ENGINEERING

MATHEMATICS 2
Third Year

JANUARY 16, 2018

CARIBBEAN MARITIME UNIVERSITY
Palisades Park Kingston 1
Contents
Course outline.......................................................................................................................................2
Prerequisite:......................................................................................................................................2
Evaluation:.........................................................................................................................................2
Course Content..................................................................................................................................2
References.........................................................................................................................................2
Unit 1: Integral Calculus and its applications.........................................................................................3
Anti-derivative...................................................................................................................................3
Integration of Standard Algebraic Expressions..................................................................................4
Trigonometric, Logarithmic, Exponential and Hyperbolic Functions.................................................6
Definite Integrals...............................................................................................................................6
Integration by Parts...........................................................................................................................9
Integrals Involving Trigonometric Functions....................................................................................10
Integration by Substitution..............................................................................................................12
Indefinite integrals.......................................................................................................................12
Integrals Involving Trigonometric Substitution................................................................................14
Partial Fractions...............................................................................................................................16
Integrals Involving Roots.................................................................................................................17
Integrals Involving Quadratics.........................................................................................................17
Areas and Volumes by Integration...................................................................................................18
Mean and R.M.S values...................................................................................................................19
Use of Reduction Formulae.............................................................................................................19
Improper Integrals...........................................................................................................................20
Unit 2: Laplace Transforms..................................................................................................................21
Introduction.....................................................................................................................................21
Some Useful Properties of Laplace Transforms...............................................................................23
Differential Equations with Discontinuous Right Hand Side............................................................25
The Convolution Integral.................................................................................................................27
Unit 3:..................................................................................................................................................31
Course outline
Prerequisite:
Engineering Mathematics 1

Evaluation:
Continuous Assessment 50%

Final Exam 50%

Course Content
Unit one

Integral Calculus and its applications:

o Integration of algebraic, trigonometric, exponential, logarithmic and hyperbolic functions.

Unit two

Laplace transforms

o Definition and manipulation of standard Laplace transforms

o Inverse Laplace transforms
o Solution to linear first and second order differential equations using Laplace transform.
o Transfer functions.

Unit Three

References

[1] K. Erwin, Advances Engineering Mathematics, New Jersey: John Wiley and Sons, Inc, 2006.

[2] D. Booth, Advance Engineering Mathematics, New York: Palgrave Macmillian, 2003.

[3] j. Bird, Basic Engineering Mathematics, Oxford: Elsevier: Newness, 2005.

[4] A. Croft, Mathematics for Engineers: Modern Intercative Approach, England: Pearson Prentice
 Hall, 2004.

[5] G. James, Advance Modern Engineering Mathematics, England : Pearson Education, 2004.

Unit 1: Integral Calculus and its applications

Anti-derivative

You should have previously been exposed to the derivative of a function.

Example

Differentiate

a) f ( x )=3 x 2 +2 x −7
b) y=sin3 x
c) f ( x )=ln ( 3 x 2 +2 x−7 )
d) y=x 2 e3 x

Now the process of finding an antiderivative of a function is called integration.

Definitions:
'
Given a function f ( x ), an anti-derivative of f ( x ) is any function F ( x ) such that F ( x )=f ( x ).

If F ( x ) is any anti-derivative of f ( x ) then the most general anti-derivative of f ( x ) is called an

indefinite integral and denoted,
∫ f ( x ) dx=F ( x ) +c
Wherec is any constant.
In this definition the∫ … is called the integral symbol, f ( x ) is called the integrand, x is called the
integration variable and the “c ” is called the constant of integration.
Example

Evaluate the following integral

∫ x 4 +3 x−9 dx
Properties of indefinite integrals:

∫ kf ( x ) dx=k ∫ f ( x ) dx
∫−f ( x ) dx=−∫ f ( x ) dx
 ∫ f ( x ) ± g ( x ) dx=∫ f ( x ) dx ± ∫ g ( x ) dx
Example

If f ' ( x )=6 x 5−3 x 2−2, find f ( x ).

Integration of Standard Algebraic Expressions

Now as seen earlier we can obtain the integral of a general polynomial term

a
∫ a x n dx= n+1 x n +1+ c , n ≠−1
Therefore ∫ k dx=kx +c , wherek is a constant. Now let us look at some trigonometric functions

∫ sin x dx=−cos x +c
∫ cos x dx=sin x +c
∫ sec2 x dx=tan x +c
∫ csc 2 x dx=−cot x +c
∫ sec x tan x dx=sec x +c
∫ csc x cot x dx=−csc x +c
Also the exponential and logarithmic functions;

∫ e x dx=e x+ c
x
∫ ax dx= lna a +c
1
∫ x dx=∫ x−1 dx=ln x +c
Now for the inverse trigonometric and hyperbolic functions

1
∫ x 2+1 dx=tan−1 x +c
1
∫ dx=sin −1 x +c
√ 1−x 2

∫ sinh x dx=cosh x+ c
∫ cosh x dx=sinh x+ c
∫ sech2 x dx =tanh x +c
∫ csch2 x dx=−coth x +c
 ∫ sech x tanh x dx=−sech x +c
∫ csch x coth x dx=−csch x +c
Example

Evaluate each of the following integrals

a) ∫ 5 t 3−10 t−6 +4 dt
7 1
∫ 3 √ x 3+ x 5 + 6 √ x dx
4
b)

c) ∫ dy
d) ∫ (w+ √3 x )(4−w2)dw
10 4 2
4 x −2 x +15 x
e) ∫ x
3
dx

Example

Evaluate each of the following integrals

a) ∫ 3 e x +5 cos x−10 sec2 x dx

1
b) ∫ 2 sec w tan w+ 6 w dw
23 9
c) ∫ y 2 +1 +6 csc y cot y + y dy
3
d) ∫ +6 sin x +10 sinh x dx
√ 1−x 2
7−6 sin 2 θ
e) ∫ sin2 θ dθ

Example

t t
Integrate ∫ sin cos dt
2 2
Example

Given the following information on the function find f ( x )

a) f ' ( x )=4 x3 −9+2 sin x+7 e x , f ( 0 )=15

−5
b) f ( x ) =15 √ x +5 x +6 , f ( 1 )=
'' 3
, f ( 4 )=404
4
Trigonometric, Logarithmic, Exponential and Hyperbolic Functions

Read Paul’s Online Math Notes section on calculus revision on functions

Definite Integrals
Given a function f ( x ) that is continuous on the interval[a , b] we divide the interval inton
¿
subintervals of equal width∆ x , and from each interval choose a point, x i . Then the definite integral
of f ( x ) from a tob is
b n

∫ f ( x ) dx=lim
n→∞
∑ ¿
f ( xi ) ∆ x
a i=1

Example

Use the definition of the definite integral to compute the following

2

∫ x 2 +1 dx
0

Properties of indefinite integrals

b a
i. ∫ f ( x ) dx=−∫ f ( x ) dx
a b
a
ii. ∫ f ( x ) dx=0
a
b b
iii. ∫ cf ( x ) dx=c ∫ f ( x ) dx
a a
b b b
iv. ∫ f ( x ) ± g ( x ) dx=∫ f ( x ) dx ± ∫ g ( x ) dx
a a a
b c b
v. ∫ f ( x ) dx=∫ f ( x ) dx +∫ f ( x ) dx
a a c
b b
vi. ∫ f ( x ) dx=∫ f ( t ) dt
a a

Example

Use the results from the first example to evaluate each of the following.
0
a. ∫ x 2 +1 dx
2
 2
b. ∫ 10 x 2+ 10 dx
0
2
c. ∫ t 2 +1 dt
0

Example
130 3
x −x sin x+ cos x
∫ 2
x +1
dx
130

Example
−10 6
Given that ∫ f ( x ) dx=23 and ∫ g ( x ) dx=−9 determine the value of
6 −10

∫ 2 f ( x ) −10 g ( x)dx
−10

Example
−10 −10 −5 12
Given that ∫ f ( x ) dx=6, ∫ f ( x ) dx=−2, and ∫ f ( x ) dx=4 determine the value of ∫ f ( x ) dx .
12 100 100 −5

More properties
b
i. ∫ c dx=c ( b−a )
a
b
ii. If f ( x ) ≥0 fora ≤ x ≤ b then ∫ f ( x ) dx ≥0
a
b b
iii. If f ( x ) ≥ g ( x ) fora ≤ x ≤ b then ∫ f ( x ) dx ≥∫ g ( x ) dx
a a
b
iv. Ifm ≤ f ( x ) ≤ M fora ≤ x ≤ b thenm ( b−a ) ≤ ∫ f ( x ) dx ≤ M ( b−a )
a

|∫ | ∫|
b b
v. f ( x ) dx ≤ f ( x )| dx
a a

Fundamental Theorem of Calculus (part 1)

 x
If f (x) is continuous on[a , b] then g ( x )=∫ f ( t ) dt is continuous on[a , b] and it is differentiable on
a
(a , b) and that, g ’ ( x )=f ( x ) .
x
d
Or ∫ f ( t ) dt=f ( x )
dx a

Example

Differentiate each of the following

x
a. g ( x )=∫ e cos ( 1−5 t ) dt
2t

−4
1 4
b. ∫ tt 2++11 dt
2
x
3x

c. ∫ t2 sin(1+t 2) dt
√x

To compute definite integrals we use the Fundamental Theorem of Calculus.

Fundamental Theorem of Calculus (part 2)

Suppose f ( x ) is a continuous function on[a , b] and also suppose that F ( x ) is any anti-derivative for
f ( x ). Then,
b

∫ f ( x ) dx= F ( x )|a =F ( b ) −F ( a )
b

Example

Evaluate each of the following

2
a. ∫ x 2 +1 dx
0
2
b. ∫ y 2 + y−2 dy
−1
1
c. ∫ 6 x 2−5 x+ 2 dx
−3
0
d. ∫ √t ( t−2 ) dt
4
2 5
e. ∫ 2 w −w+3
w
2
dw
1
−10
f. ∫ dR
25
Example

Evaluate each of the following

1

∫ 4 x−6 √ x 2 dx
3
a.
0
π
3
b.
∫ 2 sin θ−5 cos θ dθ
0
π
4

c. ∫ 5−2 sec z tan z dz

π
6
−1
3 1
d. ∫ e−z
− dz
3z
−20
3
e. ∫ 5 t6 −10 t + 1t dt
−2

Example

Given

f ( x )= {6 x >1
2
3 x x≤1
Evaluate each of the following integrals.
22
a. ∫ f ( x ) dx
10
3
b. ∫ f ( x ) dx
−2

Example

Evaluate the following integral

3

∫|3t−5| dt
0

Integration by Parts
Recall how we differentiate a product

( f . g )' =f ' g+ fg'

Or
( uv ) =u' v +uv '
'

Now

∫ ( uv )' dx=∫ u' v dx+∫ uv ' dx

Therefore, by rearranging and simplifying we have

∫ uv ' dx=uv−∫ u ' v dx

Or simply put

∫ udv=uv−∫ vdu
Example

Evaluate the following integral

∫ x e 6 x dx
For definite integrals
b b

∫ udv=uv∨¿a −∫ vdu ¿ b

a a

Example

Evaluate the following integral

2

∫ x e6 x dx
−1

Example

Evaluate the following integral

∫ ( 3 t +5 ) cos ( 4t ) dt
Example

Evaluate the following integral

∫ w2 sin (10 w ) dw
Example

Evaluate the following integral

∫ ln x dx
Example

Evaluate the following integral

∫ eθ cos θ dθ
Example

Evaluate the following integral

x

∫x 4 2
e dx

Integrals Involving Trigonometric Functions

Suppose we wanted to evaluate the following integral

∫ cos x sin5 x dx
Then …

Recall the identity

2 2
sin x+ cos x ≡1
Transposing gives …

Example

Evaluate the following integral

∫ sin 5 x dx
Example

Evaluate the following integral

∫ sin 6 x cos3 x dx
Recall the identities
2 2
cos 2 x ≡ cos x−sin x
2
cos 2 x ≡ 2cos x −1
cos 2 x ≡ 1−2 sin2 x
sin 2 x=2 sin x cos x
Transposing each give ….

Example

Evaluate the following integral

 ∫ sin 2 x cos2 x dx
Recall the factor formulae

1
sin A cos B ≡ { sin ( A−B ) +sin ( A+ B ) }
2
1
sin A sin B ≡ { cos ( A−B ) −cos ( A+ B ) }
2
1
cos A cos B ≡ {cos ( A−B ) +cos ( A+ B ) }
2
Derive and explore …

Example

Evaluate the following integral

∫ cos 15 x cos 4 x dx
Recall the identity
2 2
tan x +1≡ sec x
Derive …

Transposing gives …

Example

Evaluate the following integral

∫ sec 9 x tan x dx
Example

Evaluate the following integral

∫ sec4 x tan6 x dx
Example

Evaluate the following integral

∫ tan x dx
Example

Evaluate the following integral

∫ tan3 x dx

Example
Evaluate the following integral

∫ sec x dx

Example

Evaluate the following integral

∫ sec3 x dx
Recall the identity

1+cot2 x ≡ csc 2 x
Discuss …

Example

Evaluate the following integral

7
sin x
∫ cos 4
x
dx

Integration by Substitution
Indefinite integrals
Integrals of the form∫ f ( g ( x ) ) g ( x ) dx can be evaluate using the substitutionu=g ( x ) . Hence
'

∫ f ( g ( x ) ) g' ( x ) dx=∫ f ( u ) du , where , u=g ( x )

Example

Evaluate each of the following integrals

a. ∫ (1− w1 ) cos ( w−ln w ) dw

∫ 3 ( 8 y−1 ) e 4 y − y dy
2

b.
∫ x 2 ( 3−10 x 3 ) dx
4
c.
x
d. ∫ dx
√ 1−4 x2

Example

Evaluate each of the following integrals

a. ∫ sin ( 1−x ) ( 2−cos ( 1−x ) )4 dx

b. ∫ cos 3 z sin10 3 z dz
c. ∫ sec2 4 t ( 3−tan 4 t )3 dt
Example

Evaluate each of the following integrals

3
a. ∫ 5 y +4 dy
3y
b. ∫ 5 y 2+4 dy
3y
c. ∫ 2
dy
( 5 y 2 +4 )
3
d. ∫ 5 y 2+4 dy

Example

Evaluate each of the following integrals

3
2t +1
a. ∫ 3
dt
( t 4 +2 t )
2 t 3 +1
b. ∫ t 4 +2 t dt
x
c. ∫ dx
√ 1−4 x2
1
d. ∫ dx
√ 1−4 x2

Example

Evaluate each of the following integrals

a. ∫ e2 t + sec 2t tan 2t dt
b. ∫ sin t (4 cos3 t+ 6 cos2 t−8) dt
x
c. ∫ x cos ( x 2 +1 ) + x 2 +1 dx

Example

Evaluate each of the following integrals

a. ∫ x 2 +e 1−x dx
1
b. ∫ x cos ( x 2 +1 ) + x 2 +1 dx
 z
c. ∫ e−z + sec2 10 dz
10 x+3
d. ∫ x 2 +16 dx
Example

Evaluate each of the following integrals

a. ∫ tan t dt
b. ∫ sec y dy
c. ∫ cos√ x√ x dx
∫ et +e dt
t

d.
e. ∫ 2 x 3 √ x 2+ 1dx

Example

Evaluate each of the following integrals

1
a. ∫ x ln x dx
2t
e
b. ∫ 1+e 2t
dt
2t
e
c. ∫ 1+e 4t
dt
−1
sin x
d. ∫ dx
√ 1−x 2

For definite integrals

Integrals Involving Trigonometric Substitution

Example

Evaluate the following integrals

i. ∫ x √25 x 2−4 dx
x
ii. ∫ dx
√ 25 x 2−4
Example

Evaluate the following integrals

∫ √ 25 xx −4 dx
2

Example

Evaluate the following integrals

4

√
5
25 x 2−4
∫ dx
x
2
5

b
Therefore, integrals of the form√ a2 x 2−b2 the substitution to make is x= sec θ
a

Example

Evaluate the following integrals

1
∫ dx
x
4
√ 9−x 2

b
Therefore, integrals of the form√ b2−a2 x 2, the substitution to make is x= sinθ .
a
Example

Evaluate the following integrals

1
6
x5
∫ 3
dx
0
( 36 x + 1 )
2 2

b
Therefore, integrals of the form√ a2 x 2+b 2, the substitution to make is x= tan θ.
a
Example

Evaluate the following integrals

 x
∫ dx
√ 2 x −4 x−7
2

Example

Evaluate the following integrals

∫ e4 x √1+e 2 x dx

Partial Fractions
Suppose we intend to evaluate the following integral

2 x−1
∫ x 2−x−12 dx
Then …

However, if we are considering the integral

3 x +11
∫ x 2−x−12 dx

Then…

Factor in denominator Term in partial fraction

decomposition
ax +b A
ax+ b
( ax +b )k A1 A2 Ak
+ +…+
ax+ b ( ax+ b ) 2
( ax +b )k
a x 2 +bx+ c Ax+ B
2
a x +bx +c
( a x 2 +bx +c )
k
A 1 x +B 1 A 2 x + B2 Ak x+ B k
2
+ 2
+…+ k
a x +bx +c ( a x2 +bx +c ) ( a x 2+ bx+ c )
3 2
a x +b x + cx+ d …

Example

Evaluate the following integrals

 ( x 2+ 4 )
∫ 3 x3 + 4 x 2−4 x dx

Example

Evaluate the following integrals

2
x −29 x+5
∫ dx
( x−4 ) ( x2 +3 )
2

Example

Evaluate the following integrals

3 2
∫ x + 10 x +32 x+36
2
dx
( x−1 ) ( x + 4 )

Example

Evaluate the following integrals

4 3 2
∫ x −5xx3−3
+6 x −18
x
2
dx

Example

Evaluate the following integrals

x2
∫ x 2−1 dx
Integrals Involving Roots
Example

Evaluate the following integrals

x +2
∫ 3 x−3 dx
√
Example

Evaluate the following integrals

2
∫ x−3 √ x+10 dx
Integrals Involving Quadratics
Example

Evaluate the following integrals

∫ √ x 2+ 4 x +5 dx
Example

Evaluate the following integrals

1
∫ 2 x2−3 x +2 dx
Example

Evaluate the following integrals

3 x−1
∫ x 2+10 x +28 dx

Areas and Volumes by Integration

Given two functions f ( x ) and g ( x ) such that f ( x ) > g ( x ) on the interval[ a , b ] then then area between
the two functions on the interval[ a , b ] is given by
b b
A=∫ f ( x )−g ( x ) dx=∫ (upper function )− (lower function ) dx
a a

Example

Determine the area of the region enclosed by y=x 2 and y= √ x .

 1.5
2 y = sqrt(x)
y=x

1
y

0.5

0
0 0.5 1 1.5
x

Example
2
Determine the area of the region bounded by y=x e−x , y=x +1, x=2 and the y -axis.

3.5

2
3 y = xe
-x y = x+1

2.5

1.5
y

0.5

-0.5

-1
-1 -0.5 0 0.5 1 1.5 2 2.5 3
x
Example

Determine the area of the region bounded by y=2 x 2+ 10 and y=4 x +16

45
2 y = 4x+16
y = 2x +10
40

35

30

25
y

20

15

10

0
-6 -4 -2 0 2 4 6
x

Example

Determine the area of the region bounded by y=2 x 2+ 10 and y=4 x +16, x=−2 and x=5 .

45
2 y = 4x+16
y = 2x +10
40

35

30

25
y

20

15

10

0
-6 -4 -2 0 2 4 6
x
Example

π
Determine the area of the region enclosed by y=sin x , y=cos x , x= and the y -axis.
2

y = sin(x) y = cos(x)
1

0.8

0.6
y

0.4

0.2

0
0 0.2 0.4 0.6 0.8 1 1.2 1.4 1.6
x

The volume generated when a curve f ( x ) is rotated about the x -axis in a given interval[a , b], is given
by the expression
b
V =∫ A ( x ) dx
a

Where A(x) is the cross-sectional area and is given by

2
A ( x )=π ( radius )

Whereradius=f ( x )

Therefore
b
V =∫ π ( f ( x ) ) dx
2

Therefore, the volume generated between two functions f ( x ) and g ( x ) on the interval[ a , b ], where
f ( x ) > g ( x ) on[a , b], rotated about the x-axis is given by the expression
b
V =∫ π ( ( f ( x ) ) −g ( x ) ) dx
2 2

Example
Determine the volume of the solid obtained by rotating the region bounded by y=x 2−4 x +5, x=1,
x=4, and the x -axis about the x -axis.

8
2
y = x - 4x + 5

0
y

-2

-4

-6

-8
0.5 1 1.5 2 2.5 3 3.5 4 4.5
x

Example

Determine the volume of the solid obtained by rotating the portion of the region bounded by y= √
3
x
x
and y= that lies in the first quadrant about the y -axis.
4
 1/3 y = x/4
2.5 y=x

1.5
y

0.5

0 1 2 3 4 5 6 7 8 9 10
x

Mean and R.M.S values

Given a function f ( x ) defined on an interval[a , b] the mean of this function on the interval is defined
as
b
1
∫ f (x) dx
b−a a

Example

Determine the mean value of the function f ( t )=100 cos ( 14t π ), on the interval0 ≤ t ≤ 28
Example

Determine the mean of the following functions on the given intervals

i. [
f ( t )=t −5 t + 6 cos ( πt ) , on −1 ,
2 5
2 ]
ii. R ( z )=sin ( 2 z ) e
1−cos(2 z )
, on[ −π , π ]

Use of Reduction Formulae

Now consider the following integrals
 ∫ cos n x dx
∫ sin n x dx
∫ tann x dx
∫ lnn x dx
+¿¿
Forn>2 andn ∈ Z .

Here we develop the reduction formulae

Example

Evaluate the following integrals

i. ∫ cos5 x dx
ii. ∫ sin 7 2 x dx
iii. ∫ tan4 3 x dx
iv. ∫ ln6 2 x dx

Improper Integrals
In this case one or both the limits of integration are infinity.

Example

Evaluate the following integral

∞

∫ x12 dx
1

Example

Determine if the following integral is convergent or divergent and if convergent, find its value.
∞

∫ 1x dx
1

Example

Determine if the following integral is convergent or divergent and if convergent, find its value.
0
1
∫ √3−x dx
-∞

Example

Determine if the following integral is convergent or divergent and if convergent, find its value.
∞

∫ x e−x dx
2

−∞
Unit 2: Laplace Transforms

Introduction
Let f ( t ) be defined for0 ≤ t ≤ ∞ . The laplace transform of f ( t ), which is denoted by F ( S ) or

L {f ( t ) } , is given by the formulae

∞ A
F ( S ) =L { f ( t ) } =∫ e f ( t ) dt= lim ∫ e
−st −st
f ( t ) dt ( 1 )
0 A →∞ 0

Example 1

Compute the Laplace transform of the function f (t)=1.

Example 2

Compute the Laplace transform of the functione at .

Example 3

Compute the Laplace transform of the functionscos ωt andsin ωt

For the Laplace transform of a function to exist

i.) The function f ( t ) is piecewise continuous.

ii.) The function f ( t ) is of exponential order, that is, there exists constants M andc such

that|f ( t )|≤ M e ct 0 ≤ t< ∞. Therefore L [ f ( t ) ] where f ( t )=et for example DNE.

2

Lemma 1: If f ( t ) is piecewise continuous and of exponential order, then its Laplace

transform exists for all s sufficiently large. Specifically, if f ( t ) is piecewise

continuous, and|f ( t )|≤ M e ct , then F ( s ) exists for s>c .

Lemma 2: Let g ( t ) be a piecewise continuous function. Then, the improper integral
∞

∫ ¿ g ( t )∨¿ dt ¿ exists. To prove that the integral exists, it is enough to show that
0

there exist a constantk such that∫ ¿ g ( t )∨¿ dt ≤ k ¿ , for all A .

0

Lemma 3: Let F ( s ) =L { f ( t ) } then

L { f ' ( t ) }=s L { f ( t ) }−f ( 0 )=sF ( s )−f ( 0 )

Lemma 4: Let F ( s ) =L { f ( t ) } then

L { f ' ' ( t ) }=s2 L { f ( t ) }−sf ( 0 )−f ' (0)=s 2 F ( s )−sf ( 0 )−f ' ( 0 )

Lemma 5: Let F ( s ) =L { f ( t ) } then

n−1
L {f (n) ( t ) }=sn L { f ( t ) } −s n−1 f ( 0 ) …−f ( n −1 ) ( 0 ) =s n F ( s )−sn−1 f ( 0 ) …−f n −1 ( 0 )=s n F ( s )−∑ sn−k−1 f ( k ) ( 0 )
k=0

We have now developed the tools necessary to reduce the problem of solving the I.V.P.

'' ' ' '

a y ( t )+ b y ( t )+ cy ( t )=f ( t ) , y ( 0 )= y 0 , y ( 0 )= y ( 0 )( 2 )

to that of solving an algebraic equation. LetY ( s ) and F ( s ) be the Laplace transforms of y ( t )

and f ( t ) respectively. Then taking the Laplace transform of both sides of (2) gives

L {a y ' ' ( t )+ b y ' ( t )+ cy ( t ) }=L { f ( t ) } ,

⟹ a L { y ' ' ( t ) }+ b L { y ' ( t ) } + c L { y (t ) }=F ( s ) ,

We have now developed the tools necessary to reduce the initial value problem

'' ' ' '

a y ( t )+ b y ( t )+ cy ( t )=f ( t ) , y ( 0 )= y 0 , y ( 0 )= y 0 (2)

to that of solving an algebraic equation.

LetY (s) and F (s) be the Laplace transforms of y (t) and f (t) respectively. Taking the Laplace

transform of both sides of equation (2) gives

L {a y ( t )+ b y ( t )+ cy ( t ) }=L { f ( t ) } ,
'' '

To get y (t) we use the inverse Laplace transform, that is L−1 { Y ( s ) }= y ( t )

Example 4

Solve the initial value problem

y ' ' −3 y ' +2 y=e3 t , y ( 0 )=1 , y ' ( 0 ) =0

Note: If f ( t )=g ( t ) except at a finite number of points, then

b b

∫ f (t)dt =∫ g(t )dt

a a

Some Useful Properties of Laplace Transforms

Property (i): If L { f ( t ) }=F ( s ) then

d
L {−tf ( t) }= { F( s)}
ds

or

−d
L { tf (t ) }= { F ( s) }
ds

Proof …

Example 5

Compute the Laplace transform oft et .

Example 6

Compute the Laplace transform oft 13.

Example 7

−1
What function has Laplace transform
( s−2 )2

Example 8

−4 s
What function has Laplace transform 2
( s 2 +4 )

Example 9

1
What function has Laplace transform
( s−4 )3

Property (ii): If L { f ( t ) }=F ( s ) then

L {e at f (t ) }=F ( s−a )

Proof …

Example 10

Compute the Laplace transform ofe 3 t sin t .

Example 11

What function g(t ) has Laplace transform

s−7
G ( s )= 2
25+ ( s−7 )

Example 12
What function has Laplace transform

1
2
s −4 s +9

Example 13

What function has Laplace transform

s
2
s −4 s +9

Now let us consider the hyperbolic functionssinh at andcosh at . Also recall the linear

property of the Laplace transform operator.

Differential Equations with Discontinuous Right Hand Side

The simplest example of a function with a jump discontinuity is the function

H c (t ) = {0 ,10,t≤≥t<c c
this is called the Heaviside function. Its Laplace transform is

|
∞ ∞ ∞
−1 −st −e cs
L { H c ( t ) }=∫ e H c ( t ) dt=∫ e
−st −st
dt= e = , for s> 0
0 c s 0 s

Let f be any function defined on the interval 0 ≤ t< ∞, and let g be the function obtained from f

by moving the graph of f overc units to the right, i.e. g(t )=0 for0 ≤ t ≤ c and g ( t ) =f ( t−c ) for

t ≥ c . A convenient analytical expression for g ( t ) is

g ( t ) =H c ( t ) f ( t−c )

Property (iii): If L { f ( t ) }=F ( s ) then

 L { H c ( t ) f (t−c) }=e
−cs
F (s)

Proof …

Example 14

e−s
What function has Laplace transform ?
s2

Example 15

e−3 s
What function has Laplace transform 2 ?
s −2 s−3

Example 16

Let f ( t ) be the function

{
f ( t )= t 0 ≤t <1
0 t ≥1

Find the Laplace transform of f

Example 17

Solve the initial value problem

d2 y
dt 2
dy
−3 +2 y=f ( t ) , y ( 0 )=0 ,
dt
dy
dt |
t =0
=0

{
1 0 ≤t <1 0 1 ≤t <2
here f ( t ) = 1 2≤ t <3 0 3≤ t <4
1 4 ≤ t<5 0 t ≥5

Remark: It is easily verified that the function

1 t−n 1 2( t−n )
−e + e
2 2
 and its derivative are both zero att=n . Hence, both y ( t ) and y ’ ( t ) are

continuous functions of time, even though f ( t ) is discontinuous at=1,2,3,4 and

5.

The Convolution Integral

Consider the initial value problem

'' ' ' '

a y ( t )+ b y ( t )+ cy ( t )=f ( t ) , y ( 0 )= y 0 , y ( 0 )= y 0

Taking the Laplace transform of both sides gives

a [ s Y ( s )−s y 0− y 0 ] + b [ sY ( s )− y 0 ]+ cY ( s )=F ( s )
2 '

and this implies that

as +b a F( s)
Y ( s )= 2
y0 + 2 y '0 + 2
a s +bs+ c a s + bs+c a s +bs+ c

Now let

y 1 (t )=L−1
{ as+b
2
a s +bs +c }
and

y 2 ( t )=L
−1
{ 2
a
a s + bs+c }
If f ( t )=0 , y 0=1 and y ’0 =0, we see that y 1 (t ) is a solution to the homogenous equation which

satisfies the initial conditions y 1 ( 0 )=1 , y '1 ( 0 ) =0. Similarly, by again setting f ( t )=0 , y 0=0,
y ’0 =1, we see that y 2 ( t ) is a solution to the homogenous equation which satisfies the initial

conditions y 2 ( 0 )=0 , y '2 ( 0 )=1.

Therefore

ψ ( t )= L
−1
{ F (s )
2
a s + bs+c }
is the particular solution of the non-homogenous equation which satisfies the initial value

problem which satisfies the initial conditionsψ ( 0 )=0 , ψ ' ( 0 )=0 .

Now

2
F ( s)
a s + bs+ c
=L { f ( t ) } × L
y2 ( t )
a { }
y2 ( t )
Is there a relationship between the functionψ ( t ) and the functions f ( t ) and ?
a

Now

L { f ∗g }=L { f } × L { g }

This combination of f and g is known as the convolution of f with g.

Definition: The convolution( f∗g ) ( t ) of f with g is defined as

t
(f∗g)(t)=∫ f ( t−u ) g (u ) du
0

For example if f (t )=sin2 t and g(t )=e t , then

t
(f∗g)(t)=∫ sin 2 ( t−u ) e u du
2

Property 1
 ( f∗g ) ( t )=(g∗f )(t )

Proof …

Property 2

( f ∗( g+ h ) ) ( t )= ( f ∗g )( t ) + ( f ∗h )( t )

Proof …

Property 3

( ( f∗g )∗h ) ( t )=( f∗( g∗h ) ) ( t)

Proof …

Property 4

( f ∗0 )( t )=0

Note! ( f∗1 ) ( t ) ≠ f and( f∗f ) (t ) ≠ f 2, the convolution of f and itself may be negative.

Example 18

Compute the convolution of f ( t )=t 2 with g(t )=1.

Example 19

Compute the convolution of f ( t )=cos t with itself and show that it is not always positive.
 4

0
y

-1

-2

-3

-4
-8 -6 -4 -2 0 2 4 6 8
t

t cos t+sin t
Graph of y=
2

Theorem:

L { f ∗g }=L { f } × L { g }

Proof …

Example 20

Find the inverse Laplace transform of the function

a
s ( s + a2 )
2 2

Example 21

Find the inverse Laplace transform of the function

1
s ( s +2 s+2 )
2

Remark: let y 2 ( t ) be the solution to the homogenous equationay ’’ +by ’ +cy =0 which

(t )∗ y 2 ( t )
satisfies the initial conditions y 2 ( 0 )=0 , y ’2 ( 0 )=1 , thenψ ( t )=f is the
a
 particular solution of the non-homogenous equation which satisfies the initial

value problem which satisfies the initial conditionsψ ( 0 )=0 , ψ ' ( 0 )=0 .

Unit 3: Z Transforms