0, whose graph appears in Fig. 14.CHAP. 1] THE LAPLACE TRANSFORM 9 It is geometrically evident that as «+0 the height of the rectangular shaded region increases indefinitely and the width decreases in such a way that the area is always equal to 1, ie. S Pit)dt = 1. . This idea has led some engineers and physicists to think of a limiting funetion, denoted by 8(t), approached by Fi(t) as «> 0. This limiting function they have called the unit impulse function or Dirac delta function. Some of its properties are L So dt=1 2, S 3(1) Gt) dt = G0) for any continuous function G(t). O 3. S &(ta) G(t) dt = G(a) for any continuous function G(t). ° Although mathematically speaking such a function does not exist, manipulations or operations using it can be made rigorous. TX. Null functions. If 2(¢) is a function of ¢ such that for all > 0 S N(u)du = 0 (81) we call N(t) a null function. fi tae Example. The function F(t} = {1 t=1 is a null function. 0 otherwise In general, any function which is zero at all but a countable set of points [i.e. a set of points which can be put into onetoone correspondence with the natural numbers 1,2,3,...] is @ null function. LAPLACE TRANSFORMS OF SPECIAL FUNCTIONS In the following table we have listed Laplace transforms of various special functions. For a more extensive list see Appendix B, Page 245. Table of Laplace transforms of special functions Fw fle) =
0; (b+) £{t} = a 8>0; (0) £ fer}
= P
(@) £0} = ery dt = yim fo estat
ens P
= jim =P = lim = 1 ite>o
pan —# lo pam
(b) 4) = = jim
where we have used integration by parts.CHAP. 1] THE LAPLACE TRANSFORM n
om
© ete) = Bin fo eremeat
= lim ioero or = a if s>a
For methods not employing direct integration, see Problem 15,
oy _ 8,
Prove that (a) £(sinat) = 2a, (b) L{cosat) = weg if s>0.
(@ fisinat) = fF esinatat = Jim fem sinatat
. nat — acosat)
= gig tere
® fteonat) = fem conat dt = jim
= lim & (<8 cosat + asinat) ?
= ee et at
wig sit s>0
 fre *
‘We have used here the results
Pee = ott (a din Bt — B cos Bt)
S exe sin seat es o)
Seccossear = Seeongt + pring ®
Another method. Assuming that the result of Problem 1(c) holds for complex numbers (which ean
be proved), we have
otia
£ {oe} siis, )
But et = cosat + isinat, Hence
eat) =f em Ht(cosat + dina
ete = fem teo8 w
= fo emeosat dt + if ene sinat de = efeosath + 1 sinat)
0 7
From (8) and (4) we have on equating real and imaginary parts,
Lteosat} = ata, €{sinat} =
Fe12 . THE LAPLACE TRANSFORM [CHAP.1
3. Prove that (a) £(sinhat} = ="—s, (b) £ {cosh at) = wo if >a}.
@ Aisinh at) = {25} = fees =) ae
= 1 gweceat —1 [ esteat
= ES eee at — 5 P emenst ae
1
= Fete  fete
= 1f =
 {433}
Another method. Using the linearity property of the Laplace transformation, we have at once
5 for #>al
£toinhaty = “} = Fete  dates
= aig for eel
(8) As in part (@),
kXeoshat} = sae} = Lefer + pater
1
for 6 > a
4, Find £(F(0)} if F(Q) = { ae
By definition,
£tFO) = S etR() dt =
;
THE LINEARITY PROPERTY
5. Prove the linearity property [Theorem 12, Page 3}.
Let £(Fy()} = file) = f e#P,(Qdt and £4F2(t)) = fale) S e*F, (dt, Then if
e, and cy are any constants, ~°
for Filt) + 02 Fale)? ens fey Fy(t) + eg Fa(t)) de
ek EF UO} + cok {Fat}
emt Py (t)dt
HR (Qdt + op
= erhils) + erfals)
‘The result is easily generalized (see Problem 61}.CHAP. 1] THE LAPLACE TRANSFORM 13
6 Find ¢ {de + 6i — 8sin4t + 2cos2t}.
By the linearity property [Problem 5] we have
£ (de + 6 — Bsindt + 2eosat} = AL {eH} + 6.L{H) ~ BL fsindt) + 21 {eos2th
_ 1 Baty 4 2
= «(G4) + 6()  Gah) +2
— 44 6 _ 12 28
= get we Fret Bia
where > 6.
TRANSLATION AND CHANGE OF SCALE PROPERTIES
7. Prove the first translation or shifting property: If £(F(t)) = f(s), then £ (e*F(t)) =
i(s—a).
We have erin = feerma = 16
‘Then Let FO} = SI eo {eat F()} dt
= Lemmy de = Me
lo
8& Find (a) 2 {te*}, (b) £{e* sin 4t}, (c) £ {e" cosh Bt}, (d) .£ (e“*(8 cos 6t — 5 sin 6t)).
@ <@) = Then £ {tei} =
2
(e—3*
4
erie
() {sin ae) = Then £{e~® sin 4t} =
4 = 4
F216 © Has +20"
4 =4
= *
(@ £ cosh5e} = arte = 7
Then £ {et cosh 5t} =
Another method.
{et cosh Bt} = e{eor(S4*)} = hetrey
(@ £48 cos6t — & sin6t} = 3. {cost} — 5.2 (sin6t}
* 6 3e— 30
8(shas)  6 (tes) = 36
Tun (eM @omst Sunsyy = TE = eeaT14 THE LAPLACE TRANSFORM (CHAP. 1
9. Prove the second translation or shifting property:
F(t — t
He CEO) = Fe) and Gy = {FO 28,
£16) = Sf naw ae = SS
Sionma + Sl care at
then .£(G(t)} =
* f(s).
Haq de + Fema ae
= f[omreo a
= Semen du
em Fu) du
= ema f(a)
where we have used the substitution ¢ = uta.
10. Find (R10) it FQ = {PRED Pee
stot, gtr) = ferme ae +f ements a
5 fl cco eee
0
= ent ( e cosu du
Method 2. Since £ {cost} =
Ll. Prove the change of scale property: If £(F(t)} = f(s), then £{F(at)} = £4(2).
i e—* F(at) dt
f
= LG emery du
£(F(at))
cule) F(x) dala)
using the transformation ¢ = u/a.CHAP. 1) THE LAPLACE TRANSFORM 15
nt) net
12. Given that «(4h tan *(1/s), find efsneth,
U
By Problem 11,
a
wta) =
We have u(t—a) tt few Then
ecue—ay = fee mae +
Another method.
Since {1} = 1/s, we have by Problem 9, £{U(t—a)}
41. Find £ (F< (t)} where F.(t) is defined by (80), Page 8.
Ik 088
. Then
° t>e
Wehave Fi) = {
LEO} = Som ran at
Sorta ae + f e#(0) deCHAP. 1] THE LAPLACE TRANSFORM 27
42, (a) Show that lim £{F.(t)} = 1 in Problem 41.
eo
(0) Is the result in (a) the same as {lim rao}? Explain.
(a) This follows at once since
= imi Gaeta) 2
et ao
It also follows by use of L'Hospital’s rule.
(6) Mathematically speaking, lim Fe(t) does not exist, so that 4 lim rio} is not defined.
Nevertheless it proves usefal to consider (0) = lim F,(O to be sich that “¢(3(9) = 1. We
call 8(t) the Dirac delta function or impulse function.
43. Show that £ (8(t—a)}
‘This follows from Problem 9 and the fact that {8(t)} = 1.
‘+, where 8(t) is the Dirac delta function.
44. Indicate which of the following are null functions.
1 t=1 1 ists
0 otherwise’ © FO = 19 otherwise’
(a) F(t) = (c) F(t) = a(t).
(@) F(f isa null function, since { F(u)du = 0 forall t>0,
(®) If t<1, we have S F(u) du
o
Ir ists2, wehave f° Pujdu = f" (de = ¢1.
o i
isa whee [rad = fod = 1
Since f° F(w)du x0 for all ¢>0, F(t is not a null function,
fj
F 80) du =1 for all €> 0, 6(t) is not a null function,
ve
EVALUATION OF INTEGRALS
45. Evaluate (a) Sf te* cost at, of
(a) By Problem 19,
Lit cost}
ff tert cose dt
_ a = 4 #1
= Gg teas} = &(xt) ery28 ‘THE LAPLACE TRANSFORM (CHAP. 1
‘Then letting #
awe and fT tetteortt
:
(®) If F(t) = ete
then f(s) = £{F()) =
SEI Fay: Thus by Problem 21,
‘Taking the limit as # + 0+, we find
46. Show that (a) Sf 10 dt=1, (b) Sf eterf Vidt = V22.
(0) By Problem 34, Senso ae =
0
‘Then letting 8 > 0+ we find S Joltydt = 1.
(®) By Problem 39, Sl cw etvea =
f
‘Then letting #>1, we find {" et ert VEdt
vir.
MISCELLANEOUS PROBLEMS
47. Prove Theorem 11, Page 2.
‘We have for any positive number N,
7
eure d+ ["eeroa
Since F(t) is sectionally continuous in every finite interval 0= t= N, the first integral on the
right exists. Also the second integral on the right exists, since F(t) is of exponential order y for
t>N. To see this we have only to observe that in such case
Soonre a s tf eH FO  dt
a ns
s S e* FW)] dt
= Sf comer ae =
‘Thus the Laplace transform exists for s> y.CHAP. 1} THE LAPLACE TRANSFORM 29
48. Find 2 {sin V4).
Method 1, using serie
sinyt= yi
Then the Laplace transform is
Vays (iy ~ an OBR aA
“eo te = Me apt gp at
31
+ (3/2) (5/2) 1(1/2) 1(9/2)
conv) = SUP SAB, BRB,
= Vr 1 (1/2? 6) _ (1/22.
= a {1 (ge) + a at
= Mem = Mem
Bee 287
Method 2, using differential equations.
Let Y(t) = sin Vt. Then by differentiating twice we find
4ty’ + 2y'+ Y = 0
Taking the Laplace transform, we have if y = 1 {Y(t)}
tZ ry — 2 ¥@ — YO} + ey YO + y = 0
or 4ey' + (6s—1y = 0
Solving, v= gem
For small values of t, we have sinyt ~ Vt and £{Vt} = Ve/26¥%, For large «, y ~ c/s¥/?, It
follows by comparison that ¢ = Vw/2. Thus
€{sinyvt} = pe
cos
49, Find cj SV"
me of
Let F(t) = sin Vé. Then rosa F(0)=0. Hence by Problem 48,
0, this becomes
vay = sf e*dne + Ingat
—ythn
‘Then differentiating with respect to k,
Seemed <7 MED = et yine
°
Letting k=0 we have, as required,
7 e“Intdt = g{int)
Jo
Supplementary Problems
LAPLACE TRANSFORMS OF ELEMENTARY FUNCTIONS
51. Find the Laplace transforms of each of the following functions. In each case specify the values of
for which the Laplace transform exists.
(a) 20 Ans. (a) 2Me—4), ama
(0) B0% (b) 3/042), a>2
© 58 (©) (6—3e)/02, *>0
@ 2B (@ (+4e—s/e%9+1), > 0
(©) Bcosbt (e) Bs/(o2 + 25), 2>0
(N 10 singe (Nh 60/(02 +36), 2>0
(9) 6 sin 2t — 5 cos 2t (o) (25eyet+4), 8 >0
) (e+ 1 (hy (e+ 42+ 24/68, 8 > 0
( Gint — cose)? () (222 +4/ale2+4), 9 >0
(A) Bcoshbt — 4 sinh St G) @s—20/(0225), ee > 5CHAP. 1] THE LAPLACE TRANSFORM 31
52, Evaluate (a) £{(5e%—3)*}, (6) £ {4 cos? 2t).
2 30 9 2, oe
por ea ty 4 Wit apy #>0
Ans. (a)
53. Find .£{cosh?4t}. Ans.
‘ae = 64)
o 2 _ _ m2le—3) > Bo grog _
Ans. (a) to aD cy (t—2)wt—2). (6) {i ee 4 sin A(t — 8) Wt—3),
© ‘pea 1 a @—1veue—wive.
0 t<1
}, (b) ot,
(aoa 9 £>2
59. Find (a) ¢'
Ans. (a) or (en2e2) — DF UE)
t<2
Je sin ta) > B eee
® a fog OF gt sin (¢— 2) ue 9)
wo tt fF" emr (nde = fly and fe Gio.dt = fpr), where p and q are constants, Sind
ionship between F(t) and Git). Ame. Gilt) = e*/F(t/p\/p
a rel
e. If of z  = ert Vi, find of
oral }, a>o. Ans. erf Vat/Va
1 [VFI  (=e mh
62. If 1) = Jalt), find Wh Ans. a* J,(at)
oR eS Vea os
6. Find (a) { aot we { Ee i
vVa(s—1)f" vero”
. ‘T(Bt—6) t>2 _ put
Ans, (a) et ertVt, (6) fi peg % 7o(st—6) ue 2)
INVERSE LAPLACE TRANSFORMS OF DERIVATIVES AND INTEGRALS
64, Use Theorem 26, Page 44, to find
(@) £* {1s ~ a)8} given that £1 {1s —a)} = eat,
() £71 {a/(s2 — a2)2} given that £! {1/\s¢— a2} = (sinhat)/a.
65, Use the fact that £1(1/e) = 1 to find ¢ 1 (1/o") where m =2,8,4,.... Thus find <' (1/(¢~a)"},
66. Find {atta} Ans, 4tet sin
67. Find (@) fin (33)}. (6) f In (Ha).
* du
Ans. (a) (e!—e~®/t, (6) f
68, Find !{tan1(2/s)}. Ang, 2 sin¢ sinh t/tCHAP. 2} THE INVERSE LAPLACE TRANSFORM 1
Sau — cos be yy,
dae ff 802
MULTIPLICATION AND DIVISION BY POWERS OF «
mm Poo wat cH {091 = f° 6" fry ax a am
Can the integral be written asf ‘ S * f "Po det Explain,
@. Find 1{tin(
a1fia 1 {+2 9 oft
11, Evaluate (a) £ {aces}: m4 {ates} @ £ {etn}:
Ans, (a) 1—t+4P—en% (b) B+} fe™, () Let + t+ BEY
72 Find (a) ¢*
> () «(ara
Ans. (a) $ext VE), (6) f° Jo(au) du
and discuss the relationship between
TTT a=aterT}
these inverse transforms.
18. Find (@) olpantesa}: ) on
Ans. (0) $(#
We (&
If Fit) = £44/(6)}, show that
(@) £71 {sf"(s)} = tF(t) — F(t) (ce) £7¥atf"(s)) = OF) + de P() + 2F(t)
©) £eP"@) = OPH + UFO
7%. Show that £71 {s2/'(s) + F(O)} = —tF"(f) —2F().
THE CONVOLUTION THEOREM
76, Use the convolution theorem to find (a) ¢t
Ans. (a) (ete), (0) sy(o% — e* — Ate 2)
i aif ns. f(sint — a
mrad A geataeg} Aim ine mee
78, Find 1 . Ans. ft cos 2t + } sin 2t
eat} te Hots
: fa Hot
1. Find (a) ¢ {at} we {ets
Ans. (a) 4{(3—B) aint — St cost}, (6) gytlsin 2¢ — 2¢ cos24)72 THE INVERSE LAPLACE TRANSFORM [cHAP. 2
8. Prove that F*(G*H} = (F*G}*H, ie. the associative low for convolutions.
81. Prove that (a) F*{G+H} = F*G+F*H, (6) (F+G)*H = F*H + G*H.
82, Show that 1*1*1*...%1 (nones) = tI/(n—1)! where n = 1,2,8,
ss. stor oat fff moa = SSA? ro de
a. show tat (f= f rman =
nde So
5. Prove the convolution theorem directly by showing that
1H) 9%) = {fone au { ff “em a(n) as}
SS
Sen {f PW) Gt—w) aw at.
G
ent) Fae) Gv) du dev
86. Using the convolution theorem, verify that
Sf, sinwcos(t~u) du = 4esine
on
81. Show that if £ du = oleDe K(a—b)2).
PARTIAL FRACTIONS
88 Use partial fractions to find (a) otf
Ans. (a) Get — 2e*, (b) 1— Hert + Jet
ee a1{ tears
®. Find (@) £ {i st. we oan Hert
Ama, (a) $ot? — fe2/8, (6) Bet — Jet? + Bert
27128 1 J +168 —24
rae }. ors {etree}
Ans. (a) Se# — 8cos8t, (b) fin dt + cos2t — sin2t
9%. Find (a) £7
$1, Find 21 {emitters} Ans. 4o#(4 cost — 8 sint) — ges
; 1 {_#= 2048 :
2 Find (a) ¢ eaten} )
(0) (GE+B)em% — Deer
Ana, (0) 42t— et + beCHAP. 2] ‘THE INVERSE LAPLACE TRANSFORM 73
9. Find 27)
23
FOO — Ba? F Bet Bl”
Ans. Se! — fom — dhetcos2t + fhe~“ sin 2
m4. —— ne. J sin ¢ sin
oarieraTo}: Ane deine sinh¢
ind gt {28821 ee eo
%. Find ¢ (Snttel Ans. }sint + teost  t
9%. Use partial fractions to work (a) Problem 44, (b) Problem 71, (c) Problem 78, (d) Problem 76,
(e) Problem 77.
97. Can Problems 79(a) and 79(b) be worked by partial fractions? Explain.
HEAVISIDE’'S EXPANSION FORMULA
2811
e+ 29
98. Using Heaviside's expansion formula find (a) ef
() eo
198 +87
Ve Be + DOTS)
Ans. (a) 8e% — o8, (6) Be® — Be! — Be
Ans. Jet ~ ott + See
Ans, 2e' + Bsint — 2 cost
101. Use Heuviside's expansion formula to work (a) Problem 76(a), (b) Problem 77, (e) Problem 88,
(@ Problem 89, (e) Problem 90.
Compare with Problem 91.
7 = et
102. Find avatars}
Compare with Problem 93.
Compare with Problem 94.
105. Suppose that f(s) = P(s)/Q(s) where P{s) and Q(s) are polynomials as in Problem 29 but that
Q(e) = 0 has a repeated root a of multiplicity m while the remaining roots, 61, bs, ....b, do not repeat.
(a) Show that
Pee)
fe) = aR
() Show that A, = lim
mk
(e) Show that ¢1{f(@)} = of14 THE INVERSE LAPLACE TRANSFORM [CHAP. 2
186 Une Probtem 16 nd Go) 2 { BETREEIE., ) +
Ans. (a) (8t—2)et + de¥, () let ~ et)
Ans, (202 t+ Bye% + Gent
108, Use Problem 105 to work (a) Problem 26, (b) Problem 44, (c) Problem 71, (d) Problem 73,
(@) Problem 76(6).
109. Can the method of Problem 105 be used to work Problems 79(a) and 79(b)? Explain.
298
G+ iPr ie
110. Find of using Problem 105, Compare with Problem 95,
111, Develop a Heaviside expansion formula which will work for the case of repeated quadratic factors.
dot +503 + 602 + 8942
= DGEs e+ FF
‘112, Find of i using the method developed in Problem 111.
Ans. eb + e#{(3~2t) cost — 3 sin t}
THE BETA FUNCTION
118, Evaluate each of the followings (a) f''28/2(1—eytde, 0) f ad—21Rae, ©) [AVI P av
A
Ans. (a) 16/815, (b) 4096/35, (¢) 2
116 ow hat" VT=Bas = ot
22 we 5
115, Evaluate each of the following: (a) f costo de, (6) f°” sintacoste de, (0) I sino costo ae.
A e
Ans, (a) 5x/S2, (b) x/32, (0) 37/128
116, Prove that
if p is an even positive integer,
if p is an odd positive integer.
spi show that r(p)r(—p) = 57  where 0 0, is e{fr acme = Se
(e) Can the method of Problem 37 be used to evaluate the integral in (a)? Explain.
ta} die?
126. Evaluate f To(u) J(e—u) due Ans. Jolt) — cost
MISCELLANEOUS PROBLEMS
121. Find cfs} Ane G{ct— 62 ( co
— Vi siny
‘)}
128, Prove that f'"(e~a)p(b—a)tde = (b—a)r***1 B+ 1.q+1) where p>—1, q>—1 and b> a,
[Hint. Let x—a = (b—a)y,)
4 os
1 Evaluate @) f° FSR, [Vea Dae, Ane (o) x, MEI sag)
130. Find ¢1 {sass}. Ans. {1 — cos (t—1)} W(t — 1) — {1 — cos (¢ 2)) u(t 2)
enn
ws. show nat ct {
182. Prove that J Jn(us) sin(t—w du = ft Jy(t).6 THE INVERSE LAPLACE TRANSFORM (CHAP. 2
Lae
183, (a) Show that the function f(s) is zero for infinitely many complex values of s. What
are these values? (6) Find the inverse Laplace transform of f(s).
1 t>2e
ins. (a) 9 = +i, +24,*8i,... (0) Fi) = or F(t) = Wt~2)
Ans. (a) @) FO tt octeg, % Fit) = wean)
134, Find {inet We)} Ans, 170)
2s
z
° 16y3
185, Show that f" ae—wu'yt dv = 168s,
136, Let F(t) = @ at all values of ¢ which are irrational, and F(t) =¢ at all values of t which are rational.
(a) Prove that ¢ (F(d)} = 2/s%, @>0. (b) Discuss the significance of the result in (a) from the view
point of the uniqueness of inverse Laplace transforms.
137, Show how series methods can be used to evaluate (a) £1{1/(e?+1)}, (6) £? {In(1 + 1/8)},
(©) £74 {tan (1/s)}.
Ans
138, Find £1 {e—*—2¥5},
 ee9 UEE= 8)
ve(t— 38
199, show that [MSRM dy = Fert, €>0.
1+ 2
an
‘ anion show that
MO If FQ) =t¥8, €>0 and Git) = {
° en
* o CHAP. 5] COMPLEX VARIABLE THEORY 169
64. Prove that fle
2e is not analytic anywhere.
1
65. Prove that (2
pig 3s analytic in any region not including «
66. If the imaginary part of an analytic function is 2x(1 ~ y), determine (a) the real part, (6) the function,
Ans, (a) y2— 22 2y +0, (0) 2is~a+0, where ¢ is real
67. Construct an analytic function f(z) whose real part is e~*(x cosy + y siny) and for which f(0) = 1.
Ang, 207 +1
68, Prove that there is no analytic function whose imaginary part is a? —2y.
68. Find f(z) such that f"(2) = 428 and f(l+i=—3i, Ane. fle) = 22 82434
LINE INTEGRALS
4.2)
70. Evaluate S (e+y)dz + (y—2)dy along (a) the parabola y*= 2, (6)
an
lines from (1,1) to (1,2) and then to (4,2), (d) the curve # = 2+t+1, y= @+1,
Ane, (a) 84/3, (B) 11, (e) 14, (@) 32/8
traight line, (¢) straight
11, Evaluate f (@x~y+4)de + (Gy +82—6)dy around a triangle in the 2y plane with vertices at
(0,0), (3,0), (8,2) traversed in a counterclockwise direction. Ans. 12
72, Evaluate the line integral in the preceding problem around a circle of radius 4 with center at (0, 0).
Ans, 642
GREEN'S THEOREM IN THE PLANE. INDEPENDENCE OF THE PATH
18. Verity Green’s theorem in the plane for ff (2!—ay)de + (yP—2ay)dy where C is a square with
vertices at (0,0), (2,0), (2,2), (0,2). Ams. common value = 8
1. (a) Let C be any simple closed curve bounding a region having area A. Prove that if a,, dy, ,;, by, by
are constants,
§ (oye+ ayy + 0x) de + (bye+ bay + by) oy (b aA
(®) Under what conditions will the line integral around any path C be zero? Ana. (8) aq =,
75. Find the area bounded by the hypocycloid 2#/9+ y2/ = 2,
(Hint. Parametric equations are x = acos't, y= asintt, 05¢S2r) Ans. ra/B
TK If z= recone, y= raina, prove that 4 f rdy—ydr = 4 f r%do and interpret.
72. (a) Verity Green's theorem in the plane for (29—aty) dz ++ aytdy, where C is the boundary of
a
the region enclosed by the circles =*+y? = 4 and a%+y* = 16. (b) Evaluate the line integrals of
Problems 71 and 72 by Green’s theorem. Ans, (a) common value = 1207
18, (@) Prove that f°" (pey—yk +8) de + (et 4av®) dy Is independent of the path joining (1,0) and
0
(2,1). (b) Evaluate the integral in (a). Ana. (b) 5170 COMPLEX VARIABLE THEORY (cmap. 5
INTEGRALS, CAUCHY’S THEOREM, CAUCHY’S INTEGRAL FORMULAS
1a, Bvaluate f°" 22+) de:
ts
(a) along the path # = 2¢+1, y = 4t2?t—2 where O=t=1.
(©), along the straight line joining 121 and 8 +i,
(c) along straight lines from 1~ 2i to 1+ and then to 3+ i.
Ans. 17 + 19% in all cases
80, Evaluate S (2—2+2)dz, where C is the upper half of the circle '2 =1 traversed in the positive
c
sense. Ans. ~14/3
a1, Evaluate § Geeeg) where C is the circle (@) [el = 2, (8) [23] =
Ans. (a) 0, (b) ri/2
# : seh vert
82, Evaluate § TERT te where Cis: (a) a square with vertices at —
(eo) the circle [i= V2, Ans. (a) —8ri/8 (6) —2ni (¢) 2ri/3
1+i,B4i,3%
(0) the circle z+ ii
dz, (b) § i <+5 ae where C is any simple closed curve enclosing # = 1.
Evaluate (a) f $8 fine
to 2=1
Ans, (a) —2ri (b) rie/8
84. Prove Cauchy's integral formulas.
(Hint. Use the definition of derivative and then apply mathematical induction.
SERIES AND SINGULARITIES
85. For what values of 2 does each series converge?
“ar Oo) 3, (Hayat (28 + 22 + 2
Ans. (a) allz (8) jz () 2=1+
85, Prove that the series & is (a) absolutely convergent, (b) uniformly convergent for z 1.
S,anFn
81. Prove that the series
etd 3. Then
or B=1
Using these values we obtain the result in Method 1. See also Problem 7(c), Page 50.
2%, Find 71 fo wSho .
GF HeDeB!
We have
ata
GFHe=aHe aCHAP. 2} THE INVERSE LAPLACE TRANSFORM 59
Let us use the procedure of Method 2, Problem 24,
‘Multiply both sides of (1) by #+1 and let s>—1; then
Bet —
A = lim
ae 7 6
Multiply both sides of (1) by #2 and let #2; then
 wens Lk
B= earn 3
Multiply both sides of (1) by #—8 and let #3; then
C= Nim eee
Thus
The procedure of Method 1, Problem 24, can also be used. However, it will be noted that the
Present method is less tedious. It ean be used whenever the denominator has distinct linear factors.
26, Find oe.
(e+ ie— 2)
Set— 15811  _A_
“erine—33 ~ a+i* 3 + Gay t i
A procedure analogous to that of Problem 25 can be used to find A and B,
Multiply both sides of (1) by #+1 and let 8 —1; then
Se? — 15e —11
A = lim 7
‘Multiply both sides of (1) by (s—2)* and let #2; then
ee we know A and B, we have from (1),
Bite 11178 c D
@rine—ae ~ aFT + anit = @
To determine C and D we can substitute two values for s, say 8=0 and #=1, from which we find
respectively,
DM _ 1,0,
zp Fpctett+ep
ie, 8C~6D = 10 and 3C—3D = 11, from which C=4, D=1/3. Thus
_,f5st—1be—11) _y [=U8 = 4
a (eat Sy = OY asT + waap t Hae ts
= bet — Tee 1 ot
= je geet + abet + em60 THE INVERSE LAPLACE TRANSFORM (cHap.2
Another method. On multiplying both sides of (2) by s and letting s>, we find 0 = —}+D which
gives D= 4. Then C can be found as above by letting s = 0.
‘This method can be used when we have some repeated linear factors.
27. Find g1{__38+1_)
(s1j(e+1)J
Set Bex
esycrsi eT o
ne im 3841 ;
ultiply both sides by s—1 and let +1; then A = lim St #1 = 2 and
+t = eeoy
«ree aT ®
To determine B and C, let s=0 and 2 (for example). then
1 2B+C
p= 24 2Bee
from which C=1 and B
= Be41
< ‘f “ere 
= Qe — 2eout + sint
Another method. Multiplying both sides of (2) by » and letting s+ =, we find at once that B =
28. Find e{__ +2843 }
(42s FBP +285)
Method 1.
jttmta Ast Bo, Cat w
(e+ Qe + 2)(s% + 28 + 5) e+ 2s+2 e+ 2et 5
Multiplying by (0% + 26+ 2)(68 + 20+ 6),
t+ 248 (A+ B)(s? +2845) + (Ca + Dye? +28 +2)
= (A+Os + QA+B+2C4D)s? + (6A 4+2B4+2C42D)8 + 5B + 2D
Then A+C =0, 2A+B+20+D=1, 6A42B+2042D = 2, 5B+2D = 8, Solving, A=0,
4, C=0, D=4. Thus
an e+ 2e+3
25 + Det + De TH)
fertsint + Bed
gent (sin t + sin 26)CHAP. 2} THE INVERSE LAPLACE TRANSFORM 61
Method 2. Let #=0 ing:
Multiply (1) by s and let s+»: 0 = A+C
3 _ A+B, C+D
Let # w = 4f2+ 5?
1
Let ¢@=—1: g = A+B+—~
Solving, A=0, B=}, C=0, D=% as in Method 1.
This illustrates the case of nonrepeated quadratic factors.
Method 3. Since #?+2e+2=0 for e=—1*%, we can write
++ 2 = (t1Het149
ly e+ Pet 5 = (et1—2i(s+1+2i)
Then
et 2e43 tests
F Be OE + Be +B ert 14 ie +i Beri +2)
= 4 B
= Fini + seta
—_P
oFita
+ +
18
Solving for A,B,C,D, we find A = 1/6i, B = 1/6i, C = 1/6i, D = 1/6i. ‘Thus the required
inverse Laplace transform is
ecaahe gator  graame ga tent
of a + a ~ @ an'(S58 *) + get (AG)
= fertsint + gem! sin 2¢
= feo" (sin ¢ + sin 2t)
‘This shows that the ease of nonrepeated quadratic factors can be reduced to nonrepeated linear
factors using complex numbers.
HEAVISIDE’S EXPANSION FORMULA
29. Prove Heaviside’s expansion formula (14), Page 46.
Since Q(s) is a polynomial with n distinct zeros a1,a2,..,0,, We can write according to the
method of partial fractions,
Puy
Qe)
Multiplying both sides by #— a, and letting 6 aj, we find using L’Hospital’s rule,
a
im 2) Gg ‘i fone
Ax aim Qe) @— on POL =}
84 Pla)
= iin Pe) ie (oat) = Peo im ats = oe
‘Thus (1) can be written
Pl) _ Pla) 4 Ply) 1
Ae) = Malem t+ Map emm bt62 a THE INVERSE LAPLACE TRANSFORM (CHAP. 2
‘Then taking the inverse Laplace transform, we have as required
LPO Pld cae gong PO sant gp cee g Plt sagt
{ea} = ga tt ae Ft ae
30. Find lace. I
@+D(e—2)(e—8)
We have P(s) = 28—4, Qls) = (s+ 1)(e—2(s—3) = ds? +846, Qe) = B8?—Be41,
a1=~1, a) =2, aj=3. Then the required inverse is by Problem 29,
PID)... PD PR) sae “2
een tea" tea" = B
Compare with Problem 25,
2 4
ea 4, 1
+t
M4 oe log 4 1
at 4 Thee = het — Get + pet
Bs+1 \
(De +D!*
31. Find £ {
We have P(s) = 88+1, Q(s) = (¢—1)(e +1) = at ste Qs) = 882041, a =1,
~i since st+1 = (e—i(e+7). Then by the Heaviside expansion formula the required
=i,
inverse
PO) pg PO guy PD pce
aa" * ea" * era io)
4 gett
= get 2tai°
= Bet + (1—Jalcost + isint) + (1+ fifeost — ising)
= Ret — cost + gsint — cost + Joint
= Bet — 2eost + sint
Compare with Problem 27.
Note that some labor can be saved by observing that the last two terms in (1) are complex
conjugates of each other.
THE BETA FUNCTION .
1
32. Prove that B(m,n) = S am\(L—ay ide = where m>0,n>0.
Consider 4
Gy = Ff wmreayt
rc) S (tan tds
‘Then by the convolution theorem, we have
LAG = ktm tft
= Lem) ry rm) PG
ae ae
7 = get [LOMP@)) POm) LO) gant
‘Thus ae) £ “f rot f Tawra
met(t— amide = POLO) men
or ami (t—attde = Tontny ° 1
Letting t = 1, we obtain the required result,CHAP. 2] ‘THE INVERSE LAPLACE TRANSFORM 63
on
33. Prove that S sin?™16 cos*—16 do = Bm, n) = ree.
From Problem 32, we have
tm, * amat(d—ayetde = Elon) £00)
Bim, n) J (acl d: Tém+ n)
Letting = sin?¢, this becomes
(m,n) = sin2m=1g cos?? = Ein) rm)
Bim, n) 2 2m1 9 cost1 9 do rim) tie}
from which the required result follows.
 dp
int 0 cost “
34, Evaluate wf sin‘ cost da, (b) S costo dd, (0) J” Fay:
(a) Let 2m—1=4, 2n— 6 in Problem 33, Then m=5/2, n= 7/2, and we have

* = 16/2) 0(T/2)_(8/2)(1/2 W225 Be
S. sint@ cost ¢ dg = eae 12
(0) Since cos is symmetric about ¢ = 2/2, we have
Sf conte de = af cste do
Then letting 2m—1=0 and 2n
4, ie, m=1/2 and =5/2 in Problem 33, we find
2f "Peosteds = 2[ same)
25(8)
= 2fegianive
ray
sin1/2 9 cost? 9 de
eae
0S. Jeans
Letting 2m—1 = 1/2 and 2n—1 = 1/2, or m=1/4 and n=8/4 in Problem 98, we find
vt de _rayay (8/4) eve
fo 6 Vtane 211) 2 sin (=/4) 2
using the result T(p)r(1—p) = z/(sinps), 01
and ¥() = fsin2e + 4(1— cost) for t<1
where F(t) = {
43, Solve Problem 42 if: (a) F(t) = U(t~2), [Heaviside's unit step function]; (6) F(t) = a(t), [Dirac
delta function]; (c) F(t) = 6(t~2).
Ans. (a) Y(t) = $sin2t if t<2, Jsin2e + [1 —cos(@t—4)} if t>2
() Y= sin, t>0
(©) ¥() = foin2e if 1<2, flsin 2+ sin(2e—4)}? if e>2
ORDINARY DIFFERENTIAL EQUATIONS WITH VARIABLE COEFFICIENTS
Solve each of the following by, using Laplace transforms and check solutions.
Moy" +ey'¥ = 0, ¥()=0, ¥()=1. Ans Y=t
45. t¥" 4 (L—29¥’—2¥ = 0, ¥0)=1, YO) =2
Ans, Y = ot
46. 1Y" + (t)¥'—¥ = 0, ¥(0)=5, Y(m)=0. Ans, Y= bet
47. Find the bounded solution of the equation
ey” + ty + (@HY = 0
which is such that Y(1)=2 Ans. 2J,(#)/J; (1)104 APPLICATIONS TO DIFFERENTIAL EQUATIONS [cHAP. 3
SIMULTANEOUS ORDINARY DIFFERENTIAL EQUATIONS
subject to the conditions Y(0) =
48. Solve { » ¥"(0) = 2, Z(0) = 0.
Ans. Y = 24404 4ot—Psint+ foost, Z = 1 fet + Paint — deost
Y'—2'2¥ +20
yr +20'+¥ =0
Ans, Y = fet + sett — feost—g sine + pte
sint ig ¥(0) = ¥'(0) = 20)
49. Solve {
Zz
© fet + tent
4 2¥" = et
50, Sol
Ne lx +ex—¥
if X(0) = ¥() = ¥"(0) =0.
Ang, X= 1+et—ena—
te, Y= 1tet—oenst—ae™ where a = H2—V3), b= H2+V2)
51. Solve Problem 49 with the conditions Y(0) = 0, ¥"(e)=1, Z(0) =0.
WY +24 = (t—Aert
YZ=se
Ans. Y=4(t), Z=
given that Y(0)=1, Z(0) =
52. Solve {
sa Solve {8¥" + 82"
s jw 2 =
given that Y(0) =—1, (0) =
Z(0) = 4, 20)
Ans. Y = B+§t— pr fert, Z = Fe+$+ fort + pent + cost
4, Find the general solution of the system of equations in Problem 49.
Ans. ¥ = e+ opsint + ccost + Jt + get
Z = 1esint — cycost — Jet
APPLICATIONS TO MECHANICS
55. Referring to Fig. 31, Page 79, suppose that ma
damping forces are present.
m has a force F(t), >0 acting on it but that no
(a) Show that if the mass starts from rest at a distance X=a from the equilibrium position (X = 0),
‘then the displacement X at any time t>0 can be determined from the equation of motion
mX" +X = Fl), XO)=a, XO) =0
where primes denote derivatives with respect to t.
(®) Find X at any time if F(0) = Fy (a constant) for t > 0.
(c) Find X at any time if F(t) = Fye—%t where a > 0.
v(m (B)
Poa Falk
aE (0M — cos VE) + OPT sin Vem t
4
Ans, (bt) X
( X= at
86. Work Problem 56 if #(t) = Fo sinwt, treating the two cases: (a) o + VE/m, (b) « = Vk/m. Discuss
the physical significance of each case.
51. A particle moves along a line so that ita displacement X from a fixed point O at any time ¢ is given by
XM) + AX) + BX) = 80 indeCHAP. 3] APPLICATIONS TO DIFFERENTIAL EQUATIONS 105
(a) If at ¢=0 the particle is at rest at X=0, find its displacement at any time t>0.
(6) Find the amplitude, period and frequency of the motion after a long time.
(0) Which term in the result of (a) is the transient term and which the steadystate term?
(@ Is the motion overdamped, critically damped or damped oscillatory?
Ans. (a) X(t) = 26# (cost +7 sin#) — 2sin 5t + cost)
(8) Amplitude = 2V2, period = 22/5, frequency = 6/27
(c) Transient term, 2e% (cost +7 sin); steadystate term, —2(sin St + cos 5t)
(@ Damped oscillatory
58, Suppose that at £=0, the mass m of Fig. 31, Page 79, is at rest at the equilibrium position X
Suppose further that a force is suddenly applied to it so as to give it an instantaneous velocity Vo
in a direction toward the right and that the force is then removed. Show that the displacement of
the mass from the equilibrium position at any time t>0 is
' veltan E
if there is no damping force, and
® Yeemam where y= [22
if there is a damping force of magnitude X'(t) where p < 2Viem.
59. Work Problem 55 if: (a) F(t) = Fy Wt— 7), [Heaviside’s unit step function}; (6) F(t) = Fy8(t— 7)
(Dirac delta function). Discuss the physical significance in each case.
Ans. (a) X = oFycosvkimt if t