LESSON 1

COMPLEX NUMBERS

This topic is a preparation to more complex engineering mathematics such as Laplace

Transforms, Fourier Series and Fourier Transform.
At the end of the discussion , the students are expected to
a. apply the properties of complex numbers in getting roots,
b. solve problems involving powers and logartithm
c. solve problems involvoving trigonometric and hyperbolic functions.
d. Apply Complex Numbers in Engineering Mechanics such as component and resultant of
forces .

1.1 Definition
The Complex Number z is the number z = x + jy
where:
x is the real part
jy is the imaginary part
and j = √-1
(Note j and i are used interchangeably )

1.2 Integral Powers of j

j = √-1
j2 = -1
j3 = j2 j = -1j = - j
j4 = ( j2 )2 = ( -1)2 = 1

Example 1
Simplify the following:
a. j243
b. j132
c. j182
Solution:
a. Divide 243 by 4 and get the remainder.
243 /4 = 60 ¾
j = ( j4)60 j3 = 1(-j) = - j
243

b. 132/4 = 33 j132 = (j4)33 = 1

c. 182/4 = 45 2/4 , then j182 = j2 = -1
1.3 Arithmetic of Complex Numbers
Example 2
Let A = 4 + 3j B = -8 – 7j
Addition:
A + B = 4 + 3j + (-8 – 7j )
= -4 – 4j
Subtraction:
A – B = 4 + 3j – ( -8 – 7j )
= 12 + 10j
Mutiplication:
AB = ( 4 + 3j)( -8 – 7j)
= 4(-8) + 4(-7j) + 3j(-8) – 21j2
= -32 – 28j – 24j + 21
= -11 – 52j
Division:
43j
A/B =
87 j
Multiply numerator and denominator by
conjugate of - 8 – 7j i.e. – 8 + 7j
43j 8 7 j
A/B = 
87 j 8 7 j
( 4  3 j )(8  7 j )  32  24 j  28 j  21 j 2
A/B  
( 8  7 j )(8  7 j ) 64  49 j 2
= ( -53 + 4j )/ 113
= -53/113 + 4j/113
1.4 Theorems on Complex Numbers
a. If a + bj = 0 then a= 0 and b = 0.
b. If a + bj = c + dj then a = b and c = d.
c. If ( a + bj)( c + dj ) = 0 then
a + bj = 0 or c + dj = 0 or both are 0 .

Example 3
Find the values of x and y if
( 3x + 4y) + ( 7x – 2y + 5)j = 4 + 2j
Solution:
3x + 4y = 4 and 7x – 2y + 5 = 2 or 7x – 2y = -3
Solve simultaneously:
3x + 4y = 4
7x – 2y = - 3
x = -2/17 and y = 37/34

Example 4:
Find the two square roots of - 3 – 4j .
Solution:
Let x + jy = √ ( - 3 – 4j )
Then ( x + jy )2 = - 3 - 4j
x2 + 2xyj + j2y2 = - 3 – 4j
x2 – y2 + 2xy j = - 3 – 4j

Using Theorem b of 1.4

x2 – y2 = - 3 (1)
2xy = - 4 (2)
From (2) y = - 2/x
Plug this to (1)
x2 - ( -2/x)2 = - 3
x4 - 4 = -3x2
x4 + 3x2 – 4 = 0
(x2 -1 )(x2 + 4 ) = 0
x is real thus x2 – 1 = 0
(x -1)(x +1) = 0
x = 1, -1 y = -2, 2
The roots are ( 1 , -2) , ( -1, 2 )
The 2 square roots are 1 – 2i and -1 + 2i

1.5 Geometric Representation of Complex Numbers.

A complex number x + jy is geometrically represented by a directed line segment (vector) that

joins the origin and ( x,y). (Figure 1 )

Figure 1

where x = r cos θ y = r sin θ

tan θ = y/x
r  x2  y 2
θ is the argument
r is the modulus or absolute value of z ( |z | )
θ is usually given in principal value.
−180 𝑑𝑒𝑔 < 𝜃 < 180 deg
1.6 Polar Form of Complex Number
z = x + jy
z = r cos θ + j r sin θ
z = r ( cos θ + j sin θ )
or z = r cis θ or z = r∟θ

1.7 Principal Value of θ

The argument is in its principal value if
-1800≤θ≤ 1800

1.8 Exponential Form:

From Eulers Formula:
ejθ = cos θ + j sin θ
Then: r ( cos θ + j sin θ ) = r ejθ
where θ is expressed in radians.
Exponential Form of z = x + jy
is z = r ejθ where θ is in radians
and r  x2  y 2
The General Polar form of z = x + jy
is z = r ∟ ( θ + k(360) ) where
k = 0,  1,  2 ….
The General Exponential Form is
z  re j ( k ( 2 )) where
k = 0,  1,  2 …. and θ is in radians
(Note: + means counterclockwise rotation and – means clockwise rotation )

Example 4
Find the polar . general polar , exponential and general exponential form of - 5 – 7j .
Solution: Let z = - 5 – 7j
x = -5 , y = - 7 ( 3rd quadrant )
r2 = x2 + y2 = (-5)2 + (-7)2
r= 8.6023
tan α= y/x = 7/ 5 ( Assume x and y are both + )
∝ = 54.460
Then θ = -180 + 54.460 = -125.540
( quadrant 3 ) Note θ is the principal value.
Polar Form:
z = 8.6023 ∟ -125.540
General Polar Form:
z = 8.6023∟[ -125.54 + k(360)]
Exponential Form:
Convert -125.540 to rad
-125.540 = -2.191 rad

Exponential Form:
z = 8.6023 e-2.191j
General Exponential Form
z = 8.6023 e-2.191j+ k(2π)

1.10 Phasor Algebra

Let A = r1∟θ and B = r2∟ α
It can be shown that:
AB = ( r1∟θ )( r2∟ α )
= r1r2 ∟ ( θ + α )
A/B = r1/r2 ∟ ( θ – α )
Example 5
Let A = 20∟300 and B = 14∟ -150
C = 13∟ 1240
Evaluate (Express the result in rectangular form)
a. ABC
b. B/C
c. A/( B + C )
Solution:
a. ABC = (20∟300 )(14∟ -150 )( 13∟ 1240)
= 3640 ∟ ( 30 – 15 + 124)
= 3640 ∟ ( 139 )
= 3640 ( cos 139 + j sin 139 )
= -2747.14 + 2388.05 j
b. B/C = 14∟ -150 / 13∟ 1240
= 14/13 ∟ ( -15 – 124 )
= 14/13 ∟ -1390
= 14/13 ( cos -139 + j sin – 139 )
= -0.813 – 0.707
c. A/ ( B + C )
B + C = 14∟ -150 + 13∟ 1240 =
14 (cos (-15) + j sin (-15) ) + 13 ( sin 124 + j sin 124 )
= 13.52 – 3.62j + - 7.27 + 10.78 j
= 6.25 + 7.16i = 9.504∟48.880
Then A/ ( B + C ) =
20∟300 / 9.504∟48.880 =
2.104∟ ( 30 – 48.88 ) = 2.104∟ -18.88
= 1.99- 0.68j

Example 6
e2 j  e j
Evaluate
2j
Solution:
e2j + ej = 1∟(2 x 57.30 ) + 1 ∟ (1 x 57.30)
Note: 1 rad = 57.3 deg
= 1 ∟114.60 + 1 ∟ 57.30
= -0.416 + 0.909 j + 0.54 + 0.841j
= 0.124 + 1.75j
e2 j  e j
Then = ( 0.124 + 1.75j)/ ( 2j )
2j
= 0.875 - 0.062j
 LESSON 2
POWER AND LOGARITHM OF COMPLEX NUMBERS
Example 1
Find the principal value of ( -j)j
Convert – j to exponential form.
Solution: - j = 1e-π/2j
Then (-j)j = ( 1 e-π/2 j )j
= eπ/2 = 4.81
Example 2
Find the principal values of the following.
a. ln ( 3 – 4j )
Solution:
ln ( 3 – 4j ) = ln ( 5 e-0.927j )
= ln 5 + ln e-0.927j
= 1.61 – 0.927j
Alternative Solution:
MODE 2 Shift to Radian Mode
Store 3 – 4i to A
ENTER: ln| A| + arg(A) i
Result: 1.609 – 0.927j
b. log ( - 5 – 2j )
Solution:
log ( - 5 – 2j ) = log ( 5.385 e-2.761 )
= log 5.385 + log e-2.761j
= 0.731 – 2.761log e j
= 0.731 – 1.2 j
Alternative Solution:
MODE 2
Store -5 – 2i to B:
ENTER: log|B| + arg(B) (log e) i
Result: 0.731 – 1.199j

c. log2 + j ( 3- 5j )
Solution:
Let x = log2 + j ( 3- 5j )
then
( 2 + j )x = 3 – 5j
ln ( 2 + j)x = ln ( 3 – 5j )
x ln ( 2 + j) = ln ( 3 – 5j )
x = ln ( 3 – 5j )/ ln ( 2 + j )
 ln 𝑏
Note: log 𝑎 𝑏 =
ln 𝑎
ln ( 3 – 5j ) = ln 5.83e-1.03j
= ln 5.83 – 1.03j
= 1.763 -1.03 j
ln ( 2 + j) = ln ( 2.236 e0.463j )
= ln 2.236 + 0.463j
= 0.804 + 0.463j
Then log2 + j ( 3- 5j ) =
( 1.763 -1.03 j)/( 0.804 + 0.463j )
= 1.1 – 1.91j

Alternative Solution: (Radian Mode )

log2 + j ( 3- 5j )
Store 3 – 5j to A
Store 2 + 1j to B
ln|𝐴|+arg(𝐴)𝑖
ENTER: =
ln|𝐵|+arg(𝐵)𝑖

Result: 1.0911 – 1.9091j

d. ( 3 + 4j)1+2j
Solution:
3 + 4j = 5e0.927j = eln 5 + 0.927j
= e1.609 + 0.927j
Therefore:
( 3 + 4j)1+2j = (e1.609 + 0.927j )1+2j
= e-0.245 + 4.145j
= e-0.245e4.145j
= 0.783e4.145j
= -0.42 – 0.66j
Alternative Solution:
Store 3 + 4j to A
Store 1 + 2j to B
ENTER: (ln(|𝐴|) + arg(𝐴)𝑖)(𝐵)
Result: -0.245 + 4.14617i Store to C
|C|cos(arg ( C ) ) Store to D
|C|sin (arg ( C ) ) Store to E
ENTER: 𝑒 𝐷 ∟E
Result: -0.4198 – 0.66i
 15
e. ( 1 + j)15 = (√2∟450) 15 = (√2) ∟(15 x 45 )
181.0193 ∟(675) = -163.59 + 77.5 j

(Note: ( r∟θ)n = rn ∟(nθ) )

2.1 ROOTS OF COMPLEX NUMBERS

(DE MOIVRES THEOREM)
Let p and q be integers and k = 0, 1, 2 ….
Let z = x + yj where r = √𝑥 2 + 𝑦 2 and 𝜃 = arg(𝑧)

Then:
zp/q = rp/q ∟ [ p/q( θ + k(360) ]

Example 3
Find the distinct roots of ( 1 + j)1/4
Solution:
There are 4 roots.
1 + j = √2 ∟[ 45 + k( 360)]
45  k (360 0 )
Then ( 1 + j)1/4 = ( √2 )1/4 ∟
4
Let k = 0 root 1 = ( √2 )1/4 ∟11.25
root 1 = 1.069 + 0.213j

k=1 root 2 = ( √2 )1/4 ∟101.25

root 2 = 0.213 + 1.07j

k = 2 root 3 = ( √2 )1/4 ∟ 191.25

root 3 = -1.069 -0.213j

k = 3 root4 = ( √2 )1/4 ∟281.25

root 4 = 0.2127 -1.07 j

Example 4
Evaluate ( 3 – 2j)7
Solution:
3 – 2j = √13 ∟ -33.690
Therefore:
( 3 – 2j)7 = (√13 ∟ -33.690)7
 = (√13 )7 ∟ -235.83
= 7921.396∟ -235.83
= -4449 + 6554i

2.2 Trigonometric Identities for:

for cos nθ , sin nθ, cosn θ and sinn θ
Example 5
Derive identities for cos 3θ and sin 3θ as a function of cos θ and sin θ only.
Solution:
(∟θ)3 = ∟( 3θ)
( cos θ + j sin θ )3 = cos 3θ + j sin 3θ

cos 3θ + j sin 3θ = 1 cos 3θ + 3 ( cos θ )2 ( jsin θ ) +

3 ( cos θ)( jsin θ )2 + ( jsin θ )3
= cos3 θ - 3 cos θ sin2 θ + j( 3 cos2 θ sin θ - sin 3θ )

Thus:
cos 3θ = cos3 θ - 3 cos θ sin2 θ
and sin 3θ = 3 cos2 θ sin θ - sin 3θ

Example 6
Let z = cos x + j sin x
Prove that: z + 1/z = 2 cos x
and z – 1/z = 2j sin x
Solution:
z = cos x + j sin x
1/z = ( cos x + j sin x )-1 = cos (-x) + j sin(-x) = cos x – j sin x
Thus:
z + 1/z = cos x + j sin x + cos x – j sin x
z + 1/z = 2 cos x
and
z – 1/z = cos x + j sin x – ( cos x – j sin x)
z – 1/z = 2j sin x

The following formulas are presented without proof.

zn + 1/zn = 2 cos nX
zn - 1/zn = 2j sin nx
Example 7
Express sin3 x in terms of multiple angles.
Solution:
( z – 1/z )= 2j sin x
( z – 1/z)3 = -8j sin3x
z3 – 1/z3 - 3( z – 1/z) = - 8j sin3 x
2j sin 3x - 3( 2j sin x) = -8j sin3 x
Thus: sin3x = -1/8 [ 2 sin 3x – 6 sin x ]
= -¼ sin 3x + ¾ sin x
Example 8
Express cos7 x in terms of multiple angles.
Solution:
( z + 1/z)7 = ( 2 cos x )7 = z7 + 1/z7 = 128 cos7 x
( z + 1/z)7 = z7 + 7 z6 (1/z) + 21 z5 (1/z)2 + 35 z4 (1/z)3
+ 35 z3 ( 1/z)4 + 21 z2 ( 1/z)5 + 7 z ( 1/z)6 + (1/z)7
= z7 + 7z5 + 21z3 + 35z + 35/z + 21/z3 + 7/z5 + 1/z7
= z7 + 1/z7 + 7 ( z5 + 1/z5 ) + 21 ( z3 + 1/z3 )
+ 35 ( z + 1/z )
Then:
128 cos7 x = 2cos 7x + 7( 2 cos 5x ) + 21 ( 2 cos 3x )
+ 35 ( 2 cos x )
cos7x = 2/128 cos 7x + 10/128 cos 5x + 42 cos 3x /128
+ 70/128 cos x
or: cos7 x = 1/ 64 cos 7x + 5/64 cos 5x + 21/64 cos 3x +
35/64 cos x
 LESSON 3
TRIGONOMETRIC FUNCTIONS OF COMPLEX NUMBERS

3.1 Trigonometric Functions

From Euler’s Formula:
ejx = cos x + j sin x (1)
e-jx = cos x – j sin x (2)

Add (1) and (2)

ejx + e-jx = 2 cos x
cos x = ( ejx + e-jx )/ 2 (3)
Subtract (1) and (2)
ejx – e-jx = 2j sin x
sin x = ( ejx - e-jx )/ 2j (4)

From (3) Let x = jy

e-y + ey = 2 cos ( jy )
cos (jy) = ( e-y + ey)/2
cos jy = cosh y (5)

From (4) Let x = jy

sin (jy) = ( e-y - ey)/ 2j
= j ( ey – e-y)/2
sin jy = j sinh y (6)
From 5 and 6 We can now derive the trigonometric functions.
sin ( x + jy) = sin x cos jy + cos x sin jy
= sin x cosh y + jcos x sinh y

cos ( x + yj) = cos x cos jy – sin x sin jy

= cos x cosh y – j sin x sinh y

tan ( x + jy ) = sin ( x + jy) / cos ( x + jy )

csc ( x + jy ) = 1/ sin ( x + jy )
sec ( x + jy ) = 1/ cos ( x + jy )

Example 1
Evaluate sin ( 3 + 4j)
Solution:
sin ( 3 + 4j) = sin 3 cosh 4 + j cos 3 sinh 4
= 0.1411( 27.308) + j (-0.99)(27.29)
= 3.853 – 27.017 j
Example 2
Evaluate tan ( 3 – 7j)
Solution:
tan ( 3 – 7j) = sin ( 3 – 7j) / cos ( 3 – 7j)
sin ( 3 – 7j) = sin 3 cosh (-7) + cos 3 sinh (-7)
= 0.1411 ( 548.317) + -0.99( -548.31)j
= 77.37 + 542.83j

cos ( 3 – 7j) = cos 3 cosh (-7) – j sin 3 sinh(-7)

= -0.99 ( 548.317) - j (0.1411) (-548.317)
= -542.83 + 77.37j

tan ( 3- 7j) = sin ( 3 – 7j)/ cos ( 3 – 7j)

= ( 77.37 + 542.83j )/( 542.83 + 77.37j)
= -i

3.2 Inverse Trigonometric Functions

Example 3
Evaluate sin-1 ( 1 + 2j )
Solution:
Let x = sin-1 ( 1 + 2j )
sin x = 1 + 2j
(ejx - e-jx) /2j = 1 + 2j
ejx - e-jx = ( 1 + 2j)(2j )
ejx - e-jx = -4 + 2i
Mulitply both sides by ejx
(ejx)2 -1 = ( -4 + 2j) ejx
( ejx)2 + ejx ( 4 – 2j) -1 = 0
 ( 4  2 j )  ( 4  2 j )2  4(1)(1)
e jx 
2(1)
 4  2 j  16  16i
e jx 
2
 √ ( 16 – 16j ) = √ 22.627 ∟ -22.50
= 4.395 – 1.82i
 4  2 j  ( 4.395  1.82i )
e jx 
2
ejx = 0.1975 + 0.09i
and ejx = -4.1975 + 1.91i

jx = ln ( 0.1975 + 0.09i) =
ln ( 0.217e0.4276j )
jx = ln ( 0.217) + 0.4276j
( jx = -1.528 + 0.4276j) = divide by j
x = 1.528 / j + 0.4276
x = 0.4276 – (1) (1.528 / j)
x = 0.4276 + j2 (1.5380) / j
x=

The other value:

ejx = -4.1975 + 1.91j
jx = ln( -4.1975 + 1.91j )
= ln ( 4.612e2.7146j) = ln 4.612 + 2.7146j
jx = 1.529 + 2.7146j
x = 2.7146 – 1.528j

Example 4
Evaluate tan-1 ( 3 + 4j )
Solution:
let x = tan-1 ( y) where y = 3 + 4j
tan x = y
[( ejx – e-jx)/ 2j ] / [( ejx + e-jx )/ 2 ] = y
ejx – e-jx = j ( ejx + e-jx ) y
Multiply both sides by ejx
( ejx )2 -1 = j ( (ejx)2 + 1 ) y
( ejx)2 ( 1 – y) = 1 + jy
( ejx)2 = ( 1 + jy )/ ( 1 –jy )
Substitute y = 3 + 4j and use calculator.
( ejx)2 = -0.7059 + 0.1765 j
ejx = ( 0.728ej2.897)1/2
= 0.853 e1.4485j
jx = ln (0.853 e1.4485j) =
 ln 0.853 + 1.4485j
jx = -0.159 + 1.4485j
x = 1.4485 + 0.159j

The other value is:

ejx = - (0.853 e1.4485j )
= - 0.10406 - 0.847j
= 0.853 e-1.693j
jx = ln (0.853 e-1.693j) =
ln 0.853 – 1.693j
= -0.159 - 1.693j
Then:
x = -1.693 + 0.159j
 LESSON 4
HYPERBOLIC FUNCTIONS OF COMPLEX NUMBERS
4.1 Hyperbolic Functions
sinh u = ½ ( eu – e-u)
cosh u = ½ ( eu + e-u )
tanh u = ( eu – e-u)/ ( eu + e-u)
e x  jy  e ( x  jy )
sinh( x  jy ) 
2
= ½ ( e e - e e )
x jy -x -jy

= ½ ( ex [ cos y + j sin y ] – e-x ( cos y- j sin y) ]

= cos y ( ex - e-x)/2 + jsin y ( ex + e-x)/2
= cos y sinh x + j sin y cosh x

e x  jy  e ( x  jy )
cosh( x  jy ) 
2
= ½ ( e e + e e )
x jy -x -jy

= ½ ( ex [ cos y + j sin y ] + e-x ( cos y – j sin y )]

=cos y ( ex+ e-x)/2 + jsiny ( ex – e-x)/ 2
= cos y cosh x + j sin y sinh x

tanh x = sinh x/ cosh x

sech x = 1/ cosh x
csch x = 1/ sinh x

Example 1
Evaluate sinh ( 2 + 3j )
Solution:
sinh ( 2 + 3j) = sinh 2 cos 3 + cosh 2 sin 3
= 3.6269 ( -0.99) + 3.7622 (0.1411)
= -3.5906 + 0.5308j

Example 2
Evaluate sech ( 1 – 2j )
Solution:
sech ( 1 – 2j) = 1/ cosh ( 1 – 2j )
 = 1/( cosh 1 cos (-2) + j sin h 1 sin ( -2) )
= 1/ [ 1.543 ( -0.416) + j 1.175 (-0.9093) ]
= 1/ [ -0.6419 – j 1.068 ]
= 1/ 1.246∟-1210
= 0.8025 ∟ 1210 = -0.4133 + 0.689 j

4.2 Inverse Hyperbolic Functions

Example 3
Evaluate sinh-1 ( 1 + 2j )
Solution:
Let y = sinh-1 ( 1 + 2j )
Then sinh y = 1 + 2j
½ ( ey- e-y) = 1 + 2j
ey - e-y = 2 + 4j
Let f = 2 + 4j
Multiply both sides by ey
e2y -1 = f( ey)
e2y - fey - 1 = 0
f  f 2  4(1)(1) f  f 2  4
ey  
2(1) 2
Use CALCULATOR:
Store 2 + 4j to F ( MODE 2 )
F2 + 4 = 17.888 ∟ 116.5650
( F2 + 4)1/2 = 4.229 ∟ 58.28250
(F + 4.229 ∟ 58.28250 )/2 =
2.1116 + 3.799i
ey = 2.1116 + 3.799i

y ln e = ln ( 2.1116 + 3.799i )

y = ln ( 4.348e1.0626j)
= ln 4 .348 + 1.04792j
= 1.4697 + 1.04793j
sinh-1 ( 1 + 2j ) = 1.4697 + 1.04793j
The other value:

(F - 4.229 ∟ 58.28250 )/2 =

-0.1117 + 0.2013j
ey = -0.1117 + 0.2013j
y ln e = ln( -0.1117 + 0.2013j)
y= ln ( 0.2302e2.077j)
= ln 0.2302 + 2.077j
 = -1.469 + 2.077j
sinh-1 ( 1 + 2j ) = -1.469 + 2.077j
Example 4
Evaluate coth-1 (1 + j )
Solution:
Let y = coth-1 (1 + j )
coth y = 1 + j
(ey + e-y)/ ( ey – e-y ) = 1 + j
Let F = 1 + j
Then:
ey + e-y = F ( ey – e-y)
Multiply both sides by ey
e2y + 1 = F ( e2y – 1 )
e2y ( 1 – F ) = - F - 1
e2y = ( -F -1 )( 1 – F )
Use CALCULATOR: STORE 1 + j to F
( -F -1 )( 1 – F ) = 1- 2i = 2.236e-1.10715i
Then e2y = 2.236e-1.10715i
2y = ln (2.236e-1.10715i)
y = ½ ln ( 2.236) - 1.0715i/2
y = 0.4024 - 0.55357i

coth-1 (1 + j ) = 0.4024 - 0.55357i

 LESSON 5
LAPLACE TRANSFORMS -1

Laplace Transforms is used to simplify solutions of differential equations. The tedious calculus solution will be
simplified to using algebra concepts.

At the end of this topic, the students are expected to

a. Understand the definition of Laplace Transform as a limit.
b. Derive laplace transforms of basic functions.
c. Solve Laplace Transform by applying the properties of Laplace Transform.
d. Solve problems involving Inverse Laplace Transforms.
e. Solve Linear Differential Equation using Laplace Transform.
f. Solve system of Linear Differential Equations using Laplace Transform

5.1 Definition


e
st
L f (t) = f (t )dt provided the limit exists.
0

Example 1
Let f(t)= t

L(t) =  e st tdt
0

Using integration by parts.

u = t du = dt dv = e-st dt
v = -1/s e-st

L(t) = t(-1/s)e-st - ∫(-1/s) e-st dt

 
L(t) = [t( -1/s e-st )] -   1/ se st dt
0 0

= 0 - 0 - 1/s2 ( 0 - 1)
L (t) = 1/ s2

A simpler way to do integration by parts:

∞
𝑡 1 ∞ 1
∫ 𝑡𝑒 −𝑠𝑡 𝑑𝑡 = (− 𝑒 −𝑠𝑡 − 2 𝑒 −𝑠𝑡 ) = 2
0 𝑠 𝑠 0 𝑠
 (Differentiate the 1st column until it becomes zero. )
(Integrare the next column until the left value is zero.)

Example 2
Find L f(t) if f(t) = sin 2t
Solution:
e j 2t  e  j 2t
sin 2t 
2j
 
e 2 jt  e 2tj e t ( 2 j s )  e  t ( 2 j  s )
 dt  
st
L( sin 2t ) = e
0
2j 0
2j

= 1/(2j) [ 1/(2j-s) e2jt e-st- 1/( 2j + s )e-2tj e-st ]
0
1/(2j) [ ( 0 - 0 ) - ( 1(2j-s) - 1/( 2j + s ) )
1  1 1 
= 2 j  s  2 j  s  =
2j  
1  (2 j  s )  (2 j  s ) 4j 2
= =   2
2 j (2 j  s )(2 j  s ) 2 j (4 j  s ) s  4
2 2

This formula can be used :

∫ 𝑒 𝑎𝑡 cos 𝑏𝑡 𝑑𝑡 = 𝑒 𝑎𝑡 (𝐶1 𝑐𝑜𝑠 𝑏𝑡 + 𝐶2 sin 𝑏𝑡 )
1 1
where c1 = real part of and c2 is the imaginary part of .
𝑎−𝑏𝑖 𝑎−𝑏𝑖
∫ 𝑒 𝑎𝑡 sin 𝑏𝑡 𝑑𝑡 = 𝑒 𝑎𝑡 (𝐶1 sin 𝑏𝑡 + 𝐶2 cos 𝑏𝑡 )
1 1
where c1 = the real part of and 𝑐2 is the imaginary part of .
𝑎+𝑏𝑖 𝑎+𝑏𝑖

Example: ∫ 𝑒 −𝑠𝑡 cos 𝑏𝑡 𝑑𝑡 = 𝑒 𝑎𝑡 (𝐶1 𝑐𝑜𝑠 𝑏𝑡 + 𝐶2 sin 𝑏𝑡 )

1 −𝑠+𝑏𝑖 −𝑠
C1 = real part of (−𝑠−𝑏𝑖 = 𝑠2 +𝑏2 ) = 𝑠2 +𝑏2
−𝑠+𝑏𝑖 𝑏
C2 = imaginary part of 𝑎2 +𝑏2 = 𝑎2 +𝑏2

−𝑠 𝑏
Thus: ∫ 𝑒 −𝑠𝑡 cos 𝑏𝑡 𝑑𝑡 = 𝑒 −𝑠𝑡 (𝑎2 +𝑏2 cos 𝑏𝑡 + 𝑎2 +𝑏2 sin 𝑏𝑡 )

Example: ∫ 𝑒 −𝑠𝑡 𝑠𝑖𝑛(𝑏𝑡)𝑑𝑡 = 𝑒 −𝑠𝑡 ( c1 sin(𝑏𝑡) + 𝑐2 cos(𝑏𝑡))

 1 −𝑠−𝑏𝑖 −𝑠
c1 = real part of ( = )=
−𝑠+𝑏𝑖 𝑠2 +𝑏 2 𝑠2 +𝑏 2
−𝑠−𝑏𝑖 −𝑏
c2 = imaginary part of = 𝑠2 +𝑏2
𝑠2 +𝑏 2
−𝑠 𝑏
∫ 𝑒 −𝑠𝑡 𝑠𝑖𝑛(𝑏𝑡)𝑑𝑡 = 𝑒 −𝑠𝑡 ( sin 𝑏𝑡 − cos 𝑏𝑡 )
𝑠 2 + 𝑏2 𝑠 2 + 𝑏2

Table of Basic Laplace Transforms

L(1) = 1/s
L(k) = k/s k = constant
L(t) = 1/s2
L(tn) = n!/sn+1
L(ekt) = 1/(s – k)
L sin kt = k/ (s2 + k2)
L cos kt = s/( s2 + k2)
L sinh kt = k/(s2 – k2)
L cosh kt = s/(s2-k2)

Example 3
Using the table , the laplace transforms of the following are:
L( e4t ) = 1/( s – 4)
L( e-3t) = 1/( s + 3)
L( t4) = 4!/s4+1 = 24/s5
L( sin 4t) = 4/(s2 + 16)
L( cosh 2t) = s/(s2 – 4)

5.2 Linearity Property

L(af(t) + bg(t) ) = aLf(t) + bLg(t) provided f(t) and g(t) have laplace transforms and a and b are
constants.

Example 4
L( 3cos 4t + 7t2- 8e-2t)
= 3L(cos 4t) + 7 L( t2) – 8 L (e-2t)
= 3s/(s2 + 16) + 7(2!)/s3 – 8/(s + 2)
= 3s/(s2 + 16) + 14/s3 - 8/( s + 2 )

1.3 The 1st shifting Theorem

L [eat f(t)] = L( f(t) ) s→ s – a
where a is a constant and f(t) has a laplace transform.
Example 5
L ( e3t cos 5t ) = L( cos 5t ) s → s - 3
s
= 2 s→ s- 3
s  52
s 3 s 3
=   2
(s  3 )  5
2 2
s  6s  34

Example 6
L(t3e-6t ) = L( t3 ) s→ s + 6
= 3!/(s4) s→ s + 6
= 6/(s + 6)4

LESSON 6
LAPLACE TRANSFORMS 2
Further Properties

6.1The unit step function u(t-a)

The unit step function is defined by

u(t –a ) = 1 t> a
0 t< a

Graph of u(t–a)

6.2 Laplace Transform of u(t –a)

L u(t-a) = e-as/s
Example 1
L u(t – 3) = e-3s/s
L[3u(t-2) - 4u(t-1)] = 3 L u(t-2) – 4 L u(t-1)
 = 3e-2s/s - 4e-s/s

6.3 Converting functions to unit step function.

Example 2
Convert f(t) = t+1 t>1
t–1 t<1
to unit step function.
Solution:
f(t) = t+1 t>1
t–1 t<1
t 1 t  1
f (t ) 
t 1 t  1
t  1  (t  1) t  1
= (t  1) 
0 t 1
2 t 1
f(t) = (t  1) 
0 t 1
1 t 1
= (t  1)  2
0 t 1
f(t) = (t -1) + 2 u(t – 1)

Graph:
Example 3
Convert f(t) unit step function

For the left line: slope = (y2-y1)/(x2-x1) = (1-0)/(1-0) = 1

(y-y1) = m(x-x1)

(y-y2) = m(x-x2)

(y-0) = 1(x-0)

y =x,

y=f(t), x=t

f(t) = t

Equation: f(t) = t for the left line

For the right line
the line passes through (1, 1) and (2,0)
m = (0 -1)/ (2 -1) = -1
[f(t) – 0]= -1(t – 2)
f(t) = 2 - t for the right line

2t t 1
f (t ) 
t t 1
2t t t 1
= t
0 t 1
1 t 1
= t  (2  2t )
0 t 1
= t + (2 – 2t) u( t -1)
f(t) = t + 2(1 – t) u( t -1)
6.4 The 2nd shifting theorem
Theorem: Lf(t-a)u(t-a) = e-as Lf(t)
Example 4
a. L (t -1) u(t -1) = e-1s L (t)
= e-s(1/s2)

b. L (t – 3) u( t – 3)2 = e-3s L (t2)

= e-3s( 2/s3)

c. L( t – π) sin ( t –π ) = e-πs L sin t

= e-πs 1/(s2 + 1 )
Example 5
Find Lf(t) if f(t) = (t2 + 1) u ( t -1 )
Solution:
Express t2 + 1 as a function of t – 1
t2 + 1 = a( t -1)2 + b( t – 1) + c
= a(t2 – 2t + 1) + b( t -1 ) + c
= t2 a + t( -2a + b) + a – b + c
Then:
a = 1 -2a + b = 0 and a – b + c = 1
Solve the system:
a = 1 b = 2 and c = 2
t2 + 1 = ( t -1)2 + 2( t -1) + 2

L ( t2 + 1 ) u( t -1) =
L ( t -1)2 u( t -1) + 2 L( t-1) u( t -1) + 2 L ( t -1 )

= e-s Lt2 + 2e-s Lt + 2e-s/s

= e-s( 2/s3) + 2e-s( 1/s2) + 2e-s/s
 LESSON 7
LAPLACE TRANSFORMS 3
Further Properties

7.1 Laplace Transform of Integral

t 1
L  f (t )dt  Lf (t ) provided f(t) has a Laplace transform.
0 s
Example 1
t 1 1
L  te t dt  L(te t )  L(t )s s 1
0 s s
= 1/s ( 1/s ) s→ s -1
2

1
=
s(s  1)2
Example 2
t
1 1 3! 6
L  t 3dt  L(t 3 )  4
 5
0
s ss s

7.2 Laplace transform of tnf(t)

L( tn f(t) ) =( -1)n dn/dsn Lf(t)

Example 3
L( t cos t ) = (-1)1 d1/ds1 L( cos t )
= - d/ds ( s/( s2 + 1 ) )
(s 2  1)(1)  s(2s )
= 
(s 2  1)2
s2  1

(s 2  1)2

L ( t2e2t ) = (-1)2 d2/ds2 L e2t

= d2/ds2 1/( s – 2)
= d/ds ( -1( s-2)-2 )
= -1(-2)( s -2)-3 = 2/( s -2)3

7.3 The Laplace Transform of f(t)/t

 
f (t )
L   Lf (t )ds provided the integral exists.
t s

Example 4
Find Lf(t) if f(t) = ( et - e3t )/ t
Solution:
L ( et - e3t )/ t =

 1 1
 L(e  e )ds   
t 3t
ds
s
s
s 1 s  3

= ln( s -1) – ln ( s -3)
s

= ln ( s -1)/( s – 3)
s
= ln 1 - ln ( s -1)/( s – 3)
= ln( s – 3)/s -1

Example 5
Find Lf(t) if f(t) = (sin t)/t
Solution:
L sin t)/t =
 
1
 L(sin t )  
s s
s 1
2
ds  [tan 1 s ] s   / 2  tan 1 s

𝑒 𝑎𝑡 −𝑒 𝑏𝑡 𝑠−𝑏
Generally: 𝐿 = 𝑙𝑛 𝑠−𝑎
𝑡

7.4 The Laplace Transform of Periodic Functions

A function is periodic of period p if f(t + p) = f(t) . It means every p units, the graph of f(t) will be
repeated.

If f(t) is a periodic of period p ,

L

 f (t )e
st
dt
then: Lf (t )  0

1  e  ps

Example 6
Find the Laplace transform of f(t)
Solution:
f(t) is periodic of period 2 . p=2

The function can be defined as

f(t) = t 0 ≤ t ≤ 1
2–t 1 < t≤ 2
period = 2
p

 f (t )e
st
dt
Lf (t )  0
1  e  ps
1 2

 te dt   (2  t )e st dt
st

 0 1
1  e 2s

= 1/( 1 – e-2s) ( - 2e-s/s2 + e-2s/s2 + 1/s2)

1(1  e s )
=
s 2 (1  e s )

Example 7
Given f(t) = t -1 < t < 1 , period = 2, graph f(t) and find the laplace transform.
Solution:

e
 st
tdt
1
Lf(t) =
1  e 2 s
 1
 e  st ( st  1) 
  1 / ( 1 – e-2s )
 s2 

Lf(t) = 1/s2 [ e-s ( s + 1) – es ( -s + 1) ] / ( 1 – e-2s )

1 −𝑠
[𝑒 (𝑠+1)−𝑒 𝑠 (−𝑠+1)]
𝑠2
= 1−𝑒 −2𝑠
 LESSON 8
INVERSE LAPLACE TRANSFORMS
8.1 Inverse Laplace Transforms of Basic Functions
Let Lf(t) = f(s) then
f(t) = L f(s)
-1

Standard Forms:
L-1 (1/s) = 1
L-1 (1/(s – a)) = eat
L-1 (1/sn) = tn-1/ (n – 1)! n = 1, 2…
L (1 / (s-a) = e t /( n -1)! n = 1, 2…
-1 n at n-1

a
L-1 ( 2 ) = (1/a) sin at
s  a2
s
L-1 ( 2 ) = cos at
s  a2
s
L-1 ( 2 )= sinh at
s  a2
a
L-1 ( 2 )= 1/a sinh at
s  a2
s
L-1 2 = (t/2a) sin at
(s  a 2 )2
1
L-1 = 1/(2a3 ) [ sin at – at cos at ]
(s  a 2 )2
2

Example 1
a. L-1 ( 3/s2) = 3t
b. L-1 1/( s2 + 9) = (1/3) sin 3t
c. L-1 (s / (s2 + 2) ) = cos √2 t
d. L-1 (1/s5 ) = t4/4! = (1/24) t4

s9 s 9
e. L-1  L1 2  L1 2
s  16
2
s  16 s  16
= cos 4t + (9/4) sin 4t

s
f. L-1 = 1/ (2 x 3) t sin 3t
(s  9 )2
2

= (t/6) sin 3t

1
g. L-1 =
(s  9 )2
2
 1/( 2 x 33) ( sin 3t – 3t cos 3t)
1/54 ( sin 3t – 3t cos 3t )

h. L-1 ( 4/( s + 1)5 )

= 4e-t t4/ 4!
= 1/6e-t t4

Example 2
s 1
a. L-1 2 =
s 9
L-1 s/(s2 + 9) + L-1 ( 1/ ( s2 + 9 ) )
= cos 3t + 1/3 sin 3t
s2  s  1
b. L-1 =
s7
L-1 1/s5 + L-1 1/s6 + L-1 1/s7
= 1/ 4! t4 + 1/ 5! t5 + 1/ 6! t6
= 1/24t4 + 1/120 t5 + 1/ 720 t6

8.2 Completing the Squares

Example 3 (Completing the squares)
L-1 4s  7 = L1 4s  7
3s  5s  9
2
3(s  5 / 3s  3)
2

= L1 4 / 3s  7 / 3
 L1
4 / 3s  7 / 3
s 2  5s  (5 / 2) 2  3  (5 / 2) 2 (s  5 / 2) 2  13 / 4
4/3s + 7/3 = a( s + 5/2) + b
4/3 s + 7/3 = as + 5/2 a + b
a = 4/3 and 5/2a + b = 7/3
then b = -1
Then 4/3s + 7/3 = 4/3( s + 5/2) – 1

4s  7 4 / 3(s  5 / 2)  1
L1  L1
3s 2  5s  9 (s  5 / 2)2  ( 13 / 2)2
4 / 3(s  5 / 2) 1 s 1
 L1  L1  4 / 3e 5 / 2t L1 2  e 5 / 2t L1 2
(s  5 / 2)2  ( 13 / 2)2 (s  5 / 2)2  ( 13 / 2)2 s  ( 13 / 2) 2 s  ( 13 / 2) 2

= 4/3 e-5/2tcosh √13 /2 t - 2/√13 sinh √13 / 2 t

Example 4 ( Completing the square )

 2s  5 2s  5 2s  5
L1  L1 2  L1
s 2  4s  9 s  4s  4  5 ( s  2) 2  5
2

2s + 5 = a( s + 2 ) + b
2s + 5 = as + 2a + b
a = 2 2a + b = 5 , b = 1
2s + 5 = 2( s + 2 ) + 1
2(s  2)  1 2(s  2) 1
L1 2
 L1 2
 L1 2
( s  2)  5
2
( s  2)  5
2
( s  2) 2  5
2e-2t cos √5 t + e-2t/√5 sin √5 t
 LESSON 9
INVERSE LAPLACE TRANSFORMS (PARTIAL FRACTIONS)

9.1 Distinct Linear Factors in the denominator

Example 1
2s A B
L1  L1  L1
(s  1)(s  2) s 1 s 2
2s = A( s -2) + B( s + 1)
Let s = -1 2(-1) = A( -1-2) A = 2/3
Let s = 2 2(2) = B( 2 + 1) B = 4/3
2/3 4/3
L1  L1  2 / 3e t  4 / 3e 2t
s 1 s2

9.2 Repeated Linear Factors in the Denominator.

Example 2
4s 2  3s  5
Find L-1 if f(s) =
(s  3)3
Solution:
4s 2  3s  5 A B C
  
(s  3 )3
s  3 (s  3) (s  3)3
2

4s2 + 3s – 5 = A( s -3)2 + B( s – 3 ) + C
4s2 + 3s – 5 = A( s2 – 6s + 9) + B( s – 3) + C
= s2 A + s( -6A + B) + 9A – 3B + C
A = 4 -6A + B = 3
and 9A – 3B + C = -5
A = 4 B = 27 and C = 40

then:
4s 2  3s  5 A B C
  
(s  3 )3
s  3 (s  3 ) 2
(s  3)3
4s 2  3s  5 4 27 5
L1  L1  L1  L1
(s  3 )3
s 3 (s  3 ) 2
(s  3)3
= 4e3t + 27te3t - 5/2 e3tt2

Synthetic Division Technique

We can divide 4s2 + 3s – 5 by s – 3 using synthetic division.
4 3 - 5 3
12 45
----------------
4 15 40 3

4 15 3
12
--------------------------
4 27

A=4 B = 27 and C = 40

Example 3
Evaluate: L1 s  3s 3 6s  8
3 2

(2s  1) (s  4)
Solution:
s 3  3s 2  6s  8 A B C D
L1  L1  L1  L1  L1
(2s  1) (s  4)
3
2s  1 (2s  1)2
(2s  1)3
s4
s3 + 3s2 + 6s – 8 = A( s-4)( 2s + 1)2
+ B( s-4)(2s + 1) + C( s -4) + D( 2s + 1)3

= A( 4s3 – 12s2 – 15s – 4) +

B( 2s2 – 7s -4) + C( s- 4)
+ D( 8s3 + 12s2 + 6s + 1 )
= s3( 4A + 8D) + s2( -12A + 2B + 12D )
+ s( -15A – 7B + C + 6D )
+ -4A – 4B – 4C + D

4A + 8D = 1
- 12A + 2B + 12D = 3
-15A – 7B + C + 6D = 6
-4A – 4B – 4C + D = - 8

Let s = 4
43 + 3(42) + 6(4) – 8 = D(9)3
D = 128/729
The other unknowns are:
A = -295/2916 B = -13/81 C = 83/36

 295 / 2916  13 / 81 1 83 / 36 128 / 729 = -295/2916 (1/2) e-1/2t - 13/81(-1/2)e-1/2t +

L1  L1 L  L1
(2s  1) (2s  1)2
(2s  1)3
s4
83/36(-1/2)e-1/2t + 128/729e4t
= -295/5832e-1/2t + 13/162e-1/2t - 83/72e-1/2t + 128/729e4t

9.3 Distinct Quadratic Factors in the denominator

Example 4
4s 2  3s  5 As  B Cs  D
L-1  L1 2  L1 2
(s  4)(s  9)
2 2
s 4 s 9
4s2 + 3s + 5 = ( As + B)( s2 + 9) + ( Cs + D)(s2 + 4)
= As3 + Bs2 + 9As + 9B + Cs3 + Ds2
+ 4Cs + 4D = 4s2 + 3s + 5
s ( A + C) + s ( B + D) + s( 9A + 4C) + 9B + 4D
3 2

= 4s2 + 3s + 5
A+C=0
B+D= 4
9A + 4C = 3
9B + 4D = 5
Solve the system simultaneously.
A = 3/5 B = -11/5 C = -3/5 D= 31/5

Then:
4s 2  3s  5 3 / 5s  11/ 5 1  3 / 5s  31/ 5
L1  L1 L
(s  4)(s  9)
2 2
s2  4 s2  9
= 3/5 sin 2t - 11/10 sin 2t - 3/5 cos 3t + 31/15 sin 3t

Example 5
4s 3  s 2  2s  1 As  B Cs  D
L1  L1 2  L1 2
(s  2s  5)(s  4)
2 2
s  2s  5 s 4
4s3 + s2 + 2s – 1 = ( As + B)(s2 + 4) +
( Cs+ D)( s2 + 2s + 5)
= As3+ Bs2 + 4As + 4B + Cs3 + 2Cs2
+Ds2 + 5Cs + 2Ds + 5D

= s3( A + C) + s2( B + 2C + D) +
s( 4A + 5C + 2D ) + 4B + 5D

Then: A + C = 4
B + 2C + D = 1
4A + 5C + 2D = 2
4B + 5D = -1
Then A = 72/17 B = 142/17 C = -4/17 D = -117/7
 4s 3  s 2  2s  1 72 / 17s  142 / 17  4 / 17s  117 / 7
L1  L1  L1
(s 2  2s  5)(s 2  4) s 2  2s  5 s2  4
72 / 17s  142 / 17 72 / 17s  142 / 17
L1  L1
s  2s  5
2
(s  1)2  4
72 / 17(s  1)  70 / 17 72 / 17s  70 / 17
 L1  e t L1
(s  1)  4
2
s2  4
= 72/17 e-t cos 2t + 35/17 e-t sin 2t

 4 / 17s  117 / 7
L1 =
s2  4
- 4/17cos 2t - 117/14 sin 2t

Ans. 72/17 e-t cos 2t + 35/17 e-t sin 2t

- 4/17cos 2t - 117/14 sin 2t
 LESSON 10
FURTHER POPERTIES OF LAPLACE TRANSFORMS
Rules:
Let Lf(t) = f(s)
10.1 If f(s) has a value s , suppress s and differentiate the remaining L -1 of f(s) from 0 to
t with respect to t.
Example 1
s 1
L1  d / dtL1  d / dt (te t )
(s  1) 2
(s  1)2
e-t – te-t

10.2 If f(s) has a denominator s , suppress the denominator s and integrate the remaining f(s)
from 0 to t.
Example 2
t t
1 1
L1   L1 dt   sin tdt
s(s 2  1) 0
s 1
2
0

= 1 - cos t

10.3 From the rule:

 
f (t )
L( )   f (s )ds it follows that f (t )  tL1  f (s )ds .
t s s

Example 3

2s 2s
L1  tL1  2 ds
(s  1)
2 2
s
(s  1)2
= t L-1 [ -1/ (s2 + 1) ] s∞
= t L-1 (1/(s2 +1 )
= t sin t

Example 4
1
Find the L-1 of
(s  1)2
2

Solution:
t t
1 2s 1 2s 1
L 1
 L1   L1 2 dt   t sin tdt ( From example 1 )
(s  1)
2 2
2s(s  1)
2 2
2 0 (s  1) 2
20
= sin t - t cos t
10.4 From the rule
L ( t f(t) ) = - d/ds f(s) where Lf(t) = f(s)
Then: tf(t) = -L-1 d/ds f(s)
L1f ' (s )
f (t )  
t

Example 5
s2 1 d s2 1 1 1 e  t  e 2t
L1 ln   L1 ln   L1(  )
s 1 t ds s  1 t s  2 s 1 t

10.5 Inverse Laplace Transforms of partial fractions with repeated non factorable quadratic factors.

Example 6
3s 2  2s  1 As  B 1 Cs  D E
L1  L1 2 L  L1
(s  1) (s  5)
2 2
s 1 (s  1)
2 2
s 5
3s2 + 2s + 1 = (As + B)(s2 + 1)( s – 5)
+ ( Cs + D)( s – 5) + E (s2 + 1)2
3s2 + 2s + 1 = As4 – 5As3 + Bs3 + As2 – 5Bs2 - 5As + B s - 5B + Cs2 – 5Cs + Ds – 5D + Es4 +
2Es2 + E
= s4(A + E) + s3( - 5A + B) + s2( A – 5B + C + 2E ) +
s( B -5C + D) + - 5B – 5D + E

A+E =0
- 5A + B = 0
A – 5B + C + 2E = 3
B -5C + D = 2
- 5B – 5D + E = 1

We can compute E
Let s = 5
3(52) + 2(5) + 1 = E( 52 + 1)2
E = 43/338
Then A = - 43/338
B = - 215/338
C = - 4/13
D = 6/13

L1
3s 2  2s  1
 L1
 43 / 338s  215 / 338
 L1
 4 / 13s  6 / 13
 + L1 43 / 338
(s 2  1)2 (s  5) s2  1 (s 2  1)2 s 5
= - 43/338 cos t – 215/338 sin t - 4/13 t sin t +
3/13 ( sin t - t cos t ) + 43/338 e5t

10. 6 Solution of ODE using Laplace Transforms

Ly’(t) = s Ly – y(0)
L y’’(t) = s2Ly – sy(0) –y’(0)
L y’’’(t) = s3Ly - s2y(0) – sy’(0) – y’’(0)

Example 7
Solve the ODE y’+ y = t y(0) = 1
Solution:
L ( y’ + y ) = L t
Ly’ + Ly = 1/s2
sLy – y(0) + Ly = 1/s2
sLy – 1 + Ly = 1/s2
Ly ( s + 1) = 1 + 1/s2
s2  1
Ly = 2
s (s  1)

y = L-1 ( A/s) + L-1 (B/s2 ) + L-1 (C/( s + 1)

s2 + 1 = As( s + 1) + B( s + 1) + Cs2
= As2 + As + Bs + B + Cs2
= s2 ( A + c) + s( A + B) + B
Then A + C = 1 A + B = 0 and B = 1
B=1
A = -1
and C = 2
Thus: y = L-1 ( -1/s) + L-1 ( 1/s2) +
L-1 2/(s+1)
y = -1 + t + 2e-t

Example 8
Solve y’’ + 4y’ + 4y = sin 2t
y(0) = 0 y’( 0) = 1

Solution:
L (y’’ + 4y’ + 4y) = L sin 2t
L y’’ + 4Ly’ + 4Ly = 2/(s2 + 4)
s2Ly - sy(0) – y’(0) + 4( Ly – sy(0) ] + 4 Ly
= 2/(s2 + 4)
s2 Ly – s(0) – 1 + 4Ly – 4s(1) + 4Ly
= 2/(s2+4)
Ly( s2 + 4) = 1 + 4s + 2/(s2 + 4)
4s 3  s 2  16s  6
Ly =
(s 2  4)(s 2  4)
4s 3  s 2  16s  6
y = L-1
(s 2  4 ) 2
4s 3  s 2  16s  6
1 As  B Cs  D
L  L1 2  L1 2
(s  4 )
2 2
(s  4 ) (s  4 ) 2
4s3 + s2 + 16s + 6 = ( As + B)(s2 +4) + Cs + D
= As3 + Bs2
+ 4As + 4B + Cs + D
= s A + s B + s( 4A + C) + 4B + D
3 2

A=4 B =1 4A + C = 6 4B + D = 6
A=4
B= 1
C= 0
D= 2
4s  1 2
y  L1  L1 2
(s  4)
2
(s  4)2
y = 4 cos 2t + 1/2 sin 2t + 2/16( sin 2t – 2t cos 2t)
or y = 4 cost 2t + 5/8 sin 2t - ¼ t cos 2t

Example: Solve the ODE

y’’ + 4y = ( t + 2)u(t -1)
y(0) = 1 y’(0) = -3
Solution:
y’’ + 4y = ( t + 2)u(t -1)
Ly’’ + 4Ly = L ( t + 2) u( t -1) )
t+ 2 = t – 1+ 3
s2Ly – sy(0) – y’(0) + 4Ly = L [( t-1) + 3] u(t-1) ]
s2Ly – s(1) – (-3) + 4Ly = L(t-1) u(t-1) + 3L u(t-1)
L(y) [ s2 + 4 ] = s – 3 + e-sLt + 3e-s/s
L(y) [ s2 + 4 ] = s – 3 + e-s/s2 + 3e-s/s
L(y) = ( s -3)/(s2 + 4) + e-s ( s + 3) /( s2 ( s + 4 ) )
y = L-1 ( s -3)/( s2 + 4) +
s3
u(t-1) L-1 2 where t is replaced by t – 1
s ( s  4)
L-1 ( s – 3)/( s2 + 4 ) = L-1 s/(s2 + 4) - 3L-1 1/(s2 + 4)
= cos 2t - 3/2 sin 2t
s3
= A/s + B/s2 + C/( s + 4)
s ( s  4)
2

s + 3 = A s(s+4) + B( s + 4) + Cs2
when s = 0 3 = 4B B = ¾
when s = -4 - 4 + 3 = C(-4)2
C = -1/16
when s = 1
1 + 3 = A(1)(5) + ¾(1+4) + -1/16(1)2
A = 1/16

Then:
s3
L-1 = L-1 [ 1/16/ s + ¾ / s2 + -1/16 / ( s + 4 )]
s ( s  4)
2

= 1/16 + 3/4t – 1/16 e-4t

Replace t by t – 1
Result is: 1/16 + ¾(t-1) -1/16 e-4(t-1)
Then:
y = cos 2t - 3/2 sin 2t +[ 1/16 + ¾(t-1) -1/16 e-4(t-1)] u(t-1)
 LESSON 12

12. 1 Elementary Transformation of Matrix

The elementary transformation of matrices are:
a. interchange of any two rows ( or columns)
b. Multiplication of any row (column) by a non zero number.
c. The addition of a constant multiple of the elements of any row ( column ) to the corresponding
elements of any other row or column.

12. 2 Inverse of a Matrix (A-1 )

AA-1 = A-1 A = I where I is an identity matrix.
A should be a square matrix with determinant ≠ 0

Example 1 Find the inverse matrix of A if

1 2
A 
3 4
Solution:
a b 
Let B = A-1 =  
c d 
 1 0
then: AB-1 = B-1 A =  
0 1
1 2 a b   1 0
3 4 c d  = 0 1
    
1a + 2c = 1 1b + 2d = 0
3a + 4c = 0 3b + 4d = 1

Solve simultaneously.
a = -2 c = 3/2 b = 1 d = -1/2
2 1 
A-1 =  
3 / 2  1/ 2

12. 3 Equivalent Matrices

Two matrices are equivalent if one can be obtained from the other by a sequence of elementary
transformations

12. 4 Elementary Matrices are matrices obtained by subjecting the identity matrix to elementary
transformations.
Examples of Elementary Matrices
 1 0 0
I3  0 1 0
0 0 1
a. Swap Row 1 and Row 2
0 1 0
1 0 0
 
0 0 1

b. Column 3 x k
1 0 0
0 1 0 

0 0 k 

c. 2 Row 1 + Row 2
1 0 0
2 1 0

0 0 1

12. 5 Inverse of a Matrix using Elementary Transformation.

Example 2
2 3
Find the inverse of matrix A =   using elementary transformation.
4 7
Form the augmented matrix:
2 3 1 0
Solution:  
4 7 0 1
R1 / 2
1 3 / 2 1/ 2 0 
4 0 1
 7
Row 1 x -4 + Row 2
1 3 / 2 1/ 2 0 
0  2 1
 1
Row 2 x - 3/2 + Row 1
 1 0 7 / 2  3 / 2
0 1  2 1 

 7 / 2  3 / 2
A 1  
2 1 

12. 6 Solution of System of Linear Equations using Gaussian Elimination

Example 3
Solve the system of linear equations
4x + 3y + 2z – 5w = -4
3x – 2y – 7z + w = -18
x + y - 3z + 5w = 14
5x – 6y + 2z + 8w = 31

Solution:
Form the augmented matrix

Row 1 x ( -3) + Row 2 x 4

Row 1 x (-1) + Row 3 x 4
Row 1 x -5 + Row 3 x 4

Result:
4 3 2 - 5 | -4
0 -17 -34 19 | -60
0 1 -14 25 | 60
0 -39 -2 57 | 144

Row 2 x 1 + Row 2 x 17
Row 2 x -39 + Row 3 x 17

Result:
4 3 2 -5 | - 4
0 -17 -34 19 | -60
 0 0 -272 444| 960
0 0 1292 228| 4788

Row 3 x 1292 + Row 4 x 272

Result:
4 3 2 -5 | - 4
0 -17 -34 19 | -60
0 0 -272 444| 960
0 0 0 635664| 2542656

Then:
635664w = 2542656 w = 4
-272z + 444w = 960
-272z = 960 – 444(4) = -816
z= 3
-17y – 34z + 19w = -60
-17y – 34(3) + 19(4) = -60
y= 2
4x + 3y + 2z – 5w = - 4
4x + 3(2) + 2(3) – 5(4) = - 4
x=1
(This process is called back substution. )
 LESSON 13
Determinant and its Properties

13.1 Determinant of a 2 x 2 matrix

Example 1
2 3
Find the determinant of A   
4 1
Solution: det ( A) = 2(1) - 3(4) = -10

13.2 Determinant of a 3 x 3 matrix

Example 2
2 1 2 
 
Find the determinant of A  3 4 7 
8 1  5
Solution:
Copy the 1st 2 columns

det(A) = 2(4)(-5) + 1(7)(8) + 2(3)(1)

- [ 8(4)(2) + 1(7)(2) + (-5)(3)(1) ]
= - 41

13. 3 Minor of an element

is the determinant that remains after deleting the row (i) and column (j) of the element.

Example 3
Find the minor of element 7 and 2 of
  2 1 3 5 
2 7 8 1 
A
 3 5 5 1
 
8 1 9  4
Solution:

 2 3 5 
 
Minor of 7 = det  3 5 1  = -66
 8 2  4

 1 3 5 
 
Minor of 2 = det  5 5 1  = -336
 1 9  4

13.4 Cofactor of an element found in row i and column j. (Cof (a ij))

Cof (aij ) = -(1)i+j Mij where Mij is the minor of the matrix found in row i and column j.
Example 4
Find the cofactor of element 7 and element 2 in the matrix A of example 3.
Solution:
Cof( aij) of 7 = (-1)2+2 M22 = M22 = -66
Cof(aij) of 2 = ( -1)2+1 = -M21
= -( -336) = 336
13.5 Laplace Expansion
The determinant of any square matrix is equal to the sum of the product of element of any row
(column) to its corresponding cofactors.
Example 5
Evaluate det( A), by Laplace Expansion using the 1st row and the 3rd column.
2 4  1
A   1 3 2 
6 5 1 
Solution: (Using the 1st row )
det(A) = 2 Cof (a11) + 4 Cof( a12 ) + -1 Cof(a13)
3 2 1 2 1 3
= 2 (-1)1+1 + 4 (-1)1+2 -1(-1)1+3
5 1 6 1 6 5

= 2( -7) + 4( 11) - 1 ( -13 ) = 43

Using the 3rd column.

det(A) =
-1Cof( a13) + 2 Cof ( a23 ) + -1Cof(a33)
1 3 2 4 2 4
= -1 (-1)1+3 + 2(-1) 2+ 3 + (1)(-1)1+3
6 5 6 5 1 3
= -1( -13) + 2( 14) + 1( 2) = 43

Example 6
2 4 1 1 
3 1 6 1 
Find the det (A) if A =  using Laplace expansion of the 1st row.
8 2 1 4
 
9 2 3  1

Solution:
det(A) = 2 Cof( a11 ) + 4 Cof( a12 ) -1 Cof (a13 ) + 1 Cof ( a14 )

1 6 1 3 6 1
= 2 (-1)1+1 2 1 4 + 4(-1)1+2 8 1 4
2 3 1 9 3 1

3 1 1 3 1 6
+ -1 (-1)1+3 8 2 4 + 1(-1)1+4 8 2 1
9 2 1 9 2 3

= 2 (51) + 4( -240) + -1( 12) + 1(15)

= -855

13. 6 det ( A ) = det ( AT )

meaning the determinant remains the same after changing the positions of row and column.

Example 7
1 2  1  1 3 1
 
Let A = 3 4 2  ,then AT =
 2 4 4
 
1 4 7   1 2 7 
det (A ) = - 26

13.7 If the elements of any row or column of a matrix is zero , the determinant equals zero.
(It is obvious that if we expand the determinant in terms of the elements of the row or column with
zero elements, the result is zero).

13.8 If any 2 rows or columns of a given matrix are equal or proportional, the determinant is zero.

Example 8
The determinants
1 2 2 1 2 2 a 3a b
a. 1 2 2 b. 1 2 2 c. a 3a b
8 1 9 8 16 9 a 3a 2b
are all zero.
a has 2 equal rows.
b. has 2 proportional columns
c. has 2 proportional columns

13. 9
Swapping the position of any two rows or columns of a given determinant will make the determinant
negative of the original determinant.
Example 9
1 2 3 5 1 2 a d g d a g
5 1 2 = 1 2 3 b e h  e b h
2 1 6 2 1 6 c f i f c i

13.10 If a row or a column of a determinant is multiplied by a constant k, the determinant is multiplied

by k.
Example 10
a b c a b c
Let A  d e f then 2d 2e 2f = 2A
g h i g h i
a b 3c
d e 3f = 3A
g h 3i
13.11 The determinant
a b c j k l m n o
d e f d e f  d e f
g h i g h i g h i
where a = j + m b = k + n c = l + o

Example 11
4 3 5 1 3 2 3 0 3
1 2 6 1 2 61 2 6
3 1 5 3 1 5 3 1 5
68 = 41 + 27

13.12 If a constant is multiplied to any row or column and added to another row or column of a
determinant, the determinant is unchanged .

Example 12
 3 2 1
 
Let A   4 3 1
 1 5 2
then det ( A) = 8
Let us verify the rule:
Row 1 x -4 + Row 2 will give
 3 2 1
A'   8  5  3

  1 5 2 
det ( A’) = 8

Example 13
2 3 1 5
7 1 1 2
Find the det ( A ) if A  
 1 3 2 1
 
 5 2 3 4

Row 3 x -2 + Row 2
Row 3 x – 7 + Row 2
Row 3 x 5 + Row 4

0  3  3 3
0  20  15  5
det (A ) = det  
1 3 2 1
 
0 17 13 9

3 3 3
= 1(-1)3+1  20  15  5 = -90
17 13 9

Example: Without Expanding , show that

a 2  ab ac
 ab b 2  bc  0
ac  bc c 2

Solution:
Factor a from the 1st row, b from the 2nd row and c from the 3rd row.
a b c
abc  a b c = 0
a b c
( since row 1 and row 3 are the same)
Example 14
Prove that
1 a a3
1 b b 3  (a  b )(b  c )(c  a )(a  b  c )
1 c c3

Solution:
Row 2 x -1 +Row 1
Row 3 x -1 + Row 2

0 a  b a3  b3
3 1 a  b a3  b3
= 0 b  c b 3  c 3  (1) 1
3 b  c b3  c 3
1 c c

1 a 2  ab  b 2
= (a  b )(b  c )
1 b 2  bc  c 2
= (a – b)( b – c)( b2 + bc + c2 – ( a2 + ab + b2)]
= (a-b)( b – c) ( bc + c2 – ab - a2)
= ( a – b)( b –c)( b [ c – a] + c2 – a2 )
= ( a – b)( b – c)( c-a ) ( b + a + c )
 LESSON 14
Solution of System of Linear Equations

14.1 Cramers Rule

 a11 a12 .... a1n   x1   c1 
a 
a22 .... a2n   x  c 
Let A   21 B   2 C   2
 : .. ... :  :  :
     
am1 ... ... ann   xn  c n 
The solution of AB = C using Cramers Rule is
x1 = D(x1)/D x2 = D(x2)/D … xn = D(xn)/ D

 a11 a12 .... a1n 

a a22 .... a2n 
where D = det  21
 : .. ... : 
 
am1 ... ... ann 

 c1 a12 .... a1n 

c a22 .... a2n 
D(x1) = det  2
: .. ... : 
 
c n ... ... ann 
a11 c1 .... a1n 
a c 2 .... a2n 
D(x2) = det  12
 : .. ... : 
 
a1n c n ... ann 
and so on.

Example 1
Solve for C in the system of linear equations using Cramer’s Rule.
3A – 2B + 5C – D = 10
2A + B + 5C – 4D = 3
3A + B – C + D = 6
A + B + C + 9D = 42
Solution:
 3  2 5 1 3  2 10  1
2 1 5 4 2 1 3 4
D D(C ) 
3 1 1 1 3 1 6 1
1 1 1 9 1 1 42 9

Using the methods discussed in lesson 12,

D = -586 and D ( C) = -1758
C = D(C) / D = -1758/-586 = 3

14.2 The Inverse of a Matrix

Adj ( A)
A 1  where Adj(A) = Cof( A)T and |A | ≠0
| A|
Example 2
2 3  1

Find the inverse of A if A  2 4 5 

7 1 2 
Solution:
Adj ( A)
A 1 
| A|
| A | = det ( A ) = 125

T
 4 5 2 5 2 4
    
 1 2 7 2 7 1
 3 1 2 1 2 3
Adj ( A ) =     
 1 2 7 2 7 1
 3 1 2 1 2 3
 4 5

7 2

2 4 


 3  7 19 
  31 11  12

 26 19 2 
  3  7 19 
 31 11  12
 
  
A 1  
26 19 2
125
 3  7 19 
 31 11  12
   3 / 125  7 / 125 19 / 125 
 26 19 2  
1
A    31/ 125 11/ 125  12 / 125 
125
 26 / 125 19 / 125 2 / 125 
14.3 Solution of System of Linear
( Unique Solution )
Example 3
Solve the system
3A + 2B = 4
2A – B = -9
A + 3B = 13

Solution:
Form the augmented matrix
3 2 4
2  1  9 
 
1 3 13 
Swap row 1 and row 3
1 3 13  1 3 13 
2  1  9 → 0  7  35 
   
3 2 4  0  7  35 
Row 1 x – 2 + Row 2
Row 1 x -3 + Row 3
The system is equivalent to
A + 3B = 13
-7B = -35
-7B = - 35
Thus: B = 7 and A = - 8

14. 4 Solution of System of Linear Equations

( No solution )
Example 4
Solve
2A + 3B – C = 1
3A – 4B + 3C = -1
2A – B + C = - 3
3A + B – 2C = 4

Solution:
Form the augmented matrix.
3 3 -1 | 1
3 -4 3 | -1
2 -1 1 | -3
3 1 -2 | 4

Row 1 x -3 + Row 2 x 3
Row 1 x -2 + Row 3 x 3
Row 1 x -3 + Row 4 x 3

Result:
3 3 -1 | 1
0 -21 12| -6
0 -9 5 | -11
0 -6 -3 | 9

Row 2 x – 9 + Row 3 x 21
Row 2 x -6 + Row 3 x 21

Result:
3 3 -1 | 1
0 -21 12| -6
0 0 -3| 177
0 0 -135| 225

The last two equations give:

-3w = 177 and -135w = 225 which gives 2 different answers for w. Therefore there is no solution.
14.5 System of Linear Equations
( Infinite Solution)
Example 5
Determine all possible solutions of the system of linear equations:
4A – 8B + 11C – 11D + 6E = 4f
3A - 6B + 8C - 9 D + 5E = 3f
2A – 4B + 9C +5D – 4E = 2f
A - 2B + 3C – 2D + E = f
where f is any real number.
Solution:
Form the augmented matrix.
4 - 8 11 - 11 6 4f
3 -6 8 -9 5 3f
2 - 4 9 5 -4 2f
1 -2 3 -2 1 f

Solution:
Swap row 1 and row 4
1 -2 3 -2 1 f
3 -6 8 -9 5 3f
2 - 4 9 5 -4 2f
4 - 8 11 - 11 6 4f
Row 1 x – 3 + Row 2
Row 1 x – 2 + Row 3
Row 1 x – 4 + Row 4

1 -2 3 -2 1 f
0 0 -1 -3 2 0
0 0 3 9 -6 0
0 0 -1 -3 2 0

Row 2 / -1

1 -2 3 -2 1 f
0 0 1 3 -2 0
0 0 3 9 -6 0
0 0 -1 -3 2 0

Row 2 x – 3 + Row 3
Row 2 + Row 1
1 -2 3 -2 1 f
0 0 1 3 -2 0
0 0 0 0 0 0
0 0 0 0 0 0

The resulting equations are :

A – 2B + 3C – 2D + E = f
C + 3D – 2E = 0
Then:
C = 2E – 3D
A – 2B + 3(- 3D + 2E) - 2D + E = f
A = 2B + 11D - 7E + f

A = 2B + 11D - 7E + f
B = B
C = -3D + 2E
D = D
E =E
 A 0 2  0  11   7 1
B  0 1 0 0  0  0
             
C   A 0  B 0  C 0  D  3  E  2   f 0
             
D  0 0 0  1  0  0
E  0 0 0  0   1  0
Let B= c1 D = c2 E = c3 where c1, c2 and c3 are arbitrary constants.

Then:
A = 2c1 + 11c2 – 7c3 + f
B = c1
C = - 3c2 + 2c3
D = c2
E = c3
(A B C D E) =
( 2c1 + 11c2 – 7c3 + f c1 - 3c2 + 2c3 c2 c3 )

14.6 Solution of Homogeneous system of Linear Equations

( Right Hand Side = 0)
Example 6
Solve the system
A + 2B + 3C = 0
 - A + 3B + 2C = 0
2A + B – C = 0
Solution:
The augmented matrix is
1 2 3 0
-1 3 2 0
2 1 -2 0

Row 1 x 1 + Row 2
Row 1 x -2 + Row 3

1 2 3 0
0 5 5 0
0 -3 -8 0

Row 2 / 5
1 2 3 0
0 1 1 0
0 -3 -8 0

Row 2 x 3 + Row 3

1 2 3 0
0 1 1 0
0 0 -5 0

This is equivalent to
A + 2B + 3C = 0
B+ C =0
-5C = 0
The solution is A = 0, B = 0 , C = 0 (trivial)

Example 7
Solve the system
A + 4B + C = 0
2A – 3B – 9C = 0
-A + 2B + 5C = 0
Solution:
Form the augmented matrix
1 4 1 0
2 -3 -9 0
-1 2 5 0

Row 1 x – 2 + Row 2
Row 1 x 1 + Row 3

1 4 1 0
0 -11 -11 0
0 6 6 0

Row 2/ -11
Row 3/ 6

1 4 1 0
0 1 1 0
0 1 1 0

Row 2 x -1 + Row 3
1 4 1 0
0 1 1 0
0 0 0 0
The system is the same as
A + 4B + C = 0
B+ C=0
0= 0
B=-C
A + 4(-C) + C = 0
A = 3C
Let C = r ( r is any constant )
Then A = 3r
B=-r
( A B C ) = ( 3r -r r ) = r ( 3 -1 1)
 LESSON 15
EQUATIONS INVOLVING MATRICES, EIGENVALUES, and EIGENVECTORS

15.1 Equations involving Matrices

Example 1
Solve for x and y in
x + 3y = 1
3x – 4y = 2
Solution:
Write in matrix form.
1 3   x  1
3  4  y   2
    
1
1 3 
3  4
Premultiply both sides of the equation by  

1 1
 1 3  1 3   x  1 3  1
3  4 3  4  y   3  4 2
        
1
 1 0  x   1 3   1 10 / 13 
0 1  y   3  4 2   1/ 13 
        
x  10 / 13 
 y  =  1/ 13 
   

15.2 Solve for a, b, c and d in

a b  2 1  3 2
c d  3 2   1 5
    
Solution:
Postmulitply both sides of the equation by
1
2 1 
 3 2
 

1 1
a b  2 1 2 1  3 2 2 1
c d  3      
  2 3 2  1 5 3 2
a b  1 0  0 1
c d  0 
  1  17 11

a b   0 1
c d  =  17 11
   
a = 0 b = 1 c = -17 d = 11

Example 3
Solve for [A]

A   [ A]   
3 3 2 3
4 5 5 1
Solution:
3 3   1 0  2 3 
[ A]   [ A]  
4 5 0 1 5 1
 4 3  2 3 
[A]  
4 6 5 1
1 1
4 3 4 3 2 3   4 3 
[ A]       
4 6 4 6 5 1 4 6

A
1 0  0 1/ 2 

0 1 13 / 6  11/ 12

A = 
0 1/ 2 

13 / 6  11/ 12

15.2 Eigenvalues and EigenVectors

To find the Eigenvalues w.
Set det ( A – w2 I ) = 0
Example 4
Find the eigenvalues of
 1 1
A 
 2 4
Solution:
 1 1  1 0
det ( A – w I ) = det (   w ) = 0
 2 4 0 1
1  w 1 
det  = 0
 2 4 w
( 1 – w)( 4 – w) + 2 = 0
w2 – 5w + 6 = 0 w = ( 2, 3 )
The eigenvalues are w = 2 and w = 3

To find the eigenvectors:

Solve the Linear System
AX = wX
 1 1  x1   x1 
 2 4  x  = w  x 
   2  2
For w = 2
X1 + X2 = 2X1
-2X1 + 4X2 = 2X2

-X1 + X2 = 0
- 2X1 + 2X2 = 0
Let X2 = C Then X1 = C (any real)

Eigenvectors associated with w = 2 is

c  1
c   c 1
  

Eigenvectors Associated with w = 3

 1 1  x1   x1 
 2 4  x  = 3  x 
   2  2
X1 + X2 = 3X1 or -2X1 + X2 = 0
-2X1 + 4X2 = 3X2 or - 2X1 + X2 = 0
Let X2 = c2
Then X1 = c2/2

Eigenvectors associated with w = 3

c2 / 2 1 / 2 1 
is    c2    c2 '  
 c2   1   2

Summary: For w = 2
1
Associated Eigenvector = c  
1
The length of the vector is √(12 + 12 ) = √2
For w = 3 :
 1 
Associated Eigenvector = c / 2 
 2
The length of the vector is √( 12 + 22 ) = √5

The normalized eigenvector is:

1 / 2 1 / 5 
 
1 / 2 1 / 5 

Diagonalization using Eigenvalues:

A matrix A can be diagonalized if there exists a non singular matrix P and a diagonal matrix D such that
𝐷 = 𝑃−1 𝐴 𝑃
The elements of D are the eigenvalues and P is the matrix of eigenvectors associated with the eigenvalues.

Example 5
−4 −6
Diagonalize 𝐴 = [ ]
3 5
A short cut way to determine the eigenvalues is this formula:
𝑤 2 − 𝑡𝑟𝑎𝑐𝑒(𝐴) + det(𝐴) = 0
𝑤 2 − ( −4 + 5) + (−4)(5) − (−6)(3) = 0
𝑤 = 2, −1

Associated Eigenvector for w = 2

−4 − 2 −6 𝑎1 0
[ ][ ] = [ ]
3 5 − 6 𝑎2 0
-6a1 – 6a2= 1 If a2 = 1 a1 = -1
−1
Eigenvector is: [ ]
1
Associated Eigenvector for w = -1
−4 + 1 −6 𝑏 0
[ ] [ 1] = [ ]
3 5 − (−1) 𝑏2 0
-3b1 – 6b2 = 0
If b2 = 1 b1 = - 2
Then:
−1 −2
𝑃=[ ]
1 1

1 2
𝑃−1 = [ ]
−1 −1

Then
1 2 −4 −6 −1 −2
𝑃−1 𝐴 𝑃 = [ ][ ][ ]
−1 −1 3 5 1 1
 2 0
= [ ]
0 −1
 LESSON 16
FOURIER SERIES

16.1 The Fourier Series Expansion of a periodic function f(t) with period 2p where
f( t + 2p) = f(t) is given by :

f(t) = a0/2 + a1 cos (π/p t) + a2 cos ( 2π /p t) +

a3 cos ( 3π / p t ) +….. an cos ( nπ /p t ) + b1 sin ( π/p t) + b2 sin ( 2π /p t ) + b3 sin ( 3π/ p t ) +
…. bn sin ( nπ / p t )


nt nt
f(t) = a0/2 +  (a
0
n cos
p
 bn sin
p
)

where
d 2 p
1 nt
an 
p 
d
f (t ) cos
p
dt

1 d 2 p nt
bn 
p d
f (t ) sin
p
dt

where the interval [ d d + 2p ] is the range of values where f(t) is integrable.

Example 5
Find the Fourier Series Expansion of f(t)
f(t) = -1 -π ≤ t ≤ 0
= 1 0 ≤ t ≤ π period = 2π

Solution:

f(t) = -1 -π ≤ t ≤ 0
= 1 0≤ t ≤ π
2p = 2π then p = π and d = 0.
d 2 p 
nt nt nt
0
1 1 1
an 
p 
d
f (t ) cos
p
dt    1cos
  
dt   1cos
0 
dt

sin( n ) sin( n )
an    0
n n
0 
1 1
a0 
 
  1dt    1dt  0
0
d 2p 
nt nt nt
0
1 1 1
bn 
p 
d
f (t ) sin
p
dt    1sin
  
dt   sin
 0 
dt

(1  cos n ) 1(1  cos n ) 2(1  cos n ) 2(1  cos  ) 4

bn    b1  
n n n  
2(1  cos 2 )
b2  0
2
2(1  cos 3 ) 4
b3  
3 3
and so on.

The Fourier Series is:

f(t) = b1 cos t + b2 cos 2t + b3 cos 3t + .. =

(4/π) cos t + (4/3π) cos 3t + 4/(5π)cos 5t + …

Example 6
What is the Fourier expansion of the periodic function whose definition in one period is
f(t) = cos t 0 ≤ t ≤ π

Solution: Use d = 0.
d 2 p
1 nt
an 
p 
d
f (t ) cos
p
dt

 
1 nt 2
 
 /2 0
cos t cos
 /2
dt   cos t cos( 2nt )dt
0

Note:
cos ( A + B) = cos A cos B – sin A sin B
cos ( A – B) = cos A cos B + sin A sin B
cos A cos B = ½ cos ( A + B) + ½ cos ( A – B)
 1 1
cos(𝑡) cos(2𝑛𝑡) = cos(𝑡 + 2𝑛𝑡) + cos⁡(𝑡 − 2𝑛𝑡)
2 2
1 1
= cos[𝑡(2𝑛 + 1)] + cos⁡[𝑡(2𝑛 − 1)]
2 2
Integrate:
sin t (2n  1) sin t (2n  1) 
an  [  ] 0
(2n  1) (2n  1)
1 1
an  (  ) sin(2n )
(2n  1) (2n  1)
an = 0 for n = 1 , 2, 3 …

1 n ( 0 )
a0  
 /2 0
cos 0 cos
 /2
dt  2

1 d 2 p nt
bn  
p d
f (t ) sin
p
dt

1 d 2 p nt 1  nt 2 
bn   f (t ) sin dt   cos t sin dt bn   cos t sin( 2nt )dt
p d p  /2 0  /2  0

Note:
sin ( A + B) = sin A cos B + sin B cos A
sin ( A – B) = sin A cos B - sin B cos A
then:
sin A cos B = ½ sin (A + B) + ½ sin ( A – B)

1 1 1 1
bn  (  ) cos( 2n )  
(2n  1) (2n  1) (2n  1) (2n  1)
n = 1 b1 = 8/(3π)
n = 2 b2 = 16/(15π)
n = 3 b3 = 24/(35π)
n = 4 b4 = 32/(63π)
and so on

2 8 t 16 2t 24 3t 32 4t

f (t )   sin  sin  sin  sin  ...
2 3  15  35  63 
8 16 24
f (t )  1  sin t  sin 3t  sin 4t  .....
3 15 35

16.2 Fourier Series of Odd and Even Functions

A function is odd if f(-t) = -f(t) and even if f(-t) = f(t).

 a
For an odd function,  f (t )dt  0
a
a a
For an even function,  f (t )dt  2 f (t `) dt
a 0

sin t is an odd function.

cos t is an even function.

For an odd function, the Fourier series will have only sine terms in the series so a n = 0.
nt
p
2
and bn   f (t ) sin( )dt
p0 p

For an even function, the Fourier series will have only cosine terms so b n = 0.
 nt 
p
2
an   f (t ) cos dt
p0  p 

Example 7
Find the Fourier Series Expansion of
f(t) = -1 -π ≤ t≤ 0
1 0≤ t ≤π period = 2π
Solution:
f(t) is an odd function. The Fourier series will have only sin terms, an = 0
nt
p
2
bn 
p0 f (t ) sin(
p
)dt


2 nt

bn  1sin( )dt
0

cos( nt ) 
= (2/π) [  ] 0
n
1 cos( n )
bn  
n n

b1 = 2
b2 = 0
b3 = 2/3
b4 = 0
b5 = 2/5 and so on
Then:
f(t) = 2 sin (πt/π) + 2/3 sin ( 3πt/π) + 2/5 sin ( 3πt/π ) + ….

f(t) = 2sin t + 2/3 sin 3t + 2/5 sin 5t + 2/7 sin 7t + ….

Example 8
Find the Fourier Series Expansion of
f(t) = t2 - 1 ≤ t ≤ 1 period = 2
Solution:
f(t) = is an even function so it will contain only cosine terms. bn = 0 and p =1

 nt 
p
2
an   f (t ) cos dt
p0  p 
 nt 
1
2
an   t 2 cos dt
10  1 

u cos udu  u 2 sin u  2u cos u  2 sin u

2

Let u = nπt du = nπ dt
and t = u/(nπ)

 nt 
1
2 2 u2 du

10
t cos 
 1 
dt  2  n
2 2
cos u
n


n 3
2
3
u 2
sin u  2u cos u  2 sin u 
2
 [( nt ) 2  2nt cos nt  2 sin nt ] 0
1

n  3 3

2

n 2 2

( Note sin nπ = 0 for all n )

1
a0  2 t 2 cos 0dt  2 / 3
0

a1 = 2/π2 a2 = 2/(22π2 ) a3 = 2/(32π2) …

Then:
2 2 2
f(t) = 1  2 [cos t ]  2 2 [cos 2t ]  2 2 [cos 3t ]  ...
3  2 3
16.3 DIRICHLET’S CONDITION
In the Fourier Series Expansion, at the point of of finite discontinuity, x = c ( jump) , f(c) is the average
of the left and the right side limit.

Example 8
Find the Fourier Series expansion of
f(x) = - π -π < t < 0
t 0 < t < π and deduce
that π /8 = 1 + 1/32 + 1/52 + …
2

Solution:

nt nt
0
1 1
an 
    cos


dt 

t cos
0

dt

1 sin( n ) cos( n ) sin( n ) 1

 (    2)
 n n 2
n n

sin (nπ) = 0
Thus:
1
an  2 (cos(n )  1)
n
0 
1
a0  [    dt   tdt ] = -π/2
  0

2 2
a1  a = 0 a3 
2 2
 (1)  (3 ) 2
2
a4 = 0 a5  ……
 (5)2

nt  nt 
0
1 1
bn 
    sin(


)dt 

t sin
0   
dt

 1  sin( n )  cos( n ) 
[1  cos( n )]    
n   n2 n 
sin (nπ) = 0
 1   cos( n ) 
bn  (1  cos n )   
n  n 
b1 = (2) + 1
b1 = 3
b2 = -1/2
b3 = 1
b4 = -1/4
….

f(t) = -π/4 - 2/π ( cos t + cos 3t /32 + cos 5t / 52 + ) + 3 sin t - sin 2t/2 + sin 3t / 3 - sin 4t / 4 +
….

at t = 0 , f(t) is discontinuous
f(0) = average of the left and the right side limit
= ( ½ [ - π + 0 ]) = -π/2
Thus:
-π/2 = -π/4 - 2/π ( cos t + cos 3t /32 + cos 5t / 52 + … ) + 3 sin t - sin 2t/2 + sin 3t / 3 - sin 4t /
4 + ….

when t = 0

- π/2 = - π/4 - 2/π ( 1 + 1/32 + 1/52 + . ).

2
 1  1/ 3 2  1/ 5 2  ...
8

Exponential Equivalent of Fourier Series

(Note: j and i are the same )
The complex equivalent of f(t) given f(t+p) = f(t) is:
𝑗(2𝜋)
∑∞
−∞ 𝑑𝑛 𝑒
𝑝
2𝜋
1 𝑝/2 𝑗𝑛( )𝑡
with coefficients 𝑑𝑛 = 𝑝 ∫−𝑝/2 𝑓(𝑡)𝑒 𝑝 𝑑𝑡

Example : Find the complex fourier series of

f(t) = t -1 ≤ 𝑡 < 1⁡ period = 2

Solution:
p=2
2𝜋
1 1
⁡𝑑𝑛 = 2 ∫−1 𝑡𝑒 −𝑛∗( 2 )𝑡 𝑑𝑡⁡
 1 1 1
𝑑𝑛 = ∫−1 𝑡𝑒 −𝑛𝜋 𝑑𝑡⁡ = ⁡ 2 2 [𝑛𝜋(𝑒 𝑖𝑛𝜋 + 𝑒 −𝑖𝑛𝜋 ) − (𝑒 𝑖𝑛𝜋 − 𝑒 −𝑖𝑛𝜋 )]𝑒 𝑖𝑛𝜋𝑡
2 2𝑛 𝜋

1
𝑑𝑛 = [2𝑖𝑛𝜋 cos(𝑛𝜋) − 2𝑖𝑠𝑖𝑛(𝑛𝜋)⁡]
2𝑛2 𝜋 2
1
𝑑𝑛 = 2𝑛2 𝜋2 (2𝑖𝑛𝜋(−1)𝑛 − 0⁡)
1
𝑑𝑛 = 𝑛𝜋 (−1)𝑛

∞
𝑖
𝑓(𝑡) = ∑ (−1)𝑛 𝑒 𝑛⁡𝜋𝑖𝑡
𝑛𝜋
−∞
𝑖 ∞ 1
𝑓(𝑡) = ∑∞ 𝑛 𝑛𝑡⁡𝜋𝑖
1 𝑛𝜋 (−1) 𝑒 ⁡⁡+ ∫1 −𝑛𝜋 (−1)−𝑛 𝑒 −𝑛𝑡𝜋⁡⁡𝑖⁡
∞ ∞
𝑖 2(−1)𝑛+1
𝑓(𝑡) = ∑ (−1)𝑛 (𝑒 𝑖𝑛𝜋𝑡 − 𝑒 −𝑖𝑛𝜋𝑡 ) = ⁡ ∑ sin⁡(𝑛𝜋𝑡)
𝑛𝜋 𝑛⁡𝜋
1 1