30

THE LAPLACE TRANSFORM

Then differentiating with respect to r, we find
from which
r'(r) f "' ur-1 e-u lnu du
0
r'(1) f"' e- u In u du
0
Letting u = st, 8 > 0, this becomes
r'(1) 8 f "' e-st (ln 8 + ln t) dt
0
Hence .t:. {In t}
f "' e-st ln t dt
0
T''(1) i oo
-- - ln8 e-st dt
Another method. We have for k > -1,
ln 8
8
8 0
y +Ins
8
f "' e-st tk dt
0
r(k + 1)
gk+ 1
Then differentiating with respect to k,
i"' e-st tk ln t dt
0
Letting k = 0 we have, as required,
f"' e-st ln t dt
0
.t:. {ln t}
" r'(k + 1) - r(k + 1) In 8
gk + 1
r '(1) - ln 8
8
Supplementary Problems
y + Ins
8
[CHAP.1
LAPLACE TRANSFORMS OF ELEMENTARY FUNCTIONS
51. Find the Laplace transforms of each of the following functions. In each case specify the values of 8
for which the Laplace transform exists.
(a)
2e4t
Ans. (a) 2/(8- 4), 8 > 4
(b)
3e-2t
(b) 3/(s + 2), s > - 2 .
(c) 5t- 3 (c) (5- 3s)/s2, s>O
(d)
2t2- e-t (d) (4 + 48- g3)fg3(8 + 1),
8> 0
(e) 3 cos 5t (e) 38/(82 + 25), 8 .> 0
(f) 10 sin 6t (f) 60/(82 + 36), 8 > . 0
(g) 6 sin 2t - 5 cos 2t (g) (12- 58)/(82 + 4), 8 > 0
(h) (t2_ + 1)2 (h) (s4 + 4s2 + 24)/s3, 8 > 0
(i) (sin t - cos t)2 (i) (82- 28 + 4)/8(82 + 4), 8 > 0
(J) 3 cosh 5t - 4 sinh 5t (j) (3s- 20)/(s2- 25), 8 > 5
CHAP: 1] THE LAPLACE TRANSFORM
52. Evaluate (a) .r:._ {(5e2t- 3)2}, (b) .r:._ {4 cos2 2t}.
-25 30 9 2 2s
Ans. (a) s- 4 - 8- 2 + s' 8 > 4 (b) 8 + s2 + 16' 8 > 0
53. Find .r:._ {cosh2 4t}.
s
2
-32
Ans.
s(82- 64)
54. Find .r:._ {F(t)} if (a) F(t)
= { ~
O<t<2
(b) F(t)
{ ~ t
o;;;at;;;as
=
t > 2' t > 5
Anso (a) 4e-2s/8 (b)
55. Prove that
2
- .!!. e-5s -(1- e-5s)
g2
8
n!
8
n+1'
n = 1,2,3, 0 0 0.
56. Investigate the existence of the Laplace transform of each of the following functions.
(a) 1/(t + 1), (b)
t
2
-t
e , (c) cos t2 An8. (a) exists, (b) does not exist, (c) exists
LINEARITY, TRANSLATION AND CHANGE OF SCALE PROPERTIES
57. Find .r:._ {3t4 - 2t3 + 4e-3t - 2 sin 5t + 3 cos 2t}o
72 - 12 + _4_ - ____!Q_ +
A n
8
8 5 84 8 + 3 s2 + 25 s
2
+ 4
58. Evaluate each of the following.
(a)
.r:._ {t3e-3t}
Ans .
(b) .e {e-t cos 2t}
(c) .t:. {2e3t sin 4t}
(d) .t:. {(t + 2)2et}
(e) .t:. {e2t (3 sin 4t - 4 cos 4t)}
(f) .r:._ {e-4t cosh 2t}
(g) .r:._ {e-t (3 sinh 2t - 5 cosh 2t)}
59. Find (a) .r:._ {e-t sin2 t}, (b) .r:._ {(1 + te-t)3}o
(a) 6/(8 + 3)
4
(b) (8 + 1)/(82 + 28 + 5)
(c) 8/(s2- 68 + 25)
(d) (4s2 ~ 48 + 2)/(8 -1)3
(e) (20- 48)/(s2- 48 + 20)
(/) (8 + 4)/(82 + 88 + 12)
(g) (1 - 58)/(82 + 28- 3)
An8. (a)
2
1 3 6 6
(b) 8 + (s + 1)2 + (s + 2)3 + (s + 3)4
(s + 1)(82 + 2s + 5)
60. Find .r:._ {F(t)} if F(t) = { ~ - 1 2
t > 1
O<t<1
31
61. If Ft(t), F
2
(t), o o o' Fn(t) have Laplace transforms /
1
(s), /
2
(s), . o o, fn(s) respectively and
c
1
, c
2
, o o o, cn are any constants, prove that
32
THE LAPLACE TRANSFORM
.. . , .- . '.
62. If .t:. {F(t)}
63. If .e {F(t)} =
82-8+1
(28 + 1)2(8- 1) , find .t:. {F(2t)}.

-8-, find ;.e {e-t-F(3t)}.
64. If /(8) = .e {F(t}}, prove that for r > 0,
.e {rt F(at)}
LAPLACE TRANSFORMS OF DERIVATIVES
65. (a) If .t:. {F(t)} = /(8), prove that
Ans. (82- 2s + 4)/4(8 + 1)2(8 '- 2)
Ans. e-3J< s+1>
8+1
1 I (8 r)
8- lnr a
.t:. {F"'(t)} = 83 /(8) - 82 F(O) - 8 F'(O) - F " (O)
stating appropriate conditions on F(t).
(b) Generalize the result of (a) and prove by use of mathematical induction.
(CHAP.1
{
2t 0 t 1
66. Given F(t) =
. t t > 1
(a) Find .e {F(t)}. (b) Find .t:. {F'(t)}. . (c) Does the result
.t:. {F'(t}} = 8 .e {F(t}} - F(O) hold for this case?
2 e- e - 2 e-s
Ans. (a) 82- -s-- 82 (b) 8-8
67. (a) If F(t) = {


t > 1
find .e {F"(t)}.
Explain.
(b) Does the result .t:. {F"(t)} = 8
2
.t:. {F(t)} - 8 F(O) - F'(O} hold in this case? Explain.
Ans. (a) 2(1 - e-)/s
68. Prove: (a) Theorem 1-7, Page 4; (b) Theorem 1-8, Page 4.
LAPLACE TRANSFORMS OF INTEGRALS
69. Verify directly that .e{t (u2-u+e- u)du} =
.!. .e {t2- t + e-t}.
8
70. If /(s) = .t:_{F(t)}, show that .e{it

F(u)du} =
1
!:).
[The double integral is sometimes briefly written as it i t F(t} dt2.J
71. Generalize the result of Problem 70.
72. Show that .t:. {.(
1
- :-u du} = In ( 1 +
CHAP. 1)
MULTIPLICATION BY POWERS OFt
74. Prove that (a) .t:.. {t cos at} =
(b) .t:.. {t sin at} =
2as
75. Find .t:.. { t(3 sin 2t - 2 cos 2t) }.
8 + 12s- 2s2
An8.
(82 + 4)2
76. Show that .t:.. {t2 sin t}
68
2
-2
(s2 + 1)3
77. Evaluate (a) .t:.. {t cosh 3t}, (b) .t:.. {t sinh 2t}.
78. Find (a) .t:.. {t2 cost}, (b) .t:.. {(t2- 3t + 2) sin 3t}.
Ans. (a) (s2 + 9)/(82- 9)2, (b) 4s/(s2- 4)2
Ans. (a) (2s3 _ 6s)/(s2 +
1
)3, (b) 68
4
-188
3
162s + 432
79. Find .t:.. {t3 cost}.
6s4- 36s2 + 6
Ans. . (s2 + 1)4
80. Show that .("'te-at sin t dt
DIVISION BY t
81. Show that ..,_ = "{e. -at -t e. -bt.}
3
50.

8 +a. -
82. Show that .t:.. {cos at - cos bt} = .! In ( s2 + b
2
) .
t 2 82+a2
83. Find .t:.. { t} . 1 (8 + 1)
Ans. 2In
8

1
i
"' e-St - e-6t dt
84. Show that
0 t -
[Hint. Use P:r:oblem 81.]
85. Evaluate ("' cos 6t - cos 4t dt.
Jo t
i
"' sin
2
t rr
86. Show that
0
-r dt = 2 .
PERIODIC FUNCTIONS
In 2.
Ans. In (3/2)
87. Find .t:.. {F(t)} where F(t) is the periodic function shown graphically in Fig. 1-7 below.
1 s
Ans. s tanh
2
33
34
THE LAPLACE TRANSFORM
F(t)
F (t)
2
1 2 3
-1
Fig. 1-7 Fig.l-8
88. Find ,.J:. {F(t)} -.vhere F(t) is the periodic function shown graphically in Fig. 1-8 above.
1 e- s
A ns. s2 - -;-:;;--.,.,-
s(1- e )
[CHAP.1
4
89. Let F(t)
= {:t
O< t<2
where F(t) has period 4.
2<t<4
(a) Graph F (t) . (b) Find .1:_ {F (t)}.
Ans. (b)
3 - 3e- 2s - 6se-4s
s2(1 - e 4)
90. If F(t) = t 2, 0 < t < 2 and F(t + 2) = F(t), find .1:_ {F(t}}.
2 - 2e-2s - 4se-2s- 4s2e-2s
Ans.
s3(1- e 2.)
91. Find .1:_ {F(t)} where
1- e- (s+ 1)
Ans.
s2(1 - e 2s)
F(t)
r t o< t <l
= l_o t<t<2
92. (a) Show that the function F(t) whose graph
is the triangular wave shown in F ig. 1-9
1 . 8
has the Laplace transform
82
tanh 2.
(b) How can the result in (a) be obtained
from Problem 87? Explain.
INITIAL AND FINAL-VALUE THEOREMS
and F( t + 2) = F (t) for t > 0.
l ~
2 4 6
Fig.l-9
93. Verify the initial-value theorem for the functions (a) 3 - 2 cos t , (b) (2t + 3)
2
, (c) t + sin 3t.
94. Verify the final-value theorem for the f unctions (a) 1 + e - t (sin t + cost), (b) t3 e-2t.
95. Discuss the applicability of the final-value theorem for the function cos t.
96. If F(t)- ctP as t -> 0 where p>-1, prove that . / (s) - cr(p+l)/sP+l as s-> oo ,
97. If F(t)- ct P as t-> oo where p > ~ l prove that /(s)- cr(p+l)/sP+l ass -> oo .
CHAP.l] THE LAPLACE TRANSFORM
THE GAMMA FUNCTION
98. Evaluate (a) r(5), (b) , (c) r(5/2), (d) r(
3
/
2
) r(
4
) .
r(ll/2)
Ans. (a) 24, (b) 1/60, (c) .(d) 32/315
99. Find (a) .e_ {tl/2 + t-
1
12}, (b) .e_ {t-113}, (c) .e_ {(1 + vft')4}.
Ans. (a) (2s + 1)y.;i/2s3l2, (b) r(2/3)/s213, .(c) (s2 + + 6s + 3y.;i s112 + 2)/sa
100. Find (a) .e_ { 7.}, (b) .e_ {t712 e3t}.
Ans. (a) ..j1r!(s + 2), (b) 105v;;:/16(s- 3)9/2
BESSEL FUNCTIONS
101. Show that
1
..j s2 - 2as + a2 + b2
102. Show that .f._ {t J
0
(at)} =
8
(s2 + a2)3/2
103. Find .(a) .f._ {e-at J
0
(4t)}, (b) .f._ {t J
0
(2t}}.
1 s
Ans. (a) ..js2+6s+25' (b) (s2+4)312
104. Prove that
105. If /
0
(t) = J
0
(it), show that .e {1
0
(at)} =
1
, a> 0 .
..js2- a2
106. Find .e {t J
0
(t) e-t}. A ns. (s- 1)/(s2- 2s + 2)3/2
107. Show that (a) fo"" J
0
(t) dt = 1, (b) i"" e-t J
0
(t) dt
d2
108. Find the Laplace transform of dtZ {e2t J
0
(2t)}.
s2
Ans. - s - 2
..jsz- 4s+ 8
109. Show that
110. Prove that
1
,e{tJdt)} = (s2+1)3/2'
e-a2/4s
---
8
111. Evaluate i"" t e-
3
t J
0
(4t) dt. Ans. 3/125
112. Prove that .f._ {J n ( t)}
(y'82+1 - s)n
v's
2
+ 1
and thus obtain .f._ {Jn(at)}.
THE SINE, COSINE AND EXPONENTIAL INTEGRALS
113. Evaluate (a) .e {e2t Si (t)}, (b) .e {t Si (t)}.
Ans. (a) (b) tan-ls-
1
s2 s(s2 + 1)
35