ω) and G(ω) and assume that F (ω) = G(ω) on R.
Because of the linearity of the Fourier transform, (F G)(ω) is the spectrum −
−
of (f g)(t); but (F G)(ω) = F (ω) G(ω) = 0. From our assumption it − −
now follows that (f g)(t) = 0 at all points where (f g)(t) is continuous. − −
Hence f (t) = g (t) at all points where f (t) and g (t) are continuous, which
is indeed theorem 7.4.
7.11 The spectrum of pa (t) is 2sin(aω/2)/ω (table 3). From duality it then
follows that the spectrum of sin(at/2)/t is πp a (ω) at the points where
pa (t) is continuous; at ω = a/2 we should take the value π/2. (We can ±
apply duality since the Fourier integral exists as improper integral; this is
exercise 7.5b).
7.12 The spectrum of q a (t) is F (ω) = 4 sin2 (aω/2)/(aω 2 ) (see table 3). From du-
ality it then follows that the spectrum of sin2 (at/2)/t2 is (aπ/2)q a (ω). (We
can apply duality since q a is continuous, piecewise smooth, and absolutely
integrable and since its Fourier integral exists as improper integral; this
latter fact follows immediately if we use that F (ω) is even and continuous
and that e.g. F (ω) 1/ω 2 for ω 1). ≤ ≥
7.14 The function 1/(a + iω) is not integrable on R (see exercise 6.2), so duality
cannot be applied.
7.15 These results follow immediately from duality (and calculating the right
2 2
constants). For example: π/ae−t /4a 2πe −aω , now divide by 2π.
p ↔
7.16 This is an important exercise: it teaches to recognize useful properties.
a Complete the square, then one can apply a shift in time: f (t) = 1/(1 +
(t 1)2 ). Since the spectrum of 1/(1 + t 2 ) is πe−| ω | , the result follows:
−
πe −iω e−| ω | .
b Here we have a shift from t to t 3; from the spectrum of sin 2πt/t the −
result follows: πe −3iω p4π (ω) with value 21 at ω = 2π. ±
2
c We now have 1/(t 4t + 7), multiplied by a sine function. The sine −
function is easy to deal with using exercise 6.9 (a variant of the modulation
theorem). As in a we complete√ the square and note that 1/(3 + (t 2)2 ) −
has spectrum F (ω) = πe −2iω e− 3| ω | / 3. Hence, the result is now (F (ω
√ −
−
4) F (ω + 4))/2i.
2 2
d We use that 3πq 6 (ω) is the spectrum of sin (3t)/t and apply a shift in
time from t to t 1, then the result is 3πe −iω q 6 (ω). −
7.17 Again, this is an important exercise: it teaches to recognize useful proper-
ties for the inverse transform.
2
a We immediately use table 3 to obtain that 1/(4 + ω ) is the spectrum
of f (t) = e −2| t | /4.
b Apply a shift in the frequency domain to the spectrum πp 2a (ω) of
sin(at)/t, then it follows that f (t) = (eiω t + e−iω t ) sin(at)/(πt), so f (t) = 0 0
2cos(ω0 t) sin(at)/(πt).
9it
c As in part b it follows that f (t) = 3e /(π(t2 + 9)).
7.19 From the convolution theorem it follows that F (P ∗ P )(ω) = (F P )(ω) ·
a b a

Start Free Trial

Cancel Anytime.
( Pb )(ω) = e −(a+b)| ω | , where we also used table 3. But also ( P a+b )(ω) =
F F
e−(a+b)| ω | , and since is one-to-one (theorem 7.4) it then follows that F
P a+b = P a P b . ∗
7.21 a Use the result of exercise 6.14 (G(ω) = 2iω/(1+ ω 2 )), the fundamental −
∞
theorem and the fact that the spectrum is odd to change from −∞ to 0 .
∞ R R
It then follows that (use x instead of ω )
Z ∞ x sin xt π −t
dt = e .
0 1 + x2 2
Since g is not continuous at t = 0, this result is not correct at t = 0. Here
one should take the average of the jump, which is 0.
b We apply Parseval (formula (7.19)) and calculate −∞ g(t)
∞ 2
dt =
R | |
R 0 2t −2t R 2∞ R ∞
−∞ e dt + 0 e dt, which is 1. In −∞ G(ω) dω we can use the | |
fact that the integrand is even. Writing x instead of ω , the result follows.
7.22 Use Parseval (7.18) with f (t) = e−a| t | and g(t) = e−b| t | and calculate
∞
R ∞ −(a+b)t dt = 2/(a + b). The spectra of f and g are R
−∞ f (t)g(t) dt = 2 0 e
2a/(a2 + ω 2 ) and 2b/(b2 + ω 2 ) (table 3).
7.23 a Since sin4 t/t4 is the square of sin2 t/t2 and ( sin2 t/t2 )(ω) = πq 2 (ω) F
(table 3), it follows from the convolution theorem in the frequency domain
that ( sin4 t/t4 )(ω) = (π/2)(q 2 q 2 )(ω).
F ∗
b The integral
∞ 4 4
dt is the Fourier transform of sin4 x/x4 cal-
R R
−∞ sin t/t∞
culated at ω = 0, hence −∞ sin4 x/x4 dx = (π/2)(q 2 q 2 )(0). Using that ∗
q 2 is an even function we obtain that
Z ∞ Z 2
2
(q 2 ∗ q )(0) =
2 q 2 (t)q 2 ( t) dt = 2 − (1 − t/2) dt.
−∞ 0
This integral equals 4/3 and so −∞ sin4 x/x4 dx = 2π/3.

R ∞
7.24 From table 3 we know that e−| t | /2 ↔ 1/(1 + ω 2 ). By the convolution
theorem we then know that the spectrum of f (t) = (e−| v | /2 ∗ e−| v | /2)(t) is
1/(1 + ω 2 )2 . Calculating this convolution product at t = 0 gives f (0) = 1/4
(or use exercise 6.26a, where it was shown that f (t) = (1 + t )e−| t | /4). | |
Now apply the fundamental theorem (formula (7.9)) at t = 0 and use that
the integrand is even. We then obtain
1
Z ∞ 1 1
dω = f (0) = ,
π 0 (1 + ω 2 )2 4
which is indeed the case a = b = 1 from exercise 7.22.
2
7.26∗ The Gauss function f (t) = e −at belongs to and so we can apply Poisson’s S 2
summation formula. Since F (ω) = π/ae−ω /4a (see table 3), it follows
p
from (7.23) with T = 1 that
∞ 2
∞ 2
n2 /a
X e−an =
p X π/a e−π .
n= −∞ n= −∞
Replacing a by π x the result follows.
7.27∗ Take f (t) = a/(a2 +t2 ), then F (ω) = πe −a| ω | (see table 3); we can then use
(7.22) with T = 1 (in example 7.8 the conditions were verified) to obtain
X∞
a
' X ∞ ∞
X !
= π 1+ e−2πn(a+it) + e−2πn(a−it) .
n=−∞
a2 + (t + n)2 n=1 n=1
Here we have also split a sum in terms with n = 0, n > 1 and n < 1, and −
then changed from n to n in the sum with n < 1. The sums in the right- − −
hand side are geometric series with ratio r = e −2π(a+it) and r = e −2π(a−it)
respectively. Note that r < 1 since a > 0. Using the formula for the | |
sum of an infinite geometric series (example 2.16), then writing the result
with a common denominator, and finally multiplying everything out and
simplifying, it follows that
∞ 4πa
a X 1 1 − e−
2 2
= .
π n= −∞ a + (t + n) 1 + e−4πa − e− (e 2πa 2πit + e−2πit )
Multiplying numerator and denominator by e 2πa the result follows.

7.28 a To determine the spectrum we write sin t = (eit − e− it
)/2 and calculate
the integral defining F (ω) in a direct way:
„Z π Z π «
1
F (ω) = ei(1−ω)t dt − e−i(1+ω)t dt .
2i 0 0
Writing the result with a common denominator and using the fact that
eπi = e −πi = 1 gives F (ω) = (1 + e−iωπ )/(1 ω 2 ). From theorem 6.10
− −
we know that F (ω) is continuous, so we do not have to calculate F (ω) at
the exceptional p oints ω = 1. ±
b Apply the fundamental theorem, so (7.9), noting that f (t) is continuous
on R. We then obtain
1 ∞ 1 + e−iωπ iωt
f (t) =
Z
e dω.
2π −∞ 1 ω 2 −
Split the integral at t = 0 and change from ω to −ω in the integral over
( −∞
, 0]. Then
1
Z ∞ eiωt + e−iωt + eiω(t−π) + e−iω(t−π)
f (t) = 2
dω,
2π 0 1 −ω
which leads to the required result.
c Take t = π/2 in part b and use that f (π/2) = 1, then the result follows.
π
sin2 t dt = π/2,
d Apply Parseval’s identity (7.19) to f and use that
0
R
then it follows that
1 ∞
F (ω)
Z | | 2
dω =
π
.
2π −∞ 2
Since F (ω) can be rewritten as 2e−iωπ/2 cos(ωπ/2)/(1

˛˛ ˛˛ − ω ) and we have2
2
that e−iωπ/2 = 1, it follows that F (ω) | | = 4 cos2 (ωπ/2)/(1 − ω ) . This 2 2
integrand being even, the result follows.

7.29 a We know from table 3 that p 2a (t) 2sin aω/ω and e −| t | 2/(ω 2 +1). ↔ ↔
From the convolution theorem it then follows that p2a (v) e−| v | 4f (ω) = ∗ ↔
G(ω).
b We now determine g explicitly by calculating the convolution product
(use the definition of p 2a ):
Z a Z t+a
( p2a (v) e−| v | )(t) = ∗ e−| t−τ | dτ = e−| u | du
−a t a
−
where we changed to the variable u = t − τ . Now if a − ≤ t ≤ a, then

− ≤ ≤
t a 0 t + a and so
Z 0 Z t+a
v
( p (v) ∗ e−|
2a
| )(t) = eu du + e−u du = 2 − 2e− a
cosh t.
t a − 0
If t > a, then t − a > 0 and so

Z t+a
( p2a (v) e−| v | )(t) = ∗ e−u du = 2e−t sinh a.
t a −
Finally, if t < −a, then t + a < 0 and so
Z t+a
( p2a (v) ∗ e−| v | )(t) = eu du = 2et sinh a.
t a −
c The function g from part b is continuous at t = a since limt↓a g(t) =
2e−a sinh a = e−a (ea e −a ) = 1 e −2a and g(a) = limt↑a g(t) = 2 − − −
2e−a cosh a = 2 e−a (ea + e−a ) = 1 e−2a . In the same way it follows that
− −
g(t) is continuous at t = a. So g (t) is a piecewise smooth function which −
moreover is continuous. Also, g(t) is certainly absolutely integrable since
e−| t | is absolutely integrable over t > a. Finally, the Fourier integral ex- | |
ists as improper Riemann integral since G(ω) is even absolutely integrable:
4/ ω(1 + ω 2 ) . We can now apply the duality rule (theorem
|G(ω) |≤ ˛ ˛
7.5) and it then follows that G( t) 2πg(ω), so f ( t) πg(ω)/2. Since − ↔ − ↔
f ( t) = f (t) we thus see that F (ω) = π πe −a cosh ω for ω
− a and − | | ≤
F (ω) = πe −| ω | sinh a for ω > a. | |
8.1 b
∞
"
For t = 0 we have that lim a↓0 P a (t) = 0, while for t = 0 we have R
that lima↓0 P a (t) = . Since −∞ P a (t) dt = 1, we see that P a (t) fits the ∞
description of the delta function.
c From table 3 it follows that P a (t) e−a| ω | and lima↓0 e−a| ω | = 1. ↔
Combining this with part b shows that it is reasonable to expect that the
spectrum of δ (t) is 1.
8.2 a Since φ(a) ∈ C for all φ ∈ S , it follows from (8.10) that δ (t − a) is a
mapping from S to C. For c ∈ C and φ ∈ S we have that
)δ (t − a), cφ* = (cφ)(a) = c )δ (t − a), φ* ,
and for φ , φ ∈ S we have 1 2
)δ (t − a), φ + φ * = (φ + φ )(a) = )δ (t − a), φ * + )δ (t − a), φ * .
1 2 1 2 1 2
So δ (t − a) is a linear mapping from S to C, hence a distribution.
Z Taking
b
„ 1 the limit
∞
inside the integral in (8.1) gives
2sin aω
«
2π
lim
a→∞ ω
f (t − ω) dω = f (t)
−∞
for any absolutely integrable and piecewise smooth function f (t) on R that

is continuous at t. Using (8.3) this can symbolically be written as (take
t = a)
Z ∞
δ (ω)f (a − ω) dω = f (a)
−∞
and by changing from ω to a − t we then obtain

Z ∞
δ (a − t)f (t) dt = f (a).
−∞
−
Using δ (a t) = δ (t a), which by (8.3) is reasonable to expect (see section −
8.4 for a proof), this indeed leads to (8.11).
R ∞
8.4 Since )1, φ* = −∞
φ(t) dt C for all φ , it follows that 1 is a mapping ∈ ∈ S
S
from to C. The linearity of this mapping follows from the linearity of
∈
integration: for c C and φ we have that
Z ∞ Z ∈ S ∞
)1, cφ* = (cφ)(t) dt = c φ(t) dt = c 1, φ , ) *
−∞ −∞
and for φ 1 , φ2 ∈ S we have

Z ∞ Z ∞ Z ∞
)1, φ + φ * = 1 2 (φ1 + φ2 )(t) dt = φ1 (t) dt + φ2 (t) dt,
−∞ −∞ −∞
) * ) * ) *
so 1, φ1 + φ2 = 1, φ1 + 1, φ2 . This proves that 1 is a linear mapping
S
from to C, hence a distribution.
2
8.5 For φ ∈ S there exists a constant M > 0 such that (e.g.) (1+t ) | φ(t) | ≤ M
for all t ∈ R. Hence,
∞ ∞ ∞
˛˛˛ Z ˛ Z Z
˛ φ(t) dt ˛˛˛ ≤ | φ(t) | dt ≤ M 1 + t1 dt < ∞
0 0 0
2
32
∞
(the latter integral equals [arctan]∞0 = π /2). The integral 0 φ(t) dt thus
R
exists and one can now show that 4 is indeed a distribution precisely as in
exercise 8.4 (linearity of integration).
R ∞
8.7 In example 8.4 it was already motivated why the integral −∞ t φ(t) dt | |
exists: there exists a constant M > 0 such that (e.g.) (1 + t2 ) tφ(t) M | |≤
for all t R. Hence, ∈
∞ ∞ ∞
˛˛ Z ˛ Z Z 1
˛˛ | t | φ(t) dt ˛˛˛ ≤ | tφ(t) | dt ≤ M 1 + t2
dt < ∞.
−∞ −∞ −∞
)| | *
So t , φ exists and one can now show that t is indeed a distribution | |
precisely as in exercise 8.4 (linearity of integration).
8.9 a For the integral over [ 1, 1] we have −
Z 1 Z 1
−1/2 −1/2
|t| dt = 2 t dt = [4t1/2 ]10 = 4,
−1 0
hence, t −1/2 is integrable over [ 1, 1]. Since 0 t−1/2 dt = 2 limR→∞ R

| | − R ∞ √
does not exist, t −1/2 is not integrable over R. | |
∞
t −1/2 φ(t) dt exists for φ
b We first show that
−∞
. To do so, we
R | | ∈ S
split the integral in an integral over [ 1, 1] and over t 1. For the first − | | ≥
integral we note that φ(t) M 1 for some constant M 1 > 0. From part a | |≤
we then get
1 1 1
˛˛˛ Z ˛ Z −1/2
Z −1/2 −1/2
˛ | t | φ(t) dt ˛˛˛ ≤ | t | | φ(t) | dt ≤ M | t | dt < ∞.
−1 −1
1
−1
−1/2
For the second integral we use that | t | ≤ 1 for | t | ≥ 1. Hence,
˛˛˛ Z ˛˛˛ Z Z ∞
−1/2
˛˛ | t | φ(t) dt ˛˛ ≤ | φ(t) | dt ≤ | φ(t) | dt.
| t |≥1 | t |≥1 −∞
In example
D 8.1, itφEhas exists
been shown that the latter integral exists. This shows
−1/2 −1/2
that | t | and one can now show that | t | is indeed a
distribution (linearity of integration; see e.g. exercise 8.4).
8.10 a
2
For φ ∈ S there exists a constant M > 0 such that (e.g.) (1 +
˛˛˛ Z |
t ) tφ(t)
∞
| ≤ M for all t ∈ R. Hence,
˛˛ Z Z 1 ∞ ∞
˛ tφ(t) dt ˛˛ ≤ | tφ(t) | dt ≤ M 1 + t dt < ∞. 2

−∞ −∞ −∞
As in exercise 8.3 this shows that t defines a distribution.

8.12 a From the linearity for distributions it follows immediately that the com- √
∞
plex number 2φ(0) + i 3φ( (0) + (1 + i) 0 ((φ(t) φ( t))dt is assigned.
R − −
2
b This defines a distribution if 1, t and t are distributions. The first
one is known from example 8.1, the other two from exercise 8.10. From
definition 8.15 it thus follows that f (t) defines a distribution as well.
8.14 a From (8.17) it follows that the complex number φ(3) (0) is assigned. −
b This number φ(3) (0) is meaningfull for all functions that are 3 times
−
continuously differentiable.
8.15 a First apply example 8.3, then definition 8.4, and finally integration by
parts, then
˙(sgn t) , φ¸ = Z ∞
(
(φ( ( t) − − φ (t)) dt = [φ(t)] − [φ(t)] ( 0
−∞
∞
0 = 2φ(0),
0
hence, (sgn t)( = 2δ (t).

b Since sgn t = 24(t) 1 (verify this), it follows from the linearity of −
differentiation that (sgn t)( = 24( (t) = 2δ (t). Here we used that 1 ( = 0 and
(
that 4 (t) = δ (t) (see (8.18)).
( ((
| |
c Since t = sgn t it follows from part a that t = (sgn t)( = 2δ (t). | |
8.16 Since the function t from example 8.9 is continuously differentiable out- | |
side t = 0, it follows from the jump formula that t ( = sgn t (at t = 0 | |
there is no jump and outside t = 0 this equality holds for the ordinary
derivatives). The function from example 8.10 has a jump of magnitude 1
at t = 0, while for t < 0 the derivative is 0 and for t > 0 the derivative is
− sin t. Hence, the jump formula implies that (4(t)cos t)( = δ (t) 4(t)sin t. −
8.17 a The function pa has a jump of magnitude 1 at t = a/2 and of mag- −
−
nitude 1 at t = a/2. Outside t = 0 the ordinary derivative is 0, so it
follows from the jump formula that p a (t)( = δ (t + a/2) δ (t a/2). − −
b The function 4(t)sin t has no jump at t = 0, for t < 0 the ordinary
derivative is 0 and for t > 0 the ordinary derivative is cos t, so it follows
from the jump formula that (4(t)sin t)( = 4(t)cos t.
8.18 a This is entirely analagous to exercises 8.10 and 8.12b.
b The function is differentiable outside t = 1 and the ordinary derivative
is 1 for t < 1 and 2t 2 for t > 1. We denote this derivative as the −
distribution T f . At t = 1 the jump is 2, so according to the jump formula
!
the derivative is T f + 2δ (t 1). ! −

8.19 From the jump formula it follows that the derivative as distribution is given
by a4(t)eat + δ (t), so f ( (t) af (t) = δ (t) as distributions. −
8.22 Subsequently apply definition 8.6 and the definition of δ (t − a) in (8.10),
then
) p(t)δ (t − a), φ* = ( pφ)(a) = p(a)φ(a) = p(a) )δ (t − a), φ* .
Now use definition 8.5, then ) p(t)δ (t − a), φ* = ) p(a)δ (t − a), φ*, which
shows that p(t)δ (t − a) = p(a)δ (t − a).
( (
8.23 a The definition becomes: ) f (t)δ (t), φ* = )δ (t), f φ*. The product f φ of
two continuously differentiable functions is continuously differentiable, so
this definition is correct and it gives a mapping from S to C . The linearity
( (
follows immediately from the linearity of δ (t), so f (t)δ (t) is a distribution.
( (
b According to part a we have )f (t)δ (t), φ* = −(f φ) (0), where we also
(
applied δ (t) to f φ. Now apply the product rule for differentiation and write
( ( ( (
the result as −f (0) )δ (t), φ* + f (0) )δ (t), φ* = )f (0)δ (t) − f (0)δ (t), φ*.
( ( 2
c If f (t) = t, then f (0) = 0 and f (0) = 1, so tδ (t) = −δ (t); if f (t) = t
then f (0) = 0 and f ( (0) = 0, so t 2 δ ( (t) = 0.
8.25 First apply definition 8.6 and then the definition of pv(1/t) from example
8.5 to obtain
tφ(t)
Z Z
)t · pv(1/t), φ* = lim t
dt = lim φ(t) dt.
α↓0 α↓0
| t |≥α | t |≥α
Since φ ∈R S is certainly integrable over R, the limit exists and it will be
∞
equal to φ(t) dt. Hence, t · pv(1/t) = 1.
−∞
8.26 Let T be an even distribution, then T (−t) = T (t) (definiton 8.8), so
)T (t), φ(t)* = ) T (t), φ(−t)* for all φ ∈ S , where we used definition 8.7.
Similarly for odd T .
8.27 a From the definition of sgn t in example 8.3 it follows that sgn t, φ(t) = ) *
−)sgn t, φ(−t)* for all φ ∈ S .
This shows that sgn t is odd according to
exercise 8.26. Similarly for pv(1/t) (change from t to t in the integrals −
defining pv(1/t)).
b From the definition of t in example 8.4 it follows that t , φ(t) = | | )| | *
)| | − *
t , φ( t) for all φ (change from t to t in the integral defining t ). ∈ S − | |
This shows that t is even according to exercise 8.26. | |
8.29 a Applying (8.12) to f (t) gives
Z 0 Z ∞
)T , φ* =
f 2tφ(t) dt + t2 φ(t) dt
−∞ 0
and in e.g. exercises 8.10, 8.12b and 8.18a we have seen that such integrals
are well-defined for φ . This gives a mapping from to C and the ∈ S S
linearity of this mapping follows precisely as in e.g. exercise 8.3 or 8.4.
Hence, f indeed defines a distribution T f .
b Apply the jump formula (8.21): outside t = 0 the function f is continu-
ously differentiable with derivative f ( (t) = 2t for t > 0 and f ( (t) = 2 for
t < 0. Note that f ( again defines a distribution T f . At t = 0 the function !
has no jump, hence (8.21) implies that T f ( = T f . !
(
c Again we have that the function f is continuously differentiable out-
side t = 0 and f (( (t) = 2 for t > 0 and f (( (t) = 0 for t < 0. Let T f !!
be the distribution defined by f (( . At t = 0 the function f ( has a jump
f ( (0+) f ( (0 ) = 0 2 = 2, and according to (8.21) (applied to T f and
− − − − !
using that T f ( = T f and so T f (( = T f ( ) we have that ! !
T f (( = T f ( = T f + (f ( (0+)

! !!
(
− f (0−))δ (t) = T − 2δ (t). f !!
The second derivative of f considered as distribution is the same as the

second derivative of f outside t = 0, minus the distribution 2δ (t) at t = 0.
8.30 a Since δ (( (t) can be defined for all twice continuously differentiable func-
tions, the product f (t)δ (( (t) can also be defined for all twice continuously
differentiable functions f (t) by f (t)δ (( (t), φ(t) = δ (( (t), f (t)φ(t) . This is ) * ) *
because it follows from the product rule that the product f (t)φ(t) is again
twice continuously differentiable.
b From part b and the definition of the second derivative of a distribution
(formula (8.17) for k = 2) we obtain f (t)δ (( (t), φ(t) = δ (t), (f (t)φ(t))(( . ) * ) *
Since (f (t)φ(t))(( = f (( (t)φ(t) + 2f ( (t)φ( (t) + f (t)φ(( (t) we thus obtain
that f (t)δ (( (t), φ(t) = f (( (0)φ(0) + 2f ( (0)φ( (0) + f (0)φ(( (0), which equals
) *
)f (( (0)δ (t) 2f ( (0)δ ( (t) + f (0)δ (( (t), φ(t) (φ
− ). This proves the iden- * ∈ S
tity.
2 (
c Apply part b to the function f (t) = t and use that f (0) = f (0) = 0
and f (( (0) = 2, then t2 δ (( (t) = 2δ (t). Next apply b to f (t) = t3 and use
that f (0) = f ( (0) = f (( (0) = 0, then it follows that t 3 δ (( (t) = 0.
d According to definition 8.7 we have that
((
˙δ (at), φ(t)¸ = | a | ˙δ (t), φ(a t)¸ . −1 (( −1
Now put ψ(t) = φ(a t), then the right-hand side equals a −1 ψ (( (0). −1
| |
Next we use the chain rule twice to obtain that ψ (( (0) = a −2 φ(( (0). Hence
)δ (( (at), φ(t) = a −1 a−2 δ (( , φ . * | | ) *
9.1 Let φ ∈ S . From theorem 6.12 it follows that the spectrum Φ belongs
to S . Since T is a distribution, we then have that %T, Φ& ∈ C, and so
%F T, φ& = %T, Φ& ∈ C as well. So F T is a mapping from S to C. The
linearity of F T follows from the linearity of T and F ; we will only give
the necessary steps for %F T,cφ&, since the rule for %F T, φ1 + φ2 & follows
similarly.
%F T,cφ& = %T, F (cφ)& = %T, cΦ& = c %T, Φ& = c %F T, φ& .
9.3 a Use table 5 to obtain that δ (t − 4) ↔ e 4iω . −
b Again use table 5 to obtain that e 3it ↔ 2πδ (ω − 3).

c First write the sine function as combination of exponentials, so sin at =
(eiat − e iat )/2i. From linearity and table 5 it then follows that sin at ↔
−
−πi(δ (ω − a) − δ (ω + a)).
2it
d First determine the spectrum of pv(1/t) and 4 cos 2t = 2e + 2e 2it −
using table 5 and then (again) apply linearity to obtain the spectrum
4π(δ (ω − 2) + δ (ω + 2)) + 2πsgn ω.
9.4 a From example 9.1 (or table 5) we obtain the result e 5it /2π. −
b See example 9.2: 2 cos2t.

c The spectrum of pv(1/t) is −πisgn ω (table 5). Note that 2 cos ω =
e + e iω and that the spectrum of δ (t − a) is e iaω (table 5). Hence the
iω − −
answer is iπ 1 pv(1/t) + δ (t − 1) + δ (t + 1). −
9.5 Let T be an even distribution with spectrum U . We have to show that
U (−ω) = U (ω), so %U, φ(t)& = %U, φ(−t)& for all φ ∈ S (see exercise
8.26). But %U, φ(−t)& = %T, F φ(−t)& and from table 4 we know that
(F φ(−t))(ω) = Φ (−ω) if Φ is the spectrum of φ. Since T is even, we
have that %T, Φ(−ω)& = %T, Φ(ω)&. From these observations it follows that
%U, φ(−t)& = %T, Φ(ω)& = %U, φ(t)&, which shows that U is even. Similarly
for odd T .
9.7 It is obvious that 0(t) = (1 + sgn t)/2 by looking at the cases t > 0 and
t < 0. Since 2πδ (ω) is the spectrum of 1 and −2ipv(1/ω) is the spectrum
of 0(t), it follows that 0(t) has spectrum π δ (ω) − ipv(1/ω).
""
9.8 a Let φ ∈ S have spectrum Φ. From definition 9.1 and the action of δ it
"" "" "" ""
follows that %F δ , φ& = %δ , Φ& = %δ, Φ & = Φ (0). From the differentiation
""
rule in the frequency domain (table 4) with k = 2 we see that Φ (ω) =
F ((−it)2 φ(t))(ω), and hence δ ↔ −ω 2 is proven as follows: ""
∞ ∞
˙F δ , φ¸ = F (−t φ(t))(0) = − Z t φ(t) dt = − Z ω φ(ω) dω,
"" 2 2 2
−∞ −∞
2
˙ ¸ ""
so %F δ , φ& = −ω , φ for all φ ∈ S , proving the required result.
Parts b and c can be proven using similar steps.
9.9 a Subsequently apply definitions 9.1 and 8.7: %F T (at), φ& = %T (at), Φ& =
| a | 1 T, Φ(a 1 ω) (φ ∈ S having spectrum Φ). From table 4 we see that
−
˙ −
¸
Φ(a 1 ω) = | a | (F φ(at))(ω), so it follows that %F T (at), φ& = %T, F φ(at)& =
−
%U, φ(at)&, where we again used definition 9.1 in the final step. Now again
apply definition 8.7, then %F T (at), φ& = | a | 1 U (a 1 ω), φ , which proves −
˙ −
¸
T (at) ↔ | a | 1 U (a 1 ω). − −
36
b We have that δ (4t+3) is the distribution δ (t+3) scaled by 4. According

to the shift rule in the time domain (see table 6) it follows from δ (t) ↔ 1
that δ (t+3) ↔ e 3iω . From part a it then follows that δ (4t+3) ↔ 4 1 U (ω/4) −
with U (ω) = e 3iω . Hence, δ (4t + 3) ↔ 4 1 e3iω/4 . (This can also be solved −
by considering δ (4t + 3) as the distribution δ (4t) shifted over −3/4.)

"
9.11 From table 5 it follows that δ (t) ↔ iω . Using (9.12) we then obtain that
" " " "
−itδ (t) ↔ (iω) = i, so tδ (t) ↔ −1. Exercise 8.23c gives: tδ (t) = −δ (t)
"
and since δ (t) ↔ 1 we indeed get tδ (t) ↔ −1 again. Similarly we get
"" "" "
tδ (t) ↔ −2iω using (9.12) or using exercise 8.30b: tδ (t) = −2δ (t).
9.12 From iωT = 1 we may not conclude that T = 1/(iω) since there exist
distributions S +
= 0 such that ω S = 0 (e.g. δ (ω)).
9.13 The linearity follows as in definition 8.6. The main point is that one has
to show that eiat φ(t) ∈ S whenever φ ∈ S . So we have to show that for ˛˛ ˛˛
any m, n ∈ Z+ there exists an M > 0 such that tn (eiat φ(t))(m) < M . ˛ ˛
iat (m)
From the product rule for differentiation it follows that (e φ(t)) is a
sum of terms of the form ce iat φ(k) (t) (k ∈ Z + ). It is now sufficient to show
˛˛ ˛˛
that tn eiat φ(k) (t) < M for some M > 0 and all k, n ∈ Z+ . But since
˛˛ e ˛˛˛ = 1 this means˛ that we have to show that ˛˛˛ t φ
iat n (k)
˛˛
(t) < M for some
˛
+
M > 0 and all k , n ∈ Z , which indeed holds precisely because φ ∈ S .
9.15 From definition 9.1 and the definition of e iat T (see exercise 9.13) it follows
that F eiat T, φ = eiat T, Φ = T, eiat Φ (φ ∈ S having spectrum Φ). Ac-
˙ ¸ ˙ ¸ ˙ ¸
cording to the shift property in the frequency domain (table 4) we have that
eiat Φ(t) = F (φ(ω+a))(t) (note that for convenience we’ve interchanged the
role of the variables ω and t). Hence, F eiat T, φ = %T, F (φ(ω + a))(t)& =
˙ ¸
%U, φ(ω + a)& = %U (ω − a), φ&, where we used definition 9.2 in the last step.
So we indeed have e iat T ↔ U (ω − a).
9.16 a Use table 5 for 0(t) and apply a shift in the time domain, then it follows
that 0(t − 1) ↔ e iω (πδ (ω) − ipv(1/ω)). −
b Use table 5 for 0(t) and apply a shift in the frequency domain, then it
follows that e iat 0(t) ↔ πδ (ω − a) − ipv(1/(ω − a)).
c We have 0(t) ↔ πδ (ω) − ipv(1/ω) and if we now write the cosine as
a combination of exponentials, then we can use a shift in the frequency
domain (as in part b) to obtain that 0(t)cos at ↔ 21 (πδ (ω − a) − ipv(1/(ω −
a)) + πδ (ω + a) − ipv(1/(ω + a))).
"
d Use that 1 ↔ 2πδ (ω) and δ (t) ↔ iω (table 5), so 3i ↔ 6iπδ (ω) and
(apply a shift) δ (t − 4) ↔ e 4iω iω; the sum of these gives the answer.
" −
e First note that 0(t)sgn t = 0(t) and the spectrum of this is known;
furthermore we have that t3 ↔ 2πi 3 δ (3) (ω) (table 5), so the result is
2π2 δ (3) (ω) + πδ (ω) − ipv(1/ω).
9.17 a Use table 5 for the sign function and apply a shift: 21 ieit sgn t.
b Write sin t as a combination of exponentials and apply a shift to 21 isgn t,
then we obtain the result 41 (sgn(t + 3) − sgn(t − 3)).
c Apply reciprocity to 0(t), then we obtain (πδ (−t) − ipv(−1/t))/2π ↔
0(ω). Now δ (−t) = δ (t) and pv(−1/t) = −pv(1/t), hence, the result is:
1
2
iπ 1 pv(1/t) + 21 δ (t).
−
d Apply the scaling property (table 6) to 1 ↔ 2πδ (ω) to obtain 1 ↔

6πδ (3ω). Next we apply a shift in the frequency domain (table 6), which
results in e2it/3 ↔ 6πδ (3ω − 2). Using the differentiation rule in the fre-

quency domain (table 6) we obtain from 1/2π ↔ δ (ω) that (−it)2 /2π ↔
δ (ω). From linearity it then follows that (3 1 e2it/3 − t 2 )/2π ↔ δ (3ω −
"" −
""
2) + δ (ω).
" " " "
9.19 We know that δ ∗ T = T , so δ ∗ | t | = | t | = sgn t (by example 8.9).
∗
9.20 According to definition 9.3 we have that
%T (t) ∗ δ (t − a), φ& = %T (τ ), %δ (t − a), φ(t + τ )&& .
Since %δ (t − a), φ(t + τ )& = φ(a + τ ), the function τ → %δ (t − a), φ(t + τ )&
belongs to S , so T (t) ∗ δ (t − a) exists and
%T (t) ∗ δ (t − a), φ& = %T (τ ), φ(a + τ )& = %T (τ − a), φ(τ )&
(the last step uses definition 9.2). This proves that T (t)∗δ (t−a) = T (t−a).
∗
9.21 Use exercise 9.20 with T (t) = δ (t − b). The convolution theorem leads to
the obvious e ibω e iaω = e i(a+b)ω . − − −
9.24 a Use table 5: δ (t − 3) ↔ e 3iω . −
b Since δ (t + 4) ↔ e 4iω (as in part a) and cos t = (eit + e it )/2 we apply −
a shift in the frequency domain: cos tδ (t + 4) ↔ (e4i(ω 1) + e4i(ω+1))/2. −
c From table 5 we have 0(t) ↔ πδ (ω)−ipv(1/ω). Apply the differentiation

rule in the time domain (with n = 2), then we obtain t 2 0(t) ↔ −πδ (ω) + ""
""
ipv(1/ω) .
d Apply the differentiation rule in the time domain to the result obtained
"
in exercise 9.16c, then it follows that (20(t)cos t) ↔ iω(πδ (ω − 1) + πδ (ω +
1) − ipv(1/(ω − 1)) − ipv(1/(ω + 1))).
e Since δ (t) ↔ 1 it follows from first the scaling property and then a
shift in the time domain that δ (7(t − 1/7)) ↔ e iω/7 7. Finally apply the −
"
differentiation rule in the time domain to obtain the result: (δ (7t − 1)) ↔
iωe iω/7 7.
−
f This is a convergent Fourier series and so we can determine the spectrum

term-by-term. Since 1 ↔ 2πδ (ω) and e(2k+1)it ↔ 2πδ (ω − (2k + 1)) we
obtain the following result:
∞
π2 δ (ω) − 4
X (2k + 1) − 2
δ (ω − (2k + 1)).
k=−∞
9.25 a From table 5 we know that eit ↔ 2πδ (ω − 1) and similarly for e it . −
Hence, iπ 1 sin t ↔ δ (ω − 1) − δ (ω + 1).

−
b Apply the differentiation rule in the time domain (with n = 2) to δ (t) ↔

1, then −δ (t) ↔ ω 2 . ""
1 iω/2
c From table 5 we obtain that δ (t + 2 )/4 ↔ e /4.
d From table 5 (and linearity) we obtain that (δ (t + 1) − δ (t − 1))/2i ↔
iω iω −
(e −e )/2i, which is sin ω. Now apply differentiation in the time domain
(with n = 3), then we obtain that ( δ (3) (t + 1) − δ (3) (t − 1))/2 ↔ ω 3 sin ω.
e From exercise 9.4c and a shift in the frequency domain it follows that
e4it (δ (t + 1) + δ (t − 1))/2 ↔ cos(ω − 4).
9.26 a In exercise 9.25b it was shown that −δ (t) ↔ ω 2 . Applying a shift in ""
the frequency domain leads to −eit δ (t) ↔ (ω − 1)2 . ""
b From the differentiation rule in the time domain and table 5 it follows
as in exercise 9.25b that δ (t) ↔ iω and δ (t) ↔ −ω 2 , so −δ (t) + 2iδ (t) + " "" "" "
δ (t) ↔ ω 2 − 2ω + 1.

% Useful
& Not useful
c Since (ω − 1) 2 = ω 2 − 2ω + 1, the results in part a and b should be

the same. Using exercise 8.30b with f (t) = eit we indeed obtain that
eit δ (t) = δ (t) − 2iδ (t) − δ (t).
"" "" "
9.27 a From exercise 9.25b it follows that δ (t) ↔ −ω 2 . The convolution ""
theorem then implies that T ∗ δ (t) ↔ −ω 2 U where U is the spectrum of ""
T . This also follows by applying the differentiation rule in the time domain
"" ""
to T , which equals T ∗ δ (t) by (9.21).
"" ""
b As noted in part a we have that δ ∗ | t | = | t | . In exercise 8.15c it
"" ""
was shown that | t | = 2δ , so we indeed get δ ∗ | t | = 2δ . Now let V be
the spectrum of | t |. Since δ ↔ −ω 2 and δ ↔ 1 it then follows as in part ""
a from the convolution theorem that ω 2 V = −2.
10.1 a When the system is causal, then the response to the causal signal δ (t)
is again causal, so h(t) is causal. On the other hand, if h(t) is causal, then
t R
it follows that y (t) = (u h)(t) = −∞ h(t τ )u(τ ) dτ and if we now have ∗ −
a causal input u, then the integral will be 0 for t < 0 and so y (t) is causal
as well, proving that the system is causal.
b When the system is real, then the response to the real signal δ (t) is
again real, so h(t) is real. On the other hand, if h(t) is real, then it follows
from the integral for y (t) = (u h)(t) that if u(t) is real, then y(t) is also ∗
real, proving that the system is real.
10.2 a If we substitute u(t) = δ (t) then it follows that h(t) = δ (t 1)+ +(t)e−2t , −
so h(t) is causal and real and according to exercise 10.1 the system is then
causal and real.
b We substitute u(t) = +(t), then it follows for t
t
0 that a(t) = +(t ≥ −
1) + 0 e −2(t−τ ) dτ = +(t 1) + 21 (1 e−2t ), while for t < 0 the integral
R − −
is 0 and so a(t) = +(t 1). This result can be written for all t as a(t) = −
+(t 1) + 21 +(t)(1 e−2t ).
− −
10.3 We can express p2 (t) as p2 (t) = +(t + 1) +(t 1). Since a(t) is (by − −
definition) the response to +(t) and we have a linear system, the response
to p 2 (t) = +(t + 1) +(t 1) is a(t + 1) a(t 1). − − − −
10.5 a We differentiate a(t) in distribution sense, which results in h(t) =
δ (t) +(t)e−3t (2sin2t + 3cos 2t), since a(t) has a jump at t = 0 of mag-
−
nitude 1 and we can differentiate in ordinary sense outside t = 0.
b We use theorem 10.1, which implies that we may ignore the delta com-
ponent and only have to show that +(t)e−3t (2sin2t + 3 c o s 2t) is absolutely
∞ ∞
integrable. Since both 0 e−3t sin2t dt and 0 e−3t cos2t dt exist
R ˛˛ ˛˛ R ˛˛ ˛˛
∞
(e.g., both are smaller than 0 e−3t dt), this is indeed the case and hence
R
the system is stable.
10.6 a The impulse response is h 1 h2 . ∗
b If the input for the first system is bounded, then the output is bounded
since the system is stable. This output is then used as input for the second
system, which is again stable. So the output of the second system is again
bounded. This means that the cascade system itself is stable: the response
to a bounded input is bounded.
10.7 a The spectrum of h is H (ω) = 1+1/(1+iω)2 since δ 1 and te−t +(t) ↔ ↔

1/(1 + iω)2 .
iωt
b Since e H (ω)eiωt it follows that the response is given by e iωt (1 +
&→
1/(1 + iω)2 ).
10.8 a We need to determine the inverse Fourier transform of the function
H (ω) = cos ω/(ω 2 + 1). First note that 21 e−| t | 1/(ω 2 + 1). Writing the ↔
cosine as a combination of exponentials we obtain from the shift rule that
h(t) = 21 (e−| t+1 | + e−| t−1 | ).
b It now suffices to use the time-invariance of the system: the reponse to
δ (t) is h(t), so the response to δ (t 1) is h(t 1). − −
10.9 a We need to determine the inverse Fourier transform of the function from
figure 10.3, which is H (ω) = q ω (ω). This is h(t) = 2 sin2 (ωc t/2)/(πωc t2 ). c
40
b The function u has a Fourier series with terms c n eint (note that ω0 = 1).
But the response to e int is H (n)eint and H (n) = 0 for n > 1 and n < 1. −
So we only have to determine c 0 , c 1 and c −1 . These can easily be calculated
from the defining integrals: c0 = 21 and c−1 = c1 = 1/π. Hence, the −
response follows: y(t) = H (0)c0 +H (1)c1 eit +H ( 1)c−1 e−it = 21 3π 2
cos t. − −
10.11 a Put s = iω and apply partial fraction expansion to the system function
− −
(s +1)(s 2)/(s 1)(s + 2). A long division results in 1 2s/(s 1)(s + 2) − −
and a partial fraction expansion then gives
(s + 1)(s 2)
= 1
− − 23 s −1 1 − 43 s +1 2 = 1 − 23 iω 1− 1 − 43 iω +
1
.
−
(s 1)(s + 2) 2
Now δ (t) 1 and +(t)e−2t ↔
1/(iω + 2) (table 3, no. 7) and from time ↔
1
reversal (scaling with a = 1 from table 4, no. 5) it follows for iω −1 = −
−1 that +( t)et 1
− − 2 t 4 −2t . ↔ − −
i(−ω)+1 iω −1 . Hence, h(t) = δ (t) + 3 +( t)e 3 +(t)e
b The impulse reponse h(t) is not causal, so the system is not causal.
c The modulus of H (ω) is 1, so it is an all-pass system and from Parseval
it then follows that the energy-content of the input is equal to the energy-
content of the output (if necessary, see the textbook, just above example
10.7).
10.13 a From the differential equation we immediately obtain the frequency
response:
2 2
ω −ω 0
H (ω) =
ω2 − i√ 2ω ω − ω 0
2
0
.
b Write the cosine as a combination of exponentials, then it follows from

iωt
e H (ω)eiωt that y(t) = (H (ω0 )eiω t + H ( ω0 )e−iω t )/2. However
&→ 0
− 0
±
H ( ω0 ) = 0, so y (t) = 0 for all t.
c Note that we cannot use the method from part b. Instead we use
(10.6) to determine the spectrum of the response y(t). From table 5 we
obtain that +(t) ↔
pv(1/iω) + πδ (ω). Write the cosine as a combination
of exponentials, then it follows from the shift rule that the spectrum of
u(t) = cos(ω0 t)+(t) is given by U (ω) = pv(1/(2i(ω ω0 )) + pv(1/(2i(ω + −
−
ω0 )) + (π/2)δ (ω ω0 ) + (π/2)δ (ω + ω0 ). To determine Y (ω) = H (ω)U (ω)
we use that H (ω)δ (ω ω 0 ) = H ( ω0 )δ (ω ω 0 ) = 0. Hence, writing ± ± ±
everything with a common denominator, Y (ω) = ω/i(ω 2 i 2ω0 ω ω02 ). − √ −
Put s = iω and apply partial fraction expansion to obtain that 2 Y (ω) =
− √
(1 + i)/(s + ω0 (1 i)/ 2)+(1 √ i)/(s + ω0 (1 + i)/ 2). The inverse Fourier − √ −
√
√
transform of this equals e −ω t/ 2 (cos(ω0 t/ 2) sin(ω0 t/ 2))+(t). 0
10.14 a From the differential equation we immediately obtain the frequency

response:
iω + 1 + α 1 1 + α/2
H (ω) = = + ,
2iω + α 2 2iω + α
where we also used a long division. Using the tables it then follows that
h(t) = 21 (δ (t) + (1 + α/2)+(t)e−tα/2 ).
b We have to interpret the differential equation ‘the other way around’, so
with input and output interchanged. This means that the system function
is now 1/H (ω), so
2iω + α 2 + α
iω + 1 + α
= 2 − iω + 1 + α
where we also used a long division. Using the tables it then follows that
h1 (t) = 2δ (t) (2 + α)+(t)e−t(1+α) . −
c Note that the spectrum of (h h1 )(t) is the function H (ω) (1/H (ω)), ∗ ·
which is 1. Since δ (t) 1, it follows that (h h1 )(t) = δ (t). ↔ ∗
10.16 We use separation of variables, so we substitute u(x, y) = X (x)Y (y) into
uyy + u xx = 0. This gives for some arbitrary constant c (the separation
constant) that X && + cX = 0, Y && cY = 0. In order to satisfy the linear −
homogeneous condition as well, X (x)Y (y) has to be bounded, and this
implies that both X (x) and Y (y) have to be bounded functions. Solving
the differential equations √ we −obtain
√ from the boundedness condition that
X
√ (cy
x) = √ 1 if c = 0 and ei cx√ , e i cx if c > 0. Similarly Y (y) = 1 if c =√ 0 and
cy cy
e ,e − if c > 0. But e is not bounded for y > 0 so Y (y) = e − cy for
c 0. We put c = s 2 , then it follows that the class of functions satisfying
≥
the differential equation and being bounded, can be described by
X (x)Y (y) = e isx e−| s |y , where s ∈ R.
By superposition we now try a solution u(x, y) of the form
Z ∞
u(x, y) = e−| s |y F (s)eisx ds.
−∞
If we substitute y = 0 in this integral representation, then we obtain that
1 ∞ Z
u(x, 0) = = F (s)eisx ds.
1 + x2 −∞
Since 21 e−| t |1/(1 + ω 2 ) this means that ↔
1 1 ∞ −| t | −iωt
Z
= e e dt.
1 + ω 2 2 −∞
The (formal) solution is thus given by
Z ∞ Z ∞
u(x, y) = 21 e−| s |(1+y) eisx ds = e−| s |(1+y) cos(sx) ds.
−∞ 0
10.18 a We substitute u(t) = δ (t),then

Z t Z ∞
h(t) = e−(t−τ ) δ (τ ) dτ = (+(τ + 1 − t) − +(τ − t))e− (t τ )
− δ (τ ) dτ,
t 1 − −∞
so h(t) = (+(t) +(t 1))e−t . Applying table 3, no. 7 and a shift in the
− −
time domain gives H (ω) = (1 e−(1+iω) )/(1 + iω). −
b The impulse response is causal, so the system is causal.
c It is straightforward to verify that the impulse response is absolutely
integrable, so the system is stable.
d The response y(t) to the block function p 2 (t) is equal to the convolution
of h(t) with p 2 (t), which equals
Z 1 Z t+1
y(t) = h(t − τ ) dτ = h(τ ) dτ.
−1 t 1 −
(t+1)
This is 0 for t < 1 or for t > 2. For − −1 < t < 0 it equals 1 − e− , for
0 t < 1 it equals 1 e−1 , and for 1
≤ − ≤ t < 2 it equals e − − − e− . (t 1) 1
10.19 a The impulse response is the derivative in the sense of distributions of
a(t) = e −t +(t), which is δ (t) e−t +(t). −
b The frequency response is H (ω) = iω/(1 + iω). (Apply e.g. the differ-
entiation rule to h(t) = a & (t).)
c We have Y (ω) = H (ω)U (ω) (using obvious notations), so Y (ω) =
iω/(1 + iω )2 = 1/(1 + iω ) 1/(1 + iω )2 . The response is the inverse −
Fourier transform of Y (ω): y(t) = (1 t)e−t +(t). −
10.21 a The frequency response H (ω) is the triangle function q ωc (ω). The in-
verse Fourier transform follows from table 3: h(t) = 2 sin2 (ωc t/2)/(πωc t2 ).
&
b Since a (t) = h(t) and h(t) 0, the function a(t) is a monotone increas- ≥
ing function.
10.22 The frequency response follows immediately from the differential equation:
1 + iω
H (ω) = 2
.
−ω + 2iω + 2
Applying partial fraction expansion (use s = iω) we obtain
1 1
H (ω) =
2(iω + 1 − i) + 2(iω + 1 + i) .
The inverse Fourier transform is then h(t) = (e−t cos t)+(t). Integrating
this over ( , t] gives the step response a(t) = 21 (1 + e−t (sin t cos t))+(t).
−∞ −
b We have Y (ω) = H (ω)U (ω) (using obvious notations), so Y (ω) =
1/( ω 2 + 2iω + 2). Applying partial fraction expansion we obtain
−
1 1
Y (ω) =
2i(iω + 1 − i) − 2i(iω + 1 + i) .
The response is the inverse Fourier transform of Y (ω), which gives as
repsonse the function y (t) = (e−t sin t)+(t).
Since iω 1 i = iω + 1 i and e−iωt = 1 we have H (ω) = 1
10.23 a | − − | | − |
˛˛ 0
˛˛ | |
and so L is an all-pass system.
b First write (iω − −
1 i)/(iω + 1 i) as 1 2/(iω + 1 i) and then use − − −
the inverse Fourier transform (the tables) to obtain δ (t) 2e−(1−i)t +(t) − ↔
− − − −
1 2/(iω + 1 i). From the shift property in the time domain we obtain
(1 i)(t t0 ) −
h(t) = δ (t t0 ) 2e − − +(t t0 ). −
c Ignoring the delta function it is easy to verify that h(t) is absolutely
˛˛ i(t t0 )
−
˛˛
integrable (˛ e ˛ = 1), hence the system is stable.
d Write u(t) = 1 + eit + e−it and use that e iωt H (ω)eiωt , then y (t) = &→
H (0)+ H (1)eit +H ( 1)e−it , which equals i e−it eit + (4i 3)eit e−it /5.
− −− 0
− 0
10.24 We use separation of variables, so we substitute u(x, y) = X (x)Y (y) into

−
uxx 2uy = 0. This gives for some arbitrary constant c (the separation
constant) that X && +cX = 0, 2Y & +cY = 0. Here X (x) and Y (y) have to be
bounded functions. Solving the differential equations,√ we obtain
√ from the
boundedness condition that X (x) = 1 if c = 0 and e i cx , e−i cx if c > 0.
cy/2
≥
For c 0 we obtain for Y (y) the solution e− . We put c = s2 with
∈
s R. It then follows that the class of functions satisfying the differential
equation and being bounded, can be described by
2
X (x)Y (y) = e isx e−s y/2
, where s ∈ R.
By superposition we now try a solution u(x, y) of the form
Z ∞ 2
u(x, y) = e−s y/2
F (s)eisx ds.
−∞
If we substitute y = 0 in this integral representation, then we obtain that

Z ∞
u(x, 0) = xe −x +(x) = F (s)eisx ds.
−∞
Since te−t +(t) 1/(1+iω)2 this means that F (s) =
↔ 1
2π(1+is)2
. The (formal)
solution is thus given by
1 ∞ 1
Z 2
u(x, y) = e−s y/2 eisx ds
2π −∞ (1 + is)2
1 ∞ 2
−
(1 s )cos sx + 2s sin sx −s
Z 2
y/2
= e ds.
2π −∞ (1 + s2 )2
11.1 In parts a, b and c the domain is C and the range is C as well. In part d
the domain is C \ {− }
3 and the range is C 0 . \{ }
11.2 a If we write z = x + iy, then z = x iy, so the real part is x and the −
imaginary part is y.
3 3
− 3
b Expanding z = (x + iy) we see that the real part is x 3xy 2 and −
that the imaginary part is 3x2 y y 3 . −
c The real part is x −
4 and the imaginary part is y 1. − −
d The real part is (3y 2x 6)/((x + 3) 2 + y 2 ) and the imaginary part
− −
is (2y + 3x + 9)/((x + 3)2 + y 2 ). To see this, write z = x + iy , then
z + 3 = x + 3 + iy and so
f (z ) =
−
(3i 2)(x + 3 iy)
=
3y − − 2x − 6 + i(2y + 3x + 9) .
(x + 3 + iy)(x + 3 iy) − (x + 3) 2 + y 2
11.3 Apply definition 11.3 and expand the squares; several of the exponentials
cancel and only 1/2+ 1/2 remains, so sin 2 z +cos2 z = 1. Similarly it follows
by substitution that 2 sin z cos z = sin 2z .
11.5 a From definition 11.3 it follows that sin(iy) = (e y e y )/2i = i sinh y −
−
and cos(iy) = (e y + ey )/2 = cosh y. −
b Write z = x + iy; from exercise 11.4 with z = x and w = iy it follows
that sin(x + iy) = sin x cos(iy) + cos x sin(iy). Now apply part a, then
sin(x + iy) = sin x cosh y + i cos x sinh y, so the real part is sin x cosh y and
the imaginary part is cos x sinh y.
11.6 The proofs can be copied from the real case; this is a straightforward mat-
ter. The same applies to exercise 11.7.
11.8 This rational function is continuous for all z C for which the denominator ∈
is unequal to 0. But the denominator is 0 for z = 1, z = i or z = 2i. So −
g(z ) is continuous on G = C 1, i, 2i . \{ − }
11.9 The proof can be copied from the real case; this is a straightforward matter:
2 2
lim
− f (z ) = lim w − z = lim (w + z ) = 2z.
f (w)
w→z − z
w w − z w→z w→z
3
11.11 a The derivative is 4(z − 1) ; the function is differentiable on C, so it is
analytic on C.
2
b The derivative is 1 − 1/z ; since the function is not differentiable at
z = 0, it is analytic on C \ {0}.
3 2 2 3 2
c The derivative is ((z + 1)(2z − 3) − 3z (z − 3z + 2))/(z + 1) ; the
3
function is not differentiable when z = −1. √ Solving this equation one 1 1
obtains that it is analytic on C \ {−1, ± i 3}. 2 2
2
d The derivative is 2ze z ; the function is analytic on C.
11.12 Using definition 11.3 and the chain rule it follows that (cos z ) = (ieiz
− #
ie iz )/2 = ( eiz + e iz )/2i = sin z .

−
− − −
11.13
√ √ √
The step wz = w z cannot be applied for non-real numbers (so e.g.
for w = −1, z = −1).
∗ 2 2
11.14 The real and imaginary part are u(x, y) = x − y and v(x, y) = 2xy
45
(example 11.4). So ∂u/∂x = 2x, which equals ∂v/∂y, and ∂u/∂y = 2y −

−
which equals ∂v/∂x. Hence, the Cauchy-Riemann equations are satisfied
on the whole of R2 .
11.16 a This is not true; take e.g. z = 2i, then cos 2i = (e 2 + e2 )/2 > 3. −
b Use definition 11.3; expand the exponentials in the resulting expression

for cos z cos w sin z sin w. −
c Write z = x + iy and use part b, then cos( x + iy) = cos x cos iy −
sin x sin iy. But cos iy = cosh y and sin iy = i sinh y (see exercise 11.5a), so
−
cos(x + iy) = cos x cosh y i sin x sinh y, which gives the real and imaginary
parts.
z
d Since e is analytic on C, it follows from theorem 11.5 that cos z =
(eiz + e iz )/2 is also analytic on C.
−
11.17 a This function is analytic on C 1 . From the quotient rule it follows \{ }

that the derivative is given by (2z 3 3z 2 1)/(z 1)2 . − − −
b This function is analytic when z =
4
16, so on C 2 i 2 . The ) − \ {±√ ± √ }
derivative is given by 40z 3 /(z 4 + 16)11 . −
c This function is analytic when z =
2
3, so on C i 3 . The deriv- ) − \ {± √ }
ative is given by e z (z 2 2z + 3)/(z 2 + 3)2 (use the quotient rule).
−
z
d This function is analytic on C since both e and sin w are analytic on
z z
C. The derivative is given by e cos e (use the chain rule).
12.1 a The complex number e −iωR lies on the unit circle for all R and so the
limit R → ∞ does not exist.
b Since limR→∞ e−σR = 0 only for σ > 0, and e−iωR = 1, it follows
˛˛ ˛˛
that the limit exists precisely for σ > 0.
12.2 The integrand equals e (a s)t and a primitive of this is given by e (a s)t /(a −
− −
s). The lower limit 0 leads to 1/(s − a), while the upper limit results in the
limit limR e(a s)R (note that 1/(a − s) does not influence the outcome of
→∞
−
this limit). Write s = σ + iω, a = α + iβ and use that lim R e(α σ)R = 0 →∞
−
only if α − σ < 0, so if σ > α. Hence, the Laplace transform equals 1/(s − a)
for Re s > Re a.
12.3 b The function equals 1 for 0 ≤ t < b and is 0 elsewhere. It is easy to
calculate the Laplace transform using the definition and an integration by
parts and it is given by (1 − e bs )/s for all (!) s & −
= 0, while it equals b for
s = 0.
12.4 One can use the method of example 12.9 and apply an integration by parts
for s &
= 0. It then follows that
∞
1 2
Z
F (s) = − lim R2 e − sR
+ te st
−
dt.
sR →∞ s 0
The remaining integral is the Laplace transform of t for Re s > 0, which
is 1/s2 (example 12.9). Since limR R2 e σR = 0 for σ > 0, it follows as →∞
−
before that limR R2 e sR = 0 for Re s > 0. This shows that F (s) = s2 .

→∞
−
3
12.5 a From examples 12.2 and 12.8 it follows that 1/(s + 2) is the Laplace
transform and that σ a = σ c = −2.
b From example 12.7 it follows that e −4s /s is the Laplace transform and
that σ a = σ c = 0.
c From exercise 12.2 it follows that 1/(s − 2 − 3i) is the Laplace transform
and that σ a = σ c = 2.
12.6 a From example 12.1 it follows that f (t) = 1 (that is, 5(t)).
b From example 12.7 it follows that f (t) = 5(t − 3).
c From example 12.2 it follows that f (t) = e 7t (that is, 5(t)e7t ).
d From exercise 12.4 it follows that f (t) = t 2 /2 (that is, 5(t)t2 /2).
12.8 a Using the method of example 12.10 (write cos t as 21 eit + 21 e−it ), we
obtain the Laplace transform
1
„ 1 1
«
+
2 s−i s + i
and this is equal to s/(s2 + 1) (for Re s > 0).
b As in part a we now obtain the Laplace transform s/(s2 + a2 ).
c Using the same method as in parts a and b it follows that the Laplace
transform of cosh at = (eat + e at )/2 is given by −
„
1 1 1 s
«
+ = 2 .
2 s−a s + a s − a2
12.9 Follow the hint, e.g. write cos(at + b) = cos at cos b − sin at sin b, then apply
47
linearity and the fact that we know the transforms of cos at and sin at. In
table 7, lines 8 and 9 the answers are given.
12.10 In all these exercises we have to use linearity and/or table 7.
a (20/s3 ) − (5/s2 ) + ((8i − 3)/s)
b 4/(s2 + 16)
c s/(s2 − 25)
d (1/s2 ) + (1/s) − (s/(s2 + 1))
e (1/(s − 2)) + (1/(s + 3))
f (1/2s) − (s/2(s2 + 4))
g (cos 2 − s sin2)/(s2 + 1)
h 1/(s − ln 3) (use that 3t = e t ln 3 ).
12.11 a The function is 1 for 0 ≤ t < 1, 3 − 2t for 1 ≤ t < 2 and 1 − t for t ≥ 2.

b The Laplace transform of 1 equals 1/s. Also, 5(t − 1)(2t − 2) = 25(t −
1)(t − 1) and so we can apply a shift in the time-domain, which gives as
Laplace transform 2e−s /s2 . The same applies to 5(t − 2)(t − 2), which gives
2s
as Laplace transform e −
/s2 . Add these three results.
12.12 The function equals cos t for 0 ≤ t < 2π and is 0 elsewhere since cos(t −
2π) = c o s t. The Laplace transform of cos t is s/(s2 + 1). A shift in
the time-domain shows that se 2πs /(s2 + 1) is the Laplace transform of −
5(t − 2π) cos(t − 2π). Adding these results leads to s(1 − e 2πs )/(s2 + 1). −
2
12.15 Apply the scaling property to f (t), then G(s) = (s −2s+4)/(4(s+1)(s−2)).
12.16 For all these exercises one first needs to recognize the basic form of the
function, then apply table 7, in combination with a shift in the time- or
s-domain.
a 1/(s − 2)2 ; use a shift in the s-domain.
b 2e s /s3 ; use a shift in the time-domain.
−
c 5/((s + 3) 2 + 25); use a shift in the s-domain.

d (s − b)/((s − b)2 + a2 ); use a shift in the s-domain.
e se 3s /(s2 − 1); use a shift in the time-domain.
−
f 2e 3 /(s − 1)3 ; use a shift in the s-domain.

−
12.17 a The function is 0 for 0 ≤ t < 1 and t − 1 for t ≥ 1. From table 7 and a
shift in the time-domain the Laplace transform e s /s2 follows. −
b The function equals t − 1 for t ≥ 0. From table 7 (and linearity) the

Laplace transform follows: (1/s2 ) − (1/s).
c The function equals 0 for 0 ≤ t < 1 and t for t ≥ 1 (so there is a jump
at t = 1 of magnitude 1). In order to apply a shift in the time-domain
we write f (t) = 5(t − 1)(t − 1) + 5(t − 1). Using part a and table 7 (and
linearity of course), the Laplace transform follows: (e s /s2 ) + (e s /s). − −
12.18 Write f (t) = 5(t)t − 5(t − 1)t, then it follows from exercise 12.17c and table
7 that the Laplace transform is given by (1 − (1 + s)e s )/s2 . −
12.19 For this exercise one again first has to recognize the basic form of the
Laplace transform, e.g. using table 7, and then, if necessary, combine it
with properties like a shift in the time- or s-domain.
a 2e3t
b 3sin t
c 4cos2t
d (sinh 2t)/2
e 5(t − 2)(t − 2); use a shift in the time-domain.
f 5(t − 3) cos(t − 3); use a shift in the time-domain.

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g (et sin4t)/4; use a shift in the s-domain.

h e−t (3cos t − sin t); use a shift in the s-domain; in order to do so we first
have to write F (s) as
s + 1 1
3 − ,
(s + 1) 2 + 1 (s + 1) 2 + 1
which can be obtained by noting that 3 s + 2 = 3(s + 1) − 1.
i −3e3t t2 ; use a shift in the s-domain.
j e2t cos2t; use a shift in the s-domain (first complete the square in the
denominator, writing it as (s − 2)2 + 4).
k 41 5(t − 1) cos(3(t − 1)/2); use a shift in the time-domain (first write the
function F (s) as 41 e s s/(s2 + (9/4)). −
12.21 Apply De l’Hôpital’s rule repeatedly (n times) to the limit t → ∞ of t n /eαt
and use that limt e αt = 0 for any α > 0. Theorem 12.3 implies that
→∞
−
the Laplace transform of tn exists for Re s > 0 (it is easy to show that
tn = 5(t)tn is of exponential order for α > 0 arbitrary).
12.23 We know that ( L1)(s) = 1/s. According to (12.13) we then have for n ∈ N
(and Re s > 0) that
dn 1
= (−1)n (Ltn )(s),
dsn s
hence, (−1)n n!/sn+1 = (−1)n (Ltn )(s), that is, (Ltn )(s) = n!/sn+1 .
12.25 a We know (e.g. from table 7) that (Ltn )(s) = n!/sn+1 and using the
shift rule in the s-domain we then obtain that F (s) = n!/(s − a)n+1 .
b We know (e.g. from table 7) that (Leat )(s) = 1/(s − a) and using the
differentiation rule in the s-domain we then obtain that
dn 1 n!
F (s) = (−1)n = .
dsn s − a (s − a)n+1
12.27 The causal function sinh at is continuous on R , so it follows from the integ-
ration rule (table 8) that
t
„ Z « 1
L sinh aτ dτ (s) = F (s)
0 s
t
with F (s) = (L sinh at)(s) = a/(s2 − a2 ). Hence f (t) =
R sinh aτ dτ =
0
(cosh at − 1)/a.
12.28 a Use the differentiation rule in the s-domain and table 7 for the Laplace
transform of cos at. Then f has Laplace transform
d2 s 2s(s2 − 3a2 )
= .
ds2 s2 + a2 (s2 + a2 )3
b Using the differentiation rule in the s-domain and table 7 for the Laplace
transform of sinh3t one obtains that
d 3 6s
(Lt sinh3t)(s) = − = 2
ds s2 − 9 (s − 9)2
and
d2 3 18(s2 + 3)
(Lt2 sinh 3t)(s) = = .
ds2 s2 − 9 (s2 − 9)3
Finally apply linearity, then one obtains that

18(s2 + 3) 18s 6
F (s) = − 2 + 2 .
(s2 − 9)3 (s − 9)2 s −9
12.30 a The function equals 25(t)t for t < 1 and since t = 2t − t it follows that
f (t) = 25(t)t − 5(t − 1)t = 25(t)t − 5(t − 1)(t − 1) − 5(t − 1).
b From part a, table 7 and the shift rule in the time domain it follows
that
2 e s e s − −
F (s) = − 2 − .
s2 s s
c The function is not differentiable at t = 0 and t = 1. Apart from these
two points the derivative equals 0 for t < 0, 2 for 0 < t < 1 and 1 for
%
t > 1. Hence, f (t) = 25(t) − 5(t − 1) for t &
= 0, 1. Since the Laplace
transform does not depend on the value at these points, we have that
% s −
(Lf )(s) = (2/s) − (e /s).
d According to the differentiation rule in the time domain one should have
%
(Lf )(s) = s(Lf )(s), so
2−e s −
2 − e s (s + 1) −
= s .
s s2
This is not correct since we cannot apply the differentiation rule in the
present situation: f has a jump at t = 1 and so it isn’t differentiable on R.
12.31 a From the shift rule in the s-domain it follows that (Leibt f (t))(s) = F (s−
ib) and since sin at = (eiat − e−iat )/2i it follows that (Lf (t)sin at)(s) =
(F (s − ia) − F (s + ia))/2i.
b First apply the scaling property and then the shift rule in the s-domain,
then (Le−2t f (3t))(s) = e −(s+2)/3 /(s + 2).
c We can apply the integration rule here (t3 f (t) is continuous on R).
t
Hence the Laplace transform of 0 τ 3 f (τ ) dτ is given by G(s)/s with G(s) =
R
(Lt3 f (t))(s). Now apply the differentiation rule in the s-domain, then it
t
follows that the Laplace transform of 0 τ 3 f (τ ) dτ is given by
R
3
1 d
− F (s).
s ds3
12.32 a Since 3et−2 = 3e−2 et it follows that (L3et−2 )(s) = 3e−2 /(s − 1) (see
table 7). We also have that ( L5(t − 2))(s) = e −2s /s so (for Re s > 1)
2
3e −
s + e 2s (s − 1)
−
F (s) = .
s(s − 1)
b Apply linearity (and table 7) to (t − 1)2 = t 2 − 2t + 1, then we obtain
that
s2 − 2s + 2
F (s) = .
s3
c From (L5(t − 4))(s) = e−4s /s and the shift property in the s-domain
(table 8) it follows that F (s) = e −4(s−2) /(s − 2).
d Note that f (t) = e 2it e−t = e (−1+2i)t and applying table 7 we thus obtain
that F (s) = 1/(s + 1 − 2i). (One can also use the Laplace transforms of
sin2t and cos 2t and a shift in the s-domain.)
e The Laplace transform of sin t is 1/(s2 +1). Applying a shift in the time-
domain we obtain that ( L5(t − 2) sin(t − 2))(s) = e 2s /(s2 + 1). Finally we −
note that e t+3 = e 3 et and so we apply a shift in the s-domain:
e3 e 2(s 1)
− −
F (s) = .
(s − 1)2 + 1
f The Laplace transform of cos 2t is s/(s2 +4). Since 3t = e t ln 3 we apply
a shift in the s-domain:
s − ln 3
F (s) = .
(s − ln3)2 + 4
g One can write f (t) as the following combination of shifted unit step
functions: f (t) = 5(t) − 5(t − 1) + 5(t − 2). From table 7 we then obtain
that
s 2s
1 − e −
+ e −
− e−3s
F (s) = .
s
12.33 a Since (L1)(s) = 1/s and ( L5(t − 1))(s) = e −s /s (table 7) it follows that
f (t) = 1 − 5(t − 1).
b Since F (s) = 1/s + 3/s4 we obtain from table 7 that f (t) = 1 + t3 /2.
c Since (Lte−t )(s) = 1/(s+ 1)2 and ( L sinh2t)(s) = 2/(s2 − 4) (table 7) it
follows that te −t + 21 sinh2t has Laplace transform 1/(s + 1)2 + 1/(s2 − 4).
Furthermore we have that ( L sin t)(s) = 1/(s2 + 1) (table 7) and from a
shift in the time-domain it then follows that (L5(t − π) sin(t − π))(s) =
e−πs /(s2 + 1). Hence f (t) = te −t + 21 sinh 2t + sin t + 5(t − π) sin(t − π).
d The denominator equals (s − 2)2 + 16 and if we now use that 3s − 2 =
3(s − 2) + 4, then it follows that
s−2 4
F (s) = 3 + .
(s − 2)2 + 16 (s − 2)2 + 16
From table 7 and a shift in the s-domain we then obtain that f (t) =
3e2t cos4t + e2t sin4t.
e The denominator equals (s+4)2 and if we now use that s+3 = (s+4) −1,
then it follows that
1 1
F (s) = − .
s + 4 (s + 4) 2
From table 7 and a shift in the s-domain we then obtain that f (t) =
e 4t (1 − t).
−
f Apply a shift in the time domain to (Lt2 e2t )(s) = 2/(s − 2)3 (table 7),
then we obtain that f (t) = 21 5(t − 4)e2t 8 (t − 4)2 . −
g Applying the integration rule to ( L sin3t)(s) = 3/(s2 + 9) (the causal

t R
function sin t is continuous on R) we obtain that ( L 0 sin3τ dτ )(s) =
3/(s(s2 + 9)). But the integral equals (1 − cos3t)/3, so (L(1 − cos3t))(s) =
9/(s(s2 + 9)). From a shift in the time domain it then follows that f (t) =
5(t − 1)(1 − cos3(t − 1))/9.
13.1 The integral defining the convolution can be calculated by using the formula
for the product of two cosines. The convolution then equals 21 t cos t +
1 2 2 2
2 sin t. Using the convolution theorem we obtain s /(s +1) as the Laplace
transform. On the other hand we obtain from the Laplace transforms of
cos t and sin t and the differentiation rule in the s-domain the Laplace
transform (s2 − 1)/(2(s2 + 1)2 ) + (1/(2(s2 + 1)), which agrees with the
result obtained from the convolution theorem.
13.2 a Table 7 gives f (t) = e at .
b The convolution theorem implies that g(t) = eav ∗ ebv ; to determine
g(t) explicitly, we need to calculate this convolution. From the definition
t
it follows that g(t) = e bt 0 e τ (a b) dτ . If a = b, then g (t) = te at . If a $
R −
= b
then g(t) = (eat − ebt )/(a − b). Next we can verify the convolution theorem.
2
Write G(s) = (Lg)(s). If a = b, then G(s) = 1/(s − a) (table 7, no. 10).
If a $
= b then G(s) = (1/(s − a) − 1/(s − b))/(a − b) (table 7, no. 2), which
equals 1/(s − a)(s − b).
13.4 a Consider this as the product of the Laplace transforms of t and e−t ,
which gives t ∗ e−t as result.
b Similarly we now obtain e −2t ∗ cos2t.
c sinh t ∗ cosh t.
d 16
1
sinh 4t ∗ sinh4t.
13.5 This is not possible, since lim s →∞ sn does not exist, contradicting theorem
theorem 13.2.
13.6 a From table 7 we obtain that F (s) = s/(s2 − 9). We indeed have
f (0+) = 1 = lims sF (s). →∞
b From table 7 we obtain that ( L sin t)(s) = 1/(s2 + 1) and (L1)(s) =

1/s. Applying the differentiation rule in the s-domain it follows that
(Lt sin t)(s) = 2s/(s2 + 1)2 and so F (s) = ( 2/s) + (2s/(s2 + 1)2 ). We
indeed have f (0+) = 2 = lims sF (s). →∞
c From the integration rule (table 8) we obtain that F (s) = (Lg)(s)/s

and so sF (s) = G(s) with G(s) the Laplace transform of g(t). Applying
theorem 13.2 to g(t) we obtain that lim s sF (s) = lims G(s) = 0 and →∞ →∞
for f we indeed have that f (0+) = f (0) = 0.

13.8 a From table 7 we obtain that F (s) = 1/(s + 3). Since f (∞) exists,
we may apply the final value theorem and we indeed have f (∞) = 0 =
lims 0 sF (s).
→
b From table 7 we obtain that (L sin2t)(s) = 2/(s2 + 4). Applying the

shift property in the s-domain we obtain that F (s) = 2/((s + 1)2 + 4).
Since f (∞) exists, we may apply the final value theorem and we indeed
have f (∞) = 0 = lim s 0 sF (s). →
c From table 7 we obtain that F (s) = (1/s) − (e s /s). Since f (∞) exists, −
we may apply the final value theorem and we indeed have f (∞) = 0 =
lims 0 (1 − e s ).
→
−
13.9 For the functions cos t and sinh t the value f (∞) does not exist and so the
final value theorem cannot be applied.
13.11 a For a periodic function f (∞) will in general not exist and so the final
value theorem cannot be applied.
b Theorem 13.5 implies that
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1.7 The power P is given by

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2 Answers to selected exercises for chapter 1

phase and amplitude response the frequency response follows: H (ω) =

b The input u[n] = 1 has frequency ω = 0, initial phase 0 and amplitude

then y[n] = (e2i(n+1) e 2i(n+1))/(10i), so y[n] = (sin(2n + 2))/5. The − −

amplitude is thus 1/5 and the initial phase 2 π/2. −

Answers to selected exercises for chapter 1 3

which equals 4K . Hence, the system is stable.

Answers to selected exercises for chapter 2

2.1 a The absolute values follow from x2 + y2 and are given by 2, 2, 3, 2

2 Answers to selected exercises for chapter 2

verges (example 2.17).

2.19 Determine the radius of convergence as follows:

This is less than 1 if z < 1/2, so the radius of convergence is 1 /2.

Answers to selected exercises for chapter 3

3.2 A trigonometric polynomial can be written as

Hence, one obtains b n .

Multiplying by 2/T gives a n .

As in example 3.2 these integrals can be calculated using integration by

3.7 From the description of the function we obtain that

This integral can be evaluated immediately and leads to

4 Answers to selected exercises for chapter 3

The second integral can be calculated using integration by parts. To cal-

Answers to selected exercises for chapter 3 5

The second integral can be calculated by an integration by parts and one

The ﬁrst integral can be calculated by applying integration by parts twice;

6 Answers to selected exercises for chapter 3

while for n ≥ 0 we obtain from an integration by parts that

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Answers to selected exercises for chapter 4

since sin (nω0 a/2) ≤ 1. The series ∞

Answers to selected exercises for chapter 4 13

14 Answers to selected exercises for chapter 4

(again we split the sum in a part from n = 1 to ∞ and from n = −1 to

it follows from part a that

Answers to selected exercises for chapter 4 15

b The derivative f ! exists for all t #

Substituting t = 0 and t = π it is easy to verify the fundamental theorem

16 Answers to selected exercises for chapter 4

b First substitute t = 0 in the Fourier series; since f (0) = 0 and cos 2nt =

4.31 a Since f 1 is odd it follows that

It is now straightforward to calculate the convolution product. The result

Answers to selected exercises for chapter 4 17

Answers to selected exercises for chapter 5

the fundamental solutions.

sum is equal to P = 41 + 9π

that the Fourier coeﬃcients unequal to 0 are given by u 4 = u4 = 1/4, −

u 1 = −1/2i, u1 = 1/2i and u0 = 1/2. Since y n = H (nω0 )un = H (n)un

and H (1) = H (−1) = 0 we thus obtain that

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Answers to selected exercises for chapter 5 19

Since | ω0 | is not an integer, there are no homogeneous solutions having