CONTENTS

Page

Chapter 1 THE LAPLACE TRANSFORM ................................ 1

Definition of the Laplace transform. Notation. Laplace transforms of some
elementary functions. Sectional or piecewise continuity. Functions of ex-
ponential order. Sufficient conditions for existence of Laplace transforms.
Some important properties of Laplace transforms. Linearity property. First
translation or shifting property. Second translation or shifting property.
Change of scale property. Laplace transform of derivatives. Laplace trans-
form of integrals. Multiplication by tn. Division by t. Periodic functions.
Behavior of f (s) as s--. Initial-value theorem. Final-value theorem.
Generalization of initial-value theorem. Generalization of final-value theorem.
Methods of finding Laplace transforms. Direct method. Series method.
Method of differential equations. Differentiation with respect to a parameter.
Miscellaneous methods. Use of Tables. Evaluation of integrals. Some special
functions. The gamma function. Bessel functions. The error function.
The complementary error function. Sine and cosine integrals. Exponential
integral. Unit step function. Unit impulse or Dirac delta function. Null
functions. Laplace transforms of special functions.

Chapter 2 THE INVERSE LAPLACE TRANSFORM .................... 42

Definition of inverse Laplace transform. Uniqueness of inverse Laplace trans-
forms. Lerch's theorem. Some inverse Laplace transforms. Some important
properties of inverse Laplace transforms. Linearity property. First transla-
tion or shifting property. Second translation or shifting property. Change
of scale property. Inverse Laplace transform of derivatives. Inverse Laplace
transform of integrals. Multiplication by sn. Division by s. The convolution
property. Methods of finding inverse Laplace transforms. Partial fractions
method. Series methods. Method of differential equations. Differentiation
with respect to a parameter. Miscellaneous methods. Use of Tables. The
complex inversion formula. The Heaviside expansion formula. The beta
function. Evaluation of integrals.

Chapter 3 APPLICATIONS TO DIFFERENTIAL EQUATIONS.......... 78

Ordinary differential equations with constant coefficients. Ordinary differen-
tial equations with variable coefficients. Simultaneous ordinary differential
equations. Applications to mechanics. Applications to electrical circuits.
Applications to beams. Partial differential equations.

Chapter 4 APPLICATIONS TO INTEGRAL AND

DIFFERENCE EQUATIONS .................................. 112
Integral equations. Integral equations of convolution type. Abel's integral
equation. The tautochrone problem. Integro-differential equations. Difference
equations. Differential-difference equations.

Chapter 5 COMPLEX VARIABLE THEORY ............................. 136

The complex number system. Polar form of complex numbers. Operations in
polar form. De Moivre's theorem. Roots of complex numbers. Functions.
Limits and continuity. Derivatives. Cauchy-Riemann equations. Line in-
tegrals. Green's theorem in the plane. Integrals. Cauchy's theorem. Cauchy's
integral formulas. Taylor's series. Singular points. Poles. Laurent's series.
Residues. Residue theorem. Evaluation of definite integrals.
 Chapter 1
The Laplace Transform

DEFINITION OF THE LAPLACE TRANSFORM

Let F(t) be a function of t specified for t> 0. Then the Laplace transform of F(t),
denoted by 4 (F(t)), is defined by
{F(t)) = f(s) = f e-St F(t) dt (1)
0

where we assume at present that'the parameter s is real. Later it will be found useful
to consider s complex.
The Laplace transform of F(t) is said to exist if the integral (1) converges for some
value of s; otherwise it does not exist. For sufficient conditions under which the Laplace
transform does exist, see Page 2.

NOTATION
If a function of t. is indicated in terms of a capital letter, such as F(t), G(t), Y(t), etc.,
the Laplace transform of the function is denoted by the corresponding lower case letter,
i.e. f (s), g(s), y(s), etc. In other cases, a tilde (-) can be used to denote the Laplace trans-
form. Thus, for example, the Laplace transform of u(t) is is (s).

LAPLACE TRANSFORMS OF SOME ELEMENTARY FUNCTIONS

F(t) -C {F(t)} = f(8)

1. 1 1
s
8>0

2. t
s2
s>0

The adjacent table shows 3. to 8>0

sn !
Laplace transforms of various n = 0, 1, 2, ... Note. Factorial n = n! = 12 n
elementary functions. For de- Also, by definition 0! = 1.
tails of evaluation using defini-
tion (1), see Problems-1 and 2.
For a more extensive table see 4. eat
s-a
1 s > a
Appendix B, Pages 245 to 254.
5. sin at
_a
82 +a2
s >0

8
6. cos at
82
8>0
a2

7. sinh at a
82 - a2
8 > jai

8. cosh at 8 > lat

82 a2

1
2 THE LAPLACE TRANSFORM [CHAP. 1

SECTIONAL OR PIECEWISE CONTINUITY

A function is called sectionally continuous or piecewise continuous in an interval
c< t-< a if the interval can be subdivided into a finite number of intervals in each of
which the function is continuous and has finite right and left hand limits.
F(t)

I/
j

t
a ti t2 1t3 R

Fig. 1-1

An example of a function which is sectionally continuous is shown graphically in

Fig. 1-1 above. This function has discontinuities at ti, t2 and t3. Note that the right and
left hand limits at t2, for example, are represented by lim F(t2 + E) = F(t2 + 0) = F(t2+)
0 e
and lim F(t2 - E) = F(t2 - 0) = F(t2-) respectively, where c is positive.
E-+0

FUNCTIONS OF EXPONENTIAL ORDER

If real constants M > 0 and y exist such that for all t > N
I e-It F(t) I <M or I F(t) 1 < Melt
we say that F(t) is a function of exponential order y as t- - or, briefly, is of exponential
order.
Example 1. F(t) = t2 is of exponential order 3 (for example), since ;t2j = t2 < eat for all t > 0.
et3
Example 2. F(t) = is not of exponential order since I e-vt et' 1 = et3-yt can be made larger than
any given constant by increasing t.
Intuitively, functions of exponential order cannot "grow" in absolute value more rapidly
than Me"' as t increases. In practice, however, this is no restriction since M and y can be
as large as desired.
Bounded functions, such as sin at or cos at, are of exponential order.

SUFFICIENT CONDITIONS FOR EXISTENCE OF LAPLACE TRANSFORMS

Theorem 1-1. If F(t) is sectionally continuous in every finite interval 0 < t< N and
of exponential order y for t > N, then its Laplace transform f (s) exists for all s > y.
For a proof of this see Problem 47. It must be emphasized that the stated conditions
are sufficient to guarantee the existence of the Laplace transform. If the conditions are
not satisfied, however, the Laplace transform may or may not exist [see Problem 32].
Thus the conditions are not necessary for the existence of the Laplace transform.
For other sufficient conditions, see Problem 145.
CHAP. 11 THE LAPLACE TRANSFORM 3

SOME IMPORTANT PROPERTIES OF LAPLACE TRANSFORMS

In the following list of theorems we assume, unless otherwise stated, that all functions
satisfy the conditions of Theorem 1-1 so that their Laplace transforms exist.

1. Linearity property.
Theorem 1-2. If c1 and C2 are any constants while F1(t) and F2(t) are functions
with Laplace transforms f i (s) and f2 (s) respectively, then
.({C1F1(t)+C2F2(t)I = C14 {Fi(t)} + c2a({F2(t)} = clfl(s) + C2f2(s) (2)
The result is easily extended to more than two functions.
Example. C (4t2 - 3 cos 2t + 5e-1} = 4.C {t2} - 3.C {cos 2t} + 5.4 {e-t}

4(83) --3(s2+4)+5Cs+1)
8 _ 3s + 5
s3 s2+4 s+1
The symbol C, which transforms F(t) into f (s), is often called the Laplace trans-
formation operator. Because of the property of t expressed in this theorem, we say
that e( is a linear operator or that it has the linearity property.

2. First translation or shifting property.

Theorem 1-3. If aC {F(t)} = f(s) then
a( {eal F(t)} = f(s - a) (3)

S
Example. Since e {cos 2t} = .32+ 4,
we have
.C{e-tcos2t} = s+1 = s+1
(s+1)2+4 s2+2s+5

3. Second translation or shifting property.

<
Theorem 1-4. If (F(t)) s and G(t) = td(t - a) t a , then
.({G(t)) = e-as f(s) (4)

Example. Since i {t3} = = s4 , the Laplace transform of the function

s4

G(t) = j(t - 2)3 t>2

10 t<2
is 6e-2s/g4

4. Change of scale property.

Theorem 1-5. If .( {F(t)} = f(s), then
.t {F(at)} (5)

Example. Since .( {sin t} = s2 + 1 we have

{sin 3t} = 1 1 _ 3
3 (s/3)2 + 1 s2 + 9
4 THE LAPLACE TRANSFORM [CHAP. 1

5. Laplace transform of derivatives.

Theorem 1-6. If t {F(t)} = f(s), then
i (F'(t)) = s f(s) - F(O) (6)

if F(t) is continuous for 0 < t < N and of exponential order for t > N while F'(t) is
sectionally continuous for 0 < t < N.

Example. If F(t) = cos 3t, then r {F(t)} = 82 + 9 and we have

{F'(t)} {-3 sin 3t} = s (82+9 )

-1 82+ 9

The method is useful in finding Laplace ` transforms without integration [see

Problem 151.

Theorem 1-7. If in Theorem 1-6, F(t) fails to be continuous at t = 0 but

lim
t-.o
F(t) = F(0+) exists [but is not equal to F(0), which may or may not exist], then
.C {F'(t)) = sf(s) - F(0+) (7)

Theorem 1-8. If in Theorem 1-6, F(t) fails to be continuous at t = a, then

J (F'(t)) = s f (s) - F(O) - e -°s { F(a+) - F(a-) } (8)
where F(a+) - F(a-) is sometimes called the jump at the discontinuity t = a. For
more than one discontinuity, appropriate modifications can be made.
Theorem 1-9. If {F(t) } = f (s), then
{F"(t)} = s2 f(s) - sF(0) - F'(0) (9)
if F(t) and F'(t) are continuous for 0 = t < N and of exponential order for t > N
while F"(t) is sectionally continuous for 0 t-:5 N.
If. F(t) and F'(t) have discontinuities, appropriate modification of (9) can be made
as in Theorems 1-7 and 1-8.

Theorem 1-10. If (' {F(t)} = f(s), then

4 (Fcn)(t) } = sn f(s) - sn-' F(0) - sn 2 F'(0) - s Fcn-2,(0) - Fcn 1)(0) (10)
if F(t), F'(t), ..., F`n-"(t) are continuous for 0 t N and of exponential order
for t > N while F(n)(t) is sectionally continuous for 0 < t < N.

6. Laplace transform of integrals.

Theorem 1-11. If C {F(t)} = f(s), then

of if foF(u) du1

Example. Since t {sin 2t} = -

+4 , we have
(J
1
J
r
sin 2u du - 2
S(82+4)
U

as can be verified directly.

CHAP. 1) THE LAPLACE TRANSFORM 5

7. Multiplication by tn.
Theorem 1-12. If . {F(t)} = f(s), then
-(' {tn F(t)} _ (-1)n f(s) = (-1)n f(n)(s)
dsn

Example. Since C {e2t} = _1_ we have

s-2'

.e {te2t}
d (s-2
1 1 1
ds (s-2)2
d( 1 ) _ 2 2
.e {t2e2t}
d82 s-2 (s-2)
8. Division by t.
Theorem 1-13. If . {F(t)} = f(s), then
f s
f (u) du (13)
provided lim F(t)/t exists.
t-.o
({sin t} - 1 sin t
Example. Since 82 + 1 and E o t
= 1, we have
sin t l __ f x du
t j J u2 + 1 - tan' 1(11s)

9. Periodic functions.
Theorem 1-14. Let F(t) have period T > 0 so that F(t + T) = F(t) [see Fig. 1-2].
T

f° e-" F(t) dt
Then {F'(t)} _ (14)
1 - e-ST

F(t)

Fig. 1-2

10. Behavior of f (s) as s -* co .

Theorem 1-15. If e (F(t)} = f(s), then
lim f (s)
S -. 'Jo
= 0 (15)

11. Initial-value theorem.

Theorem 1-16. If the indicated limits exist, then
lim F(t) = lim s f (s)
t--0 s- (16)
6 THE LAPLACE TRANSFORM [CHAP. 1

12. Final-value theorem.

Theorem 1-17. If the indicated limits exist, then
lim F(t) = lim s f (s) (17)
t-. o s-.o

13. Generalization of initial-value theorem.

If urn F(t)/G(t) = 1, then we say that for values of t near t = 0 [small t], F(t) is
t-.o
close to G(t) and we write F(t) - G(t) as t- 0.
Similarly if lim f(s)/g(s) = 1, then we say that for large values of s, f (s) is
-4 00
close to g(s) and we write f (s) - g(s) as s
With this notation we have the following generalization of Theorem 1-16.
Theorem 1-18. If F(t) - G(t) as t - 0, then f(s) - g(s) as s -> oo where f (s)
.C (F(t)) and g(s) _ .( {G(t)}.

14. Generalization of final-value theorem.

If lim F(t)/G(t) = 1, we write F(t) - G(t) as t Similarly if lim f(s)/g(s) = 1,
tW So
we write f (s) -- g(s) as s - 0. Then we have the following generalization of Theorem
1-17.
Theorem 1-19. If F(t) ~ G(t) as t - oc, then f (s) - g(s) as s - 0 where f (s) _
.C {F(t)} and g(s) _ .({G(t)}.

METHODS OF FINDING LAPLACE TRANSFORMS

Various means are available for determining Laplace transforms as indicated in the
following list.

1. Direct method. This involves direct use of definition (1).

2. Series method. If F(t) has a power series expansion given by

F(t) = ao + ait + a2t2 + =I n-o
ante (18)

its Laplace transform can be obtained by taking the sum of the Laplace transforms
of each term in the series. Thus
= ao a, 2!-a2 n! an
.C {F(t)}
S
+ S- + s'3 + _ $n+1 (19)
n-U
A condition under which the result is valid is that the series (19) be convergent
for s > y. See Problems 34, 36, 39 and 48.

3. Method of differential equations. This involves finding a differential equation satis-

fied by F(t) and then using the above theorems. See Problems 34 and 48.
4. Differentiation with respect to a parameter. See Problem 20.

5. Miscellaneous methods involving special devices such as indicated in the above theo-
rems, for example Theorem 1-13.

6. Use of Tables (see Appendix).

CHAP. 1] THE LAPLACE TRANSFORM 7

EVALUATION OF INTEGRALS
If f (s) = C {F(t) }, then
f0 e-StF(t) dt = f(s) (20)
Taking the limit as s -> 0, we have
f
0
F(t) dt = f(0) (21)

assuming the integral to be convergent.

The results (20) and (21) are often useful in evaluating various integrals. See Problems
45 and 46.

SOME SPECIAL FUNCTIONS

1. The Gamma function.
If n > 0, we define the gamma function by

r(n) = f 0
un- ' e-u du (22)

The following are some important properties of the gamma function.

1. r(n + 1) = n r(n), n>0
Thus since r(1) 1, we have I'(2) = 1, r(3) = 2 ! = 2, or(4) = 3! and in general
r(n + 1) = n!, if n is a positive integer. For this reason the function is some-
times called the factorial function.
2. r(:) = N5
3. r(p) r(1- p) - sin per '
0<p<1
4. For large n,
r(n+1) - 27rnn11 e-n
[Here - means "approximately equal to for large n". More exactly, we write
F(n) ~ G(n) if lim F(n)/G(n) = 1.] This is called Stirling's formula.
n < 0 we can define r(n) by
= r(n + 1)
r(n)
n
II. Bessel functions.
We define a Bessel function of order n by
(t) =
_ t2
2(2n+2)
0 _ ... (23)
2nr(n+1) 1 2.4(2n + 2)(2n + 4)
Some important properties are
1. J-n (t) (-1)n Jn (t) if n is a positive integer

2. Jn+Z (t) =
2t J, (t) -
(t)

3.
dt to Jn-i (t). If n = 0, we have Jo(t) = -J1(t).
4. e 'h"-1/u) = 1' Jn(t)un
9!=-a
This is called the generating function for the Bessel functions.
8 THE. LAPLACE TRANSFORM [CHAP. 1

5. J. (t) satisfies Bessel's differential . equation.

t2 Y11(t) + t Y'(t) + (t2 - n2) Y(t) _ 0

It is convenient to define J0(it) = i-nIn(t) where I0(t) is called the modified

Bessel function of order n.

III. The Error function is defined as

erf (t) = 2 0
e-u2 du (24)

IV. The Complementary Error function is defined as

erfc (t) = 1 erf (t). 1- 2 ft 0
e-u2du 5e_u2du (25)

V. The Sine and Cosine integrals are defined by

t
Si (t) =f 0
sin u du
u
(26)

Ci (t) =
f t
Cos u
u
du (27)

VI. The Exponential integral is defined as

00
eu
Ei (t) =
5 du (28)

VII. The Unit Step function, also called Heaviside's unit function, is defined as

'U(t - a) _ {0 t < a (29)

See Fig. 1-3. 1 t>a

u(t - a) Fe(t)

i I

1/E

t t.
a

Fig. 1-3 Fig. 1-4

VIII. The Unit Impulse function or Dirac delta function...

Consider the function
1/E
FE (t)
0 t> (30)

where e > 0, whose graph appears in Fig. 1-4.

CHAP. 1] THE LAPLACE TRANSFORM 9

It is geometrically evident that as e - 0 the height of the rectangular shaded

region increases indefinitely and the width decreases in such a way that the area
is always equal to 1, i.e. f F,(t) dt = 1.
0
This idea has led some engineers and physicists to think of a limiting function,
denoted by S(t), approached by FE(t) as E-0. This limiting function they have
called the unit impulse function or Dirac delta function. Some of its properties are

1. 58(t)dt = 1

f
0

2. 3(t) G(t) dt = G(0) for any continuous function G(t).

f
0

3. 8(t - a) G(t) dt = G(a) for any continuous function G(t).

0

Although mathematically speaking such a function does not exist, manipulations

or operations using it can be made rigorous.
IX. Null functions. If N(t) is a function of t such that for all t > 0
f '((u) du
t
= 0
we call N (t) a null function.
1 1 t - 1/2
Example. The function F(t) 1 t=1 is a null function.
0 otherwise
In general, any function which is zero at all but a countable set of points [i.e. a set
of points which can be put into one-to-one correspondence with the natural numbers
1, 2, 3, ... ] is a null function.

LAPLACE TRANSFORMS OF SPECIAL FUNCTIONS

In the following table we have listed Laplace transforms of various special functions.
For a more extensive list see Appendix B, Page 245.
Table of Laplace transforms of special functions
F(t) f(s) = C {F(t)}

1. to r(n + 1)
gn+1
Note that if n = 0,1,2,... this
reduces to entry 3, Page 1.

1
2. J0(at)
s2 -+a2

( s2 + a2 - 8)n
3. Jn(at)
an s2 + a2

V-7
4. sin vt- 20/2 0-114s

COS X Ft e-1/4s
5.
10 THE LAPLACE TRANSFORM [CHAP. 1

Table of Laplace transforms of special functions (cont.)

F(t) f (s) _ i {F(t)}

6. erf (t) e32/4 erfc (s/2)

8

1
7. e r f (Vi)
8 a+1

8. Si (t)
s
tan-1 8

9. Ci (t) In (82 + 1)
2s

10. Ei (t) In (s + 1)
8

a ns
11. 1f(t - a)
8

12. S (t) 1

13. S(t - a) a-as

14. `Nf t) 0

Solved Problems
LAPLACE TRANSFORMS OF SOME ELEMENTARY FUNCTIONS

Prove that: (a) ( (1) = 1, s > 0; {t} = 1, s > 0; {eat} = s > a.

1.
S
(b)
s
(c)
s-a
1 ,

p
(a) .i {1} = e-st (1) dt = lim e-st dt
fo P.4,0 J 0

e-st IP
lim
-.m -3 to
if s>0

oa
(b) -C (t) e-st (t) dt = lim t e-st dt
P...m Jop

= lim e-SP Pe-sP\

lim (t) (e-8t) - (1)(e824t )
P
P-.w 82
(1
82 8 /)

= 182 if 8>0
where we have used integration by parts.
CHAP. 1] THE LAPLACE TRANSFORM 11

(c) {eat} =
foP"
lim
e-$t (eat) dt

e-(s-a)t IP
P-+oo -(s -a) 0
=

=
lim
°°

lira
P-.m
f0
P
e-- (s-a)t dt

1- e-<s 011
s-a s-a
1
if s > a
For methods not employing direct integration, see Problem 15.

2. Prove that (a) . {sin at) _ s2+a2, (b) . {cos at} = s2+t12 if s>0.
x P
(a) {sin at}
J e-st sin at dt =
plim
f 0e-st sin at dt

lim
e-st (- s sin at - a cos at) (P
P- 82 + a2 0

lim
J a e-sP (s sin aP + a cos aP)1
P-. 1 S2 + a2 S2 + a2 J
a
S2 + a2
if 8>0

P
(b) {cos at} e-st cos at dt = lim
P-. .e
f e-st cos at dt
0
0

lim
e`st (- s cos at + a sin at) IP
P-. 82 + a2 0

f s e-sP (a cos aP - a sin aP)

lim
P-.x 1s2+a2 - S2+a2
8
S2+ a2 if s>0
We have used here the results

f eat sin /it dt eat (a sin /3t - /3 cos /3t)

a2 + /32
(1)

f eat cos /3t dt eat (a cos /3t + /3 sin /3t)

a2+/32 (2)

Another method. Assuming that the result of Problem 1(c) holds for complex numbers (which can
be proved), we have
.C {etat}
1 s + ia (S)
a - ta s2 + a2

But eiat = cos at + i sin at. Hence

a
.C {etat}
J e-st (cos at + i sin at)

f. e-st cos at dt + i f, 0
e-st sin at dt .C {cos at} + i .e {sin at}

From (3) and (4) we have on equating real and imaginary parts,
a
.C {cos at} = s2 a2 0 C {sin at} = 82 + a2
+
12 THE LAPLACE TRANSFORM [CHAP. 1

a S
if s > jal.
3. Prove that (a) ( (sinh at) = s2 a2, (b) . {cosh at) = s2 a2

(a) .e (sinh at)

eat 2e-atl
= f -e-It /eat 2e-atl dt
1\ J

t e-st eat dt f e-st e-at dt

2 0 0
2
2 .e {eat} {e-at}

_ 1
2 s-a
1 _
s-+--a j
1 - s2-a2
a
for s > Ial

Another method. Using the linearity property of the Laplace transformation, we have at once
eat 2e-at {eat}
- 2 .t; {e-at}
.e {sinh at) 2.

= 1[ 1 _ a
for s > laj
2 [s-a +a) g2-a2

(b) As in part (a),

= _
e {cosh at} : {l( eat + e-at 2 - 1
2
C {eat} +
2
C {e-at}

If I -
s2-a2
s
for s > Ial
2 13-a + s+a j -"

5 0<t<3
4. Find C {F(t)} if F(t) _ {0 t>3
By definition, m
3

.i {F(t)} = e-stF(t) dt = o e-st (5) dt + f e-st (0) dt

J0 0 3

5 0
3
a-st dt
5 e_ tit 3 - 5(1 - e-35)
0
-s to S

THE LINEARITY PROPERTY

5. Prove the linearity property [Theorem 1-2, Page 3].
,
Let e {Fi(t)} = f1(s) = f, e -st F1(t) dt and ,.C {F2(t)) = f2(s) = f e-stF2(t) dt. Then if
o °
ci and c2 are any constants,
M
.( {c1 F1(t) + c2 F2 (t)} J. e-st {c1 F1(t) + c. F2(t)} dt
= cifx e-st F1(t) dt + c2J 0 a-$t F2(t) dt
0

= c1.C {Fl(t)} + c2.i {F2(t)}

clfl(8) + c2f2(e)
The result is easily generalized [see Problem 61].
CHAP. 1] THE LAPLACE TRANSFORM 13

6. Find C (4e5t + 6t3 - 3 sin 4t + 2 cos 2t }.

By the linearity property [Problem 6] we have
4 {4e5L + 6t3 - 3 sin 4t + 2 cos 2t} = 4.C {e5t} + 6.C {t3} - 3.4 {sin 4t} + 2.( {cos 2t}

3'
4(s-5)+6(84)
1 4 8
-3 32+16)+2`82+4
4 36 12 2s
s-5 + s4 s2+16 + 82+4
where s > 6.

TRANSLATION AND CHANGE OF SCALE PROPERTIES

7. Prove the first translation or shifting property: If .1 {F(t)} = f(s), then ., (eatF(t)) _
f(s - a).
We have C {F(t)} = f 0
e-atF(t) dt = f(s)

Then e {eat F(t)} = f 0

*0 e-at {eat F(t)} dt
W

so
e-(s-a)tF(t) dt = f(s-a)

8. Find (a) .t {t2e3t}, (b) .e (e-2t sin 4t), (c) 4 {e4t cosh 5t}, (d) I {e-2t(3 cos 6t - 5 sin 6t)}.

{t2} = 83 = 2s . Then C {t2e3t} =

(8-3)3'
2

(b) C {sin 4t} = 82 4 16 . Then 4 {e-2t sin 4t} = 4

(8 + 2)2 + 16
- 4
s2 + -4s+ 20 '
+

s
(c) . {cosh 5t} = 8225 Then C {e4t cosh 5t} = 8-4 = s-4
' (a-4)2-25 82-8s-9*

Another method
/e5t+e-5t) 14
{e9t+e-t}
fe4t

.( {e4t cosh 5t}

l
1I\\
2 2

= 1J 1 + 1 _ s-4
18-9 8+1 82-8s-9

(d) e {3 cos 6t - 5 sin 6t} = 3.C {cos 6t} - 5 -C {sin 6t}

_ s 6 38 - 30
3(82+36 -5 (82+36 = 82+36

Then . {e-2t (3 cos 6t - 5 sin 6t)} = 3(8+2)-30 = 3s - 24

(8+2)2+86 s2+4s+40
14 THE LAPLACE TRANSFORM [CHAP.1

f0
9. Prove the second translation or shifting property:
{o (t - a) t < a
If C {F(t) } = f (s) and G(t) = r then X {G(t)} = e-as f (s).

.t {G(t)} =
w
e-st G(t) dt = f a
e-st G(t) dt + f e-st G(t) dt
o0

f
a

f a e- st (0) dt + e-st F(t - a) dt

0

e-st F(t -a) dt

fa
oo

e-s(u+a) F(u) du

e-as f e--F(u) du
0

e -as f (s)

where we have used the substitution t = u + a.

r cos (t - 27r/3) t > 2zr/3

10. Find e (F(t)) if F(t) = j0
t<27r/3

2rr/3
=f
0

Method 1. C {F(t)} e-st (0) dt + e-st cos (t - 2rr/3) dt

0 KF/3
00

e-s(u+27r/3) cos u du
fo
= e-21rs/3
f0
e-su cos u du = se - 2vs/3
S2+1

Method 2. Since C (cos t} = s2

+ it follows from Problem 9, with a = 27r/3, that
se -gas/3
t {F(t)} 82+1

11. Prove the change of scale property: If e {F(t)} = f(s), then

f e-st F(at) dt

f
0

e-s(u/a) F(u) d(u/a)

0

1f
a o(1)e-su/a F(u) du

of
using the transformation t = u/a.
CHAP. 1 1 THE LAPLACE TRANSFORM 15

12. Given that lsin t

1 = tan- 1(1/s), find
(siat
C
By Problem 11,
a-C Isi tat I tan-1 {1/(sla)} (als)
at a tan
a
Then {sinat). = tan-1(a/8).
tI

LAPLACE TRANSFORM OF DERIVATIVES

13. Prove Theorem 1-6: If . {F(t) } = f (s), then Z (F'(t) } = s f (s) - F(O).
Using integration by parts, we have

I P
00

.C {F'(t)} e-st F'(t) dt = lim f e -st F'(t) dt

P-.00 0

P P
lim j e-st F(t)
P- .o l
+ s f e-st F(t) dtl
0 0

P
lim {e_SPF(P)
P -. oO
- F(0) + sf e-st F(t) dt }
o

s fo, e-s1 F(t) dt - F(O)

a f(8) - F(O)
using the fact that F(t) is of exponential order y as t so that lim a-4P F(P) = 0 for s > y.
P-'
For cases where F(t) is not continuous at t = 0, see Problem 68.

14. Prove Theorem 1-9, Page 4: If C {F(t) } = f (s) then . {F"(t) } = s2 f (S) - s F(0) - F'(0).
By Problem 13,
., {G'(t)} = s .1 {G(t)} - G(0) = s g(s) - G(0)
Let G(t) = F'(t). Then
.C {F"(t)} s.i {F'(t)} - F'(0)
s [s C {F(t)} - F(0)] - F'(0)
82.C {F(t)} - s F(O) - F'(0)
82 f(8) - s F(0) - F'(0)
The generalization to higher order derivatives can be proved by using mathematical inductiofi
[see Problem 651.

15. Use Theorem 1-6, Page 4, to derive each of the following Laplace transforms:
(a) -C (1) =
1
, (b) {t} = s, (c) -((eat) _ s-a
1

Theorem 1-6 states, under suitable conditions given on Page 4, that

.. {F'(t)} = 8 {F(t)} - F(0) (1)
16 THE LAPLACE TRANSFORM [CHAP. 1

(a) Let F(t) = 1. Then F'(t) = 0, F(0) = 1, and (1) becomes

,C {0} = 0 = s .I {1} - 1 or .C {1} = 1/s (2)

(b) Let F(t) = t. Then F'(t) = 1, F(0) = 0, and (1) becomes using part (a)
.C {1} = 1/s = s C {t} - 0 or of {t} = 1/32 (3)

By using mathematical induction we can similarly show that {t') = n!/sii+1 for any positive
integer n.

(c) Let F(t) = eat. Then F'(t) = aeat, F(O) = 1, and (1) becomes
.e {aeat} = s p {eat} - 1, i.e. a C (eat) = s .1 {eat} - 1 or .1 {eat} = 1/(s - a)

16. Use Theorem 1-9 to show that e (sin at) = s2 +a

a 2.

Let F(t) = sin at. Then F'(t) = a cos at, F"(t) = -a2 sin at, F(O) = 0, F'(0) = a. Hence
from the result
J {F"(t)} 92.C {F(t)} - s F(0) - F'(0)
we have X {- a2 sin at) = 92 ^e {sin at} - s (0) - a
i.e. -a2.C {sin at) = S2.( {sin at} - a
a
or X {sin at} =
s2 + a2

LAPLACE TRANSFORM OF INTEGRALS

t
17. Prove Theorem 1-11: If C {F(t)} = f(s), then .1 F(u) du = f(s)/s.
fo

Let G(t) _
t
F(u)dn. Then G'(t) = F(t) and G(0) = 0. Taking the Laplace transform
f
0
of both sides, we have
.t {G'(t)} = s.C {G(t)} - G(0) = s.C {G(t)} = f(s)

t
Thus .( {G(t)} = f $) or .e F(u) du ( = f S )
o J

18. Find ,e Jo t siu u du j> .

We have by the Example following Theorem 1-13 on Page 5,

s1 t t
tan-l s

Thus by Problem 17,

rt sin u dul = 18 tan-1
1
,J0 u 8
J
CHAP. 11 THE LAPLACE TRANSFORM 17

MULTIPLICATION BY POWERS OF t
19. Prove Theorem 1-12, Page 5:
n
If {F(t) } = f (s), then { to F(t) } = (-1)n dsn AS) = (-1)n f n)(s) where n = 1, 2, 3, ....
We have f(s) _ e-st F(t) dt
0!
0

TI; d
f
Then by Leibnitz's rule for differentiating under the integral sign,

0
e xt F(t) dt = J « s a-st F(t) dt
0

-te-3t F(t) dt
J0 :

_ - J0f 'e-st{tF(t)} dt
= -.C It F(t))

Thus C It F(t)} dsf = -f'(s) (1)

which proves the theorem for n = 1.

To establish the theorem in general, we use mathematical induction. Assume the theorem true
for n = k, i.e. assume
i e- $t {tk F(t)} dt (-1)k f(k)(s) (2)

Then
d
as f e-St {tk F(t)} dt (_1)k f(k+1)(s)

or by Leibnitz's rule,
-f e-st {tk+1 F(t)} dt (_1)k f(k+1)(s)
0

i.e.
W
e-st {tk+1 F(t)} dt = (_1)k+1 f(k+1)(s)
I
J: (3)

It follows that if (2) is true, i.e. if the theorem holds for n = k, then (3) is true, i.e. the theorem holds
for n = k + 1. But by (1) the theorem is true for n = 1. Hence it is true for n = 1 + 1 = 2 and
n = 2 + 1 = 3, etc., and thus for all positive integer values of n.
To be completely rigorous, it is necessary to prove that Leibnitz's rule can be applied. For this,
see Problem 166.

20. Find (a) e {t sin at}, (b) (' {t2 cos at).
a
(a) Since {sin at) =
s2 + a2
, we have by Problem 19

.( It sin at} =
(32 + a2)2
18 THE LAPLACE TRANSFORM [CHAP. 1

Another method.
Since t{cos at } - T e It cos at dt =
82 + a2
s
o

we have by differentiating with respect to the parameter a [using Leibnitz's rule],

qt cos at dt
f x
e-st {- t sin at} dt
2as
= -.C {t sin at}

do( 82Ta2) (82 + a2)2

from which
2as
X {t sin at} = (S2+0)2
d
Note that the result is equivalent to a
(cos at) _ . as cos at

S
(b) Since ,t {cos at}
32+a2' we have by Problem 19
({ t2 cos at} 2s3 - 6a2s
2 s2+a2)
-j1- ( S (82 + a2)3

We can also use the second method of part (a) by writing

e f1- dal
d2 d2
.1 {t' cos at}
1
= (cos at) - Cla2 .( {cos at)

which gives the same result.

DIVISION BY t
21. Prove Theorem 1-13, Page 5: If ;F(t)} = f(s), then
F(t) } = f f(u) du.
Let G(t) = Flt) . Then F(t) = t G(t). Taking the Laplace transform of both sides and using
Problem 19, we have
{ {F(t)} do
{G(t)} or f(s) = ds

Then integrating, we have

g(s) = -J
I
f (u) du =
f
f f (u) du (1)

JF(t) f(u) du
I t r Js

Note that in (1) we have chosen the "constant of integration" so that lim g(s) = 0 [see Theorem
1-15, Page 51.

22. (a) Prove that f x

Ft t) dt = f f (u) du provided that the integrals converge.
sin t dt = 7T
(b) Show that
fo,

(a) From Problem 21,

f:0 a-3t F(t) dt = f x f(u) du
.i t s
CHAP. 1] THE LAPLACE TRANSFORM 19

Then taking the limit as s -> 0+, assuming the integrals converge, the required result is obtained.
(b) Let F(t) = sin t so that f (S) = 1/(82 + 1) in part (a). Then
x
fJ0 x sint t dt = du
u2 + 1
_ tan-I u 2
0 0

PERIODIC FUNCTIONS
23. Prove Theorem 1-14, Page 5: If F(t) has period T > 0 then
fT
e-8t F(t) dt
a
.C {F(t)} =
1-e vT

We have
.i {F(t)} = o e-st F(t) dt
0
fT 2T IT
e-st F(t) dt + f
T
e-st F(t) dt 4 `
2T
e --It F(t) dt +

In the second integral )et t = n + T, in the third integral let t = u + 2T, etc. Then
T T T
.J {F(t)} f e-su F(u) du + f e-s(u+T) F(u + T) du + e-;('" 42T) F(u + 2T) du +
0 0 fo
T T e-su
e-su F(u) du + e-sT F(u) du + e 2., 1' JoT e--su F(v) du + .. .
of J 0
T
(1 + e`sT + e-28T + ...)
J. e-su F(u) du
fT
e-sn F(u) du
0
1 - e-sT
where we have used the periodicity to write F(u + T) = F(u), F(?+ 2T) = F(u), .... and the fact that
1+r+r2+r3+ = 1
1-r Irl<1

24. (a) Graph the function

f0sin t 0 < t < 71-
F(t) =
?r < t < 2 ;r
extended periodically with period 27-
(b) Find t {F(t)}.
(a) The graph appears in Fig. 1-5.
F(t)

t
0 ,r 2rr 3s 4a

Fig. 1-5
20 THE LAPLACE TRANSFORM [CHAP. 1

(b) By Problem 23, since T = 21r, we have

.2,r
- (F(t)) = 1 - e- 2,rs J e st F(t) dt
0

"`
1 - e-2,rs J0 e -5t sin t dt
1

Sr
1 J e - st (- s sin t - cos t)
a2+1 0

-
1- e-}lJ1+e-,rsl
I
2rrs
s2 + 1
1

(1 - e Ts)(32 + 1)
using the integral (1) of Problem 2, Page 11.
The graph of the function F(t) is often called a half wave rectified sine curve.

INITIAL AND FINAL VALUE THEOREMS

25. Prove the initial-value theorem: lim F(t) = lim s f (s).
t -+ 0 s-x
By Problem 13,
.C {F'(t)} =f 0
st F'(t) dt = s f(s) - F(0) (1)

But if F'(t) is sectionally continuous and of exponential order, we have

lim a st F'(t) dt = 0 (2)

s-.m 0

Then taking the limit as s --> oo in (1), assuming F(t) continuous at t = 0, we find that
= lim s f(s) - F(O) lim s f(s) = F(0) = lim F(t)
0
a- or
S- t-.0

a
If F(t) is not continuous at t = 0, the required result still holds but we must use Theorem 1-7, Page 4.

26. Prove the final-value theorem: lim F(t) = lim s f(s).

t-.00 S-0
By Problem 13,
.e {F'(t)} f 0
e-st F'(t) dt = s f (s) - F(0)

The limit of the left hand side as s 0 is

lim f e-st F'(t) dt =

f F'(t) dt = lim
r F'(t) dt
s-.o0
J 0 P-.. J 0
lira {F(P) - F(0)}
[Link]
lira F(t) - F(0)
t -coo

The limit of the right hand side as s -> 0 is

lira s f(s) - F(0)
s-.o

Thus lim F(t) - F(0)

[Link]
= lim s f(s) - F(0)
s-.O

or, as required, lim F(t)

t-aao
= lim s f(s)
s-»0

If F(t) is not continuous, the result still holds but we must use Theorem 1-7, Page 4.
CHAP. 1] THE LAPLACE TRANSFORM 21

27. Illustrate Problems 25 and 26 for the function F(t) = 3e-2t.

We have F(t) = 3e-2t, f(s) _ . {F(t)} = s 3f2'

By the initial-value theorem (Problem 25),
lim 3e-2t = Jim
3s
t-+0 [Link]+2
or 3 = 3, which illustrates the theorem.
By the final-value theorem (Problem 26),
Jim 3s
lim 3e-2t =
i . s-.o s+2
or 0 = 0, which illustrates the theorem.

THE GAMMA FUNCTION

28. Prove: (a) r (n + 1) = n i'(n), n > 0; (b) l,(n + 1) = n!, n = 1, 2, 3, ... .
(a) r(n 1- 1) = 3 un e u du = lim J0 it" e-u du
P -+m
0

P 1'
lim {un)_e_u)1 - (-e-u)(nun-1) du }
10

)' l
lim {_-Pn a-P + o f un-1 a-u du
[Link] o

u"-t
=nI a-u du = n r(n) if n>0
o

j.
(b) r(1) e-u du
P.. J e-u du =
lim lim (1- a-P) =
P-+m
1.

Put n = 1,2,3,... in r(n + 1) = nr(n). Then

r(2) = 1 r(1) = 1, r(3) = 2 r(2) = 2.1 = 2!, r(4) = 3 r(3) = 3.2! 3!

In general, 1`(n + 1) = n! if n is a positive integer.

29. Prove: fe-U2 du =

0 2

P P
Let Ip = J e-T2 dx = J e-y` dy and let
0 0
lim IP = I, the required value of the integral. Then
P-w
I _ (J P e-x2 dx l ( f e-J2 dy /

J f
P P
e-(J-Y2) dx dy
o

fj1 e-(X2+y2)dx dy
qzQ Fig. 1-6
where `RP is the square OACE of side P [see Fig. 1-61.
22 THE LAPLACE TRANSFORM [CHAP. 1

Since the integrand is positive, we have

ff e-(X2+y$) dx dy 5 IP ff e-(a:%+y2) dx dy (1)

9z' 9z,
where `RI and '2 are the regions in the first quadrant bounded by the circles having radii P and PxF2
respectively.
Using polar coordinates (r, e) we have from (1),

fe 0 r=0
ar/2 P
e-2 r dr do P f-0-0
7r/2 P'
r=0
e-r4 r dr de (2)

or
4 (1 - e-P2) < Ip (1 - e--- 2P2)
4

Then taking the limit as P -- in (8), we find lim Ip = 12 = ,/4 and I =

[Link]

30. Prove: r(j) = jf7r.

0
r( ) = fx u-1/2 a-u du. Letting u = v2, this integral becomes on using Problem 29

2f' e-v2dv = 2
\\
2

r(n + 1)
31. Prove: C (P) = sn+1 if n > -1, s > 0.

.i {tn} = f' e-st to dt. Letting st = u, assuming s > 0, this becomes

0

t49 = Oxa-u` $ Jnd(8) = 8n+1 f0'uria-udu = 1'(n+1)

32. Prove: C {t-112} = Tr/s, s > 0.

Let n = -1/2 in Problem 81. Then
_ r(4) VT
.(' (t-1/2) 81/2
81/2

Note that although F(t) = t-1/2 does not satisfy the sufficient conditions of Theorem 1-1, Page 2,
the Laplace transform does exist. The function does satisfy the conditions of the theorem in Prob. 145.

33. By assuming r(n + 1) = nr(n) holds for all n, find:

(a) r(-4), (b) r(-J), (c) r(-J), (d) r(0), (e) r(-1), (f) r(-2).
(a) Letting n = -4, r(.-) = -jt'(- .). Then r(-4) = -2r(4-) = -2f.
(b) Letting n Then r(-J) = -Ir(-2) _ (2)(4)V = by part (a). sV-,r-

(c) Letting n = -1, r(-!) = -M-4). Then r(-J) = -*r(-I) _ -(2)( )( ) / = - V by part (b).
CHAP. 1] THE LAPLACE TRANSFORM 23

Letting n = 0, 1'(1) = 0 1'(0) and it follows that r(0) must be infinite, since r(1) = 1.
Letting n = -1, 1'(0) = -1 r(-1) and it follows that 1'(-1) must be infinite.
Letting n = -2, 1'(-1) = -2 r(-2) and it follows that 1'(-2) must be infinite.
In general if p is any positive integer or zero, 1'(-p) is infinite and [see Problem 170],
1'(-p-) _ (-1)D+1 ... ( 2p+2

C13/ 5 1)

BESSEL FUNCTIONS
34. (a) Find {Jo(t)} where Jo(t) is the Bessel function of order zero.
(b) Use the, result of (a) to find .( {h(at)}.
(a) Method 1, using series. Letting n = 0 in equation (23), Page 7, we find
t2 t4 t6
Jo (t) = 1- 22
+ 22 42 - 22 42 62 + .. .

1 2! 4! _ 6!
{J
0 (t )}
1 1 1
Then . = s - 22 8.4 + 22 42 85 22 42 62 87

(1
s
1 -2082) + 2 4,6 (8 +

1 / i 2\ 1/2}Jl( _ 1
s 1\ 8 82 + 1
using the binomial theorem [see Problem 172].

Method 2, using differential equations. The function Jo(t) satisfies the differential equation
tJo (t) + J0, (t) + tJO(t) = 0 (1)

[see Property 5, Page 8, with n=01. Taking the Laplace transform of both sides of (1) and
using Theorems 1-6 and 1-9, Page 4, and Theorem 1-12, Page 5, together with J0(0) = 1, Jp(0) = 0,
y = C {Jo(t)}, we have
- _{a2y - s(1) - 0) + {sy - 1) - dy
- 0

dy sy
from which
ds 82+1

Thus dy ads
y 32+ 1

C
and by integration Y =
82 + 1

82+1 = c and lim ty(Jo(t) = 1.

Now lim a y(s) = ca Thus by the initial-value theorem [Page 5],
S-CO

we have c = 1 and so C {Jo(t)} = 1/,r,-2 + 1.

For another method, see Problem 165.

(b) By Problem 11,

(Jo(at)) = 1 1 = 1
a (8/a)2 + 1 82 + a2
24 THE LAPLACE TRANSFORM [CHAP. 1

35. Find e {J1(t)}, where J1(t) is Bessel's function of order one.

From Property 3 for Bessel functions, Page 7, we have Jo (t) _ -J1(t). Hence
{Ji(t)} _ -.e {Jo(t)} [s.c {Jo(t)} - 1]
1- S = S2 + 1 - s
S2 + 1 VS2 + 1

The methods of infinite series and differential equations can also be used [see Problem 178,
Page 41].

THE SINE, COSINE AND EXPONENTIAL INTEGRALS

t sin u =
36. Prove: C {Si (t)) = C fo du . s tan_' s

Method 1. Let F(t) = f t

sin u
U
du. Then F(O) = 0 and F'(t) _ sin t
t or t F'(t) = sin t.
0

Taking the Laplace transform,

.C (t F'(t)) _ . {sin t} or - - { 8 f ( 8 ) - F(0)} = 82+1

_ -1
d8{sf(s)} 82+1

Integrating, s f (S) -tan-1s + c

By the initial value theorem, lim s f(8) = t-.o
lim F(t) = F(0) = 0 so that c = 7/2. Thus
S.-,.o

s f(s) = 2 - tan-i s = tan-i s or f(s) = tan-1s

Method L See Problem 18.

Method 3. Using infinite series, we have

f tslue du = f t 3 5 7

t
t3
5.5!
t5 t7
...
3.3! 7.7!

Then
{ft
1 1 3! 1 5! 1 7!
- 82 3.3!'s4 + 55!'ss 7.7!'88
1 1
82 _ 3s4 + 586 _ 7s8
1 1
+ ...
1 ((1/8) (1/s)3 (1/s)5 - (1/s)7
+
s 1 3 5 7 +
tan-11
= s s
using the series tan-1 x = x - x3/3 + x5/5 - x7/7 + , lxi < 1.
CHAP. 11 THE LAPLACE TRANSFORM 25

Method 4. Letting u = tv,

i
t sin u du = tintv
dv
J0
u fo v

I
sin u
Then
{ft0
u
du} _ -C
U. ti! v!-V dv

` sin tv
e-8t v
dv dt

.f t i IJfO e--'t sin tv dt} dv

_ f C {sin tv} dv = dv
v J 0
S2 + y2

S tan-1 - tan-1 s
l 0

where we have assumed permissibility of change of order of integration.

37. Prove: . { Ci (t)) = . J` cos u du l

U
= In (s2+1)
2s
Jt cos u du so that F'(t) = cos t
We use the principle of Method 1 in Problem 36. Let F(t) t
u
and t F'(t) _ - cos t. Taking the Laplace transform, we have
S
- ds Is f (s) - F(0)} = s2 4- 1
or
ds
IS f(s)} 82+ 1

Then by integration, s f(s) _ 4- In (82 + 1) + c

By the final-value theorem, lim s f (s) = lim F(t) = 0 so that c = 0. Thus

s -.0 t-. ao

f(s) = In (82 + 1)
s f(s) _ 4- In (S2 + 1) or
2s

We can also use Method 4 of Problem 36 [see Problem 153].

euu
38. Prove: .e {Ei (t)} fa du } = In (s+ 1)
f J

Let F(t) ey° du. Then tF'(t) = -e-t. Taking the Laplace transform, we find
u

Is f ( s ) - F(0)} = $+I or ds
IS f (s)} =
8+1
Integrating, s f(s) = In (s + 1) + c
Applying the final-value theorem as in Problem 37, we find c = 0 and so
f(s) = In (s + 1)
s

For another method similar to that of Method 4, Problem 36, see Problem 153.
26 THE LAPLACE TRANSFORM [CHAP.1

THE ERROR FUNCTION

VT
2
39. Prove: C (erf VT) = .i { f oe-u8 du}
Using infinite series, we have
( Vt
2
lr o a-u$ du}
2
J (l_u2+-_+...)du 4 !3!6

_ 2
(t112
t3/2
+
t5/2 t712

"e ll 3 7.3!
2 (r(3/2) r(7/2)
385/2 + 5 . 2 ! 57/2
- 7 r(9/2)
. 3! S9/2 + }
r 5l 83/2

1 1 1 1.3 1 1.3.5 1 + .. .
88/2/z 2 ss/2 + 2 --4 s7/2 T- -4- 6 ss/2

_11+ 1-3-5.1
1
83/2/2
J
1 2s
1.3 _1
2.4 62 2.4 6 63 + }
1/'1
$32(1-1 $ = 1

s g+1
using the binomial theorem [see Problem 172].
For another method, see Problem 175(a).

IMPULSE FUNCTIONS. THE DIRAC DELTA FUNCTION.

e as
40. Prove that a)} - where 'u(t - a) is Heaviside's unit step function.
S

We have u(t - a) 1 t>a Then

0 t<a'
,r {U(t - a)} f a 0e-at (0) dt + f e e-st (1) dt

-l
a
P e st !aP
= lim fa e-stdt
P.. oo
= lim
[Link] -8
e-as - e-sP e-as
= hm
P-.., 8 S

Another method.
Since C {1} = 1/s, we have by Problem 9, C {U(t - a)} = 6-as/s.

41. Find .i {FE (t)} where FE (t) is defined by (30), Page 8.

I1/E O -5 t'-E
We have FE (t) Then
0 t>E
. {FE (t)} = e-st FE(t) dt
J0
fw
f E e-st (1/E) dt + e-st (0) dt
0 E

f 0
e-at dt 1 - e-sE
Es
CHAP. 1] THE LAPLACE TRANSFORM 27

42. (a) Show that lim . {FE (t)) = 1 in Problem 41.

E -. O

(b) Is the result in (a) the same as e lim FE (t) ? Explain.

E 0

(a) This follows at once since

1 - (1 .- ge + 82E2/2 ! - ...)
lira 1 - e-SE
'

e-.O 8e
= lim
E-+0 8E
= innC1--
2!
E-+O \
8e
= 1

It also follows by use of L'Hospital's rule.

(b) Mathematically speaking, lim FE (t) does not exist, so that lim Fe(t) is not defined.
Y0 E-+o ))
Nevertheless it proves useful to consider 8(t) = lim F, (t) to be such that . {8(t)} = 1. We
E-0
call 8(t) the Dirac delta function or impulse function.

43. Show that C (8(t - a)) = e--, where 8(t) is the Dirac delta function.
This follows from Problem 9 and the fact that .1 {8(t)} = 1.

44. Indicate which of the following are null functions.

(a) F(t) =
1 t=1 (b) F(t) _ f0 otherwise
1
(c) F(t) = 8(t).
0 otherwise '
t
(a) F(t) is a null function, since f F(u) du = 0 for all t > 0.
0

t
(b) If t < 1, we have f F(u) du = 0.
0

t
t
If 1 < t < 2, we have fn F(u) du =
n J I (1) du = t - 1.
If t > 2, we have f F(u) du =
t 2 (1) du = 1.
0 J 1

t
Since F(u) du 0 for all t > 0, F(t) is not a null function.
fo

(c)Since 8(u) du = 1 for all t > 0, 8(t) is not a null function.

J0

EVALUATION OF INTEGRALS
e-8t
45. Evaluate (a) t e-2t cos t dt,
(b) f M
e-t - dt.
fo 0 t
(a) By Problem 19,
{t cos t} = . f t e-8t cos t dt
to

- ds C {cos t} = - -
d s 82 -1
dS 82 -+1 (82 -+1)2
28 THE LAPLACE TRANSFORM [CHAP. 1

Then letting s = 2, we find f0 te--2t cos t dt = 3

26

(b) If F(t) = e-t - e-3t, then f (s) _ . {F(t)} = a + 1 s+3'

Thus by Problem 21,

e-t - e-3t _ `° 1 _

or f e st ( a t-e-3t
dt In

Taking the limit as s -> 0+, we find f x e-t -t e-3t

dt = In 3.
0

fw
46. Show that (a) 5J0(t) dt = 1, (b) eerf /dt =
(a) By Problem 34, f. e-stJO(t) dt =
0

Then letting s --> 0+ we find f x J0(t) dt = 1.

0

(b) By Problem 39, 0 e-$t erf dt -

J0

Then letting a 1, we find J e-t erf / dt = N/-2/2.

0

MISCELLANEOUS PROBLEMS
47. Prove Theorem 1-1, Page 2.
We have for any positive number N,

f e-stF(t) dt fN a-st F(t) dt + f e-$t F(t) dt

O

Since F(t) is sectionally continuous in every finite interval 0 -- t < N, the first integral on the
right exists. Also the second integral on the right exists, since F(t) is of exponential order y for
t > N. To see this we have only to observe that in such case
JN'
f x e-st F(t) dt I e-st F(t) I dt
N

< (o e-stlF(t)I dt

,Jf x e-stMert dt = M
8-y
0

Thus the Laplace transform exists for 8 > y.

CHAP. 1) THE LAPLACE TRANSFORM 29

48. Find e Vrt-}.

Method 1, using series.

t =
(/I)5 t3'2 t5/2 t7/2
sin t - + - + ... = t
1/L - + 51 - q!
3! 7! 3!

Then the Laplace transform is

r(5/2) r(7/2) _ 1'(9/2)
x {sin VT} _ 1'(3/2)
83/2 - 3! 85/2 + 5! 87/2 7! 89/2

+ (1/22 s)2 (1/22 s)3

233/2
11
- (2) 1
2! 3! +

1' e- 1/228 v'r e -1/4s

23.3/2 283/2

Method 2, using differential equations.

Let Y(t) = sin Nft-. Then by differentiating twice we find
4tY"+2Y'+Y = 0

Taking the Laplace transform, we have if y = C {Y(t)}

-4 dd-8 (s2 y - 8 Y(0) - Y'(0)} + 2{s y - Y(0)} + y = 0

or 4 82 y' + (6 s - 1)y = 0

Solving, y = sa/z e-' /4s

For small values of t, we have sin NFt - NFt and C {/i} _ V-r-/2s312. For large s, y C/83'2 It

follows by comparison that c = V-7r-'2. Thus

(sin Vt-) = 22 e-1148

cos
49. Find

Let F(t) = sin i. Then F'(t) = Cos

2Vt-
/, F(0) = 0. Hence by Problem 48,

. {F'(t)} - 1
2 IcoT t } __ 8 f(s) - F(0) -_ 2st/z
-1/4s

from which V A e -1/4s

81/2

The method of series can also be used [see Problem 175(b)].

50. Show that

.C{ln t} = r'(1) - ins _y+lns
s s

where y = .5772156... is Euler's constant.

We have r(r) =
J u'-1e-udu
0
30 THE LAPLACE TRANSFORM (CHAP. 1

Then differentiating with respect to r, we find

x
r'(r) =
J
0
u*-I a-u In u du

from which r'(1)

JOB
e ulnudu

Letting u = at, a > 0, this becomes

1''(1) = s f 0
e-St (Ins + In t) dt

Hence .,C {in t} - f e-St In t dt r'(1)

s
- Ins f e-St dt
0 .0

I11(1) -Ins -y + In s
8 8 8

Another method. We have for k > -1,

f e-It tk dt r(k + 1)
8k+1
0

Then differentiating with respect to k,

f e-St tk In t dt = r'(k + 1) -3k+1

I'(k + 1) In s

Letting k = 0 we have, as required,

e -ItIntdt = I' {1n t} _ I"(1) -Ins y + In a

8 8

Supplementary Problems
LAPLACE TRANSFORMS OF ELEMENTARY FUNCTIONS
51. Find the Laplace transforms of each of the following functions. In each case specify the values of s
for which the Laplace transform exists.
2e4t Ans. (a) 2/(s-4), s>4
3e-2t (b) 31(s+2), s > -2
5t - 3 (c) (5 - 38)/32, s>0
2t2 - e-t (d) (4+48-s3)/s3(s+1), 8.> 0
3 cos 5t (e) 38/(82 + 25), s>0
10 sin 6t (f) 60/(82 + 36), s>0
6 sin 2t - 5 cos 2t (g) (12 - 5s)/(s2 + 4), 8>0
(t2 .+. 1)2 (h) (s4 + 482 + 24)/x3, s>0
(i') (sin t - cos t)2 (Z) (82 - 28 + 4)/8(82 + 4), 8>0
(5) 3 cosh 5t - 4 sink 5t (j) (3s - 20)/(82 - 25), s>5
CHAP. 1] THE LAPLACE TRANSFORM 31

52. Evaluate (a) .t {(562t - 3)2}, (b) C {4 cost 2t}.

Ans. (a) 254 - s 302 + 8 , s>4 2

(b) s
2a ,
a>0
+ 82+16

53. Find ( {cosh2 4t}. Ans. s2 - 32

s(82-64)

54. Find C {F(t)} if (a) F(t) = f40 0

< 2 , (b) F(t) = fit 0 55

t> t>
Ana. (a) 4e-2s/8 (b) g2 (1 -
e-58)
- e-5s
8

55. Prove that C (0) = n

gn+ n = 1,2,3,....

56. Investigate the existence of the Laplace transform of each of the following functions.
etY-t,
(a) 1/(t+ 1), (b) (c) cos t2 Ana. (a) exists, (b) does not exist, (c) exists

LINEARITY, TRANSLATION AND CHANGE OF SCALE PROPERTIES

57. Find C {3t4 - 20 + 4e-3t - 2 sin 5t + 3 cos 2t}.

Ans.
72 12 4 _ 10 3s
s4 - s4 + s+3 s2+25 + s2+4

58. Evaluate each of the following.

4 {tse-3t} Ans. (a) 6/(s + 3)4
{e-t cos 2t} (b) (8 + 1)/(82 + 2s + 5)

.t {2e3t sin 40 (c) 8/(82 - 6s + 25)

{(t + 2)2et} (d) (482 - 4s + 2)/(s - 1)3

{e2t (3 sin 4t - 4 cos 4t)} (e) (20 - 4x)/(82 - 4a + 20)

{e-4t cosh 2t} (f) (8 + 4)/(82 + 8s + 12)
(g) .1 {e-t (3 sinh 2t - 5 cosh 2t)} (g) (1 - 5s)/(s2 + 2s - 3)

59. Find (a) C {e-t sine t}, (b) .,C {(1 + to-t)3}.
2 1 3 6 6
Ana. (a)
(s + 1)(82 + 2s + 5) (b) 8 + (s -+1 ) 2 + (a+ 2)3 + (s+3)4

60. Find t {F(t)} if F(t) = {(t - 1)2 t>1 Ans. 2e-s/s3

0 0<t<1
61. If Fl (t), F2 (t), ..., Fn (t) have Laplace transforms f l (a), f2 (s), .. , f,,(a) respectively and
Cl, c2, . . ., c, are any constants, prove that

.i {cl F1 (t) `l' C2 F2 (t) + ... + cn F. (t)} = cl f 1 (s) + CZ J 2 (8) + ... + Cn f n (a)
32 THE LAPLACE TRANSFORM [CHAP. 1

62. If t {F(t)} = 2
- s+1
(28 + 1)2(8 - 1)
, find C {F(2t)}. Ans. (s2 - 2s + 4)/4(8 + 1)2(8 - 2)

63. If C {F(t)} find C {e-t F(3t)}. Ans. e -si(s+i)

8+1

64. If f (s) = C {F(t)}, prove that for r > 0,

1 s-lnr
.C {rt F(at)} _ s- lnrfCa
LAPLACE TRANSFORMS OF DERIVATIVES
65. (a) If .i {F(t)} = f(s), prove that
i {F'"(t)} _ 80 f(8) - 82 F(0) - s F'(0) - F"(0)
stating appropriate conditions on F(t).
(b) Generalize the result of (a) and prove by use of mathematical induction.

66. Given F(t) = itt 0

. (a) Find C {F(t)}. (b) Find C {F'(t)}. (c) Does the result
t>1
i {F'(t)} = s.L {F(t)} - F(O) hold for this case? Explain.

Ans. (a)
2
- e-3
- es2s, (b)
2
- e-9
t2 ;g
67. (a) If F(t) = 0<t 1 , find C {F"(t)}.
fo >
(b) Does the result C {F"(t)} = s2.C {F(t)} - s F(0) - F'(0) hold in this case? Explain.
Ans. (a) 2(1 - a-s)/s

68. Prove: (a) Theorem 1-7, Page 4; (b) Theorem 1-8, Page 4.

LAPLACE TRANSFORMS OF INTEGRALS

r
69. Verify directly that C ffo ( u2 - u + e-u) du} = s C {t2 - t + e-t}.

t t
70. If f (s) _ . {F(t)}, show that C f dtl f F(u) du} _ f-8)
82
0 0

[The double integral is sometimes briefly written as ff 0

t

0
t
F(t) dt2.1
JJ

71. Generalize the result of Problem 70.

72. Show that ff t 1-e-u

U
du} $]n(1+8 ).

73. Show that f_f w

t -0 u=o
t
8 -t sin u du dt
U
-- 4'
 CHAP. 1] THE LAPLACE TRANSFORM 33

MULTIPLICATION BY POWERS OF t
74. Prove that (a) e {t cos at} s2-a2
(82 + a2)2

2as
(b) C {t sin at} (s2 + a2)2

75. Find t {t(3 sin 2t - 2 cos 2t)}. Ans. 8 `i" 128 - 282
(82+4)2

76. Show that 60-2

C {t2 sin t} = (82.+ 1)3

77. Evaluate (a) C {t cosh 3t}, (b) C {t sinh 2t}. Ana. (a) (82 + 9)/(82 - 9)2, (b) 48/(s2 - 4)2

78. Find (a) i {t2 cos t}, (b) C {(t2 - 3t + 2) sin 3t}.

An8. (a) (20 - 68)/(82 + 1)3, (b) 684 -1883 + 12682 - 162s + 432
(82+9)3

79. Find i. {t3 cost). Ans. 684(g2+1)4

- 3682 + 6

80. Show that t e-3t sin t dt = 3

50
6

DIVISION BY t
e-at e-btl
Show that
= In (s +
81.
a)

Show that .i f cos at cos btl = 2 In ( 82 + ab2).

82.
1 t J 82 2

f sink t 1 '
83. Find Ana. In ($ + i )

84. Show that f e-3t e-6t dt = In 2.

0 t
[Hint. Use Problem 81.]

° cos 6t
85. Evaluate f
0 t
cos 4t dt. Ana. In (3/2)

sing t
86. Show that
JO
t2 dt = 7r
2.

PERIODIC FUNCTIONS
87. Find C {F(t)} where F(t) is the periodic function shown graphically in Fig. 1-7 below.
Ans. I tanh 8
34 THE LAPLACE TRANSFORM [CHAP. 1

F(t) F(t)

T1
i2_13
I I
4 -t

Fig. 1-7 Fig.l-8

88. Find C {F(t)) where F(t) is the periodic function shown graphically in Fig. 1-8 above.
e-s
Ans.
1
g2
- s(1 - e-s)

89. Let F(t) = {3t 20<<tt<4

<2 where F(t) has period 4. (a) Graph F(t). (b) Find t {F(t)}.
6

Ans. (b) 3 - S2(1 - a-4s)

3e-2s - 6se-4s

90. If F(t) = t2, 0 < t < 2 and F(t + 2) = F(t), find i {F(t)}.
Ans. 2 - 2e-28 - 4se-2s - 4s2e-2s
s3(1 - 6-2q)

91. Find C {F(t)} where F(t) t 0< t< 1 and F(t + 2) = F(t) for t > 0.
fO 1<t<2
Ans. 1-0-s(8+1)
822(1 - e-2s)

92. (a) Show that the function F(t) whose graph F(t)
is the triangular wave shown in Fig. 1-9
has the Laplace transform 1 tanh 2 .
(b) How can the result in (a) be obtained 4
-t
from Problem 87? Explain. Fig. 1-9

INITIAL AND FINAL-VALUE THEOREMS

93. Verify the initial-value theorem for the functions (a) 3 - 2 cos t, (b) (2t + 3)2, (c) t + sin 3t.

94. Verify the final-value theorem for the functions (a) 1 + e-t (sin t + cos t), (b) t3 a-2t.

95. Discuss the applicability of the final-value theorem for the function cos t.

96. If F(t) - ctP as t - 0 where p > -1, prove that f (s) - c r(p + 1)/sP+l as s -+ .

97. If F(t) - W as t - oo where p > -1, prove that A8) - c F(p + 1)/s"+ I as s
CHAP. 1] THE LAPLACE TRANSFORM 35

THE GAMMA FUNCTION

98. Evaluate (a) r(5), (b) r(3) r(4) (c) r(5/2), (d) 1'(3/2) r(4)
j'(7) 1'(11/2)
Ans. (a) 24, (b) 1/60, (c) 3'14, (d) 32/315

99. Find (a) C f ti/2 + t-1/2}, (b) C (t-1/3), (c) C {(1 + V t )4}.
Ans. (a) (2s + 1)\/2s3/2, (b) r(2/3)/s2/3, (c) (82 + 2V-7-r 83/2 + 6s + 3V st/2 + 2)/s3

J e-2t
100. Find (a) 'C {t7/2
eat}.

j ,
(b)

Ans. (a) (b) 105f/16(s - 3)9/2

BESSEL FUNCTIONS
1
101. Show that C {e-at Jo(bt)} =
82 - gas + a2 + b2

102. Show that ( {t J0(at)} _ 8

82 + a2)3/2

103. Find (a) C {e-3t Jo(4t)}, (b) C {t J0(2t)). Ans. (a) 1

s2 +6s+25 , (b) (s2 +4)3/2
d
104. Prove that (a) J. (t) Jt (t), (b) {tn J (t)} = to J,,_, (t).

105. If 10(t) = J0(it), show that .C (10(at)) = 1 , a > 0.

s2 - a2

106. Find C {t J0 (t) e-t}. Ans. (s -1)/(s2 - 2s + 2)3/2

107. Show that (a) f Jo(t) dt = 1, (b) f e-t Jo(t) dt = 2 .

82
108. Find the Laplace transform of at2 {e2t Jo(2t)}. Ans.
Vs2-4s+8
-s-2

109. Show that .C {t Jl (t)} = (S2+11)3/2 '

110. Prove that C {J0(aNft-)} _ e-0/4s

8

I.
111. Evaluate t e-3t Jo(4t) dt. Ans. 3/125
0

S)
112. Prove that ,C {J,, (t)) and thus obtain C {J (at)).
s2 + 1

THE SINE, COSINE AND EXPONENTIAL INTEGRALS

113. Evaluate (a) C {e2t Si (t)}, (b) C (t Si (t)}.
to is s(821+1)
Ans. (a) tan -I (s - 2)/(s - 2), (b)
s2 -
36 THE LAPLACE TRANSFORM [CHAP. 1

114. Show that .( {t2 Ci (t)} = In (82 + 1) - 382 + 1

83 8(82 + 1)2

115. Find (a) C {e-3t Ei (t)}, (b) C {t Ei (t)}.

Ans. (a) In (s + 4) (b) In (s + 1) - 1

3+3 ' 82 8(s+1)

116. Find (a) C {e-t Si (2t)}, (b) i (to-2t Ei (3t)}.

Ans. (a) tan-1 (s + 1)/2 (b) 1

In
(s + 5
s+1 (s+2)2 3 (s+2)(s+5)

THE ERROR FUNCTION

117. Evaluate (a) C {eat erf NFt ), (b) C {t erf (2')}.
Ans. (a) 1 (b) 82(8+43/2
(s-3) a-2
118. Show that C {erfc V } _ 1

s+1{ s+1+1}
t
l
119. Find C ifo erf' du } . Ans. 1/82 8 + 1

THE UNIT STEP FUNCTION, IMPULSE FUNCTIONS, AND THE DIRAC DELTA FUNCTION
120. (a) Show that in terms of Heaviside's unit step function, the function F(t) = {e_t 0<t<3
0 t>3
can be written as a-t (1 - 'u(t - 3)). (b) Use j {U(t - a)) = e-as/s to find e {F(t)}.
Ans. (b) 1 - e acs+11
s+1

121. Show that F(t) _ Fl(t) 0<t<a can be written as

1'2(t) t>a
F(t) = F1 (t) + (F2 (t) - F1(t))U(t - a)

122. If F(t) = Fl(t) for 0 < t < a1, F2(t) for a1 < t < a2, .. . (t) for a. -2 < t < aiand F,, (t)
for t > a,, _1, show that
F(t) = Fl(t) + {F2(t)-Fi(t))U(t-a1) + .. +

123. Express in terms of Heaviside's unit step functions.

V < t > 22
sint O<t<r
(a) F(t) _ {4t O
(b) F(t) = sin 2t r < t < 2r
sin 3t t > 2r
Ans. (a) t2 + (4t - t2) U(t - 2), (b) sin t + (sin 2t - sin t) U(t - r) + (sin 3t - sin 2t) U(t - 2r)

C {t2 U(t - 2)} = s3 - 2 s3 (1 + 2s + 2s2), 8 > 0.

LY
124. Show that
CHAP. 1] THE LAPLACE TRANSFORM 37

125. Evaluate (a) f cos 2t S(t - 7r13) dt, (b) f e t u(t - 2) dt. Ans. (a) -1/2, (b) e_2

126. (a) If 3'(t - a) denotes the formal derivative of the delta function, show that

f0
F(t) 8'(t - a) dt = -F'(a)
(b) Evaluate e-4t S'(t - 2) dt.
o
Ans. (b) 4e-3

127. Let Ge(t) = 1/e for 0 < t < e, 0 for e C t < 2e, -1/e for 2e < t < 3e, and 0 for t -!l 3e.

(a) Find .i {Ge(t)}. (b) Find lirm C {Ge(t)}. (c) Is l6-0

im C (Ge(t)) {iim Ge(t) } ? (d) Discuss
geometrically the results of (a) and (b). J

128. Generalize Problem 127 by defining a function G,(t) in terms of a and n so that lim Ge(t) = sn
where n = 2, 3, 4, ... , e-+o

EVALUATION OF INTEGRALS

129. Evaluate f
0
a
t3 e-t sin t dt. Ans. 0

'Ce-stint dt =
130. Show that J 4
0

131. Prove that (a) f Jn(t) dt = 1,

0
(b) f t Jn(t) dt = 1.
0

132. Prove that f 0

u e-112 J0(au) du

a
133. Show that t e-t Ei (t) dt = In 2 - I.
fo
fW
134. Show that u e- u' erf u du
0

MISCELLANEOUS PROBLEMS

135. If F(t) = Isint 0<t<7r show that

. {F(t)} = I+ e- rS
0 t>7r' 82+1

136. If F(t) Icos t 0 <t<7 find C {F(t)}. Ans. s + (s - 1)e--

lint t >7r' S2 + 1

6
137. Show that C {sin3 t} =
(82 + 1) (82 + 9)
38 THE LAPLACE TRANSFORM [CHAP. 1

138. Establish entries (a) 16, (b) 17, (c) 20, (d) 28 in the Table of Page 246.

139. Find (a) i {sinh3 2t}, (b) C {t3 cos 4t}.

48 6s4 - 576x2 + 1536

Ans. (a) (82 - 36)(82 - 4) ' (b)
(82 + 16)4

140. If F(t) = 5 sin 3 (t - 7r/4) for t > r/4 and 0 for t < it/4, find .(' {F(t)}. Ans. e--/4/(82+9)

141. If C {t F(t)} - 8(82 + 1) , find .e {e t F(2t)}.

142. Find (a) C {sinh 2t cos 2t}, (b) .( {cosh 2t cos 2t}.
Ans. (a) 2(s2 - 8)/(s4 + 64), (b) 83/(84 + 64)

143. Let F(t) t+n 2n < t < 2n + 1 it = 0,1,2, ... . Show that
n-t 2n+1 < t < 2n+2'
-C {F(t)} = 1 {(3ns + 1) e- 2ns - 2[(2n + 1)s + 1 ] e- (2n+1)s + [(n + 2)s + 1] e- (2n+2)s }
S2 n=0

C {sing t} - 120
144. (a) Show that
(82 + 1)(82 + 9)(S2 + 25)

(b) Using the results of part (a) and Problem 137, can you arrive at a corresponding result for
..( {sin2n -1 t} where n is any positive integer? Justify your conjectures.

145. Suppose that F(t) is unbounded as t--° 0. Prove that C {F(t)} exists if the following conditions are
satisfied:
(a) F(t) is sectionally continuous in any interval N1 < t < N where N> > 0,
(b) lim to F(t) = 0 for some constant n such that 0 < n < 1,
t-.o
(c) F(t) is of exponential order y for t > N.

146. Show that (a) f {Jo(t) sin t} = 41 sin { - tan-1 (2/s)}

s2 + 4

(b) e {Jo(t) cost) = J- 4 s2 cos { tan (2/8))

+4

F(t) = f t G(t) t>1

147. Let Prove that .e {F(t)} _ -$ [e'a {G(t + 1)}].
0 0<t<1

148. If C {F"(t)} = tan- 1 (11s), F(0) = 2 and F'(0) = -1, find C {F(t)}.

Ans. 2s - 1 + tan- 1 1/s

82

149. Prove that .( feat F(/lt)} =:= S f (8

al where a and a are constants and C {F(t)} = f(s).
a

150. Show that the Laplace transform of eel does not exist, while the Laplace transform of a-et does exist.
CHAP. 1] THE LAPLACE TRANSFORM 39

151. (a) Show that ,e

{sin2t} = sls 4
S282 .
in C /
4
(b) Evaluate e-t sin? t dt.
J
0

Ans. (b) I In 5

152. (a) Find .; { 1

Jo(t)}
(b) Show that e-t {1 Jo(t)}
dt = In
(,12+1).
.
Jo w E
2

154. Suppose that P {F(t)} exist% for s = a where

a is real. Prove that it also exists for all F(t)
s>a.

155. Find the Laplace transform of the periodic

function F(t) shown graphically in Fig. 1-10.
Ans. 1 _ e-us - wn) - as tan e0 t
s2(1 - e--

.(' {sin t2} = (-1)n-1 (4n-2)! Fig. 1-10

n=1 (2n-1)! s2n+1

157. Show that .( {sins t} = 6!

and generalize [see Prob. 144].
8(82 + 4)(s2 + 16)(s2 + 36)

158. Find t. {t a-2t J0 (tN2)}.

s+2
Ans. (s2 + 4s + 6)3/2

159. Find t. {t 11(t - 1) + t2 6(t -1)}. Ans. a-s (82 + a + 1)/s2

160. Find C {cos t In t &(t - 7r)}. Ans. -e-- In 7r

161. Let F(t) and G(t) be sectionally continuous in every finite interval and of exponential order as t -
Prove that i {F(t) G(t)} exists.

162. The Laguerre polynomials Ln(t) are defined by

et dn
Ln(t) = n t d n, {tn a-t} n = 0,1, 2, ...
(a) Find L0(t), L1(t), ..., L4(t). (b) Find C {L,(t)}.

163. (a) Let a, b, a, J and A be constants. Prove that

.t {at-a + bt-s} = A {as-a + bs-a}

if and only if a + /3 = 1 and A = ± 7r -ca"...
(b) A function F(t) is said to be its own Laplace transform if C {F(t)} = F(8). Can the function
F(t) = at-a + bt-s be its own Laplace transform? Explain.
40 THE LAPLACE TRANSFORM [CHAP. 1

164. If F(t) and G(t) have Laplace transforms, is it true that F(t) G(t) also has a Laplace transform?
Justify your conclusion.

1f
IT

165. Use the result J0(t) =

IT
cos (t sin e) do to show that . {Jo(t)}
° 82 + 1

166. Prove that Leibnitz's rule can be applied in Problem 19, stating suitable restrictions on F(t).

167. (a) Prove that f e-8t (1 -tcos t)

t) dt IT
2
s In ` s2 + + 2 tan -1 s.
o
2 (

(b) Prove that f 1 -tcos t dt = 2

0

168. Let F(t) = 0 if t is irrational and 1 if t is rational. (a) Prove that C {F(t)} exists and is equal to
zero. (b) Is the function a null function? Explain.

169. Show that f0

a
t2 Jo(t) dt = -1.

170. Prove that if p is any positive integer,

r(-p - (-1)P+1(1)13/(5)...(2p-11)lr

171. Verify the entries (a) 55, (b) 61, (c) 64, (d) 65, (e) 81 in the Table of Appendix B, Pages 248
and 250.

172. Using the binomial theorem show that for jxj < 1,
(1+x)-112
1 - 1x
2
+ 1.3x2
2.4 - 1.3.5
2.4.6
x3 +
and thus verify the summation of the infinite series in Problems 34 and 39.

173. Use infinite series to find the Laplace transforms of (a) sin t, (b) cos t, (c) eat, (d) cos Vrt-.

es2/4
174. Prove that .1 {erf (t)} =
s
erfc (s/2) and thus find i (erf (at)).

175. (a) Find {erf N& } by using the method of differential equations.
(b) Find {cos V/ f} using infinite series.

176. Show that (a) f J0 (2 tu) cos u du = sin t,

0

tu) sin u du = cos t.

(b)
of W Jo (2
CHAP. 1] THE LAPLACE TRANSFORM 41

177. Show that f » J0 (2 tu) Jo (u) du = Jo (t).

0

178. Use (a) infinite series, (b) differential equations to find C {Jj(t)'. See Problem 35.

179. If 8 > 0 and n > 1, prove that

r(n) lsn + (s
+ 1)n + (8+2)"
+ .. , j
180. Prove that if n > 1,
('°° tn`1
n + .. .
1 1 1 1
i(n) _ et -1 dt = In + 2n +
`(n) U

The function $(n) is called the Riemann zeta function.

181. If f(s) _ .4 {F(t)}, show that

(' °` to F(u) _ f(ln s)
I o
l'(u+l)duj stns

182. If L,, (t), n = 0,1, 2, ... , are the Laguerre polynomials [see Problem 1621, prove that

eJo(2AFt)
n==o n

183. Let J(a, t) = 6-"t cos au du.

(a) Show that as aJ=_aj where J(0, t) _ \ /2/. (b) By
J0 2t
solving the differential equation in (a) show that
00

J(a, t) e-u2t cos au du V e-a2/4t

so 2V

184. Use Problem 183 to find C f co tl [see Problem 49, Page 29].
Jt
1-17T-

185. Prove that f x e- t si th t sin t dt = 8.

0