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ENGINEERING MATHEMATICS –II 15MAT21
SYLLABUS
ENGINEERING MATHEMATICS-II
Subject Code: 15MAT21 IA Marks: 20
Hours/Week: 04 Exam. Hours: 03
Total Hours: 50 Exam Marks: 80
Objectives:
To enable students to apply knowledge of Mathematics in various engineering fields by making
them to learn the following
• Ordinary differential equations
• Partial differential equations
• Double and triple integration
• Laplace transform
Module – 1
Differential equations-1:
Linear differential equations with constant coefficients: Solutions of second and higher order
differential equations - inverse differential operator method, method of undetermined
coefficients and method of variation of parameters. 10 hrs
Module – 2
Differential equations-2:
Solutions of simultaneous differential equations of first order.
Linear differential equations withvariable coefficients: Solution of Cauchy’s and Legendre’s
linear differential equations.
Nonlinear differential equations - Equations solvable for p, equations solvable for y, equations
solvable for x, general and singular solutions, Clairauit’s equations and equations reducible to
Clairauit’s form.
10 hrs
Module – 3
Partial Differential equations:
Formulation of PDE by elimination of arbitrary constants/functions, solution of non-
homogeneous PDE by direct integration, solution of homogeneous PDE involving derivative
with respect to one independent variable only.
Derivation of one dimensional heat and wave equations and their solutions by variable separable
method. 10hrs
Module – 4
Integral Calculus:
Double and triple integrals: Evaluation of double and triple integrals. Evaluation of double
integrals by changing the order of integration and changing into polar coordinates.
Application of double and triple integrals to find area and volume.
Beta and Gamma functions: definitions, Relation between beta and gamma functions and
simple problems. 10hrs
Module –5
Laplace Transform:
Definition and Laplace transforms of elementary functions. Laplace transforms of
f (t)
eat f (t), t n f (t) and (without proof), periodic functions, unit-step function - problems
t
Inverse Laplace Transform
Inverse Laplace Transform - problems, Convolution theorem to find the inverse Laplace
transforms (without proof) and problems, solution of linear differential equations using Laplace
Transforms. 10hrs
Course Outcomes:
On completion of this course, students are able to,
• Use ordinary differential equations to model engineering phenomena such as electrical circuits,
forced oscillation of mass spring and elementary heat transfer. .
• Use partial differential equations to model problems in fluid mechanics, electromagnetic theory
and heat transfer.
• Evaluate double and triple integrals to find area, volume, mass and moment of inertia of plane
and solid region.
• Use curl and divergence of a vector function in three dimensions, as well as apply the Green's
Theorem, Divergence Theorem and Stokes' theorem in various applications like electricity,
magnetism and fluid flow.
• Use Laplace transforms to determine general or complete solutions to linear ODE.
INDEX SHEET
MODULE - 1
DIFFERENTIAL EQUATIONS –I
INTRODUCTION:
Type2:
1.
The trial solution to be assumed in each case depend on the form of X. Choose PI from the
following table depending on the nature of X.
Assume PI y p c1e 3 x substituting this in the given d.e we determine the unknown coefficient as
( D 2 3D 2) y 4e 3 x
9ce 3 x 9ce 3 x 2ce 3 x 4e 3 x
2ce 3 x 4e 3 x c 2
3x
yp 2e
d2y dy
2. Solve 2
2 4 y 2 x 2 3e x by the method of undetermined coefficients.
dx dx
Sol: We have ( D 2 2 D 4) y 2 x 3e x
2 12 2 2 3i
A.E is m 2 2m 4 0 m 1 3i
2 2
x
yc e c1 cos 3 x c2 sin 3x
x
Dy 2a1 x a2 a4 e
D2 y 2a1 a4 e x
x 1 2 1 x
y e c1 cos 3x c2 sin 3x x x e
2 2
d2y
3. Solve by using the method of undetermined coefficients 9y x 3 e 2 x sin 3x
dx 2
Sol: We have ( D 2 9) y x 3 e 2 x sin 3x
A.E is m 2 9 0 m2 9 m 3
yc c1e3 x c2 e 3x
y 3 Ax 2 2 Bx C 2 Ee 2 x 3F cos 3 x 3G sin 3 x
y 6 Ax 2 B 4 Ee 2 x 9 F sin 3 x 9G cos 3 x
1 3 2x 1 2x 1
y c1e 3 x c2 e 3x
x e sin 3x
9 27 5 18
MODULE - 2
DIFFERENTIAL EQUATIONS –II
SOLUTION OF SIMULTANEOUS DIFFERENTIAL EQUATIONS:
PROBLEMS:
Supposing that the LHS of (1) is expressed as a product of n linear factors, then the
equivalent form of (1) is
p f1 ( x, y) p f 2 ( x, y) ... p f n ( x, y) 0 ....(2)
p f1 ( x, y) 0, p f 2 ( x, y) 0... p f n ( x, y) 0
All these are differential equations of first order and first degree. They can be solved by
the known methods. If F1 ( x, y, c) 0, F2 ( x, y, c) 0,... Fn ( x, y, c) 0 respectively represents the
solution of these equations then the general solution is given by the product of all these solution.
Note: We need to present the general solution with the same arbitrary constant in each factor.
2
dy dy
1. Solve : y x y x 0
dx dx
Sol: The given equation is
yp 2 ( x y ) p x 0
( x y ) 2 4 xy
( x y)
p
2y
( y x) ( x y )
p
2y
y x x y y x x y
ie., p or p
2y 2y
ie., p 1 or p x/ y
We have,
dy
1 y x c or ( y x c) 0
dx
dy x
Also, or ydy xdx 0 y dy x dx k
dx y
y2 x2
ie., k or y 2 x 2 2k or ( x 2 y 2 c) 0
2 2
Thus the general solution is given by (y-x-c) (x 2 y 2 c) 0
2. Solve : x( y ' )2 (2 x 3 y ) y 6y 0
3) Solve p ( p y ) x( x y )
2
Sol: The given equation is, p py x( x y) 0
y y2 4 x( x y)
p
2
y 4x2 4 xy y2 y (2 x y)
p
2 2
2( y x)
ie., p x or p (y x)
2
We have,
dy x2
x y k
dx 2
dy
Also, y x
dx
dy
ie., y x, is a linear d .e ( similar to the previous problem)
dx
P dx
P 1, Q x; e ex
Hence ye x xe x dx c
ie., ye x ( xe x e x ) c, int egrating by parts.
Thus the general solution is given by (2 y x 2 c ) e x ( y x 1) c 0
We say that the given differential equation is solvable for y, if it is possible to express y
in terms of x and p explicitly. The method of solving is illustrated stepwise.
Y=f(x, p)
We differentiate (1) w.r.t x to obtain
dy dp
p F x, y ,
dx dx
Here it should be noted that there is no need to have the given equation solvable for y in
the explicit form(1).By recognizing that the equation is solvable for y, We can proceed to
differentiate the same w.r.t. x. We notice that (2) is a differential equation of first order in p
and x. We solve the same to obtain the solution in the form. ( x, p, c) 0
By eliminating p from (1) and (3) we obtain the general solution of the given
differential equation in the form G(x,y,c) =0
Remark: Suppose we are unable to eliminate p from (1)and (3), we need to solve for x and y
from the same to obtain.
x F1 ( p, c), y F2 ( p, c)
Which constitutes the solution of the given equation regarding p as a parameter.
We say that the given equation is solvable for x, if it is possible to express x in terms of y
and p. The method of solving is identical with that of the earlier one and the same is as follows.
x = f(y, p )
(2) Being a differential equation of first order in p and y the solution is of the form.
( y , p, c ) 0
By eliminating p from (1) and (3) we obtain the general solution of the given d.e in the form
G(x, y, c) = 0
Note: The content of the remark given in the previous article continue to hold good here also.
1. Solve: y 2 px tan 1 ( xp 2 )
dp 1 dp
p 2p 2 x 2 4
x.2 p p2
dx 1 x p dx
dp 1 dp
ie., p 2x 2 4
2 xp p2
dx 1 x p dx
p2 dp p
ie., p 2x 1
1 x2 p4 dx 1 x 2 p 4
1 x2. p4 p dp p 1 x 2 p 4
ie., p 2x
1 x2 p4 dx 1 x 2 p 4
ie., log x 2log p k
consider y 2 px tan 1`( xp 2 )
and xp 2 c
Using (2) in (1) we have,
y = 2 c / x . x tan 1(c)
Thus y 2 cx tan 1 c, is the general solution.
DEPT. OF MATHS/SJBIT Page 43
2. Obtain the general solution and the singular solution of the equation
y px p 2 x 4
Consider , y px p2 x4
x p c or x 2 p c or p c / x2
Now, to obtain the singular solution, we differentiate this relation partially w.r.t c,
treating c as a parameter.
1 1
xy x
2x 4 x2
dp dp dp
p p cos p sin p sin p
dx dx dx
dp
ie., 1 cos p or cos p dp dx
dx
cos p dp dx c
ie.,sin p x c or x sin p c
Thus we can say that y p sin p cos p and x sin p - c constitutes
the general solution of the given d.e
Note :sin p x c p sin 1 ( x c).
We can as well substitute for p in (1) and present the solution in the form,
y ( x c)sin 1( x c) cos sin 1 ( x c)
5) Solve p 2 2 py cot x y2 .
y2 2y
cot x 1 adding cot 2 x to b.s
p2 p
y2 2y
cot x cot 2 x 1 cot 2 x
p2 p
2
y
or cot x cos ec 2 x
p
y
cot x cos ecx
p
y
cot x cos ecx
dy / dx
dy sin x dy sin x
dx and
y cos x 1 y cos x 1
Integrating these two equations we get
y (cos x 1) c1 and y (cos x 1) c2
general solution is
y (cos x 1) c y (cos x 1) c 0
2
6) Solve: p 4 x5 p 12 x 4 y 0 , obtain the singular solution also. .
Sol: The given equation is solvable for y only.
p 2 4 x5 p 12 x 4 y 0 ...........(1)_
p 2 4 x5 p
y f ( x, p )
12 x 4
Differentiating (1) w.r.t.x,
dp dp
2p 4 x5 20 x 4 p 12 x 4 p 48 x3 y 0
dx dx
dp p 2 4 x5 p
(2 p 4 x5 ) 8 x3 ( xp ) 0
dx 2 x4
dp 2 p
( p 2 x5 ) ( p 2 x5 )
dx x
dp 2 p
0
dx x
Integrating log p log x k
p c2 x2 equation (1) becomes
4 2 3
c 4c x 12 y
Clairaut’s Equation
The equation of the form y px f ( p) is known as Clairaut’s equation.
This being in the form y = F (x , p), that is solvable for y, we differentiate (1) w.r.t.x
dy dp dp
p p x f ( p)
dx dx dx
dp
This implies that 0 and hence p=c
dx
Using p c in (1) we obtain the genertal solution of clairaut's equation in the form
y cx f (c)
a
1. Solve: y px
p
Sol: The given equation is Clairaut’s equation of the form y px f ( p) , whose general solution
is y cx f (c)
a
Thus the general solution is y cx
c
Singular solution
Differentiating partially w.r.t c the above equation we have,
a
0 x
c2
a
c
x
Hence y cx (a / c) becomes,
y a / x. x a x / a
Thus y 2 4ax is the singular solution.
2. Modify the following equation into Clairaut’s form. Hence obtain the associated general
2 py kp a 0
and singular solutions xp
Sol : xp 2 py kp a 0, by data
ie., xp 2 kp a py
p ( xp k ) a
ie., y
p
a
ie., y px k
p
Here (1) is in the Clairaut’s form y=px+f(p) whose general solution is y = cx + f (c)
a
Thus the general solution is y cx k
c
Now differentiating partially w.r.t c we have,
a
0 x
c2
c a/x
Hence the general solution becomes,
y - k = 2 ax
Thus the singular solution is (y - k) 2 4 ax.
Remark: We can also obtain the solution in the method: solvable for y.
3. Solve the equation (px – y) (py + x) = 2p by reducing into Clairaut’s form, taking the
substitutions X = x2 , Y = y2
dX
Sol : X x2 2x
dx
dY
Y y2 2y
dy
dy dy dY dX dY
Now, p and let p
dx dY dX dx dx
1
ie., p .P.2 x
2y
X
ie., p P
Y
Consider ( px y )( py x) 2p
X X X
ie., P X Y P Y X 2 P
Y Y Y
ie., ( PX Y ) ( P 1) 2 P
2P
ie., Y PX is in the Clairaut's form and hence the associated genertal solution is
P 1
2c
Y cX
c 1
2c
Thus the required general solution of the given equation is y2 cx 2
c 1
xp 3 1 1
y 2
y px i s in theClairaut ' s form y px f ( p)
p p2
whose general solution is y cx f (c)
1
Thus general solution is y cx 2
c
Differnetiating partially w.r.t. c we get
1/3
2 2
0 x 3 c
c x
Thus general solution becomes
1/3 2/3
2 x
y x 22/3 y 3x 2/3
x 2
or 4 y 3 27 x 2
MODULE – 3
PARTIAL DIFFERENTIAL EQUATIONS
Introduction:
Many problems in vibration of strings, heat conduction, electrostatics involve two or more variables. Analysis of these
problems leads to partial derivatives and equations involving them. In this unit we first discuss the formation of PDE
analogous to that of formation of ODE. Later we discuss some methods of solving PDE.
Definitions:
An equation involving one or more derivatives of a function of two or more variables is called a partial differential
equation.
The order of a PDE is the order of the highest derivative and the degree of the PDE is the degree of highest
order derivative after clearing the equation of fractional powers.
A PDE is said to be linear if it is of first degree in the dependent variable and its partial derivative.
In each term of the PDE contains either the dependent variable or one of its partial derivatives, the PDE is
said to be homogeneous. Otherwise it is said to be a nonhomogeneous PDE.
Pp + Q q =R
2 z 2y 1 1 z q
2
or 2
y b b y x y
z z
(x a ) z 0, ( y b) z 0
x y
2 2
2 z z
z 1 k 2 This is the required partial differential equation.
x y
z
a cy..(ii )
x
z
b cx..(iii )
y
2
z
c Using this in (ii) and (iii)
x y
2
z z
a y
x x y
2
z z
b x
y x y
2 2 2
z z z z z
z x y y x xy
x x y y x y x y
2
z z z
z x y xy
x y x y
x2 y2 z2
(5) 2 1
a b2 c2
Sol: Differentiating partially w.r.t. x,
2x 2z z x z z
0, or
a2 c2 x a2 c2 x
Differentiating this partially w.r.t. x, we get
2 2 2
1 1 z z c2 z 2
z
z 2 or 2 z
a2 c2 x x a x x2
2 2 2 2
z z z z z z z z
z 2 z
y y y y x x x x2
Note:
1) z = f(x2 + y2)
z z
p f ' (x2 y 2 ).2 x, q f ' (x2 y 2 ).2 y
x y
2
z z
f ' ( x ct ) g ' ( x ct ), f " ( x ct ) g" ( x ct )
x x2
Thus the pde is
2 2
z z
2
0
t x2
(3) x + y + z = f(x2 + y2 + z2)
z z
1 f ' (x2 y2 z 2 ) 2x 2z
x x
z z
1 f ' (x2 y2 z 2 ) 2 y 2z
y y
1 ( z / x) 1 ( z / y)
2 f ' (x2 y2 z2 )
x z ( z / x) y z ( z / y)
z z
( y z) ( z x) x y is the required pde
x y
(4) z = f ( xy / z ).
z xy y xy z
f'
x z z z2 x
z xy x xy z
f'
y z z z2 x
xy z/ x z/ y
f'
z ( y / z ){1 ( x / z )( z / x} ( x / z ){1 ( y / z )( z / y}
z z
x y
x y
or xp = yq is the required pde.
z 1
Sol : 2 y 2 f '(1/ x log y )
y y
z 1
2 f ' (1 / x log y )
x x2
z z
2 f ' (1 / x log y ) x2 y 2y
x y
2 z z
Hence x y 2 y2
x y
z z
Sol : ( y) y '( x); x '( y ) ( x)
x y
2
z z z
xy x y [ x ( y ) y ( x)]
x y x y
2 is the required pde.
z z z
xy x y z
x y x y
7) Form the partial differential equation by eliminating the arbitrary functions from
z = f(y-2x) + g(2y-x) (Dec 2011)
Sol: By data, z = f(y-2x) + g(2y-x)
z
p 2 f ( y 2 x) g (2 y x)
x
z
q f ( y 2 x) 2 g (2 y x)
y
2
z
r 4 f ( y 2 x) g (2 y x)...............(1)
x2
2
z
s 2 f ( y 2 x) 2 g (2 y x).........(2)
x y
2
z
t f ( y 2 x) 4 g (2 y x)................(3)
y2
2 2 2
z z z
Thus 2 2
5 2 0 is the required PDE
x x y y2
dx dy dz
Sol :
yz zx xy
From the first two and the last two terms, we get, respectively
dx dy dy dz
or xdx ydy 0 and or ydy zdz 0.
y x z y
Integrating we get x2 - y2 = a, y2 – z2 = b.
Φ(x2-y2, y2 –z2) = 0
dx dy dz
Sol :
y2 xy x( z 2 y )
dz z
2
dy y
dz z
2 ordinary linear differential equation hence
dy y
yz – y2= b
dx dy dz
Sol : 2
zx zy y x2
dx dy
, or xdy ydx 0 or d(xy) 0,
x y
on integration, yields xy = a
Φ(xy,x2+y2+z2)=0
y z z x x y
(4) Solve: p q
yz zx xy
yz zx xy
Sol : dx dy dz
y z z x x y
x dx + y dy + z dz = 0 …(i)
x2 + y2 + z2 = a
yz dx + zx dy + xy dz = 0 …(ii)
we get xyz = b
Φ( x2 + y2 + z2, xyz ) = 0
dx dy dz
Sol : ..(i)
x 2z 4 zx y 2x2 y
xy – z2 = b ….(iii)
5) Solve
zxy sin x sin y for which z y 2sin y when x 0 and z 0 when y is an odd multiple of .
2
Sol: Here we first find z by integration and apply the given conditions to determine the arbitrary
functions occurring as constants of integration.
z
The given PDF can be written as sin x sin y
x y
Integrating w.r.t x treating y as constant,
z
sin y sin x dx f ( y) sin y cos x f ( y)
y
Integrating w.r.t y treating x as constant
z cos x sin y dy f ( y ) dy g ( x)
z cos x ( cos y ) F ( y ) g ( x),
where F ( y ) f ( y ) dy.
z
Also by data, 2sin y when x 0. U sin g this in (1)
y
2sin y ( sin y ).1 f ( y ) (cos 0 1)
u u
3 ( xy ) 2 ( xy ) 0
x x
dX dY 3 dX 2 dY
3Y 2X 0
dx dy X dx Y dy
3 dX 3dX
Let K kdx
X dx X
Kx
3log X kx c1 log X c1
3
kx
c1
3
X e
2 dY dY Kdy
Let k
Y dy Y 2
ky
Kdy 2
c2
log Y c2 Y e
2
Substituting (2) & (3) in (1)
x y
K c1 c2
3 2
U e
x
Also u ( x1o) 4e
2x kx
k
x 6 x 3
i.e., 4e Ae 4e Ae
Comparing we get A 4 & K 3
x y
3
3 2
U 4e is required solution.
u u
2) Solve by the method of variables 4 3u, giventhat u (0, y) 2e5 y
dx y
u u
Sol: Given 4 3u
x y
Assume solution of (1) as
u XY where X X ( x); Y Y ( y)
4 ( XY )
( XY ) 3 XY
x y
dX dY 4 dX 1 dY
4Y X 3 XY 3
dx dy X dx Y dy
4 dX 1 dY
Let k, 3 k
X dx Y dy
Separating var iables and int egrating we get
kx
log X c1 , log Y 3 k y c2
4
kx
c1
X e 4
and Y e3 k y c2
kx kx
c1 c2 3 k y 3 k y
Hence u XY e e 4
Ae 4
where A e c1 c2
Consider a heat conducting homogeneous rod of length L placed along x-axis. One end of the
rod at x=0(Origin) and the other end of the rod at x=L.
Assume that the rod as constant density and uniform cross section A. Also assume that the rod
is insulated laterally and therefore heat flows only in the x direction. The rod is sufficiently thin
so that the temperature is same at all points of any cross sectional area of the rod.
Let u(x, t) be the temperature of the cross section at the point x at any time t.
The amount of heat crossing any section of the rod per second depends on the area A of the cross
u
section, the thermal conductivity k of the material of rod and the temperature gradient
x
i.e., the rate of change of temperature with respect to distance normal to the area.
Therfore q1 the quatity of heat flowing into the cross section at a distance x in uint
u
time is q1 kA per second
x x
u
q2 kA per second
x x x
The rate of change of heat content in segment of the rod between x and x+x must be equal to
net heat flow into this segment of the rod is
u u
q1 q2 kA per second.............(1)
x x x x x
u
s A x ...............(2)
t
u u u
s A x kA
t x x x x x
u u
u x x x x x
or s k
t x
Equation (3) is the one dimensional heat equation which is second order homogenous and
parabolic type.
We need to obtain the solution of the ODEs by taking the constant k equal to
Various possible solutions of the one dimensional heat equation ut =c2uxx by the method of
separation of variables.
2
u u
Consider c2
t x2
1 dT 1 d2X
Dividing by c2XT we have
c 2T dt X dx 2
1 d2X 1 dT
=k and =k
X dx 2 c 2T dt
dT
d2X c 2 kT 0
kX 0 and dt
dx 2
D2 k X 0 and D c 2 k T 0
d2 d
Where D2 = 2
in the first equation and D = in the second equation
dx dt
AEs are m=0 amd m2=0 amd m=0,0 are the roots
T = c1e0t c1 and X c2 x c3 e0 x c2 x c3
U= XT= c1 c2 x c3
2
p 2t
Or u(x,t) = c '1ec (A’ e px +B e px
) where c1’c2’=A’ and c1’c3’=B’
c 2 p 2t
T c''1e and X c''2 cos px c''3 sin px
c 2 p 2t
u XT c''1e .(c''2 cos px c''3 sin px)
c 2 p 2t
u( x, t ) e ( A'' cos px B'' sin px)
2
u u
1. Solve the Heat equation c2 given that u(0,t)=0,u(l,0)=0 and u(x,0)= 100x/l
t x2
l l
2 100 x n x 200 n x
Soln: bn sin dx = 2
x sin dx
l 0 l l l 0 l
l
n x n x
x. cos sin
200 l l
bn 1 2
l2 n /l n /l
0
n n 1
200 1 200 1 200 1
bn . l cos n .
l2 n n n
n 1 n2 2 2
c t
200 1 n x
Thus u ( x, t ) e 2
sin
n 1 n l l
2
u u
2. Obtain the solution of the heat equation c2 given that u(0,t)=0,u(l,t)and
t x2
2Tx l
in 0 x
l 2
u(x,0) =f(x)where f ( x)
2T l
l x in x l
l 2
l
2 n x
Soln: bn f ( x)sin dx
l 0 l
l
2 l
2 2Tx n x 2Tx n x
bn sin dx (l x)sin dx
l 0
l l l l l
2
l
2 l
4T n x n x
x sin dx (l x)sin dx
l 0
l l l
2
8T n
bn 2 2
sin
n 2
n2 2 2
c t
8T 1 n n x
Thus u ( x, t ) 2 2
sin e 2
sin
n 1 n 2 l l
2
u u
3. Solve the heat equation with the boundary conditions u(0,t)=0,u(l,t)and
t x2
u(x,0) =3sin x
p 2t
Soln: u( x, t ) e ( A cos px B sin px)............................(1)
p 2t
0= e (A) thus A=0
p 2t
0= e (Bsinp)
n2 2c2t
u ( x, t ) e ( B sin n x)
n2 2c 2t
In general u ( x, t ) bn e sin n x
n 1
u ( x, t ) 3e (sin x)
We shall obtain the equation of motion of string under the following assumptions.
Let m be the mass per unit length of the string. Consider the motion of an element PQ
of length s . Since the string does not offer resistance to bending, the tensions T1
Since the is no motion in the horizontal direction, some of the forces in the horizontal direction
must be zero.
Since gravitational force on the string is neglected , the only two forces acting on the
string are the vertical components of tension - T1sin at P and T2sinβ at Q with up[ward
direction takes as positive.
Mass of an element PQ is m s . By Newton’s second law of motion , the
equation of motion in the vertical direction is
Resultant of forces = mass *acceleration
2
y
T2sinβ - T1sin =m s 2
..............(2) .
t
2 T sin T1 sin m s 2y
gives 2
1 T2 cos T1 cos T t2
m s 2y
or tan tan
T t2
2
.
y T
tan tan
t2 m s
2
y T y y
2
t m s x x x x x
( s x to a first approximation and tan , tan arethe slopes of the curve of the string at x and x x)
y y
2
y T x x x x x
2
t m x
Taking Limit as x 0
2 2 2 2
y T y y 2 y T
2
or c ...................(3) where c 2
t m x2 t 2
x 2
m
Which is the partial differential equation giving the transverse vibrations of the string .
Equation (3) is the one dimensional wave equation which is second order homogenous and
parabolic type.
Various possible solutions of the one dimensional wave equation utt =c2uxx by the method of
separation of variables.
2 2
u u
Consider 2
c2
t x2
1 d 2T 1 d2X
Dividing by c2XT we have
c 2T dt 2 X dx 2
1 d2X 1 d 2T
=k and =k
X dx 2 c 2T dt 2
d2X d 2T
c 2 kT 0
kX 0 and dt 2
dx 2
D2 k X 0 and D 2 c 2 k T 0
d2 d2
Where D2 = in the first equation and D 2
= in the second equation
dx 2 dt 2
AEs are m=0 amd m2=0 amd m=0,0 are the roots
T = c1e0t c1 and X c2 x c3 e0 x c2 x c3
U= XT= c1 c2 x c3
2
p2t
T c'1ec andX c'2e px c'3e px
2
p 2t
Or u(x,t) = c '1ec (A’ e px +B e px
) where c1’c2’=A’ and c1’c3’=B’
c 2 p 2t
T c''1e and X c''2 cos px c''3 sin px
c 2 p 2t
u XT c''1e .(c''2 cos px c''3 sin px)
c 2 p 2t
u( x, t ) e ( A'' cos px B'' sin px)
1. Solve the wave equation utt=c2uxx subject to the conditions u(t,0)=0 ,u(l,t)=0,
u
x, 0 0 and u(x,0) =u0sin3(x/l)
t
n x n ct
Soln: u x, t bn sin cos
n 1 l l
n x
u x, 0 bn sin
n 1 l
x n x
u0 sin 3 bn sin
l n 1 l
3 3 x 1 3 x n x
u0 sin sin bn sin
4 l 4 l n 1 l
3u0 x u0 3 x x 2 x 3 x
sin sin b1 sin b2 sin b3 sin
4 l 4 l l l l
comparing both sides we get
3u0 u0
b1 , b2 0 , b3 , b4 0 b5 0 ,
4 4
3u0 x ct u0 3 x 3 ct
u ( x, t ) sin cos sin cos
4 l l 4 l l
2. Solve the wave equation utt=c2utt subject to the conditions u(t,0)=0 ,u(l,t)=0,
u
x, 0 0 when t=0and u(x,0) =f(x)
t
n x n ct
Soln: u x, t bn sin cos
n 1 l l
n x
Consider u(x,0) = bn sin
n 1 l
n x
F(x) = bn sin
n 1 l
The series in RHS is regarded as the sine half range Fourier series of f(x) in (0,l) and hence
l
2 n x
bn f ( x)sin dx
l 0 l
n x n ct
u x, t bn sin cos
n 1 l l
MODULE-4
INTEGRAL CALCULUS
DOUBLE INTEGRAL
PROBLEMS:
Triple Integrals:
The treatment of Triple integrals also known as volume integrals in R 3 is a simple and straight
extension of the ideas in respect of double integrals.
Let f(x,y,z) be continuous and single valued function defined over a region V of space. Let V be
divided into sub regions v1 , v2 ....... vn in to n parts. Let ( xk , yk , zk ) be any arbitrary point
Sub region approaches zero the sum (1) has a limit then the limit is denoted by f ( x, y, z )dv
V
For the purpose of evolution the above triple integral over the region V can be expressed as an
iterated integral or repeated integral in the form
b h( x) ( x, y )
f ( x, y, z )dxdydz f ( x, y, z)dz dy dx
V a g ( x) ( x, y )
Note:
1 2 2
1. Evaluate xyz 2 dxdydz
0 0 1
1 2 2 1 2 2
2 x 2 yz 2
Sol : xyz dxdydz dydz
0 0 1 0 0
2 1
1 2 2
2 y2 z2
2 yz dydz
0 0
2 1
1 2
2 y2 z2 y2 z2
dz
0
2 4 0
1 2
2 2 y2 z2
y z dz
0
4 0
1 2
3y2 z2
dz
0
4 0
1
a a a
2. Evaluate ( x2 y2 z 2 )dxdydz
0 0 0
a a a a a a
2 2 2 x3 2 2
Sol : (x y z )dxdydz y x z x dydz
0 0 0 0 0
3 0
a a
a3
y 2a z 2 a dydz
0 0
3
a a
a3
[ y2a z 2 a dy ]dz
0 0
3
a a
a3 y y 3a 2
z ay dz
0
3 3 0
a 4 4
a a
a 2 z 2 dz
0
3 3
a
a4 z a4 z a2 z3
3 3 3 0
5 5 5
a a a
3 3 3
a5
a a2 x2 a2 x2 y 2
3. Evaluate
x y z dx dy dz
0 0 0
a a2 x2 a2 x2 y 2
Sol : I x y z dz dy dx
0 0 0
a2 x2 y 2
a a2 x2 2
xyz
dy dx
0 0
2 0
a a2 x2
xy 2 2 2
(a x y ) dy dx
0 0
2
a a2 x2
1
(xya 2 x 3 y x y3 )dy dx
20 0
a 2 2 3 2 2 a2 x2
1 xy a x y xy
dx
20 2 2 2 0
a
1
(a 4 x x 5 2 a 2 x 3 )
80
a
1 4 x2 x6 2a 2 x 4 a6
a
8 2 6 4 0
48
4. Evaluate xyz dx dy dz over the region R enclosed by the coordinate planes and the
R
plane x + y + z=1
Sol: In the given region, z varies from 0 to 1 – x – y
For z-=0, y varies from 0 to 1 – x. For y=0,x varies from 0 to 1.
1 1 x1 x y
x y z dx dy dz x y z dx dy dz
R x 0y 0 z 0
1 1 x
1
x y (1 x y) 2 dy dx
0 0
2
1 1 x
1
x (1 x) 2 y 2(1 x) y 2 y 3 dy dx
20 0
1
1 1 2 1
x (1 x) 2 (1 x) 2 (1 x)(1 x)3 (1 x) 4 dx
20 2 3 4
1 1
1 1 (1 x)6
x(1 x) 4 dx
24 0 24 30 0
1
720
Change of variable in triple integrals
Computational work can often be reduced while evaluating triple integrals by changing
the variables x, y, z to some new variables u, v, w, which related to x,y,z and which are
such that the
x x x
u v w
( x, y , z ) y y y
Jacobian J 0
(u, v, w) u v w
z z z
u v w
It can be proved that
f ( x, y, z )dxdydz
R
(u, v, w) Jdudvdw........(1)
R
R is the region in which (x,y,z) vary and R is the corresponding region in which
(u,v,w)vary and (u, v, w) f x(u, v, w), y(u, v, w), z (u, v, w)
Once the triple integral wrt (x,y,z) is changed to triple integral wrt (u,v,w) by using the
formula(1), the later integral may be evaluated by expressing it in terms of repeated
integrals with appropriate limit of integration
( R, , z ) RdRd dz
R
PROBLEMS:
polar coordinates.
Sol: Let ( R, , z ) be cylindrical polar coordinates. In thegiven region, R varies from 0
1 1
2
xyzdxdydz ( R cos )( R sin ) zR dR d dx
R 0 0 z 0
R
1 1
R3dR 2
sin cos zdz
0 0 0
1 1 cos 2 2
R3dR
4 0 2 0
1 1 3
R dR
4 0
1
16
Sol: In the region, r varies from 0 to a, varies from 0 to and varies from 0 to.
2
The relations between Cartesian and spherical polar coordinates are
a
xyzdxdydz 2 2
r sin cos r sin sin r cos r 2 sin drd d
0 0 r 0
R
2
r 5 sin 3 cos sin drd d
0
a6
cos cos 0
96
a6
48
Recall expression
b y2 ( x ) d x2 (y)
f ( x, y )dA f ( x, y )dxdy f ( x, y )dydx f ( x, y )dxdy
A R a y1 ( x ) c x1 (y)
b y2 ( x ) d x2 (y)
dA dxdy dydx dxdy..........(1)
A R a y1 ( x ) c x1 (y)
The integral dA represents the total area of the plane region R over which the iterated integral
A
are taken . Thus (1) may be used to compute the area A. nNote that dx dy is the plane area
element dA in the Cartesian form.
Also dxdy rdrd , rdrd is the plane area element in polar form.
R R
Let the curves AB and CD be y1 f1 ( x)andy2 f 2 ( x) . Let the ordinates AC and BD be x=a and
x=b. So the area enclosed by the two curves and x=a and x=b is ABCD. Let p(x,y) and
be Q(x x, y y) two neighbouring points, then the area of the small rectangle PQ= x y
y2 y2
Area of the vertical strip = lim x y x dy
y 0 y1 y1
Since x the width of the strip is constant throughout, if we add all the strips from x=a to x=b
we get
h y2 b y2
The area ABCD =
limy 0 a
x dy dx dy
y1 a y1
b y2
Area= dxdy
a y1
x2 y2
1. Find the area of the ellipse 1 by double integration.
a2 b2
b
Soln: For the vertical strip PQ, y varies from y =0 to y a2 x 2 when the strip is slided
a
from CB to A, x varies from x=0 to x=a
b 2 2
a x
a a
Therefore Area of the ellipse=4 Area of CAB 4 dydx
x 0 y 0
b 2 2
a x
a a a b 2 2
a x
a
4 dy dx 4 y 0 dx
0 0 0
a
a
b b x a2 x2 a2 x
4 a2 2
x dx 4 sin 1
0
a a 2 2 2
0
2 2
b a b a
4 sin 1 1 4 . . ab
a 2 a 2 2
and x2 = 4ay…………………(2).
Solving (1) and (2) we get the point of intersections (0,0) and (4a,4a) . The shaded portion
in the figure is the required area divide the arc into horizontal strips of width y
y2
x varies from p, to Q 4ay and then y varies from O, y=0 to A, y=4a .
4a
4a 4 ay 4a 4 ay
dy dx dy x
2 y2
0 y 0
4a
4a
4a
3
4a
y2 y 2
1 y3
4ay dy 4a .
0
4a 3 4a 3
2 0
3
4 a 1 3
4a 2 4a
3 12a
32 2 16 2 16 2
a a a
3 3 3
The double integral can made use in evaluating the surface area of a surface.
Consider a surface S in space .let the equation of the surface S be z=f(x,y) . it can be that surface
area of this surface is
1
2 2 2
z z
Given by s 1 dxdy
A
x y
Soln: the required surface arc is twice the surface are of the upper part of the given sphere,
whose equation is
1
z a2 x2 y2 2 z 0
1
z
this, gives, a2 x2 y2 2 2x
x
x
1
a2 x2 y2 2
z y
similarly, 1
x
a2 x2 y2 2
2 2
z z a2
1
x x a2 x2 y 2
hence, the, required , surface, area, is
1 1
2 2 2
z z a2 2
s 2 1 dxdy 2 dxdy
A
x y A
a2 x2 y2
Where A the projection of the sphere on the xy-plane . we note that this projication is the area
bounded by circle x2+y2=a2.hence in A ,Ѳ varies from 0to2
And r varies from 0to a, where (r, Ѳ) are the polar coordinates. put x=cos θ ,y=sin θ dxdy=rdrd θ
2 a 2 a
a r
s 2 rdrd 2 d rdr
0r 0 a2 r2 0 0 a2 r2
2 a 2
2 2 2
2a d a r 0 2a d a 2a 2 0 4 a2
0 0
2) Find the surface area of the portion of the cylinder x2+z2=a2 which lies inside the
cylinder x2+y2+=a2.
Soln: Let s1 be the cylinder x2+z2=a2 and s2 be the cylinder x2+z2=a2 for the cylinder
z x z
s1 , 0
x z y
2 2
z z x2 z2 x2 a2
so that ,1 1 2 0
x y z z2 a2 x2
The required surface area is twice the surface area of the upper part of the cylinder S 1 which lies
inside the cylinder x2+y2=a2. Hence the required surface area is
1
2 2 2
z z a
s 2 1 dA 2 dA,
A
x y a a2 x2
Where A is the projection of the cylinder S1 on the x y plane that llies with in the cylinder
S2:x2+y2=a2. In Ax varies from –a toa and for each x,y varies from a2 x 2 to a 2 x2
a a2 x2
a
s 2 dydx
x ay a 2
x 2 a2 x2
a
1 a2 x2
2a y dx
2 2 a2 x2
a a x
a
1
2a 2 a2 x 2 dx
2 2
a a x
a
a
4a dx 4a x a 4a a a 8a 2
a
Let Z=(x,y)be the equation of the surface S. let P be a point on the surface S.let A denote the
orthogonal projection of S on the xy- plane . divide it into area elements by drawing thre lines
parallel to the axes of x and y on the elements x y as base ,erect a cylinder having generators
parallel to QZ and meeting the surface S in an element of area s .the volume underneath the
surface bounded by S, its projection A on xy plane and the cylinder with generator through the
boundary curve of A on the xy plane and parallel to OZ is given by,
v f x, y dxdy Zdxdy
A A
x2 y2 z2
1) Find the volume of the ellipsoid 1
a2 b2 c2
Sol: Let S denote the surface of the ellipsoid above the xy-plane .the equation of this surface
x2 y2 z2
1z 0
a2 b2 c2
is 1
x2 y2 2
or , z c1 f x, y
a2 b2
The volume of the region bounded by this surface and the xy-plane gives the volume v1of the
upper half of the full ellipsoid .this volume is given by v1 x, y dxdy
A
x2 y2
Note that A is the area bounded by the ellipse 1
a2 b2
1
x2 y2 2 2
v1 1 dxdy c ab
A a2 b2 3
2
ac
3
2 4
The volume of the full ellipsoid is 2v1.thus the required volume is v 2. abc abc
3 3
Let y=f(x) be a simples closed plane curves enclosing an area A. suppose this curve is revolved
about the x-axis. Then it can be proved that the volume of the solid generated is given by the
formula .
v 2 ydA 2 ydxdy
A
1) Find the volume generated by the revolution of the cardioids r =a (1+cosθ) about the
intial line.
Sol: The given cardioids is symmetrical about the initial line θ=0.therfore the volume
generated by revolving the upper part of the curve about the initial line is same as the volume
generated by revolving the whole the curve .for the upper part of the curve θ varies from 0 to
π and for each θ , r varies from 0 to a(1+cosθ),therefore the required volume is
a (1 co s )
v 2 r 2 sin drd
0 r 0
a 1 co s
r3
2 sin d
0
3 0
3
2 a3
1 cos sin d
3 0
4
2 a3 1 cos 8
a3
3 4 0
3
b h x x, y
f x, y, z dv f x, y, z dxdydz x, y, z dz dy dx
v R a g x x, y
The integral dv represents the volume V of the region R. thus expression (1)may be used to
v
compute V.
If(x,y,z) are changed to (u,v,w)we obtained the following expression for the volume,
coordinates.
PROBLEMS:
a a2 x2 a2 x2
v dzdydx
x ay a 2 2
x z a 2
x 2
a2 x2
a a2 x2
z dydx
a a2 x2 a2 x2
a a2 x2
2 a2 x 2 dydx
a a2 x2
a2 x2
a
a2 x 2 dy dx
2
a2 x2
a
a a2 x2
2 a2 x2 y dx
a 2 2
a x
a
2 a2 x2 2 a2 x 2 dx
a
a a
2 2 2 x3
4 a x dx 4 a x
a
3 a
3 3
a a
4 a3 a3
3 3
2a 3 16a 3
4 2a 3
3 4
2) Find the volume bounded by the cylinder x2+y2=4 and the planes y+z=3 and z=0
Soln: Here z varies from 0 to 3-y, y varies from ( 4 x2 ) to ( 4 x2 ) and x varies from -2 to 2
Required volume
2 4 x2 3 y
V dzdydx
x 2y 4 x2 z 0
3 y
2 4 x2 3 y 2 4 x2
dx dy dz dx dy z
2 4 x2 0 2 4 x2 0
2 4 x2 2 4 x2
y2
dx 3 y dy dx 3
2 4 x 2 2
2 4 x2
2
4 x2 4 x2
3 4 x2 3 4 x2 dx
2
2 2
2 2
x
2 4 x
6 4 x dx 6 4 x2 sin 1
2
2 2 2 2
1 2 1 2
6 2sin 2sin 12 12
2 2 2 2
Definitions
1.
Sol:
2.
MODULE – 5
LAPLACE TRANSFORM
INTRODUCTION
Laplace transform is an integral transform employed in solving physical problems.
Many physical problems when analysed assumes the form of a differential equation
subjected to a set of initial conditions or boundary conditions.
By initial conditions we mean that the conditions on the dependent variable are specified
at a single value of the independent variable.
If the conditions of the dependent variable are specified at two different values of the
independent variable, the conditions are called boundary conditions.
The problem with initial conditions is referred to as the Initial value problem.
The problem with boundary conditions is referred to as the Boundary value problem.
d2y dy
Example 1: The problem of solving the equation 2 y x with conditions y(0) = y
dx dx
(0) = 1 is an initial value problem.
d2y dy
Example 2: The problem of solving the equation 3 2 2 y cos x with y(1)=1,
dx dx
y(2)=3 is called Boundary value problem.
Laplace transform is essentially employed to solve initial value problems. This technique
is of great utility in applications dealing with mechanical systems and electric circuits.
Besides the technique may also be employed to find certain integral values also. The
transform is named after the French Mathematician P.S. de’ Laplace (1749 – 1827).
LAPLACE TRANSFORMS
Definition:
Let f(t) be a real-valued function defined for all t 0 and s be a parameter, real or
st
complex. Suppose the integral e f (t )dt exists (converges). Then this integral is called the
0
Laplace transform of f(t) and is denoted by L[f(t)].
st
Thus, L[f(t)] = e f (t ) dt (1)
0
We note that the value of the integral on the right hand side of (1) depends on s. Hence
L[f(t)] is a function of s denoted by F(s) or f (s) .
Consider relation (2). Here f(t) is called the Inverse Laplace transform of F(s) and is
denoted by L-1 [F(s)].
f1(t), 0<t<a
f3(t), t>b
Note that f(t) is piecewise continuous. The Laplace transform of f(t) is defined as
st
L[f(t)] = e f (t )
0
a b
st st st
= e f 1 (t )dt e f 2 (t )dt e f 3 (t )dt
0 a b
NOTE: In a practical situation, the variable t represents the time and s represents frequency.
Hence the Laplace transform converts the time domain into the frequency domain.
Basic properties
The following are some basic properties of Laplace transforms:
1.Linearity property: For any two functions f(t) and (t) (whose Laplace transforms exist)
and any two constants a and b, we have
st st st
L [af (t) + b (t)] = e af (t ) b (t ) dt = a e f (t )dt b e (t )dt
0 0 0
= a L[f(t)] + b L[ (t)]
1 s
2.Change of scale property: If L L[f(t)] = F(s), then L[f(at)] = F , where a is a
a a
positive constant.
st
L[f(at)] = e f (at )dt (1)
0
s
1 a
x
L f(at) = e f ( x)dx
a0
1 s
F
a a
st
L [eatf (t)] = e e at f (t ) dt
0
(s a)
=
e f (t )dt
0
= F(s-a)
This is the desired property. Here we note that the Laplace transform of eat f(t) can be written
down directly by changing s to s-a in the Laplace transform of f(t).
L[(eat)] =
e st e at dt e ( s a )t
dt
0 0
e ( s a )t 1
=
( s a) 0 s a, s>a
Thus,
1
L[(eat)] =
s a
1
L(1) = , s>0
s
1 1
L1 e at L 1 e at
s a s
e at e at 1 st
2. L(cosh at) = L = e e at e at
dt
2 20
1 ( s a )t ( s a )t
= e e dt
20
Let s > |a|. Then,
1 e ( s a )t e ( s a )t
L(cosh at ) s
2 ( s a) ( s a) 0 =
s2 a2
s
Thus, L (cosh at) = , s > |a|
s2 a2
and so
s
L1 cosh at
s2 a2
e at e at
a
3. L (sinh at) = L 2 , s > |a|
2 s a2
Thus,
a
L (sinh at) = , s > |a|
s2 a2
and so,
1 sinh at
L1
s2 a2 a
st
4. L (sin at) = e sin at dt
0
Here we suppose that s > 0 and then integrate by using the formula
e ax
e ax sin bxdx a sin bx b cos bx
a2 b2
Thus,
a
L (sinh at) = , s>0
s2 a2
and so
1 sinh at
L1 2 2
s a a
st
5. L (cos at) = e cos atdt
0
e ax
e ax cos bxdx a cos bx b sin bx
a2 b2
s
Thus, L (cos at) = , s>0
s2 a2
s
and so L1 cos at
s2 a2
L(tn) = e st t n dt
0
n
n x x dx 1
L(t ) e n 1
e x x n dx
0
s s s 0
(n 1)
L(t n )
sn 1
In particular, if n is a non-negative integer then (n 1) =n!. Hence
n!
L(t n )
sn 1
and so
1 1 tn tn
L or as the case may be
sn 1
(n 1) n!
Application of shifting property:-
The shifting property is
s s a
1. L(e at cosh bt ) L(cosh bt ) s s a 2 2 =
s b s s a ( s a) 2 b 2
Thus,
s a
L(eatcoshbt) =
( s a) 2 b 2
and
s a
L1 e at cosh bt
( s a) 2 b 2
at a
2. L(e sinh bt )
( s a) 2 b2
and
1
L1 e at sinh bt
( s a) 2 b 2
s a
3. L(e at cos bt )
( s a) 2 b 2
and
s a
L1 e at cos bt
( s a) 2 b 2
b
4. L(e at sin bt )
( s a) 2 b2
and
1 1 e at sin bt
L
( s a) 2 b2 b
(n 1) n!
5. L(e at t n ) or as the case may be
( s a) n 1 ( s a) n 1
Hence
11 e at t n n!
L or as the case may be
( s a) n 1
(n 1) ( s a) n 1
Examples :-
1. Find L[f(t)] given f(t) = t, 0 < t < 3
4, t>3
Here
3
st
L[f(t)]= e f (t )dt e st tdt 4e st dt
0 0 3
1 3s 1 3s
L[f(t)] = e (1 e )
s s2
This is the desired result.
0, t>
Here
st st st
L[f(t)] = e f (t )dt e f (t )dt = e sin 2tdt
0 0
st
e 2
= 2
s sin 2t 2 cos 2t = 1 e s
s 4 0 s 2
4
1
(i) Here L(sin3t sin4t) = L [ (cos t cos 7t )]
2
1
= L(cos t ) L(cos 7t ) , by using linearity property
2
1 s s 24s
= 2 2 2
2 s 1 s 49 (s 1)( s 2 49)
(ii) Here
1 1 1 s
L(cos24t) = L (1 cos 8t ) 2
2 2 s s 64
(iii) We have
1
sin 3 3sin sin 3
4
1
sin 3 2t 3sin 2t sin 6t
4
so that
1 6 6 48
L(sin 3 2t ) 2 2 2
4 s 4 s 36 (s 4)( s 2 36)
1
Here cos2t cos3t = [cos 5t cos t ]
2
so that
1
cost cos2t cos3t = [cos 5t cos t cos 2 t ]
2
1
= [cos 6t cos 4t 1 cos 2 t ]
4
1 s s 1 s
Thus L(cost cos2t cos3t) = 2 2 2
4 s 36 s 16 s s 4
5. Find L(cosh22t)
We have
1 cosh 2
cosh 2
2
1 cosh 4t
cosh 2 2t
2
Thus,
1 1 s
L(cosh 2 2t ) 2
2 s s 16
1
6. Evaluate (i) L( t ) (ii) L (iii) L(t-3/2)
t
(n 1)
We have L(tn) =
sn 1
1
(i) For n= , we get
2
1
( 1)
L(t1/2) = 2
s3 / 2
1 1 1
Since (n 1) n (n) , we have 1
2 2 2 2
Thus, L( t ) 3
2
2s
1
(ii) For n = - , we get
2
1
1
2 2
L(t ) 1
s 2 s
3
(iii) For n = - , we get
2
1
3
2 2 2
L(t ) 1 1
2 s
2 2
s s
We have,
n!
L (tn) =
sn 1
2! 2
L (t2) =
s3 s3
3! 6
L (t3) =
s4 s4
Given =
s 3 15
=2 , by using shifting property
( s 3)2 25 ( s 3) 2 25
2s 9
= 2
, on simplification
s 6s 34
eat e at
1 a a
=
2 ( s a) 2 a 2
( s a) 2 a2
a ( s 2 2a 2 )
, on simplification
[( s a) 2 a 2 ][(s a) 2 a 2 ]
Given
et e t
3sin 2t sin 6t
L
2 4
1
= 3 L et sin 2t L(et sin 6t ) 3L(e t sin 2t ) L(e t sin 6t )
8
1 6 6 6 6
=
8 ( s 1) 2 4 ( s 1) 2 36 ( s 1) 2 4 ( s 1) 2 36
3 1 1 1 1
=
4 ( s 1) 2 4 ( s 1) 2 36 ( s 1) 2 24 ( s 1) 2 36
5
4t 2
11. Find L(e t )
We have
(n 1)
L(tn) = Put n= -5/2. Hence
sn 1
( 3 / 2) 4
L(t-5/2) = Change s to s+4.
s 3/ 2 3s 3/ 2
4
Therefore, L (e 4 t t 5/ 2
) 3/ 2
3( s 4)
Transform of tn f(t)
Here we suppose that nis a positive integer. By definition, we have
st
F(s) = e f (t ) dt
0
dn n
st
F (s) e f (t )dt
ds n s n
0
dn
F (s) ( t)n e st
f (t )dt
ds n 0
dn
n
( 1) F (s) (t n f (t )e st dt L[t n f (t )] , by definition
ds n 0
Thus,
dn
L [tnf(t)]= ( 1)
n
F ( s)
ds n
Also,
dn
L1 F ( s) ( 1) n t n f (t )
ds n
In particular, we have
d
L[t f(t)] = F (s) , for n=1
ds
2 d2
L [t f(t)]= 2 F ( s ) , for n=2, etc.
ds
d
Also, L1 F ( s) tf (t ) and
ds
1 d2
L F ( s) t 2 f (t )
ds 2
f(t)
Transform of
t
st
We have, F(s) = e f (t ) dt
0
Therefore,
F ( s )ds e st f (t )dt ds
s s 0
= f (t ) e st ds dt
0 s
st
e
= f (t ) dt
0 t s
st f (t ) f (t )
= e dt L
0
t t
f (t )
Thus, L F ( s )ds
t s
f (t )
This is the transform of
t
1 f (t )
Also, L F ( s)ds
s
t
Examples :
t 4
We have, L[e sin 4t ]
( s 1) 2 16
So that,
d 1
L [te-t sin4t] = 4
ds s 2 2 s 17
8( s 1)
=
( s 2s 17) 2
2
3
We have L (sin3t) = 2
s 9
So that,
2 d2 3
L (t sin3t) = 2 2
ds s 9
d s
= 6
ds ( s 9) 2
2
18( s 2 3)
=
( s 2 9) 3
e t sin t
3. Find L
t
We have
1
L(e t sin t )
( s 1) 2 1
e t sin t ds
Hence L = tan 1 ( s 1) s
t 0 (s 1) 2 1
sin t sin at
4. Find L . Using this, evaluate L
t t
1
We have L (sint) = 2
s 1
sin t ds
So that L [f (t)] = L = 2
tan 1 s S
t s s 1
= tan 1 s cot 1 s F ( s)
2
Consider
sin at sin at
L =aL aLf (at )
t at
1 s
=a F , in view of the change of scale property
a a
1 s
= cot
a
cos at cos bt
5. Find L
t
s s
We have L [cosat – cosbt] = 2 2 2
s a s b2
cos at cos bt s s
So that L = ds
t s s2 a2 s2 b2
1 s2 a2
= log 2
2 s b2 s
1 s2 a2 s2 a2
= Lt log 2 log
2 s s b2 s2 b2
1 s2 b2
= 0 log 2
2 s a2
1 s2 b2
= log 2
2 s a2
3
6. Prove that e 3t t sin tdt
0
50
We have
d d 1
e st t sin tdt L(t sin t ) = L(sin t ) = 2
0 ds ds s 1
2s
=
( s 1) 22
3
e 3t t sin tdt
0
50
Consider
st
L f (t ) = e f (t ) dt
0
st st
= e f (t ) 0 ( s )e f (t )dt , by using integration by parts
0
st
= Lt (e f (t ) f (0) sLf (t )
t
= 0 - f (0) + s L[f(t)]
Thus
L f (t ) = s L[f(t)] – f(0)
Similarly,
In general, we have
Transform of f(t)dt
0
st
Now, L (t) = e (t )dt
0
st st
e e
= (t ) (t ) dt
s 0 0
s
1
= (0 0) f (t )e st dt
s0
t
1
Thus, L f (t )dt L[ f (t )]
0
s
t
1 1
Also, L L[ f (t )] f (t )dt
s 0
Examples:
1. By using the Laplace transform of sinat, find the Laplace transforms of cosat.
a
Let f(t) = sin at, then Lf(t) = 2
s a2
We note that
f (t ) a cos at
1 1
or L(cosat) = Lf (t ) sLf (t ) f (0)
a a
1 sa
= 0
a s a2
2
Thus
s
L(cosat) = 2
s a2
t 1 1 1
2. Given L 2 3/ 2
, show that L
s t s
t 1
Let f(t) = 2 , given L[f(t)] = 3/ 2
s
DEPT. OF MATHS/SJBIT Page 128
2 1 1
We note that, f (t )
2 t t
1
Lf (t ) L
t
Hence
1
L Lf (t ) sLf (t ) f (0)
t
1
= s 3/ 2
0
s
1 1
Thus L
t s
t
cos at cos bt
3. Find L dt
0
t
cos at cos bt 1 s2 b2
Here L[f(t)] = L log 2
t 2 s a2
t
1
Using the result L f (t )dt Lf (t )
0
s
t
cos at cos bt 2 2
We get, L dt = 1 log s 2 b 2
0
t 2s s a
t
t
4. Find L te sin 4tdt
0
8( s 1)
Here L te t sin 4t
( s 2 2 s 17) 2
t
8( s 1)
Thus L te t sin 4tdt =
0
s ( s 2s 17) 2
2
T
1 st
Lf (t ) ST
e f (t )dt
1 e 0
st su
L f (t) = e f (t )dt e f (u )du
0 0
T 2T ( n 1)T
su su su
= e f (u )du e f (u )du ....... e f (u )du ....
0 T nT
( n 1)T
su
= e f (u)du
n 0 nT
T
s ( t nT )
L f(t) = e f (t nT )dt
n 0t 0
Here
Hence
T
sT n st
Lf (t ) (e ) e f (t )dt
n 0 0
T
1 st
= ST
e f (t )dt , identifying the above series as a geometric series.
1 e 0
T
1 st
Thus L[ f(t)] = sT
e f (t )dt
1 e 0
Examples:-
1. For the periodic function f(t) of period 4, defined by f(t) = 3t, 0 < t < 2
6, 2 < t < 4
find L [f(t)]
We have,
T
1 st
L f(t) = sT
e f (t )dt
1 e 0
4
1 st
= 4s
e f (t )dt
1 e 0
2 4
1 st
= 4s
3te dt 6e st dt
1 e 0 2
2 4
st 2 st st
1 e e e
= 4s
3 t 1. dt 6
1 e s 0 0
s s 2
2s 4s
1 31 e 2 se
= 4s
1 e s2
Thus,
3(1 e 2 s 2 se 4s
)
L[f(t)] =
s 2 (1 e 4 s )
2
3. A periodic function of period is defined by
2
0, t
E
where E and are positive constants. Show that L f(t) =
(s 2 w 2 )(1 e s/w
)
2
Sol: Here T = . Therefore
2 /
1 st
L f(t) = s(2 / )
e f (t )dt
1 e 0
/
1 st
= s(2 / )
Ee sin tdt
1 e 0
st /
E e
= s(2 / )
s sin t cos t
1 e s2 2
0
E (e s /
1)
= s(2 / )
1 e s2 2
E (1 e s / )
= s /
(1 e )(1 e s / )( s 2 2
)
E
= s /
(1 e )( s 2 2
)
f (t)= E, 0 t a
-E, a < t 2a
E as
show that L [f (t)] = tanh
s 2
2a
1 st
Sol: Here T = 2a. Therefore L [f (t)] = 2 as
e f (t )dt
1 e 0
a 2a
1 st
= Ee dt Ee st dt
1 e 2 as 0 a
E sa 2 as as
= 2 as
1 e (e e )
s (1 e )
E as 2
2 as
1 e
s (1 e )
E (1 e as ) 2
s(1 e as )(1 e as
)
E e as / 2 e as / 2
=
s e as / 2 e as / 2
E as
tanh
s 2
Step Function:
In many Engineering applications, we deal with an important discontinuous function H
(t-a) defined as follows:
0, t a
H (t-a) = 1, t > a
This function is known as the unit step function or the Heaviside function. The function is
named after the British electrical engineer Oliver Heaviside.The function is also denoted by
u (t-a). The graph of the function is shown below:
H (t-1)
Note that the value of the function suddenly jumps from value zero to the value 1 as t a
from the left and retains the value 1 for all t>a. Hence the function H (t-a) is called the unit step
function.
0, t 0
H(t) = 1, t>0
a
st st
= e 0dt e (1)dt
0 a
as
e
=
s
1
In particular, we have L H(t) =
s
as
1 e 1
Also, L H (t a) and L 1 H (t )
s s
Proof: - We have
L [f(t-a) H(t-a)] = f (t a ) H (t a )e st dt
0
st
= e f (t a)dt
a
s(a u)
L[f(t-a) H(t-a)] = e f (u )du
0
= e-as L [f(t)]
Examples:
1 1
so that L f(t) = 2
s 1 s 1
Thus,
1 1
L[e (t 2)
sin( t 2)]H (t 2) e 2s
2
s 1 s 1
so that
Hence
6 8 8
L[ f (t )]
s3 s2 s
Thus
= e-s L [f(t)]
s 6 8 8
=e
s3 s2 s
e2
Thus, L [f(t)] =
s 1
2 ( s 1)
2s e
L[ f (t 2) H (t 2)] e Lf (t )
s 1
Thus
2 ( s 1)
t e
L e H (t 2)
s 1
f1 (t), t a
Sol: Consider
0, t a
= f2 (t), t > a
5. Express the following functions in terms of unit step function and hence find their
Laplace transforms.
1. f(t) = t2 , 1 < t 2
4t , t>2
2
Hence, L f(t) = L(4t t 2 ) H (t 2) (i)
s3
Let (t-2) = 4t – t2
2 4
Now, L[ (t )]
s3 s
2
L f(t) = L (t 2) H (t 2)
s3
2 2s
= e L (t )
s3
2 2s 4 2
= e
s3 s s3
sint, t >
s
Hence, L[ f(t)] = 2
L(sin t cos t ) H (t ) (ii)
s 1
1 s
so that L[ (t)] = 2 2
s 1 s 1
s
Expression (ii) reads as L [f(t)] = 2
L (t ) H (t )
s 1
s s
= 2
e L (t )
s 1
s s s 1
= 2
e
s 1 s2 1
Solution:
3.
4.
F(s) f (t ) L 1 F ( s)
1 1
,s 0
s
1
,s a e at
s a
s Cos at
2 2
,s 0
s a
1 Sin at
2 2
,s 0
s a a
1 Sin h at
2 2
,s a
s a a
s
2
,s a
s a2
Cos h at
1 tn
,s 0
sn 1
n!
n = 0, 1, 2, 3, . . .
1 tn
n 1
,s 0
s n 1
n > -1
Example
1. Find the inverse Laplace transforms of the following:
1 s b 2s 5 4s 9
(i) (ii) 2 2
(iii) 2
2s 5 s a 4s 25 9 s 2
Here
5t
1 1 1 1 1 1 2
(i) L L e
2s 5 2 s 5 2
2
s b s 1 b
(ii) L 1 L1 bL1 cos at sin at
s a2
2
s 2
a 2
s 2
a 2
a
5 s 9
2s 5 4s 8 2 1 s 2 2
(iii) L 1 L 4L 1
4s 2 25 9 s 2 4 25 s 2
9
s2
4
1 5t 5t 3
cos sin 4 cos h3t sin h3t
2 2 2 2
Examples
3s 1
1. Evaluate : L 1 4
s 1
3 s 1 -1 1 1 1
Given L-1 4
3L1 3
2L1 4
s 1 s 1 s 1
t 1 1
3e L1 2e t
L1
s3 s4
1 tn
L1 and taking n 2 and 3, we get
sn 1
n!
3e t t 2 e tt 3
Given
2 3
s 2
2. Evaluate : L-1 2
s - 2s 5
s 2 s 1 3
Given L-1 2
L1 2
s 1 4 s 1 4
s 1 1
L1 2
3L 1 2
s 1 4 s 1 4
s 1
e t L-1 2
3 et L 1 2
s 4 s 4
3 t
et cos 2t e sin 2t
2
2s 1
3.Evaluate :L 1 2
s 3s 1
3 3
-1
s 1 1
s 1
Given 2L 2
2 L 2
L1
3 2 5 3 2 5 3 2 5
s s s
2 4 2 4 2 4
3t 3t
1 s 1
2 e 2
L e 2
L1
s2 5 s2 5
4 4
3t
2
5 2 5
2e cos h t sin h t
2 5 2
-1 2 s 2 5s 4
4. Evaluate : L
s 3 s 2 2s
we have
2 s 2 5s 4 2 s 2 5s 4
s 3 s 2 2s s s2 s 2
2 s 2 5s 4
ss 2 s 1
A B C
s s 2 s 1
For s = 0, we get A = 2, for s = 1, we get C = 1 and for s = -2, we get B = -1. Using these values
in (1), we get
2 s 2 5s 4 2 1 1
s 3 s 2 2s s s 2 s 1
Hence
1 2 s 2 5s 4 2t
L 2 e et
s 2 s 2 25
4s 5
5. Evaluate : L 1 2
s 1 s 2
Let us take
4s 5 A B C
s 12 s 2 s 12 s 1 s 2
4s 5 1 3 3
(1), we get s 12 s 2 s 12 s 1 s 2
1 4s 5 1 1 1
Hence L 2
e tL 1 3e t L 1 3e 2t
L1
s 1 s 2 s2 s s
t t 2t
te 3e 3e
s3
6. Evaluate :L 1
s4 a4
s3 A B Cs D
4 4
(1)
Let s a s a s a s2 a2
For s = a, we get A = ¼; for s = -a, we get B = ¼; comparing the constant terms, we get
s3 1 1 1 1 s
4 4
s a 4 s a s a 2 s2 a2
1 s3 1 at at 1
L e e cos at
s4 a4 4 2
1
cos hat cos at
2
s
7. Evaluate :L 1 4
s s2 1
s s 1 2s
4
s s2 1 s 2
s 1 s 2
s 1 2 s2 s 1 s2 s 1
Consider
1 s2 s 1 s2 s 1
2 s2 s 1 s2 s 1
1 1 1
2 2
2 s s 1 s s 1
1 1 1
2 1 2 3 1 2 3
s 2
s 2
4 4
Therefore
1 1
1 s 1 2t 1 1 t 1
L 4
e L e 2
L1
s s2 1 2 3 3
s2 s2
4 4
3 3
1 sin t 1 sin t
1 2t 2 2
t
2
e e
2 3 3
2 2
2 3 t
sin t sin h
3 2 2
Examples
ss
1 e
(1) Evaluate : L 4
s 2
Here
1
a 5, F ( s ) 4
s 2
1 1 e 2t t 3
Therefore f (t ) L 1F ( s ) L1 4
e 2t L 1
s 2 s4 6
Thus
e 5s
L1 4
f (t a) H (t a)
s 2
e2 t 5
t 53
H t 5
6
1 e s se 2 s
(2) Evaluate : L
s2 1 s2 4
Given f1 t H t f2 t 2 H t 2 (1)
1
Here f1 (t ) L1 2
sin t
s 1
s
f 2 (t ) L1 2
cos 2t
s 4
Now relation (1) reads as
Given sin t H t cos 2 t 2 H t 2
cos t H t cos 2t H t 2
d
L1 F s tf (t )
Hence ds
Examples:
s a
(1) Evaluate : L 1 log
s b
s a
Let F ( s ) log log s a log s b
s b
d 1 1
Then F s
ds s a s b
d
So that L 1 F s e at
e bt
ds
bt at
or t f t e e
bt at
e e
Thus f t
b
a
(2) Evaluate L 1 tan 1
1 a
Let F ( s ) tan
s
d a
Then F s 2
ds s a2
d
or L1 F s sin at so that
ds
or t f t sin at
sin at
f t
a
F s
Inverse transform of
s
1
(1) Evaluate : L 1 2
ss a2
1
Sol : Let us denote F s 2
so that
s a2
sin at
f (t ) L 1F s
a
t
1 1 1 F s sin at
Then L L dt
s s2 a2 s 0
a
1 cos at
a2
Convolution Theorem:
1
(2) Evaluate : L 1 2 2
s s a
1
Solution : we have L 1 2
e at t
s a
t
1 1
Hence L 2
e at t dt
s s a 0
1 at
1 e 1 at , on integration by parts.
a2
t
1 1
L-1 2
1 e at
1 at dt
2
s s a a2 0
1 at at
at 1 e 2 e 1
a3
t
1
L F (s) G(s) f (t ) g (t ) f t u g u du
0
This expression is called the convolutio n theorem for inverse Laplace transform
Examples
Employ convolution theorem to evaluate the following:
1
(1) L 1
s a s b
1 1
Sol:Let us denote F(s) , G(s)
s a s b
t t
1 a t u
L-1
e e bu
du e at
ea b u
du
s a s b 0 0
at ea bt 1
e
a b
bt at
e e
a b
s
(2) L 1 2
s2 a2
1 s
Sol: Let us denote F(s) 2 2
, G ( s) 2
Then
s a s a2
sin at
f(t) , g(t) cos at
a
t
s 1
L-1 2
sin a t u cos au du
s2 a2 0
a
t
1 sin at sin at 2au
du, by using compound angle formula
a0 2
t
1 cos at 2au t sin at
u sin at
2a 2a 0
2a
s
(3) L 1
s 1 s2 1
Sol:
1 s
F(s) , G( s) 2
s 1 s 1
Therefore
et t 1 t
e sin t cos t 1 e sin t cos t
2 2
The following are the expressions for the derivatives derived earlier.
t
1. Solve by using Laplace transform method y y t e , y(o) 2
Sol: Taking the Laplace transform of the given equation, we get
1
sL y t yo Lyt 2
s 1
1
s 1L yt 2 2
s 1
so that
2s 2 4s 3
Lyt 3
s 1
Taking the inverse Laplace transform, we get
12s 2 4s 3
Y t L 3
s 1
2
2s 1 1 4s 1 1 3
L1 3
s 1
2 1
L1 3
s 1 s 1
1 t
e t2 4
2
1
s 2 Ly (t ) sy (0) y (0) 2 s Ly (t ) y (0) 3 L y (t )
s2 1
1
L y (t ) s 2 2s 3 2
s 1
or
1
L y (t )
s 1 s 3 s2 1
or
1
y (t ) L1
s 1 s 3 s2 1
A B
Cs D
L1
s 1 s 3 s2 1
s 1
1 1 1 1 10 5
L1
8 s 1 40 s 3 s2 1
1 t 1 3t 1
e e cos t 2 sin t
8 40 10
t
f(t) l f u sin t u du
0
t
1
L f(t) L f u sin t u du
s 0
1 1 L f (t )
L f(t) Lf (t ) L sin t
s s s2 1
Thus
s2 1 s2 1 t2
L f (t ) or f (t ) L1 1
s3 s3 2
d2x dx
(4) A particle is moving along a path satisfying, the equation 2
6 25 x 0 where
dt dt
x denotes the displacement of the particle at time t. If the initial position of the particle is at x 20
and the initial speed is 10, find the displacement of the particle at any time t using Laplace transforms.
Sol: Given equation may be rewritten as
L x (t) s 2 6s 25 20 s 130 0 or
20s 130
L x (t)
s 2 6s 25
so that
20s 130
x(t) L1 2
s 3 16
20 s 3 70
L1 2
s 3 16
s 3 1
20 L 1 2
70 L 1 2
s 3 16 s 3 16
3t
3t e sin 4t
20 e cos 4t 35
2
(5) A voltage Ee -at is applied at t 0 to a circuit of inductance L and resistance R. Show that the
Rt
E at L
current at any time t is e e
R - aL
Sol: The circuit is an LR circuit. The differential equation with respect to the circuit is
di
L Ri E (t )
dt
Here L denotes the inductance, i denotes current at any time t and E(t) denotes the E.M.F.
Thus, we have
di at
L Ri Ee or
dt
at
Li ' (t ) R i(t ) Ee
at
L LT i' (t) R LT i' (t) E LT e or
1
L s LT i(t ) i(0) R LT i(t ) E
s a
E
Since i(o) o, we get LT i(t ) sL R or
s a
E
LT i(t )
s a sL R
E
Taking inverse transform L, we get i(t ) LT1
( s a)( sL R)
E 1 1
LT1 L LT1
R aL s a sL R
Thus
Rt
E at L
i(t ) e e
R aL
dx
(6) Solve the simultaneo us equations for x and y in terms of t given 4y 0,
dt
dy
9x 0 with x(o) 2, y(o) 1.
dt
s Lx(t) - x(o) 4 Ly (t ) 0
9 L x(t ) s Ly (t ) y (o ) 0
s L x(t ) 4 L y (t ) 2
9 L x(t ) 5 L y (t ) 1
s 18
L y(t)
s 2 36
so that
s 18
y(t) L1 2 2
s 36 s 36
cos 6t 3 sin 6t (1)
dy
Using this in 9x 0, we get
dt
1
x(t) 6 sin 6t 18 cos 6t
9
or
2
x(t) 3 cos 6t sin 6t
3 (2)
(1) and (2) together represents the solution of the given equation.