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~
homogeneous
O.D.E.
Laplace
orthogonalboundary value problem
Legendre Bessel function
Fourier Fourier

x, y, z
tLaplace Laplace
Fourier DAlembert Method

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residue

Z Fourier

2012 12

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1-1

1-2

1-3

1-4

10

1-5

14

1-6

20

1-7

26

1-A

35

1-B

37

(1)

39

2-1

40

2-2

42

2-3

46

2-4

51

2-5

O.D.E

58

2-6

O.D.E

70

2-7

Clairaut O.D.E

74

(2)

79

3-1

80

3-2

84

3-3

O.D.E.

88

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3-4

O.D.E.

3-5

104

3-6

O.D.E.

106

(3)

99

113

4-1

114

4-2

119

4-3

123

4-4

Frobenius

129

4-5

Legendre

138

4-6

Legendre

142

4-7 Frobenius Bessel

147

4-8 Bessel

155

Laplace

165

5-1

Laplace

166

5-2

Laplace

169

5-3

Laplace

177

5-4

182

5-5

Laplace

187

5-6

Laplace

192

Sturm-Liouville

211

6-1

212

6-2

Sturm-Liouville

219

6-3

228

6-4

Legendre Bessel function

234

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Fourier

245

7-1

Fourier

246

7-2

257

7-3

Fourier

263

7-4

Fourier

268

Fourier

277

8-1

Fourier

278

8-2

Fourier

284

8-3

Fourier

297

8-4

Fourier Laplace

300

(1)

307

9-1

308

9-2

310

9-3

316

9-4

319

9-5

320

9-6

322

9-7

325

9-8

P.D.E.

326

9-9 D'Alembert Method

10(2)

334

345

10-1

346

10-2

349

10-3

350

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10-4

352

10-5

357

10-6

359

10-7

363

10-8

366

11 (3)Laplace PDE
11-1

11-2 2-D

371
372
372

11-3

Laplace I

383

11-4

Laplace II

388

11-5

Laplace

389

11-6

P.D.E.Lagrange

391

11-7

PDE D'Alembert

396

12(1)

403

12-1

404

12-2

415

13(2)

427

13-1

428

13-2

432

13-3

438

13-4

445

13-5

448

14(3)
14-1

455
456

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14-2

459

14-3

462

14-4

467

14-5

Green

474

15(1)

487

15-1

488

15-2

493

15-3

501

16(2)

513

514

16-2 Cauchy

519

16-3 Cauchy

523

16-1

16-4

Taylor Laurent

17 (3)

529

543

17-1

544

17-2

547

17-3

553

18(4)

567

18-1

568

18-2

573

18-3

582

18-4

589

18-5

Branch cut

592

18-6

Laplace

604

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19Z

611

19-1

612

19-2

613

19-3

626

19-4

Fourier

634

19-5

641

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Laplace

5-1 Laplace
5-2 Laplace
5-3 Laplace
5-4 Convolution Theorem
5-5 Laplace
5-6 Laplace

It is clear that the chief end of mathematical study must be to make the student
think.
John Wesley Young (1880-1932)

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5-1

Laplace

Exponential order function

M t > T| f t | < Me t | f t e

| < M

tf t Exponential order function

Exponential order function tf t
t

f t = tn t > 0 lim| f t e

|0 f t Exponential order

function f t = e2t f t Exponential order function > 2

f t Exponential order function
e

f t | f t e

| t

f t = et n > 1 f t Exponential
order function
Laplace
The Laplace transfom of f t for t
L{ f t } =

st

f t e

0 is defined by

dt = F s

(1)

s
Laplace
1 c+i
F s est ds
L 1{F s } = f t =
2 i c i
c s

(2)

Laplace s = c
Laplace
18
1Laplace

f t f t Laplace f t Exponential order function

|
=

f t e

st

M
e
a

dt|

at

=
0

| f t | e stdt

at

dt

M
s

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1
Laplace
t

1f t =

f t
1 1
1 1
1
1 st
= 0
e dt
e stdt
e sdt
0
0
t
t
t
t
1
t
= e s ln t 0 =
1
1 e st
t
f t t t e st1

Laplace

Laplace
unit-step function
0t < 0
ut =
1t 0
L{u (t)} =

u (t)e stdt =

if f (t) = a, a
f t = tn, n

1
n=
2

R
a

f t = sin at

s
s2

|a|

a)

1
s

a
s
n!

(5)

s
1
s

|a|

Re (s)

s
s2 + a2
a
L{ f t } = 2 2
s +a
eat + e
L{ f t } = L
2

(6)
(7)
(8)

at

(9)
a
s2 a2
L{ f t } = e as

L{ f t } =
R

(3)

n+1
= n+1
sn + 1
s

Re (s)
R

L{ f t } =

a2

f t = sinh at
f t = (t

st

(4)

L{ f t } =

f t = cos at

e
s

L{ f t } =

1
2
=
s

f t = cosh at

L{ f t } =
1

f t = eat a

e stdt =

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(10)
(11)

2 Laplace transform
t2

(a)e 2

(b)tt

(c)t2t

(d)

1
1+t

(e)

f (t) Laplace transform

f (t)
f (t) t > 0 Exponential order function

t2

(a)f t = e 2

lim e

t2

e 2 = lim e

t
2

t
t2

t e 2 Exponential order function

Laplace transform
(b)f t = tt = et ln t e

Laplace transform

(c)f t = t2t = tet ln 2 < et et ln 2 = e ln 2 + 1 t, if > (ln 2 + 1) Laplace transform

1
1
1
(d)f t =
t > 0
1+t
1+t
1
1
e stdt < 0 e stdt =
0< 0
Laplace transform
1+t
s
2
1
1
(e)f t =
e stdt = 2 0 e sx dx =
0
s
t
t
3 L[cos3 t]

101

eit + e it 3 1 i3t
= (e + 3eit + 3e
8
2
1
= (2cos(3t) + 6cos t)
8
3 s
1 s
+
L[cos3 t] =
4 s2 + 9 4 s2 + 1

cos3 t =

it

+e

i3t

4 L[cos (bt + c)]

L[cos (bt + c)] = L[cos bt cos c
= cos cL[cos bt]
s cos c b sin c
=
s 2 + b2

sin bt sin c]
sin cL[sin bt]

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5 f (t) L [ f (t)] = lim L [ f (t)] =

a 0

f t
1
a
t

a 2a

2a 2
t
t
e st dt + a
1
e st dt
a
2a
a2
as + 1 e as 2as + 1 e
1 e as ase as 2 e as e 2as
+
=
2 2
as
as
a2s2
1 e as ase as 2 e as e 2as
lim L [ f t ] = lim
+
as
a2s2
a 0
a 0
as
2as
as + 1 e
2as + 1 e
=1
a2s2

L [f t ]=

st

f te

dt =

2as

5-2 Laplace

L [ f t ] = F s L [g t ] = G s
L{c1 f t + c2 g t } = c1 F s + c2 G s

(12)

st

L{c1 f t + c2 g t } =

c1 f t e

[c1 f t + c2 g t ] dt
st

dt +

c2 g t e

st

dt

= c 1 F s + c2 G s
(12) Laplace

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L 1{c1 F s + c2 G s } = c1 f t + c2 g t

(13)

f t Laplace transformL{ f t } = F s a
L{ f t eat} = F (s
a u (t

L{ f t

(14)

a)

a)} = e

as

F (s)

(15)

a)unit-step function
0t < a
u (t a) =
1t a
0t < a
f (t a)u (t a) =
f t a t a
u (t

L{eat f t } =

f t eate

st

dt =

(14)L 1{F (s

f te

at

dt = F (s

a)

a)} = eat f t

(16)

L{ f (t

a)u (t

a)} =

f (t

a)u (t

f te

s t+a

a)e

dt = e

as

st

dt =

f (t

a)e

st

dt

F (s)

t (14) eat s-domain a

(15) s-domain e

as

a (15)
L 1{e
L{u (t

as

F s } = f (t
a) f t } = e

a)u (t
as

a)

L{ f (t + a)}

(17)
(18)

a > 0, f t Laplace transformL{ f t } = F (s)

s
1
L{ f at } = F
a
a

(19)

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L{ f at } =

f at e

st

dt =

f te

t
a

dt 1
s
= F
a
a
a

Laplace transform
5

f t Laplace transform F s f ' t Laplace

transform
L{ f ' t } = sF s
L{ f ' t } =

f 0
f' t e

0
st

(lim f t e

(20)
st

st

dt = f t e

+s

f t e stdt = sL [ f t ]

f 0

= 0)

f t t

0 t0

L{ f ' t } = sF s

f 0 +e

st0

f (t+
0 ))

( f (t0 )

(21)

L{ f ' t } =
t0
0
t0 +

f' t e

st

f' t e

dt = f t e

dt = f t e

lim(a) + (b)

st t0
0
st 0

+s
+s

t0 +

f' t e

0
t0
0
t0 +

L{ f ' t } = lim [ f (t0

t0

dt = lim{
0

st

f' t e

st

st

f te
f te
)e

st

dt +
st

f' t e

t0 +

dt}

dt

(a)

dt

s t0

(b)
f 0

f (t0 + )e

st

st

s t0 +

]+s

f t

dt

L{ f ' t } = sF (s)

f 0 +e

f t , f ' t , , f
f
L{ f

st0

[ f (t0 )

f (t+0)]

(t) t > 0 f

t t > 0

t Laplace (20)

t } = snF s

sn

f 0

sn

f' 0

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(22)

Laplace
7

f t Laplace L{ f t } = F s

t
0

1
Fs
s

f x dx =

g t =

t
0

g 0 =

f x dx
0
0

(23)

g' t = f t

f x dx = 0

L{ f t } = L{g' t } = sL{g t }

g0

F s = sL{g t }
f t Laplace f ' t
f t Laplace

Laplace
8

f t Laplace
L{ tf (t)} =
L

f t
t

d
Fs
ds
s

(24)
(25)

F s dx

(24)
F s = 0 f t e st dt
d
F s = 0 t f t e st dt = L{t f t }
ds
d
F s = lim 0 t f t e st dt =
lim
s 0 ds
s 0

t f t dt

(24) F s n

L{tn f t } = ( 1)n

dn
Fs
dsn

(26)

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(25)
F x dx =

=
=
lim
s 0

f t

f t

f t e xtdtdx =

f t

e xtdxdt

xt

e
t

dt
s
st

dt = L

F x dx = lim
s 0

(25)
f t
L n = s s
t

f t

f t
t
e

st

dt

F x dx =

f t
dt
t

F x dxdx

(27)

(28)

f t f ' t Laplace
lim f t = lim sF s
t 0

lim f t = lim sF s
t

Initial value theorem

(29)

Final value theorem

(30)

s
s 0

F s
(29)
L{f ' t } =
lim
s

lim
s

e stf ' t dt = sF s

e stf ' t dt = lim sF s

e stf ' t dt = 0

f 0

f 0

lim sF s = f 0
s

(30)
lim
s 0

e stf ' t dt = limsF s

f 0

s 0

lim
s 0

e stf ' t dt =

f ' t dt = f

f 0

e tg t = 1 et
1
1
1
Fs =
G s =
s
s+1
s

f t = 1

1
s

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1
1
sG s =
s+1
1 s
lim sF s = 0 = lim f t lim sG s = 0 = lim g t

sF s =
s

t 0

t 0

lim sF s = 0 = lim f t lim sG s = 1

lim g t

s 0

s 0

lim sF s
s 0

s = 1 sG s
s = 1lim
s 0

6 (a)

(b)

sin kt st
e dt
t
sin x
dx
x

sin kt
t
sin kt
k
k
L{sin kt} = 2 2 L
= s 2 2 du
t
s +k
u +k
1
u
s
du
= tan 1
=
tan 1
= s
k
k s 2
k
u 2
+1
k
sin x
sin x
sin x
(b)
dx = 2 0
dx
even function
x
x
x
sin kt
sin t
dt =
= 0
tan 1 0 =
L
t
t
2
2
k=1
(a)

sin kt
e
t

st

dt = L

s=0

sin x
dx = 2 =
x
2

7(a)L

et

1
t

(b)L

ln

s+a
=
s+b

1
s+1
1
1
u
1 et
= 0
du = ln
L
u u+1
u+1
t
1 1 d
s+a
s+a
(b)L 1 ln
=
=
L
ln
s+b
t
ds s + b
1
(e at e bt)
=
t

(a)L[1

e t] =

1
s

s+1
s
1 1 1
L
t
s+a

= ln
s

1
s+b

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8Find the Laplace transform of the function

1 if 0 < t <
f (t) = 0 if < t < 2

cos tif t > 2

f (t)
f t =u t

u (t
) + cos tu (t 2 )
1
1
1
s
= (1
L{f t } =
e s + 2e 2 s 2
s
s
s +1 s

9 L [f t ] = F s L{t2f (t
t2f (t

a)ekt = t2f (t

t2f (t

a)ektu (t

a)ektu (t

a) = [(t

a)ektu (t

)+

se 2 s
s2 + 1

a)} =

a)

a)2 + 2a (t

a) + a2] f (t

a)ek t

a ka

e u (t

a)

L{tf (t)} = F' s

L{t2 f t } = +F'' s
L{(t2 + 2at + a2) f t ekt} = F'' (s
L{[(t
ka

=e e

as

a)2 + 2a (t
[F'' (s

k)

k)

a) + a2] f (t
2aF' (s

2aF' s
a)ek t

k) + a F (s

k + a2F (s
ekau (t

k)

a)}

k)]

10What is the Laplace transform of the function

0t < 4
f (t) = 3

2t t 4

f t = 2t3u (t

4) = 2[(t

4) + 4]3u (t

4)

4)2 + 48 (t 4) + 64]u (t 4)
3!
2!
1
1
L{t3 + 12t2 + 48t + 64} = 4 + 12 3 + 48 3 + 64
s
s
s
s
3!
2!
1
1
e 4s
L{ f t } = 2 4 + 12 3 + 48 3 + 64
s
s
s
s
= 2[(t

4)3 + 12 (t

11Find the Laplace transform of the function e

3t

f t , where

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f t =

0t < 8
t2

4t

f t = (t2

4)u (t

8)

8)2 + 16 (t

= {(t

L [f t ]=e

8s

12 f t = e

2t

8) + 60}u (t

8)

L{t + 16t + 60}

2
1 60
= e 8s 3 + 16 2 +
s
s
s
at
L{e f t } = F (s a)
2
16
60
+
+
L{e 3t f t } = e 8 s + 3
s+3 2 s+3 2 s+3
t 2
0

e cos 3 d f t Laplace transform

s 2
s
, L (e2t cos 3t) =

s2 + 9
s 2 2+9
t
s 2
1
L [ 0 e2 cos 3 d ] =
s s 2 2+9
t
s
1
L [e 2t 0 e2 cos 3 d ] =
s + 2 s2 + 9

L(cos 3t) =

L (eat f t = F (s

13 f t = tu (t

L{tu (t

a)) L

t
0

f x dx =

Fs
s

1) L [ f ' t ] =

1)} = L{(t

1)u (t

1) + u (t

1)} =

e s e s
+
s
s2

f (t) t = 1
L{ f ' t } = sF (s) f 0 e s [ f (1+)
e s
+ e s e s[1 0]
=
s
1
= e s
s

f (1 )]

14 Bessel function J0 (x) Laplace transform

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J0 x
xy'' + y' + xy = 0, y(0) = 1, y' 0 = 0(a)
L [y x ] = Y (s) L [xy (x)] =

d
Y s = Y' s
ds

L [y' x ] = sY (s) 1
d 2
L [xy'' x ] =
[s Y (s) s] = s2Y' s 2sY (s) + 1
ds
(a) Laplace transform
c
(s2 + 1)Y' (s) + sY (s) = 0
Y (s) =
s2 + 1
lim y x = lim sY (s) c
x 0

lim s
s

c
s2 + 1

=1=c

L [J0 x ] =

1
s +1
2

Laplace

5-3

Laplace
10

f t T, i.e., (f (t + T) = f t ) f t
Laplace
L{ f t } =

1
e

T
sT 0 f

t e stdt

5-1

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(31)

f t
T 2T 3T 4T

f1 t
t
f2 t
t
f3 t
t
f4 t
t
5-1

f (t) =
n=1

fn t = f1 t + u (t

L{ f t } = L{f1 t } + e

sT

T) f1 t

L{f1 t } + e

= L{f1 t }(1 + e sT + e
T
1
st
=
sT 0 f t e dt
1 e

2sT

T + u (t

2T) f1 t

2T +

2sT

L{f1 t } +

+ )

Laplace
5-2
1
it t0 t t0 +
f t =
0otherwise
1
f t = [u (t t0) u (t
f t 1

f t

t0 t0 +

5-2

t0)]
1

(t

t0)

a t0 b
5-3

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b
a
b
a

(t
gt

t0) dt = 1
(t

(32)
t+0

t0) dt =

t0

gt

(t

t+0

t0) dt =

t0

g t0

(t

t0) dt = g (t0)

(33)

g t t0
u' t = t

(34)

Laplace
L{ (t

t0)} =

(t

t0) e

st

dt = e

(35)

st0

unit double function

u t 2u t
+u t 2
D t lim
2

(36)

5-4

D t dt = 0

Dt
1
2

1
2

5-4

L{D t } = lim

= lim
0

Dt = 't

L{u t
s

2e

2u (t
+e

) + u (t

2 )}

2s

=s
s
L{D t } = L{ ' t } = sL{ t } = s
2

Laplace

sine integral function

t

Si (t)
0

sin u
du
u

cosine integral function

Ci (t)
t

cos u
du
u

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exponential integral function

Ei (t)
t

e u
du
u

11

1
1
tan 1
s
s
1
L{Ci (t)} =
ln (s2 + 1)
2s
1
L{Ei (t)} = ln (s + 1)
s
sin t
tS'i (t) = sin t
S'i (t) =
t
sSi s = tan 1 s + c

(37)

L{Si (t)} =

lim sSi s = 0

c=

sSi s =

tan

= tan

(38)
(39)
L{tS'i (t)} =

1
d
{sSi S } = 2
ds
s +1

1
s

1
1
tan 1
s
s
cos t
C'i (t) =
t C'i (t) = cos t L{t C'i (t)}
t
d
s
=
{sCi s Ci (0)} = 2
ds
s +1
1
sCi s = ln (s2 + 1) + c
2
lim sCi s = lim Ci (t) = 0 c = 0
Si s =

s 0

1
ln (s2 + 1)
Ci s =
2s
exp t
E'i (t) =
tE'i t = exp ( t)
t
d
1
L{tE'i t } =
{sEi s Ei 0 } =
ds
s+1
sEi s = ln (s + 1) + c
lim sEi s = lim Ei (t) = 0
s 0

Ei (s) =

1
ln (s + 1)
s

c=0

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15Compute the Laplace transform of half-wave rectifier shown in the accompanying graph
f t

5
2

2
2

sin t 0 t
f t =
0
t 2

L [f t ] =
e

st

1
e

f (t + 2 ) = f (t)
st

sin tdt

s+i

t dt =

2 s

sin tdt = Im

1
L [f t ] =
1 e

e s+1
s2 + 1

0 < t <

0
16If f t =

2 s

cos t

e s+1
s2 + 1

2
3
2

<t<

and f t +

= f (t),

3
2
<t<
2

Find L [f (t)]

L [f (t)] =

f t e stdt
0

3
2

f t e stdt =

cos te

st

dt =

e
s2 +

st
2 ( s cos t +

sin t)

3
2
2

=
L [f t ] =

s +
1
2

3
s
s
2
+e 2

e
ss

3
s
s
2
+e 2

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ISBN 978-957-11-7127-2 ()
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440.11

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