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B.Sc. (Mathematics)
V - Semester
113 54

TRANSFORM TECHNIQUES
Authors
Dr Pratiksha Saxena, School of Applied Sciences, GBU, Greater Noida
Units: (1.2.1, 1.3.1-1.3.3, 2, 6, 7, 8, 9.0-9.5, 10, 11.2.1-11.2.2, 12, 13, 14)
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 SYLLABI-BOOK MAPPING TABLE
Transform Techniques
Syllabi Mapping in Book

BLOCK I: LAPLACE TRANSFORMS

UNIT- 1: Laplace Transform – Definition, Laplace Transform of Unit 1: Laplace Transform
Standard Functions, Elementary Theorems. (Pages 1-42)
UNIT- 2: Laplace Transform of Periodic Functions, Problems. Unit 2: Laplace Transform of
UNIT- 3: Inverse Laplace Transforms, Standard Formulae, Basic Periodic Functions
Theorems, Problems. (Pages 43-54)
Unit 3: Inverse Laplace Transforms
(Pages 55-74)

BLOCK II: SOLUTION OF ODE AND FOURIER SERIES Unit 4: Solving Ordinary
UNIT- 4: Solving Ordinary Differential Equations with Constant Differential Equations with
Coefficients using Laplace Transform, Problems. Constant Coefficients using
UNIT- 5: Solving Ordinary Differential Equations with Variable Laplace Transform
Coefficients using Laplace Transform, Problems. (Pages 75-82)
UNIT- 6: Solving Simultaneous Linear Equations using Laplace Unit 5: Solving Ordinary
Transform, Problems. Differential Equations with Variable
UNIT- 7: Fourier Series – Definition, To Find the Fourier Coefficients Coefficients using Laplace
of Periodic Functions of Period 2. Transform
UNIT- 8: Even and Odd Functions in Fourier Series, Half Range Fourier (Pages 83-90)
Series, Problems. Unit 6: Solving Simultaneous
Linear Equations using Laplace
Transform
(Pages 91-102)
Unit 7: Fourier Series
(Pages 103-118)
Unit 8: Even and Odd Functions in
Fourier Series
(Pages 119-149)

BLOCK III: FOURIER TRANSFORMS Unit 9: Fourier Transform

UNIT- 9: Fourier Transforms, Complex Form of Fourier Integral (Pages 150-161)
Formula, Fourier Integral Theorem. Unit 10: Properties of Fourier
UNIT- 10: Properties of Fourier Transform, Fourier Sine and Cosine Transform
Transforms, Properties. (Pages 162-179)
UNIT- 11: Parseval’s Identity in Fourier Transforms, Problems. Unit 11: Parseval’s Identity in
Fourier Transforms
(Pages 180-189)

BLOCK IV: Z - TRANSFORMS Unit 12: Z-Transforms

UNIT- 12: Z Transforms – Definition, Properties, Z Transforms of (Pages 190-207)
Some Basic Functions, Problems. Unit 13: Inverse Z-Transforms
UNIT- 13: Inverse Z Transforms, Methods to Find the Inverse Z (Pages 208-224)
Transform, Use of Z Transforms. Unit 14: Transforms to Solve Finite
UNIT- 14: Transforms to Solve Finite Difference Equations, Problems. Difference Equations
(Pages 225-250)
 CONTENTS
BLOCK I: LAPLACE TRANSFORMATION
UNIT 1 LAPLACE TRANSFORM 1-42
1.0 Introduction
1.1 Objectives
1.2 Laplace Transform
1.2.1 Transformation Method
1.3 Laplace Transform of Standard Functions
1.3.1 Laplace Transformation of Derivatives
1.3.2 Proof of the Laplace Transform of a Function’s Derivative
1.3.3 Laplace Transform of the Integral of a Function
1.4 Elementary Theorems on Laplace Transform
1.4.1 Laplace Transforms of Elementary Functions
1.4.2 Linearity Property of Laplace Transformation
1.4.3 Laplace Transforms of sinh at and cosh at
1.4.4 Transforms of Integrals
1.5 Answers to Check Your Progress Questions
1.6 Summary
1.7 Key Words
1.8 Self Assessment Questions and Exercises
1.9 Further Readings
UNIT 2 LAPLACE TRANSFORM OF PERIODIC FUNCTIONS 43-54
2.0 Introduction
2.1 Objectives
2.2 Periodic Functions
2.2.1 Convolution Theorem
2.3 Answers to Check Your Progress Questions
2.4 Summary
2.5 Key Words
2.6 Self Assessment Questions and Exercises
2.7 Further Readings
UNIT 3 INVERSE LAPLACE TRANSFORMS 55-74
3.0 Introduction
3.1 Objectives
3.2 Inverse Laplace Transforms
3.2.1 Properties of Inverse Laplace Transformation
3.3 Answers to Check Your Progress Questions
3.4 Summary
3.5 Key Words
3.6 Self Assessment Questions and Exercises
3.7 Further Readings
BLOCK II: SOLUTION OF ODE AND FOURIER SERIES
UNIT 4 SOLVING ORDINARY DIFFERENTIAL EQUATIONS WITH CONSTANT
COEFFICIENTS USING LAPLACE TRANSFORM 75-82
4.0 Introduction
4.1 Objectives
4.2 Solving Ordinary Differential Equations with Constant Coefficients Using Laplace Transform
4.3 Answers to Check Your Progress Questions
4.4 Summary
4.5 Key Words
4.6 Self Assessment Questions and Exercises
4.7 Further Readings
UNIT 5 SOLVING ORDINARY DIFFERENTIAL EQUATIONS WITH VARIABLE
COEFFICIENTS USING LAPLACE TRANSFORM 83-90
5.0 Introduction
5.1 Objectives
5.2 Solution of ODEs with Variable Coefficients Through the Integral and Laplace Transform
5.2.1 Solution of System of Differential Equations Using the Laplace Transformation
5.3 Answers to Check Your Progress Questions
5.4 Summary
5.5 Key Words
5.6 Self Assessment Questions and Exercises
5.7 Further Readings
UNIT 6 SOLVING SIMULTANEOUS LINEAR EQUATIONS USING LAPLACE
TRANSFORM 91-102
6.0 Introduction
6.1 Objectives
6.2 Solution of Simultaneous Ordinary Differential Equation
6.3 Application of Differential Equations
6.4 Answers to Check Your Progress Questions
6.5 Summary
6.6 Key Words
6.7 Self Assessment Questions and Exercises
6.8 Further Readings
UNIT 7 FOURIER SERIES 103-118
7.0 Introduction
7.1 Objectives
7.2 Fourier series
7.3 To Find the Fourier Coefficient of Periodic Functions of Period 2
7.4 Answers to Check Your Progress Questions
7.5 Summary
7.6 Key Words
7.7 Self Assessment Questions and Exercises
7.8 Further Readings
UNIT 8 EVEN AND ODD FUNCTIONS IN FOURIER SERIES 119-149
8.0 Introduction
8.1 Objectives
8.2 Even and Odd Functions in Fourier Series
8.3 Half Range Fourier Series
8.3.1 Half Range Series
8.4 Answers to Check Your Progress Questions
8.5 Summary
8.6 Key Words
8.7 Self Assessment Questions and Exercises
8.8 Further Readings

BLOCK III: FOURIER TRANSFORMS

UNIT 9 FOURIER TRANSFORM 150-161
9.0 Introduction
9.1 Objectives
9.2 Fourier Transformation
9.3 Complex Fourier Transform
9.4 Fourier’s Integral Formula
9.5 Inversion Theorem
9.6 Fourier Integral Theorem
9.7 Answer to Check Your Progress Questions
9.8 Summary
9.9 Key Words
9.10 Self Assessment Questions and Exercises
9.11 Further Readings
UNIT 10 PROPERTIES OF FOURIER TRANSFORM 162-179
10.0 Introduction
10.1 Objectives
10.2 Properties of Fourier Transform
10.3 Fourier Sine Transforms
10.4 Fourier Cosine Transformation
10.5 Inversion Formula for Fourier Sine Transformation
10.6 Inversion Formula for Fourier Cosine Transformation
10.7 Answer to Check Your Progress Question
10.8 Summary
10.9 Key Words
10.10 Self Assessment Questions and Exercises
10.11 Further Readings
UNIT 11 PARSEVAL’S IDENTITY IN FOURIER TRANSFORMS 180-189
11.0 Introduction
11.1 Objectives
11.2 Parseval’s Identity in Fouricr Transforms
11.2.1 The Generalization of Parserval’s Theorem
11.2.2 The Convolution Theorem and the Auto-Correlation Function
 11.3 Answers to Check Your Progress Questions
11.4 Summary
11.5 Key Words
11.6 Self Assessment Questions and Exercises
11.7 Further Readings

BLOCK IV: Z - TRANSFORMS

UNIT 12 Z-TRANSFORMS 190-207
12.0 Introduction
12.1 Objectives
12.2 Z-Transforms
12.3 Properties of Z-Transform
12.4 Z-Transformation of Some Basic Function
12.5 Answers to Check Your Progress Questions
12.6 Summary
12.7 Key Words
12.8 Self Assessment Questions and Exercises
12.9 Further Readings
UNIT 13 INVERSE Z-TRANSFORMS 208-224
13.0 Introduction
13.1 Objectives
13.2 Inverse z-Transform
13.3 Methods to Find the Inverse z-Transform
13.4 Answers to Check Your Progress Questions
13.5 Summary
13.6 Key Words
13.7 Self Assessment Questions and Exercises
13.8 Further Readings
UNIT 14 TRANSFORMS TO SOLVE FINITE DIFFERENCE EQUATIONS 225-250
14.0 Introduction
14.1 Objectives
14.2 Finite Fourier Transformation
14.2.1 Inversion Formula for Sine Transform
14.3 Finite Fourier Cosine Transform
14.3.1 Inversion Formula for Cosine Transform
14.3.2 Convolution
14.3.3 Application of Fourier Transformation
14.3.4 Application of Finite Fourier Transformation
14.4 Answers to Check Your Progress Questions
14.5 Summary
14.6 Key Words
14.7 Self Assessment Questions and Exercises
14.8 Further Readings
 Introduction
INTRODUCTION

In mathematics, transform theory is the study of transforms, which relate a function

in one domain to another function in a second domain. The essence of transform NOTES
theory is that by a suitable choice of basis for a vector space a problem may be
simplified or diagonalized as in spectral theory.
In mathematics, the Laplace Transform (LT), named after its inventor Pierre-
Simon Laplace, is an integral transform that converts a function of a real variable
t (often time) to a function of a complex variable s (complex frequency). The
transform has many applications in science and engineering because it is a tool for
solving differential equations. In particular, it transforms differential equations into
algebraic equations and convolution into multiplication. In practice, it is typically
more convenient to decompose a Laplace transform into known transforms of
functions obtained from a table, and construct the inverse by inspection. Laplace’s
use of generating functions was similar to what is now known as the Z-transform.
Laplace also recognised that Joseph Fourier’s method of Fourier series for solving
the diffusion equation could only apply to a limited region of space, because those
solutions were periodic. In 1809, Laplace applied his transform to find solutions
that diffused indefinitely in space.
The Laplace transform is similar to the Fourier transform. While the Fourier
transform of a function is a complex function of a real variable (frequency), the
Laplace transform of a function is a complex function of a complex variable. Unlike
the Fourier transform, the Laplace transform of a distribution is generally a well-
behaved function. Techniques of complex variables can also be used to directly
study Laplace transforms.
In mathematics, a Fourier Transform (FT) is a mathematical transform that
decomposes functions depending on space or time into functions depending on
spatial or temporal frequency, such as the expression of a musical chord in terms
of the volumes and frequencies of its constituent notes. The term Fourier transform
refers to both the frequency domain representation and the mathematical operation
that associates the frequency domain representation to a function of space or
time.
This book, Transform Techniques, is divided into four blocks, which are
further subdivided into fourteen units. The topics discussed include Laplace
transform, Laplace transform of standard functions, elementary theorems, Laplace
transform of periodic functions, inverse Laplace transforms, standard formulae,
basic theorems, solving ordinary differential equations with constant coefficients
using Laplace transform, solving ordinary differential equations with variable
coefficients using Laplace transform, solving simultaneous linear equations using
Laplace transform, Fourier series, Fourier coefficients of periodic functions of
period 2, even and odd functions in Fourier series, half range Fourier Series,
Self-Instructional
Material 9
Introduction Fourier transforms, complex form of Fourier integral formula, Fourier integral
theorem, properties of Fourier transform, Fourier sine and cosine transforms,
Parseval’s identity in Fourier transforms, Z transforms, inverse Z transforms, and
transforms to solve finite difference equations.
NOTES
The book follows the Self-Instructional Mode (SIM) wherein each unit
begins with an ‘Introduction’ to the topic. The ‘Objectives’ are then outlined before
going on to the presentation of the detailed content in a simple and structured
format. ‘Check Your Progress’ questions are provided at regular intervals to test
the student’s understanding of the subject. ‘Answers to Check Your Progress
Questions’, a ‘Summary’, a list of ‘Key Words’, and a set of ‘Self-Assessment
Questions and Exercises’ are provided at the end of each unit for effective
recapitulation.

Self-Instructional
10 Material
 Laplace Transform
BLOCK I
LAPLACE TRANSFORMATION

NOTES
UNIT 1 LAPLACE TRANSFORM
Structure
1.0 Introduction
1.1 Objectives
1.2 Laplace Transform
1.2.1 Transformation Method
1.3 Laplace Transform of Standard Functions
1.3.1 Laplace Transformation of Derivatives
1.3.2 Proof of the Laplace Transform of a Function’s Derivative
1.3.3 Laplace Transform of the Integral of a Function
1.4 Elementary Theorems on Laplace Transform
1.4.1 Laplace Transforms of Elementary Functions
1.4.2 Linearity Property of Laplace Transformation
1.4.3 Laplace Transforms of sinh at and cosh at
1.4.4 Transforms of Integrals
1.5 Answers to Check Your Progress Questions
1.6 Summary
1.7 Key Words
1.8 Self Assessment Questions and Exercises
1.9 Further Readings

1.0 INTRODUCTION

The Laplace transform, named after its inventor Pierre-Simon Laplace, is an integral
transform that converts a function of a real variable t (often time) to a function of a
complex variable s (complex frequency). The transform has many applications in
science and engineering because it is a tool for solving differential equations. In
particular, it transforms differential equations into algebraic equations and convolution
into multiplication. The Laplace transform is named after mathematician and
astronomer Pierre-Simon Laplace, who used a similar transform in his work on
probability theory. Laplace wrote extensively about the use of generating functions
in Essai philosophique sur les probabilités (1814), and the integral form of the
Laplace transform evolved naturally as a result. Laplace’s use of generating functions
was similar to what is now known as the z-transform, and he gave little attention to
the continuous variable case which was discussed by Niels Henrik Abel. The
theory was further developed in the 19th and early 20th centuries by Mathias
Lerch, Oliver Heaviside, and Thomas Bromwich.
The current widespread use of the transform (mainly in engineering) came
about during and soon after World War II, replacing the earlier Heaviside
Self-Instructional
Material 1
Laplace Transform operational calculus. The advantages of the Laplace transform had been emphasized
by Gustav Doetsch, to whom the name Laplace Transform is apparently due.
From 1744, Leonhard Euler investigated integrals of the form
NOTES

As solutions of differential equations, but did not pursue the matter very far.
Joseph Louis Lagrange was an admirer of Euler and, in his work on integrating
probability density functions, investigated expressions of the form

Which some modern historians have interpreted within modern Laplace

transform theory.
In this unit, you will study about the Laplace transform, definition, Laplace
transform of standard functions, and elementary theorems.

1.1 OBJECTIVES

After going through this unit, you will be able to:

 Explain the Laplace transform
 Understand the Laplace transform of standard functions
 Analyse the elementary theorems

1.2 LAPLACE TRANSFORM

In mathematics, the Laplace transform is a widely used integral transform and is

denoted by . It is a linear operator of a function f(t) including a real
argument t (t  0) that transforms it to a function F(s) with a complex argument s.
As a bijective transformation the respective pairs of f(t) and F(s) are matched in
tables. The Laplace transform has the significant property so that various
relationships and operations over the originals f(t) correspond to simpler
relationships and operations over the images F(s).
The Laplace transform can be related to the Fourier transform. The Fourier
transform resolves a function or signal into its modes of vibration and the Laplace
transform resolves a function into its moments. The original signal depends on
time and therefore Laplace transform is called the time domain representation
of the signal, whereas the Fourier transform depends on frequency and is called
the frequency domain representation of the signal. Similar to the Fourier
transform, the Laplace transform is also used for solving differential and integral
equations. In physics and engineering, it is used for analysis of linear time-invariant
Self-Instructional
2 Material
systems such as electrical circuits, harmonic oscillators, optical devices and Laplace Transform

mechanical systems.
Switching from operations of calculus to algebraic operations on transforms
is known as operational calculus which is an essential area of applied mathematics
NOTES
and with regard to an engineer, the Laplace transform method is basically a very
essential operational technique. It is particularly useful in problems where the
mechanical or electrical driving force has discontinuities, is impulsive or is a
complicated periodic function, not merely a sine or cosine.
Another benefit of the Laplace transform is that it helps in solving the problems
in a straightforward manner, initial value problems regardless of initially obtaining a
basic solution, and nonhomogeneous differential equation exclusive of initially
answering the corresponding homogeneous equation.
In this unit we consider Laplace transforms from a practical approach and
exemplify their usage through essential engineering problems wherein many of them
are associated with ordinary differential equations. Partial differential equations
can also be treated by Laplace transforms.
The Laplace transform is named in honor of mathematician and astronomer
Pierre-Simon Laplace, who used the transform in his work on probability theory.
Leonhard Euler considered integrals of the form,

and

These integrals were the solutions of differential equations but were not
used in the long run. Joseph Louis Lagrange was an admirer of Euler and in his
work on integrating probability density functions, explored expressions of the form,

This was interpreted within modern Laplace transform theory. These integrals
have attracted Laplace’s attention for using the integrals themselves as solutions of
equations. He used an integral of the form,

This integral was akin to a Mellin transform, to transform the whole of a

difference equation in order to look for solutions of the transformed equation.
The Laplace transform of a function f(t), defined for all real numbers
t  0, is the function F(s), defined by:

The parameter s is a complex number s = σ + iω with real numbers σ and

ω. The meaning of the integral depends on types of functions of interest. A necessary Self-Instructional
Material 3
Laplace Transform condition for existence of the integral is that ƒ have to be the neighborhood integrable
on (0, ). For neighborhood integrable functions that decay at infinity or are of
exponential type, the integral can be understood as a (proper) Lebesgue integral.
Though, for various applications it is considered as a conditionally convergent
NOTES improper integral at .
The Laplace transform can be defined of a finite Borel measure μ by the
Lebesgue integral of the form,

As a special case μ is a probability measure or more specifically the Dirac

delta function. In operational calculus, the Laplace transform of a measure is treated
as the measure of a distribution function ƒ. In such case the expression is of the
form,

Here the lower limit of 0– is short notation that means,

This limit emphasizes that any point located at 0 is completely acquired by

the Laplace transform.
Bilateral Laplace Transform
When the Laplace transform is defined without condition then the unilateral or
one-sided transform is normally considered. Alternatively, the Laplace transform
can be defined as the bilateral Laplace transform or two-sided Laplace transform
by extending the limits of integration to be the entire real axis. If that is done the
common unilateral transform simply becomes a special case of the bilateral
transform where the definition of the function being transformed is multiplied by
the Heaviside step function. The bilateral Laplace transform is defined as follows:

Inverse Laplace Transform

The inverse Laplace transform is also known by various names as the Bromwich
integral, the Fourier-Mellin integral and Mellin’s inverse formula. It is given by the
following complex integral:

Self-Instructional
4 Material
 where γ is a real number so that the contour path of integration is in the Laplace Transform

region of convergence of F(s).

Region of Convergence
If ƒ is a locally integrable function, then the Laplace transform F(s) of ƒ converges NOTES
provided that the following limit exists:

The Laplace transform converges absolutely if the following integral exists:

The Laplace transform is usually understood as conditionally convergent,

meaning that it converges in the former instead of the latter sense.
The set of values for which F(s) converges absolutely is either of the form
Re{s} > a or else Re{s}  a, where a is an extended real constant,
–  a  . This follows from the dominated convergence theorem. The constant
a is known as the abscissa of absolute convergence, and depends on the growth
behavior of ƒ(t). Analogously, the two-sided transform converges absolutely in a
strip of the form a < Re{s} < b and possibly including the lines Re{s} = a or
Re{s} = b. The subset of values of s for which the Laplace transform converges
absolutely is called the region of absolute convergence or the domain of absolute
convergence. In the two-sided case, it is sometimes called the strip of absolute
convergence. The Laplace transform is analytic in the region of absolute
convergence.
Similarly, the set of values for which F(s) converges (conditionally or
absolutely) is known as the region of conditional convergence or simply the
region of convergence. If the Laplace transform converges (conditionally) at s =
s0, then it automatically converges for all s with Re{s} > Re{s0}. Therefore the
region of convergence is a half-plane of the form Re{s} > a, possibly including
some points of the boundary line Re{s} = a. In the region of convergence Re{s}
> Re{s0}, the Laplace transform of ƒ can be expressed by integrating by parts
as the integral,

That is, in the region of convergence F(s) can effectively be expressed as

the absolutely convergent Laplace transform of some other function. In particular,
it is analytic. A variety of theorems, in the form of Paley–Wiener theorems, exist
concerning the relationship between the decay properties of ƒ and the properties
of the Laplace transform within the region of convergence.

Self-Instructional
Material 5
Laplace Transform Differential equations and corresponding initial as well as boundary value
problems can be solved through the Laplace transform method. There are three
basic steps for the process of solution:
Step 1. Transformation of the provided hard problem is done into a simple
NOTES
equation (subsidiary equation).
Step 2. The use of purely algebraic modifications is done for solving the
subsidiary equation.
Step 3. The answer obtained of the subsidiary equation is again transformed
for getting the answer of the provided problem.
Through this, Laplace transforms help in decreasing the problem of evaluating
a differential equation to an algebraic problem. Tables of functions as well as their
transforms have made such process an easy task to perform, whose role is quite
equivalent to that of integral tables in calculus. The table is provided at the end of
the chapter.
Consider a given function f t  that is defined for all t  0. Multiply f(t) by
e  st to integrate t from zero to infinity. If the resultant integral exists with some
finite value then it is a function of s, represented as F(s):

F s    e st f t dt
0

This function F(s) of the variable s is the Laplace transform of the basic
function f(t) and is depicted by L f  . Hence,

F s   L f    e st f t dt (1.1)
0

Here the basic function f is dependent on t and the novel function F which
is its transform is dependent on s. The process that provides F(s) from a given f(t)
is the Laplace transform.
The basic function f(t) in Equation (1.1) is called the inverse transform or
inverse of F(s) and is depicted by L1 F  . It is written as,

f t   L1 F 
Notation
The basic functions are indicated by lowercase letters and the associated
transforms by the same letters in capitals. Implying F(s) indicates the transform
of f(t) and Y(s) indicates the transform of y(t).

Self-Instructional
6 Material
Example 1.1: If f t   1 for t  0 then find F(s).
Laplace Transform

Solution: From Equation (1.1) using integration we get,


1 1
L f   L1   e st dt   e  st |0  (s > 0) NOTES
0
s s

The notation is appropriate. Here the interval of integration in Equation

(1.1) is infinite and is termed as an improper integral. According to the rule,
 T

 e f t dt  min  e f t dt

 st  st
T 
0 0

Hence, the notation means,

 T
 1  st   1 1  1
0 e dt  min
 st
 e   min  e  sT  e0   for (s > 0)
T   s
 0 T 
 s s  s

Example 1.2: Let f t   e at for t  0, where a is a constant. Find L( f ) of the

exponential function.
Solution: Using Equation (1.1) we get,

 
L e at   e  st e at dt 
1  s  a t 
as
e |0
0

If s  a  0 then we get,

 
L e at 
1
sa
Theorem 1.1: Linearity of the Laplace Transform
The Laplace transform is a linear operation; which means, for any functions f(t)
and g(t) whose Laplace transforms exist and any constants a and b,
Laf t   bg t   aL f t   bLg t  .
Proof: By the definition,


Laf t   bg t  =  e af t   bg t dt

 st

 

= a  e f t dt  b  e g t dt .
 st  st

0 0

= aL f t  bLg t  .

Self-Instructional
Material 7
Laplace Transform
Example 1.3: Using Theorem 2.1 find L(f) if f t   cosh at 
2

1 at

e  e at .

Solution: Using Theorem 1.1 and Example 1.2 we have,

NOTES
L cosh at  
1
2
  1 1 1
L e at  L e  at  
2
 
1 

2 s  a s  a
By taking the common denominator while s  a ( 0) we have,
s
Lcosh at  
s  a2
2

1.2.1 Transformation Method

As transformation methods provides an effective means for the solution of many
problem in engineering stream so that the knowledge of Laplace transform
becomes essential for engineers and scientists. The main advantage of Laplace
transformation is for the solution of differential equations. As Laplace transformation
this is not necessary to find out the general sol. and then application of boundary
value conditions. We can find out particular solution for differential equation
satisfying the boundary conditions.
Laplace Transformation: Let f(t) be a function of t for t  0, then Laplace
transformation of f(t) is denoted by L{f(t)} or f(s), given by

st
L{f(t)} = f(s) = e f (t )dt
0

provided the integral exists and s is a parameter which may be a real or

complex number.
Laplace Transform of Some Simple Function
1. Let f(t) = K, a constant

st
L{f(t)} = e f (t )dt
0

st
= e Kdt
0

st
e
= K
s 0

K
= , s>0
s

Self-Instructional
8 Material
2. Let f(t) = tn Laplace Transform

st n
L{f(t)} = e , t dt
0

n
NOTES
sx
x x
= e s
dt Let st = x t =
s s
0

1
= e x x n dx
sn 0

n 1
= provided that s > 0 and (n + 1) > 0
sn 1
3. Let f(t) = eat

st at
L{f(t)} = e e dt
0

t (s a)
= e dt
0

et ( s a )
=
(s a) 0

1
= , s>a
s a
1 at at
4. Let f(t) cosh at = e e
2
st 1 at at
L{f(t)} = e e e dt
0
2
1 1 at
= L{e at } {e }
2 2
1 1 1 1
= L
2 s a 2 s a
1 2s
= , s>|a|
2 s a2
2

s
= 2
s a2

Self-Instructional
Material 9
Laplace Transform
1 at at
5. Let f(t) = sinh at = e e
2
1 1
L{f(t)} = L{eat } L{e at }
NOTES 2 2
1 1 1 s
=
2s a 2s a
a
= 2 s > (a)
s a2
1
6. L(1) =
s
n 1
L(tn) = s > 0, n > –1
sn 1
1
L(eat) = s>a
s a
a
L(sin at) = 2 s>0
a2 s
s
L(cos at) = 2 s>0
s a2
s
L(cosh at) = 2 s > (a)
s a2

Example 1.4: Find the Laplace transform of

(i) sin 2t sin 3t (ii) cos3 2t (iii) sin h3 2t

1
Solution (i) L{sin 2t sin 3t} = L (cos t cos 5t )
2
1 1
= L(cos t ) L(cos 5t )
2 2
1 s s
=
2 s 12
2
s 2
52
24s
= 2
(s 1)( s 2 25)
12 s
= 2
(s 1)( s 2 25)
1
Solution (ii) L{cos3 2t} = L (3cos 2t cos 6t )
4
Self-Instructional
10 Material
 Laplace Transform
3 1
= L(cos 2t ) L(cos 6t )
4 4
3 s 1 s
= 2 2
4s 2 4 s 2 62 NOTES
2
s ( s 28)
=
( s 4)( s 2 36)
2

3
2t e 2t
Solution (iii) L{sin h 2t} = L e
3
2
1
= L ( e 6 t ) 3 L ( e 2 t ) 3L (e 2 t ) L (e 6 t )
8
1 1 3 3 1
=
8 s 6 s 2 s 2 s 6
1 L2 L2
= 2 2
8 s 36 s 4
48
= 2
(s 36)( s 2 4)
Example 1.5: Find the Laplace transform of
(i) e–t cos t cos 2t (ii) e–3t (2 cos 5t – 3 sin 5t) (iii) t2 et sin 4t

t 1
Solution (i) L[e–t cos t cos 2t]= L e {cos 3t cos t}
2
1 1 t
= L[e t cos 3t ] [e cos t ]
2 2
1 s 1 ( s 1)
=
2 ( s 1) 2 32 ( s 1) 2 12

( s 1)( s 2 2s 6)
= 2
( s 2s 9)( s 2 2s 2)
Solution (ii) L[e–3t (2 cos 5t – 3 sin 5t)]
= 2 L[e 3t
cos 5t ] 3L[e 3t
sin 5t ]
2( s 3) 3s
=
( s 3) 2 s 2 ( s 3)2 s2
2s 9
= 2
s 6 s 34

Self-Instructional
Material 11
Laplace Transform
2 2
Solution (iii) As L[t ]
s2
2
L[t2ei4t] =
NOTES (5 4i )3
2( s 4i )3
=
( s 4i )3 ( s 4i)3
2( s 3 48s) 8i (3s 2 16)
=
( s 2 16)2
Equating imaginary part on both sides

8(3s 2 16)
L[t sin 4t] = 2
2
( s 16) 2
Again applying first shifting theorem
8[3( s 1) 2 16]
L[e t sin 4t] =
t 2
[(s 1)2 16]3
8(3s 2 6s 13)
= 2
( s 2 s 17)3
e at t n 1
Example 1.6: Evaluate L
n 1

n
Solution: L[tn – 1] =
sn
tn 1 n 1 1
L = n
n 1 s n 1
1
=
sn
at tn 1 1
L e = (By I shifting theorem)
n 1 ( s a)n
Example 1.7: L(cosh at sin at)
s
Solution: As L(cosh at) = 2
s a2
( s ia )
 L(eiat cosh at) = (By Ist shifting theorem)
( s ia ) 2 a 2
s ia
= 2
s 2a 2 2ias
Self-Instructional
12 Material
 Laplace Transform
( s ia)[( s 2 2a 2 ) 2ias]
=
( s 2 2a 2 ) 2 4i 2 a 2 s 2
s(s 2 2a 2 ) 2a 2 s ia{2s 2 ( s 2 2a 2 )}
= NOTES
s 4 4a 4
Equating imaginary parts
a(2a 2 s 2 )
L[sin at cosh at] =
s 4 4a 4
1
sin t , t
4 4
Example 1.8: Find L[a(t)] where a(t) =
0 t
4
Solution: Hence f(t) = sin t
1
L[f(t)] = L[sin t] = 2 , s>0
s 1

f t sin t t
4 4 4
L[a(t)] =
0 t
4
s
=e 4
f ( s)
s
1
=e 4
2 , s > 0 (by II shifting theorem)
s 1
20 4 s
Example 1.9: If L[f(t)] = 2 , applying the change of scale property
s 4 s 20
evaluate L[f(3t)]
1 s
Solution: L[f(3t)] = f
3 3
s
20 4
1 3
2 2
= 3 s s
4 20
3 3
4(15 s )
= 2
s 12 s 80

Self-Instructional
Material 13
Laplace Transform Example 1.10: Evaluate L[f(t)] where
0 0 t 1
Solution: f(t) = t 1 t 2
NOTES 0 t 2

st
By definition L[f(t)] = e f (t )dt
0

1 2
st st st
= e f (t )dt e f (t )dt e f (t )dt
0 1 2

2
=0 e st tdt 0
1

st 2 2
e e st
= t
s s2
1 2s s 1 2s s
= 2e e 2
e e
s s
1 1 s 2 1 2s
= e e
s s2 s s2
Example 1.11: Obtain L[f(t)] where f(t) = cos t, 0 < t < 2
= 0, t > 2

st
Solution: L[f(t)] = e f (t )dt
0

2
st st
= e f (t )dt e f (t ) dt
0 2n

2
st
= e cos tdt 0
0

2
e st
= ( s cos t sin t )
s2 1 0

s (1 e 2 s )
=
1 s2
Example 1.12: Let f(t) be a periodic function with period T, then
T
1 st
Solution: L[f(t)] = st
e f (t )dt
1 e 0

Self-Instructional
14 Material
 T 2T 3T Laplace Transform
st st st
By definition L{f(t)} = e f (t )dt e f (t )dt e f (t ) dt
0 T 2T

2T 3T
st st st
= e f (t )dt e f (t )dt e f (t ) dt NOTES
0 T 2T

Putting t = v + T in second integral and t = v + 2T in third integral and so

on.
T T T
st s (v T ) s ( v 2T )
L{f(t)} = e f (t )dt e f (v T ) dv e f (v 2T )dv
0 0 0

As function is periodic with period T

f(v) = f(v + T), f(v + 2T) ...
T T T
st st st 2 sT st
 L{f(t)}= e f (t )dt e e f (t )dt e e f (t )dt...
0 0 0

T
sT 2 sT st
= (1 e e ...) e f (t )dt
0

T
1 st
= sT
e f (t )dt
1 e 0

Example 1.13: Find Laplace transform of the function (Half Wave Rectifier),

sin t , 0 t
f(t) – w
0, / t 2 /
T
1 st
t{f(t)} = st
e f (t )dt
1 e 0

2 /
1 st
= s
e f (t )dt
2
1 e 0

2 /
1 st
= e sin tdt 0
1 e2 s/
0

1 e st /
= s
( s sin t cos t )
2 s2 f t 0
1 e
s
e w

1
= s 2
2 s2
1 e
Self-Instructional
Material 15
Laplace Transform
1
2
s2 s
= 1 e

NOTES Existence Theorem: Existence theorem states that the Laplace transform of f(t)
exists for all s > a, if f(t) is piecewise continous in every finite interval in the domain
t  0 and is of exponential order a.
at
[function f(t) is said to of exponential order a if, lim e f (t ) a finite
t
quantity. In this case, there exist real constants M, a, T such that
| f (t)| < Meat for all t > T]
That’s why Laplace integral exist under certain restriction such as s > 0 or
s > a etc.

1.3 LAPLACE TRANSFORM OF STANDARD

FUNCTIONS

The Laplace transform is invertible on a large class of functions. Given a simple

mathematical or functional description of an input or output to a system, the Laplace
transform provides an alternative functional description that often simplifies the
process of analysing the behaviour of the system, or in synthesizing a new system
based on a set of specifications.
The Laplace transform can also be used to solve differential equations. The
Laplace transform reduces a linear differential equation to an algebraic equation,
which can then be solved by the formal rules of algebra. The original differential
equation can then be solved by applying the inverse Laplace transform.
Computation of the Laplace transform of a function’s derivative is often used with
the differentiation property of the Laplace transform to find the transform of a
function’s derivative.
1.3.1 Laplace Transformation of Derivatives
It f (t) be continuous for every t  0 and be of exponential order s, then
f (t) = sf(s) – f(0)

st
By definition L{f (t)} = e f (t )dt
0

st st
= e f (t ) 0
( s )e f (t ) dt
0

st st
= lim
t
e f (t ) f (0) s e f (t ) dt
0

Self-Instructional
16 Material
 st Laplace Transform
= lim
t
e f (t ) f (0) sf (s )
st
As f(t) is of order s, lim
t
e f (t ) 0
 L{f (t)} = sf(s) – f(0) NOTES
2. If f (t) and its first (n – 1) derivative be continuous and f(t) be of exponential
order s then
L{f n(t)} = snf(s) – sn – 1 f(0) – sn – 2 f (0) ... f n – 1(0)
By definition
st
L{f n(t)} = e f n (t )dt
0

Integrating by parts
L{f n(t)} = [e st
f n 1 (t ) ( s)e st
f n 2 (t ) ( s)2 e st
f n 3 ...

... ( 1) n 1 ( s ) n 1 e st
f (t )]0 ( 1) n ( s ) n e st
f (t ) dt
0

Assuming that
st
lim e f m (t ) 0 for m = 0, 1, 2, n – 1
t

L{f n(t)} = snf(s) – sn – 1 f(0) – sn – 2 f (0) ... f n – 1(0)

3. Multiplication by tn:
It L{f (t)} = f(s)

n dn
Then L{f f (t)} = ( 1)
n f (s) ...(1.2)
ds n
Where n = 1, 2 ...

st
By definition L{f (t)} = e f (t )dt integrating both sides with respect
0
to s,
d d
{ f ( s )} = e st f (t )dt
ds ds 0
By Leibniz's rule for differenciation
d st
= e f (t )dt
0
2s

st
= te f (t ) dt
0

= (–1)1 L{tf (t)}

Self-Instructional
Material 17
Laplace Transform This proves the theorem for n = 1
Now assume that (1) is true for n = m (say)

dm st m
NOTES  ( 1) m m
f ( s ) = e t f (t )dt
ds 0

dm 1 d
 ( 1) m
f ( s ) = e st t m f (t )dt
ds m 1
ds 0

= te st t m s f (t )dt
0

m 1
d
 ( 1) m 1
m 1
f ( s ) = L t m 1 f (t )
ds
By induction (1) is true.
4. Laplace Transform of Integrals
If L{f (t)} = f(s)
t
1
Then L f (t )dt f (s)
0
s
Solution:
t

Let a(t) = f (t )dt

0

 a(0) = 0
t
d
And a (t) =
1 f (t )dt f (t )
dt 0

Now L{a1(t)} = s L{a(t)} – a(0)

L{f(t)} = s L{a(t)} – 0
t
1
 L{ f (t )} L f (t )dt
s 0

5. Division by t:
If L{f(t)} = f(s)
f (t ) f (t )
Then T f (t )dt provided lim exists
t s
t 0 t
f (t )
Let a(t) =
t
Or f(t) = ta(t)
Self-Instructional
18 Material
 L{f(t)} = L{t, a(t)} Laplace Transform

d
f(s) = L{a (t )}
ds
Integrating both sides with respect to s from s to  NOTES

f ( s )ds L a (t ) s
s

f ( s )ds lim L{a (t )} L{a (t )}

s
s

f ( s )ds 0 L{a (t )} as lim L{a (t )} lim e st (t )dt 0

s s
s s

f (t )
 L f ( x )dx
t s

Example 1.14: Find L(t3e–3t)

1
Solution: As L{e–3t} =
s 3
3 d3 1
 L{t e } = (t )
3 –3t
ds 3 (s 3)
3 ( 1) 3
= ( 1)
( s 3) 4
6
=
( s 3)4
Example 1.15: Evaluate L{t sin2 t}
1 cos 2t
Solution: L{t sin2 t} = L t
2
1 1
= L{t} L{t cos 2t}
2 2
1 1 1 d s
= ( 1)
2 s2 2 ds ( s 22 )
2

1 1 ( s 2 4)
= 2
2s 2 ( s 2 4) 2
2(3s 2 4)
= 2 2
s ( s 4) 2

Self-Instructional
Material 19
Laplace Transform Example 1.16: Find L{t2 cos at}
d2 s
Solution: L{t cos at} = ( 1)
2
ds ( s a 2 )
2 2

NOTES
d ( s 2 a 2 ) s (2s )
=
ds ( s 2 a 2 )2
d (a 2 s 2 )
=
ds ( s 2 a 2 )2
(s2 a 2 )2 ( 2s ) 1a 2 s 2 2( s 2 a 2 ) 2s
=
(s 2 a 2 )4
2s( s 2 3a 2 )
=
( s 2 a 2 )3
at bt
e e
Example 1.17: Evaluate L
t
at bt
e at
e bt e e
Solution: L =L L
t t t

1 1
= ds ds
s
s a s
s b

= log( s a) s
log( s b) s

s a
= log
s b s

a
1
s a s
log
= – log s b s b
1
s
s b
= log
s a
cos 2t cos 3t
Example 1.18: L
t
cos 2t cos 3t cos 2t cos 3t
Solution: L = L L
t t t
s s
= 2
ds 2
ds
s
s 4 s
s 9
Self-Instructional
20 Material
 Laplace Transform
1 1
= log( s 2 4) log ( s 2 9)
2 s 2 s

1 s2 4
= log NOTES
2 s2 9 s

4
1
1 s2 1 s2 4
lim log log 2
= 2s 9 2 s 9
1 2
s
1 s2 4
=0 log 2
2 s 9
1 s2 9
= log 2
2 s 4
t 1
Example 1.19: Given that L 2 s 3/ 2

1 1
Solution: Prove that L
s t
t 0
Let f(t) = 2  f(0) = 2 0

11 1
 f (t) = 2
2 t t
Also L{f (t)} = sf(s) – f(0)
1 1
 L s 3/ 2
0
t s
1
= (proved)
s
Example 1.20: Evaluate L{sin t }
x3 x5 x7
As sin x = x 
3 5 7
t 3/ 2 t 5/ 2 t7/2
sin t t 
3 5 7
n 1
But L{tn} =
sn 1

Self-Instructional
Material 21
Laplace Transform
3/ 2 1 5/ 2 1 7/2
 L{sin t } = s 3/ 2 
3 s 5/ 2 5 s7 / 2
1 1 31 1 531 1
NOTES 1 22 2 1 222 2
= 2 2
s 3/ 2 3 s5 / 2 5 s7 / 2
1
3 5.3
= 2 3/ 2 1
s 2 3s 2.2.5. 5s 2
1/ 2
1 1 1 1
= 1
2s s 22 s (2 s ) 2 2
2
(2 s 2 )3 3
2

1/ 2 1 1/ 2
1 22 s
1 1/ 4 s
= e e
2s s 2s s
t
sin t
Example 1.21: Evaluate L dt
0
t
t
sin t 1
Solution: L dt = Lf (t ) ...(1)
0
t s
sin t
Where f(t) =
t
sin t
 L{f(t)} = L
t

= L(sin t )ds
s

ds
= 2
s
s 1

= tan 1 s s

= tan 1 s
2
= cot–1s
t
sin t 1 1
(1)  L dt = cos s
0
t s

Self-Instructional
22 Material
1.3.2 Proof of the Laplace Transform of a Function’s Derivative Laplace Transform

It is often convenient to use the differentiation property of the Laplace transform

to find the transform of a function’s derivative. This can be derived from the basic
expression for a Laplace transform as follows: NOTES

Yielding,

In the bilateral case,

The general result,

Where f n is the nth derivative of f, can then be established with an inductive

argument.
Laplace Transform of the Derivative
Consider that the Laplace transform of y(t) is Y(s). Then the Laplace
Transform of y(t) is,

For the second derivative we have,

For the nth derivative we have,

Derivatives of the Laplace Transform

Let Y(s) be the Laplace transform of y(t). Then,

Self-Instructional
Material 23
Laplace Transform We can compute the Laplace transform of t sin (t) as follows:

NOTES The Laplace transform is method is used for solving differential equations.
The Laplace transform replaces operations of calculus by operations of algebra
on transforms. Approximately, differentiation of f(t) is replaced by multiplication
of L(s) by s and integration of f(t) is replaced by division of L(f) by s.
Theorem 1.2: Laplace Transform of the Derivative of f(t)
Suppose that f(t) is continuous for all t  0, satisfies for some k and M, and has a
derivative f t  that is piecewise continuous on every finite interval in the range
t  0 . Then the Laplace transform of the derivative f t  exists when s > k, and

L f   sL f   f 0 for (s > k)

Proof: Consider the situation when f t  is continuous for all t  0. Then,
by the definition and by integration by parts we have,
 
 
L f    e  st f t dt  e st f t  |0  s  e st f t dt
0 0

Since f satisfies the integrated portion on the right is zero at the upper limit
when s > k and at the lower limit it contributes  f 0 . The last integral L(f ) is the
existence for s > k. This proves that the expression on the right exists when s > k
and is equal to  f 0  sLt  . Consequently, L(f ) exists when s > k. If the
derivative f t  is piecewise continuous, then the proof is quite akin. In this case,
the range of integration in the original integral which is split into parts such that f 
is continuous in each such part. This theorem may be extended to piecewise
continuous functions f(t).
Theorem 1.3: Laplace Transform of the Derivative of Any Order n
Let f(t) and its derivatives f t , f t ,, f n1 t  be continuous functions for all
t  0, satisfying some k and M, and let the derivative f n  (t) be piecewise continuous
on every finite interval in the range t  0. Then the Laplace transform of f n  t 
exists when s > k and is given by,
 
L f n   s n L f   s n1 f 0  s n2 f 0    f n1 0 .

Self-Instructional
24 Material
Example 1.22: If f t   t 2 then derive L f  from L1 .
Laplace Transform

Solution: Since f 0  0, f 0  0, f t   2 and L2  2 L1  2 / s

We get, NOTES

L f   L2 
2
s
 s 2 L f ,  
hence L f 2 
2
s3
Example 1.23: Derive the Laplace transform of cos t .
Solution: Let f t   cos t . Then f t    2 cos t   2 f t  . Also
f 0  1, f 0  0 . Now we take the transform, L f    2 L f  .
We get,

  2 L f   L f   s 2 L f   s,

s
hence L f   Lcos t  
s  2
2

Example 1.24: If f t   sin 2 t then find L f  .

Solution: Given is, f 0  0, f t   2 sin t cos t  sin 2t

Which gives,
2
L sin 2t    sL f  .
s 4
2

Or L sin 2 t  
2

s s 4 2

Example 1.25: If f(t)= t sin t then find L(f).
Solution: Given is, f(0) = 0 and
f t   sin t  t cos t ,
for f 0  0

f t   2 cos t   2t sin t

= 2 cos t   2 f t  ,
Also,
L f   2Lcos t    2 L f   s 2 L f  .

Self-Instructional
Material 25
Laplace Transform Using the formula for the Laplace transform of cos t , we obtain:
2s
s 2

  2 L f   2Lcos t  
s  2
2 .
NOTES The outcome is,
2s
Lt sin t  
s 2
 2 
2 .

1.3.3 Laplace Transform of the Integral of a Function

Differentiation and integration are inverse processes. Consequently, as differentiation
of a function corresponds to the multiplication of its transform by s, we expect
integration of a function to equates to division of its transform by s, because division
is the inverse operation of multiplication.
Theorem 1.4: Integration of f(t)
Let F(s) be the Laplace transform of f(t). If f(t) is piecewise continuous and
satisfies an inequality, then

t  1
L  f  d   F s  ...(1.3)
0  s
For (s > 0, s > k)
Or, if only the inverse transform on both sides of the above equation is
taken,
t
1 
 f  d  L  F s  .
1

0 s 
Proof: Suppose that f(t) is piecewise continuous and satisfies the Equation
(1.3) for some k and M. Clearly, if for Equation (1.3) some negative k, it also
holds for positive k then we may assume that k is positive. Then the integral,
t
g t    f  d
0

is continuous and by using Equation (1.3) we obtain for any positive t,

t t
| g t  |   | f   | d  M  e k d 
k

M kt
M
e  1  e kt for (k > 0).
k
0 0

This shows that g(t) also satisfies an inequality of the form given in Equation
(1.3). Also, g t   f t  , except for points at which f(t) is discontinuous. Hence,
g t  is piecewise continuous on each finite interval and gives,
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26 Material
 L f t   Lg t   sLg t  g 0
Laplace Transform
for (s > k).

Here, clearly, g 0  0 , so that L(f) = sL(g).

NOTES
1.4 ELEMENTARY THEOREMS ON LAPLACE
TRANSFORM

Introduction

The Laplace transformation is an important operational method for solving linear

differential equations. It is particularly useful in solving initial value problems
connected with linear differential equations (ordinary and partial). The advantage
of Laplace transformation in solving initial value problems lies in the fact that initial
conditions are taken care of at the outset and the specific particular solution required
is obtained without first obtaining the general solution of the linear differential
equation.

1.4.1 Laplace Transforms of Elementary Functions

Using the definitions, we find the Laplace transfomation of some simple functions.
(i)Transform of f(t) = 1, t  0

 
 e st 
L{f(t)} =  e  st dt   – 
0  s 0

e–st  0 as t  , if s > 0

1
 L(1) = ,s  0 (1.4)
s

(ii) Transform of e–at, where a is a constant.

  
 e  ( s  a )t 
L[e ] =  e e .dt   e
–at  st  at  ( s  a )t
dt   – 
0 0  s  a 0

e–(s+a)t tends to zero as, t  , if (s + a > 0)

1 ,
 L[e–at] = s  a (1.5)
sa

(iii) Transform of e–at, where a is a constant.

1 ,
L[eat] = sa (1.6)
sa

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Material 27
Laplace Transform The result follows from (ii) by changing a to –a.
(iv) Transform of sin at, where a is a constant.

 
NOTES  e st 
L[sinat] = 
 st
e sin at dt   2 ( s sin at  a cos at ) 
s  a
2
0 0

–s a a
= Lt (e – st sin at ) – 2 Lt (e – st cos at )  2
s 2  a 2 t  s  a 2 t  s  a2

(When s > 0, both (e–st sin at) and (e–st cos at) tend to zero as t ).

a ,
 L[sin at] = s  0 (1.7)
s  a2
2

(v) Transform of cos at, where a is a constant.

 
 e  st 
L[cos at] =  e
 st
cos at dt   2 ( s cos at  a sin at 
s  a
2
0 0

–s a
= Lt (e – st cos at ) – 2 Lt (e – st cos at )
s a22 t 
s  a 2 t 

s ,
= s  0 (by the results stated in equation (1.7)
s2  a2

s ,
 L[cos at] = s0
s  a2
2

(vi) Transform of tn, where n is a positive integer.

  
 t n e – st   1   st n 1
L[tn] =  e – st t n dt   –  –     e . nt dt
0  s 0 0  s 

On integration by parts,
n 
1 t n
= – . tLt   e st . t n 1dt
 0 st
s e s 0

If s > 0, by applying L’hospital’s rule successively, it can be shown that as

t ,
n n 1 n n – 1 n2
L[tn] = L[t ], s  0  . L[t ], s  0 (1.8)
s s s
By repeated application of equation (1.4)

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28 Material
 Laplace Transform
n . n – 1 . n  2 ... 2 . 1 0
L[tn] = L[t ]
s s s s s
But,
NOTES
1
L[t ] = L(1) =
0
s

n .( n  1)....2.1 . 1
 L[tn] =
sn s

n! ,
Or L[tn] = s0
s 1n

Note: L[t] = [1/s2], L[t2] = (2/s3)

1.4.2 Linearity Property of Laplace Transformation
If f(t) and g(t) are functions for which Laplace transforms exist, then
(i) L[f(t) + g(t)] = L[f(t)] + L[g(t)]
(ii) L[k f(t)] = kL[f(t)]
For any constant k.
The result can be proved as follows:

 st
L[f(t) + g(t)] =  e [ f (t )  g (t )]dt
0

 
=  e st f (t )dt   e st g (t )dt
0 0

 L[f(t) + g(t)] = L[f(t)] + L[g(t)]


Also L[kf(t)] =  e st kf (t )dt
0


 st
= k  e f (t )dt
0

 L[kf(t)] = kL[f(t)]
In view of properties (i) and (ii), the Laplace transformation operator L is a
linear operator.
Note: L[af(t) + bg(t)] = aL[f(t)] + bL[g(t)] for any constants a and b. Also,
n  n
L   ai fi (t )  =  ai L[ fi (t )]
1  i 1

For any constants a1, a2, .... an.

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Material 29
Laplace Transform Using this property, the Laplace transforms of functions which can be expressed
as linear combination of functions can be written.
1.4.3 Laplace Transforms of sinh at and cosh at
NOTES (i) Transform of sin h at

L[sin h at] = L  (e at  e at ) 
1
2 

1
=  L(e at )  L(e at ) 
2

1 1 1 
=  , s > a, and s > –a
2  s  a s  a 


a
L[sin h at] = , s >| a |
s  a2
2

(ii) Transform of cos h at

 1 
L[cos h at] = L  (e at  e  at ) 
 2 

1
=  L(e at )  L(e  at ) 
2

1 1 1 
= 2 s  a  s  a, s > | a |
 

s
 L[cos h at] = , s >| a |
s  a2
2

Note:
1
L[cos at + i sin at] = L[eiat] =
s  ia

1 s  ia
 L[cos at] + iL[sin at] = = 2 2
s  ia s a
Equating the real parts, we get,
s
L[cos at] =
s2  a2
Equating the imaginary parts, we have,
a
L[sin at] =
s  a2
2

Example 1.26: Find L(5t3 + 3t2 – 6t + 3e–5t)

Solution: L(5t3 + 3t2 – 6t + 3e–5t) = 5L(t3)+ 3L(t2)– 6L(t) + 3L(e–5t)
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30 Material
 Laplace Transform
3! 2! 1 1 30 6 6 3
= 5  3 3  6 2  3 = 4 3 2
s 4
s s s5 s s s s5
Example 1.27: Find L[cos2 3t + sin 5t sin 2t]
Solution: L[cos2 3t + sin 5t sin 2t] NOTES
 1 1 
= L  (1  cos 6t )  (cos 3t  cos 7t ) 
2 2 

1 1 s  1 s s 
=   
2  s s 2  36  2  s 2  9 s 2  49 
Example 1.28: Find L(cos3 2t)
Solution: Since, cos 6t = 4 cos3 2t – 3 cos 2t
1
cos3 2t = cos 6t  3cos 2t 
4

1 s s 
 L(cos3 2t) =  3 2
4  s 2  36 s  4 
Example 1.29: Find L[64 sin5 t + cos(2t + 5)]
1
Solution:sin5 t = [sin 5t  5C1 sin 3t  5C2 sin t ]
24

1
= [sin 5t  5sin 3t  10 sin t ]
16
L[64 sin5 t + cos(2t + 5)] = L[4(sin 5t – 5 sin 3t + 10 sin t)] + L[cos(2t + 5)]
 5 3  1
= 4  s 2  25  5  s 2  9  10  s 2  1 
 
+ L[cos 2t cos 5 – sin 2t sin 5]
20 60 40
=  2  2
s  25 s  9 s  1
2

s 2
 cos 5   sin 5  2
s2  4 s 4
Example 1.30: Find L[e2t sin h2 at]

  at 2 
Solution: L[e2t sin h2 at] = L e 2t  e  e   = L e2t  e 2 at  e2at  2  
at
1
 2  4  

1
= L  e 2( a 1)t  e 2( a 1) t  2e2t 
4 

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Material 31
Laplace Transform
1 1 1 2 
 L[e2t sin h2 at] = 4  s  2a  2  s  2a  2  s  2 
 

Note of Notation: In the functions considered above, the independent variable

NOTES is denoted by t. This is suggestive of the fact that, in many applications, functions
involved are functions of time t.
Also, Laplace transforms are functions of the parameter s. In some books,
the parameter s is replaced by p. In such cases, the Laplace transform of f(t) is
denoted as F(p) or f ( p) and Laplace transforms of sin at, e–at etc., are [a/p2 +
a2], [a/p + a], etc.
1.4.4 Transforms of Integrals
The following results show that the Laplace transforms of the derivatives and
integrals of a function f(t) can be expressed in terms of the Laplace transform of
f(t). These results are important in solving differential equations using the methods
of Laplace transformation.
Theorem 1.5: If f(t) is continuous and f (t) is piecewise continuous in the interval
0  t  T for any finite T, and f(t) and f (t) are of exponential order as t ;
then,
L[f (t)] = sL[f(t)] – f(0).
Proof: Under the conditions stated in the theorem, the Laplace transforms of f(t)
and f (t) exist and,

L[f (t)] =  e st f '(t )dt
0


=  e  st d [ f (t )]
0



= e st f (t )  0   f (t )  (  s )e st dt
0

On integration by parts, we get L[f (t)] to be,

= Lim
t
e st f (t ) f (0) s e st
f (t )dt = – f(0) + sL[f(t)]
0

Since Lim e st f (t ) = 0, as shown below (see Notes).

t

 L[f (t)] = sL[f(t)] – f(0)

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32 Material
Notes: Laplace Transform

1. As f(t) is of exponential order at t , there exist constants  and M

such that,
| f(t)|  Met for t  t0 NOTES
[| f(t)|/est]  Me[(s–)t] for t  t0
Now, e–(s–)t  0, as t , if s > 
| f (t ) |
 Lim st
, as also Lim f (stt ) vanish if, s > 
t e t e
2. Although f(t) is of exponential order, it cannot be said that the derivatives
of f(t) will also be of exponential order. However, in most practical cases,
the functions considered and their derivatives are all of exponential order.
Theorem 1.6: If f(t) and f (t) are continuous and f (t) is piecewise continuous
in 0  t  T, for any finite T, and f(t) and f (t) are of exponential order as t ,
then
L[f (t)] = s2L[f(t)] – sf(0) – f (0)
Proof: By applying the previous theorem to the function f (t), we have,
L[f (t)] = s2L[f(t)] – sf(0) – f (0)
Again applying the previous theorem to write L[f (t)] in terms of L[f(t)], we
get,
L[f (t)] = s[sL{f(t)} – f(0)] – f (0)
L[f (t)] = s2L[f(t)] – sf(0) – f (0)
Notes:
1. Conditions stated in the above theorem ensure that the Laplace transforms
of f(t), f (t) and f (t) exist.
2. The result concerning the Laplace transforms of f n(t) is as follows:
If f(t), f (t),..., f (n–1)(t) are continuous and f n(t) is piecewise continuous in the
interval 0  t  T for any finite T and all these functions are of exponential order
as t , then,
L[f (n)(t)] = snL[f(t)] – s(n–1)f(0) – s(n–2)f (0) – s(n–3) f (0) – ... – sf (n–2)(0)
– f(n–1)(0)
This result is obtained by successive application of the result,
L[f (t)] = sL[f(t)] – f(0)
Example 1.31: Given that L[t sin at] = [(2as)/(s2 + a2)2], find L[at cos at + sin
at].

Self-Instructional
Material 33
Laplace Transform Solution:

 d 
L[at cos at + sin at] = L  (t sin at ) 
 dt 
NOTES
2as
= sL[t sin at] – [t sin at]t=0 = s
( s  a 2 )2
2

2as 2
 L[at cos at + sin at] =
(s 2  a 2 )2

Example 1.32: Using the result L[f ] = sL[ f ] – f(0) and L[f ] = s2L[f ] – sf(0)
– f (0), find L[eat], L[sin at] and L[cos at].
Solution:
To find L(eat), take f(t) = eat in the result L(f) = sL(f ) – f(0).
Then, L(eat) = sL(eat) – 1 i.e.,aL(eat) – sL(eat) = –1
1
 L(eat) =
sa
Taking f(t) = sin at in the result L[f ] = s2L[f ] – sf(0) – f(0), we get,
L[–a2 sin at] = s2L[sin at] – s(0) – a(1)
i.e., – a2L(sin at) – s2L(sin at) = – a
a
 L(sin at) =
s  a2
2

Find L(cos at) in a similar manner is left as an exercise for the students.
If L[f(t)] = f (s), prove that,
L[tf (t)] = – [sf (s) + f(s)]
Theorem 1.7: If f(t) is of exponential order as t  and piecewise continuous
in the interval 0  t  T for any finite T, then,

t  1
L   f (u )du  = L[ f (t )]
0  s

Proof: This result can be proved using the result,

L[g(t) = sL[g(t)] – g(0) (1.9)
t
Let  f (u )du
0
be denoted as g(t). Then,

0
g(f) = f(t) and g(0) =  f (u )du
0
=0
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34 Material
It can be shown that g(t) is continuous in 0  t  T and is of exponential order as Laplace Transform
t . Therefore, Laplace transforms of both f(t) and g(t) exist and by equation
(1.9),

t  NOTES
L[f(t)] = sL   f (u )du   0
0 

t  1
 L   f (u )du  = L[ f (t )]
0  s

Notes:
1. Replacing a dummy variable u by t, the above result is written in form

t  1
L   f (t )dt  = L[ f (t )]
0  s

2. Under the conditions stated in the theorem,

t t t  1
L       f (t )(dt ) n  = n L[ f (t )] , for any positive integer n.
0 0 0  s

t t t
3. 
a
f (u )du = 
a
f (u )du   f (u )du
a

t  t  a 
 L   f (u )du  = L   f (u )du  – L   f (u )du 
a  0  0 
a
1 1
= L[ f (t )]   f (u )du
s s0
a
Since,  f (u )du
0
is a constant.

t  1 1
a

 L   f (u )du  = L[ f (t )]   f (u )du
a  s s0

t
Example 1.33: Find L  [(sin x) / x]dx
0

 
 sin t  1 
Solution: L
 t 
 =  L(sin t )ds =
s
s
s
2
1
ds =  tan 1 ( s) 
s


=  tan 1 s = cot–1s
2

Self-Instructional
Material 35
Laplace Transform
 t sin x  1  sin t  1
 L  dx  = L   = s cot s
–1

0 x  s  t 

NOTES Check Your Progress

1. Define the Laplace transform.
2. Explain the bilateral Laplace transform.
3. State the inverse Laplace transform.
4. Elaborate on the region of convergence.
5. Analyse the linearity of the Laplace transform.
6. Interpret the Laplace transform of the integral of a function.
7. Explain the elementary theorem.
8. Define the transforms of integrals.

1.5 ANSWERS TO CHECK YOUR PROGRESS

QUESTIONS

1. In mathematics, the Laplace transform is a widely used integral transform

and is denoted by . It is a linear operator of a function f(t) including
a real argument t (t ³ 0) that transforms it to a function F(s) with a complex
argument s.
2. When the Laplace transform is defined without condition then the unilateral
or one-sided transform is normally considered. Alternatively, the Laplace
transform can be defined as the bilateral Laplace transform or two-sided
Laplace transform by extending the limits of integration to be the entire real
axis.
3. The inverse Laplace transform is also known by various names as the
Bromwich integral, the Fourier-Mellin integral and Mellin’s inverse formula.
It is given by the following complex integral:

4. If ƒ is a locally integrable function, then the Laplace transform F(s) of ƒ

converges provided that the following limit exists:

5. The Laplace transform is a linear operation; which means, for any functions
f(t) and g(t) whose Laplace transforms exist and any constants a and b,
Laf t   bg t   aL f t   bLg t  .
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36 Material
 6. Differentiation and integration are inverse processes. Consequently, as Laplace Transform

differentiation of a function corresponds to the multiplication of its transform

by s, we expect integration of a function to equates to division of its transform
by s, because division is the inverse operation of multiplication.
NOTES
7. The Laplace transformation is an important operational method for solving
linear differential equations. It is particularly useful in solving initial value
problems connected with linear differential equations (ordinary and partial).
The advantage of Laplace transformation in solving initial value problems lies
in the fact that initial conditions are taken care of at the outset and the specific
particular solution required is obtained without first obtaining the general solution
of the linear differential equation.
8. The following results show that the Laplace transforms of the derivatives
and integrals of a function f(t) can be expressed in terms of the Laplace
transform of f(t). These results are important in solving differential equations
using the methods of Laplace transformation.

1.6 SUMMARY

 In mathematics, the Laplace transform is a widely used integral transform

and is denoted by . It is a linear operator of a function f(t) including
a real argument t (t ³ 0) that transforms it to a function F(s) with a complex
argument s.
The Laplace transform can be related to the Fourier transform. The Fourier
transform resolves a function or signal into its modes of vibration and the
Laplace transform resolves a function into its moments.
Switching from operations of calculus to algebraic operations on transforms
is known as operational calculus which is an essential area of applied
mathematics and with regard to an engineer, the Laplace transform method
is basically a very essential operational technique.
Another benefit of the Laplace transform is that it helps in solving the
problems in a straightforward manner, initial value problems regardless of
initially obtaining a basic solution, and nonhomogeneous differential
equation exclusive of initially answering the corresponding homogeneous
equation.
 When the Laplace transform is defined without condition then the unilateral
or one-sided transform is normally considered. Alternatively, the Laplace
transform can be defined as the bilateral Laplace transform or two-sided
Laplace transform by extending the limits of integration to be the entire real
axis.

Self-Instructional
Material 37
Laplace Transform  The inverse Laplace transform is also known by various names as the
Bromwich integral, the Fourier-Mellin integral and Mellin’s inverse formula.
It is given by the following complex integral:

NOTES

 If ƒ is a locally integrable function, then the Laplace transform F(s) of ƒ

converges provided that the following limit exists:

 The Laplace transform is a linear operation; which means, for any functions
f(t) and g(t) whose Laplace transforms exist and any constants a and b,
Laf t   bg t   aL f t   bLg t  .
 Differentiation and integration are inverse processes. Consequently, as
differentiation of a function corresponds to the multiplication of its transform
by s, we expect integration of a function to equates to division of its transform
by s, because division is the inverse operation of multiplication.
 The Laplace transformation is an important operational method for solving
linear differential equations. It is particularly useful in solving initial value
problems connected with linear differential equations (ordinary and partial).
 The following results show that the Laplace transforms of the derivatives
and integrals of a function f(t) can be expressed in terms of the Laplace
transform of f(t). These results are important in solving differential equations
using the methods of Laplace transformation.

1.7 KEY WORDS

 Laplace transform: The Laplace transform is a widely used integral

transform and is denoted by L {f (t)}. It is a linear operator of a function
f(t) including a real argument t (t0) that transforms it to a function F(s)
with a complex argument s.
 Bilateral Laplace transform: The Laplace transform can be defined as
the bilateral Laplace transform or two-sided Laplace transform by extending
the limits of integration to be the entire real axis.
 Inverse Laplace transform: The inverse Laplace transform is also known
by various names as the Bromwich integral, the Fourier-Mellin integral and
Mellin’s inverse formula.
 Transform of integrals: The Laplace transform of the derivatives and
integrals of a function f (t) can be expressed in terms of the Laplace
transform of f(t).
Self-Instructional
38 Material
 Laplace Transform
1.8 SELF ASSESSMENT QUESTIONS AND
EXERCISES

Short-Answer Questions NOTES

1. Explain the Laplace transform.

2. Define the bilateral Laplace transform.
3. Illustrate the inverse Laplace transform.
4. Elaborate on the region of convergence.
5. State the linearity of the Laplace transform.
6. Interpret the Laplace transform of the integral of a function.
7. What do you understand by the elementary theorems?
8. Explain the transforms of integrals.
Long-Answer Questions
1. Discuss briefly the Laplace transform.
2. Analyse the bilateral Laplace transform with the help of example.
3. Describe the linearity of the Laplace transform.
4. Explain the Laplace transforms of elementary functions.
5. Define briefly the transforms of integrals.
6. Find the Laplace transforms of the following:

(i) 2t3 + 3t2 – 5t + 2 (ii) e3(t 1)

(iii) (e3t + e–2t)2 (iv) sin at cos at
(v) sin bt
3
(vi) 3t2 + cos3 bt
(vii) sin at cos bt
7. Find the Laplace transforms of the following:
(i) t 3e5t (ii) e–t sin(2t + 3)
(iii) cosh at cos bt (iv) sinh at sin bt
(v) 3t e + 5e cos 2t
2 –3t 3t

8. Find the Laplace transforms of the following:

(i) (2t + 1)sin 2t (ii) (t + 2)cos 3t
(iii) t2 sin at (iv) t2 cos at
(v) te–t cos2t (vi) te–at sin at
9. Find the Laplace transforms of:
e at  cos at sin 2 t
(i) (ii)
t t Self-Instructional
Material 39
Laplace Transform 2 2
 sin 2t   sin at 
(iii)   (iv)  
 t   at 

1  e at
NOTES (v)
t
10. Find

 t sin at   t f (t )  1 
(i)  
L dt  (ii) Prove that  
L dt     L[ f (t )ds
0 t  0 t  s s

 t sin 2 t   t t  e at 
(iii) Find L   dt  (iv) Find L   dt 
0 t  0 t 
t
(v) Find L[et  t cos t dt ]
0

11. Find the Laplace transforms of:

(i) L(2t2 – e–t) (ii) L(t2 + 1)2
(iii) L(sin t – cos t)2 (iv) L(cosh2 4t)

0 when 0  t  2
(v) L{f(t)} if f(t) = 
4 when t  2

(vi) L{t3 e–3t} (vii) L{(t + 2)2 et}


3
12. Show that the Laplace transform of  te3t sin t dt 
0 50


13. Solve using L 
f (t ) 
   F (u ) du
 t  s

 sin 2 t  1  et 
(i) Find L   (ii) Find L  
 t   t 


(iii) Evaluate  te3t cos t dt

s

14. Evaluate laplace transform of

(i) f(t) = (sin t – cos t)2
(ii) e2t + 4t3 – 2 sin 3t + 3 cos 3t
(iii) cos3 2t
(iv) (t + 2)2 et
(v) e–t sin2 t
Self-Instructional
40 Material
 Laplace Transform
et 0 1
(vi) f(t) =
0 t 1

t2 0 t 2
NOTES
t 1 2 t 3
(vii) f(t) =
t 3
(viii) f(t) = |t – 1| + |t + 1|, t  0
2 2
sin t , t
3 3
(ix) L{f(9t)} where f(t) = 2
0, t
3
2K 2 s
(x) Prove that L{sin K (–sin hKt)} = 4
s 4K 4
15. Find the Laplace transformation of

e at cos 6t
(i) t sin 3t cos 2t (ii)
t

1 cos t 3t
(iii) (iv) te sin tdt
t 0

t t
e sin t e t sin 2 t 1
(v) dt (vi) Prove that dt log 5
0
t 0
t 2
t 3t
e e
(vii) Prove that dt log 3
0
t

sin t e t sin
(viii) dt (ix) Prove that dt
0
t t 4
0

cos at cos bt
(x) dt (xi) t sin h at
0
t

1.9 FURTHER READINGS

Narayanan, S., T. K. Manickavasagam Pillai. 2014. Calculus, Volume II. Chennai:

S. Viswanathan (Printers & Publishers) Pvt. Ltd.
Veerarajan, T. 2011. Engineering Mathematics, 3rd Edition. New Delhi: Tata
McGraw-Hill.

Self-Instructional
Material 41
Laplace Transform Sharma, A. K. 2004. Text Book of Differential Calculus. New Delhi: Discovery
Publishing House.
Narayanan, S., T. K. Manickavasagam Pillai. 2009. Differential Equations and
its Applications. Chennai: S. Viswanathan (Printers & Publishers) Pvt. Ltd.
NOTES
Coddington, Earl A. 1987. An Introduction to Ordinary Differential Equations.
New Delhi: Prentice Hall of India.
Coddington, Earl A. and N. Levinson. 1972. Theory of Ordinary Differential.
Equations. New Delhi: Tata McGraw-Hill.
Boyce, W. E. and Richard C. DiPrima. 1986. Elementary Differential Equations
and Boundary Value Problems. New York: John Wiley and Sons, Inc.
Sharma, A. K. 2009. Engineering Mathematics. New Delhi: Discovery Publishing
House.

Self-Instructional
42 Material
 Laplace Transform of

UNIT 2 LAPLACE TRANSFORM OF Periodic Functions

PERIODIC FUNCTIONS
NOTES
Structure
2.0 Introduction
2.1 Objectives
2.2 Periodic Functions
2.2.1 Convolution Theorem
2.3 Answers to Check Your Progress Questions
2.4 Summary
2.5 Key Words
2.6 Self Assessment Questions and Exercises
2.7 Further Readings

2.0 INTRODUCTION

The Laplace transform is named after mathematician and astronomer Pierre-Simon

Laplace, who used a similar transform in his work on probability theory. Laplace
wrote extensively about the use of generating functions in Essai philosophique sur
les probabilités (1814), and the integral form of the Laplace transform evolved
naturally as a result.
Laplace’s use of generating functions was similar to what is now known as
the z-transform, and he gave little attention to the continuous variable case which
was discussed by Niels Henrik Abel. The theory was further developed in the
19th and early 20th centuries by Mathias Lerch, Oliver Heaviside, and Thomas
Bromwich.
The current widespread use of the transform (mainly in engineering) came
about during and soon after World War II, replacing the earlier Heaviside
operational calculus. The advantages of the Laplace transform had been emphasized
by Gustav Doetsch, to whom the name Laplace Transform is apparently due.
In engineering applications, a function corresponding to a linear time-invariant
(LTI) system is stable if every bounded input produces a bounded output. This is
equivalent to the absolute convergence of the Laplace transform of the impulse
response function in the region Re(s)  0. As a result, LTI systems are stable,
provided that the poles of the Laplace transform of the impulse response function
have negative real part. This ROC is used in knowing about the causality and
stability of a system.
A function is said to be periodic of period T, if
f(T+t)= f(t)  t
The time interval T is said to be period and the function that repeats its value
at regular period is known as periodic function. Self-Instructional
Material 43
Laplace Transform of In this unit, you will study about the Laplace transform of periodic functions
Periodic Functions
and related problems.

NOTES
2.1 OBJECTIVES

After going through this unit, you will be able to:

 Understand the Laplace transform of periodic functions
 Analyse and solve the related problems

2.2 PERIODIC FUNCTION

A function is said to be periodic of period T, if

f(T + t) = f(t) t
The time interval T is said to be period and the function that repeats its value
at regular period is known as periodic function.
For example, sin x has a period of 2 as 2 is the smallest number for
which sin (x + 2) = sin x x
For example, if a function f(x) is defined in the interval [0,2] as follows:
5
0, x 0 t 1or t 2
3
1 2
3 x 1, x t
3 3
2 4
f(x) = 1, x t
3 3
4 5
3 x 5, x t
3 3
For sin x is a periodic function of period .

–2 – 0 2 4

0
/2 3 2
2

Self-Instructional
44 Material
 tan x is a periodic function. Laplace Transform of
Periodic Functions
2. Laplace transform of periodic function
Theorem 2.1. Laplace Transform of a Periodic Function f(t).
If function f(t) is, Periodic with period p > 0, so that f(t + p) = f(t), and f1(t) is NOTES
one period (i.e., one cycle) of the function, written using Unit Step functions, then

As per the Laplace formula, “The Laplace Transform of the periodic

function f(t) with period p, equals the Laplace Transform of one cycle of the
function, divided by (1 – e–sp)”.
Derivation of the Laplace transforms of the periodic functions from the graph
of periodic unit ramp function.

From the above graph, it is evident that the first period is given by:
f1 (t) = t . [u(t) – u (t – 1)] and that the period is p = 2.

Now,

So,

Self-Instructional
Material 45
Laplace Transform of Hence, the Laplace transform of the periodic function, f(t) is given by:
Periodic Functions

NOTES

Example 2.1: Find Laplace transform of the periodic function

1, 0 t 2
f(t) = 0, 2 t 4

Solution: Given function has period of 4.

f(t+4) = f(t)
Now
1 T
L [f(t)] = ST
e ST
f (t )dt
1 e 0

1 4
= 4S
e ST
f (t )dt
1 e 0

1 2 4
= 4S
e St .1dt e st .0dt
1 e 0 2

S
1 1 e
= 1 e 4S
S

Example 2.2: Find the Laplace transform of following periodic function shown in
the graph.
f ( t)
1

t
1 2 3 4 5 6

Solution: As per the given graph

f(t) = t.[u(t)–u(t–1)]
with period t = 2
L[f(t)] = L[t.{u(t)–u(t–1)}]
= L{t.u(t)}–L{t.u(t–1)}
Self-Instructional
46 Material
 = L{t-u(t)}–L(t–1).u(t-1)] +u (t–1)} Laplace Transform of
Periodic Functions
= L{t–u(t)}–L{(t–1).u(t–1)}–L{u(t–1)}
1 e S e S
= NOTES
S2 S2 S
S S
1 e Se
=
S2
S S
1 e Se 1
L[f(t)] = 2 2S
S e e

1 e S Se S
= S 2 (1 e 2 S )

Example 2.3: Find Laplace transform of

1 t a
f(t) = 1 a t 2a

Solution: Given function is periodic for period 2a

1 2a
st
L[f(t)] = e f (t ) dt
1 e 2 aS 0

1 a 2a
= e st (1) dt e st ( 1)dt
1 e 2 as 0 a

1 e as 1
= 1 e 2as S S

as
1 e
= S1 e 2 as

Example 2.4: Find Laplace transform of

f(t) = |sin Pt|, t > 0
Solution: Given function is periodic for period 2.
Period of sin t = 2
2
Period of sin Pt =
P

Period of |sin Pt| =

P
|sin Pt| is positive in all quadrants.

Self-Instructional
Material 47
Laplace Transform of
Periodic Functions 1 St
P
e f (t )dt
L[f(t)] = 0
1 e PS

NOTES 1 /P
St
e sin Pt dt
= 0
1 e PS

S
1 e P
P 1 ( P)
= 1 e / PS
S 2
P 2 2
S P2

1 P
= 1 e / PS 2
1 e PS
S P2

Theorem 2.2. Suppose that f :[0, )  is a periodic function of period T > 0,

i.e., f (t + T) = f (t) for all t 0 . If the Laplace transform of f exists, then
T
f (t )e st dt
F(s) = 0
ST
1 e
Proof: We have

F(s) = 0
f (t )e st dt

( n 1)T
= f (t )e st dt
nT
n 0

T
su snT
= f (u nT)e du u t nT
0
n 0

T
snT su
= e f (u )e du
0
n 0

T
su snT
= f (u )e du e
0
n 0

T
sn
f (u )e du
= 0
sT
1 e
The last line follows from the fact that

snT
e
n 0

is a geometric series with e sT

1for s 0.

Self-Instructional
48 Material
Example 2.5: Find Laplace transform of periodic function f(t) = sin t with Laplace Transform of
Periodic Functions
period 2.
Solution: Using (1), we find
1 2 /
st 1 e 2 s/ NOTES
F(s) = e sin( t ) dt
1 e2 s 0 s 2 2
1 e 2 s/
s 2 2

Example 2.6: Find Laplace transform of saw-tooth function.

t 0 t 1
f (t) = 0 t 1

0
1 2 3 4
Fig. 2.1 A saw-tooth function.

Solution: Here period T = 1. Now

1 1 1 e s (1 s ) 1 e s
F (s) = 1 e s
te st dt
0 s 2 (1 e s ) s2 s (1 e s )

Example 2.7: Consider the following function

t 0 t 1
2 t 1 t 2
F (t) =
f (t 2) t 2

And find its Laplace transform for a period of t = 2

f(t)

0
2 4 6
t
Solution: Here f (t) is a periodic function of period T = 2.
Self-Instructional
Material 49
Laplace Transform of
Periodic Functions 1 2 1 1 2
F (s) = 2s
f (t )e st dt 2s
te st dt (2 t )e st dt
1 e 0 1 e 0 1

Simplifying the RHS, we find

NOTES (1 e s ) 2 1 e s 1
F (s) = s 2 (1 e 2 s ) tan h ( s / 2)
s 2 (1 e s ) s2

2.2.1 Convolution Theorem

Definition 1. Let f and g be two functions defined in [0, ). Then the convolution
of f and g, denoted by f * g, is defined by
t
(f * g) (t) = 0
f ( )g (t )d

Note: it can be shown (easily), that f * g = g * f. Hence,

t
(f * g) (t) = 0
g ( ) f (t )d

We use either (2) or (3) depending on which is easier to evaluate.

Theorem 2.3. (Convolution theorem) The convolution f * g has the Laplace
transform property
L ( f * g ) (t ) F( s)G ( s).

Or conversely
L 1 F( s) G( s) ( f * g ) (t )

Proof: Using definition, we find

L ( f * g ) (t ) ( f * g ) (t ) e st dt
0

1
= f ( ) g (t )d e st dt
0 0

=t

0 t
Fig. 2.2 Effects of unit step function on a function f (t). Here b > a

Self-Instructional
50 Material
 The line  = t. The variable limit of integration is applied on  which varies Laplace Transform of
Periodic Functions
from  = 0 to  = t.
Let us change the order of integration, thus apply variable limit on t. Then t
would vary from t =  to t = and  would vary from  = 0 to  = . Hence, we
NOTES
have,

L ( f * g )(t ) = e st g (t )dt f ( )d
0

su s
= 0 0
e g (u )du f ( )e d , t u

su s
= 0
e g (u ) du
0
e f ( )d

= F(s)G(s)
Example 2.8: Consider the same problem as given in Example 2.7 of Lecture.
Note i.e., find inverse Laplase transform of 1/s (s + 1)2.
Solution: We write H(s) = F(s)G(s), where F(s) = 1/s and G(s) = 1/(s + 1)2.
Thus f(t) = 1 and g(t) = te–t. Hence, using convolution theorem, we find
t t
h(t) = 0
f (t ) g ( )d
0
e d 1 (t 1)e t

Example 2.9: Find the Laplace transform of 1/ (s2 + 2)2.

Solution: Let H(s) = 1(s) G (s), where F(s) = 1/(s2 + 2) and G(s) = 1/(cs2 + 2)
Thus, f(t) = sin (t)/ = g(t). Hence,
1 x
h(t) = sin( )sin t ) d
w2 0

1
= 3
sin( t ) t cos( t )
2

Check Your Progress

1. Explain the periodic functions.
2. Elaborate on the convolution theorem.

2.3 ANSWERS TO CHECK YOUR PROGRESS

QUESTIONS

1. A function is said to be periodic of period T, if

f(T + t) = f(t) t
The time interval T is said to be period and the function that repeats its value
at regular period is known as periodic function.
Self-Instructional
Material 51
Laplace Transform of 2. Let f and g be two functions defined in [0, ). Then the convolution of f
Periodic Functions
and g, denoted by f * g, is defined by
t
(f * g) (t) = 0
f ( )g (t )d
NOTES
2.4 SUMMARY

1. A function is said to be periodic of period T, if

f(T + t) = f(t) t
The time interval T is said to be period and the function that repeats its
value at regular period is known as periodic function.
2. Let f and g be two functions defined in [0, ). Then the convolution of f
and g, denoted by f * g, is defined by
t
(f * g) (t) = 0
f ( )g (t )d

2.5 KEY WORDS

 Periodic function: A function is said to be periodic of period T, if

f(T+t)= f(t) t
The time interval T is said to be period and the function that repeats its
value at regular period is known as periodic function.
 Convolution theorem: Let f and g be two functions defined in [0, ).
Then the convolution of f and g, denoted by f * g, is defined by
t
(f * g) (t) = 0
f ( )g (t )d

2.6 SELF ASSESSMENT QUESTIONS AND

EXERCISES

Short-Answer Questions
1. Explain the Laplace transform of periodic functions.
2. State the convolution theorem.
Long-Answer Questions
1. Discuss briefly the Laplace transform of periodic functions. Give appropriate
example.
2. Analyse the convolution theorem.

Self-Instructional
52 Material
 3. Find the Laplace transform of the following periodic function: Laplace Transform of
Periodic Functions
(i) f(t) = E sin t, for 0  t  ( / ) and f(t + ( / ) = f(t), for all t.
(ii) f(t) = | cos t|
2 NOTES
(iii) f(t) = 0, for 0 < t < ( / ) = –sin t, for ( / ) < t < and f(t +

2( / ))
= f(t), for all t.
4. Find the Laplace transforms of the following functions given that f(t) is a
periodic function of period 2.
(i) f(t) = et, for 0 < t < 2 (ii) f(t) =  – t, for 0 < t < 2
(iii) f(t) = t2, for 0 < t < 2 (iv) f(t) = t, for 0 < t <  = 0, for  < t
<2 
(v) f(t) = t, for 0 < t <  = 2 – t, for  < t <2
5. Using convolution theorem, find the inverse transform of:
s s2
(i) (s 2  a 2 )(s 2  b2 ) (ii) ( s 2  a 2 )2

1 s2  s
(iii) [ s 2 (s  1)]3 (iv) ( s 2  1)( s 2  2s  2)

1 1
(v) s 3 ( s 2  a 2 ) (vi) s 3 ( s  a )

1
(vii)
s 4
4

2.7 FURTHER READINGS

Narayanan, S., T. K. Manickavasagam Pillai. 2014. Calculus, Volume II. Chennai:

S. Viswanathan (Printers & Publishers) Pvt. Ltd.
Veerarajan, T. 2011. Engineering Mathematics, 3rd Edition. New Delhi: Tata
McGraw-Hill.
Sharma, A. K. 2004. Text Book of Differential Calculus. New Delhi: Discovery
Publishing House.
Narayanan, S., T. K. Manickavasagam Pillai. 2009. Differential Equations and
its Applications. Chennai: S. Viswanathan (Printers & Publishers) Pvt. Ltd.
Coddington, Earl A. 1987. An Introduction to Ordinary Differential Equations.
New Delhi: Prentice Hall of India.

Self-Instructional
Material 53
Laplace Transform of Coddington, Earl A. and N. Levinson. 1972. Theory of Ordinary Differential.
Periodic Functions
Equations. New Delhi: Tata McGraw-Hill.
Boyce, W. E. and Richard C. DiPrima. 1986. Elementary Differential Equations
and Boundary Value Problems. New York: John Wiley and Sons, Inc.
NOTES
Sharma, A. K. 2009. Engineering Mathematics. New Delhi: Discovery Publishing
House.

Self-Instructional
54 Material
 Inverse Laplace

UNIT 3 INVERSE LAPLACE Transforms

TRANSFORMS
NOTES
Structure
3.0 Introduction
3.1 Objectives
3.2 Inverse Laplace Transforms
3.2.1 Properties of Inverse Laplace Transformation
3.3 Answers to Check Your Progress Questions
3.4 Summary
3.5 Key Words
3.6 Self Assessment Questions and Exercises
3.7 Further Readings

3.0 INTRODUCTION

The inverse Laplace transform of a function F(s) is the piecewise-continuous and

exponentially-restricted real function f(t) which has the property:

Where denotes the Laplace transform. It can be proven that, if a function

F(s) has the inverse Laplace transform f(t), then f(t) is uniquely determined
(considering functions which differ from each other only on a point set having
Lebesgue measure zero as the same). This result was first proven by Mathias
Lerch in 1903 and is known as Lerch’s theorem.
The Laplace transform and the inverse Laplace transform together have a
number of properties that make them useful for analysing linear dynamical systems.
Two integrable functions have the same Laplace transform only if they differ
on a set of Lebesgue measure zero. This means that, on the range of the transform,
there is an inverse transform. In fact, besides integrable functions, the Laplace
transform is a one-to-one mapping from one function space into another in many
other function spaces as well, although there is usually no easy characterization of
the range.
Typical function spaces in which this is true include the spaces of bounded
continuous functions, the space L (0, ), or more generally tempered distributions
on (0, ). The Laplace transform is also defined and injective for suitable spaces
of tempered distributions.
In these cases, the image of the Laplace transform lives in a space of analytic
functions in the region of convergence. The inverse Laplace transform is given by

Self-Instructional
Material 55
Inverse Laplace the following complex integral, which is known by various names (the Bromwich
Transforms
integral, the Fourier–Mellin integral, and Mellin’s inverse formula):

NOTES
Where γ is a real number so that the contour path of integration is in the
region of convergence of F(s). In most applications, the contour can be closed,
allowing the use of the residue theorem. An alternative formula for the inverse
Laplace transform is given by Post’s inversion formula. The limit here is interpreted
in the weak-* topology.
In this unit, you will study about the inverse Laplace transform, standard
formulae, and basic theorems.

3.1 OBJECTIVES

After going through this unit, you will be able to:

 Define the inverse Laplace transform
 Understand the standard formulae
 Explain the basic theorems

3.2 INVERSE LAPLACE TRANSFORMS

If f (t) be any function of t and

L{f(t)} = f(s)
then f(t) is known as inverse Laplace transformation and given by
f(t) = L–1{f(s)}
a
For example, if L{sin at} = 2
s a2

1 1 1
Then L s 2 a 2 a
sin at

The uniqueness of the inverse transform for t > 0 is established by Lerch’s

theorem.
According to Lerch’s theorem if f (t) is picewise continuous in every finite
interval O t a and of exponential order for t > a, then the inverse Laplace
transformation.
L–1 {f(s)} = f(t) is unique.
Main Laplace inverse are given below:
1
L–1 s =1
Self-Instructional
56 Material
 Inverse Laplace
1 Transforms
L1 =e at
s a

1 1
L1 2 = sin at NOTES
s a2 a

s
L1 2 = cos at
s a2

1 1
L1 2 2 = sin hat
s a a

s
L1 2 = cos hat
s a2

1 tn
L1 n = n for n positive integer
s 1

1 tn
L1 n = ,n 1
s 1 n 1

3.2.1 Properties of Inverse Laplace Transformation

1. Linearly Property: Let f1(s) and f2 (s) be the Laplace transformation of the
functions f1(t) and f2(t), respectively, and a and b are the constant, then
L 1 af1 ( s) bf 2 ( s) =a L 1 f1 ( s ) b L 1 f 2 (s)

2. First Shifting theorem:

If L 1 f (s ) = f(t)
then L–1 {f (s–a)} = eat f(t)

By definition f(s) = 0
e st
f (t )dt

 f(s–a) = 0
e ( s a )t
f (t ) dt

= 0
e st
e at f (t ) dt

= L e at f (t )

 eat f (t) = L 1 f ( s a)
 There are some important deductions:

1 1 1 at
1. L ( s a )2 b2 = e sin bt
b
Self-Instructional
Material 57
Inverse Laplace
Transforms 1 ( s a)
2. L ( s a )2 b2 = e at cos bt

NOTES 1 1 1 at
3. L ( s a )2 b2 = e sin hbt
b

1 ( s a)
4. L ( s a)2 b 2 = e at cos hbt

1 s t
5. L ( s 2 a 2 ) 2 = sin at
2a

1 1 1
6. L ( s 2 a 2 )2 = 3 (sin at at cos at )
2a

3. Second Shifting Property:

If L 1 f (s) f (t )

Then L 1 e as
f (s) G (t )

f (t a ), t a
Where G(t) = 0 t a

By definition,

L{G(t)} = 0
e st G(t )dt

a
= 0
e st G (t ) dt
a
e st G (t )dt

Let t – a = v
st
O e f (t a)dt
a

= – 0
(e s(a v)
f (v)dv

= e as
0
e sv
f (v)dv

= e as L f (t )
= e as f (s)

 G(t) = L 1 e as
f ( s)

Self-Instructional
58 Material
 4. Change of Scale Properly: Inverse Laplace
Transforms
If L–1 {f(s)} = f(t)
1 t
Then L–1 {f(as)} = a f a , a > 0 NOTES
By definition f(s) = L{f (t)}

= 0
e st
f (t )dt

f (as) = 0
e ast
f (t )dt

Let at = v

sv v dv
= e f
0 a a

1 sv v
= a e f dv
0 a

1 t
= aL f a

1 t
 {F(as)} = a L f a

Example 3.1: Find the Laplace inverse transformation of

s 8 3s 7 1 3s 7 1 3s 7
(i) 2 (ii) 2 (ii) L s 2 2s 3 = L ( s 1)2 22
s 45 5 s 2s 3

s 8 s 8
(i) L–1 s 2 4s 5 = L–1 ( s 2)2 1

( s 2) 6
= L–1 ( s 2)2 1

s 2 1
6L 1
= L –1
( s 2)2 12 ( s 2) 2 1

1 1
As L s 2 1 = cos t

By first shifting property

s 2
L1 = e–2t cos t
( s 2) 2 1

Self-Instructional
Material 59
Inverse Laplace
Transforms 1 s 8
 L s 2 4s 5 = e–2t cos t + 6e–2t sin t

1 3s 7 1 3s 7
NOTES Solution (ii) L 2
s 2s 3
= L ( s 1)2 22

3( s 1) 10
= L–1 ( s 1) 2 22

( s 1) 1
= 3L–1 ( s 1) 2 22 + 10L–1 ( s 1) 2 22

= 3et cosh 2t + 5et sin h 2t

By first shifting property
Example 3.2: Find the inverse Laplace transform
5s
e
(i) ( s 2) 4

as
se
(ii) 2 2
s

1 1
(i) L–1 ( s 2)4 = e2t L–1 s 4

t3 e2t t 3
= e2t 3 6

 By second shifting property

1
e 5s (t 5)3 e 2(t 5)
, t 5
L –1
= 6
( s 2) 4
0 t 5

s
Solution: (ii) As L–1 s 2 w2 = cos h t

By second shifting property

as
se cos h (t a ) t a
L–1 s 2 2
= 0 t a

s2 3s 4
Example 3.3: L –1
s3

s2 3s 4
Solution: L –1
s3
Self-Instructional
60 Material
 Inverse Laplace
s2 3s 4 1 1 1 1 1 1 Transforms
L–1 = L 3L 4L
s3 s s2 s3

4t 2
= 1 3t 1 3t 2t 2 NOTES
2

2s 2 6s 5
Example 3.4: L –1
s 3 6s 2 11s 6

2s 2 6s 5 2s 2 6s 5
Solution: L–1 s 3 6s 2 11s 6 = L–1 ( s 1)( s 2)( s 3)

2s 2 6s 5 A B C
( s 1)( s 2)( s 3)
=
s 1 s 2 s 3
Solving the partial fraction
1 5
A , B 1, C
2 2

2s 2 6s 5 1 1 1 5 1 1
 L–1
1
s 3 6s 2 11s 6 = 2L L1 L
s 1 s 2 2 s 3

1 t 5 3t
= e e 2t e
2 2

1 2s
Example 3.5: Evaluate L –1
( s 2) 2 ( s 1) 2

1 2s A B C D
Solution: As (s 2)2 (s 1)2 = s 2 (s 2)2 ( s 1) ( s 1) 2

Solving the partial fraction

1 1
A=O, B= , C=0, D=
3 3

1 2s 1 1 1 1 1
 L–1 ( s 2) 2 ( s 1)2 = 3 L ( s 2)2
1
L
3 ( s 1) 2

t
2t 1 1 1 1e 1 1
= 3 e L s2 3
L
s2

1 2t 1 t
= e t+ et
3 3

t t
= e e 2t

3
Self-Instructional
Material 61
Inverse Laplace
Transforms 5s 3
Example 3.6: L–1 ( s 1)(s 2 2s 5)

5s 3 A Bs C
NOTES Solution: ( s 1)(s 2 2 s 5) = S 1 2
s 2s 5

Solving the partial fraction

A = 1, B = –1, C = 2
5s 3 1 s 2
 L–1 ( s 1)(s 2 2s 5) = L s-1 + L s 2 2s 5
-1 1

t 1 s 2
= e L ( s 1)2 4

t 1 ( s 1) 3
= e L ( s 1)2 22

t 1 ( s 1) 1
= e L ( s 1) 2 22 3L 1
( s 1) 2 22

3 t
= et e t cos 2t e sin 2t
2

1 s
Example 3.7: Evaluate L s 4 s 2 1

s s s
Solution: As = ( s 2 1) 2 s 2 s 2
1 s s2 1 s
s4 s2 1

As B Cs D
=
s2 s 1 s2 s 1
Solving the partial fraction
1 1
A = C = 0, B ,D
2 2

s 1 1 1

1
L–1 4 = 2L s2 s 1 s2 s 1
s s2 1

1 1 1 1
= L 2 2
2 1
2
3 1
2
3
s s
2 2 2 2

Self-Instructional
62 Material
 Inverse Laplace
1 Transforms
1 3 2t 3t 1 t
3t
= 2 2
e sin
2
e 2 sin
2
3
2
2
NOTES
1 3t 2t t

= sin e e2
3 2

2 3 t
= sin
2
t sin h
2
3

Example 3.8: Find the inverse transform of

1
(i) s( s 2 a 2 )

1
(ii) s ( s 1)3

1
1
Solution (i): As L–1 s 2 a 2 = sin at
a

1 t 1
L –1
s( s 2
a2 ) = sin at dt
0 a

1 t
= cos at
a2 0

(1 cos at )
=
a2

1 1
Solution (ii): L –1
s( s 1) 3
=L –1
s 1 1 s 1
3

1
= e–t L–1 ( s 1) s 3

1
As L–1 s 1 = et

1 t
 L–1 ( s 1) s = 0
et dt

= et – 1
1 t
 L–1 ( s 1) s = 0
(et 1)dt
Self-Instructional
Material 63
Inverse Laplace = et – t – 1
Transforms
1 t
and L–1 ( s 1) s 3 = 0
(et 1)dt

NOTES
t2
= et t 1
2

1 t2

t
L–1 s( s 1)3 = e–t e 2
t 1

t t2
= 1 e 1 t
2

5s 2
Example 3.9: L–1 s 2 ( s 2)( s 1)

5s 2 A B
Solution: Let ( s 2)(s 1) =
S 2 S 1
Solving the partial fraction
A = 4, B = 1
5s 2 4 1
( s 2)( s 1) ( s 2) s 1

5s 2 1 1 1
L–1 ( s 2)( s 1) = 4t L1
s 2 s 1

= 4e 2t et

5s 2 t
L–1 s( s 2)(s 1) = 0
4e 2t
et dt

= et 2e 2t 1
5s 2 t
L–1 s 2 ( s 1)( s 2) = 0
et 2e 2t
t dt

= et e 2t t 2
s 1
Example 3.10: L 1 log
s 1

d
Solution: As L{tf (t)}= log ( s 1) log ( s 1)
ds
1 1
= s 1 s 1
Self-Instructional
64 Material
 Inverse Laplace
= L e t
L et Transforms

= L et e t

= L (2sin ht) NOTES

 Lf(t) = 2 sin ht
sin ht
f(t) =
t

Example 3.11: L 1 tan 1 1

5

1 1 1 1 d 1
tan L tan 1
Solution: L–1 s = t ds s

1 1 1 1 As L 1 f (s)
= L
t 1 s 2
1 1 d
1 L f (s)
s2 t ds

1 1 1
= L
t 1 s2

sin t
=
t

s2 1
Example 3.12: L–1 log s 2

s2 1 1 1 d s2 1
Solution: L–1 log s 2 = t L ds log s 2

1 1 2 d
2
= t L ds log(s 1) log s

1 1 2s 2
= t L s2 1 s

1
= 2 cos ht 2
t

2
= (1 cos ht )
t

Example 3.13: L 1 cot 1 (1 s )

1 1 d
Solution: L 1 cot 1 (1 s ) = t L cot 1 (1 s )
ds
Self-Instructional
Material 65
Inverse Laplace
Transforms 1 1 1
= tL 1 (1 s) 2

1 1
NOTES t 1
= t e L s2 1

e t sin t
=
t

1
Example 3.14: L 1 log 1
s2

1 1 1 1 d 1
Solution: L log 1 s 2 = t L ds log 1 s 2

1 1 1 2
= L
t 1 s3
1 2
s

2
1 1
= t L s s2 1

2 t
= sin tdt
t 0

2
= (1 cos t )
t

Example 3.15: L–1 log 1 s 2

2
1 1 d
Solution: = t L ds log 1 s 2

2
1 1 1 2
L 2
= t s3
1 2
s

2 2 1
= t L1
s s2 2

2 2 1 t
= sin t dt
t2 0

Self-Instructional
66 Material
 Inverse Laplace
2 Transforms
= cos t 0
t

2
= 1 cos t
t NOTES

1 s 2 b2
Example 3.16: L –1 log
2 ( s a)2

1 s2 b2 1 1 1
Solution: L–1 2 log ( s a)2 = L 1 log s 2 b 2 L 2 log ( s a)
2 2

1 1
= L log s 2 b2 L 1 log ( s a )
2

1 1 2 2 d 1 1 d
= 2t L ds log s b t
L
ds
log ( s a)

1 1 2s 1 1 1
= 2t L s 2 b2 t
L
s a

1 1
= 2 cos bt e at

2t t
at
e cos bt
=
t
Example 3.17: Apply convolution theorem to evaluate
s
Solution: L –1
s 2
a2
2

s s 1
As = L–1 s 2 a 2 = cos at, L–1 s 2 a 2 = sin at
a
We have by convolution theorem
s 1 t sin au
L– s2 a2 s2 a2
= 0 cos a (t u ) du
a

1 t
= sin at sin(2au at ) du
2a 0

t
1 1
= 2a u sin at 2a cos (2au at )
0

s
2 1
 L –1
s 2
a2 = t sin at
2a
Self-Instructional
Material 67
Inverse Laplace 1
Transforms
Example 3.18: Apply convolution theorem find L –1 2
s s 2
a2

1 1 1
sin hat
Solution: As L–1 s 2 = t, L–1 s 2 a 2 a
NOTES
We have by convolution theorem
1
t 1
L –1
s s 2 2
a2 = u sin ha (t u )du
0 a
1 t
= u sin h (at au ) du
a 0

t
1 u 1 t
= a cos h (at au ) cos h (at au )du
a 0 a 0

t
1 1
= a2 t cos h(0) sin h(at au )
a 0

1
= at sin h at
a3
Example 3.19: Apply convolution to prove that
1 m n
Solution: x m 1 (1 x) n 1 dx = , m>0, n>0
0 m n
t
Let F(t) = 0
x m 1 (t x)n 1 dx

And F1(x) = x m 1 and F2 ( x) x n 1

t
Then F(t) = 0
F1 ( x)F2 (t x)dx

= F1 * F2
Using covolution, we get
L{F(t)} = L{F1 * F2}
= F1 (S) . F2 (S)
Where F1(S) = L{F1(t)}
F2(S) = L{F2(t)}
= L tm 1
.L t n 1

m 1 n 1
= . n
sm s
m n
=
sm n

Self-Instructional
68 Material
 Inverse Laplace
m n Transforms
F(t) = L –1
sm n

1 1
= m nL s m n
NOTES
tm n 1

= mn
m n
t m n
x m 1 (t x) n 1 dx = tm n 1
0 m n
Putting t = 1
t m n
x m 1 (1 x) n 1 dx =
0 m n

s2
,a b
Example 3.20: L–1 s2 a2 s2 b2

s s
Solution: L–1 s 2 a 2 = cos at, L–1 s 2 b2 cos bt

s2 t
By convolution L–1 s 2
a 2
s 2
b 2 = 0
cos ax cos b(t x)dx

1 t
=
2 0

cos (ax bt bx) cos (ax bx bt )dx

t
1 sin (a b) x bt sin (a b) x bt
= 2 a b a b 0

sin at sin bt sin at sin bt

= 2(a b) 2(a b)

Check Your Progress

1. Define the inverse Laplace transforms.
2. Explain the linearly property of inverse Laplace transform.
3. State the first shifting theorem.
4. Elaborate on the second shifting property.
5. Interpret the change of scale property.

Self-Instructional
Material 69
Inverse Laplace
Transforms 3.3 ANSWERS TO CHECK YOUR PROGRESS
QUESTIONS

NOTES 1. If f (t) be any function of L and

L{f(t)} = f(s)
Then f(t) is known as inverse Laplace transformation and given by
f(t) = L–1{f(s)}
2. Linearly Property: Let f1(s) and f2 (s) be the Laplace transformation of the
functions f1(t) and f2(t), respectively, and a and b are the constant, then
L 1 af1 ( s) bf 2 ( s) =a L 1 f1 ( s ) b L 1 f 2 (s)

3. First Shifting theorem:

If L 1 f (s ) = f(t)
Then L–1 {f (s–a)} = eat f(t)

By definition f(s) = 0
e st
f (t )dt

4. If L 1 f (s) f (t )

Then L 1 e as
f (s) G (t )

f (t a ), t a
Where G(t) = 0 t a
By definition,

L{G(t)} = 0
e st G(t )dt
a
= 0
e st G (t ) dt
a
e st G (t )dt

5. If L–1 {f(s)} = f(t)

1 t
Then L–1 {f(as)} = a f a , a > 0
By definition f(s) = L{f (t)}

= 0
e st
f (t )dt

f (as) = 0
e ast
f (t )dt

Self-Instructional
70 Material
 Inverse Laplace
3.4 SUMMARY Transforms

 If f (t) be any function of L and

L{f(t)} = f(s) NOTES
then f(t) is known as inverse Laplace transformation and given by
f(t) = L–1{f(s)}
 Linearly Property: Let f1(s) and f2 (s) be the Laplace transformation of the
functions f1(t) and f2(t), respectively, and a and b are the constant, then
L 1 af1 ( s) bf 2 ( s) =a L 1 f1 ( s ) b L 1 f 2 (s)

 First Shifting theorem:

If L 1 f (s ) = f(t)
Then L–1 {f (s–a)} = eat f(t)

By definition f(s) = 0
e st
f (t )dt

 If L 1 f (s) f (t )

Then L 1 e as
f (s) G (t )

f (t a ), t a
Where G(t) = 0 t a
By definition,

L{G(t)} = 0
e st G(t )dt
a
= 0
e st G (t ) dt
a
e st G (t )dt

 If L–1 {f(s)} = f(t)

1 t
Then L–1 {f(as)} = a f a , a > 0
By definition f(s) = L{f (t)}

= 0
e st
f (t )dt

f (as) = 0
e ast
f (t )dt

3.5 KEY WORDS

 Inverse Laplace transform: Let f(t) be any function of t and

L {f(t)} = f (s), then f(t) is known as inverse Laplace transformation and
given by f(t) = L-1 {f(s)}.
Self-Instructional
Material 71
Inverse Laplace  Linearly property: Let f1(S) and f2(s) be the Laplace transformation of
Transforms
the functions f1 (t) and f2(t), respectively, and a and b are the constant, then
L-1 {af1(s) + bf2(s)} = a L-1 {f1(s) + bL-1 {f2(s)}.
 First shifting theorem: If L-1 {f(s)} = f(t), then L-1 {f(s-a)}= eat f(t).
NOTES
 Second shifting theorem: If L-1 {f(s)} = f (t), then L-1 {e-as f (s)} = G(t).

3.6 SELF ASSESSMENT QUESTIONS AND

EXERCISES

Short-Answer Questions
1. Explain the inverse Laplace transforms.
2. Define the linearly property of inverse Laplace transform.
3. Analyse the first shifting theorem.
4. State the second shifting property.
5. Elaborate on the change of scale property.
Long-Answer Questions
1. Discuss briefly the inverse Laplace transform with help of example.
a2
2. s( s a)2

s 2
3. (s 2)3

1
4. s(s 2 4)

2
5. (s 1)2 ( s 2 1)

s
6. 4
s 4a 4
1
7. s 3 ( s 2 1)

1
8. s 2 2s 5 2

s3 6 s 2 14 s
9. ( s 2) 4
4( s 3)
10. ( s 2 6s 13) 2

Self-Instructional
72 Material
 Inverse Laplace
s4 s 3 2s 2 8
11. Transforms
s 3 ( s 2 4)
4s 5
12. ( s 1)2 ( s 2)
NOTES
2
s 10 s 13
13. ( s 7)( s 2 5s 6)

s2 s
14. ( s 2 1)( s 2 2 s 2)
a( s 2 2a 2 )
15.
s 4 4a 4
1
16. s 2 (s 2)

1
17. s( s 2)3

1
18. s 3 ( s 2 1)

s2
19. ( s a )3

1 2
20. tan 5
s ( s 1)
21. log
s2 4
a2
22. log 1 s 2

Using convolution theorem

1
23. s 2 a 2 2

1
24. ( s 2)( s 2) 2

s
25. ( s 2 1)( s 2 4)

s2
26. L–1 s 2 a 2 s 2 b2

Self-Instructional
Material 73
Inverse Laplace
Transforms 3.7 FURTHER READINGS

Narayanan, S., T. K. Manickavasagam Pillai. 2014. Calculus, Volume II. Chennai:

NOTES S. Viswanathan (Printers & Publishers) Pvt. Ltd.
Veerarajan, T. 2011. Engineering Mathematics, 3rd Edition. New Delhi: Tata
McGraw-Hill.
Sharma, A. K. 2004. Text Book of Differential Calculus. New Delhi: Discovery
Publishing House.
Narayanan, S., T. K. Manickavasagam Pillai. 2009. Differential Equations and
its Applications. Chennai: S. Viswanathan (Printers & Publishers) Pvt.
Ltd.
Coddington, Earl A. 1987. An Introduction to Ordinary Differential Equations.
New Delhi: Prentice Hall of India.
Coddington, Earl A. and N. Levinson. 1972. Theory of Ordinary Differential.
Equations. New Delhi: Tata McGraw-Hill.
Boyce, W. E. and Richard C. DiPrima. 1986. Elementary Differential Equations
and Boundary Value Problems. New York: John Wiley and Sons, Inc.
Sharma, A. K. 2009. Engineering Mathematics. New Delhi: Discovery Publishing
House.

Self-Instructional
74 Material
 Solving Ordinary
BLOCK II Differential Equations
with Constant Coefficients
SOLUTION OF ODE AND FOURIER SERIES using Laplace Transform

NOTES
UNIT 4 SOLVING ORDINARY
DIFFERENTIAL
EQUATIONS WITH
CONSTANT COEFFICIENTS
USING LAPLACE
TRANSFORM
Structure
4.0 Introduction
4.1 Objectives
4.2 Solving Ordinary Differential Equations with Constant Coefficients
Using Laplace Transform
4.3 Answers to Check Your Progress Questions
4.4 Summary
4.5 Key Words
4.6 Self Assessment Questions and Exercises
4.7 Further Readings

4.0 INTRODUCTION

In mathematics, the Laplace transform, named after its inventor Pierre-Simon

Laplace a mathematician and astronomer, is an integral transform that converts a
function of a real variable ‘t’ to a function of a complex variable ‘s’ (complex
frequency). The ‘Laplace Transform’ has many applications. Two of the most
significant are the solution of differential equations and convolution. The Laplace
transform operator is used to solve both the first order and second order differential
equations with constant coefficients. The differential equations must be IVP’s (Initial
Value Problem) with the initial condition (s) specified at x = 0. Essentially, the
Laplace transform is an efficient method for schematically solving the linear
differential equations with constant coefficients. Given an IVP, the Laplace transform
operator is applied to both sides of the differential equation which will transform
the differential equation into an algebraic equation whose unknown function is
considered as the Laplace transform of the desired solution.

Self-Instructional
Material 75
Solving Ordinary In this unit, you will study about solving the ordinary differential equations
Differential Equations
with Constant Coefficients with constant coefficients using Laplace transform and the solved problems based
using Laplace Transform on it.

NOTES
4.1 OBJECTIVES

After going through this unit, you will be able to:

 Understand the significance of Laplace transform
 Solve the ordinary differential equations with constant coefficients using
Laplace transform

4.2 SOLVING ORDINARY DIFFERENTIAL

EQUATIONS WITH CONSTANT
COEFFICIENTS USING LAPLACE
TRANSFORM

The Laplace transform is an elegant way for fast and schematic solving of linear
differential equations with constant coefficients. As an alternative of solving the
differential equation with the initial conditions directly in the original domain, a
mapping into the frequency domain is taken where only an algebraic equation has
to be solved. Solving differential equations is performed as per the guidelines
given in Figure 4.1 which involve the following three steps:
 Transformation of the differential equation into the mapped space.
 Solving the algebraic equation in the mapped space.
 Back transformation of the solution into the original space.

Fig. 4.1 Schema for Solving Differential Equations

Using the Laplace Transformation

The following examples will make the concept clear.

Example 4.1: Consider the differential equation with
the initial conditions .
Solution: We can solve the differential equation using the following steps:

Self-Instructional
76 Material
 Solving Ordinary
Step 1: Differential Equations
with Constant Coefficients
using Laplace Transform
Step 2:
NOTES
Step 3: The complex function F(s) must be decomposed into partial fractions in
order to get,

From the inverse Laplace transformation the solution of the given differential
equation is,

Example 4.2: Solve the following system of differential equation using Laplace
transform:

Solution: Notice that the system is not given in matrix form hence matrix form is
not required in solution. The system is nonhomogeneous.
Using Laplace transforms to solve differential equations, we consider the
transform of both differential equations as,

Now use the initial condition and simplify to get,

To solve this for one of the transforms, multiply the top equation by s and
the bottom by –3 and then add. We get,

Self-Instructional
Material 77
Solving Ordinary Solving for X1 gives,
Differential Equations
with Constant Coefficients
using Laplace Transform

NOTES On partial fraction we get,

Taking the inverse transform gives the first solution,

To find the second solution we can eliminate X1 to find the transform for X2.
However, in this case notice that the second differential equation is as follows,

By, endorsing the first solution in and integrating gives,

Reapplying the second initial condition to get the constant of integration

gives,

The second solution is,

Putting all this together gives the solution to the system as,

Other systems of differential equations of practical significance can be solved

using the Laplace transform method in a related manner, and taking eigenvalues
and eigenvectors as shown in Example 4.3 based on electrical network.
Example 4.3: Find the currents i1 t and i2 t in the network as shown in the
following figure with L and R measured in terms of the usual units, t 100
volts if 0  t  0.5 sec and 0 thereafter, and i 0 0, i i 00 00.
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78 Material
 Solving Ordinary
Differential Equations
with Constant Coefficients
using Laplace Transform

NOTES

Solution: The method of the network is obtained using the Kirchhoff’s voltage
law as,
1
0.8i1 1 i1 i2 1.4i1 100 1 u t
2

1 i2 l i2 i1 = 0.
Dividing by 0.8 and on ordering we get,
1
i1 3i1 1.25i2 125 1 u t
2

i2 i1 i2 0
With i1 0 0, i2 0 0 we acquire the second shifting theorem as the
subsidiary equations:
s/2
1 e
s 3 I1 1.25 I 2 125
s s

I1 s 1 I2 0.

Algebraically solving I1 and I 2 gives:

125 s 1
I1 1 es / 2
1 7
s s s
2 2

125
I2 1 e s/2
,
1 7
s s s
2 2
The right hand sides without the factor 1 e s/2 contain the partial fraction
expansions of the form:
Self-Instructional
Material 79
Solving Ordinary
Differential Equations 500 125 625 500 250 250
with Constant Coefficients , ,
7s 1 7 7s 1 7
using Laplace Transform 3 s 21 s 3 s 21 s
2 2 2 2
NOTES
1
The inverse transform of this equation provides the solution 0 t ,
2
125 t/2 625 7t / 2 500
i1 t e e
3 21 7
250 t/2 250 7t / 2 500
i2 t e e
3 21 7
1
0 t
2
1
As per the second shifting theorem, the solution for t is obtained by
2
1 1
subtracting from this i1 t and i2 t , respectively. We get,
2 2
125 625
i1 t 1 e1/ 4 e t /2
1 e7 / 4 e 7t / 2

3 21
250 250 1
i2 t 1 e1/ 4 e t/2
1 e 7 / 4 e7 t / 2 t
3 21 2
Similarly, the systems of differential equations of higher order can also be
solved using the Laplace transform method. The higher order differential equations
involve the higher derivatives x"(t), x"'(t), etc. These mathematical models are
used to solve physics and engineering problems.

Check Your Progress

1. What is significance of Laplace transform to solve an ordinary differential
equations with constant coefficients?
2. Explain the three steps for solving an ordinary differential equations with
constant coefficients.

4.4 ANSWERS TO CHECK YOUR PROGRESS

QUESTIONS

1. The Laplace transform is an elegant way for fast and schematic solving of
linear differential equations with constant coefficients. As an alternative of
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80 Material
 solving the differential equation with the initial conditions directly in the original Solving Ordinary
Differential Equations
domain, a mapping into the frequency domain is taken where only an with Constant Coefficients
algebraic equation has to be solved. using Laplace Transform

2.  Transformation of the differential equation into the mapped space.

NOTES
 Solving the algebraic equation in the mapped space.
 Back transformation of the solution into the original space.

4.5 SUMMARY

 The Laplace transform is an elegant way for fast and schematic solving of
linear differential equations with constant coefficients. As an alternative of
solving the differential equation with the initial conditions directly in the original
domain, a mapping into the frequency domain is taken where only an
algebraic equation has to be solved.

4.6 KEY WORDS

 Solving ODE with constant coefficient: As an alternative of solving the

differential equation with the initial conditions directly in the original domain,
a mapping into the frequency domain is taken where only an algebraic equation
has to be solved.

4.7 SELF ASSESSMENT QUESTIONS AND

EXERCISES

Short-Answer Questions
1. Define the significance of Laplace transform to solve an ordinary differential
equations with constant coefficients.
2. Elaborate on the three steps for solving an ordinary differential equations
with constant coefficients.
Long-Answer Questions
1. Discuss briefly the significance of Laplace transform to solve an ordinary
differential equations with constant coefficients. Give appropriate example.
2. Analyse the three steps for solving an ordinary differential equations with
constant coefficients.

Self-Instructional
Material 81
Solving Ordinary
Differential Equations 4.8 FURTHER READINGS
with Constant Coefficients
using Laplace Transform
Narayanan, S., T. K. Manickavasagam Pillai. 2014. Calculus, Volume II. Chennai:
NOTES S. Viswanathan (Printers & Publishers) Pvt. Ltd.
Veerarajan, T. 2011. Engineering Mathematics, 3rd Edition. New Delhi: Tata
McGraw-Hill.
Sharma, A. K. 2004. Text Book of Differential Calculus. New Delhi: Discovery
Publishing House.
Narayanan, S., T. K. Manickavasagam Pillai. 2009. Differential Equations and
its Applications. Chennai: S. Viswanathan (Printers & Publishers) Pvt. Ltd.
Coddington, Earl A. 1987. An Introduction to Ordinary Differential Equations.
New Delhi: Prentice Hall of India.
Coddington, Earl A. and N. Levinson. 1972. Theory of Ordinary Differential.
Equations. New Delhi: Tata McGraw-Hill.
Boyce, W. E. and Richard C. DiPrima. 1986. Elementary Differential Equations
and Boundary Value Problems. New York: John Wiley and Sons, Inc.
Sharma, A. K. 2009. Engineering Mathematics. New Delhi: Discovery Publishing
House.

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82 Material
 Solving Ordinary

UNIT 5 SOLVING ORDINARY Differential Equations

with Variable Coefficients
using Laplace Transform
DIFFERENTIAL
NOTES
EQUATIONS WITH
VARIABLE COEFFICIENTS
USING LAPLACE
TRANSFORM
Structure
5.0 Introduction
5.1 Objectives
5.2 Solution of ODEs with Variable Coefficients Through the Integral and
Laplace Transform
5.2.1 Solution of System of Differential Equations Using the Laplace
Transformation
5.3 Answers to Check Your Progress Questions
5.4 Summary
5.5 Key Words
5.6 Self Assessment Questions and Exercises
5.7 Further Readings

5.0 INTRODUCTION
The Laplace transform is a powerful integral transform used to switch a function
from the time domain to the s-domain. The Laplace transform can be used in
some cases to solve linear differential equations with given initial conditions. A
linear differential equation is a differential equation that is defined by a linear
polynomial in the unknown function and its derivatives.
A linear differential equation or a system of linear equations such that the
associated homogeneous equations have constant coefficients may be solved by
quadrature, which means that the solutions may be expressed in terms of integrals.
This is also true for a linear equation of order one, with non-constant coefficients.
An equation of order two or higher with non-constant coefficients cannot, in general,
be solved by quadrature. For order two, Kovacic’s algorithm allows deciding
whether there are solutions in terms of integrals, and computing them if any.
A basic differential operator of order i is a mapping that maps any
differentiable function to its ith derivative, or, in the case of several variables, to
one of its partial derivatives of order i. It is commonly denoted

Self-Instructional
Material 83
Solving Ordinary In the case of univariate functions, and
Differential Equations
with Variable Coefficients
using Laplace Transform

NOTES
In the case of functions of n variables. The basic differential operators include
the derivative of order 0, which is the identity mapping.
A linear differential operator (abbreviated, in this article, as linear operator
or, simply, operator) is a linear combination of basic differential operators, with
differentiable functions as coefficients.
In this unit, you will study about the solving ordinary differential equations
with variable coefficients using Laplace transform.

5.1 OBJECTIVES

After going through this unit, you will be able to:

 Solving the ordinary differential equations with variable coefficients using
Laplace transform

5.2 SOLUTION OF ODES WITH VARIABLE

COEFFICIENTS THROUGH THE INTEGRAL
AND LAPLACE TRANSFORM
Considering y(n) as a constant, then the following equalities hold:
1 3
s 2Y ds sY …(5.1)
3

2sY ds s 2Y …(5.2)
In the above given two equations, y(n) is considered as a function of s.
However, y(n) can be used as a constant if the difference stands as much as the
constant coefficient. For example,
Let Y = s2 + 1. Then
2 3
s 2Y ds 2s 2 ds s
3
1 2 3
And s3Y s
3 3
Thus the Equation (5.1) holds. New consider the Equation (5.2).
4
2sY ds 4s 2 ds
3
And

Self-Instructional s 2Y 2s3 .
84 Material
 Basically we can state that is the difference is as much as the constant Solving Ordinary
Differential Equations
coefficient. This specifies that the left-hand side of the equation has a solution c1 with Variable Coefficients
+ c2X when the right-hand side has a solution X, when both c1 and c2 are constant using Laplace Transform
terms. Therefore, these formulas are restricted for the form of sn only.
NOTES
Solution of ODEs with Variable Coefficients
Let the solution Y is c1 + c2X.
Then,
1 1 3 1 3
s 2Y ds s 2 c2 X c2 X s 3 s c2 X sY .
3 3 3
Similarly,

2sY ds 2sc2 X ds c2 X s 2 s 2c2 X s 2Y .

The result is similar when the right-hand side has a solution X.

Theorem 5.1. Let us denote £(y) = Y = F (s), £(y ) = Y and £(y ) = Y .
Then Euler-Cauchy equation t 2y + aty + by = 0, Legendre’s equation y –
t 2y  – 2ty + n(n + 1)y = 0 and Bessel equation t 2y + ty + (t 2 – ν2)y =
0 can be represented by,
1 4 a 2 1 1 4 a
( s4 s b a 2)Y y (0) s 3 y (0) s 2 y (0) s,
3 s 3 3 2

1 2 2 1 1 1
( s4 s n( n 1))Y y (0) s 3 y (0) s 2 y (0) s y (0),
3 3 3 3 2

1 4 5 2 1 1 5
And ( s s 1 v 2 )Y y (0) s3 y (0) s 2 y (0) s y (0),
3 2 3 3 2
respectively,
Putting
d
Y1 Y,
ds
We have the solution y as y = £–1(Y1).
Proof. If we take Laplace transform for above equation, then we have
d 2Y dY
s2 (4 a) s (b a 2)Y 0,
ds 2 ds

d 2Y dY
s2 2s (s 2 n(n 1)Y sy (0) y (0) 0,
ds 2 ds

2 d 2Y dY
And ( s 1) 3s (1 v 2 )Y 0, Self-Instructional
ds 2 ds Material 85
Solving Ordinary respectively. Integrating Euler-Cauchy equation with respect to s, we have,
Differential Equations
with Variable Coefficients
using Laplace Transform 1 3 4 a 2
sY sY (b a 2)Ys 0.
3 2
NOTES Since, Y = sY – y(0) and Y = s2Y – sy (0) – y(0), we have,
1 3 2 4 a 2
s (s Y sy (0) y (0)) s ( sY y (0)) (b a 2)Ys 0.
3 2
Organizing this equality, we have
1 1 4 a
y (0) s 3 y (0) s 2 y (0) s
Y 3 3 2
1 4 4 a 2
s s b a 2
3 2
Putting,
d
Y1 Y,
ds
We obtain the solution y as y = £–1(Y1). For a given number ν, we get the
above given results using the similar method.
5.2.1 Solution of System of Differential Equations Using the
Laplace Transformation
The Laplace transform is an elegant way for fast and schematic solving of linear
differential equations with constant coefficients. As an alternative of solving the
differential equation with the initial conditions directly in the original domain, a
mapping into the frequency domain is taken where only an algebraic equation has
to be solved. Solving differential equations is performed as per the guidelines
given in Figure 5.1 which involve the following three steps:
 Transformation of the differential equation into the mapped space.
 Solving the algebraic equation in the mapped space.
 Back transformation of the solution into the original space.

Fig. 5.1 Schema for Solving Differential Equations

Using the Laplace Transformation

The following examples will make the concept clear.

Example 5.1: Consider the differential equation
Self-Instructional
86 Material with the initial conditions .
Solution: We can solve the differential equation using the following steps: Solving Ordinary
Differential Equations
with Variable Coefficients
Step 1: using Laplace Transform

NOTES
Step 2:

Step 3: The complex function F(s) must be decomposed into partial fractions
in order to get,

From the inverse Laplace transformation the solution of the given differential
equation is,

Example 5.2: Solve the following system of differential equation using Laplace
transform:

Solution: Notice that the system is not given in matrix form hence matrix form is
not required in solution. The system is nonhomogeneous.
Using Laplace transforms to solve differential equations, we consider the
transform of both differential equations as,

Now use the initial condition and simplify to get,

To solve this for one of the transforms, multiply the top equation by s and
the bottom by –3 and then add. We get,

Solving for X1 gives,

Self-Instructional
Material 87
Solving Ordinary
Differential Equations
with Variable Coefficients
using Laplace Transform
On partial fraction we get,
NOTES

Taking the inverse transform gives the first solution,

To find the second solution we can eliminate X1 to find the transform for X2.
However, in this case notice that the second differential equation is as follows,

By, endorsing the first solution in and integrating gives,

Reapplying the second initial condition to get the constant of integration

gives,

The second solution is,

Putting all this together gives the solution to the system as,

Other systems of differential equations of practical significance can be solved

using the Laplace transform method in a related manner, and taking eigenvalues
and eigenvectors.

Check Your Progress

1. Explain the solution of ordinary differential equations with variable
coefficients through the integral and Laplace transform.
2. How Laplace transform is useful for solving the differential equations?
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88 Material
 Solving Ordinary
5.3 ANSWERS TO CHECK YOUR PROGRESS Differential Equations
with Variable Coefficients
QUESTIONS using Laplace Transform

1. Considering y(n) as a constant, then the following equalities hold: NOTES

1 3
s 2Y ds sY
3

2sY ds s 2Y

In the above given two equations, y(n) is considered as a function of s.

However, y(n) can be used as a constant if the difference stands as much as
the constant coefficient.
2. The Laplace transform is an elegant way for fast and schematic solving of
linear differential equations with constant coefficients. As an alternative of
solving the differential equation with the initial conditions directly in the original
domain, a mapping into the frequency domain is taken where only an
algebraic equation has to be solved.

5.4 SUMMARY

 Considering y(n) as a constant, then the following equalities hold:

1 3
s 2Y ds sY
3

2sY ds s 2Y

In the above given two equations, y(n) is considered as a function of s.

However, y(n) can be used as a constant if the difference stands as much as
the constant coefficient.
 The Laplace transform is an elegant way for fast and schematic solving of
linear differential equations with constant coefficients. As an alternative of
solving the differential equation with the initial conditions directly in the original
domain, a mapping into the frequency domain is taken where only an
algebraic equation has to be solved.

5.5 KEY WORDS

 ODEs with Variable Coefficients: Considering y(n) as a constant, then

the following equalities hold:
1 3
s 2Y ds sY
3 Self-Instructional
Material 89
Solving Ordinary
Differential Equations 2sY ds s 2Y
with Variable Coefficients
using Laplace Transform  Solution of ODE using Laplace transform: The Laplace transform is an
elegant way for fast and schematic solving of linear differential equations
NOTES
with constant coefficient.

5.6 SELF ASSESSMENT QUESTIONS AND

EXERCISES

Short-Answer Questions
1. Define the solution of ordinary differential equations with variable coefficients
through the integral and Laplace transform.
2. Why Laplace transform is useful for solving the differential equations?
Long-Answer Questions
1. Briefly discuss the solution of ordinary differential equations with variable
coefficients through the integral and Laplace transform.
2. Analyse, Why Laplace transform is useful for solving the differential
equations.

5.7 FURTHER READINGS

Narayanan, S., T. K. Manickavasagam Pillai. 2014. Calculus, Volume II. Chennai:

S. Viswanathan (Printers & Publishers) Pvt. Ltd.
Veerarajan, T. 2011. Engineering Mathematics, 3rd Edition. New Delhi: Tata
McGraw-Hill.
Sharma, A. K. 2004. Text Book of Differential Calculus. New Delhi: Discovery
Publishing House.
Narayanan, S., T. K. Manickavasagam Pillai. 2009. Differential Equations and
its Applications. Chennai: S. Viswanathan (Printers & Publishers) Pvt. Ltd.
Coddington, Earl A. 1987. An Introduction to Ordinary Differential Equations.
New Delhi: Prentice Hall of India.
Coddington, Earl A. and N. Levinson. 1972. Theory of Ordinary Differential.
Equations. New Delhi: Tata McGraw-Hill.
Boyce, W. E. and Richard C. DiPrima. 1986. Elementary Differential Equations
and Boundary Value Problems. New York: John Wiley and Sons, Inc.
Sharma, A. K. 2009. Engineering Mathematics. New Delhi: Discovery Publishing
House.

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90 Material
 Solving Simultaneous

UNIT 6 SOLVING SIMULTANEOUS Linear Equations using

Laplace Transform

LINEAR EQUATIONS
NOTES
USING LAPLACE
TRANSFORM
Structure
6.0 Introduction
6.1 Objectives
6.2 Solution of Simultaneous Ordinary Differential Equation
6.3 Application of Differential Equations
6.4 Answers to Check Your Progress Questions
6.5 Summary
6.6 Key Words
6.7 Self Assessment Questions and Exercises
6.8 Further Readings

6.0 INTRODUCTION
The Laplace transformation is a mathematical tool which is typically used to solve
the differential equations by converting it from one form into another form. It is
very useful and effective tool for solving linear differential equations either ordinary
or partial.
To solve these equations simultaneously, the Laplace transform of each
equation is taken for obtaining two simultaneous algebraic equations from which
one can determine X(s) and Y(s), the Laplace transforms of x(t) and y(t),
respectively.
In this unit, you will study about solving the simultaneous linear equations
using Laplace transform and the solved problems based on it.

6.1 OBJECTIVES
After going through this unit, you will be able to:
 Understand how the simultaneous linear equations are solved
 Solve the simultaneous linear equations using Laplace transform

6.2 SOLUTION OF SIMULTANEOUS ORDINARY

DIFFERENTIAL EQUATION

Simultaneous ordinary differential equations may be solved by using Laplace

transformation Self-Instructional
Material 91
Solving Simultaneous Working Rule
Linear Equations using
Laplace Transform 1. Two equations are given for two dependent variables, depending upon a
single variable. Apply the Laplace transform on both sides of the equations
on both of the equations.
NOTES
2. Now solving these equations, there will be values of dependent variable in
terms of s.
3. Applying Laplace transformation find the value of dependent variables.
Example 6.1: Dx – y = et, Dy + x = sin t
x(0) = 1, y(0) = 0
Given Dx – y = e , t
Dy + x = sin t
Solution: Apply Laplace transform on both sides
1
[sL(x) – x(0)] – L(y) =
s 1
1
Or [sL(x) – 1 – L(y) =
s 1
1
And [sL(y) – y(0)] + L(x) = 2
s 1
1
Or sL(y) + L(x) = 2
s 1
Solving Equations
s2 1
L(x) =
( s 1)( s 2 1) (s 2
1) 2
1 1 s 1 1
= (Resolving into partial fraction)
2 s 1 ( s 2 1) (s 2
1) 2
s s
And L(y)= 2 2 2
(s 1) (s 1)( s 2 1)
s 1 1 ( s 1)
= 2 2 (By Partial fraction)
(s 1) 2 s 1 s2 1
Apply Laplace inverse on both side.
1 1 1 1 1 s 1 1
x= L L 2 2
L1 2
2 s 1 2 s 1 s 1 (s 1) 2
1 t 1
= (e cos t sin t ) (sin t t cos t )
2 2
1 t
= (e cos t 2 sin t t cos t )
2
Self-Instructional
92 Material
 Solving Simultaneous
1 s 1 1 1 ( s 1) Linear Equations using
And y = L L Laplace Transform
( s 2 1) 2 2 s 1 ( s 2 1)
1 1 t
= t sin t (e cos t sin t ) NOTES
2 2
1
= (sin t et cos t sin t )
2
1
Hence y = (t sin t et cos t sin t )
2
1 t
(e cos t 2sin t t cos t )
=
2
Example 6.2: DX + DY = t, D2 X – Y = e–t
If X(0) = 3, X(0) = –2, Y(0) = 0
Solution: Taking Laplace transform on both of the eqation
1
[sL (x) D – X(0)] + [sL(y) – Y(0)] =
s2
1
 sL(x) + sL(y) = 3 + ...(1)
s2
1
And s 2 L( X ) sX (0) X (0) [ sL (Y ) Y (0)]
s 1
1
 s 2 L( X ) L(Y ) 3s 2 ...(2)
s 1
Solving Equations (1) and (2)
3s 2 1 3s 2 1
x= 3
s (1 s ) 1 s 2
2
1 s2 ( s 1)( s 2 1)
1 2 2s 4 3s 2 1
= 3 1 2 s
s 1 s4 1 s2 1 s2 2( s 1)
s 1
2 2
2( s 1) 2( s 1)
2 1 1 s 3
=
s s3 2( s 1) 2(1 s ) 2
2(1 s 2 )
1 2
And y =
s ( s 1)( s 2 1) (s 2
1)
1 1 s 1 2
= 2 2 2
s 2( s 1) 2( s 1) 2( s 1) s 1
Self-Instructional
Material 93
Solving Simultaneous Apply Laplace transform on these equation
Linear Equations using
Laplace Transform 1 1 1 1 1
1
X = 2L L1 L
s s3 2 s 1
NOTES 1 1 s 3 1 1
L 2
L
2 s 1 2 s2 1
e2 et 1
= 2 cos t 3sin t
2 2 2
1 1 1 1 1 1 1 s 3 1 1
And y = L L L 2
L
s 2 s 1 2 s 1 2 s2 1
t 1 3
=1 e cos t sin t
2 2
t2 et 1 3
 x= 2 cos t sin t
2 2 2 2
t 1 3
y= 1 e cos t sin t
2 2
Example 6.3: X Y t
X Y et
Solution: Subject to X(0) = 0, X(0) = –2, Y(0) = 0
Apply Laplace transform
[sL(X) – X(0)] + [sL(Y) – Y(0)] = 1/s2
1
sL(X) + sL(Y) = ...(1)
s2
1
[ s 2 L ( X ) sX (0) X (0)] L(Y )
s 1
1
[ s 2 L ( X ) L(Y ) 3s 2 2 ...(2)
s 1
Solving Equations (1) and (2)
1 3s 2s 2 3s 1
X=
( s 1)( s 2 1) s2 2 2 2
1 s 1 s 1 s ( s 1)
s2 3s 3 2s 2 3s
Y=
( s 1)( s 2 1) s2 1 s2 1 s 2
1
1 1
2
3s 2
s( s 1) s 1

Self-Instructional
94 Material
 Resolving into partial fractions and then applying Laplace inversion. Solving Simultaneous
Linear Equations using
Laplace Transform
t2 et 3 1
X= 2 sin t cos t
2 2 2 2
NOTES
1 t 3 1
Y=1 e sin t cos t
2 2 2
Example 6.4: Solve (D – 2)x – (D + 1)y = 6e3t
(2D – 3)x + (D – 3)y = 6e3t
x(0) = 3, y(0) = 0
Solution: Apply Laplace transform on both equation
6
[ sL ( x ) X (0)] 2 L ( X ) [ sL(Y ) Y (0) L(Y )]
s 3
6 3s 3
( s 2) L ( X ) ( s 1) L(Y ) 3 ...(1)
s 3 s 3
e
[2( sL ( x ) x(0) 3L( x)] [ sL( y ) y (0) 3L( y )]
s 3
6 s 12
(2 s 3) L( x) ( s 3) L( y ) ...(2)
s 3
Solving Equations (1) and (2)
1 2( s 1)( s 2)
L(x) =
s 1 ( s 3)( s 1)2
1 2 2
=
s 1 s 3 ( s 1)2
(Resolving into partial fractions)
3 y
L(y) =
( s 1) 2 2
( s 1) ( s 3)
3 1 1 2
=
( s 1) 2 s 3 s 1 ( s 1)2
1 1 1
=
s 1 s 3 ( s 1) 2
 x = et 2e3t 2tet
y = et e3t tet

Self-Instructional
Material 95
Solving Simultaneous
Linear Equations using 6.3 APPLICATION OF DIFFERENTIAL
Laplace Transform
EQUATIONS

NOTES Differential equations can be solved by using Laplace transformation without

computing general solution and then arbitrary constants. This method is shorter
than our earlier methods.
Working Rule:
1. Apply the Laplace transformation on both sides of the eqation.
2. Apply the formula of Laplace transformation and given initial conditions.
3. Now L(y) will be in terms of s.
4. Applying the Laplace inverse, we can find the value of dependent variable
y.
Example 6.5: (D2 + 6D + 5) = e–t, if y(0) = 0, y(0) = 1
Solution: Applying Laplace transform on both sides of the equation we get
L(y) + 6L(y) + 5L(y) = L(e–t)
1
[s2 L(y) – sy(0) – y(0)] + 6 [sL(y) – y(0)] + 5 L(y) =
s 1
1
(s2 + 6s + 5) L(y) – 1 =
s 1
1
(s + 1) (s + 5) L(y) = 1
s 1
1 1
L(y) = 2
( s 1)( s 5) ( s 1) ( s 5)
s 2
=
( s 1) 2 ( s 5)
3 1 3
L(y) = 2 (Resolving into parting fractions)
16( s 1) 4( s 1) 16( s 5)
Applying Laplace inverse formula.
3 1 1 1 1 1 3 1 1
y= L L L
16 s 1 4 ( s 1) 2 16 s 5
3 t 1 t 1 1 3 st
= e e L e
16 4 s2 16
3 t 1 t t 3 st
= e e 1 e
16 4 L 16
1 t
y= e (3 4t 3e 4t )
16
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96 Material
Example 6.6: Solve (D2 – 2D + 1) x = et with x(0) = 2, x(0) = –1 Solving Simultaneous
Linear Equations using
Solution: Applying Laplace transform on both sides Laplace Transform

1
s 2 L( y ) sy (0) y (0) 2 sL( y ) y (0) L( y )
s 1 NOTES
1
(s 2 2 s 1) L ( y ) 2 s 5
s 1
2s 5 1
L(y) =
( s 1) 2 ( s 1)3

1 2 3 1
y= L
s 1 ( s 1) 2 ( s 1)3

1 1 1 1
= 2L 3et L 1 et L 1
s 1 s2 s3

t t t t2
= 2e 3e et
L1 L2
t 1 2 t
y = 2e t e 3tet
2
Example 6.7: Solve y + y = sin 3t, y(0) = 0, y(0) = 0
Solution: Apply Laplace transform on both sides
L[y + y] = L[sin 3t]
3
[ s 2 L ( y ) sy (0) y (0)] [ L ( y )] 2
s 9
3
(s2 + 1) L(y) = 2
s 9
3
L(y) = 2
(s 9)( s 2 1)

1 1
y = 3L 2
(s 9)( s 2 1)
3 1 1
= 2 2 (Resolving into partial fraction)
8 s 1 s 9
3 1 1 3 1 1
y= L L
8 s2 1 8 2
s 9
3 3 1
= sin t sin 3t
8 8 3
3 1
y= sin t sin 3t
8 8 Self-Instructional
Material 97
Solving Simultaneous Example 6.8: Solve (D2 + n2)y = a sin (nt + ) y = y = 0 at t = 0
Linear Equations using
Laplace Transform Solution: Apply Laplace transform on both sides
L[y + n2y] = aL[sin (nt + )]
NOTES s2 L(y) – sy(0) – y(0) + n2(y) = a . L[sin nt cos  + sin  cos nt]
n s
(s2 + n2) L(y) = a cos 2 2
a sin 2
s n s n2
1 s
L(y) = an cos a sin
(s n2 )22
(s 2
n2 )2

1 1 s
y = an cos L a sin L 1
(s n2 )22
(s 2
n2 )2
1 1
= an cos (sin nt nt cos nt ) a sin sin nt
2n 3 2n
(By formula)
a
= [sin nt cos nt cos(nt )]
2n 2
Example 6.9: (D2 + 2D + 5)y = e–x sin x
Where y(0) = y(0) = 1
Solution: Apply Laplace transform on both sides
L[y + 2y + 5y] = 1(e–x sin x)

[ s 2 L( y ) sy (0) y (0)] 2[ sL( y ) y (0)] 5L( y ) = L[e x sin x]

1
(s2 + 2s + 5)L(y) – 1 =
( s 1) 2 1
1 1/( s 2 2s 2)
L(y) =
( s 2 2s s)
s 2 2s 3
=
(s2 2s 2)( s 2 2s 5)
2 1
= 2 2
3( s 2 s 5) 3( s 2s 2)
(Resolving into partial fractions)
2 1 1 1 1 1
y= L L
3 ( s 1) 2 2 2
3 ( s 1) 2 1

2 x 1 s
y= e sin 2 x e sin x
3 3
Self-Instructional
98 Material
Example 6.10: (D4 – 1) y = 1 y y y y 0 at x = 0 Solving Simultaneous
Linear Equations using
Solution: Apply Laplace transform on both sides Laplace Transform

L( y ) L( y) L (1)
1 NOTES
4 3 2 2
[ s L ( y ) s y (0) s y (0) s y (0) y (0)] L( y )
s
1
(s4 – 1) L(y) =
s
1
L(y) = 2
s( s 1)( s 2 1)
1 s s
= 2 2
s 2( s 1) 2( s 1)
(Resolving into partial fraction)
1 1 1 1 s 1 1 s
 y= L L 2
L 2
s 2 s 1 2 s 1
1 1
y= 1 cosh t cos t
2 2

Check Your Progress

1. Define the working rule for the solution of simultaneous ordinary differential
equation.
2. Explain the application of differential equations.

6.4 ANSWERS TO CHECK YOUR PROGRESS

QUESTIONS

1. Working Rule:
 Two equations are given for two dependent variables, depending upon
a single variable. Apply the Laplace transform on both sides of the
equations on both of the equations.
 Now solving these equations, there will be values of dependent variable
in terms of s.
 Applying Laplace transformation find the value of dependent variables.
2. Differential equations can be solved by using Laplace transformation without
computing general solution and then arbitrary constants. This method is
shorter than our earlier methods.

Self-Instructional
Material 99
Solving Simultaneous
Linear Equations using 6.5 SUMMARY
Laplace Transform

 Two equations are given for two dependent variables, depending upon a
NOTES single variable. Apply the Laplace transform on both sides of the equations
on both of the equations.
 Now solving these equations, there will be values of dependent variable in
terms of s.
 Applying Laplace transformation find the value of dependent variables.
 Differential equations can be solved by using Laplace transformation without
computing general solution and then arbitrary constants. This method is
shorter than our earlier methods.

6.6 KEY WORDS

 Solution of simultaneous ordinary differential equation: Simultaneous

ordinary differential equations may be solved by using Laplace transformation.
 Application of differential equation: Differential equations can be solved
by using Laplace transformation without computing general solution and
then arbitrary constants.

6.7 SELF ASSESSMENT QUESTIONS AND

EXERCISES

Short-Answer Questions
1. Analyse the solution of simultaneous ordinary differential equations.
2. Elaborate on the working rule for the solution of simultaneous ordinary
differential equations.
3. Illustrate the application of differential equation.
Long-Answer Questions
1. Discuss briefly the solution of simultaneous ordinary differential equations
with the help of example.
2. Define the working rule for the solution of simultaneous ordinary differential
equations.
3. Analyse the application of differential equation.
4. (D2 – D) x + y = 0
(D – 1) x + Dy = 0 Given x(0) = 0, y(0) = 1 x(0) = 0

Self-Instructional
100 Material
 5. Dx – 2x + 3y = 0 Solving Simultaneous
Linear Equations using
Dx – 2x + y = 0 Given x(0) = 8, y(0) = 3 Laplace Transform

6. Dx – Dy – 2x + 2y = 1 – 2t
dx NOTES
D2x + 2Dy + x = 0 Given x = 0, y = 0, 0 when t = 0
dt
7. 2D2x + 3Dy = 4
2D2y – 3Dx = 0
x, y, Dx, Dy = 0 at t = 0
8. DX + Y = 0
DY – X = 0
DY – X = 0 Given X(0) = 1, Y(0) = 0
9. X + Y + 3X = 15e–t
Y – 4X + 3Y = 15 sin 2t
Given X(0) = 35, X(0) = –48, Y(0) = 27, Y(0) = –55
dx
10. x sin wt , x(0) = 2
dt
11. y y 2t t , y (0) 1, y (0) 0

12. y 3y 2y 4t e3t , y (0) 1, y (0) 1

13. y 4y 3y e t , y (0) y (0) 1

14. y 9y cos 2t , y (0) 1, y 1

2
15. y y t cos 2t , y (0) y (0) 0
16. y y 2y 3cos 3t 11sin 3t y (0) y (0) 6
17. y y 2y 20sin 2t y (0) 1, y (0) 2

18. y 3y 3y y t 2 e 2t y (0) 1, y (0) 0, y (0) 2

19. y 2y y sin t , y (0) y (0) y (0) y (0) 0
2t
20. y 4y 5y cos t sin te y (0) 1, y (0) 3

6.8 FURTHER READINGS

Narayanan, S., T. K. Manickavasagam Pillai. 2014. Calculus, Volume II. Chennai:

S. Viswanathan (Printers & Publishers) Pvt. Ltd.
Veerarajan, T. 2011. Engineering Mathematics, 3rd Edition. New Delhi: Tata
McGraw-Hill.
Self-Instructional
Material 101
Solving Simultaneous Sharma, A. K. 2004. Text Book of Differential Calculus. New Delhi: Discovery
Linear Equations using
Laplace Transform Publishing House.
Narayanan, S., T. K. Manickavasagam Pillai. 2009. Differential Equations and
its Applications. Chennai: S. Viswanathan (Printers & Publishers) Pvt. Ltd.
NOTES
Coddington, Earl A. 1987. An Introduction to Ordinary Differential Equations.
New Delhi: Prentice Hall of India.
Coddington, Earl A. and N. Levinson. 1972. Theory of Ordinary Differential.
Equations. New Delhi: Tata McGraw-Hill.
Boyce, W. E. and Richard C. DiPrima. 1986. Elementary Differential Equations
and Boundary Value Problems. New York: John Wiley and Sons, Inc.
Sharma, A. K. 2009. Engineering Mathematics. New Delhi: Discovery Publishing
House.

Self-Instructional
102 Material
 Fourier Series

UNIT 7 FOURIER SERIES

Structure NOTES
7.0 Introduction
7.1 Objectives
7.2 Fourier series
7.3 To Find the Fourier Coefficient of Periodic Functions of Period 2
7.4 Answers to Check Your Progress Questions
7.5 Summary
7.6 Key Words
7.7 Self Assessment Questions and Exercises
7.8 Further Readings

7.0 INTRODUCTION

A Fourier series is a periodic function composed of harmonically related sinusoids,

combined by a weighted summation. With appropriate weights, one cycle (or
period) of the summation can be made to approximate an arbitrary function in that
interval (or the entire function if it too is periodic). As such, the summation is a
synthesis of another function. The discrete-time Fourier transform is an example
of Fourier series. The process of deriving weights that describe a given function is
a form of Fourier analysis. For functions on unbounded intervals, the analysis and
synthesis analogies are Fourier transform and inverse transform.
The Fourier series is named in honor of Jean-Baptiste Joseph Fourier (1768–
1830), who made important contributions to the study of trigonometric series,
after preliminary investigations by Leonhard Euler, Jean le Rond d’Alembert, and
Daniel Bernoulli. Fourier introduced the series for the purpose of solving the heat
equation in a metal plate, publishing his initial results in his 1807 Mémoire sur la
propagation de la chaleur dans les corps solides (Treatise on the propagation of
heat in solid bodies), and publishing his Théorie analytique de la chaleur (Analytical
theory of heat) in 1822. The Mémoire introduced Fourier analysis, specifically
Fourier series. Through Fourier’s research the fact was established that an arbitrary
(at first, continuous and later generalized to any piecewise-smooth) function can
be represented by a trigonometric series. The first announcement of this great
discovery was made by Fourier in 1807, before the French Academy. Early ideas
of decomposing a periodic function into the sum of simple oscillating functions
date back to the 3rd century BC, when ancient astronomers proposed an empiric
model of planetary motions, based on deferents and epicycles.
In this unit, you will study about the Fourier series, and how to find the
Fourier coefficients of periodic functions of period 2.

Self-Instructional
Material 103
Fourier Series
7.1 OBJECTIVES

After going through this unit, you will be able to:

NOTES  Understand the Fourier series
 Find the Fourier coefficients of periodic functions of period 2

7.2 FOURIER SERIES

Fourier series is used as infinite series representation of periodic function and it

uses trigonometric sine and cosine functions for expansion. Its main application is
to solve ordinary and partial differential equations. It is a powerful tool to solve
differential equations specially with periodic functions appearing as non-
homogeneous terms. It has wider applications as it is valid for periodic functions
as well as continuous functions and for functions, which are discontinuous.
Function f(x) is said to be periodic if f(x + T) = f(x), and real x for some
positive number T is period of f(x). Smallest positive period of f(x) is called primitive
or fundamental period of f(x).
For example, cosecx, sinx, secx, cosecx are periodic function with period
2 and cotx, tanx, are periodic with period . In general, it can be defined as
If f(x +nT) = f(x), n  0
Then T is period of f(x) and nT is also period of f for any integer n.
If f(x) is a periodic function of period T, then f(ax) with a  0, is a periodic
T
function of period .
a

2 2
For example cos2x has period =  and sin 3x has period .
3 3
If f(x) and g(x) have period T, then f(x) = af(x) + bg(x) has period T,
where a and b are constants.
A constant function is periodic for any positive period T. The period of a
sum of a number of periodic functions is the least common multiple of the periods.
If a function is periodic with period 2, then the trigonometric series of f(x)
is given as

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

2
1
Where a0 = f ( x)dx
a0

Self-Instructional
104 Material
 2 Fourier Series
1
an = f ( x )cos nx dx
0

2
1 NOTES
And bn = f ( x)sin nx dx
0

Where n = 1, 2, 3 ...........
a0, an and bn are called Fourier coefficients as
2
1. cos mx.cos nx dx 0 m  n, m  0, n  0
0

2
2. cos mx 0
0

2
3. sin mx 0
0

2
4. sin mx sin nx dx 0 m  n, m  0, n  0
0

2
5. sin mx cos nx dx 0 m  n, m  0, n  0
0

2
6. sin 2 mx dx
0

2
7. cos 2 mx dx
0

2
8. cos mx sin mx dx 0
0

Example 7.1: Obtain Fourier series for f(x) = e2x in (0, 2)
Solution: We know that Fourier expansion is,

a0 
f(x) =    an cos nx  bn sin ax 
2 n 1

Self-Instructional
Material 105
Fourier Series
1 2
f  x  dx
 0
a0 =

1 2  ax
 0
NOTES = e dx

2
 eax 
=  
   0

a0 


1 2 a
e –1 
1 2
 0
an = f ( x ) cos nx dx

1 2  ax
 0
= e cos nx dx


1 e
ax
 a cos nx  n sin nx  
=  
  a2  n2  0

1  ae 2 a – 1 
an   
  a 2  n 2 

1 2 ax
 0
And bn = e sin nx dx


1 e
ax
 a sin nx  n cos nx  
=  
  a2  n2  0

n
= bn   a 2  n 2 1 – e
2 a
 
 
 e2a –1  1   – n sin nx    ae2a – 1  cos nx
Therefore f(x) = 
  2 
a  n  2 
 a 2  n2
 2 a 1 a 1

Example 7.2: Find the Fourier series of f(x) = x for (0, 2) and sketch the graph
of f(x) from –6 to 6.

Self-Instructional
106 Material
Solution: We know that Fourier Series

a0 
f(x) =    an cos nx  bn sin nx 
2 n 1
NOTES
1 2
 0
Where a0 = f ( x ) dx

1 2
 0
= x dx

2
1  x2 
=  
  2 
0

=
1
2
 
42 – 0  2

a0  2

1 2
f  x  cos nx dx
 0
an =

1 2
 0
= x.cos nx dx

2
1  x sin nx cos nx 
=   
 n n2 0

1  1–1 
= 0  2 
 n 

an  0

1 
f  x  sin nx dx
 0
And bn =

1 
 0
= x sin nx dx

2
1  – x cos nx sin nx 
=   2 
 n n 0

Self-Instructional
Material 107
Fourier Series
1  –2 
=  
 n 
2
NOTES bn = –
n
Therefore, Fourier series is

2 sin nx
f(x) =
2
 0 – 2 
n1 n


sin nx
=  – 2
n 1 n

2
  x
Example 7.3: Obtain Fourier series for f(x) =   in (0, 2)
 2 
Solution: We know that
a0 
f(x) =   (an cos nx  bn sin nx )
2 n 1
1 2
 0
Where a0 = f ( x ) dx

2
1 2   – x 
= 0   dx
  2 
2
1 2  –   – x  
3

2 0 
=  
3  0

2
a0 
6

Self-Instructional
108 Material
 Fourier Series
1 2
 0
an = f ( x ) cos nx dx

2
1 2   – x 
= 0   cos nx dx NOTES
  2 
2
1    – x  sin nx 2  –   – x    cos nx   –2 x sin nx  
2

=  –  
4  n n2  n3   0

1
an 
n2
1 2
f  x  sin nx dx
 0
And bn =

2
1 2  – x 
=    sin nx dx
 0  2 
2
1  
  – x  
2 – cos nx  sin nx 2
=    2   – x  2 – 3  – cos nx  
4   n  n n 0
1
= 0  0
4
bn  0

Therefore, Fourier series,

2 2
– x – x 1   cos nx
  =     0
 2   2  2 6 n 1 n 2
2
 
cos nx
=  
12 n 1 n 2
Example 7.4: Find Fourier series of f(x), where
 – , –   x  0
f(x) = 
 x, 0 x

1 1 1 2
And hence prove that 2  2  2     
1 3 5 8
a0 
Solution: We know that f(x) =   an cos nx  bn sin nx
0 n 1

Self-Instructional
Material 109
Fourier Series
1 
 – 
Where a0 = f ( x ) dx

1 0
f ( x ) dx   f ( x ) dx 
0

NOTES
= 
  –   
1 0
(– )dx   xdx 
0
= 
  –   
–
an 
2
1 
 – 
an = f ( x) cos nx dx

=
1 0
f ( x).cos nx dx   f ( x).cos nx dx 


  –  0 
1 0
–  cos nx dx   x cos nx dx 

= 
  –  0 
0 
–   sin nx  1  x sin nx cos nx 
=  
  n     n n2  0
1 
2 
–1 – 1
n
= 0 
n
1 
2 
–1 – 1
n
an 
n 

1 
 – 
And bn = f ( x )sin nx dx

=
1 0
f ( x ).sin x dx   f ( x ).sin nx dx 


  –  0 
1 0
x sin nx dx 

= 
 – 
–  sin nx dx  0 
0 
 cos nx  1  – x cos nx sin x 
=      2 
 n –   n n 0

1
1 –  –1  –
n  1
=
n  n

Self-Instructional
110 Material
 Fourier Series
1
bn  1 – 2  1 
n

n 
Therefore
NOTES
1  –   1   –1 –1 
n

 
 
1
   1 – 2  1 sin nx
n
f(x) =   cos nx 
2  2   n 1  n 2
 n 1 n

Now x = 0 is a point of discontinuity of f(x)
1
As f(x) =  f  0 – 0   f (0  0) 
2
1
=  –   0)
2
–
=
2
Putting x = 0 in Fourier expansion, we have
– – 1  –2
= f (0)   
2 4  n1  2n –12

 1
Or = 
 2n –1
2
8 n 1

1 1 1 1
=   
12 32 52 7 2
Example 7.5: Expand f(x) as Fourier series if

 – c for –  x  0
f(x) = 
 c for 0 x
1 1 1 
And hence prove that 1 –     
3 5 7 4
Solution: We know that
a0 
f(x) =   an cos nx  bn nx
2 n 1
1 
 – 
Where a0 = f ( x ) dx

1 0
f ( x) dx   f ( x) dx 

= 
  –  0 

Self-Instructional
Material 111
Fourier Series
1 0
–c dx   c dx 

= 
  –  0 
1 c 
 – c   x –    x 0
0
=
NOTES  
a0  0

1 0
  
an = f ( x ).cos nx dx

1 0
f ( x ).cos nx dx   f ( x ).cos nx dx 

= 
   0 
1 0
– c .cos nx dx   c .cos nx dx 

= 
   0 
0 
c  sin nx  c  sin nx 
=   
  n  –    n  0


an  0

1 
 – 
bn = f ( x ).sin nx dx

1 0
f ( x).sin nx dx   f ( x).sin nx dx 

= 
  –  0 
1 0
(– c).sin nx dx   c .sin nx dx 

= 
  –  0 
0 
– c  – cos nx  c  – cos nx 
=  
  n  –    n  0
 

2c 
1 –  –1 
n
bn 
n  
Therefore

2c
 n 1   1  .sin nx
n
f(x) = 
n 1

4c
= .sin nx = 0 n is odd, n is even


Now putting x =
2

Self-Instructional
112 Material
 Fourier Series

c= f  
2

sin  2n –  NOTES
4c 
= 
 n1 2n –1
2


4  sin  2n – 
Or

= 
n 1 2n –1
2

4 1 1 1
= 1–  –    
 3 5 7
Example 7.6: Expand f(x) = xsinx for the interval (0, 2)
Solution: We know that
a0 
f(x) =    an sin nx  bn sin nx 
2 n 1
1 2
 0
Where a0 = f ( x) dx

1 2
 0
= x sin x dx

1
 – x cos  sin x 0
2
=

a0  –2

1 2
 0
an = f ( x ).cos nx dx

1 2
 0
= x sin x cos nx dx

1 2
x sin  n  1 x – sin  n – 1 x dx
2 0
=
2 2
1  – x cos  n  1 x cos  n – 1  1  – sin  n  1 x  sin  n –1 
=    –   
2  n 1 n  1  0 2  n 1 n 1 0

1   – cos  n  1 2 cos  n – 1 2 
=  2    , n  1
2   n 1 n –1 

Self-Instructional
Material 113
Fourier Series
1 1
an = 
n –1 n 
2
NOTES an  2 for n  1
n –1
1 2
 0
At n =1, a1 = x sin x cos dx

1 2
 0
= x sin x dx

2
1  – x cos 2 x sin 2 x 
= 
  2 4  0

–1
a1 
2
1 2
 0
bn = f ( x ) sin nx dx

1 2
 0
= x sin nx .sin nx dx

1 2
x  cos  n – 1 x – cos  n  1 x  dx
 0 
=

1   sin  n  1 x sin  n  1 x   – cos  n  1 x cos  n  1 x 

= x  – – – 
   n 1 n  1    n  1 2   
n  1
2


1 1 1 1 1 
=  –  – , n 1
   n  1 2  n  1 2  n  12  n  12 

bn  0 for n  1

1 2
At n = 1, b1 =
 0
x sin 2 x dx

1 2
x 1  cos 2 x  dx
2 0
=
2
1   x – sin 2 x   x 2 cos 2 x  
= x  –  
2   2   2 4 0

Self-Instructional
114 Material
 Fourier Series
1   1  1
=  2   2   0  –  2 2    
2   4  4
=
NOTES
Therefore

1 1 1
f(x) = xsin x =
2
 –2  
2
cos  2 
n2 n  1
2
cos nx   sin x  0


– cos x cos nx
= –1   sin x  2 2
2 n2 n – 1

7.3 TO FIND THE FOURIER COEFFICIENT OF

PERIODIC FUNCTIONS OF PERIOD 2

We have considered Fourier series for functions periodic with period 2. Now let
us consider Fourier expansion of functions which are periodic with period 2l.
Suppose f(x) be a function periodic with period 2l, defined in
 < x <  + 2l then Fourier expausion is given as,

a0   an cos nx bn sin nx 

f(x) =    
2 n 1  l l 

1  2l
l 
Where a0 = f ( x ) dx

1  2l cos nx
an =
l 
f ( x ).
l
dx

1  2 l sin nx
And bn =
l 
f ( x ).
l
dx

Now suppose f(x) be even function in (–l, l). Then Fourier cosine series is
given as

a0  an cos nx
f(x) = 
2 n 1 l

2 l
l 0
Where a0 = f ( x) dx

Self-Instructional
Material 115
Fourier Series
2 l cos nx
And an = 
l 0
f ( x).
l
dx.

Now suppose f(x) be odd function in (–l, l). Then Fourier sine series is
NOTES
given as,

bn sin nx
f(x) = 
n 1 l

2 l sin nx
Where bn = 
l 0
f ( x).
l
dx

Check Your Progress

1. What do you understand by the Fourier series?
2. When a function is called periodic?
3. How to find the Fourier coefficient of periodic functions of period 2?

7.4 ANSWERS TO CHECK YOUR PROGRESS

QUESTIONS

1. Fourier series is used as infinite series representation of periodic function

and it uses trigonometric sine and cosine functions for expansion. Its main
application is to solve ordinary and partial differential equations. It is a
powerful tool to solve differential equations specially with periodic functions
appearing as non-homogeneous terms. It has wider applications as it is
valid for periodic functions as well as continuous functions and for functions,
which are discontinuous.
2. Function f(x) is said to be periodic if f(x + T) = f(x), and real x for some
positive number T is period of f(x). Smallest positive period of f(x) is called
primitive or fundamental period of f(x).
3. We have considered Fourier series for functions periodic with period 2.
Now let us consider Fourier expansion of functions which are periodic with
period 2l. Suppose f(x) be a function periodic with period 2l, defined in
 < x <  + 2l

7.5 SUMMARY

 Fourier series is used as infinite series representation of periodic function

and it uses trigonometric sine and cosine functions for expansion. Its main

Self-Instructional
116 Material
 application is to solve ordinary and partial differential equations. It is a Fourier Series
powerful tool to solve differential equations specially with periodic functions
appearing as non-homogeneous terms. It has wider applications as it is
valid for periodic functions as well as continuous functions and for functions,
which are discontinuous. NOTES
 Function f(x) is said to be periodic if f(x + T) = f(x), and real x for some
positive number T is period of f(x). Smallest positive period of f(x) is called
primitive or fundamental period of f(x).
 We have considered Fourier series for functions periodic with period 2.
Now let us consider Fourier expansion of functions which are periodic with
period 2l. Suppose f(x) be a function periodic with period 2l, defined in 
< x <  + 2l

7.6 KEY WORDS

 Fourier series: Fourier series is used as infinite series representation of

periodic function and it uses trigonometric sine and cosine functions for
expansion.
 Fourier coefficient of periodic functions of period 2 : We have
considered Fourier series for functions periodic with period 2 . Now let
us consider Fourier expansion of functions which are periodic with period
2l.

7.7 SELF ASSESSMENT QUESTIONS AND

EXERCISES

Short-Answer Questions
1. Explain the Fourier series.
2. How to find the Fourier coefficient of periodic functions of period 2?
Long-Answer Questions
1. Briefly discuss the Fourier series with appropriate example.
3. Analyse how to find the Fourier coefficient of periodic functions of period
2.

7.8 FURTHER READINGS

Narayanan, S., T. K. Manickavasagam Pillai. 2014. Calculus, Volume II. Chennai:

S. Viswanathan (Printers & Publishers) Pvt. Ltd.

Self-Instructional
Material 117
Fourier Series Veerarajan, T. 2011. Engineering Mathematics, 3rd Edition. New Delhi: Tata
McGraw-Hill.
Sharma, A. K. 2004. Text Book of Differential Calculus. New Delhi: Discovery
Publishing House.
NOTES
Narayanan, S., T. K. Manickavasagam Pillai. 2009. Differential Equations and
its Applications. Chennai: S. Viswanathan (Printers & Publishers) Pvt. Ltd.
Coddington, Earl A. 1987. An Introduction to Ordinary Differential Equations.
New Delhi: Prentice Hall of India.
Coddington, Earl A. and N. Levinson. 1972. Theory of Ordinary Differential.
Equations. New Delhi: Tata McGraw-Hill.
Boyce, W. E. and Richard C. DiPrima. 1986. Elementary Differential Equations
and Boundary Value Problems. New York: John Wiley and Sons, Inc.
Sharma, A. K. 2009. Engineering Mathematics. New Delhi: Discovery Publishing
House.

Self-Instructional
118 Material
 Even and Odd Functions

UNIT 8 EVEN AND ODD in Fourier Series

FUNCTIONS IN FOURIER
NOTES
SERIES
Structure
8.0 Introduction
8.1 Objectives
8.2 Even and Odd Functions in Fourier Series
8.3 Half Range Fourier Series
8.3.1 Half Range Series
8.4 Answers to Check Your Progress Questions
8.5 Summary
8.6 Key Words
8.7 Self Assessment Questions and Exercises
8.8 Further Readings

8.0 INTRODUCTION

In mathematics, even functions and odd functions are functions which satisfy
particular symmetry relations, with respect to taking additive inverses. They are
important in many areas of mathematical analysis, especially the theory of power
series and Fourier series. They are named for the parity of the powers of the
power functions which satisfy each condition: the function is an even
function if n is an even integer, and it is an odd function if n is an odd integer.
Geometrically, the graph of an even function is symmetric with respect to
the y-axis, meaning that its graph remains unchanged after reflection about the y-
axis. Geometrically, the graph of an odd function has rotational symmetry with
respect to the origin, meaning that its graph remains unchanged after rotation of
180 degrees about the origin. If a function is both even and odd, it is equal to 0
everywhere it is defined. If a function is odd, the absolute value of that function is
an even function.
A function’s being odd or even does not imply differentiability, or even
continuity. For example, the Dirichlet function is even, but is nowhere continuous.
In the following, properties involving derivatives, Fourier series, Taylor series, and
so on suppose that these concepts are defined of the functions that are considered.
The sum of two even functions is even, and of two odd ones odd. The product of
two even or two odd functions is even. The product of an even and an odd function
is odd.
A half range Fourier series is a Fourier series defined on an interval
instead of the more common , with the implication that the analysed
Self-Instructional
Material 119
Even and Odd Functions
in Fourier Series
function should be extended to as either an even
(f(-x)=f(x)) or odd function (f(-x)=-f(x)). This allows the expansion of the function
in a series solely of sines (odd) or cosines (even). The choice between odd and
even is typically motivated by boundary conditions associated with a differential
NOTES
equation satisfied by .
In this unit, you will study about the even and odd functions in Fourier
series, and half range Fourier series.

8.1 OBJECTIVES

After going through this unit, you will be able to:

 Understand the even and odd functions in Fourier series
 Elaborate on the half range Fourier series

8.2 EVEN AND ODD FUNCTIONS IN FOURIER

SERIES

Functions can be defined as even and odd functions.

When f(–x) = f(x), x , then function f(x) is said to be even. For even functions,
graph is symetric about y-axis. It uses the property of Integration,
a a
–a
f ( x) dx = 2 f ( x) dx
–a

Even functions contains only even powers of x and in trignometric terms, they contain
only cosx and secx.
For example, –x2, x4 + 2, x6 + cosx, 3x8 + cos2x etc.
When f(x) and g(x) are even functions, then sum of two even functions is even,
i.e., f(x) = f1(x) + g(x) is also even. Product of two even function is even, i.e.,
f2(x) - f(x). g(x)
1 
 – 
For even functions all bns will be zero as integer and bn = f ( x )sin nx dx

becomes an odd function. Fourier series for even function is defined

a0 
As f(x) =   an cos nx
2 n 1
1 
 – 
Where a0 = f ( x ) dx

2 
 0
= f ( x ) dx
Self-Instructional
120 Material
 Even and Odd Functions
2 
 – 
And an = f ( x ) cos nx dx in Fourier Series

2 
 0
= f ( x ).cos nx dx
NOTES
This is also called Fourier cosine series.
When f(–x) = –f(x), x , then function f(x) is said to be odd function.
Graph of odd function is symmetric about origin and it uses the property of
integration,
a
–a
f ( x) dx = 0

Odd functions contain only odd powers of x and in trignometric function, it contains
only sinx and cosecx.
For example – x3, 3sinx + x, 4sin2x + x2 etc.
It f(x) and g(x) are odd functions, then sum of odd functions is odd, for example,
f1(x) = f(x) + g(x) is odd
f2(x) = f1(x) . g(x) is even.
For odd function, all an and a0 are zero as integrand become an odd function.
Therefore, Fourier series for odd function is defined as

f(x) = b
n 1
n sin nx

1 
 – 
When bn = f ( x ).sin nx dx

2 
 – 
= f ( x).sin nx dx

It is called Fourier sine series.

To work out the Fourier series, first step is to identify whether the given function is
even or odd.
If f is odd then only bns are calculated and subsituted in the formula. If f is even
function, there a0 and ans are calculated.
Example 8.1: Expand f(x) = x3 in (–) as Fourier series.
Solution: As f(x) = x3 and
f(–x) = –f(x), therefore f(x) is odd function.

Therefore f(x) = b
n 1
n sin nx

2 
 0
Where bn = f ( x ) sin nx dx
Self-Instructional
Material 121
Even and Odd Functions 
in Fourier Series =  0
x3 sin nx dx

2  – x 3 sin nx 3 x 2 sin nx 6 x cos nx 6 sin nx 
=    –
NOTES  n n2 n3 n 4  0
2  – x3 cos nx 6 
=   3 cos n 
 n n 
n x 6
2
=     3
2 –1
n n 

 6 2 
f(x) = 2  3    1 sin x
n

n 1  n n 
Example 8.2: Expand f(x) = sinx in (–) as Fourier series.
Solution: As f(–x) = –f(x), f(x) is odd function.


Therefore f(x) =  f ( x).sin x

n 1

2 
 0
Where bn = sin x.sin nx dx

1 
cos 1  n  x – cos 1  n  x  dx
 0 
=


1  sin 1  n  x sin 1  n  x 
=  – 
  1 n 1  n 0

bn  0 , n  1

2 
 0
b1 = sin x.sin x dx

2  1 – cos 2 x  dx
 0
=
2

1  x – sin 2 x 
=  
 2 0


=

b1  1
f(x) = sinx
= b1 sinx
Self-Instructional = sinx
122 Material
 Even and Odd Functions
2 x 2 in Fourier Series
Example 8.3: Expand f(x) as Fourier series in f(x) = – ,  – 
12 4
Solution: As f(x) = f(x), f(x) is even function.
NOTES

a
Therefore f(x) = 0   an cos nx
2 n 1
2 
 0
a0 = f ( x ) dx

2   2 x 2 
= 0  –  dx
  12 4 

2   2 x3 
=   x– 
 0  12 12  0

a0  0

2 
 0
And an = f ( x).cos nx dx

2   2 x 2 
= 0  –  cos nx dx
  12 4 

2  2 x 2  sin nx  2 x  cos nx 1 sin nx 
=  –  –  2  
  12 4  n  4  n 2 n3  0

2  1  2
=   .cos n
  n2  

 –1
n 1

an 
n2

 1
n 1

Therefore f(x) = 
n 1 n2
cos nx

Example 8.4: Expand f(x) = |x| in (–) as Fourier series.

Solution: We know that f(x) = |x|
And f(–x) = |–x|
= |x|

Self-Instructional
Material 123
Even and Odd Functions = f(x)
in Fourier Series
Therefore, f(x) is an even function and
an 
f(x) =   an cos nx
NOTES 2 n 1

2 
 0
Where a0 = x dx

2 
 0
= x dx


2  x2 
=  
  2 0

a0  

2 
 0
And an = f ( x ) cos nx dx

2 
 0
= | x | .cos nx dx

2 
 0
= x cos nx dx


2  x sin nx cos nx 
= 
  n n 2  0

2 
2 
–1 –1
n
= 
n

–4
an  , n is odd
n 2
= 0, n is even

 4  1
Therefore |x| = 2    2n  1 2 cos  2n –1 x
n 1  

Example 8.5: Expand f(x) = x sinx for (–) and hence prove that
–2 1 1 1 1
    
Self-Instructional 4 1.3 3.5 5.7 7.9
124 Material
Solution: We know that Even and Odd Functions
in Fourier Series
f(–x) = (–x) sin (–x)
= –x[–sinx]
= x sinx NOTES
= f(x)
Therefore, f(x) is even function and

a0 
f(x) =   an cos nx
2 n 1

2 
 0
Where a0 = x sin nx dx

2
 – x cos x  sin x 0

=


2
=  –  cos  


a0  2

2 
 0
an = f ( x ) cos nx dx

2 
 0
= x sin x cos nx dx

1 
x sin  n  1 x  sin 1  n  x  dx
 0 
=


1   – cos  n  1 x cos  n – 1 x   sin  n  1 x sin  n –1 x 
= x  – – – 
   n 1 n  1   (n  1) 2 (n  1) 2  0

cos n cos n
= 
n 1 1– n

 –1
n 1
.2
an  , n 1
n 2 –1

2 
 0
And a1 = x sin x cos x dx

2  x sin 2 x
 0
= dx
2 Self-Instructional
Material 125
Even and Odd Functions
1 
 0
in Fourier Series = x sin 2 x dx


1   x cos 2 x sin 2 x 
NOTES =  
 2 4  0

1
a1 
2

2  1
n 1

2 1
Therefore (x sinx) = – cos x   2 cos x.
2 2 n  2 n –1

 1 cos nx
n 1

cos x
= 1 
2
 2  2
n  2 n –1


Putting x =
2

 –1 cos n
n 1
  
sin = 1  0  2 2
2 2 n  2 n –1 2

– 1 = 2   cos n
n 1
 
–1
2 2
n  2 n –1 2

–2 1 1 1
=   
4 1.3 3.5 5.7

8.3 HALF RANGE FOURIER SERIES

Fourier expansion has been defined for function, which is periodic with period 2l.
Now suppose we are given a function f(x), which is non-periodic and is defined in
half interval (0, l) of length l. These types of expansions are known as half range
Fourier series. In this case, f(x) is neither even nor odd nor periodic. Only information
is to obain Fourier cosine series for f(x) in the interval (0, l). In this negard, let as
define a new function f1(x) such that
1. f1(x)  f(x) in interval (0, l) and
2. f1(x) is even function in (–l, l) and is periodic with period 2l.
This, f1(x) is called ‘even period extension of f(x),’ and can be expressed
as follows:

Self-Instructional
126 Material
 Y Even and Odd Functions
f(x) in Fourier Series

NOTES

X
0 l

Fig. 8.1

)
f(x

–2l X
–l 0 L

Fig. 8.2

Figure 8.1 represents function f(x), whereas Figure 8.2 represents the extension of
f(x), i.e., f1(x).
Since by construction f(x) and f1(x) are equal in (0, l), the half range Fourier cosine
series for f(x) is given as follows:

a0  cos nx
f(x) =   an
2 n 1 l

2 l
l 0
Where a0 = f ( x) dx

2 l cos nx
And an = 
l 0
f ( x)
l
dx

It can be conderstand as f1(x) = f(x) for (0, l) = f(–x) for (–l, 0) and this
series expansion of f(x) is valid only for the interval (0, l) but not outside of this
interval.
Now suppose we are interested in finding half range Fourier sine series for f(x) in
(0, l) let f2(x) is a function such that
1. f2(x) = f(x) in (0, l)
2. f2(x) is odd function in (–l, l) periodic with period 2l.
Then f2(x) is called ‘odd periodic continuation of f(x)’ and can be expressed as,

Self-Instructional
Material 127
Even and Odd Functions Y
in Fourier Series

f(x)

NOTES

X
0 l

Fig. 8.3

f(x)

X
–2l –l 0 l 2l 3l

–Y

Fig. 8.4

Figure 8.3 represents function f(x), whereas Figure 8.4 represents the extension
of f(x), i.e., f2(x).
Since by construction f(x) and f2(x) are equal in (0, l), the required half range
Fourier sine series expansion of f(x) in interval (0, l) is given as,

nx
f(x) = b
n 1
n sin
l
dx

2 l nx

=
l 0
f ( x) sin
l
dx

Example 8.6: Find Fourier series expansion of

–
f(x) = in 0 < x < 4.
2
Solution: Given that interval = 4 – 0
2l = 0
l =0
a0   nx nx 
Now f(x) =    an cos  bn sin 
2 n 1  2 2 
Self-Instructional
128 Material
 Even and Odd Functions
1 4
2 0
Where a0 = f ( x ) dx in Fourier Series

1 4  – x 
2 0  2 
=   dx NOTES
4
1  x – x 2 
= 
4  2  0

1
=  4   8
4

a0     2 

1 4 nx
an =
2 0
f ( x) cos
2
dx

1 4     nx
=  
2 0 2 
 cos
2
dx

1   nx  2  4 nx 2 
=     x   sin   – 0  1 sin . 
4   2  n  2 n 

1  nx 2  
4
2 
= 0  – cos . 
4  n  2 n  0 

1
= –  cos 2n  cos 0 
n 2
2

1
= – 1  1
n 2
2

an  0

1 4 nx
And bn =
2 0
f ( x).sin
2
dx

1 4 – x nx
= 
2 0 2
.sin
2
dx

1   nx  2 
4
 nx  2  4 
=    – x   – cos  
2  n  0 0
 . – –1  – cos  . dx 
4     2  n 
Self-Instructional
Material 129
Even and Odd Functions
4
in Fourier Series –2 1 2  nx 
=    4  cos 2n   cos 0  – sin
4n 2n n  2  0

NOTES –2
=   – 4 – 
4n

2
bn 
n
Therefore

– x –2  2 nx
f(x) =    sin
2 2 n 1 n 2
Example 8.7: Find Fourier series expansion of f(x).
0, –5  x  0
When f(x) =
3, 0 x5
Solution: Given that interval = 5 – (–5)
2l = 10
l =5

a0   nx nx 
And f(x) =    an cos  bn sin 
2 n 1  5 5 

1 5
5 5
When a0 = f ( x ) dx

1 0
f ( x) dx 
5
= 
5  5
f ( x ) dx  0 

1
0   3dx 
5
=
5  0 

3 5
=  x
5 0

3
= 5 – 0
5

a0  3

Self-Instructional
130 Material
 Even and Odd Functions
1 5 nx
an =  f ( x ) cos dx in Fourier Series
5  5 5

1 0 nx 5 nx 
= 
5  5
f ( x ) cos
5
dx  0
f ( x ) cos
5
dx 

NOTES

1 5 nx 
= 
5
0  0
3cos
5
dx 

5
3  nx 5 
= sin .
5 5 n  0

3
= sin 5 – sin 0
n

an  0

1 5 nx
And bn =
5 –5
f ( x ).sin
5
dx

1 0 sin nx 5 sin nx 

= 
5  –5
f ( x ).
5
dx  0
f ( x ).
5
dx 


1 5 sin nx 
= 
5
0  0
3.
5
dx 

5
3  – cos nx 5 
=  . 
5 5 n  0

–3
=  cos n – cos 0
n

–3 
 1 – 1
n
=
n  

3 
1   1 
n
= bn 
n  

Therefore

3  3  n sin nx
f(x) =    1 –1 
2 n 1 n 5
Self-Instructional
Material 131
Even and Odd Functions Example 8.8: Find Fourier series for f(x) = x2 in (–1, 1)
in Fourier Series
Solution: We are given that interval = 1–(–1)
2l = 2
NOTES l =1
As f(–x) = (–x)2
= x2
= f(x)
f(x) is even function, therefore bn = 0 and Fourier series is given as,

an  cos nx
f(x) =   an
2 n 1 1

2 1
1 0
Where a0 = f ( x ) dx

1
= 2 x 2 dx
0

1
 x3 
= 2 
 3 0

2
a0 
3

2 1 cos nx
an = 
1 0
f ( x ).
1
dx

1
= 2 x 2 cos nx dx
0

1
 2 1 2x 2 
= x sin nx  2 2 cos n  3 3 sin n 
 n n n 0

4
2 
–1
n
an 
n 2

Therefore

2  4
  2 2  1 cos nx
n
f(x) =
3 n 1 n 

Self-Instructional
132 Material
Example 8.9: Find half range sine series for f(x) = x( – x) 0 for 0 < x < . Even and Odd Functions
in Fourier Series
Solution: Half range sine series is give as,

f(x) = b
n 1
n sin nx NOTES

2 
 0
Where bn = f ( x ) sin nx dx

2 
 0
= x(  x) sin nx dx


2  – cos nx    sin nx   –2 
= x   x  –   – 2x    .  3 cos nx  
  n   n
2
 n  0

4 
1 –  –1 
n
bn  3 
n 


4 
 n –1 1  sin nx
n
There f(x) = 3  
n 1

Example 8.10: Find half range series (sine and cosine) in 0  x  .

2 1 1 1
f(x) = x. Hence, deduce that    
8 12 32 52
Solution: Half rang sine series is given as

f(x) = b
n 1
n sin nx

2 
 0
Where bn = f ( x ) sin nx dx

2 
 0
= x sin nx dx


2   x cos nx sin nx 
=   2 
 n n 0

–2
 –1
n
bn 
n

Self-Instructional
Material 133
Even and Odd Functions Therefore,
in Fourier Series

 1
n 1

f(x) = x  2 sin nx
n 1 n
NOTES
Fourier half range cosine series is

a0 
f(x) =   an cos nx
2 n 1

2 
 0
Where a0 = f ( x ) dx

2 
 0
= x dx


2  x2 
=  
  2 0

a0  

2 
 0
And an = f ( x).cos nx dx

2 
 0
= x.cos nx dx


2  x sin nx cos nx 
=  
 n n 2  0

2 
2 
–1 – 1
n
an 
n 

Therefore,

 1n –1
 4   cos nx
f(x) = x =  
2  n2
Putting x =0

 4  cos  2n –1 x
0=  
2  n 1  2n –12

Self-Instructional
134 Material
 Even and Odd Functions
2 1 1 1 in Fourier Series
Or = 2  3  2 
8 1 3 5
Example 8.11: Find Fourier sine and cosine series for f(x) = x2 in (0, ).
NOTES
Solution: Half range sine series ifs

f(x) = b
n 1
n sin nx

2 
 0
Where bn = f ( x ).sin nx dx

2  2
 0
= x sin nx dx


2   x 2 cos nx 2 x sin nx 2 cos nx 
=   
 n n2 n3  0

2    1 2  1 2
2 2 n

=   – 
  n n3 n3 

Therefore,

   2  –1 –1 
n
 
n 1
2    1   sin nx
f(x) = x2 =    
 n 1  n n 3


Fourier cosine series is
a0 
f(x) =   an cos nx
2 n 1
2 
 0
Where a0 = f ( x ) dx

2 
=  x 2 dx
 0

2  x3 
=  
  3 0

2 2
a0 
3

Self-Instructional
Material 135
Even and Odd Functions
2 
 0
in Fourier Series and an = f ( x ) cos nx dx

2  2
 0
NOTES = x cos nx dx

n
2  x 2 sin nx 2 x cos nx 2 
=   – 3 sin nx 
 n n 2
n 0

2  2 
2 
1  0 
n
= 
n 

4  1
n

an  0
n2
Therefore

 1
n
2 
f(x) = x = 2
 4 2 cos nx
3 n 1 n
8.3.1 Half Range Series
Examples
The given finction is defined in the interval (0, x).
To get the series of cosines only assume that f (x) is an even function in the
interval (–, )
2
an = f ( x ) cos nxdx & bn = 0
0

So when f(x) is defined as sine half range series then

2
bn = f ( x) sin nxdx, & an = 0
0

Example 8.12: Represent the following function by a half range fourier series.
t 0 t /2
f(t) = /2 t
2
Solution: For half sine series an = 0
2
bn = f (t ) sin ntdt
0

2 /2 /2
= t sin ntdt sin ntdt
0 /2 2
Self-Instructional
136 Material
 /2 Even and Odd Functions
2 cos nt sin nt cos nt in Fourier Series
= t
n n2 0
2 n /2

cos n sin n cos n NOTES

2 2 2 cos n 2
= 2 n n2 n n

2 cos sin cos

b1 = cos
2 2 2 2
2 2
= [0 1] (1) 1

2 cos sin cos 2 cos

b2 =
2 2 22 2 2
2 ( 1) 1 1
= 0
2 2 2 2
2 1 1
= 1 1
4 2 2
2 1
b3 =
9 3
2 1 2 1
f(t) = 1 sin t sin 2t sin 3t
2 9 3
Change of Interval and Functions Having Arbitrary Period
Now suppose period for the function is 2c instrad of 2, then independent variable
x is also to be changed proportionally.
Let f(x) is defined for the interval (–c, c)
Now 2c is the interval for x
x
1 is the interval for
2c
2x x cz
2 is the interval for x z (said) or x =
2c c
Now f(c) is the function of period 2
 F(z) may be expanded by Fourier series i.e.
cz a0
F(z) = f an cos cz bn sin cz ...(8.1)
2

Self-Instructional
Material 137
Even and Odd Functions
1 2
in Fourier Series Where a0 F ( z )dz
0

1 2 cz x
f d
NOTES 0 c
1 2
a0 f ( x )dx
c 0

1 2 cos n x
Similarly an = f ( x) dx
c 0 c
1 2 sin n x
bn = f ( x) dx
c 0 c
By Equation 8.1
a0 cos n x sin n x
f(x) = an bn
2 c c
1 2c
Where a0 = f ( x ) dx
c 0

1 2c cos n x
an = f ( x) dx
c 0 c
1 2c sin n x
bn = f ( x) dx (for interval 0 to c)
c 0 c
For Half Range Sine Series
an = 0
2 c sin n x
bn = f ( x) dx
c 0 c
For Half Range Cosine Series
bn = 0
2 c cos n x
an = 0 f ( x) dx
c 0 c
2 c
a0 = f ( x ) dx
c 0
Example 8.13: Obtain Fourier series for
f(x) = x 0x1
= (2 – x) 1x2
2c = 2 – 0 = 2
c=1

Self-Instructional
138 Material
 Even and Odd Functions
a0 cos n x sin n x
Solution: Let f(x) = an bn in Fourier Series
2 1 1
1 2
Where a0 = f ( x ) dx
1 0
NOTES
1 2
= xdx (2 x)dx
0 1

1 2
x2 x2
= 2x
2 0
2 1

=
1 2 cos n x
an = f ( x) dx
1 0 1
1 2
= x cos n xdx (2 x) cos nxdx
0 1

1
sin n x sin n x
= x
n n2 2 0

2
sin n x cos n x
(2 x ) ( 1)
n n2 2 1

cos n 1 cos 2n cos n

=
n2 2 n 2 2
n2 2 n2 2
2
= (cos n 1)
n2
=0 even
4
= 2 odd
n
1 2 sin n x
bn = f ( x) dx
1 0 1
1 2
= x sin n xdx x sin n xdx
0 1

1
cos n x sin n x
= x
n n2 2 0

2
cos n x sin n x
(2 x)
n n2 2 1

=0

Self-Instructional
Material 139
Even and Odd Functions
in Fourier Series
4 cos x cos 3 x cos 5 x
 f(x) =
2 12 32 52
Eample 8.14: Expand f(x) in Fourier series
NOTES (–2, 2) where
f(x) = 0 –2 < x < 0
=1 0<x<2
2c = 2(–2) = 4
c=2
a0 cos n x sin n x
Solution: Let f(x) = an bn
2 2 2
1 2
Where a0 = f ( x) dx
2 2
1 0 2
= 0ax 1dx
2 2 0

1 2
= x 0
1
2
1 2 cos n x
an = f ( x) dx
2 2 2
1 2 cos n x
= 1 dx
2 0 2
2

1 sin n x
0
= 2 n
2 0

1 2 sin n x
And bn = f ( x) dx
2 2 2
1 2 sin n x
= 1 dx
2 0 2
2
cos n x
1 2
= 2 n
2 0

1
= (1 cos n )
n
= 0 (n is even)

Self-Instructional
140 Material
 Even and Odd Functions
2 in Fourier Series
= odd
n
1 2 sin x 1 sin 3n x 1 sin 5 x
 f(x) = 
2 2 3 2 5 2 NOTES
Example 8.15: Expand f(x) = x – x2 as a Fourier series in the interval (–1, 1)
Interval 2c = 1 – (–1)2 ...........
a0 cos n x sin n x
Solution: f(x) = an bn
2 n 1 1 1
1 1
Where a0 = f ( x ) dx
1 1

1
= ( x x 2 )dx
1

1 1
= xdx x 2 dx
1 1

1
= 0 2 x 2 dx
0

1
x3
= 2
3 0

2
=
3
1 1
an = ( x x 2 ) cos n xdx
1 1

1 1
= x cos n xdx x 2 cos n xdx
1 1

1
= 0 2 x 2 cos n xdx
0

1
sin n x 2 cos n x sin n x
= 2 x 2x 2
n n2 2 n2 3 0

2 cos n
= 2
n2 2
4( 1) n 4( 1) n 1

=
n2 2 n2 2
1
And bn = ( x x 2 )sin n xdx
1

1
= 2 ( x x 2 )sin n xdx
0
Self-Instructional
Material 141
Even and Odd Functions 1
in Fourier Series cos n x sin n x
=2 x
x n2 2 0

2 cos n
NOTES =
n
2( 1) n 2( 1)n 1
=
n n
1 4 cos x cos 2 x cos 3 x
 x – x2 = 2

3 12 22 32
2 sin x 1 sin 2 x 1
sin 3 x
2 3
Example 8.16: Expand f(x) = ex in a cosine series over (0, 1)
f(x) = ex and c = 1
2 c
Solution: a0 = f ( x) dx
c 0

2 1 x
= e dx
1 0
= 2(e – 1)
2 1 cos n x
an = ex dx
1 0 1
1
ex
= 2 cos n x n sin n x
1 n2 2
0

1
=2 ( 1) n e 1
1 n2 2

bn = 0
e 1 (e 1) (e 1)
 f(x) = e 1 2 2
1
cos x
4 2
1
cos 2 x 2
9 1
cos 3 x

Example 8.17: Obtain Fourier cosins expansion of periodic function defined by

t
f(t) = sin ; 0<t<l
r
For Fourier cosins transformation bn = 0
2 l t
a0 = sin dt
l 0 l

Self-Instructional
142 Material
 l Even and Odd Functions
2 l t in Fourier Series
= cos
l l 0

2 4
= cos cos 0 NOTES
l
2 l t n t
an = sin cos dt
l 0 l l
1 l t n t n t t
= sin sin dt
l 0 l l
l l
1 cos(n 1) t 1 1 cos( n 1) t
=
l l ( n 1) 0
( n 1) l 0

1
= [cos(n 1) cos 0]
(n 1)
1
[cos(n  1)  cos 0]
(n  1)
1 1
= [( 1) n 1
1] [( 1) n 1
1]
(n 1) (n 1)

n 1 1 1 1 1
= ( 1)
(n 1) (n 1) (n 1) (n 1)

n 1 2 2
= ( 1) 2 2
(n 1) (n 1)
2
= 2
[( 1) n 1
1]
(n 1)
4
= 2 ; (n even provided n + 1)
(n 1)
= 0; n odd
2 l sin t cos t
At n = 1, a1 = dt
l 0 l l
1 l sin 2 t
= 0 dt
l l
l
1 l cos 2 t
=
l 2 l 0

=0

Self-Instructional
Material 143
Even and Odd Functions
2 4 1 cos 2 t 1 cos 4 t 1 cos 6 t
in Fourier Series
f(t) = 
3 l 15 l 35 l
Example 8.18: Find the Fourier series expansion of the periodic function of period 1
NOTES 1 1
f(x) = x; x 0
2 2
1 1
= x; 0 x
2 2
1
Interval 2c = 1 or c
2
a0 n x n l
Solution: Let f(x) = an cos bn sin
2 n 1
t
2 n 1
t
2

1 c
Where a0 = f ( x) dx
c c

1 0 1 1 1
2 1
= x dx x dx
1
2
1
2 2 1
2
0 2
0 1
 x x2   x x2 
2

= 22  2   22  2 
  12  0
1 1 1 1 1
=2 2
4 8 4 8 2
1 c 1  1
1
  x  (cos 2nxdx) + 2
2
an = c 
x (cos 2n xdx)
c 2 2  0 2
0
1 2n x 2n x
= 2 2
x sin
2n
cos 2 2
2n 1
2

1
1 2n x 2n x 2

2 x sin ( 1) cos 2 2
2 2n 4n 1
2

1 ( 1)n ( 1) n 1
=2 0 2 0
4n 2 2
4n 2 2 4n 2 2 4 2 n2

1 1 ( 1)n
= 2
n2 2

2
= 2 2 ; n odd
n
=0 n even
Self-Instructional
144 Material
 Even and Odd Functions
1 c n x
And bn = f ( x )sin dx in Fourier Series
c c c
0 1 1
2 1
=2 x sin 2n dx 2 x sin 2n xdx
1
2 2 1
2 2 NOTES
0
1 cos 2n x sin 2n x
=2 2
x
2n 4n 2 2 1
2

1
1 cos 2n x sin 2n x 2

2 x ( 1)
2 2n 4n 2 2 1
2

1 1
=2 2 0
2n 4n
1 2 cos 2 x cos 6 x cos10 x
f(x) = 2

4 12 32 52

Check Your Progress

1. Explain the even functions in Fourier series.
2. Elaborate on the odd functions in Fourier series.
3. Define the half range Fourier series.

8.4 ANSWERS TO CHECK YOUR PROGRESS

QUESTIONS

1. When f(–x) = f(x), x , then function f(x) is said to be even. For even
functions, graph is symetric about y-axis. It uses the property of Integration,
a a
–a
f ( x) dx = 2 f ( x) dx
–a

Even functions contains only even powers of x and in trignometric terms,

they contain only cosx and secx.
2. When f(–x) = –f(x), x , then function f(x) is said to be odd function.
Graph of odd function is symmetric about origin and it uses the property of
integration,
a
–a
f ( x) dx = 0

Odd functions contain only odd powers of x and in trignometric function, it

contains only sinx and cosecx.
Self-Instructional
Material 145
Even and Odd Functions 3. Fourier expansion has been defined for function, which is periodic with period
in Fourier Series
2l. Now suppose we are given a function f(x), which is non-periodic and is
defined in half interval (0, l) of length l. These types of expansions are known
as half range Fourier series. In this case, f(x) is neither even nor odd nor
NOTES periodic. Only information is to obain Fourier cosine series for f(x) in the
interval (0, l).

8.5 SUMMARY

 When f(–x) = f(x), x , then function f(x) is said to be even. For even
functions, graph is symetric about y-axis. It uses the property of Integration,
a a
 –a
f ( x) dx = 2 f ( x) dx
–a

Even functions contains only even powers of x and in trignometric terms,

they contain only cosx and secx.
 When f(–x) = –f(x), x , then function f(x) is said to be odd function.
Graph of odd function is symmetric about origin and it uses the property of
integration,
a
–a
f ( x) dx = 0

Odd functions contain only odd powers of x and in trignometric function, it

contains only sinx and cosecx.
 Fourier expansion has been defined for function, which is periodic with period
2l. Now suppose we are given a function f(x), which is non-periodic and is
defined in half interval (0, l) of length l. These types of expansions are known
as half range Fourier series. In this case, f(x) is neither even nor odd nor
periodic. Only information is to obain Fourier cosine series for f(x) in the
interval (0, l).

8.6 KEY WORDS

 Even functions in Fourier series: Functions can be defined as even and

odd functions. When f(-x) = f(x), x, then function f(x) is said to be even.
For even functions, graph is symmetric about y-axis. Even functions contains
only even powers of x and in trigonometric terms, they contain only cos x
and sec x.
 Odd functions in Fourier series: When f(-x) = -f(x),  x, then function
f(x) is said to be odd function. Graph of odd function is symmetric about
origin. Odd functions contain only odd powers of x and in trigonometric
function, it contains only sin x and cosec x.
Self-Instructional
146 Material
  Half range Fourier series: Fourier expansion has been defined for function, Even and Odd Functions
in Fourier Series
which is periodic with period 2l. Now, suppose we are given a function
f(x), which is non-periodic and is defined in half interval (0, l) of length l.
These types of expansions are known as half range Fourier series.
NOTES
8.7 SELF ASSESSMENT QUESTIONS AND
EXERCISES

Short-Answer Questions
1. Define the even functions in Fourier series.
2. Analyse the odd functions in Fourier series.
3. Interpret the half range Fourier series.
Long-Answer Questions
1. Define briefly the even functions in Fourier series. Give example.
2. Explain the odd functions in Fourier series.
3. Analyse the half range Fourier series.

4. Find a series of cosine for f(x) in (0, )

Where f(x) = 0 for 0 < x <

2

= <x<
2 2
1 1 1
Deduce 1
3 5 7 9
5. Find sine and cosine series
f(x) = x + 1 for 0 < x < 
6. Find half range cosine & sine series for
f(x) = e for 0 < x < 
7. Find half range cosine series for
f(x) = x2 for 0 < x < 
8. Find cosine series for f(x) =  – x, 0 < x < 
9. If f(x) = x =  – x for 0 < x < /2 /2 < x < 
4 1 1
Prove that f(x) = sin x 2
sin 3 x 2 sin 5 x
3 5

Self-Instructional
Material 147
Even and Odd Functions
in Fourier Series
2 1 1 1
= 2
cos 2 x 2 cos 6 x 2 cos10 x
4 1 3 5
10. Find Fourier series corresponding to
NOTES f(x) = 2 is –2  x  0
=x 0<x<2

1 1 1 2n x
11. Prove that x sin ,0 x 1
2 0 n 1
12. f(x) = –a –c < x < 0
a 0<x<c
13. f(t) = 2t, 0<t<1
= 2(2 – t), 1<t<2
Find Fourier half range cosine series
14. Find Fourier series of
f(x) = |x|, –2 < x < 2
l
15. Let f(x) = 5x, 0 x
2
l
= 5(l – x), x l
2
45l ( 1) n (2n 1) x
P.T. f(x) = 2 2
sin
n 0 (2n 1) l
2
1 1
hence prove that 1 
32 52 8
16. Express x( – x) in a half range sine series is the interval (0, x)
17. Find the Fourier series of
2 for –4 < x 2
f(x) = x 2 x 2
2 2 x 4

8.8 FURTHER READINGS

Narayanan, S., T. K. Manickavasagam Pillai. 2014. Calculus, Volume II. Chennai:

S. Viswanathan (Printers & Publishers) Pvt. Ltd.
Veerarajan, T. 2011. Engineering Mathematics, 3rd Edition. New Delhi: Tata
McGraw-Hill.

Self-Instructional
148 Material
Sharma, A. K. 2004. Text Book of Differential Calculus. New Delhi: Discovery Even and Odd Functions
in Fourier Series
Publishing House.
Narayanan, S., T. K. Manickavasagam Pillai. 2009. Differential Equations and
its Applications. Chennai: S. Viswanathan (Printers & Publishers) Pvt.
NOTES
Ltd.
Coddington, Earl A. 1987. An Introduction to Ordinary Differential Equations.
New Delhi: Prentice Hall of India.
Coddington, Earl A. and N. Levinson. 1972. Theory of Ordinary Differential.
Equations. New Delhi: Tata McGraw-Hill.
Boyce, W. E. and Richard C. DiPrima. 1986. Elementary Differential Equations
and Boundary Value Problems. New York: John Wiley and Sons, Inc.
Sharma, A. K. 2009. Engineering Mathematics. New Delhi: Discovery Publishing
House.

Self-Instructional
Material 149
Fourier Transform
BLOCK II
FOURIER TRANSFORMS

NOTES
UNIT 9 FOURIER TRANSFORM
Structure
9.0 Introduction
9.1 Objectives
9.2 Fourier Transformation
9.3 Complex Fourier Transform
9.4 Fourier’s Integral Formula
9.5 Inversion Theorem
9.6 Fourier Integral Theorem
9.7 Answer to Check Your Progress Questions
9.8 Summary
9.9 Key Words
9.10 Self Assessment Questions and Exercises
9.11 Further Readings

9.0 INTRODUCTION

A Fourier transform (FT) is a mathematical transform that decomposes functions

depending on space or time into functions depending on spatial or temporal
frequency, such as the expression of a musical chord in terms of the volumes and
frequencies of its constituent notes. The term Fourier transform refers to both the
frequency domain representation and the mathematical operation that associates
the frequency domain representation to a function of space or time.
The Fourier transform of a function of time is a complex-valued function of
frequency, whose magnitude (absolute value) represents the amount of that frequency
present in the original function, and whose argument is the phase offset of the basic
sinusoid in that frequency. The Fourier transform is not limited to functions of time,
but the domain of the original function is commonly referred to as the time domain.
There is also an inverse Fourier transform that mathematically synthesizes the original
function from its frequency domain representation, as proven by the Fourier inversion
theorem.
One motivation for the Fourier transform comes from the study of Fourier
series. In the study of Fourier series, complicated but periodic functions are written
as the sum of simple waves mathematically represented by sines and cosines. The
Fourier transform is an extension of the Fourier series that results when the period
of the represented function is lengthened and allowed to approach infinity.

Self-Instructional
150 Material
 The Fourier transform can be formally defined as an improper Riemann Fourier Transform

integral, making it an integral transform, although this definition is not suitable for
many applications requiring a more sophisticated integration theory. For example,
many relatively simple applications use the Dirac delta function, which can be
treated formally as if it were a function, but the justification requires a mathematically NOTES
more sophisticated viewpoint. The Fourier transform can also be generalized to
functions of several variables on Euclidean space, sending a function of 3-
dimensional ‘Position Space’ to a function of 3-dimensional momentum (or a
function of space and time to a function of 4-momentum).
In this unit, you will study about the Fourier transforms, complex form of
Fourier integral formula, and Fourier integral theorem.

9.1 OBJECTIVES

After going through this unit, you will be able to:

 Understand Fourier transformation
 Explain complex Fourier transform
 Describe Fourier’s integral formula
 Define what inversion theorem is
 Elaborate on the Fourier integral theorem

9.2 FOURIER TRANSFORMATION

Let f(x) be a function on the interval (a, b), then it is said to satisfy Dirichlet’s
conditions: (i) f(x) is defined and single valued except 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).
It f(x) is a periodic function with period 2l, that means if f(x) = f(x) + 2l and
stisfies Dirichlet’s conditions in the interval (–l, l) then at every point of continuity
Fourier series is defined as,
a0   n x n x 
f(x) =    an cos  bn sin
2 n 1    

1  n x
Where, an =  f  x  cos dx
 –  

2  n x
And bn =  f  x  cos dx
 0 
an and bn are called Fourier coefficients corresponding to f(x).

Self-Instructional
Material 151
Fourier Transform
If function f(x) is even function in the interval (– ,  )
Or f(–x) = f(x), then,
2  n x
NOTES an =  f  x  cos dx
 0 
bn = 0
In this case, it is called Fourier cosine series.
If function f(x) is odd function in the interval (– , )
Or f(–x) = –f(x), then
an = 0
2  n x
bn =  f  x  sin dx
 0 
In this case, it is called Fourier sine series.

9.3 COMPLEX FOURIER TRANSFORM

Let f(x) be a piecewise continuous in each finite partial interval of (–, ) in

which f(x) is defined and absolutely integrable, then.

F{f(x)} =  –
e – ipx f ( x )dx (9.1)

It is called Fourier transform of f(x) and is denoted by f{f(x)}. Fourier transform

of f(x) is a function of P and is also denoted as f ( P ) .

9.4 FOURIER’S INTEGRAL FORMULA

Let f(x) be a function defined in (– , ) that satisfies Dirichlet’s condition. Suppose

1
at every point of discontinuity, f(x) is defined as,  f ( x  0)  f ( x – 0) and f(x)
2
is absolutely integrable in – < x < , then

f(x) =
1 
2π – 
f (u )  –


cos v( x – u ) du

1  
Or f(x) =
2π – 
dv  f (u ) cos v ( x – u )du
– 
....(9.2)
This is called Fourier Integral formula.

Self-Instructional
152 Material
 Fourier Transform
9.5 INVERSION THEOREM

For every Fourier transform of f(x), i.e., F[f(x) or f ( P ) , there is an inverse

NOTES
function which is f(x) itself and can be derived from inverse Fourier transformation.
If Fourier transform of f(x) is f ( P ) and f(x) satisfies the Dirichlet’s conditions in

every finite interval (– ,  ) and integral  f ( x ) dx is convergent, then at every
–

point of continuity of f(x), inverse f ( P ) is denoted as f(x) or F–1[ f ( P ) ] and is

defined as,
1 f ( P).eipx dp
f(x) =
2 –

Proof: Suppose we have f(x) satisfying Dirichlet condition then,

1 
f (u )   eiv ( x – u ) dv  du

f(x) =
2 –  
 – 

1  ixv 
= 
2 – 
e dv  f (u ) e – iuv dv
–

1  – ipx 
= 
2 – 
e dP  f ( x) eipx dx
–

[Taking V = –P and dv = – dP]

1  ipx 
2 – 
= e f ( P) dP

Other forms of Fourier transform are given as

f ( P ) = 1  – ipx
(1) When  e  f ( x)dx
2 – 

1  
 f ( p) e dp
ipx
Then f(x) =
2 – 

f ( P ) =

(2) When –
e ipx f ( x )dx

1  – ipx 
2 – 
Then f(x) = e f ( p ) dp


(3) When f ( P ) =  e – ipx f ( x ) dx
–

Self-Instructional
Material 153
Fourier Transform
1
Then f(x) = eipx f ( p)dp
2 –

Example 9.1: Find Fourier transform of f(x), if

NOTES
1, | x | a
f(x) = 
1, | x | a
Solution: Fourier transform of f(x),

f ( P ) =
–  e
ipx
f ( x )dx
a a 
–  e 0 dx   eipx f ( x) dx   eipx 0 dx
ipx
=
–a a
a
– a e
ipx
= 1. dx
a
 eipx 
=  
 ip  – a
1  ipa
= e – e – ipa 
ip  

2i sin ap
= ,p0
p
2sin ap
=
p
Example 9.2: Find Fourier complex transform of f(x),

 e iux, axb
f(x) = 
 0, x  a, x 
Solution: Fourier transform of f(x)

f ( P ) =
–  e
ipx
f ( x )dx

b ipx iux
= a e e dx

b
 ei  p  u  x 
=  pu 
  a

Self-Instructional
154 Material
 Fourier Transform
 ei p u b – ei p u a 
=  pu

 

Example 9.3: Find the sine transform of f(x), if NOTES

 sin x , axa
f(x) = 
 0, xa

Solution: We have

f ( P ) =
0 f ( x)sin px dx

a
= 0 sin x sin px dx
a
= 0 cos 1  p  x – cos 1  p  x  dx
a
 sin 1  p  x sin 1  p  x 
=  – 
 1 p 1  p 0

 sin 1  p  a sin 1  p  a 
=  – 
 1 p 1 p 

e –ax
Example 9.4: Find Fourier sine transform of .
x
Solution: We have

 e – ax
f ( P ) =
0 x
sin px dx

Differentating both sides, w.r.t p, we have

d   ax
dp
f ( P) = 0
e cos px dx


 e – ax 
=  2 2
 – a cos px  p sin px  
 a  p  0

a
=
a  p2
2

dp
Therefore, f ( P ) = a  c
a  p2
2

Self-Instructional
Material 155
Fourier Transform
–1 p
= tan c
a

When p = 0, f ( P ) = 0
NOTES
Therefore, c =0

f ( P ) = tan –1 p  c
a
Example 9.5: Find Fourier transform of f(x), if

 0, 0 xa

f(x) =  x, axb
 0, xb

Solution: We have

f ( P ) =
0 f ( x)sin px dx

a b 
= 0 0.sin px dx  a x sin px dx  b 0sin px
b
= a x sin px dx
b b
 – x cos px   sin px 
=    2 
 p a  p  a

  cos pb  a cos pa sin pb – sin pa 

=   
 p p2 
2 2
Example 9.6: Prove that Fourier transform of f(x) = e – x /2
is e – p /2
.

–  f ( x)e
ipx
Solution: F[f(x) = dx

 2
= –  e – x /2eipx dx

1
 –  x – ip 2 – p 2 /2
= –  e 2 e dx

Let x – ip = y
dx = dy

Self-Instructional
156 Material
 Fourier Transform
2
/ 2  – y2

–p
=e –
e dy
2
= e– p /2
. 
NOTES
Example 9.7: Find inverse Fourier transform of
f ( P ) = e –| p| y

Solution: Given that f ( P ) = e –| p| y and we know that

 – p, p0
|p| = 
p p0
 1
Now F–1[ f ( P ) ] = f x e – ipx f ( p)dx
2 –

1  – ipx –| p| y
2 – 
= e e dp

1 0 – ipx py 1  – ipx – py
=
2 – 
e e dp 
2 0
e e dp

1 0 ( y – ix ) p 1  – p ( y ix )
=
2 – 
e dp 
2 0
e dp

0 
1  e( y –ix ) p  1  e – p ( y ix ) 
=     
2  y – ix  2  –( y – ix ) 
– 0

1  1 1 
= 
2  y – ix y  ix 


y
=

2 y  x 22

9.6 FOURIER INTEGRAL THEOREM

The theorem says that if we have a function satisfying certain

conditions, and we use the convention for the Fourier transform that

Then

Self-Instructional
Material 157
Fourier Transform

In other words, the theorem says that

NOTES

This last equation is called the Fourier integral theorem.

Another way to state the theorem is that if is the flip operator, i.e. ,
then

The theorem holds if both and its Fourier transform are absolutely integrable
(in the Lebesgue sense) and is continuous at the point However, even under
more general conditions versions of the Fourier inversion theorem hold. In these
cases the integrals above may not converge in an ordinary sense.
The theorem can be restated as

If f is real valued then by taking the real part of each side of the above we
obtain

Check Your Progress

1. Explain the Fourier transformation.
2. Define the complex Fourier transform.
3. Elaborate on the Fourier's integral formula.
4. State the inversion theorem.
5. Analyse the Fourier integral theorem.

9.7 ANSWER TO CHECK YOUR PROGRESS

QUESTIONS

1. Let f(x) be a function on the interval (a, b), then it is said to satisfy Dirichlet’s
conditions: (i) f(x) is defined and single valued except 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).

Self-Instructional
158 Material
 2. Let f(x) be a piecewise continuous in each finite partial interval of (–, ) Fourier Transform

in which f(x) is defined and absolutely integrable, then.


F{f(x)}=  –
e – ipx f ( x )dx
NOTES
It is called Fourier transform of f(x) and is denoted by f{f(x)}. Fourier
transform of f(x) is a function of P and is also denoted as f ( P) .
3. Let f(x) be a function defined in (– ,  ) that satisfies Dirichlet’s condition.
Suppose at every point of discontinuity, f(x) is defined as,
1
 f ( x  0)  f ( x – 0) and f(x) is absolutely integrable in – < x < ,
2
then

f(x)=
1 
2π – 
f (u )  –


cos v( x – u ) du

4. For every Fourier transform of f(x), i.e., F[f(x) or f ( P) , there is an inverse

function which is f(x) itself and can be derived from inverse Fourier
transformation.
5. The theorem says that if we have a function satisfying certain
conditions, and we use the convention for the Fourier transform that

Then

9.8 SUMMARY

 Let f(x) be a function on the interval (a, b), then it is said to satisfy Dirichlet’s
conditions: (i) f(x) is defined and single valued except 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).
 Let f(x) be a piecewise continuous in each finite partial interval of (–, )
in which f(x) is defined and absolutely integrable, then.

F{f(x)}=  –
e – ipx f ( x )dx

It is called Fourier transform of f(x) and is denoted by f{f(x)}. Fourier

transform of f(x) is a function of P and is also denoted as f ( P ) .

Self-Instructional
Material 159
Fourier Transform
 Let f(x) be a function defined in (– ,  ) that satisfies Dirichlet’s condition.
Suppose at every point of discontinuity, f(x) is defined as,
1
NOTES
 f ( x  0)  f ( x – 0) and f(x) is absolutely integrable in – < x < ,
2
then

f(x)=
1 
2π – 
f (u ) 
–


cos v( x – u ) du

 For every Fourier transform of f(x), i.e., F[f(x) or f ( P ) , there is an inverse

function which is f(x) itself and can be derived from inverse Fourier
transformation.
 The theorem says that if we have a function satisfying certain
conditions, and we use the convention for the Fourier transform that

Then

9.9 KEY WORDS

 Fourier transformation: Let f(x) be a function on the interval (a,b), then

it is said to satisfy Drichlet’s conditions: (i) f(x) is defined and single valued
except 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).
 Inversion theorem: For every Fourier transform of f(x), i.e., F f(x) or
f(P), there is an inverse function which is f(x) itself and can be derived from
inverse Fourier transformation.

9.10 SELF ASSESSMENT QUESTIONS AND

EXERCISES

Short-Answer Questions
1. Define the Fourier transformation.
2. Illustrate the complex Fourier transform.
3. Analyse the Fourier’s integral formula.
4. Elaborate on the inversion theorem.
5. State the Fourier integral theorem.
Self-Instructional
160 Material
Long-Answer Questions Fourier Transform

1. Discuss briefly the Fourier transformation. Give an example.

2. Analyse the complex Fourier transform.
3. Define the Fourier’s integral formula. NOTES

4. Describe the Fourier integral theorem.

5. Find Fourier transform of

1 x2 , | x | 1
f(x) =
0, | x | 1

6. Find Fourier transform of

2
, |x|
f(x) = 2
0, | x |

9.11 FURTHER READINGS

Narayanan, S., T. K. Manickavasagam Pillai. 2014. Calculus, Volume II. Chennai:

S. Viswanathan (Printers & Publishers) Pvt. Ltd.
Veerarajan, T. 2011. Engineering Mathematics, 3rd Edition. New Delhi: Tata
McGraw-Hill.
Sharma, A. K. 2004. Text Book of Differential Calculus. New Delhi: Discovery
Publishing House.
Narayanan, S., T. K. Manickavasagam Pillai. 2009. Differential Equations and
its Applications. Chennai: S. Viswanathan (Printers & Publishers) Pvt.
Ltd.
Coddington, Earl A. 1987. An Introduction to Ordinary Differential Equations.
New Delhi: Prentice Hall of India.
Coddington, Earl A. and N. Levinson. 1972. Theory of Ordinary Differential.
Equations. New Delhi: Tata McGraw-Hill.
Boyce, W. E. and Richard C. DiPrima. 1986. Elementary Differential Equations
and Boundary Value Problems. New York: John Wiley and Sons, Inc.
Sharma, A. K. 2009. Engineering Mathematics. New Delhi: Discovery Publishing
House.

Self-Instructional
Material 161
Properties of Fourier
Transform
UNIT 10 PROPERTIES OF FOURIER
TRANSFORM
NOTES
Structure
10.0 Introduction
10.1 Objectives
10.2 Properties of Fourier Transform
10.3 Fourier Sine Transforms
10.4 Fourier Cosine Transformation
10.5 Inversion Formula for Fourier Sine Transformation
10.6 Inversion Formula for Fourier Cosine Transformation
10.7 Answer to Check Your Progress Question
10.8 Summary
10.9 Key Words
10.10 Self Assessment Questions and Exercises
10.11 Further Readings

10.0 INTRODUCTION

The Fourier transform has the following basic properties: Linearity- For any complex
numbers a and b, if h(x) = af (x) + bg(x), then ĥ (ξ) = a · f̂ (ξ) + b · ĝ (ξ).
Translation / time shifting- For any real number x0, if h(x) = f(x – x0), then
ĥ (ξ) = e–2πix0ξ f̂ (ξ). Modulation / frequency shifting- For any real number ξ0, if
h(x) = e2πixξ0 f (x), then ĥ (ξ) = f̂ (ξ – ξ0). Time scaling- For a non-zero real
number a, if h(x) = f(ax), then

Functions that are localized in the time domain have Fourier transforms that
are spread out across the frequency domain and vice versa, a phenomenon known
as the uncertainty principle. The critical case for this principle is the Gaussian
function, of substantial importance in probability theory and statistics as well as in
the study of physical phenomena exhibiting normal distribution (e.g., diffusion).
The Fourier transform of a Gaussian function is another Gaussian function. Joseph
Fourier introduced the transform in his study of heat transfer, where Gaussian
functions appear as solutions of the heat equation.
One motivation for the Fourier transform comes from the study of Fourier
series. In the study of Fourier series, complicated but periodic functions are written
as the sum of simple waves mathematically represented by sines and cosines. The

Self-Instructional
162 Material
Fourier transform is an extension of the Fourier series that results when the period Properties of Fourier
Transform
of the represented function is lengthened and allowed to approach infinity. Due to
the properties of sine and cosine, it is possible to recover the amplitude of each
wave in a Fourier series using an integral.
NOTES
In this unit, you will study about the properties of Fourier transform, Fourier
sine and cosine transforms, and properties.

10.1 OBJECTIVES

After going through this unit, you will be able to:

 Illustrate the properties of Fourier transform
 Explain the Fourier sine and cosine transforms
 Define the Fourier integral theorem

10.2 PROPERTIES OF FOURIER TRANSFORM

There are different properties of Fourier transformation, which are important to

learn. These are as follows:
1. Suppose f(x) and g(x) are two function, and f ( P ) and f ( P ) are respective
Fourier transformation, then
F[af(x) + bg(x)] = af ( p ) bg( p )
Where a and b are arbitrary constant.
Proof: Suppose f(x) and g(x) are two functions, satisfying Dirichlet’s conditions,
then,

F[f(x) = f ( p) = 
–
eipx f ( x ) dx (10.1)


And F[g(x)] = g( p) =  –
eipx g ( x ) dx (10.2)


Now F[af(x) + bg(x)] =  e ipx  af ( x )  bg ( x)  dx
–

 
= a –  e f ( x)  b –  e g ( x) dx
ipx pix

= af ( p ) bf( p )
from Equations (10.1) and (10.2) (Hence proved)

Self-Instructional
Material 163
 2. If complex Fourier transform of f(x) is f c ( p) , then complex Fourier transform
Properties of Fourier
Transform

of f(ax) is 1 f p .
a a
NOTES

Proof: We have F[f(x)] =  –
eipx f ( x ) dx

Therefore, F[f(ax)] =  –
eipx f ( x) dx

 p
1  i a  x 1
= 
a –
e f (t ) dt taking ax = t, dx = dt
a

1  p
= f  
a a
3. If fs  p  is Fourier sine transform of f(x), then Fourier sine transform of f(ax) is
1   p
fs   .
a a

Proof: We have Fs[f(x)] = fs  p  = 0 f  x  sin px dx



 1
Fs[f(x)]=  f  ax  sin px dx
0
taking ax = t, dx =
a
dt

1  p 
=  f  t  sin  t  dt
a 0
a 
1   p
= fs  
a a

4. If fc ( p ) is the Fourier cosine transform of f(x), then Fourier cosine transform
1   p
of f(–x) is fc   .
a a

5. If complex Fourier transform of f(x) is fc ( p ) , then complex Fourier transform

of f(x – 0) is eipa f ( p ) .

Proof: We have F[f(x)] = f  p  = –  eipx f ( x ) dx




Therefore, F[f(x – a)] = –
eipx f ( x – a ) dx

Taking x – a = t, dx = dt


Self-Instructional
= –
eip ( a  t ) f (t )dt
164 Material
 Properties of Fourier

= eipa  eipt f (t )dt Transform
–

= e f ( p )
ipa

NOTES
6. If f  p  is the complex Fourier transform of f(x), then the Fourier transform of
1 
f(x) cos ax is  f ( p – a )  f ( p  a )  .
2 

7. 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s ( p – a ) – fc ( p  a ) 
2
Example 10.1: Find Fourier transform of f(x), if

1, | x | a
f(x) = 
1, | x | a
Solution: Fourier transform of f(x),

f  p  = –  e
ipx
f ( x )dx

a a 
–  e 0 dx   eipx f ( x) dx   eipx 0 dx
ipx
=
–a a
a
– a e
ipx
= 1. dx

a
 eipx 
=  
 ip  – a

1  ipa
= e – e – ipa 
ip  

2i sin ap
= ,p0
p

2sin ap
=
p
Example 10.2: Find Fourier complex transform of f(x),
Self-Instructional
Material 165
Properties of Fourier
Transform  e iux, axb
f(x) = 
 0, x  a, x 
Solution: Fourier transform of f(x)
NOTES

f  p  = –  e
ipx
f ( x )dx
b ipx iux
= a e e dx
b
 ei  p  u  x 
=  pu 
  a

 ei p u b – ei p u a 
=  pu

 
Example 10.3: Find the sine transform of f(x), if
 sin x , axa
f(x) = 
 0, xa

Solution: We have

fs  p  = 0 f ( x)sin px dx
a
= 0 sin x sin px dx
a
= 0 cos 1  p  x – cos 1  p  x  dx
a
 sin 1  p  x sin 1  p  x 
=  – 
 1 p 1  p 0

 sin 1  p  a sin 1  p  a 
=  – 
 1 p 1 p 

e –ax
Example 10.4: Find Fourier sine transform of .
x
Solution: We have
 e – ax
fs  p  = 0 sin px dx
x
Differentating both sides, w.r.t p, we have
d   ax
f  p = 0 e cos px dx
dp s
Self-Instructional
166 Material
 Properties of Fourier

 e – ax  Transform
=  2 2
 – a cos px  p sin px  
 a  p  0

a NOTES
=
a2  p2

dp
Therefore, fs  p  = a  c
a  p2
2

–1 p
= tan c
a
When p = 0, fs  p  = 0
Therefore, c =0
–1 p
fs  p  = tan c
a
Example 10.5: Find Fourier transform of f(x), if
 0, 0 xa

f(x) =  x, axb
 0, xb

Solution: We have

fs  p  = 0 f ( x)sin px dx

a b 
= 0 0.sin px dx  a x sin px dx  b 0sin px
b
= a x sin px dx
b b
 – x cos px   sin px 
=    2 
 p a  p  a

  cos pb  a cos pa sin pb – sin pa 

=   
 p p2 
2 2
Example 10.6: Prove that Fourier transform of f(x) = e – x /2
is e – p /2
.

–  f ( x)e
ipx
Solution: F[f(x) = dx

Self-Instructional
Material 167
Properties of Fourier
 – x 2 /2 ipx
Transform = –  e e dx

1
 –  x – ip 2 – p 2 /2
NOTES
= –  e 2 e dx

Let x – ip = y
dx = dy
2
/ 2  – y2

–p
=e –
e dy
2
= e– p /2
. 
Example 10.7: Find inverse Fourier transform of
f  p  = e –| p| y

Solution: Given that f  p  = e –| p| y and we know that

 – p, p0
|p| = 
p p0
1  – ipx 
F–1[ f  p  ] = f  x  
2 – 
Now e f ( p )dx

1  – ipx –| p| y
2 – 
= e e dp

1 0 – ipx py 1  – ipx – py
=
2 – 
e e dp 
2 0
e e dp

1 0 ( y – ix ) p 1  – p ( y ix )
= 
2 – 
e dp 
2 0
e dp

0 
1  e( y – ix ) p  1  e – p ( y ix ) 
=     
2  y – ix  2  –( y – ix) 
– 0

1  1 1 
= 
2  y – ix y  ix 


y
=

2 y  x 2 2

Example 10.8: Find f ( x) , if Fourier sine transform is p n e – ap .

Solution: Given that f ( x) = p e

n – ap

Self-Instructional
168 Material
 Properties of Fourier
2 
F–1[ fs  p  ] = f  x  
 0
Therefore, f s ( p )sin px dp Transform

2  n – ap
 0
= p e sin px dp
NOTES
  ap x
We have 0 e sin px dp 
a  x2
2

Differentiating both sides w.r.t ‘a’ for n times,

n  dn  x 
 –1 0 p n e ap sin px dp   
da n  a 2  x 2 
 n!
p n e  ap sin px dp   –1  –1n sin  n  1 
n
or 0 x n1
x
 = tan–1
a

2 n!sin  n  1 
=

 a 2  x2 n  1
2

Example 10.9: Find Fourier and sine and cosine transform of e–x.
Solution: Given that f(x) = e–x
Fs[f(x)] = fs  p  = 0 f  x  sin px dx



= 0 e – x sin px dx

 e– x 
2 
=  – sin px – p cos px  
1  p 0
p
=
1  p2

Fs[f(x)] = fs  p  = 0 f  x  cos px dx


And

= 0 e – x cos px dx

 e– x 
2 
=  – cos px  p sin px  
1  p 0
1
=
1  p2

Self-Instructional
Material 169
Properties of Fourier
Transform 1
Example 10.10: Find Fourier cosine transform of f(x) = and hence find
1  x2
x
NOTES Fourier sine transfrom of g(x) = .
1  x2

1
Solution: Given that f(x) =
1  x2

Fs[f(x)] = fc  p  = 0 f  x  cos px dx


Now

 cos px
= 0 1  x2
dx

Differentiating both sides w.r.t ‘p’, we have,

d   x sin px
fc ( p) = –  dx
dp 0 1  x2

 x2
= – 0 sin px dx
x (1  x 2 )

 (1  x 2 – 1)
= – 0 sin px dx
x (1  x 2 )

 sin px  sin px
= – 0 dx  
0 x (1  x 2 )
dx
x

  sin px
= –  0 dx
2 x(1  x 2 )
Again differentiating w.r.t ‘p’ we have
d2  cos px
dx  fc ( p )


dp 2
fc ( p) =
0 1  x2
Or (02 – 1) fc ( p ) = 0

 fc ( p ) = Aep + Be–p ...(1)

dx
fc ( p ) =

Now at p = 0, 0 1  x2

=  tan –1 x  0

Self-Instructional
170 Material
 Properties of Fourier
 Transform
= ......(2)
2
d 
And fc ( p) = –  ......(3)
dp 2 NOTES
Now using results of (2) and (3) on (1),

A+B =
2

A–B = –
2

Gives A = 0, B =
2

And fc ( p ) = e – p
2
 cos px 
Now fc ( p ) =  dx  e – p
0 1 x 2
2
Differentiating both sides w.r.t ‘p’, we have
 sin px 
– dx  – e – p
0 1 x 2
2

 –p
fc ( p ) = – e
2
2
Example 10.11: Find Fourier cosine transform of e – x .
2
–x
Solution: Given that f(x) = e .

Fc[f(x)] = fc  p  = 0 e – x cos px dx

 2
And

Differentiating w.r.t ‘p’, we have

d2  

2
f ( p ) = – e – x . x sin px dx
2 c
dp 0

1 

2
= (–2 x e – x ).sin px dx
2 0
Integrating by parts,
1   x2  1  2
= e sin px  – p  e – x cos px dx
2   0 2 0
Self-Instructional
Material 171
Properties of Fourier
Transform = 0  p fc ( p )
2

Let fc ( p ) = I
NOTES
dI p
Then = – dp
I 2
on integration, it gives
p2
log I =  log A
4
2
– p /4
I = Ae .....(1)
 

2
When p = 0, I = e – x dx 
0 2
Putting in (i)

A=
2
 – p2 /4
and I= e
2

e – ax
Example 10.12: Find Fourier sine transform of .
x

e – ax
Solution: Given f(x) =
x

fs ( p ) =

Then  0
f ( x )sin px dx

 e – ax
=  0 x
sin px dx

Differentiating w.r.t ‘p’, we have

d2  

2
f ( p ) = – e – x cos px dx
2 s
dp 0


 e – ax 
=  2 (– a cos px  p sin px 
a  p
2
0
a
=
a  p2
2

On integration,

Self-Instructional
172 Material
 Properties of Fourier
dp
fs ( p ) = a  Transform
a  p2
2

p
= tan
–1
c .......(1) NOTES
a

At p = 0, f (p) = 0
Putting in equation (i),

1 p
fs ( p ) = tan
a
e ax e ax
Example 10.13: Find sine and cosine transform of x .
e e– x

e ax e ax
Solution: Given that F(x) = x
e e– x

fs ( p ) = f ( x).sin px dx
0

eax e ax
eipx e ipx
= x x
. dx
e e 2i
0

1 e( a ip ) x e ( a ip ) x
1 e( a ip ) x e ( a ip ) x
= dx
2i
0
e x e x 2i
0
e x e x

1 1 a ip 1 a ip
= tan tan
2i 2 2 2 2

e ax e ax
And fc ( p ) = x . cos px dx
0
e e– x

eax e ax
eipx e ipx
= x x
. dx
e e 2
0

e( a ip ) x
e ( a ip ) x
e( a ip ) x
e ( a ip ) x
= x x x x
dx
0
e e 0
e e

1 a ip 1 a ip
= sec sec
2 2 2 2

Self-Instructional
Material 173
Properties of Fourier
ap
e
Example 10.14: Find f(x), if fs ( p )
Transform
.
p
ap
e
NOTES Solution: Given that fs ( p )
p
ap
e
Therefore, f(x) = F –1 fs ( p) .sin px dp
p
0
Differentiating w.r.t ‘x’
df a
= 2 2
dx a x
a
Or f = 2
dx c
a x2
–1 x
f = tan c
a
At x = 0, f=0  c=0
–1 x
 f = tan
a

10.3 FOURIER SINE TRANSFORMS

In the interval zero to infinity, 0 < x < , the infinite Fourier sine transform is
denoted as Fs[f(x)] or fs ( p ) and is defined as,

fs ( p ) = Fs[f(x)] =

 0
f ( x ).sin px dx

Some authors also define Fourier sine transform as, fs ( p ) = Fs[f(x)]

2 
 0
= f ( x).sin px dx .

You can choose any formula. All the formulae are correct but important point is to
use corresponding inversion formula.

10.4 FOURIER COSINE TRANSFORMATION

If the interval is zero to infinity, i.e., 0 < x < , the infinite cosine transform of f(x)
is denoted as, fc ( p ) or Fc[f(x)] and is defined as,

Self-Instructional
174 Material
 Properties of Fourier
2 
fc ( p ) = Fc[f(x)] = 0 f ( x) cos px dx
Transform

Another form of Fourier cosine transform is defined as,
2  NOTES
fc ( p ) = Fc[f(x)] = 0 f ( x)cos px dx


10.5 INVERSION FORMULA FOR FOURIER SINE

TRANSFORMATION

Suppose the function f(x) satisfies the Dirichlet’s conditions in every finite interval
(0, l) and fs ( p ) is the Fourier sine transformation of f(x). Integral

0
| f ( x) | dx also

exists, then inversion of fs ( p ) is denoted by f(x) and is defined as

2 
F–1  f ( p )   f ( x)  0 fs ( p )sin px dx

Another formula for Fourier sine transformation and its inversion is defined as,
2 
fs ( p ) = Fs[f(x)] = 0 f ( x )sin px dx

2 
 0
and f(x) = f s ( p )sin px dx

10.6 INVERSION FORMULA FOR FOURIER

COSINE TRANSFORMATION

Suppose the function f(x) satisfies the Dirichlet’s conditions in every finite interval
(0, l) and fc ( p ) is the Fourier cosine transformation of f(x). Integral

| f ( x) | dx also exists, then inversion of fc ( p ) is denoted by f(x) and is defined


0

as,
2 
fc ( p ) = f(x) = 0 fc ( p )cos px dx

Another formula for Fourier cosine transformation and its inversion is defined as,
2 
fc ( p ) = Fc[f(x)] =
 0
f ( x )cos px dx

2 
 0
And f(x) = f s ( p )cos px dx

Self-Instructional
Material 175
Properties of Fourier
Transform
Check Your Progress
1. Explain the properties of Fourier transform.
NOTES 2. Define the Fourier sine transformation.
3. Elaborate on the Fourier cosine transformation.
4. Illustrate the inversion formula for Fourier sine transformation.
5. Analyse the inversion formula for Fourier cosine transformation.

10.7 ANSWER TO CHECK YOUR PROGRESS

QUESTION

1. Suppose f(x) and g(x) are two function, and f ( p ) and g ( p ) are respective
Fourier transformation, then
F[af(x) + bg(x)] = af ( p )  bg ( p )
Where a and b are arbitrary constant.
2. In the interval zero to infinity, 0 < x < , the infinite Fourier sine transform is
denoted as Fs[f(x)] or fs ( p ) and is defined as,

fs ( p ) = Fs[f(x)] =

 0
f ( x ).sin px dx
3. If the interval is zero to infinity, i.e., 0 < x < , the infinite cosine transform
of f(x) is denoted as, fc ( p ) or Fc[f(x)] and is defined as,
2 
fc ( p ) = Fc[f(x)] = 0 f ( x ) cos px dx

4. Suppose the function f(x) satisfies the Dirichlet’s conditions in every finite
interval (0, l) and fs ( p ) is the Fourier sine transformation of f(x). Integral

| f ( x) | dx also exists, then inversion of fs ( p ) is denoted by f(x) and is


0

defined as
2 
F–1  f ( p )   f ( x) 
 0
f s ( p )sin px dx

5. Suppose the function f(x) satisfies the Dirichlet’s conditions in every finite
interval (0, l) and fc ( p ) is the Fourier cosine transformation of f(x). Integral

| f ( x) | dx also exists, then inversion of fc ( p ) is denoted by f(x) and is


0

defined as,
2 
fc ( p ) = f(x) = 0 fc ( p )cos px dx
Self-Instructional

176 Material
 Properties of Fourier
10.8 SUMMARY Transform

 Suppose f(x) and g(x) are two function, and f ( p ) and g ( p ) are respective
Fourier transformation, then NOTES

F[af(x) + bg(x)] = af ( p )  bg ( p )

Where a and b are arbitrary constant.
 In the interval zero to infinity, 0 < x < , the infinite Fourier sine transform
is denoted as Fs[f(x)] or fs ( p ) and is defined as,

fs ( p ) = Fs[f(x)] =

 0
f ( x ).sin px dx

 If the interval is zero to infinity, i.e., 0 < x < , the infinite cosine transform
of f(x) is denoted as, fc ( p ) or Fc[f(x)] and is defined as,

2 
fc ( p ) = Fc[f(x)] = 0 f ( x ) cos px dx

 Suppose the function f(x) satisfies the Dirichlet’s conditions in every finite
interval (0, l) and fs ( p ) is the Fourier sine transformation of f(x). Integral

| f ( x) | dx also exists, then inversion of fs ( p ) is denoted by f(x) and is


0

defined as
2 
F–1  f ( p )   f ( x) 
 0
f s ( p )sin px dx

 Suppose the function f(x) satisfies the Dirichlet’s conditions in every finite
interval (0, l) and fc ( p ) is the Fourier cosine transformation of f(x). Integral

| f ( x) | dx also exists, then inversion of fc ( p ) is denoted by f(x) and is


0

defined as,
2 
fc ( p ) = f(x) = 0 fc ( p )cos px dx


10.9 KEY WORDS

 Properties of Fourier transform: Suppose f(x) and g(x) are two function,
and f ( p ) and g ( p ) are respective Fourier transformation, then

Self-Instructional
Material 177
 F[af(x) + bg(x)] = af ( p )  bg ( p )
Properties of Fourier
Transform

Where a and b are arbitrary constant.

 Fourier sine transformation: In the interval zero to infinity, 0 < x < , the
NOTES
infinite Fourier sine transform is denoted as Fs[f(x)] or fs ( p ) and is defined
as,
fs ( p ) = Fs[f(x)] =


0
f ( x ).sin px dx

 Fourier cosine transformation: If the interval is zero to infinity, i.e., 0 <

x < , the infinite cosine transform of f(x) is denoted as, fc ( p ) or
Fc[f(x)] and is defined as,
2 
fc ( p ) = Fc[f(x)] = 0 f ( x ) cos px dx


10.10 SELF ASSESSMENT QUESTIONS AND

EXERCISES

Short-Answer Questions
1. Define the properties of Fourier transform.
2. Explain the Fourier sine transformation.
3. Analyse the Fourier cosine transformation.
4. Elaborate on the inversion formula for Fourier sine transformation.
5. Illustrate the inversion formula for Fourier cosine transformation.
Long-Answer Questions
1. Describe the properties of Fourier transform.
2. Discuss briefly the Fourier sine transformation.
3. Explain the Fourier cosine transformation.
1
4. Find Fourier sine transform of f(x) = .
x
5. Find Cosine transform of f(x),

1, 0 a
f(x) =
0 x a

sin ap
Also find function whose cosine transform is
p

Self-Instructional
178 Material
 Properties of Fourier
1 Transform
6. Find sine transform of x
e e– x

1 NOTES
7. Find cosine transform of 2
x a2

8. If fc ( p) p n e – ap , find f(x)

9. Find Fourier sine transform of xm–1.
10. Find Jourier cosine transform of
x, 0 x 1
f(x) = 3 x, d x 3
0, x 3
11. Find Fourier sine and cosine transform of
3, 0 x 1
f(x) =
0, x 1

10.11 FURTHER READINGS

Narayanan, S., T. K. Manickavasagam Pillai. 2014. Calculus, Volume II. Chennai:

S. Viswanathan (Printers & Publishers) Pvt. Ltd.
Veerarajan, T. 2011. Engineering Mathematics, 3rd Edition. New Delhi: Tata
McGraw-Hill.
Sharma, A. K. 2004. Text Book of Differential Calculus. New Delhi: Discovery
Publishing House.
Narayanan, S., T. K. Manickavasagam Pillai. 2009. Differential Equations and
its Applications. Chennai: S. Viswanathan (Printers & Publishers) Pvt.
Ltd.
Coddington, Earl A. 1987. An Introduction to Ordinary Differential Equations.
New Delhi: Prentice Hall of India.
Coddington, Earl A. and N. Levinson. 1972. Theory of Ordinary Differential.
Equations. New Delhi: Tata McGraw-Hill.
Boyce, W. E. and Richard C. DiPrima. 1986. Elementary Differential Equations
and Boundary Value Problems. New York: John Wiley and Sons, Inc.
Sharma, A. K. 2009. Engineering Mathematics. New Delhi: Discovery Publishing
House.

Self-Instructional
Material 179
Parseval's Identity in
Fourier Transforms
UNIT 11 PARSEVAL’S IDENTITY IN
FOURIER TRANSFORMS
NOTES
Structure
11.0 Introduction
11.1 Objectives
11.2 Parseval’s Identity in Fouricr Transforms
11.2.1 The Generalization of Parserval’s Theorem
11.2.2 The Convolution Theorem and the Auto-Correlation Function
11.3 Answers to Check Your Progress Questions
11.4 Summary
11.5 Key Words
11.6 Self Assessment Questions and Exercises
11.7 Further Readings

11.0 INTRODUCTION
The Parseval’s identity, named after Marc-Antoine Parseval, is a fundamental result
on the summability of the Fourier series of a function. Geometrically, it is a generalised
Pythagorean theorem for inner-product spaces (which can have an uncountable
infinity of basis vectors). Informally, the identity asserts that the sum of the squares
of the Fourier coefficients of a function is equal to the integral of the square of the
function,

Where the Fourier coefficients cn of ƒ are given by

More formally, the result holds as stated provided ƒ is square-integrable or,

more generally, in L2[–π,π]. A similar result is the Plancherel theorem, which asserts
that the integral of the square of the Fourier transform of a function is equal to the
integral of the square of the function itself. In one-dimension, for ƒ  L2(R),

This is directly analogous to the Pythagorean theorem, which asserts that

the sum of the squares of the components of a vector in an orthonormal basis is
equal to the squared length of the vector. One can recover the Fourier series

Self-Instructional
180 Material
version of Parseval’s identity by letting H be the Hilbert space L2[–π,π], and setting Parseval's Identity in
Fourier Transforms
en = e–inx for n  Z.
More generally, Parseval’s identity holds in any inner-product space, not
just separable Hilbert spaces. Thus suppose that H is an inner-product space. Let
B be an orthonormal basis of H; i.e., an orthonormal set which is total in the sense NOTES
that the linear span of B is dense in H.
In this unit, you will study about the Parsival’s identity in Fourier transforms,
and related problems.

11.1 OBJECTIVES

After going through this unit, you will be able to:

 Understand the Parsival’s identity in Fourier transforms

11.2 PARSEVAL’S IDENTITY IN FOURICR

TRANSFORMS

In mathematical analysis, Parseval’s identity, named after Marc-Antoine Parseval,

is a fundamental result on the summability of the Fourier series of a function.
Geometrically, it is generalised Pythagorean theorem for inner-product spaces
(which can have an uncountable infinity of basis vectors).
Informally, the identity asserts that the sum of the squares of the Fourier
coefficients of a function is equal to the integral of the square of the function,

|| f ||2L2 ( , )
| f ( x) |2 dx 2 | cn |2
n

Where the fourier coefficients cn of f are given by

1
cn f ( x)einx dx.
2
More formally, the result holds as stated provided f is square-integrable or,
more generally, in L2[–, ]. A similar result is the plancherel theorem, which
asserts that the integral of the square of the fourier transform of a function is equal
to the integral of the square of the function itself. In one-dimension, for f  L2 (R),

| fˆ ( ) |2 d | f ( x) |2 dx

11.2.1 The Generalization of Parserval’s Theorem

The result is

Self-Instructional
Material 181
Parseval's Identity in
1
Fourier Transforms f (t ) g (t ) dt f ( ) g ( )* d ...(11.1)
2
This has many names but is often called Plancherel’s formula.
NOTES The key step in the proof of this is the use of the integral representation of
the -function
1 1
() = e i d or () = e i d ...(11.2)
2 2
We firstly invoke the inverse Fourier transform
1
f(t) = f ( )e i t d ...(11.3)
2
And then use this to re-write the LHS of Equation (11.1) as
1
f (t ) g (t )* dt f ( )e i t d
2
1
g( )...d dt ...(11.4)
2
Re-arranging the order of integration we obtain
2
* 1
f (t ) f (t ) dt f ( )g ( ) ei ( )t
dt d d
2 
Use delta n

...(11.5)
The version of the integral representation of the -function we use in Equation
(11.2) above is
1
( ) eit ( ) dt ...(11.6)
2
Using this in Equation (11.5), we obtain
1 ...(11.7)
f (t ) g (t )* dt f( ) g ( )* ( )d d
2
Equation (11.7) comes about because of the f() general  function property
F( ) ( )d
Taking g = f in we immediately obtain
1
[ f (t )]dt | f ( ) |2 d ...(11.8)
2
11.2.2 The Convolution Theorem and the Auto-Correlation Function
The statement of the Convolution theorem is this: for two function f(t) and g(t)
with Fourier transforms F | f (t ) | f ( ) and F | g (t ) | g ( ) , with convolution
Self-Instructional integral defined by1.
182 Material
 Parseval's Identity in
f*g= f (u) g(t u)du, ...(11.9) Fourier Transforms

Then the Fourier transform of this convolution is given by

F ( f * g) f ( ) g ( ). ...(11.10) NOTES
To prove Equation (11.10) we write it as
i t
F ( f * g) e f (u ) g (t u )du dt ...(11.11)
Now define  = t – u and divide the order of integration to find
i t i t
F ( f * g) e f (u )du e g ( )d f ( ) g( ) ...(11.12)
This step is allowable because the region of integration in the  – u plane is
infinite. As we shall later, with Laplace transforms this is not the case and requires
more case.
The normalised auto-correlation function is related to this and is given by

f (u ) f * (t u )du
(t) =
| f (u ) |2 du
Practical Harmonic Analysis: If function is not given by a formula, but by a
graph or by a table of corresponding values, then process of finding the Fourier
series for the function is known as Harmonic analysis.
1 b
As Mean = f ( x) dx
b a a

1 2
a0 = f ( x) dx
0

2 2
= f ( x ) dx
2 0 0

= 2 |Mean of f(x) in (0, 2)]

Similarly an = 2[Mean of f(x) cos nx in (0, 2)]
bn = 2[Mean of f(x) sin nx in (0, 2)]
Example 11.1: The turning moment T units of the crank shaft of a steam engine
for a series of values of the crank-angle  in degrees:
: 0° 30° 60° 90° 120° 150° 180°
T: 0 5224 8097 7850 5499 2626 0

Self-Instructional
Material 183
Parseval's Identity in Find the first 4 terms in a series of sines to represent T also calculate T
Fourier Transforms
when  = 75°
T = b1 sin  + b2 sin 2 + b3 sin 3 + b4 sin 4
NOTES bn = 2[Mean of f(x) sin nx in (0, 2))]
0° T sin  sin 2 sin 3 sin 4 T sin  T sin 2 T sin 3 T sin 4
0° 0 0 0 0 0 –0 0 0 0
30° 5224 0.5 0.866 1 0.866 –2612 4523.984 5224 4523.984
60° 8097 0.866 0.866 0 –0.866 –7012.002 7012.002 0 –7012.002
90° 7850 1 0 –1 0 7850 0 –7850 0
120° 5499 0.866 –0.8660 0 0.866 4767.0831 4767.0831 0 4767.0831
150° 2626 0.5 –0.866 1 –0.866 1313 –2274.116 –2626 –2274.116

23554.08591 14028.9531 0 0

b1 = 2 [Mean of T sin in (0, 2)]

23554.0851
=2
6
= 7851.36
b2 = 2 [Mean of T sin 2 in (0, 2)]
14028.9531
=2
6
= 1358.7725
b3 = 2 [Mean of T sin 3 in (0, 2)]
=0
b4 = 2 [Mean of T sin 4 in (0, 2)]
=0
T = (7851.36) sin  + (1558.7725) sin 2
At  = 75°
T = 7851.56 sin 75° + (1558.7725) sin 150°
= (7851.56) (.9659) + (1558.7725) (0.5)
= (7583.8218) + (799.38625)
Example 11.2: Find the Fourier series as far as the second harmonic to represent
the function given by table below:
x: 0° 30° 60° 90° 120° 150° 180° 210° 240° 270° 300° 330°
f(x): 2.34 3.01 3.69 4.15 3.69 2.20 0.83 0.51 0.88 1.09 1.19 1.64

Self-Instructional
184 Material
 Parseval's Identity in
x° sin x sin 2x cos x cos 2x f(x) f(x) sin x f(x) sin 2x f(x) cos x f(x) cosx Fourier Transforms
0° 0 0 1 1 2.34 0 0 2.340 2.340
30° 0.50 0.87 0.87 0.50 3.01 1.505 2.619 2.619 1.505
60° 0.87 0.87 0.30 –0.50 3.69 3.210 3.210 1.845 1.845 NOTES
90° 1.00 0 0 –1.00 4.15 4.150 0 0 –4.150
120° 0.87 –0.87 –0.50 –0.50 3.69 3.210 –3.210 –1.845 –1.845
150° 0.50 –0.87 –0.87 0.50 2.20 1.100 –1.914 –1.914 1.100
180° 0 0 –1 1.00 0.83 0 0 –0.830 0.830
210° –0.50 0.87 –0.87 0.50 0.51 –0.255 0.444 –0.444 0.255
240° –0.87 0.87 –0.50 –0.50 0.88 –0.766 0.766 –0.440 –0.440
270° –1.00 0 0 –1.00 1.09 –1.090 0 0 –1.090
300° –0.87 –0.87 0.50 –0.50 1.19 –1.035 –1.035 0.595 –0.595
330° –0.50 –0.87 0.87 0.50 1.64 –0.820 –1.427 1.427 0.820

25.22 9.209 –0.547 3.353 –3.115

b1 = 2[Mean of f(x) sin x]
9.209
=2 1.535
12
b2 = 2[Mean of f(x) sin 2x]
0.547
= 2 0.091
12
a0
f(x) = a1 cos x a2 cos 2 x b1 sin x b2 sin 2 x
2
= 2.1018 + 0.557 cos x – 0.519 cos 2x + 11.535 sin x – 0.091
sin 2x
Example 11.3: The following values of y give the displacement of a certain machine
part for the rotation x of the flywheel.
x: 0° 60° 120° 180° 240° 300° 360°
y : 1.98 2.15 2.77 –0.22 –0.31 1.43 1.93
Express y is Fourier series upto the IIIrd harmonic.
a0
Let y = (a1 cos x b1 sin x) (a2 cos 2 x b2 sin 2 x)
2
(a3 cos 3x b3 sin 3x)

Self-Instructional
Material 185
Parseval's Identity in
x y cosx sinx cos 2x sin 2x cos 3x sin 3x y cosx y sinx y cos 2x y sin 2x y cos 3x y sin 2x
Fourier Transforms
0° 1.98 1.0 0 1.0 0 1.0 0 1.98 0 1.98 0 1.98 0
60° 2.15 0.5 0.866 –0.5 0.866 –1.0 0 1.075 1.8619 –1.075 1.8619 –2.15 0
120° 2.77 –0.5 0.866 –0.5 –0.866 1.0 0 –1.385 2.3988 –1.385 –2.3988 2.77 0
NOTES 180° –0.22 7.0 0 1.0 0 –1.0 0 0.22 0 0 0 .22 0
240° –0.31 –0.5 –0.866 –0.5 0.866 1.0 0 0.155 0.2685 0.2685 –0.2685 –.31 0
360° –1.43 0.5 –0.866 –0.5 –0.866 –1.0 0 0.715 –1.2383 –.715 –1.2383 –1.43 0

7.8 2.76 3.2909 –1.4635 –2.0437 1.08 0

b3 = 0
 y = 1.3 + (0.92 cos x + 1.0969 sin x)
+ (–0.4878 cos 2x – 0.6812 sin 2x) + (0.36 cos 3x)
Example 11.4: The following table gives the variations of a periodic current over
a period
t (sec) : 0 T/6 T/3 T/2 2T/3 5T/6 T
A (amp) : 1.98 1.30 1.05 1.30 –0.88 –0.25 1.98
Show that there is a direct current part of 0.75 amp. in the variable current,
and obtain the amplitude of the first harmonic.
a0 2 t 2 t
Let A= a1 cos b1 sin 
2 T T

2 t 2 t 2 t 2 t
t A cos sin A cos A sin
T T T T
.0 1.98 1 0 1.98 1.1258
T/6 1.3 0.5 0.866 0.65 0
T/3 1.05 –0.5 0.866 –0.525 0.9093
T/2 1.3 –1 0 –1.3 0
2T/3 –0.88 –0.5 –0.866 .44 0.76208
5T/6 –0.25 0.5 –0.866 –0.125 0.2165
4.5 1.12 3.01348
a0, a1 and a2
2 t 2 t
 A= 0.75 + 0.373 cos + 1.005 sin
T T
 A has a direct current part of 0.75 amp.
The amplitude of first harmonic is given by
= (.373) 2 (1.005) 2
= 1.1491
Self-Instructional = 1.072
186 Material
 1. Analyse the current i(amp) given by the table below ints onts constituent Parseval's Identity in
upto III harmonic. Fourier Transforms
 : 0 30 60 90 120 150 180 210 240 270 300 330
i: .0 24 33.5 27.5 18.2 13 0 –24 –33.5 –27.5 –18.2 –13
2. Find the Fourier series upto III harmonic. NOTES
2 4 5
x: 0  2
3 3 3 3
y : 0.8 0.6 0.4 0.7 0.9 1.1 0.8
(ii) x: 0 30 60 90 120 150 180 210 240 270 300 330
y: 25 40 50.5 57.5 61.5 63.3 68.2 59.2 52.2 44.2 35.8 28.7
3. The turning moment T on the crank-shaft of a steam engine for the crank
angle  (degrees)
: 0° 15° 30° 45° 60° 75° 90° 105° 120° 135° 150° 165° 180°
T: 0 2.7 5.7 7 8.1 8.3 7.9 6.8 5.5 4.1 2.6 1.2 0
Expand T in a series of sines upto second harmonic.

Check Your Progress

1. Define the Parseval's identity in Fourier series.
2. Explain the generalisation of Parseval's theorem.
3. State the convolution theorem.
4. Elaborate on the auto-correlation function.
5. Interpret the practical harmonic analysis.

11.3 ANSWERS TO CHECK YOUR PROGRESS

QUESTIONS

1. In mathematical analysis, Parseval’s identity, named after Marc-Antoine

Parseval, is a fundamental result on the summability of the Fourier series of
a function. Geometrically, it is generalised Pythagorean theorem for inner-
product spaces (which can have an uncountable infinity of basis vectors).
1
2. f (t ) g (t ) dt f ( ) g ( )* d
2
This has many names but is often called Plancherel’s formula.
3. The statement of the Convolution theorem is this: for two function f(t) and
g(t) with Fourier transforms F | f (t ) | f ( ) and F | g (t ) | g ( ) , with
convolution integral defined by1.

f*g= f (u) g(t u)du,

Then the Fourier transform of this convolution is given by
Self-Instructional
F ( f * g) f ( ) g ( ). Material 187
Parseval's Identity in 4. The normalised auto-correlation function is related to this and is given by
Fourier Transforms
f (u ) f * (t u )du
(t) = | f (u ) |2 du
NOTES 5. Practical Harmonic Analysis: If function is not given by a formula, but by a
graph or by a table of corresponding values, then process of finding the
Fourier series for the function is known as Harmonic analysis.
1 b
As Mean = f ( x )dx
b a a

1 2
a0 = f ( x) dx
0

11.4 SUMMARY
 In mathematical analysis, Parseval’s identity, named after Marc-Antoine
Parseval, is a fundamental result on the summability of the Fourier series of
a function. Geometrically, it is generalised Pythagorean theorem for inner-
product spaces (which can have an uncountable infinity of basis vectors).
1
f (t ) g (t )dt f ( ) g ( )* d
2
This has many names but is often called Plancherel’s formula.
 The statement of the Convolution theorem is this: for two function f(t) and
g(t) with Fourier transforms F | f (t ) | f ( ) and F | g (t ) | g ( ) , with
convolution integral defined by1.
f*g= f (u) g(t u)du,
Then the Fourier transform of this convolution is given by
F ( f * g ) f ( ) g ( ).
 The normalised auto-correlation function is related to this and is given by
f (u ) f * (t u ) du
(t) =
| f (u ) |2 du
 Practical Harmonic Analysis: If function is not given by a formula, but by a
graph or by a table of corresponding values, then process of finding the
Fourier series for the function is known as Harmonic analysis.
1 b
As Mean = f ( x)dx
b a a

1 2
a0 = f ( x) dx
0

11.5 KEY WORDS

Self-Instructional
 Parseval’s identity: The Parseval’s identity, named after Marc-Antoine
188 Material Parseval, is a fundamental result on the summability of the Fourier series of
 a function. Geometrically, it is a generalised Pythagorean theorem for inner- Parseval's Identity in
Fourier Transforms
product spaces (which can have an uncountable infinity of basis vectors).
 Practical harmonic analysis: If function is not given by a formula, but by
a graph or by a table of corresponding values, then process of finding the
NOTES
Fourier series for the function is known as harmonic analysis.

11.6 SELF ASSESSMENT QUESTIONS AND

EXERCISES

Short-Answer Questions
1. Explain the Parseval’s identity in Fourier series.
2. Analyse the generalisation of Parseval’s theorem.
3. State the convolution theorem.
4. Illustrate the auto-correlation function.
5. Define the practical harmonic analysis.
Long-Answer Questions
1. Briefly discuss the Parseval’s identity in Fourier series.
2. Describe the generalisation of Parseval’s theorem.
3. Analyse the convolution theorem.
4. Define the convolution theorem and the auto-correlation function.

11.7 FURTHER READINGS

Narayanan, S., T. K. Manickavasagam Pillai. 2014. Calculus, Volume II. Chennai:
S. Viswanathan (Printers & Publishers) Pvt. Ltd.
Veerarajan, T. 2011. Engineering Mathematics, 3rd Edition. New Delhi: Tata
McGraw-Hill.
Sharma, A. K. 2004. Text Book of Differential Calculus. New Delhi: Discovery
Publishing House.
Narayanan, S., T. K. Manickavasagam Pillai. 2009. Differential Equations and
its Applications. Chennai: S. Viswanathan (Printers & Publishers) Pvt. Ltd.
Coddington, Earl A. 1987. An Introduction to Ordinary Differential Equations.
New Delhi: Prentice Hall of India.
Coddington, Earl A. and N. Levinson. 1972. Theory of Ordinary Differential.
Equations. New Delhi: Tata McGraw-Hill.
Boyce, W. E. and Richard C. DiPrima. 1986. Elementary Differential Equations
and Boundary Value Problems. New York: John Wiley and Sons, Inc.
Sharma, A. K. 2009. Engineering Mathematics. New Delhi: Discovery Publishing
House.
Self-Instructional
Material 189
Z-Transforms
BLOCK IV
Z-TRANSFORMS

NOTES
UNIT 12 Z-TRANSFORMS
Structure
12.0 Introduction
12.1 Objectives
12.2 Z-Transforms
12.3 Properties of Z-Transform
12.4 Z-Transformation of Some Basic Function
12.5 Answers to Check Your Progress Questions
12.6 Summary
12.7 Key Words
12.8 Self Assessment Questions and Exercises
12.9 Further Readings

12.0 INTRODUCTION

The Z-transform converts a discrete-time signal, which is a sequence of real or

complex numbers, into a complex frequency-domain representation. It can be
considered as a discrete-time equivalent of the Laplace transform. This similarity
is explored in the theory of time-scale calculus. The basic idea now known as the
Z-transform was known to Laplace, and it was re-introduced in 1947 by W.
Hurewicz and others as a way to treat sampled-data control systems used with
radar. It gives a tractable way to solve linear, constant-coefficient difference
equations. It was later dubbed “The Z-Transform” by Ragazzini and Zadeh in the
sampled-data control group at Columbia University in 1952. The modified or
advanced Z-transform was later developed and popularized by E. I. Jury.
The idea contained within the Z-transform is also known in mathematical
literature as the method of generating functions which can be traced back as early
as 1730 when it was introduced by de Moivre in conjunction with probability
theory. From a mathematical view the Z-transform can also be viewed as a Laurent
series where one views the sequence of numbers under consideration as the
(Laurent) expansion of an analytic function. The Z-transform can be defined as
either a one-sided or two-sided transform.
The Z-transform with a finite range of n and a finite number of uniformly
spaced z values can be computed efficiently via Bluestein’s FFT algorithm. The
Discrete-Time Fourier Transform (DTFT)—not to be confused with the Discrete
Fourier Transform (DFT)—is a special case of such a Z-transform obtained by
restricting z to lie on the unit circle.
Self-Instructional
190 Material
 In this unit, you will study about the Z-transforms, properties of Z-transforms, Z-Transforms

and Z-transforms of some basic functions.

12.1 OBJECTIVES NOTES

After going through this unit, you will be able to:
 Understand the Z-transforms
 Explain the properties of Z-transforms
 Analyse the Z-transforms of some basic functions

12.2 Z-TRANSFORMS

Introduction: z-transform has a great importance in discrete analysis. Its role in

discreate analysis is the same as that of Laplace and Fourier transform in continuous
system.
z-Transform: The z-transform of sequence [(f(k))] is denoted by z[{f(k)}] and
defined as

k
z[ f (k )] f ( z) f (k ) z
k

12.3 PROPERTIES OF Z-TRANSFORM

1. Linear Property: It a and b are constant, f(k) and g(k) are sequences
then
z[af(k) + bg(k)] = az[ f ( k )] bz[ g ( k )]

k
As z[af(k) + bg(k)] = [af (k ) bg (k )]z
k

k
= [af (k ) z bg (k ) z k ]
k

k k
= a f (k ) z b g (k ) z
k k

= az[f(k)] + bz[g(k)]
2. Change of Scale: If z[f(k)] = f(z)
z
Then z[akf(k)] = f
a

Self-Instructional
Material 191
Z-Transforms
z a k f (k ) = a k f (k ) z k

k
z
NOTES = f (k )
k a
z
= f
a
3. Shifting Property: If z[f(k)] = f(z)
Then z[f(k + n)] = z+n f(z)

k
z[f(k + n)] = f ( k n) z

n (k n)
= z f ( k n) z (r = k ± n)

n r
= z f (r ) z

= z n
f ( z)
4. Convolution: Let [f(k)] and [g(k)] be two sequences and the convolution
of [f(k)] and [g(k)] be [h(k)] then
[h(k)] = [f(k)] – [g(k)]

Where [h(k)] = f ( n) g ( k n)
n

= g ( n ) f ( k n)
n

= [ g ( k )] [ f ( k )]

k
Proof: z[h (k)] = f ( n) g ( k n) z
k n

k
= f (n) g (k n)z
n k

n (k n)
= f (n ) z g ( k n )z
n k

= f ( n) z n g ( z )
n

= f ( z) g ( z )
Self-Instructional
192 Material
 Z-Transforms
1
Example 12.1: Find z-transform of k , –4  k  4
2
4
k
f(z) = f k z NOTES
k 4

4
1 k
= k
z
k 42

4 1 1
= 16 z 8z 3 4z2 2z 1
z2 4z2
1 1
8z3 16 z 4
Example 12.2: Find z[ak], k  0

k
 z[ak] = f (k ) z
k 0

= ak z k

k 0

k
a
=
0 z
a a2
=1 
z z2
1
=1 a
z
z
=
z a
Example 12.3: Find z[f(k)]
5k , k 0
Where f(k) = k
3, k 0
1

z[f(k)] = 5k z k
3k z k

k k 0

3 9
= 5 z 5 z 
2 2 1 1
1
2 z2
5 1z 1
1
=1 5 z 3
1
z
Self-Instructional
Material 193
Z-Transforms
5 z
=
5 z z 3
z 2 3z 5 z z 2
NOTES =
(5 z )( z 3)
2z z 3
= , 1, 1
z 2
2z 5 5 z
|k |
1
Example 12.4: Find z 2
|k |
1
z = a|k | z k
2 k

= a kz k
ak c k

a a2
= a z
2 2
az 1
z z2
az 1
= , |az|<| and |az–1|<|
1 az 1 az 1
az ( z a) z (1 az )
=
(1 az )( z a)
z a2 z
=
(1 az )( z a)
Example 12.5: Find the z-transform of unit impulse
1, k 0
(k) =
0, k 0

k
–z[f(k)] = (k ) z
k

= [0 0  1 0 0 ]
=1
Example 12.6: Evaluate z-transform of discrete unit step
0, k 0
(k) =
1, k 0

k
z[(k)] = (k ) z
k 0

Self-Instructional
194 Material
 Z-Transforms
= [1 z 1
z 2
z 3 ]
1 z
= 1
1 z z 1
Example 12.7: Evaluate z[sin k], k  0 NOTES

k
z[{sin k}] = (sin k ) z
k 0

i k i k
e e k
= z
k 0 2i
1 1 k 1 1 k
= ei z e ik z
2i k 0 2i k 0

1 1 2
= 1 ei z 1
ei z 
2i
1 1 1 1
=
2i 1 ei z 1
2i 1 e i z 1

1 z z
=
2i z ei z e i

1 [ z e i z ei ]
= z
2i ( z ei )( z e i )
1 z (2iz sin )
= z 2
2i z 2 z cos 1
z sin
= 2
z 2 z cos 1
k
Example 12.8: Evaluate z cosh ,k 0
2
k k
f(z) = cosh z
k 0 2
k k
2
e 2
e k
= z
k 0 2

k k
1 k 1 k
= e 2
z e 2
z
2k 0 2k 0
k k
1 1 1 1
= e e z e e z
2 2
2 k 0 2 k 0
Self-Instructional
Material 195
Z-Transforms
1 1 2
= e 1 e /2
z 1
e /2
z 
2
2
1
NOTES e 1 e /2
z 1
e z 2 1

2
1 1 1 1
= e e
2 1 e /2z 1
2 1 e /2
z 1

1 (1 e 2 z 1 ) e (1 e / 2 z 1 )
= e
2 (1 e / 2 z 1 )(1 e / 2 z 1 )
1
e e e 2
e 2
z
= 2 2
/2 /2 2 2
1 e e z z
1
cosh cosh z
2
=
1 2
1 2 cosh z z
2

z 2 cosh z cosh
2
=
z 2 2 z cosh 1
2
Example 12.9: Find z[k + ncnak], k  0
k n
z[k + ncnak] = cn a k z k

k 0

k n
= ck a k z k

k 0

k n
= ck (az 1 ) k [ as n cr n
cn r ]
k 0

k n
= ck (az 1 ) k |z| >|a|
k 0

= n c0 n 1
c1 ( az 1 ) n 2
c2 (az 1 )2 
(n 2)(n 1)
1
= 1 (n 1)(az ) (az 1 ) 2 
2
( n 2)( n 2)
1
= 1 (n 1)(az ) (az 1 )2 
2

Self-Instructional
196 Material
 Z-Transforms
= (1 az 1 ) ( n 1)
(By binomial theory)

12.4 Z-TRANSFORMATION OF SOME BASIC

FUNCTION NOTES

Difference Equation: The mathematical models in which a variable can have

only discrete set of values, give a chance in study difference equation.
Any equation which involves various differences of an unknown fraction is
known as difference equation.
Mainly, there are 2 types of difference operators
1. Shifting Operator
2. Forward Difference Operator
1. Shifting Operator: is denoted by E and is defined as,
Ef(x) = f(x + h), ...(12.1)
Where h is interval of difference
2. Forward Difference Operator: is denoted by  and defined as
 f(x) = f(x + h) – f(x)
As  f(x) = f(x + h) – f(x)
= Ef(x) – f(x) By (12.1)
 E–1
Now consider the equation
2 yk –  yk = 0
Or (E – 1)2 yk – (E – 1) yk = 0
(E2 –2E + 1)2 yk – (E – 1) yk = 0
(yk+2 –2yk+1 + yk) – (yk+ 1 –yk) = 0 (n = 1)
yk+2 –3yk+1 + 2yk = 0 ...(12.2)
This equation involves various differences for yk so that this equation is
difference equation.
Order of Difference Equation
Difference between the highest and lowest argument divided by interval of difference
is known as order of difference equation.
For example in case of Equation (12.2)
(k 2) k
order = 2
1
Solution of Difference Equation by z-Transformation

Self-Instructional
Material 197
Z-Transforms Difference equation may be solved by z-transformation
y (1) y (n 1)
Prove that
n
z(yk+n) = z y ( z ) y (0)  n1
z z k 0
NOTES
k
L.H.S z(yk+n) = yk n z
k 0

n 1( k n )
= z yk n z
k 0

Let n + k= m

n m
 z(yk+n) = z ym z
m n

n 1
n m m
= z ym z ym z
m 0 m 0

n y (1) y (2) y (n 1)
= z y( z) y (0)
z z2 zn 1
Working Rule
1. Apply z-transform on both sides of the equation.
2. Apply the formulaes of z-transformation and find out z-transform of unknown
function in terms of z.
3. Now applying inverse z-transform we can find out the value of unknown
function
Example 12.10: Solve yk+1 + yk=1 If y(0) = 0
Apply z-transform on both sides
z ( yk 1 ) z ( yk ) = z(1)
z
[ zy ( z ) zy (0)] y ( z ) =
z 1
z
(z + 1) y(z) =
( z 1)
z
 y(z) =
( z 1)( z 1)
 yk = z 1[ y ( z )]

1 z
= z
( z 1)( z 1)

1 z
By Residue Method z = Res (z = 1) + Res (z = –1)
Self-Instructional ( z 1)( z 1)
198 Material
 Z-Transforms
k 1 z
And Res (z = 1) = ( z 1) z ( z 1)( z 1) z 1

1
= NOTES
2
k 1 z
Res (z = –1) = ( z 1) z ( z 1)( z 1)
z 1

( 1)k
=
2
1 k
 yk = [1 ( 1) ]
2
Example 12.11: yk+2 + 6yk+1 + 9yk = 2k, [y(0) = y(1) = 0]
Apply z-transform on both sides
z[ yk 2 6 yk 1 9 yk ] 2[2 k ]
z
[ z 2 y ( z ) z 2 (0) zy (1)] 6[ zy ( z ) zy (0)] 9 y ( z )] =
z 2
z
(z2 6 z 9) y ( z ) = ( z 2)

z
y(z) =
( z 2)( z 3) 2

1 z
 yk = z
( z 2)( z 3) 2
= Res (z = 2) + Res (z = –3)
z = 2 is a pole of order 1 and z = –3 is pole of order 2.

k 1 z
 Res (z = 2) = ( z 2) z ( z 2)( z 3) 2
z 2

k
2
=
25
1 d k 1 z
Res (z = –3) = 2 1 dz ( z 3) z ( z 2)( z 3) 2
z 3

d zk
= dz z 2
z 3

Self-Instructional
Material 199
Z-Transforms
( z 2)kz k 1 z k
= ( z 2) 2 z 3

5k( 3)k 1 ( 3)k

NOTES =
25
1 ( 3)k
= k ( 3)k 1

5 25
2k k k 1 ( 3)k
 f(k) = ( 3)
25 5 25
Example 12.12: Solve 6yk+2 – yk+1 – yk = 0, y(0) = 0, y(1) = 1
Apply z-transform on both sides
6[ z 2 y ( z ) z 2 y (0) zy (1)] [ zy ( z ) zy (0)] y ( z ) 0
(6 z 2 z 1) y ( z ) 6 z 0
6z
Or y(z) = 2
(6 z z 1)
6z
y(z) =
(3 z 1)(2 z 1)

1 6z
 yk = z
(3 z 1)(2 z 1)
1 1
= Res z + Res z
3 2

1 1 k1 6z
Res z = z z
3 3 (3z 1)(2 z 1) z 1/ 3

k
1
6 k
3 1
2
= 1 3
3
3

1 1 k1 6z
Res z = z z
2 2 (3 z 1)(2 z 1) z 1/ 2

k
1
6 k
2 1
= 6
1 2
2
2

Self-Instructional
200 Material
 k k Z-Transforms
1 1
 yk = 2 3 2 3
k
1 1 NOTES
Example 12.13: Solve yk 1 yk , k 0, y (0) 0
4 4
Apply z-transform on both sides
k
1 1
z yk 1 yk = z
4 4
z
1 1
zy ( z ) zy (0) y( z ) = z
4 4
z
1 1
z y( z) = z
4 4
z
y(z) = 1 1
z z
4 4

z
z1
 yk = 1 1
z z
4 4
1 1
= Res z + Res z
4 4
k k
1 1
yk = 2 4 4
Example 12.14: Solve yk+2 – 2 cos  yk+1 + yk = 0, y(0) = 0 y(1) = 1
Apply z-transformation on both sides
[ z 2 y ( z ) z 2 y (0) zy (1)] 2cos [ zy ( z ) zy (0)] y ( z ) 0
( z 2 2cos z 1) y( z ) z 0
z
Or y(z) = 2
z 2 cos z 1
z
= 2 i 1
z (e e )z 1

Self-Instructional
Material 201
Z-Transforms
z
= 2 i
(z e )( z e )

1 z
NOTES yk = z i i
( z e )( z e )
= Res (z = ei) + Res (z = e–i)

i k 1 z
= ( z e ) z ( z ei )( z e i )
z ei

z
( z ei ) z k 1

( z e )( z e i )
i
z e i

(ei ) k (e i ) k
=
2i sin 2i sin
1
= [cos 2k i sin k cos k i sin k ]
2i sin
sin k
=
sin
1 1 k
Example 12.15: Solve yk yk 2 cos ,k 0
25 5 2
Apply z-transform on both sides
k
1 1 k
z yk yk 2 = z 5
cos
2
25

z2
1 y( z ) 1
y( z ) = z2
25 z 2 25
z2
1 1
1 y( z) = z2
25 z 2 25
z2
 y(z) = 1 1
z2 1
25 25 z 2
z4
2
= 2 1
z
25

Self-Instructional
202 Material
 Z-Transforms
= Res + Res

z and both are poles of order 2.

5 NOTES

Consider a contour | z |

 Res =

k
=

Res =

Similarly Res =

 yk =

Check Your Progress

1. What is the importance of Z-transform?
2. Explain the Z-transform.
3. Define the linear property of Z-transform.
4. Illustrate the shifting property of Z-transform.
5. Elaborate on the working rule for the solution of difference equation by
Z-transformation. Self-Instructional
Material 203
Z-Transforms
12.5 ANSWERS TO CHECK YOUR PROGRESS
QUESTIONS

NOTES 1 z-transform has a great importance in discrete analysis. Its role in discreate
analysis is the same as that of Laplace and Fourier transform in continuous
system.
2. z-Transform: The z-transform of sequence [(f(k))] is denoted by z[{f(k)}]
and defined as

3. It a and b are constant, f(k) and g(k) are sequences then

z[af(k) + bg(k)] =

As z[af(k) + bg(k)] =
4. Shifting Property: If z[f(k)] = f(z)
Then z[f(k + n)] = z+n f(z)

z[f(k + n)] =

= (r = k ± n)

=
5. Working Rule
1. Apply z-transform on both sides of the equation.
2. Apply the formulaes of z-transformation and find out z-transform of
unknown function in terms of z.
3. Now applying inverse z-transform we can find out the value of unknown
function

12.6 SUMMARY

 z-transform has a great importance in discrete analysis. Its role in discreate

analysis is the same as that of Laplace and Fourier transform in continuous
system.
Self-Instructional
204 Material
  z-Transform: The z-transform of sequence [(f(k))] is denoted by z[{f(k)}] Z-Transforms

and defined as

NOTES

 It a and b are constant, f(k) and g(k) are sequences then

z[af(k) + bg(k)] =

As z[af(k) + bg(k)] =

12.7 KEY WORDS

 z-Transform: The z-transform of sequence [(f(k))] is denoted by z[{f(k)}]

and defined as

 Shifting Operator: is denoted by E and is defined as,

Ef(x) = f(x + h),
Where h is interval of difference

12.8 SELF ASSESSMENT QUESTIONS AND

EXERCISES

Short-Answer Questions
1. Interpret the importance of Z-transform.
2. Elaborate on the Z-transform.
3. Explain the linear property of Z-transform.
4. Define the shifting property of Z-transform.
5. Analyse the working rule for the solution of difference equation by
Z-transformation.
Long-Answer Questions
1. Discuss briefly the Z-transform with the help of example.
2. Describe the linear property of Z-transform.

Self-Instructional
Material 205
Z-Transforms 3. Analyse the shifting property of Z-transform.
ak
4. ,k 0
k
NOTES 5. a|k|
6. c k cosh k , k 0
7. sin(3k 5), k 0
8. c k cos k , k 0
9. n ck , 0 k n
10. c k sinh k , k 0
11. sin 2k
k
12. cos
2 4
13. c k sin 2 , k 0
14. a cos k b sin k
1
15. , k 0
k
16. yk 3 3 yk 2 3 yk 1 yk (k ) , y (0) y (1) y (2) 0
sin k k 0
17. yk 1 5 yk
0 k 0
k
1 1 k
18. yk yk 1 cos ,k 0
9 3 2
5 1
19. yk yk 1 yk 2 (k )
6 6
20. yk 2 4 yk 1 3 yk 3k , y (0) 0, y (1) 1
21. yk 2 2 yk 1 yk 3k 5
22. yk 3 3 yk 1 2 yk 0, y (0) 0, y (1) 8(2) 8

12.9 FURTHER READINGS

Narayanan, S., T. K. Manickavasagam Pillai. 2014. Calculus, Volume II. Chennai:
S. Viswanathan (Printers & Publishers) Pvt. Ltd.
Veerarajan, T. 2011. Engineering Mathematics, 3rd Edition. New Delhi: Tata
McGraw-Hill.
Self-Instructional
206 Material
Sharma, A. K. 2004. Text Book of Differential Calculus. New Delhi: Discovery Z-Transforms

Publishing House.
Narayanan, S., T. K. Manickavasagam Pillai. 2009. Differential Equations and
its Applications. Chennai: S. Viswanathan (Printers & Publishers) Pvt.
Ltd. NOTES
Coddington, Earl A. 1987. An Introduction to Ordinary Differential Equations.
New Delhi: Prentice Hall of India.
Coddington, Earl A. and N. Levinson. 1972. Theory of Ordinary Differential.
Equations. New Delhi: Tata McGraw-Hill.
Boyce, W. E. and Richard C. DiPrima. 1986. Elementary Differential Equations
and Boundary Value Problems. New York: John Wiley and Sons, Inc.
Sharma, A. K. 2009. Engineering Mathematics. New Delhi: Discovery Publishing
House.

Self-Instructional
Material 207
INVERSE z-Transforms

UNIT 13 INVERSE Z-TRANSFORMS

NOTES Structure
13.0 Introduction
13.1 Objectives
13.2 Inverse z-Transform
13.3 Methods to Find the Inverse z-Transform
13.4 Answers to Check Your Progress Questions
13.5 Summary
13.6 Key Words
13.7 Self Assessment Questions and Exercises
13.8 Further Readings

13.0 INTRODUCTION

The basic idea now known as the Z-transform was known to Laplace, and it was
re-introduced in 1947 by W. Hurewicz and others as a way to treat sampled-data
control systems used with radar. It gives a tractable way to solve linear, constant-
coefficient difference equations. It was later dubbed “The Z-Transform” by Ragazzini
and Zadeh in the sampled-data control group at Columbia University in 1952.
The idea contained within the Z-transform is also known in mathematical
literature as the method of generating functions which can be traced back as early
as 1730 when it was introduced by de Moivre in conjunction with probability
theory. From a mathematical view the Z-transform can also be viewed as a Laurent
series where one views the sequence of numbers under consideration as the
(Laurent) expansion of an analytic function.
The inverse Z-transform is

Where C is a counterclockwise closed path encircling the origin and entirely

in the Region of Convergence (ROC). In the case where the ROC is causal, this
means the path C must encircle all of the poles of .
A special case of this contour integral occurs when C is the unit circle. This
contour can be used when the ROC includes the unit circle, which is always
guaranteed when is stable, that is, when all the poles are inside the unit
circle. With this contour, the inverse Z-transform simplifies to the inverse discrete-
time Fourier transform, or Fourier series, of the periodic values of the Z-transform
around the unit circle:

Self-Instructional
208 Material
 INVERSE z-Transforms

The Z-transform with a finite range of n and a finite number of uniformly

spaced z values can be computed efficiently via Bluestein’s FFT algorithm. The NOTES
Discrete-Time Fourier Transform (DTFT)—not to be confused with the Discrete
Fourier Transform (DFT)—is a special case of such a Z-transform obtained by
restricting z to lie on the unit circle.
In this unit, you will study about the inverse Z-transforms, methods to find
the inverse Z-transform, and use of Z-transforms.

13.1 OBJECTIVES

After going through this unit, you will be able to:

 Interpret the inverse Z-transforms
 Explain the methods to find the inverse Z-transforms
 Analyse the use of Z-transforms

13.2 INVERSE Z-TRANSFORM

If f(z) is z-transform of sequene f(k), then z–1[f(z)] = f(k)

z–1 represents the inverse z-transformation.
1 1
Example 13.1: Find z (i) when |z|>2 (ii) |z|<2
z 2
2
When |z|>2, 1
|z|
1
1 2
= z 1 2 when 1
z 2 z |z|

1 2 22 23
= 1 
2 z z2 z3

= 20 z 1
21 z 2
22 z 3  2k 1 z k

= 2k 1 z k

k 1

1 1
 z = [2k 1 ], k 0
z 2
Self-Instructional
Material 209
INVERSE z-Transforms
|z|
(ii) 1
2
1
NOTES 1 z
= 2 1
z 2 2
1
1 z
= 1
2 2
1 z z2
= 1 
2 2 22

= 2 1 z0 2 2 z1 2 3
z2  z ( k 1) k
z z e k 1
zk

1 1
 z = –2–(k + 1)
z 2
1 4z
Example 13.2: Find z (i) |z| < a|(ii) |z| < |a|
z a
(i) | az |
1
4z a
4z 4 1
= z 1 a z
z a z
a a2 ak
=4 1  
z z1 z k
4z
= 4a k z k
z a
1 4z
 z = [4a k ]
z a
|z|
(ii) 1
|a|
4 z
4z
= a 1 z
z a a
1
4z z
= 1
a a

Self-Instructional
210 Material
 INVERSE z-Transforms
4z z z2
= 1 
a a a2

z z2 z3
= 4  NOTES
a a2 a3

= 4 z 1a 1
z 2a 2 
= [–4a–k]zk
1 4z
 z = –4–a–k
z a
Inverse z-Transform

z
| z | | a |, k 0 | z | | a |, k 0
z a
ak (k ) ak
z2
(k + 1)ak –(k + 1)ak
( z a) 2
z3 1 1
(k 1)(k 2)a k (k ) (k 1)(k 2)a k ( k 2)
( z a )3 2 2
zn 1 1
(k 1)  (k n 1) (k 1)  (k n 1)a k
( z a) n n 1 n 1
1
ak–1 (k) –ak – 1 (–k)
z a
1
(k + 1)ak–2 (k–2) (k 1)a k 2
( k 1)
( z a)2
1 1
3 ( k 2)(k 1)a k 3
(k 3)
( z a) 2
1
(k 2)(k 1)a k 3
( k 2)
2
Partial Fraction

R( z )
Let f(z) = (if degree of Numerator < degree of denominator)
P( z )
R( z )
And f(z) = Q(z) + (if degree of Nr < degree of Dr)
P( z )

Self-Instructional
Material 211
INVERSE z-Transforms
R( z )
Now may be expressed into partial fraction
P( z )
Try to find out the partial fractions in the form of
NOTES z Mz N
z ( z a), 2
, 2
( z a) z pz q
(i) Non-Repeated Linear Factor

z
Let the linear non-repeated factor be
z a
1 z 1 1
 z =z 1
[a k ] if |z|>|a|
z a 1 az

1 z/a
= z [a k ] , k < 0 if |z|< |a|
z
1
a
(ii) Repeated Linear Factor

z
Let the linear repreated factor be ,r 2| z| |b|
( z a)r

1 z 1 ( r 1) zr
z = z z
( z a)r ( z a)r
(k 2 r )(k 3 r ) k (k r 1)a k r 1

=
r 1
if |z| < |a|
(k 2 r )(k 3 r )  ka k r 1

= (k r 1)
r 1
(iii) Quadratic Non-Repeated Factor
Let quadratic non repreated factor be
Mz N
2 ... (A) if |z|>|0
z pz N
Compare (A) with
z 2 cz cos
z[c cos k] = 2
k
z 2cz cos c2
z 2 cz cosh
Or z[c cosh k] = 2
k
z 2cz cosh c2
Self-Instructional
212 Material
 q = c2, p = –2c cos  INVERSE z-Transforms

= –2c cosh 
p p
cos 1 or 1, c is given by (–2c cos ) and by
2c 2c NOTES
(–2c cosh )
p
Let 1
2c
Mc cos N
Mz 2 Nz Mz ( z c cos ) (cz sin )
 2 = c sin
z pz q z 2 2cz cos c2
M ( z 2 cz cos )
=
z 2 2cz cos c2
Mc cos N c 2sin
c sin z2 2cz cos c2
Mz 2 Nz k Mc cos N
z 1
= M [c cos k ] (c k sin k )
z 2 pz q c sin
p
If 1
2c
Mz 2 Nz k Mc cosh N
Similarly z 1
= M [c cosh k ] [cksinh]
z 2
pz q c sinh

1 1
z
Example 13.3: 1 1
z z
2 3
1 1 1
(i) When |z| (ii) |z|
3 2 2

1 1 1
1 1 6 1
As z z = 1 1 |z|<
2 3 z z 2
2 3
6 6
= |2z| < 1
1 1
z z
2 3

Self-Instructional
Material 213
INVERSE z-Transforms
6 1
1 1 1
= 1 2z z 1 |z|
2 3z 3

NOTES 6 1
1
1
1
= 12(1 2 z ) 1 1
z 3z 3z
6 1 1
= 12(1 2 z 2 z ) 
2 2
1
z 3z 3 z2
2

= 12( 1 2z 22 z 2 2k z k )
1 1 1 1
6  k1 k
z 3z 2 3 z 2
3
3 z
= –12 z–k if k < 0
6
= k 1 if k > 0
3
1 1 1
(ii) |z| 1 and 1
2 2| z | 3| z |

1
1 1
1 1 6
z z = 1 1
2 3 z z
2 3
1 1
1 1 1 1
= 6z 1 6z 1
2z 3z
1 1
= 6z
1
1 
2z 9z2
1 1 1
= 6z 1 ...
2z 4z2
1 1
= 6z
1
1 
3z 4z2
1 1 1
6 
z 3z 2 9z3
1 k 1 k
=6 k 1
z 6 k 1
z
2 3

Self-Instructional
214 Material
 INVERSE z-Transforms

1 1 1 1
z
1 1 =6 k 1 k 1
k 1
z z 2 3
2 3 NOTES

1 1
Example 13.4: Q 2.Find z , |z|>5
( z 5)3
1
f(z) =
( z 5)3
3
1 5
= 3 1
z z
1 1
= 1 15 z 6(5 z 1 ) 2 10(5 z 1 )3
z3
(n 1)(n 2)
 (5 z 1 ) n 
2
3 (k 1)(k 2)
= z 5k z k

(k 1)(k 2)
= 5k z k 3

2
Replacing k by k – 3, we get
(k 3 1)(k 3 2) k 3 k
= 5 z
2
( k 2)(k 1) k 3
z+ f(z) = 5 , k 3
2
=0 k<3

1 2 z 2 10 z 13
Example 13.5: Evaluate z when 2 < |z| < 3
( z 3) 2 ( z 2)

2 z 2 10 z 13 A B c
Let =
2
( z 3) ( z 2) z 3 ( z 3) 2 z 2
1 1 1
=
( z 3) ( z 3)2 ( z 2)
Resolving into partial fraction.
1 1 1
1 z 1 z 1 2 | z| 2
= 1 1 1 , |, 1
3 3 9 3 z z 3 | z|
Self-Instructional
Material 215
INVERSE z-Transforms
1 z z2 1 2z 3z 2 4z3
= 1  1 
3 3 9 9 3 9 27
1 2 4 8
NOTES 1 
z z z2 z3
1 z z2 1 2z 3z 2
=
3 32 33 32 33 34
1 2 4
z z 2 z3
= [2k – 1]z–k , k  1
k 1 1
= k 2 k 1
zk , k < 0
3 3
k 2
= , k0
3K 2
z–1 [f(z)]–3 = 2k – 1 if k  1
= –(k + 2) 3k + 2, k  0

1 2 z 2 3z 1
z , |z|
Example 13.6: Obtain 1 3
z2 z
9
1 1
c2 c ,P 1
9 3

1 P 1 3
If c , 1
3 2c 1 2
2c
3
 1 = –2c cosh 
3 5
Or cosh  = , sinh  =
2 2
2c cosh 3
2 2 z ( z c cosh )
(cz sinh )
2 z 3z c sinh
 1 =
2 z 2 2cz cosh c2
z z
9 Putting the value of c and 

Self-Instructional
216 Material
 INVERSE z-Transforms
1 3
2 3
2 z ( z c cosh ) 3 2
= z 2 2cz cosh cz sinh
c2 1 5
3 2
z2 2cz cosh c2 NOTES

1 3
= 2 z( z c cosh ) 5
2
z 2cz cosh c2 6
cz sinh
2
z 2cz cosh c2
2 z ( z cosh ) 12 cz sinh
= 2 2
z 2cz cosh c 5 z2 2cz cosh c2

k k
2 z 2 3z 1 12 1
z 1
= 2 cosh k sinh , k  0
1 3 5 3
z2 z
g
3
Where cosh
2
1 3z 2 4 z
Example 13.7: z , |z| 1
z2 z 1
Let c2 = 1,  c = + 1, P = –1
P 1 1
If c = + 1, 1
2c 2 1 2
 –1 = –2c cos 
Or –1 = –2(1) cos 
1
Or cos  =
2
3
 sin  =
2
(3c cos 4)
2 3Z ( z c cos ) cz sin
3z 4 z c sin
=
z2 z 1 z2 cz cos c2
Putting the value of c and  1

Self-Instructional
Material 217
INVERSE z-Transforms
1
3 1 4
2 cz sin
3
3 z ( z c cos ) 1
NOTES = 2
2
z 2cz cos c2 2
z 2cz cos c2
3z 2 4 z 11 k
z 1
= 3c k cos k c sin k k
z2 z 1 3
k 11 k
= 3cos sin k
3 3 3

13.3 METHODS TO FIND THE INVERSE

Z-TRANSFORM

Inversion by Residue Method

Consider the contour c such that all the poles of f(z) i.e. with c.
According to residue method
f(k) = z–1[f(z)] = summation of residues at poles of f(z)
Residue for pole (z = a) order one
= [(z – a) zk – 1f(z)]z = a
Residue for pole (z = a) or order r
1 dr 1
= ( z a)r z k 1 f ( z )
r 1 dz r 1 z a

Poles may be determined by substituting denominator to zero.

1 3 z 2 18 z 26
Example 13.8: Evaluate z
( z 2)( z 3)( z 4)
Poles are determined by (z – 2) (z – 3) (z – 4) = 0
 z = 2, 3, 4, are poles of order 1.
 Let us consider the contour |z| > 4
 Residue at (z = 2) = [( z 2) z k 1 f ( z )]z 2

k 1 (3z 2 18 z 26)
z ( z 2) z
( z 2)( z 3)( z 4) z 2

Self-Instructional
218 Material
 INVERSE z-Transforms
2k 1
= (12 36 26)
( 1)( 2)
= 2k – 1
NOTES
k 1 (3z 2 18 z 26)
Residue at (z = 3) = ( z 3) z ( z 2)( z 3)( z 4) z 3

= 3k 1 ( 27 54 26)
= 3k – 1

k 1 (3z 2 18 z 26)
Residue at (z = 4) = ( z 4) z
( z 2)( z 3)( z 4) z 4

= 4k 1 (24 36 13)
= 4k – 1
 z–1[f(z)] = f(k) = Sum of the residues
= 2k 1
3k 1
4k 1 , k 0

1 z (3 z 2 6 z 4)
Example 13.9: Evaluate z
( z 1) 2 ( z 2)
The poles are determined by
(z – 1)2 (z – 2) = 0  z = 1, 1, 2
z = 1 is pole of order 2 and z 2 is pole of order 1 consider the contour
|z| > 2.
Residue at (z = 2) = ( z 2) z k 1 f ( z ) z 2

z (3z 2 6 z 4)
= (z 2 )zk 1

( z 1) 2 ( z 2 ) z 2

= 2 (12 – 12 + 4)
k

= 2k + 2
1 d2 1 2 k 1 z (3 z
2
6 z 4)
Residue at (z = 1) = 2 1
( z 1) z 2
2 1 dz ( z 1) ( z 2) z 1

1 d k (3 z 2 6 z 4)
= 1 dz z ( z 2) z 1

d (3z k 2
6zk 1 4zk )
= dz z 2 z 1

Self-Instructional
Material 219
INVERSE z-Transforms
3(k 2) z k 1
6(k 1) z k 4kz k 1

= ( z 2) ( z 2) 2

NOTES (3 z k 2 )6 z k 1
4zk 1

z 5

= –k – 1
 z 1[ f ( z )] = f(z) = sum of residues = 12k + 2 – k – 1)

1 z2
Example 13.10: Evaluate z , |z| 2
z2 4
Poles are determined by z2 + 4 = 0  z = + 2i
Residue at (z = 2i) = ( z 2i ) z k 1 f ( z ) z 2i

k 1 z2
= ( z 2i ) z
( z 2i)( z 2i) z 2i

zk 1
= z 2i
z 2i

=2 k–1
(i) k

k
k 1
=2 cos i sin
2 2
k 1 k k
=2 cos i sin
2 2
Residue at (z = 2i) = ( z 2i ) z k 1 f ( z ) z 2i

z2
= (z 2 i) z k 1

(z 2i)( z 2i ) z 2i

zk 1
= z 2i
z 2i

= 2k 1 ( i ) k
k
k 1
= 2 cos i sin
2 2
k 1 k k
=2 cos i sin
2 2

Self-Instructional
220 Material
 INVERSE z-Transforms
 z 1 f ( z) f (k ) = sum of residues
k 1 k k k k
=2 cos i sin 2k 1
cos i sin
2 2 2 2
k NOTES
k 1
=2 2 cos
2
k k
= 2 cos
2

Check Your Progress

1. Explain the inverse Z-transform.
2. Define the non-repeated linear factor.
3. Elaborate on the inversion by residue method.

13.4 ANSWERS TO CHECK YOUR PROGRESS

QUESTIONS

1. If f(z) is z-transform of sequene f(k), then z–1[f(z)] = f(k)

z–1 represents the inverse z-transformation.
z
2. Let the linear non-repeated factor be
z a
1 z 1 1
 z =z [a k ] if |z|>|a|
z a 1 az 1

z/a 1
= z [a k ] , k < 0 if |z|< |a|
z
1
a
3. Consider the contour c such that all the poles of f(z) i.e. with c.
According to residue method
f(k) = z–1[f(z)] = summation of residues at poles of f(z)
Residue for pole (z = a) order one
= [ ( z – a) zk – 1f(z)]z = a

13.5 SUMMARY

 If f(z) is z-transform of sequene f(k), then z–1[f(z)] = f(k)

z–1 represents the inverse z-transformation.

Self-Instructional
Material 221
INVERSE z-Transforms
z
 Let the linear non-repeated factor be
z a

1 z 1 1
NOTES  z =z 1
[a k ] if |z|>|a|
z a 1 az

z/a 1
= z [a k ] , k < 0 if |z|< |a|
z
1
a
 Consider the contour c such that all the poles of f(z) i.e. with c.
According to residue method
f(k) = z–1[f(z)] = summation of residues at poles of f(z)
Residue for pole (z = a) order one
= [ ( z – a) zk – 1f(z)]z = a

13.6 KEY WORDS

 Inverse Z-transform: If f(z) is Z-transform of sequence f(k), then z-1

[f(z)] = f(k)z-1 represents the inverse Z-transformation.
 Inversion by residue method: According to residue method f(k)=
z-1[f(z)]=summation of residues at poles of f(z). Residue for pole (z=a)
order one=[(z-a) zk-1 f(z)]z=a

13.7 SELF ASSESSMENT QUESTIONS AND

EXERCISES

Short-Answer Questions
1. Analyse the inverse Z-transform.
2. Elaborate on the non-repeated linear factor.
3. Define the inversion by residue method.
Long-Answer Questions
1. Describe briefly the inverse Z-transform.
2. Discuss the non-repeated linear factor. Give appropriate example.
3. Analyse the inversion by residue method.

Self-Instructional
222 Material
 INVERSE z-Transforms
z2 1
4. , |z|
1 1 5
z z
4 5
z3 1 NOTES
5. 2
, |z|
1 2
z ( z 1)
2
z 1
6. 2
,| z | 1
z 2z 1
1
7. (i) |z| < 2 (ii) 2< |z| <3 (iii) |z| > 3
( z 3)( z 2)
2 z 2 5z
8. ,| z | 3
( z 2)( z 3)
z3
9. ,| z | 3
z 3 27
2z
10. ,| z | 2
( z 2)
z ( z 2 4 z 1)
11.
( z 1)4
ze a sin b
12. 2 a 2a
,| z | | e a |
z 2e z cos b c
z ( z a)
13. ,| z | a
( z a )3
15 z 1
14. , |z| 4
(4 z )(4 z 1) 4
1 z
15. z
( z 2)( z 3)
1 z
16. z
( z 1)( z 2)
1 9 z3
17. z
(3 z 1) 2 ( z 2)
2 z 2 3z
18. 2 , |z| 1
z z 1
z ( z 1)
19. , |z| 1
( z 1)( z 2 z 1)
z2
20. 2
z 1
Self-Instructional
Material 223
INVERSE z-Transforms
13.8 FURTHER READINGS
Narayanan, S., T. K. Manickavasagam Pillai. 2014. Calculus, Volume II. Chennai:
NOTES S. Viswanathan (Printers & Publishers) Pvt. Ltd.
Veerarajan, T. 2011. Engineering Mathematics, 3rd Edition. New Delhi: Tata
McGraw-Hill.
Sharma, A. K. 2004. Text Book of Differential Calculus. New Delhi: Discovery
Publishing House.
Narayanan, S., T. K. Manickavasagam Pillai. 2009. Differential Equations and
its Applications. Chennai: S. Viswanathan (Printers & Publishers) Pvt.
Ltd.
Coddington, Earl A. 1987. An Introduction to Ordinary Differential Equations.
New Delhi: Prentice Hall of India.
Coddington, Earl A. and N. Levinson. 1972. Theory of Ordinary Differential.
Equations. New Delhi: Tata McGraw-Hill.
Boyce, W. E. and Richard C. DiPrima. 1986. Elementary Differential Equations
and Boundary Value Problems. New York: John Wiley and Sons, Inc.
Sharma, A. K. 2009. Engineering Mathematics. New Delhi: Discovery Publishing
House.

Self-Instructional
224 Material
 Transforms to Solve

UNIT 14 TRANSFORMS TO SOLVE Finite Difference

Equations

FINITE DIFFERENCE
NOTES
EQUATIONS
Structure
14.0 Introduction
14.1 Objectives
14.2 Finite Fourier Transformation
14.2.1 Inversion Formula for Sine Transform
14.3 Finite Fourier Cosine Transform
14.3.1 Inversion Formula for Cosine Transform
14.3.2 Convolution
14.3.3 Application of Fourier Transformation
14.3.4 Application of Finite Fourier Transformation
14.4 Answers to Check Your Progress Questions
14.5 Summary
14.6 Key Words
14.7 Self Assessment Questions and Exercises
14.8 Further Readings

14.0 INTRODUCTION

Finite difference schemes for time-dependent Partial Differential Equations (PDEs)

have been employed for many years in computational fluid dynamics problems,
including the idea of using centered finite difference operators on staggered grids
in space and time to achieve second-order accuracy. The novelty of Kane Yee’s
FDTD scheme, presented in his seminal 1966 paper, was to apply centered finite
difference operators on staggered grids in space and time for each electric and
magnetic vector field component in Maxwell’s curl equations. The descriptor “Finite-
Difference Time-Domain” and its corresponding “FDTD” acronym were originated
by Allen Taflove in 1980. Since about 1990, FDTD techniques have emerged as
primary means to computationally model many scientific and engineering problems
dealing with electromagnetic wave interactions with material structures.
Finite difference methods convert Ordinary Differential Equations (ODE)
or Partial Differential Equations (PDE), which may be nonlinear, into a system of
linear equations that can be solved by matrix algebra techniques. Modern computers
can perform these linear algebra computations efficiently which, along with their
relative ease of implementation, has led to the widespread use of FDM in modern
numerical analysis. Today, FDM are one of the most common approaches to the
numerical solution of PDE, along with finite element methods. The Laplace transform
is a powerful integral transform used to switch a function from the time domain to
Self-Instructional
Material 225
Transforms to Solve the s-domain. The Laplace transform can be used in some cases to solve linear
Finite Difference
Equations differential equations with given initial conditions.
In this unit, you will study about the transforms to solve finite difference
equations.
NOTES

14.1 OBJECTIVES

After going through this unit, you will be able to:

· Understand the transforms to solve finite difference equations

14.2 FINITE FOURIER TRANSFORMATION

Let (fx) be a function that is sectionally continuous over some finite interval (0, l)
of the variable x. The finite Fourier sine transform of f(x) on this interval is defined
As
P x
f (P) =
d
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 = , then

f (P) = 0
f ( x) sin px dx

14.2.1 Inversion Formula for Sine Transform

If finite Fourier sine transform of f(x) is given by f (P) over the interval (0, l), then
given by
2  ( P ) sin P x
f(x) = l fs
P 1 l

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
P x
f(x) = bp sin
P 1 l

2 l P x 2 
Where bp = f ( x ) sin dx fs( P )
l 0 l l

Where is fs ( P) is the finite Fourier sine transform of f(x).

2  ( P ) sin P x
Hence f(x) = l fs
P 1 l
Self-Instructional
226 Material
 Transforms to Solve
14.3 FINITE FOURIER COSINE TRANSFORM Finite Difference
Equations

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 NOTES
defined as
P x
 ( P) =
l
fc f ( x ) cos dx
0 l

14.3.1 Inversion Formula for Cosine Transform

 ( P) over the interval (0, l),

If finite Fourier cosine transform of f(x) is given by fc
then the inversion formula for cosine transform is given by
1 2  ( P ) cos P x
f(x) = l fc (0)
l P1
fc
l

 (0) =
l
Where fc 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
a0 P x
fc (x) = 2 ap cos
P 1 l

2 l P x
Where ap = f ( x ) cos dx
l 0 l

2 
= fc( P )
l

2 l 2 
 a0 = f ( x) dx f c (0)
l 0 l

1 2 P x
 f(x) = l fc (0) l fc ( P ) cos
l
P 1

14.3.2 Convolution
Let f(x) and 4(x) be two functions defined on the interval –2<x<2 then the
function,

F(x) * G(x) = F (x y )G | y | dy

is called the convolution of F(x) and G(x) on the interval –<x<.

Self-Instructional
Material 227
Transforms to Solve Example. 14.1: Find finite Fourier sine and cosine transforms of f(x) = x, 0<x<
Finite Difference
Equations
P x
Solution: fc ( P) = 0
f ( x ) sin dx

NOTES
= 0
f ( x) sin px dx

= 0
x sin px dx

x cos px 1
= cos px dx
p 0
P 0

P 1
1 sin px
= P P2 0

As cos P = (–1)P
P 1
1
=
P

And fc ( P) = 0
f ( x) cos pxdx

= 0
x cos pxdx

x sin px 1
= sin px dx
p 0
P 0

1
= 0 cos px
P2 0

( 1) P 1
= if P = 1, 2, 3
P2
Example 14.2: Find finite cosine transform of f(x) if

1 0 x
2
f(x) =
1 x
2

P x
Soluation: As fc ( P) = 0
f ( x ) cos dx

= 0
f ( x) cos px dx

Self-Instructional
228 Material
 /2
Transforms to Solve
= f ( x ) cos px dx f ( x) cos px dx Finite Difference
0
2 Equations

/2
= 1.cos px dx ( 1) cos px dx
0
2 NOTES
/2
sin px sin px
= p p
0 /2

1 P 1 P
= sin sin
P 2 P 2

2 P
= sin ,P 0
P 2
Example. 14.3: Find finite sine transform of f(x) = cos|cx, 0<x<.
P x
Solution: fc ( P) = 0
f ( x ) sin dx

= 0
f ( x) sin px dx

= 0
cos kx sin px dx

1
= sin( P K ) x sin ( P k ) x dx
2 0

1 cos ( P k ) x cos ( P k ) x
= 2 P K P K 0

1 cos ( P k ) cos ( P k ) 1 1
= 2 P K P K K P P K

1 ( P K ) cos ( K P) ( K P) cos ( P K ) P K K P
= 2 P2 K 2 P2 K 2

1
= 2 P2 K 2 P cos ( K P) cos ( P K ) K cos ( K P) cos ( P K ) 2P

1
= P cos K cos P K sin k sin P P
P2 K2

P
= 1 cos K cos P
P2 K2

P P
= 1 1 cos K
P2 K2
P = 1, 2…
Self-Instructional
Material 229
Transforms to Solve Example. 14.4:Find finite cosine transform of f(x) if
Finite Difference
Equations
cos K ( x)
f(x) = , O<x<.
K sin k
NOTES
Solution: fc ( P) = 0
f ( x) cos px dx

cos K ( x)
= cos px dx
0 K sin k

1
= cos K ( x) Px cos K ( x) Px dx
2 K sin k 0

1 sin (k kx Px) sin(k kx Px)

= 2K sin k P K P K 0

1 sin P sin( P ) sin k sin K

= 2K sin k P K P K P K P K

1 1 1
= 2K P K P K

1
= 2 , K  0, 1, 2…
P K2

P
6 sin cos P
Example. 14.5: Find f(x) if fc ( P) = 2 for P = 1, 2, 3…
(2 P 1)

2
= for P = 0, 0 < x < 4

1 2 P x
Solution: f(x) = f c (0) fc ( P ) cos
l l P1 l

P
6 sin cos P
= 1 2 2 2 P x
. cos
4 4P 1 (2 P 1) 4

P
sin cos P
= 1 3 2 P x
cos
2 P 1 2P 1 4

cos 2 P / 3
Example. 14.6: Find f(x) if fc ( P) = 2 P 1 2 , if 0<x<1

Self-Instructional
230 Material
 Transforms to Solve
1 2 P x
Solution: f(x) = f c (0) fc ( P) cos Finite Difference
l l P 1 l Equations

P
cos 2 NOTES
1 cos 0 2 3 cos P x
=
l (0 1) 2 1P 1 2P 1
2

cos 2(2 P / 3)
= 1 2 2
cos P x
P 1 2P 1

2 ( 1) P 1
Example. 14.7: Find f(x) if fc ( P) = 3 , P = 1, 2, 3… O < x c
P

2 P x
Solution: f(x) = fc ( P )sin
l P1 l

P 1
2 2 1
= sin Px
P 1 P3

( 1) P 1
= 4 sin px
P 1 P3

Example. 14.8: Find finite cosine transform of f(x) if

cos h c( x)
f(x) = sin h ( c)
, 0<x<

Solution: fc ( P) = 0
f ( x) cos px dx

cos h c( x)
= cos px dx
0 sin h ( c)

1 ec ( x)
e ( x)

= cos px dx
sin h( c) 0 2

1
= ec e cx
cos px dx e c ecx cos px dx
2sin h( c) 0 0

cx
1 e
= ec [ c cos px p sin px]
2sin h c C2 P2 0

cx
e
ec 2
[c cos px p sin px]
C P2 0

Self-Instructional
Material 231
Transforms to Solve
Finite Difference
1 1
= c cos( P) cec c cos( P) ce c

Equations 2sin h c c P 2
2

c ec e c

NOTES = 2 c2 P 2 sin h ( c)

c
= c 2
p2

Example. 14.9: Find Fourier sine and cosine transform of f(x) = 2x, 0<x<4
P x
fc ( P) =
4
Solution: f ( x ) sin dx
0 4
4
P x P x
2 x cos cos
4 2
4
4 dx
= P 0 P /4
4 0

4
P x
sin
32 8 4
cos
= p p P /4
0

32
= cos p
p

P x
fc ( P) =
4
2 x.cos dx
0 4
4
P x
2 x cos
4 4 P x
2 cos dx
= P 0 4
4
0 P /4

4
P x
sin
32 8 4
cos p
= p p P /4
0

32
= cos p
p

P x
fc ( P) =
4
2 x.cos dx
0 4
4
P x P x
2 x sin sin
4 2
4
4 dx
= P 0 P
4 0 4
Self-Instructional
232 Material
 Transforms to Solve
4
P x Finite Difference
cos Equations
8 4
= P P
4 0
NOTES
32
= cos P 1
P 2

14.3.3 Application of Fourier Transformation

Fourier transformation may be used to solve partial differential eg., when boundary
and initial values are given.
1. Application of Infinite Fourier Transform
Firstly we consider the problems in which are of the variable ranges from - to .
Such problems are solved by taking infinite Fourier transformation on both sides
of the example. If variable ranges from 0 to , then we may apply sine or cosine
fourier transformation.
52 v
if we want to remove a term in a differntial equation applying sine transform,
5x2
we have
2
v V v
sin px dx = sin px p cos px dx
0 x2 x 0
0 x

v
= p cos px dx
0 x

v
if 0 as x
x

= p v cos px 0
p
0
v sin px dx

= pv x 0
p 2 vs

Where vs is sine transform of v, assuming

That v  0 as x .
Now applying cosine transform, we have
2
v v v
cos px dx = cos px sin px dx
0 x2 x 0
0 x

v
= p v sin px 0
p2 v cos px dx
x x 0
0

Self-Instructional
Material 233
Transforms to Solve
v
Finite Difference If  0 as x .
Equations x

v
= p 2 vc
NOTES x x 0

Where vc is cosine transform of v, assuming that v  0 as x .

2
v
Thus we see that to remove from a differential eq, we require,
x2

v x 0
in sine transform

v
x in cosine transform
x 0

Working Rule
1. Firstly, apply Fourier transform on both sides of differential eq.
(a) If variable ranges for – to , apply complex Fourier transform;
(b) If variable ranges for 0 to  and
(i) v x 0
is given, apply sine transform

v
(ii) x is given, apply cosine transform
x 0

2. Solving the definite integrals, we can find fourier transform of dependent

variable in terms of p.
3. To find the value of dependent variable apply corresponding inversion
formula.
4. Arbitrary constants due to integration may be removed by applying initial
and boundary conditions.
2. Fourier Transform of the Derivatives of a Function

(a) The Fourier transform of f (x) the derivative of f(x) is ipf ( R), where
f ( P), is the Fourier transform of f(x)

(b) Fourier transform of f n(x), is (–ip)n, provided that the first (n–1) derivatives
of f(x) vanish as x
2
v v
Example 14.10: Solve , x > 0, t > 0 subject
t x2
To conditions,
(i) v=0 when x=0, t > 0

Self-Instructional
234 Material
 Transforms to Solve
1 0 x 1 Finite Difference
(ii) v 0 x 1 at t = 0 Equations

(iii) v(x, t) is bounded.

Solution: As v is given at x = 0, therefore applying Fourier sine transform on both NOTES
sides of the example,
2
2 v 2 v
sin px dx = .sin px dx
0 t 0 x2

2 d 2 v v
v sin px dx = sin px p cos px dx
dt 0 x 0
0 x

dvs 2 v
= p
x
cos px dx
dt 0

v
If  0 as x .
x

2
= p v cos px 0
p2
0
v sin px dx

2
= p U x 0
p 2 vs

If v  0 as x .
dvs
= 0 p 2 vs by (i)
dt

dvs
Or vs = –p2 dt

 vs = Ae p 2t (1)
Where A is a constant

2
Now at t = 0, vs ( P, 0) = 0
v( x, 0) sin px dx

2 1
= 0
1.sin px dx 0

1
2 cos px
= p 0

1 cos p
 vs ( P, 0) = p
at t = 0
Self-Instructional
Material 235
Transforms to Solve Substituting in (1)
Finite Difference
Equations
1 cos p 2
vs (P, 0) = p
A

NOTES
2 1 cos p p2t
 vs (x, t) = p
e

Applying inverse Fourier sine transform,

2 1 cos p p2 t
v (x, t) = e cos px dx
0 p

v 2 2u
Example 14.11: Solve , x > 0, t > 0
t x2
If u(0, t) = 0, u(x, 0) = e–x, x > 0
and u (x, t) is bounded where x > 0, t > 0.
Solution: As u is given at x = 0, therefore applying Fourier sine transform on both
2
2 u 2 u
sides . sin px dx = 2 sin px dx
0 t 0 x2

2 u 2 u v
u sin px dx 2 sin px 2p cos px dx
0 t x 0
0 x

u
If  0 as x .
x

d 2
us = 2 p u cos px 0
2 p2 u sin pxdx
dt 0

If u  0 as x .

2
= 2 pu (0, t ) 2 p 2 us

= 2 p 2 us

d
us 2 p 2 vs = 0
dt

u s = Ae 2 p t 2
(i)
As u(x, 0) = e–x

2
 t = 0, u s = 0
e x sin pxdx

Self-Instructional
236 Material
 Transforms to Solve
x
2 e Finite Difference
= sin px p cos px Equations
1 p2 0

2 p NOTES
u s = at t = 0
1 p2

Substituting in (1)

2 p
u s = A
1 p2

2 p 2 p2t
 u s = 1 p2
e

Now applying fourier sine transform,

2
2 Pe 2 p t
u (x, t) = 0 1 p2
sin pxdp

Example 14.12: Use the complex form of the Fourier transform to show that
1 ( x u)
v f (u ) exp du is the solution of the boundary value problem
2 t 4t
2
v v
, –<x<, t > 0
t x2
v = f(x) when t = 0
Solution: Applying complex Fourier transform of both the sides of the given
equation, we have
2
1 v 1 v ipx
e pxdx = e dx
2 t 2 x2

2
1 d 1 v ipx
ve pxdx = e dx
2 dt 2 x2

= ( ip ) 2 v ( p ) by 2(b)

dv
= p 2 v
dt

 v = Ae p2t (i)
But at t = 0, A = v
1
At t = 0, v = f (u )eipu du A
2
As v = f(x) at t = 0
Self-Instructional
Material 237
Transforms to Solve
Finite Difference p2 t 1
 v =e f (u )eipu du A
Equations 2
As v = f(x) at t = 0
NOTES
p2 t 1
v =e f (u )eipu du A
2
Taking inverse Fourier transform, we have
p 2t
1 e
v(x, t) = f (u )eipu du eipx dp
2 2

1 p 2 t ip ( x u )
= f (u ) e dp du
2
2
(x u)
1 t p i
2t ( x 4) 2
= 2 f (u ) e dp du
4t

( x 4)2
1 1 y 2 dy
= 2 f (u ) e e 4t
du
t

i ( x 4)
Taking t p = y
2t

dy
 dp =
t

( x 4)2
1 1
= f (u ) e 4t
du
2 t

1 y 2 dy
As e
2

( x 4)2
1
Or v = f (u )e 4t
du
2 t

4 2
v v
Example 14.13: Solve x 4 0, x , y 0
y2

Satisfying the conditions

(i) v and its partial derivatives tend to aro as x and
v
(ii) v = f(x), y =0 on y = 0

Self-Instructional
238 Material
Solution: Taking the Fourier transform of both sides, we have Transforms to Solve
Finite Difference
4 2 Equations
1 v ipx 1 v i
e dx e pxdx 0
2x x4 2 y2
NOTES
3 3
v ipx v ipxdx d2
Or e ip e ve ipx dx =0
x3 x3 dy 2

1
2
v ipx 2
v ipx d 2 v
Or 0 ip e ip e dx =0
2 x2 x2 dy 2

1 v ipx v ipx d 2 v
i2 p2 e ip e dx =0
2 x x dy 2

1 3 d 2 v
ip veipx ip v.eipx dx =0
2 dy 2

d 2 v
4
ip
Or v.eipx dx =0
2 dy 2

d 2 v
or p v dy 2 = 0
4

 v = A cos p 2 y B sin p 2 y …(i)

v
Given y = 0, v = f(x) and y 0

 taking Fourier transform, we have

1
y = 0, v f ( x)eipx dx f ( p )
2

1 v ipx
And e dx 0
2 y

v
Or y
=0

By (i), f ( p) = A

v
And y
= 0 = Bp2

Or B =0
 (i) v f ( p) cos p 2 y
Self-Instructional
Material 239
Transforms to Solve Applying inversion theorem for fourier transform
Finite Difference
Equations
1
v= f ( p) cos p 2 y eipx dp
2
NOTES Example 14.14: Prove that the solution of Laplace’s equation for v inside the
semi-infinite strip x > 0, 0 < y < b such that
v = f(x), when y = 0, 0 < x < 
= 0, y = 0, 0 < x < 
0=0 x = 0, 0 < x < b
Is given by
2 sin h(b y ) p
v = f (u )du sin xp sin updp
0 0 sin hpb

Solution: Two dimensional Laplace’s equation is

2 2
v v
x2 y2
= 0, 0 < x < , 0 < y < b …(i)

Taking Fourier sine transform of (i), we have

2 2
2 v 2 y
0 x2
sin pxdx
0 y2
sin pxdx =0

2 v v d 2 vs
sin px p cos pxdx =0
x 0
0 x dy 2

2 d 2 vs
Or p v cos px p v sin pxdx =0
0 0 dy 2

v
0 as x
x

d 2 vs
Or p 2 vs = 0 v 0as x
dy 2

 v = A cos h py + B sin h py …(i)

Now taking Fourier sine transform of given condition, we have

2
When y = 0, vs = 0
f (u ) sin pudy

And when y = b, vs =0

2
 From (1) we have 0
f (u )sin pudy A

Self-Instructional
240 Material
And 0 = A cos h pb + B sin h pb Transforms to Solve
Finite Difference
Equations
cos hpb 2
Or B = sin hpb 0
f (u ) sin pudy

NOTES
2
 Vs = cosh py
0
f (u ) sin pudu

2 cosh pb
sinh py f (u ) sin pudu
sinh pb 0

2 cosh pb sinh py
= f (u ) sin pu cosh py du
0 sinh pb

2 cosh py sinh pb cosh pb sinh py

= f (u )sin pu du
0 sinh pb

2 sinh(b y ) P
= 0
f (u ) sin pu
sinh pb
du

Taking the inverse Fourier sine transform, we have

2
V = vs sin pxdp
0

2 sinh(b y ) P
= f (u )du sin pu.sin px.dp
0 0 sinh pb

Example 14.15: Using the Fourier sine transform, solve the partial differential
2
v v
equation k for x>0, t>0, under the boundary condition
t x2
v = v0 when x = 0, t > 0
v = 0, t = 0, x > 0
Solution: Applying fourier sine transform on both sides of the equation,
2
2 v 2 v
sin pxdx = k sin pxdx
0 t 0 x2

2 d 2k v v
 v sin pxdx = k sin px p cos pxdx
dt 0 x 0
0 x

2
= 0 kP v cos px 0
p2
0
v sin pxdx

v
If  0 as x 
x
Self-Instructional
Material 241
Transforms to Solve
Finite Difference d 2
Equations Or vs = kpvx 0kp 2 vs
dt

dvs 2
NOTES p 2 vs = kpv0
dt

2t
 I.F. =e kp 2 dt ekp

2 2
Hence Sol. vs .e 2 p t = kpv0 e kp t dt c
2

2 v0 kp2t
vs e kp t = e c …(1)
2

But at t = 0, vs 0

v0 2
From (1), 0 =c
p

v 2
 c = p0

v0 2 2

 vs e kp t = e kp t 1
2

2 v0 kp 2 t
Or vs = p
1 e

Now applying the inverse Fourier transform,

kp 2 t
2 1 e
v = v0 sin pxdp
0 p

kp 2 t
2v0 sin px e
= dx sin pxdp
0 p 0 p

kp 2t
2v0 e
= sin pxdp
2 0 p

14.3.4 Application of Finite Fourier Transformation

If v(0,t) and u(l, t) are given then apply finite sine transform.
If ux (0, t) and ux (l, t) are given then apply finite cosine transform.

Self-Instructional
242 Material
Example 14.16: Use finite Fourier transform to solve Transforms to Solve
Finite Difference
2 Equations
U U
= 0 x 4, t 0
t x2
U(0, t) = 0, U(4, t) = 0, U(x, 0) = 2x NOTES
As U is given at x = 0 and at x = 4
 Applying Fourier sine transform on both sides
2
4 U p x 4 U p x
sin dx = sin dx
0 t 4 0 x2 4
4
d  U sin p x 4 U p p x
Us = . cos dx
dt x 4 0
0 x 4 4

4
p p x P2 2 4 p x
= 0 U cos U .sin dx
4 4 0 16 0 4

p p2 2 
= U (0, t ) U (4, t ) cos p Us
4 16

d  p2 2 
Us = 0 Us
dt 16

U s
p2 2

 = Ae 16
t

Given U(x, 0) = 2x, where 0 < x < 4,

taking finite Fourier sine transforms, we have
4 sin p x
At t = 0, U s = 2 x. dx
0 4
4
4 p x 4 4 p x
= 2x cos 2. . sin
p 4 p p 4 0

32( cos p )
= p

p 1
32 1
=
p

p 1 p 2 2t
32 1
Hence U s = e 16
p

Self-Instructional
Material 243
Transforms to Solve Applying inverse finite Fourier sine transforms,
Finite Difference
Equations p 1 p2 2t
2 32 1 p x
U ( x, t ) = e 16
sin
4 p 1 p 4
NOTES
p 1 p2 2 t
16 1 p x
= e 16
sin
p 1 p 4

Example 14.17: Using finite Fourier transform, find the solution of the wave
equation
2
U 4 2U
t2 x2
Subject to the conditions
U(0, t) = 0, U(, t) = 0, U(x, 0) = (0.1) sin x + (0.01) sin 4x
and Ut(x, 0) = 0, for 0 < x <x, t > 0
Applying finite Fourier sine transform on both sides of the equation
2 2
U U
sin pxdx =4 sin pxdx
0 t2 0 t2

d2  U U
Or Us =4 x
sin px
0 x
. p cos pxdx
dt 2 0

= 4 p U cos px 0 0
U . p sin pxdx

= 4 p 0 pU s
d2 
Or Us 4 p 2U s =0
dt 2
 U s = A cos 2pt + B sin 2pt (1)
Now at t = 0, U = (0.1) sin x + (0.01) sin 4x
U
And Ut = 0
t
Taking finite sine transforms, we have
At t = 0, U s = 0
0.1 sin x 0.01 sin 4 x sin pxdx

= 0.1 0
sin xpxdx 0.01
0
sin 4 x sin pxdx
 From equation (1)
We have A 0.1
0
sin x sin pxdx 0.01
0
sin 4 x sin pxdx

dU s
Also 0 as U t 0
dt
Self-Instructional
244 Material
 Transforms to Solve
dU s Finite Difference
 From Equation (1) 0 = 2Bp or B = 0 Equations
dt
 Equation (1) becomes
NOTES
U s = 0.1
0
sin x sin pxdx 0.01
0
sin 4 x sin pxdx cos 2 pt

Applying inverse of finite Fourier sine transforms,

We have
2
U(x, t) = U s .sin px
p 1

2
= (0.1) sin x sin pxdx cos 2 pt sin px
0
p 1

2
0.01 sin 4 x sin pxdx cos 2 pt sin px
0
p 1

2
= 0.01
0
sin x.sin xdx cos 2t sin x

2
= 0.01
0
sin 4 x sin 4 xdx cos8t sin 4 x

(Since the integrals in first summation are all zero if p 1, and the integrals in second
summation are all zero, p = 4)
Or V(x, t) = (0.1) cos 2t sin x + (0.01) cos 8t sin 4x

Check Your Progress

1. Explain the finite Fourier transformation.
2. Define the inversion formula for sine transform.
3. Illustrate the finite Fourier cosine transform.
4. Analyse the inversion formula for the cosine transform.
5. Elaborate on the application of finite Fourier transformation.

14.4 ANSWERS TO CHECK YOUR PROGRESS

QUESTIONS

1. Let (fx) be a function that is sectionally continuous over some finite interval
(0, l) of the variable x. The finite Fourier sine transform of f(x) on this
interval is defined As
P x
f (P) =
d
f ( x)sin dx
0 l
Where P is an integer.
Self-Instructional
Material 245
Transforms to Solve
Finite Difference 2. If finite Fourier sine transform of f(x) is given by f (P) over the interval (0,
Equations l), then given by
2  ( P ) sin P x
NOTES f(x) = l fs
P 1 l

3. 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
P x
 ( P) =
l
fc f ( x ) cos dx
0 l
 ( P) over the interval
4. If finite Fourier cosine transform of f(x) is given by fc
(0, l), then the inversion formula for cosine transform is given by
1  (0) 2  ( P ) cos P x
f(x) = l fc l
fc
l
P 1

 (0) =
l
Where fc 0
f ( x)dx

5. If v(0,t) and u(l, t) are given then apply finite sine transform.
If ux (0, t) and ux (l, t) are given then apply finite cosine transform.

14.5 SUMMARY

 Let (fx) be a function that is sectionally continuous over some finite interval
(0, l) of the variable x. The finite Fourier sine transform of f(x) on this
interval is defined As
P x
f (P) =
d
f ( x)sin dx
0 l
Where P is an integer.
 If finite Fourier sine transform of f(x) is given by f (P) over the interval (0,
l), then given by
2  ( P ) sin P x
f(x) = l fs
P 1 l

 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
P x
 ( P) =
l
fc f ( x ) cos dx
0 l

 ( P) over the interval

 If finite Fourier cosine transform of f(x) is given by fc
Self-Instructional (0, l), then the inversion formula for cosine transform is given by
246 Material
 Transforms to Solve
1 2  ( P ) cos P x Finite Difference
f(x) = l fc (0)
l P1
fc
l Equations

 (0) =
l
Where fc 0
f ( x)dx
NOTES

14.6 KEY WORDS

 Finite Fourier Transformation: Let (fx) be a function that is sectionally
continuous over some finite interval (0, l) of the variable x. The finite Fourier
sine transform of f(x) on this interval is defined As
P x
f (P) =
d
f ( x)sin dx
0 l
Where P is an integer.
 Inversion Formula for sine transformation: If finite Fourier sine
transform of f(x) is given by f (P) over the interval (0, l), then given by

2  ( P ) sin P x
f(x) = l fs
P 1 l
 Finite Fourier Cosine transformation: 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
P x
 ( P) =
l
fc f ( x ) cos dx
0 l
 Inversion Formula for Cosine transformation: If finite Fourier cosine
 ( P) over the interval (0, l), then the inversion
transform of f(x) is given by fc
formula for cosine transform is given by
1 2  ( P ) cos P x
f(x) = l fc (0)
l P1
fc
l

 (0) =
l
Where fc 0
f ( x)dx

14.7 SELF ASSESSMENT QUESTIONS AND

EXERCISES

Short-Answer Questions
1. Define the finite Fourier transformation.
2. Elaborate on the inversion formula for sine transform.
3. Explain the finite Fourier cosine transform.
Self-Instructional
Material 247
Transforms to Solve 4. Illustrate the inversion formula for the cosine transform.
Finite Difference
Equations 5. Find finite Fourier sine and cosine transform of f(x) = 1 0<Cx<
2
x
6. Find fc ( P) if f(x) 1 , 0<x>
NOTES
x
7. Find fc ( P) if f(x) = , 0<x>

8. Find fc ( P) if f(x) = ecx and f(x) = x3, 0<x>

x2
9. Find fc ( P) if f(x) = x and f(x) = sin nx, 0<x<
3 2
10. When f(x) = sin mx where m is a positive integer prove that fc ( P) = if pm
and

fc ( P) = if P = m
2
x 0 x /2
11. Find fc ( P) , if f(x)= x /2 x

12. Find fc ( P) , if f(x)= 3x2,

x2
f(x) = ,
2 6
x
f(x) = 1

x
f(x) =
4

Long-Answer Questions
1. Discuss briefly the finite Fourier transformation.
2. Analyse the inversion formula for sine transform.
3. Define briefly the finite Fourier cosine transform.
4. Explain the inversion formula for the cosine transform.
5. The temperature U in the semi-infinite rod 0 x is determined by the
differential equation
U k 2U
= subect to the condition
t x2
(i) U = 0 when t = 0, x  0
U
(ii) = – (a constant) when x = 0 and t > 0
x

Self-Instructional
248 Material
 Make use of cosine transform, prove that Transforms to Solve
Finite Difference
Equations
2 cos px kp 2 t
U ( x, t ) 1 e dp
0 p2

2
NOTES
U U
6. Solve
t x2

x ,0 x 1
if U x (0, t ) 0, U ( x 0) 0 ,x 1

and U(x, t) is bounded where x > 0, t < 0

7. If the flow of heat is linear so that the variation of 0 (temperature) with z and
y may be neglected and if it assumed that no heat is generated in the medium,
2

Then solve the differential equation where

t x2
– < x  and  = f (x) at t = 0.
2
v v
8. Use finite Fourier cosine transform to solve k with the boundary
t x2
conditions
v
0, when x = 0 and x = p, t > 0 and the initial condition v = f(x), when
t
t = 0, 0 < x .
9. Use finite Fourier transform to solve
2
v v
, 0 < x < 6, t > 0
t x2
and Vx (0, t) = 0, Vx (6, t) = 0, V (x, t) = 2x
2
v v
10. Solve , 0 < x < 6, t > 0
t x2
Subject to conditions U(0, t) = 0, U(6, t) = 0
1 0 x 3
U (x 0)
0 3 x 6

and interpret physically

2 2
v v
11. Solve 9 , subject to conditions
x2 x2
U(0, t) = 0, U(2, t) = 0, U(x, 0) = (0.05) x (2 – x)
and Ut (x, 0) = 0, 0 < x < 2, t > 0

Self-Instructional
Material 249
Transforms to Solve
Finite Difference 2
U (0, t ) 1,U ( , t ) 0
Equations U U
, U ( x, 0) 1
12. Solve t x2
0 x ,t 0
NOTES 13. Determine a function V(x, 4) which is harmonic in the square, 0 < x < , 0
< y < , takes a constant value v0 on the edge and vanishes on the other
edges of the square.
14. 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 )
2
15. 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 1 a x
tan tan
y y

r
The result e sx
x 1 sin rxdx tan 1
,r 0, s 0
0 s
May be assumed.

14.8 FURTHER READINGS

Narayanan, S., T. K. Manickavasagam Pillai. 2014. Calculus, Volume II. Chennai:

S. Viswanathan (Printers & Publishers) Pvt. Ltd.
Veerarajan, T. 2011. Engineering Mathematics, 3rd Edition. New Delhi: Tata
McGraw-Hill.
Sharma, A. K. 2004. Text Book of Differential Calculus. New Delhi: Discovery
Publishing House.
Narayanan, S., T. K. Manickavasagam Pillai. 2009. Differential Equations and
its Applications. Chennai: S. Viswanathan (Printers & Publishers) Pvt.
Ltd.
Coddington, Earl A. 1987. An Introduction to Ordinary Differential Equations.
New Delhi: Prentice Hall of India.
Coddington, Earl A. and N. Levinson. 1972. Theory of Ordinary Differential.
Equations. New Delhi: Tata McGraw-Hill.
Boyce, W. E. and Richard C. DiPrima. 1986. Elementary Differential Equations
and Boundary Value Problems. New York: John Wiley and Sons, Inc.
Sharma, A. K. 2009. Engineering Mathematics. New Delhi: Discovery Publishing
Self-Instructional House.
250 Material