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Maths3 Studynotes
Maths3 Studynotes
1 PERIODIC FUNCTIONS
2 4 6 8 10 12 14 x
2 FOURIER SERIES
A Fourier series arises from representing a given periodic function 𝑓(𝑡) or 𝑓(𝑥) in terms of
sine and cosine functions (or terms). We assume that 𝑓(𝑡) is a periodic function with period
2𝐿 that can be represented by a trigonometric series as follows:
∞ ∞
𝑎0 𝑛𝜋 𝑛𝜋
𝑓(𝑡) = + ∑ 𝑎𝑛 𝑐𝑜𝑠 ( 𝐿 ) 𝑡 + ∑ 𝑏𝑛 𝑠𝑖𝑛 ( 𝐿 ) 𝑡
2
𝑛=1 𝑛=1
This is called a Fourier series and 𝑎0 , 𝑎𝑛 and 𝑏𝑛 are called Fourier coefficients. The
expressions for the Fourier coefficients are found by integration and they are given by:
1
𝑎0 = ∫ 𝑓(𝑡)𝑑𝑡
𝐿
2𝐿
1 𝑛𝜋
𝑎𝑛 = ∫ 𝑓(𝑡)𝑐𝑜𝑠 ( 𝐿 ) 𝑡𝑑𝑡
𝐿
2𝐿
1 𝑛𝜋
𝑏𝑛 = ∫ 𝑓(𝑡)𝑠𝑖𝑛 ( 𝐿 ) 𝑡𝑑𝑡
𝐿
2𝐿
1
y
1 y cos t
3 2 5 3 7 4 x
2 2 2 2
-1 y sin t
1. sin 𝑛𝜋 = 0
−1, 𝑖𝑓 𝑛 𝑖𝑠 𝑜𝑑𝑑
2. cos 𝑛𝜋 = (−1)𝑛 = {
1, 𝑖𝑓 𝑛 𝑒𝑣𝑒𝑛
0, 𝑖𝑓 𝑛 𝑖𝑠 𝑒𝑣𝑒𝑛
𝜋
3. sin 𝑛 ( 2 ) = { 1, 𝑛 = 1, 5, 9, … .
−1, 𝑛 = 3, 7, 11, … .
0, 𝑖𝑓 𝑛 𝑖𝑠 𝑜𝑑𝑑
𝜋
4. cos 𝑛 ( 2 ) = { 1, 𝑛 = 0, 4, 8, … .
−1, 𝑛 = 2, 6, 10, … .
EXAMPLES:
1. 𝑓(𝑡) = 𝑡 2
y t2
O x
2
2. 𝑓(𝑡) = 𝑐os 𝑡
Note that the graph of an even function is symmetrical about the vertical axis (𝑦 − 𝑎𝑥𝑖𝑠).
y
y t3
2. 𝑓(𝑡) = sin 𝑡
y
y sin t
Note that the graph of an odd function is symmetrical about the origin. The line joining two
points that are on the graph and equidistant from and on either side of the origin, passes
through the origin.
3
EXERCISE
State whether the following functions are even, odd or neither:
1)
y
2
2 2 t
-2
2)
y
2
2 2 t
-2
3)
2 2 t
4)
2 2 t
4
5)
t
a a t
𝑎 0 𝑎
∫ 𝑔(𝑡)𝑑𝑡 = ∫ 𝑔(𝑡)𝑑𝑡
−𝑎 0
𝑎 𝑎 𝑎 𝑎
∫ 𝑔(𝑡)𝑑𝑡 ≠ 0
−𝑎
5
Consider the following graph of an odd function 𝑔(𝑡).
y
a a t
𝑎 0 𝑎
∫ 𝑔(𝑡)𝑑𝑡 = − ∫ 𝑔(𝑡)𝑑𝑡
−𝑎 0
𝑎 𝑎 𝑎
∫ 𝑔(𝑡)𝑑𝑡 = 0
−𝑎
From the examples on page 2, we note that sin 𝒕 is an odd function and cos 𝒕 is an even
function.
6
Let 𝑔(𝑡) = 𝑓(𝑡)𝑠𝑖𝑛(𝑛𝜋𝐿
)𝑡. This means 𝑔(𝑡) is odd since it is a product of an even function
and an odd function. Hence
𝐿
1
𝑏𝑛 = ∫ 𝑔(𝑡)𝑑𝑡
𝐿
−𝐿
But
𝐿
A Fourier sine series is a Fourier series containing sine terms only. Let 𝑓(𝑡) be a periodic
odd function with period 2𝐿.
𝐿
1
𝑎0 = ∫ 𝑓(𝑡)𝑑𝑡
𝐿
−𝐿
But
𝐿
7
This is a Fourier sine series.
Note that if a given function 𝒇(𝒕) is neither even nor odd then each of the Fourier
coefficients may or may not be zero. We have to calculate each one.
10 EXERCISES
8
1 2 cos 2𝑥 2 cos 4𝑥 2 cos 6𝑥
𝐴𝑛𝑠: 𝑓(𝑥) = − − − −⋯
𝜋 3𝜋 15𝜋 35𝜋
𝜋
𝑡, 0 < 𝑡 < 2
9) 𝑓(𝑡) = { 𝜋 and 𝑓(𝑡 + 𝜋) = 𝑓(𝑡).
𝜋 − 𝑡, <𝑡<𝜋
2
𝜋 2 cos 2𝑡 2 cos 6𝑡 2 cos 10𝑡
𝐴𝑛𝑠: 𝑓(𝑡) = − − − −⋯
4 𝜋 9𝜋 25𝜋
𝜋
0, −𝜋 < 𝑡 < − 2
𝜋 𝜋
10) 𝑓(𝑡) = 4, − 2 < 𝑡 < and 𝑓(𝑡 + 2𝜋) = 𝑓(𝑡).
2
𝜋
{ 0, 2
<𝑡<𝜋
Sometimes a function of period 2𝐿 is defined over the interval 0 to 𝐿 instead of the normal
– 𝐿 to 𝐿 or 0 to 2𝐿. In this case the Fourier series is called a half-range Fourier series. Also,
some additional information must be given as to whether the function is even or odd.
The expressions for the Fourier coefficients are:
𝐿
2
𝑎0 = ∫ 𝑓(𝑡)𝑑𝑡
𝐿
0
𝐿
2 𝑛𝜋
𝑎𝑛 = ∫ 𝑓(𝑡)𝑐𝑜𝑠 ( 𝐿 ) 𝑡 𝑑𝑡
𝐿
0
𝐿
2 𝑛𝜋
𝑏𝑛 = ∫ 𝑓(𝑡)𝑠𝑖𝑛 ( 𝐿 ) 𝑡 𝑑𝑡
𝐿
0
Note: To find a Forier cosine series, assume that the given function is even and to find a
Fourier sine series, assume that the given function is odd.
EXERCISE
9
sin 4𝑡 sin 6𝑡
𝐴𝑛𝑠𝑤𝑒𝑟: 𝑓(𝑡) = sin 2𝑡 + + +⋯
2 3
4) Determine the Fourier sine series for the following function:
𝜋
𝑓(𝑥) = sin 𝑥, 0 < 𝑥 < 2 and 𝑓(𝑥 + 𝜋) = 𝑓(𝑥).
8 sin 2𝑥 16 sin 4𝑥 24 sin 6𝑥
𝐴𝑛𝑠𝑤𝑒𝑟: 𝑓(𝑥) = − + −⋯
3𝜋 15𝜋 35𝜋
5) Determine the Fourier cosine series for the following function:
𝜋
𝑓(𝑡) = cos 𝑡, 0 < 𝑡 < 2 and 𝑓(𝑡) = 𝑓(𝑡 + 𝜋).
2 4 cos 2𝑡 4 cos 4𝑡 4 cos 6𝑡
𝐴𝑛𝑠𝑤𝑒𝑟: 𝑓(𝑡) = + − + −⋯
𝜋 3𝜋 15𝜋 35𝜋
6) Determine the Fourier series for the following function where 𝑓(𝑥) is an even
function:
𝑓(𝑥) = 𝑥(𝜋 − 𝑥), 0 < 𝑥 < 𝜋 and 𝑓(𝑥) = 𝑓(𝑥 + 2𝜋).
𝜋2 cos 4𝑥 cos 6𝑥
𝐴𝑛𝑠𝑤𝑒𝑟: 𝑓(𝑥) = − cos 2𝑥 − − −⋯
6 4 9
12 HARMONIC ANALYSIS
𝐴 = ∫ 𝑓(𝑥)𝑑𝑥
𝑎
Trapezoidal rule:
𝑏 𝑛−1
∫ 𝑓(𝑥)𝑑𝑥 = 𝑠 ∑ 𝑓(𝑥𝑘 )
𝑎 𝑘=0
𝑏−𝑎
where 𝑠 = 𝑛 and 𝑛 is the number of equal-width strips into which the area has been
divided. Suppose 𝑓 is a periodic function with period 2𝜋. Considering one cycle, then we
𝜋 𝜋
have 𝑎 = 0, 𝑏 = 2𝜋. If we let 𝑛 = 12 then 𝑠 = 6 = 30°. If 𝑛 = 6, then 𝑠 = 3 = 60°.
13 FOURIER SERIES
14 FOURIER COEFFICIENTS
2𝜋
1
𝑎0 = ∫ 𝑓(𝑥) 𝑑𝑥
𝜋
0
11
1
𝑎0 = ∙ 𝑠 ∑ 𝑓(𝑥𝑘 )
𝜋
𝑘=0
10
11
1
𝑎0 = ∑ 𝑓(𝑥𝑘 )
6
𝑘=0
11
1
𝑎𝑛 = ∑ 𝑓(𝑥𝑘 ) cos 𝑛𝑥𝑘
6
𝑘=0
1 1 1
∴ 𝑎1 = 6 ∑11 11 11
𝑘=0 𝑓(𝑥𝑘 ) cos 𝑥𝑘 ; 𝑎2 = 6 ∑𝑘=0 𝑓(𝑥𝑘 ) cos 2𝑥𝑘 ; 𝑎3 = 6 ∑𝑘=0 𝑓(𝑥𝑘 ) cos 3𝑥𝑘 ; etc
Similarly,
11
1
𝑏𝑛 = ∑ 𝑓(𝑥𝑘 ) sin 𝑛𝑥𝑘
6
𝑘=0
1 1 1
∴ 𝑏1 = 6 ∑11 11 11
𝑘=0 𝑓(𝑥𝑘 ) sin 𝑥𝑘 ; 𝑏2 = 6 ∑𝑘=0 𝑓(𝑥𝑘 ) sin 2𝑥𝑘 ; 𝑏3 = 6 ∑𝑘=0 𝑓(𝑥𝑘 ) sin 3𝑥𝑘 ; etc
15 EXERCISES
Determine the first two harmonics of the Fourier series for the values given in the following
tables:
1)
0° 30° 60° 90° 120° 150° 180° 210° 240° 270° 300° 330°
180 276 364 436 488 522 556 558 550 516 440 318
Ans: 𝑓(𝑥) = 434 − 152 cos 𝑥 − 50 cos 2𝑥 − … − 40 sin 𝑥 − 2,9 sin 2𝑥 …
2)
0° 30° 60° 90° 120° 150° 180° 210° 240° 270° 300° 330°
1,57 0,52 1,05 1,57 2,09 2,62 3,14 3,14 3,14 3,14 3,14 3,14
Ans: 𝑓(𝑥) = 2,36 − 0,65 cos 𝑥 + +0,19 cos 2𝑥 − … − 0,98 sin 𝑥 − 0,45 sin 2𝑥 − ⋯
3)
0° 30° 60° 90° 120° 150° 180° 210° 240° 270° 300° 330°
3,14 0,52 1,05 1,57 2,09 2,62 3,14 3,67 4,19 4,71 5,24 5,76
Ans: 𝑓(𝑥) = 3,14 − 0,44 cos 𝑥 + 0,26 cos 2𝑥 − ⋯ − 2,0 sin 𝑥 − 1,0 sin 2𝑥 − ⋯
4)
0° 30° 60° 90° 120° 150° 180° 210° 240° 270° 300° 330°
0 2,3 5,5 8,9 10,8 11,4 9,9 4,8 0 0 0 0
Ans: 𝑓(𝑥) = 4,5 − 4,1 cos 𝑥 + 0,3 cos 2𝑥 − … + 4,6 sin 𝑥 − 1,4 sin 2𝑥 + ⋯
5)
0° 30° 60° 90° 120° 150° 180° 210° 240° 270° 300° 330°
137 164 265 325 156 -54 -137 -164 -265 -325 -156 54
Ans: 𝑓(𝑥) = 127 cos 𝑥 + ⋯ + 248 sin 𝑥 + ⋯
11
6)
0° 30° 60° 90° 120° 150° 180° 210° 240° 270° 300° 330°
36,6 36,5 36,4 36,5 36.6 36,7 36,9 37,1 37,3 37,2 36,9 36,8
1 0 0 4 9 6 4 3 5 5 8 6
Ans: 𝑓(𝑥) = 36,86 − 0,18 cos 𝑥 − 0,06 cos 2𝑥 − ⋯ − 0,35 sin 𝑥 + 0,02 sin 2𝑥 − ⋯
7)
0° 30° 60° 90° 120° 150° 180° 210° 240° 270° 300° 330°
298 356 373 337 254 155 80 51 60 93 147 221
Ans: 𝑓(𝑥) = 202 + 107 cos 𝑥 − 13 cos 2𝑥 + ⋯ + 121 sin 𝑥 + 9 sin 2𝑥 + ⋯
12
CHAPTER 2 THE FOURIER TRANSFORMS
The Fourier transform of a non-periodic function 𝑓(𝑡) arises from expressing the function as
an integral. The Fourier transform of 𝑓(𝑡), denoted by ℱ{𝑓(𝑡)}, is defined as follows:
∞
1. Linearity
ℱ{𝑘𝑓} = 𝑘ℱ{𝑓}
If 𝐹(𝜔) is the Fourier transform of 𝑓(𝑡), then ℱ{𝑒 𝑗𝑎𝑡 𝑓(𝑡)} = 𝐹(𝜔 − 𝑎) where 𝑎 is a
constant.
If 𝐹(𝜔) is the Fourier transform of 𝑓(𝑡), then ℱ{𝑓(𝑡 − 𝛼)} = 𝑒 −𝑗𝛼𝜔 𝐹(𝜔).
13
CHAPTER 2. LINEAR DIFFERENTIAL EQUATIONS WITH CONSTANT
COEFFICIENTS
An nth order linear ordinary differential equation with constant coefficients is an equation
that is in, or can be expressed in, the form:
𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑3𝑦 𝑑2𝑦 𝑑𝑦
𝑎𝑛 𝑛 + 𝑎𝑛−1 𝑛−1 + … … … … … + 𝑎3 3 + 𝑎2 2 + 𝑎1 + 𝑎0 𝑦 = 𝑓(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥
where 𝑎0 ; 𝑎1 ; 𝑎2 ; … … … … … ; 𝑎𝑛 are all constants; 𝑎𝑛 ≠ 0 and 𝑓(𝑥) is a constant or a
function of 𝑥. If all the terms containing 𝑦 are on the LHS and the RHS is zero, ie 𝑓(𝑥) = 0,
then the equation is called a homogeneous linear differential equation and if RHS is not zero,
ie 𝑓(𝑥) ≠ 0, then the equation is called a non-homogeneous linear differential equation.
If the roots of the auxiliary equation are not equal, ie 𝑚1 ≠ 𝑚2 , then the general solution of
the equation (1) is
𝑦 = 𝐴𝑒 𝑚1 𝑥 + 𝐵𝑒 𝑚2 𝑥
If the roots of the auxiliary equation are equal, ie 𝑚 = 𝑚1 = 𝑚2 , then the general solution of
the equation (1) is
𝑦 = (𝐴 + 𝐵𝑥)𝑒 𝑚𝑥 = 𝐴𝑒 𝑚𝑥 + 𝐵𝑥𝑒 𝑚𝑥
14
2 EXERCISES
𝑑2 𝑦 𝑑𝑦
1) + 4 + 3𝑦 = 0 𝐴𝑛𝑠: 𝑦 = 𝐴𝑒 −𝑥 + 𝐵𝑒 −3𝑥 .
𝑑𝑥 2 𝑑𝑥
𝑑2 𝑦 𝑑𝑦
2) 𝑑𝑡 2
+ 7 𝑑𝑡 + 12𝑦 = 0 𝐴𝑛𝑠: 𝑦 = 𝐴𝑒 −3𝑡 + 𝐵𝑒 −4𝑡 .
𝑑2 𝑦 𝑑𝑦
3) 𝑑𝑡 2
+ 6 𝑑𝑡 + 9𝑦 = 0 𝐴𝑛𝑠: 𝑦 = (𝐴 + 𝐵𝑡)𝑒 −3𝑡 = 𝐴𝑒 −3𝑡 + 𝐵𝑡𝑒 −3𝑡 .
𝑑2 𝑦
4) 𝑑𝑥 2
+ 4𝑦 = 0 𝐴𝑛𝑠: 𝑦 = 𝐴 cos 2𝑥 + 𝐵 sin 2𝑥.
2
𝑑 𝑦 𝑑𝑦
5) 𝑑𝑡 2
− 4 𝑑𝑡 + 5𝑦 = 0 𝐴𝑛𝑠: 𝑦 = 𝑒 2𝑡 (𝐴 cos 𝑡 + 𝐵 sin 𝑡).
𝑑2 𝑥 𝑑𝑥
6) 2 𝑑𝑡 2 − 5 𝑑𝑡 − 3𝑥 = 0 𝐴𝑛𝑠: 𝑥 = 𝐴𝑒 −𝑡⁄2 + 𝐵𝑒 3𝑡 .
𝑑2 𝑦 𝑑𝑦
7) 𝑑𝑥 2
− 10 𝑑𝑥 + 25𝑦 = 0 𝐴𝑛𝑠: 𝑦 = 𝐴𝑒 5𝑥 + 𝐵𝑥𝑒 5𝑥 .
𝑑2 𝑥 𝑑𝑥
8) 𝑑𝑡 2
+ 4 𝑑𝑡 + 7𝑥 = 0 𝐴𝑛𝑠: 𝑥 = 𝑒 −2𝑡 (𝐴 cos √3 𝑡 + 𝐵 sin √3 𝑡).
9) 𝑦" + 3𝑦′ + 4𝑦 = 0, given that 𝑦 = 2 and 𝑦′ = 4 when 𝑥 = 0.
√7 √7
𝐴𝑛𝑠: 𝑦 = 𝑒 −3𝑥⁄2 (2 cos 2
𝑥 + 2√7 sin 2
𝑥).
10) 𝑥" + 2𝑥′ + 𝑥 = 0, given that 𝑥 = 1 and 𝑥′ = −3 when 𝑡 = 0.
𝐴𝑛𝑠: 𝑥 = 𝑒−𝑡 − 2𝑡𝑒−𝑡 .
The method of undetermined coefficients applies to equations with constant coefficients and
a right hand side 𝑓(𝑥) or 𝑓(𝑡) that is an exponential function, a polynomial a cosine or a sine
function or a sum of such functions.
To find 𝑦𝑃𝐼 we assume it is the general form of 𝑓(𝑥) or 𝑓(𝑡) (the RHS of (2)) including the
functions whose derivatives are functions that are in 𝑓(𝑥) or 𝑓(𝑡). We use the following
table:
15
𝑓(𝑡) 𝑦𝑃𝐼
𝑘 (𝑠𝑝𝑒𝑐𝑖𝑓𝑖𝑐 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡), 𝑒𝑔 2 𝐶
𝑘1 𝑡 + 𝑘2 , 𝑘1 ≠ 0 𝐶𝑡 + 𝐷
2
𝑘1 𝑡 + 𝑘2 𝑡 + 𝑘3 , 𝑘1 ≠ 0 𝐶𝑡 2 + 𝐷𝑡 + 𝐸
𝛼𝑡
𝑘𝑒 (𝛼 𝑖𝑠 𝑠𝑝𝑒𝑐𝑖𝑓𝑖𝑐 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡) 𝐶𝑒 𝛼𝑡
𝑘 sin 𝜔𝑡 (𝜔 𝑖𝑠 𝑠𝑝𝑒𝑐𝑖𝑓𝑖𝑐 𝑐𝑜𝑛𝑠𝑡𝑠𝑛𝑡) 𝐶 cos 𝜔𝑡 + 𝐷 sin 𝜔𝑡
𝑘 cos 𝜔𝑡 𝐶 cos 𝜔𝑡 + 𝐷 sin 𝜔𝑡
𝑘1 sin 𝜔𝑡 + 𝑘2 cos 𝜔𝑡 𝐶 cos 𝜔𝑡 + 𝐷 sin 𝜔𝑡
𝑘1 sin 𝜔𝑡 + 𝑘2 cos 𝛼𝑡 𝐶 cos 𝜔𝑡 + 𝐷 sin 𝜔𝑡 + 𝐸 cos 𝛼𝑡 + 𝐹 sin 𝛼𝑡
(𝑘1 𝑡 + 𝑘2 )𝑒 𝛼𝑡 (𝐶𝑡 + 𝐷)𝑒 𝛼𝑡
(𝑘1 𝑡 2 + 𝑘2 𝑡 + 𝑘3 )𝑒 𝛼𝑡 (𝐶𝑡 2 + 𝐷𝑡 + 𝐸)𝑒 𝛼𝑡
𝑘𝑒 𝛼𝑡 sin 𝜔𝑡 𝐶𝑒 𝛼𝑡 cos 𝜔𝑡 + 𝐷𝑒 𝛼𝑡 sin 𝜔𝑡
(𝑘1 𝑡 + 𝑘2 ) cos 𝜔𝑡 (𝐶𝑡 + 𝐷) cos 𝜔𝑡 + (𝐸𝑡 + 𝐷) sin 𝜔𝑡
(𝑘1 𝑡 2 + 𝑘2 𝑡 + 𝑘3 ) sin 𝜔𝑡 (𝐶𝑡 2 + 𝐷𝑡 + 𝐸) cos 𝜔𝑡
+ (𝐹𝑡 2 + 𝐺𝑡 + 𝐻) sin 𝜔𝑡
𝑘1 𝑡 + 𝑘2 + 𝑘3 𝑒 𝛼𝑡 𝐶𝑡 + 𝐷 + 𝐸𝑒 𝛼𝑡
NOTES:
If a function in the choice of 𝑦𝑃𝐼 is already in 𝑦𝐶𝐹 then multiply in 𝑦𝑃𝐼 by a power of 𝑥
or 𝑡.
If 𝑓(𝑡) or 𝑓(𝑥) is a sum or a product of several functions from the first column of the
table then 𝑦𝑃𝐼 should be a sum or a product of the corresponding functions in the
second column.
There must be no product of undetermined coefficients in 𝑦𝑃𝐼
5 EXERCISES
Solve the following differential equations using the method of undetermined coefficients.
1) 𝑦" + 3𝑦′ + 2𝑦 = 6.
𝐴𝑛𝑠: 𝑦 = 𝐴𝑒 −𝑥 + 𝐵𝑒 −2𝑥 + 3.
2) 𝑦" − 10𝑦′ + 25𝑦 = 30𝑡 + 3.
6 3
𝐴𝑛𝑠: 𝑦 = 𝐴𝑒 5𝑡 + 𝐵𝑡𝑒 5𝑡 + 5 𝑡 + 5.
1
3) 𝑦" + 𝑦′ + 𝑦 = 𝑥 2 − 2𝑥.
4
7
𝐴𝑛𝑠: 𝑦 = 𝐴𝑒 −2𝑥 + 𝐵𝑥𝑒 −2𝑥 + 𝑥 2 − 4𝑥 + 2.
4) 𝑦" − 8𝑦′ + 20𝑦 = 100𝑡 2 − 26𝑡𝑒 𝑡 .
11 12
𝐴𝑛𝑠: 𝑦 = 𝑒 4𝑡 (𝐴 cos 2𝑡 + 𝐵 sin 2𝑡) + 5𝑡 2 + 4𝑡 + 10 − 2𝑡𝑒 𝑡 − 13 𝑒 𝑡 .
5) 𝑦" + 3𝑦 = −48𝑥 2 𝑒 3𝑥 .
4
𝐴𝑛𝑠: 𝑦 = 𝐴 cos √3𝑥 + 𝐵 sin √3𝑥 − 4𝑥 2 𝑒 3𝑥 + 4𝑥𝑒 3𝑥 − 3 𝑒 3𝑥 .
6) 4𝑦" − 4𝑦′ − 3𝑦 = cos 2𝑡.
3 1
19 8
𝐴𝑛𝑠: 𝑦 = 𝐴𝑒 2𝑡 + 𝐵𝑒 −2𝑡 − 425 cos 2𝑡 − 425 sin 2𝑡.
7) 𝑦" + 2𝑦′ = 2𝑥 + 5 − 𝑒 −2𝑥 .
16
1 1
𝐴𝑛𝑠: 𝑦 = 𝐴 + 𝐵𝑒 −2𝑥 + 𝑥 2 + 2𝑥 + 𝑥𝑒 −2𝑥 .
2 2
8) 𝑦" + 4𝑦 = 3 sin 2𝑡.
3
𝐴𝑛𝑠: 𝑦 = 𝐴 cos 2𝑡 + 𝐵 sin 2𝑡 − 4 𝑡 cos 2𝑡.
9) 𝑦" − 4𝑦 = (𝑥 2 − 3) sin 2𝑥.
1 13 1
𝐴𝑛𝑠: 𝑦 = 𝐴𝑒 2𝑥 + 𝐵𝑒 −2𝑥 − 8 𝑥 2 sin 2𝑥 + 32 sin 2𝑥 − 8 𝑥 cos 2𝑥.
10) 𝑦" − 2𝑦′ + 5𝑦 = 𝑒 𝑡 cos 2𝑡.
1
𝐴𝑛𝑠: 𝑦 = 𝑒 𝑡 (𝐴 cos 2𝑡 + 𝐵 sin 2𝑡) + 4 𝑡𝑒 𝑡 sin 2𝑡.
11) 𝑦" − 2𝑦′ + 2𝑦 = 𝑒 2𝑥 (cos 𝑥 − 3 sin 𝑥).
7 1
𝐴𝑛𝑠: 𝑦 = 𝐴𝑒 𝑥 cos 𝑥 + 𝐵𝑒 𝑥 sin 𝑥 + 5 𝑒 2𝑥 cos 𝑥 − 5 𝑒 2𝑥 sin 𝑥.
12) 𝑦" + 2𝑦′ + 𝑦 = sin 𝑥 + 3cos 2𝑥.
1 12 9
𝐴𝑛𝑠: 𝑦 = 𝐴𝑒 −𝑥 + 𝐵𝑥𝑒 −𝑥 − 2 cos 𝑥 + 25 sin 2𝑥 − 25 cos 2𝑥.
13) 𝑦 ‴ − 2𝑦" − 4𝑦′ + 8𝑦 = 6𝑡𝑒 2𝑡 .
3 1
𝐴𝑛𝑠: 𝑦 = 𝐴𝑒 −2𝑡 + 𝐵𝑒 2𝑡 + 𝐶𝑡𝑒 2𝑡 − 16 𝑡 2 𝑒 2𝑡 + 4 𝑡 3 𝑒 2𝑡 .
14) 𝑦" + 4𝑦 = −2, 𝑦(𝜋⁄8) = 1⁄2, 𝑦′(𝜋⁄8) = 2.
1
𝐴𝑛𝑠: 𝑦 = √2 sin 2𝑥 − 2 .
15) 2𝑦" + 3𝑦′ − 2𝑦 = 14𝑡 2 − 4𝑡 − 11, 𝑦(0) = 0, 𝑦′(0) = 0.
1
𝑡
𝐴𝑛𝑠: 𝑦 = 52𝑒 − 15𝑒 −2𝑡 − 7𝑡 2 − 19𝑡 − 37.
2
17
2. An RLC circuit with R = 6 ohms, C = 10−2 farad L = 0,125 henry has an emf of
50 sin 100𝑡 volts. Find the charge as a function time 𝑡 if 𝑞(0) = 0 and 𝑖(0) = 0.
3. An RLC circuit has R = 10 ohms, L = 1 henry, C = 10−2 farad and an emf of
50 sin 10𝑡 volts.
3.1 Find the charge as a function of time.
3.2 Find the steady-state current.
3.3 Find the amplitude, period and frequency of the steady-state current.
4. An inductor of inductance L = 5 henrys, a resistor of resistance R = 20 ohms and a
capacitor of capacitance C = 0,04 farad are connected in series with an emf 𝐸 =
500 sin 𝑡 volts. The initial current in the circuit is zero and the charge in the
capacitor is zero.
4.1 Show that the differential equation for the circuit is 𝑞" + 4𝑞′ + 5𝑞 =
100sin 𝑡.
4.2 Find the charge at any time from the equation in 4.1.
4.3 Calculate the amplitude of the charge at the steady state.
5. An inductor of inductance L = 20 henrys, a resistor of resistance R = 40 ohms and
a capacitor of capacitance C = 0,025 farad are connected in series with an emf
𝐸 = 100 sin 𝑡 volts. The initial charge, 𝑞, and the initial current, 𝑖, are both zero.
5.1 Show that the differential equation governing the circuit is 𝑞" + 2𝑞′ + 2𝑞 =
5 sin 𝑡.
5.2 Find an expression for the charge as a function of time.
6. An inductor of inductance L = 2 henrys, a resistor of resistance R = 12 ohms and a
capacitor of capacitance C = 0,0625 farad are connected in series with an emf 𝐸 =
40 sin 2𝑡 volts. The initial current in the circuit is zero and the charge in the
capacitor is zero.
6.1 Show that the differential equation for the circuit is 𝑞" + 6𝑞′ + 8𝑞 =
20sin 2𝑡.
6.2 Find the charge at any time from the equation in 4.1.
6.3 Calculate the amplitude of the charge at the steady state.
ANSWERS
9 34 9
1. 𝑞 = 𝑒 −8𝑡 (40 cos 6𝑡 + 30 sin 6𝑡) − 40 cos 10𝑡
12 647√14 12 23
2. 𝑞 = 𝑒 −24𝑡 (673 cos 4√14 𝑡 + sin 4√14 𝑡) − 673 cos 100𝑡 − 673 sin 100𝑡
9422
1
3. 3.1 𝑞 = 𝑒 −5𝑡 (𝐴 cos 5√3 𝑡 + 𝐵 sin 5√3 𝑡) − 2 cos 10𝑡
3.2 steady state current = 5 sin 10𝑡
1
3.3 amplitude = 5; period = 10; frequency = 10
25 25 25 25
4. 4.2 𝑞 = 𝑒 −2𝑡 ( 2 cos 𝑡 + sin 𝑡) − cos 𝑡 + sin 𝑡
2 2 2
25√2
4.3 amplitude = 2
5. 5.2 𝑞 = 𝑒 −𝑡 (2 cos 𝑡 + sin 𝑡) − 2 cos 𝑡 + sin 𝑡
5 3 1
6. 6.2 𝑞 = 2 𝑒 −2𝑡 − 𝑒 −4𝑡 − 2 cos 2𝑡 + 2 sin 2𝑡
18
√10
6.3 amplitude = 2
ANSWERS
3
2 √51 14√51 √51 2 16
1. 1.2 𝑥 = 𝑒 −2𝑡 (3 cos 𝑡 − 459 sin 2 𝑡) − 3 cos 5𝑡 + 45 sin 5𝑡
2
5 1 3
2. 2.2 𝑦 = 2𝑒 −4𝑡 − 2 𝑒 −2𝑡 + 2 cos 2𝑡 + 2 sin 2𝑡
√10
2.3 amplitude = 2
−2𝑡 (2
3. 3.2 𝑦=𝑒 cos 𝑡 + 14 sin 𝑡) − 2 cos 5𝑡 − 2 sin 5𝑡
3.3 𝑣 = −10 cos 5𝑡 + 10 sin 5𝑡
19
CHAPTER 3 LAPLACE TRANSFORMS
1 EXAMPLES
20
10 𝑒 𝑏𝑡 cos 𝑎𝑡 𝑠−𝑏
(𝑠 − 𝑏)2 + 𝑎2
11 𝑒 𝑏𝑡 sinh 𝑎𝑡 𝑎
(𝑠 − 𝑏)2 − 𝑎2
12 𝑒 𝑏𝑡 cosh 𝑎𝑡 𝑠−𝑏
(𝑠 − 𝑏)2 − 𝑎2
13 𝑒 𝑏𝑡 𝑓(𝑡) 𝐹(𝑠 − 𝑏)
14 𝑡 sin 𝑎𝑡 2𝑎𝑠
(𝑠 + 𝑎2 )2
2
15 𝑡 cos 𝑎𝑡 𝑠 2 − 𝑎2
(𝑠 2 + 𝑎2 )2
16 𝑡 sinh 𝑎𝑡 2𝑎𝑠
(𝑠 − 𝑎2 )2
2
17 𝑡 cosh 𝑎𝑡 𝑠 2 + 𝑎2
(𝑠 2 − 𝑎2 )2
18 sin 𝑎𝑡 − 𝑎𝑡 cos 𝑎𝑡 2𝑎3
(𝑠 2 + 𝑎2 )2
19 𝑑𝑦 𝑠ℒ{𝑦} − 𝑦(0)
𝑑𝑡
20 𝑑2𝑦 𝑠 2 ℒ{𝑦} − 𝑠𝑦(0) − 𝑦′(0)
𝑑𝑡 2
21 𝑑3𝑦 𝑠 3 ℒ{𝑦} − 𝑠 2 𝑦(0) − 𝑠𝑦′(0) − 𝑦"(0)
𝑑𝑡 3
22 𝑑4𝑦 𝑠 4 ℒ{𝑦} − 𝑠 3 𝑦(0) − 𝑠 2 𝑦′(0) − 𝑠𝑦"(0) − 𝑦‴(0)
𝑑𝑡 4
23 𝑑𝑛 𝑦 𝑠 𝑛 ℒ{𝑦} − 𝑠 𝑛−1 𝑦(0) − 𝑠 𝑛−2 𝑦′(0) − ⋯
𝑑𝑡 𝑛
24 𝑡 1
∫ 𝑓(𝑡)𝑑𝑡 ℒ{𝑓(𝑡)}
0
𝑠
25 𝐻(𝑡 − 𝑎) 𝑒 −𝑎𝑠
𝑠
26 𝑓(𝑡 − 𝑎)𝐻(𝑡 − 𝑎) 𝑒 −𝑎𝑠 𝓛{𝑓(𝑡)}
27 𝛿(𝑡 − 𝑎) 𝑒 −𝑎𝑠
28 𝑓(𝑡)𝛿(𝑡 − 𝑎) −𝑎𝑠
𝑒 𝑓(𝑎)
29 𝑡 ∙ 𝑓(𝑡) 𝑑
− (𝓛{𝑓(𝑡)})
𝑑𝑠
30 𝑡 2 ∙ 𝑓(𝑡) 𝑑2
(𝓛{𝑓(𝑡)})
𝑑𝑠 2
31 𝑡 𝑛 ∙ 𝑓(𝑡) 𝑑𝑛
(−1)𝑛 𝑛 (𝓛{𝑓(𝑡)})
𝑑𝑠
𝜔
32 𝑓(𝑡) = 𝑓(𝑡 + 𝜔) 1
−𝜔𝑠
∫ 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡
1−𝑒 0
21
3 EXERCISE
1) 𝓛{sin 6𝑡}.
2) 𝓛{cos 𝑡}.
3) 𝓛{cosh 2𝑥}.
4) 𝓛{sinh 5𝑡}.
5) 𝓛{𝑒 −3𝑥 }.
6) 𝓛{𝑡 5 }.
7) 𝓛{𝑡 5 𝑒 2𝑡 }.
Solution: 𝑓(𝑡 − 3) = 𝑡 + 1
∴ 𝑓(𝑡) = 𝑓[(𝑡 + 3) − 3] = 𝑡 + 3 + 1 = 𝑡 + 4
22
1 4 𝑒 −3𝑠 4𝑒 −3𝑠
∴ 𝓛{(𝑡 + 1)𝐻(𝑡 − 3)} = 𝑒 −3𝑠 𝓛{𝑡 + 4} = 𝑒 −3𝑠 ( 2 + ) = + .
𝑠 𝑠 𝑠2 𝑠
6 EXERCISES
Find:
1. 𝓛{(2𝑡 − 3)𝐻(𝑡 − 1)}
2. 𝓛{(𝑡 2 + 3)𝐻(𝑡 − 2)}
3. 𝓛{sin 2(𝑡 − 3)𝐻(𝑡 − 3)}
4. 𝓛{𝑒 𝑡 𝐻(𝑡 − 2)}
EXERCISES
23
8 INVERSE LAPLACE TRANSFORMS (CONTINUOUS FUNCTIONS)
EXERCISES
Find:
6
1. 𝓛−𝟏 {𝑠 }
3
2. 𝓛−𝟏 {𝑠2 }
4
3. 𝓛−𝟏 {𝑠6 }
12
4. 𝓛−𝟏 {𝑠2 −9}
3𝑠+4
5. 𝓛−𝟏 {𝑠2 +9}
6
6. 𝓛−𝟏 {(𝑠+4)5 }
1
7. 𝓛−𝟏 {2𝑠−3}
𝑠−1
8. 𝓛−𝟏 {𝑠2 −6𝑠+25}
4𝑠+17
9. 𝓛−𝟏 {𝑠2 +4𝑠+17}
4 10
− 𝑠+
−𝟏 17 17
10. 𝓛 { }
𝑠2 +4𝑠+8
10
11. 𝓛−𝟏 {(𝑠2 +9)2 }
𝑠+5
12. 𝓛−𝟏 {𝑠4 +3𝑠3 +2𝑠2 }
2𝑠3 +4𝑠2 +32𝑠+264
13. 𝓛−𝟏 {(𝑠2 +16)(𝑠2 +2𝑠+10)}
𝑠3 +16𝑠
14. 𝓛−𝟏 {(𝑠2 +4)2 }
1
15. 𝓛−𝟏 {(𝑠2 +1)(𝑠−1)2 }
1
16. 𝓛−𝟏 {(𝑠2 +1)(𝑠2 −1)}
𝑠3 +𝑠2 +𝑠+2
17. 𝓛−𝟏 {(𝑠2 +1)(𝑠2 +2)}
7𝑠3 +5𝑠2 +26𝑠+4
18. 𝓛−𝟏 {(𝑠2 +4)(𝑠2 +2𝑠+3)}
ANSWERS
3 5 13
12. 4𝑒 −𝑡 − 4 𝑒 −2𝑡 + 2 𝑡 − 4
13. −4 cos 4𝑡 − 3 sin 4𝑡 + 6𝑒 −𝑡 cos 3𝑡 + 6𝑒 −𝑡 sin 3𝑡
14. cos 2𝑡 + 3𝑡 sin 2𝑡
1 1 1
15. cos 𝑡 − 2 𝑒 𝑡 + 2 𝑡𝑒 𝑡
2
2 1 1
16. − 3 sin 𝑡 − 3 𝑒 −𝑡 + 3 𝑒 𝑡
17. sin 𝑡 + cos √2 𝑡
18. 2 cos 2𝑡 + 5𝑒 −𝑡 cos √2 𝑡 − 2√2 𝑒 −𝑡 sin √2 𝑡
24
9 SOLUTIONS OF DIFFERENTIAL EQUATIONS USING LAPLACE
TRANSFORMS
EXERCISES
ANSWERS
1
1. 𝑦 = 4𝑒 −𝑡 + 6𝑡𝑒 −𝑡 + 2 𝑡 3 𝑒 −𝑡
2. 𝑦 = 𝑥 + cos 𝑥 − 3 sin 𝑥
3. 𝑦 = −7𝑒 𝑡 + 4𝑒 2𝑡 + 4𝑡𝑒 2𝑡
1 1
4. 𝑦 = 3 𝑒 −𝑥 sin 𝑥 + 3 𝑒 −𝑥 sin 2𝑥
1 1 1
5. 𝑦 = 16 𝑒 𝑡 − 16 𝑒 −3𝑡 − 4 𝑡𝑒 −3𝑡
6. 𝑥 = −𝑒 −3𝑡 − 4𝑡𝑒 −3𝑡 + 𝑒 𝑡
1 1 3 1 3 1
7. 𝑥 = 4 𝑡 2 − 2 𝑡 + 8 + 2 𝑡 2 𝑒 −2𝑡 + 4 𝑡𝑒 −2𝑡 + 8 𝑒 −2𝑡
1 1
8. 𝑦 = 4 𝑡 − 4 𝑡 cos 2𝑡
9. 𝑦 = 2𝑡 cos 5𝑡 + cos 5𝑡 + 𝑡 sin 5𝑡
EXERCISES
25
11 THE INVERSE LAPLACE TRANSFORMS (DISCONTINUOUS FUNCTIONS)
Note that if
𝓛{𝑓(𝑡 − 𝑎)𝐻(𝑡 − 𝑎)} = 𝑒 −𝑎𝑠 𝓛{𝑓(𝑡)} = 𝑒 −𝑎𝑠 𝐹(𝑠)
then
𝓛−𝟏 {𝑒 −𝑎𝑠 𝐹(𝑠)} = 𝓛−𝟏 {𝑒 −𝑎𝑠 ℒ{𝑓(𝑡)}}
= 𝑓(𝑡 − 𝑎)𝐻(𝑡 − 𝑎)
0, 𝑡<𝑎
={
𝑓(𝑡 − 𝑎), 𝑡 ≥ 𝑎
EXERCISES
Find:
𝑒 −4𝑠
1. 𝓛−𝟏 { }
𝑠2
2𝑒 −5𝑠
2. 𝓛−𝟏 { 𝑠3 }
−2𝑠
−𝟏 6𝑒
3. 𝓛 { 𝑠2 +4 }
3𝑠𝑒 −𝑠
4. 𝓛−𝟏 { 𝑠2 +9 }
3𝑒 −2𝑠
5. 𝓛−𝟏 { 𝑠2 −1 }
2𝑠𝑒 −3𝑠
6. 𝓛−𝟏 { 𝑠2 −16 }
𝑠
𝑠𝑒 − ⁄2
7. 𝓛−𝟏 { 𝑠2 +2 }
3𝑒 −2𝑠
8. 𝓛−𝟏 {(𝑠+1)(𝑠+4)}
3 4𝑒 −𝑠 5𝑒 −2𝑠
9. 𝐹(𝑡) = 𝓛−𝟏 {𝑠 − + }
𝑠2 𝑠2
9.1 Find 𝐹(𝑡) in terms of Heaviside unit step functions.
9.2 Find the analytical definition of 𝐹(𝑡).
9.3 Sketch the graph 𝐹(𝑡).
(1−𝑒 −2𝑠 )(1+𝑒 −4𝑠 )
10. 𝐹(𝑡) = 𝓛−𝟏 { }
𝑠2
10.1 Find 𝐹(𝑡) in terms of Heaviside unit step functions.
10.2 Find the analytical definition of 𝐹(𝑡).
10.3 Sketch the graph 𝐹(𝑡).
ANSWERS
0, 𝑡<3
6. { −4(𝑡−3) 4(𝑡−3) OR 2 cosh 4(𝑡 − 3). Show that that two answers are
𝑒 +𝑒 , 3≤𝑡
equal.
1
0, 𝑡<2
7. { 1 1
cos √2 (𝑡 − 2) , 2 ≤ 𝑡
0, 𝑡<2
8. { −(𝑡−2) −4(𝑡−2)
𝑒 +𝑒 , 2≤𝑡
9. 9.1 𝐹(𝑡) = 3𝐻(𝑡) − 4(𝑡 − 1)𝐻(𝑡 − 1) + 5(𝑡 − 2)𝐻(𝑡 − 2)
26
0, 𝑡<0
3, 0≤𝑡<1
9.2 𝐹(𝑡) = {
7 − 4𝑡, 1 ≤ 𝑡 < 2
𝑡 − 3, 2≤𝑡
10. 10.1 𝐹(𝑡) = 𝑡𝐻(𝑡) − (𝑡 − 2)𝐻(𝑡 − 2) + (𝑡 − 4)𝐻(𝑡 − 4) − (𝑡 − 6)𝐻(𝑡 − 6)
0, 𝑡<0
𝑡, 0≤𝑡<2
10.2 𝐹(𝑡) = 2, 2≤𝑡<4
𝑡 − 2, 4 ≤ 𝑡 < 6
{ 4, 6≤𝑡
The unit impulse function is also known as a Dirac delta function (named after Paul Dirac –
an English physicist) and is denoted by 𝛿(𝑡 − 𝑎). It is used to represent a very large uniform
force acting for a very short period of time, at the time 𝑡 = 𝑎. Graphically the impact of the
force is represented by a single rectangular pulse. The area of the rectangular pulse is 1
square unit. If the duration of the force is 𝜀 units then the breadth of the rectangular pulse is 𝜀
1 1
and the height (length) is 𝜀 (since the area is 1). Note that if 𝜀 → 0, then 𝜀 → ∞. This means
if the duration of the force is very small, then the impact of the force is very large (the height
of the rectangle representing the impact of the force is infinitely large). Question: How do
we represent the unit impulse function graghically?
Note that 𝛿(𝑡 − 𝑎) is the height of the rectangle. Hence the unit impulse function is defined
as follows:
0, 𝑡 ≠ 𝑎
𝛿(𝑡 − 𝑎) = {
∞, 𝑡 = 𝑎
EXAMPLE
EXERCISES
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1, 0 < 𝑡 < 1
8. 𝑟(𝑡) = {
0, elsewhere
8.1 Sketch the graph of 𝑟(𝑡).
8.2 Write 𝑟(𝑡) in terms of Heaviside unit step functions
8.3 Now, solve 𝑦" + 3𝑦′ + 2𝑦 = 𝑟(𝑡), 𝑦(0) = 𝑦′(0) = 0
ANSWERS
cos 4𝑡 , 𝑡<𝜋
1. 𝑦 = { 3
cos 4𝑡 + 4 sin 4𝑡, 𝜋 ≤ 𝑡
𝜋
cos 3𝑡 , 𝑡< 3
2. 𝑦 = { 1 𝜋
cos 3𝑡 − 3 sin 3𝑡, 3 ≤ 𝑡
0, 𝑡<0
3 −4𝑡 3 −2𝑡
3. 𝑦 = { − 2 𝑒 + 2𝑒 , 0≤𝑡<5
3 3
−2𝑒 −4(𝑡−5) + 2𝑒 −2(𝑡−5) − 2 𝑒 −4𝑡 + 2 𝑒 −2𝑡 , 5 ≤ 𝑡
4. 𝑦 = 2𝑒 −2𝑡 cos 3𝑡 + 2𝑒 −2𝑡 sin 2𝑡
0, 𝑡<0
−𝑡
5. 𝑦 = {2𝑒 , 0≤𝑡<2
−(𝑡−2) −4(𝑡−2)
𝑒 −𝑒 + 2𝑒 −𝑡 , 2 ≤ 𝑡
0, 𝑡<0
−3𝑡 −2𝑡
6. 𝑦 = {−2𝑒 + 2𝑒 , 0≤𝑡<4
−3(𝑡−4) −2(𝑡−4) −3𝑡 −2𝑡
−2𝑒 + 2𝑒 − 2𝑒 + 2𝑒 , 4 ≤ 𝑡
0, 𝑡<0
7. 𝑦 = {𝑡, 0≤𝑡<2
𝑡 − 1 + cos(𝑡 − 2), 2 ≤ 𝑡
8. 8.2 𝑟(𝑡) = 𝐻(𝑡) − 𝐻(𝑡 − 1)
0, 𝑡<0
1 1 −2𝑡
8.3 𝑦 = {2 − 2 𝑒 , 0≤𝑡<1
1 1
− 2 𝑒 −2𝑡 − 2 𝑒 −2(𝑡−1) + 𝑒 −(𝑡−1) , 1 ≤ 𝑡
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