T

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Integral Transformations

Sk Jahiruddin
ide
Assistant Professor
Sister Nibedita Govt. College, Kolkata
gu
Author was the topper of IIT Bombay M.Sc Physics 2009-2011 batch
He ranked 007 in IIT JAM 2009 and 008 (JRF) in CSIR NET June
2011
ics

He has been teaching CSIR NET aspirants since 2012

ys
Ph

1
©Sk Jahiruddin, 2020 Integral Transformations

Contents

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1 Laplace Transformation 7

1.1 Definition: . . . . . . . . . . . . . . . . . . . 7

1.2 Laplace transformation basic table . . . . . 10

1.3

1.3.1
ide
Properties of Laplace Transformation . . . .

Linear property . . . . . . . . . . . .
10

10
gu
1.3.2 Shifting property . . . . . . . . . . . 11

1.3.3 Laplace transformation of derivatives 11

ics

1.3.4 Laplace transform of integral . . . . 12

1.3.5 Laplace transformation of Heavyside

ys

function . . . . . . . . . . . . . . . . 12

1.3.6 Some more properties . . . . . . . . . 16

Ph

1.3.7 Examples: . . . . . . . . . . . . . . . 16

1.4 Convolution . . . . . . . . . . . . . . . . . . 20

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1.4.1 Convolution of two functions . . . . . 20

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1.4.2 Convolution theorem for Laplace trans-

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formation . . . . . . . . . . . . . . . 21

1.5 Inverse Laplace transformation . . . . . . . 24

1.6 Solving Differential equation by Laplace trans-

formation . . . . . . . . . . . . . . . . . . .
ide 27

1.7 Exercises . . . . . . . . . . . . . . . . . . . . 30

1.7.1 Ans keys . . . . . . . . . . . . . . . . 34

gu
1.7.2 Solutions . . . . . . . . . . . . . . . . 36
ics

2 Dirac Delta function 57

2.1 Definition . . . . . . . . . . . . . . . . . . . 57
ys

2.2 Basic Properties . . . . . . . . . . . . . . . . 58

Ph

2.2.1 Delta function of a function . . . . . 58

2.2.2 Laplace transformation of Dirac Delta

function . . . . . . . . . . . . . . . . 59

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2.2.3 Fourier Transform of a δ Function . . 59

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2.2.4 Delta function in three dimensional

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Cartesian . . . . . . . . . . . . . . . 59

2.2.5 Delta function in three dimensional

spherical polar . . . . . . . . . . . . 60

2.2.6 Delta function as Divergence and Lapla-

ide
cian . . . . . . . . . . . . . . . . . . 60

2.2.7 More properties of Delta function . . 60

gu
2.3 Heaviside function . . . . . . . . . . . . . . 61

2.4 Example problems . . . . . . . . . . . . . . 62

ics

2.5 Exercises . . . . . . . . . . . . . . . . . . . . 67

2.5.1 Ans keys . . . . . . . . . . . . . . . . 70

ys

2.5.2 Solutions . . . . . . . . . . . . . . . . 71
Ph

3 Fourier Transformation 75

3.1 Definition . . . . . . . . . . . . . . . . . . . 75

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3.2 Basic Properties . . . . . . . . . . . . . . . . 77

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3.2.1 Fourier transformation of Delta function 77

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3.2.2 FT of derivative of a function . . . . 77

3.2.3 FT of Integration of a function . . . 78

3.2.4 Scaling: . . . . . . . . . . . . . . . . 79

3.2.5
ide
Translation: . . . . . . . . . . . . . . 79

3.2.6 Exponential multiplication: . . . . . 79

gu
3.2.7 Fourier transform of the convolution 79

3.3 Correlation functions . . . . . . . . . . . . . 81

ics

3.3.1 cross-correlation . . . . . . . . . . . . 81
ys

3.3.2 Auto correlation . . . . . . . . . . . 83

3.4 Parseval’s theorem . . . . . . . . . . . . . . 83

Ph

3.5 Fourier transforms in higher dimensions . . . 85

3.6 Exercises . . . . . . . . . . . . . . . . . . . . 89

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3.6.1 Ans keys . . . . . . . . . . . . . . . . 92

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3.6.2 Solutions . . . . . . . . . . . . . . . . 93

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4 More Exercises 100

4.1 Ans Keys . . . . . . . . . . . . . . . . . . . 103

ide
gu
ics
ys
Ph

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1 Laplace Transformation

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1.1 Definition:

Laplace transform, f (s) or L [f (t)], of f (t), which is defined

by Z ∞
f (s) ≡ f (t)e−st dt
ide 0

Example: Find the Laplace transforms of the functions

gu
(i) f (t) = 1

(ii) f (t) = eat

ics

(iii) f (t) = tn

Solution:
ys

(i) By direct application of the definition of a Laplace

transform, we find
Ph

Z ∞  ∞
−st −1 −st 1
L[1] = e dt = e = , if s > 0
0 s 0 s

where the restriction s > 0 is required for the integral to

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exist.

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(ii)

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Z ∞ Z ∞
at −st
f (s) = e e dt = e(a−s)t dt
0 (a−s)t ∞ 0
e 1
= = if s > a
a−s 0 s−a

(iii) ide
f n (s) =
Z

0
∞
tn e−st dt

Integrating by parts
gu

∞
−tn e−st n ∞ n−1 −st
 Z
f n (s) = + t e dt
ics

s 0 s 0
n
= 0 + f n−1 (s), if s > 0
s
ys

Applying same thing repeatedly or by method of induc-

tion we get
n!
f n (s) = n+1 if s > 0
Ph

Example: Find Laplace transforms of cosh at and sinh at

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Solutions:

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1 at
e + e−at


cosh at =

NE
2
and
1 at
e − e−at


sinh at =
2

1

1
ide
L (cosh at) =
2
G eat + L e−at

1


s

= + = 2
2 s−a s+a s − a2
gu
1
L (sinh at) = L eat − L e−at




2
 
1 1 1 a
= − = 2
2 s−a s+a s − a2
ics
ys
Ph

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1.2 Laplace transformation basic table

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Laplace Transformation (Valid for s > s0 )
f (t) f (s) s0
c c/s 0
ctn cn!/sn+1 0


sin at a/ s2 + a2 0
cos at
eat
ide
s/ s2 + a2
1/(s − a)


0
a
tn eat n!/(s − a)n+1 a


sinh at a/ s2 − a2 |a|
gu


cosh at s/ s2 − a2 |a|
ics

1.3 Properties of Laplace Transformation

1.3.1 Linear property

ys

Laplace Transformation is linear

Ph

L [af1 (t) + bf2 (t)] = aL [f1 (t)]+bL [f2 (t)] = af 1 (s)+bf 2 (s)

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1.3.2 Shifting property

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We must know the shifting property of Laplace transforma-
tion

Z ∞
L eat f (t) = f (t)eat e−st dt
 

Z0 ∞
ide =
0
f (t)e−(s−a)t dt (1.1)

= f (s − a)
gu
1.3.3 Laplace transformation of derivatives
ics

Laplace transform of first derivative

  Z ∞
df df −st
L = e dt
dt 0 dt
ys

Z ∞
 ∞
= f (t)e−st 0 + s f (t)e−st dt (1.2)
0
= −f (0) + sf (s), for s > 0
Ph

Laplace transform of second derivative

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d2 f
 
2 df
L = s f (s) − sf (0) − (0), for s > 0 (1.3)

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dt2 dt

General nth Derivative

L
dn f


dtn

n n−1 ide
= s f − s f (0) − s n−2 df
dt
dn−1 f
(0) − · · · − n−1 (0)
dt
for s > 0
(1.4)
gu

1.3.4 Laplace transform of integral

ics

Z t 
1
L f (u)du = L[f ] (1.5)
0 s
ys

1.3.5 Laplace transformation of Heavyside function

Ph

(
0 if t < c
H(t − c) =
1 if t ≥ c

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Then

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L {H(t − c)f (t)} = e−cs L{f (t + c)};
(1.6)

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L−1 e−cs f (s) = H(t − c)f (t − c)


Example: Write the following function in terms of Heavy-

side function and find its Laplace transformation

f (t) =

2
 ide
1 2
2t
if 0 < t < 1
if 1 < t < 12 π
 cos t if t > 1 π

2
gu
Solution: In terms of heavyside function
  
1 2 1
f (t) = 2(1 − H(t − 1)) + t H(t − 1) − H t − π
2 2
ics

 
1
+ (cos t)H t − π
2
ys

Indeed, 2(1 − H(t − 1)) gives f (t) for 0 < t < 1, and so
on
Ph

We must write each term in f (t) in the form f (t−a)H(t−

a). Thus, 2(1 − H(t − 1)) remains as it is and gives the
transform 2 (1 − e−s ) /s. Then

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1 2
L t H(t − 1)

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2
 
1 1
=L (t − 1)2 + (t − 1) +
2 2
 
1 1 1
H(t − 1) = 3
+ 2
+ e−s
s s 2s
  
1 2 1
L
2
t H t− π

1

1
2
2
ideπ

1

π2
! 
1

=L t− π + t− π + H t− π
2 2 2 2 8 2
gu
π 2 −πs/2
 
1 π
= + + e
s3 2s2 8s
and
ics

  
1
L (cos t)H t − π
2
     
1 1 1
ys

= L − sin t − π H t− π =− 2 e−πs/2
2 2 s +1
so together
Ph

 
2 2 −s 1 1 1
L (f ) = − e + 3
+ 2+ e−s
s s s s 2s
2
 
1 π π 1
− 3
+ 2+ e−πs/2 − 2 e−πs/2
s 2s 8s s +1
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we know

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L {f (t − a)H(t − a)} = e−as F (s)

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write f (t − a) = g(t), hence f (t) = g(t + a) and then
again write f for g So you get

L {f (t)H(t − a)} = e−as L {f (t + a)}

Thus
ide
   
1 2 1
L t H(t − 1) = e−s L (t + 1)2
2 2
gu
 
1 1
= e−s L t2 + t +
2 2
 
1 1 1
ics

−s
=e + +
s3 s2 2s

as before. Similarly for L 12 t2 H t − 12 π . Finally, by



L {f (t)H(t − a)} = e−as L {f (t + a)} we get

ys

     
1 1
L cos tH t − π =e −πs/2
L cos t + π
Ph

2 2
= e−πs/2 L {− sin t}
1
= −e−πs/2 2
s +1

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1.3.6 Some more properties

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1 s

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L[f (at)] = f (1.7)
a a

dn f (s)
L [tn f (t)] = (−1)n , for n = 1, 2, 3, . . . (1.8)
dsn


ide
f (t)
 Z ∞
L = f (u)du (1.9)
t s
gu

1.3.7 Examples:
ics

Example: Find the Laplace transform of f (t) = t sin bt

Solution: Using equation (1.8)

ys

 
d d b 2bs
f (s) = (−1) L [sin bt] = − =
ds 2
ds s + b 2
(s2 + b2 )2
Ph

for s > 0

1/2
Example: Prove L[t1/2 ] = 1
2 π/S 3 and L[t−1/2 ] =
(π/S)1/2

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Solution: We know the standard integral

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Z ∞
1√
exp −x2 dx =


π

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0 2

Put x2 = ts in that integral. Hence 2xdx = sdt and

√
dx = sdt/(2 st), we get
Z ∞ √ √
s π
e−st t−1/2 dt = ide
0 2 2
h i Z ∞ r
π
⇒ L t−1/2 ≡ t−1/2 e−st dt =
0 s
gu
Integrating the LHS of this result by parts gives
ics

∞
i∞ Z r
h π
e−st 2t1/2 − (−s)e−st 2t1/2 dt =
0 0 s

The first term vanishes at both limits, and the second is

ys

a multiple of the required Laplace transform of t1/2 . Hence,

h i Z ∞ 1
r
π
L t1/2 ≡ e−st t1/2 dt =
Ph

0 2s s

Example:Use the properties of Laplace transforms to

prove the following without evaluating any Laplace integrals

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explicitly:

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√ −7/2
(a) L t5/2 = 15
 
8 πs
(b) L [(sinh at)/t] = 12 ln[(s + a)/(s − a)], s > |a|

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−1
(c) L [ sinh at cos bt] = a s2 − a2 + b2 (s − a)2 + b2


 −1
(s + a)2 + b2

Solution: (a) We use the general result for Laplace

transforms that

L [t f (t)] = (−1)
n
ide
n
n d f (s)
, for n = 1, 2, 3, . . .
dsn
gu
If we take n = 2, then f (t) becomes t1/2 , for which we
found the Laplace transform in the previous example that

1/2
L[t1/2 ] = 21 π/S 3 . So Now
ics

2
√ −3/2 
h i h i d πs
L t5/2 = L t2 t1/2 = (−1)2 2
ds 2
√    √
π 3 5 −7/2 15 π −7/2
= − − s = s
ys

2 2 2 8

(b) Here we apply a second general result for Laplace

Ph

transforms which states that

  Z ∞
f (t)
L = f (u)du
t s

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provided limt→0 [f (t)/t] exists, which it does in this case.

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  Z ∞
sinh(at) a
L = du, u > |a|

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t s u2 − a2
1 ∞
Z  
1 1
= − du
2 s u−a u+a
 
1 s+a
= ln , s > |a|
2 s−a
ide
(c) The translation property of Laplace transforms can
be used here to deal with the sinh(at) factor, as it can be
expressed in terms of exponential functions:
gu
   
1 at 1 −at
L [sinh(at) cos(bt)] = L e cos(bt) − L e cos(bt)
2 2
1 s−a 1 s+a
ics

= 2 2
−
2 (s − a) + b 2 (s + a)2 + b2


1 s2 − a2 2a + 2ab2
=
2 [(s − a)2 + b2 ] [(s + a)2 + b2 ]
ys

a s 2 − a2 + b 2
=
[(s − a)2 + b2 ] [(s + a)2 + b2 ]
Ph

The result is valid for s > |a|

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1.4 Convolution

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1.4.1 Convolution of two functions

Convolution of the functions f and g which is written as

f ∗ g is defined by

ide
f (x) ∗ g(x) =
Z

0
x
f (t)g(x − t)dt (1.10)

√
Example Find convolution of 1/ t and t2
gu
Solution: Here
1
f (t) = √ g(t) = t2
ics

and
t
so
1
f (x) = √ and g(t − x) = (t − x)2
ys

x
Hence
Ph

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Z t
1 1
√ ∗ t2 = f (t) ∗ g(t) = √ (t − x)2
t x

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Zx=0
t
x−1/2 t2 − 2tx + x2 dx
 
=
Zx=0
t h i
2 −1/2 1/2 3/2
= tx − 2tx + x dx
x=0
t
2 3/2 2 5/2 
ide2 1/2
= t 2x − 2t x + x 
4
3 5
2
x=0

= 2t2 · t1/2 − t · t3/2 + t5/2 = t5/2

16
3 5 15
gu
You can prove the following properties for convolution
f ∗g =g∗f
f ∗ (g1 + g2 ) = f ∗ g1 + f ∗ g2
ics

(1.11)
(f ∗ g) ∗ v = f ∗ (g ∗ v)
f ∗0=0∗f =0
ys

1.4.2 Convolution theorem for Laplace transforma-

Ph

tion

If L {f (x)} = F (s) and L {g(x)} = G(s), then

L {f (x) ∗ g(x)} = L {f (x)}L {g(x)} = F (s)G(s) (1.12)

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If the functions f and g have Laplace transforms f (s)

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and g(s) then

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Z t 
L f (u)g(t − u)du = f (s)g(s) (1.13)
0

where the integral in the brackets on the LHS is the

convolution of f and g denoted by f ∗ g. The convolution
ide
defined above is commutative, i.e. f ∗ g = g ∗ f, and is
associative and distributive. We also see that
Z t
L [f (s)g(s)] =
−1
f (u)g(t − u)du = f ∗ g
gu
0

From the definition of Laplace Transformation

ics

Z ∞ Z ∞
−su
f (s)g(s) = e f (u)du e−st g(v)dv
Z0 ∞ Z ∞ 0

= du dve−s(u+v) f (u)g(v)
ys

0 0

Now letting u + v = t changes the limits on the integrals,

Ph

with the result that

Z ∞ Z ∞
f (s)g(s) = duf (u) dtg(t − u)e−st
0 u

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Now, look at the picture below. The shaded area of in-

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tegration may be considered as the sum of vertical strips.
However, we may instead integrate over this area by sum-

NE
ming over horizontal strips as shown in figure. Then the
integral can be written as

ide
gu
ics

Z t Z ∞
f (s)g(s) = duf (u) dtg(t − u)e−st
ys

Z0 ∞ 0Z t 
−st
= dte f (u)g(t − u)du
0 0
Ph

Z t 
=L f (u)g(t − u)du
0

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1.5 Inverse Laplace transformation

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Example: Find inverse Laplace transformation of f (s) =
s+3
s(s + 1)
3
Solution: Breaking into partial fraction f (s) = −
s
2
. Hence f (t) = 3 − 2e−t ide
s+1
Example: Find
 
3s − 137
L−1
gu
s2 + 2s + 401

Solution:
ics

 
3(s + 1) − 140
f = L −1
(s + 1)2 + 400
   
s + 1 20
= 3L −1 − 7L −1
ys

2
(s + 1) + 20 2 (s + 1)2 + 202
Ph

Hence using first shifting theorem we get

f (t) = e−t (3 cos 20t − 7 sin 20t)

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Example: Find the inverse transformation of

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se−4s

NE
(3s + 2)(s − 2)

Solution : We rewrite the function as

s
e−4s = e−4s F (s)
(3s + 2)(s − 2)
ide
Now write F (s) into partial fraction
A B
F (s) = +
gu
3s + 2 s − 2
A(s − 2) + B(3s + 2) s(A + 3B) + (2B − 2A)
= =
(3s + 2)(s − 2) (3s + 2)(s − 2)
ics

Hence we find A = B = 1/4

ys

Now
1 1
4 4
F (s) = 2 +


3 s+ 3
s−2
Ph

Inverse Laplace transformation of F (s) is

1 − 2t 1 2t
f (t) = e 3 + e
12 4

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The main problem was

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Y (s) = e−4s F (s)

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So now using the property of LT of heviside function we get
f (s) = H(t − 4)f (t − 4)

Example: Find the inverse Laplace transformation of

1
s (s2 + ω 2 )
ide
and
1
s2 (s2 + ω 2 )

Solution: WE have from the basic definitions

gu
 
1 sin ωt
L −1
2 2
=
s +ω ω

So using the property, equation (1.9)

ics

  Z t
1 sin ωt 1
L −1 2 2
= dτ = 2 (1 − cos ωt)
s (s + ω ) 0 ω ω
ys

Using this result an applying the property again we get

 
1
L −1 2 2
Ph

s (s + ω 2 )
Z t  t
1 τ sin ωτ
= 2 (1 − cos ωτ )dτ = −
ω 0 ω2 ω3 0
t sin ωτ
= 2−
ω ω3
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We could have got the result by breaking the function

T
in partial fractions also.

NE
1.6 Solving Differential equation by Laplace
transformation

ide
Example: Solve using the concepts of Laplace transforma-
tion
y 0 − 5y = e5x ; y(0) = 0
gu
Solution: Taking the Laplace transform of both sides
of this differential equation we find that
ics

L {y 0 } − 5Q{y} = L {es1 }

Then we obtain
ys

1 1
[sY (s) − 0] − 5Y (s) = =⇒ Y (s) =
s−5 (s − 5)2
Ph

Finally, taking the inverse transform of Y (s), we obtain

 
1
y(x) = L −1 {Y (s)} = L −1 2
= xe5x
(s − 5)

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Example: Solve using the concepts of Laplace transfor-

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mation
y 00 − y = t, y(0) = 1, y 0 (0) = 1

NE
Solution: Taking Laplace transformation both sides we
get, [ with Y = L (y)]
s2 Y − sy(0) − y 0 (0) − Y = 1/s2 ,
=⇒

Y = 2
ide
s2 − 1 Y = s + 1 + 1/s2
s+1

+ 2 2
1
s − 1 s (s − 1)
Simplification of the first fraction and an expansion of the
gu
last fraction gives
 
1 1 1
Y = + −
s−1 s2 − 1 s2
ics

we obtain
y(t) = L −1 (Y )
     
1 1 1
ys

=L −1
+L −1
− L −1
s−1 s2 − 1 s2
= et + sinh t − t−
Ph

Example: Solve the set of equations

y 0 − 2y + z = 0
z 0 − y − 2z = 0

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By using the technique of Laplace transformation. Given

T
the initial conditions y0 = 1, z0 = 0

NE
Solution: Taking Laplace transformation of both the
equations and calling L(z) = Z and L(y) = Y

pY − y0 − 2Y + Z = 0
ide
pZ − z0 − Y − 2Z = 0

Substituting the initial conditions

gu
(p − 2)Y + Z = 1
Y − (p − 2)Z = 0
We get by simply solving these two equations by algebric
ics

method

p−2 1
ys

Y = ; Z=
(p − 2)2 + 1 (p − 2)2 + 1
Ph

Hence
y = e2t cos t; z = e2t sin t

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1.7 Exercises

T
1.1. Find

NE
√
(a)L e−2x sin 5x

(b)L {x cos 7x}

1.2.
 
n o sin 3x
(a)L e−x x cos 2x 7/2

(b)L x (c)L

(d)L
Z x
sinh 2tdt
 ide x

1.3. Find
gu
 Z x 
1 −4t
L e4x x e sin 3tdt
0 t
1.4. Find
ics

   
s 5s
(a) L −1
(b) L −1
s2 + 6 (s2 + 1)2
   
s+1 1
(c) L −1
(d) L −1
ys

s2 − 9 s2 − 2s + 9

1.5. Find
Ph

   
s s+4
(a) L −1 (b) L −1
(s − 2)2 + 9 s2 + 4s + 8
 
s + 2
(c) L −1 2
s − 3s + 4

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1.6. Use partial function to decompose

T
1 1
(a) (b)

NE
(s + 1) (s2 + 1) (s2 + 1) (s2 + 4s + 8)
s+3
(c)
(s − 2)(s + 1)
1.7. Find
   
s + 3 1
(a)L −1 ide (b) L −1
(s − 2)(s + 1) (s + 1) (s2 + 1)
 
1
(c) L −1
(s2 + 1) (s2 + 4s + 8)
gu
1.8. Find f (x) ∗ g(x) when
(a) f (x) = e3x and g(x) = e2x
(b) f (x) = x and g(x) = x2
ics

   
1 6
1.9. Find (a) L −1 2 , (b) L −1 2 by
s − 5s + 6 s −1
convolutions
ys

1.10.
(
0 x<4
Find L {g(x)} if (a) g(x) = ;
Ph

(x − 4)2 x ≥ 4
(
0 x<4
(b) g(x) =
x2 x ≥ 4

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1.11. Solve the initial value problem by using the concept

T
of Laplace transformation

NE
y 00 + y 0 + 9y = 0, y(0) = 0.16, y 0 (0) = 0

1.12. Solve the following differential equation by using the

concept of Laplace transformation

y 0 + y = sin x;
ide y(0) = 1

1.13. Solve by using the concept of Laplace transformation

(
8 sin t if 0 < t < π
y 00 + 9y =
gu
0 if t > π

The initial conditions are y(0) = 0, y 0 (0) = 4

ics

1.14. Solve by using the concept of Laplace transformation

w0 + y = sin x
y 0 − z = ex
ys

z0 + w + y = 1
w(0) = 0, y(0) = 1, z(0) = 1
Ph

with the boundary condition

w(0) = 0, y(0) = 1, z(0) = 1

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1.15.

T
w00 − y + 2z = 3e−x
−2w0 + 2y 0 + z = 0

NE
2w0 − 2y + z 0 + 2z 00 = 0
with the boundary condition

w(0) = 1, w0 (0) = 1, y(0) = 2, z(0) = 2, z 0 (0) = −2

ide
gu
ics
ys
Ph

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1.7.1 Ans keys

T
5 s2 −7

NE
1.1. (a) (s+2)2 +25 , (b) (s2 +7)
2

(s+1)2 −4 105 √
1.2. (a) [(s+1)2 +4]
2, (b) 16 πs−9/2 , (c) = π
2 − arctan 3s ,
2
(d) s(s2 −4)

1.3.
π
−
1
2(s − 4)2 (s − 4)2
ide
arctan
s
+
3
3 (s − 4) (s2 + 9)

√
gu
1.4. (a) cos 6x, (b) 25 x sin x, (c) cosh 3x+ 31 sinh 3x, (d)
√
√1 ex sin 8x
8
ics

1.5. (a) e2x cos 3x+ 32 e2x sin 3x,√ (b) e−2x cos 2x+e−2x sin 2x,
√ √
(c) e(3/2)x cos 27 x + 7e(3/2)x sin 27 x
1
− 12 s+ 12 4
− 65 7
s+ 65 4
s+ 9
5/3 2/3
1.6. (a) s+1 +
2
s2 +1 , (b) + s65
2 +4s+8 , (c)
65
− s+1
ys

2
s +1 s−2

1.7. (a) 53 e2x − 32 e−x , (b) 12 e−x − 12 cos x + 12 sin x, (c)

4 7 4 −2x 1 −2x
Ph

− 65 cos x + 65 sin x + 65 e cos 2x + 130 e sin 2x

1 4
1.8. (a) e3x − e2x , (b) 12 x

1.9. (a) e3x − e2x , (b) 3ex − 3e−x

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1.10. (a) e−4s s23 , (b) e−4s 2 8 16

+ +

T
s3 s2 s

1.11. e−0.5t (0.16 cos 2.96t + 0.027 sin 2.96t)

NE
1.12. 32 e−x − 12 cos x + 21 sin x

1.13. sin t− 31 sin 3t+ sin(t − π) − 13 sin(3(t − π)) u(t−

 

π) + 43 sin 3t
ide
1.14. 1 − ex , ex + sin x, cos x

1.15. w(x) = ex y(x) == ex + e−x z(x) = 2e−x

gu
ics
ys
Ph

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1.7.2 Solutions

T
NE
Solution: 1.1. (a) Set f (x) = sin 5x
5
F (s) = L {f (x)} = L {sin 5x} =
s2 + 25
then apply shifting property (1.1)
5
L e−2x sin 5x = F (s − (−2)) = F (s + 2) =


√
ide (s + 2)2 + 25

(b) Set f (x) = cos 7x

√ s s
gu
F (s) = L {cos 7x} = √ = 2
s2 + ( 7)2 s +7
then apply equation (1.8) you get
ics

√ s2 − 7
 
d s
L {x cos 7x} = − =
ds s2 + 7 (s2 + 7)2
ys

Solution: 1.2. (a) Let f (x) = x cos 2x. You can easily
see that
s2 − 4
F (s) =
Ph

(s2 + 4)2
Then use shifting property
(s + 1)2 − 4
L e x cos 2x = F (s + 1) =
−x

[(s + 1)2 + 4]2
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√ √
(b) Define f (x) = x. Then x7/2 = x3 x = x3 f (x)

T
You can easily see that

NE
√ 1 √ −3/2
F (s) = L {f (x)} = L { x} = πs
2
then apply equation (1.8) you get
 3√ 3
1 √ −3/2 105 √ −9/2
 
3 d
L x x = (−1) 3 πs = πs
ds 2 16
ide
(c) Taking f (x) = sin 3x, then
3 3
F (s) = or F (t) =
gu
s2 + 9 t2 + 9
Then using equation (1.9) we get
  Z ∞ Z R
sin 3x 3 3
L
ics

= dt = lim dt
x s t2 + 9 R→∞ s t2 + 9
R
t 
= lim arctan 
R→∞ 3 s
ys

 
R s
= lim arctan − arctan
R→∞ 3 3
π s
= − arctan
Ph

2 3

(d) Taking f (t) = sinh 2t, the Laplace transformation is

F (s) = 2/ s2 − 4

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Then using Laplace transformation property of integral, equa-

T
tion (1.5), we get

NE
Z x   
1 2 2
L sinh 2tdt = =
0 s s2 − 4 s (s2 − 4)

Solution: 1.3. We have already proved

 
sin 3x π s
L
x 2
ide
= − arctan
3

Use shifting theorem for a = −4 in equation (1.1), on this

result to get
gu
 
1 −4x π s+4
L e sin 3x = − arctan
x 2 3
ics

Now we also know

Z x 
1
L f (t)dt = F (s)
0 s
ys

So
Z x 
1 −4t π 1 s+4
L e sin 3tdt = − arctan
Ph

0 t 2s s 3
Now we know
dn
L {x f (x)} = (−1)
n n
[F (s)]
dsn
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Use the above formula in our Laplace transformation for

T
n = 1, we get

NE
 Z x 
1 −4t
L x e sin 3tdt
0 t
π 1 s+4 3
= − arctan +
2s2 s2 3 s [9 + (s + 4)2 ]
Finally using the shifting property again for a = 4
π
−
1
2(s − 4)2 (s − 4)2
ide
arctan
s
+
3
3 (s − 4) (s2 + 9)
gu
Solution: 1.4. (a)
√ s s
L {cos 6x} = √ = 2
s2 + ( 6)2 s +6
ics

Hence
√
 
s
L −1
= cos 6x
s2 + 6
ys

(b)
a
L {sin ax} = 2
Ph

s + a2
 
d a 2sa
=⇒ L {x sin ax} = − =
ds s2 + a2 (s2 + a2 )2

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Hence

T
   5 
5s (2s)
L −1 = L −1 2

NE
2
2
(s + 1) (s2 + 1)2
 
5 −1 2s 5
= L = x sin x
2 (s2 + 1)2 2

(c)

L −1

s+1
s2 − 9
 ide
=L −1

s
+L
s2 − 9

1
s2 − 9

−1


  
1 3
= cosh 3x + L −1
gu
3 s2 − (3)2
 
1 −1 3
= cosh 3x + L
3 s2 − (3)2
ics

1
= cosh 3x + sinh 3x
3

(d) We see
ys

√
s2 − 2s + 9 = s2 − 2s + 1 + (9 − 1) = (s − 1)2 + ( 8)2


Ph

Hence
  √
1 1 1 8
2
= √ = √ √
s − 2s + 9 (s − 1)2 + ( 8)2 8 (s − 1)2 + ( 8)2

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So using first shifting theorem

T
  ( √ )
1 1 8
L −1 = √ L −1 √

NE
s2 − 2s + 9 8 (s − 1)2 + ( 8)2
1 x √
= √ e sin 8x
8

Solution: 1.5. (a)

L −1

s
(s − 2)2 + 9
ide

=L −1

(s − 2) + 2
(s − 2)2 + 9


   
s − 2 2
= L −1 + L −1
gu
2
(s − 2) + 9 (s − 2)2 + 9
 
2
= e cos 3x + L
2x −1
(s − 2)2 + 9
ics

  
2 3
= e2x cos 3x + L −1
3 (s − 2)2 + 9
 
2 3
= e2x cos 3x + L −1
3 (s − 2)2 + 32
ys

2
= e2x cos 3x + e2x sin 3x
3
Ph

(b) Completing the square in the denominator, we have

s2 + 4s + 8 = s2 + 4s + 4 + (8 − 4) = (s + 2)2 + (2)2

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Hence

T
s+4 s+4
=
s2 + 4s + 8 (s + 2)2 + (2)2

NE
Now decompose the function as
s+4 s+2 2
= +
s2 + 4s + 8 (s + 2)2 + (2)2 (s + 2)2 + (2)2
hence we get
   
s+4 s + 2
L −1 ide
s2 + 4s + 8
= L −1

(s + 2)2 + (2)2
2

+ L −1
(s + 2)2 + (2)2
gu
= e−2x cos 2x + e−2x sin 2x

(c) Completing the square in the denominator, we get

ics

     2 √ !2
9 9 3 7
s2 −3s+4 = s2 − 3s + + 4− = s− +
4 4 2 2
ys

So we have
s+2 s+2
=  √ 2
s2 − 3s + 4 3 2
s − 2 + 27


Ph

We now rewrite the numerator as

√ !
√
 
3 7 3 7
s+2=s− + = s− + 7
2 2 2 2

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so that

T
√
s+2 s − 32 √ 2
7
=  √ 2 + 7

NE
 √ 2
s2 − 3s + 4 3 2 7 3 2
s − 2 + 27



s− 2 + 2

Then finally
 
s+2
L −1
s2 − 3s + 4

=L −1


 s − 32
ide 
 √

 √ 2 + 7L
−1



√
2
7
 √ 2




 s− 3 2+ 7   s− 3 2+ 7 



 
2 2 2 2
√ √
gu
7 √ 7
= e(3/2)x cos x + 7e(3/2)x sin x
2 2
ics

Solution: 1.6. (a) To the linear s + 1, we associate the

fraction A/(s + 1); whereas to the quadratic factor s2 + 1,


we associate the fraction (Bs + C)/ s2 + 1 . We then set
ys

1 A Bs + C
≡ +
(s + 1) (s2 + 1) s+1 s2 + 1
Ph

Clearing fractions, we obtain

1 ≡ A s2 + 1 + (Bs + C)(s + 1)

or

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T
s2 (0) + s(0) + 1

NE
= s2 (A + B) + s(B + C) + (A + C)

Equating coefficients of like powers of s, we conclude

that A + B = 0, B + C = 0, and A + C = 1. The solution
of this set of equations is A = 12 , B = − 12 , and C = 21 .
ide 1
Substituting these values into (s+1)(s
obtain the partial-fractions decomposition -
A Bs+C
2 +1) ≡ s+1 + s2 +1 we
gu
1
1 2 − 21 s + 12
≡ + 2
(s + 1) (s2 + 1) s+1 s +1

(b) To the quadratic factors s2 + 1 and s2 + 4s + 8,

ics

we associate the fractions (As + B)/ s2 + 1 and (Cs +


D)/ s2 + 4s + 8 . We set
1 As + B Cs + D
ys

≡ +
(s2 + 1) (s2 + 4s + 8) s2 + 1 s2 + 4s + 8
and clear fractions to obtain
Ph

1 ≡ (As + B) s2 + 4s + 8 + (Cs + D) s2 + 1

or
s3 (0)+s2 (0)+s(0)+1 ≡ s3 (A+C)+s2 (4A+B+D)+s(8A+4B+C)

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Equating coefficients of like powers of s, we obtain A + C =

T
0, 4A + B + D = 0, 8A + 4B + C = 0, and 8B + D = 1 The
solution of this set of equation is

NE
4 7 4 9
A=− B= C= D=
65 65 65 65
Therefore
4 7 4 9
1 − 65 s + 65 65 s + 65
(s2 + 1) (s2 + 4s + 8)
ide
≡
s2 + 1
+ 2
s + 4s + 8

(c) To the linear factors s − 2 and s + 1, we associate

gu
respectively the fractions A/(s − 2) and B/(s + 1). We set
s+3 A B
≡ +
(s − 2)(s + 1) s−2 s+1
ics

and, upon clearing fractions, obtain

s + 3 ≡ A(s + 1) + B(s − 2) = s(A + B) + A − 2B

ys

Hence
A − 2B = 3; A+B =1
Ph

We immediately obtain A = 5/3 and B = −2/3. Thus

s+3 5/3 2/3

≡ −
(s − 2)(s + 1) s−2 s+1

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Solution: 1.7. (a) Using results of problem 1.6. (c) we

T
get

NE
     
s+3 5 −1 1 2 −1 1
L −1 = L − L
(s − 2)(s + 1) 3 s−2 3 s+1
5 2
= e2x − e−x
3 3

(b) and noting that

− 21 s + 12
=
ide
−
1

s

+
1

1


s2 + 1 2 s2 + 1 2 s2 + 1
gu
And then using results of problem 1.6. (a) we get
 
1
L −1
(s + 1) (s2 + 1)
ics

     
1 −1 1 1 −1 s 1 −1 1
= L − L + L
2 s+1 2 s2 + 1 2 s2 + 1
1 1 1
= e−x − cos x + sin x
ys

2 2 2

(c) From the results of problem 1.6. (b) we get

Ph

 
1
L −1
(s2 + 1) (s2 + 4s + 8)
 4 7   4 9 
− s + s +
= L −1 65 65
+ L −1 265 65
s2 + 1 s + 4s + 8
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The first term can be evaluated easily if we note that

T
4 7
− 65
   
s + 65 4 s 7 1
= − +

NE
s2 + 1 65 s2 + 1 65 s2 + 1

To evaluate the second inverse transforms, we must first

complete the square in the denominator, s2 + 4s + 8 = (s +
2)2 + (2)2 , and then note that
4 9
65 s + 65
=
4

ide
s+2
s2 + 4s + 8 65 (s + 2)2 + (2)2

+
1

2
130 (s + 2)2 + (2)2


Therefore
gu
 
1
L −1
(s2 + 1) (s2 + 4s + 8)
   
4 −1 s 7 −1 1
=− L + L
ics

65 s2 + 1 65 s2 + 1
   
4 −1 s+2 1 2
+ L + L −1
65 (s + 2)2 + (2)2 130 (s + 2)2 + (2)2
4 7 4 1 −2x
ys

=− cos x + sin x + e−2x cos 2x + e sin 2x

65 65 65 130
Ph

Solution: 1.8. (a) Here f (t) = e3t , g(x − t) = e2(x−t) ,

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and

T
Z x Z x
f (x) ∗ g(x) = e e 3t 2(x−t)
dt = e3t e2x e−2t dt

NE
0 Z 0
x t=x
= e2x et dt = e2x et t=0 = e2x (ex − 1)

0
3x
=e − e2x

(b) Here f (t) = t and g(x − t) = (x − t)2 = x2 − 2xt + t2 .

Thus,
Z x
ide
t x2 − 2xt + t2 dt


f (x) ∗ g(x) =
0Z
x Z x Z x
gu
2 2
=x tdt − 2x t dt + t3 dt
0 0 0
2 3 4
x x x 1
= x2 − 2x + = x4
2 3 4 12
ics

Solution: 1.9. (a) Note that

1 1 1 1
ys

= =
s2 − 5s + 6 (s − 3)(s − 2) s − 3 s − 2
Defining F (s) = 1/(s − 3) and G(s) = 1/(s − 2), we have
Ph

from inverse Laplace transformation f (x) = e3x and g(x) =

e2x and using the result of problem 1.8. (a)
 
1
L −1 2 = f (x) ∗ g(x) = e3x ∗ e2x = e3x − e2x
s − 5s + 6
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(b) Note that

T
   
6 6
L −1
=L −1
s2 − 1 (s − 1)(s + 1)

NE
 
1 1
= 6L −1
(s − 1) (s + 1)
Defining F (s) = 1/(s − 1) and G(s) = 1/(s + 1), we have
from inverse Laplace transformation f (x) = ex and g(x) =
e−x Now ide
 
6
L −1
2
= 6L −1 {F (s)G(s)} = 6ex ∗ e−x
s −1
Z x Z x
=6 et e−(x−t) dt = 6e−x e2t dt
gu
0 0
 2x 
e − 1
= 6e−x = 3ex − 3e−x
2
ics

Solution: 1.10. We know that, If F (s) = L {f (x)},

then
L {u(x − c)f (x − c)} = e−cs F (s)
ys

Conversely,
(
0 x<c
L −1 e−cs F (s) = u(x − c)f (x − c) =

Ph

f (x − c) x ≥ c

(a) If we define f (x) = x2 , then g(x) can be given com-

pactly as g(x) = u(x − 4)f (x − 4) = u(x − 4)(x − 4)2 . Then,

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noting that L {f (x)} = F (s) = 2/s3 and using the above

T
theorem we conclude that

NE
2
L {g(x)} = L u(x − 4)(x − 4)2 = e−4s 3

s

(b) We first determine a function f (x) such that f (x −

4) = x2 . Once this has been done, g(x) can be written as
g(x) = u(x − 4)f (x − 4) and then the theorem stated at the
ide
beginning of the solution can be applied. Now, f (x−4) = x2
only if

f (x) = f (x + 4 − 4) = (x + 4)2 = x2 + 8x + 16
gu
since,
2 8 16
ics

L {f (x)} = L x2 + 8L {x} + 16L {1} = 3 + 2 +


s s s
it follows that
 
2 8 16
ys

L {g(x)} = L {u(x − 4)f (x − 4)} = e−4s + +

s3 s2 s
Ph

Solution: 1.11. Taking Laplace transformation both

side
s2 Y − 0.16s + sY − 0.16 + 9Y = 0
s2 + s + 9 Y = 0.16(s + 1)


=⇒

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The solution is then

T
0.16(s + 1) 0.16 s + 12 + 0.08


Y = 2 =

NE

2
s +s+9 s + 12 + 35
4

Using first shifting theorem we get

r r !
35 0.08 35
y(t) = L −1 (Y ) = e−t/2 0.16 cos t + 1 √ sin t
4 2 35
4
ide
= e−0.5t (0.16 cos 2.96t + 0.027 sin 2.96t)

Solution: 1.12. Taking the Laplace transform of both

gu
sides of the differential equation, we obtain
1
L {y 0 }+L {y} = L {sin x} or [sY (s)−1]+Y (s) =
s2 + 1
ics

Solving for Y (s), we find

1 1
Y (s) = +
ys

(s + 1) (s2 + 1) s + 1
Taking the inverse Laplace transform, and using the result
Ph

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of Problem 1.7. (b) we obtain

T
y(x) = L −1 {Y (s)}

NE
   
1 1
=L −1
+L −1
(s + 1) (s2 + 1) s+1
 
1 −x 1 1
= e − cos x + sin x + e−x
2 2 2
3 1 1
= e−x − cos x + sin x
2 2 ide 2

Solution: 1.13. The RHS (P.I part) of the differential

equation can be written as
gu
8[sin t − u(t − π) sin t]

where
ics

u(t − π) = H(t − π) The Heaviside function

ys

The subsidiary equation is

s2 Y − 0 · s − 4 + 9Y = 8L[sin t − u(t − π) sin t]

Ph

= 8L[sin t + u(t − π) sin(t − π)]

1
= 8 1 + e−πs 2
s +1

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simplified

T
1
s2 + 9 Y = 8 1 + e−πs



+4

NE
s2 + 1
The solution of this subsidiary equation is

8 (1 + e−πs ) 4
Y = +
(s2 + 9) (s2 + 1) s2 + 9

ide
Apply partial fraction reduction
8
=
1
−
1
(s2 + 9) (s2 + 1) s2 + 1 s2 + 9
gu
 
1 1 4
Y = 1 + e−πs


− +
s2 + 1 s2 + 9 s2 + 9
since the inverse transform of 4/ s2 + 9 is 43 sin 3t, we ob-


ics

tain

y = L−1 (Y )
1
ys

= sin t − sin 3t
 3 
1 4
+ sin(t − π) − sin(3(t − π)) u(t − π) + sin 3t
3 3
Ph

Hence, if 0 < t < π, then

y(t) = sin t + sin 3t

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and if t > π, then

T
4
y(t) = sin 3t
3

NE
Solution: 1.14. Denote L {w(x)}, L {y(x)}, and L {z(x)}
by W (s), Y (s), and Z(s), respectively. Then, taking Laplace
transforms of all three differential equations, we have
1 1
[sW (s) − 0] + Y (s) = sW (s) + Y (s) =

[sY (s) − 1] − Z(s) =

1
ide
s2 + 1
or sY (s) − Z(s) =
s2 + 1
s
s−1 s−1
1
[sZ(s) − 1] + W (s) + Y (s) = W (s) + Y (s) + sZ(s)
gu
s
s+1
=
s
ics

The solution to this last system of simultaneous linear

equations is

−1 s2 + s s
ys

W (s) = Y (s) = Z(s) =

s(s − 1) (s − 1) (s2 + 1) s2 + 1
Using the method of partial fractions and then taking in-
Ph

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verse transforms, we obtain

T
 
1 1
w(x) = L {W (s)} = L
−1 −1
− = 1 − ex
s s−1

NE
 
1 1
y(x) = L −1 {Y (s)} = L −1 + 2 = ex + sin x
s−1 s +1
 
s
z(x) = L {Z(s)} = L
−1 −1
= cos x
s2 + 1

ide
Solution: 1.15. Taking Laplace transforms of all three
differential equations, we find that
 2  3
s W (s) − s − 1 − Y (s) + 2Z(s) =
s+1
gu
−2[sW (s) − 1] + 2[sY (s) − 2] + Z(s) = 0
2[sW (s) − 1] − 2Y (s) + [sZ(s) − 2] + 2 s2 Z(s) − 2s + 2 = 0
 

s2 + 2s + 4
ics

2
s W (s) − Y (s) + 2Z(s) =
s+1
−2sW (s) + 2sY (s) + Z(s) = 2
2sW (s) − 2Y (s) + 2s2 + s Z(s) = 4s


ys

The solution to this system is

1 2s 2
Ph

W (s) = Y (s) = Z(s) =

s−1 (s − 1)(s + 1) s+1
Hence,
 
1 1
w(x) = ex y(x) = L −1 + = ex + e−x
s−1 s+1
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z(x) = 2e−x

T
NE
ide
gu
ics
ys
Ph

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2 Dirac Delta function

T
NE
2.1 Definition

The δ function is different from most functions encountered

in the physical sciences but we will see that a rigorous math-
ematical definition exists.
ide
The δ function can be visualised as a very sharp nar-
row pulse (in space, time, density, etc.) which produces an
integrated effect having a definite magnitude.
gu
Basic definition of Delta function
Z
ics

f (t)δ(t − a)dt = f (a) (2.1)

provided the range of integration includes the point t = a;

otherwise the integral equals zero. This leads immediately
ys

to two further useful results:

Z b
Ph

δ(t)dt = 1 for all a, b > 0 (2.2)

−a

and Z
δ(t − a)dt = 1 (2.3)

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provided the range of integration includes t = a

T
We need to know

NE
Z b (
φ (t0 ) , a < t0 < b
φ(t)δ (t − t0 ) dt = (2.4)
a 0, otherwise

And
(
u(x − a) = ide
1, x > a
0, x < a
u0 (x − a) = δ(x − a) (2.5)

The derivative of the delta function, δ 0 (t), is defined by

gu
Z ∞ Z ∞
f (t)δ 0 (t)dt = [f (t)δ(t)]∞
−∞ − f 0 (t)δ(t)dt
−∞ −∞
ics

= −f 0 (0)

2.2 Basic Properties

ys

2.2.1 Delta function of a function

Ph

X δ (x − xi )
δ[f (x)] = if f (xi ) = 0 and f 0 (xi ) 6= 0 (2.6)
i
|f 0 (x i )|

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2.2.2 Laplace transformation of Dirac Delta func-

T
tion

NE
Z ∞
L[δ(t − a)] = δ(t − a)e−st dt = e−sa ; a>0 (2.7)
0

2.2.3 Fourier Transform of a δ Function

g(α) = √
1
2π
Z

−∞
ide
∞
1
δ(x − a)e−iαx dx = √ e−iαa
2π
(2.8)

Then the inverse definition

gu
Z ∞
1
δ(x − a) = √ eiα(x−a) dα (2.9)
2π −∞
ics

2.2.4 Delta function in three dimensional Carte-

sian
ys

Z ∞ Z ∞ Z ∞
φ(x, y, z)δ (x − x0 ) δ (y − y0 ) δ (z − z0 ) dxdydz
−∞ −∞ −∞
Ph

= φ (x0 , y0 , z0 )
(2.10)

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2.2.5 Delta function in three dimensional spherical

T
polar

NE
δ (r − r0 ) δ (θ − θ0 ) δ (φ − φ0 )
δ (r − r0 ) = (2.11a)
r2 sin θ
ZZZ
f (r, θ, φ)δ (r − r0 ) dτ = f (r0 , θ0 , φ0 ) (2.11b)

δ (r − r0 ) = δ (r − r0 ) δ (cos θ − cos θ0 ) δ (φ − φ0 ) /r2

ide (2.11c)

2.2.6 Delta function as Divergence and Laplacian

gu
er 1
∇· = 4πδ(r) ; ∇2 = −4πδ(r) (2.12)
r2 r
ics

In some Books δ(r) is written as δ 3 (r)

ys

2.2.7 More properties of Delta function

Ph

Properties of Dirac Delta function can be summarized as

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T
(1) xδ(x) = 0

NE
(2) xδ 0 (x) = −δ(x)
(3) x2 δ 00 (x) = 2δ(x)
(4) δ(−x) = δ(x) and δ(x − a) = δ(a − x)
(5) δ 0 (−x) = −δ 0 (x) and δ 0 (x − a) = −δ 0 (a − x)

(6) δ(ax) =
1
|a|
ide
δ(x), a 6= 0;

1
(7) δ[(x − a)(x − b)] = [δ(x − a) + δ(x − b)], a 6= b
gu
|a − b|
Z
(8) δ(a − x)dxδ(x − b) = δ(a − b)
Z ∞
ics

(9) φ(x)δ (n) (x − a)dx = (−1)n φ(n) (a)

−∞
ys

2.3 Heaviside function

Closely related to the Dirac δ -function is the Heaviside or

Ph

unit step function H(t), for which

(
1 for t > 0
H(t) = (2.13)
0 for t < 0

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This function is clearly discontinuous at t = 0 and it is usual

T
to take H(0) = 1/2.

NE
The Heaviside function is related to the delta function
by
H 0 (t) = δ(t) (2.14)
We will prove this by considering the integral
Z ∞

−∞
0 ide ∞
f (t)H (t)dt = [f (t)H(t)]−∞ −
Z ∞
Z ∞

−∞
f 0 (t)H(t)dt

= f (∞) − f 0 (t)dt
0
gu
= f (∞) − [f (t)]∞0 = f (0)
R
and comparing it with ( f (t)δ(t−a)dt = f (a)) when a = 0
ics

immediately shows that H 0 (t) = δ(t)

2.4 Example problems

ys

Example: Solve the Differential equation

Ph

y 00 + 2y 0 − 15y = 6δ(t − 9), y(0) = −5, y 0 (0) = 7

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Solution: Taking Laplace transformation both side

T
s2 Y (s) − sy(0) − y 0 (0) + 2(sY (s) − y(0)) − 15Y (s) = 6e−9s

NE
s2 + 2s − 15 Y (s) + 5s + 3 = 6e−9s


or

Now
6e−9s 5s + 3
Y (s) = −
(s + 5)(s − 3) (s + 5)(s − 3)
ide
Now we can break the denominators into partial frac-
tions
gu
1 1
1 8 8
= − ;
(s + 5)(s − 3) s − 3 s + 5
ics

9 11
5s + 3 4
= + 4
(s + 5)(s − 3) s − 3 s + 5
ys

Inverse LT of
1 1
1 1
8
− 8
is = e3t − e−5t
s−3 s+5 8 8
Ph

and Inverse LT of
11
4 9 3t 11 −5t
is e + e
s+5 4 4
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Now using the L.T of heaviside function

T
NE
 
1 3(t−9) 1 −5(t−9) 9 11
y(t) = 6H(t − 9) e − e − e3t + e−5t
8 8 4 4

Example: Show by explicit integration that the follow-

ing functions can be used to represent the Dirac δ -function
in the indicated limits.
1 x2
ide
(a) δ(x) = lim √ e− a2
a→0 a π
gu
sin gx
(b) δ(x) = lim
g→∞ πx

1 ε
ics

(c) δ(x) = lim

ε→0 π x2 + ε2

Solution: (a) Let x = ay =⇒ dx = ady

ys

Z ∞   Z ∞
1 x2 1 (ay)2
f (x) lim √ e− a2 dx = lim f (ay) √ e− a2 ady
Ph

−∞ a→0 a π a→0 −∞ a π
Z ∞
1 2
= lim f (ay) √ e−y dy
a→0 −∞ π
Z ∞
1 2
= f (0) √ e−y dy = f (0)
−∞ π
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1 x2

T
since lim √ e− a2 fulfills the requirement of the defini-
a→0 a π
tion of the δ function, it must be equivalent to δ(x).

NE
y 1
(b) Let x = =⇒ dx = dy
g g

Z ∞   Z ∞   
sin gx y sin gy/g 1
f (x) lim dx = lim f dy
g→∞ πx g→∞ −∞ g πy/g g
−∞
ide
= lim
g→∞ −∞
Z ∞  
f
y sin y
g πy
dy
Z ∞
sin y
= f (0) dy = f (0)
−∞ πy
gu

(c) Let x = εy =⇒ dx = εdy

ics

Z ∞   Z ∞
1 ε 1 ε
f (x) lim dx = lim f (εy) εdy
−∞ ε→0 π x2 + ε2 ε→0 −∞ π (εy)2 + ε2
ys

Z ∞
1 1
= lim f (εy) 2 dy
ε→0 −∞ πy +1
Z ∞
1 1
= f (0) dy = f (0)
Ph

2
−∞ π y + 1

Example:
Prove that δ(bt) = δ(t)/|b|

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Solution: Let us first consider the case where b > 0. It

T
follows that
Z ∞ Z ∞  0 0

NE
t 0 dt
f (t)δ(bt)dt = f δ (t )
−∞ −∞ b b
Z ∞
1 1
= f (0) = f (t)δ(t)dt
b b −∞
where we have made the substitution t0 = bt. But f (t) is
ide
arbitrary and so we immediately see that δ(bt) = δ(t)/b =
δ(t)/|b| for b > 0

Now consider the case where b = −c < 0. It follows that

gu

∞ −∞
t0
Z Z    0
0 dt
f (t)δ(bt)dt = f δ (t )
−c −c
ics

−∞
Z∞∞  0 
1 t
= f δ (t0 ) dt0
−∞ c −c
1 ∞
Z
1 1
ys

= f (0) = f (0) = f (t)δ(t)dt

c |b| |b| −∞
where we have made the substitution t0 = bt = −ct. But
Ph

f (t) is arbitrary and so

1
δ(bt) = δ(t)
|b|
for all b, which establishes the result.

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2.5 Exercises

T
2.1. Evaluate

NE
Z 1
e3x δ 0 (x)dx
−1
2.2. Evaluate Z π/2
cos xδ(sin x)dx
−π/2

2.3. Evaluate the integrals

(a)
Z 6
ide
3x2 − 2x − 1 δ(x − 3)dx


2
gu
Z 5
(b) cos xδ(x − π)dx
0
Z 3
x3 δ(x + 1)dx
ics

(c)
0
Z ∞
(d) ln(x + 3)δ(x + 2)dx
−∞
ys

2.4. Evaluate the integrals

Z 2
(a) (2x + 3)δ(3x)dx
Ph

−2
Z 2
x3 + 3x + 2 δ(1 − x)dx


(b)
0

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Z 1

T
(c) 9x2 δ(3x + 1)dx
−1
Z a

NE
(d) δ(x − b)dx
−∞
2.5. Evaluate the integrals (a)
Z
r2 + r · a + a2 δ 3 (r − a)dτ,

ide
where a is a fixed vector, a is its magnitude, and the integral
is over all space.
(b) Z
gu
|r − b|2 δ 3 (5r)dτ,
V
where V is a cube of side 2, centered on the origin, and
b = 4ŷ + 3ẑ
ics

(c) Z
 4
r + r2 (r · c) + c4 δ 3 (r − c)dτ,

V
ys

where V is a sphere of radius 6 about the origin, c = 5x̂ +

3ŷ + 2ẑ, and c is its magnitude.
(d)
Ph

Z
r · (d − r)δ 3 (e − r)dτ,
V
where d = (1, 2, 3), e = (3, 2, 1), and V is a sphere of radius
1.5 centered at (2, 2, 2)

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2.6. Solve the initial value problem

T
x00 + 2x0 + x = t + δ(t); x(0) = 0, x0 (0) = 1

NE
2.7.

2y 00 + 10y = 3u12 (t) − 5δ(t − 4), y(0) = −1 y 0 (0) = −2

where

so
ide
uc (t) = u(t − c) = H(t − c)

u12 (t) = u(t − 12) = H(t − 12)

gu
ics
ys
Ph

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2.5.1 Ans keys

T
NE
2.1. −3
2.1. 1
2.3. (a) 20, (b) −1 , (c) 0 , (d) 0
2.4. (a) 1, (b) 6 , (c) 1/3 , (d) 1( if a > b), 0( if a < b)
2.5. (a) 3a2 , (b) 1/5 , (c) 0 , (d) −4
2.6. x(t) = −2 + t + 2e−t + 3te−t
ide
gu
ics
ys
Ph

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2.5.2 Solutions

T
NE
Solution: 2.1.
Z 1 Z 1
1
e3x δ 0 (x)dx = e3x δ(x)−1 − 3e3x δ(x)dx = 0−3e3×0 = −3

−1 −1

Solution: 2.2. We have from equation (2.6) Dirac delta

function of a function ide
δ(sin x) =
X δ (x − xi )

i
|cos xi |
gu
where the roots xi are nπ for an integer n. Only n = 0 is in
the range of interest.Hence
Z π/2 Z π/2
δ(x)
ics

I= (cos x)δ(sin x)dx = cos x dx = 1

−π/2 −π/2 cos 0

Solution: 2.3. (a) 3 32 − 2(3) − 1 = 27 − 6 − 1 = 20
ys

(b) cos π = −1 (c) ZERO (d) ln(−2 + 3) = ln 1 = 0

R2
Solution: 2.4. (a) −2 (2x + 3) 31 δ(x)dx = 31 (0 + 3) = 1
Ph

(b) δ(1 − x) = δ(x − 1), so 1 + 3 + 2 = 6

Z 1    2
1 1 1 1 1
c 9x2 δ x + dx = 9 − =
−1 3 3 3 3 3
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(d) 1( if a > b), 0( if a < b)

T
Solution: 2.5. (a) a2 + a · a + a2 = 3a2

NE
(b) (r − b)2 513 δ 3 (r)dτ = 1 2 1 1
R

125 b = 125 42 + 3 2 = 5

(c) c2 = 25 + 9 + 4 = 38 > 36 = 62 , so c is outside V, so

the integral is ZERO.
ide
(d) (e − (2x̂ + 2ŷ + 2ẑ))2 = (1x̂ + 0ŷ + (−1)ẑ)2 = 1 + 1 =
2 < (1.5)2 = 2.25, so e is inside V and hence the integral is
e · (d − e) = (3, 2, 1) · (−2, 0, 2) = −6 + 0 + 2 = −4
gu
Solution: 2.6.

Taking the Laplace transform of both sides we get:

ics

1
s2 X(s) − 1 + 2sX(s) + X(s) = +1
s2
ys

Solving for X(s) :

1 2
X(s) = +
Ph

s2 (s + 1)2 (s + 1)2
Taking a partial fraction decomposition:
2 1 2 3
X(s) = − + 2 + +
s s s + 1 (s + 1)2
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This has the inverse Laplace transform:

T
x(t) = −2 + t + 2e−t + 3te−t

NE
Solution: 2.7. Take the Laplace transform of every-
thing in the differential equation and apply the initial con-
ditions.

2

ide 0
2 s Y (s) − sy(0) − y (0) + 10Y (s) =
3e−12s

3e
s
−12s
− 5e−4s

2s2 + 10 Y (s) + 2s + 4 = − 5e−4s

s
gu
Now solve for Y (s)

3e−12s 5e−4s 2s + 4
Y (s) = − −
ics

s (2s2 + 10) 2s2 + 10 2s2 + 10

= 3e−12s F (s) − 5e−4s G(s) − H(s)

We’ll need to partial fraction the first function. The remain-

ys

ing two will just need a little work and they’ll be ready. I’ll
leave the details to you to check.
Ph

1 1 1 1 s
F (s) = = −
s (2s2 + 10) 10 s 10 s2 + 5
1 1 √
f (t) = − cos( 5t)
10 10

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1 √

T
g(t) = √ sin( 5t)
2 5
√ 2 √

NE
h(t) = cos( 5t) + √ sin( 5t)
5
The solution is then

Y (s) = 3e−12s F (s) − 5e−4s G(s) − H(s)

y(t) = 3u12 (t)f (t − 12) − 5u4 (t)g(t − 4) − h(t)
ide
where, f (t), g(t) and h(t) are defined above.
gu
ics
ys
Ph

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3 Fourier Transformation

T
NE
The Fourier transform provides a representation of functions
defined over an infinite interval and having no particular pe-
riodicity, in terms of a superposition of sinusoidal functions.
It may thus be considered as a generalisation of the Fourier
series representation of periodic functions.

R∞
need −∞ |f (t)|dt is finite.
ide
To have a Fourier transformation of function f (t) , we
gu
3.1 Definition
ics

Fourier transform of a function f (t) is defined by

Z ∞
1
fe(ω) = √ f (t)e−iωt dt
ys

(3.1)
2π −∞

And the inverse transformation

Ph

Z ∞
1
f (t) = √ fe(ω)eiωt dω (3.2)
2π −∞
√
The choice of constant 1/ 2π in the definition is arbi-

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trary, the only requirement is that the product of the con-

T
stants in the above two equations should equal 1/(2π) .

NE
Example: Find the Fourier transform of the exponen-
tial decay function f (t) = 0 for t < 0 and f (t) = Ae−λt for
t ≥ 0(λ > 0).

Solution:

fe(ω) = √
1
2π −∞
Z
(0)e
ide
0
−iωt
dt + √
A
2π
Z

0
∞
e−λt e−iωt dt
 −(λ+iω)t ∞
A e
=0+ √ −
λ + iω 0
gu
2π
A
=√
2π(λ + iω)
ics

Example: Find the Fourier transformation for exp (−|x|)

Solution : As the function |t| is not representable

ys

by the same integrable function throughout the integration

range, we must divide the range into two sections and use
Ph

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different explicit expressions for the integrand in each:

T
Z ∞
1
f˜(ω) = √ e−|t| e−iωt dt

NE
2π −∞
Z ∞ Z 0
1 1
=√ e−(1+iω)t dt + √ e(1−iω)t dt
2π 0 2π −∞
1 1 1
=√ +
2π 1 + iω 1 − iω
1 2
=√
2π 1 + ω 2
ide
3.2 Basic Properties
gu

3.2.1 Fourier transformation of Delta function

ics

Z ∞
1 1
δ(ω)
e =√ δ(t)e−iωt dt = √ (3.3)
2π −∞ 2π
ys

3.2.2 FT of derivative of a function

Ph

F [f 0 (t)] = iω fe(ω) (3.4)

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This can be proved as

T
Z ∞
1
F [f 0 (t)] = √ f 0 (t)e−iωt dt

NE
2π −∞ Z ∞
1  −iωt ∞ 1
=√ e f (t) −∞ + √ iωe−iωt f (t)dt
2π 2π −∞
= iω f˜(ω)
R∞
Since −∞ |f (t)|dt is finite, then f (t) → 0 at t = ±∞,
ide
F [f 00 (t)] = iωF [f 0 (t)] = −ω 2 fe(ω) (3.5)
gu
and
F [f n (t)] = iωF [f 0 (t)] = (iω)n fe(ω) (3.6)
ics

3.2.3 FT of Integration of a function

Z t 
1 e
F
ys

f (s)ds = f (ω) + 2πcδ(ω) (3.7)

iω

where the term 2πcδ(ω) represents the Fourier transform

Ph

of the constant of integration associated with the indefinite

integral.

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3.2.4 Scaling:

T
1 e ω 
F [f (at)] = f

NE
(3.8)
a a

3.2.5 Translation:

F [f (t + a)] = eiaω fe(ω)

ide (3.9)

3.2.6 Exponential multiplication:

gu
F eαt f (t) = fe(ω + iα)
 
(3.10)
where α may be real, imaginary or complex.
ics

3.2.7 Fourier transform of the convolution

ys

Convolution of two function defined differently in Fourier

transformation from Laplace Transformation.
Ph

Z ∞
h(z) = f ∗ g = f (x)g(z − x)dx (3.11)
−∞
R∞
h(k) = F [h(z)] = F [ −∞ f (x)g(z − x)dx]. Then
Let e

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T
Z ∞ Z ∞ 
1
h(k) = √
e dze−ikz f (x)g(z − x)dx

NE
2π −∞ Z −∞
Z ∞ ∞ 
1 −ikz
=√ dxf (x) g(z − x)e dz
2π −∞ −∞

Put u = z − x in the second integral we have

Z ∞ Z ∞ 
1
h(k) = √
e dxf (x)ide g(u)e−ik(u+x) du
2π Z−∞ −∞
∞ Z ∞
1 −ikx
=√ f (x)e dx g(u)e−iku du
2π −∞ −∞
1 √ √ √
gu
= √ × 2π fe(k) × 2πe g (k) = 2π fe(k)e g (k)
2π

Hence the Fourier transform of a convolution f ∗ g is

ics

equal to the product of the separate Fourier transforms mul-

√
tiplied by 2π; this result is called the convolution theorem.
ys

The converse is also true

1
Ph

F [f (x)g(x)] = √ fe(k) ∗ ge(k)

2π

Example: Find the convolution of the function f (x) =

δ(x + a) + δ(x − a) with the function g(y)

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Solution:

T
Z ∞
h(z) = f (x)g(z − x)dx

NE
Z−∞
∞
= [δ(x + a) + δ(x − a)]g(z − x)dx
−∞
= g(z + a) + g(z − a)

3.3 Correlation functions ide

3.3.1 cross-correlation
gu
The cross-correlation of two functions f and g is defined by
Z ∞
ics

C(z) = f ∗ (x)g(x + z)dx (3.12)

−∞

The cross-correlation is often notated as Ĉ = f ⊗g, and, like

ys

convolution, it is both associative and distributive. Unlike

convolution, however, it is not commutative, in fact
Ph

[f ⊗ g](z) = [g ⊗ f ]∗ (−z) (3.13)

If we take Fourier transformation of the cross-correlation

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of the two function (3.12) we get

T
Z ∞ Z ∞ 
1
C(k) =√ dze−ikz f ∗ (x)g(x + z)dx

NE
e
2π −∞ Z−∞∞
Z ∞ 
1
=√ dxf ∗ (x) g(x + z)e−ikz dz
2π −∞ −∞

Making the substitution u = x + z in the second integral we

obtain

C(k)
e =√
1
Z ∞

2π Z−∞
∗
dxf (x)
ide
Z ∞

−∞
g(u)e −ik(u−x)
du


∞ Z ∞
1
=√ f ∗ (x)eikx dx g(u)e−iku du
gu
2π −∞ −∞
1 √ √ √
= √ × 2π[fe(k)]∗ × 2πe g (k) = 2π[fe(k)]∗ ge(k)
2π
ics

Thus the Fourier transform of the cross-correlation of f

and g is equal to the product of [fe(k)]∗ and ge(k) multiplied
√
by 2π. This a statement of the Wiener-Kinchin theorem.i.e
ys

√
C(k)
e = 2π[fe(k)]∗ ge(k) (3.14)
Ph

Similarly we can derive the converse theorem

1
F [f ∗ (x)g(x)] = √ fe ⊗ ge
2π
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3.3.2 Auto correlation

T
NE
If we now consider the special case where g is equal to f in
(3.12) then, writing the LHS as a(z), we have
Z ∞
a(z) = f ∗ (x)f (x + z)dx (3.15)
−∞

ide
this is called the auto-correlation function of f (x). Using
the Wiener-Kinchin theorem, (3.14), we see that
Z ∞
1
a(z) = √ a(k)eikz dk
gu
e
2π Z−∞
∞ √
1
=√ 2π[fe(k)]∗ fe(k)eikz dk
2π −∞
ics

√
so that a(z) is the inverse Fourier transform of 2π|f (k)|2 ,
which is in turn called the energy spectrum of f
ys

3.4 Parseval’s theorem

Ph

Z ∞ Z ∞
2
|f (x)| dx = |fe(k)|2 dk (3.16)
−∞ −∞

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Example: We have already seen in example that the

T
1 2
Fourier transformation for exp (−|x|) is √ .
2π 1 + ω 2

NE
(a) By applying Fourier’s inversion theorem on the above
result prove that
Z ∞
π cos ωt
exp(−|t|) = dω
2 0 1 + ω2
ide
(b) By making the substitution ω = tan θ, demonstrate the
validity of Parseval’s theorem for this function.

Solution: (a) Substituting this result into the inversion

gu
theorem gives
Z ∞
−|t| 1 2
exp = √ √ eiωt dω
2π −∞ 2π (1 + ω ) 2
ics

Equating the real parts on the two sides of this equation

and noting that the resulting integrand is symmetric in ω,
shows that
ys

2 ∞ cos ωt
Z
−|t|
exp = dω
π 0 (1 + ω 2 )
as given in the question.
Ph

(b) For Parseval’s theorem, which states that

Z ∞ Z ∞
|f (t)|2 dt = |f˜(ω)|2 dω
−∞ −∞

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we first evaluate

T
Z ∞ Z 0 Z ∞
2
|f (t)| dt = 2t
e dt + e−2t dt

NE
−∞ −∞ 0
Z ∞
=2 e−2t dt
0 −2t ∞
e
=2 =1
−2 0

Z ∞ Z ∞
ide
The second integral, over ω, is
2
|f˜(ω)|2 dω = 2 dω, set ω equal to tan θ
−∞ 0 π (1 + ω 2 )2
gu
4 π/2 1
Z
= 4
sec2 θdθ
π 0 sec θ
4 π/2
Z
4 1π
= cos2 θdθ = =1
ics

π 0 π22
i.e. the same as the first one, thus verifying the theorem for
this function.
ys

3.5 Fourier transforms in higher dimen-

Ph

sions
Z
1
fe(k) = f (r)e−ik·r d3 r (3.17)
(2π)3/2
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And

T
Z
1
f (r) = fe(k)eik·r d3 k (3.18)
(2π)3/2

NE
Example: Take Fourier transform of the equation

d2 y
2
− c2 y = f (x)
dx
to show that
ide
y = −√
1
Z ∞

2
˜
eikx f (k)
2
dk
2π −∞ k + c

This method could be considered as a generalized method

gu
for solving differential equation by FT.

Solution: Taking fourier transformation both side

ics

∞ ∞
d2 φ −ikx
Z Z
1 1
√ e dx − c 2
φ̃(k) = √ f (x)e−ikx dx
ys

2
2π −∞ dx 2π −∞

since φ must vanish at ±∞, the first term can be inte-

Ph

grated twice by parts. Full eq now becomes

−k 2 φ̃(k) − c2 φ̃(k) = f˜(k)

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Now by inverse fourier transform

T
Z ∞

NE
1
φ(x) = √ φ̃(k)eikx dk
2π −∞
Z ∞ ˜
1 f (k)eikx
= −√ dk
2π −∞ k 2 + K 2

Example: Find the Fourier transform of the normalised

Gaussian distribution
ide
t2
 
1
f (t) = √ exp − 2 , −∞ < t < ∞
τ 2π 2τ
gu
Solution:
Z ∞  2

1 1 t
ics

fe(ω) = √ √ exp − 2 exp(−iωt)dt

2π Z−∞ τ 2π 2τ
∞
1 1
=√ √
2π −∞h τ 2π
ys

1 i
2 2
exp − 2 t2 + 2τ 2 iωt + τ 2 iω − τ 2 iω



dt
2τ
Ph

Little bit simplification

1 2 2

( Z ∞ "
2

2 # )
exp − τ ω 1 t + iτ ω
fe(ω) = √2 √ exp − dt
2π τ 2π −∞ 2τ 2

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The quantity inside the braces is the normalisation inte-

T
gral for the Gaussian and equals unity, although to show this
strictly needs results from complex variable theory That it

NE
is equal to unity can be made plausible by changing the vari-
able to s = t + iτ 2 ω and assuming that the imaginary parts
introduced into the integration path and limits (where the
integrand goes rapidly to zero anyway) make no difference.

So now ide 1
fe(ω) = √ exp
 2 2
−τ ω
2π 2
gu
which is another Gaussian distribution, centered on zero
and with a root mean square deviation ∆ω = 1/τ . It is
interesting to note, and an important property, that the
ics

Fourier transform of a Gaussian is another Gaussian.

It is interesting to note that the root mean square de-

viation in t was τ, and so it is seen that the deviations or
ys

’spreads’ in t and in ω are inversely related:

Ph

∆ω∆t = 1

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3.6 Exercises

T
3.1. Find the Fourier transform of (a) two δ functions, at

NE
x = ±a, (b) a rectangular function of height 1 and width 2b
centred on x = 0.
3.2. Use the general definition and properties of Fourier
transforms to show the following. (a) If f (x) is periodic
with period a then f˜(k) = 0, unless ka = 2πn for integer
ide
n (b) The Fourier transform of tf (t) is idf˜(ω)/dω (c) The
Fourier transform of f (mt + c) is

eiωc/m ˜  ω 
gu
f
m m
3.3. Find the Fourier transform of H(x−a)e−bx , where H(x)
ics

is the Heaviside function.

3.4. Find the Fourier transform of the unit rectangular dis-
tribution (
ys

1 |t| < 1
f (t) =
0 otherwise
Determine the convolution of f with itself and, without fur-
Ph

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ther integration, deduce its transform. Deduce that

T
Z ∞
sin2 ω
dω = π

NE
ω 2
Z−∞
∞
sin4 ω 2π
4
dω =
−∞ ω 3

3.5. Find the Fourier transform specified in part (a) and

then use it to answer part (b).
ide
(a) Find the Fourier transform of
(
e−γt sin pt t > 0
f (γ, p, t) =
0 t<0
gu
where γ(> 0) and p are constant parameters. (b) The cur-
rent I(t) flowing through a certain system is related to the
ics

applied voltage V (t) by the equation

Z ∞
I(t) = K(t − u)V (u)du
−∞
ys

where
K(τ ) = a1 f (γ1 , p1 , τ ) + a2 f (γ2 , p2 , τ )
Ph

The function f (γ, p, t) is as given in part (a) and all the

ai , γi (> 0) and pi are fixed parameters. By considering the
Fourier transform of I(t), find the relationship that must
hold between a1 and a2 if the total net charge Q passed

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through the system (over a very long time) is to be zero for

T
an arbitrary applied voltage.

NE
3.6. Prove the equality
Z ∞ Z ∞
−2at 2 1 a2
e sin atdt = dω
0 π 0 4a4 + ω 4
Use the result of previous exercise 3.5. and Perseval’s the-
orem ide
3.7. Calculate directly the auto-correlation function, equa-
tion (3.15) a(z), for the product f (t) of the exponential
decay distribution and the Heaviside step function,
gu
1 −λt
f (t) = e H(t)
λ
ics

Use the Fourier transform and energy spectrum of f (t) to

deduce that Z ∞
eiωz π −λ|z|
2 2
dω = e
−∞ λ + ω λ
ys
Ph

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3.6.1 Ans keys

T
2√
cos qa 2 sin
√ qb

NE
3.1. (a) 2π
, (b) q 2π

−ba
3.3. e−ika √
e b−ik
2π b2 +k 2

√1 p
3.5. (a) 2π (γ+iω)2 +p2

ide
gu
ics
ys
Ph

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3.6.2 Solutions

T
NE
Solution: 3.1. (a) The Fourier transform of the two δ
functions is given by
Z ∞ Z ∞
1 1
f˜(q) = √ δ(x − a)e−iqx dx + √ δ(x + a)e−iqx dx
2π −∞ 2π −∞
1 2 cos qa
e−iqa + eiqa = √


=√

(b)
2π ide
Z b
2π

 −iqx b
1 1 e
ge(q) = √ e−iqx dx = √
2π −b 2π −iq −b
gu
−1
2 sin qb
= √ e−iqb − eiqb = √
iq 2π q 2π
ics

Solution: 3.2. (a) As f is periodic with period a

f (x) = f (x − ma)
ys

for any integer m. However, from the general translation

property of Fourier transforms,
Ph

f˜(k) = F [f (x)] = F [f (x − ma)] = e−imka f˜(k)

Thus
0 = f˜(k) 1 − e−imka

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implying, in the particular case m = 1, that either f˜(k) =

T
0 or ka = 2πn where n is an integer.

NE
(b) This result is immediate, since differentiating under
the integral sign gives

df˜(ω)
Z ∞  Z ∞
i ∂ 1
i =√ f (t)e−iωt dt = √ tf (t)e−iωt dt
dω 2π ∂ω −∞ 2π −∞
ide
(c) From the definition of a Fourier transform,
Z ∞
1
F [f (mt + c)] = √ f (mt + c)e−iωt dt
2π −∞
gu
We make a change of integration variable by setting mt+c =
u, with dt = du/m and −∞ < u < ∞. This yields
ics

Z ∞
1 du
F [f (mt + c)] = √ f (u)e−iω(u−c)/m
2π −∞ m
∞
eiωc/m 1
Z
= √ f (u)e−i(ω/m)u du
ys

m 2π −∞
eiωc/m ˜  ω 
= f
m m
Ph

as stated in the question.

Solution: 3.3. The Heaviside function H(x) has value

0 for x < 0 and value 1 for x ≥ 0. Write H(x−a)e−bx = h(x)

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with b assumed > 0. Then

T
Z ∞
1
h̃(k) = √ H(x − a)e−bx e−ikx dx
2π Z−∞

NE
∞
1
=√ e−bx−ikx dx
2π a
 −bx−ikx ∞
1 e
=√
2π −b − ik a
1 e−ba e−ika −ika e
−ba
b − ik
=√
2π b + ik
ide
=e √
2π b2 + k 2
This same result could be obtained by setting y = x − a,
finding the transform of e−ba e−by , and then using the trans-
gu
lation property of Fourier transforms.

Solution: 3.4. The function to be transformed is unity

in the range −1 ≤ t ≤ 1 and so
ics

Z 1  −iω iω

1 1 e − e 2 sin ω
f˜(ω) = √ 1e −iωt
dt = √ = √
2π −1 2π −iω 2πω
ys

Denote by p(t) the convolution of f with itself and, in the

second line of the calculation below, change the integration
variable from s to u = t − s :
Ph

Z ∞ Z 1
p(t) ≡ f (t − s)f (s)ds = f (t − s)1ds
−∞ −1
Z t−1 Z t+1
= f (u)(−du) = f (u)du
t+1 t−1

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It follows that

T
( (
(t + 1) − (−1) 0 > t > −2 2 − |t| 0 < |t| < 2
p(t) = =

NE
1 − (t − 1) 2>t>0 0 otherwise
The transform of p is given directly by the convolution the-
orem [which states that if h(t), given by h = f ∗ g, is the
√
convolution of f and g, then h̃ = 2π f˜g̃] as
√ 2 sin ω 2 sin ω 4 sin2 ω
p̃(ω) = ide
2π √ √
2πω 2πω
=√
2π ω 2
Noting that the two integrals to be evaluated have as in-
tegrands the squares of functions that are essentially the
gu
known transforms of simple functions, we are led to apply
Parseval’s theorem to each. Applying the theorem to f (t)
and p(t) yields
ics

Z ∞ Z ∞ Z ∞
4 sin2 ω 2 sin2 ω
2
dω = |f (t)| dt = 2 ⇒ 2
=π
−∞ 2πω −∞ −∞ ω
Z ∞ Z 0 Z 2
16 sin4 ω
ys

and 4
dω = (2 + t)2 dt + (2 − t)2 dt
−∞ 2π ω −2 0
0 2
(2 + t)3 (2 − t)3
   
= −
Ph

3 −2 3 0
8 8
= +
Z ∞3 34
sin ω 2π
⇒ 4
dω =
−∞ ω 3
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Solution: 3.5. (a) Write the given sine function in

T
terms of exponential functions. Its Fourier transform is then
easily calculated as

NE
Z ∞ (−γ−iω+ip)t
˜ 1 e − e(−γ−iω−ip)t
f (ω, γ, p) = √ dt
2π 0  2i

1 1 −1 1
=√ +
2π 2i −γ − iω + ip −γ − iω − ip
=√
1 ide
p
2π (γ + iω)2 + p2

(b) since the current is given by the convolution

gu
Z ∞
I(t) = K(t − u)V (u)du
−∞
ics

the convolution theorem implies that the Fourier transforms

√
of I, K and V are related by I(ω)˜ = 2π K̃(ω)Ṽ (ω) with,
from part (a)
ys

" #
1 a1 p 1 a2 p 2
K̃(ω) = √ +
2π (γ1 + iω) + p21 (γ2 + iω)2 + p22
2
Ph

Now, by expressing I (t0 ) in its Fourier integral form, we can

write
Z ∞ Z ∞ Z ∞
1 ˜ iωt0
Q(∞) = I (t0 ) dt0 = dt0 √ I(ω)e dω
−∞ −∞ −∞ 2π
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R∞ 0
But −∞ e
iωt
dt0 = 2πδ(ω) and so

T
Z ∞
1 ˜
Q(∞) = √ I(ω)2πδ(ω)dω

NE
−∞ 2π
2π ˜ √ √
= √ I(0) = 2π 2π K̃(0)Ṽ (0)
2π  
1 a1 p 1 a2 p 2
= 2π √ + Ṽ (0)
2π γ12 + p21 γ22 + p22
ide
For Q(∞) to be zero for an arbitrary V (t), we must have
a1 p 1 a2 p 2
+ 2 =0
γ12+ p1 γ2 + p22
2
gu
and so this is the required relationship.

Solution: 3.6. We utilise the first result of the previous

ics

exercise (3.5.) in the special case where γ = p = a, f (t) =

e−at sin at and consequently
1 a
f˜(ω) = √
ys

2π (a + iω)2 + a2
Applying Parseval’s theorem,
Ph

Z ∞ Z ∞
2
|f (t)| dt = |f˜(ω)|2 dω
−∞ −∞

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to this function and its transform:

T
Z ∞
e−2at sin2 atdt

NE
0
Z ∞  
1 a a
= dω
2π −∞ (a + iω)2 + a2 (a − iω)2 + a2
Z ∞
1 a2
= dω
2π −∞ (a2 + ω 2 )2 + 2a2 (a2 − ω 2 ) + a4
1 ∞ a2
Z
=
π 0 4a4 + ω 4 ide
dω

Solution: 3.7. By definition,

Z ∞
gu
1 −λt 1
a(z) = e H(t) e−λ(t+z) H(t + z)dt
−∞ λ λ
e−λz ∞ −2λt
Z
= 2 e dt
λ
ics

z0

where z0 = 0 for z > 0 and z0 = |z| for z < 0; so

∞
e−λz e−2λt

a(z) = 2
ys

λ −2λ z0
e−λ(z+2z0 ) e−λ|z|
= =
2λ3 2λ3
Ph

The Fourier transform of f (t) is given by

Z ∞
1 1 −λt −iωt 1
f˜(ω) = √ e e dt = √
2π 0 λ 2πλ(λ + iω)
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The special case of the Wiener-Kinchin theorem in which

T
both functions are the same shows that the inverse Fourier
√
transform of the energy spectrum, 2π|f˜(ω)|2 , is equal to

NE
the auto-correlation function, i.e.
Z ∞√
1 eiωz e−λ|z|
√ 2π dω =
2π −∞ 2πλ2 (λ2 + ω 2 ) 2λ3
from which the stated result follows immediately.
ide
4 More Exercises
gu
4.1. Find the Fourier transformation of the function

0 forx < 0
f (x) =
ics

e−x/τ sin(k0 x) forx ≥ 0

4.2. Find Inverse Laplace transformation of

6−s
ys

s2 + 4s + 20
Solve these differential equation by Laplace Trans-
formation
Ph

4.3.
d2 y dy
2
+ 4 + 4y = x2 e−2t
dx dx
with the boundary condition y(0) = y 0 (0) = 0

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4.4.

T
dy dy
+ 4 + 5y = δ(x − x0 )
dx2 dx

NE
with the boundary condition y(0) = y 0 (0) = 0
4.5. Evaluate Z π
cosh xδ 00 (x − 1)dx
0
4.6. Expand the function in Fourier Series.

f (x) =
( ide
0, −π < x < 0
sin x, 0 < x < π

Then show that,

gu
1 1 1 1
+ + + · · · =
22 − 1 42 − 1 62 − 1 2
ics

4.7. Find the exponential Fourier transform of f (x) = e−|x|

and write the inverse transform. You should find the value
of Z ∞
cos αx
ys

dα
0 α2 + 1
4.8. Given
Ph


 x,
 0≤x≤1
f (x) = 2 − x, 1 ≤ x ≤ 2

 0, x≥2

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Find the cosine transform of f(x) and use it to write f(x) as

T
an integral. Use your result to evaluate

NE
Z ∞
cos2 α sin2 α/2
dα
0 α2
4.9. What would be the apparent frequency of a sound wave
represented by
∞
ide
p(t) =
X

n=1
cos 60nπt
100(n − 3)2 + 1
?

4.10. Find inverse Laplace Transformation of the functions

gu
1+p
(a)
(p + 2)2
2p − 1
ics

(b)
p2 − 2p + 10
pe−pπ
(c)
(p2 + 1)
ys

4.11. Find the Laplace Transformation of

(
sin(x − vt), t > x/v
Ph

f (t) =
0, t < x/v

4.12. Solve the following sets of equations by the Laplace

transform method

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T
z 0 + 2y = 0
(a)
y 0 − 2z = 2

NE
y 0 + z = 2 cos t
(b)
z0 − y = 1
4.13. Evaluate following integrals,

(a)
Z

−1
1
3x 0
e δ (x)dx
ide (b)
Z

−π/2
π/2
cos xδ(sin x)dx
gu
4.1 Ans Keys
 
1 1 1
4.1. −
ics

2 k + k0 − i/τ k − k0 − i/τ
4.2. e−4t (2 sin 4t − cos 4t)
x4 e−2t
4.3. y =
ys

12
4.4. 
e−2(x−x0 ) sin(x − x ) for x > x
0 0
y=
Ph

0 for x < x0
4.5. : cosh 1
 
1 1 2 cos 2x cos 4x cos 6x
4.6. f (x) = + sin x− + + + ···
π 2 π 22 − 1 42 − 1 62 − 1
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π −|x|

T
4.7. e
2
π
4.8.

NE
8
4.9. 90
1
4.10. (a) e−2t − te−2t ; (b) et sin 3t + 2et cos 3t (c)y =
 3
cos(t − π) for t > π
0 for t < π

4.11. −v p2 + v 2

−1
ide px
e− v
4.12. (a) y0 = z0 = 0, (b) y0 = −1, z0 = 1
gu
4.13. (a) −3, (b) 1
ics
ys
Ph

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