SUMA204

SUMA204
UNDERGRADUATE COURSE
B.Sc., MATHEMATICS
SECOND YEAR
FOURTH SEMESTER
CORE PAPER - VII
TRANSFORM TECHNIQUES
INSTITUTE OF DISTANCE EDUCATION

UNIVERSITY OF MADRAS
B.Sc., MATHEMATICS CORE PAPER - VII
SECOND YEAR - FOURTH SEMESTER TRANSFORM TECHNIQUES
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I invite you to join the CBCS in Semester System to gain rich knowledge leisurely at
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With best wishes from mind and heart,
DIRECTOR
(i)
B.Sc., MATHEMATICS CORE PAPER - VII
SECOND YEAR - FOURTH SEMESTER TRANSFORM TECHNIQUES
COURSE WRITER
Dr. R. Sakthivel
Assistant Professor
Department of Mathematics
Pachaiyappa’s College
Chennnai - 600 030.
COORDINATION AND EDITING
Prof. V. THANGARAJ
Former Director and Head
Ramanujan Institute for
Advanced Study in Mathematics
University of Madras,
Chennai - 600 005.
© UNIVERSITY OF MADRAS, CHENNAI 600 005.
(ii)
B.Sc –Mathematics - Second Year- Fourth Semester
Core Paper 7 – TRANSFORM TECHNIQUES
Syllabus
UNIT I: Introduction – Properties of Laplace transform- Laplace transform of elementary

functions-Problems using properties-Laplace transform of special function, unit step function
and Dirac delta function - Laplace transform of derivatives and Integrals – Evaluation of integral
using Laplace Transform - Initial Value Theorem – Final Value Theorem and problems –Laplace
Transform of periodic function.
Chapter 2: Section 2.1 to 2.20
UNIT II: Introduction, Properties of inverse Laplace transform, Problems (usual types);
Convolution Theorem - Inverse Laplace Transform using Convolution theorem.
UNIT III: Introduction, Expansions of periodic function of period 2π; expansion of even and
odd functions; half range cosine and sine series – Fourier series of change of interval.
UNIT IV: Introduction of Fourier transform - Properties of Fourier Transforms - Inverse Fourier
transform – Problems, Fourier sine and cosine transforms and their inverse Fourier transform –
Problems, Convolution theorem, Parseval’s identity and problems using Parseval’s identity.
UNIT V: Applications of Laplace transform to solution of first and second order linear differential
equations (constant coefficients) and simultaneous linear ordinary differential equations –
Application of Laplace transform to partial differential equations. Application of Laplace
Transform and Fourier transform to Initial and Boundary Value Problems.
Chapter 5: Section 5.1, 5.3, 5.7 to 5.11
v
Recommended Text Book:
Content and treatment as in:
S. Sreenath, S. Ranganatham, M.V.S.S.N. Prasad and V. Ramesh Babu, Fourier Series and Integral
Transforms, S.Chand Publishing, New Delhi, 2014.
Books for study and reference:
1. M.K. Venkataraman, Engineering Mathematics(Volume 3), National Publishing Co.,

Chennai,2001.
2. P.Kandasamy and others, Engineering Mathematics,(Volume 3), S.Chand and Co., New
Delhi,2010.
3. Stanley I. Grossman and William R. Derrick, Advanced Engineering Mathematics, Harper and
Row, New York, 1988.
vi
Lessons
1 BASIC CONCEPTS AND LAPLACE TRANSFORM OF ELEMENTARY

FUNCTION 1
1.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.3 Sufficient Conditions For the Existence of the Laplace Transform of a Function . 2
1.4 Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3
1.5 Linearity Property . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 6
1.6 Laplace Transform of Some Elementary Functions . . . . . . . . . . . . . . . . . 7
1.7 Worked out Problems . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 12
1.8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 25
2 FIRST SHIFTING THEOREM AND SECOND SHIFTING THEOREM 27

2.1 First Translation (or) First Shifting Theorem . . . . . . . . . . . . . . . . . . . . 27
2.2 Worked out Problems (Problems based on first shifting theorem) . . . . . . . . . 29
2.3 Unit Step Function(Heaviside Unit Step Function) . . . . . . . . . . . . . . . . . 33
2.4 Second Translation (or) Second Shifting Theorem . . . . . . . . . . . . . . . . . 34
2.6 Change of Scale of Property . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
2.8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
3 LAPLACE TRANSFORM OF DERIVATIVES AND INTEGRALS 41

3.1 Laplace Transform of Derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . 41
vii
viii LESSONS
3.2 Initial Value Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43

3.3 Final Value Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44
3.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 47
3.6 Laplace Transform of Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . 48
3.8 Note on Differentiation under the Integral Sign . . . . . . . . . . . . . . . . . . . 49
3.9 Laplace Transform of tn F(t) . . . . . . . . . . . . . . . . . . . . . . . . . . . . 50
3.11 Division by t . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 63
3.13 Evaluation of Integrals by using Laplace Transform . . . . . . . . . . . . . . . . 74
3.15 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
4 LAPLACE TRANSFORM OF SOME SPECIAL FUNCTIONS AND PERIODIC

FUNCTIONS 83
4.1 Laplace Transform of Some Special Functions . . . . . . . . . . . . . . . . . . . 83
4.2 Worked out Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
4.3 Laplace Transform of Periodic Functions . . . . . . . . . . . . . . . . . . . . . . 91
4.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
5 THE INVERSE LAPLACE TRANSFORM 99

5.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 99
6 INVERSE LAPLACE TRANSFORM BY PARTIAL FRACTIONS 107

6.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 107
Transform Techniques B.Sc.(Mathematics)-IDE(UNOM)-II Year - IV Sem
LESSONS ix
6.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114
7 FIRST SHIFTING THEOREM 117

7.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 117
7.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 126
7.4 Second Shifting Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 126
7.6 Change of Scale of Property . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132
7.8 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 134
8 INVERSE LAPLACE TRANSFORM OF DERIVATIVES AND INTEGRALS 135

8.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 135
8.2 Inverse Laplace Transform of Derivatives . . . . . . . . . . . . . . . . . . . . . 135
8.4 Inverse Laplace Transform of Integrals . . . . . . . . . . . . . . . . . . . . . . . 140
8.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 143
8.7 Multiplication by Powers of p . . . . . . . . . . . . . . . . . . . . . . . . . . . 144
8.9 Division by p . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 148
8.11 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 155
9 CONVOLUTION THEOREM 157

9.1 Convolution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 157
9.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 172

x LESSONS
10 FOURIER SERIES 175

10.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 175
10.2 Periodic Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 176
10.3 Euler’s Formulae . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 177
10.4 Conditions for Fourier Expansion . . . . . . . . . . . . . . . . . . . . . . . . . . 180
10.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 207
11 FOURIER SERIES FOR DISCONTINUOUS FUNCTIONS 209

11.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 209
11.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 232
12 FOURIER SERIES OF EVEN AND ODD FUNCTIONS 235

12.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 235
12.2 Even and Odd Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 235
12.3 Fourier Series for Even and Odd Functions . . . . . . . . . . . . . . . . . . . . . 236
12.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 256
13 HALF RANGE FOURIER SERIES 259

13.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 259
13.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 283
14 OTHER FORMS OF FOURIER SERIES 285

14.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 285
14.2 Fourier Series for Even and Odd Functions in (−l, l) . . . . . . . . . . . . . . . 288
14.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 317

LESSONS xi
15 FOURIER COSINE AND SINE SERIES 321

15.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 321
15.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 338
16 FOURIER TRANSFORMS 341

16.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 341
16.2 Dirichlet’s Conditions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 343
16.3 Fourier sine and cosine integrals . . . . . . . . . . . . . . . . . . . . . . . . . . 345
16.4 Fourier Integral Theorem in Complex Form . . . . . . . . . . . . . . . . . . . . 345
16.5 Fourier Integral Representation of any Function . . . . . . . . . . . . . . . . . . 346
16.6 Finite and Infinite Fourier Transforms and Inverse Transforms . . . . . . . . . . 347
16.7 Relation Between Fourier Transform and Laplace Transform . . . . . . . . . . . 350
16.8 Properties of Fourier Transform . . . . . . . . . . . . . . . . . . . . . . . . . . . 351
16.10 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 376
17 FOURIER SINE AND COSINE TRANSFORMS 379

17.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 379
17.3 Problems Related to Integral Equations (Fourier Transforms) . . . . . . . . . . . 408
17.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 411
18 CONVOLUTION 413
18.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 413
18.2 Parseval’s Identity for Fourier Transforms . . . . . . . . . . . . . . . . . . . . . 414
18.4 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 421
18.5 Worked out Problems Related to Finite Fourier Transform . . . . . . . . . . . . . 421
xii LESSONS
18.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 435
19 APPLICATIONS TO ORDINARY DIFFERENTIAL EQUATIONS WITH

CONSTANT COEFFICIENTS 437
19.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 437
19.3 Solution of Simultaneous Ordinary Differential Equations . . . . . . . . . . . . . 467
19.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 478
20 APPLICATION OF LAPLACE TRANSFORMS TO PARTIAL DIFFERENTIAL

EQUATIONS 481
20.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 481
20.3 Application of Laplace Transform to Initial and Boundary Value Problems . . . . 496
20.5 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 507
21 APPLICATIONS OF FOURIER TRANSFORMS TO INITIAL AND

BOUNDARY VALUE PROBLEMS 509
21.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 509
21.3 Application of Finite Fourier Transform . . . . . . . . . . . . . . . . . . . . . . 517
21.5 Applications of Laplace Transforms to Integral Equations . . . . . . . . . . . . . 524
21.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 525
Model Question Paper 527

UNIT-I
Lesson 1
BASIC CONCEPTS AND LAPLACE

TRANSFORM OF ELEMENTARY
FUNCTION
Learning Objectives
Upon completion of this lesson, students will be able to
• define Laplace transform and identify the condition for the existence of Laplace
transform
• obtain Laplace transform of some elementary functions
• find Laplace transform of simple functions using standard formula.
1.1 Introduction
T
here are many transform techniques which are used in the analysis and design of
engineering systems. Some of the transform techniques were introduced in the beginning
by great individuals which were vigorously defined and developed by mathematician in later days.
The technique of Laplace transform is one such. In this chapter and subsequent chapters to follow,
we introduce the idea of the Laplace transform and develop some useful results. Subsequently, we
B.Sc.(Mathematics)-IDE(UNOM)-II Year-IV Sem 1 Transform Techniques

2 1.2. Definition
display how the Laplace transform techniques is used in solving a class of problems in differential
equations.
1.2 Definition
Let F(t) be a given function and defined for all positive values of t. Then the Laplace transform
of F(t) is denoted by L [ f (t)] or f (p) and is defined by
Z ∞
L [F(t)] = f (p) = e−pt F(t)dt (1.2.1)
0
provided the integral exists. Here the parameter p is a real or complex number.
The operation of multiplying F(t) by e−pt and integrating from 0 to ∞ is called Laplace
transformation.
The relation (16.2.1) can also be written as
F(t) = L −1 [ f (p)].
In such a case, the function F(t) is said to be Inverse Laplace Transform of f (p). The symbol
L which transform F(t) into f (p) can be called the Laplace transform operator. The symbol
L −1 which transform f (p) into F(t) can be called the Inverse Laplace transform operator.
1.3 Sufficient Conditions For the Existence of the Laplace

Transform of a Function
While finding the Laplace transform of elementary functions, it can be noticed that the integral
exists under certain conditions, such as p > 0 or p > a etc. In general, the function F(t) must
satisfy the following conditions for the existence of the Laplace transform.
Transform Techniques B.Sc.(Mathematics)-IDE(UNOM)-II Year-IV Sem

1.4. Definitions 3
(i) The function F(t) must be piece - wise continuous or sectionally continuous in any limited
interval 0 < a ≤ t ≤ b.
(ii) The function F(t) is of exponential order.
1.4 Definitions
Definition 1.4.1 (Piece - wise continuous function). A function F(t) is said to be piece - wise
(or sectionally) continuous over the closed interval [a, b] it it is defined on that interval and is
such that the interval can be divided into a finite number of subintervals, in each of which F(t) is
continuous and has both right and left hand limits at every end point of the subinterval.
Example 1.4.1. The function


t , if 0 < t < 5


 2

F(t) = 


2t + 3, if t > 5



is sectionally continuous for t > 0.
Example 1.4.2. The function F(t) = 1

t
is not sectionally continuous in any interval containing
t = 0.
Definition 1.4.2 (Function of Exponential Order). A function F(t) is said to be exponential

order a if
lim e−at F(t) = a finite quantity
t→∞
i.e.,for a given number T, there exists a real number M > 0 such that
|e−at F(t)| < M, ∀ t ≥ T
or
|F(t)| < Meat , ∀ t ≥ T.
B.Sc.(Mathematics)-IDE(UNOM)-II Year-IV Sem Transform Techniques

4 1.4. Definitions
For example, F(t) = t2 , sinat, eat etc., are all of exponential order and also continuous. But
F(t) = et is not of exponential order and as such its Laplace transform does not exists.
2
Theorem 1.4.1 (Existence Theorem For Laplace Transform). If F(t) is a function which is
piece - wise continuous on every finite interval in the range t ≥ 0 and satisfies |F(t)| ≤ Meat for
all t ≥ 0 and for some constants a and M, then the Laplace transform of F(t) exists for all
p > a.
Proof. By the definition of Laplace transform, we have

Z ∞
L [F(t)] = e−pt F(t)dt
0
Z t0 Z ∞
L [F(t)] = e−pt
F(t)dt + e−pt F(t)dt (1.4.1)
0 t0
R t0
The integral 0
e−pt F(t)dt exists, since F(t) is piece - wise continuous on every finite interval
0 ≤ t ≤ t0 .
Now,
Z ∞ Z ∞
−pt
e F(t)dt ≤
|e−pt F(t)dt|
t0
Zt0∞
< e−pt Meat , ( since |F(t) ≤ Meat |)
Zt0∞
= Me−(p−a)t dt
t0
h e−(p−a)t i∞
= M
−(p − a) t0
e−(p−a)t0
= M , (p > a)
p−a
Z ∞ e−(p−a)t0
∴ e−pt F(t)dt ≤ M , (p > a).
t0 p−a
−(p−a)t0
But M e p−a
, (p > a) can be made as small as we please by taking t0 sufficiently large. Thus
from (1.4.1), we conclude that L [F(t)] exists for all p > a.

1.4. Definitions 5
Note. 1 The above theorem can also be stated as follows:

If F(t) is a function which is piece - wise continuous on every finite interval in the range t ≥ 0
and is of exponential order a as t → ∞, then the Laplace transform of F(t) exists for all p > a.
(or)
If F(t) is a function of class A, then the Laplace transform of F(t) exists for all p > a.
Note. 2 The condition of the theorem are sufficient but not necessary for the existence of the
Laplace transform. If the conditions are satisfied, the Laplace transform will exists. But if these
conditions are not satisfied, Laplace transform may or may not exists.
Example. Consider the function F(t) = 1

√
t
We know that
1
lim+ = lim+ √ = ∞.
t→0 t→0 t
Thus the function F(t) = 1
√
t
is not piece - wise continuous on every finite interval in the range
t ≥ 0. But F(t) is integrable from 0 to any positive value t0 .
Also,
F(t) ≤ Meat ∀ t > 1
with M = 1, a = 0.
Now Z ∞ Z ∞
1
L [F(t)] = e−pt
F(t)dt = e−pt √ dt
0 0 t
This converges for p > 0.
Put
√dt 2
pt = x ⇒ √ = √ dx
t p
√
π π
Z ∞ r
2 x2 2
∴ L [F(t)] = √ e dx = √ . = ,
p 0 p 2 p
√
π
R∞
e−x dx = .
2
since 0 2
Thus L [ √1t ] exists for p > 0, though 1

√
t
is not piece - wise continuous in the range of t ≥ 0.

6 1.5. Linearity Property
General Properties of Laplace Transform: A very important property is that the Laplace
transform is a linear operator, just as differentiation and integration.
1.5 Linearity Property
Theorem 1.5.1. If L [F(t)] = f (p) and L [G(t)] = g(p) then
L [c1 F(t) + c2G(t)] = c1 L [F(t)] + c2 L [G(t)] = c1 f (p) + c2 g(p),
where c1 and c2 are constants.
Proof. By definition,
Z ∞
L [c1 F(t) + c2G(t)] = e−pt [c1 F(t) + c2G(t)]dt
0
Z ∞ Z ∞
= e c1 F(t)dt +
−pt
e−ptG(t)dt
0 0
Z ∞ Z ∞
= c1 e F(t)dt + c2
−pt
e−ptG(t)dt
0 0
L [c1 F(t) + c2G(t)] = c1 L [F(t)] + c2 L [G(t)]
L [c1 F(t) + c2G(t)] = c1 f (p) + c2 g(p)

1.6. Laplace Transform of Some Elementary Functions 7
1.6 Laplace Transform of Some Elementary Functions
Elementary functions include algebraic and transcendental functions. From the definition of
Laplace transform, we obtain the following results:
1. L [k] = k
p
(p > 0), where k is a constant.
Z ∞
Z0 ∞
L [k] = e−pt kdt
0
e−pt ∞
= k
−p 0
k
= − (0 − 1)
p
k
L [k] = , if p > 0.
p
Note. 1 For k = 1, L [1] = 1p , p > 0.

Note. 2 The above Laplace transform does not exist for p ≤ 0. It follows:
(i) For k = 0, L [0] = 0 (ii) For k < 0, the integral does not exists.
2. L [t] = 1
p2
Z ∞
Z0 ∞
L [t] = e−pt .tdt
0

8 1.6. Laplace Transform of Some Elementary Functions
h e−pt e−pt i∞

L [t] = t − (1)
−p (−p)2 0
h 1 i
= t(0) − 0 − 0 − 2
p
1
L [t] = 2 , if p > 0.
p
3. L [tn ] = n!
pn+1
, where n is a positive integer.
Z ∞
Z0 ∞
L [tn ] = e−pt .tn dt
0
Put pt = u, pdt = du. When t = 0 ⇒ u = 0 and when t = ∞ ⇒ u = ∞
Z ∞ u n du
L [t ] =
n
e−u
0 p p
Z ∞
1
= n+1
e−u un du
p
Z0 ∞
1
= e−u u(n+1)−1 du
pn+1 0
Z ∞
1
= n+1
Γ(n + 1) since Γ(n) = e−x xn−1 dx, n > 0
p 0
Γ(n + 1)
L [tn ] = , if p > 0 and n + 1 > 0.
pn+1
In particular, if n is a positive integer, Γ(n + 1) = n!
n!
∴ L [tn ] = , if p > 0 and n is a positive integer.
pn+1


Definition 1.6.1. Gamma Function. If n > 0 then the Gamma function Γ(n) is defined by
Z ∞
Γ(n) = e−x xn−1 dx.
0
The following are some important properties of the Gamma function:

(i) Γ(n + 1) = nΓ(n), if n > 0.
(ii) Γ(n + 1) = n! if n is a positive integer.
√ √
(iii) Γ(1) = 1, Γ( 21 ) = π, Γ(− 12 ) = −2 π
(iv) Γ(0), Γ(−1), Γ(−2), ... are all not defined.
Note. L [tn ] can also be expressed in terms of Gamma function.
We have Z ∞
0
Putting x = pt, we get
∞ ∞
Γ(n + 1)
Z Z
1 1
L [t ] =
n
e x dx =
−x n
e−x x(n+1)−1 dx = ,
pn+1 0 pn+1 0 pn+1
when n > −1.
If n is a positive integer, Γ(n + 1) = n! in particular.
Hence
Γ(n + 1) n!
L [tn ] = n+1
= n+1 ,
p p
where n is a positive integer.
4. L [eat ] = 1
p−a
, (p − a) > 0
Proof.
Z ∞
We have L [F(t)] = e−pt F(t)dt
Z0 ∞
L [eat ] = e−pt eat dt
0

10 1.6. Laplace Transform of Some Elementary Functions
Z ∞
= e−(p−a)t dt
0
h e−(p−a)t i∞
=
−(p − a) 0
1
L [eat ] = , if p > a
p−a
5. L [e−at ] = 1
p+a
, (p + a) > 0.
6. L [sinh at] = a
p2 −a2
, if p > |a|
Proof.
h eat − e−at i
L [F(t)] = L
2
1h i
= L [e ] − L [e−at ] , by linear property
at
2
1h 1 1 i
= −
2 p−a p+a
a
= 2
p − a2
7. L [cosh at] = p
p2 −a2
, if Re(p) > a. Here for the existence of Laplace Transform, we require
p > a or more precisely Re(p) > a
Proof.
h eat + e−at i
L [F(t)] = L
2
1h i
= L [eat ] + L [e−at ] , by linear property
2

1h 1 1 i
= +
2 p−a p+a
p
= 2
p − a2
8. L [sin at] = a
p2 +a2
, if p > 0.

Z ∞
L [sin at] = e−pt sin atdt
0
h e−pt i∞ Z
eax
= (−p sin at − a cos at) , since eax
sin bx = (a sin bx − b cos bx)
p2 + a2 0 a2 + b2
a
= 2
p + a2
9. L [cos at] = p
p2 +a2
, if p > 0.

Z ∞
L [cos at] = e−pt cos atdt
0
h e−pt i∞ Z
eax
= (−p cos at + a sin at) , since e ax
cos bx = (a cos bx + b sin bx)
p2 + a2 0 a2 + b2
p
= 2 L [cos at]
p + a2
Alternate method to find L [sin at] and L [cos at] :

We know that
1
L [aat ] =
p−a

12 1.7. Worked out Problems
Replacing a by ia, we get
1 p + ia
L [eiat ] = =
p − ia (p − ia)(p + ia)
p + ia
L [cos at + i sin at] =
p2 + a2
Equating the real and imaginary parts on both sides, we have
L [cos at] = p
p2 +a2
and L [sin at] = a
p2 +a2
.
1.7 Worked out Problems
Example 1.7.1. Find the Laplace transform of the following functions:

e−at −1
(i) (t2 + 1)2 ; (ii) a
; (iii) sin 2t cos t;
Solution. (i)
L [(t2 + 1)2 ] = L [t4 + 2t2 + 1]
= L [t4 ] + 2L [t2 ] + L [1], using linear property
4! 2! 1
L [(t2 + 1)2 ] = 5
+2 3 +
p p p
24 4 1
= 5+ 3+
p p p
1
L [(t2 + 1)2 ] = 5 (p4 + 4p2 + 24), p > 0.
p
(ii)
h e−at − 1 i 1 h −at i
L = L e −1
a a
1h i
= L [e−at ] − L [1] by linear property
a

1.7. Worked out Problems 13
1h 1 1i
= −
a p+a p
−1
= .
p(p + a)
(iii)
Since 2 sin A cos B = sin(A + B) + sin(A − B)

1
sin 2t cos t = [sin 3t + sin t]
2
1
∴ L [sin 2t cos t] = L [sin 3t] + L [sin t]
2
1h 3 1 i
= +
2 p2 + 9 p2 + 1
2(p2 + 3)
L [sin 2t cos t] = .
(p2 + 1)(p2 + 9)

(i) cosh2 2t; (ii) cos3 2t; (iii) (sin t + cos t)2
(i) Since cosh2 2t = 21 (1 + cosh 4t)
1h
L [cosh2 2t] = L [1] + L [cosh 4t]
2
1h 1 p i
= + 2
2 p p − 16
p2 − 8
L [cosh2 2t] =
p(p2 − 16)
(ii) Since cos 3A = 4 cos3 A − 3 cos A ⇒ cos3 A = 14 cos 3A + 43 cos A
1 3
cos3 2t = cos 6t + cos 2t
4 4
1 3
L [cos3 2t] = L [cos 6t] + L [cos 2t]
4 4

1 p 3 p
= +
4 p2 + 36 4 p2 + 4
ph 1 3 i
= +
4 p2 + 36 p2 + 4
ph 4p2 + 112 i
=
4 (p2 + 36)(p2 + 4)
(iii)
(sin t + cos t)2 = sin2 t + cos2 t + 2 sin t cos t = 1 + sin 2t
L [(sin t + cos t)2 ] = L [1 + sin 2t]

1 2
= + 2
p p +4
p2 + 2p + 4
L [(sin t + cos t)2 ] = .
p(p2 + 4)

(i) cos t cos 2t cos 3t; (ii) sinh3 2t; (iii) sinh2 3t.
(i)
1
cos t cos 2t cos 3t = cos t(2 cos 2t cos 3t)
2
1
= cos t(cos 5t + cos t)
2
1
= (cos t cos 5t + cos2 t)
2
1h 1 + cos 2t i
= (cos 6t + cos 4t) + 2
4 2
1h i
= cos 6t + cos 4t + 1 + cos 2t
4
1h p p 1 p i
L [cos t cos 2t cos 3t] = + + +
4 p2 + 36 p2 + 16 p p2 + 4
(ii)
et − e−t
sinh t =
2

h et − e−t i3
sinh3 2t =
2
1 6t
sinh 2t =
3
[e − 3e2t + 3e−2t − e−6t ]
8
1
L [sinh3 2t] = L [e6t − 3e2t + 3e−2t − e−6t ]
8
1h 1 3 3 1 i
= − + −
8 p−6 p−2 p+2 p+6
1h 1 1 i 3h 1 1 i
= − − −
8 p−6 p+6 8 p−2 p+2
48
L [sinh3 2t] =
(p2 − 4)(p2 − 36)
(iii)
h e3t − e−3t i2
sinh2 3t =
2
1 9t
= [e + e−9t − 2]
4
1
L [sinh2 3t] = L [e9t + e−9t − 2]
4
1h 1 1 2i
= + −
4 p−9 p+9 p
Example 1.7.4. Find the Laplace transform of the following:

(i) e2t + 4t3 − 2 sin 3t + 3 cos 3t; (ii) (sin t − cos t)3 ; (iii) f (t) = |t − 1| + |t + 1|, t ≥ 0.
Solution. (i)
L [e2t + 4t3 − 2 sin 3t + 3 cos 3t] = [e2t ] + 4[t3 ] − 2[ sin 3t] + 3[ cos 3t]
1 3! 3 p
=
+ 4. 4 − 2. 2 +3 2
p−2 p p +9 p +9
1 24 6 3p
= + 4− 2 + 2
p−2 p p +9 p +9
1 24 3(p − 2)
L [e2t + 4t3 − 2 sin 3t + 3 cos 3t] = + 4+ 2 .
p−2 p p +9
(ii)
(sin t − cos t)3 = sin3 t − cos3 t − 3 sin2 t cos t + 3 sin t cos2 t

(sin t − cos t)3 = sin3 t − cos3 t − 3(1 − cos2 t) cos t + 3 sin t(1 − sin2 t)
= sin3 t − cos3 t − 3 cos t + 3 cos3 t + 3 sin t − 3 sin3 t
(sin t − cos t)3 = 3 sin t − 3 cos t + 2 cos3 t − 2 sin3 t
1 3
cos 3A = 4 cos3 A − 3 cos A ⇒ cos3 A = cos 3A + cos A
4 4
3 1
sin 3A = 3 sin A − 4 sin3 A ⇒ sin3 A = sin A − sin 3A
4 4
h1 3 i h3 1 i
(sin t − cos t)3 = 3 sin t − 3 cos t + 2 cos 3t +
cos t − 2 sin t − sin 3t
4 4 4 4
3 3 1 1
= sin t − cos t + cos 3t + sin 3t
2 2 2 2
h3 3 1 1 i
L [(sin t − cos t)3 ] = L sin t − cos t + cos 3t + sin 3t
2 2 2 2
3 1 3 p 1 p 1 3
= − + +
2 p + 1 2 p + 1 2 p + 9 2 p2 + 9
2 2 2
1 h 3(1 − p) p+3i
L [(sin t − cos t)3 ] = +
2 p2 + 1 p2 + 9
(iii) We know that

When, 0 < t < 1, |t − 1| = 1 − t.
Now t > 0 ⇒ t + 1 > 1 > 0. Also |t + 1| = t + 1.
∴ F(t) = (1 − t) + t + 1 = 2, when 0 < t < 1
When t > 1, |t − 1| = t − 1, since t − 1 > 0.

Also |t + 1| = t + 1. since t + 1 > 2 > 0.
∴ F(t) = (t − 1) + t + 1 = 2t, when t > 1

Thus,
Z ∞
L [ f (t)] = f (t)e−pt dt,
0
Z 1 Z ∞
= 2e dt +
−pt
2te−pt dt,
0 1
e−pt 1 h e−pt e−pt i∞
= 2 +2 t − ,
−p 0 −p p2 1
2 h e−p e−p i
= − (e−p − 1) + 2 0 − − − 2 ,
p p p
2 2 2 2
= − e−p + + e−p + 2 e−p ,
p p p p
−p
2 e
L [ f (t)] = 1+ .
p p
Example 1.7.5. Find the Laplace transform of the following:

(i) sin(ωt + α); (ii) sin 2t cos 3t; (iii) cosh3 2t
Solution. (i)
sin(ωt + α) = sinωt cos α + cos ωt sin α,

ω p
L [sin(ωt + α)] = cos α. 2 + sin α. 2 ,
p +ω 2 p + ω2
1
L [sin(ωt + α)] = 2 (ω cos α + p sin α).
p + ω2
(ii)We know that
2 sin A cos B = sin(A + B) + sin(A − B)

1
sin 2t cos 3t = [sin 5t + sin(−t)],
2
1
= [sin 5t − sin t],
2

1h 5 1 i
L [sin 2t cos 3t] = − ,
2 p2 + 25 p2 + 1
1 h 5(p2 + 1) − (p2 + 25) i
= ,
2 (p2 + 25)(p2 + 1)
2(p2 − 5)
L [sin 2t cos 3t] = .
(p2 + 25)(p2 + 1)
(iii) We have
cosh 3A = 4 cosh3 A − 3 cosh A,

1 3
cosh3 A = cosh 3A + cosh A,
4 4
1 3
cosh3 2t = cosh 6t + cosh 2t,
4 4
1 p 3 p
L [cosh3 2t] = . 2 + . 2 ,
4 p − 36 4 p − 4
p h (p2 − 4) + 3(p2 − 36) i
= ,
4 (p2 − 4)(p2 − 36)
p(p2 − 28)
L [cosh3 2t] = .
(p2 − 4)(p2 − 36)
Example 1.7.6. Find L [7e2t + 9e−2t + 5 cos t + 7t3 + 5 sin 3t + 2]
Solution.
1 1 p 3 1
L [7e2t + 9e−2t + 5 cos t + 7t3 + 5 sin 3t + 2] = 7. + 9. + 5. 2 + 5. 2 + 2. .
p−2 p+2 p +1 p +9 p
Example 1.7.7. Find L [(5e2t − 3)2 ]
Solution.
L [(5e2t − 3)2 ] = L [25e4t + 9 − 30e2t ]
1 1 1
= 25 + 9. − 30. .
p−4 p p−2
Example 1.7.8. Prove that the function f (t) = t2 is of exponential order 3.

Solution.
lim e−3t f (t) = lim e−3t t2
t→∞ t→∞
t2 ∞
= lim form
t→∞ e3t ∞
2t
= lim 3t , by L’Hôpital Rule
t→∞ 3e
2
= lim 3t , by L’Hôpital Rule
t→∞ 93
2
= ,
∞
lim e−3t f (t) = 0, a finite quantity.
t→∞
Hence t2 is of exponential order 3.
3
Example 1.7.9. Prove that the Laplace transform of et does not exist.
Solution.
3 3 −at)
lim e−at f (t) = lim e−at et = lim e(t =∞
t→∞ t→∞ t→∞
∴ f (t) = et is not of exponential order.

3
Hence its Laplace transform does not exist.
Example 1.7.10. Obtain the Laplace transform of the function


(t − 1) , if t > 1


 2

f (t) = 


if 0 < t < 1

0,


Solution. By definition,
Z ∞
L [ f (t)] = e−pt f (t)dt,
0
Z 1 Z ∞
= −pt
e f (t)dt + e−pt f (t)dt,
0 1

Z 1 Z 1
L [ f (t)] = −pt
e .0dt + e−pt (t − 1)2 dt,
0 0
h e−pt e−pt e−pt i∞
= (t − 1)2 − 2(t − 1) −2 , by using Bernoulli’s formula,
−p p2 p3 1
e−p
= [0 − 0 − 0 − 2 3 ],
p
2 −p
L [ f (t)] = 3 e .
p
Example 1.7.11. Find the Laplace transform of


sin t, if 0 < t < π




f (t) = 


0, if t > π



Z ∞
L [ f (t)] = e−pt f (t)dt,
Z0 π Z ∞
= e −pt
f (t)dt + e−pt f (t)dt,
Z0 π Zπ ∞
= e−pt sin tdt + e−pt .0 dt,
0 π
h e−pt iπ
= (−p sin t − cos t) ,
p2 + 1 0
1 + e−πp
L [ f (t)] = .
p2 + 1
eat
eat sin btdt =
R
Note: a2 +b2
(a sin bt − b cos bt).


e , if 0 < t < 5


 t

f (t) = 


if t > 5

3,



Z ∞
L [ f (t)] = e−pt f (t)dt,
0
Z 5 Z ∞
= f (t)dt +
e−pt
e−pt f (t)dt,
0 5
Z 5 Z ∞
L [ f (t)] = e e dt +
−pt t
e−pt 3dt,
0 5
Z 5 Z ∞
L [ f (t)] = e −(p−1)t
dt + e−pt 3dt,
0 5
h e−(p−1)t i5 e−pt ∞
= +3
−(p − 1) 0 −p 5
1 3
= − (e−5(p−1) − 1) − (0 − e−5p )
p−1 p
−5(p−1)
1−e 3
= + e−5p .
p−1 p

0<t<2





1, if



2<t<4

2, if



f (t) = 


4<t<6





3, if



t>6

0, if


Z ∞
L [ f (t)] = e−pt f (t)dt,
0
Z 2 Z 4 Z 6 Z ∞
= e .1dt +
−pt
e .2 dt +
−pt
e .3 dt +
−pt
e−pt .0 dt,
0 2 4 6

e−pt 2 e−pt 4 e−pt 4

= +2 +3
−p 0 −p 2 −p 4
1 2 3
= − (e−2p − 1) − (e−4p − e−2p ) − (e−6p − e−4p )
p p p
1
L [ f (t)] = (1 + e−2p + e−4p − 3e−6p ).
p

0, 0 < t < 1








f (t) = 

t, 1 < t < 2






0, t > 2



Z ∞
L [ f (t)] = e−pt f (t)dt,
0
Z 1 Z 2 Z ∞
= e .0 dt +
−pt
e .t dt +
−pt
e−pt .0 dt,
0 1 2
Z 2
L [ f (t)] = e−pt .tdt
1
h e−pt e−pt i2
= t − 1. 2
−p p 1
1 1
= − (2e−2p − e−p ) − 2 (e−2p − e−p )
p p
2 −2p 1 −p 1 −2p 1 −p
= − e + e − 2e + 2e
p p p p
1 −p
L [ f (t)] = (e − e−2p − 2pe−2p + pe−p ).
p2

Example 1.7.15. Find L [ f (t)], where


e , t>a


 t−a

f (t) = 


t<a

0,


Z ∞
L [ f (t)] = e−pt f (t)dt,
Z0 a Z ∞
= e .0 dt +
−pt
e−pt .et−a dt,
Z0 ∞ a
= e−pt .et e−a dt,

a
Z ∞
= e−a
e−(p−1)t dt,
a
e−(p−1)t ∞
= e−a ,
−(p − 1) a
e−a
= − (0 − e−(p−1)a ),
(p − 1)
e−pa
L [ f (t)] = , p > 1.
p−1
h i
Example 1.7.16. Show that L √1
πt
= √1 .
p
Solution.
h 1 i 1 1
L √ = √ [t− 2 ]
πt π
1 Γ( 2 + 1)
−1
= √
π p− 12 +1

1 Γ( 2 )
h 1 i 1
L √ = √
πt π p 12
√
1 π 1 √
= √ √ , Γ( ) = π
π p 2
h 1 i 1
L √ = √ .
πt p
x3 x5 x7
Example 1.7.17. Using the expression sin x = x − 3!
+ 5!
− 7!
+ · · · , show that
√
√ π 1
L [sin t] = 3
e− 4p .
2p 2
Solution. √ √ √
√ √ ( t)3 ( t)5 ( t)7
sin t = t − + − + ···
3! 5! 7!
3 5 7
√ 1 t 2 t 2 t 2
sin t = t 2 − + − + · · ·
3! 5! 7!
√ 1
h t 32 i h t 52 i h t 72 i
L [sin t] = L [t 2 ] − L +L −L + ···
3!
5! 7!
Γ 32 1Γ 2
5
1Γ 2
7
= 3
− + + ···
p2 3! p 25 5! p 27

1
2
Γ( 1
2
.
3 1
1 2 2 2 Γ 1
. .
5 3 1
1 2 2 2 2 Γ 1
= 3
− + 7
+ · · · , Γ(n + 1) = nΓ(n)
p2 3! p 52 5! p2
√ h
π 3 5.3 7.5.3 i
= 3
1− + 2
− 3
+ ···
2p 2 2.3!p 2.2.5!p 2.2.2.7!p
√ h
π 1 1 1 i
= 3
1 − + − + · · ·
2p 2 22 p (22 p)2 2! (22 p)3 3!
√
√ π − 221 p
L [sin t] = 3
e
2p 2
√
√ π − 4p1
L [sin t] = 3
e
2p 2

1.8. Exercises 25
1.8 Exercises
A. Find the Laplace transform of the following functions:

(1) t2 + at + b; (2) t3 + 5 cos t; (3) 2e3t − e−3t ; (4) 2t ;
(5) sin t cos t; (6) sin2 t; (7) sin2 at; (8) cos2 t;
(9) 3 cosh 5t − 4 sinh 5t; (10) cosh2 (2t); (11) sinh2 (2t); (12) sinh at − sin at;
(13) cos(ωt + θ); (14) cos3 t; (15) cos3 3t; (16) sinh3 (2t);
(17) sin3 2t; (18) sin 2t sin 3t; (19) cos 4t sin 2t; (20) cos 5t cos 2t;
√ 3 √ 3
(21) t − √1t ; (22) t + √1t .
B. Find the Laplace transform of the following function:

2t, 0 < t < 5




f (t) = 


1, t > 5



C. Find the Laplace transform of the following function:

0, 0 < t < 1








f (t) = 

1, 1 < t < 2






2, t > 2



D. Find the Laplace transform of the following function:


e , 0 < t < 1


 t

f (t) = 


0, t > 1




26 1.8. Exercises
E. Find the Laplace transform of the following function:


cos t, 0 < t < 2π




f (t) = 


0, t > 2π.



Answers
A.(1) p23 + a
p2
+ bp ; (2) 6
p4
+ 5p
p2 +1
; (3) p+9
p2 −9
;
1 1 2
(4) p−log 2
; (5) p2 +4
; (6) p(p2 +4);
2a2 p +2
2 3p−20
(7) p(p2 +4a2 )
; (8) p(p2 +4)
; (9) p2 −25
;
2
2a3
(10) p(pp2−8
−16)
; (11) 8
p(p2 −16)
; (12) p4 −a4
;
(13) p cosp2θ−ω
+ω2
sin θ
; (14) p2 +7p
(p2 +1)(p2 +9)
; (15) p(p2 +63)
(p2 +9)(p2 +81)
;
48 48 12p
(16) (p2 −4)(p2 −36)
; (17) (p2 +4)(p2 +36)
; (18) (p2 +1)(p2 +25)
;
√ h
2 p(p +29)
2 π 3 √ i
(20) 2(p −12)
(p2 +36)(p2 +4)
; (21) (p2 +9)(p2 +49)
; (22) 4 5 −
6
3 + 12
√
p
+8 p ;
p 2 p2
√ h
π 3 √ i
5 + + −8 p .
6 12
(23) 4 3 √
p
p2 p2
(B). 2
p2
(1 − e−5p ) − 9p e−5p . (C) 1p (e−p + e−2p ).
p(1−e−2πp )
(D). 1
1−p
(e1−p − 1). (D) 1+p2
.

UNIT-I
Lesson 2
FIRST SHIFTING THEOREM

AND SECOND SHIFTING THEOREM
Learning Objectives
• identify the first and second shifting theorem
• solve problems using first and second shifting theorem
• find the Laplace transform of unit step function
• implement the change of scale of property.
2.1 First Translation (or) First Shifting Theorem
I
n this lesson, we study first and second shifting theorems.
Theorem 2.1.1. If L [F(t)] = f (p), then [eat F(t)] = f (p − a), p − a > 0.

28 2.1. First Translation (or) First Shifting Theorem
Z ∞
Z0 ∞
L [eat F(t)] = e−pt eat F(t)dt
Z0 ∞
= e−(p−a)t F(t)dt
0
Z ∞
L [F(t)] = e−(p−a)t F(t)dt
Z0 ∞
= e−ut F(t)dt, where u = p − a
0
= f (u)
L [eat f (t)] = f (p − a)
Corollary 2.1.1. Using the above theorem, we have [e−at F(t)] = f (p + a), p + a > 0.
Working Rule:
L [e−at F(t)] = f (p + a) = f [p] p→p+a = L [ f (t)] p→p+a .
p → p + a means that p is replaced by (p + a).

i.e., to find the Laplace transform of the product of two functions, one of which is e−at , we ignore
e−at , find the Laplace transform of the other factors as a function of p and change p into p + a
in it.

2.2. Worked out Problems (Problems based on first shifting theorem) 29
2.2 Worked out Problems (Problems based on first shifting

theorem)

(i) e−t cos 2t; (ii) e−3t (2 cos 5t − 3 sin 5t);
(iii) e−t (3 sin 2t − 5 cosh 2t).
Solution. (i)
L [e−t cos 2t] = L[cos 2t] p→p+1 , by first shifting theorem

h p i
=
p2 + 4 p→p+1
p+1
=
(p + 1)2 + 4
p+1
L [e−t cos 2t] = 2 .
p + 2p + 5
(ii)
L [e−3t (2 cos 5t − 3 sin 5t)] = L [2 cos 5t − 3 sin 5t] p→p+3

h 2p 3.5 i
= −
p2 + 25 p2 + 25 p→p+3
h 2p − 15 i
=
p2 + 25 p→p+3
2(p + 3) − 15
=
(p + 3)2 + 25
2p − 9
L [e−3t (2 cos 5t − 3 sin 5t)] = 2 .
p + 6p + 34

30 2.2. Worked out Problems (Problems based on first shifting theorem)
(iii)
L [e−t (3 sin 2t − 5 cosh 2t)] = L [3 sin 2t − 5 cosh 2t] p→p+1

h 3.2 5.p i
= −
p2 + 4 p2 − 4 p→p+1
h 6 5(p + 1) i
= −
(p + 1)2 + 4 (p + 1)2 − 4
6 5(p + 1)
= 2 − 2 .
p + 2p + 5 p + 2p − 3

(i) e−t sinh bt; (ii) e−at cosh bt;
Solution. (i)
L [e−at sinh bt] = L [sinh bt] p→p+a

h b i
=
p2 − b2 p→p+a
b
=
(p + a)2 − b2
(ii)
L [e−at cosh bt] = L [cosh bt] p→p+a

h p i
=
p2 − b2 p→p+a
p
L [e−at cosh bt] =
(p + a)2 − b2
h i
Example 2.2.3. Evaluate L et (cos 2t + 21 sinh 2t) .

2.2. Worked out Problems (Problems based on first shifting theorem) 31
Solution.
h 1 i h 1 i
L et (cos 2t + sinh 2t) = L cos 2t + sinh 2t
2 2 p→p−1
h p 1 2 i
= + . 2
p + 4 2 p − 4 p→p−1
2
p−1 1
= +
(p − 1) + 4 (p − 1)2 − 4
2
h 1 i p−1 1
L et (cos 2t + sinh 2t) = 2 + 2 .
2 p − 2p + 5 p − 2p − 3
2a2 p
Example 2.2.4. Show that L [sinh at sin at] = p4 +4a4
.
Solution.
h eat − e−at i
L [sinh at sin at] = L sin at
2
1
= L [eat sin at − e−at sin at]
2
1h i
= L [sin at] p→p−a − L [sin at] p→p+a
2
1h a i h a i
= −
2 p2 + a2 p→p−a p2 + a2 p→p+a
1 h a a i
= −
2 (p − a)2 + a2 (p + a)2 + a2
a h (p + a)2 + a2 − ((p − a)2 + a2 ) i
=
2 (p − a)2 + a2 )(p + a)2 + a2 )
ah 4ap i
=
2 (p2 − 2ap + 2a2 )(p2 + 2ap + 2a2 )
2a2 p
=
(p2 + 2a2 )2 − (2ap)2
2a2 p
L [sinh at sin at] =
p4 + 4a4
Example 2.2.5. Find L [sinh at cos at].

32 2.2. Worked out Problems (Problems based on first shifting theorem)
Solution.
h eat − e−at i
L [sinh at cos at] = L cos at
2
1
= L [eat cos at − e−at cos at]
2
1h i
L [sinh at cos at] = L [cos at] p→p−a − L [cos at] p→p+a
2
1h p i h p i
L [sinh at cos at] = −
2 p2 + a2 p→p−a p2 + a2 p→p+a
1h p−a p+a i
= −
2 (p − a)2 + a2 (p + a)2 + a2
1 h (p − a)((p + a)2 + a2 ) − (p + a)((p − a)2 + a2 ) i
=
2 (p − a)2 + a2 )(p + a)2 + a2 )
1h 4p2 a − 2a(p2 + 2a2 ) i
=
2 (p2 − 2ap + 2a2 )(p2 + 2ap + 2a2 )
2p2 a − ap2 − 2a3
=
(p2 + 2a2 )2 − (2ap)2
a(p2 − 2a2 )
L [sinh at sin at] = .
p4 + 4a4
Example 2.2.6. Find L [cosh at cos at].
Solution.
h eat + e−at i
L [cosh at cos at] = L cos at
2
1
= L [eat cos at + e−at cos at]
2
1h i
= L [cos at] p→p−a + L [cos at] p→p+a
2
1h p i h p i
= +
2 p2 + a2 p→p−a p2 + a2 p→p+a

2.3. Unit Step Function(Heaviside Unit Step Function) 33
1h p−a p+a i
= +
2 (p − a)2 + a2 (p + a)2 + a2
1 h (p − a)((p + a)2 + a2 ) + (p + a)((p − a)2 + a2 ) i
=
2 (p − a)2 + a2 )(p + a)2 + a2 )
1h 2p(p2 + 2a2 ) − 4pa2 i
=
2 (p2 − 2ap + 2a2 )(p2 + 2ap + 2a2 )
p(p2 + 2a2 ) − 2pa2 p3
= = .
(p2 + 2a2 )2 − (2ap)2 p4 + 4a4
Example 2.2.7. Find L [(1 + te−t )3 ].
Solution.
L [(1 + te−t )3 ] = L [1 + 3te−t + 3t2 e−2t + t3 e−3t ]
1 h1i h 2! i h 3! i
= + 3. 2 + 3. 3 + 4
p p p→p+1 p p→p+2 p p→p+3
1 3 6 6
L [(1 + te−t )3 ] = + + + .
p (p + 1)2 (p + 2)3 (p + 3)4
2.3 Unit Step Function(Heaviside Unit Step Function)
The function 
0, if t < a




u(t − a) (or) H(t − a) (or) ua (t) = 


1, if t > a



is called unit step function or Heaviside unit step function.

To find the Laplace transform of unit step function:
By the definition of Laplace transform,
Z ∞
Z0 a Z ∞
L [ua (t)] = e −pt
.0 dt + e−pt .1 dt
0 a

34 2.4. Second Translation (or) Second Shifting Theorem
e−pt ∞
=
−p a
1
= − (e−∞ − e−ap )
p
−ap
e
=
p
Note: If a = 0, then the unit step function is


0, if t < 0




u(t) = 


1, if t > 0



The Laplace transform of u(t) is 1s .
2.4 Second Translation (or) Second Shifting Theorem
Theorem 2.4.1. If L [F(t)] = f (p) and


if t > a

F(t − a),



g(t) = 


if t < a

0,


then L [g(t)] = e−ap f (p)
Z ∞
Z0 ∞
L [g(t)] = e−pt g(t)dt
0
Z a Z ∞
= −pt
e .0 dt + e−pt F(t − a) dt
0 a

2.4. Second Translation (or) Second Shifting Theorem 35
Put t − a = u so that dt = du.

When t = a, u = 0 and when t → ∞, u → ∞.
Z ∞
L [g(t)] = e−p(u+a) F(u)du
0
Z ∞
= e−ap
e−pu F(u)du
0
= e−ap L [F(t)]
L [g(t)] = e−ap f (p).
Another form of Second Shifting Theorem.

If L [F(t)] = f (p) and a > 0, then L [F(t − a)u(t − a)] = e−ap f (p), where u(t − a) is the unit
step function.
Proof.
Z ∞
Z0 ∞
L [F(t − a)u(t − a)] = e−pt F(t − a)u(t − a)dt
0
Put t − a = v so that dt = dv.

When t = 0, v = −a, and when t → ∞, u → ∞.
Z ∞
L [F(t − a)u(t − a)] = e−p(v+a) F(v)u(v)dv
−a
Z 0 Z ∞
=F(v)u(v)dv + −p(v+a)
e e−p(v+a) F(v)u(v)dv
−a 0
Z 0 Z ∞
L [F(t − a)u(t − a)] = e−p(v+a)
F(v).0 dv + e−p(v+a) F(v).1 dv, by the definition of u(t − a)
−a 0

Z ∞
L [F(t − a)u(t − a)] = e −ap
e−pv F(v).1 dv
0
= e−ap L [F(t)]
L [F(t − a)u(t − a)] = e−ap f (p).


π π
cos(t − 3 ), if t >



 3
g(t) = 

π

if t <

0,


3
Solution. Let f (t) = cos t.
p
∴ L [ f (t)] = L [cos t] = = F(p).
p2 +1
Now  
π π π π
 f (t − 3 ), if t > if t >
 
cos(t − 3 ),


 


3 3
g(t) =  =
 
π π
 
if t < if t <
 
0,


3
0,


3
Applying second shifting theorem, we get

πp
− πp
h p i pe− 3
L [g(t)] = e 3 = .
p2 + 1 p2 + 1


if t >
 2π 2π
cos(t − ),


 3 3
g(t) = 


if t < 2π

0,


3

2.6. Change of Scale of Property 37
Solution. Let f (t) = cos t.
p
∴ L [ f (t)] = L [cos t] = = F(p).
p2 +1
Now  
π
if t > if t >
 2π
 2π 2π
 f (t − ), cos(t − ),


 


3 3 3 3
g(t) =  =
 
π
 
if t < if t < 2π
 
0,


3
0,


3
2πp
− 2πp
h p i pe− 3
L [g(t)] = e 3 = 2 .
p2 + 1 p +1
Example 2.5.3. Find the Laplace transform of (i) (t − 2)3 u(t − 2); (ii) e−3t u(t − 2).
Solution. Let F(t) = t3 .

3! 6
L [F(t)] = L [t3 ] = 4
= 4 = f (p).
p p
6
L [(t − 2)3 u(t − 2)] = e−2p . .
p4
(ii)
L [e−3t u(t − 2)] = L [e−3(t−2) e−6 u(t − 2)].
Let F(t) =−3t . Then L [F(t)] = 1

p+3
.
Applying second shifting theorem, we have
1 e−2(p+3)
L [e−3t u(t − 2)] = e−6 L [e−3t u(t − 2)] = e−6 e−2p . = .
p+3 p+3
2.6 Change of Scale of Property

h pi
Theorem 2.6.1. If L [F(t)] = f (p), then (i) L [F(at)] = 1a f a
, (ii) L [F( at )] = a f (ap).

Proof. (i) By definition,

Z ∞
Z0 ∞
L [F(at)] = e−pt F(at)dt
0
Put at = u, so that dt = 1a du. When t = 0, u = 0 and when t → ∞, u → ∞.

Z ∞
u du
L [F(at)] = e−p( a ) F(u)
0 a
1 ∞ −( ap )u
Z
= e F(u)du
a 0
1 h pi
L [F(at)] = f .
a a
(ii) Replace a by t
a
in (i), we get L [F( at )] = a f (ap).
Example 2.7.1. Find L [sin2 at] using change of scale of property.
Solution.
1 − cos 2at
sin2 at =
2
1
L [sin2 at] = L [(1 − cos 2at)]
2
1 1 1
= . − L [cos 2at]
2 p 2
Let f (t) = cos t, then F(p) = p

p2 +1
, and using change of scale of property, we have
p
1 p
L [cos 2at] = 2a
= 2 .
2a ( 2a ) + 1 p + 4a2
p 2
Hence
1 1 p 2a2
L [sin2 at] = − . 2 = .
2p 2 p + 4a2 p(p2 + 4a2 )

3
− p+1
1
Example 2.7.2. If L [F(t)] = 1p e− p , prove that L [e−t F(3t)] = e
p+1
.
Solution.
1 − 1p
L [F(t)] = e
p
By the change of scale of property, we have
1 p 1 3 − 3p 1 − 3p
L [F(3t)] = f = . e = e .
3 3 3 p p
Now,
h1 3 i
L [e−t F(3t)] = e− p ,
p p→p+1
by first shifting theorem.

1 − p+1
3
∴ L [e−t F(3t)] = e .
p+1
9p2 −12p+15
Example 2.7.3. If L [F(t)] = (p−1)3
, find L [F(3t)] using change of scale property.
9p2 −12p+15
Solution. Given L [F(t)] = (p−1)3
= f (p).
By change of scale of property,
1 p 1 9( 3 )2 − 12( 3 ) + 15 9(p2 − 4p + 15)

p p
L [F(3t)] = F = = .
3 3 3 ( 3p − 1)3 (p − 3)3
p2 −p+1
Example 2.7.4. Applying change of scale of property, if L [F(t)] = (2p+1)2 (p−1)
then show that
p2 −2p+4
L [F(2t)] = 4(p+1)2 (p−2)
.
p2 −p+1
Solution. Given L [F(t)] = (2p+1)2 (p−1)
= f (p).
By change of scale of property,
1 p 1 ( 2 )2 − ( 2 ) + 1
p p
1 (p2 − 2p + 4)
L [F(2t)] = f = = .
2 2 2 (2 2p + 1)2 ( 2p − 1) 4 (p + 1)2 (p − 2)

40 2.8. Exercises
2.8 Exercises
A. Find the Laplace transform of the following functions:

(1)t3 e−3t ; (2) e−t (3 cos 5t − 4 sin 5t); (3) e2t (3 sinh 2t − 5 cosh 2t);
e−at tn−1
(4) (n−1)!
; (5) e−at sinh bt; (6) e−t cos2 t;
(7) cosh at cos at; (8) sinh 3t cos2 t; (9) (1 + te−t )3 ;
(10) e−t sin t cos t; (11) et cos 4t sin t; (12) (t − 1)3 u(t − 1);
(13) e−2t 1 − u(t − 1).
B. Find the Laplace transform of

π π
cos(t − 4 ), if t >



 4
g(t) = 

π

if t <

0,


4
C. Find the Laplace transform of


π π
sin(t − 3 ), if t >



 3
f (t) = 

π

if t <

0,


3
D.If L [ f (t)] = 20−4p

p2 −4p+20
then find (i) L [ f (3t)] (ii) L [e−t f (2t)].
Answers
6 3p−17 16−5p
A. (1) (p+3)4; (2) p2 +2p+26
; (3) p2 −4p
;
1 b p +2p+3
2
(4) (p+a)n
; (5) (p+a)2 −b2
; (6) (p+1)(p2 +2p+5)
;
p3 p2 −13
h i
(7) p4 +4a4
; (8) 3 1
2 p2 −9
+ p4 −10p 2 +169 ; (9) 1
p
+ 3
(p+1)2
+ 6
(p+2)3
+ 6
(p+3)4
;
1 3 1 6e−p
(10) p2 +2p+5
; (11) p2 −2p+37
− p2 −2p+5
; (12) p4
;
1−e−(p+2)
(13) p+2
.
3πp −πp
e− 4
B. p2 +1
. C. e 3
p2 +1
.
D. (i) 60−4p
p2 −12p+80
; (ii) 4(9−p)
p2 −6p+73
.

UNIT-I
Lesson 3
LAPLACE TRANSFORM OF
DERIVATIVES AND INTEGRALS
Learning Objectives
• find Laplace transform of derivatives and integrals
• solve problems using Laplace of derivatives and integrals
• use initial and final value theorems
• solve problems using initial and final value theorems

h F(t) i
• solve problems based on L [tn F(t) and L t
• evaluate integrals using Laplace transform.
3.1 Laplace Transform of Derivatives
I
n this Lesson, we study the Laplace transform of derivatives, initial and final value theorems
with worked out sample problems.
Theorem 3.1.1. If F(t) is continuous and of exponential order and if F 0 (t) is sectionally

42 3.1. Laplace Transform of Derivatives
continuous then the Laplace transform of F 0 (t) is given by L [F 0 (t)] = p f (p) − F(0), where
L [F(t)] = f (p).
Z ∞
Z0 ∞
L [F (t)] =
0
e−pt F 0 (t)dt
0
Z q
= lim e−pt d(F(t))
q→∞ 0
Let u = e−pt , then du = −pe−pt dt.

dv = d(F(t)), v = F(t)dt
h q Z q i
L [F (t)] = lim e F(t) −
0 −pt
(−pe−pt )F(t)dt
q→∞ 0
0
h Z q i
= lim e F(t) − F(0) + p
−pq
e−pt F(t)dt .
q→∞ 0
Since F(t) is of exponential order, limt→∞ e−pt F(t) = 0.

Z ∞
∴ L [F (t)] = 0 − F(0) + p
0
e−pt F(t)dt
0
= −F(0) + pL [F(t)]
L [F 0 (t)] = p f (p) − F(0).
Note. The Laplace transform of the second order derivative F 00 (t) is similarly obtained.
Theorem 3.1.2. L [F 00 (t)] = p2 L [F(t)] − pF(0) − F 0 (0)
Proof. We have L [G0 (t)] = pL [G(t)] − G(0).

3.2. Initial Value Theorem 43
Let G(t) = F 0 (t). Then
L [F 00 (t)] = pL [F 0 (t)] − F 0 (0)
= p[pL [F(t)] − F(0)] − F 0 (0)
= p2 L [F(t)] − pF(0) − F 0 (0)
L [F 00 (t)] = p2 f (p) − pF(0) − F 0 (0).
Similarly we can prove that L [F n (t)] = pn f (p) − pn−1 F(0) − pn−2 F 0 (0) − .... − F n−1 (0).
Note. L [F n (t)] = pn f (p), if F 0 (0) = 0, F 00 (0) = 0, ...F n−1 (0) = 0.
3.2 Initial Value Theorem
Theorem 3.2.1. Let F(t) be a continuous for all t ≥ 0 and be of exponential order as t → ∞. If
F 0 (t) is of class A then limt→0 F(t) = lim p→∞ pL [F(t)] = lim p→∞ p f (p).
Proof. By the theorem of Laplace transform of derivatives, we have

Z ∞
L [F (t)] =
0
e−pt F 0 (t)dt = p f (p) − f (0).
0
Since F 0 (t) is sectionally continuous and of exponential order, we have

Z ∞ Z ∞ Z ∞
lim −pt
e F (t)dt =
0
lim e −pt
F (t)dt =
0
0. F 0 (t)dt = 0.
p→∞ 0 0 p→∞ 0

44 3.3. Final Value Theorem
∴ lim L [F 0 (t)] = lim p f (p) − F(0)

p→∞ p→∞
0 = lim p f (p) − F(0)

p→∞
F(0) = lim p f (p)

p→∞
i.e., lim F(t) = lim p f (p)

t→0 p→∞
Note. If F(t) fails to be continuous at t = 0, but limt→0 F(t) exists then the result still holds.
3.3 Final Value Theorem
Theorem 3.3.1. Let F(t) be a continuous for all t ≥ 0 and be of exponential order as t → ∞. If
F 0 (t) is of class A then limt→∞ F(t) = lim p→0 L [F(t)] = lim p→0 p f (p).
Proof. By the theorem of Laplace transform of derivatives, we have

Z ∞
L [F (t)] =0
e−pt F 0 (t)dt = p f (p) − F(0).
0
Taking limit as p → 0 on both sides, we get
Z ∞
lim e−pt F 0 (t)dt = lim p f (p) − F(0)
p→0 0 p→0
Z ∞
lim e−pt F 0 (t)dt = lim p f (p) − F(0)
0 p→0 p→0
Z ∞
F 0 (t)dt = lim p f (p) − F(0)
0 p→0

0 = lim p f (p) − F(0)

[F(t)]∞
p→0
lim F(t) − F(0) = lim p f (p) − F(0)

t→∞ p→0
lim F(t) = lim p f (p).

t→∞ p→0
Note. If F(t) fails to be continuous at t = 0, but limt→0 F(t) exists then the result still holds.
Example 3.4.1. Using the theorem on transform of derivatives, find the Laplace transform of the
following functions:
(i) eat ; (ii) cos at; (iii) t sin at.
Solution. (i) Let F(t) = eat . Then F 0 (t) = aeat and F(0) = 1.
Now
L [F 0 (t)] = p f (p) − F(0)
L [aeat ] = pL [eat ] − 1
aL [eat ] − pL [eat ] = −1
(a − p)L [eat ] = −1
1
L [eat ] = −
a− p
1
L [eat ] = .
p−a
(ii) Let F(t) = cos at. Then F 0 (t) = −a sin at, F 00 (t) = −a2 cos at.
L [F 00 (t)] = p2 L [F(t)] − pF(0) − F 0 (0)

L [−a2 cos at] = p2 L [cos at] − p.1 − 0, since F(0) = 1 and F 0 (0) = 0.
−a2 L [cos at] − p2 L [cos at] = −p
(p2 + a2 )L [cos at] = p

p
L [cos at] = .
p2 + a2
(iii) Let F(t) = t sin at. Then F 0 (t) = sin at + at cos at, F 00 (t) = a cos at + a[cos at − at sin at] =
2a cos at − a2 t sin at.
F(0) = 0 and F 0 (0) = 0.
L [F 00 (t)] = p2 L [F(t)] − pF(0) − F 0 (0)
L [2a cos at − a2 t sin at] = p2 L [t sin at] − 0 − 0
2aL [cos at] − a2 L [t sin at] − p2 L [t sin at] = 0
2aL [cos at] − (a2 + p2 )L [t sin at] = 0

p
(a2 + p2 )L [t sin at] = 2a.
+ a2 p2
2ap
L [t sin at] = .
(p + a2 )2
2
√ √ √
π 1
√
Example 3.4.2. Evaluate L [ cos√t t ] (or) If L [sin t] = 3 e
− 4p
, find L [ cos√t t ].
2p 2
√ √
Solution. Let F(t) = sin t. Then F 0 (t) = 1√
2 t
cos t. Also F(0) = 0.
Now
L [F 0 (t)] = pL [F(t)] − F(0)

q√
h cos ti √
L √ = pL [sin t] − 0
2 t

3.5. Exercises 47
q√
√
1 hcos ti π 1
L √ = p. 3 e− 4p
2 t 2p 2
q√
√
hcos ti π − 4p1
L √ = 1
e
t 2p 2
q√
ti π − 4p1
hcos r
L √ = e .
t p
h q i
Example 3.4.3. If L 2 πt = 1
3 show that L [ √1tπ ] = √1 .
p
p2
q
Solution. Let F(t) = 2 t
π
. Then F 0 (t) = √2 . 1√
π 2 t
= √1
πt
and F(0) = 0.
L [F 0 (t)] = pL [F(t)] − F(0)

r
h 1 i t
L √ = pL [2 ]−0
πt π
2p √
= √ L [ t]
π

2p 2Γ 3
= √
π p 32

1
2p 2 2Γ 1
= √
π p 32
√
p π
= √ 3
πp 2
h 1 i 1
L √ = √ .
πt p
3.5 Exercises
Using the theorem on transform of derivatives, evaluate:

2
(1) If L [t sin at] = (p22ap
+a2 )2
, then prove that L [sin at + at cos at] = (p2ap 2 +a2 )2
h t(1−cos ωt) i 2 +ω2
ωt
h i
(2) Given L 1−cos ω2
= p(p21+ω2 ) , show that L ω2
= p2 (p2 +ω2 )2 .
3p

48 3.6. Laplace Transform of Integrals
3.6 Laplace Transform of Integrals

hR t i
Theorem 3.6.1. If L [F(t)] = f (p) then L 0
F(u)du = 1
p
f (p).
Rt
Proof. Let G(t) = 0
F(u)du. Then
Z t Z 0
dh i
g (t) =
0
F(u)du = F(t) and G(0) = f (u)du = 0.
dt 0 0
Taking Laplace transform on both sides, we get
L [G0 (t)] = L [F(t)].
But
L [G0 (t)] = pL [G(t)] − G(0) = pL [G(t)] − 0
∴ L [G0 (t)] = L [F(t)]
pL [G(t)] = L [F(t)]
1
L [G(t)] =
L [F(t)]
p
hZ t i 1 1
L F(u)du = L [F(t)] = f (p).
0 p p
hR t R t i
Note. Similarly if L [F(t)] = f (p) then L 0 0 F(u)dudu = 1
p2
f (p).
hR t R t R t i
In general, L 0 0 .... 0 F(u)dudu.....du = p1n f (p).

hR t i
Example 3.7.1. Find L 0
e−t cos tdt .

3.8. Note on Differentiation under the Integral Sign 49
Solution. Let F(t) = e−t cos t. Then
h p i p+1
L [F(t)] = L [e−t cos t] = L [cos t] p→p+1 = = = f (p)
p2 + 1 p→p+1 (p + 1)2 + 1
Using the Laplace transform of integral, we have
hZ t
i 1
L F(u)du = f (p)
0 p
hZ t i 1 p+1
L e−u cos u du = . 2 .
0 p p + 2p + 2
hR t R t i
Example 3.7.2. Find L 0 0
cosh au du du .
Solution. Let F(t) = cosh at. Then
p
L [F(t)] = L [cosh at] = = f (p).
p2 − a2
Using the theorem on Laplace transform of integral, we have
hZ t i 1 p
L cosh au du = . 2
0 p p − a2
hZ t i 1
L cosh au du =
0 p2 − a2
hZ t Z t i 1 1 1
Applying again, L cosh au dudu = . 2 = .
0 0 p p − a2 p(p2 − a2 )
3.8 Note on Differentiation under the Integral Sign

Rb
The value of a definite integral f (x, α)dx is a function of α (called parameter), F(α) say.
a
Rb
To find the derivative of F(α), first we have to evaluate the definite integral a f (x, α)dx and
then differentiate F(α) with respect to α. However, it is not always possible to first evaluate
the integral and then to find its derivatives. Such problem are solved by reversing the order of

50 3.9. Laplace Transform of tn F(t)
integration and differentiation i.e., first differentiate f (x, α) partially with respect to α and then
integrate it.
∂
Leibnitz’s Rule: If f (x, α) and ∂α
[ f (x, α)] be continuous functions of x and α, then
b b
∂
Z Z
dh i
f (x, α)dx = [ f (x, α)]dx.
dx a a ∂x
3.9 Laplace Transform of tn F(t)
1. Multiplication by t.
Theorem 3.9.1. If F(t) is sectionally continuous and of exponential order and if L [F(t)] = f (p)
then L [tF(t)] = − ddp f (p) = − f 0 (p).
Proof. We have Z ∞
L [F(t)] = f (p) = e−pt F(t)dt.
0
Then by Leibnitz’s rule for differentiation under the integral sign, we have
Z ∞
df d
= e−pt F(t)dt
dp dp 0
∂ −pt
Z ∞
= e F(t)dt
∂p
Z0 ∞
df
= −te−pt F(t)dt
dp 0
Z ∞
df
= − e−pt [tF(t)]dt
dp 0
= −L [tF(t)]
df
Thus L [tF(t)] = − = − f 0 (p).
dp

3.9. Laplace Transform of tn F(t) 51
2. Multiplication by tn
Theorem 3.9.2. If F(t) is sectionally continuous and of exponential order and if L [F(t)] = f (p)
n
then L [tn F(t)] = (−n)n ddpn f (p), where n = 1, 2, 3, ...
Proof. We will use mathematical induction to prove the result.

R∞
By definition, we have f (p) = L [F(t)] = 0 e−pt F(t)dt.
Differentiating with respect to p, we get
Z ∞
d d
[ f (p)] = e−pt F(t)dt
dp dp
Z ∞ 0
∂ −pt
= e F(t)dt, by Leibnitz’s rule for differentiation under the integral sign
0 ∂p
Z ∞
= −te−pt F(t)dt
0
Z ∞
= − e−pt [tF(t)]dt
0
= −L [tF(t)]
d
T hus L [tF(t)] = (−1) [ f (p)],
dp
which proves the result for n = 1.

Now assume that the result is true for n = m (say), so that
∞
dm
Z
e−pt [tm F(t)]dt = (−1)m [ f (p)].
0 d pm
Again differentiating with respect to p,
d h ∞ −pt m dm+1
Z i
e [t F(t)]dt = (−1)m m+1
dp 0 dp
∂ −pt m
Z ∞
dm+1
[e ][t F(t)]dt = (−1)m m+1 , by Leibnitz’s rule
0 ∂p dp

∞
dm+1
Z
[−te−pt ][tm F(t)]dt = (−1)m
0 d pm+1
Z ∞
dm+1
− e−pt [tm+1 F(t)]dt = (−1)m m+1
dp
Z0 ∞
dm+1
e−pt [tm+1 F(t)]dt = (−1)m+1 m+1
0 dp
This shows that, if the result is true for n = m, it is also true for n = m + 1. Thus, by the method
of mathematical induction the result is true for all values of n, where n is a positive integer.
dn
∴ L [tn F(t)] = (−n)n f (p).
d pn
Problems based on L [tn F(t)]
Example 3.10.1. Find (i) L [t sin at] (ii) L [t cos at].
Solution. (i)
d
L [t sin at] = − L [sin at]
dp
d h a i
= −
d p p2 + a2
h 1 i
= −a − 2 (2p)
(p + a2 )2
2ap
L [t sin at] = .
(p + a2 )2
2

(ii)
d
L [t cos at] = − L [cos at]
dp
d h p i
= −
d p p2 + a2
h (p2 + a2 )(1) − p(2p) i
= −
(p2 + a2 )2
a2 − p2
L [t cos at] = − 2
(p + a2 )2
p2 − a2
L [t cos at] = .
(p2 + a2 )2
Example 3.10.2. Find (i) L [sin at − at cos at] (ii) L [t sin 3t cos 2t].
Solution. (i)
L [sin at − at cos at] = L [sin at] − aL [t cos at]

a d
= − a(−1) L [cos at]
p2 +a 2 dp
a d h p i
= + a
p2 + a2 d p p2 + a2
a h (p2 + a2 )(1) − p(2p) i
= + a
p2 + a2 (p2 + a2 )2
a h a2 − p2 i
= + a
p2 + a2 (p2 + a2 )2
ap2 + a3 + a3 − ap2
=
(p2 + a2 )2
2a3
L [sin at − at cos at] = .
(p2 + a2 )2

(ii)
d
L [t sin 3t cos 2t] = − L [sin 3t cos 2t]
dp
d h sin 5t + sin t i
= − L
dp 2
1 d h 5 1 i
= − +
2 d p p2 + 25 p2 + 1
1h 1 1 i
= − 5. − 2 (2p) − (2p)
2 (p + 25)2 (p2 + 1)2
5p p
L [t sin 3t cos 2t] = + 2 .
(p + 25)
2 2 (p + 1)2
Example 3.10.3. Find (i) L [t2 cos 3t]; (ii) L [t2 sin 2t].
Solution. (i)
d2
L [t2 cos 3t] = L [cos 3t]
d p2
d2 h p i
=
d p2 p2 + 9
d h (p2 + 9)(1) − p(2p) i

L [t2 cos 3t] =
dp (p2 + 9)2
d h 9 − p2 i
=
d p (p2 + 9)2
(p2 + 9)2 (−2p) − (9 − p2 ).2(p2 + 9)(2p)
=
(p2 + 9)4
(p2 + 9)[(p2 + 9)(−2p) − 4p(9 − p2 )]
=
(p2 + 9)4
−2p3 − 18p − 36p + 4p3
=
(p2 + 9)3
2p3 − 54p
L [t2 cos 3t] = .
(p2 + 9)3

(ii)
d2
L [t2 sin 2t] = L [sin 2t]
d p2
d2 h 2 i
=
d p2 p2 + 4
d h 1 i
= 2 − 2 (2p)
dp (p + 4)2
h (p2 + 4)2 (1) − p(2(p2 + 4)2p) i
= −4
(p2 + 4)4
h (p2 + 4)[(p2 + 4) − 4p2 ] i
= −4
(p2 + 4)4
2
h 4 − 3p i
= −4 2
(p + 4)3
4(3p2 − 4)
L [t2 sin 2t] = .
(p2 + 4)3

(i) t(3 sin 2t − 2 cos 2t) (ii) (t2 − 3t + 2) sin 3t.
Solution. (i)
d
L [t(3 sin 2t − 2 cos 2t)] = − L [3 sin 2t − 2 cos 2t]
dp
d h 6 2p
= − − ]
d p p2 + 4 (p2 + 4)
d 6 − 2p i
L [t(3 sin 2t − 2 cos 2t)] = −
d p p2 + 4
h (p2 + 4)(−2) − (6 − 2p)(2p) i

L [t(3 sin 2t − 2 cos 2t)] = −
(p2 + 4)2
h −2p − 8 − 12p + 4p2 i
2
= −
(p2 + 4)2
h 2p2 − 12p − 8 i
= −
(p2 + 4)2
2(6p + 4 − p2 )
L [t(3 sin 2t − 2 cos 2t)] = .
(p2 + 4)2

(ii)
L [(t2 − 3t + 2) sin 3t] = L [t2 sin 3t] − 3L [t sin 3t] + 2L [sin 3t] (3.10.1)
3
L [sin 3t] = .
p2 +9
d
L [t sin 3t] = − L [sin 3t]
dp
d h 3 i
= −
d p p2 + 9
h 1 i
= −3 − 2 (2p)
(p + 9)2
6p
L [t sin 3t] = .
(p + 9)2
2
d2
L [t2 sin 3t] = L [sin 3t]
d p2
d2 h 3 i
=
d p2 p2 + 9
d h 6p i
= − 2
dp (p + 9)2
(p2 + 9)2 (−6) + 6p.2(p2 + 9)2p
=
(p2 + 9)4
(p2 + 9)[(p2 + 9)(−6) + 24p2 ]
=
(p2 + 9)4
−6p2 − 54 + 24p2
=
(p2 + 9)3
18p2 − 54
L [t2 sin 3t] = .
(p2 + 9)3
Using L [sin 3t], L [t sin 3t] and L [t2 sin 3t] in (3.10.1), we get
18p2 − 54 6p 3
L [(t2 − 3t + 2) sin 3t] = + 2 + 2 .
(p + 9)
2 3 (p + 9) 2 p +9
Problems based on tn eat F(t)


(i) te−t cosh t; (ii) te2t sin 3t.
(i)
L [te−t cosh t] = L [t cosh t] p→p+1 , by first shifting theorem (3.10.2)
d h p i
L [t cosh t] = −
d p p2 − 1
(p2 − 1)(1) − p(2p)
= −
(p2 − 1)2
p +1
2
L [t cosh t] =
(p2 − 1)2
h p2 + 1 i (p + 1)2 + 1 p2 + 2p + 2
(3.10.2) ⇒ L [te−t cosh t] = = = .
(p2 − 1)2 p→p+1 ((p + 1)2 − 1)2 (p2 + 2p)2
(i) (1 + te−t )2 ; (ii) te−t sin t.
Solution. (i)
(1 + te−t )2 = 1 + 2te−t + t2 e−2t
L [(1 + te−t )2 ] = L [1 + 2te−t + t2 e−2t ]
= L [1] + 2L [te−t + L [t2 e−2t ]

1 d h 1 d2 h 1 i
= −2 ]+ 2
p dp p + 1 dp p + 2
1 1 d h 1
= − 2[− ] + − ]
p (p + 1)2 dp (p + 2)2
1 2 2
L [(1 + te−t )2 ] = + + .
p (p + 1) 2 (p + 2)3
(ii)
L [te−t sin t] = L [t sin t] p→(p+1) (3.10.3)

d
L [t sin t] = − L [sin t]
dp
d h 1 i
= −
d p p2 + 1
h 1 i
= − − 2 (2p)
(p + 1)2
2p
L [t sin t] =
(p + 1)2
2
h 2p i 2)(p + 1) 2(p + 1)
(3.10.3) ⇒ L [te−t sin t] = = = 2 .
(p + 1) p→(p+1) ((p + 1) + 1)
2 2 2 2 (p + 2p + 2)2
(i) t2 e−2t cos t; (ii) t3 e2t sin t.
Solution. (i)
L [t2 e−2t cos t] = L [t2 cos t] p→p+2 (3.10.4)
d2
L [t2 cos t] = L [cos t]
d p2
d2 h p i
=
d p2 p2 + 1
d h (p2 + 1)(1) − p(2p) i
=
dp (p2 + 1)2
d h 1 − p2 i
=
d p (p2 + 1)2
(p2 + 1)2 (−2p) − (1 − p2 )2(p2 + 1)(2p)
=
(p2 + 1)4
(p + 1)[(p + 1)(−2p) − 4p(1 − p2 )]
2 2
=
(p2 + 1)4
−2p − 2p − 4p + 4p3
3
=
(p2 + 1)3
2p3 − 6p
L [t2 cos t] =
(p2 + 1)3

h 2p3 − 6p i
(3.10.4) ⇒ L [t2 e−2t cos t] =
(p2 + 1)3 p→p+2
2(p + 2)3 − 6(p + 2)
L [t2 e−2t cos t] =
((p + 2)2 + 1)3
2(p + 2)((p + 2)2 − 3)

L [t2 e−2t cos t] =
(p2 + 4p + 5)3
2(p + 2)(p2 + 4p + 1)
L [t2 e−2t cos t] = .
(p2 + 4p + 5)3
(ii)
L [t3 e2t sin t] = L [t3 sin t] p→p−2 (3.10.5)
d3
L [t3 sin t] = (−1)3 L [sin t]
d p3
d3 h 1 i
= −1
d p3 p2 + 1
d2 h 2p i
= −1 2 − 2
dp (p + 1)2
d h (p2 + 1)2 (1) − p.2(p2 + 1)(2p) i
= 2
dp (p2 + 1)4
d h (p + 1)[p + 1 − 4p2 ] i
2 2
= 2
dp (p2 + 1)4
d h 1 − 3p2 i
= 2
d p (p2 + 1)3
h (p2 + 1)3 (−6p) − (1 − 3p2 )3(p2 + 1)2 (2p) i
= 2
(p2 + 1)6
h (p2 + 1)2 [(p2 + 1)(−6p) − 6p(1 − 3p2 )] i
= 2
(p2 + 1)6
h −6p3 − 6p − 6p + 18p3 i
= 2
(p2 + 1)4
h 12p3 − 12p i
= 2
(p2 + 1)4
24p(p2 − 1)
L [t3 sin t] =
(p2 + 1)4

h 24p(p2 − 1) i
(3.10.5) ⇒ L [t3 e2t sin t] =
(p2 + 1)4 p→p−2
24(p − 2)((p − 2)2 − 1)
=
((p − 2)2 + 1)4
24(p − 2)(p2 − 4p + 3)
L [t3 e2t sin t] = .
(p2 − 4p + 5)4
Example 3.10.8. Find L [teat sin bt].
Solution.
L [teat sin bt] = L [t sin at] p→p−a (3.10.6)
d
L [t sin bt] = − L [sin bt]
dp
d h b i
= −
d p p2 + b2
h 1 i
= − −b 2 (2p)
(p + b2 )2
2bp
L [t sin bt] =
(p + b2 )2
2
h 2bp i
(3.10.6) ⇒ L [teat sin bt] =
(p2 + b2 )2 p→p−a
2b(p − a)
L [teat sin bt] =
((p − a)2 + b2 )2
hR t i
te−t sin 4tdt .
Solution.
hZ t i 1
L te−t sin 4tdt = .L [te−t sin 4t] (3.10.7)
0 p
L [te−t sin 4t] = L [t sin 4t] p→p+1 (3.10.8)

d
dp
d h 4 i
= −
d p p2 + 16
h 1 i
= − −4 2 (2p)
(p + 16)2
8p
L [t sin bt] =
(p + 16)2
2
h 8p i
(3.10.8) ⇒ L [te−t sin 4t] =
(p2 + 16)2 p→p+1
8(p + 1)
=
((p + 1)2 + 16)2
8(p + 1)
L [te−t sin 4t] =
(p + 2p + 17)2
2
hZ t i 1 8(p + 1)
(3.10.7) ⇒ L te−t sin 4tdt = . 2
0 p (p + 2p + 17)2
h t 8(p + 1)
Z i
L te−t sin 4tdt = .
0 p(p + 2p + 17)2
2
hR t i
te−t sin 2tdt .
Solution.
hZ t i 1
L te−t sin 2tdt = .L [te−t sin 2t] (3.10.9)
0 p
L [te−t sin 2t] = L [t sin 2t] p→p+1 (3.10.10)
d
dp
d h 2 i
= −
d p p2 + 4
h 1 i
= − −2 2 (2p)
(p + 4) 2
4p
L [t sin bt] =
(p + 4)2
2

h 4p i
(3.10.10) ⇒ L [te−t sin 2t] =
(p2 + 4)2 p→p+1
4(p + 1)
=
((p + 1)2 + 4)2
8(p + 1)
L [te−t sin 2t] =
(p + 2p + 5)2
2
hZ t i 1 4(p + 1)
(3.10.9) ⇒ L te−t sin 2tdt = . 2
0 p (p + 2p + 5)2
hZ t i 4(p + 1)
L te−t sin 2tdt = .
0 p(p + 2p + 5)2
2
√
1 π 1
Example 3.10.11. If L [t 2 ] = 3 then find L [t− 2 ].
2p 2
1
Solution. Let F(t) = t− 2 .
We have L [tF(t)] = − ddp [ f (p)]
1 d
L [t.t− 2 ] = − ( f (p))
dp
1 d
L [t 2 ] = − ( f (p))
dp
√
π d
3
= − ( f (p))
2p 2 dp
√
d π
( f (p)) = − 3
dp 2p 2
√ Z
π dp
f (p) = − 3
2 p2
√
π 2
=
2 p 12
π
r
L [F(t)] =
p
π
r
1
i.e., L [t− 2 ] = .
p

3.11. Division by t 63
3.11 Division by t
h F(t) i R∞
Theorem 3.11.1. If L [F(t)] = f (p) then L t
= 0
f (p)d p, provided the integral exists.
Proof. By the definition, Z ∞

f (p) = L [F(t)] = e−pt F(t)dt
0
Integrating on both sides with respect to p from p = p to p = ∞, we get

Z ∞ Z ∞ hZ ∞ i
f (p)d p = e−pt F(t)dt d p
p p 0
Interchanging the order of integration in the repeated integrals as p and t are independent
variables, we have
Z ∞ Z ∞ Z ∞
f (p)d p = F(t) e−pt d pdt
p 0 p
Z ∞ hZ ∞ i
= F(t) e−pt d p dt
0 p
Z ∞ Z ∞ h e−pt i∞
f (p)d p = F(t) dt
p 0 −t p
Z ∞ Z ∞ h 0 − e−pt i
f (p)d p = F(t) dt
p 0 −t
Z ∞
e−pt
= F(t) dt
0 t
Z ∞ h F(t) i
= e−pt dt
0 t
Z ∞ h F(t) i
f (p)d p = L
p t
h F(t) i Z ∞
Hence L = f (p)d p.
t p

Note. The result can be extended to repeated integration of the transformation.

h F(t) i
Problems based on L t

(i) sin t
t
; (ii) sin at
t
.
Solution. We know that

h F(t) i Z ∞
L = f (p)d p.
t p
(i)
h sin t i Z ∞
L = L [sin t]dt
t p
Z ∞
1
= dt
p p2 +1
= [tan−1 p]∞
p
= tan−1 (∞) − tan−1 (p)

π
= − tan−1 (p)
2
= cot−1 (p)
h sin t i 1
L = tan−1 .
t p
(ii)
h sin at i h sin at i
L = aL (3.12.1)
t at
Let F(t) = sin t
t
. Then
h sin t i
L [F(t)] = L = cot−1 (p),
t

by using (i).
h sin at i 1 −1 p
L = cot ,
at a a
by change of scale of property.
h sin at i 1 p p
∴ (3.12.1) ⇒ L = a. cot−1 = cot−1 .
t a a a
h i
e−at −e−bt
Example 3.12.2. Find L t
.

h F(t) i Z ∞
L = f (p)d p.
t p
h e−at − e−bt i Z ∞
L = L [e−at − e−bt ]d p
t p
Z ∞ h 1 1 i
= − dp
p p+a p+b
h i∞
= log(p + a) − log(p + b)
p
h p + a i∞
= log
p+b p
h p(1 + ap ) i∞
= log
p(1 + bp ) p
h (1 + ap ) i∞
= log
(1 + bp ) p
(1 + ap )
= log 1 − log[ ]
(1 + bp )
h p + ai
= − log
p+b
h e−at − e−bt i h p + bi
L = log .
t p+a
h i
Example 3.12.3. Show that L cos at
t
does not exist.

Solution.
h cos at i Z ∞
L = L [cos at]d p
t p
Z ∞
p
= dp
p p2 + a2
1
= log(p2 + a2 )∞
p
2
h cos at i 1
L = [log(∞) − log(p2 + a2 )],
t 2
does not exist.

h i
Example 3.12.4. Find L sin 3t cos t
t
.
Solution.
h sin 3t cos t i Z ∞
L = L [sin 3t cos t]d p
t p
Z ∞
1
= L [sin 4t + sin 2t]d p
p 2
1 ∞h 4
Z
2 i
= + dp
2 p p2 + 16 p2 + 4
1 h 1 −1 p 1 p i∞
= 4. tan + 2. tan−1
2 4 4 2 2 p
1 h p p i
= tan−1 (∞) + tan−1 (∞) − tan−1 + tan−1
2 4 2
1 h π π −1 p p i
= + − tan + tan−1
2 2 2 4 2
h sin 3t cos t i π 1 −1 p p
L = − tan + tan−1 .
t 2 2 4 2
h i
Example 3.12.5. Find L cos 2t−cos 3t
t
.
Solution.
h cos 2t − cos 3t i Z ∞
L = L [cos 2t − cos 3t]d p
t p

Z ∞
p p i h
− = dp
p p2 + 4 p2 + 9
1 ∞ h 2p
Z
2p i
= − dp
2 p p2 + 4 p2 + 9
h cos 2t − cos 3t i 1
L = [log(p2 + 4) − log(p2 + 9)]∞
p
t 2
h cos 2t − cos 3t i 1h p2 + 4 i∞

L = log 2
t 2 p +9 p
1h p2 (1 + p42 ) i∞
= log 2
2 p (1 + p29
) p
1h 1 + 4
p2 ∞
i
= log
2 1+ 9
p2
p
1h 1 + p2 i
4
= log 1 − log
2 1 + p2
9
1h p2 + 4 i
= 0 − log 2
2 p +9
1 p + 9
2
= log 2
2 p +4
h cos 2t − cos 3t i p2 + 9 12
L = log 2 .
t p +4
h i
1−et
.
Solution.
h 1 − et i Z ∞
L = L [1 − et ]d p
t p
Z ∞ h1
1 i
= dp −
p p p−1
h i∞
= log p − log(p − 1)
p
h p i∞
= log
p−1 p

h p i∞
= log
p(1 − 1p ) p
h 1 i∞
= log
(1 − 1p ) p
1
= log 1 − log
1 − 1p
p
= 0 − log
p−1
h 1 − et i p − 1
L = log .
t p
hR t i
1−e−t
Example 3.12.7. Find L 0 t
dt .
Solution.
h Z t 1 − e−t i 1 h 1 − e−t i
L dt = .L (3.12.2)
0 t p t
h 1 − e−t i Z ∞
L = L [1 − e−t ]d p
t p
Z ∞ h1 1 i
= − dp
p p p+1
h i∞
= log p − log(p + 1)
p
h p i∞
= log
p+1 p
h p i∞
= log
p(1 + 1p ) p
h 1 i∞
= log
(1 + 1p ) p
1
= log 1 − log
1 + 1p
p
= 0 − log
p+1
h 1 − e−t i p + 1
L = log
t p

h Z t 1 − e−t i 1 p + 1
∴ (3.12.2) ⇒ L dt = log .
0 t p p
hR t i
et sin t
Example 3.12.8. Find L 0 t
dt .
Solution.
h Z t et sin t i 1 h et sin t i
L dt = .L (3.12.3)
0 t p t
h et sin t i h sin t i
L =L (3.12.4)
t t p→(p−1)
h sin t i Z ∞
L = L [sin t]d p
t p
h sin t i h i∞
L = tan−1 (p)
t p
= tan−1 (∞) − tan−1 (p)

π
= − tan−1 (p)
2
h sin t i
L
= cot−1 (p)
t
h et sin t i
∴ (3.12.4) ⇒ L = cot−1 (p) p→(p−1)
t
= cot−1 (p − 1)
h Z t et sin t i 1
∴ (3.12.3) ⇒ L dt = cot−1 (p − 1).
0 t p
h i
Example 3.12.9. Find L 1−cos at
t
.
Solution.
h 1 − cos at i Z ∞
L = L [1 − cos at]d p
t p

Z ∞ h1 p i
= − dp
p p p2 + a2
Z ∞h
1 1 2p i
= − dp
p p 2 p2 + a2
h 1 i∞
= log p − log(p2 + a2 )
2 p
h p i∞
= log p − log( p2 + a2 )
p
h p i∞
= log p
p + a2 p
2
h p i∞
= log q
2 p
p 1 + ap2
h 1 i∞
= log q
2 p
1 + ap2
h 1 i
= log 1 − log q
1 + ap2
2
h p i
= 0 − log p
p2 + a2
h p2 + a2 i
p
h 1 − cos at i
L = log .
t p
h i
Example 3.12.10. Find L 1−cos t
t2
.
Solution.
h 1 − cos at i Z ∞ Z ∞
L = L [1 − cos t]d p
t2 p p
h p2 + 1 i
Z ∞ p
= log , putting a = 1 in the above problem
p p
Z ∞ p
= [log p2 + 1 − log p]d p
p
Z ∞
1
= [ log(p2 + 1) − log p]d p
p 2
Z ∞
1
= [log(p2 + 1) − 2 log p]d p
2 p

Let u = log[(p2 + 1) − 2 log p] and dv = d p Then du = 2p

p2 +1
− 2
p
and v = p.
h 1 − cos at i 1 h ∞ Z ∞ 2p 2 i
L = log((p + 1) − 2 log p).p −
2
p. 2 − dp
t2 2 p
p p +1 p
hp p + 1 i∞ 1
2 Z ∞
1
= log − −2. 2 dp
2 p 2 p 2 p p +1
hp p2 (1 + p12 ) i∞ Z ∞ 1
= log + dp
2 p2 p
p p2 + 1
p 1
= − log 1 + 2 + (tan−1 p)∞ p
2 p
p p2 + 1
= − log + tan−1 (∞) − tan−1 (p)
2 p2
p p2 π
= log 2 + − tan−1 (p)
2 p +1 2
h 1 − cos at i p p +1
2
L = log + cot−1 (p).
t2 2 p2
h i
e−3t sin 2t
.
Solution.
h e−3t sin 2t i h sin 2t i
L =L . (3.12.5)
t t p→p+3
h sin 2t i Z ∞
L = L [sin 2t]d p
t p
h sin 2t i Z ∞
2
L = dp
t p +4 p2
h1 p i∞
= 2 tan−1
2 2 p
p
= tan−1 (∞) − tan−1
2
π −1 p

= − tan
2 2
h sin 2t i p
L = cot−1
t 2

h e−3t sin 2t i h p i
∴ (3.12.5) ⇒ L = cot−1
t 2 p→p+3
he −3t
sin 2t i p + 3
L = cot−1 .
t 2
h i
Example 3.12.12. Find L cos 4t sin 2t
t
.
Solution.
h cos 4t sin 2t i Z ∞
L = L [cos 4t sin 2t]d p
t p
Z ∞
1
= L [sin 6t − sin 2t]d p
p 2
1 ∞h 6
Z
2 i
= − dp
2 p p2 + 36 p2 + 4
Z ∞h
3 1 i
= − dp
p p2 + 36 p2 + 4
h 1 p 1 p i∞
= 3. tan−1 − tan−1
6 6 2 2 p
1 −1 1 −1 1 p 1 p
= tan (∞) − tan (∞) − tan−1 − tan−1
2 2 2 6 2 2
1 h p p i
= tan−1 − tan−1 .
2 2 6
h Rt i
Example 3.12.13. Find L e−3t 0 sin t
t
dt .
Solution. Z t
h sin t i h Z t sin t i
L e −3t
dt = L dt . (3.12.6)
0 t 0 t p→p+3
h Z t sin t i 1 h sin t i
L dt = L
0 t p t
Z ∞
1
= L [sin t]d p
p p
1 ∞ 1
Z
= dp
p p p2 + 1

1 h −1 i∞
= tan (p)
p p
1 π
h i
= − tan−1 (p)
p 2
1
= cot−1 (p)
p
Z t
h sin t i h1 i
∴ (3.12.6) ⇒ L e−3t
dt = cot−1 (p)
t p p→p+3
Z0 t
h sin t i 1
L e−3t dt = cot−1 (p + 3).
0 t p + 3
h i
Example 3.12.14. Find L sinh at
t
.
Solution.
h sinh at i Z ∞
L = L [sinh at]d p
t p
Z ∞
a
= dp
p − a2p2
1 p − a ∞
= a. log
2a p+a p
1 1 − a ∞
p
= log
2 1+ p a p
1h 1 − ap i
= log 1 − log
2 1 + ap
1h p − a i
= 0 − log
2 p+a
h sinh at i 1 p + a
L = log .
t 2 p−a
h i
Example 3.12.15. Show that L cosh at
t
does not exist.

74 3.13. Evaluation of Integrals by using Laplace Transform
Solution.
h cosh at i Z ∞
L = L [cosh at]d p
t p
Z ∞
p
= dp
p p2 − a2
1
= log[p2 − a2 ]∞
p
2
h cosh at i 1
L = [log(∞) − log(p2 − a2 )].
t 2
This does not exist.
3.13 Evaluation of Integrals by using Laplace Transform
Sometimes, evaluation of improper integrals can be done easily by using Laplace transform
technique.
Example 3.14.1. Evaluate the following:

R∞ R∞
(i) 0 te−3t dt (ii) 0 e−4t sin 3tdt.
Solution. (i) By definition,

Z ∞
L [F(t)] = e−pt F(t)dt = f (p).
0
Z ∞ Z ∞
te dt =
−3t
e−pt tdt
0 0 p=3
= L [t] p=3
h1i 1
= 2
= .
p p=3 9

(ii)
Z ∞ Z ∞
e −4t
sin 3tdt = e−pt sin 3tdt
0 0 p=4
= L [sin 3t] p=4
Z ∞
3 i h
e−4t sin 3tdt =
p2 + 9 p=4
Z0 ∞
3
e−4t sin 3tdt = .
0 25
R∞ sin 2t
Example 3.14.2. Evaluate 0 t
dt.
Solution. Z ∞ Z ∞
sin 2t sin 2t
dt = e−pt dt
0 t 0 t p=0
Z ∞
sin 2t h sin 2t i
dt = L (3.14.1)
0 t t p=0
h sin 2t i Z ∞
L = L [sin 2t]d p
t p
Z ∞
2
= dp
p +4 p2
h 1 p i
= 2. tan−1
2 2
π p
= − tan−1
2 2
∞
π
Z
sin 2t p
∴ (3.14.1) dt = − tan−1
t 2 2 p=0
Z0 ∞
sin 2t π
dt = .
0 t 2
R∞ R∞
Example 3.14.3. Show that (i) 0
te−3t sin tdt = 3
50
; (ii) 0
t3 e−t sin tdt = 0.
Solution. (i) Z ∞ Z ∞
te −3t
sin tdt = e−pt [t sin t]dt = L [t sin t] p=3 . (3.14.2)
0 0 p=3

d
dp
d h 1 i
= −
d p p2 + 1
h 2p i
= − − 2
(p + 1)2
2p
L [t sin t] =
(p + 1)2
2
Z ∞
2p i h
∴ (3.14.2) ⇒ te−3t sin tdt =
(p2 + 1)2 p=3
Z0 ∞
3
te−3t sin tdt = .
0 50
(ii) Z ∞ Z ∞
t e sin tdt =
3 −t
e−pt
[t sin t]dt = L [t3 sin t] p=1 .
3
(3.14.3)
0 0 p=1
d3
L [t3 sin t] = (−1)3 L [sin t]
d p3
d3 h 1 i
= − 3 2
dp p + 1
d2 h 2p i
= − 2 − 2
dp (p + 1)2
d h (p2 + 1)2 (1) − p.2(p2 + 1)2p i
= 2
dp (p2 + 1)4
d h (p + 1)[p2 + 1 − 4p2 ] i
2
= 2
dp (p2 + 1)4
d h 1 − 3p2 i
= 2
d p (p2 + 1)3
h (p2 + 1)3 (−6p) − (1 − 3p2 ).3(p2 + 1)2 (2p) i
= 2
(p+ 1)6
h (p2 + 1)2 [(p2 + 1)(−6p) − 6p(1 − 3p2 )] i
= 2
(p2 + 1)6
h (p2 + 1)(−6p) − 6p(1 − 3p2 ) i
= 2
(p2 + 1)4

h −6p3 − 6p − 6p + 18p3 i
= 2
(p2 + 1)4
h 12p3 − 12p i
= 2
(p2 + 1)4
24p(p2 − 1)
=
(p2 + 1)4
Z ∞ h 24p(p2 − 1) i
∴ (3.14.3) ⇒ t3 e−t sin tdt = = 0.
0 (p2 + 1)4 p=1
R∞ e−at −e−bt
R∞ e−3t −e−6t
R∞ e−t −e−2t
Example 3.14.4. Evaluate (i) 0 t
dt; (ii) 0 t
dt; (iii) 0 t
dt.
Solution. (i)
∞ ∞
e−at − e−bt h e−at − e−bt i h e−at − e−bt i
Z Z
dt = e−pt dt = L . (3.14.4)
0 t 0 t p=0 t p=0
h e−at − e−bt i h p + bi
L = log , by Example 3.12.2.
t p+a
Z ∞
e−at − e−bt h p + bi b
∴ (3.14.4) ⇒ dt = log = log .
0 t p + a p=0 a
(ii) Put a = 3, b = 6 in (i), we get
∞
e−3t − e−6t
Z 6
dt = log = log 2.
0 t 3
(iii) Put a = 1, b = 2 in (i), we get
∞
e−1t − e−2t
Z 2
dt = log = log 2.
0 t 1
R∞ cos at−cos bt
Example 3.14.5. Evaluate 0 t
dt, by using Laplace transform.
Solution.
Z ∞ Z ∞
cos at − cos bt h cos at − cos bt i h cos at − cos bt i
dt = e−pt dt = L . (3.14.5)
0 t 0 t p=0 t p=0

h cos at − cos bt i Z ∞
L = L [cos at − cos bt]d p
t p
Z ∞ h p p i∞
= −
p p2 + a2 p2 + b2 p
1
= [log(p2 + a2 ) − log(p2 + b2 )]∞
p
2
1 p +b
2 2
= log
2 (p2 + a2 )
Z ∞
cos at − cos bt 1 p2 + b2
∴ (3.14.5) ⇒ dt = log
0 t 2 (p2 + a2 ) p=0
1 b2
= log 2
2 a
Z ∞
cos at − cos bt b
dt = log .
0 t a
R∞ e−at sin2 t
Example 3.14.6. Using Laplace transform, evaluate 0 t
dt.
Solution.
∞ ∞
e−at sin2 t h sin2 t i h sin2 t i
Z Z
dt = −pt
e dt = L
. (3.14.6)
0 t 0 t p=a t p=a
h sin2 t i Z ∞
L = L [sin2 t]d p
t p
Z ∞ h 1 − cos 2t i
= L dp
p 2
1 ∞ h1
Z
p i
= − 2 dp
2 p p p +4
1h 1 i∞
= log p − log(p2 + 4)
2 2 p
1 h p i ∞
= log p
2 p +4 p
2
1h p i
= log 1 − log p
2 p2 + 4
p2 + 4
p
1
= log
2 p

p2 + 4
∞
p
e−at sin2 t
Z
1
∴ (3.14.6) ⇒ dt = log
0 t 2 p p=a
√
Z ∞
e−at sin2 t 1 a2 + 4
dt = log .
0 t 2 a
Note: Put a = 1 in the above result, we have

√
Z ∞
e−t sin2 t 1 1 + 4 1 √ 1
dt = log = log 5 = log 5.
0 t 2 1 2 4
R∞
Example 3.14.7. Using Laplace transform, evaluate 0
te−t sin tdt.
Solution. Z ∞ Z ∞
te sin tdt =
−t
e−pt [t sin t]dt = L [t sin t] p=1 . (3.14.7)
0 0 p=1
d
dp
d h 1 i
L [t sin t] = −
d p p2 + 1
h 2p i
=
(p2 + 1)2
2p
=
(p + 1)2
2
Z ∞ h 2p i
∴ (3.14.7) ⇒ te−t sin tdt =
(p2 + 1)2 p=1
Z0 ∞
1
te−t sin tdt = .
0 2

80 3.15. Exercises
3.15 Exercises
1. Find the Laplace transform of the following functions:

(i) t sin2 t; (ii) t sin2 3t; (iii) t sinh at;
(iv) t2 cos t; (v) t2 sin at; (vi) t3 e−3t ;
(vii) t3 cos at; (viii) t cos(at + b); (ix) t(1−cos at)
a2
.
(i) teat sin at; (ii) te−3t cos 2t; (iii) te−t cosh t;
(iv) t2 e−t cos2 t; (v) te−4t sin 3t; (vi) t cos(at + b).
sin ht sin at cos at
(i) t
; (ii) t
; (iii) t
;
1−e2t 1−e−t cos at−cos bt
(iv) t
; (v) t
; (vi) t
;
eat −cos bt sin2 t
(vii) t
; (viii) t
; (ix) sin 3t cos t
t
.
4. Using Laplace transform, show that
R∞ R∞
(i) 0 te−2t cos tdt = 25
3
; (ii) 0 t2 e−4t sin 2tdt = 11
500
.
5. Evaluate the following:

R∞ R∞ R∞ 2
(i) 0 sint t dt (ii) 0 cos 6t−cos
t
4t
dt; (iii) 0
e−t sint t dt.

hR t u i hR t i
1−e−2t
(i) L 0 1−eu
du ; (ii) L 0 t
dt .

hR t i hR t i hR t i
(i) L 0 eat sinh btdt ; (ii) L 0 et cosh tdt ; (iii) L 0
te−t sin tdt .

hR t R t i hR t R t i
(i) L 0 0 cos atdtdt ; (ii) L 0 0 sin atdtdt .
Answers
2 +4) 54(p2 +12)
1. (i) p2(3p
2 (p2 +4)2 ; (ii) p2 (p2 +36)2
; (iii) 2ap
(p2 −a2 )2
;
2p3 −6p 2
2a(3p −a ) 2
−6
(iv) (p2 +1)3
; (v) (p2 +a2 )3
; (vi) (p+3)4
;
(vii) 6(p (p+a2 +a)−6a 3p +a2
4 4 2 p2 2
2 )4 ; (viii) 1
(p2 +a2 )2
[(p2 − a2 ) cos b − 2ap sin b]; (ix) p2 (p2 +a2 )2
.

3.15. Exercises 81
2a(p−a) p2 +6p+5 p2 +2p+2

2. (i) (p2 −2ap+2a2 )2
; (ii) (p2 +6p+13)2
; (iii) (p2 +2p)2
;
(v) 6(p+4)
(p2 +8p+25)2
.

3. (i) 12 log p+1p−1
; (ii) cot−1 ap ; (iii) Does not exists;
(vi) 21 log pp2 +b
p−2 p+1 2 2
(iv) log p ; (v) log p ; +a2
;
p2 +b2 p2 +4
(vii) 21 log (p−a)2 ; (viii) 14 log p2 ; (ix) π2 − 12 tan−1 4p + tan−1 2p .
h i
5. (i) π2 ; (ii) log 23 ; (iii) 21 log 5.

6. (i) 1p log 1 − 1p ; (ii) 1p log 1 + 2p .
7. (i) b
p(p−a)2 −b2
; (ii) p−1
p2 (p−2)
; (iii) 2(p+1)
p(p2 +2p+2)2
.
8. (i) 1
p(p2 +a2 )
; (ii) a
p2 (p2 +a2 )
.

82
UNIT-I
Lesson 4
LAPLACE TRANSFORM OF
SOME SPECIAL FUNCTIONS AND
PERIODIC FUNCTIONS
Learning Objectives
• find Laplace transform of some special functions
• solve Laplace transform of periodic functions.
4.1 Laplace Transform of Some Special Functions
I
n this Lesson, we study laplace Transform of some special functions.
1. Unit Impulse Function (or Dirac Delta Function)

The idea of a very large force (like earthquake) acting for a very short duration of time is of
practical importance as, for instance, in the collision of two bodies. To deal with such situations,
we introduce a function called the unit impulse function which is a discontinuous function. Thus

84 4.1. Laplace Transform of Some Special Functions
unit impulse function is considered as the limiting form of the function

0, for t < a








f (t − a) = 

, for a ≤ t ≤ a +
1


 ε


0, for t > a



In other words, 
 ε , for a ≤ t ≤ a +


 1

f (t − a) = 



0, otherwise


As ε > 0 it is clear from figure that as ε → 0, the height of shaded strip increases indefinitely
and the width decreases in such a way that its area is always unity.
The limit of fε (t − a) as ε → 0 is denoted by δ(t − a) and is called Dirac delta function
(sometimes the unit impulse function).
Thus, the unit impulse function δ(t − a) is defined as follows:

∞, for t = a




δ(t − a) = 



0, t , a


Laplace Transform of Dirac Delta Function.

Z ∞
Z0 ∞
L [ fε (t − a)] = e−pt fε (t − a)dt
Z0 a+ε Z ∞
= fε (t − a)dt +
e−pt
e−pt fε (t − a)dt
Za a+ε Z ∞ a+ε
1
= e−pt dt + e−pt (0)dt
a ε a+ε
1 e−pt a+ε
=
ε −p a
1
L [ fε (t − a)] = − (e−p(a+ε) − e−ap )
εp

4.1. Laplace Transform of Some Special Functions 85
e−ap (1 − e−εp )
L [ fε (t − a)] = .
εp
L [δ(t − a)] = lim L [ fε(t−a) ]

ε→0
e−ap (1 − e−εp ) 0
= lim
ε→0 εp 0
−εp
p
= e−ap lim
ε→0 p
= e−ap .1
Hence L [δ(t − a)] = e−ap .
2. Error Function. The error function denoted by erf(t) is defined by

Z t
2 2
erf(t) = √ e−u du.
π 0
Result. Find L [erf(t)] and hence prove that
√ 3p + 8
L [terf(2 t)] = .
+ 4) 2
3
p2 (p
Solution. By definition of error function, we have

√
Z t
2 2
erf(t) = √ e−u du
π 0
√
t
u4 u6
Z
2 i
= √ [1 − u2 + − + · · · du
π 0 2! 3!
2 h u 3
u 5
u7 i √t
erf(t) = √ u − + − + ···
π 3 5.2! 7.3! 0
3 5 7
2 h 1 t2 t2 t2 i
= √ t2 − + − + ···
π 3 5.2! 7.3!

2 h 1 1 3 1 5 1 7
∴ L [erf(t)] = √ L [t 2 ] − L [t 2 ] + L [t 2 ] − L [t 2 ] + · · ·
π 3 5.2! 7.3!
2 h Γ( 2 ) 1 Γ( 2 ) 1 Γ( 2 ) 1 Γ( 2 )
3 5 7 9 i Γ(n + 1)
= √ − + − + · · · since L [tn ] =
π p2 3
3 p25
5.2! p 27
7.3! p 29
pn+1
√ √ √ √
2 h π 1 π 1 1 π 1 3 1 π 1 3 5 1 i
L [erf(t)] = √ . 3 − . . 5 + . . . 7 − . . . 9 + · · · , Γ(n + 1) = nΓ(n)
π 2 p2 2 2 p2 2 2 4 p2 2 2 4 6 p2
√ h
2 π 1 1 1 3 1 1 3 5 1 i
L [erf(t)] = √ . 3 1 − . + . 2 − . . 3 + · · ·
π 2p 2 2 p 2 4p 2 4 6p
1
1h 1 i− 2
= 3 1+
p2 p
1
∴ L [erf(t)] = p .
p p+1
p
Using change of scale of property, L [F(at)] = 1a f a
, where L [F(t)] = f (p). We have
√ √
L [erf(2 t)] = L [erf( 4t)]
1 1
= . q
4 1 p +1
4 4
√ 2
L [erf(2 t)] =
p p+4
p
√ d h 2 i
L [t erf( 4t)] = −
dp p p + 4
p
h 1 1 i
= + p + 4.1
p
−2. − 2 p. p
p (p + 4) 2 p + 4
2 p + 2(p + 4)
=
p2 (p + 4) 2 p + 4
p
√ 3p + 8
L [t erf( 4t)] = .
p2 (p + 4) 2
3

4.1. Laplace Transform of Some Special Functions 87
3. Bessel Function.
Bessel function of order n is defined by
tn h t2 t4 i
Jn (t) = 1 − + − · · ·
2n Γ(n + 1) 2.(2n + 2) 2.4(2n + 2)(2n + 4)
∞ r
X (−1) t n+2r
Jn (t) = .
r=0
r!Γ(n + r + 1) 2
Laplace Transform of Bessel Function.

Result.1 Prove that
(i) L [J0 (t)] = √ 1 ; (ii) L [J0 (at)] = √ 12 ;
1+p2 p +a2
(iii) L [tJ0 (at)] = 2 p 2 3 ; (iv) L [e−at J0 (at)] = √ 1

;
(p +a ) 2 p2 ++2ap+a2
R∞
(v) 0 J0 (t)dt = 1.
∞
X (−1)r 1 n+2r
1. Jn (t) =
r=0
r!Γ(n + r + 1) 2
∞
X (−1)r t 2r
∴ J0 (t) =
r=0
(r!)2 2
t2 t4 t6
=1− + − + ··· .
22 22 .42 22 .42 .62
1 1 1
∴ L [J0 (t)] = L [1] − 2 L [t2 ] + 2 2 L [t4 ] − 2 2 2 L [t6 ] + · · · .
2 2 .4 2 .4 .6
1 1 2! 1 4! 1 6!
= − 2. 3 + 2 2. 5 − 2 2 2. 7 + ··· .
p 2 p 2 .4 p 2 .4 .6 p
1 h 1 1 1.3 1 2 1.3.5 1 3
i
= 1− . 2 + − + · · ·
p 2 p 2.4 p2 2.4.6 p2
1h 1 i− 12
= 1+ 2
p p
1
= q
2
p 1+p p2
1
L [J0 (t)] = p .
1 + p2

2. Using change of scale of property, we have
1 p
L [F(at)] = f
a a
1 1
L [J0 (at)] = q
a p2
1+ a2
1
L [J0 (at)] = p .
a2 + p2
d
3. L [tJ0 (t)] = − L [J0 (at)]
dp
d h 1 i
=−
d p a2 + p2
p
h 1 1 i
L [tJ0 (t)] = − − 1 2 . .2p
a + p2 2 a2 + p2
p
p
L [tJ0 (t)] = .
(p2 + a2 ) 2
3
4. L [e−at J0 (at)] = L [J0 (at)] p→p+a

1
= p
(p + a)2 + a2
1
L [e−at J0 (at)] = p .
p2 + 2ap + 2a2
Z ∞ Z ∞
5. J0 (t)dt = e−pt J0 (t)dt
0 0 p=0
= L [J0 (t)] p=0

h 1 i
= p = 1.
1 + p2 p=0
Result 2. Prove that (i) L [J1 (t)] = 1 − √ p2 ; (ii) L [tJ1 (t)] = 1

3 where J1 (t) is a Bessel
p +1 (p2 +1) 2
function of order one.
Solution. (i) From the theorem on Laplace transform of derivatives, we have
L [F 0 (t)] = pL [F(t)] − F(0).

4.2. Worked out Examples 89
We know that J00 (t) = −J1 (t).
L [J1 (t)] = L [−J00 (t)]
= −L [J00 (t)]
= −[pL [J0 (t)] − J0 (0)]

h 1 i
= − pp − 1 , since J0 (0) = 1
p2 + 1
p
L [J1 (t)] = 1 − p .
p +1
2
(ii)
d
L [tJ1 (t)] = − L [J1 (t)]
dp
d h p i
L [tJ1 (t)] = − 1− p
dp p2 + 1
p2 + 1 − p. √1 2 2p
p
2 p +1
=
p2 +1
1
L [tJ1 (t)] = .
(p2 + 1) 2
3
4.2 Worked out Examples
Example 4.2.1. Evaluate L [t2 u(t − 2)].
Solution. The unit step function u(t − 2) is defined by


0, if t < 2




u(t − 2) = 


1, if t > 2




90 4.2. Worked out Examples
Z ∞
L [u(t − 2)] = e−pt u(t − 2)dt
0
Z 2 Z ∞
= u(t − 2)dt +
−pt
e e−pt u(t − 2)dt
0 2
Z 2 Z ∞
= e−pt .0 dt + e−pt .1 dt
0 2
e−pt ∞
=
−p 2
1
= − (0 − e−2p )
p
−2p
e
L [u(t − 2)] =
p
d2
Hence L [t2 (u − 2)] = (−1)2 2 L [u(t − 2)]
dp
2 h −2p i
d e
=
d p2 p
d h p(−2e−2p ) − e−2p .1 i
=
dp p2
d h e−2p (2p + 1) i
L [t2 (u − 2)] = −
dp p2
h p2 [e−2p (2) − 2e−2p (2p + 1)] − e−2p (2p + 1)(2p) i

L [t (u − 2)] = −
2
p4
2e−2p 2
= − 4
[p − p2 (2p + 1) − p(2p + 1)]
p
2e−2p
= − 4 [p2 − 2p3 − p2 − 2p2 − p]
p
p2e−2p
= [2p2 + 2p + 1]
p4
2e−2p
L [t2 (u − 2)] = [2p2 + 2p + 1].
p3
Example 4.2.2. Find L [et−3 u(t − 3)].

4.3. Laplace Transform of Periodic Functions 91
e−3p
Solution. Since L [u(t − 3)] = p
.
L [et−3 u(t − 3)] = L [e−3 et u(t − 3)]
= e−3 L [u(t − 3)] p→p−1

h −3p i
−3 e
= e
p p→p−1
h e−3(p−1) i
= e−3
p−1
−3p 3
e e
= e−3
p−1
−3p
e
L [et−3 u(t − 3)] = .
p−1
4.3 Laplace Transform of Periodic Functions
Definition 4.3.1. Periodic Function. A function F(t) is said to be periodic if and only if
F(t + T ) = F(t) for some value of T and for every value of t. The smallest positive value of
T for which this equation is true for all every value of t is called the period of the function.
Alternatively, a function F(t) is said to be periodic function of period T > 0, if
F(t) = F(t + T ) = F(t + 2T ) = .....F(t + nT ).
Example. Let F(t) = sin t. Then
F(t + 2π) = F(t + 4π) = ... = F(t).
Therefore sin t is a periodic function with period 2π.

Similarly, cos t is a periodic function with period 2π and tan t is a periodic function with period
π.
Note. If T is the period of F(t) then the period of F(at + b) is T
a
.

92 4.3. Laplace Transform of Periodic Functions
Theorem 4.3.1. If F(t) is a periodic function with period T, then

Z T
1
L [F(t)] = e−pt F(t)dt.
1 − e−pT 0
Proof. By definition, we have

Z ∞ Z T Z 2T Z 3T
L [F(t)] = e −pt
F(t)dt = −pt
e F(t)dt + −pt
e F(t)dt + e−pt F(t)dt + · · ·
0 0 T 2T
Put t = u + T in the second integral, we have
dt = du, when t = T ⇒ u = 0 and when t = 2T ⇒ u = T.
Put t = u + 2T in the third integral, we have
dt = du, when t = 2T ⇒ u = 0 and when t = 3T ⇒ u = T.
Put t = u + 2T in the fourth integral and so on.Then

Z T Z T Z T
L [F(t)] = e −pt
F(t)du + e −p(u+T )
F(u + T )du + e−p(u+2T ) F(u + 2T )du + · · ·
0 0 0
Z T Z T Z T
= e −pt
F(t)dt + e −pT
e −pu
F(u)du + e −2pT
e−ut F(u)du + · · ·
0 0 0
since F(u) = F(u + T ) = F(u + 2T ) = · · ·

Z T Z T Z T
L [F(t)] = −pt
e F(t)dt + e −pT −pt
e F(t)dt + e −2pT
e−pt F(t)dt + · · · ,
0 0 0
by changing the dummy variable u by t.

Z T Z T
L [F(t)] = (1 + e−pT
+e −2pT
+ · · · ∞) e F(t)dt = (1 − e )
−pt −pT −1
e−pt F(t)dt
0 0
Z T
1
L [F(t)] = −pT
e−pt F(t)dt.
1−e 0

Example 4.4.1. Find the Laplace transform of the square - wave function of period 2a defined as

k, when 0 < t < a




F(t) = 


−k, when a < t < 2a



Solution. Given that F(t) is a periodic function with period T = 2a.

Z 2a
1
L [F(t)] = −2ap
e−pt F(t)dt
1−e 0
1 hZ a Z a i
= e−pt
(k)dt + e −pt
(−k)dt
1 − e−2ap 0 0
k h e−pt a e−pt 2a i
= −
1 − e−2ap −p 0 −p a
k h 1 −pa 1 −2ap i
= − (e − 1) + (e − e−ap
)
1 − e−2ap p p
k
= −2ap
[1 − e−pa + e−2ap − e−ap ]
p(1 − e )
k
= (1 − e−ap )2
p(1 − e−2ap )
k
= (1 − e−ap )2
p(1 + e )(1 − e−ap )
−ap
k(1 − e−ap )
=
p(1 + e−ap )
−ap ap ap
ke 2 (e 2 − e− 2 )
= ap ap ap
pe− 2 (e 2 + e− 2 )
k ap
L [F(t)] = tanh .
p 2

Example 4.4.2. Find L [F(t)], where F(t) is a periodic function of period 2π and it is given by

sin t, 0 < t < π




F(t) = 


0, π < t < 2π



Solution. Since F(t) is a periodic function with period 2π.

Z 2π
1
L [F(t)] = −2πp
e−pt F(t)dt
1−e 0
Z π Z 2π
1 h i
= e−pt
F(t)dt + e −pt
F(t)dt
1 − e−2πp 0 π
Z π Z 2π
1 h i
= e−pt
sin tdt + e −pt
(0)dt
1 − e−2πp 0 π
Z π
1
= e−pt sin tdt
1 − e−2πp 0
1 h e−pt iπ Z
eax
= (−p sin t − cos t) , since eax
sin bx = (a sin bx − b cos bx)
1 − e−2πp p2 + 1 0 a2 + b2
1 h e−πp 1 i
= (1) − (−1)
1 − e−2πp p2 + 1 p2 + 1
1+e −πp
=
(p2 + 1)(1 − e−2πp )
1 + e−πp
=
(p2 + 1)(1 + e−πp )(1 − eπp )
1
L [F(t)] = .
(p + 1)(1 − e−πp )
2
Example 4.4.3. If F(t) = t2 , 0 < t < 2 and F(t + 2) = F(t), find L [F(t)].
Solution. Clearly F(t) is a periodic function with period T = 2.

Z T
1
L [F(t)] = −pT
e−pt F(t)dt
1−e 0
Z 2
1
= e−pt t2 dt
1 − e−2p 0
1 h 2 e−pt e−pt e−pt i2
= t − 2t + 2
1 − e−2p −p p2 −p3 0

1 h e−2p e−2p e−2p 2 i

=
− 4 − 4 − 2 − (0 − 0 − )
1 − e−2p p p2 p3 p3
1 h 2 − e−2p (4p2 + 4p + 2) i
L [F(t)] =
1 − e−2p p3
Example 4.4.4. Find L [| sin t|].
Solution. Since | sin t| is a periodic function with period π.

Z π
1
1 − e−πp 0
Z π
1
L [F(t)] = −πp
e−pt | sin t|dt
1−e
Z0 π
1
= −πp
e−pt sin tdt since | sin t| = sin t in 0 < t < π
1−e 0
1 h e−pt iπ
= (−p sin t − cos t)
1 − e−πp p2 + 1 0
−πp
1 h e 1 i
= (0 + 1) − (0 − 1)
1 − e−πp p2 + 1 p2 + 1
1 + e−πp
L [F(t)] = .
(1 + p2 )(1 − e−πp )
Example 4.4.5. Find L [F(t)], where F(t) is given by


t, 0 < t < b




F(t) =  ,


2b − t, b < t < 2b



2b being the period of F(t).
Solution. Since F(t) is a periodic function with period 2b.

Z 2b
1
1 − e−2bp 0
hZ b Z 2b
1 i
= e−pt
tdt + e−pt
(2b − t)dt
1 − e−2bp 0 b

1 h e−pt e−pt b e−pt e−pt 2b i

= t − + (2b − t) − (−1)
1 − e−2bp −p p2 0 −p p2 b
1 h be−bp e−bp 1 e−2bp e−bp e−bp i
= − − − 0 − + 0 + − − b + 2
1 − e−2bp p p2 p2 p2 p p
1 h 1 − 2e + e
bp −2bp i
= −2bp
1−e p2
1 (1 − e−bp )2
=
(1 + e−bp )(1 − e−bp ) p2
1 − e−bp
L [F(t)] =
p2 (1 + e−bp )
−bp bp bp
1 e 2 (e 2 − e− 2 )
= 2 bp bp
p e− 2 (e 2 + e− bp2 )
1 bp
L [F(t)] = 2 tanh .
p 2
Example 4.4.6. Find the Laplace transform of the saw - toothed wave of period T, given
k
F(t) = t, when 0 < t < T.
T
Solution. Since F(t) is a periodic function with period T.

Z T
1
1 − e−pT 0
Z T
1 k
= −pT
e−pt tdt
1−e 0 T
Z T
k
= te−pt dt
T (1 − e−pT ) 0
k h e−pt e−pt iT
= t −
T (1 − e−pT ) −p p2 0
k h e−pT e−T p 1 i
= −pT
− T − 2 − 0− 2
T (1 − e ) p p p
h 1 − pT e −pT −pT
k −e i
L [F(t)] =
T (1 − e−pT ) p2

4.5. Exercises 97
Example 4.4.7. Find the Laplace transform of the rectified semi - wave function defined by

π
sin ωt, 0 < t <



ω

F(t) = 

0, ωπ < t < 2π





ω
Solution. Since F(t) is a periodic function with period T.
Z 2π
1 ω
− 2πp
1−e ω 0
Z π
1 ω
= e−pt sin ωt dt
− 2πp
1−e ω 0
1 h e−pt i ωπ
= (−p sin ωt − ω cos ωt)
1 − e− ω p + ω
2πp 2 2 0
πp
1 h e− ω 1 i
= (0 + ω) − (0 − ω)
1 − e− ω p + ω p2 + ω2
2πp 2 2
πp
1 h ωe− ω + ω i
=
1 − e− ω p + ω
2πp 2 2
πp
ω(1 + e− ω )
L [F(t)] = πp πp
(1 + e− ω )(1 − e− ω )(p2 + ω2 )
ω
L [F(t)] = − πp
.
(1 − e ω )(p2 + ω2 )
4.5 Exercises
1. If 
3t, 0 < t < 2




F(t) = 


6, 2 < t < 4



find L [F(t)], where F(t) has period 4.

98 4.5. Exercises
2. Find the Laplace transform of the function of period 2a defined as


k, 0 < t < a




F(t) = 


0, a < t < 2a



3. Find the Laplace transform of the square wave function


1, 0 < t < 2


 a

F(t) = 


−1, a2 < t < a



with period T = a.
4. Find the Laplace transform of the function of period T defined as F(t) = Tt , 0 < t < T.
Answers. h
k ap
ap
3
1. p2 (1−e −4p ) 1 − e
−2p
(1 + 2e2p ). 2. 2p
e2 sec h 2

e−pT
3. 1p tanh pa 4
. 4. 1
p2 T
− p(1−e−pT )
.

UNIT-II
Lesson 5
THE INVERSE LAPLACE TRANSFORM

Learning Objectives
• define the concept of inverse Laplace transform
• solve simple problems based on inverse Laplace transform.
5.1 Introduction
I
n the first Unit we have considered Laplace transform of some functions F(t). Let us now
consider the converse namely, given f (p) how to determine F(t) such that L [F(t)] =
f (p).
The inverse Laplace transform is useful in solving differential equations without finding the
general solution and arbitrary constants.
Definition 5.1.1. If f (p) is the Laplace transform of a function F(t), then F(t) is called the
inverse Laplace transform of f (p) and is denoted by L −1 [ f (p)] i.e,
F(t) = L −1 [ f (p)].
L −1 is called the inverse Laplace transform operator.

h i
Thus if L [eat ] = 1
p−a
then L −1 1
p−a
= eat
h p i
and if L [cos at] = p
p2 +a2
then L −1 p2 +a2
= cos at, etc.
We list some standard inverse Laplace transforms as follows:
Table of Inverse Laplace Transforms

S.No f (p) L −1 [ f (p)] = F(t)
1
1 p
1
1 tn
2 pn+1
,n is a positive integer n!
tn
3 1
pn+1
, n > −1 Γ(n+1)
1
4 p−a
eat
1
5 p+a
e−at
1 1
6 p2 +a2 a
sin at
p
7 p2 +a2
cos at
1 1
8 p2 −a2 a
sinh at
p
9 p2 −a2
cosh at
Note. Inverse Laplace transform of a given function f (p) can be obtained either by use of the
above standard results or by splitting the given function into its partial fractions and then applying
the above results.
General property of inverse Laplace transform

For each property on Laplace transform, there is a corresponding property of Inverse Laplace
transform which readily follows from the definition.
Linear Property. If f1 (p) and f2 (p) are Laplace transform of F1 (t) and F2 (t) respectively, then
L −1 [c1 f1 (p) + c2 f2 (p)] = c1 L −1 [ f1 (p)] + c2 L −1 [ f2 (p)],
where c1 and c2 are any constants.
Example 5.2.1. Find L −1 [ p23p

−25
]

Solution.
h 3p i h p i
L −1 = 3L −1
= 3 cosh 5t.
p2 − 25 p2 − 25
Example 5.2.2. Find the inverse Laplace transform of the following functions:
(i) 2p−5
p2 −4
; (ii) 2p+1
p(p+1)
; (iii) 3p−8
4p2 +25
.
h 2p − 5 i h 2p 5 i
Solution. (i) L −1 = L −1− (ii)
p2 − 4 p2 − 4 p2 − 4
h p i h 1 i
= 2L −1 2 − 5L −1 2
p −4 p −4
h 2p − 5 i 1
L −1 2 = 2 cosh 2t − 5. sinh 2t.
p −4 2
h 2p + 1 i h p + (p + 1) i
L −1 = L −1 (iii)
p(p + 1) p(p + 1)
h 1 1i
= L −1 +
p+1 p
h 1 i h1i
= L −1 + L −1
p+1 p
h 2p + 1 i
L −1 = e−t + 1.
p(p + 1)
h 3p − 8 i h 3p 8 i
L −1 = L −1
−
4p2 + 25 4p2 + 25 4p2 + 25
3 h p i 8 h 1 i
= L −1 2 − L −1
4 p + ( 25 )2 4 p2 + ( 25 )2
3 5t 2 5t
= cos −2 sin
4 2 5 2
h 3p − 8 i 3 5t 4 5t
L −1 = cos − sin .
4p2 + 25 4 2 5 2
h i
Example 5.2.3. Find L −1 3p−2 5 − p+2 7
.
p2
Solution.
h 3p − 2 7 i h pi h1i 7 h 1 i
L −1 − = 3L −1 5 − 2L −1 5 − L −1
p2
5
p+2 p2 p2 3 p + 23
1 3
t2 t2 7 2
= 3 3 − 2 5 − e− 3 (t) .
Γ( 2 ) Γ( 2 ) 3
h 2p+1 i
Example 5.2.4. Find L −1 p2 −4
.

Solution.
h 2p + 1 i p i h h 1 i
L −1 = 2L −1 + L −1
p2 − 4 p2 − 4 p2 − 4
1
= 2 cosh(2t) + sinh(2t).
2
h p2 −3p+4 i h 3(p2 −2)2 i
Example 5.2.5. Find (i) L −1 p3
. (ii) L −1 2p5
.
Solution.
h p2 − 3p + 4 i h p2 p 4i
(i) L −1 = L −1 + −3
p3 p3 p3 p3
h1 1 1i
= L −1 − 3. 2 + 4 3
p p p
2
t
= 1 − 3t + 4.
2!
= 1 − 3t + 2t2 .
h 3(p2 − 2)2 i 3 −1 h (p2 − 2)2 i

(ii) L −1 = L
2p5 2 p5
3 −1 h (p4 − 4p2 + 4) i
= L
2 p5
3 −1 h 1 4 4i
= L − 3+ 5
2 p p p
2 4i
3 h t t
= 1−4 +4
2 2! 4!
4i
3h t
= 1 − 2t2 +
2 6
3 h 6 − 12t2 + t4 i
=
2 6
h 3(p2 − 2)2 i 1
L −1
= (6 − 12t2 + t4 ).
2p5 2
h i h p2 +9p−9 i
Example 5.2.6. Find (i) L −1 2p−5
4p2 +25
+ 4p−18
9−p2
. (ii) L −1 p3 −9p
.
Solution.
h 2p − 5 4p − 18 i −1 2p − 5 −1 4p − 18
h i h i
(i) L −1 + = L + L
4p2 + 25 9 − p2 4p2 + 25 9 − p2

h 2p − 5 4p − 18 i h 2p i h 5 i h 4p i h 18 i
L −1 + = L −1
− L −1
+ L −1
− L −1
4p2 + 25 9 − p2 4p2 + 25 4p2 + 25 9 − p2 9 − p2
2 h p i 5 h 1 i
= L −1 2 25 − L −1 2 25
4 p + 4 4 p + 4
h p i h 1 i
− 4L −1 2 + 18L −1 2
p −9 p −9
1 5t 5 2 5t 1
= cos − . sin − 4 cosh 3t + 18. sinh 3t
2 2 4 5 2 3
h 2p − 5 4p − 18 i 1 5t 1 5t
L −1 + = cos − sin − 4 cosh 3t + 6 sinh 3t.
4p2 + 25 9 − p2 2 2 2 2
h p2 + 9p − 9 i h p2 − 9 + 9p i
(ii) L −1 = L −1
p3 − 9p p(p2 − 9)
h p2 − 9 i h 9p i
= L −1 + L −1
p(p2 − 9) p(p2 − 9)
h1i h 1 i
= L −1 + 9L −1 2
p p −9
1
= 1 + 9. sinh 3t
3
h p2 + 9p − 9 i
L −1 = 1 + 3 sinh 3t.
p3 − 9p
h √ p−1 2 i
Example 5.2.7. Find L −1 5
p2
+ p
− 7
3p+2
.
Solution.
√ p − 1 2 h p − 2 √p + 1
−1 5 7 i −1 1
h h i h 1 i
L + − = 5L + L −1
− 7L −1
p2 p 3p + 2 p2 p2 3p + 2
h1i h1i h1i 7 h 1 i
= 5t + L −1 − 2L −1 3 + L −1 2 − L −1
p p2 p 3 p + 23
1
t2 7 2
= 5t + 1 − 2 3 + t − e− 3 t
Γ( 2 ) 3
h 5 √ p − 1 2 7 i 2t 2
1
7 − 23 t
L −1
+ − = 6t + 1 − − e .
p2 p 3p + 2 Γ( 23 ) 3
√ i
6−30 p
h
p2 −3
+ 3p+2
p3
− 3p−27
p2 +9
+ p4 .

Solution. √
h 3 3p + 2 3p − 27 6 − 30 p i h 3 i
−1 3p + 2
h i
−1 3p − 27
h i
L −1
+ − + = L −1
+ L − L
p2 − 3 p3 p2 + 9 p4 p2 − 3 p3 p2 + 9
√
h 6 − 30 p i
+ L −1
p4
h 1 i h 3p i h2i
= 3L −1 2 + L −1 3 + L −1 3
p −3 p p
h p i h 1 i h1i
− 3L −1 2 + 27L −1 2 + 6L −1 4
p +9 p +9 p
h1i
− 30L −1 7
p2
1 √ t2
= 3. √ sinh( 3t) + 3t + 2. − 3 cos 3t
3 2!
5
1 t3 t2
+ 27. sin 3t + 6. − 30 7
3 3! Γ( 2 )
√
h 3 3p + 2 3p − 27 6 − 30 p i √ √
L −1 2 + − + = 3 sinh 3t + 3t + t2 − 3 cos 3t + 9 sin 3t
p −3 p 3 p +9
2 p 4
5
t2
+ t − 30 7 .
3
Γ( 2 )
h i
2p−3
− 3+4p
9p2 −16
+ 8−6p
16p2 +9
.
h 6 3 + 4p 8 − 6p i
Solution. L −1 − 2 +
2p − 3 9p − 16 16p2 + 9
h 3 + 4p i
6 i −1 8 − 6p
h h i
= L −1 − L −1 + L
2p − 3 9p2 − 16 16p2 + 9
6 h 1 i h 3 i h p i h 8 i h p i
= L −1 − L −1
− 4L −1
+ L −1
− 6L −1
2 p − 32 9p2 − 16 9p2 − 16 16p2 + 9 16p2 + 9
3 3 h 1 i 4 h p i 8 h 1 i 6 h p i
= 3e 2 t − L −1 2 16 − L −1 2 16 + L −1 2 9 − L −1 2 9
9 p − 9 9 p − 9 16 p + 16 16 p + 16
3 1 3 4 4 4 1 4 3 3 3
= 3e 2 t − . sinh t − cosh t + . sin t − cos t
3 4 3 9 3 2 3 4 8 4
h 6 3 + 4p 8 − 6p i 3 1 4 4 4 2 3 3 3
L −1 − 2 + = 3e 2t − sinh t − cosh t + sin t − cos t.
2p − 3 9p − 16 16p2 + 9 4 3 9 3 3 4 8 4

h i
t2 t4 t6
Example 5.2.10. Show that L −1 1p . cos 1p = 1 − (2!)2
+ (4!)2
− (6!)2
+ ....
Solution.
p2 p4 p6
S incecos p = 1 − + − + .....
2! 4! 6!
1 1 1h 1 1 2 1 1 4 1 1 6 i
cos = 1− + − + ...
p p p 2! p 4! p 6! p
1 1 1 1 1 1 1
= − 3
+ 5
− + ....
p 2! p 4! p 6! p7
h1 1 i h1i 1 h1i 1 h1i 1 h1i
L −1 cos = L −1 − L −1 3 + L −1 5 − L −1 7
p p p 2! p 4! p 6! p
2 4 6
1 t 1 t 1 t
= 1− + − + ....
2! 2! 4! 4! 6! 6!
h1 1 i t2 t4 t6
L −1 cos = 1− + − + .....
p p (2!)2 (4!)2 (6!)2
h i
t3 t5 t7
Example 5.2.11. Show that L −1 1p . sin 1p = t − (3!)2
+ (5!)2
− (7!)2
+ ....
Solution.
p3 p5 p7
S incesin p = p − + − + .....
3! 5! 7!
1 1 1h 1 1 3 1 1 5 1 1 7 i
sin = p− + − + ...
p p p 3! p 5! p 7! p
1 1 1 1 1 1 1
= 2− + − + ....
p 3! p4 5! p6 7! p8
h1 1 i h1i 1 h1i 1 h1i 1 h1i
L −1 sin = L −1 2 − L −1 4 + L −1 6 − L −1 8
p p p 3! p 5! p 7! p
3 5 7
1 t 1 t 1 t
= t− + − + ....
3! 3! 5! 5! 7! 7!
h1 1 i t3 t5 t7
L −1 sin = t− + − + .....
p p (3!)2 (5!)2 (7!)2

106
UNIT-II
Lesson 6
INVERSE LAPLACE TRANSFORM BY

PARTIAL FRACTIONS
Learning Objectives
• find inverse Laplace transform using partial fraction method
6.1 Introduction
I
f f (p) is given in the form g(p)
h(p)
, where g and h are polynomial in p, then F(t) can be
obtained by resolving f (p) into partial fractions and manipulating term by term.

h i
Example 6.2.1. Find L −1 p
p2 −a2
.
Solution. Let
p p A B
= = + (6.2.1)
p2 −a 2 (p − a)(p + a) p − a p + a
Then
p = A(p + a) + B(p − a) (6.2.2)

To find A, put p = a in (17.2.2), we get A = 12 .

To find B, put p = −a in (17.2.2), we get B = 21 .
Substituting these values of A and B in (20.2.1), we get
p 1 1
= +
−ap2
2 2(p − a) 2(p + a)
h p i h 1 1 i
L −1 2 = L −1
+
p − a2 2(p − a) 2(p + a)
1 −1 h 1 i 1 −1 h 1 i
= L + L
2 p−a 2 p+a
1 at 1 −at
= e + e
2 2
1 at
= (e + e−at )
2
p
= cosh at.
p2 − a2
Example 6.2.2. Find the inverse Laplace transform of 4

(p+1)(p+2)
.
Solution.
h 4 i h 1 i
L −1 = 4L −1
(p + 1)(p + 2) (p + 1)(p + 2)
h 1 1 i
= 4L −1 − (Resolving into partial f ractions)
p+1 p+2
h 1 i h 1 i
= 4L −1 − 4L −1
p+1 p+2
h 4 i
L −1 = 4e−t − 4e−2t
(p + 1)(p + 2)
h i
Example 6.2.3. Find L −1 3p+1
p2 −2p−3
.
Solution. Let
3p + 1 3p + 1 A B
= = + (6.2.3)
p2 − 2p − 3 (p + 1)(p − 3) p + 1 p − 3
Then
3p + 1 = A(p − 3) + B(p + 1)
Put p = −1, we have A = 1

2

Put p = 3, we have B = 52 . Substituting these values of A and B in (20.2.3), we get
3p + 1 1 5
= +
p2 − 2p − 3 2(p + 1) 2(p − 3)
h 3p + 1 i 1 h 1 i 5 h 1 i
L −1 2 = L −1 + L −1
p − 2p − 3 2 p+1 2 p−3
h 3p + 1 i 1 5
L −1 2 = e−t + e3t .
p − 2p − 3 2 2
h i
Example 6.2.4. Find L −1 p−2
p2 +5p+6
.
Solution. Let
p−2 p−2 A B
= = + (6.2.4)
p2 + 5p + 6 (p + 2)(p + 3) p + 2 p + 3
Then
p − 2 = A(p + 3) + B(p + 2)
Put p = −2, we get A = −4

Put p = −3, we get B = 5. Substituting these values of A and B in (20.2.4), we get
p−2 4 5
= − +
+ 5p + 6p2 p+2 p+3
h p−2 i h 4 5 i
L −1 2 = L −1 − +
p + 5p + 6 p+2 p+3
h 1 i h 1 i
= −4L −1 + 5L −1
p+2 p+3
h p−2 i
L −1 2 = −4e−2t + 5e−3t .
p + 5p + 6
h i
p(p+1)(p+2)
.
Solution. Let
1 A B C
= + + (6.2.5)
p(p + 1)(p + 2) p p + 1 p + 2
Then
1 = A(p + 1)(p + 2) + Bp(p + 2) + C p(p + 1)

Put p = 0, we get 1 = 2A ⇒ A = 1
2
Put p = −1, we get B = −1.

Put p = −2, we get 1 = 2C ⇒ C = 21 . Substituting these values of A and B in (20.2.6), we get
1 1 1 1
= − +
p(p + 1)(p + 2) 2p p + 1 2(p + 2)
h 1 i 1 h1i h 1 i 1 h 1 i
L −1 = L −1 − L −1 + L −1
p(p + 1)(p + 2) 2 p p+1 2 p+2
1 1
= − e−t + e−2t
2 2
1
= (1 − 2e + e−2t )
−t
2
h 1 i 1
L −1
= (1 − e−t )2 .
p(p + 1)(p + 2) 2
p2
h i
Example 6.2.6. Evaluate L −1 (p+1)(p+2)(p+3)
Solution. Let
p2 A B C
= + + (6.2.6)
(p + 1)(p + 2)(p + 3) p + 1 p + 2 p + 3
Then
p2 = A(p + 2)(p + 3) + B(p + 1)(p + 3) + C(p + 2)(p + 1)
Put p = −1, we get 1 = A(−1 + 2)(−1 + 3) ⇒ A = 1

2
Put p = −2, we get 4 = B(−2 + 1)(−2 + 3) ⇒ B = −4

Put p = −3, we get 9 = C(−3 + 1)(−3 + 2) ⇒ C = 92 . Substituting these values of A, B and C
in (20.2.8), we get
p2 1 4 9
= − +
(p + 1)(p + 2)(p + 3) 2(p + 1) p + 2 2(p + 3)
2
h p i 1 h 1 i h 1 i 9 h 1 i
L −1 = L −1 − 4L −1 + L −1
(p + 1)(p + 2)(p + 3) 2 p+1 p+2 2 p+3
2
h p i 1 9
L −1 = e−t − 4e−2t + e−3t
(p + 1)(p + 2)(p + 3) 2 2

h i
Example 6.2.7. Evaluate L −1 1
(p+1)(p2 +1)
Solution. Let
1 A Bp + C
= + 2 (6.2.7)
(p + 1)(p + 1) p + 1
2 p +1
Then
1 = A(p2 + 1) + (Bp + C)(p + 1) = (A + B)p2 + (B + C)p + (A + C)
Comparing the coefficients of p2 , p, and constant terms on both sides, we get

A + B = 0, B + C = 0 and A + C = 0.
Solving these, we get A = 12 , B = − 21 and C = 12 . Substituting these values of A, B and C in
(20.2.9), we get
1 1 p 1
= − +
(p + 1)(p + 1)
2 2(p + 1) 2(p + 1) 2(p + 1)
2 2
h 1 i 1 −1 h 1 i 1 −1 h p i 1 −1 h 1 i
L −1 = L − L + L
(p + 1)(p2 + 1) 2 p+1 2 p2 + 1 2 p2 + 1
h 1 i 1 −t 1 1
L −1 = e − cos t + sin t.
(p + 1)(p2 + 1) 2 2 2
p2 +p−2
h i
Example 6.2.8. Find the inverse Laplace transformation of p(p+3)(p−2)
Solution. Let
p2 + p − 2 A B C
= + + (6.2.8)
p(p + 3)(p − 2) p p + 3 p − 2
Then
p2 + p − 2 = A(p + 3)(p − 2) + Bp(p − 2) + C p(p + 3)
Put p = 0, we get −2 = −6A ⇒ A = 31 .

Put p = −3, we get 4 = 15B ⇒ B = 4
15
Put p = 2, we get 4 = 10C ⇒ C = 2

5

Substituting these values of A, B and C in (20.2.10), we get
p2 + p − 2 1 4 2
= + +
p(p + 3)(p − 2) 3p 15(p + 3) 5(p − 2)
h p + p−2 i
2
1 h1i 4 h 1 i 2 h 1 i
L −1 = L −1 + L −1 + L −1
p(p + 3)(p − 2) 3 p 15 p+3 5 p−2
h p + p−2 i
2
1 4 2
L −1 = + e−3t + e2t .
p(p + 3)(p − 2) 3 15 5
p2 +2p−4
h i
Example 6.2.9. Evaluate L −1 (p2 +9)(p−5)
Solution. Let
p2 + 2p − 4 A Bp + C
= + (6.2.9)
(p2 + 9)(p − 5) p − 1 p2 + 9
Then
p2 + 2p − 4 = A(p2 + 9) + (Bp + C)(p − 5)
Put p = 5, we have 31 = 34A ⇒ A = 31

34
Comparing the coefficients of p2 , and p, on both sides, we get

A + B = 1, −5B + C = 2
Therefore B = 3
34
and C = 83
34
Substituting these values of A, B and C in (6.2.9), we get
p2 + 2p − 4 31 3p + 83
= +
(p2 + 9)(p − 5) 34(p − 5) 34(p2 + 9)
h p2 + 2p − 4 i 31 3 h p i 83 h 1 i
L −1 2 = + L −1 2 + L −1 2
(p + 9)(p − 5) 34(p − 5) 34 p +9 34 p +9
h p2 + 2p − 4 i 31 5t 3 83 sin 3t
L −1 2 = e + cos 3t +
(p + 9)(p − 5) 34 34 34 3
h p2 + 2p − 4 i 1 h 5t 83 i
L −1 2 = 31e + 3 cos 3t + sin 3t .
(p + 9)(p − 5) 34 3
p2
h i
Example 6.2.10. Evaluate L −1 (p2 +4)(p2 +25)
Solution. Let
p2 Ap + B C p + D
= + 2 (6.2.10)
(p2 + 4)(p2 + 25) p2 + 4 p + 25

Then
p2 = (Ap + B)(p2 + 25) + (C p + D)(p2 + 4)
Comparing the coefficients of p3 , and p2 , p and the constant term on both sides, we get
A + C = 0, B + D = 1, 25A + 4C = 0 and 25B + D = 0
Solving these equations, we get A = 0, C = 0, B = − 21

4
and D = 25
21
.
Substituting these values of A, B, C and D in (6.2.10), we get
p2 −4 25
= +
(p2 + 4)(p2 + 25) 21(p2 + 4) 21(p2 + 25)
2
h p i 4 −1 h 1 i 25 −1 h 1 i
L −1 2 = − L + L
(p + 4)(p2 + 25) 21 p2 + 4 21 p2 + 25
4 sin 2t 25 sin 5t
= − +
21 2 21 5
2 5
= − sin 2t + sin 5t
21 21
h p2 i 1h i
L −1 2 = 5 sin 5 − 2 sin 2t .
(p + 4)(p2 + 25) 21
h i
Example 6.2.11. Evaluate L −1 p
(p2 +1)(p2 +9)(p2 +25)
h i
Solution. We have 1
(p2 +1)(p2 +9)
= 1 1
8 p2 +1
− 1
p2 +9
, by resolving into partial fractions.
1 1h 1 1 i
= −
(p2 + 1)(p2 + 9)(p2 + 25) 8 (p2 + 1)(p2 + 25) (p2 + 9)(p2 + 25)
1h 1 1 1 1 1 1 i
= − − −
8 24 p2 + 1 p2 + 25 16 p2 + 9 p2 + 25
1h 1 1 1 1 1 1
= . 2 − . 2 + . 2
8 24 p + 1 16 p + 9 48 p + 25
1 h 16 24 8 i
= − +
8 × 24 × 16 p2 + 1 p2 + 9 p2 + 25
p 1 h 16p 24p 8p i
= − +
(p2 + 1)(p2 + 9)(p2 + 25) 3092 p2 + 1 p2 + 9 p2 + 25
h p i 1 h p p p i
L −1 2 = 16.L −1
− 24.L −1
+ 8.L −1
(p + 1)(p2 + 9)(p2 + 25) 3092 p2 + 1 p2 + 9 p2 + 25
1
= 16 cos t − 24 cos 3t + 8 cos 5t .
3092

114 6.3. Exercises
h i
Example 6.2.12. Find L −1 2p+3
p3 −6p2 +11p−6
.
Solution. Let
2p + 3 2p + 3 A B C
= = + + (6.2.11)
p3 − 6p + 11p − 6 (p − 1)(p − 2)(p − 3) p − 1 p − 2 p − 3
2
Then
2p + 3 = A(p − 2)(p − 3) + B(p − 1)(p − 3) + C(p − 1)(p − 2)
Put p = 1, we have A = 5
2
Put p = 2, we have B = −7
Put p = 3, we get C = 29 .
Substituting these values of A and B in (6.2.11), we get
2p + 3 5 7 9
= − +
− 6p + 11p − 6
p3 2 2(p − 1) p − 2 2(p − 3)
h 2p + 3 i 5 h 1 i h 1 i 9 h 1 i
L −1 3 = L −1
− 7L −1
+ L −1
p − 6p2 + 11p − 6 2 p−1 p−2 2 p−3
h 2p + 3 i 5 9
L −1 3 = et − 7e2t + e3t .
p − 6p + 11p − 6
2 2 2
6.3 Exercises
Find the inverse Laplace transform of the following:

p2 1 2p2 −6p+5
1. (p2 +4)(p2 +9)
; 2. p(p2 +1)(p2 +4)(p2 +16)
; 3. p3 −6p2 +11p−6
;
1 1 1
4. (p+1)(p−2)
; 5. (p+1)(p+3)
; 6. p2 −5p+6
;
p +2p−3
2
7. p23p+7
−2p−3
; 8. p(p+2)(p−3) ; 9. 2p−1
p3 −p
;
2 2
10. 3(p2p−1)
5 ; 11. 2p2p+8 ; 12. 2p2p−8 ;
3
p+1
13. p2 −2p+2 ; 14. 1
p4 −1
; 15. p2p
4 −1 ;
2
4 +4 .
11p −2p+5 5p+3
16. (p+1)(p−2)(2p−1) ; 17. (p−1)(p2 +2p+5)
; 18. p2p

6.3. Exercises 115
Answers
1. 15 (3 sin 3t − 2 sin 2t); 2. 1
768
(4 cos t − 6 cos 3t + 2 cos 5t); 4. 31 (e2t − e−t );
5. 21 (e−t − e−3t ); 6. e3t − e2t ; 7. 4e3t − e−t ;
et 3t2 3t4
8. 1
2
+ 54 e3t − 3 −2t
10
e ; 9. 1 + 2
− 32 e−t ; 10. 3
2
− 2
+ 48
;
11. 1
2
cos 2t; 12. 1
2
cosh 2t; 13. et (cos t + 2 sin t);
t
14. 21 (sinh t − sin t); 15. cos t + cosh t; 16. 2e−t + 5e2t − 23 e 2 ;

17. et + e−t 23 sin 2t − cos 2t ; 18. sin t sinh t.

116
UNIT-II
Lesson 7
FIRST SHIFTING THEOREM

Learning Objectives
• identify the first shifting theorem in inverse Laplace transform
• find inverse Laplace transform based on first shifting theorem
• identify the second shifting theorem in inverse Laplace transform
• find inverse Laplace transform based on second shifting theorem.
7.1 Introduction
T
his Lesson contains the first shifting theorem, the second shifting theorem, change of scale
property and how to apply these ideas to find out the inverse Laplace Transform.
Theorem 7.1.1. (First Shifting Theorem) If L −1 [ f (p)] = F(t), then L −1 [ f (p − a)] = eat F(t).
Proof. We know that
L [eat f (t)] = f (p − a) ⇒ L −1 [ f (p − a)] = eat F(t) = eat L −1 [ f (p)].

Note: Similarly, we have

1. L −1 [ f (p + a)] = e−at F(t) = e−at L −1 [ f (p)].
2. L −1 [ f (p)] = eat L −1 [ f (p + a)].
3. L −1 [ f (p)] = e−at L −1 [ f (p − a)].
(Problems base on first shifting theorem)

h i
p2 +2p+5
.
Solution.
h 1 i h 1 i
L −1 = L −1
p2 + 2p + 5 (p + 1)2 + 4
since p2 + 2p + 5 = (p + 1)2 − 1 + 5 = (p + 1)2 + 4 by completing square method
h 1 i h 1 i
L −1 2 = e−t L −1 2 , by first shifting theorem
p + 2p + 5 p + 22
sin 2t
= e−t .
2
h i
Example 7.2.2. Find L −1 p+3
p2 −10p+29
.
Solution.
h p+3 i h p+3 i
L −1 = L −1
p2 − 10p + 29 (p − 5)2 + 4
h p − 5 + 5 + 3i
= L −1
(p − 5)2 + 4
h p−5 i h 8 i
= L −1 + L −1
(p − 5)2 + 4 (p − 5)2 + 4
h p i h 1 i
= e5t L −1 2 + 8e5t L −1 2 , by first shifting theorem
p +4 p +4
sin 2t
= e5t cos 2t + 8e5t
2
h p + 3 i
L −1 2 = e5t cos 2t + 4 sin 2t .
p − 10p + 29

h i
p2 +4p+5
.
Solution.
h p i h p i
L −1 = L −1
p2 + 4p + 5 (p + 2)2 + 1
h p+2−2 i
= L −1
(p + 2)2 + 1
h p i h p+2 i h 2 i
L −1 = L −1
− L −1
p2 + 4p + 5 (p + 2)2 + 1 (p + 2)2 + 1
h p i h 1 i
= e−2t L −1 2 − 2e−2t L −1 2 , by first shifting theorem
p +1 p +1
= e−2t cos t − 2e−2t sin t
h p i
L −1 = e−2t cos t − 2 sin t .
p2 + 4p + 5
h i h i
Example 7.2.4. Find (i) L −1 1
(p+2)2 +16
; (ii) L −1 √ 1 ;
2p−3
Solution. (i)
h 1 i h 1 i
−2t sin 4t
L −1 = e −2t
L −1
= e .
(p + 2)2 + 16 p2 + 16 4
(ii)
1
h 1 i h 1 i 1 3t h1i 1 3t t 2 −1 1 3t
L −1 p = L −1 q = √ e 2 L −1 1 = √ e 2 1 = √ e 2 .
2p − 3 2(p − 32 ) 2 p2 2 Γ( 2 ) 2πt
h i h i
Example 7.2.5. Find (i) L −1 2p+3
p2 +2p+2
; (ii) Find (i) L −1 1
(p+a)n
.
Solution.
h 2p + 3 i h 2p + 3 i
L −1 = L −1
p2 + 2p + 2 (p + 1)2 + 1
h 2(p + 1) − 2 + 3 i
= L −1
(p + 1)2 + 1

h 2(p + 1) i h 1 i
= L −1 + L −1
(p + 1)2 + 1 (p + 1)2 + 1
h p i h 1 i
= 2e−t L −1 2 + e−t L −1 2 , by first shifting theorem
p +1 p +1
= 2e−t cos t + e−t sin t
h 2p + 3 i
L −1 = e−t 2 cos t + sin t .
p2 + 2p + 2
(ii)
n−1
1 i −1 1
h i
h
−at t
L =e L
−at
−1
=e .
(p + a)n pn Γ(n)
h 3p−2 i
Example 7.2.6. Find the inverse Laplace transform of L −1 p2 −4p+20 .
Solution.
h 3p − 2 i h 3p − 2 i
L −1 = L −1
p2 − 4p + 20 (p − 2)2 + 16
3p − 2 i −1 3(p − 2) + 6 − 2
h h i
L −1 = L
p2 − 4p + 20 (p − 2)2 + 16
h 3(p − 2) i h 4 i
= L −1 + L −1
(p − 2)2 + 16 (p − 2)2 + 16
h p i h 1 i
= 3e2t L −1 2 + 4e2t L −1 2 , by first shifting theorem
p + 16 p + 16
= 3e2t cos 4t + e2t sin 4t
h 3p − 2 i
L −1 = e2t 3 cos 4t + sin 4t .
p2 − 4p + 20
h i
Example 7.2.7. Find the inverse Laplace transform of L −1 1
(p+1)2 (p2 +4)
.
Solution. Let
1 A B Cp + D
= + + (7.2.1)
(p + 1)2 (p2 + 4) p + 1 (p + 1)2 p2 + 4

Then
1 = A(p + 1)(p2 + 4) + B(p2 + 4) + (C p + D)(p + 1)2
1 = (A + C)p3 + (A + B + 2C + D)p2 + (4A + C + 2D)p + (4A + 4B + D)
Comparing the likewise coefficients, we get
A + C = 0, A + B + 2C + D = 0, 4A + C + 2D = 0 and 4A + 4B + D = 1
Solving these equations, we get
2 1 2 3
A= , B= ,C=− , D=− .
25 5 25 25
Substituting these values of A, B C and d in (7.2.1), we get
1 2 1 2 3
= + − −
(p + 1)2 (p2 + 4) 25(p + 1) 5(p + 1) 2 25(p + 4) 25(p2 + 4)
2
h 1 i 2 −1 h 1 i 1 −1 h 1 i 2 −1 h p i 3 −1 h 1 i
L −1 = L + L − L − L
(p + 1)2 (p2 + 4) 25 p+1 5 (p + 1)2 25 p2 + 4 25 p2 + 4
2 −t −1 h 1 i 1 −t −1 h 1 i 2 3 sin 2t
= e L + e L 2
− cos 2t −
25 p 5 p 25 25 2
2 −t 1 2 3 sin 2t
= e .1 + e−t .t − cos 2t −
25 5 25 25 2
h 1 i 2 −t 1 −t 2 3
L −1 = e + e t− cos 2t − sin 2t.
(p + 1)2 (p2 + 4) 25 5 25 50
h i h i
Example 7.2.8. Find (i) L −1 p+2
(p−2)3
; (ii) Find (i) L −1 p
(p+3)2
.

Solution.
h p+2 i
−1 p − 2 + 2 + 2
h i
L −1 = L
(p − 2)3 (p − 2)3
h p−2 i h 1 i
= L −1 + 4L −1
(p − 2)3 (p − 2)3
h 1 i
−1 1
h i
= L −1 + 4e 2t
L , by first shifting theorem
(p − 2)2 p3
t2
= e2t .t + 4e2t
2!
h p+2 i
L −1 = te2t 1 + 2t .
(p − 2)3
(ii)
p i −1 p + 3 − 3
h h i
L −1 = L
(p + 3)2 (p + 3)2
h p+3 i h 3 i
= L −1 − L −1
(p + 3)2 (p + 3)2
h 1 i h1i
= L −1 − 3e−3t L −1 2
p+3 p
h1i
= e−3t L −1 − 3e−3t .t
p
= e−3t .1 − 3e−3t t
h p i
L −1 = e−3t (1 − 3t).
(p + 3)2
h i
Example 7.2.9. Find the inverse Laplace transform of L −1 4p+5
(p−1)2 (p+2)
.
Solution. Let
4p + 5 A B C
= + + (7.2.2)
(p − 1) (p + 2) p − 1 (p − 1)
2 2 p+2
Then
4p + 5 = A(p − 1)(p + 2) + B(p + 2) + C(p − 1)2 (7.2.3)
= A(p2 + p − 2) + Bp + 2B + C(p2 − 2p + 1)
4p + 5 = (A + C)p2 + (A + B − 2C)p + (−2A + 2B + C)

Put p = 1 in (7.2.3), we get B = 3.

Put p = −2 in (7.2.3), we get C = − 31 .
Comparing the coefficient of p2 , we get
1
A+C = 0 ⇒ A = .
3
Substituting these values of A, B, C and D in (7.2.2), we get
4p + 5 1 3 1
= + −
(p − 1) (p + 2)
2 3(p − 1) (p − 1) 2 3(p + 2)
h 4p + 5 i 1 −1 1h i h 1 i 1 −1 h 1 i
L −1 = L + 3L −1
− L
(p − 1)2 (p + 2) 3 p−1 (p − 1)2 3 p+2
1 t h1i 1
= e + 3et L −1 2 − e−2t
3 p 3
h 4p + 5 i 1 1
L −1 = et + 3et .t − e−2t .
(p − 1) (p + 2)
2 3 3
h i
Example 7.2.10. Find L −1 3p−4
p2 −4p+8
Solution.
p2 − 4p + 8 = (p − 2)2 − 4 + 8 = (p − 2)2 + 4,
by completing square method.
3p − 4 i
h h 3p − 4 i
L −1 = L −1
p2 − 4p + 8 (p − 2)2 + 4
h 3(p − 2) + 6 − 4 i
= L −1
(p − 2)2 + 4
h 3(p − 2) i h 1 i
= L −1 + 2L −1
(p − 2)2 + 4 (p − 2)2 + 4
h p i h 1 i
= 3e2t L −1 2 + 2e2t L −1 2
p +4 p +4
sin 2t
= 3e−2t cos 2t + 2e2t
2
h 3p − 4 i
L −1 2 = 3e−2t cos 2t + e2t sin 2t.
p − 4p + 8

p2
h i
Example 7.2.11. Prove that L −1 (p+2)3
= e−2t (1 − 4t + 2t2 ).
Solution.
p2 i −1 (p + 2) − 4p − 4)
h h 2 i
L −1 = L
(p + 2)3 (p + 2)3
h (p + 2)2 i h p+1 i
= L −1 − 4L −1
(p + 2)3 (p + 2)3
h 1 i h p + 2 − 1i
= L −1 − 4L −1
p+2 (p + 2)3
h p2 i h p+2 i
−1 1
h i h 1 i
L −1 = e−2t
L − 4L −1
+ 4L −1
(p + 2)3 p (p + 2)3 (p + 2)3
h p2 i h 1 i
−1 1
h i
L −1 = e−2t
.1 − 4L −1
+ 4e−2t
L
(p + 2)3 (p + 2)2 p3
h1i t2
= e−2t − 4e−2t L −1 2 + 4e−2t
p 2!
= e−2t − 4e−2t .t + 2e−2t t2
h p2 i
L −1 = e−2t (1 − 4t + 2t2 ).
(p + 2)3
h i
p2 −2p+5
.
Solution. p2 − 2p + 5 = (p − 1)2 − 1 + 5 = (p − 1)2 + 4, by completing square method.
p+2 i
h h p+2 i
L −1 = L −1
p2 − 2p + 5 (p − 1)2 + 4
h p − 1 + 1 + 2i
= L −1
(p − 1)2 + 4
h p−1 i h 1 i
= L −1 + 3L −1
(p − 1)2 + 4 (p − 1)2 + 4
h p i h 1 i
= et L −1 2 + 3et L −1 2
p +4 p +4
sin 2t
= et cos 2t + 3et
2
h p+2 i 3
L −1 2 = et cos 2t + sin 2t .
p − 2p + 5 2

h i
p4 +4a4
.
Solution.
p4 + 4a4 = (p2 + 2a2 )2 − 4a2 p2 = (p2 + 2a2 − 2ap)(p2 + 2a2 + 2ap).
p p
=
+ 4a
p4 4 (p + 2a − 2ap)(p2 + 2a2 + 2ap)
2 2
1h 1 1 i
= −
4a p2 − 2ap + 2a2 p2 + 2ap + 2a2
1h 1 1 i
= −
4a (p − a)2 + a2 (p + a)2 + a2
h p i 1 −1 h 1 i h 1 i
L −1 4 = L − L −1
p + 4a4 4a (p − a)2 + a2 (p + a)2 + a2
h p i 1 at −1 h 1 i h 1 i
L −1 = e L − e −at
L −1
p4 + 4a4 4a p2 + a2 p2 + a2
1 h at sin at sin at i
= e − e−at
4a a a
1
= sin at(eat − a−at )
4a2
1
= sin at. 2 sinh at
4a2
h p i 1
L −1 4 = sin at sinh at.
p + 4a 4 2a2
h i
5
(p+1) 2
Solution.
p p+1−1
=
(p + 1) (p + 1) 2
5 5
2
p+1 1
= −
(p + 1) (p + 1) 2
5 5
2
1 1
= −
(p + 1) 2 (p + 1) 2
3 5

126 7.3. Exercises
h p i h 1 i h 1 i
L −1 = L −1 − L −1
(p + 1) (p + 1) (p + 1)
5 3 5
2 2 2
h1i h1i
= e−t L −1 3
− e−t L −1
5
p 2 p2
h p i h t 21 3
t2 i
L −1
= e −t
− .
(p + 1) 2
5
Γ( 32 ) Γ( 25 )
7.3 Exercises
Find the inverse Laplace transform of:

1 p+1 4p+5
1. p(p2 −1)(p2 +1) ; 2. p2 +6p+25
; 3. (p−4)2 (p+3)
;
p p 2p+1
4. 3 ; 5. p4 +p2 +1
; 6. (p−1)2 +(p+2)2
;
(p+1) 2
e−3p pe−ap
7. p2 −2p+5
; 8. p2 −9
.
Answers
1. 12 (cos ht + cos t − 2); 2. e−3t cos 2t − 12 sin 2t ; 3. 17 e4t + 3e4t t − 71 e−3t ;
q √
e−t t √2 3t
4. πt − 2e
√ −t
π
; 5. 3
sin 2
sinh 2t ; 6. 3t (et − e−2t );
7. 21 e(t−3) sin 2(t − 3)H(t − 3); 8. cosh 3(t − a)H(t − a).
7.4 Second Shifting Theorem
Theorem 7.4.1. If L −1 [ f (p)] = F(t), then L −1 [e−ap f (p)] = G(t) where


F(t − a), if t > a




G(t) = 


if t < a

0,



7.4. Second Shifting Theorem 127
Z ∞
L [G(t)] = e−ptG(t)dt
Z0 a Z a
= G(t)dt +
e −pt
e−ptG(t)dt
0 0
Z a Z ∞
= e .0 dt +
−pt
e−pt F(t − a)dt
0 a
Put t − a = x so that dt = dx. Also when t = a, x = 0, when t = ∞, x = ∞.

Z ∞
L [G(t)] = e−p(x+a) F(x)dx
0
Z ∞
= e−ap
e−px F(x)dx
Z0 ∞
= e−ap e−pt F(t)dt
0
= e L [F(t)]
ap
= e−ap f (p)
∴ G(t) = L −1 [e−ap f (p)].
Note. The above result can also be expressed as


F(t − a), if t > a




L [e f (p)] = 
−1 −ap


if t < a

0,


or
L −1 [e−ap f (p)] = F(t − a)H(t − a),
where H(t − a) is Heaviside unit step function.

(Based on second shifting theorem)

h i
e−5p
Example 7.5.1. Find L −1 (p−2)4
Solution.
h 1 i t3
L −1 =
p4 3!
3
h 1 i 2t t
L −1 = e = F(t),
(p − 2)4 6
 
3
e2(t−5)(t−5)
>  6 , if t > 5
 
F(t − 5), if t 5
 
1
h i 
 

L −1 e−5p = =

 
(p − 2)4

 

if t < 5  if t < 5
 
0,

 0,

by second shifting theorem. (or)
h e−5p i 1
L −1 = e2(t−5) (t − 5)3 H(t − 5),
(p − 2)4 6
where 
if t > 5

1,



H(t − 5) = 


if t < 5

0,


h i
e−3p
Example 7.5.2. Find L −1 p3
.
Solution.
h 1 i t2
S ince L −1 = = F(t),
p3 2!
by first shifting theorem. Using second shifting theorem, we have
h e−3p i (t − 3)2
L −1 = F(t − 3)H(t − 3) = H(t − 3),
p3 2

where H(t − 3) is the Heaviside unit step function.

h −4p i
Example 7.5.3. Find L −1 (p−3)
e
4 .
Solution. Since
3
h 1 i −1 1
h i
3t t
L −1 = e3t
L = e = F(t),
(p − 3)4 p4 6
h e−4p i e3(t−4) (t − 4)3

L −1 = F(t − 4)H(t − 4) = H(t − 4),
(p − 3)4 6

h −uπp i
Example 7.5.4. Find L −1 pep2 +25
5
Solution. Since
h p i
L −1 = cos 5t = F(t).
p2 + 25
Using second shifting theorem, we have
h pe −uπp
5 i uπ uπ uπ uπ
L −1
= F t − H t − = cos 5 t− H t−
p2 + 25 5 5 5 5

uπ
where H t − is the Heaviside unit step function.
5
h −2p i
Example 7.5.5. Find L −1 p2 +4p+5
e
.
Solution. Since
h 1 i h 1 i h 1 i
L −1 = L −1
= e−2t
L −1
== e−2t sin t = F(t),
p2 + 4p + 5 (p + 2)2 + 1 p2 + 1
h e−2p i
L −1
= F(t − 2)H(t − 2) = e−2(t−2) sin(t − 2)H(t − 2),
p + 4p + 5
2

h 3+5p i
Example 7.5.6. Find L −1 p2 e2p
.
Solution. Let
3 + 5p 3 5
f (p) = 2
= 2+
p p p
h3 5i
L −1 [ f (p)] = L −1 + = 3t + 5 = F(t),
p2 p
h 3 + 5p i h e−2p (3 + 5p) i
L −1 = L −1 = F(t − 2)H(t − 2) = (3(t − 2) + 5)H(t − 2),
p2 e2p p2

h (p+1)e−πp i
Example 7.5.7. Find L −1 p2 +p+1
.
Solution. Let
p+1
f (p) =
p2 + p+1
Then
p+1 p+1
=
p2 + p+1 (p + 21 )2 + 3
4
p + 21 + 1
= 2
(p + 21 )2 + 3
4
p+ 1 1
= 2
+ 2
(p + ) + 34
1 2
2
(p + 1 2
2
) + 34
h p+1 i h p + 12 i 1 h 1 i
L −1 = L −1 + L −1
p2 + p+1 (p + 12 )2 + 43 2 (p + 12 )2 + 34
1
h p i 1 1 h 1 i
= e− 2 t L −1 2 3 + e− 2 t L −1 2 3
p +4 2 p +4
√
√
3 1 1 sin 23 t
− 12 t
= e cos t + e− 2 t √
2 2 3
2
√ √
3 1 3 i
− 12 t
h
= e cos t + √ sin t
2 3 2


√ √
h (p + 1)e−πp i 3 1 3
− 12 (t−π)
h i
L −1
= F(t − π)H(t − π) = e cos (t − π) + √ sin (t − π) H(t − π),
p2 + p + 1 2 3 2
where H(t − π) is the Heaviside unit step function.

h 4−3p i
Example 7.5.8. Find L −1 e 5 .
(p+4) 2
Solution.
h 1 i h1i
L −1 = e−4t L −1
(p + 4) 2
5 5
p2
3
t2
= e −4t
Γ( 52 )
3
t2
= e−4t 3
. 1 Γ( 12 )
2 2
3
4 t2
= e−4t √
3 π
= F(t)
3
h e4−3p i 4 (t − 3) 2
L −1
= e F(t − 3)H(t − 3) = e−4(t−3) √ H(t − 3),
4
(p + 4) 2
5
3 π

h −πp i
Example 7.5.9. Find L −1 1+ep2 +1
.
Solution.
h 1 + e−πp i 1 i h −πp i
−1 e
h
L −1 = L −1 + L
p2 + 1 p2 + 1 p2 + 1
= sin t + sin(t − π)H(t − π), by second shi f ting theorem
= sin t − sin tH(t − π)

h1 + e −πp i
L −1 = sin t(1 − H(t − π)).
p2 + 1

132 7.6. Change of Scale of Property
7.6 Change of Scale of Property

h i
Theorem 7.6.1. If L [F(t)] = f (p), then L −1 [ f (ap)] = a1 F t
a
, a > 0.
Z ∞
f (p) = e−pt F(t)dt
Z0 ∞
f (ap) = e−apt F(t)dt
0
Put at = u, then dt = du
a
.
When t = 0, u = 0 and t = ∞, u = ∞.
Z ∞ h u i du
f (ap) = e−pu F
0 a a
Z ∞
1 hui
= e−pu F du
a 0 a
Z ∞
1 h ti
= e−pt F dt, on changing the dummy variable u by t
a 0 a
1 h t i
= L
a a
h 1 t i
f (ap) = L F
a a
1 t
Hence L −1 [ f (ap)] = F .
a a

h i h i
Example 7.7.1. If L −1 p
(p2 +1)2
= 12 t sin t, find L −1 8p
(4p2 +1)2
.
Solution. Given,
h p i 1
L −1 = t sin t.
(p2 + 1)2 2

Replace p by ap, we get
h ap i 1 1 t t
L −1 = . . . sin ,
((ap)2 + 1)2 2 a a a
Putting a = 2, we get
h 2p i t t
L −1 = sin
(4p2 + 1)2 8 2
8p i t h t
∴ L −1 = sin .
(4p2 + 1)2 2 2
h − 1p i √ h − ap i
Example 7.7.2. If L −1 e 1 = cos√2πt t , find L −1 e 1
p2 p2
Solution. Given, √
h e− 1p i cos 2 t
L −1 = √ .
πt
1
p2
Replace p by ap, we get q
t
1
− ap
i 1 cos 2
−1 e
h a
L 1
= q ,
(ap) 2 a π at
q
t
1 1 cos1
2
− ap
−1 e
h i a
√ L = √ √ ,
πt
1
a p2 a
Putting a = a1 , we get
√
h e− ap i cos 2 at
L −1 √ = √ .
p πt
Example 7.7.3. For a > 0, prove that L −1 [ f (p)] = F(t) implies that
1 −bt t
L −1 [ f (ap + b)] = e a F .
a a

134 7.8. Exercises
Z ∞
f (p) = L [F(t)] = e−pt F(t)dt
0
Z ∞
f (ap + b) = e−(ap+b)t F(t)dt
Z0 ∞
= e−apt e−bt F(t)dt
0
Put at = x, so that dt = dx
a
.
Also t = 0 ⇒ x = 0 and t = ∞ ⇒ x = ∞.
x Z ∞
bx
f (ap + b) = dx e−px e− a F
a
Z0 ∞ h 1 bt t
= e−pt e− a F dt
0 a a
h 1 bt t i
f (ap + b) = L e− a F
a a
1 −bt
t
Hence L −1 [ f (ap + b)] = e a F .
a a
7.8 Exercises
h i h i
1. Given L −1 p
(p2 +1)2
= 2t sin t, show that L −1 32p
(16P2 +1)2
= 4t sin t
4
.
p2 −1 9p2 −1
h i h i
2. Given L −1 (p2 +1)2
= t cos t, show that L −1 (9P2 +1)2
= 9t cos t
3
.

UNIT-II
Lesson 8
INVERSE LAPLACE TRANSFORM

OF DERIVATIVES AND INTEGRALS
Learning Objectives
• find inverse Laplace transform of derivatives and integrals
• solve problems based on inverse Laplace transform of derivatives and integrals

h f (p) i
• find L −1 [pn f (p)] and L −1 p
8.1 Introduction
T
his Lesson focuses on finding Inverse Laplace Transform of derivatives, integrals,
multiplication and division by powers of p.
8.2 Inverse Laplace Transform of Derivatives
dn
Theorem 8.2.1. If L −1 [ f (p)] = F(t), then L −1 [ f n (p)] = (−1)n tn F(t) where f n (p) = d pn
[ f (p)].

Proof. We know that
dn
L [tn F(t)] = (−1)n ( f (p))
d pn
= (−1)n f n (p)
∴ tn F(t) = (−1)n L −1 [ f n (p)]
i.e., (−1)n tn F(t) = (−1)2n L −1 [ f n (p)]
= L −1 [ f n (p)]
∴ L −1 [ f n (p)] = (−1)n tn F(t).

h i
Example 8.3.1. Find the inverse Laplace transform of log 1 + 1
p2
.
Solution.
1
L −1 [ f (p)] = − L −1 [ f 0 (p)] (8.3.1)
t
h 1i h p2 + 1 i
Let f (p) = log 1 + 2 = log 2
, f (p) = log(p2 + 1) − log p2
p p
2p 2
f 0 (p) = −
p2 + 1 p
2h p 1 i
(4.2.1) ⇒ L −1 [ f (p)] = − L −1 2 − L −1 2
t p +1 p
2
= − [cos t − 1]
t
h 1 i 2
L −1 log 1 + 2 = (1 − cos t).
p t

h p+3 i
Example 8.3.2. Find the inverse Laplace transform of log p+4
.
Solution.
h p + 3i
Let f (p) = log = log(p + 3) − log(p + 4).
p+4
1
f 0 (p) = −
p+3 p+4
1h 1 1 i
(4.2.1) ⇒ L −1 [ f (p)] = − L −1 − L −1
t p+3 p+4
1
= − [e−3t − e−4t ]
t
h p + 3 i 1
L −1 log = [e−4t − e−3t ].
p+4 t
h p+1 i
Example 8.3.3. Find the inverse Laplace transform of log p−1
.
Solution.
h p + 1i
Let f (p) = log = log(p + 1) − log(p − 1).
p−1
1 1
f 0 (p) = −
p+1 p−1
1h 1 1 i
(4.2.1) ⇒ L −1 [ f (p)] = − L −1 − L −1
t p+1 p−1
1
= − [e−t − et ]
t
h p + 1 i 1 t
L −1 log = [e − e−t ]
p−1 t
h p + 1 i 2
i.e., L −1 log = sinh t.
p−1 t
h 1+p i
Example 8.3.4. Find the inverse Laplace transform of log p2
.
Solution.
h1 + pi
Let f (p) = log = log(p + 1) − log(p2 ),
p2
f (p) = log(p + 1) − 2 log p

1 1
f 0 (p) = −2
p+1 p
1 h 1 1 i
(4.2.1) ⇒ L −1 [ f (p)] = − L −1 − 2L −1
t p+1 p
1
= − [e−t − 2]
t
h 1 + p i 1
L −1 log = [2 − e−t ]
p2 t
p2 +1
h i
Example 8.3.5. Find the inverse Laplace transform of log (p−1)2
.
Solution.
h p2 + 1 i
Let f (p) = log = log(p2 + 1) − log(p − 1)2 , f (p) = log(p2 + 1) − 2 log(p − 1)
(p − 1)2
2p 1
f 0 (p) = −2
+1p2 p−1
1 h 2p 1 i
(4.2.1) ⇒ L −1 [ f (p)] = − L −1 2 − 2L −1
t p +1 p−1
1
= − [2 cos t − 2et ]
t
h p2 + 1 i 2
L −1 log 2
= [et − cos t]
(p − 1) t
h i
Example 8.3.6. Find L −1 tan−1 ap + cot−1 bp .
Solution.
a p
Let f (p) = tan−1 + cot−1 .
p b
Then
1 −a 1 1
f 0 (p) = − . .
1+ a2
p2
p2 1+ p2
b2
b

−a b
f 0 (p) = −
p2 + a2 p2 + b2
1 h −1 −a b i
(4.2.1) ⇒ L −1 [ f (p)] = −L − L −1
t p2 + a2 p2 + b2
1
= − [− sin at − sin bt]
t
h a p i 1
L −1 tan−1 + cot−1 = [sin at + sin bt].
p b t
h i
Example 8.3.7. Find L −1 cot−1 p+a
b
.
Solution.
p + a
Let f (p) = cot−1 .
b
Then
1 1
f 0 (p) = − (p+a)2
. .
1+ b2
b
−b
f 0 (p) = −
(p + a)2 + b2
1 h −1 b i
(4.2.1) ⇒ L −1 [ f (p)] = − L −
t (p + a)2 + b2
1 h b i
= e−at L −1 2
t p + b2
h p + a i e −at
L −1 cot−1 = sin bt.
b t
h i
Example 8.3.8. Find L −1 tan−1 (p + 1) .
Solution. Let f (p) = tan−1 (p + 1). Then f 0 (p) = 1

1+(p+1)2
1 h −1 1 i
(4.2.1) ⇒ L −1 [ f (p)] = − L
t (p + 1)2 + 1
1 h 1 i
= − e−t L −1 2
t p +1
h p + a i e −t
L −1 cot−1 = − sin t.
b t

140 8.4. Inverse Laplace Transform of Integrals
h i
(p2 −25)2
.
Solution.
1
Let f (p) = .
p2 − 25
Then
1
f 0 (p) = − .2p
(p2 − 25)2
1
Since L −1 [ f (p)] = − L −1 [ f 0 (p)]
t
i.e., L −1 [ f 0 (p)] = −tL −1 [ f (p)]
h −2p i h 1 i
L −1 2 = −tL −1
(p − 25)2 p2 − 25
t h 1 i
= L −1 2
2 p − 25
h p i t
L −1 2 2
= sinh 5t.
(p − 25) 10
8.4 Inverse Laplace Transform of Integrals

hR ∞ i
Theorem 8.4.1. If L −1 [ f (p)] = F(t), then L −1 p
f (p)d p = F(t)
t
.
Proof. We know that

h F(t) i Z ∞
L = f (p)d p,
t p
provided the integral exists.

hZ ∞ i F(t)
∴L −1
f (p)d p = .
p t
The above result can also be written as
hZ ∞ Z ∞
i1 h i
L −1
f (p)d p = L −1 [ f (p)] or L −1 [ f (p)] = tL −1 f (p)d p
p t p


h i
Example 8.5.1. Find L −1 2p
(p2 −4)2
.
Solution.
2p
Let f (p) =
(p2 − 4)2
hZ ∞ i
L [ f (p)] = tL
−1 −1
f (p)d p
p
hZ ∞
h 2p i 2p i
L −1 = tL −1 d p
(p − 4)2
2 2
p (p − 4)
2
h −1 ∞ i
= tL −1 2
p −4 p
h 1 i
= tL −1 0 + 2
p −4
sinh 2t
= t
2
h 2p i t
L −1 = sinh 2t
(p2 − 4)2 2
h i
((p2 +4p+5)2
.
Solution.
p+2
Let f (p) =
(p2 + 4p + 5)2
hZ ∞ i
L [ f (p)] = tL
−1 −1
f (p)d p
p
h p+2 i hZ ∞ p+2 i
L −1 = tL −1
d p
(p2 + 4p + 5)2 p (p + 4p + 5)
2 2
∞
2p + 4
h1 Z i
= tL −1 d p
2 p (p2 + 4p + 5)2

t −1 h 1 ∞ i
L − 2 =
2 p + 4p + 5 p
t h 1 i
= L −1
2 (p + 2)2 + 1
t h 1 i
= e−2t L −1 2
2 p +1
h p + 2 i t
L −1 2 = e−2t sin t.
(p + 4p + 5)2 2
h i
(p2 −a2 )2
.
Solution.
p
Let f (p) =
(p2 − a2 )2
hZ ∞ i
L [ f (p)] = tL
−1 −1
f (p)d p
p
h p i hZ ∞ p i
L −1
= tL −1
d p
(p2 − a2 )2 2
p (p − a )
2 2
h1 Z ∞
2p i
= tL −1 d p
2 p (p2 − a2 )2
t h −1 ∞ i
= L −1 2
2 p − a2 p
t h 1 i
= L −1 0 + 2
2 p − a2
t sinh at
=
2 a
h p i t
L −1 2 2 2
= sinh at.
(p − a ) 2a
hR ∞ i
log u−1
u+1
du .
Solution.
u − 1
Let f (u) = log = log(u − 1) − log(u + 1)
u+1
1 1
f 0 (u) = −
u−1 u+1

8.6. Exercises 143
By inverse Laplace transform of derivatives,
1
L −1 [ f (u)] = − L −1 [ f 0 (u)]
t
1 h 1 1 i
L −1 [log(u − 1) − log(u + 1)] = − L −1 −
t u−1 u+1
1 −1 h 1 1 i
= − L −
t u−1 u+1
1 t
= − (e − e−t )
t
1 −t
L [log(u − 1) − log(u + 1)] = (e − et ) = F(t)
−1
t
Now applying inverse Laplace transform of integrals,
hZ ∞ i F(t)
L −1
f (u)du = .
p t
∞
hZ u − 1 i 1 1 e−t − et
∴L −1
log du = (e−t − et ) = .
p u+1 t t t2
h i h i
Note. (1) L −1 2ap
(p2 −a2 )
= t sinh at; (2) L −1 p
(p2 +a2 )
= t
2a
sin at.
8.6 Exercises
A. Find the inverse Laplace transform of the following:

p p+a
1. log p−1 ; 2. log p+b ; 3. log p+ap−a
;
2
2

4. log 1 + ap2 ; 5. log 1 − ap2 ; 6. log 1 − p12 ;
p2 +1
7. log p(p+1) ; 8. log p(p+1)
p2 +4
; 9. cot −1 p
2
;

10. cot−1 (p + 1); 11. tan−1 p22 ; 12. p2 −a p
2.
hR ∞ i
B. Find L −1 1
u
− 1
u−1
du .
h R p∞ i
C. Find L −1 p
a
u2 −a2
b
− u2 −b 2 du .
hR ∞ i
D. Find L −1 p u2 +a u
2
u
− u2 +b 2 du .

144 8.7. Multiplication by Powers of p
Answers
t e−bt −e−at
A. 1. e −1
t
; 2. t
; 3. 2
at
sinh at;
4. 2t (1 − cos at); 5. 2t (1 − cosh at); 6. 2t (1 − cosh t);
7. 1t (1 + e−t − 2 cos t); 8. 1t (2 cos 2t − e−t − 1); 9. sin 2t
t
;
e−t sin t 2 t
10. t
; 11. t
sinh t sin t; 12. 2a
sinh at.
1−et
B. t
.
C. 1t (sinh at − sinh bt).
D. 1t (cos at − cos bt).
8.7 Multiplication by Powers of p
Theorem 8.7.1. If L −1 [ f (p)] = F(t) and F(0) = 0, then L −1 [p f (p)] = F 0 (t).
Proof. We know that

L [F 0 (t)] = p f (p) − F(0)
∴ L [F 0 (t)] = p f (p), since F(0) = 0
or
L −1 [p f (p)] = F 0 (t).
Note: In general, L −1 [pn f (p)] = F n (t), if F n (0) = 0 for n = 1, 2, 3, .., n − 1.

h i
2p2 −1
.

Solution. Let
1
f (p) =
2p2 −1
Since F(t) = L −1 [ f (p)]

h 1 i
= L −1
2p2 − 1
1h 1 i
=
2 p2 − 12

sinh √t
1 2
=
2 √1
2
1 t
F(t) = √ sinh √
2 2
Clearly, F(0) = 0. Thus,
h p i h 1 i
Thus L −1 = L −1
p.
2p2 − 1 2p2 − 1
= L −1 [p f (p)]
= F 0 (t)
1 t 1
= √ cosh √ . √
2 2 2
h p i 1 t
L −1 = cosh √ .
2p2 − 1 2 2
h i
(p−4)5
.
Solution. Let
1
f (p) =
(p − 4)5

Since F(t) = L −1 [ f (p)]

1
= L −1 [ ]
(p − 4)5
h1i
= e4t L −1 5
p
4
t
= e4t
4!
t4 e4t
F(t) =
24
Clearly F(0) = 0.
L −1 [p f (p)] = F 0 (t)
h p i d h t4 e4t i
L −1 =
(p − 4)5 dt 24
1 4 4t
= [t e + e4t 4t3 ]
24
h p i t3 e4t (t + 1)
L −1 = .
(p − 4)5 6
p2
h i
Example 8.8.3. Find L −1 (p−3)3
.
Solution. Let
1
f (p) =
(p − 3)3
S ince F(t) = L −1 [ f (p)]

1
= L −1 [ ]
(p − 3)3
h1i
= e3t L −1 3
p
2
t
F(t) = e3t
2

Clearly F(0) = 0, F 0 (0) = 0
L −1 [p2 f (p)] = F 00 (t)

h p2 i d2 h t2 3t i
L −1 = e
(p − 3)3 dt2 2
1 d h 2 3t i
= t .3e + 2te3t
2 dt
1 h 2 3t i
= 9t e + 6te3t + 6te3t + 2e3t
2
h p2 i 1 h 2 3t i
L −1 = 9t e + 12te 3t
+ 2e3t
.
(p − 3)2 2
p2
h i
Example 8.8.4. Find L −1 (p2 +a2 )2
.
Solution. Let
p
f (p) =
(p2 + a2 )2
hZ ∞
p i
L [ f (p)] = tL
−1 −1
d p
p (p + a )
2 2 2
h1 ∞Z
2p i
= tL −1 d p
2 p (p2 + a2 )2
h1 1 ∞ i
= tL −1 − 2
2 p + a2 p
t −1 h 1 i
= L
2 p2 + a2
t
L −1 [ f (p)] = sin at.
2a
Clearly F(0) = 0.
L −1 [p f (p)] = F 0 (t)
h p2 i h p.p i
L −1 2 = L −1
(p + a2 )2 (p2 + a2 )2

148 8.9. Division by p
dh t i
=
sin at
dt 2a
1
= [t.a cos at + sin at]
2a
h p2 i 1
L −1 2 = [at cos at + sin at].
(p + a )
2 2 2a
8.9 Division by p
h f (p) i Rt
Theorem 8.9.1. If L −1 [ f (p)] = F(t), then L −1 p
= 0
F(u)du.
Proof. We know that

hZ t i 1
L F(u)du = f (p)
0 p
h f (p) i Z t
∴ L −1 = F(u)du.
p 0
h f (p) i RtRt
Note.If L −1 [ f (p)] = F(t), then L −1 p2
= 0 0
F(u)dudu.

p(p+2)
.
Solution. Let f (p) = 1

p+2
.
h 1 i
F(t) = L −1 = e−2t .
p+2
h f (p) i Z t
Since L −1
= F(u)du
p 0
Z t
h 1 i
L −1
= e−2t dt
p(p + 2) 0

e−2t t
=
−2 0
h 1 i 1
L −1 = (1 − e−2t ).
p(p + 2) 2

p(p2 +a2 )
.

p2 +a2
.
h 1 i sin at
F(t) = L −1 = .
p2 + a2 a
h f (p) i Z t
Since L −1
= F(u)du
p 0
Z t
h 1 i sin at
L −1
= dt
p(p2 + a2 ) 0 a
1 − cos at t
=
a a 0
1
(cos at − 1) = −
a2
h 1 i 1
L −1 = 2 (1 − cos at).
p(p + a )
2 2 a

p2 (p2 +a2 )
.

p(p2 +a2 )
.
h 1 i 1
L −1 = 2 (1 − cos at).
p(p2 + a2 ) a
by the previous example.
h f (p) i Z t
Since L −1
= F(u)du
p 0
Z t
h 1 1i
L −1
=
(1 − cos at)dt
p2 (p2 + a2 )
0 a
2
1 sin at t
= 2 t−
a a 0
h 1 i 1 1
L −1 2 2 = t − sin at .
p (p + a2 ) a2 a


p3 (p2 +a2 )
.

p2 (p2 +a2 )
.
h 1 i 1 1
L −1 = t − sin at .
p2 (p2 + a2 ) a2 a
by the previous example.
h f (p) i Z t
S ince L −1
= F(u)du
p 0
Z t
h 1 1 1
i
L −1
=t − sin at dt
p3 (p2 + a2 )
0 a
2 a
1 t2 1 − cos at t
= 2 −
a 2 a a 0
2
1 t
h 1 1i
= 2 + 2 cos at − 2
a 2 a a
2
h 1 i 1 t
1
L −1 3 2 = + (cos at − 1) .
p (p + a2 ) a2 2 a2

p3 (p2 +1)
.
Solution. Taking a = 1 in the previous example, we have
h 1 i t2
L −1 = + (cos t − 1).
p2 (p2 + 1) 2

(p2 +a2 )2
.
h p i t
L −1 = sin at = F(t), say
(p + a )
2 2 2 2a
h 1 i h p i
∴ L −1 = L −1
(p2 + a2 )2 p(p2 + a2 )2

h f (p) i Z t
Since L −1
= F(u)du
p 0
Z t
u
= sin audu
0 2a
Z t
1 u
= sin audu
2a 0 2a
1 h cos au sin au it
= u − −1 −
2a a a2 0
1 h u cos au sin au t i
= − +
2a a a2 0
1
= (sin au − au cos au)t0
2a3
h p i 1
L −1 = (sin at − at cos at).
(p2 + a2 )2 2a3

p(p2 +2p+2)
.
Solution.
1 1
Let f (p) = = .
p2 + 2p + 2 (p + 1)2 + 1
Then
h 1 h 1 i
L −1 [ f (p)] = L −1 = e−t
L −1
= e−t sin t = F(t)
(p + 1)2 + 1 p2 + 1
h f (p) i Z t
L −1
= F(u)du
p 0
Z t
h 1 i
L −1
= e−u sin udu
p(p2 + 2p + 2) 0
h e−u it
= (− sin u − cos u)
1+1 0
1 h i
= − e−t (sin t + cos t) − (0 + 1)
2
h 1 i 1
L −1
= [1 − e−t (sin t + cos t)].
p(p + 2p + 2)
2 2
p+2
p
log p+1
.
Solution.
p + 2
Let f (p) = log = log(p + 2) − log(p + 1)
p+1

1 1
f 0 (p) = −
p+2 p+1
h 1 1 i
L −1 [ f 0 (p)] = L −1 −
p+2 p+1
= e−2t − e−t
1
L −1 [ f (p)] = − L −1 [ f 0 (p)]
t
h p + 2 i 1 −2t
∴ L −1 log = − (e − e−t )
p+1 t
h f (p) i Z t
Since L −1 = F(u)du
p 0
h1 p + 2 i Z t −2u
e − e−u
L −1 log = − du.
p p+1 0 u
h1 p + 2 i Z t −u
e − e−2u
L −1 log = du.
p p+1 0 u
p2 +2

Example 8.10.9. Find the inverse Laplace transform of p(p2 +4)
.
Solution.
h p2 + 2 i
−1 (p + 4) − 2
h 2 i
L −1 = L
p(p2 + 4) p(p2 + 4)
h p2 + 4 2 i
= L −1
−
p(p2 + 4) p(p2 + 4)
h1i h 2 i
= L −1 − L −1
p p(p2 + 4)
h p2 + 2 i h 2 i
L −1 = 1 − L −1
(8.10.1)
p(p2 + 4) p(p2 + 4)
2
Let f (p) =
p2 + 4
L −1 [ f (p)] = sin 2t = F(t).

h f (p) i Z t
L −1
= F(u)du
p 0
Z t
h 2 i
L −1
= sin 2udu
p(p2 + 4) 0
cos 2u t
= −
2 0
h 2 i 1
L −1 = − (cos 2t − 1)
p(p + 4)
2 2
h p2 + 2 i 1
∴ (8.10.1) ⇒ L −1 = 1 + (cos 2t − 1)
p(p + 4)
2 2
h p2 + 2 i 1
L −1 = (1 + cos 2t).
p(p + 4)
2 2
Example 8.10.10. Find the inverse Laplace transform of p+1

p2 (p2 +1)
.
Solution.
h p+1i h p 1 i
L −1 = L −1
+
p2 + 1 p2 + 1 p2 + 1
= cos t + sin t
h f (p) i Z t
L −1
F(u)du =
p 0
h p+1 i Z t
L −1
= (cos u + sin u)du
p(p2 + 1) 0
= (sin u − cos u)t0

h p+1 i
L −1 = 1 + sin t − cos t
p(p2 + 1)
h p+1 i Z t
Finally L −1
= (1 + sin u − cos u)du
p2 (p2 + 1) 0
= (u − cos u − sin u)t0

h p+1 i
L −1 = 1 + t − cos t − sin t.
p2 (p2 + 1)

p4 −2p3
.

Solution.
h 1 i h 1 i
L −1 = L −1
p4 − 2p3 p3 (p − 2)
h 1 i
L −1 = e2t = F(t)
p−2
h f (p) i Z t
L −1
= F(u)du
p 0
Z t
h 1 i
L −1
= e2u du
p(p − 2) 0
e2u t
=
2 0
1 h i 1
L −1 = (e2t − 1)
p(p − 2) 2
Z t
h 1 i 1
Similarly L −1 2 = ( (e2u − 1))du
p (p − 2) 0 2
1 e2u t
= −u
2 2 0
2t
1 e
1
= −t−
2 2 2
Z t e2u
h 1 i 1 1
Finally L −1 3 = ( − t − du
p (p − 2) 0 2 2 2
2u 2
1 e
u u t

= − −
2 4 2 2 0
1 1 2t t2 t 1 i
h
= e − − −
2 4 2 2 4
1 h 1 2t 1 i
= (e − 1) − (t2 + t)
2 4 2
h 1 i 1
L −1 3 = (e2t − 2t2 − 2t − 1)
p (p − 2) 8
h i
p(p2 −1)(p2 +1)
.

8.11. Exercises 155
Solution.
h 1 i
−1 1
h 1 1 i
L −1 = L −
p(p2 − 1)(p2 + 1) 2 p2 − 1 p2 + 1
1 −1 h 1 i h 1 i
= L − L −1
2 p2 − 1 p2 + 1
1
= (sinh t − sin t)
2
= F(t)
Z t
h 1 i 1
∴L −1
= (sinh u − sin u)du
p(p − 1)(p + 1)
2 2
0 2
1
= (cosh u + cos u)t0
2
1
= (cosh t + cos t − (1 + 1))
2
h 1 i 1
L −1 = (cosh t + cos t − 2).
p(p − 1)(p + 1)
2 2 2
8.11 Exercises
Find the inverse Laplace transform of the following:

2 +a2 p2
1. 2p2p−1 ; 2. p log pp2 +b2 ; 3. (p2 −a 2 )2 ;
p2 −w2 p2 p2
4. (p2 +w2 )2
; 5. (p−1)3
; 6. (p+4)3
;
p 2
1 1
7. (p−1)4
; 8. p(p2 +9)
; 9. p(p2 −16)
;
1 1 1
10. p(p+2)3
; 11. p(p−a)4
; 12. p(p2 +4p+5)
;
1 8 1
13. p2 (p−a)
; 14. p4 −4p2
; 15. p2 (p+1)2
;
p−2
16. 1
p2 p2 +4
; 17. 1
p3 (p−2)
.
Answers

156 8.11. Exercises

1. 1
2
cosh √t
2
; 2. t22 [(cos at − cos bt) + t(a sin at − b sin bt)];
3. 1
2a
(sinh at + at cosh at); 4. t cos wt;
et
5. 2 (t2 + 4t + 2); 6. e−4t (8t2 − 8t + 1);
3
7. et (t + t2 + t6 ); 8. 19 (1 − cos 3t);
9. 1
16
(cosh 4t − 1); 10. 18 [1 − e−2t (2t2 + 2t + 1)];
eat
11. 1
a4
+ 6a4
(a3 t3 − 3a2 t2 + 6at − 6); 12. 51 [1 − e−2t (2 sin t + cos t)];
1
13. a2 (eat −at−1)
; 14. sinh 2t − 2t;
15. te−t + 2e−t + t − 2; 16. 14 (1 − 2t − cos 2t + sin 2t);
17. 18 (e2t − 2t2 − 2t − 1).

UNIT-II
Lesson 9
CONVOLUTION THEOREM
Learning Objectives
• find convolution of two functions
• identify convolution theorem
• solve problems by using convolution theorem.
9.1 Convolution
C
onvolution is useful for obtaining inverse Laplace transform of a product of two transforms
and solving ordinary differential equations.
Definition 9.1.1. Let F(t) and G(t) be two functions defined for t > 0. We define
Z t
F(t) ∗ G(t) = F(u)G(t − u)du
0
assuming that the integral on the right hand side exists. F(t)∗G(t) is called the convolution product
of F(t) and G(t).
It can be proved that

158 9.1. Convolution
(i) Convolution product is commutative. i.e., F(t) ∗ G(t) = G(t) ∗ F(t);

(ii) Convolution product is associative. i.e., F(t) ∗ (G(t) ∗ H(t)) = (F(t) ∗ G(t)) ∗ H(t);
(iii) F(t) ∗ 0 = 0 ∗ F(t) = 0.
Note. In general 1 ∗ F(t) = F(t).
Theorem 9.1.1. If L [F(t)] = f (p) and L [G(t)] = g(p) then
L [F(t) ∗ G(t)] = f (p).g(p) or L −1 [ f (p).g(p)] = F(t) ∗ G(t).
Proof. Let Z t
φ(t) = F(t) ∗ G(t) = F(u)G(t − u)du.
0
Then
Z ∞ hZ t i
L [φ(t)] = e −pt
F(u)G(t − u)du dt
0 0
Z ∞Z t
= e−pt F(u)G(t − u)dudt
0 0
The double integral is considered within the region enclosed by the lines u = 0 and u = t.
On changing the order of integration, we get
Z ∞ Z ∞
L [φ(t)] = e−pt F(u)G(t − u)dtdu
Z0 ∞ u hZ ∞ i
= −pu
e F(u) e−p(t−u)G(t − u)dt du
Z0 ∞ u
hZ ∞ i
= e−pu F(u) e−pvG(v)dv du on putting t − u = v
Z0 ∞ 0
= e−pu F(u)[g(p)]du
0
Z ∞
= g(p) e−pu F(u)du
0

L [φ(t)] = g(p). f (p)
or φ(t) = L −1 [ f (p).g(p)]
or F(t) ∗ G(t) = L −1 [ f (p).g(p)].
Hence the theorem follows.

h i
(p+a)(p+b)
by using convolution theorem.

p+a
and g(p) = 1
p+b
. Then
h 1 i
F(t) = L −1 [ f (p)] = L −1 = e−at .
p+a
and
h 1 i
G(t) = L −1 [g(p)] = L −1 = e−bt .
p+b
∴ by convolution theorem,
h 1 i h 1 1 i
L −1 = L −1 .
(p + a)(p + b) (p + a) p + b
= L −1 [ f (p).g(p)]
= F(t) ∗ G(t)
Z t
= F(u)G(t − u)du
0
Z t
= e−au e−b(t−u) du
0
Z t
= e −bt
e−b(t−u) du
0

e−(a−b)u t
= e−bt
−(a − b) 0
1 −bt −(a−b)t
= − e e −1
a−b
1
= (e−at − e−bt ).
b−a
h i
p(p2 +4)

p
and g(p) = 1
p2 +4
. Then
h1i
F(t) = L −1 [ f (p)] = L −1 = 1.
p
and
h 1 i 1
G(t) = L −1 [g(p)] = L −1 = sin 2t.
p2 + 4 2
h 1 i
−1 1
h 1 i
L −1 = L .
p(p2 + 4) p p2 + 4
= L −1 [ f (p).g(p)]
= F(t) ∗ G(t)
Z t
= F(u)G(t − u)du
0
Z t
h 1 i 1
L −1
= 1. sin 2(t − u)du
p(p + 4)
2
0 2
1 t
Z
h 1 i
L −1
= sin 2(t − u)du
p(p2 + 4) 2 0
1 − cos 2(t − u)
=
2 −2
1
= (cos 0 − cos 2t)
4
h 1 i 1
L −1 = (1 − cos 2t).
p(p + 4)
2 4

h i
p(p2 +2p+2)

p
and g(p) = 1
p2 +2p+2
. Then
h1i
F(t) = L −1 [ f (p)] = L −1 = 1.
p
and
h 1 i h 1
G(t) = L −1 [g(p)] = L −1 = L −1
= e−t sin t.
p2 + 2p + 2 (p + 1)2 + 1
h 1 i
−1 1
h 1 i
L −1 = L .
p(p2 + 2p + 2) p p2 + 2p + 2
= L −1 [ f (p).g(p)]
= F(t) ∗ G(t)
= G(t) ∗ F(t)
Z t
= G(u)F(t − u)du
0
Z t
= e−u sin u.1du
0
e−u t
= (− sin u − cos u)
1+1 0
1
= − [e−t (sin t + cos t) − 1.(0 + 1)]
2
h 1 i 1
L −1 = [1 − et (sin t + cos t)].
p(p2 + 2p + 2) 2
h i
(p2 +a2 )2

p2 +a2
and g(p) = 1
p2 +b2
. Then
h 1 i 1
F(t) = L −1 [ f (p)] = L −1 = sin at.
p2 + a2 a
and
h 1 i 1
G(t) = L −1 [g(p)] = L −1 = sin at.
p2 + b2 a

h 1 i h 1 1 i
L −1 = L −1
.
p(p2 + 2p + 2) p+ a2 p2 + b2
= L −1 [ f (p).g(p)]
= F(t) ∗ G(t)
Z t
= F(u)G(t − u)du
0
Z t
1 1
= sin au. sin a(t − u)du
0 a a
Z t
1
= 2 sin au sin(at − au)du
a 0
Z t
1 cos(2au − at) − cos at
= 2 du
a 0 2
1 h sin(2au − at) it
= − cos at.u
2a2 2a 0
1 1h 1 i
= sin at − t cos at + sin at
2a2 2a 2a
h 1 i 1
L −1 2 = [sin at − at cos at].
(p + a2 )2 2a3
h i
(p−2)(p+2)2
Solution. Let f (p) = and g(p) = p−2

1
(p+2)2
1
. Then
h i h i
F(t) = L −1 [ f (p)] = L −1 (p+2)
1
2 = e−2t t. and G(t) = L −1 [g(p)] = L −1 p−2
1
= e2t .
h 1 i h 1 1 i
L −1 = L −1
.
(p − 2)(p + 2)2 (p + 2)2 p − 2
= L −1 [ f (p).g(p)]
= F(t) ∗ G(t)
Z t
h 1 i
L −1
= F(u)G(t − u)du
(p − 2)(p + 2)2 0

Z t
h 1 i 1
L −1
= 1. e−2u .u.e2(t−u) du
(p − 2)(p + 2)2 0 2
Z t
= e2t ue−4u du
0
h e−4u e−4u it
= e2t u − 1. by integration by parts
−4 16 0
h 1 i 1
L −1 = [e2t − (4t + 1)e−2t ]
(p − 2)(p + 2)2 16
h i
(p2 +a2 )2
Solution. Let f (p) = p

p2 +a2
and g(p) = 1
p2 +a2
. Then
h p i
F(t) = L −1 [ f (p)] = L −1 = cos at.
p2 + a2
and
h 1 i 1
G(t) = L −1 [g(p)] = L −1 = sin at.
p2 + a2 a
h p i h p 1 i
L −1 = L −1 2 . 2
(p2 +a )
2 2 p + a p + a2
2
= L −1 [ f (p).g(p)]
= F(t) ∗ G(t)
Z t
= F(u)G(t − u)du
0
Z t
= cos au. sin a(t − u)du
0
1 t
Z
= cos au sin(at − au)du
a 0
1 t sin(au + at − au) − sin(au − at + au)
Z
= du
a 0 2
Z t
1
= [sin at − sin(2au − at)]du
2a 0

1h 1 it
=
sin at.u + cos(2au − at)
2a 2a 0
1 h 1 1 i
= t sin at + cos at − cos at
2a 2a 2a
h p i t
L −1
= sin at.
(p2 + a2 )2 2a
p2
h i
Example 9.2.7. Find L −1 (p2 +a2 )(p2 +b2 )

p2 +a2
and g(p) = p
p2 +b2
. Then
h p i
F(t) = L −1 [ f (p)] = L −1 = cos at.
p2 + a2
and
h p i
G(t) = L −1 [g(p)] = L −1 = cos bt.
p2 + b2
h p2 i h p p i
L −1 = L −1
.
(p2 + a2 )(p2 + b2 ) p2 + a2 p2 + b2
= L −1 [ f (p).g(p)]
= F(t) ∗ G(t)
Z t
= F(u)G(t − u)du
0
Z t
= cos au. cos b(t − u)du
0
Z t
= cos au cos(bt − bu)du
0
cos(au + bt − bu) + cos(au − bt + bu)
Z t
= du
0 2
1 th
Z i
= cos[(a − b)u + bt] + cos[(a + b)u − bt] du
2 0
1 h sin[(a − b)u + bt] sin[(a + b)u − bt] it
= +
2 a−b a+b 0
1h 1 1 i
= (sin at − sin bt) + (sin at + sin bt)
2 (a − b) a+b

1h 1 1 1 1 i
sin at + = + sin bt −
2 a−b a+b a+b a−b
1h 2a 2b i
= sin at 2 + sin bt − 2
2 a − b2 a − b2
2
h p i 1
L −1 2 = 2 (a sin at − b sin bt)
(p + a )(p + b )
2 2 2 a − b2
p2
h i
Example 9.2.8. Find L −1 (p2 +4)2

p2 +4
and g(p) = p
p2 +4
. Then
h p i
F(t) = L −1 [ f (p)] = L −1 = cos 2t.
p2 + 4
and
h p i
G(t) = L −1 [g(p)] = L −1 = cos 2t.
p2 + 4
h p2 i h p p i
L −1 = L −1
.
(p2 + 4)2 p2 + 4 p2 + 4
= L −1 [ f (p).g(p)]
= F(t) ∗ G(t)
Z t
= F(u)G(t − u)du
0
Z t
= cos 2u. cos 2(t − u)du
0
Z t
= cos 2u cos(2t − 2u)du
0
cos(2u + 2t − 2u) + cos(2u − 2t + 2u)
Z t
= du
0 2
1 t
Z
= [cos 2t + cos(4u − 2t)]du
2 0

1h sin(4u − 2t) it
=
cos 2t.u +
2 4 0
1 h 1 i
= t cos 2t + (sin(4t − 2t) − sin(−2t))
2 4
h p2 i 1 sin 2t
L −1 2 = t cos 2t + .
(p + 4)2 2 2
h i
(p2 +2p+2)2
Solution.
h p+1 i h p+1 i
L −1 = L −1
(p2 + 2p + 2)2 (p + 1)2 + 1)2
h p+1 i h p i
L −1 2 = e−t
L −1
(p + 2p + 2)2 (p2 + 1)2

We now evaluate
h p i
L −1
(p2 + 1)2
Let f (p) = p
p2 +1
and g(p) = 1
p2 +1
. Then
h p i
F(t) = L −1 [ f (p)] = L −1 = cos t.
p2 + 1
and
h 1 i
G(t) = L −1 [g(p)] = L −1 = sin t.
p2 + 1
h p i h p 1 i
L −1 = L −1
.
(p2 + 1)2 p2 + 1 p2 + 1
= L −1 [ f (p).g(p)]
= F(t) ∗ G(t)
Z t
= F(u)G(t − u)du
0
Z t
= cos u. sin(t − u)du
0

Z t
= cos u sin(t − u)du
0
Z t
sin t − sin(2u − t)
= du
0 2
1h cos(2u − t) it
= sin t.u +
2 2 0
1 h 1 i
= t sin t + (cos t − cos t)
2a 2
h p i t
L −1
= sin t.
(p2 + 1)2 2
h p+1 i t
∴ L −1 = e−t . sin t.
(p + 2p + 2)
2 2 2
h i
p(p2 +4)2

p2 +4
and g(p) = 1
p2 +4
. Then
h 1 i 1
F(t) = L −1 [ f (p)] = L −1 = sin 2t.
p2 + 4 2
and
h 1 i 1
G(t) = L −1 [g(p)] = L −1 = sin 2t.
p2 + 4 2
h 1 i h 1 1 i
L −1 = L −1
.
(p2 + 4)2 p2 + 4 p2 + 4
= L −1 [ f (p).g(p)]
h1 i
L −1 = F(t) ∗ G(t)
(p2 + 4)2
Z t
h 1 i
L −1
= F(u)G(t − u)du
(p2 + 4)2 0
1 t
Z
= sin 2u. sin 2(t − u)du
4 0
1 t
Z
= sin 2u sin(2t − 2u)du
4 0

1 t cos(4u − 2t) − cos 2t

Z
= du
4 0 2
1 t
Z
= [cos(4u − 2t) − cos 2t]du
8 0
1 h sin(4u − 2t) it
= − cos 2t.u
8 4 0
1 sin 2t
h sin(−2t) i
= − t cos 2t − −0
8 4 4
1 h 2 sin 2t i
= − t cos 2t
8 4
h 1 i sin 2t t cos 2t
L −1 = − .
(p2 + 4)2 16 8
Z t
h 1 i sin 2x x cos 2x
L −1
= − dx
p(p2 + 4)2 0 16 8
h cos 2x x 1 it
= − − sin 2x − cos 2x
32 16 32 0
cos 2t t 1 1 1
= − − sin 2t − cos 2t + +
32 16 32 32 32
1 t 1
= − cos 2t − sin 2t +
16 16 16
h 1 i 1
L −1 = (1 − cos 2t − t sin 2t).
p(p2 + 4)2 16
h i
Example 9.2.11. Prove that L −1 8
(p2 +1)3
= (3 − t2 )2 sin t − 3t cos t.
Solution. We have
h 8 i h 1 1 i
L −1 = 8L −1
.
(p2 + 1)3 (p2 + 1)2 p2 + 1
First we find
h 1 i
L −1
(p2 + 1)2
Let f (p) = 1
p2 +1
and g(p) = 1
p2 +1
. Then

h 1 i
F(t) = L −1 [ f (p)] = L −1 = sin t.
p2 + 1
and
h 1 i
G(t) = L −1 [g(p)] = L −1 = sin t.
p2 + 1
h 1 i h 1 1 i
L −1 = L −1
.
(p2 + 1)2 p2 + 1 p2 + 1
= L −1 [ f (p).g(p)]
= F(t) ∗ G(t)
Z t
= F(u)G(t − u)du
0
Z t
= sin u. sin(t − u)du
0
Z t
cos(2u − t) − cos t
= du
0 2
1 h sin(2u − t) it
= − cos t.u
2 2 0
1h1 i
= (sin(2t − t) − t cos t)
2 2
h 1 i 1
L −1 2 = (sin t − t cos t).
(p + 1)2 2
Again using convolution theorem, taking f (p) = 1

(p2 +1)2
and g(p) = 1
p2 +1
, we have
h 1 i h 1 1 i
L −1 = L −1
.
(p2 + 1)3 (p2 + 1)2 p2 + 1
Z t
1
= [sin u − u cos u] sin(t − u)du
0 2
1 t
Z
= [sin u sin(t − u) − u(cos u sin(t − u))]du
2 0
1 t h cos(2u − t) − cos t i
Z h sin t + sin(2u − t) i
= −u du
2 0 2 2
1 t
Z
h 1 i
L −1
= [cos(2u − t) − cos t − u sin t + u sin(2u − t)]du
(p2 + 1)3 4 0

h 1 i 1 h sin(2u − t) u2 u cos(2u − t) sin(2u − t) it

L −1 = − cos t.u − sin t − +
(p2 + 1)3 4 2 2 2 4 0
1h t2 t cos t sin t i
= sin t − t cos t − sin t − +
4 2 2 2
1
= (3 sin t − 3t cos t − t2 sin t)
8
h 8 i
L −1 2 = (3 − t2 ) sin t − 3t cos t.
(p + 1)3
h i
Example 9.2.12. Find (i) L −1 √ 1
by the convolution integral and hence deduce the value
p(p−a)
i
of p √1p+a . (ii) Applying convolution theorem, find L −1 √1 .
p p+1
Solution. Let f (p) = √1

p
and g(p) = 1
p−a
. Then
1
h 1 i t2 1
F(t) = L [ f (p)] = L
−1
√ = 1 = √ √.
−1
p Γ( 2 ) π t
and
h 1 i
G(t) = L −1 [g(p)] = L −1 = eat .
p−a
h 1 i h 1 1 i
L −1 √ = L −1 √ .
p(p − a) p p−a
= L −1 [ f (p).g(p)]
= F(t) ∗ G(t)
Z t
= F(u)G(t − u)du
0
Z t
1
= √ √ ea(t−u) du
0 π u
at Z t −au
e e
= √ √ du
π 0 u

√
Put au = x2 ⇒ adu = 2xdx u = 0 ⇒ x = 0 and u = t ⇒ x = at.
√
at 2
e−at e−x 2x
Z
h 1 i
L −1
√ = √ dx
π
q
p(p − a) 0 x2 a
a
at Z t
h 1 i 2e 2
L −1 √ = √ √ e−x dx
p(p − a) a π 0
h 1 i eat √
L −1 √ = √ er f ( at).
p(p − a) a
Deduction:
h1 i h 1 i
L −1 √ = L −1 √
p p+a (p + a − a) p + a
h 1 i
= e−at L −1 √ by f irst shi f ting theorem
(p − a) P
eat √
= e−at √ er f ( at)
a
h 1 i 1 √
L −1 √ = √ er f ( at).
p p+a a
(ii) Putting a = 1 in the above result, we get
h 1 √
L −1 = er f ( t).
p p+1
p
h i
(p−2)(p2 +1)

(p+2)2
and g(p) = 1
p−2
. Then
h 1 i
F(t) = L −1 [ f (p)] = L −1 = e2t .
p−2
and
h 1 i
G(t) = L −1 [g(p)] = L −1 = sin t.
p2 + 1

172 9.3. Exercises
h 1 i h 1 1 i
L −1 = L −1
.
(p − 2)(p2 + 1) p − 2 p2 + 1
= L −1 [ f (p).g(p)]
= F(t) ∗ G(t)
Z t
= F(u)G(t − u)du
0
Z t
h 1 i
L −1 = e2u sin(t − u)du
(p − 2)(p2 + 1) 0
h 1 i e2u t
L −1 = [2 sin(t − u) − cos(t − u)]
(p − 2)(p2 + 1) 5 0
Z ax
h e i
S ince eax sin(bx + c) = 2 [a sin(bx + c) − b cos(bx + c)]
a + b2
h 1 i e2t e0
L −1 = [2 sin 0 − cos 0] − [2 sin t − cos t]
(p − 2)(p2 + 1) 5 5
h 1 i 1
L −1 = (cos t − 2 sin t − e2t )
(p − 2)(p + 1)
2 5
9.3 Exercises
Using convolution theorem, evaluate the following:

h i h i h i
1. L −1 (p−1)(p+2)
1
; 2. L −1 p(p21−a2 ) ; 3. L −1 p2 (p12 −a2 ) ;
h i h p i h i
4. L −1 (p2 +9)(p+3)
1
; 5. L −1 (p2 +1) 2 ; 6. L −1 p(p2 p−a2 )2 ;
h i h p2 i h p i
7. L −1 (p2 +1)
1
3 ; 8. L −1
(p2 +a2 )2
; 9. L −1
p(p2 +a2 )3
;
h p2 i h i h i
10. L −1 p4 −a4 ; 11. L −1 p(p21+4)2 ; 12. L −1 p3 (p+1)
1
;
h i h i h i
13. L −1 (p2 +1)(p+1)
1
; 14. L −1 (p+2)12 (p−2) ; 15. L −1 (p2 +1)(p p
2 +4) ;

9.3. Exercises 173
Answers
1. 13 (et − e−2t ); 2. 1
a2
(cosh at − 1);→
−
3. 1
a3
(sinh at − at); 4. 1
18
(sin 3t − cos 3t + e−3t );
t t
5. 2
sin t; 6. 2a
sinh at;
7. 81 [(3 − t2 ) sin t − 3t cos t]; 8. 1
2a
(sin at + at cos at);
9. t
8a3
(sin at − at cos at); 10. 1
2a
(sin at + sinh at);
t2
11. 1
16
(1 − t sin 2t − cos 2t); 12. 1 − t + 2
− e−t ;
13. 12 (sin t − cos t + e−t ); 14. 1
16
[e2t −)(4t + 1)e−2t ];
15. 31 (cos t − cos 2t).

174
UNIT-III
Lesson 10
FOURIER SERIES
Learning Objectives
• define Fourier series and the conditions for Fourier Expansions
• find the method for obtaining Fourier series in the interval [c, c + 2π]
• find Fourier series of functions in the interval [c, c + 2π].
10.1 Introduction
F
ourier series is an infinite series representation of a function in terms of sines and cosines of
an angle and its multiples. We know that Taylor’s series expansion is valid only functions
which are continuous and differentiable. But Fourier series is possible for continuous functions,
periodic functions and functions discontinuous in their values and derivatives. Fourier series
is useful to solve ordinary and partial differential equations particularly with periodic functions
appearing as non - homogeneous terms.
Suppose that a given function f (x) defined in [−π, π] or [0, 2π] or in any other interval can be
expressed as a trigonometric series as
a0
f (x) = + a1 cos x + a2 cos 2x + .... + an cos nx + ... + b1 sin x + b2 sin 2x + .... + bn sin nx + ...
2

176 10.2. Periodic Function
a0
f (x) = + (a1 cos x + b1 sin x) + (a2 cos 2x + b2 sin 2x) + (a3 cos 3x + b3 sin 3x)
2
+ ..... + (an cos nx + bn sin nx) + ...
∞
a0 X
f (x) = + (an cos nx + bn sin nx)
2 n=1
where the a0 s and b0 s are constants within a desired range of values of the variable. Such series
is known as the Fourier series for f (x) and the constants a0 , an and bn (n = 1, 2, 3, ..) are
called Fourier coefficients of f (x).
10.2 Periodic Function
A function f (x) is said to be of period of T or to be periodic with period T > 0 if for all real x,
f (x + T ) = f (x)
and T is the least of all such values.

In other words, if the value of each ordinate f (x) repeats itself at equal intervals in the abscissa,
f (x) is said to be a periodic function. If
f (x) = f (x + T ) = f (x + 2T ) = ....
then T is called the period of the function f (x).
Example.1 Since
sin x = sin(x + 2π) = sin(x + 4π) = ...
the function sin x is periodic with period 2π. There is no positive value T, 0 < T < 2π such
that sin(x + T ) = sin x for all x.
Example.2 The period of tan x is π.

Example.3 sin 3x = sin(2π + 3x) = sin 3 2π
3
+ x . Note that sin 3x is periodic with period 2π
3
.

10.3. Euler’s Formulae 177
Note. 1 If T is the period of f (x) then nT is also period of f for any integer n.
2. If T is period of f (x) and g(x) then the function h(x) = a f (x) + bg(x) has period T , where
a and b are constants.
3. If f (x) is a periodic function of period T, then f (ax) with a , 0, is a periodic function of
period T
a
.
4. The period of sum of a number of periodic functions is the L.C.M of the periods.
5. A constant function is periodic for any positive T.
10.3 Euler’s Formulae
Theorem 10.3.1. If f (x) is a periodic function with period 2π and if f (x) can be represented
by trigonometric series in (−∞, ∞)
∞
a0 X
2 n=1
then
1 c+2π
Z
a0 = f (x)dx
π c
1 c+2π
Z
an = f (x) cos nxdx (10.3.1)
π c
1 c+2π
Z
bn = f (x) sin nxdx
π c
These values of a0 , an bn are known as Euler’s formulae.
Proof. Let f (x) be represented in the interval [c, c + 2π] by the Fourier series
∞ ∞
a0 X X
f (x) = + an cos nx + bn sin nx (10.3.2)
2 n=1 n=1
Let us assume that the series is uniformly convergent in the interval c ≤ x ≤ c + 2π. Then the

178 10.3. Euler’s Formulae
series can be integrated term by term.
To evaluate a0 . Integrating both sides of (16.3.2) from x = c to x = c + 2π, we get
Z c+2π Z c+2π ∞ Z c+2π ∞ Z c+2π

a0 X X
f (x)dx = dx + an cos nxdx + bn sin nxdx
c 2 c n=1 c n=1 c
Z c+2π ∞
X h sin nx c+2π cos nx c+2π i
a0
f (x)dx = (c + 2π − c) + an + bn −
c 2 n=1
n c n c
X∞
= a0 π + [an .0 − bn .0]
n=1
Z c+2π
f (x)dx = a0 π
c
Z c+2π
1
Hence a0 = f (x)dx.
π 0
To evaluate an :
Multiplying both sides of (16.3.2) by cos mx and then integrating from x = c to x = c + 2π, we
get
c+2π ∞
a0 c+2π
Z Z X Z c+2π
f (x) cos mxdx = cos mxdx + an cos nx cos mxdx
c 2 c n=1 c
X∞ Z c+2π
+ bn sin nx cos mxdx
n=1 c
The first and third integral on the right - hand side are always zero, but second integral is equal to

10.3. Euler’s Formulae 179
π when m = n; otherwise it also vanishes when m , n. Hence

Z c+2π ∞ Z c+2π
1 Xh
f (x) cos mxdx = an cos2 nxdx
c 2 n=1 c
Z c+2π
an
= (1 + cos 2nx)dx
2 c
an sin 2nx c+2π
= x+
2 2n c
an
= (2π)
2
1 c+2π
Z
∴ an = f (x) cos nxdx.
π 0
To evaluate bn : Multiplying both sides of (16.3.2) by sin mx and then integrating from x = c to
x = c + 2π, we get
c+2π ∞
a0 c+2π
Z Z X Z c+2π
f (x) sin mxdx = sin mxdx + an cos nx sin mxdx
c 2 c n=1 c
X∞ Z c+2π
+ bn sin nx sin mxdx
n=1 c
The first two integral on the right - hand side are always zero, but third integral is equal to π when
m = n; otherwise it also vanishes when m , n. Hence
Z c+2π ∞ Z c+2π
1 Xh
f (x) sin nxdx = bn 2 sin2 nxdx
c 2 n=1 c
Z c+2π
bn
= (1 − cos 2nx)dx
2 c
an sin 2nx c+2π
= x−
2 2n c
bn
= (2π)
2
Z c+2π
1
∴ bn = f (x) sin nxdx.
π 0
The results a0 , an and bn are called Euler’s formulae.

180 10.4. Conditions for Fourier Expansion
Corollary 10.3.1. If f (x) is to be expanded as a Fourier series in the interval 0 ≤ x ≤ 2π, put
c = 0 then the Euler’s formulae reduces to
1 2π
Z
a0 = f (x)dx
π 0
1 2π
Z
an = f (x) cos nxdx (10.3.3)
π 0
1 2π
Z
bn = f (x) sin nxdx
π 0
Corollary 10.3.2. If f (x) is to be expanded as a Fourier series in the interval [−π, π], put c = −π
then the Euler’s formulae reduces to
1 π
Z
a0 = f (x)dx
π −π
1 π
Z
an = f (x) cos nxdx (10.3.4)
π −π
Z π
1
bn = f (x) sin nxdx
π −π
In many of the problems, we come across expansions of f (x) in [0, 2π] or [−π, π] and hence
formulae (16.3.3) and (10.3.4) to be remembered carefully.
Note. Because of the periodic nature, Fourier series constructed for one period is valid for all
values.
10.4 Conditions for Fourier Expansion
Dirichlet has formulated certain conditions known as Dirichlet conditions under which certain
functions possess valid Fourier expansions.
A function f (x) has a valid Fourier series expansion of the form
∞
a0 X
+ (an cos nx + bn sin nx)
2 n=1

10.4. Conditions for Fourier Expansion 181
where a0 , an and bn are constants,provided

(i) f (x) is well defined, periodic, single - valued function and finite;
(ii) f (x) has a finite number of finite discontinuities in any one period;
(iii) f (x) has at most a finite number of maxima and minima in the interval of definition.
Note. The above conditions are sufficient but not necessary.
Some Important Results:
1. 




0, for m , n
Z π 


cos mx cos nxdx = 

π, for m = n > 0


−π 



for m = n = 0


2π,

2. 
for m , n and m = n = 0

π
0,
Z 


sin mx sin nxdx = 


−π
π, for m = n > 0



3. sin nπ = 0, sin 2nπ = 0, for nZ, where Z is the set of all integers.
4. cos nπ = (−1)n , cos 2nπ = 1, nZ.

5. sin n + 12 π = (−1)n , nZ.

6. cos n + 12 π = 0, nZ.
7. 
n−1
(−1) 2 ,

if n is odd

nπ 

=

sin
2 

0,

 if n is even
8. 

0, if n is odd

nπ 

=

cos
2  n
(−1) 2 , if n is even




Method of Obtaining Fourier Series of f (x) in the interval [c, c + 2π] :
Step.1 Fourier series of f (x) is given by
∞ ∞
a0 X X
f (x) = + an cos nx + bn sin nx
2 n=1 n=1
Step.2 Compute a0 and an using the formulae

Z c+2π
1
a0 = f (x)dx
π c
and Z c+2π
1
an = f (x) cos nxdx; n = 1, 2, 3, ...
π c
Step.3 Compute bn using the formula

Z c+2π
1
bn = f (x) sin nxdx; n = 1, 2, 3, ...
π c
Step.4 Substitute the values of a0 , an and bn in f (x) in Step.1 to get the required Fourier series.
Example 10.5.1. Express f (x) = x − π as Fourier series in the interval −π < x < π.
Solution. Let f (x) = x − π be represented by the Fourier series
∞ ∞
a0 X X
x−π= + an cos nx + bn sin nx (10.5.1)
2 n=1 n=1
1 π
Z
a0 = f (x)dx
π −π
1 π
Z
= (x − π)dx
π −π

1h π
Z Z π i
= xdx − π dx
π −π −π
Z π
1h i
= 0 − π.2 dx since x is an odd function
π 0
1
= (−2π)(x)π0
π
a0 = −2π
1 π
Z
an = f (x) cos nxdx
π −π
1 π
Z
= (x − π) cos nxdx
π −π
1h π
Z Z π i
= x cos nxdx − π cos nxdx
π −π −π
Z π
1h i
= 0 − π.2 cos nxdx since x cos nx is an odd function
π 0
1 sin nx π
= (−2π)
π n 0
an = −2(sin nπ − sin 0)
an = 0.
1 π
Z
bn = f (x) sin nxdx
π −π
1 π
Z
= (x − π) sin nxdx
π −π
1h π
Z Z π i
= x sin nxdx − π sin nxdx
π −π −π
Z π
1h i
bn = 2 x sin nxdx − π(0) since sin nx is an odd function
π 0
2 h − cos nx − sin nx iπ
bn = x − 1.
π n n2 0
2 π cos nπ
h i −2
= + 0 − (0 + 0) = cos nπ
π n π

−2
bn = (−1)n
π
2
bn = (−1)n+1 , for n = 1, 2, 3, ..
π
Substituting theses values of a0 , an and bn in (19.4.1),we get the required Fourier series of f (x)
in (−π, π) as
∞
X 2
x − π = −π + (−1)n+1 sin nx
n=1
n
1 1 1 i
x − π = −π + 2 sin x − sin 2x + sin 3x − sin 4x + ..... .
2 3 4
Example 10.5.2. Express f (x) = π − x as Fourier series in the interval (0, 2π).
Solution. Let f (x) = x − π be represented by the Fourier series
∞ ∞
a0 X X
x−π= + an cos nx + bn sin nx (10.5.2)
2 n=1 n=1
1 2π
Z
a0 = f (x)dx
π 0
1 2π
Z
= (π − x)dx
π 0
1h x2 i2π
= πx −
π 2 0
a0 = 0.
1 2π
Z
an = f (x) cos nxdx
π 0
1 2π
Z
= (π − x) cos nxdx
π 0
1h sin nx − cos nx i2π
= (π − x) − (−1)
π n n2 0
an = 0.

1 2π
Z
bn = f (x) sin nxdx
π 0
1 2π
Z
= (π − x) sin nxdx
π 0
1h − cos nx − sin nx i2π
= (π − x) − (−1)
π n n2 0
1 h cos 2nπ 1 i
= − (−π) + (π) + 0 + 0
π n n
1 h 2π i
=
π n
2
bn =
n
in (−π, π) as
∞
X 2
π−x = sin nx
n=1
n
1 1 1
π − x = 2 sin x + sin 2x + sin 3x + sin 4x + ..... .
2 3 4
Example 10.5.3. Find a Fourier series to represent f (x) = x2 in the interval (0, 2π).
Solution. Let f (x) = x2 be represented by the Fourier series
∞ ∞
a0 X X
x2 = + an cos nx + bn sin nx (10.5.3)
2 n=1 n=1
1 2π
Z
a0 = f (x)dx
π 0
1 2π 2
Z
= x dx
π 0
1 h x3 i2π
=
π 3 0
8 2
a0 = π.
3

Z 2π
1
an = f (x) cos nxdx
π 0
1 2π 2
Z
an = x cos nxdx
π 0
1 h 2 sin nx − cos nx − sin nx i2π
= x − 2x +2
π n n2 n3 0
1h 1 i
= 0 + 2(2π) 2 + 0 − (0 + 0 + 0)
π n
1 4π
=
π n2
4
an = 2 .
n
1 2π
Z
bn = f (x) sin nxdx
π 0
1 2π 2
Z
= x sin nxdx
π 0
1 h 2 − cos nx − sin nx cos nx i2π
= x − 2x + 2
π n n2 n3 0
1 h 1 1 2 i
= − 4π2 . + 0 + 2 3 − 0 + 0 + 3
π n n n
1 −4π2
=
π n
−4π
bn = .
n
in (−π, π) as
∞ ∞
4 2 X 4 X 4π
x2 = π + 2
cos nx − sin nx
3 n=1
n n=1
n
4 1 1 1 1
x2 = π2 + 4 cos x + 2 cos 2x + 2 cos 3x + ..... − 4π sin x + sin 2x + sin 3x + ...
3 2 3 2 3
Example 10.5.4. Determine the Fourier series expansion of the function f (x) = 1
12
(3x2 −6xπ+2π2 )
in the interval (0, 2π).

Solution.
∞ ∞
1 a0 X X
(3x2 − 6xπ + 2π2 ) = + an cos nx + bn sin nx (10.5.4)
12 2 n=1 n=1
Z 2π
1
a0 = f (x)dx
π 0
1 2π 1
Z
a0 = (3x2 − 6xπ + 2π2 )dx
π 0 12
1 h 3 i2π
= x − 3x2 π + 2π2 x
12π 0
1
a0 = (8π3 − 12π3 + 4π3 )
12π
a0 = 0.
1 2π
Z
an = f (x) cos nxdx
π 0
1 2π 1
Z
= (3x2 − 6xπ + 2π2 ) cos nxdx
π 0 12
1 h 2 sin nx − cos nx − sin nx i2π
= (3x − 6xπ + 2π2 ) − (6x − 6π) + 6
12π n n2 n3 0
1 h 1 1 i
= 0 + 6π 2 + 0 − (0 − 6π 2 )
12π n n
1 12π
=
12π n2
1
an = .
n2
1 2π
Z
bn = f (x) sin nxdx
π 0
1 2π 1
Z
= (3x2 − 6xπ + 2π2 ) sin nxdx
π 0 12

1 h 2 − cos nx − sin nx cos nx i2π

= (3x − 6xπ + 2π2 ) − (6x − 6π) + 6
12π n n2 n3 0
1 h 1 1 1 6 i
= − 2π2 . + 0 + 6 3 − − 2π2 + 0 + 3
12π n n n n
bn = 0
Substituting theses values of a0 , an and bn in (10.5.4), we get the required Fourier series of f (x)
in (−π, π) as
∞
1 X 1
(3x − 6xπ + 2π ) =
2 2
cos nx.
12 n=1
n2
Example 10.5.5. Determine the Fourier series expansion of the function f (x) = e x in the interval
(0, 2π).
Solution.
∞ ∞
a0 X X
e =
x
+ an cos nx + bn sin nx (10.5.5)
2 n=1 n=1
1 2π
Z
a0 = f (x)dx
π 0
1 2π x
Z
= e dx
π 0
1 x 2π
= (e )0
π
1 2π
a0 = (e − 1).
π
1 2π
Z
an = f (x) cos nxdx
π 0
1 2π x
Z
= e cos nxdx
π 0
1 h ex i2π
= (cos nx + n sin nx)
1π 1 + n2 0

1 h e2π 1 i
= (cos 2nπ + 0 − (1 + 0)
π 1 + n2 1 + n2
2π
e −1
an = .
π(1 + n2 )
1 2π
Z
bn = f (x) sin nxdx
π 0
1 2π x
Z
= e sin nxdx
π 0
1 h ex i2π
= (sin nx − n cos nx)
π 1 + n2 0
2π
1 e
h 1 i
= (0 − n) − (0 − n)
π 1 + n2 1 + n2
e2π − 1
bn = (−n) .
π(1 + n2 )
in (−π, π) as
∞ ∞
1 2π X e2π − 1 X e2π − 1
ex = (e − 1) + cos nx + (−n) sin nx
2π n=1
π(1 + n 2)
n=1
π(1 + n2)
2π ∞ ∞
e −1 1h X cos nx X n sin nx i
ex = + − .
π 2 n=1 1 + n2 n=1 1 + n2
Example 10.5.6. Find the Fourier series representing f (x) = x, 0 < x < 2π. Sketch the graph of
f (x) from −4π to 4π.
Solution.
∞ ∞
a0 X X
x= + an cos nx + bn sin nx (10.5.6)
2 n=1 n=1

1 2π
Z
a0 = f (x)dx
π 0
1 2π
Z
= xdx
π 0
1 x2 2π
=
π 2 0
a0 = 2π.
1 2π
Z
an = f (x) cos nxdx
π 0
1 2π
Z
= x cos nxdx
π 0
1 h sin nx − cos nx i2π
= x − 1.
1π n n2 0
1 h 1 1 i
= 0+ 2 − 0+ 2
π n n
an = 0.
1 2π
Z
bn = f (x) sin nxdx
π 0
1 2π
Z
= x sin nxdx
π 0
1 h − cos nx − sin nx i2π
bn = x − 1.
1π n n2 0
1 h 2π i
bn = − + 0 − (0 + 0)
π n
2
bn = −
n
in (−π, π) as

∞
X 1
x = π−2 sin nx
n=1
n
1 1
x = π − 2 sin x + sin 2x + sin 3x + ... .
2 3
Example 10.5.7. Find a Fourier series to represent f (x) = x − x2 in the interval (−π, π). Hence
show that
∞
X (−1)n−1 π2
=
n=1
n2 12
(or)
1 1 1 π2
+ + + ..... = .
12 22 32 12
Solution. Let f (x) = x − x2 be represented by the Fourier series
∞ ∞
a0 X X
x−x =
2
2 n=1 n=1
1 π
Z
a0 = f (x)dx
π π
1 π
Z
= (x − x2 )dx
π −π
1h π
Z Z 2π
= xdx − x2 dx
π −π
Z π −π
1h
= 0−2 x2 dx
π 0
1 x3 π
= (−2).
π 3 0
3
1 2π
a0 = −
π 3
2π2
a0 = − .
3

1 π
Z
an = f (x) cos nxdx
π −π
Z π
1
= (x − x2 ) cos nxdx
π −π
1h π
Z Z π i
= x cos nxdx − x2 cos nxdx
π −π π
Z π
1h i
= 0−2 x2 cos nx
π 0
2 h 2 sin nx − cos nx − sin nx iπ
= − x − 2x + 2
π n n2 n3 0
2 h cos nπ i
= − 0 + 2(π) 2 + 0 − (0 + 0 + 0)
π n
2 2π(−1)n
= − (n , 0)
π n2
4(−1)n+1
an = .
n2
1 2π
Z
bn = f (x) sin nxdx
π −π
1 2π
Z
= (x − x2 ) sin nxdx
π −π
1h π
Z Z π i
= x sin nxdx − x2 sin nxdx
π −π −π
Z π
1h i
= 2. x sin nxdx − 0
pi 0
2 h − cos nx −sinnx iπ
= x − 1.
pi n n2 0
n
2 h (−1) i
= −π + 0 − (0 + 0)
π n
(−1)n
= −
n
(−1)n+1
bn = .
n
in (−π, π) as

∞ ∞
−π2 X 4(−1)n+1 X 2(−1)n+1
x−x = 2
+ cos nx + sin nx
3 n=1
n2 n=1
n
−π2 1 1 1 1
x − x2 = + 4 cos x − 2 cos 2x + 2 cos 3x − ..... + 2π sin x − sin 2x + sin 3x − ... .
3 2 3 2 3
Deduction. x = 0 is a point of discontinuity of f (x). Hence the Fourier series of f (x) at x = 0

converges to f (0).
Putting x = 0 in the above series, we have
−π2 1 1 1
0 =
+ 4 1 − 2 + 2 − 2 + ...
3 2 3 4
1 1 1 π2
i.e., 1 − 2 + 2 − 2 + ... =
2 3 4 12
∞
X (−1) n−1
π2
or 2
= .
n=1
n 12
Example 10.5.8. Obtain the Fourier series to represent f (x) = 1

4
(π − x)2 in the interval
0 < x < 2π.
2
π−x π2

(or) If f (x) = in the interval (0, 2π), show that f (x) = + .
P∞ cos nx
2 12 n=1 n2
Hence obtain
1 1 1 1 π2
− + − + ... = .
12 22 32 42 12
(π−x)2
Solution. Let f (x) = 4
be represented by the Fourier series
∞ ∞
(π − x)2 a0 X X
= + an cos nx + bn sin nx (10.5.8)
4 2 n=1 n=1

1 2π
Z
a0 = f (x)dx
π 0
1 2π (π − x)2
Z
= dx
π 0 4
1 h (π − x)3 i2π
= −
4π 3 0
1
= − [(−π)3 − π3 ]
12π
π2
a0 = .
6
Z 2π
1
an = f (x) cos nxdx
π 0
1 2π (π − x)2
Z
an = cos nxdx
π 0 4
1h sin nx − cos nx − sin nx i2π
= (π − x)2 − 2(π − x)(−1) + 2
4π n n2 n3 0
1h 1 1 i
= 0 + 2(π) 2 + 0 − (0 − 2π. 2 + 0)
4π n n
1 4π
= (n , 0)
4π n2
1
an = , i f n , 0.
n2
1 2π
Z
bn = f (x) sin nxdx
π 0
1 2π (π − x)2
Z
= sin nxdx
π 0 4
1h − cos nx − sin nx cos nx i2π
= (π − x)2 − 2(π − x)(−1) + 2
4π n n2 n3 0
1 h 1 2 1 2 i
= − π2 + 3 − − π2 . + 0 + 3
4π n n n n
1
= (0) = 0.
4π

in (0, 2π) as
∞
(π − x)2 π2 X 1
= + cos nx
4 12 n=1 n2
(π − x)2 π2 1 1
= + cos x + 2 cos 2x + 2 cos 3x + .....
4 12 2 3
Deduction.
Putting x = π in the above series, we have
π2 1 1 1
0 =
− 1 − 2 + 2 − 2 + ...
12 2 3 4
1 1 1 π2
i.e., 1 − 2 + 2 − 2 + ...... = .
2 3 4 12
Example 10.5.9. Obtain the Fourier series expansion of f (x) given that f (x) = (π − x)2 in the
π2
interval 0 < x < 2π. Hence show that 1
12
+ 1
22
+ 1
32
+ 1
42
+ ... = 6
.
Solution. From the above problem, we have
h π2 1 1 i
(π − x)2 = 4 + cos x + cos 2x + cos 3x + .....
12 22 32
Deduction: Putting x = 0, we have
π4 π2 1 1 1
= + 2 + 2 + 2 + .....
4 12 1 2 3
1 1 1 π2 π2
2
+ 2+ 2 + ..... = −
1 2 3 4 12
1 1 1 π2
2
+ 2+ 2 + ..... = .
1 2 3 6
Example 10.5.10. Find the Fourier series to represent the function f (x) = e−ax in the interval
x = −π to x = π. Deduce from that
π h 1 1 1 i
=2 2 − 2 + 2 − ....
sinh π 2 +1 3 +1 4 +1

Solution.
∞ ∞
a0 X X
e−ax
= + an cos nx + bn sin nx (10.5.9)
2 n=1 n=1
1 π
Z
a0 = f (x)dx
π −π
1 π −ax
Z
= e dx
π −π
1 e−ax π
=
π −a −π
1
= − (e−aπ − a−aπ )
aπ
1
a0 = 2 sinh aπ.
aπ
1 π
Z
an = f (x) cos nxdx
π −π
1 π −ax
Z
= e cos nxdx
π −π
1 h e−ax iπ
an = (−a cos nx + n sin nx)
π a2 + n2 −π
1 h e−aπ eaπ i
an = (−a cos nπ + 0) − (−a cos nπ + 0)
π a2 + n2 a2 + n2
a
= (eaπ − e−aπ ) cos nπ
π(a + n2 )
2
2a(−1)n sinh aπ
an = .
π(a2 + n2 )

1 π
Z
bn = f (x) sin nxdx
π −π
Z π
1
= e−ax sin nxdx
π −π
1 h e−ax iπ
= (−a sin nx − n cos nx)
1π a2 + n2 −π
1 h e−aπ eaπ i
= (0 − n cos nπ) − (0 − n cos nπ)
π a2 + n2 a2 + n2
n
= (eaπ − e−aπ ) cos nπ
π(a2 + n2 )
2n(−1)n sinh aπ
an = .
π(a2 + n2 )
in (−π, π) as
∞ ∞
sinh aπ X 2a(−1)n sinh aπ X 2n(−1)n sinh aπ
e−ax = + cos nx + (−n) sin nx
aπ n=1
π(a 2 + n2 )
n=1
π(a 2 + n2 )
2 sinh aπ h 1 a cos ax a cos 2x a cos 3x i h sin x 2 sin 2x 3 sin 3x i

= − + − + .... − − + − ....
π 2a 1 + a2 22 + a2 32 + a2 12 + a2 22 + a2 32 + a2
which is the required Fourier series.
Deduction: Putting x = 0 and a = 1 in the above series, we get
2 sinh π h 1 1 1 1 1 i
1 = − + 2 − 2 + 2 − ........
π 2 2 2 +1 3 +1 4 +1
π 1 1 1
= 2 2 − 2 + 2 − .... .
sinh π 2 +1 3 +1 4 +1
Note that x = 0 is a point of discontinuity.
Example 10.5.11. Find the Fourier series representing f (x) = x sin x, 0 < x < 2π.
Solution.
∞ ∞
a0 X X
x sin x = + an cos nx + bn sin nx (10.5.10)
2 n=1 n=1

1 2π
Z
a0 = f (x)dx
π 0
1 2π
Z
= x sin xdx
π 0
1 2π
= x(− cos x) − 1.(− sin x)
π 0
1
= [−2π + 0 − (0 + 0)]
π
a0 = −2.
1 2π
Z
an = f (x) cos nxdx
π 0
1 2π
Z
= x sin x cos nxdx
π 0
1 2π sin(n + 1)x − sin(n − 1)x
Z
= x
π 0 2
Z 2π
1
= x[sin(n + 1)x − sin(n − 1)x]
π 0
1 h cos(n + 1)x cos(n − 1)x sin(n + 1)x sin(n − 1)x i2π
= x − + − 1. − + (n , 1)
2π n+1 n−1 (n + 1)2 (n − 1)2 0
1 h cos 2(n + 1)π cos 2(n − 1)π i
= 2π − + , n,1
2π n+1 n−1
1 1
= − + n,1
n+1 n−1
2
an = 2
, n , 1.
n −1
If n = 1, we have
Z 2π
1
a1 = x sin 2x
2π 0
1 h − cos 2x − sin 2x i2π
= x − 1.
2π 2 4 0
1 1
= (−π) = − .
2π 2

1 2π
Z
bn = f (x) sin nxdx
π 0
1 2π
Z
= x sin x sin nxdx
π 0
1 2π cos(n − 1)x − cos(n + 1)x
Z
= x
π 0 2
Z 2π
1
= x[sin(n + 1)x − sin(n − 1)x]
π 0
1 h sin(n − 1)x sin(n + 1)x cos(n − 1)x cos(n + 1)x i2π
= x − − 1. − + (n , 1)
2π n−1 n+1 (n − 1)2 (n + 1)2 0
1h cos 2(n − 1)π cos 2(n + 1)π 1 1 i
= 0+ − − 0 + − , n,1
2π (n − 1)2 (n + 1)2 (n − 1)2 (n + 1)2
1h 1 1 1 1
= − − + n,1
2π (n − 1) 2 (n + 1)2 (n − 1)2 (n + 1)2
bn = 0, n , 1.
If n = 1, then
Z 2π
1
b1 = x 2sin2 xdx
2π 0
Z 2π
1
= x(1 − cos 2x)dx
2π 0
1h sin 2x x2 cos 2x i2π
= x x− − 1. +
2π 2 2 4 0
2
1 4π 1 1 i
= 2π.2π − − +
2π 2 4 4
b1 = π.
Substituting theses values of a0 , an and bn in (10.5.10),we get the required Fourier series of
f (x) in (−π, π) as
∞
1 X 2
x sin x = −1 − + cos nx + π sin x
2 n=2 n2 − 1

∞
1 X cos nx
x sin x = −1 + π sin x − cos x + 2 2−1
.
2 n=2
n
Example 10.5.12. Obtain the Fourier series expansion of f (x) given that f (x) = kx(π − x) in the
interval (0, 2π), where k is a constant.
Solution. Let f (x) = k(πx − x2 ) be represented by the Fourier series
∞ ∞
a0 X X
k(πx − x2 ) = + an cos nx + bn sin nx (10.5.11)
2 n=1 n=1
1 2π
Z
a0 = f (x)dx
π 0
1 π
Z
= k(πx − x2 )dx
π 0
k x2 x3 2π
= π −
π 2 3 0
k 8
a0 = 2π3 − π3
π 3
2kπ2
a0 = − .
3
1 2π
Z
an = f (x) cos nxdx
π 0
1 2π
Z
= k(πx − x2 ) cos nxdx
π 0
kh sin nx − cos nx − sin nx i2π
= (πx − x2 ) − (π − 2x) + (−2)
π n n 2 n3 0
kh 1 π i
= − 0 − 3(π) 2 + 0 − 0 + 2 + 0
π n n
k −4π

= − (n , 0)
π n2
4k
an = − 2 n , 0.
n

1 2π
Z
bn = f (x) sin nxdx
π 0
1 2π
Z
bn = k(πx − x2 ) sin nxdx
π 0
kh − cos nx − sin nx cos nx i2π

bn = (πx − x2 ) − (π − 2x) + (−2)
π n n 2 n3 0
kh 2 1 1 1 i
= 2(π ) + 0 − 2. 3 − 0 + 0 − 2 3
π n n n
2
k 2π

= (n , 0)
π n
2kπ
bn = n , 0.
n
∞ ∞
−kπ2 X 1 X 1
k(πx − x ) = 2
− 4k 2
cos nx + 2kπ sin nx
3 n=1
n n=1
n
Example 10.5.13. Find the Fourier series to represent the function f (x) = eax in the interval
0 < x < 2π.
Solution.
∞ ∞
a0 X X
e =
ax
2 n=1 n=1
1 2π
Z
a0 = f (x)dx
π 0
1 2π ax
Z
= e dx
π 0
1 eax 2π
=
π a 0
1 2aπ
a0 = (e − 1)
aπ

1 2π
Z
an = f (x) cos nxdx
π 0
1 2π ax
Z
= e cos nxdx
π 0
1 h eax i2π
= (a cos nx + n sin nx)
π a2 + n2 0
2aπ
1 e
h e0 i
= (a cos 2nπ + 0) − (a + 0)
π a2 + n2 a2 + n2
a
an = (e2aπ − 1)
π(a2 + n2 )
1 2π
Z
bn = f (x) sin nxdx
π 0
1 2π ax
Z
= e sin nxdx
π 0
1 h eax i2π
= (a sin nx − n cos nx)
1π a2 + n2 0
2aπ 0
1h e e i
= (0 − n) − (0 − n)
π a2 + n2 a2 + n2
n
bn = (1 − e2aπ )
π(a2 + n2 )
∞ ∞
e2aπ − 1 a(e2aπ − 1) X 1 e2aπ−1 X n
e ax
= + cos nx − sin nx
2aπ π n=1
a2 + n2 π n=1 a2 + n2
Example 10.5.14. Find the Fourier series representing f (x) = x cos x, 0 < x < 2π.
Solution.
∞ ∞
a0 X X
x sin x = + an cos nx + bn sin nx (10.5.13)
2 n=1 n=1

1 2π
Z
a0 = f (x)dx
π 0
1 2π
Z
= x cos xdx
π 0
1 2π
= x(sin x) − 1.(− cos x)
π 0
1
= [0 + 1 − (0 + 1)]
π
a0 = 0.
1 2π
Z
an = f (x) cos nxdx
π 0
1 2π
Z
an = x cos x cos nxdx
π 0
1 2π cos(1 + n)x + cos(1 − n)x

Z
an = x
π 0 2
1 h sin(n + 1)x sin(1 − n)x cos(n + 1)x cos(1 − n)x i2π
= x + − 1. − − (n , 1)
2π n+1 1−n (n + 1)2 (1 − n)2 0
1h cos(n + 1)2π cos(1 − n)2π 1 1 i
= 0+ + − 0 + + n,1
2π (n + 1)2 (1 − n)2 (1 + n)2 (1 − n)2
an = 0 n , 1.
If n = 1, we have
1 2π
Z
a1 = x cos2 xdx
π 0
Z 2π
1
= x(1 + cos 2x)dx
2π 0
1h sin 2x x2 cos 2x i2π
= x x+ − 1. −
2π 2 2 4 0

1 4π2 1 1 i
= 2π.2π − + −
2π 2 4 4
1
= (2π2 )
2π
a1 = π.
1 2π
Z
bn = f (x) sin nxdx
π 0
1 2π
Z
= x cos x sin nxdx
π 0
1 2π sin(1 + n)x − sin(1 − n)x
Z
= x
π 0 2
Z 2π
1
= x[sin(1 + n)x − sin(1 − n)x]
2π 0
1 h − cos(1 + n)x cos(1 − n)x sin(1 + n)x sin(1 − n)x i2π
= x + − 1. − + (n , 1)
2π 1+n 1−n (1 + n)2 (1 − n)2 0
1h cos 2(1 + n)π cos 2(1 − n)π i
= − 2π + − (0 + 0) , n , 1
2π 1+n 1−n
1 1
= + n,1
1+n 1−n
2n
bn = , n , 1.
1 − n2
If n = 1, then
Z 2π
1
b1 = x sin 2xdx
2π 0
1 h − cos 2x − sin 2x i2π
= x − 1.
2π 2 4 0
1 h −2π i
= + 0 − (0 + 0)
2π 2
1
b1 = − .
2

∞
1 X n
x cos x = π cos x − sin x + 2 sin nx
2 n=2,3,..
1 − n2
Example 10.5.15. Find a Fourier series to represent f (x) = x2 − x in the interval (−π, π). Hence
show that
1 1 1 π2
+ + + ..... = .
12 22 32 12
Solution. Let f (x) = x2 − x be represented by the Fourier series
∞ ∞
a0 X X
x −x=
2
2 n=1 n=1
1 π
Z
a0 = f (x)dx
π π
1 π 2
Z
= (x − x)dx
π −π
1h π 2
Z Z 2π
= x dx − xdx
π −π −π
Z π
1h i
= 2 x2 dx − 0
π 0
1 x3 π
= (2).
π 3 0
1 2π3
a0 =
π 3
2π2
a0 = .
3
1 π
Z
an = f (x) cos nxdx
π −π
Z π
1
= (x2 − x) cos nxdx
π −π
1h π 2
Z Z π i
= x cos nxdx − x cos nxdx
π −π π

Z π
1h i
= 2 x2 cos nx − 0
π 0
= x − 2x + 2
π n n2 n3 0
2h cos nπ i
= 0 + 2(π) 2 + 0 − (0 + 0 + 0)
π n
n
2 2π(−1)

= (n , 0)
π n2
4(−1)n
an = .
n2
1 2π
Z
bn = f (x) sin nxdx
π −π
1 2π 2
Z
= (x − x) sin nxdx
π −π
1h π 2
Z Z π i
= x sin nxdx − x sin nxdx
π −π −π
Z π
1h i
= 0 − 2. x sin nxdx
pi 0
2 h − cos nx −sinnx iπ
= − x − 1.
pi n n2 0
n
2 h (−1) i
= − −π + 0 − (0 + 0)
π n
(−1)n
= 2
n
2(−1)n
bn = .
n
∞ ∞
π2 X 4(−1)n X 2(−1)n
x −x =
2
+ cos nx + sin nx
3 n=1 n2 n=1
n
Deduction. x = 0 is a point of discontinuity of f (x). Hence the Fourier series of f (x) at x = 0

converges to f (0).

10.6. Exercises 207
Putting x = 0 in the above series, we have
π2 1 1 1
0 =
+ 4 − 1 + 2 − 2 + 2 + ...
3 2 3 4
1 1 1 π2
i.e., − 1 + 2 − 2 + 2 − ... = −
2 3 4 12
1 1 1 π2
1 − 2 + 2 − 2 + .. = .
2 3 4 12
10.6 Exercises
1. Find the Fourier series of f (x) = x − π in (−π, π).

π−x
2. Obtain the Fourier series of f (x) = 2
in the interval [0, 2π]. Hence deduce that
1 − 31 + 51 − 71 + ... = π4 .
3. Find the Fourier series of π2 − x2 in (−π, π).
4. Show that in the range −π to π , x + x2 as a Fourier series is
π2 cos x cos 2x cos 3x sin x sin 2x sin 3x

x + x2 = −4 − + − .. + 2 − + − .... .
3 12 22 32 1 2 3
Hence show that

∞
X 1 π2
2
= .
n=1
n 6
5. Express f (x) = x(2π − x) as Fourier series in (0, 2π). Deduce that
1 1 1 π2
+ + + ... = .
12 22 32 6
6. Obtain the Fourier series for the function

(i) e x − 1 in (0, 2π); (ii) e−x in the interval (0, 2π);
(iii) eax in (−π, π); (iv) eax in (0, 2π).

208 10.6. Exercises
Answers.
h i
1. x − π = −π + 2 sin x − 12 sin 2x + 31 sin 3x − 14 sin 4x + ...
π−x
2. 2
= sin x + 12 sin 2x + 13 sin 3x + ...
P (−1)n
3. π2 − x2 = 23 π2 − 4 ∞ n=1 n2 cos nx.
5. f (x) = 32 π2 − 4 ∞ 1
P
n=1 n2 cos nx.
2π−1
h P cos nx P∞ n sin nx i
6. (i) e x − 1 = e π 21 + ∞ n=1 n2 +1 − n=1 n2 +1 − 1;
2π
h i
(ii) e−x = 1−eπ 12 + ∞ cos nx
+ ∞ n sin nx
P P
n=1 n +1
2 n=1 n +1 ;
2
h n P (−1)n n sin nx i
(iii) eax = 2 sinh aπ 1
+ ∞ (−1) cos nx
+ ∞
P
π 2a n=1 a2 +n2 n=1 a2 +n2
;
2aπ 2aπ P cos nx 1−e2aπ P∞ n sin nx i
(iv) eax = e 2−1 + ae π −1 ∞ n=1 a2 +n2 + π n=1 a2 +n2 .

UNIT-III
Lesson 11
FOURIER SERIES FOR

DISCONTINUOUS FUNCTIONS
Learning Objectives
• identify Fourier series for discontinuous functions
• find Fourier series of discontinuous functions of periodicity 2π
11.1 Introduction
I
n deriving the Euler’s formulae a0 , an and bn it was assumed that f (x) is continuous.
If a function have finite number of discontinuities then such a function is expressible as a
Fourier series.
For instance, let the function f (x) be defined by

φ(x), if c < x < x0




f (x) = 


ψ(x), ifx0 < x < c + 2π




210 11.1. Introduction
where x0 is the point of discontinuity in (c, c + 2π). In such cases also we obtain the Fourier
series for f (x) in the usual way. The values of a0 , an and bn are given by
Z x0 Z c+2π
1h i
a0 = φ(x)dx + ψ(x)dx
π c x0
1 h x0
Z Z c+2π i
an = φ(x) cos nxdx + ψ(x) cos nxdx
π c x0
Z x0 Z c+2π
1 h i
bn = φ(x) sin nxdx + ψ(x) sin nxdx
π c x0
It may be seen from the graph, that at a point of finite discontinuity x = x0 , there is a finite jump
in the value of the function f (x) at x = x0 . Both the limits on the right and left exists and are
different. At such a point, the Fourier series converges to
1
[ f (x0 − 0) + f (x0 + 0)].
2
In fact,if f (x) satisfies Dirichlet’s conditions and
∞
a0 X
2 n=1
in [c, c + 2π] then the right hand side series converges to f (x) if x is a point of continuity of
f (x) and converges to
1
[ f (x + 0) + f (x − 0)]
2
if x is a point of discontinuity of f (x).
This result is useful to determine the sum of certain series.

Example 11.2.1. Expand 

1, if 0 < x < π




f (x) = 


0, if π < x < 2π



as a Fourier series.
Solution. The Fourier series of f (x) in the interval (0, 2π) is given by
∞ ∞
a0 X X
2 n=1 n=1
Where
1 2π
Z
a0 = f (x)dx
π 0
1h π
Z Z 2π
= f (x)dx + f (x)dx
π 0 π
1h π
Z Z 2π
= 1. dx + 0. dx
π 0 π
1 π
= (x)
π 0
1
= (π)
π
a0 = 1.

1 2π
Z
an = f (x) cos nxdx
π 0
1h π
Z Z 2π
= f (x) cos nxdx + f (x) cos nxdx
π 0 π
1h π
Z Z 2π
= 1. cos nxdx + 0. cos nxdx
π 0 π
1 sin nx π
=
π n 0
1
= (0 − 0)
nπ
an = 0.
1 2π
Z
bn = f (x) sin nxdx
π 0
1h π
Z Z 2π
= f (x) sin nxdx + f (x) sin nxdx
π 0 π
1h π
Z Z 2π
= 1. sin nxdx + 0. sin nxdx
π 0 π
1 − cos nx π
=
π n 0
1
= − (cos nπ − 1)
nπ


0, when n is even



bn = 


2
, when n is odd



 nπ
Substituting these values of a0 , an and bn in (11.2.1), we get
∞
1 2X1 1 2 1 1
f (x) = + sin nx = + sin x + sin 3x + sin 5x + .....
2 π n=1 n 2 π 3 5
Example 11.2.2. Find the Fourier series to represent the function f (x) given by Expand

if − π < x < 0

−k,



f (x) = 


if 0 < x < π

k,



Hence show that 1 − 13 + 51 − 17 + .... = π4 . .
∞ ∞
a0 X X
2 n=1 n=1
Where
1 π
Z
a0 = f (x)dx
π −π
Z π
1h 0
Z
= f (x)dx + f (x)dx
π −π 0
Z π
1h 0
Z
= (−k).dx + k.dx
π −π 0
k
= [−(x)0−π + (x)π0 ]
π
a0 = 0.
1 π
Z
an = f (x) cos nxdx
π −π
Z π
1h 0
Z
π −π 0
Z π
1h 0
Z
= (−k). cos nxdx + k. cos nxdx
π −π 0
k h − sin nx 0 sin nx π i
= +
π n −π n 0
k
= (0 + 0)
π
an = 0.

1 π
Z
bn = f (x) sin nxdx
π −π
Z π
1h 0
Z
π −π 0
Z π
1h 0
Z
= (−k). sin nxdx + k. sin nxdx
π −π 0
k h cos nx 0 − cos nx π i
= +
π n −π n 0
n n
k 1 − (−1)
h (−1) − 1 i
= −
π n n
2k
= (1 − (−1)n )
nπ





bn = 


4k
,



 nπ when n is odd
∞
X 4k 4k 1 1
f (x) = sin nx = sin x + sin 3x + sin 5x + ..... .
n=1
nπ π 3 5
Deduction. At x = π2 , f (x) is continuous. Hence the Fourier series converges to f π

2
. Thus
putting x = π2 in the above series, we get

4k ππ 1 3π 1 5π
f sin =
+ sin + sin + .....
2 π 2 3 2 5 2
4k 1 1 1
k = 1 − + − + ....
π 3 5 7
1 1 1 π
i.e., 1 − + − + .... = .
3 5 7 4
Example 11.2.3. Find the Fourier series to represent the function f (x) given by Expand

0, if − π < x < 0




f (x) = 

 πx

, if0 < x < π



4

π2
Also deduce that 1 + 1
32
+ 1
52
+ 1
72
+ .... = 8
..
∞ ∞
a0 X X
2 n=1 n=1
Where
1 π
Z
a0 = f (x)dx
π −π
Z π
1h 0
Z
= f (x)dx + f (x)dx
π −π 0
Z π
1h 0 πx
Z
= 0.dx + .dx
π −π 0 4
π x2 π
=
4π 2 0
1 π2
= .
4 2
π2
a0 = .
8
1 π
Z
an = f (x) cos nxdx
π −π
Z π
1h 0
Z
π −π 0
Z π
1h 0 πx
Z
= 0. cos nxdx + cos nxdx
π −π 0 4
1 π h sin nx − cos nx iπ
= . x − 1.
π 4 n n2 0
1 h cos nπ 1 i
= 0+ − 0+ 2
4 n2 n
1
= [(−1)n − 1]
4n2

 2n2 ,
 −1
when n is odd



an = 



0,

 when n is even

1 π
Z
bn = f (x) sin nxdx
π −π
Z π
1h 0
Z
π −π 0
Z π
1h 0 πx
Z
= 0. sin nxdx + sin nxdx
π −π 0 4
1 π h − cos nx − sin nx iπ
bn = . x − 1.
π 4 n n2 0
1 h −π cos nπ i
bn = + 0 − (0 + 0)
4 n
π(−1) n+1
bn =
4n
∞ ∞
π2 X (−1)n − 1 X (−1)n π
f (x) = + cos nx − sin nx
16 n=1 4n2 n=1
4n
π2 1 1 1 π 1 1
= − cos x + 2 cos 3x + 2 cos 5x + ... + sin x − sin 2x + sin 3x + ..... .
16 2 3 5 4 2 3
Deduction. At x = 0, f (x) is continuous. Hence the Fourier series converges to f (0) at x = 0.

Thus putting x = 0 in the above series, we get
π2 1 1 1
f (0) = − 1+ + + ...
16 2 32 52
π2 1 1 1
0 = − 1+ + + ...
16 2 32 52
1 1 1 π2
i.e., 1 + 2 + 2 + 2 + .... = .
3 5 7 8
Example 11.2.4. Find the Fourier series of the periodic function defined as

−π, if − π < x < 0




f (x) = 


if 0 < x < π

 x,



π2
Also deduce that 1 + 1
32
+ 1
52
+ 1
72
+ .... = 8
..
∞ ∞
a0 X X
2 n=1 n=1
Where
1 π
Z
a0 = f (x)dx
π −π
Z π
1h 0
Z
= f (x)dx + f (x)dx
π −π 0
Z π
1h 0
Z
a0 = (−π)dx + xdx
π −π 0
1h x2 π i
a0 = (−π)(x)0−π +
π 2 0
1h π i
2
= − π2 +
π 2
1 π 2
a0 = −
π 2
π
a0 = − .
2
1 π
Z
an = f (x) cos nxdx
π −π
Z π
1h 0
Z
π −π 0
Z π
1h 0
Z
= (−π) cos nxdx + x cos nxdx
π −π 0
1h sin nx 0 sin nx cos nx π i
= (−π) + 1. x. +
π n −π n n2 0

1 1 1
= 0 + 2 cos nπ − 2
π n n
1
= 2 (cos nπ − 1)
nπ
1
= [(−1)n − 1].
πn 2

 n2 π , when n is odd


 −2

an = 



0,

 when n is even
1 π
Z
bn = f (x) sin nxdx
π −π
Z π
1h 0
Z
π −π 0
Z π
1h 0
Z
= (−π) sin nxdx + x sin nxdx
π −π 0
1h − cos nx 0 cos nx sin nx π i
= −π + −x +
π n −π n n2 0
1 π
h π i
= (1 − cos nπ) − cos nπ
π n n
1
= (1 − 2 cos nπ)
n
∞ ∞
π 2 X 1 X 1
f (x) = − ((−1)n
− 1) cos nx + (1 − 2 cos nπ) sin nx
4 π n=1 n2 π n=1
n
π 2 1 1 1 1
= − − cos x + 2 cos 3x + 2 cos 5x + ... + 3 sin x − sin 2x + 3 sin 3x − ..... .
4 π 3 5 2 3
Deduction. Putting x = 0 in the above series, we get
π 2 1 1
f (0) = − 1 + 2 + 2 + ... (11.2.2)
4 π 3 5
Now f (x) is discontinuous at x = 0.

f (0 − 0) = −π f (0 + 0) = 0.
1 pi
∴ f (0) = [ f (0 − 0) + f (0 + 0)] = − .
2 2
Now (11.2.2) becomes
π π 2 1 1
= − − 1 + 2 + 2 + ...
−
2 4 π 3 5
1 1 1 π 2
i.e., 1 + 2 + 2 + 2 + .... = .
3 5 7 8
Example 11.2.5. Find the Fourier series to represent the function f (x) given by

if − π < x < 0

0,



f (x) = 


 x2 , if 0 < x < π



∞ ∞
a0 X X
2 n=1 n=1
Where
1 π
Z
a0 = f (x)dx
π −π
Z π
1h 0
Z
= 0.dx + x2 dx
π −π 0
1 x3 π
a0 =
π 3 0
1 h π3 i
a0 =
π 3
π2
a0 = .
3

1 π
Z
an = f (x) cos nxdx
π −π
Z π
1h 0
Z
π −π 0
Z π
1h 0
Z
= 0. cos nxdx + x2 cos nxdx
π −π 0
= x. − 2x + 2
π n n2 n3 0
1 2π

= cos nπ
π n2
2
an = (−1)n n , 0
n2
1 π
Z
bn = f (x) sin nxdx
π −π
Z π
1h 0
Z
π −π 0
Z π
1h 0
Z
= 0. sin nxdx + x2 sin nxdx
π −π 0
1 h 2 − cos nx − sin nx cos nx iπ
= x − 2x + 2
π n n2 n3 0
2
1 −π 2
= cos nπ + 3 (cos nπ − 1)
π n n
−π 2
bn = (−1)n + 3 [(−1)n − 1] n , 0
n πn
∞ ∞ h
π2 X (−1)n X π 2
f (x) = +2 cos nx + (−1)n+1 + 3 [(−1)n − 1] sin nx
6 n=1
n 2
n=1
n πn
Example 11.2.6. Find the Fourier series to represent the function f (x) given by

if − π < x < 0

0,



f (x) = 


if 0 < x < π

sin x,



Solution.
∞ ∞
a0 X X
2 n=1 n=1
1 π
Z
a0 = f (x)dx
π −π
Z π
1h 0
Z i
= 0.dx + sin xdx
π −π 0
1
= (− cos x)π0
π
1
= [1 + 1]
π
2
a0 = .
π
1 π
Z
an = f (x) cos nxdx
π −π
Z π
1 0
Z
= 0. cos nxdx + sin x cos nxdx
π −π 0
1 π sin(n + 1)x − sin(n − 1)x
Z
=
π 0 2
Z π
1
= [sin(n + 1)x + sin(1 − n)x]
2π 0
1 h cos(n + 1)x cos(n − 1)x iπ
= − + (n , 1)
2π n+1 (n − 1) 0
1 h cos(n + 1)π cos(n − 1)π 1 1 i
= − + + − , n,1
2π n+1 n−1 n+1 n−1
1 h −(−1)n+1 (−1)n−1 1 1 i
= + + − n,1
2π n + 1 n−1 n+1 n−1
1h 1 1
an = (1 − (−1)n+1 ) + ((−1)n−1 − 1), n , 1
2π n + 1 n−1
∴ an = 0, when n is odd
1 −4
and an =
2π n2 − 1
−2
an = when n is even and n , 1.
π(n2 − 1)

If n = 1, we have
1 π
Z
a1 = sin x cos xdx
π 0
Z π
1
= sin 2xdx
2π 0
1 cos 2x π
= −
2π 2 0
−1
= (cos 2π − cos 0)
4π
a1 = 0.
1 π
Z
bn = f (x) sin xdx
π 0
1 π
Z
= sin x sin nxdx
π 0
Z π
1 cos(n − 1)x − cos(n + 1)x
=
π 0 2
1 h sin(n − 1)x sin(n + 1)x iπ
= − (n , 1)
2π n−1 n+1 0
1
= (0), n , 1
2π
bn = 0, n , 1.
If n = 1, then
1 π 2
Z
b1 = sin xdx
π 0
Z π
1
= (1 − cos 2x)dx
2π 0
1 sin 2x π
= x−
2π 2 0
1 h i
= π − 0 − (0 − 0)
2π
1
b1 = .
2

∞
1 2 X cos 2nx 1
f (x) = − + + sin x
π π n=1 (2n) − 1 2
2
π
Deduction. Putting x = 2
in the above series, we get
π ∞ π
1 2 X cos nπ 1
f = − + sin
2 π π n=1 (2n)2 − 1 2 2
π ∞
1 2X (−1)n 1
sin = − +
2 π π n=1 (2n + 1)(2n − 1 2
∞
1 1 2X (−1)n+1
1− − =
2 π π n=1 (2n + 1)(2n − 1)
∞
π−2 π X (−1)n+1
. =
2π 2 n=1
(2n + 1)(2n − 1)
1 1 1 π−2
− + − ... = .
1.3 3.5 5.7 4
Example 11.2.7. Given 

1 + , if − π < x < 0


 2x
π

f (x) = 


2x
, if 0 < x < π

1 −


π
π2

Show that f (x) = 8 cos x
π2 12
+ cos 3x
32
+ cos 5x
52
+ .... . Deduce that 1
12
+ 1
32
+ 1
52
+ ... = 8
.
∞ ∞
a0 X X
2 n=1 n=1

Where
1 π
Z
a0 = f (x)dx
π −π
Z π
1h 0
Z
2x 2x
= 1+ dx + 1 − dx
π −π π 0 π
2 0 2 π i
1 h x x
= x+ + x+
π π −π π 0
1
= [0 + 0]
π
a0 = 0.
1 π
Z
an = f (x) cos nxdx
π −π
Z π
1h 0
Z
π −π 0
Z π
1h 0
Z
2x 2x
= 1+ cos nxdx + 1− cos nxdx
π −π π 0 π
1 h sin nx 0 2 sin nx − cos nx 0 sin nx π 2 h sin nx − cos nx iπ i
= + x − 1. + − x − 1
π n −π π n n2 −π n 0 π n n2 0
1 h 2 1 cos nπ
2 cos nπ 1
i
= 0+ − + 0− − 2
π π n2 n2 π n2 n
2 h 1 cos nπ cos nπ 1 i
= − − + 2
π2 n2 n2 n2 n
2 h 2 2 cos nπ i
= −
π2 n2 n2
4
= (1 − (−1)n )
n2 π2





∴ an = 


 n28π2 , when n is odd




1 π
Z
bn = f (x) sin nxdx
π −π
Z π
1h 0
Z
π −π 0
Z π
1h 0
Z
2x 2x
= 1+ sin nxdx + 1− sin nxdx
π −π π 0 π
1 h − cos nx 0 2 − cos nx − sin nx 0
= + x − 1.
π n −π π n n2 −π
− cos nx π 2 h − cos nx − sin nx π i i
+ − x − 1.
n 0 π n n2 0
1 −1 cos nπ 2 −π cos nπ
h i h − cos nπ 1 2 −π cos nπ i
= + + + + −
π n n π n n n π n
= 0.
8 h cos x cos 3x cos 5x i

f (x) = + + + ... .
π2 12 32 52
Deduction. Putting x = 0 in the above series, we get
8h1 1 1 i
f (0) =+ + + ...
π2 12 32 52
8h1 1 1 i
1 = 2 2 + 2 + 2 + ...
π 1 3 5
1 1 1 π2
2
+ 2 + 2 + ... = .
1 3 5 8
Example 11.2.8. Find the Fourier series in [−π, π] for the function

 2 (π + x), if − π ≤ x < 0


 −1

f (x) = 


 12 (π − x), if 0 < x ≤ π.




∞ ∞
a0 X X
2 n=1 n=1
Where
1 π
Z
a0 = f (x)dx
π −π
Z π
1 h 0 −1
Z
1
= (π + x)dx + (π − x)dx
π −π 2 0 2
1h x2 0 x2 π i
= − πx + + πx −
2π 2 −π 2 0
1 h π 2
π2i
= − π2 + + π2 −
2π 2 2
a0 = 0.
1 π
Z
an = f (x) cos nxdx
π −π
Z π
1h 0
Z i
π −π 0
Z π
1h 0 1
Z
1 i
= − (π + x) cos nxdx + (π − x) cos nxdx
π −π 2 0 2
Z 0 Z 0 Z π Z π
−1 h i
= π cos nxdx + x cos nxdx − π cos nxdx + x cos nxdx
2π −π −π 0 0
−1 h sin nx 0 sin nx cos nx 0 sin nx π sin nx cos nx π i
an = π + x + −π + x +
2π n −π n n2 −π n 0 n n2 0
−1 h 1 cos nπ cos nπ 1 i
an = − + − 2
2π n2 n2 n2 n
= 0.

1 π
Z
bn = f (x) sin nxdx
π −π
Z π
1h 0
Z i
π −π 0
Z π
1h 0 1
Z
1 i
= − (π + x) sin nxdx + (π − x) sin nxdx
π −π 2 0 2
Z 0 Z 0 Z π Z π
−1 h i
= π sin nxdx + x sin nxdx − π sin nxdx + x sin nxdx
2π −π −π 0 0
−1 h − cos nx 0 − cos nx sin nx 0 cos nx π − cos nx sin nx π i
= π + x + +π + x +
2π n −π n n2 −π n 0 n n2 0
−1 h −π π cos nπ π −π cos nπ i
= (1 − cos nπ) + + (cos nπ − 1) +
2π n n n n
1
= − (cos nπ − 1)
π
1
= − ((−1)n − 1).
n





bn = 


 n2 ,


 if n is odd.
∞
X 2
f (x) = sin nx
n=1,3,5...
n
h sin 3x sin 5x i
f (x) = 2 sin x + + + ... .
3 5
Example 11.2.9. Find the Fourier series for the following function

− cos x, if − π ≤ x < 0




f (x) = 


if 0 < x ≤ π.

cos x,


∞ ∞
a0 X X
2 n=1 n=1

Where
1 π
Z
a0 = f (x)dx
π −π
Z π
1h 0
Z
= − cos xdx + cos xdx
π −π 0
1 h 0 π i
= − sin x + sin x
π −π 0
1h i
= 0+0
π
a0 = 0.
1 π
Z
an = f (x) cos nxdx
π −π
Z π
1h 0
Z i
π −π 0
Z 0 Z π
1 h i
= − cos x cos nxdx + cos x cos nxdx
π −π 0
Z 0 Z π
1 h i
π −π 0
Z 0 Z π
1h i
= − cos(−u) cos(−nu)(−du) + cos x cos nxdx ,
π π 0
putting -u for x in the first integral

Z π
1h 0
Z i
an = cos u cos nudu + cos x cos nxdx
π π 0
Z π Z π
1h i
π 0 0
an = 0.

1 π
Z
bn = f (x) sin nxdx
π −π
Z π
1h 0
Z i
= − cos x sin nxdx + cos x sin nxdx
π −π 0
Z 0 Z π
1h i
= − cos(−u) sin(−nu)(−du) + cos x sin nxdx
π π 0
putting -u for x in the first integral

Z 0 Z π
1h i
bn = − cos u sin nudu + cos x sin nxdx
π
Z π Z π0
1h π i
= cos u sin nudu + cos x sin nxdx
π 0
Z π Z0 π
1 h i
= cos x sin nxdx + cos x sin nxdx
π 0 0
1h π
Z
= 2 cos x sin nxdx
π 0
1h π
Z
= [sin(n + 1)x + sin(n − 1)x]dx
π 0
1 h cos(n + 1)x cos(n − 1)x iπ
= − − , n,1
π n+1 n−1 0
1 h cos(n + 1)π cos(n − 1)π 1 1 iπ
= − − + + , n,1
π n+1 n−1 n+1 n−1 0
1 h cos nπ cos nπ 2n i
= + + 2
π n+1 n−1 n −1
1 h 2n 2n i
= cos nπ + 2
π n2 − 1 n −1
2n
= (1 + (−1)n ), n , 1.
π(n2 − 1)
bn = 0 when n is odd
4n
bn = when n is even
π(n2 − 1)

When n = 1, we have
1 π
Z
b1 = f (x) sin xdx
π −π
Z π
1h 0
Z i
= − cos x sin xdx + cos x sin xdx
π −π 0
Z 0 Z π
1 h i
= − 2 sin x cos xdx + 2 sin x cos xdx
2π −π 0
Z 0 Z π
1h i
= − sin 2xdx + sin 2xdx
2π −π 0
1 h − cos 2x 0 − cos 2x π i
= − +
2π 2 −π 2 0
1 1h 1 i
b1 = (1 − 1) + (1 − 1) = 0.
2π 2 2
4h 2 4 6 i
f (x) = sin 2x + sin 4x + sin 6x + ... .
π 1.3 3.5 5.7
Example 11.2.10. Find the Fourier series for the function

if − π ≤ x < 0





 x,


f (x) = 

if0 < x < π2


0,



 x − π , if π < x ≤ π.



2 2
∞ ∞
a0 X X
2 n=1 n=1

Where
1 π
Z
a0 = f (x)dx
π −π
Z π2 Z π
1h 0 π i
Z
= xdx + 0. dx + x − dx
π −π 0 π
2
2
2
x − π2 π i

1 h x2 0
= +
π 2 −π 2 π
2
1 h π2 1 π2 i π2 i
= 0− + − 0 + π2 −
π 2 2 4 2
1 h π 2
π 2i
a0 = − +
π 2 8
3π
a0 = − .
8
1 π
Z
an = f (x) cos nxdx
π −π
Z π2 Z π
1h 0 π
Z i
= x cos nxdx + 0. cos nxdx + x − cos nx
π −π 0 π
2
2
1 sin nx
h − cos nx 0
π sin nx
− cos nx π i
= x − 1. + x − − 1
π n n2 −π 2 n n2 π
2
1 h x sin nx cos nx 0 π sin nx cos nx π i

an = + + x− +
π n n2 −π 2 n n2 π2

nπ
1 h 1 cos nπ cos nπ cos 2 i
an = − + −
π n2 n2 n2 n2
1 h nπ i
an = 2 1 − cos .
nπ 2

232 11.3. Exercises
1 π
Z
bn = f (x) cos nxdx
π −π
Z π2 Z π
1h 0 π
Z i
= x sin nxdx + 0. sin nxdx + x − sin nx
π −π 0 π
2
2
1 h − cos nx − sin nx 0 π − cos nx − sin nx π i
= x − 1. + x − − 1
π n n2 −π 2 n n2 π
2
1 h x cos nx sin nx 0 π cos nx sin nx π i

= − + + − x− +
π n n2 −π 2 n n2 π2

nπ
1 h π cos nπ π cos nπ sin 2 i
= − + − −
π n 2 n n2
nπ
1 h 3π cos nπ sin 2 i
= − . −
π 2 n n2
1 3π
h 1 nπ i
bn = (−1)n + 2 sin
π 2n n 2
∞ ∞
3π X 1h nπ i 1 X 1 h 3π 1 nπ i
f (x) = − + 1 − cos cos nx − (−1) n
+ sin sin nx
16 π n=1 n2 2 π n=1 π 2n n2 2
11.3 Exercises
1.If 
if − π < x ≤ 0

0,



f (x) = 


if 0 ≤ x ≤ π.

 x,


prove that
π 2 h cos x cos 3x cos 5x i h sin 2x sin 3x i

f (x) = − + + + ... + sin x − + − ... .
4 π 12 32 52 2 3
Hence show that

1 1 π2
1+ + + ... = .
32 52 8

11.3. Exercises 233
2. If 
π
 2 + x, if − π < x < 0




f (x) = 

 π2 − x,

if 0 < x < π.



show that
4 h cos x cos 3x cos 5x i
f (x) = + + + ... .
π 12 32 52
3. Find the Fourier series of the following function:

−1 + x, if − π < x < 0




f (x) = 


1 + x, if 0 < x < π.



Hence prove that

1 1 1 π
1− + − + ... = .
3 5 7 4
4. Find the Fourier series expansion for f (x), if

if 0 ≤ x ≤ π

 x,



f (x) = 


if π ≤ x ≤ 2π.

2π − x,


Hence prove that

1 1 1 π2
1+ + + + ... = .
32 52 72 8
5. Find the Fourier series to represent the function f (x) given by


−x , if 0 ≤ x < 0


 2

f (x) = 


 x2 , if 0 ≤ x ≤ π.



6. Express f (x) = x + |x| as Fourier series in (−π, π).

234 11.3. Exercises
Hint : 
 x − x = 0, when − π ≤ x ≤ 0




f (x) = 


 x + x = 2x, when 0 ≤ x ≤ π.



7. If 
when 0 < x < π

 x(π − x),



f (x) = 


when 0 < x < 2π.

−π(π − x),


Prove that
8 1 1
f (x) = sin x + 2 sin 3x + 2 sin 5x + ... .
π 3 5
Answers.
3. f (x) = π2 (π + 2) sin x − 22 sin 2x + 2(π+2)
3π
sin 3x − 42 sin 4x + 2(π+2)
5π
sin 5x + ..
4. f (x) = π2 − π4 cos x + cos323x + cos525x + ...

sin 3x − π2 sin 4x + ...

5. f (x) = 2 π − π4 sin x − π sin 2x + 32 π − 9π 4

6. f (x) = π − π4 cos x + cos323x + cos525x + ... + 2 sin x − sin22x + sin33x − ... .

UNIT-III
Lesson 12
FOURIER SERIES OF
EVEN AND ODD FUNCTIONS
Learning Objectives
• find Fourier series of even and odd functions in [−π, π]
• find Fourier series of functions in [−π, π].
12.1 Introduction
I
n this Lesson, we study the Fourier Series of even and odd functions.
12.2 Even and Odd Functions
Definition 12.2.1. A function f (x) is said to be even (or symmetric) function if f (−x) = f (x)
and odd (or skew - symmetric) function if f (−x) = − f (x).
For example, x2 , x4 + x+ 1, e x + e−x , cos x, sec x are all even functions of x, while x, x3 ,
x5 + 2x3 + 3, sin x, csc x, tan x are all odd functions.
Graphically an even function is symmetrical about y− axis (which is a mirror for the reflection of

236 12.3. Fourier Series for Even and Odd Functions
the curve) and an odd function is symmetrical about the origin.

The product of two even or two odd functions will be an even function while the product of an
even function and an odd function will be an odd function.
Result. Most functions are neither even nor odd.
But any function f (x) can be written as the arithmetic mean of even and odd functions as
1 1
f (x) = [ f (x) + f (−x)] + [ f (x) − f (−x)].
2 2
We shall be frequently using the following property of definite integrals:



0, when f(x) is an odd function
Z a



f (x)dx = 

 Ra
−a 
2 0 f (x)dx,

 when f(x) is an even function
Note. It is desirable to consider the even or odd nature of a function f (x) when we are dealing
with domain of definition in the form (−l, l), (−π, π) etc.
12.3 Fourier Series for Even and Odd Functions
We know that a function f (x) defined in (−π, π) can be represented by the Fourier series
∞ ∞
a0 X X
f (x) = + an cos nx + bn sin nx,
2 n=1 n=1
where
1 π
Z
a0 = f (x)dx
π −π
1 π
Z
an = f (x) cos nxdx
π −π
1 π
Z
bn = f (x) sin nxdx
π −π

12.3. Fourier Series for Even and Odd Functions 237
Case. I When f (x) is an even function
Z π Z π
1 2
a0 = f (x)dx = f (x)dx.
π −π π 0
Since cos nx is an even function, f (x) cos nx is also an even function. Hence
Z π Z π
1 2
an = f (x) cos nxdx = f (x) cos nxdx.
π −π π 0
Again since sin nx is an odd function, f (x) sin nx is an odd function.

Z π
1
∴ bn = f (x) sin nxdx = 0.
π −π
Hence if f (x) is defined in (−π, π) and f (x) is an even function, f (x) can be expanded as Fourier
series contains only cosine terms of the form
∞
a0 X
f (x) = + an cos nx,
2 n=1
where
2 π
Z
a0 = f (x)dx
π 0
Z π
2
an = f (x) cos nxdx
π 0
Case. II When f (x) is an odd function

Since cos nx is an even function, f (x) cos nx is an odd function. Hence
Z π
1
an = f (x) cos nxdx = 0.
π −π
Again since sin nx is an odd function, f (x) sin nx is an even function.

Z π Z π
1 2
∴ bn = f (x) sin nxdx = f (x) sin nxdx.
π −π π 0

Hence if f (x) is defined in (−π, π) and f (x) is an odd function, f (x) can be expanded as Fourier
series contains only sine terms of the form
∞
X
f (x) = an sin nx,
n=1
where
Z π
2
an = f (x) sin nxdx.
π 0
Note. The function which is neither even nor odd functions contains both sine and cosine terms.
π
Example 12.4.1. Find Fourier series of f (x) = x in −π < x < π. Deduce that 4
= 1− 13 + 51 − 17 +...
Solution. Since f (−x) = −x = − f (x). Therefore f (x) is an odd function in (−π, π).
∞
X
∴x= bn sin nx,
n=1
where
2 π
Z
bn = x sin nxdx
π 0
2 h − cos nx − sin nx iπ
= x −
π n n2 0
2
= − π cos nπ
nπ
2
bn = (−1)n+1 .
n
∞
X (−1)n+1 sin 2x sin 3x
∴x=2 sin nx = 2 sin x − + − ... (12.4.1)
n=1
n 2 3

Deduction. Since the function f (x) = x is continuous, bounded and monotonic on the interval
−π < x < π, Dirichlet’s conditions apply. Therefore the series will be converges to f (x) in the
interval −π < x < π.
π 1 1
Hence (12.4.1) ⇒ = 2 1 − + − ..
2 3 5
π 1 1
= 1 − + − ....
4 3 5
This series is called Gregory series.
Example 12.4.2. Find Fourier series of f (x) = x2 in −π < x < π. Hence deduce that
π2
(i) 1 − 1
22
+ 1
32
− 1
42
+ .... = 12
.
π2
(ii) 1 + 1
22
+ 1
32
+ 1
42
+ .... = 6
.
π2
(iii) 1 + 1
32
+ 1
32
+ 1
52
+ .... = 8
.
Solution. Since f (−x) = (−x)2 = x2 = f (x). Therefore f (x) is an even function in (−π, π).
∞
a0 X
∴ x2 = + an cos nx (12.4.2)
2 n=1
where
2 π 2
Z
a0 = x dx
π 0
2
a0 = π2 .
3

2 π 2
Z
an = x cos nxdx
π 0
= x − 2x + 2
π n n2 n3 0
2h cos nx i
= 0 + 2π 2 + 2.0
π n
4 cos nπ
=
n2
4
an = 2
(−1)n .
n
Substituting these values of a0 and an in (12.4.2), we get
∞
π2 X 4
x =
2
+ (−1)n cos nx
3 n=1 n2
∞
π2 X (−1)n+1
= −4 2
cos nx
3 n=1
n
π2 cos 2x cos 3x
∴ x2 = − 4 cos x − + − ... (12.4.3)
3 22 32
Deduction.
(i) Putting x = 0 in (12.4.3), we get
π2 1 1 1
0 = − 4 1 − 2 + 2 − 2 + ...
3 2 3 4
1 1 1 π2
1 − 2 + 2 − 2 + ... = . (12.4.4)
2 3 4 12
(ii) Putting x = π in (12.4.3), we get
π2 cos 2π cos 3π
π2 = − 4 cos π − 2
+ 2
− ...
3 2 3
π 2 1 1 1
π2 = − 4 − 1 − 2 − 2 − 2 − ...
3 2 3 4

π2 1 1 1
π2 = + 4 1 + 2 + 2 + 2 + ...
3 2 3 4
1 1 1 π2
1+ + + + ... = . (12.4.5)
22 32 42 6
(iii) Adding (12.4.4) and (12.4.5) and dividing it by 2, we get the required result as
1 1 1 π2
1+ + + + ... = .
32 52 72 8
Example 12.4.3. Expand the function f (x) = x3 as a Fourier series of in −π < x < π.
Solution. Since f (−x) = (−x)3 = −x3 = − f (x). Therefore f (x) is an odd function in (−π, π).
∞
X
∴x =
3
bn sin nx,
n=1
where
2 π 3
Z
bn = x sin nxdx
π 0
2 h 3 − cos nx − sin nx cos nx sin nx iπ
= x − 3x2 + 6x − 6
π n n2 n3 n4 0
2h π 3
6π i
= − cos nπ + 3 cos nπ
π n n
h π2 6 i
bn = 2(−1)n+1 − .
n n3
∞ h π2
X 6i
∴x =2
3
(−1)n+1 − sin nx.
n=1
n n3
Example 12.4.4. Find Fourier series of f (x) = |x| in −π < x < π. Hence deduce that
π2
1+ 1
32
+ 1
52
+ 1
72
+ .... = 8
.
Solution. Since f (−x) = | − x| = |x| = f (x). Therefore f (x) is an even function in (−π, π).
∞
a0 X
∴ |x| = + an cos nx
2 n=1

where
2 π
Z
a0 = |x|dx
π 0
2 π
Z
a0 = xdx
π 0
2 x2 π
a0 =
π 2 0
a0 = π.
2 π
Z
an = |x| cos nxdx
π 0
2 π
Z
= x cos nxdx
π 0
2 h sin nx − cos nx iπ
= x − 1.
π n n2 0
2 h cos nπ 1 i
= 0+ − 0+ 2
π n2 n
2
an = [(−1)n − 1].
n2 π





an = 


− n42 π , when n is odd.



∞
π 4 X 1
|x| = − cos nx.
2 π n=1,3,5,.. n2
Deduction. Put x = 0 in the above series, we get
π 4 1 1 1
0= − + + + ...
2 π 12 32 52
1 1 1 π2
+ + + ... = .
12 32 52 8

h i
Example 12.4.5. Show that for −π < x < π, sin ax = 2 sin aπ sin ax
π 12 −a2 2 −a2 + 32 −a2 + ...
− 22sin 2x 3 sin 3x
( a is not
an integer).
Solution. As sin ax is an odd function, its Fourier series expansion will consist of sine terms
only.
∞
X
∴ sin ax = bn sin nx,
n=1
where
2 π
Z
bn = sin ax sin nxdx
π 0
1 π
Z
bn = [cos(a − n)x − cos(a + n)x]dx
π 0
1 h sin(a − n)π sin(a + n)π i

bn = −
π a−n a+n
1 h sin aπ cos nπ − cos π sin nπ sin aπ cos nπ + cos aπ sin nπ i
= −
π a−n a+n
1 h sin aπ cos nπ sin aπ cos nπ i
= −
π a−n a+n
1 1 1
= sin aπ cos nπ −
π a−n a+n
(−1)n 2n
bn = sin aπ.
π(a2 − n2 )
∞
2 sin aπ X (−1)n n
∴ sin ax = sin nx
π n=1
a 2 − n2
∞
2 sin aπ X (−1)n+1 n
= sin nx
π n=1
a2 − n2
2 sin aπ h sin ax 2 sin 2x 3 sin 3x i
sin ax = − + + .....
π 12 − a2 22 − a2 32 − a2
Example 12.4.6. Expand the function f (x) = x sin x as a Fourier series in the interval −π < x <
π. Hence deduce that 1
1.3
− 1
1.5
+ 1
5.7
− .... = 41 (π − 2).

Solution. Since f (x) = x sin x is an even function, bn = 0.
∞
a0 X
x sin x = + an cos nx
2 n=1
2 π
Z
a0 = f (x)dx
π 0
Z π
2
= x sin xdx
π 0
2 π
= x(− cos x) − 1.(− sin x)
π 0
2
= [−π(−1) + 0 − (0 + 0)]
π
a0 = 2.
2 π
Z
an = f (x) cos nxdx
π 0
2 π
Z
an = x sin x cos nxdx
π 0
1 π sin(n + 1)x − sin(n − 1)x

Z
an = x
π 0 2
Z π
1
= x[sin(n + 1)x − sin(n − 1)x]
π 0
1 h cos(n + 1)x cos(n − 1)x sin(n + 1)x sin(n − 1)x iπ
= x − + − 1. − + (n , 1)
π n+1 n−1 (n + 1)2 (n − 1)2 0
1 h cos(n + 1)π cos(n − 1)π i
= 2π − + , n,1
π n+1 n−1
h (−1)n+1 (−1)n−1 (−1)2 i
= − − n,1
n+1 n−1

h (−1)n+1 (−1)n+1 i
= − − , n,1
n+1 n−1
hn − 1 − n − 1
= (−1)(−1)n+1 n,1
n2 − 1
2(−1)n+1
an = , n , 1.
n2 − 1
If n = 1, we have
1 π
Z
a1 = x sin 2x
π 0
1 h − cos 2x − sin 2x iπ
= x − 1.
π 2 4 0
1
= (−π)
2π
1
a1 = − .
2
X 2(−1)n+1 ∞
1
∴ x sin x = 1 − cos x + 2−1
cos nx
2 n=2
n
∞
1 X 2(−1)n+1
x sin x = 1 − cos x + cos nx
2 n=2
(n − 1)(n + 1)
1 −2 2 2
x sin x = 1 − cos x + cos 2x + cos 3x − cos 4x + ... .
2 1.3 2.4 3.5
π
π π 2 2 −2
sin = 1−0− (−1) + (0) + (1) + ....
2 2 1.3 2.4 3.5
π 2 2 2 2
= 1+ − + − + ....
2 1.3 3.5 5.7 7.9
π 2 2 2 2
−1 = − + − + ....
2 1.3 3.5 5.7 7.9
1 1 1 1 1
− + − + .... = (π − 2).
1.3 3.5 5.7 7.9 4

√
Example 12.4.7. Obtain a Fourier series expansion for 1 − cos x in the interval −π ≤ x ≤ π.
√
Solution. Let f (x) = 1 − cos x. Since
√
f (−x) = 1 − cos(−x) = 1 − cos x = f (x).
p
Therefore f (x) is an even function.
∞
√ a0 X
1 − cos x = + cos nx
2 n=1
2 π
Z
a0 = f (x)dx
π 0
2 π√
Z
= 1 − cos xdx
π 0
√ Z
2 2 π x θ 1 − cos θ
= sin dx, sin2 =
π 0 2 2 2
√
x
2 2 cos 2 π
= −
π 1
2
0
√
4 2 π
= − cos( ) − cos 0
√π 2
4 2
a0 = .
π
2 π
Z
an = f (x) cos nxdx
π 0
2 π√
Z
= 1 − cos x cos nxdx
π 0
√ Z
2 2 π x
= sin cos nxdx
π 0 2
√ Z π
2 h 1 1 i
an = sin + n x + sin − n x dx
π 0 2 2

√
2 h− cos 2 + n x cos 2 − n x iπ
1 1
an = −
π 1
2
+ n 1
2
−n 0
√
2 h− cos 2 + n π cos 2 − n π
1 1
1 1 i
= − + +
π 1
2
+n 1
2
−n 1
2
+ n 12 − n
√
2h 1 1 i π π
= + since cos nπ + = cos nπ − =0
π 12 + n 12 − n 2 2
√
2h 1 i
=
π 14 − n2
√
2h 4 i
an = .
π 1 − 4n2
√ ∞ √
√ 2 2 X 2 4
∴ 1 − cos x = + cos nx
π n=1
π 1 − 4n 2
√ √ ∞
√ 2 2 4 2X 1
1 − cos x = − cos nx.
π π n=1 4n2 − 1
Example 12.4.8. Find the Fourier series to represent the function f (x) = sin x, −π < x < π.
Solution. Since sin x is an odd function a0 = an = 0.
∞
X
sin x = bn sin nx,
n=1
where
2 π
Z
bn = sin x sin nxdx
π 0
Z π
1
= 2 sin x sin nxdx
π 0
1 π
Z
= [cos(1 − n)x − cos(1 + n)x]dx
π 0
1 h sin(1 − n)x sin(1 + n)x iπ
= −
π 1−n 1+n 0

1 h sin(1 − n)π sin(1 + n)π i

= −
π 1−n 1+n
bn = 0, n , 1.
If n = 1, then
2 π 2
Z
b1 = sin xdx
π 0
1 π
Z
= (1 − cos 2x)dx
π 0
1 sin 2x π
= x−
π 2 0
b1 = 1.
∴ sin x = b1 sin x = sin x in (−π, π).
Example 12.4.9. Expand the function f (x) = | sin x| as a Fourier series in the interval −π < x <
π.
Solution. Since f (x) = | sin x| is an even function, bn = 0, for all n.
∞
a0 X
| sin x| = + an cos nx
2 n=1
2 π
Z
a0 = f (x)dx
π 0
2 π
Z
= | sin x|dx
π 0
2
= (− cos x)π0
π
2
= − [−1 − 1]
π
4
a0 = .
π

2 π
Z
an = f (x) cos nxdx
π 0
Z π
2
= | sin x| cos nxdx
π 0
2 π sin(n + 1)x − sin(n − 1)x
Z
= dx
π 0 2
1 π
Z
an = [sin(n + 1)x + sin(1 − n)x]dx
π 0
1 h cos(n + 1)x cos(1 − n)x iπ

an = − − (n , 1)
π n+1 1−n 0
−1 h cos(n + 1)π cos(1 − n)π 1 1 i
= + − − , n,1
π n+1 1−n n+1 n−1
1 h (−1)n+1 − 1 (−1)n+1 − 1 i
= − +
π n+1 1−n
−1 h 1 1 1 1 i
= (−1) n+1
+ − +
π 1+n 1−n 1+n 1−n
−1 h 2 2 i
= (−1)n+1 . 2 −
π n − 1 1 − n2
2
= [(−1)n+1 − 1]
π(n − 1)
2
−2
an = [1 + (−1)n ], n , 1
π(n − 1)
2


0, when n is odd



an = 


4
, when n is odd.

− (n2 −1)π


If n = 1, we have
2 π
Z
a1 = sin 2x
π 0
1 − cos 2x π
=
π 2 0
−1
= (cos 2π − 1)
2π
a1 = 0.

∞
2 X −4
∴ | sin x| = + cos nx
π n=2,4,6,.. π(n2 − 1)
∞
2 4 X cos nx
= − cos nx
π π n=2,4,6,.. n2 − 1
∞
2 4 X cos 2nx
= − Replacing n by 2n
π π n=1 n2 − 1
2 4 cos 2x cos 4x
Hence | sin x| = − + + ..... .
π π 3 15
π2 x2
Example 12.4.10. Express f (x) = 12
− 4
as a Fourier series in the interval −π < x < π.
Solution. Since
π2 (−x)2 π2 x2
f (−x) = − = − = f (x)
12 4 12 4
Therefore f (x) is an even function and hence
∞
a0 X
f (x) = + an cos nx
2 n=1
where
2 π
Z
a0 = f (x)dx
π 0
2 π h π2 x2 i
Z
= − dx
π 0 12 4
2 h π2 x x 3 iπ
= −
π 12 12 0
a0 = 0.
and
2 π
Z
an = f (x) cos nxdx
π 0
2 π h π2 x 2 i
Z
= − cos nxdx
π 0 12 4

2 h π2 x2 sin nx −2x − cos nx −1 − sin nx iπ

= − − +
π 12 4 n 4 n2 2 n3 0
n
2 h 2π (−1) i
= 0− + 0 − (0 − 0 + 0)
π 4 n2
(−1)n+1
an = .
n2
Hence
∞
X (−1)n+1 cos 2x cos 3x cos 4x
f (x) = cos nx = cos x − + − + ....
n=1
n2 22 32 42
Example 12.4.11. Prove that in the interval −π < x < π,
∞
2 X n(−1)n
sinh ax = sinh aπ sin nx.
π n=1
n 2 + a2
eax −e−ax
Solution. Let f (x) = sinh ax = 2
Now
e−ax − eax eax − e−ax
f (−x) = =− = − sinh ax = − f (x).
2 2
Therefore f (x) is an odd function.
∞
X
f (x) = bn sin nx
n=1
where
2 π
Z
bn = f (x) sin nxdx
π 0
2 π
Z
= sinh ax sin nxdx
π 0
Z π ax
2 e − e−ax
= sin nxdx
π 0 2

1 h π ax
Z Z π i
= e sin nxdx − e−ax sin nxdx
π 0 0
1 h eax π e−ax π i
= (a sin nx − n cos nx) − (−a sin nx − n cos nx)
π a2 + n2 0 a2 + n2 0
aπ −aπ
1 h e 1 e 1 i
= (−n cos nπ) − (−n) − (−n cos nπ) − (−n)
π a2 + n2 a2 + n2 a2 + n2 a2 + n2
n
= [−eaπ (−1)n + 1 + (−1)n e−aπ − 1]
π(a + n )
2 2
n
= (−1)n [e−aπ − eaπ ]
π(n + a2 )
2
n
= (−1)n+1 [eaπ − e−aπ ]
π(n + a2 )
2
n(−1)n+1
bn = 2 sinh aπ
π(n2 + a2 )
∞
2 X n(−1)n+1
∴ sinh x = sinh aπ sinh aπ sin nx.
π n=1
n 2 + a2
Example 12.4.12. If f (x) = cosh ax, expand f (x) as a Fourier series in (−π, π).
eax +e−ax
Solution. Let f (x) = cosh ax = 2
Now
e−ax + eax
f (−x) = = f (x).
2
Therefore f (x) is an even function.
∞
a0 X
f (x) = + an cos nx
2 n=1
where
2 π
Z
a0 = f (x)dx
π 0
2 π
Z
= cosh axdx
π 0
2 sinh ax π
=
π a 0

2
= (sinh aπ − sinh 0)
aπ
2
= sinh aπ.
aπ
2 π
Z
an = f (x) cos nxdx
π 0
2 π
Z
= cosh ax sin nxdx
π 0
2 π eax + e−ax
Z
= sin nxdx
π 0 2
1 h π ax
Z Z π i
= e sin nxdx + e−ax sin nxdx
π 0 0
1 h eax π e−ax π i
= (a cos nx + n sin nx) + (−a cos nx + n sin nx)
π a2 + n2 0 a2 + n2 0
aπ −aπ
1 h e 1 e 1 i
= (a cos nπ + 0) − (a + 0) − (−a cos nπ + 0) − (−a + 0)
π a2 + n2 a2 + n2 a2 + n2 a2 + n2
a h i
= eaπ (−1)n − 1 + [−e−aπ (−1)n + 1]
π(a2 + n2 )
a
= (−1)n [eaπ − e−aπ ]
π(n + a2 )
2
2a(−1)n
= sinh aπ.
π(n2 + a2 )
∞
2a X 2a(−1)n
∴ cosh ax = sinh aπ sinh aπ cos nx.
π n=1
n2 + a2
Example 12.4.13. Obtain Fourier series for the function f (x) given by

− 2 (π + x), for − π < x ≤ 0


 1

f (x) = 


 12 (π − x), for 0 ≤< π.



Solution. Since
−1
f (−x) = (π − x) in (−π, 0) = − f (x) in (0, π)
2
and
1
f (−x) = (π + x) in (0, π) = − f (x) in (−π, 0)
2

Therefore f (x) is an odd function in (−π, π). Here a0 = an = 0.
∞
X
∴ f (x) = bn sin nx
n=1
where
2 π
Z
bn = f (x) sin nxdx
π 0
2 π1
Z
π 0 2
1h − cos nx − sin nx iπ
= (π − x) − (−1)
π n n2 0
1 h π i
= − 0− +0
π n
1
= .
n
∞
X 1 1 1
∴ f (x) = sin nx = sin x + sin 2x + sin 3x + ....
n=1
n 2 3
Example 12.4.14. (a) Is 

1 + , for − π < x ≤ 0


 2x
π

f (x) = 


2x
, for 0 ≤< π.

1 −


π
(b) If so, find the Fourier series for the function.

π2
(c) Deduce that 1
12
+ 1
32
+ 1
52
+ 1
72
+ .... = 8
.
Solution. (a) Since
2x
f (−x) = 1 − in (−π, 0) = − f (x) in (0, π)
π
and
2x
f (−x) = 1 + in (0, π) = f (x) in (−π, 0)
π
Therefore f (x) is an even function in (−π, π).

(b)
∞
a0 X
∴ f (x) = + an cos nx
2 n=1
where
2 π
Z
a0 = f (x)dx
π 0
2 π
Z
2x
= 1− dx
π 0 π
a0 = 0.
2 π
Z
an = f (x) cos nxdx
π 0
2 π
Z
2x
= 1− cos nxdx
π 0 π
2h 2x sin nx 2 − cos nx iπ
= Big(1 − − (− )
π π n π n2 0
2 h cos nπ 2 i
= − 0 − 2 2 − (0 − 2
π nπ nπ
4
= [1 − (−1)n ].
n2 π2

 n2 π2 ,
 8
if n is odd



an = 



0,

 if n is even.
∞
8 X 1 8h cos 3x cos 5x i
∴ f (x) = 2 cos nx = cos x + + + .... .
π n=1,3,5,.. n2 π2 32 52
(c) Put x = 0 in the above series, we get
81 1 1
f (0) =
+ + + ...
π2 12 32 52
81 1 1
1 = 2 2 + 2 + 2 + ...
π 1 3 5
1 1 1 π2
+ + + ...... = .
12 32 52 8

256 12.5. Exercises
12.5 Exercises
x2
1. If (i) f (x) = 2x ; (ii) f (x) = 4
expand f (x) as a Fourier series in the interval (−π, π).
2. Find the Fourier series expansion of the function f (x) = x cos x, −π < x < π.
3. Find the Fourier series to represent the function f (x) = | cos x|, −π < x < π.
4. If x lies between −π and π and a is neither zero nor an integer, prove that
2a sin aπ 1 cos x cos 2x cos 3x

cos ax = + 2 − 2 + 2 − ...
π 2a 2 1 −a 2 2 −a 2 3 − a2
Hence prove that

1 2a 2a 2a
π cot aπ = + 2 + 2 − + ....
a a − 1 a − 22 a2 − 32
π cosh ax
5. Find Fourier series of 2 sinh aπ
in (−π, π).
6. Obtain Fourier series for the function f (x) given by:

for − π < x ≤ 0

−x



f (x) = 


for 0 < x < π.

 x,


and deduce the value of 1

12
+ 1
22
+ 1
32
+ ...
7. A function f (x) is defined as follows:


for − π ≤ x ≤ 0
 2
−x



f (x) = 


 x2 , for 0 ≤ x ≤ π.




Show that f (x) = − π8 1
13
sin x + 1
33
sin 3x + 1
53
sin 5x + ..... .
8. Given 
π + x for − π < x ≤ 0




f (x) = 


π − x, for 0 < x < π.



Is the function f (x) even? If so, find the Fourier series for f (x).

12.5. Exercises 257
9. A periodic function f (x) is defined as follows:


2 for − π < x ≤ 0




f (x) = 


1, for0 ≤ x <≤ π.



and f (x + 2π) = f (x). Find the Fourier series for f (x).
Answers.
1.(i) x
2
= sin x. 12 sin 2x + 31 sin 3x. 14 sin 4x + ....
x2 π2
(ii). 2
= 12
− 1
12
cos x + 1
22
1
cos 2x −
32
cos 3x + ...
P∞ (−1)n n sin nx
2. x cos x = sin x +
−1
2
2 n=2 n2 −1 .

3. | cos x| = π2 + π4 31 cos 2x − 151 cos 4x + ...
π cosh ax P a(−1)n
5. 2 sinh aπ
= 2a1 + ∞ n=1 a2 +n2 cos nx.
f (x) = π2 − π4 112 cos x + 312 cos 3x + 512 cos 5x + ... ; π2

6. 8
.
f (x) = π2 + π4 112 cos x + 312 cos 3x + 512 cos 5x + ... .

8.

9. f (x) = 32 − π2 sin x + 13 sin 3x + 51 sin 5x + .... .

258
UNIT-III
Lesson 13
HALF RANGE FOURIER SERIES

Learning Objectives
• identify half range Fourier series in the interval [0, π]
• find half range Fourier sine series of functions in [0, π]
• find half range Fourier cosine series of functions in [0, π].
13.1 Introduction
I
t is often required to obtain Fourier series of a function f (x) in the interval (0, π).
The Sine Series. If it be required to express f (x) as a sine series in (0, π), we define an odd
function f1 (x) in (−π, π), identical with f (x) in (0, π). That is, we extend the function reflecting
it with respect to the origin, so that f (−x) = − f (x).
Hence the half range sine series in (0, π) is given by
∞
X
f (x) = bn sin nx
n=1
Z π
2
where bn = f (x) sin nxdx.
π 0

The Cosine Series. If it be required to express f (x) as a cosine series in (0, π), we define an odd
function f2 (x) in (−π, π), identical with f (x) in (0, π). That is, we extend the function reflecting
it with respect to the y - axis, so that f (−x) = − f (x).
Hence the half range cosine series in (0, π) is given by
∞
a0 X
f (x) = + an cos nx
2 n=1
2 π
Z
where a0 = f (x)dx
π 0
2 π
Z
and an = f (x) cos nxdx.
π 0
Note.1 Suppose f (x) = x in [0, π]. It can have Fourier cosine series expansion as well as Fourier
sine series expansion in [0, π].
2. Similarly f (x) = x2 in [0, π] can have Fourier cosine series expansion as well as Fourier sine
series expansion in [0, π].
We note that, if f (x) satisfies Dirichlet’s conditions in (0, π) we can have valid expansion of f (x)
in terms of sines only or cosines only in that interval.
Example 13.2.1. Find the half range cosine and sine series of f (x) = x, 0 < x < π. Hence
π2
deduce that 1
12
+ 1
32
+ 1
52
+ ... = 8
.
Solution. The half range cosine series expansion of f (x) in [0, π] is given by
∞
a0 X
f (x) = + an cos nx
2 n=1

where
2 π
Z
a0 = f (x)dx
π 0
2 π
Z
= xdx
π 0
2 x2 π
=
π 2 0
a0 = π.
2 π
Z
an = f (x) cos nxdx
π 0
2 π
Z
= x cos nxdx
π 0
2 h sin nx cos nx iπ
= x − 1. −
π n n2 0
n
2 h (−1) 1 i
= 0 + 2 − (0 + 2 )
π n n
2
an = [(−1)n − 1]
πn2


0, for n even



an = 


2 π , for n odd
 n−4



∞
π 4 X 1
∴x = − cos nx
2 π n=1,3,5,.. n2
π 4 cos x cos 3x
i.e., x = − + + ..... .
2 π 12 32
Deduction. When x = 0, f (x) = 0, i.e., f (0) = 0. Putting x = 0 in the above series, we have
π 4 1 1 1
0 =
− + + .....
2 π 12 32 52
1 1 1 π2
+ + ..... = .
12 32 52 8

The half range sine series expansion of f (x) in [0, π] is given by
∞
X
f (x) = bn sin nx
n=1
where
2 π
Z
bn = f (x) sin nxdx
π 0
2 π
Z
= x sin nxdx
π 0
2 h − cos nx sin nx iπ
= x − 1. −
π n n2 0
n
2 h (−1) i 2(−1)n+1
bn = −π + 0 − (0 + 0) = .
π n n
∞
X (−1)n+1 2
∴x = sin nx
n=1
n
sin 2x sin 3x
i.e., x = 2 sin x − + − ..... .
2 3
Example 13.2.2. Expand πx − x2 in half range sine series in the interval [0, π] up to three terms.
π3
Deduce that 1
13
− 1
33
+ 1
53
− 1
73
+ ..... = 32
.
Solution. The half range sine series expansion of f (x) in [0, π] is given by
∞
X
f (x) = bn sin nx
n=1

where
2 π
Z
bn = f (x) sin nxdx
π 0
2 π
Z
= (πx − x2 ) sin nxdx
π 0
2h − cos nx sin nx cos nx iπ
= (πx − x2 ) − (π − 2x). − + (−2)
π n n2 n3 0
n
2 h (−1) 2 i
= 0 + 0 − 2 3 − (0 + 0 − 3 )
π n n
2h 2
= (1 − (−1)n )
π n3
4
bn = [1 − (−1)n ].
n3 π


0, for n even



bn = 


 n83 π , for n odd



∞
X 8
∴ πx − x = 2
sin nx
n=1,3,5,..
πn3
8 sin 3x sin 5x
i.e., πx − x2 = sin x + + + ..... .
π 33 53
π
in the above series, we have
π π 8 π 1 3π 1 5π
x− = sin + 3 sin + 3 sin + .....
2 2 π 2 3 2 5 2
π2 8h 1 1 1 i
= 1 − 3 + 3 − 3 + ....
4 π 3 5 7
1 1 1 π2
1− + − + .... = .
33 53 73 32
Example 13.2.3. Find cosine and sine series for f (x) = π − x in [0, π].

∞
a0 X
f (x) = + an cos nx
2 n=1
where
2 π
Z
a0 = f (x)dx
π 0
2 π
Z
= (π − x)dx
π 0
2 x2 π
= πx −
π 2 0
2 2 π2
= π − − (0 − 0)
π 2
a0 = π.
2 π
Z
an = f (x) cos nxdx
π 0
2 π
Z
π 0
2h sin nx cos nx iπ
= (π − x) − (−1). −
π n n2 0
n
2 h (−1) 1 i
= 0 − 2 − (0 − 2 )
π n n
2h 1
= (1 − (−1)n )
π n2
2
bn = [1 − (−1)n ].
n2 π


0, for n even



an = 


 n42 π , for n odd



∞
π 4 X 1
∴π−x = + cos nx
2 π n=1,3,5,.. n2

π 4 1 cos 3x cos 5x
i.e., π − x = + cos x + + + ..... .
2 π 12 32 52
The half - range sine series of f (x) = π − x in [0, π] is given by
∞
X
π−x= bn sin nx
n=1
2 π
Z
bn = f (x) sin nxdx
π 0
Z π
2
π 0
2h − cos nx sin nx iπ
= (π − x) − (−1). −
π n n2 0
2h 1 i
= − 0 − 0 − (−π )
π n
2
bn =
n
∞
X 1 1 1
∴π−x=2 sin nx = 2 sin x + sin 2x + sin 3x + ... .
n=1
n 2 3
πx
Example 13.2.4. Obtain the half range cosine and sine series for the function f (x) = 8
(π − x) in
[0, π].
∞
a0 X
f (x) = + an cos nx
2 n=1

where
2 π
Z
a0 = f (x)dx
π 0
2 π πx
Z
= (π − x)dx
π 0 8
1 π
Z
= (π − x)dx
4 0
1 x2 x3 π
= π −
4 2 3 0
1 π
3
π 3
π3
a0 = − = .
4 2 3 24
2 π
Z
an = f (x) cos nxdx
π 0
2 π πx
Z
π 0 8
1 π
Z
= (πx − x2 ) cos nxdx
4 0
1h sin nx cos nx − sin nx iπ
= (πx − x2 ) − (π − 2x). − + (−2)
4 n n2 n3 0
n
1 h (−1) 1 i
= 0 − π 2 + 0 − (0 + π 2 − 0)
4 n n
1 h −1
= (1 + (−1) ) n
4 n2
π
an = − 2 [1 + (−1)n ].
4n


0, when n is odd



an = 


2 , when n is even


 −π
 2n
∞
πx π3 π X 1
∴ (π − x) = − cos nx
8 48 2 n=2,4,6,.. n2
πx π3 π 1 cos 4x cos 6x
i.e., (π − x) = − cos 2x + + + ..... .
8 48 2 22 42 62

πx
The half - range sine series of f (x) = 8
(π − x) in [0, π] is given by
∞
X
π−x= bn sin nx
n=1
2 π
Z
bn = f (x) sin nxdx
π 0
2 π πx
Z
π 0 8
1 π
Z
= (πx − x2 ) sin nxdx
4 0
1h − cos nx sin nx cos nx iπ
= (πx − x2 ) − (π − 2x). − + (−2)
4 n n2 n3 0
n
1 h (−1) 1 i
= 0 − 0 − 2 3 − (0 − 0 − 2 3 )
4 n n
1
bn = [1 − (−1) ] n
2n3





bn = 


 n13 , when n is odd



∞
πx X 1 1 1 1
∴ (π − x) = 3
sin nx = 3 sin x + 3 sin 3x + 3 sin 5x + ....
8 n=1
n 1 3 5
Example 13.2.5. Express the function f (x) = sin x as Fourier cosine series in the interval (0, π).
Hence show that ∞n=1 4n2 −1 = 2 .
P 1 1
Solution. Since f (x) = | sin x| is an even function, bn = 0, for all n.
∞
a0 X
sin x = + an cos nx
2 n=1

2 π
Z
a0 = f (x)dx
π 0
Z π
2
= sin xdx
π 0
2
= (− cos x)π0
π
2
= − [−1 − 1]
π
4
a0 = .
π
2 π
Z
an = f (x) cos nxdx
π 0
2 π
Z
= sin x cos nxdx
π 0
Z π
2 sin(1 + n)x + sin(1 − n)x
= dx
π 0 2
1 π
Z
= [sin(1 + n)x + sin(1 − n)x]dx
π 0
1 h cos(n + 1)x cos(1 − n)x iπ
= − − (n , 1)
π n+1 1−n 0
−1 h cos(n + 1)π cos(1 − n)π 1 1 i
= + − − , n,1
π n+1 1−n n+1 n−1
1 h (−1)n+1 − 1 (−1)n+1 − 1 i
an = − +
π n+1 1−n
−1 h 1 1 1 1 i
an = (−1)n+1 + − +
π 1+n 1−n 1+n 1−n
−1 h 2 2 i
= (−1)n+1 . 2 −
π n − 1 1 − n2
2
= [(−1)n+1 − 1]
π(n − 1)
2
−2
an = [1 + (−1)n ], n , 1
π(n2 − 1)


0, when n is odd



an = 


4
, when n is odd.

− (n2 −1)π



If n = 1, we have
2 π
Z
a1 = sin 2x
π 0
1 − cos 2x π
=
π 2 0
−1
= (cos 2π − 1)
2π
a1 = 0.
∞
2 X −4
∴ sin x = + cos nx
π n=2,4,6,.. π(n2 − 1)
∞
2 4 X cos nx
= − cos nx
π π n=2,4,6,.. n2 − 1
∞
2 4 X cos 2nx
sin x = − Replacing n by 2n
π π n=1 4n2 − 1
Deduction. Putting x = 0 in the above series, we have
∞ ∞
2 4X 1 X 1 1
0= − ⇒ = .
π π n=1 4n − 1
2
n=1
2
4n − 1 2
Example 13.2.6. Find the half - range sine and cosine series of f (x) = e x , 0 < x < π.
Solution. The half range sine series expansion of f (x) = e x in (0, π) is given by
∞
X
e =x
bn sin nx
n=1

where
2 π
Z
bn = f (x) sin nxdx
π 0
2 π x
Z
= e sin nxdx
π 0
2 ex π
= (sin nx − n cos nx)
π 1 + n2 0
π
2 e
1
= (0 − n cos nπ) − (0 − n)
π 1 + n2 1 + n2
n+1 π
2 h (−1) ne n i
= +
π 1 + n2 1 + n2
2n
bn = [1 + (−1)n+1 eπ ]
π(1 + n ) 2
∞
2 X n[1 + (−1)n+1 eπ
∴e =
x
sin nx.
π n=1 n2 + 1
To find the half - range cosine series:
∞
a0 X
f (x) = + an cos nx
2 n=1
where
2 π
Z
a0 = f (x)dx
π 0
Z π
2
= e x dx
π 0
2 x π
= e
π 0
2 π
= (e − 1)
π

2 π
Z
an = f (x) cos nxdx
π 0
Z π
2
= e x cos nxdx
π 0
2 ex π
= (cos nx + n sin nx)
π 1 + n2 0
2 eπ 1
an = (cos nπ + 0) − (1 + 0)
π 1 + n2 1 + n2
2 h eπ cos nπ − 1 i
an =
π 1 + n2
π
2 e (−1)n − 1

an =
π 1 + n2
∞
eπ − 1 2 X eπ (−1)n − 1
∴ ex = + cos nx.
π π n=1 n2 + 1
Example 13.2.7. Obtain Fourier sine series for f (x) = x sin x, 0 < x < π and show that
π−2
1
1.3
− 1
1.5
+ 1
5.7
− .... = 4
.
Solution.
∞
a0 X
x sin x = + an cos nx
2 n=1
2 π
Z
a0 = f (x)dx
π 0
Z π
2
= x sin xdx
π 0
2 π
= x(− cos x) − 1.(− sin x)
π 0
2
= [−π(−1) + 0 − (0 + 0)]
π
a0 = 2.

2 π
Z
an = f (x) cos nxdx
π 0
Z π
2
= x sin x cos nxdx
π 0
1 π sin(n + 1)x − sin(n − 1)x
Z
= x dx
π 0 2
1 π
Z
= x[sin(n + 1)x − sin(n − 1)x]dx
π 0
1 h cos(n + 1)x cos(n − 1)x sin(n + 1)x sin(n − 1)x iπ
= x − + − 1. − + (n , 1)
π n+1 n−1 (n + 1)2 (n − 1)2 0
1 h cos(n + 1)π cos(n − 1)π i
= 2π − + , n,1
π n+1 n−1
h (−1)n+1 (−1)n−1 (−1)2 i
an = − − n,1
n+1 n−1
h (−1)n+1 (−1)n+1 i
an = − − , n,1
n+1 n−1
hn − 1 − n − 1i
= (−1)(−1)n+1 n,1
n2 − 1
2(−1)n+1
an = , n , 1.
n2 − 1
If n = 1, we have
Z π
a1 = x sin 2x
π 0
1 h − cos 2x − sin 2x iπ
= x − 1.
π 2 4 0
1
= (−π)
2π
1
a1 = − .
2

X 2(−1)n+1 ∞
1
∴ x sin x = 1 − cos x + 2−1
cos nx
2 n=2
n
∞
1 X 2(−1)n+1
x sin x = 1 − cos x + cos nx
2 n=2
(n − 1)(n + 1)
1 −2 2 2
= 1 − cos x + cos 2x + cos 3x − cos 4x + ... .
2 1.3 2.4 3.5
π
π π 2 2 −2
sin = 1−0− (−1) + (0) + (1) + ....
2 2 1.3 2.4 3.5
π 2 2 2 2
= 1+ − + − + ....
2 1.3 3.5 5.7 7.9
π 2 2 2 2
−1 = − + − + ....
2 1.3 3.5 5.7 7.9
1 1 1 1 1
− + − + .... = (π − 2).
1.3 3.5 5.7 7.9 4
eax −e−ax
Example 13.2.8. Find the half - range sine series for the function f (x) = eaπ −e−aπ
in (0, π).
Solution.
∞
X
f (x) = bn sin nx
n=1
where
2 π
Z
bn = f (x) sin nxdx
π 0
2 π eax − e−ax
Z
= sin nxdx
π 0 eaπ − e−aπ
2 hZ π Z π i
= e ax
sin nxdx − e−ax
sin nxdx
π(eaπ − e−aπ ) 0 0
2 h e ax π e−ax π i
= (a sin nx − n cos nx) − (−a sin nx − n cos nx)
π(eaπ − e−aπ ) a2 + n2 0 a2 + n2 0
aπ −aπ
2 h e 1 e 1 i
= (−n cos nπ) − (−n) − (−n cos nπ) − (−n)
π(eaπ − e−aπ ) a2 + n2 a2 + n2 a2 + n2 a2 + n2

2 1
= [−eaπ (−1)n + 1 + (−1)n e−aπ − 1]
π(e − e ) a + n
aπ −aπ 2 2
2
= (−1)n [e−aπ − eaπ ]
π(e − e )(n2 + a2 )
aπ −aπ
2
= [eaπ − e−aπ ]
π(e − e )(n + a )
aπ −aπ 2 2
2n(−1)n+1
= .
π(n2 + a2 )
∞
eax − e−ax 2 X n(−1)n+1
∴ aπ = sin nx.
e − e−aπ π n=1 n2 + a2
Example 13.2.9. If 
π
in 0 < x <

1,


 2
f (x) = 

π

< x < π.

−1,

 in 2
expand f (x) in a series of cosines.
Solution.
∞
a0 X
f (x) = + an cos nx
2 n=1
where
2 π
Z
a0 = f (x)dx
π 0
Z π Z π
2h 2
= 1.dx + (−1)dx
π 0 π
2
2 h π2
(x)0 − (x)ππ
i
a0 =
π 2
2 h π π i
a0 = −0 − π−
π 2 2
a0 = 0.

and
2 π
Z
an = f (x) cos nxdx
π 0
Z π Z π
2h 2
= 1. cos nxdx + (−1) cos nxdx
π 0 π
2
2 h sin nx π2 sin nx π i
= −
π n 0 n π2
2h1 nπ 1 nπ i
= sin − 0 − 0 − sin
π n 2 n 2
2 2 nπ
= . sin
π n 2
4 nπ
an = sin
nπ 2
∴ an = 0, when n is even.
Hence
∞
X 4 nπ
f (x) = sin cos nx
1,3,5,...
nπ 2
4 π 1 3π 1 5π
=Big(sin cos x + sin cos 3x + sin cos 5x + ....
π 2 3 2 5 2
4 1 1
f (x) = cos x − cos 3x + cos 5x − ...
π 3 5
Example 13.2.10. Represent the following function by Fourier sine series


π π
2, for 0 < x <



 2
f (x) = 

π

π − x, < x < π.


 in 2
Solution.
∞
X
f (x) = bn sin nx
n=1

where
Z π
2
bn = f (x) sin nxdx
π 0
Z π Z π
2h 2 π
bn = . sin nxdx + (π − x) sin nxdx
π 0 2 π
2
2 h π − cos nx π2 − cos nx − sin nx π i

= + (π − x) − (−1)
π 2 n 0 n n2 π
2
2 h −π nπ π π nπ 1 nπ i
= cos + + cos + 2 sin
π 2n 2 2n 2n 2 n 2
2h π 1 nπ i
bn = + sin
π 2n n2 2
Hence
∞
X 2h π 1 nπ i
f (x) = + 2 sin sin nx
1
π 2n n 2
∞
2 Xh π 1 nπ i
f (x) = + 2 sin
π n=1 2n n 2
Example 13.2.11. Find the Fourier cosine series of


π
cos x, in 0 < x < 2




f (x) = 

in π2 < x < π.


0,


Solution.
∞
a0 X
f (x) = + an cos nx
2 n=1

where
2 π
Z
a0 = f (x)dx
π 0
Z π Z π
2h 2
= cos x.dx + 0.dx
π 0 π
2
2h πi
= (sin x)02
π
2
= (1 − 0)
π
2
a0 = .
π
and
Z π
2
an = f (x) cos nxdx
π 0
Z π Z π
2h 2
an = cos x cos nxdx + 0. cos nxdx
π 0 π
2
Z π
1 2
= [cos(n + 1)x + cos(n − 1)x]dx
π 0
1 h sin(n + 1)x sin(n − 1)x i π2
= + n,1
π n+1 n−1 0
π π
1 h sin(n + 1) 2 sin(n − 1) 2 i
= + , n,1
π n+1 n−1
1h 1 nπ π 1 nπ πi
= cos sin − cos sin , n,1
π n+1 2 2 n−1 2 2
1 nπ h 1 1 i
= cos − , n,1
π 2 n+1 n−1
2 nπ
an = − 2 cos , n , 1.
π(n − 1) 2

If n = 1, then
Z π
1 2
a1 = 2 cos2 xdx
π 0
Z π
1 2
= (1 + cos 2x)dx
π 0
1 sin 2x π2
= x+
π 2 0
1 π
h i
= + 0 − (0 + 0)
π 2
1
a1 = .
2
Hence
∞
1 1 2X 1 nπ
f (x) = + cos x − cos cos nx
π 2 π n=1 n2 − 1 2
1 1 2h cos π 1 3π i
= + cos x − cos 2x + cos cos 3x + ....
π 2 π (2 − 1)(2 + 1) (3 − 1)(3 + 1) 2
1 1 2 h cos 2x cos 4x cos 6x i
= + cos x − − + − + ...
π 2 π 1.3 3.5 5.7
1 1 2 h cos 2x cos 4x cos 6x i
f (x) = + cos x + + + + ....
π 2 π 1.3 3.5 5.7
4 1 1
f (x) = cos x − cos 3x + cos 5x − ...
π 3 5
Example 13.2.12. Find a Fourier sine series of


π
for 0 < x <

 x,


 2
f (x) = 

π

π − x, < x < π.


 in 2
Solution.
∞
X
f (x) = bn sin nx
n=1

where
2 π
Z
bn = f (x) sin nxdx
π 0
Z π Z π
2h 2
= x sin nxdx + (π − x) sin nxdx
π 0 π
2
2 h − cos nx − sin nx π2 − cos nx − sin nx π i

= x − 1. + (π − x) − (−1)
π n n2 0 n n2 π
2
2 h −π nπ 1 nπ π nπ 1 nπ i
= cos + 2 sin −0 + 0+ cos + 2 sin
π 2n 2 n 2 2n 2 n 2
4 nπ
bn = sin
πn2 2
bn = 0, when n is even
and
4 nπ
bn = sin , when n is odd.
nπ
2 2
Hence
∞
X 4 nπ
f (x) = 2π
sin sin nx
1
n 2
4h 1 nπ 1 3π 1 5π i
= sin sin x + sin sin 3x + sin sin 5x + ...
π 12 2 32 2 52 2
4 h 1 1 i
= sin x − 2 sin 3x + 2 sin 5x − .... .
π 3 5
Example 13.2.13. Find a Fourier cosine series of


for 0 < x < π2

 x,



f (x) = 

π − x, in π2 < x < π.




Solution.
∞
a0 X
f (x) = + an cos nx
2 n=1

where
2 π
Z
a0 = f (x)dx
π 0
Z π Z π
2h 2 i
= xdx + (π − x)dx
π 0 π
2
2 π
2 h x 2 x2 π i
= + πx −
π 2 0 2 π2
2 h π2 2 π2 π2 π2 i
= + π − − −
π 8 2 2 8
2
2 2π

=
π 8
π
a0 = .
2
and
2 π
Z
an = f (x) cos nxdx
π 0
Z π Z π
2h 2
= x cos nxdx + (π − x) cos nxdx
π 0 π
2
2 h sin nx − cos nx π2 sin nx − cos nx π i

= x − 1. + (π − x) − (−1)
π n n2 0 n n2 π
2
2 h π nπ 1 nπ 1 cos nπ π nπ 1 nπ i
= sin + 2 cos − 2 + − − sin + cos
π 2n 2 n 2 n n2 2n 2 n2 2
2 h nπ i
an = 2 cos − 1 − (−1) n
πn2 2
an = 0, when n is odd
and
2 h nπ i
an = 2 cos − 2 , when n is even.
n2 π 2

Hence
∞
π X 2 h nπ i
f (x) = + 2 cos − 2 cos nx
4 n=2,4,6,.. n2 π 2
∞
π X 2
= + [2 cos nπ − 2] cos 2nx, Replacing n with 2n
4 n=1 π(4n)2
∞
π 1 X 1
f (x) = + 2
[2(−1)n − 2] cos 2nx
4 2π n=1 n
∞
π 1 X −2
f (x) = + cos 2nx
4 π n=1,3,5,.. n2
π 2h 1 1 1 i
f (x) = − 1 2 cos 2x + 2 cos 6x + 2 cos 10x + ...... .
4 π 1 3 5
Example 13.2.14. Find the Fourier sine series of f (x) = cos x in 0 < x < π.
Solution.
∞
X
f (x) = bn sin nx
n=1
where
2 π
Z
bn = f (x) sin nxdx
π 0
2 π
Z
= cos x cos nxdx
π 0
Z π
1 2
= [sin(n + 1)x + sin(n − 1)x]dx
π 0
1 h − cos(n + 1)x cos(n − 1)x iπ
= − n,1
π n+1 n−1 0

1 h (−1)n+1 (−1)n 1 1 i
= − + + + , n,1
π n+1 n−1 n+1 n−1
1h 1 1 1 1 i
= (−1)n + + + , n,1
π n+1 n−1 n+1 n−1
1h 1 1 i
= [(−1)n + 1] + + , n,1
π n+1 n−1
2n h 1 + (−1)n i
bn = , n , 1.
π n2 − 1


0, when n is odd



bn = 


2 −1) ,
 π(n4n


 when n is even.
If n = 1, then
2 π
Z
b1 = cos x sin xdx
π 0
Z π
1
= sin 2xdx
π 0
1 − cos 2x π
=
π 2 0
1h i
b1 = − cos 2π − cos 0 = 0.
2π
Hence
∞
X 4n
f (x) = sin nx
n=2,4,6,...
π(n2 − 1)
∞
4 X 2n
= sin 2nx, Replacing n by 2n
π n=1 4n2 − 1
81 2 3
= sin 2x + sin 4x + sin 6x + ....
π 3 15 35
4 2 4 6
f (x) = sin 2x + sin 4x + sin 6x + ...... .
π 1.3 3.5 5.7

13.3. Exercises 283
13.3 Exercises
1. Express f (x) = 1 as Fourier sine series in (0, π).

2. Find cosine and sine series for f (x) = π − x, in [0, π].
3. Obtain cosine and sine series for the function f (x) = x2 in [0, π] and hence find the sum of
the series 1
12
− 1
22
+ 1
32
− 1
42
+ ....
4. Express f (x) = x3 as Fourier sine series in (0, π).
5. Find the Fourier sine series of eax in (0, π).
πx
6. Obtain the half range sine series for the function f (x) = 8
(π − x) in the range 0 ≤ x ≤ π.
7. Find the half range cosine series for the function f (x) = x sin x in (0, π). Hence deduce that
1
2
+ 1
1.3
− 1
3.5
+ 1
5.7
− .... = π4 .
8. Obtain the Fourier expansion of x cos x as a sine series in the interval 0 < x < π.
9. Express f (x) = 1 + 2 cos x + 3 cos2 x + 4 cos3 x as a Fourier cosine series in (0, π).
10. Express f (x) = 2 sin 2x cos x as Fourier sine series in (0, π).
11. If 
πx
4, for 0 < x < π2




f (x) = 

 π4 (π − x), for π2 < x < π.





then show that (i) f (x) = sin x − 312 sin 3x + 512 sin 5x − 1
72
sin 7x + ....
π2

(ii) f (x) = 16 − 12 112 cos x + 312 cos 6x + ....
12. Find the Fourier sine and cosine series in 0 < x < π for the function

π
, when 0 < x < π3





 3


f (x) = 

when π3 < x < 2π


0, 3



− π , when 2π < x < π.



3 3

284 13.3. Exercises
Answers.
h i
1. 1 = π4 sin x + sin 3x
3
+ sin 5x
5
+ ..... .
π
h i
2. π − x = 2
+ 4 cos x
π 12
+ cos 3x
32
+ cos 5x
52
+ .... .
h i
π − x = 2 sin x + sin22x + sin33x + .... .
3. x2 = π3 − 4 cos
2
h i
12
x
− cos 2x
22
+ cos 3x
32
− cos 4x
42
+ ....
h i
x = π (π − 4) sin x − 2 π sin 2x + 13 π2 − 342 sin 3x − 14 π2 sin 4x + ......
2 2 2 1 2
π2

4. f (x) = 2 ∞ n 6
P
n=1 (−1) n3 − n
sin nx.
h aπ aπ aπ ) i
5. eax = π2 1+e
a2 +1
sin x + 2(1−ea2 +22
)
sin 2x + 3(1+e
a2 +32
sin 3x + ...
6. f (x) = sin x
13
+ sin 3x
33
+ sin 5x
53
+ ...
7. x sin x = 1 − cos 2x
2
− 2 cos 2x
1.3
+ 2 cos 3x
2.4
− 2 cos 4x
3.5
+ ....
h i
8. x cos x = − 12 sin x + 2 a sin 2x
1.3
− 3 sin 3x
2.4
+ 4 sin 4x
3.5
− ....
9. f (x) = 5
2
+ 5 cos x + 23 cos 2x + cos 3x + ....
10. 2 sin 2x cos x = sin x + sin 3x.
12. f (x) = sin 2x + 21 sin 4x + 41 sin 8x + 15 sin 10x + 71 sin 4x + .....
h i
f (x) = √23 cos x − 15 cos 5x + 17 cos 7x − 11 1
cos 11x + ...... .

UNIT-III
Lesson 14
OTHER FORMS OF FOURIER SERIES

Learning Objectives
• identify Fourier series in the interval [c, c + 2l] and [−l, l]
• find the Fourier series of functions in [c, c + 2l] and [−l, l].
14.1 Introduction
S
o far, we have expanded a given function in a Fourier series over the intervals (−π, π)
and (0, 2π) of length 2π. In most engineering problems, the period of the function to
be expanded is not 2π but some other quantity say 2l. In order to apply earlier discussions to
functions of period 2l, this interval must be converted to the length 2π. This involves only a
proportional change in the scale.
Let f (x) be a periodic function with period 2l defined in the interval c < x < c + 2l. We must
introduce a new variable z such that the period becomes 2π.
2l 2π l πx
Put = i.e., x = z or z = .
x z π l
πc
When x = c, z = = d (say)
l

π πc
when x = c + 2l, z = (c + 2l) = + 2π = d + 2π.
l l
Hence the function f (x) of period 2l in (c, c + 2l) is transferred to the new function
lz
f = F(z) (say)
π
of period 2π in the interval d < z < d + 2π.

Thus F(z) being of period 2π can be expanded in a Fourier series.
∞ ∞
a0 X X
F(z) = + an cos nx + bn sin nx (14.1.1)
2 n=1 n=1
where
1 d+2π
Z
a0 = F(z)dz,
π d
1 d+2π
Z
an = F(z) cos nzdz,
π d
1 d+2π
Z
and bn = F(z) sin nzdz
π d
πx
To change the variable z to x, put z = l
so that dz = πl dx.
When z = d, x = c and when z = d + 2π, x = c + 2l. Also
lz
F(z) = f = f (x)
π
Then
1 c+2l π 1 c+2l
Z Z
a0 = f (x). dx = f (x)dx,
π c l l c
1 c+2l nπx π 1 c+2l
Z Z
nπx
an = f (x) cos . dx = f (x) cos dx
π c l l l c l
1 c+2l nπx π 1 c+2l
Z Z
nπx
bn = f (x) sin . dx = f (x) sin dx
π c l l l c l

14.1. Introduction 287
Using these a0 , an , and bn in (14.1.1), the Fourier expansion for f (x) in the interval c < x <
c + 2l is given by
∞ ∞
a0 X nπx X nπx
f (x) = + an cos + bn sin
2 n=1 l n=1
l
where
1 c+2l
Z
a0 = f (x)dx,
l c
1 c+2l
Z
nπx
an = f (x) cos dx (14.1.2)
l c l
1 c+2l
Z
nπx
bn = f (x) sin dx.
l c l
Fourier series of f (x) defined in [0, 2l].

Case (i) Putting c = 0, the interval c < x < c + 2l becomes 0 < x < 2l and the formulae (14.1.2)
reduces to
1 2l
Z
a0 = f (x)dx,
l 0
1 2l
Z
nπx
an = f (x) cos dx
l 0 l
1 2l
Z
nπx
bn = f (x) sin dx.
l 0 l
Fourier series of f (x) defined in [−l, l].

Case (ii) Putting c = −l, the interval c < x < c + 2l becomes −l < x < l and the formulae
(14.1.2) reduces to
1 l
Z
a0 = f (x)dx,
l −l
1 l
Z
nπx
an = f (x) cos dx
l −l l
1 l
Z
nπx
bn = f (x) sin dx.
l −l l
Note. It can be verified directly that, when m, n are integers

288 14.2. Fourier Series for Even and Odd Functions in (−l, l)
Z c+2l nπx nπx

sin cos dx = 0
c l l






0, if m , n,
Z c+2l nπx nπx 

dx = 

sin sin l, if m = n , 0,

c l l 




0, if m = n = 0









0, if m , n,
Z c+2l nπx nπx 

dx = 

cos cos if m = n , 0,

l,
c l l 




if m = n = 0


2l,

14.2 Fourier Series for Even and Odd Functions in (−l, l)
Case.(i) Fourier Cosine Series

Let f (x) be even function in (−l, l). Then
Z l Z l
1 2
a0 = f (x)dx = f (x)dx.
l −l l 0
Since f (x) cos nπx

l
is also an even function,
Z l Z l
1 nπx 2 nπx
∴ an = f (x) cos dx = f (x) cos dx.
l −l l l 0 l
Again since f (x) sin nπx

l
is also an odd function,
Z l
1 nπx
∴ bn = f (x) sin dx = 0.
l −l l

14.2. Fourier Series for Even and Odd Functions in (−l, l) 289
Hence if f (x) is even in the interval (−l, l) then the Fourier cosine series is
∞
a0 X nπx
f (x) = + an cos
2 n=1 l
Z l
2
where a0 = f (x)dx,
l 0
2 l
Z
nπx
and an = f (x) cos dx
l 0 l
Case.(ii) Fourier Sine Series

Let f (x) be odd function in (−l, l). Then
Z l
1
a0 = f (x)dx = 0.
l −l
Since f (x) cos nπx

l
is also an odd function,
Z l
1 nπx
∴ an = f (x) cos dx = 0.
l −l l
Again since f (x) sin nπx

l
is an even function,
Z l Z l
1 nπx 2 nπx
∴ bn = f (x) sin dx = f (x) sin dx.
l −l l l 0 l
Hence if f (x) is an odd in the interval (−l, l) then the Fourier sine series is
∞
X nπx
f (x) = bn sin
n=1
l
Z l
2 nπx
where bn = f (x) sin dx
l 0 l
Remark. The even function or odd function is to be considered only if the function defined in the
interval (−l, l).
Note.
1. In the above discussion, if we put 2l = 2π, i.e., l = π, we get the discussions regarding the

intervals (0, 2π) and (−π, π) as special cases.

2. If f (x) is the sum of an odd function and an even function then the Fourier series of f (x) is
obtained by adding the Fourier series of odd and even functions.
Example 14.3.1. Express f (x) = x2 as Fourier series in [−l, l].
Solution. Since f (x) = x2 is an even function, the corresponding Fourier series is given by
∞
a0 X nπx
f (x) = + an cos . (14.3.1)
2 n=1 l
where
2 l
Z
a0 = f (x)dx
l 0
2 l 2
Z
= x dx
l 0
2 x3 l
=
l 3 0
22
a0 = l .
3
and
2 l
Z
nπx
an = f (x) cos dx
l 0 l
2 l 2
Z
nπx
= x cos dx
l 0 l
nπx − cos nπx sin nπx
2 h 2 sin l il
= x nπ − 2x n π
2 2
l
+ 2 − n π
3 3
l
l l 2 3
0
l l

nπx
2 h cos l il
= 2x n2 π2
l 2
0
l
4l2
an = 2 2 (−1)n .
nπ
Substituting the values of a0 and an in (14.3.3), we get
∞
l2 X 4l2 nπx
x =
2
+ (−1)n cos
3 n=1 n π 2 2 l
∞
l2 4l2 X (−1)n nπx
= + 2
cos
3 3 n=1 n l
l2 4l2 h 1 πx 1 2πx 1 3πx i
= + − 2 cos + 2 cos − 2 cos + ...
3 3 1 l 2 l 3 l
l 2
4l 2h
1 πx 1 2πx 1 3πx i
x2 = − cos − cos + cos − ...
3 3 12 l 22 l 32 l
Deduction. Obtain the Fourier series for f (x) = x2 in −1 < x < 1.

Solution. Taking l = 1 in the above problem, we get
1 4h 1 1 1 i
x2 = − cos πx − cos 2πx + cos 3πx − ... .
3 3 12 22 32
Example 14.3.2. Obtain Fourier series expansion for sin ax in the interval −l < x < l.
Solution. Since sin ax is an odd function in (−l, l) , therefore, the required series is of the form
∞
X nπx
sin ax = bn sin (14.3.2)
n=1
l
where
2 l
Z
nπx
bn = f (x) sin dx
l 0 l
2 l
Z
nπx
= sin ax cos dx
l 0 l

Z lh
1 nπ nπ i
= cos a − x − cos a + x dx
l 0 l l

1 hsin a − nπ
l
x sin a + nπ
l
x il
= −
l a − nπl a + nπl 0
1 h sin al cos nπ sin al cos nπ i

= −
l a − nπl a − nπl
(−1)n sin al h 1 1 i
= −
l a − nπl a + nπl
(−1)n+1 2nπ sin al
bn = .
n2 π2 − a2 l2
∞
X (−1)n+1 2nπ sin al nπx
∴ (14.3.2) ⇒ sin ax = 2π sin al sin
n=1
n2 π2 − a2 l 2 l
h 1 πx 2 2πx 3 3πx i
sin ax = 2π sin al sin − 2 sin + 2 sin − ... .
π2 2
−a l 2 l 2
2π − a l 2 l 2
3π − a l 2 l
Example 14.3.3. Find the Fourier series to represent f (x) = 1 − x2 in the interval −l ≤ x ≤ l.
Solution. Since f (x) = 1 − x2 is an even function, the corresponding Fourier series is given by
∞
a0 X nπx
f (x) = + an cos . (14.3.3)
2 n=1 l
Here l = 1
∞
a0 X
∴ 1 − x2 = + an cos nπx
2 n=1
where
2 l
Z
a0 = f (x)dx
1 0
2 l
Z
= (1 − x2 )dx
1 0
x3 1 1 4
= 2 x− =2 1− = .
3 0 3 3

and
Z 1
2
an = f (x) cos nπxdx
1 0
Z 1
= 2 (1 − x2 ) cos nπxdx
0
h sin nπx − cos nπx sin nπx i1
= 2 (1 − x2 ) − (−2x) + (−2) − 3 3
nπ n2 π2 nπ 0
4
= − 2 2 cos nπ
nπ
4
an = 2 2 (−1)n+1 .
nπ
∞
2 4 X (−1)n+1
1−x = + 2
cos nπx
3 π2 n=1 n2
2 4h1 1 1 i
= + 2 2 cos πx − 2 cos 2πx + 2 cos 3πx − ...
3 π 1 2 3
Example 14.3.4. Find the Fourier series of


π
− 2 , 0 < x < 2


 1

f (x) = 

 π2 ,

1
< x < 2.



2
Solution. Let
∞ ∞
a0 X nπx X nπx
2 n=1 l n=1
l
Here 2l = 1 ⇒ l = 12 . Thus
∞ ∞
a0 X X
f (x) = + an cos 2nπx + bn sin 2nπx (14.3.4)
2 n=1 n=1

where
Z 2l
1
a0 = f (x)dx
l 0
Z 1
= 2 f (x)dx
0
1
π π i
hZ 2
Z 1
= 2 − dx + dx
0 2 1
2
2
h π 1 π i
= 2 − (x)0 + (x)11
2
2 2 2
h π πi
= 2 − +
4 4
a0 = 0.
Z 2l
1 nπx
an = f (x) cos dx
l 0 l
Z 1
= 2 f (x) cos 2nπxdx
0
1
π π
hZ 2
Z 1 i
= 2 − cos 2nπxdx + cos 2nπxdx
0 2 1
2
2
h π sin 2nπx 21 π sin 2nπx 1 i
= 2 − +
2 2nπ 0 2 2nπ 21
h π π i
= 2 − (0 − 0) + (0 − 0)
2 2
an = 0.
Z 2l
1 nπx
bn = f (x) sin dx
l 0 l
Z 1
bn = 2 f (x) sin 2nπxdx
0

1
π π
hZ 2
Z 1 i
bn = 2 − sin 2nπxdx + sin 2nπxdx
0 2 1
2
2
h π − cos 2nπx 21 π cos 2nπx 1 i
= 2 − + − 1
2 2nπ 0 2 2nπ 2
1 1
= (cos 2nπ − 1) − (cos 2nπ − cos nπ)
2n 2n
1 h i
bn = (−1)n − 1 − 1 − (−1)n
2n





bn = 


− 2n , when n is odd.



∞
X −2 h 1 1 i
∴ (14.3.4) ⇒ f (x) = sin 2nπx = (−2) sin 2πx + sin 6πx + sin 10πx + .... .
n=1,3,5,...
n 3 5
Example 14.3.5. Develop f (x) as Fourier series in (−2, 2) if

0, −2 < x < −1








f (x) = 

k, −1 < x < 1






0, 1 < x < 1



in the interval 0 < x < 1.
Solution. The Fourier series of f (x) in (−l, l) is given by
∞ ∞
a0 X nπx X nπx
2 n=1 l n=1
l
Here l = 2. Thus
∞ ∞
a0 X nπx X nπx
f (x) = + an cos + bn sin (14.3.5)
2 n=1 2 n=1
2

where
1 2
Z
a0 = f (x)dx
2 −2
1 h −1
Z Z 1 Z 2 i
= 0.dx + k.dx + 0.dx
2 −2 −1 1
k 1
= (x)−1 = k.
2
1 l
Z
nπx
an = f (x) cos dx
l −l l
1 2
Z
2nπx
= f (x) cos dx
2 −2 2
1 1
Z
nπx
= k. cos dx
2 −1 2
Z 1
nπx
= k cos dx
0 2
sin nπx 1 2k nπ
= k nπ 2 = sin .
2
0 nπ 2





an = 


2k
sin nπ ,



 nπ 2
when n is odd.
1 l
Z
nπx
bn = f (x) sin dx
l −l l
1 2
Z
2nπx
= f (x) sin dx
2 −2 2
1 1
Z
nπx
= k. sin dx
2 −1 2
nπx
= 0, since sin is odd.
2
k 2k h πx 1 3πx 1 5πx i
∴ (14.3.5) ⇒ f (x) = + cos − cos + cos − .... .
2 π 2 3 2 5 2

π−x
Example 14.3.6. Find the Fourier series of f (x) = 2
in 0 < x < 2.
Solution. Let
∞ ∞
a0 X nπx X nπx
2 n=1 l n=1
l
Here 2l = 2 ⇒ l = 1. Thus
∞ ∞
a0 X X
f (x) = + an cos nπx + bn sin nπx (14.3.6)
2 n=1 n=1
where
Z 2l
1
a0 = f (x)dx
l 0
2
π−x
Z
= dx
0 2
1 x2 2
= πx −
2 2 0
a0 = π − 1
1 2l
Z
nπx
an = f (x) cos dx
l 0 l
Z 2
= f (x) cos nπxdx
0
π−x
Z 2
= cos nπxdx
0 2
1h sin nπx cos nπx i2
= (π − x) − (−1) − 2 2
2 nπ nπ 0
1 h cos 2nπ 1 i
= − 2 2 + 2 2
2 nπ nπ
1
= (1 − cos 2nπ)
2n2 π2
1
an = (1 − 1)
2n2 π
an = 0.

Z 2l
1 nπx
bn = f (x) sin dx
l 0 l
Z 2
= f (x) sin nπxdx
0
1 2
Z
= (π − x) sin nπxdx
2 0
1h cos nπx sin nπx i2
= (π − x) − − (−1) − 2 2
2 nπ nπ 0
1 h cos 2nπ 1 i
= − 2 2 + 2 2
2 nπ nπ
1
bn = − (π − 2 − π)
2nπ
1
bn =
nπ
∞
π−1 X 1
∴ (14.3.6) ⇒ f (x) = + sin nπx.
2 n=1
nπ
Example 14.3.7. Find the Fourier series with period 3 to represent f (x) = x + x2 in (0, 3).
Solution. Let
∞ ∞
a0 X nπx X nπx
2 n=1 l n=1
l
Here 2l = 3 ⇒ l = 32 . Thus
∞ ∞
a0 X 2nπx X 2nπx
f (x) = + an cos + bn sin (14.3.7)
2 n=1 3 n=1
3
where
1 2l
Z
a0 = f (x)dx
l 0
2 3
Z
= (x + x2 )dx
3 0
2 h x 2 x 3 i3
= + = 9.
3 2 3 0

1 2l
Z
nπx
an = f (x) cos dx
l 0 l
2 3
Z
2nπx
= (x + x2 ) cos dx
3 0 3
2h sin 2nπx − cos 2nπx − sin 2nπx i3
= (x + x ) 2nπ
2 3
− (1 + 2x) 4n2 π2
3
+ (2) 8n3 π3
3
3 3
0
9 27
2h 3 9 i
= −
3 4n2 π2 4n2 π2
9
an = .
n π2
2
1 2l
Z
nπx
bn = f (x) sin dx
l 0 l
2 3
Z
2nπx
= (x + x2 ) sin dx
3 0 3
2h − cos 2nπx − sin 2nπx cos 2nπx i3
= (x + x )
2
2nπ
3
− (1 + 2x) 4n π
2 2
3
+ (2) 8n π
3 3
3
3 3
0
9 27
12
bn = − .
nπ
∞ ∞
9 9 X 1 2nπx 12 X 1 2nπx
∴ (14.3.13) ⇒ f (x) = + 2 cos − sin .
2 π n=1 n2 3 π n=1 n 3
Example 14.3.8. Expand f (x) = e−x as a Fourier series in the interval (−1, 1).
Solution. Let
∞ ∞
a0 X nπx X nπx
2 n=1 l n=1
l
Here l = 1. Thus
∞ ∞
a0 X X
2 n=1 n=1

where
1 l
Z
a0 = f (x)dx
l −l
Z 1
= e−x dx
−1
= −(e−x )1−1
e1 − e−1
= 2
2
a0 = 2 sinh 1.
1 l
Z
nπx
an = f (x) cos dx
l −l l
Z 1
= f (x) cos nπxdx
−1
Z 1
= e−x cos nπxdx
−1
h e−x i1
= (− cos nπx + nπ sin nπx)
1 + n2 π2 −1
1 h i
an = 2 e−1
(− cos nπ + nπ sin nπ) − e(− cos nπ + nπ sin nπ)
n + π2
1 h i
an = − e−1
(−1) n
+ e(−1)n
n2 + π2
(−1)n
= (e − e−1 )
1 + n2 π2
(−1)n 2 sinh 1
an = .
1 + n2 π2

1 l
Z
nπx
bn = f (x) cos dx
l −l l
Z 1
= e−x sin nπxdx
−1
Z 1
= e−x cos nπxdx
−1
h e−x i1
= (− sin nπx − nπ cos nπx)
1 + n2 π2 −1
1 h −1 i
= e (− sin nπ − nπ cos nπ) − e(sin nπ − nπ cos nπ)
n2 + π2
1 h i
= − nπe−1
(−1)n
+ e(−1) n
nπ
n2 + π2
nπ(−1)n
= (e − e−1 )
1+n π 2 2
2nπ(−1)n sinh 1
bn = .
1 + n2 π2
∞ ∞
X (−1)n 2 sinh 1 X 2nπ(−1)n sinh 1
∴ (14.3.8) ⇒ f (x) = sinh 1 + cos nπx + sin nπx.
n=1
1 + n2 π2 n=1
1 + n2 π2
Example 14.3.9. Express f (x) = x2 − 2 as Fourier series in [−2, 2].
Solution. Since f (x) = x2 − 2 is an even function, the corresponding Fourier series is given by
∞
a0 X nπx
f (x) = + an cos . (14.3.9)
2 n=1 l
Here l = 2.
∞
a0 X nπx
∴ f (x) = + an cos .
2 n=1 2
where
Z l
2
a0 = f (x)dx
l 0

2 2 2
Z
a0 = (x − 2)dx
2 0
x3 l
= − 2x
3 0
4
a0 = − .
3
and
2 l
Z
nπx
an = f (x) cos dx
l 0 l
2 2 2
Z
nπx
= x cos dx
2 0 2
h sin nπx − cos nπx sin nπx i2
= (x2 − 2) nπ 2 − 2x n π
2 2
2
+ 2 − n π
3 3
2
0
2 4 8
h 16 i
= 0 + 2 2 cos nπ + 0 − (0 + 0 − 0)
nπ
16
an = 2 2 (−1)n .
nπ
∞
2 16 X (−1)n nπx
x2 − 2 = − + 2 cos
3 π n=1 n2 2
2 16 h 1 πx 1 2πx 1 3πx i
= − + 2 − 2 cos + 2 cos − 2 cos + ...
3 π 1 2 2 2 3 2
2 16 h1 πx 1 2πx 1 3πx i
x2 = − − 2 2 cos − 2 cos + 2 cos − ...
3 π 1 2 2 2 3 2
Example 14.3.10. Express f (x) = 3x2 − 2 as Fourier series in the interval (−3, 3).
Solution. Since f (x) = 3x2 − 2 is an even function, the corresponding Fourier series is given by
∞
a0 X nπx
f (x) = + an cos . (14.3.10)
2 n=1 l

Here l = 3.
∞
a0 X nπx
∴ f (x) = + an cos .
2 n=1 3
where
2 l
Z
a0 = f (x)dx
l 0
2 3 2
Z
= (3x − 2)dx
3 0
2 3x3 3
= − 2x
3 3 0
a0 = 14.
and
2 l
Z
nπx
an = f (x) cos dx
l 0 l
2 3 2
Z
nπx
= x cos dx
3 0 3
2h 2 sin nπx − cos nπx sin nπx i2
= (3x − 2) nπ 3
− 6x n π
2 2
3
+ 6 − n π
3 3
3
3 3
0
9 27
108
an = 2 2 (−1)n .
nπ
∞
108 X (−1)n nπx
3x2 − 2 = 7 + cos
π2 n=1 n2 3
108 h 1 πx 1 2πx 1 3πx i
= 7 + 2 − 2 cos + 2 cos − 2 cos + ...
π 1 3 2 3 3 3
108 h1 πx 1 2πx 1 3πx i
x2 = 7 − 2 2 cos − 2 cos + 2 cos − ...
π 1 3 2 3 3 3
Example 14.3.11. If f (x) = |x|, expand f (x) as a Fourier series in the interval (−2, 2).

Solution. Since f (x) = |x| is an even function, the corresponding Fourier series is given by
∞
a0 X nπx
f (x) = + an cos . (14.3.11)
2 n=1 l
Here l = 2.
∞
a0 X nπx
∴ f (x) = + an cos .
2 n=1 2
where
2 l
Z
a0 = f (x)dx
l 0
2 2
Z
= |x|dx
2 0
Z 2
= xdx
0
x2 2
=
2 0
a0 = 2.
and
2 l
Z
nπx
an = f (x) cos dx
l 0 l
2 2
Z
nπx
= |x| cos dx
2 0 2
Z 2
nπx
= x cos dx
0 2
h sin nπx − cos nπx i2
= x nπ 2
−1 n2 π2
2
0
2 4
cos nπ 1
= 0 + n2 π2 − 0 + n2 π2
4 4
4
= 2 2 [(−1)n − 1].
nπ






an = 


− n28π2


 when n is odd
∞
8 1 X nπx
|x| = 1 − cos
π2
n=1,3,5,...
n2 2
8h1 πx 1 3πx 1 5πx i
|x| = 1 − 2 2 cos + 2 cos + 2 cos + ..... .
π 1 2 3 2 5 2
Example 14.3.12. Express f (x) = 1 + sin x as a Fourier series in the interval (−1, 1).
Solution. Here l = 1 The required series is of the form
∞ ∞
a0 X X
2 n=1 n=1
where
Z l
a0 = f (x)dx
−l
Z 1
= (1 + sin x)dx
−1
Z 1 Z 1
= dx + sin xdx
−1 −1
= (x)1−1 +0
a0 = 2.
1 l
Z
nπx
an = f (x) cos dx
l −l l
Z 1
= (1 + sin x) cos nπxdx
−1

Z 1 Z 1
= cos nπxdx + sin x cos nπxdx
−1 −1
Z 1
= 2 cos nπxdx
0
sin nπx 1
= 2
nπ 0
2
= (sin nπ − 0)
nπ
an = 0.
1 l
Z
nπx
bn = f (x) sin dx
l −l l
Z 1
= (1 + sin x) sin nπxdx
−1
Z 1 Z 1
= sin nπxdx + sin x sin nπxdx
−1 −1
Z 1
bn = 0 + 2 sin x sin nπxdx
0
Z 1
bn = [cos(nπ − 1)x − cos(nπ + 1)x]dx
0
h sin(nπ − 1)x sin(nπ + 1)x i1
= −
nπ − 1 nπ + 1 0
sin(nπ − 1) sin(nπ + 1)
= −
nπ − 1 nπ + 1
1 1
= [sin nπ. cos 1 − cos nπ. sin 1] − [sin nπ. cos 1 + cos nπ. sin 1]
nπ − 1 nπ + 1
1 1
= (0 − (−1)n sin 1) − ((−1)n sin 1)
nπ − 1 nπ + 1
1 1
= −(−1)n sin 1 +
nπ − 1 nπ + 1
2nπ sin 1
bn = (−1)n+1 .
n2 π2 − 1
∞
X (−1)n+1
∴ (14.3.12) ⇒ 1 + sin x = 1 + 2π sin 1 sin nπx.
n=1
n2 π2 − 1

Example 14.3.13. Find the Fourier series with period 3 to represent f (x) = 2x− x2 in 0 < x < 3.
Solution. Let
∞ ∞
a0 X nπx X nπx
2 n=1 l n=1
l
Here 2l = 3 ⇒ l = 32 . Thus
∞ ∞
a0 X 2nπx X 2nπx
f (x) = + an cos + bn sin (14.3.13)
2 n=1 3 n=1
3
where
1 2l
Z
a0 = f (x)dx
l 0
2 3
Z
= (2x − x2 )dx
3 0
2 h 2x2 x3 i3
= −
3 2 3 0
2
a0 = (9 − 9)
3
a0 = 0.
1 2l
Z
nπx
an = f (x) cos dx
l 0 l
2 3
Z
2nπx
= (2x − x2 ) cos dx
3 0 3
2 h −36 18 i
= −
3 4n2 π2 4n2 π2
9
an = − 2 2.
nπ

1 2l
Z
nπx
bn = f (x) sin dx
l 0 l
2 3
Z
2nπx
= (2x − x2 ) sin dx
3 0 3
2h − cos 2nπx − sin 2nπx cos 2nπx i3
= 2
(2x − x ) 2nπ
3
− (2 − 2x) 4n2 π2
3
+ (−2) 3
8n3 π3
3 3
0
9 27
3
= − .
nπ
∞ ∞
9 X 1 2nπx 3 X 1 2nπx
∴ (14.3.13) ⇒ f (x) = − cos + sin .
π n=1 n
2 2 3 π n=1 n 3
Example 14.3.14. Find the Fourier series for f (x) = 2lx − x2 in 0 < x < 2l and hence deduce
π2
that 1 − 1
22
+ 1
32
− 1
42
+ .... = 2
.
Solution. The Fourier series for f (x) = 2lx − x2 in the interval (0, 2l) is given by
∞ ∞
a0 X nπx X nπx
2 n=1 l n=1
l
where
1 2l
Z
a0 = f (x)dx
l 0
1 2l
Z
= (2lx − x2 )dx
l 0
1 h 2lx2 x3 i2l
= −
l 2 3 0
1 3 8 3
a0 = 4l − l
l 3
a0 = 4l2 .

1 2l
Z
nπx
an = f (x) cos dx
l 0 l
1 2l
Z
nπx
= (2lx − x2 ) cos dx
l 0 l
1h sin nπx − cos nπx − sin nπx i2l
= (2lx − x2 ) nπ l − (2l − 2x) n π
2 2
l
+ (−2) n π
3 3
l
l l
0
l2 l3
1 h −2l3 2l3 i
= −
l n2 π2 n2 π2
4l2
an = − 2 2.
nπ
1 2l
Z
nπx
bn = f (x) sin dx
l 0 l
1 2l
Z
nπx
= (2lx − x2 ) sin dx
l 0 2
1h − cos nπx − sin nπx cos nπx i2l
= (2lx − x2 ) nπ
l
− (2l − 2x) n π
2 2
l
+ (−2) n π
3 3
l
l l
0
l2 l3
1 h 2l3 2l3 i
= 0+0− 3 3 − 0+0− 3 3
l nπ nπ
= 0.
∞
4l2 X 1 nπx
∴ f (x) = 2l − 2
2
cos .
π n=1 n 2 l
Deduction. Putting x = 0 in the above series, we obtain
∞
4l2 X 1
0 = 2l2 −
π2 n=1 n2
∞
X 1 π2
= .
n=1
n2 2

Example 14.3.15. Find the Fourier series of the function


when − l < x < 0

−a,



f (x) = 


when 0 < x < l

a,


Solution. Since f (x) is an odd function,
∞
X nπx
f (x) = bn sin ,
n=1
l
where
2 l
Z
nπx
bn = f (x) sin dx
l 0 l
2 l
Z
nπx
= a sin dx
l 0 l
nπx
2a cos l l
= − nπ
l l
0
2a
= − (cos nπ − cos 0)
nπ
2a
= [1 − (−1)n ].
nπ





bn = 


4a
, when n is odd



 nπ
.
∞
4a X 1 nπx 4a πx 1 3πx 1 5πx
∴ f (x) = sin = sin + sin + sin + ..... .
π n=1,3,5,.. n l π l 3 l 5 l
Example 14.3.16. Obtain the Fourier series expansion of


0<x<1

1,



f (x) = 


1<x<3

2,


and f (x) = 3
2
when x = 0, 1, 3 and f (x + 3) = f (x) for all x.

Solution. Let
∞ ∞
a0 X nπx X nπx
2 n=1 l n=1
l
Here 2l = 3 ⇒ l = 32 . Thus
∞ ∞
a0 X 2nπx X 2nπx
f (x) = + an cos + bn sin (14.3.14)
2 n=1 3 n=1
3
where
1 2l
Z
a0 = f (x)dx
l 0
2 3
Z
= f (x)dx
3 0
2h 1
Z Z 3 i
= 1.dx + 2.dx
3 0 1
2h 1 i
= (x)0 + 2(x)31
3
2
= (1 + 4)
3
10
a0 = .
3
1 2l
Z
nπx
an = f (x) cos dx
l 0 l
2h 1
Z Z 3
2nπx 2nπx
= 1. cos dx + 2. cos dx
3 0 3 1 3
2nπx sin 2nπx
2 h sin 3 1 3 i
= 2nπ
+ 2 2nπ
3
3 3
0
3
1
1 2nπ 2 2nπ
= sin + 0 − sin
nπ 3 nπ 3
1 2nπ
an = − sin .
nπ 3

1 2l
Z
nπx
bn = f (x) sin dx
l 0 l
2h 1
Z Z 3
2nπx 2nπx
= 1. sin dx + 2. sin dx
3 0 3 1 3
2nπx − cos 2nπx
2 h − cos 3 1 3 i
= 2nπ
+ 2 2nπ
3
3 3
0
3
1
2h 3 2nπ 3 2nπ i
= − cos −1 − cos 2nπ − cos
nπ 2nπ 3 nπ 3
1 2nπ 1 2 2 2nπ
= − cos + − + cos
nπ 3 nπ nπ nπ 3
1 2nπ 2 2nπ
bn = sin + 0 − sin
nπ 3 nπ 3
1 2nπ
bn = cos −1 .
nπ 3
∞ ∞
5 X −1 2nπ 2nπx X 1 2nπ 2nπx
∴ (14.3.14) ⇒ f (x) = + sin cos + cos − 1 sin
3 n=1 nπ 3 3 n=1
nπ 3 3
∞
5 1 X 1 h 2nπ 2nπx 2nπ 2nπx 2nπx i
= − sin cos + cos sin + sin
3 π n=1 n 3 3 3 3 3
∞
5 1 X 1h 2nπx 2nπ 2nπx i
= − sin − + sin
3 π n=1 n 3 3 3
∞ 2nπ(1 − x)
5 1 X 1h 2nπx i
= − sin + sin .
3 π n=1 n 3 3
Example 14.3.17. Find the Fourier series expansion for f (x), if



2, if − 2 ≤ x ≤ 0



f (x) = 


 x if 0 < x < 2




Solution. Here l = 2.
∞ ∞
a0 X nπx X nπx
∴ f (x) = + an cos + bn sin .
2 n=1 2 n=1
2
where
1 2
Z
a0 = f (x)dx
2 −2
1h 0
Z Z 2 i
= 2dx + xdx
2 −2 0
1h x2 2 i
= 2(x)0−2 +
2 2 0
1
= (4 + 2)
2
a0 = 3.
and
Z 2
1 nπx
an = f (x) cos dx
2 −2 2
1h 0
Z Z 2
nπx nπx i
an = 2. cos dx + x. cos
2 −2 2 0 2
nπx nπx cos nπx i2 i
1 h sin 2 0 h sin
= 2 nπ + x nπ 2 − 1. n2 π22
2 2
−2
2
0
4
1h 4 4 i
= cos nπ −
2 n2 π2 n62π2
2
an = 2 2 [(−1)n − 1].
nπ





an = 


− n24π2


 when n is odd

1 2
Z
nπx
bn = f (x) sin dx
2 −2 2
1h 0
Z Z 2
nπx nπx i
= 2. sin dx + x. sin
2 −2 2 0 2
nπx nπx − sin nπx
1 h − cos 2 0 h cos 2 i2 i
= 2 nπ + x − nπ − 1. n π
2 2
2
2 2
−2
2
0
4
1 h −4 4 i 1h 4 4 i
= + cos nπ + − cos nπ + 2 2 sin nπ
2 nπ nπ 2 nπ nπ
1 4
= −
2 nπ
2
bn = − .
nπ
∞ ∞
3 4 X 1 nπx 2 X 1 nπx
f (x) = − cos − sin .
2 π2 n=1,3,5,...
n 2 2 π n=1
n 2
Example 14.3.18. Find the Fourier series of the function f (x), if


 2 + x,
 1
if − 1 ≤ x ≤ 0



f (x) = 


 12 − x


 if 0 ≤ x ≤ 1
Solution. Since f (−x) = 1

2
− x in (−1, 0) = f (x) in (0, 1).
and f (−x) = 1
2
+ x in (0, 1) = f (x) in (−1, 0).
∴ f (x) is an even function. Here l = 1 The required series is of the form
∞ ∞
a0 X nπx a0 X
f (x) = + an cos = + an cos nπx
2 n=1 l 2 n=1
where
Z l
2
a0 = f (x)dx
l 0
Z 1
= 2 f (x)dx
0

Z 1
1
= 2 − x dx
0 2
x x2 1
= 2 −
2 2 0
a0 = 0.
Z l
2 nπx
an = f (x) cos dx
l 0 l
Z 1
= 2 f (x) cos nπxdx
0
Z 1
1
= 2 − x cos nπxdx
0 2
h 1 sin nπx cos nπx i1
= 2 −x − (−1) − 2 2
2 nπ nπ 0
h cos nπ 1 i
= 2 0− 2 2 − 0− 2 2
nπ nπ
2
= (1 − cos nπ)
n2 π2
2
an = [1 − (−1)n ]
n π2
2


0, if n is even



an = 


 n24π2 ,


 if n is odd
∞ ∞
4 X 1 4 X 1
∴ f (x) = cos nπx = cos(2n − 1)πx.
π2 n=1,3,5,.. n2 π2 n=1 (2n − 1)2
Example 14.3.19. Find a Fourier series for the function f (x), if

if − l < x < 0





−1,


f (x) = 

if x = 0


0



if 0 < x < 1


1,

π
Hence deduce that 4
= 1 − 13 + 51 − 17 + 19 − ....

Solution. The Fourier series of f (x) in the interval (−l, l) is given by
∞ ∞
a0 X nπx X nπx
2 n=1 l n=1
l
where
1 l
Z
a0 = f (x)dx
l −l
1h 0
Z Z 1 i
= (−1) f (x)dx + 1.dx
l −l 0
1h i
= (−x)0−l + (x)l0
l
1
= [0 + l + l − 0]
l
a0 = 0.
1 l
Z
nπx
an = f (x) cos dx
l −l l
1h 0
Z Z l
nπx nπx i
= (−1) cos dx + (1) cos dx
l −l l 0 l
nπx nπx
1 h sin l 0 sin l l i
= − nπ + nπ
l l
−l
l
0
1 1
= − (0 − 0) + (0 − 0)
nπ nπ
an = 0.
1 l
Z
nπx
bn = f (x) sin dx
l −l l
1h 0
Z Z l
nπx nπx i
= (−1) sin dx + (1) sin dx
l −l l 0 l

14.4. Exercises 317
nπx nπx
1 h cos l 0 − cos l l i
= nπ + nπ
l l
−l
l
0
1 1
= − (1 − cos nπ) + (cos nπ − 1)
nπ nπ
2
bn = [1 − (−1)n ].
nπ


0, if n is even



bn = 


4
,



 nπ if n is odd
∞
4 X 1 nπx
∴ f (x) = sin .
π n=1,3,5,.. n l
Deduction. Putting x = l
2
∞
4 X 1 l nπ
f =
sin
2 π n=1,3,5,... n 2
4 π 1 3π 1 5π
1 = sin + sin + sin + ...
π 2 3 2 5 2
4 1 1 1
1 = 1 − + − + ....
π 3 5 7
1 1 1 π
∴ 1 − + − + .... = .
3 5 7 4
14.4 Exercises
1. Find the Fourier series expansion for the function f (x) = x − x2 in (−1, 1).
2. Find the Fourier series of the following function:

−2 < x < 0

0,



f (x) = 


0<x<2

1,


3. Obtain the Fourier series for the function f (x) given by

318 14.4. Exercises
(i) 
0<x<l

0,



f (x) = 


l < x < 2l

a,


(ii) 
−5 < x < 0

0,



f (x) = 


0<x<5

3,


4. Obtain the Fourier series for the function


πx, 0 ≤ x <≤ 1




f (x) = 


π(2 − x), 1 ≤ x ≤ 2



5. Find Fourier series expansion for f (x) = x2 in −1 < x < 1.

6. Expand f (x) = e−x as a Fourier series in the interval (−l, l).
7. Find Fourier series to represent eax in (−l, l).
8. Find the Fourier series of the function
(i)

0, −2 < x < −1








f (x) = 

k, −1 < x < 1






0, 1 < x < 2



(ii) 
−2 ≤ x <≤ −1





0,



1 + x, −1 ≤ x ≤ 0




f (x) = 







1 − x, 0 ≤ x ≤ 1




0, 1≤x≤2



14.4. Exercises 319
Answers.
1. x − x2 = − 31 + π42 cos πx

12 − cos 2πx
22 + cos 3πx
32 − .... + 2
π
sin πx − 1
2
sin 2πx + 1
3
sin 3πx − .....
πx

2. f (x) = 2 + π sin 2 + 3 sin 2 + 5 sin 2 + ..... .
1 2 1 3πx 1 5πx
πx
3. (i) f (x) = a2 − 2a
P∞ 1
π n=1 2n−1 sin(2n − 1) l
(ii) f (x) = 23 + π6 ∞ 1 nπx

P
1,3,5,.. n sin 5
4. f (x) = π2 − π4 cos12πx + cos33πx

2 + cos 5πx 52 + .... .
πx

5. x2 = 3 + 18 π
− 72
π 3 sin 3
− 18
2π
sin 2πx
3
+ 18
π
− 72
π3 sin 3πx
3
+ .... .
h n i
6. e−x = sinh 1 1l + ∞ n=1 n2 π2 +l2 2l cos l + 2nπ sin l .
(−1) nπx nπx
P
8. (i) f (x) = 2k + 2kπ ∞ n=1 n sin 2 cos 2 .

P 1 nπ nπx

(ii) f (x) = 14 + π42 ∞ 1 nπ
cos nπx .
P
n=1 n2 1 − cos 2 2

320
UNIT-III
Lesson 15
FOURIER COSINE AND SINE SERIES

Learning Objectives
• idnetify half range series in the interval [0, l]
• find the half range Fourier sine series of functions in [0, l]
• find the half range Fourier cosine series of functions in [0, l].
15.1 Introduction
S
o far we have considered the Fourier series expansion of a function defined in an interval
(c, c + 2l) of length 2l. In various engineering problems it is required to obtain a Fourier
series expansion of a function defined in half of the above interval say (0, l) of length l. Such
expansions are known as half - range expansion or half - range Fourier Series. As it is
immaterial whatever the function may be outside the range 0 < x < l, we extend the function to
cover the range −l < x < l so that the new function may be even or odd. The Fourier expansion of
such a function consists of cosine or sine terms only.The expansion containing only cosine terms
is known as half - range Fourier cosine series and the expansion containing only sine terms is
known as half - range Fourier sine series.
Cosine Series. If it is required to expand f (x) in the interval (0, l) then we extend the function

reflecting in the y - axis, so that f (−x) = f (x). We can define a new function g(x) such that
g(x) = f (x) f or 0<x<l
and g(x) = f (−x) f or −l< x<0
Clearly g(x) is an even function in (−l, l) and it is identical with f (x) in (0, l). We can now
construct the Fourier series for this even function g(x) in (−l, l). We know that the expansion will
be of the form
∞
a0 X nπx
g(x) = + an cos
2 n=1 l
where
2 l
Z
a0 = g(x)dx
l 0
2 l
Z
nπx
an = g(x) cos dx.
l 0 l
But g(x) is identical with f (x) in (0, l). ∴ in the interval (0, l), the Fourier cosine series is
∞
a0 X nπx
f (x) = + an cos
2 n=1 l
where
2 l
Z
a0 = f (x)dx
l 0
2 l
Z
nπx
an = f (x) cos dx.
l 0 l
Sine Series. If it is required to expand f (x) in the interval (0, l) then we extend the function
reflecting it in the origin, so that f (−x) = f (x). We can define a new function g(x) such that
g(x) = f (x) f or 0<x<l

and g(x) = − f (−x) f or −l< x<0
Clearly g(x) is an odd function in (−l, l) and it is identical with f (x) in (0, l). We can now
construct the Fourier series for this odd function g(x) in (−l, l). We know that the expansion will
be of the form
∞
X nπx
g(x) = an sin
n=1
l
where
Z l
2 nπx
bn = g(x) sin dx.
l 0 l
But g(x) is identical with f (x) in (0, l).
∞
X nπx
f (x) = an sin
n=1
l
where
Z l
2 nπx
bn = f (x) sin dx.
l 0 l
Example 15.2.1. Find the half - range sine series of f (x) = 1 in [0, l].
Solution. The Fourier sine series of f (x) in [0, l] is given by
∞
X nπx
f (x) = bn sin
n=1
l

where
2 l
Z
nπx
bn = f (x) sin dx
l 0 l
2 l
Z
nπx
= 1. sin dx
l 0 l
nπx
2 cos l l
= − nπ
l l
0
2 l
= . − cos nπ + 1
l nπ
2
= [(−1)n+1 + 1]
nπ





∴ bn = 


4
, when n is odd



 nπ
Hence the required Fourier series is
∞
X 4 nπx
f (x) = sin
n=1,3,5,..
nπ l
4 πx 1 3πx 1 5πx
1 = sin + sin + sin + ... .
π l 3 l 5 l
Example 15.2.2. Obtain the half - range cosine and sine series for f (x) = x in [0, l].
Solution. The Fourier cosine series of f (x) in [0, l] is given by
∞
a0 X nπx
f (x) = + an cos
2 n=1 l
where
l l
2 x 2 l
Z Z
2 2
a0 = f (x)dx = xdx = = l.
l 0 l 0 l 2 0

and
2 l
Z
nπx
an = f (x) cos dx
l 0 l
2 l
Z
nπx
= x cos dx
l 0 l
nπx cos nπx
2 h sin l il
= x nπ − 1 n2 π2 l
l l
0
l2
2 h l2 l2 i
= 0 + 2 2 (−1)n − 0 + 2 2
l nπ nπ
2l
an = [(−1)n − 1]
n2 π2





∴ an = 


− n24lπ2 ,


 when n is odd
Hence the required Fourier series is
∞
l 4l X 1 nπx
f (x) = − 2 cos
2 π n=1,3,5,.. n 2 l
l 4l πx 1 3πx 1 5πx
x = − 2 cos + 2 cos + 2 cos + ... .
2 π l 3 l 5 l
Note. Expand f (x) = x as a half - range cosine series in 0 < x < 2. Putting l = 2 in the above
series, we get
8 πx 1 3πx 1 5πx
x=1− cos + cos + cos + ... .
π2 2 32 2 52 2
Sine Series.
∞
X nπx
f (x) = bn sin
n=1
l

where
2 l
Z
nπx
bn = f (x) sin dx
l 0 l
2 l
Z
nπx
= x sin dx
l 0 l
nπx − sin nπx
2 h − cos l il
= x nπ − 1 n2 π2
l
l l
0
l2
2 h l2 i
= − (−1)n + 0 − (0 + 0)
l nπ
2l
bn = −
nπ(−1)n
2l
bn = (−1)n+1 .
nπ
∞
2l X (−1)n+1 nπx
f (x) = sin
nπ n=1 n l
2l πx 1 2πx 1 3πx
x = sin − sin + cos − ... .
π l 2 l 3 l
Note. Express f (x) = x as a half - range sine series in 0 < x < 2.

Putting l = 2 in the above sine series, we get
4 πx 1 2πx 1 3πx
x= sin − sin + cos − ... .
π 2 2 2 3 2
Example 15.2.3. Find the half range sine series expansion of f (x) = x2 in [0, 4].
Solution. The half - range sine series is given by
∞
X nπx
f (x) = bn sin
n=1
l
where Here l = 4.
∞
X nπx
∴ f (x) = bn sin
n=1
4

where
2 l
Z
nπx
bn = f (x) sin dx
l 0 l
2 4 2
Z
nπx
= x sin dx
4 0 4
nπx − sin nπx cos nπx
1 h 2 − cos 4 i4
= x nπ − 2x n2 π2
4
+ 2 n3 π3
4
2 4
0
16 64
1h 4 32 2.64 128 i
= − (16) cos nπ + 2 2 (4) sin nπ + cos nπ −
2 nπ nπ n63π3 n3 π3
n+1 n
1 (−1) 64 (−1) 128 128
h i
= + − 3 3
2 nπ n3 π3 nπ
h 2 n+1 i
(−1)
bn = 32 3 3 [(−1)n − 1] +
nπ nπ

− nπ ,
 32
when n is even



∴ bn = 


4
+ 1
,

32 −


n3 π2 nπ
when n is odd
∞ ∞
32 X 1 nπx X 4 1 nπx
x2 = − sin + 32 − 3 3+ sin .
π n=2,4,6,.. n 4 n=1.3.5,..
n π nπ 4
Example 15.2.4. Find the half - range cosine series expansion of f (x) = x − x2 in 0 < x < l.
Solution. The required Fourier series is
∞
a0 X nπx
f (x) = + an cos
2 n=1 l
Here l = 1.
∞
a0 X
∴ f (x) = + an cos nπx.
2 n=1

where
2 1
Z
a0 = f (x)dx
1 0
2 1
Z
= (x − x2 )dx
1 0
2 x2 x3 1
= −
1 2 3 0
1 1
= 2 −
2 3
1
a0 = .
3
and
2 l
Z
nπx
an = f (x) cos dx
l 0 l
2 1
Z
= (x − x2 ) cos nπxdx
1 0
h sin nπx − cos nπx − sin nπx i1
= 2 (x − x2 ) − (1 − 2x) − 2
nπ n2 π2 n3 π3 0
h 1 1 i
= 2 − 2 2 cos nπ − 2 2
nπ nπ
2
= − 2 2 (1 + cos nπ)
nπ
2
an = − 2 2 [1 + (−1)n ]
nπ


0, when n is odd



∴ an = 


− n24π2 ,


 when n is even
∞
1 4 X 1
x − x2 = − 2 cos nπx,
6 π n=2,4,6,.. n2
Example 15.2.5. Find half - range Fourier sine series for f (x) = ax + b, in 0 < x < l.

Solution. The half- range sine series is given by
∞
X nπx
f (x) = bn sin .
n=1
l
Here l = 1
∞
X
∴ f (x) = bn sin πx
n=1
where
2 l
Z
nπx
bn = f (x) sin dx
l 0 l
2 1
Z
= (ax + b) sin nπxdx
1 0
h − cos nπx − sin nπx i1
= 2 (ax + b) −a
nπ n2 π2 0
h 1 a bi
= 2 − (a + b) cos nπ + 2 2 sin nπ +
nπ nπ nπ
2
= [(−1)n+1 (a + b) + b]
nπ

− nπ ,
 2a
when n is even



∴ bn = 


2
(a + 2b),



 nπ when n is odd
2 2a 2 2a
ax + b = (a + 2b) sin πx − sin 2πx + (a + 2b) sin 3πx − sin 4πx + .....
π 2π 3π 4π
Example 15.2.6. Find the half - range cosine series for f (x) = x(2 − x) in 0 ≤ x ≤ 2 and hence
find sum of the series 1
12
− 1
22
+ 1
32
− 1
42
+ ...
∞
a0 X nπx
f (x) = + an cos
2 n=1 l

Here l = 2.
∞
a0 X nπx
∴ f (x) = + an cos .
2 n=1 2
where
2 1
Z
a0 = f (x)dx
1 0
2 2
Z
a0 = (2x − x2 )dx
2 0
2x2 x3 2
a0 = −
2 3 0
4
a0 = .
3
and
2 l
Z
nπx
an = f (x) cos dx
l 0 l
2 2
Z
nπx
= (2x − x2 ) cos dx
2 0 2
h sin nπx − cos nπx − sin nπx i2
= (2x − x ) nπ
2 2
− (2 − 2x) n2 π2
2
− 2 n3 π3
2
0
2 4 8
h 1 1 i
= 2 − 2 2 cos nπ − 2 2
nπ nπ
8
= − 2 2 (1 + cos nπ)
nπ
8
an = − 2 2 [1 + (−1)n ]
nπ


0, when n is odd



∴ an = 


2 π2 ,
− n16


 when n is even

∞
2 16 X 1 nπx
2x − x2 = − 2 cos
3 π n=2,4,6,.. n2 2
2 16 1 1 1
= − 2 2 cos πx + 2 cos 2πx + 2 cos 3πx + ......
3 π 2 4 6
2 16 1 1 1
= − 2 . 2 cos πx + 2 cos 2πx + 2 cos 3πx + ......
3 π 2 2 3
2 4 1 1
2x − x2 = − 2 cos πx + 2 cos 2πx + 2 cos 3πx + ...... .
3 π 2 3

Deduction. Put x = 1 in the above series, we get
2 4 1 1
2−1 = − 2 cos π + 2 cos 2π + 2 cos 3π + ......
3 π 2 3
2 4 1 1
1− = − 2 − 1 + 2 − 2 + ......
3 π 2 3
1 4 1 1
= 2 1 − 2 + 2 − ......
3 π 2 3
1 1 1 π2
1− + − + ...... = .
22 32 52 12
πx

Example 15.2.7. Find the half - range cosine series expansion of f (x) = sin l
in the interval
0 < x < l.
∞
a0 X nπx
f (x) = + an cos
2 n=1 l
where
2 1
Z
a0 = f (x)dx
1 0
2 l
Z πx
= sin dx
l 0 l

πx
2 h cos l il
= − π
l l
0
2
a0 = − (cos π − 1)
π
4
a0 = .
π
and
2 l
Z
nπx
an = f (x) cos dx
l 0 l
2 2 πx
Z
nπx
= sin cos dx
l 0 l 2
1 lh πx πx
Z
= sin(n + 1) − sin(n − 1) Big]dx
l 0 l l
πx πx i
1 h cos(n + 1) cos(n − 1) l l
= − π
l
+ π
l (n + 1) l (n − 1) l 0
1 h cos(n + 1)π cos(n − 1)π i 1 1 i
= − + − − +
π n+1 n−1 n+1 n−1
1 h (−1)n+1 (−1)n−1 1 1 i
an = − + + − , n,1
π n+1 n−1 n+1 n−1


0, when n is odd, n , 1



∴ an = 


4
,

− π(n+1)(n−1)

 when n is even, n , 1
If n = 1,
1 l πx πx
Z
a1 = 2 sin cos dx
l 0 l l
Z l
1 2πx
= sin dx
l 0 l
1 l h 2πx il
= . − cos
l 2π l 0
1
= − (cos 2π − cos 0)
2π
a1 = 0.

∞
πx 2 4 X 1 nπx
sin = − cos
l π π n=2,4,6,.. (n + 1)(n − 1) l
Example 15.2.8. Find the half range sine series of e x in the interval 0 < x < 1.
Solution. Here l = 1. The half - range sine series is given by
∞
X
ex = bn sin nπx.
n=1
where
Z 1
bn = 2 e x sin nπxdx
0
h ex i1
= 2 2 2 (sin nπx − nπ cos nπx)
n π +1 0
h e 1 i
= 2 2 2 (0 − nπ cos nπ) − 2 2 (0 − nπ)
n π +1 n π +1
h 1 i
= 2 2 2 (nπ − nπ cos nπ)
n π +1
2nπ
= 2 2 [1 − e(−1)n ].
n π +1
h 2(1 + e) 2(1 − e) 3(1 + e) i

∴ ex = π 2 sin πx + 2 sin 2πx + 2 sin 3πx + ...... .
π +1 4π + 1 9π + 1
Example 15.2.9. Expand cos πx in (0, 1) as Fourier sine series.
Solution. Here l = 1. The half - range sine series is given by
∞
X
cos πx = bn sin nπx.
n=1

where
Z 1
bn = 2 cos πx sin nπxdx
0
Z 1
= [sin(n + 1)πx + sin(n − 1)πx]dx
0
h cos(n + 1)πx cos(n − 1)πx i1
= − − , n,1
(n + 1)π (n − 1)π 0
1 h cos(n + 1)π cos(n − 1)π 1 1 i
= − + − + , n,1
π n+1 n−1 n+1 n−1
1h 1 1 1 1 i
= − (−1)n+1 + − + , n,1
π n+1 n−1 n+1 n−1
1 1 1
= − + [(−1)n+1 − 1], n , 1
π n+1 n−1
1 2n
= − . 2 [(−1)n+1 − 1], n , 1.
π n −1


0, when n is odd



∴ bn = 


2 −1) ,
 π(n4n


 when n is even
If n = 1, then
Z 1
b1 = 2 sin πx cos πxdx
0
Z 1
= sin 2πxdx
0
1
= − (cos 2π − cos 0)
2π
b1 = 0.
∞ ∞ ∞
X 4n 4 X 2n 8X n
∴ cos πx = sin nπx = sin 2nπx = sin 2πx.
2,4,6,..
π(n2 − 1) π n=1 4n2 − 1 π n=1 4n2 − 1
Example 15.2.10. Find the half - range cosine series for the function f (x) = (x − 1)2 in the
π2
interval 0 < x < 1. Hence show that 1
12
+ 1
22
+ 1
32
+ ... = 6
.

Solution. Let
∞
a0 X
f (x) = + an cos nπx,
2 n=1
where
Z 1
a0 = 2 f (x)dx
0
Z 1
= 2 (x − 1)2 dx
0
h (x − 1)3 i1
= 2
3 0
2
a0 = .
3
and
Z 1
an = 2 f (x) cos nπxdx
0
Z 1
= 2 (x − 1)2 cos nπxdx
0
h sin nπx cos nπx − sin nπx i1
= 2 (x − 1)2 − 2(x − 1) − 2 2 + 2
nπ nπ n3 π3 0
h 2 i
= 2 (0 + 0 − 0) − 0 − 2 2 − 0
nπ
4
= 2 2.
nπ
∞
1 4 X 1
∴ (x − 1)2 = + 2 cos nπx.
3 π n=1 n2
Example 15.2.11. Find the half - range cosine series for



kx, 0 ≤ x ≤ L2



f (x) = 


k(L − x), L2 ≤ x ≤ L



π2
Deduce that 1
12
+ 1
32
+ 1
52
+ ..... = 8
.

Solution. Let
∞
a0 X nπx
f (x) = + an cos ,
2 n=1 L
where
Z L
2
a0 = f (x)dx
L 0
L
Z Z L
2h 2
= kxdx + k(L − x)dx
L 0 L
2
2k h x2 L2 x2 L i
= + Lx −
L 2 0 2 L2
2k h L2 2 L2 L2 L2 i
= + L − − −
L 8 2 2 8
2
2k 2L

= + L2 − L2
L 8
kL
=
2
and
Z L Z L
2h 2 nπx nπx i
an = kx cos dx + k(L − x) cos dx
L 0 L L
2
L
2kL h nπ i
= 2 2 2 cos − 1 − (−1)n
nπ 2


0, when n is odd



∴ an = 


2 π2 cos 2 − 1 ,
 n4kL
 nπ

 when n is even
∞
kL 4kL X 1 nπ nπx
f (x) = + 2 cos − 1 cos
4 π 2,4,6,.. n 2 2 L
kL 8kL h 1 2πx 1 6πx 1 10πx i
f (x) = − 2 2 cos + 2 cos + 2 cos + .... .
4 π 2 L 6 L 10 L
Deduction.

Putting x = 0 in the above series, we get
kL 8kL 1 1 1
f (0) =
− 2 2 + 2 + 2 + ....
4 π 2 6 10
kL 8kL 1 1 1 1
0 = − 2 . 2 2 + 2 + 2 + ....
4 π 2 1 3 5
kL 2kL 1 1 1
= + 2 + 2 + ....
4 π 1
2 2 3 5
1 1 1 π2
+ + + .... = .
12 32 52 8
Example 15.2.12. Find the Fourier sine series for f (x) = 2x − x2 , in 0 < x < 3 and
f (x + 3) = f (x).
Solution. Here l = 3. The required Fourier sine series is given by
∞
X nπx
f (x) = bn sin ,
n=1
3
where
2 3
Z
nπx
bn = f (x) sin dx
3 0 3
2 3
Z
nπx
= (2x − x2 ) sin dx
3 0 3
2h cos nπx sin nπx cos nπx i3
= (2x − x2 ) − nπ 3 − (2 − 2x) − n2 π23 + (−2) n3 π23
3 3
0
9 27
2h 3 54 54 i
= − 3. cos nπ + 0 − 3 3 cos nπ − 0 − 0 − 3 3
3 nπ nπ nπ
2h 9 54 i
= (−1)n + 3 3 [1 − (−1)n ]
3 nπ nπ
h (−1)n 6 i
= 6 + 3 3 [1 − (−1)n ]
nπ nπ

 nπ ,
 6
if n is even



∴ bn = 


1
+ 12
,

6 −


nπ n3 π3
if n is odd

338 15.3. Exercises
1 12 πx 3 2πx 1 12 3πx 3 4πx

∴ f (x) = 6 − + 3 sin + sin +6 − + sin + sin + ......
π π 3 π 3 3π 27π3 3 2π 3
15.3 Exercises
1. Find the half - range cosine series for the function f (x) = x in 0, l.
2. Obtain the half - range cosine and sine series for x in (0, 2).
3. Find the half range cosine series for the function f (x) = (x − 1)2 in the interval 0 < x < 1.
Hence deduce that
(i)1 + 212 + 312 + .... = π6 ;
2
π2
(ii) ∞n=1 (2n−1)2 = 12 + 32 + + ... = .
P 1 1 1 1
52 8
4. Obtain the half - range sine series for x − x2 in (0, 1).

5. Express f (x) = lx− x2 as a half - range sine series in (0, l). Hence show that 1
13
− 313 + 513 −..... =
π2
32
.
6. Find the Fourier sine series to represent the function f (x) = sin x in 0 < x < π.
7. Express f (x) = x3 as half - range cosine series in (0, L).
8. Represent f (x) = x2 in 0 < x < L by Fourier sine series.
9. Represent f (x) = 2x − 1 in 0 < x < 1 by Fourier cosine series.
10. Obtain the half - range sine series for the function

when, 0 < x <
 1 1
 4 − x,


 2
f (x) = 


 x − 34 , when, 12 < x < 1.



Answers.
h i
1. x = l
2
− 4l
π2
cos 4πl + 1
32
cos 3πx
cos 5πxl
l
+
+ · ·1
·
52
πx
h i
2. x = l − π2 cos 2 + 32 cos 2 + 52 cos 2 + · · ·
8 1 3πx 1 5πx
and x = π4 sin πx
h i
2
− 12 sin 2πx
2
+ 13 cos 3πx
2
+ ···
h i
3. (x − 1)2 = 13 + π42 cos πx + 212 cos 2πx + 312 cos 3πx + · · ·
h i
4. x − x2 = π83 113 sin πx + 313 sin 3πx + 513 sin 5πx + · · ·

15.3. Exercises 339
sin πxl + 312 sin 3πx

h i
8l2
5. lx − x2 = π3 l
+ 1
53 cos 5πx
l
+ · · · .
3

3L3 12L3 3L3 P∞
7. x3 = L4 + ∞ 1,3,5,.. − 2n2 π2 + n4 π4 cos L + 2π2
nπx
n=2,4,6,... n2 cos L .
1 nπx
P
(−1)n
2 P
h i
8. x2 = 2Lπ ∞ 2 n
n=1 n3 π2 [(−1) − 1] − n sin nπx
L
.
9. 2x − 1 = − π8 cos12πx + cos33πx
h i
2 + cos55πx
2 + ··· .

10. f (x) = π1 − π42 sin πx + 3π 1
+ 324π2 sin 3πx + 5π 1
− 524π2 sin 5πx + · · ·

340
UNIT-IV
Lesson 16
FOURIER TRANSFORMS
Learning Objectives
• apply Fourier integral theorem and Dirichlet’s conditions
• state basic definition of Fourier transform
• use the properties of Fourier transform
• find the Fourier transform of given functions by using the definition of Fourier transform
and inverse Fourier transform.
16.1 Introduction
A
transformation is a mathematical device which converts or changes one function into
another function. For example, differentiation and integration are transformations.
Fourier transforms are used in solving partial differential equations with boundary conditions.
In this chapter, some of the well known integral transforms will be introduced and their
properties will be studied which will be used in the solution of partial differential equations. Also
we discuss the application of finite and infinite Fourier integral transforms which are mathematical
devices from which we obtain the solutions of boundary value problems related to engineering.
For example, conduction of heat, free and forced vibrations of membrane, transverse vibrations of

a string, transverse oscillations of an elastic beam etc.

A periodic function f (x) defined in an interval (−l, l) can be expressed in Fourier series. By
extending this concept, non - periodic functions defined in the interval (−∞, ∞) can be expressed
as a Fourier integral.
Definition 16.1.1. The integral transform of a function f (t) is defined by

Z b
f (p) = I[ f (t)] = f (t)k(p, t)dt
a
where k(p, t) is called the kernel of the integral transform and is known function of p and t. The
function f (t) is called the inverse transform of f (p).
Examples of different kernels are as follows:

(i) When k(p, t) = e−pt , a = 0 and b → ∞, it gives the Laplace transform of f (t).
Z ∞
∴ f (t) = L [ f (t)] = e−pt f (t)dt.
0
(ii) If k(p, t) = eipt , a → ∞ and b → ∞ then we have the Infinite Fourier transform of f (t)
Z ∞
∴ f (p) = F [ f (t)] = eipt f (t)dt
−∞
(iii) If k(p, t) = t p−1 , a → 0 and b → ∞, we have the Melin transform of f (t).

Z ∞
∴ f (p) = M [ f (t)] = t p−1 f (t)dt.
0
Other special transforms arise when the kernel is a sine or cosine function or a Bessel’s function.
These lead to Fourier sine or cosine transforms and the Hankel transform respectively.
First we shall prove the Fourier integral theorem. Before proving this theorem we must know the
well known Dirichlet’s conditions which play an important role in the study of Fourier transforms
and covers many engineering applications.

16.2. Dirichlet’s Conditions 343
16.2 Dirichlet’s Conditions
A function f (x) is said to satisfy Dirichlet’s conditions in the interval (a, b), if
(i) f (x) is defined and is single valued function except possibly at a finite number of points in the
interval (a, b) and
(ii) f (x) and f 0 (x) are piecewise continuous in the interval (a, b).
Theorem 16.2.1. Fourier Integral Theorem. If f (x) is piece-wise continuously differentiable

and absolutely integrable function in (−∞, ∞), then
Z ∞ Z ∞
1
f (x) = f (t) cos p(t − x)dtd p.
π 0 −∞
Proof. Let f (x) be a function satisfying the Dirichlet’s conditions in every interval (−l, l) and
defined as
1h i
f (x) = f (x + 0) + f (x − 0)
2
at every point of discontinuity.
We know that the Fourier series of f (x) in (−l, l) is given by
∞
a0 X h nπx nπx i
f (x) = + an cos + bn sin (16.2.1)
2 n=1 l l
where
1 l
Z
a0 = f (t)dt
l −l
1 l
Z
nπt
an = f (t) cos dt
l −l l
1 l
Z
nπt
bn = f (t) sin dt
l −l l

344 16.2. Dirichlet’s Conditions
Z l ∞ Z l ∞ Z l
1 1X nπt nπx 1X nπt nπx
f (x) = f (t)dt + f (t) cos cos dt + f (t) sin sin dt
2l −l l n=1 −l l l l n=1 −l l l
Z l ∞ Z l
1 1X nπ(t − x)
f (x) = f (t)dt + f (t) cos dt. (16.2.2)
2l −l l n=1 −l l
R∞
Let −∞
| f (x)|dx converges, i,e., it has a finite value. Now assuming that the limit as t → ∞ in
(16.2.2), we have the first term
h1 Z l i
lim f (t)dt = 0,
t→∞ 2l −l
since
1 Z l 1 Z l
f (t)dt ≤ | f (t)|dt.
2l −l 2l −l
π
Now we put l
= δp in the second term of (16.2.2), then it takes the form
∞ Z l
1 Xh i
f (t) cos[nδp(t − x)]dt δp (16.2.3)
π n=1 −l
Now as l → ∞ or δp → 0, (16.2.3) takes the form

Z ∞ hZ ∞
1 i
f (t) cos[p(t − x)]dt δp,
π 0 −∞
since
∞
X Z ∞
lim φ(nδp)δp = φ(p)d p.
δp→0 0
n=1
Thus, as l → ∞, (16.2.2)takes the form

Z ∞ Z ∞
1
f (x) = f (t) cos p(t − x)dtd p. (16.2.4)
π 0 −∞
The representation of (16.2.4) of f (x) is known as Fourier integral of f (x).

16.3. Fourier sine and cosine integrals 345
16.3 Fourier sine and cosine integrals
Remembering cos(A − B) expansion, expanding the cos p(t − x), the Fourier integral of f (x)
given by (16.2.4) may be written as
Z ∞ Z ∞
1
f (x) = f (t)[cos(pt) cos(px) + sin(pt) sin(px)]dtd p.
π 0 −∞
Z ∞ Z ∞ Z ∞ Z ∞
1 1
f (x) = cos(px) f (t) cos(pt)dtd p + sin(px) f (t) sin(pt)dtd p (16.3.1)
π 0 −∞ π 0 −∞
When f (t) is an odd function, f (t). cos pt is an odd function and f (t) sin pt is an even function.
So, the first integral in the right side of (16.3.1) becomes zero. Therefore, we get
Z ∞ Z ∞
2
f (x) = sin px f (t) sin ptdtd p (16.3.2)
π 0 0
which is known as Fourier sine integral. In the same way, when f (t) is an even function, the
second integral in the right side of (16.3.1) becomes zero. Therefore, we get
Z ∞ Z ∞
2
f (x) = cos px f (t) cos ptdtd p (16.3.3)
π 0 0
This is known as Fourier cosine integral.
16.4 Fourier Integral Theorem in Complex Form

R∞ R∞
Theorem 16.4.1. The complex form of the Fourier integral is f (x) = 1
2π −∞ −∞
eip(t−x) f (t)dtd p
Proof. Fourier integral theorem states that

Z ∞ Z ∞
1
f (x) = f (t) cos p(t − x)dtd p.
π 0 −∞

346 16.5. Fourier Integral Representation of any Function
Since cos p(t − x) is an even function of p, we have

Z ∞ Z ∞
1
f (x) = f (t) cos p(t − x)dtd p. (16.4.1)
2π −∞ −∞
Also,since sin p(t − x) is an odd function, we have

Z ∞ Z ∞
1
f (x) = f (t) sin p(t − x)dtd p. (16.4.2)
2π −∞ −∞
Now, multiply (19.4.2) by i and adding to (19.4.1), we get

Z ∞ Z ∞
1
f (x) = eip(t−x) f (t)dtd p.
2π −∞ −∞
This relation is called Fourier’s Complex Integral.
16.5 Fourier Integral Representation of any Function
Let f (x) be any function, then from (16.3.1), we have

Z ∞ Z ∞ Z ∞ Z ∞
1 1
f (x) = cos px cos pt f (t)dtd p + sin px sin pt f (t)dtd p
π 0 −∞ π 0 −∞
Now write Z ∞
θ1 (p) = cos pt f (t)dt
−∞
and Z ∞
θ2 (p) = sin pt f (t)dt
−∞
Therefore
1 ∞ 1 ∞
Z Z
f (x) = θ1 (p) cos pxd p + θ2 (p) sin pxd p
π 0 π 0
1 ∞
Z i
= [θ1 (p) cos px + θ2 (p) sin px d p
π 0

16.6. Finite and Infinite Fourier Transforms and Inverse Transforms 347
Further, if f (x) is an odd function, then

Z ∞
1
f (x) = θ2 (p) sin pxd p,
π 0
where Z ∞
θ2 (p) = 2 sin pt f (t)dt.
0
and, if f (x) is an even function, then

Z ∞
1
f (x) = θ1 (p) cos pxd p,
π 0
where Z ∞
θ1 (p) = 2 cos pt f (t)dt.
0
16.6 Finite and Infinite Fourier Transforms and Inverse

Transforms
The complex form of Fourier integral of any function f (x) is in the form
Z ∞ Z ∞ Z ∞ Z ∞
1 1
f (x) = eip(t−x)
f (t)dtd p = e −ipx
dp eipt f (t)dt
2π −∞ −∞ 2π −∞ −∞
Now, we write Z ∞
F(p) = eipt f (t)dt
−∞
Therefore Z ∞
1
f (x) = F(p)e−ipx d p.
2π −∞
Here F(p) is called the Fourier transform of f (x) and the function f (x) is called the inverse
Fourier transform of F(p). Thus we obtain the definition of Fourier transform as follows:
1. The Infinite Fourier Transform of f (x) .

348 16.6. Finite and Infinite Fourier Transforms and Inverse Transforms
Definition 16.6.1. Let f (x) be a function defined on (−∞, ∞) and be piecewise continuous in
each finite partial interval and absolutely integrable in (−∞, ∞). Then the Fourier transform of
f (x) denoted by F [ f (x)] = f (p) is defined as
Z ∞
1
F [ f (x)] = f (p) = √ eipx f (x)dx.
2π −∞
The function f (x) is called the inverse Fourier transform of f (p).
i.e., f (x) = F −1 [ f (p)].
The inverse Fourier transform of f (p) is given by

Z ∞
1
f (x) = √ f (p)e−ipx d p.
2π −∞
Definition 16.6.2. Some authors also define the Fourier transform as

(i) Z ∞
1
F [ f (x)] = f (p) = √ e−ipx f (x)dx.
2π −∞
(ii) Z ∞
1
f (x) = √ f (p)eipx d p.
2π −∞
Definition 16.6.3. Some authors also define the Fourier transform as follows
(i) Z ∞
F [ f (x)] = f (p) = e−ipx f (x)dx.
−∞
(ii) Z ∞
1
f (x) = f (p)eipx d p.
2π −∞
2. Fourier Sine Transform
(i) Let f (x) be a function defined in (0, ∞). Thus we obtain the definition of Fourier sine

16.6. Finite and Infinite Fourier Transforms and Inverse Transforms 349
transform as r Z ∞
2
f s (p) = F s [ f (x)] = f (x) sin pxdx
π 0
The function f (x) is called the inverse Fourier sine transform of f s (p)
r Z ∞
2
i.e., f (x) = F [ f s (p)] =
−1
f (p) sin pxd p
π 0 s
Note. Some authors also define

Z ∞
f s (p) = F s [ f (x)] = f (x) sin pxdx
0
(ii) The Finite Fourier Sine Transform of f (x) when 0 < x < l, is defined as
Z l
pπx
f s (p) = F s [ f (x)] = f (x) sin dx,
0 l
where p is an integer. The function f (x) is given by
∞
2X pπx
f (x) = f s (p) sin
l p=1 l
is called the Inverse finite Fourier sine transform of f s (p).
2. Fourier Cosine Transform.
(i) Let f (x) be a function defined in (0, ∞). Thus we obtain the definition of Fourier cosine
transform as r Z ∞
2
f s (p) = Fc [ f (x)] = f (x) cos pxdx
π 0
The function f (x) is called the inverse Fourier cosine transform of f c (p)
r Z ∞
2
i.e., f (x) = F [ f c (p)] =
−1
f (p) cos pxd p
π 0 c

350 16.7. Relation Between Fourier Transform and Laplace Transform
Note. Some authors also define

Z ∞
f c (p) = Fc [ f (x)] = f (x) cos pxdx
0
(ii) The Finite Fourier Cosine Transform of f (x) when 0 < x < l, is defined as
Z l
pπx
f c (p) = Fc [ f (x)] = f (x) cos dx,
0 l
where p is an integer. The function f (x) is given by
∞
1 2X pπx
f (x) = f c (0) + f c (p) cos
l l p=1 l
is called the Inverse finite Fourier cosine transform of f c (p).
16.7 Relation Between Fourier Transform and Laplace

Transform
Consider the function f (t) defined by


e φ(t), t>0


 −xt

f (t) = 


t<0

0,


Z ∞
∴ F [ f (t)] = f (t)eipt dt
−∞
Z 0 Z ∞
= f (t)e dt + ipt
f (t)eipt dt
−∞ 0
Z 0 Z ∞
F [ f (t)] = 0.e dt +
ipt
e−xt φ(t)eipt dt
−∞ 0

16.8. Properties of Fourier Transform 351
Z ∞
F [ f (t)] = φ(t)e−(x−ip)t dt
Z0 ∞
= φ(t)e−st dt, where s = x − ip
0
∴ F [ f (t)] = L [φ(t)]
This is the required relation between Fourier and Laplace transform.
16.8 Properties of Fourier Transform
1. Linear Property. If f (p) and g(p) are Fourier transforms of f (x) and g(x) respectively, then
F [a f (x) + bg(x)] = a f (p) + bg(p)
where a and b are constants.
Proof. We know that

Z ∞ Z ∞
1 1
f (p) = √ e ipx
f (x)dx and g(p) = √ eipx g(x)dx
2π −∞ 2π −∞
Z ∞
1
F [a f (x) + bg(x)] = √ eipx [a f (x) + bg(x)]dx
2π −∞
Z ∞ Z ∞
1 h i
= √ a e f (x)dx + b
ipx
eipx g(x)dx
2π −∞ −∞
= a f (p) + bg(p).

352 16.8. Properties of Fourier Transform
Note.
Similarly, (i)
F s [a f (x) + bg(x)] = a f s (p) + bg s (p)
(ii)
Fc [a f (x) + bg(x)] = a f c (p) + bgc (p)
2. Change of Scale Property. If f (p) is the complex Fourier transforms of f (x), then
1 p
F [ f (ax)] = f
a a
where a > 0.
1
f (p) = √ eipx f (x)dx
2π −∞
Z ∞
1
∴ F [ f (ax)] = √ eipx f (ax)dx.
2π −∞
Put ax = t so that dx = dt
a
.
If x → −∞ then t → −∞ and if x → ∞ then t → ∞.
Z ∞ t
1 ip dt
F [ f (ax)] = √ e a f (t)
2π −∞ a
Z ∞ p
1 1 i t
= √ e a . f (t)dt
2π a −∞
1 p
F [ f (ax)] = f
a a

Note. If f s (p) and f c (p) are the Fourier sine and cosine transform of f (x) respectively, then
1 p h x i
F s [ f (ax)] = fs (or) F s f = a f s (ap).
a a a
and
1 p h x i
Fc [ f (ax)] = fc (or) Fc f = a f c (ap).
a a a
3. Shifting Property. If f (p) is the complex Fourier transforms of f (x), then the complex
Fourier transform f (x − a) is eipa f (p). i.e., F [ f (x − a)] = eipa f (p).
1
2π −∞
Z ∞
1
∴ F [ f (x − a)] = √ eipx f (x − a)dx.
2π −∞
Put x − a = t so that dx = dt.

If x → −∞ then t → −∞ and if x → ∞ then t → ∞.
Z ∞
1
F [ f (x − a)] = √ eip(a+t) f (t)dt
2π −∞Z
1 ipa ∞ ipt
= √ e e . f (t)dt
2π −∞
F [ f (x − a)] = eipa f (p).
4. Modulation Theorem. If f (p) is the complex Fourier transforms of f (x), then

F [ f (x) cos ax] = 12 [ f (p + a) + f (p − a)].
1
2π −∞

Z ∞
1
∴ F [ f (x) cos ax] = √ eipx cos axdx
2π −∞
1
Z ∞ eiax + e−iax
= √ eipx f (x) dx
2π −∞Z 2
1 h 1 ∞ i(p+a)x
Z ∞ i
= √ e f (x)dx + ei(p−a)x f (x)dx
2 2π −∞ −∞
1
∴ F [ f (x) cos ax] = [ f (p + a) + f (p − a)].
2
5. If f s (p) and f c (p) are the Fourier sine and cosine transforms of f (x) respectively, then
(i) F s [ f (x) cos ax] = 21 [ f s (p + a) + f s (p − a)].

(ii) Fc [ f (x) sin ax] = 21 [ f s (p + a) − f s (p − a)].
(iii) F s [ f (x) sin ax] = 12 [ f c (p − a) − f c (p − a)].
Proof. (i) We have

r Z ∞
2
F s [ f (x) cos ax] = eipx f (x) cos ax sin pxdx
π −∞
r Z ∞
2 h sin(p + a)x + sin(p − a)x i
F s [ f (x) cos ax] = eipx f (x) dx
π −∞ 2
r Z
1 h 2 ∞ ipx
Z ∞ i
= e f (x) sin(p + a)xdx + eipx f (x) sin(p − a)xdx
2 π −∞ −∞
1
F s [ f (x) cos ax] = [ f s (p + a) + f s (p − a)].
2

(ii)
r Z ∞
2
Fc [ f (x) sin ax] = eipx f (x) sin ax cos pxdx
π −∞
r Z ∞
2 h sin(p + a)x − sin(p − a)x i
= eipx f (x) dx
π −∞ 2
r Z
1 h 2 ∞ ipx
Z ∞ i
= e f (x) sin(p + a)xdx − eipx f (x) sin(p − a)xdx
2 π −∞ −∞
1
Fc [ f (x) sin ax] = [ f (p + a) − f s (p − a)].
2 s
(iii) Similarly, we can prove
1
F s [ f (x) sin ax] = [ f c (p − a) − f c (p − a)].
2
n
6. F [xn f (x)] = (−i)n ddpn [ f (p)].
Proof.
f (p) = F [ f (x)]
Z ∞
1
= √ f (x)eipx dx
2π −∞Z
∞
d d h 1 i
[ f (p)] = √ f (x)eipx dx
dp d p 2π −∞
∂
Z ∞
1
= √ f (x). (eipx )dx
2π Z−∞ ∂p
∞
1
= √ f (x)(ix)eipx dx
2π −∞
1 d
i.e., F [x f (x)] = [ f (p)]
i dp

d
F [x f (x)] = (−i) [ f (p)]
dp
Z ∞
d2 d h 1 i
[ f (p)] = √ f (x)(ix)eipx dx
d p2 d p 2π −∞
∂
Z ∞
1
= √ f (x) [eipx ](ix)dx
2π Z−∞ ∂p
∞
1
= √ f (x)(ix)2 eipx dx
2π −∞Z
∞
1
= (i)2 √ f (x)x2 eipx dx
2π −∞
1 d2
i.e., F [x2 f (x)] = [ f (p)]
(i)2 d p2
(−i)2 d2
= [ f (p)]
(i)2 (−i)2 d p2
d2
F [x2 f (x)] = (−i)2 2 [ f (p)]
dp
dn
In general F [xn f (x)] = (−i)n n [ f (p)].
dp
h
dn
7. F dxn
[ f (x)] = (−ip)n f (p) if f (x) → 0 as x → ±∞
Proof.
hd i
F [ f 0 (x)] = F f (x)
dxZ
∞
1
= √ f 0 (x)eipx dx
2π Z−∞
∞
1
= √ eipx d[ f (x)]
2π −∞ Z ∞
1 h ipx ∞ i
= √ e f (x) − f (x)(ip)eipx dx by integration by parts
−∞
2π −∞

Z ∞
1 h i
= √ − ip f (x)eipx dx
2π −∞
= −ipF [ f (x)]
F [ f 0 (x)] = −ip f (p).
h d2 i
Now F [ f 00 (x)] = F f (x)
dxZ2
∞
1
= √ f 00 (x)eipx dx
2π Z−∞
∞
1
= √ eipx d[ f 0 (x)]
2π −∞ Z ∞
1 h ipx 0 ∞ i
= √ e f (x) − f 0 (x)(ip)eipx dx
−∞
2π −∞
Z ∞
1 h i
= √ − ip f 0 (x)eipx dx
2π −∞
1 h i
= √ − ip(−ipF [ f (x)]) since F [ f 0 (x)] = −ipF [ f (x)]
2π
F [ f 00 (x)] = (−ip)2 F [ f (x)]
In general F [ f n (x)] = (−ip)n F [ f (x)]
8. (i) F s [ f 0 (x)] = −p f c (p); (ii) Fc [ f 0 (x)] = p f s (p) − f (0)
Proof.
r Z ∞
2
F s [ f (x)] =
0
f 0 (x) sin pxdx
π
r Z0 ∞
2
= sin pxd[ f (x)]
π 0
r Z ∞
2h i
= ∞
(sin px. f (x))0 − f (x).p. cos pxdx
π 0

r Z ∞
2h i
= −p f (x) cos pxdx , assuming f (x) → 0 as x → ∞
π 0
F s [ f 0 (x)] = −p f c (p).
Similarly, we can prove (ii)

Fc [ f 0 (x)] = p f s (p) − f (0).
Example 16.9.1. Find the Fourier transform of f (x) defined by


1, |x| < a




f (x) = 


0, |x| > a



R∞ sin p
R∞ sin ap. cos px
and hence evaluate 0 p
dp and −∞ p
d p.
Solution. Part (i):

By the definition of Fourier transform, we have
Z ∞
1
F [ f (x)] = √ f (x)eipx dx
2π −∞
1 h −a
Z Z a Z ∞ i
= √ f (x)e dx +
ipx
f (x)e dx +
ipx
f (x)eipx dx
2π Z−∞ −a a
a
1 h
= √ 1.eipx dx
2π −a
1 h eipx ia
= √
2π ip −a
1 h eipa − e−ipa i
= √
2π ip

1 2
= √ . sinh(ipa)
2π ip
1 2 sin pa
= √ . (p , 0) (since sinh ix = i sin x)
2π p
1 2 sin pa
∴ F [ f (x)] = √ .
2π p
1 2 sin pa
i.e., f (p) = √ .
2π p
2a
For p = 0, f (0) = √ .
2π
Part (ii):
By the definition of inverse Fourier transform, we have
Z ∞
1
f (x) = √ f (p)e−ipx d p
2π Z−∞
∞
1 1 2 sin pa −ipx
f (x) = √ √ . e dp
2π −∞ 2π p
1 h ∞ sin pa
Z Z ∞
sin pa
f (x) = cos pxd p − i sin pxd p
π −∞ p −∞ p
1 ∞ sin pa
Z
f (x) = cos pxd p
π −∞ p

π, |x| < a

∞
Z 
sin pa


cos pxd p = 

p 
−∞
|x| > a

0,


Part (iii) Putting x = 0 in the above equation, we get
1 ∞ sin pa
Z
f (0) = dp
π −∞ p
2 ∞ sin pa
Z
1 = dp
π 0 p

∞
π
Z
sin pa
∴ dp =
p 2
Z0 ∞
sin ax π
i.e., dx = .
0 x 2
Put a = 1 in the above equation, we get
∞
π
Z
sin x
dx = .
0 x 2

1 − x ,
 2
|x| ≤ 1



f (x) = 


|x| > 1

0,


R∞ x cos x−sin x
R∞ x cos x−sin x
and hence evaluate (i) 0 x3
cos 2x dx and (ii) −∞ x3
dx.
Solution. Part (i):

By the definition of Fourier transform, we have
Z ∞
1
2π −∞
1 h −1
Z Z 1 Z ∞ i
= √ f (x)e dx +
ipx
f (x)e dx +
ipx
f (x)eipx dx
2π −∞ −1 1
Z 1
1
= √ (1 − x2 ).eipx dx
2π −1
1 h 1
Z Z 1 i
F [ f (x)] = √ (1 − x ) cos pxdx + i
2
(1 − x2 ) sin pxdx
2π −1 −1
Z 1
2
F [ f (x)] = √ (1 − x2 ) cos pxdx
2π 0
2 h sin px − cos px − sin px i1
= √ (1 − x2 ) − (−2x) + (−2)
2π p p2 p3 0
2 h cos p sin p i
= √ 0 − 2 2 + 2 3 − (0 − 0 + 0)
2π p p

4 h sin p − p cos p i
F [ f (x)] = f (p) = √
2π p3
Part (ii)
By the definition of inverse Fourier transform, we have
Z ∞
1
2π Z−∞
∞
1 4 h sin p − p cos p i −ipx
= √ √ e dp
2π −∞ 2π p3
2 ∞ h sin p − p cos p i −ipx
Z
f (x) = e dp
π −∞ p3
2 h ∞ sin p − p cos p
Z Z ∞
sin p − p cos p i
= cos pxd p − i sin pxdx
π −∞ p3 −∞ p3
Z ∞
2 sin p − p cos p
= cos pxd p
π −∞ p3
Z ∞ sin p − p cos p
4
f (x) = cos pxd p. (16.9.1)
π 0 p3
Put x = 1
2
in (16.9.1), we get
4 ∞ sin p − p cos p
1 Z
p
f = cos dp
2 π 0 p3 2
Z
1 p
1− = cos dp
4 π 0 p3 2
Z
3 p
= cos dp
4 π 0 p3 2
Z ∞
sin p − p cos p p 3π
3
cos d p =
p 2 16
Z0 ∞
p cos p − sin p p 3π
∴ cos dp = −
0 p3 2 16

(iii) Put x = 0 in (16.9.1), we get
Z
f (0) = dp
π 0 p3
Z
1 = dp
π 0 p3
π
Z ∞
p cos p − sin p
∴ 3
dp = − .
0 p 4


e , α<x<β


 iqx

f (x) = 


x < α and x > β

0,


Solution. By the definition of Fourier transform, we have

Z ∞
1
2π −∞
Z β
1
= √ eiqx eipx dx
2π α
Z β
1
= √ ei(p+q)x dx
2π α
1 h ei(p+q)x iβ
= √
2π i(p + q) α
1 ei(p+q)β − ei(p+q)α
F [ f (x)] = √ . .
2π i(p + q)
Note. If the Fourier transform of f (x) is equal to f (p) then f (x) is called self - reciprocal.
x2
Example 16.9.4. Find the Fourier transform of f (x) defined by f (x) = e− 2 , −∞ < x < ∞.
x2
(or) Show that the Fourier transform of e− 2 is self - reciprocal.


Z ∞
1
2π Z−∞
∞
1 x2
= √ e− 2 eipx dx
2π Z−∞
∞
1 x2 +2ipx
F [ f (x)] = √ e− 2 dx
2π −∞
−x2 + i2px = −[(x − ip)2 − (ip)2 ] = −p2 − (x − ip)2
Z ∞
1 1 2 2
F [ f (x)] = √ e 2 (−p −(x−ip) ) dx
2π −∞ Z
1 − p22 ∞ − 12 ((x−ip)2 )
= √ .e e dx
2π −∞
√
Put x−ip
√
2
= t. Then dx = 2dt.
1 − p22 ∞ −t2 √
Z
∴ F [ f (x)] = √ .e e 2dt
2π −∞
√
2 − p22 ∞ −t2
Z
= √ .e e dt
2π −∞
Z ∞
1 − p22 √ 2 √
= √ e . π, since e−x dx = π
π −∞
p2
F [ f (x)] = e− 2 .
x2 p2 x2
Since Fourier transform of e− 2 is e− 2 . Therefore e− 2 is self reciprocal.
Example 16.9.5. Find Fourier transform of f (x) defined by

0, −∞ < x < α








f (x) = 

x, α ≤ x ≤ β






0, x > β





Z ∞
1
2π −∞
1 h α
Z Z β Z ∞ i
= √ 0.e dx +
ipx
xe dx +
ipx
0.eipx dx
2π −∞ α β
Z β
1
= √ xeipx dx
2π α
1 h eipx eipx i
= √ x − 1.
2π ip (ip)2
1 h βeipβ eipβ i 1 h αeipα eipα i
= √ + 2 − √ + 2
2π ip p 2π ip p
1 h i ipα 1 i
F [ f (x)] = √ αe − βeipβ + 2 eipβ − eipα .
2π p p
Example 16.9.6. Find the inverse Fourier transform f (x) of F (p) = e−|p|y .
Solution. We have 
ifp < 0





 −p,


|p| = 

ifp > 0


 p,



ifp = 0


0,

From the inverse Fourier transform, we have

Z ∞
1
2π Z−∞
∞
1
= √ e−|p|y e−ipx d p
2π −∞
Z ∞
1 h 0 py −ipx
Z i
= √ e e dp + e−py e−ipx d p
2π −∞ 0
Z 0 Z ∞
1 h
= √ e(y−ix)p d p + e−(y+ix)p d p
2π −∞ 0

1 h e(y−ix)p i0 1 h e−(y+ix)p i∞
= √ + √
2π y − ix −∞ 2π −(y + ix) 0
1 h 1 i 1 h 1 i
= √ + √
2π y − ix 2π y + ix
1 2y
= √ . 2
2π y + x2
r
2 y
f (x) = .
π y2 + x2
Example 16.9.7. Show that the Fourier transform of


a − |x|, for|x| < a




f (x) = 


for|x| > a > 0

0,


q R ∞ 2
. Hence deduce that 0 sint t dt = π2 .

2 1−cos as
is π s2

Z ∞
1
2π −∞
1 h −a
Z Z a Z ∞ i
= √ f (x)e dx +
ipx
f (x)e dx +
ipx
f (x)eipx dx
2π Z −∞ −a a
a
1
F [ f (x)] = √ (a − |x|).eipx dx
2π −a
1 h a
Z Z a i
F [ f (x)] = √ (a − |x|) cos pxdx + i (a − |x|) sin pxdx
2π Z −a −a
a
2
= √ (a − |x|) cos pxdx
2π Z0
a
2
= √ (a − x) cos pxdx since a − |x| = a − x in (0, a)
2π 0

2 h sin px − cos px ia

= √ (a − x) − (−1)
2π p p2 0
2 h cos ap 1 i
= √ 0− − 0 −
2π p2 p2
2 h 1 − cos ap i
= √
2π p2
r
2 h 1 − cos ap i
F [ f (x)] = f (p) = .
π p2
Deduction. By the definition of inverse Fourier transform, we have

Z ∞
1
2π −∞
Z ∞r h
1 2 1 − cos ap i −ipx
= √ e dp
2π −∞ π p2
1 ∞ 1 − cos ap −ipx
Z
f (x) = e dp
π −∞ p2
Put x = 0, we have
1 ∞ 1 − cos ap
Z
f (0) = dp
π −∞ p2
1 ∞ 1 − cos ap
Z
a = dp
π −∞ p2
Since f (x) = a − |x| in |x| < a. Therefore f (0) = a
1 ∞
Z ap 1
a = 2 sin2 . dp
π −∞ 2 p2
2 ∞ 2 ap 1
Z
a = sin . dp
π −∞ 2 p2
4 ∞ 2 ap 1
Z
a = sin . dp
π 0 2 p2

Put ap
2
= t. Then a2 d p = dt ⇒ d p = 2dt
a
Z ∞
4 1 2dt
a = sin2 t. 4t2
π 0 2
a
a
Z ∞ 2
4 a sin t
a = . dt
π 2 0 t2
∞
sin2 t π
Z
2
dt = .
0 t 2
Example 16.9.8. Find the Fourier transform of the function

1 + ax , for − a < x < 0








f (x) = 

1 − ax , for 0 < x < a








0,
 otherwise

Z ∞
1
2π −∞
1 h −a
Z Z 0 Z a Z ∞ i
= √ f (x)e dx +
ipx
f (x)e dx +
ipx
f (x)e dx +
ipx
f (x)eipx dx
2π −∞ −a 0 a
1 h 0
Z Z a
x ipx x ipx i
= √ 1 + e dx + 1 − e dx
2π −a a 0 a
ipx ipx 0
1 h x e 1 e
x eipx 1 eipx 0 i
= √ 1+ − + 1 − +
2π a ip a (ip)2 −a a ip a (ip)2 −a
1 h 1 1 1 e−ipa 1 eipa 1 1 i
= √ + 2− + − − +
2π ip ap a p2 a p2 ip ap2
1 h 2 1 ipa i
= √ − e + e −ipa
2π ap2 ap2
1 h 2 1 i
= √ − 2 cos pa
2π ap2 ap2
2
= √ (1 − cos pa)
ap2 2π
2 pa
= √ 2 sin2
ap2 2π 2

r
2 1 2 ap

F [ f (x)] = 2 sin .
π ap2 2
Example 16.9.9. Find the Fourier transform of √1 .

|x|

Z ∞
1
2π Z−∞
∞
1 1
= √ √ eipx dx
2π −∞ |x|
Z ∞
1 h 0 1 ipx
Z
1
= √ √ e dx + √ eipx dx
2π −∞ −x 0 x
Put −x = t in the first integral. Then dx = −dt.

When x = 0 → t = 0 and when x → −∞, t → ∞.
Z ∞
1 h 0 1 −ipt
Z
1
F [ f (x)] = √ √ e (−dt) + √ eipx dx
2π Z∞ t x
Z ∞0
1 h ∞ 1 −ipt 1 ipx
= √ √ e dt + √ e dx
2π Z0 t 0 x
1 h ∞ 1 −ipx
Z ∞
1
= √ √ e dx + √ eipx dx
2π 0 x 0 x
e +e
Z ∞ ipx −ipx
1
= √ √ dx
2π Z0 x
∞
1 2 cos px
= √ √ dx
2π 0 x
Z ∞ −ipx
1 e d(ipx)
= 2 × R.P o f √ √
2π 0 x ip
Z ∞ −ipx
1 e d(ipx)
= 2 × R.P o f √ √ √
2π Z 0 ipx ip
∞ −t
1 2 e
= R.P o f √ . √ √ dt, putting ipx = t
2π ip 0 t

√ Z ∞
2 1
= R.P o f √ √ e−t t 2 −1 dt
π ip 0
√
2 1
1
= R.P o f √ √ i− 2 Γ , by the definition of gamma function
π p 2
√
2 π π − 21 √
= R.P o f √ √ cos + i sin . π
π p 2 2
√
2 π π
F [ f (x)] = R.P o f √ cos − i sin
p 4 4
√
2 π
F [ f (x)] = √ cos
p 4
√
2 1
= √ .√
p 2
h 1 i 1
F √ = √ .
|x| p
Example 16.9.10. Find the Fourier transform of



 x, if |x| ≤ a



f (x) = 


0, if |x| > a



Solution. Z ∞
1
2π −∞
Given f (x) = x in −a ≤ x ≤ a and f (x) = 0 in −∞ < x < −a and a < x < ∞
1 h −a
Z Z a Z ∞ i
F [ f (x)] = √ f (x)e dx +
ipx
f (x)e dx +
ipx
f (x)eipx dx
2π −∞ −a a
Z −a Z a Z ∞
1 h i
= √ 0.eipx dx + x.eipx dx + 0.eipx dx
2π Z −∞ −a a
a
1
= √ x.eipx dx
2π −a

1 h eipx eipx ia

= √ x − 1.
2π ip (ip)2 −a
1 h aeipa eipa −ae−ipa e−ipa i
= √ + 2 − + 2
2π ip p ip p
1 a ipa
h 1 i
= √ (e + e−ipa ) + 2 (eipa − e−ipa )
2π ip p
1 a h 1 i
= √ (2 cos pa) + 2 (2i sin pa)
2π ip p
r
2 a cos pa i sin pa
= +
π ip p2
r
2 sin ap − ap cos ap
F [ f (x)] = i .
π p2



cos x, if |x| ≤ a



f (x) = 


if |x| > a > 0

0,


Solution. Z ∞
1
2π −∞
1 h −a
Z Z a Z ∞ i
F [ f (x)] = √ f (x)e dx +
ipx
f (x)e dx +
ipx
f (x)eipx dx
2π −∞ −a a
Z −a Z a Z ∞
1 h i
= √ 0.eipx dx + cos x.eipx dx + 0.eipx dx
2π Z −∞ −a a
a
1
= √ cos x.eipx dx
2π −a
1 h eipx ia
= √ (ip cos x + sin x)
2π i2 p2 + 1 −a
1 h eipa e−ipa i
= √ (ip cos a + sin a) − (ip cos a − sin a)
2π 1 − p2 1 − p2
1 1 h ipa i
= √ (e − e−ipa
)ip cos a + (eipa
− e −ipa
) sin a
2π 1 − p2
1 1 h i
= √ (2i sin pa)ip cos a + (2 cos pa) sin a
2π 1 − p2

1 2 h i
F [ f (x)] = √ sin a cos pa − p cos a sin pa .
2π 1 − p2


if 0 < x < π

sin x,



f (x) = 



0,

 otherwise
Solution. Z ∞
1
2π −∞
Z π Z ∞
1 h 0
Z i
F [ f (x)] = √ f (x)e dx +
ipx
f (x)e dx +
ipx
f (x)eipx dx
2π −∞ 0 π
Z 0 Z π Z ∞
1 h i
= √ 0.eipx dx + sin x.eipx dx + 0.eipx dx
2π Z −∞ 0 π
π
1
F [ f (x)] = √ sin x.eipx dx
2π 0
1 h eipx iπ
F [ f (x)] = √ (ip sin x − cos x)
2π i2 p2 + 1 0
1 h eipπ 1 i
= √ (0 − (−1)) − (0 − 1)
2π 1 − p2 1 − p2
1 h eipπ 1 i
= √ +
2π 1 − p2 1 − p2
1 1 + eipπ
F [ f (x)] = √ .
2π 1 − p2
Example 16.9.13. Find the Fourier transform of f (x) = xe−x , 0 ≤ x < ∞.
Solution. Z ∞
1
2π Z−∞
∞
1
= √ xe−x eipx dx
2π 0

Z ∞
1
= √ xe−(1−ip)x dx
2π 0
1 h e−(1−ip)x e−(1−ip)x i∞
= √ x − 1.
2π 1 − ip (1 − ip)2 0
1 h 1 i
= √ 0−0− 0−
2π (1 − ip)2
1 1
= √
2π (1 − ip)2
1 (1 + ip)2
F [ f (x)] = √ .
2π (1 + p2 )2
x2 p2
Example 16.9.14. Show that the Fourier transform of e− 2 is e− 2 by finding the Fourier
transform of e−a x .
2 2
Solution. Z ∞
1
2π Z−∞
∞
1 2 2
= √ e−x a eipx dx
2π Z−∞
∞
1
e−x a +ipx dx
2 2
F [ f (x)] = √
2π −∞
ip
−a2 x2 + ipx = −a2 x2 − 2 x
a
h ip 2 ip 2 i
= −a2 x − 2 −
2a 2a2
h ip 2 p2 i
= −a x − 2 + 4
2
2a 4a
2
ip 2 p
−a2 x2 + ipx = −a2 x − 2 − 2
2a 4a
Z ∞ 2 2
1 −a2 x− ip2 − p 2
F [ f (x)] = √ e 2a 4a
dx
2π −∞
2
1 − p22 ∞ −a2 x− 2aip2
Z
= √ e 4a e dx
2π −∞


Put a x − ip
2a2
= t. Then dx = dt
a
.
When x → −∞ ⇒ t → ∞ and x → ∞ ⇒ t → −∞
1 − p22 ∞ −t2 dt
Z
∴ F [ f (x)] = √ e 4a e
2π −∞ a
Z ∞
1 − p2 √
2
2 √
= √ e 4a . π, since e−x dx = π
2π −∞
1 − p22
F [ f (x)] = √ e 4a
a 2
Put a = √1
2
in the above equation, we get
x2 p2
F [e− 2 ] = e− 2 .
Example 16.9.15. Find the Fourier transform of e−a|x| and hence show that
R ∞ px √
π −a|x|
(i) 0 acos
2 +p2 d p = 2a
e and (ii) F [xe−a|x|
] = √
2 2pai
π(p2 +a2 )2
.
Solution. Z ∞
1
2π Z−∞
∞
1
F [e−a|x| ] = √ e−a|x| eipx dx
2π Z −∞
∞
1
F [e−a|x| ] = √ e−a|x| [cos px + i sin px]dx
2π −∞
1 h ∞ −a|x|
Z Z ∞ i
F [e −a|x|
] = √ e cos pxdx + i e−a|x| sin pxdx
2π Z−∞ −∞
∞
1
= √ 2. e−a|x| cos pxdx
2π Z0
∞
1
= √ 2. e−ax cos pxdx
2π 0
r
2 a
= .
π a2 + p2

(i) By the definition of inverse Fourier transform, we have

Z ∞
1
f (x) = √ F [ f (x)]e−ipx d p
2π −∞
Z ∞r
1 2 a
e−a|x| = √ e−ipx d p
2π −∞ π a 2 + p2
a ∞
Z
1
= (cos px − i sin px)dx
π −∞ a + p2
2
ah ∞
Z Z ∞
1 1 i
= cos pxdx − i sin pxdx
π −∞ a2 + p2 −∞ a + p
2 2
Z ∞
a 1
e−a|x| = 2. cos pxdx
π 0 a + p
2 2
∞
π −a|x|
Z
1
cos pxdx = e .
0 a2 + p2 2a
(ii) We know that

dn
F [xn f (x)] = (−i)n F [ f (x)]
d pn
For n = 1, we have
d
F [x f (x)] = −i F [ f (x)]
dp
r
d h 2 a i
F [xe −a|x|
] = −i
dp π a2 + p2
r
2h 1 i i
= −ai − 2 (2p)
π (a + p2 )2
√
2 2pai
F [xe−a|x| ] = √ 2 .
π(p + a2 )2
Example 16.9.16. Find the Fourier transform of e−|x| and hence show that
R ∞ xt √
π −|x|
(i) 0 cos
1+t2
d p = 2
e and (ii) F [xe−|x|
] = √
2 2pi
π(p2 +1)2
.
Solution. Put a = 1 in the above problem.



a − x , |x| < a


 2 2

f (x) = 


|x| > a

0,


R∞
and hence show that 0
sin x−cos x
x3
dx = π4 .

Z ∞
1
2π −∞
1 h −a
Z Z a Z ∞ i
= √ f (x)e dx +
ipx
f (x)e dx +
ipx
f (x)eipx dx
2π Z −∞ −a a
a
1
= √ (a2 − x2 ).eipx dx
2π Z−a
1 h a 2
Z a i
= √ (a − x ) cos pxdx + i
2
(a2 − x2 ) sin pxdx
2π Z −a −a
a
2
= √ (a2 − x2 ) cos pxdx
2π 0
2 h sin px − cos px − sin px ia
= √ (a2 − x2 ) − (−2x) + (−2)
2π p p2 p3 0
2 h cos ap sin ap i
= √ 0 − 2a 2 + 2 3 − (0 − 0 + 0)
2π p p
4 sin ap − ap cos ap
h i
F [ f (x)] = f (p) = √
2π p3
Deduction. By the definition of inverse Fourier transform, we have

Z ∞
1
2π Z−∞
∞
1 4 h sin ap − ap cos ap i −ipx
= √ √ e dp
2π −∞ 2π p3
2 ∞ h sin ap − ap cos ap i −ipx
Z
f (x) = e dp
π −∞ p3

376 16.10. Exercises
Put x = 0 in the above equation, we get
2 ∞ h sin ap − ap cos ap i
Z
f (0) = dp
π −∞ p3
2 ∞ h sin ap − ap cos ap i
Z
a =
2
dp
π −∞ p3
Put ap = t. Then d p = dt
a
.
When p → −∞ ⇒ t → −∞ and p → ∞ ⇒ t → ∞.
Z ∞ h sin t − t cos t i dt
2
a =
2
π −∞
t3 a
a3
∞h
2a2
Z
sin t − t cos t i
= dt
π −∞ t3
π ∞h
Z
sin t − t cos t i
a2 . = 2. dt
2a2 0 t3
π
Z ∞h
sin t − t cos t i
∴ 3
dt = .
0 t 4
16.10 Exercises
1. Find the Fourier transform of
(i) 
x , |x| < x0


 2

f (x) = 


|x| > x0

0,


(ii) 
 2a , |x| ≤ a


 1

f (x) = 


0, |x| > a




16.10. Exercises 377
2. Show that the Fourier transform of the function

√
 2a ,
 2π
|x| ≤ a



f (x) = 


|x| > a

0,


is sin pa
pa
.
x2
3. Find the Fourier transform of e− 2 , −∞ < x < ∞.
4. Show that the Fourier transform of

0, forx < α








f (x) = 

1, forα < x < β






0, forx > β.



1 iβp
is ip
(e − eiαp ).
Answers.
√ h i
1. (i) √ 2 3 (x2 p2
πp 0 − 2) sin px0 = 2px0 cos px0 .
(ii) π √1 2 sinaαaα .
p2
3. e− 2 .

378
UNIT-IV
Lesson 17
FOURIER SINE AND

COSINE TRANSFORMS
Learning Objectives
• solve problems by using infinite Fourier sine and cosine transform
• solve integral equations by using infinite Fourier sine and cosine transform.
17.1 Introduction
I
n this Lesson, we present problems related to (infinite) Fourier Sine and Cosine Transforms.
Example 17.2.1. Find the Fourier sine and cosine transform of f (x) = x.
Solution. By the definition of Fourier sine and cosine transform, we have

r Z ∞ r Z ∞
2 2
f s (p) = f (x) sin pxdx = x sin pxdx
π 0 π 0

and r Z ∞ r Z ∞
2 2
f c (p) = f (x) cos pxdx = x cos pxdx
π 0 π 0
Let r Z ∞
2
f (p) = xe−ipx dx
π 0
Put ipx = t. Then ipdx = dt
r Z ∞
2 t −t dt
f (p) = e
π 0 ip ip
r Z ∞
1 2
= − 2 e−t t2−1 dt
p π 0
r Z ∞
1 2
= − 2 Γ(2), since Γ(n) = e−x xn−1 dx, n > 0
p π 0
r
1 2
= − 2 , Γ(n) = (n − 1)! i f n is a positive integer
p π
r Z ∞ r
2 1 2
∴ xe−ipx dx = − 2
π 0 p π
Z ∞
1
xe−ipx dx = − 2.
0 p
Equating real and imaginary parts on both sides, we get

Z ∞ Z ∞
1
x sin pxdx = 0 x cos pxdx = − .
0 0 p2
1
i.e., f s (p) = 0 and f c (p) = − .
p2
Example 17.2.2. Find the Fourier cosine transform of the function f (x) defined by

0<x<a

cos x,



f (x) = 



0,

 x≥a

Solution. By the definition of Fourier cosine transform, we have

r Z ∞
2
f c (p) = f (x) cos pxdx
π 0
r Z a
2
= cos x cos pxdx
π 0
r Z a
2 h cos(1 + p)x + cos(1 − p)x i
f c (p) = dx
π 0 2
Z a
1
f c (p) = √ (cos(1 + p)x + cos(1 − p)x)dx
2π 0
1 h sin(1 + p)x sin(1 − p)x ia
= √ +
2π 1+ p 1− p 0
1 h sin(1 + p)a sin(1 − p)a i

f c (p) = √ + .
2π 1+ p 1− p
Example 17.2.3. Find the Fourier cosine transform of the function f (x) defined by

0<x<a

sin x,



f (x) = 



0,

 x≥a
Solution. By the definition of Fourier cosine transform, we have

r Z ∞
2
f s (p) = f (x) sin pxdx
π 0
r Z a
2
= sin x cos pxdx
π 0
r Z a
2 h cos(1 − p)x − cos(1 + p)x
= dx
π 0 2
Z a
1
= √ (cos(1 − p)x − cos(1 + p)x)dx
2π 0
1 h sin(1 − p)x sin(1 + p)x ia
= √ −
2π 1− p 1+ p 0
1 h sin(1 − p)a sin(1 + p)a i

= √ − .
2π 1− p 1+ p

Example 17.2.4. Find the Fourier sine transform of e−x
Solution. r Z ∞
2
π 0
r Z ∞
2
= e−x sin pxdx
π 0
r
2 h e−x i∞
= (− sin px − p cos px)
π p2 + 1 0
r
2 p
∴ f s (e−x ) = .
π p2 + 1
Note. r Z ∞ r
2 2 1
f c (e−x ) = e−x cos pxdx = .
π 0 π p2 + 1
−ax
Example 17.2.5. Find the Fourier sine and cosine transforms of f (x) = e x , deduce that
R ∞ −ax −bx
(i) 0 e −e x
sin pxdx = tan −1 p
a
− tan −1 p
b
R ∞ h e−ax −e−bx i q p2 +b2
and (ii) 0 x
cos pxdx = log p2 +a2
.
Solution. Fourier Sine Transform.

r Z ∞
2
π 0
r Z ∞
2 e−ax
= sin pxdx
π 0 x

r Z ∞
d 2 e−ax
[F s [ f (x)]] = x cos pxdx
dp π 0 x
r Z ∞
2
= e−ax cos pxdx
π 0
r
d 2 a
[F s [ f (x)]] =
dp π p2 + a2

Integrating with respect to p, we get

r Z r
2 a 2 −1 p

F s [ f (x)] = d p = tan .
π p2 + a2 π a
r
e−ax 2 p
Fs[ ] = tan−1 .
x π a
We know that Fourier sine transform of f (x) is given by

r Z ∞
2
F s [ f (x)] = f s (p) = f (x) sin pxdx
π 0
r Z ∞
2 h e−ax − e−bx i h e−ax − e−bx i
sin pxdx = Fs
π 0 x x
r Z ∞
2 h e−ax − e−bx i −ax
e e−bx
sin pxdx = Fs − Fs
π 0 x x x
r Z ∞ r
2 h e−ax − e−bx i 2 h p p i
sin pxdx = tan−1 − tan−1
π 0 x π a b
Fourier Cosine Transform.

r Z ∞
2
f c (p) = f (x) cos pxdx
π 0
r Z ∞
2 e−ax
= cos pxdx
π 0 x

r Z ∞
d 2 e−ax
[F s [ f (x)]] = (−x sin px)dx
dp π 0 x
r Z ∞
2
= − e−ax sin pxdx
π 0
r
d 2 p
[F s [ f (x)]] = −
dp π p2 + a2

Integrating with respect to p, we get

r Z ∞ r Z
2 p 2 2p 1
Fc [ f (x)] = − dp = − d p = − √ log(p2 + a2 ).
π 0 p +a
2 2 π p +a
2 2
2π
e−ax 1
Fc [ ] = − √ log(p2 + a2 )
x 2π
We know that Fourier cosine transform of f (x) is given by
r Z ∞
2
Fc [ f (x)] = f c (p) = f (x) cos pxdx
π 0
r Z ∞
2 h e−ax − e−bx i h e−ax − e−bx i
cos pxdx = Fc
π x x
r Z0 ∞
2 h e−ax − e−bx i e−ax e−bx
cos pxdx = Fc − Fc
π 0 x x x
r Z ∞
2 h e−ax − e−bx i 1 1
cos pxdx = − √ log(p2 + a2 ) + √ log(p2 + b2 )
π 0 x 2π 2π
r Z ∞
2 h e−ax − e−bx i 1 p2 + b2
cos pxdx = √ log 2
π 0 x 2π p + a2
1 p2 + b2
= log 2
2 p + a2
s
Z ∞ h −ax
e − e−bx i p2 + b2
cos pxdx = log .
0 x p2 + a2
e−2x
Note. Find the Fourier sine transform of x
.
h i q p
−2x
Putting a = 2 in the above problem, we get Fs e x = 2
π
tan−1 2
.

Example 17.2.6. Find the Fourier sine and cosine transform of


0<x<1

1,



f (x) = 


x>1

0,


Solution. Fourier Sine Transform. By definition,

r Z ∞
2
F s [ f (x)] = f (x) sin pxdx
π 0
r Z 1 Z ∞
2
= f (x) sin px + f (x) sin pxdx
π 0 1
r Z 1 Z ∞
2
= 1. sin px + 0. sin pxdx
π 0 1
r
2 cos px 1
= − +0
π p 0
r
21
= − (cos p − 1)
πp
1 − cos p
F s [ f (x)] = .
p
Fourier Cosine Transform. By definition,

r Z ∞
2
Fc [ f (x)] = f (x) cos pxdx
π 0
r Z 1 Z ∞
2
Fc [ f (x)] = f (x) cos px + f (x) cos pxdx
π 0 1
r Z 1 Z ∞
2
Fc [ f (x)] = 1. cos px + 0. cos pxdx
π 0 1
r
2 sin px 1
= +0
π p 0
r
21
= (sin p − 0)
πp
r
2 sin p
F s [ f (x)] = .
π p

Example 17.2.7. Find the Fourier cosine transform of f (x) defined by f (x) = 1
1+x2
and hence
find the Fourier sine transform of f (x) = x
1+x2
.
Solution. r Z ∞
2
Let I = Fc [ f (x)] = f (x) cos pxdx
π 0
r Z ∞
2 1
= cos pxdx
π 0 1 + x2
Differentiating both sides with respect to p, we get

r Z ∞
d 2 x sin px
Fc [ f (x)] = − dx
dp π 0 1 + x2
r Z ∞
2 x2 sin px
= − dx
π 0 x(1 + x2 )
r Z ∞
2 1 1
= − − sin pxdx
π 0 x x(1 + x2 )
r Z ∞ Z ∞
2h sin px x sin px
= − dx + dx
π 0 x 0 x(1 + x2 )
r
2h π
Z ∞
sin px i
= − + dx
π 2 0 x(1 + x2 )

r Z ∞
d2 2 cos px
[Fc [ f (x)]] = dx = Fc [ f (x)]
d p2 π 0 1 + p2
which gives (D2 − 1)Fc [ f (x)] = 0, whose general solution is Fc [ f (x)] = c1 e p + c2 e−p . When
p = 0, r Z ∞ r r
2 π π
r
2 1 2
Fc [ f (x)] = dx = (tan (x))0 =
−1 ∞
. =
π 0 1+x 2 π π 2 2
π
r
c1 + c2 = (17.2.1)
2
Also r
d 2
[Fc [ f (x)] = − , (when p = 0)
dp π

r
2
c1 + c2 = − (17.2.2)
π
q
From (20.2.1) and (17.2.2), we have c1 = 0 and c2 = 2
π
r
2 −p
∴ I = Fc [ f (x)] = e .
π
Now, r
dI 2 −p
=− e
dp π
Since r Z ∞
dI 2 x sin px h x i
=− dx = −F s
dp π 0 1 + x2 1 + x2
r r
2 −p h x i h x i 2 −p
∴− e = −F s ⇒ Fs = e .
π 1+x 2 1+x 2 π
Example 17.2.8. Find the Fourier sine transform of f (x) defined by f (x) = 1
x(x2 +a2 )
and hence
deduce Fourier cosine transform of f (x) = 1
x2 +a2
.
Solution. r Z ∞
2
Let F s [ f (x)] = f (x) sin pxdx
π 0
r Z ∞
2 1
= sin pxdx
π 0 x(x + a2 )
2

r Z ∞
d 2 cos px
[F s [ f (x)]] = dx (17.2.3)
dp π 0 x 2 + a2
Z ∞
1
2ye−(x +a )y dy =
2 2 2
S ince
0 x2 + a2
Now multiplying both sides by cos px and then integrating the resulting function from 0 to ∞,
with respect to x, we get

r Z ∞ r Z ∞Z ∞
2 cos px 2
cos px2ye−(x +a )y dydx
2 2 2
dx =
π 0 x +a
2 2 π
r Z0 ∞ 0
2 hZ ∞ 2 2
−a2 y2
i
= 2ye e−x y cos pxdx dy
π 0 0
Now, let Z ∞
2 2
S = e−x y cos pxdx
0

Z ∞
dS 2 2
= e−x y (−x sin px)dx
dp 0
Z ∞
1 2 2
= 2
2y2 e−x y (−x sin px)dx
2y 0
Z ∞
1 2 −x2 y2
= −2xy e sin pxdx
2y2 0
1 h −x2 y2 ∞ Z ∞ 2 2 i
= e sin px − e−x y
p cos pxdx
2y2 0
0
1 h
= 0 − pS ]
2y2
dS pS
= − 2
dp 2y
dS dp
= −p 2
S 2y
p2
Integrating log S = − 2 + log c1
4y
p2
−
= log e 4y2 + log c1
p2
−
∴ S = c1 e 4y2
When p = 0, √
∞
π
Z
−x2 y2
S = e dx =
0 2y
√
π
∴ c1 = .
2y

Hence √
∞
π p2
Z
−x2 y2
S = e cos pxdx = . − 4y2 .
0 2y e
r Z ∞ r Z ∞ √
2 cos px 2 −a2 y2 π p2
∴ dx = 2ye . − dy
π 0 x 2 + a2 π 0 2y e4y2

√ Z ∞ −a2 y2 + p22 2
= 2 e 4a y
dy
0
√
√ π −2 2ap a2
= 2. e
r Z ∞ 2a
πe
r −pa
2 cos px
dx = .
π 0 x +a
2 2 2 a
π e−pa
r
d
∴ F s [ f (x)] = .
ds 2 a
Integrating both sides with respect to p, we get
√ Z √ −pa √
π π e π
F s [ f (x)] = √ e dp = √ .
−pa
+ c2 = − √ e−pa + c2
a 2 a 2 −a a2 2
When p = 0, we have r Z ∞
2
F s [ f (0)] = f (x).0dx = 0
π 0
√
π
∴ c2 = √
a2 2
Hence √ √
π −pa π π
r
F s [ f (x)] = − 2 √ e + √ = [1 − e−pa ].
a a 2
a 2 2
If f (x) = 1
x2 +a2
, then
r Z ∞ r
2 π −pa π −pa
r
2 cos px
Fc [ f (x)] = dx = . e = e
π 0 x +a
2 2 π 2a 2
Example 17.2.9. Find the Fourier cosine transform of e−x .

2

Solution. Let r Z ∞
2 2
I = Fc [ f (x)] = e−x cos pxdx.
π 0
r Z ∞
dI 2 2
= e−x (−x sin px)dx
dp π 0
r
2 1 ∞
Z
dI 2
= . (−2xe−x ) sin pxdx
dp π 2 0
Z ∞
1 h −x2 2
= √ (e sin px)0 − ∞
pe−x cos pxdx
2π Z 0
∞
p 2
= −√ e−x cos pxdx
2π 0
dI p
= − √ .I
dp 2π
dI p
= − √ dp
I 2π
p
Integrating, log I = − √ + log c
2 2π
p2
−
I = ce .
√
2 2π
If p = o, then √
∞
π
Z
−x2
I= e dx = .
0 2
√
π
∴ =c
2 √
π − √p2
Hence I = e 2 2π
2
√
π − √p2
i, e., Fc [ f (x)] = e 2 2π .
2
Example 17.2.10. Find the Fourier cosine and sine transform of e−ax , a > 0 and hence evaluate
R ∞ px R ∞ p sin px
(i) 0 acos
2 +p2 d p and (ii) 0 a2 +p2
dp

r Z ∞
2
Fc [ f (x)] = cos pxdx
π 0
r Z ∞
2
Fc [e )] =
−ax
e−ax cos pxdx
π 0
r
2 a
Fc [e−ax )] = .
π a2 + p2
r Z ∞
2
F s [ f (x)] = sin pxdx
π 0
r Z ∞
2
F s [e−ax )] = e−ax sin pxdx
π 0
r
2 p
F s [e−ax )] = .
π a2 + p2
(i)Now by the inverse Fourier cosine transform, we have

r Z ∞
2
f (x) = Fc [ f (x)] cos pxdx
π 0
r Z ∞r
2 2 a
f (x) = cos pxdx
π 0 π a2 + p2
2a ∞ cos px
Z
e−ax = dx
π 0 a2 + p2
∞
π −ax
Z
cos px
i.e., dx = e .
0 a2 + p2 2a
(ii)Now by the inverse Fourier sine transform, we have

r Z ∞
2
f (x) = F s [ f (x)] sin pxdx
π 0
r Z ∞r
2 2 p
f (x) = sin pxdx
π 0 π a2 + p2

2 ∞ p sin px
Z
e = −ax
dx
π 0 a2 + p2
∞
π −ax
Z
p sin px
i.e., dx = e .
0 a2 + p2 2
Note. Find the Fourier cosine and sine transform of f (x) = e−x . Put a = 1 in the above problems,
we get Fc [ f (x)] = 1
1+p2
and F s [ f (x)] = p
1+p2
Example 17.2.11. Find the Fourier sine transform of x

x2 +a2
and Fourier cosine transform of 1
a2 +x2
.
Solution. We have r
2 p
F s [e −ax
)] = .
π a2 + p2
The inverse Fourier sine transform of e−ax is
r Z ∞
2
f (x) = F s [ f (x)] sin pxd p
π 0
r Z ∞
2
f (x) = F s [e−ax ] sin pxd p
π 0
r Z ∞r
2 2 p
f (x) = sin pxd p
π 0 π a2 + p2
2 ∞ p sin px
Z
e−ax = dp
π 0 a2 + p2
∞
π −ax
Z
p sin px
i.e., dp = e .
0 a2 + p2 2
Changing p to x and x to p, we get
∞
π −ap
Z
x sin xp
dx = e .
0 a2 + x 2 2
Hence
h x i π −ap
Fs = e .
x 2 + a2 2

Also we have r
2 a
Fc [e−ax )] = .
π a2 + p2
The inverse Fourier sine transform of e−ax is
r Z ∞
2
f (x) = Fc [ f (x)] cos pxd p
π 0
r Z ∞
2
f (x) = Fc [e−ax ] cos pxd p
π 0
r Z ∞r
2 2 1
f (x) = cos pxd p
π 0 π a2 + p2
2a ∞ cos px
Z
e−ax = dp
π 0 a2 + p2
∞
π −ax
Z
cos px
i.e., dp = e .
0 a2 + p2 2a
Changing p to x and x to p, we get
∞
π
Z
cos xp
dx = e−ap .
0 a +x
2 2 2a
Hence
h 1 i π
Fc = e−ap .
x +a
2 2 2a
Example 17.2.12. Find the Fourier sine transform of f (x) = xm−1 , 0 < m < 1.
Solution. r Z ∞
2
F s [ f (x)] = sin pxdx
π 0
r Z ∞
2
F s [xm−1 ] = xm−1 sin pxdx
π 0

We know that
Z ∞ h e−st i∞
e−xt sin pxdx =(−t sin px − p cos px)
0 t 2 + p2 0
p
= 2
t + p2
Z ∞
1h i
e−xt sin pxdx = (t − ip)−1 − (t + ip)−1
0 2i
Differentiating both sides with respect to t, m − 1 times, we get

r Z ∞
2 1 h i
(−1)m−1 xm−1 e−xt sin pxdx = (−1)m−1 (m − 1)! (t − ip)−m − (t + ip)−m
π 0 2i
Put t = r cos θ and p = r sin θ we get

r Z ∞
2
(−1)m−1 xm−1 e−xt sin pxdx = (−1)m−1 (m − 1)!r−m sin mθ
π 0
1
−1 p

= (−1)m−1 (m − 1)! sin m tan
(t2 + p2 ) 2
m
t
1
Since r = (t2 + p2 ) 2 and p
t
= tan θ.
∞
π (m − 1)!
Z r
−1 p

∴ x m−1 −xt
e sin pxdx = sin m tan .
2 (t2 + p2 ) 2
m
0 t
Now taking t = 0, we get
∞
π (m − 1)!
Z r
mπ
xm−1 sin pxdx = sin
0 2 pm 2
. Thus
π Γ(m)
r
mπ
F s [ f (x)] = sin
2 pm 2
.
Example 17.2.13. Find the Fourier sine and cosine transform of 2e−5x + 5e−2x .

Solution. (i) We have r

2 p
F s [e
−ax
]= .
π a2 + p2
∴ F s [2e−5x + 5e−2x ] = F s [2e−5x ] + F s [5e−2x ]

r r
2 2p 2 5p
= +
π 25 + p 2 π 4 + p2
r
2 h 2p 5p i
∴ F s [2e−5x + 5e−2x ] = +
π 25 + p2 4 + p2
(i) We have r
2 a
Fc [e−ax ] = .
π a2 + p2
∴ Fc [2e−5x + 5e−2x ] = Fc [2e−5x ] + Fc [5e−2x ]

r r
2 10 2 10
= +
π 25 + p2 π 4 + p2
r
2h 1 1 i
∴ Fc [2e−5x + 5e−2x ] = 10 +
π 25 + p2 4 + p2
Example 17.2.14. Find the Fourier sine and cosine transform of (i) xn−1 , (ii) √1 ,
x
and (iii) x.
Solution. r Z ∞
2
F s [xn−1 ] = xn−1 sin pxdx
π 0
r Z ∞
2
Fc [x ] =
n−1
xn−1 cos pxdx
π 0
r Z ∞
2
Fc [x n−1
] + iF s [x n−1
] = xn−1 (cos px + i sin px)dx
π 0
r Z ∞
2
= xn−1 eipx dx
π 0
r Z ∞
2 −t n−1 dt
= e−t − , Puttingipx = −t
π 0 ip ip

r ∞
2 (−1)n
Z
Fc [x n−1
] + iF s [x n−1
] = e−t tn−1 dt
π (ip)n 0
r
2
2 (i) n
= Γ(n)
π in pn
r
2 in
= Γ(n)
π pn
r
2 1 nπ nπ
= cos + i sin
π pn 2 2
Equating real and imaginary parts on both sides, we get

r r
2 Γ(n) nπ 2 Γ(n) nπ
Fc [xn−1 ] = cos and F s [xn−1 ] = sin
π p n 2 π p n 2
(ii) Put n = 1
2
in the above result, we have
√
2 Γ( 2 )
r 1
r
h 1 i π 2 π 1
Fc √ = cos = √ = √ .
x π p2 1
4 π p p
√
2 Γ( 2 )
r 1
r
h 1 i π 2 π 1
Fs √ = sin = √ = √ .
x π p2 1
4 π p p
(iii) Putting n = 2 in the above result
r r
2 Γ(2) 2 1
Fc [x] = cos π = − .
π p2 π p2
and r
2 Γ(2)
F s [x] = sin π = 0.
π p2
Example 17.2.15. Show that (i) F s [x f (x)] = − ddp [Fc (p)] and (ii) Fc [x f (x)] = d
dp
[F s (p)].
Solution. (i) We have r Z ∞

2
Fc (p) = f (x) cos pxdx
π 0


r Z ∞ r Z ∞
d 2 2
[Fc (p)] = f (x)(−x sin px)dx = − [x f (x)] sin pxdx = −F s [x f (x)]
dp π 0 π 0
d
∴ F s [x f (x)] = − [Fc (p)].
dp
(ii) We have r Z ∞
2
F s (p) = f (x) sin pxdx
π 0
r Z ∞ r Z ∞
d 2 2
[F s (p)] = f (x)(x cos px)dx = [x f (x)] cos pxdx = −Fc [x f (x)]
dp π 0 π 0
d
∴ Fc [x f (x)] = [F s (p)].
dp
2 x2
Example 17.2.16. Find the Fourier cosine transform of e−a and hence evaluate Fourier sine
transform of xe−a x .
2 2
Solution. r Z ∞
−a2 x2 2 2 2
Fc [e ] = e−a x cos pxdx
π 0
r Z ∞
2 2 2
= R.P o f e−a x eipx dx
π
r Z0 ∞
2
e−a x +ipx dx
2 2
= R.P o f
π 0
r √
2 π − p22
= . e 4a
π 2a
2 2 1 − p2
Fc [e−a x ] = √ e 4a2 .
a 2
We know that
d h i
F s [x f (x)] = − Fc [ f (x)]
dp

2 2 d h 2 2
∴ F s [xe−a x ] = − Fc [e−a x ]
dp
d h 1 − p22 i
= − √ e 4a
dp a 2
1 p2 p
= − √ e− 4a2 − 2
a 2 2a
2 2 p −p
2
∴ F s [xe−a x ] = √ e 4a2 .
a3 2 2
R∞ x∼mx
Example 17.2.17. Find the Fourier sine transform of e−|x| and hence evaluate 0 1+x2
dx.
Solution. r Z ∞
2
F s [e−|x| ] = e−|x| sin pxdx
π 0
r Z ∞
2
= e−x sin pxdx
π 0
r
2 h e−x i∞
π 1 + p2 0
r
2 p
= .
π 1 + p2
Taking the inverse sine transform,

r Z ∞
2
f (x) = F s [ f (x)] sin pxd p
π 0
r Z ∞r
2 2 p
e−x = sin pxd p
π 0 π 1 + p2
2 ∞ p
Z
e−x = sin pxd p
π 0 1 + p2
∞
π −x
Z
p
sin pxd p = e
0 1 + p2 2
R∞ R∞
Changing x to m, 0
p
1+p2
sin pmd p = π2 e−m . Hence 0
p
1+p2
sin xmdx = π2 e−m by changing the
dummy variable p by x.

Example 17.2.18. Show that the Fourier sine transform of

for, 0 < x < 1





 x,


f (x) = 

for, 1 < x < 2


2 − x,



for, x > 2


0,

q R
2 ∞
is π 0
2 sin p(1−cos p)
p2
.
r Z ∞
2
π 0
r Z ∞
2h 1
Z Z 2 i
F s [ f (x)] = f (x) sin pxdx + f (x) sin pxdx + f (x) sin pxdx
π
r Z0 1 Z 2
1 2
2 h i
= x sin pxdx + (2 − x) sin pxdx
π 0 1
r
2 hh cos px sin px i1 h cos px sin px i2 i
= x − − 1. − + (2 − x) − − (−1). −
π p p2 0 p p2 1
r
2 h cos p sin p sin 2p cos p sin p i
= − + 2 − + + 2
π p p p2 p p
r
2 h 2 sin p sin 2p i
= −
π p2 p2
r
2 h 2 sin p 2 sin p cos p i
= −
π p2 p2
r
2 sin p
F s [ f (x)] = 2 (1 − cos p).
π p2

Example 17.2.19. Find the Fourier cosine transform of

for, 0 < x < 1





 x,


f (x) = 

for, 1 < x < 2


2 − x,



for, x > 2


0,

r Z ∞
2
π
r Z0 1 Z 2 Z ∞
2h i
= f (x) cos pxdx + f (x) cos pxdx + f (x) cos pxdx
π
r Z0 1 Z 2
1 2
2 h i
= x cos pxdx + (2 − x) cos pxdx
π 0 1
r
2 hh sin px cos px i1 h sin px cos px i2 i
= x − 1. − + (2 − x) − (−1). −
π p p2 0 p p2 1
r
2 h sin p cos p 1 cos 2p sin p cos i
= + 2 − 2− − + 2
π p p p p2 p p
r
2 2 cos p cos 2p
h 1 i
= − − 2
π p2 p 2 p
r
2 h 2 cos p − cos 2p − 1 i
Fc [ f (x)] =
π p2
r
2 h 2 cos p − (2 cos2 p − 1) − 1 i
Fc [ f (x)] =
π p2
r
2 h 2 cos p − 2 cos2 p i
=
π p2
r
2 cos p
Fc [ f (x)] = 2 (1 − cos p).
π p2
Example 17.2.20. Find the Fourier cosine transform of e−ax cos ax, a > 0 and Fourier sine
transform of e−ax sin ax.

Solution. (i)
r Z ∞
2
π 0
r Z ∞
2
= e−ax cos ax cos pxdx
π
r Z0 ∞
2 h cos(a + p)x + cos(a − p)x i
= e−ax dx
π 0 2
r Z ∞
2 1h a a i a
= . + 2 , since eax cos bxdx = 2
π 2 a + (p + a)
2 2 a + (p − a) 2
0 a + b2
r
2 a(p2 + 2a2 )
= .
π (p2 + 2ap + 2a2 )(p2 − 2ap + 2a2 )
(i)
r Z ∞
2
π 0
r Z ∞
2
= e−ax sin ax sin pxdx
π
r Z0 ∞
2 h cos(a − p)x − cos(a + p)x i
= e−ax dx
π 0 2
r
2 1h a a i
= . −
π 2 a2 + (p − a)2 a2 + (p + a)2
1 4a2 p
= √ .
2π (p− 2ap + 2a2 )(p2 + 2ap + 2a2 )
Example 17.2.21. Find the Fourier sine and cosine transform of


k, if 0 < x < a




f (x) = 


0, if x > a




Solution. r Z ∞
2
π 0
r Z a Z ∞
2h i
= k sin pxdx + 0. sin pxdx
π 0 a
r
2 cos px a
= k −
π p 0
r
2
= k (− cos ap + 1)
π
r
2 1 − cos ap
F s [ f (x)] = k
π p
r Z ∞
2
π 0
r Z a Z ∞
2h i
= k cos pxdx + 0. cos pxdx
π 0 a
r
2 sin px a

= k
π p 0
r
2 sin ap − 0
= k
π p
r
2 sin ap
Fc [ f (x)] = k .
π p
Example 17.2.22. Find Fourier sine and cosine transform of xe−ax .
Solution. Fourier sine transform. We know that
d
F s [x f (x)] = − [Fc [ f (x)]]
dp
d
F s [xe−ax ] = − [Fc [e−ax ]]
dp
r
d h 2 a i
= −
dp π a2 + p2
r
2 1
F s [x f (x)] = − a − 2 .2p
π (a + p )
2 2

r
2 2ap
F s [xe −ax
] = . 2 .
π (a + p2 )2
Fourier cosine transform. We know that
d
Fc [x f (x)] = [F s [ f (x)]]
dp
d
Fc [xe−ax ] = [F s [e−ax ]]
dp
r
d h 2 p i
=
dp π a2 + p2
r
2 (a2 + p2 ).1 − p.2p
=
π (a2 + p2 )2
r
2 a2 − p2
Fc [xe−ax ] = . .
π (a2 + p2 )2
Example 17.2.23. Find the inverse Fourier sine transform f (x) of f s (p) = pn e−ap .
Solution. From the inverse Fourier sine transform, we have

r Z ∞ r Z ∞
2 2
f (x) = f s (p) sin pxd p = pn e−ap sin pxd p
π 0 π 0
We know that Z ∞
x
e−ap sin pxdx = .
0 a2 + x2
Differentiating both sides with respect to a, n times, we get
∞
dn x
Z
(−1) n
e−ap pn sin pxd p =
0 dan a2 + x2
dn h 1 1 1 i
= −
dan 2i a − ix a + ix
1h i
= (−1)n n!(a − ix)−n−1 − (−1)n n!(a + ix)−n−1
2i
(−1)n n! h i
= (a − ix)−n−1 − (a + ix)−n−1
2i

Put x = r sin θ and a = r cos θ. Then r2 = x2 + a2 , and θ = tan−1 x
a

Now a − ix = r(cos θ − i sin θ).
∴ (a − ix)−(n+1) = r−(n+1) [cos(n + 1)θ + i sin(n + 1)θ]
Similarly,
(a + ix)−(n+1) = r−(n+1) [cos(n + 1)θ − i sin(n + 1)θ]
∴ (a − ix)−(n+1) − (a + ix)−(n+1) = 2ir−(n+1) sin(n + 1)θ.
∞
(−1)n n! −(n+1)
Z
(−1)n
e−ap pn sin pxd p = 2ir sin(n + 1)θ
0 2i
= (−1)n n!r−(n+1) sin(n + 1)θ
Z ∞
1
(−1)n
e−ap pn sin pxd p = (−1)n n! n+1
sin(n + 1)θ
0 (r2 ) 2
∞
n! sin(n + 1)θ
Z
∴ e−ap pn sin pxd p = .
(x2 + a2 )
n+1
0 2
Hence r
2 n! sin(n + 1)θ
f (x) = .
π (x2 + a2 ) n+1
2
Example 17.2.24. Find the inverse Fourier cosine transform f (x) of Fc [ f (x)] = pn e−ap .
Solution. From the inverse Fourier cosine transform, we have

r Z ∞ r Z ∞
2 2
f (x) = f c (p) cos pxd p = pn e−ap cos pxd p
π 0 π 0
We know that Z ∞
a
e−ap cos pxdx = .
0 a2 + x2

Differentiating both sides with respect to a, n times, we get
∞
dn a
Z
(−1) n
e−ap pn cos pxd p =
0 dan a2 + x2
dn h 1 1 1 i
= +
dan 2 a − ix a + ix
1h i
= (−1)n n!(a − ix)−n−1 + (−1)n n!(a + ix)−n−1
2
∞
(−1)n n!
Z
(−1)n e−ap pn cos pxd p = cos(n + 1)θ Re f er Example 2.1.23
rn+1
Z0 ∞
n!
∴ e−ap pn cos pxd p = cos(n + 1)θ
rn+1
Z0 ∞
n!
i.e., e−ap pn cos pxd p = cos(n + 1)θ
(a2 + x2 ) 2
n+1
0
r
2 n!
∴ f (x) = cos(n + 1)θ.
π (a2 + x2 ) n+1
2
Example 17.2.25. Find the inverse Fourier cosine transform f (x) of



p
, when p < 2a
 1
a −



 2a 2
f c (p) = 



0,

 when p ≥ a
Solution. r Z ∞
2
f (x) = f (p) cos pxd p
π 0 c
r Z 2a Z ∞
2h 1 p i
= a− cos pxd p + 0. cos pxd p
π 0 2a 2 2a
r Z 2a
2 1 p
= . a− cos pxdxp
π 2a 0 2
1 h p sin px 1 cos px i2a
= √ a− − − −
a 2π 2 x 2 x2 0
1 h 1 cos 2ax 1 i
= √ 0− +
a 2π 2 x2 2x2

1 1 − cos 2ax
= √
a 2π 2x2
1 2 sin2 ax
= √
a 2π 2x2
1 sin2 ax
f (x) = √ .
a 2π x2
e−ap
Example 17.2.26. Find the inverse Fourier cosine transform f (x) of F s (p) = p
and hence

deduce F s−1 1p

r Z ∞
2
f (x) = f (p) sin pxd p
π 0 s
r Z ∞
2 e−ap
f (x) = sin pxd p (17.2.4)
π 0 p
Differentiating with respect to x, we get
r Z ∞
df 2 e−ap
= (p cos px)d p
dx π 0 p
r Z ∞
df 2
= e−ap cos pxd p
dx π 0
r
2 h e−ap i∞
= (−a cos px + x sin px)
π a2 + x2 0
r
df 2 a
=
dx π a2 + x 2
Integrating,
r Z
12
f (x) = a dx
π
+ x2 a2
r
2 1 −1 x
= a. tan +c
π a a

r
2 x
f (x) = tan− +c (17.2.5)
π a
From (20.2.4), at x = 0, f (0) = 0
(20.2.6) ⇒ f (0) = 0 + c ⇒ c = 0.
r
2 x
f (x) = tan−1 .
π a
Deduction. Putting a = 0 in the above equation, we get
r
2 π π
r
1
f (x) = F s−1 = . = .
p π 2 2
Example 17.2.27. Find the inverse Fourier cosine transform of sin ap

p
.
Solution. From the inverse Fourier cosine transform, we have

r Z ∞
2
f (x) = f (p) cos pxd p
π 0 c
r Z ∞
2 sin ap
= cos pxd p
π 0 p
r
2 1 ∞ 2 sin ap
Z
= . cos pxd p
π 2 0 p
Z ∞
1 1
f (x) = √ [sin(a + x)p + sin(a − x)p]d p
2π 0 p
∞
sin(a + x)p ∞
Z Z
1 h sin(a − x)p i
f (x) = √ dp + dp
2π 0 p 0 p

π π

 √2π . 2 + 2 , if a − x > 0


 1

f (x) = 

 √12π . π2 − π2 ,

if a − x > 0



R∞
Since 0
sin ax
x
dx = π2 , when a > 0

408 17.3. Problems Related to Integral Equations (Fourier Transforms)
Hence 
 √2π , if x > a


 1

f (x) = 


if x < a

0,


Example 17.2.28. Find f (x) if its Fourier sine transform is e−ap

r Z ∞
2
f (x) = f (p) sin pxd p
π 0 s
r Z ∞
2
= e−ap sin pxd p
π 0
r
2 h e−ap i∞
= (−a sin px − p cos px)
π a2 + p2 0
r
2 p
f (x) = . 2 .
π p + a2
17.3 Problems Related to Integral Equations (Fourier

Transforms)

R∞
Example 17.4.1. Solve the integral equation 0
f (x) cos(λx)dx = e−λ
Solution. Z ∞
Let f (x) cos(λx)dx = e−λ (17.4.1)
0
r Z ∞ r
2 2 −λ
∴ f (x) cos(λx)dx = e .
π 0 π
r
2 −λ
∴ f c (λ) = e .
π

By Fourier cosine inversion formula, we have

r Z ∞
2
f (x) = f (λ) cos(λx)dλ
π 0 c
r Z ∞ r
2 2 −λ
= (λ) e cos(λx)dλ
π π
Z ∞0
2
= e−λ cos(λx)dx
π 0
2 h e−λ i∞
= (− cos λx + x sin λx)
π 1 + x2 0
2 1
f (x) = . .
π 1 + x2
R∞ cos λx
Example 17.4.2. Show that 0 1+λ2
dλ = π2 e−x , x > 0.

Z ∞
1
e−x cos λxdx =
1 + λ2
r Z0 ∞ r
2 2 1
e−x cos λxdx =
π 0 π 1 + λ2
r
2 1
⇒ Fc [e−x ] =
π 1 + λ2
By Fourier cosine inversion formula, we have

r Z ∞r
2 2 1
e−x = cos λxdλ
π 0 π 1 + λ2
2 ∞ cos λx
Z
= dλ
π 0 1 + λ2
∞
cos λx π
Z
dλ = e−x .
0 1+λ 2 2

Example 17.4.3. Solve for F(x) the integral equation





 1, 0≤t≤1
Z ∞ 


F(x) sin xtdx = 


 2, 1≤t≤2
0 





0,
 t≥2
Solution. Let Z in f ty
F(x) sin pxdx = f (p).
0






1, 0≤t≤1


∴ f (t) = 



2, 1≤t≤2





0,
 t≥2
r Z ∞ r
2 2
F(x) sin xtdx = f (t) = F s (t).
π 0 π
By Fourier sine inversion formula, we have
r Z ∞
2
f (x) = F s (p) sin xtdt
π 0
r Z ∞r
2 2
= f (t) sin xtdt
π 0 π
2 ∞
Z
= f (t) sin xtdt
π 0
Z ∞
2h 1
Z Z 2 i
= 1. sin xtdt + 2. sin xtdt + 0. sin xtdt
π 0 1 2
2 h cos xt 1 cos xt 2 i
= − −2
π x 0 x 1
2 h cos x 1 2 cos 2x 2 cos x i
= − + − +
π x x x x
2 1 + cos x − 2 cos 2x
= .
π x

17.5. Exercises 411
17.5 Exercises
1. Find Fourier sine transform of f (x) = 1x .

2. Find the Fourier cosine transform of the function f (x), if
 
0<x<1
 
cos x, sin x, 0≤x≤a


 


(i) f (x) =  (ii) f (x) = 
 

 

0,

 x≥1 0,

 x≥a
3. Find the Fourier sine and cosine transform of the function f (x) = e−2x + 4e−3x .
eax +e−ax
4. Find the Fourier sine and cosine transform of the function f (x) = eπx −e−πx
.
5. Find the sine transform of f (x) defined by f (x) = 1
eπx −e−πx
and hence deduce that F s (csc hπx) =
p
1
2
tanh 2
.
6. Find the cosine transform of a function of x which is unity for 0 < x < a and zero for x > a.
q
What is the function whose cosine transform is 2 sin ap
π p
.
Answers.
1. π2 .
p
h i h cos(1+p) cos(p−1) i
2. (i) √12π sin(1+p)
1+p
+ sin(1−p)
1−p
; (ii) √1
2π
− 1+p + p−1 + p+1 1
− 1
p−1
.
q q
3. 2
π p2 +4
p
+ p4p2 +9 ;
2 2
− 12 .
q π pp +4− p p +9
2 2
p −p e 2 +e 2
4. √12π e p +ee−p−e+2 cos a ; 2
π 2 cos a+e p +e−p
cos a2 .
q
2 e p −1
5. .
π 4(e p +1)
.
q
6. π
. p ; f (x) = 1 when x < a and f (x) = 0, when x > a.
2 sin ap

412
UNIT-IV
Lesson 18
CONVOLUTION
Learning Objectives
• use convolution theorem and Parseval’s identity in Fourier transform
• solve problems using Parseval’s identity
• solve problems related to finite Fourier transform.
18.1 Introduction
I
n this Lesson, we discuss convolution concept and related results with illustrated worked out
examples.
R∞
Definition 18.1.1. The function H(x) = F ∗ G = √1
2π −∞
F(u)G(x − u)du is defined as the
Convolution or Falting of two integrable functions F and G over the interval (−∞, ∞).
Theorem 18.1.1. If F [ f (x)] and G [ f (x)] are the Fourier transforms of the functions f (x) and
g(x) respectively, then the Fourier transform of the convolution of f (x) and g(x) is the product
of their Fourier transform.
i.e., F [ f (x) ∗ g(x)] = F [ f (x)].F [g(x)].

414 18.2. Parseval’s Identity for Fourier Transforms
Proof. We have
h 1 Z ∞ i
F [ f (x) ∗ g(x)] = F √ f (u)g(x − u)du
2π −∞
Z ∞h Z ∞
1 1 i
F [ f (x) ∗ g(x)] = √ √ f (u)g(x − u)du eipx dx
2π
Z ∞−∞ h 2π Z ∞ −∞
1 i
= f (u) g(x − u)eipx dx du by changing the order of integration
2π −∞ −∞
Z ∞
1
= f (u)F [g(x − u)]du
2π −∞
Z ∞
1
= f (u)eiup F [g(x)]du, by using shifting theorem
2π −∞
Z ∞
1
= F [g(x)]. f (u)eiup du
2π −∞
Z ∞
1
= F [g(x)]. f (x)eixp dx, by changing the dummy variable u by x
2π −∞
= F [g(x)].F [ f (x)]
F [ f (x) ∗ g(x)] = F [ f (x)].F [g(x)].
18.2 Parseval’s Identity for Fourier Transforms
Theorem 18.2.1. Parseval’s Theorem or Rayleigh’s Theorem. If f (p) and g(p) are Fourier
transform of f (x) and g(x) respectively. Then
R∞ R∞
(i) −∞
f (p)g(p)d p = −∞
f (x)g(x)dx
R∞ R∞
(ii) −∞
| f (x)|2 dx = −∞
| f (p)|2 d p. where bar denotes the complex conjugate.

18.2. Parseval’s Identity for Fourier Transforms 415
Proof. By the inversion formula for Fourier transform, we have

Z ∞
1
g(x) = √ g(p)e−ipx d p
2π −∞
Taking conjugate complex on both sides, we get

Z ∞
1
g(x) = √ g(p)eipx d p
Z ∞ Z 2π
∞
−∞
h 1 Z ∞ i
∴ f (x)g(x)dx = f (x) √ g(p)eipx d p dx
−∞ −∞ 2π −∞
Z ∞ Z ∞ h 1 Z ∞
1 i
f (x)g(x)dx = √ g(p) √ f (x)eipx dx d p
−∞ 2π −∞ 2π −∞
by changing the order of integration.

Z ∞ Z ∞
f (x)g(x)dx = g(p) f (p)d p, by definition Fourier transform
−∞ −∞
(ii) Putting g(x) = f (x) in the above equation, we get

Z ∞ Z ∞
f (p) f (p)d p = f (x) f (x)dx
−∞ −∞
or Z ∞ Z ∞
| f (p)| d p =
2
| f (x)|2 dx.
−∞ −∞
Note.1 Some authors define the theorem as follows:

Z ∞ Z ∞
1
| f (x)| dx =
2
| f (p)|2 d p.
−∞ 2π −∞
2. Similarly, we can prove the following Parseval’s identities for Fourier sine and cosine

transforms
R ∞ as above. R∞ R∞ R∞
(i) 0 f c (p)gc (p)d p = 0 f (x)g(x)dx; (ii) 0
f s (p)g s (p)d p = 0
f (x)g(x)dx;
R∞ R∞ R∞ R∞
(iii) 0 | f c (p)|2 d p = 0 | f (x)|2 dx; (iv) 0 | f s (p)|2 d p = 0 | f (x)|2 dx;


|x| < a

1,



f (x) = 


|x| > a

0,


R∞ sin2 ax πa
and hence prove that 0 x2
dx = 2
.
Solution. r
2 sin ap
F [ f (x)] = f (p) = . Refer to Example 1.9.1.
π p
Using Parseval’s identity for Fourier transform, we get
Z ∞ Z ∞
| f (x)| dx = 2
| f (p)|2 d p
−∞ −∞
Z ∞
2 sin2 ap
Z a
(1)2 dx = dp
−a −∞ π p2
2 ∞ sin2 ap
Z
2a = dp
π −∞ p2
4 ∞ sin2 ap
Z
2a = dp
π 0 p2
πa
Z ∞ 2
sin ap
2
dp = .
0 p 2


1, |x| < 1




f (x) = 


0, |x| > 1




R∞
and f (p) = 2
p
sin p, using Parseval’s identity, prove that 0
sin2 t
t2
dt = π2 .
Solution. Using Parseval’s identity for Fourier transform, we get

Z ∞ Z ∞
| f (x)| dx =
2
| f (p)|2 d p
−∞ −∞
Z 1 Z ∞
4
(1)2 dx = 2
sin2 pd p
−1 −∞ p
Z ∞ 2
sin p
2 = 4.2 dp
0 p2
Z ∞ 2
sin p 1
2
dp =
0 p 4
Z ∞ 2
sin t 1
or dt = .
0 t2 4


1 − |x|, for |x| < 1




f (x) = 


for |x| > 1

0,


R ∞ sin x 4
Hence deduce that 0 x
dt = π3 .

Z ∞
1
2π −∞
1 h −1
Z Z 1 Z ∞ i
= √ f (x)e dx +
ipx
f (x)e dx +
ipx
f (x)eipx dx
2π −∞ −1 1
Z 1
1
= √ (1 − |x|).eipx dx
2π −1
1 h 1
Z Z 1 i
= √ (1 − |x|) cos pxdx + i (1 − |x|) sin pxdx
2π −1 −1

Z 1
2
= √ (1 − |x|) cos pxdx
2π 0
Z 1
2
= √ (1 − x) cos pxdx since 1 − |x| = 1 − x in (0, a)
2π 0
2 h sin px − cos px ia
= √ (1 − x) − (−1)
2π p p2 0
2 h cos p 1 i
= √ 0− 2 − 0− 2
2π p p
2 1 − cos p
h i
= √
2π p2
r
2 h 1 − cos p i
F [ f (x)] = f (p) = .
π p2

Z ∞ Z ∞
| f (x)| dx =
2
| f (p)|2 d p
−∞ −∞
1 ∞
2 (1 − cos p)2
Z Z
(1 − |x|)2 dx = dp
−1 −∞ π p4
1
4 ∞ 1
Z Z
2 p
2
2 (1 − x)2 dx = 2 sin dp
0 π 0 p4 2
h (1 − x)3 i1 16 ∞ 1
Z
4 p

2 = sin dp
−3 0 π 0 p4 2
16 ∞ 1
Z
2 4 p

= sin dp
3 π 0 p4 2
∞
π
Z
1 4 p

sin dp =
0 p4 2 24
Put p
2
= x. Then d p = 2dx
∞
π
Z
1
4
sin4 x2dx =
0 (2x) 24
π
Z ∞ 4
1 sin x
dx =
8 0 x4 24
π
Z ∞ 4
sin x
4
dx = .
0 x 3

Example 18.3.4. Evaluate the following using Parseval’s identity

R ∞ x2 R∞ 1
(i) 0 (x2 +a2 )2 dx, (a > 0) (ii) 0 (x2 +a2 )2
dx, (a > 0).
Solution. Let f (x) = e−ax , x > 0. Then

q q
F s [ f (x)] = F(p) = π2 p2 +a
p
2 and F c [ f (x)] = F(p) = 2 a
π p2 +a2
(i) Using Parseval’s identity for Fourier transform, we get

Z ∞ Z ∞
| f (x)| dx =
2
|F s (p)|2 d p
Z0 ∞ Z0 ∞
2 p2
|e | dx =
−ax 2
dp
0 π (p + a )
2 2 2
0
∞
2 ∞ p2
Z Z
e−2ax dx = dp
0 π 0 (p2 + a2 )2
e−2ax ∞ 2 ∞ p2
Z
= dp
−2a 0 π 0 (p2 + a2 )2
∞
p2 π
Z
dp = .
0 (p2 + a2 )2 4a
(ii) Using Parseval’s identity for Fourier transform, we get

Z ∞ Z ∞
| f (x)| dx =
2
|Fc (p)|2 d p
Z0 ∞ Z0 ∞
2 a2
|e−ax |2 dx = dp
π (p2 + a2 )2
Z0 ∞
0
Z ∞
2a2 1
e−2ax dx = dp
0 π 0 (p + a )
2 2 2
e−2ax ∞ Z ∞
2a2 1
= dp
−2a 0 π 0 (p + a )
2 2 2
Z ∞
1 2a2 1
= dp
2a π 0 (p + a )
2 2 2
∞
π
Z
1
dp = .
0 (p + a )
2 2 2 4a3

Example 18.3.5. Show that the Fourier transform of


1 − x , |x| < 1


 2

f (x) = 


|x| > 1

0,


R ∞ sin x−x cos x 2 π

is √4
2π
sin p−p cos p
p3
. Using Parseval’s identity prove that 0 x3
dx = 15
.
Solution.
4 sin p − p cos p
F [ f (x)] = f (p) = √ , Refer to Example 1.9.2.
2π p3
Z ∞ Z ∞
| f (x)| dx =
2
| f (p)|2 d p
−∞ −∞
Z 1 Z ∞
16 sin p − p cos p 2
(1 − x2 )2 dx = dp
−1 −∞ 2π p3
1
8 ∞ sin p − p cos p 2
Z Z
2 (1 + x4 − 2x2 )dx = dp
0 π −∞ p3
x5 x 3 i1 16 ∞ sin p − p cos p 2
h Z
2 x+ −2 = dp
5 3 0 π 0 p3
16 ∞ sin p − p cos p 2
Z
16
= dp
15 π 0 p3
π
Z ∞
sin p − p cos p 2
dp =
p3 15
Z0 ∞
sin x − x cos x 2 π
i.e., dx = .
0 x3 15
R∞ π
Example 18.3.6. Using Parseval’s identity, show that 0 dx
(x2 +a2 )(x2 +b2 )
= 2ab(a+b)
.
R∞ π
(or) Evaluate 0 (x2 +a2dx
)(x2 +b2 )
= 2ab(a+b) using transform.
Solution. Let f (x) = e−ax and g(x) = e−bx . Then

r r
2 a 2 b
f c (p) = gc (p) =
π a2 + p2 π b2 + p2

18.4. Exercises 421
Using Parseval’s identity for Fourier cosine transforms, we have

Z ∞ Z ∞
Fc (p)Gc (p)d p = f (x)g(x)dx
0 0
Z ∞r r Z ∞
2 a 2 b
. dp = e−ax e−bx dx
0 π a 2 + p2 π b 2 + p2
Z0 ∞
2ab ∞
Z
dp
dp = e−(a+b)x dx
π 0 (a2 + p2 )(b2 + p2 ) 0
h e−(a+b)x i∞
=
−(a + b) 0
Z ∞
2ab dp 1
dp =
π 0 (a + p )(b + p )
2 2 2 2 a+b
π
Z ∞
dp
dp = .
0 (a + p )(b + p ) 2ab(a + b)
2 2 2 2
18.4 Exercises
Using Parseval’s identity, show that

R∞ 2 π
R∞ π
(1) 0 (x2 +a2x)(x2 +b2 ) = 2(a+b) . (2) 0 =
sin ax 2
x(x2 +a2 ) 2a2
(1 − e−a ).
18.5 Worked out Problems Related to Finite Fourier

Transform
Example 18.5.1. Find the finite Fourier sine and cosine transform of f (x) = 1 in 0 < x < π.
Solution. (i)
Z l pπx
F s [ f (x)] = f (x) sin
dx
l
Z0 π pπx
f s (p) = 1. sin dx
0 π

422 18.5. Worked out Problems Related to Finite Fourier Transform
Z π cos px π cos pπ 1
= sin pxdx = − =− +
0 p 0 p p
1 − cos pπ
F s [ f (x)] = .
p
(ii)
Z l pπx
Fc [ f (x)] = f (x) cos
dx
0 l
Z π pπx
f c (p) = 1. cos dx
0 π
Z π
= cos pxdx
0
sin px π sin pπ
= =
p 0 p
Fc [ f (x)] = 0
Example 18.5.2. Find the finite Fourier sine and cosine transform of f (x), defined by f (x) = x,
where 0 < x < 4.
Solution. (i)
Z l pπx
F s [ f (x)] = f (x) sin dx
0 l
Z 4 pπx
f s (p) = x. sin dx
0 4
h cos pπx sin pπx i4
= x − pπ 4
− 1. − p2 π24
0
4 16
16 16
= − cos pπ + 2 2 sin pπ
pπ pπ
16
F s [ f (x)] = − cos pπ
pπ

18.5. Worked out Problems Related to Finite Fourier Transform 423
(ii)
Z l pπx
Fc [ f (x)] = f (x) cos
dx
0 l
Z 4 pπx
f c (p) = x. cos dx
0 4
h sin pπx cos pπx i4
Fc [ f (x)] = x pπ 4
− 1. − p2 π24
0
4 16
16 16 16
Fc [ f (x)] = sin pπ + 2 2 cos pπ − 2 2
pπ pπ pπ
16
Fc [ f (x)] = 2 2 [(−1) p − 1], whenp > 0
pπ
and if p = 0, Z 4
Fc [ f (x)] = xdx = 8.
0
Example 18.5.3. Find the finite Fourier sine and cosine transforms of f (x), defined by f (x) = 2x,
where 0 < x < 2π
Solution. (i)
Z l pπx
F s [ f (x)] = f (x) sin
dx
0 l
Z 2π px
f s (p) = 2x. sin dx
0 2
h cos px sin px i2π
= 2x − p 2
− 1. − p2 2
0
2 4
h 4π 4 i
= 2 − cos pπ + 2 sin pπ
p p
8π
= (−1) p+1 , if p = 1, 2, 3, ...
p

(i)
Z l pπx
Fc [ f (x)] = f (x) cos
dx
0 l
Z 2π px
f c (p) = 2x. cos dx
0 2
h sin px cos px i2π
= 2x p 2
− 1. − p2 2
0
2 4
h 4π 4 4i
= 2 sin pπ + cos pπ − 0 +
p p2 p2
8
= 2 (cos pπ − 1)
p
8
= 2 ((−1)n − 1), if p = 1, 2, 3, ...
p
Example 18.5.4. Find the finite sine Fourier sine transform of f (x) = x3 in (0, π)
Solution. Z l pπx
l
Z0 π
f s (p) = x3 . sin pxdx
0
h cos px sin px cos px sin px iπ
= x3 − − 3x2 − + 6x − 6
p p2 p3 p4 0
π 3
3π 2
6π 6
= − cos pπ + 2 sin pπ + 3 cos pπ − 4 sin pπ
p p p p
π3 6π
F s [ f (x)] = − + 3 (−1) p , i f p = 1, 2, 3, ..
p p
2
Example 18.5.5. (i) Find the finite Fourier sine transform of f (x) defined by f (x) = 1 − πx ,
where 0 < x < π.
(ii) Show that the finite sine transform of 1 − x
π
is 1p .
Solution. (i)
Z l pπx
0 l

Z π
x 2
f s (p) = 1− . sin pxdx l = π
0 π
h x 2 cos px x 1 sin px 2 cos px iπ
= 1− − −2 1− − − + 2
π p π π p2 π p3 0
2 cos pπ 1 2 1
= − − + 2. 3
π p
2 3 p π p
2 1
= (cos π − 1) +
pπ
3 2 p
2 1
F s [ f (x)] = ((−1) n
− 1) +
p3 π2 p
Z l pπx
l
Z0 π
x
f s (p) = 1 − . sin pxdx l = π
0 π
h x cos px 1 sin px iπ
= 1− − − − −
π p π p2 0
h 1 i
F s [ f (x)] = 0 − − − 0
p
1
F s [ f (x)] = .
p
Example 18.5.6. Find the finite Fourier sine and cosine transforms of f (x) = sin ax in (0, π) .
Solution. Finite Fourier Sine Transform.

Z l pπx
l
Z0 π
f s (p) = sin ax. sin pxdx, l = π
Z0 π h
cos(a − p)x − cos(a + p)x i
= dx
0 2

1 h sin(a − p)x cos(a + p)x iπ

= −
2 a− p a+ p 0
Z πh
1 sin(a − p)π cos(a + p)π i
= −
2 0 a− p a+ p
1
= (0 − 0), if a , b and a, p are integers
2
If a = p, then
Z π
F s [ f (x)] = sin2 xdx, since a = p
0
1 π
Z
= (1 − cos 2px)dx
2 0
1h sin 2px π
= x−
2 2p 0
1
= (π − 0).
2


0, if a , n and a, p are integers



∴ F s [sin ax] = 

 π2 , if a = p




Finite Fourier cosine Transform.

Z l pπx
Fc [ f (x)] = f (x) cos dx
l
Z0 π
f c (p) = sin ax. cos pxdx, l = π
0
Z π h sin(a + p)x + sin(a − p)x i
f c (p) = dx
0 2
1 h − cos(a + p)x − cos(a − p)x iπ

f c (p) = +
2 a+ p a− p 0
1 cos(a + p)π cos(a − p)π

h 1 1 i
= − + − +
2 a+ p a− p a+ p a− p
1 h (−1)a+p (−1)a−p 1 1 i
f c (p) = − + − −
2 a+ p a− p a+ p a− p


− 2 (0) = 0, if a + p is even


 1

Fc [sin ax] = 


2
 12 a+p + a−p
2
= 2a
, if a + p is odd



a2 −p2

if a + p is even

0,



∴ Fc [sin ax] = 


 a22a , if a + p is odd



−p2
π x2
Example 18.5.7. Find the Fourier cosine transform of f (x) defined by f (x) = 3
−x+ 2π
, where
0 < x < π.
Solution. Z l pπx
0 l
Z π
π x2
f c (p) = −x+ cos pxdx, l = π
0 3 2π
h π x2 sin px x cos px 1 sin px iπ
= −x+ − −1+ − + −
3 2π p π p2 π p3 0
1
= 0+0−0− − 2 +0
p
1
Fc [ f (x)] = , p > 0.
p2
If p = 0,
π π x2
Z
Fc [ f (x)] = −x+ dx = 0.
0 3 2π
Example 18.5.8. Find the finite Fourier sine transform of f (x), defined by

π

 x, 0≤x≤


 2
f (x) = 

π

π − x, ≤x≤π



2
Solution. Z l pπx
l
Z0 π
f s (p) = f (x) sin pxdx, l = π
0

π
Z 2
Z π
f s (p) = x sin pxdx + (π − x) sin pxdx
π
0 2
h cos px sin px i π2 h cos px sin px iπ
= x − −1 − + (π − x) − − (−1) − π
p p2 0 p p2 2
π pπ 1 pπ π pπ 1 pπ
= − cos + 2 sin + cos + 2 sin
2p 2 p 2 2p 2 p 2
2 pπ
F s [ f (x)] = 2 sin .
p 2
Example 18.5.9. Find the finite Fourier sine and cosine transform of (i) f (x) = x2 , 0 < x < l
(ii) 
π
0<x<

1,


 2
f (x) = 

π

<x<π

−1,


2
Solution. (i) Finite Fourier sine transform

Z l pπx
0 l
Z l pπx
= x2 sin dx
0 l
h cos pπx sin pπx cos pπx il
= x2 − pπ l − 2x − p2 π2l + 2 p3 π3 l
0
l l2 l3
l3 2l3 h l3 i
cos pπ + 0 + 3 3 cos pπ − 0 + 0 + 2 3 3
= −
pπ pπ pπ
3 3
l 2l
F s [ f (x)] = − (−1) p + 3 3 (1 − (−1) p ), p , 0.
pπ pπ
Finite Fourier cosine transform

Z l pπx
0 l
Z l pπx
= x2 cos dx
0 l
h sin pπx cos pπx sin pπx il
= x 2
pπ
l
− 2x − p2 π2
l
+ 2 − p3 π3
l
0
l l2 l3

2l3
=
cos pπ
p2 π2
2l3
Fc [ f (x)] = 2 2 (−1) p , p , 0.
pπ
(ii) Finite Fourier sine transform

Z l pπx
F s [ f (x)] = f (x) sin
dx
0 l
Z π2 Z π
= (1) sin pxdx + (−1) sin pxdx
π
0 2
cos px π π
cos px
= +
2
− π
p 0 p 2
1 pπ 1 pπ
= − cos −1 + cos pπ − cos
p 2 p 2
1 pπ
F s [ f (x)] = − 2 cos − cos pπ − 1 , p , 0.
p 2
Finite Fourier cosine transform

Z l pπx
Fc [ f (x)] = f (x) cos
dx
0 l
Z π2 Z π
= (1) cos pxdx + (−1) cos pxdx
π
0 2
sin px π2 sin px π
= − π
p 0 p 2
2 pπ
Fc [ f (x)] = sin .
p 2
(−1) p+1
Example 18.5.10. Show that the finite Fourier sine transform of x
π
is p
, 0<x<π
Solution. Z l pπx
l
Z0 π
x
= sin pxdx
0 π

1 h cos px sin px iπ

=x − − 1. −
π p p2 0
1 h π i
= − cos pπ
π p
p+1
(−1)
F s [ f (x)] = .
p
Example 18.5.11. Find f (x) if its finite Fourier cosine transform is


sin pπ
 2p , if p = 1, 2, 3, ....


 2

(i) f c (p) = 

 π4 ,

if p = 0



and given 0 < x < 2π 

cos 2pπ
 (2p+1)2 , if p = 1, 2, 3, ....


 3

(ii) f c (p) = 


if p = 0

1,


and given 0 < x < l.
π
Solution. (i) Here f c (0) = 4
and l = 2π. From the inverse finite Fourier sine transform, we have
∞
1 2X pπx
f (x) = f c (0) + f c (p) cos
l l p=1 l
∞
1 π 2 X 1 pπ pπx
= . + sin cos
2π 4 2π p=1 2p 2 2π
∞
1 1 X1 pπ pπx
f (x) = + + sin cos .
8 2π p=1 p 2 2π
(ii) Here f c (0) = 1 and l = 1.
∞
1 2X 1 2pπ
f (x) = + cos cos pπx
l l p=1 (2p + 1) 2 3
∞
X 1 2pπ
f (x) = 1 + 2 cos cos pπx.
p=1
(2p + 1) 2 3

Example 18.5.12. Find the finite Fourier cosine transform of f (x) = x2

2π
− π6 , 0 ≤ x ≤ π.
Solution.
π
π x2
Z
Fc [ f (x)] = cos pxdx −
0 2π 6
h x2 π sin px 2x − cos px 2 sin px iπ
= − ( )− −0 + −
2π 6 p 2π p2 2π p3 0
cos pπ
=
p2
(−1) p
Fc [ f (x)] = , p , 0.
p2
When p = 0,
π x2 π
Z
Fc [ f (x)] = − dx = 0.
0 2π 6
Example 18.5.13. Find the inverse finite sine transform f (x) if f s (p) = 1−cos pπ
p2 π2
, where 0 < x <
π.
∞
2X pπx
f (x) = f s (p) sin
l p=1 l
∞
2 X 1 − cos pπ
= sin px
π p=1 p2 π2
∞
2 X 1 − cos pπ
= 3 sin px.
π p=1 p2
2pπ
Example 18.5.14. Find the inverse finite cosine transform f (x) if f c (p) = 1
(2p+1)2
cos 3
, where
0 < x < 4.
Solution. From the inverse finite cosine transform, we have
∞
1 2X pπx
f (x) = f c (0) + f c (p) cos
l l p=1 l

∞
1 2 2X 1 2pπ pπx
= .1 + + cos cos
4 4 l p=1 (2p + 1) 2 3 4
∞
1 1 2X 1 2pπ pπx
f (x) = + + cos cos
4 2 l p=1 (2p + 1) 2 3 4
Example 18.5.15. Find the finite Fourier sine and cosine transforms of f (x) = eax , in (0, l).
Solution. Finite Fourier sine transform of a function f (x) is given by

Z l
pπx
F s [ f (x)] = f (x) sin
dx
0 l
Z l
pπx
= eax sin dx
0 l
h eax pπx pπ pπx il
= a sin − cos
a2 + p 2π
2 2
l l l 0
l
eal pπ 1 pπ
F s [ f (x)] = 0 − (−1) p
− .
a2 + p l2π a2 + p l2π l
2 2 2 2
l
1 pπ al
F s [ f (x)] = p2 π2
[e (−1) p+1 + 1]
a2 + l 2 l
pπl
= 22 [(−1) p+1 eal + 1].
a l + p2 π2
Finite Fourier cosine transform of a function f (x) is given by

Z l
pπx
Fc [ f (x)] = f (x) cos
dx
0 l
Z l
pπx
= eax cos dx
0 l
h eax pπx pπ pπx il
= a cos + sin
a2 + p 2π
2 2
l l l 0
l

eal 1
= p2 π2
a cos pπ + 0 − p2 π2
(a + 0)
a2 + l2
a2 + l2
a
= p2 π2
[eal (−1) p − 1]
a2 + l2
2
al
= [(−1) p eal − 1].
a2 l2 + p2 π2
2
Example 18.5.16. Find the finite Fourier cosine transform of f (x) = 1 − πx in (0, π).
Solution. Z l pπx
0 l
Z π
x 2
f c (p) = 1− . cos pxdx l = π
0 π
h x 2 sin px x 1 cos px 2 sin px iπ
= 1− −2 1− − − + 2 −
π p π π p2 π p3 0
2
Fc [ f (x)] = , if p > 0
πp2
When p = 0,
Z π
f c (0) = f (x)dx
0
Z π x 2
= 1− dx
0 π
π
f c (0) = .
3
16(−1) p−1
Example 18.5.17. Find the inverse finite Fourier sine transform f (x) if f s (p) = p3
, where
p is a positive integer and 0 < x < 8.
Solution. The inverse Fourier sine transform is given by
∞
2X pπx
f (x) = f s (p) sin
l p=1 l

∞
2 X 16(−1) p−1 pπx
= 3
sin
8 p=1 p 8
∞
X (−1) p−1 pπx
f (x) = 4 sin .
p=1
p3 8
Example 18.5.18. Find the finite Fourier sine and cosine transforms of

π
if 0 < x <

1,


 2
f (x) = 

π

<x<π

−1,

 if 2
Solution. Finite Fourier sine transform.

Z l pπx
F s [ f (x)] = f (x) sin
dx
0 l
Z π2 Z π
f s (p) = (1) sin pxdx + (−1) sin pxdx, l = π
π
0 2
cos px π π
cos px
= +
2
− π
p 0 p 2
1 pπ 1 pπ
= − cos +1 + cos pπ − cos
p 2 p 2
1 pπ
= 1 − 2 cos + (−1) p , p = 1, 2, 3, ...
p 2
If p = 0, then
F s [ f (x)] = 0.
Finite Fourier cosine transform.

Z l pπx
Fc [ f (x)] = f (x) cos
dx
0 l
Z π2 Z π
f c (p) = (1) cos pxdx + (−1) cos pxdx, l = π
π
0 2
sin px π2 sin px π
f c (p) = − π
p 0 p 2

18.6. Exercises 435
1 pπ 1 pπ
f c (p) = sin + sin
p 2 p 2
2 pπ
Fc [ f (x)] = sin , p = 1, 2, 3, ...
p 2
If p = 0, then π
Z 2
Z π
Fc [ f (x)] = 1.dx + (−1)dx = 0.
π
0 2
18.6 Exercises
1. Find the finite Fourier cosine transform of 3x2 .

2. Find the Finite Fourier cosine transform of

π
if 0 < x <

 x,


 2
f (x) = 

π

π − x, <x<π


 if 2
3. Find the finite Fourier sine and cosine transform of f (x) defined by
(i) f (x) = x, 0 < x < π (ii) f (x) = 2x, 0 < x < 4 (iii) f (x) = x2 , 0 < x < 4.
4. Find the finite Fourier sine and cosine transform of f (x) = x(π − x), 0 < x < π.
5. (a) Find the finite Fourier sine and cosine transform of cos ax in (i) (0, l) and (ii) (0, π).
(b) Find the finite Fourier sine transform of cos kx.
2π(−1) p−1
6. Find inverse finite sine transform of f (x) of p3
, p = 1, 2, 3, .. where 0 < x < π.

7. Find inverse finite cosine transform of f (x) of 6
π(2p+1)
sin pπ
2
−cos pπ . for p = 1, 2, 3, .. where
0 < x < 4.
8. Find inverse finite cosine transform of f (x) of 1
(2p+1)2
cos 2pπ
3
, if 0 < x < 1, p = 1, 2, 3, ...
Answers
p
1. π3 when p = 0 and 6π(−1) p2
, p = 1, 2, 3, ....
2. πp + p22 cos pπ − p12 πp + p12 cos pπ.

2

436 18.6. Exercises
π2 π(−1) p+1 (−) p−1

3. (i) 2
if p = 0 and p
, p2
, if p = 1, 2, 3, ...
(ii)16 , if p = 0 and − 32
pπ
cos π, 32
pπ
(cos pπ − 1) if p > 0.
(iii) − 64
pπ
cos π + 128
p3 π3
(cos pπ − 1), 128
p2 π2
cos pπ
4. 2
p3
[1 − (−1) p ], − pπ2 [1 + (−1) p ].
n
5. (a) (ii) n2 −a2
[1 − (−1)n cos aπ].
(−1) p−1
6. 4 ∞
P
n=1 p3
sin px.

7. 1
2π
+ 3 P∞
π p=1
1
2p+1
sin pπ
2
− cos pπ cos pπx
4
.
8. 1 + 2 2pπ
P∞ 1
p=1 (2p+1)2 cos 3
cos pπx.

UNIT-V
Lesson 19
APPLICATIONS TO ORDINARY
DIFFERENTIAL EQUATIONS
WITH CONSTANT COEFFICIENTS
Learning Objectives
• use Laplace transform to solve ordinary differential equations with constant coefficients
• solve simultaneous linear differential equations by using Laplace transform.
19.1 Introduction
O
rdinary differential equations with constant coefficients can be easily solved by the Laplace
transform method, without the necessity of first finding the general solutions and then
evaluating the arbitrary constants. This method is, in general, shorter than our earlier methods
and is especially suitable to obtain the solution of linear non - homogeneous ordinary differential
equations with constant coefficients.

Let us consider a linear differential equation with constant coefficients
dn y dn−1 dn−2 dy
+ a1 + a2 + · · · + an−1 + an y = F(t), (19.1.1)
dtn dtn−1 dtn−2 dt
where F(t) is a function of independent variable t.
Let y(0) = c0 , y0 (0) = c1 , . . . , yn−1 (0) = cn−1 (19.1.2)
be the given initial or boundary conditions, where c0 , c1 , c2 , ..., cn−1 are constants.
If a1 , a2 , a3 , ...., an are constants, then we use
L [ f n (t)] = pn L [ f (t)] − pn−1 f (0) − pn−2 f 0 (0) − · · · − f n−1 (0) (19.1.3)
Taking Laplace transform of both sides of (19.1.1) and applying (19.1.3) and using conditions
(19.1.2) we obtain an algebraic equation known as subsidiary equation from which y(s) = L [y(t)]
is obtained. The required solution y(t) is obtained by taking inverse Laplace transform of y(s).
Working Rule to Solve Differential Equation by Laplace Transform Method.
1. We take the Laplace transforms of both sides of the given differential equation in y(t),
simultaneously using the given initial conditions. This gives an algebraic equation in y(s) =
L [y(t)].
2. We solve the algebraic equation to get y(s) as a function of s.
3. Finally we take L −1 [y(s)] to get y(t). The various methods we have discuss in UNIT -III will
enable us to find L −1 [y(s)].
The procedure is illustrated in the worked examples given below:
Example 19.2.1. Using Laplace transform, solve (D2 + 4D + 5)y = 5, given that y(0) = 0,
y0 (0) = 0.

Solution. Given differential equation can be written as
y00 + 4y0 + 5y = 5.
L [y00 ] + 4L [y0 ] + 5L [y] = 5.L [1].
i.e., p2 L [y] − p.y(0) − y0 (0) + 4[pL [y] − y(0)] + 5L [y] = 5.L [1].
Given
y(0) = 0 = y0 (0)
5
p2 L [y] + 4pL [y] + 5L [y] =
p
5
(p2 + 4p + 5)L [y] =
p
5
L [y] =
p(p2 + 4p + 5)
1 p+4
L [y] = − 2 (Resolving into partial f ractions)
p p + 4p + 5
h1 p+4 i
∴y = L −1 − 2
p p + 4p + 5
h1i h p+4 i
= L −1 − L −1 2
p p + 4p + 5
h p+2+2 i
= 1 − L −1
(p + 2)2 + 1
h p+2 i h 2 i
= 1 − L −1 + L −1
(p + 2)2 + 1 (p + 2)2 + 1
h p i h 1 i
= 1 − e−2t L −1 2 + 2e−2t L −1 2 ,
(p + 1 p +1


= 1 − e−2t cost + 2e−2t sin t
y = 1 − e−2t (cos t + 2 sin t).
Example 19.2.2. Solve the following initial value problem by using Laplace transform
4y00 + π2 y = 0, y(0) = 2, y0 (0) = 0.
Solution. Given
4y00 + π2 y = 0,
4L [y00 ] + π2 L [y] = 0.
i.e., 4(p2 L [y] − p.y(0) − y0 (0)) + π2 L [y] = 0.
Given
y(0) = 2 and y0 (0) = 0
4p2 L [y] − 8p + π2 L [y] = 0.
(4p2 + π2 )L [y] = 8p
8p
L [y] =
4p2 + π2
8p
=
π2

4 p2 + 4
h p i
∴ y = 2L −1 π2
p2 + 4
πt
y = 2 cos .
2
d3 y 2
Example 19.2.3. Solve by Laplace transform dt3
+2 ddt2y − dy
dt
−2y = 0, y(0) = 1, y0 (0) = y00 (0) = 2.

Solution. The given differential equation is
y000 + 2y00 − y0 − 2y = 0
L [y000 ] + 2L [y00 ] − L [y0 ] − 2L [y] = 0.
p3 L [y] − p2 y(0) − py0 (0) − y00 (0) + 2[p2 L [y] − py(0) − y0 (0)] − [pL [y] − y(0)] − 2L [y] = 0.
Given
y(0) = 1 and y0 (0) = y00 (0) = 2.
∴ p3 L [y] − p2 − 2p − 2 + 2[p2 L [y] − p − 2] − [pL [y] − 1] − 2L [y] = 0.
(p3 + 2p2 − p − 2)L [y] = p2 + 4p + 5

p2 + 4p + 5
L [y] =
p3 + 2p2 − p − 2
(p + 2)2 + 1
=
(p + 2)(p2 − 1)
p+2 1
= +
p − 1 (p + 2)(p2 − 1)
2
p 2 1
= + 2 +
p − 1 p − 1 (p + 2)(p − 1)(p + 1)
2
p 2 1 1 1 1
L [y] = + 2 + − +
p − 1 p − 1 3(p + 2) p − 1 6 p − 1
2
h p 2 1 1 1 1 i
∴y = L −1 2 + 2 + − +
p − 1 p − 1 3(p + 2) p − 1 6 p − 1
1 1 1
y = cos ht + 2 sinh t + e−2t − e−t + et .
3 2 6
d2 y
Example 19.2.4. Using Laplace transform, solve dt2
+ 2 dy
dt
− 3y = sin t, y = dy
dt
= 0, when t = 0.

y00 + 2y0 − 3y = sin t
L [y00 ] + 2L [y0 ] − 3L [y] = L [sin t].
1
p2 L [y] − py(0) − y0 (0) + 2[pL [y] − y(0)] − 3L [y] = .
p2 +1
Given
y(0) = 0 and y0 (0) = 0.
1
∴ p2 L [y] + 2pL [y] − 3L [y] = .
p2 +1
1
L [y](p2 + 2p − 3) =
p2 +1
1
L [y] =
(p2 + 1)(p2 + 2p − 3)
1
=
(p2 + 1)(p + 3)(p − 1)
−p
− 15 1 1
= 10
− + , resolving into partial f ractions
p + 1 40(p + 3) 8(p − 1)
2
1 p 1 1 1 1
L [y] = − − − +
10 p + 1 5 p + 1 40(p + 3) 8(p − 1)
2 2
h 1 p 1 1 1 1 i
∴y = L −1 − − − +
10 p + 1 5 p + 1 40(p + 3) 8(p − 1)
2 2
1 1 1 1
y = − cos t − sin t − e−3t + et .
10 5 40 8
Example 19.2.5. Using Laplace transform method, solve (D2 + 1)y = 6 cos 2t, t > 0, if y = 3,
Dy = 1 when t = 0.
Solution. Given
y00 + y = 6 cos 2t

L [y00 ] + L [y] = 6L [cos 2t].
6p
p2 L [y] − py(0) − y0 (0) + L [y] = .
p2+4
Given
y(0) = 3 and y0 (0) = 1.
6p
∴ p2 L [y] − 3p − 1 + L [y] = .
p2 + 4
1
L [y](p2 + 1) = + 1 + 3p
p2 +1
6p 1 3p
L [y] = + 2 + 2
(p + 4)(p + 1) p + 1 p + 1
2 2
h p p i 1 3p
= 2 2 − 2 + 2 + 2
p +1 p +4 p +1 p +1
5p 2p 1
L [y] = − +
p2 + 1 p2 + 4 p2 + 1
h 5p 2p 1 i
y = L −1 2 − 2 + 2
p +1 p +4 p +1
y = 5 cos t − 2 cos 2t + sin t.
d2 x
Example 19.2.6. Solve the differential equation dt2
− 4 dx
dt
− 12x = e3t given that x(0) = 1 and
x0 (0) = −2 using Laplace transform.
x00 − 4x0 − 12x = e3t .
L [x00 ] − 4L [x0 ] − 12L [x] = L [e3t ].

1
p2 L [x] − px(0) − x0 (0) − 4[pL [x] − x(0)] − 12L [x] = .
p−3
Given
x(0) = 1 and x0 (0) = −2.
1
∴ p2 L [x] − p + 2 − 4[L [x] − 1] − 12L [x] = .
p−3
1
L [x](p2 − 4p − 12) = + p−6
p−3
1 p−6
L [x] = 2
+ 2
(p − 2p − 12)(p − 3) p − 2p − 12
1 p−6
L [x] = +
(p + 2)(p − 6)(p − 3) (p + 2)(p − 6)
1 1 1 1 1 1 1
L [x] = − + + ,
40 p + 2 15 p − 3 24 p − 6 p + 2
by resolving into partial f raction
h1 1 1 1 1 1 1 i
x = L −1 − + +
40 p + 2 15 p − 3 24 p − 6 p + 2
1 −2t 1 3t 1 6t
x = e − e + e + e−2t
40 15 24
41 −2t 1 3t 1 6t
x = e − e + e .
40 15 24
d2 x
Example 19.2.7. Solve the differential equation using Laplace transform dt2
+ 3 dx
dt
+ 2x = e−t
given that x(0) = 0 and x0 (0) = 1.
x00 + 3x0 + 2x = e−t .
L [x00 ] + 3L [x0 ] + 2L [x] = L [e−t ].

1
p2 L [x] − px(0) − x0 (0) + 3[pL [x] − x(0)] + 2L [x] = .
p+1
Given
x(0) = 0 and x0 (0) = 1.
1
∴ p2 L [x] − 1 + 3[pL [x] − 0] + 2L [x] = .
p+1
1
L [x](p2 + 3p + 2) = +1
p+1
p+2
L [x](p2 + 3p + 2) =
p+1
p+2
L [x] =
(p + 1)(p2 + 3p + 2)
p+2
=
(p + 1)(p + 1)(p + 2)
1
L [x] =
(p + 1)2
h 1 i
x = L −1
(p + 1)2
x = te−t , by shi f ting theorem.
d2 x
Example 19.2.8. Solve the differential equation dt2
+ 9x = sin t using Laplace transform given
that x(0) = 1 and x π2 = 1.

x00 + 9x = sin t.
L [x00 ] + 9L [x] = L [sin t].
1
p2 L [x] − px(0) − x0 (0) + 9L [x] = .
p2 +1

Note that x0 (0) value is not given. Let us take x0 (0) = A.
π
x(0) = 1 and x = 1.
2
1
∴ p2 L [x] − p − A + 9L [x] = .
p2 +1
1
L [x](p2 + 9) = + p+A
p2 +1
1 p A
L [x] = + 2 + 2
(p + 1)(p + 9) p + 9 p + 9
2 2
1h 1 1 p A
= − + +
8 p2 + 1 p2 + 9 p2 + 9 p2 + 9
h1h 1 1 p A i
x = L −1 − + +
8 p2 + 1 p2 + 9 p2 + 9 p2 + 9
1h sin 3t i A
x = sin t − + cos 3t + sin 3t
8 3 3
π

Given x 2
= 1.
sin 3 π2 i

1h π π A π
1 = sin − + cos 3 + sin 3
8 2 3 2 3 2
1 1 A
1 = [1 + ]+0−
8 3 3
5
A = −
2
1h sin 3t i 5 1 7
∴x= sin t − + cos 3t − sin 3t = sin t + cos 3t − sin 3t.
8 3 6 8 6
Example 19.2.9. Solve the differential equation y00 + n2 y = a sin(nt + 2) given that y(0) = 0 and
y0 (0) = 0 using Laplace transform.
y00 + n2 y = a sin(nt + 2) = a[sin nt cos 2 + cos nt sin 2].

L [y00 ] + n2 L [y] = a cos 2L [sin nt] + a sin 2L [cos nt].
n p
p2 L [y] − py(0) − y0 (0) + n2 L [y] = a cos 2 + a sin 2 2 .
p2 +n2 p + n2
Given y(0) = 0 andy0 (0) = 0.
n p
∴ p2 L [y] + n2 L [y] = a cos 2 + a sin 2 2 .
p2 +n 2 p + n2
n p
L [y](p2 + n2 ) = a cos 2 + a sin 2 2 .
+n 2p2 p + n2
n p
L [x] = a cos 2 2 + a sin 2 2
(p + n )2 2 (p + n2 )2
h n i h p i
x = an cos 2L −1 2 + a sin 2L −1
(p + n2 )2 (p2 + n2 )2
We have
h p i t
L −1 = sin nt.
(p + n )
2 2 2 2n
Since
h f (p) i Z t
L −1
= F(t)dt
p 0
Z t
h 1 i
−1 1
h p i 1 1
∴L −1
= L = t sin ntdt = [−nt cos nt + sin nt]
(p + n )
2 2 2 p (p + n )
2 2 2 2n 0 2n3
1 t
x = an cos 2. 3
[−nt cos nt + sin nt] + a sin 2. sin nt
2n 2n
a
= [−nt cos 2 cos nt + cos 2 sin nt + nt sin 2 sin nt]
2n2
a
= [cos 2 sin nt − nt(cos nt cos 2 − sin nt sin 2]
2n2
a
x = [cos 2 sin nt − nt cos(nt + 2)]
2n2
Example 19.2.10. Using Laplace transform method solve the differential equation (D2 + 1)y =

sin t sin 2t, (t > 0) given that y = 1 and Dy = 0 when t = 0.
cos t − cos 3t
y00 + y = .
2
1 1
L [y00 ] + L [y] = L [cos t] − L [cos 3t].
2 2
1 p 1 p
p2 L [y] − py(0) − y0 (0) + L [y] = − .
2 p + 1 2 p2 + 9
2
Given y(0) = 1 andy0 (0) = 0.

1 p 1 p
∴ p2 L [y] − p + L [y] = − .
2 p2 + 1 2 p2 + 9
1 p 1 p
L [y](p2 + 1) = − +p
2 p2 + 1 2 p2 + 9
1 p 1 p p
L [y] = − + 2
2 (p + 1)
2 2 2 (p + 1)(p + 9) p + 1
2 2
1 p 1h p p i p
= − − + 2
2 (p + 1)
2 2 16 (p + 1) p + 9
2 2 p +1
h1 p 1 h p p i p i
y = L −1 − − +
2 (p2 + 1)2 16 (p2 + 1) p2 + 9 p2 + 1
1 t 1 h p i t
= . sin t − [cos t − cos 3t] + cos t, since L −1 2 = sin at
2 2 16 (p + a )
2 2 2a
t 15 1
y = sin t + cos t + cos 3t.
4 16 16
d2 y
Example 19.2.11. Solve the differential equation using Laplace transform dt2
+2 dy
dt
+5y = e−t sin t
given that y(0) = 0 and y0 (0) = 1.
y00 + 2y0 + 5y = e−t sin t.

L [y00 ] + 2L [y0 ] + 5L [y] = L [e−t sin t].
1
p2 L [y] − py(0) − y0 (0) + 2[pL [y] − y(0)] + 5L [y] = .
(p + 1)2 + 1
Given
y(0) = 0 and y0 (0) = 1.
1
∴ p2 L [y] − 1 + 2[pL [y] − 0] + 5L [y] = .
(p + 1)2 + 1
1
L [y](p2 + 2p + 5) = +1
p2 + 2p + 2
p2 + 2p + 3
L [y] =
(p2 + 2p + 2)(p2 + 2p + 5)
1 1 2 1
L [y] = + . 2
3 p + 2p + 2 3 p + 2p + 5
2
h1 1 2 1 i
y = L −1 + .
3 p2 + 2p + 2 3 p2 + 2p + 5
1 −1 h 1 i 2 h 1 i
= L + L −1
3 (p + 1)2 + 1 3 (p + 1)2 + 4
1 −t −1 1 h i 2 −t −1 1 ih
= e L + e L
3 p2 + 1 3 p2 + 4
1 −t 2 sin 2t
= e sin t + e−t
3 3 2
e−t
y = (sin t + sin 2t).
3
Example 19.2.12. Using Laplace transform method solve the differential equation (D2 + 1)x =
t cos 2t, given that x = 0 and dx
dt
= 0 at t = 0.
x00 + x = t cos 2t.

L [x00 ] + L [x] = [t cos 2t]
d p
p2 L [x] − px(0) − x0 (0) + L [x] = −
dp p + 4
2
Given x(0) = 0 and x0 (0) = 0.

p2 − 4
∴ p2 L [x] + L [x] = .
(p2 + 4)2
p2 − 4
L [x](p2 + 1) =
(p2 + 4)2
p2 − 4
L [x] =
(p2 + 1)(p2 + 4)2
5 1 8 1 5 1
= + − , by resolving into partial f ractions
9 p + 4 3 (p + 4)
2 2 2 9 p2 + 1
h5 1 8 1 5 1 i
x = L −1 + −
9 p2 + 4 3 (p2 + 4)2 9 p2 + 1
5 1 8 h1 p i 5
= . sin 2t + L −1 . 2 − sin t
9 2 3 p (p + 4)2 9
Z t
5 8 u 5 h p i t
= sin 2t + sin 2udu − sin t, L −1 2 = sin at
18 3 0 4 9 (p + a )
2 2 2a
5 2 h − cos 2u sin 2u it 5
= sin 2t + u − 1. − − sin t
18 3 2 4 0 9
5 2h t sin 2t i 5
= sin 2t + − cos 2t + − sin t
18 3 2 4 9
4 5 t
x = sin 2t − sin t − cos 2t.
9 9 3
d2 x
Example 19.2.13. Solve dt2
+ 2 dx
dt
+ x = 3te−t given that x(0) = 4 and dx
dt
= 0 at t = 0.
x00 + 2x0 + x = 3te−t .

L [x00 ] + 2L [x0 ] + L [x] = L [3te−t ].
3
p2 L [x] − px(0) − x0 (0) + 2[pL [x] − x(0)] + L [x] = .
(p + 1)2
Given
x(0) = 4 and x0 (0) = 0.
3
∴ p2 L [x] − 4p + 2[pL [x] − 4] + L [x] = .
(p + 1)2
3
L [x](p2 + 2p + 1) = + 4p + 8
(p + 1)2
3
L [x]((p + 1)2 ) = + 4p + 8
(p + 1)2
3 p 8
L [x] = +4 +
(p + 1) 4 (p + 1) 2 (p + 1)2
h 3 p+1−1 8 i
x = L −1 + 4 +
(p + 1)4 (p + 1)2 (p + 1)2
h1i h 1 1 i −1 1
h i
x = 3e−t L −1 + 4L −1
− + 8e−t
L
p4 p + 1 (p + 1)2 p2
t3
= 3e−t . + 4e−t (1 − t) + 8e−t t
3!
h t3 i
x = e−t + 4t + 4 .
2
Example 19.2.14. Solve (D + 1)y = 0, t > 0 if y = y0 when t = 0.
Solution. Given
y0 + y = 0
Taking Laplace transform of both sides, we get
L [y0 ] + L [y] = 0

pL [y] − y0 + L [y] = 0
Given y(0) = y0
L [y](p + 1) = y0
y0
=
p+1
1
y = y0 L −1
p+1
y = y0 e−t .
Example 19.2.15. Solve (D2 − 3D + 2)y = 1 − e2t given that y = 1, Dy = 0 when t = 0.
y00 − 3y0 + 2y = 1 − e2t .
L [y00 ] − 3L [y0 ] + 2L [y] = L [1 − e2t ].
1 1
p2 L [y00 ] − py(0) − y0 (0) − 3[pL [y] − y(0)] + 2L [y] = − .
p p−2
Given
y(0) = 1 and y0 (0) = 0.
1 1
∴ p2 L [y] − p − 3[pL [y] − 1] + 2L [y] = − .
p p−2
1 1
L [y](p2 − 3p + 2) = − + p−3
p p−2
1 1
L [y]((p − 1)(p − 2)) = − + p−3
p p−2

−2
L [y]((p − 1)(p − 2)) = + p−3
p(p − 2)
p3 − 5p2 + 6p − 2
L [y] =
p(p − 2)2 (p − 1)
1 1 1
L [y] = + −
2p 2(p − 2) (p − 2)2
h1 1 1 i
y = L −1 + −
2p 2(p − 2) (p − 2)2
1 −1 h 1 1 −1 1 1i
= L + L − e2t L −1 2
2 p 2 p−2 p
1 1 2t
y = + e − e2t t
2 2
Example 19.2.16. Solve (D2 + D)y = t2 + 2t, y(0) = 4, y0 (0) = −2
y00 + y0 = t2 + 2t.
L [y00 ] + L [y0 ] = L [t2 + 2t].
2 2
p2 L [y00 ] − py(0) − y0 (0) + pL [y] − y(0) = 3
+ 2.
p p
Given
y(0) = 4 and y0 (0) = −2.
2 2
∴ p2 L [y] − 4p + 2 + pL [y] − 4 = 3
+ 2.
p p

2 2
L [y](p2 + p) = + + 4p + 2
p3 p2
2 + 2p + 4p4 + 2p3
L [y](p + p)) =
2
p3
2 + 2p + 4p4 + 2p3
L [y] =
p4 (p + 1)
2 2 2
L [y] = 4 + +
p p p+1
h2 2 2 i
y = L −1 + +
p4 p p + 1
2t3
y = + 2 + 2e−t
3!
t3
y = + 2 + 2e−t .
3
Example 19.2.17. Solve (D2 − 2D + 2)y = 0, y = Dy = 1, when t = 0.
y00 + 2y0 + 2y = 0.
L [y00 ] − 2L [y0 ] + 2L [y] = 0.
p2 L [y00 ] − py(0) − y0 (0) − 2[pL [y] − y(0)] + 2L [y] = 0.
Given
y(0) = 1 and y0 (0) = 1.
∴ p2 L [y] − p − 1 − 2pL [y] + 2 + 2L [y] = 0.

L [y](p2 − 2p + 2) = p − 1
p−1
L [y] =
p2− 2p + 2
p−1
L [y] =
(p − 1)2 + 1
h p−1 i
y = L −1
(p − 1)2 + 1
h p i
y = et L −1 2
p +1
y = et cos t, by using f irst shi f ting theorem.
Example 19.2.18. Solve (D + 1)2 y = t, y = −3, when t = 0 and y = −1 when t = 1.
y00 + 2y0 + y = t.
L [y00 ] + 2L [y0 ] + L [y] = L [t].
1
p2 L [y00 ] − py(0) − y0 (0) + 2[pL [y] − y(0)] + L [y] = .
p2
Given
y(0) = −3 and y(1) = −1.
Let y0 (0) = A
1
∴ p2 L [y] + 3p − A + 2pL [y] + 6 + L [y] = .
p2
1
L [y](p2 + 2p + 1) = + A − 3p − 6
p2
1
L [y](p + 1)2 = 2 + A − 3p − 6
p

1 A 3p + 6
L [y] = + −
p2 (p + 1)2 (p + 1)2 (p + 1)2
2 1 A 3 3
= − + 2+ − − ,
p p (p + 1) 2 p + 1 (p + 1)2
by resolving into partial fractions.
2 1 1 A−2
L [y] = − + 2 − +
p p p + 1 (p + 1)2
h 2 1 1 A−2 i
y = L −1 − + 2 − +
p p p + 1 (p + 1)2
y = −2 + t − e−t + (A − 2)e−t t
Given that y(1) = −1
−1 = −2 + 2 − e−1 + (A − 2)e−1 ⇒ 0 = (A − 3)e−1 ⇒ A = 3.
∴ y = −2 + t − e−t + te−t .
Example 19.2.19. Solve (D2 + 6D + 9)y = sin x, y(0) = 1, and y0 (0) = 0
y00 + 6y0 + 9y = sin x.
L [y00 ] + 6L [y0 ] + 9L [y] = L [sin x].
1
p2 L [y00 ] − py(0) − y0 (0) + 6[pL [y] − y(0)] + 9L [y] = .
1 + p2
Given
y(0) = 1 and y0 (0) = 0.
1
∴ p2 L [y] − p + 6pL [y] − 6 + 9L [y] = .
p2 + 1

1
L [y](p2 + 6p + 9) = + p+6
p2 + 1
1
L [y](p + 3)2 = 2 + p+6
p +1
1 p+6
L [y] = +
(p + 1)(p + 3)
2 2 (p + 3)2
p3 + 6p2 + p + 7
=
(p2 + 1)(p + 3)2
53 1 31 1 3 p 4 1
L [y] = + − +
50 p + 3 10 (p + 3) 2 50 p + 1 50 p2 + 1
2
h 53 1 31 1 3 p 4 1 i
y = L −1 + − +
50 p + 3 10 (p + 3)2 50 p2 + 1 50 p2 + 1
53 −3x 31 −3x 3 4
= e + e x− cos x + sin x.
50 10 50 50
Example 19.2.20. Solve (D2 − D − 2)y = 20 sin 2t, y = −1, Dy = 2, when t = 0
y00 − y0 − 2y = 20 sin 2t.
L [y00 ] − L [y0 ] − 2L [y] = 20L [sin 2t].
2
p2 L [y00 ] − py(0) − y0 (0) − [pL [y] − y(0)] − 2L [y] = 20. .
p2 +4
Given
y(0) = −1 and y0 (0) = 2.
40
∴ p2 L [y] + p − 2 − pL [y] − 1 − 2L [y] = .
p2 +4
40
L [y](p2 − p − 2) = +3− p
+4
p2
40
L [y](p − 2)(p + 1) = 2 +3− p
p +4

40 3− p
L [y] = +
(p − 2)(p + 1)(p2 + 4) (p − 2)(p + 1)
3 1 8 1 p−6 1 1 4 1
= − + 2 + . −
5p−2 3p+1 p +4 3 p−2 3p+1
by resolving into partial fractions
2 4 p 6
L [y] = − + 2 − 2
p−2 p+1 p +4 p +4
h 2 4 p 6 i
y = L −1 − + 2 − 2
p−2 p+1 p +4 p +4
y = 2e2t − 4e−t + cos 2t − 3 sin 2t
Example 19.2.21. Solve dy

dt
+ y = 1, y = 2, when t = 0
y0 + y = 1.
1
L [y0 ] + L [y] = .
p
1
pL [y] − y(0) + L [y] = .
p
Given y(0) = 2
1
∴ pL [y] − 2 + L [y] = .
p
1
L [y](p + 1) = +2
p
1 2
L [y] = +
p(p + 1) p + 1

1 1 2
= − +
p p+1 p+1
1 1
L [y] = +
p p+1
h1 1 i
y = L −1 +
p p+1
y = 1 + e−t .
dy
+ y = 0, under the conditions that y = 1, dy
dt
= 0, when t = 0
y00 + y = 0.
L [y00 ] + L [y] = 0.
p2 L [y00 ] − py(0) − y0 (0) + L [y] = 0
Given
y(0) = 1 and y0 (0) = 0.
∴ p2 L [y] − p + L [y] = 0.
L [y](p2 + 1) = p
p
L [y] =
+1
p2
h p2 i
y = L −1 2
p +1
y = cos t
Example 19.2.23. Solve (D2 + 9)y = 18t if y(0) = 0, y π2 = 0.


y00 + 9y = 18t.
L [y00 ] + 9L [y] = 18L [t].
18
p2 L [y00 ] − py(0) − y0 (0) + 9L [y] =
p2
Given
y(0) = 0 and let y0 (0) = A.
18
∴ p2 L [y] − A + 9L [y] =
p2
18
L [y](p2 + 9) = +A
p2
18 A
L [y] = 2 2 + 2
p (p + 9) p + 9
1 2 A
L [y] = − 2 + 2
p 2 p +9 p +9
h1 2 A i
y = L −1 2 − 2 + 2
p p +9 p +9
1
y = 2t + (A − 2) sin 3t
3
Given y π2 = 0

π 1
0 = 2 + (A − 2) (−1) ⇒ A = 2 + 3π
2 3
∴ y = 2t + π sin 3t.
Example 19.2.24. Solve (D2 − D − 6)y = 2 if y = 1, Dy = 0, when t = 0.

y00 − y0 − 6y = 2.
L [y00 ] − L [y0 ] − 6L [y] = 2L [1].
2
p2 L [y00 ] − py(0) − y0 (0) − [pL [y] − y(0)] − 6L [y] = .
p
Given
y(0) = 1 and let y0 (0) = 0.
2
∴ p2 L [y] − p − pL [y] + 1 − 6L [y] = .
p
2
L [y](p2 − p − 6) = + p−1
p
1
L [y]((p − 3)(p + 2)) = + p−1
p
1 p−2
L [y] = +
p(p − 3)(p + 2) (p − 3)(p + 2)
p2 − p + 2
=
p(p − 3)(p + 2)
11 8 1 4 1
= − + +
3 p 15 p − 3 5 p + 2
h 11 8 1 4 1 i
y = L −1 − + +
3 p 15 p − 3 5 p + 2
1 8 4
y = − + e3t + e−2t .
3 15 5
d2 x
+ x = t, x0 = 1, x1 = 2.

x00 + x = t.
L [x00 ] + L [x] = L [t].
1
p2 L [x00 ] − px(0) − x0 (0) + L [x] = .
p2
Given
x(0) = 1, and x0 (0) = 2.
1
∴ p2 L [x] − p − 2 + L [x] = .
p2
1
L [x](p2 + 1) = + p+2
p2
1 p+2
L [x] = + 2
p (p + 1) p + 1
2 2
1 1 p+2
L [x] = − +
p2 p2 + 1 p2 + 1
1 1 p
= + 2 + 2
p 2 p +1 p +1
h1 1 p i
x = L −1 2 + 2 + 2
p p +1 p +1
x = t + sin t + cos t
Example 19.2.26. Solve (D2 + D)x = 2 if x0 = 3, x1 = 1
x00 + x0 = 2.

L [x00 ] + L [x0 ] = 2L [1].
2
p2 L [x00 ] − px(0) − x0 (0) + pL [x] − x(0) = .
p
Given
x(0) = 3 and let x0 (0) = 1.
2
∴ p2 L [x] − 3p − 1 + pL [x] − 3 = .
p
2
L [x](p2 + p) = + 3p + 4
p
2 3p 4
L [x] = + +
p (p + 1) p(p + 1) p(p + 1)
2
2 + 3p2 + 4p
L [x] =
p2 (p + 1)
2 1 1
= + 2+
p 2 p p+1
h2 1 1 i
x = L −1 2 + 2 +
p p p+1
x = 2 + 2t + e−t .
Example 19.2.27. Solve (D2 + 5D + 6)y = 5et if y = 2, Dy = 1 when t = 0.
y00 + 5y0 + 6y = 5et .
L [y00 ] + 5L [y0 ] + 6L [y] = 5L [et ].

5
p2 L [y00 ] − py(0) − y0 (0) + 5pL [y] − 5y(0) + 6L [y] = .
p−1
Given
y(0) = 2 and y0 (0) = 1.
5
∴ p2 L [y] − 2p − 1 + 5pL [y] − 10 + 6L [y] = .
p−1
5
L [y](p2 + 5p + 6) = + 2p + 11
p−1
5
L [y]((p + 3)(p + 2)) = + 2p + 11
p−1
5 2p + 11
L [y] = +
(p − 1)(p + 2)(p + 3) (p + 3)(p + 2)
5 1 1 1 5 1 5 7
L [y] = + + − +
12 p − 1 3 p + 2 4 p + 3 p + 3 p + 2
5 1 22 1 15 1
= + −
12 p − 1 3 p+2 4 p+3
h5 1 22 1 15 1 i
y = L −1 + −
12 p − 1 3 p+2 4 p+3
5 t 22 −2t 15 −3t
y = e + e − e .
12 3 4
Example 19.2.28. Solve (D + 2)2 )Y = 4e−2t if Y(0) = −1, Y 0 (0) = 4.
Y 00 + 4Y 0 + 4Y = 4e−2t .
L [Y 00 ] + 4L [Y 0 ] + 4L [Y] = 4L [e−2t ].
4
p2 L [Y 00 ] − pY(0) − Y 0 (0) + 4pL [y] − 4Y(0) + 4L [Y] = .
p+2

Given
Y(0) = −1 and Y 0 (0) = 4.
4
∴ p2 L [Y] + p − 4 + 5pL [y] + 4 + 4L [Y] = .
p+2
4
L [Y](p2 + 5p + 4) = −p
p+2
4
L [Y]((p + 2)2 ) = −p
p+2
4 −p
L [Y] = +
(p + 2) 3 (p + 2)2
4 h p+2 2 i
= − −
(p + 2)3 (p + 2)2 (p + 2)2
4 1 2
= − +
(p + 2) 3 (p + 2) (p + 2)2
h 4 1 2 i
Y = L −1 − +
(p + 2)3 (p + 2) (p + 2)2
h1i h1i
= 4e−2t L −1 3 − e−2t + 2e−2t L −1 2
p p
2
t
Y = 4e−2t − e−2t + 2e−2t t
2
Y = e−2t [−1 + 2t + 2t2 ].
π

d2 Y
+ 9Y = cos 2t, if Y(0) = 1; Y 2
= 1.
Y 00 + 9Y = cos 2t.
L [Y 00 ] + 9L [Y] = L [cos 2t].

p
p2 L [Y 00 ] − pY(0) − Y 0 (0) + 9L [Y] = .
p2 +4
Given
Y(0) = 1, and Y 0 (0) = A.
p
∴ p2 L [Y] − p − A + 9L [Y] = .
p2 +4
p
L [Y](p2 + 9) = + p+A
p2 + 4
p p A
L [Y] = + 2 + 2
(p + 9)(p + 4) p + 9 p + 9
2 2
1h p p i p A
L [y] = − + 2 + 2
5 p +4 p +9
2 2 p +9 p +9
4 p 1 p A
= + +
5 p2 + 9 5 p2 + 4 p2 + 9
h4 p 1 p A i
Y = L −1 + +
5 p2 + 9 5 p2 + 4 p2 + 9
4 1 A
Y = cos 3t + cos 2t + sin 3t
5 5 3
π

Given Y 2
= 1.
4 3π 1 2π A 3π 18
∴1= cos + cos + sin ⇒A=− .
5 2 5 2 3 2 5
Hence
4 1 6
Y= cos 3t + cos 2t − sin 3t.
5 5 5
d2 Y
+ Y = t cos 2t, if Y = 0 = dY
dt
= 0 t = 0.
Y 00 + Y = t cos 2t.
L [Y 00 ] + L [Y] = L [t cos 2t].

19.3. Solution of Simultaneous Ordinary Differential Equations 467
d
p2 L [Y 00 ] − pY(0) − Y 0 (0) + L [Y] = − L [cos 2t].
dp
Given
Y(0) = 0, and Y 0 (0) = 0.
p2 − 4
∴ p L [Y] + L [Y] = 2
2
.
(p + 4)2
1 8
L [Y](p2 + 1) = −
p2 + 4 (p2 + 4)2
1 8
L [Y] = − 2
(p + 4)(p + 1) (p + 4)2 (p2 + 1)
2 2
1 1 1 1 8h 1 1 3 i
L [y] = − − − −
3 p2 + 1 3 p2 + 4 9 p2 + 1 p2 + 4 (p2 + 4)2
5 1 5 1 8 1
= − 2 + +
9 p + 1 9 p2 + 4 3 (p2 + 4)2
h 5 1 5 1 8 1 i
Y = L −1 − + +
9 p2 + 1 9 p2 + 4 3 (p2 + 4)2
5 5 8h 1 i
= − sin t + sin 2t + (sin 2t − 2t cos 2t)
9 18 3 16
5 4 16
= − sin t + sin 2t − t cos 2t,
9 9 3
h i
since L −1 1
(p2 +a2 )2
= 1
2a3
(sin at − at cos at).
19.3 Solution of Simultaneous Ordinary Differential

Equations
In the solution of simultaneous linear differential equations, the Laplace transform method can
also be used in the same way as we have done earlier.

Example 19.4.1. Using Laplace transform, solve dx

dt
− 2x + 3y = 0; dy
dt
+ 2x − y = 0 given x = 8,
y = 3 when t = 0.
Solution. Given
dx dy
− 2x + 3y = 0 and + 2x = 0.
dt dt
pL [x] − x(0) − 2L [x] + 3L [y] = 0 and pL [y] − y(0) + 2L [x] − L [y] = 0
Given initial conditions are x(0) = 8, and y(0) = 3
pL [x] − 8 − 2L [x] + 3L [y] = 0 and pL [y] − 3 + 2L [x] − L [y] = 0
(p − 2)L [x] + 3L [y] = 8
2L [x] + (p − 1)L [y] = 3
We solve these equations for L [x] and L [y].

8 3

3 p − 1
8p − 7 8p − 17
L [x] = = 2 =
p − 2 p − 3p − 4 (p + 1)(p − 4)
3

2 p − 1

and
p − 2 8

2 3 3p − 22 3p − 22
L [y] = = 2 =
p − 2 p − 3p − 4 (p + 1)(p − 4)
3

2 p − 1
5 3
∴ L [x] = +
p+1 p−4
h 5 3 i
x = L −1 +
p+1 p−4
x = 5e−t + 3e4t .
5 2
and L [y] = −
p+1 p−4
h 5 2 i
x = L −1 −
p+1 p−4
x = 5e−t − 2e4t .
Example 19.4.2. Solve the equations dx

dt
+ y = sin t; dy
dt
+ x = cos t given x = 2, y = 0 when
t = 0.
Solution. Given
dx dy
+ y = sin t and + x = cos t.
dt dt
pL [x] − x(0) + L [y] = L [sin t] and pL [y] − y(0) + L [x] = L [cos t]

Given initial conditions are x(0) = 2, and y(0) = 0
1 p
pL [x] − 2 + L [y] = and pL [y] + L [x] =
p2 + 1 p2 + 1
1
pL [x] + L [y] = 2 +
p2 +1
p
L [x] + pL [y] =
p2 +1

2 + 1 1
p2 +1

p
p2 +1 p 2p + p2p+1 − p
p2 +1 2p
L [x] = = =
p2 − 1 p2−1

p 1

1 p
h 2p i
x = L −1 = 2 cosh t.
p2 − 1

p 2 + 1
p2 +1

p p2 1
1 p +1
2

p2 +1
−2− p2 +1 1 2
L [y] = = = − 2
p2 −1 p2 +1 p −1

p 1

1 p
h 1 2 i
y = L −1 − = sin t − 2 sinh t.
p2 + 1 p2 − 1
Note. While solving simultaneous equations using Laplace transform, one can find one of the
unknown functions using Laplace transform and the other one directly using given equations.

Example 19.4.3. Solve by Laplace transform technique, (D+2)x−y = −6t; −2x+(D+1)y = −30t
if x(0) = 2 and y(0) = 3.
Solution. Given
x0 + 2x − y = −6t (19.4.1)
and
y0 − 2x + y = −30t (19.4.2)
Taking Laplace transform of (19.4.1), we have
L [x0 ] + 2L [x] − L [y] = −6L [t]
6
pL [x] − x(0) + 2L [x] − L [y] = −
p2
Given x(0) = 2.
6 6
pL [x] − 2 + 2L [x] − L [y] = − 2
⇒ (p + 2)L [x] − L [y] = − 2 + 2
p p
2p2 − 6
(p + 2)L [x] − L [y] = (19.4.3)
p2
Now taking Laplace transform of (19.4.2), we have
L [y0 ] − 2L [x] + L [y] = −30L [t]
1
pL [y] − y(0) − 2L [x] + L [y] = −30
p2
Given y(0) = 3.
30 30
pL [y] − 3 − 2L [x] + L [y] = − 2
⇒ −2L [x] + (p + 1)L [y] = − 2 + 3
p p
3p2 − 30
−2L [x] + (p + 1)L [y] = (19.4.4)
p2

(19.4.3) ×(p + 1)+ (19.4.4) gives
(2p2 − 6)(p + 1) 3p2 − 30

(p + 1)(p + 2)L [x] − 2L [x] = +
p2 p2
2p + 5p − 6p − 36
3 2
(p2 + 3p)L [X] =
p2
2p3 + 5p2 − 6p − 36
L [x] =
p3 (p + 3)
1 2 12 1
= + 2− 3+
p p p p+3
h1 2 12 1 i
x = L −1 + 2 − 3 +
p p p p+3
2
t
= 1 + 2t − 12. + e−3t
2!
x = 1 + 2t − 6t2 + e−3t
dx
= 2 − 12t − 3e−3t .
dt
dx
Substituting the values of x and dt
in (19.4.1), we get
(2 − 12t − 3e−3t ) + 2(1 + 2t − 6t2 + e−3t ) − y = −6t
y = 12t − 12t2 + 4 − 3e−3t .
Hence the required solution is
x = 1 + 2t − 6t2 + e−3t and y = 12t − 12t2 + 4 − 3e−3t .
Example 19.4.4. Solve by Laplace transform method (D−2)x−(D−2)y = 1−2t; (D2 +1)x+2Dy =
0 if x(0) = 0, y(0) = 0 and x0 (0) = 0.
Solution. Given
x0 − y0 − 2x + 2y = 1 − 2t; x00 + 2y0 + x = 0.

pL [x] − x(0) − [pL [y] − y(0)] − 2L [x] + 2L [y] = L [1 − 2t]
and
p2 L [x] − px(0) − x0 (0) + 2[pL [y] − y(0)] + L [x] = 0.
Given initial conditions are x(0) = 0, y(0) = 0 and x0 (0) = 0.
1 2
pL [x] − pL [y] − 2L [x] + 2L [y] = − 2; p2 L [x] + 2pL [y] + L [x] = 0
p p
p−2
(p − 2)L [x] − (p − 2)L [y] =
p2
(p2 + 1)L [x] + 2pL [y] = 0

p−2 −(p − 2)
p2
0 2(p−2) 2p(p−2)
2p p p 2
L [x] = = = = .
p − 2 −(p − 2) 2p(p − 2) + (p − 2)(p2 + 1) (p − 2)(p + 2p
2 + 1) p(p + 1)2

p2 + 1 2p
h1 1 1 i
L [x] = 2 −
−
p p + 1 (p + 1)2
h1 1 1 i
x = 2L −1 − −
p p + 1 (p + 1)2
x = 2(1 − e−t − te−t ).


p − 2 p−2
p2

p + 1
2
0 p2 + 1
L [y] = = − 2
p − 2 −(p − 2) p (p + 1)2

p2 + 1 2p
h p2 + 1 i
y = −L −1
p2 (p + 1)2
y = −t(1 + 2e−t ) + 2(1 − e−t )
x = 2(1 − e−t − te−t ); y = −t(1 + 2e−t ) + 2(1 − e−t ).
Example 19.4.5. Solve (D2 − 3)x − 4y = 0; x + (D2 + 1)y = 0 t > 0 when t = 0, x = y = Dy = 0

and Dx = 2.
Solution. Given
x00 − 3x − 4y = 0; x + y00 + y = 0.
p2 L [x] − px(0) − x0 (0) − 3L [x] − 4L [y] = 0; L [x] + p2 L [y00 ] − py(0) − y0 (0) + L [y] = 0.
Given initial conditions are x(0) = 0, y(0) = 0, y0 (0) = 0 and x0 (0) = 2.
p2 L [x] − 2 − 3L [x] − L [y] = 0; L [x] + p2 L [y00 ] + L [y] = 0

(p − 3)L [x] − 4L [y] = 2
L [x] + (p2 + 1)L [y] = 0
From these two equations, we get
2(p2 + 1)
L [x] =
(p2 − 1)2
1 1
= +
(p − 1) 2 (p + 1)2
h 1 1 i
x = L −1 +
(p − 1)2 (p + 1)2
h1i h1i
x = et L −1 2 + e−t L −1 2
p p
x = et t + e−t t
x = 2t cos ht
dx d2 x
= 2[t sinh t + cosh t] and = 2[t cosh t + sinh t + sinh t] = 2[t cosh t + 2 sinh t].
dt dt2
d2 x
Using the values of x, and dt2
in x00 − 3x − 4y = 0
2t cosh t + 4 sinh t − 6t cosh t − 4y = 0
−4y = 4t cosh t − 4 sinh t
y = sinh t − t cosh t.
x = 2 cosh t; y = sinh t − t cosh t.
Example 19.4.6. Solve (D − 2)x − (D + 1)y = 6e3t ; (2D − 3)x + (D − 3)y = 6e3t if x = 3, y = 0
when t = 0.

Solution. Given
x0 − 2x − y0 − y = 6e3t ; 2x0 − 3x + y0 − 3y = 6e3t .
6
pL [x] − x(0) − 2L [x] − pL [y] + y(0) − L [y] =
p−3
and
6
2pL [x] − 2x(0) − 3L [x] + pL [y] − y(0) − 3L [y] = .
p−3
Given initial conditions are x(0) = 3, y(0) = 0,
6 6
pL [x] − 3 − 2L [x] − pL [y] − L [y] = ; 2pL [x] − 6 − 3L [x] + pL [y] − 3L [y] = .
p−3 p−3
6 6 6p − 12
(p − 3)L [x] − (p + 1)L [y] = 3 + ; (2p − 3)L [x] + (p − 3)L [y] = 6 + = .
p−3 p−3 p−3
3p − 3
(p − 3)L [x] − (p + 1)L [y] = (19.4.5)
p−3
6p − 12
(2p − 3)L [x] + (p − 3)L [y] = (19.4.6)
p−3
From (19.4.5) and (19.4.6), we get
3p2 − 6p − 1 −3p + 5
L [x] = ; L [y] = .
(p − 3)(p − 1)2 (p − 3)(p − 1)2
1 2 2
L [x] = + 2
+
p − 1 (p − 1) p−3
h 1 2 2 i
x = L −1 + +
p − 1 (p − 1)2 p − 3
x = et + 2tet + 2e3t

1 1 1
L [y] = − −
p − 1 (p − 1)2 p − 3
h 1 1 1 i
y = L −1 − −
p − 1 (p − 1)2 p − 3
y = et − tet − e3t
The required solution is

x = et + 2tet + 2e3t ; y = et − tet − e3t .
Example 19.4.7. Solve (D2 + 2)x − Dy = 1; Dx + (D2 + 2)y = 0 if x = 0 = Dx = y = Dy, when

t = 0.
Solution. Given
x00 + 2x − y0 = 1; x0 + y00 + 2y = 0.
1
p2 L [x]−px(0)−x0 (0)+2L [x]−pL [y]+y(0) = ; pL [x]−x(0)+[p2 L [y]−py(0)−y0 (0)]+2L [y] = 0.
p
Given initial conditions are x(0) = 3, y(0) = 0, x0 (0) = y0 (0)
1
p2 L [x] + 2L [x] − pL [y] = ; pL [x] + p2 L [y] + 2L [y] = 0.
p
1
(p2 + 2)L [x] − pL [y] = ; pL [x] + (p2 + 2)L [y] = 0.
p
From these equations, we have
p2 + 2 1
L [x] = ; L [y] =
p(p2 + 1)(p2 + 4) (p2 + 1)(p2 + 4)

478 19.5. Exercises
1 p p
L [x] = − −
2p 3(p2 + 1) 6(p2 + 4)
h1 p p i
x = L −1 − −
2p 3(p2 + 1) 6(p2 + 4)
1 1 1
x = − cos t − cos 2t
2 3 6
−1 h 1 1 i
L [y] = −
3 p2 + 1 p2 + 4
1 h 1 1 i
y = − L −1 2 − 2
3 p +1 p +4
1 1
y = − sin t + sin 2t.
3 6
The required solution is
1 1 1 1 1
x= − cos t − cos 2t; y = − sin t + sin 2t.
2 3 6 3 6
19.5 Exercises
Solve the following differential equations by using Laplace transform:

1. y000 + 2y00 − y0 − 2y = 0 with y(0) = y0 (0) = y00 (0) = 6;
2. y000 − 2y00 + 5y0 = 0 given that y(0) = y0 (0) = 0 and y00 (0) = 1;
d2 y
3. dt2
+ y = t, y = 1, dy
dt
= −2 when t = 0;
4. (D2 + 6D + 9)y = sin t, y(0) = 1, y0 (0) = 0;
d2 x
5. (D2 − 2D + 1)x = et , x = 2, Dx = −1 when t = 0. (or) dt2
− 2 dx
dt
+ x = et , given that x(0) = 2,
x0 (0) = −1 when t = 0;
6. (D2 + 4D + 3)y = e−t , given y = 1, dy
dt
= 1 at t = 0;
d2 x
7. + 9x = sin t, given that x0 (0) = 0;
dt2
8. (D2 + 9)y = cos 2t, y(0) = 1, y π2 = −1;

9. (D2 + 9)y = 18t, y(0) = 0, y π2 = 0, y0 (0) = A;


19.5. Exercises 479
10. y00 − 3y0 + 2y = 4t + e3t when y(0) = 1, and y0 (0) = −1;

11. (D2 + 2D + 1)y = 3te−t , y = 4, Dy = 2 at t = 0;
d3 y 2 d2 y
12. dt3
− 3 ddt2y + 3 dy
dt
− y = t2 et , given that y = 1, dy
dt
= 0, dt2
= −2 at t = 0;
13. (D3 + 1)y = 1, y = Dy = D2 y = 0, when t = 0;
14. (D4 − 1)y = 1, y = Dy = D2 y = D3 y = 0, when t = 0;
15. (D4 + 2D2 + 1)y = 0, y = 0, y0 = 0, y00 = 2, y000 = −3 at t = 0;
16. y00 + ty0 − y = 0, if y(0) = 0, y0 (0) = 1;
17. y00 − ty0 + y = 0, if y(0) = 1, y0 (0) = 2.
Answers h i
1. y = et − 3e−t + 2e−2t ; 2. y = 1
10
et (sin 2t − 2 cos 2t) + 2 ;

3. y = t + cos t − 3 sin t; 4. y = 50
1
53e−3t + 155e−3t + 4 sin t − 3 cos t ;
2
5. x = 2et − 3tet + t2 et ; 6. y = 74 e−t + 2t e−t − 43 e−3t ;
7. y = cos 3t + 1
24
(3 sin t − sin 3t; 8. y = 15 (cos 2t + 4 sin 3t + 4 cos 3t);
9. y = 2t + π sin 3t; 10. y = 2t + 3 + 21 (e3t−e ) − 2e2t ;
t
3 2

t5
11. y = e−t t2 + 6t + 4 ; 12. y = et 1 − t − t2 + 60 ;
√
e−t t
13. y = 1 + 3
− 23 e 2 cos 2
3
t; 14. y = −1 + 12 (cos t + cosh t);
15. y = t(sin t + cos t); 16. y = t;
17. y = 1 = 2t.

480
UNIT-V
Lesson 20
APPLICATION OF LAPLACE
TRANSFORMS TO PARTIAL
DIFFERENTIAL EQUATIONS
Learning Objectives
• solve partial differential equations by using Laplace transform
• solve initial and boundary value problem by using Laplace transform.
20.1 Introduction
T
he Laplace transform is especially well - suited for solving initial boundary value problem
for which some auxiliary conditions are prescribed at t = 0. Such problems arise naturally
in the solution of the heat equation or wave equation. We will now prove some theorems.
Theorem 20.1.1. If Y = Y(x, t) then

(i) L ∂Y ∂ Y
2
∂t
= py(x, p) − Y(x, 0); (ii) L ∂t2
= p2 y(x, p) − pY(x, 0) − Y 0 (x, 0);
2 d2 y
(iii) L ∂Y ∂ Y
dy
∂x
= dx
; (iv) L ∂x2
= dx2 .

∂Y

where L [Y(x, t)] = y(x, p), Yt (x, 0) = ∂t t=0
.
Proof. (i)
∂Y Z
∂Y ∞
L = e−pt dt
∂t 0 ∂t
∂Y
Z a
= lim e−pt dt
a→∞ 0 ∂t
Z a i
= lim [e −pt
Y(x, t)at=0 +p e−pt Y(x, t)dt
a→∞ 0
Z ∞
= −Y(x, 0) + p e−pt Ydt
0
= pL [Y(x, t)] − Y(x, 0)

∂Y
L = py(x, p) − Y(x, 0).
∂t
∂Y
(ii) Let V = ∂t
= Y, then
∂2 Y ∂V
L = L
∂t2 ∂t
= pV(x, p) − V(x, 0), by (i)
= pL [V] − Yt (x, 0)
∂Y
= pL − Yt (x, 0)
∂t
= p[py(x, p) − Y(x, 0)] − Yt (x, 0), by (i)
∂2 Y
L = p2 y(x, p) − pY(x, 0) − Yt (x, 0).
∂t2
(iii)
∂Y
−pt ∂Y
Z ∞ Z ∞
d d dy
L = e dt = e−pt Ydt = L [Y] = .
∂x 0 ∂t dx 0 dx dx

(iv)
∂2 Y ∂U ∂Y
L = L , where U =
∂x2 ∂x ∂x
d
=
L [U]
dx
d ∂Y
= L
dx ∂x
d dy
= by (iii)
dx dx
∂2 Y d2 y
L = .
∂x2 dx2
∂Y
Example 20.2.1. Solve ∂x
= 2 ∂Y
∂t
+ Y, Y(x, 0) = 6e−3x which is bounded for x > 0, t > 0.
Solution. Let L [Y] = y. Given
∂Y ∂Y
L = L 2 +Y
∂x ∂t
dy
= 2[py(x, p) − Y(x, 0)] + y
dx
= 2py(x, p) − 12e−3x + y
dy
− (1 + 2p)y = −12e−3x
dx
This is the linear differential equation.
Z Z
IntegratingFactor = exp Pdx = exp − (1 + 2p)dx = exp(−(1 + 2p)x).
i.e., I.F = e−(1+2p)x

The solution is
Z
ye −(1+2p)x
= −12e−3x .e−(1+2p)x dx + c
Z
= −12 e−(2p+4)x dx + c
e−(2p+4)x
= −12 +c
−(2p + 4)
e−(2p+4)x
= 6 +c
p+2
6e−3x
y = + ce(1+2p)x
p+2
Since Y(x, t) is bounded ∀x and so y(x, p) is bounded ∀x and p > 0.

c = 0, for any y = finite quantity as x → ∞.
6e−3x
∴y=
p+2
6e−3x h 1 i
i.e., L [Y] = ⇒ Y = 6e−3x L −1
p+2 p+2
Y = 6e−3x e−2t = 6e−(2t+3x) .
∂2 U ∂2 U ∂U
Example 20.2.2. Solve ∂x2
− ∂t2
= xt, where U = 0 = ∂t
at t = 0.
Solution.
∂2 U ∂2 U
− 2 = xt
∂x2 ∂t
h ∂2 U i h ∂2 U i
L −L = xL [t]
∂x2 ∂t2
d2 u x
2
− [p2 u − pU(x, 0) − Ut (x, 0)] = 2
dx p

∂U
Given U = 0 = ∂t
at t = 0.
d2 u x
2
− p2 u = 2
dx p
The solution is u = C.F + P.I
C.F = Ae−xp + Be xp
u = Ae−xp + Be xp + P.I (20.2.1)
let us assume that P.I = u p = A + Bx
u0p = B u00p = 0.
d2 u x
2
− p2 u = 2
dx p
x
0 − p2 (A + Bx) = 2
p
Equating likewise coefficients, we get
1
A = 0 and B=− .
p4
x
∴ P.I = u p = −
p4
x
∴ u = Ae−px + Be px − (20.2.2)
p4
U = 0 for t = 0 ⇒ U = 0, ∀x, p
⇒u=0
∴ from (20.2.2),we have B = 0 as x → ∞
x
∴ u = Ae−xp −
p4

Again applying u = 0 for x = 0, we get A = 0.
x −1 1
h i xt3
∴u=− ⇒ U = −xL = −
p4 p4 3!
xt3
U=− .
6
∂Y
= 2 ∂∂xY2 , where Y(0, t) = 0 = Y(5, t) and Y(x, 0) = 10 sin 4πx.
2
Example 20.2.3. Solve ∂t
Solution.
∂Y ∂2 Y
=2 2
∂t ∂x
h ∂Y i ∂2 Y i
L = 2L [
∂t ∂x2
d2 y
py − Y(x, 0) = 2
dx2
d2 y
2 = py − 10 sin 4πx
dx2
d2 y p
− y = −5 sin 4πx (20.2.3)
dx2 2
The general solution is
y = C.F + P.I
√p √p
C.F = Ae x 2 + Be−x 2
To find Particular solution: Take the trail solution is
y p = A sin 4πx + B cos 4πx

y0p = 4πA cos 4πx − 4πB sin 4πx
y00p = −16π2 A sin 4πx − 16π2 cos 4πx
Using these in (20.2.3), we get
p
−16π2 A sin 4πx − 16π2 cos 4πx − (A sin 4πx + B cos 4πx) = −5 sin 4πx
2
10
A= and B = 0.
32π2 + p
10
∴ yp = sin 4πx
32π2 + p
∴ the general solution is
√p √p 10
y = Ae x 2 + Be−x 2 + sin 4πx.
32π2 + p
Given y(0, p) = 0 and y(5, p) = 0
∴ A+B = 0
√p √p 10 sin 20π
Ae5 2 + Be−5 2 + = 0
32π2 + p
Solving these two equations, we get A = 0 = B.
10 h 10 i
∴y= sin 4πx ⇒ Y = L −1
sin 4πx
32π2 + p 32π2 + p
2
Y = 10e−32π t sin 4πx.
∂Y ∂2 Y
= ∂x2
, x > 0, t > 0 where Y(0, t) = 1, Y(x, 0) = 0.

Solution.
∂Y ∂2 Y
= 2
∂t ∂x
h ∂Y i ∂2 Y i
L = 2L [
∂t ∂x2
d2 y
py − Y(x, 0) = 2
dx2
d2 y
= py, since Y(x, 0) = 0.
dx2
d2 y
− py = 0 (20.2.4)
dx2
√ √
y = Ae x p
+ Be−x p
(20.2.5)
Given Y(0, t) = 1 ⇒ L [Y(0, t)] = L [1] ⇒ y(0, p) = 1

p
and Y(x, 0) = 0 ⇒ y(x, 0) = 0.
Y is bounded ⇒ L [Y] = y is bounded
⇒ y is finite as x → ∞.
∴ (20.2.5) ⇒ A = 0.
− √xp
∴ y = Be .
Since y(0, p) = 1p , we have B = 1p .

1 −x √ p
y= e .
p
1 −x √ p h1 √ i x
L[Y] = e ⇒ Y = L −1 e−x p = er f c √ .
p p 2 t
Physical Interpretation. This represents the temperature at any point of a semi - infinite solid
x > 0 whose face x = 0 is kept at unit temperature and whose initial temperature is zero.
∂Y ∂Y
Example 20.2.5. Solve ∂x
− ∂t
= 1 − e−t , 0 < x < 1, t > 0 given that Y(x, 0) = x.

Solution.
∂Y ∂Y
− = 1 − e−t
∂x ∂t
h ∂Y
∂Y i
L = L [1 − e−t ].
−
∂x ∂t
dy 1 1
− [py − Y(x, 0)] = −
dx p p+1
dy 1 1
− py + x = − , since Y(x, 0) = x
dx p p+1
dy 1 1
− py = − −x
dx p p+1
This is the linear differential equation. The general solution is
Z Z Z
y exp Pdx = Q exp pdx dx + c.
Z Z
I.F = exp Pdx = exp −pdx = exp − px .
i.e., I.F = e−px .
Z h
1 i
ye −px
= − x e−px dx + c
p(p + 1)
hx 1 1i
= − 2 + 2 e−px + c
p p (p + 1) p
x 1
y = + + ce px .
p p(p + 1)
Y is bounded ⇒ L [Y] = y is bounded

⇒ y is finite as x → ∞ ⇒ c = 0.
x 1
∴y= + .
p p(p + 1)

x 1 hx 1 1 i
L [Y] = + ⇒ Y = L −1 + − = x + 1 − e−t .
p p(p + 1) p p p+1
∂Y
= 2 ∂∂xY2 , where Y(0, t) = 0 = Y(5, t) and Y(x, 0) = 10 sin 4πx −
2
5 sin 6πx.
Solution.
∂Y ∂2 Y
=2 2
∂t ∂x
h ∂Y i ∂2 Y i
L = 2L [
∂t ∂x2
d2 y
py − Y(x, 0) = 2
dx2
d2 y
2 = py − 10 sin 4πx + 5 sin 6πx
dx2
d2 y p 5
2
− y = −5 sin 4πx + sin 6πx (20.2.6)
dx 2 2
y = C.F + P.I
√p √p
C.F = Ae x 2 + Be−x 2
y p1 = A sin 4πx + B cos 4πx
y0p1 = 4πA cos 4πx − 4πB sin 4πx
y00p1 = −16π2 A sin 4πx − 16π2 cos 4πx

Using these equations in (20.2.6)
p
−16π2 A sin 4πx − 16π2 cos 4πx − [A sin 4πx + B cos 4πx] = −5 sin 4πx
2
10 sin 4πx
A= .
32π2 + p
Take the trail solution is

y p2 = C sin 6πx + D cos 6πx
y0p2 = 6πC cos 6πx − 6πD sin 6πx
y00p2 = −36π2C sin 6πx − 36π2 D cos 6πx
p 5
−36π2C sin 6πx − 36π2 D cos 6πx − (C sin 6πx + D cos 6πx) = sin 6πx
2 2
−5
D= and C = 0.
72π2 + p
10 5
∴ y p = y p1 + y p2 = sin 4πx − sin 6πx
32π + p
2 72π + p
2
√p √p 10 5
y = Ae x 2 + Be−x 2 + sin 4πx − sin 6πx.
32π + p
2 72π + p
2

Given y(0, p) = 0 and y(5, p) = 0
∴ A+B = 0
√p √p 10 sin 20π 5
Ae5 2 + Be−5 2 + − sin 30π = 0
32π + p
2 72π + p
2
10 5 h 10 5 i
∴y= sin 4πx − sin 6πx ⇒ Y = L −1
sin 4πx − sin 6πx
32π2 + p 72π2 + p 32π2 + p 72π2 + p
2 2
Y = 10e−32π t sin 4πx − 5e−72π t sin 6πx.
∂y ∂2 y
∂y
π

= ∂x 2 , where Y 2 , t = 0, ∂x
= 0 and y(x, 0) = cos 3x.
x=0
Solution.
∂y ∂2 y
=
∂t ∂x2
h ∂y i h ∂2 y i
L = L
∂t ∂x2
d2 y
py(x, p) − y(x, 0) =
dx2
d2 y
= py − cos 3x
dx2
d2 y
− py = − cos 3x (20.2.7)
dx2
y = C.F + P.I
√ √
C.F = Ae x p
+ Be−x p
y p = A sin 3x + B cos 3x

y0p = 3A cos 3x − 3B sin 3x
y00p = −9A sin 3x − 9B cos 3x
−9A sin 3x − 9B cos 3x − p(A sin 3x + B cos 3x) = − cos 3x
1
A = 0. B=
9+ p
1
∴ yp = cos 3x
9+ p
√ √ 1
y = Ae x p
+ Be−x p
+ cos 3x. (20.2.8)
9+ p
Given y π2 , t) = 0 ⇒ y π2 , p) = 0

From (20.2.8),
√ √
p π2 p π2
Ae + Be− = 0
Also,
∂y dy
=0⇒ = 0,
∂x dx
when x = 0.
Differentiating (20.2.8) with respect to x, we have
dy √ √ √ √ 3
= A pe x p − pBe−x p + sin 3x
dx 9+ p
√ √ dy
0 = A p − B p, since = 0, when x = 0
dx

1 h 1 i
∴y= cos 3x ⇒ Y = L −1 cos 3x
9+ p 9+ p
Y = e−9t cos 3x.
∂y ∂2 y
= ∂x2
, y(x, 0) = 3 sin 2πx, y(0, t) = 0 = y(1, t).
Solution.
∂y ∂2 y
=
∂t ∂x2
h ∂y i h ∂2 y i
L = L
∂t ∂x2
2
d y
py(x, p) − y(x, 0) =
dx2
d2 y
= py − 3 sin 2πx
dx2
d2 y
− py = −3 sin 2πx (20.2.9)
dx2
y = C.F + P.I
√ √
C.F = Ae x p
+ Be−x p
y p = A sin 2πx + B cos 2πx
y0p = 2πA cos 2πx − 2πB sin 2πx
y00p = −4π2 A sin 2πx − 4π2 B cos 2πx

−4π2 A sin 2πx − 4π2 B cos 2πx − p(A sin 2πx + B cos 2πx) = −3 sin 2πx
3
A= , B=0
4π2 +p
3
∴ yp = sin 2πx
4π2 +p
√ √ 3
y = Ae x p
+ Be−x p
+ sin 2πx. (20.2.10)
4π2 +p
Given y(0, t) = 0 ⇒ y(0, p) = 0
y(1, t) = 0 ⇒ y(1, p) = 0.
From (20.2.9),
∴ A+B = 0
√ √
Ae p
+ Be− p
= 0
3 h 3 i
∴y= sin 2πx ⇒ Y = L −1
sin 2πx
4π2 + p 4π2 + p
2
Y = 3e−4π t sin 2πx.

496 20.3. Application of Laplace Transform to Initial and Boundary Value Problems
20.3 Application of Laplace Transform to Initial and

Boundary Value Problems
Partial differential equations are frequently occurring in solving many problems in Physics and
Engineering. If the partial differential equation is satisfied within a certain region and certain
condition are satisfied on the boundary region, the problem is said to be a boundary value problem.
Laplace transform is used to solve such type of problems.
Heat Conduction Equation. The heat flow in a homogeneous body is given by the heat equation
∂u ∂2 u ∂2 u ∂2 u
= c2 + + ,
∂t ∂x2 ∂y2 ∂z2
c2 = k
cρ
, where u(x, y, z, t) is the temperature of the body, k is the thermal conductivity, σ is the
specific heat, ρ the density of the material of the body and c2 the constant is called the diffusivity
of the body.
If we consider the heat flow in along thin bar on wire of constant cross section and homogeneous
material which along x - axis (is insulated so that the heat flows in x - direction only u depends
only) on x and t. The heat equation becomes
∂u ∂2 u
= c2 2 .
∂t ∂x
This is known as one dimensional heat equation.
Wave Equation. The vibration of an elastic string are governed by the one dimensional wave
equation
∂2 u 2∂ u
2
= c ,
∂t2 ∂x2
where c2 = Tρ . Here u(x, t) is the deflection of the string stretched between the fixed points (0, 0)
and (l, 0).
Laplace Equation. When the temperatures in a homogeneous material is in steady state then the

heat conduction equation becomes
∂2 u ∂2 u ∂2 u
+ + = 0.
∂x2 ∂y2 ∂z2
This is known as Laplace equation in cartesian coordinates.
∂u
+ x ∂u
∂x
= x, x > 0, t > 0, u(x, 0) = 0 = u(0, t).
Solution. Given
∂u ∂u
+ x = x.
∂t ∂x
h ∂u i h ∂u i
L + xL= xL [1]
∂t ∂x
du x
pu(x, p) − u(x, 0) + x =
dx p
du x
pu(x, p) + x = , since u(x, 0) = 0
dx p
du p 1
+ u(x, p) =
dx x p
Z p
I.F = exp dx = exp p log x = exp(log x p ) = x p .
x
Z
1 p
ux p
= x dx + c
p
1 x p+1
= +c
pp+1
Here
u(0, t) = 0 ⇒ L [u(0, t)] = u(0, p) = 0.

Using this in the above equation, we get c = 0.
x 1 1
u= =x −
p(p + 1) p p+1
1 1
∴ u = xL −1 − = x(1 − e−t ).
p p+1
Example 20.4.2. Solve x ∂u
∂t
+ ∂u
∂x
= x, u(x, 0) = 0 = u(0, t).
Solution. Given
∂u ∂u
x + = x.
∂t ∂x
h ∂u i h ∂u i
xL +L = xL [1]
∂t ∂x
du x
x[pu(x, p) − u(x, 0)] + =
dx p
du x
xpu(x, p) + = , since u(x, 0) = 0
dx p
du x
+ xpu(x, p) =
dx p
Z px2
I.F = exp pxdx = exp .
2
px2
i.e., I.F = e 2 .

Z
px2 x px22
ue 2 = e dx + c
p
1 px22
= e +c
p2
Here
u(0, t) = 0 ⇒ L [u(0, t)] = u(0, p) = 0.

Using this in the above equation, we get c = − p12 .
px2 1 px22 1 1 px2

ue 2 = e − = 1 − e 2 .
p2 p2 p2
Taking inverse Laplace transform,
x2 x2
∴u=t− t− H t− .
2 2
∂2 u
= a2 ∂∂xu2 , (t > 0, x > 0) where
2
Example 20.4.3. Solve the boundary value problem ∂t2
u(x, 0) = 0, x ≥ 0, ut (x, 0) = 0, x > 0, u(0, t) = t, lim x→∞ u(x, t) = 0, t ≥ 0.
Solution. Given
∂2 u 2∂ u
2
= a .
∂t2 ∂x2
h ∂2 u i h ∂2 u i
L = a2 L
∂t2 ∂x2
2
d u
p2 u(x, p) − pu(x, 0) − ut (x, 0) = a2
dx2
d2 u
p2 u(x, p) = a2 2 , since u(x, 0) = 0 and ut (x, 0) = 0
dx
d 2 u p2
− u=0
dx2 a2
px px
u(x, p) = Ae a + Be− a
Here
1
u(0, t) = t ⇒ L [u(0, t)] = L [t] ⇒ u(0, p) = .
p2
lim u(x, t) = 0 ⇒ lim L [u(x, t)] = 0 ⇒ lim u(x, p) = 0
x→∞ x→ x→∞

As x → ∞, u(x, p) → 0, we have A = 0.
−px
u(x, p) = Be p
1
u(0, p) = B ⇒ = B.
p2
1 −px
∴ u(x, p) = e a .
p2
h 1 px i
∴ u(x, t) = L −1 e− a ,
p2

t − a , t>

 x x
x x

 a

u(x, t) =  = t− H t−

 a a
0, t < x



a
This is the required solution.
∂2 u
= a2 ∂∂xu2 , (t > 0, x > 0) where
2
u(x, 0) = 0, x ≥ 0, ut (x, 0) = 0, x > 0, u(0, t) = F(t), lim x→∞ u(x, t) = 0, t ≥ 0.
Solution. Given
∂2 u 2∂ u
2
= a .
∂t2 ∂x2
h ∂2 u i h ∂2 u i
L = a2 L
∂t2 ∂x2
2
d u
p2 u(x, p) − pu(x, 0) − ut (x, 0) = a2
dx2
d2 u
dx
d 2 u p2
− u=0
dx2 a2

px px
Here Z ∞
u(0, t) = F(t) ⇒ L [u(0, t)] = F(t)e−pt dt = F(p).
0
lim u(x, t) = 0 ⇒ lim L [u(x, t)] = 0 ⇒ lim u(x, p) = 0

x→∞ x→∞ x→∞
As x → ∞, u(x, p) → 0, we have A = 0.
−px
u(x, p) = Be p
u(0, p) = B ⇒ F(p) = B.
−px
∴ u(x, p) = F(p)e a .
h px i x x
∴ u(x, t) = L −1 F(p)e− a = F t − H t − .
a a
in terms of Havisides unit step function.


F t − a , t >


 x x
 a
u(x, t) = 


t< x

0,


a
∂2 u
= a2 ∂∂xu2 − g, (t > 0, x > 0) where
2
u(x, 0) = 0 = ut (x, 0), x ≥ 0, u(0, t) = 0, lim x→∞ ut (x, t) = 0, t ≥ 0.

Solution. Given partial differential equation is
∂2 u 2∂ u
2
= a − g.
∂t2 ∂x2
h ∂2 u i h ∂2 u i
L = a2 L − gL [1]
∂t2 ∂x2
d2 u g
p2 u(x, p) − pu(x, 0) − ut (x, 0) = a2 2 −
dx p
2
d u
dx
d 2 u p2 g
− u= 2 .
dx2 a2 a p
px px g
u(x, p) = Ae a + Be− a −
p3
Here
u(0, t) = 0 ⇒ L [u(0, t)] = 0 ⇒ u(0, p) = 0.
du
lim = 0.
p→∞ dx
du
∴ lim = 0 ⇒ A = 0.
p→∞ dx
−px g
u(x, p) = Be p − 3
p
g g
u(0, p) = 0 ⇒ B − 3
= 0 ⇒ B = 3.
p p
g −px g
∴ u(x, p) = e a − .
p3 p2
h g −px gi
∴ u(x, t) = L −1 e a −
p3 p2


2
,
 1 x x
t − t≥
2

gt


2 a a
u(x, t) = − + g

2 
t< x

0,


a

− 2ag2 (2axt − x2 ),





 x ≤ at


u(x, t) = 







 2
− gt 0,

 x ≥ at
2
∂u
= k ∂∂xu2 which tends to zero as x → ∞ and
2
Example 20.4.6. Find the solution of the equation ∂t
which satisfies the conditions u = f (t) when x = 0, t > 0, and u = 0, where x > 0, t = 0.
Solution. Given partial differential equation is
∂u ∂2 u
= k 2.
∂t ∂x
h ∂u i h ∂2 u i
L = kL
∂t ∂x2
2
d u
pu(x, p) − u(x, 0) = k
dx2
d2 u
pu(x, p) = k 2 , since u(x, 0) = 0
dx
2
d u p
− u = 0.
dx2 k
√p √p
u(x, p) = Ae k x
+ Be− k x
As x → ∞ we have u → 0. As x → ∞, we have u → 0. ∴ A = 0.
Since u = f (t), we have f (p) = B
√p
∴ u = f (p)e− k x

h √p i 1
Z r+∞ √p
∴ u(x, t) = L −1
f (p)e − kx = e pt f (p)e− k x
d p.
2πi r−i∞
Example 20.4.7. A string is stretched between two fixed points (0, 0) and (c, 0). If it is displaced
into the curve y = b sin πxc and released from rest in that position at time t = 0, find its

displacement at any time t > 0 and at any point 0 < x < c.
Solution. The displacement is governed by the equation
∂2 y 2∂ y
2
= a .
∂t2 ∂x2
πx

with boundary conditions y(0, t) = 0, y(c, t) = 0 and initial condition y(x, 0) = b sin c
and
yt (x, 0) = 0.
h ∂2 y i h ∂2 y i
L = a2 L
∂t2 ∂x2
2
d y
p2 y(x, p) − py(x, 0) − yt (x, 0) = a2
dx2
πx d2 y
p2 y(x, p) − pb sin = a2 2 , since yt (x, 0) = 0
2 dx
2
d y p 2
bp πx
2
− 2 y = − 2 sin
dx a a c
px px b πx
u(x, p) = Ae a + Be− a + π2 a2
p sin
c2
+ p2 c
Here
y(0, t) = 0 ⇒ L [y(0, t)] = 0 ⇒ y(0, p) = 0.
y(c, t) = 0 ⇒ L [y(c, t)] = 0 ⇒ y(c, p) = 0.

Also
y(0, p) = 0 ⇒ A + B = 0.
pc −pc
y(c, p) = 0 ⇒ Ae a + Be a
Solving these two equations, we get

A = B = 0.
b πx
∴ y(x, p) = π2 a2
p sin .
c2
+ p2 c
h p i πx πx πat
∴ y(x, t) = bL −1 π2 a2
sin = b sin cos .
c2
+ p2 c c c
Example 20.4.8. An infinite long string having one end at x = 0 is initially at rest on the x−
axis. The end x = 0 undergoes a periodic transverse displacement given by A0 sin(nt), t > 0.
Find the displacement of any point on the string at t > 0.
Solution. The displacement at any point of the string is given by the partial differential equation
is
∂2 u 2∂ u
2
= a
∂t2 ∂x2
with boundary and initial condition u(0, t) = A0 sin(nt), t > 0 u(x, 0) = 0, and ut (x, 0) = 0,
x ≥ 0. The displacement is finite.

h ∂2 u i h ∂2 u i
L = a2 L
∂t2 ∂x2
2
d u
p2 u(x, p) − pu(x, 0) − ut (x, 0) = a2
dx2
d2 u
dx
d 2 u p2
− u = 0.
dx2 a2
px px
Here
n
u(0, t) = A0 sin(nt) ⇒ L [u(0, t)] = A0 L [sin nt] ⇒ u(0, p) = A0 .
p2 + n2
u(x, p) is finite for x ≥ 0.
∴ A = 0.
n n
u(0, p) = A0 ⇒ B = A0 2
p2 +n 2 p + n2
n −px
∴ u(x, p) = A0 e a .
p2 +n 2
h 1 −px i
∴ u(x, t) = nA0 L −1 e a
p2 + n2


, t>
 x x
A sin n t −


 0 a a
u(x, t) = 



t< x

0,


a

20.5. Exercises 507
20.5 Exercises
∂u ∂2 u
1. Solve the boundary value problem ∂t
= ∂x2
, 0 < x < 1, t > 0 where u(0, t) = 1 = u(1, t),
t > 0 and u(x, 0) = 1 + sin πx, 0 < x < 1.
∂2 u ∂2 u
2. Solve the boundary value problem ∂t2
= ∂x2
, 0 < x < 1, t > 0 where u(0, t) = 0 = u(1, t),
t > 0, u(x, 0) = sin πx and ut (x, 0) = − sin πx, 0 < x < 1.
3. Solve the boundary value problem ∂u ∂2 u π

∂t
= 3 ∂x 2 , u 2
, t = 0, u x (0, t) = 0 and u(x, 0) = 30 cos 5x.
∂2 u
= c2 ∂∂xu2 , 0 ≤ x < ∞, 0 ≤ t < ∞, u(0, t) = 0,
2
u(x, 0) = 0 and ut (x, 0) = 1.

∂2 u
= c2 ∂∂xu2 + sin πx, 0 < x < 1, t > 0, u(x, 0) = 0,
2
ut (x, 0) = 0, u(0, t) = 0 and u(1, t) = 0.
Answers
1. u(x, t) = 1 + e−π t sin πx.
2
2. u(x, t) = sin πx cos πt − sinππt .

3. u(x, t) = 30e−75t cos 5x.

h
4. u(x, t) = t − t − cx H t − cx .
5. u(x, t) = 1
π2
(1 − cos πt) sin πx.

508
UNIT-V
Lesson 21
APPLICATIONS OF FOURIER
TRANSFORMS TO INITIAL AND
BOUNDARY VALUE PROBLEMS
Learning Objectives
• solve initial and boundary value problem by using Fourier transform
• solve heat equation by using finite Fourier transform and also give physical
interpretation of the problem
• apply Laplace transforms to integral equations.
21.1 Introduction
W
e will use Fourier transform to solve initial and boundary value problems. If the Fourier
transform is applied with respect to one of the variables in the partial differential equation,
then we obtain an ordinary differential equation in terms of the other variable. We solve this
differential equation. The solution to the boundary value problem (BVP)is then obtained by taking
inverse Fourier transform.

Application of Infinite Fourier Transforms

If in the given problem, one of the variables ranges from −∞ to ∞ or 0 to ∞, we solve them
using infinite Fourier transforms on both sides. We then take the corresponding inverse Fourier
transform to the solution obtained.
Application of Infinite Sine or Cosine transform
We will use Sine or Cosine transforms depending on the form of boundary conditions at the lower
limit variable we want to exclude.
∂2 y
If we want to remove the term ∂x2
in a differential equation, we apply sine transformation to
obtain.
∞
∂2 V ∂V ∂V
Z i∞ Z ∞
sin px 2 dx = sin px − p cos px. dx
0 ∂x ∂x 0
0 ∂x
∂V ∂V
Z ∞
= −p cos px. dx, i f → 0 as x → ∞
0 ∂x ∂x
∞ Z ∞
= −p V cos px + p V sin pxdx
0
0
= p(V) x=0 − p2 V s .
where V s is the sine transform of V and assuming that V → ∞ as x → ∞.

Again, applying cosine transform, we have
∞
∂2 V ∂V ∂V
Z i∞ Z ∞
cos px 2 dx = cos px + p sin px. dx
0 ∂x ∂x 0
0 ∂x
∂V Z ∞
∂V
= − + p[V sin px] − p 2
V cos px.dx, i f → 0 as x → ∞
∂x x=0 0 ∂x
∂V
= − p2 V c .
∂X x=0
if V → 0 as x → ∞.
Thus, we observe that for the exclusion of ∂∂xV2 from a differential equation, we require (V) x=0 in
2
sine transform and in ∂V

∂x
cosine transformation.
x=0
Note.1 A derivative of odd order cannot be excluded from the given differential equation by

Fourier sine transform or Fourier cosine transform.

2. Complex Fourier transform can be used to exclude a variable in a differential equation which
ranges from −∞ to ∞.
Example 21.2.1. Use the complex form of the Fourier transform to show that V =
R∞
f (u)e− 4t du is the solution of the boundary value problem ∂V = ∂∂xV2 , −∞ < x < ∞,
(x−u) 2
1√
2π t −∞ ∂x
t > 0, V = f (x), when t = 0.
Solution. Given equation

∂V ∂2 V
= 2
∂x ∂x
Taking Fourier transform on both sides, we get
∞
∂V ipx ∂ V ipx
Z Z ∞ 2
1 1
√ e dx = √ e dx
2π −∞ ∂t 2π −∞ ∂x2
d
V(p) = (ip)2 V(p)
dt
d
V(p) = −p2 V(p)
dt
The solution is given by

2
V(p) = Ae−p t
When t = 0, we have A = V(p).

By the definition of Fourier transform
Z ∞
1
V(p) = √ V(u)eipu du.
2π −∞
Z ∞
1
V(p) = √ f (u)eipu du,
2π −∞

since V = f (x) when t = 0

Z ∞
−p2 t 1
∴ V(p) = e √ f (u)eipu du.
2π −∞
Taking the inverse Fourier transform, we get
Z ∞ h −p2 t Z ∞
1 e i
V(x, t) = √ √ f (u)eipu du e−ipx d p
2π
Z ∞−∞ h 2π −∞
1 2
i
= f (u) e−p t−ip(x−u) d p du
2π −∞
Z ∞ h i2
1 h Z ∞ −t p+i (x−u)2 − (x−u)2 i
V(x, t) = f (u) e 2t 4t
d p du
2π −∞ −∞
Z ∞ ∞
h 2
i2
1 hZ −t p+i (x−u) i (x−u)2
V(x, t) = f (u) e 2t
d p e− 4t du
2π −∞ −∞
√ i(x − u) dy
Put t p+ =y so that d p = √ .
2t t
Z ∞ h 1 Z ∞ 2 i (x−u)2
1
V(x, t) = f (u) √ e−y dy e− 4t du
2π −∞ t −∞
Z ∞ Z ∞
1 1 √ − (x−u) 2
2 √
= f (u) √ πe 4t du, since e−y dy = π
2π −∞ t −∞
Z ∞
1 (x−u)2
∴V = √ f (u)e− 4t du.
2 πt −∞
∂U ∂2 U
= ∂x2
, x > 0, t > 0 subject to the conditions
(i) U = 0, when x = 0, t > 0
(ii) U = 1, 0 < x < 1, when t = 0
(iii) U = 0, x ≥ 1.
(iv) U(x, t) is bounded.
Solution. Given that U = 0, when x = 0. Thus we will consider Fourier sine transform. Given

partial differential equation

∂U ∂2 U
=
∂t ∂x2
Taking Fourier sine transform on both sides, we get
r Z ∞ r Z ∞
2 ∂U 2 ∂2 U
sin pxdx = sin pxdx
π 0 ∂t π 0 ∂x2
r r r Z ∞
2 h ∂U ∂U
Z ∞
2d i∞ 2
U sin pxdx = sin px − p cos pxdx
π dt 0 π ∂x 0 π 0 ∂x
r Z ∞
∂U s 2 ∂U ∂U
= −p cos pxdx, i f → 0 as x → ∞
∂t π 0 ∂x ∂x
r r Z ∞
∂U s 2h i∞ 2
= −p U(x, t) cos px − p 2
U sin pxdx
∂t π 0 π 0
r
2
= − pU(0, t) − p2 U s , assuming U → 0 as x → 0
π
r
d 2
∴ (U s ) + p U s =
2
pU(0, t)
dt π
d
(U s ) + p2 U s = 0, since U = 0 when x = 0, t > 0
dt
The solution of this equations is

2
U s = Ae−p t ,
where A is a constant.
When t = 0, we have the Fourier sine transform of U(x, t) is
r Z ∞
2
U s (p, 0) = U(x, 0) sin pxdx
π 0
r Z 1 r Z ∞
2 2
= 1. sin pxdx + 0. sin pxdx
π 0 π 1
r
2 cos px 1
= −
π p 0
r
2 1 − cos p
=
π p

Since r
2 1 − cos p
U s (p, 0) = A ⇒ A =
π p
r
2 1 − cos p −p2 t
∴ Us = e .
π p
Applying inverse Fourier sine transform, we have
Z ∞
2 1 − cos p −p2 t
U(x, t) = e sin pxd p
π 0 p
This gives the required solution.
∂U
= 2 ∂∂xU2 , x > 0, t > 0 if U(0, t) = 0, U(x, 0) = e−x , x > 0, U(x, t)
2
is bounded where x > 0, t > 0.
Solution. Given that U = 0, when x = 0. Thus we will consider Fourier sine transform. Given
partial differential equation
∂U ∂2 U
=2 2
∂t ∂x
Taking Fourier sine transform on both sides, we get
r Z ∞ r Z ∞
2 ∂U 2 ∂2 U
sin pxdx = 2 sin pxdx
π 0 ∂t π 0 ∂x2
r r r Z ∞
2 h ∂U ∂U
Z ∞
2d i∞ 2
U sin pxdx = 2 sin px − 2p cos pxdx
π dt 0 π ∂x 0 π 0 ∂x
r Z ∞
∂U s 2 ∂U ∂U
= −2p cos pxdx, i f → ∞ as x → ∞
∂t π 0 ∂x ∂x
r r Z ∞
∂U s 2h i∞ 2
= −2p U(x, t) cos px − 2p2 U sin pxdx
∂t π 0 π 0
r
2
= − pU(0, t) − p2 U s , assuming U → 0 as x → 0
π

r
d 2
∴ (U s ) + 2p U s =
2
pU(0, t)
dt π
d
(U s ) + 2p2 U s = 0, since U = 0 when x = 0, t > 0
dt
The solution of this equations is

2
U s = Ae−2p t ,
where A is a constant.
But U(x, 0) = e−x
r Z ∞
2
U s (p, 0) = U(x, 0) sin pxdx
π 0
r Z ∞
2
= e−x . sin pxdx
π 0
r
2 h e−x iin f ty
π 1 + p2 0
r
2 p
=
π 1 + p2
Since r
2 p
U s (p, 0) = A ⇒ A =
π 1 + p2
r
2 p 2
∴ Us = e−2p t .
π 1 + p62
Applying inverse Fourier sine transform, we have
Z ∞
2 p 2
U(x, t) = e−2p t sin pxd p
π 0 1+ p2
Example 21.2.4. The temperature U in the semi infinite rod 0 ≤ x ≤ ∞ is determined by the
∂U
= k ∂∂xU2 subject to the conditions (i) U(x, 0) = 0 when t = 0, x ≥ 0; (ii)
2
differential equation ∂t

∂U
∂x
= −u (a constant) when x = 0, t > 0. Making use of cosine transform show that
Z ∞
2u cos px −kp2 t
U(x, t) = (1 − e )d p
π 0 p2
Solution. Given partial differential equation
∂U ∂2 U
=k 2
∂t ∂x
Taking Fourier cosine transform on both sides, we get

r Z ∞ r Z ∞
2 ∂U 2 ∂2 U
cos pxdx = k cos pxdx
π 0 ∂t π 0 ∂x2
r r r Z ∞
2 h ∂U ∂U
Z ∞
2d i∞ 2
U cos pxdx = k cos px + kp sin pxdx
π dt 0 π ∂x 0 π 0 ∂x
r r Z ∞
∂U c 2 ∂U 2 ∂U ∂U
= −k + kp sin pxdx, i f → ∞ as x → ∞
∂t π ∂x x=0 π 0 ∂x ∂x
r r r Z ∞
∂U c 2 ∂U 2h i∞ 2
= −k + kp U(x, t) sin px − kp 2
U cos pxdx
∂t π ∂x x=0 π 0 π 0
r
2 ∂U
= ku − kp2 U c , since = −u
π ∂x x=0
r
d 2
∴ (U c ) + kp2 U c = ku
dt π
This is a linear differential equation.
Z
I.F = exp kp2 dt = exp kp2 t .
2
i.e., I.F = ekp t

21.3. Application of Finite Fourier Transform 517
Z r
kp2 t k kp2 t
U ce = e dt + A
u
r
2 u kp2 t
= e +A
π p2
When t = 0, U c = 0 Therefore U = 0, when t = 0.

r r
2 u 2 u
∴0= ⇒A=− .
π p2 π p2
r
kp2 t 1 u kp2 t

∴e Uc = − 1 + e
π p2
r
2 u −kp2

i.e., U c = 1 − e
π p2
Applying inverse Fourier cosine transform, we have
r Z ∞ 2
2u ∞ 1 − e−kp t
Z
2
Uc = U c cos pxd p = cos pxd p
π 0 π 0 p2
21.3 Application of Finite Fourier Transform
If in the given problems,range of one of the variables is finite, we will apply finite Fourier
transform.
Finite Fourier Transforms of the Partial Derivatives
∂U
(i) The finite Fourier sine and cosine transforms of ∂x
where U is a function of x and t for

518 21.3. Application of Finite Fourier Transform
0 < x < l, t > 0.
∂U ∂U
Z l
pπx
Fs = sin dx
∂x 0 ∂x l
pπx il pπ l
Z
h pπx
= U(x, t) sin − U cos dx
l 0 l 0 l
∂U pπ
Fs = − Fc (U)
∂x l
Again
∂U ∂U
Z l
pπx
Fc = cos dx
∂x 0 ∂x l
pπx il pπ l
Z
h pπx
= U(x, t) cos + U sin dx
l 0 l 0 l
∂U pπ
Fc = F s (U)
∂x l
= U(0, t) − U(l, t) cos pπ
∂2 U
(ii) The finite Fourier sine and cosine transforms of ∂x2
where U is a function of x and t for
0 < x < l, t > 0
∂2 U Z l
∂2 U pπx
Fs = sin dx
∂x2 0 ∂x
2 l
h ∂U pπx il pπ l ∂U
Z
pπx
= sin − cos dx
∂x l 0 l 0 ∂x l
pπ l ∂U
Z
pπx
= − cos dx
l 0 ∂x l
pπx il pπ l
Z
pπ h pπx
= − U cos + U sin dx
l l 0 l 0 l
pπ h pπ i
= − F s (U) − U(0, t) − U(l, t) cos px
l l
∂2 U p2 π2 pπ
∴ Fs = − 2 F s (U) + [U(0, t) − U(l, t) cos pπ]
∂x2 l l

and
∂2 U ∂2 U
Z l
pπx
Fc = cos dx
∂x2 0 ∂x
2 l
h ∂U pπx il pπ l ∂U
Z
pπx
= cos + sin dx
∂x l 0 l 0 ∂x l
pπ ∂U
= Fs − [U x (0, t) − U x (l, t) cos pπ]
l ∂x
∂2 U p2 π2
∴ Fc = − Fc (U) − [U x (0, t) − U x (l, t) cos pπ].
∂x2 l2
Choice of finite sine or cosine transform The choice of finite or cosine transform is decided by
form of the boundary conditions.
If U(0, t) and U(l, t) are given we apply finite Fourier sine transform.
If U x (0, t) and U x (l, t) are given we apply finite Fourier cosine transform.
∂u ∂2 u
Example 21.4.1. Use finite Fourier transforms to solve the equation ∂t
= ∂x2
, u(0, t) = 0 =
u(4, t), u(x, 0) = 2x where 0 < x < 4, t > 0. Give the physical interpretation of the problem.
Solution. Given equation is

∂u ∂2 u
= 2
∂t ∂x
Taking finite Fourier sine transform with l = 4, we get
4
∂u ∂u
Z Z 4 2
pπx pπx
sin dx = sin dx
0 ∂t 4 0 ∂x
2 4
d p2 π2 pπ
(u s ) = − us + [u(0, t) − u(4, t) cos pπ],
dt 4 4
where u is the finite Fourier sine transform of u. Given u(0, t) = 0 = u(4, t)
d p2 π2
us = − us
dt 16

The solution is
p2 π2 t
u s = Ae− 16
Since u(x, 0) = 2x, 0 < x < 4 Taking finite Fourier sine transform, we have at t = 0,
Z 4
pπx
us = 2x sin
dx
0 4
h cos pπx sin pπx i4
= 2x − pπ 4
− 2 − p2 π24
0
4 16
32
= − cos pπ
pπ
32
us = (−1) p+1 .
pπ
32
∴ u(x, 0) = u s = A ⇒ A = (−1) p+1 .
pπ
32 −p2 π2 t
∴ us = (−1) p+1 e 16
pπ
Taking inverse finite Fourier sine transform, we have
∞
2 X 32 −p2 π2 t pπx
u(x, t) = (−1) p+1 e 16 sin
4 p=1 pπ 4
∞
16 X 1 −p2 π2 t pπx
u(x, t) = (−1) p+1 e 16 sin .
π p=1 p 4
This gives the desired solution.
Physical Interpretation Here u(x, t) represents the temperature at any point x at any time to in
the solid bounded by the planes x = 0, and x = 4 (or) a bar on the x− axis with the ends x = 0
and x = 4 whose surfaces insulated latterly. The conditions u(0, t) = 0 and u(4, t) = 0 imply
that the ends are kept at zero temperature. The condition u(x, 0) = 2x implies that the initial
temperature is a function of x.
∂U ∂2 U
Example 21.4.2. Solve the equation ∂t
= ∂x2
, 0 < x < 6, t > 0 subject to the conditions

U(0, t) = 0, U(6, t) = 0, 
1, 0 < x < 3




U(x, 0) = 


0, 3 < x < 6



Also give the physical interpretation.

∂U ∂2 U
=
∂t ∂x2
Taking finite Fourier sine transform with l = 6, we get
6
∂U ∂U
Z Z 6 2
pπx pπx
sin dx = sin dx
0 ∂t 6 0 ∂x
2 6
d p2 π2 pπ
(U s ) = − Us + [U(0, t) − U(6, t) cos pπ],
dt 36 6
where U is the finite Fourier sine transform of U. Given U(0, t) = 0 = U(6, t)
d p2 π2
Us = − Us
dt 36
The solution is
p2 π2 t
U s = Ae− 36
Since u(x, 0) = 2x, 0 < x < 4 Now at t = 0,


1, 0 < x < 3




U(x, 0) = 


0, 3 < x < 6




Taking finite Fourier transform, we have

Z 3
pπx
Us = 1. sin dx
0 6
cos pπx
6 3

= − pπ 0
6
6 pπ
Us = 1 − cos
pπ 2
6 pπ
∴ U(x, 0) = U s = A ⇒ A = 1 − cos .
pπ 2
6 pπ −p362 π2 t
∴ Us = 1 − cos e
pπ 2
∞
2X 6 pπ −p362 π2 t pπx
U(x, t) = 1 − cos e sin
6 p=1 pπ 2 6
∞
2 X 1 pπ −p362 π2 t pπx
U(x, t) = 1 − cos e sin
π p=1 p 2 6
Physical Interpretation
Here U(x, t) represents the temperature at any point x at any time to in the solid bounded by
the planes x = 0, and x = 6 kept at zero temperature which is insulated latterly. Initially the
temperature in the half bar from x = 0 to x = 3 is constant equal to one unit. The half bar from
x = 3 to x = 6 is at zero temperature.
∂U ∂2 U
Example 21.4.3. Solve the boundary value problem ∂t
= ∂x2
, U(0, t) = 1, U(π, t) = 3,
U(x, 0) = 1, 0 < x < π, t > 0.

∂U ∂2 U
=
∂t ∂x2

Taking finite Fourier sine transform with l = π, we get
π Z π 2
∂U ∂U
Z
sin pxdx = sin pxdx
0 ∂t 0 ∂x
2
d
(U s ) = −p2 U s + p[U(0, t) − U(π, t) cos pπ],
dt
where U is the finite Fourier sine transform of U. Given U(0, t) = 0 = U(6, t)
d
U s = −p2 U s + p(1 − cos pπ)
dt
U s + p2 U s = p(1 − 3 cos pπ)
This is the linear differential equation,
Z
I.F = exp p2 dt = exp(p2 t)
2
i.e., I.F = e p t .
Z
p2 t 2
∴ U se = p(1 − cos πp)e p t dt + c
1 − cos 3π p2 t
= e +c
p
1 − cos 3π 2
Us = + ce−p t
p
Given t = 0, U = 1. Taking finite Fourier transform, we have

Z pi
Us = 1. sin pxdx
0
1 − cos pπ
=
p
At t = 0, c = 2 cos pπ
p
1 − cos pπ 2 cos pπ −p2 t
∴ Us = + e
p p

524 21.5. Applications of Laplace Transforms to Integral Equations
∞ ∞
2 X 1 − 3 cos pπ 2 X 2 cos pπ −p2 t
U(x, t) = sin px + e sin px
π p=1 p π p=1 p
∞ ∞
2 X 1 − 3(−1) p 4 X (−1) p −p2 t
U(x, t) = sin px + e sin px
π p=1 p π p=1 p
21.5 Applications of Laplace Transforms to Integral

Equations
Definition 21.5.1. An equation of the form, ∀t > 0,

Z b
Y(t) = F(t) + K(u, t)Y(u)du (21.5.1)
a
is called an integral equation where K(u, t) is the kernel of integral equation.
Note.1 If a, b are constants or functions of t then (21.5.1) is called Fredholm integral equation.
2. If a = 0, b = t then (21.5.1) is called Volterra’s equation.
Definition 21.5.2. Integral equation of convolution type:

An equation of the form Z t
Y(t) = F(t) + K(t − u)Y(u)du (21.5.2)
0
is called an integral equation of convolution type.
(21.5.2) can also written as

Y(t) = F(t) + K(t) ∗ Y(t)
The Laplace transform provides a useful technique for the solution of equation (21.5.2) in which
F(t), K(u, t) are known and Y(t) is to be determined.

21.6. Exercises 525
Note.1 It is possible to convert every linear differential equation into integral equation. However
not every integral equation can be converted into a differential equation.
Example. Z t
Y(t) = cos t + ln(u + t)Y(u)du.
0
2. Volterra Integral Equation arises from linear differential equation where conditions are
specified at one point.
3. Fredholm Integral Equation arises from linear differential equation where the condition are
specified at two points.
Integro -Differential Equation
Definition 21.5.3. An integro - differential equation is an integral equation in which various

derivatives of the unknown functions Y(t) can also be present.
Example. Z t
Y (t) = Y(t) + sin t +
00
cos(t − u)Y(u)du.
0
Abel’s Integral Equation.
Definition 21.5.4. An equation of the form

Z t
Y(u)
du = G(t)
0 (t − u)n
is called Abel’s integral eqaution where G(t) is known and n is constant such that 0 < n < 1.
21.6 Exercises
∂u
= k ∂∂xu2 , −∞ < x < ∞, t > 0 subject to the conditions u(x, 0) = f (x), ∂u
2
1. Solve ∂t ∂x
and u
tends to zero as x tends to ±∞.

526 21.6. Exercises
∂u
= k ∂∂xu2 , for x ≥ 0, t ≥ 0 subject to the conditions u(x, 0) = u0 , t > 0 with initial
2
2. Solve ∂t
condition u(x, 0) = 0, x ≥ 0.
∂u ∂2 u ∂u ∂u
3. Solve ∂t
= ∂x2
, 0 < x < 6, t > 0, given ∂x
(0, t) = 0, ∂x
(6, t) = 0 and u(x, 0) = 2x.
∂u ∂2 u
4. Solve ∂t
= ∂x2
, 0 < x < π, t > 0, given that u(0, t) = 0, u(π, t) = 0 for t > 0 and
u(x, 0) = sin3 x.
∂u
= 2 ∂∂xu2 , 0 < x < 1, t > 0, given that u(0, t) = 0, u(1, t) = 0 for t > 0 and
2
5. Solve ∂t
u(x, 0) = sin 3πx + sin πx.
Answers
R∞ √
1. u(x, t) = f (x − 2 kt φ)e−φ dφ.
2
√1
π −∞
R ∞ 1−e−ks2 t
2. u(x, t) = 2u0
π 0 s
sin pxd p.
2 2
(cos pπ−1) − p π t
pπx
3. u(x, t) = 6 + .
24 P∞
π2 p=1 p2
e 36 cos 6
4. u(x, t) = 34 e−t sin x − 14 e−9t sin 3x.
5. u(x, t) = e−2π t sin πx + e−18π t sin 3πx.

2 2

MODEL QUESTION PAPER
B.Sc. Mathematics
Second Year - Fourth Semester
Core Paper-VII
TRANSFORM TECHNIQUES
Time: Three Hours Maximum: 75 Marks
PART-A ( 10 × 2 = 20 Marks)
Answer any TEN out of TWELVE questions
Each question carries TWO marks
1. Find the Laplace transform of sin 2t cos t.
t .
sin t
2. Find the Laplace transform of
2p+1
3. Find the inverse Laplace transform of p(p+1) .
h i
4. Find L −1 1
p2 +2p+5
.
5. State the sufficient conditions for the existence of Fourier series.

6. If x − x2 = − π3 + 4 cos
2
h i h i
1 2
x
− cos 2x
2 2 + cos 3x
3 2 − · · · + 2 sin x
1 − sin 2x
2 + sin 3x
3 − · · · in (−π, π), deduce the
P∞ (−1)n−1
value of n=1 n2 .
7. If f (p) is the complex

Fourier transform of f (x), prove that
F [ f (ax)] = a1 f ap , a > 0.
8. State Fourier integral theorem.

d2 y dy dy
9. Find the Laplace transform of the differential equation dx2
+ 2 dx + 2y = 0, given y = dx = 1 when
t = 0.
10. Define Volterra’s integral equation.
11. State and prove the first shifting theorem.
12. Find the half - range sine series of f (x) = x, 0 < x < π.

528 Model Question Paper
PART - B (5 × 5 = 25Marks)
Answer any FIVE of SEVEN Questions.
Each question carries SIX marks.
h Rt i
13. Find L e−3t 0 1−cos at
t dt .
14. State and prove convolution theorem in Laplace transform.
15. Find the Fourier series to represent the function f (x) = | sin x|, in −π < x < π.
x2
16. Find the Fourier transform of f (x) defined by f (x) = e− 2 .
∂Y ∂Y
17. Solve ∂x − ∂t = 1 − e−t , 0 < x < 1, t > 0 given that Y(x, 0) = x.
p2
h i
18. Find L −1 (p+2)3 ] .
19. Find the Fourier cosine transform of the function f (x) defined by
0<x<a
(
cos x,
f (x) =
0, x ≥ a.
PART - C (3 × 10 = 30 Marks)
Answer any THREE out of FIVE questions.
Each question carries TEN marks.
20. Find L [F(t)], where F(t) is given by
0<t<b
(
t,
F(t) =
2b − t, b < t < 2b,
2b being the period of F(t).

h i
21. Find L −1 (p+1)21(p2 +4) .
22. Find the Fourier series of periodicity 3 for f (x) = 2x − x3 in 0 < x < 3.
23. Find the Fourier transform of
1 − |x|, when |x| < 1

(
f (x) =
0, when |x| > 1.
R ∞ sin x 4
Hence show that 0 x dx = π3 .
d2 x
dt − 12x = e
− 4 dx given that x(0) = 1, and x0 (0) = −2 using
3t
24. Solve the differential equation dt2
Laplace transform.
zzzzz

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CORE PAPER - VII

INSTITUTE OF DISTANCE EDUCATION

It is with a great pleasure to welcome you as a student of Institute of Distance

With best wishes from mind and heart,

COORDINATION AND EDITING

© UNIVERSITY OF MADRAS, CHENNAI 600 005.

UNIT I: Introduction – Properties of Laplace transform- Laplace transform of elementary

Books for study and reference:

1. M.K. Venkataraman, Engineering Mathematics(Volume 3), National Publishing Co.,

1 BASIC CONCEPTS AND LAPLACE TRANSFORM OF ELEMENTARY

2 FIRST SHIFTING THEOREM AND SECOND SHIFTING THEOREM 27

3 LAPLACE TRANSFORM OF DERIVATIVES AND INTEGRALS 41

3.2 Initial Value Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 43

4 LAPLACE TRANSFORM OF SOME SPECIAL FUNCTIONS AND PERIODIC

5 THE INVERSE LAPLACE TRANSFORM 99

6 INVERSE LAPLACE TRANSFORM BY PARTIAL FRACTIONS 107

6.3 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 114

7 FIRST SHIFTING THEOREM 117

8 INVERSE LAPLACE TRANSFORM OF DERIVATIVES AND INTEGRALS 135

9 CONVOLUTION THEOREM 157

Transform Techniques B.Sc.(Mathematics)-IDE(UNOM)-II Year - IV Sem

10 FOURIER SERIES 175

11 FOURIER SERIES FOR DISCONTINUOUS FUNCTIONS 209

12 FOURIER SERIES OF EVEN AND ODD FUNCTIONS 235

13 HALF RANGE FOURIER SERIES 259

14 OTHER FORMS OF FOURIER SERIES 285

Transform Techniques B.Sc.(Mathematics)-IDE(UNOM)-II Year - IV Sem

15 FOURIER COSINE AND SINE SERIES 321

16 FOURIER TRANSFORMS 341

17 FOURIER SINE AND COSINE TRANSFORMS 379

18.6 Exercises . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 435

19 APPLICATIONS TO ORDINARY DIFFERENTIAL EQUATIONS WITH

20 APPLICATION OF LAPLACE TRANSFORMS TO PARTIAL DIFFERENTIAL

21 APPLICATIONS OF FOURIER TRANSFORMS TO INITIAL AND

Model Question Paper 527

Transform Techniques B.Sc.(Mathematics)-IDE(UNOM)-II Year - IV Sem

BASIC CONCEPTS AND LAPLACE

• obtain Laplace transform of some elementary functions

• find Laplace transform of simple functions using standard formula.

B.Sc.(Mathematics)-IDE(UNOM)-II Year-IV Sem 1 Transform Techniques

1.3 Sufficient Conditions For the Existence of the Laplace

Transform Techniques B.Sc.(Mathematics)-IDE(UNOM)-II Year-IV Sem

Example 1.4.1. The function

is sectionally continuous for t > 0.

Example 1.4.2. The function F(t) = 1

Definition 1.4.2 (Function of Exponential Order). A function F(t) is said to be exponential

|e−at F(t)| < M, ∀ t ≥ T

B.Sc.(Mathematics)-IDE(UNOM)-II Year-IV Sem Transform Techniques

Proof. By the definition of Laplace transform, we have

Transform Techniques B.Sc.(Mathematics)-IDE(UNOM)-II Year-IV Sem

Note. 1 The above theorem can also be stated as follows:

Example. Consider the function F(t) = 1

Thus L [ √1t ] exists for p > 0, though 1

B.Sc.(Mathematics)-IDE(UNOM)-II Year-IV Sem Transform Techniques

1.5 Linearity Property

Theorem 1.5.1. If L [F(t)] = f (p) and L [G(t)] = g(p) then

L [c1 F(t) + c2G(t)] = c1 L [F(t)] + c2 L [G(t)] = c1 f (p) + c2 g(p),

where c1 and c2 are constants.

L [c1 F(t) + c2G(t)] = c1 L [F(t)] + c2 L [G(t)]

h e−pt e−pt i∞

e−pt 2 e−pt 4 e−pt 4