Mathematical Methods

For the Partial Fulfillment of

Course Code: MATH-233
Course Title: Operation Calculus and Matrix

Prepared by
Muhammad Shahnewaz Bhuyan
Lecturer

Department of Mathematics
Chittagong University of Engineering and
Technology
Chattogram-4349

Started From: July 22, 2023

Last Updated On: July 7, 2025
Outline

Course Code: MATH 233

Course Title: Operational Calculus and Matrix
Credit: 4.0
Contact Hours/Week: 4.0

Syllabus of MATH 233

Laplace transforms
Introduction, Different properties of Laplace Transform, Inverse Laplace transform,
Convolution theorem, Solution of differential equation applying Laplace transform,
Application to engineering problems.

Fourier series and integrals

Fourier series, Euler coefficients, Half range expansion, Fourier integral, Application
of Fourier series.

Fourier transform
Fourier cosine and sine transforms, Complex form Fourier integrals, Inverse Fourier
transform, Physical interpretation of Fourier transforms, Finite transform and their
uses in solving boundary value problems, Application in engineering problems.

Matrix
System of linear equations and their solution, Inverse of a matrix, Elementary transfor-
mation of matrix, Eigenvalues and eigenvectors, Cayley Hamilton theorem, Quadratic
form and applications.

Books Recommended
(i) J. L. Schiff, The Laplace Transform: Theory and Applications, 1st edition,
Springer-Verlag, New York, inc., 1994.

(ii) M. R. Spiegel, Theory and Problems of Laplace Transforms, International edition,

Schuam’s Outline Series, 1965.

(iii) D. Abdul Kuddus and M. Abdul Awal, Methods of Applied Mathematics, 11th
edition, Titas Math Seiries, Titas Publicatins, 2022.

ii
(iv) P. Dyke, An Introduction to Laplace Transforms and Fourier Series, 2nd edition,
Springer-Verlag, London, 2014

Class Routine of MATH 233

Sunday
09:00 AM — 09:50 AM (Section A)
09:50 AM — 10:40 AM (Section B)
11:00 AM — 11:50 AM (Section C)

Monday
09:00 AM — 09:50 AM (Section B)
09:50 AM — 10:40 AM (Section A)
11:00 AM — 11:50 AM (Section C)

Classrooms for MATH 233

Section A: 3105, Section B: 3204, Section C: 3205

iii
Contents

Outline ii

1 Preliminaries 1
1.1 Even and Odd Functions . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Hyperbolic Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.3 Heaviside Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2
1.4 Sectionally Continuous Functions . . . . . . . . . . . . . . . . . . . . . 2

I Fourier Series and Fourier Integrals 3

2 Fourier Series 4
2.1 Definition of Fourier Series . . . . . . . . . . . . . . . . . . . . . . . . . 4
2.2 Fourier Series Expansion of Odd Functions . . . . . . . . . . . . . . . . 5
2.2.1 Fourier series expansion of odd functions . . . . . . . . . . . . . 5
2.3 Fourier Series Expansion of Even Functions . . . . . . . . . . . . . . . 6
2.3.1 Fourier series expansion of even functions . . . . . . . . . . . . . 6
2.4 Fourier Series Expansion of Neno Functions . . . . . . . . . . . . . . . 8
2.5 Fourier Series Expansion of Piecewise Defined Functions . . . . . . . . 8

3 Application of Finite Fourier Transform 9

3.1 Finite Fourier Sine Transform . . . . . . . . . . . . . . . . . . . . . . . 9

II Laplace Transforms 10
4 Laplace Transforms 11
4.1 Laplace Transforms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 11
4.1.1 What does Laplace transform do? . . . . . . . . . . . . . . . . . 11
4.1.2 What is the Laplace transform? . . . . . . . . . . . . . . . . . . 11
4.1.3 L as Linear Operator . . . . . . . . . . . . . . . . . . . . . . . . 12
4.2 Laplace Transform of Some Elementary Functions . . . . . . . . . . . . 12
4.3 Properties of Laplace Transform . . . . . . . . . . . . . . . . . . . . . . 15
4.4 Inverse Laplace Transform . . . . . . . . . . . . . . . . . . . . . . . . . 18
4.5 Convolution Theorem . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18
4.5.1 Convolution of two functions . . . . . . . . . . . . . . . . . . . . 18

III Gamma and Beta Functions 19

5 Gamma and Beta Functions 20

iv
 5.1 Gamma Function . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 20
5.1.1 Gamma function . . . . . . . . . . . . . . . . . . . . . . . . . . 20
5.1.2 Domain of gamma function . . . . . . . . . . . . . . . . . . . . 20
5.2 Properties of Gamma Function . . . . . . . . . . . . . . . . . . . . . . 20
5.3 Different Forms of Gamma Function . . . . . . . . . . . . . . . . . . . 20
5.4 Beta Functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
5.4.1 Beta function . . . . . . . . . . . . . . . . . . . . . . . . . . . . 21
5.4.2 Domain of beta function . . . . . . . . . . . . . . . . . . . . . . 21
5.5 Properties of Beta Function . . . . . . . . . . . . . . . . . . . . . . . . 21

Bibliography 22

A Necessary Theorems and Formulae 23

A.1 Definition of Hyperbolic Functions . . . . . . . . . . . . . . . . . . . . 23
A.2 Necessary Formulae . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 23
A.3 Some Necessary Integrals . . . . . . . . . . . . . . . . . . . . . . . . . . 23

v
Chapter 1

Preliminaries

For solving more problems the reader is referred to [7] and [3].

1.1 Even and Odd Functions

Definition 1.1.1 [4, Fourier Series, Part 1] A function y = f (x) is called even if
f (−x) = f (x).

Example 1.1.1 The function f (x) = xn , when n is an even natural number, is even.

Example 1.1.2 The function f (x) = cos x is even.

Ra Ra
Theorem 1.1.1 If y = f (x) is an even function, then −a
f (x) dx = 2 0
f (x) dx.

Definition 1.1.2 [4, Fourier Series, Part 1] A function y = f (x) is called odd if
f (−x) = −f (x).

Example 1.1.3 The function f (x) = xn , when n is an odd natural number, is odd.

Example 1.1.4 The function f (x) = sin x is odd.

Note 1.1.1 Product of two odd function is even.

Example 1.1.5 Functions f (x) = x and g(x) = sin x are odd. But their product
function f · g(x) = x sin x is even.
Ra
Theorem 1.1.2 If y = f (x) is an odd function, then −a f (x) dx = 0.

Note 1.1.2 An even function is symmetric about y-axis, whereas an odd function
symmetric about the origin. For example, the graph of f (x) = x2 is symmetric about
the y-axis and the graph of f (x) = x3 is symmetric about the origin.

Definition 1.1.3 A function is said to be a neno function, if it is neither even nor

odd.

Example 1.1.6 f (x) = x + x4 is a neno function.

1
1.2 Hyperbolic Functions
ex − e−x
Definition 1.2.1 sinh x = .
2
ex + e−x
Definition 1.2.2 cosh x = .
2

1.3 Heaviside Function

Definition 1.3.1 Let a ≥ 0. Then the function
(
1, when t ≥ a
Ua (t) = U (t − a) =
0, otherwise

is called heaviside function or

( unit step function.
1, when t ≥ 0
When a = 0, then U0 (t) = .
0, when t < 0

1.4 Sectionally Continuous Functions

See Schiff [5] and Dyke [2].

2
 Part I

Fourier Series and Fourier Integrals

3
Chapter 2

Fourier Series

For solving more problems the reader is referred to [7] and [3].

2.1 Definition of Fourier Series

Definition 2.1.1 Let a function y = f (x) be defined on the open interval (−l, l)
and outside this interval f (x + 2l) = f (x). Then the Fourier series corresponding to
f (x) is defined as
∞
a0 X  nπx nπx 
+ an cos + bn sin ,
2 n=1
l l
where Z l Z l
1 1 nπx
an = f (x) dx, an = f (x) cos dx
l −l l −l l
and Z l
1 nπx
bn = f (x) sin dx
l −l l
with n = 1, 2, 3, · · · . Here an and bn are called the Fourier coefficients.

If l = π, then the above definition become particularly simple as follows.

Definition 2.1.2 Let a function y = f (x) be defined on the open interval (−π, π)
and outside this interval f (x + 2π) = f (x). Then the Fourier series corresponding
to f (x) is defined as
∞
a0 X
+ (an cos nx + bn sin nx) ,
2 n=1

where Z π Z π
1 1
a0 = f (x) dx, an = f (x) cos nx dx
π −π π −π
and Z π
1
bn = f (x) sin nx dx
π −π
with n = 1, 2, 3, · · · . Here an and bn are called the Fourier coefficients.

Note 2.1.1 According to [4, Fourier Series. Part 01, 14 min] open interval (−l, l)
or (−π, π) of the above definitions is of the form of the closed interval [−l, l] or [π, π].
Again in [3] the intervals are open.

4
2.2 Fourier Series Expansion of Odd Functions
2.2.1 Fourier series expansion of odd functions
If f is an odd function, then a0 = an = 0 in the Fourier Series of f (x).

Problem 2.2.1 Obtain the Fourier series corresponding to the function f (x) = x on
the closed interval [−π, π] and show that
 
sin 2x sin 3x sin 4x
x = 2 sin x − + − + ···
2 3 4

and deduce that

1 1 1 π
1− + − + ··· = .
3 5 7 4
Also show that
1 1 1 1 1 1 1 π
1+ − − + + − − + ··· = √ .
3 5 7 9 11 13 15 π

Solution We have
∞
a0 X
f (x) = + (an cos nx + bn sin nx) .
2 n=1

Here f (−x) = −x = −f (x). So f is an odd function. Thus a0 = an = 0. So

∞
X
f (x) = bn sin nx.
n=1

Now
1 π
Z
bn = x sin nxdx
π −π
Z π  
1 h  cos nx iπ − cos nx
= x − − 1· dx
π n −π −π n
1 π
Z
1
= [−π cos nπ − (−π) cos(−nπ)] + cos nx dx
nπ n −π
 π
1 1 sin nx
= [−π cos nπ + π cos(−nπ)] +
nπ n n −π
1 1
= [−π cos nπ + π cos(−nπ)] + 2 [sin nx]π−π
nπ n
1 1
= [−π cos nπ − π cos nπ] + 2 [sin (nπ) − sin (−nπ)]
nπ n
1 1
= [−2π cos nπ] + 2 [sin (nπ) + sin (nπ)]
nπ n
2 1
= − cos nπ + 2 [0 + 0]
n n
2
= − (−1)n .
n

5
Therefore
∞
X 2
f (x) = x = − (−1)n sin nx
n=1
n
 
1 sin x 1 sin 2x 1 sin 3x
= 2 − (−1)1 − (−1)2 − (−1)3 − ···
1 1 2 2 3 3
 
sin 2x sin 3x sin 4x
= 2 sin x − + − + ··· . (2.1)
2 3 4
π
If we put x = in the above series,
2
 
π 1 1
= 2 1 − 0 + − 0 + + ···
2 3 5
π 1 1 1
⇒ = 1 − + − + ··· .
4 3 5 7
π
If we put x = in the series 2.1
4
 
π 1 1 1 1 1 1
= 2 √ − + √ + − √ − √ + ···
4 2 2 3 2 6 5 2 7 2
π 1 1 1 1 1 1 1
⇒ √ =1+ − − + + − − + ··· .
8 3 5 7 9 11 13 15
π
Note 2.2.1 For sin x, cos functions, put x = 0 or x = to deduce the last part.
2
π
Sometimes we need to put x = .
4

2.3 Fourier Series Expansion of Even Functions

2.3.1 Fourier series expansion of even functions
If f is an even function, then bn = 0 in the Fourier Series of f (x).

Problem 2.3.1 Find the Fourier series corresponding to the function f (x) = x2 in
π 2 P∞ (−1)n cos 2x
the interval (−π, π) and show that x2 = + n=1 . Hence deduce that
3 n2
1 1 1 π2
(i) 1 + + + + · · · = .
22 32 42 6
1 1 1 π2
(ii) 1 − + − + · · · = .
22 32 42 12
1 1 π2
(iii) 1 + + + · · · = .
32 52 8
Solution We have
∞
a0 X
f (x) = + (an cos nx + bn sin nx) .
2 n=1

6
Here f (−x) = (−x)2 = x2 = f (x). So f is an even function. Thus bn = 0. So
∞
a0 X
f (x) = + an cos nx.
2 n=1

Now
1 π 2
Z
a0 = x dx
π −π
Z π  
1 h  cos nx iπ − cos nx
= x − − 1· dx
π n −π −π n
1 π
Z
1
= [−π cos nπ − (−π) cos(−nπ)] + cos nx dx
nπ n −π
 π
1 1 sin nx
= [−π cos nπ + π cos(−nπ)] +
nπ n n −π
1 1 π
= [−π cos nπ + π cos(−nπ)] + 2 [sin nx]−π
nπ n
1 1
= [−π cos nπ − π cos nπ] + 2 [sin (nπ) − sin (−nπ)]
nπ n
1 1
= [−2π cos nπ] + 2 [sin (nπ) + sin (nπ)]
nπ n
2 1
= − cos nπ + 2 [0 + 0]
n n
2
= − (−1)n .
n
Again
1 π 2
Z
an = x cos nxdx
π −π
Z π  
1 h  cos nx iπ − cos nx
= x − − 1· dx
π n −π −π n
1 π
Z
1
= [−π cos nπ − (−π) cos(−nπ)] + cos nx dx
nπ n −π
 π
1 1 sin nx
= [−π cos nπ + π cos(−nπ)] +
nπ n n −π
1 1 π
= [−π cos nπ + π cos(−nπ)] + 2 [sin nx]−π
nπ n
1 1
= [−π cos nπ − π cos nπ] + 2 [sin (nπ) − sin (−nπ)]
nπ n
1 1
= [−2π cos nπ] + 2 [sin (nπ) + sin (nπ)]
nπ n
2 1
= − cos nπ + 2 [0 + 0]
n n
2
= − (−1)n .
n

7
Therefore
∞
X 2
f (x) = x = − (−1)n sin nx
n=1
n
 
1 sin x 1 sin 2x 1 sin 3x
= 2 − (−1)1 − (−1)2 − (−1)3 − ···
1 1 2 2 3 3
 
sin 2x sin 3x sin 4x
= 2 sin x − + − + ··· .
2 3 4
π
If we put x = in the above series,
2
 
π 1 1
= 2 1 − 0 + − 0 + + ···
2 3 5
π 1 1 1
⇒ = 1 − + − + ··· .
4 3 5 7

2.4 Fourier Series Expansion of Neno Functions

2.5 Fourier Series Expansion of Piecewise Defined
Functions

8
Chapter 3

Application of Finite Fourier

Transform

For solving more problems the reader is referred to [3].

3.1 Finite Fourier Sine Transform

9
 Part II

Laplace Transforms

10
Chapter 4

Laplace Transforms

In this chapter, the reader is referred to study [6, 3], [9], [1, Chapter 3: The Laplace
Transform ].

4.1 Laplace Transforms

4.1.1 What does Laplace transform do?
Laplace transform is one kind of integral transform, named after the French mathe-
matician and astronomer Pierre-Simon, Marquis de Laplace, which can take a function
from its time domain to the frequency domain (also known as Laplace domain). It can
convert
(i) differentiation and integration in the time domain into much easier multiplication
and division in the frequency domain.
(ii) convolution into multiplication.
(iii) (linear) differential equations and dynamical systems into algebraic (polynomial)
equations.

4.1.2 What is the Laplace transform?

Definition 4.1.1 Let F be a function of t specified for t > 0 and s be a parameter
that is real (complex). Then the Laplace transform of F is denoted by L{F (t)} and
defined as
Z ∞ Z τ
−st
L{F (t)} = f (s) = e F (t) dt = lim e−st F (t) dt,
0 τ →∞ 0

whenever the limit exists.

Note 4.1.1 e−st is known as the nucleus or kernel of the Laplace transform.

Note 4.1.2 If the limit

Z ∞ Z τ
−st
L{F (t)} = f (s) = e F (t) dt = lim e−st F (t) dt
0 τ →∞ 0
R∞
exists, then the integral L{F (t)} = 0 e−st F (t) dt is said to be convergent. Otherwise,
the integral is said to be divergent, and in this case, the Laplace transform of F does
not exist.

11
4.1.3 L as Linear Operator
L is a linear operator, as it satisfies the following property :

L {aF (t) + bG(t)} = aL {F (t)} + bL {G(t)} .

4.2 Laplace Transform of Some Elementary Func-

tions
1
Theorem 4.2.1 L {1} = , t ≥ 0.
s
Proof. Let F (t) = 1. By the definition of the Laplace transform
Z ∞
L {F (t)} = e−st F (t) dt
Z0 ∞ Z ∞
−st
or, L {1} = e .1 dt = e−st dt
0 −st ∞ 0
e 1
= = ,
−s t=0 s

when s > 0. Hence the proof is complete.

a
Theorem 4.2.2 L {a} = .
s
Proof. Let F (t) = a. By the definition of the Laplace transform
Z ∞
L {F (t)} = e−st F (t) dt
0
Z ∞ Z ∞
−st
or, L {a} = e .a dt = a e−st dt
0 0
 −st ∞
e a
=a = .
−s t=0 s

Hence the proof is complete.

1
Theorem 4.2.3 L {et } = .
s−1
Proof. Let F (t) = et . By the definition of the Laplace transform
Z ∞
L {F (t)} = e−st F (t) dt
0
Z ∞ Z ∞ Z ∞
−st t
e−(s−1)t dt
 t t−st
or, L e = e .e dt = e dt =
0 −(s−1)t ∞ 0 0
e 1 1
= =0− = .
−(s − 1) t=0 −(s − 1) s−1

Hence the proof is complete.

1
Theorem 4.2.4 L {eat } = .
s−a

12
Proof. Let F (t) = eat . By the definition of the Laplace transform
Z ∞
L {F (t)} = e−st F (t) dt
Z0 ∞ Z ∞ Z ∞
−st at
e−(s−a)t dt
 at at−st
or, L e = e .e dt = e dt =
0 −(s−a)t ∞ 0 0
e 1 1
= =0− = .
−(s − a) t=0 −(s − a) s−a

Hence the proof is complete.

a
Theorem 4.2.5 L {sin at} = .
s2 + a2
Proof. Let F (t) = sin at. By the definition of the Laplace transform
Z ∞
L {F (t)} = e−st F (t) dt
Z0 ∞
or, L {sin at} = e−st . sin at dt
0 ∞
e−st
= {(−s) sin at − a cos at}
(−s)2 + (a)2 t=0
1 a
=0− 2 [(−s) × 0 − (a × 1)] = 2 .
s + a2 s + a2
Hence the proof is complete.
s
Theorem 4.2.6 L {cos at} = .
s2 + a2
Proof. Let F (t) = cos at. By the definition of the Laplace transform
Z ∞
L {F (t)} = e−st F (t) dt
Z0 ∞
or, L {cos at} = e−st . cos at dt
0
∞
e−st

= {(−s) cos at + a sin at}
(−s)2 + (a)2 t=0
1 s
=0− 2 [(−s) × 1 + (a × 0)] = 2 .
s + a2 s + a2
Hence the proof is complete.
a
Theorem 4.2.7 L {sinh at} = .
s2 − a2

13
Proof. Let F (t) = sinh at. By the definition of the Laplace transform
Z ∞
L {F (t)} = e−st F (t) dt
0
e − e−at
 at   at   −at 
e e
or, L {sinh at} = L =L −L
2 2 2
1 1
= L eat − L e−at
 
2 2
1 1 1 1
= × − ×
2 s − a 2 s − (−a)
a
= 2 .
s − a2
Hence the proof is complete.
s
Theorem 4.2.8 L {cosh at} = .
s2 − a2
Proof. Let F (t) = cosh at. By the definition of the Laplace transform
Z ∞
L {F (t)} = e−st F (t) dt
0
e + e−at
 at   at   −at 
e e
or, L {cosh at} = L =L +L
2 2 2
1  1 
= L eat + L e−at
2 2
1 1 1 1
= × + ×
2 s − a 2 s − (−a)
s
= 2 .
s − a2
Hence the proof is complete.
n!
Theorem 4.2.9 L {tn } = .
sn+1
Proof. Let F (t) = tn . By the definition of the Laplace transform
Z ∞
L {F (t)} = e−st F (t) dt
Z0 ∞
or, L {tn } = e−st tn dt
Z0 ∞
= e−st t(n+1)−1 dt
0
Z ∞
Γ(n + 1) Γ(m)
= , as m = e−λx xm−1 dx
sn+1 λ 0
n!
= n+1 , as Γ(m + 1) = n!;
s
when s > 0 and n = 0, 1, 2, · · · . Hence the proof is complete.

 −1  rπ
 

Theorem 4.2.10 L t 2 = .
  s

14
 1
−
Proof. Let F (t) = t 2 . By the definition of the Laplace transform
Z ∞
L {F (t)} = e−st F (t) dt
0
1 1
 
−  Z ∞ −
−st
or, L t 2 = e t 2 dt
  0
Z ∞
1
= e−st t 2 −1 dt
0
 
1
Γ Z ∞
2 Γ(m)
= 1 , as m = e−λx xm−1 dx
s r
2 λ
√  0
π π 1 √
= √ = , as Γ = π.
s s 2

Hence the proof is complete.

Problem 4.2.1 Sketch and find the Laplace transform of the function
(
t, when 0 ≤ t ≤ 1
F (t) = .
1, when t > 1

Solution By the definition of the Laplace transform

Z ∞
L {F (t)} = e−st F (t) dt
Z0 1 Z ∞
−st
or, L {F (t)} = e t dt + e−st × 1 dt
0 1
1 − e−s
= .
s2

4.3 Properties of Laplace Transform

Theorem 4.3.1 (Change of scale property) If L {F (t)} = f (s), then
1 s
L {F (at)} = f .
a a
Problem 4.3.1 Find L {sin t cos t}.
1 1 1 1 1
Solution L {sin t cos t} = L {2 sin t cos t} = L {sin 2t} = × ×  2 .
2 2 2 2 s 2
+1
2
Problem 4.3.2 Find L {cos3 3t}.

Solution

Theorem 4.3.2 (First translation or shifting property) If L {F (t)} = f (s), then

L eat F (t) = f (s − a) .


15
Problem 4.3.3 Find L {e4t cos 4t}.
s−4 s−4
Solution L {e4t cos 6t} = 2 2
= 2 .
(s − 4) + 6 s − 8s + 52

Problem 4.3.4 Find L {e5t t4 }.

4! 4!
Solution L {e5t t4 } = 4+1
= .
(s − 5) (s − 5)5

Problem 4.3.5 Find L {e−2t (3 cos 6t − 5 sin 6t)}.

3s − 30
Solution L {3 cos 6t − 5 sin 6t} = .
s2 + 36
3(s − (−2)) − 30
Therefore L {e−2t (3 cos 6t − 5 sin 6t)} = .
(s − (−2))2 + 36

Definition 4.3.1 (Heaviside or unit step function) Let a ≥ 0. Then the function
(
1, when t ≥ a
Ua (t) = U (t − a) =
0, otherwise

is called heaviside function or unit step function.

e−as
Theorem 4.3.3 (Laplace transform of unit step function) L {U (t − a)} = .
s
(
1, when t ≥ a
Proof. Let F (t) = U (t − a) == . By the definition of the Laplace
0, otherwise
transform
Z ∞
L {F (t)} = e−st U (t − a) dt
Z0 a Z ∞
−st
or, L {U (t − a)} = e U (t − a) dt + e−st U (t − a) dt
Z0 a Z ∞ a
−st
= e × 0 dt + e−st × 1 dt
0 a
 −st ∞
e
=0+
−s a
−as
e e−as
=0− =
−s s
Hence the proof is complete.

Theorem 4.3.4 (Second translation or shifting property) If L {G(t)} = f (s) and

(
G(t − a), when t > a
F (t) = ,
0, t<0

then L {F (t)} = e−as f (s).

Above theorem is also stated as follows.

Theorem 4.3.5 If L {F (t)} = f (s), then L {F (t − a)U (t − a)} = e−as f (s).

16
 (
(t − 1)2 , when t > 1
Problem 4.3.6 Find the Laplace transform of F (t) = .
0, 0<t<1

Solution Let G(t) = t2 and a = 1. So G(t − a) = (t − 1)2 . Here, f (s) = L {G(t)} =

2! 2
= .
s2+1 s3
Here, in terms of G(t), the given function F (t) can be written as
(
G(t − 1), when t > 1
F (t) = .
0, 0<t<1

2 2e−s
Therefore L {F (t)} = e−as f (s) = e−1s = .
s3 s3
  
2π 2π
cos t −
 , when t >
Problem 4.3.7 Find the Laplace transform of F (t) = 3 3 .
0, 2π
0<t<

3
Theorem 4.3.6 If L {F (t)} = f (s), then L {tn F (t)} = (−1)n f n (s).
 
F (t) R∞
Theorem 4.3.7 If L {F (t)} = f (s), then L = s f (u) du.
t
Problem 4.3.8 Find

e−at − e−bt
   
sin 2t
(a) L (c) L
t t
   
sinh t cosh t
(b) L (d) L
t t
s 2 + b2
 
cos at − cos bt 1
Problem 4.3.9 Show that L = ln 2 .
t 2 s + a2

Theorem 4.3.8 (Laplace transformation of first derivative) If L {F (t)} = f (s), then

L {F ′ (t)} = sf (s) − F (0).

Theorem 4.3.9 (Laplace transformation of second derivative) If L {F (t)} = f (s),

then L {F ′′ (t)} = s2 f (s) − sF (0) − F ′ (0).

Theorem 4.3.10 (Laplace transformation of third derivative) If L {F (t)} = f (s),

then L {F ′′′ (t)} = s3 f (s) − s2 F (0) − SF ′ (0) − F ′′ (0).

Theorem 4.3.11 (Laplace transformation of n-th derivative) If L {F (t)} = f (s),

then

L F (n) (t) = sn f (s) − sn−1 F (0) − sn−2 F ′ (0) − · · · − sF (n−2) (0) − F (n−1) (0).


Theorem 4.3.12 (Laplace transformation of integrals) If L {F (t)} = f (s), then

nR o f (s)
t
L 0 F (t) dt = .
s
Theorem 4.3.13 (Initial value theorem) If L {F (t)} = f (s) and limt→0 F (t), lims→∞ f (s)
exist, then limt→0 F (t) = lims→∞ sf (s).

17
Theorem 4.3.14 (Final value theorem) If L {F (t)} = f (s) and limt→∞ F (t), lims→0 f (s)
exist, then limt→∞ F (t) = lims→0 sf (s).

4.4 Inverse Laplace Transform

Problem 4.4.1 Show that
 
−1 6s − 4
(a) L = 2e2t (3 cos 4t + sin 4t)
s2 − 4s + 20
 
−1 2s − 11
(b) L = 3e−2t − e3t
(s + 2)(s − 3)
s2 + 2s + 3
 
−1 1
(c) L 2 2
= e−t (sin t + sin 2t)
(s + 2s + 2)(s + 2s + 5) 3
   
−1 s+1 −3t 1
(d) L =e cos 4t − sin 4t
s2 + 6s + 25 2

4.5 Convolution Theorem

[8]

4.5.1 Convolution of two functions

Let F (t) and G(t) be two functions. Then the convolution of F (t) and G(t) is denoted
by F ⋆ G and defined as
Z t
F ⋆G= F (u)G(t − u) du.
0

Sometimes F ⋆ G is also called falting of two functions F and G.

Theorem 4.5.1 If L−1 {f (s)} = F (t) and L−1 {g(s)} = G(t), then
Z t
−1
L {f (s)g(s)} = F (u)G(t − u)du = F ⋆ G.
0

18
 Part III

Gamma and Beta Functions

19
Chapter 5

Gamma and Beta Functions

In this chapter, the reader is referred to study [3].

5.1 Gamma Function

5.1.1 Gamma function
The second Eulerian integral, denoted by Γ(n) and defined as
Z ∞
Γ(n) = e−x xn−1 dx, n > 0
0

is called gamma function.

5.1.2 Domain of gamma function

Since Γ(n) is convergent and defined for all positive real numbers n, its domain is the
set {n : n > 0}.

5.2 Properties of Gamma Function

Theorem 5.2.1 (Recurrence formula) Γ(n + 1) = nΓ(n) for any n ∈ R.

Theorem 5.2.2 Γ(1) = 1.

Theorem 5.2.3 (Relation between gamma function and factorial) Γ(n + 1) = n! for
any n ∈ Z+ .

5.3 Different Forms of Gamma Function

Γ(n) R ∞ −λx n−1
Theorem 5.3.1 = 0 e x dx whenever λ is a positive constant.
λn
R∞ 2
Theorem 5.3.2 Γ(n) = 2 0 e−x x2n−1 dx.
R∞ 2
Problem 5.3.1 Evaluate 0 e−x dx.

20
 R∞ 2
Solution We have Γ(n) = 2 0
e−x x2n−1 dx.
1
When n = , then
2
  Z ∞
1 2
Γ =2 e−x x0 dx
2
Z0 ∞
2
=2 e−x dx
0 
1
Z ∞ Γ
2 2
⇒ e−x dx =
0 2
√
π
= .
2
Or  
1
Z ∞ Γ      
−x2 2 1 1 1 3
e dx = = Γ =Γ +1 =Γ .
0 2 2 2 2 2
√
π
Answer .
2

5.4 Beta Functions

5.4.1 Beta function
The first Eulerian integral, denoted by β(m, n) and defined as
Z 1
β(m, n) = xm−1 (1 − x)n−1 dx, m > 0, n > 0
0

is called beta function.

5.4.2 Domain of beta function

Domain of the beta function is the set {(m, n) : m > 0, n > 0}.

5.5 Properties of Beta Function

Theorem 5.5.1 (Symmetric property) β(m, n) = β(n, m).

Theorem 5.5.2 (Relation between gamma function and beta functions) β(m, n) =
Γ(m)Γ(n)
.
Γ(m + n)
√
 
1
Theorem 5.5.3 Γ = π.
2

21
Bibliography

[1] T. Bazzett, Introduction to Differential Equations, Adapted for Math 204 at

the University of Victoria, URL: https://web.uvic.ca/~tbazett/diffyqs/
laplace_section.html.

[2] P. Dyke, An Introduction to Laplace Transforms and Fourier Series, 2nd ed.,
Springer-Verlag, London, 2014.

[3] D. Abdul Kuddus and M. Abdul Awal, Methods of Applied Mathematics, 11th ed.,
Titas Math Seiries, Titas Publicatins, 2022.

[4] S. Nowaj, Real Analysis in Bengali, S. N. Math Tutorials, Youtube Chan-

nel, Last Updated in 2021, URL: https://www.youtube.com/playlist?list=
PLPgzE_2cFfOrsipht7H9dFoPmMMHFNMdt.

[5] J. L. Schiff, The Laplace Transform: Theory and Applications, 1st ed., Springer-
Verlag, New York, inc., 1994.

[6] M. R. Spiegel, Theory and Problems of Laplace Transforms, International ed.,

Schuam’s Outline Series, 1965.

[7] M. R. Spiegel, Fourier Analysisc with Applications to Boundary Value Problems,

Tata McGraw-Hill ed., Schaum’s Outline Series, Tata McGraw-Hill Education Pri-
vate Limited, New Delhi, 2017–2018.

[8] WIKIPEDIA, Convolution, URL: https://en.wikipedia.org/wiki/

Convolution.

[9] , Laplace Transform, URL: https://en.wikipedia.org/wiki/Laplace_

transform.

22
Appendix A

Necessary Theorems and Formulae

A.1 Definition of Hyperbolic Functions

eat + e−at
Definition A.1.1 cosh at = .
2
eat − e−at
Definition A.1.2 sinh at = .
2

A.2 Necessary Formulae

Formula A.2.1 [4, Fourier Series, Part 1, 28min] sin nπ = 0 for n ∈ N.

Formula A.2.2 [3, Page 19, Example 1(i)] sin nπ = 0 for n ∈ Z.

Formula A.2.3 [3, Page 19, Example 1(i)]

(
π 1, for n = 1, 5, 9, · · ·
sin n = .
2 −1, for n = 3, 7, 11, · · ·

Formula A.2.4 [4, Fourier Series, Part 1, 28min] cos nπ = (−1)n for n ∈ N.

A.3 Some Necessary Integrals

R eax
Formula A.3.1 eax sin bx dx = [a sin bx − b cos bx] + constant.
a2 + b 2
R eax
Formula A.3.2 eax cos bx dx = [a cos bx + b sin bx] + constant.
a2 + b 2
R 1 1 −1 x
 
Formula A.3.3 dx = tan + constant.
a2 + x 2 a a
1 x
dx = sin−1
R
Formula A.3.4 √ + constant.
a2 − x 2 a
R 1 1 x−a
Formula A.3.5 dx = ln + constant.
x2 −a 2 2a x+a

23
 R 1 1 a+x
Formula A.3.6 dx = ln + constant.
a2 −x 2 2a a−x

24