Maths Class Notes PDF
Maths Class Notes PDF
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
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:
f (x + T ) = f (x) (1.1.1)
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 + 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.
2π
(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
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
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)
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
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
Z π
1
Therefore bm = bn = f (x) sin nxdx (1.3.15)
π −π
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]
nπ
2k
= (1 − cos nπ)
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
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
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
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
nπ
= 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
nπ
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, ...
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,
4. The graph of an odd function is always symmetrical about the origin. That is, for f (x) = sin x,
we have;
• 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
nπ
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
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
2 π
Z
bn = f1 (x) sin nxdx
π 0
2 π
Z
= x sin nxdx
π 0
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,
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.
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
3π
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
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
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:
einx (1.6.3)
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
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
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
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 )
−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.
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
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
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 −∞
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) =
wπ
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]
wπ
Therefore, B(w) = 0.
gives
Z ∞
2 sin w
f (x) = [ cos wx + (0) sin wx]dw,
wπ
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.
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
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
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
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
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 )
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
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.
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
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 .
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
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)]
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
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
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).
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
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
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
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
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
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)
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
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
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
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
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
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.
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
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
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.
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
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
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
−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)
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 .
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;
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
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
(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
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
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:
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
From
r
Z Z b
dx 2 dy
f (x, y)ds = f [x(θ), y(θ)] ( ) + ( )2 dθ
C a dθ dθ
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
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:
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
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
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
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, 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
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
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
2π
= [ 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
⇒ 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
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
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.
M. R. Spiege. Schaum’s Outline of Theory and Problems of Laplace Transforms. McGraw-Hill. Inc,
1965.
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