S.Y.B.SC (I.

T)
SEMESTER - III (CBCS)

APPLIED MATHEMATICS

SUBJECT CODE: USIT305

 © UNIVERSITY OF MUMBAI

Dr. Suhas Pednekar

Vice Chancellor
University of Mumbai, Mumbai
Prof. Ravindra D. Kulkarni Prof. Prakash Mahanwar
Pro Vice-Chancellor, Director,
University of Mumbai IDOL, University of Mumbai

Programme Co-ordinator : Shri Mandar Bhanushe

Head, Faculty of Science and Technology IDOL
Univeristy of Mumbai – 400098
Course Co-ordinator : Gouri S.Sawant
Assistant Professor B.Sc.I.T, IDOL
University of Mumbai- 400098

Course Writers : Ms. Kumudini Manwar

Assistant Professor,
Sinhgad Institute of Management,
Vadgaon (BK), Pune

: Dr Chandrani Singh
Director MCA,
Sinhgad Institute of Management,
Vadgaon (BK), Pune

: Mr. Ravikant D. Kale
Assistant Professor,
Sinhgad Institute of Management,
Vadgaon (BK), Pune

: Mrs. Priti A. Shinde
Assistant Teacher,
Late BKC Junior College of Arts, Commerce
and Science, Dhayari Pune

: Mr. Amar A. Shinde

Academic Counselor,
IGNOU Regional Center, Kothrud Pune

August 2021, Print - 1

Published by : Director,
Institute of Distance and Open Learning,
University of Mumbai,
Vidyanagari,Mumbai - 400 098.

DTP Composed by : 7SKILLS

Dombivli West, Thane - 421202

Printed by :

ii
 CONTENTS
Chapter No. Title Page No.

Unit 1
1. Matrices................................................................................................................ 01

2. Complex Numbers................................................................................................ 32

Unit 2

3. Equation of The First Order and of the First Degree........................................... 64

4. Differential Equation of the First Order of A Degree Higher Than The First...... 89

5. Linear Differential Equations with Constant Coefficients.................................. 103

Unit 3

6. The Laplace Transform...................................................................................... 122

7. Inverse Laplace Transform................................................................................. 142

Unit 4

8. Multiple Integrals............................................................................................... 176

9. Applications of Integration................................................................................. 199

Unit 5

10. Beta and Gamma Functions............................................................................... 217

11. Differentiation Under the Integral Sign ( Duis ) & Error Functions.................. 245

iii
 S.Y.B.SC (I.T)
SEMESTER - III
B. Sc. (Information Technology) Semester – III
Course Name: Applied Mathematics Course Code: USIT305
Quantitative
Periods per week (1 Period Techniques
is 50 minutes) 5
Credits 2

Evaluation System
APPLIED MATHEMATICS
Theory Examination
Hours
2½
Marks
75
Internal -- 25

Unit Details Lectures

I Matrices: Inverse of a matrix, Properties of matrices, Elementary
Transformation, Rank of Matrix, Echelon or Normal Matrix, Inverse of
matrix, Linear equations, Linear dependence and linear independence
of vectors, Linear transformation, Characteristics roots and
characteristics vectors, Properties of characteristic vectors, Caley-
Hamilton Theorem, Similarity of matrices, Reduction of matrix to a
diagonal matrix which has elements as characteristics values.
Complex Numbers: Complex number, Equality of complex numbers,
Graphical representation of complex number(Argand’s Diagram), Polar 12
form of complex numbers, Polar form of x+iy for different signs of x,y,
Exponential form of complex numbers, Mathematical operation with
complex numbers and their representation on Argand’s Diagram,
Circular functions of complex angles, Definition of hyperbolic
function, Relations between circular and hyperbolic functions, Inverse
hyperbolic functions, Differentiation and Integration, Graphs of the
hyperbolic functions, Logarithms of complex quality, j(=i)as an
operator(Electrical circuits)
II Equation of the first order and of the first degree: Separation of
variables, Equations homogeneous in x and y, Non-homogeneous linear
equations, Exact differential Equation, Integrating Factor, Linear
Equation and equation reducible to this form, Method of substitution.
Differential equation of the first order of a degree higher than the
first: Introduction, Solvable for p (or the method of factors), Solve for
y, Solve for x, Clairaut’s form of the equation, Methods of Substitution,
Method of Substitution.
Linear Differential Equations with Constant Coefficients: 12
Introduction, The Differential Operator, Linear Differential Equation
f(D) y = 0, Different cases depending on the nature of the root of the
equation f(D) = 0, Linear differential equation f(D) y = X, The
complimentary Function, The inverse operator 1/f(D) and the symbolic
expiration for the particular integral 1/f(D) X; the general methods,
Particular integral : Short methods, Particular integral : Other methods,
Differential equations reducible to the linear differential equations with
constant coefficients.
III The Laplace Transform: Introduction, Definition of the Laplace
Transform, Table of Elementary Laplace Transforms, Theorems on 12
Important Properties of Laplace Transformation, First Shifting

12

iv
 Theorem, Second Shifting Theorem, The Convolution Theorem,
Laplace Transform of an Integral, Laplace Transform of Derivatives,
Inverse Laplace Transform: Shifting Theorem, Partial fraction
Methods, Use of Convolution Theorem, Solution of Ordinary Linear
Differential Equations with Constant Coefficients, Solution of
Simultaneous Ordinary Differential Equations, Laplace Transformation
of Special Function, Periodic Functions, Heaviside Unit Step Function,
Dirac-delta Function(Unit Impulse Function),
IV Multiple Integrals: Double Integral, Change of the order of the
integration, Double integral in polar co-ordinates, Triple integrals. 12
Applications of integration: Areas, Volumes of solids.
V Beta and Gamma Functions – Definitions, Properties and Problems.
Duplication formula.
12
Differentiation Under the Integral Sign
Error Functions

Books and References:

Sr. No. Title Author/s Publisher Edition Year
1. A text book of Applied P. N. Wartikar Pune
Mathematics Vol I and J. N. Vidyathi
Wartikar Graha
2. Applied Mathematics II P. N. Wartikar Pune
and J. N. Vidyathi
Wartikar Graha
3. Higher Engineering Dr. B. S. Grewal Khanna
Mathematics Publications

13

v
 Unit I

1
MATRICES
Unit Structure
1.0 Objectives
1.1 Introduction
1.2 Types of Matrices
1.3 Operations and Properties of Matrices
1.4 Elementary Transformation
1.5 Inverse of Matrix
1.5.1 Inverse of matrix by Elementary Row Operations
1.5.2 Inverse of matrix by using formula
1.6 Rank of Matrix
1.6.1 Echelon or Normal Matrix
1.7 Linear equations
1.8 Linear dependence and linear independence of vectors
1.9 Linear transformation
1.9.1 Matrix representation of Linear Transformation
1.10 Characteristics roots and characteristics vectors
1.11 Properties of characteristic vectors
1.12 Caley Hamilton Theorem
1.13 Similarity of matrices
1.14 Reduction of matrix to a diagonal matrix which has elements as
characteristics values
1.15 Summary
1.16 References
1.17 Exercise

1
APPLIED MATHEMATICS

1.0 Objectives

After going through this chapter, students will able to learn

• Concept of adjoint of a matrix.

• Perform the matrix operations of addition, multiplication and express a

system of simultaneous linear equations in matrix form.

• Determine whether or not a given matrix is invertible and if it is, find its
inverse

• Rank of a matrix and methods finding these

• Solve a system of linear equations by row-reducing its augmented form

• Characteristics roots and characteristics vectors

• Reduction of matrix to a diagonal matrix

1.1 Introduction

A matrix is a rectangular arrangement of numbers into rows and columns.

Matrices provide a method of organizing, storing, and working with mathematical
information. We shall mostly be concerned with matrices having real numbers as
entries. The horizontal arrays of a matrix are called its rows and the vertical arrays
are called its columns. A matrix having m rows and n columns is said to have the
order m × n.

The numbers in a matrix can represent data, and they can also represent
mathematical equations. Matrices have an abundance of applications and use in the
real world. Matrices have wide applications in engineering, physics, economics,
and statistics as well as in various branches of mathematics. In computer science,
matrix mathematics lies behind animation of images in movies and video games.
Matrices provide a useful tool for working with models based on systems of linear
equations.

Definitions: A system of m x n numbers arranged in the form of an ordered set of

m horizontal lines called rows & n vertical lines called columns is called an m x n
matrix.

2
 Chapter 1: Matrices

A matrix A of order m × n can be represented in the following form

𝑎𝑎11 𝑎𝑎12 … … … … . 𝑎𝑎1𝑛𝑛
𝑎𝑎21 𝑎𝑎22 … … … … . 𝑎𝑎2𝑛𝑛
…… …………….. ……
…… ……………… …….
[𝑎𝑎𝑎𝑎1 𝑎𝑎𝑎𝑎2 … … … . . 𝑎𝑎𝑎𝑎𝑎𝑎 ]
where aij is the entry at the intersection of the ith row and jth column
Matrices are generally denoted by capital letters and the elements are generally
denoted by corresponding small letters.

1.2 Types of Matrices

1. Transpose of Matrix: Let A be an (m x n) matrix. Then, the matrix obtained

by interchanging the rows and columns of A is called the transpose of A,
denoted by A’ or AT. Thus, if A = [ aij ]m x n then A’ = [aij]n x m
2 −3
2 −4 8
eg. If A = [ ] then A’ = [−4 5]
−3 5 9
8 9
Note: 1. If A is any matrix, then (A’)’ = A
2. If A is any matrix and k is scalar, then (kA)’ =k A’
3. If A and B are two matrices of same order then (A + B)’ = A’ + B’
2. Determinant of a square matrix: Corresponding to each square matrix

𝑎𝑎11 𝑎𝑎12 𝑎𝑎13 … … … 𝑎𝑎1𝑛𝑛

𝑎𝑎21 𝑎𝑎22 𝑎𝑎23 … … … 𝑎𝑎2𝑛𝑛
A=[ ]
…… …… …………… ……
𝑎𝑎𝑎𝑎1 𝑎𝑎𝑛𝑛2 𝑎𝑎3𝑛𝑛 … … … 𝑎𝑎𝑎𝑎𝑎𝑎
There is associated an expression, called the determinant of A, denoted by
det A or |𝐴𝐴|, written as
𝑎𝑎11 𝑎𝑎12 𝑎𝑎13 … … … 𝑎𝑎14
𝑎𝑎21 𝑎𝑎22 𝑎𝑎23 … … … 𝑎𝑎24
det A = |𝐴𝐴| = | |
…… …… …………… ……
𝑎𝑎𝑎𝑎1 𝑎𝑎𝑎𝑎2 𝑎𝑎𝑎𝑎3 … … … 𝑎𝑎𝑎𝑎𝑎𝑎
A matrix is an arrangement of numbers and so it has no fixed value, while
each determinant has a fixed value. A determinant having n rows and n
columns is known as a determinant of order n. The determinants of non-
square matrices are not defined.

3
APPLIED MATHEMATICS

Value of a determinant of order 1: The value of a determinant of a (1 x 1)

matrix [a] is defined as |𝑎𝑎|=a.
𝑎𝑎11 𝑎𝑎12
Value of a determinant of order 2: | | = (a11.a22 x a21.a12)
𝑎𝑎21 𝑎𝑎22
Value of a determinant of order 3 or more: For Finding the value of an
order 3 or more, we need following definitions.
Minor of aij in |𝑨𝑨 |: Minor of aij in |𝐴𝐴 |defined as the value of the
determinant obtained by deleting the ith row and jth column of |𝐴𝐴 | is denoted
by Mij.
Cofactor of aij in |𝑨𝑨 |: The cofactor Cij of an element aij is defined as
Cij = (-1)i+ j . Mij
1 −3 2
Eg. 1 Find the minor and cofactor of each element of A = |4 −1 2|
3 5 2
Sol: The minors of the elements of A are given by,
−1 2 4 2
M11 = | |= -2-10= -12 M12 = | |= 8-6= 2
5 2 3 2
4 −1 −3 2
M13 = | |= 20 +3= 23 M21 = | |= -6-10= -16
3 5 5 2
1 2 1 −3
M22 = | |= 2- 6= -4 M23 = | |= 5+9= 14
3 2 3 5
−3 2 1 2
M31 = | |= -6+2= -4 M32 = | |= 2-8= -6
−1 2 4 2
1 −3
M33 = | |= -1+12= 11
4 −1
SO, the cofactors of the corresponding elements of A are,
C11 = (-1)1+1 .M11 = M11 = -12; C12 = (-1)1+2 .M12 = -M12 = -2;
C13 = (-1)1+3 .M13 = M13 = 23; C21 = (-1)2+1 .M21 = -M21 = 16;
C22 = (-1)2+2 .M22 = M22 = -4; C23 = (-1)2+3 .M23 = -M23 = -1;
C31 = (-1)3+1 .M31 = M31 = 4; C32 = (-1)3+2 .M32 = -M32 = 6;
C33 = (-1)3+3 .M33 = M33 = 11;
Value of Determinant: The value of determinant is the sum of the products
of elements of a row (or a column) with their corresponding cofactors.
We may expand a determinant by any arbitrarily chosen row or column.

4
 Chapter 1: Matrices

Expansion of a Determinant: Expanding the given determinant by 1st row, we

have
𝑎𝑎11 𝑎𝑎12 𝑎𝑎13
|𝑎𝑎21 𝑎𝑎22 𝑎𝑎23| = a11. (its cofactor) + a12. (its cofactor) + a13. (its cofactor)
𝑎𝑎31 𝑎𝑎32 𝑎𝑎33
= a11. C11 + a12. C12 + a13. C13
= a11. M11 - a12. M12 + a13. M13 [∵ C12 = - M12]
3 4 5
Eg. Evaluate A = |−6 2 −3|
8 1 7
Sol: Expanding the given determinant by 1st row, we get
2 −3 −6 −3 −6 2
A = 3. | |–4| |+5| |
1 7 8 7 8 1
= 3 (14 +3) -4. (-42+24) + 5 (-6-16)
= 3 (17) + 4(18) - 5(22) = 51 +72-110 = 13
3. Adjoint of Matrix: Let A = [aij] be a square matrix of order n and let Aij
denote the cofactor of aij in |𝐴𝐴|. Then, the adjoint of A, denoted by adj A, is
defined as adj A=[aji]n x n
Thus, adj A is the transpose of the matrix of the corresponding cofactors of
elements of |𝐴𝐴|.
𝑎𝑎11 𝑎𝑎12 𝑎𝑎13 𝐴𝐴11 𝐴𝐴12 𝐴𝐴13
If A=[𝑎𝑎21 𝑎𝑎22 𝑎𝑎23] then Adj A = [𝐴𝐴21 𝐴𝐴22 𝐴𝐴23] ′
𝑎𝑎31 𝑎𝑎32 𝑎𝑎33 𝐴𝐴31 𝐴𝐴32 𝐴𝐴33
𝐴𝐴11 𝐴𝐴21 𝐴𝐴31
=
[𝐴𝐴12 𝐴𝐴22 𝐴𝐴32], Where Aij denotes the cofactor of aij in |𝐴𝐴|.
𝐴𝐴13 𝐴𝐴23 𝐴𝐴33
1 −2 4
Eg. 1. If A = [ 0 2 1] find adj A
−4 5 3
1 −2 4
Sol: |𝐴𝐴|= | 0 2 1|
−4 5 3
The cofactors of the elements of the |𝐴𝐴|are given by,
2 1 0 1 0 2
A11 = | | =1; A12 =| | = -4; A13 = | |= 8;
5 3 −4 3 −4 5
−2 4 1 4 1 −2
A21 = | | =-26; A22 =| | = 19; A23 =| |= 3;
5 3 −4 3 −4 5

5
APPLIED MATHEMATICS

−2 4 1 4 1 −2
A31 = | | =-10; A32 =|| || = -1; A33 =| |= 2
2 1 0 1 0 2
1 −4 8 1 −26 −10
∴ adj A = [−26 19 3] ′ = [−4 19 −1 ]
−10 −1 2 8 3 2

1.3 Operations on Matrices:

1. Addition of Matrices: Let A and B be two comparable matrices, each of

order (m x n). Then their sum (A + B) is a matrix of order (m x n), obtained
by adding the corresponding elements of A and B.
6 1 −7 5 −3 −6
Eg. Let A = [ ] and B = [ ]
5 4 2 1 −3 0
Here, Matrix A and Matrix B both are 2 x 3 matrices.
∴ A and B are comparable matrices. ∴ A + B is defined.
6 + 5 1 + (−3) (−7) + (−6) 11 −2 −13
A+B=[ ]=[ ]
5 + 1 4 + (−3) 2+0 6 1 2
Properties of Addition of Matrices:
The basic properties of addition for real numbers also hold true for matrices.
Let A, B and C be m x n matrices.
1. Matrix addition is commutative. i.e. A + B = B +A for all comparable
matrices A and B.
2. Matrix addition is commutative. i.e. (A + B) + C = A + (B + C)
3. If O is an m x n null matrix, then A + O = O + A = A
Students can solve proof of these properties as exercise.
2. Scalar Multiplication: If A be a matrix and k be a number then the matrix
obtained by multiplying each element of A by k is called the scalar multiple
of A by k, denoted by kA.
If A is an (m X n) matrix then kA is also an (m X n) matrix.
5 6
1
If A = [ 3 −2], Find i) 4A, ii) 𝐴𝐴, iii) -3A
2
−5 4
5
3
20 24 2 −15 −18
1 3
Sol: 4A =[ 12 −8], ii) 2 𝐴𝐴 = 2
−1 , iii) -3A= [ −9 6 ]
−20 16 −5 15 −12
[2 2]

6
 Chapter 1: Matrices

3. Multiplication of Matrices: For two given matrices A and B, multiplication

of two matrices AB exists only when number of rows in A is equals the
number of columns in B.
Let A = [aij]m x n and B = [bjk]n x p be two matrices such that the number of
columns in A equals the number of rows in B.
Then, AB exists and it is an (m x p) matrix, given by
AB = [ Cik] m x p where Cik = (ai1b1k + ai2b2k + …. + aimbmk) = ∑𝑛𝑛𝑗𝑗=1 𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎
= sum of the products of corresponding elements of ith row of A and
kth column of B.
Properties of Matrix Multiplication:
1. Matrix multiplication is not commutative in general.
Let A and B be two matrices.
a. If AB exists then it is quite possible that BA may not exist.
b. Similarly, if BA exists then AB may not exist.
c. If AB and BA both exist, they may not be comparable.
2. Associative Law: For any matrices A, B, C for which(AB)C and A(BC)
both exist, we have (AB)C = A(BC)
3. Distributive laws of multiplication over addition:
i) A. (B + C) = (AB + AC)
ii) (A + B).C = (AC + BC)
4. The product of two non-zero matrices can be a zero matrix.
5. If A is a square matrix and I is an identity matrix of same order as A
then we have A.I = I.A = A.
6. If A is a square matrix and 0 is an identity matrix of same order as A
then we have A.0 = 0.A = 0.
Exercise:

5 4 3 5 1
Ex 1. If A = [ ] and B = [ ], find AB and BA whichever exists.
2 3 6 8 4

1 −1 2 3 1
2 1 −3
Ex 2. If A = [ 3 2 0] , B =[ 0 2] and C = [ ]
3 0 −1
−2 0 1 −2 5

Verify (AB)C = A(BC)

7
APPLIED MATHEMATICS

1.4 Elementary Transformation:

Following are three row operations and three column operations on a matrix, which
are called Elementary operations or transformations.

Equivalent Matrices: Two matrices are said to be Equivalent if one is obtained

from the other by one or more elementary operations and we, A~ B.

Three Elementary Row Operations:

i. Interchange of any two rows: The interchange of ith and jth rows is denoted
by Ri ↔ Rj.

5 9 3 −8 13 6
Eg. Let A = [−8 13 6] Applying R1↔ R2, we get [ 5 9 3]
−2 7 8 −2 7 8

ii. Multiplication of the elements of a row by a nonzero number: Suppose

each element of ith row of a given matrix is multiplied by a nonzero number
k. Then, we denote it by Ri ⟶kRi

5 9 3 5 9 3
Eg. Let A = [−8 13 6] Applying R3⟶ 2R3, we get [−8 13 6 ]
−2 7 8 −4 14 16

iii. Multiplying each element of a row by a nonzero number and then adding
them to the corresponding elements of another row: Suppose each
element of jth row of a matrix A is multiplied by a nonzero number k and
then added to the corresponding elements of ith row.

We denote it by Ri ⟶ Ri + k Rj

5 9 3 −1 12 12
Eg. Let A = [−2 1 3] Applying R1⟶ R1+3R2, we get [−2 1 3]
−2 7 8 −2 7 8

Three Elementary Column Operations:

i. Interchange of any two columns: The interchange of ith and jth columns is
denoted by Ci ↔ Cj.
4 9 3 4 3 9
Eg. Let A = [−6 1 6] Applying C2↔ C3, we get [−6 6 1]
−2 7 9 −2 9 7

8
 Chapter 1: Matrices

ii. Multiplying each element of a column by a nonzero number: Suppose

each element of ith column of a given matrix is multiplied by a nonzero
number k. Then, we denote it by Ci ⟶kCi
2 7 2 2 14 2
Eg. Let A = [−3 3 6 ] Applying C2 ⟶ 2C2 , we get [ −3 6 6]
2 5 8 2 10 8
iii. Multiplying each element of a column by a nonzero number and then
adding them to the corresponding elements of another column: Suppose
each element of jth column of a matrix A is multiplied by a nonzero number
k and then added to the corresponding elements of ith column.
We denote it by Ci ⟶ Ci + k Cj
5 2 3 9 2 3
Eg. Let A = [−2 1 3] Applying C1⟶ C1+2C2, we get [0 1 3]
−2 4 8 6 4 8

1.5 Inverse of Matrix:

Invertible Matrices: A square matrix A of order n is said to be invertible if there

exists a square matrix B of order n such that AB = BA = I
Also, then B is called the inverse of A and we write, A-1 = B
3 5 2 −5
Eg. Let A = [ ] and B = [ ] then
1 2 −1 3
3 5 2 −5 6 − 5 −15 + 15 1 0
AB = [ ]. [ ]=[ ]= [ ] =I
1 2 −1 3 2−2 −5 + 6 0 1
2 −5 3 5 6 − 5 10 − 10 1 0
BA= [ ][ ]=[ ]= [ ]=I
−1 3 1 2 −3 + 3 −5 + 6 0 1
∴ AB = BA = I Hence A-1 = B.
Singular and Non-singular Matrices: A square A is said to be singular if |𝐴𝐴|= 0
and non-singular if |𝐴𝐴| ≠ 0.
1 2 1 2
Eg. Let A = [ ] then |𝐴𝐴| = | | = (8 – 8) = 0 ∴ A is singular
4 8 4 8
1 2 1 2
Let B = [ ] then |𝐴𝐴| = | | = (8 – 6) = 2 ≠ 0 ∴ A is non-singular.
3 8 4 8
Note 1: Uniqueness of Inverse: Every invertible square matrix has a unique
inverse.
Note 2: A square matrix A is invertible if and only if A is non-singular,
i.e. A is invertible ⇔ |𝐴𝐴| ≠ 0

9
APPLIED MATHEMATICS

1.5.1 Inverse of matrix by Elementary Row Operations:

Let A be a square matrix of order n.
We can write, A = I.A ………………….. (i)
Now, let a sequence of elementary row operations reduce A on LHS of (i) to
I and I on RHS of (i) to a matrix B.
Then, I =BA ⟹ I.A-1= (BA) A-1 = B (A A-1) = BI ⟹ A-1 = B
We can write above method as given below.
1. Write A = I A
2. By using elementary row operations on A, transform it into a unit matrix.
3. In the same order we apply elementary operations on I to convert it into a
matrix B.
4. Then, A-1 = B
Ex. 1. By using elementary row operations, find the inverse of the matrix
1 3 −2
A= [−3 0 −5]
2 5 0
1 3 −2 1 0 0
Sol: [−3 0 −5 ] =[ 0 1 0]. A
2 5 0 0 0 1
1 3 −2 1 0 0
R2 ⟶ R2 – 3R1, R3 ⟶ R3 – 2R1 ⟹ [0 9 −11] =[ 3 1 0]. A
0 −1 4 −2 0 1
1 3 −2 1 0 0
R2 ↔R3 ⟹ [0 −1 4 ] = [−2 0 1]. A
0 9 −11 3 1 0
1 0 10 −5 0 3
R1 ⟶ R1 +3R2, R3 ⟶ R3 + 9R2 ⟹ [0 −1 4 ] = [ −2 0 1]. A
0 9 25 −15 1 9
1 0 10 −5 0 3
R2 ⟶ (-1). R2 ⟹ [0 1 −4] = [ 2 0 −1]. A
0 0 25 −15 1 9
1 0 10 −5 0 3
1 2 0 −1]. A
R3 ⟶ ( ) R3 ⟹ [0 1 −4] = [ −3 1 9
25
0 0 1 5 25 25

10
 Chapter 1: Matrices

−2 −3
1
1 0 0 5 5
−2 4 11
R1 ⟶ R1 -10R3, R2 ⟶ R2 + 4R3 ⟹ [0 1 0] = 5 25 25
.A
0 0 1 −3 1 9
[5 25 25 ]
−2 −3
1
5 5
-1 −2 4 11
Hence, A = 5 25 25
−3 1 9
[5 25 25 ]

1.5.2 Inverse of matrix by Formula:

Formula for finding A-1:
𝟏𝟏
Let A be a square matrix such that |𝐴𝐴| ≠0. Then, A-1 = |𝐴𝐴|. (adj A)

3 −10 −1
Ex.1. Find the inverse of the matrix [−2 8 2]
2 −4 −2
3 −10 −1 3 −10 −1
Sol: Let A = [−2 8 2 ]⟹ |𝐴𝐴|= |−2 8 2|
2 −4 −2 2 −4 −2
C1 ⟶ C1 +3C3 and C2 ⟶ C2 - 10C3
0 0 −1
|𝐴𝐴|= | 4 −12 2 | = (-1). (64-48) = - 16 ≠ 0
−4 16 −2
As |𝐴𝐴| ≠ 0 therefore A-1 exists.
The cofactors of the elements of |𝐴𝐴| are given by,
8 2 −2 2 −2 8
A11 = | |= -8; A12 = | |= 0; A13 = | |= -8
−4 −2 2 −2 2 −4
−10 −1 3 −1 3 −10
A21 = | |= -16; A22 = | |= -4 A23 = | |= -8
−4 −2 2 −2 2 −4
−10 −1 3 −1 3 −10
A31 = | |= -12; A32 = | |= -4 A33 = | |= 4
8 2 −2 2 −2 8
−8 0 −8 −8 −16 −12
∴ (Adj A) = [−16 −4 −8] ′ = [ 0 −4 −4 ]
−12 −4 4 −8 −8 4
1
Hence A-1 = |𝐴𝐴| . adj A

11
APPLIED MATHEMATICS

1 3
1
−8 −16 −12 2 4
1 1 1
= [0 −4 −4 ] = 0 4 4
−16
−8 −8 4 1 1 1
[2 − ]
2 4

3 2 6 7
Ex. 2 If A = [ ], B= [ ], verify that (AB)-1 = B-1A-1
7 5 8 9
3 2
Sol. We have |𝐴𝐴| = | |=15-14 = 1 ≠ 0
7 5
Cofactors of the elements of |𝐴𝐴| are
A11 = 5, A12 = -7, A21 = -2, A22= 3
3 2 3 7
∴ adj A= [ ]′ = [ ]
7 5 2 5
1 3 7
Hence, A-1 = |𝐴𝐴| adj A = [ ] [ ∵ |𝐴𝐴|=1]
2 5

|𝐵𝐵|= |6 7|=54-56 = -2 ≠ 0
8 9
Cofactors of the elements of |𝐵𝐵| are
B11 = 9, B12 = -8, B21 = -7, A22= 6
9 −8 9 −8
∴ adj A= [ ]′ = [ ]
−7 6 −7 6
1 1 3 7
Hence, B-1 = |𝐵𝐵| adj B = − [ ] [ ∵ |𝐵𝐵|= - 2]
2 2 5
Now, |𝐴𝐴𝐴𝐴| = |𝐴𝐴||𝐵𝐵| = 1 x -2 = -2 ≠ 0
adj AB = adj B. adj A
9 −8 3 7 94 −39
=[ ][ ]=[ ]
−7 6 2 5 −82 34
1 1 94 −39
AB)-1 = |𝐴𝐴𝐴𝐴| adj AB = − [ ]
2 −82 34
1 3 7 3 7 1 94 −39
B-1 A-1 = − [ ][ ]=− [ ]
2 2 5 2 5 2 −82 34
(AB)-1 = B-1 A-1
Exercise:
1) Find the adjoint of given matrix verify A. (adj A)= (adj A)A = |𝐴𝐴|.I
1 −1 2 4 5 3
3 −5
1) [ ] 2) [3 1 −2] 3)[0 1 6]
−1 2
1 0 3 2 7 9

12
 Chapter 1: Matrices

3 3 0 −42 −24 30
2 5
[Ans: 1 .[ ], 2. [−11 1 8] , 3. [ 3 30 −21]]
1 3
−1 −1 4 7 −18 −5
−4 −3 −3
2) If A =[ 1 0 1 ], show that adj A = A
4 4 3
−4 −3 −3
3) If A =[ 1 0 1 ], show that adj A = 3A’
4 4 3

1.6 Rank of Matrix

The maximum number of its linearly independent rows (or columns) of a

matrix A is called the rank of Matrix A. If we have a chance of solving a system of
linear equations, when the rank is equals the number of variables, we may be able to find
a unique solution. Rank of a matrix A is denoted by ρ (A) or R (A)

Note:
a. The rank of a matrix cannot exceed the number of its rows or columns.
b. The rank of a null matrix is zero.
c. Rank of a matrix Am×n , ρ(Am×n ) ≤ Min(m, n)
d. ρ(In) = n where In = unit matrix of order n
e. If ρ (A) = m and ρ (B) = n then ρ (AB) ≤ min(m, n)
1.6.1 Echelon or Normal Matrix: a matrix is said to be echelon form if
a. There exists any zero row, they should be placed below the non- zero row
b. Number of zeros before a non – zero element in a row should increase
according with row number.
1 4 5
Eg. A = [0 5 4] ∴ ρ(A)= 3 = number of non – zero row
0 0 1
1 6 5 4
0 5 4 6
B =[ ] ∴ ρ(B)= 3 = number of non – zero row
0 0 4 3
0 0 0 0
Note: To reduce a matrix into its echelon form only elementary row transformations
are applied.

13
APPLIED MATHEMATICS

Computing the Rank of a matrix: A common approach for finding the rank of a
matrix is to reduce it to a simpler form, generally row echelon form by elementary
row operations. Row operations do not change the row rank
1 3 4
Ex 1. Find the rank of the matrix A = [ 2 −1 3]
−2 8 2
1 3 4
Sol: We have, A = [ 2 −1 3]
−2 8 2
To find the rank of a matrix, we will transform the matrix into its echelon form by
row transformation. Then determine the rank by the number of non-zero rows
1 3 4
R2 = R2- 2R1, R3 = R3 +2R1 A = [0 −7 −5]
0 14 10
1 3 4
R3 = R3 +2R2 A = [0 −7 −5]
0 0 0
Number of non-zero rows in matrix A = 2 ∴ Rank of matrix A, ρ(A)= 2
Exercise:
Ex 1. Find the rank of the following matrices
2 −1 3
1 2 1
1 0 1
1. A = [2 3 1]; 2. A = [ ]
0 2 −1
1 1 2
1 1 4

1.7 Linear Equations

To find the solution to the system of equations is a matrix method. The steps to be
followed are:
• All the variables in the equations should be written in the appropriate order.
• The variables, their coefficients and constants are to be written on the
respective sides.
There are two types of system of equations.
1. Consistent system of Equations: A given system of equations is said to be
consistent if it has one or more solutions.
2. Inconsistent system of Equations: A given system of equations is said to
be inconsistent if it has no solution.

14
 Chapter 1: Matrices

Consider the system of equations.

a1x + b1y + c1z = d1; a2x + b2y + c2z = d2; a3 x + b 3 y + c 3 z = d 3
a1 𝑏𝑏1 𝑐𝑐1 𝑥𝑥 𝑑𝑑1
Let A = [𝑎𝑎2 𝑏𝑏2 𝑐𝑐2], X= [ ] and B = [𝑑𝑑2]
𝑦𝑦
𝑐𝑐1 𝑐𝑐2 𝑐𝑐3 𝑧𝑧 𝑑𝑑3
Then the given system can be written as
𝑎𝑎1 𝑏𝑏1 𝑐𝑐1 𝑥𝑥 𝑑𝑑1
[𝑎𝑎2 𝑏𝑏2 𝑐𝑐2] [𝑦𝑦] = [𝑑𝑑2]
𝑎𝑎3 𝑏𝑏3 𝑐𝑐3 𝑧𝑧 𝑑𝑑3
∴ AX = B
Case1: when |𝐴𝐴| ≠ 0 , In this case, A-1 exists.
∴ AX = B ⇒ A-1(AX)= A-1B [multiplying both the sides by A-1]
⇒ (A-1A)X= A-1B [By associative law]
⇒ I.X = A-1B ⇒ X= A-1B
Since A-1 is unique, the given system has a unique solution.
Thus, when |𝐴𝐴| ≠ 0, then the given system is consistent and it has a unique
solution.
Case 2: |𝐴𝐴| = 0 and (adj A) B ≠ 0
In this case, the given system has no solution and hence it is inconsistent.
Case 3: |𝐴𝐴| = 0 and (adj A) B = 0
In this case, the given system has infinitely many solutions.
Ex.1 Use matrix method to show that the system of equations
2x + 5y = 7, 6x + 15y = 13 is inconsistent
Sol: The given equations are 2x + 5y = 7; 6x + 15y = 13
2 5 𝑥𝑥 7
Let A =[ ], X= [𝑦𝑦] and B= [ ]
6 15 13
Then the given system in matrix form is AX = B
2 5
Now, |𝐴𝐴|= | |= 30 – 30 = 0
6 15
The system will be inconsistent if (adj A) B ≠ 0
The minors of the elements of |𝐴𝐴| are M11 = 15, M12 = 6, M21= 5, M22 = 2
The cofactors of the elements of |𝐴𝐴| are A11 = 15, A12 = -6, A21= -5, A22 = 2

15
APPLIED MATHEMATICS

15 −6 15 −5
Adj A = [ ]′ = [ ]
−5 2 −6 2
15 −5 7 105 − 65 40
⇒ (adj A) B = [ ][ ] = [ ]= [ ]≠0
−6 2 13 −42 + 26 −16
|𝐴𝐴|=0, (adj A) B ≠ 0. Hence, the given system of equations is inconsistent.
Ex.2 Show that the following system of equations is consistent and solve it
2x + 5y = 1, 3x + 2y = 7
Sol: The given equations are
2x + 5y = 1; 3x + 2y = 7
2 5 𝑥𝑥 1
Let A =[ ], X= [𝑦𝑦] and B= [ ]
3 2 7
Then the given system in matrix form is AX = B
2 5
Now, |𝐴𝐴|= [ ]= 4 - 15 = -11≠ 0
3 2
Hence the given system has a unique solution.
The minors of the elements of |𝐴𝐴| are M11 = 2, M12 = 3, M21= 5, M22 = 2
The cofactors of the elements of |𝐴𝐴| are A11 = 2, A12 = -3, A21= -5, A22 = 2
2 −3 2 −5
Adj A = [ ]′ = [ ]
−5 2 −3 2
−2 5
1 −1 2 −5
⇒ A-1 = adj A = [ ] =[ 11
3
11
−2]
|𝐴𝐴| 11 −3 2
11 11

X = A-1 B
−2 5 −2 35
𝑥𝑥 +
11 1 3
[𝑦𝑦] = [ 11
3 −2] [7] = [ 11
3
11
14 ] =[ ] ⇒ x = 3 and y = -1
− −1
11 11 11 11

Exercise:
1) Use matrix method to solve the following system of equations
3x + 4y +2z = 8; 2y – 3z = 3; x-2y+6z = -2 [ Ans: x= -2, y = 3 and z = 1]

1.8 Linear dependence and linear independence of vectors

A collection of vectors is either linearly independent or linearly dependent. The

vectors v1, v2 ……vk are linearly independent if the equation involving linear
combination. In the theory of vector spaces, a set of vectors is said to be linearly

16
 Chapter 1: Matrices

dependent if there is a nontrivial linear combination of the vectors that equals the
zero vector. If no such linear combination exists, then the vectors are said to be
linearly independent.
A sequence of vectors v1, v2, …….. , vk from a vector space V is said to be linearly
dependent, if there exist scalars a1, a2, ….., ak not all zero, such that
a1v1+a2v2+…. + akvk = 0, where 0 denotes the zero vector.
Ex. 1 State whether following set of vectors are linearly dependent or linearly
independent. If dependent find the relation between them.
X1 = (1, 2, 3), X2 = (3, -2, 1), X3 = (1, -6, 5)
Sol: Here, there are three vectors. For three vectors are take 3 scalars.
Let 𝜆𝜆1, 𝜆𝜆2 and 𝜆𝜆3 be three scalars.
Consider 𝜆𝜆1 X1 + 𝜆𝜆2 X2 + 𝜆𝜆3 X3 = 0 ……………….. (1)
𝜆𝜆1(1, 2, 3) + 𝜆𝜆2 (3, -2, 1) + 𝜆𝜆3(1, -6, 5) = 0
From these we make three simultaneous equations.
𝜆𝜆1 + 3𝜆𝜆2 + 𝜆𝜆3 = 0; 2𝜆𝜆1 - 2𝜆𝜆2 - 6𝜆𝜆3 = 0; 3𝜆𝜆1 + 𝜆𝜆2 + 5𝜆𝜆3 = 0
Put them in matrix form
1 3 1 𝜆𝜆1 0
[2 −2 −6] [𝜆𝜆2] = [0]
3 1 5 𝜆𝜆3 0
A 𝜆𝜆 = B ……………………………………… (2)
Now augmented matrix,
1 3 1 0
C = [A: B] ⇒ = [2 −2 −6 0]
3 1 5 0
Reduced this matrix in echelon matrix by row transformation
1 3 1 0
R2 = R2 – 2R1; R3 = R3 – 3R1 ⟹ C = [0 −8 −8 0]
0 −8 2 0
1 3 1 0
R3 = R3 –R2, C = [0 −8 −8 0]
0 0 10 0
Here we cannot further reduce.
1 3 1 𝜆𝜆1 0
From (2), [0 −8 −8] [𝜆𝜆2] = [0]
0 0 10 𝜆𝜆3 0

17
APPLIED MATHEMATICS

From matrix multiplication,

𝜆𝜆1 + 3𝜆𝜆2 + 𝜆𝜆3 = 0 ………………… (3)
-8𝜆𝜆2 - 8𝜆𝜆3 = 0 ………………………(4)
∴ 𝜆𝜆3 = 0
Put 𝜆𝜆3 = 0 in (4) ∴ 𝜆𝜆2= 0
Put 𝜆𝜆2, 𝜆𝜆3 (3) ∴ 𝜆𝜆1= 0
∵ 𝜆𝜆1= 𝜆𝜆2= 𝜆𝜆3= 0 i.e all three scalars are 0.
∴ The given vectors are linearly independent and there exists no relationship.
Ex. 2 Test the linear dependency and find the relationship between if it exists for
X1 = (1, 1, 1, 3), X2 = (1, 2, 3, 4), X3 = (2, 3, 4, 7)
Sol: Here, there are three vectors. For three vectors are take 3 scalars.
Let 𝜆𝜆1, 𝜆𝜆2 and 𝜆𝜆3 be three scalars.
Consider 𝜆𝜆1 X1 + 𝜆𝜆2 X2 + 𝜆𝜆3 X3 = 0 ……………….. (1)
𝜆𝜆1(1, 1, 1, 3) + 𝜆𝜆2 (1, 2, 3, 4) + 𝜆𝜆3(2,3,4,7) = 0
From these we make simultaneous equations.
𝜆𝜆1 + 𝜆𝜆2 + 2𝜆𝜆3 = 0; 𝜆𝜆1 + 2𝜆𝜆2 + 3𝜆𝜆3 = 0; 𝜆𝜆1 + 3𝜆𝜆2 + 4𝜆𝜆3 = 0; 3𝜆𝜆1 + 4𝜆𝜆2 + 7𝜆𝜆3 = 0
Put them in matrix form
1 1 2 0
𝜆𝜆1
1 2 3 0
[ ] [𝜆𝜆2] = [ ]
1 3 4 0
𝜆𝜆3
3 4 7 0
A 𝜆𝜆 = B ……………………………………… (2)
Now augmented matrix, C = [A: B]
1 1 2 0
1 2 3 0
=[ ]
1 3 4 0
3 4 7 0
Reduced this matrix in echelon (upper triangular) matrix by row transformation
R2 = R2 – R1 , R3 = R3 – R1, R4 = R4 – 3R1
1 1 2 0
0 1 1 0
C= [ ]
0 2 2 0
0 1 1 0

18
 Chapter 1: Matrices

1 1 2 0
0 1 1 0
R3 = R3 –2R2, R4 = R4 – R2 ⟹ C = [ ]
0 0 0 0
0 0 0 0
1 1 2 0
𝜆𝜆1 0
0 1 1 0
from (2), [ ] [𝜆𝜆2] = [0]
0 0 0 0
𝜆𝜆3 0
0 0 0 0
From matrix multiplication,
𝜆𝜆1 + 𝜆𝜆2 + 2𝜆𝜆3 = 0 ………………… (3)
𝜆𝜆2 + 𝜆𝜆3 = 0 ⇒ 𝜆𝜆2 = - 𝜆𝜆3 ………………………(4)
Consider 𝜆𝜆3 = k where k is non zero constant. ∴ 𝜆𝜆2 =-k
Put 𝜆𝜆2, 𝜆𝜆3 in equation (3) ∴ 𝜆𝜆1-k +2k = 0 ⇒ ∴ 𝜆𝜆1+k = 0 ∴ 𝜆𝜆1 = -k
All the scalars are non-zero.
∴ The given vectors are linearly dependent and there exists some relationship.
Now we find relationship between them.
We have, 𝜆𝜆1 X1 + 𝜆𝜆2 X2 + 𝜆𝜆3 X3 = 0 ⇒ −𝑘𝑘 X1 -k X2 + 𝑘𝑘 X3 = 0
Divide equation by -k , X1 + X2 - X3 = 0
This is the required relationship.

1.9 Linear Transformation

Let U(F) and V(F) be two vector spaces.

A mapping f: U → V is called Linear Transformation of U into V if
i) f (x + y) = f(x) + f(y)
ii) f (ax) = a f(x) where x, y 𝜖𝜖 V, a 𝜖𝜖 F, f (x), f (y) 𝜖𝜖 V.
Sometimes linear transformation is also called vector space homomorphism.
Ex. 1 V3 is a vector. A mapping is given as T.V3(R) → V2(R) by T(x1, x2, x3) =
(x1- x2) , (x1+ x3). Check whether this is linear transformation.
Sol: Let (x1, x2, x3) = x 𝜖𝜖 V3 and let (y1, y2, y3) = y 𝜖𝜖 V3(R)
T (x + y) = T [(x1, x2, x3) + (y1, y2, y3)] = T [(x1 + y1, x2 + y2, x3 + y3)]
= T [(x1 + y1- x2 - y2, x1 + y1+ x3 + y3)]
= T [(x1 - x2 + y1- y2, x1 + x3 + y1+ y3)]

19
APPLIED MATHEMATICS

= T [ (x1, x2, x3)] + T [(y1, y2, y3)] = T (x) + T (y)

T (ax) = T [a (x1, x2, x3)] = T [ (ax1, ax2, ax3)] = (ax1 - ax2, ax1 + ax3)
= a [ (x1 - x2), (x1 + x2)]
T (ax) =a T (x) = T (x)
Both the condition of linear transformation are satisfy.
∴ T is linear transformation.
1.9.1 Matrix representation of Linear Transformation:
Let U(F) and V(F) be two vector spaces over F.
T: U → V be a Linear Transformation
Let B = {u1, u2, u3, ……….. ….. , un} and
B’ = {v1, v2, v3, …………….. , vm}
Are two ordered bases for U and V respectively.
Now, if any 𝛼𝛼 𝜖𝜖 U ⇒ T(𝛼𝛼) 𝜖𝜖 V
Also T(𝛼𝛼) can be represented by B’
T(u1) = B1 = a11v1 + a12v2 +a13v3+…………..+ A1mvm
T(u2) = B2 = a21v1 + a22v2 +a23v3+…………..+ A2mvm
……………………………………………………….
T(un) = Bn = an1v1 + an2v2 +an3v3+…………..+ Anmvm
T(u1) 𝑎𝑎11 𝑎𝑎12 … … … … . 𝑎𝑎1𝑚𝑚 𝑣𝑣1
T(u2) 𝑎𝑎21 𝑎𝑎22 … … … … . 𝑎𝑎2𝑚𝑚 v2
. = …… …………….. …… .
. …… ……………… ……. .
[T(un)] [𝑎𝑎𝑎𝑎1 𝑎𝑎𝑎𝑎2 … … … . . 𝑎𝑎𝑎𝑎𝑎𝑎 ] [vn]
𝑎𝑎11 𝑎𝑎12 … … … … . 𝑎𝑎1𝑚𝑚
𝑎𝑎21 𝑎𝑎22 … … … … . 𝑎𝑎2𝑚𝑚
…… …………….. … … = [ T: B:B’]
…… ……………… …….
[𝑎𝑎𝑎𝑎1 𝑎𝑎𝑎𝑎2 … … … . . 𝑎𝑎𝑎𝑎𝑎𝑎 ]
This is matrix of Linear Transformation.
If we have Linear Transformation T: U(F) → V(F)
then matrix form is [T: B], [T]B
For any n dimensions vector spaces,

20
 Chapter 1: Matrices

standard basis for v2(R)= {(1, 0), (1, 0)}, v3(R)= {(1, 0, 0),
(0, 1, 0), (0, 0,1)}, v3(R)= {(1, 0, 0, 0), (0, 1, 0, 0), (0, 0,1, 0), (0, 0, 0, 1)}

1.10 Characteristics roots and characteristics vectors

Characteristic vector or Eigen vector of a matrix A is a vector represented by a

matrix X such that when X is multiplied with matrix A, then the direction of the
resultant matrix remains same as vector X.
Let A be a square matrix of order n x n, then a number 𝜆𝜆 is said to be eigen value
of a matrix A if there exists a column matrix X of order n x 1 such that AX = 𝜆𝜆X,
where A is any arbitrary matrix, 𝜆𝜆 are eigen values and X is an eigen vector
corresponding to each eigen value.
⇒ AX - 𝜆𝜆X = 0 ⇒ (A- 𝜆𝜆𝜆𝜆)X = 0 ……………………….(1)
Equation (1) is called characteristics equation of the matrix.
The roots of the characteristic equation are the eigen values of the matrix A.
Ex.1 Find the eigen value (characteristics roots) and eigen vector (characteristics
1 −2
vector) for the matrix A = [ ].
−5 4
Sol: The characteristic equation for matrix A is,
1− λ −2
|𝐴𝐴 − λ I| = 0 ⟹| |=0
−5 4− λ
⟹ (1 − λ). (4 − λ) − (−5). (−2)= 0 ⟹ 4 - λ – 4 λ + λ2 – 10 = 0
⟹ λ2 – 5 λ −6 = 0 ⟹ (λ − 6). (λ + 1) = 0 ⟹ λ = 6, λ = −1
∴ Eigen value of A are 6 and -1.
𝑋𝑋
Case I: X1 = [ ] be the eigen vector of A corresponding to λ = 6
𝑌𝑌
Then (A − λI)X1 = 0
1− λ −2 𝑋𝑋 1− 6 −2 𝑋𝑋
i.e. [ ] . [ ] = 0, [ ].[ ] = 0 , λ = 6
−5 4 − λ 𝑌𝑌 −5 4 − 6 𝑌𝑌
−5 −2 𝑋𝑋
[ ].[ ] = 0
−5 − 2 𝑌𝑌
By row transformation,
−5 −2 𝑋𝑋
R 2 = R 2 – R1 [ ].[ ] = 0
0 0 𝑌𝑌
-5X – 2Y = 0 ⟹ - 5X = 2Y

21
APPLIED MATHEMATICS

𝑋𝑋 𝑌𝑌
= = k (say)
2 −5

X = 2k, Y = -5k for k=1

2
∴ Eigen vector X1 = [ ]
−5
𝑋𝑋
Case II: Let X2 = [ ] be the eigen vector of A corresponding to λ = -1
𝑌𝑌
Then (A − λI)X2 = 0
1− λ −2 𝑋𝑋
i.e. [ ].[ ] = 0
−5 4 − λ 𝑌𝑌
1 − (−1) −2 𝑋𝑋
[ ].[ ] = 0 , λ = -1
−5 4 − (−1) 𝑌𝑌
2 −2 𝑋𝑋
[ ].[ ] = 0
−5 5 𝑌𝑌
By row transformation,
5 2 −2 𝑋𝑋
R2 = R2 + R1 ⟹ [ ].[ ] = 0
2 0 0 𝑌𝑌
2X – 2Y = 0 ⟹ 2X = 2Y
𝑋𝑋 𝑌𝑌
= = k (say) ⟹ X = k, Y = k for k=1
1 1

1
∴ Eigen vector X2= [ ]
1

1.11 Properties of characteristic vectors (eigen vector)

Following are the properties of Eigen vector:

1. Corresponding one eigen vector there exists one eigen value.
Let 𝜆𝜆1 and 𝜆𝜆2 are two eigen values of A with one eigen vector X ≠ 0.
By condition of eigen values,
AX = 𝜆𝜆1X and AX = 𝜆𝜆2X
⟹ 𝜆𝜆1X = 𝜆𝜆2X ⟹ (𝜆𝜆1- 𝜆𝜆2) X = 0
As X ≠ 0, (𝜆𝜆1- 𝜆𝜆2) = 0 ∴ 𝝀𝝀1 = 𝝀𝝀2
So there exists one eigen value for one eigen vector
2. If 𝜆𝜆 is eigen value of the matrix A of order n x n.
a) 𝜆𝜆2 is an eigen value of A2

22
 Chapter 1: Matrices

AX = 𝜆𝜆X
Multiplying by A, A2X = 𝜆𝜆AX = 𝜆𝜆 𝜆𝜆X = 𝜆𝜆2X
∴ 𝜆𝜆2 is an eigen value of A2
b) 𝜆𝜆k is an eigen value of Ak, k is positive integer.
c) f (𝜆𝜆) = a0 𝜆𝜆 + a1 𝜆𝜆2+……………. + an 𝜆𝜆n
is an eigen value of F (A) = a0I + a1A+……………. + anAn

d) 𝑒𝑒 𝜆𝜆 , log 𝜆𝜆, sin 𝜆𝜆 are eigen values of 𝑒𝑒 𝐴𝐴 , log A, sin 𝐴𝐴 respectively.

|𝐴𝐴|
e) is an eigen value of adj A.
𝜆𝜆

As AX = 𝜆𝜆X
Let 𝜆𝜆1 is eigen value of adj A
adj AX = adj 𝜆𝜆1X
Multiplying by A, A adj AX = 𝜆𝜆1AX
|𝐴𝐴| IX = 𝜆𝜆1 𝜆𝜆X [ adj A = |𝐴𝐴| I]
( |𝐴𝐴| - 𝜆𝜆1 𝜆𝜆) X = 0
|𝐴𝐴|
As X ≠ 0, |𝐴𝐴| - 𝜆𝜆1 𝜆𝜆 = 0 ⟹ |𝐴𝐴| = 𝜆𝜆1 𝜆𝜆 ⟹ 𝜆𝜆1 =
𝜆𝜆

1.12 Caley Hamilton Theorem:

2 − 𝜆𝜆 1 1
Consider A - 𝜆𝜆I = [ 0 1 − 𝜆𝜆 0 ] ←characteristic matrix, Where A is a
0 0 2 − 𝜆𝜆
square matrix
Characteristic polynomial: If we put characteristic matrix in determinant form
and solved then we get polynomial that is called characteristic polynomial.
2 − 𝜆𝜆 1 1
|A − 𝜆𝜆I | = | 0 1 − 𝜆𝜆 0 |
0 0 2 − 𝜆𝜆
|A − 𝜆𝜆I | = 0
2 − 𝜆𝜆 1 1
| 0 1 − 𝜆𝜆 0 |=0
0 0 2 − 𝜆𝜆
(2 − 𝜆𝜆 ) [ (1 − 𝜆𝜆)(2 − 𝜆𝜆) – 0] – 1 [0] + 1[0 - 1 − 𝜆𝜆] = 0
(2 − 𝜆𝜆 ) [ (2-λ-2λ+ λ2)] - 1 + 𝜆𝜆 = 0

23
APPLIED MATHEMATICS

(2 − 𝜆𝜆 ) [ (2-3λ+ λ2)] - 1 + 𝜆𝜆 = 0
4 - 6 𝜆𝜆 + 2 λ2 - 2λ +3 λ2 - λ3 – 1 + λ = 0
- λ3 + 5 λ2 - 7λ + 3 = 0
λ3 - 5 λ2 + 7λ - 3 = 0
This is called characteristic equation.
Characteristic Roots (𝐞𝐞𝐞𝐞𝐞𝐞𝐞𝐞𝐞𝐞 𝐯𝐯𝐯𝐯𝐯𝐯𝐯𝐯𝐯𝐯𝐯𝐯) : Roots of characteristic equation is called
characteristic roots.
State and Prove Caley Hamilton Theorem
Statement: Every square matrix A satisfy its own characteristic equation.
Proof: Let A = [aij]n x n be any square matrix and P (𝜆𝜆) = |𝐴𝐴 − 𝜆𝜆𝜆𝜆| be a
characteristic equation where 𝜆𝜆 be any constant, I is an identity matrix.
Show that |𝐴𝐴 − 𝜆𝜆𝜆𝜆| = 0
𝑎𝑎11 − 𝜆𝜆 𝑎𝑎12 𝑎𝑎13 ……… 𝑎𝑎1𝑛𝑛
𝑎𝑎21 𝑎𝑎21 − 𝜆𝜆 𝑎𝑎23 ……… 𝑎𝑎2𝑛𝑛
| |= 0
…… …… …… …… ……
𝑎𝑎𝑎𝑎1 𝑎𝑎𝑎𝑎2 𝑎𝑎𝑎𝑎3 ……… 𝑎𝑎𝑎𝑎𝑎𝑎 − 𝜆𝜆
a0 +a1 𝜆𝜆 + a2 𝜆𝜆2+ a3 𝜆𝜆3……………. + an 𝜆𝜆n
[ Matrix is n x n order therefore polynomial is of order n]
If we put matrix A in place of 𝜆𝜆 then
a0 +a1A + a2A2+ a3A3 +…………. + an An
We know that, A adj A = |𝐴𝐴|I
(A - 𝜆𝜆I) adj (A - 𝜆𝜆I) = |A − 𝜆𝜆I |.I [A = |A − 𝜆𝜆I |]
Now each element in (A - 𝜆𝜆I) is a polynomial of degree almost 1.
Hence adj (A - 𝜆𝜆I) has polynomial of degree n-1.
adj (A - 𝜆𝜆I) = B0 +B1 𝜆𝜆 + B2 𝜆𝜆2+ B3 𝜆𝜆3……………. + Bn-1 𝜆𝜆n-1
(A - 𝜆𝜆I) adj (A - 𝜆𝜆I) = (A - 𝜆𝜆I) [B0 +B1 𝜆𝜆 + B2 𝜆𝜆2+ …………. + Bn-1 𝜆𝜆n-1]
= AB0 + AB1 𝜆𝜆 + AB2 𝜆𝜆2+ …………. + ABn-1 𝜆𝜆n-1 -
B0𝜆𝜆 - B1 𝜆𝜆2 - B2 𝜆𝜆3- …………- Bn-1 𝜆𝜆n
= AB0 + (AB1-Bo) 𝜆𝜆 + (AB2-B1) 𝜆𝜆2+ …….- Bn-1 𝜆𝜆n
Now (A - 𝜆𝜆I) adj (A - 𝜆𝜆I) = |A − 𝜆𝜆I |

24
 Chapter 1: Matrices

AB0 + (AB1-Bo) 𝜆𝜆 + (AB2-B1) 𝜆𝜆2+

…….- Bn-1 𝜆𝜆n = a0 +a1 𝜆𝜆 + a2 𝜆𝜆2+ a3 𝜆𝜆3………… + an 𝜆𝜆n
Compare coefficient of equal power of 𝜆𝜆
AB0 = a0
AB1-Bo = a1
AB2-B1 = a2
………
ABn-1-Bn-2 = an-1
-Bn-1 = an
Multiplying with I, A, A2, ………, An and then add
AB0 = a0I
A2B1-Bo = a1A
A3B2-B1 = a2 A2
………
AnBn-1-A n-1Bn-2 = an-1An-1
-AnBn-1 = an An
Hence a0 +a1A + a2A2+ a3A3 +…………. + an An =0
Hence proved.
8 −8 −2
Ex 1. Show that the matrix A = [4 −3 −2]
3 −4 1
satisfies its characteristic equation and hence determine A-1.
Sol: The characteristic matrix of A is,
8 − 𝜆𝜆 −8 −2
| 4 −3 − 𝜆𝜆 −2 | = 0
3 −4 1 − 𝜆𝜆
Characteristic equation is given by |𝐴𝐴 − 𝜆𝜆𝜆𝜆| = 0
OR
If there is 2 x 2 matrix then 𝜆𝜆2 -s1 𝜆𝜆 + |𝐴𝐴| = 0
If there is 3 x 3 matrix then 𝜆𝜆3 - s1 𝜆𝜆2 + s2 𝜆𝜆 - |𝐴𝐴| = 0
Where s1= sum of diagonal element of matrix A

25
APPLIED MATHEMATICS

And s2= sum of minors of diagonal element of matrix A

Here matrix A is 3 x 3
So Characteristic equation is given by
𝜆𝜆3 - s1 𝜆𝜆2 + s2 𝜆𝜆 - |𝐴𝐴| = 0
s1 = sum of diagonal element of matrix A = 8 – 3 + 1 = 6
s2 = sum of minors of diagonal element of matrix A
−3 −2 8 −2 8 −8
=| |+| |+| |
−4 1 3 1 4 −3
= ( -3 - 8 ) + (8 + 6) + (-24 + 32) = (-11) + 14 + 8 = 11
8 −8 −2
Now |𝐴𝐴| = |4 −3 −2|
3 −4 1
= 8 (-3 – 8) - (-8) (4 +6) + (-2) (-16+9) = 8(-11)+80 +14 = 6
𝜆𝜆3 -6 𝜆𝜆2 + 11 𝜆𝜆 – 6 = 0
Now, in LHS we replace 𝜆𝜆 by A, we get
𝐴𝐴3 -6 𝐴𝐴2 + 11 𝐴𝐴 – 6I
8 −8 −2 8 −8 −2 26 −32 −2
𝐴𝐴2 = [4 −3 −2] [4 −3 =
−2] [14 −15 −4]
3 −4 1 3 −4 1 11 −16 3
8 −8 −2 26 −32 −2 74 −104 10
𝐴𝐴3 = A 𝐴𝐴2 = [4 −3 ] [
−2 14 −15 −4 ] = [ 40 −51 −2]
3 −4 1 11 −16 3 33 −52 13
𝐴𝐴3 -6 𝐴𝐴2+ 11 𝐴𝐴 – 6I =
74 −104 10 26 −32 −2 8 −8 −2 1 0 0
[40 −51 −2] – 6 [14 −15 −4] +11[4 −3 −2]- 6 [0 1 0]
33 −52 13 11 −16 3 3 −4 1 0 0 1
74 −104 10 156 −192 −12
= [40 −51 −2] - [ 84 −90 −24] +
33 −52 13 66 −96 18
88 −88 −22 6 0 0 0 0 0
[44 −33 −22]- [0 6 0] = [0 0 0]
33 −44 11 0 0 6 0 0 0
∴ 𝐴𝐴3 -6 𝐴𝐴2+ 11 𝐴𝐴 – 6I = 0 ………. (1)
Thus, A satisfy its characteristic equation.
To find A-1, multiply equation (1) by A-1

26
 Chapter 1: Matrices

𝐴𝐴3 A-1 -6 𝐴𝐴2 A-1+ 11 𝐴𝐴 A-1 – 6 I A-1 = 0

𝐴𝐴2 -6 𝐴𝐴+ 11 𝐼𝐼 – 6 A-1 = 0 ………………… [A A-1 = I, I = 1]
⟹ 6 A-1 = 𝐴𝐴2 - 6 𝐴𝐴+ 11 𝐼𝐼
26 −32 −2 8 −8 −2 1 0 0
= [14 −15 −4] – 6 [4 −3 −2] + 11 [0 1 0] =
11 −16 3 3 −4 1 0 0 1
−11 16 10 −11 16 10
-1 1
[−10 14 8 ] A = 6 [−10 14 8 ]
−7 8 8 −7 8 8

1.13 Similarity of matrices:

Matrix A and B of order n x n are said to be similar to each other if there exists an
invertible n x n matrix P, such that AP = PB i.e. B = P-1AP
For Similar matrices A, B, we have
i. |𝐴𝐴| = |𝐵𝐵|
Since A and B are similar, we have B = P-1AP
|B| = |𝑃𝑃−1 AP| [ Taking determinant of both the side]
= |𝑃𝑃−1 ||A| |P| ⟹ = |𝑃𝑃−1 𝑃𝑃||A| ⟹ = |𝐼𝐼||A| ⟹ = |A| [ As |𝐼𝐼| = 1]
∴ |𝐴𝐴| = |𝐵𝐵|
ii. Characteristic equation for A and B are same.
If A and B are similar to each other then
|𝐴𝐴 − 𝜆𝜆𝜆𝜆| = |𝐵𝐵 − 𝜆𝜆𝜆𝜆|, for all real numbers 𝜆𝜆.
|𝐵𝐵 − 𝜆𝜆𝜆𝜆| = |𝑃𝑃−1 AP − 𝜆𝜆𝜆𝜆| [As B = P-1AP]

= |𝑃𝑃−1 AP − 𝜆𝜆𝑃𝑃−1 IP| = |𝑃𝑃−1 (A − 𝜆𝜆I)P| = |𝑃𝑃−1 ||(A − 𝜆𝜆I)||P|

= |𝑃𝑃−1 𝑃𝑃||(A − 𝜆𝜆I)| = |I||(A − 𝜆𝜆I)| = |(A − 𝜆𝜆I)|
Since |𝐵𝐵 − 𝜆𝜆𝜆𝜆| = |(A − 𝜆𝜆I)|, the similar matrices A and B have same characteristic
equation.

1.14 Reduction of matrix to a diagonal matrix which has elements

as characteristics values

If a square matrix A of order n has n linearly independent eigen vectors, then a

matrix P can be found such that P-1AP is a diagonal matrix.
Proof: Let A be a square matrix of order 3.

27
APPLIED MATHEMATICS

Let 𝜆𝜆1 , 𝜆𝜆2 , 𝜆𝜆3 be its eigen values and

𝑥𝑥1 𝑥𝑥2 𝑥𝑥3
𝑦𝑦 𝑦𝑦 𝑦𝑦
X1 = [ 1 ], X2 = [ 2 ], X3 = [ 3 ] be the corresponding eigen vectors.
𝑧𝑧1 𝑧𝑧2 𝑧𝑧3
Denoting the square matrix [X1, X2, X3] by P.
𝑥𝑥1 𝑥𝑥2 𝑥𝑥3
𝑦𝑦
P=[ 1 𝑦𝑦1 𝑦𝑦3 ]
𝑧𝑧1 𝑧𝑧2 𝑧𝑧3
AP = A [X1, X2, X3] = [AX1, AX2, AX3]
We know that, AX = 𝜆𝜆X
∴ AX1 = 𝜆𝜆1X1, AX2 = 𝜆𝜆2X2, AX3 = 𝜆𝜆3X3
AP = [𝜆𝜆1X1, 𝜆𝜆2X2, 𝜆𝜆3X3]
𝜆𝜆1 𝑥𝑥1 𝜆𝜆2 𝑥𝑥2 𝜆𝜆3 𝑥𝑥3
=[𝜆𝜆1 𝑦𝑦1 𝜆𝜆2 𝑦𝑦1 𝜆𝜆3 𝑦𝑦3 ]
𝜆𝜆1 𝑧𝑧1 𝜆𝜆2 𝑧𝑧2 𝜆𝜆3 𝑧𝑧3
𝑥𝑥1 𝑥𝑥2 𝑥𝑥3 𝜆𝜆1 0 0
= [𝑦𝑦1 𝑦𝑦2 𝑦𝑦3 ] x [ 0 𝜆𝜆2 0]
𝑧𝑧1 𝑧𝑧2 𝑧𝑧3 0 0 𝜆𝜆3
= P D, where D is diagonal matrix.
∴ P-1AP = P-1PD ⇒ P-1AP = D
P constitute eigen vectors of A and is called Modal matrix of A.
D has eigen values as its diagonal elements and is called special matrix of A.
11 −4 −7
Ex. 1 Reduce the matrix A = [ 7 −2 −5] into a diagonal matrix.
10 −4 −6
Sol: We know that, D = P-1AP
The characteristic equation of A is |𝐴𝐴 − 𝜆𝜆𝜆𝜆 |= 0
11 − 𝜆𝜆 −4 −7
[ 7 −2 − 𝜆𝜆 −5 ] = 0
10 −4 −6 − 𝜆𝜆
Here matrix A is 3 x 3
So Characteristic equation is given by 𝜆𝜆3 - s1 𝜆𝜆2 + s2 𝜆𝜆 - |𝐴𝐴| = 0
After solving for s1, s2 and |𝐴𝐴| , we get characteristic equation as,
𝜆𝜆3 - 3 𝜆𝜆2 + 2 𝜆𝜆 = 0 ⇒ 𝜆𝜆( 𝜆𝜆 − 1) ( 𝜆𝜆 − 2) = 0

28
 Chapter 1: Matrices

⇒ 𝜆𝜆 = 0, 𝜆𝜆 = 1 and 𝜆𝜆 = 2 are the eigen values.

Now consider [A - 𝜆𝜆𝜆𝜆] [ X ]= [ 0 ]
11 − 𝜆𝜆 −4 −7 𝑥𝑥 0
[ 7 −2 − 𝜆𝜆 −5 ] [𝑦𝑦]=[0]
10 −4 −6 − 𝜆𝜆 𝑧𝑧 0
(11 − 𝜆𝜆) x – 4y - 7z = 0; 7x + (-2− 𝜆𝜆)y - 5z = 0; 10x - 4y + (-6− 𝜆𝜆)z = 0
Case i: 𝜆𝜆1= 0 in above equations
11x - 4y – 7z = 0 ⇒ 7x -2y – 5z = 0 ⇒ 10x -4y -6z = 0
Now take any two equations. By rule of cross multiplication,
𝑥𝑥 −𝑦𝑦 𝑧𝑧 𝑥𝑥 −𝑦𝑦 𝑧𝑧 𝑥𝑥 −𝑦𝑦 𝑧𝑧
= = ⇒ = = ⇒ = =
20−14 −55+49 −22+28 6 −6 6 1 −1 1

X1 = (1, 1, 1)’ eigen vector corresponding to 𝜆𝜆1 = 0

Case ii: 𝜆𝜆2= 1 in main equations
10x - 4y – 7z = 0 ⇒ 7x -3y – 5z = 0 10x -4y -7z = 0
Now take any two equations. By rule of cross multiplication,
𝑥𝑥 −𝑦𝑦 𝑧𝑧 𝑥𝑥 −𝑦𝑦 𝑧𝑧
= = ⇒ = =
20−21 −50+49 −30+28 −1 −1 −2

Divide by -1 , X2 = (1, -1, 2)’ eigen vector corresponding to 𝜆𝜆2= 1

Case iii: 𝜆𝜆3 = 2 in main equations
9x - 4y – 7z = 0 ⇒ 7x -4y – 5z = 0 ⇒ 10x -4y -8z = 0
Now take any two equations. By rule of cross multiplication,
𝑥𝑥 −𝑦𝑦 𝑧𝑧
= =
−8 4 −8
𝑥𝑥 𝑦𝑦 𝑧𝑧
Divide by -4, ⇒ = =
2 1 2

Take -1 common
X3 = (2, 1, 2)’ eigen vector corresponding to 𝜆𝜆3= 2
1 1 2
P = [1 −1 1]
1 2 2
Now for P-1
1
We know that, P-1= |𝑃𝑃| adj P

We know how to calculate P-1 and adj P.

29
APPLIED MATHEMATICS

−4 2 3
After calculation we get P-1 = 1 and adj P = [−1 0 1]
3 −1 −2
−4 2 3
-1 1
P = [−1 0 1]
1
3 −1 −2
D = P-1AP
−4 2 3 11 −4 −7 1 1 2
= [−1 0 1 ][ 7 −2 −5] [1 −1 1]
3 −1 −2 10 −4 −6 1 2 2
−4 2 3 0 1 4 0 0 0
= [−1 0 1 ] [0 −1 2 ] ⇒ D = [ 0 1 0]
3 −1 −2 0 2 4 0 0 2
Whatever the eigen values is appear in the diagonal matrix.

1.15 Summary

In this chapter, we learned about types of matrices, matrix operations and a system
of simultaneous linear equations in matrix form. We now understand what is
adjoint of a matrix, invertible matrix and rank of a matrix and methods finding
these. Students can solve a system of linear equations by row-reducing its
augmented form. Students differentiated between Characteristics roots and
characteristics vectors also able to reduce a matrix to a diagonal matrix.

1.16 References

1. Applied Mathematics II by P. N. Wartikar and J. N. Wartikar

2. Higher Engineering Mathematics by Dr. B. S. Grewal
3. Fundamentals of Matrix Computation by David S. Watkins

1.17 Exercise

3 −5
Ex 1. If A = [ ] Show that A2 – 5A – 14I = 0
−4 2

4 −1 −4
Ex 2. A = [3 0 −4], show that A2 = I
3 −1 −3

30
 Chapter 1: Matrices

Ex 3. Show that AB ≠ BA in each of the following cases.

1 2 3 −1 1 0
5 −1 2 1
a. A=[ ] and B = [ ] b. A = [0 1 0] and B = [ 0 −1 1]
6 7 3 4
1 1 0 2 3 4

Ex 4. Find the inverse of given matrices

1 2 5 2 −3 3
4 1
1) [ ] 2) [1 −1 −1] 3)[2 2 3]
2 3
2 3 −1 3 −2 2
2 3 1
Ex 5. If A = [ ], show that A-1 = A
5 −2 19

2 3
Ex 6. If A = [ ], show that A2 +3A +I = 0 and hence find A-1.
5 −2
Ex 7. Find the rank of the following matrices
2 −1 3 1 −1 1 −1
1 0 1 −1 1 −1 1
1. A = [ ]; 2. A = [ ]
0 2 −1 1 −1 1 −1
1 1 4 −1 1 −1 1
1 2 −3
Ex 8. If A = [2 3 2 ] , find A-1 and hence solve the system of linear equations:
3 3 −4
x + 2y - 3z = -4; 2x + 3y +2z = 2; 3x -3y - 4z = 1 [ Ans: x= 3, y = -2 , z = 1]
Ex 9. Use matrix method to show that the following system of equations is
inconsistent: 3x - y +2z = 3:2x + y +3z = 5; x -2y - z = 1
6 −2 2
Ex 10. Show that the matrix A = [−2 3 −1]
2 −1 3
satisfies its characteristic equation and hence determine A-1.
4 −3 −3
Ex 11. Show that the matrix A = [ 3 −2 −3]
−1 1 2
satisfies its characteristic equation and hence determine A-1.
−1 3 1 0
Ex 12. Reduce the matrix A = [ ] into a diagonal matrix. [ Ans: D =[ ]]
−2 4 0 2
−19 7 2 0
Ex 13. Reduce matrix A = [ ] into a diagonal matrix.[Ans: D = [ ]
−42 16 0 −5

❖❖❖❖❖❖❖

31
APPLIED MATHEMATICS

Unit I

2
COMPLEX NUMBERS
Unit structure
2.0 Objectives
2.1 Introduction
2.2 Complex number
2.3 Equality of complex numbers
2.4 Graphical representation of complex number (Argand’s Diagram),
2.5 Polar form of complex numbers
2.5.1 Polar form of x+iy for different signs of x,y,
2.6 Exponential form of complex numbers,
2.7 Mathematical operation with complex numbers and their representation
on Argand’s Diagram
2.8 Circular functions of complex angles
2.9 Definition of hyperbolic function
2.10 Relations between circular and hyperbolic functions
2.11 Inverse hyperbolic functions
2.12 Differentiation and Integration
2.13 Graphs of the hyperbolic functions
2.14 Logarithms of complex quality
2.15 j(=i) as an operator (Electrical circuits)
2.16 Summary
2.17 References
2.18 Exercise

32
 Chapter 2: Complex Numbers

2.0 Objective

After going through this chapter, students will able to

• Compute sums, products, quotients, conjugate, modulus and argument of

complex numbers.

• Understand the graphical representation of complex numbers

• Write the complex numbers in polar form, exponential form

• Learn about circular, hyperbolic function, inverse hyperbolic function

• Obtain relations between circular and hyperbolic functions

• Learn about graphs of the hyperbolic functions and logarithms of complex

quality

2.1 Introduction:

This chapter is concerned with the representation and manipulation of complex

numbers. It has some introductory ideas associated with complex numbers, their
algebra and geometry, algebraic properties of complex numbers, Argand plane and
polar representation of complex numbers, exponential form of complex numbers,
mathematical operation with complex numbers and their representation on
Argand’s diagram, circular functions of complex angles, hyperbolic functions,
relations between circular and hyperbolic functions, Inverse hyperbolic functions,
graphs of the hyperbolic functions. This includes how complex numbers add and
multiply, and how they can be represented graphically. Finally, we look the
logarithms of complex quality and application of complex number in electrical
circuit.

2.2 Complex number:

Imaginary Numbers: If the square of a given number is negative then such a

number is called an imaginary number.

Eg. √−1, √−2 are imaginary numbers.

We denote √−1 as i.

Thus, √−4 = 2i, √−9 = 3i and √−5 = i √5

Powers of i:
i0 = 1, i1 = i, i2 = -1, i3 = i2 x i= (-1) x i = -i, i4 = i2 x i2 = (-1) x (-1) =1

33
APPLIED MATHEMATICS

Thus,
i0 = 1, i1 = i, i2 = -1, i3 = -i, i4=1

Complex Numbers: The numbers of the form (a + ib), where a and b are real
numbers and i = √−1, are known as complex numbers. The set of all complex
numbers is denoted by C.
∴ C = {(a + ib):a , b ∈ 𝑅𝑅}
3 5
Eg. Each of the numbers (5 + 6i), (-4 + √3 i), and ( - i)
4 7

is a complex number.
For a complex number, z = (a + ib),
a = real part of z, written as Re (z) and b = imaginary part of z,
written as Im (z).
If z = (5 + 6i) then Re(z) = 5 and Im(z) = 9.
Purely Real and Purely Imaginary Numbers:
A complex numbers z is said to be
i. Purely real, if Im(z) = 0
ii. Purely imaginary, if Re(z) = 0
5
Thus, each of the numbers 2, -8, √4 is purely real and 3i, (√5 i), - i is purely
7
imaginary.
Conjugate of a Complex Number:
Conjugate of a complex number z = (a + ib) is defined as, 𝑧𝑧̅ = (a - ib).
̅̅̅̅̅̅̅̅̅̅̅̅
Eg, (3 + 7i ) = (3 - 7i)
Modulus of Complex Number:

Modulus of complex number Z = (a + ib), denoted by |𝑧𝑧| = √𝑎𝑎2 + 𝑏𝑏 2 .

Eg. If z = (2 + 3i) then |𝑧𝑧| = √22 + 32 = √13

If z = (-5 - 4i) then |𝑧𝑧| = √(−5)2 + ( − 4 )2 = √41

2.3 Equality of Complex Number:

If z1 = a1 +ib1 and z2 = a2 +ib2 then z1 = z2 ⇔ a1 = a2 and b1 = b2.

Ex. If 2y + (3x - y) i = (5 - 2i), find the values of x and y.

34
 Chapter 2: Complex Numbers

Sol: Equating the real and imaginary parts, we get

2y + (3x - y) i = (5 - 2i) ⟺ 2y = 5 and 3x – y = -2
5 5 5 1
⟺ y= and 3x - = -2 ⟺ y= and x =
2 2 2 6
1 5
Hence x = and y=
6 2

Sum and Difference of Complex Number:

If z1 = (a1 +ib1) and z2 = (a2 +ib2) then
i. z1 + z2 = (a1 + a2) + i (b1 + b2) ii. z1 - z2 = (a1 - a2) + i (b1 - b2)
Ex. i. z1 = (3 + 5i) and z2 = (- 5 + 2i) then
z1 + z2 = {(3 + (-5)} + i (5 + 2) = (-2 + 7i)
z1 - z2 = {(3 - (-5)} + i (5 - 2) = (8 + 3i)
Properties of Addition of Complex Numbers:
i. Closure Property: The sum of two complex numbers is always a complex
number.
ii. Commutative Law: Addition of two complex numbers is commutative.
For any two complex numbers z1 and z2, z1 + z2 = z2 + z1, for all z1, z2 ∈ C
iii. Associative Law: Addition of three complex numbers is associative.
For any complex numbers z1, z2 and z3,
(z1 + z2) + z3 =z1 + (z2 + z3) for all z1, z2, z3 ∈ C
iv. Existence of Additive Identity: For any complex numbers z,
z + 0 = 0 + z = z ,0 is the additive identity for complex number.
v. Existence of Additive Identity: For any complex numbers z,
z + (-z) = (-z) + z = 0
Thus, every complex number z has (-z) as its additive inverse.
Multiplication of Complex Numbers:
Let z1 = (a1 +ib1) and z2 = (a2 +ib2) then z1 z2 = (a1 +ib1) (a2 +ib2)
= (a1 a2 - b1b2) + i (a1b2 +b1a2)
∴ z1 z2 = {Re(z1). Re(z2) - Im(z1). Im(z2)}+ i{Re(z1).
Im(z2) - Im(z1). Re(z2)}
Ex. 1. Let z1 = (4 + 2i) and z2 = (6 + 3i) then

35
APPLIED MATHEMATICS

z1 z2= (4.6 – 2.3) + i (4.3 + 6.2) = (24 - 6) + i (12 + 12) = 18 + 24i

Properties of Multiplication of Complex Numbers:
a. Closure Property: The product of two complex numbers is always a
complex number.
b. Commutative Law: Multiplication of two complex numbers is
commutative.
For any two complex numbers z1 and z2,
z1.z2 = z2.z1, for all z1, z2 ∈ C
c. Associative Law: Multiplication of three complex numbers is associative.
For any complex numbers z1, z2 and z3,
(z1.z2). z3 =z1. (z2.z3) for all z1, z2, z3 ∈ C
d. Existence of Multiplicative Identity: the complex number
(1 + i0) is multiplicative identity in C.
Let z = (a + ib) then
z x 1 = (a + ib). (1 + i0) = {(a.1 -b.0) + i(a.0 + b.1)} = (a +ib) = z
Similarly, z x 1 = 1x z = z for all z ∈ C
Hence, the complex number 1 = (1 + i0) is the multiplicative identity.
e. Existence of multiplicative Identity:
Let z = (a + ib) then
1 1 1 (a − ib) (a − ib)
z-1 = = = x =
𝑧𝑧 (a + ib) (a + ib) (a − ib) 𝑎𝑎2 + 𝑏𝑏2

Clearly, z x z-1 = z-1 x z = 1

Thus, every z = (a + ib) has its multiplicative inverse, given by,
1 (a − ib) 𝑧𝑧̅
z-1 = = = |𝑧𝑧|2 ∴ zz-1 = |𝑧𝑧|2
𝑧𝑧 𝑎𝑎2 + 𝑏𝑏2

Points to remember:
1. z = (a + ib) ⇒ 𝑧𝑧̅ = (a - ib) and |𝑧𝑧|2 = (𝑎𝑎2 + 𝑏𝑏 2 )
𝑧𝑧̅ (a − ib)
2. z = (a + ib) ⇒ z-1 = |𝑧𝑧|2 =
𝑎𝑎2 + 𝑏𝑏2

f. Distributive Laws: For any complex numbers z1, z2 and z3,

z1. (z2+ z3) = z1z2 + z1z3
(z1 + z2).z3 = z1z3 + z2z3 for all z1, z2, z3 ∈ C

36
 Chapter 2: Complex Numbers

Division of Complex Numbers:

Let z1 and z2 be complex numbers such that z2 ≠ 0 then
z1 1
= z1. = z1. z2-1.
z2 z2
𝑧𝑧1
Eg. Find when z1 = (6+3i) and z2 = (3 – i)
𝑧𝑧2
z1
Sol: We have = z1. z2-1.
z2
̅̅̅̅
𝑧𝑧2 ̅̅̅̅̅̅̅̅
(3−𝑖𝑖) (3+ i)
z2-1= |𝑧𝑧2|2 = ⌈32 =
+ (−𝑖𝑖)2 ⌉ 10

z1
= z1. z2-1
z2

= (3+ i) (6+3i).(3+i). (6.3−3.1)+i(6.1+3.3). (15+15i). 15(1+i). 3(1+i).

(6+3i). = = = = =
10 10 10 10 10 2

Some Identities on Complex Numbers:

For any complex numbers z1 and z2,
i. (z1 + z2)2= z12 + z22 + 2 z1z2
ii. (z1 - z2)2= z12 + z22 - 2 z1z2
iii. (z12 - z22) = (z1 + z2) (z1 - z2)
iv. (z1 + z2)3= z13 + z23 + 3 z1z2(z1 + z2)
v. (z1 + z2)3= z13 - z23 - 3 z1z2(z1 - z2)
Students can solve these identities as exercise.

2.4 Graphical representation of Complex Number

(Argand’s Diagram):

Complex Plane or Argand Plane:

Let X’OX and YOY’ be the mutually perpendicular lines, known as the x axis and
the y axis respectively. The complex number (x + iy) corresponds to the ordered
pair (x, y) and it can be represented by the point P(x, y) in the x-y plane. The x-y
plane is known as the complex plane or Argand plane. X axis is called the real axis
and y axis is called the imaginary axis.

37
APPLIED MATHEMATICS

Note that every number on the x axis is a real number, while each on the y axis is
an imaginary number.
The complex numbers represented geometrically in the above diagram are
(2 + 4i), (-3 + 2i), (-4 -3i), (3 - 4i), (5 + 0i), (-4 + 0i), (0 + 3i), (0 - 3i)
Represented by the points, A (2,4), B (-3, 2), C (-4, -3), D (3, -4), E (6,0),
F (-3, 0), G (0, 2) and H (0, -3) respectively.

2.5 Polar form of a Complex Number:

Let the complex number z = x + iy be represented by the point P (x, y) in the

complex plane. Let ∠ XOP = 𝜃𝜃 and |𝑂𝑂𝑂𝑂|= r > 0.
Then, P (r, 𝜃𝜃) are called the polar coordinates of P.
We call the origin O as pole.
Clearly, x = r cos𝜃𝜃 and y = r sin𝜃𝜃
We have, z = x + iy = r cos𝜃𝜃 + i r sin𝜃𝜃
= r (cos𝜃𝜃 + i sin𝜃𝜃).
This is called the polar form, or trigonometric form, or modulus-amplitude form,
of z.

38
 Chapter 2: Complex Numbers

Here, r = √𝑥𝑥 2 + 𝑦𝑦 2 = |𝑧𝑧| is called the modulus of z.

And 𝜃𝜃 is called the argument, or amplitude of z, written as arg (z), or amp (z).
The value of 𝜃𝜃 such that -𝜋𝜋 < 𝜃𝜃 ≤ 𝜋𝜋 is called the principal argument of z.
2.5.1 Polar form of x + iy for different signs of x, y: -
Method for finding the Principal Argument of a Complex Number
Case I When z = (x +iy) lies on one of the axes:
I. When z is purely real. In this case, z lies on the x axis.
i. If z lies on positive side of the x axis, then 𝜃𝜃 = 0.
ii. If z lies on negative side of the x axis, then 𝜃𝜃 = 𝜋𝜋.
II. When z is purely imaginary. In this case, z lies on the y axis.
𝜋𝜋
i. If z lies on the y axis and above the x axis then 𝜃𝜃 = .
2
𝜋𝜋
ii. If z lies on the y axis and above the x axis then 𝜃𝜃 = .
2

Case II When z = (x +iy) does not lies on any axes:

𝐼𝐼𝐼𝐼 (z)
Step 1. Find the acute angle 𝛼𝛼 by tan 𝛼𝛼 = | |.
𝑅𝑅𝑅𝑅 (z)

Step 2. Find the quadrant in which P (x, y) lies.

Then, 𝜃𝜃 = arg (z) may be obtained as under.
i. When z lies in quad I; Then, 𝜃𝜃 = 𝛼𝛼 ⇒ arg (z) = 𝛼𝛼

39
APPLIED MATHEMATICS

ii. When z lies in quad II; Then, 𝜃𝜃 = (𝜋𝜋 − 𝛼𝛼 ) ⇒ arg (z) = (𝜋𝜋 − 𝛼𝛼 )
iii. When z lies in quad III; Then, 𝜃𝜃 = (𝛼𝛼 − 𝜋𝜋)𝑜𝑜𝑜𝑜 (𝜋𝜋 + 𝛼𝛼 ) ⇒ arg (z) =
(𝛼𝛼 − 𝜋𝜋) 𝑜𝑜𝑜𝑜 (𝜋𝜋 + 𝛼𝛼 )
iv. When z lies in quad IV; Then, 𝜃𝜃 = −𝛼𝛼 ⇒ arg (z) = - 𝛼𝛼

Ex. 1. For following complex numbers find the polar form.

i. z = (1+i√3) ii. z = (-1- i√3)

Sol. i. Let z = (1+i√3) i.e. x=1 and y = √3

We know that, Polar form = r (cos 𝜃𝜃 + 𝑖𝑖 sin 𝜃𝜃)
We have to find e and 𝜃𝜃

We know that, r = √𝑥𝑥 2 + 𝑦𝑦 2 = = √1 + 3 = 2

∴r=2
𝐼𝐼𝐼𝐼 (z) 𝑦𝑦 √3
Let tan 𝛼𝛼 = | | = | | = | | = √3
𝑅𝑅𝑅𝑅 (z) 𝑥𝑥 1
𝜋𝜋 𝜋𝜋
tan 𝛼𝛼 = tan [∵ tan 60 = √3, tan 60 = tan . 𝜋𝜋 = 180]
3 3
𝜋𝜋
𝛼𝛼 =
3
𝜋𝜋
∵ points (1, √3) lies in I quad, ∴ 𝜃𝜃 = 𝛼𝛼 ∴ 𝜃𝜃 =
3
𝜋𝜋 𝜋𝜋
∴ Polar form of z = 2 (cos + i sin )
3 3

ii. Let z = (-1- i√3) i.e. x= - 1 and y = - √3

Sol: We know that, Polar form = r (cos 𝜃𝜃 + 𝑖𝑖 sin 𝜃𝜃)

40
 Chapter 2: Complex Numbers

We have to find e and 𝜃𝜃

We know that, r = √𝑥𝑥 2 + 𝑦𝑦 2 = = √1 + 3 = 2 ∴r=2

𝐼𝐼𝐼𝐼 (z) 𝑦𝑦 −√3
Let tan 𝛼𝛼 = | | =| |=| | = √3
𝑅𝑅𝑅𝑅 (z) 𝑥𝑥 −1
𝜋𝜋 𝜋𝜋
tan 𝛼𝛼 = tan [∵ tan 60 = √3, tan 60 = tan . 𝜋𝜋 = 180]
3 3
𝜋𝜋
𝛼𝛼 =
3

∵ points (- 1, - √3) lies in III quad, ∴ 𝜃𝜃 = 𝛼𝛼 − 𝜋𝜋

𝜋𝜋 𝜋𝜋−3𝜋𝜋 −2𝜋𝜋
∴ 𝜃𝜃 = – 𝜋𝜋 = =
3 3 3
−2𝜋𝜋 −2𝜋𝜋
∴ Polar form of z = 2 (cos + i sin )
3 3

Exercise:
Ex 1. If z is a non-zero complex number, such that 2iz2 = 𝑧𝑧̅ the find |𝑧𝑧|
[Ans: |𝑧𝑧|=1/2]
1+𝑧𝑧
Ex. 2 If | z | = 1, then find the value of .
1+ 𝑧𝑧̅

[Ans: z]

2.6 Exponential form of Complex Numbers:

We know that if x is a real number, then
𝑥𝑥 2 𝑥𝑥 3 𝑥𝑥 4
𝑒𝑒 𝑥𝑥 = 1 + x + + + + ………………….. (1)
2! 3! 4!

Assuming this is true for all values of x (real or complex)

Let substitute i𝜃𝜃 for x in equation (1)
𝑖𝑖 2 𝜃𝜃2 𝑖𝑖 3 𝜃𝜃3 𝑖𝑖 4 𝜃𝜃4
𝑒𝑒 i𝜃𝜃 = 1 + i𝜃𝜃 + + + + ……………………
2! 3! 4!

Put i2 = -1
𝜃𝜃2 𝑖𝑖𝑖𝑖3 𝜃𝜃4
𝑒𝑒 i𝜃𝜃 = 1 + i𝜃𝜃 - - + + ……………………
2! 3! 4!

𝜃𝜃2 𝜃𝜃4 𝜃𝜃6 𝑖𝑖𝑖𝑖3 𝜃𝜃5 𝜃𝜃5

𝑒𝑒 i𝜃𝜃 = (1 - + - ……) + i ( 𝜃𝜃 - + - ………)
2! 4! 6! 3! 5! 7!

We know that,
𝑖𝑖𝑖𝑖3 𝜃𝜃5 𝜃𝜃5 𝜃𝜃2 𝜃𝜃4 𝜃𝜃6
sin 𝜃𝜃 = 𝜃𝜃 - + - …… and cos 𝜃𝜃 = 1 - + - …………
3! 5! 7! 2! 4! 6!

∴ 𝑒𝑒 i𝜃𝜃 = (cos𝜃𝜃 + i sin𝜃𝜃)

41
APPLIED MATHEMATICS

∴ Complex number z = x +iy (cartesian form)

= r (cos𝜃𝜃 + i sin𝜃𝜃) (Polar form)
= r 𝑒𝑒 i𝜃𝜃 (Exponential form)
Exponential form of x + iy = r 𝒆𝒆𝐢𝐢𝜽𝜽
𝑒𝑒 i𝜃𝜃 = (cos𝜃𝜃 + i sin𝜃𝜃) and 𝑒𝑒 −i𝜃𝜃 = (cos𝜃𝜃 - i sin𝜃𝜃)

2.7 Mathematical operation with complex numbers and their

representation on Argand’s Diagram:
1. Addition of Complex Numbers:
Let z1 and z2 be two complex numbers.
z1= (x1 +iy1) and z2= (x2 +iy2)
z1 + z2 = (x1 + x2) + i (y1 + y2)
Graphical representation (Argand’s diagram):
⃗⃗⃗⃗⃗⃗⃗⃗ and OP2
Represent the complex numbers z1 and z2 by vectors OP1 ⃗⃗⃗⃗⃗⃗⃗⃗
respectively.

Now complete the parallelogram OP1P3P2.

By properties of parallelograms, opposite sides of parallelogram are equal
and diagonals of parallelogram bisect each other.
𝑥𝑥1+𝑥𝑥2 𝑦𝑦1+𝑦𝑦2
∴ 0 (0,0) and P ( , )
2 2
We can calculate coordinates of P3.
Let consider P3(X, Y)
∴ coordinates of P3,
𝑋𝑋+0 𝑥𝑥1+𝑥𝑥2
= ⇒ X = (x1 + x2)
2 2
𝑌𝑌+0 𝑦𝑦1+𝑦𝑦2
= ⇒ Y = (y1 + y2)
2 2

42
 Chapter 2: Complex Numbers

∴ coordinates of P3(x1 + x2, y1 + y2)

If we represent P3 in complex number as z3
z3 = (x1 + x2) + i (y1 + y2)
= x1 + iy1 + x2 + iy2
z 3 = z1 + z 2 [∵ z1= (x1 +iy1) and z2= (x2 +iy2)]
2. Subtraction of Complex Numbers:
Let z1 and z2 be two complex numbers.
z1= (x1 +iy1) and z2= (x2 +iy2)
z1 - z2 = (x1 - x2) + i (y1 - y2)
Graphical representation (Argand’s diagram):
Represent the complex numbers z1 and z2 by vectors OP1 ⃗⃗⃗⃗⃗⃗⃗⃗ and OP2
⃗⃗⃗⃗⃗⃗⃗⃗
respectively.

Take negative of complex number of z2

Now complete the parallelogram OP3P4 P1.
By properties of parallelograms, opposite sides of parallelogram are equal
and diagonals of parallelogram bisect each other.
𝑥𝑥1−𝑥𝑥2 𝑦𝑦1−𝑦𝑦2
∴ o (0,0) and P ( , )
2 2
We can calculate coordinates of P4.
Let consider P4(X, Y)
∴ coordinates of P4,
𝑋𝑋+0 𝑥𝑥1−𝑥𝑥2
= ⇒ X = (x1 - x2)
2 2
𝑌𝑌+0 𝑦𝑦1−𝑦𝑦2
= ⇒ Y = (y1 - y2)
2 2
∴ coordinates of P3(x1 - x2, y1 - y2)
If we represent P4 in complex number as z4
Z4 = (x1 - x2) + i (y1 - y2)
= (x1 +iy1) - (x2 + iy2)
Z4 = z1 - z2 [∵ z1= (x1 +iy1) and z2= (x2 +iy2)]

43
APPLIED MATHEMATICS

3. Multiplication of Complex Numbers:

Let z1 and z2 be two complex numbers.

z1= (x1 +iy1) and z2= (x2 +iy2)
z1.z2 = (x1 - x2). i (y1 - y2)
= x1x2 +ix1y2+ix2y1 - y1y2 [as i2 = -1]
= (x1x2 - y1y2) +i (x1y2+x2y1)
Let consider the complex numbers in polar form.
Let z1 = (x1 +iy1) = r1(cos𝜃𝜃 1+ i sin𝜃𝜃 1) = r1 𝑒𝑒 𝑖𝑖𝑖𝑖1
z2 = (x2 +iy2) = r2(cos𝜃𝜃 2+ i sin𝜃𝜃 2) = r2 𝑒𝑒 𝑖𝑖𝑖𝑖2
Then z1. z2 = r1 𝑒𝑒 𝑖𝑖𝑖𝑖1 . r2 𝑒𝑒 𝑖𝑖𝑖𝑖2
= r1r2𝑒𝑒 𝑖𝑖(𝜃𝜃1+𝜃𝜃2)
= r1r2 [cos(𝜃𝜃1 + 𝜃𝜃2) + i sin(𝜃𝜃1 + 𝜃𝜃2)]
The product of the complex numbers is a complex number whose modulus
is the product of their moduli and whose amplitude is the sum of their
amplitudes.
Graphical representation (Argand’s diagram):
Let P1 represent z1 = r1(cos𝜃𝜃1+ i sin𝜃𝜃1),
P2 represent z2 = r2(cos𝜃𝜃2+ i sin𝜃𝜃2) and OM = 1 unit

We get Δ OP1M.
Construct the Δ OP3P2 similar to Δ OP1M.
𝑂𝑂𝑂𝑂3 𝑂𝑂𝑂𝑂2 𝑂𝑂𝑂𝑂3 𝑟𝑟2
For modulus, = ⇒ = ⇒ OP3 = r1r2
𝑂𝑂𝑂𝑂1 𝑂𝑂𝑂𝑂 𝑟𝑟1 1
To calculate argument,
∠XOP3 = ∠XOP2 + ∠P2OP3 = 𝜃𝜃2 + 𝜃𝜃1 = 𝜃𝜃1 + 𝜃𝜃2
P1(r1, 𝜃𝜃1) represents the complex number r1(cos𝜃𝜃1+ i sin𝜃𝜃1) and
P2(r2, 𝜃𝜃2) represents the complex number r2(cos𝜃𝜃2+ i sin𝜃𝜃2).
Similarly, P3(r1r2, 𝜃𝜃1+ 𝜃𝜃2) represents r1r2 [cos(𝜃𝜃1 + 𝜃𝜃2) + i sin(𝜃𝜃1 + 𝜃𝜃2)]
whose modulus is the product of their moduli and whose amplitude is the
sum of their amplitudes.

44
 Chapter 2: Complex Numbers

Hence z1. z2 giving simple graphical construction for a product.

4. Quotient of Complex Numbers:

The product of two conjugate complex numbers is a real number i.e (x +iy)
(x - iy)= x2 + y2 leads to the following method of division, where the
denomination is always expressed as a real number.
Let z1 and z2 be two complex numbers.
z1= (x1 +iy1) and z2= (x2 +iy2)

x1 +iy1 x1 +iy1 x2−iy2

Thus, = .
x2 +iy2 x2 +iy2 x2−iy2
(x1.x2+y1.y2)+i(x2.y1−x1.y2)
=
𝑥𝑥22 + 𝑦𝑦22
(x1.x2+y1.y2) i(x2.y1−x1.y2)
= +
𝑥𝑥22 + 𝑦𝑦22 𝑥𝑥22 + 𝑦𝑦22
But it is more convenient to divide the complex numbers in their polar
forms or better in exponential form.
x1 +iy1 r1 𝑒𝑒 𝑖𝑖𝑖𝑖1 r1
= = 𝑒𝑒 𝑖𝑖(𝜃𝜃1−𝜃𝜃2)
x2 +iy2 r2 𝑒𝑒 𝑖𝑖𝑖𝑖2 r2
x1 +iy1 r1 𝑒𝑒 𝑖𝑖𝑖𝑖1 r1
= = {cos(𝜃𝜃1 − 𝜃𝜃2) − 𝑖𝑖 𝑠𝑠𝑠𝑠𝑠𝑠(𝜃𝜃1 − 𝜃𝜃2)}
x2 +iy2 r2 𝑒𝑒 𝑖𝑖𝑖𝑖2 r2
∴ The modulus of the quotient of two complex numbers is the quotient of
their moduli and amplitude of the quotient is the difference of their
amplitudes.
Graphical representation (Argand’s diagram):
Let 𝜃𝜃1 > 𝜃𝜃2
Let P1 represent z1 = r1(cos𝜃𝜃1+ i sin𝜃𝜃1),
P2 represent z2 = r2(cos𝜃𝜃2+ i sin𝜃𝜃2) and OM = 1 unit along X axis.
Construct Δ OP1 P2 similar to Δ OP3M.
𝑂𝑂𝑂𝑂1 𝑂𝑂𝑂𝑂2 𝑟𝑟1 𝑟𝑟2 𝑟𝑟1
= ⇒ = ⇒ OP3 =
𝑂𝑂𝑂𝑂3 𝑂𝑂𝑂𝑂 𝑂𝑂𝑂𝑂3 1 𝑟𝑟2
∠XOP3 = ∠XOP1 - ∠XOP2 = 𝜃𝜃1 - 𝜃𝜃2

45
APPLIED MATHEMATICS

P1(r1, 𝜃𝜃1) represents the complex number r1(cos𝜃𝜃1+ i sin𝜃𝜃1) and

P2(r2, 𝜃𝜃2) represents the complex number r2(cos𝜃𝜃2+ i sin𝜃𝜃2).
𝑟𝑟1
We get, P3 = ( , (𝜃𝜃1- 𝜃𝜃2) gives complex number
𝑟𝑟2
𝑟𝑟1 𝑧𝑧1
[cos(𝜃𝜃1- 𝜃𝜃2) – i sin (𝜃𝜃1 − 𝜃𝜃2)] which is equal to .
𝑟𝑟2 𝑧𝑧2
𝑧𝑧1 |𝑧𝑧1| 𝑧𝑧1
∴ | | = |𝑧𝑧2| and arg = arg z1 -arg z2
𝑧𝑧2 𝑧𝑧2

5. Powers of Complex Numbers DeMoivre’s Theorem:

Statement: If n is any real number, one of the values of (cos𝜃𝜃+ i sin𝜃𝜃)n is
cos𝑛𝑛𝑛𝑛+ i sin𝑛𝑛𝑛𝑛.
Proof: Here we consider three cases.
i. n is positive integer ii. n is negative integer and iii. n is a fraction
i. Let n is positive integer:
(cos𝜃𝜃+ i sin𝜃𝜃)n = (cos𝜃𝜃+ i sin𝜃𝜃) (cos𝜃𝜃+ i sin𝜃𝜃)……..n times
= cos [ 𝜃𝜃 + 𝜃𝜃 + ……. n times] + i sin [ 𝜃𝜃 + 𝜃𝜃 + ……. n times]
= cos𝑛𝑛𝑛𝑛+ i sin𝑛𝑛𝑛𝑛
ii. Let n is negative integer:
Let n = -m, where m is a positive integer
(cos𝜃𝜃+ i sin𝜃𝜃)n = (cos𝜃𝜃+ i sin𝜃𝜃)-m
1 1
= [∵ a -m = ]
(cos𝜃𝜃+ i sin𝜃𝜃)m 𝑎𝑎𝑚𝑚
1
= [ from ( i)]
cosm𝜃𝜃+ i sinm𝜃𝜃
1 cosm𝜃𝜃− i sinm𝜃𝜃
= .
cosm𝜃𝜃+ i sinm𝜃𝜃 cosm𝜃𝜃−i sinm𝜃𝜃
cosm𝜃𝜃− i sinm𝜃𝜃
= [∵ i2 = - 1]
𝑐𝑐𝑐𝑐𝑐𝑐 2 𝑚𝑚𝑚𝑚+ 𝑠𝑠𝑠𝑠𝑠𝑠2 𝑚𝑚𝑚𝑚
= cosm𝜃𝜃 − i sinm𝜃𝜃 [ ∵ 𝑐𝑐𝑐𝑐𝑐𝑐 2 𝑚𝑚𝑚𝑚 + 𝑠𝑠𝑠𝑠𝑠𝑠2 𝑚𝑚𝑚𝑚 = 1]
= cos(−m)𝜃𝜃 + i sin(−m)𝜃𝜃
= cos 𝑛𝑛 𝜃𝜃 + i sin 𝑛𝑛 𝜃𝜃
iii. Let n be a fraction:
𝒑𝒑
n = , where p and q are + ve or -ve integer.
𝒒𝒒
from (i) and (ii) we have,
𝜃𝜃 𝜃𝜃
(cos + i sin )q = cos𝜃𝜃+ i sin𝜃𝜃
𝑞𝑞 𝑞𝑞
1
𝜃𝜃 𝜃𝜃
∵ (cos𝜃𝜃 + i sin𝜃𝜃)𝑞𝑞 = cos + i sin
𝑞𝑞 𝑞𝑞
𝑝𝑝
𝒑𝒑
(cos𝜃𝜃 + i sin𝜃𝜃)𝑛𝑛 = (cos𝜃𝜃 + i sin𝜃𝜃)𝑞𝑞 [∵ n = ]
𝒒𝒒

46
 Chapter 2: Complex Numbers

1
𝜃𝜃 𝜃𝜃
= [ (cos𝜃𝜃 + i sin𝜃𝜃)𝑞𝑞 ]p = [cos + i sin ]p
𝑞𝑞 𝑞𝑞
𝑝𝑝 𝑝𝑝
= cos 𝜃𝜃+ i sin 𝜃𝜃
𝑞𝑞 𝑞𝑞
(cos𝜃𝜃 + i sin𝜃𝜃) = cos 𝑛𝑛𝑛𝑛+ i sin n𝜃𝜃
𝑛𝑛

Ex 1. Express sin 3θ and cos 3θ in terms of powers of cos θ and sin θ.

Sol: Using de Moivre’s theorem,
cos 3θ + i sin 3θ = (cos θ + isin θ) 3
= (cos3 θ − 3 cos θ sin2 θ) + i(3 sin θ cos2 θ − sin3 θ)
We can equate the real and imaginary coefficients separately,
i.e. cos 3θ = cos3 θ − 3 cos θ sin2 θ = 4 cos3 θ − 3 cos θ
sin 3θ = 3 sin θ cos2 θ − sin3 θ = 3 sin θ − 4 sin3 θ
1 1
Ex 2. If z = (cos θ + isin θ), show that zn + = 2 cos n θ and zn - = 2 isin n θ
𝑧𝑧 𝑛𝑛 𝑧𝑧 𝑛𝑛
Sol: Let z = (cos θ + isin θ)
By de Moivre’s theorem,
zn = (cos θ + isin θ) n = cos nθ + isin nθ
1
= z-n = cos nθ – isin nθ
𝑧𝑧 𝑛𝑛
1
zn + = (cos nθ + i sin nθ ) + (cos nθ – isin nθ) = 2 cos nθ
𝑧𝑧 𝑛𝑛
1
Also, zn - = (cos nθ + i sin nθ ) - (cos nθ – isin nθ) = 2 sin nθ
𝑧𝑧 𝑛𝑛
1 + cos 2θ + isin2θ 30
Ex 3 Simplify ( )
1 + cos 2θ− isin2θ
Sol: Let Z = cos 2θ + i sin 2θ
1
As |𝑧𝑧| = |𝑧𝑧|2 = z𝑧𝑧̅ = 1, we get 𝑧𝑧̅ = cos 2θ - i sin 2θ
𝑧𝑧
1 + cos 2θ + isin2θ 1+𝑧𝑧 (1+𝑧𝑧)𝑧𝑧
∴ = 1 = =z
1 + cos 2θ− isin2θ 1+ 𝑧𝑧 𝑧𝑧+1
1 + cos 2θ + isin2θ 30
∴( ) = Z30 = (cos 2θ + i sin 2θ)30 = cos 60θ + i sin 60θ
1 + cos 2θ− isin2θ
Ex 4. Simplify (1+ i)18
Sol: Let 1 +i = r (cos θ + i sin θ) then we get
1 𝜋𝜋
r = √12 + 22 = √2 ; 𝛼𝛼 = tan -1 = ( ) =
1 4
𝜋𝜋
θ = 𝛼𝛼 = [ ∵ 1 + i lies in the first quadrant]
4
𝜋𝜋 𝜋𝜋
∴ (1+ i) = √2 (cos + i sin )
4 4
Raising to power 18 on both sides
𝜋𝜋 𝜋𝜋 𝜋𝜋 𝜋𝜋
(1+ i)18 = [√2 (cos + i sin )]18 = √2 18(cos + i sin )18
4 4 4 4
By de Moivre’s theorem,
18𝜋𝜋 18 𝜋𝜋 9𝜋𝜋 9 𝜋𝜋
(1+ i)18 = 29 (cos + i sin ) = 29 (cos + i sin )
4 4 2 2
𝜋𝜋 𝜋𝜋 𝜋𝜋 𝜋𝜋
= 29 (cos [4𝜋𝜋 + ]+ i sin [4𝜋𝜋 + ]) = 29 (cos + i sin ) = 29 i =
2 2 2 2

47
APPLIED MATHEMATICS

Ex 5. Find cube root of unity.

Sol: we have to find 11/3
Let z = 11/3 i.e. z3 = 1
In polar form, z3 = 1 can be written as
z3 = cos (0 + 2k 𝜋𝜋) + i sin (0 + 2k 𝜋𝜋) = 𝑒𝑒 𝑖𝑖2𝑘𝑘π , k = 0, 1, 2,...
2𝑘𝑘𝜋𝜋
2𝑘𝑘𝑘𝑘 2𝑘𝑘𝑘𝑘
z = (cos + i sin ) = 𝑒𝑒 𝑖𝑖 3 , k = 0, 1, 2
3 3
Taking k = 0, 1, 2 we get,
k = 0, z = (cos 0+ i sin 0) = 1
2𝜋𝜋 2𝜋𝜋 𝜋𝜋 𝜋𝜋
k = 1, z = (cos + i sin ) = (cos (𝜋𝜋 − ) + i sin (𝜋𝜋 − ))
3 3 3 3
𝜋𝜋 𝜋𝜋 1 √3
= - cos + i sin =- +i
3 3 2 2
4𝜋𝜋 4𝜋𝜋 𝜋𝜋 𝜋𝜋
k = 2, z = (cos + i sin ) = (cos (𝜋𝜋 + ) + i sin (𝜋𝜋 + ) )
3 3 3 3
𝜋𝜋 𝜋𝜋 1 √3
= - cos - i sin =- -i
3 3 2 2
−1+𝑖𝑖√3 −1− 𝑖𝑖√3
∴ The cube root of unity are 1, ,
2 2
Exercise:
2𝜋𝜋 2𝜋𝜋
Ex. 1 Simplify (−√3 + 3𝑖𝑖) [Ans: 2 √3 (cos + i sin )
3 3

𝜋𝜋 𝜋𝜋
Ex. 2 Simplify (sin + 𝑖𝑖 cos )18 [ Ans: 1]
6 6

2.8 Circular functions of complex angles:

We know that,

𝑒𝑒 i𝑥𝑥 = (cos 𝑥𝑥+ i sin 𝑥𝑥) and 𝑒𝑒 −i𝑥𝑥 = (cos 𝑥𝑥 - i sin 𝑥𝑥)

∴ 𝑒𝑒 i𝑥𝑥 + 𝑒𝑒 −i𝑥𝑥 = (cos 𝑥𝑥+ i sin 𝑥𝑥)+ (cos 𝑥𝑥 - i sin 𝑥𝑥) = 2 cos 𝑥𝑥

And 𝑒𝑒 i𝑥𝑥 - 𝑒𝑒 −i𝑥𝑥 = (cos 𝑥𝑥+ i sin 𝑥𝑥) - (cos 𝑥𝑥 - i sin 𝑥𝑥) = 2 i sin 𝑥𝑥
𝒆𝒆𝐢𝐢𝒙𝒙 + 𝒆𝒆−𝐢𝐢𝒙𝒙 𝒆𝒆𝐢𝐢𝒙𝒙 − 𝒆𝒆−𝐢𝐢𝒙𝒙
∴ cos 𝑥𝑥 = and sin 𝑥𝑥 =
𝟐𝟐 𝟐𝟐 𝒊𝒊

These are known as exponential values of the sine and cosine.

For any non-real quantity z, where the geometrical definitions of sin z, cos z no
longer have a meaning, we may regard them as defined as above so that,
𝒆𝒆𝐢𝐢𝒛𝒛 − 𝒆𝒆−𝐢𝐢𝒛𝒛 𝒆𝒆𝐢𝐢𝒛𝒛 + 𝒆𝒆−𝐢𝐢𝒛𝒛
𝐬𝐬𝐬𝐬𝐬𝐬 𝒛𝒛 = ; 𝐜𝐜𝐜𝐜𝐜𝐜 𝒛𝒛 =
𝟐𝟐 𝒊𝒊 𝟐𝟐

𝒔𝒔𝒔𝒔𝒔𝒔 𝒛𝒛 𝒆𝒆𝐢𝐢𝒛𝒛 − 𝒆𝒆−𝐢𝐢𝒛𝒛 𝟏𝟏 𝟐𝟐 𝒊𝒊

𝐭𝐭𝐭𝐭𝐭𝐭 𝒛𝒛 = = ; 𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜 𝒛𝒛 = =
𝒄𝒄𝒄𝒄𝒄𝒄 𝒛𝒛 𝒊𝒊(𝒆𝒆𝐢𝐢𝒛𝒛 + 𝒆𝒆−𝐢𝐢𝒛𝒛 ) 𝐬𝐬𝐬𝐬𝐬𝐬 𝒛𝒛 𝒆𝒆𝐢𝐢𝒛𝒛 − 𝒆𝒆−𝐢𝐢𝒛𝒛

48
 Chapter 2: Complex Numbers

𝟏𝟏 𝟐𝟐 𝟏𝟏 𝒊𝒊( 𝒆𝒆𝐢𝐢𝒛𝒛 + 𝒆𝒆−𝐢𝐢𝒛𝒛 )

𝐬𝐬𝐬𝐬𝐬𝐬 𝒛𝒛 = = ; 𝐜𝐜𝐜𝐜𝐜𝐜 𝒛𝒛 = =
𝐜𝐜𝐜𝐜𝐜𝐜 𝒛𝒛 𝒆𝒆𝐢𝐢𝒛𝒛 + 𝒆𝒆−𝐢𝐢𝒛𝒛 𝐭𝐭𝐭𝐭𝐭𝐭 𝒛𝒛 𝒆𝒆𝐢𝐢𝒛𝒛 − 𝒆𝒆−𝐢𝐢𝒛𝒛

2.9 Definition of Hyperbolic Function:

Hyperbolic Functions: The hyperbolic functions are the complex analogues of the
trigonometric functions. The analogy may not be immediately apparent and their
definitions may appear at first to be somewhat arbitrary. However, careful
examination of their properties reveals the purpose of the definitions. For example,
their close relationship with the trigonometric functions, both in their identities and
their calculus, means that many of the familiar properties of trigonometric functions
can also be applied to the hyperbolic functions.
Definitions: The two fundamental hyperbolic functions are cosh x and sinh x,
which, as their names suggest, are the hyperbolic equivalents of cos x and sin x.
They are defined by the following relations.
𝑒𝑒 𝑥𝑥 + 𝑒𝑒 −𝑥𝑥
Hyperbolic cosine of x, cosh 𝑥𝑥 =
2

𝑒𝑒 𝑥𝑥 − 𝑒𝑒 −𝑥𝑥
Hyperbolic sine of x, sinh 𝑥𝑥 =
2

cosh 𝑥𝑥 is an even function and sinh 𝑥𝑥 is an odd function. By analogy with the
trigonometric functions, the remaining hyperbolic functions are,
sinh 𝑥𝑥 ( 𝑒𝑒 𝑥𝑥 − 𝑒𝑒 −𝑥𝑥 ) 1 2
tanh 𝑥𝑥 = = ; sech 𝑥𝑥 = =
cosh 𝑥𝑥 ( 𝑒𝑒 𝑥𝑥 + 𝑒𝑒 −𝑥𝑥 ) cosh 𝑥𝑥 ( 𝑒𝑒 𝑥𝑥 + 𝑒𝑒 −𝑥𝑥 )

1 2 1 ( 𝑒𝑒 𝑥𝑥 + 𝑒𝑒 −𝑥𝑥 )
cosech 𝑥𝑥 = = ; coth 𝑥𝑥 = =
sinh 𝑥𝑥 ( 𝑒𝑒 𝑥𝑥 − 𝑒𝑒 −𝑥𝑥 ) tanh 𝑥𝑥 ( 𝑒𝑒 𝑥𝑥 − 𝑒𝑒 −𝑥𝑥 )

Identities of Hyperbolic function:

1. sinh(−𝑥𝑥) = - sinh 𝑥𝑥 2. cosh(−𝑥𝑥) = cosh 𝑥𝑥
3. tanh(−𝑥𝑥) = - tanh 𝑥𝑥 4. 1 - tanh2 𝑥𝑥 = sech2 𝑥𝑥
5. cosh2 𝑥𝑥 - sinh2 𝑥𝑥 =1 6. sinh(x + y) = sinh 𝑥𝑥 cosh y + cosh 𝑥𝑥 sinh y
7. cosh(x + y) = cosh 𝑥𝑥 cosh y + sinh 𝑥𝑥 sinh y
Now, we prove identity 5, rest of the identities can solve by students as exercise.
Prove that cosh2 𝑥𝑥 - sinh2 𝑥𝑥 =1
Proof: L. H. S. = cosh2 𝑥𝑥 – sinh2 𝑥𝑥
𝑒𝑒 𝑥𝑥 + 𝑒𝑒 −𝑥𝑥 2 𝑒𝑒 𝑥𝑥 − 𝑒𝑒 −𝑥𝑥 2
=[ ] -[ ]
2 2
𝑒𝑒 2𝑥𝑥 +2.𝑒𝑒 𝑥𝑥 𝑒𝑒 −𝑥𝑥 +𝑒𝑒 −2𝑥𝑥 𝑒𝑒 2𝑥𝑥 −2.𝑒𝑒 𝑥𝑥 𝑒𝑒 −𝑥𝑥 +𝑒𝑒 −2𝑥𝑥
= -
4 4

49
APPLIED MATHEMATICS

1
= [𝑒𝑒 2𝑥𝑥 + 2 + 𝑒𝑒 −2𝑥𝑥 − 𝑒𝑒 2𝑥𝑥 + 2 − 𝑒𝑒 −2𝑥𝑥 ]
4
1
= [4] = 1= R.H.S
4
Prove that 1 - tanh 𝑥𝑥 = sech2 𝑥𝑥 2

Proof: Just now we proved, cosh2 𝑥𝑥 - sinh2 𝑥𝑥 =1

Divide by cosh2 𝑥𝑥
cosh2 𝑥𝑥 sinh2 𝑥𝑥 1
- =
cosh2 𝑥𝑥 cosh2 𝑥𝑥 cosh2 𝑥𝑥
1 - tanh 𝑥𝑥 = sech 𝑥𝑥
2 2

2.10 Relations between Circular and Hyperbolic Functions:

By definitions of sin z and cos z,
𝑒𝑒 i𝑧𝑧 − 𝑒𝑒 −i𝑧𝑧 𝑒𝑒 i𝑧𝑧 + 𝑒𝑒 −i𝑧𝑧
sin 𝑧𝑧 = and cos 𝑧𝑧 =
2 𝑖𝑖 2
Put z = ix
𝑒𝑒 i(ix) − 𝑒𝑒 −i(ix)
sin(ix) =
2 𝑖𝑖
𝑒𝑒 −x − 𝑒𝑒 x
= [∵i2 = -1]
2 𝑖𝑖
−1 𝑒𝑒 x − 𝑒𝑒 −x 𝑖𝑖 2 𝑒𝑒 x − 𝑒𝑒 −x
= [ ] = [ ] = i sinh 𝑥𝑥
𝑖𝑖 2 𝑖𝑖 2
𝑒𝑒 i(ix) + 𝑒𝑒 −i(ix) 𝑒𝑒 −x + 𝑒𝑒 x
cos(ix) = = = cosh 𝑥𝑥
2 2
Thus, we have,
sin(ix) = i sinh 𝑥𝑥; cos(ix) = cosh 𝑥𝑥; tan(ix) = i tanh 𝑥𝑥
These definitions enable us to deduce the properties of hyperbolic functions from
those of circular functions.
I. cos2 𝑧𝑧 + sin2 𝑧𝑧 = 1.
𝑒𝑒 i𝑧𝑧 + 𝑒𝑒 −i𝑧𝑧 2 𝑒𝑒 i𝑧𝑧 − 𝑒𝑒 −i𝑧𝑧 2
cos 2 𝑧𝑧 + sin2 𝑧𝑧 = ( ) +( )
2 2𝑖𝑖

𝑒𝑒 2iz +2 + 𝑒𝑒 −2i𝑧𝑧 𝑒𝑒 2i𝑧𝑧 −2 + 𝑒𝑒 −2i𝑧𝑧 4

=( )-( ) = = 1 [∵i2 = -1]
4 4 4

II. cosh2 𝑥𝑥 - sinh2 𝑥𝑥 = 1.

Put z = ix in I
cos 2 (ix) + sin2 (ix) =1 ⇒ cosh2 𝑥𝑥 + (i 𝑠𝑠𝑠𝑠𝑠𝑠ℎ 𝑥𝑥)2 =1
⇒ cosh2 𝑥𝑥 + i2sinh2 𝑥𝑥 =1 ⇒ cosh2 𝑥𝑥 - sinh2 𝑥𝑥 =1 [∵i2 = -1]
III. sin (z1 ± z2) = sin z1.cos z2 ± cos z1. sin z2

50
 Chapter 2: Complex Numbers

Put z1 = ix and z2 = iy
sin i (x ± y) = sin (ix). cos (iy) ± cos (ix). sin (iy)
sinh (x ± y) = sinh x. cosh y ± cosh x. sinh y
Similarly, from the expansion of cos (z1 ± z2), we get,
cosh (x ± y) = cosh x. cosh y ± sinh x. sinh y
We have following formulae for hyperbolic function which can be deduced from
those of circular functions by similar methods as illustrated above.
tanh 𝑥𝑥 ±tanh 𝑦𝑦
a. tanh (x ± y) =
1 ±tanh 𝑥𝑥 tanh 𝑦𝑦

𝑥𝑥+𝑦𝑦 𝑥𝑥+𝑦𝑦
b. sinh x + sinh y = 2 sinh . cosh
2 2
𝑥𝑥− 𝑦𝑦 𝑥𝑥− 𝑦𝑦
sinh x - sinh y = 2 sinh . cosh
2 2
𝑥𝑥+𝑦𝑦 𝑥𝑥+𝑦𝑦
cosh x + cosh y = 2 cosh . cosh
2 2
𝑥𝑥+𝑦𝑦 𝑥𝑥+𝑦𝑦
cosh x - cosh y = 2 sinh . sinh
2 2
1 1
c. cosh2 𝑥𝑥 = (1 + cosh 2x) and sinh2 𝑥𝑥 = (cosh 2x -1)
2 2

2.11 Inverse Hyperbolic Functions:

Let x and y be two complex numbers.

If sinh 𝑦𝑦 = x then y is called the inverse hyperbolic sin of x and is written as y =
sinh−1 𝑥𝑥.
sinh−1 𝑥𝑥, cosh−1 𝑥𝑥, tanh−1 𝑥𝑥 etc are called inverse hyperbolic function.

1. Prove that sinh−1 𝑥𝑥 = log (x + √𝑥𝑥 2 + 1 )

Proof: Let sinh y = x then y = sinh−1 𝑥𝑥
sinh y = x ……………….. (1)
sinh2 y = x2 ………………. (squaring both the sides)
sinh2 y + 1 = x2 +1 ………... (adding 1 toboth the sides)
cosh2 y = x2 +1 ………….... ( ∵cosh2𝜃𝜃 – sinnh2 𝜃𝜃=1)

cosh y = √𝑥𝑥 2 + 1…………(2) (Take square root )

Add (1) and (2)

sinh y + cosh y = x + √𝑥𝑥 2 + 1

51
APPLIED MATHEMATICS

𝑒𝑒 y + 𝑒𝑒 −y 𝑒𝑒 y − 𝑒𝑒 −y
If x is real, we have, cosh y = and sinh y =
2 2
𝑒𝑒 y − 𝑒𝑒 −y 𝑒𝑒 y + 𝑒𝑒 −y 𝑒𝑒 y − 𝑒𝑒 −y + 𝑒𝑒 y + 𝑒𝑒 −y
∴ + = x + √𝑥𝑥 2 + 1 ⟹ = x + √𝑥𝑥 2 + 1
2 2 2
2 𝑒𝑒 y
= x + √𝑥𝑥 2 + 1 ⟹ 𝑒𝑒 y = (x + √𝑥𝑥 2 + 1 ) = y = log (x + √𝑥𝑥 2 + 1 )
2

sinh−1 𝑥𝑥 = log (x + √𝑥𝑥 2 + 1 ) ……… (∵ y = sinh−1 𝑥𝑥 )

2. Prove that cosh−1 𝑥𝑥 = log (x + √𝑥𝑥 2 − 1 )

Proof: Let cosh y = x then y = cosh−1 𝑥𝑥
cosh y = x ……………….. (1)
cosh2 y = x2 ………………. (squaring both the sides)
cosh2 y - 1 = x2 -1 ………... (subtracting 1 from both the sides)
sinh2 y = x2 -1 ………….... ( ∵cosh2𝜃𝜃 – sinnh2 𝜃𝜃=1)

sinh y = √𝑥𝑥 2 − 1…………(2) (Take square root )

Add (1) and (2)

cosh y + sinh y = x + √𝑥𝑥 2 − 1

𝑒𝑒 y + 𝑒𝑒 −y 𝑒𝑒 y − 𝑒𝑒 −y
If x is real, we have, cosh y = and sinh y =
2 2
𝑒𝑒 y + 𝑒𝑒 −y 𝑒𝑒 y − 𝑒𝑒 −y
∴ + = x + √𝑥𝑥 2 − 1
2 2
𝑒𝑒 y + 𝑒𝑒 −y + 𝑒𝑒 y − 𝑒𝑒 −y
= x + √𝑥𝑥 2 − 1
2
2 𝑒𝑒 y
= x + √𝑥𝑥 2 − 1 ⟹ 𝑒𝑒 y = (x + √𝑥𝑥 2 − 1 )
2

y = log (x + √𝑥𝑥 2 − 1 )

cosh−1 𝑥𝑥 = log (x + √𝑥𝑥 2 − 1 ) ……… (∵ y = cosh−1 𝑥𝑥 )

1 1+𝑥𝑥
3. Prove that tanh−1 𝑥𝑥 = log
2 1−𝑥𝑥

Proof: Let tanh y = x then y = tanh−1 𝑥𝑥

tanh y = x
𝑒𝑒 y − 𝑒𝑒 −y 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠
= x ………………. ( tan x= )
𝑒𝑒 y + 𝑒𝑒 −y cos 𝑥𝑥
𝑒𝑒 y +𝑒𝑒 −y 1
=
𝑒𝑒 y − 𝑒𝑒 −y 𝑥𝑥
𝑒𝑒 y +𝑒𝑒 −y +𝑒𝑒 y − 𝑒𝑒 −y 1+𝑥𝑥 𝑥𝑥 𝑎𝑎 𝑥𝑥+𝑦𝑦 𝑎𝑎+𝑏𝑏
= …….. (if = then = )
𝑒𝑒 y + 𝑒𝑒 −y −𝑒𝑒 y − 𝑒𝑒 −y 1−𝑦𝑦 𝑦𝑦 𝑏𝑏 𝑥𝑥−𝑦𝑦 𝑎𝑎−𝑏𝑏

52
 Chapter 2: Complex Numbers

𝑒𝑒 y +𝑒𝑒 y 1+𝑥𝑥
=
𝑒𝑒 −y + 𝑒𝑒 −y 1−𝑦𝑦

2𝑒𝑒 y 1+𝑥𝑥
=
2𝑒𝑒 −y 1−𝑦𝑦

1+𝑥𝑥
𝑒𝑒 𝑦𝑦 . 𝑒𝑒 𝑦𝑦 =
1−𝑦𝑦

1+𝑥𝑥
𝑒𝑒 2𝑦𝑦 =
1−𝑦𝑦

1+𝑥𝑥
2y =log
1−𝑦𝑦

1 1+𝑥𝑥
y = log
2 1−𝑦𝑦

1 1+𝑥𝑥
tanh−1 𝑥𝑥 = log …………. (y = tanh−1 𝑥𝑥)
2 1−𝑦𝑦

2.12 Differentiation and Integration:

𝑑𝑑𝑑𝑑
a. y = 𝑐𝑐𝑐𝑐𝑐𝑐ℎ 𝑥𝑥, = 𝑠𝑠𝑠𝑠𝑠𝑠ℎ 𝑥𝑥, ∴ ∫ 𝑠𝑠𝑠𝑠𝑠𝑠ℎ 𝑥𝑥 𝑑𝑑𝑑𝑑 = 𝑐𝑐𝑐𝑐𝑐𝑐ℎ 𝑥𝑥
𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑
b. y = 𝑠𝑠𝑠𝑠𝑠𝑠ℎ 𝑥𝑥, = 𝑐𝑐𝑐𝑐𝑐𝑐ℎ 𝑥𝑥, ∴ ∫ 𝑐𝑐𝑐𝑐𝑐𝑐ℎ 𝑥𝑥 𝑑𝑑𝑑𝑑 = 𝑠𝑠𝑠𝑠𝑠𝑠ℎ 𝑥𝑥
𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑
c. y = 𝑡𝑡𝑡𝑡𝑡𝑡ℎ 𝑥𝑥, = sech2 𝑥𝑥, ∴ ∫ sech2 𝑥𝑥 𝑑𝑑𝑑𝑑 = 𝑡𝑡𝑡𝑡𝑡𝑡ℎ 𝑥𝑥
𝑑𝑑𝑑𝑑

𝑥𝑥 𝑑𝑑𝑑𝑑 1 𝑑𝑑𝑑𝑑 𝑥𝑥
d. y = sinh−1 , , ∴∫ = sinh−1
𝑎𝑎 𝑑𝑑𝑑𝑑 √𝑎𝑎2 +𝑥𝑥 2 √𝑎𝑎2 +𝑥𝑥 2 𝑎𝑎

𝑥𝑥 𝑑𝑑𝑑𝑑 1 𝑑𝑑𝑑𝑑 𝑥𝑥
e. y = cosh−1 , , ∴∫ = cosh−1
𝑎𝑎 𝑑𝑑𝑑𝑑 √𝑥𝑥 2 +𝑎𝑎2 √𝑥𝑥 2 +𝑎𝑎2 𝑎𝑎

𝑥𝑥 𝑑𝑑𝑑𝑑 𝑎𝑎 𝑑𝑑𝑑𝑑 1 𝑥𝑥
f. y = tanh−1 , , ∴∫ = tanh−1
𝑎𝑎 𝑑𝑑𝑑𝑑 𝑎𝑎2 − 𝑥𝑥 2 𝑎𝑎2 − 𝑥𝑥 2 𝑎𝑎 𝑎𝑎

𝑥𝑥 𝑑𝑑𝑑𝑑 −𝑎𝑎 𝑑𝑑𝑑𝑑 1 𝑥𝑥

g. y = cosech−1 , , ∴∫ = − cosech−1
𝑎𝑎 𝑑𝑑𝑑𝑑 𝑥𝑥 √𝑎𝑎2 +𝑥𝑥 2 𝑥𝑥 √𝑎𝑎2 +𝑥𝑥 2 𝑎𝑎 𝑎𝑎

𝑥𝑥 𝑑𝑑𝑑𝑑 −𝑎𝑎 𝑑𝑑𝑑𝑑 1 𝑥𝑥

h. y = sech−1 , , ∴∫ = − sech−1
𝑎𝑎 𝑑𝑑𝑑𝑑 𝑥𝑥 √𝑎𝑎2 +𝑥𝑥 2 𝑥𝑥 √𝑎𝑎2 +𝑥𝑥 2 𝑎𝑎 𝑎𝑎

Series for cosh x and sinh x :-

𝑥𝑥 2 𝑥𝑥 3
𝑒𝑒 𝑥𝑥 = 1 + x + + + ………………..
2! 3!

𝑥𝑥 2 𝑥𝑥 3
𝑒𝑒 −𝑥𝑥 = 1 - x + - + ………………..
2! 3!

1 𝑥𝑥 2 𝑥𝑥 4
cosh x = ( 𝑒𝑒 𝑥𝑥 + 𝑒𝑒 −𝑥𝑥 ) = 1 + + + ………………..
2 2! 4!

1 𝑥𝑥 3 𝑥𝑥 5
sinh x = ( 𝑒𝑒 𝑥𝑥 − 𝑒𝑒 −𝑥𝑥 ) = x + + + ………………..
2 3! 5!

𝑠𝑠𝑠𝑠𝑠𝑠ℎ 𝑥𝑥 1 2
tanh x = =x- 𝑥𝑥 3 + 𝑥𝑥 5 + ………………..
𝑐𝑐𝑐𝑐𝑐𝑐ℎ 𝑥𝑥 3! 15

53
APPLIED MATHEMATICS

2.13 Graphs of the hyperbolic functions:

First, we draw the graphs of 𝑒𝑒 𝑥𝑥 , 𝑒𝑒 −𝑥𝑥 and - 𝑒𝑒 −𝑥𝑥

We know that,
𝑒𝑒 𝑥𝑥 + 𝑒𝑒 −𝑥𝑥 𝑒𝑒 𝑥𝑥 − 𝑒𝑒 −𝑥𝑥 𝑒𝑒 𝑥𝑥 − 𝑒𝑒 −𝑥𝑥
cosh 𝑥𝑥 = , sinh 𝑥𝑥 = and tanh 𝑥𝑥 =
2 2 𝑒𝑒 𝑥𝑥 + 𝑒𝑒 −𝑥𝑥

𝑒𝑒 𝑥𝑥 + 𝑒𝑒 −𝑥𝑥 𝑒𝑒 𝑥𝑥 𝑒𝑒 −𝑥𝑥
For cosh 𝑥𝑥, cosh 𝑥𝑥 = = +
2 2 2

Note: cosh 𝑥𝑥 is an EVEN function. It is symmetric about Y axis and cosh (-𝑥𝑥) =
cosh 𝑥𝑥
Domain: { x 𝜖𝜖 𝑅𝑅} and Range: {y 𝜖𝜖 𝑅𝑅 / y≥ 1}
x→ - ∞ 𝑡𝑡ℎ𝑒𝑒𝑒𝑒 cosh 𝑥𝑥 → ∞ and
x→ ∞ then cosh 𝑥𝑥 → ∞
For sinh 𝑥𝑥,
𝑒𝑒 𝑥𝑥 − 𝑒𝑒 −𝑥𝑥 𝑒𝑒 𝑥𝑥 𝑒𝑒 −𝑥𝑥
sinh 𝑥𝑥 = = -
2 2 2

54
 Chapter 2: Complex Numbers

Note: sinh 𝑥𝑥 is an ODD function and sinh (-𝑥𝑥) = − sinh 𝑥𝑥

Domain: { x 𝜖𝜖 𝑅𝑅} and Range: {y 𝜖𝜖 𝑅𝑅}
x→ - ∞ 𝑡𝑡ℎ𝑒𝑒𝑒𝑒 sinh 𝑥𝑥 → - ∞ and
x→ ∞ then sinh 𝑥𝑥 → ∞
For tanh 𝑥𝑥,
𝑒𝑒 𝑥𝑥 − 𝑒𝑒 −𝑥𝑥 sinh 𝑥𝑥
tanh 𝑥𝑥 = =
𝑒𝑒 𝑥𝑥 + 𝑒𝑒 −𝑥𝑥 cosh 𝑥𝑥

Note: tanh 𝑥𝑥 is an ODD function. It is symmetric about origin and tanh (-𝑥𝑥) =
− tanhh 𝑥𝑥
Domain: { x 𝜖𝜖 𝑅𝑅} and Range: {y 𝜖𝜖 R / -1 < y < 1}
x→ - ∞ 𝑡𝑡ℎ𝑒𝑒𝑒𝑒 tanh 𝑥𝑥 → - 1and x→ ∞ then tanh 𝑥𝑥 → 1
The values of sinh x, cosh x and tanh x for x = - ∞, 0 and + ∞ from definition are
as follows

55
APPLIED MATHEMATICS

x sinh x cosh x tanh x

−∞ −∞ +∞ -1

0 0 1 0
+∞ +∞ +∞ 1

2.14 Logarithms of complex quality:

Let z = x + iy
Expressing the complex number in general polar form,
z = r (cos𝜃𝜃 + sin 𝜃𝜃)
x + iy = r (cos𝜃𝜃 + sin 𝜃𝜃)………….. (A)
Equating real and imaginary parts,
x = r cos𝜃𝜃………………. (1)
y = r sin 𝜃𝜃……………….. (2)
Eq (1)2+ Eq(2)2
x2 + y2 = r2cos2 𝜃𝜃 + r2 sin2 𝜃𝜃
x2 + y2 = r2 ………………….. [ cos2 𝜃𝜃 + sin2 𝜃𝜃 = 1]

∴ r = √𝑥𝑥 2 + 𝑦𝑦 2

Eq (2) / Eq (1)
r sin 𝜃𝜃 𝑦𝑦
=
r cos𝜃𝜃 𝑥𝑥
𝑦𝑦
tan 𝜃𝜃 =
𝑥𝑥
𝑦𝑦
𝜃𝜃 = tan−1
𝑥𝑥

Take a log of Eq (A)

log (x + iy) = log r (cos𝜃𝜃 + sin 𝜃𝜃) = log r 𝑒𝑒 𝑖𝑖𝜃𝜃 = log r + log 𝑒𝑒 𝑖𝑖𝜃𝜃
= log r + i 𝜃𝜃 [log e = 1]
𝒚𝒚
log (x + iy) = log √𝒙𝒙𝟐𝟐 + 𝒚𝒚𝟐𝟐 + i 𝐭𝐭𝐭𝐭𝐭𝐭−𝟏𝟏
𝒙𝒙
𝑦𝑦
1. Prove that log (x + iy) = log √𝑥𝑥 2 + 𝑦𝑦 2 + i tan−1 + 2n𝜋𝜋 i
𝑥𝑥

Proof: Let z = x + iy

56
 Chapter 2: Complex Numbers

Expressing the complex number in general polar form,

z = r (cos𝜃𝜃 + sin 𝜃𝜃)
x + iy = r (cos𝜃𝜃 + sin 𝜃𝜃)………….. (A)
Equating real and imaginary parts,
x = r cos𝜃𝜃………………. (1)
y = r sin 𝜃𝜃……………….. (2)
Eq (1)2+ Eq(2)2
x2 + y2 = r2cos2 𝜃𝜃 + r2 sin2 𝜃𝜃
x2 + y2 = r2 ………………….. (cos2 𝜃𝜃 + sin2 𝜃𝜃 = 1)

∴ r = √𝑥𝑥 2 + 𝑦𝑦 2

Eq (2) / Eq (1)
r sin 𝜃𝜃 𝑦𝑦
=
r cos𝜃𝜃 𝑥𝑥
𝑦𝑦
tan 𝜃𝜃 =
𝑥𝑥
𝑦𝑦
𝜃𝜃 = tan−1
𝑥𝑥

Take a Log of Eq (A)

Log (x + iy) = Log r (cos𝜃𝜃 + sin 𝜃𝜃)
(Take general value of Log)
= log r {cos (2n𝜋𝜋 + 𝜃𝜃) + i sin (2n𝜋𝜋 + 𝜃𝜃)}

= log r 𝑒𝑒 𝑖𝑖(2n𝜋𝜋+𝜃𝜃)

= log r + log 𝑒𝑒 𝑖𝑖(2n𝜋𝜋+𝜃𝜃) [∵ log mn=log m + log n]

= log √𝑥𝑥 2 + 𝑦𝑦 2 + i(2n𝜋𝜋 + 𝜃𝜃) log e [∵log mn=n log m]

𝑦𝑦
Log (x + iy) = log √𝑥𝑥 2 + 𝑦𝑦 2 + i (2n𝜋𝜋 + tan−1 ) [∵ log e=1]
𝑥𝑥

This shows that for different value of n, the logarithm of a complex quantity x + iy
is multivalued
1 𝜋𝜋
Ex. 1. Prove that Log (1 + i) = log 2 + i(2n𝜋𝜋 + )
2 4

Sol: we know that,

𝑦𝑦
Log (x + iy) = log √𝑥𝑥 2 + 𝑦𝑦 2 + i(2n𝜋𝜋 + tan−1 )
𝑥𝑥

57
APPLIED MATHEMATICS

L. H. S. = Log (1 + i)
1
= log √𝟏𝟏𝟐𝟐 + 𝟏𝟏𝟐𝟐 + i(2n𝜋𝜋 + tan−1 )
1
𝜋𝜋 𝜋𝜋
= log √𝟐𝟐 + i(2n𝜋𝜋 + ) (∵ tan−1 1 = )
4 4
1
𝜋𝜋
= log (22 )+ i(2n𝜋𝜋 + )
4
1 𝜋𝜋
= log (2) + i(2n𝜋𝜋 + )
2 4

= R. H. S.
Ex. 2. Prove that Log (-5) = log 5 + i(2n𝜋𝜋 + 𝜋𝜋)
Sol: we know that,
𝑦𝑦
Log (x + iy) = log √𝑥𝑥 2 + 𝑦𝑦 2 + i(2n𝜋𝜋 + tan−1 )
𝑥𝑥

L. H. S. = Log (-5)
= log (-5) + 2n𝜋𝜋 i
= log 5(-1) + 2n𝜋𝜋 i
= log 5 +log (-1) + 2n𝜋𝜋 i
= log 5 +log (cos 𝜋𝜋 + i sin 𝜋𝜋) + 2n𝜋𝜋 i (∵ cos𝜋𝜋 + isin 𝜋𝜋 = 1)

= log 5 +log 𝑒𝑒 𝑖𝑖𝑖𝑖 + 2n𝜋𝜋 i

= log 5 +i 𝜋𝜋log e + 2n𝜋𝜋 i
= log 5 + i (2n𝜋𝜋 + 𝜋𝜋 )
= R.H.S
Exercise:
𝑎𝑎+𝑖𝑖𝑖𝑖 𝑥𝑥
Ex1. Prove that log ( ) = 2i tan-1( )
𝑎𝑎−𝑖𝑖𝑖𝑖 𝑦𝑦

𝜃𝜃 1
Ex. 2 Show that log (1 + 𝑒𝑒 𝑖𝑖𝜃𝜃 ) = log (2 cos ) + i𝜃𝜃, if - 𝜋𝜋 < 𝜃𝜃 < 𝜋𝜋
2 2

2.15 j(=i) as an operator (Electrical circuits)

j operator is a mathematical operator which when multiplied with any vector, rotate
that vector by 900 in anti-clock wise direction.

58
 Chapter 2: Complex Numbers

j operator has assigned a value of √−1. Thus, it is an imaginary number.

When operator j is operated on vector A, will get new vector jA. This new vector
is displaced from displaced the original vector by 900 in anti-clockwise direction.
the magnitude of vector is remains unchanged when the vector is operated by j.
If the j is applied on the vector jA, the new vector j2A will be the 1800 in anti-
clockwise direction. The new vector j2A is in opposite to the original vector A.
Hence j2A= -A.
Similarly, when j2A is operated with j, the new vector so produced j3A will 2700
ahead of the A. Hence, j3A =-jA. In the same way j4A= A
From above, we can say that,
j2 = -1; j3= j2.j = -j; j2 = j2 j2= 1; (1/j) = -j

We know that from Euler’s Formula,

𝑒𝑒 i𝑥𝑥 = (cos 𝑥𝑥+ i sin 𝑥𝑥)

59
APPLIED MATHEMATICS

𝜋𝜋
𝜋𝜋 𝜋𝜋 𝜋𝜋
Substitute x = since cos = 0, sin = 1, we get, 𝑒𝑒 𝑖𝑖 2 = i
2 2 2

If we take a radius vector of length ‘a’ along a horizontal line then

𝜋𝜋 3𝜋𝜋
ai = a 𝑒𝑒 𝑖𝑖 2 = ia; ai2 = a 𝑒𝑒 𝑖𝑖𝑖𝑖 = -a; ai3 = a 𝑒𝑒 𝑖𝑖 2 = -ia; ai4 = a 𝑒𝑒 𝑖𝑖2𝜋𝜋 = a
Thus, if we take a radius vector of length ‘a’ along a horizontal line the effect of
raising i to a power n is equivalent to turning this radius vector through an angle
𝜋𝜋
n .
2

i. Operation of j (=i) on a sin pt:

A sin pt is the projection of vector ⃗⃗⃗⃗⃗

𝑂𝑂𝑂𝑂 (= a) on the horizontal line, where pt
is an angle made by it with vertical, as shown in the fig.

⃗⃗⃗⃗⃗⃗⃗ (= a) on the horizontal line,

Then j (a sin pt) represents the projection of 𝑂𝑂𝑂𝑂′
𝜋𝜋
when ⃗⃗⃗⃗⃗
𝑂𝑂𝑂𝑂 is turned through .
2

∴ j (a sin pt) = Projection of 𝑂𝑂𝑂𝑂′ on XOX’ = a cos pt

∴ j (a sin pt) = a cos pt
ii. Operation of (a + jb) on a sin pt:
(a + jb) sin pt = a sin pt + jb sin pt
= a sin pt + b cos pt [from (i)]
𝑏𝑏
∴ (a + jb) sin pt = √𝒂𝒂𝟐𝟐 + 𝒃𝒃𝟐𝟐 (sin pt + 𝜶𝜶), Where tan 𝛼𝛼 =
𝑎𝑎

Operation of (a - jb) on a sin pt:

(a - jb) sin pt = a sin pt - jb sin pt
= a sin pt - b cos pt [from (i)]

60
 Chapter 2: Complex Numbers

𝑏𝑏
∴ (a - jb) sin pt = √𝒂𝒂𝟐𝟐 + 𝒃𝒃𝟐𝟐 (sin pt - 𝜶𝜶), Where tan 𝛼𝛼 =
𝑎𝑎
1
iii. Operation of on a sin pt:
a + jb

1 a − jb
sin pt = sin pt
a + jb 𝑎𝑎2 +𝑏𝑏2

1 𝑏𝑏
= √𝑎𝑎2 + 𝑏𝑏 2 (sin pt - 𝛼𝛼), Where tan 𝛼𝛼 = 𝑎𝑎 [from (ii)]
𝑎𝑎2 +𝑏𝑏2
1 1
∴ sin pt = (sin pt - 𝛼𝛼)
a + jb √𝑎𝑎2 +𝑏𝑏2

Similarly,
1 1
∴ sin pt = (sin pt + 𝛼𝛼)
a − jb √𝑎𝑎2 +𝑏𝑏2

In electrical engineering, j operator has a great significance and application. You

will encounter this operator often in electrical machine, power system, AC Network
etc.
We know that impedance of a circuit is a complex quantity i.e. it is having real part
and imaginary part. Real part signifies resistive portion whereas imaginary part
denotes reactance part of the impedance.
In an electric circuit containing resistance R, inductance L and capacity C in series.
We know that, if current I flow through the circuit at any time due to applied
hormonic E. M. F. E0 sin pt, we have,
ER = RI in phase with I
EL = LpI in quadrature with I (leading)
𝐼𝐼
EC = in quaduture with I (lagging)
Cp

Where ER, EL and EC are voltage drops across R, L and C respectively.

61
APPLIED MATHEMATICS

As current through reactance either lags or lead the voltage by 900. Therefore, this
reactance is represented by using j operator. The current through resistance remain
in phase with the voltage, hence resistance is taken as reference and reactance (say
E) is rotated with respect to this reference when operated with j operator.
The total impendence which impedes the circuit in AC circuit given by addition of
these vectors.
Hence impendence Z is written as Z = (R ± jE). It may be noted that the capacitive
and inductive reactance are (-j/𝐶𝐶𝐶𝐶) and jLp.
−𝑗𝑗
∴z = R + jLp + ( )
Cp

1
= R + j (Lp - )
Cp

If E0 sin pt be applied voltage, the current I in the circuit is given by,

E0 sin pt
=z
I

E0 sin pt
∴I =
z
E0
∴I = 1 sin pt
R + j (Lp −Cp)

1
E0 (Lp −Cp
-1
= sin (pt – 𝛼𝛼), where 𝛼𝛼 = tan
1 𝑅𝑅
√𝑅𝑅2 +(Lp −Cp)2

1 1
[∵ sin pt = (sin pt - 𝛼𝛼)]
a + jb √𝑎𝑎2 +𝑏𝑏2

2.16 Summary:

Complex Numbers can be presented in rectangular, polar or exponential form with

the conversion between each complex number algebra form including addition,
subtracting, multiplication and division. We learned about introductory ideas
associated with complex numbers, their algebra and geometry, algebraic properties
of complex numbers, Argand plane and polar representation of complex numbers,
mathematical operation with complex numbers and their representation on
Argand’s Diagram, circular functions of complex angles, hyperbolic functions,
relations between circular and hyperbolic functions, inverse hyperbolic functions,
graphs of the hyperbolic functions. Finally, we looked the Logarithms of complex
quality and application of complex number in electrical circuit.

62
 Chapter 2: Complex Numbers

2.17 References:

1. Applied Mathematics II by P. N. Wartikar and J. N. Wartikar

2. Higher Engineering Mathematics by Dr. B. S. Grewal
3. Complex numbers from A to Z by Titu Andreescu and Dorin Andrica

2.17 Exercise:

Ex. 1 If | z1 | = 1, | z2 | = 2, | z3 | = 3 and | 9z1 z2 + 4z1 z3 + z2 z3 | = 12, then

find the value of | z1 + z2 + z3 |. [
Ans: | z1 + z2 + z3 | = 2]
Ex.2 z1, z2, and z3 are complex numbers such that z1 + z2 + z3 = 0 and
| z1 | =| z2 | =| z3 | = 1 then find z12 + z22 + z33
[Ans: 0]
Ex. 3 Find the fourth roots of unity [Ans: 1, i, -1, -i]

Ex. 4 Find all cube root of (√3 + 𝑖𝑖)

𝜋𝜋 𝜋𝜋 13𝜋𝜋 7𝜋𝜋 25𝜋𝜋 25𝜋𝜋
[Ans: 21/3 (cos + i sin ), 21/3 (cos + i sin ), 21/3 (cos + i sin )]
18 18 18 8 18 18

1+ √3𝑖𝑖 10 2𝜋𝜋 2𝜋𝜋

Ex. 5 Simplify ( ) [Ans: (cos + i sin )]
1− √3𝑖𝑖 3 3

Ex 6 Prove that Log i = log i +2n 𝜋𝜋 i

𝑥𝑥−𝑖𝑖
Ex 7 Prove that i log ( ) = 𝜋𝜋 - 2 tan-1x
𝑥𝑥+𝑖𝑖

𝑎𝑎+𝑖𝑖𝑖𝑖 2𝑎𝑎𝑎𝑎
Ex 8 Show that tan ( i log )=
𝑎𝑎−𝑖𝑖𝑖𝑖 𝑎𝑎2 + 𝑏𝑏2

❖❖❖❖❖❖❖

63
APPLIED MATHEMATICS

Unit 2

3
DIFFERENTIAL EQUATION
EQUATION OF THE FIRST ORDER AND OF THE FIRST DEGREE
Unit Structure
3.1 Objectives
͵Ǥʹ Introduction
3.3 Ordinary Differential Equation
͵ǤͶ Separable Variables - Differential Equation
͵Ǥͷ Equations reducible to homogeneous forms
3.6 Existence of a solution for a differential equation
3.7 Homogeneous polynomial
3.7.1 Homogeneous function
3.7.2 Homogeneous Differential Equation
3.7.3 Non Homogeneous Differential Equation
3.8 Exact Differential Equation
3.9 Integrating Factors
3.10 Integrating Factor of a homogeneous equation
3.11 Linear Equation and equation reducible to homogeneous form
3.12 Partial Differential Equation-An Overview
3.13 Summary
3.14 References
3.15 Questions

3.1 Objectives

- recognize and solve problems in ordinary differential equations

- Understand the application of differential equation in physics and
engineering branches such as electronics, electrical, mechatronics etc.
- Evaluate first order differential equations including separable,
homogeneous, non-homogeneous exact, and linear and partial

64
 Chapter 3: Differential Equation: Equation of The First Order and of the First Degree

- Identify research problems where differential equations can be used to

model the system
- Analyze mathematical models to solve application problems such as
circuits, population modeling, orthogonal trajectories, and slopes

3.2 Introduction
In an equation constituting of dependent and independent variable, when the
derivatives of the former can be represented with respect to one or more
independent variables such equations are called Differential Equation. Some of
the differential equations that can be solved by standard procedures are as
follows:
- Differential equation in which variables are separable
- Homogeneous differential equations
- Non homogeneous differential equations which can be reduced
homogeneous differential equations
- Linear differential equations
- Bernoulli’s differential equations that are nonlinear and can be reduced to
linear form.
- Exact differential equations
A first order differential equation is an equation that can be represented in the
form
F (t, y, dy/dt) = 0 or in other words F(t, y, y′)
Equation 1
where y′ is the first order derivative of y
This equation can also be represented as
F(t, f(t), f′(t)) = 0 for every value of t
Equation 2
and is function of three variables (t, y, y′).
A differential equation’s order is determined by the highest-order derivative
whereas the degree is the highest power to which a variable is raised within an
equation. The higher the order of the differential equation, the more arbitrary
constants need to be added to the general solution. Below are a few examples that
depict different scenarios
Examples y′′′ + y′′ + y′ + c = 0 Equation 3
y′ − y = 4 Equation 4

65
APPLIED MATHEMATICS

3.3. Ordinary Differential Equation

Ordinary Differential Equation (ODE) is described as the relation having an
independent variable x,a dependent variable y and associated derivatives of y.
The order of the ordinary differential equation is the order of the highest
derivative in that equation. Few examples of ordinary differential equation are as
follows:
Equation Order Degree
y 3 + x 3 dy/dx = 0 1 3 Equation 5
y 3 + x 3 d2 y/dx 2 = 0 2 4 Equation 6

Example 1
∂y/ ∂x = 4y − 2 ∂y/4y-2 = ∂x

∫ 𝜕𝜕𝜕𝜕/(4𝑦𝑦 − 2 ) = 𝜕𝜕𝜕𝜕

1/4 log | 4y − 2| = x +c
log | 4y − 2| = 4x + 4c
4y − 2 =(+−)𝑒𝑒 4𝑥𝑥+4𝑐𝑐
4y = (+−)𝑒𝑒 4𝑥𝑥+4𝑐𝑐 + 2
y = 1/4(+−)𝑒𝑒 4𝑥𝑥+4𝑐𝑐 + 1/2
y = (+-)1/4exp(4(x + c)) + 1/2
Let C = 1/4exp(4c)
y(x) =Ce4x +1/2
𝜕𝜕𝑦𝑦
=4Ce4x
𝜕𝜕𝑥𝑥

4y-2 =4Ce4x
4y = 4Ce4x +2
Substituting for y in the above
4(Ce4x +1/2) = 4Ce4x +2
The two equations are proved equal.
With y(2) where x = 2 and y(2) = 4 the proof is as follows :
y(2) = 1 then
Ce8 + 1/2 = 1
Ce8 = 1/2 or C = 1/2(e-8)
4(1/2e-8 .e8 +2) = 4(1/2e-8.. e8) + 2 = 4 Ans

66
 Chapter 3: Differential Equation: Equation of The First Order and of the First Degree

Example 2

= ∂y/ ∂x = 7y2x3 and y(2) = 3

= ∂y/7y2 = x3dx

=1/7∫ 𝜕𝜕 𝑦𝑦/y2 = ∫ 𝑥𝑥 3 𝑑𝑑𝑑𝑑

1 𝑥𝑥 4
= − y −2+1 = +c
7 4

= (−1)y −1 = 7x 4 +c
−𝟏𝟏
y = −1/(7/4(x 4 )+c) = 𝟕𝟕
𝟒𝟒
𝒙𝒙𝟒𝟒 +𝒄𝒄

Putting x =2

3 = (−1)/(7/4(16) + c)

3 = −1/28 + c

c= −85/3
( −𝟏𝟏)
y= 𝟕𝟕 𝟖𝟖𝟖𝟖 Ans
( )𝐱𝐱 𝟒𝟒 −
𝟒𝟒 𝟑𝟑
∂y 𝜕𝜕 −𝟏𝟏 7𝑥𝑥 3 −1
= (𝟕𝟕 )= 7 = 7x 3 × y 2 where y = 7
∂x 𝜕𝜕𝜕𝜕 𝒙𝒙𝟒𝟒 +𝒄𝒄 (4𝑥𝑥 4 +𝑐𝑐)2 4
𝑥𝑥 4 +𝑐𝑐
𝟒𝟒

3.4 Separable Variables - Differential Equation

Variables are said to be separable when all the similar terms are on the same side
i.e. x and dx on one side and y and dy on the other side. The general
representation of the equation is as follows :

f(x)dx = g(y)dy (or) f(x)dx + g(y)dy = 0 Equation 7

Consider an example as follows:

(𝑦𝑦 2 +1)∂y + (x 2 + 3) ∂x = 0

∫(𝑦𝑦 2 + 1) ∂y + ∫ (x 2 + 3) ∂x = 0
𝒚𝒚𝟑𝟑 𝒙𝒙𝟑𝟑
+y + +3x = c
𝟑𝟑 𝟑𝟑

67
APPLIED MATHEMATICS

Examples

a)

b) ∂y/ ∂x = ex−y +𝑥𝑥 2 𝑒𝑒 −𝑦𝑦 = 𝑒𝑒 −𝑦𝑦 (𝑒𝑒 𝑥𝑥 + 𝑥𝑥 2 )

= ∂y/𝑒𝑒 −𝑦𝑦 = (𝑒𝑒 𝑥𝑥 + 𝑥𝑥 2 ) ∂x
= ∫ 𝑒𝑒 𝑦𝑦 𝜕𝜕𝜕𝜕 = ∫ 𝑒𝑒 𝑥𝑥 𝜕𝜕𝜕𝜕 + ∫ 𝑥𝑥 2 𝜕𝜕𝜕𝜕
𝑥𝑥 3
= 𝑒𝑒 𝑦𝑦 = 𝑒𝑒 𝑥𝑥 + +c Ans
3

c) y - x dy/dx = a(y2 +dy/dx)

= y - xdy/dx = ay2 + ady/dx
= y - ay2 = dy/dx(x+a) = dx/(x+a) = dy/y-ay2
∫ 𝐝𝐝𝐝𝐝/(𝐱𝐱 + 𝐚𝐚) =∫ 𝒅𝒅𝒅𝒅/𝒚𝒚 − 𝒂𝒂𝒚𝒚𝟐𝟐
1 A B
Let = +
y(1−ay) y 1−ay

1 = A (1-ay) +By
1 = A- a(Ay) + By
1-A = -y(aA -B)
1-A = -y or y = A-1
B-aA= 1-A if A= 1 then B- a = 0 or B=a
∫ dx/(x + a) =∫ 𝑑𝑑𝑑𝑑/𝑦𝑦 − 𝑎𝑎𝑦𝑦 2
1/y(1-ay) = A/y +B/1-ay
Upon integrating it is
log y +a(-1/a)log(1-ay) = log y - log(1-ay) = log(y/1-ay) +c
log (x+a) = log(y/1-ay) +c
log(x+a) -log(y) +log(1-ay) =log c
log(x+a)(1-ay)/log y = log c
(x+a)(1-ay) = cy Ans

68
 Chapter 3: Differential Equation: Equation of The First Order and of the First Degree

Example
y(1 + x)dx + x(1 + y)dy = 0
(1+x)dx = -x(1+y)dy
(1+x)dx/x = -(1+y)dy
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
∫ + ∫ 𝑑𝑑𝑑𝑑 = − ∫ − ∫ 𝑑𝑑𝑑𝑑
𝑥𝑥 𝑦𝑦
=log x + x = −log y − y
= log |x |+log |y| +x+y = c
=log| xy| + x + y = c

3.5 Equations reducible to homogeneous forms

A function f(x,y) is called Homogeneous of degree n if

f ( x, y) = t n f ( x, y)
Equation 8
and where t is a nonzero real number. Thus
x 10 + y 10  x
xy , 2 2
and ... sin
 y

x + y  
Equation 9 are homogeneous function of degree 1, 8 and 0 respectively
dy
= f ( x, y)
A first order differential equation of the form dx is said to be
homogeneous if the function f depends only on ratio of (y/x).Thus first order
homogeneous equation are of the form
dy  y 
= g 
dx  x 

Equation 10
and is transformed into an equation that is separable by substituting y = vx and

dy  dv 
= v + x 
dx  dx  Equation 11
and
g(v) = v +x(dv/dx) and ∫ dv/(v-g(v) = − ∫ 𝒅𝒅𝒅𝒅/𝒙𝒙
Equation 12

69
APPLIED MATHEMATICS

𝜕𝜕𝑦𝑦
a) (x-y) = x+3y
𝜕𝜕𝑥𝑥

𝑥𝑥+3𝑦𝑦 𝜕𝜕𝜕𝜕 𝜕𝜕𝜕𝜕 𝜕𝜕ℎ 𝑥𝑥+3𝑣𝑣𝑣𝑣 1+3ℎ

= let y = hx; = h +x = =
𝑥𝑥−𝑦𝑦 𝜕𝜕𝜕𝜕 𝜕𝜕𝜕𝜕 𝜕𝜕𝜕𝜕 𝑥𝑥−𝑣𝑣𝑣𝑣 1−ℎ

𝜕𝜕ℎ 1+3ℎ 1+3h−h +h2 1+2ℎ +ℎ2

=x = -h= =
𝜕𝜕𝜕𝜕 1−ℎ 1−ℎ 1−ℎ

𝜕𝜕𝜕𝜕 (1−ℎ) 1−h

= = = log|x| + c = ∫ ∂h
𝑥𝑥 (1+ℎ)2 (1+h)2

Putting m = 1+h
2−𝑚𝑚 𝜕𝜕𝜕𝜕 𝜕𝜕𝜕𝜕 2 −2
=∫ 𝑑𝑑𝑑𝑑 = 2 ∫ -∫ = - log|m| - = 𝑙𝑙𝑙𝑙𝑙𝑙|1 + ℎ|
𝑚𝑚2 𝑚𝑚2 𝑚𝑚 𝑚𝑚 (1+ℎ)

−2
= 𝑙𝑙𝑙𝑙𝑙𝑙|1 + ℎ|
(1+ℎ)

−2 𝑦𝑦 2𝑥𝑥 𝑥𝑥+𝑦𝑦
= log|x| + c = 𝑦𝑦 - log|1+ | = log|x| + c + + log| |=0
1+ 𝑥𝑥 𝑥𝑥+𝑦𝑦 𝑥𝑥
𝑥𝑥

2𝑥𝑥
= log|x+y| + = c Ans
𝑥𝑥+𝑦𝑦

b) Solve : (x + 9y − 7)dx = (2x + 3y − 6)dy

dy (x + 9y − 7)
=
dx (2x + 3y − 6)
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
= =
𝑥𝑥+9𝑦𝑦−7 2𝑥𝑥+3𝑦𝑦 −6

Let x = X + h , y = Y + k here h and k can be solved for their values

Equations to be considered are as follows:
11 8
(ℎ + 9𝑘𝑘 − 7) and (2ℎ + 3𝑘𝑘 − 6) that are solved to get h = and k =
5 15

𝜕𝜕𝜕𝜕 X+9Y+(h+9k−7) 𝜕𝜕𝜕𝜕 ∂y ∂h

= = Let Y = hX then =h + X i.e.equal to
𝜕𝜕𝜕𝜕 2X+3Y+(2h+3k−6) 𝜕𝜕𝜕𝜕 ∂x ∂x

𝑋𝑋+9𝑌𝑌 ∂v 𝑋𝑋+9ℎ𝑋𝑋 1+9ℎ ∂v 1+9ℎ 1+7𝑣𝑣−3𝑣𝑣 2 ∂v

=h +X = = i.e. X = -h= =X
2𝑋𝑋+3𝑌𝑌 ∂x 2𝑋𝑋+3ℎ𝑋𝑋 2+3ℎ ∂x 2+3ℎ 2+3𝑣𝑣 ∂x

2 + 3𝑣𝑣 𝜕𝜕𝜕𝜕
2
𝜕𝜕𝜕𝜕 =
1 + 7𝑣𝑣 − 3𝑣𝑣 𝑋𝑋
2 + 3𝑣𝑣
∫ 𝜕𝜕𝜕𝜕 = 𝑙𝑙𝑙𝑙𝑙𝑙|𝑋𝑋| + 𝑐𝑐
1 + 7𝑣𝑣 − 3𝑣𝑣 2
𝜕𝜕𝜕𝜕 𝑣𝑣𝑣𝑣𝑣𝑣
2∫ +3 ∫ = 𝑙𝑙𝑙𝑙𝑙𝑙|𝑋𝑋| + 𝑐𝑐
1+7𝑣𝑣−3𝑣𝑣 2 1+7𝑣𝑣−3𝑣𝑣 2

3 𝑣𝑣 2
2log (1 + 7v − 3v 2 ) +3vlog(1 + 7v − 3v 2 ) + = 𝑙𝑙𝑙𝑙𝑙𝑙|𝑋𝑋| + 𝑐𝑐
(1+7𝑣𝑣−3𝑣𝑣 2 ) (2)

70
 Chapter 3: Differential Equation: Equation of The First Order and of the First Degree

𝒚𝒚
𝐘𝐘 𝐘𝐘 𝒀𝒀 𝒀𝒀 𝐘𝐘 𝟑𝟑( )𝟐𝟐
𝟐𝟐 𝐥𝐥𝐥𝐥𝐥𝐥(𝟏𝟏 + 𝟕𝟕 - 3( )2 + 3( )log(1+7( ) - 3( )2 + 𝒚𝒚
𝒙𝒙
𝒚𝒚
=
𝒍𝒍𝒍𝒍𝒍𝒍|𝑿𝑿| +
𝐗𝐗 𝐗𝐗 𝑿𝑿 𝑿𝑿 𝐗𝐗 (𝟏𝟏+𝟕𝟕(𝒙𝒙)−𝟑𝟑(𝒙𝒙) 𝟐𝟐 )(𝟐𝟐)

𝒄𝒄 Ans
Example
𝑠𝑠𝑠𝑠𝑠𝑠 2 x tan y ∂x + sec 2 y tan x∂y = 0
sec2 y tan x ∂y 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝜕𝜕𝜕𝜕 𝑠𝑠𝑠𝑠𝑠𝑠 2 𝑥𝑥𝑥𝑥𝑥𝑥 𝜕𝜕𝜕𝜕 𝜕𝜕𝜕𝜕
𝑠𝑠𝑠𝑠𝑠𝑠 2 x ∂x = - =- = =- =
𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠

Upon integrating
𝜕𝜕𝜕𝜕 𝜕𝜕𝜕𝜕 (𝑠𝑠𝑠𝑠𝑠𝑠2 𝑥𝑥 +𝑐𝑐𝑐𝑐𝑐𝑐 2 𝑥𝑥)𝜕𝜕𝜕𝜕
∫ 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠 = − ∫ 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠 + log|c| = ∫ 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠

(𝑠𝑠𝑠𝑠𝑠𝑠2 𝑦𝑦+𝑐𝑐𝑐𝑐𝑐𝑐 2 𝑦𝑦)𝜕𝜕𝜕𝜕

= −∫ +c=0
𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠

𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐

∫ 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 𝜕𝜕𝜕𝜕+∫ 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠 𝜕𝜕𝜕𝜕+∫ 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 𝜕𝜕𝜕𝜕 +∫ 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠 𝜕𝜕𝜕𝜕=c

= log (secx) + log (sinx) +log (secy)+log(sin y) = log(c)

=log (tanx)+log(tany) = log(c)
=log (tanxtany) = log(c)
= tan x tan y = c Ans
Example
The cost of producing x socks is 6 + 10x − 6x2 . The total cost of producing a pair
is INR 100. Find the function representing total and average cost.
Cost = 6 + 10x − 6x2
𝜕𝜕𝐶𝐶 =
6 + 10x − 6x2 = ∫ 𝜕𝜕𝑐𝑐 = ∫(6 + 10x − 6x2 )∂x + k
𝜕𝜕𝑥𝑥

𝑥𝑥 2 𝑥𝑥 3
C = 6x +10 -6 + k = C = 6x +5x2 - 2x3 +k
2 3

When x = 2 and C = 100 then K = 84

𝟔𝟔𝟔𝟔+𝟓𝟓𝟓𝟓𝟐𝟐 − 𝟐𝟐𝟐𝟐𝟑𝟑 + 𝟖𝟖𝟖𝟖
Hence Average Cost if there are x units of socks is Ans
𝒙𝒙

Example
A curve passes through points (1, 2) and lines to the curve pass through the point
(1,0). Formulate the equation of the curve using differential equation
Slope of a line given by y = mx + c
y2 − y1 𝑦𝑦−0 ∂y ∂x
∂y/dx = m = = = =
𝑥𝑥2−𝑥𝑥1 𝑥𝑥−1 𝑦𝑦 𝑥𝑥−1

71
APPLIED MATHEMATICS

∂x 𝑦𝑦−0
Slope of a normal at any given point P(x, y) is represented by − =
∂y 𝑥𝑥−1

𝑥𝑥 2
= ∫ 𝑦𝑦𝑦𝑦𝑦𝑦 = − ∫(𝑥𝑥 − 1)𝜕𝜕𝜕𝜕 + 𝑐𝑐 =- + x +c
2

𝑦𝑦 2 x2
= =- + x +c
2 2
5 3
Passing through points (1, 2) we have c = - 1 =
2 2

3 𝑦𝑦 2 x2 3
Putting c = = + -x - = y2 + x2 - 2x - 3 = y2 = 2x - x2 + 3 Ans
2 2 2 2

Example
A sum of INR 4,000 is compounded at a 10% per annum rate of interest. In how
many years will the amount be double the original principal? (loge 2 = 0.69)
10
Principal = P, Rate of Interest = 10 percent per annum, Sum = P+ P*( )
100

𝜕𝜕𝜕𝜕 10 𝜕𝜕𝜕𝜕 1
= P =∫ = ∫ 𝜕𝜕𝜕𝜕 + 𝑐𝑐 = 𝑙𝑙𝑙𝑙𝑙𝑙𝑒𝑒 |𝑃𝑃| = (0.1 𝑡𝑡) + 𝑐𝑐 = 𝑃𝑃 = 𝑒𝑒 .1𝑡𝑡 𝑒𝑒 𝑐𝑐 =
𝜕𝜕𝜕𝜕 100 𝑃𝑃 10
c’ 𝑒𝑒 .1𝑡𝑡 = 4000 = c’ when t = 0 and e = 1, = 8000 = 4000e.1t, 2 = e.1t, t/10 = log 2
.69 = t/10, t = 6.9 years. Ans

3.6 Existence of a solution for a differential equation

The general solution of the equation dy/dx = h(x, y) and has the form f(x, y, C) =
0, C being a constant. Below is the theorem that presents the scenario :
A general solution of dy/dx = h(x, y) exists over a region S of points (x, y) based
on certain conditions
a) h(x, y) is continuous and single-valued over S
b) ∂g/∂y exists and is continuous at all points of S
The general solution f(x, y, C) = 0 of a differential equation dy/dx = h(x, y) over
some region S consists of set of curves, where each curve represents a particular
solution, such that through each point in S there passes one and only one curve
for different values of C.
The differential equation associates with each point (x0, y0) in the region S a
direction that is given by
𝜕𝜕𝑦𝑦
m= |x,y = h(x,y)
𝜕𝜕𝑥𝑥

The direction at each point of S is the tangent to that curve of the family f(x, y, C)
= 0 that passes through the point.

72
 Chapter 3: Differential Equation: Equation of The First Order and of the First Degree

A region S in which a direction is associated with each point is called a direction

field. For an equation such as y = x2 +c the direction would be 2x. The curves or
parabolas can be represented as shown in the diagram

3.7 Homogeneous polynomial

A polynomial whose terms sum to the same degree with respect to all the
variables taken together. Thus
m2 + 2mn - 2n2 degree 2 homogeneity
2m3n + 3 m2n2 + 5n4 degree 4 homogeneity
2m + 5n degree 1 homogeneity
3.7.1 Homogeneous function
A function is said to be homogeneous when we can take a function: f(x, y) and
multiply each of the variable so that the function is of the form n: f (nx,ny) and
represent it in the form zn f(x, y).Thus
𝑚𝑚
2m2 ln( )+ 4n2 is homogeneous of degree 2
𝑛𝑛
𝑚𝑚
m2 n + n3 sin ( ) is homogeneous of degree 3
𝑛𝑛

3.7.2 Homogeneous Differential Equation

A homogeneous equation is a differential equation of the form
M(p, q) dp + N(p, q) dq = 0
Equation 13

73
APPLIED MATHEMATICS

where M(p, q) and N(p, q) are homogeneous functions of the same degree.Here
variables can be separated by substitution by introducing a new variable p = sq
(or q = sp), where s is a new variable.
Note. Differentiating p = sq gives dp = s dq + q ds, a quantity that must be
substituted for dp when sq is substituted for p.
Example
Solve the equation
(x2 -y2)dx + 2xy dy = 0
Solution Separation of variables though not possible the can be represented as
homogeneous function as follows. Substituting
y = vx and dy = v dx + x dv

we get
(x2 - v2x2)dx +2x(vx)(vdx+xdv) = 0

x2dx - v2x2dx +2v2x2dx + 2x3vdv = 0

x2dx+v2x2dx + 2x3vdv = 0
(1+v2)x2dx = -2x3vdv
dx/x = -2v dv/(1+v2)
Upon integrating
𝑑𝑑𝑑𝑑 𝑣𝑣𝑣𝑣𝑣𝑣
∫ = -2∫
𝑥𝑥 (1+𝑣𝑣 2 )

= -log (x)+ log C = log(1+v2)

=x(1+v2) = C
Since y = vx
𝑦𝑦
=x(1+( )2) = C
𝑥𝑥

(𝑥𝑥 2 + 𝑦𝑦 2
=x( )=C
𝑥𝑥 2

= x2 + y2 = C Ans
3.7.3 Non Homogeneous Differential Equation
These can be represented in the form as follows:
𝜕𝜕𝑦𝑦 𝑝𝑝𝑝𝑝+𝑞𝑞𝑞𝑞 +𝑟𝑟
= Equation 14
𝜕𝜕𝑥𝑥 𝑝𝑝′ 𝑥𝑥 +𝑞𝑞′ 𝑦𝑦 +𝑟𝑟′

74
 Chapter 3: Differential Equation: Equation of The First Order and of the First Degree

We can now replace x = X + h and y = Y + k

𝑝𝑝(𝑋𝑋+ℎ)+𝑞𝑞(𝑌𝑌+𝑘𝑘) +𝑟𝑟 p(X)+p(h)+q(Y) + q(k) +r 𝑝𝑝(𝑋𝑋) +𝑞𝑞(𝑌𝑌) +𝑝𝑝ℎ+𝑞𝑞𝑞𝑞+𝑟𝑟
= =
𝑝𝑝′(𝑋𝑋+ℎ) +𝑞𝑞′(𝑌𝑌+𝑘𝑘) +𝑟𝑟′ p′(X)+p′(h) +q′(Y)+q′(k) +r′ 𝑝𝑝′(𝑋𝑋) +𝑞𝑞′(𝑌𝑌) + 𝑝𝑝′ℎ + 𝑞𝑞′𝑘𝑘 +𝑟𝑟′

ph + qk + r =0; p′h + q′k + r′ = 0; ph + qk =-r; p′h + q′k = - r′ ;

𝒓𝒓′ 𝒒𝒒−𝒓𝒓𝒓𝒓′ 𝐩𝐩′𝐫𝐫−𝐩𝐩𝐩𝐩′
h= and 𝐤𝐤 = and subject to the condition that the term pq’ -
𝒑𝒑𝒑𝒑′ −𝒑𝒑′𝒒𝒒 𝐩𝐩𝐩𝐩′ − 𝐩𝐩′𝐪𝐪
p’q ≠ 0 the equation takes the form as follows:
𝜕𝜕𝜕𝜕 𝑝𝑝𝑝𝑝 +𝑞𝑞𝑞𝑞
= that is transformed into a homogeneous equation.
𝜕𝜕𝜕𝜕 𝑝𝑝′𝑋𝑋 +𝑞𝑞′𝑌𝑌

If pq′ − p′q = 0
then the values of h and k are infinite and the method is not suitable to find the solution
of a non homogeneous differential equation. If pq′ − p′q = 0 then
𝑝𝑝 𝑞𝑞 1
= = i.e. p’ = np and q’ = nq and the differential equation becomes
𝑝𝑝′ 𝑞𝑞′ 𝑛𝑛

𝜕𝜕𝑦𝑦 𝑝𝑝𝑝𝑝+𝑞𝑞𝑞𝑞 +𝑟𝑟 𝜕𝜕𝜕𝜕 𝑝𝑝𝑝𝑝+𝑞𝑞𝑞𝑞+𝑟𝑟 𝑝𝑝𝑝𝑝+𝑞𝑞𝑞𝑞+𝑟𝑟

= = = =
𝜕𝜕𝑥𝑥 𝑝𝑝′ 𝑥𝑥 +𝑞𝑞′ 𝑦𝑦 +𝑟𝑟′ 𝜕𝜕𝜕𝜕 𝑛𝑛𝑛𝑛𝑛𝑛+𝑛𝑛𝑛𝑛𝑛𝑛+𝑟𝑟′ 𝑛𝑛(𝑝𝑝𝑝𝑝+𝑞𝑞𝑞𝑞)+𝑟𝑟′

𝜕𝜕𝜕𝜕
∂v 𝜕𝜕𝑦𝑦 𝜕𝜕𝜕𝜕 (𝜕𝜕𝜕𝜕 − p) 𝑣𝑣 + 𝑐𝑐
v = px + qy = = p +q = = = = F(v) = ∂x =
∂x 𝜕𝜕𝑥𝑥 𝜕𝜕𝜕𝜕 𝑞𝑞 𝑛𝑛𝑛𝑛 +𝑐𝑐′
∂v
that which can be integrated.
p +q (F(v))

Example
∂y 𝜕𝜕𝜕𝜕 3x−2y + 1
(6x − 4y + 1) = (3x − 2y + 1) = =
∂x 𝜕𝜕𝜕𝜕 2(3x−2y) + 1

𝜕𝜕𝜕𝜕 ∂y 𝜕𝜕𝜕𝜕
Following the above transformation let v = 3x − 2y, =3 − 2 =
𝜕𝜕𝜕𝜕 ∂x 𝜕𝜕𝜕𝜕
𝜕𝜕𝜕𝜕
3 −𝜕𝜕𝜕𝜕 𝑣𝑣 + 1 ∂v 2𝑣𝑣 + 2 2𝑣𝑣 + 2 6v + 3 −2v +1 ∂v 4v+4
= = =3− = =3- = = =
2 2𝑣𝑣 + 1 ∂x 2𝑣𝑣 + 1 2𝑣𝑣 + 1 2v+1 ∂x 2v+1

(2v+1)
= ∂x = ∂v
4v+4
1 1
= {v + log (4v +1)} = x + c’
2 4
1
= {v + log (4v +1)} = 2x + 2c
2
1 1
= {v + log (4v +1)} = 2x +c’ where c’ = 2c, v + log (4v + 1) = 2x + c’
2 2

= 3x - 2y = v and substituting for v in terms of x and y we get value of c’

1
= 3x-2y + log {4(3x - 2y) +1} = 2x +c’
2
𝟏𝟏
= x -2y + log {4(3x - 2y) +1} = c’ Ans
𝟐𝟐

75
APPLIED MATHEMATICS

3.8 Exact Differential Equation

The total differential of a function u(x, y) is, by definition

Equation 15

The exact differential is given as follows:

=0 Equation 16

or

M (x, y) dx + N (x, y) dy = 0
For example to see if this equation is exact or not

(3x2y - y)dx + (x3 - x + 2y)dy = 0

(M) (N)
𝝏𝝏𝑴𝑴 𝝏𝝏𝝏𝝏
= 3x2 - 1 = 3x2 - 1 Ans
𝝏𝝏𝒚𝒚 𝝏𝝏𝝏𝝏

In the above the left hand side is an exact differential of the right side of the
equation hence the differential is said to be an exact differential or in other words
a relevant factor u(x, y) known as integrating factor has been appended to the
given differential equation.

∫ (x 3  − x + 2y)dy = x 3 y − xy + y 2 upon differentiating with respect to x

gives 3x 2 y − y which is the left side of the equation . Here the integrating
factor is y.

Similarly considering another example

2ydx + xdy = 0 This cannot be considered as an exact differential equation but if

it multiplied by x then it gets transformed into an exact equation

= (2xy) dx + (x2) dy = 0 = M (x, y) dx + N (x, y) dy = 0

𝜕𝜕𝜕𝜕 𝜕𝜕𝜕𝜕
= = 2x and = 2x and also
𝜕𝜕𝜕𝜕 𝜕𝜕𝜕𝜕

∫ 𝑥𝑥 2 ∂y = 𝑥𝑥 2 y +
c whose differential is the equation in the left half i. e. (2xy)dx ,here “y” is
again an integrating factor.

Few more examples to showcase whether the differential equations are

76
 Chapter 3: Differential Equation: Equation of The First Order and of the First Degree

exact or not = (2xy − 3x 2 ) ∂x + ( x 2 − 2y) ∂y With respect to y and

∂M ∂N
x= = 2x and = 2x they are exact .
∂y ∂x

Now there exists there is a function u(x, y)of which the left hand side is
exactly the total differential. To find this function we integrate as follows
without terms in x ∫ N ∂yand that is [-y2]. ∫ 𝑀𝑀𝑀𝑀𝑀𝑀 = ∫(2xy − 3x 2 )𝑑𝑑𝑑𝑑

The final result is as follows : x𝐲𝐲 𝟐𝟐 -x3 - y2 = c the general solution

Example
= (xy 2 + x) ∂x + (yx 2 ) dy = 0
= M = (xy 2 + x), N = yx 2 ,
𝜕𝜕𝜕𝜕 𝜕𝜕𝜕𝜕
= 2xy, = 2xy Hence they are exact
𝜕𝜕𝜕𝜕 𝜕𝜕𝜕𝜕

Integrating M ∂x and N ∂y we get

𝑥𝑥2
=∫ 𝑀𝑀 𝜕𝜕𝜕𝜕 = 𝑦𝑦 2 𝑥𝑥 2 /2 + + c(y) ,
2

Differentiating with respect to y this previous equation

f(x,y) = x2y +dc/dy and dc/dy = 0
Hence the generalized equation becomes x2 y2 +x2 = c is the general
solution.
Example
(ycosx + siny + y ) 𝜕𝜕𝜕𝜕
=
(𝑠𝑠𝑠𝑠𝑠𝑠 𝑥𝑥 +𝑥𝑥𝑥𝑥𝑥𝑥𝑥𝑥𝑥𝑥+𝑥𝑥) 𝜕𝜕𝜕𝜕

𝜕𝜕𝜕𝜕
M =ycosx +siny +y, = cosx +cosy +1
𝜕𝜕𝜕𝜕

𝜕𝜕𝜕𝜕
N = sinx + xcosy + x, = cosx+cos y +1 hence the equations are exact
𝜕𝜕𝑥𝑥

= ∫(ycosx + siny + y) ∂x + ∫(terms of N not containing x) ∂y = c

= ysinx +(siny +y)x = c Ans
Example
= (1+2xycosx2 - 2xy) dx +(sinx2 - x2)dy = 0
𝜕𝜕𝜕𝜕 𝜕𝜕𝜕𝜕
= = = 2xcosx2 - 2x I.e. equation is exact
𝜕𝜕𝜕𝜕 𝜕𝜕𝑥𝑥

=∫(𝟏𝟏 + 𝟐𝟐𝟐𝟐𝟐𝟐𝟐𝟐𝟐𝟐𝟐𝟐𝐱𝐱 𝟐𝟐 − 𝟐𝟐𝟐𝟐))𝛛𝛛𝛛𝛛 + ∫(𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭 𝐨𝐨𝐨𝐨 𝐍𝐍 𝐧𝐧𝐧𝐧𝐧𝐧 𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜 𝐱𝐱) = 𝐜𝐜 Ans

77
APPLIED MATHEMATICS

Example
2xydx + ( x 2 + 3y 2 )dy = 0
∂M 𝜕𝜕𝜕𝜕
M = 2xy, N = x 2 + 3y 2 , = 2x and = 2x
∂y 𝜕𝜕𝜕𝜕

Hence these equations are exact

Now to find function u(x, y) we have ∫ 𝑀𝑀𝑀𝑀𝑀𝑀 = 𝑥𝑥 2 𝑦𝑦 + 𝑐𝑐(𝑦𝑦) and

Substituting the expression for u(x, y) in the 2nd equation

𝜕𝜕
We have u(x, y) = (𝑥𝑥 2 𝑦𝑦 + 𝑐𝑐(𝑦𝑦) ) i.e. x2 +c’(y) = x2 + 3y 2 .
𝜕𝜕𝜕𝜕

Hence c’(y) = 3y2

Hence the integral of last equation in the above is given as ∫ 3𝑦𝑦 2 𝜕𝜕𝜕𝜕 = y3

The final form is 𝒙𝒙𝟐𝟐 𝒚𝒚 + y3 = C Ans

Example

(6x2 - y +3) dx +(3y2 - x -2)∂x

𝜕𝜕𝑀𝑀 𝜕𝜕𝑁𝑁
= = -1 and = -1 Hence the equations are exact
𝜕𝜕𝑦𝑦 𝜕𝜕𝑥𝑥

Now to find function u(x, y) we have ∫ 𝐌𝐌𝐌𝐌𝐌𝐌 = 2x3 -xy + 3x2 +k(y) .

Now 𝛛𝛛f/𝛛𝛛y = -k(y) + (-x) = 3y2 - x -2

So the final equation becomes: 2x3 -xy +3x+3y2 - 2 = c

Example

(3x2 +4xy)dx +(2x2 + 2y)dy = Mdx + Ndy = 0

dM/dy = 4x, dN/dx = 4x and hence the equations are exact

Integrating M(x,y)dx = ∫(3𝑥𝑥 2 +4xy)∂x = x3 +2x2y +k(y) = f(x,y)

Differentiating with respect to y

df/dy = 2x2 +∂/∂y(k(y) = 2x2 + ∂k/∂y = 2x2 + 2y

So ∂k/∂y = 2y Upon integrating k(y) = y2 +c’

f(x,y) =x3 + 2x2y +y2 +c’ = c” = x3 + 2x2y +y2 = c is the general solution.

78
 Chapter 3: Differential Equation: Equation of The First Order and of the First Degree

3.9 Integrating Factors

The equation P ∂x + Q ∂y cannot be represented as an exact differential

equation, then there exists a multiplying factor μ that is a function of x and y that
makes the equation exact. This factor is otherwise known as the Integrating
Factor.
A given differential equation assumes the form as follows;
𝝏𝝏𝒚𝒚
+M(x)y = N(x)
𝝏𝝏𝒙𝒙
Equation 17
then the integrating factor μ is defined as follows:

𝛍𝛍 = 𝐞𝐞∫ 𝐌𝐌(𝐱𝐱)𝛛𝛛𝛛𝛛
Equation 18
Where M(x) (the function of x) is a multiple of y and μ denotes integrating factor.
OR
𝝏𝝏𝒚𝒚
+ P(y) = Q
𝝏𝝏𝒙𝒙

𝝏𝝏𝒚𝒚
𝑒𝑒 ∫ 𝑃𝑃𝑃𝑃𝑃𝑃 +y(𝑒𝑒 ∫ 𝑃𝑃𝑃𝑃𝑃𝑃 P) = Q𝑒𝑒 ∫ 𝑃𝑃𝑃𝑃𝑃𝑃
𝝏𝝏𝒙𝒙

Upon integration

y𝐞𝐞∫ 𝐏𝐏𝛛𝛛𝐱𝐱 = ∫ 𝑸𝑸𝑸𝑸∫ 𝑷𝑷𝑷𝑷𝑷𝑷 dx +c

Equation 19
For example consider the function
𝝏𝝏𝒚𝒚 𝒚𝒚−𝒙𝒙 𝒚𝒚−𝒙𝒙
(𝐱𝐱 − 𝐲𝐲)𝛛𝛛𝐱𝐱 + 𝐱𝐱𝛛𝛛𝐲𝐲 = 0 or 𝐱𝐱𝛛𝛛𝐲𝐲 = −(𝐱𝐱 − 𝐲𝐲)𝛛𝛛𝐱𝐱 or = where is
𝝏𝝏𝒙𝒙 𝒙𝒙 𝒙𝒙
considered as M.
The steps for the integrating factor are as follows :The differential equation is
represented in the above form and the value of M(x) is found out. The integration
factor needs to be calculated i.e. μ.The equation at the next step needs to be
represented as follows:
𝝏𝝏𝒚𝒚
μ + μM(x)y = μN(x)
𝝏𝝏𝒙𝒙

On the left-hand side of the equation, a particular differential is obtained as

follows:
𝝏𝝏
(𝝁𝝁, 𝒚𝒚) = 𝝁𝝁𝝁𝝁(𝒙𝒙)
𝝏𝝏𝒙𝒙

79
APPLIED MATHEMATICS

In the end, integration of the expression needs to follow and the required solution
to the given equation is represented as: μ y = ∫μN(x) + C.
Now considering this equation (x − y) ∂x + x ∂y = 0 here M = x-y and N = x
𝝏𝝏𝑴𝑴 𝝏𝝏𝝏𝝏
hence = -1 and = 1 and the equations are not exact.
𝝏𝝏𝒚𝒚 𝝏𝝏𝝏𝝏
𝝏𝝏𝝏𝝏
In order to make the equations exact the 𝝁𝝁 should be such that should be equal
𝝏𝝏𝝏𝝏
𝝏𝝏𝝏𝝏
to .
𝝏𝝏𝝏𝝏
𝟏𝟏 𝜕𝜕𝜕𝜕 𝒙𝒙−𝒚𝒚 𝜕𝜕𝜕𝜕 𝟏𝟏
Hence if we multiply M and N with then = and = then
𝒙𝒙𝟐𝟐 𝜕𝜕𝜕𝜕 𝒙𝒙𝟐𝟐 𝜕𝜕𝜕𝜕 𝒙𝒙
𝜕𝜕𝜕𝜕 1 𝜕𝜕𝜕𝜕 1
differentiating M and N gives us the results as follows: =- and = -
𝜕𝜕𝜕𝜕 𝑥𝑥 2 𝜕𝜕𝜕𝜕 𝑥𝑥 2
𝟏𝟏
hence μ = - and this becomes the integrating factor.
𝐱𝐱 𝟐𝟐
Example
Solve the equation: (xy 2 − 2y 3 )dx + (3 − 2xy 2 )dy = 0.
The given equation is not exact, because
𝜕𝜕𝑀𝑀 𝜕𝜕𝜕𝜕
= 2xy - 6𝑦𝑦 2 , = 2y2 and the equations are not exact
𝜕𝜕𝑦𝑦 𝜕𝜕𝜕𝜕

We try to find the general solution of the equation using an

𝝏𝝏𝑴𝑴 𝝏𝝏𝝏𝝏
integrating factor. Calculate the difference i.e. - = 2xy -4y2
𝝏𝝏𝒚𝒚 𝝏𝝏𝝏𝝏
𝟏𝟏 𝝏𝝏𝑴𝑴 𝝏𝝏𝝏𝝏 𝟐𝟐𝟐𝟐𝟐𝟐 −𝟒𝟒𝐲𝐲 𝟐𝟐 𝟐𝟐
( - )= =
𝑴𝑴 𝝏𝝏𝒚𝒚 𝝏𝝏𝝏𝝏 𝐱𝐱𝐲𝐲 𝟐𝟐 −𝟐𝟐𝐲𝐲 𝟑𝟑 𝒚𝒚

and the integrating factor is μ that is dependent on y.

𝟐𝟐 𝝏𝝏𝛍𝛍 𝟏𝟏 𝝏𝝏𝛍𝛍 𝟐𝟐
μ= , = -2𝒚𝒚𝟐𝟐 , ( )=-
𝒚𝒚 𝝏𝝏𝝏𝝏 𝛍𝛍 𝝏𝝏𝝏𝝏 𝒚𝒚

Upon integrating
𝝏𝝏𝒚𝒚 𝟏𝟏
-2 ∫ = ln|y| = μ =( +-)
𝒚𝒚 𝒚𝒚𝟐𝟐

Now the exact equation is got i.e.

3
(xy 2 − 2y 3 )/y 2 ∂x + (3 − 2xy 2 )/y 2 ∂y = (x − 2y) ∂x + ( −2x) = 0
y2
𝝏𝝏𝝏𝝏 𝝏𝝏𝝏𝝏
= -2, = -2. Now to find u from the above
𝝏𝝏𝝏𝝏 𝝏𝝏𝝏𝝏
𝝏𝝏𝝏𝝏 𝝏𝝏𝝏𝝏 𝟑𝟑
= x-2y and = −2x ,u(x,y) = ∫ (x − 2y)dx = 𝑥𝑥 2 - 2yx + (this is from
𝝏𝝏𝝏𝝏 𝝏𝝏𝝏𝝏 𝐲𝐲 𝟐𝟐
the first equation and from the second equation
𝜕𝜕 3 3 3
( 𝑥𝑥 2 - 2yx +∅) = −2x = -2x + ∅'(y) = −2x and ∅'(y) = , ∅(y)
𝜕𝜕𝜕𝜕 y2 y2 y2
3 3
=∫ ∂y = -
y2 𝑦𝑦
𝟑𝟑
Hence the final equation becomes 𝒙𝒙𝟐𝟐 - 2yx - = c with y = 0 Ans
𝒚𝒚

80
 Chapter 3: Differential Equation: Equation of The First Order and of the First Degree

Example
y(log y )∂x + (x-log y)∂y = 0
∂x/∂y +x/(y log y) = 1/y which is a leibnitz’s equation in x
1 𝜕𝜕𝜕𝜕
∫𝑦𝑦𝑦𝑦𝑦𝑦𝑦𝑦 𝑦𝑦
Integrating Factor = 𝑒𝑒 = 𝑒𝑒 𝑙𝑙𝑙𝑙𝑙𝑙(𝑙𝑙𝑙𝑙𝑙𝑙 𝑦𝑦) = log y
1
Thus the solution is as follows: x (I.F.) = ∫ (Integrating Factor)∂y + c
𝑦𝑦

1
= x log y = ∫ (Integrating Factor)∂y + c = (1/2) (log y)2 + c
𝑦𝑦

= x = (1/2) log y + c/log y Ans

Example
𝝏𝝏𝝏𝝏
Solve (x + 1) - ye3x(x+1)2
𝝏𝝏𝝏𝝏

𝜕𝜕𝜕𝜕
- y/(x+1) = e3x(x+1) here P = - 1/(x+1) and ∫ 𝑃𝑃𝑃𝑃𝑃𝑃
𝜕𝜕𝜕𝜕

∂x
= −∫ = -log (x+1)
x+1
𝜕𝜕𝜕𝜕 −1
Here integrating factor is as follows:𝑒𝑒 ∫ 𝑃𝑃 = 𝑒𝑒 𝑙𝑙𝑙𝑙𝑙𝑙(𝑥𝑥+1)1 = 1/x+1
As per the above equation y. (Integrating Factor) =
3𝑥𝑥
∫ 𝑒𝑒 (x+1)(Integrating factor).∂x + c
y(1/(x+1) = ∫ 𝒆𝒆𝟑𝟑𝟑𝟑 𝛛𝛛𝛛𝛛 +c or y = (x+1)(c+1/3𝒆𝒆𝟑𝟑𝟑𝟑 )
Integrating Factor found by Inspection
Example
y (2xy +ex)dy +2xy2 dx = 0
Dividing by 1/y2 that is the Integrating Factor then equation becomes

∫ M ∂x + ∫(terms of N not containing x) = c

𝒆𝒆𝒙𝒙
= + x2 = c Ans
𝒚𝒚

3.10 Integrating Factor of a homogeneous equation

If Mdx +Ndy =0 be a homogeneous equation then its integrating factor is

1/(Mx+Ny) and Mx+Ny ≠ 0

81
APPLIED MATHEMATICS

Example
(x2y - 2xy2)dx - (x3 -3x2y)dy = 0 .
It is in the homogeneous form Integrating Factor = 1/x2y2
Multiplying the equation with IF, the equation becomes exact in the form
(1/y-2/x)dx - (x/y2- 3/y)dy =0 and is exact
Applying ∫ M ∂x + ∫(terms of N not containing x) = c
= x/y -2logx +3logy = c Ans

3.11 Linear Equation and equation reducible to homogeneous

form
A differential equation is said to be linear if its differential coefficient occur in the
first degree and is not multiplied together and is represented as follows:
𝝏𝝏𝒚𝒚
+ P(y) = Q where P and Q are functions of x.
𝝏𝝏𝒙𝒙
𝜕𝜕𝑦𝑦
Here when Q = 0 then + P 𝜕𝜕x = 0
𝑦𝑦

𝝏𝝏𝝏𝝏
Upon integration ∫ + P ∫ 𝝏𝝏𝝏𝝏 = log y +P∫ 𝝏𝝏𝝏𝝏 = log c or y/c = - P∫ 𝝏𝝏𝝏𝝏 = y/c =
𝒚𝒚

𝒆𝒆− ∫ 𝑷𝑷𝝏𝝏𝝏𝝏 and the rest is the same as the liebnitz equation.
Bernoulli Equation can be represented as follows:
𝝏𝝏𝒚𝒚
+ P(y) = Q yn where P and Q are functions of x and upon solving gives
𝝏𝝏𝒙𝒙
𝝏𝝏𝒛𝒛
+(1-n)Pz = (1-n)Q
𝝏𝝏𝒙𝒙

Another equation that can be linear in the form is f’(y)∂y/ ∂x +Pf(y) = Q

Then dz/dx + P(z )= Q where f(y) = z
Example
Solve

(y 2
)
+ 2 xy + x 2 dy = 0
dy y 2 + 2 xy
= −
dx x2

dy dv
= v + x
dx dx for y =vx
dv v 2 x 2 + 2 xvx
v+ x
dx
=−
x2
= − v 2 + 2v ( )

82
 Chapter 3: Differential Equation: Equation of The First Order and of the First Degree

dv dv dx
x
dx
(
= − v 2 + 3v )   v (v + 3) = −  x

1  1 1  dx

3 
 v
− dv = −
v + 3  x

1 1
log v − log (v + 3 ) = − log x + log c
3 3

v c
 log = 3 log 1
v + 3 x
3
 v   c1 
 log   = log  x 
v + 3  

 v  c 31 c
   = 3
=
v + 3 x x3

 y 
 x  c
   =
y x3
 + 3
 x 

 x 3 y = c ( y + 3) Ans
Example
Solve (2x-5y )dx +(4x-y)dy = 0
2𝑥𝑥−5𝑦𝑦
dy/dx =
4𝑥𝑥−𝑦𝑦

83
APPLIED MATHEMATICS

Example
𝜕𝜕𝜕𝜕
Solve x + y = x3y6
𝜕𝜕𝜕𝜕
𝜕𝜕𝜕𝜕 -6
= Dividing by xy6 we have y + y-5 = x2
𝜕𝜕𝜕𝜕

Let y-5 = z = =5y-6 = dz/dx or -dz/dx -(5/x)z = -5x2 which is linear in z

Applying Integration Factor
−𝟓𝟓
i.e. 𝒆𝒆∫ 𝒙𝒙 𝝏𝝏𝝏𝝏 = e-5logx = x-5
= z * (Integrating Factor) = c +Q(Integrating factor ) dx
= z* x-5 = ∫(−5𝑥𝑥 2 x-5dx +c
= y-5 x-5 = -5x-2/(-2) +c Ans
Example
tan y(𝛛𝛛y/𝛛𝛛𝛛𝛛) +tan x = cos y cos2x
Dividing by cos y it gives
secy tan y(∂y/∂x)+secy tanx = cos2x
Let sec y = z then ∂z/ ∂x = secy tan y ∂y/∂x
∂z/∂x + z tan x = cos2x
It is in the linear form hence the integrating factor I.F

𝑒𝑒 ∫ 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡 = 𝑒𝑒 𝑙𝑙𝑙𝑙𝑙𝑙 𝑠𝑠𝑠𝑠𝑠𝑠 𝑥𝑥 = sec x

So z * (Integrating Factor) = c +Q (Integrating factor ) dx
= z*(sec x) = c+ (cos2xsecx) dx
=z*(sec x) = c+ Integration of (cosx) dx
secy secx = c+ sin x
secy = (c+sinx)cosx Ans
The DE is not homogeneous.
(a1 x + b1 y + c1 )dx + (a2 x + b2 y + c2 )dy = 0

It can be reduced to homogeneous form

a1 b1

Type-1 If a2 b2

then the transformation is as follows: x = X + h, y = Y + k

(a1 X + b1Y + a1 h + b1 k + c1 )dX
+ (a 2 X + b2Y + a 2 h + b2 k + c2 )dY = 0

84
 Chapter 3: Differential Equation: Equation of The First Order and of the First Degree

Type 2
a1 b1
=
If a2 b2

then put z = a1 x + b1 y and the given equation will reduce to a

separable equation.
Example
Solve dy/dx = (2x+y+1)/(x-2y+3)

85
APPLIED MATHEMATICS

Ans
Example
Solve dy/dx = 3x-4y-2/3x-4y-3

86
 Chapter 3: Differential Equation: Equation of The First Order and of the First Degree

3.12 Partial Differential Equation - An overview

A differential equation that constitutes of partial derivatives is known as a partial

differential equation. The differential equation presented below is a partial
differential equation since a derivative can result with respect to both x and y.
Example Consider an equation of the form F(x,y).A partial differential equation
that can be represented is as follows :
d/dx(F(x, y) with respect to x otherwise written as 𝐹𝐹𝑥𝑥 (x,y) or ∂f/ ∂x where x is
allowed to vary.
Upon finding the derivative of the same function with respect to y the
representation is as follows:
𝐹𝐹𝑥𝑥𝑥𝑥 (x,y) i.e. ∂/ ∂y(∂f/ ∂x) which is equivalent to 𝜕𝜕 2 f/∂y ∂x.Few examples of the
partial differential equation are as follows for ready reference and a basic
understanding:
∂/ ∂x(∂u/ ∂x) + ∂/ ∂y(∂u/ ∂y) = 0 Equation 20
∂/ ∂x(∂u/ ∂x) + ∂/ ∂y(∂u/ ∂y) + (∂/ ∂x(∂u/ ∂y) = x 2 + y 2
Equation 21

3.13 Summary

This chapter discusses on the concepts of differential equation and their solving
methodologies, as differential equation formulation and representation with
respect to heat conduction, oscillation in mechanical and electrical systems and
circuitry take a centre stage in all modern scientific and engineering studies. In
applied mathematics generally, the study of differential equation constitutes of
modelling the equation, solving the equation using different criterion and
conduction as rules of separation, reduction, multiplication by a certain
integration factor to make it exact. Here even mechanisms to find certain
integrating factors by inspection or of a homogeneous equation or represented in
a complex format to find a general solution to the real world problems. This
chapter introduces the students to the fundamental problem solving in the
segment of first order and first degree equations that are moderately complex to
model and solve.

87
APPLIED MATHEMATICS

3.14 References

1. Higher Engineering Mathematics B.S. Grewal,43rd Edition,Khanna

Publishers
2. Differential Equation, Shepley L Ross Wiley Publications, 3rd Edition
3. https://byjus.com/maths/differential-equation/
4. https://abdullahsurati.github.io/bscit
5. ISC Mathematics, O.P. Malhotra, S. Chand Publications

3.15 Questions

1. Given the differential equation dp/dq=p4−q4(p2+q2)pq the degree of

differential equation.
2. Solve (m2 + n2 + m) dm + mndn = 0.
3. Solve the following equations by the method of inspection
a) y(3yx + ex) dx - ex dy = 0
b) ydx-xdy+lnxdx=O fr all x,y>O.
c) (xy - 2y2) dx - (x2 - 3xy)dy = 0.
4. Solve the homogeneous equation : Solve (x2y - 2xy2) dx - (x3 - 3x2y) dy = 0
using Integrating Factor.
5. Solve (p4+y4)dp - py3dy = 0. (Hint When bp - ay # 0 and the different
equation a(p,y) dy + b(p,y) dp = 0 can be written in the form qf,(p y)dp +
pf,(p,y)dy = 0 with I as an integrating factor).
6. Check for exactness of the equation :
Solve y(x2y2 + 2) dx + x(2 - 2x2 y2) dy = 0
7. Solve for exactness and find the integrating factor
(3x2y4+2xy) dx + (2xY3-x2) dy = 0.
❖❖❖❖❖❖❖

88
 Unit 2

4
DIFFERENTIAL EQUATION
OF THE FIRST ORDER OF
A DEGREE HIGHER THAN THE FIRST
Unit Structure
4.0 Objectives
4.1 Introduction
4.1.1 Equations solvable for x
4.1.2 Equations solvable for y
4.2 Equations not containing dependent/independent variable
4.3 Clairaut’s Form of the Equation
4.3.1 Equations reducible to Clairaut’s form
4.4 Summary
4.5 References
4.6 Questions
𝛛𝛛𝐲𝐲
Please note two conventions of differentials have been used ( ,dy/dx)
𝛛𝛛𝐱𝐱

4.0 Objectives

Here nonlinear equations are considered where the derivatives are of first order
and of higher degree. The equations are not solvable by any structured
methodology. Here, some typical types of equations are considered to describe
the techniques of solution of such equations. One will able to solve differential
equation of first order and higher degree solvable for solvable for x, solvable for y
and the Clairaut’s form of the equation. Also obtain the solution of the differential
equations in which x or y is absent

4.1 Introduction

Isaac Newton (1642-1727), the English mathematician and scientist, classified

differential equations of the first order then known as fluxional equation which

89
APPLIED MATHEMATICS

was published in 1736. Then Count Jacopo Riccati (1676-1754), an Italian

mathematician, contributed towards advancing the theory of differential equations
with reduction of an equation of the second order in y to an equation of first
order in p. In 1723, he exhibited the solution of an equation to which the name of
Riccati is attached. Later the French mathematician Alexis Claude Clairaut (1713-
1765) pioneered the idea of differentiating a given differential equations in a
specific form to solve them.
These equations are described as equations constituting of dependent and
independent variable, that are solvable using the following : equations that are
solvable for p,y,x and the Clairaut’s form, the techniques and methodologies of
which are described in the succeeding section.
Equations that are solvable for p
𝛛𝛛𝐲𝐲
( 𝐩𝐩 = ) and for y : y = f (x, p) and for x = f (y,p )
𝛛𝛛𝐱𝐱

For Clauriat’s form of equation it is a follows : y = p(x) + f (p )

The equations that are solvable for p of the first order and the nth degree is
represented as follows:
= pn + f1(x,y)pn-1 + f2(x,y)pn-2 +f3(x,y)pn-3 +……+ fn-1(x,y)p +fn(x,y) = 0
Now the left hand side of the above equation is split up into n linear
representative equations as follows :
[p - 𝜽𝜽𝟏𝟏 (x,y)],[p - 𝜽𝜽𝟐𝟐 (x,y)]………[p - 𝜽𝜽𝒏𝒏 (x,y)] and these are of first order and first
degree. Each individual solution to the above can be represented in the form as
follows :f1(x1,y1,c) = f2(x2,y2,c)….fn(xn,yn,c) = 0 and these together form the
solution for the above equation as follows.
Example
1
Solve m2 +m (𝑒𝑒 𝑥𝑥 + )+1=0
𝑒𝑒 𝑥𝑥
1
= m (m+𝑒𝑒 𝑥𝑥 ) + (m + 𝑒𝑒 𝑥𝑥 ) = 0
𝑒𝑒 𝑥𝑥
1
= (m+𝑒𝑒 𝑥𝑥 ) (m+ 𝑥𝑥) = 0
𝑒𝑒

= y + 𝑒𝑒 𝑥𝑥 + k’ = 0, y+𝑒𝑒 −𝑥𝑥 +k” = 0 Ans

Here k’ and k” can be replaced by k and the final equation constitutes of
first degree and first order representation.
=(y + 𝒆𝒆𝒙𝒙 +k)(y+𝒆𝒆−𝒙𝒙 +k) = 0 Ans

90
 Chapter 4: Differential Equation of the First Order of A Degree Higher Than The First

Example
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 𝑝𝑝 𝑥𝑥
Solve - = -
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 𝑥𝑥 𝑝𝑝

1 𝑝𝑝 𝑥𝑥
=q- = -
𝑞𝑞 𝑥𝑥 𝑝𝑝

𝑝𝑝 𝑥𝑥
= q2 - 1 = q( - )
𝑥𝑥 𝑝𝑝

𝑝𝑝 𝑥𝑥
= q2 - 1 - q( - ) = 0
𝑥𝑥 𝑝𝑝

𝑝𝑝 𝑥𝑥 𝑝𝑝
= q(q - ) + (q - ) = 0
𝑥𝑥 𝑝𝑝 𝑥𝑥

𝑥𝑥 𝑝𝑝
= (q - )(q - ) =0
𝑝𝑝 𝑥𝑥

𝒙𝒙 𝒑𝒑
=q= - ,
𝒑𝒑 𝒙𝒙

𝑑𝑑𝑑𝑑
=q= = -x/p , Upon integrating ∫ 𝑝𝑝𝑝𝑝𝑝𝑝 = ∫ −𝑥𝑥𝑥𝑥𝑥𝑥
𝑑𝑑𝑑𝑑

𝒑𝒑𝟐𝟐 𝒙𝒙𝟐𝟐
= + = c i.e. p2 + x2 = c is the first solution
𝟐𝟐 𝟐𝟐
p
When q =
x
𝑑𝑑𝑑𝑑 p
Then - =0
𝑑𝑑𝑑𝑑 x

𝑑𝑑𝑑𝑑 dx
= - =0
𝑝𝑝 x

= ln(p) - ln(x) = 0
=ln(p/x) = ln (c), p = xc is the required solution
Example
Solve p2 + 2 py cot x = y2
The square root of p will be equal to
=(-b(+-)square root of ((b2 -4ac))/2a

=(1/2)(-2ycotx (+-)√4𝑦𝑦 2 𝑐𝑐𝑐𝑐𝑐𝑐 2 𝑥𝑥 − 4𝑦𝑦 2

= −y cot x ± y cosec x
𝜕𝜕𝜕𝜕
= = -ycotx +ycosecx
𝜕𝜕𝜕𝜕

𝜕𝜕𝜕𝜕
= = y(cosecx - cotx)
𝜕𝜕𝜕𝜕

𝜕𝜕𝜕𝜕
= = (cosecx-cotx)𝜕𝜕𝜕𝜕
𝑦𝑦

91
APPLIED MATHEMATICS

𝜕𝜕𝜕𝜕
=∫ =∫(cosecx − cotx)𝜕𝜕𝜕𝜕
𝑦𝑦
𝑥𝑥
= log y = log tanx( ) - log(sinx) +log(c)
2

= y (1+cosx) = c
Similarly for the equation
𝜕𝜕𝜕𝜕
= -ycotx - ycosecx
𝜕𝜕𝜕𝜕

= y (1− cos x) = c
= y (1(+-) cosx) = c Ans
Example
Solve xyp3 + +(x 2 −2y 2 )p −2xyp = 0
= p [xyp2 + (x2 - 2y2)p -2xy] = 0
= p (xp- 2y)(yp+x) = 0
= ( p = 0 , y-c = 0),(xp - 2y = 0), (yp +x = 0)
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
= (xp- 2y) = 0, let p = =x = 2y, or =2 , y = cx2
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 𝑦𝑦 𝑥𝑥

𝑑𝑑𝑑𝑑
= yp + x = 0, with p = , ydy +xdx = 0, x2 +y2 - 2c = 0
𝑑𝑑𝑑𝑑

So the final equation becomes (y-c)(y-cx2)(x2 + y2 - 2c) = 0 Ans

4.1.1 Equations solvable for x
Let there be equation of the form x= f(y,p)
Differentiating with respect to y it can be represented as follows:
= 1/p = dx/dy = θ(y,p,dp/dx)
The solution that can be deduced is as follows: F(y,p,c) = 0 that can be shown
through the following example.
Example
Solve x = 4(p+p2)
dx/dy = 1/p = pdx = dy Differentiating with respect to y
= 1/p =4(1 +2p)dp/dy
= dy = 4p(1 + 2p)dp
Integrating we have
∫ 𝑑𝑑𝑑𝑑 = ∫ 4𝑝𝑝(1 + 2𝑝𝑝)𝑑𝑑𝑑𝑑
= y = 2p2 + (8/3)p3 +c Ans

92
 Chapter 4: Differential Equation of the First Order of A Degree Higher Than The First

Example
Solve y = 2 px + y2 p3
= y - y2p3 = 2px
y − y 2 p3
= =x
2𝑝𝑝

= y/2p - y2p2/2 = x
Differentiating the above with respect to y
𝜕𝜕𝜕𝜕
1 2𝑝𝑝 − 2𝑦𝑦𝜕𝜕𝜕𝜕
The first component is =
𝑝𝑝 4𝑝𝑝2
𝑑𝑑𝑑𝑑
2𝑦𝑦𝑝𝑝2 +𝑦𝑦 2 2𝑝𝑝𝑑𝑑𝑑𝑑
and the second component is
2
𝜕𝜕𝜕𝜕 𝑑𝑑𝑑𝑑
2𝑝𝑝 − 2𝑦𝑦 𝜕𝜕𝜕𝜕 2𝑦𝑦𝑝𝑝2 +𝑦𝑦 2 2𝑝𝑝𝑑𝑑𝑑𝑑 1
=0= - -
4𝑝𝑝2 2 𝑝𝑝
∂p 1
=0 = (y + p)(yp + )=0
∂y 2𝑝𝑝2
∂p
= (y + p) = c = log(py) = logc
∂y

= py = c
Eliminating p from the main equation
We have y2 = 2cx +c3 as the solution
Example
Solve: y2p 2 −3xp + y = 0.
The differential equation is of the form x = f (y,p),
where f (y,p) = (1/3)(y/p+y 2p).
Differentiating with respect to y we get
dx
(3) = 3(1/p)
dy

= (1/p) -(y/p2)(dp/dy) +2yp +y2(dp/dy)

Simplifying we get
2p +y(dp/dy) = 0 so (dp/p) +2(dy/y) = 0
𝑐𝑐
=p=
𝑦𝑦 2

Hence y3 - 2cx + c2 = 0 x then becomes p +1/p

(dx/dy) = (dp/dy) - (1/p2)(dp/dy)
Integrating
∫(p − 1/p)dp = ∫(p − 1/p) +c
= y = (p2/2) - log p +c and x = p +1/p Ans

93
APPLIED MATHEMATICS

Example
Solve y2p2 - 3xp + y = 0
The equation can be represented in the form
𝒑𝒑
x = f(y,p) = p = tan-1(p + )
𝟏𝟏+𝒑𝒑𝟐𝟐

𝝏𝝏𝝏𝝏 1 1 𝜕𝜕𝜕𝜕 1 +𝑝𝑝2 − 2𝑝𝑝2

= = =( ) +
𝝏𝝏𝝏𝝏 𝑝𝑝 1 + 𝑝𝑝2 𝜕𝜕𝜕𝜕 (1 +𝑝𝑝2 )12

𝜕𝜕𝜕𝜕 2𝑝𝑝
= =
𝜕𝜕𝜕𝜕 (1+𝑝𝑝2 )12

Upon integration
y = c (1 +p2) - 1 from where y cannot be removed. Ans
4.1.2 Equations solvable for y
A differential equation of first order and higher degree takes the form y = f (x, p).
𝑑𝑑𝑑𝑑
Differentiating the equation w.r.t x , we have p = , = θ(y,p.dp/dx). The solution
𝑑𝑑𝑑𝑑
for the same will be in the form of : F(x,p,c) = 0. Now taking into consideration y
= f(x, p) and solution being F(x, p, c) the (x, y) variables in the equation can be
represented as x = F1(p, c) and y = F2(p, c) respectively as the solution.
Example
Solve y = p x +a p(1-p)
We differentiate the above with respect to x.
dy/dx = p + x dp /dx + a(dp/dx) - a(2p)dp/dx
dy/dx = p + dp/dx[x +a -2ap]
p = p + dp/dx[x +a -2ap]
0 = dp/dx[x +a -2ap]
Here p is a constant hence the equation becomes p = 1/2a(x +a)
y = (1/2a)(x + a)[x + a(1/2a(x + a))(1-(1/2a)(x + a))
Example
Solve x+ 2(xp - y) + p2
The equation to be represented as y = f(x, p) and hence is solvable for y
Representing in the form with y on the left hand side the equation takes the
𝑥𝑥 𝑝𝑝2
form = y= + xp +
2 2

94
 Chapter 4: Differential Equation of the First Order of A Degree Higher Than The First

𝑑𝑑𝑑𝑑 1 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑

= =p= +p+x +p
𝑑𝑑𝑑𝑑 2 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑 1
= (x + p) + =0
𝑑𝑑𝑑𝑑 2
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 2𝑢𝑢
Let (x + p) = u , 1 + = , ∂u= ∂x
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 2𝑢𝑢 − 1
1
= ∫(1 + ) ∂u = ∫ 𝜕𝜕𝜕𝜕 + c = 0
2𝑢𝑢−1
1
= u + log (2u -1 ) = x+ c
2

Replacing p with x + u we have

1
= 2p + log (2(x+p) - 1) = x + c
2

= 2x + 2p - 1
𝟏𝟏 𝒙𝒙 𝒑𝒑𝟐𝟐
= e2p - c = x = ( )𝒆𝒆𝟐𝟐𝟐𝟐 −𝒄𝒄 + 1 - p and y = + xp + Ans
𝟐𝟐 𝟐𝟐 𝟐𝟐

Example
Solve p2 - py +x
= y = (x + p2)/p
= x/p + p
= xp-1 + p
=dp/dx +1/p - xp-2(dp/dx) = p = dy/dx
Solving this equation
𝑑𝑑𝑑𝑑 𝑥𝑥 𝑝𝑝
= + =
𝑑𝑑𝑑𝑑 (𝑝𝑝+1)𝑝𝑝(𝑝𝑝−1) 𝑝𝑝2 −1

The integrating factor is

𝑝𝑝𝑝𝑝𝑝𝑝 1 1 1
∫ 2 ∫[2(𝑝𝑝−1) +2(𝑝𝑝+1) −𝑝𝑝]𝑑𝑑𝑑𝑑
𝑒𝑒 𝑝𝑝 −1 = 𝑒𝑒
1
1
𝑙𝑙𝑙𝑙[(𝑝𝑝+1)(𝑝𝑝−1)2
∫ (𝑝𝑝2 −1)2
=𝑒𝑒 𝑝𝑝 =
𝑝𝑝

Hence the final solution is

1 1
(𝑝𝑝2 −1)2 𝑝𝑝 (𝑝𝑝2 −1)2 𝑑𝑑𝑑𝑑
x( )=∫ dp = ∫ = c +cosh-1 p
𝑝𝑝 𝑝𝑝2 −1 𝑝𝑝 √𝑝𝑝2 −1

= x = p(c + cosh-1p) (p2 -1)1/2 Ans

Example
Solve y = 2px +pn
Differentiating with respect to x
p = 2p +2x(dp/dx) +npn-1(dp/dx)

95
APPLIED MATHEMATICS

0 = p + 2x(dp/dx) +npn-1(dp/dx)
0 = p +2x(dp/dx) +(np/p)(dp/dx)
-p =(dp/dx)(2x ) +npn-1(dp/dx)
𝑑𝑑𝑑𝑑
=- [p] = 2x +npn-1
𝑑𝑑𝑑𝑑

𝜕𝜕𝜕𝜕 𝑝𝑝𝑛𝑛
0= [p] + [2x] +[ 2 ]
𝜕𝜕𝜕𝜕 𝑝𝑝

Integrating factor 𝑒𝑒 2𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙 = p2

Solution is
𝑛𝑛
xp2 = - ∫ 𝑛𝑛𝑛𝑛 𝜕𝜕𝜕𝜕 +c
𝑝𝑝𝑛𝑛+1
= xp2 = - n +c
𝑛𝑛+1

= x = - n pn+1-2 + cp-2
= x = -npn-1 +cp2
Then substitute for y in the given equation
y = 2px +pn and the solution is as follows :
𝟐𝟐𝟐𝟐 𝟏𝟏+𝒏𝒏
y = + 𝒑𝒑𝒏𝒏 Ans
𝒑𝒑 𝟏𝟏−𝒏𝒏

4.2 Equations not containing dependent/independent variable

Sometimes the equations do not contain dependent/independent variable and

either it contains y or x and not both such equations can be represented in the
1
form as follows: f(x,p) = 0 or f(y,p) = 0. For example y = is one of form of
1+𝑝𝑝2
equation where the x is missing as an independent variable from the equation.
Type I
In the former scenario equations do not contain independent variable
This equation can be represented as follows after differentiating with respect to x
as follows :
p = dy/dx = θ(y)
In order to seek clarity lets consider the below example
y = 3p +6p2 This equation is already in the form y = f(p)
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
p=3( ) + 12p
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑

96
 Chapter 4: Differential Equation of the First Order of A Degree Higher Than The First

𝑑𝑑𝑑𝑑
p = ( ) (3 + 12 p)
𝑑𝑑𝑑𝑑

dx = (3 + 12p)/p (dp)
=x = 3 ln(p) +12p +c and y = 3p +6p2 Ans
Example
Solve y2 = a2 (1 +p2)
The above equation is in y and p only.It can be written as follows :
𝒚𝒚𝟐𝟐
= p2 = -1
𝒂𝒂𝟐𝟐

𝑦𝑦 2
= p =( +-)√ -1
𝑎𝑎2

𝜕𝜕𝜕𝜕 √𝑦𝑦 2 − 𝑎𝑎2

= =
𝜕𝜕𝜕𝜕 𝑎𝑎

= a ln | y + √y 2 -a2| = x +c

= a ln | y + √y 2 -a2| (-+)x-c Ans

Type II
Equations not containing a “y” as the dependent variable
Let the equation be as follows:
1
x=
1+ 𝑝𝑝2

= 1/p = (1 +p2)-1
=
1/p = (1+p)-2(-2p)(dp/dy)
−2𝑝𝑝
= dy =
(1+𝑝𝑝)2

−2𝑝𝑝2
= ∫ 𝜕𝜕𝜕𝜕 = ∫ 𝑑𝑑𝑑𝑑
(1+𝑝𝑝2 )2

−1 1
= ∫ 𝜕𝜕𝜕𝜕 = ∫ 2[ +∫ ] dp
(1+𝑝𝑝2 ) (1+𝑝𝑝2 )2

= y = tan-1 p + 2
We will use the substitution x=tanθ, implying that dx=sec2θdθ:
I=∫sec2θ dθ(1+tan2θ)2
Note that 1+tan2θ=sec2θ:

97
APPLIED MATHEMATICS

Integrating Factor=∫sec2θdθsec4θ=∫dθsec2θ=∫cos2θdθ
Recall that cos2θ=2cos2θ−1, so cos2θ=1/2cos2θ+1/2.
Integrating Factor=1/2∫cos2θdθ+∫1/2(dθ)
Integrating Factor=1/4sin2θ+1/2θ+C
From x=tanθ we see that θ=arctanx.
We see that 1/4sin2θ=(1/2)sinθcosθ.
Also, since tanθ=x, for a right angle triangle with the side opposite θ being x, the
adjacent side being 1, and the hypotenuse √1+x2.
Thus, sinθ=x/√1+x2 and cosθ=1/√1+x2:
Integrating Factor =1/2(sinθcosθ)+1/2(arctanx)+C
Integrating Factor=1/2(x/√1+x2)(1/√1+x2)+arc tanx/2+c
Integrating Factor =x/2(1+x2)+arctanx/2+c Ans

4.3 Clairaut’s Form of the Equation

When an equation is of first degree in x and y, it is solvable for both independent
and dependent x and y variables both and hence it can be put in the following
forms:
y = xf1(p) +f2(p) or
x = yg1(p) + g2(p) and these can be solved normally.
But if f1(p) = p then it takes the Clairaut’s form as follows : y = xp + f(p) and
these equations can be non linear in nature. Here f(p) is a known function that
does not contain an x or y.
Instances , like y = px + p2 and y = x + eq are examples of Clairaut’s equation
whereas equations y = xy2 + p or y - x2p2 + yp2 are not of the Clairaut's form.
Let there be an equation of the form y = px + f(p) where y is the dependent
variable and (p,x) are the independent variable.
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
= = p +x +f’(p)
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
= p = p +x +f’(p)
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
=0=x +f’(p)
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
dp
Now with = 0 and p = c we have y = cx + f (c) which is the general solution
dx
of Clairaut’s equation.

98
 Chapter 4: Differential Equation of the First Order of A Degree Higher Than The First

Example
𝑎𝑎
Solve y = mx + Since the said equation is exactly in the form of a
𝑚𝑚
Clairaut’s representation hence there is no need to solve it further.
Example
Solve q = log(qx - y )
eq = qx -y
y = qx - eq Replacing q with c the equation becomes
y = cx - ec and this equation is in the required Clairaut’s form.
Example
Solve y = xy’ +(y’ )2
let y’ = p
y = x (p) + (p)2
p (dx) = x (dp) + p(dx) + 2pdp
0= x(dp) +2pdp
= dp(x + 2p) = 0
= dp =0; p = c ; x = -2p; p = c
= x = -2p; y = xp + p2
𝒙𝒙 𝒙𝒙𝟐𝟐
=p= - =- (Eliminating p )Ans
𝟐𝟐 𝟒𝟒

Example

Solve y = xy’ + √(𝐲𝐲 ′𝟐𝟐 ) + 𝟏𝟏

Let y’ = q

y = xq + √(q2 ) + 1
𝑞𝑞𝑞𝑞𝑞𝑞
dy = xdq + qdx +
√𝑞𝑞2 +1

qdq
0= xdq +
√q2 +1

Now dq = 0 and p =c

So y = cx + √(𝐜𝐜 𝟐𝟐 ) + 𝟏𝟏

99
APPLIED MATHEMATICS

The other equation is as follows :

−𝒒𝒒 −𝒒𝒒
x= and y = ( )x + √(𝐪𝐪𝟐𝟐 ) + 𝟏𝟏
√𝒒𝒒𝟐𝟐 +𝟏𝟏 √𝒒𝒒𝟐𝟐 +𝟏𝟏
𝟏𝟏
y=
√𝒒𝒒𝟐𝟐 +𝟏𝟏

Elimination of p happens by putting the equation in the form of x2+ y2 = 1 Ans

Example
Solve: e4x(p −1)+e2ypp2 = 0.
The differential equation is not in the Clairaut’s form, but by taking
e = u and e2y = v and can be converted it into Clairaut’s form.
2x

v = u dv/ du + (dv/du)2 and now this is in the Clairaut’s form

dv/ du = c =⇒ v = uc +c 2 =⇒ e 2y = ce2x +c 2 is the general solution.
4.2.1 Equations reducible to Clairaut’s form
Many differential equations of the first order but of the higher degree can be
reduced to Clairaut’s form with substitutions.
Example
Transform and solve the following equation i.e. x2(y-px) = p2y is transformed into
Clairaut’s form
Here x2 and y2 can be considered as u and v respectively i.e.2xdx = du,2ydy = dv
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
= ( / )/( ) .
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑 𝑥𝑥 𝑑𝑑𝑑𝑑 𝑢𝑢 𝑑𝑑𝑑𝑑
Let p = = = ( )1/2
𝑑𝑑𝑑𝑑 𝑦𝑦 𝑑𝑑𝑑𝑑 𝑣𝑣 𝑑𝑑𝑑𝑑
𝑢𝑢 𝑑𝑑𝑑𝑑 𝑢𝑢 𝑑𝑑𝑑𝑑 2
= (u)(v1/2 - ( )1/2 (u)1/2 ) = ( ) (v)1/2
𝑣𝑣 𝑑𝑑𝑑𝑑 𝑣𝑣 𝑑𝑑𝑑𝑑
𝒅𝒅𝒅𝒅 𝒅𝒅𝒅𝒅
=v=u +( )2 Ans
𝒅𝒅𝒅𝒅 𝒅𝒅𝒅𝒅

Example
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
( ) + 4x ( ) - 4y = 0
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑
Let = p then p +4xp -4y = 0
𝑑𝑑𝑑𝑑

Or y = (p +4xp)/4 and this is in the Clairaut’s Equation

Differentiating with respect to x
p = p +p’(x) +(p/2)p’
= 0 = p’(x) +(p/2)(p’)
Assuming p =c , y = cx +(c2/4)
Eliminating p we have y(x) = -x2 as it satisfies y = (p +4xp)/4

100
 Chapter 4: Differential Equation of the First Order of A Degree Higher Than The First

4.4 Summary

There are equations where the left-hand side of the equation can be resolved into
rational factors of the first degree and also there are equations where the left-hand
side of the equations cannot be factorized. Equations that cannot be factorized in
addition to exact and homogeneous are summarized below.Differential equations
of the first order but of a higher degree can be solved by one or more of the
following four methods :
𝑑𝑑𝑑𝑑
- Equations solvable for p , i.e. p = where the general solution can be
𝑑𝑑𝑑𝑑
represented as p - fi (x,y) = 0 and Fi(x,y,c) = 0
- Equations solvable for y i.e. y = f ( x,p ), solution for the same can be
represented as f(x,p,c) and the elimination of p if not possible then x =
f1(p,c) and y = f2(p,c) are combined to form the solutions.
- Equations solvable for x i .e. x = f ( y,p ), solution for the same can be
represented as f(y,p,c) and the elimination of p if not possible then x =
f’1(p,c) and y = f’2(p,c) are combined to form the solutions.
Clairaut’s equation takes the form y = px + f(p) .The general solution for
the same is obtained by replacing p by c . Some complex differential
equations can be reduced to Clairaut’s form with the help of appropriate
substitutions.

4.5 References

1. Differential equations with Application and Programs. S. Balachandra Rao

and H. R. Anuradha, University Press (India) Limited 1996.
2. Lecture notes on Differential Equation by Dr. B. Patel,Department of
Mathematics,Gujarat University

4.6 Problems

Find for the below problems whether they are solvable for x,y and p
1. py2 - 2pyx(tan2θ) + (y2sec2θ - x2tan2θ) = 0
2. Given p3 −4xyp + 8y2 = where p = dy/dx
3. Given y = p tan p + log(cos p)
4. Given y = px + (1− p)1/2

101
APPLIED MATHEMATICS

5. xp2 - 2yp + x+ 2y = 0
6. y = x +ctan-1q
7. x = tan-1q + q/(1+q2)
8. yq2 + (x-y)q -x = Hint [((x-y+c)(x2 + y2 +constant) = 0) the r.h.s of the
equation is the answer Ans]
9. Represent in the Clairaut’s form and solve the following :
a) y = 2px + 6y2 p2 ( y = v3)
b) sin qx cosy = cos qx siny +q
c) e4x(p-1) +e2yp2 = 0
❖❖❖❖❖❖❖

102
 Unit 2

5
LINEAR DIFFERENTIAL EQUATIONS WITH
CONSTANT COEFFICIENTS
Unit Structure
5.0 Objectives
5.1 Introduction
5.2 The Differential Operator
5.3 Linear Differential Equation f (D) y = 0
5.3.1 Solution of f (D) y = 0:
5.4 Different cases depending on the nature of the root of the equation f(D) = 0
5.5 Linear differential equation f (D) y = X
5.6 The complimentary Function
5.7 The inverse operator 1/f(D) and the symbolic expiration for the particular
integral 1/f(D) X; the general methods
5.8 Particular integral: Short methods
5.9 Particular integral: Other methods
5.10 Differential equations reducible to the linear differential equations with
constant coefficients
5.11 Summary
5.12 References
5.13 Questions

5.0 Objectives
After going through this chapter, students will able to learn
• The Differential Operator
• Properties of operators
• Linear Differential Equation f(D) y = 0 and solution Of f(D) y = 0
• Different cases depending on the nature of the root of the equation f(D) = 0
• Linear differential equation f(D) y = X
• The complimentary Function
• The inverse operator 1/f(D)
• Particular Integral

103
APPLIED MATHEMATICS

5.1 Introduction

A linear equation or polynomial, with more than one term, constituting of the
derivatives of the dependent variable with regard to one or more than one
independent variable is known as a linear differential equation.
A differential equation which comprises of the differential coefficients and the
dependent variable in the first degree, that does not include the product of a
derivative with another derivative or with dependent variable, and in which the
coefficients are as constants is called a linear differential equation with constant
coefficients.
The general form of such a differential equation of order "n" is
𝑑𝑑 𝑛𝑛 𝑦𝑦 𝑑𝑑 𝑛𝑛−1 𝑦𝑦 𝑑𝑑 𝑛𝑛−2 𝑦𝑦 𝑑𝑑𝑑𝑑
b0 + b1 + b2 + ………. + bn-1 + b2y = X …………………
𝑑𝑑𝑑𝑑 𝑛𝑛 𝑑𝑑𝑑𝑑 𝑛𝑛−1 𝑑𝑑𝑑𝑑 𝑛𝑛−2 𝑑𝑑𝑑𝑑
(Equation)
Here b0, b1, b2 … are constants. Above equation is a nth order linear differential
equation with constant coefficients.
E.g. when n = 3 is put in the equation we get
𝑑𝑑 3 𝑦𝑦 𝑑𝑑 2 𝑦𝑦 𝑑𝑑𝑑𝑑
b0 + b1 + b2 + b3 y = X
𝑑𝑑𝑑𝑑 3 𝑑𝑑𝑑𝑑 2 𝑑𝑑𝑑𝑑

which is a 3rd order linear differential equation with constant coefficients.

𝑑𝑑 𝑑𝑑𝑑𝑑 𝑑𝑑 2 𝑦𝑦 𝑑𝑑 𝑛𝑛 𝑦𝑦
Using the differential operator D as i.e. Dy = ; D2 y = , …… Dn y = ,
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 2 𝑑𝑑𝑑𝑑 𝑛𝑛

the above equation will take the form

b0 Dn y + b1 Dn–1 y + b2 Dn–2 y + … + bn–1 Dy + bn y = X
OR
(b0 Dn + b1 Dn–1 + b2 Dn–2 + … + bn–1 D + bn)y = X
…………………………..(Equation)
in which each term in the parenthesis is multiplied to y and the results are added
to form the equation.
Let f(D) ≡ b0 Dn + b1 Dn–1 + b2 Dn–2 + … + bn–1 D + bn
f (D) is called as nth order polynomial in D.
∴ Then the above equation can be written as f(D) y = f(x) … (Equation)
If in equation (1), if b0, b1, b2 … … bn are functions of x then it is called nth order
linear differential equation.

104
 Chapter 5: Linear Differential Equations with Constant Coefficients

5.2 The Differential Operator D

It is appropriate to present the symbol D to denote the operation of differentiation

with respect to x.
D2 designate differentiation twice.
D3 designate differentiation three times.
In general, let Dk designate differentiation k times.
𝑑𝑑
i.e. D ≡ , so that
𝑑𝑑𝑑𝑑

𝑑𝑑𝑑𝑑 𝑑𝑑 2 𝑦𝑦 𝑑𝑑 3 𝑦𝑦 𝑑𝑑 𝑛𝑛 𝑦𝑦
= Dy; = D2y; = D3y; ……; = Dn y
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 2 𝑑𝑑𝑑𝑑 3 𝑑𝑑𝑑𝑑 𝑛𝑛
𝑑𝑑𝑑𝑑
and + ay = (D + a) y
𝑑𝑑𝑑𝑑

The differential operator D or (Dn) correlates to the algebraic laws.

Properties of the operator D
Suppose y1 and y2 are differentiable functions of x and "b" is a constant and p, q
are positive integer then the following holds true
a. Dp (Dq ) y = Dq (Dp ) y = Dp+q y
b. (D – p1) (D – p2) y = (D – p2) (D – p1) y
c. (D – p1) (D – p2) y = [D2 – (p1 + p2) D + p1 p2] y
d. D (bu) = b · D(u); Dn (bu) = b · Dn (u)
e. D (y1 + y2) = D (y1) + D (y2); Dn (y1 + y2) = Dn (y1) + Dn (y2).

5.3 Linear Differential Equation f(D) y = 0

Consider f (D) y = 0 …………………… (Equation)

where, f(D) = b0 Dn + b1 Dn–1 + b2 Dn–2 + … + bn–1 D +……… bn
is nth order polynomial in D and D obeys the laws of algebra, f(D) can be
factorized into n linear factors as follows :
f(D) = (D – p1 ) (D – p2 ) (D – p3 ) … (D – pn) where p1 , p2 , p3 , … pn are the
roots of the algebraic equation f(D) = 0
Therefor the equation can be written as follows:
f(D) y = (D – p1 ) (D – p2 ) (D – p3 ) … (D – pn) y = 0 … (Equation)
The equation f (D) = 0 is called as an auxiliary equation for the above equations.

105
APPLIED MATHEMATICS

𝑑𝑑 2 𝑦𝑦
e.g. +𝐷𝐷 + 12y = 0
𝑑𝑑𝑑𝑑 2
𝑑𝑑
By using operator D for ,
𝑑𝑑𝑑𝑑

we have (D2 + D = 12) y = 0

∴ f (D) = D2 +(4D -3D) -12 = 0 is an auxiliary equation.
∴ (D2 + D - 12) y = (D + 4) (D -3) y =0
5.3.1 Solution of f(D) y = 0
Being nth order Differential Equation, the above equations will have exactly n
constants in its general solution.
The equation (5) will be satisfied by the solution of the equation
(D – pn) y = 0
𝑑𝑑𝑑𝑑
i.e. – pn y = 0
𝑑𝑑𝑑𝑑

On solving this first order and first degree differential equation by separating
variables, we get y = cn epnx, where, cn is an arbitrary constant.
Similarly, since the factors in equation can be taken in any order, the equation
will be satisfied by independently solving each of these equations (D – p1) y = 0,
(D – p2 ) y = 0 … etc., that is by y = c1 e p1x , y = c2 e p2x ………… etc.
It can, therefore, easily be proved that the sum of these individual solutions is the
sum of n arbitrary constants, i.e. y = c1 e p1x + c2 e p2x + … + cn e pnx … where the
original equation is of terms containing till the nth order and so also are the
constants for the above said equations.
∴ The general solution of the equation f (D) y = 0 is,
y = c1 e p1x + c2 e p2x + … + cn e pnx
where p1 , p2 , … pn are the roots of the auxiliary equation f(D) = 0.
Example :
𝑑𝑑 3 𝑦𝑦 𝑑𝑑 2 𝑦𝑦 𝑑𝑑𝑑𝑑
Solve -6 + 11 - 6y = 0
𝑑𝑑𝑑𝑑 3 𝑑𝑑𝑑𝑑 2 𝑑𝑑𝑑𝑑
𝑑𝑑
Solution: Let D stand for and the given equation can be written as
𝑑𝑑𝑑𝑑

(D3 – 6D2 + 11D – 6) y = 0.

Here auxiliary equation is D3 – 6D2 + 11D – 6 = 0
i.e. (D – 1) (D – 2) (D – 3) = 0
 ⇒ p1 = 1, p2 = 2, p3 = 3, are roots of auxiliary equation.
 ∴ The general solution is y = c1 e x + c2 e 2x + c3 e3x

106
 Chapter 5: Linear Differential Equations with Constant Coefficients

5.4 Different cases depending on the nature of the root of the

equation f(D) = 0

a. The Case of Real and Different Roots

If roots of f (D) = 0 be p1, p2, p3 ….… pn, all are real and different, then the
solution of f (D) y = 0 will be
y = c1 e p1x + c2 e p2x + … + cn epnx
b. The Case of Real and Repeated Roots
Let p1 , p2, p3 , p4 … pn be the roots of f(D) = 0, then the part of solution
corresponding to p1 and p2 will look like c1 e p1x + c2 e p1x (p1 = p2 )
= (c1 + c2) ep1x = c'ep1x
But this means that number of arbitrary constants now in the solution will
be n – 1 if 2 p’s are the same. Hence it is no longer the general solution. The
rectification of the anomaly is done as follows:
Pertaining to p1 = p2, the part of the equation will be (D – p1 ) (D – p1 ) y =
0
Put (D – p1) y = t, then we have
(D – p1) t = 0
 ∴ t = c1 ep1x
Hence putting value of t in (D – p1) y = t,
we have (D – p1 ) y = c1 e p1x
𝑑𝑑𝑑𝑑
or ( – p1) y = c1 e p1x which is a linear differential equation.
𝑑𝑑𝑑𝑑

Its I.F. = e – ∫ p1dx = e – p1x and hence solution is

y (e – p1x) = ∫ c1 e p1x · e –p1x dx + c2 = c1 x + c2
 ∴ y = (c1 x + c2) ep1x
If p1 = p2 are real, and the remaining roots p3, p4, p5, ….., pn are real and
different then solution of f(D) y = 0 is
y = (c1 x + c2) ep1x + c3 e p3x + c4 e p4x + … + cn e pnx
Similarly, when three roots are repeated.
i.e. if p1 = p2 = p3 are real, and the remaining roots p4 , p5 , … pn are real and
different then solution of f(D) y = 0 is
y = (c1 x2 + c2 x + c3) ep1x + c4 e p4x + … + cn e pnx

107
APPLIED MATHEMATICS

If p1 = p2 = p3 = … = pn
i.e. n roots are real and equal then solution of f(D) y = 0 is
y = (c1 xn–1 + c2 xn–2 + … + cn–1 x + cn) ep1x
Example
For (D2 – 6D + 9) y = 0
Auxiliary Equation = (D – 3)2 y= 0
and solution takes the form (c1x +c2)e3x
and the final representation is as follows:
y = (c1 x + c2) e3x Ans
Example
For (D – 1)3 (D + 1) y = 0
solution is y = (c1 x2 + c2 x + c3 ) ex + c4 e –x where p1 = p2 =p3
Example
For (D – 1)2 (D + 1)2 y = 0 where p1 = p2 = p3 = p4
solution is y = (c1 x + c2 ) ex + (c3 x + c4 ) e–x.
c. The Case of Imaginary or the Complex Roots
The coefficients of the auxiliary equation that are real will have the
imaginary roots that will occur in conjugate pairs.
Let α ± iβ be one such pair.
 ∴ p1 = α + iβ, p2 = α – iβ
Then the solution of the equation f(D) y = 0 takes the form as follows :
y = Pe (α + iβ) x + Q e (α – iβ) x
= eαx [P e iβx + Qe –iβx]
= eαx [P (cos βx + i sin βx) + Q(cos βx – i sin βx)]
= eαx [(P + Q) cos βx + i (P – Q) sin βx]
y = eαx [c1 cos βx + c2 sin βx]
where, c1 = P + Q and c2 = i (P – Q) are arbitrary constants.
y = C eαx cos (βx + θ) where C, θ are arbitrary constants,
using c1 = C cos θ, c2 = – sin θ

108
 Chapter 5: Linear Differential Equations with Constant Coefficients

Example:
Solve (D2 + 2D + 5) y = 0.
Solution: The auxiliary equation is D2 + 2D + 5 = 0
whose roots are D = – 1 ± 2i which are both imaginary.
Here α = – 1, β = 2.
Hence the solution is y = e–x [P cos 2x + Q sin 2x]
Example:
𝑑𝑑 4 𝑦𝑦 𝑑𝑑 2 𝑦𝑦 𝑑𝑑𝑑𝑑
Solve -5 + 12 + 28y = 0
𝑑𝑑𝑑𝑑 4 𝑑𝑑𝑑𝑑 2 𝑑𝑑𝑑𝑑

Solution: The auxiliary equation is D4 – 5D2 + 12D + 28 = 0

Roots are D = – 2, –2, 2 ± √3 i.

(Here α = 2, β = 3). Hence the solution is

y = (c1 x + c2) e–2x + e2x [P cos √3 x + Q sin √3 x]

Example:
Solve For (D2 + 4) y = 0, D = 0 ± 2i (Here α = 0, β = 2)
 ⇒ y = P cos 2x + Q sin 2x.
d. The Case of Repeated Imaginary Roots
If the imaginary roots p1 = α + iβ and p2 = α – iβ occur twice, then the part
of solution of f (D) y = 0 will be
y = (P x + Q) ep1x + (Rx + S) ep2x … (by using case 2)
= (P x + Q) e(α + iβ) x + (Rx + S) e(α – iβ) x
= eαx [(P x + Q) eiβx + (Rx + S) e–iβx ]
= eαx [(P x + Q) {cos βx + i sin βx} + (Rx + S) {cos βx – i sin βx}]
= eαx [(P x + Q+ Rx + S) cos βx + i (Px + Q– Rx – S) sin βx]
y = eαx [(c1 x + c2) cos βx + (c3 x + c4 ) sin βx] with
constants as c1 , c2 , c3 and c4 .
Example:
𝑑𝑑 6 𝑦𝑦 𝑑𝑑 4 𝑦𝑦 𝑑𝑑 2 𝑦𝑦
Solve +6 +9 =0
𝑑𝑑𝑑𝑑 6 𝑑𝑑𝑑𝑑 4 𝑑𝑑𝑑𝑑 2

Solution : The auxiliary equation D6 + 6D4 + 9D2 = 0 has roots

109
APPLIED MATHEMATICS

D = 0, 0, ± i √3 , ± i √3 where the imaginary roots ± i √3 are seen to

occur in a recurrent manner.
Hence the solution is

y = c1 x + c2 + (c3 x + c4) cos √3 x + (c5 x + c6) sin √3 x

Example:
Solve (D4 + 2D2 + 1) y = 0.
Solution: The auxiliary equation D4 + 2D2 + 1 = 0 has roots
D = ± i, ± i, recurring imaginary roots. Hence the solution is
y = (c1x + c2) cos x + (c3x + c4) sin x.
Summary of four cases
Case 1: Real & Distinct Roots:
Auxiliary Equation ⇒ (D – p1) (D – p2) (D – p3) … (D – pn) = 0
 ∴ Solution is y = c1 e p1x + c2 e p2x + c3 e p3x + … + cn e pnx
Case 2: Repeated Real Roots
For p1 = p2 ⇒ Auxiliary Equation ⇒
(D – p1) (D – p2) (D – p3) … (D – pn) = 0
Solution is y = (c1 x + c2) e p1x + c3 e p3x + … + cn e pnx
For p1 = p2 = p3 ⇒ A.E. ⇒ (D – p1) (D – p1) (D – p1) (D – p4) … (D – pn) =
0
Solution is y = (c1 x2 + c2 x + c3) ep1x + c4 e p4x + … + cn e pnx
Case 3: Imaginary Roots
For D = α ± i β
Solution is y = eαx [c1 cos βx + c2 sin βx]
Case 4: Repeated Imaginary Roots
For D = α ± iβ be repeated twice
Solution is y = eαx [(c1 x + c2) cos βx + (c3 x + c4) sin βx]

5.5 Linear differential equation f (D) y = X

The general solution of the equation f (D)y = X can be represented as
y = Yc +Yp

110
 Chapter 5: Linear Differential Equations with Constant Coefficients

i.e. General solution = Complementary function + Particular integral

Yc is the solution of the given equation with X = 0 that is of equation f (D)y = 0
and is called the complementary function. It involves n arbitrary constants and is
denoted by Complementary function (C.F).
By definition of Yc, f(D) Yc = 0.
Yp is any function of s, which satisfies the equation f(D)y = X, so that f(D) Yp =
X. Yp is called the particular integral and is denoted by particular integral(P.I). It
does not contain any arbitrary constants.
Thus, on substituting y = Yc +Yp in f (D) y, we have
f(D) [Yc +Yp ] = f(D) Yc + f(D) Yp
=0+X …………… [by definition of Yc and Yp ]
=X
∴ y = Yc +Yp satisfies the equation f (D)y = X and it contains n arbitrary
constants, is the general (or complete) solution of the equation.

5.6 The Complimentary Function

The solution where the order of the differential equation matches the number of
arbitrary constants is called the complementary function (C.F.) of a Differential
equation.
Method of Finding Complementary Function (C.F)
Step I: Find auxiliary equation (Auxiliary .Equation.)
Step II: Find the roots of the equation. i.e. values of p. Let the roots are p1,
p2,…… , pn .
Step III: Required C.F. is obtained as per the roots stated below.
Rules of finding C.F
If all roots p1, p2 ,…… , pn are real and distinct of auxiliary equation then
complementary function will be c1 e p1x + c2 e p2x + … + cn epnx .
If p1 = p2, but other roots are real and distinct then complementary function will
be (c1 x + c2) c1ep1x + c3 e p3x + c4 e p4x + … + cn e pnx.
If roots are imaginary (α ± i β) then complementary function will be eαx [c1 cos
βx + c2 sin βx].

111
APPLIED MATHEMATICS

If roots are imaginary and repeated twice then complementary function will be
eαx [(c1 x + c2) cos βx + (c3 x + c4) sin βx]
Example
Solve (D2- 3D - 4) y = 0.
Solution: Here Auxiliary equation is (D2- 3D - 4) = 0.
D2- 3D - 4 = 0
(D - 4). (D +1) = 0
D = 4, -1
Hence roots are 4 and -1, real and different
 ∴ Complementary Function is y = c1𝑒𝑒 4𝑥𝑥 + c2𝑒𝑒 – 𝑥𝑥
Example
Solve (D3 - 8) y = 0.
Solution: Here Auxiliary equation is (D3 - 8) = 0.
D3 - 8 = 0.
(D - 2). (D2 + 2D + 4) = 0
D = 2, D = -1± i√3
Hence roots are 2, and -1± i√3,
one is real and the rest is a pair of imaginary roots.
 ∴ Complementary Function is,
y = c1 e2x + e-x (c2 cos √3x + c3 sin√3x)

5.7 The inverse operator 1/f(D) and the symbolic expiration for
the particular integral 1/f(D) X

To find the Particular Integral, it is essential to specify the inverse operator

1 1
.So If X is any function of x, then X is that function of x that is free from
f(D) f(D)
arbitrary constant which when operated by f (D) gives the function X.
1
The order of operator f (D) and can be interchanged.
f(D)

1 1
f (D) { X} = f (D) X = X
f(D) f(D)

General Method of finding the Particular Integral

112
 Chapter 5: Linear Differential Equations with Constant Coefficients

Factor Method
1
To evaluate X, where X is a function of x, resolve f (D) into factors of the
f(D)
type (D - a), then operate on X successively by the reciprocal of these factor in
any order using the formula
1
X = 𝑒𝑒 𝑎𝑎𝑎𝑎 ∫ 𝑋𝑋𝑒𝑒 −𝑎𝑎𝑎𝑎 dx
(D−a)

If X = 𝑒𝑒 𝑎𝑎𝑎𝑎
1 𝑒𝑒 𝑎𝑎𝑎𝑎
𝑒𝑒 𝑎𝑎𝑎𝑎 = ; f(a) ≠ 0
f(D) f(a)

𝑥𝑥 𝑒𝑒 𝑎𝑎𝑎𝑎 𝑥𝑥 2 𝑒𝑒 𝑎𝑎𝑎𝑎
= ; f ’(a) ≠ 0 = ; f ’’(a) ≠ 0 and so on
f′(a) f′′(a)

Same formula is applicable for sin(ax +b) and cos(ax +b)

1 1
Similarly when there are functions like 𝑒𝑒 𝑎𝑎𝑎𝑎 √𝑥𝑥 = 𝑒𝑒 𝑎𝑎𝑎𝑎 √𝑥𝑥 we can use
f(D) f(D+a)
the above methodology
Method of partial fractions
1
Resolve into partial fractions and then operate on X by each of these
f(D)
fractions.
1
To find the value of 𝑥𝑥 𝑝𝑝 , p is any positive integer, then
f(D)

1
𝑥𝑥 𝑝𝑝 = [f (D)]-1𝑥𝑥 𝑝𝑝
f(D)

Since D is an operator, which can be manipulated as expanding [f (D)]-1 by the

Binomial theorem in ascending power of D as far as the result of expanding Dp+1
on 𝑥𝑥 𝑝𝑝 is 0.Then operating upon 𝑥𝑥 𝑝𝑝 with each term of the expansion.
Examples
Example :
𝑑𝑑 2 𝑦𝑦
Solve - y = 3 + 6x
𝑑𝑑𝑑𝑑 2

Solution: Auxiliary equation is D2 – 1 =0

 ∴ Roots are 1 and -1 and
 ∴ C.F. is,
Yc= C1 𝑒𝑒 𝑥𝑥 + C2 𝑒𝑒 −𝑥𝑥
The P. I of the equation is given by,
1 1 1 1
[3 +6x] = { - } [3 +6x]
(𝐷𝐷2 −1) 2 𝐷𝐷−1 𝐷𝐷+1

113
APPLIED MATHEMATICS

1 1 1
= { [3 +6x] - [3+6x]}
2 𝐷𝐷−1 𝐷𝐷+1
1
= {𝑒𝑒 𝑥𝑥 ∫ 𝑒𝑒 −𝑥𝑥 [3 +6x] dx - 𝑒𝑒 −𝑥𝑥 ∫ 𝑒𝑒 𝑥𝑥 [3 +6x] dx}
2
1
= [- 6 – 12x]
2

= -3 – 6x =-3[1-2x].
 ∴ P. I. is, Yp = - 3[1– 2x]
The complete solution of the equation is
Y = Yc + Yp
Y = C1 𝑒𝑒 𝑥𝑥 + C2 𝑒𝑒 −𝑥𝑥 - 3 – 6

5.8 Particular integral

Short method for finding Particular integral (P.I.):
𝑑𝑑 𝑛𝑛 𝑦𝑦 𝑑𝑑 𝑛𝑛−1 𝑦𝑦 𝑑𝑑 𝑛𝑛−2 𝑦𝑦 𝑑𝑑𝑑𝑑
If X ≠ 0, in equation a0 + a1 + a2 + ………. + an-1 + a2y = X
𝑑𝑑𝑑𝑑 𝑛𝑛 𝑑𝑑𝑑𝑑 𝑛𝑛−1 𝑑𝑑𝑑𝑑 𝑛𝑛−2 𝑑𝑑𝑑𝑑
1
then P.I. = X
𝑓𝑓(D)

Following are the methods for finding particular integral

Rules for finding Particular Integral :
Types of function What to do Corresponding P.I.
X = 𝑒𝑒 𝑎𝑎𝑎𝑎 Put D = a in f(D) 1
𝑒𝑒 𝑎𝑎𝑎𝑎 , provided f(a) ≠ 0.
𝑓𝑓(D)
If f(a) = 0 then (D-a) is one
of the factor of f(D).This
factor is solved by using the
1
formula X = 𝑒𝑒 𝑎𝑎𝑎𝑎 ∫
(D−a)
𝑒𝑒 −𝑎𝑎𝑎𝑎 𝑋𝑋𝑋𝑋𝑋𝑋.
And rest is solved by the
above method given here.
X = 𝑥𝑥 𝑚𝑚 Put [f(D)]- 1𝑥𝑥 𝑚𝑚 Expand [f(D)]-1 using
binomial expansions and if
(D-a) remains in the
denominator then take
rationalization of
denominator and place D in
the numerator as derivative

114
 Chapter 5: Linear Differential Equations with Constant Coefficients

of the corresponding
function.
X = = 𝑒𝑒 𝑎𝑎𝑎𝑎 v First operate on 𝑒𝑒 𝑎𝑎𝑎𝑎 on 𝑒𝑒 𝑎𝑎𝑎𝑎 1 v, then solve for
𝑓𝑓(D+a)
1
then operate v by above method
𝑓𝑓(D)

X = sin ax (or cos ax) Put D2= -a2 in f(D) 1

sin ax (or cos ax) ,
f(−𝑎𝑎2 )
1
provided ≠ 0 or
f(−𝑎𝑎2 )
otherwise use following
1
formula: sin ax = -
𝐷𝐷2 +𝑎𝑎2
1 1
cos ax or cos ax =
2a 𝐷𝐷2 +𝑎𝑎2
𝑥𝑥
sin ax
2a

Example:
Solve (D2+ 4D+3)y = 𝑒𝑒 −2𝑥𝑥
Solution: Here auxiliary equation is (D2+ 4D+3) = 0
D2+ 4D+3 = 0
(D+3) (D+1) = 0
D = -3,-1
Hence roots are -3 and -1, real and different.
Therefore C.F. is
C.F = C1𝑒𝑒-3x C2𝑒𝑒 –x
Now to find P.I:
1
P.I = X
𝑓𝑓(D)

1
= X
𝑓𝑓(D)

1
= 𝑒𝑒 −2𝑥𝑥
D2 + 4D+3

Here X = 𝑒𝑒 𝑎𝑎𝑎𝑎 therefore put D = a = -2

1
= 𝑒𝑒 −2𝑥𝑥
(−2)2 +4 (−2)+3

P. I. = - 𝑒𝑒 −2𝑥𝑥
Hence the general solution is y = C.F.+ P.I.
Y = C1𝑒𝑒-3x C2𝑒𝑒 –x - 𝑒𝑒 −2𝑥𝑥

115
APPLIED MATHEMATICS

5.9 Particular Integral: Other methods

Method of Variation by Parameters

The method of Variation of Parameters is a generalized method that can be used
in many more cases. However, there are two disadvantages to the method. First,
the complementary solution is required to solve the problem. Secondly, in order
to complete the method a couple of integrals need to be solved.
In some cases we may not be able to actually find the solutions if the integrals
are too difficult or if we are unable to find the complementary solution.
Example:
Solve by Method of Variation by Parameters [D2 + 4] = tan 2x
Solution: The Auxiliary Equation is p2 + 4 = 0
p2 = - 4
p = ± 2i
Complimentary Function is represented as follows :
Yc= C1 cos 2𝑥𝑥 + C2 sin 2𝑥𝑥
𝑦𝑦2 𝑋𝑋 𝑦𝑦1 𝑋𝑋
Particular Integral = - y1 ∫ dx + y2 ∫ dx
𝑊𝑊 𝑊𝑊

y1 = cos2x, y2 = sin2x; X = tan 2x

and for W, by Wronskian determinant,
𝑦𝑦1 𝑦𝑦2
W =| |
𝑦𝑦1′ 𝑦𝑦2′
𝑐𝑐𝑐𝑐𝑐𝑐2𝑥𝑥 𝑠𝑠𝑠𝑠𝑠𝑠2𝑥𝑥
=| |
− 2 𝑠𝑠𝑠𝑠𝑠𝑠2𝑥𝑥 2𝑐𝑐𝑐𝑐𝑐𝑐2𝑥𝑥
= 2cos22x + 2 sin2 2x
= 2 [cos22x + sin2 2x]
=2
𝑠𝑠𝑠𝑠𝑠𝑠2𝑥𝑥.𝑡𝑡𝑡𝑡𝑡𝑡2𝑥𝑥 𝑐𝑐𝑐𝑐𝑐𝑐2𝑥𝑥.𝑡𝑡𝑡𝑡𝑡𝑡2𝑥𝑥
Particular Integral = - cos2x ∫ dx + sin2x ∫ dx
2 2

𝑠𝑠𝑠𝑠𝑠𝑠2 2𝑥𝑥 𝑠𝑠𝑠𝑠𝑠𝑠2𝑥𝑥 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠.

= - cos2x ∫ dx + sin2x ∫ dx [ tanx = ]
2𝑐𝑐𝑐𝑐𝑐𝑐2𝑥𝑥 2 cos 𝑥𝑥2

1−𝑐𝑐𝑐𝑐𝑐𝑐 2 2𝑥𝑥 𝑠𝑠𝑠𝑠𝑠𝑠2𝑥𝑥 −𝑐𝑐𝑐𝑐𝑐𝑐2𝑥𝑥

= - cos2x ∫ dx + [ ]
2𝑐𝑐𝑐𝑐𝑐𝑐2𝑥𝑥 2 2

𝑐𝑐𝑐𝑐𝑐𝑐2𝑥𝑥 1 𝑐𝑐𝑐𝑐𝑐𝑐 2 2𝑥𝑥 𝑠𝑠𝑠𝑠𝑠𝑠2𝑥𝑥 −𝑐𝑐𝑐𝑐𝑐𝑐2𝑥𝑥

=- {∫ dx - ∫ dx} + [ ]
2 𝑐𝑐𝑐𝑐𝑐𝑐2𝑥𝑥 𝑐𝑐𝑐𝑐𝑐𝑐2𝑥𝑥 2 2

116
 Chapter 5: Linear Differential Equations with Constant Coefficients

𝑐𝑐𝑐𝑐𝑐𝑐2𝑥𝑥 𝑠𝑠𝑠𝑠𝑠𝑠2𝑥𝑥 𝑐𝑐𝑐𝑐𝑐𝑐2𝑥𝑥

=- {∫ 𝑠𝑠𝑠𝑠𝑠𝑠2𝑥𝑥 dx - ∫ 𝑐𝑐𝑐𝑐𝑐𝑐2𝑥𝑥 𝑑𝑑𝑑𝑑 } -
2 4

𝑐𝑐𝑐𝑐𝑐𝑐2𝑥𝑥 log[𝑠𝑠𝑠𝑠𝑠𝑠2𝑥𝑥+tan 2𝑥𝑥] 𝑠𝑠𝑠𝑠𝑠𝑠2𝑥𝑥 𝑠𝑠𝑠𝑠𝑠𝑠2𝑥𝑥 𝑐𝑐𝑐𝑐𝑐𝑐2𝑥𝑥

=- { - }-
2 2 2 4

𝑐𝑐𝑐𝑐𝑐𝑐2𝑥𝑥 𝑐𝑐𝑐𝑐𝑐𝑐2𝑥𝑥 𝑠𝑠𝑠𝑠𝑠𝑠2𝑥𝑥 𝑠𝑠𝑠𝑠𝑠𝑠2𝑥𝑥 𝑐𝑐𝑐𝑐𝑐𝑐2𝑥𝑥

=- log[𝑠𝑠𝑠𝑠𝑠𝑠2𝑥𝑥 + tan 2𝑥𝑥] + -
4 4 4
𝑐𝑐𝑐𝑐𝑐𝑐2𝑥𝑥
Particular I ntegral= - log[𝑠𝑠𝑠𝑠𝑠𝑠2𝑥𝑥 + tan 2𝑥𝑥]
4

The complete solution of the equation is

Y = Yc + Yp
𝑐𝑐𝑐𝑐𝑐𝑐2𝑥𝑥
Y = C1 cos 2𝑥𝑥 + C2 sin 2𝑥𝑥 - log[𝑠𝑠𝑠𝑠𝑠𝑠2𝑥𝑥 + tan 2𝑥𝑥]
4

By the method of variation of parameters,

solve the following differential equation:
𝜕𝜕2 𝑦𝑦
+ 4y = 4tan2x
𝜕𝜕𝜕𝜕 2

= y “+4y = 0
= p2 + 4 = 0
= p (+−)2 = 0
=p1 = - 2 ; p2 = 2
=yc = c1cos2x + c2sin2x
Now let y1 = cos2x and y2 = sin2x
y1’ = - 2sin2x and y2’ = 2cos2x
W = y1 * y2’ - y2 *y1’ = 2[cos2x +sin2x] = 2
−𝑦𝑦2 ∗ 4𝑡𝑡𝑡𝑡𝑡𝑡2𝑥𝑥
A’ =
𝑊𝑊
𝑦𝑦1 ∗ 4𝑡𝑡𝑡𝑡𝑡𝑡2𝑥𝑥
B’ =
𝑊𝑊

−2𝑠𝑠𝑠𝑠𝑠𝑠2 2𝑥𝑥
A=∫ ∂x
𝑐𝑐𝑐𝑐𝑐𝑐2𝑥𝑥
B = ∫ 2sin2x ∂x

= A = -log (sec2x +tan 2x) +sin2x +c1,B = -cos2x +c2

= y = Acos2x +Bsin2x , we put A and B in this equation
and get the final result.

117
APPLIED MATHEMATICS

5.10 Differential equations reducible to the linear differential

equations with constant coefficients

Linear differential Equation:

X Linear:
dx
+ P(y).x = Q(y)
dy

Integrating Factor (I. F.) = e∫ p(y)dy

x. IF = ∫ IF Q(y)dy + c
Y Linear:
dy
+ P(x).y = Q(x)
dx

Integrating Factor (I. F.) = e∫ p(x)dx

y. IF = ∫ IF Q(x)dx + c
Example:
dy
Ex 1: (1 + y2) + (x - tan−1 y) =0
dx
dx
Sol: Multiply by
dy

dx
(1 + y2) + x - tan−1 y = 0
dy

dx
(1 + y2) + x = tan−1 y
dy

dx x tan−1 y
+ = ,
dy (1 + y2 ) (1 +y2 )

1 tan−1 y
P= and Q =
(1 + y2 ) (1 + y2 )

IF = e∫ p(y)dy
1
∫ dy
= e (1 + y2 )

−1 y
= etan
x. IF = ∫ IF Q(y)dy + c
−1 y −1 y tan−1 y
x. etan = ∫ etan dy + c
(1 + y2 )

Let tan−1 y = t
1
dy = dt
(1 + y2 )

x. et = ∫ et t dt + c

118
 Chapter 5: Linear Differential Equations with Constant Coefficients

= ∫ et t dt + c
= t et - et + c
Put t = tan−1 y
−1 y −1 y −1 y
x. etan = tan−1 y etan - etan +c
Reducible to Linear differential Equation
dy
+ P(x). y = Q(x) y n
dx

Dividing by y n
1 dy 1
+ P(x) = Q(x) ……….. (1)
yn dx yn−1
1
Let =t
yn−1

Differentiating. with respect to y

1 dy dt
(-n+1) =
yn dx dx

1 dy 1 dt
=
yn dx 1−n dx

Eq (1) becomes
1 dt
+ P(x) t = Q(x)
1−n dx

This is a linear equation in t.

Example:
dy
Ex1. - y tan x = - y 2 sec x
dx
dy
Sol: - y tan x = - y 2 sec x
dx

Dividing by y2
1 dy 1
- tan x = - sec x
y2 dx y
1
Let =t
y

1 dy dt
− =
y2 dx dx

dt
− - t tan x = - sec x
dx
dt
+ t tan x = sec x
dx

This is a linear equation in t

119
APPLIED MATHEMATICS

P = tan x and Q = sec x

IF = e∫ tan x dx
= elog sec x
= sec x
t. IF = ∫ IF Q (x)dx + c
t. sec x = ∫ sec 2 xdx + c
Ans:
1
sec x = tan x + c
y

5.11 Summary
This chapter provides the students with an understanding of linear differential
equation of higher order and degree with constant coefficients and goes on to
explain the concepts of complimentary functions and integral values and their
usage in solving the problems that constitute the above. Students are made to use
the concept of inverse operator and the case of real, repeated and imaginary roots
to solve complex differential equations of the higher order and higher degree. The
techniques of using substitution methods to solve the differential equations by
using the concept of reduction is also dealt with in this chapter.

5.12 References
“Higher Engineering Mathematics” by B.V.Raamna,Tata McGraw-Hill
Publication, New Delhi.
a. “Schaum’s Outline of Differential Equations” by Richard Bronson and
Gabriel Costa.
b. Applied Mathematics II by P. N. Wartikar and J. N. Wartikar.
c. https://www.library.gscgandhinagar.in/assets/admin/images/MAT-
102(UNIT1,2).pdf
d. http://www.math.utah.edu/~zwick/Classes/Fall2013_2280/Lectures/Lecture
6_with_Examples.pdf
e. http://www.rahulandmaths.com/bsc-students/differential-equations

5.13 Questions
d2 y
Solve + 4y = 0
dx2

d4 y
Solve - 16y = 0
dx4

120
 Chapter 5: Linear Differential Equations with Constant Coefficients

Solve (D2- 3D - 4) y = 0.
Solve (D3 - 8) y = 0
Solve (D2-3D+2)y=e5x
Solve(D3-3D2+4)y=e3x
d3 y
3. − y = e2x
dx3

4. (D2-2D+1)y = e3x
5. (D2-2D+1)y = ex
6. Assuming that the rate of growth of any organism is directly proportional to
N(t) present at time t, so to find the value of N(t) given that N(0) = 100 and
after (t+1 with t = 0), the size of the organism has grown to 200.
Solution :
In this case t = 0, N(0) = 100. The solution of the problem is given by
N(t) = 100 exp (kt), t >=0
Determine m from the additional condition
N(l) = 200 (N(1) = size of I at time t = 1).
Hence 200 = 100 exp (k) ,k = 1n2
Hence the solution is
N(t) = 100 exp (t ln2) = 100 exp (ln2t) or N(t) = (100) 2t . So the equation
can be represented as shown here.
͹Ǥ Applications - Electrical circuits
di
E= L + Ri
dt

a. A resistance of 50Ω and an inductance of 0.1H are connected in series with

battery of 10V. Find current in circuit at any time ‘t’.
b. In a network circuit of R-L series R=50Ω and L=10H, a constant voltage
150V is applied at t=0 by closing the switch. Find the current in the circuit
at t=0.10sec.
❖❖❖❖❖❖❖

121
APPLIED MATHEMATICS

Unit 3

6
THE LAPLACE TRANSFORM

Unit Structure
6.0 Objectives
6.1 Introduction
6.2 Definition
6.3 Table of Elementary Laplace Transform
6.4 Theorems on Important Properties of Laplace Transformation
6.4.1 Flow Chart of Gamma Function
6.4.2 Beta Function
6.4.3 Properties of Beta Function:
6.4.4 Problem based on Beta Function
6.4.5 Duplication Formula of Gamma Functions
6.5 Additional Problems
6.6 Exercise
6.7 Summary
6.8 References

6.0 Objectives
After going through this unit, you will be able to:

• Understand the concept of Laplace Transformation, Theorems on Important

Properties of Laplace Transformation

• Solve the problem based on Elementary Laplace Transforms with its type.

• Understand the concept of First shifting and Second shifting theorem

• Understand Convolution Theorem Laplace Transform of an Integral and

Derivatives

122
 Chapter 6: The Laplace Transform

6.1 Introduction

In mathematics, the Laplace transform, named after its inventor Pierre-Simon

Laplace, is an integral transform that converts a function of a real variable t
(often time) to a function of a complex variable s. It is an essential part of
mathematical background required of engineers and scientists. This method has
advantage of directly giving the solution of differential equations with given
boundary values without the necessity of finding the general solution and then
evaluating from it the arbitrary constants. It also provide ready tables of Laplace
transforms which reduce the problem of solving differential equations to plain
algebraic manipulations.
Whenever a mathematical operator works on a function, the function is changed
or transformed into another function. For example when the differential operator
𝑑𝑑
𝐷𝐷 ( ) works on f(x) = tan,x ,
𝑑𝑑𝑑𝑑

it produces a new function 𝜙𝜙(𝑥𝑥) ≡ 𝐷𝐷 𝑓𝑓(𝑥𝑥) = 𝑠𝑠𝑠𝑠𝑠𝑠 2 𝑥𝑥.

6. 2 Definition

Laplace transform is yet another operational tool for solving constant coefficients
linear differential equations. The process of solution consists of three main steps:
i) The given “hard" problem is transformed into a “simple" equation.
ii) This simple equation is solved by purely algebraic manipulations.
iii) The solution of the simple equation is transformed back to obtain the
solution of the given problem.
In this way the Laplace transformation reduces the problem of solving a
differential equation to an algebraic problem. The third step is made easier by
tables, whose role is similar to that of integral tables in integration.

If 𝑓𝑓(𝑡𝑡) is a function of 𝑡𝑡 , then the definite integral ∫ e−st 𝑓𝑓(𝑡𝑡)𝑑𝑑𝑑𝑑 ,

0

if it exists, will be a function of the parameter 𝑠𝑠 , and is denoted by 𝑓𝑓(𝑠𝑠).

There is a one to one correspondence between 𝑓𝑓(𝑡𝑡) and 𝑓𝑓̅ (𝑠𝑠), 

and the relation transforms 𝑓𝑓(𝑡𝑡),

123
APPLIED MATHEMATICS

a function of 𝑡𝑡 into a new function 𝑓𝑓(𝑠𝑠), which is a function of another variable 𝑠𝑠.
𝑓𝑓(𝑡𝑡) is called the object function , which is defined for 𝑡𝑡
≥ 0, 𝑓𝑓 ̅ (𝑠𝑠) is the resultant
or image function , 𝑠𝑠 is the parameter of the the transform, which should be 
sufficiently large to make the integral convergent.
∞

The relation between 𝑓𝑓 (𝑡𝑡) and 𝑓𝑓(𝑠𝑠), 𝒇𝒇(𝒔𝒔 ) = ∫ 𝐞𝐞−𝐬𝐬𝐬𝐬 [ 𝒇𝒇(𝒕𝒕)]𝒅𝒅𝒅𝒅 − − − − − (𝟏𝟏)
𝟎𝟎

symbolically it is written as ℒ {𝑓𝑓(𝑡𝑡)} = 𝑓𝑓(𝑠𝑠), 𝑎𝑎𝑎𝑎𝑎𝑎 𝑓𝑓 (̅ 𝑠𝑠) is called the Laplace

transform of f(t).
ℒ { 𝐴𝐴𝐹𝐹1 (t) + 𝐵𝐵𝐹𝐹2 (t)} = 𝐴𝐴ℒ {𝐹𝐹1 (𝑡𝑡)} +
𝐵𝐵ℒ {𝐹𝐹2 (𝑡𝑡)} Laplace Linear Transformation

6. 3 Table of Elementary Laplace Transform

f(t) f(s)
𝟏𝟏
1
𝒔𝒔
𝟏𝟏
𝒆𝒆𝒂𝒂𝒂𝒂 , 𝒔𝒔 > 𝑎𝑎
𝒔𝒔 − 𝒂𝒂
𝒂𝒂
Sin at
𝒔𝒔 + 𝒂𝒂𝟐𝟐
𝟐𝟐
𝒔𝒔
Cos at
𝒔𝒔 − 𝒂𝒂𝟐𝟐
𝟐𝟐
𝒂𝒂
sinh at
𝒔𝒔 − 𝒂𝒂𝟐𝟐
𝟐𝟐
𝒔𝒔
cosh at
𝒔𝒔 − 𝒂𝒂𝟐𝟐
𝟐𝟐
𝒕𝒕 𝒔𝒔
𝒔𝒔𝒔𝒔𝒔𝒔 𝒂𝒂𝒂𝒂 (𝒔𝒔 + 𝒂𝒂𝟐𝟐 )𝟐𝟐
𝟐𝟐
𝟐𝟐𝟐𝟐
𝟏𝟏 𝟏𝟏
( 𝒔𝒔𝒔𝒔𝒔𝒔 𝒂𝒂𝒂𝒂 − 𝒂𝒂𝒂𝒂 𝒄𝒄𝒄𝒄𝒄𝒄 𝒂𝒂𝒂𝒂 )
𝟐𝟐𝒂𝒂𝟑𝟑 (𝒔𝒔 + 𝒂𝒂𝟐𝟐 )𝟐𝟐
𝟐𝟐

(𝒏𝒏 + 𝟏𝟏)!
𝒕𝒕𝒏𝒏
𝒔𝒔𝒏𝒏+𝟏𝟏

6.4 Theorems on Important Properties of Laplace

Transformation

𝐈𝐈. 𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋 𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏 ∶

If a, b, c be any constants and f, g, h any functions of t , then 
L {af(t) + bg(t) − ch(t)} = aL {f(t)} + b{g(t)} − cL {h(t)},

124
 Chapter 6: The Laplace Transform

L is called linear operator

𝐈𝐈𝐈𝐈. 𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅 𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓 ∶

If ℒ {𝑓𝑓(𝑡𝑡)} = 𝑓𝑓 (̅ 𝑠𝑠), then ℒ {𝑒𝑒 −𝑎𝑎𝑎𝑎 𝑓𝑓(𝑡𝑡)} = 𝑓𝑓(̅ 𝑠𝑠 + 𝑎𝑎)

∞
Proof ∶ ℒ {𝑒𝑒 −𝑎𝑎𝑎𝑎 𝑓𝑓(𝑡𝑡)} = ∫ 𝑒𝑒 −𝑠𝑠𝑠𝑠 {𝑒𝑒 −𝑎𝑎𝑎𝑎 𝑓𝑓(𝑡𝑡)} 𝑑𝑑𝑑𝑑
0
∞
= ∫ 𝑒𝑒 −(𝑠𝑠+𝑎𝑎)𝑡𝑡 𝑓𝑓(𝑡𝑡) 𝑑𝑑𝑑𝑑
0
∞

= ∫ 𝑒𝑒 −𝑝𝑝𝑝𝑝 𝑓𝑓(𝑡𝑡)𝑑𝑑𝑑𝑑 ( 𝑤𝑤ℎ𝑒𝑒𝑒𝑒𝑒𝑒 𝑝𝑝 = 𝑠𝑠 + 𝑎𝑎) = 𝑓𝑓(𝑝𝑝) = 𝑓𝑓 ̅ (𝑠𝑠 + 𝑎𝑎)

0

𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬 𝟏𝟏: 𝐹𝐹𝐹𝐹𝐹𝐹𝐹𝐹 𝑡𝑡ℎ𝑒𝑒 𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝑜𝑜𝑜𝑜 𝑖𝑖) 𝑒𝑒 −𝑏𝑏𝑏𝑏 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐
𝑠𝑠
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 ∶ We know ℒ(cos 𝑎𝑎𝑎𝑎 ) =
𝑠𝑠 2 + 𝑎𝑎2
𝑠𝑠 + 𝑏𝑏
ℒ{ 𝑒𝑒 −𝑏𝑏𝑏𝑏 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐} =
(𝑠𝑠 + 𝑏𝑏)2 + 𝑎𝑎2
𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬 𝟐𝟐: 𝐹𝐹𝐹𝐹𝐹𝐹𝐹𝐹 𝑡𝑡ℎ𝑒𝑒 𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝑜𝑜𝑜𝑜 𝑖𝑖) 𝑡𝑡 2 𝑒𝑒 3𝑡𝑡
2!
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 ∶ We know ℒ(𝑡𝑡 2 ) =
𝑠𝑠 3
2!
ℒ{ 𝑡𝑡 2 𝑒𝑒 3𝑡𝑡 } =
(𝑠𝑠 − 3)2
𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬 𝟑𝟑: 𝐹𝐹𝐹𝐹𝐹𝐹𝐹𝐹 𝑡𝑡ℎ𝑒𝑒 𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝑜𝑜𝑜𝑜 𝑖𝑖) sin 2𝑡𝑡 sin 3𝑡𝑡 𝑖𝑖𝑖𝑖)𝑐𝑐𝑐𝑐𝑐𝑐 2 2𝑡𝑡 𝑖𝑖𝑖𝑖𝑖𝑖) 𝑠𝑠𝑠𝑠𝑠𝑠3 2𝑡𝑡
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 ∶
1
i) since 𝑠𝑠𝑠𝑠𝑠𝑠 2𝑡𝑡 𝑠𝑠𝑠𝑠𝑠𝑠 3𝑡𝑡 = [cos t − cos 5t]
2

1
∴ ℒ {sin 2𝑡𝑡 sin 3𝑡𝑡 } = [ℒ(cos t) − ℒ(cos 5t) ]
2
1 s s
= [ 2 2
− 2 ]
2 s +1 s + 52
12s
=
(s 2 + 1)(s2 + 25)
1
ii) since 𝑐𝑐𝑐𝑐𝑐𝑐 2 2𝑡𝑡 = (1 + 𝑐𝑐𝑐𝑐𝑐𝑐4𝑡𝑡 )
2

125
APPLIED MATHEMATICS

1 1 1 𝑠𝑠
∴ ℒ { 𝑐𝑐𝑐𝑐𝑐𝑐 2 2𝑡𝑡} = [ℒ(1) + ℒ (cos 4𝑡𝑡 )] = ( + 2 )
2 2 𝑠𝑠 𝑠𝑠 + 16
3 1
iii) since sin 6t = 3 sin 2𝑡𝑡 − 4 𝑠𝑠𝑠𝑠𝑠𝑠3 2𝑡𝑡 𝑜𝑜𝑜𝑜 𝑠𝑠𝑠𝑠𝑠𝑠3 2𝑡𝑡 = sin 2𝑡𝑡 − sin 6𝑡𝑡
4 4
3 1
∴ ℒ { 𝑠𝑠𝑠𝑠𝑠𝑠3 2𝑡𝑡} = [ℒ(sin 2𝑡𝑡 ) − ℒ (sin 6𝑡𝑡 )]
4 4
3 2 1 2
= . 2 2
− . 2
4 𝑠𝑠 + 2 4 𝑠𝑠 + 62
48
=
(𝑠𝑠 2 + 4) (𝑠𝑠 2 + 36 )
𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬 𝟒𝟒: 𝐹𝐹𝐹𝐹𝐹𝐹𝐹𝐹 𝑡𝑡ℎ𝑒𝑒 𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝑜𝑜𝑜𝑜
𝑖𝑖) e−3t ( 2 cos 5t − 3 sin 5t ) 𝑖𝑖𝑖𝑖) 𝑒𝑒 2𝑡𝑡 𝑐𝑐𝑐𝑐𝑐𝑐 2 𝑡𝑡
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 ∶ i) ℒ {e−3t ( 2 cos 5t − 3 sin 5t ) }
= 2ℒ (e−3t cos 5t) − 3ℒ(e−3t sin 5t)
s+3 5
= 2. − 3.
(s + 3) + 5
2 2 (s + 3)2 + 52
2s − 9
=
s 2 + 6s + 34
1 1 1 𝑠𝑠
ii) Since ℒ {𝑐𝑐𝑐𝑐𝑐𝑐 2 𝑡𝑡} = ℒ(1 + cos 2𝑡𝑡 ) = { + 2 }
2 2 𝑠𝑠 𝑠𝑠 + 4
1 1 𝑠𝑠 − 2
∴ By shifting property , we get ℒ{e2t 𝑐𝑐𝑐𝑐𝑐𝑐 2 𝑡𝑡} = { + }
2 𝑠𝑠 − 2 (𝑠𝑠 − 2)2 + 4

𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬 𝟓𝟓: 𝐼𝐼𝐼𝐼 ℒ {𝑓𝑓(𝑡𝑡)} = 𝑓𝑓 (̅ 𝑠𝑠) 𝑠𝑠ℎ𝑜𝑜𝑜𝑜 𝑡𝑡ℎ𝑎𝑎𝑎𝑎

1
𝑖𝑖) ℒ [(sinh 𝑎𝑎𝑎𝑎)𝑓𝑓(𝑡𝑡)] = [𝑓𝑓 (̅ 𝑠𝑠 − 𝑎𝑎) − 𝑓𝑓 (̅ 𝑠𝑠 + 𝑎𝑎)]
2
1
𝑖𝑖𝑖𝑖) ℒ [(cosh 𝑎𝑎𝑎𝑎)𝑓𝑓(𝑡𝑡)] = [𝑓𝑓 (̅ 𝑠𝑠 − 𝑎𝑎) + 𝑓𝑓(̅ 𝑠𝑠 + 𝑎𝑎)]
2
𝐻𝐻𝐻𝐻𝐻𝐻𝐻𝐻𝐻𝐻 𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒(𝑖𝑖) sinh 2𝑡𝑡 sin 3𝑡𝑡 (𝑖𝑖𝑖𝑖) cosh 3𝑡𝑡 cos 2𝑡𝑡
1
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒: We have ℒ {(sinh 𝑎𝑎𝑎𝑎) 𝑓𝑓(𝑡𝑡)} = ℒ { ( 𝑒𝑒 𝑎𝑎𝑎𝑎 − 𝑒𝑒 −𝑎𝑎𝑎𝑎 )𝑓𝑓(𝑡𝑡) }
2
1
= [ℒ{𝑒𝑒 𝑎𝑎𝑎𝑎 𝑓𝑓(𝑡𝑡)} − ℒ{𝑒𝑒 −𝑎𝑎𝑎𝑎 𝑓𝑓(𝑡𝑡)}]
2
1
= [𝑓𝑓(̅ 𝑠𝑠 − 𝑎𝑎) − 𝑓𝑓 (̅ 𝑠𝑠 + 𝑎𝑎)], 𝑏𝑏𝑏𝑏 𝑠𝑠ℎ𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝
2

126
 Chapter 6: The Laplace Transform

1
𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 ℒ {(cosh 𝑎𝑎𝑎𝑎) 𝑓𝑓(𝑡𝑡)} = [ℒ{𝑒𝑒 𝑎𝑎𝑎𝑎 𝑓𝑓(𝑡𝑡)} + ℒ{𝑒𝑒 −𝑎𝑎𝑎𝑎 𝑓𝑓(𝑡𝑡)}]
2
1
= [𝑓𝑓(̅ 𝑠𝑠 − 𝑎𝑎) + 𝑓𝑓(̅ 𝑠𝑠 + 𝑎𝑎)], 𝑏𝑏𝑏𝑏 𝑠𝑠ℎ𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝
2
3
(𝑖𝑖)𝑤𝑤𝑤𝑤 ℎ𝑎𝑎𝑎𝑎𝑎𝑎 ℒ (sin 3𝑡𝑡) = 2
𝑠𝑠 + 32
1 3 3
ℒ (sinh 2𝑡𝑡 sin 3𝑡𝑡 ) = { − }
2 (𝑠𝑠 − 2) + 3
2 2 (𝑠𝑠 + 2)2 + 32
12𝑠𝑠
=
𝑠𝑠 4 +
10 𝑠𝑠 2 + 169
𝑠𝑠
(𝑖𝑖𝑖𝑖) 𝑤𝑤𝑤𝑤 ℎ𝑎𝑎𝑎𝑎𝑎𝑎 ℒ (cos 2𝑡𝑡) = 2
𝑠𝑠 + 22
1 𝑠𝑠 − 3 𝑠𝑠 + 3
ℒ (cosh 3𝑡𝑡 cos 2𝑡𝑡 ) = { + }
2 (𝑠𝑠 − 3) + 2 2 2 (𝑠𝑠 + 3)2 + 22
2𝑠𝑠(𝑠𝑠 2 − 5)
= 4
𝑠𝑠 − 10 𝑠𝑠 2 + 169
𝟔𝟔. 𝟒𝟒. 𝟐𝟐 𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓
𝐈𝐈𝐈𝐈𝐈𝐈. 𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓 ∶
𝑓𝑓(𝑡𝑡−𝑎𝑎) 𝑡𝑡>𝑎𝑎
If ℒ {𝑓𝑓(𝑡𝑡)} = 𝑓𝑓 (̅ 𝑠𝑠) and F(t) = { 0 𝑡𝑡<𝑎𝑎 then ℒ {𝐹𝐹(𝑡𝑡)} = 𝑒𝑒 −𝑎𝑎𝑎𝑎 𝑓𝑓 (̅ 𝑠𝑠)
∞
Proof ∶ ℒ {𝐹𝐹(𝑡𝑡)} = ∫ 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝐹𝐹(𝑡𝑡)𝑑𝑑𝑑𝑑
0
𝑎𝑎 ∞
−𝑠𝑠𝑠𝑠
= ∫ 𝑒𝑒 𝐹𝐹(𝑡𝑡) 𝑑𝑑𝑑𝑑 + ∫ 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝐹𝐹(𝑡𝑡) 𝑑𝑑𝑑𝑑
0 𝑎𝑎
𝑎𝑎 ∞
= ∫ 𝑒𝑒 −𝑠𝑠𝑠𝑠 (0)𝑑𝑑𝑑𝑑 + ∫ 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑓𝑓(𝑡𝑡 − 𝑎𝑎) 𝑑𝑑𝑑𝑑
0 𝑎𝑎
∞
= ∫ 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑓𝑓(𝑡𝑡 − 𝑎𝑎) 𝑑𝑑𝑑𝑑
𝑎𝑎
∞
= ∫ 𝑒𝑒 −𝑠𝑠(𝑢𝑢+𝑎𝑎) 𝑓𝑓(𝑢𝑢) 𝑑𝑑𝑑𝑑, [ 𝑢𝑢 = 𝑡𝑡 − 𝑎𝑎 ]
0
∞
= 𝑒𝑒 −𝑎𝑎𝑎𝑎 ∫ 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑓𝑓(𝑢𝑢) 𝑑𝑑𝑑𝑑 = 𝑒𝑒 −𝑎𝑎𝑎𝑎 𝑓𝑓(̅ 𝑠𝑠)
0
𝒇𝒇(𝒕𝒕−𝒂𝒂) 𝒕𝒕>𝑎𝑎
𝒉𝒉𝒉𝒉𝒉𝒉𝒉𝒉𝒉𝒉, 𝓛𝓛 {𝑭𝑭(𝒕𝒕)} = 𝒆𝒆−𝒂𝒂𝒂𝒂 𝒇𝒇̅(𝒔𝒔). 𝒘𝒘𝒘𝒘𝒘𝒘𝒘𝒘𝒘𝒘 𝐅𝐅(𝐭𝐭) = { 𝟎𝟎 𝒕𝒕<𝑎𝑎

(𝒕𝒕−𝟏𝟏)𝟑𝟑 𝒕𝒕>1
𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬 𝟔𝟔: 𝐹𝐹𝐹𝐹𝐹𝐹𝐹𝐹 ℒ {𝐹𝐹(𝑡𝑡)} 𝑓𝑓𝑓𝑓𝑓𝑓 F(t) = { 𝟎𝟎 𝟎𝟎< 𝑡𝑡 <1

3!
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 ∶ Here 𝑓𝑓(𝑡𝑡) = 𝑡𝑡 3 , hence 𝑓𝑓 (̅ 𝑠𝑠) =
𝑠𝑠 4

127
APPLIED MATHEMATICS

3! 𝑒𝑒 −𝑠𝑠
𝐵𝐵𝐵𝐵 𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎 𝑡𝑡ℎ𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒 𝑎𝑎𝑎𝑎 𝑎𝑎 = 1, ℒ{𝐹𝐹(𝑡𝑡)} =
𝑠𝑠 4
𝒅𝒅𝒏𝒏
𝐈𝐈𝐈𝐈 . 𝐈𝐈𝐈𝐈 𝓛𝓛 {𝒇𝒇(𝒕𝒕)} = 𝒇𝒇̅(𝐬𝐬), 𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭 𝓛𝓛 {𝒕𝒕𝒏𝒏 𝒇𝒇(𝒕𝒕)} = (−𝟏𝟏)𝒏𝒏 𝒇𝒇̅(𝒔𝒔) , 𝒘𝒘𝒘𝒘𝒘𝒘𝒘𝒘𝒘𝒘 𝒏𝒏
𝒅𝒅𝒅𝒅𝒏𝒏
= 𝟏𝟏, 𝟐𝟐, 𝟑𝟑 …
𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻 𝒊𝒊𝒊𝒊 𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄 𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎 𝒃𝒃𝒃𝒃 𝒕𝒕𝒏𝒏
𝒅𝒅
𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂. 𝐓𝐓𝐓𝐓𝐓𝐓 𝐫𝐫𝐫𝐫𝐫𝐫𝐫𝐫𝐫𝐫𝐫𝐫𝐫𝐫𝐟𝐟 𝓛𝓛 {𝒕𝒕 𝒇𝒇(𝒕𝒕)} = − 𝒇𝒇̅(𝒔𝒔) = −𝒇𝒇′ (𝒔𝒔)
𝒅𝒅𝒅𝒅
𝒕𝒕𝒕𝒕𝒕𝒕 𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅 𝒐𝒐𝒐𝒐 𝒕𝒕𝒕𝒕𝒕𝒕 𝒕𝒕𝒕𝒕𝒕𝒕𝒕𝒕𝒕𝒕𝒕𝒕𝒕𝒕𝒕𝒕𝒕𝒕 𝒐𝒐𝒐𝒐 𝒂𝒂 𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇 𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄 𝒕𝒕𝒕𝒕
𝒕𝒕𝒕𝒕𝒕𝒕 𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎 𝒐𝒐𝒐𝒐 𝒕𝒕𝒕𝒕𝒕𝒕 𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇 𝒃𝒃𝒃𝒃 − 𝒕𝒕
𝑡𝑡
𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬 𝟕𝟕: 𝐹𝐹𝐹𝐹𝑛𝑛𝑑𝑑 ℒ {𝐹𝐹(𝑡𝑡)} 𝑓𝑓𝑓𝑓𝑓𝑓 (𝑖𝑖) 𝑠𝑠𝑠𝑠𝑠𝑠ℎ 𝑎𝑎𝑎𝑎 (𝑖𝑖𝑖𝑖)𝑡𝑡 2 cos 𝑎𝑎𝑎𝑎
2𝑎𝑎
sinh 𝑎𝑎𝑎𝑎 1 1
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 ∶ (𝑖𝑖)𝑓𝑓(𝑡𝑡) = , 𝑓𝑓(𝑠𝑠) =
2𝑎𝑎 2 𝑠𝑠 − 𝑎𝑎2
2

1 𝑑𝑑 1 1
∴ ℒ {𝑡𝑡 sinh 𝑎𝑎𝑎𝑎} = (−1) { . 2 }
2𝑎𝑎 𝑑𝑑𝑑𝑑 2 𝑠𝑠 − 𝑎𝑎2
1 −2𝑠𝑠
= (−1)
2 (𝑠𝑠 − 𝑎𝑎2 )2
2

𝑠𝑠
=
(𝑠𝑠 2 − 𝑎𝑎2 )2

𝑠𝑠
(𝑖𝑖𝑖𝑖)𝑓𝑓(𝑡𝑡) = cos 𝑎𝑎𝑎𝑎 , 𝒇𝒇̅(𝐬𝐬) =
𝑠𝑠 2 + 𝑎𝑎2
𝑑𝑑 2 𝑠𝑠
∴ ℒ {𝑡𝑡 2 cos 𝑎𝑎𝑎𝑎} = (−1)2 { }
𝑑𝑑𝑠𝑠 2 𝑠𝑠 2 + 𝑎𝑎2
2𝑠𝑠 (𝑠𝑠 2 − 3𝑎𝑎2 )
=
(𝑠𝑠 2 + 𝑎𝑎2 )3

𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬 𝟖𝟖: 𝐹𝐹𝐹𝐹𝐹𝐹𝐹𝐹 𝑡𝑡ℎ𝑒𝑒 𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝑜𝑜𝑜𝑜

(𝑖𝑖)𝑡𝑡 cos 𝑎𝑎𝑎𝑎 (𝑖𝑖𝑖𝑖)𝑡𝑡 2 sin 𝑎𝑎𝑎𝑎 (𝑖𝑖𝑖𝑖𝑖𝑖)𝑡𝑡 3 𝑒𝑒 −3𝑡𝑡 (𝑖𝑖𝑖𝑖)𝑡𝑡𝑒𝑒 −𝑡𝑡 sin 3𝑡𝑡
𝑠𝑠
𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺 ∶ (𝑖𝑖) 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 , ℒ(cos 𝑎𝑎𝑎𝑎 ) =
𝑠𝑠 2 + 𝑎𝑎2
𝑑𝑑 𝑠𝑠 (𝑠𝑠 2 + 𝑎𝑎2 − 𝑠𝑠. 2𝑠𝑠)
ℒ(t cos 𝑎𝑎𝑎𝑎 ) = − ( 2 ) = −
𝑑𝑑𝑑𝑑 𝑠𝑠 + 𝑎𝑎2 (𝑠𝑠 2 + 𝑎𝑎2 )

128
 Chapter 6: The Laplace Transform

( 𝑎𝑎2 − 𝑠𝑠 2 ) ( 𝑠𝑠 2 − 𝑎𝑎2 )
= − =
(𝑠𝑠 2 + 𝑎𝑎2 ) (𝑠𝑠 2 + 𝑎𝑎2 )
𝑎𝑎
(𝑖𝑖𝑖𝑖) 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 , ℒ(sin 𝑎𝑎𝑎𝑎 ) = 2
𝑠𝑠 + 𝑎𝑎2

2
𝑑𝑑 2 𝑎𝑎
2
ℒ(t sin 𝑎𝑎𝑎𝑎 ) = (−1) ( )
𝑑𝑑𝑑𝑑 2 𝑠𝑠 2 + 𝑎𝑎2

𝑑𝑑 −2𝑎𝑎𝑎𝑎 2𝑎𝑎 (3𝑠𝑠 2 − 𝑎𝑎2 )

= { 2 } =
𝑑𝑑𝑑𝑑 (𝑠𝑠 + 𝑎𝑎2 )2 (𝑠𝑠 2 + 𝑎𝑎2 )3
1
(𝑖𝑖𝑖𝑖𝑖𝑖) 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 , ℒ(𝑒𝑒 −3𝑡𝑡 ) =
𝑠𝑠 + 3
𝑑𝑑 3 1 (−1)3 . 3! 6
ℒ(t 3 𝑒𝑒 −3𝑡𝑡 ) = (−1)3 ( ) = =
3
𝑑𝑑𝑑𝑑 𝑠𝑠 + 3 (𝑠𝑠 + 3)3+1 (𝑠𝑠 + 3)4
3
(𝑖𝑖𝑖𝑖) 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 , ℒ(sin 3𝑡𝑡) =
𝑠𝑠 2 + 32

𝑑𝑑 𝑠𝑠 6𝑠𝑠
ℒ(𝑡𝑡 sin 3𝑡𝑡) = − ( 2 ) =
𝑑𝑑𝑑𝑑 𝑠𝑠 + 32 (𝑠𝑠 2 + 9)2
𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈 𝑠𝑠ℎ𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝, 𝑤𝑤𝑤𝑤 𝑔𝑔𝑔𝑔𝑔𝑔
6(𝑠𝑠 + 1) 6(𝑠𝑠 + 1)
ℒ(𝑒𝑒 −𝑡𝑡 𝑡𝑡 sin 3𝑡𝑡) = 2 2
= 2
[(𝑠𝑠 + 1) + 9] (𝑠𝑠 + 2𝑠𝑠 + 10)2
𝒇𝒇(𝒕𝒕)
𝐕𝐕 . 𝐈𝐈𝐈𝐈 𝓛𝓛 {𝒇𝒇(𝒕𝒕)} = 𝒇𝒇̅(𝐬𝐬), 𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭 𝓛𝓛 { }
𝒕𝒕
∞
𝒇𝒇(𝒕𝒕)
= ∫ 𝒇𝒇̅(𝒔𝒔)𝒅𝒅𝒅𝒅 , 𝒑𝒑𝒑𝒑𝒑𝒑𝒑𝒑𝒑𝒑𝒑𝒑𝒑𝒑𝒑𝒑 𝐥𝐥𝐥𝐥𝐥𝐥 𝒆𝒆𝒆𝒆𝒆𝒆𝒆𝒆𝒆𝒆𝒆𝒆
𝒕𝒕→+𝟎𝟎 𝒕𝒕
𝒔𝒔

𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻 𝒊𝒊𝒊𝒊 𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄 𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅 𝒃𝒃𝒃𝒃 𝒕𝒕

𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬 𝟗𝟗: 𝐹𝐹𝐹𝐹𝐹𝐹𝐹𝐹 𝑡𝑡ℎ𝑒𝑒 𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝑜𝑜𝑜𝑜
(1 − 𝑒𝑒 𝑡𝑡 ) cos 𝑎𝑎𝑎𝑎 − cos 𝑏𝑏𝑏𝑏
(𝑖𝑖) (𝑖𝑖𝑖𝑖) + 𝑡𝑡 sin 𝑎𝑎𝑎𝑎
𝑡𝑡 𝑡𝑡
1 1
𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺 ∶ (𝑖𝑖) 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 , ℒ(1 − 𝑒𝑒 𝑡𝑡 ) = ℒ(1) − ℒ(𝑒𝑒 𝑡𝑡 ) = −
𝑠𝑠 𝑠𝑠 − 1
∞
1 − 𝑒𝑒 𝑡𝑡 1 1
ℒ( )= ∫( − ) 𝑑𝑑𝑑𝑑 = |log 𝑠𝑠 − log(𝑠𝑠 − 1)|∞
0
𝑡𝑡 𝑠𝑠 𝑠𝑠 − 1
𝑠𝑠

129
APPLIED MATHEMATICS

𝑠𝑠 ∞ 1 𝑠𝑠 − 1
= |log ( )| = − log [ ] = log ( )
𝑠𝑠 − 1 0 1 − (1⁄𝑠𝑠) 𝑠𝑠

𝑠𝑠 𝑠𝑠
(𝑖𝑖𝑖𝑖) 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 , ℒ(cos 𝑎𝑎𝑎𝑎 − cos 𝑏𝑏𝑏𝑏 ) = −
𝑠𝑠 2 + 𝑎𝑎2 𝑠𝑠 2 + 𝑏𝑏 2
𝑠𝑠
𝑎𝑎𝑎𝑎𝑎𝑎 ℒ(sin 𝑎𝑎𝑎𝑎 ) =
𝑠𝑠 2 + 𝑎𝑎2
cos 𝑎𝑎𝑎𝑎 − cos 𝑏𝑏𝑏𝑏
∴ ℒ( ) + ℒ(t sin 𝑎𝑎𝑎𝑎 )
𝑡𝑡
∞
𝑠𝑠 𝑠𝑠 d 𝑠𝑠
=∫( − 2 ) 𝑑𝑑𝑑𝑑 − ( 2 )
𝑠𝑠 2 + 𝑎𝑎 2 𝑠𝑠 + 𝑏𝑏 2 ds 𝑠𝑠 + 𝑎𝑎2
s
∞
1 2 2)
1 2 2 )|
−2𝑠𝑠
= | log(𝑠𝑠 + 𝑎𝑎 − log(𝑠𝑠 + 𝑏𝑏 − a( 2 )
2 2 s (𝑠𝑠 + 𝑎𝑎2 )2
1 𝑠𝑠 2 + 𝑎𝑎2 1 𝑠𝑠 2 + 𝑎𝑎2 2𝑎𝑎𝑎𝑎
= lim log 2 2
− log 2 2
+ 2
2 s→∞ 𝑠𝑠 + 𝑏𝑏 2 𝑠𝑠 + 𝑏𝑏 (𝑠𝑠 + 𝑎𝑎2 )2
1 1+0 1 𝑠𝑠 2 + 𝑎𝑎2 2𝑎𝑎𝑎𝑎
= log ( ) − log ( 2 2
)+ 2
2 1+0 2 𝑠𝑠 + 𝑏𝑏 (𝑠𝑠 + 𝑎𝑎2 )2
1⁄
𝑠𝑠 2 + 𝑎𝑎2 2 2𝑎𝑎𝑎𝑎
= log ( 2 ) + −−−−−−
𝑠𝑠 + 𝑏𝑏 2 (𝑠𝑠 2 + 𝑎𝑎2 )2
− (log 1 = 0 )
𝐕𝐕𝐕𝐕 . 𝐈𝐈𝐈𝐈 𝓛𝓛 {𝒇𝒇(𝒕𝒕)} = 𝒇𝒇̅(𝐬𝐬), 𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭 𝓛𝓛 {𝒇𝒇(𝒂𝒂𝒂𝒂)}
𝟏𝟏 𝒔𝒔
= 𝒇𝒇̅ ( ) ( 𝑪𝑪𝑪𝑪𝑪𝑪𝑪𝑪𝑪𝑪𝑪𝑪 𝒐𝒐𝒐𝒐 𝒔𝒔𝒔𝒔𝒔𝒔𝒔𝒔𝒔𝒔 𝑷𝑷𝑷𝑷𝑷𝑷𝑷𝑷𝑷𝑷𝑷𝑷𝑷𝑷𝑷𝑷 )
𝒂𝒂 𝒂𝒂
8 + 12𝑠𝑠 − 2𝑠𝑠 2
𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬 𝟏𝟏𝟏𝟏: 𝐼𝐼𝐼𝐼 ℒ {𝑓𝑓(𝑡𝑡)} = , 𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓 ℒ {𝑓𝑓(2𝑡𝑡)}
(𝑠𝑠 2 + 4)2
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒: From above result ,
𝑠𝑠 𝑠𝑠 2
1 8 + 12 (2) − 2 (2)
ℒ {𝑓𝑓(2𝑡𝑡)} = 2
2 𝑠𝑠 2
{ ((2) + 4) }
4(16 + 12𝑠𝑠 − 𝑠𝑠 2 )
=
(𝑠𝑠 2 + 16)2
𝐕𝐕𝐕𝐕𝐕𝐕 . 𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓 𝐨𝐨𝐨𝐨 𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅
√𝑥𝑥
2 2
𝑊𝑊𝑊𝑊 𝑘𝑘𝑘𝑘𝑘𝑘𝑘𝑘 𝑒𝑒𝑒𝑒𝑒𝑒(√𝑥𝑥) = ∫ 𝑒𝑒 −𝑡𝑡 𝑑𝑑𝑑𝑑
√𝜋𝜋
𝑜𝑜

130
 Chapter 6: The Laplace Transform

1
ℒ{𝑒𝑒𝑒𝑒𝑒𝑒(√𝑡𝑡)} =
𝑠𝑠√𝑠𝑠 − 1

𝟔𝟔. 𝟒𝟒. 𝟑𝟑 𝐓𝐓𝐓𝐓𝐓𝐓 𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜 𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐫𝐫𝐞𝐞𝐞𝐞

𝐕𝐕𝐕𝐕𝐕𝐕. 𝐓𝐓𝐓𝐓𝐓𝐓 𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜 𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓 ∶
This theorem is useful to find a function F(t) whose
transform F̅(s)is not the transform of a known function , by expressing F̅(s) as the
products of two functions of each of which is the transform of aknown function. i. e.
F̅(s) = 𝑓𝑓1 (𝑠𝑠) 𝑓𝑓2 (𝑠𝑠)

𝑤𝑤ℎ𝑒𝑒𝑒𝑒𝑒𝑒 𝑓𝑓̅1 (𝑠𝑠) 𝑎𝑎𝑎𝑎𝑎𝑎 𝑓𝑓̅2 (𝑠𝑠) 𝑎𝑎𝑎𝑎𝑎𝑎 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝑜𝑜𝑜𝑜 𝑘𝑘𝑘𝑘𝑘𝑘𝑘𝑘𝑘𝑘 𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓 𝑓𝑓1 (𝑡𝑡) 𝑎𝑎𝑎𝑎𝑎𝑎 𝑓𝑓2 (𝑡𝑡)
𝑇𝑇ℎ𝑒𝑒 𝑡𝑡ℎ𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠 𝑡𝑡ℎ𝑎𝑎𝑎𝑎
𝒕𝒕

𝓛𝓛 {∫ 𝒇𝒇𝟏𝟏 (𝒕𝒕 − 𝒖𝒖)𝒇𝒇𝟐𝟐 (𝒖𝒖)𝒅𝒅𝒅𝒅} = 𝒇𝒇𝟏𝟏 (𝒔𝒔)𝒇𝒇𝟐𝟐 (𝒔𝒔) = ̅̅̅ ̅̅̅𝟐𝟐 (𝒔𝒔)
𝒇𝒇𝟏𝟏 (𝒔𝒔)𝒇𝒇
𝟎𝟎
𝒕𝒕

= 𝓛𝓛 [∫ 𝒇𝒇𝟏𝟏 (𝒖𝒖)𝒇𝒇𝟐𝟐 (𝒕𝒕 − 𝒖𝒖)𝒅𝒅𝒅𝒅]

𝟎𝟎

𝑇𝑇ℎ𝑖𝑖𝑖𝑖 𝑡𝑡ℎ𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒 𝑖𝑖𝑖𝑖 𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢 𝑡𝑡𝑡𝑡 𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓 𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡.

𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬 𝟏𝟏𝟏𝟏: 𝑉𝑉𝑉𝑉𝑉𝑉𝑉𝑉𝑉𝑉𝑉𝑉 𝑡𝑡ℎ𝑒𝑒 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 𝑡𝑡ℎ𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒 𝑓𝑓𝑓𝑓𝑓𝑓 ℎ𝑒𝑒 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝑜𝑜𝑜𝑜 𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓
𝑓𝑓1 (𝑡𝑡) = 𝑡𝑡, 𝑓𝑓2 (𝑡𝑡) = 𝑒𝑒 𝑎𝑎𝑎𝑎
1 1
𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺: 𝑓𝑓̅1 (𝑠𝑠) = 2
, 𝑓𝑓̅2 (𝑠𝑠) =
𝑠𝑠 𝑠𝑠 − 𝑎𝑎
1
∴ 𝑓𝑓̅1 (𝑠𝑠)𝑓𝑓̅2 (𝑠𝑠) =
𝑠𝑠 2 (𝑠𝑠 − 𝑎𝑎)
𝑡𝑡 𝑡𝑡

𝑁𝑁𝑁𝑁𝑁𝑁, ∫ 𝑓𝑓1 (𝑢𝑢)𝑓𝑓2 (𝑡𝑡 − 𝑢𝑢)𝑑𝑑𝑑𝑑 = ∫ 𝑢𝑢. 𝑒𝑒 𝑎𝑎(𝑡𝑡−𝑢𝑢) 𝑑𝑑𝑑𝑑

0 0

𝑢𝑢 𝑎𝑎(𝑡𝑡−𝑢𝑢) 1 𝑎𝑎(𝑡𝑡−𝑢𝑢) 𝑡𝑡
= [− 𝑒𝑒 − 2 𝑒𝑒 ]
𝑎𝑎 𝑎𝑎 0

1 𝑎𝑎𝑎𝑎
= [𝑒𝑒 − 𝑎𝑎𝑎𝑎 − 1]
𝑎𝑎2
𝑡𝑡
1 𝑎𝑎𝑎𝑎
∴ 𝓛𝓛 {∫ 𝑓𝑓1 (𝑢𝑢)𝑓𝑓2 (𝑡𝑡 − 𝑢𝑢)𝑑𝑑𝑑𝑑} = 𝓛𝓛 { [𝑒𝑒 − 𝑎𝑎𝑎𝑎 − 1]}
𝑎𝑎2
0

131
APPLIED MATHEMATICS

1 1 𝑎𝑎 1
= 2
[ − 2− ]
𝑎𝑎 𝑠𝑠 − 𝑎𝑎 𝑠𝑠 𝑠𝑠
1
= = 𝑓𝑓̅1 (𝑠𝑠)𝑓𝑓̅2 (𝑠𝑠)
𝑠𝑠 2 (𝑠𝑠 − 𝑎𝑎)
𝟔𝟔. 𝟒𝟒. 𝟒𝟒 𝑳𝑳𝑳𝑳𝑳𝑳𝑳𝑳𝑳𝑳𝑳𝑳𝑳𝑳 𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻 𝒐𝒐𝒐𝒐 𝒂𝒂𝒂𝒂 𝑰𝑰𝑰𝑰𝑰𝑰𝑰𝑰𝑰𝑰𝑰𝑰𝑰𝑰𝑰𝑰
𝐵𝐵𝐵𝐵 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑 ,
𝑡𝑡 ∞ 𝑡𝑡
−𝑠𝑠𝑠𝑠
𝓛𝓛 {∫ 𝑓𝑓 (𝑢𝑢)𝑑𝑑𝑑𝑑} = ∫ 𝑒𝑒 [∫ 𝑓𝑓 (𝑢𝑢)𝑑𝑑𝑑𝑑] 𝑑𝑑𝑑𝑑 − − − − − − − − − (𝑖𝑖 )
0 0 0

𝑡𝑡
𝑑𝑑
𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑒𝑒 [∫ 𝑓𝑓 (𝑢𝑢)𝑑𝑑𝑑𝑑] = 𝑓𝑓(𝑡𝑡),
𝑑𝑑𝑑𝑑
0

𝑤𝑤𝑤𝑤 𝑔𝑔𝑔𝑔𝑔𝑔 𝑏𝑏𝑏𝑏 𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖 𝑏𝑏𝑏𝑏 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 , 𝑡𝑡ℎ𝑒𝑒 𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟 (𝑖𝑖)𝑎𝑎𝑎𝑎

𝑡𝑡 𝑡𝑡 ∞ ∞
1 1
ℒ {∫ 𝑓𝑓 (𝑢𝑢)𝑑𝑑𝑑𝑑} = [− 𝑒𝑒 −𝑠𝑠𝑠𝑠 ∫ 𝑓𝑓 (𝑢𝑢)𝑑𝑑𝑑𝑑] + ∫ 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑓𝑓 (𝑡𝑡)𝑑𝑑𝑑𝑑
𝑠𝑠 𝑠𝑠
0 0 𝟎𝟎 0

1
̅
= 𝑓𝑓(𝑠𝑠)
𝑠𝑠
𝒕𝒕
𝟏𝟏
𝑇𝑇ℎ𝑢𝑢𝑢𝑢 , 𝓛𝓛 {∫ 𝒇𝒇 (𝒖𝒖)𝒅𝒅𝒅𝒅} = 𝒇𝒇̅(𝒔𝒔)
𝒔𝒔
𝟎𝟎

𝑖𝑖. 𝑒𝑒. 𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓 𝑖𝑖𝑖𝑖 𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖 𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜 ( 0, 𝑡𝑡)𝑡𝑡ℎ𝑒𝑒 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝑜𝑜𝑜𝑜 𝑡𝑡ℎ𝑒𝑒 𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖 𝑖𝑖𝑖𝑖
𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜 𝑏𝑏𝑏𝑏 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑 𝑡𝑡ℎ𝑒𝑒 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝑜𝑜𝑜𝑜 𝑡𝑡ℎ𝑒𝑒 𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓 𝑏𝑏𝑏𝑏 𝑠𝑠 .

𝑶𝑶𝑶𝑶
𝑡𝑡
1
𝐼𝐼𝐼𝐼 ℒ(𝑡𝑡) = 𝑓𝑓(̅ 𝑠𝑠), 𝑡𝑡ℎ𝑒𝑒𝑒𝑒 ℒ {∫ 𝑓𝑓 (𝑢𝑢)𝑑𝑑𝑑𝑑} = 𝑓𝑓(̅ 𝑠𝑠),
𝑠𝑠
0

𝑡𝑡

𝐿𝐿𝐿𝐿𝐿𝐿 ∅(𝑡𝑡) = ∫ 𝑓𝑓 (𝑢𝑢)𝑑𝑑𝑑𝑑 , 𝑡𝑡ℎ𝑒𝑒𝑒𝑒 ∅′ (𝑡𝑡) = 𝑓𝑓(𝑡𝑡)𝑎𝑎𝑎𝑎𝑎𝑎 ∅(0) = 0

0

̅(𝑠𝑠) − ∅(0)
∴ ℒ{∅′ (𝑡𝑡)} = 𝑠𝑠 ∅
𝑡𝑡
1 1
̅(𝑠𝑠) = ℒ{∅′ (𝑡𝑡)} 𝑖𝑖. 𝑒𝑒. ℒ {∫ 𝑓𝑓 (𝑢𝑢)𝑑𝑑𝑑𝑑} = 𝑓𝑓 (̅ 𝑠𝑠)
𝑂𝑂𝑂𝑂 ∅
𝑠𝑠 𝑠𝑠
0

132
 Chapter 6: The Laplace Transform

𝑡𝑡
1
𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬 𝟏𝟏𝟏𝟏: 𝑉𝑉𝑉𝑉𝑉𝑉𝑉𝑉𝑉𝑉𝑉𝑉 ℒ {∫ 𝑢𝑢2 𝑒𝑒 −𝑢𝑢 𝑑𝑑𝑑𝑑} = 𝓛𝓛{𝑡𝑡 2 𝑒𝑒 −𝑡𝑡 }
𝑠𝑠
0

𝑡𝑡

𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺: ∫ 𝑢𝑢2 𝑒𝑒 −𝑢𝑢 𝑑𝑑𝑑𝑑 = [−(𝑢𝑢2 + 2𝑢𝑢 + 2)𝑒𝑒 −𝑢𝑢 ]𝒕𝒕𝟎𝟎

0

= 2 − (𝑡𝑡 2 + 2𝑡𝑡 + 2)𝑒𝑒 −𝑡𝑡

𝑡𝑡

∴ ℒ {∫ 𝑢𝑢2 𝑒𝑒 −𝑢𝑢 𝑑𝑑𝑑𝑑}

0
= 𝓛𝓛{2 − (𝑡𝑡 2 + 2𝑡𝑡 + 2)𝑒𝑒 −𝑡𝑡 } − − − − − − − − − −(𝒊𝒊)
𝑑𝑑 2 1 2
ℒ(𝑡𝑡 2 𝑒𝑒 −𝑡𝑡 ) = (−1)2 ( )=
2
𝑑𝑑𝑠𝑠 𝑠𝑠 + 1 (𝑠𝑠 + 1)3

𝑑𝑑 1 2
ℒ(2𝑡𝑡𝑒𝑒 −𝑡𝑡 ) = 2. (−1) ( )=
𝑑𝑑𝑑𝑑 𝑠𝑠 + 1 (𝑠𝑠 + 1)2
∴ From (i), we get
𝑡𝑡
2 2 2 2
ℒ {∫ 𝑢𝑢2 𝑒𝑒 −𝑢𝑢 𝑑𝑑𝑑𝑑} = − [ + + ]
𝑠𝑠 (𝑠𝑠 + 1) 3 (𝑠𝑠 + 1)2 (𝑠𝑠 + 1)1
0

2 1
= = ℒ{𝑡𝑡 2 𝑒𝑒 −𝑡𝑡 }
𝑠𝑠(𝑠𝑠 + 1)3 𝑠𝑠

𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬 𝟏𝟏𝟏𝟏: 𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸 𝑡𝑡ℎ𝑒𝑒 𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓:

∞ ∞
sin 𝑚𝑚𝑚𝑚
(𝑖𝑖) ∫ 𝑡𝑡𝑒𝑒 −3𝑡𝑡 sin 𝑡𝑡 𝑑𝑑𝑑𝑑 (𝑖𝑖𝑖𝑖) ∫ 𝑑𝑑𝑑𝑑
𝑡𝑡
0 0
∞ 𝑡𝑡
cos 𝑎𝑎𝑎𝑎 − cos 𝑏𝑏𝑏𝑏 e−t sin 𝑡𝑡
(𝑖𝑖𝑖𝑖𝑖𝑖) ∫ 𝑒𝑒 𝑡𝑡 ( ) 𝑑𝑑𝑑𝑑 (𝑖𝑖𝑖𝑖)ℒ {∫ 𝑑𝑑𝑑𝑑 }
𝑡𝑡 𝑡𝑡
0 0
∞ ∞

𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺 ∶ (𝑖𝑖) ∫ 𝑡𝑡𝑒𝑒 −3𝑡𝑡 sin 𝑡𝑡 𝑑𝑑𝑑𝑑 = ∫ 𝑡𝑡𝑒𝑒 −𝑠𝑠𝑠𝑠 (𝑡𝑡 sin 𝑡𝑡) 𝑑𝑑𝑑𝑑 𝑤𝑤ℎ𝑒𝑒𝑒𝑒𝑒𝑒 𝑠𝑠 = 3
0 0
= ℒ(𝑡𝑡 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠 ), 𝑏𝑏𝑏𝑏 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑
𝑑𝑑 1
= (−1) ( 2 )
𝑑𝑑𝑑𝑑 𝑠𝑠 + 1

133
APPLIED MATHEMATICS

2𝑠𝑠 2×3 3
= = 2 =
(𝑠𝑠 2 + 1) 2 (3 + 1) 2 50
∞
sin 𝑚𝑚𝑚𝑚
(𝑖𝑖𝑖𝑖) ∫ 𝑑𝑑𝑑𝑑
𝑡𝑡
0
𝑚𝑚
ℒ(sin 𝑚𝑚𝑚𝑚 ) = = 𝑓𝑓(𝑠𝑠) , ( 𝑠𝑠𝑠𝑠𝑠𝑠 )
(𝑠𝑠 2 + 𝑚𝑚2 )
∞ ∞
sin 𝑚𝑚𝑚𝑚 𝑚𝑚 𝑑𝑑𝑑𝑑 −1
𝑠𝑠 ∞
ℒ( ) = ∫ 𝑓𝑓(𝑠𝑠)𝑑𝑑𝑑𝑑 = ∫ 2 = |𝑡𝑡𝑡𝑡𝑡𝑡 |
𝑡𝑡 𝑠𝑠 + 𝑚𝑚2 𝑚𝑚 𝑠𝑠
𝑠𝑠 𝑠𝑠
∞
sin 𝑚𝑚𝑚𝑚 𝝅𝝅 𝑠𝑠
𝑶𝑶𝑶𝑶 𝑏𝑏𝑏𝑏 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑 ∫ 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑑𝑑𝑑𝑑 = − 𝑡𝑡𝑡𝑡𝑡𝑡 −1
𝑡𝑡 𝟐𝟐 𝑚𝑚
0
−1
𝑁𝑁𝑁𝑁𝑁𝑁 , lim 𝑡𝑡𝑡𝑡𝑡𝑡 (𝑠𝑠⁄𝑚𝑚) = 0 𝑖𝑖𝑖𝑖 𝑚𝑚 > 0 𝑜𝑜𝑜𝑜 𝜋𝜋 𝑖𝑖𝑖𝑖 𝑚𝑚 < 0
𝑠𝑠→0
𝑇𝑇ℎ𝑢𝑢𝑢𝑢 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙 𝑎𝑎𝑎𝑎 𝑠𝑠 → 0, 𝑤𝑤𝑤𝑤 𝑔𝑔𝑔𝑔𝑔𝑔
∞
sin 𝑚𝑚𝑚𝑚 𝜋𝜋
∫ 𝑑𝑑𝑑𝑑 = 𝑖𝑖𝑖𝑖 𝑚𝑚 > 0 𝑜𝑜𝑜𝑜 − 𝜋𝜋⁄2 𝑖𝑖𝑖𝑖 𝑚𝑚 < 0
𝑡𝑡 2
0
∞
cos 𝑎𝑎𝑎𝑎 − cos 𝑏𝑏𝑏𝑏
(𝑖𝑖𝑖𝑖𝑖𝑖) ∫ 𝑒𝑒 𝑡𝑡 ( ) 𝑑𝑑𝑑𝑑
𝑡𝑡
0
𝑠𝑠 𝑠𝑠
𝑊𝑊𝑊𝑊 𝑘𝑘𝑛𝑛𝑛𝑛𝑛𝑛 𝑡𝑡ℎ𝑎𝑎𝑎𝑎 ℒ(cos 𝑎𝑎𝑎𝑎 ) = , ℒ(cos 𝑏𝑏𝑏𝑏 ) =
(𝑠𝑠 2 + 𝑎𝑎2 ) (𝑠𝑠 2 + 𝑏𝑏 2 )
∞
cos 𝑎𝑎𝑎𝑎 − cos 𝑏𝑏𝑏𝑏 𝑠𝑠 𝑠𝑠
ℒ( )=∫( 2 − ) 𝑑𝑑𝑑𝑑
𝑡𝑡 (𝑠𝑠 + 𝑎𝑎2 ) (𝑠𝑠 2 + 𝑏𝑏 2 )
𝑠𝑠
∞
1 𝑠𝑠 2 + 𝑎𝑎2 1 𝑠𝑠 2 + 𝑏𝑏 2
= {𝑙𝑙𝑙𝑙𝑙𝑙 ( 2 )} = 𝑙𝑙𝑙𝑙𝑙𝑙 ( )
2 𝑠𝑠 + 𝑏𝑏 2 𝑠𝑠 2 𝑠𝑠 2 + 𝑎𝑎2
∞
cos 𝑎𝑎𝑎𝑎 − cos 𝑏𝑏𝑏𝑏 1 𝑠𝑠 2 + 𝑏𝑏 2
𝑇𝑇ℎ𝑖𝑖𝑖𝑖 𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖 ∫ 𝑒𝑒 −𝑠𝑠𝑠𝑠 ( ) 𝑑𝑑𝑑𝑑 = 𝑙𝑙𝑙𝑙𝑙𝑙 ( 2 )
𝑡𝑡 2 𝑠𝑠 + 𝑎𝑎2
0
∞
cos 𝑎𝑎𝑎𝑎 − cos 𝑏𝑏𝑏𝑏
𝑇𝑇𝑇𝑇𝑇𝑇𝑇𝑇𝑇𝑇𝑇𝑇 𝑠𝑠 = 1 , 𝑤𝑤𝑤𝑤 𝑔𝑔𝑔𝑔𝑔𝑔 ∫ 𝑒𝑒 −𝑡𝑡 ( ) 𝑑𝑑𝑑𝑑
𝑡𝑡
0
1 1 + 𝑏𝑏 2
= 𝑙𝑙𝑙𝑙𝑙𝑙 ( )
2 1 + 𝑎𝑎2
𝑡𝑡
e−t sin 𝑡𝑡
(𝑖𝑖𝑖𝑖)ℒ {∫ 𝑑𝑑𝑑𝑑 }
𝑡𝑡
0
∞
sin 𝑡𝑡 𝑑𝑑𝑑𝑑 𝜋𝜋
𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 ℒ ( )= ∫ 2 = 𝑡𝑡𝑡𝑡𝑡𝑡−1 𝑠𝑠 = − 𝑡𝑡𝑡𝑡𝑡𝑡−1 𝑠𝑠 = 𝑐𝑐𝑐𝑐𝑐𝑐 −1 𝑠𝑠
𝑡𝑡 𝑠𝑠 + 1 2
0

134
 Chapter 6: The Laplace Transform

sin 𝑡𝑡
ℒ {𝑒𝑒 𝑡𝑡 ( )}
𝑡𝑡
= 𝑐𝑐𝑐𝑐𝑐𝑐 −1 (𝑠𝑠 − 1) − − − − − 𝑏𝑏𝑏𝑏 𝑠𝑠ℎ𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝
𝑡𝑡
sin 𝑡𝑡 1
ℒ [∫ {𝑒𝑒 𝑡𝑡 ( )} 𝑑𝑑𝑑𝑑 ] = 𝑐𝑐𝑐𝑐𝑐𝑐 −1 (𝑠𝑠 − 1)
𝑡𝑡 𝑠𝑠
0

𝟔𝟔. 𝟒𝟒. 𝟓𝟓 𝑳𝑳𝑳𝑳𝑳𝑳𝑳𝑳𝑳𝑳𝑳𝑳𝑳𝑳 𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻 𝒐𝒐𝒐𝒐 𝑫𝑫𝑫𝑫𝑫𝑫𝑫𝑫𝑫𝑫𝑫𝑫𝑫𝑫𝑫𝑫𝑫𝑫𝑫𝑫

We can express the transform of any derivative of the function f(t)interms of
the function itself and in term of the values of the lower order derivative of 
the function at t = 0
( i. e. values approached by the derivatives as t → 0 from positive values).
If ℒ [𝑓𝑓(𝑡𝑡)] = 𝑓𝑓 (̅ s)and f(t)is continuous and is of exponential order s0
[𝑖𝑖. 𝑒𝑒. lim 𝑒𝑒 −𝑚𝑚𝑚𝑚 𝑓𝑓(𝑚𝑚) = 0 , 𝑓𝑓𝑓𝑓𝑓𝑓 𝑠𝑠 > s0 ] , 𝑡𝑡ℎ𝑒𝑒𝑒𝑒 𝓛𝓛 {𝒇𝒇′ (𝒕𝒕)} = 𝒔𝒔𝒇𝒇̅(𝒔𝒔) − 𝒇𝒇(𝟎𝟎)
𝑚𝑚→∞
𝑊𝑊ℎ𝑒𝑒𝑒𝑒𝑒𝑒 𝑓𝑓(0)𝑖𝑖𝑖𝑖 𝑡𝑡ℎ𝑒𝑒 𝑣𝑣𝑣𝑣𝑣𝑣𝑣𝑣𝑣𝑣 𝑜𝑜𝑜𝑜 𝑓𝑓(𝑡𝑡) 𝑎𝑎𝑎𝑎 𝑡𝑡 = 0.
𝓛𝓛 {𝒇𝒇′ (𝒕𝒕)} = 𝒔𝒔𝒇𝒇̅(𝒔𝒔) − 𝒇𝒇(𝟎𝟎) − − − − − − − − − − − (𝑰𝑰 )
𝑪𝑪𝑪𝑪𝑪𝑪𝑪𝑪𝑪𝑪𝑪𝑪𝑪𝑪𝑪𝑪𝑪𝑪 ∶ −
𝐼𝐼𝐼𝐼 ℒ {𝑓𝑓(𝑡𝑡)} = 𝑓𝑓 (̅ 𝑠𝑠) 𝑡𝑡ℎ𝑒𝑒𝑒𝑒 ℒ {𝑓𝑓 ′ ′(𝑡𝑡)} = 𝑠𝑠 2 𝑓𝑓(̅ 𝑠𝑠) − 𝑠𝑠𝑠𝑠(0) − 𝑓𝑓 ′ (0)
𝐿𝐿𝐿𝐿𝐿𝐿 𝐹𝐹(𝑡𝑡) = 𝑓𝑓 ′ (𝑡𝑡) 𝑡𝑡ℎ𝑒𝑒𝑒𝑒
ℒ {𝑓𝑓 ′ ′(𝑡𝑡)} = ℒ {𝐹𝐹 ′ (𝑡𝑡)}
= 𝑠𝑠 ℒ {𝐹𝐹(𝑡𝑡)} − 𝐹𝐹(0) − − − − − −𝑏𝑏𝑏𝑏 (𝑰𝑰 )
= 𝑠𝑠 ℒ {𝑓𝑓 ′ (𝑡𝑡)} − 𝑓𝑓 ′ (0)
= 𝑠𝑠 [ 𝑓𝑓(̅ 𝑠𝑠) − 𝑓𝑓(0)] − 𝑓𝑓 ′ (0) − − − − − −𝑏𝑏𝑏𝑏 (𝑰𝑰 )
= 𝑠𝑠 2 𝑓𝑓 (̅ 𝑠𝑠) − 𝑠𝑠𝑠𝑠(0)– 𝑓𝑓 ′ (0) − − − − − −𝑏𝑏𝑏𝑏 (𝑰𝑰 )
𝐵𝐵𝐵𝐵 𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢 𝑚𝑚𝑚𝑚𝑚𝑚ℎ𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒 𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖 , 𝑤𝑤𝑤𝑤 𝑐𝑐𝑐𝑐𝑐𝑐 𝑠𝑠ℎ𝑜𝑜𝑜𝑜 𝑡𝑡ℎ𝑎𝑎𝑎𝑎

6.5 Additional Problems

𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬 𝟏𝟏𝟏𝟏: 𝐹𝐹𝐹𝐹𝐹𝐹𝐹𝐹 𝑡𝑡ℎ𝑒𝑒 𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝑜𝑜𝑜𝑜 𝑒𝑒𝑒𝑒𝑒𝑒ℎ 𝑜𝑜𝑜𝑜 𝑡𝑡ℎ𝑒𝑒 𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓 𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓
(𝑖𝑖) cos 𝑡𝑡 cos 2𝑡𝑡 (𝑖𝑖𝑖𝑖) 𝑡𝑡 2 − 3𝑡𝑡 + 5 (𝑖𝑖𝑖𝑖𝑖𝑖) 𝑡𝑡 2 sin 𝑎𝑎𝑎𝑎 (𝑖𝑖𝑖𝑖)𝑒𝑒 4𝑡𝑡 𝑐𝑐𝑐𝑐𝑐𝑐ℎ 5𝑡𝑡
1
𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺 ∶ (𝑖𝑖) ℒ {cos 𝑡𝑡 cos 2𝑡𝑡} = ℒ { (cos 3𝑡𝑡 + cos 𝑡𝑡 )}
2
1
= {ℒ (cos 3𝑡𝑡 ) + ℒ (cos 𝑡𝑡 )}
2

135
APPLIED MATHEMATICS

1 𝑠𝑠 𝑠𝑠
= { 2 2
+ 2 }
2 𝑠𝑠 + (3) 𝑠𝑠 + (1)2
𝑠𝑠 ( 𝑠𝑠 2 + 5 )
= { }
(𝑠𝑠 2 + 1) (𝑠𝑠 2 + 9)
(𝑖𝑖𝑖𝑖) ℒ { 𝑡𝑡 2 − 3𝑡𝑡 + 5 }
(𝑛𝑛 − 1)!
𝑊𝑊𝑊𝑊 𝑘𝑘𝑘𝑘𝑘𝑘𝑘𝑘 , ℒ{𝑡𝑡 𝑛𝑛−1 } =
𝑠𝑠 𝑛𝑛
2! 2
ℒ{𝑡𝑡 2 } = 3
= 3 , 𝑛𝑛 = 3
𝑠𝑠 𝑠𝑠
1! 1
ℒ{𝑡𝑡} = 2 = 2 , 𝑛𝑛 = 2
𝑠𝑠 𝑠𝑠
1
ℒ{𝑡𝑡 2 } = , 𝑛𝑛 = 1
𝑠𝑠
∴ ℒ { 𝑡𝑡 2 − 3𝑡𝑡 + 5 } = ℒ (𝑡𝑡 2 ) − 3ℒ(𝑡𝑡) + 5ℒ(1)
2 3 5 5𝑠𝑠 2 − 3𝑠𝑠 + 2
= − + =
𝑠𝑠 3 𝑠𝑠 2 𝑠𝑠 𝑠𝑠 3
(𝑖𝑖𝑖𝑖𝑖𝑖) 𝑡𝑡 2 sin 𝑎𝑎𝑎𝑎
𝑑𝑑2 𝑠𝑠 2𝑎𝑎(3𝑠𝑠 2 − 𝑎𝑎2 )
ℒ {𝑡𝑡 2 sin 𝑎𝑎𝑎𝑎 } = (−12 ) . { } =
𝑑𝑑𝑑𝑑 2 𝑠𝑠 2 + 𝑎𝑎2 (𝑠𝑠 2 + 𝑎𝑎2 )3
(𝑖𝑖𝑖𝑖) 𝑒𝑒 4𝑡𝑡 𝑐𝑐𝑜𝑜𝑜𝑜ℎ 5𝑡𝑡
𝑠𝑠 − 4 𝑠𝑠 − 4
ℒ {𝑒𝑒 4𝑡𝑡 𝑐𝑐𝑐𝑐𝑐𝑐ℎ 5𝑡𝑡 } = 2 2
= 2
(𝑠𝑠 − 4) − 5 𝑠𝑠 − 8𝑠𝑠 − 9

cos(𝑡𝑡−𝛼𝛼) , 𝑡𝑡>𝛼𝛼
𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬 𝟏𝟏𝟏𝟏: 𝐹𝐹𝐹𝐹𝐹𝐹𝐹𝐹 ℒ{𝑓𝑓(𝑡𝑡)}, 𝑖𝑖𝑖𝑖 𝑓𝑓(𝑡𝑡) = { 0 ,< 𝛼𝛼

𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺 ∶ 𝐵𝐵𝐵𝐵 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑 ,

∞

ℒ{𝑓𝑓(𝑡𝑡)} = ∫ 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑓𝑓(𝑡𝑡)𝑑𝑑𝑑𝑑

0
𝛼𝛼 ∞

= ∫ 𝑒𝑒 −𝑠𝑠𝑠𝑠 (0)𝑑𝑑𝑑𝑑 + ∫ 𝑒𝑒 −𝑠𝑠𝑠𝑠 cos ( 𝑡𝑡 − 𝛼𝛼) 𝑑𝑑𝑑𝑑

0 𝛼𝛼
∞

= ∫ 𝑒𝑒 −𝑠𝑠(𝑢𝑢+ 𝛼𝛼) cos 𝑢𝑢 𝑑𝑑𝑑𝑑 [ 𝑤𝑤ℎ𝑒𝑒𝑒𝑒𝑒𝑒 (𝑢𝑢 = 𝑡𝑡 − 𝛼𝛼)]

0
∞

= 𝑒𝑒 −𝛼𝛼𝛼𝛼 ∫ 𝑒𝑒 −𝑠𝑠𝑠𝑠 cos 𝑢𝑢 𝑑𝑑𝑑𝑑

0
𝑠𝑠
= 𝑒𝑒 −𝛼𝛼𝛼𝛼 ℒ{cos 𝑢𝑢} = 𝑒𝑒 −𝑠𝑠𝑠𝑠
𝑠𝑠 2 +1

136
 Chapter 6: The Laplace Transform

𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬 𝟏𝟏𝟏𝟏: 𝑭𝑭𝑭𝑭𝑭𝑭𝑭𝑭 𝒕𝒕𝒕𝒕𝒕𝒕 𝒍𝒍𝒍𝒍𝒍𝒍𝒍𝒍𝒍𝒍𝒍𝒍𝒍𝒍 𝒕𝒕𝒕𝒕𝒕𝒕𝒕𝒕𝒕𝒕𝒕𝒕𝒕𝒕𝒓𝒓𝒓𝒓 𝒐𝒐𝒐𝒐 𝒆𝒆𝒆𝒆𝒆𝒆𝒆𝒆 𝒐𝒐𝒐𝒐 𝒕𝒕𝒕𝒕𝒕𝒕
𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇 𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇𝒇

(𝑖𝑖) 𝑡𝑡 5⁄2 (𝑖𝑖𝑖𝑖) 𝑒𝑒 −3𝑡𝑡 𝑡𝑡 −1⁄2 (𝑖𝑖𝑖𝑖𝑖𝑖) erf √𝑡𝑡

𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺 ∶ (𝑖𝑖) 𝑡𝑡 5⁄2

(𝑛𝑛 + 1)!
𝑤𝑤𝑤𝑤 ℎ𝑎𝑎𝑎𝑎𝑎𝑎 ℒ(𝑡𝑡 𝑛𝑛 ) =
𝑠𝑠 𝑛𝑛+1

5⁄2
(7⁄2)! 15 (1⁄2)! 15 𝜋𝜋
ℒ(𝑡𝑡 )= 7⁄ = = √
𝑠𝑠 2 8 𝑠𝑠 7⁄2 8 𝑠𝑠 7

(𝑖𝑖𝑖𝑖) 𝑒𝑒 −3𝑡𝑡 𝑡𝑡 −1⁄2

−1⁄2
(1⁄2)! 𝜋𝜋
ℒ(𝑡𝑡 )= 1 = √
𝑠𝑠 ⁄2 𝑠𝑠
𝜋𝜋
∴ ℒ(𝑒𝑒 −3𝑡𝑡 𝑡𝑡 −1⁄2 ) = √
𝑠𝑠 + 3
(𝑖𝑖𝑖𝑖𝑖𝑖) erf √𝑡𝑡

𝐵𝐵𝐵𝐵 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑 𝑜𝑜𝑜𝑜 𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒 𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓

√𝑡𝑡
2 2
𝑒𝑒𝑒𝑒𝑒𝑒(√𝑡𝑡) = ∫ 𝑒𝑒 −𝑥𝑥 𝑑𝑑𝑑𝑑
√𝜋𝜋
𝑜𝑜
𝑡𝑡
1 −1⁄
= ∫ 𝑢𝑢 2 𝑒𝑒 −𝑢𝑢 𝑑𝑑𝑑𝑑 [ 𝑥𝑥 2 = 𝑢𝑢 ]
√𝜋𝜋
0

𝑡𝑡
1 −1⁄
ℒ{𝑒𝑒𝑒𝑒𝑒𝑒(√𝑡𝑡)} = ℒ {∫ 𝑢𝑢 2 𝑒𝑒 −𝑢𝑢 𝑑𝑑𝑑𝑑 }
√𝜋𝜋
0

1 1 −1
= ℒ {𝑢𝑢 ⁄2 𝑒𝑒 −𝑢𝑢 𝑑𝑑𝑑𝑑 } − 𝐿𝐿𝐿𝐿𝐿𝐿. 𝑇𝑇𝑇𝑇𝑇𝑇. 𝑜𝑜𝑜𝑜 𝐼𝐼𝐼𝐼𝐼𝐼𝐼𝐼𝐼𝐼𝐼𝐼𝐼𝐼𝐼𝐼𝐼𝐼
√𝜋𝜋 𝑠𝑠

1 1 (1⁄2)! 1
= 1 =
√𝜋𝜋 𝑠𝑠 (𝑠𝑠 − 1) ⁄2 𝑠𝑠√𝑠𝑠 − 1

𝑡𝑡 1 1 1
𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬 17: 𝐺𝐺𝐺𝐺𝐺𝐺𝐺𝐺𝐺𝐺 ℒ {2√ } = 3 𝑠𝑠ℎ𝑜𝑜𝑜𝑜 𝑡𝑡ℎ𝑎𝑎𝑎𝑎 ℒ { }=
𝜋𝜋 𝑠𝑠 ⁄2 √𝜋𝜋𝜋𝜋 √𝑠𝑠

137
APPLIED MATHEMATICS

𝑡𝑡
𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺 ∶ 𝐿𝐿𝐿𝐿𝐿𝐿 𝑓𝑓(𝑡𝑡) = 2√
𝜋𝜋

2 1 −1⁄ 1
∴ 𝐹𝐹 ′ (𝑡𝑡) = 𝑡𝑡 2 =
√𝜋𝜋 2 √𝜋𝜋𝜋𝜋
1
∴ ℒ(𝑓𝑓 ′ (𝑡𝑡)) = ℒ
√𝜋𝜋
= 𝑠𝑠 𝑓𝑓(̅ 𝑠𝑠) − 𝑓𝑓(0) − − − −𝐿𝐿𝐿𝐿𝐿𝐿. 𝑇𝑇𝑇𝑇𝑇𝑇. 𝑜𝑜𝑜𝑜 𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷

𝑡𝑡 1 1
= 𝑠𝑠ℒ {2√ } = 𝑠𝑠. 3
𝜋𝜋 𝑠𝑠 ⁄2= √𝑠𝑠
∞

𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬 18: 𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸𝐸 ∫ 𝑡𝑡 𝑒𝑒 −3𝑡𝑡 sin 𝑡𝑡 𝑑𝑑𝑑𝑑

0
∞ ∞
−3𝑡𝑡
𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺 ∶ ∫ 𝑡𝑡 𝑒𝑒 sin 𝑡𝑡 𝑑𝑑𝑑𝑑 = ∫ 𝑒𝑒 −𝑠𝑠𝑠𝑠 ( 𝑡𝑡 sin 𝑡𝑡 ) 𝑑𝑑𝑑𝑑 ( 𝑤𝑤ℎ𝑒𝑒𝑒𝑒𝑒𝑒 𝑠𝑠 = 3 )
0 0

= ℒ { 𝑡𝑡 sin 𝑡𝑡 } − 𝑏𝑏𝑏𝑏 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑

𝑑𝑑 1
= (−1) { 2 }
𝑑𝑑𝑑𝑑 𝑠𝑠 + 1
2𝑠𝑠
=
(𝑠𝑠 2 + 1)2
2∗3 3
= = [ 𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟 𝑠𝑠 = 3 ]
((3)2 + 1)2 50

6.6 Exercise
1. Obtain the Laplace Transform of each of the following functions:

s4 + 4s2 + 24
(𝑖𝑖)(𝑡𝑡 2 + 1)2 ( 𝐀𝐀𝐀𝐀𝐀𝐀 ∶ )
s5

s2 + 1
(ii)( t + 1)2 𝑒𝑒 𝑡𝑡 ( 𝐀𝐀𝐀𝐀𝐀𝐀 ∶ )
(s − 1)3

2s (s2 − 3k 2 )
(𝑖𝑖𝑖𝑖𝑖𝑖)𝑡𝑡 2 cos 𝑘𝑘𝑘𝑘 ( 𝐀𝐀𝐀𝐀𝐀𝐀 ∶ )
(s2 + k 2 )3

6
(iv) 𝑠𝑠𝑠𝑠𝑠𝑠3 𝑡𝑡 ( 𝐀𝐀𝐀𝐀𝐀𝐀 ∶ )
(s2 + 1)(s 2 + 9)

138
 Chapter 6: The Laplace Transform

a (s 2 − 2a2 )
(𝑣𝑣) cos 𝑎𝑎𝑎𝑎 sinh 𝑎𝑎𝑎𝑎 ( 𝐀𝐀𝐀𝐀𝐀𝐀 ∶ )
s4 + 4a4
𝟏𝟏 4
(vi)(sin 2𝑡𝑡 − cos 2𝑡𝑡) 2 ( 𝐀𝐀𝐀𝐀𝐀𝐀 ∶ − 2 )
𝐬𝐬 (s + 16)

2. BY using fundamental definition , find the Laplace transform of 𝑓𝑓(𝑡𝑡), where

a(1 − e−bs )
(𝑖𝑖) 𝑓𝑓(𝑡𝑡) = {t5,, 0<t<4
t>4 ( 𝐀𝐀𝐀𝐀𝐀𝐀 ∶ )
s
1 1 1
(𝑖𝑖𝑖𝑖) 𝑓𝑓(𝑡𝑡) = {a0 ,, 0<t<b
t>b ( 𝐀𝐀𝐀𝐀𝐀𝐀 ∶ 2
+ ( − 2 ) e−4s )
s s s
2 2e−s
(𝑖𝑖𝑖𝑖𝑖𝑖) 𝑓𝑓(𝑡𝑡) = {(t−1)
0
, t>1
, 0<t<1 ( 𝐀𝐀𝐀𝐀𝐀𝐀 ∶ 3 )
s
3. Find the Laplace transform of 𝑓𝑓(𝑡𝑡):

1 1 s 2 + a2
(𝑖𝑖) (1 − cos 𝑎𝑎𝑎𝑎 ) ( 𝐀𝐀𝐀𝐀𝐀𝐀 ∶ log [ ])
𝑡𝑡 2 s2

1 1 s2 + b2
(𝑖𝑖𝑖𝑖) (cos 𝑎𝑎𝑎𝑎 − cos 𝑏𝑏𝑏𝑏 ) ( 𝐀𝐀𝐀𝐀𝐀𝐀 ∶ log [ 2 ])
𝑡𝑡 2 s + a2

𝑠𝑠𝑠𝑠𝑠𝑠ℎ 𝑡𝑡 1 s+1
(𝑖𝑖𝑖𝑖𝑖𝑖) ( 𝐀𝐀𝐀𝐀𝐀𝐀 ∶ log [ ])
𝑡𝑡 2 s−1
𝑡𝑡
sin 𝑡𝑡 1
(𝑖𝑖𝑖𝑖) ∫ 𝑒𝑒 𝑡𝑡 𝑑𝑑𝑑𝑑 ( 𝐀𝐀𝐀𝐀𝐀𝐀 ∶ cot −1 (s − 1))
𝑡𝑡 s
0

𝑠𝑠 2 − 𝑠𝑠 + 1 𝑠𝑠 2 − 2𝑠𝑠 + 4
4. If ℒ𝑓𝑓(𝑡𝑡) = , 𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓 ℒ(2𝑡𝑡) ( 𝐀𝐀𝐀𝐀𝐀𝐀 ∶ )
(2𝑠𝑠 + 1)2 ( 𝑠𝑠 − 1) 4(𝑠𝑠 + 1)2 ( 𝑠𝑠 − 2)

5. Evaluate:
∞

(i) ∫ 𝑡𝑡 3 𝑒𝑒 −𝑡𝑡 sin 𝑡𝑡 𝑑𝑑𝑑𝑑 ( 𝐀𝐀𝐀𝐀𝐀𝐀 ∶ 0)

0
∞
6
(i) ∫ 𝑒𝑒 −2𝑡𝑡 sin3 𝑡𝑡 𝑑𝑑𝑑𝑑 ( 𝐀𝐀𝐀𝐀𝐀𝐀 ∶ )
65
0
∞
3
(i) ∫ 𝑡𝑡𝑒𝑒 −3𝑡𝑡 sin 𝑡𝑡 𝑑𝑑𝑑𝑑 ( 𝐀𝐀𝐀𝐀𝐀𝐀 ∶ )
50
0

139
APPLIED MATHEMATICS

6.7 Summary
In this unit we learn Laplace Transform definition, Elementary Laplace
Transforms, Theorems on Important Properties of Laplace Transformation
∞

𝒇𝒇(𝒔𝒔 ) = ∫ 𝐞𝐞−𝐬𝐬𝐬𝐬 [ 𝒇𝒇(𝒕𝒕)]𝒅𝒅𝒅𝒅 , ℒ {𝑓𝑓(𝑡𝑡)}

𝟎𝟎
= 𝑓𝑓(𝑠𝑠), 𝑎𝑎𝑎𝑎𝑎𝑎 𝑓𝑓(̅ 𝑠𝑠) is called the Laplace transform of 𝑓𝑓(𝑡𝑡)
ℒ { 𝐴𝐴𝐹𝐹1 (t) + 𝐵𝐵𝐹𝐹2 (t)}
= 𝐴𝐴ℒ {𝐹𝐹1 (𝑡𝑡)} + 𝐵𝐵ℒ {𝐹𝐹2 (𝑡𝑡)} Laplace Linear Transformation

Table of Elementary Laplace Transform

f(t) f(s)
1
1
𝑠𝑠
1
𝑒𝑒 𝑎𝑎𝑎𝑎 , 𝑠𝑠 > 𝑎𝑎
𝑠𝑠 − 𝑎𝑎
𝑎𝑎
Sin at
𝑠𝑠 2 + 𝑎𝑎2
𝑠𝑠
Cos at
𝑠𝑠 2 − 𝑎𝑎2
𝑎𝑎
sinh at
𝑠𝑠 − 𝑎𝑎2
2
𝑠𝑠
cosh at
𝑠𝑠 − 𝑎𝑎2
2
𝑡𝑡 𝑠𝑠
𝑠𝑠𝑠𝑠𝑠𝑠 𝑎𝑎𝑎𝑎 (𝑠𝑠 + 𝑎𝑎2 )2
2
2𝑎𝑎
1 1
( 𝑠𝑠𝑠𝑠𝑠𝑠 𝑎𝑎𝑎𝑎 − 𝑎𝑎𝑎𝑎 𝑐𝑐𝑐𝑐𝑐𝑐 𝑎𝑎𝑎𝑎 )
2𝑎𝑎3 (𝑠𝑠 + 𝑎𝑎2 )2
2

(𝑛𝑛 + 1)!
𝑡𝑡 𝑛𝑛
𝑠𝑠 𝑛𝑛+1

𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅 𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓 ∶ If ℒ {𝑓𝑓(𝑡𝑡)} = 𝑓𝑓 (̅ 𝑠𝑠), then ℒ {𝑒𝑒 −𝑎𝑎𝑎𝑎 𝑓𝑓(𝑡𝑡)}

= 𝑓𝑓(̅ 𝑠𝑠 + 𝑎𝑎)
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓 ∶ If ℒ {𝑓𝑓(𝑡𝑡)} = 𝑓𝑓(̅ 𝑠𝑠) and F(t)
𝑓𝑓(𝑡𝑡−𝑎𝑎) 𝑡𝑡>𝑎𝑎
={ 0 then ℒ {𝐹𝐹(𝑡𝑡)} = 𝑒𝑒 −𝑎𝑎𝑎𝑎 𝑓𝑓 (̅ 𝑠𝑠)
𝑡𝑡<𝑎𝑎

𝑑𝑑 𝑛𝑛
If ℒ {𝑓𝑓(𝑡𝑡)} = 𝑓𝑓 (̅ s), then ℒ {𝑡𝑡 𝑛𝑛 𝑓𝑓(𝑡𝑡)} = (−1)𝑛𝑛 𝑓𝑓(̅ 𝑠𝑠) , 𝑤𝑤ℎ𝑒𝑒𝑒𝑒𝑒𝑒 𝑛𝑛 = 1,2,3 …
𝑑𝑑𝑑𝑑 𝑛𝑛

140
 Chapter 6: The Laplace Transform

𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻 𝒊𝒊𝒊𝒊 𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄 𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎𝒎 𝒃𝒃𝒃𝒃 𝒕𝒕𝒏𝒏

∞
𝑓𝑓(𝑡𝑡) 𝑓𝑓(𝑡𝑡)
If ℒ {𝑓𝑓(𝑡𝑡)} = 𝑓𝑓 (̅ s), then ℒ { } = ∫ 𝑓𝑓(̅ 𝑠𝑠)𝑑𝑑𝑑𝑑 , 𝑝𝑝𝑝𝑝𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜 lim 𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒
𝑡𝑡 𝑡𝑡→+0 𝑡𝑡
𝑠𝑠

𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻 𝒊𝒊𝒊𝒊 𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄𝒄 𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅𝒅 𝒃𝒃𝒃𝒃 𝒕𝒕

If ℒ {𝑓𝑓(𝑡𝑡)} = 𝑓𝑓 (̅ s), then ℒ {𝑓𝑓(𝑎𝑎𝑎𝑎)}
1 𝑠𝑠
= 𝑓𝑓 ̅ ( ) ( 𝑪𝑪𝑪𝑪𝑪𝑪𝑪𝑪𝑪𝑪𝑪𝑪 𝒐𝒐𝒐𝒐 𝒔𝒔𝒔𝒔𝒔𝒔𝒔𝒔𝒔𝒔 𝑷𝑷𝑷𝑷𝑷𝑷𝑷𝑷𝑷𝑷𝑷𝑷𝑷𝑷𝑷𝑷 )
𝑎𝑎 𝑎𝑎
1
𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓 𝐨𝐨𝐨𝐨 𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅 ∶ ℒ{𝑒𝑒𝑒𝑒𝑒𝑒(√𝑡𝑡)} =
𝑠𝑠√𝑠𝑠 − 1
𝐓𝐓𝐓𝐓𝐓𝐓 𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜𝐜 𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓:
𝑡𝑡

ℒ {∫ 𝑓𝑓1 (𝑡𝑡 − 𝑢𝑢)𝑓𝑓2 (𝑢𝑢)𝑑𝑑𝑑𝑑} = 𝑓𝑓1 (𝑠𝑠)𝑓𝑓2 (𝑠𝑠) = 𝑓𝑓̅1 (𝑠𝑠)𝑓𝑓̅2 (𝑠𝑠)
0
𝑡𝑡

= ℒ [∫ 𝑓𝑓1 (𝑢𝑢)𝑓𝑓2 (𝑡𝑡 − 𝑢𝑢)𝑑𝑑𝑑𝑑]

0

𝑡𝑡
1
𝑳𝑳𝑳𝑳𝑳𝑳𝑳𝑳𝑳𝑳𝑳𝑳𝑳𝑳 𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻 𝒐𝒐𝒐𝒐 𝒂𝒂𝒂𝒂 𝑰𝑰𝑰𝑰𝑰𝑰𝑰𝑰𝑰𝑰𝑰𝑰𝑰𝑰𝑰𝑰: ℒ {∫ 𝑓𝑓 (𝑢𝑢)𝑑𝑑𝑑𝑑} = 𝑓𝑓(̅ 𝑠𝑠)
𝑠𝑠
0

𝑳𝑳𝑳𝑳𝑳𝑳𝑳𝑳𝑳𝑳𝑳𝑳𝑳𝑳 𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻𝑻 𝒐𝒐𝒐𝒐 𝑫𝑫𝑫𝑫𝑫𝑫𝑫𝑫𝑫𝑫𝑫𝑫𝑫𝑫𝑫𝑫𝑫𝑫𝑫𝑫 ∶ ℒ {𝑓𝑓 ′ (𝑡𝑡)} = 𝑠𝑠𝑓𝑓(̅ 𝑠𝑠) − 𝑓𝑓(0)

6.8 References
1. A Text Book of Applied Mathematics Vol I - P. N. Wartikar and J. N.
Wartikar
2. Applied Mathematics II - P. N. Wartikar and J. N. Wartikar
3. Higher Engineering Mathematics - Dr. B. S. Grewal

❖❖❖❖❖❖❖

141
APPLIED MATHEMATICS

Unit 3

7
INVERSE LAPLACE TRANSFORM

Unit Structure
7.0 OBJECTIVES
7.1 Introduction: Inverse Laplace Transform
7.1.1 Shifting Theorem
7.1.2 Partial fraction Methods
7.1.3 Use of Convolution Theorem
7.2 Exercise
7.3 Summary
7.4 References

7.0 Objectives
After going through this unit, you will be able to:
• Understand the concept of Inverse Laplace Transformation, shifting
theorem and use of Convolution Theorem
• Solve the problem based on Ordinary Linear Differential Equations with
Constant Coefficients
• Understand the concept Solution of Simultaneous Ordinary Differential
Equations,
• Understand Laplace Transformation of Special Function, Periodic
Functions, Heaviside Unit Step Function, Dirac-delta Function

7.1 Introduction: Inverse Laplace Transform

Having find the Laplace Transforms of few functions, let us now determine the
inverse transforms of given functions. We are now in a position to find the Laplace
transform 𝑓𝑓 ̅ (𝑠𝑠)for the given object function 𝑓𝑓(𝑡𝑡).
We shall now consider the inverse problem, i.e. given
𝑓𝑓 ̅ (𝑠𝑠), to find the object function 𝑓𝑓(𝑡𝑡) of which 𝑓𝑓(𝑠𝑠) is the Laplace Transform.

142
 Chapter 7: Inverse Laplace Transform

Definition: If ℒ {𝑓𝑓(𝑡𝑡)} = 𝑓𝑓 (𝑠𝑠), then 𝑓𝑓(𝑡𝑡) is called the inverse Laplace Transform
of 𝑓𝑓 ̅ (𝑠𝑠) and this inverse relation is deonted by.
𝓛𝓛−𝟏𝟏 {𝒇𝒇̅ (𝒔𝒔)} = 𝒇𝒇(𝒕𝒕)

1 1
ℒ −1 [ ] = 1 ℒ −1 [ ] = 𝑒𝑒 𝑎𝑎𝑎𝑎
𝑠𝑠 𝑠𝑠 − 𝑎𝑎
1 𝑡𝑡 𝑛𝑛−1 1 𝑒𝑒 𝑎𝑎𝑎𝑎 𝑡𝑡 𝑛𝑛−1
ℒ −1 [ ] = , 𝑛𝑛 = 1,2,3.. ℒ −1 [ ] =
𝑠𝑠 𝑛𝑛 (𝑛𝑛 − 1)! (𝑠𝑠 − 𝑎𝑎)𝑛𝑛 (𝑛𝑛 − 1)!
1 1 𝑠𝑠
ℒ −1 [ ] = 𝑆𝑆𝑆𝑆𝑆𝑆 𝑎𝑎𝑎𝑎 ℒ −1 [ 2 ] = 𝑐𝑐𝑐𝑐𝑐𝑐 𝑎𝑎𝑎𝑎
𝑠𝑠 2 + 𝑎𝑎2 𝑎𝑎 𝑠𝑠 + 𝑎𝑎2
1 𝑠𝑠
ℒ −1 [ 2 ] = 𝑆𝑆𝑆𝑆𝑆𝑆ℎ 𝑎𝑎𝑎𝑎 ℒ −1 [ 2 ] = 𝑐𝑐𝑐𝑐𝑐𝑐ℎ 𝑎𝑎𝑎𝑎
𝑠𝑠 − 𝑎𝑎2 𝑠𝑠 − 𝑎𝑎2
1 1 𝑠𝑠 − 𝑎𝑎
ℒ −1 [ ] = 𝑒𝑒 𝑎𝑎𝑎𝑎 𝑆𝑆𝑆𝑆𝑆𝑆 𝑏𝑏𝑏𝑏 ℒ −1 [ ] = 𝑒𝑒 𝑎𝑎𝑎𝑎 𝐶𝐶𝐶𝐶𝐶𝐶 𝑏𝑏𝑏𝑏
2
(𝑠𝑠 − 𝑎𝑎) + 𝑏𝑏 2 𝑏𝑏 (𝑠𝑠 − 𝑎𝑎)2 + 𝑏𝑏 2
𝑠𝑠 1
ℒ −1 [ ]= 𝑡𝑡 𝑆𝑆𝑆𝑆𝑆𝑆 𝑎𝑎𝑎𝑎
(𝑠𝑠 2 2
+ 𝑎𝑎 ) 2 2𝑎𝑎
1 1
ℒ −1 [ ] = ( 𝑆𝑆𝑆𝑆𝑆𝑆 𝑎𝑎𝑎𝑎 − 𝑎𝑎𝑎𝑎 𝑐𝑐𝑐𝑐𝑐𝑐 𝑎𝑎𝑎𝑎)
(𝑠𝑠 2 + 𝑎𝑎2 )2 2𝑎𝑎3

1 1
ℒ −1 [ ]= 𝑡𝑡 𝑆𝑆𝑆𝑆𝑆𝑆 𝑎𝑎𝑎𝑎
(𝑠𝑠 2 2
+ 𝑎𝑎 ) 2 2𝑎𝑎

2𝑎𝑎𝑎𝑎 𝑠𝑠 2 − 𝑎𝑎2
ℒ(𝑡𝑡 𝑆𝑆𝑆𝑆𝑆𝑆 𝑎𝑎𝑎𝑎) = 𝑎𝑎𝑎𝑎𝑎𝑎 ℒ(𝑡𝑡 𝑐𝑐𝑐𝑐𝑐𝑐 𝑎𝑎𝑎𝑎) =
(𝑠𝑠 2 + 𝑎𝑎2 )2 (𝑠𝑠 2 + 𝑎𝑎2 )2

𝑠𝑠 1 1
∴ 𝑡𝑡 𝑆𝑆𝑆𝑆𝑆𝑆 𝑎𝑎𝑎𝑎 = 2𝑎𝑎ℒ −1 [ ] 𝐻𝐻𝐻𝐻𝐻𝐻𝐻𝐻𝐻𝐻 ℒ −1
[ ] = 𝑡𝑡 𝑆𝑆𝑆𝑆𝑆𝑆 𝑎𝑎𝑎𝑎
(𝑠𝑠 2 + 𝑎𝑎2 )2 (𝑠𝑠 2 + 𝑎𝑎2 )2 2𝑎𝑎

𝑠𝑠 2 − 𝑎𝑎2 (𝑠𝑠 2 + 𝑎𝑎2 ) − 2𝑎𝑎2

𝑡𝑡 𝑐𝑐𝑐𝑐𝑐𝑐 𝑎𝑎𝑎𝑎 = ℒ −1 [ ] = ℒ −1
[ ]
(𝑠𝑠 2 + 𝑎𝑎2 )2 (𝑠𝑠 2 + 𝑎𝑎2 )2

1 1
𝑡𝑡 𝑐𝑐𝑐𝑐𝑐𝑐 𝑎𝑎𝑎𝑎 = ℒ −1 [ ] − 2𝑎𝑎2 ℒ −1 [ 2 ]
(𝑠𝑠 2 2
+ 𝑎𝑎 ) (𝑠𝑠 + 𝑎𝑎2 )2

1 1
𝑡𝑡 𝑐𝑐𝑐𝑐𝑐𝑐 𝑎𝑎𝑎𝑎 = 𝑆𝑆𝑆𝑆𝑆𝑆 𝑎𝑎𝑎𝑎 − 2𝑎𝑎2 ℒ −1 [ 2 ]
𝑎𝑎 (𝑠𝑠 + 𝑎𝑎2 )2

1 1
∴ ℒ −1 [ ] = 3 ( 𝑆𝑆𝑆𝑆𝑆𝑆 𝑎𝑎𝑎𝑎 − 𝑎𝑎𝑎𝑎 𝑐𝑐𝑐𝑐𝑐𝑐 𝑎𝑎𝑎𝑎)
(𝑠𝑠 2 2
+ 𝑎𝑎 ) 2 2𝑎𝑎

143
APPLIED MATHEMATICS

1 2𝑠𝑠 + 6
𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬 𝟏𝟏: Find the inverse transforms of (𝑖𝑖) (𝑖𝑖𝑖𝑖) 2
𝑠𝑠 + 4 𝑠𝑠 + 4
1 1
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 ∶ (𝑖𝑖) , ℒ −1 [ ] = 𝑒𝑒 −4𝑡𝑡 , 𝑶𝑶𝑶𝑶 𝑓𝑓(𝑡𝑡) = 𝑒𝑒 −4𝑡𝑡
𝑠𝑠 + 4 𝑠𝑠 + 4
2𝑠𝑠 + 6 2𝑠𝑠 6 𝑠𝑠 2
(𝑖𝑖𝑖𝑖) 2
= 2 + 2 = 2 2 +3 2
𝑠𝑠 + 4 𝑠𝑠 + 4 𝑠𝑠 + 4 𝑠𝑠 + 4 𝑠𝑠 + 4
𝑠𝑠 2
We know ℒ(cos 2𝑡𝑡 ) = , ℒ(sin 2𝑡𝑡) = 2 
𝑠𝑠 2 +4 𝑠𝑠 + 4

2𝑠𝑠 + 6 𝑠𝑠 2
∴ ℒ −1 [ 2
] = 2ℒ −1 { 2 } + 3ℒ −1 { 2 }
𝑠𝑠 + 4 𝑠𝑠 + 4 𝑠𝑠 + 4

= 2 cos 2𝑡𝑡 + 3 sin 2𝑡𝑡

𝑠𝑠 2 − 3𝑠𝑠 + 4 𝑠𝑠 + 2
𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬 𝟐𝟐: Find the inverse transforms of (𝑖𝑖) 3
(𝑖𝑖𝑖𝑖) 2
𝑠𝑠 𝑠𝑠 − 4𝑠𝑠 + 13
𝑠𝑠 2 − 3𝑠𝑠 + 4
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 ∶ (𝑖𝑖) ,
𝑠𝑠 3
𝑠𝑠 2 − 3𝑠𝑠 + 4 1 1 1
ℒ −1 [ 3
] = ℒ −1 [ ] − 3ℒ −1 [ 2 ] + 4ℒ −1 [ 3 ]
𝑠𝑠 𝑠𝑠 𝑠𝑠 𝑠𝑠

𝑡𝑡 2
= 1 − 3𝑡𝑡 + 4. = 1 − 3𝑡𝑡 + 2𝑡𝑡 2
2!
𝑠𝑠 + 2
(𝑖𝑖𝑖𝑖) ,
𝑠𝑠 2 − 4𝑠𝑠 + 13
𝑠𝑠 + 2 𝑠𝑠 + 2
ℒ −1 [ ] = ℒ −1 [ ]
𝑠𝑠 2
− 4𝑠𝑠 + 13 (𝑠𝑠 − 2)2 + 9
𝑠𝑠 − 2 + 4
= ℒ −1 [ ]
(𝑠𝑠 − 2)2 + 32

𝑠𝑠 − 2 1
= ℒ −1 [ 2 2
] + 4 ℒ −1 [ ]
(𝑠𝑠 − 2) + 3 (𝑠𝑠 − 2)2 + 32

4 2𝑡𝑡
= 𝑒𝑒 2𝑡𝑡 cos 3𝑡𝑡 + 𝑒𝑒 sin 3𝑡𝑡
3
There are different methods to find inverse Laplace transform by using the
known Laplace transforms of elementary functions.

144
 Chapter 7: Inverse Laplace Transform

𝟕𝟕. 𝟏𝟏. 𝟏𝟏 𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓

(𝑰𝑰) 𝐼𝐼𝐼𝐼 ℒ −1 {𝑓𝑓 ̅ (𝑠𝑠)} = 𝑓𝑓(𝑡𝑡), 𝑡𝑡ℎ𝑒𝑒𝑒𝑒 ℒ −1 {𝑓𝑓(𝑠𝑠

̅ − 𝑎𝑎)} = 𝑒𝑒 𝑎𝑎𝑎𝑎 𝑓𝑓(𝑡𝑡) = 𝑒𝑒 𝑎𝑎𝑎𝑎 ℒ −1 {𝑓𝑓 ̅ (𝑠𝑠)}

𝑑𝑑
(𝑰𝑰𝑰𝑰)𝐼𝐼𝐼𝐼 ℒ −1 {𝑓𝑓 ̅ (𝑠𝑠)} = 𝑓𝑓(𝑡𝑡)𝑎𝑎𝑎𝑎𝑎𝑎 𝑓𝑓(0) = 0, 𝑡𝑡ℎ𝑒𝑒𝑒𝑒 ℒ −1 {𝑠𝑠𝑓𝑓 (𝑠𝑠)}
̅ = {𝑓𝑓(𝑡𝑡)} = 𝑓𝑓 ′ (𝑡𝑡)
𝑑𝑑𝑑𝑑
𝑖𝑖. 𝑒𝑒. if known standard transform 𝑓𝑓(̅ 𝑠𝑠)is multiplied by 𝑠𝑠 ,

the inverse transform is the differentiation of 𝑓𝑓(𝑡𝑡)

𝑑𝑑𝑛𝑛
̅
In general , ℒ −1 {𝑠𝑠 𝑛𝑛 𝑓𝑓(𝑠𝑠)} == {𝑓𝑓(𝑡𝑡)} , provided 𝑓𝑓(0) = 𝑓𝑓 ′ (0) = ⋯
𝑑𝑑𝑑𝑑 𝑛𝑛
= 𝑓𝑓 𝑛𝑛−1 (0) = 0

Sometimes along with the above result we require to use following

𝑑𝑑𝑛𝑛
𝑛𝑛
ℒ{𝑡𝑡 𝑓𝑓(𝑡𝑡)} = (−1)𝑛𝑛 𝑓𝑓 (̅ 𝑠𝑠) = (−1)𝑛𝑛 𝑓𝑓 ̅ (𝑛𝑛) (𝑠𝑠) which can be expressed as
𝑑𝑑𝑠𝑠 𝑛𝑛
ℒ −1 {𝑓𝑓 (𝑛𝑛) (𝑠𝑠)} = (−1)𝑛𝑛 𝑡𝑡 𝑛𝑛 𝑓𝑓(𝑡𝑡)
𝑡𝑡
̅
𝑓𝑓(𝑠𝑠)
(𝑰𝑰𝑰𝑰𝑰𝑰)𝐼𝐼𝐼𝐼 ℒ −1
{𝑓𝑓 ̅ (𝑠𝑠)} = 𝑓𝑓(𝑡𝑡) 𝑡𝑡ℎ𝑒𝑒𝑒𝑒 ℒ −1
{ } = ∫ 𝑓𝑓(𝑡𝑡)𝑑𝑑𝑑𝑑
𝑠𝑠
0

𝑡𝑡 𝑡𝑡
̅
𝑓𝑓 (𝑠𝑠)
𝐴𝐴𝐴𝐴𝐴𝐴𝐴𝐴 ℒ −1 { 2 } = ∫ {∫ 𝑓𝑓(𝑡𝑡)𝑑𝑑𝑑𝑑 } 𝑑𝑑𝑑𝑑
𝑠𝑠
0 0

̅
𝑓𝑓 (𝑠𝑠)
ℒ −1 { }
𝑠𝑠 2
𝑡𝑡 𝑡𝑡 𝑡𝑡

= ∫ {∫ (∫ 𝑓𝑓(𝑡𝑡) 𝑑𝑑𝑑𝑑) 𝑑𝑑𝑑𝑑} 𝑑𝑑𝑑𝑑 and so on.

0 0 0

𝑑𝑑
(𝑰𝑰𝑰𝑰)𝐼𝐼𝐼𝐼 ℒ −1 {𝑓𝑓 ̅ (𝑠𝑠)} = 𝑓𝑓(𝑡𝑡) then 𝑡𝑡𝑡𝑡(𝑡𝑡) = ℒ −1 {– [𝑓𝑓 ̅ (𝑠𝑠)]},
𝑑𝑑𝑑𝑑
𝑑𝑑
it follows from ℒ(𝑡𝑡𝑡𝑡(𝑡𝑡) ) =– [𝑓𝑓 ̅ (𝑠𝑠)]
𝑑𝑑𝑑𝑑
∞
𝑓𝑓(𝑡𝑡)
(𝑽𝑽)ℒ ( ) = ∫ 𝑓𝑓 ̅ (𝑠𝑠) 𝑑𝑑𝑑𝑑, This is useful in finding 𝑓𝑓(𝑡𝑡)when 𝑓𝑓(𝑠𝑠) is given ,
𝑡𝑡
𝑠𝑠
∞

provided inverse transform of ∫ 𝑓𝑓 ̅ (𝑠𝑠) can be conveniently calculated

𝑠𝑠

145
APPLIED MATHEMATICS

𝑠𝑠 + 7
𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬 𝟑𝟑: 𝐹𝐹𝐹𝐹𝐹𝐹𝐹𝐹 𝑓𝑓(𝑡𝑡), 𝑖𝑖𝑖𝑖 𝑓𝑓 ̅ (𝑠𝑠) =
𝑠𝑠 2 + 2𝑠𝑠 + 5
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒
∶ We complete a square with the first two term in the denominator, thus

𝑠𝑠 2 + 2𝑠𝑠 + 5 = (𝑠𝑠 + 1)2 + (2)2

𝑠𝑠 + 7 (𝑠𝑠 + 1) 2
Hence , 𝑓𝑓 ̅ (𝑠𝑠) = = +3
𝑠𝑠 2 + 2𝑠𝑠 + 5 2
(𝑠𝑠 + 1) + (2) 2 (𝑠𝑠 + 1)2 + (2)2

𝑠𝑠 2
We know ℒ(cos 2𝑡𝑡 ) = , ℒ(sin 2𝑡𝑡) = 2
𝑠𝑠 2 + (2) 2 𝑠𝑠 + (2)2

Hence by shifting theorem we have ,

(𝑠𝑠 + 1)
ℒ −1 { } = 𝑒𝑒 −𝑡𝑡 cos 2𝑡𝑡
(𝑠𝑠 + 1)2 + (2)2

2
ℒ −1 { } = 𝑒𝑒 −𝑡𝑡 sin 2𝑡𝑡
(𝑠𝑠 + 1)2 + (2)2

𝑠𝑠 + 7
∴ 𝑓𝑓(𝑡𝑡) = ℒ −1 { }
𝑠𝑠 2 + 2𝑠𝑠 + 5
(𝑠𝑠 + 1) 2
= ℒ −1 { } + 3 ℒ −1
{ }
(𝑠𝑠 + 1)2 + (2)2 (𝑠𝑠 + 1)2 + (2)2

= 𝑒𝑒 −𝑡𝑡 cos 2𝑡𝑡 + 3𝑒𝑒 −𝑡𝑡 sin 2𝑡𝑡

𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬 𝟒𝟒: Find the inverse laplace transforms of the following:

𝑠𝑠 2 (𝑠𝑠 + 2)2
(i) (𝑖𝑖𝑖𝑖)
(𝑠𝑠 − 2)3 (𝑠𝑠 2 + 4𝑠𝑠 + 8)2

𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 ∶ (𝑖𝑖) 𝑠𝑠 2 = (𝑠𝑠 − 2)2 + 4(𝑠𝑠 − 2) + 4

𝑠𝑠 2 1 4 4
∴ = + +
(𝑠𝑠 − 2)3 (𝑠𝑠 − 2) (𝑠𝑠 − 2)2 (𝑠𝑠 − 2)3

𝑠𝑠 2
∴ ℒ −1 { }
(𝑠𝑠 − 2)3
1 1 1
= ℒ −1 { } + 4 ℒ −1 { } + 4ℒ −1
{ }
(𝑠𝑠 − 2) (𝑠𝑠 − 2)2 (𝑠𝑠 − 2)3

= 𝑒𝑒 2𝑡𝑡 + 4𝑒𝑒 2𝑡𝑡 𝑡𝑡 + 2𝑒𝑒 2𝑡𝑡 𝑡𝑡 2 ( Using Shifting property )

146
 Chapter 7: Inverse Laplace Transform

(𝑠𝑠 + 2)2
(𝑖𝑖𝑖𝑖) ℒ −1 { }
(𝑠𝑠 2 + 4𝑠𝑠 + 8)2

(𝑠𝑠 + 2)2
= ℒ −1 { }
(𝑠𝑠 2 + 4𝑠𝑠 + 4 + 4)2

(𝑠𝑠 + 2)2
= ℒ −1 { }
((𝑠𝑠 + 2)2 + 4)2

−2𝑡𝑡 −1
𝑠𝑠 2 −2𝑡𝑡 −1
𝑠𝑠 2 + 4 − 4
= 𝑒𝑒 ℒ { 2 } = 𝑒𝑒 ℒ { 2 }
(𝑠𝑠 + 4)2 (𝑠𝑠 + 4)2

1 4
= 𝑒𝑒 −2𝑡𝑡 ℒ −1 { 2 − 2 }
(𝑠𝑠 + 4) (𝑠𝑠 + 4)2

𝑒𝑒 −2𝑡𝑡 sin 2𝑡𝑡 1 sin 2𝑡𝑡 𝑡𝑡 cos 2𝑡𝑡

= − 4𝑒𝑒 −2𝑡𝑡 { ( − )}
𝑡𝑡 4 4 2
sin 2𝑡𝑡 sin 2𝑡𝑡 𝑡𝑡 cos 2𝑡𝑡
= 𝑒𝑒 −2𝑡𝑡 { − + }
2 4 2
sin 2𝑡𝑡 𝑡𝑡 cos 2𝑡𝑡
= 𝑒𝑒 −2𝑡𝑡 { + }
4 2

𝟕𝟕. 𝟏𝟏. 𝟐𝟐 𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏 𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟 𝐌𝐌𝐌𝐌𝐌𝐌𝐌𝐌𝐌𝐌𝐌𝐌𝐌𝐌

𝐹𝐹̅ (𝑠𝑠)
Generally in many problems 𝑓𝑓(̅ 𝑠𝑠)is a rational fraction with degree
𝐺𝐺̅ (𝑠𝑠)
of 𝐹𝐹̅ (𝑠𝑠)less than that of 𝐺𝐺̅ (𝑠𝑠)and this fraction can be expressed as sum 
on partial fractions of the type

𝐴𝐴 𝐴𝐴
( 𝑟𝑟 = 1,2, … )
(𝑎𝑎𝑎𝑎 + 𝑏𝑏) , (𝑎𝑎𝑠𝑠 + 𝑏𝑏𝑏𝑏 + 𝑏𝑏)𝑟𝑟
𝑟𝑟 2

and finding the Laplace transform of each of the partial

fractions , we find ℒ −1 {𝑓𝑓 ̅ (𝑠𝑠)}

𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬 𝟒𝟒: Find the inverse Laplace transform of each the following functions:

2𝑠𝑠 2 − 6𝑠𝑠 + 5 4𝑠𝑠 + 5

(i) (𝑖𝑖𝑖𝑖)
𝑠𝑠 3 − 6𝑠𝑠 2 + 11𝑠𝑠 − 6 (𝑠𝑠 − 1)2 (𝑠𝑠 + 2)

6𝑠𝑠 3 − 21𝑠𝑠 2 + 20𝑠𝑠 − 7 𝑠𝑠 2 + 2𝑠𝑠 − 4

(iii) (𝑖𝑖𝑖𝑖)
(𝑠𝑠 + 1)(𝑠𝑠 − 2)3 (𝑠𝑠 2 + 2𝑠𝑠 + 5)(𝑠𝑠 2 + 2𝑠𝑠 + 2)

147
APPLIED MATHEMATICS

2𝑠𝑠 2 − 6𝑠𝑠 + 5
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 ∶ (𝑖𝑖) , here the deniominator is 𝑠𝑠 3 − 6𝑠𝑠 2
𝑠𝑠 3 − 6𝑠𝑠 2 + 11𝑠𝑠 − 6
+ 11𝑠𝑠 − 6

here the deniominator is 𝑠𝑠 3 − 6𝑠𝑠 2 + 11𝑠𝑠 − 6

= (𝑠𝑠 − 1)(𝑠𝑠 − 2)(𝑠𝑠 − 3)

2𝑠𝑠 2 − 6𝑠𝑠 + 5 2𝑠𝑠 2 − 6𝑠𝑠 + 5

=
𝑠𝑠 3 − 6𝑠𝑠 2 + 11𝑠𝑠 − 6 (𝑠𝑠 − 1)(𝑠𝑠 − 2)(𝑠𝑠 − 3)
𝐴𝐴 𝐵𝐵 𝐶𝐶
= − +
(𝑠𝑠 − 1) (𝑠𝑠 − 2) (𝑠𝑠 − 3)

[2 ∗ 12 − 6 ∗ 1 + 5] 1
𝐴𝐴 = =
(1 − 2)(1 − 3) 2

[2 ∗ 22 − 6 ∗ 2 + 5]
𝐵𝐵 = = −1
(2 − 1)(2 − 3)

[2 ∗ 32 − 6 ∗ 3 + 5] 5
𝐶𝐶 = =
(3 − 1)(3 − 2) 2

2𝑠𝑠 2 − 6𝑠𝑠 + 5 1⁄ 1 5⁄
∴ 3 = 2 − + 2
𝑠𝑠 − 6𝑠𝑠 2 + 11𝑠𝑠 − 6 (𝑠𝑠 − 1) (𝑠𝑠 − 2) (𝑠𝑠 − 3)

1 1
We have ℒ −1 { } = 𝑒𝑒 𝑡𝑡 , ℒ −1 { }
(𝑠𝑠 − 1) (𝑠𝑠 − 2)
1
= 𝑒𝑒 2𝑡𝑡 , ℒ −1 { } = 𝑒𝑒 3𝑡𝑡
(𝑠𝑠 − 3)

2𝑠𝑠 2 − 6𝑠𝑠 + 5
∴ 𝑓𝑓(𝑡𝑡) = ℒ −1 { }
(𝑠𝑠 − 1)(𝑠𝑠 − 2)(𝑠𝑠 − 3)

1 −1 1 1 5 1
= ℒ { } − ℒ −1 { } + ℒ −1 { }
2 (𝑠𝑠 − 1) (𝑠𝑠 − 2) 2 (𝑠𝑠 − 3)

1 5
= 𝑒𝑒 𝑡𝑡 − 𝑒𝑒 2𝑡𝑡 + 𝑒𝑒 3𝑡𝑡
2 2
4𝑠𝑠 + 5
(𝑖𝑖𝑖𝑖) , here the deniominator is (𝑠𝑠 − 1)2 (𝑠𝑠 + 2)
(𝑠𝑠 − 1)2 (𝑠𝑠 + 2)

4𝑠𝑠 + 5 𝐴𝐴 𝐵𝐵 4(−2) + 5
𝐿𝐿𝐿𝐿𝐿𝐿 = + +
(𝑠𝑠 − 1)2 (𝑠𝑠 + 2) (𝑠𝑠 − 1) (𝑠𝑠 − 1)2 (−2 − 1)2 (𝑠𝑠 + 2)

Multiplying both sides by (𝑠𝑠 − 1)2 (𝑠𝑠 + 2), we get

148
 Chapter 7: Inverse Laplace Transform

1
(𝑠𝑠 − 1)2 (𝑠𝑠 + 2) (4𝑠𝑠 + 5) = 𝐴𝐴(𝑠𝑠 − 1)(𝑠𝑠 + 2) + 𝐵𝐵(𝑠𝑠 + 2) − (𝑠𝑠 − 1)2
3
Put 𝑠𝑠 = 1 in above equation , we get, 9 = 3𝐵𝐵, ∴ B = 3

1
Equating the coefficients of 𝑠𝑠 2 from both the sides, 0 = 𝐴𝐴 − ,
3
1
∴A=
3
4𝑠𝑠 + 5
∴ ℒ −1 { }
(𝑠𝑠 − 1)2 (𝑠𝑠 + 2)
1 1 1 1 1
= ℒ −1 ( ) + 3 ℒ −1 [ ] − ℒ −1 [ ]
3 (𝑠𝑠 − 1) (𝑠𝑠 − 1)2 3 (𝑠𝑠 + 2)

1 1
= 𝑒𝑒 𝑡𝑡 + 3𝑡𝑡𝑒𝑒 𝑡𝑡 − 𝑒𝑒 −2𝑡𝑡
3 3
6𝑠𝑠 3 − 21𝑠𝑠 2 + 20𝑠𝑠 − 7 2 4 3 1
(𝑖𝑖𝑖𝑖𝑖𝑖) = + + −
(𝑠𝑠 + 1)(𝑠𝑠 − 2)3 (𝑠𝑠 + 1) (𝑠𝑠 − 2) (𝑠𝑠 − 2)2 (𝑠𝑠 − 2)3

1
We have ℒ −1 { }
(𝑠𝑠 − 𝑎𝑎)𝑛𝑛
𝑡𝑡 𝑛𝑛−1
= 𝑒𝑒 3𝑡𝑡 , Using tbale and shifting theorm
(𝑛𝑛 − 1)!

6𝑠𝑠 3 − 21𝑠𝑠 2 + 20𝑠𝑠 − 7

Hence, 𝑓𝑓(𝑡𝑡) = ℒ −1 { }
(𝑠𝑠 + 1)(𝑠𝑠 − 2)3

1 1 1
= 2ℒ −1 { } + 4ℒ −1 { } + 3ℒ −1 { }
(𝑠𝑠 + 1) (𝑠𝑠 − 2) (𝑠𝑠 − 2)2
1
− ℒ −1 { }
(𝑠𝑠 − 2)3

𝑡𝑡 2 2𝑡𝑡
= 2𝑒𝑒 −𝑡𝑡 + 4𝑒𝑒 2𝑡𝑡 + 3𝑡𝑡𝑒𝑒 2𝑡𝑡 − 𝑒𝑒
2!
1
= 2𝑒𝑒 −𝑡𝑡 + (4 + 3𝑡𝑡 − 𝑡𝑡 2 )𝑒𝑒 2𝑡𝑡
2
𝑠𝑠 2 + 2𝑠𝑠 − 4
(𝑖𝑖𝑖𝑖) ,
(𝑠𝑠 2 + 2𝑠𝑠 + 5)(𝑠𝑠 2 + 2𝑠𝑠 + 2)

𝑞𝑞𝑞𝑞𝑞𝑞𝑞𝑞𝑞𝑞𝑞𝑞𝑞𝑞𝑞𝑞𝑞𝑞 𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 𝑏𝑏𝑏𝑏 𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟 𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖 𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟 𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓 𝑤𝑤𝑤𝑤𝑤𝑤ℎ

𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟 𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛, ℎ𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒

149
APPLIED MATHEMATICS

𝑠𝑠 2 + 2𝑠𝑠 − 4 3 4
= 2 − 2
(𝑠𝑠 + 2𝑠𝑠 + 5)(𝑠𝑠 + 2𝑠𝑠 + 2) (𝑠𝑠 + 2𝑠𝑠 + 5) (𝑠𝑠 + 2𝑠𝑠 + 2)
2 2

3
( ).2 2
= 2 −
2
(𝑠𝑠 + 1) + (2)2 (𝑠𝑠 + 1)2 + (1)2
𝑠𝑠 2 + 2𝑠𝑠 − 4
Using shifting theorem, 𝑓𝑓(𝑡𝑡) = ℒ −1 { }
(𝑠𝑠 2 + 2𝑠𝑠 + 5)(𝑠𝑠 2 + 2𝑠𝑠 + 2)

3 2 1
= ℒ −1 { } − 2ℒ −1
{ }
2 (𝑠𝑠 + 1)2 + (2)2 (𝑠𝑠 + 1)2 + (1)2
3
= 𝑒𝑒 −𝑡𝑡 sin 2𝑡𝑡 − 2𝑒𝑒 −𝑡𝑡 sin 𝑡𝑡
2
𝒅𝒅
(𝑰𝑰𝑰𝑰)𝐼𝐼𝐼𝐼 ℒ −1 {𝑓𝑓 ̅ (𝑠𝑠)} = 𝑓𝑓(𝑡𝑡)𝑎𝑎𝑎𝑎𝑎𝑎 𝑓𝑓(0) = 0, 𝑡𝑡ℎ𝑒𝑒𝑒𝑒 𝓛𝓛−𝟏𝟏 {𝒔𝒔𝒇𝒇̅(𝒔𝒔)} = {𝒇𝒇(𝒕𝒕)} = 𝒇𝒇′ (𝒕𝒕)
𝒅𝒅𝒅𝒅
𝑖𝑖. 𝑒𝑒. if known standard transform 𝑓𝑓(̅ 𝑠𝑠)is multiplied by 𝑠𝑠 ,
the inverse transform is the differentiation of 𝑓𝑓(𝑡𝑡)
𝑑𝑑 𝑛𝑛
𝐼𝐼𝐼𝐼 𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔 , ℒ −1 {𝑠𝑠 𝑛𝑛 𝑓𝑓(̅ 𝑠𝑠)} == {𝑓𝑓(𝑡𝑡)} ,
𝑑𝑑𝑑𝑑 𝑛𝑛
𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝑓𝑓(0) = 𝑓𝑓 ′ (0) = ⋯ = 𝑓𝑓 𝑛𝑛−1 (0) = 0
𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎 𝑤𝑤𝑤𝑤𝑤𝑤ℎ 𝑡𝑡ℎ𝑒𝑒 𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎 𝑟𝑟𝑒𝑒𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠 𝑤𝑤𝑤𝑤 𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟 𝑡𝑡𝑡𝑡 𝑢𝑢𝑢𝑢𝑢𝑢 𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓
𝑑𝑑𝑛𝑛
ℒ{𝑡𝑡 𝑛𝑛 𝑓𝑓(𝑡𝑡)} = (−1)𝑛𝑛 𝑓𝑓(̅ 𝑠𝑠) = (−1)𝑛𝑛 𝑓𝑓 ̅ (𝑛𝑛) (𝑠𝑠) 𝑤𝑤ℎ𝑖𝑖𝑖𝑖ℎ 𝑐𝑐𝑐𝑐𝑐𝑐 𝑏𝑏𝑏𝑏 𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒 𝑎𝑎𝑎𝑎
𝑑𝑑𝑠𝑠 𝑛𝑛
𝓛𝓛−𝟏𝟏 {𝒇𝒇(𝒏𝒏) (𝒔𝒔)} = (−𝟏𝟏)𝒏𝒏 𝒕𝒕𝒏𝒏 𝒇𝒇(𝒕𝒕)
𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬 𝟓𝟓: Find the inverse Laplace transform of each the following functions:

𝑠𝑠 2 𝑠𝑠 2
(i) (𝑖𝑖𝑖𝑖)
(𝑠𝑠 2 +𝑎𝑎2 )2 (𝑠𝑠 + 𝑎𝑎)3
𝑎𝑎2 2
(iii) 𝑙𝑙𝑙𝑙𝑙𝑙 (1 + ) (𝑖𝑖𝑖𝑖) 𝑡𝑡𝑡𝑡𝑡𝑡−1 ( 2 )
𝑠𝑠 2 𝑠𝑠
1 1 1
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐭𝐭𝐢𝐢𝐢𝐢𝐢𝐢 ∶ (𝑖𝑖) 𝑓𝑓(̅ s) = ∴ ℒ −1
( ) = sin 𝑎𝑎𝑎𝑎 = 𝑓𝑓(𝑡𝑡)
𝑠𝑠 2 +𝑎𝑎2 𝑠𝑠 2 +𝑎𝑎2 𝑎𝑎
−2𝑠𝑠
𝑁𝑁𝑁𝑁𝑁𝑁, 𝑓𝑓 ̅′ (s) = 2 2 2
, 𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈 𝓛𝓛−𝟏𝟏 {𝒇𝒇(𝒏𝒏) (𝒔𝒔)}
(𝑠𝑠 +𝑎𝑎 )
(−𝟏𝟏)𝒏𝒏 𝒏𝒏
= 𝒕𝒕 𝒇𝒇(𝒕𝒕) 𝑤𝑤𝑤𝑤 𝑔𝑔𝑔𝑔𝑔𝑔

150
 Chapter 7: Inverse Laplace Transform

−2𝑠𝑠 1
ℒ −1 { 2 2 2 } = (−1)(1) 𝑡𝑡 1 sin 𝑎𝑎𝑎𝑎
(𝑠𝑠 +𝑎𝑎 ) 𝑎𝑎
𝑠𝑠 1
∴ ℒ −1 { 2 2 } = t sin 𝑎𝑎𝑎𝑎
(𝑠𝑠 +𝑎𝑎 ) 2𝑎𝑎
𝒅𝒅𝒏𝒏
𝑵𝑵𝑵𝑵𝑵𝑵, 𝑼𝑼𝑼𝑼𝑼𝑼𝑼𝑼𝑼𝑼 𝓛𝓛−𝟏𝟏 {𝒔𝒔𝒏𝒏 𝒇𝒇̅(𝒔𝒔)} = {𝒇𝒇(𝒕𝒕)} , 𝒘𝒘𝒘𝒘 𝒉𝒉𝒉𝒉𝒉𝒉𝒉𝒉
𝒅𝒅𝒅𝒅𝒏𝒏

−1
𝑠𝑠 2 −1
𝑠𝑠 2
ℒ { 2 2 2 } = ℒ {𝑠𝑠. 2 2 2 }
(𝑠𝑠 +𝑎𝑎 ) (𝑠𝑠 +𝑎𝑎 )
𝑑𝑑 1 1
= { t sin 𝑎𝑎𝑎𝑎} = (𝑎𝑎 t cos at + sin 𝑎𝑎𝑎𝑎)
𝑑𝑑𝑑𝑑 2𝑎𝑎 2𝑎𝑎
𝑠𝑠 2
(𝑖𝑖𝑖𝑖)
(𝑠𝑠 + 𝑎𝑎)3
1
𝑁𝑁𝑁𝑁𝑁𝑁, 𝑓𝑓(̅ s) = , 𝑓𝑓(𝑡𝑡) = 𝑒𝑒 −𝑎𝑎𝑎𝑎
(𝑠𝑠 + 𝑎𝑎)
1 2
𝑁𝑁𝑁𝑁𝑁𝑁, 𝑓𝑓 ̅′ (s) = , 𝑓𝑓 ̅′′ (s) =
(𝑠𝑠 + 𝑎𝑎)2 (𝑠𝑠 + 𝑎𝑎)3

𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈 𝓛𝓛−𝟏𝟏 {𝒇𝒇(𝒏𝒏) (𝒔𝒔)} = (−𝟏𝟏)𝒏𝒏 𝒕𝒕𝒏𝒏 𝒇𝒇(𝒕𝒕) 𝑤𝑤𝑤𝑤 𝑔𝑔𝑔𝑔𝑔𝑔

2
ℒ −1 { } = (−1)2 𝑡𝑡 2 𝑒𝑒 −𝑎𝑎𝑎𝑎
(𝑠𝑠 + 𝑎𝑎)2
1 1
∴ ℒ −1 { } = 𝑡𝑡 2 𝑒𝑒 −𝑎𝑎𝑎𝑎
(𝑠𝑠 + 𝑎𝑎) 3 2

−𝟏𝟏 𝒏𝒏 ̅ (𝒔𝒔)}
𝒅𝒅𝒏𝒏
𝑵𝑵𝑵𝑵𝑵𝑵, 𝑼𝑼𝑼𝑼𝑼𝑼𝑼𝑼𝑼𝑼 𝓛𝓛 {𝒔𝒔 𝒇𝒇 = 𝒏𝒏 {𝒇𝒇(𝒕𝒕)} , 𝒘𝒘𝒘𝒘 𝒉𝒉𝒉𝒉𝒉𝒉𝒉𝒉
𝒅𝒅𝒅𝒅
𝑠𝑠 2 𝑑𝑑2 1 2 −𝑎𝑎𝑎𝑎 1
∴ ℒ −1 { } = { 𝑡𝑡 𝑒𝑒 } = [𝑎𝑎2 𝑡𝑡 2 − 4𝑎𝑎𝑎𝑎 + 2]𝑒𝑒 −𝑎𝑎𝑎𝑎
(𝑠𝑠 + 𝑎𝑎) 3 2
𝑑𝑑𝑑𝑑 2 2

𝑎𝑎2
(iii) 𝑓𝑓(𝑠𝑠) = 𝑙𝑙𝑙𝑙𝑙𝑙 (1 + ) = log(𝑠𝑠 2 + 𝑎𝑎2 ) − 2 log 𝑠𝑠
𝑠𝑠 2
2𝑠𝑠 2
𝑓𝑓̅ ′ (𝑠𝑠) = − = 𝐹𝐹(𝑠𝑠)
𝑠𝑠 2 + 𝑎𝑎 2 𝑠𝑠
𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈 𝓛𝓛−𝟏𝟏 {𝒇𝒇(𝒏𝒏) (𝒔𝒔)} = (−𝟏𝟏)𝒏𝒏 𝒕𝒕𝒏𝒏 𝒇𝒇(𝒕𝒕) 𝑤𝑤𝑤𝑤 𝑔𝑔𝑔𝑔𝑔𝑔

∴ ℒ −1 𝑓𝑓̅ ′ (𝑠𝑠) = 29 cos 𝑎𝑎𝑎𝑎 − 1) = −𝑡𝑡 𝑓𝑓(𝑡𝑡)

2
∴ 𝑓𝑓(𝑡𝑡) = (1 − cos 𝑎𝑎𝑎𝑎)
𝑡𝑡

151
APPLIED MATHEMATICS

2
(𝑖𝑖𝑖𝑖) 𝑡𝑡𝑡𝑡𝑡𝑡−1 ( 2 )
𝑠𝑠
2
𝑓𝑓(𝑠𝑠) = 𝑡𝑡𝑡𝑡𝑡𝑡−1 ( 2 ) ,
𝑠𝑠
1 4 4𝑠𝑠
𝑓𝑓̅ ′ (𝑠𝑠) = (− )= − 4
4 𝑠𝑠 3 𝑠𝑠 + 4
1+
𝑠𝑠 4
4𝑠𝑠
=−
(𝑠𝑠 2 − 2𝑠𝑠 + 2) (𝑠𝑠 2 + 2𝑠𝑠 + 2)
1 1
=− [ – 2 ]
(𝑠𝑠 2 − 2𝑠𝑠 + 2) (𝑠𝑠 + 2𝑠𝑠 + 2)
1 1
=− [ – ]
(𝑠𝑠 − 1)2 + 1 (𝑠𝑠 + 1)2 + 1
∴ ℒ −1 𝑓𝑓̅ ′ (𝑠𝑠) = −[𝑒𝑒 𝑡𝑡 sin 𝑡𝑡 − 𝑒𝑒 −𝑡𝑡 sin 𝑡𝑡]
𝑒𝑒 𝑡𝑡 − 𝑒𝑒 −𝑡𝑡
= −[ ] 2 sin 𝑡𝑡 = −2 sin 𝑡𝑡 sinh 𝑡𝑡
2

∴ ℒ −1 𝑓𝑓̅′ (𝑠𝑠) = −𝑡𝑡 𝑓𝑓(𝑡𝑡) = −2 sin 𝑡𝑡 sinh 𝑡𝑡

2 2
∴ ℒ −1 𝑡𝑡𝑡𝑡𝑡𝑡−1 ( 2 ) = 𝑓𝑓(𝑡𝑡) = sin 𝑡𝑡 sinh 𝑡𝑡
𝑠𝑠 𝑡𝑡
𝟕𝟕. 𝟏𝟏. 𝟑𝟑 𝐔𝐔𝐔𝐔𝐔𝐔 𝐨𝐨𝐨𝐨 𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂 𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓
If the function 𝑓𝑓̅ (𝑠𝑠), whose inverse transform is required, can be expressed
as a product of 𝐹𝐹̅ (𝑠𝑠)
∗ 𝐺𝐺̅ (𝑠𝑠), where inverse transforms 𝐹𝐹̅ (𝑠𝑠) and 𝐺𝐺̅ (𝑠𝑠) are known,
we use convolution theorem
̅ (𝒔𝒔) = 𝑮𝑮(𝒕𝒕) 𝒂𝒂𝒂𝒂𝒂𝒂 𝒇𝒇̅ (𝒔𝒔) = 𝑭𝑭̅ (𝒔𝒔) ∗ 𝑮𝑮
𝐈𝐈𝐈𝐈 𝓛𝓛−𝟏𝟏 𝐅𝐅̅ (𝒔𝒔) = 𝑭𝑭(𝒕𝒕), 𝓛𝓛−𝟏𝟏 𝐆𝐆 ̅ (𝒔𝒔) 𝒕𝒕𝒕𝒕𝒕𝒕𝒕𝒕
𝒕𝒕

{𝓛𝓛−𝟏𝟏 𝒇𝒇̅ (𝒔𝒔)} = 𝓛𝓛−𝟏𝟏 {𝑭𝑭̅ (𝒔𝒔) ∗ 𝑮𝑮

̅ (𝒔𝒔)} = ∫ 𝑭𝑭(𝒕𝒕 − 𝒖𝒖) 𝑮𝑮(𝒖𝒖) 𝒅𝒅𝒅𝒅
𝟎𝟎

𝟏𝟏
Corollary: Since 𝓛𝓛−𝟏𝟏 ( ) = 𝟏𝟏 𝒂𝒂𝒂𝒂𝒂𝒂 𝓛𝓛−𝟏𝟏 𝒇𝒇̅(𝒔𝒔) = 𝒇𝒇(𝒕𝒕)
𝒔𝒔
1
𝐿𝐿𝐿𝐿𝐿𝐿 𝐹𝐹̅ (𝑠𝑠) = and 𝐺𝐺̅ (𝑠𝑠) = 𝑓𝑓̅ (𝑠𝑠), ℎ𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒 𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓 𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎 𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟 𝑤𝑤𝑤𝑤 𝑔𝑔𝑔𝑔𝑔𝑔,
s
𝒕𝒕
−𝟏𝟏
𝒇𝒇(𝒔𝒔)
𝓛𝓛 { } = ∫ 𝟏𝟏. 𝒇𝒇(𝒖𝒖)𝒅𝒅𝒅𝒅 𝑵𝑵𝑵𝑵𝑵𝑵𝑵𝑵: 𝐹𝐹(𝑡𝑡)𝑎𝑎𝑎𝑎𝑎𝑎 𝐺𝐺(𝑡𝑡)𝑎𝑎𝑎𝑎𝑎𝑎 𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖ℎ𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎
𝒔𝒔
𝟎𝟎

152
 Chapter 7: Inverse Laplace Transform

𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬 𝟔𝟔: 𝑂𝑂𝑂𝑂𝑂𝑂𝑂𝑂𝑂𝑂𝑂𝑂 𝑡𝑡ℎ𝑒𝑒 𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖 𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝑜𝑜𝑜𝑜 𝑡𝑡ℎ𝑒𝑒 𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓:

𝟏𝟏 𝒔𝒔
(𝒊𝒊) (𝒊𝒊𝒊𝒊)
𝒔𝒔𝟐𝟐 (𝒔𝒔 + 𝟏𝟏)𝟐𝟐 (𝒔𝒔𝟐𝟐 + 𝒂𝒂𝟐𝟐 )𝟐𝟐

1 1 1
𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺: (𝑖𝑖) = 2
𝑠𝑠 2 (𝑠𝑠 + 1) 2 𝑠𝑠 (𝑠𝑠 + 1)2

1 1
ℒ −1 { 2 } = 𝑡𝑡 = 𝐹𝐹(𝑡𝑡) 𝑎𝑎𝑎𝑎𝑎𝑎 ℒ −1 { } = 𝑡𝑡𝑒𝑒 −𝑡𝑡 = 𝐺𝐺(𝑡𝑡)
𝑠𝑠 (𝑠𝑠 + 1)2
𝒕𝒕

𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈, {𝓛𝓛−𝟏𝟏 𝒇𝒇̅ (𝒔𝒔)} = 𝓛𝓛−𝟏𝟏 {𝑭𝑭̅ (𝒔𝒔) ∗ 𝑮𝑮

̅ (𝒔𝒔)} = ∫ 𝑭𝑭(𝒕𝒕 − 𝒖𝒖) 𝑮𝑮(𝒖𝒖) 𝒅𝒅𝒅𝒅
𝟎𝟎

𝑡𝑡
1
ℒ −1 { 2 } = ∫(𝑡𝑡 − 𝑢𝑢) 𝑢𝑢 𝑒𝑒 −𝑢𝑢 𝑑𝑑𝑑𝑑
𝑠𝑠 (𝑠𝑠 + 1)2
0

= [−(𝑢𝑢𝑢𝑢 − 𝑢𝑢2 ) 𝑒𝑒 −𝑢𝑢 − (𝑡𝑡 − 2𝑢𝑢)𝑒𝑒 −𝑢𝑢 − (−2) 𝑒𝑒 −𝑢𝑢 ]𝑡𝑡0

= 𝑡𝑡 𝑒𝑒 −𝑡𝑡 + 2𝑒𝑒 −𝑡𝑡 + 𝑡𝑡 − 2

𝒕𝒕
𝒇𝒇(𝒔𝒔) 1
𝓛𝓛−𝟏𝟏 { } = ∫ 𝟏𝟏. 𝒇𝒇(𝒖𝒖)𝒅𝒅𝒅𝒅 , 𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢 𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑦𝑦 , ℒ −1 { }
𝒔𝒔 (𝑠𝑠 + 1)2
𝟎𝟎
−𝑡𝑡
= 𝑡𝑡 𝑒𝑒 = 𝑓𝑓(𝑡𝑡)

1 1
ℒ −1 { 2 }
𝑠𝑠 (𝑠𝑠 + 1)2
𝑡𝑡

= ∫ 𝑢𝑢 𝑒𝑒 −𝑢𝑢 𝑑𝑑𝑑𝑑 = [−𝑢𝑢 𝑒𝑒 −𝑢𝑢 − 𝑒𝑒 −𝑢𝑢 ]𝑡𝑡0 = 1 − (𝑡𝑡 + 1)𝑒𝑒 −𝑡𝑡

0

1 1 1
ℒ −1 { 2 } = ℒ −1
{ }
𝑠𝑠 (𝑠𝑠 + 1)2 𝑠𝑠 2 (𝑠𝑠 + 1)2
𝒕𝒕

= ∫[1 − (𝑢𝑢 + 1) 𝑒𝑒 −𝑢𝑢 ]𝑑𝑑𝑑𝑑

𝟎𝟎

= [𝑢𝑢 + (𝑢𝑢 + 1) 𝑒𝑒 −𝑢𝑢 + 𝑒𝑒 −𝑢𝑢 ]𝑡𝑡0 = 𝑡𝑡𝑒𝑒 −𝑡𝑡 + 2𝑒𝑒 −𝑡𝑡 + 𝑡𝑡 − 2

𝑠𝑠 1 𝑠𝑠
(𝒊𝒊𝒊𝒊) = .
(𝑠𝑠 2 + 𝑎𝑎2 )2 𝑠𝑠 2 + 𝑎𝑎2 𝑠𝑠 2 + 𝑎𝑎2
𝑠𝑠
ℒ −1 { } = 𝑐𝑐𝑐𝑐𝑐𝑐 𝑎𝑎𝑎𝑎 = 𝐹𝐹 (𝑡𝑡)
𝑠𝑠 2 + 𝑎𝑎2

153
APPLIED MATHEMATICS

1 sin 𝑎𝑎𝑎𝑎
ℒ −1 { }= = 𝐺𝐺 (𝑡𝑡)
𝑠𝑠 2 + 𝑎𝑎 2 𝑎𝑎
̅ (𝒔𝒔) = 𝑮𝑮(𝒕𝒕) 𝒂𝒂𝒂𝒂𝒂𝒂 𝒇𝒇̅ (𝒔𝒔)
𝐈𝐈𝐈𝐈 𝓛𝓛−𝟏𝟏 𝐅𝐅̅ (𝒔𝒔) = 𝑭𝑭(𝒕𝒕), 𝓛𝓛−𝟏𝟏 𝐆𝐆
= 𝑭𝑭̅ (𝒔𝒔) ∗ 𝑮𝑮 ̅ (𝒔𝒔) 𝒕𝒕𝒕𝒕𝒕𝒕𝒕𝒕

{𝓛𝓛−𝟏𝟏 𝒇𝒇̅ (𝒔𝒔)} = 𝓛𝓛−𝟏𝟏 {𝑭𝑭̅ (𝒔𝒔) ∗ 𝑮𝑮

̅ (𝒔𝒔)}
𝒕𝒕

= ∫ 𝑭𝑭(𝒕𝒕 − 𝒖𝒖) 𝑮𝑮(𝒖𝒖) 𝒅𝒅𝒅𝒅

𝟎𝟎

𝑠𝑠 1 𝑠𝑠
ℒ −1 { 2 } = ℒ −1
{ . }
(𝑠𝑠 + 𝑎𝑎2 )2 (𝑠𝑠 2 + 𝑎𝑎2 ) (𝑠𝑠 2 + 𝑎𝑎2 )
𝑡𝑡
sin 𝑎𝑎𝑎𝑎
= ∫ cos 𝑎𝑎 ( 𝑡𝑡 − 𝑢𝑢) 𝑑𝑑𝑑𝑑
𝑎𝑎
0
𝑡𝑡
1
= ∫[sin 𝑎𝑎𝑎𝑎 + sin( 2𝑎𝑎𝑎𝑎 − 𝑎𝑎𝑎𝑎 )] 𝑑𝑑𝑑𝑑
2𝑎𝑎
0
𝑡𝑡
1 1
= [𝑢𝑢 sin 𝑎𝑎𝑎𝑎 − cos( 2𝑎𝑎𝑎𝑎 − 𝑎𝑎𝑎𝑎 )]
2𝑎𝑎 2𝑎𝑎 0

1
= 𝑡𝑡 sin 𝑎𝑎𝑎𝑎
2𝑎𝑎
𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬𝑬 𝟕𝟕: Find the inverse transform of the following:
1
(𝑖𝑖)
(𝑠𝑠 − 2)4 (𝑠𝑠 + 3)
1 1
𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺𝑺: (𝑖𝑖) ℒ −1 { } = ℒ −1 { }
(𝑠𝑠 − 2) (𝑠𝑠 + 3)
4 (𝑠𝑠 − 2) (𝑠𝑠 − 2 + 5)
4

1
= 𝑒𝑒 2𝑡𝑡 ℒ −1 { 4 }
𝑠𝑠 (𝑠𝑠 + 5)
1 𝑡𝑡 3 1
By convolution theorem ∶ ℒ −1 { 4 } = , ℒ −1 { } = 𝑒𝑒 −5𝑡𝑡
𝑠𝑠 3! 𝑠𝑠 + 5
𝑡𝑡 𝑡𝑡
1 𝑢𝑢3 −5(𝑡𝑡−𝑢𝑢) 𝑒𝑒 −5𝑡𝑡
∴ ℒ −1 { 4 }=∫ 𝑒𝑒 𝑑𝑑𝑑𝑑 = ∫ 𝑢𝑢3 𝑒𝑒 5𝑢𝑢 𝑑𝑑𝑑𝑑
𝑠𝑠 (𝑠𝑠 + 5) 6 6
0 0
𝑡𝑡
𝑒𝑒 −5𝑡𝑡 1 3 3 2 6 6 5𝑢𝑢
= [( 𝑢𝑢 − 𝑢𝑢 + 𝑢𝑢 − ) 𝑒𝑒 𝑑𝑑𝑑𝑑]
6 5 25 125 125 0

1 1 3 3 2 6 6 𝑒𝑒 −5𝑡𝑡
= ( 𝑡𝑡 − 𝑡𝑡 + 𝑡𝑡 − ) −
6 5 25 125 125 625

154
 Chapter 7: Inverse Laplace Transform

7.2 Solution of Ordinary Linear Differential Equations with

Constant Coefficients

The Laplace transform method of solving differential equations yields particular

solution without the necessity of first finding the general solution and then
evaluating the arbitrary constant.

This is specially useful for solving linear differential equations with constant
coefficients.

Procedure to solve a Linear Differential Equations with Constant Coefficients by

transform method.

1. Take the Laplace transform of both sides of the differential equation using
Laplace Transform of derivative (From Previous chapter) and the given
initial conditions

2. Transpose the terms with minus signs to the right.

3. Divide by the coefficient of y ̅, getting y ̅ as a known function of s

4. Resolve this function of s into partial fractions and take the inverse
transforms of both sides.

This gives y as a function of t which is the desired solution satisfying the given
conditions.

𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟖𝟖: Solve by the method of transforms, the equation

𝑦𝑦 ′′′ + 2𝑦𝑦 ′′ − 𝑦𝑦 ′ − 2𝑦𝑦 = 0 𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔 𝑦𝑦(0) = 𝑦𝑦 ′ (0) = 0 𝑎𝑎𝑎𝑎𝑎𝑎 𝑦𝑦 ′′ (0) = 6

𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒:
′′′
Let take the Laplace transform of both sides for 𝑦𝑦 + 2𝑦𝑦 ′′ − 𝑦𝑦 ′ − 2𝑦𝑦 = 0

[𝑠𝑠 3 𝑦𝑦̅ − 𝑠𝑠 2 𝑦𝑦(0) − 𝑠𝑠𝑦𝑦 ′ (0) − 𝑦𝑦 ′′ (0)] + 2[𝑠𝑠 2 𝑦𝑦̅ − 𝑠𝑠𝑠𝑠(0) − 𝑦𝑦 ′ (0)] − [𝑠𝑠𝑦𝑦̅ − 𝑦𝑦(0)] − 2𝑦𝑦̅ = 0

Using the given conditions, it reduces to

(𝑠𝑠 3 + 2𝑠𝑠 2 − 𝑠𝑠 − 2)𝑦𝑦̅ = 6

6
∴ 𝑦𝑦̅ =
(𝑠𝑠 3 + 2𝑠𝑠 2 − 𝑠𝑠 − 2)

6 6 6 6
= = + +
(𝑠𝑠 − 1)(𝑠𝑠 + 1)(𝑠𝑠 + 2) (𝑠𝑠 − 1) (𝑠𝑠 + 1) (𝑠𝑠 + 2)

155
APPLIED MATHEMATICS

6 6 6
= + +
(𝑠𝑠 − 1)(6) (−2)(𝑠𝑠 + 1) 3(𝑠𝑠 + 2)

On inversion , we get 𝑦𝑦
1 1 1
= ℒ −1 ( ) − 3ℒ −1 ( ) + 2ℒ −1 ( )
(𝑠𝑠 − 1) (𝑠𝑠 + 1) (𝑠𝑠 + 2)

𝑂𝑂𝑂𝑂 𝑦𝑦 = 𝑒𝑒 𝑡𝑡 − 3𝑒𝑒 −𝑡𝑡 + 2𝑒𝑒 −2𝑡𝑡 which is the desired result.

𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟗𝟗: Use transform method to solve

𝑑𝑑2 𝑥𝑥 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑

2
−2 + 𝑥𝑥 = 𝑒𝑒 𝑡𝑡 𝑤𝑤𝑤𝑤𝑤𝑤ℎ 𝑥𝑥 = 2, = −1 𝑎𝑎𝑎𝑎 𝑡𝑡 = 0
𝑑𝑑𝑡𝑡 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑

𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒:

𝑑𝑑2 𝑥𝑥 𝑑𝑑𝑑𝑑
Let take the Laplace transform of both sides for − 2 + 𝑥𝑥 = 𝑒𝑒 𝑡𝑡
𝑑𝑑𝑡𝑡 2 𝑑𝑑𝑑𝑑

1
[𝑠𝑠 2 𝑥𝑥̅ − 𝑠𝑠𝑠𝑠(0) − 𝑥𝑥 ′ (0)] − 2(𝑠𝑠𝑥𝑥̅ − 𝑥𝑥(0)) + 𝑥𝑥̅ =
𝑠𝑠 − 1

using the given conditions, it reduces to

1 2𝑠𝑠 2 − 7𝑠𝑠 + 6
(𝑠𝑠 2 − 2𝑠𝑠 + 1)𝑥𝑥̅ = + 2𝑠𝑠 − 5 =
𝑠𝑠 − 1 𝑠𝑠 − 1

2𝑠𝑠 2 − 7𝑠𝑠 + 6 2𝑠𝑠 2 − 7𝑠𝑠 + 6 2𝑠𝑠 2 − 7𝑠𝑠 + 6

∴ 𝑥𝑥̅ = = =
(𝑠𝑠 − 1)(𝑠𝑠 2 − 2𝑠𝑠 + 1) (𝑠𝑠 − 1)(𝑠𝑠 − 1)2 (𝑠𝑠 − 1)3

2 3 1
∴ 𝑥𝑥̅ = − + on breaking into partial fractions
𝑠𝑠 − 1 (𝑠𝑠 − 1) 2 (𝑠𝑠 − 1)3

On inversion , we get 𝑥𝑥
1 1 1
= 2ℒ −1 ( ) − 3ℒ −1 ( ) + ℒ −1
( )
𝑠𝑠 − 1 (𝑠𝑠 − 1)2 (𝑠𝑠 − 1)3

3𝑒𝑒 𝑡𝑡 . 𝑡𝑡 𝑒𝑒 𝑡𝑡 . 𝑡𝑡 2 1
= 2𝑒𝑒 𝑡𝑡 − + = 2𝑒𝑒 𝑡𝑡 − 3𝑡𝑡𝑒𝑒 𝑡𝑡 + 𝑡𝑡 2 𝑒𝑒 𝑡𝑡
1! 2! 2

156
 Chapter 7: Inverse Laplace Transform

𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟏𝟏𝟏𝟏 ∶ Solve (𝐷𝐷2 + 𝑛𝑛2 )𝑥𝑥 = 𝑎𝑎 𝑠𝑠𝑠𝑠𝑠𝑠 (𝑛𝑛𝑛𝑛 + 𝛼𝛼 ) , 𝑥𝑥 = 𝐷𝐷𝐷𝐷 = 0 at 𝑡𝑡 = 0

𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒: Let take the Laplace transform of both sides for

(𝐷𝐷2 + 𝑛𝑛2 )𝑥𝑥 = 𝑎𝑎 𝑠𝑠𝑠𝑠𝑠𝑠 (𝑛𝑛𝑛𝑛 + 𝛼𝛼 )

[𝑠𝑠 2 𝑥𝑥̅ − 𝑠𝑠𝑠𝑠(0) − 𝑥𝑥 ′ (0)] + 𝑛𝑛2 𝑥𝑥̅ = 𝑎𝑎 ℒ{sin 𝑛𝑛𝑛𝑛 . cos 𝛼𝛼 + cos 𝑛𝑛𝑛𝑛 . sin 𝛼𝛼}
on using the given conditions
𝑛𝑛 𝑠𝑠
(𝑠𝑠 2 + 𝑛𝑛2 )𝑥𝑥̅ = 𝑎𝑎 𝑐𝑐𝑐𝑐𝑐𝑐 𝛼𝛼. + 𝑎𝑎 sin 𝛼𝛼. 2
𝑠𝑠 2 + 𝑛𝑛 2 𝑠𝑠 + 𝑛𝑛2
1 𝑠𝑠
∴ 𝑥𝑥̅ = 𝑎𝑎𝑎𝑎 𝑐𝑐𝑐𝑐𝑐𝑐 𝛼𝛼. + 𝑎𝑎 sin 𝛼𝛼.
(𝑠𝑠 2 + 𝑛𝑛2 )2 (𝑠𝑠 2 + 𝑛𝑛2 )2
On inversion, we obtain
1 𝑡𝑡
𝑥𝑥 = 𝑎𝑎𝑎𝑎 𝑐𝑐𝑐𝑐𝑐𝑐 𝛼𝛼. 3
(sin 𝑛𝑛𝑛𝑛 − 𝑛𝑛𝑛𝑛 cos 𝑛𝑛𝑛𝑛) + 𝑎𝑎 sin 𝛼𝛼. sin 𝑛𝑛𝑛𝑛
2𝑛𝑛 2𝑛𝑛
{sin 𝑛𝑛𝑛𝑛 cos 𝛼𝛼 − 𝑛𝑛𝑛𝑛 cos(𝑛𝑛𝑛𝑛 + 𝛼𝛼)}
= 𝑎𝑎
2𝑛𝑛2
𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟏𝟏𝟏𝟏 ∶ Solve (𝐷𝐷3 − 3𝐷𝐷2 + 3𝐷𝐷 − 1)𝑦𝑦 = 𝑡𝑡 2 𝑒𝑒 𝑡𝑡 given that
𝑦𝑦(0) = 1, 𝑦𝑦 ′ (0) = 0, 𝑦𝑦 ′′ (0) = −2
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒: Let take the Laplace transform of both sides , we ge𝑡𝑡
[𝑠𝑠 3 𝑦𝑦̅ − 𝑠𝑠 2 𝑦𝑦(0) − 𝑠𝑠𝑠𝑠 ′ (0) − 𝑦𝑦 ′′ (0)] − 3 [𝑠𝑠 2 𝑦𝑦̅ − 𝑠𝑠𝑠𝑠(0) − 𝑦𝑦 ′ (0)] + 3[𝑠𝑠𝑦𝑦̅ − 𝑦𝑦(0)] − 𝑦𝑦̅

2
=
(𝑠𝑠 − 1)3

On using given conditions, it reduces to

𝑠𝑠 2 − 3𝑠𝑠 + 1 2 (𝑠𝑠 − 1)2 − (𝑠𝑠 − 1) − 1 2
𝑦𝑦̅ = + = +
(𝑠𝑠 − 1)3 (𝑠𝑠 − 1)6 (𝑠𝑠 − 1)3 (𝑠𝑠 − 1)6
1 1 1 2
𝑦𝑦̅ = + 2
− 3
+
(𝑠𝑠 − 1) (𝑠𝑠 − 1) (𝑠𝑠 − 1) (𝑠𝑠 − 1)6
On inversion, we obtain
1 1 1 1
ℒ −1 {𝑦𝑦̅} = ℒ −1 { } + ℒ −1 { 2
} − ℒ −1 { 3
} + 2ℒ −1 { }
(𝑠𝑠 − 1) (𝑠𝑠 − 1) (𝑠𝑠 − 1) (𝑠𝑠 − 1)6
1 1
𝑦𝑦 = 𝑒𝑒 𝑡𝑡 (1 − 𝑡𝑡 − 𝑡𝑡 2 + 𝑡𝑡 5 )
2 60

157
APPLIED MATHEMATICS

𝑑𝑑2 𝑥𝑥 𝜋𝜋
𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟏𝟏𝟏𝟏 ∶ Solve 2
+ 9𝑥𝑥 = cos 2𝑡𝑡 , 𝑖𝑖𝑖𝑖 𝑥𝑥(0) = 1 , 𝑥𝑥 ( ) = −1
𝑑𝑑𝑡𝑡 2
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒: Since 𝑥𝑥 ′ (0)is not given, we assume 𝑥𝑥 ′ (0) = 𝑎𝑎

𝑑𝑑2 𝑥𝑥
Taking the Laplace transform of both sides of the equation + 9𝑥𝑥
𝑑𝑑𝑡𝑡 2
= cos 2t , we have
𝑠𝑠
ℒ (𝑥𝑥 ′′ ) + 9ℒ (𝑥𝑥 ) = ℒ (cos 2𝑡𝑡) , 𝑖𝑖. 𝑒𝑒. [𝑠𝑠 2 𝑥𝑥̅ − 𝑠𝑠𝑠𝑠 (0) − 𝑥𝑥 ′ (0)] + 9𝑥𝑥̅ =
𝑠𝑠 2 +4
𝑠𝑠 𝑠𝑠 + 𝑎𝑎 𝑠𝑠
(𝑠𝑠 2 + 9)𝑥𝑥̅ = 𝑠𝑠 + 𝑎𝑎 + 𝑶𝑶𝑶𝑶 𝑥𝑥̅ = + 2
𝑠𝑠 2 +4 (𝑠𝑠 + 9) (𝑠𝑠 + 4) (𝑠𝑠 2 + 9)
2

𝑠𝑠 + 𝑎𝑎 𝑠𝑠
𝑶𝑶𝑶𝑶 𝑥𝑥̅ = +
(𝑠𝑠 2 + 9) (𝑠𝑠 2 + 4) (𝑠𝑠 2 + 9)

𝑎𝑎 1 𝑠𝑠 4 𝑠𝑠
𝑶𝑶𝑶𝑶 𝑥𝑥̅ = + . 2 + . 2
(𝑠𝑠 2 + 9) 5 (𝑠𝑠 + 4) 5 (𝑠𝑠 + 9)

On inversion, we obtain

𝑎𝑎 1 𝑠𝑠 4 𝑠𝑠
ℒ −1 {𝑥𝑥̅ } = ℒ −1 { 2 } + . ℒ −1 { 2 } + . ℒ −1 { 2 }
(𝑠𝑠 + 9) 5 (𝑠𝑠 + 4) 5 (𝑠𝑠 + 9)

𝑎𝑎 1 4
𝑥𝑥 = 𝑠𝑠𝑠𝑠𝑠𝑠 3𝑡𝑡 + 𝑐𝑐𝑐𝑐𝑐𝑐 2𝑡𝑡 + 𝑐𝑐𝑐𝑐𝑐𝑐 3𝑡𝑡
3 5 5
𝜋𝜋 𝑎𝑎 1 𝑎𝑎 4 𝜋𝜋
𝑊𝑊ℎ𝑒𝑒𝑒𝑒 𝑡𝑡 = ( ) , −1 = − − 𝑂𝑂𝑂𝑂 = 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠 𝑥𝑥 ( ) = −1
2 3 5 3 5 2
1
Here the solution is 𝑥𝑥 = (cos 2𝑡𝑡 + 4 sin 3𝑡𝑡 + 4 cos 3𝑡𝑡 )
5

𝟕𝟕. 𝟑𝟑 𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 𝐨𝐨𝐨𝐨 𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 𝐎𝐎𝐎𝐎𝐎𝐎𝐎𝐎𝐎𝐎𝐎𝐎𝐎𝐎𝐎𝐎 𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃 𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄

The Laplace transform method is applicable to solve two or more

simultaneous ordinary differential equations.

𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟏𝟏𝟏𝟏 ∶ Solve the simultaneous equations

𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
+ 5𝑥𝑥 − 2𝑦𝑦 = 𝑡𝑡, + 2𝑥𝑥 + 𝑦𝑦 = 0 𝑏𝑏𝑏𝑏𝑏𝑏𝑏𝑏𝑏𝑏 𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔 𝑥𝑥 = 𝑦𝑦 = 0 𝑤𝑤ℎ𝑒𝑒𝑒𝑒 𝑡𝑡 = 0.
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑

158
 Chapter 7: Inverse Laplace Transform

𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒: Taking the Laplace transforms of the given equations,

𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
+ 5𝑥𝑥 − 2𝑦𝑦 = 𝑡𝑡, + 2𝑥𝑥 + 𝑦𝑦 = 0 , 𝑤𝑤𝑤𝑤 𝑔𝑔𝑔𝑔𝑔𝑔
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
1
[ 𝑠𝑠𝑥𝑥̅ 𝑥𝑥(0)] + 5𝑥𝑥̅ − 2𝑦𝑦̅ = [∵ 𝑥𝑥(0) = 0 ]
𝑠𝑠 2

1
𝑖𝑖. 𝑒𝑒. (𝑠𝑠 + 5)𝑥𝑥̅ − 2𝑦𝑦̅ = − − − − − (𝑖𝑖)
𝑠𝑠 2
[ 𝑠𝑠𝑦𝑦̅ − 𝑦𝑦(0)] + 2𝑥𝑥̅ + 𝑦𝑦̅ = 0 [∵ 𝑦𝑦(0) = 0 ]

𝑖𝑖. 𝑒𝑒. 2𝑥𝑥̅ + (𝑠𝑠 + 1)𝑦𝑦̅ = 0 − − − − − (𝑖𝑖𝑖𝑖)

Solving (𝑖𝑖) 𝑎𝑎𝑎𝑎𝑎𝑎 (𝑖𝑖𝑖𝑖)𝑓𝑓𝑓𝑓𝑓𝑓 , 𝑤𝑤𝑤𝑤 𝑔𝑔𝑔𝑔𝑔𝑔

⁄ 2 −2 | + |𝑠𝑠 + 5 −2 |
𝑥𝑥̅ = |1 𝑠𝑠
0 𝑠𝑠 + 1 2 𝑠𝑠 + 1
𝑠𝑠 + 1
𝑥𝑥̅ =
𝑠𝑠 2 (𝑠𝑠 + 3)2

1 1 1 2
𝑥𝑥̅ = + − −
27 𝑠𝑠 9 𝑠𝑠 2 27(𝑠𝑠 + 3) 9 (𝑠𝑠 + 3)2

Substituting the value of 𝑥𝑥̅ in (𝑖𝑖𝑖𝑖), we get

2 4 2 4 2
𝑦𝑦̅ = − = − − −
𝑠𝑠 2 (𝑠𝑠 + 3)2 27 𝑠𝑠 9𝑠𝑠 2 27(𝑠𝑠 + 3) 9 (𝑠𝑠 + 3)2

On inversion , we get

1 𝑡𝑡 1 2 4 2𝑡𝑡 4 −3𝑡𝑡 2 −3𝑡𝑡

𝑥𝑥 = + − 𝑒𝑒 −3𝑡𝑡 − 𝑡𝑡𝑒𝑒 −3𝑡𝑡 , 𝑎𝑎𝑎𝑎𝑎𝑎 𝑦𝑦 = − − 𝑒𝑒 − 𝑡𝑡𝑒𝑒
27 9 27 9 27 9 27 9
𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟏𝟏𝟏𝟏 ∶ The coordinators (𝑥𝑥, 𝑦𝑦)of a particle moving along a place curve at any

𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
time t are given by + 2𝑥𝑥 = 𝑠𝑠𝑠𝑠𝑠𝑠 2𝑡𝑡, − 2𝑦𝑦 = 𝑐𝑐𝑐𝑐𝑐𝑐 2𝑡𝑡 , ( 𝑡𝑡 > 0).
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
If at 𝑡𝑡 = 0, 𝑥𝑥 = 1 and 𝑦𝑦 = 0 , show by transforms, that the particle

moves along the curve 4𝑥𝑥 2 + 4𝑥𝑥𝑥𝑥 + 5𝑦𝑦 2 = 4

𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒: 𝑇𝑇𝑇𝑇𝑇𝑇𝑇𝑇𝑇𝑇𝑇𝑇 𝑡𝑡ℎ𝑒𝑒 𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝑜𝑜𝑜𝑜 𝑡𝑡ℎ𝑒𝑒 𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔 𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒,

𝑎𝑎𝑎𝑎𝑎𝑎 𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛𝑛 𝑡𝑡ℎ𝑎𝑎𝑎𝑎 𝑦𝑦(0) = 0 , 𝑥𝑥(0) = 1 , 𝑤𝑤𝑤𝑤 𝑔𝑔𝑔𝑔𝑔𝑔

159
APPLIED MATHEMATICS

2 2
[ 𝑠𝑠𝑦𝑦̅ – 𝑦𝑦(0)] + 2𝑥𝑥̅ = 𝑜𝑜𝑜𝑜 2𝑥𝑥̅ + 𝑠𝑠𝑦𝑦̅ = 2 𝑎𝑎𝑎𝑎𝑎𝑎 − (𝑖𝑖) 
𝑠𝑠 2 +2 2 𝑠𝑠 + 4
2 2
[ 𝑠𝑠𝑥𝑥̅ – 𝑥𝑥(0)] − 2𝑦𝑦̅ = 𝑜𝑜𝑜𝑜 𝑠𝑠𝑥𝑥̅ − 2𝑦𝑦̅ = + 1 − − − (𝑖𝑖𝑖𝑖)
𝑠𝑠 2 +22 𝑠𝑠 2 +4

Multiplying (𝑖𝑖)𝑏𝑏𝑏𝑏 𝑠𝑠 and (𝑖𝑖𝑖𝑖)𝑏𝑏𝑏𝑏 2 and substracting , we get

2
(𝑠𝑠 2 + 4)𝑦𝑦̅ = −2 𝑜𝑜𝑜𝑜 𝑦𝑦̅ = −
(𝑠𝑠 2 + 4)
1
On inversion, 𝑦𝑦 = −2ℒ −1 [ ] = − sin 2𝑡𝑡
(𝑠𝑠 2 + 4)

From the given first equation,

𝑑𝑑𝑑𝑑 𝑑𝑑
2𝑥𝑥 = 𝑠𝑠𝑠𝑠𝑠𝑠 2𝑡𝑡 − = 𝑠𝑠𝑠𝑠𝑠𝑠 2𝑡𝑡 − (−𝑠𝑠𝑠𝑠𝑠𝑠 2𝑡𝑡)
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
𝑜𝑜𝑜𝑜 2𝑥𝑥 = 𝑠𝑠𝑠𝑠𝑠𝑠 2𝑡𝑡 + 2 𝑐𝑐𝑐𝑐𝑐𝑐 2𝑡𝑡 𝑜𝑜𝑜𝑜 4𝑥𝑥 2
= (𝑠𝑠𝑠𝑠𝑠𝑠 2𝑡𝑡 + 2 𝑐𝑐𝑐𝑐𝑐𝑐 2𝑡𝑡 )2 − − − − − − − − − − (𝑖𝑖𝑖𝑖𝑖𝑖)

𝐴𝐴𝐴𝐴𝐴𝐴𝐴𝐴 4𝑥𝑥𝑥𝑥 = (𝑠𝑠𝑠𝑠𝑠𝑠 2𝑡𝑡 + 2 𝑐𝑐𝑐𝑐𝑐𝑐 2𝑡𝑡)( −2 𝑠𝑠𝑠𝑠𝑠𝑠 2𝑡𝑡)

= −2 ( 𝑠𝑠𝑠𝑠𝑠𝑠2 2𝑡𝑡 + 2 𝑠𝑠𝑠𝑠𝑠𝑠 2𝑡𝑡 𝑐𝑐𝑐𝑐𝑐𝑐 2𝑡𝑡 ) − − − − − − (𝑖𝑖𝑖𝑖)

𝑎𝑎𝑎𝑎𝑎𝑎 5𝑦𝑦 2 = 5 𝑠𝑠𝑠𝑠𝑠𝑠2 2𝑡𝑡 − − − − − −(𝑖𝑖𝑖𝑖)

𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎𝑎 (𝑖𝑖𝑖𝑖𝑖𝑖), (𝑖𝑖𝑖𝑖), 𝑎𝑎𝑎𝑎𝑎𝑎 (𝑣𝑣), 𝑤𝑤𝑤𝑤 𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜

4𝑥𝑥 2 + 4𝑥𝑥𝑥𝑥 + 5𝑦𝑦 2

= 𝑠𝑠𝑠𝑠𝑠𝑠2 2𝑡𝑡 + 4 𝑠𝑠𝑠𝑠𝑠𝑠 2𝑡𝑡 𝑐𝑐𝑐𝑐𝑐𝑐 2𝑡𝑡 + 4 𝑐𝑐𝑐𝑐𝑐𝑐 2 2𝑡𝑡 − 2 𝑠𝑠𝑠𝑠𝑠𝑠2 2𝑡𝑡
− 4 𝑠𝑠𝑠𝑠𝑠𝑠 2𝑡𝑡 𝑐𝑐𝑐𝑐𝑐𝑐 2𝑡𝑡 + 5 𝑠𝑠𝑠𝑠𝑠𝑠2 2𝑡𝑡

= 4 𝑠𝑠𝑠𝑠𝑠𝑠2 2𝑡𝑡 + 4 𝑐𝑐𝑐𝑐𝑐𝑐 2 2𝑡𝑡 = 4

𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟏𝟏𝟏𝟏 ∶ The small oscillations of a certain system with two degrees of freedom

are given by equations 𝐷𝐷2 𝑥𝑥 + 3𝑥𝑥 − 2𝑦𝑦 = 0, 𝐷𝐷2 𝑥𝑥 + 𝐷𝐷2 𝑦𝑦 + 3𝑥𝑥 + 5𝑦𝑦 = 0
where D=d/dt.
1
If 𝑥𝑥 = 0, 𝑦𝑦 = 0 , 𝑥𝑥 = 3 , 𝑦𝑦 = 2 when 𝑡𝑡 = 0 , find 𝑥𝑥 and 𝑦𝑦 when 𝑡𝑡 = .
2
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒: Taking the Laplace transforms of the given equations,

[𝑠𝑠 2 𝑥𝑥̅ − 𝑠𝑠𝑠𝑠(0) − 𝑥𝑥 ′ (0)] + 3𝑥𝑥̅ − 2𝑦𝑦̅ = 0

𝑖𝑖. 𝑒𝑒. , ( 𝑠𝑠 2 + 3)𝑥𝑥̅ − 2𝑦𝑦̅ = 3 − − − − − − − − − −(𝑖𝑖)

𝑎𝑎𝑎𝑎𝑎𝑎 [𝑠𝑠 2 𝑥𝑥̅ − 𝑠𝑠𝑠𝑠(0) − 𝑥𝑥 ′ (0)] + [𝑠𝑠 2 𝑦𝑦̅ − 𝑠𝑠𝑠𝑠(0) − 𝑦𝑦 ′ (0)] − 3𝑥𝑥̅ + 5𝑦𝑦̅ = 0

160
 Chapter 7: Inverse Laplace Transform

𝑖𝑖. 𝑒𝑒. , ( 𝑠𝑠 2 − 3)𝑥𝑥̅ − ( 𝑠𝑠 2 + 5)𝑦𝑦̅ = 5 − − − − − − − (𝑖𝑖𝑖𝑖)

𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 (𝑖𝑖) 𝑎𝑎𝑎𝑎𝑎𝑎 (𝑖𝑖𝑖𝑖)𝑓𝑓𝑓𝑓𝑓𝑓 𝑥𝑥̅ 𝑎𝑎𝑎𝑎𝑎𝑎 𝑦𝑦̅ , 𝑤𝑤𝑤𝑤 𝑔𝑔𝑔𝑔𝑔𝑔

3 −2 2 3𝑠𝑠 2 + 25
𝑥𝑥̅ = | 2 | + |𝑠𝑠 2 + 3 −2 | =
5 𝑠𝑠 + 5 𝑠𝑠 − 3 𝑠𝑠 2 + 5 (𝑠𝑠 2 + 1) (𝑠𝑠 2 + 9)

11 1 1 1
𝑥𝑥̅ = . 2 + . 2
4 𝑠𝑠 + 1 4 (𝑠𝑠 + 9)

2
3| + |𝑠𝑠 2 + 3 −2 | = 2𝑠𝑠 2 + 24
̅𝑦𝑦 = |𝑠𝑠 2 + 3
𝑠𝑠 − 3 5 𝑠𝑠 2 − 3 𝑠𝑠 2 + 5 (𝑠𝑠 2 + 1) (𝑠𝑠 2 + 9)

11 1 3 1
𝑦𝑦̅ = . 2 + . 2
4 𝑠𝑠 + 1 4 (𝑠𝑠 + 9)

𝑂𝑂𝑂𝑂 𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖 , 𝑤𝑤𝑤𝑤 𝑔𝑔𝑔𝑔𝑔𝑔

11 1 11 1
𝑥𝑥 = sin 𝑡𝑡 + sin 3𝑡𝑡 , 𝑦𝑦 = sin 𝑡𝑡 − sin 3𝑡𝑡
4 12 4 4

𝟕𝟕. 𝟒𝟒 𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋 𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓 𝐨𝐨𝐨𝐨 𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅

In some physical and engineering problems, it is required to find the solution of a

differential equation of the system which it is acted on by∶

(i) a periodic force or periodic voltage

(ii) a impulsive force or voltage acting instantaneously at a certain time, or a
concentrated load acting at a point,
(iii) a force acting on a part of the system or voltage acting for finite interval
of time
•
• 𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏 𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅
• 𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇 𝐔𝐔𝐔𝐔𝐔𝐔𝐔𝐔 𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅
• 𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃 − 𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝 𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅(𝐔𝐔𝐔𝐔𝐔𝐔𝐔𝐔 𝐈𝐈𝐈𝐈𝐈𝐈𝐈𝐈𝐈𝐈𝐈𝐈𝐈𝐈 𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅)

𝟕𝟕. 𝟒𝟒. 𝟏𝟏 𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏 𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅

The perodic function 𝑓𝑓(𝑡𝑡) of period 𝑇𝑇 is defined as

𝑓𝑓(𝑡𝑡 + 𝑇𝑇) = 𝑓𝑓(𝑡𝑡), 𝑇𝑇 > 0 − − − − − − − −(𝐼𝐼)

For e. g. (i) 𝑓𝑓(𝑡𝑡) = sin 𝑡𝑡 is a periodic function of period 𝑇𝑇 = 2π, as

𝑓𝑓(𝑡𝑡 + 𝑇𝑇) = sin( 𝑡𝑡 + 2π) = sin t = f(t)

𝑓𝑓(𝑡𝑡 + 𝑇𝑇) = 𝑠𝑠𝑠𝑠𝑠𝑠( 𝑡𝑡 + 2𝜋𝜋) = 𝑠𝑠𝑠𝑠𝑠𝑠 𝑡𝑡 = 𝑓𝑓(𝑡𝑡)

161
APPLIED MATHEMATICS

For e. g. (ii) Square Wave Function

𝑓𝑓(𝑡𝑡) = 1, 0 ≤ 1 < 𝑎𝑎
𝑤𝑤𝑤𝑤𝑤𝑤ℎ 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 2𝑎𝑎
= −1 , 𝑎𝑎 < 𝑡𝑡 < 2𝑎𝑎

The Laplace transform of a periodic function 𝑓𝑓(𝑡𝑡)𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑 𝑏𝑏𝑏𝑏 (𝐼𝐼) 𝑖𝑖𝑖𝑖 𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔 𝑏𝑏𝑏𝑏

𝑓𝑓(̅ 𝑠𝑠) = ℒ{𝑓𝑓(𝑡𝑡)}

∞

= ∫ 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑓𝑓(𝑡𝑡)𝑑𝑑𝑑𝑑
0
𝑇𝑇
1
= ∫ 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑓𝑓(𝑢𝑢)𝑑𝑑𝑑𝑑 − − − − − −(𝐼𝐼𝐼𝐼) 𝑓𝑓𝑓𝑓𝑓𝑓 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝑇𝑇
1 − 𝑒𝑒 −𝑠𝑠𝑠𝑠
0

𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟏𝟏𝟏𝟏 ∶ The " Square Wave Function " of period 2𝑎𝑎 is defined by

𝑓𝑓(𝑡𝑡) = 1, 0 ≤ 𝑡𝑡 < 𝑎𝑎
= −1 , 𝑎𝑎 < 𝑡𝑡 < 2𝑎𝑎

Find the Laplace transform of f(t)

∞

𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒: 𝑓𝑓 (̅ 𝑠𝑠) = ℒ{𝑓𝑓(𝑡𝑡)} = ∫ 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑓𝑓(𝑡𝑡)𝑑𝑑𝑑𝑑 ,

0

𝑇𝑇
1
= ∫ 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑓𝑓(𝑢𝑢)𝑑𝑑𝑑𝑑 − − − − − − 𝑓𝑓𝑓𝑓𝑓𝑓 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝑇𝑇
1 − 𝑒𝑒 −𝑠𝑠𝑠𝑠
0

2𝑎𝑎
1
ℒ{𝑓𝑓(𝑡𝑡)} = ∫ 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑓𝑓(𝑢𝑢)𝑑𝑑𝑑𝑑 − − − − − − 𝑓𝑓𝑓𝑓𝑓𝑓 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝑇𝑇 = 2𝑎𝑎
1 − 𝑒𝑒 −2𝑎𝑎
0

𝑎𝑎 2𝑎𝑎
1
= [∫ 𝑒𝑒 −𝑠𝑠𝑠𝑠 1. 𝑑𝑑𝑑𝑑 + ∫ 𝑒𝑒 −𝑠𝑠𝑢𝑢 (−1). 𝑑𝑑𝑑𝑑 ]
1 − 𝑒𝑒 −2𝑎𝑎
0 0

1 (1 − 𝑒𝑒 −𝑎𝑎𝑎𝑎 )2 (1 − 𝑒𝑒 −𝑎𝑎𝑎𝑎 ) 1 𝑎𝑎𝑎𝑎

= = = 𝑡𝑡𝑡𝑡𝑡𝑡ℎ
𝑠𝑠 (1 − 𝑒𝑒 −2𝑎𝑎𝑎𝑎 ) (1 + 𝑒𝑒 −𝑎𝑎𝑎𝑎 ) s 2

162
 Chapter 7: Inverse Laplace Transform

𝟕𝟕. 𝟒𝟒. 𝟐𝟐 𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇 𝐔𝐔𝐔𝐔𝐔𝐔𝐔𝐔 𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅

There are some fractions of which the inverse transform can not be determined
from the formulae so far derived.To over come the such cases,the Unit Step
Function ( Heaviside′ s Unit Function ) is introduce.

𝟏𝟏. 𝐔𝐔𝐔𝐔𝐔𝐔𝐔𝐔 𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅 ( 𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇′ 𝐬𝐬 𝐔𝐔𝐔𝐔𝐔𝐔𝐔𝐔 𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅 )

Definiton ∶
The unit step function 𝑢𝑢(𝑡𝑡 − 𝑎𝑎) is defined as follows:

0 for t < 𝑎𝑎
𝑢𝑢(𝑡𝑡 − 𝑎𝑎) = {
1 for t ≥ a
where , 𝑎𝑎 is always positive . It is also denoted as 𝐻𝐻(𝑡𝑡 − 𝑎𝑎).

Fig (Unit Step Function )

𝟐𝟐)𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓 𝐨𝐨𝐨𝐨 𝐮𝐮𝐮𝐮𝐮𝐮𝐮𝐮 𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟.

∞

ℒ{𝑢𝑢 (𝑡𝑡 − 𝑎𝑎)} = ∫ 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑢𝑢(𝑡𝑡 − 𝑎𝑎)𝑑𝑑𝑑𝑑 =

0

𝑎𝑎 ∞ ∞
−𝑠𝑠𝑠𝑠 −𝑠𝑠𝑠𝑠
𝑒𝑒 −𝑠𝑠𝑠𝑠
= ∫ 𝑒𝑒 .0 𝑑𝑑𝑑𝑑 + ∫ 𝑒𝑒 .1𝑑𝑑𝑑𝑑 = 0 + | |
−𝑠𝑠 𝑎𝑎
0 𝑎𝑎

𝑒𝑒 −𝑎𝑎𝑎𝑎
Thus ℒ{𝑢𝑢 (𝑡𝑡 − 𝑎𝑎)} =
−𝑠𝑠
0 𝑓𝑓𝑓𝑓𝑓𝑓 𝑡𝑡 < 𝑎𝑎
The product 𝑓𝑓(𝑡𝑡) 𝑢𝑢(𝑡𝑡 − 𝑎𝑎) = {
𝑓𝑓(𝑡𝑡) 𝑓𝑓𝑓𝑓𝑓𝑓 𝑡𝑡 ≥ 𝑎𝑎

The function 𝑓𝑓(𝑡𝑡 − 𝑎𝑎). 𝑢𝑢(𝑡𝑡 − 𝑎𝑎) represents the graph of 𝑓𝑓 (𝑡𝑡)shifted through a

distance 𝒂𝒂 to the right and is of special importance

163
APPLIED MATHEMATICS

𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 𝐬𝐬𝐡𝐡𝐡𝐡𝐡𝐡𝐡𝐡𝐡𝐡𝐡𝐡𝐡𝐡 𝐩𝐩𝐩𝐩𝐩𝐩𝐩𝐩𝐩𝐩𝐩𝐩𝐩𝐩𝐩𝐩

If ℒ{𝑓𝑓(𝑡𝑡)} = 𝑓𝑓 (̅ 𝑠𝑠), 𝑡𝑡ℎ𝑒𝑒𝑒𝑒 ℒ{𝑓𝑓(𝑡𝑡 − 𝑎𝑎). 𝑢𝑢(𝑡𝑡 − 𝑎𝑎)} = 𝑒𝑒 −𝑎𝑎𝑎𝑎 𝑓𝑓(̅ 𝑠𝑠)
∞

ℒ{𝑓𝑓(𝑡𝑡 − 𝑎𝑎). 𝑢𝑢(𝑡𝑡 − 𝑎𝑎)} = ∫ 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑓𝑓(𝑡𝑡 − 𝑎𝑎) 𝑢𝑢(𝑡𝑡 − 𝑎𝑎)𝑑𝑑𝑑𝑑

0
𝑎𝑎 ∞

= ∫ 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑓𝑓(𝑡𝑡 − 𝑎𝑎) (0)𝑑𝑑𝑑𝑑 + ∫ 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑓𝑓(𝑡𝑡 − 𝑎𝑎) 𝑑𝑑𝑑𝑑 [Put 𝑡𝑡 − 𝑎𝑎 = 𝑢𝑢]
0 𝑎𝑎
∞ ∞

= ∫ 𝑒𝑒 −𝑠𝑠(𝑢𝑢+𝑎𝑎) 𝑓𝑓(𝑢𝑢) 𝑑𝑑𝑑𝑑 = 𝑒𝑒 −𝑠𝑠𝑠𝑠 ∫ 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑓𝑓(𝑢𝑢) 𝑑𝑑𝑑𝑑 = 𝑒𝑒 −𝑎𝑎𝑎𝑎 𝑓𝑓(̅ 𝑠𝑠)
0 0

𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 Express the following function ( From the below figure) in terms of
unit step function and find its Laplace transform

𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒: We have
0, 0 < 𝑡𝑡 < 1
𝑓𝑓(𝑡𝑡) = {𝑡𝑡 − 1, 1 < 𝑡𝑡 < 2
0, 𝑡𝑡 > 2
𝐎𝐎𝐎𝐎 𝑓𝑓(𝑡𝑡) = (𝑡𝑡 − 1)[𝑢𝑢(𝑡𝑡 − 1) − 𝑢𝑢(𝑡𝑡 − 2)] + 𝑢𝑢(𝑡𝑡 − 2)
= (𝑡𝑡 − 1)𝑢𝑢(𝑡𝑡 − 1) − (𝑡𝑡 − 2)𝑢𝑢(𝑡𝑡 − 2)
By second shifting property , ℒ{𝑓𝑓(𝑡𝑡 − 𝑎𝑎). 𝑢𝑢(𝑡𝑡 − 𝑎𝑎)} = 𝑒𝑒 −𝑎𝑎𝑎𝑎 ℒ{𝑓𝑓(𝑡𝑡)}
1
𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀 ℒ{𝑓𝑓(𝑡𝑡)} = ℒ(𝑡𝑡) =
𝑠𝑠 2
1 1
∴ ℒ{(𝑡𝑡 − 1)𝑢𝑢(𝑡𝑡 − 1)} = 𝑒𝑒 −𝑠𝑠 𝑎𝑎𝑎𝑎𝑎𝑎 ℒ{(𝑡𝑡 − 2)𝑢𝑢(𝑡𝑡 − 2)} = 𝑒𝑒 −2𝑠𝑠
𝑠𝑠 2 𝑠𝑠 2
𝑒𝑒 −𝑠𝑠 − 𝑒𝑒 −2𝑠𝑠
𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇 ℒ{𝑓𝑓(𝑡𝑡)} = ℒ{(𝑡𝑡 − 1)𝑢𝑢(𝑡𝑡 − 1) − (𝑡𝑡 − 2)𝑢𝑢(𝑡𝑡 − 2)} =
𝑠𝑠 2

164
 Chapter 7: Inverse Laplace Transform

𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟏𝟏𝟏𝟏 ∶ Using unit step function , find the Laplace transform of

sin 𝑡𝑡 , 0 ≤ 𝑡𝑡 < 𝜋𝜋
𝑓𝑓(𝑡𝑡) = { sin 2𝑡𝑡 , 𝜋𝜋 ≤ 𝑡𝑡 < 2𝜋𝜋
sin 3𝑡𝑡 𝑡𝑡 ≥ 2𝜋𝜋 ,

𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 ∶

𝑓𝑓(𝑡𝑡) = sin 𝑡𝑡 [𝑢𝑢(𝑡𝑡 − 0) − 𝑢𝑢(𝑡𝑡 − 𝜋𝜋)]

+ sin 2𝑡𝑡 [𝑢𝑢(𝑡𝑡 − 𝜋𝜋) − 𝑢𝑢(𝑡𝑡 − 2𝜋𝜋)] + sin 3𝑡𝑡 . 𝑢𝑢(𝑡𝑡 − 2𝜋𝜋)

= sin 𝑡𝑡 + (sin 2𝑡𝑡 − sin 𝑡𝑡 ) 𝑢𝑢(𝑡𝑡 − 𝜋𝜋) + (sin 3𝑡𝑡 − sin 2𝑡𝑡) 𝑢𝑢(𝑡𝑡 − 2𝜋𝜋)
𝑎𝑎
Since ℒ[𝑓𝑓(𝑡𝑡 − 𝑎𝑎)𝑢𝑢(𝑡𝑡 − 𝑎𝑎)] = 𝑒𝑒 −𝑎𝑎𝑎𝑎 𝑓𝑓(̅ 𝑠𝑠) and ℒ[sin 𝑎𝑎𝑎𝑎] =
𝑠𝑠 2 + 𝑎𝑎2
ℒ[𝑓𝑓(𝑡𝑡)] = ℒ[sin 𝑡𝑡] + ℒ[(sin 2𝑡𝑡 − sin 𝑡𝑡). 𝑢𝑢(𝑡𝑡 − 𝜋𝜋)]
+ ℒ[(sin 3𝑡𝑡 − sin 2𝑡𝑡). 𝑢𝑢(𝑡𝑡 − 2𝜋𝜋)]

1 2 1 3 2
= + 𝑒𝑒 −𝜋𝜋𝜋𝜋 ( 2 − 2 ) + 𝑒𝑒 −2𝜋𝜋𝜋𝜋 ( 2 − 2 )
𝑠𝑠 2 +1 𝑠𝑠 + 4 𝑠𝑠 + 1 𝑠𝑠 + 9 𝑠𝑠 + 4
𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟏𝟏𝟏𝟏 (𝐢𝐢) Express the following function ( From the below figure)

in terms of unit step function and find its Laplace transform.

(𝐢𝐢𝐢𝐢)Obtain the Laplace transform of 𝑒𝑒 −𝑡𝑡 [1 − 𝑢𝑢(𝑡𝑡 − 2)].

𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 ∶ (𝐢𝐢) We have

𝑡𝑡 − 1, 1 < 𝑡𝑡 < 2
𝑓𝑓(𝑡𝑡) = {
3 − 𝑡𝑡 , 2 < 𝑡𝑡 < 3

𝐎𝐎𝐎𝐎 𝑓𝑓 (𝑡𝑡) = (𝑡𝑡 − 1){𝑢𝑢(𝑡𝑡 − 1) − 𝑢𝑢(𝑡𝑡 − 2)} + (3 − 𝑡𝑡){𝑢𝑢(𝑡𝑡 − 2) − 𝑢𝑢(𝑡𝑡 − 3)}

= (𝑡𝑡 − 1) 𝑢𝑢(𝑡𝑡 − 1) − 2(𝑡𝑡 − 2)𝑢𝑢(𝑡𝑡 − 2) + (𝑡𝑡 − 3)𝑢𝑢(𝑡𝑡 − 3)

̅
Since ℒ{𝑓𝑓(𝑡𝑡 − 𝑎𝑎). 𝑢𝑢(𝑡𝑡 − 𝑎𝑎)} = 𝑒𝑒 −𝑎𝑎𝑎𝑎 𝑓𝑓 (𝑠𝑠)

165
APPLIED MATHEMATICS

1 1 1
∴ ℒ{𝑓𝑓(𝑡𝑡)} = 𝑒𝑒 −𝑠𝑠 . 2
− 2𝑒𝑒 −2𝑠𝑠 . 2 + 𝑒𝑒 −3𝑠𝑠 . 2 [∵ 𝑓𝑓(𝑡𝑡) = 𝑡𝑡 ]
𝑠𝑠 𝑠𝑠 𝑠𝑠
𝑒𝑒 −𝑠𝑠 (1 − 𝑒𝑒 −𝑠𝑠 )2
=
𝑠𝑠 2
(𝐢𝐢𝐢𝐢) ℒ{𝑒𝑒 −𝑡𝑡 [1 − 𝑢𝑢(𝑡𝑡 − 2)]} = ℒ{𝑒𝑒 −𝑡𝑡 } − ℒ{𝑒𝑒 −𝑡𝑡 𝑢𝑢(𝑡𝑡 − 2)}

1
= − 𝑒𝑒 −2 ℒ{𝑒𝑒 −(𝑡𝑡−2) 𝑢𝑢(𝑡𝑡 − 2)}
𝑠𝑠 + 1
1
Taking 𝑓𝑓(𝑡𝑡) = 𝑒𝑒 −𝑡𝑡 , 𝑓𝑓 ̅ (𝑠𝑠) =
𝑠𝑠 + 1
̅
and using ℒ{𝑓𝑓(𝑡𝑡 − 𝑎𝑎). 𝑢𝑢(𝑡𝑡 − 𝑎𝑎)} = 𝑒𝑒 −𝑎𝑎𝑎𝑎 𝑓𝑓(𝑠𝑠)

1
ℒ{𝑒𝑒 −(𝑡𝑡−2) 𝑢𝑢(𝑡𝑡 − 2)} = 𝑒𝑒 −2𝑠𝑠 .
𝑠𝑠 + 1

{1 − 𝑒𝑒 −2(𝑠𝑠+1) }
Hence, ℒ𝑒𝑒 −𝑡𝑡 {1 − 𝑢𝑢(𝑡𝑡 − 2)} =
𝑠𝑠 + 1
𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟐𝟐𝟐𝟐 ∶ Using Laplace Transform , evaluate the following
∞

∫ 𝑒𝑒 𝑡𝑡 (1 + 2𝑡𝑡 − 𝑡𝑡 2 + 𝑡𝑡 3 )𝐻𝐻(𝑡𝑡 − 1)𝑑𝑑𝑑𝑑

0

𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 ∶ We have ℒ{(1 + 2𝑡𝑡 − 𝑡𝑡 2 + 𝑡𝑡 3 )𝐻𝐻(𝑡𝑡 − 1)}

= 𝑒𝑒 −𝑠𝑠 ℒ{1 + 2(𝑡𝑡 + 1) − (𝑡𝑡 + 1)2 + (𝑡𝑡 + 1)3 }

= 𝑒𝑒 −𝑠𝑠 ℒ{3 + 3𝑡𝑡 + 2𝑡𝑡 2 + 𝑡𝑡 3 }

1 1 2! 3!
= 𝑒𝑒 −𝑠𝑠 (3. + 3. 2 + 2. 3 + 4 )
𝑠𝑠 𝑠𝑠 𝑠𝑠 𝑠𝑠
3 3 4 6
= 𝑒𝑒 −𝑠𝑠 ( + 2 + 3 + 4 )
𝑠𝑠 𝑠𝑠 𝑠𝑠 𝑠𝑠
By Definition, this implies that
∞
3 3 4 6
∫ 𝑒𝑒 −𝑠𝑠𝑠𝑠 (1 + 2𝑡𝑡 − 𝑡𝑡 2 + 𝑡𝑡 3 )𝐻𝐻(𝑡𝑡 − 1)𝑑𝑑𝑑𝑑 = 𝑒𝑒 −𝑠𝑠 ( + 2 + 3 + 4 )
𝑠𝑠 𝑠𝑠 𝑠𝑠 𝑠𝑠
0

Taking s = 1 , we obtain

166
 Chapter 7: Inverse Laplace Transform

∞
16
∫ 𝑒𝑒 𝑡𝑡 (1 + 2𝑡𝑡 − 𝑡𝑡 2 + 𝑡𝑡 3 )𝐻𝐻(𝑡𝑡 − 1)𝑑𝑑𝑑𝑑 = 𝑒𝑒 −1 (3 + 3 + 4 + 6) =
𝑒𝑒
0

𝑒𝑒 −𝑠𝑠 − 3𝑒𝑒 3−𝑠𝑠

−1 −1
𝑠𝑠𝑒𝑒 −𝑎𝑎𝑎𝑎
𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟐𝟐𝟐𝟐 ∶ Evaluate (i) ℒ { } (ii) ℒ { 2 } , 𝑎𝑎 > 0
𝑠𝑠 2 𝑠𝑠 − 𝜔𝜔 2
1 𝑡𝑡 − 1, 𝑡𝑡 > 1
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 ∶ ℒ −1 {𝑒𝑒 −𝑠𝑠 . 2 } = { } = (𝑡𝑡 − 1)𝑢𝑢(𝑡𝑡 − 1)
𝑠𝑠 0, 𝑡𝑡 < 1
1 𝑡𝑡 − 3, 𝑡𝑡 > 3
ℒ −1 {𝑒𝑒 −3𝑠𝑠 . }= { } = (𝑡𝑡 − 3)𝑢𝑢(𝑡𝑡 − 3)
𝑠𝑠 2 0, 𝑡𝑡 < 3

𝑒𝑒 −𝑠𝑠 − 3𝑒𝑒 3−𝑠𝑠 𝑒𝑒 −𝑠𝑠 𝑒𝑒 −3𝑠𝑠

∴ (i)ℒ −1 { } = ℒ −1
{ } − 3ℒ −1
{ }
𝑠𝑠 2 𝑠𝑠 2 𝑠𝑠 2

= (𝑡𝑡 − 1)𝑢𝑢(𝑡𝑡 − 1) − 3(𝑡𝑡 − 3)𝑢𝑢(𝑡𝑡 − 3)

𝑠𝑠𝑒𝑒 −𝑎𝑎𝑎𝑎 𝑠𝑠
(ii) ℒ −1 { 2 } , we know ℒ −1
{ } = 𝑐𝑐𝑐𝑐𝑐𝑐ℎ 𝜔𝜔𝜔𝜔
𝑠𝑠 − 𝜔𝜔 2 𝑠𝑠 2 − 𝜔𝜔 2

−1
𝑠𝑠𝑒𝑒 −𝑎𝑎𝑎𝑎 𝑐𝑐𝑐𝑐𝑐𝑐ℎ 𝜔𝜔(𝑡𝑡 − 𝑎𝑎), 𝑡𝑡 > 𝑎𝑎
∴ ℒ { 2 }= {
𝑠𝑠 − 𝜔𝜔 2 0, 𝑡𝑡 < 𝑎𝑎

= 𝑐𝑐𝑐𝑐𝑐𝑐ℎ ω(𝑡𝑡 − 𝑎𝑎) 𝑢𝑢 (𝑡𝑡 − 𝑎𝑎), by second shifting property

𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟐𝟐𝟐𝟐 ∶ Find the inverse Laplace transform of ∶

𝑠𝑠𝑒𝑒 −𝑠𝑠⁄2 + 𝜋𝜋𝜋𝜋 −𝑠𝑠 𝑒𝑒 −𝑐𝑐𝑐𝑐

(i) (ii) , ( 𝑐𝑐 > 0)
𝑠𝑠 2 + 𝜋𝜋 2 𝑠𝑠 2 (𝑠𝑠 + 𝑎𝑎)
𝑠𝑠 𝜋𝜋
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 ∶ (𝐢𝐢) ℒ −1 { 2 } = 𝑐𝑐𝑐𝑐𝑐𝑐 𝜋𝜋𝜋𝜋 , ℒ −1
{ } = 𝑠𝑠𝑠𝑠𝑠𝑠 𝜋𝜋𝜋𝜋
𝑠𝑠 + 𝜋𝜋 2 𝑠𝑠 2 + 𝜋𝜋 2
̅
and ℒ −1 {𝑒𝑒 −𝑎𝑎𝑎𝑎 𝑓𝑓(𝑠𝑠)} = 𝑓𝑓(𝑡𝑡 − 𝑎𝑎). 𝑢𝑢(𝑡𝑡 − 𝑎𝑎)

𝑠𝑠𝑒𝑒 −𝑠𝑠⁄2 + 𝜋𝜋𝜋𝜋 −𝑠𝑠

∴ ℒ −1 { }
𝑠𝑠 2 + 𝜋𝜋 2
𝑠𝑠 𝜋𝜋
= ℒ −1 {𝑒𝑒 −𝑠𝑠⁄2 . 2 2
} + ℒ −1 {𝑒𝑒 −𝑠𝑠 . 2 }
𝑠𝑠 + 𝜋𝜋 𝑠𝑠 + 𝜋𝜋 2
1 1
= cos 𝜋𝜋 (𝑡𝑡 − ) . 𝑢𝑢 (𝑡𝑡 − ) + sin 𝜋𝜋(𝑡𝑡 − 1). 𝑢𝑢(𝑡𝑡 − 1)
2 2
1
= sin 𝜋𝜋𝜋𝜋 . 𝑢𝑢 (𝑡𝑡 − ) − sin 𝜋𝜋𝜋𝜋. 𝑢𝑢(𝑡𝑡 − 1)
2
1
= {𝑢𝑢 (𝑡𝑡 − ) − 𝑢𝑢(𝑡𝑡 − 1)} sin 𝜋𝜋𝜋𝜋
2

167
APPLIED MATHEMATICS

𝑒𝑒 −𝑐𝑐𝑐𝑐 1 1 1 1 1 1
(𝐢𝐢𝐢𝐢) ℒ −1 { 2
} = ℒ −1 {𝑒𝑒 −𝑐𝑐𝑐𝑐 (− 2 . + . 2 + 2 . )}
𝑠𝑠 (𝑠𝑠 + 𝑎𝑎) 𝑎𝑎 𝑠𝑠 𝑎𝑎 𝑠𝑠 𝑎𝑎 𝑠𝑠 + 𝑎𝑎

̅
Using ℒ −1 {𝑒𝑒 −𝑎𝑎𝑎𝑎 𝑓𝑓(𝑠𝑠)} = 𝑓𝑓(𝑡𝑡 − 𝑎𝑎). 𝑢𝑢(𝑡𝑡 − 𝑎𝑎)

−1
𝑒𝑒 −𝑐𝑐𝑐𝑐
ℒ { 2 }
𝑠𝑠 (𝑠𝑠 + 𝑎𝑎)

1 1 1
= − 2
{1. 𝑢𝑢(𝑡𝑡 − 𝑐𝑐)} + {(𝑡𝑡 − 𝑐𝑐). 𝑢𝑢(𝑡𝑡 − 𝑐𝑐)} + 2 {𝑒𝑒 −𝑎𝑎(𝑡𝑡−𝑐𝑐) . 𝑢𝑢(𝑡𝑡 − 𝑐𝑐)}
𝑎𝑎 𝑎𝑎 𝑎𝑎
1
= {𝑎𝑎(𝑡𝑡 − 𝑐𝑐) − 1 + 𝑒𝑒 −𝑎𝑎(𝑡𝑡−𝑐𝑐) } 𝑢𝑢(𝑡𝑡 − 𝑐𝑐)
𝑎𝑎2
𝟕𝟕. 𝟒𝟒. 𝟑𝟑 𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃 − 𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝 𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅(𝐔𝐔𝐔𝐔𝐔𝐔𝐔𝐔 𝐈𝐈𝐈𝐈𝐈𝐈𝐈𝐈𝐈𝐈𝐬𝐬𝐞𝐞 𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅)

The idea of a very large force acting for a very short time is of frequent
occurrence in mechanics. This Unit impulse ( Dirac Delta) function is useful in
this case.

𝟏𝟏. 𝐔𝐔𝐔𝐔𝐔𝐔𝐔𝐔 𝐢𝐢𝐢𝐢𝐢𝐢𝐢𝐢𝐢𝐢𝐢𝐢𝐢𝐢 ( 𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃 𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃) function is considered as the limiting form

of the function

= 1⁄ɛ , 𝒂𝒂 ≤ 𝒕𝒕 ≤ 𝒂𝒂 + ɛ
𝛿𝛿ɛ (𝑡𝑡 − 𝑎𝑎)
= 0, 𝑜𝑜𝑜𝑜ℎ𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒

as ɛ → 0. It is clear from above figure that as ɛ → 0 , the height of the

strip increases indefinitely and the width decreases in such a way that

its area is always unity.

Thus the unit impulse function 𝛿𝛿(𝑡𝑡 − 𝑎𝑎) is defined as follows:

𝛿𝛿(𝑡𝑡 − 𝑎𝑎) = ∞ for 𝑡𝑡 = 𝑎𝑎 ; = 0 for 𝑡𝑡 ≠ 𝑎𝑎 ,

168
 Chapter 7: Inverse Laplace Transform

Such that ∫ 𝛿𝛿(𝑡𝑡 − 𝑎𝑎) 𝑑𝑑𝑑𝑑 = 1 ( 𝑎𝑎 ≥ 0)

0

As an illustration, a load 𝑤𝑤0 acting at the point 𝑥𝑥 = 𝑎𝑎 of the beam may be considered as the

limiting case of uniform loading 𝑤𝑤0 ⁄ɛ per unit length over the portion of the beam between

𝑥𝑥 = 𝑎𝑎 and 𝑥𝑥 = 𝑎𝑎 + ɛ. Thus

= 𝑤𝑤0 ⁄ɛ , 𝒂𝒂 < 𝒙𝒙 < 𝒂𝒂 + ɛ

𝑤𝑤(𝑥𝑥)
= 0, 𝑜𝑜𝑜𝑜ℎ𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒

𝑖𝑖. 𝑒𝑒. 𝑤𝑤(𝑥𝑥) = 𝑤𝑤0 𝛿𝛿(𝑥𝑥 + 𝑎𝑎)

𝟐𝟐. 𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓 𝐨𝐨𝐨𝐨 𝐮𝐮𝐮𝐮𝐮𝐮𝐮𝐮 𝐢𝐢𝐢𝐢𝐢𝐢𝐢𝐢𝐢𝐢𝐢𝐢𝐢𝐢 ( 𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃 𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃) 𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟.

If 𝑓𝑓(𝑡𝑡) be a function of 𝑡𝑡 at 𝑡𝑡 = 𝑎𝑎 , then

∞ a+ɛ
𝟏𝟏
∫ 𝑓𝑓(𝑡𝑡) 𝛿𝛿ɛ (𝑡𝑡 − 𝑎𝑎). 𝑑𝑑𝑑𝑑 = ∫ 𝑓𝑓(𝑡𝑡) . 𝑑𝑑𝑑𝑑
ɛ
0 0

1
= (𝑎𝑎 + ɛ − 𝑎𝑎)𝑓𝑓(𝜂𝜂) = 𝑓𝑓(𝜂𝜂), 𝑤𝑤ℎ𝑒𝑒𝑒𝑒𝑒𝑒 𝑎𝑎 < 𝜂𝜂 < 𝑎𝑎 + ɛ , by Mean Value theorem for integrals
ɛ
∞

As ɛ → 𝟎𝟎, 𝒘𝒘𝒘𝒘 𝒈𝒈𝒈𝒈𝒈𝒈 ∫ 𝑓𝑓(𝑡𝑡) 𝛿𝛿(𝑡𝑡 − 𝑎𝑎)𝑑𝑑𝑑𝑑 = 𝑓𝑓(𝑎𝑎).

0

In particular, when 𝑓𝑓(𝑡𝑡) = 𝑒𝑒 −𝑠𝑠𝑠𝑠 , we have ℒ{𝛿𝛿(𝑡𝑡 − 𝑎𝑎)} = 𝑒𝑒 −𝑎𝑎𝑎𝑎


𝑓𝑓(𝑏𝑏) − 𝑓𝑓(𝑎𝑎)
Mean value Theorem ,
𝑏𝑏 − 𝑎𝑎
= 𝑓𝑓 ′ (𝑐𝑐) ( for some 𝑐𝑐, 𝑎𝑎 < 𝑐𝑐 < 𝑏𝑏 )
Provided that 𝑓𝑓 is differentiable on 𝑎𝑎 < 𝑥𝑥 < 𝑏𝑏,
and continuous 𝑎𝑎 ≤ 𝑥𝑥 ≤ 𝑏𝑏

169
APPLIED MATHEMATICS

∞
1
𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟐𝟐𝟐𝟐: Evaluate (i) ∫ 𝑠𝑠𝑠𝑠𝑠𝑠 2𝑡𝑡 𝛿𝛿(𝑡𝑡 − 𝜋𝜋⁄4 ) 𝑑𝑑𝑑𝑑 (ii) ℒ { 𝛿𝛿(𝑡𝑡 − 𝑎𝑎)}
𝑡𝑡
0
∞

𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒: (i) We know that ∫ 𝑓𝑓(𝑡𝑡) 𝛿𝛿(𝑡𝑡 − 𝑎𝑎)𝑑𝑑𝑑𝑑 = 𝑓𝑓(𝑎𝑎)

0
∞

∴ ∫ 𝑠𝑠𝑠𝑠𝑠𝑠 2𝑡𝑡 𝛿𝛿(𝑡𝑡 − 𝜋𝜋⁄4 ) 𝑑𝑑𝑑𝑑 = sin(2. 𝜋𝜋⁄4 ) = sin(𝜋𝜋⁄2 ) = 1

0

(ii) We know that ℒ{𝛿𝛿(𝑡𝑡 − 𝑎𝑎)} = 𝑒𝑒 −𝑎𝑎𝑎𝑎

∞ ∞
1
∴ ℒ { 𝛿𝛿(𝑡𝑡 − 𝑎𝑎)} = ∫ ℒ {𝛿𝛿(𝑡𝑡 − 𝑎𝑎)} 𝑑𝑑𝑑𝑑 = ∫ 𝑒𝑒 −𝑎𝑎𝑎𝑎 𝑑𝑑𝑑𝑑
𝑡𝑡
𝑠𝑠 𝑠𝑠
−𝑎𝑎𝑎𝑎 ∞
𝑒𝑒 1
= | | = 𝑒𝑒 −𝑎𝑎𝑎𝑎
−𝑎𝑎 𝑠𝑠 𝑎𝑎
𝐄𝐄𝐱𝐱𝐱𝐱𝐱𝐱𝐱𝐱𝐱𝐱𝐱𝐱 𝟐𝟐𝟐𝟐: An impulsive voltage 𝐸𝐸𝐸𝐸(𝑡𝑡) is applied to a circuit consisting of
𝐿𝐿, 𝑅𝑅, 𝐶𝐶 in series with zero initial conditions. If 𝑖𝑖 be the current at any
subsequent time 𝑡𝑡 find the limit of i as t → 0
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒: The equation of the circuit governing the current 𝑖𝑖 is
𝑡𝑡
𝑑𝑑𝑑𝑑 1
𝐿𝐿 + 𝑅𝑅𝑅𝑅 + ∫ 𝑖𝑖 𝑑𝑑𝑑𝑑 = 𝐸𝐸𝐸𝐸(𝑡𝑡) where 𝑖𝑖 = 0, when 𝑡𝑡 = 0
𝑑𝑑𝑑𝑑 𝐶𝐶
0

Taking Laplace transform of both sides, we get

11
𝐿𝐿 [𝑠𝑠 𝑖𝑖̅ − 𝑖𝑖(0)] + 𝑅𝑅𝑖𝑖̅ + 𝑖𝑖̅ = 𝐸𝐸 (Using transform of derivative and integrals)
𝐶𝐶 𝑠𝑠
𝑅𝑅 1 𝐸𝐸 𝐸𝐸
𝐎𝐎𝐎𝐎 (𝑠𝑠 2 + 𝑠𝑠 + ) 𝑖𝑖̅ = 𝑠𝑠 𝐎𝐎𝐎𝐎 (𝑠𝑠 2 + 2𝑎𝑎𝑎𝑎 + 𝑎𝑎2 + 𝑏𝑏 2 )𝑖𝑖̅ = 𝑠𝑠
𝐿𝐿 𝐶𝐶𝐶𝐶 𝐿𝐿 𝐿𝐿
𝑅𝑅 1
where = 2𝑎𝑎 and = 𝑎𝑎2 + 𝑏𝑏 2
𝐿𝐿 𝐶𝐶𝐶𝐶
𝐸𝐸 (𝑠𝑠 + 𝑎𝑎) − 𝑎𝑎 𝐸𝐸 (𝑠𝑠 + 𝑎𝑎) 1
𝐎𝐎𝐎𝐎 𝑖𝑖̅ = 2 2
= { 2 2
− 𝑎𝑎 }
𝐿𝐿 (𝑠𝑠 + 𝑎𝑎) + 𝑏𝑏 𝐿𝐿 (𝑠𝑠 + 𝑎𝑎) + 𝑏𝑏 (𝑠𝑠 + 𝑎𝑎)2 + 𝑏𝑏 2
On inversion , we get
𝐸𝐸 −𝑎𝑎𝑎𝑎 𝑎𝑎
𝑖𝑖̅ = {𝑒𝑒 𝑐𝑐𝑐𝑐𝑐𝑐 𝑏𝑏𝑏𝑏 − 𝑒𝑒 −𝑎𝑎𝑎𝑎 𝑠𝑠𝑠𝑠𝑠𝑠 𝑏𝑏𝑏𝑏}
𝐿𝐿 𝑏𝑏
Taking limit as 𝑡𝑡 → 0 , 𝑖𝑖 → 𝐸𝐸 ⁄𝐿𝐿

170
 Chapter 7: Inverse Laplace Transform

Although the current 𝑖𝑖 = 0 initially,

yet a large current will develop instantaneously due to impulsive voltage applied

at 𝑡𝑡 = 0. In fact the limit of this current which is 𝐸𝐸/𝐿𝐿

7.5 Exercise

1. Find the Inverse Laplace Transform of each of the following functions:

1 1 4 −𝑡𝑡
(𝑖𝑖) 5
( 𝑨𝑨𝑨𝑨𝑨𝑨 ∶ 𝑡𝑡 𝑒𝑒 )
(𝑠𝑠 − 1) 24
4𝑠𝑠 + 15 1 5 3 5
(𝑖𝑖𝑖𝑖) 2
( 𝑨𝑨𝑨𝑨𝑨𝑨 ∶ 𝑐𝑐𝑐𝑐𝑐𝑐ℎ 𝑡𝑡 + 𝑠𝑠𝑠𝑠𝑠𝑠ℎ 𝑡𝑡)
16𝑠𝑠 − 25 4 4 4 4
3(𝑠𝑠 2 − 1) 2 3 3 2 1 4
(𝑖𝑖𝑖𝑖𝑖𝑖) ( 𝑨𝑨𝑨𝑨𝑨𝑨 ∶ − 𝑡𝑡 + 𝑡𝑡 )
2𝑠𝑠 5 2 2 16
1 𝑡𝑡
(𝑖𝑖𝑖𝑖) ( 𝑨𝑨𝑨𝑨𝑨𝑨 ∶ 2√ )
𝑠𝑠 3⁄2 𝜋𝜋
1 1 −3𝑡𝑡⁄
(𝑣𝑣) ( 𝑨𝑨𝑨𝑨𝑨𝑨 ∶ 𝑒𝑒 2 )
√2𝑠𝑠 + 3 √2𝜋𝜋𝜋𝜋

2. Find the Inverse Laplace Transform of each of the following functions:

4𝑠𝑠 + 12
(𝑖𝑖) 2 ( 𝑨𝑨𝑨𝑨𝑨𝑨 ∶ 4𝑒𝑒 −4𝑡𝑡 (1 − 𝑡𝑡))
𝑠𝑠 + 8𝑠𝑠 + 16
3𝑠𝑠 + 7
(𝑖𝑖𝑖𝑖) 2 ( 𝑨𝑨𝑨𝑨𝑨𝑨 ∶ 4𝑒𝑒 3𝑡𝑡 − 𝑒𝑒 −𝑡𝑡 )
𝑠𝑠 − 2𝑠𝑠 − 3
𝑠𝑠 2 + 1 1 5
(𝑖𝑖𝑖𝑖𝑖𝑖) 3 2
( 𝑨𝑨𝑨𝑨𝑨𝑨 ∶ − 2𝑒𝑒 −𝑡𝑡 + 𝑒𝑒 −2𝑡𝑡 )
𝑠𝑠 + 3𝑠𝑠 + 2𝑠𝑠 2 2
𝑠𝑠 + 29 −4𝑡𝑡
5
(𝑖𝑖𝑖𝑖) ( 𝑨𝑨𝑨𝑨𝑨𝑨 ∶ 𝑒𝑒 − 𝑐𝑐𝑐𝑐𝑐𝑐 3𝑡𝑡 + 𝑠𝑠𝑠𝑠𝑠𝑠 3𝑡𝑡 )
(𝑠𝑠 + 4)(𝑠𝑠 2 + 9) 3
𝑠𝑠 + 2
(𝑣𝑣) 3 ( 𝑨𝑨𝑨𝑨𝑨𝑨 ∶ (3𝑡𝑡 − 8) 𝑒𝑒 𝑡𝑡 + 𝑡𝑡 2 + 5𝑡𝑡 + 8)
𝑠𝑠 (𝑠𝑠 − 1)2
1 1
(𝑣𝑣𝑣𝑣) 3 2 ( 𝑨𝑨𝑨𝑨𝑨𝑨 ∶ 𝑡𝑡 2 + 𝑐𝑐𝑐𝑐𝑐𝑐 𝑡𝑡 − 1)
𝑠𝑠 (𝑠𝑠 + 1) 2
2 2
𝑠𝑠 − 𝑎𝑎
(𝑣𝑣𝑣𝑣𝑣𝑣) 2 ( 𝑨𝑨𝑨𝑨𝑨𝑨 ∶ 𝑡𝑡 𝑐𝑐𝑐𝑐𝑐𝑐 𝑎𝑎𝑎𝑎)
(𝑠𝑠 + 𝑎𝑎2 )2
𝑠𝑠 1
(𝑣𝑣𝑣𝑣𝑣𝑣𝑣𝑣) 2 2
( 𝑨𝑨𝑨𝑨𝑨𝑨 ∶ (𝑐𝑐𝑐𝑐𝑐𝑐 𝑡𝑡 − 𝑐𝑐𝑐𝑐𝑐𝑐 2𝑡𝑡 ))
(𝑠𝑠 + 1)(𝑠𝑠 + 4) 3
1 1
(𝑖𝑖𝑖𝑖) 2 ( 𝑨𝑨𝑨𝑨𝑨𝑨 ∶ 3 (𝑠𝑠𝑠𝑠𝑠𝑠 𝑎𝑎𝑎𝑎 − 𝑎𝑎𝑎𝑎 𝑐𝑐𝑐𝑐𝑐𝑐 𝑎𝑎𝑎𝑎 ))
(𝑠𝑠 + 𝑎𝑎 ) 2 2 2𝑎𝑎
𝑠𝑠 1
(𝑥𝑥) 4 4
( 𝑨𝑨𝑨𝑨𝑨𝑨 ∶ 2 (𝑠𝑠𝑠𝑠𝑠𝑠 𝑎𝑎𝑎𝑎 𝑠𝑠𝑠𝑠𝑠𝑠ℎ 𝑎𝑎𝑎𝑎)
𝑠𝑠 + 4𝑎𝑎 2𝑎𝑎

171
APPLIED MATHEMATICS

3. Use convolution theorem to obtain inverse Laplace 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡 𝑜𝑜𝑜𝑜

𝑒𝑒𝑒𝑒𝑒𝑒ℎ 𝑜𝑜𝑜𝑜 𝑡𝑡ℎ𝑒𝑒 𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓
𝑎𝑎
(𝑖𝑖) ( 𝐀𝐀𝐀𝐀𝐀𝐀 ∶ eat − 1)
𝑠𝑠(𝑠𝑠 − 𝑎𝑎)
1 1
(𝑖𝑖𝑖𝑖) ( 𝑨𝑨𝑨𝑨𝑨𝑨 ∶ (1 − 𝑐𝑐𝑐𝑐𝑐𝑐 𝑎𝑎𝑎𝑎 ))
𝑠𝑠(𝑠𝑠 2 + 𝑎𝑎2 ) 𝑎𝑎2
1 1
(𝑖𝑖𝑖𝑖𝑖𝑖) ( 𝑨𝑨𝑨𝑨𝑨𝑨 ∶ erf( 2 √𝑡𝑡))
𝑠𝑠 √𝑠𝑠 + 4 2
𝑡𝑡
1 (𝑠𝑠 + 3) 𝑒𝑒 −2𝑥𝑥 − 𝑒𝑒 −3𝑥𝑥
(𝑖𝑖𝑖𝑖) 𝑙𝑙𝑙𝑙𝑙𝑙 ( 𝑨𝑨𝑨𝑨𝑨𝑨 ∶ ∫ 𝑑𝑑𝑑𝑑)
𝑠𝑠 (𝑠𝑠 + 2) 𝑥𝑥
0

4. Solve the following differential equations ( t > 0)𝑤𝑤𝑤𝑤𝑤𝑤ℎ 𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔 𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖 𝑣𝑣𝑣𝑣𝑣𝑣𝑣𝑣𝑣𝑣𝑣𝑣

𝑑𝑑𝑑𝑑
(𝑖𝑖) (𝐷𝐷 + 1)2 𝑦𝑦 = sin 𝑡𝑡 , 𝑤𝑤𝑤𝑤𝑤𝑤ℎ 𝑦𝑦 = = 1 𝑎𝑎𝑎𝑎 𝑡𝑡 = 0
𝑑𝑑𝑑𝑑
5 3 1
( 𝐀𝐀𝐀𝐀𝐀𝐀 ∶ y = t e−t + e−t − cos t )
2 2 2
𝑑𝑑𝑑𝑑
(𝑖𝑖𝑖𝑖) (𝐷𝐷 + 1)2 𝑦𝑦 = sin 𝑡𝑡 , 𝑤𝑤𝑤𝑤𝑤𝑤ℎ 𝑦𝑦 = = 1 𝑎𝑎𝑎𝑎 𝑡𝑡 = 0
𝑑𝑑𝑑𝑑
5 3 1
( 𝐀𝐀𝐀𝐀𝐀𝐀 ∶ y = t e−t + e−t − cos t )
2 2 2
(𝑖𝑖𝑖𝑖) (𝐷𝐷2 + 4𝐷𝐷 + 8)𝑦𝑦 = 1 , 𝑤𝑤𝑤𝑤𝑤𝑤ℎ 𝑦𝑦 = 0, 𝐷𝐷𝑦𝑦 = 1 𝑎𝑎𝑎𝑎 𝑡𝑡
=0
1
( 𝐀𝐀𝐀𝐀𝐀𝐀 ∶ y = (1 − e−2t cos 2t − 3 e−2t sin 2t))
8
(𝑖𝑖𝑖𝑖𝑖𝑖) (𝐷𝐷 + 1)𝑦𝑦 = 𝑡𝑡 2 𝑒𝑒 −𝑡𝑡 , 𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔𝑔 𝑦𝑦 = 3 𝑤𝑤ℎ𝑒𝑒𝑒𝑒 𝑡𝑡 = 0 ,
−t
t3
( 𝐀𝐀𝐀𝐀𝐀𝐀 ∶ y (t) = e ( + 3))
3
𝑑𝑑2 𝑦𝑦 𝑑𝑑𝑑𝑑
(𝑖𝑖𝑖𝑖) 2 − − 6𝑦𝑦 = 2 𝑤𝑤𝑤𝑤𝑤𝑤ℎ 𝑦𝑦(0) = 1 𝑦𝑦 ′ (0) = 0 ,
𝑑𝑑𝑡𝑡 𝑑𝑑𝑑𝑑
1 8 3t 4 −2t
( 𝐀𝐀𝐀𝐀𝐀𝐀 ∶ y = − + e + e )
3 15 5
𝑑𝑑2 𝑦𝑦 1
(𝑣𝑣) 2 + 𝑦𝑦 = sin 𝑡𝑡 𝑤𝑤𝑤𝑤𝑤𝑤ℎ 𝑦𝑦(0) = 1 𝑦𝑦 ′ (0) = − ,
𝑑𝑑𝑡𝑡 2
t
( 𝐀𝐀𝐀𝐀𝐀𝐀 ∶ y = (1 − ) cos t )
2
5. 𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆𝑆 𝑡𝑡ℎ𝑒𝑒 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠 𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒

𝑑𝑑𝑑𝑑
= 2𝑥𝑥 − 3𝑦𝑦
(𝑖𝑖) 𝑑𝑑𝑑𝑑 } 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠 𝑡𝑡𝑡𝑡 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 𝑥𝑥(0) = 8 , 𝑦𝑦(0) = 3 ,
𝑑𝑑𝑑𝑑
= 𝑦𝑦 − 2𝑥𝑥
𝑑𝑑𝑑𝑑
( 𝐀𝐀𝐀𝐀𝐀𝐀 ∶ 𝑥𝑥 = 5𝑒𝑒 −𝑡𝑡 + 3𝑒𝑒 4𝑡𝑡 , 𝑦𝑦 = 5𝑒𝑒 −𝑡𝑡 − 2𝑒𝑒 4𝑡𝑡 )

172
 Chapter 7: Inverse Laplace Transform

𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
− + 2𝑦𝑦 = cos 2𝑡𝑡
(𝑖𝑖𝑖𝑖) } 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 } 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠 𝑡𝑡𝑡𝑡 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 𝑥𝑥(0) = 0 , 𝑦𝑦(0)
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
+ − 2𝑥𝑥 = sin 2𝑡𝑡
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
= −1 ,
1 1
( 𝐀𝐀𝐀𝐀𝐀𝐀 ∶ 𝑥𝑥 = 𝑒𝑒 𝑡𝑡 (cos 𝑡𝑡 + sin 𝑡𝑡) − cos 2𝑡𝑡 , 𝑦𝑦
2 2
𝑡𝑡
= −𝑒𝑒 (cos 𝑡𝑡 − sin 𝑡𝑡) − sin 2𝑡𝑡 )
𝑑𝑑 2 𝑥𝑥
2
+ 𝑥𝑥 + 𝑦𝑦 = 0
(𝑖𝑖𝑖𝑖) 𝑑𝑑𝑡𝑡 2 𝑥𝑥(0) = −2𝑎𝑎 , 𝑦𝑦(0) = 𝑎𝑎 ,
𝑑𝑑 𝑥𝑥
4 − 𝑥𝑥 = 0 }
𝑑𝑑𝑡𝑡 2
𝑥𝑥 ′ (0) = 2𝑏𝑏 , 𝑦𝑦 ′ (0) = −𝑏𝑏
𝑡𝑡 𝑡𝑡
( 𝐀𝐀𝐀𝐀𝐀𝐀 ∶ 𝑥𝑥 = 2𝑎𝑎 cos + 2√2 𝑏𝑏 sin )
√2 √2

7.6 Summary

In this unit we learn Inverse Laplace Transform definition, Shifting Theorem,

Partial fraction Methods, Use of Convolution Theorem.

𝑰𝑰𝑰𝑰𝑰𝑰𝑰𝑰𝑰𝑰𝑰𝑰𝑰𝑰 ∶ 𝓛𝓛−𝟏𝟏 {𝒇𝒇̅ (𝒔𝒔)} = 𝒇𝒇(𝒕𝒕)

1 1
ℒ −1 [ ] = 1 ℒ −1 [ ] = 𝑒𝑒 𝑎𝑎𝑎𝑎
𝑠𝑠 𝑠𝑠 − 𝑎𝑎
1 𝑡𝑡 𝑛𝑛−1 1 𝑒𝑒 𝑎𝑎𝑎𝑎 𝑡𝑡 𝑛𝑛−1
ℒ −1 [ ] = , 𝑛𝑛 = 1,2,3.. ℒ −1 [ ] =
𝑠𝑠 𝑛𝑛 (𝑛𝑛 − 1)! (𝑠𝑠 − 𝑎𝑎)𝑛𝑛 (𝑛𝑛 − 1)!
1 1 𝑠𝑠
ℒ −1 [ ] = 𝑆𝑆𝑆𝑆𝑆𝑆 𝑎𝑎𝑎𝑎 ℒ −1 [ 2 ] = 𝑐𝑐𝑐𝑐𝑐𝑐 𝑎𝑎𝑎𝑎
𝑠𝑠 2
+ 𝑎𝑎 2 𝑎𝑎 𝑠𝑠 + 𝑎𝑎2
1 𝑠𝑠
ℒ −1 [ 2 ] = 𝑆𝑆𝑆𝑆𝑆𝑆ℎ 𝑎𝑎𝑎𝑎 ℒ −1 [ 2 ] = 𝑐𝑐𝑐𝑐𝑐𝑐ℎ 𝑎𝑎𝑎𝑎
𝑠𝑠 − 𝑎𝑎2 𝑠𝑠 − 𝑎𝑎2
1 1 𝑎𝑎𝑎𝑎 𝑠𝑠 − 𝑎𝑎
ℒ −1 [ ] = 𝑒𝑒 𝑆𝑆𝑆𝑆𝑆𝑆 𝑏𝑏𝑏𝑏 ℒ −1 [ ]
(𝑠𝑠 − 𝑎𝑎)2 + 𝑏𝑏 2 𝑏𝑏 (𝑠𝑠 − 𝑎𝑎)2 + 𝑏𝑏 2
= 𝑒𝑒 𝑎𝑎𝑎𝑎 𝐶𝐶𝐶𝐶𝐶𝐶 𝑏𝑏𝑏𝑏
𝑠𝑠 1
ℒ −1 [ ] = 𝑡𝑡 𝑆𝑆𝑆𝑆𝑆𝑆 𝑎𝑎𝑎𝑎
(𝑠𝑠 2 + 𝑎𝑎2 )2 2𝑎𝑎
1 1
ℒ −1 [ ] = ( 𝑆𝑆𝑆𝑆𝑆𝑆 𝑎𝑎𝑎𝑎 − 𝑎𝑎𝑎𝑎 𝑐𝑐𝑐𝑐𝑐𝑐 𝑎𝑎𝑎𝑎)
(𝑠𝑠 2 + 𝑎𝑎2 )2 2𝑎𝑎3

173
APPLIED MATHEMATICS

𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓:

(𝑰𝑰) 𝐼𝐼𝐼𝐼 ℒ −1 {𝑓𝑓 ̅ (𝑠𝑠)} = 𝑓𝑓(𝑡𝑡), 𝑡𝑡ℎ𝑒𝑒𝑒𝑒 ℒ −1 {𝑓𝑓(𝑠𝑠

̅ − 𝑎𝑎)} = 𝑒𝑒 𝑎𝑎𝑎𝑎 𝑓𝑓(𝑡𝑡) = 𝑒𝑒 𝑎𝑎𝑎𝑎 ℒ −1 {𝑓𝑓 ̅ (𝑠𝑠)}
𝑑𝑑
(𝑰𝑰𝑰𝑰)𝐼𝐼𝐼𝐼 ℒ −1 {𝑓𝑓 ̅ (𝑠𝑠)} = 𝑓𝑓(𝑡𝑡)𝑎𝑎𝑎𝑎𝑎𝑎 𝑓𝑓(0) = 0, 𝑡𝑡ℎ𝑒𝑒𝑒𝑒 ℒ −1 {𝑠𝑠𝑓𝑓 (𝑠𝑠)}
̅ = {𝑓𝑓(𝑡𝑡)}
𝑑𝑑𝑑𝑑
= 𝑓𝑓 ′ (𝑡𝑡)
𝑡𝑡
𝑓𝑓 ̅
(𝑠𝑠)
(𝑰𝑰𝑰𝑰𝑰𝑰)𝐼𝐼𝐼𝐼 ℒ −1 {𝑓𝑓 ̅ (𝑠𝑠)} = 𝑓𝑓(𝑡𝑡) 𝑡𝑡ℎ𝑒𝑒𝑒𝑒 ℒ −1 { } = ∫ 𝑓𝑓(𝑡𝑡)𝑑𝑑𝑑𝑑
𝑠𝑠
0
𝑑𝑑
(𝑰𝑰𝑰𝑰)𝐼𝐼𝐼𝐼 ℒ −1 {𝑓𝑓 ̅ (𝑠𝑠)} = 𝑓𝑓(𝑡𝑡) 𝑡𝑡ℎ𝑒𝑒𝑒𝑒 𝑡𝑡𝑡𝑡(𝑡𝑡) = ℒ −1 {– [𝑓𝑓 ̅ (𝑠𝑠)]}
𝑑𝑑𝑑𝑑
∞
𝑓𝑓(𝑡𝑡)
(𝑽𝑽)ℒ ( ) = ∫ 𝑓𝑓 ̅ (𝑠𝑠) 𝑑𝑑𝑑𝑑
𝑡𝑡
𝑠𝑠
𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏 𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟 𝐌𝐌𝐌𝐌𝐌𝐌𝐌𝐌𝐌𝐌𝐌𝐌𝐌𝐌
𝐹𝐹̅ (𝑠𝑠)
Generally in many problems 𝑓𝑓(̅ 𝑠𝑠)is a rational fraction with
𝐺𝐺̅ (𝑠𝑠)
degree of 𝐹𝐹̅ (𝑠𝑠)less than that of 𝐺𝐺̅ (𝑠𝑠)and this fraction can be expressed
as sum on partial fractions of the type
𝐴𝐴 𝐴𝐴
( 𝑟𝑟 = 1,2, … )
(𝑎𝑎𝑎𝑎 + 𝑏𝑏) , (𝑎𝑎𝑠𝑠 + 𝑏𝑏𝑏𝑏 + 𝑏𝑏)𝑟𝑟
𝑟𝑟 2

and finding the Laplace transform of each of the partial fractions , we find ℒ −1 {𝑓𝑓 ̅ (𝑠𝑠)}

𝑑𝑑𝑛𝑛
ℒ −1 𝑛𝑛 ̅
{𝑠𝑠 𝑓𝑓 (𝑠𝑠)} == {𝑓𝑓(𝑡𝑡)} , 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝑓𝑓(0) = 𝑓𝑓 ′ (0) = ⋯ = 𝑓𝑓 𝑛𝑛−1 (0) = 0
𝑑𝑑𝑑𝑑 𝑛𝑛
𝑑𝑑𝑛𝑛
ℒ{𝑡𝑡 𝑛𝑛 𝑓𝑓(𝑡𝑡)} = (−1)𝑛𝑛 𝑛𝑛 𝑓𝑓(̅ 𝑠𝑠) = (−1)𝑛𝑛 𝑓𝑓 ̅ (𝑛𝑛) (𝑠𝑠) 𝑤𝑤ℎ𝑖𝑖𝑖𝑖ℎ 𝑐𝑐𝑐𝑐𝑐𝑐 𝑏𝑏𝑏𝑏 𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒 𝑎𝑎𝑎𝑎
𝑑𝑑𝑠𝑠
𝓛𝓛−𝟏𝟏 {𝒇𝒇(𝒏𝒏) (𝒔𝒔)} = (−𝟏𝟏)𝒏𝒏 𝒕𝒕𝒏𝒏 𝒇𝒇(𝒕𝒕)

𝐔𝐔𝐔𝐔𝐔𝐔 𝐨𝐨𝐨𝐨 𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂 𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓

̅ (𝒔𝒔) = 𝑮𝑮(𝒕𝒕) 𝒂𝒂𝒂𝒂𝒂𝒂 𝒇𝒇̅ (𝒔𝒔) = 𝑭𝑭̅ (𝒔𝒔) ∗ 𝑮𝑮
𝐈𝐈𝐈𝐈 𝓛𝓛−𝟏𝟏 𝐅𝐅̅ (𝒔𝒔) = 𝑭𝑭(𝒕𝒕), 𝓛𝓛−𝟏𝟏 𝐆𝐆 ̅ (𝒔𝒔) 𝒕𝒕𝒕𝒕𝒕𝒕𝒕𝒕
𝒕𝒕

{𝓛𝓛−𝟏𝟏 𝒇𝒇̅ (𝒔𝒔)} = 𝓛𝓛−𝟏𝟏 {𝑭𝑭̅ (𝒔𝒔) ∗ 𝑮𝑮

̅ (𝒔𝒔)} = ∫ 𝑭𝑭(𝒕𝒕 − 𝒖𝒖) 𝑮𝑮(𝒖𝒖) 𝒅𝒅𝒅𝒅
𝟎𝟎
𝟏𝟏
Corollary: Since 𝓛𝓛−𝟏𝟏 ( ) = 𝟏𝟏 𝒂𝒂𝒂𝒂𝒂𝒂 𝓛𝓛−𝟏𝟏 𝒇𝒇̅(𝒔𝒔) = 𝒇𝒇(𝒕𝒕)
𝒔𝒔
𝒕𝒕
−𝟏𝟏
𝒇𝒇(𝒔𝒔)
𝓛𝓛 { } = ∫ 𝟏𝟏. 𝒇𝒇(𝒖𝒖)𝒅𝒅𝒅𝒅
𝒔𝒔
𝟎𝟎

𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋 𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓 𝐨𝐨𝐨𝐨 𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅

174
 Chapter 7: Inverse Laplace Transform

• 𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏 𝐅𝐅𝐮𝐮𝐮𝐮𝐮𝐮𝐮𝐮𝐮𝐮𝐮𝐮𝐮𝐮𝐮𝐮
• 𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇 𝐔𝐔𝐔𝐔𝐔𝐔𝐔𝐔 𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅
• 𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃 −
𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝 𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅(𝐔𝐔𝐔𝐔𝐔𝐔𝐔𝐔 𝐈𝐈𝐈𝐈𝐈𝐈𝐈𝐈𝐈𝐈𝐈𝐈𝐈𝐈 𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅)

𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏 𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅

The perodic function 𝑓𝑓(𝑡𝑡) of period 𝑇𝑇 is defined as

𝑓𝑓(𝑡𝑡 + 𝑇𝑇) = 𝑓𝑓(𝑡𝑡), 𝑇𝑇 > 0
̅
𝑓𝑓(𝑠𝑠) = ℒ{𝑓𝑓(𝑡𝑡)}
∞

= ∫ 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑓𝑓(𝑡𝑡)𝑑𝑑𝑑𝑑
0
𝑇𝑇
1
= ∫ 𝑒𝑒 −𝑠𝑠𝑠𝑠 𝑓𝑓(𝑢𝑢)𝑑𝑑𝑑𝑑 − − − − − 𝑓𝑓𝑓𝑓𝑓𝑓 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝑇𝑇
1 − 𝑒𝑒 −𝑠𝑠𝑠𝑠
0

𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇 𝐔𝐔𝐔𝐔𝐔𝐔𝐔𝐔 𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅

The unit step function 𝑢𝑢(𝑡𝑡 − 𝑎𝑎) is defined as follows:

0 for t < 𝑎𝑎
𝑢𝑢(𝑡𝑡 − 𝑎𝑎) = {
1 for t ≥ a
where , 𝑎𝑎 is always positive . It is also denoted as 𝐻𝐻(𝑡𝑡 − 𝑎𝑎).

𝐃𝐃𝐢𝐢𝐢𝐢𝐢𝐢𝐢𝐢 − 𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝 𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅(𝐔𝐔𝐔𝐔𝐔𝐔𝐔𝐔 𝐈𝐈𝐈𝐈𝐈𝐈𝐈𝐈𝐈𝐈𝐈𝐈𝐈𝐈 𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅)

𝐔𝐔𝐔𝐔𝐔𝐔𝐔𝐔 𝐢𝐢𝐢𝐢𝐢𝐢𝐢𝐢𝐢𝐢𝐢𝐢𝐢𝐢 ( 𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃 𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃)
function is considered as the limiting form of the function
= 1⁄ɛ , 𝒂𝒂 ≤ 𝒕𝒕 ≤ 𝒂𝒂 + ɛ
𝛿𝛿ɛ (𝑡𝑡 − 𝑎𝑎)
= 0, 𝑜𝑜𝑜𝑜ℎ𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒𝑒
as ɛ → 0. It is clear from above figure that as ɛ → 0 , the height of the strip increases
indefinitely and the width decreases in such a way that its area is always unity.

7.7 References
1. A Text Book of Applied Mathematics Vol I - P. N. Wartikar and
J. N. Wartikar
2. Applied Mathematics II - P. N. Wartikar and J. N. Wartikar
3. Higher Engineering Mathematics - Dr. B. S. Grewal

❖❖❖❖❖❖

175
APPLIED MATHEMATICS

Unit 4

8
MULTIPLE INTEGRALS
Unit Structure
8.0 Objectives
8.1 Double Integral: Introduction and Notation
8.2 Change of the order of the integration
8.3 Double integral in polar co-ordinates
8.4 Triple integrals
8.5 Summary
8.6 Exercises
8.7 References

8.0 Objectives
After reading this chapter, you should be able to:
1. Understand double integrals & notations.
2. Solve problems based on double integrals.
3. Understand double integral in polar co-ordinates,
4. Know the concept of triple integrals,

8.1 Double Integral: Introduction and Notation

It is presumed that the students are familiar with “ the limit of a sum as an integer.”

176
 Chapter 8: Multiple Integrals

𝑥𝑥=𝑏𝑏 𝑏𝑏

lim ∑ 𝑦𝑦𝑦𝑦𝑦𝑦 and this is expressed as ∫ 𝑦𝑦 𝑑𝑑𝑑𝑑

𝛿𝛿𝛿𝛿→0
𝑥𝑥=𝑎𝑎 𝑎𝑎

Thus
𝑥𝑥=𝑏𝑏 𝑏𝑏

lim ∑ 𝑦𝑦𝑦𝑦𝑦𝑦 = ∫ 𝑦𝑦 𝑑𝑑𝑑𝑑

𝛿𝛿𝛿𝛿→0
𝑥𝑥=𝑎𝑎 𝑎𝑎

Let us now consider the integration of a function of two variables over a given
area.

To make the idea clear, we shall consider a plane lamina in the xOy plane, the
surface density 𝜎𝜎 of which is a function of the position of the point P(𝑥𝑥, 𝑦𝑦). Thus
surface density 𝜎𝜎 = 𝑓𝑓(𝑥𝑥, 𝑦𝑦).
To find the mass of the lamina, we shall take a small area 𝛿𝛿A about the point
P(𝑥𝑥, 𝑦𝑦).
The mass of this elementary area is 𝑓𝑓(𝑥𝑥, 𝑦𝑦) 𝛿𝛿A. To find the total mass of the lamina,
we shall find out expressions such as (𝑥𝑥, 𝑦𝑦) 𝛿𝛿A, all over the lamina, form the sum
∑ 𝑓𝑓(𝑥𝑥, 𝑦𝑦) 𝛿𝛿A, and to be more accurate, 𝛿𝛿A must be taken a small as possible.
That is
The mass of the lamina = lim ∑ 𝑓𝑓(𝑥𝑥, 𝑦𝑦) 𝛿𝛿A … … (8.1)
𝛿𝛿A →0

where summation extends all over the lamina.

Let us take 𝛿𝛿A in a more convenient way so that the summation in (8.1) can be
carried out.

177
APPLIED MATHEMATICS

Divide the lamina by a system of straight lines parallel to the x and y axis into a
mesh of elementary rectangles. Take the rectangle with one corner at P(x,y).
Then the area of rectangle PQRS 𝛿𝛿A= 𝛿𝛿𝛿𝛿 . 𝛿𝛿𝛿𝛿
And the mass of the elementary rectangle = 𝑓𝑓(𝑥𝑥, 𝑦𝑦) 𝛿𝛿𝛿𝛿𝛿𝛿𝛿𝛿.
By (8.1) the mass of the lamina M is

M = lim ∑∑𝑓𝑓(𝑥𝑥, 𝑦𝑦) 𝛿𝛿𝛿𝛿𝛿𝛿𝛿𝛿 … … (8.2)

𝛿𝛿x →0
𝛿𝛿𝛿𝛿 →0

We shall evaluate the expression on the R.H.S. of the (8.2) in a systematic way.
Taking the sum of 𝑓𝑓(𝑥𝑥, 𝑦𝑦) 𝛿𝛿𝛿𝛿𝛿𝛿𝛿𝛿 over the strip ABCD, we have for the mass of
the elementary strip ABCD
D

= lim ∑ 𝑓𝑓(𝑥𝑥, 𝑦𝑦) 𝛿𝛿𝛿𝛿𝛿𝛿𝛿𝛿 … … (8.3)

𝛿𝛿𝛿𝛿 →0
A

Where in this summation we note that x and 𝛿𝛿𝛿𝛿 are constants. We can therefore
write (8.3) as
𝑦𝑦D

= 𝛿𝛿𝛿𝛿 lim ∑ 𝑓𝑓(𝑥𝑥, 𝑦𝑦) 𝛿𝛿𝛿𝛿 … … (8.4)

𝛿𝛿𝛿𝛿 →0
𝑦𝑦A

And by introductory remarks on the limit of the sum as an integral we write (8.4)
as
𝑦𝑦2 (𝑥𝑥)

= 𝛿𝛿𝛿𝛿 ∫ 𝑓𝑓(𝑥𝑥, 𝑦𝑦) 𝑑𝑑𝑑𝑑 … … (8.5)

𝑦𝑦1 (𝑥𝑥)

178
 Chapter 8: Multiple Integrals

Where y1(x) and y2(x) are the values of y at A and D and both depend on the
position of the ordinate, that is on x.
It is to be remembered in the integral of (8.5) that x is to be regarded as a
constant in the integration w.r.t. y and since the limits of the integral are the
functions of x,
𝑦𝑦2 (𝑥𝑥)

So ∫ 𝑓𝑓(𝑥𝑥, 𝑦𝑦) 𝑑𝑑𝑑𝑑 will be some function of 𝑥𝑥, say ∅(𝑥𝑥). We thus say that let
𝑦𝑦1 (𝑥𝑥)

𝑦𝑦2 (𝑥𝑥)

∫ 𝑓𝑓(𝑥𝑥, 𝑦𝑦) 𝑑𝑑𝑑𝑑 = ∅(𝑥𝑥) … … (8.6)

𝑦𝑦1 (𝑥𝑥)

So that from (8.5) , we can write the mass of the elementary strip ABCD as
[∅(𝑥𝑥). 𝛿𝛿𝛿𝛿 ]
Next taking the mass of each strip such as ABCD parallel to the y - axis ,over the
area of the lamina, we have
𝑥𝑥=𝑏𝑏

Mass of the lamina = lim ∑ ∅(𝑥𝑥) 𝛿𝛿𝛿𝛿.

𝛿𝛿𝛿𝛿 →0
𝑥𝑥=𝑎𝑎

𝑥𝑥=𝑏𝑏

= ∫ ∅(𝑥𝑥)𝑑𝑑𝑑𝑑. … (8.7)
𝑥𝑥=𝑎𝑎

Substituting for ∅(𝑥𝑥) from (8.6) in (8.7), we get

𝑥𝑥=𝑏𝑏 𝑦𝑦2 (𝑥𝑥)

Mass of the lamina = ∫ { ∫ 𝑓𝑓(𝑥𝑥, 𝑦𝑦) 𝑑𝑑𝑑𝑑} 𝑑𝑑𝑑𝑑 … (8.8)

𝑥𝑥=𝑎𝑎 𝑦𝑦1 (𝑥𝑥)

The expression on the R.H.S. of the equation (8.8) is called a double integral for
obvious reason and is written in various ways as follows
𝑏𝑏 𝑦𝑦2 (𝑥𝑥)

∫ 𝑠𝑠 ∫ 𝑓𝑓(𝑥𝑥, 𝑦𝑦) 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑. … (8.9𝑎𝑎)

𝑎𝑎 𝑦𝑦1 (𝑥𝑥)

or
𝑏𝑏 𝑦𝑦2 (𝑥𝑥)

∫ 𝑠𝑠 ∫ 𝑓𝑓(𝑥𝑥, 𝑦𝑦) 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑. … (8.9𝑏𝑏)

𝑎𝑎 𝑦𝑦1 (𝑥𝑥)

Where the integral signs are written in order of integration taken from the right,

179
APPLIED MATHEMATICS

𝑏𝑏 𝑦𝑦2 (𝑥𝑥)

or ∫ 𝑑𝑑𝑑𝑑 ∫ 𝑓𝑓(𝑥𝑥, 𝑦𝑦) 𝑑𝑑𝑑𝑑. … (8.9𝑐𝑐)

𝑎𝑎 𝑦𝑦1 (𝑥𝑥)

This last way of writing the integral is more convenient, as it expresses clearly the
order in which the integration is performed i.e. we first integrate w.r.t. y considering
x as a constant and then we integrate w.r.t. x. It may also be noted that when we
take the elementary strips parallel to the y-axis, we first integrate w.r.t. y.
If instead of taking the elementary strip parallel to the y-axis we take it parallel
to the x-axis such as EFGH shown in the adjacent figure, we have by a similar
reasoning to the above
𝑓𝑓 𝑥𝑥2 (𝑦𝑦)

Mass of the lamina = ∫ 𝑑𝑑𝑑𝑑 ∫ 𝑓𝑓(𝑥𝑥, 𝑦𝑦) 𝑑𝑑𝑑𝑑 … (8.10)

𝑒𝑒 𝑥𝑥1 (𝑦𝑦)

In which we have to first integrate w.r.t. x and then w.r.t. y, thus changing the order
of the integration. Both the integrals (8.9) and (8.10) represent the mass of the
lamina and so are equal. The total area of the lamina is known as the region of
integration.
The function f(x,y) was considered as the surface density of the lamina, just for the
sake of understanding clearly the idea of double integral. However f(x,y) may be
any function of the position of a point in the loop-area, and the double integral of
this function over the area of the loop is given by (8.9) or (8.10) that is

180
 Chapter 8: Multiple Integrals


𝑏𝑏 𝑦𝑦2 (𝑥𝑥) 𝑓𝑓 𝑥𝑥2 (𝑦𝑦) … (8.11)

∫ 𝑑𝑑𝑑𝑑 ∫ 𝑓𝑓(𝑥𝑥, 𝑦𝑦) 𝑑𝑑𝑑𝑑 𝒐𝒐𝒐𝒐 ∫ 𝑑𝑑𝑑𝑑 ∫ 𝑓𝑓(𝑥𝑥, 𝑦𝑦) 𝑑𝑑𝑑𝑑

𝑎𝑎 𝑦𝑦1 (𝑥𝑥) 𝑒𝑒 𝑥𝑥1 (𝑦𝑦)

8.2 Change of the order of integration; Evaluation of Double

integrals

The method of evaluating the double integrals (8.11) is actually clear from the
theory developed in the previous section. We note that in the evaluation of the
double integrals, we integrate first w.r.t. one variable (y or x depending upon the
limits, and the elementary strip) and considering the other variable as constant and
then integrate with respect to the remaining variable.

If the limits of integration are the constants such as in the region of integration
being a rectangle, then the change in the order of integration does not require
change of the limits of integration.
Thus from the adjacent figure, we see that
𝑏𝑏 𝑑𝑑 𝑑𝑑 𝑏𝑏

∫ 𝑑𝑑𝑑𝑑 ∫ 𝑓𝑓(𝑥𝑥, 𝑦𝑦) 𝑑𝑑𝑑𝑑 = ∫ 𝑑𝑑𝑑𝑑 ∫ 𝑓𝑓(𝑥𝑥, 𝑦𝑦) 𝑑𝑑𝑑𝑑 … (8.12)

𝑎𝑎 𝑐𝑐 𝑐𝑐 𝑎𝑎

But if the limits be the variable as in the general case taken in section 8.1 then in
changing the order of integration a corresponding change is to be made in the limits
of integration as seen from (8.11). Sometimes in changing the order of integration
we are required to split up the region of integration and the new integral is
expressed as a sum of a number of double integrals. The examples solved below
make this ideas clear. The change of the order of integration is sometimes
convenient in the evaluation of the double integrals. This is also illustrated in
problems solved below. In changing the order of integration, it is convenient to

181
APPLIED MATHEMATICS

draw rough sketch of the region of integration, which will help to fix up the new
limits of integration.
Example 1. Evaluate ∫(𝑥𝑥 2 − 𝑦𝑦 2 ) 𝑑𝑑𝑑𝑑 over the area of the triangle whose vertices
are the points (0,1),(1,1) and (1,2).
The equations of the sides of the triangle whose vertices are at A(0,1), B(1,1),
C(1,2) are x = 1, y = 1 and x = y -1 … (i) as shown in the figure 6.

If we take an elementary strip parallel to the x-axis, we will be integrating the given
function with respect to x. The ends of this strip are bounded by the lines x = y - 1
and x = 1, so that these are the limits of integration with respect to x. Next we
integrate w.r.t. y from y = 1 to y = 2, which then covers the whole area of the
triangle ABC.
Thus if I = ∫(𝑥𝑥 2 − 𝑦𝑦 2 ) 𝑑𝑑𝑑𝑑 taken over the area of the triangle ABC
Then,
2 1

I = ∫ 𝑑𝑑𝑑𝑑 ∫ (𝑥𝑥 2 − 𝑦𝑦 2 ) 𝑑𝑑𝑑𝑑 .. .. (ii)

1 𝑦𝑦−1

To evaluate the first integral, we regard y as a constant,

2 1
𝑥𝑥 3
I = ∫ 𝑑𝑑𝑑𝑑 [ − 𝑦𝑦 2 𝑥𝑥]
3 𝑦𝑦−1
1
2
1 2
(𝑦𝑦 − 1)3
= ∫ { − 𝑦𝑦 − + 𝑦𝑦 2 (𝑦𝑦 − 1) } 𝑑𝑑𝑑𝑑
3 3
1

182
 Chapter 8: Multiple Integrals

2
1 2
(𝑦𝑦 − 1)3
= ∫ { − 2𝑦𝑦 − + 𝑦𝑦 3 } 𝑑𝑑𝑑𝑑
3 3
1
2
𝑦𝑦 2𝑦𝑦 3 (𝑦𝑦 − 1)4 𝑦𝑦 4
= [ − − + ]
3 3 12 4 1

2 16 1 1 2 1
=[ − − +4− + − ]
3 3 12 3 3 4
2
= −
3
It will be interesting to try the above example by taking strips parallel to the y-axis,
which is left to the students as an exercise leading to the same result as above.
Example 2. Evaluate 
𝑎𝑎 𝑎𝑎−√𝑎𝑎2 −𝑦𝑦 2
𝑥𝑥𝑥𝑥 log(𝑥𝑥 + 𝑎𝑎)
∫ 𝑑𝑑𝑑𝑑 ∫ 𝑑𝑑𝑑𝑑
(𝑥𝑥 − 𝑎𝑎)2
0 0

In the integral as it stands, the integration is first w.r.t. x and this integration, as is
clear is complicated. As integration w.r.t. y is simple, we therefore change the
order of integration, for which sake we find out the region of integration for the
given problem.
In the given Interval where the integration is first w.r.t. x, the elementary strips are
parallel to the x-axis and these strips extend from x = 0 (i.e. the y – axis) to
x = 𝑎𝑎 − √𝑎𝑎2 − 𝑦𝑦 2 i.e. to the boundary of the circle (𝑥𝑥 − 𝑎𝑎)2 + 𝑦𝑦 2 = 𝑎𝑎2 .
Moreover as x = a minus √𝑎𝑎2 − 𝑦𝑦 2 , it extends upto the side (i) of the circle and
not upto (ii) for which x = a plus √𝑎𝑎2 − 𝑦𝑦 2 .

183
APPLIED MATHEMATICS

An elementary strip such as this is shown in the figure 7 by AB. Next we integrate
w.r.t. y from y = 0 to y = a and so the strips such as AB, bounded on one side by
the y-axis and on the other by the circumference of the circle are taken from y = 0
to y = a. Thus the region of integration is the shaded part in the figure.
If we change the order of integration, integrating first w.r.t. y then the elementary
strip is parallel to the y-axis, such as BC in the figure which extends from
circumference of the circle (𝑥𝑥 − 𝑎𝑎)2 + 𝑦𝑦 2 = 𝑎𝑎2 i.e. 𝑦𝑦 = √2𝑎𝑎𝑎𝑎 − 𝑥𝑥 2 to the
line y = a. These are therefore the limits of integration w.r.t. y. To have same region
of integration as in the given integral. We must take such strips from x = 0 to
x = a, which are the limits of integration w.r.t. x. Thus changing the order of
integration, the given integral say I, can be written as
𝑎𝑎 𝑎𝑎
𝑥𝑥𝑥𝑥 log(𝑥𝑥 + 𝑎𝑎)
I = ∫ 𝑑𝑑𝑑𝑑 ∫ 𝑑𝑑𝑑𝑑
(𝑥𝑥 − 𝑎𝑎)2
0 √2𝑎𝑎𝑎𝑎−𝑥𝑥 2

Integrating w.r.t. y considering x as constant, we have

𝑎𝑎 𝑎𝑎
𝑥𝑥 log(𝑥𝑥 + 𝑎𝑎) 𝑦𝑦 2
I = ∫ 𝑑𝑑𝑑𝑑 [ ]
(𝑥𝑥 − 𝑎𝑎)2 2 √2𝑎𝑎𝑎𝑎−𝑥𝑥 2
0
𝑎𝑎
1 𝑥𝑥 log(𝑥𝑥 + 𝑎𝑎) 2
= ∫ 𝑑𝑑𝑑𝑑 [𝑎𝑎 − 2𝑎𝑎𝑎𝑎 + 𝑥𝑥 2 ]
2 (𝑥𝑥 − 𝑎𝑎)2
0
𝑎𝑎
1
= ∫ 𝑥𝑥 log(𝑥𝑥 + 𝑎𝑎) 𝑑𝑑𝑑𝑑
2
0

This can be integrated by parts, with log (x + a) as a part to be differentiated

which gives
𝑎𝑎2
I= [2 log 𝑎𝑎 + 1]
𝜃𝜃
Example 3. Change the order of Integration in
2𝑎𝑎 √2𝑎𝑎𝑎𝑎

∫ 𝑠𝑠 ∫ 𝑓𝑓(𝑥𝑥, 𝑦𝑦) 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑

0 √2𝑎𝑎𝑎𝑎−𝑥𝑥 2

The order of integration in the given integral is first w.r.t. y and then w.r.t. x
The elementary strips here are parallel to the y-axis (such as A B) and extend from
y = √2𝑎𝑎𝑎𝑎 − 𝑥𝑥 2 , [ i.e. the circle 𝑥𝑥 2 + 𝑦𝑦 2 − 2𝑎𝑎𝑎𝑎 = 0. with centre at (a,0) and radius
a] to y = √2𝑎𝑎𝑎𝑎 [i.e. the parabola 𝑦𝑦 2 = 2𝑎𝑎𝑎𝑎] and such strips are taken from x = 0 to

184
 Chapter 8: Multiple Integrals

x = 2a. The shaded area between the parabola and the circle is therefore the region
of integration.
In changing the order of integration, we integrate first w.r.t. x, with elementary
strips parallel to the x-axis, such as CD. In covering the same region as above, the
ends of these strips extend to different curves. We therefore divide the region by
the line y = a into three parts (I),(II),(III) as shown in the figure.

𝑦𝑦 2
For the region (I), the strip extend from the parabola 𝑦𝑦 2 = 2𝑎𝑎𝑎𝑎 i.e. 𝑥𝑥 = to the
2𝑎𝑎
straight line
x = 2a, so these are the limits of integration w.r.t. x. Such strips are to be taken
from y = a to y = 2a, to cover the region (I) completely. So the part of the integral
in this region I1 is
2𝑎𝑎 2𝑎𝑎

I1 = ∫ 𝑑𝑑𝑑𝑑 ∫ 𝑓𝑓(𝑥𝑥, 𝑦𝑦) 𝑑𝑑𝑑𝑑 .. .. (i)

𝑎𝑎 𝑦𝑦 2
2𝑎𝑎

𝑦𝑦 2
From the region (II), the strips extend from the parabola 𝑦𝑦 2 = 2𝑎𝑎𝑎𝑎 i.e. 𝑥𝑥 = to
2𝑎𝑎
the circle

𝑥𝑥 2 + 𝑦𝑦 2 − 2𝑎𝑎𝑎𝑎 = 0 i.e. x = a ±√𝑎𝑎2 − 𝑦𝑦 2 in which we take the negative sign

with the radical as is obvious from the figure, so the limits of integration w.r.t. x
𝑦𝑦 2
are 𝑥𝑥 = to x = a − √𝑎𝑎2 − 𝑦𝑦 2 and such strips are taken from y = 0 to y = a, to
2𝑎𝑎
cover this region completely. The contribution to the integral from this region I2
is therefore 

185
APPLIED MATHEMATICS

𝑎𝑎 a − √𝑎𝑎2 −𝑦𝑦 2

I2 = ∫ 𝑑𝑑𝑑𝑑 ∫ 𝑓𝑓(𝑥𝑥, 𝑦𝑦) 𝑑𝑑𝑑𝑑 .. .. (ii)

0 𝑦𝑦 2
2𝑎𝑎

For the region (III), the strips extend from the circle 𝑥𝑥 2 + 𝑦𝑦 2 − 2𝑎𝑎𝑎𝑎 = 0
[i.e. x = a ±√𝑎𝑎2 − 𝑦𝑦 2 ; in this we have to take the positive sign with the radical as
is clear from the figure] to the line x=2a, so that the limits of integration w.r.t x
are x = a +√𝑎𝑎2 − 𝑦𝑦 2 to x=2a; and such strips are to be taken from y = 0 to y = a,
which covers in the integration the region (III) Denoting this part of integral by I3,
we have
𝑎𝑎 2a

I3 = ∫ 𝑑𝑑𝑑𝑑 ∫ 𝑓𝑓(𝑥𝑥, 𝑦𝑦) 𝑑𝑑𝑑𝑑 .. .. (iii)

0 a + √𝑎𝑎2 −𝑦𝑦 2

Thus if we change the order of integration, we have to divide the region of

integration, and the given integral is equal to I1 + I2 + I3 or from (i), (ii), (iii)

2𝑎𝑎 √2𝑎𝑎𝑎𝑎 2𝑎𝑎 2𝑎𝑎 𝑎𝑎 a − √𝑎𝑎2 −𝑦𝑦 2

∫ 𝑑𝑑𝑑𝑑 ∫ 𝑓𝑓(𝑥𝑥, 𝑦𝑦) 𝑑𝑑𝑑𝑑 = ∫ 𝑑𝑑𝑑𝑑 ∫ 𝑓𝑓(𝑥𝑥, 𝑦𝑦) 𝑑𝑑𝑑𝑑 + ∫ 𝑑𝑑𝑑𝑑 ∫ 𝑓𝑓(𝑥𝑥, 𝑦𝑦) 𝑑𝑑𝑑𝑑
0 √2𝑎𝑎𝑎𝑎−𝑥𝑥 2 𝑎𝑎 𝑦𝑦 2 0 𝑦𝑦 2
2𝑎𝑎 2𝑎𝑎
𝑎𝑎 2𝑎𝑎

+ ∫ 𝑑𝑑𝑑𝑑 ∫ 𝑓𝑓(𝑥𝑥, 𝑦𝑦) 𝑑𝑑𝑑𝑑

0 a+ √𝑎𝑎2 −𝑦𝑦 2

This example illustrates that in changing the order of integration sometimes not
only limits are to be changed, but it is necessary to split up the region of
integration.
Example 4. Change the order of integration for the integral
𝑎𝑎 2𝑎𝑎−𝑥𝑥

∫ 𝑠𝑠 ∫ 𝑥𝑥𝑥𝑥 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑

0 𝑥𝑥 2
𝑎𝑎

and evaluate the same with reversed order of integration.

The given integral is
𝑎𝑎 2𝑎𝑎−𝑥𝑥

∫ 𝑑𝑑𝑑𝑑 ∫ 𝑦𝑦 𝑑𝑑𝑑𝑑 .. .. (𝑖𝑖)

0 𝑥𝑥 2
𝑎𝑎

186
 Chapter 8: Multiple Integrals

In this the integration is first w.r.t. y with strips such as AB, parallel to the y-axis
𝑥𝑥 2
with extremities lying on the parabola 𝑦𝑦 = and the straight line y = 2a – x. These
𝑎𝑎
strips are taken from x = 0 to x = a, that gives the region of integration, the
curvilinear triangle OPQ, shaded in the figure 9.
In changing the order of integration, the integration is to be taken first w.r.t. x with
elementary strip parallel to x axis, such as CD, and that needs dividing the region
of integration by the line y = a, i.e. the line PR, into two parts the triangle PQR and
the curvilinear triangle OPR denoted in the figure by (I) and (II) respectively.
For the region (I), the limits of integration w.r.t. x are x = 0 to x = 2a – y and the
limits of the next integration w.r.t. y are y = a to y = 2a, so the contribution to the
given integral from region (I) is
2𝑎𝑎 2a − 𝑦𝑦

I1 = ∫ 𝑑𝑑𝑑𝑑 ∫ 𝑥𝑥𝑥𝑥 𝑑𝑑𝑑𝑑 .. .. (ii)

𝑎𝑎 0

For the region (II), the limits of integration w.r.t. x are x = 0 to x = √𝑎𝑎𝑎𝑎 and
those w.r.t. y are y = 0 to y = a, so the contribution to the given integral from the
region (II) is
𝑎𝑎 √𝑎𝑎𝑎𝑎

I2 = ∫ 𝑑𝑑𝑑𝑑 ∫ 𝑥𝑥𝑥𝑥 𝑑𝑑𝑑𝑑 .. .. (iii)

0 0

Hence, reversing the order of integration, from (i), (ii) and (iii),

187
APPLIED MATHEMATICS

𝑎𝑎 2𝑎𝑎−𝑥𝑥 2𝑎𝑎 2a − 𝑦𝑦

∫ 𝑑𝑑𝑑𝑑 ∫ 𝑥𝑥𝑥𝑥 𝑑𝑑𝑑𝑑 = ∫ 𝑑𝑑𝑑𝑑 ∫ 𝑥𝑥𝑥𝑥 𝑑𝑑𝑑𝑑

0 𝑥𝑥 2 𝑎𝑎 0
𝑎𝑎
𝑎𝑎 √𝑎𝑎𝑎𝑎

+ ∫ 𝑑𝑑𝑑𝑑 ∫ 𝑥𝑥𝑥𝑥 𝑑𝑑𝑑𝑑 .. .. (iv)

0 0

Now, with usual method of evaluating the double integral

2𝑎𝑎 2a − 𝑦𝑦 2𝑎𝑎 2𝑎𝑎
2𝑎𝑎−𝑦𝑦
𝑥𝑥 2 1
∫ 𝑑𝑑𝑑𝑑 ∫ 𝑥𝑥𝑥𝑥 𝑑𝑑𝑑𝑑 = ∫ 𝑑𝑑𝑑𝑑. 𝑦𝑦 [ ] = ∫ 𝑦𝑦(2𝑎𝑎 − 𝑦𝑦)2 𝑑𝑑𝑑𝑑
2 0 2
𝑎𝑎 0 𝑎𝑎 0
5 4
= 𝑎𝑎 .. .. (v)
24
and
𝑎𝑎 √𝑎𝑎𝑎𝑎 𝑎𝑎 𝑎𝑎𝑎𝑎 𝑎𝑎
𝑥𝑥 2 √ 1
∫ 𝑑𝑑𝑑𝑑 ∫ 𝑥𝑥𝑥𝑥 𝑑𝑑𝑑𝑑 = ∫ 𝑑𝑑𝑑𝑑. 𝑦𝑦 [ ] = ∫ 𝑎𝑎𝑦𝑦 2 𝑑𝑑𝑑𝑑
2 0 2
0 0 0 0
1
= 𝑎𝑎4 .. .. (vi)
6
From (iv), (v) and (vi),
𝑎𝑎 2a − 𝑥𝑥
5 4 1 4 3
∫ 𝑑𝑑𝑑𝑑 ∫ 𝑥𝑥𝑥𝑥 𝑑𝑑𝑑𝑑 = 𝑎𝑎 + 𝑎𝑎 = 𝑎𝑎4
24 6 8
0 𝑥𝑥 2
𝑎𝑎

8.3 Double integral in polar co-ordinates

188
 Chapter 8: Multiple Integrals

In case we use polar co-ordinates, divide the region of integration by curves

r = const. (which are circles) and η = const. (which are straight- lines)
This gives a mesh of the form shown, where the elementary area is 𝛿𝛿𝛿𝛿. 𝑟𝑟 𝛿𝛿𝛿𝛿
Thus if f (r, 𝜃𝜃) be a function of position, we have over the wedge PQ, the sum as
𝑄𝑄

lim 𝛿𝛿𝛿𝛿 ∑ 𝑓𝑓 (𝑟𝑟, 𝜃𝜃). 𝑟𝑟 𝛿𝛿𝛿𝛿

𝛿𝛿𝛿𝛿 →0
𝑃𝑃
𝑟𝑟2 (𝜃𝜃)

= 𝛿𝛿𝛿𝛿 ∫ 𝑓𝑓 (𝑟𝑟, 𝜃𝜃) 𝑟𝑟𝑟𝑟𝑟𝑟 … … (8.13)

𝑟𝑟1 (𝜃𝜃)

Where 𝑟𝑟1 (𝜃𝜃) and 𝑟𝑟2 (𝜃𝜃) are equations of the two parts of curves where θ is kept
constant, while integrating w.r.t. r. Finally summing for all the wedges between
θ = ∝ and θ = β, we get
𝛽𝛽 𝑟𝑟2 (𝜃𝜃)

Lim ∑ 𝛿𝛿θ ∑ 𝑓𝑓 (𝑟𝑟, 𝜃𝜃) 𝑟𝑟𝑟𝑟𝑟𝑟

𝛿𝛿θ →0
𝛼𝛼 𝑟𝑟1 (𝜃𝜃)
𝛽𝛽 𝑟𝑟2 (𝜃𝜃)

= ∫ 𝑑𝑑𝑑𝑑 ∫ 𝑓𝑓 (𝑟𝑟, 𝜃𝜃) 𝑟𝑟𝑟𝑟𝑟𝑟 … … (8.14)

𝛼𝛼 𝑟𝑟1 (𝜃𝜃)

The order of integration may be changed with appropriate changes in the limits.
Example 1. Evaluate
𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟θ
∬
√𝑎𝑎2 + 𝑟𝑟 2
over one loop of the lemniscate 𝑟𝑟 2 = 𝑎𝑎2 cos 2θ

189
APPLIED MATHEMATICS

𝜋𝜋
4 √𝑐𝑐𝑐𝑐𝑐𝑐2θ
𝑟𝑟 𝑑𝑑𝑑𝑑
I = ∫ 𝑑𝑑θ ∫
𝜋𝜋 √𝑎𝑎2 + 𝑟𝑟 2
−4 0

𝜋𝜋
4
𝑎𝑎 √𝑐𝑐𝑐𝑐𝑐𝑐2θ
= ∫ 𝑑𝑑θ [√𝑎𝑎2 + 𝑟𝑟 2 ]
0
𝜋𝜋
−4
𝜋𝜋
4

= ∫ 𝑑𝑑θ {𝑎𝑎 √1 + 𝑐𝑐𝑐𝑐𝑐𝑐2θ|− 𝑎𝑎}

𝜋𝜋
−4
𝜋𝜋
4

= 𝑎𝑎 ∫[√2 | cos θ − 1]𝑑𝑑θ

𝜋𝜋
−4
𝜋𝜋
= 𝑎𝑎 [√2 | Sin θ − θ]−4 𝜋𝜋
4
𝜋𝜋 𝜋𝜋
= 𝑎𝑎 [2 − ] = 2𝑎𝑎 [1 − ]
2 4
Example 2 . Evaluate
𝑎𝑎 √𝑎𝑎2 −𝑥𝑥 2
𝑑𝑑𝑑𝑑
∫ 𝑑𝑑x ∫ ,
0
√𝑎𝑎2 − 𝑥𝑥 2 − 𝑦𝑦 2
√𝑎𝑎𝑎𝑎−𝑥𝑥 2

by changing to polar coordinates.

Here the elementary strips, such as AB are parallel to the y axis and extend from

y = √𝑎𝑎𝑎𝑎 − 𝑥𝑥 2

190
 Chapter 8: Multiple Integrals

[which is the circle 𝑥𝑥 2 + 𝑦𝑦 2 − 𝑎𝑎𝑎𝑎 = 0,

𝑎𝑎 𝑎𝑎
with centre at ( ,0) and radius ] to
2 2

y = √𝑎𝑎2 − 𝑥𝑥 2 [ i.e. the circle 𝑥𝑥 2 + 𝑦𝑦 2 = 𝑎𝑎2 , with center at the origin and radius
a.] such strips are taken from 𝑥𝑥 = 0 to 𝑥𝑥 = a, and so the area between the two circles,
is the region of integration.
To change the given integral to polar coordinates, we substitute 𝑥𝑥 = 𝑟𝑟 cosθ, 𝑦𝑦 = 𝑟𝑟
sinθ, and 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑 by its equivalent elementary area in polar coordinates 𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟θ. The
equations of the circle in polar coordinates are 𝑟𝑟 = 𝑎𝑎 cosθ and 𝑟𝑟 = 𝑎𝑎 and the ends
of the elementary wedge, such as CD along the radius vector lies on these circles
and so give the limits of integration w.r.t. 𝑟𝑟 and to cover the same region of
𝜋𝜋
integration as in given integral. 0 varies from 0 to .
2

Thus the transformed integral I is

𝜋𝜋
2 a
𝑟𝑟
𝐼𝐼 = ∫ 𝑑𝑑θ ∫ 𝑑𝑑𝑑𝑑
√𝑎𝑎2 − 𝑟𝑟 2
0 𝑎𝑎 cosθ
𝜋𝜋
2
𝑎𝑎
= ∫ 𝑑𝑑θ [−√𝑎𝑎2 − 𝑟𝑟 2 ]
𝑎𝑎 cosθ
0
𝜋𝜋
2

= ∫ 𝑎𝑎 𝑠𝑠𝑠𝑠𝑠𝑠θ 𝑑𝑑θ = 𝑎𝑎
0

8.4 Triple integrals :-

191
APPLIED MATHEMATICS

Let 𝑓𝑓 (𝑥𝑥, 𝑦𝑦, 𝑧𝑧) be any function of the position of a point (𝑥𝑥, 𝑦𝑦, 𝑧𝑧) in space [say the
density of the body]. Divide the body by a system of planes into small rectangular
blocks. The element of volume at P (𝑥𝑥, 𝑦𝑦, 𝑧𝑧) is then dx𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑.

The mass of the elementary cuboid at P = 𝑓𝑓 (𝑥𝑥, 𝑦𝑦, 𝑧𝑧). 𝑑𝑑x𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑

Then
𝑧𝑧2

lim ∑ 𝑓𝑓 (𝑥𝑥, 𝑦𝑦, 𝑧𝑧) 𝑑𝑑x𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑

𝑑𝑑𝑑𝑑 →0
𝑧𝑧1
𝑧𝑧2 (𝑥𝑥.𝑦𝑦)

= 𝑑𝑑x𝑑𝑑𝑑𝑑 ∫ 𝑓𝑓 (𝑥𝑥, 𝑦𝑦, 𝑧𝑧) 𝑑𝑑𝑑𝑑 … … (8.15)

𝑧𝑧1 (𝑥𝑥,𝑦𝑦)

where 𝑧𝑧1 (𝑥𝑥, 𝑦𝑦) and 𝑧𝑧2 (𝑥𝑥. 𝑦𝑦) are the equations of the lower and upper surfaces of
the bounding volume. The result (8.15) gives the mass of the elementary column
on 𝑑𝑑x𝑑𝑑𝑑𝑑 in the xOy plane as the base. In the integral (8.15), x, y are constants.

We now have to sum for all the columns standing on the area in the xOy plane
vertically below the surface. Taking first all the columns in a slice parallel to the
y-z plane which means integration w.r.t. y while keeping x constant, we get
𝑦𝑦2 (𝑥𝑥) 𝑧𝑧2 (𝑥𝑥.𝑦𝑦)

[ ∫ 𝑠𝑠 { ∫ 𝑓𝑓 (𝑥𝑥, 𝑦𝑦, 𝑧𝑧) 𝑑𝑑𝑑𝑑 } 𝑑𝑑𝑑𝑑 ] 𝑑𝑑𝑑𝑑 … … (8.16)

𝑦𝑦1 (𝑥𝑥) 𝑧𝑧1 (𝑥𝑥,𝑦𝑦)

and finally summing for all the slices from x = a to x = b, we have

𝑜𝑜 𝑏𝑏 𝑦𝑦2 (𝑥𝑥) 𝑧𝑧2 (𝑥𝑥.𝑦𝑦)

∫ 𝑓𝑓 (𝑥𝑥, 𝑦𝑦, 𝑧𝑧) 𝑑𝑑𝑑𝑑 = ∫ 𝑑𝑑𝑑𝑑 ∫ 𝑑𝑑𝑑𝑑 ∫ 𝑓𝑓 (𝑥𝑥, 𝑦𝑦, 𝑧𝑧) 𝑑𝑑𝑑𝑑
𝑣𝑣 𝑎𝑎 𝑦𝑦1 (𝑥𝑥) 𝑧𝑧1 (𝑥𝑥,𝑦𝑦)

… (8.17)

The evaluation of a space or volume integral involves three successive integration

and so is called a triple integral. The order of integration may be changed with
appropriate changes in the limits.

In polar co-ordinates the volume of an elementary cuboid

dv = r2 sin θ 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 𝑑𝑑∅

and the integral (8.17) takes the form

∭ 𝑓𝑓(𝑟𝑟, 𝜃𝜃, ∅)𝑟𝑟 2 sin𝜃𝜃 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 𝑑𝑑∅

192
 Chapter 8: Multiple Integrals

And in cylindrical co-ordinates , the elementary volume is

dv = 𝜌𝜌 𝑑𝑑𝑑𝑑 𝑑𝑑∅ 𝑑𝑑𝑑𝑑

and the integral (8.17) takes the from

∭ 𝑓𝑓(𝜌𝜌, ∅, 𝑧𝑧)𝜌𝜌 𝑑𝑑𝑑𝑑 𝑑𝑑∅ 𝑑𝑑𝑑𝑑 

with appropriate limits.

Example 1. Show that the volume bounded by the cylinder y2 = z , y = x2
And the planes z = 0 , x + y +z = 2 is equal to
1 √𝑥𝑥 2−𝑥𝑥−𝑦𝑦

∫ 𝑠𝑠 ∫ 𝑠𝑠 ∫ 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑

0 𝑥𝑥 2 0

and evaluate it.

The cylinder stands on the area common to the parabolas with generators parallel
to the z-axis, and the volume required is the portion of this cylinder cut-off by the
planes z = 0 and x+y+z=2 i.e. z = 2 – x - y
Integrating first w.r.t. z we obtain the volume of the elementary column,
on dx dy as the base, where limits for z are z = 0 to z = 2- x- y.

193
APPLIED MATHEMATICS

Thus the volume of elementary column on the dxdy as the base is

2−𝑥𝑥−𝑦𝑦

𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑 ∫ 𝑑𝑑𝑑𝑑 .. .. (i)

0
Taking a slice parallel to the yOx plane , of all such columns, leads on the
integration w.r.t. y from y = x2 to y = √𝑥𝑥 ( ref. fig.14), we thus have the volume of
an elementary slice parallel to the yOz plane as

√𝑥𝑥 2−𝑥𝑥−𝑦𝑦

dx ∫ 𝑑𝑑𝑑𝑑 ∫ 𝑑𝑑𝑑𝑑 … … (ii)

𝑥𝑥 2 0

Summing the volumes of such slices, bounded by the curves y = x2, y = √𝑥𝑥 , from
x = 0 to x = 1, gives the total volume of the cylinder in question and is

1 √𝑥𝑥 2−𝑥𝑥−𝑦𝑦

∫ 𝑑𝑑𝑑𝑑 ∫ 𝑑𝑑𝑑𝑑 ∫ 𝑑𝑑𝑑𝑑 … … (iii)

0 𝑥𝑥 2 0

which is the same as the given integral. To evaluate it we use the same principles
as used in the evaluation of a double integral. Thus
1 √𝑥𝑥 2−𝑥𝑥−𝑦𝑦 1 √𝑥𝑥
2−𝑥𝑥−𝑦𝑦
∫ 𝑑𝑑𝑑𝑑 ∫ 𝑑𝑑𝑑𝑑 ∫ 𝑑𝑑𝑑𝑑 = ∫ 𝑑𝑑𝑑𝑑 ∫ 𝑑𝑑𝑑𝑑 [𝑧𝑧]0
0 𝑥𝑥 2 0 0 𝑥𝑥 2

1 √𝑥𝑥

= ∫ 𝑑𝑑𝑑𝑑 ∫ (2 − 𝑥𝑥 − 𝑦𝑦)𝑑𝑑𝑑𝑑
0 𝑥𝑥 2

1 √𝑥𝑥
𝑦𝑦 2
= ∫ 𝑑𝑑𝑑𝑑 [(2 − 𝑥𝑥)𝑦𝑦 − ]
2
0 𝑥𝑥 2

1
𝑥𝑥 𝑥𝑥 4
= ∫ {(2 − 𝑥𝑥 )√𝑥𝑥 − − (2 − 𝑥𝑥)𝑥𝑥 2 + } 𝑑𝑑𝑑𝑑
2 2
0

194
 Chapter 8: Multiple Integrals

𝟑𝟑 𝟓𝟓 𝟏𝟏
𝟐𝟐 𝟑𝟑 𝟒𝟒 𝟓𝟓
𝟒𝟒𝒙𝒙𝟐𝟐 𝟐𝟐𝒙𝒙𝟐𝟐 𝒙𝒙 𝟐𝟐𝒙𝒙 𝒙𝒙 𝒙𝒙 𝟏𝟏𝟏𝟏
=[ − − − + + ] =
𝟑𝟑 𝟓𝟓 𝟒𝟒 𝟑𝟑 𝟒𝟒 𝟏𝟏𝟏𝟏 𝟑𝟑𝟑𝟑
𝟎𝟎

8.5 Summary

The eight chapter of this book introduces the students with concepts of double
integral, evaluation of double integrals: change of the order of the integration and
double integral in polar co-ordinates with notations, which is important in
understanding, implementation in application areas of integrals. Triple integrals is
also explained with solved problems and illustrations.

8.6 Exercises

Evaluate the following Integrals

1. ∬ 𝑦𝑦𝑦𝑦𝑦𝑦𝑦𝑦𝑦𝑦 over

i) the area bounded by 𝑦𝑦 = 𝑥𝑥 2 and 𝑥𝑥 + 𝑦𝑦 = 2

ii) the area bounded by x = 0, y = x2 and x + y = 2 in the first quadrant.

2. ∬ 𝑥𝑥𝑥𝑥(𝑥𝑥 + 𝑦𝑦) 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑 over the area bounded by the parabola 𝑥𝑥 2 = 𝑦𝑦 𝑎𝑎𝑎𝑎𝑎𝑎 𝑦𝑦 2

= – 𝑥𝑥.

3. i) ∬(𝑥𝑥 2 + 𝑦𝑦 2 )𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑

ii) ∬ 𝑥𝑥 2 𝑦𝑦 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑 over the area in the positive quadrant of ellipse

𝑥𝑥 2 𝑦𝑦 2
+ = 1.
𝑎𝑎2 𝑏𝑏 2
𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑
4. ∬ where 𝑥𝑥 > 1 and 𝑦𝑦 > 𝑥𝑥 2
𝑥𝑥 4 + 𝑦𝑦 2
Change the order of integrals and evaluate
𝑥𝑥 2
2 4

5. ∫ 𝑠𝑠 ∫ 𝑥𝑥𝑥𝑥𝑥𝑥𝑥𝑥𝑥𝑥𝑥𝑥
0 0

195
APPLIED MATHEMATICS

1 √𝑦𝑦

6. ∫ 𝑠𝑠 ∫ 𝑥𝑥𝑥𝑥𝑥𝑥𝑥𝑥𝑥𝑥𝑥𝑥
0 𝑦𝑦

𝑥𝑥
√
𝑎𝑎 𝑎𝑎

7. ∫ 𝑠𝑠 ∫ (𝑥𝑥 2 + 𝑦𝑦 2 )𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑
0 𝑥𝑥
𝑎𝑎

1 √2−𝑥𝑥 2
𝑥𝑥
8. ∫ 𝑑𝑑𝑑𝑑 ∫ − 𝑑𝑑𝑑𝑑
0 𝑥𝑥
√𝑥𝑥 2 + 𝑦𝑦 2

Answers
36 16 114 𝜋𝜋𝜋𝜋𝜋𝜋 2 2 𝑎𝑎4 𝑏𝑏 2 𝜋𝜋
1. i) ii) 2. 3. i) (𝑎𝑎 𝑏𝑏 ) ii) 4.
5 5 420 16 24 4
1 1 𝑎𝑎 𝑎𝑎2 1 1
5. 6. 7. [ + ] 8. [1 − ]
4 7 5 √2
3 24

Show the region of integration and change the order of integration

𝑦𝑦 2
𝑎𝑎 𝑎𝑎 1 2−𝑥𝑥

9. ∫ 𝑠𝑠 ∫ 𝑓𝑓(𝑥𝑥, 𝑦𝑦)𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑 10. ∫ 𝑠𝑠 ∫ 𝑓𝑓(𝑥𝑥, 𝑦𝑦)𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑

−𝑎𝑎 0 −2 𝑥𝑥 2

𝑐𝑐 2
𝑎𝑎 𝑦𝑦+𝑎𝑎 𝑏𝑏 𝑥𝑥

11. ∫ 𝑑𝑑𝑑𝑑 ∫ 𝑓𝑓(𝑥𝑥, 𝑦𝑦)𝑑𝑑𝑑𝑑 12. ∫ 𝑑𝑑𝑑𝑑 ∫ 𝑓𝑓(𝑥𝑥, 𝑦𝑦)𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑

0 √𝑎𝑎2 −𝑦𝑦 2 𝑎𝑎 0

Evaluate

13. ∬ 𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟θ 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑 over the cardioide 𝑟𝑟 = 1 + cos θ

14. ∬ 𝑟𝑟 3 𝑑𝑑𝑑𝑑𝑑𝑑θ 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑 over the area included between the circles 𝑟𝑟

= 2 sin θ and 𝑟𝑟 = 4 sin θ

15. ∬ 𝑟𝑟 4 𝑐𝑐𝑐𝑐𝑠𝑠 3 θ𝑑𝑑𝑑𝑑𝑑𝑑θ over the interior of circle 𝑟𝑟 = 2a cos θ

196
 Chapter 8: Multiple Integrals

Express the following integrals in polar coordinates, showing the region of

integration and evaluate.
𝑎𝑎 √𝑎𝑎2 −𝑦𝑦 2

16. ∫ 𝑠𝑠 ∫ 𝑦𝑦 2 √𝑥𝑥 2 + 𝑦𝑦 2 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑

0 0
4𝑎𝑎 𝑦𝑦
𝑥𝑥 2 − 𝑦𝑦 2
17. ∫ 𝑠𝑠 ∫ 2 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑
𝑥𝑥 + 𝑦𝑦 2
0 𝑦𝑦 2
4𝑎𝑎

2 1+√2𝑥𝑥−𝑥𝑥 2
𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑
18. ∫ 𝑠𝑠 ∫
(𝑥𝑥 2 + 𝑦𝑦 2 )2
0 1−√2𝑥𝑥−𝑥𝑥 2
𝑎𝑎 𝑎𝑎
𝑥𝑥 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑
19. ∫ 𝑠𝑠 ∫
𝑥𝑥 2 + 𝑦𝑦 2
0 𝑦𝑦

Change to polar coordinates and evaluate

𝑥𝑥 2 − 𝑦𝑦 2
20. ∬ 3 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑 over the region of the circle 𝑥𝑥 2 + 𝑦𝑦 2 = 2𝑎𝑎𝑎𝑎
(𝑥𝑥 2 + 𝑦𝑦 2 )2
in the first quadrant.

21. ∬ 𝑦𝑦 2 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑 over the area which lies outside the circle 𝑥𝑥 2 + 𝑦𝑦 2 − 𝑎𝑎𝑎𝑎 = 0

but inside circle 𝑥𝑥 2 + 𝑦𝑦 2 − 2𝑎𝑎𝑎𝑎 = 0.

𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑
22. Evaluate ∬ over one loop of the lemniscate
(1 + 𝑥𝑥 2 + 𝑦𝑦 2 )3
(𝑥𝑥 2 + 𝑦𝑦 2 )2 = 𝑥𝑥 2 − 𝑦𝑦 2
Answers
3𝜋𝜋 45𝜋𝜋 7𝜋𝜋 𝜋𝜋𝑎𝑎5 𝜋𝜋 5
13. 14. 15. 𝑎𝑎5 16. 17. 8𝑎𝑎2 ( − )
2 2 4 20 2 3

𝜋𝜋𝜋𝜋 2𝑎𝑎 15𝜋𝜋 𝜋𝜋−2

18. 𝜋𝜋 19. 20. 21. 𝑎𝑎4 22.
4 3 64 4

𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑 1 5
23. Show that ∭ = (log 2 − ) , integration 𝑏𝑏𝑏𝑏𝑏𝑏𝑏𝑏𝑏𝑏 𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡𝑡
(𝑥𝑥 + 𝑦𝑦 + 𝑧𝑧 + 1)2 2 8
throughout the volume of the tetrahedran bounded by the coordinate planes and the
plane 𝑥𝑥 + 𝑦𝑦 + 𝑧𝑧 + 1 = 1

197
APPLIED MATHEMATICS

8.7 References

1. A Text Book of Applied Mathematics Vol I - P. N. Wartikar and J. N. Wartikar

2. Applied Mathematics II - P. N. Wartikar and J. N. Wartikar
3. Higher Engineering Mathematics - Dr. B. S. Grewal

❖❖❖❖❖❖

198
 Chapter 9: Applications of Integration

Unit 4

9
APPLICATIONS OF INTEGRATION
Unit Structure
9.0 Objectives
9.1 Introduction
9.2 Areas
9.3 Volumes of solids
9.4 Summary
9.5 Exercises
9.6 References

9.0 Objectives

After reading this chapter, you should be able to:

1. Know the concept Areas & volume of solids.
2. Formulae of these in terms of integrals.
3. Single & multiple integrals & their use in examples
4. Solve problems based on area & volume integrals

9.1 Introduction

In this chapter we shall study the applications of integral calculus to the problems
involving areas, volumes and surface of solids, centre of gravity, hydrostatic centre
of pressure, moment of inertia, mean and root mean square values etc. Formulae
for these in terms of integrals, single and multiple are developed and their use in
the example on these topics is illustrated.

199
APPLIED MATHEMATICS

9.2 Areas

The area A, included by the curve y = f(x) the x-axis and the ordinates x = a
and x = b is given by

….. (9.1)

Similarly the area A', included by the curve y = f(x), the y-axis, y = c and y = d is
𝑑𝑑
A′ = ∫𝑐𝑐 𝑥𝑥 𝑑𝑑𝑑𝑑 … … (9.2)

In case of a loop as shown in figure 2, the area of an elementary rectangle at

P (x , y) is dxdy and so the area of the loop is given by

𝑏𝑏 𝑦𝑦2 (𝑥𝑥)

Area of the loop = ∫ 𝑠𝑠 ∫ 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑

𝑎𝑎 𝑦𝑦1 (𝑥𝑥) ….. (9.3)

200
 Chapter 9: Applications of Integration

If the equation of curve is given in polar coordinates by r = f (θ), then as 𝛿𝛿θ → 0,

1
the area of the elementary triangle OPQ is 𝑟𝑟 2 𝛿𝛿θ [ for dropping PR
2
perpendicular to OQ, PQ = 𝑟𝑟𝑟𝑟θ can be taken as the base of the ∆ OPR of which
1
the height is r, and its area is 𝑟𝑟 2 𝛿𝛿θ ; as 𝛿𝛿θ → 0,
2

∆ OPR → ∆ OPQ ] and so

𝛽𝛽
1
Area of the sector OAB = ∫ 𝑟𝑟 2 𝑑𝑑θ … (9.4)
2
𝛼𝛼

Example 1. Trace the curve 𝑦𝑦 2 𝑎𝑎4 = 𝑥𝑥 5 (2𝑎𝑎 − 𝑥𝑥) and show that its area is equal
5𝜋𝜋
to 𝑎𝑎2 .
4

The tracing done by the methods of curve-tracing gives the curve as a

symmetrical loop on the x – axis between x = 0 and x = 2a.
2𝑎𝑎
∫0 𝑦𝑦𝑦𝑦𝑦𝑦 gives the area of the upper half of the loop and so the area A of the loop
is

201
APPLIED MATHEMATICS

2𝑎𝑎
A = 2 ∫0 𝑦𝑦𝑦𝑦𝑦𝑦 … (𝑖𝑖)
5 1
𝑥𝑥 2 (2𝑎𝑎−𝑥𝑥)2
From the equation of the curve 𝑦𝑦 = , substituting this in (i),
𝑎𝑎2

2 5 1
𝑥𝑥 2 (2𝑎𝑎 − 𝑥𝑥)2
𝐴𝐴 = 2 ∫ 𝑑𝑑𝑑𝑑 … … (𝑖𝑖𝑖𝑖)
𝑎𝑎2
0

For integration, we put 𝑥𝑥 = 2𝑎𝑎 sin2 θ, so that 𝑑𝑑𝑑𝑑 = 4𝑎𝑎 𝑠𝑠𝑠𝑠𝑠𝑠 θ cos θ 𝑑𝑑θ and
𝜋𝜋
when x = 0, θ = 0 and when 𝑥𝑥 = 2𝑎𝑎, θ = .
2
𝜋𝜋
2

∴ 𝐴𝐴 = 64𝑎𝑎2 . ∫ sin6 θ cos2 θ 𝑑𝑑θ … … (𝑖𝑖𝑖𝑖𝑖𝑖)

0

By the reduction formulae, we can write the value of this integral, so

(5.3.1). (1) 𝜋𝜋 5𝜋𝜋 2
∴ 𝐴𝐴 = 64𝑎𝑎2 . = 𝑎𝑎
8.6.4.2 2 4
Example 2. Trace the curve 𝑎𝑎2 𝑥𝑥 2 = 𝑦𝑦 3 (2𝑎𝑎 − 𝑦𝑦) and show that its area is equal
to 𝜋𝜋𝜋𝜋2 .

Here the loop is on the y-axis, and so we use the formula (9.2) for the area.
Thus the area of the loop is
2𝑎𝑎

A = 2 ∫ 𝑥𝑥𝑥𝑥𝑥𝑥
0

2𝑎𝑎 3 1
𝑦𝑦 2 (2𝑎𝑎 − 𝑦𝑦)2
A = 2∫ 𝑑𝑑𝑑𝑑
𝑎𝑎
0

202
 Chapter 9: Applications of Integration

Substituting 𝑦𝑦 = 2𝑎𝑎 sin2 θ,

𝜋𝜋
2

A = 32𝑎𝑎2 ∫ sin4 θ cos2 θ 𝑑𝑑θ

0

(3.1). (1) 𝜋𝜋
= 32 𝑎𝑎2 . = 𝜋𝜋𝜋𝜋2 .
6.4.2 2
Example 3. Prove that the area of the loop of the curve
5
𝑥𝑥 5 + 𝑦𝑦 5 = 5𝑎𝑎𝑥𝑥 2 𝑦𝑦 2 is 𝑎𝑎2 .
2

From the equation of the curve, it is clear that the loop does not lie on the x or y
axis and so is inclined to them. In case of inclined loop, we change the equation
to polar co-ordinates with 𝑥𝑥 = 𝑟𝑟 cos θ , 𝑦𝑦 = 𝑟𝑟 sin θ.
The equation of the curve in polar coordinates is
5𝑎𝑎 sin2 θ cos2 θ
𝑟𝑟 = … (i)
sin5 θ+cos5 θ
𝜋𝜋
r is zero when θ = 0 and , so the loop of the curve lies between these two
2
limits. Using formula (9.4), the area A of the loop is
𝜋𝜋
2
1
A = ∫ 𝑟𝑟 2 𝑑𝑑θ … … (𝑖𝑖𝑖𝑖)
2
0

Substituting for r from (i) in (ii),

𝜋𝜋
2
25𝑎𝑎2 sin4 θ cos4 θ
A= ∫ 𝑑𝑑θ
2 (sin5 θ + cos 5 θ)2
0

Dividing the numerator and denominator by cos10 θ ,

203
APPLIED MATHEMATICS

𝜋𝜋
2
2
25𝑎𝑎 sec 2 θ . tan4 θ
A= ∫ . 𝑑𝑑θ
2 (1 + tan5 θ)2
0

Put z = 1+ tan5 θ, dz = 5 sec 2 θ tan4 θ 𝑑𝑑θ. When θ = 0, z = 1 and

𝜋𝜋
when θ = , z = ∞ ,
2
∞
5𝑎𝑎2 𝑑𝑑𝑑𝑑 5𝑎𝑎2 1 ∞ 5𝑎𝑎2
∴ A= ∫ 2 = [− ] = .
2 𝑧𝑧 2 𝑧𝑧 1 2
1

Example 4. In the cycloid 𝑥𝑥 = 𝑎𝑎 (θ + sin θ), y = 𝑎𝑎(1 − cos θ) find the area
between its base and portion of the curve from cusp to cusp.

The sketch of the curve is shown in the figure with cusps at P and Q and the
base PQ.
The area required is that of the curvilinear figure POQ.

Required Area A = 2 ∫ 𝑥𝑥𝑥𝑥𝑥𝑥

𝜋𝜋
𝑑𝑑𝑑𝑑
= 2 ∫ 𝑥𝑥 𝑑𝑑θ … … (𝑖𝑖)
𝑑𝑑θ
0

𝑑𝑑𝑑𝑑
From the equation of the cycloid 𝑥𝑥 = 𝑎𝑎 (θ + sin θ), = 𝑎𝑎 sin θ substituting
𝑑𝑑θ
in (i)
𝜋𝜋

A = 2 ∫ 𝑎𝑎2 (θ + sin θ) sin θ 𝑑𝑑θ

0
𝜋𝜋

= 2𝑎𝑎2 ∫[θ sin θ + sin2 θ] 𝑑𝑑θ … … (𝑖𝑖𝑖𝑖)

0

204
 Chapter 9: Applications of Integration

𝜋𝜋

Now ∫ θ sin θ 𝑑𝑑θ = [−θ cos θ + sin θ ]𝜋𝜋0

0
= 𝜋𝜋 … … (𝑖𝑖𝑖𝑖𝑖𝑖)
𝜋𝜋
𝜋𝜋 2
𝜋𝜋
and ∫ sin2 θ 𝑑𝑑θ = 2 ∫ sin2 θ𝑑𝑑θ = 2.
4
0 0
𝜋𝜋
= … … (𝑖𝑖𝑖𝑖)
2
Substituting these values of the integrals in (ii)
𝜋𝜋
A = 2𝑎𝑎2 [𝜋𝜋 + ] = 3𝜋𝜋𝑎𝑎2 .
2
𝑥𝑥 3
Example 5. Find the area between 𝑦𝑦 2 = and its asymptote. The nature of the
𝑎𝑎−𝑥𝑥
curve is shown in the figure with asymptote x = a [Asymptote is the line to which
the curve approaches]

The required area A is :

𝑎𝑎

A = 2 ∫ 𝑦𝑦𝑦𝑦𝑦𝑦
0

205
APPLIED MATHEMATICS

𝑎𝑎 3
𝑥𝑥 2
= 2∫ 1 𝑑𝑑𝑑𝑑
0 (𝑎𝑎 − 𝑥𝑥)2
with 𝑥𝑥 = 𝑎𝑎 sin2 θ,
𝜋𝜋
2

A = 4𝑎𝑎2 ∫ sin4 θ 𝑑𝑑 θ
0

3 1 𝜋𝜋 3
= 4𝑎𝑎2 . . = 𝜋𝜋𝑎𝑎2 .
4 2 2 4
Example 6. Find the area of the loop of the curve
𝑟𝑟 = 𝑎𝑎 cos 3θ + 𝑏𝑏 sin 3θ.
𝑎𝑎
Let ∝ = tan−1 , so that a = √𝑎𝑎2 + 𝑏𝑏 2 sin 𝛼𝛼,
𝑏𝑏

b = √𝑎𝑎2 + 𝑏𝑏 2 cos 𝛼𝛼 so that the equation of the curve can be written as

r = √𝑎𝑎2 + 𝑏𝑏 2 (sin 𝛼𝛼 cos 3θ + cos 𝛼𝛼 sin 3θ).

or r = √𝑎𝑎2 + 𝑏𝑏 2 sin(3θ + 𝛼𝛼) … … (i)

To find the position of the loop, we have when r = 0, 3θ + 𝛼𝛼 = 𝑛𝑛𝑛𝑛
(where n is an integer).
Taking consecutive values of n as 0 and 1,
𝛼𝛼 𝜋𝜋−𝛼𝛼
one of the loop lie between θ = − and θ = .
3 3
𝜋𝜋−𝛼𝛼
3
1
∴ The area of the loop = A = ∫ 𝑟𝑟 2 𝑑𝑑θ … … (ii)
2
𝛼𝛼
−3

Substituting for r from (i)

𝜋𝜋−𝛼𝛼
3
2 2
(𝑎𝑎 + 𝑏𝑏 )
A = ∫ sin2 (3θ + 𝛼𝛼) 𝑑𝑑θ
2
𝛼𝛼
−3

In this put ∅ = 3θ + 𝛼𝛼 ; so that

𝜋𝜋
(𝑎𝑎2 + 𝑏𝑏 2 )
A = ∫ sin2 ∅ 𝑑𝑑∅
6
0

206
 Chapter 9: Applications of Integration

𝜋𝜋
2
2 2
(𝑎𝑎 + 𝑏𝑏 )
= ∫ sin2 ∅ 𝑑𝑑∅
3
0

(𝑎𝑎2 + 𝑏𝑏 2 ) 1 𝜋𝜋 𝜋𝜋
= . . = (𝑎𝑎2 + 𝑏𝑏 2 ).
3 2 2 12
Example 7. Find by double integration the area included between the curves
𝑦𝑦 = 3𝑥𝑥 2 − 𝑥𝑥 − 3
and 𝑦𝑦 = −2𝑥𝑥 2 + 4𝑥𝑥 + 7.

The abscissa of the points of intersection of the two parabolas, a rough sketch of
which is given in the adjacent diagram are given by
3𝑥𝑥 2 − 𝑥𝑥 − 3 = −2𝑥𝑥 2 + 4𝑥𝑥 + 7
i. e. 𝑥𝑥 2 − 𝑥𝑥 − 2 = 0
∴ 𝑥𝑥 = −1, 2.
Taking the elementary strip parallel to the y-axis, such as AB, bounded by the
two parabolas we integrate first w.r.t. y, and then integrating w.r.t. x from x = -1
to x = 2, gives for the area A required.
2 −2𝑥𝑥 2 +4𝑥𝑥+7

A = ∫ 𝑠𝑠 ∫ 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑
−1 3𝑥𝑥 2 −𝑥𝑥−3

2 2
−2𝑥𝑥 2 +4𝑥𝑥+7
= ∫ 𝑠𝑠 𝑑𝑑𝑑𝑑 [𝑦𝑦]
3𝑥𝑥 2 −𝑥𝑥−3 = 5 ∫(−𝑥𝑥 2 + 𝑥𝑥 + 2) 𝑑𝑑𝑑𝑑
−1 −1

207
APPLIED MATHEMATICS

2
𝑥𝑥 3 𝑥𝑥 2
= 5 [− + + 2𝑥𝑥]
3 2 −1
8 4 1 1
= 5 {− + + 4 − ( + − 2)}
3 2 3 2
5
= .
2
Example 8. Find by double integration the area included between the curve
𝑟𝑟 = 𝑎𝑎(sec θ + 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 ) and its asympotote r = a sec θ.

By transforming the equations to cartesian, coordinates, the curves are easily

traced, as shown in figure.
Taking a wedge such as AB, its extremities lie on the curve r = a sec𝜃𝜃
and 𝑟𝑟 = 𝑎𝑎(sec θ + cos θ ) and to get the area between the asymptote and the
𝜋𝜋 𝜋𝜋
curve, θ varies from - 𝑡𝑡𝑡𝑡 ; or by symmetry the area A required is : 
2 2
𝜋𝜋
2
𝑎𝑎(sec𝜃𝜃+𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 )
A = 2 ∫ 𝑠𝑠 ∫ 𝑟𝑟 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
𝑎𝑎 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠
0

𝜋𝜋
2
𝑎𝑎(sec𝜃𝜃+𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 )
= ∫ 𝑠𝑠[𝑟𝑟 2 ]𝑎𝑎 secθ 𝑑𝑑𝑑𝑑
0

𝜋𝜋 𝜋𝜋
2 2

= 𝑎𝑎2 ∫ 𝑠𝑠 {(sec θ + cos θ)2 − sec 2 θ } 𝑑𝑑𝑑𝑑 = 𝑎𝑎2 ∫[2 + cos2 θ ] 𝑑𝑑𝑑𝑑
0 0

𝜋𝜋 5𝜋𝜋 2
= 𝑎𝑎2 [𝜋𝜋 + ] = 𝑎𝑎 
4 4

208
 Chapter 9: Applications of Integration

9.3 VOLUMES OF SOLIDS

Let z = f(x,y) be the equation of the surface, of which the orthogonal projection in
the xOy plane is the contour PQR, whose equation is f(x,y) = 0. The volume of an
elementary parallellopiped on dxdy bounded by the surface, z= f(x,y) and sides
parallel to the z axis is
zdxdy = f(x,y) dx dy.
The summation of all such terms over the area of closed curve PQR gives the
volume of the solid cylinder bounded by the given surface and the plane xOy with
generators parallel to the z- axis as

Volume = ∬ 𝑓𝑓(𝑥𝑥, 𝑦𝑦)𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 … … (9.6)

to be taken on the area of the contour PQR.

To express the volume of a solid as a triple integral, we note that the volume
of an elementary cuboid is dx dy dz ; and so the volume of the solid is given by

Volume = ∭ 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 … … (9.7)

Where the limits of integration w.r.t. z (if we integrate first w.r.t. z) are z1 and z2
obtained from its equations to the top and bottom of the given surface and then
the double integration is w.r.t. x and y is performed over the area of projection of
the given solid on the xOy plane.
If 𝜌𝜌 = 𝑓𝑓(𝑥𝑥, 𝑦𝑦, 𝑧𝑧) is the density of the solid at the point P( x,y,z), then the mass of
the solid is

∭ 𝑓𝑓(𝑥𝑥, 𝑦𝑦, 𝑧𝑧) 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 … … (9.8)

with appropriate limits of integrations.

209
APPLIED MATHEMATICS

Example 1. Find by double integration the volume of the sphere

𝑥𝑥 2 + 𝑦𝑦 2 + 𝑧𝑧 2 = 𝑎𝑎2 cut off by the plane 𝑧𝑧 = 0 and the cylinder 𝑥𝑥 2 + 𝑦𝑦 2 = 𝑎𝑎𝑎𝑎.
Taking the polar co-ordinate in the xOy plane, elementary area at P (𝑟𝑟, 𝜃𝜃) is
𝑟𝑟𝑟𝑟𝑟𝑟𝑟𝑟θ. If the line at P drawn parallel to the z – axis has length z, the volume of
the elementary parallelopiped at P zrdrdθ, and the volume of the cylinder on the
circle 𝑥𝑥 2 + 𝑦𝑦 2 = 𝑎𝑎𝑎𝑎, z = 0 bounded at the top by the surface of the sphere
𝑥𝑥 2 + 𝑦𝑦 2 + 𝑧𝑧 2 = 𝑎𝑎2 is with proper limits of integration.

∬ 𝑧𝑧 𝑟𝑟 𝑑𝑑𝑑𝑑 𝑑𝑑θ … … (i)

As 𝑥𝑥 2 + 𝑦𝑦 2 = 𝑟𝑟 2 so the equation of the sphere is 𝑧𝑧 2 + 𝑟𝑟 2 = 𝑎𝑎2 or 𝑧𝑧 = √𝑎𝑎2 − 𝑟𝑟 2 .

The region of integration is the circle 𝑥𝑥 2 + 𝑦𝑦 2 − 𝑎𝑎𝑎𝑎 = 0 which has its center at
𝑎𝑎 𝑎𝑎
( , 0,0) and radius is . Its polar equation is 𝑟𝑟 = 𝑎𝑎 cos θ. So the limits of
2 2
𝜋𝜋 𝜋𝜋
integration w.r.t. r are 0 and 𝑎𝑎 cos θ and w.r.t. θ are − 𝑎𝑎𝑎𝑎𝑎𝑎 . With these
2 2
considerations and using (i), the volume V required is (by symmetry)
𝜋𝜋
2 𝑎𝑎 cos θ

V = 2 ∫ 𝑑𝑑θ ∫ √𝑎𝑎2 − 𝑟𝑟 2 | 𝑟𝑟𝑟𝑟𝑟𝑟 … … (ii)

0 0

To evaluate the first integral put 𝑡𝑡 2 = 𝑎𝑎2 − 𝑟𝑟 2 , so we have

𝑎𝑎 cos θ 𝑎𝑎 sin θ 𝑎𝑎 sin θ
𝑡𝑡 3
∫ √𝑎𝑎2 − 𝑟𝑟 2 | 𝑟𝑟𝑟𝑟𝑟𝑟 = − ∫ 2
𝑡𝑡 𝑑𝑑𝑑𝑑 = − [ ]
3 𝑎𝑎
0 𝑎𝑎
1
= 𝑎𝑎3 [1 − sin2 θ] … … (iii)
3

210
 Chapter 9: Applications of Integration

Using this in (ii), the volume required is

𝜋𝜋
2
2𝑎𝑎3 𝑎𝑎3
V= ∫[1 − sin2 θ]𝑑𝑑θ = (3𝜋𝜋 − 4)
3 1
0

Example 2. Find the volume bounded by the cylinder 𝑥𝑥 2 + 𝑦𝑦 2 = 4 and the planes
𝑦𝑦 + 𝑧𝑧 = 4 and 𝑧𝑧 = 0.

From Fig. 14 it is self-evident that 𝑧𝑧 = 4 − 𝑦𝑦 is to be integrated over the circle

𝑥𝑥 2 + 𝑦𝑦 2 = 4 in the xy - plane.

To cover the shaded half of this circle, x varies from 0 to √(4 − 𝑦𝑦 2 ) and y varies
from -2 to 2.
∴ Required Volume
2 2
√(4−𝑦𝑦 2 ) √(4−𝑦𝑦 2 )
= 2 ∫ 𝑠𝑠 ∫ 𝑧𝑧 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 = 2 ∫ 𝑠𝑠 ∫ (4 − 𝑦𝑦) 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
0 0
−2 −2
2 2
√(4−𝑦𝑦 2 )
= 2 ∫ (4 − 𝑦𝑦) [𝑥𝑥]0 𝑑𝑑𝑑𝑑 = 2 ∫ (4 − 𝑦𝑦) √(4 − 𝑦𝑦 2 ) 𝑑𝑑𝑑𝑑
−2 −2
2 2
= 2 ∫ 4√(4 − 𝑦𝑦 2 ) 𝑑𝑑𝑑𝑑 − 2 ∫ 𝑦𝑦 √(4 − 𝑦𝑦 2 ) 𝑑𝑑𝑑𝑑
−2 −2
2
= 8 ∫ √(4 − 𝑦𝑦 2 ) 𝑑𝑑𝑑𝑑 [The second term vanishes as
−2 the integrand is an odd
function]

2
𝑦𝑦 √(4−𝑦𝑦 2 ) 4 𝑦𝑦
= 8[ + Sin−1 ] = 16 π.
2 2 2
−2

211
APPLIED MATHEMATICS

𝑥𝑥 2 𝑥𝑥 2 𝑥𝑥 2
𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟑𝟑. Find the volume of ellipsoid + + = 1.
𝑎𝑎2 𝑏𝑏 2 𝑐𝑐 2

Let OABC be the positive octant of the given ellipsoid which is bounded by the
planes OAB (z = 0), OBC (x = 0), OCA (y = 0), and the surface ABC, i.e.
𝑥𝑥 2 𝑦𝑦 2 𝑧𝑧 2
+ + = 1.
𝑎𝑎2 𝑏𝑏 𝑐𝑐 2
Divide this region R into rectangular parallelopipeds of volume 𝛿𝛿𝛿𝛿𝛿𝛿𝛿𝛿𝛿𝛿𝛿𝛿. Consider
such an element at P(𝑥𝑥, 𝑦𝑦, 𝑧𝑧) (Fig. 15)
𝑠𝑠
∴ the required volume = 8 ∭ 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
𝑅𝑅

In this region R,
(i) z varies from 0 to MN, where

𝑥𝑥 2 𝑦𝑦 2
MN = 𝑐𝑐 √1 − −
𝑎𝑎2 𝑏𝑏 2

(ii) y varies from 0 to EF, where

𝑥𝑥 2
EF = 𝑏𝑏√1 −
𝑎𝑎2

𝑥𝑥 2 𝑦𝑦 2
from the equation of the ellipse OAB, i. e. + = 1.
𝑎𝑎2 𝑏𝑏2

(iii) x varies from 0 to OA = a.

212
 Chapter 9: Applications of Integration

Hence the volume of the whole ellipsoid

𝑥𝑥 2 𝑥𝑥 2 𝑦𝑦 2 𝑥𝑥 2
𝑏𝑏√1− 2 𝑐𝑐 √1− 2 − 2 𝑏𝑏√1− 2
𝑎𝑎 𝑎𝑎 𝑎𝑎 𝑏𝑏 𝑎𝑎 𝑎𝑎
𝑥𝑥 2 𝑦𝑦2
𝑐𝑐 √1− 2 − 2
= 8 ∫ 𝑠𝑠 ∫ 𝑠𝑠 ∫ 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑 = 8 ∫ 𝑑𝑑𝑑𝑑 ∫ 𝑑𝑑𝑑𝑑 [𝑧𝑧]0 𝑎𝑎 𝑏𝑏
0 0 0 0 0

𝑥𝑥 2
𝑏𝑏√1− 2
𝑎𝑎 𝑎𝑎
𝑥𝑥 2 𝑦𝑦 2
= 8𝑐𝑐 ∫ 𝑑𝑑𝑑𝑑 ∫ √(1 − − ) 𝑑𝑑𝑑𝑑
𝑎𝑎2 𝑏𝑏 2
0 0

𝑎𝑎 𝜌𝜌
8𝑐𝑐 𝑥𝑥 2
= ∫ 𝑑𝑑𝑑𝑑 ∫ √(𝜌𝜌2 − 𝑦𝑦 2 ) 𝑑𝑑𝑑𝑑 when 𝜌𝜌 = 𝑏𝑏√1 − 2
𝑏𝑏 𝑎𝑎
0 0
𝑎𝑎 𝜌𝜌 𝑎𝑎
8𝑐𝑐 𝑦𝑦√(𝜌𝜌2 − 𝑦𝑦 2 ) 𝜌𝜌2 −1 𝑦𝑦 8𝑐𝑐 𝑏𝑏 2 𝑥𝑥 2 𝜋𝜋
= ∫ 𝑑𝑑𝑑𝑑 [ + sin ] = ∫ (1 − 2 ) 𝑑𝑑𝑑𝑑
𝑏𝑏 2 2 𝜌𝜌 𝑏𝑏 2 𝑎𝑎 2
0 0 0
𝑎𝑎 𝑎𝑎
𝑥𝑥 2 𝑥𝑥 3
= 2𝜋𝜋𝜋𝜋𝜋𝜋 ∫ (1 − 2 ) 𝑑𝑑𝑑𝑑 = 2𝜋𝜋𝜋𝜋𝜋𝜋 [𝑥𝑥 − 2 ]
𝑎𝑎 3𝑎𝑎 0
0

4𝜋𝜋𝜋𝜋𝜋𝜋𝜋𝜋
= .
3

9.4 Summary

The ninth chapter of this book discusses the applications of integral calculus to the
problems involving areas, volumes and surface of solids. Formulae of these
concepts in single and multiple integrals are developed and their use in the
examples are illustrated with diagrams. At the end, unsolved problems as exercise
are left to students for practice.

9.5 Exercises

1. Find the area enclosed by the curves bounded by

8𝑎𝑎3
𝑥𝑥 2 = 4𝑎𝑎𝑎𝑎 and 𝑥𝑥 2 + 4𝑎𝑎2 =
𝑦𝑦

2. Find the whole area between the curve 𝑥𝑥 2 𝑦𝑦 2

= 𝑎𝑎2 (𝑦𝑦 2 − 𝑥𝑥 2 ) and its asymptote.

3. Find by double integration the area between the curve

𝑦𝑦 2 = 𝑥𝑥 2 − 6𝑥𝑥 + 3 and 𝑦𝑦 = 2𝑥𝑥 − 9

213
APPLIED MATHEMATICS

4. Find by double integration the area between the curve 𝑦𝑦 2

4𝑎𝑎2 (2𝑎𝑎 − 𝑥𝑥)
= and its asmptote
𝑥𝑥

1
5. Find the area between the curve 𝑦𝑦 2 − 4𝑥𝑥 𝑎𝑎𝑎𝑎𝑎𝑎 2𝑥𝑥 − 3𝑦𝑦 + = 0.
2

6. Find the area included between the curves

9𝑥𝑥𝑥𝑥 = 4 𝑎𝑎𝑎𝑎𝑎𝑎 2𝑥𝑥 + 𝑦𝑦 = 2 by double integration.

𝑥𝑥 2 𝑦𝑦 2 𝑥𝑥 2 𝑦𝑦 2
7. Find the area common to the ellipse + = 1 𝑎𝑎𝑎𝑎𝑎𝑎 + = 1.
𝑎𝑎2 𝑏𝑏 2 𝑏𝑏 2 𝑎𝑎2

8. Find the double integration area included between the curves

𝑦𝑦 2 = 4𝑎𝑎(𝑥𝑥 + 𝑎𝑎) and 𝑦𝑦 2 = 4𝑏𝑏(𝑏𝑏 − 𝑥𝑥).

9. Show that the area of a loop of the curve 𝑟𝑟 =

π𝑎𝑎2
𝑎𝑎 cosn𝜃𝜃 is and the state total ƒ”‡ƒ‹…ƒ•‡‹•‘††ǡ‹•‡˜‡Ǥ
4𝑛𝑛
Ž•‘ˆ‹†–Š‡ƒ”‡ƒ…‘–ƒ‹‡†„‡–™‡‡–Š‡…‹”…Ž‡”ൌ𝑎𝑎ƒ†”ൌ𝑎𝑎…‘•ͷ𝜃𝜃.

ͳͲǤ ‹†–Š‡ƒ”‡ƒ„‘—†‡†„›–Š‡…—”˜‡”ൌʹ 𝑎𝑎…‘•͵𝜃𝜃ƒ†Ž›‹‰‘—–•‹†‡–Š‡

…‹”…Ž‡”ൌ𝑎𝑎Ǥ

ͳͳǤ ‹† –Š‡ ™Š‘Ž‡ ƒ”‡ƒ ‘ˆ –Š‡ …—”˜‡ ”‡’”‡•‡–‡† „› –Š‡ ‡“—ƒ–‹‘
”ൌ𝑎𝑎൅„…‘• 𝜃𝜃ǡƒ••—‹‰𝑎𝑎 > 𝑏𝑏.

ͳʹǤ ‹†–Š‡ƒ”‡ƒ‘ˆ–Š‡…—”˜‡𝑟𝑟 2 = 𝑎𝑎2 cos2 𝜃𝜃.

13. Show that the area of the loop of the curve 

𝑦𝑦 2 (𝑎𝑎 + 𝑥𝑥) = 𝑥𝑥 2 (3𝑎𝑎 − 𝑥𝑥) is equal to the area between the curve and its
asymptot

14. Show by double integration that the area between the parabola
16
𝑦𝑦 2 = 4𝑎𝑎𝑎𝑎 and𝑥𝑥 2 = 4𝑎𝑎𝑎𝑎 𝑖𝑖𝑖𝑖 𝑎𝑎2 
3

15. Show that the area enclosed by the curves 𝑥𝑥 𝑦𝑦 2 = 𝑎𝑎2 (𝑎𝑎 − x) and 
(𝑎𝑎 − x) 𝑦𝑦 2 = 𝑎𝑎2 𝑥𝑥 𝑖𝑖𝑖𝑖 (π − 2) 𝑎𝑎2 .

16. Prove that the area of the part of the ellipse

214
 Chapter 9: Applications of Integration

𝑥𝑥 2 𝑥𝑥 2
+ = 1 , (a > 𝑏𝑏) which is within the parabola
𝑎𝑎2 𝑏𝑏 2
1
𝑏𝑏 2 𝑥𝑥 2 = (𝑎𝑎2 − 𝑏𝑏 2 )𝑎𝑎𝑎𝑎 is given by 𝑏𝑏 2 𝑒𝑒 + 𝑠𝑠𝑠𝑠𝑠𝑠−1 𝑒𝑒
3
™Š‡”‡‡‹•–Š‡‡……‡–”‹…‹–›‘ˆ–Š‡‡ŽŽ‹’•‡Ǥ

ͳ͹ǤŠ‘™–Šƒ––Š‡ƒ”‡ƒ‘ˆŽ‘‘’‘ˆ–Š‡…—”˜‡
𝑎𝑎2 (4 − π)
(i) r cos 𝜃𝜃 = acos2 𝜃𝜃 is .
2
π𝑎𝑎2 2
(ii) r = a 𝜃𝜃 cos 𝜃𝜃 is (π − 6) .
96
ͳͺǤŠ‘™–Šƒ––Š‡ƒ”‡ƒ‘ˆ–Š‡Ž‘‘’‘ˆ–Š‡…—”˜‡
r 2 (2c 2 cos𝜃𝜃 − 2𝑎𝑎c sin𝜃𝜃 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 + 𝑎𝑎 2 sin2 𝜃𝜃) = 𝑎𝑎2 c 2 is π 𝑎𝑎c

Answers

2𝑎𝑎2 2
1. (3𝜋𝜋 − 2) 2. 4𝑎𝑎2 3. 10 4. 4𝜋𝜋𝑎𝑎2
3 3

1 1 4 𝑏𝑏 8
5. 6. − 𝑙𝑙𝑙𝑙𝑙𝑙2 7. 4𝑎𝑎𝑎𝑎 𝑡𝑡𝑡𝑡𝑡𝑡−1 8. ( 𝑎𝑎 + 𝑏𝑏)√𝑎𝑎𝑎𝑎
2 3 9 𝑎𝑎 3

π𝑎𝑎2 π𝑎𝑎2 3 π √3
9. n − odd. ; n − even , π𝑎𝑎2 10. 𝑎𝑎2 ( + ) 
4 2 4 3 2

1
11. π (𝑎𝑎2 + 𝑏𝑏 2 ). 12. a2
2

19. If the density at a point varies as the square of the distance of the point from
the xy- plane, find the mass of the volume common to the sphere
𝑥𝑥 2 + 𝑦𝑦 2 + 𝑧𝑧 2 = 𝑎𝑎2 and cylinder 𝑥𝑥 2 + 𝑦𝑦 2 = 𝑎𝑎𝑎𝑎.

𝑥𝑥 𝑦𝑦
20. Find the volume bounded by the surface z = c (1 − ) (1 − )
𝑎𝑎 𝑏𝑏
2 2
𝑥𝑥 𝑥𝑥
and the positive quadrant of the elliptic cylinder 2 + 2 = 1 , 𝑧𝑧 = 0
𝑎𝑎 𝑏𝑏

21. Find the volume of the solid bounded by the surfaces z

1 1
= 4 − 𝑥𝑥 2 − 𝑦𝑦 2 and z = 3𝑥𝑥 2 + 𝑦𝑦 2 .
2 2

22. Find the volume common to the right circular cylinders 𝑥𝑥 2 + 𝑦𝑦 2

= 𝑎𝑎2 , 𝑥𝑥 2 + 𝑧𝑧 2 = 𝑎𝑎2 .

215
APPLIED MATHEMATICS

𝑎𝑎
23. A right circular cylindar of radius and height 𝑎𝑎 is formed
2
by the plane 𝑧𝑧 = 0, = 𝑎𝑎. and the surface 𝑥𝑥 2 + 𝑦𝑦 2 = 𝑎𝑎𝑎𝑎.
Find the volume of the portion of the cylinder inside
the cone 𝑥𝑥 2 + 𝑦𝑦 2 = 𝑧𝑧 2 .
Answers
2𝑎𝑎5 16 abc 13 16
19. (π − ) 20. (π − ) 21. 4√2 π 22. 𝑎𝑎3 
15 15 4 6 3

𝑎𝑎3
23. (9π − 16)
36

9.6 References

1. A Text Book of Applied Mathematics Vol I - P. N. Wartikar and J. N. Wartikar

2. Applied Mathematics II - P. N. Wartikar and J. N. Wartikar
3. Higher Engineering Mathematics - Dr. B. S. Grewal

❖❖❖❖❖❖

216
 Chapter 10: Beta and Gamma Functions

Unit 5

10
BETA AND GAMMA FUNCTIONS
Unit Structure
10.0 OBJECTIVES
10.1 Introduction
10.2 Gamma Functions

10.3 Applications of Gamma Functions:

10.4 Properties of Gamma Functions:

10.5 Flow Chart of Gamma Function

10.6 Beta Function

10.7 Properties of Beta Function :

10.8 Problem based on Beta Function

10.9 Duplication Formula of Gamma Functions
10.10 Exercise
10.11 Summary
10.12 References

10.0 Objectives

After going through this unit, you will be able to:

• Understand the concept of Gamma function , properties of Gamma function

• Solve the problem based on Gamma function with its type.

• Understand the concept of Beta function , properties of Beta function

• Understand the relation between Gamma and Beta Function

• Know the concept of Duplication formula

217
APPLIED MATHEMATICS

10.1 Introduction

At this stage students are well versed with elementary methods of integration and
evaluation of real definite integrals. In this chapter we introduce some advanced
techniques. Beta and Gamma integrals or typically called Beta and Gamma
functions are the special kind of integrals which find their applications in theory of
probability, integral transforms, fluid mechanics and so on. Certain kind of real
definite integrals can be evaluated by using Beta and Gamma Functions. Their use
is prominent in evaluation of multiple integrals. In this chapter we shall discuss
some properties of Beta and Gamma Functions and Duplication formula.
Leonhard Euler Historically, the idea of extending the
factorial to non-integers was considered
by Daniel Bernoulli and Christian
Goldbach in the 1720s.It was solved by
Leonhard Euler at the end of the same
decade.
Euler discovered many interesting
properties, such as its reflection formula:.
𝜋𝜋
Γ(𝑥𝑥 )Γ(1 − 𝑥𝑥) =
sin (𝜋𝜋 − 𝑥𝑥)
James Stirling, contemporary of Euler,
also tried to extend thefactorial and came
up with the Stirling formula, which gives
a good approximation of n! but it is not
exact. Later on, Carl Gauss, the prince of
mathematics, introduced the Gamma
function for complex numbers using the
Pochhammer factorial. In the early 1810s,
it was Adrien Legendre who first used the
Γ symbol and named the Gamma
function.

10. 2 Gamma Functions

∞
Consider the definite integral ∫0 𝑒𝑒 −𝑥𝑥 𝑥𝑥 𝑛𝑛−1 𝑑𝑑𝑑𝑑 it is denoted by the symbols Γ(n)
[ we read is as Gamma ‘n’ ] and is called as Gamma Function of n. Thus

∞
Γ(n) = ∫𝟎𝟎 𝒆𝒆−𝒙𝒙 𝒙𝒙𝒏𝒏−𝟏𝟏 𝒅𝒅𝒅𝒅 ( n > 0) ------------------------------(1)

218
 Chapter 10: Beta and Gamma Functions

Gamma Function is also called as Euler’s Integral of the second kind. It defines a
function of n for positive values of n.

10.3 Applications of Gamma Functions:

In a Gamma distribution, the gamma function is used to determine time based

occurrences such as
1. The time between occurrences of earthquakes .
2. Life length of electronic component.
3. Waiting time between any two consecutive events.
4. Gamma function arises in various probability distribution function.

10.4 Properties of Gamma Functions:

∞ 𝟐𝟐
1. Γ(n) = 𝟐𝟐 ∫𝟎𝟎 𝒆𝒆−𝒙𝒙 𝒙𝒙𝟐𝟐𝟐𝟐−𝟏𝟏 𝒅𝒅𝒅𝒅
∞
Proof: Γ(n) = ∫0 𝑒𝑒 −𝑥𝑥 𝑥𝑥 𝑛𝑛−1 𝑑𝑑𝑑𝑑 Put x = t2 , dx = 2t dt
∞ 2
= ∫0 𝑒𝑒 −𝑡𝑡 𝑡𝑡 2𝑛𝑛−2 2𝑡𝑡 𝑑𝑑𝑑𝑑 x 0 ∞
t 0 ∞

∞ 2
= 2 ∫0 𝑒𝑒 −𝑡𝑡 𝑡𝑡 2𝑛𝑛−1 𝑑𝑑𝑑𝑑

∞ 𝟐𝟐
Γ(n) = 𝟐𝟐 ∫𝟎𝟎 𝒆𝒆−𝒕𝒕 𝒕𝒕𝟐𝟐𝟐𝟐−𝟏𝟏 𝒅𝒅𝒅𝒅 ----------------------------------(2)

[ It may be borne in mind that variable of integration is immaterial in a definite

integral ]
Relations (1) and (2) are both considered as definitions of Gamma functions.
2. Γ(1) = 1
∞
Proof: By definition , Γ(n) = ∫0 𝑒𝑒 −𝑥𝑥 𝑥𝑥 𝑛𝑛−1 𝑑𝑑𝑑𝑑 put n =1
∞ ∞ 0
Γ(1) = ∫0 𝑒𝑒 −𝑥𝑥 𝑥𝑥 0 𝑑𝑑𝑑𝑑 = ∫0 𝑒𝑒 −𝑥𝑥 𝑑𝑑𝑑𝑑 = [−𝑒𝑒 𝑥𝑥 ]∞
0 =(-e + e ) = 0 + 1 = 1
∞

Γ(1) = 1

219
APPLIED MATHEMATICS

3. Reduction Formulae for Gamma Function :

Γ(n+1) = n Γ(n)
∞
Proof: By definition , Γ(n) = ∫0 𝑒𝑒 −𝑥𝑥 𝑥𝑥 𝑛𝑛−1 𝑑𝑑𝑑𝑑 Replace n by n+1
∞
Γ(n+1 ) = ∫0 𝑒𝑒 −𝑥𝑥 𝑥𝑥 𝑛𝑛 𝑑𝑑𝑑𝑑

Now, integrating by parts

∞
Γ(n+1 ) = [𝑥𝑥 𝑛𝑛 (−𝑒𝑒 𝑥𝑥 )]∞
0 − ∫0 𝑛𝑛𝑛𝑛
𝑛𝑛−1 −𝑥𝑥
(𝑒𝑒 )𝑑𝑑𝑑𝑑

Now, 
𝑥𝑥 𝑛𝑛 𝑥𝑥 𝑛𝑛 𝑥𝑥 𝑛𝑛 ∞
lim = 0, also if n > 0 , = 0 for 𝑥𝑥 = 0 ∴ [ ] =0
𝑥𝑥 →∞ 𝑒𝑒 𝑥𝑥 𝑒𝑒 𝑥𝑥 𝑒𝑒 𝑥𝑥 0

∞
Γ(n+1 ) = 0 + n ∫0 𝑒𝑒 −𝑥𝑥 𝑥𝑥 𝑛𝑛−1 𝑑𝑑𝑑𝑑 = n Γ(n)

Γ(n+1) = n Γ(n)

If n is a positive integer ,
Γ(n+1 ) = n (n-1) Γ(n-1 ) ∵ Γ(n) = (n-1) Γ(n-1 )

= n (n-1) (n-2) Γ(n-2 )

= n (n-1) (n-2) (n-3) (n -4 ) ……………..3.2.1.Γ(1 )
= n (n-1) (n-2) (n-3) (n -4 ) ……………..3.2.1 ∵ Γ(1) = 1

= n!
Γ(n+1 ) = n! if n is a positive integer

Γ(n+1) = n Γ(n) in general , n is rational number

= n! if n is a positive integer

4.

Γ(0) = ∞ ∵ Γ(n ) =
Γ(n+1)
, Γ(0 ) =
Γ(1)
=
1
=∞
𝑛𝑛 0 0

1
5. Γ( ) = √𝜋𝜋
2

220
 Chapter 10: Beta and Gamma Functions

6. ∵ Γ(n+1) = n!

∴ Γ(5) = Γ(4+1) ------- (Γ(n+1) )

= 4! ----- n is positive integer
= 24
3 1
Γ( )=Γ( + 1) ------- (Γ(n+1) )
2 2
1 1
= Γ( ) -----( n is rational number )
2 2
1 1
= √𝜋𝜋 ------ ∵ Γ( ) = √𝜋𝜋
2 2

5 3
Γ ( ) = Γ ( + 1)
2 2
3 3
=( )Γ( )
2 2
3 1
= ( ) Γ ( + 1)
2 2
3 1 1 3
= ( ) ( ) Γ ( ) = ( ) √𝜋𝜋
2 2 2 4

11 9 7 5 3 1
Γ ( ) = ( ) ( )( ) ( ) ( ) √𝜋𝜋
2 2 2 2 2 2
For negative fraction n , we use

Γ(n+1)
Γ(n ) =
𝑛𝑛
5 2
5 Γ( − 3+1) 3 2 3 Γ( − 3+1)
Γ (− )= 5 = (− ) Γ (− ) = (− ) 2 =
3 − 5 3 5 −
3 3
3 3 1
(− )(− )Γ( )
5 2 3
9 1
=( )Γ( )
10 3

10.5 Flow Chart of Gamma Function

221
APPLIED MATHEMATICS

∞ 𝒎𝒎
Type I – ∫𝟎𝟎 𝒆𝒆−𝒂𝒂𝒂𝒂 𝒅𝒅𝒅𝒅

Method of Solving: , Put axm=t , then differentiate, check limit points, reduces
the given integral as gamma function, then we can solve by using definition of
gamma function.
∞ 2
Example 1: Evaluate ∫0 𝑥𝑥 7 𝑒𝑒 −2𝑥𝑥 𝑑𝑑𝑑𝑑
∞ 2
Solution : Let I= ∫0 𝑥𝑥 7 𝑒𝑒 −2𝑥𝑥 𝑑𝑑𝑑𝑑 ---------------------------(A)

Put 2x2 = t or x2 = t /2
𝑡𝑡
𝑥𝑥 2 = − − − − − − − − − − − (𝑖𝑖)
2
1
𝑡𝑡 𝑡𝑡 2
∴ 𝑥𝑥 = √ = − − − − − − − (𝑖𝑖𝑖𝑖)
2 √2

Differentiating w.r.t. ‘ t’ we get

𝑑𝑑𝑑𝑑 1 1 −1 1 −1
= 𝑡𝑡 2 = 𝑡𝑡 2
𝑑𝑑𝑑𝑑 √2 2 2√2

1 −1
𝑑𝑑𝑑𝑑 = 𝑡𝑡 2 𝑑𝑑𝑑𝑑
2√2
Now limit point from (i) or (ii)
𝑡𝑡
Let x=0 => 0 = 2 => t= 0 i.e. x=0, => t= 0
𝑡𝑡
And x =∞ => ∞= => t =∞ ∴
2

x o ∞
t 0 ∞
∴ ( A) becomes
∞ 1
1 −1 𝑡𝑡 2
𝐼𝐼 = ∫( )7 𝑡𝑡 2 𝑒𝑒 −𝑡𝑡 𝑑𝑑𝑑𝑑
√2 2√2
0

∞ 7
𝑡𝑡 2 1 −1
=∫ 𝑡𝑡 2 𝑒𝑒 −𝑡𝑡 𝑑𝑑𝑑𝑑
1⁄ 7
(2 2) 2√2
0
∞
11 7⁄ −1 −𝑡𝑡
= 7⁄2 ∫ 𝑡𝑡 2 𝑡𝑡 2 𝑒𝑒 𝑑𝑑𝑑𝑑
2 (2)21⁄2
0

222
 Chapter 10: Beta and Gamma Functions

∞
1 1
= ∫ 𝑡𝑡 3 𝑒𝑒 −𝑡𝑡 𝑑𝑑𝑑𝑑
27⁄2 23⁄2
0
∞
1
= ∫ 𝑡𝑡 3 𝑒𝑒 −𝑡𝑡 𝑑𝑑𝑑𝑑
2(7+3)⁄2
0
∞
1
= 5 ∫ 𝑡𝑡 4−1 𝑒𝑒 −𝑡𝑡 𝑑𝑑𝑑𝑑
2
0
∞
1
= ∫ 𝑒𝑒 −𝑡𝑡 𝑡𝑡 4−1 𝑑𝑑𝑑𝑑
32
0

Now using definition of gamma function

∞
Γ(n) = ∫𝟎𝟎 𝒆𝒆−𝒙𝒙 𝒙𝒙𝒏𝒏−𝟏𝟏 𝒅𝒅𝒅𝒅 ( n >
0)

(∵ n= 4 , variable is ‘t’)
∞
1 1 1 6 3
∴= ∫ 𝑒𝑒−𝑡𝑡 𝑡𝑡4−1 𝑑𝑑𝑑𝑑 = Γ(4) = . 3! = =
32 32 32 32 16
0
∞
−2𝑥𝑥2 3
∴ I = ∫ 𝑥𝑥7 𝑒𝑒 𝑑𝑑𝑑𝑑 =
16
0

∞ −2𝑥𝑥2
Example2: Evaluate I = ∫0 𝑥𝑥9 𝑒𝑒 𝑑𝑑𝑑𝑑
∞ 2
Solution: Let I= ∫0 𝑥𝑥 9 𝑒𝑒 −2𝑥𝑥 𝑑𝑑𝑑𝑑---------------------------(A)

Put 2x2 = t or x2 = t /2
𝑡𝑡
𝑥𝑥 2 = − − − − − − − − − − − (𝑖𝑖)
2
1
𝑡𝑡 𝑡𝑡 2
∴ 𝑥𝑥 = √ =
2 √2

Differentiating w.r.t. ‘ t’ we get

𝑑𝑑𝑑𝑑 1 1 −1 1 −1
= 𝑡𝑡 2 = 𝑡𝑡 2
𝑑𝑑𝑑𝑑 √2 2 2√2

223
APPLIED MATHEMATICS

1 −1
𝑑𝑑𝑑𝑑 = 𝑡𝑡 2 𝑑𝑑𝑑𝑑
2√2
𝑡𝑡
Now limit point from (i) Let x=0 => 0 = 2 => t= 0 i.e. x=0, => t= 0
𝑡𝑡
And x =∞ => ∞= => t =∞ ∴
2

x o ∞
t 0 ∞
∴ Integral Solution ( A) becomes
∞ 1
1 −1 𝑡𝑡 2
𝐼𝐼 = ∫( )9 𝑡𝑡 2 𝑒𝑒 −𝑡𝑡 𝑑𝑑𝑑𝑑
√2 2√2
0

∞
1 1 9⁄ −1
=∫ 𝑡𝑡 2 𝑡𝑡 2 𝑒𝑒 −𝑡𝑡 𝑑𝑑𝑑𝑑
(√2)9 2√2
0
∞
1 1 9⁄ −1
= ∫ 𝑡𝑡 2 𝑡𝑡 2 𝑒𝑒 −𝑡𝑡 𝑑𝑑𝑑𝑑
(√2)9 2√2
0
∞
1 1 9⁄ −1
= 9⁄2 ∫ 𝑡𝑡 2 𝑡𝑡 2 𝑒𝑒 −𝑡𝑡 𝑑𝑑𝑑𝑑
2 (2)21⁄2
0
∞
1 1
= 9⁄2 ∫ 𝑡𝑡 4 𝑒𝑒 −𝑡𝑡 𝑑𝑑𝑑𝑑
2 (2)21⁄2
0
∞
1
= ∫ 𝑡𝑡 4 𝑒𝑒 −𝑡𝑡 𝑑𝑑𝑑𝑑
(2)25
0
∞
1
= ∫ 𝑡𝑡 5−1 𝑒𝑒 −𝑡𝑡 𝑑𝑑𝑑𝑑
64
0

1
= Γ(5) ∵ by definition )
64
1 3
= 4! = 
64 8
∞
−2𝑥𝑥2 3
∴ I = ∫ 𝑥𝑥9 𝑒𝑒 𝑑𝑑𝑑𝑑 =
8
0

224
 Chapter 10: Beta and Gamma Functions

Example3: Evaluate
∞ 2
−𝑘𝑘2 𝑥𝑥
I = ∫ 𝑥𝑥2 𝑒𝑒 𝑑𝑑𝑑𝑑
0

Solution:
∞
2 𝑥𝑥 2
𝐿𝐿𝐿𝐿𝐿𝐿 𝐼𝐼 = ∫ 𝑥𝑥 2 𝑒𝑒 −𝑘𝑘 𝑑𝑑𝑑𝑑 − − − − − − − − − − − −(𝐴𝐴)
0

Put h2 x2 = t or x2 = t / k2
𝑡𝑡
𝑥𝑥 2 = − − − − − − − − − − − (𝑖𝑖)
𝑘𝑘 2

𝑡𝑡 √𝑡𝑡
∴ 𝑥𝑥 = √ =
𝑘𝑘 2 𝑘𝑘

Differentiating w.r.t. ‘ t’ we get

𝑑𝑑𝑑𝑑 1 1 −1⁄ 1 −1
= 𝑡𝑡 2 = 𝑡𝑡 2
𝑑𝑑𝑑𝑑 𝑘𝑘 2 2𝑘𝑘
1 −1
𝑑𝑑𝑑𝑑 = 𝑡𝑡 2 𝑑𝑑𝑑𝑑
2𝑘𝑘
𝑡𝑡
Now limit point from (i) Let x=0 => 0 = 𝑘𝑘 2 => t= 0 i.e. x=0, => t= 0
𝑡𝑡
And x =∞ => ∞= => t =∞ ∴
𝑘𝑘 2

x o ∞
t 0 ∞
∴ Integral Solution ( A) becomes
∞
√𝑡𝑡 2 1 −1 −𝑡𝑡
𝐼𝐼 = ∫( ) 𝑡𝑡 2 𝑒𝑒 𝑑𝑑𝑑𝑑
𝑘𝑘 2𝑘𝑘
0
∞
𝑡𝑡 1 −1 −𝑡𝑡
= ∫ 𝑡𝑡 2 𝑒𝑒 𝑑𝑑𝑑𝑑
𝑘𝑘 2 2𝑘𝑘
0
∞
1 1
= 3
∫ 𝑡𝑡 2 𝑒𝑒 −𝑡𝑡 𝑑𝑑𝑑𝑑
2𝑘𝑘
0

225
APPLIED MATHEMATICS

∞
1 3
= 3
∫ 𝑒𝑒 −𝑡𝑡 𝑡𝑡 2−1 𝑑𝑑𝑑𝑑
2𝑘𝑘
0

1 3
= Γ ( ) ( by definition )
2𝑘𝑘 3 2
1 1 1
= 3
Γ( )
2𝑘𝑘 2 2
1 1
= √π Γ ( ) = √π ,
∵
4𝑘𝑘 3 2
Γ(n + 1) = n Γ(n) , if n is rational number
Example 4: Evaluate

Solution:
∞ ∞
1⁄ −𝑥𝑥1⁄2
𝐿𝐿𝐿𝐿𝐿𝐿 I = ∫ √
4
𝑥𝑥𝑒𝑒−√𝑥𝑥 𝑑𝑑𝑑𝑑 = ∫ 𝑥𝑥 4 𝑒𝑒 𝑑𝑑𝑑𝑑 − − − −(𝐴𝐴)
0 0

Put x1/2 = t or x = t2 ( Squaring on both sides )

x = t 2 − − − − − − − − − − − (𝑖𝑖)

Differentiating w.r.t. ‘ t’ we get

𝑑𝑑𝑑𝑑
= 2𝑡𝑡 ∴ 𝑑𝑑𝑑𝑑 = 2𝑡𝑡 𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑
Now limit point from (i) Let x=0 => t = 0 i.e. x=0, => t= 0
And x = ∞ => t =∞ ∴

x o ∞
t 0 ∞
∴ Integral Solution ( A) becomes
∞
1⁄
𝐼𝐼 = ∫(𝑡𝑡 2 ) 4 𝑒𝑒 −𝑡𝑡 2𝑡𝑡 𝑑𝑑𝑑𝑑
0
∞
1⁄
= ∫ 𝑡𝑡 2 2𝑡𝑡 𝑒𝑒 −𝑡𝑡 𝑑𝑑𝑑𝑑
0
∞
3⁄
= 2 ∫ 𝑡𝑡 2 𝑒𝑒 −𝑡𝑡 𝑑𝑑𝑑𝑑
0

226
 Chapter 10: Beta and Gamma Functions

∞
3⁄
= 2 ∫ 𝑒𝑒 −𝑡𝑡 𝑡𝑡 2 𝑑𝑑𝑑𝑑

0
∞
5
= 2 ∫ 𝑒𝑒 −𝑡𝑡 𝑡𝑡 2−1 𝑑𝑑𝑑𝑑
0

5
= 2 Γ( ) ( by definition of gamma function )
2
5 3 3 3 1 1
= 2 Γ ( + 1) = 2 ( ) Γ ( ) = 2 ( ) ( ) Γ ( )
2 2 2 2 2 2
1 3
= 3 ( ) √π = ( ) √π
2 2

∞
𝒅𝒅𝒅𝒅
𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓 𝐈𝐈𝐈𝐈 = ∫
𝒂𝒂𝒙𝒙
𝟎𝟎

Method of solving put 𝑎𝑎 𝑥𝑥 = 𝑒𝑒 𝑡𝑡

Take log on both sides log 𝑎𝑎 𝑥𝑥 = log 𝑒𝑒 𝑡𝑡 ⇒ 𝑥𝑥 log 𝑎𝑎 = 𝑡𝑡 log 𝑒𝑒
𝑡𝑡
𝑥𝑥 = ∵ log 𝑒𝑒 = 1
log 𝑎𝑎
Differentiating w.r.t. ‘t’ we get
𝑑𝑑𝑑𝑑 1 𝑑𝑑𝑑𝑑
= ∴ 𝑑𝑑𝑑𝑑 =
𝑑𝑑𝑑𝑑 log 𝑎𝑎 log 𝑎𝑎
- Then checking limit points
- Substitution given integral ( becomes ) reduces to gamma function.
∞
𝑥𝑥 3
𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄: Evaluate I = ∫ 𝑑𝑑𝑑𝑑
3𝑥𝑥
0
∞
𝑥𝑥 3
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒: Let I = ∫ 𝑑𝑑𝑑𝑑
3𝑥𝑥
0

put 3𝑥𝑥 = 𝑒𝑒 𝑡𝑡 , Taking log on both sides

𝑙𝑙𝑙𝑙𝑙𝑙 3𝑥𝑥 = 𝑙𝑙𝑙𝑙𝑙𝑙 𝑒𝑒 𝑡𝑡 , ⇒ 𝑥𝑥 log 3 = 𝑡𝑡 log 𝑒𝑒
𝑡𝑡
𝑥𝑥 = − − − − − − − −(𝑖𝑖 ) ∵ log e = 1
log 3

227
APPLIED MATHEMATICS

Differentiating w.r.t. ‘t’ we get

𝑑𝑑𝑑𝑑 1 𝑑𝑑𝑑𝑑
= ⇒ 𝑑𝑑𝑑𝑑 =
𝑑𝑑𝑑𝑑 log 3 log 3
Now limits points from (i)

When 𝑥𝑥 = 0 ⇒ t = 0 and 𝑥𝑥 = ∞ ⇒ t = ∞
x o ∞
t 0 ∞
∞ ∞
𝑥𝑥 3 𝑡𝑡 3 1 𝑑𝑑𝑑𝑑
I = ∫ 𝑥𝑥 𝑑𝑑𝑑𝑑 = ∫ [ ]
3 log 3 𝑒𝑒𝑡𝑡 log 3
0 0
∞ ∞ ∞
𝑡𝑡 3 𝑡𝑡 4−1 1
= ∫ 𝑒𝑒 −𝑡𝑡 𝑑𝑑𝑑𝑑 = ∫ 𝑒𝑒 −𝑡𝑡 𝑑𝑑𝑑𝑑 = ∫ 𝑡𝑡 4−1 𝑒𝑒 −𝑡𝑡 𝑑𝑑𝑑𝑑
(log3)4 (log3) 4 (log3)4
0 0 0

1 3! 6
= Γ(4) = =
(log3)4 (log3)4 (log3)4
∞
𝑥𝑥 4
𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟐𝟐: Evaluate I = ∫ 𝑑𝑑𝑑𝑑
4𝑥𝑥
0
∞
𝑥𝑥 4
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒: Let I = ∫ 𝑥𝑥 𝑑𝑑𝑑𝑑
4
0

put 4𝑥𝑥 = 𝑒𝑒 𝑡𝑡 , Taking log on both sides

𝑙𝑙𝑙𝑙𝑙𝑙 4𝑥𝑥 = 𝑙𝑙𝑙𝑙𝑙𝑙 𝑒𝑒 𝑡𝑡 , ⇒ 𝑥𝑥 log 4 = 𝑡𝑡 log 𝑒𝑒
𝑡𝑡
𝑥𝑥 = − − − − − − − −(𝑖𝑖 ) ∵ log e = 1
log 4
Differentiating w.r.t. ‘t’ we get
𝑑𝑑𝑑𝑑 1 𝑑𝑑𝑑𝑑
= ⇒ 𝑑𝑑𝑑𝑑 =
𝑑𝑑𝑑𝑑 log 4 log 4
Now limits points from (i)

When 𝑥𝑥 = 0 ⇒ t = 0 and 𝑥𝑥 = ∞ ⇒ t = ∞
x o ∞
t 0 ∞

228
 Chapter 10: Beta and Gamma Functions

∞ ∞
𝑥𝑥 4 𝑡𝑡 4 1 𝑑𝑑𝑑𝑑
I = ∫ 𝑥𝑥 𝑑𝑑𝑑𝑑 = ∫ [ ]
4 log 4 𝑒𝑒𝑡𝑡 log 4
0 0
∞ ∞ ∞
𝑡𝑡 4 𝑡𝑡 5−1 1
= ∫ 𝑒𝑒 −𝑡𝑡 𝑑𝑑𝑑𝑑 = ∫ 𝑒𝑒 −𝑡𝑡 𝑑𝑑𝑑𝑑 = ∫ 𝑡𝑡 5−1 𝑒𝑒 −𝑡𝑡 𝑑𝑑𝑑𝑑
(log4)5 (log4) 5 (log4)5
0 0 0

1 4! 24
= Γ(5) = =
(log4)5 (log4)5 (log4)5

𝟏𝟏 𝟏𝟏
1
𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓 𝐈𝐈𝐈𝐈𝐈𝐈 = ∫ log ( ) 𝑑𝑑𝑑𝑑 𝑶𝑶𝑶𝑶 ∫(−𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙) 𝑑𝑑𝑑𝑑
𝑥𝑥
𝟎𝟎 𝟎𝟎

1
Method of solving ∶ put 𝑙𝑙𝑙𝑙𝑙𝑙 = 𝑡𝑡 𝑶𝑶𝑶𝑶 𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙 = −𝑡𝑡 𝑶𝑶𝑶𝑶 𝑥𝑥
𝑥𝑥
= 𝑒𝑒 −𝑡𝑡 − − − −(𝑖𝑖)
Differentiating w.r.t. ‘t’ we get
𝑑𝑑𝑑𝑑
= −𝑒𝑒 −𝑡𝑡 ∴ 𝑑𝑑𝑑𝑑 = −𝑒𝑒 −𝑡𝑡 𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑
- Then checking limit points
Now limits points from (i)

When 𝑥𝑥 = 0 ⇒ 𝑒𝑒 −𝑡𝑡 = 0 , t = ∞
When 𝑥𝑥 = 1 ⇒ 𝑒𝑒 −𝑡𝑡 = 1 , t = 0
x o 1
t ∞ 0

- Substitution given integral ( becomes ) reduces to gamma function.

1
𝑥𝑥 𝑑𝑑𝑑𝑑
𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟏𝟏: Evaluate I = ∫
0 √𝑙𝑙𝑙𝑙𝑙𝑙 1
𝑥𝑥
1
𝑥𝑥 𝑑𝑑𝑑𝑑
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒: Let I = ∫ − − − − − − − − − − − (𝐴𝐴)
0 √𝑙𝑙𝑙𝑙𝑙𝑙 1
𝑥𝑥

229
APPLIED MATHEMATICS

1 1
Let log = 𝑡𝑡 𝑶𝑶𝑶𝑶 = 𝑒𝑒 𝑡𝑡 𝑶𝑶𝑶𝑶 𝑥𝑥 = 𝑒𝑒 −𝑡𝑡
𝑥𝑥 𝑥𝑥
𝑥𝑥 = 𝑒𝑒 −𝑡𝑡 − − − − − − − − − (𝑖𝑖)
𝑑𝑑𝑑𝑑
= −𝑒𝑒 −𝑡𝑡 ∴ 𝑑𝑑𝑑𝑑 = −𝑒𝑒 −𝑡𝑡 𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑
Now limits points from (i)
When 𝑥𝑥 = 0 ⇒ 𝑒𝑒 −𝑡𝑡 = 0 , t = ∞
When 𝑥𝑥 = 1 ⇒ 𝑒𝑒 −𝑡𝑡 = 1 , t = 0
x o 1
t ∞ 0
0 0
𝑒𝑒 −𝑡𝑡 (−𝑒𝑒 −𝑡𝑡 𝑑𝑑𝑑𝑑) −1⁄
∴ Integral (A) becomes = ∫ = ∫ −𝑒𝑒 −2𝑡𝑡 𝑡𝑡 2 𝑑𝑑𝑑𝑑
√𝑡𝑡
∞ ∞
∞ ∞
−1 1
𝐵𝐵𝐵𝐵 𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝑜𝑜𝑜𝑜 𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖, = ∫ 𝑒𝑒 −2𝑡𝑡
𝑡𝑡 ⁄2 𝑑𝑑𝑑𝑑 = ∫ 𝑒𝑒 −2𝑡𝑡 𝑡𝑡 2−1 𝑑𝑑𝑑𝑑
0 0
∞
Γ(n)
𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈 ∫ 𝑒𝑒 −𝑘𝑘𝑘𝑘 𝑦𝑦 𝑛𝑛−1 𝑑𝑑𝑑𝑑 =
𝑘𝑘 𝑛𝑛
0

∞ 1
1
Γ ( 2) √𝜋𝜋 𝜋𝜋
∴ ∫ 𝑒𝑒−2𝑡𝑡 𝑡𝑡 2−1 𝑑𝑑𝑑𝑑 = = =√
1
√2 2
0 22
1
𝑑𝑑𝑑𝑑
𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟐𝟐: Evaluate I = ∫
0
√𝑥𝑥 𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙
1
𝑑𝑑𝑑𝑑
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒: Let I = ∫ − − − − − − − − − − − (𝐴𝐴)
0
√𝑥𝑥 𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙

1 1
Let log = 𝑡𝑡 𝑶𝑶𝑶𝑶 = 𝑒𝑒 𝑡𝑡 𝑶𝑶𝑶𝑶 𝑥𝑥 = 𝑒𝑒 −𝑡𝑡
𝑥𝑥 𝑥𝑥
𝑥𝑥 = 𝑒𝑒 −𝑡𝑡 − − − − − − − − − (𝑖𝑖)
𝑑𝑑𝑑𝑑
= −𝑒𝑒 −𝑡𝑡 ∴ 𝑑𝑑𝑑𝑑 = −𝑒𝑒 −𝑡𝑡 𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑
Now we check limits points from (i)
When 𝑥𝑥 = 0 ⇒ 𝑒𝑒 −𝑡𝑡 = 0 , t = ∞

230
 Chapter 10: Beta and Gamma Functions

When 𝑥𝑥 = 1 ⇒ 𝑒𝑒 −𝑡𝑡 = 1 , t = 0
x o 1
t ∞ 0
0 0
−𝑑𝑑𝑑𝑑 𝑒𝑒 −𝑡𝑡 𝑡𝑡⁄ −1⁄
∴ Integral (A) becomes = ∫ = − ∫ 𝑒𝑒 2 𝑡𝑡 2 𝑑𝑑𝑑𝑑 𝑒𝑒 −𝑡𝑡
√𝑒𝑒 −𝑡𝑡 𝑡𝑡
∞ ∞
∞
−𝑡𝑡⁄ −1⁄
𝐵𝐵𝐵𝐵 𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢 𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝𝑝 𝑜𝑜𝑜𝑜 𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖𝑖, = ∫ 𝑒𝑒 2 𝑡𝑡 2 𝑑𝑑𝑑𝑑

0
∞
Γ(n)
𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈 ∫ 𝑒𝑒 −𝑘𝑘𝑘𝑘 𝑦𝑦 𝑛𝑛−1 𝑑𝑑𝑑𝑑 =
𝑘𝑘 𝑛𝑛
0

∞ 1
Γ( )
∴
−𝑡𝑡
∫ 𝑒𝑒 ⁄2 𝑡𝑡
1−1
2 𝑑𝑑𝑑𝑑 ( 𝐻𝐻𝐻𝐻𝐻𝐻𝐻𝐻, 𝑛𝑛 = 1⁄2 , k = 1⁄2 ) ⇒ = 2 = √𝜋𝜋
1
0 (1⁄2)2 √1⁄2

= √2𝜋𝜋

10.6 Beta Function

1
Beta Function: The definite integral ∫0 𝑥𝑥 𝑚𝑚−1 (1 − 𝑥𝑥)𝑛𝑛−1 𝑑𝑑𝑑𝑑 , 𝑚𝑚 > 0, 𝑛𝑛 > 0
is a function of m and n called Beta Function , denoted by B(m,n) ( we read it
as Beta (m,n))
𝟏𝟏

𝐁𝐁(𝐦𝐦, 𝐧𝐧) = ∫ 𝒙𝒙𝒎𝒎−𝟏𝟏 (𝟏𝟏 − 𝒙𝒙)𝒏𝒏−𝟏𝟏 𝒅𝒅𝒅𝒅 , 𝒎𝒎 > 0, 𝑛𝑛 > 0

𝟎𝟎

The Beta function is also called as Euler’s integral of the first kind. Beta
function of negative numbers is not defined.
1
3 1
E. g. 1 ) B (3, ) = ∫ 𝑥𝑥 2 (1 − 𝑥𝑥) ⁄2 𝑑𝑑𝑑𝑑 ,
2
0
1
5 3
2 ) B (5, ) = ∫ 𝑡𝑡 4 (1 − 𝑡𝑡) ⁄2 𝑑𝑑𝑑𝑑
2
0

231
APPLIED MATHEMATICS

10.7 Properties of Beta Function :


𝟏𝟏. B(m, n) = B(n , m )
1
Proof: B(m, n) = ∫0 𝑥𝑥 𝑚𝑚−1 (1 − 𝑥𝑥)𝑛𝑛−1 𝑑𝑑𝑑𝑑 , 𝑚𝑚 > 0, 𝑛𝑛 > 0
1

= ∫ (1 − 𝑥𝑥)𝑚𝑚−1 (1 − (1 − 𝑥𝑥)𝑛𝑛−1 𝑑𝑑𝑑𝑑 ,

0
𝑎𝑎 𝑎𝑎

∵ ∫ 𝑓𝑓(𝑥𝑥)𝑑𝑑𝑑𝑑 = ∫ 𝑓𝑓(𝑎𝑎 − 𝑥𝑥)𝑑𝑑𝑑𝑑 , 𝐻𝐻𝐻𝐻𝐻𝐻𝐻𝐻 𝑎𝑎 = 1

0 0
1 1

∴ B(m, n) = ∫ (1 − 𝑥𝑥)𝑚𝑚−1 . 𝑥𝑥𝑛𝑛−1 𝑑𝑑𝑑𝑑 = 1 ∫ 𝑥𝑥𝑛𝑛−1 (1 − 𝑥𝑥)𝑚𝑚−1 𝑑𝑑𝑑𝑑 = 𝐵𝐵(𝑛𝑛, 𝑚𝑚)

0 0

B( m, n ) = B( n, m )
1
𝑛𝑛
𝟐𝟐. ∫ 𝑥𝑥𝑚𝑚 (1 − 𝑥𝑥) 𝑑𝑑𝑑𝑑 = 𝐵𝐵(𝑚𝑚 + 1, 𝑛𝑛 + 1)
0
𝜋𝜋/2

𝟑𝟑. B(m, n) = 2 ∫ 𝑠𝑠𝑠𝑠𝑠𝑠2𝑚𝑚−1 𝜃𝜃 𝑐𝑐𝑐𝑐𝑐𝑐2𝑛𝑛−1 𝜃𝜃 𝑑𝑑𝜃𝜃

0
1

Proof: B(m, n) = ∫ 𝑥𝑥 𝑚𝑚−1 (1 − 𝑥𝑥)𝑛𝑛−1 𝑑𝑑𝑑𝑑 , 𝑝𝑝𝑝𝑝𝑝𝑝 𝑥𝑥 = 𝑠𝑠𝑠𝑠𝑠𝑠2 𝜃𝜃, 𝑑𝑑𝑑𝑑

0
= 2 sin 𝜃𝜃 𝑐𝑐𝑐𝑐𝑐𝑐𝜃𝜃 𝑑𝑑𝜃𝜃
x o 1
θ 0 π/2
𝜋𝜋/2

= ∫ 𝑠𝑠𝑠𝑠𝑠𝑠2𝑚𝑚−2 𝜃𝜃 (1 − 𝑠𝑠𝑠𝑠𝑠𝑠2 𝜃𝜃)𝑛𝑛−1 2𝑠𝑠𝑠𝑠𝑠𝑠𝜃𝜃𝜃𝜃𝜃𝜃𝜃𝜃𝜃𝜃 𝑑𝑑𝜃𝜃

0

𝜋𝜋/2

B(m, n) = 2 ∫ 𝑠𝑠𝑠𝑠𝑠𝑠2𝑚𝑚−1 𝜃𝜃 𝑐𝑐𝑐𝑐𝑐𝑐2𝑛𝑛−1 𝜃𝜃 𝑑𝑑𝜃𝜃

0

We consider this as a definition of Beta Function.

p+1 q+1
Further , let 2m − 1 = p, 2n − 1 = q ∴ m = ,n = then
2 2

232
 Chapter 10: Beta and Gamma Functions

𝜋𝜋/2
p+1 q+1
B( , ) = 2 ∫ 𝑠𝑠𝑠𝑠𝑠𝑠𝑝𝑝 𝜃𝜃 𝑐𝑐𝑐𝑐𝑐𝑐𝑞𝑞 𝜃𝜃 𝑑𝑑𝜃𝜃
2 2
0
𝜋𝜋/2
1 p+1 q+1
Standard Formula ∶ ∫ 𝑠𝑠𝑠𝑠𝑠𝑠𝑝𝑝 𝜃𝜃 𝑐𝑐𝑐𝑐𝑐𝑐𝑞𝑞 𝜃𝜃 𝑑𝑑𝜃𝜃 = B( , )
2 2 2
0
∞
𝑥𝑥𝑚𝑚−1
𝟒𝟒. B(m, n) = ∫ 𝑑𝑑𝑑𝑑
0
(1 + 𝑥𝑥)𝑚𝑚+𝑛𝑛
1
𝑡𝑡
Proof: B(m, n) = ∫ 𝑥𝑥 𝑚𝑚−1 (1 − 𝑥𝑥)𝑛𝑛−1 𝑑𝑑𝑑𝑑 , 𝑝𝑝𝑝𝑝𝑝𝑝 𝑥𝑥 = ( 𝑖𝑖. 𝑒𝑒. 𝑥𝑥(1 + 𝑡𝑡)
1 + 𝑡𝑡
0
= 𝑡𝑡 , ∴ 𝑥𝑥 + 𝑥𝑥𝑥𝑥 = 𝑡𝑡)
𝑥𝑥
∴ 𝑥𝑥 = 𝑡𝑡 − 𝑥𝑥𝑥𝑥 𝑂𝑂𝑂𝑂 𝑡𝑡 = ( 𝑃𝑃𝑃𝑃𝑃𝑃𝑃𝑃𝑃𝑃𝑃𝑃 𝑁𝑁𝑁𝑁𝑁𝑁𝑁𝑁 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠)
1 − 𝑥𝑥
0 0 1
∴ when 𝑥𝑥 = 0, 𝑡𝑡 = 𝑎𝑎𝑎𝑎𝑎𝑎 when 𝑥𝑥 = 1, 𝑡𝑡 = = = ∞
1−0 1−1 0
x 0 1
t 0 ∞
(1 + 𝑡𝑡)(1) − 𝑡𝑡(1)𝑡𝑡 1
Also 𝑑𝑑𝑑𝑑 = 2
𝑑𝑑𝑑𝑑 = 𝑑𝑑𝑑𝑑
(1 + 𝑡𝑡) (1 + 𝑡𝑡)2
∞
𝑡𝑡 𝑚𝑚−1 t 𝑛𝑛−1 𝑑𝑑𝑑𝑑
B(m, n) = ∫ . ( 1 − ) .
(1 + 𝑡𝑡)𝑚𝑚−1 1+t (1 + 𝑡𝑡)2
0
∞
𝑡𝑡 𝑚𝑚−1 𝑑𝑑𝑑𝑑 𝑡𝑡 𝑚𝑚−1 𝑑𝑑𝑑𝑑
= ∫ =
(𝑡𝑡 + 1)𝑚𝑚−1 (1 + 𝑡𝑡)𝑛𝑛−1 (1 + 𝑡𝑡)2 (1 + 𝑡𝑡)𝑚𝑚+𝑛𝑛
0
∞
𝑥𝑥 𝑚𝑚−1
B(m, n) = ∫ 𝑑𝑑𝑑𝑑
(1 + 𝑥𝑥)𝑚𝑚+𝑛𝑛
0
( Note: We consider this result also as another definition of Beta Function)
∞

B(m + 1, n + 1) = ∫ 𝑥𝑥 𝑚𝑚 (1 − 𝑥𝑥)𝑛𝑛 𝑑𝑑𝑑𝑑

0

Γ(m)Γ(n)
𝟓𝟓. Relationbetween Beta and Gamma Function, B(m, n) =
Γ (m + n )

233
APPLIED MATHEMATICS

𝜋𝜋/2 p+q q+1

Γ ) Γ(
2 )
1 p + 1 q + 1 (
𝟔𝟔. ∫ 𝑠𝑠𝑠𝑠𝑠𝑠𝑝𝑝 𝜃𝜃 𝑐𝑐𝑐𝑐𝑐𝑐𝑞𝑞 𝜃𝜃 𝑑𝑑𝜃𝜃 = B ( , )= 2
2 2 2 p+q+2
0 Γ( )
2
𝜋𝜋
2 1 1 2
1 Γ ( 2) Γ ( 2) 𝜋𝜋 1 1 1
Put p = 0, q = 0 ∫ 𝑑𝑑𝜃𝜃 = ⇒ = (Γ ( )) ∴ Γ( )
2 Γ (1 ) 2 2 2 2
0
= √𝜋𝜋

10.8 Problem based on Beta Function

𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓 𝐈𝐈 ∶ 𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝐛𝐛𝐛𝐛𝐛𝐛𝐛𝐛𝐛𝐛 𝐨𝐨𝐨𝐨 𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝 𝐨𝐨𝐨𝐨 𝐁𝐁𝐁𝐁𝐁𝐁𝐁𝐁 𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅

1

B(m, n) = ∫ 𝑥𝑥 𝑚𝑚−1 (1 − 𝑥𝑥)𝑛𝑛−1 𝑑𝑑𝑑𝑑

0
1
5
𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟏𝟏: Evaluate ∫ 𝑥𝑥 3 (1 − √𝑥𝑥) 𝑑𝑑𝑑𝑑
0
1
5
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒: Let I = ∫ 𝑥𝑥 3 (1 − √𝑥𝑥) 𝑑𝑑𝑑𝑑
0

𝑑𝑑𝑑𝑑
𝑝𝑝𝑝𝑝𝑝𝑝 √𝑥𝑥 = 𝑡𝑡 , ∴ 𝑥𝑥 = 𝑡𝑡 2 𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷 𝑤𝑤. 𝑟𝑟. 𝑡𝑡.′ 𝑡𝑡 ′ 𝑤𝑤𝑤𝑤𝑤𝑤𝑤𝑤𝑤𝑤 ∴ = 2𝑡𝑡 ⇒ 𝑑𝑑𝑑𝑑
𝑑𝑑𝑑𝑑
= 2𝑡𝑡 𝑑𝑑𝑑𝑑
Now checking limit point by using 𝑥𝑥 = 𝑡𝑡 2

∴ when 𝑥𝑥 = 0, 𝑡𝑡 2 = 0 ⇒ t = 0 , 𝑎𝑎𝑎𝑎𝑎𝑎 when 𝑥𝑥 = 1, 𝑡𝑡 2 = 1 ⇒ t = 1

x 0 1
t 0 1
1

∴ the given integral I becomes I = ∫ (𝑡𝑡 2 )3 (1 − 𝑡𝑡)5 2𝑡𝑡 𝑑𝑑𝑑𝑑

0
1 1

∴ I = ∫ (𝑡𝑡)6 (1 − 𝑡𝑡)5 2𝑡𝑡 𝑑𝑑𝑑𝑑 = 2 ∫ 𝑡𝑡 7 (1 − 𝑡𝑡)5 𝑑𝑑𝑑𝑑

0 0

234
 Chapter 10: Beta and Gamma Functions

∴ I = ∫ 𝑡𝑡 8−1 (1 − 𝑡𝑡)6−1 𝑑𝑑𝑑𝑑

0
= 2 𝐵𝐵 ( 8 ,6 ) − − − − − − − (𝐵𝐵𝐵𝐵 𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷)
Γ(m)Γ(n)
Now using Relationbetween Beta and Gamma Function, B(m, n) =
Γ (m + n )
Γ(8)Γ(6) (7!)(5!) 1
∴ I= = 2. =
Γ(8 + 6) (13!) 5148
1
𝑑𝑑𝑑𝑑
𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟐𝟐: Evaluate ∫3
√1 − 𝑥𝑥 3
0
1
𝑑𝑑𝑑𝑑
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒: Let I = ∫ 3
√1 − 𝑥𝑥 3
0

1⁄ 𝑑𝑑𝑑𝑑 1 1
𝑝𝑝𝑝𝑝𝑝𝑝 𝑥𝑥 3 = 𝑡𝑡 , ∴ 𝑥𝑥 = 𝑡𝑡 3 𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷 𝑤𝑤. 𝑟𝑟. 𝑡𝑡.′ 𝑡𝑡 ′ 𝑤𝑤𝑤𝑤𝑤𝑤𝑤𝑤𝑤𝑤 ∴ = 𝑡𝑡 3−1
𝑑𝑑𝑑𝑑 3
1 −2
= 𝑡𝑡 ⁄3
3
1 −2⁄ 1⁄
∴ dx = 𝑡𝑡 3 𝑑𝑑𝑑𝑑 , Now checking limit point by using 𝑥𝑥 = 𝑡𝑡 3
3
∴ when 𝑥𝑥 = 0,
1⁄ 1⁄
𝑡𝑡 3 = 0 ⇒ t = 0 , 𝑎𝑎𝑎𝑎𝑎𝑎 when 𝑥𝑥 = 1, 𝑡𝑡 3 = 1 ⇒t=1

x 0 1
t 0 1
1 −2⁄3 1
𝑡𝑡 𝑑𝑑𝑑𝑑
∴ the given integral I becomes I = ∫ 3 1
0
(1 − 𝑡𝑡) ⁄3


1 1
1 −2 −1 1 2
∴ I = ∫ 𝑡𝑡 ⁄3 (1 − 𝑡𝑡) ⁄3 𝑑𝑑𝑑𝑑 = ∫ 𝑡𝑡 3−1 (1 − 𝑡𝑡)3−1 𝑑𝑑𝑑𝑑
3
0 0

1 1 2
∴I= B ( , ) − − − − − −𝐵𝐵𝐵𝐵 𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷
3 3 3

235
APPLIED MATHEMATICS

Γ(m)Γ(n)
Now using Relationbetween Beta and Gamma Function, B(m, n) =
Γ (m + n )
1 2 1
1 Γ (3) Γ (3) 1 3 1 1 2
∴I= = = Γ ( ) Γ ( ) ∵ Γ(1) = 1
3 Γ (1 + 2) 3 Γ(1) 3 3 3
3 3
1 1 1 𝜋𝜋
∴I= Γ ( ) Γ (1 − ) o < 𝑝𝑝 < 1 , 𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈 Γ(p)Γ(1 − p) =
3 3 3 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝜋𝜋
1 𝜋𝜋 1 𝜋𝜋 2𝜋𝜋
∴I= 𝜋𝜋 = =
3 sin 3 √3 3√3
3 2
𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓 𝐈𝐈𝐈𝐈 − 𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝐁𝐁𝐁𝐁𝐁𝐁𝐁𝐁𝐁𝐁 𝐨𝐨𝐨𝐨
𝜋𝜋/2 p+q q+1
1 p + 1 q + 1 Γ( 2 )Γ( 2 )
∫ 𝑠𝑠𝑠𝑠𝑠𝑠𝑝𝑝 𝜃𝜃 𝑐𝑐𝑐𝑐𝑐𝑐𝑞𝑞 𝜃𝜃 𝑑𝑑𝜃𝜃 = B ( , )=
2 2 2 p+q+2
0 Γ( )
2
𝜋𝜋/2
𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟏𝟏: Find ∫0 √𝑡𝑡𝑡𝑡𝑡𝑡𝜃𝜃 𝑑𝑑𝜃𝜃
𝜋𝜋/2 𝜋𝜋/2
𝑠𝑠𝑠𝑠𝑠𝑠𝜃𝜃
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒: Let I = ∫ √𝑡𝑡𝑡𝑡𝑡𝑡𝜃𝜃 𝑑𝑑𝜃𝜃 = ∫ √ 𝑑𝑑𝜃𝜃
𝑐𝑐𝑐𝑐𝑐𝑐𝜃𝜃
0 0

𝜋𝜋/2
1⁄ −1⁄
∴ I= ∫ 𝑠𝑠𝑠𝑠𝑠𝑠 2 𝜃𝜃 𝑐𝑐𝑐𝑐𝑐𝑐 2 𝜃𝜃 𝑑𝑑𝜃𝜃
0
𝜋𝜋
2

put p = 1⁄2 , q = −1⁄2 Using result ∫ 𝑠𝑠𝑠𝑠𝑠𝑠𝑝𝑝 𝜃𝜃 𝑐𝑐𝑐𝑐𝑐𝑐𝑞𝑞 𝜃𝜃 𝑑𝑑𝜃𝜃

0
1 p+1 q+1
= B( , )
2 2 2
1 −1
1 +1 +1 1 3 1
∴ I = B (2 , 2 ) = B( , )
2 2 2 2 4 4

3 1 3 1
1 Γ ( 4 ) Γ ( 4) 1 Γ ( 4 ) Γ ( 4) 1 3 1
∴ I= = = Γ ( ) Γ ( ) ∵ Γ(1) = 1
2 Γ ( 3 + 1) 2 Γ (1 ) 2 4 4
4 4

𝜋𝜋
Using Γ(p)Γ(1 − p) =
𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝜋𝜋

236
 Chapter 10: Beta and Gamma Functions

1 1 1 1 𝜋𝜋 1 𝜋𝜋 √2𝜋𝜋 𝜋𝜋
∴ I = Γ (1 − ) Γ ( ) = = = =
2 4 4 2 sin 𝜋𝜋 2 1 2 √2
4
√2
𝜋𝜋/2
𝜋𝜋
𝐍𝐍𝐍𝐍𝐍𝐍𝐍𝐍: Similarly we can show ∫ √𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 𝑑𝑑𝜃𝜃 =
√2
0

𝜋𝜋/2
𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟐𝟐: Find ∫0 √𝑐𝑐𝑐𝑐𝑐𝑐𝜃𝜃 𝑑𝑑𝜃𝜃
𝜋𝜋/2 𝜋𝜋/2
𝑐𝑐𝑐𝑐𝑐𝑐𝜃𝜃
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒: Let I = ∫ √𝑡𝑡𝑡𝑡𝑡𝑡𝜃𝜃 𝑑𝑑𝜃𝜃 = ∫ √ 𝑑𝑑𝜃𝜃
𝑠𝑠𝑠𝑠𝑠𝑠𝜃𝜃
0 0

𝜋𝜋/2
−1⁄ 1⁄
∴ I= ∫ 𝑠𝑠𝑠𝑠𝑠𝑠 2 𝜃𝜃 𝑐𝑐𝑐𝑐𝑐𝑐 2 𝜃𝜃 𝑑𝑑𝜃𝜃
0
𝜋𝜋
2

put p = −1⁄2 , q = 1⁄2 Using result ∫ 𝑠𝑠𝑠𝑠𝑠𝑠𝑝𝑝 𝜃𝜃 𝑐𝑐𝑐𝑐𝑐𝑐𝑞𝑞 𝜃𝜃 𝑑𝑑𝜃𝜃

0
1 p+1 q+1
= B( , )
2 2 2
−1 1
1 +1 +1 1 1 3
∴ I = B( 2 ,2 ) = B( , )
2 2 2 2 4 4

3 1 3 1
1 Γ ( 4 ) Γ ( 4) 1 Γ ( 4 ) Γ ( 4) 1 3 1
∴ I= = = Γ ( ) Γ ( ) ∵ Γ(1) = 1
2 Γ ( 3 + 1) 2 Γ (1 ) 2 4 4
4 4

𝜋𝜋
Using Γ(p)Γ(1 − p) =
𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝜋𝜋

1 1 1 1 𝜋𝜋 1 𝜋𝜋 √2𝜋𝜋 𝜋𝜋
∴ I = Γ (1 − ) Γ ( ) = = = =
2 4 4 2 sin 𝜋𝜋 2 1 2 √2
4
√2
∞
𝑥𝑥𝑚𝑚−1
𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓 𝐈𝐈𝐈𝐈𝐈𝐈 − Examples based on B(m, n) = ∫ 𝑑𝑑𝑑𝑑
0
(1 + 𝑥𝑥)𝑚𝑚+𝑛𝑛
∞
𝑥𝑥8 − 𝑥𝑥14
𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟏𝟏: 𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅 ∫ 𝑑𝑑𝑑𝑑
0
(1 + 𝑥𝑥)24

237
APPLIED MATHEMATICS

∞
𝑥𝑥8 − 𝑥𝑥14
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 ∶ Let I = ∫ 𝑑𝑑𝑑𝑑
0
(1 + 𝑥𝑥)24
∞ ∞
𝑥𝑥8 𝑥𝑥14
= ∫ 𝑑𝑑𝑑𝑑 − ∫ 𝑑𝑑𝑑𝑑
0
(1 + 𝑥𝑥)24 0
(1 + 𝑥𝑥)24
∞ ∞
𝑥𝑥9−1 𝑥𝑥15−1
= ∫ 𝑑𝑑𝑑𝑑 − ∫ 𝑑𝑑𝑑𝑑
0
(1 + 𝑥𝑥)9+15 0
(1 + 𝑥𝑥)15+9

= B( 9, 15) − 𝐵𝐵( 15 , 9) ∵ B(m, n) = B(m, n)

∴ 𝐼𝐼 = 0
∞
𝑥𝑥9 (1 − 𝑥𝑥5 )
𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 ∶ 𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅 ∫ 𝑑𝑑𝑑𝑑
0
(1 + 𝑥𝑥)25
∞ 5 9 ∞
𝑥𝑥9 (1 − 𝑥𝑥 ) (𝑥𝑥 −𝑥𝑥14 )
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 ∶ Let I = ∫ 𝑑𝑑𝑑𝑑 = ∫ 𝑑𝑑𝑑𝑑
(1 + 𝑥𝑥)25 (1 + 𝑥𝑥)25
0 0
∞ ∞
𝑥𝑥9 𝑥𝑥14
=∫ 𝑑𝑑𝑑𝑑 − ∫ 𝑑𝑑𝑑𝑑
(1 + 𝑥𝑥)25 (1 + 𝑥𝑥)25
0 0
∞ ∞
𝑥𝑥10−1 𝑥𝑥15−1
=∫ 𝑑𝑑𝑑𝑑 − ∫ 𝑑𝑑𝑑𝑑
(1 + 𝑥𝑥)10+15 (1 + 𝑥𝑥)15+10
0 0

= B( 10, 15) − 𝐵𝐵( 15 ,10) ∵ B(m, n) = B(m, n)

∴ 𝐼𝐼 = 0
∞
𝑑𝑑𝑑𝑑 𝜋𝜋
𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟑𝟑 ∶ 𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏 𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭 ∫ =
1 + 𝑥𝑥 4
2√2
0
∞ ∞
𝑑𝑑𝑑𝑑 𝑑𝑑𝑑𝑑
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 ∶ Let I = ∫ = ∫
1 + 𝑥𝑥 4
1 + (𝑥𝑥2 )
2
0 0

𝑝𝑝𝑝𝑝𝑝𝑝 𝑥𝑥 2 = tan 𝜃𝜃 , ∴ 𝑥𝑥 = √𝑡𝑡𝑡𝑡𝑡𝑡𝜃𝜃 𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷 𝑤𝑤. 𝑟𝑟. 𝑡𝑡.′ 𝑥𝑥 ′ 𝑤𝑤𝑤𝑤𝑤𝑤𝑤𝑤𝑤𝑤

𝑑𝑑𝑑𝑑 𝑠𝑠𝑠𝑠𝑠𝑠2 𝜃𝜃 𝑑𝑑𝜃𝜃 𝑠𝑠𝑠𝑠𝑠𝑠2 𝜃𝜃 𝑑𝑑𝜃𝜃
∴ 2𝑥𝑥 = 𝑠𝑠𝑠𝑠𝑠𝑠2 𝜃𝜃 ∴ 2𝑥𝑥 𝑑𝑑𝑑𝑑 = 𝑠𝑠𝑠𝑠𝑠𝑠2 𝜃𝜃 𝑑𝑑𝜃𝜃 ∴ 𝑑𝑑𝑑𝑑 = =
𝑑𝑑𝜃𝜃 2𝑥𝑥 2√𝑡𝑡𝑡𝑡𝑡𝑡𝜃𝜃

𝑠𝑠𝑠𝑠𝑠𝑠 2 𝜃𝜃 𝑑𝑑𝜃𝜃
∴∴ 𝑑𝑑𝑑𝑑 = , Now checking limit point by using 𝑥𝑥 2 = tan 𝜃𝜃
2√𝑡𝑡𝑡𝑡𝑡𝑡𝜃𝜃

238
 Chapter 10: Beta and Gamma Functions

∴ when 𝑥𝑥 = 0,
π π
0 = tan 𝜃𝜃 ⇒ 𝜃𝜃 = 0 , 𝑎𝑎𝑎𝑎𝑎𝑎 when 𝑥𝑥 = ∞ , ⇒ 𝜃𝜃 = ∵ 𝑡𝑡𝑡𝑡𝑡𝑡
2 2
= ∞

x 0 1
𝜃𝜃 0 𝜋𝜋/2
𝑠𝑠𝑠𝑠𝑠𝑠2 𝜃𝜃 𝑑𝑑𝜃𝜃
𝜋𝜋/2

∴ the given integral I becomes , = ∫ 2√𝑡𝑡𝑡𝑡𝑡𝑡𝜃𝜃

1 + 𝑡𝑡𝑡𝑡𝑡𝑡2 𝜃𝜃
0
𝜋𝜋/2 𝜋𝜋/2
1 𝑠𝑠𝑠𝑠𝑠𝑠2 𝜃𝜃 𝑑𝑑𝜃𝜃 1 1
= ∫ = ∫ 𝑑𝑑𝜃𝜃
2 √𝑡𝑡𝑡𝑡𝑡𝑡𝜃𝜃 (𝑠𝑠𝑠𝑠𝑠𝑠 𝜃𝜃)
2 2 √𝑡𝑡𝑡𝑡𝑡𝑡𝜃𝜃
0 0
𝜋𝜋
𝜋𝜋/2 2
1 −1 1
= ∫ √𝑐𝑐𝑐𝑐𝑐𝑐𝜃𝜃 𝑑𝑑𝜃𝜃 = ∫ 𝑠𝑠𝑠𝑠𝑠𝑠 ⁄2 𝜃𝜃 𝑐𝑐𝑐𝑐𝑐𝑐 ⁄2 𝜃𝜃 𝑑𝑑𝜃𝜃
2
0 0
𝜋𝜋
2

put p = −1⁄2 , q = 1⁄2 Using result ∫ 𝑠𝑠𝑠𝑠𝑠𝑠𝑝𝑝 𝜃𝜃 𝑐𝑐𝑐𝑐𝑐𝑐𝑞𝑞 𝜃𝜃 𝑑𝑑𝜃𝜃

0
1 p+1 q+1
= B( , )
2 2 2
−1 1
11 +1 +1 1 1 3
∴ I= B( 2 , 2 ) = B( , )
22 2 2 4 4 4

3 1 3 1
1 Γ ( 4 ) Γ ( 4) 1 Γ ( 4 ) Γ ( 4) 1 3 1
∴ I= = = Γ ( ) Γ ( ) ∵ Γ(1) = 1
4 Γ ( 3 + 1) 4 Γ (1 ) 4 4 4
4 4

𝜋𝜋
Using Γ(p)Γ(1 − p) =
𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝜋𝜋
1 1 1 1 𝜋𝜋 1 𝜋𝜋 1 𝜋𝜋 𝜋𝜋
∴ I = Γ (1 − ) Γ ( ) = = = =
4 4 4 4 sin 𝜋𝜋 4 1 2√2√2 1 2√2
4
√2 √2
5
1⁄ 1
(𝐍𝐍𝐍𝐍𝐍𝐍 𝐓𝐓𝐓𝐓𝐓𝐓𝐓𝐓 )𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟒𝟒 ∶ 𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 ∫(𝑥𝑥 − 3) 2 (5 − 𝑥𝑥) ⁄2 𝑑𝑑𝑑𝑑

239
APPLIED MATHEMATICS

5
1⁄ 1
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 ∶ Let I = ∫(𝑥𝑥 − 3) 2 (5 − 𝑥𝑥) ⁄2 𝑑𝑑𝑑𝑑

𝑝𝑝𝑝𝑝𝑝𝑝 (𝑥𝑥 − 3) = ( 𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈𝑈 𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿 − 𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿 𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿𝐿 ) 𝑡𝑡

∴ (𝑥𝑥 − 3) = ( 5 − 3) 𝑡𝑡 ∴ (x − 3) = 2𝑡𝑡 ∴ 𝑥𝑥 = (2𝑡𝑡 + 3)
𝑑𝑑𝑑𝑑
∴ = 2 , ∴ 𝑑𝑑𝑑𝑑 = 2 𝑑𝑑𝑑𝑑 Now checking limit point by using 𝑥𝑥 = (2𝑡𝑡 + 3)
𝑑𝑑𝑑𝑑
∴ when 𝑥𝑥 = 3, 2𝑡𝑡 = 0 ⇒ 𝑡𝑡 = 0 , 𝑎𝑎𝑎𝑎𝑎𝑎 when 𝑥𝑥 = 5 , ⇒ 5 = 2t + 3 ⇒ 𝑡𝑡
=1
x 3 5
t 0 1
1
1⁄ 1
∴ I = ∫(2𝑡𝑡) 2 (5 − (2𝑡𝑡 + 3)) ⁄2 2𝑑𝑑𝑑𝑑
0
1
1⁄ 1⁄
= ∫ 2 √2 𝑡𝑡 2 (2 − 2𝑡𝑡) 2 𝑑𝑑𝑑𝑑
0
1
1⁄ 1⁄ 1⁄
= 2 √2 ∫ 𝑡𝑡 2 (2) 2 (1 − 𝑡𝑡) 2 𝑑𝑑𝑑𝑑
0
1
1⁄ 1⁄
= 2 √2 √2 ∫ 𝑡𝑡 2 (1 − 𝑡𝑡) 2 𝑑𝑑𝑑𝑑
0
1
3 3
= 4 ∫ 𝑡𝑡 2−1 (1 − 𝑡𝑡)2−1 𝑑𝑑𝑑𝑑
0

3 3
= 4𝐵𝐵( , )
2 2
3 3 3 3 1 1 1 1
Γ( )Γ( ) Γ( )Γ( ) Γ( ) Γ( )
= 4 2 2 =4 2 2 = 42 2 2 2
3 3 Γ(3) Γ(3)
Γ( + )
2 2
41 1 π
= Γ(π) Γ(π) =
2! 2 2 2

240
 Chapter 10: Beta and Gamma Functions

10.9 Duplication Formula of Gamma Functions


𝟏𝟏 √𝛑𝛑
𝚪𝚪(𝐦𝐦)𝚪𝚪 (𝐦𝐦 + ) = 𝟐𝟐𝟐𝟐−𝟏𝟏 𝚪𝚪(𝟐𝟐𝟐𝟐)
𝟐𝟐 𝟐𝟐
𝜋𝜋
p+1 q+1 2
1 Γ( 2 )Γ( 2 )
𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏: Consider , = ∫ 𝑠𝑠𝑠𝑠𝑠𝑠𝑝𝑝 𝜃𝜃 𝑐𝑐𝑐𝑐𝑐𝑐𝑞𝑞 𝜃𝜃 𝑑𝑑𝜃𝜃
2 Γ (p + q + 2 )
2 0
1 p+1 q+1
= B( , )
2 2 2
p+1 q+1
Put = = 2m − 1, q = q = 2m − 1 (i. e. m = ,m = )
2 2
𝜋𝜋
2
1 Γ(m)Γ(m)
= ∫ 𝑠𝑠𝑠𝑠𝑠𝑠2𝑚𝑚−1 𝜃𝜃 𝑐𝑐𝑐𝑐𝑐𝑐 2𝑚𝑚−1 𝜃𝜃 𝑑𝑑𝜃𝜃
2 Γ(2m)
0
𝜋𝜋
2
Γ(m)Γ(m) 2
= 2𝑚𝑚−1 ∫ (2𝑠𝑠𝑠𝑠𝑠𝑠 𝜃𝜃𝑐𝑐𝑐𝑐𝑐𝑐 𝜃𝜃)2𝑚𝑚−1 𝑑𝑑𝜃𝜃
Γ(2m) 2
0
𝜋𝜋
2
2
= ∫ (𝑠𝑠𝑠𝑠𝑠𝑠2 𝜃𝜃)2𝑚𝑚−1 𝑑𝑑𝜃𝜃 , 𝑃𝑃𝑃𝑃𝑃𝑃 2𝜃𝜃 = 𝑡𝑡 , ∴ 𝑑𝑑𝜃𝜃
22𝑚𝑚−1
0
1
= 𝑑𝑑𝑑𝑑
2
𝜃𝜃 0 𝜋𝜋/2
t 0 𝜋𝜋
𝜋𝜋 𝜋𝜋
2 2
1 1
= ∫ (𝑠𝑠𝑠𝑠𝑠𝑠 𝑡𝑡)2𝑚𝑚−1 𝑑𝑑𝑡𝑡 = 2 ∫ 𝑠𝑠𝑠𝑠𝑠𝑠2𝑚𝑚−1 𝑡𝑡. 𝑑𝑑𝑡𝑡 [∵ 𝑓𝑓(𝜋𝜋 − 𝑡𝑡)
22𝑚𝑚−1 22𝑚𝑚−1
0 0
= 𝑓𝑓(𝑡𝑡)]
𝜋𝜋
2
2
= ∫ 𝑠𝑠𝑠𝑠𝑠𝑠2𝑚𝑚−1 𝑡𝑡. 𝑐𝑐𝑐𝑐𝑐𝑐 0 𝑡𝑡. 𝑑𝑑𝑡𝑡
22𝑚𝑚−1
0

241
APPLIED MATHEMATICS

2m − 1 + 1 0+1
Γ(m)Γ(m) 2 1 Γ( 2
)Γ(
2
)
= = 2𝑚𝑚−1
Γ(2m) 2 2 2m − 1 + 0 + 2
Γ( )
2
1 Γ(m)√π
= 2𝑚𝑚−1
2 1
Γ (m + )
2
𝟏𝟏 √𝛑𝛑
∴ 𝚪𝚪(𝐦𝐦)𝚪𝚪 (𝐦𝐦 + ) = 𝟐𝟐𝟐𝟐−𝟏𝟏 𝚪𝚪(𝟐𝟐𝟐𝟐)
𝟐𝟐 𝟐𝟐

10.10 Exercise
∞
3 315
1. Prove that ∫ √𝑥𝑥 𝑒𝑒 − √𝑥𝑥 𝑑𝑑𝑑𝑑 = √𝜋𝜋 ( 𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇 ∶ 𝑥𝑥 = t 3 )
16
0
∞
2 3
2. Prove that ∫ 𝑥𝑥 7 𝑒𝑒 −2𝑥𝑥 𝑑𝑑𝑑𝑑 = ( 𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇 ∶ 2𝑥𝑥 𝟐𝟐 = t )
16
0
∞
2 𝑥𝑥 2 √𝜋𝜋
3. Prove that ∫ 𝑥𝑥 2 𝑒𝑒 −ℎ 𝑑𝑑𝑑𝑑 = ( 𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇 ∶ ℎ2 𝑥𝑥 2 = t )
4ℎ3
0
∞
3 √𝜋𝜋
4. Prove that ∫ √𝑦𝑦 𝑒𝑒 −𝑦𝑦 𝑑𝑑𝑑𝑑 = ( 𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇 ∶ y 3 = t )
3
0
1
𝑑𝑑𝑑𝑑 1
5. Prove that ∫ = √2𝜋𝜋 ( 𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇 ∶ 𝑙𝑙𝑙𝑙𝑙𝑙 =t )
𝑥𝑥
0 √𝑥𝑥 𝑙𝑙𝑙𝑙𝑙𝑙 1
𝑥𝑥
1
𝑑𝑑𝑑𝑑
6. Prove that ∫ = √𝜋𝜋 ( 𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇 ∶ −𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙 = 𝑡𝑡 )
0
√−𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙
1
1
7. Evaluate ∫ 𝑥𝑥 3 (1 − √𝑥𝑥)5 𝑑𝑑𝑑𝑑 ( 𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇 ∶ √𝐱𝐱 = 𝑡𝑡 ) 𝑨𝑨𝑨𝑨𝑨𝑨:
5148
0
𝑛𝑛

8. Evaluate ∫ 𝑛𝑛 (𝑛𝑛 − 𝑥𝑥)𝑝𝑝 𝑑𝑑𝑑𝑑 ( 𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇 ∶ 𝑥𝑥

0
= 𝑛𝑛𝑛𝑛 ) 𝑨𝑨𝑨𝑨𝑨𝑨: 𝑛𝑛𝑛𝑛+𝑝𝑝+1 𝐵𝐵(𝑛𝑛 + 1, 𝑝𝑝 + 1)

242
 Chapter 10: Beta and Gamma Functions

9. Prove that B(m, n)

∞
𝑥𝑥 𝑛𝑛−1
= ∫ 𝑑𝑑𝑑𝑑
(1 + 𝑥𝑥)𝑚𝑚+𝑛𝑛
0

1
( 𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇 ∶ Put 𝑥𝑥 = in the defnition of B(m, n))
1 + 𝑡𝑡
2
2𝜋𝜋
10. Show that ∫ 𝑥𝑥 (8 − 𝑥𝑥 3 )1⁄3 𝑑𝑑𝑑𝑑 =
3√3
0

𝜋𝜋
( 𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇 ∶ Put 𝑥𝑥 3 = 𝑡𝑡, 𝑈𝑈𝑈𝑈𝑈𝑈 Γ(p)Γ(1 − p) = , 0 < 𝑝𝑝 < 1)
sin 𝑝𝑝𝑝𝑝

10.12 Summary
In this unit we learn Gamma and Beta Function and its Duplication Formula
Gamma Function
∞
Γ(n) = ∫0 𝑒𝑒 −𝑥𝑥 𝑥𝑥 𝑛𝑛−1 𝑑𝑑𝑑𝑑 ( n > 0)
∞ 2
Γ(n) = 2 ∫0 𝑒𝑒 −𝑡𝑡 𝑡𝑡 2𝑛𝑛−1 𝑑𝑑𝑑𝑑

Γ(1) = 1
Γ(n+1) = n Γ(n)
Γ(n+1) = n Γ(n) in general , n is rational number
= n! if n is a positive integer
1
Γ(0) = ∞ , Γ( ) = √𝜋𝜋 , Γ(n+1) = n!
2
∞ 𝑚𝑚 ∞ 𝑑𝑑𝑑𝑑
Type I – ∫0 𝑒𝑒 −𝑎𝑎𝑎𝑎 𝑑𝑑𝑑𝑑 , Type II = ∫0 , Type III =
𝑎𝑎𝑥𝑥
1 1 1
∫0 log (𝑥𝑥) 𝑑𝑑𝑑𝑑 𝑂𝑂𝑂𝑂 ∫0 (−𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙) 𝑑𝑑𝑑𝑑

Beta Function
1

B(m, n) = ∫ 𝑥𝑥 𝑚𝑚−1 (1 − 𝑥𝑥)𝑛𝑛−1 𝑑𝑑𝑑𝑑 , 𝑚𝑚 > 0, 𝑛𝑛 > 0

0

B(m, n) = B(n , m )
1

∫ 𝑥𝑥 𝑚𝑚 (1 − 𝑥𝑥)𝑛𝑛 𝑑𝑑𝑑𝑑 = 𝐵𝐵(𝑚𝑚 + 1, 𝑛𝑛 + 1)

0

243
APPLIED MATHEMATICS

𝜋𝜋/2

B(m, n) = 2 ∫ 𝑠𝑠𝑠𝑠𝑠𝑠2𝑚𝑚−1 𝜃𝜃 𝑐𝑐𝑐𝑐𝑐𝑐2𝑛𝑛−1 𝜃𝜃 𝑑𝑑𝜃𝜃

0
∞
𝑥𝑥𝑚𝑚−1
B(m, n) = ∫ 𝑑𝑑𝑑𝑑
0
(1 + 𝑥𝑥)𝑚𝑚+𝑛𝑛

Γ(m)Γ(n)
B(m, n) =
Γ (m + n )
𝜋𝜋
2 p+q q+1
1 p + 1 q + 1 Γ( )Γ( )
∫ 𝑠𝑠𝑠𝑠𝑠𝑠𝑝𝑝 𝜃𝜃 𝑐𝑐𝑐𝑐𝑐𝑐 𝑞𝑞 𝜃𝜃 𝑑𝑑𝜃𝜃 = B ( , )= 2 2
2 2 2 p+q+2
Γ( )
0 2
Duplication Formula
1 √π
Γ(m)Γ (m + ) = 2m−1 Γ(2m)
2 2

10.11 References
1. A Text Book of Applied Mathematics Vol I - P. N. Wartikar and J. N.
Wartikar
2. Applied Mathematics II - P. N. Wartikar and J. N. Wartikar
3. Higher Engineering Mathematics - Dr. B. S. Grewal

❖❖❖❖❖❖

244
 Chapter 10: Differentiation Under the Integral Sign ( Duis ) & Error Functions

Unit 5

11
DIFFERENTIATION UNDER THE INTEGRAL
SIGN ( DUIS ) & ERROR FUNCTIONS
Unit Structure
11.0 OBJECTIVES
11.1 Introduction
11.2 Rule - I
11.3 Rule - II
11.4 Error Function:-Definition
11.5 Properties of Error Functions
11.6 Differentiation and Integration of Error function
11.7 Exercise
11.8 Summary
11.9 References

11.0 Objectives

After going through this unit, you will be able to:

• Understand the concept of Differential Under the integral sign ( DUIS) and
Error Functions

• Solve the problem based on Leibnitz’s Rule.

• Know the concept of Differentiation and Integration of Error Function.

11.1 Introduction

Not all integrals can be evaluated using analytical techniques, such as integration
by substitution, by parts or by partial fractions. People come up with different ways
of solving the integrals and DUIS is one of them. It is an effective technique used
𝑏𝑏
in evaluation of real definite integrals. When a definite integral 𝐼𝐼 = ∫𝑎𝑎 𝑓𝑓(𝑥𝑥, 𝛼𝛼 )𝑑𝑑𝑑𝑑,
which is to be integrated w.r.t. variable x and contains parameter , by using DUIS.

245
APPLIED MATHEMATICS

There are different rules when limits of integral are constants or functions of
parameter 𝛼𝛼 When DUIS technique is used , the definite integral evaluation results
into an ordinary differential equation, the solution of this equation results in the
evaluation of definite integral. The technique is very useful in Laplace Transform.
Error function integral is close to Probability Integral and is used in probability
distribution. Complementary error functions are involved in finding inverse
Laplace transforms of complicated functions.

11.2 Rule I : Integral With Limits ( a,b) as Constants

𝑏𝑏
If I(α) = ∫𝑎𝑎 𝑓𝑓(𝑥𝑥, 𝛼𝛼 )𝑑𝑑𝑑𝑑, Where a and b are constants , then
𝑏𝑏
dI 𝜕𝜕
= ∫ 𝑓𝑓(𝑥𝑥, 𝛼𝛼 )𝑑𝑑𝑑𝑑
dα 𝜕𝜕𝜕𝜕
𝑎𝑎

dI 𝐈𝐈((𝛼𝛼 + 𝛿𝛿𝛿𝛿) − 𝐼𝐼(𝛼𝛼)

𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏: = 𝐥𝐥𝐥𝐥𝐥𝐥
dα 𝛿𝛿𝛿𝛿→0 𝛿𝛿𝛿𝛿
𝑏𝑏 𝑏𝑏
𝟏𝟏
= 𝐥𝐥𝐥𝐥𝐥𝐥 [∫ 𝑓𝑓(𝑥𝑥, 𝛼𝛼 + 𝛿𝛿𝛿𝛿 )𝑑𝑑𝑑𝑑 − ∫ 𝑓𝑓(𝑥𝑥, 𝛼𝛼 )𝑑𝑑𝑑𝑑 ]
𝛿𝛿𝛿𝛿→0 𝛿𝛿𝛿𝛿
𝑎𝑎 𝑎𝑎

𝑏𝑏
𝟏𝟏
= 𝐥𝐥𝐥𝐥𝐥𝐥 ∫[𝑓𝑓(𝑥𝑥, 𝛼𝛼 + 𝛿𝛿𝛿𝛿 ) − 𝑓𝑓(𝑥𝑥, 𝛼𝛼 )]𝑑𝑑𝑑𝑑
𝛿𝛿𝛿𝛿→0 𝛿𝛿𝛿𝛿
𝑎𝑎

𝑏𝑏
𝑓𝑓(𝑥𝑥, 𝛼𝛼 + 𝛿𝛿𝛿𝛿 )– 𝑓𝑓(𝑥𝑥, 𝛼𝛼 )
= 𝐥𝐥𝐥𝐥𝐥𝐥 ∫[ ] 𝑑𝑑𝑑𝑑
𝛿𝛿𝛿𝛿→0 𝛿𝛿𝛿𝛿
𝑎𝑎

𝑏𝑏
𝑓𝑓(𝑥𝑥, 𝛼𝛼 + 𝛿𝛿𝛿𝛿 ) − 𝑓𝑓(𝑥𝑥, 𝛼𝛼 )
= ∫ 𝐥𝐥𝐥𝐥𝐥𝐥 [ ] 𝑑𝑑𝑑𝑑
𝛿𝛿𝛿𝛿→0 𝛿𝛿𝛿𝛿
𝑎𝑎

𝑏𝑏
dI 𝜕𝜕
∴ = ∫ 𝑓𝑓(𝑥𝑥, 𝛼𝛼 )𝑑𝑑𝑑𝑑 ( 𝑏𝑏𝑏𝑏 𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷 𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜𝑜 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑 )
dα 𝜕𝜕𝜕𝜕
𝑎𝑎

𝒃𝒃 𝒃𝒃
𝐝𝐝𝐝𝐝 𝝏𝝏
𝐑𝐑𝐑𝐑𝐑𝐑𝐑𝐑 − 𝐈𝐈 ∶ 𝐈𝐈𝐈𝐈 𝐈𝐈(𝛂𝛂) = ∫ 𝒇𝒇(𝒙𝒙, 𝜶𝜶 )𝒅𝒅𝒅𝒅 𝒕𝒕𝒕𝒕𝒕𝒕𝒕𝒕 = ∫ 𝒇𝒇(𝒙𝒙, 𝜶𝜶 )𝒅𝒅𝒅𝒅
𝐝𝐝𝐝𝐝 𝝏𝝏𝝏𝝏
𝒂𝒂 𝒂𝒂

It may be noted that if integral involves two parameters ‘x’ and ‘𝛼𝛼 ′ integration
is to be carried out w.r.t variable ‘x’ treating 𝛼𝛼 ′ as constant. Rule (I ) gives method
to differentiate integral w.r.t. parameter 𝛼𝛼

246
 Chapter 10: Differentiation Under the Integral Sign ( Duis ) & Error Functions

∞
𝑒𝑒 −𝑥𝑥
𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄: Evaluate ∫ (1 − 𝑒𝑒 −𝑎𝑎𝑎𝑎 )𝑑𝑑𝑑𝑑 ( 𝑎𝑎 > −1)
𝑥𝑥
0
∞
𝑒𝑒 −𝑥𝑥
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒: ϕ(a) = ∫ (1 − 𝑒𝑒 −𝑎𝑎𝑎𝑎 )𝑑𝑑𝑑𝑑
𝑥𝑥
0
∞
dϕ 𝜕𝜕 𝑒𝑒 −𝑥𝑥
Differentiating w. r. t. a, = ∫ [ (1 − 𝑒𝑒 −𝑎𝑎𝑎𝑎 )] 𝑑𝑑𝑑𝑑
da 𝜕𝜕𝜕𝜕 𝑥𝑥
0
∞
dϕ 𝑒𝑒 −𝑥𝑥
= ∫ (−𝑒𝑒 −𝑎𝑎𝑎𝑎 )(−𝑥𝑥) 𝑑𝑑𝑑𝑑
da 𝑥𝑥
0
∞
𝑒𝑒 −(𝑎𝑎+1)𝑥𝑥 𝑒𝑒 −∞ 𝑒𝑒 0
= [ ] = − ∵ a + 1 > 0 𝑖𝑖 . 𝑒𝑒. 𝑎𝑎
−(𝑎𝑎 + 1) 0 −(𝑎𝑎 + 1) −(𝑎𝑎 + 1)
> −1
1
= 𝟎𝟎 +
(𝑎𝑎 + 1)
𝑑𝑑𝑑𝑑
∴ dϕ =
(𝑎𝑎 + 1)
ϕ(𝑎𝑎) = log(𝑎𝑎 + 1) + C
To determine C, put 𝑎𝑎 = 0 ∴ ϕ(0) = 0 + C
∞
𝑒𝑒 −𝑥𝑥
But , ϕ(0) = ∫ (1 − 1)(−𝑥𝑥) 𝑑𝑑𝑑𝑑 = 0 ∴C=0
𝑥𝑥
0

𝐻𝐻𝐻𝐻𝐻𝐻𝐻𝐻𝐻𝐻, ϕ(𝑎𝑎) = log(𝑎𝑎 + 1)

1
𝑥𝑥 𝑎𝑎 − 1
𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 ∶ Prove that Evaluate ∫ 𝑑𝑑𝑑𝑑 = log( 1 + 𝑎𝑎) ; 𝑎𝑎 ≥ 0
log 𝑥𝑥
0
1
𝑥𝑥 𝑎𝑎 − 1
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒: Let ϕ(a) = ∫ 𝑑𝑑𝑑𝑑
log 𝑥𝑥
0
1
dϕ 𝜕𝜕 𝑥𝑥 𝑎𝑎 − 1
Differentiating w. r. t. a, = ∫ [ ] 𝑑𝑑𝑑𝑑
da 𝜕𝜕𝜕𝜕 log 𝑥𝑥
0
1
dϕ 1
= ∫ . 𝑥𝑥 𝑎𝑎 𝑙𝑙𝑙𝑙𝑙𝑙𝑙𝑙 . 𝑑𝑑𝑑𝑑
da log 𝑥𝑥
0

247
APPLIED MATHEMATICS

1 1
dϕ 𝑎𝑎
𝑥𝑥 𝑎𝑎+1
= ∫ 𝑥𝑥 𝑑𝑑𝑑𝑑 = [ ] ∵ 𝑎𝑎 ≥ 0
da 𝑎𝑎 + 1 0
0

.
1
∴ dϕ = 𝑑𝑑𝑑𝑑
(𝑎𝑎 + 1)
∴ ϕ(a) = log(𝑎𝑎 + 1) + 𝐶𝐶
To determine C, put 𝑎𝑎 = 0 ∴ ϕ(0) = 0 + C
1
𝑥𝑥 0 − 1
But , ϕ(0) = ∫ 𝑑𝑑𝑑𝑑 = 0 , ∴C=0
log 𝑥𝑥
0

𝐻𝐻𝐻𝐻𝐻𝐻𝐻𝐻𝐻𝐻, ϕ(𝑎𝑎) = log(𝑎𝑎 + 1)

∞
cos 𝜆𝜆𝜆𝜆 −𝑎𝑎𝑎𝑎
𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟑𝟑 ∶ Prove that ∫ (𝑒𝑒 − 𝑒𝑒 −𝑏𝑏𝑏𝑏 )𝑑𝑑𝑑𝑑
𝑥𝑥
0
1 𝑏𝑏 2 + 𝜆𝜆2
= log ( 2 ) ; 𝑎𝑎 > 0 , 𝑏𝑏 > 0
2 𝑎𝑎 + 𝜆𝜆2
∞
cos 𝜆𝜆𝜆𝜆 −𝑎𝑎𝑎𝑎
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒: Let ϕ(a) = ∫ (𝑒𝑒 − 𝑒𝑒 −𝑏𝑏𝑏𝑏 )𝑑𝑑𝑑𝑑
𝑥𝑥
0
∞
dϕ 𝜕𝜕 cos 𝜆𝜆𝜆𝜆 −𝑎𝑎𝑎𝑎
Differentiating w. r. t. a, = ∫ [ (𝑒𝑒 − 𝑒𝑒 −𝑏𝑏𝑏𝑏 )] 𝑑𝑑𝑑𝑑
da 𝜕𝜕𝜕𝜕 𝑥𝑥
0
∞ ∞
dϕ cos 𝜆𝜆𝜆𝜆 −𝑎𝑎𝑎𝑎
= ∫ [𝑒𝑒 (−𝑥𝑥) − 0]𝑑𝑑𝑑𝑑 = − ∫ 𝑒𝑒 −𝑎𝑎𝑎𝑎 cos 𝜆𝜆𝑥𝑥 𝑑𝑑𝑑𝑑
da 𝑥𝑥
0 0
∞
𝑒𝑒 −𝑎𝑎𝑎𝑎
= −[ 2 (−𝑎𝑎 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 + 𝜆𝜆 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠)]
𝑎𝑎 + 𝜆𝜆2 0

𝑒𝑒 𝑎𝑎𝑎𝑎
By Using , ∫ 𝑒𝑒 𝑎𝑎𝑎𝑎 cos 𝑏𝑏𝑏𝑏 𝑑𝑑𝑑𝑑 = (𝑎𝑎 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 + 𝑏𝑏 𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠)
𝑎𝑎2 + 𝑏𝑏 2
dϕ 𝑒𝑒 0 −𝑎𝑎
= − [0− 2 2
(−𝑎𝑎 + 0)] = 2
da 𝑎𝑎 + 𝜆𝜆 𝑎𝑎 + 𝜆𝜆2
−𝑎𝑎
dϕ = 𝑑𝑑𝑑𝑑
𝑎𝑎2
+ 𝜆𝜆2
−1 2𝑎𝑎
∴ ϕ(a) = ∫ 2 da
2 𝑎𝑎 + 𝜆𝜆2

248
 Chapter 10: Differentiation Under the Integral Sign ( Duis ) & Error Functions

−1
∴ ϕ(a) = [log (𝑎𝑎2 + 𝜆𝜆2 )] + C
2
−1
To determine C, put 𝑎𝑎 = b ∴ ϕ(b) = [log (𝑏𝑏 2 + 𝜆𝜆2 )] + C
2
∞
𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 −𝑏𝑏𝑏𝑏
ϕ(b) = ∫ (e − e−𝑏𝑏𝑏𝑏 ) 𝑑𝑑𝑑𝑑 + C = 0
0 𝑥𝑥
1
∴ C= log (𝑏𝑏 2 + 𝜆𝜆2 )
2
1 2 2
1 2 2
1 𝑏𝑏 2 + 𝜆𝜆2
∴ ϕ(a) = − log (𝑎𝑎 + 𝜆𝜆 ) + log (𝑏𝑏 + 𝜆𝜆 ) = log ( 2 )
2 2 2 𝑎𝑎 + 𝜆𝜆2
∞
𝑡𝑡𝑡𝑡𝑡𝑡−1 (𝑎𝑎𝑎𝑎) 𝜋𝜋
𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟒𝟒 ∶ Show that ∫ 2
. 𝑑𝑑𝑑𝑑 = log(1 + 𝑎𝑎 )
𝑥𝑥(1 + 𝑥𝑥 ) 2
0
∞
𝑡𝑡𝑡𝑡𝑡𝑡−1 (𝑎𝑎𝑎𝑎)
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒: Let ϕ(a) = ∫ . 𝑑𝑑𝑑𝑑
𝑥𝑥(1 + 𝑥𝑥 2 )
0
∞
dϕ 𝜕𝜕 𝑡𝑡𝑡𝑡𝑡𝑡−1 (𝑎𝑎𝑎𝑎)
Differentiating w. r. t. a, = ∫ [ ] 𝑑𝑑𝑑𝑑
da 𝜕𝜕𝜕𝜕 𝑥𝑥(1 + 𝑥𝑥 2 )
0
∞
dϕ 1. (𝑥𝑥) 1
= ∫ . 𝑑𝑑𝑑𝑑
da 𝟎𝟎 (1 + 𝑎𝑎2 𝑥𝑥 2 ) 𝑥𝑥(1 + 𝑥𝑥 2 )
∞
dϕ 𝑑𝑑𝑑𝑑
= ∫
da 𝟎𝟎 (1 + 𝑎𝑎2 𝑥𝑥 2 )(1 + 𝑥𝑥 2 )
1 1
∞
dϕ (1 − 1⁄𝑎𝑎2 2
= ∫ ( 2 2
+ 1 − 𝑎𝑎2 ) 𝑑𝑑𝑑𝑑
da 𝟎𝟎 1 + 𝑎𝑎 𝑥𝑥 1 + 𝑥𝑥

∞ ∞
dϕ 𝟏𝟏 𝑑𝑑𝑑𝑑 𝑎𝑎2
= [∫ – ∫ ] 𝑑𝑑𝑑𝑑
da 1 − 𝑎𝑎2 𝟎𝟎 1 + 𝑥𝑥 2 2 2
𝟎𝟎 1 + 𝑎𝑎 𝑥𝑥

dϕ 𝟏𝟏
= [𝑡𝑡𝑡𝑡𝑡𝑡−1 𝑥𝑥 − 𝑎𝑎 𝑡𝑡𝑡𝑡𝑡𝑡−1 (𝑎𝑎𝑎𝑎)]∞
𝟎𝟎 𝑑𝑑𝑑𝑑
da 1 − 𝑎𝑎2
1 𝜋𝜋 𝜋𝜋 𝜋𝜋 (1 − 𝑎𝑎) 𝜋𝜋 1
= [ − 𝑎𝑎. ] = = .
1 − 𝑎𝑎2 2 2 2 (1 − 𝑎𝑎)(1 + 𝑎𝑎) 2 (1 + 𝑎𝑎)

𝜋𝜋 𝑑𝑑𝑑𝑑 𝜋𝜋
dϕ = . ∴ ϕ(a) = log(1 + 𝑎𝑎) + 𝐶𝐶
2 (1 + 𝑎𝑎) 2

249
APPLIED MATHEMATICS

To determine C, we put a = 0 ∴ ϕ(0) = 𝐶𝐶

∞ 𝑡𝑡𝑡𝑡𝑡𝑡−1 (0)
∴ ϕ(0) = ∫ 𝑑𝑑𝑑𝑑 = 0 ∴ C = 0
0
𝑥𝑥(1 + 𝑥𝑥 2 )
𝜋𝜋
ϕ(a) = log(1 + 𝑎𝑎)
2
𝜋𝜋
𝑑𝑑𝑑𝑑
𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟓𝟓 ∶ Evaluate ∫ , 𝑎𝑎 > 0, |𝑏𝑏| < 𝑎𝑎 𝑎𝑎𝑎𝑎𝑎𝑎 𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑𝑑 𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓𝑓
𝑎𝑎 + 𝑏𝑏 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐
0

𝜋𝜋 𝜋𝜋
𝑑𝑑𝑑𝑑 𝜋𝜋𝜋𝜋 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 𝑑𝑑𝑑𝑑 −𝜋𝜋𝜋𝜋
∫ 2
= 2 ⁄
𝑎𝑎𝑎𝑎𝑎𝑎 ∫ 2
= 2
(𝑎𝑎 + 𝑏𝑏 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐) 2
(𝑎𝑎 − 𝑏𝑏 ) 3 2 (𝑎𝑎 + 𝑏𝑏 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐) (𝑎𝑎 − 𝑏𝑏 2 )3⁄2
0 0
𝜋𝜋
𝑑𝑑𝑑𝑑 𝑥𝑥 2𝑑𝑑𝑑𝑑 1 − 𝑡𝑡 2
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒: Let I= ∫ 𝑃𝑃𝑃𝑃𝑃𝑃 𝑡𝑡 = 𝑡𝑡𝑡𝑡𝑡𝑡 , 𝑑𝑑𝑑𝑑 = , 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 =
𝑎𝑎 + 𝑏𝑏 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 2 1 + 𝑡𝑡 2 1 + 𝑡𝑡 2
0

x 0 π
t 0 ∞
∞ 2𝑑𝑑𝑑𝑑 ∞
1 + 𝑡𝑡 2 𝑑𝑑𝑑𝑑
I= ∫ = 2 ∫
1 − 𝑡𝑡 2 2
0 𝑎𝑎 + 𝑎𝑎𝑡𝑡 + 𝑏𝑏 + 𝑏𝑏𝑡𝑡
2
0 𝑎𝑎 + 𝑏𝑏 2
1 + 𝑡𝑡
∞ ∞
𝑑𝑑𝑑𝑑 2 𝑑𝑑𝑑𝑑
= 2∫ = ∫
0 (𝑎𝑎 + 𝑏𝑏) + (𝑎𝑎 − 𝑏𝑏)𝑡𝑡
2 (𝑎𝑎 − 𝑏𝑏) 0 (𝑎𝑎 + 𝑏𝑏)
+ 𝑡𝑡 2
(𝑎𝑎 − 𝑏𝑏)
∞

2 1 𝑎𝑎 − 𝑏𝑏
= 𝑡𝑡𝑡𝑡𝑡𝑡−1 (√ 𝑡𝑡)
(𝑎𝑎 − 𝑏𝑏) 𝑎𝑎 + 𝑏𝑏 𝑎𝑎 + 𝑏𝑏
√
[ 𝑎𝑎 − 𝑏𝑏 ]0
2 2 𝜋𝜋
= ( 𝑡𝑡𝑡𝑡𝑡𝑡−1 ∞ − 𝑡𝑡𝑡𝑡𝑡𝑡−1 0) =
√𝑎𝑎2 − 𝑏𝑏 2 √𝑎𝑎2 − 𝑏𝑏 2 2
𝜋𝜋
𝑑𝑑𝑑𝑑 𝜋𝜋
∴ ∫ = − − − − − − − − − − − − − (1)
𝑎𝑎 + 𝑏𝑏 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 √𝑎𝑎2 − 𝑏𝑏 2
0

Differentiating (1) both sides w.r.t. a

𝜋𝜋
𝜕𝜕 1 𝜋𝜋 2
∫ [ ] 𝑑𝑑𝑑𝑑 = (𝑎𝑎 − 𝑏𝑏 2 )3⁄2 .2𝑎𝑎
𝜕𝜕𝜕𝜕 𝑎𝑎 + 𝑏𝑏 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 2
0
𝜋𝜋
1
∫− 𝑑𝑑𝑑𝑑 = −𝜋𝜋𝜋𝜋 (𝑎𝑎2 − 𝑏𝑏 2 )3⁄2
(𝑎𝑎 + 𝑏𝑏𝑏𝑏𝑏𝑏𝑏𝑏𝑏𝑏)2
0

250
 Chapter 10: Differentiation Under the Integral Sign ( Duis ) & Error Functions

𝜋𝜋
1 𝜋𝜋𝜋𝜋
∴ ∫ 𝑑𝑑𝑑𝑑 = 2 − − − − − − − − − − − − − (2)
(𝑎𝑎 + 𝑏𝑏𝑏𝑏𝑏𝑏𝑏𝑏𝑏𝑏)2 (𝑎𝑎 − 𝑏𝑏 2 )3⁄2
0
Differentiating (1) both sides w.r.t. b
𝜋𝜋
𝜕𝜕 1 𝜋𝜋 2
∫ [ ] 𝑑𝑑𝑑𝑑 = (𝑎𝑎 − 𝑏𝑏 2 )3⁄2 . (−2𝑏𝑏)
𝜕𝜕𝜕𝜕 𝑎𝑎 + 𝑏𝑏 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 2
0
𝜋𝜋
−1. 𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 𝜋𝜋𝜋𝜋
∫ 𝑑𝑑𝑑𝑑 = 2
(𝑎𝑎 + 𝑏𝑏𝑏𝑏𝑏𝑏𝑏𝑏𝑏𝑏) 2 (𝑎𝑎 − 𝑏𝑏 2 )3⁄2
0
𝜋𝜋
𝑐𝑐𝑐𝑐𝑐𝑐𝑐𝑐 −𝜋𝜋𝜋𝜋
𝑖𝑖. 𝑒𝑒. ∫ 𝑑𝑑𝑑𝑑 = 2 − − − − − − − − − (3)
(𝑎𝑎 + 𝑏𝑏𝑏𝑏𝑏𝑏𝑏𝑏𝑏𝑏) 2 (𝑎𝑎 − 𝑏𝑏 2 )3⁄2
0
Hence (1), (2) , (3) are the required results.

11.3 Rule – II Integral With Limits as Functions of the Parameter

: Leibnintz’s Rule
If I(α )
b(𝛼𝛼)

= ∫ 𝑓𝑓(𝑥𝑥, 𝛼𝛼)𝑑𝑑𝑑𝑑, where a and bare functions of the parameter 𝛼𝛼 , 𝑡𝑡ℎ𝑒𝑒𝑒𝑒 ,

a(𝛼𝛼)
b(α)
dI ∂ db da
= ∫ {f(x, α)}dx + f(b, α) − f(a, α)
dα ∂α dα dα
a(α)

𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏: Since the parameter α enters into the function I( α)due to the interal
f(x, α)and due to the limits a, b which are functions of α, we express this by
denoting I( α)as I( α) = ϕ( α, b, a), from the below tree diagram, we get

α b a

α
dI ∂I ∂I db ∂I da
= (I) + + − − − − − − − − − − − − − (I)
dα ∂α ∂b dα ∂a dα

251
APPLIED MATHEMATICS

b(𝛼𝛼)
∂I
Now, I(α) = ∫ 𝑓𝑓(𝑥𝑥, 𝛼𝛼)𝑑𝑑𝑑𝑑 𝐵𝐵𝐵𝐵 𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢𝑢 𝑅𝑅𝑅𝑅𝑅𝑅𝑅𝑅 𝐼𝐼, (I)
∂α
a(𝛼𝛼)

is obtained by treating a, b as constants,

b(𝛼𝛼)
∂I ∂
We have, = ∫ 𝑓𝑓(𝑥𝑥, 𝛼𝛼)𝑑𝑑𝑑𝑑 − − − − − − − − − − − − − − − −(II)
∂α ∂α
a(𝛼𝛼)

(x, α),
Let the definite integral be representd as ∫ f(x, α)dx = ψ

∂
i. e. [ ψ (x, α)] = f(x, α) − − − − − − − − − − − − − − − − − (III)
∂x
Hence ϕ( α, b, a) = I(α)
b(𝛼𝛼)
b(𝛼𝛼)
= ∫ 𝑓𝑓(𝑥𝑥, 𝛼𝛼)𝑑𝑑𝑑𝑑 = [ ψ (x, α)]a(𝛼𝛼) = ψ (b, α) − ψ (a, α) − −
a(𝛼𝛼)
− − − − − − − − − − − − − − − − − − − − − −(𝐼𝐼𝐼𝐼)
Hence from IV , we get ,
∂I ∂ϕ ∂
= = ψ (b, α) = f(b, α) (from III) − − − − − − − − − (V)
∂b ∂b ∂b
∂I ∂ϕ ∂
= = − ψ (a, α) = −f(a, α) (from III) − − − − − − − (VI)
∂a ∂a ∂b
Hence substituting from equations (II), (V), (VI)in (I)we get
b(α) b(α)
dI d ∂ db da
𝐑𝐑𝐑𝐑𝐑𝐑𝐑𝐑 𝐈𝐈𝐈𝐈: = ∫ f(x, α)dx = ∫ f(x, α)dx + f(b, α) − f(a, α)
dα dα ∂a dα dα
a(α) a(α)

𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟏𝟏
∶ Verify the rule of differentiation under integral sign for the integral
a2

∫ log( 𝑎𝑎𝑎𝑎)𝑑𝑑𝑑𝑑
a

a2

𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 ∶ ϕ(a) = ∫ log( ax)dx

a

252
 Chapter 10: Differentiation Under the Integral Sign ( Duis ) & Error Functions

a2
dϕ ∂ d d
= ∫ log( ax)dx + { (a2 )} log(a. a2 ) − { (a)} . log a2
da ∂a da da
a
a2
1
= ∫ . x. dx + 2𝑎𝑎. log(a3 ) − 2 log a
ax
a
2
1 a
= [ x] + 6a. log(a) − 2 log a
a a
1
= (a2 − a) + 6a. log(a) − 2 log a
a
= (a − 1) + 6a. log(a) − 2 log a − − − − − − − − − − − − − − − −(1)
a2 a2
2 1
ϕ(a) = ∫ log(ax) . 1. dx = [log(ax) . x]aa − ∫ . a. x. dx
ax
a a
2 3 2 2
= a log a − a log a − [x]aa = 3a log a − 2a log a − ( a2 − a)
2

dϕ 1 1
= 6a log a + 3 a2 . − 2 log a − 2a . − ( 2a − 1)
da a a
dϕ
= 6a log a − 2 log a + a − 1 − − − − − − − − − − − − − − − (2)
da
From (1)and (2)the rule is verified
π⁄2a
sin ax
𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟐𝟐 ∶ 𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 𝐭𝐭𝐭𝐭𝐭𝐭𝐭𝐭 ϕ (a) = ∫ dx is independent of a
x
π⁄6a

𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 ∶ To show that ϕ (a)

π⁄2a
sin ax
= ∫ dx is independent of a, we find ϕ′ (a)Using DUIS RuleII
x
π⁄6a
π⁄2a π
dϕ ∂ sin ax d π sin (a (2a))
= ∫ ( ) dx + { ( )} . π
da ∂a x da 2a ( )
π⁄6a 2a
π
d π sin (a (6a))
− { ( )} .
da 6a
π
(6a)

π⁄2a
dϕ cos ax. x. dx π 1 π 1⁄2
= ∫ + (− 2 ) . − ( 2) .
da x 2a (π⁄2a) 6a (π⁄6a)
π⁄6a

253
APPLIED MATHEMATICS

sin ax π⁄2a 1 1 1 π π 1 1
= [ ] − + = [sin − sin ] − +
a π⁄6a a 2a a 2 6 a 2a
1 1 1 1
= − + − =0
a 2a 2a a
dϕ
Thus , = 0 implies that ϕ(a) independent of a
da
𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟑𝟑:
Verify the rule of differentiation under integral sign for the integral
a2
x
∫ tan−1 dx
a
0

a2
x
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 ∶ ϕ(a) = ∫ tan−1 dx
a
0

a2
′ (a)
∂ −1
x d 2 a2 d
ϕ = ∫ (tan ) dx + { (a )} tan ( ) − { (0)} tan−1 (0)
−1
∂a a da a dx
0

a2 a2
x 1 x
= ∫ 2 ( 2 ) dx + 2a tan−1 (a) = − ∫ 2 dx + 2a tan−1 (a)
x a a + x2
0 1+ 2 0
a
a2
1 2x . dx 1 2
= − ∫ 2 2
+ 2a tan−1 a = − [log(a2 + x 2 )]a0 2a tan−1 a
2 a +x 2
0

1
= − [log(a2 + a4 ) − log a2 ] + 2a tan−1 a
2
1 a2 (1 + a2 )
= − log + 2a tan−1 a
2 a2
1
∴ ϕ′ (a) = − log(1 + a2 ) + 2a tan−1 a − − − − − − − − − − − (1)
2
Next by integration by parts
a2
x
ϕ (a) = ∫ tan−1 ( ) . 1. dx
a
0

254
 Chapter 10: Differentiation Under the Integral Sign ( Duis ) & Error Functions

a2
x a2 1 1
−1
= [tan ( ) (x)] − ∫ . . x. dx
a 0 x2 a
0 1+
a2
a2
x dx a 2
= a2 tan−1 a − 0 − a ∫ = a2 tan−1 a − [log(a2 + x 2 )]a0
a2 + x 2 2
0

2
a a2 (1 + a2 )
−1 2 −1
a
= a tan a − log = a tan a − log( 1 + a2 )
2 a2 2
a
ϕ (a) = a2 tan−1 a − log( 1 + a2 )
2
1 1 a 2a
∴ ϕ′ (a) = 2a tan−1 a + a2 . − log(1 + a 2)
− ( )
1 + a2 2 2 1 + a2
1
∴ ϕ′ (a) = 2a tan−1 a − log(1 + a2 ) = − − − − − − − − − − − − −(2)
2
From (1)and (2)the rule of differentiation under integral sign or
the interal is verified.
x
d2 y
𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟒𝟒: If y = ∫ f(t) sin a (x − t)dt , show that + a2 y = a f(x) dx
dx 2
0
x

𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 ∶ y = ∫ f(t) sin a (x − t)dt ,

0
Differentiating w. r. t. x,
x
dy ∂ d d
= ∫ [f(t) sin a (x − t)] dt + { (x)} f(x) sin 0 − { (0)} f(0) sin 0
dx ∂x dx dx
0
x

= ∫ a f(t) cos a (x − t)] dt + 0 − 0

0
Again differentiating w. r. t. x,
x
d2 y ∂ d
= ∫ [a f(t) cos a (x − t)] dt + [ (x)] a f(x) cos 0
dx 2 ∂x dx
0
d
− (0). a f(0). cos 0
dx
x
d2 y
= ∫ a f(t)( − sin a (x − t)) . a . dt + a . f(x) − 0
dx 2
0

255
APPLIED MATHEMATICS

x
d2 y
= −a2 ∫ f(t) sin a (x − t)dt + a . f(x) = − a2 y + a f(x)
dx 2
0

d2 y
+ a2 y = a f(x)
dx 2

11.4 Error Function:-Definition

𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃: Error function x is defined as

x
2 2
∫ e−u du and is denoted by erf(x) .
√π
0

We write 𝐞𝐞𝐞𝐞𝐞𝐞(𝐱𝐱)
𝐱𝐱
𝟐𝟐 𝟐𝟐
= ∫ 𝐞𝐞−𝐮𝐮 𝐝𝐝𝐝𝐝 − − − − − − − − − −(𝟏𝟏)
√𝛑𝛑
𝟎𝟎

This function or integral is also called Error Function integral or Probability

integral and is encounterd in many branches of Mathematics,
Physics or Engineering.
𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂 𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅:
Complementary error function x is defined
∞
2 2
as ∫ e−u du and is denoted by erfc(x).
√π
x

We write 𝐞𝐞𝐫𝐫𝐟𝐟 𝐜𝐜(𝐱𝐱)

∞
𝟐𝟐 𝟐𝟐
= ∫ 𝐞𝐞−𝐮𝐮 𝐝𝐝𝐝𝐝 − − − − − − − − − −(𝟐𝟐)
√𝛑𝛑
𝐱𝐱

𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀 𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃 𝐨𝐨𝐨𝐨 𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅: In integral of (1),

dt
if we put u2 = t, 2udu = dt or du = ;
2√t
u 0 x
t 0 x2
x2 x2
2 dt 1
erf(x) = ∫ e−t = ∫ e−t t −1⁄2 dt
√π 2√t √π
0 0

256
 Chapter 10: Differentiation Under the Integral Sign ( Duis ) & Error Functions

𝐱𝐱 𝟐𝟐
𝟏𝟏
𝐞𝐞𝐞𝐞𝐞𝐞(𝐱𝐱) = ∫ 𝐞𝐞−𝐭𝐭 𝐭𝐭 −𝟏𝟏⁄𝟐𝟐 𝐝𝐝𝐝𝐝 − − − − − − − − − − − − − − − (𝟑𝟑)
√𝛑𝛑
𝟎𝟎

This is also considered as definition of Error function x and

either (1) or (3) used for erf(x) according to the need of the problem
11.5 Properties of Error Functions
∞
2 2
𝟏𝟏. erf(∞) = ∫ e−u du − − − − − − − − − − − − ( Put u2 = y )
√π
0
∞ ∞
2 1 1
= ∫ e−y y −1⁄2 dy = ∫ e−y y −1⁄2 dy
√π 2 √π
0 0

1
= √π = 1
√π
𝐞𝐞𝐞𝐞𝐞𝐞(∞) = 𝟏𝟏 − − − − − − − − − −(𝟒𝟒)
𝐞𝐞𝐞𝐞𝐞𝐞(∞) = 𝟏𝟏
0
2 2
𝟐𝟐. erf(0) = ∫ e−u du = 0
√π
0

𝐞𝐞𝐞𝐞𝐞𝐞(𝟎𝟎) = 𝟎𝟎 − − − − − − − − − −(𝟓𝟓)
𝐞𝐞𝐞𝐞𝐞𝐞(𝟎𝟎) = 𝟎𝟎
x ∞ ∞
2 −u2 −u2
2 2
𝟑𝟑. erf(x) + erfc(x) = [∫ e du + ∫ e du ] = [∫ e−u du ]
√π √π
0 x 0
= erf(∞) = 1
𝐞𝐞𝐞𝐞𝐞𝐞(𝐱𝐱) + 𝐞𝐞𝐞𝐞𝐞𝐞𝐞𝐞(𝐱𝐱) = 𝟏𝟏 − − − − − − − − − (𝟔𝟔)
𝐞𝐞𝐞𝐞𝐞𝐞(𝐱𝐱) + 𝐞𝐞𝐞𝐞𝐞𝐞𝐞𝐞(𝐱𝐱) = 𝟏𝟏
𝟒𝟒 . 𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅 𝐢𝐢𝐢𝐢 𝐚𝐚𝐚𝐚 𝐨𝐨𝐨𝐨𝐨𝐨 𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟 ∶ 𝐞𝐞𝐞𝐞𝐞𝐞(−𝐱𝐱) = − 𝐞𝐞𝐞𝐞𝐞𝐞(𝐱𝐱)

x
2 2
𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏: erf(x) = [∫ e−u du ] − − − − − − − −Replace x by − x
√π
0
−x
2 2
∴ erf(−x) = [∫ e−u du ] put u = −y ; du = −dy
√π
0

257
APPLIED MATHEMATICS

u 0 -x
y 0 0
x x
2 −y2
2 2
∴ erf(−x) = [∫ e (−dy) ] = ∫ e−y (−dy)
√π √π
0 0

𝐞𝐞𝐞𝐞𝐞𝐞(−𝐱𝐱) = − 𝐞𝐞𝐞𝐞𝐞𝐞(𝐱𝐱) − − − − − − − − − (𝟕𝟕)

𝐞𝐞𝐞𝐞𝐞𝐞(−𝐱𝐱) = − 𝐞𝐞𝐞𝐞𝐞𝐞(𝐱𝐱)
𝟓𝟓 . 𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝐟𝐟𝐟𝐟𝐟𝐟 𝐞𝐞𝐞𝐞𝐞𝐞(𝐱𝐱)𝐢𝐢𝐢𝐢 𝐬𝐬𝐬𝐬𝐬𝐬𝐬𝐬𝐬𝐬𝐬𝐬 ∶
x
2 2
𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏: erf(x) = ∫ e−u du
√π
0

−t
t 0 t1 t 2 t 3 t2 t3
SInce e = − + − … … … … … . . = 1 − t + − … … … … … ..
0! 1! 2! 3! 2! 3!
x
2 u4 u6
∴ erf(x) = ∫ [1 − u2 + − + … … ] du ( By putting t
√π 2! 3!
0
= −u2 in e−t )
x
u3 u5 u7
2
= [u − + − + ……]
√π 3 10 42 0

2 x3 x5 x7
𝐞𝐞𝐞𝐞𝐞𝐞(𝐱𝐱) = [x − + − + ……] − − − − − − − − − (𝟖𝟖)
√π 3 10 42

𝐱𝐱 𝟑𝟑 𝐱𝐱 𝟓𝟓 𝐱𝐱 𝟕𝟕
𝟐𝟐
𝐞𝐞𝐞𝐞𝐞𝐞(𝐱𝐱) = [𝐱𝐱 − + − + ……]
√𝛑𝛑 𝟑𝟑 𝟏𝟏𝟏𝟏 𝟒𝟒𝟒𝟒

This series is uniformly convergent and hence erf(x) is a continuous function

of x. Values of erf(x) can be tabulated using above series.
𝟔𝟔 . 𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀 𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝𝐝 𝐨𝐨𝐨𝐨 𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂 𝐞𝐞𝐞𝐞𝐞𝐞𝐞𝐞𝐞𝐞 𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟𝐟 ∶
∞
1
By Result erf(∞) = 1 , erf(∞) = ∫ e−t t −1⁄2 dt = 1
√π
0

x2 ∞
1 −t −1⁄2
This can be rewritten as , {∫ e t dt + ∫ e−t t −1⁄2 dt } = 1
√π
0 x2

258
 Chapter 10: Differentiation Under the Integral Sign ( Duis ) & Error Functions

x2 ∞
1 1
∫ e−t t −1⁄2 dt + ∫ e−t t −1⁄2 dt
√π √π
0 x2
=1 − − − − − − − − − − − (𝟗𝟗)
∞
1
Here first integral on L. H. S. of (9)is erf(x) and second integral ∫ e−t t −1⁄2 dt is defined as
√π
x2

complementary error function x or written as erfc(x).

∞
1
∴ erfc(x) ∫ e−t t −1⁄2 dt − − − − − − − − − − − − − − − − − −
√π
x2
− (𝟏𝟏𝟏𝟏)
∞
𝟏𝟏
𝐞𝐞𝐞𝐞𝐞𝐞𝐞𝐞(𝐱𝐱) ∫ 𝐞𝐞−𝐭𝐭 𝐭𝐭 −𝟏𝟏⁄𝟐𝟐 𝐝𝐝𝐝𝐝
√𝛑𝛑
𝐱𝐱 𝟐𝟐

Thus from (9), we note that , erf(x) + erfc(x) = 1

11.6 Differentiation and Integration of Error function

Differentiation of Error function:

x
2 2
erf(x) = ∫ e−u du
√π
0
ax
2 2
erf(ax) = ∫ e−u du
√π
0

Using second rule of differentitaion under the integral sign, and noting
that integration is w. r. t. u and differentiation is carreid out w. r. t. x.
ax
d 2 ∂ −u2 d 2 2 d
erf(ax) = [∫ e du + { (ax)} e−a x − { (0)} e−0 ]
dx √π ∂x dx dx
0
2 x2
d 2 2 2 2a. e−a
erf(ax) = [0 + a. e−a x − 0] =
dx √π √π
𝟐𝟐 𝐱𝐱 𝟐𝟐
𝐝𝐝 𝟐𝟐𝟐𝟐. 𝐞𝐞−𝐚𝐚
𝐞𝐞𝐞𝐞𝐞𝐞(𝐚𝐚𝐚𝐚) = = − − − − − − − − − − − − − − − − − −(𝟏𝟏𝟏𝟏)
𝐝𝐝𝐝𝐝 √𝛑𝛑

259
APPLIED MATHEMATICS

𝟐𝟐 𝐱𝐱 𝟐𝟐
𝐝𝐝 𝟐𝟐𝟐𝟐. 𝐞𝐞−𝐚𝐚
𝐞𝐞𝐞𝐞𝐞𝐞(𝐚𝐚𝐚𝐚) = =
𝐝𝐝𝐝𝐝 √𝛑𝛑
Integration of Error function:
t t

∫ erf(ax) dx = ∫ 1. erf(ax)dx
0 0

Integrating by parts treating unity as second function

and erf(ax) as first function
t
d
= [erf(ax). x]t0 − ∫ erf(ax). x. dx
dx
0
t 2 x2 2 x2
2a. e−a d 2a. e−a
= t . erf(at) − 0 − ∫ . x. dx (∵ erf(ax) = = )
√π dx √π
0
t
1 1 2 2
= t . erf(at) + . ∫ e−a x (−2a2 x dx )
√π a
0

1 2 x2 t
= t . erf(at) + [e−a ]0
a√π
1 2 t2 1 2 t2 1
= t . erf(at) + (e−a − 1) = t . erf(at) + e−a −
a√π a√π a√π
t

∴ ∫ erf(ax) dx
0
1 2 t2 1
= t . erf(at) + e−a − − − − − − − − − − (𝟏𝟏𝟏𝟏)
a√π a√π
𝐭𝐭
𝟏𝟏 𝟐𝟐 𝐭𝐭 𝟐𝟐 𝟏𝟏
∫ 𝐞𝐞𝐞𝐞𝐞𝐞(𝐚𝐚𝐚𝐚) 𝐝𝐝𝐝𝐝 = 𝐭𝐭 . 𝐞𝐞𝐞𝐞𝐞𝐞(𝐚𝐚𝐚𝐚) + 𝐞𝐞−𝐚𝐚 −
𝐚𝐚√𝛑𝛑 𝐚𝐚√𝛑𝛑
𝟎𝟎
t t

𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟏𝟏: Show that ∫ erf(ax) dx + ∫ erf c(ax) dx = t

0 0
t t

𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒: ∫ erf(ax) dx + ∫ erf c(ax) dx

0 0

260
 Chapter 10: Differentiation Under the Integral Sign ( Duis ) & Error Functions

= ∫ [erf(ax) + erf c(ax) ] dx

0
t

= ∫(1). dx = [x]t0 = t { ∵ erf(ax) + erfc(ax) = 1 }

0

𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟐𝟐: Prove that erfc(−x) + erfc(x) = 2

𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 ∶ We have erf(x) + erfc(x) = 1 , Let replace x by − x
erf(−x) + erfc(−x) = 1
erf(−x) + erfc(−x) = 1
− erf(x) + erfc(−x) = 1 { ∵ erf(−x) = − erf(x) }

erfc(−x) = 1 + erf(x)
erfc(−x) + erfc(x) = 1 + erf (x) + erfc(x)
erfc(−x) + erfc(x) = 1 + 1 = 2
1 d 1 d
𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟑𝟑 ∶ Prove that erfc(ax) = − erf (ax)
x da a dx
∞
2 2
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 ∶ erf c(ax) = ∫ e−u du
√π
ax
∞
d 2 ∂ 2 d d 2 2
erf c(ax) = { ∫ ( e−u ). du + (∞). e−∞ − (ax). e−a x }
da √π ∂a da da
ax
2 x2
2 −a2 x2
2xe−a
= {0 + 0 − xe }= −
√π √π
1 d 2 2 x2
erf c(ax) = − e−a − − − − − − − − − − − − − (1)
x da √π
ax
d 2 ∂ 2 d 2 2 d
erf(ax) = { ∫ ( e−u ). du + (ax). e−a x − (0). e0 }
dx √π ∂x da dx
0
2 x2
2 −a2 x2
2ae−a
= {0 + a. e − 0} =
√π √π
1 d 2 2 x2
− erf(ax) = − e−a − − − − − − − − − − − − − −(2)
a dx √π

261
APPLIED MATHEMATICS

1 d 1 d
From (1)and (2), it is prove that erfc(ax) = − erf (ax)
x da a dx

b 2 √π
𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟒𝟒: Show that ∫a e−x dx = [ erf(b) − erf(a) ]
2
x
2 2
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 ∶ By definition erf(x) = ∫ e−u du
√π
0
∞
2 2
if x = ∞ , then, erf(∞) = ∫ e−u du
√π
0
∞
2 2
∴ 1 = ∫ e−x dx { ∵ erf(∞) = 1}
√π
0

Assuming that b > a, we can write ,

a b ∞
2 −x2 −x2 2
1 = {∫ e dx + ∫ e dx + ∫ e−x dx }
√π
0 a b

a b ∞
2 −x2
2 −x2
2 2
1 = ∫ e dx + ∫ e dx + ∫ e−x dx
√π √π √π
0 a b

b
2 2
1 = erf(a) + ∫ e−x dx + erfc(b)
√π
a

b
2 2
1 − erfc(b) = erf(a) + ∫ e−x dx
√π
a

b
2 2
erf(b) − erf(a) = ∫ e−x dx { ∵ erf(b) + erfc(b) = 1}
√π
a

b
2 √π
∫ e−x dx = [ erf(b) − erf(a)]
2
a
∞
2 −2bx √π b2
𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟓𝟓: Show that ∫ e−x dx = . e [ 1 − erf(b) ]
2
0

262
 Chapter 10: Differentiation Under the Integral Sign ( Duis ) & Error Functions

∞ ∞ ∞
−x2 −2bx −x2 −2bx−b2 +b2 b2 2
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 ∶ I = ∫ e dx = ∫ e dx = e ∫ e−(x+b) dx
0 0 0

put x + b = u , dx = du
x 0 ∞
u b ∞
∞ ∞
b2 −u2 b2 √π 2 2
I= e ∫ e du = e . ∫ e−u du
2 √π
b b

√π b2 √π b2
= e . erfc(b) = e [1 − erf(b)]
2 2
x
2 t2
𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝟔𝟔: If α(x) = √ ∫ e−2 dt show that erf(x) = α[x√2]
π
0

x
2 t2
𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒𝐒 ∶ α(x) = √ ∫ e dt
−2
π
0

x√2
2 t2
∴ α(x√2) = √ ∫ e dt
−2
π
0

2u du 2u du
put t 2 = 2u2 , 2t dt = 4u du , dt = = = √2 du
t √2 . u
t 0 x√2
u 0 x
x
2 2
= √ ∫ e−u √2. du
π
0
x
2 2
= ∫ e−u √2. du = erf (x)
√π
0

263
APPLIED MATHEMATICS

11.7 Exercise
1
𝑥𝑥 𝑎𝑎 − 𝑥𝑥 𝑏𝑏 𝑎𝑎 + 1
1. Prove that ∫ 𝑑𝑑𝑑𝑑 = log ( ) ; 𝑎𝑎 > 0, 𝑏𝑏 > 0
log 𝑥𝑥 𝑏𝑏 + 1
0
∞
∞
𝑠𝑠𝑠𝑠𝑠𝑠𝑠𝑠 π 1 − cos 𝑎𝑎𝑎𝑎
2. Assuming that ∫ 𝑑𝑑𝑑𝑑 = , evaluate ∫ 𝑑𝑑𝑑𝑑
0 𝑥𝑥 2 𝑥𝑥 2
0
∞
𝑒𝑒 −𝑎𝑎𝑎𝑎 − 𝑒𝑒 −𝑏𝑏𝑏𝑏 𝑏𝑏
3. Prove that ∫ 𝑑𝑑𝑑𝑑 = log ( ) ; 𝑎𝑎 > 0 , 𝑏𝑏 > 0
𝑥𝑥 𝑎𝑎
0

1
𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇: ϕ′ (a) = − ∴ ϕ(a) = − log a + C, Put a = b, C = log b
a
∞ ∞
𝑒𝑒 −𝑎𝑎𝑎𝑎 sin 𝑥𝑥 −1
sin 𝑥𝑥 𝜋𝜋
4. Prove that ∫ 𝑑𝑑𝑑𝑑 = 𝑐𝑐𝑐𝑐𝑐𝑐 𝑎𝑎. 𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷𝐷 𝑡𝑡ℎ𝑎𝑎𝑎𝑎 ∫ 𝑑𝑑𝑑𝑑 =
𝑥𝑥 2 𝑥𝑥 2
0 0
∞
1 − cos 𝑎𝑎𝑎𝑎 𝜋𝜋𝜋𝜋
5. Prove that ∫ 𝑑𝑑𝑑𝑑 =
𝑥𝑥 2 2
0
x
2
d3 f
6. If f(x) = ∫(x − t) G(t)dt then show that − 2 G(x) = 0
dx 3
a
x x
′ (x) ′′(x)
𝐇𝐇𝐇𝐇𝐇𝐇𝐇𝐇: Here x is a parameter , f = ∫(2)(x − t)G(t)dt , f = ∫ G(t)dt
a a
x
∂ dx da
f ′′′ (x) = 2 [∫ G(t)dt + { } G(x) − { } G(a) ]
∂x dx dx
a

t2
2 dF 1 5 3
7. If F(t) = ∫ etx dx, then show that = [5t 2 et − 3tet − F(t)]
dt 2t
t

1⁄a
d
8. Show that . ∫ cos ax 2 dx
da
√a
1⁄a
1 1 1
= − ∫ x 2 . sin ax 2 dx – 2
cos − cos a2
a a 2√a
√a

264
 Chapter 10: Differentiation Under the Integral Sign ( Duis ) & Error Functions

a2
sin ax dϕ
9. If ϕ(a) = ∫ dx , find
x da
a

10. Verify the rule of differntiation under interal sign

a2
1
for the integral ∫ dx
x+a
a

11. Find erf(0) , erf(∞) , erfc(0)

d
12. erfc(ax n )
dx
d
13. erfc(√x)
dx
∞
2 √π
14. Show that ∫ e−(x+a) dx = [1 − erf(a)]
0 2

15. Define erf(x) , erfc(x), erf(√t ), erfc(√t).

11.8 Summary
𝒃𝒃 𝒃𝒃
𝐝𝐝𝐝𝐝 𝝏𝝏
𝐑𝐑𝐑𝐑𝐑𝐑𝐑𝐑 − 𝐈𝐈 ∶ 𝐈𝐈𝐈𝐈 𝐈𝐈(𝛂𝛂) = ∫ 𝒇𝒇(𝒙𝒙, 𝜶𝜶 )𝒅𝒅𝒅𝒅 𝒕𝒕𝒕𝒕𝒕𝒕𝒕𝒕 = ∫ 𝒇𝒇(𝒙𝒙, 𝜶𝜶 )𝒅𝒅𝒅𝒅
𝐝𝐝𝐝𝐝 𝝏𝝏𝝏𝝏
𝒂𝒂 𝒂𝒂

b(α)
dI d
𝐑𝐑𝐑𝐑𝐑𝐑𝐑𝐑 − 𝐈𝐈𝐈𝐈: (𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋𝐋 ′ 𝐬𝐬 𝐑𝐑𝐑𝐑𝐑𝐑𝐑𝐑) = ∫ f(x, α)dx
dα dα
a(α)
b(α)
∂ db da
= ∫ f(x, α)dx + f(b, α) − f(a, α)
∂a dα dα
a(α)
x
2 2
𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅 ∶ erf(x) = ∫ e−u du
√π
0
∞
2 2
𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂𝐂 𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅 ∶ erf c(x) = ∫ e−u du
√π
x

x2
1
𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀𝐀 𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃𝐃 𝐨𝐨𝐨𝐨 𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅 ∶ erf(x) = ∫ e−t t −1⁄2 dt
√π
0

265
APPLIED MATHEMATICS

𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏𝐏 𝐨𝐨𝐨𝐨 𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄𝐄 𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅𝐅 ∶

𝐞𝐞𝐞𝐞𝐞𝐞(∞) = 𝟏𝟏
𝐞𝐞𝐞𝐞𝐞𝐞(𝟎𝟎) = 𝟎𝟎
𝐞𝐞𝐞𝐞𝐞𝐞(𝐱𝐱) + 𝐞𝐞𝐞𝐞𝐞𝐞𝐞𝐞(𝐱𝐱) = 𝟏𝟏
𝐞𝐞𝐞𝐞𝐞𝐞(−𝐱𝐱) = − 𝐞𝐞𝐞𝐞𝐞𝐞(𝐱𝐱)

𝟐𝟐 𝐱𝐱 𝟑𝟑 𝐱𝐱 𝟓𝟓 𝐱𝐱 𝟕𝟕
𝐞𝐞𝐫𝐫𝐫𝐫(𝐱𝐱) = [𝐱𝐱 − + − + ……]
√𝛑𝛑 𝟑𝟑 𝟏𝟏𝟏𝟏 𝟒𝟒𝟒𝟒
∞
𝟏𝟏
𝐞𝐞𝐞𝐞𝐞𝐞𝐞𝐞(𝐱𝐱) = ∫ 𝐞𝐞−𝐭𝐭 𝐭𝐭 −𝟏𝟏⁄𝟐𝟐 𝐝𝐝𝐝𝐝
√𝛑𝛑
𝐱𝐱 𝟐𝟐

Differentiation of Error function:

𝟐𝟐 𝐱𝐱 𝟐𝟐
𝐝𝐝 𝟐𝟐𝟐𝟐. 𝐞𝐞−𝐚𝐚
𝐞𝐞𝐞𝐞𝐞𝐞(𝐚𝐚𝐚𝐚) = =
𝐝𝐝𝐝𝐝 √𝛑𝛑
Integration of Error function:
𝐭𝐭
𝟏𝟏 𝟐𝟐 𝐭𝐭 𝟐𝟐 𝟏𝟏
∫ 𝐞𝐞𝐞𝐞𝐞𝐞(𝐚𝐚𝐚𝐚) 𝐝𝐝𝐝𝐝 = 𝐭𝐭 . 𝐞𝐞𝐞𝐞𝐞𝐞(𝐚𝐚𝐚𝐚) + 𝐞𝐞−𝐚𝐚 −
𝐚𝐚√𝛑𝛑 𝐚𝐚√𝛑𝛑
𝟎𝟎

11.9 References

1. A Text Book of Applied Mathematics Vol I - P. N. Wartikar and J. N.

Wartikar
2. Applied Mathematics II - P. N. Wartikar and J. N. Wartikar
3. Higher Engineering Mathematics - Dr. B. S. Grewal

❖❖❖❖❖❖

266