CHAPTER 1 FOURIER SERIES

1 PERIODIC FUNCTIONS

A function 𝑓(𝑡) is said to be periodic if there is a positive number 𝜔 such that

𝑓(𝑡) = 𝑓(𝑡 + 𝜔), i.e. if its values are repeated at regular intervals of the independent
variable. This regular interval is given by 𝜔 and is called a period of 𝑓(𝑡). The graph of
such a function is obtained by periodic repetition of its graph in an interval of length 𝜔.
Familiar periodic functions are sine and cosine functions. For the graphs of 𝑦 = 𝑎sin 𝑛𝑡 and
𝑦 = 𝑎cos 𝑛𝑡 the period is = 2𝜋⁄𝑛 = 360°⁄𝑛 .
The following is the graph of a periodic function, 𝜔 = 6 and therefore 𝑓(𝑡) = 𝑓(𝑡 + 6).

    
2 4 6 8 10 12 14 x

2 FOURIER SERIES

A Fourier series arises from representing a given periodic function 𝑓(𝑡) or 𝑓(𝑥) in terms of
sine and cosine functions (or terms). We assume that 𝑓(𝑡) is a periodic function with period
2𝐿 that can be represented by a trigonometric series as follows:
∞ ∞
𝑎0 𝑛𝜋 𝑛𝜋
𝑓(𝑡) = + ∑ 𝑎𝑛 𝑐𝑜𝑠 ( 𝐿 ) 𝑡 + ∑ 𝑏𝑛 𝑠𝑖𝑛 ( 𝐿 ) 𝑡
2
𝑛=1 𝑛=1
This is called a Fourier series and 𝑎0 , 𝑎𝑛 and 𝑏𝑛 are called Fourier coefficients. The
expressions for the Fourier coefficients are found by integration and they are given by:
1
𝑎0 = ∫ 𝑓(𝑡)𝑑𝑡
𝐿
2𝐿

1 𝑛𝜋
𝑎𝑛 = ∫ 𝑓(𝑡)𝑐𝑜𝑠 ( 𝐿 ) 𝑡𝑑𝑡
𝐿
2𝐿

1 𝑛𝜋
𝑏𝑛 = ∫ 𝑓(𝑡)𝑠𝑖𝑛 ( 𝐿 ) 𝑡𝑑𝑡
𝐿
2𝐿

Note that if 𝑓(𝑡) is a periodic function, then

2𝐿 𝐿

∫ 𝑓(𝑡)𝑑𝑡 = ∫ 𝑓(𝑡)𝑑𝑡 = ∫ 𝑓(𝑡)𝑑𝑡

2𝐿 0 −𝐿

3 SOME USEFUL TRIGONOMETRIC RESULTS

When calculating the Fourier coefficients for 𝑛 = 1, 2, 3, … … the following trigonometric

results are useful and each result can be deduced from the graphs of sin 𝑡 and cos 𝑡.

1
 y
1  y  cos t

       
  3 2 5 3 7 4 x
2 2 2 2
-1  y  sin t

1. sin 𝑛𝜋 = 0
−1, 𝑖𝑓 𝑛 𝑖𝑠 𝑜𝑑𝑑
2. cos 𝑛𝜋 = (−1)𝑛 = {
1, 𝑖𝑓 𝑛 𝑒𝑣𝑒𝑛

0, 𝑖𝑓 𝑛 𝑖𝑠 𝑒𝑣𝑒𝑛
𝜋
3. sin 𝑛 ( 2 ) = { 1, 𝑛 = 1, 5, 9, … .
−1, 𝑛 = 3, 7, 11, … .

0, 𝑖𝑓 𝑛 𝑖𝑠 𝑜𝑑𝑑
𝜋
4. cos 𝑛 ( 2 ) = { 1, 𝑛 = 0, 4, 8, … .
−1, 𝑛 = 2, 6, 10, … .

4 EVEN AND ODD FUNCTIONS

A function 𝑓(𝑡) is said to be even if 𝑓(−𝑡) = 𝑓(𝑡).

EXAMPLES:
1. 𝑓(𝑡) = 𝑡 2

y  t2

O x

2
 2. 𝑓(𝑡) = 𝑐os 𝑡

Note that the graph of an even function is symmetrical about the vertical axis (𝑦 − 𝑎𝑥𝑖𝑠).

A function 𝑓(𝑡) is said to be odd if 𝑓(−𝑡) = −𝑓(𝑡).

EXAMPLES:
1. 𝑓(𝑡) = 𝑡 3

y
y  t3

2. 𝑓(𝑡) = sin 𝑡

y
y  sin t

Note that the graph of an odd function is symmetrical about the origin. The line joining two
points that are on the graph and equidistant from and on either side of the origin, passes
through the origin.

3
EXERCISE
State whether the following functions are even, odd or neither:
1)

y
2

 2   2 t

-2

2)

y
2

 2   2 t

-2

3)

 
 2   2 t

4)

 
 2   2 t

4
 5)

 
  t

5 PRODUCTS OF ODD AND EVEN FUNCTIONS

1. EVEN times EVEN is EVEN

2. ODD times ODD is EVEN
3. EVEN times ODD is ODD
4. ODD times EVEN is ODD

Exercise: Prove the above statements.

6 SOME INTEGRALS OF EVEN AND ODD FUNCTIONS

Consider the following graph of an even function 𝑔(𝑡).

y

 
a a t
𝑎 0 𝑎

∫ 𝑔(𝑡)𝑑𝑡 = ∫ 𝑔(𝑡)𝑑𝑡 + ∫ 𝑔(𝑡)𝑑𝑡

−𝑎 −𝑎 0
But, from the graph
0 𝑎

∫ 𝑔(𝑡)𝑑𝑡 = ∫ 𝑔(𝑡)𝑑𝑡
−𝑎 0
𝑎 𝑎 𝑎 𝑎

∴ ∫ 𝑔(𝑡)𝑑𝑡 = ∫ 𝑔(𝑡)𝑑𝑡 + ∫ 𝑔(𝑡)𝑑𝑡 = 2 ∫ 𝑔(𝑡)𝑑𝑡 ≠ 0

−𝑎 0 0 0
Conclusion: If 𝑔(𝑡) is an even function then
𝑎

∫ 𝑔(𝑡)𝑑𝑡 ≠ 0
−𝑎

5
Consider the following graph of an odd function 𝑔(𝑡).
y

a a t

𝑎 0 𝑎

∫ 𝑔(𝑡)𝑑𝑡 = ∫ 𝑔(𝑡)𝑑𝑡 + ∫ 𝑔(𝑡)𝑑𝑡

−𝑎 −𝑎 0
But from the graph
0 𝑎

∫ 𝑔(𝑡)𝑑𝑡 = − ∫ 𝑔(𝑡)𝑑𝑡
−𝑎 0
𝑎 𝑎 𝑎

∴ ∫ 𝑔(𝑡)𝑑𝑡 = − ∫ 𝑔(𝑡)𝑑𝑡 + ∫ 𝑔(𝑡)𝑑𝑡 = 0

−𝑎 0 0
Conclusion: If 𝑔(𝑡) is an odd function then
𝑎

∫ 𝑔(𝑡)𝑑𝑡 = 0
−𝑎
From the examples on page 2, we note that sin 𝒕 is an odd function and cos 𝒕 is an even
function.

7 FOURIER COSINE SERIES

𝑎
A Fourier cosine series is a Fourier series containing the term 20 and cosine terms only (no
sine terms). Let 𝑓(𝑡) be a periodic even function with period 2𝐿.
𝐿 𝐿
1 1
𝑎0 = ∫ 𝑓(𝑡)𝑑𝑡 = ∙ 2 ∫ 𝑓(𝑡)𝑑𝑡 ≠ 0 (𝑠𝑖𝑛𝑐𝑒 𝑓(𝑡) 𝑖𝑠 𝑒𝑣𝑒𝑛)
𝐿 𝐿
−𝐿 0
𝐿
1 𝑛𝜋
𝑎𝑛 = ∫ 𝑓(𝑡) 𝑐𝑜𝑠 ( 𝐿 ) 𝑡 𝑑𝑡
𝐿
−𝐿
𝑛𝜋
Let 𝑔(𝑡) = 𝑓(𝑡)𝑐𝑜𝑠( )𝑡. This means 𝑔(𝑡) is even since it is a product of two even
𝐿
functions. Hence
𝐿 𝐿
1 1
𝑎𝑛 = ∫ 𝑔(𝑡)𝑑𝑡 = ∙ 2 ∫ 𝑔(𝑡)𝑑𝑡 ≠ 0 (𝑠𝑖𝑛𝑐𝑒 𝑔(𝑡) 𝑖𝑠 𝑒𝑣𝑒𝑛)
𝐿 𝐿
−𝐿 0
𝐿
1 𝑛𝜋
𝑏𝑛 = ∫ 𝑓(𝑡)𝑠𝑖𝑛 ( 𝐿 ) 𝑡 𝑑𝑡
𝐿
−𝐿

6
Let 𝑔(𝑡) = 𝑓(𝑡)𝑠𝑖𝑛(𝑛𝜋𝐿
)𝑡. This means 𝑔(𝑡) is odd since it is a product of an even function
and an odd function. Hence
𝐿
1
𝑏𝑛 = ∫ 𝑔(𝑡)𝑑𝑡
𝐿
−𝐿
But
𝐿

∫ 𝑔(𝑡)𝑑𝑡 = 0 (𝑠𝑖𝑛𝑐𝑒 𝑔(𝑡)𝑖𝑠 𝑜𝑑𝑑)

−𝐿
1
∴ 𝑏𝑛 =
∙0=0
𝐿
Conclusion: If 𝑓(𝑡) is even then 𝑎0 ≠ 0; 𝑎𝑛 ≠ 0 and 𝑏𝑛 = 0. We therefore have
∞
𝑎0 𝑛𝜋
𝑓(𝑡) = + ∑ 𝑎𝑛 𝑐𝑜𝑠 ( 𝐿 ) 𝑡
2
𝑛=1
This is a Fourier cosine series.

8 FOURIER SINE SERIES

A Fourier sine series is a Fourier series containing sine terms only. Let 𝑓(𝑡) be a periodic
odd function with period 2𝐿.
𝐿
1
𝑎0 = ∫ 𝑓(𝑡)𝑑𝑡
𝐿
−𝐿
But
𝐿

∫ 𝑓(𝑡)𝑑𝑡 = 0 (𝑠𝑖𝑛𝑐𝑒 𝑓(𝑡)𝑖𝑠 𝑜𝑑𝑑)

−𝐿
1
∴ 𝑎0 = ∙0=0
𝐿
𝐿
1 𝑛𝜋
𝑎𝑛 = ∫ 𝑓(𝑡)𝑐𝑜𝑠 ( 𝐿 ) 𝑡 𝑑𝑡
𝐿
−𝐿
Let 𝑔(𝑡) = 𝑓(𝑡)𝑐𝑜𝑠(𝑛𝜋𝐿
)𝑡. This means 𝑔(𝑡) is odd since it is a product of an odd function
and an even function. Hence
𝐿
1 1
𝑎𝑛 = ∫ 𝑔(𝑡)𝑑𝑡 = ∙ 0 = 0
𝐿 𝐿
−𝐿
𝐿
1 𝑛𝜋
𝑏𝑛 = ∫ 𝑓(𝑡)𝑠𝑖𝑛 ( 𝐿 ) 𝑡 𝑑𝑡
𝐿
−𝐿
𝑛𝜋
Let 𝑔(𝑡) = 𝑓(𝑡)𝑠𝑖𝑛( )𝑡. This means 𝑔(𝑡) is even since it is a product of two odd functions.
𝐿
𝐿 𝐿
1 1
∴ 𝑏𝑛 = ∫ 𝑔(𝑡)𝑑𝑡 = ∙ 2 ∫ 𝑔(𝑡)𝑑𝑡 ≠ 0
𝐿 𝐿
−𝐿 0
Conclusion: If 𝑓(𝑡) is odd then 𝑎0 = 0; 𝑎𝑛 = 0 and 𝑏𝑛 ≠ 0. We therefore have
∞
𝑛𝜋
𝑓(𝑡) = ∑ 𝑏𝑛 𝑠𝑖𝑛 ( 𝐿 ) 𝑡
𝑛=1

7
This is a Fourier sine series.

Note that if a given function 𝒇(𝒕) is neither even nor odd then each of the Fourier
coefficients may or may not be zero. We have to calculate each one.

9 APPLICABLE TRIGONOMETRIC IDENTITIES

1. 2 sin 𝛼 cos 𝛽 = sin(𝛼 + 𝛽) + sin(𝛼 − 𝛽)

2. 2 cos 𝛼 sin 𝛽 = sin(𝛼 + 𝛽) − sin(𝛼 − 𝛽)
3. 2 cos 𝛼 cos 𝛽 = cos (𝛼 + 𝛽) + cos (𝛼 − 𝛽)
4. 2 sin 𝛼 sin 𝛽 = cos (𝛼 − 𝛽) − cos(𝛼 + 𝛽)
5. sin(−𝛼) = − sin 𝛼
6. cos(−𝛼) = cos 𝛼

10 EXERCISES

Determine the Fourier series for the following functions:

1) 𝑓(𝑡) = 𝑡, −𝜋 < 𝑡 < 𝜋 and 𝑓(𝑡 + 2𝜋) = 𝑓(𝑡).
2 sin 3𝑡 sin 4𝑡
𝐴𝑛𝑠: 𝑓(𝑡) = 2 sin 𝑡 − sin 2𝑡 + − +⋯
3 2
−𝑡, −4 < 𝑡 < 0
2) 𝑓(𝑡) = { and 𝑓(𝑡 + 8) = 𝑓(𝑡).
𝑡, 0 < 𝑡 < 4
16 𝜋𝑡 16 3𝜋𝑡 16 5𝜋𝑡
𝐴𝑛𝑠: 𝑓(𝑡) = 2 − 2 cos − 2 cos − 2
cos −⋯
𝜋 4 9𝜋 4 25𝜋 4
𝜋
, 0<𝑥<𝜋
3) 𝑓(𝑥) = {−𝜋4 and 𝑓(𝑥) = 𝑓(𝑥 + 2𝜋).
, 𝜋 < 𝑥 < 2𝜋
4
sin 3𝑥 sin 5𝑥
𝐴𝑛𝑠: 𝑓(𝑥) = sin 𝑥 + + +⋯
3 5
1, −1 < 𝑥 < 0
4) 𝑓(𝑥) = { and 𝑓(𝑥 + 2) = 𝑓(𝑥).
𝑥, 0 < 𝑥 < 1
3 2 cos 𝜋𝑥 2 cos 3𝜋𝑥 2 cos 5𝜋𝑥 sin 𝜋𝑥 sin 2𝜋𝑥
𝐴𝑛𝑠: 𝑓(𝑥) = − 2
− 2
− 2
− ⋯− − −⋯
4 𝜋 9𝜋 25𝜋 𝜋 2𝜋
𝑉, 0 < 𝑡 < 𝜋
5) 𝑓(𝑡) = { and 𝑓(𝑡) = 𝑓(𝑡 + 2𝜋).
0, 𝜋 < 𝑡 < 2𝜋
𝑉 2𝑉𝑠𝑖𝑛 𝑡 2𝑉𝑠𝑖𝑛 3𝑡 2𝑉𝑠𝑖𝑛 5𝑡
𝐴𝑛𝑠: 𝑓(𝑡) = + + + +⋯
2 𝜋 3𝜋 5𝜋

2(1 + 𝑡), −1 < 𝑡 < 0

6) 𝑓(𝑡) = { and 𝑓(𝑡 + 2) = 𝑓(𝑡).
0, 0<𝑡<1
1 4 cos 𝜋𝑡 4 cos 3𝜋𝑡 2𝑠𝑖𝑛 𝜋𝑡 sin 2𝜋𝑡 2 sin 3𝜋𝑡
𝐴𝑛𝑠: 𝑓(𝑡) = + 2
+ 2
+⋯− − − −⋯
2 𝜋 9𝜋 𝜋 𝜋 3𝜋
7) 𝑓(𝑥) = 𝑥 2 , 0 < 𝑥 < 2𝜋 and 𝑓(𝑥 + 2𝜋) = 𝑓(𝑥).
4𝜋 2 4 cos 3𝑥
𝐴𝑛𝑠: 𝑓(𝑥) = + 4 cos 𝑥 + cos 2𝑥 + + ⋯ − 4𝜋 sin 𝑥 − 2𝜋 sin 2𝑥 − ⋯
3 9
𝑠𝑖𝑛𝑥, 0 < 𝑥 < 𝜋
8) 𝑓(𝑥) = { and 𝑓(𝑥) = 𝑓(𝑥 + 2𝜋).
0, 𝜋 < 𝑥 < 2𝜋

8
 1 2 cos 2𝑥 2 cos 4𝑥 2 cos 6𝑥
𝐴𝑛𝑠: 𝑓(𝑥) = − − − −⋯
𝜋 3𝜋 15𝜋 35𝜋
𝜋
𝑡, 0 < 𝑡 < 2
9) 𝑓(𝑡) = { 𝜋 and 𝑓(𝑡 + 𝜋) = 𝑓(𝑡).
𝜋 − 𝑡, <𝑡<𝜋
2
𝜋 2 cos 2𝑡 2 cos 6𝑡 2 cos 10𝑡
𝐴𝑛𝑠: 𝑓(𝑡) = − − − −⋯
4 𝜋 9𝜋 25𝜋

𝜋
0, −𝜋 < 𝑡 < − 2
𝜋 𝜋
10) 𝑓(𝑡) = 4, − 2 < 𝑡 < and 𝑓(𝑡 + 2𝜋) = 𝑓(𝑡).
2
𝜋
{ 0, 2
<𝑡<𝜋

8 cos 𝑡 8 cos 3𝑡 8 cos 5𝑡

𝐴𝑛𝑠: 𝑓(𝑡) = 2 + − + −⋯
𝜋 3𝜋 5𝜋

11 HALF-RANGE FOURIER SERIES

Sometimes a function of period 2𝐿 is defined over the interval 0 to 𝐿 instead of the normal
– 𝐿 to 𝐿 or 0 to 2𝐿. In this case the Fourier series is called a half-range Fourier series. Also,
some additional information must be given as to whether the function is even or odd.
The expressions for the Fourier coefficients are:
𝐿
2
𝑎0 = ∫ 𝑓(𝑡)𝑑𝑡
𝐿
0
𝐿
2 𝑛𝜋
𝑎𝑛 = ∫ 𝑓(𝑡)𝑐𝑜𝑠 ( 𝐿 ) 𝑡 𝑑𝑡
𝐿
0
𝐿
2 𝑛𝜋
𝑏𝑛 = ∫ 𝑓(𝑡)𝑠𝑖𝑛 ( 𝐿 ) 𝑡 𝑑𝑡
𝐿
0
Note: To find a Forier cosine series, assume that the given function is even and to find a
Fourier sine series, assume that the given function is odd.

EXERCISE

1) Determine the Fourier cosine series for the following function:

𝑓(𝑡) = 𝑡, 0 < 𝑡 < 𝜋 and 𝑓(𝑡 + 2𝜋) = 𝑓(𝑡).
𝜋 4 cos 𝑡 4 cos 3𝑡 4 cos 5𝑡
𝐴𝑛𝑠𝑤𝑒𝑟: 𝑓(𝑡) = − − − −⋯
2 𝜋 9𝜋 25𝜋
2) Determine the Fourier series for the following function where 𝑓(𝑥) is an even
function:
𝑓(𝑥) = sin 𝑥, 0 < 𝑥 < 𝜋 and 𝑓(𝑥 + 2𝜋) = 𝑓(𝑥).
2 4 cos 2𝑥 4 cos 4𝑥 4 cos 6𝑥
𝐴𝑛𝑠𝑤𝑒𝑟: 𝑓(𝑥) = − − − −⋯
𝜋 3𝜋 15𝜋 35𝜋
3) Determine the Fourier series for the following function where 𝑓(𝑡) is an odd function:
𝜋
𝑓(𝑡) = 2 − 𝑡, 0 < 𝑡 < 𝜋 and 𝑓(𝑡) = 𝑓(𝑡 + 2𝜋).

9
 sin 4𝑡 sin 6𝑡
𝐴𝑛𝑠𝑤𝑒𝑟: 𝑓(𝑡) = sin 2𝑡 + + +⋯
2 3
4) Determine the Fourier sine series for the following function:
𝜋
𝑓(𝑥) = sin 𝑥, 0 < 𝑥 < 2 and 𝑓(𝑥 + 𝜋) = 𝑓(𝑥).
8 sin 2𝑥 16 sin 4𝑥 24 sin 6𝑥
𝐴𝑛𝑠𝑤𝑒𝑟: 𝑓(𝑥) = − + −⋯
3𝜋 15𝜋 35𝜋
5) Determine the Fourier cosine series for the following function:
𝜋
𝑓(𝑡) = cos 𝑡, 0 < 𝑡 < 2 and 𝑓(𝑡) = 𝑓(𝑡 + 𝜋).
2 4 cos 2𝑡 4 cos 4𝑡 4 cos 6𝑡
𝐴𝑛𝑠𝑤𝑒𝑟: 𝑓(𝑡) = + − + −⋯
𝜋 3𝜋 15𝜋 35𝜋
6) Determine the Fourier series for the following function where 𝑓(𝑥) is an even
function:
𝑓(𝑥) = 𝑥(𝜋 − 𝑥), 0 < 𝑥 < 𝜋 and 𝑓(𝑥) = 𝑓(𝑥 + 2𝜋).
𝜋2 cos 4𝑥 cos 6𝑥
𝐴𝑛𝑠𝑤𝑒𝑟: 𝑓(𝑥) = − cos 2𝑥 − − −⋯
6 4 9
12 HARMONIC ANALYSIS

The area under the curve of 𝑓 from 𝑥 = 𝑎 to 𝑥 = 𝑏 is given by:

𝑏

𝐴 = ∫ 𝑓(𝑥)𝑑𝑥
𝑎
Trapezoidal rule:
𝑏 𝑛−1

∫ 𝑓(𝑥)𝑑𝑥 = 𝑠 ∑ 𝑓(𝑥𝑘 )
𝑎 𝑘=0
𝑏−𝑎
where 𝑠 = 𝑛 and 𝑛 is the number of equal-width strips into which the area has been
divided. Suppose 𝑓 is a periodic function with period 2𝜋. Considering one cycle, then we
𝜋 𝜋
have 𝑎 = 0, 𝑏 = 2𝜋. If we let 𝑛 = 12 then 𝑠 = 6 = 30°. If 𝑛 = 6, then 𝑠 = 3 = 60°.

13 FOURIER SERIES

Consider a periodic function 𝑓 with period 2𝜋.

∞ ∞

𝑓(𝑥) = 𝑎0 + ∑ 𝑎𝑛 cos 𝑛𝑥 + ∑ 𝑏𝑛 sin 𝑛𝑥

𝑛=1 𝑛=1
= 𝑎0 + 𝑎1 cos 𝑥 + 𝑎2 cos 2𝑥 + ⋯ + 𝑏1 sin 𝑥 + 𝑏2 sin 2𝑥 + ⋯

14 FOURIER COEFFICIENTS

2𝜋
1
𝑎0 = ∫ 𝑓(𝑥) 𝑑𝑥
𝜋
0
11
1
𝑎0 = ∙ 𝑠 ∑ 𝑓(𝑥𝑘 )
𝜋
𝑘=0

10
 11
1
𝑎0 = ∑ 𝑓(𝑥𝑘 )
6
𝑘=0

11
1
𝑎𝑛 = ∑ 𝑓(𝑥𝑘 ) cos 𝑛𝑥𝑘
6
𝑘=0
1 1 1
∴ 𝑎1 = 6 ∑11 11 11
𝑘=0 𝑓(𝑥𝑘 ) cos 𝑥𝑘 ; 𝑎2 = 6 ∑𝑘=0 𝑓(𝑥𝑘 ) cos 2𝑥𝑘 ; 𝑎3 = 6 ∑𝑘=0 𝑓(𝑥𝑘 ) cos 3𝑥𝑘 ; etc
Similarly,
11
1
𝑏𝑛 = ∑ 𝑓(𝑥𝑘 ) sin 𝑛𝑥𝑘
6
𝑘=0
1 1 1
∴ 𝑏1 = 6 ∑11 11 11
𝑘=0 𝑓(𝑥𝑘 ) sin 𝑥𝑘 ; 𝑏2 = 6 ∑𝑘=0 𝑓(𝑥𝑘 ) sin 2𝑥𝑘 ; 𝑏3 = 6 ∑𝑘=0 𝑓(𝑥𝑘 ) sin 3𝑥𝑘 ; etc

15 EXERCISES

Determine the first two harmonics of the Fourier series for the values given in the following
tables:
1)
0° 30° 60° 90° 120° 150° 180° 210° 240° 270° 300° 330°
180 276 364 436 488 522 556 558 550 516 440 318
Ans: 𝑓(𝑥) = 434 − 152 cos 𝑥 − 50 cos 2𝑥 − … − 40 sin 𝑥 − 2,9 sin 2𝑥 …

2)
0° 30° 60° 90° 120° 150° 180° 210° 240° 270° 300° 330°
1,57 0,52 1,05 1,57 2,09 2,62 3,14 3,14 3,14 3,14 3,14 3,14
Ans: 𝑓(𝑥) = 2,36 − 0,65 cos 𝑥 + +0,19 cos 2𝑥 − … − 0,98 sin 𝑥 − 0,45 sin 2𝑥 − ⋯

3)
0° 30° 60° 90° 120° 150° 180° 210° 240° 270° 300° 330°
3,14 0,52 1,05 1,57 2,09 2,62 3,14 3,67 4,19 4,71 5,24 5,76
Ans: 𝑓(𝑥) = 3,14 − 0,44 cos 𝑥 + 0,26 cos 2𝑥 − ⋯ − 2,0 sin 𝑥 − 1,0 sin 2𝑥 − ⋯

4)
0° 30° 60° 90° 120° 150° 180° 210° 240° 270° 300° 330°
0 2,3 5,5 8,9 10,8 11,4 9,9 4,8 0 0 0 0
Ans: 𝑓(𝑥) = 4,5 − 4,1 cos 𝑥 + 0,3 cos 2𝑥 − … + 4,6 sin 𝑥 − 1,4 sin 2𝑥 + ⋯

5)
0° 30° 60° 90° 120° 150° 180° 210° 240° 270° 300° 330°
137 164 265 325 156 -54 -137 -164 -265 -325 -156 54
Ans: 𝑓(𝑥) = 127 cos 𝑥 + ⋯ + 248 sin 𝑥 + ⋯

11
6)
0° 30° 60° 90° 120° 150° 180° 210° 240° 270° 300° 330°
36,6 36,5 36,4 36,5 36.6 36,7 36,9 37,1 37,3 37,2 36,9 36,8
1 0 0 4 9 6 4 3 5 5 8 6
Ans: 𝑓(𝑥) = 36,86 − 0,18 cos 𝑥 − 0,06 cos 2𝑥 − ⋯ − 0,35 sin 𝑥 + 0,02 sin 2𝑥 − ⋯

7)
0° 30° 60° 90° 120° 150° 180° 210° 240° 270° 300° 330°
298 356 373 337 254 155 80 51 60 93 147 221
Ans: 𝑓(𝑥) = 202 + 107 cos 𝑥 − 13 cos 2𝑥 + ⋯ + 121 sin 𝑥 + 9 sin 2𝑥 + ⋯

12
CHAPTER 2. LINEAR DIFFERENTIAL EQUATIONS WITH CONSTANT
COEFFICIENTS

An nth order linear ordinary differential equation with constant coefficients is an equation
that is in, or can be expressed in, the form:
𝑑𝑛 𝑦 𝑑𝑛−1 𝑦 𝑑3𝑦 𝑑2𝑦 𝑑𝑦
𝑎𝑛 𝑛 + 𝑎𝑛−1 𝑛−1 + … … … … … + 𝑎3 3 + 𝑎2 2 + 𝑎1 + 𝑎0 𝑦 = 𝑓(𝑥)
𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥 𝑑𝑥
where 𝑎0 ; 𝑎1 ; 𝑎2 ; … … … … … ; 𝑎𝑛 are all constants; 𝑎𝑛 ≠ 0 and 𝑓(𝑥) is a constant or a
function of 𝑥. If all the terms containing 𝑦 are on the LHS and the RHS is zero, ie 𝑓(𝑥) = 0,
then the equation is called a homogeneous linear differential equation and if RHS is not zero,
ie 𝑓(𝑥) ≠ 0, then the equation is called a non-homogeneous linear differential equation.

1 SECOND ORDER HOMOGENEOUS LINEAR DIFFERENTIAL EQUATIONS

If 𝑎 ≠ 0, 𝑛 = 2 and 𝑓(𝑥) = 0, then we have a second order homogeneous linear differential

equation
𝑑2 𝑦 𝑑𝑦
𝑎 2+𝑏 + 𝑐𝑦 = 0 … … … … … … … … … … … .. (1)
𝑑𝑥 𝑑𝑥
The equation
𝑎𝑚2 + 𝑏𝑚 + 𝑐 = 0
where 𝑎; 𝑏 and 𝑐 are constants in (1) is called an auxiliary equation. Note that this equation
always has two roots. Let the roots be 𝑚1 and 𝑚2 .

If the roots of the auxiliary equation are not equal, ie 𝑚1 ≠ 𝑚2 , then the general solution of
the equation (1) is
𝑦 = 𝐴𝑒 𝑚1 𝑥 + 𝐵𝑒 𝑚2 𝑥

If the roots of the auxiliary equation are equal, ie 𝑚 = 𝑚1 = 𝑚2 , then the general solution of
the equation (1) is
𝑦 = (𝐴 + 𝐵𝑥)𝑒 𝑚𝑥 = 𝐴𝑒 𝑚𝑥 + 𝐵𝑥𝑒 𝑚𝑥

If the roots of the auxiliary equation are complex numbers, ie 𝑚1 = 𝛼 + 𝛽𝑥 or 𝑚2 = 𝛼 − 𝛽𝑥,

then the general solution of the equation (1) is
𝑦 = 𝑒 𝛼𝑥 (𝐴 cos 𝛽𝑥 + 𝐵 sin 𝛽𝑥)
The general solutions are called complementary functions (CF) and they are represented by
𝑦𝐶𝐹 in section 3 below.

To solve the equation 𝑎𝑦" + 𝑏𝑦′ + 𝑐𝑦 = 0:

 Formulate the auxiliary equation 𝑎𝑚2 + 𝑏𝑚 + 𝑐 = 0.
 Find the roots of 𝑎𝑚2 + 𝑏𝑚 + 𝑐 = 0, 𝑚 = 𝑚1 or 𝑚 = 𝑚2 .
 If the roots are real and unequal, the solution is 𝑦 = 𝐴𝑒 𝑚1 𝑥 + 𝐵𝑒 𝑚2 𝑥
OR 𝑦 = 𝐴𝑒 𝑚1 𝑡 + 𝐵𝑒 𝑚2 𝑡 .
 If the roots are equal, the solution is 𝑦 = 𝐴𝑒 𝑚𝑥 + 𝐵𝑥𝑒 𝑚𝑥 OR 𝑦 = 𝐴𝑒 𝑚𝑡 + 𝐵𝑡𝑒 𝑚𝑡 .
 If the roots are complex, ie 𝑚 = 𝛼 ± 𝑗𝛽, the solution is
𝑦 = 𝑒 𝛼𝑥 (𝐴 cos 𝛽𝑥 + 𝐵 sin 𝛽𝑥) OR 𝑦 = 𝑒 𝛼𝑡 (𝐴 cos 𝛽𝑡 + 𝐵 sin 𝛽𝑡) .

13
2 EXERCISES

Solve the following homogeneous linear differential equations:

𝑑2 𝑦 𝑑𝑦
1) 𝑑𝑥 2
+ 4 𝑑𝑥 + 3𝑦 = 0 𝐴𝑛𝑠: 𝑦 = 𝐴𝑒 −𝑥 + 𝐵𝑒 −3𝑥 .
𝑑2 𝑦 𝑑𝑦
2) 𝑑𝑡 2
+ 7 𝑑𝑡 + 12𝑦 = 0 𝐴𝑛𝑠: 𝑦 = 𝐴𝑒 −3𝑡 + 𝐵𝑒 −4𝑡 .
𝑑2 𝑦 𝑑𝑦
3) 𝑑𝑡 2
+ 6 𝑑𝑡 + 9𝑦 = 0 𝐴𝑛𝑠: 𝑦 = (𝐴 + 𝐵𝑡)𝑒 −3𝑡 = 𝐴𝑒 −3𝑡 + 𝐵𝑡𝑒 −3𝑡 .
𝑑2 𝑦
4) 𝑑𝑥 2
+ 4𝑦 = 0 𝐴𝑛𝑠: 𝑦 = 𝐴 cos 2𝑥 + 𝐵 sin 2𝑥.
2
𝑑 𝑦 𝑑𝑦
5) 𝑑𝑡 2
− 4 𝑑𝑡 + 5𝑦 = 0 𝐴𝑛𝑠: 𝑦 = 𝑒 2𝑡 (𝐴 cos 𝑡 + 𝐵 sin 𝑡).
𝑑2 𝑥 𝑑𝑥
6) 2 2 − 5 − 3𝑥 = 0 𝐴𝑛𝑠: 𝑥 = 𝐴𝑒 −𝑡⁄2 + 𝐵𝑒 3𝑡 .
𝑑𝑡 𝑑𝑡
𝑑2 𝑦 𝑑𝑦
7) 𝑑𝑥 2
− 10 𝑑𝑥 + 25𝑦 = 0 𝐴𝑛𝑠: 𝑦 = 𝐴𝑒 5𝑥 + 𝐵𝑥𝑒 5𝑥 .
2
𝑑 𝑥 𝑑𝑥
8) 𝑑𝑡 2
+ 4 𝑑𝑡 + 7𝑥 = 0 𝐴𝑛𝑠: 𝑥 = 𝑒 −2𝑡 (𝐴 cos √3 𝑡 + 𝐵 sin √3 𝑡).
9) 𝑦" + 3𝑦′ + 4𝑦 = 0, given that 𝑦 = 2 and 𝑦′ = 4 when 𝑥 = 0.
√7 √7
𝐴𝑛𝑠: 𝑦 = 𝑒 −3𝑥⁄2 (2 cos 2
𝑥 + 2√7 sin 2
𝑥).
10) 𝑥" + 2𝑥′ + 𝑥 = 0, given that 𝑥 = 1 and 𝑥′ = −3 when 𝑡 = 0.
𝐴𝑛𝑠: 𝑥 = 𝑒−𝑡 − 2𝑡𝑒−𝑡 .

3 SECOND ORDER NON-HOMOGENEOUS LINEAR DIFFERENTIAL

EQUATIONS

A second order non-homogeneous linear differential equation is of the form:

𝑑2 𝑦 𝑑𝑦
𝑎 2+𝑏 + 𝑐𝑦 = 𝑓(𝑥) … … … … … … … … … … … .. (2)
𝑑𝑥 𝑑𝑥
where 𝑎 ≠ 0 and 𝑓(𝑥) ≠ 0.

4 GENERAL SOLUTIONS OF NON-HOMOGENEOUS LINEAR DIFFERENTIAL

EQUATIONS USING THE METHOD OF UNDETERMINED COEFFICIENTS

The method of undetermined coefficients applies to equations with constant coefficients and
a right hand side 𝑓(𝑥) or 𝑓(𝑡) that is an exponential function, a polynomial a cosine or a sine
function or a sum of such functions.

For a homogeneous equation 𝑎𝑦" + 𝑏𝑦′ + 𝑐𝑦 = 0, the complementary function, 𝑦𝐶𝐹 , is a

solution. If we substitute 𝑦𝐶𝐹 in equation (2) it makes the LHS to be zero. This means there
is a term to be added to 𝑦𝐶𝐹 so that the LHS is equal to 𝑓(𝑥). The general solution of the
equation (2) is therefore of the form 𝑦 = 𝑦𝐶𝐹 + 𝑦𝑃𝐼 where 𝒚𝑷𝑰 is a particular solution of (2).
The term 𝑦𝑃𝐼 is a function of 𝑥 or 𝑡 and is called a particular integral (PI).

To find 𝑦𝑃𝐼 we assume it is the general form of 𝑓(𝑥) or 𝑓(𝑡) (the RHS of (2)) including the
functions whose derivatives are functions that are in 𝑓(𝑥) or 𝑓(𝑡). We use the following
table:

14
 𝑓(𝑡) 𝑦𝑃𝐼
𝑘 (𝑠𝑝𝑒𝑐𝑖𝑓𝑖𝑐 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡), 𝑒𝑔 2 𝐶
𝑘1 𝑡 + 𝑘2 , 𝑘1 ≠ 0 𝐶𝑡 + 𝐷
2
𝑘1 𝑡 + 𝑘2 𝑡 + 𝑘3 , 𝑘1 ≠ 0 𝐶𝑡 2 + 𝐷𝑡 + 𝐸
𝛼𝑡
𝑘𝑒 (𝛼 𝑖𝑠 𝑠𝑝𝑒𝑐𝑖𝑓𝑖𝑐 𝑐𝑜𝑛𝑠𝑡𝑎𝑛𝑡) 𝐶𝑒 𝛼𝑡
𝑘 sin 𝜔𝑡 (𝜔 𝑖𝑠 𝑠𝑝𝑒𝑐𝑖𝑓𝑖𝑐 𝑐𝑜𝑛𝑠𝑡𝑠𝑛𝑡) 𝐶 cos 𝜔𝑡 + 𝐷 sin 𝜔𝑡
𝑘 cos 𝜔𝑡 𝐶 cos 𝜔𝑡 + 𝐷 sin 𝜔𝑡
𝑘1 sin 𝜔𝑡 + 𝑘2 cos 𝜔𝑡 𝐶 cos 𝜔𝑡 + 𝐷 sin 𝜔𝑡
𝑘1 sin 𝜔𝑡 + 𝑘2 cos 𝛼𝑡 𝐶 cos 𝜔𝑡 + 𝐷 sin 𝜔𝑡 + 𝐸 cos 𝛼𝑡 + 𝐹 sin 𝛼𝑡
(𝑘1 𝑡 + 𝑘2 )𝑒 𝛼𝑡 (𝐶𝑡 + 𝐷)𝑒 𝛼𝑡
(𝑘1 𝑡 2 + 𝑘2 𝑡 + 𝑘3 )𝑒 𝛼𝑡 (𝐶𝑡 2 + 𝐷𝑡 + 𝐸)𝑒 𝛼𝑡
𝑘𝑒 𝛼𝑡 sin 𝜔𝑡 𝐶𝑒 𝛼𝑡 cos 𝜔𝑡 + 𝐷𝑒 𝛼𝑡 sin 𝜔𝑡
(𝑘1 𝑡 + 𝑘2 ) cos 𝜔𝑡 (𝐶𝑡 + 𝐷) cos 𝜔𝑡 + (𝐸𝑡 + 𝐷) sin 𝜔𝑡
(𝑘1 𝑡 2 + 𝑘2 𝑡 + 𝑘3 ) sin 𝜔𝑡 (𝐶𝑡 2 + 𝐷𝑡 + 𝐸) cos 𝜔𝑡
+ (𝐹𝑡 2 + 𝐺𝑡 + 𝐻) sin 𝜔𝑡
𝑘1 𝑡 + 𝑘2 + 𝑘3 𝑒 𝛼𝑡 𝐶𝑡 + 𝐷 + 𝐸𝑒 𝛼𝑡

NOTES:

 If a function in the choice of 𝑦𝑃𝐼 is already in 𝑦𝐶𝐹 then multiply in 𝑦𝑃𝐼 by a power of 𝑥
or 𝑡.
 If 𝑓(𝑡) or 𝑓(𝑥) is a sum or a product of several functions from the first column of the
table then 𝑦𝑃𝐼 should be a sum or a product of the corresponding functions in the
second column.
 There must be no product of undetermined coefficients in 𝑦𝑃𝐼

5 EXERCISES

Solve the following differential equations using the method of undetermined coefficients.

1) 𝑦" + 3𝑦′ + 2𝑦 = 6.
𝐴𝑛𝑠: 𝑦 = 𝐴𝑒 −𝑥 + 𝐵𝑒 −2𝑥 + 3.
2) 𝑦" − 10𝑦′ + 25𝑦 = 30𝑡 + 3.
6 3
𝐴𝑛𝑠: 𝑦 = 𝐴𝑒 5𝑡 + 𝐵𝑡𝑒 5𝑡 + 5 𝑡 + 5.
1
3) 𝑦" + 𝑦′ + 𝑦 = 𝑥 2 − 2𝑥.
4
7
𝐴𝑛𝑠: 𝑦 = 𝐴𝑒 −2𝑥 + 𝐵𝑥𝑒 −2𝑥 + 𝑥 2 − 4𝑥 + .
2
2 𝑡
4) 𝑦" − 8𝑦′ + 20𝑦 = 100𝑡 − 26𝑡𝑒 .
11 12
𝐴𝑛𝑠: 𝑦 = 𝑒 4𝑡 (𝐴 cos 2𝑡 + 𝐵 sin 2𝑡) + 5𝑡 2 + 4𝑡 + 10 − 2𝑡𝑒 𝑡 − 13 𝑒 𝑡 .
5) 𝑦" + 3𝑦 = −48𝑥 2 𝑒 3𝑥 .
4
𝐴𝑛𝑠: 𝑦 = 𝐴 cos √3𝑥 + 𝐵 sin √3𝑥 − 4𝑥 2 𝑒 3𝑥 + 4𝑥𝑒 3𝑥 − 3 𝑒 3𝑥 .
6) 4𝑦" − 4𝑦′ − 3𝑦 = cos 2𝑡.
3 1
19 8
𝐴𝑛𝑠: 𝑦 = 𝐴𝑒 2𝑡 + 𝐵𝑒 −2𝑡 − 425 cos 2𝑡 − 425 sin 2𝑡.
7) 𝑦" + 2𝑦′ = 2𝑥 + 5 − 𝑒 −2𝑥 .

15
 1 1
𝐴𝑛𝑠: 𝑦 = 𝐴 + 𝐵𝑒 −2𝑥 + 𝑥 2 + 2𝑥 + 𝑥𝑒 −2𝑥 .
2 2
8) 𝑦" + 4𝑦 = 3 sin 2𝑡.
3
𝐴𝑛𝑠: 𝑦 = 𝐴 cos 2𝑡 + 𝐵 sin 2𝑡 − 4 𝑡 cos 2𝑡.
9) 𝑦" − 4𝑦 = (𝑥 2 − 3) sin 2𝑥.
1 13 1
𝐴𝑛𝑠: 𝑦 = 𝐴𝑒 2𝑥 + 𝐵𝑒 −2𝑥 − 8 𝑥 2 sin 2𝑥 + 32 sin 2𝑥 − 8 𝑥 cos 2𝑥.
10) 𝑦" − 2𝑦′ + 5𝑦 = 𝑒 𝑡 cos 2𝑡.
1
𝐴𝑛𝑠: 𝑦 = 𝑒 𝑡 (𝐴 cos 2𝑡 + 𝐵 sin 2𝑡) + 4 𝑡𝑒 𝑡 sin 2𝑡.
11) 𝑦" − 2𝑦′ + 2𝑦 = 𝑒 2𝑥 (cos 𝑥 − 3 sin 𝑥).
7 1
𝐴𝑛𝑠: 𝑦 = 𝐴𝑒 𝑥 cos 𝑥 + 𝐵𝑒 𝑥 sin 𝑥 + 5 𝑒 2𝑥 cos 𝑥 − 5 𝑒 2𝑥 sin 𝑥.
12) 𝑦" + 2𝑦′ + 𝑦 = sin 𝑥 + 3cos 2𝑥.
1 12 9
𝐴𝑛𝑠: 𝑦 = 𝐴𝑒 −𝑥 + 𝐵𝑥𝑒 −𝑥 − 2 cos 𝑥 + 25 sin 2𝑥 − 25 cos 2𝑥.
13) 𝑦 ‴ − 2𝑦" − 4𝑦′ + 8𝑦 = 6𝑡𝑒 2𝑡 .
3 1
𝐴𝑛𝑠: 𝑦 = 𝐴𝑒 −2𝑡 + 𝐵𝑒 2𝑡 + 𝐶𝑡𝑒 2𝑡 − 16 𝑡 2 𝑒 2𝑡 + 4 𝑡 3 𝑒 2𝑡 .
14) 𝑦" + 4𝑦 = −2, 𝑦(𝜋⁄8) = 1⁄2, 𝑦′(𝜋⁄8) = 2.
1
𝐴𝑛𝑠: 𝑦 = √2 sin 2𝑥 − 2 .
15) 2𝑦" + 3𝑦′ − 2𝑦 = 14𝑡 2 − 4𝑡 − 11, 𝑦(0) = 0, 𝑦′(0) = 0.
1
𝑡
𝐴𝑛𝑠: 𝑦 = 52𝑒 − 15𝑒 −2𝑡 − 7𝑡 2 − 19𝑡 − 37.
2

16) 𝑦" + 4𝑦′ + 4𝑦 = (3 + 𝑥)𝑒 −2𝑥 , 𝑦(0) = 2, 𝑦′(0) = 5.

−2𝑥 −2𝑥 3 2 −2𝑥 1 3 −2𝑥
𝐴𝑛𝑠: 𝑦 = −𝑒 + 3𝑥𝑒 + 𝑥 𝑒 + 𝑥 𝑒
2 6
17) 𝑦" + 4𝑦′ + 5𝑦 = 35𝑒 −4𝑡 , 𝑦(0) = −3, 𝑦′(0) = 1.
𝐴𝑛𝑠: 𝑦 = −10𝑒 −2𝑡 cos 𝑡 + 9𝑒 −2𝑡 sin 𝑡 + 7𝑒 −4𝑡 .
18) 𝑦" − 𝑦 = cosh 𝑥, 𝑦(0) = 2, 𝑦′(0) = 12.
1 1
𝐴𝑛𝑠: 𝑦 = 7𝑒 𝑥 − 5𝑒 −𝑥 + 4 𝑥𝑒 𝑥 − 4 𝑥𝑒 −𝑥 .
19) 𝑥" + 𝜔2 𝑥 = 𝐹0 sin 𝜔𝑡, 𝑥(0) = 0, 𝑥′(0) = 0.
𝐹0 𝐹0
𝐴𝑛𝑠: 𝑥 = 2𝜔2 sin 𝜔𝑡 − 2𝜔 t cos 𝜔𝑡.
20) 𝑥" + 𝜔2 𝑥 = 𝐹0 cos 𝜔𝑡, 𝑥(0) = 0, 𝑥′(0) = 0.
𝐹0
𝐴𝑛𝑠: 𝑥 = 2𝜔 𝑡 sin 𝜔𝑡.

6 SOME APPLICATIONS OF DIFFERENTIAL EQUATIONS

EXERCISES (ELECTRICAL ENGINEERING STUDENTS ONLY)

1. An RLC circuit has R = 16 ohms, C = 10−2 farad, L = 1 henry and an emf of

36 sin 10𝑡 volts. If there is no initial charge on the capacitor but an initial current
of 5A when the voltage is first applied, what is the expression for the charge on
the capacitor?

16
 2. An RLC circuit with R = 6 ohms, C = 10−2 farad L = 0,125 henry has an emf of
50 sin 100𝑡 volts. Find the charge as a function time 𝑡 if 𝑞(0) = 0 and 𝑖(0) = 0.
3. An RLC circuit has R = 10 ohms, L = 1 henry, C = 10−2 farad and an emf of
50 sin 10𝑡 volts.
3.1 Find the charge as a function of time.
3.2 Find the steady-state current.
3.3 Find the amplitude, period and frequency of the steady-state current.
4. An inductor of inductance L = 5 henrys, a resistor of resistance R = 20 ohms and a
capacitor of capacitance C = 0,04 farad are connected in series with an emf 𝐸 =
500 sin 𝑡 volts. The initial current in the circuit is zero and the charge in the
capacitor is zero.
4.1 Show that the differential equation for the circuit is 𝑞" + 4𝑞′ + 5𝑞 =
100sin 𝑡.
4.2 Find the charge at any time from the equation in 4.1.
4.3 Calculate the amplitude of the charge at the steady state.
5. An inductor of inductance L = 20 henrys, a resistor of resistance R = 40 ohms and
a capacitor of capacitance C = 0,025 farad are connected in series with an emf
𝐸 = 100 sin 𝑡 volts. The initial charge, 𝑞, and the initial current, 𝑖, are both zero.
5.1 Show that the differential equation governing the circuit is 𝑞" + 2𝑞′ + 2𝑞 =
5 sin 𝑡.
5.2 Find an expression for the charge as a function of time.
6. An inductor of inductance L = 2 henrys, a resistor of resistance R = 12 ohms and a
capacitor of capacitance C = 0,0625 farad are connected in series with an emf 𝐸 =
40 sin 2𝑡 volts. The initial current in the circuit is zero and the charge in the
capacitor is zero.
6.1 Show that the differential equation for the circuit is 𝑞" + 6𝑞′ + 8𝑞 =
20sin 2𝑡.
6.2 Find the charge at any time from the equation in 4.1.
6.3 Calculate the amplitude of the charge at the steady state.

ANSWERS

9 34 9
1. 𝑞 = 𝑒 −8𝑡 (40 cos 6𝑡 + 30 sin 6𝑡) − 40 cos 10𝑡
12 647√14 12 23
2. 𝑞 = 𝑒 −24𝑡 (673 cos 4√14 𝑡 + sin 4√14 𝑡) − 673 cos 100𝑡 − 673 sin 100𝑡
9422
1
3. 3.1 𝑞 = 𝑒 −5𝑡 (𝐴 cos 5√3 𝑡 + 𝐵 sin 5√3 𝑡) − 2 cos 10𝑡
3.2 steady state current = 5 sin 10𝑡
1
3.3 amplitude = 5; period = 10; frequency = 10
25 25 25 25
4. 4.2 𝑞 = 𝑒 −2𝑡 ( 2 cos 𝑡 + sin 𝑡) − cos 𝑡 + sin 𝑡
2 2 2
25√2
4.3 amplitude = 2
5. 5.2 𝑞 = 𝑒 −𝑡 (2 cos 𝑡 + sin 𝑡) − 2 cos 𝑡 + sin 𝑡
5 3 1
6. 6.2 𝑞 = 2 𝑒 −2𝑡 − 𝑒 −4𝑡 − 2 cos 2𝑡 + 2 sin 2𝑡

17
 √10
6.3 amplitude =
2

EXERCISES (MECHANICAL ENGINEERING STUDENTS ONLY)

1. Suppose a mass of 4 kg is attached to the lower end of a coil spring suspended

from a ceiling. The spring constant of the spring is 60 N/m. The mass comes to
rest in the equilibrium position at 𝑡 = 0. An external force, 𝑓(𝑡) = 48 cos 5𝑡
𝑑𝑥
Newtons, is applied to the system having a damping force of 12 𝑑𝑡 where 𝑥 is the
displacement.
1.1 Using Newton’s second law of motion, show that the differential equation
describing the motion of the spring is given by 𝑥" + 3𝑥′ + 15𝑥 = 12 cos 5𝑡.
1.2 Find the displacement of the mass at time 𝑡.
2. A 2 kg object is hung on the lower end of a coil spring suspended from a ceiling.
The spring constant of the spring is 16 N/m. The object, initially at rest, is set in
motion from its equilibrium position. A damping force numerically equal to 12
times the instantaneous velocity and an external force equal to 40 cos 2𝑡 act on
the object.
2.1 Show that the differential equation describing the motion of the object is given
by 𝑦" + 6𝑦′ + 8𝑦 = 20 cos 2𝑡, where 𝑦 is displacement.
2.2 Find the displacement of the object at time 𝑡.
2.3 Find the amplitude at the steady-state displacement.
3. A mass of 3,6 kg is suspended from the end of a vertical spring of constant 18
N/m. The mass, initially at rest, is set in motion from its equilibrium position. A
72
damping force numerically equal to times the instantaneous velocity and an
5
external force equal to 288 sin 5𝑡 act on the mass.
3.1 Using relevant laws, show that the differential equation describing the motion
of the mass is 𝑦" + 4𝑦′ + 5𝑦 = 80 sin 5𝑡, where 𝑦 is the displacement.
3.2 Find the displacement of the mass at time 𝑡.
3.3 Find the steady state velocity at any time 𝑡.

ANSWERS
3
2 √51 14√51 √51 2 16
1. 1.2 𝑥 = 𝑒 −2𝑡 (3 cos 𝑡 − 459 sin 2 𝑡) − 3 cos 5𝑡 + 45 sin 5𝑡
2
5 1 3
2. 2.2 𝑦 = 2𝑒 −4𝑡 − 2 𝑒 −2𝑡 + 2 cos 2𝑡 + 2 sin 2𝑡
√10
2.3 amplitude = 2
−2𝑡 (2
3. 3.2 𝑦=𝑒 cos 𝑡 + 14 sin 𝑡) − 2 cos 5𝑡 − 2 sin 5𝑡
3.3 𝑣 = −10 cos 5𝑡 + 10 sin 5𝑡

18
CHAPTER 3 LAPLACE TRANSFORMS

The Laplace transform of a function 𝑓(𝑡), denoted by 𝓛{𝑓(𝑡)}, is defined as follows

∞

𝓛{𝑓(𝑡)} = ∫ 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡

0
∞
Note that ∫0 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡 is a function of 𝑠. Hence
𝓛{𝑓(𝑡)} = 𝐹(𝑠).
The definition is regarded as first principles and will only be used when requested. To
evaluate the improper integral in the definition we use
∞ 𝑏

∫ 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡 = lim ∫ 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡.

𝑏→∞
0 0
We also use the fact that for 𝑠 > 0
lim 𝑒 −𝑠𝑡 = 0.
𝑡→∞

1 EXAMPLES

Find the following Laplace transforms from first principles

1) 𝓛{𝑘}, 𝑘 is a constant.
2) 𝓛{𝑒 𝑎𝑡 }.
3) 𝓛{sin 𝑎𝑡}.
4) 𝓛{𝑡}.

2 THE TABLE OF STANDARD LAPLACE TRANSFORMS

∞
𝑓(𝑡)
𝓛{𝑓(𝑡)} = ∫ 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡 = 𝐹(𝑠)
0
1 𝑡0 1
𝑠
2 𝑡𝑛 𝑛!
𝑛 = 1; 2; 3; … 𝑎𝑛𝑑 0! = 1
𝑠 𝑛+1
3 sin 𝑎𝑡 𝑎
𝑠 + 𝑎2
2
4 cos 𝑎𝑡 𝑠
𝑠 + 𝑎2
2
5 sinh 𝑎𝑡 𝑎
𝑠 2 − 𝑎2
6 cosh 𝑎𝑡 𝑠
𝑠 − 𝑎2
2
7 𝑒 𝑏𝑡 1
𝑠−𝑏
8 𝑡 𝑛 𝑒 𝑏𝑡 𝑛!
𝑛 = 1; 2; 3; …
(𝑠 − 𝑏)𝑛+1
9 𝑒 𝑏𝑡 sin 𝑎𝑡 𝑎
(𝑠 − 𝑏)2 + 𝑎2

19
10 𝑒 𝑏𝑡 cos 𝑎𝑡 𝑠−𝑏
(𝑠 − 𝑏)2 + 𝑎2
11 𝑒 𝑏𝑡 sinh 𝑎𝑡 𝑎
(𝑠 − 𝑏)2 − 𝑎2
12 𝑒 𝑏𝑡 cosh 𝑎𝑡 𝑠−𝑏
(𝑠 − 𝑏)2 − 𝑎2
13 𝑒 𝑏𝑡 𝑓(𝑡) 𝐹(𝑠 − 𝑏)
14 𝑡 sin 𝑎𝑡 2𝑎𝑠
(𝑠 + 𝑎2 )2
2
15 𝑡 cos 𝑎𝑡 𝑠 2 − 𝑎2
(𝑠 2 + 𝑎2 )2
16 𝑡 sinh 𝑎𝑡 2𝑎𝑠
(𝑠 − 𝑎2 )2
2
17 𝑡 cosh 𝑎𝑡 𝑠 2 + 𝑎2
(𝑠 2 − 𝑎2 )2
18 sin 𝑎𝑡 − 𝑎𝑡 cos 𝑎𝑡 2𝑎3
(𝑠 2 + 𝑎2 )2
19 𝑑𝑦 𝑠ℒ{𝑦} − 𝑦(0)
𝑑𝑡
20 𝑑2𝑦 𝑠 2 ℒ{𝑦} − 𝑠𝑦(0) − 𝑦′(0)
𝑑𝑡 2
21 𝑑3𝑦 𝑠 3 ℒ{𝑦} − 𝑠 2 𝑦(0) − 𝑠𝑦′(0) − 𝑦"(0)
𝑑𝑡 3
22 𝑑4𝑦 𝑠 4 ℒ{𝑦} − 𝑠 3 𝑦(0) − 𝑠 2 𝑦′(0) − 𝑠𝑦"(0) − 𝑦‴(0)
𝑑𝑡 4
23 𝑑𝑛 𝑦 𝑠 𝑛 ℒ{𝑦} − 𝑠 𝑛−1 𝑦(0) − 𝑠 𝑛−2 𝑦′(0) − ⋯
𝑑𝑡 𝑛
24 𝑡 1
∫ 𝑓(𝑡)𝑑𝑡 ℒ{𝑓(𝑡)}
0
𝑠
25 𝐻(𝑡 − 𝑎) 𝑒 −𝑎𝑠
𝑠
26 𝑓(𝑡 − 𝑎)𝐻(𝑡 − 𝑎) 𝑒 −𝑎𝑠 𝓛{𝑓(𝑡)}
27 𝛿(𝑡 − 𝑎) 𝑒 −𝑎𝑠
28 𝑓(𝑡)𝛿(𝑡 − 𝑎) −𝑎𝑠
𝑒 𝑓(𝑎)
29 𝑡 ∙ 𝑓(𝑡) 𝑑
− (𝓛{𝑓(𝑡)})
𝑑𝑠
30 𝑡 2 ∙ 𝑓(𝑡) 𝑑2
(𝓛{𝑓(𝑡)})
𝑑𝑠 2
31 𝑡 𝑛 ∙ 𝑓(𝑡) 𝑑𝑛
(−1)𝑛 𝑛 (𝓛{𝑓(𝑡)})
𝑑𝑠
𝜔
32 𝑓(𝑡) = 𝑓(𝑡 + 𝜔) 1
−𝜔𝑠
∫ 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡
1−𝑒 0

20
3 EXERCISE

Determine the following using the table of standard Laplace transforms:

1) 𝓛{sin 6𝑡}.
2) 𝓛{cos 𝑡}.
3) 𝓛{cosh 2𝑥}.
4) 𝓛{sinh 5𝑡}.
5) 𝓛{𝑒 −3𝑥 }.
6) 𝓛{𝑡 5 }.
7) 𝓛{𝑡 5 𝑒 2𝑡 }.

4 HEAVISIDE UNIT STEP FUNCTIONS

A Heaviside unit step function is given by

0, 𝑡 < 𝑎
𝐻(𝑡 − 𝑎) = {
1, 𝑡 ≥ 𝑎
If 𝑎 = 0 we have
𝐻(𝑡 − 𝑎) = 𝐻(𝑡)
Hence
0, 𝑡 < 0
𝐻(𝑡) = {
1, 𝑡 ≥ 0
Consider the function 𝐹(𝑡) = (𝑡 2 + 1)𝐻(𝑡 − 1).
For 𝑡 < 1, 𝐻(𝑡 − 1) = 0, ∴ (𝑡 2 + 1)𝐻(𝑡 − 1) = 0.
For 𝑡 ≥ 1, 𝐻(𝑡 − 1) = 1, ∴ (𝑡 2 + 1)𝐻(𝑡 − 1) = 𝑡 2 + 1.
Hence, in this case
0, 𝑡<1
𝐹(𝑡) = { 2
𝑡 + 1, 𝑡 ≥ 1
So the graph of 𝐹(𝑡) is the graph of 𝑡 2 + 1 suppressed for all the values of 𝑡 before 1.

5 THE LAPLACE TRANSFORMS OF HEAVISIDE FUNCTIONS

From the table of standard Laplace transforms we have:

𝑒 −𝑎𝑠
𝓛{𝐻(𝑡 − 𝑎)} =
𝑠
We now deduce the following results:
1
1. 𝓛{𝐻(𝑡)} = 𝑠 .
𝑘𝑒 −𝑎𝑠
2. 𝓛{𝑘𝐻(𝑡 − 𝑎)} = 𝑘𝓛{𝐻(𝑡 − 𝑎)} = .
𝑠

Another result from the table of standard Laplace transforms is:

𝓛{𝑓(𝑡 − 𝑎)𝐻(𝑡 − 𝑎)} = 𝑒 −𝑎𝑠 𝓛{𝑓(𝑡)}
To be able to use this result, we must be able to find 𝑓(𝑡) from 𝑓(𝑡 − 𝑎).

Example: Find 𝓛{(𝑡 + 1)𝐻(𝑡 − 3)}.

Solution: 𝑓(𝑡 − 3) = 𝑡 + 1
∴ 𝑓(𝑡) = 𝑓[(𝑡 + 3) − 3] = 𝑡 + 3 + 1 = 𝑡 + 4

21
 1 4 𝑒 −3𝑠 4𝑒 −3𝑠
∴ 𝓛{(𝑡 + 1)𝐻(𝑡 − 3)} = 𝑒 −3𝑠 𝓛{𝑡 + 4} = 𝑒 −3𝑠 ( 2 + ) = + .
𝑠 𝑠 𝑠2 𝑠

6 EXERCISES

Find:
1. 𝓛{(2𝑡 − 3)𝐻(𝑡 − 1)}
2. 𝓛{(𝑡 2 + 3)𝐻(𝑡 − 2)}
3. 𝓛{sin 2(𝑡 − 3)𝐻(𝑡 − 3)}
4. 𝓛{𝑒 𝑡 𝐻(𝑡 − 2)}

7 GRAPHS OF FUNCTIONS INVOLVING HEAVISIDE FUNCTIONS

EXERCISES

In each of the following cases:

a. Sketch the graph of 𝐹(𝑡).
b. Write 𝐹(𝑡) in terms of Heaviside unit step functions.
c. Find 𝓛{𝐹(𝑡)}.
6, 0≤𝑡<1
1. 𝐹(𝑡) = {8 − 2𝑡, 1 ≤ 𝑡 < 3
4, 3≤𝑡
Answers: b) 𝐹(𝑡) = 6𝐻(𝑡) + (2 − 2𝑡)𝐻(𝑡 − 1) + (2𝑡 − 6)𝐻(𝑡 − 3)
6 2𝑒 −𝑠 2𝑒 −3𝑠
c) ℒ{𝐹(𝑡)} = − +
𝑠 𝑠2 𝑠2
4, 0≤𝑡<2
2. 𝐹(𝑡) = {
2𝑡 − 3, 2≤𝑡
Answers: b) 𝐹(𝑡) = 4𝐻(𝑡) + (2𝑡 − 7)𝐻(𝑡 − 2)
4 2𝑒 −2𝑠 3𝑒 −2𝑠
c) ℒ{𝐹(𝑡)} = + −
𝑠 𝑠2 𝑠
2, 0≤𝑡<1
3. 𝐹(𝑡) = {3𝑡 − 1, 1 ≤ 𝑡 < 3
8, 3≤𝑡
Answers: b) 𝐹(𝑡) = 2𝐻(𝑡) + (3𝑡 − 3)𝐻(𝑡 − 1) + (7 − 3𝑡)𝐻(𝑡 − 3)
2 3𝑒 −𝑠 3𝑒 −3𝑠 2𝑒 −3𝑠
c) 𝓛{𝐹(𝑡)} = + − −
𝑠 𝑠2 𝑠2 𝑠
𝑡, 0≤𝑡<2
2, 2≤𝑡<4
4. 𝐹(𝑡) = {
𝑡 − 2, 4 ≤ 𝑡 < 6
4, 6≤𝑡
Answers: b) 𝑡𝐻(𝑡) + (2 − 𝑡)𝐻(𝑡 − 2) + (𝑡 − 4)𝐻(𝑡 − 4) + (6 − 𝑡)𝐻(𝑡 − 6)
1 𝑒 −2𝑠 𝑒 −4𝑠 𝑒 −6𝑠
c) ℒ{𝐹(𝑡)} = 2
− + −
𝑠 𝑠2 𝑠2 𝑠2

22
8 INVERSE LAPLACE TRANSFORMS (CONTINUOUS FUNCTIONS)

EXERCISES

Find:
6
1. 𝓛−𝟏 {𝑠 }
3
2. 𝓛−𝟏 {𝑠2 }
4
3. 𝓛−𝟏 {𝑠6 }
12
4. 𝓛−𝟏 {𝑠2 −9}
3𝑠+4
5. 𝓛−𝟏 {𝑠2 +9}
6
6. 𝓛−𝟏 {(𝑠+4)5 }
1
7. 𝓛−𝟏 {2𝑠−3}
𝑠−1
8. 𝓛−𝟏 {𝑠2 −6𝑠+25}
4𝑠+17
9. 𝓛−𝟏 {𝑠2 +4𝑠+17}
4 10
− 𝑠+
−𝟏 17 17
10. 𝓛 { }
𝑠2 +4𝑠+8
10
11. 𝓛−𝟏 {(𝑠2 +9)2 }
𝑠+5
12. 𝓛−𝟏 {𝑠4 +3𝑠3 +2𝑠2 }
2𝑠3 +4𝑠2 +32𝑠+264
13. 𝓛−𝟏 {(𝑠2 +16)(𝑠2 +2𝑠+10)}
𝑠3 +16𝑠
14. 𝓛−𝟏 {(𝑠2 +4)2 }
1
15. 𝓛−𝟏 {(𝑠2 +1)(𝑠−1)2 }
1
16. 𝓛−𝟏 {(𝑠2 +1)(𝑠2 −1)}
𝑠3 +𝑠2 +𝑠+2
17. 𝓛−𝟏 {(𝑠2 +1)(𝑠2 +2)}
7𝑠3 +5𝑠2 +26𝑠+4
18. 𝓛−𝟏 {(𝑠2 +4)(𝑠2 +2𝑠+3)}

ANSWERS
3 5 13
12. 4𝑒 −𝑡 − 4 𝑒 −2𝑡 + 2 𝑡 − 4
13. −4 cos 4𝑡 − 3 sin 4𝑡 + 6𝑒 −𝑡 cos 3𝑡 + 6𝑒 −𝑡 sin 3𝑡
14. cos 2𝑡 + 3𝑡 sin 2𝑡
1 1 1
15. cos 𝑡 − 2 𝑒 𝑡 + 2 𝑡𝑒 𝑡
2
2 1 1
16. − 3 sin 𝑡 − 3 𝑒 −𝑡 + 3 𝑒 𝑡
17. sin 𝑡 + cos √2 𝑡
18. 2 cos 2𝑡 + 5𝑒 −𝑡 cos √2 𝑡 − 2√2 𝑒 −𝑡 sin √2 𝑡

23
9 SOLUTIONS OF DIFFERENTIAL EQUATIONS USING LAPLACE
TRANSFORMS

EXERCISES

Solve the following differential equations using Laplace transforms:

1. 𝑦" + 2𝑦′ + 𝑦 = 3𝑡𝑒 −𝑡 ; 𝑦(0) = 4, 𝑦′(0) = 2.

2. 𝑦" + 𝑦 = 𝑥; 𝑦(0) = 1, 𝑦′(0) = −2.
3. 𝑦" − 3𝑦′ + 2𝑦 = 4𝑒 2𝑡 ; 𝑦(0) = −3, 𝑦′(0) = 5.
4. 𝑦" + 2𝑦′ + 5𝑦 = 𝑒 −𝑥 sin 𝑥; 𝑦(0) = 0, 𝑦′(0) = 1.
5. 𝑦" + 2𝑦′ − 3𝑦 = 𝑒 −3𝑡 ; 𝑦(0) = 0, 𝑦′(0) = 0.
6. 𝑥" + 2𝑥′ − 3𝑥 = 16𝑒 −3𝑡 ; 𝑥(0) = 0, 𝑥′(0) = 0.
1
7. 𝑥" + 4𝑥′ + 4𝑥 = 𝑡 2 + 𝑒 −2𝑡 ; 𝑥(0) = 2 , 𝑥′(0) = 0.
8. 𝑦" + 4𝑦 = 𝑡 + sin 2𝑡; 𝑦(0) = 𝑦′(0) = 0.
9. 𝑦" + 25𝑦 = 10(cos 5𝑡 − 2 sin 5𝑡); 𝑦(0) = 1, 𝑦′(0) = 2.

ANSWERS
1
1. 𝑦 = 4𝑒 −𝑡 + 6𝑡𝑒 −𝑡 + 2 𝑡 3 𝑒 −𝑡
2. 𝑦 = 𝑥 + cos 𝑥 − 3 sin 𝑥
3. 𝑦 = −7𝑒 𝑡 + 4𝑒 2𝑡 + 4𝑡𝑒 2𝑡
1 1
4. 𝑦 = 3 𝑒 −𝑥 sin 𝑥 + 3 𝑒 −𝑥 sin 2𝑥
1 1 1
5. 𝑦 = 16 𝑒 𝑡 − 16 𝑒 −3𝑡 − 4 𝑡𝑒 −3𝑡
6. 𝑥 = −𝑒 −3𝑡 − 4𝑡𝑒 −3𝑡 + 𝑒 𝑡
1 1 3 1 3 1
7. 𝑥 = 4 𝑡 2 − 2 𝑡 + 8 + 2 𝑡 2 𝑒 −2𝑡 + 4 𝑡𝑒 −2𝑡 + 8 𝑒 −2𝑡
1 1
8. 𝑦 = 4 𝑡 − 4 𝑡 cos 2𝑡
9. 𝑦 = 2𝑡 cos 5𝑡 + cos 5𝑡 + 𝑡 sin 5𝑡

10 SOME APPLICATIONS OF DIFFERENTIAL EQUATIONS

EXERCISES

Do the exercises in Chapter 2, section 6 now using Laplace transforms.

24
11 THE INVERSE LAPLACE TRANSFORMS (DISCONTINUOUS FUNCTIONS)

Note that if
𝓛{𝑓(𝑡 − 𝑎)𝐻(𝑡 − 𝑎)} = 𝑒 −𝑎𝑠 𝓛{𝑓(𝑡)} = 𝑒 −𝑎𝑠 𝐹(𝑠)
then
𝓛−𝟏 {𝑒 −𝑎𝑠 𝐹(𝑠)} = 𝓛−𝟏 {𝑒 −𝑎𝑠 ℒ{𝑓(𝑡)}}
= 𝑓(𝑡 − 𝑎)𝐻(𝑡 − 𝑎)
0, 𝑡<𝑎
={
𝑓(𝑡 − 𝑎), 𝑡 ≥ 𝑎

EXERCISES

Find:
𝑒 −4𝑠
1. 𝓛−𝟏 { }
𝑠2
2𝑒 −5𝑠
2. 𝓛−𝟏 { 𝑠3 }
−2𝑠
−𝟏 6𝑒
3. 𝓛 { 𝑠2 +4 }
3𝑠𝑒 −𝑠
4. 𝓛−𝟏 { 𝑠2 +9 }
3𝑒 −2𝑠
5. 𝓛−𝟏 { 𝑠2 −1 }
2𝑠𝑒 −3𝑠
6. 𝓛−𝟏 { 𝑠2 −16 }
𝑠
𝑠𝑒 − ⁄2
7. 𝓛−𝟏 { 𝑠2 +2 }
3𝑒 −2𝑠
8. 𝓛−𝟏 {(𝑠+1)(𝑠+4)}
3 4𝑒 −𝑠 5𝑒 −2𝑠
9. 𝐹(𝑡) = 𝓛−𝟏 {𝑠 − + }
𝑠2 𝑠2
9.1 Find 𝐹(𝑡) in terms of Heaviside unit step functions.
9.2 Find the analytical definition of 𝐹(𝑡).
9.3 Sketch the graph 𝐹(𝑡).
(1−𝑒 −2𝑠 )(1+𝑒 −4𝑠 )
10. 𝐹(𝑡) = 𝓛−𝟏 { }
𝑠2
10.1 Find 𝐹(𝑡) in terms of Heaviside unit step functions.
10.2 Find the analytical definition of 𝐹(𝑡).
10.3 Sketch the graph 𝐹(𝑡).

ANSWERS
0, 𝑡<3
6. { −4(𝑡−3) 4(𝑡−3) OR 2 cosh 4(𝑡 − 3). Show that that two answers are
𝑒 +𝑒 , 3≤𝑡
equal.
1
0, 𝑡<2
7. { 1 1
cos √2 (𝑡 − 2) , 2 ≤ 𝑡
0, 𝑡<2
8. { −(𝑡−2) −4(𝑡−2)
𝑒 +𝑒 , 2≤𝑡
9. 9.1 𝐹(𝑡) = 3𝐻(𝑡) − 4(𝑡 − 1)𝐻(𝑡 − 1) + 5(𝑡 − 2)𝐻(𝑡 − 2)

25
 0, 𝑡<0
3, 0≤𝑡<1
9.2 𝐹(𝑡) = {
7 − 4𝑡, 1 ≤ 𝑡 < 2
𝑡 − 3, 2≤𝑡
10. 10.1 𝐹(𝑡) = 𝑡𝐻(𝑡) − (𝑡 − 2)𝐻(𝑡 − 2) + (𝑡 − 4)𝐻(𝑡 − 4) − (𝑡 − 6)𝐻(𝑡 − 6)
0, 𝑡<0
𝑡, 0≤𝑡<2
10.2 𝐹(𝑡) = 2, 2≤𝑡<4
𝑡 − 2, 4 ≤ 𝑡 < 6
{ 4, 6≤𝑡

12 THE UNIT IMPULSE FUNCTION

The unit impulse function is also known as a Dirac delta function (named after Paul Dirac –
an English physicist) and is denoted by 𝛿(𝑡 − 𝑎). It is used to represent a very large uniform
force acting for a very short period of time, at the time 𝑡 = 𝑎. Graphically the impact of the
force is represented by a single rectangular pulse. The area of the rectangular pulse is 1
square unit. If the duration of the force is 𝜀 units then the breadth of the rectangular pulse is 𝜀
1 1
and the height (length) is 𝜀 (since the area is 1). Note that if 𝜀 → 0, then 𝜀 → ∞. This means
if the duration of the force is very small, then the impact of the force is very large (the height
of the rectangle representing the impact of the force is infinitely large). Question: How do
we represent the unit impulse function graghically?

Note that 𝛿(𝑡 − 𝑎) is the height of the rectangle. Hence the unit impulse function is defined
as follows:
0, 𝑡 ≠ 𝑎
𝛿(𝑡 − 𝑎) = {
∞, 𝑡 = 𝑎

13 THE LAPLACE TRANSFORM OF A UNIT IMPULSE FUNCTION

From the list of the standard Laplace transforms we have

𝓛{𝛿(𝑡 − 𝑎)} = 𝑒 −𝑎𝑠

EXAMPLE

𝓛{4𝛿(𝑡 − 3)} = 4𝓛{𝛿(𝑡 − 3)} = 4𝑒 −3𝑠

EXERCISES

Solve the following differential equations using Laplace trans forms

1. 𝑦" + 16𝑦 = 3𝛿(𝑡 − 𝜋), 𝑦(0) = 1, 𝑦′(0) = 0
𝜋
2. 𝑦" + 9𝑦 = 3𝛿 (𝑡 − 3 ) , 𝑦(0) = 1, 𝑦′(0) = 0
3. 𝑦" + 6𝑦′ + 8𝑦 = 4𝛿(𝑡 − 5), 𝑦(0) = 0, 𝑦′(0) = 3
4. 𝑦" + 4𝑦′ + 13𝑦 = 2𝛿(𝑡), 𝑦(0) = 2, 𝑦′(0) = 0
5. 𝑦" + 5𝑦′ + 4𝑦 = 3𝛿(𝑡 − 2), 𝑦(0) = 2, 𝑦′(0) = −2
6. 𝑦" + 5𝑦′ + 6𝑦 = 20𝛿(𝑡 − 4), 𝑦(0) = 0, 𝑦′(0) = 2
7. 𝑦" + 𝑦 = 𝑡 − 𝐻(𝑡 − 2), 𝑦(0) = 0, 𝑦′(0) = 1

26
 1, 0 < 𝑡 < 1
8. 𝑟(𝑡) = {
0, elsewhere
8.1 Sketch the graph of 𝑟(𝑡).
8.2 Write 𝑟(𝑡) in terms of Heaviside unit step functions
8.3 Now, solve 𝑦" + 3𝑦′ + 2𝑦 = 𝑟(𝑡), 𝑦(0) = 𝑦′(0) = 0

ANSWERS
cos 4𝑡 , 𝑡<𝜋
1. 𝑦 = { 3
cos 4𝑡 + 4 sin 4𝑡, 𝜋 ≤ 𝑡
𝜋
cos 3𝑡 , 𝑡< 3
2. 𝑦 = { 1 𝜋
cos 3𝑡 − 3 sin 3𝑡, 3 ≤ 𝑡
0, 𝑡<0
3 −4𝑡 3 −2𝑡
3. 𝑦 = { − 2 𝑒 + 2𝑒 , 0≤𝑡<5
3 3
−2𝑒 −4(𝑡−5) + 2𝑒 −2(𝑡−5) − 2 𝑒 −4𝑡 + 2 𝑒 −2𝑡 , 5 ≤ 𝑡
4. 𝑦 = 2𝑒 −2𝑡 cos 3𝑡 + 2𝑒 −2𝑡 sin 2𝑡
0, 𝑡<0
−𝑡
5. 𝑦 = {2𝑒 , 0≤𝑡<2
−(𝑡−2) −4(𝑡−2)
𝑒 −𝑒 + 2𝑒 −𝑡 , 2 ≤ 𝑡
0, 𝑡<0
−3𝑡 −2𝑡
6. 𝑦 = {−2𝑒 + 2𝑒 , 0≤𝑡<4
−3(𝑡−4) −2(𝑡−4) −3𝑡 −2𝑡
−2𝑒 + 2𝑒 − 2𝑒 + 2𝑒 , 4 ≤ 𝑡
0, 𝑡<0
7. 𝑦 = {𝑡, 0≤𝑡<2
𝑡 − 1 + cos(𝑡 − 2), 2 ≤ 𝑡
8. 8.2 𝑟(𝑡) = 𝐻(𝑡) − 𝐻(𝑡 − 1)
0, 𝑡<0
1 1 −2𝑡
8.3 𝑦 = {2 − 2 𝑒 , 0≤𝑡<1
1 1
− 2 𝑒 −2𝑡 − 2 𝑒 −2(𝑡−1) + 𝑒 −(𝑡−1) , 1 ≤ 𝑡

27