l

SCHAUM'S OUTLlNE OF

THEORY AND PROBLEMS

LAPLACE TRANSFORMS

MURRAY R. SPIEGEL, Ph.D.

Former Professor and Chairman, Mathematics Department Rensselaer Polytechnic Institute Harfford Graduate Center

SCHAUM'S OUTLINE SERIES

McGRAW-HILL, INC.
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CONTENTS
Page

Chapter

THE LAPLACE TRANSFORM ................................

Definition of the Laplace. transform. Notation. Laplace transforms of some elementary functions. Sectional or piecewise continuity. Functions of exponential order. Sufficient conditions for existence of Laplace transforms. Some important properties of Laplace transforms. Linearity property. First translation or shifting property. Second translation or shifting property. Change of scale property. Laplace transform of derivatives. Laplace transform of integrals. Multiplication by tn. Division by t. Periodic functions. Behavior of f ( S ) as s -t m. Initial-value theorem. Final-value theorem. Generalization of initial-value theorem. Generalization of final-value theorem. Methods of finding Laplace transforms. Direct method. Series method. Method of differential equations. Differentiation with respect to a parameter. Miscellaneous methods. Use of Tables. Evaluation of integrals. Some special functions. The gamma function. Bessel functions. The error function. The complementary error function. Sine and cosine integrals. Exponential integral. Unit step function. Unit impulse or Dirac delta function. Null functions. Laplace transforms of special functions.

Chapter

THE INVERSE LAPLACE TRANSFORM ....................

Definition of inverse Laplace transform. Uniqueness of inverse Laplace transforms. Lerch's theorem. Some inverse Laplace transforms. Some important properties of inverse Laplace transforms. Linearity property. First translation or shifting property. Second translation or shifting property. Change of scale property. Inverse Laplace transform of derivatives. Inverse Laplace transform of integrals. Multiplication by sn. Division by S. The convolution property. Methods of finding inverse Laplace transforms. Partial fractions method. Series methods. Method of differential equations. Differentiation with respect to a parameter. Miscellaneous methods. Use of Tables. The complex inversion formula. The Heaviside expansion formula. The beta function. Evaluation of integrals.

42

Chapter

APPLICATIONS TO DIFFERENTIAL EQUATIONS.. ........

Ordinary differential equations with constant coefficients. Ordinary differential equations with variable coefficients. Simultaneous ordinary differential equations. Applications to mechanics. Applications to electrical circuits. Applications to beams. Partial differential equations.

78

Chapter

'

APPLICATIONS TO INTEGRAL AND DIFFERENCE EQUATIONS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Integral equations. Integral equations of convolution type. Abel's integral equation. The tautochrone problem. Integro-differential equations. Difference equations. Differential-difference equations.

112

Chapter

COMPLEX VARIABLE THEORY .............................

The complex number system. Polar form of complex numbers. Operations in polar form. De Moivre's theorem. Roots of complex numbers. Functions. Limits and continuity. Derivatives. Cauchy-Riemann equations. Line integrals. Green's theorem in the plane. Integrals. Cauchy's theorem. Cauchy's integral formulas. Taylor's series. Singular points. Poles. Laurent's series. Residues. Residue theorem. Evaluation of definite integrals.

136

CONTENTS
Page

Chapter

FOURIER SERIES AND INTEGRALS . . . . . . . . . . . . . . . . . . . . . . . . 173

Fourier series. Odd and even functions. Half range Fourier sine and cosine series. Complex form of Fourier series. Parseval's identity for Fourier series. Finite Fourier transforms. The Fourier integral. Complex form of Fourier integrals. Fourier transforms. Fourier sine and cosine transforms. The convolution theorem. Parseval's identity for Fourier integrals. Relationship of Fourier and Laplace transforms.

Chapter

THE COMPLEX INVERSION FORMULA . . . . . . . . . . . . . . . . . . . . 201

The complex inversion formula. The Bromwich contour. Use of residue theorem in finding inverse Laplace transforms. A sufficient condition for the integral around l? to approach zero. Modification of Bromwich contour in case of branch points. Case of infinitely many singularities.

Chapter

APPLICATIONS TO BOUNDARY-VALUE PROBLEMS. . . . . . . 219

Boundary-value problems involving partial differential equations. Some important partial differential equations. One dimensional heat conduction equation. One dimensional wave equation. Longitudinal vibrations of a beam. Transverse vibrations of a beam. Heat conduction in a cylinder. Transmission lines. Two and three dimensional problems. Solution of boundary-value problems by Laplace transforms.

APPENDIX A. TABLE OF GENERAL PROPERTIES OF LAPLACE TRANSFORMS . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

243

APPENDIX B. TABLE OF SPECIAL LAPLACE TRANSFORMS. . . . . . . . . . 245 APPENDIX C. TABLE OF SPECIAL FUNCTIONS . . . . . . . . . . . . . . . . . . . . . . . INDEX ...................................................................... 255

257

INDEX
Abel's integral equation, 113, 117-120 Absolute convergence, 155, 156 definition of, 156 Absolute value, 136 Acceleration, 79 Aerodynamics, 149 Amplitude, 89 of a complex number, 137 Analytic function, 138 necessary and sufficient conditions for, 148 Analytic part, of a Laurent series, 142 Argand diagram, 137 Argument, 137 Battery, 79 Beams, applications to, 81, 93-96 cantilever, 94 deflection curve or elastic curve of, 81 1 1 on elastic foundation, 1 vibrations of, 219, 220, 226-228 Bending moment, 81 Bessel functions, 7, 8, 23, 24, 28, 232, 233, 255 generating function for, 7 integral representation of, 67, 68 Laplace transforms of, 9, 23, 24 modified, 8, 255 Bessel's differential equation, 8 Beta function, 47, 62, 63, 255 relation of, to convolution theorem, 62 Bilinear transformation, 172 Boundary conditions, 81, 219 Boundary-value problems, 81, 219 one dimensional, 219, 220 solved by Fourier transforms, 193-195, 221, 234-236 solved by Laplace transforms, 81, 96-98, 102, 221 two and three dimensional, 220, 221 Brachistochrone problem, 135 Branches, of a many-valued function, 138, 166 Branch line, 166 Branch points, 141, 166 complex inversion formula and, 202, 207, 208 Bromwich contour, 201, 210 modification of, 202, 227 Built-in end, beam with, 81 Cantilever beam, 94 Capacitance, 79 of transmission line, 220 Capacitor, 79 Cauchy-Riemann equations, 139, 147-149 proof of, 148 Cauchy's inequality, 172 Cauchy's integral formulas, 141, 151-155 proof of, 154 Cauchy's theorem, 140, 151-155 proof of, 152, 153 Change of scale property, 3, 13-15, 44, 48, 52 f o r inverse Laplace transforms, 44, 48, 52 f o r Laplace transforms, 44, 48, 52 Charge, 80, 221 Circuit, electric [see Electrical circuits] elements, 79 1 1 primary, 1 secondary, 1 1 1 Clamped end, beam with, 81, 94, 95 Complementary error function, 8 Complex conjugate, 136 Complex inversion formula, 46, 201, 203-205 branch points and, 202, 207, 208 conditions f o r validity of, 202, 203-205, 212 f o r functions with infinitely many singularities, 202, 209-211, 212, 213 proof of, 203 residues and, 205-207 Complex numbers, 136, 144 amplitude of, 137 argument of, 137 axiomatic foundations for, 136 equality of, 136 imaginary p a r t of, 136 polar form of, 137, 144, 145 real p a r t of, 136 roots of, 137, 145 Complex number system, 136 Complex plane, 137 Complex variable, functions of a, 138 Concentrated load, 95 representation of by Dirac delta function, 95 Conductance, of transmission line, 220 Conduction of heat [see Heat conduction] Conductivity, thermal, 219, 221 Conjugate, complex, 136 Continuity, of functions of a complex variable, 138 sectional or piecewise continuity 2, 4, 28, 42, 173, 186, 187, 190 Contour, 143 Bromwich [see Bromwich contour] Convergence, absolute, 155, 156 of Fourier series, 185-187 uniform [see Uniform convergence] Convolutions, 45 [see also Convolution theorem] associative, commutative and distributive laws for, 4, 56 integral equations and, 112, 117 Convolution theorem, 45, 55-58 [see also Convolutions] beta function and, 62 f o r Fourier transforms, 177 proof of, 55, 56 Coordinates, cylindrical, 232 polar, 137 rectangular, 136 Cosine integral, 8, 24, 25, 255 Laplace transform of, 10, 25

INDEX Electrical circuits, applications to, 79, 80, 91-93, 214, 215 complex, 80, 92, 93 simple, 79, 91, 92 Electric potential, 221 Electromotive force, 79 Elementary functions, Laplace transforms of, 1, 10-12 of a complex variable, 138 e.m.f., 79 Equilibrium position, 79, 219 Error function, 8, 26, 28, 208, 209, 255 complementary, 8, 208, 209, 255 Laplace transform of, 10, 26 Essential singularity, 142, 157 Euler's constant, 29, 250 Euler7s formula, 137 Even extension, 183 Even functions, 173, 174, 182-184 Existence of Laplace transforms, sufficient conditions for, 2 Expansion formula of Heaviside [see Heaviside's expansion formula1 Exponential integral, 8, 24, 25, 255 Laplace transform of, 10, 25 Exponential order, functions of, 2, 4, 28, 42 External force, motion of a spring under, 79, 99,100

Cosine series [see Half range Fourier series1 Coulombs, 80 Critically damped motion, 90, 91 Cross-cut, 153 Current, 80 Cycles per second, 89 Cycloid, 113, 119, 120, 132 tautochrone problem and, 113, 117-120 Cylinder, heat conduction in, 220, 232, 233 Cylindrical coordinates, 232 Damped oscillatory motion, 90, 91 Damping constant, 79 Damping force, 79, 88-90 Definite integrals, evaluation of, 143, 161-165 Deflection curve, 81 Deflection of beams [see Beams, applications to] Delta function [see Dirac delta function] De i\iIoivre's theorem, 137 Density, 220, 221 Derivatives, inverse Laplace transform of, 44, 52, 53 Fourier transform of, 193 Laplace transform of, 4, 15, 16, 96 of functions of a complex variable, 138, 139, 147-149 Difference equations, 113, 120-125, 127, 128 differential-, 113, 114, 120-125 Differentiable function, 138 Differential-difference equations, 113,114,120-125 Differential equations, applications to, 78-102, 219-236 for finding inverse Laplace transforms, 46, 65, 66 for finding Laplace transforms, 6, 23, 29 general solutions of, 83-85, 100, 101 integro-, 113, 120 ordinary [see Ordinary differential equations] partial [see Partial differential equations] relation of, to integral equations, 114-116, 128, 129 solution of, by FoArier transforms, 193-195, 221, 234-236 solution of, by Laplace transforms, 78, 81-87, 96-98, 102 Differentiation, rules for, 139 with respect to a parameter, 6, 18, 46, 53, 65 Diffusivity, 98, 219 Dirac delta function, 8, 9, 26, 27, 45 Laplace transform of, 10, 27 use of, in applications to beams, 95 Dirichlet conditions, 173 Displacement, longitudinal, 219, 220, 226, 227 of a spring, 79 of a string, 199, 219, 220, 224, 225, 231, 232 transverse, 81, 220 Division, by t , 5, 18, 19 by powers of s, 45, 53-55

1 1 Elastic constant, 1 Elastic curve, .81 Elastic foundation, beam on, 1 1 1

Factorial function [see Gamma function] Faltung [see Convolutions] Farads, 79 Fibonacci numbers, 133 Final-value theorem, 6, 20, 21 generalization of, 6 proof of, 20 Fixed end, beam with, 81 Flexural rigidity, 81 Fluid mechanics, 149 Force, damping, 79 electromotive, 79 external, 79, 99, 100 restoring, 79 Fourier integrals, 175, 176, 187-193 complex form of, 176 Parseval's identity for, 177, 189 Fourier integral theorem, 175, 176, 189 [see also Fourier integrals] proofs of, 189-191 Fourier series, 173-175, 178-184, 185-187, 192 coefficients in, 173, 179, 180 complex form of, 174 convergence of, 185-187 Dirichlet conditions for, 173 half range, 174, 182, 183 Parseval's identity for, 174, 183, 184 Fourier transforms, 176, 187-195 convolution theorem for, 177 cosine, 176, 177 finite, 175, 184, 185 inverse, 175-177 of derivatives, 193

INDEX

Fourier transforms (cont.) partial differential equations solved by, 193-195, 221, 234-236 relation of, to Laplace transforms, 177, 178, 203 sine, 176, 177 symmetric form of, 176 Fredholm's integral equation, 112, 116, 129 differential equation expressed as, 128, 129 Free end, beam with, 81, 94, 226 Frequency, 89 natural, 90, 99 of damped oscillatory motion, 90 resonant, 99 Fresnel integrals, 228, 255 Functions, analytic [see Analytic function] many-valued, 138, 166 of a complex variable, 138 of exponential order, 2, 4, 28, 42 single-valued, 138 table of special, 9, 255 Gamma function, 7, 21-23, 255 Stirling's formula for, 7 General solution, of a differential equation, 83-85, 100, 101 Generating function for Bessel functions, 7 Generator, 79 Gravitational potential, 221 Greatest integer less than t , 121, 122 Green's theorem in the plane, 140, 150, 151 proof of, 150, 151 Half range Fourier series, 174, 182, 183 Half wave rectified sine curve, 20, 218, 253 Harmonic functions, 139 Heat conduction, 98, 194, 220-224, 230, 232-236 general equation for, 221 in a cylinder, 220, 232, 233 in an insulated bar, 223, 224, 233, 234 in a semi-infinite plate, 234-236 in a semi-infinite solid, 221, 222 Heat flow problems, 98 [see also Heat conduction] involving radiation, 230 Heat source, 234 Heaviside's expansion formula, 46, 47, 61, 62 extensions of, 73, 74 proof of, 61, 62 Heaviside's unit function, 8, 26, 50, 254 Laplace transform of, 10, 26 Henrys, 79 Hinged end, beam with, 81, 93 Hooke's law, 79 Hospital's rule [see L'Hospita17s rule] Nypocycloid, 169 Image, 165 Imaginary part, 136 Imaginary unit, 136 Impulse functions, 8, 9, 26, 27, 95 [see also Dirac delta function] Independence of the path, 140, 152, 153

Inductance, 79 1 1 mutual, 1 of transmission line, 220 Inductor, 79 Initial-value theorem, 5, 20, 21 generalization of, 6 proof of, 20 Insulated bar, heat conduction in, 223, 224, 233, 234 Integral equations, 112, 113, 114-120, 126 Abel, 113, 117-120 Fredholm, 112, 116, 129 kernels of, 112, 129 of convolution type, 112, 117 relation of, to differential equations, 114-116, 128,129 solved by Fourier transforms, 193 Volterra, 112 Integral formulas, Cauchy, 141, 151-155 Integrals, evaluation of, 7, 27, 28, 47, 63, 64 Fourier [see Fourier integrals] Fresnel, 228 inverse Laplace transform of, 4, 16 Laplace transform of, 44, 52, 53 line, 139, 140, 150 of functions of a complex variable, 140, 151-155 Integro-differential difference equations, 114 Integro-differential equations, 113, 120 Inverse Fourier transforms, 175-177 Inverse Laplace transforms, 42-77 complex inversion formula for [see Complex inversion formula] definition of, 42 methods of finding, 46 of derivatives, 44, 52, 53 of functions with infinitely many singularities, 209-211, 212, 213 of integrals, 4, 16 aperator, 42 properties of, 43-45 uniqueness of, 42 Inversion formula, complex [see Complex inversion formula] for Fourier transforms, 175-177 for Laplace transforms, 46, 178 [see also Complex inversion formula] Isolated singularity, 141 Iterated Laplace transformation, 221 Jacobian, 56, 172 Jump, a t a discontinuity, 4 Kernel, of an integral equation, 112 symmetric, 129 Key, in an electrical circuit, 79 Kirchhoff's laws, 80, 91, 92 Laguerre polynomials, 39, 255 Laplace's equation, 139, 221 Laplace transform operator, 3 Laplace transforms, 1-41 behavior of, a s S + m, 5

260

INDEX
Ordinary differential equations (cont.) simultaneous, 78, 87, 88 solution of, using convolutions, 85 with constant coefficients, 78, 82-85 with variable coefficients, 78, 85-87 Orthogonal families, 148, 149 Oscillatory motion, 90, 91, 99 damped, 90, 91 Overdamped motion, 90, 91 Parallelogram law, 167 Parseval's identity, for Fourier integrals, 177, 189 for Fourier series, 174, 183, 184 Partial derivatives, Fourier transform of, 193 Laplace transform of, 96 Partial differential equations, 81, 96-98, 219-236 important list of, 219-221 solved by Fourier transforms, 193-195, 221, 234-236 solved by Laplace transforms, 81, 96-98, 102, 221 Partial fractions, 46, 58-61 Heaviside's method for [see Heaviside7s expansion formula] with distinct linear factors, 59 with non-repeated quadratic factors, 61 with repeated linear factors, 60 Period, 89 of damped oscillatory motion, 90 Periodic functions, Laplace transform of, 5, 19, 20 Piecewise continuity, 2, 4, 28, 42, 173, 186, 187, 190 Plates, heat conduction in, 234-236 Polar coordinates, 137 Polar form, of complex numbers, 137, 144, 145 operations in, 137 Poles, 141 of infinite order, 142 Potential drop, 80 Potential, electric or gravitational, 221 velocity, 149 1 1 Primary circuit, 1 Principal branch, 147 Principal part, of a Laurent series, 142 Principal value, 147 Pulse function, 254
+

Laplace transforms (cont.) definition of, 1 existence of, 1, 28 inverse [see Inverse Laplace transforms] iterated, 221 methods of finding, 6 notation for, 1 of derivatives, 4, 15, 16, 96 of elementary functions, 1, 10-12 of integrals, 44, 52, 53 of special functions, 9, 10 properties of, 3-6 relation of, to Fourier transforms, 177, 178, 203 solution of differential equations by, 78, 81-87, 96-98, 102 Laurent's series, 142, 158, 159, 172 classification of singularities by, 158, 159 Laurent's theorem, 172 [see also Laurent's series] Leibnitz7s rule, 17 Lerch's theorem, 42 LYHospital's rule, 161, 162 Limits, of functions of a complex variable, 138 right and left hand, 2 Linearity property, 3, 12, 13, 43, 48, 49 for inverse Laplace transforms, 43, 48, 49 for Laplace transforms, 43, 48, 49 Linear operator, inverse Laplace transformation as, 43 Laplace transformation as, 3 Line integrals, 139, 140, 150 Longitudinal vibrations, of a beam, 219, 220, 226, 227 Many-valued functions, 138 Mapping, 165 Mathematical induction, 15-17 Mechanics, applications to, 79, 88-91 Membrane, vibrations of, 220, 221 Modified Bessel functions, 8 Modulus of elasticity, 220 Moment, bending, 81 Motion, non-oscillatory, 89 Multiple-valued functions, 138 Multiplication, by sn, 45, 53-55 by tn, 5, 17, 18 1 1 Mutual induction, 1 Natural frequency, 90, 99 Newton's law, 79, 88 Null functions, 9, 27, 42 Laplace transforms of, 10 relation of, to inverse Laplace transforms, 42 Odd extension, 182 Odd functions, 173, 174, 182-184 Ohms, 79 Operator, inverse Laplace transform, 42 Laplace transform, 3 Ordered pair, 136, 137 Order of a pole, 141 Ordinary differential equations, applications to, 78-96> 99-102 general solution of, 83, 84

Quadratic equation, 144 Radiation, 230 Ratio test, 155 Real part, 136 Receiving end, of transmission line, 220 Rectangular coordinates, 136 Rectified sine wave, 253 Recursion formula, 124 Removable singularity, 141, 156-158 Residues, 142, 159-161 and the complex inversion formula, 205-207 Residue theorem, 142, 143, 159-161 proof of, 160, 161

cms

Resonant frequency, 99 Restoring force, 79 Rest position [see Equilibrium position] Biemann7s theorem, 174, 186, 190 Riemann zeta function, 41 ~~~t~ of complex numbers, 137, 145 geometric representation of, 145 Saw tooth wave function, 253

Stream function, 149 Stress, 220 String, vibrations of, 199, 219, 220, 224, 225, 231. 232 Sufficient conditions for existence of Laplace transforms, 1 proof of, 28 Switch, in an electrical circuit, 79 Symmetric form of Fourier transforms, 176 Symmetric kernel, 129 Tables, of inverse Laplace transforms, 43, 245-254 of Laplace transforms, 1, 9, 10, 243-254 of special functions, 9, 255 Tautochrone problem, 113, 117-120 Taylor's series, 141 Taylor's theorem, 157 Temperature, 98, 219 [see also Heat conduction] steady-state, 221 Tension, in a string, 219 Thermal conductivity, 219, 221 Transient terms, 92 Transmission lines, 220, 228, 229 Transverse deflection of a beam, 81 Transverse vibrations, of a beam, 220 of a string, 219, 224, 225 Triangular wave, 226, 227, 253 Uniform convergence, 156 Fourier series and, 179, 183 Weierstrass M test for, 156 Uniform load, 93 Uniqueness of inverse Laplace transforms, 42 Unit impulse function, 8, 9, 26, 27, 95 [see also Dirac delta function] Unit step function, 8 [see also Heaviside's unit function] Vectors, 167 Velocity potential, 149 Vertical shear, 81 Vibrations, of a beam, 219, 220, 226-228 of a membrane, 220, 221 of a spring, 79 of a string, 199, 219, 220, 224, 225, 231, 232 Voltage drop, 80 Volterra's integral equation, 112 Volts, 79 Wave equation, 219 Weierstrass M test, 156
X

semi-infinite, beam, 227, 228 transmission lines, 220, 228, 229 ending end, of transmission line, 220 eries, convergence of, 155 Fourier [see Fourier series] Laurent's [see Laurent's series] of functions of a complex variable, 155-1: Tayior's, 141, 157 Series electrical circuit, 79, 91, 92 Series expansions, 138 [see also Series] Series methods, for finding inverse Laplace transforms, 46, 65, 66 for finding Laplace transforms, 6, 23, 24, Shear, vertical, 81 Simply-supported end, beam with, 81 Simultaneous differential equations, 78, 87, Laplace transform of, 10, 24, 25 Sine series [see Half range Fourier seyies] Single-valued function, 138 Singularities, 155-159 [see also Singular poiints and the complex inversion formula, 202,

S i n a l a r points, 141 [see also Singularities] Source of heat, 234 Specific heat, 219, 221 Spring constant, 79 Spring, vibrations of, 79

axis, 136

y axis, 136

Young's modulus of elasticity, 81, 220 Zeta function, Riemann, 41