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Module 2 - Integral Transforms

The document discusses integral transforms and provides examples of three common integral transforms: the Laplace transform, Fourier transform, and Mellin transform. It defines an integral transform as a function that maps one function space to another via integration, where properties of the original function may be easier to characterize and manipulate in the transformed space. The transforms can be inverted to map back to the original function space. Examples are provided of the kernel functions used for the Laplace, Fourier, and Mellin transforms.
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© © All Rights Reserved
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0% found this document useful (0 votes)
189 views

Module 2 - Integral Transforms

The document discusses integral transforms and provides examples of three common integral transforms: the Laplace transform, Fourier transform, and Mellin transform. It defines an integral transform as a function that maps one function space to another via integration, where properties of the original function may be easier to characterize and manipulate in the transformed space. The transforms can be inverted to map back to the original function space. Examples are provided of the kernel functions used for the Laplace, Fourier, and Mellin transforms.
Copyright
© © All Rights Reserved
Available Formats
Download as PDF, TXT or read online on Scribd
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Module 2: Integral Transforms

In Mathematics, an integral transform maps a function from its original function


space into another function space via integration, where some of the properties of the
original function might be more easily characterized and manipulated than in the original
function space. The transformed function can generally be mapped back to the original
function space using the inverse transform.
Definition: The integral transform of a function 𝑓(𝑥) denoted by I[𝑓(𝑥)], defined by
𝑥2

I[𝑓(𝑥 )] = ∫ 𝑓(𝑥 ) 𝐾(𝑠, 𝑥 )𝑑𝑥 = 𝑓 ̅(𝑠)


𝑥1

where 𝐾 (𝑠, 𝑥 ) is called kernel of the transform and is a known function of 𝑠 and 𝑥.
Examples:
1) When 𝑥1 = 0, 𝑥2 = ∞, 𝐾(𝑠, 𝑥 ) = 𝑒 −𝑠𝑥 , it leads to the Laplace transform of 𝑓(𝑥 )

𝑖. 𝑒. , 𝐿[𝑓(𝑥 )] = ∫ 𝑓(𝑥 ) 𝑒 −𝑠𝑥 𝑑𝑥 = 𝑓 ̅(𝑠).


0

2) When 𝑥1 = −∞, 𝑥2 = ∞, 𝐾(𝑠, 𝑥 ) = 𝑒 𝑖𝑠𝑥 , it leads to the Fourier transform of 𝑓(𝑥 )


𝑖. 𝑒. , 𝐹 [𝑓(𝑥 )] = ∫ 𝑓 (𝑥 ) 𝑒 𝑖𝑠𝑥 𝑑𝑥 = 𝐹 (𝑠).


−∞

3) When 𝑥1 = 0, 𝑥2 = ∞, 𝐾(𝑠, 𝑥 ) = 𝑥 𝑠−1 , it gives the Mellin transform of 𝑓(𝑥 )


𝑖. 𝑒. , 𝑀[𝑓(𝑥 )] = ∫ 𝑓(𝑥 ) 𝑥 𝑠−1 𝑑𝑥 = 𝑀(𝑠).


0
2.1: Laplace Transforms
Introduction: The knowledge of Laplace transforms has in recent years become an
essential part of mathematical background required for engineers and scientists. This is
because the transform methods provide an easy and effective means for the solution of
many problems arising in engineering.
The method of Laplace transforms has the advantage of directly giving the solution of
differential equations with given boundary values without the necessity of first finding
the general solution and then evaluating from it the arbitrary constants. Moreover, the
ready tables of Laplace transforms reduce the problem of solving differential equations
to mere algebraic manipulations.
Definition: Let 𝑓 (𝑡) be a function of 𝑡 (defined for all positive values of 𝑡). The Laplace
transform of 𝑓(𝑡), denoted by 𝐿[𝑓(𝑡)], is defined by the equation

𝐿[𝑓(𝑡)] = ∫ 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡
0

provided the integral converges. In the definition, 𝑠 is a parameter which may be a real
or complex number. 𝐿[𝑓 (𝑡)] is denoted by 𝑓 ̅(𝑠) or 𝐹 (𝑠). The symbol 𝐿 is called the
Laplace transform operator.
Remarks:
1. The Laplace transform (an integral transform) converts a function 𝑓(𝑡) into a
function 𝑓̅ (𝑠).
2. The Laplace transform technique is very useful in solving linear differential
equations with initial conditions. It is a powerful tool for solving electrical circuit
and systems problems.
Linearity Property:
If 𝑎, 𝑏 and 𝑐 are constants and 𝑓, 𝑔 and ℎ are functions of 𝑡, then

𝐿[𝑎 𝑓(𝑡) + 𝑏 𝑔(𝑡) − 𝑐 ℎ(𝑡)] = 𝑎 𝐿[𝑓(𝑡)] + 𝑏 𝐿[𝑔(𝑡)] − 𝑐 𝐿[ℎ(𝑡)]


2.1.1: Laplace Transform of Elementary Functions
𝟏 𝒌
1. 𝑳[𝟏] = & 𝑳[𝒌] = (where 𝒌 is any constant)
𝒔 𝒔
2 −5
Examples: 𝐿[2] = , 𝐿[−5] =
𝑠 𝑠
𝟏 𝟏
2. 𝑳[𝒆𝒂𝒕 ] = & 𝑳[𝒆−𝒂𝒕 ] =
𝒔−𝒂 𝒔+𝒂
1 1
Examples: 𝐿[𝑒 2𝑡 ] = , 𝐿[𝑒 −3𝑡 ] =
𝑠−2 𝑠+3
𝒂 𝒔
3. 𝑳[𝐬𝐢𝐧 𝒂𝒕] = 𝟐 & 𝑳[𝐜𝐨𝐬 𝒂𝒕] =
𝒔 + 𝒂𝟐 𝒔𝟐 + 𝒂 𝟐
2 2
Examples: 𝐿[sin 2𝑡] = 2 =
𝑠 + 22 𝑠 2 + 4
𝑠 𝑠
𝐿[cos 𝑡] = 2 =
𝑠 + 12 𝑠 2 + 1
𝒂 𝒔
4. 𝑳[𝐬𝐢𝐧𝐡 𝒂𝒕] = 𝟐 & 𝑳 [𝐜𝐨𝐬𝐡 𝒂𝒕 ] =
𝒔 − 𝒂𝟐 𝒔𝟐 − 𝒂 𝟐
1 1
Examples: 𝐿[sinh 𝑡] = 2 =
𝑠 − 12 𝑠 2 − 1
𝑠 𝑠
𝐿[cosh 2𝑡] = 2 =
𝑠 − 22 𝑠 2 − 4
𝒏!
5. 𝑳[𝒕𝒏 ] = 𝒏+𝟏 , if 𝒏 is a positive integer
𝒔
1! 1 3! 6
Examples: 𝐿[𝑡] = 1+1 = 2 , 𝐿[𝑡 3 ] = 3+1 = 4
𝑠 𝑠 𝑠 𝑠
𝚪 (𝒏 + 𝟏 )
6. 𝑳[𝒕𝒏 ] = , 𝐢𝐟 𝒏 is real number
𝒔𝒏+𝟏
1 1
1 Γ (− + 1) Γ ( ) √𝜋
Examples: 𝐿 [𝑡 −2 ] = 2 = 2 =
1 1 1
− +1
𝑠 2 𝑠2 𝑠2
1 3 1
Γ ( + 1) Γ ( ) √𝜋 √𝜋/2
1/2
𝐿[𝑡 ] = 2 2 2
= 3 = 3 = 3
1
+1
𝑠2 𝑠2 𝑠2 𝑠2
3 5 31
Γ ( + 1) Γ ( ) √𝜋 3√𝜋/4
3/2
𝐿[𝑡 ] = 2 = 2 = 2 2 =
3 5 5 5
𝑠 2+1 𝑠2 𝑠2 𝑠2
PROBLEMS
1) Find the Laplace transform of 𝑒 + 4𝑡 3 − 2 sin 3𝑡 + 3 cos 3𝑡.
2𝑡

1 24 3𝑠−6
Answer: 𝐿[𝑒 2𝑡 + 4𝑡 3 − 2 sin 3𝑡 + 3 cos 3𝑡] = + +
𝑠−2 𝑠4 𝑠 2 +9

2) Find the Laplace transform of 3 cosh 5𝑡 − 4 sinh 5𝑡.


3𝑠−20
Answer: 𝐿[3 cosh 5𝑡 − 4 sinh 5𝑡] =
𝑠 2 −25

3) Find the Laplace transform of sin 2𝑡 sin 3𝑡.


1 𝑠 𝑠
Answer: 𝐿[sin 2𝑡 sin 3𝑡] = [ − ]
2 𝑠 2 +1 𝑠 2 +25

4) Find the Laplace transform of cos 2 2𝑡.


1 1 𝑠
Answer: 𝐿[cos 2 2𝑡] = [ + ]
2 𝑠 𝑠 2 +16

5) Find the Laplace transform of (sin 𝑡 − cos 𝑡)2 .


1 2
Answer: 𝐿[(𝑠𝑖𝑛𝑡 − 𝑐𝑜𝑠𝑡)2 ] = −
𝑠 𝑠 2 +4

6) Find the Laplace transform of cos(2𝑡 + 3).


𝑠 cos 3−2 sin 3
Answer: 𝐿[cos(2𝑡 + 3)] =
𝑠 2 +4
3
7) Find the Laplace transform of 1 + 2√𝑡 + .
√𝑡
3 1 √𝜋 3√ 𝜋
Answer: 𝐿 [1 + 2√𝑡 + ]= + 3 + 1
√𝑡 𝑠
𝑠2 𝑠2

2.1.2: Properties of Laplace Transforms


Property 1: [First Shifting Property]
If 𝐿[𝑓(𝑡)] = 𝑓 ̅(𝑠), then 𝐿[𝑒 𝑎𝑡 𝑓(𝑡)] = 𝑓 ̅(𝑠 − 𝑎).
Or
If 𝐿[𝑓(𝑡)] = 𝑓 ̅(𝑠), then 𝐿[𝑒 𝑎𝑡 𝑓(𝑡)] = [𝑓 ̅(𝑠)]𝑠⟶𝑠−𝑎 (𝑠 is replaced by 𝑠 − 𝑎)
Or
𝐿[𝑒 𝑎𝑡 𝑓(𝑡)] = [𝐿{𝑓 (𝑡)}]𝑠⟶𝑠−𝑎

PROBLEMS
−3𝑡 (
1) Find the Laplace transform of 𝑒 2 cos 5𝑡 − 3 sin 5𝑡).
2𝑠−9
Answer: Let 𝐿[𝑒 −3𝑡 (2 cos 5𝑡 − 3 sin 5𝑡)] =
𝑠 2 +6𝑠+34

2) Find the Laplace transform of 𝑒 2𝑡 cos 2 𝑡.


1 1 𝑠−2
Answer: 𝐿[𝑒 2𝑡 cos 2 𝑡] = [ + ]
2 𝑠−2 (𝑠−2)2 +4

3) Find the Laplace transform of 𝑡 2 𝑒 −2𝑡 .


2
Answer: 𝐿[𝑒 −2𝑡 𝑡 2 ] =
(𝑠+2)3

4) Find the Laplace transform of cosh 𝑎𝑡 sin 𝑎𝑡.


𝑎 1 1
Answer: 𝐿[cosh 𝑎𝑡 sin 𝑎𝑡] = [ 2 + ]
2 (𝑠−𝑎)2 +𝑎 (𝑠+𝑎)2 +𝑎2

Property 2: [Multiplication by 𝒕𝒏 property]


𝑑𝑛
If 𝐿[𝑓(𝑡)] = 𝑓 ̅(𝑠), then 𝐿[𝑡 𝑛 𝑓(𝑡)] = (−1)𝑛 𝑛
[𝑓 ̅(𝑠)], where 𝑛 = 1, 2, 3 …
𝑑𝑠
Or

𝑛
𝑑𝑛
𝐿[𝑡 𝑓(𝑡)] = (−1 )𝑛 [𝐿{𝑓(𝑡)}], where 𝑛 = 1, 2, 3 …
𝑑𝑠 𝑛

PROBLEMS
1) Find the Laplace transform of 𝑡 cos 2𝑡.
𝑠 2 −4
Answer: 𝐿[𝑡 cos 2𝑡] = (𝑠2
+4)2

2) Find the Laplace transform of 𝑡 2 sin 𝑡.


2(3𝑠2 −1)
Answer: 𝐿[𝑡 2 sin 𝑡] = (𝑠2 +1)3

3) Find the Laplace transform of 𝑡𝑒 −𝑡 sin 3𝑡


6(𝑠+1)
Answer: 𝐿[𝑒 −𝑡 𝑡 sin 3𝑡] =
(𝑠2 +2𝑠+10)2

4) Find the Laplace transform of 𝑡 4 𝑒 −3𝑡


24
Answer: 𝐿[𝑒 −3𝑡 𝑡 4 ] = (𝑠+3)5

Property 3: [Division by 𝒕 property]



1
If 𝐿[𝑓(𝑡)] = 𝑓 ̅(𝑠), then 𝐿 [ 𝑓 (𝑡)] = ∫ 𝑓 ̅(𝑠)𝑑𝑠 provided the integral exists
𝑡 𝑠

Or

1
𝐿 [ 𝑓 (𝑡)] = ∫ [𝐿{𝑓 (𝑡)}]𝑑𝑠
𝑡 𝑠
PROBLEMS
1−𝑒 𝑡
1) Find the Laplace transform of
𝑡
1−𝑒 𝑡 𝑠−1 1−𝑒 𝑡 1
Answer: 𝐿 [ ] = log ( ) or 𝐿[ ] = log (1 − )
𝑡 𝑠 𝑡 𝑠
cos 2𝑡−cos 3𝑡
2) Find the Laplace transform of
𝑡

cos 2𝑡−cos 3𝑡 𝑠 2 +9
Answer: 𝐿 [ ] = log (√ )
𝑡 𝑠 2 +4

𝑒 −3𝑡 −𝑒 −4𝑡
3) Find the Laplace transform of
𝑡
𝑒 −3𝑡 −𝑒 −4𝑡 𝑠+4
Answer: 𝐿 [ ] = log ( )
𝑡 𝑠+3

2.1.3: Laplace Transform of Unit Step Functions


Definition: The unit step function 𝑢(𝑡 − 𝑎) is defined as follows
0 𝑓𝑜𝑟 𝑡 < 𝑎
𝑢 (𝑡 − 𝑎 ) = {
1 𝑓𝑜𝑟 𝑡 ≥ 𝑎
where 𝑎 is always positive. Unit step function is also called as Heaviside’s unit function
& denoted by 𝐻(𝑡 − 𝑎).

𝑒 −𝑎𝑠
Laplace transform of unit function: 𝐿[𝑢(𝑡 − 𝑎)] = .
𝑠
𝑒−2𝑠 𝑒−𝑠 𝑒−𝜋𝑠
Examples: 𝐿[𝑢(𝑡 − 2)] = , 𝐿[𝑢(𝑡 − 1)] = , 𝐿[𝑢(𝑡 − 𝜋)] =
𝑠 𝑠 𝑠

Second shifting property:


If 𝐿[𝑓(𝑡)] = 𝑓 ̅(𝑠), then 𝐿[𝑓(𝑡 − 𝑎)𝑢(𝑡 − 𝑎)] = 𝑒 −𝑎𝑠 𝑓 ̅(𝑠).
NOTE:
𝑓 (𝑡 ), 𝑡 ≤ 𝑎
1) If 𝑓(𝑡) = { 1 , then 𝑓(𝑡) = 𝑓1 (𝑡) + [𝑓2 (𝑡) − 𝑓1 (𝑡)]𝑢(𝑡 − 𝑎)
𝑓2 (𝑡), 𝑡 > 𝑎
𝑓1 (𝑡), 𝑡≤𝑎
2) If 𝑓(𝑡) = { 𝑓2 (𝑡), 𝑎 < 𝑡 ≤ 𝑏 ,
𝑓3 (𝑡), 𝑡>𝑏
then 𝑓 (𝑡) = 𝑓1 (𝑡) + [𝑓2 (𝑡) − 𝑓1 (𝑡)]𝑢(𝑡 − 𝑎) + [𝑓3 (𝑡) − 𝑓2 (𝑡)]𝑢(𝑡 − 𝑏)

PROBLEMS
I. Find the Laplace transform of the following functions
1) 𝑒 𝑡−1 𝑢(𝑡 − 1)
𝑒 −𝑠
Answer: 𝐿[𝑒 𝑡−1 𝑢(𝑡 − 1)] =
𝑠−1

2) 𝑡 2 𝑢(𝑡 − 3)
2 6 9
Answer: 𝐿[𝑡 2 𝑢(𝑡 − 3)] = 𝑒 −3𝑠 ( 3 + + )
𝑠 𝑠2 𝑠

II. Express the following functions in terms of unit step function and hence find
their Laplace transform.
𝑡 2 𝑓𝑜𝑟 0 < 𝑡 ≤ 1
1) 𝑓(𝑡) = {
4𝑡 𝑓𝑜𝑟 𝑡>1
2 2 2 3
Answer: 𝐿[𝑓(𝑡)] = + 𝑒 −𝑠 (− + + )
𝑠3 𝑠3 𝑠2 𝑠

𝑡 2, 0<𝑡<2
2) 𝑓(𝑡) = {4𝑡, 2<𝑡≤4
8, 𝑡>4
2 4 2 4 8
Answer: 𝐿[𝑓(𝑡)] = + 𝑒−2𝑠 ( − 3 ) + 𝑒−4𝑠 (− − )
𝑠3 𝑠 𝑠 𝑠2 𝑠

sin 𝑡 , 0≤𝑡<𝜋
3) 𝑓(𝑡) = {sin 2𝑡 , 𝜋 ≤ 𝑡 < 2𝜋
sin 3𝑡 , 𝑡 ≥ 2𝜋
1 2 1 3 2
Answer: 𝐿[𝑓(𝑡)] = + 𝑒 −𝜋𝑠 ( + ) + 𝑒 −2𝜋𝑠 ( − )
𝑠 2 +1 𝑠 2 +4 𝑠 2 +1 𝑠 2 +9 𝑠 2 +4
2.1.4: Inverse Laplace Transforms
Definition: If 𝐿[𝑓(𝑡)] = 𝑓 ̅(𝑠), then 𝑓(𝑡) is called the inverse Laplace transform of
𝑓 ̅(s) and we write symbolically 𝐿−1 [𝑓 ̅(𝑠)] = 𝑓(𝑡) where 𝐿−1 is called the inverse
Laplace transformation operator.
Linearity Property:
If 𝑓1̅ (𝑠) and 𝑓2̅ (𝑠) are the Laplace transforms of 𝑓1 (𝑡) and 𝑓2 (𝑡) respectively, then
𝐿−1 [𝑐1 𝑓1̅ (𝑠) ± 𝑐2 𝑓2̅ (𝑠)] = 𝑐1 𝐿−1 [𝑓1̅ (𝑠)] ± 𝑐2 𝐿−1 [𝑓2̅ (𝑠)] = 𝑐1 𝑓1 (𝑡) ± 𝑐2 𝑓2 (𝑡)
where 𝑐1 and 𝑐2 are any constants.

2.1.5: Inverse Laplace Transform of Standard Functions


𝟏 𝒌
1. 𝑳−𝟏 [ ] = 𝟏 & 𝑳−𝟏 [ ] = 𝒌 (where 𝒌 is any constant)
𝒔 𝒔
3 −7
Examples: 𝐿−1 [ ] = 3 , 𝐿−1 [ ] = −7
𝑠 𝑠
𝟏 𝟏
2. 𝑳−𝟏 [ ] = 𝒆𝒂𝒕 & 𝑳−𝟏 [ ] = 𝒆−𝒂𝒕
𝒔−𝒂 𝒔+𝒂
1 1
Examples: 𝐿−1 [ ] = 𝑒 2𝑡 , 𝐿−1 [ ] = 𝑒 −5𝑡
𝑠−2 𝑠+5
𝟏 𝟏 𝒔
3. 𝑳−𝟏 [ 𝟐 ] = 𝐬𝐢𝐧 𝒂𝒕 & 𝑳 −𝟏
[ ] = 𝐜𝐨𝐬 𝒂𝒕
𝒔 + 𝒂𝟐 𝒂 𝒔𝟐 + 𝒂 𝟐
1 1 1
Examples: 𝐿−1 [ 2 ] = 𝐿−1 [ 2 ] = sin 3𝑡
𝑠 +9 𝑠 + 32 3
1 1 1
𝐿−1 [ ] = 𝐿−1
[ ] = sin √5𝑡
𝑠2 + 5 𝑠 2 + (√5)2 √5
𝑠 𝑠
𝐿−1 [ ] = 𝐿−1
[ ] = cos 2𝑡
𝑠2 + 4 𝑠 2 + 22
𝑠 𝑠
𝐿−1 [ ] = 𝐿−1
[ ] = cos √3𝑡
𝑠2 + 3 𝑠 2 + (√3)2
𝟏 𝟏 𝒔
4. 𝑳−𝟏 [ ] = 𝐬𝐢𝐧𝐡 𝒂𝒕 & 𝑳 −𝟏
[ ] = 𝐜𝐨𝐬𝐡 𝒂𝒕
𝒔𝟐 − 𝒂𝟐 𝒂 𝒔𝟐 − 𝒂 𝟐
1 1 1
Examples: 𝐿−1 [ 2 ] = 𝐿−1 [ 2 ] = sinh 2𝑡
𝑠 −4 𝑠 − 22 2
1 1 1
𝐿−1 [ 2 ] = 𝐿−1 [ ]= sinh √3𝑡
𝑠 −3 𝑠 2 − (√3)2 √3
𝑠 𝑠
𝐿−1 [ ] = 𝐿−1
[ ] = cosh 3𝑡
𝑠2 − 9 𝑠 2 − 32
𝑠 𝑠
𝐿−1 [ ] = 𝐿−1
[ ] = cosh √5𝑡
𝑠2 − 5 𝑠 2 − (√5)2

−𝟏
𝟏 𝒕𝒏−𝟏
5. 𝑳 [ 𝒏] = , if 𝒏 is a positive integer
𝒔 (𝒏 − 𝟏 )!

−1
1 𝑡 2−1 𝑡 −1
1 𝑡 4−1 𝑡3 𝑡3
Examples: 𝐿 [ 2] = = =𝑡 , 𝐿 [ 4] = = =
𝑠 (2 − 1)! 1 𝑠 (4 − 1)! 3! 6

2.1.6: Methods of Finding Inverse Laplace Transforms


Method 1: [Direct Method]
PROBLEMS
2 5𝑠
1) Find the inverse Laplace transform of + 2 .
𝑠+3 𝑠 +9
2 5𝑠
Answer: 𝐿−1 [ + ] = 2𝑒 −3𝑡 + 5 cos 3𝑡
𝑠+3 𝑠 2 +9
𝑠 2 − 3𝑠 + 4
2) Find the inverse Laplace transform of .
𝑠3
𝑠 2 − 3𝑠 + 4
Answer: 𝐿−1 [ ] = 1 − 3𝑡 + 2𝑡 2
𝑠3
5 4𝑠
3) Find the inverse Laplace transform of + .
2𝑠−3 9−𝑠2
3
−1 5 4𝑠 5 𝑡
Answer: 𝐿 [ + ]= 𝑒 2 − 4 cosh 3𝑡
2𝑠−3 9−𝑠2 2
2𝑠−5
4) Find the inverse Laplace transform of .
4𝑠 2 +25
2𝑠−5 1 5 5
Answer: 𝐿−1 [ ] = [cos ( 𝑡) − sin ( 𝑡)]
4𝑠 2 +25 2 2 2

Method 2: [Shifting Property]


If 𝐿−1 [𝑓(̅ 𝑠)] = 𝑓(𝑡), then 𝐿−1 [𝑓 ̅(𝑠 − 𝑎)] = 𝑒 𝑎𝑡 𝐿−1 [𝑓 ̅(𝑠)] = 𝑒 𝑎𝑡 𝑓(𝑡)
Or
If 𝐿−1 [𝑓(̅ 𝑠)] = 𝑓(𝑡), then 𝐿−1 [𝑓 ̅(𝑠 + 𝑎)] = 𝑒 −𝑎𝑡 𝐿−1 [𝑓(̅ 𝑠)] = 𝑒 −𝑎𝑡 𝑓(𝑡)
PROBLEMS
1
1) Find the inverse Laplace transform of (𝑠+2)2.
1
Answer: 𝐿−1 [(𝑠+2)2] 𝑒 −2𝑡 𝑡
𝑠
2) Find the Inverse Laplace transform of .
(𝑠−3)5

𝑠 𝑡3 𝑡4
Answer: 𝐿−1 [ 5] = 𝑒
3𝑡
( + )
(𝑠−3) 6 8
3𝑠+1
3) Find the Inverse Laplace transform of .
(𝑠+1)4

3𝑠+1 3𝑡 2 𝑡3
Answer: 𝐿−1 [ 4] = 𝑒
−𝑡
( − )
(𝑠+1) 2 3
𝑠+3
4) Find the inverse Laplace transform of .
𝑠 2 −4𝑠+13
𝑠+3 5
Answer: 𝐿−1 [ ] = 𝑒 𝑎𝑡 𝑓(𝑡) = 𝑒 2𝑡 (cos 3𝑡 + sin 3𝑡)
𝑠2 −4𝑠+13 3

Method 3: [Inverse Laplace Transform Using Derivatives]


𝑑
If 𝐿−1 [𝑓(̅ 𝑠)] = 𝑓(𝑡), then 𝐿−1 [− {𝑓 ̅(𝑠)}] = 𝑡𝑓(𝑡)
𝑑𝑠

Or
If 𝐿−1 [𝑓(̅ 𝑠)] = 𝑓(𝑡), then 𝐿−1 [−𝑓 ̅′ (𝑠)] = 𝑡𝑓 (𝑡)
NOTE: This method is used to find inverse Laplace transform of logarithmic functions
and inverse functions.
PROBLEMS
𝑠+1
1) Find the inverse Laplace transform of log ( ).
𝑠−1
𝑠+1 𝑒 𝑡 −𝑒 −𝑡
Answer: 𝐿−1 [log ( )] =
𝑠−1 𝑡
𝑠 2 +1
2) Find the inverse Laplace transform of log ( ).
𝑠 2 +4
𝑠 2 +1 2(cos 2𝑡−cos 𝑡)
Answer: 𝐿−1 [log ( )] =
𝑠 2 +4 𝑡
𝑠 2 +1
3) Find the inverse Laplace transform of log ( ).
𝑠(𝑠+1)

𝑠 2 +1 1+𝑒 −𝑡 −2 cos 𝑡
Answer: 𝐿−1 [log ( )] =
𝑠(𝑠+1) 𝑡
1
4) Find the inverse Laplace transform of tan−1 ( ).
𝑠
1 sin 𝑡
Answer: 𝐿−1 [tan−1 ( )] =
𝑠 𝑡
Method 4: [Partial Fraction Method]
By partial fraction, we have
1 𝐴 𝐵
1. (𝑠+𝑎)(𝑠+𝑏)
= (𝑠+𝑎) + (𝑠+𝑏)
1 𝐴 𝐵 𝐶
2. (𝑠+𝑎)(𝑠+𝑏)2
= (𝑠+𝑎) + (𝑠+𝑏) + (𝑠+𝑏)2
1 𝐴 𝐵𝑠+𝐶
3. = +
(𝑠+𝑎)(𝑠2 +𝑏𝑠+𝑐) (𝑠+𝑎) (𝑠2 +𝑏𝑠+𝑐)

PROBLEMS
2𝑠 2 −6𝑠+5
1) Find the Inverse Laplace transform of .
(𝑠−1)(𝑠−2)(𝑠−3)

2𝑠 2 −6𝑠+5 1 5
Answer: 𝐿−1 [ ] = 𝑒 𝑡 − 𝑒 2𝑡 + 𝑒 3𝑡
(𝑠−1)(𝑠−2)(𝑠−3) 2 2
𝑠−1
2) Find the Inverse Laplace transform of .
𝑠 2 +3𝑠+2
𝑠−1
Answer: 𝐿−1 [ ] = 3𝑒 −2𝑡 − 2𝑒 −𝑡
𝑠 2 +3𝑠+2
4𝑠+5
3) Find the Inverse Laplace transform of .
(𝑠+2)(𝑠−1)2

4𝑠+5 1 1
Answer: 𝐿−1 [ ] = ( + 3𝑡) 𝑒 𝑡 − 𝑒 −2𝑡
(𝑠+2)(𝑠−1)2 3 3
𝑠
4) Find the Inverse Laplace transform of (𝑠−3)(𝑠2 .
+4)

𝑠 1
Answer: 𝐿−1 [(𝑠−3)(𝑠2 ]= [3𝑒 3𝑡 − 3 cos 2𝑡 + 2 sin 2𝑡]
+4) 13

2.1.7: Convolution
Definition: The convolution of two functions 𝑓 (𝑡) & 𝑔(𝑡) usually denoted by 𝑓 (𝑡 ) ∗
𝑔(𝑡) is defined in the form of an integral as follows
𝑡
𝑓 (𝑡) ∗ 𝑔(𝑡) = ∫ 𝑓(𝑢)𝑔(𝑡 − 𝑢)𝑑𝑢
0

NOTE: Convolution operation ‘∗’ is commutative i.e., 𝑓 (𝑡) ∗ 𝑔(𝑡) = 𝑔(𝑡) ∗ 𝑓(𝑡).
Convolution Theorem: If 𝐿−1 [𝑓(̅ 𝑠)] = 𝑓(𝑡) & 𝐿−1 [𝑔̅ (𝑠)] = 𝑔(𝑡), then
𝑡
𝐿 [𝑓(̅ 𝑠) 𝑔̅ (𝑠)] = ∫ 𝑓(𝑢)𝑔(𝑡 − 𝑢)𝑑𝑢 = 𝑓(𝑡) ∗ 𝑔(𝑡)
−1
0

Or
𝑡
𝐿 [𝑓(̅ 𝑠) 𝑔̅ (𝑠)] = ∫ 𝑓(𝑡 − 𝑢)𝑔(𝑢)𝑑𝑢 = 𝑓(𝑡) ∗ 𝑔(𝑡)
−1
0
PROBLEMS
1
1) Apply convolution theorem to find inverse Laplace transform of .
𝑠(𝑠2 +4)
1 1
Answer: 𝐿−1 [ ] = [1 − cos 2𝑡]
𝑠(𝑠2 +4) 4
𝑠
2) Use convolution theorem to find inverse Laplace transform of (𝑠2 .
+𝑎2 )2
𝑠 1
Answer: 𝐿−1 [(𝑠2 ]= 𝑡 sin 𝑎𝑡
+𝑎2 )2 2𝑎
𝑠
3) Using convolution theorem find inverse Laplace transform of (𝑠+2)(𝑠2 .
+9)
𝑠 1
Answer: 𝐿−1 [ ]= (2 cos 3𝑡 + 3 sin 3𝑡 − 2𝑒 −2𝑡 )
(𝑠+2)(𝑠2 +9) 13

2.1.8: Application of Laplace Transform to Differential Equations


Laplace transform method of solving differential equations yields particular solution
without the necessity of first finding the general solution and then evaluating the
arbitrary constants. In general, this method is shorter than our earlier methods and is
specially useful for solving linear differential equations with constant coefficients.
Working Procedure to solve linear differential equation with constant coefficient by
Laplace transform method.
 Take the Laplace transform of both sides of the differential equation and use the
following formulae then the given initial conditions
𝑳[𝒚′ (𝒕)] = 𝒔𝒚
̅ (𝒔 ) − 𝒚 (𝟎 )
𝑳[𝒚′′ (𝒕)] = 𝒔𝟐 𝒚
̅(𝒔) − 𝒔𝒚(𝟎) − 𝒚′ (𝟎)
𝑳[𝒚′′′ (𝒕)] = 𝒔𝟑 𝒚
̅(𝒔) − 𝒔𝟐 𝒚(𝟎) − 𝒔𝒚′ (𝟎) − 𝒚′′ (𝟎)
In general,
𝑳[𝒚𝒏 (𝒕)] = 𝒔𝒏 𝒚
̅(𝒔) − 𝒔𝒏−𝟏 𝒚(𝟎) − 𝒔𝒏−𝟐 𝒚′ (𝟎) − ⋯ − 𝒚𝒏−𝟏 (𝟎)
where 𝒚
̅(𝒔) = 𝑳[𝒚(𝒕)]
 Transpose the terms with minus sign to the RHS.
 Divide by the coefficient of 𝑦̅, getting 𝑦̅ as a known function of 𝑠.
 Take the inverse transform of both sides and use appropriate method to find inverse
Laplace transform. This gives 𝑦 as a function of 𝑡 which is desired solution satisfying
the given conditions.
PROBLEMS
𝑑𝑦
1) Use Laplace transform method to solve + 𝑦 = 𝑡𝑒 −𝑡 with 𝑦(0) = 2.
𝑑𝑡
𝑡2
Answer: 𝑦(𝑡) = 𝑒 −𝑡 (2 + )
2
𝑑2 𝑦 𝑑𝑦
2) Use Laplace transform technique to solve +4 + 3𝑦 = 𝑒 −𝑡 with 𝑦(0) = 0 and
𝑑𝑡 2 𝑑𝑡

𝑦 ′ (0) = 0.
𝑡 1 1
Answer: 𝑦(𝑡) = ( − ) 𝑒 −𝑡 + 𝑒 −3𝑡
2 4 4
𝑑2 𝑦
3) Apply Laplace transform method to solve − 𝑦 = 𝑡 with 𝑦(0) = 𝑦 ′ (0) = 0.
𝑑𝑡 2

Answer: 𝑦(𝑡) = sinh 𝑡 − 𝑡


𝑑2 𝑥 𝑑𝑥
4) Apply Laplace transform technique to solve −2 + 𝑥 = 𝑒 𝑡 with 𝑥 = 2,
𝑑𝑡 2 𝑑𝑡
𝑑𝑥
= −1 at 𝑡 = 0.
𝑑𝑡
𝑡2
Answer: 𝑥(𝑡) = (2 − 3𝑡 + ) 𝑒 𝑡
2

Engineering Application of Laplace Transform


LC Circuit: An alternating electromotive force 𝐸𝑠𝑖𝑛 𝜔𝑡 is applied to an inductance L
and capacitance C in series, show that by using Laplace transform method that the
𝐸𝜔 1
current in the circuit is (𝑐𝑜𝑠 𝜔𝑡 − 𝑐𝑜𝑠 𝑝𝑡) where 𝑝2 = .
𝐿(𝑝2 −𝜔2 ) 𝐿𝐶

Solution: Let 𝑖 be a current and 𝑞 be the charge in the circuit, then its differential
equation is
𝑑𝑖 𝑞
𝐋 + = 𝑬 sin 𝜔𝑡
𝑑𝑡 𝑪
𝑞
𝐋 i′ (t) + = 𝑬 sin 𝜔𝑡
𝑪
Taking the Laplace transform of both the sides and using 𝑖 = 0 & 𝑞 = 0 𝑎𝑡 𝑡 = 0
(initially) the above reduces to
1 𝑬𝜔
𝐋 𝑠 𝑖̇(̅ 𝑠) + 𝐿 [𝑞 ] = 2 − − − −(1)
𝑪 𝑠 + 𝜔2
𝑑𝑞
Also, we have 𝑖 = ⟹ 𝐿[𝑖(𝑡)] = 𝐿[𝑞′ (𝑡)] ⟹ 𝑖̇(̅ 𝑠) = 𝑠𝐿[𝑞] − 𝑞 (0)
𝑑𝑡
𝒊̇(̅ 𝒔)
⟹ 𝑖̇(̅ 𝑠) = 𝑠𝐿[𝑞] − 0 ⟹ 𝑳[𝒒] =
𝒔
Now equation (1) become
𝑬𝜔 𝑠 1
𝑖̇(̅ 𝑠) = 𝑤ℎ𝑒𝑟𝑒 𝑝2 =
𝐋 (s 2 + p2 )(𝑠 2 + 𝜔 2 ) 𝐋𝑪
Take the inverse Laplace transform of both sides and
𝑬𝜔 𝑠
𝐿−1 [𝑖̇(̅ 𝑠)] = 𝑖 (𝑡) = 𝐿−1 [ ]
𝐋 (s 2 + p2 )(𝑠 2 + 𝜔 2 )
𝑬𝜔 −1 𝑠
𝑖 (𝑡 ) = 𝐿 [ 2 ] − − − −(2)
𝐋 (s + p2 )(𝑠 2 + 𝜔 2 )
By partial fraction, we get
𝑠 cos 𝜔𝑡 − cos 𝑝𝑡
∴ 𝐿−1 [ ] =
(s 2 + p2 )(𝑠 2 + 𝜔 2 ) 𝑝2 − 𝜔 2
Using above result in (2), we get
𝑬𝜔 cos 𝜔𝑡 − cos 𝑝𝑡
𝑖 (𝑡 ) = [ ]
𝐋 𝑝2 − 𝜔 2
𝑬𝝎
𝑻𝒉𝒖𝒔 𝒊(𝒕) = (𝐜𝐨𝐬 𝝎𝒕 − 𝐜𝐨𝐬 𝒑𝒕).
𝐋(𝒑𝟐 −𝝎𝟐 )
ADDITIONAL PROBLEMS
I. Find the Laplace transform of the following functions:
1. sin(𝑎 + 𝑏𝑡)
2. sin 3𝑡 cos 2𝑡
3. cos 3𝑡 cos 2𝑡
4. sin2 2𝑡
5. sin 2𝑡 cos 2𝑡
6. 4𝑡 − 3
7. 3𝑒 − 2𝑡
8. 3 sinh 2𝑡

II. Find the Laplace transform of the following functions:


1. 𝑒 2𝑡 (3𝑡 2 − cos 4𝑡)
2. 𝑒 −𝑡 sin2 3𝑡
3. sinh 3𝑡 cos 2 𝑡
4. 𝑡 3 cosh 𝑡
5. 𝑡 5 𝑒 4𝑡 cosh 3𝑡
6. cosh 𝑡 cos 𝑡
7. sinh 𝑡 cos 2𝑡
8. 𝑒 3𝑡 (2𝑡 + 5)2
9. √𝑡 𝑒 3𝑡
10. 𝑒 −𝑎𝑡 sinh 𝑏𝑡

III. Find the Laplace transform of the following functions:


1. 𝑡 sin2 𝑡
2. 𝑡 2 cos 𝑎𝑡
3. 𝑡 𝑒 −2𝑡 sin 4𝑡

IV. Find the Laplace transform of the following functions:


sin 𝑡
1.
𝑡
sin2 𝑡
2.
𝑡
sin 3𝑡 sin 𝑡
3.
𝑡
𝑒 𝑎𝑡 −cos 𝑏𝑡
4.
𝑡

𝑒 −𝑎𝑡 −𝑒 −𝑏𝑡
5.
𝑡
1−cos 3𝑡
6.
𝑡
cos 2𝑡−cos 3𝑡
7. 2𝑡 + + 𝑡 sin 𝑡
𝑡

V. Find the Laplace transform of the following functions:


1. (𝑡 − 3) 𝑢(𝑡 − 3)
2. (1 + 2𝑡 − 3𝑡 2 ) 𝑢(𝑡 − 2)
3. (𝑡 − 1)2 𝑢(𝑡 − 1)
4. sin[𝜋(𝑡 − 1)] 𝑢(𝑡 − 1)

VI. Express the following functions in terms of unit step function and hence find
their Laplace transform:
𝑡 − 1 𝑓𝑜𝑟 1 < 𝑡 < 2
1. 𝑓(𝑡) = {
3 − 𝑡 𝑓𝑜𝑟 2 < 𝑡 < 3
𝑐𝑜𝑠 𝑡, 0<𝑡<𝜋
2. 𝑓(𝑡) = { 1, 𝜋 < 𝑡 < 2𝜋
𝑠𝑖𝑛 𝑡, 𝑡 > 2𝜋
cos 𝑡 , 0<𝑡<𝜋
3. 𝑓(𝑡) = {cos 2𝑡 , 𝜋 < 𝑡 < 2𝜋
cos 3𝑡 , 𝑡 > 2𝜋
0, 0<𝑡<1
4. 𝑓(𝑡) = {𝑡 − 1, 1 < 𝑡 < 2
1, 𝑡>2

VII. Find the inverse Laplace transform of the following functions:


2s+5
1.
s2 +4
3𝑠 2 +4
2.
𝑠5
1
3.
3𝑠 2 +16
2𝑠+ 3
4.
𝑠 2 −8
3𝑠−4
5.
16−𝑠2
1 3 4
6. + −
𝑠+2 2𝑠+5 3𝑠−2

VIII. Find the inverse Laplace transform of the following functions:


𝑠
1.
(𝑠+2)2
𝑠
2.
𝑠 2 +4𝑠+5
𝑠+2
3.
𝑠 2 −2𝑠+5
2𝑠
4.
𝑠 2 +2𝑠+5

IX. Find the inverse Laplace transform of the following functions:


𝑠+6
1. log ( )
𝑠+2
𝑠+1
2. log ( )
𝑠2
𝑠 2 +1
3. log ((𝑠−1)2)
2
4. tan−1 ( )
𝑠
𝑠
5. cot −1 ( )
𝑎

X. Find the inverse Laplace transform of the following functions:


𝑠
1.
(𝑠+2)(𝑠+3)
1−7𝑠
2.
(𝑠−3)(𝑠−1)(𝑠+2)

𝑠 2 +𝑠−2
3.
𝑠(𝑠+3)(𝑠−2)
1
4.
(𝑠+2)(𝑠+1)2
1
5.
(𝑠−1)(𝑠 2 +1)
XI. Find the inverse Laplace transform of the following functions using
convolution theorem:
1
1.
𝑠(𝑠 2 +𝑎2 )
𝑠
2. (𝑠2 +4)2
1
3. (𝑠2 +1)(𝑠2 +9)

𝑠2
4.
(𝑠2 +𝑎2 )(𝑠2 +𝑏2 )
1
5.
(𝑠−1)(𝑠 2 +1)
2
6.
𝑠 2 (𝑠2 +4)

XII. Apply Laplace transform method to solve the following ODE:


𝑑𝑦
1. + 𝑦 = sin 𝑡 with 𝑦(0) = 0.
𝑑𝑡
𝑑2 𝑦
2. + 𝑦 = 𝑡 with 𝑦(0) = 𝑦 ′ (0) = 0.
𝑑𝑡 2

3. 𝑦 ′′ − 3𝑦 ′ − 4𝑦 = 2 𝑒 −𝑡 with 𝑦(0) = 1 and 𝑦 ′ (0) = 1.


𝑑2 𝑦 𝑑𝑦
4. +4 + 3𝑦 = 10𝑒 −𝑡 sin 𝑡 with 𝑦(0) = 0 and 𝑦 ′ (0) = 0.
𝑑𝑡 2 𝑑𝑡

5. 𝑦 ′′′ + 2𝑦 ′′ − 𝑦 ′ − 2𝑦 = 0 given 𝑦(0) = 𝑦 ′ (0) = 0 and 𝑦 ′′ (0) = 6.


2.2: Fourier Transforms
INTRODUCTION: The Fourier Transform provides a frequency domain
representation of the original signal. It is expansion of Fourier Series to the non-
periodic signals. The Fourier transform of a function of time is a complex-valued
function of the frequency, whose magnitude (absolute value) represents the amount of
that frequency present in the original function. The Fourier transform is not limited to
functions of time, but the domain of the original function is commonly referred to as
the time domain. Fourier Transform is useful in the study of solution of partial
differential equations associated with initial boundary value problems. Fourier
Transform methods have long been proved to extremely useful in all fields of science
and technology, such as signal analysis, image processing, radio-astronomy,
seismology, spectroscopy and crystallography. There is also an inverse Fourier
transform that mathematically synthesizes the original function from its frequency
domain representation.
2.2.1: Fourier & Inverse Fourier Transforms
Definition: The (infinite) Fourier transform of a real valued function 𝑓(𝑥) is defined as

𝐹 [𝑓(𝑥 )] = ∫ 𝑓 (𝑥 ) 𝑒 𝑖𝑠𝑥 𝑑𝑥
−∞

provided the integral exists. On integration, we obtain a function of 𝑠 which is usually


denoted by 𝑓 ̅(𝑠).

𝑖. 𝑒., 𝐹 [𝑓(𝑥 )] = ∫ 𝑓(𝑥 ) 𝑒 𝑖𝑠𝑥 𝑑𝑥 = 𝑓 ̅(𝑠).
−∞

The inverse Fourier transform of 𝑓 ̅(𝑠) is defined as


1 ∞
𝑓 (𝑥 ) = ∫ 𝑓 ̅(𝑠) 𝑒 −𝑖𝑠𝑥 𝑑𝑠.
2𝜋 −∞
Linearity Property:
If 𝑓 ̅(𝑠) & 𝑔̅ (𝑠) are Fourier transforms of 𝑓(𝑥) & 𝑔(𝑥) respectively, then
𝐹 [𝑎𝑓(𝑥 ) ± 𝑏𝑔(𝑥 )] = 𝑎𝐹[𝑓 (𝑥 )] ± 𝑏𝐹 [𝑔(𝑥 )] = 𝑎𝑓 ̅(𝑠) ± 𝑏𝑔̅ (𝑠)
where 𝑎 & 𝑏 are constants.
Note: 𝑒 𝑖𝜃 = cos 𝜃 + 𝑖 sin 𝜃 & 𝑒 −𝑖𝜃 = cos 𝜃 − 𝑖 sin 𝜃
|𝑥| < 𝑎 ⟹ −𝑎 < 𝑥 < 𝑎 & |𝑥| ≤ 𝑎 ⟹ −𝑎 ≤ 𝑥 ≤ 𝑎
PROBLEMS
𝑥 2 , |𝑥 | < 𝑎
( )
1) Find the Fourier transform of 𝑓 𝑥 = { .
0 , |𝑥 | > 𝑎
(2𝑎2 𝑠2 −4) sin 𝑎𝑠+4𝑎𝑠 cos 𝑎𝑠
Answer: 𝐹 [𝑓(𝑥 )] = .
𝑠3

1 𝑓𝑜𝑟 |𝑥| < 1 ∞ sin 𝑥


2) Find the Fourier transform of 𝑓 (𝑥 ) = { . Hence evaluate ∫0 𝑑𝑥 .
0 𝑓𝑜𝑟 |𝑥| > 1 𝑥

2 sin 𝑠 ∞ sin 𝑥 𝜋
Answer: 𝐹 [𝑓(𝑥 )] = and ∫0 𝑑𝑥 = .
𝑠 𝑥 2

𝑎 2 − 𝑥 2 , |𝑥 | ≤ 𝑎
( )
3) Find the Fourier transform of 𝑓 𝑥 = { . Hence deduce that
0 , |𝑥 | > 𝑎
∞ sin 𝑡− 𝑡 cos 𝑡 𝜋
∫0 𝑑𝑡 = .
𝑡3 4
4(sin 𝑎𝑠−𝑎𝑠 cos 𝑎𝑠) ∞ sin 𝑡−𝑡 cos 𝑡 𝜋
Answer: 𝐹 [𝑓(𝑥 )] = and ∫0 𝑑𝑡 = .
𝑠3 𝑡3 4

2.2.2: Fourier Sine and Cosine Transforms


Definition: If 𝑓(𝑥) is defined for all positive values of 𝑥 then the Fourier sine and cosine
transforms are given by

𝐹𝑠 [𝑓(𝑥 )] = ∫ 𝑓 (𝑥 ) sin 𝑠𝑥 𝑑𝑥 = 𝑓𝑠̅ (𝑠) − − − −(1)
0

𝐹𝑐 [𝑓(𝑥 )] = ∫ 𝑓(𝑥 ) cos 𝑠𝑥 𝑑𝑥 = 𝑓𝑐̅ (𝑠) − − − −(2)
0

The inverse transforms are defined as


2 ∞
𝑓 (𝑥 ) = ∫ 𝑓𝑠̅ (𝑠) sin 𝑠𝑥 𝑑𝑠 − 𝐈𝐧𝐯𝐞𝐫𝐬𝐞 𝐅𝐨𝐮𝐫𝐢𝐞𝐫 𝐬𝐢𝐧𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦
𝜋 0
2 ∞
𝑓(𝑥 ) = ∫ 𝑓𝑐̅ (𝑠) cos 𝑠𝑥 𝑑𝑠 − 𝐈𝐧𝐯𝐞𝐫𝐬𝐞 𝐅𝐨𝐮𝐫𝐢𝐞𝐫 𝐜𝐨𝐬𝐢𝐧𝐞 𝐭𝐫𝐚𝐧𝐬𝐟𝐨𝐫𝐦
𝜋 0
Linearity Property:
i) If 𝑓𝑠̅ (𝑠) & 𝑔̅𝑠 (𝑠) are Fourier sine transforms of 𝑓 (𝑥 ) & 𝑔(𝑥 ) respectively, then
𝐹𝑠 [𝑎𝑓(𝑥 ) ± 𝑏𝑔(𝑥 )] = 𝑎𝐹𝑠 [𝑓(𝑥 )] ± 𝑏𝐹𝑠 [𝑔(𝑥 )] = 𝑎𝑓𝑠̅ (𝑠) ± 𝑏𝑔̅𝑠 (𝑠)
where 𝑎 & 𝑏 are constants.
ii) If 𝑓𝑐̅ (𝑠)& 𝑔̅𝑐 (𝑠) are Fourier cosine transforms of 𝑓(𝑥 ) & 𝑔(𝑥 ) respectively, then
𝐹𝑐 [𝑎𝑓(𝑥 ) ± 𝑏𝑔(𝑥 )] = 𝑎𝐹𝑐 [𝑓(𝑥 )] ± 𝑏𝐹𝑐 [𝑔(𝑥 )] = 𝑎𝑓𝑐̅ (𝑠) ± 𝑏𝑔̅𝑐 (𝑠)
where 𝑎 & 𝑏 are constants.
PROBLEMS
1) Find Fourier sine transform of 𝑓(𝑥 ) = 𝑥 2 , 0 < 𝑥 < 2.
(2−4𝑠2 ) cos 2𝑠+4𝑠 sin 2𝑠−2
Answer: 𝐹𝑠 [𝑓(𝑥 )] =
𝑠3

1, 0 ≤ 𝑥 < 2
2) Find Fourier cosine transform of 𝑓(𝑥 ) = { .
0, 𝑥≥2
sin 2𝑠
Answer: 𝐹𝑐 [𝑓(𝑥 )] = .
𝑠

4𝑥 𝑓𝑜𝑟 0 < 𝑥 < 1


3) Obtain the Fourier sine transform of 𝑓(𝑥 ) = {4 − 𝑥 𝑓𝑜𝑟 1 < 𝑥 < 4.
0 𝑓𝑜𝑟 𝑥>4
5 sin 𝑠−𝑠 cos 𝑠−sin 4𝑠
Answer: 𝐹𝑠 [𝑓(𝑥 )] =
𝑠2

𝑥 𝑓𝑜𝑟 0 < 𝑥 < 1


4) Find the Fourier cosine transform of 𝑓(𝑥 ) = {2 − 𝑥 𝑓𝑜𝑟 1 < 𝑥 < 2.
0 𝑓𝑜𝑟 𝑥>2
2 cos 𝑠−cos 2𝑠−1
Answer: 𝐹𝑐 [𝑓(𝑥 )] =
𝑠2

Engineering Application of Fourier Transform


Heat Conduction: Determine the distribution of temperature in the semi-infinite
medium 𝑥 ≥ 0, when the end 𝑥 = 0 is maintained at zero temperature and the initial
distribution of temperature is 𝑓(𝑥).

Solution: Let 𝑢(𝑥, 𝑡) be the temperature at any point 𝑥 and at any time 𝑡. We have to
solve the heat-flow equation
𝜕𝑢 2
𝜕2𝑢
=𝑐 (𝑥 > 0, 𝑡 > 0) − − − −(1)
𝜕𝑡 𝜕𝑥 2
subject to the initial condition 𝑢(𝑥, 0) = 𝑓(𝑥 ) − − − − − (2)
and the boundary condition 𝑢(0, 𝑡) = 0 − − − −(3).
Taking Fourier sine transform of (1) and denoting 𝐹𝑠 [𝑢(𝑥, 𝑡)] = 𝑢̅𝑠 , we have
𝑑𝑢̅𝑠
= 𝑐 2 [𝑠𝑢(0, 𝑡) − 𝑠 2 𝑢̅𝑠 ]
𝑑𝑡
Using (3) in above, we get
𝑑𝑢̅𝑠
− 𝑐 2 𝑠 2 𝑢̅𝑠 = 0 − − − −(4)
𝑑𝑡
Also the Fourier sine transform of (2) is 𝑢̅𝑠 = 𝑓 ̅(𝑠) at 𝑡 = 0 − − − −(5).
2 2
Solving (4) and using (5), we get 𝑢̅𝑠 = 𝑓 ̅(𝑠)𝑒 −𝑐 𝑠 𝑡 .
Hence taking its inverse Fourier sine transform, we obtain

2 2 2
𝑢(𝑥, 𝑡) = ∫ 𝑓 ̅(𝑠)𝑒 −𝑐 𝑠 𝑡 sin 𝑥𝑠 𝑑𝑠.
𝜋
0

ADDITIONAL PROBLEMS
𝑥, 𝑖𝑓 |𝑥| ≤ 𝑎
1. Find the Fourier transform of 𝑓 (𝑥 ) = { .
0 , 𝑖𝑓 |𝑥| > 𝑎
1, 𝑖𝑓 |𝑥| ≤ 𝑎
2. Find the Fourier transform of 𝑓 (𝑥 ) = { . Hence evaluate
0 , 𝑖𝑓 |𝑥| > 𝑎
∞ sin 𝑎𝑥
∫−∞ 𝑑𝑥.
𝑥

1 − 𝑥 2 , |𝑥 | ≤ 1
3. Find the Fourier transform of 𝑓 (𝑥 ) = { . Hence evaluate
0 , |𝑥 | > 1
∞ x cos 𝑥−sin 𝑥 𝑥
∫0 cos ( ) 𝑑𝑥 .
𝑥3 2

4. Find the Fourier transform of 𝑓 (𝑥 ) = 𝑒 −𝑎𝑥 when 𝑥 > 0.


5. Find Fourier cosine transforms of 𝑓(𝑥 ) = 𝑥 2 , 0 < 𝑥 < 2.
1, 0 ≤ 𝑥 < 2
6. Find the Fourier sine transforms of 𝑓(𝑥 ) = {
0, 𝑥≥2
7. Find the Fourier sine and cosine transforms of 𝑓(𝑥 ) = 2𝑥 for 0 < 𝑥 < 4.
𝑥, 0 < 𝑥 < 2
8. Obtain the Fourier cosine transform of 𝑓(𝑥 ) = { .
0, otherwise
9. Find the Fourier cosine transform of 𝑓(𝑥 ) = 𝑒 −𝑥 .
10. Find the Fourier sine transform of 𝑓 (𝑥 ) = 𝑒 −𝑎𝑥 . Hence show that
∞ x sin 𝑚𝑥 𝜋𝑒 −𝑎𝑚
∫0 𝑑𝑥 = .
𝑎2 +𝑥 2 2
𝑒 −𝑎𝑥
11. Find the Fourier sine and cosine transform of 𝑓(𝑥 ) = .
𝑥

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