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Some special functions

1 Sine integral

The Sine integral is denoted by Si (t) and is

t sin x
defined by Si (t )  0 x
dx

2 Cosine integral

The cosine integral is denoted by Ci (t) and


 cos x
is defined by Ci (t )  t x
dx 1
3 Exponential integral

The exponential integral is denoted by Ei (t)

 e x
and is defined by Ei (t )  t x
dx

4 Error function

The exponential integral is denoted by erf (t)

2 t
0
 x2
and is defined by erf (t )   e dx
2
5 Unit step function

The unit step function is denoted by u(t-a)

1 , t  a
and is defined by u (t  a )  
0 , t  a
6. Periodic functions
A function F(t) is said to be periodic function if
F (t  T )  F (t ) , T is

called periodic,


T
e  st F (t )
Show that L F (t )  0
3
1 e  sT
Laplace transform of Sine integral

 sin x 
LSi(t )  L  dx
t

 
0
x
 
3 5
x x
 x   .     
 L 
t 3! 5! dx
0

 x 
 
  x x  
2 4

 L  1    .       dx
t

  3! 5!  
0

4
 t3
t 5

 L t    .     
 3. 3! 5..5! 
5
1 1 3! t 5!
  2
 4
.    
6
s 3. 3! s 5 ..5! s
 1  1 
3 5

   
1 1  s   s  
     .     
s s 3 5 
 
1 1
 tan  
1

s s

5
Laplace transform of Cosine integral

L Ci (t )

L  

t

cos x
x  
dx  L

1

cos vt
v 
dv , where x  vt

 s  1 1 v 
  1 dv    1   2 2 dv
v (s  v )
2 2
s v s v 
 
1 2  1   2

   ln v  ln  s  v     ln 2 2 
1 2 v
s 2s 1 2s  s  v  1
1 1
 ln 2
2s s  1

6
Laplace transform of Exponential integral

L  Ei (t )
  e x    e  vt 
 L  t dx   L   1 dv  , where x  vt
 x   v 
 1  1 1 1 
 1 dv     dv
v ( s  v) 1
s v s  v
 
1 1  1 v 
  ln v  ln  s  v    ln
s s 1 s  s  v  1
1
 ln( s  1)
s
7
Laplace transform of Error function

2
erf(t)  
 u2
t
we know that e du

0

Replace t by
2
)  
t u2
erf( e du
 0

8
.

9
10
11
12
13
Theorem-5 If L F (t )  f ( s) ,then Lt n F (t )  (1)n f n ( s)

Proof: We have f ( s)   0 e st F (t ) dt
Differentiating w. r. t s, we get

f ( s)   0 te F (t ) dt    0 e  st tF (t )  dt
/   st 

  L tF (t )        (1)

Hence the theorem is proved for n = 1, To prove the


theorem in general , let us use the mathematical
induction. Suppose that the theorem is true for n=k .
Then we have 14
L t F (t )   o e  st t k F (t )  dt  (1) k f k ( s)
k 

Differentiating w. r. t s, we get

  o e  st t k 1 F (t )  dt  (1) k f k 1 ( s )

  o e  st t k 1 F (t )  dt  (1) k 1 f k 1 ( s )
 L t k 1 F (t )  (1) k 1 f k 1 ( s )    (2)

Thus it follows that if the theorem hold for n = k then


it holds for n = k+1 . But in (1) it is proved that the
theorem holds for n = 1. Hence it holds for n=1+1=2
and n=2+1=3 etc. Thus the theorem holds for all
positive integral values of n.
15
Examples:

Find 1. 𝐿 e−t t 2 2. 𝐿 tsint 3. 𝐿 t 2 (e2t − sint)

4. 𝐿 𝑒 −2𝑡 𝑡 2 𝑠𝑖𝑛 𝑡 𝑐𝑜𝑠 2 𝑡 and hence find


∞ −2t 2 2
0
e t sin 𝑡 cos 𝑡 𝑑𝑡
Soln: 4

Ist part
1
We have , 𝐿 sintcos2 t = 𝐿 sint(1 + cos2t)
2

1 1 1 1
= 𝐿 sint + 𝐿 2sintcos2t = 𝐿 sint + 𝐿 sin3t − sint
2 4 2 4

1 1 1 1 3
= 𝐿 sint + 𝐿 sin3t = [ + ]
4 4 4 𝑠 2 +1 𝑠 2 +9

2 1
 𝐿 t sin 𝑡 cos 𝑡 = −1
2 2 2 𝑑
𝑑𝑠 2 4
[ 𝑠21+1 + 3
𝑠2 +9
]
16
1 𝑑 −2𝑠 −6𝑠
=
4 𝑑𝑠
[ 2 + 2 ]
𝑠2 +1 𝑠2 +9
1 1 4𝑠2 3 12𝑠2
= −
2
[ 2 − 3 + 2 − 3 ]
𝑠2 +1 𝑠2 +1 𝑠2 +9 𝑠2 +9

 𝐿 e−2t t 2 sin 𝑡 cos 2 𝑡

1 1 4 s+2 2
= − [ −
2 (s+2)2 +1 2 (s+2)2 +1 3

3 12 s+2 2
+ − ]
(s+22 +9 2 (s+2)2 +9 3

1 s 2 −3 3s2 +15
= − [
s 2 +4s+5 3
+ ]
2 s2 +4s+13 3

17
2nd part

𝐿 e−2t t 2 sin 𝑡 cos 2 𝑡

1 s 2 −3 3s2 +15
= − [
s 2 +4s+5 3
+
2 s2 +4s+13 3

∞ −st −2t 2
 0
e e t sin 𝑡 cos2 𝑡 𝑑𝑡

1 s 2 −3 3s2 +15
= − [
s 2 +4s+5 3
+
2 s2 +4s+13 3

Put s=0, we get


∞ −2t 2 2
 0
e t sin 𝑡 cos 𝑡 𝑑𝑡

1 −3 15 2358
= − [
5 3
+ ]=
2 13 3 274625 18
1. Show that the following:

 
 
2 2
3 2 8 s 2 8 s
2. L t sin t    2  2  2
2 3
4  ( s  1) 3
2 2
( s  1) 3
( s  9) 2
( s  9) 

0 t e 
 48
2 t
3. sin t dt 
3
125
 3s s 
4. Lt sin t cos 2t   2  2 2
 ( s  9) ( s  1) 
2

0  
 1
5. te sin t cos 2t dt 
2t
450

 te 
 4
 2t
6. sin t dt 
0 25
19
Divisible by t
Theorem-6 If L  F (t )  f ( s ) , then L
t 
F (t ) 
  s f (u )du
F (t )
G (t )   F (t )  tG (t )
t
d d
L  F (t )   L G (t )   f ( s )  L G (t )
ds ds

Integrating both sides w. r. t s from s to , we get

 L G (t )
 

s
   s f ( s )ds

L G (t )  lim L G (t )    s f ( s )ds

 lim
s  s s

 lim
s   0

e  st
G (t ) dt  L  
F (t
t

)    s f ( s )ds

 0L
F (t
t  
)   s

f ( s )ds  L  
F (t
t

)   s f (u )du
20
Examples: 1. Find

Soln: Let , then

21
2. Find and hence evaluate

Soln: Let , then

22
nd
2 part

Put
.
23
3. Evaluate

24
25
=

Put s = 0

26
 sin 2 t  1  s 2  4   e t sin 2 t
4 Show that L   ln  2  and evaluate  dt
 t  4  s  0 t

1  cos t  1 s  s 2 
5 Show that L
 t 
  cot s  ln  2 
2  s 1 
1  et   s 1 
6 Show that L   ln 



 t  s
 e4t sin 3t  1  3 
7 Show that L   tan  2
 


 t  s 4
 e t  e3t
8 Show that  0 t
dt  lon3

 e bt  eat 
9 Show that L  
  t 3
27
Show that the following:
 e t sin t   sin 2 t  1 s 2  4  e t sin 2 t

1
L   cot ( s  1) , L   ln 2 and hence find dt
 t   t  4 s 0 t

  e 2t sin 2 t  1 1  et  s 1
0  t


dt 
4
ln 2 , L
 t


 ln
s

  e 2t (1  et )   e at  e bt  sb


0  t
dt   ln 2 ,

L
 t


 ln
sa

  e t  e  2t )   ebt  e at 
0  t
dt  ln 2 ,

L
  t 3
  s a  s b

28
Theorem-7 If L F (t )  f ( s) , then
 
L  0 F (u )du 
t f ( s)
s
Proof:
Let G (t )   0 F (u )du
t

d t
 G (t )   0 F (u )du  F (t )
/

dt
 L G / (t )   F (t )  f ( s )
 sg ( s )  G (0)  f ( s )
f (s) f (s)
 g (s)   L G (t ) 
s s


 L  0 F (u )du 
t

f (s)
s
29
Example:
Find and hence evaluate

We know that

Ans

30
2nd part

Putting s = 1

 t 1  e u  1  s  1
Show that L  du   ln  .
0 u  s  s  31
Show that the following:

 t sin u  1 1
1. L

0 u
du  cot (s)
 s
 t sin u 
0 0
t
2. e dudt 
u 4
 t 1  e u  1  s  1 
3. L


0 u
du  ln 
 s  s 

 t 1  e u
4.
0 0
e t
u
dudt  ln 2

32
Theorem-7 If L  F (t )  f ( s ) , then L F / (t )  sf  s   F (0)
Proof: We have

L F (t )   0 e  st F / (t ) dt
/ 

 
 e F (t )  0  s  0 e F (t ) dt
 st  st

 0  F (0)  sf ( s)  sf ( s)  F (0)

33
Theorem-8 IfL F (t )  f ( s) , then
LF (t )  s f  s   sF (0)  F (0)
// 2 /

Theorem-9 IfL F (t )  f ( s) , then


LF (t )  s f  s   s F (0)  s F (0)    F (0)
n n n 1 n2 / n 1

34

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