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Maths Class Notes PDF

This document contains lecture notes on advanced calculus from Mbeya University of Science and Technology in Tanzania. Specifically, it covers Fourier series, Fourier integrals and transforms, and line and multiple integrals. The notes were prepared by Mr. Mohamed Hemed Mohamed for the course GSB 2202: Advanced Calculus for the NTA Level 7A Civil Engineering program. The document provides definitions and theorems regarding periodic functions, trigonometric series, Fourier coefficients, Fourier series representations, and orthogonality of the trigonometric system. It also covers derivation of Fourier integrals and transforms, as well as evaluation of line and multiple integrals using different coordinate systems.

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0% found this document useful (0 votes)
1K views95 pages

Maths Class Notes PDF

This document contains lecture notes on advanced calculus from Mbeya University of Science and Technology in Tanzania. Specifically, it covers Fourier series, Fourier integrals and transforms, and line and multiple integrals. The notes were prepared by Mr. Mohamed Hemed Mohamed for the course GSB 2202: Advanced Calculus for the NTA Level 7A Civil Engineering program. The document provides definitions and theorems regarding periodic functions, trigonometric series, Fourier coefficients, Fourier series representations, and orthogonality of the trigonometric system. It also covers derivation of Fourier integrals and transforms, as well as evaluation of line and multiple integrals using different coordinate systems.

Uploaded by

Juanitha
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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Mbeya University of Science and Technology (MUST), Tanzania

College of Engineering and Technology


Department of Science and Business Management (SBM)

GSB 2202: Advanced Calculus (Lecture Notes - Semester II 2015/2016)


NTA Level 7A - Civil Engineering
Prepared by: Mr. Mohamed Hemed Mohamed

20 March, 2016
Contents
1 Fourier Series 2
1.1 Periodic Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.2 Trigonometric Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4
1.3 Fourier Coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 5
1.4 Even and Odd Fourier Series Representations . . . . . . . . . . . . . . . . . . . . . . . 11
1.5 Harmonic Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
1.6 Complex Exponential Form of Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . 18

2 Fourier Integrals and Transforms 24


2.1 Derivation of Fourier Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 24
2.2 Cosine and Sine Fourier Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 27
2.3 Derivation of Fourier Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 28
2.4 Cosine and Sine Fourier Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . 31
2.5 Laplace Transforms and its Applications . . . . . . . . . . . . . . . . . . . . . . . . . . 35

3 Line and Multiple Integrals 73


3.1 Evaluation of Line Integrals in Cartesian and Polar Coordinates . . . . . . . . . . . . . . 73
3.2 Evaluation of Multiple Integrals Using Curvilinear Coordinates . . . . . . . . . . . . . . 78

References 93

i
Page 1

1
1. Fourier Series
Fourier series are infinite series that represent periodic functions in terms of cosines and sines. Fourier
series are of greatest importance to the engineers, physicists and applied mathematicians because they
allow the solutions of Ordinary Differential Equations (ODEs) and the approximation of periodic func-
tions.
Morever, Fourier series are more universal than the familiar Taylor series in Calculus since, many dis-
continuous periodic functions that come up in applications can be developed in Fourier series but do
not have Taylor series expansions.
To define Fourier series, we first need some background material. Now, here we go:

1.1 Periodic Functions

Definition 1: (Periodic Function)


A function f (x) is said to be periodic if

f (x + T ) = f (x) (1.1.1)

for all values of x where T is some positive number.


Remarks:
1. T is the interval between two successive repetitions and is called the period of f (x). That is,

Figure 1.1: Periodic function of period T

2. The graph of a periodic function has the characteristic that it can be obtained by periodic repetition
of its graph in any interval of length T .
3. The smallest positive period is often called the Fundamental Period.
4. (i) The following are examples of periodic functions each with period 2π:
(a) f (x) = 1
(b) f (x) = cos x
(c) f (x) = sin x

2
Section 1.1. Periodic Functions Page 3

(ii) The following are examples of functions that are not periodic (nonperiodic functions):
(a) f (x) = x
(b) f (x) = x2
(c) f (x) = ex
(d) f (x) = cosh x
(e) f (x) = ln x
5. A constant function f (x) = c is periodic with any period, where c, is a constant number .
6. If f (x) has period T , it also has the period 2T because (1.1.1) implies

f (x + 2T ) = f ([x + T ] + T ) = f (x + T ) = f (x). (1.1.2)

Thus, for any integer n = 1, 2, 3, ... we have;

f (x + nT ) = f (x), (1.1.3)

for all x.
7. If f (x) and g(x) have period T , then af (x) + bg(x) with any constants a and b also has the
period T .
8. The two periodic functions that most of us are familiar are sine and cosine and in fact we will be
using these two functions regularly in the remaining sections.
9. Given an equation in the form f (x) = A sin(Bx) + k or f (x) = A cos(Bx) + k, then:
(i) A is the vertical stretch, and is the amplitude of the function.

(ii) B is the horizontal stretch/compression, and is related to the period, T , by T = |B| . In this
case, T is the Fundamental period.
(iii) k is the vertical shift, determines the midline of the function. That is,

Figure 1.2

Examples:
1. Show that each of the following functions is periodic with the period 2π.
(a) f (x) = cos x
Section 1.2. Trigonometric Series Page 4

(b) f (x) = sin x


Solution: A function f (x) is periodic if f (x + T ) = f (x) for all x.
Since, in each case T = 2π, thus we have;
(a) f (x) = cos x ⇒ f (x + T ) = f (x + 2π) = cos(x + 2π) = cos x cos 2π − sin x sin 2π. But,
cos 2π = 1 and sin 2π = 0, thus; f (x+T ) = f (x+2π) = cos(x+2π) = cos x(1)−sin x(0) =
cos x = f (x), hence shown.
(b) f (x) = sin x ⇒ f (x + T ) = f (x + 2π) = sin(x + 2π) = sin x cos 2π + cos x sin 2π. But,
cos 2π = 1 and sin 2π = 0, thus; f (x+T ) = f (x+2π) = sin(x+2π) = sin x(1)+cos x(0) =
sin x = f (x), hence shown.
2. Determine the period of the function f (x) = 3 sin(2x) + 1.
2π 2π
Solution: The period is T = |B| , where |B| = 2. Thus, T = 2 = π.
Exercise 1:
1. What are the periods of the functions?
(a) f (x) = cos ωx
(b) f (x) = sin ωx
2. If f and g are both periodic functions with period T then show that:
(a) f + g and
(b) f g
are periodic functions of period T .

1.2 Trigonometric Series

Our problem in the first few sections of this topic will be the representation of various functions f (x)
of period 2π in terms of the simple functions

1, cos x, sin x, cos 2x, sin 2x, ..., cos nx, sin nx. (1.2.1)

All of these functions have the period 2π. They form a system called Trigonometric System.
Definition 2: (Trigonometric Series)
A series of the form

X
a0 + a1 cos x + b1 sin x + a2 cos 2x + b2 sin 2x + ... = a0 + (an cos nx + bn sin nx) (1.2.2)
n=1

is called the Trigonometric Series, where a0 , a1 , b1 , a2 , b2 , ... are constants, called the Coeffients of
the series.
Remarks:
1. Each term of the series (1.2.2) has the period 2π.
Section 1.3. Fourier Coefficients Page 5

2. If the coefficients are such that the series converges, then its sum will be a function of period 2π.
Defintion 3: (Fourier Series)
Suppose that f (x) is a given function of period 2π and is such that it can be represented by a series
(1.2.2), that is, (1.2.1) converges, has the sum f (x), then the series

X
f (x) = a0 + (an cos nx + bn sin nx) (1.2.3)
n=1

is called the Fourier Series of f (x).

1.3 Fourier Coefficients

Theorem 1: (Orthogonality of the Trigonometric System)


The trigonometric system (1.2.1) is orthogonal on the interval −π ≤ x ≤ π (hence also on 0 ≤ x ≤ 2π
or any other interval of length 2π because of periodicity); that is, the integral of the product of any two
functions in (1.2.1) over that interval is 0, so that for any integers n and m
Z π
cos nx cos mxdx = 0 (n 6= m) (1.3.1)
−π
Z π
sin nx sin mxdx = 0 (n 6= m) (1.3.2)
−π
Z π
sin nx cos mxdx = 0 (n 6= m or n = m) (1.3.3)
−π

Proof:
The proof follows simply by transforming the integrands trigonometrically from products into sums.
That is,
Z π
1 π 1 π
Z Z
cos nx cos mxdx = cos(n + m)xdx + cos(n − m)xdx and (1.3.4)
−π 2 −π 2 −π
Z π
1 π 1 π
Z Z
sin nx sin mxdx = cos(n − m)xdx − cos(n + m)xdx (1.3.5)
−π 2 −π 2 −π
Since, m 6= n (integer!), the integrals on the right are all 0. And for all integers m and n (without
exception), we have;
Z π
1 π 1 π
Z Z
sin nx cos mxdx = sin(n + m)xdx + sin(n − m)xdx (1.3.6)
−π 2 −π 2 −π
=0+0 (1.3.7)
=0 Hence proved. (1.3.8)

Definition 4: (Fourier Coefficients/Euler Formulas)


The Fourier coefficients a0 , an and bn of the series

X
f (x) = a0 + (an cos nx + bn sin nx),
n=1
Section 1.3. Fourier Coefficients Page 6

are given by the Euler Formulas


Z π
1
a0 = f (x)dx (1.3.9)
2π −π
1 π
Z
an = f (x) cos nxdx n = 1, 2, ... (1.3.10)
π −π
Z π
1
bn = f (x) sin nxdx n = 1, 2, ... (1.3.11)
π −π
That is, from the Fourier Series representation of the function f (x)

X
f (x) = a0 + (an cos nx + bn sin nx) (1.3.12)
n=1

Integrating on both sides of (1.3.12), from −π to π, we get


Z π" ∞
Z π #
X
f (x)dx = a0 + (an cos nx + bn sin nx) dx
−π −π n=1

We now assume that termwise integration is allowed, then we obtain


Z π Z π X∞  Z π Z π 
f (x)dx = a0 dx + an cos nxdx + bn sin nxdx
−π −π n=1 −π −π

Whereby, for n = 1, 2, ... we have;


Z π Z π
cos nxdx = 0 and sin nxdx = 0
−π −π
∞ 
X Z π Z π 
Thus an cos nxdx + bn sin nxdx = 0 and
n=1 −π −π
Z π Z π
f (x)dx = a0 dx = 2πa0
−π −π

Z π
1
Therefore a0 = f (x)dx. (1.3.13)
2π −π

Multiplying (1.3.12) on both sides by cos mx with any fixed positive integer m and integrating from
−π to π, we have;
Z π" ∞
Z π #
X
f (x) cos mxdx = a0 + (an cos nx + bn sin nx) cos mxdx
−π −π n=1

Integrating term by term, we have;


Z π
a0
cos mxdx = 0
−π
Z π (
am π for n = m
an cos nx cos mxdx =
−π 0 for n 6= m.
Z π
and bn sin nx cos mxdx = 0 for all n and m.
−π
Section 1.3. Fourier Coefficients Page 7

Z π
1
Therefore am = an = f (x) cos nxdx (1.3.14)
π −π

Multiplying (1.3.12) on both sides by sin mx with any fixed positive integer m and integrating from −π
to π, we have;
Z π Z π ∞
X
f (x) sin mxdx = [a0 + (an cos nx + bn sin nx)] sin mxdx
−π −π n=1

Integrating term by term, we have;


Z π
a0 sin mxdx = 0
−π
Z π
an cos nx sin mxdx = 0
−π
Z π (
bm π for n = m
and bn sin nx sin mxdx =
−π 0 for n 6= m.

Z π
1
Therefore bm = bn = f (x) sin nxdx (1.3.15)
π −π

Examples: Given that


(
−k if − π < x < 0
f (x) =
k if 0 < x < π,
and f (x + 2π) = f (x).

(a) Find the Fourier coefficients of f (x).


(b) Write the Fourier series of f (x).
(c) Write the first two Partial sums of f (x).
Solution:
(a) The Fourier coefficients are given by the Euler formulas:
Z π
1
a0 = f (x)dx
2π −π
Z 0 Z π
1
= ( (−k)dx + kdx)
2π −π 0
k
= [−(0 − −π) + (π − 0)]

k
= (−π + π)

a0 = 0.
Section 1.3. Fourier Coefficients Page 8

Z π
1
an = f (x) cos nxdx
π −π
Z 0 Z π
1
= [ (−k) cos nxdx + k cos nxdx]
π −π 0
1 −k sin nx 0 k sin nx π
= [ |−π + |0 ]
π n n
an = 0.

Z π
1
bn = f (x) sin nxdx
π −π
Z 0 Z π
1
= [ (−k) sin nxdx + k sin nxdx]
π −π 0
1 k cos nx 0 k cos nx π
= [ |−π − |0 ]
π n n
Since, cos(−x) = cos x and cos 0 = 1, this gives;
k
bn = [cos 0 − cos(−nπ) − cos nπ + cos 0]

2k
= (1 − cos nπ)

Since, cos π = −1, cos 2π = 1, cos 3π = −1, e.t.c, in general, we have cos nπ = (−1)n ;
And thus we have,
(
2 for odd n
1 − cos nπ =
0 for even n

(
4k
nπ for odd n
Therefore, bn =
0 for even n

(b) The Fourier series of f (x) is given by



X
f (x) = a0 + (an cos nx + bn sin nx)
n=1

Since, the a0 and an are zero, then the Fourier series of f (x) is
4k 1 1
f (x) = (sin x + sin 3x + sin 5x + ...)
π 3 5

(c) The first two partial sums of f (x) are:


4k
S1 = sin x
π
4k 1
S2 = (sin x + sin 3x).
π 3
Section 1.3. Fourier Coefficients Page 9

Transition From 2π to any period 2L.


The transition from period 2π to be period T = 2L is effected by a suitable change of scale as follows:
Let f (x) have period T = 2L, then we can introduce a new variable v such that f (x), as a function of
v, has period 2π. If we set,
T 2π π
x= v, so that v = x= x (1.3.16)
2π T L
then v = ±π corresponds to x = ±L.
This means that, f as a function of v, has period 2π, and therefore, a Fourier series of the form

L X
f (x) = f ( v) = a0 + (an cos nv + bn sin nv) (1.3.17)
π
n=1

with coefficients given by


Z π
1 L
a0 = f ( v)dv (1.3.18)
2π −π π
1 π L
Z
an = f ( v) cos nvdv (1.3.19)
π −π π
1 π L
Z
bn = f ( v) sin nvdv (1.3.20)
π −π π

We could use these formulas directly, but the change to x simplifies calculations. Since,
π π
v= x, we have dv = dx (1.3.21)
L L
and integrate over x from −L to L, consequently we obtain for a function f (x) of period 2L the Fourier
Series,

X nπ nπ
f (x) = a0 + (an cos x + bn sin x) (1.3.22)
L L
n=1

with the Fourier coefficients given by


Z L
1
a0 = f (x)dx (1.3.23)
2L −L
1 L
Z

an = f (x) cos xdx, n = 1, 2, ... (1.3.24)
L −L L
1 L
Z

bn = f (x) sin xdx, n = 1, 2, ... (1.3.25)
L −L L

Remarks:
• We continue to call (1.3.22) with any coefficients a Trigonometric Series, and we can integrate
from 0 to 2L or over any other interval of length T = 2L.
Section 1.3. Fourier Coefficients Page 10

Examples:
Find the Fourier series of the function

0 if − 2 < x < −1

f (x) = k if − 1 < x < 1 T = 2L = 4, L = 2.

0 if 1 < x < 2,

Solution:
Z L
1
a0 = f (x)dx, L = 2,
2L −L
1 2
Z
⇒ a0 = f (x)dx,
4 −2
1 −1
Z Z 1 Z 2
= [ 0dx + kdx + 0dx]
4 −2 −1 1
1 k
= [0 + 2k + 0] =
4 2

Z 2
1 nπ
an = f (x) cos xdx
2 −2 2
1 1
Z

= k cos xdx
2 −1 2
2k nπ
= sin
nπ 2

0 if n is even

Thus, an = nπ2k
if n = 1, 5, 9, ...

 2k
− nπ if n = 3, 7, 11, ...,

1 1
Z

bn = k sin xdx
2 −1 2
1 −2k nπ 1
= [( cos x)|−1 ]
2 nπ 2
−k nπ 1
=( cos x)|−1
nπ 2
−k nπ 1
= (cos x| )
nπ 2 −1
−k nπ nπ
= (cos − cos )
nπ 2 2
= 0 for n = 1, 2, ...

Hence from the formula



X nπ nπ
f (x) = a0 + (an cos x + bn sin x)
L L
n=1
Section 1.4. Even and Odd Fourier Series Representations Page 11

then the Fourier series of f (x) is

k 2k π 1 3π 1 5π
f (x) = + (cos x − cos x + cos x − + ...)
2 π 2 3 2 5 2
Exercise 2:
Find the Fourier series of the function
(
−k if − 2 < x < 0
f (x) = T = 2L = 4, L = 2.
k if 0 < x < 2,

1.4 Even and Odd Fourier Series Representations

Definition 5: (Even and Odd Functions)


⇒ A function f (x) is said to be even if

f (−x) = f (x) (1.4.1)

for all values of x.


⇒ A function f (x) is said to be odd if

f (−x) = −f (x) (1.4.2)

for all values of x.


Remarks:
1. f (x) = cos x is an example of even function.
2. The graph of an even function is always symmetrical about the y− axis. That is, for f (x) =
cos x, we have;

Figure 1.3: Even function

3. f (x) = sin x is an example of odd function.


Section 1.4. Even and Odd Fourier Series Representations Page 12

4. The graph of an odd function is always symmetrical about the origin. That is, for f (x) = sin x,
we have;

Figure 1.4: Odd function

Fourier Series for Even Functions


• For an Even function f (x), defined over the range −L to L (that is, period = 2L), we have the
following handy short cut. Since,
1 L
Z

bn = f (x) sin xdx
L −L L
and f (x) is even, it means that the integral will have value 0.
• So for the Fourier series of an even function, the coefficients bn = 0.
• Thus, we only need to calculate a0 and an when finding the Fourier series expansion for an even
function. That is;
Z L
1 L
Z
1
a0 = f (x)dx = f (x)dx (1.4.3)
2L −L L 0
1 L 2 L
Z Z
nπ nπ
an = f (x) cos xdx = f (x) cos xdx (1.4.4)
L −L L L 0 L

• Therefore, an Even Function has only cosine terms in its Fourier expansion: That is;

X nπ
f (x) = a0 + an cos x (1.4.5)
L
n=1

Remarks:
• If f (x) is an even function (that is f (−x) = f (x)), its Fourier series reduces to a Fourier
Cosine Series.
Fourier Series for Odd Functions
• For an odd function f (x) defined over the range −L to L (that is, period = 2L), we find that
an = 0 for all n. that is, we have;
1 L
Z

an = f (x) cos xdx and
L −L L
Z L
1
a0 = f (x)dx
2L −L
Section 1.4. Even and Odd Fourier Series Representations Page 13

this is because f (x) is an Odd function.


• The coefficients bn are given by:
Z L Z L
1 nπ 2 nπ
bn = f (x) sin xdx = f (x) sin xdx. (1.4.6)
L L
L L 0 L

• Therefore, the Fourier series for an Odd Function is



X nπ
f (x) = bn sin x (1.4.7)
L
n=1

Remarks:
1. These formulas follow from (1.4.3), (1.4.4) and (1.4.6) by remembering from calculus that the
definite integral gives the net area under the curve of a function between the limits of integration.
This implies,

Z L Z L
(a) g(x)dx = 2 g(x)dx for even g(x),
−L 0
Z L
(b) h(x)dx = 0 for odd h(x).
−L

2. If f (x) is Even Function and L = π (that is, period = 2π), then we have;

X
f (x) = a0 + an cos nx
n=1

with Coefficients
1 π
Z
a0 = f (x)dx
π 0
Z π
2
an = f (x) cos nxdx, n = 1, 2, ...
π 0

3. If f (x) is Odd Function and L = π (that is, period = 2π), then we have;

X
f (x) = bn sin nx
n=1

with Coefficients
Z π
2
bn = f (x) sin nxdx, n = 1, 2, ...
π 0
Section 1.4. Even and Odd Fourier Series Representations Page 14

Theorem 2: (Sum and Scalar Multiple)


• The Fourier coefficients of a sum f1 + f2 are the sums of the corresponding Fourier coefficients
of f1 and f2 .
• The Fourier coefficients of cf are c times the corresponding Fourier coefficients of f .
Examples:
Find the Fourier series of the function f (x) = x + π if −π < x < π and f (x + 2π) = f (x).
Solution:
⇒ Here, we have f = f1 + f2 , where f1 = x and f2 = π.
⇒ The Fourier coefficients of f2 = π are zero, except for the first one (the constant term), which is
π.
⇒ Hence, by Theorem 2, the Fourier coefficients an , bn are those of f1 , except for a0 which is π.
⇒ Since f1 is odd, then an = 0 for n = 1, 2, ... and

2 π
Z
bn = f1 (x) sin nxdx
π 0
2 π
Z
= x sin nxdx
π 0

⇒ Integrating by parts, we obtain


π
2 −x cos nx π 1
Z
bn = [ |0 + cos nxdx]
π n n 0
2
= − cos nπ
n

⇒ Hence, b1 = 2, b2 = − 22 , b3 = 32 , b4 = − 24 , ... and thus, the Fourier series of f (x) is

1 2
f (x) = π + 2(sin x − sin 2x + sin 3x − + ...).
2 3

Exercise 3:
Given that

1
0 if − 1 < x < − 2

f (x) = cos 3πx if − 21 < x < 1
2

0 if 12 < x < 1,

and f (x) = f (x + 2).

Find the Fourier series for f (x).


Section 1.5. Harmonic Fourier Series Page 15

1.5 Harmonic Fourier Series

We have discussed at length, the problem of expanding y = f (x) as a Fourier series



X
f (x) = a0 + (an cos nx + bn sin nx) (1.5.1)
n=1

where,
Z π
1
a0 = f (x)dx (1.5.2)
2π −π
1 π
Z
an = f (x) cos nxdx (1.5.3)
π −π
Z π
1
bn = f (x) sin nxdx (1.5.4)
π −π
1. So far, the function has always been defined by an explicity function of an independent variable.
In practice, however, the function is often given not by a formula but by a graph or by a table
of corresponding values. In such cases, the integrals in (1.5.2), (1.5.3) and (1.5.4) cannot be
evaluated and instead, the following alternative forms of (1.5.2), (1.5.3) and (1.5.4) are employed.
2. Since, the mean value of a function y = f (x) over the range (a, b) is
Z b
1
f (x)dx,
b−a a
then the equations (1.5.2), (1.5.3) and (1.5.4) give
Z π
1
a0 = f (x)dx = [Mean value of f (x) in (−π, π)]
2π −π
Z π
1
an = 2 × f (x) cos nxdx = 2[Mean value of f (x) cos nx in (−π, π)]
2π −π
Z π
1
bn = 2 × f (x) sin nxdx = 2[Mean value of f (x) sin nx in (−π, π)]
2π −π

3. There are numerous other methods of finding the value of a0 , an and bn which constitute the field
of Harmonic Analysis.
4. In (1.5.1), the term (a1 cos x + b1 sin x) is called the Fundamental or First Harmonic, the term
(a2 cos 2x + b2 sin 2x) is called the Second Harmonic and so on.
Example:
Find the fifth harmonic of f (x) defined by
(
π, if − pi < x < 0,
f (x) =
π − x, if 0 ≤ x ≤ π.

Solution: The Fourier series representation of f (x) is



X
f (x) = a0 + (an cos nx + bn sin nx),
n=1
Section 1.5. Harmonic Fourier Series Page 16

where,
Z 0 Z π
1 1
a0 = πdx + (π − x)dx
2π −π 2π 0
 π
1 1 1
= [x]0−π + πx − x2
2 2π 2 0
 
1 1 2 1 2
= [0 − −π] + (π − π ) − 0
2 2π 2
 2
π 1 π
= +
2 2π 2
π π
= +
2 4

Therefore, a0 = .
4
Z 0
1 π
Z
1
an = π cos nxdx + (π − x) cos nxdx
π −π π 0
Z 0
1 π 1 π
Z Z
= cos nxdx + π cos nxdx − x cos nxdx
−π π 0 π 0
sin nx π 1 π
Z
sin nx 0
= |−π + |0 − x cos nxdx
n n π 0
1 π
Z
=0+0− x cos nxdx
π 0
1 π
Z
=− x cos nxdx
π 0
1 x sin nx π 1 π
 Z 
=− |0 − sin nxdx
π n n 0
 
1 1  cos nx  π
=− 0− − |0
π n n
 
1 1
=− (cos nπ − cos 0)
π n2
1
= (1 − (−1)n )
πn2
1 1 − (−1)n

Therefore, an = .
π n2
1 0 1 π
Z Z
bn = π sin nxdx + (π − x) sin nxdx
π −π π 0
1 −(π − x) cos nx π 1 π
 
− cos nx 0
Z
= |−π + |0 − cos nxdx
n π n n 0
 
1 1 π 1 π
= − [cos 0 − cos nπ] + 0 + − 2 (sin nx) |0
n π n n
 
1 n 1 π 1
= − [1 − (−1) ] + − (0)
n π n n2
1 (−1)n 1
=− + +
n n n
(−1)n
Therefore, bn = .
n
Section 1.5. Harmonic Fourier Series Page 17

Therefore, the Fourier series is


∞  
3π X 1 1 − (−1)n (−1)n
 
f (x) = + cos nx + sin nx
4 π n2 n
n=1
   
3π 2 1 2 1 1
= + cos x − sin x + sin 2x + cos 3x − sin 3x + sin 4x
4 π 2 9π 3 4
 
2 1
+ cos 5x − sin 5x + · · ·
25π 5
2
cos 5x − 15 sin 5x .

Hence, the fifth harmonic of f (x) is 25π
Practical Harmonic Analysis:
Sometimes the function is not given by a formula, but by a graph or by a table of corresponding
values. The process of finding the Fourier series for a function given by such values of the function and
independent variable is called Harmonic Analysis.
Thus for a function f (x) given by the Fourier series

X
f (x) = a0 + (an cos nx + bn sin nx)
n=1

Then, the Fourier constants a0 , an and bn are evaluated by the following formulas:
Z π
1
a0 = f (x)dx = [Mean value of f (x) in (−π, π)]
2π −π
Z π
1
an = 2 × f (x) cos nxdx = 2[Mean value of f (x) cos nx in (−π, π)]
2π −π
Z π
1
bn = 2 × f (x) sin nxdx = 2[Mean value of f (x) sin nx in (−π, π)]
2π −π

Remark:
• The term (a1 cos x + b1 sin x) in Fourier series is called the Fundamental or First Harmonic,
the term (a2 cos 2x + b2 sin 2x) is called the Second Harmonic and so on.
Example:
Find the Fourier series as far as the second harmonic to represent the function given by the table below:
x 00 300 600 900 1200 1500 1800 2100 2400 2700 3000 3300
f (x) 2.34 3.01 3.69 4.15 3.69 2.20 0.83 0.51 0.88 1.09 1.19 1.64
Solution:
Section 1.6. Complex Exponential Form of Fourier Series Page 18

x0 cos x cos 2x sin x sin 2x f (x) f (x) cos x f (x) cos 2x f (x) sin x f (x) sin 2x
00 1 1 0 0 2.34 2.340 2.340 0 0
300 0.87 0.50 0.50 0.87 3.01 2.619 1.505 1.505 2.619
600 0.50 −0.50 0.87 0.87 3.69 1.845 −1.845 3.210 3.210
900 0 −1 1 0 4.15 0 −4.150 4.150 0
1200 −0.50 −0.50 0.87 −0.87 3.69 −1.845 −1.845 3.210 −3.210
1500 −0.87 0.50 0.50 −0.87 2.20 −1.914 1.100 1.100 −1.914
1800 −1 1 0 0 0.83 −0.830 0.830 0 0
2100 −0.87 0.50 −0.50 0.87 0.51 −0.444 −0.255 −0.255 0.444
2400 −0.50 −0.50 −0.87 0.87 0.88 −0.440 −0.440 −0.766 0.766
2700 0 −1 −1 0 1.09 0 −1.090 −1.090 0
3000 0.50 −0.50 −0.87 −0.87 1.19 0.595 −0.595 −1.035 −1.035
3300 0.87 0.50 −0.50 −0.87 1.64 1.427 0.820 −0.820 −1.427
25.22 3.353 −3.115 9.209 −0.547
Where,
25
a0 = Mean of f (x) = = 2.102
12
3.353
a1 = 2 × Mean of f (x) cos x = 2 × = 0.559
12
−3.115
a2 = 2 × Mean of f (x) cos 2x = 2 × = −0.519
12
9.209
b1 = 2 × Mean of f (x) sin x = 2 × = 1.535
12
−0.547
b2 = 2 × Mean of f (x) sin 2x = 2 × = −0.091
12
And the Fourier series is given by

f (x) = a0 + a1 cos x + a2 cos 2x + · · · + b1 sin x + b2 sin 2x + · · ·


Therefore, f (x) = 2.102 + 0.559 cos x − 0.519 cos 2x + · · · + 1.535 sin x − 0.091 sin 2x + · · ·

1.6 Complex Exponential Form of Fourier Series

Remarks:
1. Recall that, the Fourier series builds a representation composed of weighed sum of the following
basis functions

1, cos x, sin x, cos 2x, sin 2x, cos 3x, sin 3x, ... (1.6.1)

2. Computing the weights a0 , an and bn (called Fourier Coefficients) often involves nasty integra-
tion.
3. We now present an alternative representation based on a different set of basis functions:

1, eix , e−ix , e2ix , e−2ix , e3ix , e−3ix , ... (1.6.2)


Section 1.6. Complex Exponential Form of Fourier Series Page 19

4. These basis functions can all be represented by the term

einx (1.6.3)

with n taking integer values from −∞ to ∞.


Definition 6: (Complex Fourier Series)
The representation of Fourier series based on the family of functions given in (1.6.2) is called Complex
Fourier Series and is given by

X
f (x) = Cn einx (1.6.4)
n=−∞

where, the coefficients Cn , are normally complex numbers.


Remarks:
1. It is often easier to calculate the Complex Fourier series than the cos / sin Fourier series because,
integrals with exponentials in are usually easy to evaluate. That is, from

X
f (x) = a0 + (an cos nx + bn sin nx) (1.6.5)
n=1

we have,
einx + e−inx
cos nx = (1.6.6)
2
e − e−inx
inx
sin nx = (1.6.7)
2i
Thus, putting (1.6.6) and (1.6.7) into (1.6.5), we get;

X einx + e−inx einx − e−inx
f (x) = a0 + [an ( ) + bn ( )]
2 2i
n=1

X an einx + an e−inx ibn e−inx − ibn einx
= a0 + [ + ]
2 2
n=1

X (an − ibn ) inx (an + ibn ) −inx
= a0 + [ e + e ]
2 2
n=1
∞ ∞
X (an − ibn ) inx X (an + ibn ) −inx
= a0 + e + e
2 2
n=1 n=1

X
Therefore, f (x) = Cn einx
n=−∞

where,

a0 ,
 for n = 0,
(an −ibn )
Cn = 2 , for n = 1, 2, 3, ...,
 (a−n +ib−n )

2 , for n = −1, −2, −3, ...
Section 1.6. Complex Exponential Form of Fourier Series Page 20

and a−n and b−n are only defined when n is negative.


Z π
1
a0 = f (x)dx
2π −π
1 π
Z
an = f (x) cos nxdx
π −π
1 π
Z
bn = f (x) sin nxdx
π −π
Thus, for n positive, we have
1
Cn = (an − ibn )
2 Z
π
1
= [cos nx − i sin nx]f (x)dx
2π −π
Z π
1
Therefore, Cn = e−inx f (x)dx
2π −π
For n negative, we have;
1
Cn = (a−n + ib−n )
2 Z
π
1
= [cos(−nx) + i sin(−nx)]f (x)dx
2π −π
Z π
1
= [cos(nx) − i sin(nx)]f (x)dx
2π −π
Z π
1
Therefore, Cn = e−inx f (x)dx
2π −π
And for n = 0, we have;

C0 = a0
Z π
1
= e−0 f (x)dx
2π −π
Z π
1
Therefore, C0 = f (x)dx
2π −π

2. The complex exponential form of Fourier series for a function f (x) of period 2π is given by:

X
f (x) = Cn einx
n=−∞

where,
Z π
1
Cn = f (x)e−inx dx
2π −π

3. For period L, we have;


Z L
1 −iπn
x
Cn = f (x)e L dx
2L −L
Section 1.6. Complex Exponential Form of Fourier Series Page 21

and

X iπn
x
f (x) = Cn e L

n=−∞

Examples:
1. Find the complex form of the Fourier series of the function
f (x) = e−x in − 1 ≤ x ≤ 1.
Solution: We have

X inπ
x
f (x) = Cn e L

n=−∞

where,
Z L
1 −inπ
x
Cn = f (x)e L dx
2L −L

Since, L = 1 and f (x) = e−x , then we have;


Z 1
1 −inπ
Cn = e−x .e 1 x dx
2(1) −1
1 1 −x −inπx
Z
= e .e dx
2 −1
1 1 −(x+inπx)
Z
= e dx
2 −1
1 1 −(1+inπ)x
Z
= e dx
2 −1
1 1
= [ e−(1+inπ)x ]|1−1
2 −(1 + inπ)
−1
= [e−(1+inπ) − e(1+inπ) ]
2(1 + inπ)
(1 − inπ) (1+inπ)
= [e − e−(1+inπ) ]
2(1 + n2 π 2 )
(1 − inπ) 1 inπ
= [e .e − e−1 .e−inπ ]
2(1 + n2 π 2 )
einπ +e−inπ einπ −e−inπ
But, from cos nπ = 2 and sin nπ = 2i , we have; cos nπ = (−1)n and sin nπ = 0.
Thus,
einπ + e−inπ
(−1)n = ⇒ 2(−1)n = einπ + e−inπ and
2
einπ − e−inπ
0= ⇒ 0 = einπ − e−inπ ⇒ e−inπ = einπ
2i
Therefore, 2(−1)n = einπ + e−inπ = einπ + einπ = 2einπ ⇒ einπ = (−1)n .
And [e1 .einπ − e−1 .e−inπ ] = [e1 .einπ − e−1 .einπ ]
= einπ [e1 − e−1 ]
= (−1)n [e1 − e−1 ]
Section 1.6. Complex Exponential Form of Fourier Series Page 22

ex −e−x e1 −e−1
And also, from sinh x = 2 , we have sinh(1) = 2 ⇒ e1 − e−1 = 2 sinh(1).

(1 − inπ) 1 inπ
Whence, Cn = [e .e − e−1 .e−inπ ]
2(1 + n2 π 2 )
(1 − inπ)
= [2(−1)n sinh(1)]
2(1 + n2 π 2 )
(1 − inπ)
Therefore, Cn = (−1)n sinh(1)
(1 + n2 π 2 )

From

X inπ
x
f (x) = Cn e L , we have,
n=−∞

X (1 − inπ) inπ
f (x) = e−x = 2π2)
(−1)n sinh(1)e 1 x
n=−∞
(1 + n

−x
X (−1)n (1 − inπ) inπx
Therefore, e = sinh(1) e
n=−∞
(1 + n2 π 2 )

2. Let f (x) be defined over [−π, π] by


(
1 if |x| < π2 ,
f (x) =
0 if π2 ≤ |x| ≤ π.

and has period 2π.


(a) Find C0 ,
(b) Find Cn .
Solution:
⇒ (a) The constant C0 is given by
Z π
1
C0 = f (x)dx
2π −π
Z π
1 2
= (1)dx
2π − π2
1 π
[x]|−2 π
=
2π 2
1 π π
= [ −− ]
2π 2 2
1 2π
= [ ]
2π 2
1
Therefore, C0 = .
2
Section 1.6. Complex Exponential Form of Fourier Series Page 23

⇒ (b) While n 6= 0, we have;


Z π
1
Cn = f (x)e−inx dx
2π −π
Z π
1 2
= (1)e−inx dx
2π − π2

1 2
= e−inx dx
2π − π2
1 1 −inx π2
= [ e ]− π
2π −in 2

−1 −inπ inπ
= [e 2 − e 2 ]
(2i)nπ
1 inπ −inπ
= [e 2 − e 2 ]
(2i)nπ
inπ −inπ
1 e 2 −e 2
= [ ]
nπ 2i
inπ −inπ
e 2 −e 2 nπ
where, = sin( )
2i 2
1 sin( nπ2 )
Therefore, Cn = .
π n

Exercise 4:
1. Obtain the complex Fourier series of the function

f (x) = eax in − π ≤ x ≤ π.

2. Let f (x) = x2 be defined over [−π, π] and has period 2π.


(a) Find C0 ,
(b) Find Cn ,
(c) Write the Complex Fourier series of f (x).
(d) Convert the Complex Fourier series of f (x) into its corresponding Real Fourier series.
2. Fourier Integrals and Transforms
Fourier Series are powerful tools for problems involving functions that are periodic or of interest on
a finite interval only. Since, many problems involve functions that are nonperiodic and are of interest
on the whole x− axis, then we extend this idea to Fourier Integrals.

2.1 Derivation of Fourier Integrals

Consider any periodic functionfL (x) of period 2L that can be represented by a Fourier series.

X nπ
fL (x) = a0 + (an cos wn x + bn sin wn x), where, wn = .
L
n=1

Here, we want to find out what happens if we let L → ∞.


From the definitions
Z L
1
a0 = f (x)dx
2L −L
1 L
Z

an = f (x) cos xdx
L −L L
1 L
Z

bn = f (x) sin xdx
L −L L

Inserting a0 , an and bn , and denote the variable of integration by v, then the Fourier series of fL (x)
becomes
Z L ∞ Z L Z L
1 1X
fL (x) = fL (v)dv + [cos wn x fL (v) cos wn vdv + sin wn x fL (v) sin wn vdv]
2L −L L −L −L
n=1
(2.1.1)
(n+1)π nπ 1 4w
Setting 4w = wn+1 − wn = L − L . Thus, we have; L = π and we may write the Fourier
series (2.1.1) in the form
Z L ∞ Z L Z L
1 1X
fL (x) = fL (v)dv + [(cos wn x)4w fL (v) cos wn vdv + (sin wn x)4w fL (v) sin wn vdv]
2L −L π −L −L
n=1
(2.1.2)

This representation is valid for any fixed L, arbitrarily large, but finite. Thus, we now let L → ∞ and
assume that the nonperiodic function

f (x) = lim fL (x)


L→∞

is absolutely integrable on the x−axis, that is, the following (finite) limits exist.
Z 0 Z b Z ∞
lim |f (x)|dx + lim |f (x)|dx (written |f (x)|dx) (2.1.3)
a→−∞ a b→∞ 0 −∞

24
Section 2.1. Derivation of Fourier Integrals Page 25

Then as L1 → 0, the value of the first term on the right side of (2.1.2) approaches zero. also 4w =
π
L → 0 and it seems plausible that the infinite series in (2.1.2) becomes an integral from 0 to ∞,
which represents f (x) namely
1 ∞
Z Z ∞ Z ∞
f (x) = [cos wx f (v) cos wvdv + sin wx f (v) sin wvdv]dw (2.1.4)
π 0 −∞ −∞

Z ∞ Z ∞
1 1
Let A(w) = f (v) cos wvdv and B(w) = f (v) sin wvdv (2.1.5)
π −∞ π −∞

then we can write (2.1.4) in the form


Z ∞
f (x) = [A(w) cos wx + B(w) sin wx]dw (2.1.6)
0

Remark:
• The equation (2.1.6) is called a representation of f (x) by a Fourier Integral or the Fourier
Integral Representation of the function f (x).
Theorem 1: (Fourier Integral)
If f (x) is piecewise continuous in every finite interval and has a right-hand derivative and a left-hand
derivative at every point and if the integral (2.1.3) exists, then f (x) can be represented by a Fourier
integral (2.1.6). At a point where f (x) is discontinuous the value of the Fourier integral equals the
average of the left-and right-hand limits of f (x) at that point.
Example:
Find the Fourier integral representation of the function
(
1 if |x| < 1,
f (x) =
0 if |x| > 1.

Solution:
The Fourier Integral representation of the function f (x) is given by
Z ∞
f (x) = [A(w) cos wx + B(w) sin wx]dw
0

where,
Z ∞ Z ∞
1 1
A(w) = f (x) cos wxdx and B(w) = f (x) sin wxdx
π −∞ π −∞

Thus, we have

1 1
Z
A(w) = cos wxdx
π −1
sin wx 1
= |
wπ −1
2 sin w
Therefore, A(w) =

Section 2.1. Derivation of Fourier Integrals Page 26

And
Z 1
1
B(w) = sin wxdx
π −1
cos wx 1
=−
|
wπ −1
1
=− [cos w − cos w]

Therefore, B(w) = 0.

And the equation


Z ∞
f (x) = [A(w) cos wx + B(w) sin wx]dw
0

gives
Z ∞
2 sin w
f (x) = [ cos wx + (0) sin wx]dw,

Z0 ∞
2 sin w
= cos wxdw.
0 wπ

Z ∞
2 sin w cos wx
Therefore, f (x) = dw. (2.1.7)
π 0 w
Remarks:
1. From the equation (2.1.7), that is;
Z ∞
2 sin w cos wx
f (x) = dw.
π 0 w
(1+0)
The average of the left-and right-hand limits of f (x) at x = 1 is 2 = 12 .
π
2. Furthermore, from (2.1.7) and Theorem 1, we obtain (multiply by 2)

π
Z ∞
if 0 ≤ x < 1,
2

sin w cos wx
dw = π4 if x = 1, (2.1.8)
0 w 
0 if x > 1.

3. The integral (2.1.8) is called Dirichlet’s Discontinuous Factor.


4. The case x = 0 is of particular interest. That is, if x = 0, then (2.1.8) gives
Z ∞
sin w π
dw = (2.1.9)
0 w 2

5. The integral (2.1.9) is the limit of the so-called sine integral.


Z u
sin w
Si (u) = dw, as u → ∞. (2.1.10)
0 w
Section 2.2. Cosine and Sine Fourier Integrals Page 27

6. In the case of a Fourier series, the graphs of the partial sums are approximation curves of the
curve of the periodic function represented by the series.
7. In the case of the Fourier integral (2.1.6), approximations are obtained by replacing ∞ by numbers
a. Hence, the integral

2 a sin w cos wx
Z
dw,
π 0 w

approximates the right side in (2.1.7) and therefore f (x).

2.2 Cosine and Sine Fourier Integrals

Remarks:
1. Just as Fourier series simplify if a function is even or odd, so do Fourier integrals, and you can
save work.
2. Indeed, if f has a Fourier integral representation and is even, then B(w) = 0 in (2.1.5). Then,
equation (2.1.6) reduces to a Forier Cosine Integral given by
Z ∞
2 ∞
Z
f (x) = A(w) cos wxdw, where, A(w) = f (x) cos wxdx. (2.2.1)
0 π 0

3. Similarly, if f has a Fourier integral representation and is odd, then A(w) = 0 in (2.1.5). Then,
equation (2.1.6) reduces to a Forier Sine Integral given by
Z ∞
2 ∞
Z
f (x) = B(w) sin wxdw, where, B(w) = f (x) sin wxdx. (2.2.2)
0 π 0

4. The change in A(w) for even f the integrand is even, hence the integral from −∞ to ∞ equals
twice the integral from 0 to ∞.
5. The change of B(w) to an integral from 0 to ∞ because, B(w) is even (odd times odd is even).
Examples:
Section 2.3. Derivation of Fourier Transforms Page 28

2.3 Derivation of Fourier Transforms

Fourier Transform is obtained from the Complex form of the Fourier integral. Now, let us first write
the Real Fourier integral in Complex form.
Consider the real Fourier integral
Z ∞
f (x) = [A(w) cos wx + B(w) sin wx]dw, (2.3.1)
0

where,
Z ∞ Z ∞
1 1
A(w) = f (v) cos wvdv and B(w) = f (v) sin wvdv (2.3.2)
π −∞ π −∞

Substituting for A(w) and B(w) into the integral for f (x) in (2.3.1), we have;
1 ∞ ∞
Z Z
f (x) = f (v)[cos wv cos wx + sin wv sin wx]dvdw
π 0 −∞

But, from cos(X − Y ) = cos X cos X + sin X sin Y , where, X = wv and Y = wx, then we have;
cos wv cos wx + sin wv sin wx = cos(wv − wx) = cos(wx − wv)
We thus obtain,
Z ∞ Z ∞
1
f (x) = [ f (v) cos(wx − wv)dv]dw
π 0 −∞

Since, cos(wx − wv) is an even function of w, then the integral in brackets is an even function of w,
call it H(w). The function f does not depend on w, then we integrate with respect to v (not w), hence
the integral of F (w) from w = 0 to ∞ is 12 times the integral of F (w) from −∞ to ∞. Thus, we have;
Z ∞ Z ∞
1
f (x) = [ f (v) cos(wx − wv)dv]dw (2.3.3)
2π −∞ −∞
We claim that the integral of the form (2.3.3) with sin instead of cos is zero. That is;
Z ∞ Z ∞
1
[ f (v) sin(wx − wv)dv]dw = 0. (2.3.4)
2π −∞ −∞
This is true since, sin(wx − wv) is odd function of w, which makes the integral in brackets an odd
function of w, call it G(w). Hence, the integral G(w) from −∞ to ∞ is zero as claimed.

Now, take the integral of (2.3.3) plus i = −1 times the integral of (2.3.4) and use the formula
eix = cos x + i sin x (2.3.5)
Taking (wx − wv) instead of x in (2.3.5) and multiply by f (v) gives
f (v) cos(wx − wv) + if (v) sin(wx − wv) = f (v)ei(wx−wv)
Hence, the result of adding (2.3.3) plus i times (2.3.4), called the Complex Fourier Integral is
Z ∞Z ∞
1
f (x) = f (v)ei(wx−wv) dvdw. (2.3.6)
2π −∞ −∞
Remarks:
Section 2.3. Derivation of Fourier Transforms Page 29

1. The equation (2.3.6) is called the Complex Fourier Integral of f (x).


2. Now, to obtain the desired Fourier transform , we will take only a very short step from (2.3.6).
Fourier Transform and Its Inverse
Consider the Complex Fourier integral given in (2.3.6), that is
Z ∞Z ∞
1
f (x) = f (v)ei(wx−wv) dvdw. (2.3.7)
2π −∞ −∞
Now, writing the exponential function in (2.3.7) as a product of exponential functions, we have;
Z ∞ Z ∞
1 1
f (x) = √ [√ f (v)e−iwv dv]eiwx dw (2.3.8)
2π −∞ 2π −∞
The expression in brackets is a function of w, is denoted by F (w), and is called the Fourier Transform
of f (x). Writing v = x, we have
Z ∞
1
F (w) = √ f (x)e−iwx dx (2.3.9)
2π −∞
With this, (2.3.8) becomes
Z ∞
1
f (x) = √ F (w)eiwx dw (2.3.10)
2π −∞
Remarks:
1. Equation (2.3.9) is called the Fourier Transform of f (x).
2. Equation (2.3.10) is called the Inverse Fourier Transform of F (w).
3. Another notations for Fourier Transforms are
F (w) = F{f (x)} so that f (x) = F−1 {F (w)}

4. The process of obtaining the Fourier transform F{f (x)} = F (w) from a given f (x) is called the
Fourier Transform or the Fourier Transform method.
THEOREM 1: (Existence of the Fourier Transform)
If f (x) is absolutely integrable on the x− axis and piecewise continuous on every finite interval, then
the Fourier Transform F (w) of f (x) given by (2.3.9) exists.
THEOREM 2: (Linearity of the Fourier Transform)
The Fourier transform is a linear operation; that is, for any functions f (x) and g(x) whose Fourier
transforms exist and any constants a and b, the Fourier transform of af (x) + bg(x) exists, and
F{af (x) + bg(x)} = aF{f (x)} + bF{g(x)}
Proof: This is true because, integration is a linear operation. Thus, we have;
Z ∞
1
F{af (x) + bg(x)} = √ [af (x) + bg(x)]e−iwx dx
2π −∞
Z ∞ Z ∞
1 −iwx 1
= a√ f (x)e dx + b √ g(x)e−iwx dx
2π −∞ 2π −∞
= aF{f (x)} + bF{g(x)}
Therefore, F{af (x) + bg(x)} = aF{f (x)} + bF{g(x)}.
Section 2.3. Derivation of Fourier Transforms Page 30

THEOREM 3: (Fourier Transform of the derivative of f (x))


Let f (x) be continuous on the x− axis and f (x) → 0 as |x| → ∞. Furthermore, let f 0 (x) be absolutely
integrable on the x− axis. Then,
F{f 0 (x)} = iwF{f (x)}. (2.3.11)
Proof: From the definition of Fourier transform we have;
Z ∞
0 1
F{f (x)} = √ f 0 (x)e−iwx dx
2π −∞
Integrating by parts, we get
Z ∞
1
F{f (x)} = √ [f (x)e−iwx |∞
0
−∞ − (−iw) f (x)e−iwx dx]
2π −∞
Since, f (x) → 0 as |x| → ∞, then the desired result follows, namely
F{f 0 (x)} = 0 + iwF{f (x)}.
Two successive applications of (2.3.11) give;
F{f 00 (x)} = iwF{f 0 (x)} = iw(iwF{f (x)})
= (iw)2 F{f (x)}
Therefore, F{f 00 (x)} = −w2 F{f (x)}.
Examples:
1. Find the Fourier transform of
f (x) = 1 if |x| < 1 and f (x) = 0 otherwise.
Solution: Using the formula
Z ∞
1
F (w) = F{f (x)} = √ f (x)e−iwx dx
2π −∞
we have
Z 1
1
F (w) = √ e−iwx dx
2π −1
1 e−iwx 1
= √ |−1
2π −iw
−1
= √ [e−iw − eiw ]
iw 2π
1
= √ [eiw − e−iw ]
iw 2π
Since, eiw = cos w + i sin w and e−iw = cos w − i sin w, then we have eiw − e−iw = 2i sin w.
Thus,
1 1
F (w) = √ [eiw − e−iw ] = √ [2i sin w]
iw 2π iw 2π
2 sin w
=√
2π w
r
2 sin w
Therefore, F (w) =
π w
Section 2.4. Cosine and Sine Fourier Transforms Page 31

2. Find the Fourier transform F{e−ax } of f (x) = e−ax if x > 0 and f (x) = 0 if x < 0; where a > 0.
Solution: From the definition that
Z ∞
1
F (w) = F{f (x)} = F{e−ax } = √ f (x)e−iwx dx
2π −∞

we have
Z ∞
−ax 1
F{e }= √ e−ax .e−iwx dx
2π 0
Z p
1
= √ lim [ e−ax .e−iwx dx]
2π p→∞ 0
1 e−(a+iw)x p
= √ lim [ |0 ]
2π p→∞ −(a + iw)
1 −1
= √ lim [ (e−(a+iw)p − e0 )]
2π p→∞ (a + iw)
1 −1
= √ [ (0 − 1)]
2π (a + iw)
1
= √
2π(a + iw)
1 (a − iw)
Therefore, F{e−ax } = √
2π(a + iw) (a − iw)
a − iw
= √ .
2π(a2 + w2 )

2.4 Cosine and Sine Fourier Transforms

Fourier Cosine Transform:


The Fourier cosine transform concerns Even functions f (x). We obtain it from the Fourier cosine
integral. That is
Z ∞
2 ∞
Z
f (x) = A(w) cos wxdw, where, A(w) = f (v) cos wvdv
0 π 0
q
Now, we set A(w) = π2 Fc (w), where c suggests ”cosine”, then writing v = x in the formula for A(w),
we have;
r Z ∞
2
Fc (w) = f (x) cos wxdx and (2.4.1)
π 0
r Z ∞
2
f (x) = Fc (w) cos wxdw (2.4.2)
π 0

Remarks:
1. Formula (2.4.1) gives from f (x) a new function Fc (w), called the Fourier Cosine Transform of
f (x).
Section 2.4. Cosine and Sine Fourier Transforms Page 32

2. Formula (2.4.2) gives us back f (x) from Fc (w), and we therefore call f (x) the Inverse Fourier
Cosine Transform of Fc (w).
3. The process of obtaining the transformation Fc (w) from a given f (x) is called the Fourier Cosine
Transform or the Fourier Cosine Transform Method.
Fourier Sine Transform:
q
Similarly, we set B(w) = π2 Fs (w), where s suggests ”sine”, then writing v = x, we have, the Fourier
sine Transform of f (x) given by
r Z ∞
2
Fs (w) = f (x) sin wxdx (2.4.3)
π 0

And the inverse Fourier sine transform of Fs (w), is given by


r Z ∞
2
f (x) = Fs sin wxdx (2.4.4)
π 0

Remarks:
1. The process of obtaining Fs (w) from f (x) is called the Fourier Sine Transform or the Fourier
Sine Transform method.
2. Other notations are Fc {f (x)} = Fc and Fs {f (x)} = Fs (w).
3. While F−1 −1
c and Fs are the inverses of Fc and Fs , respectively.

Examples:
1. Find the Fourier cosine and Fourier sine transform of the function
(
k if 0 < x < a,
f (x) =
0 if x > a.

Solution: From the definitions


r Z ∞
2
Fc (w) = f (x) cos wxdx and
π 0
r Z ∞
2
Fs (w) = f (x) sin wxdx
π 0
Section 2.4. Cosine and Sine Fourier Transforms Page 33

We have,
r Z a
2
Fc (w) = k cos wxdx
π 0
r Z
2 a
=k cos wxdx
π
r 0
k 2
= [sin wx]a0
w π
r
2 sin wa
Therefore, Fc (w) = k ( ).
π w
r Z a
2
And Fs (w) = f (x) sin wxdx
π 0
r Z a
2
=k sin wxdx
π 0
r
k 2
= [− cos wx]|a0
w π
r
k 2
= [− cos wa − − cos 0]
w π
r
k 2
= [1 − cos wa]
w π
r
2 1 − cos wa
Therefore, Fs (w) = k ( ).
π w

2. Find Fc {e−x }.
Solution: From the definition
r Z ∞
2
Fc {f (x)} = f (x) cos wxdx,
π 0
We have,
r Z ∞
−x 2
Fc {e }= e−x cos wxdx
π 0
r Z p
2
= lim [ e−x cos wxdx].
π p→∞ 0
Integrating by parts, we have;
e−x
Z p
1 p −x
Z
e−x cos wxdx = sin wx|p0 + e sin wxdx.
0 w w 0

p
e−x p
Z Z
1
Where, e −x
sin wxdx = − cos wx|p0 − e−x cos wxdx.
0 w w 0

Thus,
p
e−x e−x p
Z Z
1 1
e−x cos wxdx = sin wx|p0 + (− cos wx|p0 − e−x cos wxdx)
0 w w w w 0
Section 2.4. Cosine and Sine Fourier Transforms Page 34

Rp
Let, 0 e−x cos wxd = In , therefore, we have

e−x 1 e−x 1
In = [ sin wx + (− cos wx − In )]p0
w w w w
e−x e−x 1
=[ sin wx − 2 cos wx − 2 In ]p0
w w w
1 e−x e−x
In + 2 In = [ sin wx − 2 cos wx]p0
w w w
1 e−x e−x
(1 + 2 )In = [ sin wx − 2 cos wx)]p0
w w w
1 −x sin wx cos wx p
In = 1 [e ( w − )]0
(1 + w2 ) w2
w2 e−x
=[ ( (w sin wx − cos wx))]|p0
(1 + w2 ) w2
1
= [e−x (w sin wx − cos wx)]p0
(1 + w2 )
r
2 1
−x
Thus, Fc {e } = lim [[e−x (w sin wx − cos wx)]p0 ]
π (1 + w2 ) p→∞
r
2 1
= ( ) lim [e−p (w sin wp − cos wp) − (−e0 )]
π 1 + w2 p→∞
r
2 1
= ( )[0 − −1]
π 1 + w2
r
2 1
= ( )(1)
π 1 + w2
r
2 1
Therefore, Fc {e−x } = ( ).
π 1 + w2
Section 2.5. Laplace Transforms and its Applications Page 35

2.5 Laplace Transforms and its Applications

Laplace Transforms
Laplace transforms help in solving the differential equations with boundary values without finding the
general solution and the values of the arbitrary constants.
Definition 1: (Laplace Transform)
Let f (x) be function defined for all positve values of t, then
Z ∞
F (s) = e−st f (t)dt
0

provided the integral exists, is called the Laplace Transform of f (x). It is denoted as
Z ∞
L{f (t)} = F (s) = e−st f (t)dt
0

Important Formulas:
1. L{1} = 1s .
n!
2. L{tn } = sn+1
.
1
3. L{ebt } = s−b .
s
4. L{cosh bt} = s2 −b2
.
b
5. L{sinh bt} = s2 −b2
.
b
6. L{sin bt} = s2 +b2
.
s
7. L{cos bt} = s2 +b2
.
Proofs:
1. L{1} = 1s .
From the defintion 1, we have

e−st ∞
Z
1 1 1 1
L{1} = 1 · e−st dt = [ ]0 = − [ st ]∞
0 = − [0 − 1] =
0 −s s e s s
1
Therefore, L{1} = .
s

n!
2. L{tn } = sn+1
.
From the defintion 1, we have
Z ∞
n
L{t } = e−st tn dt
0
x
Putting st = x or t = s⇒ dt = 1s dx.
Z ∞ Z ∞
x 1 1
⇒ L{tn } = e−x ( )n dx = n+1 e−x · xn dx
0 s s s 0
Section 2.5. Laplace Transforms and its Applications Page 36

R∞
But, 0 e−x · xn dx = Γ(n + 1) and Γ(n + 1) = n!. Thus, we have;
Z ∞
1 1
L{tn } = n+1 e−x · xn dx = n+1 Γ(n + 1)
s 0 s
n n!
Therefore, L{t } = n+1 .
s

1
3. L{ebt } = s−b .

From the defintion 1, we have


Z ∞ Z ∞ Z ∞
−st −st+bt
bt
L{e } = e bt
· e dt = e dt = e−(s−b)t dt
0 0 0
Z p
1 1
= lim [ e−(s−b)t dt] = − lim [e−(s−b)t ]p0 = − lim [e−(s−b)p − e0 ]
p→∞ 0 s − b p→∞ s − b p→∞
1 1
=− [0 − 1] =
s−b s−b
1
Therefore, L{ebt } = .
s−b

s
4. L{cosh bt} = s2 −b2
.

ebt + e−bt
L{cosh bt} = L{ }
2
1 1 1 1 1
= L{ebt } + L{e−bt } = [ + ]
2 2 2 s−b s+b
1 s+b+s−b 2s s
= [ 2 2
]= 2 2
= 2
2 s −b 2(s − b ) s − b2
s
Therefore, L{cosh bt} = 2 .
s − b2

b
5. L{sinh bt} = s2 −b2
.

ebt − e−bt
L{sinh bt} = L{ }
2
1 1 1 1 1
= L{ebt } − L{e−bt } = [ − ]
2 2 2 s−b s+b
1 s+b−s+b 2b b
= [ 2 2
]= 2 2
= 2
2 s −b 2(s − b ) s − b2
b
Therefore, L{sinh bt} = 2 .
s − b2
Section 2.5. Laplace Transforms and its Applications Page 37

b
6. L{sin bt} = s2 +b2
.

eibt − e−ibt 1
L{sin bt} = L{ } = [L{eibt − e−ibt }]
2i 2i
1 ibt −ibt 1 1 1
= [L{e } − L{e }] = [ − ]
2i 2i s − ib s + ib
1 s + ib − s + ib 2ib b
= [ 2 2
]= 2 2
= 2
2i s +b 2i(s + b ) s + b2
b
Therefore, L{sin bt} = 2 .
s + b2

s
7. L{cos bt} = s2 +b2
.

eibt + e−ibt 1
L{cos bt} = L{ } = [L{eibt + e−ibt }]
2 2
1 ibt −ibt 1 1 1
= [L{e } + L{e }] = [ + ]
2 2 s − ib s + ib
1 s + ib + s − ib 2s s
= [ 2 2
]= 2 2
= 2
2 s +b 2(s + b ) s + b2
s
Therefore, L{cos bt} = 2 .
s + b2

Properties of Laplace Transforms


1. Linearity of Laplace Transform:

L[af1 (t) + bf2 (t)] = aL[f1 (t)] + bL[f2 (t)]

Proof:
Z ∞
L[af1 (t) + bf2 (t)] = e−st [af1 (t) + bf2 (t)]dt
0
Z ∞ Z ∞
−st
=a e f1 (t)dt + b e−st f2 (t)dt
0 0
Therefore, L[af1 (t) + bf2 (t)] = aL[f1 (t)] + bL[f2 (t)]

2. First Shifting Theorem:

If L[f (t)] = F (s) then L[eat f (t)] = F (s − a)

Proof:
Z ∞
at
L[e f (t)] = e−st · eat f (t)dt
Z0 ∞
= e−(s−a)t f (t)dt
0
Z ∞
= e−rt f (t)dt (where, r = s − a)
0
Therefore, L[eat f (t)] = F (r) = F (s − a).
Section 2.5. Laplace Transforms and its Applications Page 38

Remark:
• With the help of the property number 2 above, we have the following important results:
n! n!
(a) L[eat tn ] = (s−a)n+1
, (L[tn ] = sn+1
).
s−a
(b) L[eat cosh bt] = (s−a)2 −b2
.
b
(c) L[eat sinh bt] = (s−a)2 −b2
.
b
(d) L[eat sin bt] = (s−a)2 +b2
.
s−a
(e) L[eat cos bt] = (s−a)2 +b2
.
Examples:
1. Find the Laplace transform of f (t) defined as
(
t
when 0 < t < k,
f (t) = k
1 when t > k.

Solution:
Z k Z ∞
t −st
L[f (t)] = e dt + 1 · e−st dt
0 k k
1 te−st k
Z k −st
e e−st ∞
= [− |0 − dt] + [ ]
k s 0 −s −s k
1 ke−ks e−st k e−ks
= [ − 2 |0 ] +
k −s s s
1 ke−ks e−sk 1 e−ks
= [ − 2 + 2] +
k −s s s s
e −sk 1e −ks 1 1 e−sk
=− − + +
s k s2 k s2 s
1
Therefore, L[f (t)] = 2 [−e−ks + 1].
ks

2. Find the Laplace transform of cos2 t.


Solution:
1
cos2 t = (cos 2t + 1)
2
1
L[cos2 t] = L[ (cos 2t + 1)]
2
1
= (L[cos 2t] + L[1])
2
1 s 1
= ( 2 2
+ )
2 s + (2) s
1 s 1
Therefore, L[cos2 t] = ( 2 + )
2 s +4 s
Section 2.5. Laplace Transforms and its Applications Page 39

3. Find the Laplace transform of t2 cos at.


Solution:
eiat + e−iat
L[t2 cos at] = L[t2 ( )]
2
1
= (L[t2 eiat ] + L[t2 e−iat ])
2
n!
But, L[eat tn ] =
(s − a)n+1
2! 2!
⇒ L[t2 eiat ] = 3
and L[t2 e−iat ] =
(s − ia) (s + ia)3
1 2! 2!
L[t2 cos at] = ( + )
2 (s − ia)3 (s + ia)3
(s + ia)3 + (s − ia)3
=
(s − ia)3 (s + ia)3
(s3 + 3ias2 − 3a2 s − ia3 ) + (s3 − 3ias2 − 3a2 s + ia3 )
=
(s2 + a2 )3
2s3 − 6a2 s
= 2
(s + a2 )3
2s(s2 − 3a2 )
Therefore, L[t2 cos at] = .
(s2 + a2 )3

1
4. Find the Laplace transform of t− 2 .
Solution:
Γ(n + 1)
We know that L[tn ] =
sn+1
1
Put n = − , we have
2
1
1 Γ(− 2 + 1)
L[t− 2 ] =
− 12 +1
s
Γ( 1 )
= 12
s2
1 √ 1 √
But, Γ( ) = π and s 2 = s
2
√ r
− 21 π π
Therefore, L[t ] = √ = .
s s

Laplace Transform of the Derivative of f (t)

L[f 0 (t)] = sL[f (t)] − f (0), where L[f (t)] = F (s).


Section 2.5. Laplace Transforms and its Applications Page 40

Proof:
Z ∞
L[f 0 (t)] = e−st f 0 (t)dt
0
Integrating by parts, we get
Z ∞
0 −st
L[f (t)] = [e · f (t)]∞
0 − (−se−st )f (t)dt
0
Z ∞
−st
= −f (0) + s e f (t)dt
0
= −f (0) + sL[f (t)]
0
Therefore, L[f (t)] = sL[f (t)] − f (0).

Laplace Transform of the Derivative of Order n


L[f n (t)] = sn L[f (t)] − sn−1 f (0) − sn−2 f 0 (0) − sn−3 f 00 (0) − · · · − f n−1 (0).
Proof:
L[f 0 (t)] = sL[f (t)] − f (0) (2.5.1)
Replacing f (t) by f 0 (t) and f 0 (t) by f 00 in (2.5.1), we get
L[f 00 (t)] = sL[f 0 (t)] − f 0 (0) (2.5.2)
Putting the value of L[f 0 (t)] from (2.5.1) in (2.5.2), we have
L[f 00 (t)] = s(sL[f (t)] − f (0)) − f 0 (0)
= s2 L[f (t)] − sf (0) − f 0 (0)
Similarly,
L[f 000 (t)] = s3 L[f (t)] − s2 f (0) − sf 0 (0) − f 00 (0)
L[f iv (t)] = s4 L[f (t)] − s3 f (0) − s2 f 0 (0) − sf 00 (0) − f 000 (0)
·
·
·
L[f n (t)] = sn L[f (t)] − sn−1 f (0) − sn−2 f 0 (0) − sn−3 f 00 (0) − · · · − f n−1 (0).

Laplace Transform of Integral of f (t)

Z t
1
L[ f (t)dt] = F (s), where, L[f (t)] = F (s).
0 s
Rt
Proof: Let, Φ(t) = 0 f (t)dt and Φ(0) = 0, then Φ0 (t) = f (t).
We know the Laplace transform of Φ0 (t), that is;
L[Φ0 (t)] = sL[Φ(t)] − Φ(0)
= sL[Φ(t)] (Φ(0) = 0)
1
⇒ L[Φ(t)] = L[Φ0 (t)].
s
Section 2.5. Laplace Transforms and its Applications Page 41

Putting the values of Φ(t) and Φ0 (t), we get;


Z t
1
L[ f (t)dt] = L[f (t)]
0 s
Z t
1
Or L[ f (t)dt] = F (s).
0 s
Laplace Transform of t · f (t) (Multiplication by t)
n
d
If L[f (t)] = F (s), then L[tn f (t)] = (−1)n ds n [F (s)]

Proof:
Z ∞
L[f (t)] = F (s) = e−st f (t)dt (2.5.3)
0
Differentiating (2.5.3) with respect to s, we get;
Z ∞
d d
[F (s)] = [ e−st f (t)dt]
ds ds 0
Z ∞
∂ −st
= (e )f (t)dt
0 ∂s
Z ∞
= (−te−st ) · f (t)dt
0
Z ∞
= e−st (−t · f (t))dt
0
= L[−t · f (t)]
= −L[t · f (t)]
= (−1)1 L[t · f (t)]
d
Therefore, L[t · f (t)] = (−1)1 [F (s)]
ds
d2
Similarly, L[t2 f (t)] = (−1)2 2 [F (s)]
ds
d3
L[t3 f (t)] = (−1)3 3 [F (s)]
ds
·
·
·
dn
L[tn f (t)] = (−1)n [F (s)].
dsn
Examples:
1. Find the Laplace transform of t sinh at.
Solution:
a
L[sinh at] = , Thus,
s2
− a2
d a
L[t sinh at] = (−1)1 ( 2 )
ds s − a2
2as
= 2 .
(s − a2 )2
Section 2.5. Laplace Transforms and its Applications Page 42

2. Find the Laplace transform of t2 cos2 at.


Solution:
s
L[cos at] =
s2
+ a2
d2 s
⇒ L[t2 cos at] = (−1)2 2 ( 2 )
ds s + a2
d (s2 + a2 )(1) − s(2s)
= ( )
ds (s2 + a2 )2
d a2 − s2
= ( 2 )
ds (s + a2 )2
(s2 + a2 )2 (−2s) − (a2 − s2 )2(s2 + a2 )(2s)
=
(s2 + a2 )4
−2s3 − 2a2 s − 4a2 s + 4s3
=
(s2 + a2 )3
2s3 − 6a2 s
= 2
(s + a2 )3
2s(s2 − 3a3 )
Therefore, L[t2 cos at] = .
(s2 + a2 )3

3. Obtain the Laplace transform of t2 et sin 4t.


Section 2.5. Laplace Transforms and its Applications Page 43

Solution:
4 4
L[sin 4t] = and L[et sin 4t] =
s2 + 16 (s − 1)2 + 16
d 4
⇒ L[tet sin 4t] = (−1)1 ( )
ds (s − 1)2 + 16
d 4
⇒ L[tet sin 4t] = (−1)1 ( 2 )
ds s − 2s + 17
(s2 − 2s + 17)(0) − 4(2s − 2)
= (−1)1
(s2 − 2s + 17)2
4(2s − 2)
Therefore, L[tet sin 4t] = 2
(s − 2s + 17)2
d 4(2s − 2)
⇒ L[t2 et sin 4t] = (−1)1 ( 2 )
ds (s − 2s + 17)2
d 2s − 2
= −4 ( 2 )
ds (s − 2s + 17)2
(s2 − 2s + 17)2 (2) − (2s − 2)(2)(s2 − 2s + 17)(2s − 2)
= −4[ ]
(s2 − 2s + 17)4
2s2 − 4s + 34 − 2(4s2 − 8s + 4)
= −4[ ]
(s2 − 2s + 17)3
2s2 + 34 − 4s − 8s2 + 16s − 8
= −4[ ]
(s2 − 2s + 17)3
−6s2 + 12s + 26
= −4[ 2 ]
(s − 2s + 17)3
−4(−2)[3s2 − 6s − 13]
=
(s2 − 2s + 17)3
8[3s2 − 6s − 13]
Therefore, L[t2 et sin 4t] = 2
(s − 2s + 17)3

Laplace Transform of 1t f (t) (Division by t)


R∞
If L[f (t)] = F (s), then L[ 1t f (t)] = s F (s)ds
Proof:
Z ∞
L[f (t)] = F (s) or F (s) = e−st f (t)dt (2.5.4)
0
Section 2.5. Laplace Transforms and its Applications Page 44

Integrating (2.5.4) with respect to s, we have;


Z ∞ Z ∞Z ∞
F (s)ds = [ e−st f (t)dt]ds
s
Zs ∞ Z0 ∞
= [ e−st f (t)ds]dt
Z0 ∞ s−st
e f (t) ∞
= [ ]|s dt
0 −t
Z ∞
f (t)
= − [0 − e−st ]dt
t
Z0 ∞
1
= e−st [ f (t)]dt
0 t
1
= L[ f (t)]
Z ∞t
1
Therefore, L[ f (t)] = F (s)ds.
t s

Examples:
sin 2t
1. Find the Laplace transform of t .

Solution:
2
L[sin 2t] =
s2+4
Z ∞
sin 2t 2
L[ ]= ds
t s +4 s2
1 s
= 2 · [arctan( )]∞
2 2 s
s
= [arctan(∞) − arctan( )]
2
π s
= − arctan( )
2 2
sin 2t π s
Therefore, L[ ] = − arctan( ).
t 2 2
Rt sin t
2. Find the Laplace transform of f (t) = 0 t dt
Section 2.5. Laplace Transforms and its Applications Page 45

Solution:
1
L[sin t] =
s2+1
Z ∞
sin t 1
L[ ]= 2
ds
t s s +1
= [arctan(s)]∞
s
= arctan(∞) − arctan(s)
π
= − arctan(s)
2
sin t π
Therefore, L[ ] = − arctan(s)
t 2
Z t
1
From the formula, L[ f (t)dt] = F (s), we have;
0 s
Z t
sin t 1 π
L[ dt] = [ − arctan(s)].
0 t s 2

1−cos t
3. Find the Laplace transform of t2
.
Section 2.5. Laplace Transforms and its Applications Page 46

Solution:
1 s
L[1 − cos t] = L[1] − L[cos t] = − 2
Z ∞ s s +1
1 − cos t 1 s
L[ ]= ( − 2 )ds
t s s s +1
1
= [ln s − ln(s2 + 1)]∞ s
2
1 1
= [ ln s2 − ln(s2 + 1)]∞ s
2 2
1
= [ln s2 − ln(s2 + 1)]∞ s
2
1 s 2
= [ln( 2 )]∞
2 s +1 s
1 s2
= [ln( 2 )]∞
s
2 s (1 + s12 )
1 1
= [ln( )]∞
s
2 (1 + s12 )
1 1
= [0 − ln( )]
2 (1 + s12 )
1 s2
= − [ln( 2 )]
2 s +1
Z ∞
1 − cos t 1 s2
Again L[ ] = (− [ln( )])ds
t2 s 2 s2 + 1
1 ∞ s2
Z
=− [ln( 2 )]ds
2 s s +1
1 ∞ s2
Z
=− [ln( 2 )] · 1ds
2 s s +1
Section 2.5. Laplace Transforms and its Applications Page 47

Integrating by parts, we have;

1 − cos t s2 s2 + 1 (s2 + 1)(2s) − s2 (2s)


Z
1
L[ ] = − [ln( ) · s − s · ( )ds]∞
s
t2 2 s2 + 1 s2 (s2 + 1)2
s2 s2 (s2 + 1)(2(s2 + 1) − 2s2 )
Z
1
= − [s ln( 2 )− ( )ds]∞
s
2 s +1 s2 (s2 + 1)2
s2 2(s2 + 1) − 2s2 ∞
Z
1
= − [s ln( 2 )− ds]s
2 s +1 s2 + 1
s2 2s2 + 2 − 2s2 ∞
Z
1
= − [s ln( 2 )− ds]s
2 s +1 s2 + 1
s2
Z
1 1
= − [s ln( 2 )−2 ds]∞
2 s +1 s2 + 1 s
1 s2
= − [s ln( 2 ) − 2 arctan(s)]∞ s
2 s +1
1 π s2
= − [0 − 2( ) − s ln( 2 ) + 2 arctan(s)]
2 2 s +1
1 s2
= − [−π − s ln( 2 ) + 2 arctan(s)]
2 s +1
π s s2
= + ln( 2 ) − arctan(s)
2 2 s +1
π s s2
= ( − arctan(s)) + ln( 2 )
2 2 s +1
1 − cos t π s s2
Therefore, L[ ] = ( − arctan(s)) + ln( ).
t2 2 2 s2 + 1

4. Evaluate L[e−4t sint 3t ].


Solution:
3
L[sin 3t] =
s2+ 32
Z ∞
sin 3t 3
L[ ]=
t s s2
+9
3 s
= [ arctan( )]∞
3 3 s
π s
= − arctan( )
2 3
−4t sin 3t π (s + 4)
Therefore, L[e ] = − arctan( ).
t 2 3

Laplace Transform of Unit Step Functions


Definition: (Unit Step Function)
The unit step functions u(t − a) is defined as
(
1 when t ≥ a,
u(t − a) =
0 when t < a.
Section 2.5. Laplace Transforms and its Applications Page 48

That is,

And
e−as
L[u(t − a)] =
s
Proof:
Z ∞
L[f (t)] = e−st f (t)dt
Z0 ∞
L[u(t − a)] = e−st u(t − a)dt
0
Z ∞ Z a
−st
= e · 1dt + e−st · 0dt
a 0
e−st ∞
=[ ] +0
−s a
e−st
Therefore, L[u(t − a)] = .
s
Second Shifting Theorem:
If L[f (t)] = F (s), then L[f (t − a) · u(t − a)] = e−as F (s).
Proof:
Z ∞
L[f (t − a) · u(t − a)] = e−st [f (t − a) · u(t − a)]dt
Z0 a Z ∞
−st
= e f (t − a) · 0dt + e−st f (t − a) · 1dt
0 0
Z ∞
=0+ e−st f (t − a)dt
0
Z ∞
= e−s(x+a) f (x)dx where, x = t − a
0
Z ∞
−sa
=e e−sx · f (x)dx
0
= e−sa F (s)
Therefore, L[f (t − a) · u(t − a)] = e−sa F (s).
Theorem:
L[f (t)u(t − a)] = e−as L[f (t + a)]
Section 2.5. Laplace Transforms and its Applications Page 49

Proof:
Z ∞
L[f (t)u(t − a)] = e−st [f (t) · u(t − a)]dt
Z0 a Z ∞
−st
= e [f (t) · 0]dt + e−st · [f (t) · 1]dt
0 0
Z ∞
=0+ e−st · f (t)dt
0
Z ∞
= e−s(y+a) · f (y + a)dy (t − a = y)
0
Z ∞
−as
=e e−sy · f (y + a)dy
Z0 ∞
= e−as e−st · f (t + a)dt
0
Therefore, L[f (t)u(t − a)] = e−as L[f (t + a)].
Examples:
1. Express the following function in terms of units step functions and find its Laplace transform
(
8 when t < 2,
f (t) =
6 when t > 2.
Solution:
(
8 when t < 2,
f (t) =
6 when t > 2.
(
8 + 0 when t < 2,
=
8 − 2 when t > 2.
(
0 when t < 2,
=8+
−2 when t > 2.
(
0 when t < 2,
= 8 + (−2)
1 when t > 2.
Therefore, f (t) = 8 − 2u(t − 2).
And
L[f (t)] = L[8 − 2u(t − 2)]
= 8L[1] − L[(t − 2)]
1 e−2s
= 8( ) − 2( )
s s
8 2e−2s
Therefore, L[f (t)] = − .
s s

2. Express the following function in terms of unit step function and find its Laplace transform
(
E a < t < b,
f (t) =
0 t > b.
Section 2.5. Laplace Transforms and its Applications Page 50

Solution:
(
1 a < t < b,
f (t) = E
0 t > b.
= E[u(t − a) − u(t − b)]
e−as e−bs
Therefore, L[f (t)] = E( − ).
s s

3. Express the following function in terms of unit step function and find its Laplace transform
(
t − 1 1 < t < 2,
f (t) =
3 − t 2 < t < 3.

Solution:
(
t − 1 1 < t < 2,
f (t) =
3 − t 2 < t < 3.
= (t − 1)[u(t − 1) − u(t − 2)] + (3 − t)[u(t − 2) − u(t − 3)]
= (t − 1)u(t − 1) − (t − 1)u(t − 2) + (3 − t)u(t − 2) + (t − 3)u(t − 3)
= (t − 1)u(t − 1) + [−(t − 1) + (3 − t)]u(t − 2) + (t − 3)u(t − 3)
= (t − 1)u(t − 1) − 2(t − 2)u(t − 2) + (t − 3)u(t − 3)
e−s e−2s e−3s
Therefore, L[f (t)] = − 2 + 2 .
s2 s2 s

4. Find the Laplace transform of t2 u(t − 3). Solution:

L[t2 u(t − 3)] = e−3s L[(t + 3)2 ]


= e−3s L[t2 + 6t + 9]
2 6 9
= e−3s [ 3 + 2 + ]
s s s

5. Find the Laplace transform of e−2t uπ (t). Where,


(
0 t < π,
uπ (t) =
1 t > π.
Section 2.5. Laplace Transforms and its Applications Page 51

Solution:
(
0 t < π,
uπ (t) =
1 t > π.
= u(t − π)
−2t
⇒ L[e uπ (t)] = L[e−2t u(t − π)] (f (t) = e−2t )
= e−πs L[f (t + π)] (f (t + π) = e−2(t+π) )
= e−πs L[e−2(t+π) ]
= e−πs · e−2π L[e−2t ]
1
= e−(πs+2pi) ·
s+2
e−π(s+2)
Therefore, L[e−2t uπ (t)] = .
(s + 2)

Inverse Laplace Transforms:


Remarks:
1. Now we obtain f (t) when F (s) is given, then we say that Inverse Laplace Transform of F (s)
is f (t).
2. If L[f (t)] = F (s) then L−1 [F (s)] = f (t), where L−1 is called the Inverse Laplace Transform
Operator.
3. From the application point of view, the Inverse Laplace transform is very useful.
Important Formulas:
1. L−1 [ 1s ] = 1
2. L−1 [ s−a
1
] = eat
tn−1
3. L−1 [ s1n ] = (n−1)!

4. L−1 [ s2 −a
s
2 ] = cosh at

5. L−1 [ s2 −a
1
2] =
1
a sinh at

6. L−1 [ s2 +a
1
2] =
1
a sin at
7. L−1 [ s2 +a
s
2 ] = cos at

8. L−1 [F (s − a)] = eat f (t)


9. L−1 [ (s−a)12 +b2 ] = 1b eat sin bt

10. L−1 [ (s−a)


s−a
2 +b2 ] = e
at cos bt

11. L−1 [ (s−a)12 −b2 ] = 1b eat sinh bt

12. L−1 [ (s−a)


s−a
2 −b2 ] = e
at cosh bt

13. L−1 [ (s2 +a


s
2 )2 ] =
1
2a t sin at
Section 2.5. Laplace Transforms and its Applications Page 52

2−a 2
14. L−1 [ (ss2 +a2 )2 ] = t cos at

Examples:
Find the inverse Laplace transform of the following:
1
(a) s−2
s−1
(b) (s−1)2 +4
2s−5
(c) 9s2 −25

Solution:
(a) L−1 [ s−2
1
] = e2t
(b) L−1 (s−1)
s−1
2 +4 = L
−1 s−1
(s−1)2 +22
= et cos 2t

(c)
2s − 5 2s 5
L−1 [ 2
] = L−1 [ 2 − 2 ]
9s − 25 9s − 25 9s − 25
2s 5
= L−1 [ 2 5 2 − ]
9(s − ( 3 ) ) 9(s − ( 35 )2 )
2

5
2 5 1 −1
= cosh t − L [ 2 3 5 2]
9 3 3 s − (3)
2 5 1 5
= cosh t − sinh t
9 3 3 3

Multiplication by s:

d
L−1 [sF (s)] = f (t) + f (0)
dt
Examples:
Find the inverse Laplace transform of:
s
(i) s2 +1
s
(ii) 4s2 −25
3s
(iii) 2s+9

Solution:
(i) L−1 [ s21+1 ] = sin t = f (t) ⇒ L−1 [ s2s+1 ] = d
dt (sin t) + sin(0) = cos t.
5
(ii) L−1 [ 4s21−25 ] = 14 L−1 [ s2 −1 25 ] = 1
4 · 25 L−1 [ s2 −(2 5 )2 ] = 1
10 sinh 52 t = f (t).
4 2

⇒ L−1 [ s
4s2 −25
] = d 1
dt ( 10 sinh 5
2 t) + 1
10 sinh 5
2 (0) = 1 5 5
10 ( 2 ) cosh 2 t = 1
4 cosh 52 t
−9
(iii) L−1 2s+9
3
= 32 L−1 [ s+1 9 ] = 32 e 2
t
= f (t)
2

d 3 −9 −9 −9
⇒ L−1 [ 2s+9
3s
]= dt ( 2 e
t
2 ) + 23 e 2
(0)
= 32 ( −9
2 )e
2
t
+ 3
2
Section 2.5. Laplace Transforms and its Applications Page 53

Division by s (Multiplication by 1s )
Z t Z t
−1 1 −1
L [ F (s)] = L [F (s)]dt = f (t)dt
s 0 0

Examples:
Find the inverse Laplace transform of
1
(i) s(s+a)
1
(ii) s(s2 +1)

s2 +3
(iii) s(s2 +1)

Solutions:
(i)
1
L−1 [] = e−at = f (t)
s+a
Z t Z t
−1 1 1 −1 1
⇒ L [ ( )] = L [ ]= f (t)dt
s s+a 0 s+a 0
Z t
= e−at dt
0
e−at t
=[ ]
−a 0
e−at 1
=− +
a a
1 1
Therefore, L−1 [ ] = [1 − e−at ]
s(s + a) a

(ii)
1
L−1 [ ] = sin t = f (t)
(s2 + 1)
Z t Z t
−1 1 1 −1 1
⇒ L [ ( 2 )] = L [ 2 ]dt = sin tdt
s s +1 0 (s + 1) 0
= [− cos t]t0
1 1
Therefore, L−1 [ ( 2 )] = − cos t + 1
s s +1
Section 2.5. Laplace Transforms and its Applications Page 54

(iii)

s2 + 3 2
−1 s + 9 − 6
L−1 [ ] = L [ ]
s(s2 + 9) s(s2 + 9)
(s2 + 9) 6
= L−1 [ 2 − 2
]
s(s + 9) s(s + 9)
1 6
= L−1 [ − 2
]
s s(s + 9)
Z t
=1−2 sin 3tdt
0
Z t
6
=1− L−1 [ 2 ]dt
0 s +9
1
= 1 + 2 × [cos 3t]t0
3
2 1
= 1 + cos 3t +
3 3
2 1
= cos 3t +
3 3
2
s +3 1
Therefore, L−1 [ 2 ] = [2 cos 3t + 1].
s(s + 9) 3

First Shifting Property


If L−1 [F (s)] = f (t) then L−1 [F (s + a)] = e−at L−1 [F (s)].
Examples:
Find the inverse Laplace transform of
1
(i) (s+2)5
s
(ii) s2 +4s+13
1
(iii) 9s2 +6s+1
s−1
(iv) s2 −6s+25

Solutions:
(i)

1 t4
L−1 [ ] =
s5 4!
1 4
−2t t
⇒ L−1 [ ] = e .
(s + 2)5 4!
Section 2.5. Laplace Transforms and its Applications Page 55

(ii)
s s+2−2
L−1 [ ] = L−1 [ ]
s2 + 4s + 13 (s + 2)2 + 32
s+2 2
= L−1 [ 2 2
] − L−1 [ ]
(s + 2) + 3 (s + 2)2 + 32
s 2 3
= e−2t L−1 [ 2 2
] − e−2t L−1 [ ( 2 )]
s +3 3 s + 32
2
= e−2t cos 3t − e−2t sin 3t.
3

(iii)
1 1
L−1 [ ] = L−1 [ ]
9s2 + 6s + 1 (3s + 1)2
1 1
= L−1 [ ]
9 s + 13
1 1 1
= e− 3 t L−1 2
9 s
1 1
= e− 3 t t
9
1 1
= te− 3 t .
9

(iv)
s−1 s−1
L−1 [ ] = L−1 [ ]
s2 − 6s + 25 (s − 3)2 + 42
s−3+2
= L−1 [ ]
(s − 3)2 + 42
s−3 1 4
= L−1 [ 2 2
] + L−1 [ ]
(s − 3) + 4 2 (s − 3)2 + 42
1
= e3t cos 4t + e3t sin 4t.
2

Second Shifting Property

L−1 [e−as F (s)] = f (t − a) · u(t − a)

Examples:
1. Obtain the inverse Laplace trnsform of
e−πs
(i) s+3
e−s
(ii) (s+1)3

Solutions:
Section 2.5. Laplace Transforms and its Applications Page 56

(i)
1
L−1 [ ] = e−3t
s+3
e−πs
⇒ L−1 [ ]7 = e−3(t−π) · u(t − π).
s+3

(ii)

1 t2
L−1 [ ] =
s3 2!
1 2
−t t
⇒ L−1 [ ] = e
(s + 1)3 2!
−s 2
e −(t−1) (t − 1)
⇒ L−1 [ ] = e · · u(t − 1)
(s + 1)3 2!

s
se− 2 +πe−s
2. Find the inverse Laplace transform of s2 +π
in terms of unit step functions.
Solution:
π
L−1 [ ] = sin πt
s2
+ π2
π
⇒ L−1 [e−s 2 ] = sin π(t − 1) · u(t − 1)
s + π2
π
⇒ L−1 [e−s 2 ] = −sin(πt) · u(t − 1). (1)
s + π2
s
and L−1 [ 2 ] = cos πt
s + π2
s s 1 1
⇒ L−1 [e− 2 2 2
] = cos π(t − ) · u(t − )
s +π 2 2
s s 1
⇒ L−1 [e− 2 2 ] = sin πt · u(t − ) (2)
s + π2 2
On adding (1) and (2), we get
s
se− 2 + πe−s
−1 1
L [ 2
] = sin πt · u(t − ) − sin(πt) · u(t − 1)
s +π 2
− 2s −s
se + πe 1
⇒ L−1 [ ] = sin πt[u(t − ) − u(t − 1)].
s2 + π 2

Inverse Laplace Transforms of Derivatives


d
L−1 [ F (s)] = −tL−1 [F (s)] = −tf (t)
ds
1 d
or L−1 [F (s)] = − L−1 [ F (s)]
t ds
Examples:
1. Obtain the inverse Laplace transform of tan−1 1s .
Section 2.5. Laplace Transforms and its Applications Page 57

Solution:
1 1 d 1
L−1 [tan−1 ] = − L−1 [ tan−1 ]
s s ds s
1 −1 1 1
=− L [ 1 (− 2 )]
t (1 + s2 ) s
1 1
= L−1 [ ]
t 1 + s2
sin t
= .
t

2. Find L−1 [cot−1 (1 + s)].


Solution:
1 d
L−1 [cot−1 (1 + s)] = − L−1 [ cot−1 (1 + s)]
t ds
1 −1 −1
=− L [ ]
t 1 + (s + 1)2
1 1
= L−1 [ ]
t 1 + (s + 1)2
1
= e−t sin t.
t

Inverse Laplace Transform of Integrals


Z ∞
−1 f (t) 1
L [ F (s)ds] = = L−1 [F (s)]
s t t
Z ∞
or L−1 [F (s)] = tL−1 [ F (s)ds].
s

Examples:
Obtain L−1 [ (s22s
+1)2
]
Solution:
Z ∞
2s 2s
L−1 [ ] = tL−1 [ ]
(s + 1)2
2
s (s2 + 1)2
−1 1 ∞
= tL [− ]
s2 + 1 s
1
= tL−1 [0 + 2 ]
s +1
= t sin t.

Inverse Laplace Transform by Partial Fractions Method


Examples:
Find the inverse Laplace transforms of:
1
(i) s2 −5s+6
Section 2.5. Laplace Transforms and its Applications Page 58

s+4
(ii) s(s−1)(s2 +4)

s2
(iii) (s2 +a2 )(s2 +b)

Solutions:
(i) Let us first resolve the given function into partial fractions. That is;
1 1 1
2
= −
s − 5s + 6 s−3 s−2
1 1 1
⇒ L−1 [ 2 ] = L−1 [ − ]
s − 5s + 6 s−3 s−2
1 1
= L−1 [ ] − L−1 [ ]
s−3 s−2
= e3t − e2t .

(ii)
s+4 A B Cs + D
2
= + + 2 (∗)
s(s − 1)(s + 4) s s−1 s +4
s + 4 = A(s − 1)(s2 + 4) + Bs(s2 + 4) + (Cs + D)(s − 1)
Putting s = 0, we get A = −1. Putting s = 1, we get B = 1.
Equating the coefficients of s3 on both sides of (*), we get
0 = A + B + C ⇒ 0 = −1 + 1C ⇒ C = 0
Equating the coefficients of s on both sides of (*), we get
1 = 4A + 4B − D ⇒ 1 = −4 + 4 − D ⇒ D = −1.
On putting the values of A, B, C and D in (*), we get
s+4 1 1 1
=− + −
s(s − 1)(s2 + 4) s s − 1 s2 + 4
s+4 1 1 1
⇒ L−1 [ 2
] = L−1 [− + − 2 ]
s(s − 1)(s + 4) s s−1 s +4
1 1 1
= −L−1 [ ] + L−1 [ ] − L−1 [ 2 ]
s s−1 s +4
1
= −1 + et − sin 2t.
2
(iii)
s2 a2 1 b2 1
2 2 2
= 2 2
· 2 2
− · 2
(s + a )(s + b) a −b s +a a − b s + b2
2 2

s2 a2 1 b2 1
⇒ L−1 [ 2 2 2
] = L−1
[ 2 2
· 2 2
− · 2 ]
(s + a )(s + b) a −b s +a a − b s + b2
2 2

1 a2 b2
= 2 2
L−1 [ 2 2
− 2 ]
a −b s +a s + b2
1 1 1
= 2 2
[a2 ( sin at) − b2 ( sin bt)]
a −b a b
1
= 2 [a sin at − b sin bt].
a − b2
Section 2.5. Laplace Transforms and its Applications Page 59

Application of Laplace Transforms


(A) Evaluation of Integrals
We can evaluate number of integrals having lower limit 0 and upper limit ∞ by the help of Laplace
transform.
Examples:
R∞
1. Evaluate 0 te−3t sin tdt
Solution:
Z ∞ Z ∞
−3t
te sin tdt = te−st sin tdt (s = 3)
0 0
= L[t sin t]
d 1
=− [ 2 ]
ds s + 1
2s
= 2
(s + 1)2
2×3
= 2
(3 + 1)2
6
=
100
3
= .
50

2. Evaluate
R∞ e−t sin t
(a) 0 t dt
R∞ sin t
(b) 0 t dt

Solutions:
(a)
∞ ∞
e−t sin t
Z Z
sin t
dt = e−st dt (s = 1)
0 t 0 t
sin t
= L[ ]
Z ∞t
1
= 2+1
ds
s s
= [tan−1 (s)]∞ s
π −1
= − tan (s) (∗∗)
2
π
= − tan−1 (1)
2
π π
= −
2 4
π
= .
4
Section 2.5. Laplace Transforms and its Applications Page 60

(b) On putting s = 0 in (**), we get


∞ ∞ ∞
e−t sin t e−(0)t sin t
Z Z Z
sin t
dt = dt = dt
0 t 0 t 0 t
π
= − tan−1 (0)
2
π
= .
2

Exercise:
Evaluate the following by using Laplace transform:
R∞
1. 0 te−4t sin tdt 8
[Ans 289 ]
R ∞ e−2t sin t sin t
2. 0 t dt [Ans 12 tan−1 ( 12 )]
(B) Solution of Differential Equations by Laplace Transforms
Ordinary linear differential equations with constant coefficients can be easily solved by the Laplace
Transforms method, without finding the general solution and the arbitrary constants. The method
will be clear from the following examples:
Examples:
1. Using Laplace transforms, find the solutions of the initial value problems:
(a) y 00 − 4y 0 + 4y = 64 sin 2t, where y(0) = 0 and y 0 (0) = 1.
(b) y 00 + 25y = 10 cos 5t, where y(0) = 2 and y 0 (0) = 0.
(c) y 00 + y = sin 3t, where y(0) = 0 and y 0 (0) = 0.
d2 y
(d) dt2
+ 2 dy 0
dt + 2y = 5 sin t, where y(0) = y (0) = 0.

(e) 2y 00 + 5y 0 + 2y = e−2t , where y(0) = 1 and y 0 (0) = 1.


d2 y dy
(f) dx2
+ 2 dx + 5y = e−x sin x, where y(0) = 0 and y 0 (0) = 1.
Solution:
1. (a) y 00 − 4y 0 + 4y = 64 sin 2t, where y(0) = 0 and y 0 (0) = 1.
⇒ Taking the Laplace transform of both sides and denoting L[y(t)] by Y (s), we have;

L[y 00 − 4y 0 + 4y] = L[64 sin 2t]


L[y 00 ] − 4L[y 0 ] + 4L[y] = 64L[sin 2t]
64 × 2
[s2 L[y] − sy(0) − y 0 (0)] − 4[sL[y] − y(0)] + 4Y (s) = 2
s +4
64 ×2
[s2 Y (s) − sy(0) − y 0 (0)] − 4[sY (s) − y(0)] + 4Y (s) = 2 (∗ ∗ ∗)
s +4
Section 2.5. Laplace Transforms and its Applications Page 61

⇒ On putting the values of y(0) = 0 and y 0 (0) = 1 in (***), we get;


128
s2 Y (s) − 1 − 4sY (s) + 4Y (s) =
s2
+4
2 128
(s − 4s + 4)Y (s) = 1 + 2
s +4
128
(s − 2)2 Y (s) = 1 + 2
s +4
1 128
Y (s) = 2
+
(s − 2) (s − 2)2 (s2 + 4)
1 8 16 8s
= 2
− + 2
+ 2
(s − 2) (s − 2) (s − 2) (s + 4)
−1
y(t) = L [Y (s)]
8 17 8s
= L−1 [− + 2
+ 2 ]
(s − 2) (s − 2) (s + 4)
8 17 8s
= L−1 [− ] + L−1 [ 2
] + L−1 [ 2 ]
(s − 2) (s − 2) (s + 4)
Therefore, y(t) = −8e2t + 17te2t + 8 cos 2t.

1. (b) y 00 + 25y = 10 cos 5t, where y(0) = 2 and y 0 (0) = 0.

⇒ L[y 00 + 25y] = L[10 cos 5t]


L[y 00 ] + 25L[y] = 10L[cos 5t]
10s
[s2 Y (s) − sy(0) − y 0 (0)] + 25Y (s) = 2
s + 25
10s
s2 Y (s) − 2s + 25Y (s) = 2
s + 25
10s
(s2 + 25)Y (s) = 2s + 2
s + 25
2s 10s
Y (s) = 2 +
s + 25 (s2 + 25)2
y(t) = L−1 [Y (s)]
2s 10s
= L−1 [ 2 + 2 ]
s + 25 (s + 25)2
2s 10s
= L−1 [ 2 ] + L−1 [ 2 ]
s + 25 (s + 25)2
10s
= 2 cos 5t + L−1 [ 2 ]
(s + 25)2
d −5
= 2 cos 5t − L−1 [ 2 ]
ds (s + 25)
Therefore, y(t) = 2 cos 5t + t sin 5t.
Section 2.5. Laplace Transforms and its Applications Page 62

1. (c) y 00 + y = sin 3t, where y(0) = 0 and y 0 (0) = 0.

⇒ L[y 00 + y] = L[sin 3t]


3
L[y 00 ] + L[y] = 2
s +9
3
[s2 Y (s) − sy(0) − y 0 (0)] + Y (s) = 2
s +9
3
s2 Y (s) + Y (s) = 2
s +9
2 3
(s + 1) = 2
s +9
3 3 1 1
Y (s) = 2 2
= ( 2 − 2 )
(s + 1)(s + 9) 8 s +1 s +9
y(t) = L−1 [Y (s)]
3 1 1
= L−1 [ ( 2 − 2 )]
8 s +1 s +9
3 1 3 1
= L−1 [ 2 ] − L−1 [ 2 ]
8s +1 8s +9
3 1 3 1
= L−1 [ 2 ] − L−1 [ 2 ]
8 s +1 8 s +9
3 3 1
= sin t − × sin 3t
8 8 3
3 1
Therefore, y(t) = sin t − sin 3t
8 8
Section 2.5. Laplace Transforms and its Applications Page 63

d2 y
1. (d) dt2
+ 2 dy 0
dt + 2y = 5 sin t, where y(0) = y (0) = 0.

d2 y dy
⇒ L[ 2
+ 2 + 2y] = L[5 sin t]
dt dt
L[y 00 ] + 2L[y 0 ] + 2L[y] = 5L[sin t]
1
[s2 Y (s) − sy(0) − y 0 (0)] + 2[sY (s) − y(0)] + 2Y (s) = 5 × 2
s +1
5
s2 Y (s) + 2sY (s) + 2Y (s) = 2
s +1
2 5
(s + 2s + 2)Y (s) = 2
s +1
5 2s + 3 −2s + 1
Y (s) = 2 = 2 + 2
(s + 2s + 2)(s2 + 1) s + 2s + 2 s +1
−1
y(t) = L [Y (s)]
2s + 3 −2s + 1
= L−1 [ 2 + 2 ]
s + 2s + 2 s +1
2s + 3 −2s + 1
= L−1 [ 2 ] + L−1 [ 2 ]]
s + 2s + 2 s +1
2(s + 1) + 1 −2s 1
= L−1 [ 2
] + L−1 [ 2 ] + L−1 [ 2 ]
(s + 1) + 1 s +1 s +1
2(s + 1) 1
= L−1 [ 2
] + L−1 [ ] − 2 cos t + sin t
(s + 1) + 1 (s + 1)2 + 1
Therefore, y(t) = 2e−t cos t + e−t sin t − 2 cos t + sin t.
Section 2.5. Laplace Transforms and its Applications Page 64

1. (e) 2y 00 + 5y 0 + 2y = e−2t , where y(0) = 1 and y 0 (0) = 1.

⇒ L[2y 00 + 5y 0 + 2y] = L[e−2t ]


2L[y 00 ] + 5L[y 0 ] + 2L[y] = L[e−2t ]
1
2[s2 Y (s) − sy(0) − y 0 (0)] + 5[sY (s) − y(0)] + 2Y (s) =
s+2
2 1
2[s Y (s) − s − 1] + 5[sY (s) − 1] + 2Y (s) =
s+2
1
(2s2 + 5s + 2)Y (s) − 2s − 2 − 5 =
s+2
1
(2s2 + 5s + 2)Y (s) = + 2s + 7
s+2
1 2s + 7
Y (s) = (2s2 + 5s + 2) +
(s + 2) (2s2 + 5s + 2)
1 + 2s2 + 7s + 4s + 14
=
(2s2 + 5s + 2)(s + 2)
2s2 + 11s + 15
=
(2s2 + 5s + 2)(s + 2)
4 11 1
9 9 3
= − −
2s + 1 s + 2 (s + 2)2
41 1 11 1 1 1
= 1 − −
92s+ 2
9 s + 2 3 (s + 2)2
y(t) = L−1 [Y (s)]
41 1 11 1 1 1
= L−1 [ 1 − − ]
92s+ 2 9 s + 2 3 (s + 2)2
2 1 11 1
Therefore, y(t) = e− 2 t − e−2t − te−2t .
9 9 3
Section 2.5. Laplace Transforms and its Applications Page 65

d2 y dy
1. (f) dx2
+ 2 dx + 5y = e−x sin x, where y(0) = 0 and y 0 (0) = 1.
d2 y dy
L[ 2
+2 + 5y] = L[e−x sin x]
dx dx
L[y 00 ] + 2L[y 0 ] + 5L[y] = L[e−x sin x]
[s2 Y (s) − sy(0) − y 0 (0)] + 2[sY (s) − y(0)] + 5Y (s) = L[e−x sin x]
1
(s2 Y (s) − 1) + 2sY (s) + 5Y (s) =
(s + 1)2 + 1
1 s2 + 2s + 3
(s2 + 2s + 5)Y (s) = 1 + =
(s + 1)2 + 1 s2 + 2s + 2
s2 + 2s + 3
Y (s) = 2
(s + 2s + 5)(s2 + 2s + 2)
2 1 1 1
= 2
+ 2
3 s + 2s + 5 3 s + 2s + 2
y(x) = L−1 [Y (s)]
2 1 1 1
= L−1 [ 2 + 2
]
3 s + 2s + 5 3 s + 2s + 2
2 1 1 1
= L−1 [ 2 ] + L−1 [ 2 ]
3 s + 2s + 5 3 s + 2s + 2
1 2 1 1
= L−1 [ 2 2
] + L−1 [ ]
3 (s + 1) + 2 3 (s + 1)2 + 12
1 1
= e−x sin 2x + e−x sin x
3 3
1 −x
Therefore, y(x) = e (sin 2x + sin x).
3
2. Solve the following pairs of simultaneous differential equations:
dy dy
(a) 3 dx
dt − 5 dt + 2x = 6; 2 dt −
dx
dt − y = −1, where t = 0, x = 8 and y = 3.
2
d2 x d y dy
(b) dt2
− x = y; dt2
+ y = −x, where t = 0, x = 2, y = −1, dx
dt = 0 and dt = 0.
dy dx
(c) dt + x = 1; dt − y + 4et = 0, given that at t = 0, x = 0 and y = 0.
(d) y 00 + z + y = 0; z 0 + y 0 = 0, where y(0) = 0, y 0 (0) = 0 and z(0) = 1.
Solution:
dy dy
2. (a) 3 dx
dt − 5 dt + 2x = 6; 2 dt −
dx
dt − y = −1, where t = 0, x = 8 and y = 3.
dx dy
⇒ 3 − 5 + 2x = 6 (2.5.5)
dt dt
dy dx
2 − − y = −1. (2.5.6)
dt dt
Where, t = 0, x = 8 and y = 3.
(i) Apply the Laplace transform on both sides of equations (2.5.5) and (2.5.6), we have;
dx dy
3L[ ] − 5L[ ] + 2L[x] = L[6] (2.5.7)
dt dt
dy dx
2L[ ] − L[ ] − L[y] = −L[1]. (2.5.8)
dt dt
Section 2.5. Laplace Transforms and its Applications Page 66

Equations (2.5.7) and (2.5.8) become;


6
3[sL[x] − x(0)] − 5[sL[y] − y(0)] + 2L[x] =
s
1
2[sL[y] − y(0)] − [sL[x] − x(0)] − L[y] = −
s

6
OR (3s + 2)L[x] − 5sL[y] − 3x(0) + 5y(0) = (2.5.9)
s
1
(2s − 1)L[y] − sL[x] + x(0) − 2y(0) = − . (2.5.10)
s
(ii) Putting the values x(0) = 8 and y(0) = 3, we get
6
(3s + 2)L[x] − 5sL[y] − 3(8) + 5(3) =
s
1
(2s − 1)L[y] − sL[x] + 8 − 2(3) = − .
s

6
OR (3s + 2)L[x] − 5sL[y] = +9 (2.5.11)
s
1
−sL[x] + (2s − 1)L[y] = − − 2. (2.5.12)
s
(iii) s × (2.5.11) and (3s + 2) × (2.5.12), we get;
6
s(3s + 2)L[x] − 5s2 L[y] = s( + 9)
s
1
−s(3s + 2)L[x] + (3s + 2)(2s − 1)L[y] = (3s + 2)(− − 2).
s

OR s(3s + 2)L[x] − 5s2 L[y] = 6 + 9s (2.5.13)


2
−s(3s + 2)L[x] + (3s + 2)(2s − 1)L[y] = −6s − − 7. (2.5.14)
s
(iv) Adding equations (2.5.13) and (2.5.14) gives
2
[−5s2 + (3s + 2)(2s − 1)]L[y] = 6 + 9s − 6s − −7
s
2
[−5s2 + 6s2 + s − 2]L[y] = −1 + 3s −
s
2
(s2 + s − 2)L[y] = −1 + 3s −
s
−s + 3s2 − 2
=
s
−s + 3s2 − 2 −s + 3s2 − 2
⇒ L[y] = =
s(s2 + s − 2) s(s + 2)(s − 1)
2
−s + 3s − 2 A B C
But = + +
s(s + 2)(s − 1) s (s + 2) (s − 1)
A(s + 2)(s − 1) + Bs(s − 1) + Cs(s + 2)
=
s(s + 2)(s − 1)
2
⇒ 3s − s − 2 = A(s + 2)(s − 1) + Bs(s − 1) + Cs(s + 2).
Section 2.5. Laplace Transforms and its Applications Page 67

When s = 0 ⇒ − 2 = −2A ⇒ A = 1. When s = 1 ⇒ 0 = 3C ⇒ C = 0 and when


s = −2 ⇒ 12 = 6B ⇒ B = 2. Thus, we have;

−s + 3s2 − 2 1 2
L[y] = = +
s(s + 2)(s − 1) s (s + 2)
y = L−1 {L[y]}
1 2
= L−1 { + }
s (s + 2)
1 1
= L−1 { } + 2L−1 { }
s (s + 2)
Therefore, y=1 + 2e−2t .

(v) To determine L[x] and hence x, then take (2s − 1) × (2.5.11) and 5s × (2.5.12), we get
6
(2s − 1)(3s + 2)L[x] − 5s(2s − 1)L[y] = (2s − 1)( + 9)
s
1
−s(5s)L[x] + 5s(2s − 1)L[y] = 5s(− − 2).
s

6
OR [6s2 + s − 2]L[x] − 5s(2s − 1)L[y] = 12 + 18s − −9 (2.5.15)
s
−5s2 L[x] + 5s(2s − 1)L[y] = −5 − 10s. (2.5.16)

(vi) Adding equations (2.5.15) and (2.5.16) gives


6
[6s2 + s − 2 − 5s2 ]L[x] = 12 + 18s − − 9 − 5 − 10s
s
6
(s2 + s − 2)L[x] = −2 + 8s −
s
2
−2s + 8s − 6
=
s
8s2 − 2s − 6 8s2 − 2s − 6
⇒ L[x] = 2
=
s(s + s − 2) s(s + 2)(s − 1)
2
8s − 2s − 6 A B C
But = + +
s(s + 2)(s − 1) s (s + 2) (s − 1)
A(s + 2)(s − 1) + Bs(s − 1) + Cs(s + 2)
=
s(s + 2)(s − 1)
2
⇒ 8s − 2s − 6 = A(s + 2)(s − 1) + Bs(s − 1) + Cs(s + 2).

When s = 0 ⇒ − 6 = −2A ⇒ A = 3. When s = 1 ⇒ 0 = 3C ⇒ C = 0 and when


Section 2.5. Laplace Transforms and its Applications Page 68

s = −2 ⇒ 30 = 6B ⇒ B = 5. Thus, we have;
8s2 − 2s − 6
L[x] =
s(s + 2)(s − 1)
3 5
= +
s s+2
⇒ x = L−1 {L[x]}
3 5
= L−1 { + }
s s+2
1 1
= 3L−1 { } + 5L−1 { }
s s+2
Therefore, x=3 + 5e−2t .

Therefore, the solutions of the given simultaneous differential equations are:

x = 3 + 5e−2t and y = 1 + 2e−2t .

d2 x d2 y dy
2. (b) dt2
− x = y; dt2
+ y = −x, where t = 0, x = 2, y = −1, dx
dt = 0 and dt = 0.

d2 x
⇒ −x=y (2.5.17)
dt2
d2 y
+ y = −x (2.5.18)
dt2
dy
where t = 0, x = 2, y = −1, dx
dt = 0 and dt = 0.
(i) Apply the Laplace transform on both sides of equations (2.5.17) and (2.5.18), we have;

d2 x
L[ ] − L[x] = L[y] (2.5.19)
dt2
d2 y
L[ 2 ] + L[y] = −L[x]. (2.5.20)
dt
Equations (2.5.19) and (2.5.20) become;

[s2 L[x] − sx(0) − x0 (0)] − L[x] = L[y]


[s2 L[y] − sy(0) − y 0 (0)] + L[y] = −L[x].

OR (s2 − 1)L[x] − L[y] − sx(0) − x0 (0) = 0 (2.5.21)


2 0
L[x] + (s + 1)L[y] − sy(0) − y (0) = 0. (2.5.22)
dy
(ii) Putting the values x(0) = 2, y(0) = −1, dx
dt = 0 and dt = 0, we get;

(s2 − 1)L[x] − L[y] − s(2) − 0 = 0


L[x] + (s2 + 1)L[y] − s(−1) − 0 = 0.

OR (s2 − 1)L[x] − L[y] = 2s (2.5.23)


L[x] + (s2 + 1)L[y] = −s. (2.5.24)
Section 2.5. Laplace Transforms and its Applications Page 69

(iii) (s2 + 1) × (2.5.23) and 1 × (2.5.24), gives;

(s2 + 1)(s2 − 1)L[x] − (s2 + 1)L[y] = 2s(s2 + 1)


L[x] + (s2 + 1)L[y] = −s.

OR (s4 − 1)L[x] − (s2 + 1)L[y] = 2s3 + 2s (2.5.25)


2
L[x] + (s + 1)L[y] = −s. (2.5.26)

(iv) Adding equations (2.5.25) and (2.5.26) gives

(s4 − 1 + 1)L[x] = 2s3 + 2s − s


= 2s3 + s
2s3 + s
⇒ L[x] =
s4
2 1
= + 3
s s
⇒ x = L−1 {L[x]}
2 1
= L−1 { + 3 }
s s
−1 1 1
= 2L { } + L−1 { 3 }
s s
1
Therefore, x = 2 + t2 .
2
(v) To determine L[y] and hence y, then take 1 × (2.5.23) and (s2 − 1) × (2.5.24), we get

(s2 − 1)L[x] − L[y] = 2s


(s2 − 1)L[x] + (s2 − 1)(s2 + 1)L[y] = −s(s2 − 1)

OR (s2 − 1)L[x] − L[y] = 2s (2.5.27)


2 4 3
(s − 1)L[x] + (s − 1)L[y] = −s + s. (2.5.28)

(vi) Equation (2.5.27) − (2.5.28) gives

[−1 − (s4 − 1)]L[y] = 2s + s3 − s


−s4 L[y] = s3 + s
s3 + s
⇒ L[y] =
−s4
1 1
=− − 3
s s
⇒ y = L−1 {L[y]}
1 1
= L−1 {− − 3 }
s s
−1 1 1
= −L { } − L−1 { 3 }
s s
1
Therefore, y = −1 − t2 .
2
Section 2.5. Laplace Transforms and its Applications Page 70

Therefore, the solutions of the given simultaneous differential equations are:


1 2 1
x = 2+ t and y = −1 − t2 .
2 2

dy dx
2. (c) dt + x = 1; dt − y + 4et = 0, given that at t = 0, x = 0 and y = 0.

dy
⇒ +x=1 (2.5.29)
dt
dx
− y + 4et = 0 (2.5.30)
dt
given that at t = 0, x = 0 and y = 0.
(i) Apply the Laplace transform on both sides of equations (2.5.29) and (2.5.30), we have;

dy
L[ + x] = L[1] (2.5.31)
dt
dx
L[ − y + 4et ] = L[0] (2.5.32)
dt
Equations (2.5.31) and (2.5.32) become;
1
[sL[y] − y(0)] + L[x] =
s
[sL[x] − x(0)] − L[y] + L[4et ] = 0

1
OR sL[y] + L[x] − y(0) = (2.5.33)
s
4
sL[x] − L[y] + x(0) = − . (2.5.34)
s−1
(ii) Putting the values x(0) = 0 and y(0) = 0 in equations (2.5.33) and (2.5.34), we get
1
sL[y] + L[x] = (2.5.35)
s
4
−L[y] + sL[x] = − . (2.5.36)
s−1
(iii) 1 × (2.5.35) and s × (2.5.36), gives;
1
sL[y] + L[x] = (2.5.37)
s
4s
−sL[y] + s2 L[x] = − . (2.5.38)
s−1
Section 2.5. Laplace Transforms and its Applications Page 71

(iv) Adding equations (2.5.37) and (2.5.38) gives


1 4s
(s2 + 1)L[x] =−
s s−1
(s − 1) − s(4s)
=
s(s − 1)
−4s2 + s − 1
=
s(s − 1)
−4s2 + s − 1
⇒ L[x] =
s(s − 1)(s2 + 1)
−4s2 + s − 1 A B (Cs − D)
But, 2
= + +
s(s − 1)(s + 1) s (s − 1) (s2 + 1)
A(s − 1)(s2 + 1) + Bs(s2 + 1) + (Cs + D)s(s − 1)
=
s(s − 1)(s2 + 1)
⇒ − 4s2 + s − 1 = A(s − 1)(s2 + 1) + Bs(s2 + 1) + (Cs + D)s(s − 1)
⇒ When s = 0, ⇒ − 1 = −A ⇒ A = 1. When s = 1, ⇒ − 4 = 2B ⇒ B = −2.
⇒ Equating coefficients of s3 , ⇒ 0 = A + B + C ⇒ C = 1. Equating s2 coefficients
⇒ − 4 = −A + D − C ⇒ D = −2. Thus
−4s2 + s − 1 1 2 s−2
⇒ L[x] = 2
= − + 2
s(s − 1)(s + 1) s (s − 1) (s + 1)
−1
But, x = L [L[x]]
1 2 s−2
x = L−1 { − + }
s (s − 1) (s2 + 1)
1 2 s 2
= L−1 { − + 2 − 2 }
s (s − 1) (s + 1) (s + 1)
1 1 s 1
= L−1 { } − 2L−1 { } + L−1 { 2 } − 2L−1 { 2 }
s (s − 1) (s + 1) (s + 1)
Therefore, x = 1 − 2et + cos t − 2 sin t.
dx
From the second eqution given in the question, that is; dt − y + 4et = 0, we have
dx
y= + 4et
dt
But x = (1 − 2et + cos t − 2 sin t)
d(1 − 2et + cos t − 2 sin t)
⇒ y= + 4et
dt
Therefore, y = 2et − sin t − 2 cos t.
Therefore, the solutions of the given simultaneous differential equations are:
x = 1 − 2et + cos t − 2 sin t and y = 2et − sin t − 2 cos t.

2. (d) y 00 + z + y = 0; z 0 + y 0 = 0, where y(0) = 0, y 0 (0) = 0 and z(0) = 1.


⇒ y 00 + z + y = 0
z0 + y0 = 0
Section 2.5. Laplace Transforms and its Applications Page 72

where y(0) = 0, y 0 (0) = 0 and z(0) = 1.


Taking the Laplace transforms of both sides of the differential equations, we obtain

[s2 − (0)s − (0)] + z(s) + Y (s) = 0


[sZ(s) − 1] + [sY (s) − 0] = 0
OR ⇒ (s2 + 1)Y (s) + Z(s) = 0
1
Y (s) + Z(s) =
s
Solving this system for Y (s) and Z(s), we get
1 1 1
Y (s) = − 3
; Z(s) = + 3
s s s
Thus, taking inverse Laplace transform, we conclude that
1 1
y(x) = − x2 and z(x) = 1 + x2 .
2 2
3. Line and Multiple Integrals
3.1 Evaluation of Line Integrals in Cartesian and Polar Coordinates

Line Integral in Cartesian Coordinates


Cartesian coordinates are given by the coordinates (x, y) in the x − y plane. A line integral is sometimes
called a Path Integral, Contour Integral or Curve Integral. This is an integral where a function to
be evaluated is evaluated along a curve. The evaluation of line integral is denoted by
Z Z (a2 ,b2 )
P (x, y)dx + Q(x, y)dy or P dx + Qdy
C (a1 ,b1 )

Evaluation of Line Integral in Cartesian Coordinates


The basic principles involved in the evaluation of line integrals are:
R
• If y = f (x), then the line integral C P (x, y)dx+Q(x, y)dy is evaluated by placing y = f (x), dy =
f 0 (x)dx in the integrand to obtain the definite integral. Thus,
Z Z a2
P (x, y)dx + Q(x, y)dy = P (x, f (x))dx + Q(x, f (x))f 0 (x)dx
C a1

Examples:
Evaluate the following line integrals:
(a) C (x + 3y)dx from A(0, 1) to B(2, 5) along the curve y = 1 + x2 .
R

(b) C (x2 + y)dx + (x − y 2 )dy from A(0, 2) to B(3, 5) along y = 2 + x.


R

(c) C (x2 + 2y)dx + xydy from O(0, 0) to A(1, 4) along the curve y = 4x2 .
R

(d) C (x2 + 2y)dx + xydy from O(0, 0) to A(1, 0) along the line y = 0 and then from A(1, 0) to
R

B(1, 4) along the line x = 1.


Solutions:
(a) C (x + 3y)dx from A(0, 1) to B(2, 5) along the curve y = 1 + x2 .
R

Consider the diagram below:

73
Section 3.1. Evaluation of Line Integrals in Cartesian and Polar Coordinates Page 74

Z Z 2
(x + 3y)dx = (x + 3(1 + x2 ))dx
C 0
Z 2
= (x + 3x2 + 3)dx
0
Z 2
= (3x2 + x + 3)dx
0
1
= [x3 + x2 + 3x]20 = 8 + 2 + 6
Z 2
Therefore, (x + 3y)dx = 16.
C

2 + y)dx + (x − y 2 )dy from A(0, 2) to B(3, 5) along y = 2 + x.


R
(b) C (x

Consider the diagram below:

Since y = 2 + x, then dy = dx and therefore, we have;


Z Z 3
(x2 + y)dx + (x − y 2 )dy = [(x2 + 2 + x)dx + (x − (2 + x)2 )dx]
C 0
Z 3
= (x2 + 2 + x + x − x2 − 4x − 4)dx
0
Z 3
= (−2x − 2)dx
0
= −[x2 + 2x]30 = −(9 + 6)
Z
Therefore, (x2 + y)dx + (x − y 2 )dy = −15
C

2 + 2y)dx + xydy from O(0, 0) to A(1, 4) along the curve y = 4x2 .


R
(c) C (x

Consider the diagram below:


Section 3.1. Evaluation of Line Integrals in Cartesian and Polar Coordinates Page 75

Since y = 4x2 , then dy = 8xdx and therefore, we have;


Z Z 1
(x2 + 2y)dx + xydy = [(x2 + 2(4x2 ))dx + x(4x2 ) · 8xdx]
C 0
Z 1
= (9x2 + 32x4 )dx
0
9 32
= [ x3 + x5 ]10
3 5
32
=3+
Z 5
47
Therefore, (x2 + 2y)dx + xydy = = 9.4
C 5

2
R
(d) C (x + 2y)dx + xydy from O(0, 0) to A(1, 0) along the line y = 0 and then from A(1, 0) to
B(1, 4) along the line x = 1.
Consider the diagram below:

Along the line y = 0, we have dy = 0 and therefore;


Z Z 1
2
(x + 2y)dx + xydy = (x2 + 2(0))dx + x(0)(0)
C1 0
Z 1
1 1
= x2 dx = x3 |10 =
0 3 3
Z
1
Therefore, (x2 + 2y)dx + xydy = .
C1 3
Section 3.1. Evaluation of Line Integrals in Cartesian and Polar Coordinates Page 76

Along the line x = 1, we have dx = 0 and therefore;


Z Z 4
2
(x + 2y)dx + xydy = (12 + 2y)(0) + (1)ydy
C2 0
Z 4
1
= ydy = y 2 |40 = 8
0 2
Z
Therefore, (x2 + 2y)dx + xydy = 8
C2
Z Z Z
2 2
Thus, (x + 2y)dx + xydy = (x + 2y)dx + xydy + (x2 + 2y)dx + xydy
C C1 C2
1
= +8
Z 3
25
Therefore, (x2 + 2y)dx + xydy = .
C 3

Evaluation of Line Integral in Polar Coordinates


Consider the diagram below:

The polar coordinate is given as (r, θ). The polar coordinates r and θ can be converted to the Cartesian
coordinates x and y by using the trigonometric functions: sine and cosine. That is;
x = r cos θ and y = r sin θ
The Cartesian coordinates x and y can be converted to polar coordinates r and θ with r ≥ 0 and θ in
the interval (−π, π] by
p y
r = x2 + y 2 or x2 + y 2 = r2 and θ = arctan( )
x
Remark:
• Suppose that the three-dimensional curve C is given by the parametrization
x = x(θ), y = y(θ), z = z(θ) and a ≤ θ ≤ b.
Then, the line integral is given by:
Z Z b r
dx dy dz
f (x, y, z)ds = f [x(θ), y(θ), z(θ)] ( )2 + ( )2 + ( )2 dθ
C a dθ dθ dθ
q
dy 2
where, f (x, y, z) = f [x(θ), y(θ), z(θ)] and ds = ( dx 2 dz 2
dθ ) + ( dθ ) + ( dθ ) dθ
Section 3.1. Evaluation of Line Integrals in Cartesian and Polar Coordinates Page 77

Examples:
+ x2 y)ds where C is the upper half of the unit circle x2 + y 2 = 1.
R
1. Evaluate C (2

Solution: The upper half of the unit circle is

x(θ) = cos θ, y(θ) = sin θ and 0 ≤ θ ≤ π.

From
r
Z Z b
dx 2 dy
f (x, y)ds = f [x(θ), y(θ)] ( ) + ( )2 dθ
C a dθ dθ

We have f [x(θ), y(θ)] = 2 + cos2 θ sin θ, dxdθ = − sin θ ⇒ ( dx 2 2


dθ ) = sin θ and
dx
dθ =
cos θ ⇒ ( dx 2 2
dθ ) = cos θ
Z Z π p
2
⇒ (2 + x y)ds = (2 + cos2 θ sin θ) sin2 θ + cos2 θdθ
C
Z0 π
= (2 + cos2 θ sin θ)dθ
Z0 π Z π
= 2dθ + cos2 θ sin θdθ
0 0
cos3 θ π
= 2θ|π0 − |
3 0
1 1
= 2π + +
3 3
1
= 2(π + )
Z 3
2 1
Therefore, (2 + x y)ds = 2(π + ).
C 3

xy 4 ds where C is the right half of the circle x2 + y 2 = 16.


R
2. Evaluate C

Solution: We first parametrize the circle. This is given by

x = 4 cos θ, and y = 4 sin θ

And the range of θ that will give the right half circle is − π2 ≤ θ ≤ π2 .
dx
Now, we need the derivatives of the parametric equations and compute ds. That is, dθ = −4 sin θ
and dx
dθ = 4 cos θ
r
dx 2 dy
⇒ ds = ( ) + ( )2 dθ
dθ dθ
p
= 16 sin2 θ + 16 cos2 θdθ
= 4dθ

f (x, y) = xy 4 ⇒ f [x(θ), y(θ)] = (4 cos θ)(4 sin θ)4 = 1024 cos θ sin4 θ.
Section 3.2. Evaluation of Multiple Integrals Using Curvilinear Coordinates Page 78

Thus, we have
r
Z Z b
4 dx 2 dy
xy ds = f [x(θ), y(θ)] ( ) + ( )2 dθ
C a dθ dθ
Z π
2
= 1024 cos θ sin4 θ(4)dθ
− π2
Z π
2
= 4096 cos θ sin4 θdθ
− π2
4096 π
= sin5 θ|−2 π
5 2
8192
=
5

3.2 Evaluation of Multiple Integrals Using Curvilinear Coordinates

Integrals which are common are those with single integral sign, but when integral signs are more than
one then, the resulting expression is referred to as a Multiple Integral.
3.2.1 Evaluation of Double Integrals in Cartesian and Polar Coordinates.
Evaluation of Double Integral in Cartesian Coordinates
THEOREM: If f (x, y) is a continuous on the rectanle R = [a, b] × [c, d], then
ZZ Z d Z b Z b Z d
f (x, y)dA = { f (x, y)dx}dy = { f (x, y)dy}dx
c a a c
R

Remarks:
1. The notation R = [a, b] × [c, d] means that, the ranges for x and y are respectively a ≤ x ≤ b
and c ≤ y ≤ d.
RR
2. Since, most of the regions are not rectangular, thus the integral f (x, y)dA, where D is any
D
region can be evaluated after considering the following two types of regions shown in cases 1 and
2 below:

Thus, the integral for each case is then defined as


Section 3.2. Evaluation of Multiple Integrals Using Curvilinear Coordinates Page 79

CASE 1: Where, D = {(x, y)| a ≤ x ≤ b, g1 (x) ≤ y ≤ g2 (x)}, we have


ZZ Z g2 (x) Z b Z b Z g2 (x)
f (x, y)dA = { f (x, y)dx}dy = { f (x, y)dy}dx
g1 (x) a a g1 (x)
D

CASE 2: Where, D = {(x, y)| h1 (y) ≤ x ≤ h2 (y), c ≤ y ≤ d}, we have


ZZ Z h2 (x) Z d Z d Z h2 (x)
f (x, y)dA = { f (x, y)dy}dx = { f (x, y)dx}dy
h1 (x) c c h1 (x)
D

3. (i) One of the interpretation of the double integral of f (x, y) over the region R or D is the
Volume under the function. That is,
ZZ ZZ
Volume = f (x, y)dA = f (x, y)dA
R D

(ii) The second geometric interpretation of the double integral is the area of the region R or D.
That is,
ZZ ZZ
Area = dA = dA
R D

Examples:
1. Compute each of the following integrals over the indicated regions:
(2x − 4y 3 )dA, R = [−5, 4] × [0, 3]
RR
(a)
R

(x2 y 2 + cos(πx) + sin(πy))dA, R = [−2, −1] × [0, 1]


RR
(b)
R

Solution:
(a)
ZZ Z 3 Z 4
3
(2x − 4y )dA = [ (2x − 4y 3 )dx]dy
0 −5
R
Z 3
= (x2 − 4xy 3 )|4−5 dy
0
Z 3
= [(16 − 16y 3 ) − (25 + 20y 3 )]dy
0
Z 3
= (−36y 3 − 9)dy
0
= (−9y 4 − 9y)|30 = −9(34 + 3)
ZZ
Therefore, (2x − 4y 3 )dA = −756
R
Section 3.2. Evaluation of Multiple Integrals Using Curvilinear Coordinates Page 80

(b)
ZZ Z 1 Z −1
2 2
(x y + cos(πx) + sin(πy))dA = [ (x2 y 2 + cos(πx) + sin(πy))dx]dy
0 −2
R
Z 1
1 1
( x3 y 2 + sin(πx) + x sin(πy))|−1
= −2 dy
0 3 π
Z 1 2
y 1
= ( (8 − 1) + (− sin(π) + sin(2π)) + sin(πy)(2 −
0 3 π
Z 1
7
= ( y 2 + sin(πy))dy
0 3
7 1
= ( y 3 − cos(πy))|10
9 π
7 1 1 7 2
= ( + ) − (− ) = +
ZZ 9 π π 9 π
2 2 7 2
Therefore, (x y + cos(πx) + sin(πy))dA = + .
9 π
R

2. Evaluate each of the following integrals over the given region


RR x
(a) e y dA, D = {(x, y)| 1 ≤ y ≤ 2, y ≤ x ≤ y 3 }
D

(4xy − y 3 )dA, D is the region in xy−plane bounded by y = x and y = x3 .
RR
(b)
D

Solution:
RR x
(a) e y dA, D = {(x, y)| 1 ≤ y ≤ 2, y ≤ x ≤ y 3 }
D

ZZ
x
Z 2 Z y3 x
⇒ e dA =
y [ e y dx]dy
1 y
D
Z 2 x 3
= ye y |yy dy
1
Z 2
2
= (yey − ye1 )dy
1
1 2 1
= ( ey − e1 )|21
2 2
1 4
= e − 2e1
ZZ 2
x 1
Therefore, e y dA = e4 − 2e
2
D


(4xy − y 3 )dA, D is the region in xy−plane bounded by y = x and y = x3 .
RR
(b)
D
√ √
From the curves y = x and y = x3 , we have; x3 = x ⇒ x6 = x ⇒ x6 − x =
0 ⇒ x(x5 − 1) = 0. Thus, x = 0 or x = 1.
Section 3.2. Evaluation of Multiple Integrals Using Curvilinear Coordinates Page 81


Now, consider the region bounded by the curves y = x and y = x3 below:


Thus, D = {(x, y)| 0 ≤ x ≤ 1, x3 ≤ y ≤ x} and therefore we have

ZZ Z 1 Z x
3
(4xy − y )dA = [ (4xy − y 3 )dy]dx
0 x3
D
Z 1 √
1 x
= (2xy 2 − y 4 )|x3 dx
0 4
Z 1
7 1
= ( x2 − 2x7 + x12 )dx
0 4 4
7 1 1 55
= ( x3 − x8 + x13 )|10 =
ZZ 12 4 52 156
55
Therefore, (4xy − y 3 )dA = .
156
D

3. Find the volume of the solid that lies below the surface given by z = 16xy + 200 and lies above
the region bounded by y = x2 and y = 8 − x2 .
Solution: From the curves y = x2 and y = 8 − x2 , we have x2 = 8 − x2 ⇒ 2x2 − 8 =
0 ⇒ x2 − 4 = 0 ⇒ (x − 2)(x + 2) = 0. Thus, we have x = −2 or x = 2.
Now, consider the solid shown below:
Section 3.2. Evaluation of Multiple Integrals Using Curvilinear Coordinates Page 82

Thus, D = {(x, y)| − 2 ≤ x ≤ 2, x2 ≤ y ≤ (8 − x2 )}. And therefore, the volume V is given by:
ZZ
V = (16xy + 200)dA
D
Z 2 Z 8−x2
= [ (16xy − 200)dy]dx
−2 x2
Z 2
2
= (8xy 2 + 200y)|x8−x
2 dx
−2
Z 2
= (−128x3 − 400x2 + 512x + 1600)dx
−2
400 3 12800
= (−32x4 − x + 256x2 + 1600x)|2−2 =
3 3
Therefore, V = 4266.67

Evaluation of Double Integrals in Polar Coordinates


Consider the Polar coordinates system below:

The general region is defined by the inequalities:


α ≤ θ ≤ β and h1 (θ) ≤ r ≤ h2 (θ).
To convert the integral from Cartesian to polar coordinates we use the following conversion formulas
x = r cos θ, y = r sin θ and r2 = x2 + y 2 .
And the formula for the double integral in Polar coordinates is given by:
ZZ Z β Z h2 (θ)
f (x, y)dA = [ f (r cos θ, r sin θ)rdr]dθ
α h1 (θ)
D
Where, dA = rdrdθ.

Examples:
1. Evaluate the following integrals:
Section 3.2. Evaluation of Multiple Integrals Using Curvilinear Coordinates Page 83

RR
(a) 2xydA, D is the portion of the region between the circles of radius 2 and radius 5 centered
D
at the origin that lies in the first quadrant.
RR x2 +y2
(b) e dA, D is the unit circle centered at the origin.
D

Solution:
(a) The circle of radius 2 is given by r = 2 and the circle of radius 5 is gven by r = 5. Thus,
the region between them is defined by the inequality: 2 ≤ r ≤ 5.
The portion that lies in the first quadrant has the ranges of θ given by the inequality:
0 ≤ θ ≤ π2 .
Thus, we have;
π
ZZ Z
2
Z 5
2xydA = [ 2(r cos θ)(r sin θ)rdr]dθ
0 2
D
π
Z
2
Z 5
= [ r3 sin(2θ)dr]dθ
0 2
Z π
2 1
= ( r4 sin(2θ))|52 dθ
0 4
Z π
6092
= sin(2θ)dθ
0 4
609 π 609
=− cos(2θ)|02 =
ZZ 8 4
Therefore, 2xydA = 152.25
D

(b) In this case, the region D is defined by the inequality D = {(r, θ)| 0 ≤ θ ≤ 2π, 0 ≤ r ≤ 1}.
Thus, we have;
ZZ Z 2π Z 1
x2 +y 2 2
e dA = [ er rdr]dθ
0 0
D
Z 2π Z 1
2
= [ rer dr]dθ
0 0
Z 2π
1 r2 1
= e |0 dθ
0 2
Z 2π
1
= (e − 1)dθ
0 2
1
= (e − 1)θ|2π
0
2
= π(e − 1)
ZZ
2 +y 2
Therefore, ex dA = π(e − 1).
D
Section 3.2. Evaluation of Multiple Integrals Using Curvilinear Coordinates Page 84

3.2.2 Evaluation of Triple Integrals Using Cartesian, Sylindrical and Spherical Coordinates.
Evaluation of Triple Integrals in Cartesian Coordinates:
Given the box B = [a, b] × [c, d] × [m, n], then the triple integral is defined by
ZZZ Z n Z d Z b  
f (x, y, z)dV = f (x, y, z)dx dy dz
m c a
B

Example:
Evaluate the following integral
ZZZ
8xyzdV, B = [2, 3] × [1, 2] × [0, 1]
B

Solution:
ZZZ Z 1 Z 2 Z 3  
8xyzdV = 8xyzdx dy dz
0 1 2
B
Z 1 Z 2 
2
= dz4x yz|32 dy
0 1
Z 1 Z 2 
= (4yz[9 − 4])dy dz
0 1
Z 1 Z 2 
= 20yzdy dz
0 1
Z 1
10y 2 z|21 dz
 
=
0
Z 1
= 30zdz
0
= 15z 2 |10 = 15(1 − 0)
ZZZ
Therefore, 8xyzdV = 15.
B

Remarks:
1. The volume of the three-dimensional region E is given by
ZZZ
V = dV
E

2. There are different possibilities for a general region as shown in the following cases:
CASE 1: D lies on the xy− plane as shown in the diagram below:
Section 3.2. Evaluation of Multiple Integrals Using Curvilinear Coordinates Page 85

Thus, we have, E = {(x, y, z)| (x, y) ∈ D, u1 (x, y) ≤ z ≤ u2 (x, y)}. And therefore the
integral is given by:
ZZZ ZZ Z u2 (x,y)
f (x, y, z)dV = [ f (x, y, z)dz]dA
u1 (x,y)
E D

Example:
RRR
Evaluate 2xdV , where E is the region under the plane 2x + 3y + z = 6 that lies in the
E
first octant.
Solution: First octant is the octant in which all the three coordinates are positive. That is;
Section 3.2. Evaluation of Multiple Integrals Using Curvilinear Coordinates Page 86

Thus, the region E is defined by the following inequalities:


0 ≤ z ≤ (6 − 2x − 3y), 0 ≤ x ≤ 3 and 0 ≤ y ≤ (− 23 x + 2) or 0 ≤ z ≤ (6 − 2x − 3y), 0 ≤
x ≤ (− 23 y + 3) and 0 ≤ y ≤ 2. Therefore, we have;
ZZZ ZZ Z 6−2x−3y)
2xdV = [ 2xdz]dA
0
E
ZDZ
6−2x−3y)
= 2xz|0 dA
ZDZ
= 2x[(6 − 2x − 3y) − 0]dA
ZDZ
= (12x − 4x2 − 6xy)dA
D
Z 3 Z (− 23 x+2)
= [ (12x − 4x2 − 6xy)dy]dx
0 0
Z 3
(− 32 x+2)
= [12xy − 4x2 y − 3xy 2 ]|0 dx
0
Z 3
4
= ( x3 − 8x2 + 12x)dx
0 3
1 4 8 3
= ( x − x + 6x2 )|30 = 9
ZZZ 3 3
Therefore, 2xdV = 9.
E

CASE 2: D lies on the yz− plane as shown in the diagram below:

Thus, we have E = {(x, y, z)| (y, z) ∈ D, u1 (y, z) ≤ x ≤ u2 (y, z)}. And thus, the integral
Section 3.2. Evaluation of Multiple Integrals Using Curvilinear Coordinates Page 87

is given by:
ZZZ ZZ Z u2 (y,z)
f (x, y, z)dV = [ f (x, y, z)dx]dA
u1 (y,z)
E D

Example:
Determine the volume of the region that lies behind the plane x + y + z = 8 and in front of

the region in the yz−plane that is bounded by z = 23 y and z = 43 y.
√ √ √
Solution: From the curves z = 23 y and z = 34 y, we have, 23 y = 43 y ⇒ y =
1 1 2 1 2 2
2 y ⇒ y = 4 y ⇒ 4 y − y = 0 ⇒ y − 4y = 0 ⇒ y(y − 4) = 0. Thus, we have; y = 0
or y = 4.
Now, consider the yz− plane below:

3 3√
Therefore, the limits for each of the variable are: 0 ≤ y ≤ 4, 4y ≤ z ≤ 2 y and
0 ≤ x ≤ (8 − y − z). Thus, the volume is given by
ZZZ ZZ Z (8−y−z)
V = dV = [ dx]dA
0
E D
3√
Z 4 Z
2
y
= [ (8 − y − z)dz]dy
3
0 4
y
4 3√
Z
1 y
= (8z − yz − z 2 )| 23 y dy
0 2 4
Z 4
1 57 3 3 33
= (12y 2 − y − y 2 + y 2 )dy
0 8 2 32
3 57 2 3 5 11 3 4 49
= (8y 2 − y − y 2 + y )|0 =
16 5 32 5
49
Therefore, V = .
5

CASE 3: D lies on the xz− plane as shown in the diagram below:


Section 3.2. Evaluation of Multiple Integrals Using Curvilinear Coordinates Page 88

Thus, we have E = {(x, y, z)| (x, z) ∈ D, u1 (x, z) ≤ y ≤ u2 (x, z)}. And therefore, the
integral is given by
ZZZ ZZ Z u2 (x,z)
f (x, y, z)dV = [ f (x, y, z)dy]dA
u1 (x,z)
E D

Example:
RRR √
Evaluate 3x2 + 3z 2 dV , where E is the solid bounded by y = 2x2 + 2z 2 and the plane
E
y = 8.
Solution: From the curves y = 2x2 + 2z 2 and y = 8, we have; 2x2 + 2z 2 = 8 ⇒ x2 + z 2 =
4 ⇒ x2 + z 2 = 22 .
We can translate this over the xz− plane with the definitions x = r cos θ, z = r sin θ and
x2 + z 2 = r2 . And the limits of the variables are: (2x2 + 2z 2 ) ≤ y ≤ 8, 0 ≤ r ≤ 2 and
Section 3.2. Evaluation of Multiple Integrals Using Curvilinear Coordinates Page 89

0 ≤ θ ≤ 2π. Thus, the integral becomes;


ZZZ p ZZ Z 8 p
3x2 + 3z 2 dV = [ 3x2 + 3z 2 dy]dA
(2x2 +2z 2 )
E D
ZZ p
= (y 3(x2 + z 2 ))|82x2 +2z 2 dA
ZDZ p
= 3(x2 + z 2 )[8 − (2x2 + 2z 2 )]dA
ZDZ √
= 3r2 (8 − 2r2 )dA
ZDZ √
= 3(8r − 2r3 )dA
D
√ Z 2π Z 2
= 3 [ (8r − 2r3 )rdr]dθ
0 0
√ Z 2π Z 2 2
= 3 [ (8r − 2r4 )dr]dθ
0 0
√ Z 2π 8 3 2 5 2
= 3 ( r − r )|0 dθ
0 3 5

√ Z 2π 128 256 3
= 3 dθ = π
0 15 15
ZZZ p √
256 3
Therefore, 3x2 + 3z 2 dV = π.
15
E

Evaluation of Triple Integrals in Cylindrical Coordinates:


The cylindrical coordinates are really nothing more than an extension of Polar coordinates into three
dimensions. The following are the conversion formulas for cylindrical coordinates from Cartesian coor-
dinates:

x = r cos θ, y = r sin θ and z = z

The region E, over which we are integrating becomes:

E = {(x, y, z)| (x, y) ∈ D, u1 (x, y) ≤ z ≤ u2 (x, y)}


= {(r, θ, z)| h1 (θ) ≤ r ≤ h2 (θ), α ≤ θ ≤ β, u1 (r cos θ, r sin θ) ≤ z ≤ u2 (r cos θ, r sin θ)}

We can modify this accordingly if D is in the yz−plane or the xz−plane as needed. Thus, in terms of
Cylindrical coordinates a Triple integral is:
ZZZ Z β Z h2 (θ) Z u2 (r cos θ,r sin θ)
f (x, y, z)dV = [ [ f (r cos θ, r sin θ, z)rdz]dr]dθ
α h1 (θ) u1 (r cos θ,r sin θ)
E

Examples:
Section 3.2. Evaluation of Multiple Integrals Using Curvilinear Coordinates Page 90

RRR
1. Evaluate ydV , where E is the region that lies below the plane z = x + 2 above the xy−plane
E
and between the cylinders x2 + y 2 = 1 and x2 + y 2 = 4.
Solution:
Since, the region is above the xy−plane, z = 0, hence the range for z in terms of cylindrical
coordinates is: 0 ≤ z ≤ x + 2, ⇒ 0 ≤ z ≤ r cos θ + 2.
The region D is the region between the two circle x2 + y 2 = 1 and x2 + y 2 = 22 in the xy−plane
and so, the range for D are: 0 ≤ θ ≤ 2π and 1 ≤ r ≤ 2. Thus, the integral becomes:
ZZZ Z 2π Z 2 Z r cos θ+2
ydV = [ [ (r sin θ)rdz]dr]dθ
0 1 0
E
Z Z 2

= [ r2 sin θ(r cos θ + 2)dr]dθ
0 1
Z 2π Z 2
1
= [ ( r3 sin(2θ) + 2r2 sin θ)dr]dθ
0 1 2
Z 2π
1 2
= ( r4 sin(2θ) + r3 sin θ)|21 dθ
0 8 3
Z 2π
15 14
= ( sin(2π) + sin θ)dθ
0 8 3
15 14
= (− cos(2θ) − cos θ)|2π
0
16 3
15 14 15 14
= (− cos(4π) − cos(2π)) − (− cos(0) − cos(0))
16 3 16 3
15 14 15 14
= (− − ) − (− − ) = 0
ZZZ 16 3 16 3
Therefore, ydV = 0.
E

R 1 R √1−y2 R √x2 +y2


2. Convert −1 0 x2 +y 2
xyzdzdxdy into an integral in Cylindrical coordinates.
Solution:
⇒ The range for the variables from the given integral are:
p p
−1 ≤ y ≤ 1, 0 ≤ x ≤ 1 − y 2 and x2 + y 2 ≤ z ≤ x2 + y 2

⇒ The firstptwo inequalities define the region D, and since the upper and lower bounds for x
are x = 1 − y 2 and x = 0, then this defines a part of the right half of a circle of radius 1
centered at the origin.
⇒ Since, the range of y is −1 ≤ y ≤ 1, then this defines the complete right half of the disk of
radius 1 centered at the origin.
⇒ Thus, the ranges for D in Cylindrical coordinates are:
π π
− ≤ θ ≤ , 0 ≤ r ≤ 1 and r2 ≤ z ≤ r.
2 2
Section 3.2. Evaluation of Multiple Integrals Using Curvilinear Coordinates Page 91

⇒ Therefore, the integral is:


Z Z √1 Z √
1−y 2 x2 +y 2 Z π Z 1Z r
2
xyzdzdxdy = (r cos θ)(r sin θ)zrdzdrdθ
−1 0 x2 +y 2 − π2 0 r2
π
Z
2
Z 1Z r
= zr3 cos θ sin θdzdrdθ.
− π2 0 r2

Evaluation of Triple Integrals in Spherical Coordinates:


Consider the diagram below showing the relationship between the Cartesian and Spherical coordinate
systems.

⇒ The conversion formulas for spherical coordinates are:

x = ρ sin φ cos θ, y = ρ sin φ sin θ, z = ρ cos φ and x2 + y 2 + z 2 = ρ2

⇒ We have the following restrictions on the coordinates

ρ ≥ 0 and 0 ≤ φ ≤ π

⇒ We are going to restrict the region E down to a spherical wedge for the triple integral. This
means that, we take the ranges for the variables as follows:

a ≤ ρ ≤ b, α ≤ θ ≤ β and δ ≤ φ ≤ λ

⇒ And the integral becomes


ZZZ Z λZ βZ b
f (x, y, z)dV = [ [ f (ρ sin φ cos θ, ρ sin φ sin θ, ρ cos φ)ρ2 sin φdρ]dθ]dφ
δ α a
E

where, dV = ρ2 sin φdρdθdφ.


Section 3.2. Evaluation of Multiple Integrals Using Curvilinear Coordinates Page 92

Example
16zdV , where E is the upper half of the sphere x2 + y 2 + z 2 = 1.
RRR
Evaluate
E

Solution:
Since, we are taking the upper half of the sphere, then the limits for the variables are:
π
0 ≤ ρ ≤ 1, 0 ≤ θ ≤ 2π and 0 ≤ φ ≤
2
And the integral becomes
π
ZZZ Z
2
Z 2π Z 1
16zdV = [ [ ρ2 sin φ(16ρ cos φ)dρ]dθ]dφ
0 0 0
E
π
Z
2
Z 2π Z 1
= [ [ 8ρ3 sin 2φdρ]dθ]dφ
0 0 0
π
Z
2
Z 2π
= [ (2 sin 2φ)dθ]dφ
0 0
Z π
2
= 4π sin 2φdφ
0
π
= −2π cos(2φ)|02 = 4π
ZZZ
Therefore, 16zdV = 4π.
E
References
J. Bird. Higher Engineering Mathematics. British Library Cataloguing, 2010.

R. Bronson. Schaum’s Outline of Theory and Problems of Differential Equations. The McGraw-Hill
Companies, 2003.

P. Dawkins. Calculus III. The McGraw-Hill Companies, 2003.

A. Jeffrey. Advanced engineering mathematics. Academic Press, 2001.

E. Kreyszig. Advanced engineering mathematics. John Wiley & Sons, 2010.

P. C. Matthews. Vector calculus. Springer Science & Business Media, 1998.

Murray Bourne. Interactive mathematics. //www.intmath.com/fourier-series/


3-fourier-even-odd-functions.php, Accessed March 2016.

M. R. Spiege. Schaum’s Outline of Theory and Problems of Laplace Transforms. McGraw-Hill. Inc,
1965.

J. Stewart. Multivariable calculus. Cengage Learning, 2011.

K. A. Strout. Further Engineering Mathematics. Academic Press, 2001.

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