The Laplace Transformation

THE LAPLACE TRANSFORMATION
THE LAPLACE
TRANSFORMATION
by FRANCIS D. MURNAGHAN
Consultant, Applied Mathematics Laboratory
The David Taylor Model Basin
SPARTAN BOOKS WASHINGTON, D. C. 1962

Library of Congress Catalog Card No. 62-19096
Copyright Q 1962 by Fsnncas D. MURNAGHAN

Printed in the United States of America
All rights reserved
This book or parts thereof, may not be reproduced in any form
without permission of the publishers
LECTURES ON APPLIED MATHEMATICS
VOLUME I
Volume I: The Laplace Transformation
Volume II: The Calculus of Variations
Volume III: Unitary and Rotation Groups

Preface
This book is based on lectures, given at the Applied Mathematics Labora-

tory of the David Taylor Model Basin. It is devoted to the Laplace Trans-
formation and its application to linear ordinary differential equations with
variable coefficients, to linear partial differential equations, with two inde-
pendent variables and constant coefficients, and to the determination of
asymptotic series. The treatment of the Laplace Transformation is based
on the Fourier Integral Theorem and the ordinary differential equations
selected for detailed treatment are those of Laguerre and Bessel. The
partial differential equation governing the motion of a tightly stretched
vibrating string and a generalization of this equation are fully treated.
Asymptotic series for the integral f exp (-z') dz and for the modified
Bessel function I,.(p), } arg p I < (r/2), are obtained by means of the
Laplace Transformation and, finally, asymptotic series useful in the calcu-
lation of the ordinary Bessel functions J (t) are treated.
Care has been taken to make the treatment self-contained, and details
of the proofs of the basic mathematical theorems are given..
Washington, D. C. FwAxcis D. MUENAGRAN

April, 1962
Contents
Preface ................................................... vii

1. Absolutely Integrable Piecewise Continuous Functions.......... 1
2. The Fourier Transform of an Absolutely Integrable Piecewise Con-
tinuous Function .......................................... 5
3. The Fourier Integral Theorem ............................... 9
4. Completion of The Proof of The Fourier Integral Theorem. The
Laplace Version of The Fourier Integral Theorem .............. 15
5. The Laplace Transform of a Right-sided Function .............. 22
6. The Laplace Transform of exp (- t2) .......................... 28
7. The Laplace Transform of the Product of a Right-sided Function
by t and of the Integral of a Right-sided Function over the Inter-
val [0,1] .................................................. 35
8. Functions of Exponential Type .............................. 40
9. The Characterization of Functions of Exponential Type......... 45
10. The Polynomials of Laguerre ................................ 51
11. Bessel's Differential Equation ................................ 57
12. The Recurrence and other Relations Connecting Bessel Functions. 65
13. The Problem of the Vibrating String ......................... 75
14. The Solution of the Problem of the Vibrating String............ 81
15. The Generalized Vibrating String Problem .................... 87
16. The Solution of the Generalized Vibrating String Problem...... 94
17. The Asymptotic Series for j; exp (-0) dz .................... 99
18. The Asymptotic Series for (27p)i exp (- p)I (p), arg p 1 < it/2,
The Hankel Functions ...................................... 106
19. The Asymptotic Series for and 114
Bibliography ..............................................124
Index .................................................... 125
1
Absolutely Integrable
Piecewise Continuous Functions
Let f (t) be a complex-valued function of the unrestricted real variable

t, - oo < t < eo, it being understood that real-valued functions of t are
included in the class of complex-valued functions of t, a real-valued func-
tion being a complex-valued function whose imaginary part is identically
zero. The class of continuous functions is too restricted for our purpose
and we shall merely suppose that the number of points of discontinuity
of f(t), if any such exist, in any finite interval is finite. This will be the
case if the number of points of discontinuity of f(t) is finite, but this suffi-
cient condition is not necessary; for example, f(t) may be discontinuous
for all integral values of t, or it may be a periodic function, of period T,
with a finite number of points of discontinuity in the interval 0 S t < T.
When f(t) possesses not more than a finite number of points of discon-
tinuity in any finite interval we shall say that it possesses Property 1 and
we shall term any function f(t) which possesses Property 1 a piecewise
continuous function.
In enlarging the class of functions which we propose to consider from
continuous to pieoewise continuous functions, we lose some of the most
convenient properties of the class of continuous functions. Although every
continuous function is bounded over every finite closed interval, the same
is not true for pieoewise continuous functions. For example, the function
f (t) which is equal to t-' if t p 0 and which is assigned any value at t - 0
(the particular value assigned to it at t - 0 being immaterial) is pieoewise
continuous, since it has only one point of dsoontinuity, but it is not bounded
over any interval which contains the point t - 0. Furthermore, every
1
$ Lectures on Applied Mathematics
continuous function is integrable, in the sense of Riemann, over any closed

interval a < t < b, but this is not necessarily true for a piecewise con-
tinuous function if the interval contains a point of discontinuity of the
function at which the function is unbounded. If c is such a point of dis-
continuity of f(t) in the interval a < t < b, and if f(t) is continuous at
all other points of this interval, we say that f (t) is improperly integrable,
in the sense of Riemann, over the interval a < t < b if the function F(61, 86)
of the two non-negative variables 81 and 8, which is furnished by the sum
of the integrals of f(t) over the intervals a < t < c - 81 and c + dh < t < b,
where 81 < c - a and ds < b - c, possesses a limit as 81 and 8: tend, in-
dependently of each other, to zero. We term this limit the improper integral
of f(t) over the interval a < t < b. (Note. We assume that the non-negative
variables 81 and 4 are actually positive unless c = a, in which case 61 = 0
and 8s is positive, or c = b, in which case 8, = 0 and 81 is positive. There
is no lack of generality in assuming that f (t) has only one point of dis-
continuity, at which it is unbounded, in the interval a < t < b, since the
number of its points of discontinuity in this interval is, by hypothesis,
finite; if it has more than one point of discontinuity at which it is un-
bounded in the interval a < t < b, we can break this interval down into
a number of subintervals each containing only one point of discontinuity
of f(t), at which it is unbounded, and define the improper integral. of f(t)
over the interval a < t < b as the sum of the improper integrals of f(t)
over the subintervals, assuming that each of these improper integrals
exists. If a single one of these improper integrals fails to exist, the im-
proper integral of f(t) over the interval a < t < b fails to exist.)
The function f(t) of the unrestricted real variable t which is 0 if t < 0
and is 0 if t > 0, the value assigned to f (t) at t = 0 being immaterial, is
improperly integrable over any interval a < t < b which contains the
point t = 0. For example, the improper integral of f (t) over the interval
0 < t < b is 20. On the other hand, the function f(t) which is 0 if t < 0
and is t' if t > 0, the value assigned to f(t) at t - 0 being, again, im-
material, is not improperly integrable over any interval which contains
the point t = 0. In general the point t = 0 is a point of discontinuity of
f(t) = t°, t > 0, a real, f(t) = 0, t < 0, at which f(t) is unbounded, if
a < 0. If a > -1, this piecewise continuous function is improperly in-
tegrable over any interval a < t < b which contains the point t = 0 and,
if a < -1, f (t) is not improperly integrable over any such interval.
If f(t) is a piecewise continuous function, so also is I f(t) 1, and it is
easy to see that if I AO I is improperly integrable over an an interval
a < t < b which contains a single point c of discontinuity of f(t) at which
f(t) is unbounded, then f(t) is also improperly integrable over the interval
a < t < b. Indeed to prove this we must show that each of the two in-
tegrals fcc=a;' f(t) dt and fa+e;. f(t) dt where 0 < Si' < 81 and 0 < 8,' <
The Laplace Transformation 3
52, may be made arbitrarily small by making 61 and &, respectively,

sufficiently small. The moduli of these integrals are dominated by, i.e.,
are not greater than, I At) I dt and f +i; I At) I dt, respectively, and
our hypothesis that f(t) is absolutely integrable (i.e., that I f(t) I is in-
tegrable) over a < t < b assures us that each of these two dominating
numbers may be made arbitrarily small by merely making Sl and &,
respectively, sufficiently small. We shall assume that our piecewise con-
tinuous functions f(t) are such that I f(t) I is improperly integrable over
any finite interval a s t < b which implies, as we have just seen, that
f (t) is improperly integrable over any. finite interval a < t < b. (Note.
If the interval a < t < b does not contain a point of discontinuity of f(t)
at which f (t) is unbounded, both f (t) and I f (t) I are properly integrable
over the interval a < t < b, since they are bounded over this interval and
continuous save possibly for a finite number of points.)
We now make a final assumption concerning the class of complex-valued
functions of the unrestricted real variable t which we propose to consider.
We assume that not only is I f (t) I integrable, properly or improperly, over
every finite interval a < t < b but that the function F(a, b) = fa I f(t) I di
of the two real variables a and b possesses a finite limit as a and b tend,
independently, to - ao and + ao , respectively. When this is the case we
say that f(t) is absolutely integrable over - co < t < co and we term the
limit of F(a, b), as a -+ - co and b --), co, the integral of I f(t) I from - co
to cc, this integral being denoted by the symbol f -'Qo I f (t) I dt. When a
complex-valued function f (t) of the unrestricted real variable t is such that
it is absolutely integrable over - co < t < oo we say that it possesses
Property 2. The functions f (t) which we propose to consider are those
that possess both Property 1 and Property 2; in other words, they are
piecewise continuous functions which are absolutely integrable over
-c <t< Co.
It is clear that if f (t) possesses Properties 1 and 2, then the function
fb f(t) dt of the two real variables a and b possesses a finite limit as a and
b tend, independently, to - ao and + co, respectively. Indeed, in order to
prove this we have to show that f e f (t) dt and f', f (t) dt, where b' > b
and a' < a, may be made arbitrarily small by making b and -a sufficiently
large. However I f b f (t) dt I and I f;. f (t) dt I are dominated by
f f (t) I dt and f:, I f (t) I dt, respectively, and each of these dominating
bbl
numbers may be made arbitrarily small by making b and -a, respectively,

sufficiently large (since f (t) is, by hypothesis, absolutely integrable over
- so < t < ao) . Thus f% f (t) dt exists. The converse of this result is
not true; f'° f (t) dt may well exist without f I f (t) I dt existing. An
example is furnished by the everywhere continuous function f(t) =
(sin t) It, t 0 0, f (O) = 1. f (t) is an even function and so it suffices to
consider fu I(sin t)/tIdt. If nr < b < (n + 1)r, n = 0, 1, 2, , we have
-
4 Lectures on Applied Mathematics
f'sintfsint
t t
+ f2w sin tdt + wY sin t dt + f ° on t
T t J t wf t dt
t'(-1}w-lTw+
=I1-_Il+...
81n1 dl
l fir t
where Il = fo ( (sin t)/t} dt > 0, Is =-f!' ((sin t)/t dt) > 0 and so on.
On writing t = u + v in the formula for 12 we have
Is = f o { (sin u) /(u + r) } du,
so that Is < I1. Similarly Is < Is , 14 < Is and, generally, Iw+1 < I.,
n - 1, 2, 3, . In order to appraise the integral f' . ( (sin t)/t} dt we use
the second theorem of the mean of integral calculus which tells us that,
since 1/t is monotone decreasing over nx < t < b and continuous at t =
nr, ft. {(sin t)/t} dt = (1/nr) f;,, sintdt = (cosnr - cosc)/nr, nr < c < b.
Thus J ft. . { (sin t)/t} dt J < 2/nv and this may be made arbitrarily small,
no matter what is the value of b > nr, by merely making n sufficiently
large. In particular may be made arbitrarily small by making n suffi-
ciently large so that the alternating infinite series I1 - Is + Is - is
convergent, its sum being the infinite integral fo ( (sin t)/t} dt. It follows
that this infinite integral, whose existence we have just proven, lies between
Il - I1 and I1 . A simple application of Simpson's Rule shows that I, _
1.86, 12 = 0.44, approximately, so that f o' { (sin t) It } dt lies between 1.42
(approximately) and 1.86 (approximately) and this implies that the
integral of (sin t) /t over - co < t < co exists and lies between 2.84 (ap-
proximately) and 3.72 (approximately)- We shall shortly see that
f°m { (sin t) It) dt = r. That (sin t) It is not absolutely integrable over - Co <
t < w is clear since f 'o { J sin t J/t } dt = I1 + Is + + I. + f,. { J sin t I It } dt
and Il > 1/r Jo sin t dt = 2/r, Is > (/2r) 5o' sin u du = 2/2r and, gen-
erally, I. > 2/nr so that f o { J sin t J/t} dt > (2/r) (1 + + -}- (1/n)),
n = 1, 2, . Thus, since the partial sums of the infinite series 1 + j +
}+ are unbounded, f o { ( sin t J/t } dt may be made arbitrarily large by
making b sufficiently large and the infinite integral fo I (sin t J/t} dt does
not exist. This implies that I (sin t) J/ t is not integrable over - co < t < eo.
EXMCLSE
Show that if co is any real number the infinite integral f"m { (sin wt)/t}
dt exists, its value being C, 0, - C according as w > 0, to = 0, w < 0, re-
spectively, where C is the value of the infinite integral ft. { (sin t)/t}
dt.
2
The Fourier Transform

of an Absolutely Integrable
Piecewise Continuous Function
If f(t) is a complex-valued function of the unrestricted real variable t

which possesses Properties 1 and 2, so that it is piecewise continuous and
absolutely integrable over - co < t < co, it does not lose these properties
on multiplication by exp(-iwt), w any real number. Indeed exp(-iwt) is
everywhere continuous so that f (t) exp (-iwt) is piecewise continuous and
I exp(-iwt) I = 1 so that I f(t) exp(-iwt) I = I f(t) 1. since f(t) exp(--iwt)
is absolutely integrable over - c < i < oo, the infinite integral f-f(t)
exp(-iwt) de exists for each value of co. Introducing, for our later con-
venience, the numerical factor (2r)-4 we set
g(w) = (2r)-i f(t) exp (-iwt) dt

and we term p(w) the Fourier Transform of f(t). Since
f f(t) exp (-iwt) dt

` <- f (f(g) exp (-iwt)1 dt
= f f(t)Idi :5 f(t)Idt
we have I f_'» f(t) exp(-iwt) dt 1 < f"-. I f(t) I dt, so that
(Q(w) ( <- (2r)-4 e

I f(t) I dt
5
Thus g(w) is bounded over - co < w < co . It is easy to see that

f° f(t) exp( -iwt) dt is an everywhere continuous function of w, no matter
what is the interval a < t < b. To prove this we first consider the case
where (f(t) ( is bounded, say <M, over a < t < b (so that the integral
fa f(t) exp(-iwt) dt is a proper Riemann integral). If w and w + Aw are
any two real numbers we have
e fb
kff()exP(_tt
s
f (t)exp(-iwt)exp(-iw.t) -1dt11
<M f b (1 exp (--itlw.t) - 1 } (dt
0
Since the function exp z of the complex variable z is continuous at z = 0,

where it has the value 1, we can make ( exp (-iAw.t) - 1 I arbitrarily
small, say <e/M(b - a), by making -iAw.t ( sufficiently small, say
<6, a being an arbitrarily assigned positive number. Denoting, for a
moment, by a the greater of the two numbers (a ( and ( b (, ( -iAw.t ( < a
over the interval a < t < 6 if ( -iAw.a i < a, i.e., if (Aw I < (a/a); hence,
lAfb
f(t) exp (-iwt) dt < e if I Aw < (8/a)
so that f .b f(t) exp (- iwt) dt is an everywhere continuous function of w.
If f(t) is not bounded over a < t < b it suffices to consider the case where
f(t) has a single point of dscontinuity c, at which it is unbounded, in the
interval a < t < b. We write f;':f(t) exp (-iwt) dt in the form
fa
f(t)exp(-iwt)dt+f_ f(t)exp(-iwt)dt
d
+ fe+t: f(t) exp (-iwl) dt,
where al and a2 are any two positive numbers which are less than c - a
and b - c, respectively, save when c = a, in which case al = 0 and a2 is
any positive number <b - a, or when c = b, in which case a2 = 0, and
6, is any positive number <b - a. It suffices to consider the first case,
where a < c < b, the argument in the other two cases being precisely the
same. The integrals fa' f(t) exp (-iwt) dt and f.+#, f(t) exp (-iwt) dt
are everywhere continuous functions of co, since f(t) is continuous, by
hypothesis, over the intervals a < t < c - a1 and c + a2 < t < b, and
so we have merely to consider the integral f,' f(t) exp (-iwt) dt. The
modulus of this integral, being dominated by f a±a; (f(t) (dt, may be made
arbitrarily small, say < e, since f (t) possesses Property 2, by making a, and
a2 sufficiently small, the choice of a1 and a: being independent of w. Once
this choice of 62 and 62 has been made, it follows that the modulus
of A f0+a; f(t) exp (-iwt) dt is less than 2E, no matter what are the values
assigned tow and Aw. Hence I A f; f(t) exp (-iwt) dt ! may be made
arbitrarily small, no matter what is the value of w, by making ! Aw I suffi-
ciently small so that f a f (t) exp (-iwt) dt is an everywhere continuous
function of w. This implies, in view of the fact that f(t) is, by hypothesis,
absolutely integrable over - oo < t < -, that the infinite integral
f% f(t) exp (-iwt) dt is an everywhere continuous function of w; indeed,
the modulus of the difference between f f(t) exp (-iwt) dt and
f a f (t) exp (- iwt) dt is dominated by the sum of the two infinite integrals
f ! f (t) I dt, f b j f(t) ! dt and this sum may be made arbitrarily small,
say < E, by making a negative and b positive and choosing -a and b
sufficiently large, the choice of a and b being independent of w. Once this
choice of a and b has been made, it follows that the modulus of
A(f f (t) exp (- iwt) di + f' f (t) exp (-iwt) dt) is less that 2e no
matter what are the values assigned to w and to + Aw. Hence
! A f f (t) exp (-iwt) dt ! may be made arbitrarily small, no matter
what is the value of w, by making ! Aw I sufficiently small, so that
f"° f(t) exp (-iwt) dt is an everywhere continuous function of co. This,
combined with the boundedness of g(w) over - co < w < 00, is our first
result which may be stated as follows:
The Fourier Transform g(w) = (2w) - f°° f(t) exp (-iwt) dt of any
piecewise continuous complex-valued function f(t) of the unrestricted real
variable t which is absolutely integrable over - oo < t < co is an every-
where continuous function of the unrestricted real variable w; moreover,
g(w) is bounded over - -o < w < oo.
EXAMPLE I
Let f(t) = 0 if t < -b and if t > b, where b is any positive real number,
and let f (t) = 1 if - b < t < b, the values assigned to f (t) when t = - b
and when t = b being immaterial. Then
g(w) _ (A) sin b``' , if w 0, while g(0) = (2)} b
r
(Note. The above Example shows that, while the Fourier Transform
operation is a smoothing or strengthening one as far as Property 1 is con-
cerned, (g(w) being everywhere continuous and bounded over - oo <
w < oo while f (t) may be only piecewise continuous and may not be
bounded over - oo < I < -o), it is a roughening, or weakening, one as
far as Property 2 is concerned: g(w) may not be absolutely integrable over
- oo < w < . In the present example g(w) is integrable, in the Riemann
sense, over - ao < w < co, but the following Example shows that g(w)
may not be integrable over - oo < w < oo. )
Ex tupii 2
Let f(t) - 0 if t < 0 and = exp (izt), where z = x + iy is any complex
number whose imaginary part y is positive, if t > 0, the value assigned to
f(t) at t - 0 being immaterial. The function f(t) possesses Property 1,
since its only point of discontinuity is t - 0, and it possesses Property 2,
i.e., it is absolutely integrable over - ao < t < ao, since I f(t) I - 0 if
t < 0 and I f(t) I = exp (-yt) if t > 0 and t' exp (-yt) is arbitrarily
small, say < 1, if t is sufficiently large since y is, by hypothesis, positive.
The Fourier Transform of f(t) is
g(w) _ (2r)1 £ exp (-i(w - z)t] dt = (2r)ii(w

1
- z)
and, since Iw - zI IwI + IzI < 2Iwl,if IwI > Iz1,wehave
g(w) > (2r)i2 w j' if IwI > I z I
so that g(w) I is not integrable over - co < w < co. Also, since log (w - z)
is unbounded at ca - ao and at w - co, g(w) is not integrable over
- oo < w < ao .
(Note. We shall see shortly that if f(t), in addition to possessing Prop-
erties 1 and 2, is such that its real and imaginary parts are monotone over
i
sufficiently small intervals to the right and to the left of t = 0, or if f(t)
possesses a right-hand and a left-hand derivative at t - 0, then the Cauchy
principal value, Um.-. f%, g(w) dw of the integral of g(w) over - co <
co < ao exists, despite the fact that the integral of g(w) over - co < w < co
may not exist. We shall denote this Cauchy principal value of the integral
of g(w) over - ao < w < co by the symbol f g(w) dw. Thus in the
present Example we have
Ii
I`p3 g(w) dw = 1
ii «
lim
w
dw
a 1 ' lim log (w - z)
- z (2r)
since the argument of (a - z) / (- a - z) tends to r as a - co while the
modulus of (a - z)/(-a - z) tends to 1 as a -- co.)
3
The Fourier Integral Theorem
Let f(t) s fl(t) + 'f,(') be a complex-valued function, whose real and

imaginary parts are fi(t) and f:(t), respectively, of the unrestricted real
variable t, and let f(t) possess Properties 1 and 2. At any point t at which
f(t) is continuous the two limits
f(t+0) - limf(t+a),
"-.o
a> 0
f(t-0)=limf(t-a),
8.0
a>0
exist and are equal, their common value being f(t) (this being the definition
of the concept of continuity). At a point t where f(t) fails to be continuous
the limits f(t + 0), f(t -- 0) need not exist, and, if they do exist, they
need not be f(t). However, these limits will exist, by hypothesis, if f(t)
possesses a right-hand derivative and a left-hand derivative at t,
the definition of the right-hand derivative, for example, being
lim,..o V(9 + $) - .f (t + 0))/6, a > 0; they will exist also if the real and
imaginary parts, fl(g) and fi(t), respectively, of f(t) are monotone and
bounded over sufficiently small intervals to the right and to the left of
t, f(t + 0), for example, being fi(t + 0) + of2(t + 0) where fi(t + 0),
for example, is the greatest lower bound, or least upper bound, of fi(t + 6),
a > 0 and sufficiently small, according as fl(t) is monotone nondecreasing,
or monotone nonincreasing, over a sufficiently small interval to the right
of t. The values assigned to f (t) at its points of discontinuity are immaterial,
as far as the definition of the Fourier Transform g(w) of f(t) is concerned,
but for the purposes of the Fourier Integral Theorem, which we now pro-
pose to study, it is convenient to assign to f(t) at any of its points of dis-
8
continuity at which both the limits f(t + 0) and f(t - 0) exist the mean
of these two limits; i.e., we set
.f(t) = k(f(t + 0) -f- At - 0)1
For example, if f(t) = 0, t < 0, and f(t) = exp (izt), t > 0, where the
imaginary part y of z = x + yi is positive, we have f(0 - 0) = 0,
f(0 + 0) = 1, and so we set f(0) = J. We have seen that, for this par-
ticular function, f g(w) dw = (r/2)*, so that (2,r)' f .., g(w) dro
4 = f(0). This result is not an accident, peculiar to this particular function;
if f(t) is any complex-valued function of the unrestricted real variable t,
which possesses Properties 1 and 2, and which, in addition, is such that
its real and imaginary parts are monotone and bounded over sufficiently
small intervals to the right and to the left of t = 0, or such that
it possesses a right-hand and a left-hand derivative at t = 0, then
(2r)-' f g(w) dw exists, its value being f(0), on the understanding
that f (O) is defined as the mean of the two limits f (O + 0), f (O --- 0). The
Fourier Integral Theorem is merely the extension of this result from
t = 0 to an arbitrary value t = r of the unrestricted real variable I. To
make this extension we must multiply g(w) by exp (iwr) before taking
the Cauchy principal value of the integral over - co < w < -. Thus
the Fourier Integral Theorem (in the form in which we propose to prove
it and which is satisfactory for our purposes) may be stated as follows:
Let f(t) be any complex-valued piecewise continuous function of the
unrestricted real variable t which is absolutely integrable over - co <
t < co, and let r be any value of t at which f (t) possesses either of the
two properties:
(a) The real and imaginary parts of f(t) are monotone and bounded
over sufficiently small intervals to the right and to the left of r.
(b) f (t) possesses a right-hand and a left-hand derivative at r.
Then
(2r)- J g(w) exp (iwr) dw
c-m)
exists with the value f(r) (on the understanding that f(r) is defined as
the mean of the two limits f(r + 0), f(r - 0)).
(Note. Pay attention to the fact that g(w) is multiplied by exp (iwr)
and not by exp ( -iwr) while, in the definition of g(w), f(t) was multiplied
by exp (- iwt) and not by exp (iwt). Furthermore, note that mere con-
tinuity of f(t) at t = r does not suffice for the validity of the Fourier
Integral Theorem. When f (t) is continuous at t = r both the limits f (,r + 0)
and f(r - 0) exist and are equal, their common value being f(r), but our
proof of the Fourier Integral Theorem requires either Property (a) or
Property (b) above and these are not guaranteed by mere continuity of
f(t) at t = T. If f(t), in addition to being continuous at t = r, is differ-
entiable at t = r it possesses Property (b), with the added equality of the
right-hand and left-hand derivatives, and the Fourier Integral Theorem is
valid at t = r.
We begin the proof of the Fourier Integral Theorem by writing
b
b
(2r)-4 f f(t) exp (-iwt) dt = gab(w) so that I 9(w) - 9 (w)
a
may be made arbitrarily small, say < e, by choosing the positive numbers
-a and b to be sufficiently large, the choice of a and b being independent
of w. If r is any real number and a any positive real number we denote
(2r)-4 f_à g(w) exp (irw) dw, which exists since g(w) is everywhere con-
tinuous, by Fa(r) so that
fa
I Fa(r) - (2r)-1 ga (w) exp (irw) dw
a
_ (2r)If [g (w) -ga(w)]exp(irw)dwl

a I
< (2w)'
a
g(w) - ga (w) (dw < (2a)- 2a
on the understanding that -a and b have been chosen sufficiently large
to ensure that I g(w) - gab(w) 1 < e, w arbitrary. Thus the difference
between Fa( r) and (2r) -4 f fa gab (w) exp (irw) dw may be made arbi-
trarily small, once the positive number a is given, by making -a and
b sufficiently large. The integral (2r)-4 f"a gab( w) exp (irw) dw is the re-
peated integral (2r) -' f [ P. f(t) exp (-iwt) dt[ exp (irw) dw and we
consider the associated double integral of (2r)-'f(t) exp [-iw(t - r)j
over the rectangle a < t < b, -a <- w < a. If f(t) is continuous over the
interval a < t < b, the integrand of this double integral is a continuous
function of the variables (t, w) over the rectangle of integration and the
order of integration in the repeated integral may be changed. This change
of order is also valid when f(t) is not continuous over a <- t < b by virtue
of the fact that f(t) is, by hypothesis, piecewise continuous and absolutely
integrable over a < t < b. To see this it is sufficient to consider the case
where f (t) has a single point c of discontinuity in the interval a < t < b,
c being an interior point of this interval. Writing f; f(t) exp (-iwi) dt in
the form
[f(t) exp (-iwt) dt + f f(t) exp (-iwt) di
+ f f(t) exp (-iwt)dt,
e+a=
where a, and a, are any positive numbers which are less than c - a and
b - c, respectively, we have to consider three repeated integrals whose
associated double integrals are extended over the rectangles a < t < c -
ai,-a<to <a;c-a,<t<c+32,-a<w<a;c+a:<t<b,
-a < w < a, respectively, and, since (2r)-f(t) exp [-iw(t - r)] is a
continuous function of the two variables (t, w) over the first and third of
these rectangles, the order of integration in the first and third of these
repeated integrals may be changed. The modulus of the second of our
repeated integrals may, since A0 is absolutely integrable over a < t < b,
be made arbitrarily small, say <a, by taking a, and a, sufficiently small.
Thus the difference between (2ar)-1 f` exp (irw){ J f(t) exp (--iwt) 0 dw
and the sum of the two repeated integrals
(tar)-,
f(t) exp [--iw(t - r)] dw dt
and
(2r)-1 [1(t) {1. exp [-iw(t - r)] dwj dt

may be made arbitrarily small by choosing 6, and a: to be sufficiently small.
Furthermore, since I exp [-iw(t - r)] I - 1, so that
aexp[-iw(t - r)]dwI :52a,
the product of f-. exp [-iw(t - r)J dw by f( t) is integrable over the in-
tervals a < t < c and c < t <( b and the differences between
(tar)-1 f f(t){fexp[-iw(t - r)]dwl dt
and
(21r)-, f ~'` f(t) exp r)] dw j dt
and between
(2w)-1 [f(t {L: exp [--tw(t - r)] dw} dt
and
(2r)-' J,iy f(t) { . atop -iw(t - r) dw dt
may be made arbitrarily small by choosing a, and a, , respectively, to be
sufficiently small. Thus the difference between
(tar)-' 1.
exp (iI.) Vot) exp (-it) dtj dw
The Lapiace Transformation i3
and the sum of the two repeated integrals
(24r)-' fo e f(t) {L exp [-iw(t - r)] dw) dt
a 1
and
()-1
f(t)1ta exp -iw(t - r) dwr dt
may be made arbitrarily small by choosing dl and as to be sufficiently small.

Since this difference is independent of dj and 8s it must be zero and so
(2fr)-' exp (izw) f(t) exp (-iwt) dt} dw

La
(24r)-1 exp [-iw(t -- r)] dw dt
J a f(t)
+ (21r)-1 [ f(t) {f: exp [-iw(t - T)] dw1 di
(2r)-' f1t{f exp [--iw(t -- r)] dwj CU

a
which proves the legitimacy of the interchange of the order of integration
in the repeated integral
(,.)-' La exp (irw) { f f(t) exp (-iwt) dt} dw

even when f (f) is not continuous over the interval a < t < b. We have,
then, proved that the difference between Fa(r) and
}
(2ir)-' f f(t) { to exp [-uu(t - r)] dwj dt
may be made arbitrarily small, once the positive real number a is given,
by choosing the numbers -a and b to be positive and sufficiently large.
In other words, the infinite integral
(2x)-' `tl f(f) { L exp -iw(t -- r) dw} dt

exists, no matter what is the positive number a, its value being Fa(r).
Since
Q exp [-iw(t - r)] dw = 2 sin a(t - r)

a t - T
this result may be stated as follows:

T h e infinite integral (1/i) f ., f(t) ([sin a(t - r)]/[t - r)) dt exists,

no matter what is the positive number a, its value being
a
F. (r) = (2w)' J 9(w) exp (irw) dw
This is the first, and most crucial, step in the proof of the Fourier Integral
Theorem. In the next chapter we shall complete the proof of this theorem
by showing that, if f (t) is either (a) such that its real and imaginary parts
are monotone and bounded over sufficiently small intervals to the right
and to the left of r or (b) such that it possesses a right-hand and a left-
hand derivative at r, then lima-. Fa(r) exists with the value f(r), it
being understood that, if r is a point of discontinuity of f(t), the value
assigned to f(t) at t = r is the mean of the two limits f (r + 0) and f(7 -- 0).
4
Completion of The Proof of

The Fourier Integral Theorem.
The Laplace Version of
The Fourier Integral Theorem.
We now examine the behavior of the infinite integral

1/ir f f(t){[sin a(t - r)]/[t - r]] dt
as a -- oo . The function f (t) is a complex-valued function fl (t) + tf=(t )
of the unrestricted real variable t and so this infinite integral is the sum
of the two infinite integrals
(4)sina(t-r)dt
1
x f_
nft
t-r
and
i f°1 (t) sina(t - r)dt

r . t-r
It suffices to treat the first of these two infinite integrals, the treatment of the
second being precisely the same. We write (1/.Y) f°_° fl(t) [ [sin a(t - r)
16
It - 71) dt as the sum of the two infinite integrals

sin a(t - T) dt
li 1 f-'.,A(t) t-r
s
I= = I
fo
fl(r
sin a(s
u)
_T
82n au
U
dti;t1 = T - t
V TO
fl(t)
t-r dt
4
f fi(r+v)sin
aydv;v=t-r
and it again suffices to treat the first of these two infinite integrals, the
treatment of the second being precisely the same. We write Il as the sum
of the three integrals
s
J1 = -f fi(r - u)suaudu;
J:=s Jbfi(r-u)n°ùdu;
U
J,= i fi(r - u)sinaudu

where a and b are any two positive numbers which are such that a < b.
It is clear that I Js 1 < (1/ib) Je }fi(r -- u) J du - (1/orb) F--.b J fi(t) I dt <
(1/,rb) f°.o fi(t) I dt, so that I Js I may be made arbitrarily small, say
< e, by choosing b sufficiently large, the choice of b being independent of
a. If A(t) is monotone and bounded over a sufficiently small interval to
the left of t - r, fi(r - 0) exists and
Jl - h(r- 0) ]" sin au du j{fi(r - u) - fi(r - 0)} sin au du
If a is sufficiently small, the function fi(r - u) - fi(r - 0) of u is mono-
tone over the interval 0 < u < a, being either positive and nondecreasing
(when fl(t) is monotone nonincreasing to the left of t = r) or negative
and nonincreasing (when fl(t) is monotone nondecreasing to the left of
( = r). Hence we may apply the second Theorem of the Mean of integral
calculus to obtain
J1 - Mr - 0) ('° sin au du = - jfi(r - a + 0) - fi(r - 0) f s uau du
where a' is some positive number` <a. The integral f . ( (sin au)/u} du is
Jt
a and a by the number f o { (sin t)/t }dt. Hence
The Laplace Transformation
the difference of the two integrals r a { (sin au)/u} du = fee { (sin t)/t} dt, t =
au, and f o { (sun au) /u) du - f e"' { (sin t) It) dt; each of these integrals
is dominated, no matter what are the values of the positive numbers a',
and this assures us, in view of the existence of the limit fi(r
lJl - fi(r - 0) f"'duu
may be made arbitrarily small, say < e, by choosing a sufficiently small,
17
- 0), that
the choice of a being independent of a. If fi(t) possesses a left-hand deriva-

tive, d, say, at t = r, the function
IA(T -- u) -A(r - 0) - dl
-u {
is arbitrarily small, say < 1, over the interval 0 _< u < a if a is sufficiently
small, and so
I'- u) - fI(r
u
0)i (d) +,
1 over 0 < u < a
if a is sufficiently small, the choice of a being independent of a. Hence
f {fi(r - u) - Mr - 0) } sin °ru dul < (tdl

+ 1) a,
if a is sufficiently small, so that
A(r - 0) f sin au dul
- = To u
may be made arbitrarily small, say <*, by choosing a sufficiently small,
the choice of a being, again, independent of a. Supposing, then, that a
and 6 are so chosen that, for all values of the positive real number a,
(1) lJ,l < e
(2) l
Jl _ fi(r
7
0)
j'dtsf <e
we have, for every a > 0,
lJ + -fi(rr 0) f` sin au dul < 2e

The integral
sin au du sin v
dv' v = au
u V
and as a -i oo, a remaining fixed, this tends to fo f (sin v)/v} do whose

value we denote, for the moment, by C. Thus
I fi(r 0) A° sin au
du _ fi(r _. 0) C1
may be made arbitrarily small, say < e, by choosing a sufficiently large

so that
IJ,+J:-f'(r-0)CI<3e
if a is sufficiently large.
It remains to investigate the behaviorof J2 = (1/r) f; fi(r - u) f ((sin au)/
u]) du as a --> eo. If fi(r - u) is bounded over a < u < b, so also is
fl(r - u)/u which we denote, for a moment, by h(u), so that h(u) is
bounded and, hence, since it is piecewise continuous, properly integrable
over the interval a < u < b. If, then, e' is an arbitrarily given positive
number we may construct a net of points a = uo < ui < . < ua - b
on the interval a < u < b with the following property: Let h*(u) be the
function defined by setting, over any open cell u, < u < ut+4 , j - 0, ,
n - 1, of the net, h'°(i) equal to the greatest lower bound m; of h(u) over
the corresponding closed cell u; < u < u;44 and setting, at the points
a, ul , , u,, , b of the net, h'(u) equal to the greatest lower bound of
h(u) over a < u < b. Then h(u) - h'(u) > 0 over a < u < b and the
net a, u2 , , u.-t , b can be so chosen that 0 < f; f h(u) k*(u)) du <
e'. Since I sin au I < 1, it follows that I f; f h(u) _ h*(u)} sin (au) du I < e'
and it is easy to see that I f: h*(u) sin (au) du I may be made arbitrarily
small, say <e', by choosing the positive number a sufficiently large. In-
deed fa h'(u) sin (au) du is the sum of n terms of the form
m;1k,"f+1 sin(au)du=m; cos (au;) - acos (auj.,,)

so that
2
IJ e(u) sin (au) du
a a j_o
Hence
f. h(u) sin (au) du 1 :5 2c'
if a is sufficiently large. This result remains valid even when f'(r - u)

The Laplaee Transformation 19
fails to be bounded over a < u < b; to show this, it suffices to consider

the case where fi(r - u) is unbounded at a single interior point c of the
interval a < u < b. Writing
f b h(u) sin (au) du = f ' h(u) sin (au) du
s s
+2 b
+ f--sl h(u) sin (au) du -I- f
0+11
h(u) sin (au) du
the first and third of the integrals on the right may be made arbitrarily
small by choosing a sufficiently large, since h(u) is properly integrable over
the intervals a :5u <- c - b, , c + th < u < b. The modulus of the second
integral on the right is dominated by
i4s
J h(u) J du
Ei,
and this is again dominated by
c - 1K
1
fe--1,
J u) I du
which may be made arbitrarily small by choosing b1 and 62 sufficiently small,

the choice of 3, and 8h being independent of a. Thus I J2 J may be made
arbitrarily small, say < e, by choosing a sufficiently large and, since
1, = J, + J : + Js, it follows that J 11 - [fi(r - 0)/rJC J < 4e if a is
sufficiently large. Similarly, J 12 - V &r + 0)/,r]C J < 4e if a is sufficiently
large and, since
sin r) dt = 11 -}- 12
r fW A(t) r
this implies that
f
fl(t) Bin a(t - r) dt -
1
I < 8e
2f1(T) C <
a 7-
if a is sufficiently large (it being understood that at any point r of discon-

tinuity of fl(t) at which the limits f,(r + 0) and fl(r - 0) exist, fl(r) is
defined as the mean of these two limits). Thus
lim 1 1' f,(t) sin a(t - r) dt _ 20 fl (T)

a-,= r ro t-r r
and similarly for f2(t), so that
lim1( f(t)sina(t-r)dt=2Cf(r)
a-= r t -
.00 r
which implies that (2x)`4f((') g(w) exp (irw) dw = (2C/r)f(r). The con-
stant C is independent of the function f(t) and, to determine it, we choose
the function f(t) which is 0 if t < 0 and = exp (izt), where the imaginary
part y of z is positive, if t > 0. Setting r = 0 and using the already proved
fact that (21r)-4f g(w) dw = f(0) we see that C = it/2. Thus
(2rr)- f g(w) exp (ir(.,) dw = f(r)
(-:)
which completes the proof of the Fourier Integral Theorem.
The Fourier Integral Theorem is one of the most useful theorems of ap-
plied mathematics, but in the form here stated, it suffers from a serious dis-
advantage. The class of complex-valued functions of the unrestricted real
variable t which possess Property 2 is too restricted. For example, the
Heaviside unit-function u(t) which is defined as follows:
u(t) = 0 if t < 0; u(t) = 1 if t > 0;
u(0) _ +}
while possessing Property 1 (since it is continuous save at t = 0) does not
possess Property 2. To remove this disadvantage we introduce a complex
variable p = c + iw whose real part c is not, necessarily, zero. Then w =
i(c - p) and the Fourier Integral Theorem may be written in the form
f(r) = i f (c+ao)
g[i(c - p)] exp [r(p - c)] dp
the integration in the complex p-plane being along the line p = c which is
parallel to the w-axis and the Cauchy principal value of the integral being
taken. On multiplying by (27r) exp (cr) and setting (2r)-4 exp (cr)f(r)
= h(r), g[i(c - p)] = k(p) we obtain
1 f () k(p) exp (rp) dp
h(t) = 2xi. <r-soo)
where
k(p) = 9(w) = (2x)-4 1:1(t) (--iwt) 1h(t) exp

O
(-pt) dt
Here k(p) is termed the Iaplace Transform of the complex-valued function
h(t) of the unrestricted real variable t and the relation
h(r)
2a-i
Jtk(p) exp (rp) dp
is the Laplace version of the Fourier Integral Theorem. The grit advan-
tage of this version is that h(t) is not required, as is f(t), to be absolutely
integrable over - co < t < oo . It suffices that there exist a real number c
The Iaplace Transformation 21
such that exp (-ct)h(t) is absolutely integrable over - oo < t < W. Thus,
for example, if h(t) is zero when t < 0, h(t) may be furnished, if c > 0,
for positive values of t by any polynomial function of t. In particular, the
Heaviside unit function u(t) possesses, if c > 0, the Laplace Transform
f "o exp (-pt) dt = 1/p and the Laplace version of the Fourier Integral
Theorem tells us that
_1
2xi
[(4+iO) exp ('rp)
ce-+b) P
dp
wherec> O,islif r > 0,+4if 7 = 0,and0if r <0.

5
The Laplace Transform of

a Right-sided Function
The function h(t) which appears in the Laplace version of the Fourier
Integral Theorem is connected with the function f(t) which appeared in
the original version by the relation
h(t) = (27r)_'exp(ct)f(t)
Since exp(ct) is everywhere continuous, h(t) possesses, likef(t), Property 1,
i.e., it is piecewise continuous. Since f(t) possesses, by hypothesis, Prop-
erty 2, h(t), which need not possess this property, must be such that there
exists a real number c such that exp(-ct)h(t) possesses Property 2, i.e., is
absolutely integrable over - - < t < ao. For example, h(t) may be the
Heaviside unit-function u(t) which is defined as follows:
u(1) = 0, t < 0; u(t) = 1, t > 0; u(0) =
since, if c is any positive real number, exp(-ct)u(t) is absolutely integra-

ble over - ao < t < oo, the value of the infinite integral
J m: exp (-ct)u(t) I dt = - exp (-ct) dt

being 1/c. The product of any complex-valued function of the unrestricted
real variable t by u(t) is zero if t < 0 and we term any piecewise continuous
complex-valued function of t which is zero if t < 0 a right-sided function.
Similarly, we term any piecewise continuous complex-valued function of t
which is zero if t > 0 a left-sided function; for example, the product of any
The Laplace TranFformation 33
piecewise continuous complex-valued function of t by u(-t) is a left-sided

function. The Laplace Transform, Lh, of a right-sided function h(t) is
defined by the formula
Lh = fl&(t)exp(-pt)dt
where p is any complex number for which the infinite integral on the right
exists (it being not required that this infinite integral converge absolutely,
i.e., that the infinite integral f o I h(t) I exp( -ct) dt, where c is the real part
of p, exist). Let us now suppose that Lh exists at some point Cl of the real
axis of the complex p-plane. We propose to prove that this implies the
existence of Lh at any point p of the complex p-plane whose real part c is
> cl ; not only this, but also that Lh In an analytic function of the complex
variable p over the half-plane c > cl .
Since h(t) exp(-ct) is integrable, by hypothesis, over - ao < t < oo it
is integrable over the interval 0 < t < T, where T is any positive real num-
ber, and we denote by H, (T) the integral for h(t) exp(-clt) dt so that
Hf, (T) is everywhere continuous and, at every point of continuity of h(t),
differentiable with the derivative h(T) exp(-c1T). In view of the conti-
nuity of HC, (T ), H,,, (T) is bounded over any interval 0 < 7' < b, where
b is any positive number, and this implies, since the infinite integrai
fo h(t) exp(-c1t) dt exists, by hypothesis, that is bounded over
0 < T < m ; in other words, there exists a positive number M which
dominates I H., (T) I , T any non-negative real number. On writing Lh =
f 'o h(t) exp(-pt) dt in the form fo h(t) exp(-clt) exp [- (p - cl)t] dt
we obtain, on integration by parts,
Lh = (t) exp [-(p - c)t] to + (p - cl) f H.,(t) exp [-(p - cl)t] dt
(p - Cl) J Hel(t) exp [-(p - Ci)t] dt
provided that the real part c of p > cl . Since

H.,(t) exp [-(p - cl)tJ ! < M exp [-(c - cl)tJ,
the infinite integral f o H,, (t) exp [ - (p - cl )tl dt exists over the half-
plane c > c1 , its convergence being absolute. Thus, although the conver-
gence of the infinite integral r o h(t) exp(-pt) di which defines Lh need
not be absolute at p = c1 , nor at points of the half-plane c > c1, Lh exists
over this half-plane and may be expressed, over this half-plane, as the
product of p - c1 by an infinite integral f o' H, (t) exp [ - (p - cl) t] dl
which converges absolutely over the half-plane. Let, now, T be any positive
real number and let us consider the integral
dir(p) = f 0HH,(t) exp [-(p - c,)t] dt.

Since H, (t) is bounded over the interval 0 < t < T, 41. (p) is a differen-
tiable function, i.e., an analytic function, of the complex variable p, its
derivative being - f o' tH,,, (t) exp (- (p - cl) t] dt no matter what is the
value of p. Assigning to T, in turn, the values 1, 2, 3, , we obtain a
sequence of functions 4,(p), 02(p), , of the complex variable p which
are analytic over the entire finite complex p-plane. At any point of the
half-plane c > cl this sequence converges to
f H.,(t) exp (-(p cl)tl dt =

say, and it is easy to see that the convergence is uniform over the half-plane
c, + S < c, where S is any positive number. Indeed, the modulus of
4(p) - 4,.(p) = Ie H.,(t) exp (-(p - c,) t] dt - 4,.(p)
f Q*
is dominated, over the half-plane cl ± S < c, by M f exp (c - c,) t] di

which is, in turn, dominated by Mf. R exp(-bt)dt = (M/S) exp( -nd), which
is arbitrarily small if n is sufficiently large, the choice of n being independent
of c. Since 4,.(p) is analytic over the half-plane c > c, the integral
f c4n(p) dp, where C is any simple closed curve of finite length which is
covered by this half-plane, is zero. Since the points of C constitute a closed
set their distances from the line c = c, possess a positive lower bound so
that C is covered by a half-plane c, + a < c, if S is sufficiently small, and
so fc4(p) dp, which is the same as fc {4(p) - 4 (p)J dp is dominated by
(M/S) exp( -nS)l, where t is the length of C. Since f c4(p) dp is independent
of n it follows that f c 4(p) dp = 0 and this implies that 4(p) is an analytic
function of the complex variable p over the half-plane c > c, . Hence
Lh = (p - c,)4(p) is an analytic function of the complex variable p over
the half-plane c > c, .
EXAMPLE 1
h(t) = u(t)
Here
P
c>0
(Note. Lh does not exist at p = 0, but is exists at c = cl where ci is any

positive number and, if c > 0, there exists a positive number c, , Jc for
example, such that c > cl .
ExAMPLE 2
h(t) = exp (at)u(t), a an arbitrary complex number
Here
Lh=exp[-(p-a)t]dt= p - a
and a > real part a, of a.
(Note. Similarly, if, for any right-sided function h(t), Lh = .(p), c > cl,
and hl(t) = exp(at)h(t), then Lh' _ b(p - a), c > cl + a, . This useful
property of the Laplace Transform of a right-sided function is known as
the Translation Theorem.)
EXAMPLE 3
h(t) = tau(t), a a complex number a, -i- ia;.
The complex power, ta, of a positive real number i is defined by the rela-
tion t° = exp (a log t) so that I t° = exp(a,. log t) = ta', where a, is the
real part of a. In order that Lh = f o to exp( - pt) dt exist at the point
p = cl of the real axis in the complex p-plane we must have a, > -1
(to take care of the small values of t) and c, > 0 (to take care of the large
values of t). Thus the Laplace Transform of tau(t), where the real part
a, of a is > -1, exists, and is an analytic function of the complex variable
p, over the half-plane c > 0, c being the reai part of p. On setting pt = s
in the infinite integral f o to exp( -pt) dt which furnishes this Laplace
Transform this infinite integral appears as (1/pa+l) fo sa exp(-a) de, the
integration being along the ray from 0 to co in the complex p-plane which
passes through the point p. If R and 0 are the modulus and argument, re-
spectively, of any point s in the complex p-plane, sa = exp(a log a) =
exp { (a, log R - atB) + i(a,B + a; log R) I so that
sa ( = exp(a, log R - a.B) = R"' exp(-a;B)
and, since I exp(-s) I = exp(-R cos 0), we have 1 sa exp(-a) I =
Ra, exp(-a.B)exp(-R cos 0). Denoting, for a moment, by S the argument
of p, so that -(ir/2) < 6 < (ir/2), it follows that along the are of the
circle s = R exp(Bi) in the complex p-plane from 0 = 0 to B = f8, this are
lying in the first quadrant if 8 > 0 and in the fourth quadrant if 6 < 0,
sa exp(-a) 1 < Rap exp(I a4 I)exp(-R cos 0) and this implies, since
Ra'+1 exp(-R cos $) tends to zero as R --> -, that the integral of
as exp(-8) along this are of the circle 8 = R exp(8i) tends to zero as

R -- co, or, equivalently, that the integral of s° exp(-s) along the ray of
argument 6 from 0 to ao in the complex p-plane is the same as the integral
of s° exp(-s) along the ray of argument zero from 0 to co in the complex
p-plane. This integral, f o' t° exp( -t) dt, is the Gamma Function, r(a + 1),
of argument a + 1, and hence it follows that the Laplace Transform of
tau(t), where the real part of a is > -1, is r(a + over the
1)/pa+i,
half-plane c > 0.
A simple integration by parts shows that if the real part of a is not only
>-1 but also >0, then r(a + 1) - ar(a) and, since r(1) =
f o' exp( -t)dt = 1, it follows that, if a is a positive integer, r(a + 1) = a!.
The Laplace version of the Fourier Integral Theorem tells us that
cf..0> exp (pt) dp.
ta
u(t) = r(a + 1)
2xi 4--i'*) pa+1
real part of a > -1; c > 0 and in particular, on setting t = 1, that
exp (p)
1 = r(a + 1) f 1 dp; real part of a> - 1;c> 0
2a-i (c-: o)
Thus r(a + 1) is never zero over the half-plane a, > -1, where a, is the
real part of a, for which the Laplace Transform of tau(t) is defined. If a
is real and > -1, r (a + 1) is real, and since it is continuous and never
zero, it is one-signed. Since r (1) = 1 is positive, it follows that r (a + 1)
is positive for every real value of a > -1.
EXERCISE 1
Show that the Laplace Transform operator L h = f h(t)exp(-pt) dt
is linear, i.e., L(h, + h2) = Lh1 + Lh:, L(ah) = aLh, a any complex
number, and use this property to determine the Laplace Transforms of the
right-sided functions sin(flt)u(t), cos($t)u(t), where ,6 is any complex num-
ber, indicating in each case the half-planes over which the Laplace Trans-
forms are analytic functions of the complex variable p.
EXERCISE 2
Show that if the Laplace Transform, Lh, of a right-sided function h(t)
exists at a point p, = c, + iwz of the complex p-plane then Lh exists, and
is an analytic function of the complex variable p, over the half-plane
c > c, . (Hint: The Laplace Transform of h(t) at p, is the same as the
Laplace Transform of h(t)exp(-iw,t) at cl and the Laplace Transform of
h(t)exp(-iw,t) at p - iw2 is the same as the Laplace Transform of h(t)
at p.)
An important consequence of the Laplace version of the Fourier Integral

Theorem is the following uniqueness theorem: If two pieeewise continuous
right-sided functions h,(t), hz(t), possess Laplace Transforms at a point c,
of the real axis in the complex p-plane and if their Laplace Transforms
coincide over the half-plane c > c, , then h2(t) coincides with hi(t) at all
points t which are not discontinuity points of either hl (t) or h! (t) . To prove
this, we observe that the relation
Lh = (p - ci)fo H.,(t)exp [-(p - ci)t] dt,
c > c, , tells us that the Laplace Transform, over the half-plane c > c, , of
H.,(t)exp(c,t) is (Lh)/(p - c,). Since the convergence of the infinite
integral f o* Hal(t)exp [-(c - c,)tj dt, c > c, , is absolute we may apply
the Laplace version of the Fourier Integral Theorem to obtain
1 f(`+"0)
- J c-:.,) pLh
H, (t) exp (c,t) =271 - c, exp (pt) dp
this equality being valid at any continuity point of h(t), since
H,,(t)exp(c,t) is differentiable at any such continuity point. Thus HH,(t)
is unambiguously determined, at any continuity point of h(t), by the values
of Lh at the points of the complex p-plane whose real parts have any
common value c > c, or, equivalently, by the values of Lh over the half-
plane c > c, . Since the derivative of H,, (t), at any continuity point of
h(t), is h(t)exp(-c,t) it follows that h(t) is unambiguously determined at
any point where it is continuous by the values of Lh over the half-plane
c > c, . In particular, if Lh = 0 over the half-plane c > c, , then h(t) = 0
at all its continuity points.
(Note. It is not necessary, for the validity of this uniqueness theorem,
that the Laplace Transforms, at the point p = c, , of hi(t) and h2(t) be
absolutely convergent.)
6
The Laplace Transform

of exp (-t')
We have seen that if the Laplace Transform, Lh, of a piecewise continuous

right-sided function h(t) exists at a point cl of the real axis of the complex
p-plane then Lh exists, and is an analytic function of the complex variable
p, over the half-plane c > c, , so that Lh possesses a derivative with respect
to p over this half-plane. If h(t) is left-sided, instead of right-sided,
Lh h(t)exp(-pt)dt = fo h(-t')exp(pt') dt', t' = -t,
= fo h(-t')eXp(-p't') dt', p' = -p, = fo h(-t)exp(-p't) dt
and h(-t) is a right-sided function of t so that, if Lh exists at p' = c,' _
-c, it exists, and is an analytic function of the complex variable p', over
the half-plane c' > c,'. This is the same as saying that if Lh exists at p = c,
it exists, and is an analytic function of the complex variable p, over the
half-plane, c < c, . If h(t) is neither right-sided nor left-sided we may write
it, since u(t) + u(-t) is the constant function 1, as the sum of a right-
sided and a left-sided function as follows: h(t) = h(t)u(t) + h(t)u(-t).
If, then, the Laplace Transform of the piecewise continuous right-sided
function h(t)u(t) exists at a point p = c, of the real axis in the complex
p-plane, and if the Laplace Transform of the piecewise continuous left-
sided function h(t)u(-t) exists at a point p = c2 of this real axis, and if
c2 > c, , Lh exists, and is an analytic function of the complex variable p,
over the strip c, < c < C2 parallel to the imaginary axis in the complex
p-plane. For example, exp( -t2) is the sum of the right-sided function
exp(-t2)u(t) and the left-sided function exp(-t2)u(-t) and each of these
.E8
functions possesses a Laplace Transform at any point ex of the real axis in

the complex p-plane. Indeed, exp(-t2)exp(-cxt) = exp (c12/4) exp(-v2),
v = t + ex/2, and so both of the infinite integrals
fo
exp (- t2) exp (-c1 t) dt = exp (L4)
(c1)/2
exp (-v2) dv
/
f 4f
0
exp (-t2) exp (-cx t) t* = exp ( exp (-v2) dv
exist, exp(-v2) being dominated by (1 + no matter what the value

v2)-1
of the real variable v. Thus the Laplace Transform of exp(-t2) exists, and
is an analytic function of the complex variable p, over any strip c1 < c < c2
parallel to the imaginary axis in the p-plane; in other words, the Laplace
Transform of exp(-t2) is an analytic function of p over the entire finite
complex p-plane. At any point c1 of the real axis in the complex p-plane
this Laplace Transform has the value A exp(c12/4) where
r(e1)/R
f
eo
A= L exp (-v2) dv + exp (-v2) dv =

EW
exp (-v2) dv
w (c,)/2
In order to evaluate this infinite integral we observe that, if (r, 0) are plane
polar coordinates, the double integral of exp(-r2) over the circle of radius
R with center at the origin is f exp(-r2)rdrde = jr(1 - exp(-R2)) and
that the double integral of exp( -r2) over the square of side 2b with center
at the origin and with sides parallel to the coordinate axes is, since r2 =
x2 + y2, the square of the integral f_o exp(-t2) dt. Since this square of side
2b is covered by the circle of radius R, if R is large enough, we know that
the square of j°_e exp( -t2)dt < Rr(1 - exp( -R2)}, if R is large enough,
and so the square of jb6 exp(-t2) dt is less than ,r, no matter what is the
value of b. Hence the infinite integral f°° exp(-9) dt exists with a value
< T. On the other hand, the square of side 2b covers the circle of radius
R, if b is large enough, and this leads to the opposite inequality
f exp(-t2)dt > r}.

Thus f! exp(-t2)dt = ,rl so that the Laplace Transform of exp( -t2)
assumes the value ir} exp(cx2/4) at any point c1 of the real axis in the com-
plex p-plane. Hence it coincides with the analytic function a exp(p2/4) on
the real axis in the complex p-plane and this implies, since it is analytic
over the entire finite complex p-plane, that it is ,r} exp (p2/4) over the entire
finite complex p-plane:
exp (-t2) exp (-pt) dt -- r* p arbitrary.

exp (f',),
On setting t = kit', p - kip', where k is any positive real number, we ob-

tain f "., exp (-kt")exp(-p't')dt' = (r/k) exp(p''/4k) so that the
Laplace Transform of exp(-kt'), k > 0, is (r/k)ii exp(p2/4k). In particu-
lar, on setting k = }, the Laplace Transform of exp(-t'/2) is
(2r)3 exp(p /2)
On evaluating the Laplace Transform of exp(-kt'), k > 0, at any point
p - io of the imaginary axis of the complex p-plane, we obtain
f`-.e exp(-kt=)exp(-iot)dt = (r/k)l exp(-w2/4k)
and it follows, on multiplication by (2r)3, that the Fourier Transform of
exp(-kt') is (2k)-4exp(-w'/4k). In particular, on setting k - 1, the
Fourier Transform of exp(-4t') is exp(-W) ; this result is expressed by
the statement that exp(-4t') is its own Fourier Transform.
The Laplace Transform of the one-sided functions exp(-kt')u(t),
exp(-kt2)u(-t), k > 0, are not as simple as the Laplace Transform of
their sum exp (- kt') . For example, the Laplace Transform of
exp(-kt')u(t), k > 0, is
jexp(_kt2)exp(_pt)dt = exp(4k)f exp[-k(t+k)]dt
= 0 exp p f r exp (--z') dz,
4k fki
Z = k} (t + 2)
the integration in the complex z-plane being along the ray of argument zero
from p/20 to ao. Similarly, the Laplace Transform of
exp (-kt')u(-t) is k7* exp()frexp

= 9
k (-z') dz,
the integration being along the ray of argument zero from - CO = CO
exp(ir) to p/20. In particular, when k - }, the Laplace Transform of
exp (- 4 ) u(t)
is
2 exp (p') fV
exp (-zs) dz
and the Laplace Transform of
/
exp (- 4, u(-t)
is
2exp(p') f exp(-z')dz
If we are certain that it is permissible to differentiate with respect to k,
under the sign of integration, the infinite integral f., exp(-kt')exp(-pt)dt
which furnishes the Laplace Transform, (T/k)} exp(p2/4k), of exp(-W),
k > 0, we may obtain the relation
t' exp (-kt') exp (-pt) dt = (kJ{ exp (4k\ [2k + 21
which furnishes us with the Laplace Transform of t' exp(-k9) and, con-
tinuing this process, we may obtain the Laplace Transform of the product
of exp( -kt') by any even power of t (always provided that the differentia-
tion of the infinite integral involved with respect to k, under the integral
sign, is legitimate). Similarly, if we are certain that it is legitimate to dif-
ferentiate, under the integral sign, the infinite integral f,°., exp(-k9)
exp(- pt) dt with respect to p or, equivalently, with respect to the real
part c of p, we may obtain the relation
; 2
f t exp (-kt') exp (-pt) dt = (k> 2k

exp
k
which furnishes us with the Laplace Transform of t exp( -kt'), k > 0, and
continuing this process we may obtain, always under the same proviso, the
Laplace Transform of the product of exp(-kt') by any positive integral
power, odd or even, of I. In order to formulate, in as convenient a manner
as possible, conditions which guarantee the validity of this differentiation
of an infinite integral under the integral sign we shall consider the case
where we propose to differentiate the infinite integral f_'., h(t)exp(-pt) dt,
which furnishes the Laplace Transform of h(t), with respect to the real
part c of the complex variable p = c + io. The integrand, h(t)exp(-pt),
of this infinite integral is a function F(t, c) of the two real variables (t, c),
the imaginary part w of p being supposed held constant, and the derivative,
FF(t, c), of F(t, c) with respect to c, being -th(t)exp(-pt), is since h(t) is,
by hypothesis, a piecewise continuous function of the unrestricted real
variable t, either a continuous function of the two variables (t, c) over any
strip - oo < t < co, c, < c S ce parallel to the taxis in the (t, c)-plane,
or else its points of discontinuity in any rectangle a < t < b, cl < c < c, ,
where a and b are any two real Numbers which are such that a < b and
ci, c, are any two real numbers which are such that c, < o2, He on a finite
number of lines parallel to the c-axis. We make now the following two addi-
tional hypotheses concerning the function F,(t, c) of the two real vari-
ables (t, c) :
3o Lectures on Applied Mathematics
(1) F. (t, c) is absolutely integrable with respect to t, for every value of

c in a given closed interval c, < c < c, , over - oo < t < cc.
(2) The convergence of the infinite integral f," F.(t, c)dt is uniform with
respect to c over the interval c, < c < c,,
and a single additional hypothesis concerning F(t, c) :
(3) The infinite integral f% F(t, c,) dt exists.
We shall show in the following paragraph that these three hypotheses are
sufficient to guarantee the following three facts:
(1') The infinite integral f, F(t, c) dt exists for each value of c in the
interval c, < c < 4 .
(2') f°° F(t, c) dt is a differentiable function of c over the interval
Cl < c < ez.
(3') The derivative of f," F(t, c) dt with respect to c, where c, < c < c, ,
is furnished by the formula
(f°F(t,c)dl) f F.(1,e)dl
In other words, differentiation of the infinite integral f°°,. F(t, c) dt, with
respect to c, under the integral sign is legitimate.
Writing f°_°., Fe(t, c) dt in the form fa F.(t, c) dt + R.b(c), a < b, we
know from (2) that I Rab(c) I may be made arbitrarily small, say <e, for
every c in the interval c, < c < c, by making -a and b positive and suffi-
ciently large, the choice of a and b being independent of c. If, then, a and b
are so chosen that ( Rb(c) I < e, c, < c < rt , and c and c + Ac are any
two values of c in the interval c, < c < co we have
A
f '0F.(t,c)dt1<1A fbF.(t,c)dtj+2e
where Af.., F.(t, c) dt denotes
and similarly for Af.b F.(t, c) dt. If F.(t, c) is a continuous function of the
two variables (t, c) over the rectangle a < t < b, c, <- c < c, , it is a uni-
formly continuous function of the two variables (t, c) over this rectangle
and so I AF.(t, c) I = I F.(t, c + Ac) - F.(t, c) I may be made arbitrarily
small, say <e/(b - a), by making I Ac I sufficiently small, the choice of
Ac being independent of either t or c. Supposing Ac so chosen, we have
b b b
Itl../Fc(t,c)dt=1fAJPc(t,c)dtif1tJIFc(t,c)Idt<(
The Lapiaee Transformation. 88
which implies that I nf'. F,(t, c) dt I < 3e. Thus the two integrals
f; F,(t, c) dt, f°. F,(t, c) dt and, hence, their difference R,b(c), are con-
tinuous functions of c over the interval c, < c < cs . This conclusion remains
true, by virtue of (1), when F,(t, c) fails to be continuous over the rectangle
a < t <- b, c, < c < c: , since, by hypothesis, its points of discontinuity in
this rectangle lie on a finite number of lines parallel to the c-axis in the
(t, c)-plane. To prove this it suffices to treat the case where the points of
discontinuity lie on a single line t = d, where a < d < b. We
write fa F,(t, c) dl in the form
raa--a
as
F. (t, c) dt +
+a,
,
F. (t, c) dt + f
where a, and 62 are positive numbers which are less than d - a and b - d,
a+a,
b
F, (t, c) dt
respectively. The first and third of these three integrals are continuous
functions of c over the interval c, < c < ci , since F,(t, c) is a continuous
function of the two variables (t, c) over the rectangles a < t < d - a,,
c, < c < c: and d + 82 < t < b, c, < c < C2 , and we direct our attention
to the second. The modulus of this second integral may be made arbitrarily
small, say <e, by choosing 8, and 8: sufficiently small, the choice of a, and
8: being, by virtue of (2), independent of c. Supposing 8, and 6, so chosen,
we have I Af al-i; F,(t, c) dl < 2e and it follows that, if Lc is chosen so
small that
a, a
IF,(t,c)dtI<e
a
and
I.
f+a!F,(t,c)dtI <e
that
1,6
f
b
F. (t, c) dtl < 4e

a
which implies that ; c) dt < 6e proving the continuity of the

two integrals fa F,(t, c) dl, f-', F,(t, c) dt and, hence, of their difference
R,b(c), over the interval c, < c < c2. Hence the three functions
f; F,(t, c) dt, f_b, F,(t, c) dt and R,b(c) of c are integrable over the interval
c, < c < and, if c' is any point of this interval, we have the relation
f c{ 00
F.(t,c)ddo=
fe' {jb
F,(t,c)4do+ f R,b(c)do
111J
If F,(t, c) is a continuous function of the two variables (t, c) over `,he

rectangle a < t < b, c, < c < ca, the order of integration may be changed
in the repeated integral on the right and the same argument as before shows
that this remains true, by virtue of (1) and (2), when F,(t, c) fails to be
continuous over the rectangle a < t < b, c, < c <- c:. Hence
e' .o a
f {J_ F, (t, c) dt} de = f{f F.: (t, c) dc} dl + R,° (c) do
$4 Lectures on Applied Mathematics
so that
r
{L:F. (t,c) di} dc - fi F.(t,c)dc}dtl
< ( c ' - cl) S e(cs - Cl)
proving the existence of the infinite integral f'°.o f% F.(t, c)dc) dt with the
value f,, {f-.% F°(t, c)dt) dc. Since
F. (t, c) do = F(t, c') - F(t, cl)

it follows, by virtue of (3), that the infinite integral f°.. F(t, c') dt exists,
for every point c' of the interval cl < c' < cs , its value being
CI
f L_.
F.(t,c)dt}dc+ fF(t,ct)dl
The fret of these two terms is a differentiable function of c', since
f!.. F.(t, c) di is a continuous function of c, and the second is a constant
function of c'. Hence the infinite integral fr.. F(t, c') di is a differentiable
function of c' over the interval c1 < c' < c, , its derivative being
f_.. F.(t, c') dt . This completes the proof of the legitimacy of differentiating
the infinite integral f!!. F(t, c) dt with respect to c under the sign of integra-
tion, when F.(t, c) satisfies conditions (1) and (2) and F(t, c) satisfies
condition (3).
7
The Laplace Transform of the

Product of a Right-sided
Function by t and of the Integral
of a Right-sided Function over
the Interval [0, t]
We have seen that if a piecewise continuous right-sided function h(t)

possesses a Laplace Transform Lh, which need not be absolutely conver-
gent, at a point cl of the real axis in the complex p-plane then Lh may be
written, over the half-plane c > cl in the form
Lh = (p-c,)fH.1(t) e xp[-(p-c!)t]dt
where
Ha,(t) = f `h(s) exp (-ci s) ds

0
the convergence of the infinite integral which multiplies p - c, being abso-

lute over this half-plane. The integrand, H., (t )exp (- (p - c,) t], of this
infinite integral is a function F(t, c) of the two real variables (t, c), where
c is the real part of p, it being understood that the imaginary part w of p
$5
is held constant, and the derivative of this function with respect to c, being
the same as its derivative with respect to p, exists at every point p of the
finite complex p-plane, with the value -tHH,(t)exp [-(p - c,)t]. Since
0<texp[-(c2 -c)t] <[1/(c2-c)],if c1>cand t>0,
tHq (t)exp [ - (ci - ct)t]
= tH.,(t)exp [-(c2 - c)tj exp [-(c -- c,)t], cl < c < c j,
is absolutely integrable over 0 < t < co (since H.,(t)exp [-c - c,)ij,
c, < c < c2, is absolutely integrable over 0 < t < co ). Thus the infinite
integral f o F,(t, c) dt converges absolutely over the half-plane c > c, .
Moreover, the convergence of this infinite integral is uniform over the
half-plane c > cl + 6, where b is any positive number, since, over this
half-plane, I exp [-(p - c,)t] I = exp [-(c -- cl)t] < exp(-at), and so it
is permissible to differentiate with respect to c or, equivalently, with respect
to p, under the sign of integration, the infinite integral
fo H.,(t)exp [-(p - c,) t] dt,
p being any point of the half-plane c > c, ; indeed, if c > c, , we may set
S = (1/2) (c - c,) and ensure that c > c, + a. Thus
(Lh), = foo H,, (t) exp [- (p - c,)11 dt -
(p - c,) Jo tH.,(t) exp [-(p - c,) t] dt,
fHci(t)ttexp[-(p-c,)t]itdt, c>ci
and the right-hand side of this equation reduces, on integration by parts,
since H,,(co ) exists and since t exp -- (c - c,)t tends to zero as t --> oo, to
-f th (t) exp ( - pt) dt. Thus we have the following useful result :
If the piecewise continuous right-sided function h(t) possesses, at a point
c, of the real axis in the complex p-plane, a Laplace Transform, whose con-
vergence need not be absolute, then the product, th(t) of h(t) by t pos-
sesses, over the half-plane c > c, , the Laplace Transform - (Lh ), . We
express this result by the statement that multiplication of a piecewise con-
tinuous right-sided function by t is reflected, in the domain of Laplace
Transforms, by differentiation with respect to p followed by a change
of sign.
EXAMPLE
exp(at)u(t) possesses, over the half-plane c > a,, where a, is the real
part of a, the Laplace Transform 1/(p - a). Hence t exp(at)u(t) possesses,
over the half-plane c > a,, the Laplace Transform 1/(p - a)=. Continuing
this process we see that, if n is any positive integer, t" exp(at)u(t) possesses,
over the half-plane c > a the Laplace Transform n!/(p - a)"+1
Note. This is a special case of the result that to exp(at) u (t) , where 0 is
any complex number whose real part is > -1, possesses, over the half-
plane c > a, , the Laplace Transform r(P + 1)/(p - a) o+', which result
is an immediate consequence of an application of the Translation Theorem
to the result that tou(t) possesses, over the half-plane c > 0, the Laplace
Transform r(ft + 1)/po+
Let us now consider a piecewise continuous right-sided function h(t)
which is such that the integral f o' h(s)da = Ho(t), which we shall denote
simply by H(t), exists over 0 < t < oo. We do not assume the existence of
H( ao ), i.e., that h(t) possesses at p = 0 a Laplace Transform, but we do
assume the existence of a positive real number cl such that h(t) possesses at
p = c, a Laplace Transform which need not be absolutely convergent.
H(t) is an everywhere continuous right-sided function, which is, in addi-
tion, differentiable, with derivative h(t), at the points of continuity of h(t).
The function 40(t) = fo H(v)exp(-c1v) dv exists, since H(t) is everywhere
continuous, over 0 < t < oo and is an everywhere differentiable function,
its derivative being H(t)exp( --c,t). Since H(O) = 0, we obtain, on integra-
tion by parts,
H(t) exp (-c, t) `
fi(t) Cl
+ Cl f h(v) exp (-c,v) &
H(t)
fi(t) exp (c, t)
Cl
+ exp Cl(c, t) f h(v) exp (-c,v) du
`
Hence, at the points of continuity of h(t),

{fi(t) exp (c, t) ), = -hit) + exp (c, t) f h(v) exp (-c,v) dv
g
+ hct)
= exp (c, t) fh(v) exp (-c, v) dv
and this implies, since the derivative of 0(t) is continuous over 0 < t < -o,
that
{#(t) exp (c, t) {, = exp (c, t) f ' h(v) exp(-cjv) dv
0
over 0 < t < CO
Since h(t) possesses, by hypothesis, a Laplace Transform at p = C1, it
follows that the quotient of {-0(t)exp(c1t)) tby exp(c1t) = {(1/c1) exp(c1t){:
has, at t - ao, the limit (Lh),, , and we shall show in a later paragraph
that this implies that the quotient of 0(t)exp(c1t) by (1/c1) exp(c1t) has, at
t = co, the same limit, Assuming this, for the moment, it follows
M Lectures on Applied Mathematics
that clo(t) = -H(t)exp( -cat) + fo h(v)exp(-clv) dv has, at t = ao, the

limit (Lh),., and, since the second term on the right has, at t = m, the
limit (Lh),..,,1 , this implies that H(t)exp(-clt) has at t = oo, the limit
zero. The existence of the limit, at t = ao, of q6(t) = f ò H (v) exp (- civ) du
assures us that H(t) possesses, at p = cl, a Laplace Transform and this
implies that the Laplace Transform of H(t) exists, and is an analytic func-
tion of the complex variable p, over the half-plane c > cl . Since the limit,
at t = -, of
H(t) exp - (c1 t) 1 `
¢(t} h(v) exp (-civ) dv
Cl cl
is
Cl
h(v)exp(-clv)dv
we see that
(LH) q = c (Lh)p-.,
The number ci may be replaced throughout the entire preceding argument
by any real number > ci , and so the value of (LH) at any point p = c of
the real axis in the complex p-plane which lies to the right of the point
p = c, is the quotient of the value of Lh at p - c by c. Since both (Lh)/p
and LH are analytic functions of the complex variable p over the half-plane
c > cl , it follows that LH = (1 /p) (Lh) over this half-plane. We express
this result, which is the central one in the theory of Laplace Transforms,
as follows:
Integration with respect to t, over the interval [0, t], of a right-sided function
it reflected, in the domain of Laplace Transforms, by division by p.
To complete the proof of this fundamental theorem let us denote
0(t)exp(clt) by f(t) and exp(cit) by g(t). Since g(t) is monotone increasing
and unbounded at t = ao, we may associate with any positive real number
t a real number T >- t such that, if 9 > T,
f(t) g(t)
<E
g(t') II< E' I g(t') - 031
where e is an arbitrary positive number. Applying the Theorem of the

Mean of differential calculus to the function
f(s) - f(t) - f (t') - f (t)

g(t) - g(t)
(g(s) - g(t) ]
of the real variable e, which function vanishes when s = t and when s = 9,
we see that
f,(t") = f(t') - f(t) _ 1f(i) _ f(t) g(i)
g,(t") g(t') - g(t) lgg(t') g(t') g(t') - g(t)
where t" is some real number between t and t'. As t -+ oo so also do t' and
t" and so f e (t") /g a (r) is of the form l + 'j , where I P, I is arbitrarily small,
say <e, if t is sufficiently large, l being the limit, at t
'g(t)
of f e (t) /gt (t) .
Also
g(t') =1+ + va
g(t') - g(t) g(t) - g(t)
where I r= I < e for every t, and f(t)/g(t') = iv=, where I Ya I < e for
every t; thus
f(t') - vs l+P= i+PI - i_R
g(t') 1+P2 1+P2
so that I [ f (t')/g(t' )j - i I is arbitrarily small if t' > T is sufficiently large.
Hence f(t)/g(t) has, at t = oo, the limit 1.
The theorem which states that integration of piecewise continuous right-
aided functions over the interval [0, tj is reflected, in the domain of Laplace
Transforms, by division by p may be presented in a different form which is
useful in the application of the Laplace Transformation to differential equa-
tions. Let us suppose that the right-sided function h(t) is continuous over
0 < t < co, without being, necessarily, continuous at t = 0, so that h(+0)
may be different from sero, and that h(t) possesses over 0 < t < co a piece-
wise continuous derivative hi(t). Writing fo h,(s)ds = h(t) - h(+0),
h(t) - h(+0) plays the role of H(t), and so the mere assumption that
L(he) exists at a point c, of the positive part of the real axis in the complex
p-plane guarantees that L(h(t) - h(+O)} exists, and is an analytic func-
tion of the complex variable p, over the half-plane c > c, and, furthermore,
that L{h(t) - h(+0)} - L(ht)/p over this half-plane. Since L{h(+0)} =
h(+0)/p over the half-plane c > 0, it follows that L(he) = pLh - h(+0) ;
c > cl > 0. We express this result by the statement that differentiation of a
right-sided function h(t) is reflected, in the domain of Laplace Transforms,
by multiplication by p followed by subtraction of h(+0).
Similarly, if h, is continuous over 0 < t < co and h,, is piecewise con-
tinuous and possesses a Laplace Transform at p = ex > 0, then
L(h,e) = pL(h,) - h,(+0) - p2Lh -- ph(+0) - h,(+0)
and so on.
8
Functions of Exponential Type
The right-sided function exp(at)u(t), where a is any complex number,

possesses, over the half-plane c > a,, where a, is the real part of a, the
Laplace Transform 1/(p - a). This Laplace Transform is not only an
analytic function of the complex variable p over the half-plane c > a,., but
it possesses, in addition, the following two properties:
(a) It is zero at p = co .
(b) It is analytic over the neighborhood I p I > I a ( of p = ao. It follows
that any finite linear combination, C, exp(alt)u(t) + C2 exp(a t)u(t) +
+ C. exp(a.t)u(t), where C1, , C. are any complex constants, of
right-sided functions of the form exp(at)u(t) possesses the two additional
properties (a) and (b).
We term any piecewise continuous right-sided function h(t) a function of
exponential type if it shares with any such finite linear combination of
right-sided functions of the form exp(at)u(t) the following three prop-
erties:
(1) Lh exists at some point c, of the real axis in the complex p-plane.
(2) The analytic function, f(p), of the complex variable p which is fur-
nished, over the half-plane c > c, , by Lh is zero at p = ao .
(3) f(p) is analytic over some neighborhood I p I > R > 0 of p = .
We proceed to investigate what properties of a given piecewise continuous
right-sided function h(t) are sufficient to ensure that h(t) is of exponential
type. On denoting by (ao/p) + (a,/p=) + + (a./p"+') + ... the
power series development of f(p) over the neighborhood I p ( > R of
P = w this it .mite series converges absolutely at p = R + S where S is
40
any positive number, and it may also converge (not, necessarily, absolutely)
at p = R. For example, if
AP) _ (1 + e)-* =
p ( + P!/ p \1
2p1
= +
1.3
24p4
..
a,, is zero when n is odd while ao = 1, a2 = -4, a# = 1.3/2.4, . Thus
r/f
a... _ (-1)'" f I coo' 8d9 and
2
I
=r2
cost"` a dB
is a monotone decreasing function of m which has the limit zero at m = co

(since it is dominated by (2/v) [a + (cos 6)2-((v/2) - 6)] where b is any
positive number < (ir/2)) so that the infinite series 1 - 4 + (1.3/2.4) -
.. , being alternating, is convergent. Thus the infinite series (1/p) -
(1/2p') + (1.3/2.4p') - .. which converges, with the sum (1 + pt)-*,
over the neighborhood I p I > 1 of p = eo, also converges at p = 1. On
the other hand, if f(p) _ (1 - the corresponding infinite series
(1/p) + (1/2p') + (13/2.4p') + , which also converges, but with
the sum (1 - pt)- 1, over the neighborhood I p I > 1 of p = oo, fails to
converge at p = 1; indeed
so that the infinite series 1 + 4 + (1.3/2.4) + does not converge.

We use the symbol r to denote R, if the infinite series (ao/p) + (a,/p2) +
converges at p = R, and to denote R + 8, where S is an arbitrarily
small positive number, otherwise. Thus the infinite series (ao/r) +
(a,/r') + . converges and this implies that I a,. is arbitrarily I/r"+1
small, say < E, if n is sufficiently large, say > N. If, then, M is any positive
number which dominates each of the N + 1 numbers I ao I, I a, I /r, -,I aN-, I/
rx-1, er, we have I a,. 1/r" < M, n = 0, 1, 2, , and this implies that
the two infinite power series in the complex variable z:
ao + a, z + 2! zt + ... + (na"-')I z,.--1
+...;Iaol+jai Iz+Iaslzt+...+ Ia,.-,I

+...
2! (n - 1)1
converge over the entire finite complex z-plane, their sums at any point
z of this plane being each dominated by M exp (r I z I). Assigning real
values to z we obtain two functions k(t), k*(t) of the unrestricted real
variable t, where
(na.-I) t"-1+...
k*(t) iaoI+Ia1it+ + (na"-1)!t"_'+ ...

and we know that both f k(t) I and I k*(t) f < M exp (r f t 1). For example,
when f(p) = (1 + p2)-#, k(t) = 1 (t2/22) + (t`/22.42) _ -.. and
k* (t) = 1 + (t2/22) + (i4/22.42) + . In this case k(t) is known as
the Bessel Function, Jo(t), of the first kind, of index zero, and k*(t) is
known as the modified Bessel Function, to(t) = Jo(it), of the first kind,
of index zero, and since r = 1 and we can take M = 1, we know that both
Jo(t) and Io(t) are dominated, over - co < t < oo, by exp f t I. We shall
study the functions Jo(t) and I0(t) in detail and shall see that the in-
equality f Jo(t) f < exp f t is very crude for large values off t f, it being
f
possible to replace this inequality by the inequality f Jo(t) f < 1, but we

cannot thus improve on the inequality f Io(t) f < exp f t 1. The inequality
f Jo(t) f < 1 assures us that the right-sided function ho(t) = Jo(t)u(t)
possesses, over the half-plane c > 0, a Laplace Transform and we shall
see that this Laplace Transform is (1 + p2) 4. Similarly the right-sided
function ho*(t) = Io(t)u(t) possesses, over the half-plane c > 1, the La-
place Transform (1 - p2)-;. The fact that ho(t) = Jo(t)u(t) possesses a
Laplace Transform over the half-plane c > 0, as contrasted with ho*(t) _
Io(t)u(t), which does not possess a Laplace Transform over the half-
plane c > c, if cl < 1, is because (1 + p2)-; does not have a singular point
in the half-plane c > 0, whereas p = 1 is a singular point of (1 - p2)4.
Since the two functions
k(t) = ao + a1 t + ... + (na^-i)1 o-1 + .. .
k*(t) = f ao f + f al f t + ... (man-1,

! to-1 + .. .
of the unrestricted real variable t are dominated, over - co < t < 00, by
M exp (r f t 1), the two right-sided functions
h'(t) = k(t)u(t); h*(t) = k*(t)u(t)
the latter of which is a non-negative real-valued function of t, possess
Laplace Transforms which are analytic functions of the complex variable
p over the half-plane c > r or, equivalently, since S, if it is not zero, is
arbitrarily small, over the half-plane c > R. If we denote by h1'(t) and
hi(t) the real and imaginary parts, respectively, of h'(t) both h1'(t) and
h2'(t), being dominated by f h'(t) f, also possess Laplace Transforms which
are analytic functions of the complex variable p over the half-plane c > R
and this implies that each of the following four non-negative real-valued
right-sided functions of the unrestricted real variable t, h*(t) f h1'(t),
h*(t) f h2'(t), whose non-negativeness follows from the inequality
f h'(t) f < h*(t), possesses a Laplace Transform which is an analytic
function of the complex variable p over the half-plane c > R. Denoting
by Ao + All + . [AA_i/(n - 1)!]t"`' + the everywhere convergent

infinite series whose sum is k*(t) + ki(t), for example, where k1(t) is the
real part of k(t), the coefficients Ao , A1i - of this series are all non-
negative real numbers, since I I + the real part of n = 1, 2,
is a non-negative real number, and we propose to show that the Laplace
Transform, over the half-plane c > R, of h*(t) + hl'(t) is furnished by the
sum of the infinite series, (Ao/p) + (Al/p2) + , the non-negativeness
of the real numbers Ao , A1i playing an essential role in our proof.
A similar result holds for the other three non-negative real-valued right-
sided functions h*(t) - hi (t), h*(t) + h2'(t), h*(t) - h,'(t) and, since
h'(t) is the linear combination
4 {h*(t) + h1'(t)I - 4 {h*(t) - h1'(t)l + {h*(t) + h2'(t))
-2{h*(t)-h2'(t)}
of the four non-negative real-valued right-sided functions h*(t) t hi (t),
h*(t) f h2'(t), it follows that the Laplace Transform, over the half-plane
c > R, of h'(t) is the sum of the infinite power series (ao/p) + (a,/p2) +
. In other words, the two right-sided functions h(t) and h'(t) possess,
over the half-plane c > R, coincident Laplace Transforms, and this implies
that h(t) coincides with h' (t) at any point t which is a continuity point of
both h(t) and h'(t). h'(t) is everywhere continuous, save, possibly, at
t = 0 and so h(t) coincides with h'(t) at every continuity point save,
possibly, t = 0 of h(t). Hence h(t + 0) and h(t - 0) exist, with the com-
mon value h'(t), at any discontinuity point, if one exists, of h(t) and,
since we have agreed to set h(t) = 4{h(t + 0) + h(t - 0)} at any dis-
continuity point of h(t) where both h(t + 0) and h(t - 0) exist, it follows
that h(t) is coincident with h'(t) = k(t)u(t).
Once, then, we shall have proved that the Laplace Transform, over the
half-plane c > R, of h*(t) + hl'(t) is (Ao/p) + (A1/p2) + we shall
know that h(t) is of the form k(t)u(t) where k(t) is the sum of an every-
where convergent power series in t, this power series being such that both
k(z) I and I k*(z) 1, where z is an arbitrary complex number and k*(z)
is the sum of the power series obtained from the power series ao + alz +
(a2/2!)z2 + whose sum is k(z) by replacing each of its coefficients by
its absolute value, are dominated, over the entire finite complex z-plane,
by a constant times exp r J z', r being =R if the power series (ao/R) -i-
(a1/R2) + converges and being =R + S, where b is an arbitrary posi-
tive number, otherwise. For example, the function of exponential type
whose Laplace Transform, over the half-plane c > 1, is (1 + p2)-, L
4.4 Lectures on Applied Mathematics
J,(t)u(t) and the function of exponential type whose Iaplace Transform,

over the half-plane c > 1, is (1 - p1) is Jo*(t)u(t) - lo(t)u(t) and
Jo(z) is dominated, over the entire finite complex z-plane, by a constant
(actually 1) times exp I z ( while lo(z) is dominated, over the entire finite
complex z-plane, by a constant times exp (1 + d) ( z (, d any positive
number. Actually, since lo(z) = Jo(iz), lo(s) is dominated, over the
entire finite complex z-plane, by exp I z I. We shall prove in the following
chapter that the Laplace Transform, over the half-plane c > R, of h*(t) +
hi'(t) is (Ao/p) + (A,/p') + and, furthermore, that if h(t) is the
product of u(t) by the sum, k(t), of an everywhere convergent infinite
series ao + alt + (a=/2!)9 + - - which is such that k(z) = ao + a1z +
(%/2!)z2 + - is dominated, over the entire finite complex s-plane, by
a constant times exp (r ( z I), where r is a positive real number, then h(t)
is of exponential type. In other words, this property of right-sided functions
is characteristic of functions of exponential type; every function of ex-
ponential type possesses it and every right-sided function which possesses
it is of exponential type.
We conclude with the observation that the convergence of the Laplace
Transform, over the half-plane c > R, of a function h(t) of exponential
type is absolute, since I h(t) I < h*(t) and h*(t) possesses, over the half-
plane c > R, the Laplace Transform I ao I/p -f- I ai I/p' +
9
The Characterization of
Functions of Exponential Type
Our first task is to show that, if the product of u(t) by the sum of an every-
where convergent infinite series Ao + A,t + + [A.-,/(n -- 1) l]t-'
. with non-negative coefficients, Ao , A 1, .. , possesses, over a hsif -
plane c > R >_ 0, a Laplace Transform, this Laplace Transform is the
sum of the infinite series (Ao/p) + (A,/?) + + (A,.-i/p") +
To do this we observe that the infinite integral
{Ao+Ait+....+ "-1 C- +...}exp(-ct)dt

which furnishes, at the point p - c > R of the positive real axis in the
complex p-plane, the Laplace Transform in question is the sum by col-
umns E:- u,." of the double series of non-negative terms which is
defined by the formula
u,."= ,. A"t"exp(_ct)dt, m=0,1,2,---0,1,2,

n!
(the sum of the infinite series which is furnished by the (m + 1)st column
of the cc X co matrix which has u,." as the element in its (m + 1)st
column and (n + 1)st row being
f ' Ao+Ai9+ ... + (A"-i t"-1+ }exP(_c)d)

Denoting by s this sum by columns of the non-negative double series we
4,6
write o, = F-'...o L ..o um", j = 0, 1, 2, , so that the sequence oo ,

01 , a2 . is monotone nondecreasing and o, is dominated by s, no matter
what is the value of j. Thus the monotone sequence oo , of , has a
limit o, its least upper bound, and o < s. From the definition of s we know
that the non-negative number s - ER's-0 E LO u,,," may be made arbi-
trarily small, say <e, by choosing j sufficiently large and, once j has been
so chosen, each of the j + I non-negative numbers F..o u," rk,,..o um",
m = 0, 1, , j, may be made arbitrarily small, say <e/(j + 1), by
choosing k sufficiently large. Hence the non-negative number s -
,.4 E n..o u,,,' is less than 2e if j and k are large enough so that, in
particular, on denoting by p the larger of the two numbers j and k, the
non-negative number s - o, is less than 2e if p is sufficiently large, proving
that a = s. Turning now to the rows of our - X oo matrix we observe
that any partial sum EM-4 um" of the infinite series furnished by the
elements in the (n + 1)st row of this matrix is dominated by o, where
p is the greater of the two integers n and j and this implies that E" um"
is dominated by a = s no matter what are the integers n and j so that the
infinite series -a um" is convergent, with sum <s, no matter what is
the value of n = 0, 1, 2, - . The argument given above tells us that the
non-negative number k
"-0 ,e U. "
m..0 - k
"-o EL o u,,," is arbitrarily
small if j is large enough and, since the two finite sums F':,-4 Ek,.o U.0
and Fn _a Em are equal, it follows that the difference between s
and ?,n_o .o u,,," is arbitrarily small if k is sufficiently large. In other
words, the sum by rows F1R-o E:-0 u.,", of the non-negative double
series (um"1 exists with the same value, s, as its sum by columns
Em-o E..o u,,,". Since
= f A!
t" exp (- ct) dt,
the sum of the infinite series E. um", being the infinite integral
f W
t" exp (-ct) dt
is A"/c"+' (the Laplace Transform of 1"u(t) being nt/p"') and so we

have proved that the Laplace Transform of
Ao+Ait-f- ... + A*-1)1t.
I
+.}u(t)
is furnished, over the part of the positive real axis in the complex p-plane
which is covered by the half-plane c > R > 0, by the sum of the con-
vergent infinite series (Ao/c) + (Al/c2) + + (A"_,/c") + .
Since both the Laplace Transform of
{A o +A l t+ .....{,. ...}u(t)
and the sum of the infinite series
Ao + Al + + .. .
p p2 p"
are analytic functions of the complex variable p over the half-plane c > R
it follows that the Laplace Transform of
Ao + Ai t + ... (n .-,)' "-1 + ...l u(i)

is furnished, over the half-plane c > R, by the sum of the convergent
infinite series (Ao/p) + (A1/p2) + - - + (A"-1/p") + - - . For example,
once we are assured that Io(t) = 1 + (t2/22) + (14/22.42) + - possesses
-
a Laplace Transform over the half-plane c > 1, the result we have just
proved tells as that this Laplace Transform is (1/p) + (1/2p8) +
(1.3/2.4p6) + ... _ (1 - p2)-'
We have now completed the proof of the theorem stated in our last
lecture, namely, that, if a piecewise continuous right-sided function h(t)
is of exponential type i.e., if it possesses a Laplace Transform which is
zero at p = cc and is an analytic function f(p) _ (ao/p) + (a1/p2) + - -
of the complex variable p over a neighborhood J p ( > R of p = cc, then
h(t) is the product of u(t) by the sum of the everywhere convergent in-
finite series ao + alt + + [a"-1/(n - 1)1Jt"-1 + . We now propose
to show, conversely, that if the sum k (z) = ao + a1z + - - +
[a._1/(n - 1)!]z" ' + - of an everywhere convergent power series in a
complex variable z is such that I k(z) 1 < M exp (R I z 1), where M and
R are positive real constants, then the right-sided function h(t) = k(t)u(t),
- co < t < ao, is of exponential type. Since k(z) is analytic over the entire
finite complex z-plane the integral of k(z)/z"+' around the circle I z I = b
in the positive sense, b being any positive number, is 2xi (a,./n !) and,
since I k(z) 1 < M exp (Rb) at all points of the circle I zI = b, we have
a" 1 < [n! M exp (Rb)J/b" no matter what is the positive number b.
Setting b = n/R we obtain
nl M exp (n)R"
n
or, equivalently, log I a" I < log (n1) + log M + n + n log R - n log n.
To appraise the expression on the right-hand side of this inequality we
consider the curve y = log x, x > 0. Since f; dr/x = log b - log a, 0 <
a < b, and since (1/x) < (l/a) over the interval a < x < b, we have
(log b - log a)/(b - a) < (1/a) so that the secant of the curve y =
log x, which passes through the two points P. : (a, log a), Pb : (b, log b),
is less steep than the tangent at P. to the curve and, similarly, this secant
is steeper than the tangent at Pb to the curve. It follows that the secant
in question does not intersect the curve in more than two points; for, if
P , Pb , P. , where a < b < c, were three collinear points of the curve
y = log x the secant PQPa would be at once steeper than, and less steep
than, the tangent to the curve at Pb . Over the interval a < x :5 b -the
ordinate of the curve y = log x is > the ordinate of the secant PaPb ,
the equality holding only at the end points of the interval, and so
fb
(log x) dx > 1(log a + log b) (b - a) or, equivalently, b log b - b -
a log a + a > (1 /a) (log a + log b) (b - a). Setting b = a + 1 and then
assigning to a, in turn, the values 1, , n we obtain the following n
-
inequalities, n being any positive integer,

2log2 - 1 > 1log2
31og 3 - 2 log 2 - I > 1 log 2 + } log 3
(n+ 1) log (n+ 1) - nloga -I> 1logn-+ -2log(n+ 1)

and these yield, on addition, the inequality (n + 1) log (n + 1) -- n >
log (n!) + 1 log (n + 1) or, equivalently, (n + 1) log (n + 1) -- n >
log (n!). Hence log (a j < (n + 1) log (n + 1) + log M + n log R --
nlogn so that log(j a jI") < (1/2n) log (n + 1) + log (1 + (1/n)) +
log R + (1/n) log M. If, then, n is sufficiently large, j log ({ a" jig") -
log R j is arbitrarily small, say <log (1 + e), where a is an arbitrary
positive number, so that j an { < {R(1 + e) { " if n is sufficiently large.
Thus there exists a positive number M' such that the quotient of j an {
by (R(1 + e) { " is less than M' for all non-negative integral values 0, 1,
2, of n, and this implies that the sum k*(z) of the everywhere con-
vergent infinite series j as j + { a2 j z + (j az 1/2 !) z2 + is dominated
over the entire finite complex z-plane by M' exp [R(1 + e) ( z p. Hence,
by the argument of the preceding paragraph, h(t) = k(t)u(t) possesses,
over the half-plane c > R, the Laplace Transform (ao/p) + (al/p') + . .
which is zero at p = oo and also, by virtue of the inequality j a,, j <
M'{R(1 + e)}', an analytic function of the complex variable p over the
neighborhood j p j > R of p = co. In other words, h(t) is of exponential
type.
If the coefficient ae of 1/p in the expansion, over the neighborhood
p j > R of p = ao , of f (p) as a power series in 1/p is zero we may in-
tegrate f(p) from any point p for which j p j > R to p = co, obtaining
the new function

ff(q)dq+P à2p2 + 3paaa+...
which is the Laplace Transform, over the half-plane c > R, of the product
of k(t)/t = a1 + (a2/21)t + (as/3!)e + - by u(t) where k(t)u(t) =
(alt + (a2/2 !) t2 + - - - ) u (t) is the right-sided function whose Laplace
Transform, over the half-plane c > R, is f(p) = (al/p2) + (a2/p') + - - - .
Thus, when a function of exponential type is zero at t = 0 its quotient by
t is also of exponential type and division by t is reflected, in the domain of
Laplace Transforms, by integration from the point p whose real part c is
>R to p = co. For instance, (sin 1)u(t) is a function of exponential type
which is zero at t = 0, its Laplace Transform, over the half-plane c > 0,
being (1 + pz)-1 which is an analytic function of the complex variable p
over the neighborhood I p ( > 1 of p = oo. Hence the Laplace Transform
of [(sin t)/t]u(t), over the half-plane c > 1, is
fo
dq _ f" de
p 1+q2Jo 1+s''8-q
= arc tan
P
We have already seen that the Laplace Transform of [(sin t)/t]u(t)
exists at p = 0 with the value r/2 and so the Laplace Transform
of [(sin t)/t]u(t) exists, and is an analytic function of the complex variable
p, over the half-plane c > 0. Since are tan 1/p is also an analytic function
of p over the half-plane c > 0 it follows that the Laplace Transform of
[(sin t)/t]u(t), over the half-plane c > 0, is are tan 1/p.
EXERCISE
Show that, if the real part a, of a is positive, the Laplace Transform of
[(exp (at) - 1)/t]u(t), over the half-plane c > a, , is - log (1 - (a/p)).
Show, also, that the Laplace Transform of [(exp (at) - 1 - at)/t2]u(t),
over the half-plane c > a,, is a - (a - p) log (1 - (a/p) ).
Denoting by f(p) the function (ao/p) + (al/p2) + which is analytic
over the neighborhood I p I > R of p = co and which is furnished by the
Laplace Transform of a function (ao + alt + (a:/2!)t= + - -)u(t) =
k(t)u(t) of exponential type let us consider the integral fo f(p) exp (pt) dp,
where C is any simple closed curve, of finite length 1, all of whose points
lie in the region I p I > R of the complex p-plane and which encircles the
circle I p I = R and, hence, all the singular points of f (p) . The infinite
series (ao/p) + (a,/p2) + converges uniformly along C and so it

may be integrated along C, after multiplication by exp (pt), term by
term. Since f [(exp (pt))/p"+'] dp = 2rri(t"/n1), it follows that
c
fof(p)exp(pt)dp=ao-+ -a,t+2 t2+... =k(t)

2a
We already know, from the Laplace version of the Fourier Integral Theo-
rem, that
I (e+ioo)
f(p) exp (pt) dp = k(t) u(t),c > R
2rri (e-iao)
the convergence of the infinite integral which furnishes, over the half-
plane c > R, the Laplace Transform of k(t)u(t) being absolute, and so
I/2wi times the integral of f (p) exp (pt) around the circle I p I = r > R
in the positive sense from c + i(r2 c2) } to c - i (r2 - c2);, where R <
c < r, has the limit k(t) - k(t)u(t) = k(t)u(-t) as r --> oo. Indeed, the
integral of f(p) exp (pt) around the circle I p I = r in the positive sense
from c - i(r2 - c2); to c + i(r2 - c2)1 has the limit
(o++ac )
.(c-ioo)
f(p) exp (pt) dt = 2iri k(t)u(t)
as r -> oo, this integral being the same as the integral of f (p) exp (pt)
along the segment of the straight-line, real part of p = c, from
c - i(r2 - c2); to c + i(r2 - c2)4.
10
The Polynomials of Laguerre
We are now ready to study the application of Laplace Transforms to

ordinary linear differential equations with variable coefficients and we
begin with the equation
txtt + (1 - t)xt + ax = 0; h = a real constant
which occurs in the wave-mechanical treatment of the hydrogen atom.
We assume that there exists a right-sided function h(t) which satisfies
this differential equation save, possibly, at t = 0, where h(t) may not be
differentiable. Furthermore, we assume that L(htt) exists at a point p =
C, of the positive real axis of the complex p-plane. Then all three of the
right-sided functions htt, At and h possess Laplace Transforms which are
analytic functions of the complex variable p over the half-plane c > c,
and L(ht) = pLh - h(+0), L(ht,) = p2Lh - ph(+O) - ht(+0). We
denote Lh simply by f and observe that L(th,) = -{L(ht){, = -f -
pf L(th,) = -2pf - p2f, + h(+0), over the half-plane c > c,. Since,
by hypothesis, thtt + (1 - t)ht + Ah = 0, save, possibly, at t = 0, it
follows that f satisfies, over the half-plane c > c, , the first-order linear
differential equation
p(p-1)fv+(p-1-X)f=0
Writing this equation in the form
fp a _1 __ a +1
f p(p-1} p p-1 p
we see that f is a constant times (p - 1)1/p''+i = (1/p) (1 - (1/p))" so
that f is zero at p = oo and is an analytic function of the complex variable
51
p over the neighborhood I p ( > I of p = o. Thus h(t) is a function of

exponential type which is dominated over 0 < t < co by a constant times
exp [(1 + S)t], where a is an arbitrary positive number. The power series
development of (1/p) (1 - (1/p))", over the neighborhood I p { > I of
p= 0, is
1 a X(X - 1) X(X _ 1)(X - 2)
-+
P pa+ 21pe 31 p'
and h(t) is thus a constant times the product of u(t) by the sum of
the everywhere convergent infinite series
(2!)z
e-a(a--1)(i2)e+...
(3!)2
It is now easy to justify our hypotheses concerning the existence of h(t)
by verifying that k,,(t)u(t) satisfies these hypotheses with cl any number
> 1. Since each term of ka(t) is dominated by a constant times the cor-
responding term of exp [(1 + S)t], and since a power series may be differ-
entiated term-by-term the second derivative of k,,(t) is dominated, over
0 < t < -, by a constant times exp [(1 + S)t] (the constant being the
product of the previous constant by (1 + 6)2) so that [k,,(t)u(t)J,t pos-
sesses a Laplace Transform at p = I + S', S' > S. It remains only to verify
that x = k,,(t)u(t) satisfies, for every value of t 0 0, the differential equa-
tion Ix,, + (1 - t)x, + Ax = 0. To do this we avail ourselves of the rela-
tions L(tx,,) _ -2pf - p=fp + x(+0), L(x,) = pf - x(+0), L(txe) =
-f - pfp which are valid over the half-plane c > 1, since Lx = f over
this half-plane. It follows, since p(p - 1)fp + (p - 1 - X)f = 0, that
the Laplace Transform of tx + (1 - t)x, + Ax, over the half-plane
c > 1, is zero and this implies that tx,t + (1 - t)z, + Ax = 0, - oo <
t < co. In particular, t( kA) $, + (1 - t) (ka ), + Xk = 0, 0 < t < -, and,
since the left-hand side of this equation is the sum of an everywhere con-
vergent power series in t, it follows that this equation is valid over the
extended range - co < i < -. Indeed, if we replace t in the power series
whose sum is k.%(t) by an arbitrary complex number z, we obtain a function
ka(z) = 1 - Az + [X(X - 1)/(21)']? - of the complex variable z
which is analytic over the entire finite complex z-plane, and we know that
z(ka(z)J,. + (1 - z)(k),(z)Js + ak),(z) is zero over the positive part of the
real axis in the complex z-plane. However, this implies that it is zero over
the entire finite complex z-plane and, in particular, over the part - 00 <
t < 0 of the real axis in the complex z-plane. Thus x = ka(t) is a solution,
over - co < t < oo, of the differential equation txu + (1 - t)x, + ax = 0
and we know that x is dominated, over - co < t < a o, by a constant times
exp [(1 + 6) 1 t (]. We now raise the following question: For what values
of A, if any, is x dominated, over -- o < t < CO, by a constant times

exp (a I t 1) where a is any positive number less than 1? For this to be
the case k(t)u(t) must possess, over the half-plane c > a, and not merely
over the half-plane c > 1, a Laplace Transform and so (1/p) (1 - (1/p))*
can have no singularities in the half-plane c > a. Hence A must be a non-
negative integer for, if not, p = 1 would be a singular point of
(1/p) (1 - (1/p))". For example, if X = -1, p = I is a pole of (1/p) (1 -
(1/p))" while, if A = 1, p = 1 is a branch point of (1/p) (1 - (1/p)
the function (1/p) (1 - (1/p) )t of the complex variable p not being uni-
form over any neighborhood of p = 1. When A is a non-negative integer
n = 0, 1, 2, , the power series whose sum is k), (t) is a constant times
the polynomial function of t, of degree n, 1 - nt + [n (n - 1) / (2 !) 2]t2 -
.+ Choosing the as yet undetermined multiplicative
constant to be n!, so that the coefficient of t" in this polynomial function
becomes I)", we obtain the following sequence of polynomial functions
of t:
n2(n2 1)2 t"-2 - n2(n- 13)'(n - 2)2 t"-a
L.(t) = (-I)" { 1" - netn-1 +
+ ... .+(-1)"nl}, n=0,1,2,...

For example,
Lo(t) = 1, L1(t) _ -(t - 1), Le(t) = t' - 4t + 2
Le(t) = - (t' - 9t2 +18t - 6)
L,(t) = t' - 16t' + 72t2 - 961 +24
and so on. These polynomials are known as the polynomials of Laguerre
and the differential equation tx tt + (1 - t) x t + nx = 0 is known as La-
guerre's differential equation of index n. The Laplace Transform, over the
half-plane c > 0, of L.(t)u(t) is (n!/p) (1 - (1/p))". The restriction of
A to the non-negative integers 0, 1, 2, . , which is imposed by the re-
quirement that e- "kx(t), 0 < a < 1, be bounded over - cc < t < -,
furnishes the quantisation of the radial coordinate in the wave-mechanical
theory of the hydrogen atom.
It is easy to show, on availing ourselves of the fact that the Laplace
Transform of L"(t)u(t), over the half-plane c > 0, is (n!/p) (1 - (1/p))",
that the function x" = of the unrestricted real variable t satisfies the
linear second-order difference equation
x.+1 + (t - 2n - 1)x" + n x"_1 = 0, n = 1, 2, 3,
54 Lectures an Applied Mathematics
Indeed the Laplace Transform of tL.(t)u(t), over the half-plane c > 0, is

1N' _ n(n.f) 1 - On-1
n!
1-
P( _P) _P
and this appears, on writing
1
p- p I=I 1-2
t
(1
p+\1p
in the form
1)!+
1 + (2n +p1)(n!)
-(n 1 - 1) - 1P)
p p \1
1)1
n'(n p (1 _ pY
which is the Laplace Transform, over the half-plane c > 0, of
(2n + n0La_1(t)u(t). Hence, by virtue of
the uniqueness theorem,
tL.(t)u(t) = (2n + 1)L"(t)u(t) - n'L,,_1(t)u(t)
or, equivalently, tL,,(t) = (2n + 1)L,.(t) - n2L,_1(t), 0 <
t < co. Since this equation connecting polynomials is valid for more than
a finite number of values of t it must be an identity so that, on collecting
terms,
L.+1(t) + (i - 2n - 1)L"(t) + n'L,,.-1(t) = 0, - oc < t < oc
Similarly, we can show that L.(t) is the product of the nth derivative,
D"[t" exp (-t)], of t" exp (-t) by exp t. Indeed the Laplace Transform,
over the half-plane c > -1, of exp (-t)u(t) is 1/(p + 1) and thus the
Laplace Transform, over the half-plane c > -1, of t" exp (-t)u(t) is
n !/ (p + 1) "+1. Since t" exp (- t) is zero, together with its derivatives up
to the order n -- 1, inclusive, at t = 0, if follows that the Laplace Trans-
form, over the half-plane c > -1, of D"[t" exp (-t)]u(t) is nlp"/(p + 1)n+'
so that, by virtue of the Translation Theorem, the Laplace Transform,
over the half-plane c > 0, of exp (t) D"[t" exp (-t)]u(t) is
"
n!
(p-1).
-n! 1-
p p
Hence exp (t) D"[t" exp (-t)] = L" (t ), 0 < t < co, which implies, since
both sides of the equation are polynomial functions of t, that
exp (t) D"[t" exp (--t)], - oo < t < ao
Let us denote by L.*(t) the polynomial function of t, of degree n, ob-
tamed by replacing each coefficient of L"(t) by its absolute value. For

example,
Lo*(t) = 1, Ll*(t) = t + 1, Lz*(t) = e+ 4t + 2
W (t) = t'+9t'+ 18t + 6
and so on, L"* (t) being L. (- t), n = 0, 1, 2, . Then the Laplace Trans-
form of L"*(t)u(t), over the half-plane c > 0, being obtained from the
Laplace Transform of L"(t)u(t) by replacing each coefficient in the de-
velopment of this latter as a power series in 1/p by its absolute value, is
(n!/p)(1 + (1/p))". Since L"*(t) = L"(-t), x"* = L"*(t) satisfies the
differential equation
t (x"*) t t + (1 + t) (x"*) t - nx"* = 0
which we term the modified Laguerre differential equation of index n.
Similarly x"* satisfies the linear second order difference equation
x"+, - (t + 2n + 1)x"* + n'x*.-, = 0
and
L.* (t) = exp ( - t) D"(t" exp t), n = 0, 1, 2,

Let x be any non-negative real number less than 1 and let us consider
the non-negative double series (u/k) where
u,
(j)
fix'
Then the - X co matrix which has u/k as the element in its (k + 1)st
row and (j + 1) st column is triangular with zeros above the diagonal, the
binomial coefficient being zero if k < j. The sum of the elements in
the (k + 1)st row of t his co X co triangular matrix is (xk/k!)Lk*(t) while
the sum of the elements in the (j + 1)st column is
(lOx'x)
1 + (j + 1)x + (.7 + 22(.7 + 1) xa + ...} =
j! ,
Hence the sum by columns of the non-negative double series (u/k) exists
with the value 11/(1 - x) J exp tx/(1 - x) and this implies that the sum
by rows, namely,
0o k
x
Lk* t
exists with the same value. Thus
kkLk'(t)=1 xexp1- x 0 <x<1,0<-t<

If we multiply u/k by (-1)' we obtain a new double series (v/k), where
v;
k (kl 0,1,2,...k=0,1,2,---
A
This double series is no longer non-negative over 0 < t < o' but easb
of the two double series (u/k ± v/k) is non-negative and the sum by columns
of each of these two non-negative double series exists. Since v/1 =
I(u/k + v/k) - +)(u/k - v t) it follows that, despite the fact that the
double series (v/k) is not non-negative, its sum by rows exists and has the
same value as its sum by columns. Thus
xk
Lk(t) =
1 eRp -tx
,-o k! 1 x 1 x
which is the same thing as saying that the previous relation
xk _ 1 tx
k-o k!
Lk (t) 1-xexp
1-x
is valid over the entire t-axis, - - < t < c o. The same argument shows
that we may change the sign of x and so
to
1 tX
k! Lk'(t) = 1 x
exp1
x
, -1 < x < -1, - ao < t < 00
or, equivalently,
E xk
k_ok!
Lk(t)
1-x exp 1-x'
1 -1 < z < -1 ' 00 < t < ao.
We conclude with the remark that Laguerre's differential equation txet +
(1 - t )z j + nx = 0 possesses a second solution, linearly independent of
L.(t), but this solution does not have as much importance as L.(t) in
applications to physical problems since it possesses a logarithmic singularity
at t = 0. For example, when n = 0, this second solution may be taken to
be the indefinite integral, f' ((exp a)/s} ds, of (exp t)/t. If this second solu-
tion is required it may be obtained by writing x = yL.(t) in Laguerre's
differential equation; on doing this we find that y, is a constant times the
quotient of exp t by IL.'(t).
11
Bessel's Differential Equation
As a second application of the Laplace Transformation to ordinary linear

differential equations with variable coefficients we consider the second-
order linear differential equation
Oxee+txe+(t=-n')x=0
which is known as Bessel's differential equation, of index n, n = 0, 1, 2, ,
being a non-negative integer. It is not difficult to see that x,.(t)
(1/ir) f o oos (t sin 8 - na) d8 is a solution of this differential equation.
Indeed,
{x,(t) {e = -- * sin (t sin 0 - ne)(sin 8) d8
{u,.(t) In = -- * cos (t sin 8 - ns)(sin' 8) d8
so that
{x.(t) }ee + 4(t) _ Cog (1 sin 8 - na)(cos' B) de
A simple integration by parts yields
IX;.(t);e = sin (t sin a - no) cos a 10'
--I cos(tsina-n8)(cos 8)(tcos8-n)d8

= -t I* coo (t sin a -- no) (cos' 0) dO
+ cos (t sin 8 - no) (coo 0) do
67
so that
t{xn(t)},I + tx,(t) 1* coo (t sin e - no) (cos e) do
Now
{cos(tsin0-n8)}(tcose-n)do= sin(tsinO-n0)l=0
I
and so
t fcos(tsin0-nO)}(cos0)do
a
= n k* {coo (t sin 9 - n6) } d6 = naxn(t),
so that
t2{xn}«
+ t{x (t)}, + t'x(t) = n2x,(t)
which proves that x (t) is a solution of Bessel's equation of index n. We
denote this solution by Jn(t) and observe that
I Jn(t) I< 1, 11 J. (0) e i< 1,1 {J'.MI a (< 1
so that the right-sided function An(t) = is a solution, save,
possibly, at t = 0, where h.(t) may not be differentiable, of Bessel's differ-
ential equation of index n, this solution being such that the three piecewise
continuous right-sided functions hn(t), {h,(t)} _ , t, all possess Laplace
Transforms which are analytic functions of the complex variable p over
the half-plane c > 0. On denoting the Laplace Transform of h,(t), over
the half-plane c > 0, by f we have I f 1 < f 'o exp (-ct) dt = 1/c, c > 0,
so that I f I tends to zero as c -p x' . Furthermore
L[{hn(t)}=} = pf - h.(+0),
-
L[{h (t)} al = p2f phn(+0) - {h,.}t(+0),
L(thn) _ -ft, , L(t2h,.) = frn ,
L[t{hn(t)):) = -f - pf, -p2fv - 2pf + hn(+0),
L[t2{hn(t)) ) = p2ff, + 4pff + 2f,
all these equations being valid over the half-plane c > 0. Since
t2{hn(t)} + t{h (t)}, + (t2 - n2)h,.(t) = 0, t 5 0,
it follows that, over the half-plane c > 0,
(1 + p2)f, + 3pf, + (1 - n')f = 0
This homogeneous second-order linear differential equation is readily

solved by setting p = sinh z so that f, _ (cosh z)f, , f = (cosh2z)f , +
(sinh z)f, . Thus f, = (sech z)f, , (1 + p2)f,,, = f.. - (tanh z)f, , so that
f + 2(tanh z)f, + (1 - n2)f = 0. Writing, finally, (cosh z)f = f', we
have (cosh z)f, + (sinh z)f = f,', (cosh z)f,, + 2(sinh z)f, + (cosh z)f =
f:, so that f;, = n2(cosh z)f = n2f . If, then, n = 1, 2, 3, , f' is a linear
combination, with constant coefficients, of exp nz and exp (-nz). If
x and y are the real and imaginary parts, respectively, of z, c = sinh x cos y
and so, if - (r/2) < y < (v/2), c -+ co as x - co. Furthermore, the
quotient of exp (nx) by cosh x -i 2 as x --* co , if n = 1, and -- oo, as
x --> ao , if n = 2, 3, - , while the quotient of exp (- nx) by cosh x --- 0
as x --, oo, n = 1, 2, 3, . . Since f = f'/cosh z tends to zero as c -+ o0
it follows that the coefficient of exp (nz) in the linear combination of
exp (nz) and exp (-nz) which furnishes f must be zero. Thus, if n =
1, 2, 3, , f(p) is a constant times exp (-nz) divided by cosh z, i.e.,
a constant times (cosh z - sink z)" = ( (1 + p2); - p) " divided by (1 +
p')}. On the other hand, if n = 0, f is a linear function of z so that f is
of the form (a + bz)/cosh z, where a and b are constants. Hence at any
point c = sinh x of the positive real axis in the complex p-plane, cf =
c(a + bx) /cosh x = tanh x(a + bx) and this is not bounded at x = Go
unless b = 0 (since tanh x -+ 1 as x --' co ). Thus, for all non-negative
integral values, 0, 1, 2, . , of n, f is a constant times exp (-nz) divided
by cosh z, i.e., a constant, C, times { (1 + p2)4 - p] n/(1 + p2)4. Since
this function of the complex variable p is zero at p = 0 and analytic over
the neighborhood I p j > 1 of p = oo, its development as a power series
in 1/p starting out with p2); - p being p(1 + p -Y -
p = (1/2p) + - ), h,,(t) is a function of exponential type, namely, the
product of u(t) by an everywhere convergent power series in t which
starts out with the term Thus vanishes, together with
its derivatives up to the (n - 1)st, inclusive, at t = 0, while the nth
derivative of J"(t) does not vanish at t - 0. The nth derivative of
J"(t) = 1ir coo (t sin 0 - no) de, at t = 0

k
is
/
011
sin (no) sin" 0 do
a f0'r
if n = 2k + 1 is odd, and
(_1)k ft
cos (n9) sin" 8 dA
a o
if n - 2k is even. In the first case, sin" o = (2i)-"{exp (io) - exp (-io))"

is a linear combination of sines of odd integral multiples of B, the coefficient
of sin no in this linear combination being (2i)-"+' = (-1)k/2"-` while,
in the second case, sin" 0 is a linear combination of cosines of even integral
multiples of 0, the coefficient of cos no in this linear combination being
2(2i)-% = (-1)`/2"-'. Now (1/r) fo (sin no) (sin mode = 0, if the odd
numbers m and n are unequal, and (1/r) f o' (cos no) (cos mo)do = 0, if the
even numbers in and n are unequal, while both (1/r) f o' {sin no}' do, n =
1, 3, 5, and (1/r) f o' { cos no}' do, n = 2, 4, . have the common value 1.
Hence, if n is any positiv.' integer, the nth derivative of J,(t) has, at t = 0,
the value 1/2" and this is also true when n = 0, the value of Jo(t) _ (1/7)
fo cos(t sin 0) do at t = 0 being 1. Thus the multiplicative constant C
island
L{J,(t)u(t) } ej'P "z) p = sinh z, n = 0, 1, 2, ,c>0
{(1 + e)i - pin c>0
(1 +P');
In particular,
L{Jo(t)u(t) } = (1
+ p')+' L{Ja(t)u(t) } 1- 1- , c >0
1'
Since J,(0) = 0, it follows that
L{tJ,(t)u(t) } = p 1
In general, the Iaplace Transform, over the half-plane c > 0, of t"J,(t)u(t)

is simpler, when n > 0, than that of J,(t)u(t). To obtain this Laplace
Transform we first set up the differential equation which is satisfied by
y = t"x, where x = J,(t). Thus
z = 97'Y, x, = t "y, - ni "-'1/'
x = t "yet - 2nt `-1y. + n(n + 1)t-'2y
and, since t'x + ft, + (t' - n')x = 0, it follows that ty - (2n - 1)y, +
ty = 0. Denoting L{yu(t)} by g and noting that y(0) = 0, since n > 0,
we have
L[{yu(t)} e] = pg, L[{yu(t)} ] = e q - y'(0)
so that
L[1 { yu(t)1 u] '° -p=g, - 2Pg
and, since L{tyu(t)} = -g,, we obtain

(1+p2)ga+(2n+1)pg=0
so that g is a constant times (1 + p2)-"-4 and, since the power series de-
velopment of y starts out with the term t="/2"(n1), the multiplying con-
stant is
(2n)1
25(n!)
- (2n - 1)(2n - 3) 3.1. Hence L{t"J"(t)u(t)}
_(2n-1)(2n-3) .3.1 f c>0,n=0,1,2 ,

(1 + p2)"+(1/2)
(it being understood that, when n = 0, (2n - 1) , 3.1 is replaced by 1) .
Since the development of [(2n - 1) ... 3.1]/(1 + p2) '+' as a power series
in 1/p is
1
(2n - 1) ... 3.1 p:"+1 n+,} (n+})(n+1) _
- +.+a + 21 ps-+a
the development of t"J"(t) as a power series in t is

t'" _ (n+!})e`" (n+4)(n+$)t"+` _
(2n- 1) ... 3.1{l(2n)1 (2n + 4)121
(2n + 2) ! +
and so the development of J (t) as a power series in t is
1 1 (t (2}"+s + (n + 12) ! 2! It
W1 (2)" (n + 1)1
+a
± .. .
(n + 3)13 ! (2)
For example
Jo(t) = 1 - 22+2242 -22.4 62+

t'
Je(t) = t2224+22426- ...
t°
-
so that J;(t) is the negative of the derivative of Jo(t) with respect to t;
this result could have been predicted, without computation, from the fact
that L{J,(t)u(t)}, namely 1 - [p/(1 + is the negative of
pL{Jo(t)u(t)) - Jo(0).
EXERCISE
Show that the product of u(t) by J"(t)/t" is a function of exponential
type whose Laplace Transform, over the half-plane c > 0, is

(cosh z}2"-1
f (sech v)2n dv, p = sinh z
2"-1(n - 1)! .
and, in particular, that the Laplace Transform, over the half-plane c > 0,
of (J,(t)/t]u(t) is cosh z - sinh z = (1 + p2)1 - p. (Hint: The differential
equation satisfied by to = C"x, where x = J"(t), is twe, + (2n + 1)w$ +
tw = 0 and it follows, since w(O) = that the differential equa-
tion satisfied by L(wu(t)) = g' is (1 + p2)gn - (2n - 1) pg' -
-11/(2"-l (n - 1)1)]. The solution of this differential equation which is
zero at p = oo is g' = (1 + p2) "mss, where
(1 + p: ) "+}89 = -
1
1)!
and s is zero at p = co. Thus

1 t4 "
s = f00 1
(sech v)
2
dv
1)! f, (1 + q2)"+ ` 1fo
where q = sinh v, p = sinh z.)
If we replace each coefficient of the everywhere convergent power series
in t whose sum is Jn(t) by its absolute value we obtain a new everywhere-
convergent power series in t whose sum, J"*(t), is the product of by
(-i)". Jn*(t) is termed the modified Bessel function, of the first kind, of
index n and is usually denoted by I"(t) but we shall use, for the present,
the notation J"* (t) to recall the manner in which the modified Bessel
function, J"*(t) or I" (t) , is derived from J" (t) . The expansion, over the
neighborhood I p I > 1 of p = -, of the Laplace Transform of J"*(t)u(t)
as a power series in 1/p is obtained from the corresponding expansion of
the Laplace Transform of by replacing each coefficient of the
latter expansion by its absolute value. Now the expansion of the Laplace
Transform of Jn(t)u(t) as a power series in 1/p is of the form
a1+2 + 1+4 + .. .
f" (p) = a" + pn+a
P+1n pn+a
where an = 1/2" and the coefficients an , a"+2 , are alternately positive

and negative. Hence
f"(ip) _ (-011+1 an
p"+1
- an+2 + a"+,
i;;i p"+s
(-i)"+11I a" I
p"+1 + I an+2 I .+
p"+s
...}
so that f"*(p), the sum, over I p I > 1, of the power series (I a" I/p"+`) +
(I a"+2 I /p"+') + ... , is
i+1 ((1-p2)I_ip}"
i+'f"(i)
p = (1 - p2)1
Writing (1 - p2); = i(p2 - 1); this takes the form
Ip - (p2 - 1)iI"
(p2-1)a
which is exp (-nz*)/sinh z* where cosh z* = p. Thus, side by side with

the result
L(J"(t)u(t) } = exp (-nz) p = sinh z, c > 0
cosh z
we have the result
L(J"*(t)u(t) } = exp (-nz*) p = cosh z*,c>0

sinh z*
EXERCISE 1
Show that x"* = J"*(t) = I"(t) satisfies the modified Bessel equation,
of index n, t2(x"*),, + t(x"*): - t2 + n2)x"* = 0 (Hint: Denoting J"(t)
by x"(t), x"(z), where z is a complex variable, satisfies the differential equa-
tion z2(x")ss + z(x")= + (z2 - n2)x" = 0. Thus along the imaginary axis
z = iy in the complex z-plane, along which (x"), = i(x")t, (x"),,, =
i2(x"):s , we have y2(x")vv + (y2 + n2)x" = 0 and, since x"(iy)
is a constant times x"*(y) it follows that y2(x"*),,,, + y(x"*)v
(y2 + n2)xn* = 0, - ao < y < cc .)
EXERCISE 2
Show that if n = 1, 2, both I J"(z) I and I J"*(z) are dominated
over the entire complex z-plane by a constant times
IZI-"eXp[(1 + 6) Izll
where a is an arbitrary positive number. (Hint:
L{t"J"(t)u(t) } _ (2n - 1) ... 3.1

(1 + p2)"+(1I2)
and the development of (1 + p2)-"_t

as a power series in 1/p converges
atp= 1+5.)
Note. If we substitute p = 1 in this series we obtain a series whose terms
steadily increase in numerical value and which, therefore, fails to converge.
64 Lectures on A pplied Mathematics
EXExcisJ 3
Show that both 1 Jo(z) I and ( Jo*(z) f = 1 Io(z) I are dominated, over
the the entire complex z-plane by exp I z j . (Hint: The development
of (1 + p')`} as a power series in 1/p reduces, when p = 1, to 1 - I +
(1.3/2.4) - which converges; furthermore each of its terms is
numerically < 1.
12
The Recurrence and

other Relations Connecting
Bessel Functions
The Laplace Transforms, over the half-plane c > 0, of the two right-sided
functions t "!'J"(2ti)u(t), each of which is of exponential type, are particu-
larly simple. To obtain them we set 20 = a, t > 0, and we denote J"(a) by
x(a) and write x(a) y(t). Then y, = x,t4 so that x, = ttye - Jays and
-
x.. _ jys + *eyes = Ie + tyee. Since a=x.. + ax. + (a' ns)x = 0 it
follows that dyes + tye + It - (n'/4) }y - 0. We next set y = £-*"v so that
= t-"nve - (n/2) tc-"rn-ev, yes = f"twee - ntc-"nE-'ve + (n/2) [(n/2) +
y,
1]v and find that v satisfies the differential equation tvee + (1 - n) v: + v =
0. All three of the right-sided functions v(t)u(t), v,(t)u(t), vt,(t)u(t) pos-
sess Laplace Transforms over the half-plane c > 0 and, on denoting by g
the first of these three Laplace Transforms, we have L[ve(t)u(t)] = pg --
v(0),L[vee(t)u(t)1 - p'g - pv(0) - ve(0) wherev(0) = O if n = 1,2,3, --- ,
while v(0) = 1 if n - 0. Since L[tv,,(t)u(t)1 = - 2pg - peg, + v(0), g
satisfies the differential equation p=g, + { (n + I) p - 1}g - nv(0) = 0 or,
equivalently, since rw(0) = 0, n = 0, 1, 2, , p'g, + { (n + 1) p - 1 }g =
0. Thus g is a constant times exp (-1 /p) /p"+' and, since the development
of t"12J" (2t}) as a power series in t starts out with the term (1 /n 1) t", the
multiplying constant is 1. Thus
L[t"12J"(2t)u(t)1
exp l
p"+4 c > 0, n = 0, 1, 2, ...
66
66 Lectures on Applied Mathwmatic8
From this we obtain the Laplace Transform, over the half-place c > 0,
of L[t ""J" (2t})u(t)] by integrating n times, with respect to p, from p to
co (t-""Jn(2t}) being the quotient of to"J"(2t}) by t"). Writing
exp (_p1) = 1
p"+, p*+,
- 1
p*+2 _ 21 p*+*
1 - ...
we obtain
1 1 i
n1p- (n+1)!p2+(n+2)!p'
which is the part involving negative powers of p in the Laurent develop-
ment of (-1) 'p"-' exp (-1 /p) over 0 < I z I < ao, i.e., the finite complex
z-plane punctured at the origin:
L[t-"r:JA(2t})u(t))
= nlp
(n-+11
...
)1 p; + (n +2)!p' -
c>0,n=0,1,2,
Thus, multiplication of the Laplace Transform of t""J"(20)u(t), n =
1, 2, 3, , by p is equivalent to replacing n by n - 1 while multiplication
of the Laplace Transform of t ""J"(2t!)u(t), n = 0, 1, 2, , by p, fol-
lowed by subtraction of 1/n!, the value of t"J%(2t;) at t = 0, is equivalent
to replacing n by n + 1 and changing the sign of the Laplace Transform.
This implies, by virtue of the uniqueness theorem, that
(a) The derivative of tn'V.(2t}), n > 0, with respect to t is
t("-,)r2J -,(2t})
and
(b) The derivative of F"'%(20), n > 0, with respect to t is
-tt("+,)i:t J"+1(20)
Since differentiation with respect to t is the same as differentiation with

respect to s = 20 followed by multiplication by t } = 2/s, these results
can be expressed as follows:
(a') The derivative of (8/2)"J"(s), n = 1, 2, 3, , with respect to 8,
is (a/2)"J"_,(s)
(b') The derivative of (s/2)-"J"(s), n = 0, 1, 2, , with respect to s,
is -(8/2)-"J"+,(s)
The above results have been proven only for non-negative values of s
but they remain valid if 8 is replaced by an arbitrary complex number z,
since each side of each of the resulting equations is an analytic function of

the complex variable z over the entire finite complex z-plane. In this way
we obtain the following two sequences of relations:
z{J"(z)}, + nJ,.(z) = zJ.-,(z), n = 1,2,3,
z arbitrary
and these yield, on addition and subtraction, the sequences of relations:

2{J"(z)), = J"_1(z) - n = 1, 2, 3, ;
z arbitrary
2nJ,.(z) = z{J,._,(z) + J"+I(z)}, n = 1, 2,3Y . ;
The second of these two sequences of relations furnishes what are known
as the recurrence relations connecting the sequence Jo(z), Jj(z), J2(z),
of Bessel functions of the first kind. These recurrence relations express the
fact that J,.(z) is a solution of the linear second-order difference equation
J"+1(z) - 2n
z
J,.(z) + J,.-,(z) = 0; n = 1, 2, 3, ; z arbitrary.
EXERCISE 1
Show that the sequence of modified Bessel functions I"(z) = J"*(z),
satisfies the two sequences of relations
2{I"(z)}, = I"-,(z) + I"+,(z), 2nI%(z) = z{I"-a(z) - I"+i(z)},
n=1,2,3,
EXRacISE 2
Show that the Laplace Transforms, over the half-plane c > 1, of
t"r:If(2t})u(t) and t-""I,.(20)u(t) are exp (1/p)/p"+' and [1/(n1p)] +
[1/((n + 1) !p')) + [1/((n + 2) !p')) + ... , respectively.
We have seen that the Laplace Transform, over the half-plane c > 1,
of J""(t)u(t) = I"(t)u(t) is exp(-nz*)/sinh z*, where p = cosh z*. On
taking the real and imaginary parts of the equation p = cosh z*, we obtain
c = (cosh x*) cos y*, w - (sink x*) sin y* where c, to are the real and imag-
inary parts, respectively, of p and x*, y* are the real and imaginary parts,
respectively, of z*. Thus the relation p = cosh z* maps the strip - 7/2 <
y* < a/2 in the complex z*-plane onto the half-plane c > 0, the points of
this strip in the complex z*-plane for which x* has any given value other
than zero mapping into the points of the ellipse [c'/ ((cosh x*) 2) ] + [ws/
((sinh x*)') ] - 1 in the complex p-plane, and the points of the strip for
which x* = 0 mapping into the line segment 0 < c < 1, w = 0. Thus the
relation p = cosh z* furnishes a one-to-one mapping of the positive half,
x* > 0, of the strip - r/2 < y* < r/2 onto the half-plane c > 0 with the
line-segment 0 < c < 1, w = 0, removed. Over the positive half, x* > 0,
of the strip - r/2 < y < ,r/2, ( exp(-z*) I = exp(-x*) is < 1 and so, 0
being any real number, I exp[- (z* -- ie) ] I < I so that the infinite series
1 + 2 exp[-2(z* - ie)] + 2 exp[-4(z* - ie)] + 2 exp[-6(z* - 19)] +
converges, its sum being 1 + 12 exp[-2(z* - ie)]/1 - exp[_2(z* -
ie)]) = cosh(z* - ie)/sinh(z* - ie). If z* = x* is real and positive it
follows, on taking the real parts of the terms of the infinite series, that
1 + 2 (eos 20) exp (-2x*) + 2 (cos 40) exp (- 4x*) + .. .
1 cosh (x* - io) cosh Cr + ie)
2 sinh (x* - io) + sinh (x* + ie)
= sinh 2x* _ sinh x* cosh x*

2 sinh' x* cos= 0 + cosh2 x* sin= e]cosh' x* - cos' 0
When z = x* is real and positive, p = c is real and > 1 and exp (- nx*) /
sink x* is the value at p = c of the Laplace Transform, f.* (p), of J.* (t) u(t)
and so we find, on division by sinh x*, that
fo*(c) + 2 (cos 2s)f:*(c) + 2 (coa 40f.*(c) + ... - c= - cos' 0

In particular, when 0 = 0,
fo c' C 1
The coefficients of the development of as a power series in 1/c are

non-negative real numbers and we construct the non-negative double
series (u,k) where u! , j = 0, 1, 2, k = 0, 1, 2,
, is the term involving
1/c"*1in8 st (),
c St bein
g 2ifk = 1 2 , while Eo = 1. The oo X co
matrix which has uit as the element in its (j + 1) at column and (k + 1) st
row is triangular, with zeros below the diagonal, since fu* (c) starts out with
the 1/e+1 term. The sum of the elements in the (k + 1)st row of the
matrix is 8.f(c) and so we know that the sum by rows of the non-negative
double series (ujt) exists with the value c/(c' - 1) and this implies that
the sum by columns exists with the same value. The sum by columns is a
power series in 1/c whose sum, over the part c > 1 of the real axis in the
complex p-plane, is (1/c) + (I/c') + and so the sum of the elements
in the Cl + 1) st column is 1/c''+1. Let us now consider the non-negative
double series (v;4), where vft = c"+'[tsf/((2j)1)]uI, t any real number; the
sum of the elements in the (j + 1) at column of the co X oo matrix which
has v!t as the element in its (j + 1) at column and (k + 1) at row, j =
0, 1, 2, , k = 0, 1, 2, , is ?'/((2j)1) so that the sum by columns of
the non-negative double series (v;t) exists with the value cosh t and this
implies that the sum by rows of the non-negative double series (v;") exists
with the value cosh t. The sum of the elements in the (k + 1) at row is
dkJa2h(t) and so we have the relation
Jo*(t) + 2J2*(t) + 2J4*(t) + = cosh t, - o < t <
which implies, in particular, that Jo*(t) < cosh t over - oo < t < -. We
may now apply the argument just given, which depended only on the non-
negativeness of Sk , k = 0, 1, 2, , to the two series
fo*(c) + {1 + (cos 20))f2* (c) + {1 + (cos 48) If,* (c) +
{1 -- (cos2B)}f2*(c) + {1 - (cos48)}f,,*(c) +
whose sums are
c
2 7--l+cs-cos=
C 04
and
1 c _ c
c2-1 c2-cos2B
respectively. We find that the two series
Jo*(t) + { 1 + (cos 26) J2*(t) + { 1 + (cos 48) } J4*(t) +
{1 - (cos2B)}J2*(t) + {1 - (cos 46)}Jik*(9) +
converge over - < t < -, their sums being J{cosh t + cosh (t cos B)}
and cosh t - cosh (t cos B) }, respectively, the Laplace Transform
of cosh (t cos 8)u(t), at p = c > 1, being c/(c2 - cos2B). Hence, on sub-
traction,
Jo*(t) + 2(cos 20) J2*(t) + 2(cos 40) Jj*(t) + = cosh(t cos 0),
-00 <t<-,--<0<00
EXERCISE 3
Show that (cos 0)Jl*(t) + (cos 30) Js*(t) + _ +} sinh (t cos 0),
- - < t < -, - - < 0 < co .(Hint. The infinite series, exp[-(x* -
i8] + exp[-3(x* - i8) ] + , is convergent, with the sum 1/[2 sinh(x* -
10) ], if x* > 0.)
The facts that J*k(t), k = 0, 1, 2, , is a non-negative continuous
function of the unrestricted real variable t and that the sum, cosh t, of the
everywhere convergent infinite series Jo*(t) + 2J2*(t) + is every-
where continuous assure us that the convergence of this infinite series is
uniform over the closed interval 0 < t < T, where T is an arbitrary positive
number. Indeed, the remainder, R.(t), after n terms of this infinite series
possesses the following two properties:
(1) It is continuous over the interval 0 < t < T.
(2) 0 < R..(t) < R.(t), - ao < t < oo, n' > n.
70 Leeturee on Applied Mathematics
By virtue of (1) R (t) assumes its maximum value, over the interval
0 < t < T, at some point, t say, of this interval and the infinite sequence
of numbers tl , t2, - possesses at least one accumulation point, l say,
in the interval 0 < t < T. Since R,.(t), n = 1, 2, - , is continuous at l
we know that I .(t) - R,.(l) is arbitrarily small, say < e, if I t - I I
I
is sufficiently small, say < S . Since the infinite series Jo*(t) + 2J,*(t) +
is convergent at 1, 0 < R,.(l) < e if n is sufficiently large and we denote
by N any such sufficiently large value of n so that 0 < Rr,(l) < e. Then
0 < RN(t) < 2e if t - I I < 5,, and this implies that 0 < R,.(t) < 2e
if n > N and I t - l < 8,, . There exists, since I is an accumulation point
of the sequence of numbers tl , t2, , an n, say n', > N such
that 14, -- 1 I < 8, and so 0 < R,.' 2e which implies, by virtue of
the definition of t,. , that 0 < RA'(t) < 2e, 0 < t -< T, and, hence, that
0 < R. (t) < 2e over 0 < t < T if n >- n', the choice of n' being independent
of t. In other words, the convergence, over the interval 0 < t < T, of the
infinite series Jo*(t) + 2J,*(t) + 2J4*(t) + - - is uniform. If z is any
complex number, Jl*(z), k = 0, 1, 2, , is dominated by J k(I z I) and,
so the infinite series Jo*(z) + 2(cos 8) J2* (z) + 2(cos 48) J4* (z) + ,
being dominated by the infinite series Jo* (I z I) + 2 J,* (I z I) + con-
verges uniformly over the disc, 0 < I z I < T, with center at the origin,
in the. complex z-plane. Each term of this infinite series is an analy-
tic. function of the complex variable z over the disc and so the sum
of the infinite series is an analytic function of z over the disc as is also
cosh(z cos 0). Since these two analytic functions of z coincide over
the diameter -- T < t < T of the disc they coincide over the entire
disc and this implies, since the positive number T is arbitrary, that they
coincide over the entire finite complex z-plane. Thus Jo*(z) +
2(cos 20)J,*(z) + 2(cos 46)J4*(z) + = cosh(z cos 0), z arbitrary,
- - < 8 < -. Assigning purely imaginary values it to z we obtain
Jo(t) - 2(cos 28)J,(t) + 2(cos 48)/4(1) - = cost cos 8),
-00<t<-, -00<0<00
and, in particular, on setting a - = 0,
Jo(t) - 2J2(t) + 2J4(t) - = cos t, - oo < t < 00.
On setting 8 = ir/3 in the relation Jo*(t) + 2(cos 28) J,* (t) + _
cosh(t cos 8) we obtain Jo*(t) - J,*(t) - J4*(t) + 2Je*(t) -
cosh (t/2) and, on' combining this relation with the relation Jo*(t) +
2J,*(t) + = cosh t, we obtain
J,*(t) + 2J,*(t) + 2Jli(t) + _ 1{cosh t + 2 cosh(t/2)},
-- oo < t < Go
Thus if cosh t + 2 cosh(t/2)} is an upper bound, over - oo < t < co,

for Jo*(t), the excess of this upper bound over J6*(t) being twice the sum
of the infinite series J6* (t) + J i (t) + . If j t f < 5 and n > 6,
J,.*t, t
() 1
(t)"
2(n + 1)! 2 + (n -+2)! 2R 2
-+
.. .
is less than
()4±...}
nt 0)" + n 1 t2)2 + (n +1 1)2
For example, when t = 1, J6* (1) < (2.3)10-b, J111(1) < 6.10-'a, and
so on, so that J{cosh 1 + 2 cosh 1} is greater than 42(1), the excess being
less than (4.7) 10-6. Actually, }{cosh I + 2 cosh ,)} = 1.26611, Jo*(1) _
1.26607, both to 5 decimals.
On replacing 0 by 0 - (r/2) in the relation
Jo*(t) + 2(cos 20)Js*(t) + . . = cosh(t cos 0),
we obtain
Jo*(t) - 2(cos 28) J2*(t) + 2(cos 40) J4*(t) - = cosh(t sin 8)
and on setting, in turn, 0 = 0 and 0 = r/3 in this relation we obtain the
two relations
- 2Jz*(t) + 2J4*(t) -
Jo*(t) = 1
Jo*(t) + J:*(t) - J4*(t) - 2J6*(t) - = cosh (2t)
On combining these two relations we obtain

i
J0*(t) - 2J6*(t) + 2J 12* (1) - ... = 3 1 + 2 cosh
2t)
Now it folows from the recurrence relation t{ J;_x(t) - JA-, (t) },
n = 1, 2, 3, , that J*_,(t) > J:+,(t), the equality holding only when
n > 1 and t = G. Thus J6*(t) > J6*(t) > Jo(t) > Jiz(t) so that
the sum of the infinite series J6*(t) - Jli(t) + is non-negative.
Hence 4;1 + 2 cosh(3tt/2) } is a lower bound, over - oo < t < c, for
Jo.
(t), the numerical value of the difference between Jo*(t) and this
lower bound being twice the sum of the infinite series j6*(".
J1 (t) + . We have, then, obtained an upper and a lower bound, oats
- oo < t < ao, for Jo `(t) and we know that the mean of these two bounds,
namely,
11 + cosh t
+ cosh C2) + cosh ()}
is an upper bound, over - ao < t < co, for Jo*(t), the excess of this upper
bound over Jo*(t) being twice the sum of the infinite series J (t) +
Je(t)+...
On combining the two relations Jo*(t) + 2(cos 20) Ja*(t) + a

cosh(t cos B), Jo*(t) - 2(cos 20)J,*(t) + ... = cosh(t sin B), we obtain
the relation
Jo*(t) + 2(cos 40) J*(t) + _ i{cosh(t cos e) + cosh(t sin B)}
and from this we deduce that i{cosh(t cos(r/12)) + cosh(t (sin r/12)) +
cosh(2it) I is a lower bound, over - ao < t < oo, for Jo*(t), the difference
between Jo* (t) and this lower bound being twice the sum of the infinite series
Jl,(t) - Ji(t) + - . Hence i{[(1 + cosh t)/2] + cosh(t cos it/12) +
cosh(t sin(r/12)) + cosh(t/2) + cosh(3}t/2) + cosh(2-4t)} is an upper
bound, over - co < t < ao, for Jo* (t) the excess of this upper bound over
Jo*(t) being twice the sum of the infinite series J ;(t) + J*a(t) + .
If (t 1 < 9 this excess is less than 10-'. Continuing this process one step
further we see that
\
12 {Oosh 2 + 1 + cosh Ct cos m) + cosh Ct sun
)
+ cosh ` t we i2) + cosh (t sin i2} + cosh [ t oos g1
+ cosh (t sin + cosh (2 + cosh () + cosh (I we )

8)
+ cosh (t sin } + cosh (27*t) }
is an upper bound, over - oo < t < ao, for Jo*(t) the excess of this upper
bound over Jo*(t) being twice the sum of the infinite series J*a(t) +
J ;(t) + . If It ( < 10 this excess is less than 1.2 X 10-".
The same argument may be applied to Jo(t), the hyperbolic cosines
being replaced by ordinary cosines, the only difference being that we can-
not say, since J,a(t), k = 1, 2, , may assume negative values, that
our approximations are upper, or lower, bounds as the can may be. For
example, }{cos t + 2 cost/2)) is an approximation, over - ao < t < a*,
to Jo(t), the difference J{cos t + 2 cost/2)) - Je(t) being the product
of the sum of the infinite series Je(t) - J1,(t) + by -2. Since
The Laplace Transformation 7$
I J (t) 1 S 1 J.*(t) 1, n = 0, 1, 2, the approximations to Jo(t) which

,
we obtain in this way are at least as good as the approximations we have
obtained to Jo*(t). When t = it/2 the approximation to Jo(t) which is
furnished by *(cos t + 2 cos(t/2)1 is }21 = 0.4714, to 4 decimals, while
Jo(r/2) - 0.4720, to 4 decimals. When t = r/4, the approximation to
J,(,r/4) is 0.85162, to 5 decimals, while Jo(-Y/4) = 0.85163, to 5 decimals.
Ex cisn 4
Show that
J,*(t) + (cos48)[J,*(t) + Js*(t)J + (cos 88)[J,*(t) + J,*(t)1 + ..
_ j{cos B sinh(t cos B) + sin B sinh(t sin B)}
and deduce that
J1*(t) + [Ji(t) + Ji(t)1 + [Js,(t) + Jia(t)) +

[si
inh
3 2 t+ 21 s ( + 2
1 sinh 2)
Ji*(t) - vu(t) + Jiì\(t)l + [Js (t) + Ji(t)J -
= 12) sinh
\
(t cos 12) + (sin 121 sink l t sin i2
3 C(cos
+ 2--* sinh (2it)]
ExMciSa 5
Show that
1[(sinh t/2) + (cos it/12) sinh(t cos(ir/12)) + (sin r/12) sinh(t sin(i/12))
+ (31/2) sinh(31t/2) + I sinh(t/2) + 2-* sinh(2-4t))
is an upper bound, over 0 < t < oo, for Jj*(t), the excess of this upper
bound over Jl*(t) being the sum of the infinite series [4g(t) + J 5(t)1 +
[J: (t) + J +(t)1 + .. .
ExnacIBB 6
Show that
e[(cos xr/24) sinh(t cos(rr/24)) + (sin it/24) sinh(t ein(r/24))
+ (cos r/8) sinh(t cos(ar/8)) + (sin r/8) sinh(t sin(v/8))
+ (cos 5,x/24) siinh(t cos(5x/24)) + (sin 5w/24) sinh(t sin(5T/24))1
is a lower bound, over 0 < t < co, for Jl*(t), the numerical value of the
difference between J1*(t) and this lower bound being the sum of the infinite
series [J a(t) + J 6(t)] - [Ju(t) + J9(t)] +
ExaRcIsE 7
Show that the mean of the upper and lower bounds for J,' (t) , given in
Exercises 5 and 6, respectively, is an upper bound, over 0 < t < ao , for
Jl" (t) the excess of this upper bound over Jl*(t) being the sum of the
infinite series [J ; (t) + J; (t) ] + [J 5 (t) + Jo (t) ] +
EXERCISE 8
Write down approximations to JI(t) analogous to the approximations
to J,*(t) which are furnished by Exercises 5, 6, and 7.
13
The Problem of the Vibrating

String
We shall discuss in this chapter the application of the Laplace Transforma-

tion to the problem of a vibrating string, of length 1, with fixed end-points.
This is one of the simplest instances of what is known as a boundary-value
and initial-condition problem. In the first place, the transverse displace-
ment d = d (x, t), 0 < x <_ 1, 0 <_ t < oo, must satisfy the linear second-
order partial differential equation with constant coefficients:
0<x<l, 05 t<co, a>0
In the second place the boundary values of d, i.e., the values of d when
z = 0 and when z = 1, are specified as follows:
B: d(0, t) = 0; d(l, t) = 0, 0 < t < 00
Finally, d must satisfy the following initial conditions:
I: d(z, 0) = i(x) ; d,(x, 0) = v(z), 0 <- x <- l
¢(x) and v(x) being given continuous functions of x over the interval
0 < x :< 1. We assume that this boundary-value and initial-condition
problem possesses a solution d(x, t) with the following properties:
(1) dtt is piecewise continuous, for all values of x in the interval
0 < z < 1, over 0 < t < - and the Laplace Transform of dt,u(t) exists
at a point p = cl of the positive real axis in the complex p-plane.
(2) The infinite integral fo d(x, t) exp ( -- pt) dt which furnishes, over
the half-plane c > cl , the Laplace Transform f = f(x, p) of d(x, t) u(j) is
75
twice differentiable with respect to x under the integral sign, so that

d. (x, t) u(t) possesses, over the half-plane c > c, , the Laplace Transform
f.. Since L[dt(x, t)u(t)] = pf -- 0, L[d,,(x, t)u(t) ] = p'f - pu" -- v, c > cl,
and since a d.. - d = 0, 0 < t < cc, f must satisfy the nonhomogeneous
second-order ordinary linear differential equation
D':afx-pf=-po--v; 0<x<l
p playing the role of a constant parameter. Furthermore, the boundary
values f (O, p) and f (l, p) are zero for all points p in the half-plane c > c, :
B': f(0, p) = 0; Al' p) = 0; c > c,
Thus the boundary-value and initial-condition problem D, B, I, is re-
placed by the boundary-value problem D', B'. We shall solve this simpler
problem and shall then determine a function d(x, t) which is such that the
Laplace Transform of d(x, t)u(t), over some half-plane c > c, > 0, is the
solution, f = f (x, p), of the boundary-value problem D', B' which we
have obtained. All that remains, then, is to verify that d(x, t) is a solution
of the boundary-value and initial-condition problem D, B, I, and to show
that this problem does not possess any other solution.
Our first step in solving the boundary-value problem D', B', is to con-
sider the associated homogeneous boundary-value problem D", B', where
D" is the homogeneous second-order linear differential equation, with
constant coefficients, a'k1, - p'k = 0. D" does not have, no matter what
is the value of c, > 0, a nontrivial solution, i.e., a solution which does not
vanish identically, which satisfies the boundary conditions B'. Indeed
sinh(gx) and sinh[q(l - x)], q - p/a, are two linearly independent solu-
tions of D" so that the general solution of D" is A sinh(qx) +
A' sinh[q(l -- x)] where A and A' are undetermined constants; for this
to be zero at x = 0 we must have A' - 0, since sinh(gl) 0 0, and A sinh(gi)
is not zero if A is not zero. In order to avoid this dilemma of the non-
existence of a nontrivial solution of the homogeneous boundary value
problem D", B' we lighten our requirements on the function k(x, p) as
follows: we do not insist that k satisfy D" at all points of the interval
0 < x < 1; we require merely that, in addition to satisying the boundary
conditions B', it satisfy D" at all the points of this interval save one, s say,
at which it does not possess a second derivative, s being an interior point
of the interval, so that 0 < s < 1. We. do require that k be continuous at
x - a and that it possess both a right-hand derivative, ks(a + 0) and a
left-hand derivative, kz(s -- 0). In order to completely determine this
function k of x, which depends on the parameter s and which we denote by
r (8), we prescribe the difference ks(s - 0) - ks(s + 0) = I',
8_0)_
r, (a -[-a 0)J to be 1/a', the reciprocal of the value at s of the coefficient of

k,= in D" (this coefficient being actually, in the particular problem we
are discussing, independent of s).
\
Over the interval 0 < x < a, r (8) is a linear combination, A, sinh(gx) +
Ai sinh[q(l - z) ], with constant coefficients, of the two linearly independent
solutions sinh(qx), sinh[q(l - x)] of D", and we denote this linear com-
bination by r, Similarly, over the interval a < x < 1, r (8) is of the
form r, (8) = A, sinh(qx) + - A,' sinh[q(l - x) ]. Since r, (0) = 0,A,' = 0,
and, since r, (8) = 0, A, = 0 and, finally, since r, 8) = (r2 (e),

A, sinh(q8) = A,'sinh[q(l - a)]. Thus r11 3) = A sinh[q(1 - s)] sinh qx,
r, (8) = A sinh(qs) sinh[q(l - x) ], where A is an undetermined function
of 8. Then r, (a 3
0) =[{r1 (x)}].... = Aq sinh[q(l - s) ] cosh(ga) and,
similarly, r, ( 8 0) = -Aq sinh(gs) cosh[q(l - s)] so that
Aq{sinh[q(l - a)] cosh(qs) + sinh(qs) cosh[q(l - s)]},
i.e., Aq sinhgl, = 1/a'. Thus A = (a2q sinhgl) ' and
x sink q(l - s) sink (qx) sinh (qs) sinh q(l - x)
(s) a2q sinh (ql) r' (s a'q sinh ql
0 < x < 1; 0 < s < 1. We define r `8) when a = 0 and s = l by there-

quirement that r { 8) be a continuous function of s at s = 0 and s = 1;
thus r ` ) = r, (4) = 0 and, similarly, r 01) = r1(i) = 0. We observe
that (8) may be obtained from r, (M)8by merely interchanging x and

r2
a and this implies that r l s) = r (8), i.e., that r (8) is a symmetric
function of the two/real variables (x, a) over the square 0 < x < 1, 0 < a < 1.
Indeed, if x < a, r (x) = r, (x), while r (8) = r, (8); similarly, if x > a,
r (x) = r, (x) and r (8) = r, ($). The function r (8) of the two real
variables (x, s) is the second of two functions known as the Green's func-
tions of the boundary-value problem D", B'; the first of these two Green's
functions, with which we shall not be concerned since p 0 0, is the func-
tion G ($ to which r (8) reduces when p = 0:
(x)=(1
G(8)=G, a l )x 0<x<s
G(8)G,(8)s(la=1z), s<x<1
We now turn to the non-homogeneous differential equation
D': a'f==-p2f= -p/ - v, 0 <x<1
On combining this with the homogeneous equation
D": a2ru-p'r=0; xs 8
in such a way as to eliminate the undifferentiated functions f and r we
obtain
a2
[r (Z)j= -- f (x) {r
( \l
(8)}= _ - pr (x) .o(x) - r(z)v(z), x 0
Now r (8)fu - f(x) 5 r (3)T= _ r(8 ) f= - f(x) {r (:)}z]x'
and so the integral of r (x) 8f= - f(x) { r ()} over the interval 0 <
x =
z<lis l
[r ($ f= - f(x) [r (7)f= -- f(x) {r

lr f+
it being necessary to break the interval of integration into the two parts
0 < x < s, s < x < 1, since { r (s)=1 is discontinuous at x = s. Regarding
r (x) as an integral operator we denote f o r t 8) h(s) ds, where h(x) is
any function which is integrable over 0 </ x\ < 1, simply by rh. Then
for (a) O(x) dx, being the same as f' r (x) -0 (x) dx, is the value of
r. at x = s and, similarly, far (8) v(x) dx is the value of rv at x = 8.
Since both r and f are zero at x = 0 and at x = 1 the expression
M. - fr=)lo + (rf= - fr.)1.
reduces to
-fr=I:+o =
-f(s)/as
and so
f(s) = p(ry) (s) + (rv) (8).
It was to obtain this simple expression that the particular value 1/a2 of
the discontinuity r=I;+o in the first derivative of r at x = 8 was prescribed.
Since s is any point of the open interval 0 < s < 1 we may write the result
just obtained in the form f(x) = pr¢ + rv, 0 < x < 1, and, since f(x),
r4, and rv are all continuous at x = 0 and at x = 1, we have
f= prc6+rv, 0<x<1
What we have proved so far is a uniqueness theorem; granting the
existence of a solution of the boundary-value problem D', B', this solution
is unambiguously determined by the formula f = pro + rv. We must
now remove the existence hypothesis by verifying that pro + rv is actually
a solution of the boundary-value problem D', B'. To do this we first ob-
serve that the continuity of O(z) and of v(x) over the interval 0 < x < 1
assures us that f = pro + rv is twice differentiable over this interval.
Indeed, on writing r.0, for example, as Jo r, ()it(a) ds + f= r: (x) 4(s) da
we see that rr is differentiable over the interval 0 < x < 1, its derivative,
(r') a , being furnished by
lm(8) ds + f {ri (s) ds + (x)
J6 lr= x)} \r2 (x) - rl (x/}
which reduces to
f{r1 (')}.() +
f1{r1 s
\x/1 (s) ds
since r, \x) = ri (z), by virtue of the continuity of r (x) at x = 8.

Hence (r#), is differentiable over 0 5 z < 1, its derivative, be-
ing furnished by
f{r' \x/} , as
0(s) do + f rl
s x
8 :t 0(8)
do
+ [{r(:)} - rl
=
1 \/111
--a4+(x)=a
z
r-a ¢
80 Lectures on Applied Mathematica
Applying this result to the function f = pro + rv, we see that f is twice
differentiable over the interval 0 < x < 1, its second derivative, f,, ,
being furnished by the formula
ro-a=0+a rv - a v
=a'f d.0
-a v, 0<x<1
Thus a=f,. - p=f = - pvi - v, so that f satisfies the differential equation
D'. That f = pr,+ rv satisfies the boundary conditions B' is evident,
since r (0) = 0, r (.1)
1) = 0, 0 < s < i, so that, if h(x) is any function which
is integrable over 0 < x < 1, rh is zero at x = 0 and at z = 1. Thus we
have the following definitive result:
The unambiguously determinate solution, f = f (x, p), of the boundary-
value problem
D':a'f,,-p'f=-pO V
B': f(0, p) = 0; Al' p) - 0

is
f=pry+rv
where
x sinh q(l - a) sinh qx p
r a}= a2gsinhgl qa,0<x<a
sinhgasinhq(1-x) a<x<1
a'q sinh ql '
14
The Solution of the Problem

of the Vibrating String
We have seen that the unambiguously determinate solution of the

boundary value problem:
D':a'f1-p'f=-pu-v; 05x51
B': f(O, p) - 0; Al' p) = 0
is f - pry + rv, where the integral operator r is furnished by the formulas
rM_rlrxl sinkq(l-a)ainh(gz) q=p'0<x5a
a à / a'q sinh ql) a
r t z ) = r i (xl = sink ( a) sink q(l - z) < <
a aJ &q sin (ql)
and our first task now is the determination of a function d(z, 1) which is
such that the product of d(x, t) by u(t) has, over some half-plane c > cl ,
the Laplace Transform pr# + rv. If we regard x as fixed, r(8z) is a func-
tion of a and p which is analytic save at the points (nra/l)i, n .. 0, f1,
f2, , on the imaginary axis in the complex p-plane, at which sinh ql
sinh pl/a is sero, and so c, 0. If d(z, t) is, for each value of z in the
interval 0 < z < 1, bounded over 0 < t < co, d(z, t) u(t) possesses a Laplace
Transform over the half-plane c > 0 and we set e3 = 0. We first examine
in detail the first term
81
89 Lectures on Applied Matlismatica
pro=p f rs(s}¢(s)d8+p f r1(3)o(e)ds

i f sinh [q(l - x)] sinh (gs)0(s) ds
a sink ql L. f:sinh
+ (qx) sinh [q(l - s)]o(s) de
off - pro + rv. On writing

sinh q(l - x) = I exp (ql){exp (-qx) - exp [- q(21 -- x)]},
sinh (qs) _ {exp (qs) - exp (-q8)
and so on, we obtain
exi(4l) [ILI
pro= 4a sinh (ql) {exp[-q(z -s)] exp[-q(x+ s)]
- exp [-q(21 - x - s)] + exp [-q(21 - x + s)]}o(s) ds
+ f (exp (-q(s - z)) - exp [-q(s + x)] - exp [-q(21 - s - x)]
+ exp [-q(21 - s + x)]}0(8) do]

exp (ql) Chx {exp [-q(x - s)] + exp [-q(21 - x + s)]}4i(s) ds
4a sinh (ql)
-I' {exp[-q(x+ 8)]+exp[--q(21 -x -s)]}¢(s)de

+ f a {exp [-q(s -' x)] + exp [-q(2l - e + x)1}4,(8) ds]
This complicated expression takes a simpler appearance if we extend the
range of definition of O(x) from the interval 0 < x < 1 to the
entire x-axis, - - < x < -, by saying that o(x) is an odd periodic function
of period 21, it being permissible to do this since o(0) = 0 and -0(l) = 0.
The oddness of ¢(z) furnishes the values of o(x) over the interval - l <
x < 0, since its values over the interval 0 < x < 1 are known, and the
periodicity, with period 21, of o(x) furnishes the values of o(x) over
- cc < x < co since its values over the interval - l < x < t are known.
In the various integrals which appear in the expression furnishing pro we
make changes, of the type s = a + Rot, of the variable of integration from
s to t in such a way that the exponential factor in each of the transformed
integrals is exp(- pt) = exp(-aqt). For example, in the integral j o exp
[.- q(x - s) ]O(s) ds we write s = x - at so that it appears as a f o °exp (- pt)

o(x - at)dt; in the integral fo exp[-q(21 - x + s)10(s)ds we write
e = x - 21 + at so that it appears as
41 exp (-pt)¢(x - 21 + at) dt = f(221fa exp (-pt)0(x + at) dt
-x)/. r-:via
whereas in the integral
I1 exp [-q(x + 8)]4,(s) ds

we writes = - x + at so that it appears as
exp (-pt)¢(at - x) dt = -1/a exp (-pt)0(x - at) dt
and so on. Continuing in this way we obtain
_ exp (ql):u.
{O(x - at) + O(x + at) } exp (-pt) dt
pry 4 sinh (ql)
Now
exp (ql) _ 11 - exp (-2ql)}-'
2 sinh (ql)
and, since the real part of q = p/ a is positive, this may be written as the
sum of the convergent infinite series 1 + exp (- 2ql) + exp (- 4q1) + - .
The product of
{/s
{o(x - at) + o(x + at)) exp (-pt) dt by exp (-2kql),
k = 1, 2, ...
appears, on writing t = s - 2k (l/a) , as
f(k+I (i/.)
{o(x - as + 2k1) + o(x + as + 2k1) } exp (-ps) ds
fu[l/a)
and this is the same, since O (x) is periodic with period 21, as
! (k+1)(!/a)
{¢(x -- at) + O(x + at) ) exp (-pt) dt
fU a/.)
Since (4(x - at) + O(x + at))exp(-pt), being continuous, is bounded
over the interval 0 < t < 21/a the infinite series obtained by multiplying
each term of the infinite series 1 + exp(-2q1) + exp(-4q1) + by -
{o(x - at) + ¢(x + at)) exp(- pt) is uniformly convergent over the
84 Lector es on Applied Mathematics
interval 0 < t 5 21/a and so term-by-term integration over the interval

is legitimate. Hence
.
pro - 2 E CIA)
{#(x - at) + #(x + at)) exp (-pt) at
2
+ {#(z - at) + O(x + at)} exp (-pt) at
so that the Laplace Transform, over the half-plane c > 0, of J10(x -- at) +
(x + at) } u(t) is pry. Similarly the Laplace Transform, over the half-plane
c > 0, of J{v(x - at) + v(x + at)}u(t) is ply, it being understood that
v(x) is an odd periodic function, with period 21, of the unrestricted real
variable x, and this implies that the Laplace Transform, over the half-plane
c > 0, of {jfo{v(x - as) + v(x + aa)}ds]u(t) is rv. Hence the Laplace
Transform, over the half-plane c > 0, of the product of u(t) by
2
[,O(X - at) + O(x + at) + I' {v(x - as) + v(x + as)) da]
is pr* + rv. We now proceed to show that the function
d(x, t) - 2 at) + #(x + at) + L' {v(x - as) + v(x + as)) do]
0 < x < 1, - ao < t < ao, is a solution of the boundary-value and initial-
condition problem D, B, I and that this problem possesses no other solu-
tion. On introducing the variables t - x - at, r - z + at, D takes the
form de, = 0 and d(x, t) becomes }j¢() + #(r) + (1/a) f v(s)do] so that
dE is a function of t alone; hence d(x, t) is a solution of the differential
equation 1). That d(0, t) is 0 over 0 S t < .o and, indeed, over - co < t
< co, is an immediate consequence of the fact thatO(t) and v(t) are, after
their range of definition has been extended, odd functions of the unre-
stricted real variable t. Similarly, since *(t) and v(t) are not only odd but
also periodic functions, with period 21, d(l, t) - 0 over - co < t < -;
indeed, 0(1 - at) - 0(--i - at) - --0(l + at) and r(I as) - -v(l +
as). Thus d(x, t) satisfies the boundary conditions B. Finally, d(x, 0)
o(x) and d,(x, 0) - }{-a#,(x) + a¢,(x) + 2v(x)] - v(x) so that d(x, t)
satisfies the initial conditions I. Thus d(x, t) is a solution of the boundary-
value and initial-condition problem D, B, I. If this problem possessed two
different solutions their difference d(z, t) would be a solution of the as-
sociated homogeneous problem D, B, I' where
I': d(x, 0) - 0; d,(x, 0)
Being a solution of the differential equation D, which appears, when written
in terms of the variables E, r, as dE, 0, A (z, t) is of the form F(f) + G(r)

and the initial conditions I' yield F(x) + G(x) = 0, F=(x) - G.(x) = 0.
On differentiating the first of these two relations and combining the result
with the second, we see that F and G are constant functions of their argu-
ments so that o(x, t) is a constant function of the two variables (z, t).
Being zero when t - 0, it is identically zero. Thus we have the following
result:
The unambiguously determinate solution of the problem of the vibrating
string is
d(z,t) Zt4,(x -at)+O(z+at)} +2L (v(x-as)+v(x+(s)}d8
- 12 ((x - at) + #(x + at) } + 1

2a zs v(Q) do
If we denote fo v(s) ds by V(x), it is clear that V(x) is an even periodic

function, with period 21, of the unrestricted real variable x. Indeed V(x) -
V(-z) = J ,v(#) de is sera by virtue of the oddness of v(x) and
'
-"i
V (z + 24) - V W - F.= v(s) de
= f 1 v(s) ds + f v(s) d8
a I
-f
{
fv(o)d,,, c-v(s)d+
s-2l,
I
- f v(s) ds = 0
The unambiguously determinate solution, d(x, t), of the boundary-value

and initial-condition problem may be written as the sum of the following
two functions of x - at = and x + at = r, respectively,
dl(x, t) - 2 4(x - at) - 2a V(x - at)
d2(x, t) - 2 o(x + at) + 2a V (x + at)
and we observe that d2(-x, t) - - di(x, t), d2(l - x, t) = - d,(t + x, t)-

d, (x - at) is constant so long as x - at remains constant and we say that
it represents a wave travelling, in the direction of the positive x-axis, with
velocity a. When x attains the value I and begins to assume values > I
we must replace x, t) by - d2(l - z, t) which represents a v.ave
travelling, in the direction of the negative x-axis, with velocity a. When x,

in the expression d,(z, t), attains the value 21 and begins to assume values
> 21,1 - x, in the expression d:(1 - x, t), attains the value 0 and begins to
assume negative values and we must replace x, t) by dl(z - 1, t)
and so on. We express this result by the statement that the solution of the
problem of the vibrating string is the sum of two waves, one travelling with
velocity a in the direction of the positive x-axis and the other with velocity
a in the direction of the negative x-axis, these waves being subjected to
continual reflections at the ends of the string.
The level curves of the functions Z = x - at, r = z + at play a dominant
role in the theory of the partial differential equation
and they are known as the characteristics of this differential equation. Let
us suppose that the values of the two first-order derivatives, d, and d, ,
of d(x, t) are assigned, as continuously differentiable functions of a param-
eter a, along some smooth curve x = z(a), t = t(a) in the (x, t) -plane.
Then (di) , = dm. + d,sta , (d,) a = d,.XQ + de,t& along this curve and
these relations, together with the relations a=du - d« = 0, dr. = ds, enable
us to unambiguously determine the three second-order derivatives, d.,,.,
d (x, t) along the curve at any point of the curve at which the
3 X 3 matrix
is nonsingular. Since the determinant of this matrix is a=(ta)2 - (x.)2 _

(ata - xa) (ata + xa) we see that d,s , d.,, d are unambiguously deter-
minate at any point of the curve x = x(a), t = t(a), at which this curve is
not tangent to any characteristic of the differential equation D, i.e., to any
member of either of the two families of straight lines x - at const, x + at =
constant.
15
The Generalized
Vibrating String Problem
The simplest generalization of the partial differential equation a2d= - d,, =

0, which occurs in the theory of the vibrating string, is the partial dif-
ferential equation a2du - d,, + pd. + qd, + rd = 0, where a > 0 and p, q,
r are given constants. Setting d = d'exp(ax + at), .where a and,8 are un-
determined constants, we have
d,=(d1'+ad')exp(ax +at); dc= (d,'+ ')exp(ax +$e)
d. = (dam + 2adx + a2d') exp(ax + $t) ;
d,, = (d;, + 2.6d,' + ed') exp(ax + ftt)
so that d' satisfies the partial differential equation
a2d;= - dee + (2a2a + p)dz' + (q - 20) d.' +
(aTa2-$2+pct +qi+r)d'=0
Setting a = - p/2a2, 0 = q/2 the terms involving the first-order derivatives
of d' disappear so that d' = d[exp[(px/2a2) - (qt/2))] is a solution of the
partial differential equation
2 z
a2du-di,+(r`-4a2+9}d' = 0
If 'r
= }[(p2/a2) - q21 this is the partial differential equation which we have
already met in the theory of the vibrating string. Assuming that r -
87
(p'/4a') + (q'/4) is not zero we denote its absolute value by k`', k > 0,
and we write x - kx', t - kt', so that d;, - k,4, d:,., - k'4 and, similarly,
de,*, -k'd . Thus a'4..' - do, f d' - 0, the upper, or lower, sign being
used according as r - (p'/4a') + (q'/4) is positive, or negative, respec-
tively. Dropping the primes attached to x, t and d we are confronted by one
or other of the two partial differential equations a d,. - ds, f d - 0 and
we first consider the equation
D:a'd..-dis+d-0
We take the boundary and initial conditions to be the same as in the prob-
lem of the vibrating string, namely,
B: d(0, t) = 0; d(l, t) = 0; 0:59< 0o
I: d(x, 0) = -0 (z) ; 0<x<i
d, (z, 0) - v(x) ;
and we term the boundary-value and initial condition problem D, B, I, the
generalized vibrating string problem.
Proceeding as in the case of the vibrating string problem we encounter
the second-order ordinary differential equation a'f.. - (p' - I) f =
- pp - v, rather than a'f - p'f - - pqb - v and we set q = (1/a)
(p' --- 1)4, rather than q = p/a. Thus the boundary-value problem D", B'
has the same formal appearance as in the case of the vibrating string prob-
lem, the difference between the two problems lying entirely in the definition
of q as a function of p. The integral operator r = r C8) which we encounter
is, then, the same function of q as before but this implies that it is a dif-
ferent function of p. Its singularities, instead of lying on the imaginary axis
in the complex p-plane, are the points p for which p' - 1 = - n'r a'/l',
n - 0, 1, 2, ... , so that p - 1, corresponding to n - 0, is a singular point
of r. Thus the half-plane over which d(x, 1)u(t) possesses, we assume, a
Laplace Transform f cannot be, as it was in the problem of the vibrating
string, the half-plane c > 0; since r does not possess any singularities in the
half-plane c > 1 we assume that d(x, t)u(t) possesses, over the half-plane
c > 1, a Laplace Transform f. The same argument as in the problem of the
vibrating string shows that agr4 - if o' (4,(x - at) + O(x + at) } exp
(-aqt) dt provided that the real part of q is > 0 and that the range of
definition of ¢(x) has been extended from the interval 0 < x < 1 to the
entire x-axis by the statement that 4,(x) is an odd periodic function, with
period 21, of x. Since aq is no longer p, the integral f e (0(x - at) + o(x +
at) j exp(-aqt) dt is no longer the Laplace Transform of {#(x - at) +
O(x + at)) u(t) and we proceed as follows, writing
r* = 2.a {*(x - at) + O(x + at) } exp (g a¢) dt
exp (Q aq) a = at
2a .b
{+(x - a) + #(x + a) }
We try to determine an integral operator, K - K(;), which is such that

K(;)u(t), a any non-negative constant, possesses, over the half-plane c > 1,
the Laplace Transform exp(-aq) /q, q = (p= - 1);/a. Once we have deter-
mined K we may write rF in the form
rms F,d
, f"([#(x-8)+.O(x+8)4fQOK()expPt)dt}>ds
and, provided that the order of integration in this repeated infinite integral
may be changed, it follows that
fof**
r# - Li K () [O(x - a) + O(x + a)) & eRp (-pt) di
We shall see, when we determine K, that K(;) is zero if s > at so that rr
is the Laplace Transform, over the half-plane c > 1, of
1 f K(8)[O(x-a)+O(x+a)de
ia2 -
and this implies that the Laplace Transform, over the half-plane c > 1, of
t
2a K (at p) [4(x - at) + 4(x + at) }
f° K,(')[t(x-a)+O(x+a)]ds
is p r4,.
We turn, now, to the determination of the integral operator K. Setting,
in the relation q = (1/a) (p= - 1) 4, p - cosh z*, we have
q= a [p - exp (-z*)]
and thus
exp(-sq) = exp(_4 p)exp[aexp(-z') I
exp (.- a p) 1
+
a exp (- z* )
+ 21a! exp (- 2z*) +

Now exp(-nz*)/sinh z* = ,..(p) is the Laplace Transform, over the
half-plane c > 1, of JA*(t)u(t) = In(t)u(t) and, since the coefficients of the

(s2/2!a2)f,*(p) + are all non-
infinite series fo*(p) + (s/a)f,*(p) +
negative, s being, by hypothesis, non-negative, it follows that the Laplace
Transform, over the half-plane c > 1, of the product of the sum of the
everywhere convergent infinite series lo(t) + (s/a)1,(t) + (82/2!a2)I2(t) +
by u(t), is expfs/a exp(- z*) ]/sinh z*. We shall show in the next para-
graphthat the sum of this infinite seriesis [Io(1 + (2s/at))*t]; admitting this,
for the moment, exp(-aq)/q is, over the half-plane c > 1, the product of
the Laplace Transform of alo[(1 + (2s/at))it]u(t) by exp(- (8/a) p) :
\\ [(1
exp 84) /4 = a exp (-- p J f Io + 2s tj exp (- pt) dt
=a
+!a
[t r2_.a jexp(-Pr)dr,
` /J
r=t+8a
In other words,
K(1) =aloRe -!a-)Iu\t-a)

so that, in particular, `K(;) = 0 if 8 > at. Since the derivative of Io(t) with
respect to f is 11(t),
at
Kt (18) =
82\1} Il R42/
u (t a) -
\t a2/
and so, since KG, .` o) = a, the Laplace Transform, over the half-plane
c > 1, of
[.O(z-at)+#(z+at)]
+ 2a Jo f z _t 2
a2 hI [(t2 - ai}} s) - O(x + 8)) ds
(t a2)
is pro. Thus the solution of the boundary-value and initial condition prob-
lem D, B, I, which is suggested by the application of the Laplace trans-
formation, is
d(x, t) _ j [¢(z - at) + ¢(x + at)]
+
+ _
2a T(
t
a4
I
)4 t [(t_)] Wx -- s) -} O(x -f 8)1 da
-
+ a.f*'Io[(t2-x-2);{v(x-s)+v(x+s))ds
We must, before verifying that the function d(x, t) furnished by this

formula is a solution of the boundary-value and initial condition problem
D, B, I, justify the statement, made in the preceding paragraph, that the
sum of the everywhere-convergent infinite series Io(t) + (s/a)I1(t) +
(s'/2!a2)I:(t) + . is Io{(1 + (28/at));t]. To do this we recall that the
Laplace Transform, over the half-plane c > 0, of t"12Xn(2t')u(t), n =
0, 1, 2, , is exp (1/p) /p"+'. On replacing t by (1 + a) t' and p by p'/
(1 + a), where a is any positive real number, in the relation
GD f t"I2I (2ti) ex p (- pt) dt
+i ex p " , c >0
P-0
and then dropping the primes, we obtain
(1 ar/2 p a\ = ('° tn/:I
+
exp [2(1 + exp (- pt) dt , c >0
so that the Laplace Transform, over the half-plane c > 0, of
(1 , a)-niztn':In[2(1 + a)ttiJu(t) is exp
1 a
Pft +I
p
z
>
(p!
Since the coefficients of the infinite series on the right-hand side are all
non-negative, a being, by hypothesis, non-negative, the infinite series
s
tni:I,(21) + at(n+ur,l"+1(2t;) 2a tc°+z)1zI.+:(2t;)
+ ...
+ 1
is everywhere convergent and the product of its sum by u(t) has, over the
half-plane c > 0, the Laplace Transform (1/p"+') exp (1 + a)/p. Hence,
by the uniqueness theorem,
S
tn/2II(2t1) + atcn+l)1:In+l(2t{) t(ni3)l"Iz+2(2t)
+ a2! +
(1 + a)4ti] 0 < t < CO, 0 < a < ao
On dividing through by to/2 and writing 2t} = t', and then dropping the
prime, we obtain the equation
I.(t) + 2 In+I(t) + 2'! (!!!)' In+2(t) + ... = (1 + a)-,.nln[(1 + a)}t],

2
0 < 6 < oo,0 < OD
For any given value of t > 0 the left-hand side of this equation is a power
series in a which converges for every positive value of a and so, if we regard
a as a complex, rather than a real, variable the stun of this p>>w. r :ies hi
an analytic function of a over the entire finite complex a-plane. The right-
hand side, (1 + a) (1 + a) 1tl, of our equation is also, being the sum
of an everywhere-convergent power series in (I + a), an analytic function
of a over the entire finite complex a-plane and, since these two analytic
functions of a coincide over the non-negative real axis in the complex a-
plane, they coincide over the entire finite complex a-plane. In the same
way we see that, a being any given complex number, I. (z) + (az/2) (z)
+ (1/21) (az/2)'I,,+2(z) + is an analytic function of the complex vari-
able z which coincides over the entire finite complex z-plane with (1 + a)
1.((l + a)z). Thus
1.(z) + 2 1.+I(z) '+ ill
1
(?0' i.+:(z) + (1 + ar"I.I (1 + a )}z)
where a and z are arbitrary complex numbers. On setting z = zz' and then
dropping the prime we see that this relation is equivalent to the relation
J.(z) - 2 J.+i(z) + 21(2) J.-12(Z) - ... = (1 + a)_J2J.[(I + a)}zl

On setting n = 0, z = t, a = 2s/at, we obtain
r/ \
lo(t) + Ii(t) + a I:(t) -}- ... = to (1 } ) t]
Q L /
which is the relation we wished to prove. `
EXERCISE I
Show that
z
+21
1(zl' I.+s(z)-...
na091,2,...
2
with z an arbitrary complex number. (Hint. Set a = - 1.)
EXERCISE 2
Show that
J.(z) = IA(z) - zl.+I(z) + 2z' I.4-2(Z) - ... , n - 0, 1, 2, ...
with z an arbitrary complex number, and deduce that 1.(z) - J.(z) +
(z'/21)J,.+i(z) + . . , n = 0, 1, 2, .. , with z an arbitrary
complex number. (Hint. Set a 2.)
Ex acxsa 3
Show that
Jo(31s) - Je(z) - 5J1(z) + 2! J11(c) - j ME) + ... ,
z being an arbitrary complex number.
The Laplace Transformation 9$
Eaaxciss 4
Show that
Jo(2}z) - Jo(z) - 2 J1(z) + 2I (z) J. (Z)

JI(2;$) - 2i {JA (z) - 2 J2(z) + 2f (z JS(z)
(
J,(2;s) - 2 { J2(z) - Js(z) + 2!
Z
(z)2
J(z) - ...
and so on, z being an àrbitrary complex number.
In the next chapter we shall verify that the function d(z, t) which we
have obtained in this lecture is a solution of the boundary value problem
D, B, I and shall show that this boundary value problem does not possess
any other solution.
16
The Solution of the Generalized

Vibrating String Problem
The solution, d(x, t), of the generalized vibrating string problem which has
been suggested by applying the Laplace transformation may be written in
the form d,(x, t) + d2(x, t) where
d, (x, t) _ {0(x -- at) + ¢(x + at) }
lae
Il«a) {¢(x - s) + 4, (x + s) } d.9
+ 2a
foe
(t2
d2(x, t) = Z
a
Io(a) {v(x - s) + v(x + s)) ds; a= - a2);
In order to verify that d(x, t) is a solution of the partial differential equation

a2d - d + d = 0 it is sufficient to verify that d2(x, t) is a solution of
this differential equation. Indeed, d,(x, t) is the derivative with respect to t
of (1/2a) f o=Io(a) {0(x - s) + ¢(x + s) l ds andif d2(x, t) is a solution of the
differential equation a2du - d + d = 0, so also is (1/2a) f o Io(a) {0(x - s)
+ O(x + s) } ds, which implies that the derivative of this expression with
respect to t, namely d,(x, t), is a solution of the differential equation
a2dzx - d + d = 0. On making the substitution s = x - s' in the integral
f olo(a) t; (x -- s) ds, and the substitutions = s' - x in the integral foIo(a)
v(x + s) ds, and then dropping the prime, d2(x, t) appears in the form
d2(x, t) =
1 z+atIo($)v(s)
ds;
- j2 - (x __ 8)21;
2aJ r,, a2
a4
Upon introducing as new independent variables the two functions t _

x - at, r = x + at of x and t whose level curves are the characteristics of
the differential equation D: a2d=z - d + d = 0, D appears in the form
D*: 4asd,, + d = 0
and we have to verify that
1G(, r) = f Io($)v(s) ds; R = (r - s) (s - )}/a

is a solution of the partial differential equation D*. Since ,6 = 0 when 8 = r,
f Io (S) (r - 8)-}(s - t);v(8) ds + v(r)

2a
where the prime attached to Io denotes differentiation with respect to its
argument,o. On differentiating 4,T with respect to t we obtain
I,,E _ -2 f {Io"(0) + aIo ($)(r - s)-'(s - t)-4]v(s) A
-4a2 jT{i,,(S ) + ' 1o'(0) j v(s) ds
and it follows, since Io"(0) + (1/f)Io'(0) 1 = Io($), that y'rE = - (1/4a2) ',
which proves that 4,Q, r) is a solution of the partial differential equation
D*. This completes the proof of the fact that d(x, t) = di(x, t) + d2(x, t)
is a solution of the partial differential equation D. That d(x, t) satisfies the
boundary condition4 B and the initial conditions is proved in the same way
as in the problem of the vibrating string. Thus d,(0, t) = 0, since O(x) is
an odd function of the unrestricted real variable x and d2(0, t) = 0 since
v(x) is also an odd function of the unrestricted real variable x; similarly
d,(l, t) = 0, d2(l, t) = 0 since ¢(x) and v(x) are not only odd functions of
x but are also periodic with period 21. d,(x, 0) is evidently 4(x) and d2(x, 0)
is evidently 0 so that d(x, 0) = 0(x) . Finally, [d, (x, t) ], is zero when t = 0
and [ds(x, t)], is v(x) when t = 0 so that d,(x, 0) = v(x). This completes
the proof of the fact that d(x, t) is a solution of the generalized vibrating
string boundary-value and initial condition problem.
The proof that the generalized vibrating string boundary-value and
initial-condition problem does not possess a solution differing from d(x, t)
is not as simple as the proof of the corresponding uniqueness theorem for
the vibrating string boundary-value and initial-condition problem. We
first observe that, if r,) is any point in the (t, r)-plane, the function
w = Io(8), where 5 = (E - )(r - r,)'/a, of the two variables (t, r)
satisfies the differential equation 4a'wf, + w 0. Indeed, on denoting

differentiation with respect to d by a prime,
we = 2a I0, ( - 6)3(r - r,)}
1 Io" +4aIo(f - t,) (ri r,)
' 4ao { lo" +

a
to = 4ds I. = -L
l W
On combining the two differential equations 4a'4 + d = 0, 4a'we, -l- w = 0

in such a way as to eliminate the undifferentiated functions d and w we
obtain wd5 - dw1, - 0, or, equivalently, (wdf), _ (dw,) f . If, then, C is
any piecewise smooth closed curve in the (, r) -plane the integral of wdt
with respect to t around C is the negative of the integral of dw, with respect
to r around C, both integrals being taken in the positive sense. Now w = 1
when S = 0, i.e., when f = 6 or r = re, and w, = (1 /2a) Io' (k - &)I
(r - r,) -4 is zero when E _ and so, if C consists partly of segments of the
lines f = f, and r - r, and if we denote the remainder of C by r, we have
PZ PS
d(P,)-d(Ei,ri)+wdfdt+J dw,dr=0
fpj P]
where P, and Ps are the points where the lines r = r, and = , , respec-
tively, intersect the curve r, and both the integrals from P, to P: are taken
along the curve F. Thus d( a , r,) is unambiguously determined by the
values of d and of df along the curve r. If the curve r is a segment of the
line E - r = 0, which corresponds tot = 0, d and df - }(d, - (1/a)d,)
1(0, (1 /a) v) are given along r, and we we that d(& , r,) is unambigu-
osly determinate. If the curve r is not a segment of the line Z- r = 0,
we have to deal with the phenomenon of reflection at the ends x = 0 and
x = 1 and it is not hard to see that df is ]mown along the lines f + r = 0
and t + r = 21 which correspond to x = 0 and x - 1, respectively. It will
suffice to consider the first reflection at the end z = 0 for which r consists
of a segment, lying in the second quadrant and ending at the origin, of the
line t + r = 0 and a segment, lying in the first quadrant and beginning at
the origin, of the line E - r = 0. We take , to be in the interval 0 < t < 1
and move the point (, , r,) towards the point P2 along the line t _ , .
Observing that df =. - d, along the line t + r = 0 we obtain
d(PI) + d,(Pl) - dF(P1) - d,(P:) + w(Pi)df(Pi) - d(Pl)w,(P,) = 0
In our boundary-value and initial-condition problem d(x, t) is identically
zero when x = 0 and so both d and d, = (1/a) (d, - df) are zero along the
The Laplace Tranaformation 97
line t + i - 0. Hence w(Pl)d1(Pl) = d,(P:), and since w is zero only at

(& , T,) which is distinct from Pl , the E-coordinate of P, being negative, it
follows that dd(P1) is the quotient of
d,(P2) - 2 {+ a
de(P:)} = 2'S ,(x) + I v(x
Thus dE is known along t and the solution of our boundary-value and initial-
by w(PI)
condition problem which is furnished by an application of the Laplace

transformation is the only one which exists.
The modifications necessary to deal with the differential equation a2d -
de, - d - 0, rather than a'd., - d,, + d = 0, the boundary and initial con-
ditions being the same as before, are minor. Setting q = (1/a) (1 + p') },
instead of (1/a) (1 - p') } as before, the boundary-value problem D', B,
which we encounter has the same formal appearance as before, the dif-
ference between the two problems receding entirely in the different defini-
tions of q as a function of p. All the singularities of sinh ql, regarded as a
function of p, being furnished by the formula, p' = - 1 - (n'r'a'/1'),
n - 0, 1, 2, , lie on the imaginary axis in the complex p-plane, and so
the half-plane over which duu(t) is supposed to possess a Laplace Trans-
form is the half-plane c > 0, rather than the half-plane c > 1 as before. In
order to find the integral operator K - K(:), a > 0, which is such that the
Laplace Transform, over the half-plane c > 0, of K(!)u(t) is exp(-qs)/q
we set p - sinh z so that aq = cosh z - p + exp (- z) and exp (- qs) = exp
(-ap/a) { 1 - (a/a) exp(-z) + (a'/21a') exp(-2z)
exp(-nz)/cosh z, n = 0, 1, 2,
- 1. Since
, is the Laplace Transform, over the
half-plane c > 0, of J.(t)n(t) it follows that exp(-qs)/q is the product of
the Laplace Transform, over the half-plane c > 0, of
{J0t) - a Jilt) +
2!82
a' J:(t) - ... u(t)

by a exp (- (s/a) p). The sum of the infinite series Jo(t) - (a/a) J, (t) +
(8'/214')J:(t) - is Jo((1 + (2a/at))}t] and it follows that
K(81 =a .(e-a=)}u(t-a), 8>0
Jo(t)\\with
and, since the derivative of respect to t is -J,(t), this implies

that the Laplace Transform, over the half-plane c > 0, of
I [O(z - at) + IO(x + at)]
2a
rse
} Ja Re
-ij
}
] 8) + o(x + s)1 de
is pIo. Thus the solution of our boundary-value and initial-condition

problem which is suggested by the application of the Laplace transforma-
tion is
d(x, t) = [4,(x - at) + #(x + at))
Jai
- 2a 6 Is=
a2)
+ fat Jo L(2 -a
ofdefiniti/oooon
(v(x - s) + v(x + 8)) ds
it being understood that the range of 4(x) and v(x) is extended
by the statement that both O(x) and v(x) are odd periodic functions, with
period 21, of the unrestricted real variable z.
The verification that this function of x and t actually is a solution of our .
boundary-value and initial-condition problem and the proof of the fact that
this problem does not possess more than one solution are the same as before
(the function Jo(8), d = ( - &i)}(r - 7-1) */a, playing, in the proof of the
uniqueness theorem, the role previously played by lo(o)).
17
The Asymptotic Series.

for (-z2) dz
fp *0 exp
Let h(t) be a piecewise continuous right-sided function which is zero over

the interval 0 < t < b, where a is any positive number, and let h(t) possess
a Laplace Transform at a point p = c1 > 0 of the positive real axis in the
complex p-plane. We suppose, further, that H(t) = f h(s) ds is defined
over 0 < t < c but we do not assume the existence of the infinite integral
f h(s) ds. We have seen that H(t) exp(-c1t) has the limit 0 at t = CO and
that implies, since H(t) exp(-clt) is everywhere continuous, that H(t)
exp(-c1t) is bounded over 0 < t < -, i.e., that there exists a positive
constant M such that H(t) I exp(-clt) < M for every non-negative
I
value of t. Thus H(t) possesses, over the half-plane c > cl, an absolutely
convergent Laplace Transform and Lh = p(LH), c > c1 . Since H(t) is,
like h(t), zero over the interval 0 < t < S, we have
LH - f H(t) exp (-pt) dt = f H(t) exp (-clt) exp [-(p - cl)tJ dt

so that
ILHI <M f"exp[-(c-c1)t) dt
8
M exp[-(c-c1)8]
C-C1
and the right-hand side of this inequality <2M/c exp[- (c - c1)6J if
c >- 2c1 . On denoting arg p by e, so that I p I = c(sec 6), it follows that
L(h) < 2M (see B) exp[-(c - c1) a] or, equivalently, that
Lh I exp(cd) < 2M(sec 0) exp(c1S)
99
so that I Lh I exp(cb) is bounded as p -+ oo along the ray 0--1, p. If p lies

in the sector - (,r/2) + P < 0 < ,r/2 - {4, 0 < 6 < rr/2, sec 9 < we f3
and I Lh I exp(ca) is bounded over the part of the half-plane c > c, which
is covered by the sector - Or/2) + 0 < 8 < (,r/2) - 0. Now the product
of any positive power of p by exp(-ca) tends to zero as p -+ co along any
curve which lies in the sector - (x/2) + 0 < 6 < (r/2) - P, the con-
vergence to zero being uniform over the sector, and so we have the following
result:
The product of Lh by any positive power of p tends to zero as p -> co
along any curve which lies in the sector - (,r/2) + R S a < (,r/2)
the convergence to zero being uniform over this sector.
We next consider a piecewise-continuous right-sided function h(t) which
possesses a Laplace Transform at p = c, and which, while not zero over any
interval 0 <- t < 8, can be written, if S is sufficiently small, in the form
0 °{A + e(t)}, where
(1) a is a constant whose real part a,. is > - 1 and A is any constant;
(2) e(t) is continuous over 0 < t < a and arbitrarily small, say I e(t) I < E.
if b is sufficiently small, say 8 < b, .
The right-sided function hi(t) which = t°(A + e(t)) over the interval
0 < t < a, and = 0 if t > a, possesses, over the half-plane c > 0, the La-
place Transform jot°{ A + e(t)) exp(- pt) dl and we may write this in
the form
A O° t° exp (-pt) dt - A f° t° exp (-pt) dt
+J 0
t°e(t) exp (-pt) dt = pQ+ + I: + Io.
12 is the Laplace Transform of a piecewise continuous right-sided function

which is zero over the interval 0 < t < a, so that the product of I I2 I by
any positive power of p tends to zero as p -+ oo along any curve which lies
in the sector - (a/2) + 0 < 8 < (w/2) - X
I13I< J`
ta'exp(-ct)dt<eJ t°'exp(-ct)dl =e r(a, + 1)
and, since pa+' = exp[(a + 1) log p] so that

pa" ac8) < (c sec #)
exp { (a. + 1) log I p +1 eRp
\I a, 2/
it follows that pa+'I3 is arbitrarily small if 5, is sufficiently small. Since both
h(t) and h,(t) possess Laplace Transforms at p = c, , so also does their
difference h2(t) = h(t) - h1(t) and, since h2(t) is zero over the interval
0 < t < S1 , the product of Lh2 by any positive power of p tends to zero as
p - co along any curve which lies in the sector - (1r/2) + < 0 < (,r/2)
- fl. Since Lh = Lh1 + Lhz , it follows that p°`+1(Lh) - A r (a + 1) is
arbitrarily small if (1) S1 is sufficiently small, and (2) c is sufficiently large.
Since p`+(Lh) - Ar(a + 1) is independent of b1 the proviso (1) may be
omitted and so we have the following important result:
p"+1(Lh) - Ar(a + 1) tends to zero as p - co along any curve which
lies in the sector - (ir/2) + # < 0 < j3, the convergence to zero
being uniform over this sector.
The right-sided function h(t) = exp(-t3/4)u(t) possesses, at any point
p of the complex p-plane, the Laplace Transform 2 exp (p2) f' exp (- z2) da,
the integral being extended along the ray, from p to co in the complex z-
plane, whose angle is zero. We denote by an(t) the sum of the first it terms
of the power series development of exp(-t2/4) near t = 0:
()4 + (-.1)n-' (n 1 1) t
(t)2n-2
snit) = 1 - (t)2 + 21 72
and observe that a.(t)u(t) possesses, over the half-plane c > 0, the Laplace
Transform
p - 2pa +
1.3
- ... + (-1)n-1 1.3 2A-(p2n-I
3)
The right-sided function h.(t) = {exp(-t2/4) - an(t)IU(t) is of the form

ten{[(-1)"/n22n] + e(t)ju(t), where e(t) is continuous over any interval
0 < t < S and, furthermore, I e(t) is arbitrarily small if S is sufficiently
I
small, by virtue of the continuity, at t = 0, of exp(-t2/4) - and

the fact that the value, at t = 0, of exp(-t2/4) - an(t) is 0. Hence p2n-'-1L
(-1) "[(2n) i/nl22?D tends to zero as p ---' ac along any curve
which lies in the sector - (x/2) + # < 8 < (ir/2) - /3, 0 < # < jr/2.
The Laplace Transform, over the half-plane c > 0, of hn(t) is
2exp(p2) f, exp(-z2)dz-(p-21 +2Q

1.3...(2n - 3)
+ 2''p-'
and so the product of
1.3
2(exp p2) fD exp (-z2) dz __ { - 2I +
+ (-1),, 1.3 ...(2n

2,p2-+1
- 1)
by p°+1 tends to zero as p ---> oo along any curve which lies in the sector
- (x/2) + S < 0 < (,r/2) - p. We express this result by the statement
that the infinite series (l/p) - (1/2p3) + (1.3/2'p6) - (1.3.5/2'p') + ... ,
which fails to converge at any point p of the finite complex p-plane, is an
asymptotic series, over the sector -a/2 < arg p < v/2, for the function
2 exp(p2) f; exp(-z2) dz of the complex variable p and we write
2 exp (p2)
J exp (-z2) dz
1
-l-
1=3
2p° _ 2 pb
- ... , - r2 < arg p < 22
p
The sector over which this asymptotic series is valid may be enlarged to
-3,r/4 < arg p < 31r/4. To see this, let a be any number in the interval
0 < a < r/4 and set t = v exp (-- ia) in the infinite integral f e' exp (-- t2/4 )
exp(-pt) dt which defines L(exp(-t2/4)u(t)); then L(exp(-t'/4)u(t))
appears in the form
exp (-ia) J
exp [-- 4 exp (-2ia)] exp [-p exp(-ia)vj dv
the integral being along the ray from 0 to oo in the complex v-plane whose
angle is a. The modulus of the integrand of this integral, at any point v
whose modulus and argument are R and 0, respectively, is exp - [R'/4 cos
2(a - 0) + f p ( R cos(a - 0 - 6) j, where a is the argument of p, and,
if 0 < 0 < a, so that cos 2(a - 4') is positive, the product of this modulus
by R tends to zero as R -a -, the convergence being uniform with respect
to 0. Hence the integral of exp [-v2/4 exp(-2ia)] exp[-p exp(-ia)vj
along the are of the circle [ v t = R from v = R to v = R exp(ia) tends to
zero as R -- co, and this implies that the integral of exp[-v'/4 exp(-2ia) j
exp[-p exp(-ia)v) along the ray from 0 to -, in the complex v-plane,
whose angle is a is the same as the integral of the same integrand along the
positive real axis in the complex v-plane. Thus 2 exp(p') f r exp(-z') de,
which is the Laplace Transform of exp(-t2/4)u(t), may be written in the
form
exp (-ia) exp 4 exp (-2ia) I exp [-p exp (-ia)t] dt

J0 L-
where 0 < a < r/4 and the same argument shows that it may be written
in this same form if - r/4 < a < 0 so that
2 exp (p') exp (-z2) dz
e4
exp (-ia) f exp 1- exp (=2ia)I exp [--pexp (-ia)tjdi;
A x
- < a <
4 4
On denoting by a»'(t) the sum of the first n terms of the power series de-
velopment of exp[- (t2/4) exp (-2ia)) near t = 0:
/r \: + exp (2! 4ia) 4
a»'(t) = 1 - exp (-2ia) (21)

2J
:0-2
+ e x p - (2n - 2) is t
(n - I) ! 2
and denoting p exp (- ia) by p' we have
exp sa) _ 2 exp 3ia
exp(-ia) fp a»'(t) exp (-p't) dt = +
(PI),
1.3 . (2n - 3) exp - (2n - 1) ia I I
+
+. +(_I)»-z I.3
I ,._1 3
provided that - w/2 < arg p' < w/2 or, equivalently, that - (w/2) +
a < arg p < (w/2) + a. Since a may be assigned any value in the interval
- 7/4 < a < w/4 it follows, by a repetition of the argument already given
in the case a = 0, that the asymptotic series (1/p) - (1/2P') + (1.3/
22p6) - for 2 exp(p') f v exp(-z2) dz is valid over the sector -3w/4 <
arg p < 3x/4.
In order to deal with the sector 3x/4 < arg p < 5w/4 of the complex
p-plane we set z = - z' in the infinite integral f ;exp(-z2) dz and then
drop the prime:
fbexp(-z')dz=fexp (_2)
w
dz =
ao
exp (-i)dz
--- L exp (-z') dz
Now j'°., exp(-z') dz = exp(y2) f°° exp(-x2) exp (-2iyx) dx, z =
x + iy, and f°° exp(-x2) exp(-2iyx) dx, being the Laplace Transform
at p = 2iy of exp(-t2), is w} exp(-y2), so that f°°., exp(-z2) dz = ,r.
When 3x/4 < arg p < 5w/4, -w/4 < arg(-p) < w/4, and so we may
use the asymptotic series we have already obtained for 2 exp(-p)'f°p
exp(-z2) dz to obtain the result
P (P2) - ...1
P_ 2( +
P)=
2x}exp(e)+I V_.+2'ip6-...;
3w<algP<
4w
We may use this trick if w/2 < arg p < 37/4 or if - 57/4 < arg p <
- r/2 and so we obtain two different asymptotic expressions for 2 exp(p')

j; exp (- z') dz over these sectors, the difference being that one of the
asymptotic expressions contains the additive term 2r; exp(p'). When p lies
in either of these two sectors the real part of p' is negative, so that the
product of exp(p') by any positive power of p tends to zero as p _, CO along
any curve which lies in the sector. Thus we see that we may use, for the
function 2 exp(p') f, exp(-z') dz, the asymptotic series (1/p) --- (1/2p')
+ (1.3/22p') - , with or without the additive term 2r exp(p'), over
the sectors r/4 < arg p < 3r/4, - 37x/4 < arg p < - it/4 while over the
sector 3v/4 < arg p < 5r/4 the additive term must be used and over the
sector --T/4 < arg p < r/4 it must not be used. The fact that 2 exp(p')
f; exp(-z') dz has different asymptotic expressions over different sectors
of the complex p-plane is an instance of what is known as Stokes' phenome-
non.
In order to appraise, when - T/2 < arg p < Tr/2, the difference
between 2 exp(p') f; exp( -z2) dz and the sum of the first n + 1 terms of
the asymptotic series (1/p) - (1/2p') + (1.3/2'p6) - we observe
that, if r is any real number,
r2 w r*+1
expr=1+r+ 2l+... +exp(Or)(n+
1)1
where 0 < 0 < 1, 0 varying with r. Setting r = - t'/4 we obtain
exp (- 4 J = 1 - (2)2 + (_ 1)^ n' (2)
+ ! (2)`
exp +2
(n + 1) ! (2}
so that A.+,, which is the Laplace Transform, over the half-plane c > 0, of
[_ 1 - G1 ...
(-1)n n! (2)'J ] u(t)
may be written as
21"+'
(_E4) t n+* exp (-pt) dt
1)1 1 exp
Since 0 < 0 < 1, 0 < exp(-0t'/4) < 1, no matter what is the value of t.
and so
a*+1 <_
21
1
2(n -}- 1) !
"t:n+2 exp(-ct)dt = 1.3 2n+lcs,.+s
... (2n+ 1)
Thus is dominated by the first term omitted of the asymptotic series.

Furthermore, if p = c > 0 is real, has the sign of this first term omitted
since f o exp (- et'/4) e"' exp (- ct) t* is positive. For example, 2 exp (c)
f; exp(-t') dt, c > 0, lies between 1/c and (1/c) - (1/2c'), so that if we
use exp (-c') /2c as an approximation to f ? exp (- t') dt, c > 0, this ap-
proximation is in excess by less than 100/ (2c' - 1) per cent; if we use
exp(-c') j (1/2c) - (1/4ca) J as an approximation to f o' exp(-t') di,
c > 0, this approximation is too small by less than 150/(c2(2c' - 1)) per
cent and so on. If c 1, the term of the asymptotic series (1/c) - (1/2c')
+ (1.3/2'c') - , whose numerical value is least is the second term and
the asymptotic series cannot guarantee a better approximation than that
given by its first term; if c - 2, the term whose numerical value is least is
the fifth and the asymptotic series cannot guarantee a better approximation
than that given by the sum of its first 4 terms. In general, if c is an integer,
the asymptotic series cannot guarantee a better approximation than that
given by the sum of its first c' terms.
18
The Asymptotic Series for

(2irp)l exp (-p)In(p), I arg p I < 2;
The Hankel Functions
If p is any complex number, the infinite series Io(p) + 2(cos 8)I2(p) +

2(cos 48)14(p) + converges, with the sum cosh(p cos 8), and, since
this infinite series is dominated by the infinite series Io(I p I) + 212(1 p I) +
. which converges, with the sum cosh I p I , the convergence is uniform
over any closed interval. Hence the infinite series may be integrated term-
by-term, after multiplication by cos 2m8, m = 0, 1, 2, , over the interval
0 < 8 < ,r so that
I2.(p) = 1 f * cosh (p cos 0) (cos 2m9) do, m = 0, 1, 2,
If, then, f (O) is any linear combination, co + c, cos 20 + + " cos 2n8,
of the functions cos 2m8, m = 0, 1, , n, we have
1T ff cosh (p cos 8)f(0) do = colo(p) + c,I2(p) + +

Now
(-1)n22n-1 sin2n8 = i{exp(i8) - exp(-i8)}2n, n = 1, 2, . .
is such a linear combination, the coefficients c , c, being the

first n coefficients of the binomial expansion (1 - x) 2n = 1 - 2nx +
108
()'
2 z- .. and co = (-1) "}(2n) being one-half the (n + 1) at term of
thisbinomial expansion. For example, when n = 1, -2 sin'O = cos 20 - 1;
when n - 2, 2' sin'B = cos 40 - 4 cos; 20 + 3, and so on. Hence
cosh (p cos 0) sin'"B d9 = c" I, (p)
+ I,,,_,(P) + + colo(P)
where c" , , cl are the first n coefficients of the binomial expansion of
(1 -- x)'" and co is one-half the (n + 1) at coefficient of this expansion.
Setting n = 1, we obtain
-2 I r cosh (p cos 0) (sin' 0) do = I=(P) - lo(p)

o
= -2 Ii(P)
so that
r1 * cosh (p cos 8) (sin' 0) dO = Ii(p)

Setting n - 2, we obtain
s
2 L cosh (p cos 0) (sin' B) dO = I4(p) - 4I,(p) + 31o(p)
W
Now
I4(P) _" 1,(P) 6I3(p) -'2(P) - {I) - I1(P)
= I2 (P) + 3{I2 (P) - Io(P)) + %,(P)
so that I4(p) - 4IL008hp0086)(8mfl40)d0

,(p) + 3Io(p) = (24/p')I,(p). Hence
1 - I,(p).
These two results are special cases, corresponding to n - I and n = 2, of
the general formula
(pcos0)(sin'"0)do = I* (p)
where A. = 1.3.5 (2n -- 1), n = 1, 2, . getting Ao - 1, this formula

covers the case n = 0 so that
-
1 f'
xO
cosh (p cos 0) (sin' 0) d9 = `9A* I"(p), n 012
This general formula may be easily verified by multiplying the infinite

series Is(p) + 2(cos 28)I,(p) + - , whose sum is cosh(p cos 0), by
sing"8 and integrating term-by-term. We prefer, however, to derive it by
an extension of the method by which we proved it in the can n - 2 since
we obtain in this way a useful generalization of the recurrence relation
I.(p) = I,.--:(p) 2(n p 1) n = 2, 3, .. .

Replacing n by n - 1 in this relation we obtain
(p) = I" (p) - 2(n 2) I.-2(P), n = 3,4,

p
I.(p) - I.-,(P) - 2(n 1) (p) + (n - 2)

p P,
n= 3,4,...
and since
2(n - 3) I,w(p) = I.-4(P) n=4,5,
p
the right-hand side of the relation just derived may be replaced, when
n= 4, 5, , by
.1,2(p), + 1)(n - 2) I.-s(p)
n - 3 {I"-4(p) -
Thus
I.(p)-2n-3I.-s(P)+n-3l.-.a(p)
=2:(n- 1)(n-2)I,.-s(P),
Ps
n=4,5,
This is our first extension of the recurrence relation
2(n
I.(p) -- I.-s(p) _ 1) In-gy(p), n - 2,3, --
p
and it yields, when n = 4, the relation
I4(p) - 4Is(p) + 3Io(p) _ 2.3 II(p)

On setting
7
I.-3(P) = I.-+(p) - 2(n p 3) I,.-gy(p)
The Laplace Tranaformotion 109
on the right-hand side of this extension of the recurrence relation and using
the fact that
I..-2(p) - 2 1
n ---4
5 I,.-.(p) + n _
2=(n5 -(n - 4) I.-4(P), n = 6, 7, .. .
we obtain
I.(P) _2n-3I,.-2(P)+n-3I.-4(P)
0 (n-1)(n-2)fl..-:(p)-2n-4I,..-4(p)+n-3l,.-e(P)}
(n - 3)(n - 4) ` n-5 n-b
2'(n - Mn - 2)(n - 3)
P;
or, equivalently,
3(n - 2) I,.-2(p) + 3(n - 1)
1.(P) n-4 n-5 I.-4(P)
_(n-1)(n-2)
(n - 4)(n - 5) I"-e(P) = -P, (n --- 1)(n - 2)(n -- 3)I,.-a(p),
n 6,7,8, .. .
This is our second extension of the recurrence relation 1.(p) -- I.-j(p)
- 2[(n - 1) /pjI.-i (p) ; it yields, when n = 6, the relation
6I4(p) + 15I2(P) - 10I4(P) = ----.5 r (p)
On setting n = 3 in the relation
(-1)" 2b`-1 cosh (p oos e) (sin'" 9) d9 = c,.It.(p) + ... + celo(p)

we obtain
1 * cosh (p cos 9) (sine 9) d9 - JIs() ° A-po' I.(p)

Proceeding in this way, we obtain the following generalized recurrence
relation whose validity may` be verified by an induction proof :
I.(p) - \2) a.'I..-.4(p) + (-1)"«,.°I..-:.(P)

/1),.2(m - 1)(m - 2) ... (m - n) Im(p)
p"
w h e r e n = 1, 2, -, m = 2n, 2n + 1, .. The coefficient, a.k, of (--1) k

on the left-hand side of this relation is a fraction whose de-
n: ninator is (m - n - 1) (»c - n - k) and whose numerator is inde-
pendent of n, this numerator being determined by the fact that
akk = (m-1)...(m-k+1) ifk=2,3,- -,

(m k - 1) ... (m - 2k -}- 1)
while al' = 1. Thus
1 m-2
°G" m-n 1
and
a, k 2) - (m-k+1)(m-2k)
(m-n-k)
k = 2, 3, - , n. When m = 2n, this generalised recurrence formula yields
the relation
I2.(P) - 2nI:-:(p) + ( 2 2 ) I:".-.(P) - + (-1)" 2 ( ) Io(p)
(-1)"2'1A"1"(p}
and this implies that (1/r) f o' cash (p cos 8) (s&"#) do = (A"/p") I. (p),
n = 0, 1, 2, - . On replacing cosh (p cos 0) by if exp (p cos 6) + exp (- p
cos 9) j and observing that
" exp (p cos 0) (sins" 0) do - lo* exp (--p cos 9') (sin'" 9') d9',
fe
we obtain
rA" p-"I"(p)
t (sin' 0) exp(--pcos0)do
11
(1 - v')""«' exp (-pv) dv, v - coo*
1
t"_(R)
(exp p) 0f
_p)
(2 - t)"-« )
exp (-pt) dt, t +1
so that TA"p" exp( I"(p) is the Laplace Transform, over the entire
finite complex p-plane, of the right-sided function which = t"i(2 - t) "i
over the interval 0 < t < 2 and which = 0, if t > 2. If n - 0, this right-
sided function is unbounded at t = 0 and t - 2. Over the interval 0 < t < 2,
1"(2 -- t) "-4 may be written in the form
2"-}t"`4 1 -
( 5
t + (n 2)2!to 2) (2) - .. .
\n >
/ 2k-3
2
(k - 1)! \2/
2ri-k+(}) (n -21
1 ... n- 21c2 - 1
where e(t) is continuous over 0 < t < 2 and is arbitrarily small over
0 < t < b, if S is sufficiently small. Hence, if the real part c of p is positive,
the product of
VA. n}
I'[n+2)- n 2)r(n+23
}
p exp (-p)I,. (p) - 2 2p-4
L
2J... (n2k2 ) I'{n+k-f- 1

+. .. . +
2k . k ! \ p,.+k+}
by p" +k+} tends to zero as p -+ oo along the ray 0 -i p, the convergence

being uniform over the sector - (ir/2) + $ < arg p < (7r/2) - d, where 6
is any positive number less than a/2. Since r(n + 1) = (n --- ,}) r(n - 1)
_ (n - 1) (n - $) jir} = it follows, on multiplication
by that the product of
Ok+i = (2wp)} exp p) 1. (p) 1 - 4W 1 + (4n2 -- 1) (4n2 - 3')

2!(8p)2
- -}- (-1)k (4n2 - 1) (4n2 - 32) ... (4n2 - (2k - 1)2}

k!(8p)k
by pk tends to zero as p - along any curve which is covered by the
sector -(ir/2) + $ < arg p < (ir/2) - $ so that the infinite series I -
[(4n2 - 1) /8p) + [(4n' - 1) (4n2 -- 32)/(2!(8p)2)) - ... , which fails to
converge at any point of the finite complex p-plane, is an asymptotic series,
over the sector -- (w/2) + 0 < arg p < (vr/2) --- d, for the function (2,irp)
exp (- p) I. (p) of the complex variable p.
The asymptotic series which we have just obtained for (2irp)-} exp(-p)
I. (p) is not valid when p = it is a pure imaginary and so it fails to provide
an asymptotic series for J. (t) . To obtain an asymptotic series useful in the
calculation of we proceed as follows: Let v be a complex variable and
i1 g Lectures on Applied Mathematics
let the complex v-plane be cut along the segment 0 < v < 2 of its real axis
so as to make v"(2 - v) "-} exp(-pv) uniform over the two-sheeted
Riemann surface so obtained, the value of this function at any point of the
lower sheet of this Riemann surface being the negative of its value at the
corresponding point of the upper sheet. Let us consider the closed curve C
on this two-sheeted Riemann surface which consists of the following four
parts:
(1) The line segment from the point 2 - 8 in the lower sheet to the point
6 in the lower sheet, 0 < 8 < 1.
(2) The circumference I v ) = 8 from the point 8 in the lower sheet to the
point 8 in the upper sheet.
(3) The line segment from the point 8 in the upper sheet to the point
2 - 6 in the upper sheet.
(4) The circumference I v - 2 8 from the point 2 - 8 in the upper
sheet to the point 2 - 8 in the lower sheet.
The integral of v"-; (2 - v) "4 exp (- pv) along C is independent of 8 and as
6 -i 0 the contributions from the parts (2) and (4) of C tend to 0 while the
contributions from the parts (1) and (3) of C tend to fot"-4(2 - t)`4
exp( - pt) dt, so that the integral of v"-*(2 - v)" 4 exp( -pv) along C has
the value 2TAp " exp(-p)I"(p).
We next consider the closed curve C' on our two-sheeted Riemann surface
which consists of the following five parts:
(1') The line segment from the point R exp(ia) in the lower sheet to the
point 6 in the lower sheet where R is any positive number, a is any number
which is such that I a + arg p < r/2 and 8 is any positive number lees
than 1.
(2') The circumference ( v = 8 from the point 8 in the lower sheet to
the point 8 in the upper sheet.
(3') The line segment from the point 8 in the upper sheet to the point
2 - 8 in the upper sheet.
(4') The circumference I v - 2 8 from the point 2 - 8 in the upper
sheet to the point 2 - 6 in the lower sheet.
(5') The line segment from the point 2 - 8 in the lower sheet to the
point R exp(ia) in the lower sheet.
The integral of v"-*(2 - v) "`4 exp(-v) along C' is the same as the integral
of the same integrand along C and is independent of R, a and 8. As 8 -- 0,
the contributions to this integral from the parts (2') and (4') of C' tend
to 0 while the contribution from the part (3') of C' tends to fU-'(2 -
t) "i exp(-pt) dt - rA "p7" exp(-p) I"(p; . As"_i
R --> -o, the contribution
from the part (I') of C' tends to f;v"-4 (2 - u; exp( -pv) dv, the inte-
gral being extended along the ray of angle a from 0 to co (this infinite
The Laplace Tranoformation 113
integral existing since I a + arg p I < v/2) and the contribution from the
part (5') of Ctends to -f2-v"(2 - v) "-4exp (-- pv) dv, the integral being
extended along the ray of angle a from 2 to cc . Thus, for example,
.oa9hr
TA. pr" exp (-p)I" (p) = f0 v"-i(2 - v)'" f
exp (-pv) dv
fo , ia
v"(2-v)"exp(-pv)dv
If r/2 < arg p < r, we set a = - r/2 and, if - r < arg p < - r/2 we
set a = ,r/2. Treating the first case, we set v = i&in Il , and v - 2 - it in
I, so that, in each of the two integrals, 0 < t < ao. Il appears as 2"-}
(-i)" (it/2))"i exp (-p't) dt, where p' ip so that the
real part of p' is positive, and 12 àppears as
/1
f t"' ( - 2)"-} exp (-p't) dt X exp (-2p)
On multiplying through by exp p we obtain
rA. (iP)-"I"(iP) exp (ip') f mo t' (i+)

exp (-P t) dt + 2"-4i'. exp (-ip) 10r-' (1 - 2 )"' exp (-p t) dt
or, equivalently, since i "I.(ip') = J.(p'), we have
2J.(p') = 2"44w 'A;'(P )" exp [ (0,
- (n + )]
(1+ )"exp(-pt)di+ 2'. 'A*'(P)"
expL-i\p - \n+2/ )]ft"-(1- 22 exp(-pt)dt

-= H.<1'(p) + H.(2)(g )
where H.(')(p') is the first member, and H.("(p') is the second member, on
the right-hand side and 0 < arg p' < r/2. H.c')(p') and H.(2) (P') are known
as Hankel Functions. A similar argument shows that the relation 2J.(p')
H."%(p') + H.("(p') remains valid when -r/2 < arg p' < O,inwhich case
--r < arg p < - r/2 and we set a = r/2. We shall derive in the next
chapter, from this representation of J.(p') as the mean of the two Hankel
functions, H.(')(p') and H.("(p'), a formula furnishing J.(t), when t is real
and positive, as the sum of two asymptotic series, each of which has the
convenient property that the error made in stopping at any term has the
same sign as the next term and is dominated by this term.
19
The Asymptotic Series

for P.(c) and Q.(c)
If p is any complex number whose real part c is positive the Hankel Func-
tion H.(')(p) is defined by the formula
H,,(') (r) = 2"*ix 'A, 'p" exp [i

Cp - (n + 2} 2}]
/ *
2 exp(-pt)dt
In particular, when p = c is real and positive,we have/, on making the
substitution t = t'/c and then dropping the prime,
H"(') (c) = 2"44x 'A"

'c } exp [ Cc - Cn + 2/]
+ exp(-t)dt
Similarly,
H"(" (c) = 2n4iW 'A 'c-4 exp I -i !c - (n + 2) 2)]
J exp(-t)dt
114
The Lapfaoe Transformation 116
so that
g.a)(c) ) 2) P"(c) cos Ic - + 2/ 2lJ
2 (it
where
l
P. (C) (1 exp (-t) dt
_ A" \ JJJ
n=0,1,2,...
Ifn= 1,2, ,
f
Q"(c) m_t" 1 + il )"
w-TA-. t -[1 -)*-}I exp (-t) dt
51
J.-I(C) (!); { - P, (c) sin [c - \n + 2) 21

-Q,r,(c)cosic-(n+
and, if n = 0, 1, 2,
J"+1(c) = (c); {P*+i(c) sin c - n + 2) J

- Q.+1(c) oos IC - \n +' ZJ}
and it follows, since J.-I(c) - J.+, (c) = (2n/c) J.(c) , n = 1, 2, , that
2n cn P.(c);
P.+1(c) - P.-I(c) Q.(c); Q.+1(c) - Q.-I(c) =
n = 1, 2, .. .
We shall obtain asymptotic series for Po(c), QW(c), Pl(c), Qi(c) and shall
deduce from these, by means of the recurrence relations just derived,
asymptotic series for and Q"(c), n = 2, 3, .
In order to obtain asymptotic series for Po(c) and Qo(c) we observe that,
if v is any nonreal complex number,
,It
2
(1 -v) =710 1 - vsinto
11 6 Lectures on Applied Mathematics
Indeed,
n do ,It 2d4, do
J6 1 -vsing02-v+vvcoe2¢-Je 2--v+vcos8'
8-20,
= 1f' d8
2 ,2-v+vcos 8
Setting exp iO = z, so that d8 = dz/iz,
1 f' do 1 dz
2 v+vcos8 iv c.4 !
+2[2-1+1
\v
where C is the circumference (z 1. The two zeros, z1 and Z2, of the quad-
ratic polynomial z' + 2((2/v) - 1)z + 1 are such that 2122 = 1 and, since
their sum, 2(1 - (2/v)), is not real, neither can be a complex number of
unit modulus for, if f z1 I = 1, for example, the reciprocal z2 of z1 would be its
conjugate, 11 , and z1 + z2 would be real. Writing z1 = 1 - (2/v) + (2/v)
(1 - v)4 we see that, when I v I < 1, z1 = - Jv + - tends to zero with
v. Hence I z1 I < 1 if I v I is sufficiently small and this implies, since I z1 I is
never 1, that { z1 ( < 1 no matter what is the nonreal complex number v;
hence ( z, I > 1 no matter what is the nonreal complex number v so that z1
is the only zero of z2 + 2((2/v) - 1)z + 1 which lies inside C. The coef-
ficient of 1/(z - z1) in the development of 1/[(z - z,)(z - z2)] as an in-
finite series of the type [c/(z - z1)] + co + c1(z - z1) + is 1/(z1 -
z:) _ (v/4) (1 - v) and thus we have
dz
z+l' 2 (1-v)'
tv
-1
proving that
TI,/2
2 do
1 - v sin' 4
The usefulness of this result lies in the fact that it provides us with a con-
venient expression for the remainder in the binomial expansion of (1 - v)
Writing
(1 - vsin'4')-1 = l +vsin'4+
+ v:..-1 .. ' 4 + Vm sin`" ' ' m = 1, 2 .. .
1 -vsin=0 '
we obtain
+1.3... (4m--3)v2m-1
(1-v)-* l+IV -{-1_3v2+...
2.4 2.4 (4m - 2)
2 2M
[1/2 (Sin" 0) d4)
+ 7v 1 - vsin2-0
On changing the sign of v we obtain, by addition and subtraction, the rela-
tions
++v)-;} +2.3U2+...
1.3 ... (4m - 5)
+2.4... (4m-4)v
,,,,_2
+v
2 2,"
o
sin4m
1 - v2 sin4
d
1{(1-v)-*
2 2
+v)-411+1.3.5v,+...
2.4.6
+ 1.3 ... (4m - 3) v2".-, + 2 v2,"+,
f/2 sin4,,:+2 o d4,
2.4 (4m - 2) ir 1 - v2sin44,

Setting v =it/2c, 0 < t < oo, these yield the relations
2
1 + (1 += 1 - 23 )2
+ .. .
+ (-1)M_1 1.3 (4m - 5) t2'"-2
(2m - 2)1 (4c)2"-2
s.. =/2
," 2 t L
sin4,"
ir X 1 -}- sin4
4c2
t
2i {(1 2c)-} (1 + 4c - 1315 (4c)' + .. .
t2".-1
(-1)..-1 1.3 ... (4m - 3)
+ (2m - 1) ! (4c)2,t-1
2
/ t \ law+l v12 4w44 4,
s 2c ° 1+4 sin4 4
Since 1 + (t2/4c2) sin44 > 1, the integral

2 f"2 sin'" 4, do
f0
1+ sin4 ¢
118 Leetvrea on Applied Mathematics
which is positive, is dominated by

2 f,1' sin" 1.3 ... 4m - 1)
2.4 ... (4m
and, similarly, the integral
2
j,/2 Sin"+2 # d4o
'r 1 +jsw4
which is also positive, is dominated by [1.3 - .. (4m + 1)1/[2.4 . . . (4m +
2) j. On denoting by $(t) any positive function of t which is dominated by 1
we have the following two equations which we shall refer to as the equations
Ao:
2 ( 2c)
+
2c)
1.3
' -
- I - !--3
21 (4c)'
- (4m - 5)
(2m - 2) ! (4c)'
t2'
+ (-1)m 1.3 ...(2m)
(4m -
!
1)
(4c)='"
9(t)
Ao:
2i{(1 2c} - (1 + c)- 4c 3! (4c)'

' ...
(-001-11.3 ... (4m - 3) en-1
+,
(2m - 1) ! (4c)2 -1
m 1.3 ... (4m+ 1) t2"+1

+ (-1) (2m + 1)! (4c)21^+19(t)
where the positive function B(t) which appears on the right-hand side of
these two equations is not the same in the two equations. Upon integrating
each of the equations Ao over the interval [0, t] and using the fact that the
integral of t"O(t) over this interval is positive and is dominated by e,+1/
(2m + 1) we obtain the following two equations which we shall refer to as
the equations At :
- _t 1.3 t' +...
2i 2c 2c ) 4c - 3 ! (4c)'
1.3 ... (4m - 1) is-+'

+ (2m + 1) ! (4c)'u1+'
e(t)
Al
1415(`k)`+...
21W)a
+ 1.3 .. (44n - 3) t''"
(2m) !, (4c)$-
+ (-1)" 1.3(2m
... (4m + 1)
+ 2)1
t21e+2
(4c)'"'+'
B(t)
where the positive function B(t) which appears on the right-hand side of
each of the equations A,1 is not the same in each of the two equations nor
the same as the positive function 9(t) which appeared on the right-hand
side of the equations Ao.
Upon multiplying the equations Ao by the non-negative function t4
exp (- t) and integrating over the positive real axis we obtain, on denoting
by 0 any positive number which is dominated by 1,
Po(c) z 1 (21) _ 1.3 r(1) + .. .

:i r 21 (4c)'
+1.3 (4m- 5)r(2m-4)
(2m - 2) ! (4c)2" -2
1.3 ... (47n -- 1) r(2m + 4) 12.31 + ...

+ (2m) ! (4c) 2m
B =1- 21(8c)2
12.32 ... (4m - 5)1 + (-1)" 11.32 ... (4m - 1)'
+ (2m - 2) !(8c)2"'-' (2m) 1(8c)2-
_ 1 rr(4) _ 1.3.5 r(i) .. .
Qo(c) PL 4c 31 (4c)'
+
+1.3... (4m-3)r(2m-4)
(2m - 1) ! (4c)2-1
+3... (4m+1)r(2m+4)B = -1 +12.32.52-
(2m + 1) 1 (4c)2"'+1 8c 3I(8c)'
...+ (-1)" 12.32 ... (4m - 3)2 + (-1)'"+1 12.32 ... (4m + 1) B
(2m - 1) (2m + 1) !(8c)2-+1
where the positive number 0 which appears on the right-hand side of each
of these two equations is not the same in the two equations. Neither of the
two infinite series
1 '
1.3 ' ' 2
1' .3.5.7 1
' :
1 .3.5 ' 2 ''' '
1 .3 .b .7 .9
1- -+ 4'(8c)l
+ 3!(8c)3 +
2!(8c)2 8c 5!(8c)5
converges for any finite value of c but the first of these two infinite series is an
asymptotic series for NO and the second is an asymptotic series for
Qo(c). Each of these two asymptotic series possesses the property that the
error made in stopping at any term has the sign of the next term and is
dominated by this term.
Upon multiplying the equations Al by the non-negative function it
exp(--t) and integrating over the interval [0, t] we obtain, similarly,
QI(c) - 3
3'.5.7 + ... + (_ ... (4m 5)1(4yn 3) (4m - 1) - -
Sc 3!(8c)' (2m - 1)1(8c)2 '
...(4m - 1)'(4m + 1) (4m
+ (2m + 1) !(8c)2"+1
3) e
Pl(c) + 3.5 3'.5'.7 + ... +

21(8c)= 41(8c)d
(_ ... (4m - 3)_(4m _ 1) (4m + 1)
(2m) !(8c)21
+ (2m + 2) !(8c)2"
where, again, the positive number a which appears on the right-hand side
of these equations is not the same in each of the two equations. Thus the
two infinite series
3.5 _ 32.52.7.9 3'.52.72.92.11.13
1 + 2!(8c)' 41(8c)' + 61(8c)'
3 3'.5.7 3'.5'.7'.9.11
8c 3!(8c)' + 51(8c)'
each of which fails to converge for any finite value of c, are asymptotic
series for PI(c) and Q,(c), respectively. The asymptotic series for Q,(c) is
alternating while the asymptotic series for Pl(c) is alternating if we remove
its first term. The asymptotic series for Q,(c) possesses the same property
as the asymptotic series for NO and Qo(c) : The error made in stopping at
any term has the sign of the next term and is dominated by this next term.
On the other hand, the asymptotic series for P, (c) does not, necessarily, pos-
sess this property if we stop at the first term; for this asymptotic series all
we can claim is that the error made in stopping at any term, after the first, has
the sign of the next term and is dominated by this next term.
The asymptotic series which we have obtained for Po(c) and PI(c) are
special cases, corresponding to n = 0 and n = 1, respectively, of the series
1
(4n'-11)(4n'-3') + (4n=-12)(4n2 -3')(4'-5')(4'n'-7')
2I(8c)= 4!(8c)4
and the asymptotic series which we have obtained for Qo(c) and Q1(c)
are special cases, corresponding to n - 0 and n - 1, respectively, of the
series
(4n' - 12) (4n' - 1') (4n' - 3') (4n' + .. .
8c 31(8c)i
We proceed to show that these series are asymptotic series for PA(c) and
Q (c), respectively, and, furthermore, that, if n = 2k is even, these
asymptotic series possess the property that the error made in stopping
at any term after the kth has the sign of the next term and is dominated by
this next term; if n = 2k + 1 is odd the error made in stopping at any
term after the (k + 1)st of the asymptotic series for and at any
term after the kth of the asymptotic series for has the sign of the
next term and is dominated by this term. We have shown that these state-
ments are true when n = 0 and when n = 1 and, assuming that they are
true for any two consecutive values, j - 1 and j, of n we proceed to show
that this assumption implies that they are true for the next consecutive
value, j + 1, of n. Thus we assume that
P%(c) = 1 -
(4n' - 1') (4n' - 3') -- ... -4-
2l(8c)
A
1Y*_I
(4n'..._ 12)... (4n2 - (4m - 5)2}
(2m - 2)1(8c)b"
+(-1)'"(41e
_ 1')...{4m'_ (4m- 1)2} 8
(2m 1(8c)3
if n - j - 1 and m is sufficiently large, and that
Wc)(4t'-1)_
8c
...+(-1),*(4n'-1')...{4n'-(4m,...7)2
(2m - 351(8c)i°-_71_
+ 1 1(8c)21-1
if n = j and m is sufficiently large, both the positive numbers 8 and 8'

being dominated by 1. The coefficient of (-1)'{ (2r)1(8c)2'}-', r = 0, 1, ,
m - 1, in the asymptotic series for PI-I(c) is the product (2j - 4r - 1) .
(2j + 4r - 3) of all the odd integers, not necessarily positive, beginning
with 2j - 4r - 1 and ending with 2j + 4r - 3 and the coefficient of
(-1) '{ (2r) l (8c) "'} -, r = 1, , m - 1, in the product of the asymptotic
series for Q,(c) by - (2j/c) is 32jr times the product (2j - 4r + 3)
(2j + 4r -- 3) of all the odd integers beginning with 2j - 4r + 3 and
ending with 2j + 4r - 3. Since (2j - 4r --- 1) (2j - 4r + 1) + 32jr =
itE Lectures on Applied Mathematua
(2j + 4r - 1)(2j + 4r + 1) the coefficient of (-1)'{(2r)!(&}''}-',

r - 1, , m - 1, in the result of subtracting 2j/c times the asymptotic
series for Q,(c) from the asymptotic series for P;....,(c) is the product,
(2j - 4r + 3) ... (2j + 4r + 1), of all the odd integers beginning with
2j - 4r + 3 and ending with (2j + 4r + 1) and this product is the value,
when n = j + 1, of (4n' - 12) {4n' - (4r - 1)1. Since P,+, (c)
P,-,(c) - (2j/c)Qj(c) it follows that, when n j + 1, P. (c) is
1- (4n'-1')(4n'-3)+...+
2 t(8c)'
(-1)W-1 (4n' - 1')... {4n' - (4m - 5)'}
(2m - 2)1(8c)2--2
plus a remainder term, this remainder term being (-1) "{ (2m) !(8c)''"}
times the product of (2j - 4m - 1) (2j - 4m + 1) 8 + 32jm8' by the
product, (2j - 4m + 3) (2j + 4m - 3), of all the odd integers beginning
with 2j - 4m + 3 and ending with 2j + 4m - 3. Since (2j - 4m - 1)
(2j-4m+1)+32jm= (2j + 4m - 1) (2j + 4m + 1), (2j - 4m - 1) -
(2i- 4m+1)8+32jm8' is of theform (2j+4m- 1)(2j+4m+1)8"
where 8" is positive and dominated by 1 provided that m is large enough to
make 2j - 4m + 1 negative (so that (2j - 4m - 1) (2j - 4m + 1)
is positive). Thus the remainder term is the value, when n = j + 1, of
(-1) (4n' 12)- {4n' - (4m - 1)'}
B" whichProves the validity,
(2m)1(8c)2"'
when n = j + 1, of the statement made concerning the asymptotic series
for P,.(c). In the same way we prove the validity, when n - j + 1, of
the statement made concerning the asymptotic series for Q,,(c). This
completes the proof, by mathematical induction, of the validity, for all
non-negative integral values of n, of the statements made concerning the
asymptotic series for P,.(c) and Q,.(c).
Now the product of any term, say the rth, of the asymptotic series for
Qj(c) by -2j/c becomes, by virtue of the relation P;+,(c) =
P,-,(c) - (2j/c)Qj(c), part of the (r + 1)st term of the asymptotic
series for P,+,(c) while the product of the rth term of the asymptotic
series for P,(c) becomes, by virtue of the relation Q,+,(c) = Q,-,(c) +
(2j/c)P,(c) part of the rth term of the asymptotic series for Q,+, (c). Thus,
in order to be assured that the error made in stopping at any term of the
asymptotic series in question has the sign of the next term and is dominated
by this next term we must take
(1) more than 1 term of the asymptotic series for P,(c), Q2(c) and
QS (C)
(2) more than 2 terms of the asymptotic series for Pl(c), P4(c), Q4(c)
and Qi(c), and so on.
In general, if n - 2k is even, we must take more than k terms
of the asymptotic series for and while, if n = 2k + 1 is odd,
we must take more than k + 1 terms of the asymptotic series for
and more than k terms of the asymptotic series for QA(c).
Bibliography
1. Doetsch, G., Einftlhrung in Theorie Land Anwendtasg der Laplaws-

Tranaformatton, Leipzig, Birkhauser, 1958.
2. Doetach, G., Handbuch der Laplace Transformation, Vols. 1-3, Leipzig,
Birkhauaer, 1950-56.
3. Pol, van der B., Operational Calculus Based on the Two-Sided Laplace
Integral, London, Cambridge University Press, 1955.
4. Erd6lyi, A., Operational Calculus, California Institute Technology, 1956.
5. Carslaw, H. S., and J. C. Jaeger, Operational Methods in Applied Mathe-
matics, London, Oxford University Press, 1941.
6. Jaeger, J. C., Introduction to the Laplace Transformation with Engineer-
ing Applications, Melbourne, 1946.
7. Churchill, R. V., Modern 0operational Mathematfca in Engineering,
New York, McGraw-Hill Book Co., Inc., 1944.
8. McLachlan, N. W., Modern Operational Calculus, New York, The
Macmillan company, 1948.
194
INDEX
Absolutely integrable function, 3 Laguerre polynomials, 53

Asymptotic series, 102, 111, 119, 121 Laguerre's differential equation, 53
Laplace Transform, 20, 28
Bessel function, 42 Laplace version of the Fourier Integral
Bessel'e differential equation, 67 Theorem, 20
Boundary value problem, 76 Left-sided function, 22
Boundary value and Initial condition
problem, 75 Modified Bessel equation, 63
Modified Bessel function, 42, 62
Cauchy principal value of an integral, 8 Modified Laguerre differential equation,
Characteristics of a partial differential 55
equation, 86
Complex-valued function, 1 Piecewise continuous function, 1
Exponential type, 40 Real-valued function, 1
Fourier Integral Theorem, 10 Recurrence relations for Bessel func-
Fourier Transform, 5 tions, 67
Reflection of waves, 86
Gamma function, 26 Right-aided function, 22
Green's functions, 78
Stokes' phenomenon, 104
Hankel functions, 113
Heaviside unit function, 20 Translation theorem, 25, 37
Improper integral, 2 Uniqueness theorem, 27

Improperly integrable, 2
Integral operator, 78, 81, 89 Waves, 85, 86
125

The Laplace Transformation

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The Laplace Transformation

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THE LAPLACE TRANSFORMATION

SPARTAN BOOKS WASHINGTON, D. C. 1962

Copyright Q 1962 by Fsnncas D. MURNAGHAN

Volume I: The Laplace Transformation

Volume II: The Calculus of Variations

Volume III: Unitary and Rotation Groups

This book is based on lectures, given at the Applied Mathematics Labora-

Washington, D. C. FwAxcis D. MUENAGRAN

Preface ................................................... vii

Let f (t) be a complex-valued function of the unrestricted real variable

continuous function is integrable, in the sense of Riemann, over any closed

52, may be made arbitrarily small by making 61 and &, respectively,

numbers may be made arbitrarily small by making b and -a, respectively,

The Fourier Transform

If f(t) is a complex-valued function of the unrestricted real variable t

g(w) = (2r)-i f(t) exp (-iwt) dt

f f(t) exp (-iwt) dt

(Q(w) ( <- (2r)-4 e

Thus g(w) is bounded over - co < w < co . It is easy to see that

Since the function exp z of the complex variable z is continuous at z = 0,

g(w) _ (2r)1 £ exp (-i(w - z)t] dt = (2r)ii(w

The Fourier Integral Theorem

Let f(t) s fl(t) + 'f,(') be a complex-valued function, whose real and

_ (2r)If [g (w) -ga(w)]exp(irw)dwl

(2r)-1 [1(t) {1. exp [-iw(t - r)] dwj dt

may be made arbitrarily small by choosing dl and as to be sufficiently small.

(2fr)-' exp (izw) f(t) exp (-iwt) dt} dw

+ (21r)-1 [ f(t) {f: exp [-iw(t - T)] dw1 di

(2r)-' f1t{f exp [--iw(t -- r)] dwj CU

(,.)-' La exp (irw) { f f(t) exp (-iwt) dt} dw

(2x)-' `tl f(f) { L exp -iw(t -- r) dw} dt

Q exp [-iw(t - r)] dw = 2 sin a(t - r)

this result may be stated as follows:

T h e infinite integral (1/i) f ., f(t) ([sin a(t - r)]/[t - r)) dt exists,

Completion of The Proof of

We now examine the behavior of the infinite integral

i f°1 (t) sina(t - r)dt

It - 71) dt as the sum of the two infinite integrals

J,= i fi(r - u)sinaudu

J1 - Mr - 0) ('° sin au du = - jfi(r - a + 0) - fi(r - 0) f s uau du

the choice of a being independent of a. If fi(t) possesses a left-hand deriva-

f {fi(r - u) - Mr - 0) } sin °ru dul < (tdl

lJ + -fi(rr 0) f` sin au dul < 2e

and as a -i oo, a remaining fixed, this tends to fo f (sin v)/v} do whose

may be made arbitrarily small, say < e, by choosing a sufficiently large

m;1k,"f+1 sin(au)du=m; cos (au;) - acos (auj.,,)

if a is sufficiently large. This result remains valid even when f'(r - u)

fails to be bounded over a < u < b; to show this, it suffices to consider

which may be made arbitrarily small by choosing b1 and 62 sufficiently small,

if a is sufficiently large (it being understood that at any point r of discon-

lim 1 1' f,(t) sin a(t - r) dt _ 20 fl (T)

k(p) = 9(w) = (2x)-4 1:1(t) (--iwt) 1h(t) exp

wherec> O,islif r > 0,+4if 7 = 0,and0if r <0.

The Laplace Transform of

since, if c is any positive real number, exp(-ct)u(t) is absolutely integra-

J m: exp (-ct)u(t) I dt = - exp (-ct) dt

piecewise continuous complex-valued function of t by u(-t) is a left-sided

Lh = (t) exp [-(p - c)t] to + (p - cl) f H.,(t) exp [-(p - cl)t] dt

(p - Cl) J Hel(t) exp [-(p - Ci)t] dt

provided that the real part c of p > cl . Since

real number and let us consider the integral

dir(p) = f 0HH,(t) exp [-(p - c,)t] dt.

f H.,(t) exp (-(p cl)tl dt =

4(p) - 4,.(p) = Ie H.,(t) exp (-(p - c,) t] dt - 4,.(p)

4 {h(t) + h1'(t)I - 4 {h(t) - h1'(t)l + {h*(t) + h2'(t))