SECTION

B
INTEGRAL TRANSFORMS
C hapters

1. The Laplace Transform

2. The Inverse Laplace Transform

3. Applications of Laplace Transform

4. Fourier Transforms
5. Finite Fourier Transforms

Applications of Fourier Transforms in

6. Initial and Boundary Value Problems

7. Fourier Series
 T-3

1
T he L aplace T ransform

aplace transform or Laplace transformation reduces the problem of solving a

L differential equation to an algebraic problem. It is a method for solving linear
differential equations arising in Physics and Engineering.

1.1 Integral Transform

Let K ( p, t) be a function of two variables p and t, where p is a parameter (may be real or
complex) independent of t. The function f ( p) defined by the integral (assumed to be
convergent)
∞
f ( p) = ∫− ∞ K ( p, t) F (t) dt

is called the integral transform of the function F (t) and is denoted by T {F (t)}. The
function K ( p, t) is called the kernel of the transformation.
Remark: Some authors use the letter ‘s’ in place of ‘p’.
 T-4

1.2 Laplace Transformation

If the kernel K ( p, t) is defined as
0 for t < 0
K ( p, t) =  − pt
e for t ≥ 0
∞
then f ( p) = ∫0 e − pt F (t) dt. …(1)

The function f ( p) defined by the integral (1) is called the Laplace transform of the
function F (t) and is also denoted by
L {F (t)} or F ( p).
Thus Laplace transform is a function of a new variable (or parameter) p given by (1).
Note: The Laplace transform of F (t) is said to exist if the integral (1) converges for some
values of p, otherwise it does not exist.

1.3 Linearity Property of Laplace Transformation

(Bundelkhand 2014)
A transformation T is said to be linear if for every pair of functions F1 (t) and F2 (t) and
for every pair of constants a1 and a2 , we have
T { a1 F1 (t) + a2 F2 (t)} = a1 T {F1 (t)} + a2 T {F2 (t)}.
Theorem: The Laplace transformation is a linear transformation, i.e.
L { a1 F1 (t) + a2 F2 (t)} = a1 L {F1 (t)} + a2 L {F2 (t)}
where a1 , a2 are constants. (Avadh 2010)
Proof: We have
∞
L {F (t)} = ∫0 e − pt F (t) dt .

∞ − pt
∴ L { a1 F1 (t) + a2 F2 (t)} = ∫0 e { a1 F1(t) + a2 F2 (t)} dt

∞ ∞
= a1 ∫ e − pt F1 (t) dt + a2 ∫0 e − pt F2 (t) dt
0

= a1 L {F1 (t)} + a2 L {F2 (t)}.

1.4 Piecewise (or Sectionally) Continuous Function

A function F (t) is said to be piecewise (or sectionally) continuous on a closed interval
a ≤ t ≤ b, if it is defined on that interval and is such that the interval can be subdivided
into a finite number of intervals, in each of which F (t) is continuous and has finite right
and left hand limits.
 T-5

1.5 Functions of Exponential Order

A function F (t) is said to be of exponential order α as t → ∞ if there exists a positive constant (real)
M, a number α and a finite number t0 such that | F (t)| < Me αt or
| e − α t F (t)| < M , for all t ≥ t0 .

If a function F (t) is of exponential order α, it is also of β, β > α.

1.6 A Function of Class A

A function which is piecewise (or sectionally) continuous on every finite interval in the
range t ≥ 0 and is of exponential order as t → ∞ is known as ‘a function of class A’.

1.7 Existence of Laplace Transform

Theorem: If F (t) is a function which is piecewise continuous on every finite interval in the range
t ≥ 0 and satisfies| F (t)| ≤ Me at for all t ≥ 0 and for some constants a and M, then the Laplace
transform of F (t) exists for all p > a.
Proof: We have
∞
L {F (t)} = ∫0 e − pt F (t) dt

t0 ∞
= ∫0 e − pt F (t) dt + ∫ t0 e − pt F (t) dt …(1)

t0
The integral ∫ e − pt F (t) dt exists since F (t) is piecewise continuous on every finite
0

interval 0 ≤ t ≤ t0 .
∞ ∞ ∞
Now ∫ t0 e − pt F (t) dt ≤ ∫ | e − pt F (t)| dt ≤ ∫ t0 e − pt Me at dt ,
t0

since | F (t)| ≤ Me at
∞ Me − ( p − a) t0
= ∫ t0 e −(p − a) t M dt = , p > a.
p− a
∞ Me −(p − a)t0
∴ ∫ t0 e − pt F (t) dt ≤ , p > a.
p− a

Me − ( p − a) t0
But can be made as small as we please by taking t0 sufficiently large.
p− a

Thus from (1), we conclude that L {F (t)} exists for all p > a.
Note 1: The above theorem of existence of Laplace transform can also be stated
as :
 T-6

“If F (t) is a function which is piece-wise continuous on every finite interval in the range
t ≥ 0 and is of exponential order a as t → ∞, the Laplace transform of F (t) exists for all
p > a”.
Or
“If F (t) is a function of class A, the Laplace transform of F (t) exists for p > a”.
Note 2: Conditions in the theorem are sufficient but not necessary for the existence of
Laplace transform. If these conditions are satisfied, the Laplace transform must exist. If
these conditions are not satisfied, the Laplace transform may or may not exist.
We can show this by the following example.
Example: Consider the function F (t) = 1 / √ t.

Here F (t) → ∞ as t → 0, from the right.

Thus the function F (t) is not piece-wise continuous on every finite interval in the range
t ≥ 0.
But F (t) is integrable from 0 to any positive value t0 .
Also | F (t)| < Me at for all t > 1 with M = 1 and a = 0.
∞
Now L {F (t)} = ∫0 e − pt ⋅ F (t) dt

∞ 1
= ∫0 e − pt ⋅ dt, which converges for p > 0
√t
2 ∞ 2 dt 2
= ∫0 e − x dx, putting √ ( pt) = x so that = dx
√p √t √ p
2 √π ∞ 2 √π
= ⋅ , since ∫0 e − x dx =
√p 2 2

= √ (π / p), p > 0.
Thus L {1/ √ t} exists for p > 0 even if 1/ √ t is not piecewise continuous in the
range t ≥ 0.

1.8 Laplace Transforms of Some Elementary Functions

(i) Laplace transform of the function F (t) = 1.
∞
Solution: We have L { F (t)} = ∫0 e − pt F (t) dt.

∞
∞  e − pt  1
∴ L {1} = ∫0 e − pt ⋅ 1 dt = −  = , p> 0 .
 p 0 p

Here the condition p > 0 is necessary, since the integral is convergent for p > 0 and
divergent for p ≤ 0.
 T-7

(ii) Laplace transform of the function F (t) = t n, n is any real number greater than –1.

Solution: We have,
∞
L {F (t)} = ∫0 e − pt F (t) dt.

∞ ∞
∴ L { t n} = ∫0 e − pt t ndt = ∫0 e − pt t(n + 1) − 1dt …(1)

Now from Eulerian integral of the second kind known as ‘Gamma function’, we have
∞ − ax m −1 Γ(m)
∫0 e x dx = am , if a > 0 and m > 0.
Γ (n + 1)
∴ from (1), L { t n} = , if p > 0 and n + 1 > 0 i.e., n > − 1.
p n+1
Thus if n is any real number greater than –1, we have
Γ (n + 1)
L { t n} = , p > 0.
p n+1
Here the condition p > 0 is necessary for the convergence of the integral (1).
(iii) Laplace transform of the function F (t) = t n, n is a positive integer.

(Gorakhpur 2008)

Solution: We have
∞
L {F (t)} = ∫0 e − pt F (t) dt

∞ ∞
∴ L { t n} = ∫0 e − pt t n dt = ∫0 e − pt t(n + 1) −1 dt

Γ (n + 1)
= , if p > 0
p n+1  ∞ − ax m −1 Γ(m)
e x dx = m ,
 ∫ 0
∵
a

if a > 0 and m > 0. Here n + 1 > 0, n being a positive integer. 

n!
= n +1 , p > 0.
p [ ∵ Γ (n + 1) = n !, n being a positive integer]
n!
Thus if n is any positive integer, we have L { t n} = n + 1 , p > 0 .
p

Here the condition p > 0 is necessary for the convergence of the integral defining the
Laplace transform of t n.
(iv) Laplace transform of the function F (t) = e at . (Rohilkhand 2009)

Solution: Here
∞ ∞
L { e at} = ∫0 e − pt ⋅ e at dt = ∫0 e − (p − a) t dt
 T-8

∞
 e −(p − a) t 
= −  , p≠ a
 p− a 
0
1
= , p > a.
p− a

Here the condition p > a is necessary, since the integral is convergent for p > a and
divergent for p ≤ a.
(v) Laplace transform of the function F (t) = sin at.
(Avadh 2010, 11)
∞
Solution: L {sin at} = ∫0 e − pt sin at dt

∞
 e − pt 
= 2 2
(− p sin at − a cos at)
p + a 0
 ax e ax 
 ∵ ∫ e sin bx dx = 2 2
(a sin bx − b cos bx)
 a +b 
a
= , p > 0.
p + a2
2

Here the condition p > 0 is necessary for the convergence of the integral (1).
(vi) Laplace transform of the function F (t) = cos at. (Rohilkhand 2006, 07, 10)
∞
Solution: L {cos at } = ∫0 e− pt cos at dt

∞
 e − pt 
= 2 2
(− p cos at + a sin at)
p + a 0
 ax e ax 
∵ ∫e cos bx dx = 2
a +b
(a cos bx + b sin bx)
2
 
p
= , p > 0.
p + a2
2

(vii) Laplace transform of the function F (t) = cosh at.

1
Solution: L {cosh a t} = L { (e at + e − at )}
2
1 1
= L { e at} + L { e − at}
2 2
1 1 1 1
= ⋅ + ⋅ , p > a and p > − a
2 p− a 2 p+ a
p
= , p > | a |.
p −a2
2
 T-9

(viii) Laplace transform of the function F (t) = sinh at.

1
Solution: L {sinh at} = L { (e at − e − at )}
2
1
= [ L { e at} − L { e − at}]
2
1 1 1 
=  −  , p > a and p > − a
2  p − a p + a
a
= , p > | a |.
p − a2
2

1.9 Laplace Transforms of Some Elementary Functions

Laplace Transforms of some elementary functions obtained in 1.8 are given here
in the form of a table.

Laplace Transforms of Some Elementary Functions

F (t) L {F (t)}
1
1. 1 , p> 0
p

tn n!
2. , p> 0
(n is a positive integer) p n +1

ta Γ (a + 1)
3. , p> 0
(a > − 1) p a +1

1
4. e at , p> a
p− a

a
5. sin at , p> 0
p + a2
2

p
6. cos at , p> 0
p + a2
2

a
7. sinh at , p > | a|
p2 − a2

p
8. cosh at , p > | a|
p − a2
2

If we know the Laplace transforms in the above table then nearly all the transforms can
be obtained by using the general theorems which we shall consider later on.
 T-10

Example 1: Find L {(t 2 + 1)2} .

Solution: We have
L { (t2 + 1)2} = L { t 4 + 2 t2 + 1} = L { t 4} + 2 L {t2} + L {1}
2 4
4! 2! 1 24 + 4 p + p
= +2⋅ + = , p > 0.
p5 p3 p p5
Example 2: Find the L.T. of the function
F (t) = (sin t − cos t)2 . (Gorakhpur 2006, 10)
2 2 2
Solution: We have L { (sin t − cos t) } = L {sin t + cos t − 2 sin t cos t}
1 2
= L {1} − L {sin 2 t} = − , p> 0
p p2 + 22
p2 − 2 p + 4
= , p > 0.
p ( p2 + 4)

Example 3: (i) Evaluate L {4 cos2 2 t} .

Solution: We have L {4 cos2 2 t}

= L {2 (1 + cos 4 t)} = 2 [ L{1} + L {cos 4 t}]

1 p 
=2 + 2 2
, p> 0
p p + 4 
4 ( p2 + 8)
= , p > 0.
p ( p2 + 16)

Example 3: (ii) Evaluate L { sin2 at}. (Rohilkhand 2014)

Solution: We have
1 1
L {sin2 at} = L { (1 − cos 2 at)} = [ L {1} − L {cos 2 at}]
2 2
1 1 p 
=  − 2 2  , p> 0
2  p p + (2 a) 

2 a2
= , p > 0.
p ( p2 + 4 a2 )

Example 4: Find L {3 t 4 − 2 t3 + 4 e −3 t − 2 sin 5 t + 3 cos 2 t}.

Solution: We have
L {3 t 4 − 2 t 3 + 4 e −3 t − 2 sin 5 t + 3 cos 2 t}
= 3 L { t 4} − 2 L { t 3} + 4 L { e −3 t} − 2 L{sin 5 t} + 3 L {cos 2 t}
 T-11

4! 3! 1 5 p
=3⋅ 5
−2⋅ 4
+4⋅ −2⋅ 2 2
+3⋅ 2 ,
p p p+3 p +5 p + 22
p > 0 and p > − 3 i. e. p > 0
72 12 4 10 3p
= − + − + , p > 0.
p5 p4 p + 3 p2 + 25 p2 + 4

(t − 1)2 , t > 1

Example 5: Find L { F (t)} if F (t) = 
 0 , 0 < t < 1.

Solution: We have
∞ 1 ∞
L { F (t)} = ∫0 F (t) e − pt dt = ∫ 0 ⋅ e − pt dt + ∫1 (t − 1)2 e − pt dt
0
∞ ∞ 2
= ∫1 (t − 1)2 e − pt dt = ∫0 x e − p ( x +1) dx, putting t − 1 = x ,

so that dt = dx and changing the limits

∞ − p − px 2 −p ∞ Γ(3)
= ∫0 e e x dx = e ∫0 e − px x(3 −1)dx = e − p ⋅ 3 , p > 0
p
 ∞ − ax Γ(m) 
∵ ∫0 e x m −1dx = , a > 0, m > 0
 am 
2! 2e−p
= e−p . 3
= , p > 0.
p p3
2
Example 6: Show that the function e t is not of exponential order as t → ∞.
Solution: We have
2
lim { e − at F (t)} = lim { e − at e t } = lim e t(t − a)
t→ ∞ t→ ∞ t→ ∞

= ∞ for all values of a.

Hence whatever be the value of a, we cannot find a number M such that
2
e t < M e at .
∴ the given function is not of exponential order as t → ∞ .
Example 7: Find L { sin √ t }. (Purvanchal 2007; Avadh 12)

Solution: We have
 (√ t)3 (√ t)5 (√ t)7 
L {sin √ t} = L  √ t − + − + ...
 3! 5! 7! 
 1 /2 t3 /2 t5 /2 t7 /2 
= L t − + − + ....
 3! 5! 7! 
1 /2 1 3 /2 1 5 /2 1
= L {t } − L {t } + L {t } − L { t7 /2} + ...
3! 5! 7!
3 5 7 9
Γ( ) Γ( ) Γ( ) Γ( )
2 1 2 1 2 1
= 3 /2 − ⋅ + ⋅ − ⋅ 2 + ...
p 3 ! p5 /2 5 ! p7 /2 7 ! p9 /2
 T-12

1 3 1 5 3 1
√π ⋅ √π ⋅ ⋅ √π
1 1
= 2 3 /2 − ⋅2 2 + ⋅ 2 2 2 − ...
p 1⋅ 2 ⋅ 3 p5 /2 1⋅ 2 ⋅ 3 ⋅ 4 ⋅ 5 p7 /2
2 3
√π  1 1 1  1 1  1 
= 3 /2
1 −   +   −   + ...
2p  1!  4 p 2 !  4 p 3 !  4 p 
 
√π
= 3 / 2 ⋅ e −1 / 4 p .
2p

Example 8: Show that the Laplace transform of the function

F (t) = t n, − 1 < n < 0 ,
exists, although it is not a function of class A.
Solution: Here F (t) → ∞ as t → 0 from the right i.e., the function is not piecewise
continuous on every finite interval in the range t ≥ 0 .
 tn 
We have lim { e − at F (t)} = lim  at 
t→ ∞ t→ ∞ e 

1 1
= lim = lim , where 0 < m < 1
t→ ∞ t − n e at t→ ∞ t m e at

= 0 , if a > 0 .
n
∴ F (t) = t is of exponential order.
Since F (t) = t n is not sectionally continuous over every finite interval in the range t ≥ 0,
hence it is not a function of class A. But t n is integrable from 0 to any positive number
t0 .
∞ − pt ∞ − pt n ∞ − pt (n+1)−1
Now L { F (t)} = ∫0 e F (t) dt = ∫0 e t dt = ∫ e t dt
0

Γ(n + 1)
= , if p > 0 and n + 1 > 0 i. e., n > − 1.
p(n + 1)
Hence the Laplace transform of t n, − 1 < n < 0, exists, although it is not a function of
class A.

Comprehensive Exercise 1

Find the L.T. of the following functions.

1. (i) 2 t3 − 6 t + 8 (ii) sin t cos t
(iii) cosh2 2t. (iv) 6 sin 2 t − 5 cos 2 t
2. (i) 3 cosh 5 t − 4 sin 5 t
(ii) 7 e2 t + 9 e −2 t + 5 cos t + 7 t3 + 5 sin 3 t + 2 .
(iii) 2 e3 t − e −3 t . (Rohilkhand 2006)
at
(iv) F (t) = (e − 1) / a.
 T-13

 et , 0 < t ≤ 1
3. (i) Find L {F (t)}, if F (t) = 
 0, t >1
0 , 0 < t < 2
(ii) Find L {F (t)}, where F (t) = 
 4, t>2
4. (i) Find the Laplace transform of the following function :
 x / a, 0 < x < a
f ( x) = 
 1, x > a.

0 , 0 < t < 1

(ii) Find L {F (t)}, where F (t) =  t, 1 < t < 2 (Lucknow 2010)
0 , t > 2.

5. (i) Find Laplace Transform of the function F (t), where
sin t, 0 < t < π
F (t) =  .
 0, t> π (Lucknow 2007)

e t, 0 < t < 5
(ii) Find L {F (t)}, if F (t) = 
3, t > 5.
1, 0 < t < 2
6. (i) Find L {F (t)}, if F (t) = 
 t, t > 2.
 t, 0 < t < 4
(ii) Find L { F (t)} if F (t) = 
5, t > 4.

2 (1 − e − π p ) sin 2 t, 0< t< π

7. (i) Prove that L {H (t)} = 2
, where H (t) = 
p +4  0, t > π.

 1  1
(ii) Prove that L  = ⋅
 √ (πt) √ p (Avadh 2014)

 cos √ t   π  −1 / 4 p
8. Show that L   =   e .
 √t   p (Purvanchal 2007; Kashi 14)
2
9. Show that t is of exponential order 3.

A nswers 1
1
1. (i) 12 / p4 − 6 / p2 + 8 / p, p > 0 (ii) , p> 0
( p2 + 4)
p2 − 8 12 − 5 p
(iii) 2
, p> 4 (iv) , p> 0
p ( p − 16) p2 + 4
3 p − 20
2. (i) , p> 5
p2 − 25
 T-14

16 p − 4 5p 42 + 2 p3 15
(ii) + + + , p> 2
p2 − 4 p2 + 1 p4 p2 + 9
p+9
(iii) , p> 3
p2 − 9
1
(iv) , p > 0 if a < 0 and p > a if a > 0
p ( p − a)
1 4 −2 p
3. (i) [1 − e − ( p − 1)], p ≠ 1 (ii) e , p> 0
( p − 1) p
1
4. (i) 2
(1 − e − ap ), p > 0
ap
2 1 1 1 
(ii) −  + 2  e −2 p +  + 2  e − p , p ≠ 0 .
p p  p p 
e− p π + 1 1 − e −5( p −1) 3 −5 p
5. (i) 2
(ii) + e , p> 0
p +1 p−1 p

1 1 1 + ( p − 1) e −4 p
6. (i) [1 + e −2 p ] + 2 e −2 p , p > 0 (ii) , p> 0
p p p2

1.10 First Translation or Shifting Theorem

If L {F (t)} = f ( p) when p > α, then L { e at F (t)} = f ( p − a), p > α + a; i.e., if f ( p) is the
Laplace transform of F (t) then f ( p − a) is the Laplace transform of e at F (t).

(Gorakhpur 2008, 11)

Proof. By definition, we have

∞ − pt
f ( p) = L { F (t)} = ∫0 e F (t) dt, …(1)

the integral (1) being given to be convergent if p > α.

∞ −( p − a) t
∴ f ( p − a) = ∫0 e F (t) dt …(2)
∞
= ∫0 e − pt ⋅ e at F (t) dt = L { e at F (t)}.

Obviously if the integral (1) converges when p > α, the integral (2) converges when
p − a > α i. e., p > α + a.

1.11 Second Translation or Shifting Theorem

 F (t − a) , t > a
If L {F (t)} = f ( p) and G (t) =  then L { G (t)} = e − ap f ( p).
0 , t < a ,
(Avadh 2007; Rohilkhand 07; Lucknow 09)
 T-15

Proof: By definition, we have

∞ a ∞
L { G (t)} = ∫0 e − pt G (t) dt = ∫0 e − pt ⋅ 0 dt + ∫a e − pt ⋅ F (t − a) dt
∞ ∞
= ∫a e − pt F (t − a) dt = ∫0 e − p (a + x) ⋅ F ( x) dx,

putting t − a = x so that dt = dx
∞ ∞
= e − pa ∫0 e − px F ( x) dx = e − pa ∫0 e − pt F (t) dt,

by a property of definite integrals

− pa − pa
=e L{F (t)} = e f ( p).

1.12 Change of Scale Property

1  p
If L {F (t)} = f ( p), then L { F (at)} = f  ⋅
a  a
(Avadh 2006, 11; Kanpur 07; 10; Lucknow 07; Rohilkhand 08, 11)

Proof: By definition, we have

∞
L {F (at)} = ∫0 e − pt F (at) dt

1 ∞
= ∫0 e − p ( x / a) F ( x) dx, putting at = x, so that dt = (1 / a) dx
a
1 ∞ ∵ b b
= ∫0 e −( p / a)t F (t) dt ∫a f ( x) dx = ∫a f (t) dt
a  
1  p ∞ − pt
= f   , since f ( p) = ∫0 e F (t) dt.
a  a

Example 9: Find (i) L { e − t sin2 t} (Rohilkhand 2004)

(ii) L { e t sin2 t}. (Kanpur 2012)

1
Solution: We have L {sin2 t} = L { (1 − cos 2 t)}
2
1 1 p  2
=  − 2 2 = 2
= f ( p) , say.
2  p p + 2  p ( p + 4)

∴ From first shifting theorem, we have

2 2
(i) L { e − t sin2 t} = f ( p + 1) = = ⋅
( p + 1) {( p + 1)2 + 4} ( p + 1) ( p2 + 2 p + 5)
2 2
(ii) L { e t sin2 t} = f ( p − 1) = 2
= .
( p − 1) {( p − 1) + 4} ( p − 1) ( p2 − 2 p + 5)
 T-16

Example 10: Find L { e − t (3 sinh 2 t − 5 cosh 2 t)}.

Solution: We have L {3 sinh 2 t − 5 cosh 2 t}

2 p 6 − 5p
=3⋅ 2 2
−5⋅ 2 2
= 2 = f ( p), say.
p −2 p −2 p −4
∴ From first shifting theorem, we have
L { e − t (3 sinh 2 t − 5 cosh 2 t)} = f ( p + 1)
6 − 5 ( p + 1) 1− 5p
= 2
= 2
.
( p + 1) − 4 p + 2p − 3

Example 11: Using first shifting theorem evaluate

L { e6 t (t + 2)2}.
Solution: We have, L {(t + 2)2} = L { t2 + 4 t + 4}
2! 1! 4 2 + 4 p + 4 p2
= +4⋅ + = = f ( p), say.
p3 p2 p p3
∴ From first shifting theorem, we have
L { e6 t (t + 2)2} = f ( p − 6)
2 + 4 ( p − 6) + 4 ( p − 6)2 4 p2 − 44 p + 122
= = .
( p − 6)3 ( p − 6)3

p2 − p + 1
Example 12: Given L {F (t)} = ,
(2 p + 1)2 ( p − 1)

applying the change of scale property show that

p2 − 2 p + 4
L {F (2 t)} = .
4 ( p + 1)2 ( p − 2)
Solution: We have
p2 − p + 1
L {F (t)} = = f ( p), say.
(2 p + 1)2 ( p − 1)
∴ by the change of scale property, we have
1
L {F (2 t)} = f ( p / 2)
2
1 ( p / 2)2 − ( p / 2) + 1 p2 − 2 p + 4
= ⋅ = ⋅
2 [2 ⋅ ( p / 2) + 1]2 [( p / 2) − 1] 4 ( p + 1)2 ( p − 2)

 cos (t − 2 π), t > 2 π / 3


Example 13:. Find L {F (t)}, where F (t) =  3
 0 , t < 2 π / 3.

Solution: Let φ (t) = cos t.

 φ (t − 2 π / 3), t > 2 π / 3
Then F (t) = 
 0 , t < 2 π / 3.
 T-17

p
We have L { φ (t)} = L {cos t} = 2
= f ( p), say.
p +1

∴ From second shifting theorem, we have

p
L {F (t)} = e(−2 π /3)p . f ( p) = e −2 πp /3 ⋅ 2
.
p +1
∞
Aliter: We have L {F (t)} = ∫0 e − pt F (t) dt

2 π /3 ∞ 2π 
= ∫0 e − pt ⋅ 0 dt + ∫ 2 π /3 e − pt ⋅ cos  t −  dt
 3
∞ 2π 
= ∫ 2 π /3 e − pt ⋅ cos  t −  dt
 3
∞
= ∫0 e − p [ x + (2 π /3)] cos x dx, putting t − 2 π / 3 = x and dt = dx
∞
= e − p (2 π /3) ∫0 e − px cos x dx
∞
= e − p (2 π /3) ∫0 e − pt cos t dt

= e − p (2 π /3) L{cos t} = e −2 p π /3 [ p / ( p2 + 1)], p > 0 .

Comprehensive Exercise 2

Find the Laplace transform of the following functions.

1. (i) t3 e −3 t (Kanpur 2008) (ii) e − at t n−1
/ (n − 1) !
(iii) t n e at . (Avadh 2010)
3t 3t
2. (i) e sin 4 t. (Lucknow 2010) (ii) e cos 5 t.
t 2 − 4t
3. (i) e cos t. (ii) e cosh 2 t.
4. (i) e − t (3 sin 2 t − 5 cosh 2 t). (ii) e − 2 t (3 cos 6 t − 5 sin 6 t).
5. (t + 3)2 . e t .
6. If L { F (t) } = f ( p), find L { F (t) cos ωt }.
7. Applying change of scale property, find
(i) L {sinh 3 t } and (ii) L {cos 5 t }.
 et − a , t > a
8. Find L {G (t)}, where G (t) = 
0 , t < a.
sin (t − π / 3), t > π / 3
9. Find L {F (t)}, where F (t) = 
 0 , t < π / 3.

e −3 /( p + 1)
10. If L {F (t)} = (1 / p) e −1 / p , prove that L { e − t F (3 t)} = .
p+1
 T-18

A nswers 2
1. (i) 6 /( p + 3)4 . (ii) 1 / ( p + a)n
(iii) n !/ ( p − a)n +1.
2. (i) 4 /( p2 − 6 p + 25). (ii) ( p − 3) /( p2 − 6 p + 34).
( p2 − 2 p + 3) p+4
3. (i) 2
⋅ (ii) 2
⋅
( p − 1) ( p − 2 p + 5) p + 8 p + 12
6 5 ( p + 1) 3 p − 24
4. (i) − ⋅ (ii) ⋅
p2 + 2 p + 5 p2 + 2 p − 3 p2 + 4 p + 40
9 p2 − 12 p + 5 1
5. 3
⋅ 6. [ f ( p − iω) + f ( p + iω)].
( p − 1) 2
3 p
7. (i) 2
. (ii) 2
, p > 0.
p −9 p + 25
e − ap e − π p /3
8. , p > 1. 9. , p > 0.
p−1 p2 + 1

1.13 Laplace Transform of the Derivative of F ( t )

Theorem: Let F (t) be continuous for all t ≥ 0 and be of exponential order a as t → ∞ and if
F ′ (t) is of class A, then Laplace transform of the derivative F ′ (t) exists when p > a, and
L {F ′ (t)} = pL {F (t)} − F (0 ).
Proof:
Case I: In case F ′ (t) is continuous for all t ≥ 0, then
∞
L {F ′ (t)} = ∫0 e − pt F ′ (t) dt …(1)

∞ ∞
= [e − pt F (t)] 0 + p ∫ e − pt F (t) dt [Integrating by parts]
0
lim − pt
= e F (t) − F (0 ) + pL {F (t)}. …(2)
t→ ∞
Now | F (t)| ≤ Me at for all t ≥ 0 and for some constants a and M.

We have | e − pt F (t)| = e − pt | F (t)| ≤ e − pt Me at

= Me −( p − a)t → 0 as t → ∞ if p > a.
lim − pt
∴ e F (t) = 0 for p > a.
t→ ∞
Therefore from (2) we conclude that L {F ′ (t)} exists and
L {F ′ (t)} = pL {F (t)} − F (0 ).
 T-19

Case II: In case F ′ (t) is merely piece-wise continuous, the integtral (1) may be
broken as the sum of integrals in different ranges from 0 to ∞ such that F ′ (t) is
continuous in each of such parts.
Then proceeding as in case I, we shall have
L {F ′ (t)} = pL {F (t)} − F (0 ).
Note 1: If F (t) fails to be continuous at t = 0 but
lim
F (t) = F (0 + 0 ) exists, [F (0 + 0 ) is not equal to F (0 ),
t→0
which may or may not exist]
then L {F ′ (t)} = pL {F (t)} − F (0 + 0 ).
Note 2: If F (t) fails to be continuous at t = a, then
L { F ′ (t)} = pL {F (t)} − F (0 ) − e − ap [ F (a + 0 ) − F (a − 0 )]
where F (a + 0 ) and F (a − 0 ) are the limits of F at t = a, as t approaches a from the right
and from the left respectively.
The quantity F (a + 0 ) − F (a − 0 ) is called the jump at the discontinuity t = a.
∞ a ∞
Proof: L {F ′ (t)} = ∫0 e − pt F ′ (t) dt = ∫0 e − pt F ′ (t) dt + ∫a e − pt F ′ (t) dt

a a ∞
= [e − pt F (t)] 0 + p ∫ e − pt F (t) dt + [e − pt F (t)] a
0
∞
+ p∫ e − pt F (t) dt
a
lim − pt
= e − ap F (a − 0 ) − F (0 ) + e F (t)
t→ ∞
∞
− e − ap F (a + 0 ) + p ∫ e − pt F (t) dt
0

= pL {F (t)} − F (0 ) − e − ap [ F (a + 0 ) − F (a − 0 )].
 lim − pt 
∵ t → ∞ e F (t) = 0 , as shows in the theorem
 
Note 3: For more than one discontinuity of the function F (t), appropriate
modification can be made.

1.14 Laplace Transform of the nth Order Derivative of

F (t)
n −1
Theorem: Let F (t) and its derivatives F ′ (t), F ′ ′ (t),..., F (t) be continuous functions
n
for all t ≥ 0 and be of exponential orders as t → ∞ and if F (t) is of class A, then Laplace
transform of F n (t) exists when p > a, and is given by
L {F n (t)} = p n L {F (t)} − p n −1 F (0 ) − pn − 2 F ′ (0 ) − ... − F n −1
(0 ).
 T-20

Proof: From the theorem of 1.13, we have

L {F ′ (t)} = pL {F (t)} − F (0 ) …(1)
Applying the result (1) to the second order derivative F ′ ′ (t), we have
L {F ′ ′ (t)} = pL {F ′ (t)} − F ′ (0 )
= p [ pL {F (t)} − F (0 )] − F ′ (0 )
= p2 L {F (t)} − pF (0 ) − F ′ (0 ). …(2)
(Gorakhpur 2006, 10)

Again applying (1) to the third order derivative F ′ ′ ′ (t), we have

L {F ′ ′ ′ (t)} = pL {F ′ ′ (t)} − F ′ ′ (0 )
= p [ p2 L {F (t)} − pF (0 ) − F ′ (0 )] − F ′ ′ (0 )

= p3 L {F (t)} − p2 F (0 ) − pF ′ (0 ) − F ′ ′ (0 ).

Proceeding similarly, we have

L {F n (t)} = p n L {F (t)} − p n − 1 F (0 ) − p n−2 F ′ (0 ) − ... − F n −1
(0 )
n −1
or L {F n (t)} = p n L {F (t)} − ∑ p n − 1 − r F r (0 ).
r =0

1.15 Initial-Value Theorem

Let F (t) be continuous for all t ≥ 0 and be of exponential order as t → ∞ and if F ′ (t) is of class A,
lim lim
then F (t) = p L {F (t)}.
t→0 p→ ∞

Proof: By the theorem of 1.13, we have

∞
L {F ′ (t)} = ∫0 e − pt F ′ (t) dt = pL{F (t)} − F (0 ) …(1)

Since F ′ (t) is sectionally continuous and of exponential order,

lim ∞ − pt
e F ′ (t) dt = 0 .
p→ ∞ ∫0
∴

Taking limit as p → ∞ in (1), we have

lim lim
0= pL {F (t)} − F (0 ) or F (0 ) = p L {F (t)}
p→ ∞ p→ ∞
lim lim
or F (t) = p L {F (t)}.
t→0 p→ ∞
lim
Note: If F (t) fails to be continuous at t = 0, but F (t) exists, the result still holds
t→0
by using Note (1), 1.13 theorem.
 T-21

1.16 Final-Value Theorem

Theorem: Let F (t) be continuous for all t ≥ 0 and be of exponential order as t → ∞ and if
F ′ (t) is of class A, then
lim lim
F (t) = p L {F (t)}.
t→ ∞ p→ 0
Proof. By the theorem of 1.13, we have
∞
L {F ′ (t)} = ∫0 e − pt F ′ (t) dt

= pL { F (t)} − F (0 ). …(1)
Taking limit as p → 0 in (1), we have
lim ∞ − pt lim
e F ′ (t) dt = pL {F (t)} − F (0 )
p→ 0 ∫0 p→ 0
∞
or ∫0 F ′ (t) dt = lim pL { F (t) − F (0 )}
p→0

lim
or [ F(t)] 0∞ = p → 0 p L {F (t)} − F (0 )

lim lim
or F (t) − F (0 ) = pL {F (t)} − F (0 )
t→ ∞ p→ 0
lim lim
or F (t) = pL {F (t)}.
t→ ∞ p→ 0
lim
Note: If F (t) fails to be continuous at t = 0, but F (t) exists, the result still holds
t→0
by using Note (1), 1.13 theorem.

1.17 Laplace Transform of Integrals

Theorem: If F (t) is piecewise continuous and satisfies| F (t)| ≤ Me at for all t ≥ 0 for some
constants a and M, then
t 1
L  ∫ F ( x) dx = L { F (t)}, ( p > 0 , p > a) (Lucknow 2010)
 0  p
Proof: Let F (t) be piece-wise continuous such that | F (t)| ≤ Me a t , …(1)
for some constants a and M.
If (1) holds for some negative value of a then it also holds for positive value of a.
Therefore suppose that a is positive.
t
Let G (t) = ∫0 F ( x) dx.

Then G (t) is continuous because the integral of an integrable function is continuous.

 T-22
t t
Also | G (t)| ≤ ∫ 0 | F ( x)| dx ≤ ∫ 0 Me ax dx.

M at
∴ | G (t)| ≤ (e − 1), a > 0 . …(2)
a
Further G ′ (t) = F (t), except for points at which F (t) is discontinuous.
Therefore G ′ (t) is piece-wise continuous on each finite interval.
Hence from the theorem of 1.13, we have
L { G ′ (t)} = pL { G (t)} − G (0 ) = pL {G (t)} [Since G (0 ) = 0 from (2)]
1
∴ L { G (t)} = L { G ′ (t)}
p
t 1
L  ∫ F ( x) dx = L { F (t)}
 0  p

1.18 Multiplication By t
Theorem: If F (t) is a function of class A and if L {F (t)} = f ( p), then
L {t F (t)} = − f ′ ( p).
(Rohilkhand 2009, Gorakhpur 05, 09)
∞ − pt
Proof: We have f ( p) = L {F (t)} = ∫0 e F (t) dt.

d ∞ − pt
f ′ ( p) = e F (t) dt
dp ∫ 0
∴

∞ ∂ − pt
= ∫0 {e F (t)} dt,
∂p
by Leibnitz’s rule for differentiating under the sign of integral
∞
=− ∫0 te − pt F (t) dt
∞
=− ∫0 e − pt { t F (t)} dt = − L { t F (t)}.

Thus L { t F ( t)} = − f ′ ( p).

1.19 Multiplication by t n
Theorem: If F (t) is a function of class A and if L {F (t)} = f ( p) then
n dn
L {t F (t)} = (− 1) n f ( p), where n = 1, 2, 3,......
dp n
(Rohilkhand 2000; Lucknow 06, 09, 11; Kanpur 08;
Avadh 10; Agra 01; Gorakhpur 11)
Proof: We shall prove this theorem by mathematical induction. By 1.18, we have
d
L { t F (t)} = (− 1)1 f ( p)
dp
 T-23

i.e. the theorem is true for n = 1.

Now assume that the theorem is true for a particular value of n say m.
Then, we have
m dm
L {t F (t)} = (− 1)m f ( p)
dp m
∞ dm
or ∫0 e − pt t m
F (t) dt = (− 1)m f ( p).
dp m

Now differentiating both sides w. r. t. p, we have

d ∞ − pt m d m +1
e t F (t) dt = (− 1)m f ( p)
dp ∫ 0 dp m + 1

∞ ∂ − pt m d m +1
or ∫0 {e t F (t)} dt = ( − 1)m f ( p),
∂p dp m + 1

by Leibnitz’s rule for differentiating under the sign of integral

∞ d m +1
or −∫ e − pt ⋅ t m +1
F (t) dt = ( − 1)m f ( p)
0 dp m + 1

∞ d m +1 f ( p )
or ∫0 e − pt ⋅ { t m +1
F (t)} dt = ( − 1) m + 1
dp m +1

m +1
d m + 1 f ( p)
or L {t F (t)} = ( − 1)m + 1
dp m +1

which shows that if the theorem is true for any particular value on n, it is true for the
next value of n. But we have already seen that the theorem is true for n = 1. Hence it is
true for n = 1 + 1 = 2 and n = 2 + 1 = 3, etc.
Therefore the theorem is true for every positive integral value of n.

1.20 Division by t
1 ∞
Theorem: If L {F (t)} = f ( p), then L  F (t) = ∫p f ( x) dx
t 
1
provided lim  F (t) exists.
t→0  t 
1
Proof: Let G (t) = F (t) i. e., F (t) = t G (t).
t
∴ L {F (t)} = L { t G (t)}
d
=− L { G (t)}, by the theorem of 1. 18
dp
 T-24

d
or f ( p) = − L { G (t)}.
dp
Now integrating both sides with respect to p from p to ∞, we have
∞ ∞
− [ L { G(t)}]p = ∫p f ( p) dp

lim ∞
or − L { G (t)} + L { G (t)} = ∫p f ( p) dp
p→ ∞
[Note that L {G (t)} is a function of p]
∞
or 0 + L { G(t)} = ∫p f ( p) dp

 ∞ − pt 
∵ plim
→∞
L { G (t)} = lim
p→ ∞
∫0 e G(t) dt = 0 
 
1 ∞
or L  F (t) = ∫p f ( x) dx
t 

Example 14: Evaluate

(i) L { t} (ii) L { e at} (Rohilkhand 2011)

(iii) L {− a sin at }
Solution: We have
L {F ′ (t)} = pL {F (t)} − F (0 ) …(1)
(i) Here let F (t) = t, then F ′ (t) = 1 and F (0 ) = 0 .
∴ from (1), we have L {1} = pL { t } − 0
1 1 1 1
or L { t } = L {1} = ⋅ = 2 , p > 0 .
p p p p

(ii) Here let F (t) = e at , then F ′ (t) = a e at and F (0 ) = 1.

∴ from (1), we have
L { a e at} = pL { e at} − 1
or a L {e at} = pL { e at} − 1
or ( p − a) L { e at} = 1.
1
∴ L { e at} = ⋅
p− a
(iii) Here let F (t) = − a sin at, then F ′ (t) = − a2 cos at and F ′ ′ (t) = a3 sin at
so that F ′ (0 ) = − a2 and F (0 ) = 0 .
2
∴ from L {F ′ ′ (t)} = p L {F (t)} − pF (0 ) − F ′ (0 ),
we have L { a3 sin at} = p2 L { − a sin at} − 0 − (− a2 )
or ( p2 + a2 ) L {− a sin at} = − a2 .
 T-25

a2
∴ L {− a sin at} = − ⋅
p2 + a2

2
2 p ( p2 − 3 a2 )
Example 15: Show that L { t cos at} = , p > 0.
( p2 + a2 )3

(Rohilkhand 2011; Kanpur 07)

2 2
Solution: Since L {cos at} = p /( p + a ), p > 0,

d2  p  d  − p2 + a2 
∴ L { t2 cos at} = (− 1)2   =  
dp2  ( p2 + a2 ) dp  ( p2 + a2 )2 

2 p ( p2 − 3 a2 )
= ⋅
( p2 + a2 )3

Example 16: Find L {(sin at − at cos at)}.

Solution: Let F (t) = sin at − at cos at, then F ′ (t) = a2 t sin at and F (0 ) = 0 .
∴ From L {F ′ (t)} = pL {F (t)} − F (0 ), we have
L { a2 t sin at} = pL{(sin at − at cos at)} − 0 .
1
∴ L {(sin at − at cos at)} = L { a2 t sin at}
p
a2 a2 d
= L { t sin at} = − L {sin at}
p p dp

a2 d  a  2 a3
=− ⋅  2  = 2
p dp  p + a  ( p + a2 )2
2

Aliter. L {sin at − at cos at} = L {sin at} − a L { t cos at}

a d
= 2 2
− a ⋅ ( − 1) [ L {cos at}]
p +a dp

a d  p 
= 2 2
+a  2 
p +a dp  p + a2 

a a (a2 − p2 ) 2 a3
= + = .
p2 + a2 ( p2 + a2 )2 ( p2 + a2 )2

Example 17: Show that

6 p 4 − 18 p 3 + 126 p 2 − 162 p + 432
L {(t2 − 3 t + 2) sin 3 t} = ⋅
( p 2 + 9)3
Solution: We have L {(t2 − 3 t + 2) sin 3 t}
= L { t2 sin 3 t} − 3 L { t sin 3 t} + 2 L {sin 3 t}
d2  d 
= ( − 1)2 L {sin 3 t} − 3 − L {sin 3 t} + 2 L {sin 3 t}
dp2  dp 
 T-26

d2  3  d  3  3
= 2
 2  +3   +2⋅ 2
dp  p + 9  dp  p2 + 9  p +9

18 p2 − 54  − 6p  6
= 2 3
+3⋅ 2 2
+ 2
( p + 9)  ( p + 9)  p + 9
6 p4 − 18 p3 + 126 p2 − 162 p + 432
= .
( p2 + 9)3

Example 18: Find L { t e − t sin t} . (Lucknow 2007)

1
Solution: Since L {sin t} = 2
p +1

d  1  2p
∴ L { t sin t} = −  2 = 2
dp  p + 1 ( p + 1)2
2 ( p + 1) 2p + 2
∴ L { t e − t sin t} = 2 2
= ⋅
[( p + 1) + 1] ( p + 2 p + 2)2
2

sin t  −1 1 sin at 
Example 19: Prove that L 
  = tan and hence find L   ⋅ Does the Laplace
 t  p  t 
cos at
transform of exist?
t (Lucknow 2009; Gorakhpur 05; Rohilkhand 10; Avadh 13)

Solution: Let F (t) = sin t.

lim F (t) lim sin t
Now = = 1.
t→0 t t→0 t
1
We have L {sin t} = = f ( p), say.
p2 + 1
sin t  ∞ ∞ dx π
∴ L  = ∫p f ( x) = ∫p 2
= (tan−1 x)p∞ = − tan−1 p
 t  x +1 2

= cot −1 p = tan−1 (1/ p).

 sin at   sin at  = a ⋅ 1 tan−1 1
Now L  = aL  ,
 t   at  a ( p / a)
1  p
since L { F (at)} = f   = tan−1(a / p).
p  a
p
Again, since L {cos at} = = f ( p), we have
p + a2
2

∞
sin at  ∞ x 1
L  = ∫p 2 2
dx =  log ( x2 + a2 )
 t  x +a 
2  p

1 lim 1
= log ( x 2 + a2 ) − log ( p2 + a2 ),
2 x→ ∞ 2
lim
which does not exist since log ( x2 + a2 ) is infinite.
x→ ∞
 T-27

cos at 
Hence L   does not exist.
 t 
Example 20: If L {F (t), t → p} = f ( p),
 t F (u)  1 ∞
show that L  ∫ du, t → p  = ∫ f ( y) dy .
 0 u  p p
t sin u cot −1 p
Hence show that L  ∫ du, t → p = ⋅
 0 u  p
Solution: From 1.17, we have
t 1
L  ∫ F (u) du = f ( p) …(1)
 0  p
where f ( p) = L {F (t)}.
F (t)
Let G (t) = .
t
 F (t) ∞
Then L { G(t)} = L  = ∫p f ( y) dy [from article 1.20]
 t 
= g ( p), say.
∴ From (1), we have
t 1
L  ∫ G (u) du = g ( p)
 0  p
t 1 ∞
or L  ∫ F (u) du = ∫ f ( y) dy …(2)
 0  p p
Deduction. Let F (t) = sin t
1
so that f ( p) = L {sin t} = 2
.
p +1
∴ From (2), we have
t sin u 1 ∞ dy 1
L  ∫ du = ∫ 2
= [tan−1 y]∞
p
 0 u  p p y +1 p
1 π  1
=  − tan−1 p = cot −1 p.
p 2  p

Comprehensive Exercise 3

Find the Laplace transforms of the following functions.

1. (i) t cos at. (Lucknow 2008) (ii) t cosh 3 t.
2. (i) t 2 sin at. (Lucknow 2006) (ii) t 2 e 2 t .
6 p4 − 36 p2 + 6
3. (i) Show that L { t3 cos t} = .
( p2 + 1)4
 T-28

n!
(ii) Show that L { t n . e at} = , p > a.
( p − a)n +1
4. (i) Find L { t (3 sin 2 t − 2 cos 2 t)}.
(ii) Find L.T. of f (t) = sin α t + t cos α t.
2 a ( p − a)
5. Prove that L { t e at sin at} = 2 ⋅
( p − 2 ap + 2 a2 )2 (Kanpur 2010)
√π
6. Given L {sin √ t } = e −1 /4 p , show that
2 p3 /2
 cos √ t   π  −1 / 4 p
L =   e .
 √t   p
 sinh t   t sin x 
7. Find L  ⋅ 8. Find L  ∫ dx .
 t   0 x 
9. Prove that if L {F (t)} = f ( p), then
∞ F (t) ∞
∫ 0 t dt = ∫ 0 f ( x) dx provided that the integral converges.
10. Find the Laplace transform of F (t) defined as
 t + 1, 0 ≤ t ≤ 2
F (t) = 
 3, t>2.
Also determine L { F ′ (t)}.

A nswers 3
p2 − a2 p2 + 9
1. (i) , p > 0. (ii) , p > 0.
( p2 + a2 )2 ( p2 − 9)2
2 a (3 p2 − a2 ) 2
2. (i) 2 2 3
, p > 0. (ii) .
(p +a ) ( p − 2)3
8 + 12 p − 2 p2 (α + 1) p2 + (α − 1) α2
4. (i) . (ii) .
( p2 + 4)2 ( p2 + α2 )2
1 p+1
7. log ⋅ 8. (1 / p) cot −1 p.
2 p−1
1 1 − e− 2 p
10. [1 + p − e − 2 p ], ⋅
p2 p

1.21 Evaluation of Integrals

∞
If L {F (t)} = f ( p) i.e., ∫ e − pt F (t) dt = f ( p), taking limit as p → 0, we have
0
 T-29
∞
∫0 F (t) dt = f (0 )
assuming that the integral is convergent.

∞ (e − at − e − bt)
Example 21: Evaluate ∫0 dt.
t
Solution: Let F (t) = e − at − e − bt .
1 1
Then L {F (t)} = L { e − at} − L { e − bt} = − = f ( p), say.
p+ a p+ b
∞
 F (t) ∞ ∞  1 − 1  dx = log ( x + a)
∴ L = ∫p f ( x) dx = ∫p    
 t   x + a x + b  ( x + b) p

lim x+a p+ a
= log − log
x→ ∞ x+b p+ b
lim 1 + (a / x) p+ a
= log − log
x→ ∞ 1 + (b / x) p+ b
p+ a p+ b
= 0 − log = log ⋅
p+ b p+ a

 F (t) ∞ − pt e − at − e − bt p+ b
Thus L = ∫0 e ⋅ dt = log
 t  t p+ a

∴ Taking limit as p → 0, we have

∞ e − at − e − bt b
∫0 dt = log ⋅
t a
∞
Example 22: Prove that ∫0 t3 e − t sin t dt = 0 .
(Gorakphur 2006)
3
Solution: Let F (t) = t sin t.
d3
∴ L {F (t)} = L { t3 sin t} = (−1)3 L {sin t}
dp 3

d3  1  d2  2p  d  2 − 6 p2 
=−   = −  −  =  
dp3  p2 + 1 dp2  ( p2 + 1)2  dp  ( p2 + 1)3 

∞ 24 ( p2 − 1) p
or ∫0 e − pt . t3 sin t dt = ⋅
( p2 + 1)4

Taking limit as p → 1, we have

∞
∫0 t3 e − t sin t dt = 0 .
 T-30

Comprehensive Exercise 4

∞ sin t π
1. Show that ∫0 dt = ⋅
t 2 (Purvanchal 2007; Meerut 13, 13B; Rohilkhand 10, 14)
∞ e− t − e− 3 t
2. Evaluate ∫0 dt.
t (Rohilkhand 2010)
∞ − 3t 3
3. Show that ∫0 te sin t dt = ⋅
50
∞ 3
4. Show that ∫0 t e − 2 t cos t dt = ⋅
25
∞ e − x sin x π
5. Prove that ∫ dx = ⋅
0 x 4 (Rohilkhand 2009, 11)
∞ −3 t
6. Evaluate ∫0 te cos 4 t dt.
(Gorakhpur 2007, 09)

A nswers 4
5
3. log 3. 6. ⋅
169

1.22 Periodic Functions

Fundamental Theorem: Let F (t) be a periodic function with period T > 0, that is
F (u + T ) = F (u), F (u + 2T ) = F (u), etc., then
T
∫0 e − pt F (t) dt
L {F (t)} = .
1 − e − pT
Proof: We have
∞
L {F (t)} = ∫0 e − pt F (t) dt

T 2T 3T
= ∫0 e − pt F (t) dt + ∫T e − pt F (t) dt + ∫ 2T e − pt F (t) dt + ...
T T
= ∫0 e − pt F (t) dt + ∫0 e − p (u + T ) F (u + T ) du
T
+∫ e − p (u + 2T ) F (u + 2T ) du + ... ,
0

putting t = u + T , t = u + 2T , etc. in 2nd, 3rd, … integrals respectively

T T
= ∫0 e − pu F (u) du + e − pT ∫0 e − pu F (u) du

T
+ e −2 pT ∫ e − pu F (u) du + ...
0
 T-31

T
= (1 + e − pT + e −2 pT + ...) ∫ e − pu F (u) du
0
T
∫0 e − pt F (t) dt
1 T − pu
= ∫0 e F (u) du = .
1 − e − pT 1 − e − pT

1.23 Some Special Functions

1. The Sine and Cosine Integrals: The sine and cosine integrals, denoted by
Si (t) and Ci (t) respectively are defined by
t sin u
Si (t) = ∫ du,
0 u
∞ cos u
and Ci (t) = ∫t du.
u
2. The Error Function: The error function denoted by erf (t), is defined by
2 t − u2
erf (t) = ∫ e du.
√π 0

3. The Gamma Function: If n > 0, the gamma function is defined by

∞
Γ (n) = ∫0 un − 1 e − u du.

4. The Unit Step Function (also called Heaviside’s Unit function):

0 , t < a
The unit step function, denoted by H (t − a), is defined by H (t − a) = 
1, t ≥ a.
5. The Bessel Function: Bessel function of order n is defined by
n
t t2 t4 
Jn (t) = n 1 − + −.. .
2 Γ (n + 1)  2.(2 n + 2) 2 ⋅ 4. (2 n + 2 ) (2 n + 4) 
n +2 r
∞
(− 1)r t
= ∑ ⋅  
r =0
r ! Γ (n + r + 1)  2 

The Bessel function of order zero i.e., J0 (t) is given by

t2 t4 t6
J0 (t) = 1 − 2
+ 2 2
− + ... .
2 2 .4 2 .42 .62
2

Example 23: Show that

a ( p2 − 2 a2 )
(i) L { sinh at cos at} =
p4 + 4 a4

2 a2 p
and (ii) L { sinh at sin at } = ⋅
p4 + 4 a4
 T-32

a
Solution: We have L {sinh at} = = f ( p), say.
p2 − a2
∴ L { e iat sinh at} = f ( p − ia)
a a
= 2 2
=
( p − ia) − a ( p − 2 a2 ) − 2 iap
2

a {( p2 − 2 a2 ) + 2 iap}
=
( p2 − 2 a2 )2 − (2 ipa)2
a ( p2 − 2 a2 ) + 2 ia2 p
or L {sinh at (cos at + i sin at)} =
p4 + 4 a4
a ( p2 − 2 a2 ) 2 a2 p
or L{sinh at cos at} + i L{sinh at sin at} = +i ⋅
p4 + 4 a4 p4 + 4 a4
a ( p2 − 2 a2 )
Hence L {sinh at cos at} =
p4 + 4 a4
2 a2 p
and L {sinh at sin at} = .
p4 + 4 a4
1 3 6 6
Example 24: Show that L {(1 + t e − t )3} = + + + ⋅
p ( p + 1)2 ( p + 2)3 ( p + 3)4

Solution: We have
L {(1 + t e − t )3} = L {1 + 3 t e − t + 3 t2 e −2 t + t3 e −3 t}
d d2 d3
= L {1} + 3 (−1) L { e − t} + 3 (−1)2 2 L { e −2 t} + (−1)3 3 L {e −3 t}
dp dp dp
1 1! 2! 3!
= + 3. 2
+ 3. 3
+
p ( p + 1) ( p + 2) ( p + 3)4
1 3 6 6
= + 2
+ 3
+ .
p ( p + 1) ( p + 2) ( p + 3)4
∞
Aliter: L {(1 + t e − t )3} = ∫0 (1 + t e − t )3 . e − pt dt
∞
= ∫0 [e − pt + 3 t e − ( p + 1)t + 3 t2 e − ( p + 2)t + t3 e − ( p + 3)t ] dt
∞ ∞ ∞
= ∫0 e − pt dt + 3 ∫ te − ( p + 1)t dt + 3 ∫ t2 e − ( p + 2)t dt
0 0
∞
+ ∫0 t 3 e − ( p +3)t dt
∞ ∞
= ∫0 e − pt t1−1 dt + 3 ∫ e − ( p + 1)t t2 − 1 dt
0
∞ ∞
+3∫ e − ( p + 2)t t3 − 1 dt + ∫0 e − ( p + 3)t t 4 − 1 dt
0
 T-33

1 3 6 6
= + 2
+ 3
+ , p > 0.
p ( p + 1) ( p + 2) ( p + 3)4
 ∞ − at n−1 Γ(n) 
e t dt = n , if a > 0 and n > 0
 ∫ 0
∵
a 
1
Example 25: Prove that L { J0 (t)} =
√ (1 + p2 )
and hence deduce that (Avadh 2007)
1
(i) L { J0 (at)} =
√ ( p + a2 )
2

p
(ii) L { t J0 (at)} =
( p + a2 )3 /2
2 (Rohilkhand 2002)

1
(iii) L { e − at J0 (at)} =
√ ( p + 2 ap + 2 a2 )
2

∞
(iv) ∫0 J0 (t) dt = 1.

Solution: We know that

t2 t4 t6
J0 (t) = 1 − + + ... −
22
22 .42 22 .42 .62
1 1 1
∴ L { J0 (t)} = L {1} − 2 L { t 2} + 2 2 L { t 4} − 2 2 2 L { t 6} + ...
2 2 .4 2 .4 .6
1 1 2! 1 4! 1 6!
= − 2 ⋅ 3 + 2 2 ⋅ 5 − 2 2 2 7 + ...
p 2 p 2 .4 p 2 .4 .6 p
 2 3 
1  1  1  1⋅ 3  1  1⋅ 3 ⋅ 5  1 
= 1−  2  +  2 −  2  + ....
p  2  p  2 ⋅4  p  2 ⋅4 ⋅6  p  
 
−1 / 2
1 1 1
= 1 + 2  = ⋅
p p  √ (1 + p2 )
Deductions:
1  p
(i) Since L { F (at)} = f   where f ( p) = L { F (t)},
a  a
1 1 1
∴ L { J0 (at)} = ⋅ = .
a √ [1 + ( p / a) ] √ ( p + a2 )
2 2

d d  1  p
(ii) L { t J0 (at)} = − L{ J0 (at)} = −  = 2
dp dp  √ ( p + a ) ( p + a2 )3 /2
2 2

(iii) Since L { e − at F (t)} = f ( p + a) where f ( p) = L {F (t)},

1  1 
∴ L { e − at J0 (at)} = 2 2 ∵ L { J0 (at)} = 2 2 
√ [( p + a) + a ]  √ ( p + a )
1
= .
√ ( p + 2 ap + 2 a2 )
2
 T-34

∞ 1
(iv) We have L { J0 (t)} = ∫0 e − pt J0 (t) dt = .
√ (1 + p2 )
∞
∴ Putting p = 0, we have ∫0 J0 (t) dt = 1.

p
Example 26: Prove that L { J1 (t)} = 1 − where J1 (t) is the Bessel function of order
√ ( p 2 + 1)
one (Kanpur 2009)
1
and hence deduce that L {t J1 (t)} = .
( p + 1)3 /2
2

Solution: We know that J0 ′ (t) = − J1 (t).

∴ From L {F ′ (t)} = pL {F (t)} − F (0 ), we have
L { J1 (t)} = L { − J0 ′ (t)} = − L { J0 ′ (t)} = − [ pL { J0 (t)} − J0 (0 )]
 1 
= −p ⋅ 2 
 √ ( p + 1) − 1
 1 
∵ from Ex . 26, L { J0 (t)} = 2
and J0 (0 ) = 1
 √ (1 + p ) 
p
= 1− ⋅
√ ( p2 + 1)
Aliter: We have
n +2 r
∞
(− 1)r t
Jn (t) = ∑ ⋅   .
r =0
r ! Γ (n + r + 1)  2 
2 r +1
∞
(− 1)r  t t 1 t3 1 t5
∴ J1(t) = ∑ r !(r + 1) !  2
⋅   = − + ⋅
2 22 4 22 .42 6
− ...
r =0
1 1 1
∴ L { J1 (t)} = ⋅ L { t } − 2 L { t3} + 2 2 L { t5} − ...
2 2 .4 2 .4 .6
1 1! 1 3! 1 5!
= ⋅ 2 − 2 ⋅ 4 + 2 2 ⋅ 6 − ...
2 p 2 .4 p 2 .4 .6 p
 2 3 
1  1  1⋅ 3  1  1⋅ 3 ⋅ 5  1 
= 1 − 1 −  2  +  2 −  2  + ...
 2  p  2 ⋅4  p  2 ⋅4 ⋅6  p  
 
−1 / 2
 1 p
= 1 − 1 + 2  = 1− 2
 p  √ ( p + 1)
d
Deduction: L { t J1 (t)} = − L { J1 (t)}
dp

d  p  1
=− 1 −  = 2 .
dp  √ ( p + 1) ( p + 1)3 /2
2
 T-35

Example 27: Find L { erf √ t } and hence prove that

3p + 8
L { t ⋅ erf (2 √ t)} = 2 .
p ( p + 4)3 /2 (Avadh 2012)

Solution: We know that

2 √t 2
erf (√ t) = ∫0 e − u du
√π
2 √t  u4 u6 
= ∫0 1 − u2 + − + … du
√π  2! 3! 
√t
2  u3 u5 u7 
= u − + − + ...
√π  3 5 (2 !) 7 (3 !) 0
2  1 /2 t3 /2 t5 /2 t7 /2 
= t − + − + ...
√π  3 5 (2 !) 7 (3 !) 
2  1 /2 1 3 /2 1 1 
∴ L {erf √ t} =  L {t } − L {t } − L { t5 /2 } − L { t7 /2 } + ...
√π  3 5 (2 !) 7 (3 !) 
2  Γ( 32 )  1 Γ( 52 ) 1 Γ( 7 ) 1 Γ( 9 ) 
=  3 /2 −   5 /2 + ⋅ 72/2 − ⋅ 92/2 + ...
√π  p 3 p 5 (2 !) p 7 (3 !) p 

2 √ π 1 √π 1 1 √ π 1⋅ 3 1 √ π 1⋅ 3 ⋅ 5 1 
=  ⋅ 3 /2 − 5 / 2
+ ⋅ 7 / 2
− ⋅ 9 / 2
+ ...
√π  2 p 2 2 p 2 2 ⋅4 p 2 2 ⋅4 ⋅6 p 
−1 / 2
1  1 1 1⋅ 3 1 1⋅ 3 ⋅ 5 1  1  1
= 3 /2 
1− ⋅ + 2
− 3
+ ... = 3 /2 1 + 
p  2 p 2 ⋅ 4 p 2 ⋅ 4 ⋅ 6 p  p  p
1
= ⋅ (Rohilkhand 2004)
p √ ( p + 1)
1  p
Since L { F (at)} = f   , where f ( p) = L { F (t)},
a  a
∴ L {erf (2 √ t)} = L {erf √ (4 t)}
1 1 2
= ⋅ = ⋅
4 p p  p √ ( p + 4)
 + 1
4 4 
d d  2  3p + 8
Hence L { t. erf (2 √ t)} = − L {erf (2 √ t)} = −  = ⋅
dp dp  p √ ( p + 4) p2 ( p + 4)3 /2

Example 28: Find the Laplace transform of Si (t). (Rohilkhand 2009)

Solution: We know that

t sin u t  u2 u4 u6 
Si (t) = ∫0 du = ∫0 1 − + − + ... du
u  3! 5! 7! 
 T-36

t3 t5 t7
=t− + − + ...
3 (3 !) 5 (5 !) 7 (7 !)
1 1 1
∴ L { Si (t)} = L { t } − L { t 3} + L { t 5} − ⋅ L { t7} + ...
3 (3 !) 5 (5 !) 7 (7 !)
1! 1 3! 1 5! 1 7!
= − ⋅ + ⋅ − ⋅ + ...
p2 3 (3 !) p4 5 (5 !) p6 7 (7 !) p8

1 1 1 1 1 1 1 1 
=  − ⋅ 3 + ⋅ 5 − ⋅ 7 + ...
p p 3 p 5 p 7 p 
1 1
= tan−1 , by Gregory’s series.
p p

Example 29: Find L { Ci (t)}. (Rohilkhand 2003, 08)

 cos u 
∞
Solution: L { Ci (t)} = L  ∫ du ⋅
 t u 
∞ cos u t cos u
Let F (t) = ∫ du = − ∫ du
t u ∞ u
cos t
so that F ′ (t) = − or t F ′ (t) = − cos t.
t
∴ L { t F ′ (t)} = L { − cos t}
d p
or − L{F ′ (t)} = − 2
dp p +1

d p
or [ p f ( p) − F (0 )] = 2 where f ( p) = L {F (t)}
dp p +1

d p
or [ p f ( p)] = 2 , since F (0 ) is constant.
dp p +1
1
Integrating, p f ( p) = log ( p2 + 1) + C (constant) …(1)
2
But from the final-value theorem 1.16,
lim lim
p f ( p) = F (t) = 0 .
p→ 0 t→ ∞
∴ from (1) as p → 0 we have 0 = 0 + C or C = 0 .
1
∴ from (1), p f ( p) = log ( p2 + 1)
2
log ( p2 + 1)
or f ( p) = L {F (t)} = L { Ci (t)} = .
2p
3 t, 0 < t < 2
Example 30: If F (t) = 
6, 2 < t < 4,
find L {F (t)} where F (t) has period 4.
Solution: Here F (t) is a periodic function with period T = 4.
 T-37

∴ from 1.22 theorem, we have

T 2 4
∫0 e − pt F (t) dt ∫0 3 t e − pt dt + ∫2 6 . e − pt dt
L {F (t)} = =
1 − e − pT 1 − e− 4 p
2 4
1  e − pt   e − pt   1 6 e − pt 
=   ⋅ 3 t −  2  ⋅ 3 + −4 p  − p 
1 − e −4 p  − p   p  0 1 − e  2

1  6 −2 p 3 e −2 p 3 6 6 
= − e − + 2 − e −4 p + e −2 p 
1 − e −4 p  p p2
p p p 
3 − 3 e− 2 p − 6 p e− 4 p
= .
p2 (1 − e − 4 p )

Comprehensive Exercise 5

 t  1 1  1 
1. Given L 2    = 3 /2 , show that 1 /2 = L  ⋅
 π
  p p  √ (πt)
2. Find (i) L {F (t)} and (ii) L {F ′ (t)}, for the function given by
2 t , 0 ≤ t ≤ 1
F (t) = 
 t, t > 1.
25 30 9
3. Show that L {(5 e2 t − 3)2} = − + , p > 4.
p−4 p−2 p
 sin2 t  1  p2 + 4 
4. Show that L   = log  2  ⋅ (Rohilkhand 2010; Kashi 14)
 t  4  p 
∞ sin2 t
π
5. Show that ∫ dt = . (Rohilkhand 2003)
0t2 2
∞ cos 6 t − cos 4 t 2
6. Show that ∫ dt = log   ⋅
0 t  3
2
7. Prove that L { J0 (a √ t)} = (1 / p) e − (a /4 p)
.
8. If F (t) = t2 , 0 < t < 2 and F (t + 2) = F (t), find L {F (t)}.
[Hint. Here F (t) is a periodic function with period T = 2]
sin t, 0 < t < π
9. Compute L {F (t)}, if F (t) =  where F (t) has period 2π.
0 , π < t < 2 π,
10. Find the Laplace transform of the Heaviside’s unit step function H (t − a).
t 1 − e −2 x 
11. Find Laplace transform of ∫   dx.
0 x 
 T-38

∞ e− u log ( p + 1)
12. If E (t) = ∫t du, show that L { E (t)} = ⋅
u p
∞
13. Evaluate ∫0 e − t erf √ t dt.

A nswers 5
2 e −p
2. (i) 2 / p2 − (1/ p + 1/ p2 ) e − p (ii) −
p p
− (4 p2 + 4 p + 2) e −2 p + 2 1
8. 3 −2 p
9.
p (1 − e ) ( p + 1) . (1 − e − pπ )
2

e − ap 1  2
10. 11. log 1 + 
p p  p
12. 1/ √ 2

1.24 Table of Laplace Transform Theorems

Laplace Transform Theorems

No. Operation F (t ) L { F (t )} = f ( p)

1. Linearity property a1 F1 (t) + a2 F2 (t) a1 L{F1(t)} + a2 L{F2 (t)}

2. First translation e at F (t) f ( p − a)

or shifting theorem

3. Second translation  F (t − a), t > a e − ap f ( p)

G(t) = 
or shifting theorem  0 , t< a

4. Change of scale 1  p
F (at) f  
property a  a

F ′ (t) pf ( p) − F (0 )
5. Differentiation
theorems n−1
F n (t) pn f ( p) − ∑ p n −1− r F r (0 )
r =0
 T-39

t F (t) − f ′ ( p)
6. Multiplication
theorems n
t F (t) dn
(− 1)n n
f ( p)
dp

1 ∞
7. Division theorem F (t) ∫p f ( x) dx
t
t 1
8. Integral theorem ∫0 F ( x) dx f ( p)
p

lim lim
9. Initial value theorem F (t) = p L {F (t)}
t→0 p→ ∞

lim lim
10. Final-value theorem F (t) = p L {F (t)}
t→ ∞ p→ 0
T
∫0 e − pt F (t) dt
11. Fundamental L {F (t)} = ,
1 − e − pT
theorem for
F (t) is periodic function of period T
Periodic Functions

Objective Type Questions

Multiple Choice Questions

Indicate the correct answer for each question by writing the corresponding letter from (a),
(b), (c) and (d).
1. The Laplace transform of F (t) exists for all p > a, if
(a) F (t) is a continuous function
(b) F (t) is a differentiable function
(c) F (t) is a function of class A
(d) None of these. (Rohilkhand 2002)
2. The Laplace transform of F (t) = 1 is
(a) p (b) 1
1 1
(c) , p> 0 (d) , p > 1.
p p−1 (Rohilkhand 2008)
 F (t − a), t > a
3. If L { F (t)} = f ( p) and G (t) =  then L { G (t)} is
 0 , t< a
(a) f ( p − a) (b) e − ap f ( p)
1  p
(c) f   (d) f (ap). (Rohilkhand 2003)
a  a
 T-40

4. If L { F (t)} = f ( p) and F ′ (t) is of class A, then L { F ′ (t)} is

(a) pf ( p) − F (0 ) (b) p2 f ( p)
(c) f ( p) − F (0 ) (d) None of these.
(Rohilkhand 2003)
5. The Laplace transform of cosh at is
p p
(a) (b)
p − a2
2
p + a2
2

1 1
(c) (d) ⋅ (Rohilkhand 2003)
p − a2
2
p2 + a2
6. If L { F (t)} = f ( p) then L { t F (t)} is
(a) f ′ ( p) (b) − f ′ ( p)
∞ 1
(c) ∫p f ( x) dx (d) f ( p). (Rohilkhand 2002)
p
sin t
7. The value of Laplace transform of is
t
1 2
(a) tan−1 (b) tan−1
p p
(c) tan−1 p (d) None of these.

8. If L { F (t)} = f ( p) then L { F (at)} is

 p 1
(a) f   (b) f ( p)
 a a
1  p
(c) f   (d) None of these.
a  a
2
9. The Laplace transform of e t is
1 1
(a) (b)
p−2 ( p − 2)2
1
(c) (d) not existing. (Rohilkhand 2003)
p2
sin t  −1 1  sin 3 t 
10. If L   = tan , then L   is
 t  p  t 
1  3  3
(a) tan−1   (b) tan−1  
3  p  p
(c) tan−1 (3 p) (d) 3 tan−1 (3 p).

11. The value of L { t sin at} is

a 2 ap
(a) 2 2
(b)
(p +a ) ( p + a2 )
2

2 ap
(c) (d) None of these.
( p + a2 )2
2
 T-41

∞
12. The value of ∫ J0 (t) dt is
0

(a) 1 (b) 0
(c) −1 (d) None of these.
∞ sin t
13. The value of ∫ dt is
0 t
π
(a) 0 (b)
2
(c) 1 (d) None of these.
1
14. If L {erf √ t} = then L { e3 t erf √ t} is
p √ ( p + 1)
1 1
(a) (b)
( p − 3) √ ( p − 2) ( p − 3) √ ( p + 2)
3
(c) (d) None of these.
( p − 3) √ ( p − 2)

Fill In The Blanks

Fill in the blanks “……” so that the following statements are complete and correct.
∞
1. If the integral f ( p) = ∫−∞ K ( p, t) F (t) dt is convergent, then f ( p) is called

the …… of the function F (t) and the function K ( p, t) is called the …… of the
transformation.
∞ − pt
2. The integral ∫0 e F (t) dt is called the …… transform of the function F (t).

3. The Laplace transform of the function F (t) = cos at is …… .

4. If f ( p) is the Laplace transform of F (t) then f ( p − a) is the Laplace transform of
…… .
n
5. If F (t) is a function of class A and if L { F (t)} = f ( p), then L { t F (t)} = ……
where n = 1, 2 , 3, …… .
6. The value of L { J0 (t)} is …… .
∞ sin2 t
7. The value of integral ∫ dt is …… .
0 t2
8. If F (t) is a periodic function with period T > 0 then F (u + T ) = …… .

True or False
Write ‘T’ for true and ‘F’ for false statement.
1. The Laplace transformation is a linear transformation.
2
2. The function e t is not of exponential order as t → ∞.
 T-42

3. If the Laplace transform of a function F (t) exists then it must be of class A.

4. The Laplace transform of the function F (t) = t n, n being any real number greater
Γn
than −1 is n + 1 , p > 0 .
p

5. If F (t) is a function of class A and if L { F (t)} = f ( p), then

L { t F (t)} = f ′ ( p).
1
6. The value of L { e at} = ⋅
p+ a
λ
7. The value of L {sin λt . cos λt} = , p > 0.
p + 4 λ2
2

6
8. The value of L { t3 e −3 t } = ⋅
( p + 3)4

A nswers
Multiple Choice Questions
1. (c) 2. (c) 3. (b)
4. (a) 5. (a) 6. (b)
7. (a) 8. (c) 9. (d)
10. (b) 11. (c) 12. (a)
13. (b) 14. (a)

Fill in the Blank(s)

1. integral transform ; kernel. 2. Laplace.
p
3. , p> 0 4. e at F (t)
p + a2
2

dn 1
5. (− 1)n n
f ( p) 6.
dp √ (1 + p2 )
π
7. 8. F (u)
2

True or False
1. T 2. T
3. F 4. F
5. F 6. F
7. T 8. T

¨
 T-43

2
T he I nverse L aplace T ransform

2.1 Inverse Laplace Transform

If f ( p) is the Laplace Transform of a function F (t), i. e. L {F (t)} = f ( p), then F (t) is
called the inverse Laplace transform of the function f ( p) and is written as
F (t) = L−1 { f ( p)}.

L−1 is called the inverse Laplace transformation operator.

2.2 Null Function

t
If N (t) is a function of t such that ∫ N (t) dt = 0 for all t > 0 then N (t) is called a null
0

function.

2.3 Lerch’s Theorem

If F1 (t) and F2 (t) are two functions having the same Laplace transform f ( p), then
F1 (t) − F2 (t) = N (t) where N (t) is a null function for all t > 0.
From this it follows that, an inverse Laplace transform is unique except for the addition of a null
function.
 T-44

If we restrict ourselves to functions F (t) which are sectionally continuous in every finite
interval 0 ≤ t ≤ t0 and of exponential order for t > t0 , then the inverse Laplace transform of
f ( p) i.e., L−1 { f ( p)} = F (t) is unique.

2.4 Linearity Property

Theorem: Let f1 ( p) and f2 ( p) be the Laplace transforms of functions F1 (t) and F2 (t)
respectively and c1, c2 be two constants, then L−1 { c1 f1 ( p) + c2 f2 ( p)}
= c1 L−1 { f1 ( p)} + c2 L−1 { f2 ( p)} = c1 F1 (t) + c2 F2 (t).(Avadh 2014)

Proof: We have
L { c1 F1 (t) + c2 F2 (t)} = c1 L {F1 (t)} + c2 L {F2 (t)}
= c1 f1( p) + c2 f2 ( p).
∴ L−1 { c1 f1 ( p) + c2 f2 ( p)} = c1 F1 (t) + c2 F2 (t)
= c1 L−1 { f1 ( p)} + c2 L−1 { f2 ( p)}.

2.5 Inverse L.T. of Some Special Functions

(Rohilkhand 2006)
(i) Inverse L.T. of 1/p, p > 0.
∵ L {1} = 1/ p, p > 0 , ∴ L−1 {1/ p} = 1, p > 0 .
(ii) Inverse L.T. of 1 / pn + 1, p > 0, n > − 1.
Γ (n + 1)
∵ L { t n} = , p > 0, n > − 1
p n+1
∴ L−1 {1/ p n+1} = t n / Γ (n + 1), n > − 1.
If n is a positive integer, then Γ (n + 1) = n !.
∴ L−1 {1/ pn+1} = t n / n !, p > 0 , n is a positive integer.
(iii) Inverse L.T. of 1/( p − a), p > a.
∵ L { e at} = 1/( p − a), p > a, ∴ L−1{1/( p − a)} = e at , p > a.
(iv) Inverse L.T. of 1 /( p2 + a2 ), p > 0.
a  p  1
∵ L {sin at} = 2 2
, p > 0, ∴ L−1  2 2
= sin at
p +a p + a  a
(v) Inverse L.T. of p /( p + a2 ), p > 0.
2

p  p 
∵ L {cos at} = 2 2
, ∴ L−1  2 2
= cos at.
p +a p + a 
(vi) Inverse L.T. of 1 /( p2 − a2 ), p > | a | .
a  1  1
∵ L {sinh at} = 2 2
, ∴ L−1  2 2
= sinh at.
p −a p − a  a
 T-45

(vii) Inverse L.T. of p /( p2 − a2 ), p > | a | .

p  p 
∵ L {cosh at} = 2 2
, ∴ L−1  2 2
= cosh at .
p −a p − a 

2.6 Table of Some Inverse Laplace Transforms

f ( p) L−1 { f ( p)} = F(t )

1
1. 1
p

1 tn
2. n +1
, n is a positive integer
p n!

1
3. e at
p− a

1 1
4. 2 2
sin at
p +a a

p
5. cos at
p + a2
2

1 1
6. sinh at
p2 − a2 a

p
7. cosh at
p − a2
2

1 tn
8. n +1
,n> −1
p Γ (n + 1)

If we know the inverse L.T. given in the above table then nearly all the inverse Laplace
transforms can be obtained by using the general theorems, which we shall give later on.

 1  1 
Example 1: Find (i) L−1  4  (ii) L−1  2 .
p    p + 4 (Meerut 2013B)

 1  t 4 − 1 t3
Solution: (i) L−1  4  = =
 p  3! 6

 1  −1  1  1
(ii) L−1  2 =L  2 2
= sin 2 t
 p + 4  p +2  2
 T-46

Example 2: Prove that

 2 
−1  5  √ p − 1  7   t  7 −2 t / 3 .
L  2 + −  = 1 + 6 t − 4   − e
p   3 p + 2 π 3
 p 

 2 
 5  √ p − 1  7 
Solution: We have L−1  2 +  − 
 p  3 p + 2
 p 


 5 p− 2 √ p+1 7 1 
= L−1  2 + 2
− . 
 p p 3 p + (2 / 3)

 1  1  1  7  1 
= 6 L−1  2  + L−1   − 2 L−1  3 /2  − L−1  
 p   p p  3  p + (2 / 3)
t 2 −1 t 3 /2 −1 7
=6 + 1− 2 . − e −2 t /3
1! Γ (3 / 2) 3

= 6 t + 1 − 4 √ (t / π) − (7 / 3) e −2 t /3 .

Example 3: Show that

1 1 t3 t5 t7
L−1  sin  = t − + − + ...
 p p (3 !)2 (5 !)2 (7 !)2 (Avadh 2014)

 3   5 7
1 1 −1 1  1 (1/ p) (1/ p) (1/ p)
Solution: L−1  sin =L   − + − + ... 
 p p  p p 3! 5! 7!  

 1  1 −1  1  1 −1  1  1 −1  1 
= L−1  2  − L  4 + L  6 − L  8  + ...
 p  3!  p  5!  p  7!  p 
t3 t5 t7
=t− + − + ... .
(3 !)2 (5 !)2 (7 !)2

Comprehensive Exercise 1

Find the inverse Laplace transforms of each of the following functions.

p 6p 3
1. 4 /( p − 2). 2. 2 + 2 + ⋅
p + 2 p − 16 p − 3
2p + 1
3. ⋅
p ( p + 1) (Purvanchal 2014; Kashi 14, 14B)
2p − 5
4. ⋅
p2 − 9 (Meerut 2013)
3p − 2 7 6 3 + 4p 8 − 6p
5. 5 /2
− ⋅ 6. − 2 + ⋅
p 3p + 2 2 p − 3 9 p − 16 16 p2 + 9
 T-47

3 3p + 2 3 p − 27 6 − 30 √ p
7. 2
+ 3
− 2
+ ⋅
p −3 p p +9 p4
3 ( p2 − 1)2 4 p − 18 ( p + 1) (2 − √ p)
8. 5
+ 2
+ ⋅
2p 9− p p5 /2
1 1 t2 t4 t6
9. Show that L−1  cos  = 1− 2
+ 2
− + ...
 p p (2 !) (4 !) (6 !)2

A nswers 1
1. 4 e 2 t. 2. cos √ 2 t + 6 cosh 4 t + 3 e 3 t .

3. e − t + 1. 4. 2 cosh 3 t − (5 / 3) sinh 3 t.

t 8 t 7
5. 6   − t   − e −2 t /3 .
 π 3  π 3

1 4t 4 4t 2 3t 3 3t
6. 3 e 3 t /2 − sinh − cosh + sin − cos ⋅
4 3 9 3 3 4 8 4
7. √ 3 sinh (√ 3 t) + 3 t + t 2 − 3 cos 3 t + 9 sin 3 t + t 3 − 16 t 2 √ (t / π).
1 3 2 1 4 8
8. − t + t − 4 cosh 3 t + 6 sinh 3 t + 4 √ (t / π) + t √ (t / π) − t.
2 2 16 3

2.7 First Translation or Shifting Theorem

If L−1 { f ( p)} = F (t), then L−1 { f ( p − a)} = e at F (t) = e at L−1 { f ( p)}.
∞ − pt
Proof: We have f ( p) = ∫0 e F (t) dt.

∞ ∞ − pt
∴ f ( p − a) = ∫0 e −(p − a)t F (t) dt = ∫0 e .{ e at ⋅ F (t)} dt = L { e at F (t)}.

∴ L−1 { f ( p − a)} = e at F (t) = e at L−1 { f ( p)}.

2.8 Second Translation or Shifting Theorem

 F (t − a), t> a
If L−1 { f ( p)} = F (t), then L−1 { e − ap f ( p)} = G (t), where G (t) = 
 0, t < a.
∞
Proof: We have f ( p) = ∫0 e − pt F (t) dt .

∞ − p (t + a)
∴ e − ap f ( p) = ∫0 e F (t) dt
 T-48

∞ − px
= ∫0 e F ( x − a) dx, putting t + a = x, so that dt = dx

a − px ∞ − px
= ∫0 e ⋅ 0 dx + ∫a e F ( x − a) dx

a − pt ∞ − pt
= ∫0 e ⋅ 0 dt + ∫a e F (t − a) dt

∞ − pt
= ∫0 e G (t) dt = L { G (t)} ,

 F (t − a), t > a
where G (t) = 
 0, t < a.
Note: In terms of Heaviside’s unit step function H (t − a) this theorem can be stated as :
If L−1 { f ( p)} = F (t),
then L−1 { e − ap f ( p)} = F (t − a). H (t − a).

2.9 Change of Scale Property

Theorem: If L−1 { f ( p)} = F (t), then L−1 { f (ap)} = (1 / a) F (t / a).
∞ − pt
Proof: We have, f ( p) = ∫0 e F (t) dt .

∞ − apt 1 ∞ − px  x 
f (ap) = ∫0 e F (t) dt = e F   dx .
a ∫0
∴
 a
putting at = x, so that dt = (1 / a) dx
1 ∞ − pt  t  1  t  1 t 
= ∫ e F   dt = L  F    = L F    .
a 0  a  a  a    a  a 
Hence L−1 { f (ap)} = (1 / a) F (t / a).

2.10 Use of Partial Fractions

g ( p)
If f ( p) is of the form , where g and h are polynomials in p, then break f ( p) into
h ( p)
partial fractions and manipulate term by term.

 3p + 7 
Example 4: Evaluate L−1  2 .
 p − 2 p − 3 (Bundelkhand 2013)

 3p + 7  −1 
3 ( p − 1) + 10 
Solution: L−1  2 =L  2 
 p − 2 p − 3  ( p − 1) − 4 
 T-49

 3 ( p − 1) 10 
= L−1  2
+ 2 
 ( p − 1) − 4 ( p − 1) − 4 
 p−1   1 
= 3 L−1  2  + 10 L
−1
 2 
 ( p − 1) − 4   ( p − 1) − 4 
 p   1 
= 3 e t L−1  2 2
+ 10 e t L−1  2 2
 p −2   p −2 
= 3 e t cosh 2 t + 5 e t sinh 2 t = 4 e 3 t − e − t .
 e −1 / p  cos 2 √ t  e−a / p 
Example 5: If L−1  1 /2  = , find L−1  1 /2  , where a > 0.
 p  √ (πt)  p 
 e −1 / p  cos 2 √ t
Solution: Since L−1  1 /2  = ,
 p  √ (πt)

 e −1 / pk  1 cos 2 √ (t / k )  e −1 / pk  cos 2 √ (t / k )
∴ L−1  1 /2 
= or L−1  1 /2  = .
 ( pk )  k √ (πt / k )  p  √ (πt)

 e − a / p  cos 2 √ (at)
Taking k = 1 / a, we have L−1  1 /2  = ⋅
 p  √ (πt)

Example 6: Find a function F(t) for which

 3 4 e − p 4 e −3 p 
F (t) = L−1  − 2 + ⋅
p p p2 
 3 4 e − p 4 e −3 p 
Solution: F (t) = L−1  − 2 + 
 p p p2 
 1  e−p   e −3 p 
= 3 L−1   − 4 L−1  2  + 4 L−1  2  ⋅ …(1)
 p p   p 
Now L−1 {1 / p} = 1, L−1 {1 / p2 } = t.
∴ L−1 { e − p / p2 } = (t − 1) H (t − 1),
L−1 { e −3 p / p2 } = (t − 3) H (t − 3).
Putting in (1), we have
F (t) = 3 − 4 (t − 1) H (t − 1) + 4 (t − 3) H (t − 3).
Example 7: Find the inverse Laplace transform of the following function.
p+1
2
.
p ( p + 4 p + 8)
 p+1  1 p−4 
Solution: L−1  2 =L
−1
 − 2 ,
 p ( p + 4 p + 8)  8 p 8 ( p + 4 p + 8)
resolving into partial fractions
 T-50

1 −1  1 1 −1  ( p + 2) − 6 
= L  − L  2 
8  p 8  ( p + 2) + 4 

1 1 −2 t −1  p − 6 
= − e L  2 
8 8  p + 4

1 1 −2 t  −1  p   1 
= − e L  2 2
−6 L−1  2 2 
8 8   p +2   p + 2  
1
= [1 − e −2 t (cos 2 t − 3 sin 2 t)].
8
 p  2 t 1
Example 8: Prove that L−1  4 2 = sinh . sin . √ 3 t.
 p + p + 1 √ 3 2 2
(Kanpur 2010; Meerut 13B; Kashi 14; Rohilkhand 14)
 p   p 
Solution: We have L−1  4 2 =L
−1
 2 2 2
 p + p + 1  ( p + 1) − p 
 p 
= L−1  2 2 
 ( p − p + 1) ( p + p + 1)
 1 ( p2 + p + 1) − ( p2 − p + 1)
= L−1  2 2 
 2 ( p − p + 1) ( p + p + 1) 
 1 1 
= L−1  2
− 2 
 2 ( p − p + 1) 2 ( p + p + 1)
   
1 −1  1  1 −1  1 
= L  − L
2 1 2 3 2  1 2 3
( p − ) +  ( p + ) + 
 2 4  2 4
   
1 t / 2 −1  1  1 − t / 2 −1  1 
= e L  − e L
2 2 1 2 2  2 1 2
 p + ( √ 3)   p + ( √ 3) 
 2   2 
1 t /2 2 t 1 2 t
= e sin  √ 3  − e − t /2 . sin  √ 3 
2 √3  2 2 √3  2
1 t 2 t t
= (e t /2 − e − t /2 ) sin  √ 3  = sinh sin  √ 3  ⋅
√3  2  √3 2  2
 1 
Example 9: Evaluate (i) L−1  2 2
,
 ( p + 4) ( p + 1)  (Meerut 2013)

 3 p3 − 3 p2 − 40 p + 36 
(ii) L−1  ⋅
 ( p2 − 4)2 
 T-51

 1 
Solution: (i) We have L−1  2 2
 ( p + 4) ( p + 1) 
 2 1 2p + 3 
= L−1  + 2
− 
 25 ( p + 1) 5 ( p + 1) 25 ( p2 + 4)

1  −1  1  −1  1 
= 2 L   +5L  2 
25   p + 1  ( p + 1)  
 p  −1  1 
− 2 L−1  2  −3 L  2 
 p + 4  p + 4  
1
= [2 e − t + 5 e − t L−1 {1/ p2 } − 2 cos 2 t − (3 / 2) sin 2 t]
25
1 −t
= [e (2 + 5 t) − 2 cos 2 t − (3 / 2) sin 2 t ].
25
 3 p3 − 3 p2 − 40 p + 36 
(ii) L−1  
 ( p2 − 4)2 
 3 p3 − 3 p2 − 40 p + 36 
= L−1  2 2 
 ( p − 2) ( p + 2) 
 2 3 5 
= L−1  − 2
+ + 2 
 ( p − 2) p + 2 ( p + 2) 

 1   1   1 
= − 2 L−1  2
+ 3 L−1   + 5L
−1
 2
 ( p − 2)   p + 2   ( p + 2) 
= − 2 e2 t L−1 {1/ p2 } + 3 e −2 t + 5 e −2 t L−1 {1/ p2 }
= − 2 e2 t . t + 3 e −2 t + 5 e −2 t . t
= (5 t + 3) e −2 t − 2 t e2 t .
 p2  1
 
Example 10: Show that L−1  4 4
= (cosh at sin at + sinh at cos at).
 p + 4 a  2a

Solution: We have
 p2  −1  p2 
L−1  4 4  = L  2 2 2 2 2
 p + 4a   ( p + 2a ) − 4a p 
 p2 
= L−1  2 2 2 2 
 ( p − 2 ap + 2 a ) ( p + 2 ap + 2 a )
 1 p ( p2 + 2 ap + 2 a2 ) − p ( p2 − 2 ap + 2 a2 ) 
= L−1  ⋅ 

4a ( p2 + 2 ap + 2 a2 ) ( p2 − 2 ap + 2 a2 ) 
 T-52

 p p 
= L−1  2 2
− 2 2 
 4 a ( p − 2 ap + 2 a ) 4 a ( p + 2 ap + 2 a )
1 −1  ( p − a) + a  1 −1  ( p + a) − a 
= L  2 2 − L  2 2
4a  ( p − a) + a  4 a  ( p + a) + a 
1 at −1  p + a  1 − at −1  p − a 
= e L  2 2
− e L  2 2
4a p + a  4 a p + a 
1 at  −1  p  −1  1 
= e L  2 2 +aL  2 2 
4a   p +a   p + a  
1 − at  −1  p  −1  1 
e − L  2 2 −aL  2 2 
4a   p +a   p + a  
1 at 1 − at
= e (cos at + sin at) − e (cos at − sin at)
4a 4a
1   e at + e − at   e at − e − at  
=   sin at +   cos at
2 a   2   2  
1
= (cosh at sin at + sinh at cos at).
2a
 ( p + 1) e − πp 
Example 11: Find L−1  2 .
 p + p+1 
 ( p + 1) + 1 
 p+1 
−1 −1  2 2
Solution: We have L  2 =L  1 3
 p + p + 1 ( p + ) + 2
 2 4
 p+  1
− t / /2 −1  2
=e L 
3
 p2 + 
 4
 p  1 − t / 2 −1  1 
= e − t /2 L−1  2 2
+ e L  2 2 
 p + (√ 3 / 2)  2  p + (√ 3 / 2) 
1
= e − t /2 cos (√ 3 t / 2) + e − t /2 . (2 / √ 3) sin (√ 3 t / 2)
2
e − t /2
= [√ 3 cos (√ 3 t / 2) + sin (√ 3 t / 2)].
√3
 − (t − π ) / 2  
 ( p + 1 ) e − πp   e √3 √3
∴ L−1 √ 3 cos 2 (t − π) + sin 2 (t − π) , t > π
 2 = √3  
 p + p + 1  
 0 ,t< π

e − (t − π ) / 2  √3 √3 
= √ 3 cos 2 (t − π) + sin 2 (t − π) H (t − π).
√3  
 T-53

Comprehensive Exercise 2

Evaluate the following :

 1   p−1 
1. (i) L−1  2 ⋅ (ii) L−1  2 ⋅
 p − 6 p + 10   ( p + 3) ( p + 2 p + 2)
 1   p 
2. (i) L−1  n
(ii) L−1  5 /2 
⋅
 ( p + a)   ( p + 1) 
 p   3p + 2 
3. (i) L−1  5
(Lucknow 2011) (ii) L−1  2 ⋅
 ( p + 1)   4 p + 12 p + 9 
 p2 − 2 p + 3   1 
4. (i) L−1  2  (ii) L−1  2
⋅
 ( p − 1) ( p + 1)  ( p + 2) ( p − 1) 
(Gorakhpur 2005)

 p  1  32 p 
5. If L−1  2 2
= t sin t, find L−1  2 2
⋅
 ( p + 1)  2  (16 p + 1) 
 e −5 p  −1  e
− 4p 
6. Find (i) L−1  4  (ii) L  4
⋅
 ( p − 2)   ( p − 3) 
 e4 − 3 p 
7. Find L−1  5 /2 
⋅
 ( p + 4) 
8. Find the inverse L.T. of e − 3 p / p3 . (Lucknow 2009)
9. Prove the following :
 e − pπ 
(i) L−1  2  = − sin t. H (t − π)
 p + 1 (Kanpur 2008)

 p e −2 pπ /3 
(ii) L−1  2  = cos 3 (t − 2 π / 3) . H (t − 2 π / 3).
 p +9 
10. Prove the following :
 pe − ap 
(i) L−1  2 2
= cos h ω (t − a). H (t − a), a > 0
 p −ω 
 3 (1 + e − pπ )
(ii) L−1  2  = − sin 3 t. H (t − π) + sin 3 t.
 p +9 
11. Evaluate
 p+2 
(i) L−1  2  (Kanpur 2008; Lucknow 10; Avadh 13)
 p − 2 p + 5
 T-54

 p+8 
(ii) L−1  2 ⋅
 p + 8 p + 5
 4p + 5  1 t 1 −2 t
12. Prove that L−1  2
t
 = 3t e + e − e .
 ( p − 1) ( p + 2) 3 3 (Purvanchal 2007)

 4p + 5 
13. Evaluate (i) L−1  2 
 ( p − 4) ( p + 3)
 5 p2 − 15 p − 11
(ii) L−1  3
.
 ( p + 1) ( p − 2)  (Gorakhpur 2009)

 2p + 1  1
14. Prove that L−1  2 2
= t (e t − e −2 t ).
 ( p + 2) ( p − 1)  3 (Gorakhpur 2007)

 p  1
15. Prove that L−1  2 2  = sin t sinh t.
 ( p − 2 p + 2) ( p + 2 p + 2) 2

A nswers 2
1. (i) e 3 t sin t
4 − 3t 1 − t
(ii) − e + e (4 cos t − 3 sin t)
5 5
t n−1 2 −t  t  (3 − 2 t)
2. (i) e − at ⋅ (ii) e  
(n − 1) ! 3  π
1 −t 1 −3 t /2
3. (i) e (4 t 3 − t 4 ) (ii) e (6 − 5 t)
24 8
1 3 1
4. (i) (t − ) e t + e − t (ii) [(3 t − 1) e t + e − 2 t ]
2 2 9
1 1
5. t sin ( t)
4 4
1 1
6. (i) (t − 5)3 e 2 (t − 5) . H (t − 5) (ii) (t − 4)3 e 3 (t − 4) . H (t − 4)
9 6
4 1
7. (1/ √ π) . (t − 3)3 /2 e − 4 (t − 4) . H (t − 3) 8. (t − 3)3 . H (t − 3)
3 2
3
9. (i) e t [cos 2 t + sin 2 t]
2
(ii) e − 4 t [cosh (√ 11t) + (4 / √ 11) sinh (√ 11t)]
1 − 3t 1 4t 1 7
13. (i) − e + e + 3 te 4 t (ii) (− e − t + e2 t ) + 4 te2 t − t2 e2 t
7 7 3 2
 T-55

2.11 Inverse Laplace Transform of Derivatives

Theorem: If L−1 { f ( p)} = F (t), then
dn 
L−1 { f n
( p)} = L−1  n f ( p)
 dp 
= (− 1)n t n
F (t)
n n
= (− 1) t L−1 { f ( p)}, n = 1, 2, 3,...

Proof: Since, we have

dn
L { t n F (t)} = (− 1)n f ( p)
dpn
= (− 1)n f n ( p),
 dn 
∴ L−1 { f n ( p)} = L−1  n f ( p) = (−1)n t n
F (t)
 dp 
= (−1)n t n L−1 { f ( p)}.

2.12 Inverse Laplace Transform of Integrals

∞ F (t)
Theorem: If L−1 { f ( p)} = F (t), then L−1 ∫ f ( x) dx = ⋅
 p  t
Proof: Since, we have
1 ∞  F (t)
L  F (t) = ∫p f ( x) dx, provided lim exists.
 t  t→0  t 
∞ F (t)
∴ L−1  ∫p f ( x) dx = ⋅
  t

2.13 Multiplication by Powers of p

Theorem: If L−1 { f ( p)} = F (t) and F (0 ) = 0 , then L−1 { p f ( p)} = F ′ (t).

Proof: We have
L {F ′ (t)} = p L {F (t)} − F (0 ) = p f ( p). [ ∵ F (0 ) = 0 ]
−1
∴ L { p f ( p)} = F ′ (t).

Note 1: If F (0 ) ≠ 0 , then
L−1 { p f ( p) − F (0 )} = F ′ (t)

or L−1 { p f ( p)} = F ′ (t) + F (0 ) δ(t)

where δ (t) is the Dirac delta function or unit impulse function.

 T-56

Note 2: Generalizations to L−1 { p n f ( p)} are possible, for n = 2, 3, ... i. e.,

in general L−1 { p n f ( p)} = F n (t) if F (0 ) = 0 .

2.14 Division by Powers of p

Theorem I: If F(t) is sectionally continuous and of exponential order a and such that
F (t)  f ( p) t
lim exists then for p > a, L−1   = ∫ 0 F ( x) dx.
t→0 t  p 
t
Proof: Let G (t) = ∫0 F ( x) dx.

Then G ′ (t) = F (t) and G (0 ) = 0 .

∴ L { G ′ (t)} = p L { G (t)} − G (0 ) = p L { G (t)}
or L { F (t)} = f ( p) = p L { G (t)}.
f ( p)  f ( p) t
∴ L { G (t)} = . Hence L−1   = G (t) = ∫ 0 F ( x) dx.
p  p 
 f ( p) t y
Theorem II: L−1  2  = ∫0 ∫0 F ( x) dx dy.
 p 
t y
Proof: Let G (t) = ∫0 ∫0 F ( x) dx dy .

t
Then G ′ (t) = ∫ 0 F ( x) dx, G ′ ′ (t) = F (t). Also G (0 ) = G ′ (0 ) = 0 .

Now L { G ′ ′ (t)} = p2 L { G (t)} − p G (0 ) − G ′ (0 ) = p2 L { G (t)}

f ( p)
or L { F (t)} = f ( p) = p2 L { G (t)}. ∴ L { G (t)} =
p2
 f ( p) t y
or L−1  2  = G (t) = ∫0 ∫0 F ( x) dx dy .
 p 
 f ( p) t t
This may also be written as L−1  2  = ∫0 ∫0 F (t) dt2 .
 p 
 f ( p) t t t
In general L−1  n  = ∫ 0 ∫ 0 ... ∫ 0 F (t) dt n.
 p 

 p 
Example 12: Find L−1  2 2 2
⋅
( p + a )  (Purvanchal 2010)

 p  1 d  1   1 −1 d  1  
Solution: L−1  2
= L−1  − ⋅
2 2
 2 2
 = − L   2 
2 
( p + a )   2 dp p +a   2  dp  p + a  
 T-57

1  1  t
=− t . (− 1)1 L−1  2 2 = sin at.
2  p + a  2 a

 2 
p
Example 13: Find L−1  2 2
⋅
 ( p + 4) 
p
Solution: Let f ( p) = .
( p + 4)2
2

 p  t
∴ L−1 { f ( p)} = L−1  2 2
= sin 2 t = F (t)
 ( p + 4)  4
[See Ex. 12, here a = 2]
and F (0 ) = 0 .
∴ L−1 { p f ( p)} = F ′ (t)
 p2  d 1 1
or L−1  2 2
= ( t sin 2 t) = (sin 2 t + 2 t cos 2 t).
 ( p + 4)  dt 4 4

 p+2 
Example 14: Find L−1  2 ⋅
 p ( p + 3)
 p+2  −1 
( p + 3) − 1 
Solution: We have L−1  2 =L  2 
 p ( p + 3)  p ( p + 3) 
 1 1  −1  1  −1  1 
= L−1  2 − 2  = L  2 − L  2  …(1)
 p p ( p + 3)  p   p ( p + 3)
Now L−1 {1/ p2 } = t /1 ! = t.
 1 
Also L−1  =e
−3 t
= F (t), say.
 p + 3 
 1  t
∴ we have L−1   = ∫ 0 F ( x) dx.
 p ( p + 3) (by theorem I of article 2.14)
t −3 x 1 −3 t
=∫ e dx = (1 − e ) = F1 (t) say,
0 3
 1  t 1 t
∴ L−1  2  = ∫ 0 F1 ( x) dx =
−3 x
∫ 0 (1 − e ) dx
 p ( p + 3)  3
1 1
= t + (e −3 t − 1).
3 9
∴ From (1), we have
 p+2  1 1 −3 t 2 1 1
L−1  2  = t − t − (e − 1) = t − e −3 t + ⋅
 p ( p + 3) 3 9 3 9 9

  1 
Example 15: Find (i) L−1  log 1 + 2   (Agra 2001)
  p  
 T-58

1  1 
(ii) L−1  log 1 + 2   ⋅
 p  p  

Solution: (i) Let

 1  p2 
f ( p) = log 1 + 2  = − log  2 
 p   p + 1
= − 2 log p + log ( p2 + 1).
2 2p
∴ f ′ ( p) = − + 2 ⋅
p p +1

∴ L−1 { f ′ ( p)} = − 2 + 2 cos t

or − t L−1 { f ( p)} = − 2 (1 − cos t)
or L−1 { log (1 + 1/ p2 )} = 2 (1 − cos t) / t.
(ii) From part (i), we have
F (t) = L−1 { log (1 + 1/ p2 )} = 2 (1 − cos t) / t.
1  1  1 
∴ L−1  log 1 + 2   = L−1  f ( p)
p  p  p 
t
= ∫0 F ( x) dx

t 2
=∫ (1 − cos x) dx .
0 x

Comprehensive Exercise 3

Evaluate the following :

 1   1 
1. (i) L−1  3
(ii) L−1  3
⋅
 ( p − a)   ( p + a) 
(Rohilkhand 2010)
 p   p+1 
2. (i) L−1  2 2 2
(ii) L−1  2 2
⋅
( p − a )   ( p + 2 p + 2) 
  1   1 
3. L−1  log 1 − 2   4. L−1  3 ⋅
  p   p ( p + 1)
 1   1 
5. L−1  3 2 ⋅ 6. L−1  3
⋅
 p ( p + 1)  p ( p + 1) 
 p+2  1 p+2 
7. (i) L−1  log  (ii) L−1  log ⋅
 p+1  p p+1
 T-59

 p+3 
8. (i) L−1  log  (Kanpur 2007)
 p+2

1 p+3 
(ii) L−1  log ⋅
 p p+2

 p  1  1 
9. If L−1  2 2
= t sin t , find L−1  2 2
⋅
 ( p + 1)  2  ( p + 1)  (Kanpur 2011)

 1
10. L−1  tan−1 ⋅
 p

A nswers 3
1 1 2 − at
1. (i) t2 e at (ii) t e .
2 2
1  t  sinh at 1
2. (i)   (ii) te − t sin t.
2  a 2
1 2
3. 2 (1 − cosh t) / t. 4. 1 − t + t − e− t .
2
1 2 1
5. t + cos t − 1. 6. 1 − e − t (1 + t + t2 ).
2 2
t 1 −x
7. (i) (e − t − e − 2 t ) / t (ii) ∫ (e − e −2 x ) dx .
0 x
t 1 −2 x
8. (i) (e − 2 t − e − 3 t ) / t (ii) ∫ (e − e −3 x ) dx .
0 x
1 sin t
9. (sin t − t cos t). 10. ⋅
2 t

2.15 Convolution
Let F (t) and G (t) be two functions of class A, then the convolution of the two functions F (t) and
G (t) denoted by F * G is defined by the relation
t
F*G= ∫0 F ( x) G (t − x) dx.

This relation F * G is also called the resultant or falting of F and G.

Properties of Convolution:
(i) F * G is commutative i. e., F * G = G * F .
t
Proof: F*G= ∫0 F ( x) G (t − x) dx
 T-60

t
= −∫ F (t − y) G ( y) dy, putting t − x = y so that dx = − dy
0
t
=∫ G ( y) F (t − y) dy = G * F .
0

(ii) F * G is associative i. e., ( F * G) * H = F * (G * H).

(ii) F * G is distributive w.r.t. addition, i.e., F * (G + H) = F * G + F * H .
t
Proof: F * (G + H) = ∫0 F ( x) . [G (t − x) + H (t − x)] dx

t t
=∫ F ( x) G (t − x) dx + ∫0 F ( x) H (t − x) dx
0

= F*G+ F* H.

2.16 Convolution Theorem (Convolution Property)

Let F (t) and G (t) be two functions of class A and let L−1 { f ( p) } = F (t) and
L−1 { g ( p)} = G (t), then
t
L−1 { f ( p) g ( p)} = ∫ F ( x) G (t − x) dx = F * G.
0

(Rohilkhand 2003, 07; Avadh 06, 09, 14; Lucknow 06, 10, 11; Kanpur 09)
Proof: Here we shall prove that the Laplace transform of the convolution of two
functions is equal to the product of their Laplace transforms
t
i. e., L ∫ F ( x) G (t − x) dx = f ( p) g ( p)
 0 

from which the required result follows immediately.

t ∞ t
We have, L  ∫ F ( x) G (t − x) dx = ∫ t =0 e − pt ∫ F ( x) G (t − x) dx dt
 0   0 
∞  t
e − pt F ( x) G (t − x) dx dt ,
= ∫ t =0 ∫ x =0 …(1)
x
the integration being performed first with respect to P

x and then with respect to t.

In the double integral (1), the region of integration is t
=
t=0 x t
the area in the tx-plane lying below the infinite line OP
whose equation is x = t and above the line Ot i.e., t-axis
whose equation is x = 0. Here t is taken along the line x
O t
Ot and x is taken along the perpendicular line Ox. The x=0
integration is first performed with respect to x
regarding t as constant and so the strip is taken parallel to Ox.
 T-61

If we change the order of integration, then the strip is taken parallel to Ot so that the
limits of t are from x to ∞ and those of x are from 0 to ∞.
∴ changing the order of integration in the double integral (1), we have
t ∞  ∞ e − pt F ( x) G (t − x) dt dx
L  ∫ F ( x) G (t − x) dx = ∫
 0  x = 0 ∫ t = x 
∞ ∞
= ∫ x =0 e − px F ( x) ∫ e px e − pt G (t − x) dt dx
 t = x 
∞ ∞
= ∫ x =0 e − px F ( x) ∫ e − p (t − x)G (t − x) dt dx
 t = x 
∞ ∞
= ∫ x =0 e − px F ( x) ∫ e − pz G (z ) dz  dx,
 z = 0 

putting t − x = z , so that dt = dz ; when t = x,

we have z = 0 and when t → ∞, z → ∞
∞ ∞
= ∫ e − px F ( x) dx ∫ e − pz G (z ) dz 
 x = 0   z = 0 
∞ ∞
= ∫ e − pt F (t) dt ∫ e − pt G (t) dt
 t = 0   t = 0 

∵ b b b
∫a f ( x) dx = ∫a f (t) dt = ∫a f (z ) dz 
 

= L{ F (t)}. L { G (t)} = f ( p) g ( p).

t
Thus L  ∫ F ( x) G (t − x) dx = f ( p) g ( p) .
 0 
t
Hence L−1{ f ( p) g ( p)} = ∫0 F ( x) G (t − x) dx = F (t) * G (t) .

2.17 Heaviside’s Expansion Theorem or Formula

Let F (p) and G (p) be two polynomials in p where F (p) has degree less than that of G (p). If G (p)
has n distinct zeros α r , r = 1, 2, ..., n, i.e. G ( p) = ( p − α1) ( p − α 2 )...( p − α n), then
 F ( p)  n F (α r ) α r t
L−1  = Σ e .
 G ( p)  r = 1 G ′ (α r )
Proof: Since F (p) is a polynomial of degree less than that of G ( p) and G ( p) has n
distinct zeros α r , r = 1, 2, ..., n
F ( p) F ( p)
∴ =
G ( p) ( p − α1) ( p − α 2 )...( p − α n)
A1 A2 Ar An
= + + ... + + ... + .
p − α1 p − α2 p − αr p − αn
Multiplying both sides by ( p − α r ) and taking limits as p → α r , we have
 T-62

F ( p) ⋅ ( p − α r )
Ar = lim
p→ α r G ( p)
(p − αr) Form 0 
= F (α r ) ⋅ lim
p→ α r G ( p)  0 
1
= F (α r ) ⋅ lim [by L’ Hospital’s rule]
p → αr G ′ ( p)
1
= F (α r ) ⋅ ⋅
G ′ (α r )
F ( p) F (α1) 1 F (α2 ) 1
∴ = ⋅ + . + ...
G ( p) G ′ (α1) ( p − α1) G ′ (α2 ) ( p − α2 )
F (α r ) 1 F (α n) 1
+ ⋅ + ... + ⋅ + ... .
G ′ (α r ) ( p − α r ) G ′ (α n) p − α n
 F ( p)  F (α1) −1  1  F (α2 ) −1  1 
Hence L−1  = ⋅L  + L   + ...
 G ( p )  G ′ (α1)  p − α1  G ′ (α2 )  ( p − α2 ) 
F (α r ) −1  1  F (α n) −1  1 
+ L   + ... + .L  
G ′ (α r )  p − α r  G ′ (α n)  p − αn 
F (α1) α 1 t F (α r ) α r t F (α n) α n t
= ⋅e + ... + ⋅e + ... + ⋅e
G ′ (α1) G ′ (α r ) G ′ (α n)
n F (α r ) α r t
= Σ e .
r =1 G ′ (α r )

2.18 The Beta Function

If m > 0, n > 0, the Beta function is defined as
1
B (m, n) = ∫0 x m −1 (1 − x)n−1 dx.

 p2 
Example 16: Use the convolution theorem to find L−1  2 2 2
⋅
( p + a ) 
 p 
Solution: We have L−1  2 2
= cos at.
 p +a 
∴ By the convolution theorem, we have
 p2   p p 
L−1  2 2 2
= L−1  2 2
⋅ 2 2
( p + a )  p + a p + a 
 T-63
t
= ∫ 0 cos ax cos a (t − x) dx
t
= ∫0 cos ax (cos at cos ax + sin at sin ax) dx
t 2 t
= cos at ∫ 0 cos ax dx + sin at ∫ cos ax sin ax dx
0
1 t 1 t
= cos at ∫ (1 + cos 2 ax) dx + sin at ∫ sin 2 ax dx
2 0 2 0
t t
1 1 1 1
= cos at  x + sin 2 ax  + sin at. − cos 2 ax
2  2a  0 2  2 a  0

1 1 1
= cos at t + sin 2 at  + sin at (1 − cos 2 at)
2  2a  4 a
1 1 1
= t cos at + sin at + (sin 2 at cos at − sin at cos 2 at)
2 4a 4a
1 1 1
= t cos at + [sin at + sin (2 at − at)] = [at cos at + sin at].
2 4a 2a
 1 
Example 17: Find L−1   , by the convolution integral and deduce the value of
 √ p . ( p − a)
 1 
L−1  ⋅
 p √ ( p + a)
 1 −1  1  t1 /2 − 1 1
Solution: We have L−1   = L  1 /2  = 1
= = F1 (t), say
 √ p  p  Γ (2 ) √π √t
 1 
and L−1  at
 = e = F2 (t), say.
 p− a
∴ By the convolution theorem , we have
 1  t 1
L−1   = F1 (t) * F2 (t) = ∫0 ⋅ e a(t − x)dx
 √ p ⋅ ( p − a) √π √ x

e at √(at) √ a − u2 2 u 2 u du
= ∫0 e ⋅ du, putting ax = u2 , so that dx =
√π u a a
e at 2 √(at) − u2 e at
=⋅ ∫ e du = erf (√ (at)).
√a √π 0 √a
 1  −1  1 
Deduction. L−1  =L  
 p √ ( p + a)  ( p + a − a) √ ( p + a)
  at
1 − at e 1
= e − at L−1  =e ⋅ erf (√ (at)) = erf (√ (at)).
 ( p − a) √ p √a √a
Example 18: Apply convolution theorem to prove that
1 Γ (m) ⋅ Γ(n)
B (m, n) = ∫ x m −1 (1 − x)n−1 dx = , m > 0, n > 0 .
0 Γ(m + n)
(Gorakhpur 2008; Agra 02)
Hence deduce that
 T-64

π /2 1 Γ (m) ⋅ Γ (n)
∫0 sin2 m −1 θ ⋅ cos2 n−1 θ dθ = B (m, n) = ⋅
2 2 Γ (m + n)
Solution: Consider the function
t
F (t) = ∫0 x m −1 ⋅ (t − x)n−1 dx.

t
We have, F (t) = ∫0 F1 ( x) ⋅ F2 (t − x) dx, where F1 (t) = t m −1 and F2 (t) = t n−1

= F1 * F2 .
∴ L {F (t)} = L {F1 * F2 }
= L {F1 (t)}. L {F2 (t)}, by convolution theorem
Γ (m) Γ (n) Γ (m) Γ (n)
= L { t m − 1} . L {t n − 1} = ⋅ n = ⋅
pm p pm+n

t m −1  Γ (m) Γ (n)
∴ F (t) = ∫0 x ⋅ (t − x)n − 1 dx = L−1  m+n 
 p 
 1  Γ (m) Γ (n) m + n − 1
= Γ (m) ⋅ Γ (n) ⋅ L−1  m + n  = t .
p  Γ (m + n)

Taking t = 1, we have
1
B (m, n) = ∫0 x m − 1 (1 − x)n − 1 dx

Γ (m) Γ (n)
= ⋅ …(1)
Γ (m + n)

Deduction: Taking x = sin2 θ, so that dx = 2 sin θ cos θ dθ. From (1), we have
π /2 Γ (m) Γ (n)
2 ∫0 sin2 m − 1 θ cos2 n − 1 θ dθ = ⋅
Γ (m + n)
π /2 Γ (m) Γ (n) 1
Hence ∫0 sin2 m − 1 θ ⋅ cos2 n − 1 θ dθ = = B (m, n)
2Γ (m + n) 2
 3p + 1 
Example 19: Using Heaviside’s expansion formula find L−1  2 
 ( p − 1) ( p + 1)
(Gorakhpur 2008)

Solution: Here F ( p) = 3 p + 1
and G ( p) = ( p − 1) ( p2 + 1) = ( p − 1) ( p − i) ( p + i).

∴ G ( p) has 3 distinct zeros α1 = 1, α2 = i and α3 = − i.

Also G ′ ( p) = 3 p2 − 2 p + 1.

∴ By the Heaviside’s expansion formula, we have

 3p + 1  F (1) t F (i) i t F (− i) − it
L−1  2 = e + e + e
 ( p − 1) ( p + 1) G ′ (1) G ′ (i) G ′ (− i)
 T-65

4et (3 i + 1) it (− 3 i + 1) − it
= + e + e
2 − (2 + 2 i) (− 2 + 2 i)
(3 i + 1) (1 − i) it (3 i − 1) (1 + i) − it
= 2e t − e + e
2 (1 + i)(1 − i) 2 (1 − i) (1 + i)
1 1
= 2et − (i + 2) e it + (i − 2) e − it
2 2
1
= 2 e t − i (e i t − e − i t ) − (e i t + e − i t )
2
1
= 2 e t − i . 2 i sin t − 2 cos t = 2 e t + sin t − 2 cos t.
2
Example 20: Using Heaviside’s expansion formula find
 2 p2 + 5 p − 4 
L−1  3 2 ⋅
 p + p − 2 p  (Avadh 2010)

Solution: Here F ( p) = 2 p2 + 5 p − 4
and G ( p) = p3 + p2 − 2 p = p ( p − 1) ( p + 2)
G ′ ( p) = 3 p2 + 2 p − 2.
G ( p) has 3 distinct zeros α1 = 0 , α2 = 1 and α3 = − 2.
∴ By the Heaviside’s expansion formula, we have
 2 p2 + 5 p − 4  F (0 ) 0 t F (1) t F (− 2) −2 t
L−1  3 2 = e + e + e
 p + p − 2 p  G ′ (0 ) G ′ (1) G ′ (− 2)

= 2 + e t − e −2 t .

Comprehensive Exercise 4

Use the convolution theorem to find:

 1   1 
1. (i) L−1   (ii) L−1  
 ( p − 1) ( p + 2)  ( p + 1) ( p − 2)
 1 
(iii) L−1  ⋅
 ( p − 1) ( p + 3) (Kanpur 2012)
 p   1 
2. (i) L−1  2 2 2
(ii) L−1  2 2
⋅
( p + a )   p ( p + 4) 
(Lucknow 2009, 11)
 −1  1  1 p 
Hint. (ii) L  2 2
= L−1  2 ⋅ 2 2
⋅
  p ( p + 4)   p ( p + 4) 
1 p 
Take f1 ( p) = 2
, f2 ( p) = 2 2
⋅
p ( p + 4) 
 T-66

 1   1 
3. (i) L−1  2  (ii) L−1  2 ⋅
 ( p − 2) ( p + 1)  ( p + 4) ( p + 2)
 1 
4. (i) L−1  2 2 (Gorakhpur 2006)
 p ( p + 1) 
 1 
(ii) L−1  2 ⋅ (Kanpur 2011)
 ( p + 2) ( p − 2)
 p2 
5. Find L−1  2 2
⋅
 ( p + 4)  (Kanpur 2010)

[Hint. Proceed as in Ex. 16. Here a = 2].

 1  1
6. Show that L−1   = erf (2 √ t).
 p √ ( p + 4) 2
Using Heaviside’s expansion formula, find
 2 p2 − 6 p + 5   p2 − 6 
7. L−1  3 2 ⋅ 8. L−1  3 2 ⋅
 p − 6 p + 11p − 6   p + 4 p + 3 p

 19 p + 37   p+5 
9. (i) L−1   (ii) L−1  2 ⋅
 ( p + 1) ( p − 2) ( p + 3)  ( p + 1) ( p + 1)

A nswers 4
1 t 1 2t
1. (i) (e − e − 2 t ) (ii) (e − e − t)
3 3
1 t
(iii) (e − e − 3 t )
4
1
2. (i) (1/ 2 a) t sin at (ii) (1 − t sin 2 t − cos 2 t)
16
1 2t 1 − 2t
3. (i) (e − 2 sin t − cos t) (ii) (e + sin 2 t − cos 2 t)
5 8
1 2t
4. (i) (t + 2) e − t + t − 2 (ii) [e − (4 t + 1) e 2 t ]
16
1 1 t 5
5. (2 t cos 2 t + sin 2 t). 7. e − e2t + e3t
4 2 2
5 − t 1 − 3t
8. −2+ e + e
2 2
9. (i) − 3 e − t + 5 e2 t − 2 e −3 t (ii) 2 e − t − 2 cos t + 3 sin t
 T-67

 e −√ p   − x √ p 
−1  e  x 
Example 21: Find L−1   and hence deduce that L   = erfc  ⋅
p  p   2 √ t
   

Solution: Let f ( p) = e − √ p.

∴ F (t) = L−1 {e − √ p}
 p p3 /2 p2 p5 /2 
= L−1 1 − √ ( p) + − + − + …
 2 ! 3 ! 4 ! 5 ! 
1 −1 1 −1 3 / 2
= L−1 {1} − L−1 { p1 /2} + L { p} − L {p }
2! 3!
1 −1 2 1 −1 5 / 2
+ L {p }− L { p } + ... …(1)
4! 5!
 1 
Now L−1{ pn + (1 /2)} = L−1  − n−(1 /2) 
p 
− n − (3 /2)
t
= , for n = 0 , 1, 2, ...
1
Γ (− n − )
2
(− 1)n + 1  1  3   5   2 n + 1 − n − (3 /2)
=       ...   t .
√ π  2  2  2  2 
 1 n+1  2   2   2   2  
∵ Γ (− n − ) = (− 1)       ...   √ π
 2 1 3 5  2 n + 1 

Also L−1 { p n} = 0 , if n is a +ve integer.

∴ from (1), we have
(− 1) t −3 /2 1 1 (− 1)2  1  3  −5 /2
F (t) = − ⋅ − ⋅ ⋅    t
√π 2 3 ! √ π  2  2
1 (− 1)3  1  3   5  −7 /2
−     t + ...
5 ! √ π  2  2  2
 2 3 
 1  1
     
1 1  4t   
= 1 − + − 4 t + ...
2 √ (π) t3 /2  4t 2! 3! 
 
 
1
= e −1 / 4 t ⋅
2 √ (π) t3 /2
 f ( p) t
Since L−1  = ∫0 F ( x) dx , where F (t) = L−1 { f ( p)}, we have
 p 
 T-68

 e −√ p  t 1
L−1   = ∫0 e −1 /(4 x)dx
 p  2 √ (π) x3 /2

2 1 /(2 √ t) 2 1 dy
=− ∫∞ e − y dy, putting x = 2
so that dx = −
√π 4y 2 y3

2 ∞ − y2 1 
= ∫1 / (2 √t) e dy = erfc  ⋅
π  2 √ t
∵ Complementary Error Function erfc (t) = 1 − erf (t) = 1 − 2 t − x2
 √π ∫0 e dx

2  ∞ − x2 0 2 2 ∞ − x2 
e dx + e − x dx = e dx
√ π  ∫0 ∫t ∫t
= 
 √π 
 e −√ p   1 
Deduction: We have L−1   = erfc  ⋅
 p   2 √ t
 e −√( x2 p)  1  1 
 
∴ L−1  2  = 2 erfc  2
 , by change of scale property
 x p  x  2 √ (t / x )
− x √p 
 e   x ⋅
or L−1   = erfc  
 p  2 √ t

 1  t2 t5 t8 t11
Example 22: (i) Prove that L−1  3 = − + − + ...
 p + 1 2 ! 5 ! 8 ! 11!
(ii) Applying Heaviside’s Expansion formula , prove that
 1  1 −t 1 1
L−1  3 t /2
 = [e − e { cos ( √ 3 t) − √ 3 sin ( √ 3 t)}].
 p + 1 3 2 2
1 1
Solution: (i) We have, 3 = 3 (1 + 1 / p3 )−1
p +1 p

1  1 1 1 1 
= 3 
1 − 3 + 6 − 9 + 12 − ...
p  p p p p 
1 1 1 1
= − + − + ...
p3 p6 p9 p12

 1  t2 t5 t8 t11
∴ L−1  3 = − + − +…
 p + 1 2 ! 5 ! 8 ! 11 !
(ii) Here F ( p) = 1 and G ( p) = p 3 + 1 = ( p + 1) ( p2 − p + 1), G ′ ( p) = 3 p2 .
1 1
G ( p) has 3 distinct zeros − 1, (1 + √ 3 i) and (1 − √ 3 i).
2 2
∴ By the Heaviside’s expansion formula , we have
 T-69
1
 1  F (− 1) − t F { 12 (1 + √ 3 i )} { (1 + √3 i)} t
L−1  3 = e + e 2
 p + 1 G ′ (− 1) G ′ { 12 (1 + √ 3 i )}
1
F { 12 (1 − √ 3 i )} { (1 − √3 i)} t
+ e 2
G ′ { 12 (1 − √ 3 i )}
1 1
1 −t 1 { (1 + √3 i )}t 1 { (1 − √3 i)}t
= e + e2 + e2
3 3
4
(1 + √ 3 i )2 3
4
(1 − √ 3 i )2
1
1 2 (√ 3 i + 1) { (1 + √3 i )}t
= e− t + e 2
3 3 (√ 3 i − 1) (√ 3 i + 1)
1
2 (√ 3 i − 1) { (1 − √3 i )}t
+ e2
3 (√ 3 i + 1) (√ 3 i − 1)
1 − t 1 t /2
e − e
= [(√ 3 i + 1) e √3 it /2 − (√ 3 i − 1) e −√3 it /2 ]
3 6
1 1
= e − t − e t /2 [√ 3 i (e √3 it /2 − e − √3 it /2 ) + (e √3 it /2 + e −√3 it /2 )]
3 6
1 1 1
= [e − t − e t /2 {− √ 3 sin ( √ 3 t) + cos ( √ 3 t)}].
3 2 2
∞ 1
Example 23: Show that ∫ cos x2 dx = √ (π / 2) (Avadh 2008)
0 2
∞
Solution: Let F (t) = ∫0 cos tx2 dx.
∞ − pt ∞ − pt  ∞ cos tx2 dx dt
L { F (t)} = ∫0 e F (t) dt = ∫0 e
 ∫ 0
∴

∞ ∞ − pt ∞ ∞ p
=∫ e cos tx2 dt dx = ∫ L {cos tx2 } dx = dx
0  ∫ 0  0 ∫0 p + x4
2

1 π /2 dθ
= ∫ , putting x = √ ( p tan θ) so that
2 √ p 0 √ (tan θ)
p sec2θ dθ
dx =
2 √ ( p tan θ)
1 π /2
= ∫ sin−1 /2 θ cos 1 /2 θ dθ
2√ p 0
1 3 1 1
1 Γ (4 ) Γ(4 ) 1 Γ (4 ) Γ (1 − 4 ) 1 π π
= = = ⋅ 1
= ⋅
2 √ p 2 Γ (1) 2√ p 2 4 √ p sin 4 π 2 √ (2 p)
 π 
∵ Γ ( p) Γ (1 − p) = , 0 < p < 1
 sin pπ 
π  1  π t(1 /2) −1 1  π 
∴ F (t) = L−1  1 /2  = 1
=  
2√2  p  2 2 Γ (2 ) 2  2t 
∞ 1  π
or ∫0 cos tx2 dx =   .
2  2t 
Now taking t = 1, we have
 T-70
∞ 1
∫0 cos x2 dx = √ (π / 2)
2
∞ 2 1
Example 24: Prove that ∫0 e − x dx = √ π.
2 (Meerut 2013B)
∞ 2
Solution: Let F (t) = ∫0 e − tx dx.

∴ Proceeding as in Ex. 23,

∞
∞ 2 ∞ dx  1 x  π
L { F (t)} = ∫ L { e − tx } dx = ∫0 2
= tan−1  =
0 p+ x √ p √ p 0 2 √ p

π −1  1 π 1 1  π
or F (t) = L   = ⋅ =  
2  √ p 2 √ (π t) 2  t
∞ 2 1  π
or ∫0 e − t x dx =   .
2  t
∞ 2 1
Taking t = 1, we have ∫0 e − x dx = √ π.
2
 8 
Example 25: Prove that L−1  2 3
= (3 − t2 ) sint − 3 t cos t.
 ( p + 1) 
 1 
Solution: We have L−1  2  = sin t .
 + 1
p
∴ by the convolution theorem, we have
 1 1  t
L−1  2 ⋅ 2  = ∫ 0 sin x sin (t − x) dx
( p + 1) (( p + 1)
t
=∫ sin x (sin t cos x − cos t sin x) dx
0
t t
= sin t ∫ sin x cos x dx − cos t ∫ sin2 x dx
0 0
1 t 1 t
= sin t ∫ sin 2 x dx − cos t ⋅ ∫ (1 − cos 2 x) dx
2 0 2 0
1 1 1 1
= sin t . (1 − cos 2 t) − cos t . (t − sin 2 t)
2 2 2 2
1 1 1
= sin t.sin2 t − t cos t + cos t sin t cos t
2 2 2
 1  1 t
or L−1  2 2
= sin t − cos t.
 ( p + 1)  2 2
 1   1 1 
∴ L−1  2 3
= 8 L−1  2 2
⋅ 2 
( p + 1)  ( p + 1) ( p + 1)
t 1 x
= 8 ∫  sin x − cos x sin (t − x) dx, by the convolution theorem
0 2 2 
t
= 4 ∫ (sin x − x cos x) (sin t cos x − cos t sin x) dx
0
t t
= 4 sin t ∫ (sin x cos x − x cos2 x) dx − 4 cos t ∫0 (sin2 x − x sin x cos x) dx
0
 T-71

t t
= 2 sin t ∫ {sin 2 x − x (1 + cos 2 x) } dx − 2 cos t ∫ {(1 − cos 2 x) − x sin 2 x} dx
0 0

 t2 1 − cos 2 t t 1 − cos 2 t 
= 2 sin t − + − sin 2 t + 
 2 2 2 4 
1 t cos 2 t sin 2 t 
−2 cos t t − sin 2 t + −
 2 2 4 
3 3
= − t 2 sin t + sin t − sin t cos 2 t − t sin t sin 2 t
2 2
3
− 2 t cos t + sin 2 t cos t − t cos t cos 2 t
2
3 3
= − t 2 sin t + sin t + (− sin t cos 2 t + sin 2 t cos t)
2 2
− t (cos 2 t cos t + sin t sin 2 t) − 2 t cos t
2
= (3 − t ) sin t − 3 t cos t.

Comprehensive Exercise 5

 1 
1. Find L−1  5 .
 ( p − 1) ( p + 2) (Kanpur 2009, 11)

 1  t
2. Prove that L−1  2 2 
= ∫0 J0 (ax) dx .
 p √ ( p + a )
3. Apply Heaviside’s expansion formula, to prove that
 1  1 t 1 1
L−1  3  = [e − e
−1 / 2
{cos ( √ 3 t) + √ 3 sin ( √ 3 t)}]
 p − 1 3 2 2
∞ 1
4. Show that ∫ sin x2 dx = √ (π /2).
0 2
5. Apply the convolution theorem to show that
t t
∫ 0 sin u cos (t − u) du = 2 sin t . (Gorakhpur 2007, 11)

∞ sin2 x π
6. Use Laplace transform to prove that ∫0 dx = ⋅
x2 2
 2 2
7. Prove that L−1  tan−1 2  = sin t sinh t. (Agra 2002)
 p  t

8. Show that 1 * 1 * 1 * … * 1 (n times ) = t n−1 / (n − 1)! , where n = 1, 2, 3,…

(Rohilkhand 2002)
 T-72

 1 
9. Find L−1  2 2 3 /2 
⋅
( p + a ) 
t t t t (t − u)n−1
10. Prove that ∫0 ∫0 ...... ∫0 F (t) dt n = ∫0 F (u) du.
(n − 1) !

A nswers 5
1 t 4 4 3 4 2 8 8 1 −2 t
1. e t − t + t − t +  − e
72  3 3 9 27  243
t
9. J1 (at)
a

2.19 Table of Inverse Laplace Transform Theorems

Inverse Laplace Transform Theorems

No. Operation f (p) L−1 { f ( p)} = F(t )

1. Linearity property a1 f1 ( p ) + a2 f2 ( p ) a1 L−1 { f1 ( p )} +

a2 L−1 { f2 ( p )}

2. First translation or f ( p − a) e at L−1 { f ( p )}

shifting theorem

3. Second translation or e − ap f ( p )  F (t − a), t > a

shifting theorem G (t) = 
 0, t< a

4. Change of scale f (ap ) 1  t

property F 
a  a

5. Differentiation f n
( p) (− 1)n t n
F (t)
theorem

Integral theorem
∞ 1
6. ∫p f ( x) dx F (t)
t

7. Multiplication p f ( p) F ′ (t)
theorems
pn f ( p ) F n (t)
 T-73

f ( p) t
∫0 F ( x) dx
p
8. Division theorems t t t
f ( p) F (t) (dt)n
∫0 ∫0 …∫0
pn

9. Convolution f ( p). g ( p ) t
theorem F*G= ∫0 F ( x) ⋅ G (t − x) dx

F ( p) n F (α r ) α r t
10. Heaviside’s , Σ e
G ( p) r =1 G ′ (α r )
expansion
theorem degree F ( p ) < degree where α r , r = 1, 2, ... n, are
G ( p) roots of
G ( p ) = 0 and are all
distinct.

Objective Type Questions

Muliple Choice Questions

Indicate the correct answer for each question by writing the corresponding letter from (a),
(b), (c) and (d).
 1
1. The value of L−1  4  is
p 
t3 t4
(a) (b)
3! 4!
t5
(c) (d) None of these.
5!
 1
2. The value of L−1   is
 √ p

(a)  π (b)  t
   
 t  π
1
(c) (d) √ (πt).
√ (πt)
 1 
3. The value of L−1  5 /2  is
p 
4 3 /2 4 5 /2
(a) t (b) t [
3 3
4 t 4 π
(c) t   (d) t   ⋅
3  π 3  t
 T-74

4. If L−1 { f ( p)} = F (t) then L−1 { f ( p − a)} is

1  t
(a) e at F (t) (b) F 
a  a
t
(c) (−1)n t n
F (t) (d) ∫0 F (u) du
(Rohilkhand 2002)
−1 −1
5. If L { f ( p)} = F (t) then L { f (ap)} is
(a) aF (at) (b) F (at)
t 1 t
(c) F   (d) F   . (Rohilkhand 2003, 10)
 a a  a
 f ( p)
6. If L−1 { f ( p)} = F (t) then L−1   is
 p 
(a) (−1)n t n F (t ) (b) F ′ (t)
t F (t)
(c) ∫0 F (u) du (d) ⋅ (Rohilkhand 2002)
t
1
7. Inverse Laplace transform of is
p2 + a2
(a) sin at (b) cos at
1
(c) sin at (d) sinh at. (Rohilkhand 2003)
a
 p 
8. The value of L−1  2  is
 2 p − 8
(a) cosh 2t (b) sinh 2t
1 1
(c) sinh 2 t (d) cosh 2 t.
2 2
9. If L−1 { f ( p)} = F (t) and F (0 ) = 0 , then L−1 { p f ( p )} is
(a) (−1)n t n
F (t) (b) F ′ (t)
F (t) t
(c) (d) ∫ F (u) du.
t 0
∞ 2
10. The value of ∫ e − x dx is
0
1 1  π
(a) √π (b)  
2 2  2
(c) √π (d) None of these.
 1 
11. The value of L−1  3
is
 ( p − 1) 
t2 e t
(a) t2 e t (b)
2
te t
(c) (d) None of these. (Rohilkhand 2004)
2
 T-75

Fill In The Blank(s)

Fill in the blanks “……” so that the following statements are complete and correct.
1. If f ( p ) is the Laplace transform of a function F (t), then F (t) is called the ……
Laplace transform of the function f ( p ).
1
2. Inverse Laplace transform of , p > a is …… .
p− a
3. If L−1 { f ( p )} = F (t) then L−1 {e − ap f ( p )} = G (t), where G (t) = …… .
4. Let F (t) and G (t) be two functions of class A and let
L−1 { f ( p )} = F (t)

and L−1 { g ( p )} = G (t), then

L−1 { f ( p ) g ( p )} = …… .
∞
5. The value of ∫ cos x2 dx = ......
0

True or False
Write ‘T’ for true and ‘F’ for false statement.
 4 
1. The value of L−1  − 4t
 is 3 e .
 p + 4 
 1 
2. The value of L−1  2
is t2 e − t .
 ( p + 1) 
 1 
3. The value of L−1  2 − 4t
 is te .
 p + 8 p + 16 
4. The convolution of two functions F and G obeys the commutative law.
 1  1 −t
5. The value of L−1  2t
 is (e − e ).
 ( p − 1) ( p + 2) 3

A nswers

Multiple Choice Questions

1. (a) 2. (c) 3. (c)
4. (a) 5. (d) 6. (c)
7. (c) 8. (d) 9. (b)
10. (a) 11. (b)
 T-76

Fill in the Blank(s)

1. inverse 2. e a t 3. F (t − a), t > a and 0 , t < a
t 1  π
4. ∫0 F ( x) G (t − x) dx 5.  
2  2

True or False
1. T 2. F 3. T
4 T 5. F

¨
 T-77

3
A pplications of L aplace
T ransform
(To Solutions of Differential Equations and Integral Equations)

3.1 Solution of an Ordinary Differential Equation with

Constant Coefficients
he Laplace transform is very useful in solving ordinary linear differential equations
T with constant coefficients.
Let us consider a linear differential equation with constant coefficients
dn y d n−1 y dy
n
+ C1 + ... + Cn−1 + Cn y = F (t) …(1)
dt n −1 dt
dt
where F (t) is a function of the independent variable t.
Let y (0 ) = A0 , y ′ (0 ) = A1,......, y n−1(0 ) = An−1 …(2)

be the given initial or boundary conditions where A0 , A1, A2 ,..., An−1 are constants.
On taking the Laplace transform of both sides of equation (1) and using conditions (2)
we obtain an algebraic equation known as “subsidiary equation” from which
y ( p ) = L { y(t)} is determined. The required solution is then obtained by finding the
inverse Laplace transform of y ( p ).
 T-78

Example 1: Solve y ′ ′ (t) + y(t) = t with y ′ (0 ) = 1, y (π) = 0 .

(Kanpur 08; Lucknow 10)
Solution: Taking Laplace transform of both sides of the given equation, we have
L{ y ′ ′ } + L{ y} = L{ t}
or p2 L{ y } − p y(0 ) − y ′ (0 ) + L{ y } = 1 / p2
or ( p2 + 1) L{ y} = Ap + 1 + 1 / p2 = Ap + ( p2 + 1) / p2 , where y (0 ) = A
p 1
or L{ y } = A ⋅ + ⋅
2
p +1 p2
 p   1
∴ y = y (t) = AL−1   + L−1   = A cos t + t.
2 2
 p + 1 p 
But y (π) = 0, therefore 0 = A cos π + π or A = π.
∴ y = π cos t + t, which is the required solution.
Example 2: Solve ( D2 + m2 ) x = a cos nt, t > 0 , x, Dx equal to x0 and x1, when t = 0, n ≠ m.

Solution: (a) Taking Laplace transform of both sides of the given equation, we have
L { x ′ ′ } + m2 L { x } = a L {cos nt}
ap
or p2 L { x} − px (0 ) − x ′ (0 ) + m2 L { x} =
p + n2
2

ap
or ( p2 + m2 ) L {x} = px0 + x1 +
p2 + n2
p 1 a. p
or L { x} = x0 ⋅ + x1 ⋅ +
2 2 2 2
p +m p +m ( p + m2 ) ( p2 + n2 )
2

p 1 ap ( p2 + m2 ) − ( p2 + n2 ) 
= x0 . + x1. +  
p2 + m2 p2 + m2 m2 − n2  ( p2 + m2 ) ( p2 + n2 ) 
 
p 1 a  p p 
= x0 . + x1 . + ⋅  − ⋅
p2 + m2 p2 + m2 (m2 − n2 )  p2 + n2 p2 + m2 
Taking the inverse transform, we have
 p   1 
x = x0 . L−1  + x1 . L−1 
2 2 2 2
 p +m   p +m 
a   p   p 
+ ⋅  L−1   − L−1  
2
(m2 − n2 )  2
 p +n 
2 2
 p + m  
x a
or x = x0 cos mt + 1 ⋅ sin mt + (cos nt − cos mt),
m (m − n2 )
2

which is the required solution.

 T-79

Example 3: Solve ( D2 + 9) y = cos 2 t if y (0 ) = 1, y (π / 2) = − 1.

(Rohilkhand 2000, 02, 04; Agra 01; Gorakhpur 07, 10, 11; Kashi 14)

Solution: Taking the Laplace transform of both sides of the given equation, we have
L { y ′ ′ } + 9 L { y } = L {cos 2 t}
or p2 L { y } − p y(0 ) − y ′ (0 ) + 9 L { y } = p /( p2 + 4)
or ( p2 + 9) L { y } − p − A = p / ( p2 + 4), where y ′ (0 ) = A
p+ A p
or L{ y} = +
p2 + 9 ( p2 + 9) ( p2 + 4)
p A p p
= + + − ⋅
p2 + 9 p2 + 9 5 ( p2 + 4) 5 ( p2 + 9)
 p   1  1 −1  p  1 −1  p 
∴ y = L−1  −1
 + AL  2 + L  2 − L  2 
2
 p + 9  p + 9 5  p + 4 5  p + 9
1 1 1
= cos 3 t + A sin 3 t + cos 2 t − cos 3 t
3 5 5
4 1 1
= cos 3 t + A sin 3 t + cos 2 t.
5 3 5
But y (π / 2) = − 1.
4 3 1 3 1
∴ − 1 = cos π + A sin π + cos π
5 2 3 2 5
1 1
or − 1= − A − or A = 12 / 5.
3 5
4 4 1
Hence the required solution is y = cos 3 t + sin 3 t + cos 2 t.
5 5 5
Example 4: Solve ( D + 1)2 y = t given that y = − 3, when t = 0 and y = − 1, when t = 1.
(Rohilkhand 2006)
2
Solution: The given equation can be written as ( D + 2 D + 1) y = t.
∴ L { y ′ ′ } + 2 L { y ′ } + L { y} = L { t}
or p2 L { y} − py (0 ) − y ′ (0 ) + 2 [ pL { y} − y (0 )] + L { y} = 1/ p2
or ( p2 + 2 p + 1) L { y } − p (− 3) − A − 2 (− 3) = 1/ p2 where y ′ (0 ) = A
or ( p + 1)2 L { y} = (1 / p2 ) − 3 p − 6 + A
1 3p + 6 A
or L{ y} = − +
2 2 2
p ( p + 1) ( p + 1) ( p + 1)2
1 3 ( p + 1) + 3 A
= − +
2 2 2
p ( p + 1) ( p + 1) ( p + 1)2
2 1 2 1 3 3 A
=− + + + − − +
p p2 p + 1 ( p + 1)2 ( p + 1) ( p + 1)2 ( p + 1)2
2 1 1 A−2
=− + − + ⋅
p p 2 ( p + 1) ( p + 1)2
 T-80

 1  1  1   1 
∴ y = − 2 L−1   + L−1   − L−1   + ( A − 2) L−1 
2 2
 p p   p + 1  ( p + 1) 
. + t − e − t + ( A − 2) e − t L−1 {1/ p2} = − 2 + t − e − t + ( A − 2) te − t .
= − 21
Now, since y = − 1, when t = 1,
∴ − 1 = − 2 + 1 − e − 1 + ( A − 2) e − 1 or A = 3.
Hence the complete solution is y = − 2 + t − e − t + te − t .
dy
Example 5: Solve ( D2 + 1) y = t cos 2 t, y = 0 , = 0 when t = 0.
dt (Avadh 2006, 07; Meerut 13B)

Solution: Taking the Laplace transform of both the sides of the given equation, we
have L { y ′ ′ } + L { y } = L { t cos 2 t}
d
or p2 L { y } − p y (0 ) − y ′ (0 ) + L { y } = − ( L {cos 2 t})
dp

d  p  1 2 p2
or ( p2 + 1) L { y} = −  =− +
dp  p2 + 4  p2 + 4 ( p2 + 4)2

p2 − 4 5 5 8
or L{ y} = =− + +
( p2 + 1) ( p2 + 4)2 9 ( p2 + 1) 9 ( p2 + 4) 3 ( p2 + 4)2

5 −1  1  5 −1  1  8 −1  1 
∴ y=− L  + L  2 + L  2 
9 2 2
 p + 1 9  p + 4 3  ( p + 4) 
5 5 8 t1 1
= − sin t + sin 2 t + ∫ sin 2 x ⋅ sin 2 (t − x) dx ,
9 18 3 0 2 2
  1  1 
−1
By the convolution theorem since L  2  = sin 2t
  p + 4 2 
5 5 1 t
= − sin t + sin 2 t + {cos (2 t − 4 x) − cos 2 t} dx
9 18 3 ∫0
t
5 5 1 − 1 sin (2 t − 4 x) − x cos 2 t 
=− sin t + sin 2 t +
9 18 3  4  0

5 5 1 1 1
=− sin t + sin 2 t + sin 2 t − t cos 2 t + sin 2 t
9 18 12 3 12
5 4 1
or y = − sin t + sin 2 t − t cos 2 t , which is the required solution.
9 9 3
Example 6: Solve ( D3 − D2 − D + 1) y = 8 t e − t if y = D2 y = 0 , Dy = 1 when t = 0.

Solution: Taking the Laplace transform of both sides of the given equation, we have
L { y ′ ′ ′ } − L { y ′ ′ } − L { y ′ } + L { y } = 8 L { te − t}
or p3 L { y } − p2 y (0 ) − py ′ (0 ) − y ′ ′ (0 ) − [ p2 L { y } − p y (0 ) − y ′ (0 )]
d
− [ pL { y } − y (0 )] + L { y } = − 8 [ L {e − t}]
dp
 T-81

d  1 
or ( p3 − p2 − p + 1) L { y } − p + 1 = − 8  
dp  p + 1
8
or ( p − 1)2 ( p + 1) L { y } = p − 1 +
( p + 1)2
1 8
or L{ y} = +
( p − 1) ( p + 1) ( p − 1)2 ( p + 1)3

1 1 1  3 1 3
=  −  − + +
2  p − 1 p + 1 2 ( p − 1) ( p − 1)2 2 ( p + 1)
2 2
+ +
( p + 1)2 ( p + 1)3
1 1 1 2 2
=− + + + + ⋅
2 2
p − 1 p + 1 ( p − 1) ( p + 1) ( p + 1)3

 1  −1  1 
 1 
∴ y = − L−1  +L 
−1
+L  2
 p − 1  p + 1  ( p − 1) 
 1   1 
+ 2 L−1   + 2 L−1 
2 3
 ( p + 1)   ( p + 1) 
 1  1  1
= − e t + e − t + e t L−1   + 2 e − t L−1   + 2 e − t L−1  
2 2 3
p  p  p 
= − e t + e − t + e t t + 2 e − t t + 2 e − t (t 2 / 2 !)
= (1 + 2 t + t 2 ) e − t − (1 − t) e t , which is the required solution.

Example 7: Solve ( D 4 + 2 D2 + 1) y = 0 , where y (0 ) = 0 , y ′ (0 ) = 1, y ′ ′ (0 ) = 2 and

y ′ ′ ′ (0 ) = − 3.
Solution: Taking the Laplace transform of both sides of the given equation, we have
L { y iv} + 2 L { y ′ ′ } + L { y } = 0

or p4 L { y } − p3 y (0 ) − p2 y ′ (0 ) − p y ′ ′ (0 ) − y ′ ′ ′ (0 )
+ 2 [ p2 L { y } − p y (0 ) − y ′ (0 )] + L { y } = 0

or ( p4 + 2 p2 + 1) L { y } − p2 − 2 p + 3 + 2 (− 1) = 0

or ( p2 + 1)2 L { y } = p2 + 2 p − 1
p2 + 2 p − 1 1 2p − 2 1 2p 2
or L{ y} = = + = + − ⋅
2 2 2 2 2 2 2 2
( p + 1) p +1 ( p + 1) p +1 ( p + 1) ( p + 1)2
2

 1   2p   1 
∴ y = L−1  −1
+L  2 − 2 L−1  ⋅ …(1)
2 2 2 2
 p + 1  ( p + 1)   ( p + 1) 
 T-82

 2p   d  1    1 
Now L−1  = − L−1     = − (− t) L−1   = t sin t
2 2 2  2
 ( p + 1)   dp  p + 1   p + 1
 1   1 1 
and L−1  = L−1  ⋅  = F (t) * F (t),
2 2 2 2
 ( p + 1)   p + 1 p + 1
 1 
where F (t) = L−1   = sin t
2
 p + 1
t 1 t
= ∫ sin x ⋅ sin (t − x) dx = ∫ [cos (2 x − t) − cos t] dx
0 2 0
t
1 1 1
= sin (2 x − t) − x cos t  = (sin t − t cos t).
2 2  0 2

Putting in (1), the required solution is

y = sin t + t sin t − (sin t − t cos t) or y = t (sin t + cos t).
Example 8: Find the general solution of the differential equation
x ′ ′ (t) + k 2 x (t) = F (t); x(0 ) = A, x ′ (0 ) = B.
Solution: Taking the Laplace transform of both sides of the given equation, we have
L { x ′ ′ } + k 2 L { x } = L {F (t)}
or p2 L { x } − px(0 ) − x ′ (0 ) + k 2 L { x} = L {F (t)}
or ( p2 + k 2 ) L { x } = pA + B + f ( p), where L {F (t)} = f ( p)
p 1 1
or L { x } = A. + B. + f ( p).
p + k2
2
p2 + k 2 p2 + k 2
 p   1   1 
∴ x = AL−1  + BL−1  + L−1  ⋅ f ( p) ⋅
2 2 2 2 2 2
 p +k   p +k   p +k 
= A cos kt + ( B / k ) sin kt + {(1/ k ) sin kt} * F (t)
t
x (t) = A cos kt + ( B / k ) sin kt + (1/ k ) ∫0 sin k (t − x) ⋅ F ( x) dx.

[By the convolution theorem]

This is the required general solution.
d2 x
Example 9: Solve + x = F (t), if x = x ′ = 0 for t = 0.
dt2
Solution: Taking the Laplace transform of both sides of the given equation, we have
L{ x ′ ′ } + L{ x} = L {F (t)}
or p2 L{ x} − px(0 ) − x ′ (0 ) + L{ x} = f ( p), where L{F (t)} = f ( p)
1
or L { x} = f ( p).
p2 + 1
 T-83

 1 
∴ x = L−1  f ( p) = (sin t) * F (t)
2
 p +1 
t
or x= ∫0 sin (t − x) ⋅ F ( x) dx , (by the convolution theorem)

which is the required solution.

Comprehensive Exercise 1

Solve the following problems by means of the Laplace transform :

dy
1. (i) + y = 1, given that y = 2 when t = 0.
dt
d2 y dy
(ii) + y = 0 , under the conditions that y = 1, = 0 when t = 0.
2 dt
dt (Rohilkhand 2002)

2. (i) ( D2 + 1) y = 6 cos 2 t, if y = 3, D y = 1, when t = 0.

(Gorakhpur 2006, 09; Rohilkhand 07; Purvanchal 07)
2
(ii) ( D + D) x = 2, when x (0 ) = 3, x ′ (0 ) = 1. (Rohilkhand 2011; Kanpur 07)
2 2
3. (i) ( D + m ) x = a sin nt, t > 0 , where x, Dx equal to x0 and x1 , when
t = 0, n ≠ m.
(ii) ( D + 2)2 y = 4 e −2 t , y (0 ) = − 1 and y ′ (0 ) = 4.

4. (i) ( D2 − D − 6) y = 2, t > 0 , if y = 1, Dy = 0 , when t = 0.

(ii) ( D2 + 6 D + 9) y = sin x, where y (0 ) = 1, y ′ (0 ) = 0.

5. ( D2 + 9) y = 18 t, if y (0 ) = 0 , y (π / 2) = 0 .
6. ( D2 + 6 D + 25) y = 208 e3 t , t > 0 , if y = 1, D y = 0 when t = 0.
7. ( D2 − 4 D + 5) y = 125 t2 , if y = 0 = D y , when t = 0.
8. ( D2 + 2 D + 1) y = 3 t e − t , t > 0 , subject to the conditions, y = 4, D y = 2 when
t = 0.
9. ( D2 − 3 D + 2) y = 1 − e 2 t , y = 1, D y = 0 when t = 0.
(Avadh 08; Gorakhpur 05)
2
10. ( D + 1) y = sin t sin 2 t, t > 0 , if y = 1, Dy = 0 when t = 0.
11. ( D3 − D) y = 2 cos t, y = 3, D y = 2, D2 y = 1, when t = 0.

12. ( D3 + D) y = e2 t , y (0 ) = y ′ (0 ) = y ′ ′ (0 ) = 0 .

13. ( D3 − 2 D2 + 5 D) y = 0 , if y (0 ) = 0 , y ′ (0 ) = 1, y (π / 8) = 1.

14. ( D2 + D) y = t2 + 2 t, where y (0 ) = 4, y′ (0 ) = − 2.
 T-84

A nswers 1
1. (i) y = e − t + 1 (ii) y = cos t
2. (i) y = 5 cos t + sin t − 2 cos 2 t (ii) y = 2 + 2 t + e − t
x a sin nt − n sin mt
3. (i) x = x0 cos mt + 1 sin mt +  
m 2 2  m 
m −n
(ii) y = e −2 t (2 t2 + 2 t − 1)
1 4 −2 t 8 3 t
4. (i) y = − + e + e
3 5 15
1
(ii) y = [(53 + 155 x) e −3 x − (3 cos x − 4 sin x)]
50
5. y = π sin 3 t + 2 t
3
6. y = 4 e3 t − e −3 t (4 cos 4 t + 7 sin 4 t)
4
7. y = 25 t2 + 40 t + 22 + 2 e2 t (2 sin t − 11 cos t)
1 −t 3 1 1 2t
8. y= e . t + 4 e − t + 6 te − t 9. y= + e − te2 t
2 2 2
15 1 1
10. y= cos t + t sin t + cos 3 t
16 4 16
11. y = 3 sinh t − sin t + cosh t + 2
1 1 2t 2 1
12. y=− + e + cos t − sin t
2 10 5 5
1 3
13. y = 1 + e t (sin 2 t − cos 2 t) 14. y = t + 2 (1 + e − t )
3

3.2 Solution of Ordinary Differential Equations

with Variable Coefficients
The Laplace transform can be used in solving some ordinary differential equations with
variable coefficients. The method is found useful in case of the equations having the
dm
terms of the form t m y n (t) whose Laplace transform is (− 1)m L { y n (t)}.
dp m

Example 10: Solve ty ′ ′ + y ′ + 4 t y = 0 if y (0 ) = 3, y ′ (0 ) = 0 . (Purvanchal 2010)

Solution: Taking the Laplace transform of both sides of the given equation, we have
L { t y ′ ′ } + L { y ′ } + 4 L { t y} = 0
 T-85

d d
or − L{ y ′ ′ } + L{ y ′ } + 4. (− 1) L{ y } = 0
dp dp
d 2 d
or − [ p y − py (0 ) − y ′ (0 )] + [ p y − y(0 )] − 4 y = 0,
dp dp
where y = L{ y }
d d y
or − ( p2 y − 3 p) + ( p y − 3) − 4 =0
dp dp
d y d y p
or − ( p2 + 4) − p y = 0 or + dp = 0.
dp y 2
p +4
1 C1
Integrating, log y + log ( p2 + 4) = log C1 or y= ⋅
2 √ ( p2 + 4)
 1 
∴ y = L−1 { y } = C1 L−1  
2
 √ ( p + 4)
or y = C1 J0 (2 t) (See Ex. 25, after article 1.23 of Chapter 1)
Since y(0 ) = 3, therefore 3 = C1 J0 (0 ) = C1. [ ∵ J0 (0 ) = 1]
Hence y = 3 J0 (2 t), which is the required solution.
Example 11: Solve [t D2 + (1 − 2 t) D − 2] y = 0 if y(0 ) = 1, y ′ (0 ) = 2.

Solution: The given equation can be written as ty ′ ′ + y ′ − 2 t y ′ − 2 y = 0.

∴ L {t y ′ ′} + L { y ′} − 2 L {t y ′} − 2 L { y } = 0
d d
or − L { y ′ ′} + L { y ′} + 2 L { y ′} − 2 L { y } = 0
dp dp
d
or − [ p2 y − p y(0 ) − y ′ (0 )] + [ p y − y (0 )]
dp
d
+2 [ p y − y (0 )] − 2 y = 0 , where y = L { y }
dp
d d
or − ( p2 y − p − 2) + ( p y − 1) + 2 ( p y − 1) − 2 y = 0
dp dp
d y d y 1
or − ( p2 − 2 p) − p y =0 or + dp = 0.
dp y p−2
Integrating, log y + log ( p − 2) = log C1 or y = C1 / ( p − 2).
∴ y = L−1 { y } = C1 L−1 {1/( p − 2)} = C1 e 2 t .
But y (0 ) = 1.
∴ 1 = C1.
Hence y = e2 t , which is the required solution.

Example 12: Solve y ′ ′ − ty ′ + y = 1, if y (0 ) = 1, y ′ (0 ) = 2.

Solution: Taking the Laplace transform of both sides of the given equation, we have
L{ y ′ ′ } − L { t y ′ } + L { y} = L {1}
 T-86

d 1
or p2 y − py (0 ) − y ′ (0 ) + [ L { y ′ }] + y =
dp p
d 1
or p2 y − p − 2 + [ p y − y(0 )] + y =
dp p
d 1
or p2 y − p − 2 + ( p y − 1) + y =
dp p
d y 1
or p + ( p2 + 2) y = p + 2 +
dp p
d y  2 2 1
or + p+  y = 1+ + 2
dp  p p p …(1)

which is a linear differential equation in y.

2 2
∴ I. F. = e ∫ ( p + 2 / p) dp = e p /2 + 2 log p = p2 e p /2.
∴ solution of (1) is given by
2  2 2  2 p2 /2 2
p2 e p /2 y = c1 + ∫ 1 + +

 p e dp = c1 + ∫ ( p2 + 2 p + 1) e p /2 dp
 p p2 
2 2
= c1 + ∫ ( p2 + 1) e p /2 dp + 2 ∫ pe p /2 dp
dv dv
= c1 + ∫ (2 v + 1) e v ⋅ +2 ∫ √ (2v) e
v
,
√ (2 v) √ (2 v)
p2
putting = v so that p dp = dv or dp = dv / √ (2 v)
2
v ev v
= c1 + ∫ √ (2v) e dv + ∫ dv + 2 ∫e dv
√ (2 v)
2 2
= c1 + √ (2 v) e v + 2 e v = c1 + pe p /2 + 2 e p /2
c 2 1 2
or y = L { y } = 1 e − p /2 + +
2
p p p2

c  p2 p4  1 2
= 1 1 − + −... + +
p2  2 4 ⋅2 !  p p2
 
(2 + c1) c c 1
= − 1 + 1 p2 − ... + ⋅
2 2 8 p
p
1 1
∴ y = (2 + c1) L−1 {1/ p2} − c1 L−1 {1} + c1 L−1 { p2} + ... + L−1 {1/ p}
2 8
= (2 + c1) t + 1, since L−1 { pn} = 0 , n = 0 , 1, 2, ...
But given y ′ (0 ) = 2. Therefore,
2 = 2 + c1 or c1 = 0 .
Hence y = 2 t + 1, which is the required solution.
 T-87

Comprehensive Exercise 2

Solve the following problems by means of the Laplace transform:

1. y ′ ′ + t y ′ − y = 0, if y (0 ) = 0 , y ′ (0 ) = 1. (Agra 2002; Purvanchal 11)
2. [t D2 + (t − 1) D − 1] y = 0 , if y (0 ) = 5, y (∞) = 0 .
3. y ′ ′ (t) + at y ′ (t) − 2 a y (t) = 1, y (0 ) = y ′ (0 ) = 0 , a > 0 .
4. ty ′ ′ + 2 y ′ + t y = 0 , y (0 +) = 1, y (π) = 0 .
5. Solve ty ′ ′ (t) + (2 t + 3) y ′ (t) + (t + 3) y (t) = ae − t if y (t) and its derivatives
have transforms.

A nswers 2
1. y=t 2. y = 5e− t
1 sin t
3. y = t2 4. y =
2 t
at
5. y =  A +  e − t
 3

3.3 Solution of Simultaneous Ordinary Differential

Equations
The Laplace transform can also be used in solving two or more simultaneous ordinary
differential equations.

Example 13: Solve Dx + D y = t ; D 2 x − y = e − t if x (0 ) = 3, x ′ (0 ) = − 2, y (0 ) = 0 .

(Rohilkhand 2010)

Solution: Taking the Laplace transform of both sides of the two equations, we have
L { x ′ } + L { y ′ } = L { t} and L { x ′ ′ } − L { y} = L { e − t}
or p x − x (0 ) + p y − y (0 ) = 1 / p2
and p2 x − p x (0 ) − x ′ (0 ) − y = 1 / ( p + 1)
or p x + p y = 3 + 1/ p2 and p2 x − y = 3 p − 2 + 1/( p + 1).
Solving for x and y, we have
3 p2 + 1 3p 2 1
x= + − −
3 2 2 2
p (1 + p ) 1+ p 1+ p ( p + 1) ( p2 + 1)
 T-88

1  2 p4  3p 2 1 p 1
= 1 + 2 p2 −  + − + − +
3  2 2 2
p  1+ p  1+ p 1+ p 2 ( p + 1) 2 ( p + 1) 2 ( p2 + 1)
2

2 1 1 p 3
= + + + −
p p 3 2 ( p + 1) 2 ( 1 + p ) 2 ( p2 + 1)
2

1 2
and y= +
2 2
p ( p + 1) ( p + 1) p +1
1 1 p 1 2
= − − − +
2 2 2
p 2 ( p + 1) 2 ( p + 1) 2 ( p + 1) p + 1

1 1 p 3
= − − + ⋅
p 2 ( p + 1) 2 ( p2 + 1) 2 ( p2 + 1)

 1  1  1 −1  1 
∴ x = 2 L−1   + L−1  + L 
3 
 p  p  2  p + 1

1 −1  p  3 −1  1 
+ L  − L  2 
2 2
 p + 1 2  p + 1
1 2 1 −t 1 3
=2+ t + e + cos t − sin t
2 2 2 2
 1 1  1  1 −1  p  3 −1  1 
and y = L−1   − L−1  − L  2 + L  2 
 p 2  p + 1 2  p + 1 2  p + 1
1 1 3
= 1 − e − t − cos t + sin t.
2 2 2
Example 14: Solve Dx + 2 D 2 y = e − t , ( D + 2) x − y = 1 if x (0 ) = y (0 ) = y ′ (0 ) = 0 .

Solution: Taking the Laplace transform of both sides of the given equations, we have
L { x ′ } + 2 L { y ′ ′ } = L { e− t }
and L { x ′ } + 2 L { x} − L { y} = L {1}
1
or p x − x (0 ) + 2 [ p2 y − py (0 ) − y ′ (0 )] = ,
p+1
where x = L { x } and y = L { y}
1
and p x − x (0 ) + 2 x − y =
p
1 1
or p x + 2 p2 y = and ( p + 2) x − y = ⋅
p+1 p
Solving for x and y, we have
1 2
x= +
p ( p + 1) (2 p2 + 4 p + 1) (2 p2 + 4 p + 1)
1 1
= +
 2 − √ 2  2 + √ 2  2 − √ 2  2 + √ 2
2 p ( p + 1)  p +  p+  p+  p+ 
 2   2   2   2 
 T-89

1 1 1 1
= + − −
p p+1  2 − √2   2 + √ 2
(2 − √ 2)  p +  (2 + √ 2)  p + 
 2   2 
1 1
+ −
 2 − √ 2  2 + √ 2
√2 p+  √2 p+ 
 2   2 
1 1 1 1
= + − −
p p+1  2 − √ 2  2 + √ 2
p+  p+ 
 2   2 
1
and y=
p ( p + 1) (2 p2 + 4 p + 1)
1 1 1 1
= + − −
p p+1  2 − √ 2  2 + √ 2
(2 − √ 2)  p +  (2 + √ 2)  p + 
 2   2 
1 1  2 + √ 2 1  2 − √ 2 1
= + −  − 
p p+1  2   2 − √2   2   2 + √ 2
p+  p+ 
 2   2 
 1  1  −1  1  −1  1 
∴ x = L−1   + L−1  −L  −L  
 p  p + 1  p + a  p + b
= 1 + e − t − e − at − e − b t
 1  1  −1  1  −1  1 
and y = L−1   + L−1  −bL   − aL  
 p  p + 1  p + a  p + b
2 − √2 2 + √2
= 1 + e − t − be − a t − ae − b t , where a= and b = ⋅
2 2
Example 15: Solve ( D2 − 3) x − 4 y = 0 , x + ( D2 + 1) y = 0, t > 0

if x = y = D y = 0 , D x = 2 when t = 0.
Solution: Taking the Laplace transform of both sides of the two equations, we have
L { x ′ ′ } − 3 L { x } − 4 L { y } = 0 and L { x } + L { y ′ ′ } + L { y } = 0
or p2 x − px (0 ) − x ′ (0 ) − 3 x − 4 y = 0 , where x = L { x }
and y = L{ y}
2
and x + p y − py (0 ) − y ′ (0 ) + y = 0
or ( p2 − 3) x − 4 y = 2 and x + ( p2 + 1) y = 0 .

Solving for x and y, we have

2 ( p2 + 1) 1 1
x= = +
2 2 2
( p − 1) ( p − 1) ( p + 1)2
 T-90

−2 1  1 1 1 1 
and y= = − + − − ⋅
( p + 1)2 ( p − 1)2 2  p + 1 p − 1 ( p + 1)
2
( p − 1)2 

 1   1 
∴ x = L−1   + L−1 
2 2
 ( p − 1)   ( p + 1) 
= e t L−1 {1/ p2} + e − t L−1 {1/ p2} = (e t + e − t ) t

1  −1  1   1   1   1 
and y= − L  + L−1  −1
−L 
−1
−L  
2 p + 1 2 2
   p − 1  ( p + 1)   ( p − 1)  
1 1 1
= [− e − t + e t − t e − t
− te t ] = (1 − t) e t − (1 + t) e − t .
2 2 2

Comprehensive Exercise 3

Solve the following problems by means of the Laplace transform:

1. ( D − 2) x + 3 y = 0 , 2 x + ( D − 1) y = 0 , if x (0 ) = 8 and y (0 ) = 3.
2. ( D2 + 2) x − Dy = 1, Dx + ( D2 + 2) y = 0 , if x = 0 = Dx = y = Dy, when t = 0.

3. ( D2 − 1) x + 5 Dy = t, − 2 Dx + ( D2 − 4) y = − 2 ,

if x = 0 = Dx = y = D y when t = 0.
4. Applying Laplace transform solve the equations :
dx dy d2 x
+ = t and − y = e− t,
dt dt dt2
dx
given that x (0 ) = 0 = y (0 ) and = 0 when t = 0. (Rohilkhand 2007)
dt
5. Solve ( D − 2) x − ( D + 1) y = 6 e3 t , (2 D − 3) x + ( D − 3) y = 6 e3 t , if x = 3, y = 0
when t = 0.
6. Solve ( D − 2) x − ( D − 2) y = sin t, ( D2 + 1) x + 2 D y = 0 ,
if x = 0 = x ′ (0 ) = y (0 ).

A nswers 3
1. x = 5 e − t + 3 e4 t , y = 5 e − t − 2 e4 t .
1 1 1
2. x= − (2 cos t + cos 2 t), y = (sin 2 t − 2 sin t).
2 6 6
3. x = − t + 5 sin t − 2 sin 2 t, y = 1 − 2 cos t + cos 2 t.
1 1 1 1 1 1 1
4. x = t 2 − 1 + e − t + cos t + sin t, y = 1 − e − t − cos t − sin t.
2 2 2 2 2 2 2
 T-91

5. x = e t + 2 t e t + 2 e 3 t, y = e t − t e t − 2 e 3 t.
1 4 2t 1 1
6. x= (1 + 3 t) + e − t + e − (cos t + 2 sin t), y = [(1 + 3 t) e − t − e2 t ].
9 45 5 9

3.4 Solution of Partial Differential Equations

Laplace transform is also useful in solving partial differential equations when the
boundary conditions are given.
Laplace transforms of some partial derivatives:
Theorem: If y ( x, t) is a function of x and t, then
 ∂y 
(a) L   = p y ( x, p) − y ( x, 0 )
 ∂t 
 ∂2 y 
  2
(b) L   = p y ( x, p) − p y ( x, 0 ) − yt ( x, 0 )
2
 ∂t 

 ∂y  d y  ∂2 y  d 2 y
(c) L  = and (d) L  = where L { y ( x, t)} = y ( x, p).
2 2
 ∂x  dx  ∂ x  dx
 ∂y  ∞ ∂y s ∂y
Proof: (a) L  = ∫0 e − pt dt = lim ∫0 e − pt dt
 ∂t  ∂t s→ ∞ ∂t
 s s 
= lim  e − pt y ( x, t)
{ + p ∫ e − pt y ( x, t) dt
}
s→ ∞ 0 0 
∞
=p ∫0 e − pt y ( x, t) dt − y ( x, 0 ) = py ( x, p) − y ( x, 0 )

∂y
(b) Let V = ⋅
∂t
 ∂2 y 
   ∂V 
∴ L
2  = L  = p . L {V } − V ( x, 0 )
 ∂t   ∂t 

= p [ pL { y} − y ( x, 0 )] − yt ( x, 0 )  ∂y 
∵ V = = yt 
 ∂ t 

= p2 y ( x, p) − py ( x, 0 ) − yt ( x, 0 ).

 ∂y  ∞ ∂y d ∞ − pt d y
(c) L  = ∫0 e − pt dt = ∫ e y dt = ⋅
 ∂x  ∂x dx 0 dx

 ∂2 y  ∂y
   ∂U 
(d) L  = L  , where U =
2
 ∂x   ∂x  ∂x
 T-92

2
d d  ∂y  d d y  d y
= L {U } = L =   = ⋅
dx dx  ∂x  dx  dx  dx2

∂y ∂2 y
Example 16: Solve =2 where y (0 , t) = 0 = y (5, t) and y ( x, 0 ) = 10 sin 4 πx.
∂t ∂x 2
(Meerut 2008)

Solution: Taking the Laplace transform of both sides of given equation, we have
 ∂y   ∂2 y  d2 y
L   = 2L  or p y − y ( x, 0 ) = 2
2
 ∂t   ∂x  dx2

d2 y p
or − y = − 5 sin 4 πx whose general solution is
2 2
dx
5 sin 4 πx
y = C1e √( p /2 ) x + C2 e − √( p /2 ) x −
− (4 π)2 − p / 2
10
or y = C1e √( p /2 ) x + C2 e − √( p /2 ) x + sin 4 πx …(1)
32 π2 + p

But y (0 , t) = 0 = y (5, t). Therefore, y (0 , p) = 0 , y (5, p) = 0 .

∴ from (1), we have 0 = C1 + C2
10
and 0 = C1e5 √( p /2 ) + C2 e −5 √( p /2 ) + sin 20 π
32 π2 + p

= C1e5 √( p /2 ) + C2 e −5 √( p /2 ) + 0 .
Solving C1 = 0 = C2 .
10
∴ from (1), we have y= sin 4 πx.
32 π2 + p
 10  2
∴ y = L−1  sin 4 πx  or y = 10 e −32 π t sin 4 πx,
2
 32 π + p 
which is the required solution.
∂y ∂2 y
Example 17: Find the bounded solution of = , x > 0, t > 0,
∂t ∂x2
where y (0 , t) = 1, y ( x, 0 ) = 0 . (Meerut 2007)

Solution: Taking the Laplace transform of both the sides of the given equation, we
have
 ∂y   ∂2 y  d2 y
L  = L or p y ( x, p) − y ( x, 0 ) =
2
 ∂t   ∂x  dx2

d2 y
or − p y =0
dx2
 T-93

whose general solution is y = c1 e √ px + c2 e −√ px .

But y ( x, t) must be bounded as x → ∞.
∴ y ( x, p) = L { y ( x, t)} must also be bounded as x → ∞
∴ c1 = 0 so that y = c2 e −√ px , if √ p > 0. …(1)
But y (0 , t) = 1. Therefore,
L { y (0 , t)} = L {1} or y (0 , p) = 1/ p …(2)
Thus, from (1) and (2) we have 1/ p = c2 .
∴ y = (1/ p) e − √ px
 1   x 
or y = L−1   = erfc   , which is the required solution.
 pe √ px   2 √ t
[See Ex. 21, after article 2.18 of Chapter 2]
∂2 y ∂2 y ∂y
Example 18: Solve 2
− 2
= xt where y = 0 = at t = 0 and y (0 , t) = 0 .
∂x ∂t ∂t
Solution: Taking the Laplace transform of both the sides of the given equation, we
have
 ∂2 y   ∂2 y 
L 2  − L  2  = L {xt}
 ∂x   ∂t 
d2 y
or − [ p2 y ( x, p) − p y ( x, 0 ) − yt ( x, 0 )] = x L { t}
dx2
d2 y
or − p2 y = x / p2 whose general solution is
dx2
y = c1 e px + c2 e − px − x / p4 .
Since y = 0 for all values of x, therefore, c1 = 0 , otherwise
y = ∞, as x → ∞.
∴ y = c2 e − px − x / p4 .
Again y = 0 when x = 0; ∴ c2 = 0.
4 1 3
y=−x/ p or y=−L −1
{ x / p4} = − xt ,
6
which is the required solution.

Comprehensive Exercise 4

Solve the following problems by means of the Laplace transform:

∂y ∂y
1. =2 + y, y ( x, 0 ) = 6 e −3 x which is bounded for x > 0 , t > 0 .
∂x ∂t
∂y ∂2 y π  ∂y 
2. = 3 2 , where y  , t  = 0 ,   = 0 and y ( x, 0 ) = 30 cos 5 x.
∂t ∂x 2   ∂x  x =0

(Meerut 2006)
 T-94

∂y ∂2 y
3. = 2 , y ( x, 0 ) = 3 sin 2 π x , y (0 , t) = 0 = y (1, t), 0 < x < 1, t > 0 .
∂t ∂x
(Meerut 2006)
2
∂y ∂ y
4. = 2 2 , y (0 , t) = 0 , y (5, t) = 0 , y ( x, 0 ) = 10 sin 4 πx − 5 sin 6 πx.
∂t ∂x
(Meerut 2008)
∂u ∂u
5. − = 1 − e − t , 0 < x < 1, t > 0 , u ( x, 0 ) = x.
∂x ∂t (Meerut 2007)

A nswers 4
1. y ( x, t) = 6 e − 2 t − 3 x . 2. y = 30 e − 75 t cos 5 x.
2
3. y ( x, t) = 3 e − 4 π t
sin 2 πx.
2 2
4. y ( x, t) = − 5 e − 72 π t
sin 6 πx + 10 e − 32 π t
sin 4 πx.
5. u ( x, t) = ( x + 1) − e − t .

3.5 Integral Equations

1. Integral equation: An equation of the form
b
F (t) = y (t) + ∫a K (u, t) F (u) du

is called an “Integral equation” where y (t) and K (u, t) are known, a and b are either
constants or functions of t.
Here the function F (t) which appears under the sign of integration is to be determined.
2. Abel’s integral equation: An equation of the form
t F (u) du
G (t) = ∫
0 (t − u)n

is called Abel’s integral equation where F (u) is unknown and G (t) is known and n is a
constant between 0 and 1, i. e., 0 < n < 1.
3. Integral equation of Convolution type: An integral equation of the form
t
F (t) = y (t) + ∫ 0 K (t − u) F (u) du
which may also be expressed as
F (t) = y (t) + K (t) * F (t)
is called an integral equation of convolution type.
4. Integro-differential equation: An integral equation in which various derivatives of
the unknown function F (t) can also be present is called an Integro-differential equation.
t
For example, F ′ (t) = F (t) + y (t) + ∫ 0 sin (t − u) F (u) du.
 T-95

3.6 Application of Laplace Transform to

Integral Equations
Laplace transform may be used to solve various integral equations.

Example 19: Solve the integral equation

t
F (t) = e − t − 2 ∫ cos (t − u) F (u) du.
0 (Rohilkhand 2011)

Solution: The given integral equation may be expressed as

F (t) = e − t − 2 F (t) * cos t.
Taking the Laplace transform of both the sides, we have
L { F (t)} = L { e − t} − 2 L { F (t) * cos t}
1
= − 2 . L { F (t)} . L {cos t}
p+1
1 2p
= − ⋅ L { F (t)}
p +1 p2 +1
 2p  1
or 1 + 2  L { F (t)} =
 p + 1 p +1
( p 2 + 1)
or L { F (t)} = ⋅
( p + 1)3
 p 2 + 1  2
 ( p + 1 − 1) + 1
∴ F (t) = L−1  =L
−1
 
 ( p + 1)3   ( p + 1)3 
 ( p − 1)2 + 1  1 2 2 
= e − t L− 1  3
− t −1
=e L  − 2 + 3
 p   p p p 
 t t3 
= e − t 1 − 2 ⋅ +2⋅ 
 Γ (2) Γ (3)
= e − t (1 − 2 t + t 2 ) = e − t (1 − t)2 .

Example 20: Solve the integral equation

t
F (t) = 1 + ∫0 F (u) ⋅ sin (t − u) du

and verify your solution .

Solution: The given integral equation may be expressed as
F (t) = 1 + F (t) * sin t.
Taking the Laplace transform of both the sides, we have
L { F (t)} = L {1} + L { F (t) * sin t}
= L {1} + L { F (t)} . L {sin t}
1 1
= + L { F (t)} ⋅ 2
p p +1
 T-96

 1  1 p2 +1
or 1 − 2  L { F (t)} = or L { F (t)} = ⋅
 p + 1 p p3
 p 2 + 1  1  1 
∴ F (t) = L−1  3  = L−1   + L−1  3 
 p   p  p 
t2 t2
= 1+ = 1+ ⋅
Γ (3) 2
t2
Verification: We have F (t) = 1 + ⋅
2
Putting in the R.H.S. of the given equation, we have
t  u2 
R.H.S. = 1 + ∫ 1 +  ⋅ sin (t − u) du
0  2
t
 u2   t
= 1 + 1 +  cos (t − u) − ∫0 u ⋅ cos (t − u) du
 2 0
t2 t
= 1+ 1+ − cos t − [− u ⋅ sin (t − u)]0t − ∫0 sin (t − u) du
2
t2 t t2
=2+ − cos t − [cos (t − u)]0 = 2 + − cos t − (1 − cos t)
2 2
t2
= 1+ = F (t) = L.H. S.
2
Example 21: Solve the following equation for F (t) with the condition that F (0 ) = 0 ,
t
F ′ (t) = sin t + ∫0 F (t − u) cos u du .

Solution: The given equation may be expressed as

F ′ (t) = sin t + F (t) * cos (t).
Taking the Laplace transform of both the sides, we have
L { F ′ (t)} = L {sin t} + L { F (t) * cos t}
1
or pL { F (t)} − F (0 ) = 2 + L { F (t)} . L {cos t}
p +1
1 p
or pL { F (t)} = 2 + L { F (t)} . 2
p +1 p +1
 p  1 1
or  p − 2  L { F (t)} = 2 or L { F (t)} = ⋅
 p + 1 p +1 p3
 1  t2 t2
∴ F (t) = L−1  3  = = ⋅
 p  Γ (3) 2
t
Example 22: Solve the integral equation ∫0 F (u) F (t − u) du = 16 sin 4 t.

Solution: The given integral equation may be expressed as

F (t) * F (t) = 16 sin 4 t.
 T-97

Taking the Laplace transform of both the sides, we have

L { F (t) * F (t)} = 16 L {sin 4 t}
4
or L { F (t)} . L { F (t)} = 16 ⋅ 2
p + 42
8
or L { F (t)} = ± ⋅
√ ( p + 42 )
2

 1 
∴ F (t) = ± 8 L−1  2 2 
= ± 8 J0 (4 t).
 √ ( p + 4 )
(See Q. 2 of Ex ercise 5 Chapter 2)
t F (u) du
Example 23: Solve the integral equation ∫0 = t (1 + t).
(t − u)1 /3

Solution: The given integral equation may be expressed as

t
∫0 F (u) ⋅ (t − u)−1 /3 du = t + t2
− 1 /3
or F (t) * t = t + t 2.

Taking the Laplace transform of both the sides, we have

L { F (t) * t − 1 /3} = L { t + t 2}
− 1 /3
or L { F (t)} . L { t } = L { t} + L { t 2}
1
Γ (− + 1) Γ (2) Γ (3)
or 3
L { F (t)} ⋅ − 1 /3 + 1 = 2 + 3
p p p
Γ (2 / 3) 1 2
or L { F (t)} ⋅ = 2 + 3
p 2 /3 p p
1  1 2 
or L { F (t)} = ⋅  4 /3 + 7 /3  ⋅
Γ (2 / 3)  p p 
1   1   1  
∴ F (t) = ⋅  L−1  4 /3  +2 L
−1
 7 /3  
Γ (2 / 3)   p   p  
1  t (4 /3) − 1 t (7 /3) − 1 
= ⋅ +2⋅ 
Γ (2 / 3)  Γ (4 / 3) Γ (7 / 3)
 
1  t 1 /3 t 4 /3 
= ⋅ +2⋅
Γ (2 / 3)  1 ⋅ Γ (1/ 3) 4 1
⋅ ⋅ Γ (1/ 3)


3 3 3 
1 /3
3t 1 + 3 t
=
Γ (1 − 1 ) Γ (1 )  2 
3 3
1 /3 
3t 1 + 3 t π 
=
1    ∵ Γ (n) Γ (1 − n) = 
(π / sin π)  2   sin nπ 
3
3 √ 3 1 /3
= ⋅ t (2 + 3 t).
4π
 T-98

t
Example 24: Solve F ′ (t) = t + ∫0 F (t − u) cos u du, F (0 ) = 4.

Solution: The given equation may be expressed as

F ′ (t) = t + F (t) * cos t.
Taking Laplace transform of both the sides, we have
L { F ′ (t)} = L { t} + L { F (t) * cos t}
1
or pL { F (t)} − F (0 ) = 2 + L { F (t)} . L {cos t}
p
1 p
or pL { F (t)} − 4 = 2
+ L { F (t)} ⋅ 2
p p +1
3
p 1
or L { F (t)} ⋅ 2
= +4
p +1 p2
p2 + 1 4 ( p2 + 1)
or L { F (t)} = +
p5 p3
1 1 4 4 4 5 1
= 3
+ 5
+ + 3 = + 3 + 5 ⋅
p p p p p p p
 4 5 1  5 t2 t4
∴ F (t) = L−1  + 3 + 5  = 4 + +
 p p p  Γ (3) Γ (5)
5 t2 t4 5 t4
=4+ + = 4 + t2 + ⋅
2 4! 2 24
Example 25: Express
2 F ′ ′ (t) − 3 F ′ (t) − 2 F (t) = 4 e − t + 2 cos t, F (0 ) = 4, F ′ (0 ) = − 1
into an integral equation.
Solution: We have
2 F ′ ′ (t) − 3 F ′ (t) − 2 F (t) = 4 e − t + 2 cos t, …(1)
F (0 ) = 4, F ′ (0 ) = − 1 …(2)
Method 1: Let F ′ ′ (t) = G (t). …(3)
Integrating (3), we get
t
F ′ (t) = ∫0 G (u) du + C1. …(4)

For t = 0, (4) gives

− 1 = F ′ (0 ) = 0 + C1 or C1 = − 1.
t
∴ F ′ (t) = ∫0 G (u) du − 1. …(5)

Again integrating, we get

t
F (t) = ∫0 (t − u) G (u) du − t + C2 .

For t = 0, this gives

4 = F (0 ) = 0 − 0 + C2 or C2 = 4.
 T-99
t
∴ F (t) = ∫0 (t − u) G (u) du − t + 4 …(6)

Putting the values of F ′ ′ (t), F ′ (t) and F (t) from (3), (5) and (6) in (1), we get
t t
2 G (t) − 3 ∫0 G (u) du + 3 − 2 ∫ (t − u) G (u) du + 2 t − 8
0

= 4 e − t + 2 cos t
t
or 2 G (t) + ∫0 (− 2 t + 2 u − 3) G (u) du = 4 e − t + 2 cos t − 2 t + 5 ,

which is the required integral equation.

Method 2: Integrating (1) between the limits 0 to t, we get
t t t
2 [ F ′ (u)] 0 − 3 [ F ′ (u)] 0 − 2 ∫0 F (u) du = − 4 [e − u] 0t + 2 [sin u] 0t
t
or 2 F ′ (t) − 2 F ′ (0 ) − 3 F (t) + 3 F (0 ) − 2 ∫0 F (u) du

= 4 (1 − e − t ) + 2 sin t.
t
or 2 F ′ (t) − 3 F (t) − 2 ∫0 F (u) du = − 4 e − t + 2 sin t − 10 . [Using (2)]

Again integrating, between the limits 0 to t, we get

t t t
2 [ F (u)] 0 − 3 ∫0 F (u) du − 2 ∫0 (t − u) F (u) du
t
= 4 e−u [ ]0 − 2 [cos u] 0t − 10 t.
t
or 2 [ F (t) − F (0 )] + ∫0 (− 2 t + 2 u − 3) F (u) du

= 4 (e − t − 1) − 2 (cos t − 1) − 10 t.
t
or 2 F (t) + ∫0 (− 2 t + 2 u − 3) F (u) du = 4 e − t − 2 cos t − 10 t + 6

which is the required integral equation.

Example 26: Express the given differential equation
F ′ ′ (t) + a F (t) = 0 , F (0 ) = 0 = F (1)
as an integral equation.
Solution: We have
F ′ ′ (t) + aF (t) = 0 …(1)
F (0 ) = 0 = F (1). …(2)
Method 1: Let F ′ ′ (t) = G (t). …(3)
Integrating (3) between the limits 0 to t, we get
t
F ′ (t) = ∫ 0 G (u) du + C1 …(4)

Again integrating between the limits 0 to t, we get

t
F (t) = ∫0 (t − u) G (u) du + C1 t + C2 . …(5)
 T-100

For t = 0, (5) gives

0 = F (0 ) = 0 + C2 or C2 = 0 .
Putting this value in (5), we get
t
F (t) = ∫ 0 (t − u) G (u) du + C1 t …(6)

For t = 1, (6) gives

1
0 = F (1) = ∫0 (1 − u) G (u) du + C1

1
or C1 = − ∫0 (1 − u) G (u) du.

Putting this value of C1 in (6), we get

t 1
F (t) = ∫ 0 (t − u) G (u) du − ∫ 0 t (1 − u) G (u) du

t 1
= ∫0 (t − u) G (u) du + ∫0 (ut − t) G (u) du

t t 1
= ∫0 (t − u) G (u) du + ∫ 0 (ut − t) G (u) du + ∫ t (ut − t) G (u) du
t 1
= ∫0 (t − 1) u G (u) du + ∫t t (u − 1) G (u) du

1 (t − 1) u , if u < t
or F (t) = ∫0 K (t, u) G (u) du, where K (t, u) = 
 t (u − 1) , if u > t.
Hence from (1), we get
t (t − 1) u , u < t
G (t) + a ∫0 K (t, u) G (u) du = 0 , where K (t, u) = 
(u − 1) t , u > t.
This is the required integral equation of the given differential equation.
Method 2: Integrating (1) between the limits 0 to t, we get
t t
∫0 F ′ ′ (u) du + a ∫0 F (u) du = 0
t
or [ F ′ (u)] 0t a + ∫ 0 F (u) du = 0
t
or F ′ (t) − F ′ (0 ) + a ∫ 0 F (u) du = 0.
Again integrating between the same limits, we get
t
[ F (u)] 0t − F ′ (0) [u]0t + a ∫ 0 (t − u) F (u) du = 0
t
or F (t) − F (0 ) − tF ′ (0 ) + a ∫ 0 (t − u) F (u) du = 0 …(1)
t
or F (t) − t F ′ (0 ) + a ∫ 0 (t − u) F (u) du = 0
For t = 1, this gives
1
F (1) − F ′ (0 ) + a ∫ 0 (1 − u) F (u) du = 0 [Using (2)]
 T-101
1
or 0 − F ′ (0 ) + a ∫0 (1 − u) F (u) du = 0
1
or F ′ (0 ) = a ∫ 0 (1 − u) F (u) du.
Putting this value in (I), we get
1 t
F (t) − ta ∫0 (1 − u) F (u) du + a ∫0 (t − u) F (u) du = 0
1 t
or F (t) + a ∫ 0 t (u − 1) F (u) du + a ∫ 0 (t − u) F (u) du = 0
t 1
or F (t) + a ∫ 0 t (u − 1) F (u) du + a ∫ t t (u − 1) F (u) du
t
+a ∫0 (t − u) F (u) du = 0
t 1
or F (t) + a ∫ 0 u (t − 1) F (u) du + a ∫ t t (u − 1) F (u) du = 0
1  u (t − 1) , u< t
or F (t) + a ∫0 K (u, t) F (u) du = 0 , where K (u, t) = 
 t (u − 1) , u > t.
Example 27: Convert the given integral equation
t
F (t) − ∫0 (t − u) sec t ⋅ F (u) du = t

into differential equation and associated conditions.

Solution: The given integral equation is
t
F (t) − ∫ 0 (t − u) sec t ⋅ F (u) du = t …(1)

We know that,
d b (t) b (t) ∂K db da
∫ a (t) K (u, t) du = ∫ a (t) du + K (b, t) − K (a, t) ⋅ …(2)
dt ∂t dt dt
Differentiating (1) using the fact (2), we get
t
F ′ (t) − ∫ 0 [sec t + (t − u) sec t tan t] F (u) du = 1
t t
or F ′ (t) − ∫ 0 sec t ⋅ F (u) du − tan t ∫ 0 (t − u) sec t F (u) du = 1
t
or F ′ (t) − ∫ 0 sec t ⋅ F (u) du + tan t ⋅ [t − F (t)] = 1, [Using (1)] …(3)

Again differentiating (3), we get

F ′ ′ (t) + sec2 t ⋅ [t − F (t)] + tan t ⋅ [1 − F ′ (t)]
t
−sec t ⋅ tan t ∫ F (u) du − sec t ⋅ F (t) = 0 .
0

or F ′ ′ (t) + sec2 t . [t − F (t)] + tan t . [1 − F ′ (t)]

− sec t . F (t) + tan t . [1 − F ′ (t) − t tan t + tan tF (t)] = 0 ,
[Using (2)]
or F ′ ′ − F ′ . [tan t + tan t] + [− sec 2 t + tan2 t − sec t] F
+ [t sec2 t + tan t − t . tan2 t + tan t] = 0
 T-102

or F ′ ′ (t) − 2 tan t . F ′ (t) − (1 + sec t) F (t) + (t + 2 tan t) = 0 . …(4)

Putting t = 0 in (1) and (3) respectively, we get
F (0 ) = 0 , F ′ (0 ) = 1. …(5)
Hence, (4) is the required differential equation and its associated conditions are
given by (5).

Comprehensive Exercise 5

1. Solve the integral equation

t
F (t) = a sin t − 2 ∫ 0 F (u) ⋅ cos (t − u) du.
t
2. Solve y (t) = t − 1 + ∫0 y (Γ) ⋅ sin (t − Γ) dΓ.

3. Show that the solution of the integral equation

t
F (t) = 4 t − 3 ∫0 F (u) sin (t − u) du
3
is F (t) = t + sin 2 t.
2
t
4. Solve the integral equation F (t) = 1 + 2 ∫0 F (t − u) ⋅ e −2 u du.

1 t
5. Solve y (t) = t + ∫0 (t − u)3 ⋅ y (u) du.
6
1 2 t
6. Solve the integral equation F (t) = t − ∫0 (t − u) F (u) du. (Agra 2003)
2
t
7. Solve 2 F (t) = 2 − t + ∫0 F (t − u) F (u) du.
t F (u) du 2
8. Solve ∫ 0 √ (t − u) = 1 + t + t .

9. Convert the given differential equation

F ′ ′ (t) + 2 F ′ (t) − 8 F (t) = 5 t2 − 3 t, F (0 ) = − 2, F ′ (0 ) = 3
into an integral equation.
10. Convert the given integral equation
t
F (t) = t2 − 3 t + 4 − 3 ∫0 (t − u)2 F (u) du

into differential equation and associated conditions.

A nswers 5
1 2 1 3
1. F (t) = at e − t 2. y (t) = − 1 + t − t + t
2 6
1
4. F (t) = 1 + 2 t 5. y (t) = (sinh t + sin t)
2
 T-103

6. F (t) = 1 − cos t 7. F (t) = 1, − 1

1 8
8. F (t) = t − 1 /2 + 2 t 1 /2 + t 3 /2 
π  3 
t 2
9. G (t) + ∫ 0 [2 − 8t + 8u] G (u) du − 5t − 21t + 22 = 0

t 5 t4 t3
or F (t) + ∫ 0 (− 8t + 8u + 2) F (u) du = 12 − − t−2
2
10. F ′ ′ ′ (t) + 6 F (t) = 0 with F (0 ) = 4, F ′ (0 ) = − 3, F ′ ′ (0 ) = 2

Objective Type Questions

Multiple Choice Questions

Indicate the correct answer for each question by writing the corresponding letter from (a),
(b), (c) and (d).
1. The solution of ( D + 1) y = 0 , t > 0 , given that y = y0 when t = 0 is
(a) y0 e − t (b) y0 e t
(c) 2 y0 e − t (d) 2 y0 e t
∂ y
2. If y ( x, t) is a function of x and t, then L   is
∂ x
∂ y dy
(a) (b)
∂x dx
∂2 y d2 y
(c) (d)
∂x2 dx 2
where L { y ( x, t)} = y ( x, p).
3. An integral equation of the form
t
F (t) = y (t) + ∫0 K (t − u) F (u) du is called

(a) an integral equation of convolution type

(b) Abel’s integral equation
(c) integro-differential equation
(d) Cauchy’s integral equation

Fill In The Blank(s)

Fill in the Blanks ‘……’ so that the following statements are complete and correct.
1. On taking the Laplace transform of both sides of the given differential equation
and using the given conditions, we obtain an algebraic equation known as ……
from which y ( p) = L { y (t)} is determined.
2. The solution of the given differential equation is obtained by finding the ……
transform of y ( p), where y ( p) = L { y ( x, t)}.
 T-104

 ∂ y
3. If y ( x, t) is a function of x and t, then L   = …… .
 ∂t 
2
 ∂ y 
4. If y ( x, t) is a function of x and t, then L  2  = ……
 ∂x 
b
5. An equation of the form F (t) = y (t) + ∫a K (u, t) F (u) du is called …… .

equation where y (t) and K (u, t) are known, a and b are either constants or
functions of t.

True or False
Write ‘T’ for true and ‘F’ for false statement.
1. If y ( x, t) is a function of x and t then
 ∂2 y 
L  2  = y ( x, p) − py ( x, 0 ) − yt ( x, 0 ) where L { y ( x, t)} = y ( x, p).
 ∂t 

∂y ∂2 y
2. The differential equation = 2 2 with the condition y ( x, 0 ) = 10 sin 4 π x is
∂t ∂x
d2 y p
takes the form − y = − 5 sin 4 π x, where L { y ( x, t)} = y ( x, p).
dx2 2
t F (u)
3. An equation of the form G (t) = ∫0 du is called Abel’s integral equation
(t − u)n
where F (u) is unknown and G (t) is known and n is a constant between 0 and 1,
i. e., 0 < n < 1.
4. An integral equation in which various derivatives of the unknown function F (t)
can also be present is called an Integro transform equation.

A nswers
Multiple Choice Questions
1. (a) 2. (b) 3. (a)

Fill in the Blank(s)

1. subsidiary equation 2. inverse Laplace
3. p y ( x, p) − y ( x, 0 ), where L { y ( x, t)} = y ( x, p)
d2 y
4. , where L { y ( x, t)} = y ( x, p) 5. an integral
dx2

True or False
1. F 2. T 3. T 4. F

¨
 T-105

4
F ourier T ransforms

4.1 Dirichlet’s Conditions

function f ( x) is said to satisfy Dirichlet conditions in the interval (a, b), if
A (i) f ( x) is defined and is single-valued except possibly at a finite number of points
in the interval (a, b), and
(ii) f ( x) and f ′ ( x) are piecewise continuous in the interval (a, b).
These conditions play an important role in the study of Fourier series and Fourier
Transforms.

4.2 Fourier Series

(Meerut 2013, 13B; Rohilkhand 14)
If f ( x) is a periodic function with period 2 l i. e. f ( x + 2 l ) = f ( x) and satisfies Dirichlet
conditions in the interval (− l, l ), then at every point of continuity we have
∞
1 nπx nπx 
f ( x) = a0 + ∑ an cos + bn sin …(1)
2  l l 
n =1 
 T-106

1 l nπx
where an = ∫ −l f ( x) cos dx …(2)
l l
1 l nπx
and bn = ∫ − l f ( x) sin l dx. …(3)
l
The series (1) with coefficients an and bn given by (2) and (3) respectively is called the
Fourier series of f (x), and the coefficients an and bn are called the Fourier coefficients
corresponding to f ( x).
At a point of discontinuity
1
f ( x) = [ f ( x + 0 ) + f ( x − 0 )].
2
If the function f ( x) defined in the interval (− l, l ) be an even function of x i.e. if
f (− x) = f ( x), then
1 l nπx 2 l nπx
an = ∫ f ( x) cos dx = f ( x) cos dx
l −l l l ∫0 l
1 l nπx
and bn = ∫ f ( x) sin dx = 0 .
l −l l
Therefore in this case we get Fourier cosine series.
Again if f ( x) be an odd function of x i.e. if f (− x) = − f ( x), then
1 l nπx
an = ∫ f ( x) cos dx = 0
l − l l
1 l nπx 2 l nπx
and bn = ∫ f ( x) sin dx = ∫ f ( x) sin dx
l − l l l 0 l
and thus in this case we get Fourier sine series.
Note: If f ( x) is a function of period 2l but is defined only in (0 , l ), we can extend it to
(− l, 0 ) so as to be an even or an odd function of x in the interval (− l , l )

4.3 Fourier’s Integral Formula

Let f ( x) be a function satisfying Dirichlet conditions in every finite interval − l ≤ x ≤ l
1
and defined as [ f ( x + 0 ) + f ( x − 0 )] at every point of discontinuity.
2
∞
Further let ∫ − ∞ | f ( x)| dx converge i.e. f ( x) is absolutely integrable in − ∞ < x < ∞,

then by Fourier’s integral formula

1 ∞  ∞ 
f ( x) = ∫ f (v) ∫ cos w ( x − v) dw dv …(1)
2 π −∞  − ∞ 
1 ∞ ∞
or f ( x) = ∫ dw ∫ f (v) cos w ( x − v) dv.
2 π −∞ −∞

The representation (1) of f ( x) is known as Fourier’s integral formula.

The proof is out of scope of this book.
Another form: We have
 T-107

1 ∞  ∞ 
0= ∫ −∞ f (v) sin w ( x − v) dw dv …(2)
2π  ∫ − ∞ 

Multiplying both sides of (2) by i and then adding to (1), we get

1 ∞  ∞ iw ( x − v ) 
f ( x) = f (v) ∫ e dw dv
2 π ∫ −∞  − ∞ 
1 ∞ ∞
or f ( x) = ∫ e iw x dw ∫ f (v) e − iwv dv.
2 π −∞ −∞

4.4 Fourier Transform or Complex Fourier Transform

(Purvanchal 2014)
Let f ( x) be a function defined on (− ∞, ∞) and be piecewise continuous in each finite
partial interval and absolutely integrable in (− ∞, ∞), then
1 ∞
F { f ( x)} = ∫ e ipx f ( x) dx
√ (2π) − ∞
~
is called the Fourier Transform of f ( x) and is denoted by F { f ( x)} or f ( p).
~
The function f ( x) is called the inverse Fourier transform of f ( p) i.e.,
~
f ( x) = F −1 { f ( p)}.

4.5 Inversion Theorem for Complex Fourier Transform

~
If f ( p) is the Fourier transform of f ( x) and if f ( x) satisfies the Dirichlet conditions in every
∞
finite interval (− l, l ) and further if ∫ − ∞ | f ( x)| dx is convergent, then at every point of
continuity of f ( x),
1 ∞ ~
f ( x) = ∫ −∞ f ( p) e − ipx dp.
√ (2π)
Proof: From Fourier integral formula, we have
1 ∞  ∞ iw ( x − v ) 
f ( x) = f (v) ∫ e dw dv
2π ∫ − ∞  − ∞ 
1 ∞ ∞
e iwx dw ∫ f (v) e − iwv dv
2 π ∫ −∞
=
−∞
1 ∞ 1 ∞
= ∫ e − ipx dp ∫ f ( x) e ipx dx,
√ (2 π) − ∞ √ (2 π) − ∞

putting w = − p so that dw = − dp
1 ∞ ~
− ipx
= ∫ −∞ e f ( p) dp.
√ (2 π)
Note: Some authors also define the Fourier transform in the following forms :
~ ∞
(1) f ( p) = ∫ e − ipx f ( x) dx
−∞
 T-108

1 ∞ ~
and f ( x) = ∫ −∞ f ( p) ⋅ e ipx dp.
2π
~ ∞
(2) f ( p) = ∫ e ipx f ( x) dx
−∞

1 ∞ ~
and f ( x) = ∫ −∞ e − ipx f ( p) dp.
2π
~ 1 ∞
(3) f ( p) = ∫ −∞ e − ipx f ( x) dx
√ (2π)
1 ∞ ~
and f ( x) = ∫ −∞ f ( p) ⋅ e ipx dp.
√ (2π)

4.6 Fourier Sine Transform

~
The infinite Fourier sine transform of f ( x), 0 < x < ∞, is denoted by Fs { f ( x)} or f s ( p) , and is
defined as
~ 2 ∞
Fs { f ( x)} = f s ( p) =   ∫0 f ( x) sin px dx .
 π
~
The function f ( x) is called the inverse Fourier sine transform of f s ( p)
~
i. e., f ( x) = Fs −1 { f s ( p)}.

Note: Some authors also define

~ ∞
f s ( p) = ∫ f ( x) sin px dx.
0

4.7 Inversion Formula for Fourier Sine Transform

~
If f s ( p) is the Fourier sine transform of the function f ( x) which satisfies the Dirichlet conditions in
∞
every finite interval (0 , l ) and is such that ∫0 | f ( x)| dx exists, then

2 ∞ ~
f ( x) =   ∫0 f s ( p) sin px dp
 π

at every point of continuity of f ( x).

This is an inversion formula for infinite Fourier sine transform.
Proof: From Fourier integral formula, we have
1 ∞ ∞
f ( x) = ∫ dw ∫ f (v) cos w ( x − v) dv
π 0 − ∞
 T-109

1 ∞ ∞
= ∫0 dp ∫ −∞ { f (v) cos px cos pv + f (v) sin px sin pv} dv, where w = p
π
1 ∞ ∞ 1 ∞ ∞
= ∫0 cos px dp ∫ −∞ f (v) cos pv dv + ∫0 sin px dp ∫ −∞ f (v) sin pv dv
π π
1 ∞ ∞
or f ( x) = ∫0 cos px dp ∫ −∞ f ( x) cos px dx
π
1 ∞ ∞
+ ∫0 sin px dp ∫ −∞ f ( x) sin px dx …(1)
π
Now define f ( x) in (− ∞, 0 ) such that f ( x) is an odd function of x in (− ∞, ∞). Then
obviously f ( x) cos px is an odd function of x and f ( x) sin px is an even function of x in
(− ∞, ∞).
∴ From (1), we have
2 ∞ 2 ∞
f ( x) =   ∫0 sin px dp ×   ∫0 f ( x) sin px dx
 π  π
2 ∞ ~
or f ( x) =   ∫0 f s ( p) sin px dp .
 π
Note: According to the authors who define
~ ∞
f s ( p) = ∫0 f ( x) sin px dx,

2 ∞ ~
we have f ( x) = ∫0 f s ( p) sin px dp.
π

4.8 Fourier Cosine Transform

The infinite Fourier cosine transform of f ( x), 0 < x < ∞, is denoted by Fc { f ( x)} or
~
f c ( p), and is defined as
~ 2 ∞
Fc { f ( x)} = f c ( p) =   ∫0 f ( x) cos px dx.
 π
~
The function f ( x) is called the inverse Fourier Cosine transform of f c ( p)
~
i.e., f ( x) = Fc −1 { f c ( p)}
~ ∞
Note: Some authors also define f c ( p) = ∫ f ( x) cos px dx .
0

4. 9 Inversion Formula for Fourier Cosine Transform

~
If f c ( p) is the Fourier cosine transform of the function f ( x) which satisfies the Dirichlet conditions
∞
in every finite interval (0 , l ) and is such that ∫0 | f ( x)| dx exists, then
 T-110

2 ∞ ~
f ( x) =   ∫0 f c ( p) cos px dp
 π
at every point of continuity of f ( x).
This is an inversion formula for infinite Fourier cosine transform.
Proof: Proceeding as in article 4.7, we have
1 ∞ ∞
f ( x) = cos px dp ∫ f ( x) cos px dx
π ∫0 −∞
1 ∞ ∞
+ ∫ sin px dp ∫ f ( x) sin px dx. …(1)
π 0 −∞

Now define f ( x) in (−∞, 0 ) such that f ( x) is an even function of x in (− ∞, ∞). Then

obviously f ( x) cos px is an even function of x and f ( x) sin px is an odd function of x in
(− ∞, ∞).
∴ from (1), we have
2 ∞ 2 ∞
f ( x) =   ∫0 cos px dp ×   ∫0 f ( x) cos px dx
 π  π
2 ∞ ~
or f ( x) =   ∫0 f c ( p) cos px dp.
 π
Note: According to the authors who define
~ ∞
f c ( p) = ∫ f ( x) cos px dx,
0

2 ∞ ~
we have f ( x) = ∫0 f c ( p) cos px dx.
π

4.10 Linearity Property of Fourier Transform

~ ~
If f ( p) and g ( p) are Fourier transforms of f ( x) and g ( x) respectively, then
~ ~
F { a f ( x) + bg ( x)} = a f ( p) + b g ( p),
where a and b are constants.
Proof: We have
~ 1 ∞
F { f ( x)} = f ( p) = ∫−∞ e ipx f ( x) dx
√ (2π)
~ 1 ∞
and F { g ( x)} = g ( p) = ∫−∞ e ipx g( x) dx.
√ (2π)
∴ F { a f ( x) + b g ( x)}
1 ∞
= ∫ e ipx { af ( x) + bg ( x)} dx
√ (2 π) − ∞
a ∞ b ∞
= ∫ e ipx f ( x) dx + ∫ e ipx g ( x) dx
√ (2 π) − ∞ √ (2 π) − ∞
~ ~
= a f ( p) + b g ( p).
 T-111

4.11 Change of Scale Property

~
Theorem 1: (For Complex Fourier Transform). If f ( p) is the complex Fourier
1 ~  p
transform of f ( x), the complex Fourier transform of f (ax) is f  .
a  a
Proof. We have
~ 1 ∞
f ( p) = F { f ( x)} = ∫−∞ e ipx f ( x) dx. …(1)
√ (2π)
1 ∞
Now F { f (ax)} = ∫−∞ e ipx f (ax) dx
√ (2π)
1 1 ∞
= ∫−∞ e ip( t / a ) f (t) dt,
a √ (2 π)
1
putting ax = t so that dx = dt
a
1 1 ∞
= ⋅ ∫−∞ e i( p / a ) t f (t) dt
a √ (2 π)
1 ~  p
= f   , from (1).
a  a
~
Theorem 2: (For Fourier Sine Transform). If f s ( p) is the Fourier sine transform of f ( x),
1 ~  p
then the Fourier sine transform of f (ax) is f s   ⋅
a  a
~
Proof: We have f s ( p) = Fs { f ( x)}
2 ∞
=   ∫0 f ( x) sin px dx …(1)
 π
2 ∞
Now Fs { f (ax)} =   ∫0 f (ax) sin px dx
 π
1  2 ∞ p 
= ⋅   ∫ f (t) . sin  t dt, putting ax = t so that dx = (1 / a) dt
a  π  0 a 
1 ~  p
= f s   , from (1).
a  a
~
Theorem 3: (For Fourier Cosine Transform). If f c ( p) is the Fourier Cosine
1 ~  p
Transform of f ( x) , then the Fourier Cosine transform of f (ax) is f c   .
a  a
Proof: We have
~
f c ( p) = Fc { f ( x)}
2 ∞
=   ∫0 f ( x) cos px dx …(1)
 π
 T-112

2 ∞
Now Fc { f (ax)} =   ∫0 f (ax) cos px dx
 π
1  2 ∞ p 
= ⋅   ∫0 f (t) cos  t dt ,
a  π a 
putting ax = t so that dx = (1 / a) dt
1 ~  p
= f c   , from (1).
a  a

4.12 Shifting Property

~
If f ( p) is the complex Fourier transform of f ( x), then the complex Fourier transform of f ( x − a)
~
is e ipa f ( p). (Purvanchal 2014)
Proof: We have
~ 1 ∞
f ( p) = F { f ( x)} = ∫−∞ e ipx f ( x) dx …(1)
√ (2π)
1 ∞ 1 ∞
Now F { f ( x − a)} = ∫ −∞ e ipx f ( x − a) dx = ∫ e ip( a + t ) f (t) dt,
√ (2π) √ (2 π) ∞−

putting x − a = t so that dx = dt
ipa 1 ∞ ipt
=e e f (t) dt
√ (2 π) ∫ − ∞
⋅

~
= e ipa f ( p) , from (1).

4.13 Modulation Theorem

~
If f ( p) is the Complex Fourier transform of f ( x), then the Fourier transform of f ( x) cos ax is
1 ~ ~
[ f ( p − a) + f ( p + a)].
2
Proof. We have
~ 1 ∞
f ( p) = F { f ( x)} = ∫ −∞ e ipx f ( x) dx …(1)
√ (2π)

Now F { f ( x) cos ax}

1 ∞ e iax + e − iax
= ∫ −∞ e ipx . f ( x) ⋅ dx
√ (2 π) 2

1 1 ∞ 1 ∞ 
=  ∫ −∞ e i( p + a ) x f ( x) dx + ∫ e i ( p − a ) x f ( x) dx
2  √ (2 π) √ (2 π) − ∞

1 ~ ~
= [ f ( p + a) + f ( p − a)].
2
 T-113

4.14 Important Results

~ ~
Theorem: If f s ( p) and f c ( p) are Fourier sine and cosine transforms of f ( x) respectively, then
1 ~ ~
(i) Fs { f ( x) cos ax} = [ f s ( p + a) + f s ( p − a)]
2
1 ~ ~
(ii) Fc { f ( x) sin ax} = [ f s ( p + a) − f s ( p − a)]
2
1 ~ ~
(iii) Fs { f ( x) sin ax} = [ f c ( p − a) − f c ( p + a)].
2
Proof: (i) We have
2 ∞
Fs { f ( x) cos ax} =   ∫0 f ( x) cos ax sin px dx
 π
2 1 ∞
=   ⋅ ∫0 f ( x) ⋅ [sin ( p + a) x + sin ( p − a) x] dx
 π 2

1   2 ∞
f ( x) ⋅ sin ( p + a) x dx
2   π ∫ 0
=   

2 ∞ 
+   ∫0 f ( x) ⋅ sin ( p − a) x dx
 π

1 ~ ~
= [ f s ( p + a) + f s ( p − a)].
2
(ii) We have
2 ∞
Fc { f ( x) sin ax} =   ∫0 f ( x) sin ax cos px dx
 π
2 1 ∞
=   ⋅ ∫ f ( x) [sin ( p + a) x − sin ( p − a) x] dx
 π 2 0

1   2 ∞
=    ∫0 f ( x) sin ( p + a) x dx
2   π

2 ∞ 
−   ∫0 f ( x) ⋅ sin ( p − a) x dx
 π

1 ~ ~
= [ f s ( p + a) − f s ( p − a)].
2
(iii) We have
2 ∞
Fs f { ( x) sin ax} =   ∫ f ( x) sin ax sin px dx
 π 0
2 1 ∞
=   ⋅ ∫ f ( x) [cos ( p − a) x − cos ( p + a) x] dx
 π 2 0
 T-114

1   2 ∞
f ( x) cos ( p − a) x dx
2   π  ∫0
=   

 2  ∞ f ( x) cos ( p + a) x dx
−   ∫ 
 π 0

1 ~ ~
= [ f c ( p − a) − f c ( p + a)].
2

4.15 Theorem
If φ ( p) is the Fourier sine transform of f ( x) for p > 0, then
Fs { f ( x)} = − φ (− p) for p < 0 .
Proof: We have
2 ∞
Fs { f ( x)} =   ∫ F ( x) sin px dx
 π 0

= φ ( p), for p > 0. …(1)

For p < 0, let p = − s where s > 0.
2 ∞
∴ Fs { f ( x)} =   ∫0 f ( x) sin (− sx) dx
 π

2 ∞
= −   ∫0 f ( x) sin sx dx = − φ (s)
 π

= − φ (− p ), for p < 0.
Hence in general
 φ (| p |), p > 0
Fs { f ( x)} = 
 − φ (| p |), p < 0
or Fs { f ( x)} = φ (| p |). Sgn p,
 + 1, p > 0
where the symbol Sgn p = 
 − 1, p < 0 .

4.16 Multiple Fourier Transforms

Let f ( x, y) be a function of two variables x and y. Regarding f ( x, y), temporarily, as a
function of x, its Fourier transform is
~ 1 ∞
f ( p, y) = ∫ f ( x, y) e ipx dx .
√ (2π) − ∞
~
Now regarding f ( p, y) as a function of y, its Fourier transform is
~ 1 ∞ ~
F ( p, q) = ∫ −∞ f ( p, y) e ipy dy
√ (2π)
 T-115

~ 1 ∞ ∞
or F ( p, q) = f ( x, y) e i ( px + qy )dx dy
2 π ∫ −∞ ∫ −∞
which is Fourier transform of f ( x, y).
Inversion formula: Using inversion formula for Fourier transforms, we have
1 ∞ ~
f ( x, y) = ∫ f ( p, y) e − ipx dp
√ (2π) − ∞

~ 1 ∞ ~
and f ( p, y) = ∫ −∞ F ( p, q) e − iqy dq.
√ (2π)
1 ∞ ~
Hence f ( x, y) = ∫ −∞ F ( p, q) e − i( px + qy )dp dq,
2π
which is the inversion formula for the Fourier transform of f ( x, y).

4.17 Convolution
The function
1 ∞
H ( x) = F * G = ∫ −∞ F (u). G ( x − u) du
√ (2π)
is called the convolution or Falting of two integrable functions F and G over the
interval (− ∞, ∞).
Note: Some authors also define
∞
F*G= ∫ −∞ F (u). G ( x − u) du.

4.18 The Convolution or Falting Theorem for Fourier

Transforms
If F { f ( x)} and F { g ( x)} are the Fourier transforms of the functions f ( x) and g ( x) respectively,
then the Fourier transform of the convolution of f ( x) and g ( x) is the product of their Fourier
transforms
i.e. F { f ( x) * g ( x)} = F { f ( x)} . F { g ( x)}.
Proof: We have F { f ( x) * g ( x)}
 1 ∞ 
= F ∫ −∞ f (u) ⋅ g ( x − u) du
 √ (2 π) 
1 ∞  1 ∞ 
= ∫  ∫ f (u) g ( x − u) du e ipx dx
√ (2 π) − ∞  √ (2 π) − ∞ 
1 ∞  ∞ 
f (u) ∫ g ( x − u) e ipx dx du
2π ∫ − ∞
=
 − ∞ 
 T-116

1 ∞  ∞ 
f (u) ∫ g ( y) e ip ( u + y )dy du,
2π ∫ − ∞
=
 − ∞ 

putting x − u = y so that dx = dy,

1 ∞  ∞ 
∫ −∞ f (u) e ipu g ( y) e ipy dy du
 ∫ − ∞
=
2π 
1 ∞  ∞ 
= ∫ −∞ f (u) e ipu ∫ g ( y) e ipy dy du
2π  −∞ 

1 ∞  1 ∞ 
= ∫ f (u) e ipu ∫ g ( x) e ipx dx du
√ (2 π) − ∞ √ (2 π) − ∞
 
1 ∞ ipu
f (u) [e F { g ( x)}] du
√ (2 π) ∫ − ∞
=

 1 ∞ 
= ∫ f (u) e ipu du F { g ( x)}
− ∞
 √ (2 π) 
 1 ∞ 
= ∫ f ( x) e ipx dx F { g( x)}
− ∞
 √ (2 π) 
= F { f ( x)} ⋅ F { g ( x)} .

4.19 Relationship Between Fourier and Laplace

Transforms
Let us consider the function
 e − x t g(t), t > 0
f (t) =  …(1)
0 , t < 0.
∴ The Fourier transform of f (t) is given by
∞
F { f (t)} = ∫ −∞ e ipt . f (t) dt, (Taking non-symmetrical form of F. T.)

0 ∞
=∫ 0 ⋅ e ipt dt + ∫0 e − xt g(t) ⋅ e ipt dt
−∞
∞ ∞
= ∫0 e( ip− x ) t g (t) dt = ∫0 e − st g (t) dt , putting x − ip = s

= L { g (t)}.
Hence the Fourier transform of the function f (t) defined by (1) is the Laplace transform of the
function g (t).

4.20 Fourier Transform of The Derivatives of A Function

~ ~
(a) The Fourier transform of f ′ ( x) , the derivative of f ( x) is − ip f ( p), where f ( p) is the
Fourier transform of f ( x).
 T-117

Proof: By definition
1 ∞
F { f ′ ( x)} = ∫ −∞ f ′ ( x) ⋅ e ipx dx
√ (2π)
1 ∞ f ( x + h) − f ( x) ipx
= ∫ lim ⋅ e dx
√ (2 π) − ∞ h→ 0 h

1 ∞ f ( x + h) ipx 1 ∞ f ( x) ipx
= lim ∫ ⋅ e dx − lim ∫ −∞ ⋅ e dx
h→ 0 √ (2 π) − ∞ h h→ 0 √ (2 π) h
~
1 ∞ f ( x + h) ip( x + h ) − iph f ( p)
= lim ∫ ⋅e e d ( x + h) − lim
h→ 0 √ (2π) − ∞ h h→ 0 h
~
e − iph ∞ 1 f ( p)
= lim ∫ ⋅ f ( y) e ipy dy − lim
h→ 0 √ (2 π) − ∞ h h→ 0 h

~ ~
e − iph f ( p) f ( p)
= lim − lim
h→ 0 h h→ 0 h
~ e − iph − 1 ~
= f ( p) ⋅ lim = (− ip) f ( p).
h→ 0 h

(b) The Fourier transform of f n( x), the nth derivative of f ( x) is (− ip)n times the Fourier
transform of f ( x) provided that the first (n − 1) derivatives of f ( x) vanish as x → ± ∞ .
Proof: By definition
1 ∞
F { f n ( x)} = ∫ −∞ f n ( x) . e ipx dx.
√ (2π)

Integrating by parts, we have

1 1 ∞
F { f n ( x)} = [ f n−1( x) ⋅ e ipx ] ∞ f n−1( x) ipe ipx dx
√ (2 π) ∫ − ∞
−∞ −
√ (2 π)
(− ip) ∞ lim
= ∫ −∞ f n−1 ( x) e ipx dx, since f n−1 ( x) = 0 .
√ (2 π) x→ ± ∞

Repeating the same process of integration by parts (n − 1) times more, we have

1 ∞
F { f n ( x)} = (− ip)n ∫ f ( x) e ipx dx
√ (2π) − ∞
~ ~
or f n ( p) = (− ip)n f ( p).
(c) The Fourier cosine and sine transforms of the derivatives of f ( x) are given by
~ n −1 ~
2
f c2 n ( p) = −   (− 1)r α2 n−2 r −1 p2 r + (−1)n p2 n f c ( p);
∑
 π
r=0
 T-118

~ n ~
2
f c2 n+1 ( p) = −   ∑ (− 1)r α2 n−2 r p2 r + (−1)n p2 n+1 f s ( p);
 π
r =1
~ n ~
2
f s2 n ( p) = −   ∑ (− 1)r α2 n−2 r p2 r −1 + (−1)n+1 p2 n f s ( p);
 π
r =1
~ n ~
2
and f c2 n+1 ( p) = −   ∑ (− 1)r α2 n−2 r −1 p2 r −1 + (−1)n+1 p2 n+1 f c ( p);
 π
r =1

provided that first (n − 1) derivatives of f ( x) vanish as x → ∞ and

d n−1 f
→ α n−1 etc . as x → 0 .
dx n−1
Proof: By definition, we have
~
f cn ( p) =  2 ∞
f n ( x) cos px dx …(1)
 
 π ∫0
~
and f cn ( p) =  2 ∞
f n ( x) sin px dx . …(2)
 
 π ∫0
Integrating R.H.S. of (1) by parts, we have
~
f cn ( p) =  2  [ f n−1( x)cos px] ∞ + p  2  ∞
f n−1( x)sin px dx
 
 π 0  
 π ∫0
~ 2 ~
or f cn ( p) = −   α n−1 + p f sn−1( p). …(3)
 π
Similarly integrating R.H.S. of (2), we have
~ ~
f sn ( p) = − p f cn−1( p). …(4)
From (3) and (4), we have
~ 2 ~
f cn ( p) = −   α n−1 − p2 f nn−2 ( p). …(5)
 π
~ ~
By repeated application of these rules f c n ( p) is obtained as a sum of α’s and f c ′ ( p) or
~
f c ( p).
~
It is clear that f c ′ ( p) will occur when n is odd and in that case it may be replaced by
2 ~
−   α0 + p f s ( p).
 π
Thus, we have
~ n −1 ~
2n 2
fc ( p) = −   ∑ (− 1)r α2 n−2 r −1 p2 r + (−1)n p2 n f c ( p)
 π
r=0
 T-119
~ n
2n + 1 2 ~
and fc ( p) = −   ∑ (− 1)r α2 n−2 r p2 r + (−1)n p2 n+1 f s ( p)
 π
r=0
Also from (3) and (4), we have
~  ~ 
2
f sn( p) = − p −   α n−2 + p f sn−2 ( p)
  π  
~ ~
2
or f sn( p) = p   α n−2 − p2 f sn−2 ( p).
 π
~ ~
By repeated application of these results f s n ( p) is obtained as a sum of α’s and f s ′ ( p) or
~
f s ( p).
~ ~
It is clear that f s ′ ( p) will occur when n is odd and it may be replaced by − p f c ( p).

Thus, we have
~ n ~
2
f s2 n( p) = −   ∑ (− 1)r α2 n−2 r p2 r −1 + (−1)n+1 p2 n f s ( p)
 π
r =1
~ 2 n
and f c2 n + 1( p) = −   ∑ (− 1)r α2 n−2 r +1 p2 r −1
 π
r =1
~
+ (− 1)n+1 p2 n+1 f c ( p).
Note. The infinite sine and cosine transforms can be applied when the range of the
variable selected for exclusion is 0 to ∞.

Example 1: Find the Fourier complex transform of f ( x), if

 e iωx a< x< b
f ( x) = 
0 x < a, x > b. (Meerut 2013B; Avadh 14)

Solution: We have
1 ∞
F { f ( x)} = ∫ −∞ e ipx f ( x) dx
√ (2π)
1  a b ipx ∞ 
0 ⋅ e ipx dx + e ⋅ e iωx dx + ∫ 0 ⋅ e ipx dx
√ (2 π)  ∫ − ∞ ∫a
=
b 
b
1 b i ( p + ω)x 1  e i( p + ω ) x 
e dx
√ (2 π) ∫ a
= = ⋅  
√ (2 π)  i ( p + ω) 
a
1  ei ( p + ω ) a − ei ( p + ω ) b 
=  ⋅
√ (2 π)  p+ω 
 T-120

Example 2: Find the Fourier transform of F ( x) defined by

 1, | x | < a
F ( x) = 
 0 ,| x | > a.
(Kanpur 2008; Meerut 13; Bundelkhand 13; Avadh 13)
and hence evaluate
∞ sin pa cos px ∞ sin p
(a) ∫ dp, and (b) ∫0 dp.
−∞ p p
Solution: We have
~ 1 ∞
F ( p) = ∫ −∞ e ipx F ( x) dx
√ 2π)
a
1 a 1  e ipx 
= ∫ −a e ipx dx =  
√ (2 π) √ (2 π)  ip 
−a

1  e ipa e − ipa 
=  − 
√ (2 π)  ip ip 
2 i sin pa 2 sin pa
= = , p ≠ 0.
ip √ (2 π) p √ (2 π)
~
For p = 0 , F ( p) = 2 a / √ (2 π).

(a) We know that if

~ 1 ∞ ipx
F ( p) = ∫ − ∞ F ( x) e dx
√ (2π)
1 ∞ ~
then F ( x) = ∫ −∞ F ( p) e − ipx dp .
√ (2π)
1 ∞ 2 sin pa  1, | x | < a
∴ ∫ −∞ ⋅ e − ipx dp = 
√ (2 π) p √ (2 π) 0 , | x | > a.
1 ∞ sin pa cos px i ∞ sin pa sin px
But L.H.S. = ∫ −∞ dp − ∫ −∞ dp
π p π p
1 ∞ sin pa cos px
= ∫ −∞ dp,
π p

since the integrand in the other integral is an odd function of p.

∞ sin pa cos px  π, | x | < a
∴ ∫ −∞ dp = 
p 0 , | x | > a.
(b) If x = 0 and a = 1 in (a), then
∞ sin p
∫ − ∞ p dp = π
∞ sin p ∞ sin p π
or 2 ∫0 dp = π or ∫0 dp = ⋅ …(1)
p p 2
 T-121

Note: Putting x = 0 in (a) and on simplification, we get

∞ sin ap π
∫0 dp = ⋅ …(2)
p 2
The results (1) and (2) can be used as standard formulae.
Example 3: Find Fourier sine and cosine transforms of e − x and using the inversion formulae
recover the original functions, in both the cases. (Kanpur 2009)

Solution: Let f ( x) = e − x .
~
Then f s ( p) =  2 ∞ 2
f ( x) sin px dx =  
∞ −x
e sin px dx
 
 π ∫0  π ∫0
∞
2  e− x 
=    (− sin px − p cos px)
 π  1 + p2 0

p  2
=  
2  π
1+ p
~
and f c ( p) =  2 ∞ 2
f ( x) cos px dx =  
∞
e − x cos px dx
 
 π ∫0  π ∫0
∞
2  e− x 
=    (− cos px + p sin px)
 π  1 + p2 0

1  2 ⋅
=  
2  π
1+ p
Applying inversion to the sine transform, we have
2 ∞ ~
f ( x) =   ∫0 f s ( p) ⋅ sin px dp
 π
2 ∞ p sin px
= ∫0 dp …(1)
π 1 + p2
and applying inversion to the cosine transform, we have
2 ∞ ~
f ( x) =   ∫0 f c ( p) cos px dp
 π
2 ∞ cos px
= ∫0 dp. …(2)
π 1 + p2
Now from Fourier integral theorem, we have
1 ∞ ∞
f ( x) = ∫ dp ∫ f (v) cos p ( x − v) dv
π 0 − ∞
1 ∞ ∞
or f ( x) = cos px dp ∫ f (v) cos pv dv
π ∫0 −∞
1 ∞ ∞
+ ∫ sin px dp ∫ f (v) sin pv dv. …(3)
π 0 − ∞
 T-122

Case I: Defining f ( x) in (− ∞, 0 ) such that f ( x) is an even function of x, from (3), we

have
2 ∞ ∞
f ( x) = ∫0 cos px dp ∫0 f (v) cos pv dv.
π
Taking f ( x) = e − x , we have
2 ∞ ∞
e− x = ∫0 cos px dp ∫0 e − v cos pv dv
π
∞
2 ∞  e− v 
= ∫ cos px  (− cos pv + p sin pv) dp
π 0 2
1 + p 0
2 ∞ cos px
dp.
π ∫ 0 1 + p2
=

∞ cos px π −x
∴ ∫0 dp = e .
2 2
1+ p
2 π −x
∴ from (2) we have f ( x) = ⋅ e = e− x .
π 2
Case II: Again defining f ( x) in (− ∞, 0 ) such that f ( x) is an odd function of x, from
(2), we have
2 ∞ ∞
f ( x) = ∫0 sin px dp ∫0 f (v) sin pv dv.
π
Taking f ( x) = e − x and simplifying, we have
∞ p sin px π −x
∫0 dp = e .
1 + p2 2
2 π −x
∴ from (1), f ( x) = ⋅ e = e− x .
π 2
1
Example 4: Find Fourier cosine transform of f ( x) = and hence find Fourier sine
1 + x2
x
transform of F ( x) = ⋅
1 + x2 (Kanpur 2007, 10; Meerut 13; Rohilkhand 14)

Solution: We have
~
f c ( p) =  2 ∞
f ( x) cos px dx
 
 π ∫0
2 ∞ cos px
=   ∫0 dx .
 π 2
1+ x
Differentiating both sides w.r.t. p, we have
d ~ 2 ∞ x sin px
f c ( p) = −   ∫0 dx
dp  π 2
1+ x
 T-123

2 ∞ ( x2 + 1 − 1) sin px
= −   ∫0 dx
 π 2
x (1 + x )
2 ∞ sin px 2 ∞ sin px
= −   ∫0 dx +   ∫0 dx
 π x  π x (1 + x2 )
2 π 2 ∞ sin px  ∞ sin px π
= −   ⋅ +   ∫0 dx . ∵ ∫0 dx =
 π 2  π 2
x (1 + x )  x 2 

Differentiating again w.r.t. p, we have

d2 ~ 2 ∞ cos px ~
f ( p) =   ∫ dx = f c ( p)
2 c  π 0 2
dp 1+ x
~
or ( D2 − 1) f c ( p) = 0
whose general solution is
~
f c ( p) = Ae p + Be − p . …(1)
Now when p = 0 ,
~ ∞
 2 ∞ dx 2
=   tan−1 x
f c ( p) =  
 π ∫0 1+ x  2
π  0 [ ]
=
π  2 =  π
   
2  π  2

d ~ π
and f c ( p) = −   .
dp  2

π
∴ from (1), we have   = A + B
 2

π
and −   = A − B .
 2

π
Solving, A = 0 , B =   .
 2
~ π
∴ from (1), we have f c ( p) =   e − p.
 2

Second part: We have

~ ∞ cos px
f c ( p) =  2 dx =  π  ⋅ e − p.
 
 π ∫0 2
1+ x
 
 2

Now differentiating both sides w.r.t. p, we have

∞ x sin px π
− ∫ dx = − ⋅ e − p .
0 2 2
1+ x
~ 2 ∞ x π
∴ Fs ( p) =   ∫0 sin px dx =   e − p .
 π 1 + x2  2
 T-124

Example 5: Find the sine and cosine transforms of x ne − ax .

Solution: Let f ( x) = x ne − ax .
~
f s ( p) =  2 ∞
f ( x) sin px dx
∴  
 π ∫0
2 ∞ n − ax
=   ∫0 x e sin px dx …(1)
 π
∞
∞ − ax
 e − ax 
We have ∫0 e sin px dx =  (− a sin px − p cos px)
2 2
 a + p 0
p 1 1 1 
= =  − ⋅
2 2 2 i  a − ip a + ip
a +p
Differentiating both sides w.r.t. a, n times, we have
∞
(−1)n ∫0 x n e − ax sin px dx

1  dn −1 dn 
=  n (a − ip) − n
(a + ip)−1
2 i  da da 
1
= (− 1)n (n !) [(a − ip)−( n+1) − (a + ip)−( n+1)]
2i
1
= (− 1)n (n !) [2 i r −( n+1) sin (n + 1) θ], putting a = r cos θ, p = r sin θ
2i
= (− 1)n n !(1 / r)n+1 sin (n + 1) θ.
∞
∴ ∫0 x n e − ax sin px dx = (n !) . [1 / (a2 + p2 )( n+1)/2 ] sin {(n + 1) tan−1 ( p / a)}.

[ ∵ r = (a2 + p2 )1 /2 and θ = tan−1 ( p / a)]

Hence, from (1),
~ −1
f s ( p) =  2  ⋅ n !sin {(n + 1) tan ( p / a)}
 
 π (a2 + p2 )( n + 1) /2
~
Also f c ( p) =  2 ∞
f ( x) cos px dx
 
 π ∫0
2 ∞ n − ax
=   ∫0 x e cos px dx . …(2)
 π
∞
∞
− ax
 e − ax 
We have, ∫ 0 e cos px dx =  a2 + p2 (− a cos px + p sin px)
 0
a
=
a2 + p2
1  1 1 
=  + ⋅
2  a − ip a + ip
 T-125

Differentiating both sides w.r.t. a, n times, we have

∞
(− 1)n ∫ x n e − ax cos px dx
0

1
= (− 1)n (n !) [(a − ip)−( n+1) + (a + ip)−( n+1)]
2
= (− 1)n (n !) (1 / r)n+1 cos (n + 1) θ,

putting a = r cos θ, p = r sin θ and on simplification.

∞ cos { (n + 1) tan−1 ( p / a)}

∴ ∫0 x n e − ax cos px dx = (n !) . ⋅
(a2 + p2 )( n + 1)/2

Hence from (2), we have

~ −1
f c ( p) =  2  ⋅ n !cos {(n + 1) tan ( p / a)} .
 
 π (a2 + p2 )( n + 1) /2

Alternative method to evaluate the integrals

∞ − ax ∞
∫0 e x n sin px dx and ∫0 e − ax x n cos px dx.

∞ ∞
We have ∫0 e − ax x n cos px dx + i ∫0 e − ax x n sin px dx

∞
=∫ e − ax x n (cos px + i sin px) dx
0
∞ ∞
= ∫0 e − ax x n e ipx dx = ∫0 e −( a − ip ) x x ( n + 1) −1 dx

Γ (n + 1)  ∞ Γ (n)
= ∵ ∫0 e − az z n − 1 dz =
(a − ip ) n+1 a n 
Γ (n + 1)
= , putting a = r cos θ and p = r sin θ
n+1
r (cos θ − i sin θ) n + 1

n!  1 
= (cos θ + i sin θ) n + 1 ∵ = cos θ + i sin θ
n +1
r  cos θ − i sin θ 
n!
= [cos (n + 1) θ + i sin (n + 1) θ]. ...(1)
r n +1
Equating real and imaginary parts on both sides of (1), we have
∞ n!
∫0 e − ax x n cos px dx = cos (n + 1) θ
r n +1
∞ n!
and ∫0 e − ax x n sin px dx = sin (n + 1) θ ,
r n +1
where r2 = a2 + p2 i. e., r = (a2 + p2 )1 /2 and θ = tan−1 ( p / a).
 T-126

∞
Hence ∫0 e − ax x n cos px dx

n!
= cos { (n + 1) tan−1 ( p / a)}
2 2 ( n+1)/2
(a + p )
∞
and ∫0 e − ax x n sin px dx

n!
= sin {(n + 1) tan−1 ( p / a)}.
2 2 ( n+1)/2
(a + p )

Example 6: Find the sine transform of

e ax + e − ax
⋅
e πx − e − πx (Meerut 2013B; Purvanchal 14; Kanpur 14)

e ax + e − ax
Solution: If f ( x) = πx , then we have
e − e − πx
~
f s ( p) =  2 ∞
f ( x) sin px dx
 
 π ∫0
2 ∞ e ax + e − ax
=   ∫ sin px dx
 π 0 πxe − πx
−e

2 ∞ e ax + e − ax e ipx − e − ipx
=   ∫0 ⋅ dx
 π e πx − e − πx 2i

2  1 ∞ e( a + ip) x − e −( a + ip) x
=    ∫ dx
 π  2 i 0
 e π x − e − πx

1 ∞ e( a − ip) x − e −( a − ip) x 
dx
2i ∫ 0
−
e π x − e− π x 

2 1 1 a + ip 1 1 a − ip
=   ⋅ tan − ⋅ tan
 π  2 i 2 2 2i 2 2 
 ∞ e az − e − az 1 a
∵ From definite integrals, ∫ 0 e π z − e− π z dz = 2 tan 2
 
 a + ip a − ip 
sin sin
 2  1 2 1 2 
=    −
 π  4i a + ip 4 i a − ip 
 cos cos 
 2 2 
a + ip a − ip a − ip a + ip
sin cos − sin cos
2
=   2 2 2 2
 π a + ip a − ip
4 i cos cos
2 2
 T-127

2 sin a + sin ip − (sin a − sin ip)

=  
 π 2 ⋅ 2 i [cos ip + cos a]
sin ip sinh p
= =
√ (2π) i [cos ip + cos a] √ (2π) (cosh p + cos a)
e p − e− p
= ⋅
√ (2 π) (e p + e − p + 2 cos a)

Example 7: Find the Fourier sine transform of

1
f ( x) = ⋅
x (a + x2 )
2

Solution: We have
~
f s ( p) =  2 ∞ 1
sin px dx . …(1)
 
 π ∫0 x (a + x2 )
2

∞ 1
Let I = ∫0 sin px dx. …(2)
x (a + x2 )
2

dI d ∞ sin px
Then = ∫0 dx
dp dp x (a2 + x2 )

∞∂  sin px  
=∫  
0 ∂p x (a2 + x2 )
 dx
   
∞ cos px
= ∫0 dx. …(3)
a2 + x2

d2 I ∞ x sin px
∴ =− ∫0 dx
dp2 a2 + x2

∞ x2 sin px ∞ ( x2 + a2 ) − a2
=− ∫0 dx = − ∫0 sin px dx
x (a2 + x2 ) x (a2 + x2 )
∞ sin px ∞ sin px
=− ∫0 dx + a2 ∫0 dx
x x (a2 + x2 )
π  ∞ sin px π
=− + a2 I. ∵ ∫0 dx = ⋅
2  x 2 
2
d I π
∴ − a2 I = −
2 2
dp
π d
or ( D2 − a2 ) I = − , where D ≡ ⋅
2 dp

The solution of the above differential equation is

π
I = Ae − ap + Be ap + ⋅ …(4)
2 a2
 T-128

dI
∴ = − Aae − ap + Bae ap. …(5)
dp

Now from (2), when p = 0, we have I = 0 and from (3), when p = 0, we have
∞
dI ∞ 1 1 tan−1 x  = π ⋅
= ∫0 dx =
dp a2 + x2 a  a 0 2 a

So putting p = 0 in (4) and (5), we get

π
A+ B= − …(6)
2 a2
π π
and a (− A + B) = i. e., − A + B = ⋅ …(7)
2a 2 a2
π
Solving (6) and (7), we get B = 0 , A = − ⋅
2 a2
Putting the values of A and B in (4), we get
∞ sin px π π π
I = ∫0 dx = − e − ap + = (1 − e − ap).
x (a2 + x2 ) 2 a2 2 a2 2 a2

Now putting the value of I in (1), we get

~
f s ( p) =  2  ⋅ π (1 − e − ap) = 1  π  ⋅ (1 − e − ap).
   
 π  2 a2 a2  2
2
Example 8: Find the Fourier cosine transform of e − x .

Solution: We have
~ 2 2 ∞ 2
Fc { e − x } =   ∫0 e − x cos px dx = I …(1)
 π

Differentiating w.r.t.‘p’ we have

dI 2 ∞ 2
= −   ∫0 xe − x sin px dx
dp  π

1  2 ∞ 2
=   ∫0 (− 2 xe − x ) ⋅ sin px dx
2  π

1  2   − x2 ∞ − x2 
=   (e sin px)0∞ − p ∫ e cos px dx
2  
π  0 

(Integrating by parts taking sin px as first function)

p dI p
=− I. ∴ =− dp.
2 I 2
Integrating, we have
p2 2
log I = − + log A or I = Ae − p /4 . …(2)
4
 T-129

2 ∞ − x2 1
But when p = 0, from (1) I =   ∫0 e dx = ⋅
 π √2
∴ from (2), A = 1 / √ 2.
2 2
Hence I = Fc { e − x } = (1 / √ 2) e − p /4 .
~ p
Example 9: Use the sine inversion formula to obtain f ( x) if f s ( p) = ⋅
1 + p2
Solution: Using Fourier sine inversion formula, we have
2 ∞ p
f ( x) =   ∫0 ⋅ sin px dp
 π 1 + p2

2 ∞ p2  2 ∞ ( p2 + 1) − 1
=   ∫ 0 p (1 + p2 ) ⋅ sin px dp =  π  ∫ ⋅ sin px dp
 π 0 2
p (1 + p )
2 ∞ sin px 2 ∞ sin px
=   ∫0 dp −   ∫ dp
 π p  π  0 p (1 + p2 )

π 2 ∞ sin px
or f ( x) =   −   ∫0 dp …(1)
 2  π p (1 + p2 )
 ∞ sin px π
∵ ∫0 dp = 
 p 2
df 2 ∞ cos px
∴ = −   ∫0 dp …(2)
dx  π 2
1+ p
d2 f 2 ∞ p sin px
and =   ∫0 dp
2  π 2
dx 1+ p
2
d f
or − f =0
dx2
whose solution is f = A e x + B e − x . …(3)
df
∴ = A e x − B e− x . …(4)
dx
π
Now when x = 0 , f =   , from (1)
 2
df 2 ∞ dp π
and = −   ∫0 = −   , from (2).
dx  π 1 + p2  2

π π
∴ from (3) and (4),   = A + B and −   = A − B .
 2  2
π π
Solving, A = 0 , B =   . Hence f ( x) =   e − x .
 2  2
 T-130

Comprehensive Exercise 1

1. (i) Find the Fourier transform of f ( x), if

 √ (2 π)
 , | x| ≤ ε
f ( x) =  2 ε
 0 , | x| > ε.

(ii) Find the Fourier transform of
 x, | x| ≤ a
f ( x) =  (Kanpur 2008)
 0 , | x| > a.
2 2
2. (i) Show that the Fourier transform of f ( x) = e − x /2 is e − p /2 . (Kanpur 2011)

(ii) Find the Fourier transform of the function

1 + x , for − a < x < 0
 a
 x
f ( x) = 1 − , for 0 < x < a
 a
 0 , other wise.

1 − x2 , | x | ≤ 1
3. (i) Find the Fourier transform of F ( x) = 
 0, | x | > 1
(Kanpur 2010; Purvanchal 14)
∞  x cos x − sin x x
and hence evaluate ∫   cos dx.
0  x3  2
(ii) Find the cosine transform of the function f ( x), if
cos x, 0 < x < a
f ( x) = 
 0, x > a.
4. (i) Find the Fourier sine and cosine transform of f ( x), if
 x, 0 < x <1

f ( x) = 2 − x, 1 < x < 2 (Kanpur 2007, 11, 14)
0 , x > 2.

(ii) Find the Fourier sine and cosine transform of the function
f ( x) = x m − 1.
 ∞ ∞
Hint. ∫0 x m − 1 cos px dx − i ∫0 x m − 1 sin px dx


∞ Γ (m) Γ (m)  mπ mπ  
= ∫0 e ipx x m − 1 dx = m
= cos
m 
− i sin 
(ip) p 2 2  
 T-131

5. (i) Find the Fourier sine transform of x /(1 + x2 ).

e ax + e − ax
(ii) Find the cosine transform of ⋅
e πx + e − πx (Purvanchal 2014; Kanpur 14)
1
6. Find the sine transform of and deduce that
e πx − e − πx
1
Fs (cosech πx) = tanh ( p / 2).
√ (2 π)
7. Find the Fourier sine transform of f ( x) , if
0 , 0 < x < a

f ( x) =  x, a ≤ x ≤ b
0 , x > b.

8. Find f ( x) if its cosine transform is 1/(1 + p2 ).
~ 1
9. Find f ( x) if f c ( p) = πe − p.
2
10. Find f ( x) if its sine transform is π / 2.
11. Find f ( x) if (i) its sine transform is e − ap, (Kanpur 2012)
− ap
(ii) its cosine transform is e .
~
12. Find the inverse Fourier transform of f ( p) = e −| p | y .
~
13. Find f ( x) if f s ( p) = pn e − ap.
14. Find f ( x) if its cosine transform is
~  1  p 
  a −  , if p < 2 a
f c ( p) =  √ (2 π)  2 
 0, if p ≥ 2 a
~ e − ap
15. Find f ( x) if f s ( p) = . Hence deduce Fs −1 {1/ p}.
p

A nswers 1
sin pε i 2
1. (ii) (ii) − ⋅   (ap cos ap − sin ap)
pε 2  π
p
1 2
2. (ii) ⋅ [1 − cos pa]
2 π
ap

2  p cos p − sin p 3π 1 sin (1 + p) a sin (1 − p) a 

3. (i) −2   ⋅  ; −
 (ii)  + 
 π  p3  16 √ (2 π)  1 + p 1− p 
 T-132

2 sin p 2 cos p
4. (i) 2   ⋅ (1 − cos p); 2   ⋅ (1 − cos p).
 π  p2  π p2
Γ(m)  2  mπ Γ(m)  2  mπ
(ii) m
  sin ; m   cos
p  π  2 p  π  2
p /2
 2  cos (a / 2) ⋅ (e + e − p /2 )
5. (i) √ (π / 2) . e − p (ii)  
 π 2 cos a + e + e − p
p

1 ep − 1
6.
2 √ (2 π) ep + 1

7.  2   − b cos pb + a cos pa + sin pb − sin pa 

   
 π 
 p p2 

8. √ (π / 2) e − x

9.  π ⋅ 1 10. √ (π / 2).(1 / x)
 
 2  1 + x2

 2 ⋅ x  2 ⋅ a y √2
11.   2 ;   2 12.
 π  a + x2  π  a + x2 √ π( y2 + x2 )
−1
13.  2  ⋅ n !sin {(n + 1) tan ( x / a)} 14. π −1 x −2 sin2 ax
 
 π (a2 + x2 )( n + 1)/2

15. √ (2 / π) tan−1 ( x / a) ; √ (π / 2)

Objective Type Questions

Multiple Choice Questions

Indicate the correct answer for each question by writing the corresponding letter from (a),
(b), (c) and (d).
~
1. If f ( p) is the complex Fourier transform of f ( x), then the complex Fourier
transform of f (ax) is
1 ~  p ~  p
(a) f   (b) f  
a  a  a
1~
(c) f ( p) (d) None of these.
a
~ ~
2. If f s ( p) and f c ( p) are infinite Fourier sine and cosine transforms of f ( x)
respectively, then Fc { f ( x) sin ax} is
~ ~ 1 ~ ~
(a) [ f s ( p + a) − f s ( p − a)] (b) [ f s ( p + a) − f s ( p − a)]
2
~ ~ 1 ~ ~
(c) 2 [ f s ( p + a) − f s ( p − a)] (d) [ f s ( p − a) − f s ( p + a)]
2
 T-133

3. The infinite Fourier sine transform of e − x is

1  2 p  2
(a)   (b)  
1 + p2  π  1 + p2  π 
1  2 1  2
(c)   (d)  
p  π p2  π 
e − ap
4. What is f ( x) if its infinite Fourier sine transform is ?
p

(a)  2  tan−1 x (b)  2  tan−1 a

   
 π a  π x

(c)  2  tan−1 2 x (d)  2  tan−1 2 a ⋅

   
 π a  x x

Fill In The Blank(s)

Fill in the blanks “……” so that the following statements are complete and correct.
1. If the function f ( x) is defined on (− ∞ , ∞) and is piecewise continuous in each
finite partial interval and absolutely integrable in (− ∞ , ∞), then the integral
1 ∞
e ipx f ( x) dx is called the ........... transform of f ( x).
√ (2 π) ∫ − ∞
~
2. The infinite Fourier sine transform f s ( p) of f ( x) in 0 < x < ∞ , is ............ .
~
3. If f ( p) is the complex Fourier transform of f ( x), then the complex Fourier
transform of f ( x − a) is ........... .
~ ~
4. If f s ( p) and f c ( p) are infinite Fourier sine and cosine transforms of f ( x)
respectively, then Fs { f ( x) cos ax} = ........... .
 1, | x|< a
5. The Fourier transform of F ( x) =  is ......... .
0 , | x|> a

True or False
Write ‘T’ for true and ‘F’ for false statement.
1. The Fourier transform is a linear transformation.
~
2. If f c ( p) is the infinite Fourier cosine transform of f ( x), then the infinite
~  p
Fourier cosine transform of f (ax) is f c   ⋅
 a

3.  2 ⋅ x
is the inverse Fourier sine transform of e − ap.
  2
 π  a + x2
~ ~
4. If f s ( p) and f c ( p) are infinite Fourier sine and cosine transforms of f ( x)
1 ~ ~
respectively, then Fs { f ( x) sin ax} = [ f c ( p − a) + f c ( p + a).
2
 T-134

~ ~
5. The Fourier transform of f ′ ( x), the derivative of f ( x) is (− ip) f ( p), where f ( p)

is the Fourier transform of f ( x).

6. The Fourier transform of the function
 e − xt g(t), t > 0
f (t) =  is the Laplace transform of the function g (t).
 0, t<0

A nswers

Multiple Choice Questions

1. (a) 2. (b) 3. (b) 4. (a)
Fill in the Blank(s)
~
 2 ∞ ipa
1. Fourier 2.   ∫0 f ( x ) sin px dx 3. e f ( p)
 π
1 ~ ~ 2 sin pa
4. [ f s ( p + a ) + f s ( p − a )] 5. , p≠0
2 p √ (2 π )

True or False
1. T 2. F 3. T 4. F 5. T
6. T

¨
 T-135

5
F inite F ourier T ransforms

5.1 Finite Fourier Sine Transforms

et f ( x) denote a function that is sectionally continuous over some finite interval
L (0 , l ) of the variable x. The finite Fourier sine transform of f ( x) on this interval is
defined as
~ l pπx
f s ( p) = ∫ f ( x) sin dx ,
0 l
where p is an integer.
By the proper choice of the origin and the unit of length, if the end points of the interval
become x = 0 and x = π, then
~ π
f s ( p) =
∫ f ( x) sin px dx.
0
~
Note that f s ( p) is always zero when p = 0.
~
The function f ( x) is called the inverse finite Fourier sine transform of f s ( p).
~
i. e., f ( x) = Fs −1 { f s( p)}.
 T-136

5.2 Inversion Formula For Sine Transform

~
If f s ( p) is the finite Fourier sine transform of f ( x) over the interval (0 , l ) then the inversion
formula for sine transform is given by
2 ∞ ~ pπx 2 ∞ ~
f ( x) = ∑
l p=1
f s ( p)sin
l
or f ( x) = ∑ f s ( p)sin px
π p=1
~
if (0 , π) is the interval considered for f s ( p).
Proof: Defining f ( x) in the interval (−l, 0 ) such that f ( x) is an odd function of x in
(−l, l ), by Fourier series, we have
∞
pπx
f ( x) = ∑ b p . sin
p=1
l
2 l pπx 2 ~
where bp = ∫0 f ( x) sin dx = f s ( p),
l l l
~
f s ( p) is the finite Fourier sine transform of f ( x).
∞ ~
2 pπx 2 ∞ ~
Hence f ( x) = ∑
l p=1
f s ( p) sin
l
or f ( x) = ∑ f s ( p)sin px
π p=1

where f ( x) is an odd function of x in the interval (−π, π) such that

~ π
f s ( p) = ∫f ( x) sin px dx
0

5.3 Finite Fourier Cosine Transforms

Let f ( x) denote a function that is sectionally continuous over some finite interval (0 , l)
of the variable x. The finite Fourier cosine transform of f ( x) on this interval is defined
as
~ l pπx
f c ( p) = ∫ f ( x) cos dx
0 l
~
where p is an integer. On the interval (0 , π), f c ( p) is defined as
~ π
f c ( p) = ∫0 f ( x) cos px dx.
~
The function f ( x) is called the inverse finite Fourier cosine transform of f c ( p) i. e.,
~
f ( x) = Fc −1 { f c ( p)}.

5.4 Inversion Formula for Cosine Transform

~
If f c ( p) is the finite Fourier cosine transform of f ( x) over the interval (0 , l ) then the inversion
formula for cosine transform is given by
 T-137

1~ 2 ∞ ~ pπx
f ( x) =
l
f c (0 ) + ∑
l p=1
f c ( p) cos
l
,

~ l
where f c (0 ) = ∫0 f ( x) dx .

If π is taken as the upper limit for the finite Fourier cosine transform then the inversion formula is
given by
1 ~ 2 ∞ ~
f ( x) =
π
f c (0 ) + ∑ f c ( p) cos px ,
π p=1
~ π
where f c (0 ) = ∫0 f ( x) dx .

Proof: Defining f ( x) in the interval (−l, 0 ) such that f ( x) is an even function of x in

(−l, l ), by the Fourier series, we have
∞
a pπx
f ( x) = 0 + ∑ a p. cos ,
2 p=1
l

2 l pπx 2 ~
where ap = ∫0 f ( x) cos
dx = f c ( p).
l l l
2 l 2 ~
∴ a0 = ∫ 0 f ( x) dx = l f c (0).
l
1~ 2 ∞ ~ pπx
∴ f ( x) =
l
f c (0 ) + ∑ f c ( p) cos l .
l p=1

If f ( x) is an even function of x in the interval (−π, π), then

1 ~ 2 ∞ ~
f ( x) =
π
f c (0 ) + ∑ f c ( p) cos px
π p=1
~ π
where f c ( p) = ∫0 f ( x) cos px dx
~ π
and f c (0 ) = ∫0 f ( x) dx .

Note: The upper limit for Fourier sine or cosine transforms will be taken as x = π, if not
given in the problem.

5.5 Multiple Finite Fourier Transforms

Let f ( x, y) be a function of two variables x and y, defined in the square 0 ≤ x ≤ π and
0 ≤ y ≤ π.
Considering it, temporarily, as a function of x, the finite sine transform is given by
~ π
f s ( p, y) = ∫0 f ( x, y) sin px dx
~
and now the finite sine transform of f s ( p, y) which is a function of y is given by
 T-138

~ π ~
Fs ( p, q) = ∫ f ( p, y) sin qy dy.
0 s
~ π π
∴ Fs ( p, q) = ∫0 ∫0 f ( x, y) sin px sin qy dx dy,

which is the double finite sine transform of f ( x, y) in the region 0 ≤ x ≤ π, 0 ≤ y ≤ π.

Similarly
~ π π
f c ( p, q) = ∫0 ∫0 f ( x, y) cos px cos qy dx dy,

which is the double finite cosine transform of f ( x, y) in the region 0 ≤ x ≤ π, 0 ≤ y ≤ π.

Using inversion formula, we have
~ ∞ ~
2
f s ( p, y) =
π q =1
∑ Fs ( p, q) sin qy

2 ∞ ~
and f ( x, y) = ∑ f s ( p, y) sin px.
π p=1
∞ ∞ ~
4
Hence f ( x, y) =
π 2 ∑ ∑ Fs ( p, q) sin px sin qy.
p=1q =1

Similarly we can find the inversion formula for double finite cosine transform of
f ( x, y).

5.6 Operational Properties of Finite Fourier Sine Transform

Theorem 1: The finite Fourier sine transformation resolves the differential form f ′ ′ ( x) into a
~
linear algebraic form in the transform f s ( p) and the boundary values f (0 ) and f (π) in the
manner
~
Fs { f ′ ′ ( x)} = − p2 f s ( p) + p { f (0 ) − (− 1) p f (π)}
whenever f ( x) and f ′ ( x) are continuous and f ′ ′ ( x) is sectionally continuous, on the interval,
0 ≤ x ≤ π.
Proof: We have
π
Fs { f ′ ′ ( x)} = ∫0 f ′ ′ ( x) sin px dx

π π
= [ f ′ ( x) sin px ]0 − p ∫ f ′ ( x) cos px dx
0

(Integrating by parts taking f ′ ( x) as second function)

π π
= 0 − [ pf ( x) cos px]0 − p2 ∫0 f ( x) sin px dx

~
= − p f (π) cos pπ + p f (0 ) − p2 f s ( p).
~
Hence Fs { f ′ ′ ( x)} = − p2 f s ( p) + p { f (0 ) − (− 1) p f (π)}.
 T-139

Note: If f ′ ′ ( x) and f ′ ′ ′ ( x) are continuous and f (4 ) ( x) is sectionally continuous, on

the interval, 0 ≤ x ≤ π then replacing f ( x) by f ′ ′ ( x), in the result of the above theorem
we have
Fs { f 4 ( x)} = − p2 Fs { f ′ ′ ( x)} + p [ f ′ ′ (0 ) − (−1) p f ′ ′ (π)]
~
= − p2 [− p2 f s ( p) + p { f (0 ) − (−1) p f (π)}] + p { f ′ ′ (0 ) − (−1) p f ′ ′ (π)}
~
= p4 f s ( p) − p3 [ f (0 ) − (− 1) p f (π)] + p [ f ′ ′ (0 ) − (−1) p f ′ ′ (0 )].
In the similar way finite Fourier sine transforms of other derivatives of even order can
be found.
~
Theorem 2: If f s ( p) is the sine transform of a sectionally continuous function f ( x), 0 ≤ x ≤ π,
then
~ 
−1  f s ( p) x π t x t
Fs  = ∫0 ∫0 f (r) dr dt − ∫0 ∫0 f (r) dr dt
2  π
p 
x π π
= ∫0 (π − r) f (r) dr − ∫0 ( x − r) f (r) dr.
π

5.7 Operational Properties of Finite Fourier Cosine

Transforms
Theorem 1: If f ( x) and f ′ ( x) are continuous and if f ′ ′ ( x) is sectionally continuous, the
finite Fourier cosine transformation resolves the differential form f ′ ′ ( x) into an algebraic form in
~
f c ( p) and the boundary values f ′ (0 ) and f ′ (π), in the manner
~
Fc { f ′ ′ ( x)} = − p2 f c ( p) − f ′ (0 ) + (− 1) p f ′ (π).
Proof: We have
π
Fc { f ′ ′ ( x)} = ∫0 f ′ ′ ( x) . cos px dx

π π
= [ f ′ ( x) cos px ]0 + p ∫ f ′ ( x) sin px dx
0
(Integrating by parts taking f ′ ′ ( x) as second function)
π π
= f ′ (π) cos pπ − f ′ (0 ) + p [ f ( x) sin px]0 − p2 ∫ f ( x) cos px dx
0
~
= (− 1) p f ′ (π) − f ′ (0 ) − p2 f c ( p).
~
Hence Fc { f ′ ′ ( x)} = − p 2 f c ( p) − f ′ (0 ) + (− 1) p f ′ (π). ...(1)
Note: If f ′ ′ ( x) and f ′ ′ ′ ( x) are continuous and if f (4 ) ( x) is sectionally continuous,
then replacing f ( x) by f ′ ′ ( x) in (1), we have
Fc { f 4 ( x)} = − p2 Fc { f ′ ′ ( x)} − f ′ ′ ′ (0 ) + (−1) p f ′ ′ ′ (π)
~
= − p2 [− p2 f c ( p) − f ′ (0 ) + (− 1) p f ′ (π)] − f ′ ′ ′ (0 ) + (− 1) p f ′ ′ ′ (π)
 T-140

~
= p 4 f c ( p) + p2 [ f ′ (0 ) − (− 1) p f ′ (π)] − f ′ ′ ′ (0 ) + (−1) p f ′ ′ ′ (π).

Similarly finite Fourier cosine transforms of other derivatives of even order can be
found.
~
Theorem 2: If f c ( p) is the cosine transform of a sectionally continuous function f ( x), 0 ≤ x ≤ π,
then
~  ~
−1  f c ( p) x π f (0 )
Fc  = ∫0 ∫ t f (r) dr dt + c ( x − π)2 + A,
2  2π
 p 

where A is an arbitrary constant.

5.8 Combined Properties of Finite Fourier Sine and Cosine

Transforms
When f ( x) is continuous and f ′ ( x) is sectionally continuous then
(a) Fs { f ′ ( x)} = − pFc { f ( x)}, ( p = 1, 2, 3,...)
and (b) Fc { f ′ ( x)} = pFs { f ( x)} − f (0 ) + (−1) p f (π), ( p = 0 , 1, 2, ...).

Proof: (a) We have

π
Fs { f ′ ( x)} = ∫0 f ′ ( x) sin px dx

π π
= [ f ( x) sin px]0 − p ∫ f ( x) cos px dx
0
(Integrating by parts, taking f ′ ( x) as second function)
= − p Fc { f ( x)}, ( p = 1, 2, 3,...).
(b) We have
π
Fc { f ′ ( x)} = ∫0 f ′ ( x) cos px dx

π π
= [ f ( x) cos px]0 + p ∫ f ( x) sin px dx
0
[Integrating by parts]
= f (π) cos pπ − f (0 ) + p Fs { f ( x)}, ( p = 0 , 1, 2,...)
= pFs { f ( x)} − f (0 ) + (−1) p f (π).
Note: If H ( x) is any sectionally continuous function, the above properties may be
written as
 x 
Fs { H ( x)} = − p Fc  ∫ H (r) dr , ( p = 1, 2, ......)
 0 
 1 ~   π x ~ 
and Fc  H ( x) − Hc (0 ) = p Fs  ∫ H (r) dr − Hc (0 ) ,
 π   0 π 
( p = 0 , 1, 2, ......)
 T-141

5.9 Convolution
Let F ( x) and G ( x) be two functions defined on the interval −2 π < x < 2 π, then the function
π
F ( x) * G ( x) = ∫−π F ( x − y) G ( y) dy

is called the convolution of F ( x) and G ( x) on the interval − π < x < π.

Example 1: Find the finite Fourier sine and cosine transforms of the function
f ( x) = 2 x, 0 < x < 4. (Agra 2003)

Solution: We have
~ l
f s ( p) = ∫0 f ( x) sin ( pπx / l ) dx]
4
= ∫ 2 x sin ( pπx / 4) dx, as l = 4
0 (Given)
4
 − 2 x cos ( pπx / 4) 4 cos ( pπx / 4)
=  +2∫ dx
pπ / 4 0 pπ / 4
 0
4
32 8 sin ( pπx / 4) 32
=− cos pπ + =− cos pπ.
pπ pπ  pπ / 4 0 pπ
~ l 4
Also f c ( p) = ∫0 f ( x) cos ( pπx / l) dx = ∫ 2 x cos ( pπx / 4) dx, as l = 4
0
4
2 x sin ( pπx / 4) 4 sin ( pπx / 4)
=
p π / 4  − 2 ∫0 pπ / 4
dx
 0
4
8 cos ( pπx / 4) 32
= = (cos pπ − 1) , if p > 0
pπ  pπ / 4 0 p2 π2
~ 4
and if p = 0, then f c ( p) = ∫0 2 x ⋅ 1 dx = 16.

Example 2: Find the finite Fourier cosine transform of f ( x) if

π x2
(i ) f ( x) = −x+ ⋅ (ii) f ( x) = sin nx.
3 2π
Solution: (i) We have
~ π ~ π π x2 
f c ( p) = ∫0 f ( x) cos px dx . ∴ f c ( p) = ∫0  −x+  cos px dx
3 2π 
π
 π x2  1  1 π x
=  − x +  sin px − ∫  −1 +  sin px dx
0  π
 3 2π  p 0 p
 T-142

π
1 x 1  1 π1
= − −  −1 +  cos px − ∫ cos px dx
p  
π p 0 p2 0 π
1 1 π 1
3 [
= − sin px]0 = , if p > 0
2
p p π p2
and when p = 0,
~ π π x2 
f c ( p) = ∫0 3
 − x +  dx = 0
2π 
~ π
(ii) f c ( p) = ∫0 sin nx cos px dx

1 π
= ∫0 [sin (n + p) x + sin (n − p) x] dx
2
π
1  cos (n + p) x cos (n − p) x 
=
2 
−
n+ p
−
n− p  , if p ≠ n
0
~ 1  cos (n + p) π cos (n − p) π 1 1 
∴ if p ≠ n, f c ( p) = − − + + ⋅
2  n + p n − p n + p n − p

If n − p is even, then n + p is also even and so

~ 1 1 1 1 1 
f c ( p) = − − + + =0.
2  n+ p n− p n+ p n− p

If n − p is odd, then n + p is also odd and so

~ 1 2 2  2n
f c ( p) =  +  = ⋅
2 n + p n − p n − p2
2

If p = n,
~ π 1 π
then f c ( p) = ∫sin nx cos nx dx = sin 2 nx dx
∫
0 2 0
π
1  cos 2 nx 
= − =0.
2  2 n 0
~ 2n
∴ f c ( p) = 0 or according as n − p is even or odd.
n − p2
2

cos k (π − x)
Example 3: Find the finite cosine transform of f ( x) if f ( x) = − ⋅
k sin kπ

Solution: We have
~ π cos { k (π − x)}
f c ( p) = − ∫ cos px dx
0 k sin k π
1 π
=− ∫0 [cos { k (π − x) + px} + cos { k (π − x) − px}] dx
2 k sin kπ
 T-143
π
1 sin (kπ − kx + px) sin (kπ − kx − px)
=− −
2 k sin kπ  p− k p+ k 
0
1 sin pπ sin (− pπ) sin kπ sin kπ 
=− − − +
2 k sin kπ  p − k p+ k p− k p + k 
1  1 1  1
=  −  = 2 , k ≠ 0 , 1, 2, 3, ......
2k  p − k p + k  p − k2

Example 4: Find finite Fourier sine transform of f ( x) if

π sin kx x cos k (π − x)
f ( x) = − ⋅
2 2 k sin kπ
2 k sin kπ
Solution: We have
~ π
f s ( p) = ∫0 f ( x) sin px dx]

π
 π sin kx x cos k (π − x)
=∫
0
 2
−  sin px dx
 2 k sin kπ 2 k sin kπ 
π π
= ∫0 sin kx sin px dx
2 k sin2 kπ
1 π
− ∫0 x cos k (π − x) sin px dx
2 k sin kπ

π π
= ∫0 [cos ( p − k ) x − cos ( p + k ) x] dx
2
4 k sin kπ
1 π
− ∫0 x [sin (kπ − kx + px) + sin ( px − kπ + kx)] dx
4 k sin kπ
π
π sin ( p − k ) x sin ( p + k ) x
=  − 
2 p− k p+ k
4 k sin kπ  0
π
1   cos (kπ − kx + px) cos ( px − kπ + kx) 
− ⋅  x− − 
4k sin kπ   ( p − k) ( p + k)  0
1 π  cos (kπ − kx + px) cos ( px − kπ + kx)
+
4 k sin kπ ∫ 0 1⋅  − ( p − k)
−
( p + k)
 dx

π sin ( p − k ) π sin ( p + k ) π 
=  − 
2 p− k p+ k
4 k sin kπ  
π   1 1 
+ cos pπ ⋅  + 
4 k sin kπ   p − k p + k 
π
1 sin (kπ − kx + px) sin ( px − kπ + kx)
−  + 
4 k sin kπ  ( p − k )2 ( p + k )2 0
 T-144

π   1 1 
= ⋅ sin pπ cos kπ ⋅  − 
2  p − k p + k
4 k sin kπ 
 1 1  π 2p
− cos pπ sin kπ ⋅  +  + ⋅ cos pπ
 p − k p + k  4 k sin k π p − k2
2

1   1 1  
+ ⋅ sin kπ ⋅  − 
2
4 k sin kπ 
  ( p − k ) ( p + k )2  
2 2
1 ( p + k) − ( p − k)
= ⋅
4k ( p2 − k 2 )2
p
= , (| k | ≠ 0 , 1, 2,...).
( p − k 2 )2
2

Example 5: Find f ( x) if
 pπ 
~ 6 sin − cos pπ
 2  2
f c ( p) = for p = 1, 2, 3,...... and for p = 0,
(2 p + 1) π π
where 0 < x < 4.
1~ 2 ∞ ~ pπx
Solution: We have f ( x) =
l
f c (0 ) + ∑ f c ( p) cos l
l p=1

pπ
6 sin ∞ − cos pπ
1 2 2  2  pπx
= ⋅ + ⋅ ∑ cos
4 π 4 p=1 (2 p + 1) π 4

sin pπ − cos pπ

 
1 3 ∞  2  pπx 
= + ∑ cos  ⋅
2π π p = 1 2p + 1  4 

Example 6: Find f ( x) if its finite sine transform is given by

~ 1 − cos pπ
f s ( p) = , where 0 < x < π.
2 2
p π (Kanpur 2008)

Solution: We have
2 ∞ ~
f ( x) = ∑ f s ( p) sin px
π p=1

2 ∞ 1 − cos pπ 
= ∑  sin px
π p = 1  p2 π2 

∞ 
2 1 − cos pπ 
= ∑ 
π3 p = 1  p2
 sin px.


 T-145

Comprehensive Exercise 1

1. (i) Find the finite Fourier sine and cosine transforms of f ( x) = 1.

(ii) Find the finite Fourier sine and cosine transforms of f ( x) = x.
2. (i) Find the finite Fourier sine transforms of
1 − x  and x ⋅
 
 π 4π
(ii) Find the finite Fourier cosine transform of
1 − x  and x ⋅
 
 π 4π
3. Find the finite Fourier sine transform of f ( x) if
 x, 0 ≤ x≤ π/2
(i) f ( x) = 
 π − x, π / 2 ≤ x ≤ π .
 − x, x< c
(ii) f ( x) = 
 π − x, x > c , where 0 ≤ c ≤ π .
4. (i) Find the finite Fourier cosine transform of f ( x) if
 1, 0 < x < π / 2
f ( x) = 
 −1, π / 2 < x < π. (Kanpur 2012)
2
(ii) Find the finite cosine transform of (1 − x / π) . (Avadh 2013)
5. Find the finite Fourier sine transforms of
(i) x (π − x) (ii) x (π2 − x2 ).
6. Find the finite Fourier sine transform of f ( x) if
π x2
(i) f ( x) = sin nx (ii) f ( x) =
−x+ ⋅
3 2π
7. Find the finite sine transform of f ( x), if
(i) f ( x) = cos kx (ii) f ( x) = x3 (iii) f ( x) = e cx .
cosh { c (π − x)}
8. Find finite Fourier cosine transform of f ( x) if f ( x) = ⋅
sinh (πc )
9. Find finite Fourier sine transform of f ( x) , if
sin k (π − x)
f ( x) = ⋅
sin (kπ)
10. Find the finite Fourier sine and cosine transforms of
f ( x) = x2 , 0 < x < 4.
~ cos(2 pπ / 3)
11. Find f ( x) if f c ( p) = , if 0 < x < 1.
(2 p + 1)2
12. When f ( x) = sin mx, where m is a positive integer, show that
~ ~
f s ( p) = 0 if p ≠ m and f s ( p) = π / 2 if p = m.
 T-146

A nswers 1
1
1. (i) [1 − (− 1) p]; 0
p
π (−1) p + 1 (−1) p − 1 π2
(ii) ; , if p = 1, 2, 3,... and , if p = 0 ⋅
p 2 2
p
1 (−1) p + 1
2. (i) ;
p 4p
1 1
(ii) [1 − (−1) p] ; [(−1) p − 1]
2
πp 4 πp2
3. (i) (2 / p2 ) sin ( pπ / 2) , (ii) (π / p) cos pc .
4. (i) (2 / p) sin ( pπ / 2), p > 0 and 0, if p = 0.
2 π
(ii) , if p > 0 and , if p = 0
2 3
πp
2 6π
5. (i) [1 − (− 1) p], (ii) (−1) p + 1
3
p p3
6. (i) 0, if p ≠ n , and π / 2, if p = n
π 1
(ii) {(− 1) p + 2} + {(− 1) p − 1}
6p πp3
p 6 π2 
7. (i) [1 − (−1) p cos kπ], (ii) π (− 1) p  −  ,
2
p −k 2
p
3 p 
p
(iii) [1 − (−1) p e cπ ]
c + p2
2
c p
8. 9. , k ≠ 0 , 1, 2,... .
2 2
c +p p − k2 2

64 128 128 64
10. − cos pπ + (cos pπ − 1) ; cos p π, if p > 0; , if p = 0
pπ 3 3 2 2 3
p π p π
∞
cos (2 pπ / 3)
11. 1 + 2 ∑ (2 p + 1)2
cos pπx
p=1

Objective Type Questions

Multiple Choice Questions

Indicate the correct answer for each question by writing the corresponding letter from (a),
(b), (c) and (d).
1. If f ( x) is continuous and f ′ ( x) is sectionally continuous then Fs { f ′ ( x)} is
(a) − Fc { f ( x)} (b) Fc { f ( x)}
(c) − p Fc { f ( x)} (d) − p2 Fc { f ( x)}
 T-147

2. The finite Fourier sine transform of f ( x) = x is

π π
(a) (− 1) p + 1 (b) (− 1) p
p p
π π
(c) (− 1) p + 1 (d) (− 1) p
p2 p2
~ 2 π (− 1) p − 1
3. What is f ( x) if its finite sine transform f s ( p) is , where 0 < x < π ?
p3
2 ∞ (− 1) p − 1 ∞
(− 1) p
(a) ∑
π p=1 p3
sin px (b) 4 ∑ p3
sin px
p =1
∞
(− 1) p − 1 4 ∞ (− 1) p − 1
(c) 4 ∑ p3
sin px (d) ∑
π p=1 p3
sin px
p=1
x
4. The finite Fourier sine transform of is
π
(− 1) p (− 1) p + 1
(a) (b)
2
p p2
(− 1) p − 1 (− 1) p + 1
(c) (d) .
p p

Fill In The Blank(s)

Fill in the blanks “……” so that the following statements are complete and correct.
~
1. The finite Fourier sine transform f s ( p) of f ( x) on the interval (0 , π) is ........
~ π
2. On the interval (0 , π) , f c ( p) = ∫0 f ( x) cos px dx, then the function f ( x) is
~
called ................. Fourier cosine transform of f c ( p).
3. If F ( x) and G ( x) are two functions defined on the interval − 2 π < x < 2 π ,then the
π
function F ( x) * G ( x) = ∫−π F ( x − y) G ( y) dy is called the ......... of F ( x) and

G ( x) on the interval − π < x < π.

4. The finite Fourier sine transform of the function f ( x) = 2 x , 0 < x < 4 is .............

True or False
Write ‘T’ for true and ‘F’ for false statement.
~
1. If f s ( p) is the finite Fourier sine transform of f ( x) on the interval (0 , π) then
the
2 ∞ ~
inversion formula for sine transform is f ( x) = ∑ f s ( p)sin px
π p=1

2. If f ( x) is continuous and f ′ ( x) is sectionally continuous then

Fc { f ′ ( x)} = p Fs { f ( x)} − f (0 ) + f (π).
 T-148

3. The finite Fourier cosine transform of the function f ( x) = 1 is 0.

~ 1 − cos pπ
4. If the finite sine transform is given by f s ( p) = , where 0 < x < π , then
p2 π2
∞ 1 − cos pπ 
2
the value of f ( x) is
π 3 ∑ 
 p2
 sin px.

p =1  

A nswers
Multiple Choice Questions
1. (c) 2. (a) 3. (c) 4. (d)
Fill in the Blank(s)
π
1. ∫0 f ( x ) sin px dx 2. inverse finite 3. Convolution
− 32
4. cos pπ
pπ

True or False
1. T 2. F 3. T 4. T

¨
 T-149

6
A pplications
of F ourier
T ransforms in I nitial and
B oundary V alue P roblems

6.1 Application of Infinite Fourier Transforms

irst we shall consider the problems in which one of the variables ranges from − ∞ to
F ∞ or 0 to ∞ . Such problems are solved by taking the infinite Fourier transform of
both the sides and then taking the corresponding inverse Fourier transform of the
solution of the differential equation thus obtained.

6.2 Choice of Infinite Sine or Cosine Transform

The choice of sine or cosine transform is decided by the form of the boundary
conditions at the lower limit of the variable selected for exclusion.
∂2V
If we want to remove a term in a differential equation, applying sine transform,
∂x2
we have
∞
∞ ∂2V  ∂V  ∞ ∂V
∫0 sin px ⋅ 2
∂x
dx = 
 ∂ x
sin px − p
0 ∫0 cos px ⋅
∂x
dx

∞ ∂V ∂V
=−p
∫0 cos px ⋅ ∂x dx, if
∂x
→ 0 as x → ∞
 T-150

 ∞ 
∞
= − p (V ⋅ cos px )0 + p

∫0 V sin px dx
~ ~
= p (V ) x = 0 − p2 V s where V s is the sine transform of V and
assuming that V → 0 as x → ∞ .
Again applying the cosine transform, we have
∞
∞ ∂2V  ∂V  ∞ ∂V
∫0 cos px ⋅ 2
∂x
dx = 
 ∂x
cos px + p
0 ∫0 sin px ∂x
dx

 ∂V  ∞
∞
+ p [V sin px]0 − p2
=− 
 ∂x  x = 0 ∫0 V cos px ⋅ dx
∂V
if → 0 as x → ∞
∂x
 ∂V  ~
=−  − p2 V c if V → 0 as x → ∞,
 ∂x  x = 0
~
where V c is the cosine transform of V.
∂2V
Thus we see that for the exclusion of from a differential equation we require
∂x2
(V ) x = 0 in sine transform
 ∂V 
and   in cosine transform.
 ∂x  x = 0

Note 1: By the Fourier sine or cosine transform we cannot exclude a derivative of odd
order from the given differential equation.
Note 2: When one of the variables in a differential equation ranges from − ∞ to ∞ then
that variable can be excluded with the help of complex Fourier transform.

Example 1: The temperature U in the semi-infinite rod 0 ≤ x < ∞ is determined by the

differential equation
∂U ∂2U
=k
∂t ∂x2
subject to the conditions
(i) U = 0 when t = 0 , x ≥ 0
∂U
(ii) = − µ (a constant) when x = 0 and t > 0 .
∂x
Making use of cosine transform, show that
 T-151

2µ ∞ cos px  2 
1 − e − kp t  dp .
U ( x, t) =
π ∫0 p2  
 ∂U 
Solution: Since   is given, so taking the Fourier cosine transform of both the
 ∂x  x = 0
sides, we have
∞ ∞ ∂2U
 2 ∂U  2
 
 π ∫0 ∂t
cos px dx = k  
 π ∫0 ∂x2
cos px dx

∞
∞
 2 d  2   ∂U 
or  
 π  dt ∫0 U cos px dx = k   
 π   ∂x
cos px
0
∞
 2 ∂U
+ kp  
 π ∫0 ∂x
sin px dx

d ~  2   ∂U   2 ∞
or (U c ) = − k   ⋅   + kp   (U sin px )0
dt  π   ∂x x = 0
  π 
∞
 2
− kp2  
 π ∫0 U cos px dx
∂U
if → 0 as x → ∞
∂x
~
dUc  2 ~
2
or =   ⋅ kµ − kp U c if U → 0 as x → ∞
dt  π
d ~ ~  2
or U c + kp2 U c =   kµ ,
dt  π
which is a linear differential equation of first order.
kp2 dt 2
I.F. = e ∫ = e kp t .
∴ its solution is
2 ~  2 2
e kp t
⋅ U c = A +   k µ e kp t dt
 π ∫
 2 µ 2
= A +   2 e kp t .
 π p
~
But when t = 0 ,Uc = 0 . [∵ U = 0 when t = 0 ]

 2 µ
∴ 0 = A+   2
 π p
µ  2
or A= − 2
⋅√  .
p  π
2 ~  2 µ  2 
∴ e kp t U c =   ⋅ 2  − 1 + e kp t 
 π p  
~  2 µ 2
or U c =   ⋅ 2 (1 − e − kp t ).
 π p

Applying the inverse Fourier cosine transform, we have

 T-152

∞ ~
 2
Uc =  
 π ∫0 U c cos px dp

2µ ∞ cos px  2 
⋅ 1 − e − kp t  dp .
or Uc =
π ∫0 p 2  

∂U ∂2U
Example 2: Solve =2 2
∂t ∂x
if U (0 , t) = 0 , U ( x, 0 ) = e − x , x > 0 , U ( x, t) is bounded where x > 0 , t > 0 . (Meerut 2013B)

Solution: Since U (0 , t) is given, so taking the Fourier sine transform of both the sides,
we have
∞ ∞ ∂2U
 2 ∂U  2
 
 π ∫0 ∂t
sin px dx = 2  
 π ∫0 ∂x2
sin px dx

∞ ∞
d  2  2   ∂U 
or
dt
 
 π ∫0 U sin px dx = 2   ⋅
 π   ∂x
sin px
0
∞
 2 ∂U
−2 p  
 π ∫0 ∂x
cos px dx

∂U
if → 0 as x → ∞ .
∂x
d ~  2 ∞  2 ∞
U s = − 2 p   (U cos px )0 − 2 p2  
or
dt  π   π ∫0 U sin px dx
if U → 0 as x → ∞
 2 ~
= 2 p   U (0 , t) − 2 p2 U s
 π
~
dUs ~  2
or + 2 p2 U s = 2 p   U (0 , t) = 0
dt  π
~ 2
whose solution is U s = Ae −2 p t
…(1)
−x
But U ( x, 0 ) = e .
~  2 ∞
e − x sin px dx
∴ when t = 0 , U s =  
 π ∫0
∞
−x
 2  e 
=    2
(− sin px − p cos px)
 π 1 + p
 0
p  2
=   .
1 + p2  π

∴ from (1) when t = 0

~ p  2
Us =   = A.
1 + p2  π
 T-153

~  2 p 2
Hence Us =   e −2 p t .
 π  1 + p2

Now applying the inverse Fourier sine transform, we have

2
2 ∞ pe −2 p t sin px
U ( x, t) =
π ∫0 1 + p2
dp .

Example 3: Using the Fourier sine transform, solve the partial differential equation
∂V ∂2V
= k 2 for x > 0 , t > 0 , under the boundary conditions V = V0 when x = 0 , t > 0 , and the
∂t ∂x
initial condition V = 0, when t = 0 , x > 0 .
Solution: Taking the Fourier sine transform of both the sides, we have

 2 ∞ ∂V  2 ∞ ∂2V
 
 π ∫0 ∂t
sin px dx = k  
 π ∫0 ∂x2
sin px dx

d  2 ∞ ~  2
V sin px dx = − kp2 V s + kp
or  
dt  π  ∫0   V (0 , t)
 π

[See Ex. 2.]

~
dV s ~  2
or + kp2 V s = kp   ⋅ V0 , [∵ V (0 , t) = V0 ]
dt  π
which is linear differential equation of first order.
kp2 dt 2
∴ I.F. = e ∫ = e kp t .
Hence its solution is
~ 2  2 kp2 t
V s e kp t
=c+  
 π ∫ kp V0 ⋅ e dt

~ 2  2 V 2
or V s e kp t
= c +   0 e kp t …(1)
 π p
~
But when t = 0 , V s = 0 . [∵ V = 0 when t = 0]

∴ from (1), we have

V0  2 V0  2
0=c+ ⋅   or c = − ⋅   .
p  π p  π
~ 2 V0  2  kp2 t
∴ from (1), V s ⋅ e kp t
=   (e − 1)
p  π
~  2  V0  − kp2 t 
or Vs =   1 − e .
 π p  

Now applying the inverse Fourier transform, we have

2
2 ∞ (1 − e − kp t )
V = ⋅ V0
π ∫0 p
sin px dp
 T-154

 2 
2V0 ∞ sin px ∞ e − kp t
or V =
π 

∫0 p
dp −
∫0 p
⋅ sin px dp

 
 2 
2V0 π ∞ e − kp t
=  −
π 2 ∫0 p
sin px dp

 
 2 
2 ∞ e − kp t
or V ( x, t) = V0 1 −
 π ∫0 p
sin px dp ⋅

 
Note: In terms of Error function or Complementary error function the solution may be
written as
 x   x 
V ( x, t) = V0 1 − erf  = V0 erf c   as shown below.
 2 √ (kt)  2 √ (kt)
We know that
∞ 2 2 √ π −β2 / α 2
x
e−α
∫0 cos 2βx dx =
2α
e .

Integrating both sides w.r.t. β from 0 to β, we have

∞ 2 2  β  √π β
x −β2 /α 2
e−α
∫0 
 ∫0 cos 2βx dβ dx = 2α ∫0 e dβ

∞ 2 2 1 √π β/α 2
x
e−α e − u du,
or
∫0 2x
sin 2βx dx =
2α
α
∫0
β
putting = u so that dβ = α du
α
∞ 2 2 sin 2βx π 2 β/ α 2
x
e−α e − u du
or
∫0 ⋅
x
dx = ⋅
2 √π ∫0
π
= erf (β / α) .
2
2 ∞ 2 sin px
e − kp t
∴
π ∫0 ⋅
p
dp

2 ∞ 2 sin 2 ux
e −4 ktu ⋅
=
π ∫0 u
du , putting p = 2 u so that dp = 2 du

2 π  x   x 
= ⋅ erf   = erf   .
π 2  2 √ (kt)  2 √ (kt)

Example 4: Use the method of Fourier transform to determine the displacement y ( x, t) of an

infinite string, given that the string is initially at rest and that the initial displacement is f ( x),
− ∞ < x < ∞ . Show that the solution can also be put in the form
1
y ( x, t) = [ f ( x + ct) + f ( x − ct)] . (Meerut 2006)
2
 T-155

Solution: Displacement of a string is governed by one dimensional wave equation

∂2 y ∂2 y
2
= c2 …(1)
∂t ∂x2
where y ( x, t) is the displacement at any time t.
− ∞ < x < ∞, t > 0
T
and c2 = ⋅
ρ
Taking the Fourier transform of both the sides of equation (1), we have
1 ∞ ∂2 y 1 ∞ ∂2 y
e ipx dx = c 2 e ipx dx
√ (2 π) ∫− ∞ ∂t 2 √ (2 π) ∫− ∞ ∂x2

d2 1 ∞
ye ipx dx = c 2 (− ip)2 ~
or 2
dt √ (2 π) ∫− ∞ y ( p, t)

d2 ~
y ( p, t)
or = − c 2 p2 ~
y ( p, t)
dt2
d2 ~
y ( p, t)
or + c 2 p2 ~
y ( p, t) = 0
dt2
whose solution is
~y ( p, t) = A cos cpt + B sin cpt. …(2)
Initially the string is at rest.
∂y
∴ = 0, at t = 0 .
∂t
1 ∞ ∂y d 1 ∞
⋅ e ipx dx = ye ipx dx
∴
√ (2 π) − ∞ ∂t ∫ dt √ (2 π) − ∞ ∫
d ~y ( p, t)
= = 0 , at t = 0 .
dt
∴ from (2), we have 0 = Bcp or B = 0 .
Also at t = 0, y = f ( x) .
1 ∞ ~
at t = 0 , ~ f (u) e ipu du = f ( p) .
∴ y ( p, 0 ) =
√ (2 π) ∫− ∞
~
∴ from (2), we have f ( p) = A .
~ ~
Hence y ( p, t) = f ( p) cos cpt.
Taking the inverse Fourier transform, we have
1 ∞ ~
f ( p) cos cpt e − ipx dp
y ( x, t) =
√ (2π) − ∞ ∫
1 ∞  ∞ 
f (u) e ipu du cos cpt e − ipx dp
=
2π ∫ − ∞ ∫ − ∞ 
 T-156

1 ∞  ∞ 
f (u) e ipu du (e icpt + e − icpt ) e − ipx dp
=
4π ∫− ∞ ∫− ∞ 
 
1 1 ∞  ∞  
f (u) e − iαudu (e − icαt + e icαt ) e iαx dα ,
= 
2 2π ∫− ∞ ∫− ∞ 
  
putting p = − α so that dp = − dα
1 1 ∞  ∞ 
f (u) e − iαu  e iα ( x + ct)dα du
= 
2 2π ∫− ∞ 
∫− ∞ 
1 ∞  ∞  
f (u) e − iαu  e iα ( x − ct) dα du
+
2π ∫− ∞ 
∫− ∞  
1
= [ f ( x + ct) + f ( x − ct)] .
2
(From Fourier integral formula, see article 4.3)
Example 5: If the flow of heat is linear so that the variation of θ (temperature) with z and y may
be neglected and if it is assumed that no heat is generated in the medium, then solve the differential
∂θ ∂2θ
equation = k 2 (one dimensional heat equation) where − ∞ < x < ∞ and θ = f ( x) where
∂t ∂x
t = 0, f ( x) being a given function of x.
Solution: Taking the Fourier transform of both the sides of the given equation, we have
1 ∞ ∂θ ipx 1 ∞ ∂2θ ipx
√ (2 π) ∫− ∞ ∂t
e dx = k
√ (2 π) ∫ − ∞ ∂x2 e dx

d 1 ∞ ~
θ ⋅ e ipx dx = k (− ip)2 θ
or
dt √ (2 π) ∫− ∞ [From article 4.20 (b)]

~ ~
where θ = θ ( p, t) is the Fourier transform of θ ( x, t)
d ~ ~
or θ = − kp2 θ
dt
whose solution is
~ 2
θ = A e − kp t
…(1)

Now at t = 0 , θ = f ( x) .
~ 1 ∞ ~
f ( x) e ipx dx = f ( p) .
∴ at t = 0, θ =
√ (2 π) ∫− ∞
~ ~
∴ from (1), at t = 0, θ = f ( p) = A ;
~ ~ 2
hence from (1), θ = f ( p) e − kp t .
Taking the inverse Fourier transform, we have
1 ∞ ~ 2
f ( p) e − kp t e − ipx dp
θ ( x, t) =
√ (2 π) − ∞ ∫
1 ∞ ~ 2
f ( p) e − kp t − ipx
or θ ( x, t) =
√ (2 π) ∫− ∞ dp.
 T-157

∂4V ∂2V
Example 6: Solve 4
+ = 0 , − ∞ < x < ∞, y ≥ 0
∂x ∂ y2

satisfying the conditions

(i) V and its partial derivatives tend to zero as x → ± ∞ and
∂V
(ii) V = f ( x), = 0 on y = 0 .
∂y

Solution: Taking the Fourier transform of both the sides, we have

1 ∞ ∂4V 1 ∞ ∂2V
e ipx dx + e ipx dx = 0
√ (2 π) ∫−∞ ∂x4 √ (2 π) ∫−∞ ∂ y2
∞
1  ∂3V ipx  ip ∞ ∂3V
e ipx dx
or 
√ (2 π)  ∂x3
⋅ e 
 −∞
−
√ (2 π) ∫ −∞ ∂x3
d2 1 ∞
ipx
+ 2
dy √ (2 π) ∫ −∞ V ⋅ e dx = 0 .

 2 ∞  ~
ip 
 ∂ V e ipx 
∞ ∂2V ipx d2
V
dx +
or −
√ (2 π)  ∂x2 
−∞
− ip
∫ −∞ ∂x2 e
 dy2
=0 ,
 
∂3V
since → 0 as x → ± ∞
∂x3
∞ ~
(ip)2  ∂V ipx  ∞ ∂V ipx  d2 V
or 
√ (2 π)  ∂x

e 
−∞
− ip
∫ −∞ ∂x
e dx +
 dy2
= 0,

∂2V
since → 0 as x → ± ∞
∂x2
~
(ip)3  ∞ ∞  d2 V
or − Ve ipx
( )− ∞ − ip∫ −∞ V e ipx
dx + =0
√ (2 π)   dy2
~
(ip)4 ∞
ipx d2 V
or
√ (2 π) ∫ −∞ V e dx +
dy2
=0

~
4
~ d2 V
or p V + =0
dy2
whose solution is
~
V = A cos p2 y + B sin p2 y. …(1)
∂V
Since on y = 0, V = f ( x) and = 0,
∂y
 T-158

∴ taking Fourier transform, we have

~ 1 ∞ ~
f ( x) e ipx dx = f ( p)
on y = 0, V =
√ (2 π) −∞ ∫
~
1 ∞ ∂V ipx dV
and
√ (2 π) ∫ −∞ ∂y
e dx = 0 i. e.,
dy
=0.

∴ from (1), we have

~
f ( p) = A
~
dV
and = 0 = Bp2 or B=0.
dy
∴ the solution (1) reduces to
~ ~
V = f ( p) cos p2 y.
∴ applying inversion theorem for Fourier transform, we have
1 ∞ ~
f ( p) cos ( p2 y) ⋅ e − ipx dp.
V =
√ (2 π) −∞ ∫
Example 7: Use a cosine transform to show that the steady temperature in the semi-infinite solid
y > 0 when the temperature on the surface y = 0 is kept at unity over the strip| x | < a and at zero
outside the strip, is
1  −1 a + x a − x
tan   + tan−1   ⋅
π  y   y 
∞ r
e − sx x −1 sin rx dx = tan−1
The result
∫0 s
, r > 0 , s > 0 , may be assumed.

Solution: Here the steady temperature U ( x, y) in the semi-infinite solid is governed by

two-dimensional Laplace equation
∂2U ∂2U
2
+ =0 …(1)
∂x ∂ y2
0 < y < ∞, − ∞ < x < ∞
subject to the conditions
U = 1, y = 0 − a< x< a
and U = 0, y = 0 when | x | <
| a.
Taking Fourier cosine transform of both sides of (1), we have
∞ ∂2U ∞ ∂2U
 2  2
 
 π ∫0 ∂x2
cos px dx +  
 π ∫0 ∂ y2
cos px dx = 0

∞ ~
 2   ∂U   2 ∞ d2 U c
or   
 π   ∂x
⋅ cos px + p  
0  π ∫0 sin px dx +
dy2
=0

 ∂U ∂U 
 → 0 as x → ∞ and → 0 as x → 0 . By symmetry
 ∂x ∂x 
 T-159

~
 2 ∞  2 ∞ d2 U c
p   [U sin px)] 0 − p2  
or
 π  π ∫0 U cos px dx +
dy2
=0

~
d2 U c ~
or 2
− p2 U c = 0 (if U → 0 as x → ∞)
dy
~
whose solution is U c = Ae py + Be − py. …(2)
~
Now as y → ∞, U c → 0 . ∴ A = 0 .
~
∴ U c = Be − py. …(3)

Also when y = 0 ,
~ a ∞
 2  2
Uc =  
 π ∫0 1⋅ cos px dx +  
 π ∫0 0 ⋅ cos px dx

a
 2   sin px 
=  
 π  p 
0

 2  sin pa
=   ⋅
 π p

 2  sin pa
∴ from (3),   = B.
 π p
~  2  sin pa − py
Hence U c =   ⋅e .
 π p

Taking the inverse Fourier cosine transform, we have

∞
 2  2  sin pa − py
U ( x, y) =  
 π ∫0  
 π p
e cos px dp

1 ∞ e − py
=
π ∫0 p
⋅ [sin (a + x) p + sin (a − x) p] dp

1 ∞ 1 ∞
e − py ⋅ p−1 sin (a + x) p dp + e − py ⋅ p−1 sin (a − x) p dp
=
π ∫0 π ∫0
1 −1  a + x   a − x
= tan   + tan−1  
π  y   y 
∞ r
e − sx x −1 sin rx dx = tan−1
assuming the result
∫0 s
,r>0 ,s>0 .

6.3 Application of Finite Fourier Transforms

In the problems in which the range of one of the variables is finite, finite Fourier
transforms are applied.
 T-160

6.4 Finite Fourier Transforms of Partial Derivatives

∂U
(a) The finite Fourier sine and cosine transforms of where U is a function of x and t for
∂x
0 < x < l, t > 0 .
We have
l pπx
 ∂U  ∂U
Fs  =
 ∂x  ∫0 ∂x sin l
dx

l l
 pπx  pπ pπx (Integrating by parts)
= U ( x, t) sin
 l  0
−
l ∫0 U cos l
dx

 ∂U  pπ
or Fs  =− Fc {U }
 ∂x  l
l pπx
 ∂U  ∂u
and Fc  =−
 ∂x  ∫0 ∂x cos l
dx

l l
 pπx  pπ pπx
= U ( x, t) cos
 
l 0
+
l ∫0 U sin l
dx

 ∂U  pπ
or Fc  = Fs {U } − {U (0 , t) − U (l, t) cos pπ} .
 ∂x  l
∂2U
(b) The finite Fourier sine and cosine transforms of where U is a function of x and t, for
∂x2
0 < x < l, t > 0 .
l
 ∂2U  l ∂2U pπx  ∂U pπx  pπ l ∂U pπx
Fs  2  =
 ∂x 
∫0 ∂x2 sin
l
dx = 
 ∂x
sin
l  0
−
l ∫0 ∂x cos l
dx

 l
pπ pπx  pπ l pπx 
=−
l
U cos
  l
 +
 0 l ∫0 U ⋅ sin
l
dx


pπ  pπ 
=− Fs {U } − {U (0 , t) − U (l, t)cos pπ}

l  l 

 ∂2U  p2 π2 pπ
or Fs  2  = − Fs (U ) + {U (0 , t) − U (l, t) cos pπ}
 ∂x  l l

l
 ∂2U  l ∂2U pπx  ∂U pπx  pπ l ∂U pπx
and Fc  2  =
 ∂x 
∫0 ∂x2 cos
l
dx = 
 ∂x
cos 
l 0
+
l ∫0 ∂x sin l
dx

pπ  ∂U 
= Fs   − {U x (0 , t) − U x (l, t) cos pπ}
l  ∂x 
 T-161

 ∂2U  p2 π2
or Fc  2  = − 2 Fc {U } − {U x (0 , t) − U x (l, t) cos pπ}
 ∂x  l

where U x denotes the partial derivative w.r.t. ‘x’.

6.5 Choice of Finite Sine or Cosine Transform

The choice of finite sine or cosine transform is decided by the form of the boundary
conditions.
∂2U
From the last article we see that for exclusion of from a differential equation, we
∂x2
require
U (0 , t) and U (l, t) in finite sine transform
and U x (0 , t) and U x (l, t) in finite cosine transform.

Example 8: Use finite Fourier transforms to solve

∂U ∂2U
= 2,
∂t ∂x
U (0 , t) = 0 , U (4, t) = 0 , U ( x, 0 ) = 2 x, where 0 < x < 4, t > 0 . Give the physical
interpretation of the problem. (Meerut 2013; Rohilkhand 14)

Solution: Taking the finite Fourier sine transform (with l = 4) of both sides of the given
partial differential equation, we have
4 ∂U pπx 4 ∂2U pπx
∫0 ∂t
sin
4
dx =
∫0 2
∂x
sin
4
dx

~
dUs p2 π2 ~ pπ
or = − 2 Us+ [U (0 , t) − U (4, t) cos pπ] [See article 6.4 (b)
dt 4 4
~
where U s is finite Fourier sine transform of U]
~
dUs p2 π2 ~
or =− Us
dt 16
~ 2 2
whose solution is U s = Ae − p π t /16
. …(1)
Since U ( x, 0 ) = 2 x, where 0 < x < 4 , taking finite Fourier sine transforms, we have
~ 4 pπx
at t = 0 , U s =
∫0 2 x ⋅ sin 4
dx

4
 4 pπx 4 4 pπx 
= − 2 x ⋅ cos +2⋅ ⋅ sin
 pπ 4 pπ pπ 4 0
 T-162

32 (− cos pπ) 32 { − (−1)p }

= = ⋅
pπ pπ
32 (− 1)p +1
∴ from (1), = A.
pπ
~ 32 (− 1)p +1 − tp2 π 2 /16
Hence Us = ⋅e .
pπ
Taking the inverse finite Fourier sine transform, we have
∞
2 32 (− 1)p + 1 − p2 π 2 t /16 pπx
U ( x, t) =
4 ∑ pπ
⋅e ⋅ sin
4
p =1
∞
16 (− 1)p + 1 − p2 π 2 t /16 pπx
=
π ∑ p
⋅e ⋅ sin
4
,
p =1

which is the required solution.

Physical Interpretation: Physically U ( x, t) represents the temperature at any point x
at any time t in solid bounded by the planes x = 0 and x = 4 (or a bar on the x-axis with
the ends x = 0 and x = 4, whose surface is insulated laterally). The conditions
U (0 , t) = 0 and U (4, t) = 0 imply that the ends are kept at zero temperature while
U ( x, 0 ) = 2 x implies that the initial temperature is a function of x.
Example 9: Use the finite cosine transform to solve
∂V ∂2V
= k 2 (one dimensional heat equation)
∂t ∂x
∂V
with the boundary conditions = 0, when x = 0 and x = π, t > 0 and the initial condition
∂x
V = f ( x) , when t = 0 , 0 < x < π . (Kanpur 2014)

Solution: Taking the finite Fourier cosine transform (with l = π) of both the sides of the
given equation, we have
π ∂V π ∂2V
∫0 ∂t
cos px dx = k
∫0 ∂x2
cos px dx

~
dV c ~
or = k [− p2 V c − {V x (0 , t) − V x (π, t) cos pπ}],
dt
~
where V c is finite Fourier cosine transform of V [See article 6.4 (b)]
~
dV c ~
or = − k p2 V c
dt
whose solution is
~ 2
V c = A e − kp t . …(1)
Now taking finite Fourier cosine transform of initial condition, we have
 T-163

~ π
at t = 0, V c =
∫0 f ( y) cos py dy .

π
∴ from (1), A =
∫0 f ( x) cos px dx .

~ 2 π
Hence V c = e − kp t
∫0 f ( y) cos py dy .

Taking the inverse finite Fourier cosine transform, we have

∞
1 ~ 2 ~
V ( x, t) =
π
V c (0 ) +
π ∑ V c ( p) cos px
p =1

π ∞ π
1 2  2 
=
π ∫0 f ( y) dy +
π ∑= e−kp t cos px. ∫0 f ( y) cos py dy ⋅

p 1

∂U ∂2U
Example 10: Solve = 2 , 0 < x < 6, t > 0
∂t ∂x
subject to the conditions
1, 0 < x < 3
U (0 , t) = 0 , U (6, t) = 0 , U ( x, 0 ) = 
0 , 3 < x < 6
and interpret physically. (Kanpur 2011)

Solution: Taking the finite Fourier sine transform (l = 6) of both the sides of the given
partial differential equation, we have
6 ∂U pπx 6 ∂2U pπx
∫0 ∂t
⋅ sin
6
dx =
∫0 ∂x 2
sin
6
dx

~
dUs p2 π2 ~ pπ
or = − 2 Us + [U (0 , t) − U (6, t) cos pπ]
dt 6 6
~
dUs p2 π2 ~
or =− U s,
dt 36
whose solution is
~ 2 2
U s = Ae − p π t /36
. …(1)

 1, 0 < x < 3
Now at t = 0, U = 
0 , 3 < x < 6.
~ 6 pπx
∴ at t = 0, U s =
∫0 U ⋅ sin 6
dx

3 pπx 6 pπx 6  pπ 
=
∫0 1⋅ sin 6
dx +
∫3 0 ⋅ sin 6
dx =
pπ
1 − cos
 2
.
 T-164

6  pπ 
∴ from (1), when t = 0 , 1 − cos  = A.
pπ  2
~ 6  pπ  − p2 π 2 t /36
Hence Us = 1 − cos  e .
pπ  2

Taking the inverse Fourier sine transform, we have

∞
2 6  pπ  − p2 π 2 t /36 pπx
U ( x, t) =
6
⋅ ∑ 1 − cos
pπ  2
 e sin
6
⋅
p =1
∞
2 1 pπ  − p2 π 2 t /36 pπx
=
π ∑ p
1 − cos
 2
 e

⋅ sin
6
⋅
p =1

Physical Interpretation: Physically U ( x, t) represents the temperature at any point x

at any time t in a bar with the ends x = 0 and x = 6 kept at zero temperature which is
insulated laterally. Initially the temperature in the half bar from x = 0 to x = 3 is
constant equal to 1 unit while the half bar from x = 3 to x = 6 is at zero temperature.
Example 11: Solve the boundary value problem
∂U ∂2U
= 2 , U (0 , t) = 1, U (π, t) = 3, U ( x, 0 ) = 1 ,
∂t ∂x
where 0 < x < π , t > 0 .
Give the physical interpretation of the problem.
Solution: Taking the finite Fourier sine transform (l = π) of both the sides of the given
differential equation, we have
π ∂U π ∂2U
∫0 ∂t
sin px dx =
∫0 ∂x2
⋅ sin px dx

~
dUs ~
or = − p2 U s + p [U (0 , t) − U (π, t) cos pπ]
dt
~
dUs ~
or = − p2 U s + p [1 − 3 cos pπ]
dt
~
dUs ~
or + p2 U s = p (1 − 3 cos pπ) …(1)
dt
which is a linear diff. equation of first order.
p2 dt 2
I. F. = e ∫ = ep t .
∴ solution of (1) is
~ 2
p2 t
U s⋅ ep t
= A+
∫ p (1 − 3 cos pπ) e dt

(1 − 3 cos pπ) p2 t
= A+ e
p
 T-165

~ 2 (1 − 3 cos pπ)
or U s = Ae − p t
+ ⋅ …(2)
p
Now when t = 0 , U = 1 .
Taking finite Fourier sine transform
~ π 1 ⋅ (1 − cos pπ)
Us =
∫0 1 ⋅ sin px dx =
p
⋅

1 ⋅ (1 − cos pπ) 1 − 3 cos pπ

∴ At t = 0, from (2), = A+
p p
2 cos pπ
or A= ⋅
p
Hence from (2),
~ 2 cos pπ − p2 t (1 − 3 cos pπ)
Us = e + ⋅
p p
Taking the inverse infinite Fourier sine transform, we have
∞
2 2 cos pπ − p2 t
U ( x, t) =
π ∑ p
⋅e sin px
p =1
∞
2 (1 − 3 cos pπ)
+
π ∑ p
⋅ sin px …(3)
p =1
π 1 − cos pπ
Now Fs {1} =
∫0 1 ⋅ sin px dx =
p
1 − (− 1)p
= ,( p = 1, 2,...)
p
π
and Fs { x} =
∫0 x ⋅ sin px dx

π
 x  π cos px
=  − cos px +
 p 0 ∫0 p
dx

π π
=− cos pπ = (− 1)p + 1.
p p
∞
2 1 − (− 1)p
∴ 1=
π ∑ p
sin px
p =1
∞ ∞
2 π (− 1)p +1 (− 1)p +1
and x=
π ∑ p
sin px = 2 ∑ p
sin px.
p =1 p =1
∞ ∞
2 (1 − 3 cos pπ) 2 1 − 3 (− 1)p
∴
π ∑ p
sin px =
π ∑ p
sin px
p =1 p =1
 T-166

∞ ∞
2 1 − (− 1)p 4 (− 1)p +1
=
π ∑ p
sin px +
π ∑ p
sin px
p =1 p =1
2
= 1+ x.
π
Hence from (3),
∞
4 cos pπ − p2 t 2x
U ( x, t) =
π ∑ p
e sin px + 1 +
π
⋅
p=
1

Example 12: Using finite Fourier transform, find the solution of the wave equation
∂2U ∂2U
=4 ,
∂t2 ∂x2
subject to the conditions
U (0 , t) = 0 , U (π, t) = 0 , U ( x, 0 ) = (0 ⋅1) sin x + (0 ⋅ 01) sin 4 x
and U t ( x, 0 ) = 0 for 0 < x < π, t > 0 . (Meerut 2007)

Solution: Taking the finite Fourier sine transform of both the sides of the given
equation, we have
π ∂2U π ∂2U
∫0 ∂t2
sin px dx = 4
∫0 ∂x2
sin px dx

~
d2 U s ~
or = − 4 p2 U s + 4 p [U (0 , t) − U (π, t) cos pπ]
dt2
~
d2 U s ~
or + 4 p2 U s = 0
dt2
whose solution is
~
U s = A cos 2 pt + B sin 2 pt. …(1)

Now at t = 0 , U = (0 ⋅ 1) sin x + (0 ⋅ 01) sin 4 x

∂U
and Ut = =0.
∂t
Taking finite sine transforms, we have
~ π
At t = 0, U s =
∫0 {(0 ⋅ 1) sin x + (0 ⋅ 01) sin 4 x} sin px dx
π π
= (0 ⋅ 1)
∫0 sin x ⋅ sin px dx + (0 ⋅ 01) ∫0 sin 4 x sin px dx
~
dUs
and =0.
dt
∴ from (1), we have
π π
(0 ⋅1)
∫0 sin x sin px dx + (0 ⋅ 01)∫0 sin 4 x sin px dx = A
 T-167
~
dUs
or = 0 = 2 Bp or B=0.
dt
Hence from (1),
~  π π 
U s = (0 ⋅ 1)
 0 ∫
sin x sin px dx + (0 ⋅ 01)
0 
∫
sin 4 x sin px dx cos 2 pt.

Taking the inverse finite Fourier sine transform, we have

∞ ~
2
U ( x, t) =
π ∑ U s ⋅ sin px
p =1
∞ π
2  
=
π
(0 ⋅ 1) ∑ ∫
0
sin π sin px dx cos 2 pt sin px
p =1  
∞ π
2  
+
π
(0 ⋅ 01) ∑=1  ∫0 sin 4 x sin px dx cos 2 pt sin px

p

2  π 
=
π
(0 ⋅ 1) 

∫0 sin x ⋅ sin x dx cos 2 t sin x


2  π 
+
π
(0 ⋅ 01) 

∫0 sin 4 x ⋅ sin 4 x dx cos 8 t sin 4 x

(Since the integrals in first summation are all zero if p ≠ 1
and the integrals in second summation are all zero if p ≠ 4)
or U ( x, t) = (0 ⋅ 1) cos 2 t sin x + (0 ⋅ 01) cos 8 t sin 4 x.

Comprehensive Exercise 1

∂U ∂2U
1. Solve = 2 , x > 0 , t > 0 subject to the conditions
∂t ∂x
 1, 0 < x < 1
(i) U = 0 , when x = 0 , t > 0 (ii) U =  when t = 0
0 , x ≥ 1
(iii) U ( x, t) is bounded.
2. If the function U ( x, y) is determined by the differential equation
∂U ∂2U
= for x ≥ 0, − ∞ < y < ∞ and U = f ( y) when x = 0,
∂x ∂ y2
1 ∞ ~ 2
f ( p) e − p x − ipydp
show that U ( x, y) =
2π − ∞ ∫
~
where f ( p) is the Fourier transform of f ( y).
[Hint: Replace k → 1, θ → U , t → x and x → y in Ex. 5]
 T-168

3. Use finite Fourier transform to solve

∂V ∂2V
= 2 , 0 < x < 6, t > 0 , V x (0 , t) = 0 , V x (6, t) = 0 , V ( x, 0 ) = 2 x .
∂t ∂x (Kanpur 2009)
∂2U ∂2U
4. Solve the boundary value problem =9 subject to the conditions
∂t2 ∂x2
U (0 , t) = 0 , U (2, t) = 0 , U ( x, 0 ) = (0 ⋅ 05) x (2 − x)
and U t ( x, 0 ) = 0 , where 0 < x < 2, t > 0 .
5. Find the steady temperature V ( x, y) in a long square bar of side π when one face
is kept at constant and the other faces at zero temperature. Also V ( x, y) is
bounded.
Or
Determine a function V ( x, y) which is harmonic in the open square,
0 < x < π, 0 < y < π, takes a constant value V0 on the edge y = π and vanishes on
the other edges of the square.
6. Determine the displacement U ( x, t) in a horizontal string stretched from origin
to the point (π, 0 ) when the motion is due to the weight of the string alone. The
string may be taken to be initially at rest in the position U = 0 .
[Hint: Here displacement is governed by
∂2U ∂2U
= c2
+ g, 0 < x < π, t > 0
∂t2 ∂x2
∂U
Conditions U = 0 = , at t = 0 and U = 0, when x = 0 or π.]
∂t

A nswers 1
2 ∞1− cos p − p2 t
1. U ( x, t) =
π ∫0 p
e sin px dp

∞ cos pπ − 1 − p2 π 2 t /36
24 pπx
π2 ∑ 
3. V ( x, t) = 6 +   e cos
p2  6
p =1 
∞
(1 ⋅ 6) 1 3 (2 n − 1) πt (2 n − 1) πx
4. U ( x, t) =
π 3 ∑
n =1
(2 n − 1)3
cos
2
sin
2
∞
4V0 sinh (2 n + 1) y sin (2 n + 1) x
5. V ( x, y) =
π ∑
n=0
(2 n + 1) sinh (2 n + 1) π
∞
2g 1
6. U ( x, t) = 2 ∑ 3
[1 − (− 1)p ] (1 − cos pat) sin px .
πc p =1
p

¨
 T-169

7
F ourier S eries

7.1 Some Important Results

he following results are useful in Fourier Series :
T
(i) sin nπ = 0 , cos nπ = (−1)n,
1 1
sin  n +  π = (− 1)n, cos  n +  π = 0 , where n ∈ I .
 2  2
(ii) ∫ uv = uv1 − u′ v3 + u′ ′ v2 − u′ ′ ′ v4 + … ,
du d2 u
where u′ = , u′ ′ = 2 , … and v1 = ∫ v dx , v2 = ∫ v1 dx, … .
dx dx
2π 2π
(iii) ∫0 sin nx dx = 0 . (iv) ∫0 cos nx dx = 0 .
2π 2π
(v) ∫0 sin2 nx dx = π. (vi) ∫0 cos2 nx dx = π.
2π 2π
(vii) ∫0 sin nx . sin mx dx = 0 . (viii) ∫ cos nx . cos mx dx = 0 .
0
2π 2π
(ix) ∫0 sin nx . cos mx dx = 0 . (x) ∫ sin nx . cos nx dx = 0 .
0
 T-170

7.2 Determination of Fourier Coefficients

(Euler’s Formulae)
The Fourier series is
a0
f ( x) = + a1 cos x + a2 cos 2 x + … + an cos nx + …
2
+ b1 sin x + b2 sin 2 x + … + bn sin nx + … …(1)
To find a0 . Integrating both sides of (1) from x = 0 to x = 2π, we have
2π a 2π 2π 2π
∫ 0 f ( x) dx = 20 ∫ 0 dx + a1 ∫ 0 cos x dx + a2 ∫ 0 cos 2 x dx + …
2π 2π 2π
+ an ∫ cos nx dx + … + b1 ∫0 sin x dx + b2 ∫0 sin 2 x dx
0
2π
+ … + bn ∫ sin nx dx + …
0
a0 2 π
dx,
2 ∫0
= [Other integrals vanish]
2π a
or ∫ 0 f ( x) dx = 20 2π.
1 2π
∴ a0 = ∫ f ( x) dx. .…(2)
π 0
To find an. Multiplying each side of (1) by cos nx and integrating from x = 0 to
x = 2π, we have
2π a 2π 2π
∫ 0 f ( x) cos nx dx = 20 ∫ 0 cos nx dx + a1 ∫ 0 cos x cos nx dx + …
2π 2π 2π
+ an ∫ cos2 nx dx … + b1 ∫0 sin xnx dx + b2 ∫0 sin 2 x cos nx dx + …
0
2π
= an ∫ cos2 nx dx [Other integrals vanish]
0
= an π.
1 2π
∴ an = ∫ f ( x) cos nx dx. …(3)
π 0
By taking n = 1, 2, … we get the values of a1, a2 , … .
To find bn. Multiplying each side of (1) by sin nx and integrating from x = 0 to x = 2π,
we have
2π a 2π 2π
∫ 0 f ( x) sin nx dx = 20 ∫ 0 sin nx dx + a1 ∫ 0 cos x sin nx dx + …
2π
+ an ∫ cos nx sin nx dx + …
0
2π 2π
+ b1 ∫0 sin x sin nx dx + … + bn ∫ sin2 nx dx + ...
0
2π
= bn ∫ sin2 nx dx [Other integrals vanish]
0

= bn π.
 T-171

1 2π
∴ bn = ∫0 f ( x) sin nx dx. …(4)
π
By taking n = 1, 2 , … we get the values of b1, b2 , …… .
1
Note. To get similar formula of a0 , has been written with a0 in Fourier series.
2
∞
If we write the Fourier series as f ( x) = a0 + Σ [an cos nx + bn sin nx],
n =1

then the values of constants is given as :

1 2π 1 2π 1 2π
a0 = ∫ f ( x) dx ; an = ∫ f ( x) cos nx dx and bn = ∫0 f ( x) sin nx dx .
2π 0 π 0 π

7.3 Fourier Series Expansion In The Interval α < x < α + 2 π

The Fourier series is
a ∞ ∞
f ( x) = 0 + Σ an cos nx + Σ bn sin nx. …(1)
2 n =1 n =1

To find a0 . Integrating both sides of (1) from x = α to x = α + 2 π, we have

2π + α a 2π + α 2π + α  ∞ 
∫α f ( x) dx = 0 ∫ dx + ∫  Σ an cos nx dx
2 α α
 n =1 
2π + α  ∞ 
+ ∫α  Σ bn sin nx dx
 n = 1 
a0
= ⋅ 2π + 0 + 0.
2
1 2π + α
∴ a0 = ∫ f ( x) dx .
π α
To find an. Multiplying both sides of (1) by cos nx and then integrating from x = α
to x = α + 2 π , we have
2π + α α 2π + α 2π + α  ∞ 
∫α f ( x) cos nx dx = 0 ∫ cos nx dx + ∫  Σ an cos nx cos nx dx
2 α α  n =1 
2π + α  ∞ 
+ ∫α  Σ bn sin nx cos nx dx
 n =1 
= 0 + π an + 0 .
1 2π + α
∴ an = ∫ f ( x) cos nx dx .
π α
1 2π + α
Similarly bn = ∫ f ( x) sin nx dx.
π α
Note 1. Putting α = 0, the interval becomes 0 < x < 2 π and
1 2π 1 2π 1 2π
a0 = ∫ f ( x) dx, an = ∫ f ( x) cos nx dx and bn = ∫0 f ( x) sin nx dx.
π 0 π 0 π
Note 2. Putting α = − π, the interval becomes − π < x < π and
1 π 1 π 1 π
a0 = ∫ f ( x) dx, an = ∫ f ( x) cos nx dx and bn = ∫−π f ( x) sin nx dx.
π − π π − π π
 T-172

7.4 Fourier Series For Discontinuous Functions

 f1 ( x), α < x < x0
Let the function f ( x) be defined by f ( x) = 
 f2 ( x), x0 < x < α + 2 π,
in the interval (α, α + 2 π). Here x0 is the point of discontinuity.
The Fourier series for f ( x) in such cases is obtained in the usual way. The values of
a0 , an , bn are given by
1  x0 α + 2π 
a0 = ∫ f1 ( x) dx + ∫ f2 ( x) dx ;
π  α x0

1  x0 α + 2π 
an = f1 ( x) cos nx dx + ∫ f2 ( x) cos nx dx ;
π ∫ α x0 
1  x0 α + 2π 
bn = f1 ( x) sin nx dx + f2 ( x) sin n x dx .
π ∫ α ∫ x0 

At the point of discontinuity, x = α, the Fourier series gives the value of f ( x) as the
arithmetic mean of left and right limits.
1
∴ At x = α, f ( x) = [ f (α − 0 ) + f (α + 0 ) ].
2

Example 1: Find a Fourier series to represent x − x2 from x = − π to x = π .

1 1 1 1 π2
Deduce that − + − +…= ⋅
12 22 32 42 12
Solution: The Fourier series for f ( x) in (− π, π) is
∞ ∞
f ( x) = a0 + Σ an cos nx + Σ bn sin nx.
n =1 n =1
π
1 π 1  x2 x3  π2
Here a0 = ∫− π ( x − x2 ) dx =  −  =− ;
2π 2π 2 3 3
−π
1 π
an = ∫− π ( x − x2 ) cos nx dx
π
π
1 sin nx  cos nx   sin nx  
=( x − x2 ) − (1 − 2 x)  −  + ( − 2)  − 
π n  n2   n3   − π

− 4 (−1)n
= ; [ ∵ cos nπ = (−1)n ]
n2
1 π
and bn = ∫ ( x − x2 ) sin nx dx
π −π
π
1  cos n x   sin nx   cos nx  
= ( x − x2 )  −  − (1 − 2 x)  −  + (− 2 )  
π  n   n2   n3   − π

= − 2 (−1)n / n.
 T-173

∴ The required Fourier series is

π2 cos x cos 2 x cos 3 x cos 4 x 
x − x2 = − +4 − + − +…
3  12 2 2
32
42 
sin x sin 2 x sin 3 x sin 4 x 
+2 − + − + … ⋅ …(1)
 1 2 3 4 
Deduction: Putting x = 0 in (1), we get
π2 1 1 1 1 1 1 1 1 π2
0=− + 4  2 − 2 + 2 − 2 + … or 2
− 2
+ 2
− 2
+…= ⋅
3 1 2 3 4  1 2 3 4 12
Example 2: Find the Fourier series expansion for f ( x), if
− π , − π < x < 0 1 1 1 π2
f ( x) =  Deduce that 2 + 2 + 2 + … = ⋅
 x, 0< x< π. 1 3 5 8
Solution: The Fourier series of f ( x) in (− π, π) is
∞ ∞
f ( x) = a0 + Σ an cos nx + Σ bn sin nx.
n =1 n =1
1 π 1  0 π
Then a0 = ∫−π f ( x) dx = (− π) dx + ∫ x dx 
2π 2 π ∫ − π 0 
π
1 0  x2   1   π2   π
= − π ( x )− π +    = −  π2 +  = − ;
π  2  0  π   2   2
 
1 π 1 0 π
an = ∫ f ( x) cos nx dx = ∫ (− π) cos nx dx + ∫ x cos nx dx
π −π π  − π 0 
0 π
1  sin nx   x sin nx cos nx  
=  −π  + +  
π

 n −π  n n2  0 
1 1 1 1
= 0 + 2 cos nπ − 2  = (cos nπ − 1) ;
π  n 
n  π n2
1 π 1 0 π
and bn = ∫−π f ( x) sin nx dx = (− π) sin nx dx + x sin nx dx
π π ∫ − π ∫0 
0 π
1   π cos nx   cos nx sin nx  
=    + − +  
π 

n −π  n n2  0 
1 π π 1
=  (0 − cos nπ) − cos nπ = (1 − 2 cos nπ).
π  n n  n
∴ The required Fourier series is
π 2 cos 3 x cos 5 x 
f ( x) = − − cos x + + + …
4 π 32 52 
2 sin 2 x 3 sin 3 x sin 4 x
+ 3 sin x − + − + ... …(1)
 2 3 4 
Deduction: Putting x = 0 in (1), we get
π 2 1 1
f (0 ) = − − 1 + 2 + 2 + … ∞ ⋅ …(2)
4 π 3 5 
But f ( x) is discontinuous at x = 0, and we have f (0 − 0 ) = − π and f (0 + 0 ) = 0 .
1
∴ f (0 ) = [ f (0 − 0 ) + f (0 + 0 )] = − (π / 2)
2 …(3)
 T-174

Hence from (2) and (3), we have

π π 2 1 1 1 1 1 1 π2
− = − −  2 + 2 + 2 + … or + + + … = ⋅
2 4 π 1 3 5  12 32 52 8
 π − x
Example 3: Obtain the Fourier series of f ( x) =   in the interval (0 , 2π) and hence deduce
 2 
π 1 1 1
= 1− + − + …
4 3 5 7
Solution: The Fourier series for f ( x) in (0 , 2π) is
∞ ∞
f ( x) = a0 + Σ an cos nx + Σ bn sin nx
n =1 n =1
1 2π 1 2π π − x
Here a0 = ∫0 f ( x) dx = ∫0   dx
π π  2 
2π
1  x2  1
= πx −  = [2 π2 − 2 π2 ] = 0 ;
2π  2 2π
0
1 2π 1 2π
an = ∫ f ( x) cos nx dx = (π − x) cos nx dx
π 0 2 π ∫0
2π
 1 sin nx  − cos nx 
= (π − x) n − (− 1)  n2  = 0;
2π 0
1 2π 1 2π
bn = ∫ f ( x) sin nx dx = (π − x) sin nx dx
π 0 2 π ∫0
2π
1  cos nx sin nx  1
= − (π − x) − = ⋅
2π  n 2
n 0  n
π−x ∞ 1 1 1
∴ f ( x) = =0 +0 + Σ sin nx = sin x + sin 2 x + sin 3 x + … ...(1)
2 n =1 n 2 3
π π 1 1 1
Deduction: Putting x = in (1), we get = 1 − + − + …
2 4 3 5 7

Comprehensive Exercise 1

1. Find a series of sines and cosines of multiples of x which will represent

π
e x in the interval − π < x < π.
2 sinh π
2. Find the Fourier series of the function defined as
 x+π ; 0≤ x≤ π
f ( x) =  and f ( x + 2π) = f ( x).
 − x − π ; − π≤ x<0
3. Obtain the Fourier series for f ( x) = e − x in the interval 0 < x < 2 π.
4. Find the Fourier series of the function
 − 1 for − π < x < − π / 2

f ( x) =  0 for − π / 2 < x < π / 2
 + 1 for π / 2 < x < π.

 T-175

A nswers
π 1 1 1 1 1
1. e x = −  cos x − cos 2 x + cos 3 x − cos 4 x + ...
2 sinh π 2  2 2 10 17 
1 2 3 4
+  sin x − sin 2 x + sin 3 x − sin 4 x +...
2 5 10 17 
π 4 cos x cos 3 x sin x sin 3 x
2. f ( x) = −  2 + +... + 4  + +. ..
2 π 1 32   1 3 
−2 π
1− e 1  1 1 1
3. e− x =  +  cos x + cos 2 x + cos 3 x +...
π 2 2 5 10 
1 2 3 
+  sin x + sin 2 x + sin 3 x + ... 
2 5 10  
1 2 
4. f ( x) = 2 sin x − 2 sin 2 x + sin 3 x + … .
π  3 

7.5 Change of Period

Generally in engineering problems, the period of the given function is not always 2π but
is T or 2c. To use the formula of an and bn this period must be converted to the length 2π.
The independent variable x is also to be changed proportionally.
Let the function f ( x) be defined in the interval (0 , 2c ).
∵ 2c is the interval for the variable x.
2 πx πx
∴ 2π is the interval for the variable = = ⋅
2c c
πx zc
Putting z = or x = , the function f ( x) of period 2c is transformed to the
c π
cz
function f   or F (z ) of period 2π.
 π
Now F (z ) can be expanded in the Fourier series as
cz a
F (z ) = f   = 0 + a1 cos z + a2 cos 2 z + … + b1 sin z + b2 sin 2 z + …
 π 2
1 2π 1 2π cz
where a0 = ∫0 F (z ) dz = ∫0 f   dz
π π π
1 2c π 1 2c  π x
= ∫ f ( x) dx = ∫ f ( x) dx ; Putting z =
π 0 c c 0  c 
1 2π 1 2π cz
an = ∫0 F (z ) cos nz dz = ∫0 f   cos nx dz
π π π
1 2c nπx π 1 2π nπx Putting z = πx 
= ∫0 f ( x) cos dx = ∫ f ( x) cos dx.
π c c c 0 c  c 
 T-176
1 2c nπx
Similarly, bn = ∫ f ( x) sin dx.
c 0 c

 π x, 0 ≤ x ≤1
Example 4: Obtain Fourier Series for the function f ( x) = 
 π(2 − x), 1 ≤ x ≤ 2.
2
π 1 1 1
Deduce that = + + + ….
8 12 32 52
Solution: Here the function is defined in the interval (0 , 2). Let
a ∞
f ( x) = 0 + Σ (an cos n π x + bn sin nπx) . …(1)
2 n =1
1 2c
Then, we have a0 = f ( x) dx , where c = 1
c ∫0
1 2 1 2
f ( x) dx = πx dx + π (2 − x) dx
1 ∫0 ∫0 ∫1
=
1 2
 x2   x2  π π
= π   + π 2 x −  = + = π;
 2 0  2
1
2 2
1 2c nπ x 1 2
an = ∫ f ( x) cos dx = ∫ f ( x) cos nπ x dx
c 0 c 1 0
1 2
= ∫0 π x cos nπ x dx + ∫1 π (2 − x) cos nπ x dx

1 2
 sin nπx cos nπx   sin nπx cos nπx 
= π x + 2 
+ π − (2 − x) − 
 nπ (nπ) 0  nπ (nπ)2 1

cos nπ 1   1 cos nπ  2 cos nπ 1

=π − 2
+ π − + 2 
= − 2
2 2 
(nπ)  π  n 2
n 
 (nπ) (nπ)   (nπ)
 − 4 , if n is odd

=  π n2
 0 , if n is even ;

1 2c nπ x 1 2
and bn = ∫ f ( x) sin dx = ∫ f ( x) sin nπ x dx
c 0 c 1 0
1 2
=π ∫0 x sin nπ x dx + π ∫ (2 − x) sin nπ x dx
0
1 2
  − cos nπ x  sin nπx    cos nπx  sin nπx 
= π x   + 2 
+ π (2 − x)  −  − 

 nπ  (nπ) 0 
 nπ  (nπ)2 1
cos nπ cos nπ
=− + = 0.
n n
Putting these values of a0 , an , bn in (1), we get the required Fourier series as
π 4 cos π x cos 3 πx cos (5 πx) 
f ( x) = − + + + ... …(2)
2 π  12 32
52 
 T-177

Deduction: Putting x = 0 in (2), we get

π 4 1 1 1 π 4 1 1 1
f (0 ) = −  2 + 2 + 2 + … or 0 = −  2 + 2 + 2 + ...
2 π 1 3 5  2 π 1 3 5 
π 4 1 1 1 π2 1 1 1
or = + + + … or = + + +…
2 π 12 32 5 2
 8 12 32 52
Example 5: Find the Fourier series corresponding to the function f ( x) defined in (−2 , 2) as
follows
 2 , if − 2 ≤ x ≤ 0
f ( x) = 
 x, if 0 < x < 2 .
Solution: Here the interval is (−2, 2) and l = 2.
a ∞ nπ x n π x

Let f ( x) = 0 + Σ an cos + bn sin ⋅
2 n = 1  l l 
1 l 1 0 2
Then a0 = ∫ f ( x) dx = ∫ 2 dx + ∫ x dx 
l −l 
2  −2 0 
2
1  x2   1
(2 x)0−2 +    = [4 + 2] = 3 ;
=
2  2 0 2
 
1 l  nπx 
an = ∫ ƒ( x) cos   dx
l −l  l 
1 0 nπx 2 nπx
= ∫ 2 cos dx + ∫ x cos dx 
2 −2 l 2 0 2 
 0 2
1 4  n π x  2 nπx 4 nπx  
=   sin  +  x sin + cos 
2  nπ  2  −2  nπ 2 n2 π2 2  
0

1 4 4  2
=  2 2 cos nπ − 2 2  = 2 2 [(−1)n − 1]
2 n π n π  n π
− 4
 , when n is odd
=  n2 π2
 0 , when n is even;

1 l nπx 1 0 nπx 1 2 nπx
bn = ∫ f ( x) sin dx = ∫ 2 sin dx + ∫ x sin dx
l − l l 2 − 2 2 2 0 2
0  2
1  2 nπx   1  2 nπx  4 nπx 
= 2  − cos  + x − cos  + (1) 2 2 sin 
2   nπ 2  2   nπ 2  n π 2 
−2  0

= − 4 + 4 cos nπ + 1 − 4 cos nπ + 4 sin nπ = 1 − 4  = − 2 .

1
 nπ nπ
2  2  nπ n2 π2
  
  2  nπ  nπ
∴ The required Fourier series is
a πx 2 πx 3 πx
f ( x) = 0 + a1 cos + a2 cos + a3 cos +…
2 l l l
πx 2 πx 3 πx
+ b1 sin + b2 sin + b3 sin +…
l l l
 T-178

3 4 1 πx 1 3 πx 2 1 sin πx + 1 sin 2 πx + 1 sin 3 πx +... .

= − 2  2 cos + 2 cos + … −  
2 π 1 2 3 2  π 1 2 2 2 3 2 

Comprehensive Exercise 2

l l ∞1 2 nπx
1. Prove that − x = Σ sin , 0 < x < l.
2 π 1 n l
1 + 2 x , − 1 < x < 0
 l
2. Obtain Fourier series of the function F ( x) = 
2x
 1− , 0 < x < l.
 l
 x + 1 for − 1 < x < 0 ,
3. Given f ( x) = 
 x − 1 for 0 < x < 1.
Expand f into a Fourier series on (− 1, 1).
4. Obtain the Fourier series expansion of the periodic function of period 1
 1 + x, − 1 < x ≤ 0

f ( x) =  2 2
1 1
 − x, 0 < x < .
2 2
0 , 0 < x < c
5. Given f ( x) =  ; expand f ( x) in a Fourier series of period 2c.
1, c < x < 2 c

A nswers 2
8 1 πx 1 3 πx 1 5 πx
2. F ( x) = 2  2
cos + 2 cos + 2 cos + ...
π l l 3 l 5 l 
2 1 1 1
3. f ( x) = −  sin πx + sin 2 πx + sin 3 πx + …
π 1 2 3 
1 2 cos 2 πx cos 6 πx cos 10 πx 
4. f ( x) = + 2 + + +…
4 π  12 32 52 
1 2 1 sin πx + 1 sin 3 πx + …
5. f ( x) = −  
2 π 1 c 3 c 

7.6 Fourier Series Expansion of An Even or an Odd

Function in ( − π, π)
A function f ( x) is called an even (symmetric) function if f (− x) = f ( x).
The area under such a curve from − π to π is double the area from 0 to π.
π π
∴ ∫ −π f ( x) dx = 2 ∫ f ( x) dx .
0
 T-179

A function f ( x) is called an odd (or skew

symmetric) function if f (− x) = − f ( x).
Here the area under the curve from − π to π is
zero.
π
∴ ∫ −π f ( x) dx = 0 .

Expansion Of An Even Function

In ( − π, π ) :
Here
1 π 2 π
a0 = ∫ f ( x) dx = ∫ f ( x) dx .
π −π π 0
As f ( x) and cos nx are both even functions,
therefore the product of f ( x) . cos nx is also
an even function.
1 π
∴ an = ∫ f ( x) cos nx dx
π −π
2 π
= ∫ f ( x) cos nx dx.
π 0
As sin nx is an odd function so f ( x) . sin nx is
also an odd function. We need not to calculate bn. It saves our labour a lot.
1 π
∴ bn = ∫ f ( x) sin nx dx = 0 .
π −π
Thus the series of the even function will contain only cos terms.
Expansion Of An Odd Function In ( − π, π ) :
1 π
Here a0 = ∫ f ( x) dx = 0 ;
π −π
1 π
an = ∫ f ( x) cos nx dx = 0 [ ∵ f ( x) . cos nx is an odd function]
π −π
1 π 2 π
and bn = ∫ f ( x) sin nx dx = ∫ f ( x) sin nx dx
π −π π 0
[ ∵ f ( x) . sin nx is an even function]
Thus the series of the odd function will contain only sin terms.

Example 6: Obtain Fourier’s series for the expansion of f ( x) = x sin x in the interval
− π < x < π. Hence deduce that
π −2 1 1 1
= − + − …⋅
4 1. 3 3 . 5 5 . 7
Solution: Here f ( x) = x sin x being an even function of x. The Fourier series is
∞
ƒ( x) = a0 + Σ an cos nx
n =1
 T-180

1 π 2 ∞ π
ƒ( x) = ∫0 ƒ(u) du + Σ cos n x ∫0 ƒ(u) cos nu du,
π π n =1

where ƒ(u) = u sin u.

π π
Now ∫0 u sin u du = [− u cos u + sin u]0 = π
π 1 π
and ∫0 u sin u cos nu du = ∫0 u [ sin (n + 1)u − sin (n − 1)u] du
2
π π
1  − u cos (n + 1)u sin (n + 1)u 1  u cos (n − 1)u sin (n − 1)u
=  + 2  − − + 
2 n +1 (n + 1)  0 2  n −1 (n − 1)2  0

π cos (n − 1)π cos (n + 1)π  π  cos nπ cos nπ 

=  −  = − + 
2 n −1 n +1  2  n −1 n +1 
π cos nπ
= , when n > 1.
1 − n2
When n = 1, we have
π
π 1 π 1  u cos 2 u sin 2 u π
∫0 u sin u cos u du = ∫0 u sin 2 u du = − + =− ⋅
2 2  2 4  0 4
2 π ∞ π cos nπ 
∴ x sin x = 1 +  − cos x + Σ 2
cos nx
π 4 n=2 1− n 
 1 1 1 1 
= 1 + 2 − cos x − cos 2 x + cos 3 x − cos 4 x + …
 4 1 . 3 2. 4 3 . 5 
1
Deduction: Putting x = π, we get
2
π  1 1 1  π 1 1 1 1
= 1+ 2  − + − … or = + − + −…
2 1 . 3 3 ⋅ 5 5 . 7  4 2 1. 3 3 . 5 5 . 7
π −2 1 1 1
or = − + − ….
4 1. 3 3 . 5 5 . 7

Example 7: Obtain Fourier Series of the function

 x, − π< x<0
f ( x) = 
 − x, 0 < x < π.
 x, − π< x<0  − x, π> x>0
Solution: We have f ( x) =  and f (− x) = 
 − x, 0< x< π  x, 0 > x > − π.

Thus f ( x) is an even fucntion in (− π , π) and so bn = 0.

∞
The Fourier series in this case is f ( x) = a0 + Σ an cos n x.
n =1
π
1 π 1 π 1  x2  1  π2  π
Here a0 = ∫0 f ( x) dx = ∫0 − x dx = −   =−  =− ;
π π π 2  π 2  2
0
π
2 π 2 π 2  sin nx cos nx 
an = ∫0 f ( x) cos nx dx = ∫0 − x cos nx dx = − x +
π π π  n n2  0
 T-181

2  (− 1)n 1  2 0 , n is even
=−  2 − 2 = 2
[ 1 − (− 1)n ] =  2
π n n  πn 4 / πn , n is odd ⋅
π 4 cos x cos 3 x cos 5 x 
∴ The required series is f ( x) = − + + + +...
2 π  12 32 52 

Example 8: A periodic function of period 4 is defined as

f ( x) = | x |, − 2 < x < 2. Obtain its Fourier series expansion.
Solution: We have
| x |, − 2 < x < 2

f ( x) =  x, 0< x<2
 − x, 2 < x < 0 .

Here f ( x) is an even function in the
interval (–2, 2) and so bn = 0.
The Fourier series in this case is
a ∞
f ( x) = 0 + Σ an cos nx.
2 n =1
1 c 1 2 1 0
Here a0 = ∫ f ( x) dx = ∫ x dx + ∫ −2 (− x) dx
c − c 2 0 2
2 0
1  x2  1  − x2  1 1
=   +   = (4 − 0 ) + (0 + 4) = 2 ;
2 2 2 2  4 4
0 −2
1 c nπ x 1 2 nπ x 1 0 nπ x
an = ∫ f ( x) cos dx = ∫ x cos dx + ∫ (− x) cos dx
c −c c 2 0 2 2 −2 2
2
1  2 nπx   4 nπx  
=  x sin  − (1)  − 2 2 cos  
2   nπ 2   n π 2  
0
0
1   2 nπx   4  nπx 
+
2 (− x)  nπ sin 2  − (− 1)  − n2 π2  cos 2 
  −2
1 4 4 1 4 4
= 0 + 2 2 (− 1)n − 2 2  +  0 − 2 2 + 2 2 (− 1)n 
2  n π n π  2  n π n π 
1 4 4
= [(− 1)n − 1 − 1 + (− 1)n ] = 2 2 [ (− 1)n − 1 ]
2 n2 π2 n π
 − 8 , if n is odd
=  n2 π2
 0 , if n is even.
a πx 2 πx
∴ The required Fourier series is f ( x) = 0 + a1 cos + a2 cos +…
2 c c
cos πx cos
3 πx
cos
5 πx 
8  2 2 2 
= 1− 2  2 + 2
+ 2
+… .
π 1 3 5
 
 
 T-182

Comprehensive Exercise 3

1. Obtain Fourier series for the function f ( x) given by

1 + (2 x / π), − π ≤ x ≤ 0 1 1 1 π2
f ( x) =  . Deduce that 2 + 2 + 2 + … = ⋅
1 − (2 x / π), 0 ≤ x ≤ π. 1 3 5 8
2. Find the Fourier series expansion of the periodic function of period 2 π
f ( x) = x2 , − π ≤ x ≤ π .
1 1 1 1
Hence, find the sum of the series 2 − 2 + 2 − 2 + …
1 2 3 4
3. Obtain a Fourier expression for f ( x) = x3 for − π < x < π.
4. Find the Fourier Series expansion for the function
f ( x) = x cos x, − π < x < π.

A nswers 3
8 cos x cos 3 x cos 5 x 
1. f ( x) = + + +... .
π2  12 32 52 

π2 ∞ cos nx π2
2. x2 = + 4 Σ (− 1)n ; ⋅
3 n =1 n2 12
  π2 6  π2 6  π2 6 
3. x3 = 2 −  − + 3  sin x +  − + 3  sin 2 x −  − + 3  sin 3 x …
  1 1   2 2   3 3  
1 4 sin 2 x 6 sin 3 x
4. x cos x = − sin x + 2 − 2 +…
2 2 −1 3 −1

7.7 Half Range Fourier Cosine and Sine Series

[Interval ( 0, T )]
For the interval (0 , T ) the Half Range Fourier Cosine Series is
a πx 2 πx nπ x
f ( x) = 0 + a1 cos + a2 cos + … + an cos +…
2 T T T
2 T 2 T nπx
where a0 = ∫ f ( x) dx, an = ∫ f ( x) cos dx.
T 0 T 0 T
Thus when f ( x) is an even function with period T , we have
a ∞ nπx
f ( x) = 0 + Σ an cos ,
2 n =1 T
2 T 2 T nπx
where a0 = ∫0 f ( x) dx, an = ∫0 f ( x) cos dx .
T T T
In this case bn = 0.
 T-183

Again for the interval (0 , T ) the Half Range Fourier sine series is
πx 2 πx nπx
f ( x) = b1 sin + b2 sin + … + bn sin + …,
T T T
2 T nπx
where bn = f ( x) sin dx.
T ∫0 T
Thus when f ( x) is an odd function with period T , we have
∞ nπx 2 T nπx
f ( x) = Σ bn sin , where bn = ∫0 f ( x) sin dx.
n =1 T T T
In this case a0 = 0 = an .
Remark: While expanding a function in (0 , T ) as a series of sines or cosines, we only
see if it is an odd or even function of period 2T . It makes no matter if the function is
odd or even or neither.

Example 9: Find the Fourier half-range cosine series of the function

 2 t, 0 < t <1
f (t) = 
2 (2 − t), 1 < t < 2.
Solution: The Fourier half range cosine series in interval (0 , T ) is
a πt 2 πt 3 πt
ƒ(t) = 0 + a1 cos + a2 cos + a3 cos +… …(1)
2 T T T
Here T = 2 . We have
2 T 2 1 2 2
a0 = ƒ(t) dt = 2 t dt + 2(2 − t ) dt
T ∫0 2 ∫0 2 ∫1
2
1   t2   2
= [ ]
t2
0
[
+ 2 2 t −   = 1 + (4 t − t2 )
  2  
]1 = 1 + (8 − 4 − 4 + 1) = 2 ,
1
2 T nπt 2 1 nπt 2 2 nπt
an = ∫0 ƒ(t) cos dt = ∫0 2 t cos dt + ∫1 2(2 − t) cos dt
T T 2 2 2 2
1
 2 nπt   4 nπt  
= 2 t  sin  − (2)  − 2 2 cos 
  nπ 2   n π 2   0

 2
2 nπt   4 nπt  
+ (4 − 2 t)  sin  − (−2)  − 2 2 cos 
  nπ 2   n π 2  1
4 nπ 8 nπ 8 
=  sin + 2 2 cos − 2 2
 nπ 2 n π 2 n π 
8 4 nπ 8 nπ 
+ 0 − 2 2 cos nπ − sin + 2 2 cos
 n π nπ 2 n π 2 
8 nπ 8 8 8 cos nπ
= 2 2
cos − 2 2 − 2 2 cos nπ + 2 2
n π 2 n π n π n π 2
 T-184

8 2 cos nπ − 1 − cos nπ

= 2 2
n π  2 
8 ∞ 1  nπ nπt
∴ f ( x) = 1 + Σ 2 cos − 1 − cos nπ cos
π2 n = 1 n2  2  2

Example 10: (i) Express f ( x) = x as a half-range sine series in 0 < x < 2 .

(ii) Express f ( x) = x as a half-range cosine series in 0 < x < 2.
Solution: (i) The Fourier sine series for f ( x) in (0, 2) is
∞ nπx 2 2 nπx 2 nπx
f ( x) = Σ bn sin where bn = ∫0 f ( x) sin dx = ∫0 x sin dx
n =1 2 2 2 2
2
2x nπx 4 nπx  4 (−1)n
= − cos + 2 2 sin =− ⋅
 nπ 2 n π 2  0 nπ
∴ b1 = 4 / π, b2 = − 4 / 2 π, b3 = 4 / 3 π, b4 = − 4 / 4 π , etc.
Hence, the required half-range Fourier sine series for f ( x) in (0, 2) is
4 πx 1 2 πx 1 3 πx 1 4 πx 
f ( x) = sin − sin + sin − sin +… .

π 2 2 2 3 2 4 2 
(ii) The Fourier cosine series for f ( x) in (0, 2) is
a ∞ nπx
f ( x) = 0 + Σ an cos
2 n =1 2
2 2 2 2 2 nπx
where a0 = ∫ f ( x) dx = ∫ x dx = 2 and an = ∫0 f ( x) cos dx
2 0 0 2 2
2
2 nπx 2 x nπx 4 n π x 4
= ∫0 x cos dx = sin + 2 2 cos = 2 2 [(−1)n − 1] .
2  nπ 2 n π 2 
0 n π

∴ a1 = − 8 / π2 , a2 = 0 , a3 = − 8 / 32 π2 , a4 = 0 , a5 = − 8 / 52 π2 , etc.
Hence, the required half-range Fourier series for f ( x) in (0, 2) is
8 cos πx /2 cos 3 πx /2 cos 5 πx /2 
f ( x) = 1 − 2 + + +…

π  1 2
3 2
5 2 

Comprehensive Exercise 4

1. Find Fourier half-range even expansion of the function,

f ( x) = (− x / l) + 1, 0 ≤ x ≤ l.
2. Obtain the half-range sine series for the function f ( x) = x2 in the interval
0 < x < 3.
3. Find a series of sines of multiples of x which will represent f ( x) in the interval
(0 , π) where
π / 3 0 < x< π /3

f ( x) =  0 π / 3 < x < 2π / 3
− π / 3 2π / 3π < x < π

 T-185

 x , for 0 ≤ x≤ π /2,
4. Given f ( x) = 
 π − x , for π / 2 ≤ x ≤ π.
Express this function by a sine series and also by a cosine series.
5. Develop sin ( πt / l ) in half range cosine series in the range 0 < t < l.
6. Expand f ( x) = e x in a cosine series over (0 , 1).
 1 − x, if 0 < x < 1 ,

7. Expand f ( x) =  4 2
3 1
 x − , if < x < 1.
 4 2

A nswers 4
1 4 1 πx 1 3 πx 1 5 πx 
1. f ( x) = + cos + 2 cos + 2 cos … ⋅
2 π2 12 l 3 l 5 l 

2  108  sin x sin 3 x sin 5 x 

2. f ( x) =  3 + + + …
3  π3  1 33 53 
27  sin x sin 3 x sin 5 x  18  sin 2 x sin 4 x 
+  + + + … −  + +...
π  1 3 5  π  2 4 
1 1 1 1 1
3. f ( x) = sin 2 x + sin 4 x + sin 8 x + sin 10 x + ...
2 2 2 8 10 
π 81 1
4. f ( x) = − cos 2 x + 2 cos 6 x + … ⋅
4 π 22 6 

2 4 1 2πt 1 4πt 1 6πt 

5. f (t) = −  cos + cos + cos +… ⋅
π π 3 l 15 l 35 l 

− e − 1 e −1 − e −1 
6. ex = e − 1+ 2  2 cos πx + 2
cos 2 πx + 2
cos 3 πx + …
π +1 4 π +1 9 π +1 
1 4 1 4   1 − 4  sin 5 π x + …
7. f ( x) =  − 2  sin π x +  +  sin 3 π x +  
π π   3 π 32 π2   5 π 52 π2 

7.8 Parseval’s Formula

If the Fourier series for f ( x) converges uniformly in (−l, l ), then
l 2 a 2 ∞
2 2 
∫−l [ f ( x)] dx = l  20 + nΣ=1 (an + bn ) ⋅
Proof: The Fourier series for f ( x) in (−l, l ) is
a ∞ nπx nπx 
f ( x) = 0 + Σ  an cos + bn sin , …(1)
2 n =1  l l 
1 l 1 l nπx
where a0 = ∫ f ( x) dx ; …(2) an = ∫ f ( x) cos dx …(3)
l − l l − l l
 T-186
1 l nπx
and bn = ∫ f ( x) sin dx. …(4)
l − l l
Multiplying (1) by f ( x), we get
a ∞ nπx ∞ nπx
[ f ( x)]2 = 0 f ( x) + Σ an f ( x) cos + Σ bn f ( x) sin …(5)
2 n =1 l n =1 l
Integrating (5) term by term from −l to l, we get
l a l ∞ l nπx
2
∫ −l [ f ( x)] dx = 20 ∫−l f ( x) dx + nΣ=1 an ∫−l f ( x) cos l dx
∞ l nπx
+ Σ bn ∫ f ( x) sin dx …(6)
n =1 − l l
Putting the values of a0 , an , bn from (2), (3) and (4) in (6), we get
l 2 la 2 ∞
2
∞
2
∫ −l [ f ( x)] dx = 20 + nΣ=1 l an + nΣ=1 l bn
l 2 a 2 ∞
2 2 
or ∫ −l [ f ( x)] dx = l  20 + nΣ=1 (an + bn ) ⋅
This is the Parseval’s formula.
Corollary 1: If the Fourier series for f ( x) in the interval 0 < x < 2 l converges
2l a 2 ∞ 
uniformly, then ∫ [ f ( x)]2 dx = l  0 + Σ (an2 + bn2 ) ⋅
0
 2 n =1 
Corollary 2: If the half range Fourier cosine series for f ( x) in the interval 0 < x < l
l l a 2 ∞ 
converges uniformly, then ∫ [ f ( x)]2 dx =  0 + Σ an2  ⋅
−l 2 2 n =1 
Corollary 3: If the half range Fourier sine series for f ( x) in the interval 0 < x < l
l l ∞
converges uniformly, then ∫ [ f ( x)]2 dx = Σ bn2 .
0 2 n =1
Corollary 4: Root Mean Square Value. The root mean square value or the effective
value of the function f ( x) denoted by [ f ( x)]rms over an interval (a, b) is defined as
1 /2
 b [ f ( x)]2 dx 
∫a 
[ f ( x)]rms =  ⋅
 b − a 
 
The root mean square value of a periodic function is frequently used in electric circuit
theory and in the theory of mechanical vibrations.

Example 12: Prove that for 0 < x < π

π2 cos 2 x cos 4 x cos 6 x 
(a) x (π − x) = − + + +… ⋅
6  12 22 32 
8 sin x sin 3 x sin 5 x 
(b) x (π − x) = + + +… ⋅
π  12 32 52 

Deduce from (a) and (b) respectively that

 T-187

∞ 1 π4 ∞ 1 π
(c) Σ 4
= . (d) Σ 6
= ⋅
n =1 n 90 n =1 n 945
Solution: Let f ( x) = x (π − x), 0 < x < π.
(a) The half range cosine series for f ( x) is
a ∞
f ( x) = 0 + Σ an cos nx.
2 n =1
π
2 π 2  πx2 x3  2  π3 π3  π2
Here a0 = ∫0 x (π − x) dx =  −  =  − =
π π 2 3 π2 3 3
0
2 π
and an = ∫0 x (π − x) cos nx dx
π
π
2 sin nx  − cos nx   − sin nx  
(πx − x2 )
= − (π − 2 x)   + (− 2)  
π n  n2   n3   0

2 π (−1)n π 2 π
= 0 − 2
+ 0 − 2  =  2  [− (−1)n − 1]
π n n  π n 
 −4 / n2 , when n is even
=
 0 , when n is odd.
π2 cos 2 x cos 4 x cos 6 x 
∴ x (π − x) = −4 + + +… ⋅
6  22 42
6 2 

By Parseval’s formula, we get

2 π 2 2 a02 ∞
x ( x) dx Σ an2
π ∫0
π − = +
2 n =1

2 π 1  π4  1 1 1 
or ∫0 (π2 x2 − 2 πx3 + x4 ) dx =   + 16  4 + 4 + 4 + …
π 2  9 2 4 6 
π
2  π2 x3 2 πx4 x5  π4  1 1 1
or  − +  = + 4 + 4 + 4 + …
π 3 4 5 
18 1 2 3 
0

2  x5 2 π5 π5  π4  1 1 1
or  − + = + + + + …
π 3 4 5  18 14 24 34 

π4 π4 ∞ 1 ∞ 1 π4
or = + Σ 4
or Σ 4
= ⋅
15 18 n =1 n n =1 n 90
∞
(b) The half range sine series for f ( x) is f ( x) = Σ bn sin nx .
n =1
2 π
Here bn = ∫0 x (π − x) sin nx dx
π
π
2  − cos nx   − sin nx  cos nx 
= (πx − x2 )   − (π − 2 x)   + (− 2)
π  n   n2  n3  0

 8 , when n is odd
2 (−1)n 2 4 n 
= − 2 3 + 3  = 3 [− (−1) + 1] =  n3 π
π n n  πn  0 , when n is even.
 T-188

8 sin x sin 3 x sin 5 x 

∴ x (π − x) = + + +… ⋅
π  13 33 53 
2 π ∞
By Parseval’s formula, we get ∫0 x2 (π − x)2 dx = Σ bn2
π n =1

π2 64  1 1 1 π4 1 1 1
or = 2 6 + 6 + 6 + … or = 6 + 6 + 6 ⋅
15 π 1  3 5 
 960 1 3 5
1 1 1 1 1 1 1 1 1 1
Let S = 6 + 6 + 6 + 6 + … =  6 + 6 + 6 + … +  6 + 6 + 6 + …
  
1 2 3 4  1 3 5   2 4 6 
4 4 4
π 1 1 1 π 1 1 1 1 π S
= +  6 + 6 + 6 + … = + 6  6 + 6 + 6 + … = + ⋅
960  2 4 6  960 2 1  2 3 
 960 64
S π4 63 S π4
∴ S− = or = ⋅
64 960 64 960
π4 64 π4 ∞ 1 π4
or S= × = or Σ 6
= ⋅
960 63 945 n =1 n 945

πx , 0 < x <1

Example 13: If f ( x) = 
 π (2 − x) , 1 < x < 2;
1 1 1 π4
using half range cosine series, show that 4
+ 4
+ 4
+…= ⋅
1 3 5 96
Solution: The half range cosine series for f ( x) in (0 , c ) is
a ∞ nπx
f ( x) = 0 + Σ an cos ⋅
2 n =1 c
2 c 2 1 2
Here a0 = ∫0 f ( x) dx = πx dx + π (2 − x) dx
c 2 ∫ 0 ∫1 
1 2
 x2   x2  π   1 
= π   + π 2 x −  = + π (4 − 2) − 2 −   = π ;
2
 0  2 1 2  2 
2 c nπx 2 1 nπx 2 nπx 
an = ∫ f ( x) cos dx = ∫ πx cos dx + ∫ π (2 − x) cos dx
c 0 c 2 0 2 1 2 
1 2
 nπx  nπx    nπx  nπx  
 x sin  cos   sin  cos 
=π 2 − − 2   + π (2 − x) 2 − (−1)  − 2 
 nπ  n2 π2    nπ  n2 π2  
   
 2  4   0  2  4   1
2 nπ 4 nπ 4
= π  sin + 2 2 cos − 2 2
 nπ 2 n π 2 n π 
4 2 nπ 4 nπ 
+ π 0 − 2 2 cos nπ − sin + 2 2 cos
 n π nπ 2 n π 2 
8 nπ 4 4 4 nπ
= π  2 2 cos − 2 2 − 2 2 cos nπx = 2 2 cos − 1 − cos nπ ⋅
 n π 2 n π n π  n π  2 
Putting n = 1, 2 , 3, … , we get
−4 −4
a1 = 0 , a2 = , a3 = 0 , a4 = 0 , a5 = 0 , a6 = …
π 9π
 T-189

By Parseval’s formula, we get

c c  a02 
∫0 [ f ( x)]2 dx =  + a12 + a22 + a32 + …
2 2 
2
1 2 2 π 16 16 
or ∫0 (πx)2 dx + ∫1 π2 (2 − x)2 dx =  + 2 + 2
+ …
22 π 81π 
1 2
 x3  (2 − x)3  π2 16 16
or π2   − π2   = + 2 + +…
3
 0  3 1 2 π 81 π2

π2 1 π2 16  1
or − π2 0 −  = + 2 1+ + …
3  3  2 
π  81 
2
2π π2 16  1 1
or − = 2 1 + 4 + 4 + …
3 2 π  3 5 

π2 16 1 + 1 + 1 + … π4 1 1
or = 2 or = 1+ 4 + 4 + ….
6 π  34 54  96 3 5

7.9 Complex Form of Fourier Series

The Fourier series expansion of a periodic function f ( x) of period 2T is given
a ∞ nπx nπx 
by f ( x) = 0 + Σ  an cos + bn  …(1)
2 n =1  T T 
1 iθ 1
We have cos θ = (e + e − i θ ) and sin θ = (e i θ − e − i θ ), therefore from (1) we get
2 2i
inπx /T
a ∞   e + e − inπx /T   e inπx /T − e − inπx /T  
f ( x) = 0 + Σ  an   + bn  
2 n =1
  2   2i 
∞
= c0 + Σ { c n e inπx /T + c − n e − inπx /T }
n =1 …(2)
a0 1 1
where c0 = , c n = (an − ibn), c − n = (an + ibn).
2 2 2
1 2T
Thus c0 = f ( x) dx ,
2T ∫ 0
1  2T nπx 2T nπx 
cn = f ( x) cos dx − i ∫ f ( x) sin dx
2T  ∫ 0
 0
T T 
1 2T nπx nπx  1 2T
f ( x) cos
∫0 − i sin  dx = f ( x) e − inπx /T dx
2T ∫ 0
=
2T  T T 
1 2T nπx nπx  1 2T
and c − n = ∫ f ( x) cos + i sin  dx = f ( x) e inπx /T dx.
2T 0  T T  2T ∫ 0
1 2T
Combining these, we get c n = f ( x) e − inπx /T dx . …(3)
2T ∫ 0
(n = 0 , ± 1, ± 2 , ……)
∞
Hence, the series (2) can be compactly written as f ( x) = Σ c n e inπx /T . …(4)
n= ∞
 T-190

This is the complex form of Fourier series and its coefficients are given by (3).
If the function is defined in the interval (− T , T ), then the coefficients are given by
1 T
cn = f ( x) e − i n πx /T dx. (n = 0 , ± 1, ± 2,...)
2T ∫ −T
The complex form of a Fourier series is especially useful in problems on electrical
circuits having periodic voltage.

Example 14: Obtain the complex form of the Fourier series of the function
0, − π≤ x≤0
f ( x) = 
 1, 0 ≤ x ≤ π.
Solution: The complex form of Fourier series for f ( x) is
∞
f ( x) = Σ c n e inπ x /T
.
n= − ∞
1 T 1 π
Here cn = ∫ −T f ( x) e − inπ x /T
dx = ∫−π f ( x) e − inx dx
2T 2π
1  0 π
0 . e − inx dx + 1 . e − inx dx
2 π ∫ − π ∫0
=

π
1 π − inx 1  e − inx  1
= ∫0 e dx =   =− [e − inπ − 1]
2π 2 π  − in  2 nπ i
0

 1 , n is odd
1 1 
=− [cos nπ − 1] = − [(−1)n − 1] =  inπ
2 nπ i 2 nπ i  0 , n is even
1 T 1 π 1 π 1 1
and c0 =
2T ∫ −T
f ( x) dx =
2π ∫ −π
f ( x) dx =
2π ∫0
dx =
2π
[ x ]0π = 2 ⋅
1 1  e ix e 3 ix e 5 ix  1  e − ix e − 3 ix e − 5 ix 
∴ f ( x) = +  + + + … +  + + + …
2 iπ  1 3 5  i π  − 1 − 3 − 5 
1 1  ix 1 1
= − (e − e
− ix
) + (e3 ix − e − 3 ix ) + (e5 ix − e −5 ix ) + … ⋅
2 iπ 3 5 

Comprehensive Exercise 5

1. By using the sine series for f ( x) = 1 in 0 < x < π show that

π2 1 1 1
= 1+ 2 + 2 + 2 + …
8 3 5 7
2. Find the Fourier series for f ( x) = x2 in − π < x < π. Using the two values of f ( x),
1 1 1 1 π4
show that + + + +…+ = ⋅
14 24 34 44 90
 T-191

3. Obtain the complex form of the Fourier series of

f ( x) = e − x in − 1 ≤ x ≤ 1.

A nswers 5
4 4 4 4
1. 1= sin x + sin 3 x + sin 5 x + sin 7 x + …
π 3π 5π 7π
n2 ∞ 4 ∞ (− 1)n (1 − in π)
2. f ( x) = + Σ 2 (− 1)n cos nx 3. e − x = Σ sinh 1 ⋅ e inπx .
3 n =1 n n= − ∞ 1 + n2 π2

O bjective T ype Q uestions

Multiple Choice Questions

Indicate the correct answer for each question by writing the corresponding letter from (a),
(b), (c) and (d).
1. Fourier series for the function f ( x) in (− l, l ) is
a ∞ nπx
(a) f ( x) = 0 + Σ an cos ; f ( x) is even in (− l, l )
2 n =1 l
∞ nπx
(b) f ( x) = Σ bn sin ; f ( x) is odd in (− l, l )
n =1 l
a0 ∞ cos nπx ∞ nπx
(c) f ( x) = + Σ an + Σ bn sin
2 n =1 l n =1 l
(d) All of these
2. If f ( x) = x4 in (− 1 ≤ x ≤ 1), then the Fourier coefficient bn is
(a) 0 (b) 1 (c) 2 (d) None of these
3. The Fourier half range sine series for f ( x) = x in (0 , 2), then bn is
4 (− 1)n 4 (− 1)n 4 (−1)n − 4 (− 1)n
(a) (b) − (c) (d)
nπ nπ π π
1 1 1
4. The sum of the series 2 + 2 + 2 + … is equal to
1 3 5
π2 π2 π2 π2
(a) (b) (c) (d)
12 8 6 2
5. For Fourier expansion of an odd function in (− π, π)
(a) a0 is zero (b) an is zero
(c) bn is zero (d) both a0 and an are zero.

Fill in the Blank(s)

Fill in the blanks “……” so that the following statements are complete and correct.
1. Fourier expansion of an odd function has only ……… terms.
2. If f ( x) = x sin x in (− π, π) then the value of bn = ………
 T-192

3. Fourier expansion of an even function has only ……… terms.

4. The period of a constant function is ………
5. The period of cos 3 x is ………
6. In the fourier series for f ( x) = x in − π ≤ x ≤ π, the terms ……… are absent.
7. Fourier expansion of an even function in (− π, π), bn is ………

True or False
Write ‘T’ for true and ‘F’ for false statement.
1. A function f ( x) is even if f (− x) = − f ( x).
2. A function f ( x) is odd if f (− x) = f ( x).
3. Most functions are neither even nor odd.
4. A function f ( x) can always be expressed as an arithmetic mean of an even and
1 1
odd function as f ( x) = [ f ( x) + f (− x)] + [ f ( x) − f (− x)].
2 2
5. For an even function f ( x), the graph of f ( x) is symmetric about x-axis.
6. If f ( x) = x2 in (− π, π) then the Fourier series of f ( x) contains only sine terms.
7. The period of f ( x) = sin 2 x is π.
8. For an odd function f ( x), the graph of f ( x) is symmetric about the origin.

A nswers

Multiple Choice Questions

1. (d) 2. (a) 3. (b) 4. (b) 5. (d)

Fill in the Blank(s)

1. sine 2. 0 3. cosine 4. not defined
2π
5. 6. cosine 7. zero
3

True or False
1. F 2. F 3. T 4. T 5. F
6. F 7. T 8. T