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Lecture Notes Mathematical Method 1 1

The document contains lecture notes for the course Mathematical Method I at the University of Juba, covering topics such as double and triple integration, Fourier series, and various mathematical functions. It includes prerequisites, references, and examples of double integration calculations. The course is instructed by Mr. Datta Godfred Chaplain, and the notes provide detailed explanations and practice problems related to the course content.

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0% found this document useful (0 votes)
15 views63 pages

Lecture Notes Mathematical Method 1 1

The document contains lecture notes for the course Mathematical Method I at the University of Juba, covering topics such as double and triple integration, Fourier series, and various mathematical functions. It includes prerequisites, references, and examples of double integration calculations. The course is instructed by Mr. Datta Godfred Chaplain, and the notes provide detailed explanations and practice problems related to the course content.

Uploaded by

ponimarry34
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd
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University of Juba

School of Applied and Industrial Sciences


Department of Electronics and Instrumentation

Lectures Notes
Course Code: IMA 321
Course Name: Mathematical Method I

Course Instructor: Mr. Datta Godfred Chaplain


MSc. Electronics and Telecommunication Engineering
E-mail: mondayrose15@gmail.com
Tel:0926133155
IMA321 Mathematical Method I
Course Contents:
1. Double Integration
2. Triple Integration
3. change of Variables
4. Fourier Series
5. Gamma and Beta Functions
6. Bessel Functions.
7. Legendre Functions.
8. Fourier Transform
9. Laplace Transform
Prerequisite:
1. Knowledge of Basic Calculus I and II.
2. Knowledge of Ordinary Differential Equations
3. Power series (convergence and divergence)
References:
1. Advanced Engineering Mathematics, 4th Edition, by K.A. Stroud.
2. Advanced Engineering Mathematics, by John Wiley and Son’s
3. G. Stephenson, “Mathematical Method for Science Students”, “Publisher Long Man”
4. H.K. Dass, “Advanced Engineering Mathematics “.
5. M.C. Riley, “Mathematical Method for Physical Sciences”.
6. “Mathematical Methods”, by M.C. Potter and J. Goldberg.
Double Integration:
Double integral over region A is evaluated by two successive integrations. If the limits of region A is described as
𝐹1 (𝑥) ≤ 𝑦 ≤ 𝐹2 (𝑥) and 𝑎 ≤ 𝑥 ≤ 𝑏. Then, the double integral over the region A can be expressed as
𝑏 𝐹2 (𝑥)
∬ 𝑓(𝑥, 𝑦)𝑑𝐴 = ∫ ∫ 𝑓(𝑥, 𝑦)𝑑𝑦𝑑𝑥
𝐴 𝑎 𝐹1 (𝑥)

In the above case, 𝑓(𝑥, 𝑦) is integrated with respect to y and then treating x as a constant between the limits a and b.
Similarly,
If the region A described as 𝐹1 (𝑦) ≤ 𝑥 ≤ 𝐹2 (𝑦) and 𝑎 ≤ 𝑦 ≤ 𝑏. Then, the double integral over the region A can be
expressed as
𝑏 𝐹2 (𝑦)
∬ 𝑓(𝑥, 𝑦)𝑑𝐴 = ∫ ∫ 𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦
𝐴 𝑎 𝐹1 (𝑦)

In this case, 𝑓(𝑥, 𝑦) is integrated with respect to x and then treating y as a constant between the limits a and b.

Example 1
1 𝑥
1. Evaluate ∫0 ∫0 (𝑥 2 + 𝑦 2 )𝑑𝐴, where dA indicates small area in the xy-plane.

Solution
1 𝑥 1 𝑥
∫ ∫ (𝑥 2 + 𝑦 2 )𝑑𝐴, = ∫ ∫ (𝑥 2 + 𝑦 2 )𝑑𝑦𝑑𝑥
0 0 0 0
1
1 𝑦=𝑥
= ∫ (𝑥 2 𝑦 + 𝑦 3 ) |𝑦 = 0 𝑑𝑥
0 3
1
1 1
= ∫ (𝑥 2 (𝑥) + (𝑥)3 ) − (𝑥 2 (0) + (0)3 ) 𝑑𝑥
0 3 3
1
1
= ∫ (𝑥 3 + (𝑥)3 ) 𝑑𝑥
0 3

1 1 1 𝑥=1
= 𝑥 4 + [[ 𝑥 4 ]] |
4 3 4 𝑥=0
1 1 𝑥=1
= [ 𝑥4 + 𝑥4] |
4 12 𝑥=0
1 1 1 1
= [ (1)4 + (1)4 ] − [ (0)4 + (0)4 ]
4 12 4 12
1 1
= (1) + (1)
4 12
1 1
= +
4 12
3+1
=
12
4
=
12
𝟏
=
𝟑
Example 2.
5 𝑥2
1. Evaluate ∫3 ∫−𝑥 (4𝑥 + 10𝑦)𝑑𝑦𝑑𝑥

Solution
5 𝑥2 5
1 𝑦 = 𝑥2
∫ ∫ (4𝑥 + 10𝑦)𝑑𝑦𝑑𝑥 = ∫ (4𝑥𝑦 + (10𝑦 2 )) | 𝑑𝑥
3 −𝑥 3 2 𝑦 = −𝑥
5
𝑦 = 𝑥2
= ∫ (4𝑥𝑦 + 5𝑦 2 ) | 𝑑𝑥
3 𝑦 = −𝑥
5
= ∫ (4𝑥(𝑥 2 ) + 5(𝑥 2 )2 ) − (4𝑥(−𝑥) + 5(−𝑥)2 )𝑑𝑥
3
5
= ∫ (4𝑥 3 + 5𝑥 4 + 4𝑥 2 − 5𝑥 2 )𝑑𝑥
3
5
= ∫ (4𝑥 3 + 5𝑥 4 − 𝑥 2 )𝑑𝑥
3

4𝑥 4 5𝑥 5 𝑥 3 𝑥 = 5
=( + − )|
4 5 3 𝑥=3

𝑥3 𝑥 = 5
= (𝑥 4 + 𝑥 5 − )|
3 𝑥=3

𝑥3 𝑥 = 5
= (𝑥 4 + 𝑥 5 − )|
3 𝑥=3

(5)3 (3)3
= ((5)4 + (5)5 − ) − ((3)4 + (3)5 − )
3 3
125 27
= (625 + 3125 − ) − (81 + 243 − )
3 3
125
= (625 + 3125 − ) − (81 + 243 − 9)
3
125
= (3750 − ) − 315
3
11250 − 125 − 945
=
3
10180
=
3
= 𝟑, 𝟑𝟗𝟑. 𝟑𝟑𝟑𝟑
Practice.
1. Evaluate the following

1 𝑦2
a) ∫0 ∫0 2𝑦𝑒 𝑥 𝑑𝑥𝑑𝑦 Ans. 𝑒 − 2

1 1 1
1 1−𝑥 9𝜋
b) ∫−1 ∫0 𝑥 3 𝑦 −2 (1 − 𝑥 − 𝑦)2 𝑑𝑦𝑑𝑥 Ans. 28
Double Integral over Rectangular Region.
Suppose 𝑓(𝑥, 𝑦) is a rectangular region R, along the xy-plane bounded by {𝑎 ≤ 𝑥 ≤ 𝑏, 𝑐 ≤ 𝑦 ≤ 𝑑 𝑜𝑟 [𝑎, 𝑏] × [𝑐, 𝑑] }.
Then, the double integral over the rectangular region is expressed as
𝑏 𝑑
∬ 𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦 = ∫ ∫ 𝑓(𝑥, 𝑦) 𝑑𝑥𝑑𝑦
𝑅 𝑎 𝑐

Example1.

1. Evaluate ∬𝑅 (𝑥 + 𝑦)𝑑𝑦𝑑𝑥 Where R is the region bounded by {0 ≤ 𝑥 ≤ 2, 𝑥 ≤ 𝑦 ≤ 𝑥 + 2}?

Solution
2 𝑥+2
∬ (𝑥 + 𝑦)𝑑𝑦𝑑𝑥 = ∫ ∫ (𝑥 + 𝑦)𝑑𝑦𝑑𝑥
𝑅 0 𝑥
2
𝑦2 𝑦 = 𝑥 + 2
= ∫ (𝑥𝑦 + )| 𝑑𝑥
0 2 𝑦=𝑥
2 (𝑥 + 2)2 (𝑥)2
= ∫ [(𝑥(𝑥 + 2) + ) − (𝑥(𝑥) + )] 𝑑𝑥
0 2 2
2
1 1
= ∫ [(𝑥 2 + 2𝑥 + (𝑥 2 + 4𝑥 + 4)) − 𝑥 2 − 𝑥 2 ] 𝑑𝑥
0 2 2
2
1 1
= ∫ [(𝑥 2 + 2𝑥 + 𝑥 2 + 2𝑥 + 2) − 𝑥 2 − 𝑥 2 ] 𝑑𝑥
0 2 2
2
= ∫ [2𝑥 + 2𝑥 + 2] 𝑑𝑥
0
2
= ∫ [4𝑥 + 2] 𝑑𝑥
0

4𝑥 2 𝑥=2
=[ + 2𝑥] |
2 𝑥=0
𝑥=2
= [2𝑥 2 + 2𝑥] |
𝑥=0
= [2(2)2 + 2(2)] − [2(0)2 + 2(0)]
=8+4
= 𝟏𝟐

Example 2.

1. Evaluate ∬𝑅 6𝑥𝑦 2 𝑑𝑥𝑑𝑦, where R is the region bounded by [𝟐, 𝟑] × [𝟏, 𝟐] on the xy-plane?

Solution
2 3
∬ 6𝑥𝑦 2 𝑑𝑥𝑑𝑦 = ∫ ∫ 6𝑥𝑦 2 𝑑𝑥𝑑𝑦
𝑅 1 2
2
6𝑥 2 𝑦 2 𝑥 = 3
=∫ | 𝑑𝑦
1 2 𝑥=2
2
𝑥=3
= ∫ 3𝑥 2 𝑦 2 | 𝑑𝑦
1 𝑥=2
2
= ∫ [3(3)2 𝑦 2 ] − [3(2)2 𝑦 2 ] 𝑑𝑦
1
2
= ∫ [27𝑦 2 ] − [12𝑦 2 ] 𝑑𝑦
1
2
= ∫ [27𝑦 2 − 12𝑦 2 ] 𝑑𝑦
1
2
= ∫ 15𝑦 2 𝑑𝑦
1

15𝑦 3 𝑦 = 2
= |
3 𝑦=1

= 5(2)3 − 5(1)3
= 5(8) − 5
= 5(8) − 5
= 40 − 5
= 𝟑𝟓
Example 3

1. Evaluate ∬𝑅 (𝑥𝑦) 𝑑𝑦𝑑𝑥, where R is the quadrant of the circle 𝑥 2 + 𝑦 2 = 𝑎2 , where 𝑥 ≥ 0 and 𝑦 ≥ 0

Solution

Using the equation 𝑥 2 + 𝑦 2 = 𝑎2 , to calculate y becomes 𝑦 = √𝑎2 − 𝑥 2

Also from the equation 𝑥 2 + 𝑦 2 = 𝑎2 , take 𝑦 = 0 and obtain the values of x as 𝑥 2 = 𝑎2 ↔ 𝑥 = 𝑎


Therefore, the region R is bounded by

0 ≤ 𝑦 ≤ √𝑎2 − 𝑥 2 and 0 ≤ 𝑥 ≤ 𝑎
Thus,
𝑎 √𝑎 2 −𝑥 2
∬ (𝑥𝑦) 𝑑𝑦𝑑𝑥 = ∫ ∫ 𝑥𝑦 𝑑𝑦𝑑𝑥
𝑅 0 0
𝑎
𝑥𝑦 2 𝑦 = √𝑎2 − 𝑥 2
=∫ | 𝑑𝑥
0 2 𝑦=0
1 𝑎 √ 2 2
= ∫ 𝑥(𝑦)2 | 𝑦 = 𝑎 − 𝑥 𝑑𝑥
2 0 𝑦=0
1 𝑎 2
= ∫ (𝑥 (√𝑎2 − 𝑥 2 ) − 𝑥(0)2 ) 𝑑𝑥
2 0
1 𝑎 2
= ∫ (𝑥 (√𝑎2 − 𝑥 2 ) ) 𝑑𝑥
2 0

1 𝑎 1 2
= ∫ (𝑥 ([𝑎2 − 𝑥 2 ]2 ) ) 𝑑𝑥
2 0
1 𝑎
= ∫ (𝑥 [𝑎2 − 𝑥 2 ]) 𝑑𝑥
2 0
1 𝑎
= ∫ (𝑥𝑎2 − 𝑥 3 ) 𝑑𝑥
2 0

1 𝑥 2 𝑎2 𝑥 4 𝑥=𝑎
= ( − )|
2 2 4 𝑥=0

1 (𝑎)2 𝑎2 (𝑎)4 (0)2 𝑎2 (0)4


= [( − )−( − )]
2 2 4 2 4

1 𝑎4 𝑎4
= ( − )
2 2 4

1 2𝑎4 − 𝑎4
= ( )
2 4

1 𝑎4
= ( )
2 4

𝒂𝟒
=
𝟖

Example 4
1. Using the concept of double integration over a rectangular region, evaluate
i). ∬𝑹 𝟑𝒙𝒆𝒙𝒚𝒅𝒚𝒅𝒙, where 𝑹 is the region bounded by {−𝟏 ≤ 𝒙 ≤ 𝟐, 𝟎 ≤ 𝒚 ≤ 𝟏}
Solution
2 1

∬ 3𝑥𝑒 𝑥𝑦 𝑑𝑦𝑑𝑥 = ∫ (∫ 3𝑥𝑒 𝑥𝑦 𝑑𝑦) 𝑑𝑥


𝑅 −1 0
Integrating with respect to y leaving x as a constant using method of integration by substitution, we get
2
𝑦=1
= ∫ 3𝑒 𝑥𝑦 | 𝑑𝑥
𝑦=0
−1
2

= ∫ 3(𝑒 𝑥 − 𝑒 0 ) 𝑑𝑥
−1
2

= ∫ 3(𝑒 𝑥 − 1) 𝑑𝑥
−1
2

= ∫(3𝑒 𝑥 − 3) 𝑑𝑥
−1
Expanding the integral
2 2

= ∫ 3𝑒 𝑥 𝑑𝑥 − ∫ 3 𝑑𝑥
−1 −1
𝑥=2
= 3𝑒 𝑥 − 3𝑥 |
𝑥 = −1
= [3𝑒 2 − 3(2)] − [3𝑒 −1 − 3(−1)]

= [3𝑒 2 − 6] − [3𝑒 −1 + 3]

= 𝟑𝒆𝟐 − 𝟑𝒆−𝟏 − 𝟗
Practice.

1. Evaluate ∬𝑅 (3𝑥 − 4𝑦 3 ) 𝑑𝐴, where dA is the area of the region R bounded by [−5,4] × [0,3]?
Ans. −𝟔𝟖𝟖. 𝟓
2. Evaluate ∬𝑅 (2𝑥 − 4𝑦 3 ) 𝑑𝐴, where dA is the area of the region R bounded by [−5,4] × [0,3]?
Ans. – 𝟕𝟓𝟔
3. Evaluate ∬𝑅 (𝑥𝑒 𝑥𝑦 ) 𝑑𝐴, where dA is the area of the region R bounded by [−1,2] × [0,1]?
Ans. 𝒆𝟐 − 𝒆−𝟏 − 𝟑

Double Integral over a Polar Region (Spherical Co-ordinates)


Here we shall be transforming Cartesian coordinate system to polar coordinate system. In Polar coordinate system,
the Cartesian coordinates x, and y can be expressed as
𝑥 = 𝑟 cos 𝜃
𝑦 = 𝑟 sin 𝜃
𝑑𝑥𝑑𝑦 = 𝑑𝐴 = 𝑟𝑑𝑟𝑑𝜃
𝜃 𝑟
Therefore, ∬𝐴 𝑓(𝑥, 𝑦) 𝑑𝐴 can be transformed into Cartesian coordinates as ∫𝜃 2 ∫𝑟 2 𝑓(𝑟, 𝜃)𝑟𝑑𝑟𝑑𝜃. In this case, the
1 1
value of 𝜃 depends on the quadrant in which the region lies as shown in the figure below.

Hence.
𝝅
If the region lies in the 1st quadrant, the values of 𝜃 becomes 𝟎 ≤ 𝜽 ≤ 𝟐

If the region lies in the 4th quadrant, the values of 𝜃 becomes 𝟎 ≤ 𝜽 ≤ 𝟐𝝅


If the region lies in the 2nd quadrant, the values of 𝜃 becomes 𝟎 ≤ 𝜽 ≤ 𝝅
𝟑𝝅
If the region lies in the 3rd quadrant, the values of 𝜃 becomes 𝟎 ≤ 𝜽 ≤ 𝟐

Example 1
a) Evaluate the following integrals by transforming from Cartesian co-ordinates into polar co-ordinates
𝟐 +𝒚𝟐
i). ∬𝑨 𝟐𝒆𝒙 𝒅𝑨, where A is a unit centered at the origin?

Solution
For Polar Co-ordinate system
𝑥 = 𝑟 cos 𝜃
𝑦 = 𝑟 sin 𝜃
𝑑𝐴 = 𝑟𝑑𝑟𝑑𝜃

The limits of r and 𝜽 𝐚𝐫𝐞


0≤𝑟≤ 1
0 ≤ 𝜃 ≤ 2𝜋

Therefore,
2𝜋 1
2 +𝑦 2 2
∬ 2𝑒 𝑥 𝑑𝐴 = ∫ ∫ 2𝑒 𝑟 𝑟𝑑𝑟𝑑𝜃
𝐴 0 0

2𝜋 1
2
=∫ (∫ 2𝑟𝑒 𝑟 𝑑𝑟) 𝑑𝜃 … … … … … … … … … … [1]
0 0

Using the method of integration by substitution,

𝑑𝑡 𝑑𝑡
Let 𝑡 = 𝑟 2 , thus, = 2𝑟, this implies, 𝑑𝑟 =
𝑑𝑟 2𝑟

1 1 1
2 𝑑𝑡
∫ 2𝑟𝑒 𝑟 𝑑𝑟 = ∫ 2𝑟𝑒 𝑡 = ∫ 𝑒 𝑡 𝑑𝑡 = 𝑒 𝑡 But we know, 𝑡 = 𝑟2,
0 0 2𝑟 0
𝑟2
𝑟=1
=𝑒 | = 𝑒1 − 𝑒 0 = 𝑒1 − 1
𝑟=0

Substituting into equation [1], we get

2𝜋 1 2𝜋
2
∫ (∫ 2𝑟𝑒 𝑟 𝑑𝑟) 𝑑𝜃 = ∫ (𝑒 1 − 1 )𝑑𝜃
0 0 0

𝜃 = 2π
= (𝑒 1 − 1 )𝜃 |
𝜃=0

= (𝑒 1 − 1 )(2𝜋 − 0)

= 𝟐𝝅 (𝒆𝟏 − 𝟏 )
ii). ∬𝑨 𝒙𝒚 𝒅𝒙𝒅𝒚, where A is the portion of the region between circles of radius 3 and 5, centered at the origin that
lies in the first quadrant?

Solution
For Polar Co-ordinate system
𝑥 = 𝑟 cos 𝜃
𝑦 = 𝑟 sin 𝜃
𝑑𝑥𝑑𝑦 = 𝑟𝑑𝑟𝑑𝜃

The limits of r and 𝜽 𝐚𝐫𝐞


3≤𝑟≤ 5
𝜋
0≤𝜃≤ 2

Therefore,
𝜋 𝜋
5 5
2 2
∬ 𝒙𝒚 𝒅𝒙𝒅𝒚 = ∫ ∫ ([𝑟 cos 𝜃][𝑟 sin 𝜃])𝑟𝑑𝑟𝑑𝜃 = ∫ ∫ 𝑟 3 cos 𝜃 sin 𝜃 𝑑𝑟𝑑𝜃
𝐴 0 3 0 3

𝜋 𝜋
4 4
2𝑟 𝑟=5 2 5 34
=∫ cos 𝜃 sin 𝜃 | 𝑑𝜃 = ∫ [ − ] cos 𝜃 sin 𝜃 𝑑𝜃
0 4 𝑟=3 0 4 4
𝜋 𝜋
625 81
2 2 544
=∫ [ − ] cos 𝜃 sin 𝜃 𝑑𝜃 = ∫ cos 𝜃 sin 𝜃 𝑑𝜃
0 4 4 0 4
𝜋
2
= ∫ 136 cos 𝜃 sin 𝜃 𝑑𝜃
0

𝜋
2
= 136 ∫ cos 𝜃 sin 𝜃 𝑑𝜃 … … … … … … … … … … [1]
0

Using method of integration by substitution,

𝑑𝑡 𝑑𝑡
Let 𝑡 = cos 𝜃 , thus, = 𝑠𝑖𝑛𝜃, this implies, 𝑑𝜃 =
𝑑𝜃 𝑠𝑖𝑛𝜃

𝜋 𝜋 𝜋 𝜋
2 2 𝑑𝑡 2 𝑡2 𝜃 = 2
∫ cos 𝜃 sin 𝜃 𝑑𝜃 = ∫ 𝑡 sin 𝜃 = ∫ 𝑡 𝑑𝑡 = | But we know, 𝑡
0 0 𝑠𝑖𝑛𝜃 0 2 𝜃=0

𝜋
1 2
𝜃=2 1 𝜋 2 1 1
= (cos 𝜃) | = [(cos ) − (cos 0)2 ] = (0 − 1) = −
2 𝜃=0 2 2 2 2

Substituting into equation [1], we get

1
= 136 (− )
2

= −𝟔𝟖
Practice.

1. Evaluate using polar co-ordinates ∬𝐴 2𝑥𝑦𝑑𝐴, where A is the portion of the region between circles of radius 2 and 5,
𝟔𝟎𝟗
centered at the origin that lies in the first quadrant? Ans: − 𝟒
2. Evaluate ∬𝑨 𝒙𝒚 𝒅𝒙𝒅𝒚, where A is the portion of the region between circles of radius 3 and 5, centered at the origin
that lies in the second quadrant?

Triple Integration
Triple integral over region A enclosing a function 𝑓(𝑥, 𝑦, 𝑧)is evaluated by three successive integrations. If the limits of the
function enclosed in region A is described as 𝒙𝟏 ≤ 𝒙 ≤ 𝒙𝟐 , 𝒚𝟏 ≤ 𝒚 ≤ 𝒚𝟐 , and 𝒛𝟏 ≤ 𝒛 ≤ 𝒛𝟐 . Then, the Triple integral over
the region A can be expressed as
𝒙𝟐 𝒚𝟐 𝒛𝟐
∭ 𝒇(𝒙, 𝒚, 𝒛)𝒅𝒙𝒅𝒚𝒅𝒛 = ∫ ∫ ∫ 𝒇(𝒙, 𝒚, 𝒛)𝒅𝒙𝒅𝒚𝒅𝒛
𝑨 𝒙𝟏 𝒚𝟏 𝒛𝟏

In the above integral, we integrate first with respect to z treating (𝑥, 𝑦, ) as a constant between the limits 𝒛𝟏 ≤ 𝒛 ≤ 𝒛𝟐 . The
resulting expression 𝑓(𝑥, 𝑦) is then integrated with respect to y keeping x as a constant between the limits 𝒚𝟏 ≤ 𝒚 ≤ 𝒚𝟐 .
Finally, the resulting expression is integrated within the limits 𝒙𝟏 ≤ 𝒙 ≤ 𝒙𝟐
Example 1.

1. Evaluate ∭𝑹 (𝒙 + 𝒚 + 𝒛)𝒅𝒙𝒅𝒚𝒅𝒛, where R is the region bounded by 𝟎 ≤ 𝒙 ≤ 𝟏, 𝟏 ≤ 𝒚 ≤ 𝟐, 𝟐 ≤ 𝒛 ≤ 𝟑.

Solution
3 2 1
∭ (𝑥 + 𝑦 + 𝑧)𝑑𝑥𝑑𝑦𝑑𝑧 = ∫ ∫ ∫ (𝑥 + 𝑦 + 𝑧)𝑑𝑥𝑑𝑦𝑑𝑧
𝑅 2 1 0
3 2
𝑥2 𝑥=1
= ∫ ∫ ( + 𝑥𝑦 + 𝑥𝑧) | 𝑑𝑦𝑑𝑧
2 1 2 𝑥=0
3 2 (1)2 (0)2
= ∫ ∫ [( + (1)𝑦 + (1)𝑧) − ( + (0)𝑦 + (0)𝑧)] 𝑑𝑦𝑑𝑧
2 1 2 2
3 2
1
= ∫ ∫ [( + 𝑦 + 𝑧) − 0] 𝑑𝑦𝑑𝑧
2 1 2
3 2
1
= ∫ ∫ [ + 𝑦 + 𝑧] 𝑑𝑦𝑑𝑧
2 1 2
3
1 𝑦2 𝑦=2
=∫ [ 𝑦+ + 𝑦𝑧] | 𝑑𝑧
2 2 2 𝑦=1
3 (2)2 (1)2
1 1
= ∫ [( (2) + + (2)𝑧) − ( (1) + + (1)𝑧)] 𝑑𝑧
2 2 2 2 2
3
1 1
= ∫ [(1 + 2 + 2𝑧) − ( + + 𝑧)] 𝑑𝑧
2 2 2
3
1 1
= ∫ [3 + 2𝑧 − − − 𝑧] 𝑑𝑧
2 2 2
3
= ∫ [3 + 2𝑧 − 1 − 𝑧] 𝑑𝑧
2
3
= ∫ [2 + 𝑧] 𝑑𝑧
2
𝑧2 𝑧 = 3
= [2𝑧 + ]|
2 𝑧=2

(3)2 (2)2
= [2(3) + ] − [2(2) + ]
2 2
9 4
= [6 + ] − [4 + ]
2 2
9
=6+ −4−2
2
9
=6+ −6
2
𝟗
=
𝟐
Example 2.

1. Evaluate ∭𝐸 8𝑥𝑦𝑧𝑑𝑣, Where 𝐸 = (2,3) × (1,2) × (0,1)

Solution
As we know 𝑑𝑉 = 𝑑𝑥𝑑𝑦𝑑𝑧,
Then, the limits of integration become

2≤𝑥≤3
1≤𝑦≤2
0≤𝑧≤1
Therefore,
1 2 3
∭ 8𝑥𝑦𝑧𝑑𝑣 = ∫ ∫ ∫ 8𝑥𝑦𝑧 𝑑𝑥𝑑𝑦𝑑𝑧
𝐸 0 1 2
1 2
𝑥2 𝒙=𝟑
= ∫ ∫ (8 𝑦𝑧) | 𝑑𝑦𝑑𝑧
0 1 2 𝒙=𝟐
1 2
𝒙=𝟑
= ∫ ∫ (4(𝑥)2 𝑦𝑧) | 𝑑𝑦𝑑𝑧
0 1 𝒙=𝟐
1 2
= ∫ ∫ [(4(3)2 𝑦𝑧) − (4(2)2 𝑦𝑧)] 𝑑𝑦𝑑𝑧
0 1
1 2
= ∫ ∫ [36𝑦𝑧 − 16𝑦𝑧] 𝑑𝑦𝑑𝑧
0 1
1 2
= ∫ ∫ [20𝑦𝑧] 𝑑𝑦𝑑𝑧
0 1
1
𝑦2 𝒚=𝟐
= ∫ [20 𝑧] | 𝑑𝑧
0 2 𝒚=𝟏
1
𝒚=𝟐
= ∫ ([10𝑦 2 𝑧]) | 𝑑𝑧
0
𝒚=𝟏
1
= ∫ ([10(2)2 𝑧] − [10(1)2 𝑧]) 𝑑𝑧
0
1
= ∫ (40𝑧 − 10𝑧) 𝑑𝑧
0
1
= ∫ 30𝑧 𝑑𝑧
0

30𝑧 2 𝑧 = 1
= |
2 𝑧=0
𝑧=1
= 15𝑧 2 |
𝑧=0
= 15(1)2 − 15(0)2
= 15 − 0
= 𝟏𝟓
Practice:
1. Evaluate the following triple integrals
a) ∭𝑅 (2𝑥 + 𝑦 + 𝑧) 𝑑𝑥𝑑𝑦𝑑𝑧, where R is the region bounded by 𝟎 ≤ 𝒙 ≤ 𝟏, 𝟏 ≤ 𝒚 ≤ 𝟐, 𝟐 ≤ 𝒛 ≤ 𝟑?
𝐀𝐧𝐬: = 𝟓
b) ∭𝑅 (8𝑥 2 𝑦𝑧 2 ) 𝑑𝑥𝑑𝑦𝑑𝑧, where 𝐸 = (0,1) × (1,2) × (0,1)?
𝟒
𝐀𝐧𝐬: =
𝟑
2𝑥
c) ∭𝑅 (𝑒 ) 𝑑𝑥𝑑𝑦𝑑𝑧, where 𝐸 = (0,1) × (0,2) × (0,3)?
𝐀𝐧𝐬: = 𝟑(𝒆𝟏 − 𝟏)
d) ∭𝑅 (3𝑒 4𝑥 ) 𝑑𝑥𝑑𝑦𝑑𝑧, where 𝐸 = (0,1) × (0,2) × (0,1)?
𝟑
𝐀𝐧𝐬: = (𝒆𝟒 − 𝟏)
𝟐
Triple Integration in Cylindrical Co-ordinates.
Here we use cylindrical co-ordinates (𝑟, 𝜃, 𝑧) as shown in the figure below

y≅𝜃

x≅𝑟
This implies, the Cartesian co-ordinates system (𝑥, 𝑦, 𝑧) is transformed to cylindrical polar co-ordinates as

𝑥 = 𝑟 cos 𝜃
𝑦 = 𝑟 sin 𝜃
𝑧=𝑧

𝑟2 = 𝑥2 + 𝑦2 + 𝑧2
𝑑𝑣 = 𝑑𝑥𝑑𝑦𝑑𝑧 = 𝑟𝑑𝑧𝑑𝑟𝑑𝜃
Example 1.

1. Evaluate ∭𝐸 𝑦 𝑑𝑣, where 𝐸 is the region that lies below the plane 𝑧 = 𝑥 + 2 and above the xy-plane and between
the cylinders 𝑥 2 + 𝑦 2 + 𝑧 2 = 1, and 𝑥 2 + 𝑦 2 + 𝑧 2 = 4, given z ≥ 0?
Solution.
For cylindrical co-ordinates
𝑥 = 𝑟 cos 𝜃
𝑦 = 𝑟 sin 𝜃
𝑧=𝑧

𝑟2 = 𝑥2 + 𝑦2 + 𝑧2
𝑑𝑣 = 𝑟𝑑𝑧𝑑𝑟𝑑𝜃
The limits of integration are
0≤𝑧 ≤𝑥+2
1≤𝑟≤2
0 ≤ 𝜃 ≤ 2𝜋
Therefore,
2𝜋 2 𝑥+2
∭ 𝑦 𝑑𝑣 = ∫ ∫ ∫ 𝑟 sin 𝜃 𝑟𝑑𝑧𝑑𝑟𝑑𝜃
𝐸 0 1 0
2𝜋 2
𝑧 =𝑥+2
=∫ ∫ 𝑟 2 𝑧 sin 𝜃 | 𝑑𝑟𝑑𝜃
0 1 𝑧=0
2𝜋 2
=∫ ∫ [(𝑟 2 (𝑥 + 2)) −(𝑟 2 (0))sin 𝜃] 𝑑𝑟𝑑𝜃
0 1
2𝜋 2
=∫ ∫ [𝑟 2 (𝑥 + 2) − 0] sin 𝜃 𝑑𝑟𝑑𝜃
0 1
2𝜋 2
=∫ ∫ [𝑟 2 (𝑥 + 2)] sin 𝜃 𝑑𝑟𝑑𝜃
0 1

But we know for cylindrical co-ordinates 𝑥 = 𝑟 cos 𝜃


2𝜋 2
=∫ ∫ [𝑟 2 (𝑟 cos 𝜃 + 2)] sin 𝜃 𝑑𝑟𝑑𝜃
0 1
2𝜋 2
=∫ ∫ [𝑟 3 cos 𝜃 + 2𝑟 2 ] sin 𝜃 𝑑𝑟𝑑𝜃
0 1
2𝜋
𝑟4 2𝑟 3 𝑟=2
=∫ [ cos 𝜃 + ] sin 𝜃 | 𝑑𝜃
0 4 3 𝑟=1
2𝜋 (2)4 2(2)3 (1)4 2(1)3
=∫ [( cos 𝜃 + )−( cos 𝜃 + )] sin 𝜃 𝑑𝜃
0 4 3 4 3
2𝜋
16 16 1 2
=∫ [( cos 𝜃 + ) − ( cos 𝜃 + )] sin 𝜃 𝑑𝜃
0 4 3 4 3
2𝜋
16 16 1 2
=∫ [( cos 𝜃 sin 𝜃 + sin 𝜃) − ( cos 𝜃 sin 𝜃 + sin 𝜃)] 𝑑𝜃
0 4 3 4 3
2𝜋
16 1 16 2
=∫ [( cos 𝜃 sin 𝜃 − cos 𝜃 sin 𝜃 + sin 𝜃 − sin 𝜃)] 𝑑𝜃
0 4 4 3 3
2𝜋
15 14
=∫ [( cos 𝜃 sin 𝜃 + sin 𝜃)] 𝑑𝜃
0 4 3
2𝜋 2𝜋
15 14
=∫ cos 𝜃 sin 𝜃 𝑑𝜃 + ∫ sin 𝜃 𝑑𝜃
0 4 0 3

15 2𝜋 14 2𝜋
= ∫ cos 𝜃 sin 𝜃 𝑑𝜃 + ∫ sin 𝜃 𝑑𝜃 … … … … … … … … … … . [1]
4 0 3 0

Using the method of integration by substitution to simplify the first integration on the R.H.S which is
2𝜋
∫ cos 𝜃 sin 𝜃 𝑑𝜃
0

Let 𝑢 = cos 𝜃
𝑑𝑢
= − sin 𝜃
𝑑𝜃
𝑑𝑢
𝑑𝜃 = −
sin 𝜃
Therefore,
2𝜋 2𝜋
𝑑𝑢
∫ cos 𝜃 sin 𝜃 𝑑𝜃 = ∫ u sin 𝜃 (− )
0 0 sin 𝜃
2𝜋
𝑑𝑢
=∫ u sin 𝜃 (− )
0 sin 𝜃
2𝜋
= ∫ 𝑢 𝑑𝑢
0

𝑢2 𝜃 = 2𝜋
= |
2 𝜃=0
But we know 𝑢 = cos 𝜃, hence by substituting , we get
(cos 𝜃)2 𝜃 = 2𝜋
= |
2 𝜃=0
(cos[2𝜋])2 (cos[0])2
=[ − ]
2 2

(1)2 (1)2
=[ − ]
2 2
1 1
=[ − ]
2 2
=𝟎
By substituting into equation [1], we get
15 14 2𝜋
= [0] + ∫ sin 𝜃 𝑑𝜃
4 3 0
14
=0+ [− cos 𝜃] |𝜃 = 2𝜋
3 𝜃=0
14
= [(− cos(2𝜋) − (− cos(0)))]
3
14
= [(−1 − (−1))]
3
14
= [(−1 + 1)]
3
14
= [(0)]
3
=𝟎
Practice:

1. Evaluate ∭𝑅 2𝑥𝑦𝑧 𝑑𝑣, where R is bounded by 2 ≤ 𝑧 ≤ 5 in the first quadrant and between cylinders 𝑥 2 + 𝑦 2 +
𝑧 2 = 1, and 𝑥 2 + 𝑦 2 + 𝑧 2 = 4
13
Ans:−
4

Triple Integral in Spherical Co-ordinates


Sometimes it is easy to integrate by changing the Cartesian coordinates into spherical coordinates. The relationship between
the Cartesian and spherical polar coordinates of a point are as follows,

𝑥 = 𝑟 sin 𝜃 cos ∅
𝑦 = 𝑟 sin 𝜃 sin ∅
𝑧 = 𝑟 cos 𝜃

𝑟2 = 𝑥2 + 𝑦2 + 𝑧2

𝑑𝑣 = 𝑑𝑥𝑑𝑦𝑑𝑧 = 𝑟 2 sin 𝜃 𝑑𝑟 𝑑𝜃 𝑑∅
Note:
1. Spherical coordinates are very useful if the expression 𝑥 2 + 𝑦 2 + 𝑧 2 is involved in the problem.
2. In a sphere 𝑥 2 + 𝑦 2 + 𝑧 2 = 1 and the limits are r are 0 and 1, the limits of 𝜃 are 0 and 𝜋 and that of ∅ are 0 and 2𝜋.
Thus this implies,
𝟎≤𝒓≤𝟏
𝟎≤𝜽≤𝝅
𝟎 ≤ ∅ ≤ 𝟐𝝅
Example 1.

1. Apply the knowledge of triple integral in spherical coordinate to evaluate the ∭(𝒙𝟐 + 𝒚𝟐 + 𝒛𝟐 )𝒅𝒙𝒅𝒚𝒅𝒛 taken over
the volume enclosed by sphere 𝒙𝟐 + 𝒚𝟐 + 𝒛𝟐 = 𝟏
Solution
For Spherical Co-ordinates,
𝑥 = 𝑟 sin 𝜃 cos ∅
𝑦 = 𝑟𝑠𝑖𝑛𝜃 sin ∅
𝑧 = 𝑟 cos 𝜃
𝑥2 + 𝑦2 + 𝑧2 = 𝑟2
𝑑𝑥𝑑𝑦𝑑𝑧 = 𝑟 2 sin 𝜃 𝑑𝑟𝑑𝜃𝑑∅
The limits of 𝒓, 𝜽 𝐚𝐧𝐝 ∅ 𝐚𝐫𝐞

0≤𝑟≤ 1
0≤𝜃≤ 𝜋
0 ≤ ∅ ≤ 2𝜋

Therefore,
2𝜋 𝜋 1
2 2 2
∭(𝑥 + 𝑦 + 𝑧 )𝑑𝑥𝑑𝑦𝑑𝑧 = ∫ ∫ ∫ (𝑟 2 ) 𝑟 2 sin 𝜃 𝑑𝑟𝑑𝜃𝑑∅
0 0 0
2𝜋 𝜋 1
=∫ ∫ ∫ 𝑟 4 sin 𝜃 𝑑𝑟𝑑𝜃𝑑∅
0 0 0
2𝜋 𝜋 5
𝑟 𝑟=1
=∫ ∫
sin 𝜃 | 𝑑𝜃𝑑∅
0 0 5 𝑟=0
2𝜋 𝜋
15
= ∫ ∫ ( − 0) sin 𝜃 𝑑𝜃𝑑∅
0 0 5
2𝜋 𝜋
1
= ∫ ∫ sin 𝜃 𝑑𝜃𝑑∅
0 0 5

1 2𝜋 𝜋
= ∫ ∫ sin 𝜃 𝑑𝜃𝑑∅
5 0 0
1 2𝜋 𝜃=π
= ∫ [− cos 𝜃] | 𝑑∅
5 0 𝜃=0
1 2𝜋
= ∫ [− cos(π) + cos(0)] 𝑑∅
5 0
1 2𝜋
= ∫ [1 + 1] 𝑑∅
5 0
1 2𝜋
= ∫ 2 𝑑∅
5 0

2 𝜃 = 2π
= [ ∅] |
5 𝜃=0
2
= [ 2π − 0]
5
𝟒𝝅
=
𝟓
Example 2.

a) Apply the knowledge of triple integral in spherical coordinate to evaluate the ∭(𝒙𝟐 + 𝒚𝟐 + 𝒛𝟐 )𝒅𝒙𝒅𝒚𝒅𝒛 taken over
the volume of the sphere 𝒙𝟐 + 𝒚𝟐 + 𝒛𝟐 = 𝒂𝟐 that lies in the first quadrant?
[6 marks]
Solution

For Spherical Co-ordinates,


𝑥 = 𝑟 sin 𝜃 cos ∅
𝑦 = 𝑟𝑠𝑖𝑛𝜃 sin ∅
𝑧 = 𝑟 cos 𝜃
𝑥2 + 𝑦2 + 𝑧2 = 𝑟2
𝑑𝑥𝑑𝑦𝑑𝑧 = 𝑟 2 sin 𝜃 𝑑𝑟𝑑𝜃𝑑∅

The limits of 𝒓, 𝜽 𝐚𝐧𝐝 ∅ 𝐚𝐫𝐞

0≤𝑟≤ 𝑎
𝜋
0≤𝜃≤
2
𝜋
0≤∅≤
2
Therefore,
𝜋 𝜋
𝑎
2 2
∭(𝑥 + 𝑦 + 𝑧 )𝑑𝑥𝑑𝑦𝑑𝑧 = ∫ ∫ ∫ (𝑟 2 ) 𝑟 2 sin 𝜃 𝑑𝑟𝑑𝜃𝑑∅
2 2 2
0 0 0
𝜋 𝜋
𝑎
2 2
= ∫ ∫ ∫ 𝑟 4 sin 𝜃 𝑑𝑟𝑑𝜃𝑑∅
0 0 0
𝜋 𝜋
5
2 2 𝑟 𝑟=a
=∫ ∫ sin 𝜃 | 𝑑𝜃𝑑∅
0 0 5 𝑟=0
𝜋 𝜋
2 2 𝑎5
=∫ ∫ ( − 0) sin 𝜃 𝑑𝜃𝑑∅
0 0 5
𝜋 𝜋
5
2 2 𝑎
=∫ ∫ sin 𝜃 𝑑𝜃𝑑∅
0 0 5
𝜋 𝜋
𝑎5 2 2
= ∫ ∫ sin 𝜃 𝑑𝜃𝑑∅
5 0 0
𝜋 𝜋
𝑎5 2 𝜃= 2
= ∫ [− cos 𝜃] | 𝑑∅
5 0 𝜃=0
𝑎5 2𝜋 𝜋
= ∫ [− cos ( ) + cos(0)] 𝑑∅
5 0 2
𝜋
𝑎5 2
= ∫ [𝑜 + 1] 𝑑∅
5 0
𝜋
𝑎5 2
= ∫ 1 𝑑∅
5 0

𝜋
2𝑎5 𝜃=
2
= [ ∅] |
5 𝜃=0
2𝑎5 𝜋
= [ − 0]
5 2

2𝜋𝑎5
=
10
𝝅𝒂𝟓
=
𝟓
Example 3.
𝒅𝒙𝒅𝒚𝒅𝒛
a) Evaluate ∭(𝒙𝟐+𝒚𝟐+𝒛𝟐) taken over the volume of the sphere 𝒙𝟐 + 𝒚𝟐 + 𝒛𝟐 = 𝒂𝟐 that lies in the second quadrant?

Solution
For Spherical Co-ordinates,
𝑥 = 𝑟 sin 𝜃 cos ∅
𝑦 = 𝑟𝑠𝑖𝑛𝜃 sin ∅
𝑧 = 𝑟 cos 𝜃
𝑥2 + 𝑦2 + 𝑧2 = 𝑟2
𝑑𝑥𝑑𝑦𝑑𝑧 = 𝑟 2 sin 𝜃 𝑑𝑟𝑑𝜃𝑑∅

The limits of 𝒓, 𝜽 𝐚𝐧𝐝 ∅ 𝐚𝐫𝐞

0≤𝑟≤ 𝑎
0 ≤ 𝜃 ≤ 2𝜋
0 ≤ ∅ ≤ 2𝜋
Therefore,
2𝜋 2𝜋 𝑎 2
𝒅𝒙𝒅𝒚𝒅𝒛 𝑟 sin 𝜃 𝑑𝑟𝑑𝜃𝑑∅
∭( 𝟐 ) = ∫ ∫ ∫ ( )
𝒙 + 𝒚𝟐 + 𝒛𝟐 0 0 0 𝑟2
2𝜋 2𝜋 𝑎
=∫ ∫ ∫ sin 𝜃 𝑑𝑟𝑑𝜃𝑑∅
0 0 0
2𝜋 2𝜋
𝑟=a
=∫ ∫ 𝑟 sin 𝜃 | 𝑑𝜃𝑑∅
0 0 𝑟=0
2𝜋 2𝜋
=∫ ∫ (𝑎 − 0) sin 𝜃 𝑑𝜃𝑑∅
0 0
2𝜋 2𝜋
=∫ ∫ 𝑎 sin 𝜃 𝑑𝜃𝑑∅
0 0

2𝜋 2𝜋
= 𝑎∫ ∫ sin 𝜃 𝑑𝜃𝑑∅
0 0
2𝜋
𝜃 = 2𝜋
= 𝑎 ∫ [− cos 𝜃] | 𝑑∅
0 𝜃=0
2𝜋
= 𝑎 ∫ [− cos(2𝜋) + cos(0)] 𝑑∅
0
2𝜋
= 𝑎 ∫ [−1 + 1] 𝑑∅
0
2𝜋
= 𝑎 ∫ 0 𝑑∅
0

=𝟎
Example 4
𝒅𝒙𝒅𝒚𝒅𝒛
a) Evaluate ∭(𝒙𝟐+𝒚𝟐+𝒛𝟐) taken over the volume of the sphere 𝒙𝟐 + 𝒚𝟐 + 𝒛𝟐 = 𝒂𝟐 that lies in the first quadrant?

Solution
Solution

For Spherical Co-ordinates,


𝑥 = 𝑟 sin 𝜃 cos ∅
𝑦 = 𝑟𝑠𝑖𝑛𝜃 sin ∅
𝑧 = 𝑟 cos 𝜃
𝑥2 + 𝑦2 + 𝑧2 = 𝑟2
𝑑𝑥𝑑𝑦𝑑𝑧 = 𝑟 2 sin 𝜃 𝑑𝑟𝑑𝜃𝑑∅

The limits of 𝒓, 𝜽 𝐚𝐧𝐝 ∅ 𝐚𝐫𝐞

0≤𝑟≤ 𝑎
𝜋
0≤𝜃≤
2
𝜋
0≤∅≤
2

Therefore,
𝜋 𝜋
𝑎 2
𝑑𝑥𝑑𝑦𝑑𝑧 2 2 𝑟 sin 𝜃 𝑑𝑟𝑑𝜃𝑑∅
∭( 2 2 2
) = ∫ ∫ ∫ ( )
𝑥 +𝑦 +𝑧 0 0 0 𝑟2
𝜋 𝜋
𝑎
2 2
= ∫ ∫ ∫ sin 𝜃 𝑑𝑟𝑑𝜃𝑑∅
0 0 0
2𝜋 2𝜋
𝑟=a
=∫ ∫ 𝑟 sin 𝜃 | 𝑑𝜃𝑑∅
0 0 𝑟=0
𝜋 𝜋
2 2
= ∫ ∫ (𝑎 − 0) sin 𝜃 𝑑𝜃𝑑∅
0 0
𝜋 𝜋
2 2
= ∫ ∫ 𝑎 sin 𝜃 𝑑𝜃𝑑∅
0 0

𝜋 𝜋
2 2
= 𝑎 ∫ ∫ sin 𝜃 𝑑𝜃𝑑∅
0 0
𝜋 𝜋
2 𝜃= 2
= 𝑎 ∫ [− cos 𝜃] | 𝑑∅
0 𝜃=0
2𝜋
𝜋
= 𝑎 ∫ [− cos ( ) + cos(0)] 𝑑∅
0 2
𝜋
2
= 𝑎 ∫ [𝑜 + 1] 𝑑∅
0
𝜋
2
= 𝑎 ∫ 1 𝑑∅
0

𝜋
𝜃=
= 𝑎[ ∅] | 2
𝜃=0
𝜋
= 𝑎 [ − 0]
2
𝝅𝒂
=
𝟐

Practice:
1. Evaluate ∭𝑣 2𝑧 𝑑𝑥𝑑𝑦𝑑𝑧 throughout the volume of the sphere 𝒙𝟐 + 𝒚𝟐 + 𝒛𝟐 = 𝟏𝟔 that lies in the second quadrant?
Ans: 256 𝝅
2. Evaluate ∭(𝒙𝟐 + 𝒚𝟐 + 𝒛𝟐 )𝒅𝒙𝒅𝒚𝒅𝒛 taken over the volume of the sphere 𝒙𝟐 + 𝒚𝟐 + 𝒛𝟐 = 𝟒𝒂𝟐 that lies in the
fourth quadrant?

Change of Variables.
Sometimes the problem of double integration can be solved easily by change of independent variables. Suppose the double
integral is given by ∬𝑅 𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦, we are required to change the variable (𝑥, 𝑦) by a new variable (𝑢, 𝑣).The relationship
of (𝑥, 𝑦) with (𝑢, 𝑣) are given by 𝑥 = ∅(𝑢, 𝑣) 𝑎𝑛𝑑 𝑦 = 𝜓(𝑢, 𝑣). Then , the double integration is converted into

∬ 𝑓(𝑥, 𝑦)𝑑𝑥𝑑𝑦 = ∬ 𝑓(∅(𝑢, 𝑣), 𝜓(𝑢, 𝑣)) |𝐽| 𝑑𝑢𝑑𝑣


𝑅 𝑅

𝜕𝑥 𝜕𝑥
𝜕(𝑥,𝑦) 𝜕𝑢 𝜕𝑣
where, 𝑑𝑥𝑑𝑦 = |𝐽| 𝑑𝑢𝑑𝑣 = 𝜕(𝑢,𝑣)
𝑑𝑢𝑑𝑣 = |𝜕𝑦 𝜕𝑦
| 𝑑𝑢𝑑𝑣
𝜕𝑢 𝜕𝑉

Example 1.

a) Use the knowledge of change of variables to evaluate the ∬𝑹 𝟐(𝒙 + 𝒚)𝟐 𝒅𝒙𝒅𝒚, where R is the parallelogram in the
xy plane with vertices (1,0), (3,1), (2,2), (0,1), using the transformation 𝒖 = 𝒙 + 𝒚 and 𝒗 = 𝒙 − 𝟐𝒚
Solution
Transforming from xy-plane to UV Plane.

𝑨(𝒙, 𝒚) 𝑩(𝒙, 𝒚) 𝑪(𝒙, 𝒚) 𝑫(𝒙, 𝒚)


Xy-plane 𝑨(𝟏, 𝟎), 𝑩(𝟑, 𝟏), 𝑪(𝟐, 𝟐 𝑫(𝟎, 𝟏)

𝑨́(𝒖, 𝒗) 𝑪́(𝒖, 𝒗) 𝑪́(𝒖, 𝒗) 𝑫́(𝒖, 𝒗)

Uv-plane 𝑨́(𝒙 + 𝒚 , 𝒙 − 𝟐𝒚 ) 𝑨́(𝒙 + 𝒚 , 𝒙 − 𝟐𝒚 ) 𝑨́(𝒙 + 𝒚 , 𝒙 − 𝟐𝒚 ) 𝑨́(𝒙 + 𝒚 , 𝒙 − 𝟐𝒚 )

𝑨́(𝟏, 𝟏) 𝑩́(𝟒, 𝟏) 𝑪́(𝟒, −𝟐) 𝑫́(𝟏, −𝟐)

Therefore, dA can be obtain using Jacobian transformation

𝜕𝑥 𝜕𝑥 2 1
𝜕(𝑥, 𝑦) −
𝒅𝑨 = |𝐽|𝑑𝑢𝑑𝑣 = 𝑑𝑢𝑑𝑣 = |𝜕𝑢 𝜕𝑣 | 𝑑𝑢𝑑𝑣 = |3 3| 𝑑𝑢𝑑𝑣 = (− 1 − 2 ) 𝑑𝑢𝑑𝑣
𝜕(𝑢, 𝑣) 𝜕𝑦 𝜕𝑦 1 1 9 9

𝜕𝑢 𝜕𝑉 3 3

𝟑 𝟏
=− 𝒅𝒖𝒅𝒗 = − 𝒅𝒖𝒅𝒗
𝟗 𝟑

Substituting into the expression below


1
4
𝟏 𝟏 𝟏
∬ 2(𝑥 + 𝑦)𝑑𝑥𝑑𝑦 = ∫ ∫ 2 [ (𝟐𝒖 + 𝒗) + (𝒖 − 𝒗)] − 𝒅𝒖𝒅𝒗
𝑅 1 𝟑 𝟑 𝟑
−2
1
4
2 1 1 1 𝟏
= ∫ ∫ 2 [ 𝑢 + 𝑣 + 𝑢 − 𝑣] − 𝑑𝑢𝑑𝑣
1 3 3 3 3 𝟑
−2
1
4
𝟏
= ∫ ∫ 2[𝑢] − 𝑑𝑢𝑑𝑣
1 𝟑
−2
1
4
𝟐
= − ∫ ∫ [𝑢] 𝑑𝑢𝑑𝑣
𝟑 1
−2
1
𝟐 𝑢2 𝑢 = 4
= − ∫[ ]| 𝑑𝑣
𝟑 2 𝑢=1
−2
1
𝟐 𝑢=4
=− ∫[𝑢2 ] | 𝑑𝑣
𝟔 𝑢=1
−2
1
𝟏
=− ∫[(4)2 − (1)2 ] 𝑑𝑣
𝟑
−2
1

= −48 ∫[16 − 1 ] 𝑑𝑣
−2
1
𝟏
=− ∫ 15 𝑑𝑣
𝟑
−2
𝑉=1
= −5𝑉 |
𝑉 =−2
= −5[1 − −2]

= −5[3]

= 𝟏𝟓
Example 2.

a) Use the knowledge of change of variables to evaluate the ∬𝑹 𝟐(𝒙 + 𝒚)𝒅𝒙𝒅𝒚, where R is the parallelogram in the xy
plane with vertices (1,0), (1,4), (1,3), and (0,1), using the transformation 𝒙 = 𝟐𝒖 + 𝟑𝒗 and 𝒚 = 𝟐𝒖 − 𝟑𝒗
Solution

𝑨(𝒙, 𝒚) 𝑩(𝒙, 𝒚) 𝑪(𝒙, 𝒚) 𝑫(𝒙, 𝒚)


Xy-plane 𝑨(𝟎, 𝟏) 𝑩(𝟏, 𝟒) 𝑪(𝟏, 𝟑) 𝑫(𝟎, 𝟏)

𝑨́(𝒖, 𝒗) 𝑪́(𝒖, 𝒗) 𝑪́(𝒖, 𝒗) 𝑫́(𝒖, 𝒗)

Uv-plane 𝟏 𝟏 𝟏 𝟏 𝟏 𝟏 𝟏 𝟏
𝑨́ ( (𝒙 + 𝒚), (𝒙 − 𝒚)) 𝑨́ ( (𝒙 + 𝒚), (𝒙 − 𝒚)) 𝑨́ ( (𝒙 + 𝒚), (𝒙 − 𝒚)) 𝑨́ ( (𝒙 + 𝒚), (𝒙 − 𝒚))
𝟒 𝟔 𝟒 𝟔 𝟒 𝟔 𝟒 𝟔
𝟏 𝟏 𝟓 𝟏 𝟏 𝟏
𝑨́ ( , − ) 𝑩́ ( , −𝟐) 𝑪́ (𝟏, − ) 𝑫́ ( , − )
𝟒 𝟔 𝟒 𝟑 𝟒 𝟔

The limits of u and V are


𝟏 𝟓 𝟏 𝟏
𝟒
≤ 𝑼 ≤ 𝟒, − 𝟔
≤ 𝑽 ≤ −𝟐
Therefore, dA can be obtain using Jacobian transformation

𝜕𝑥 𝜕𝑥
𝜕(𝑥, 𝑦) 𝜕𝑣 | 𝑑𝑢𝑑𝑣 = |2 3
𝒅𝑨 = |𝐽|𝑑𝑢𝑑𝑣 = 𝑑𝑢𝑑𝑣 = |𝜕𝑢 | 𝑑𝑢𝑑𝑣 = (−6 − 6 )𝑑𝑢𝑑𝑣 = −𝟏𝟐 𝒅𝒖𝒅𝒗
𝜕(𝑢, 𝑣) 𝜕𝑦 𝜕𝑦 2 −3
𝜕𝑢 𝜕𝑉

Substituting into the expression below


1

2 5
4
∬ 2(𝑥 + 𝑦)𝑑𝑥𝑑𝑦 = ∫ ∫ 2[(2𝑢 + 3𝑣 ) + (2𝑢 − 3𝑣)] − 12 𝑑𝑢𝑑𝑣
1
𝑅
1 4

6
1

2 5
4
= ∫ ∫ 2[4𝑢] − 12 𝑑𝑢𝑑𝑣
1
1 4

6
1

2 5
4
= ∫ ∫ −96𝑢 𝑑𝑢𝑑𝑣
1
1 4

6
1
− 5
2
96𝑢2 𝑢 = 4
= ∫ [− ]| 1 𝑑𝑣
2 𝑢=4
1

6
1
− 5
2
𝑢=4
= −48 ∫ [𝑢2 ]| 1 𝑑𝑣
1 𝑢=4

6
1

2
5 2 1 2
= −48 ∫ [( ) − ( ) ] 𝑑𝑣
4 4
1

6
1

2
25 1
= −48 ∫ [ − ] 𝑑𝑣
16 16
1

6
1

2

= −72 ∫ 𝑑𝑣
1

6
1
𝑉=−
2
= −72𝑉 | 1
𝑉=− 6
1 1
= −72 [− − − ]
2 6
1 1
= −72 [− + ]
2 6
1
= −72 [− ]
3
= 𝟐𝟒
Example 3.
a) Show that when changing from Cartesian coordinates to polar coordinates, we have 𝑑𝐴 = 𝑟𝑑𝑟𝑑𝜃 ?
Solution
For Polar Co-ordinate system
𝑥 = 𝑟 cos 𝜃
𝑦 = 𝑟 sin 𝜃
𝑑𝑥𝑑𝑦 = 𝑑𝐴 = 𝑟𝑑𝑟𝑑𝜃

Therefore, using the concept of Jacobian transformation,

𝑑𝐴 = |𝐽|𝑑𝑟𝑑𝜃
𝜕(𝑥, 𝑦)
= 𝑑𝑟𝑑𝜃
𝜕(𝑟, 𝜃)
𝜕 𝜕
(𝑟 cos 𝜃 ) (𝑟 cos 𝜃 )
= |𝜕𝑟 𝜕𝜃 | 𝑑𝑟𝑑𝜃
𝜕 𝜕
(𝑟 sin 𝜃 ) (𝑟 sin 𝜃
𝜕𝑟 𝜕𝜃
cos 𝜃 −𝑟 sin 𝜃
=| | 𝑑𝑟𝑑𝜃
sin 𝜃 𝑟 cos 𝜃
= [𝑟cos2 𝜃 + 𝑟sin2 𝜃]𝑑𝑟𝑑𝜃

= 𝑟[cos2 𝜃 + sin2 𝜃]𝑑𝑟𝑑𝜃

But from Trigonometric identity

cos2 𝜃 + sin2 𝜃 = 1
Thus, the above expression becomes
𝑑𝐴 = 𝑟[1]𝑑𝑟𝑑𝜃
𝒅𝑨 = 𝒓𝒅𝒓𝒅𝜽
For practice:

1. Use the knowledge of change of variables to evaluate the ∬𝑹 (𝒙 + 𝒚)𝒅𝒙𝒅𝒚, where R is the parallelogram in the xy
plane with vertices (0,1), (1,4), (1,3), and (1,2), using the transformation 𝒙 = 𝟐𝒖 + 𝟑𝒗 and 𝒚 = 𝟐𝒖 − 𝟑𝒗
Ans: 12

2. Use the knowledge of change of variables to evaluate the ∬𝑹 (𝒙 + 𝒚)𝟐 𝒅𝒙𝒅𝒚, where R is the parallelogram in the xy
plane with vertices (1,0), (3,1), (2,2), (0,1), using the transformation 𝒖 = 𝒙 + 𝒚 and 𝒗 = 𝒙 − 𝟐𝒚
Ans: −𝟐𝟏

3. Evaluate the ∬𝑹 (𝟐𝒙 + 𝟑𝒚)𝒅𝒙𝒅𝒚, where R is the parallelogram in the xy plane with vertices (1,0), (1,4), (1,3), (1,2),
using the transformation 𝒙 = 𝒖 + 𝟑𝒗 and 𝒚 = 𝒖 − 𝟑𝒗

4. Use the knowledge of change of variables to evaluate the ∬𝑹 𝟐(𝒙 + 𝒚)𝟐 𝒅𝒙𝒅𝒚, where R is the parallelogram in the xy
plane with vertices (1,0), (3,2), (2,3), (0,1), using the transformation 𝒖 = 𝒙 + 𝒚 and 𝒗 = 𝒙 − 𝟐𝒚
Fourier Series.
Here, we will express a non-sinusoidal periodic function into a fundamental and its harmonics components. The Fourier series
expansion for a Periodic function 𝑓(𝑥) can be expressed as
𝒂𝟎
𝒇(𝒙) = + 𝒂𝟏 𝐜𝐨𝐬 𝒙 + 𝒂𝟐 𝐜𝐨𝐬 𝟐𝒙 + 𝒂𝟑 𝐜𝐨𝐬 𝟑𝒙 + ⋯ 𝒂𝒏 𝐜𝐨𝐬 𝒏𝒙 + 𝒃𝟏 𝐬𝐢𝐧 𝒙 + 𝒃𝟐 𝐬𝐢𝐧 𝟐𝒙 + +𝒃𝟑 𝐬𝐢𝐧 𝟑𝒙 + ⋯ 𝒃𝒏 𝐬𝐢𝐧 𝒏𝒙
𝟐
or
∞ ∞
𝒂𝟎
𝒇(𝒙) = + ∑ 𝒂𝒏 𝐜𝐨𝐬 𝒏𝒙 + ∑ 𝒃𝒏 𝐬𝐢𝐧 𝒏𝒙
𝟐
𝒏=𝟏 𝒏=𝟏

Where,

1 2𝜋
𝑎0 = ∫ 𝑓(𝑥)𝑑𝑥
𝜋 0

1 2𝜋
𝑎𝑛 = ∫ 𝑓(𝑥) cos 𝑛𝑥 𝑑𝑥
𝜋 0

1 2𝜋
𝑏𝑛 = ∫ 𝑓(𝑥) sin 𝑛𝑥 𝑑𝑥
𝜋 0

The series of the function of 𝒇(𝒙) above consist of the following


a) A constant term 𝒂𝟎 (called the D.C components in electrical work).
b) A component at a fundamental frequency determined by the values 𝒂𝟏 , 𝒃𝟏 .
c) Component of harmonics determined by 𝒂𝟐 , 𝒂𝟑 , 𝒃𝟐 , 𝒃𝟑 , … ….
Therefore, the Fourier series expansion is useful in expanding periodic functions since outside the closed interval, there exists a
periodic extension of the function. Also, expansion of an oscillating function by Fourier series gives all modes of oscillation
which is extremely useful in physics.
Note: The following Integrals are useful in Fourier Series
2𝜋
a) ∫0 sin 𝑛𝑥 𝑑𝑥 = 0
2𝜋
b) ∫0 cos 𝑛𝑥 𝑑𝑥 = 0
2𝜋
c) ∫0 cos2 𝑛𝑥 𝑑𝑥 = 𝜋
2𝜋
d) ∫0 sin2 𝑛𝑥 𝑑𝑥 = 𝜋
2𝜋
e) ∫0 sin 𝑛𝑥 . sin 𝑚𝑥 𝑑𝑥 = 0
2𝜋
f) ∫0 cos 𝑛𝑥. cos 𝑚𝑥 𝑑𝑥 = 0
2𝜋
g) ∫0 sin 𝑛𝑥 . cos 𝑚𝑥 𝑑𝑥 = 0
2𝜋
h) ∫0 cos 𝑛𝑥 . sin 𝑚𝑥 𝑑𝑥 = 0

In addition to the above useful expression, we shall also use the expression below to evaluate the integrals of 𝑎𝑛 and 𝑏𝑛

∫ 𝑢𝑣 = 𝑢𝑣1 − 𝑢𝐼 𝑣2 + 𝑢𝐼𝐼 𝑣3 − 𝑢𝐼𝐼𝐼 𝑣4

Where,

𝑣1 = ∫ 𝑣𝑑𝑥, 𝑣2 = ∫ 𝑣1 𝑑𝑥, 𝑣3 = ∫ 𝑣2 𝑑𝑥, 𝑣4 = ∫ 𝑣3 𝑑𝑥

𝑑𝑢 𝑑2 𝑢 𝑑3 𝑢
𝑢𝐼 = , 𝑢𝐼𝐼 = 𝑢𝐼𝐼𝐼 =
𝑑𝑥 𝑑𝑥 2 𝑑𝑥 3
Example 1.
1. The Fourier Series expansion for a periodic function of period 2𝜋 is expressed as
𝒂𝟎
𝒇(𝒙) = + 𝒂𝟏 𝐜𝐨𝐬 𝒙 + 𝒂𝟐 𝐜𝐨𝐬 𝟐𝒙 + 𝒂𝟑 𝐜𝐨𝐬 𝟑𝒙 + ⋯ 𝒂𝒏 𝐜𝐨𝐬 𝒏𝒙 + 𝒃𝟏 𝐬𝐢𝐧 𝒙 + 𝒃𝟐 𝐬𝐢𝐧 𝟐𝒙 + +𝒃𝟑 𝐬𝐢𝐧 𝟑𝒙 + ⋯
𝟐
+ 𝒃𝒏 𝐬𝐢𝐧 𝒏𝒙
. obtain the expression of 𝒂𝟎 , 𝒂𝒏 and 𝒃𝒏 ?
Solution
Given,
𝒂𝟎
𝒇(𝒙) = 𝟐
+ 𝒂𝟏 𝐜𝐨𝐬 𝒙 + 𝒂𝟐 𝐜𝐨𝐬 𝟐𝒙 + 𝒂𝟑 𝐜𝐨𝐬 𝟑𝒙 + ⋯ 𝒂𝒏 𝐜𝐨𝐬 𝒏𝒙 + 𝒃𝟏 𝐬𝐢𝐧 𝒙 + 𝒃𝟐 𝐬𝐢𝐧 𝟐𝒙 + +𝒃𝟑 𝐬𝐢𝐧 𝟑𝒙 + ⋯ 𝒃𝒏 𝐬𝐢𝐧 𝒏𝒙 … [𝟏]

To find 𝒂𝟎 : Integrate both sides of equation [𝟏] and apply the limit of integration to be from 𝒐 to 𝟐𝝅,
𝟐𝝅 𝟐𝝅 𝒂
∫𝟎 𝒇(𝒙)𝒅𝒙 = ∫𝟎 [ 𝟐𝟎 + 𝒂𝟏 𝐜𝐨𝐬 𝒙 + 𝒂𝟐 𝐜𝐨𝐬 𝟐𝒙 + 𝒂𝟑 𝐜𝐨𝐬 𝟑𝒙 + ⋯ 𝒂𝒏 𝐜𝐨𝐬 𝒏𝒙 + 𝒃𝟏 𝐬𝐢𝐧 𝒙 + 𝒃𝟐 𝐬𝐢𝐧 𝟐𝒙 + +𝒃𝟑 𝐬𝐢𝐧 𝟑𝒙 + ⋯ 𝒃𝒏 𝐬𝐢𝐧 𝒏𝒙] 𝒅𝒙
𝟐𝝅 𝟐𝝅 𝒂 𝟐𝝅 𝟐𝝅 𝟐𝝅 𝟐𝝅 𝟐𝝅 𝟐𝝅 𝟐𝝅 𝟐𝝅
𝟎
∫ 𝒇(𝒙)𝒅𝒙 = ∫ 𝒅𝒙 + ∫ 𝒂𝟏 𝐜𝐨𝐬 𝒙 𝒅𝒙 + ∫ 𝒂𝟐 𝐜𝐨𝐬 𝟐𝒙 𝒅𝒙 + ∫ 𝒂𝟑 𝐜𝐨𝐬 𝟑𝒙 𝒅𝒙 + … ∫ 𝒂𝒏 𝐜𝐨𝐬 𝒏𝒙 + ∫ 𝒃𝟏 𝐬𝐢𝐧 𝒙 𝒅𝒙 + ∫ 𝒃𝟐 𝐬𝐢𝐧 𝟐𝒙 𝒅𝒙 + ∫ 𝒃𝟑 𝐬𝐢𝐧 𝟑𝒙 𝒅𝒙 + … . . ∫ 𝒃𝒏 𝐬𝐢𝐧 𝒏𝒙 𝒅𝒙
𝟎 𝟎 𝟐 𝟎 𝟎 𝟎 𝟎 𝟎 𝟎 𝟎 𝟎

𝟐𝝅 𝟐𝝅
But we know from the properties given that ∫𝟎 𝐬𝐢𝐧 𝒏𝒙 𝒅𝒙 = 𝟎 and ∫𝟎 𝐜𝐨𝐬 𝒏𝒙 𝒅𝒙 = 𝟎

Therefore,
2𝜋
𝑎0 𝑥 = 2𝜋
∫ 𝑓(𝑥)𝑑𝑥 = (𝑥) | +0
0 2 𝑥=0
2𝜋
𝑎0
∫ 𝑓(𝑥)𝑑𝑥 = (2𝜋 − 0)
0 2
2𝜋
∫ 𝑓(𝑥)𝑑𝑥 = 𝑎0 𝜋
0

𝟏 𝟐𝝅
∴ 𝒂𝟎 = ∫ 𝒇(𝒙)𝒅𝒙
𝝅 𝟎

Also finding 𝒂𝒏 : Multiply each side of equation [𝟏] by cos 𝑛𝑥 and then Integrate both sides and apply the limit of integration
to be from 𝒐 to 𝟐𝝅,
2𝜋 2𝜋 𝑎
∫0 𝑓(𝑥) cos 𝑛𝑥 𝑑𝑥 = ∫0 [ 20 + 𝑎1 cos 𝑥 + 𝑎2 cos 2𝑥 + 𝑎3 cos 3𝑥 + ⋯ 𝑎𝑛 cos 𝑛𝑥 + 𝑏1 sin 𝑥 + 𝑏2 sin 2𝑥 + +𝑏3 sin 3𝑥 + ⋯ 𝑏𝑛 sin 𝑛𝑥] cos 𝑛𝑥 𝑑𝑥

𝟐𝝅 𝟐𝝅 𝟐𝝅 𝟐𝝅 𝟐𝝅 𝟐𝝅
𝒂𝟎
∫ 𝒇(𝒙) cos 𝑛𝑥 𝒅𝒙 = ∫ ( ) cos 𝑛𝑥 𝒅𝒙 + ∫ 𝒂𝟏 𝐜𝐨𝐬 𝒙 . cos 𝑛𝑥 𝒅𝒙 + ∫ 𝒂𝟐 𝐜𝐨𝐬 𝟐𝒙 . cos 𝑛𝑥 𝒅𝒙 + ∫ 𝒂𝟑 𝐜𝐨𝐬 𝟑𝒙 . cos 𝑛𝑥 𝒅𝒙 + … ∫ 𝒂𝒏 𝐜𝐨𝐬 𝒏𝒙 . cos 𝑛𝑥 𝒅𝒙 +
𝟎 𝟎 𝟐 𝟎 𝟎 𝟎 𝟎

𝟐𝝅 𝟐𝝅 𝟐𝝅 𝟐𝝅
∫ 𝒃𝟏 𝐬𝐢𝐧 𝒙 . cos 𝑛𝑥 𝒅𝒙 + ∫ 𝒃𝟐 𝐬𝐢𝐧 𝟐𝒙. cos 𝑛𝑥 𝒅𝒙 + ∫ 𝒃𝟑 𝐬𝐢𝐧 𝟑𝒙 . cos 𝑛𝑥 𝒅𝒙 + … . . ∫ 𝒃𝒏 𝐬𝐢𝐧 𝒏𝒙 . cos 𝑛𝑥 𝒅𝒙
𝟎 𝟎 𝟎 𝟎

Simplifying the expression


𝟐𝝅
𝒂𝟎 𝟐𝝅 𝟐𝝅 𝟐𝝅 𝟐𝝅 𝟐𝝅
∫ 𝒇(𝒙) cos 𝑛𝑥 𝒅𝒙 = ∫ cos 𝑛𝑥 𝒅𝒙 + ∫ 𝒂𝟏 𝐜𝐨𝐬 𝒙 . cos 𝑛𝑥 𝒅𝒙 + ∫ 𝒂𝟐 𝐜𝐨𝐬 𝟐𝒙 . cos 𝑛𝑥 𝒅𝒙 + ∫ 𝒂𝟑 𝐜𝐨𝐬 𝟑𝒙 . cos 𝑛𝑥 𝒅𝒙 + … 𝒂𝒏 ∫ 𝐜𝐨𝐬 𝟐 𝒏𝒙 𝒅𝒙 +
𝟎 𝟐 𝟎 𝟎 𝟎 𝟎 𝟎

𝟐𝝅 𝟐𝝅 𝟐𝝅 𝟐𝝅
∫ 𝒃𝟏 𝐬𝐢𝐧 𝒙 . cos 𝑛𝑥 𝒅𝒙 + ∫ 𝒃𝟐 𝐬𝐢𝐧 𝟐𝒙. cos 𝑛𝑥 𝒅𝒙 + ∫ 𝒃𝟑 𝐬𝐢𝐧 𝟑𝒙 . cos 𝑛𝑥 𝒅𝒙 + … . . 𝒃𝒏 ∫ 𝐬𝐢𝐧 𝒏𝒙 . cos 𝑛𝑥 𝒅𝒙
𝟎 𝟎 𝟎 𝟎

2𝜋 2𝜋 2𝜋
But we know from the properties given that ∫0 sin 𝑛𝑥 . cos 𝑚𝑥 𝑑𝑥 = 0 , ∫0 cos 𝑛𝑥 𝑑𝑥 = 0, ∫0 cos 2 𝑛𝑥 𝑑𝑥 = 𝜋
2𝜋
and ∫0 cos 𝑛𝑥. cos 𝑚𝑥 𝑑𝑥 = 0

Thus, the above integral reduce to


𝟐𝝅
𝒂𝟎
∫ 𝒇(𝒙) cos 𝑛𝑥 𝒅𝒙 = [𝟎] + 𝟎 + 𝟎 + 𝟎 + ⋯ 𝒂𝒏 (𝝅) + 𝟎 + 𝟎 + ⋯ . . 𝒃𝒏 (𝟎)
𝟎 𝟐
𝟐𝝅
∫ 𝒇(𝒙) cos 𝑛𝑥 𝒅𝒙 = 𝒂𝒏 (𝝅)
𝟎

𝟏 𝟐𝝅
∴ 𝒂𝒏 = ∫ 𝒇(𝒙) 𝐜𝐨𝐬 𝒏𝒙 𝒅𝒙
𝝅 𝟎

Also finding 𝒃𝒏 : Multiply each side of equation [𝟏] by 𝐬𝐢𝐧 𝒏𝒙 and then Integrate both sides and apply the limit of integration to
be from 𝒐 to 𝟐𝝅,
2𝜋 2𝜋 𝑎
0
∫0 𝑓(𝑥) sin 𝑛𝑥 𝑑𝑥 = ∫0 [ 2 + 𝑎1 cos 𝑥 + 𝑎2 cos 2𝑥 + 𝑎3 cos 3𝑥 + ⋯ 𝑎𝑛 cos 𝑛𝑥 + 𝑏1 sin 𝑥 + 𝑏2 sin 2𝑥 + +𝑏3 sin 3𝑥 + ⋯ 𝑏𝑛 sin 𝑛𝑥] sin 𝑛𝑥 𝑑𝑥

2𝜋 2𝜋 2𝜋 2𝜋 2𝜋 2𝜋
𝑎0
∫ 𝑓(𝑥) sin 𝑛𝑥 𝑑𝑥 = ∫ ( ) sin 𝑛𝑥 𝑑𝑥 + ∫ 𝑎1 cos 𝑥 . sin 𝑛𝑥 𝑑𝑥 + ∫ 𝑎2 cos 2𝑥 . sin 𝑛𝑥 𝑑𝑥 + ∫ 𝑎3 cos 3𝑥 . sin 𝑛𝑥 𝑑𝑥 + … ∫ 𝑎𝑛 cos 𝑛𝑥 . sin 𝑛𝑥 𝑑𝑥 +
0 0 2 0 0 0 0

2𝜋 2𝜋 2𝜋 2𝜋
∫ 𝑏1 sin 𝑥 . sin 𝑛𝑥 𝑑𝑥 + ∫ 𝑏2 sin 2𝑥. sin 𝑛𝑥 𝑑𝑥 + ∫ 𝑏3 sin 3𝑥 . sin 𝑛𝑥 𝑑𝑥 + … . . ∫ 𝑏𝑛 sin 𝑛𝑥 . sin 𝑛𝑥 𝑑𝑥
0 0 0 0

Simplifying the expression


𝟐𝝅
𝒂𝟎 𝟐𝝅 𝟐𝝅 𝟐𝝅 𝟐𝝅 𝟐𝝅
∫ 𝒇(𝒙) sin 𝑛𝑥 𝒅𝒙 = ∫ sin 𝑛𝑥 𝒅𝒙 + ∫ 𝒂𝟏 𝐜𝐨𝐬 𝒙 . sin 𝑛𝑥 𝒅𝒙 + ∫ 𝒂𝟐 𝐜𝐨𝐬 𝟐𝒙 . sin 𝑛𝑥 𝒅𝒙 + ∫ 𝒂𝟑 𝐜𝐨𝐬 𝟑𝒙 . sin 𝑛𝑥 𝒅𝒙 + … 𝒂𝒏 ∫ 𝑎𝑛 cos 𝑛𝑥 . sin 𝑛𝑥 𝑑𝑥 +
𝟎 𝟐 𝟎 𝟎 𝟎 𝟎 𝟎

𝟐𝝅 𝟐𝝅 𝟐𝝅 𝟐𝝅
∫ 𝒃𝟏 𝐬𝐢𝐧 𝒙 . sin 𝑛𝑥 𝒅𝒙 + ∫ 𝒃𝟐 𝐬𝐢𝐧 𝟐𝒙. sin 𝑛𝑥 𝒅𝒙 + ∫ 𝒃𝟑 𝐬𝐢𝐧 𝟑𝒙 . sin 𝑛𝑥 𝒅𝒙 + … . . 𝒃𝒏 ∫ 𝐬𝐢𝐧𝟐 𝒏𝒙 𝒅𝒙
𝟎 𝟎 𝟎 𝟎

2𝜋 2𝜋 2𝜋
But we know from the properties given that ∫0 cos 𝑛𝑥 . sin 𝑚𝑥 𝑑𝑥 = 0 , ∫0 sin 𝑛𝑥 𝑑𝑥 = 0, ∫0 sin2 𝑛𝑥 𝑑𝑥 = 𝜋
2𝜋
and ∫0 sin 𝑛𝑥 . sin 𝑚𝑥 𝑑𝑥 = 0

Thus, the above integral reduce to


2𝜋
𝑎0
∫ 𝑓(𝑥) sin 𝑛𝑥 𝑑𝑥 = [0] + 0 + 0 + 0 + ⋯ 𝑎𝑛 (0) + 0 + 0 + ⋯ . . 𝑏𝑛 (𝜋)
0 2
2𝜋
∫ 𝑓(𝑥) sin 𝑛𝑥 𝑑𝑥 = 𝑏𝑛 (𝜋)
0

𝟏 𝟐𝝅
∴ 𝒃𝒏 = ∫ 𝒇(𝒙) 𝐬𝐢𝐧 𝒏𝒙 𝒅𝒙
𝝅 𝟎

Example 2.
1. Find the Fourier series representing 𝑓(𝑥) = 𝑥, 0 ≤ 𝑥 ≤ 2𝜋 and sketch its graph from 𝑥 = −4𝜋 𝑡𝑜 𝑥 = 4𝜋
Solution
The Fourier series expansion for a Periodic function 𝑓(𝑥) can be expressed as
𝒂𝟎
𝒇(𝒙) = 𝟐
+ 𝒂𝟏 𝐜𝐨𝐬 𝒙 + 𝒂𝟐 𝐜𝐨𝐬 𝟐𝒙 + 𝒂𝟑 𝐜𝐨𝐬 𝟑𝒙 + ⋯ 𝒂𝒏 𝐜𝐨𝐬 𝒏𝒙 + 𝒃𝟏 𝐬𝐢𝐧 𝒙 + 𝒃𝟐 𝐬𝐢𝐧 𝟐𝒙 + +𝒃𝟑 𝐬𝐢𝐧 𝟑𝒙 + ⋯ 𝒃𝒏 𝐬𝐢𝐧 𝒏𝒙...[𝟏]

Thus, finding the expression of 𝒂𝟎 , 𝒂𝒏 𝐚𝐧𝐝 𝒃𝒏

1 2𝜋
𝑎0 = ∫ 𝑓(𝑥)𝑑𝑥
𝜋 0

1 2𝜋
𝑎0 = ∫ 𝑥 𝑑𝑥
𝜋 0

1 𝑥 2 𝑥 = 2𝜋
𝑎0 = [ ]|
𝜋 2 𝑥=0

1 (2𝜋)2 (0)2
𝑎0 = [ − ]
𝜋 2 2
1 4𝜋 2
𝑎0 = [ − 0]
𝜋 2

1 4𝜋 2
𝑎0 = [ ]
𝜋 2

𝒂𝟎 = 𝟐𝝅
Also , 𝒂𝒏 can be obtained from the expression below
2𝜋
1
𝑎𝑛 = ∫ 𝑓(𝑥) 𝑐𝑜𝑠𝑛𝑥𝑑𝑥
𝜋
0
2𝜋
1
= ∫ 𝑥 𝑐𝑜𝑠𝑛𝑥𝑑𝑥 … … … … … … … … . [2]
𝜋
0
Using the expression below to evaluate the above integral
∫ 𝑈𝑉 = 𝑢𝑉1 − 𝑈 𝐼 𝑉2 + 𝑢𝐼𝐼 𝑉3 − 𝑈 𝐼𝐼𝐼 𝑉4
This implies, 𝑈 = 𝑥, 𝑉 = 𝑐𝑜𝑠𝑛𝑥𝑑𝑥
sin 𝑛𝑥 cos 𝑛𝑥 sin 𝑛𝑥
∫ 𝑥𝑐𝑜𝑠𝑛𝑥𝑑𝑥 = 𝑥 ( ) − 1 (− 2
) + 0 (− )
𝑛 𝑛 𝑛3
sin 𝑛𝑥 cos 𝑛𝑥
∫ 𝑥 2 𝑐𝑜𝑠𝑛𝑥𝑑𝑥 = 𝑥 ( ) − 1 (− )
𝑛 𝑛2
Substituting into equation [𝟐], we get
1 sin 𝑛𝑥 cos 𝑛𝑥 𝑥 = 2𝜋
𝑎𝑛 = [𝑥 ( ) + 1 ( 2 )] |
𝜋 𝑛 𝑛 𝑥=0
1 sin 𝑛(2𝜋) cos 𝑛(2𝜋) sin 𝑛(0) cos 𝑛(0)
𝑎𝑛 = [(2𝜋 ( )+( 2 )) − (2𝜋 ( )+( ))]
𝜋 𝑛 𝑛 𝑛 𝑛2
Taking only the even functions

cos 𝑛(2𝜋) cos 𝑛(0)


𝑎𝑛 = 2 [( 2 )−( )]
𝑛 𝑛2
1 1
𝑎𝑛 = 2 [( 2 ) − ( 2 )]
𝑛 𝑛

𝑎𝑛 = 0

This implies that,

At 𝑛 = 1,
𝑎1 = 0

At 𝑛 = 2,
𝑎2 = 0

At 𝑛 = 3,
𝑎3 = 0

Also 𝒃𝒏 can be obtained from the expression below


2𝜋
1
𝑏𝑛 = ∫ 𝑓(𝑥) 𝑠𝑖𝑛 𝑛𝑥𝑑𝑥
𝜋
0
2𝜋
1
= ∫ 𝑥 𝑠𝑖𝑛𝑛𝑥𝑑𝑥 … … … … … … … … . [2]
𝜋
0
Using the expression below to evaluate the above integral
∫ 𝑈𝑉 = 𝑢𝑉1 − 𝑈 𝐼 𝑉2 + 𝑢𝐼𝐼 𝑉3 − 𝑈 𝐼𝐼𝐼 𝑉4
This implies, 𝑈 = 𝑥, 𝑉 = 𝑠𝑖𝑛𝑛𝑥𝑑𝑥
cos 𝑛𝑥 sin 𝑛𝑥 cos 𝑛𝑥
∫ 𝑥𝑠𝑖𝑛𝑛𝑥𝑑𝑥 = 𝑥 (− ) − 1 (− ) + 0 ( )
𝑛 𝑛2 𝑛3
cos 𝑛𝑥 sin 𝑛𝑥
∫ 𝑥𝑠𝑖𝑛𝑛𝑥𝑑𝑥 = 𝑥 (− ) − 1 (− )
𝑛 𝑛2
Substituting into equation [𝟐], we get
1 cos 𝑛𝑥 sin 𝑛𝑥 𝑥 = 2𝜋
𝑏𝑛 = [𝑥 (− ) − 1 (− )] |
𝜋 𝑛 𝑛2 𝑥=0

1 cos 𝑛(2𝜋) sin 𝑛(2𝜋)


𝑏𝑛 = [(2𝜋) (− ) − 1 (− ) − 0]
𝜋 𝑛 𝑛2
1 cos 𝑛(2𝜋) sin 𝑛(2𝜋)
𝑏𝑛 = [(2𝜋) (− ) − 1 (− )]
𝜋 𝑛 𝑛2

Taking only the even functions

1 cos 𝑛(2𝜋)
𝑏𝑛 = [(2𝜋) (− )]
𝜋 𝑛
cos 𝑛(2𝜋)
𝑏𝑛 = −2 ( )
𝑛
At 𝑛 = 1,
cos(2𝜋)
𝑏1 = −2 ( )
1
𝑏1 = −2(1) = −𝟐

At 𝒏 = 𝟐,

cos 2(𝜋)
𝑏2 = −2 ( 2
)
1
𝑏2 = −2 ( ) = −𝟏
2
At 𝒏 = 𝟑,
cos 3(𝜋)
𝑏3 = −2 ( )
3
1 𝟐
𝑏3 = −2 ( ) = −
3 𝟑

Putting the values of 𝑎0 , 𝑎1, 𝑎2, 𝑎3 𝑎𝑛 , and 𝑏1, 𝑏2, 𝑏3 into equation [1], we get
1
𝑓(𝑥) = [2𝜋] + 0 cos 𝑥 + 0 cos 2𝑥 + 0 cos 3𝑥 + ⋯ 0 cos 𝑛𝑥 + −2 sin 𝑥 + 𝑏2 sin 2𝑥 + +𝑏3 sin 3𝑥 + ⋯ 𝑏𝑛 sin 𝑛𝑥
2
2 cos 𝑛(2𝜋)
𝑓(𝑥) = 𝑥 = 𝜋 + (−2 ) sin 𝑥 + (−1) sin 2𝑥 + (− ) sin 3𝑥 + ⋯ [−2 ( )] sin 𝑛𝑥
3 𝑛
𝟐 𝐜𝐨𝐬 𝒏(𝟐𝝅)
𝒇(𝒙) = 𝒙 = 𝝅 − 𝟐 𝐬𝐢𝐧 𝒙 + −𝟏 𝐬𝐢𝐧 𝟐𝒙 − 𝐬𝐢𝐧 𝟑𝒙 + ⋯ [−𝟐 ( )] 𝐬𝐢𝐧 𝒏𝒙
𝟑 𝒏
Or.
𝟏 𝟏 𝐜𝐨𝐬 𝒏(𝟐𝝅)
𝒇(𝒙) = 𝒙 = 𝝅 − 𝟐 (𝐬𝐢𝐧 𝒙 + 𝐬𝐢𝐧 𝟐𝒙 − 𝐬𝐢𝐧 𝟑𝒙) + ⋯ [−𝟐 ( )] 𝐬𝐢𝐧 𝒏𝒙
𝟐 𝟑 𝒏

Sketching its graph from 𝒙 = −𝟒𝝅 𝒕𝒐 𝒙 = 𝟒𝝅

Example 2.
1. Find the Fourier series expansion representing the periodic function 𝑓(𝑥) = 𝑥 2 , for 0 ≤ 𝑥 ≤ 𝜋 ?
Solution
The Fourier series expansion for a Periodic function 𝒇(𝒙) can be expressed as
𝒂𝟎
𝒇(𝒙) = 𝟐
+ 𝒂𝟏 𝐜𝐨𝐬 𝒙 + 𝒂𝟐 𝐜𝐨𝐬 𝟐𝒙 + 𝒂𝟑 𝐜𝐨𝐬 𝟑𝒙 + ⋯ 𝒂𝒏 𝐜𝐨𝐬 𝒏𝒙 + 𝒃𝟏 𝐬𝐢𝐧 𝒙 + 𝒃𝟐 𝐬𝐢𝐧 𝟐𝒙 + +𝒃𝟑 𝐬𝐢𝐧 𝟑𝒙 + ⋯ 𝒃𝒏 𝐬𝐢𝐧 𝒏𝒙...[𝟏]

But 𝒂𝟎 , can be obtained from the expression below


𝜋
1
𝒂𝟎 = ∫ 𝑓(𝑥)𝑑𝑥
𝜋
−𝜋
𝜋
1
= ∫ 𝑥 2 𝑑𝑥
𝜋
0
1 𝑥3 𝑥 = 𝜋
= [ ]|
𝜋 3 𝑥=0
1 (𝜋)3
= [ − 0]
𝜋 3
1 (𝜋)3
= [ ]
𝜋 3
𝝅𝟐
=
𝟑
Also 𝒂𝒏 can be obtained from the expression below

𝜋
1
𝑎𝑛 = ∫ 𝑓(𝑥) 𝑐𝑜𝑠𝑛𝑥𝑑𝑥
𝜋
0

𝜋
1
= ∫ 𝑥 2 𝑐𝑜𝑠𝑛𝑥𝑑𝑥 … … … … … … … … . [2]
𝜋
0
Using the expression below to evaluate the above integral
∫ 𝑈𝑉 = 𝑢𝑉1 − 𝑈 𝐼 𝑉2 + 𝑢𝐼𝐼 𝑉3 − 𝑈 𝐼𝐼𝐼 𝑉4
This implies, 𝑈 = 𝑥 2 , 𝑉 = 𝑐𝑜𝑠𝑛𝑥𝑑𝑥
sin 𝑛𝑥 cos 𝑛𝑥 sin 𝑛𝑥 cos 𝑛𝑥
∫ 𝑥 2 𝑐𝑜𝑠𝑛𝑥𝑑𝑥 = 𝑥 2 ( ) − 2𝑥 (− 2
) + 2 (− 3
)−0 ( 4 )
𝑛 𝑛 𝑛 𝑛
sin 𝑛𝑥 cos 𝑛𝑥 sin 𝑛𝑥
∫ 𝑥 2 𝑐𝑜𝑠𝑛𝑥𝑑𝑥 = 𝑥 2 ( ) − 2𝑥 (− ) + 2 (− )
𝑛 𝑛2 𝑛3
Substituting into equation [𝟐], we get
1 sin 𝑛𝑥 cos 𝑛𝑥 sin 𝑛𝑥 𝑥 = 𝜋
𝑎𝑛 = [𝑥 2 ( ) − 2𝑥 (− 2
) + 2 (− )] |
𝜋 𝑛 𝑛 𝑛3 𝑥=0

1 sin 𝑛(𝜋) cos 𝑛(𝜋) sin 𝑛(𝜋)


𝑎𝑛 = [(𝜋)2 ( ) − 2(𝜋) (− ) + 2 (− )]
𝜋 𝑛 𝑛2 𝑛3

Taking only the even functions

1 cos 𝑛(𝜋)
𝑎𝑛 = [−2(𝜋) (− )]
𝜋 𝑛2

2 cos 𝑛(𝜋)
𝑎𝑛 =
𝑛2
At 𝑛 = 1,
2 cos 𝑛(𝜋)
𝑎1 =
12

2 cos(𝜋) 2
𝑎1 = =
12 12
At 𝑛 = 2,

2 cos(𝜋) 2
𝑎2 = 2
= 2
2 2
At 𝑛 = 3,
2 cos(𝜋) 2
𝑎3 = 2
= 2
3 3

Also 𝒃𝒏 can be obtained from the expression below


𝜋
1
𝑏𝑛 = ∫ 𝑓(𝑥) 𝑠𝑖𝑛 𝑛𝑥𝑑𝑥
𝜋
0
2𝜋
1
= ∫ 𝑥 2 𝑠𝑖𝑛𝑛𝑥𝑑𝑥 … … … … … … … … . [2]
𝜋
0

Using the expression below to evaluate the above integral


∫ 𝑈𝑉 = 𝑢𝑉1 − 𝑈 𝐼 𝑉2 + 𝑢𝐼𝐼 𝑉3 − 𝑈 𝐼𝐼𝐼 𝑉4
This implies, 𝑈 = 𝑥 2 , 𝑉 = 𝑠𝑖𝑛𝑛𝑥𝑑𝑥
cos 𝑛𝑥 sin 𝑛𝑥 cos 𝑛𝑥 sin 𝑛𝑥
∫ 𝑥 2 𝑠𝑖𝑛𝑛𝑥𝑑𝑥 = 𝑥 2 (− ) − 2𝑥 (− 2
) + 2 ( 3 ) + 0 (− )
𝑛 𝑛 𝑛 𝑛2
cos 𝑛𝑥 sin 𝑛𝑥 cos 𝑛𝑥
∫ 𝑥 2 𝑠𝑖𝑛𝑛𝑥𝑑𝑥 = 𝑥 2 (− ) − 2𝑥 (− 2
) + 2( 3 )
𝑛 𝑛 𝑛
Substituting into equation [𝟐], we get

1 2 cos 𝑛𝑥 sin 𝑛𝑥 cos 𝑛𝑥 𝑥 = 𝜋


𝑏𝑛 = [𝑥 (− ) − 2𝑥 (− 2
) + 2 ( 3 )] |
𝜋 𝑛 𝑛 𝑛 𝑥=0

1 cos 𝑛𝜋 sin 𝑛𝜋 cos 𝑛𝜋 cos 𝑛(0) sin 𝑛(0) cos 𝑛(0)


𝑏𝑛 = [(𝜋 2 (− ) − 2𝜋 (− ) + 2 ( )) − (0 2
(− ) − 2(0) (− ) + 2 ( ))]
𝜋 𝑛 𝑛2 𝑛3 𝑛 𝑛2 𝑛3
1 2 cos 𝑛𝜋 sin 𝑛𝜋 cos 𝑛𝜋 cos 𝑛(0)
𝑏𝑛 = [𝜋 (− ) − 2𝜋 (− 2
)+ 2( 3 )− 2( )]
𝜋 𝑛 𝑛 𝑛 𝑛3

Taking only the even functions

1 2 cos 𝑛𝜋 cos 𝑛𝜋 cos 𝑛(0)


𝑏𝑛 = [𝜋 (− )+ 2( 3 )− 2( )]
𝜋 𝑛 𝑛 𝑛3
1 1 1 1
𝑏𝑛 = [𝜋 2 (− ) + 2 ( 3 ) − 2 ( 3 )]
𝜋 𝑛 𝑛 𝑛

1 𝜋2
𝑏𝑛 = − (− )
𝜋 𝑛
𝝅
𝒃𝒏 = −
𝒏

At 𝒏 = 𝟏,
𝝅
𝑏1 = −
𝟏

𝑏1 = −𝜋

At 𝒏 = 𝟐,

𝝅
𝑏2 = −
𝟐
At 𝒏 = 𝟑,
𝝅
𝑏3 = −
𝟑

Putting the values of 𝑎0 , 𝑎1, 𝑎2, 𝑎3 𝑎𝑛 , and 𝑏1, 𝑏2, 𝑏3 into equation [1], we get

1 𝝅𝟐 2 2 2 2 cos 𝑛(𝜋) 𝝅 𝝅 𝝅
𝑓(𝑥) = [ ] + 2 cos 𝑥 + 2 cos 2𝑥 + 2 cos 3𝑥 + ⋯ ( ) cos 𝑛𝑥 + (−𝜋) sin 𝑥 + (− ) sin 2𝑥 + + (− ) sin 3𝑥 + ⋯ (− ) sin 𝑛𝑥
2 𝟑 1 2 3 𝑛2 𝟐 𝟑 𝒏

𝝅𝟐 𝟐 𝟐 𝟐 𝟐 𝐜𝐨𝐬 𝒏(𝝅) 𝝅 𝝅 𝝅
𝒇(𝒙) = + 𝐜𝐨𝐬 𝒙 + 𝟐 𝐜𝐨𝐬 𝟐𝒙 + 𝟐 𝐜𝐨𝐬 𝟑𝒙 + ⋯ ( ) 𝐜𝐨𝐬 𝒏𝒙 + (−𝝅) 𝐬𝐢𝐧 𝒙 + (− ) 𝐬𝐢𝐧 𝟐𝒙 + + (− ) 𝐬𝐢𝐧 𝟑𝒙 + ⋯ (− ) 𝐬𝐢𝐧 𝒏𝒙
𝟔 𝟏𝟐 𝟐 𝟑 𝒏𝟐 𝟐 𝟑 𝒏

Practice
1. Find the Fourier series expansion representing the periodic function 𝑓(𝑥) = 𝑥 3 , for 0 ≤ 𝑥 ≤ 𝜋 ?
2. Given that 𝑓(𝑥) = 𝑥 + 𝑥 2 , for − 𝜋 ≤ 𝑥 ≤ 𝜋, Find the Fourier expression of 𝑓(𝑥)?
𝝅𝟐 𝟏 𝟏 𝟏 𝟏
Ans: 𝒇(𝒙) = + 𝟒 [− 𝐜𝐨𝐬 𝒙 + 𝐜𝐨𝐬 𝟐𝒙 − 𝟐 𝐜𝐨𝐬 𝟑𝒙 + ⋯ ] − 𝟐 [− 𝐬𝐢𝐧 𝒙 + 𝐬𝐢𝐧 𝟐𝒙 − 𝐬𝐢𝐧 𝟑𝒙 + ⋯ ]
𝟑 𝟐𝟐 𝟑 𝟐 𝟑
Practical Harmonic Analysis in Fourier Series
The term 𝒂𝟏 𝐜𝐨𝐬 𝒙 + 𝒃𝟏 𝐬𝐢𝐧 𝒙 in Fourier Series is called the fundamental or first harmonic. The term 𝒂𝟐 𝐜𝐨𝐬 𝟐𝒙 + 𝒃𝟐 𝐬𝐢𝐧 𝟐𝒙
in Fourier Series is called the Second harmonic.
Example 1.
1. Find the Fourier Series as far as the second Harmonics to represent the function given by table below?
𝑥 0° 30° 60° 90° 120° 150° 180° 210° 240° 270° 300° 330°
𝑓(𝑥) 2.34 3.01 3.69 4.15 3.69 2.20 0.83 0.51 0.88 1.09 1.19 1.64

Solution
𝒙 𝐬𝐢𝐧 𝒙 𝐬𝐢𝐧 𝟐𝒙 𝐜𝐨𝐬 𝒙 𝐜𝐨𝐬 𝟐𝒙 𝒇(𝒙) 𝒇(𝒙). 𝐬𝐢𝐧 𝒙 𝒇(𝒙). 𝐬𝐢𝐧 𝟐𝒙 𝒇(𝒙). 𝐜𝐨𝐬 𝒙 𝒇(𝒙). 𝐜𝐨𝐬 𝟐𝒙

0° 0 0 1 1 2.34 0 0 2.340 2.340


30° 0.50 0.87 0.87 0.50 3.01 1.505 2.619 2.619 1.505
60° 0.87 0.87 0.50 −0.50 3.69 3.210 3.210 1.845 −1.845
90° 1.00 0 0 −1.00 4.15 4.150 0 0 −4.150
120° 0.87 −0.87 −0.50 −0.50 3.69 3.210 −3.210 −1.845 −1.845
150° 0.50 −0.87 −0.87 0.50 2.20 1.100 −1.914 −1.914 1.100
180° 0 0 −1 1.00 0.83 0 0 −0.830 0.830
210° −0.50 0.87 −0.87 0.50 0.51 −0.255 0.444 −0.444 0.255
240° −0.87 0.87 −0.50 −0.50 0.88 −0.766 0.766 −0.440 −0.440
270° −1.00 0 0 −1.00 1.09 −1.090 0 0 −1.090
300° −0.87 −0.87 0.50 −0.50 1.19 −1.035 −1.035 0.595 −0.595
330° −0.50 −0.87 0.87 0.50 1.64 −0.820 −1.427 1.427 0.820
Total: 25.22 9.209 −𝟎. 𝟓𝟒𝟕 𝟑. 𝟑𝟓𝟑 −𝟑. 𝟏𝟏𝟓

But we know,
25.22
𝒂𝟎 = 2 × 𝑀𝑒𝑎𝑛 𝑜𝑓 𝑓(𝑥) = 2 × = 𝟒. 𝟐𝟎𝟑
12
3.353
𝒂𝟏 = 2 × 𝑀𝑒𝑎𝑛 𝑜𝑓 𝑓(𝑥). cos 𝑥 = 2 × = 𝟎. 𝟓𝟓𝟗
12
−𝟑. 𝟏𝟏𝟓
𝒂𝟐 = 2 × 𝑀𝑒𝑎𝑛 𝑜𝑓 𝑓(𝑥). cos 2𝑥 = 2 × = −𝟎. 𝟓𝟏𝟗
12
9.209
𝒃𝟏 = 2 × 𝑀𝑒𝑎𝑛 𝑜𝑓 𝑓(𝑥). sin 𝑥 = 2 × = 𝟏. 𝟓𝟑𝟓
12
−𝟎. 𝟓𝟒𝟕
𝒃𝟐 = 2 × 𝑀𝑒𝑎𝑛 𝑜𝑓 𝑓(𝑥). sin 2𝑥 = 2 × = −𝟎. 𝟎𝟗𝟏
12
The Fourier series expansion for a Periodic function 𝒇(𝒙) can be expressed as
𝑎0
𝑓(𝑥) = + 𝑎1 cos 𝑥 + 𝑎2 cos 2𝑥 + ⋯ + 𝑏1 sin 𝑥 + 𝑏2 sin 2𝑥 + ⋯
2
𝟒. 𝟐𝟎𝟑
𝑓(𝑥) = + 𝟎. 𝟓𝟓𝟗 cos 𝑥 + (−𝟎. 𝟓𝟏𝟗) cos 2𝑥 + ⋯ + (𝟏. 𝟓𝟑𝟓) sin 𝑥 + (−𝟎. 𝟎𝟗𝟏) sin 2𝑥 + ⋯
2
𝒇(𝒙) = 𝟐. 𝟏𝟎𝟏𝟓 + 𝟎. 𝟓𝟓𝟗 𝐜𝐨𝐬 𝒙 − 𝟎. 𝟓𝟏𝟗 𝐜𝐨𝐬 𝟐𝒙 + ⋯ + 𝟏. 𝟓𝟑𝟓 𝐬𝐢𝐧 𝒙 − 𝟎. 𝟎𝟗𝟏 𝐬𝐢𝐧 𝟐𝒙 + ⋯
Practice:
1. A machine completes its cycle of operations every time as certain pulley completes a revolution. The displacement of
𝑓(𝑥) of a point on certain portion of the machine is given in the table given below for twelve positions of the pulley, 𝑥
being the angle in degree turned through the pulley. Find a Fourier series to represent 𝑓(𝑥) for all values of 𝑥?
𝑥 30° 60° 90° 120° 150° 180° 210° 240° 270° 300° 330° 360°
𝑓(𝑥) 7.976 8.026 7.204 5.676 3.674 1.764 0.552 0.262 0.904 2.492 4.736 6.824

Gamma and Beta Functions:

The Gamma Function:



The gamma function 𝚪(𝒏) is defined by the integral 𝚪(𝒏) = ∫𝟎 𝒆−𝒙 𝒙𝒏−𝟏 𝒅𝒙 . Therefore, if the gamma function is convergent
for 𝑛 > 0. Then,

Γ(𝑛 + 1) = ∫ 𝑒 −𝑥 𝑥 𝑛+1−1 𝑑𝑥
0

Γ(𝑛 + 1) = ∫ 𝑒 −𝑥 𝑥 𝑛 𝑑𝑥
0

𝚪(𝒏 + 𝟏) = ∫𝟎 𝒙𝒏 𝒆−𝒙 𝒅𝒙...........[𝟏]

using the method of integration by parts


let 𝑢 = 𝒙𝒏 𝑑𝑣 = 𝑒 −𝑥 𝑑𝑥
𝑑𝑢
𝑑𝑥
= 𝑛𝑥 𝑛−1 ∫ 𝑑𝑣 = ∫ 𝑒 −𝑥 𝑑𝑥

𝑑𝑢 = 𝑛𝑥 𝑛−1 𝑑𝑥 𝑣 = −𝑒 −𝑥
Therefore,

∫ 𝒖𝒅𝒗 = 𝑢𝑣 − ∫ 𝑣𝑑𝑢

∫ 𝑥 𝑛 𝑒 −𝑥 𝑑𝑥 = 𝑥 𝑛 (−𝑒 −𝑥 ) − ∫(−𝑒 −𝑥 )𝑛𝑥 𝑛−1 𝑑𝑥

= −𝑥 𝑛 𝑒 −𝑥 + ∫ 𝑛𝑥 𝑛−1 𝑒 −𝑥 𝑑𝑥

= −𝑥 𝑛 𝑒 −𝑥 + 𝑛 ∫ 𝑥 𝑛−1 𝑒 −𝑥 𝑑𝑥

But we know, ∫ 𝑥 𝑛−1 𝑒 −𝑥 𝑑𝑥 = 𝚪(𝒏), Thus

∫ 𝑥 𝑛 𝑒 −𝑥 𝑑𝑥 = −𝑥 𝑛 𝑒 −𝑥 + 𝑛𝚪(𝒏)

Substituting into equation [𝟏], we get

Γ(𝑛 + 1) = −𝑥 𝑛 𝑒 −𝑥 |𝑥=∞
𝑥=0
+ 𝑛Γ(𝑛)

1 𝑥=∞
Γ(𝑛 + 1) = −𝑥 𝑛 ( 𝑥 ) | + 𝑛Γ(𝑛)
𝑒 𝑥=0
1 1
Γ(𝑛 + 1) = −(∞)𝑛 ( ∞
) + (0)𝑛 ( 0 ) + 𝑛Γ(𝑛)
𝑒 𝑒
1 1
Γ(𝑛 + 1) = −∞ ( ) + 0 ( ) + 𝑛Γ(𝑛)
∞ 1
Γ(𝑛 + 1) = −∞(0) + 0(1) + 𝑛Γ(𝑛)
Γ(𝑛 + 1) = 0 + 0 + 𝑛Γ(𝑛)
𝚪(𝒏 + 𝟏) = 𝒏𝚪(𝒏)

Thus, the above equation is the fundamental recurrence relation for gamma function. it can also be written as

𝚪(𝒏) = (𝒏 − 𝟏)𝚪(𝒏 − 𝟏)

Example 1.

1. Show that 𝚪(𝟏) = 𝟏 ?

Solution
From the definition of gamma functions

Γ(𝑛) = ∫ 𝑒 −𝑥 𝑥 𝑛−1 𝑑𝑥
0
At 𝒏 = 𝟏, we get

Γ(1) = ∫ 𝑒 −𝑥 𝑥1−1 𝑑𝑥
0


Γ(1) = ∫ 1𝑒 −𝑥 𝑑𝑥
0


Γ(1) = ∫ 𝑒 −𝑥 𝑑𝑥
0

𝑥=∞
Γ(1) = −𝑒 −𝑥 |
𝑥=0

1 𝑥=∞
Γ(1) = − |
𝑒 −𝑥 𝑥 =0

1 1
Γ(1) = [− ( ∞ ) − − ( 0 )]
𝑒 𝑒

1 1
Γ(1) = [− ( ) + ( )]
∞ 1

Γ(1) = [−(0) + (1)]

𝚪(𝟏) = 𝟏

Example 2

2. From the definition of gamma functions, 𝚪(𝒏) = ∫𝟎 𝒆−𝒙 𝒙𝒏−𝟏 𝒅𝒙, prove that 𝚪(𝟐) = 𝟏 ?

Solution

From the definition of gamma functions



Γ(𝑛) = ∫ 𝑒 −𝑥 𝑥 𝑛−1 𝑑𝑥
0
At 𝑛 = 2, we get

Γ(2) = ∫ 𝑒 −𝑥 𝑥 2−1 𝑑𝑥
0

Let 𝑢 = 𝑥, 𝑑𝑣 = 𝑒 −𝑥 𝑑𝑥

Γ(2) = ∫ 𝑥𝑒 −𝑥 𝑑𝑥 … … … … … … … [1]
0
Using method of integration by parts.
Let 𝑢 = 𝑥, 𝑑𝑣 = 𝑒 −𝑥 𝑑𝑥
𝑑𝑢
= 1, ↔ 𝑑𝑢 = 𝑑𝑥 𝑣 = ∫ 𝑒 −𝑥 𝑑𝑥 = −𝒆−𝒙
𝑑𝑥
Using the expression below to evaluate the above integral
∫ 𝑥𝑒 −𝑥 𝑑𝑥 = 𝑥(−𝑒 −𝑥 ) − ∫(−𝑒 −𝑥 )𝑑𝑥

∫ 𝑥𝑒 −𝑥 𝑑𝑥 = 𝑥(−𝑒 −𝑥 ) + ∫ 𝑒 −𝑥 𝑑𝑥

∫ 𝑥𝑒 −𝑥 𝑑𝑥 = −𝒙𝒆−𝒙 − 𝒆−𝒙

Substituting into equation [1], we get


𝑥=∞
Γ(2) = [−𝑥𝑒 −𝑥 − 𝑒 −𝑥 ] |
𝑥=0
1 1 𝑥=∞
Γ(2) = [−𝑥 ( 𝑥 ) − 𝑥 ] |
𝑒 𝑒 𝑥=0
1 1 1 1
Γ(2) = [−∞ ( ∞
) − ∞ ] − [−0 ( 0 ) − 0 ]
𝑒 𝑒 𝑒 𝑒
1 1 1 1
Γ(2) = [−∞ ( ) − ] − [−0 ( 0 ) − 0 ]
∞ ∞ 𝑒 𝑒
1
Γ(2) = [−∞(0) − 0] − [−0 − ]
1
1
Γ(2) = [0 − 0] − [−0 − 1]

𝚪(𝟐) = 𝟏
𝐍𝐨𝐭𝐞: we can also use the fundamental recurrence relations for gamma function expression below to solve problems of
involving gamma functions.

𝚪(𝒏 + 𝟏) = 𝒏𝚪(𝒏)

𝚪(𝒏) = (𝒏 − 𝟏)𝚪(𝒏 − 𝟏)
Example 1.
a) Given that 𝚪(𝟏. 𝟐𝟏) = 𝟎. 𝟗𝟏𝟓𝟔. Use the expression for gamma function 𝚪(𝒏) = (𝒏 − 𝟏)𝚪(𝒏 − 𝟏), or 𝚪(𝒏 + 𝟏) =
𝒏𝚪(𝒏) to find,
i). 𝚪(𝟎. 𝟐𝟏)
Solution
From the expression for gamma function

Γ(𝑛 + 1) = 𝑛Γ(𝑛)

At 𝑛 = 0.21
Γ(0.21 + 1) = 0.21Γ(0.21)
Γ(1.21) = 0.21 Γ(0.21)
This implies,
Γ(1.21)
Γ(0.21) =
0.21
But we know Γ(1.21) = 0.9156.
0.9156
Thus, Γ(0.21) = 0.21

∴ 𝚪(𝟎. 𝟐𝟏) =4.36

i). 𝚪(𝟏. 𝟐𝟏)


Solution
From the expression for gamma function

Γ(𝑛) = (𝑛 − 1)Γ(𝑛 − 1)

At 𝑛 = 1.21

Γ(1.21) = (1.21 − 1)Γ(1.21 − 1)

Γ(1.21) = (0.21)Γ(0.21) … … … … … … . . [1]

But we know, Γ(0.21) =4.36, Hence substituting into equation [1], we get

Γ(1.21) = (0.21)(4.36)

∴ 𝚪(𝟏. 𝟐𝟏) = 𝟎. 𝟗𝟏𝟓𝟔

ii). 𝚪(𝟑. 𝟐𝟏)


Solution
From the expression for gamma function

Γ(𝑛) = (𝑛 − 1)Γ(𝑛 − 1)

At 𝑛 = 3.21

Γ(3.21) = (3.21 − 1)Γ(3.21 − 1)

Γ(3.21) = (2.21)Γ(2.21) … … … … … … . . [1]

Also finding Γ(2.21), using the expression below

Γ(𝑛) = (𝑛 − 1)Γ(𝑛 − 1)

At 𝑛 = 2.21

Γ(2.21) = (2.21 − 1)Γ(2.21 − 1)

Γ(2.21) = (1.21)Γ(1.21) … … … … … … … . . [2]

But we know, Γ(1.21) = 0.9156, Hence substituting into equation [2], we get

Γ(2.21) = (1.21)(0.9156)

∴ Γ(2.21) = 1.107876

Thus, substituting into equation [1], we get

Γ(3.21) = (2.21)(1.107876 )
∴ 𝚪(𝟑. 𝟐𝟏) = 𝟐. 𝟒𝟒𝟖𝟒𝟎𝟓𝟗𝟔
Practice:
1. Given that 𝚪(𝟑. 𝟐𝟏) = 𝟐. 𝟒𝟒𝟖𝟒𝟎𝟓𝟗𝟔 . Use the expression for gamma function 𝚪(𝒏) = (𝒏 − 𝟏)𝚪(𝒏 − 𝟏), or 𝚪(𝒏 + 𝟏) =
𝒏𝚪(𝒏) to find,
a) Γ(0.21) b) Γ(1.21) c) Γ(2.21) d) Γ(4.21) e) Γ(5.21) f) Γ(6.21)
Answers: a) 𝟒. 𝟑𝟔 b) 𝟎. 𝟗𝟐 c) 𝟏. 𝟏𝟎𝟖 d) 𝟕. 𝟖𝟔 e) 𝟑𝟑. 𝟎𝟗 f) 𝟏𝟕𝟐. 𝟑𝟗

Beta Functions
The use of gamma and Beta functions in the evaluation of definite integrals depends largely on the ability to change the
variables to express the integral in the basic form of the beta function
𝟏

∫ 𝒙𝒍−𝟏 (𝟏 − 𝒙)𝒎−𝟏 𝒅𝒙.


𝟎
𝟏
Thus, the integral ∫𝟎 𝒙𝒍−𝟏 (𝟏 − 𝒙)𝒎−𝟏 𝒅𝒙 is called the Beta function of 𝒍, 𝒎. It is also written as

Γ(𝐿)Γ(𝑚)
𝛽(𝐿, 𝑚) =
Γ(𝐿 + 𝑚)
Example 1.
𝟏
𝟏
1. Evaluate the beta function ∫𝟎 𝒙𝟐 (𝟏 − 𝟑𝒙)−𝟐 𝒅𝒙 ?

Solution

𝟏 𝒅𝒙 𝟏 𝟏
Let 𝟑𝒙 = 𝒚 𝐨𝐫 𝒙 = 𝟑 𝒚, 𝒅𝒚
=𝟑 ↔ 𝒅𝒙 = 𝟑 𝒅𝒚

Therefore,
𝟏 𝟏
𝟏 𝟏 𝟐 𝟏
𝟏
− −
∫𝟎 𝒙𝟐 (𝟏 − 𝟑𝒙) 𝟐 𝒅𝒙 = ∫𝟎 (𝟑 𝒚) (𝟏 − 𝒚) 𝟐 𝟑 𝒅𝒚

𝟏 𝟏 𝟐 𝟏
𝟏
= ∫𝟎 ( 𝒚) (𝟏 − 𝒚)−𝟐 𝒅𝒚
𝟑 𝟑

𝟏
𝟏𝟏 𝟏
= ∫𝟎 𝒚𝟐 (𝟏 − 𝒚)−𝟐 𝒅𝒚
𝟗 𝟑

𝟏 𝟏 𝟐 𝟏
= ∫ 𝒚 (𝟏 − 𝒚)−𝟐 𝒅𝒚
𝟐𝟕 𝟎
Comparing the above equation with the definition of beta function
𝟏
𝟏 𝟏 𝟐 𝟏
∫ 𝒚 (𝟏 − 𝒚)−𝟐 𝒅𝒚 ≈ ∫ 𝒙𝒍−𝟏 (𝟏 − 𝒙)𝒎−𝟏 𝒅𝒙
𝟐𝟕 𝟎
𝟎
This implies,

𝟏
𝑳−𝟏 =𝟐 𝒎−𝟏=−
𝟐
𝟏
𝑳= 𝟐+𝟏 𝒎=− +𝟏
𝟐
𝟏
∴ 𝑳=𝟑 ∴ 𝒎=
𝟐
Using the expression of beta function given by

Γ(𝐿)Γ(𝑚)
𝛽(𝐿, 𝑚) =
Γ(𝐿 + 𝑚)
This implies,
1
1 1 1 Γ(3)Γ (2)
𝛽 (3, ) = [ ]
27 2 27 Γ (3 + 1)
2
𝟏
𝟏 𝟏 𝟏 𝚪(𝟑)𝚪 (𝟐)
∴ 𝜷 (𝟑, ) = [ ]
𝟐𝟕 𝟐 𝟐𝟕 𝟕
𝚪 (𝟐)

Example 2.
𝟏
1. Evaluate the beta function ∫𝟎 𝒙𝟒 (𝟏 − 𝒙𝟒 )𝟓 𝒅𝒙 ?

Solution

𝟏 𝟑 𝟑
𝒅𝒙 𝟏 𝟏
Let 𝒙𝟒 = 𝒚 𝐨𝐫 𝒙 = 𝒚𝟒 , = 𝒚−𝟒 ↔ 𝒅𝒙 = 𝒚−𝟒 𝒅𝒚
𝒅𝒚 𝟒 𝟒

Therefore,
𝟑
𝟏 𝟏 − 𝟏
∫𝟎 𝒙𝟒 (𝟏 − 𝒙𝟒 )𝟓 𝒅𝒙 = ∫𝟎 𝒚 (𝟏 − 𝒚)𝟓 𝟒 𝒚 𝟒 𝒅𝒚
𝟏
𝟏𝟏
= ∫𝟎 𝟒 𝒚𝟒 (𝟏 − 𝒚)𝟓 𝒅𝒚

𝟏 𝟏 𝟏
= ∫ 𝒚𝟒 (𝟏 − 𝒚)𝟓 𝒅𝒚
𝟒 𝟎
Comparing the above equation with the definition of beta function
𝟏
𝟏 𝟏 𝟏
∫ 𝒚𝟒 (𝟏 − 𝒚)𝟓 𝒅𝒚 ≈ ∫ 𝒙𝒍−𝟏 (𝟏 − 𝒙)𝒎−𝟏 𝒅𝒙
𝟒 𝟎
𝟎
This implies,

𝟏
𝑳−𝟏 = 𝒎−𝟏=𝟓
𝟒
𝟏
𝑳=𝟏+ 𝒎=𝟓+𝟏
𝟒
𝟓
∴ 𝑳= ∴ 𝒎=𝟔
𝟒

Using the expression of beta function given by

Γ(𝐿)Γ(𝑚)
𝛽(𝐿, 𝑚) =
Γ(𝐿 + 𝑚)
This implies,
𝟓
𝟏 𝟓 𝟏 Γ (𝟒) Γ(6)
𝛽 ( , 6) = [ ]
𝟒 𝟒 𝟒 𝟓
Γ (𝟒 + 6)
𝟓
𝟏 𝟓 𝟏 Γ (𝟒) Γ(6)
∴ 𝛽 ( , 6) = [ ]
𝟒 𝟒 𝟒 𝟐𝟗
Γ( 𝟒 )

Example 3.
𝟏
1. Evaluate the beta function ∫𝟎 𝒙𝟒 (𝟏 − √𝒙)𝟓 𝒅𝒙 ?
Solution

𝒅𝒙
Let √𝒙 = 𝒚 𝐨𝐫 𝒙 = 𝒚𝟐 , 𝒅𝒚
= 𝟐𝒚 ↔ 𝒅𝒙 = 𝟐𝒚 𝒅𝒚

Therefore,
1 1
∫0 𝑥 4 (1 − √𝑥)5 𝑑𝑥 = ∫0 (𝑦 2 )4 (1 − 𝑦)5 2𝑦 𝑑𝑦
1
= ∫0 2𝑦 8 (1 − 𝑦)5 𝑦 𝑑𝑦

1
= 2 ∫ 𝑦 9 (1 − 𝑦)5 𝑑𝑦
0
Comparing the above equation with the definition of beta function
1
1
2 ∫ 𝑦 9 (1 − 𝑦)5 𝑑𝑦 ≈ ∫ 𝑥 𝑙−1 (1 − 𝑥)𝑚−1 𝑑𝑥
0
0
This implies,

𝑳−𝟏 = 𝟗 𝒎−𝟏=𝟓
𝑳= 𝟏+𝟗 𝒎=𝟓+𝟏
∴ 𝑳 = 𝟏𝟎 ∴ 𝒎=𝟔

Using the expression of beta function given by

Γ(𝐿)Γ(𝑚)
𝛽(𝐿, 𝑚) =
Γ(𝐿 + 𝑚)
This implies,
Γ(10)Γ(6)
2 𝛽(10, 6) = 2 [ ]
Γ(10 + 6)
𝚪(𝟏𝟎)𝚪(𝟔)
∴ 𝟐 𝜷(𝟏𝟎, 𝟔) = 𝟐 [ ]
𝚪(𝟏𝟔)
Example 4.
𝟏
𝟏
1. Evaluate the beta function ∫𝟎 (𝟏 − 𝒙𝟑 )−𝟐 𝒅𝒙 ?
Solution

1 2 2
𝑑𝑥 1 1
Let 𝑥 3 = 𝑦 or 𝑥 = 𝑦 3 , 𝑑𝑦
= 3 𝑦 −3 ↔ 𝑑𝑥 = 3 𝑦 −3 𝑑𝑦

Therefore,
𝟏 𝟏
𝟏 − 1 𝟏 −𝟐
∫𝟎 (𝟏 − 𝒙𝟑 ) 𝟐 𝒅𝒙 = ∫0 (1 − 𝑦)−𝟐 𝟑
𝒚 𝟑 𝑑𝑦
𝟐 𝟏
1𝟏
= ∫0 𝒚−𝟑 (1 − 𝑦)−𝟐 𝑑𝑦
𝟑

𝟏 1 −𝟐 𝟏
= ∫ 𝒚 𝟑 (1 − 𝑦)−𝟐 𝑑𝑦
𝟑 0

Comparing the above equation with the definition of beta function


1
𝟏 1 −𝟐 𝟏
∫ 𝒚 𝟑 (1 − 𝑦)−𝟐 𝑑𝑦 ≈ ∫ 𝑥 𝑙−1 (1 − 𝑥)𝑚−1 𝑑𝑥
𝟑 0
0
This implies,

𝟐 𝟏
𝑳−𝟏 = − 𝒎−𝟏=−
𝟑 𝟐
𝟐 𝟏
𝑳=− +𝟏 𝒎=− +𝟏
𝟑 𝟐
𝟏 𝟏
∴ 𝑳= ∴ 𝒎=
𝟑 𝟐

Using the expression of beta function given by

Γ(𝐿)Γ(𝑚)
𝛽(𝐿, 𝑚) =
Γ(𝐿 + 𝑚)
This implies,
1 1
1 1 1 1 Γ (3) Γ (2)
𝛽( , ) = [ ]
3 3 2 3 1 1
Γ (3 + 2)
𝟏 𝟏
𝟏 𝟏 𝟏 𝟏 𝚪 (𝟑) 𝚪 (𝟐)
∴ 𝜷( , ) = [ ]
𝟑 𝟑 𝟐 𝟑 𝟓
𝚪 (𝟔 )
Practice:
𝟏
1. Evaluate the beta function ∫𝟎 𝒙𝟐 (𝟏 − 𝟐𝒙)𝟓 𝒅𝒙 ?
𝟏 𝟏 𝚪(𝟑)𝚪(𝟔)
Ans: 𝜷(𝟑, 𝟔) = 𝟖 [ ]
𝟖 𝚪(𝟗)
𝟏
𝟏
2. Evaluate the beta function ∫𝟎 𝒙𝟒 (𝟏 − 𝒙𝟑 )𝟓 𝒅𝒙 ?
𝚪(𝟏𝟓)𝚪(𝟔)
Ans: 𝟑 𝜷(𝟏𝟓, 𝟔) = 𝟑 [ ]
𝚪(𝟐𝟏)

Bessel Functions.
𝒅𝟐 𝒚 𝒅𝒚
The equation 𝒙𝟐 𝒅𝒙𝟐 + 𝒙 𝒅𝒙 + (𝒙𝟐 − 𝒏𝟐 )𝒚 = 𝟎 is called Bessel’s equation. The solution for the Bessel equation is

𝑥2 𝑥4 𝑥 2𝑟
𝑦 = 𝑎0 𝑥 𝑛 [1 − + + ⋯ (−1)𝑟
] … . [1]
2.2(𝑛 + 1) 2.4. 22 (𝑛 + 1)(𝑛 + 2) (2𝑟 𝑟!). 2𝑟 (𝑛 + 1)(𝑛 + 2) … (𝑛 + 𝑟)

Taking only the factorized form of the above equation and then expressing it as a sum at the limit of 𝑟 = 0 and 𝑟 = ∞, then the
above equation reduces to


𝑥 2𝑟
𝑦 = 𝑎0 𝑥 ∑(−1)𝑟
𝑛
(2𝑟 𝑟!). 2𝑟 (𝑛 + 1)(𝑛 + 2) … (𝑛 + 𝑟)
𝑟=0

𝑥 2𝑟
𝑦 = 𝑎0 𝑥 ∑(−1)𝑟
𝑛
22𝑟 𝑟!. (𝑛 + 1)(𝑛 + 2) … (𝑛 + 𝑟)
𝑟=0

If 𝒂𝟎 , is an arbitrary constant which is expressed as

𝟏
𝒂𝟎 =
𝟐𝒏 𝚪(𝒏 + 𝟏)
Thus, by substituting, the above equation becomes,

𝑥𝑛 𝑥 2𝑟
𝑦= 𝒏 ∑(−1)𝑟 2𝑟
𝟐 𝚪(𝒏 + 𝟏) 2 𝑟!. (𝑛 + 1)(𝑛 + 2) … (𝑛 + 𝑟)
𝑟=0


𝟏 𝒙𝒏+𝟐𝒓
𝒚= ∑(−𝟏)𝒓
𝟐𝒏 𝚪(𝒏 + 𝟏) 𝟐𝟐𝒓 𝒓!. (𝒏 + 𝟏)(𝒏 + 𝟐) … (𝒏 + 𝒓)
𝒓=𝟎

Therefore, the above equation is called the Bessel function denoted by 𝐽𝑛 (𝑥). i.e.


𝟏 𝒙𝒏+𝟐𝒓
𝑱𝒏 (𝒙) = ∑(−𝟏)𝒓
𝟐𝒏 𝚪(𝒏 + 𝟏) 𝟐𝟐𝒓 𝒓!. (𝒏 + 𝟏)(𝒏 + 𝟐) … (𝒏 + 𝒓)
𝒓=𝟎

But, we know 𝚪(𝒏 + 𝟏) = 𝒏!


Thus

1 (−1)𝑟 . 𝑥 𝑛+2𝑟
𝐽𝑛 (𝑥) = ∑
2𝑛 𝑛! 22𝑟 𝑟!. (𝑛 + 1)(𝑛 + 2) … (𝑛 + 𝑟)
𝑟=0


(−1)𝑟 . 𝑥 𝑛+2𝑟
𝐽𝑛 (𝑥) = ∑
2𝑛+2𝑟 𝑟! (𝑛 + 𝑟)!
𝑟=0


(−𝟏)𝒓 𝒙 𝒏+𝟐𝒓
𝑱𝒏 (𝒙) = ∑ ( )
𝒓! (𝒏 + 𝒓)! 𝟐
𝒓=𝟎

The above equation is called the Bessel function for positive Integer.

Suppose we replace 𝑛 by − 𝑛 , then the above equation becomes,



(−𝟏)𝒓 𝒙 −𝒏+𝟐𝒓
𝑱−𝒏 (𝒙) = ∑ ( )
𝒓! (−𝒏 + 𝒓)! 𝟐
𝒓=𝟎


(−𝟏)𝒓 𝒙 −𝒏+𝟐𝒓
𝑱−𝒏 (𝒙) = ∑ ( )
𝒓! (−𝒏 + 𝒓)! 𝟐
𝒓=𝟎

But, we know (−𝒏 + 𝒓)! = 𝚪(−𝒏 + 𝒓 + 𝟏). This implies,



(−𝟏)𝒓 𝒙 −𝒏+𝟐𝒓
𝑱−𝒏 (𝒙) = ∑ ( )
𝒓! 𝚪(−𝒏 + 𝒓 + 𝟏). 𝟐
𝒓=𝟎

The above equation is the Expression for Bessel function of a Negative Integer.
using equation [1] above, we can also provide an expression of the Bessel function for positive and Negative integer inform
of series form as

𝑥𝑛 𝑥2 𝑥4 𝑟
𝑥 2𝑟
𝐽𝑛 (𝑥) = [1 − + + ⋯ (−1) ]
𝟐𝒏 𝚪(𝒏 + 𝟏) 2.2(𝑛 + 1) 2.4. 22 (𝑛 + 1)(𝑛 + 2) (2𝑟 𝑟!). 2𝑟 (𝑛 + 1)(𝑛 + 2) … (𝑛 + 𝑟)

which represents series form of Bessel function of positive integer. and

𝑥−𝑛 𝑥2 𝑥4 𝑟
𝑥 2𝑟
𝐽−𝑛 (𝑥) = [1 − + + ⋯ (−1) ]
𝟐−𝒏 𝚪(−𝒏 + 𝟏) 2.2(−𝑛 + 1) 2.4. 22 (−𝑛 + 1)(𝑛 + 2) (2𝑟 𝑟!). 2𝑟 (−𝑛 + 1)(−𝑛 + 2) … (−𝑛 + 𝑟)

Example 1
1. Prove that 𝐽−𝑛 (𝑥) = (−1)𝑛 𝐽𝑛 (𝑥) ?
Solution
From the definition of Bessel function for negative integer,

(−1)𝑟 𝑥 −𝑛+2𝑟
𝐽−𝑛 (𝑥) = ∑ ( )
𝑟! Γ(−𝑛 + 𝑟 + 1) 2
𝑟=0
∞ ∞
(−1)𝑟 𝑥 −𝑛+2𝑟 (−1)𝑟 𝑥 −𝑛+2𝑟
=∑ ( ) +∑ ( )
𝑟! Γ(−𝑛 + 𝑟 + 1) 2 𝑟! Γ(−𝑛 + 𝑟 + 1) 2
𝑟=0 𝑟=𝑛

The first term on the R.H.S varnishes i.e. equal to zero since Γ(−𝑣𝑒 integer) = ∞

(−1)𝑟 𝑥 −𝑛+2𝑟
𝐽−𝑛 (𝑥) = 0 + ∑ ( )
𝑟! Γ(−𝑛 + 𝑟 + 1) 2
𝑟=𝑛

Putting 𝒓 = 𝒏 + 𝒌, we get

(−1)𝑛+𝑘 𝑥 −𝑛+2(𝑛+𝑘)
𝐽−𝑛 (𝑥) = ∑ ( )
(𝑛 + 𝑘)! Γ(−𝑛 + 𝑛 + 𝑘 + 1) 2
𝑟=𝑛

(−1)𝑛+𝑘 𝑥 𝑛+2𝑘
𝐽−𝑛 (𝑥) = ∑ ( )
(𝑛 + 𝑘)! Γ(𝑘 + 1) 2
𝑟=𝑛

(−1)𝑛 . (−1)𝑘 𝑥 𝑛+2𝑘
𝐽−𝑛 (𝑥) = ∑ ( )
(𝑛 + 𝑘)! Γ(𝑘 + 1) 2
𝑟=𝑛

(−1)𝑘 𝑥 𝑛+2𝑘
𝐽−𝑛 (𝑥) = (−1)𝑛 ∑ ( )
(𝑛 + 𝑘)! Γ(𝑘 + 1) 2
𝑟=𝑛

But we know 𝚪(𝒌 + 𝟏) = 𝒌!



(−1)𝑘 𝑥 𝑛+2𝑘
𝐽−𝑛 (𝑥) = (−1)𝑛 ∑ ( )
(𝑛 + 𝑘)! 𝑘! 2
𝑟=𝑛

(−1)𝑘 𝑥 𝑛+2𝑘
𝐽−𝑛 (𝑥) = (−1)𝑛 ∑ ( )
𝑘! (𝑛 + 𝑘)! 2
𝑟=𝑛

(−1)𝑘 𝑥 𝑛+2𝑘
But we know the Bessel function for positive integer 𝐽𝑛 (𝑥) = ∑∞
𝑟=𝑛 ( )
𝑘!(𝑛+𝑘)! 2
𝑱−𝒏 (𝒙) = (−𝟏)𝒏 𝑱𝒏 (𝒙)
Example 2.

2
1. Prove that 𝐽1 (𝑥) = [√(𝜋𝑥)] sin 𝑥?
2

Solution
From the definition of Bessel function for positive integer expressed inform of series,

𝑥𝑛 𝑥2 𝑥4 𝑟
𝑥 2𝑟
𝐽𝑛 (𝑥) = [1 − + + ⋯ (−1) ]
𝟐𝒏 𝚪(𝒏 + 𝟏) 2.2(𝑛 + 1) 2.4. 22 (𝑛 + 1)(𝑛 + 2) (2𝑟 𝑟!). 2𝑟 (𝑛 + 1)(𝑛 + 2) … (𝑛 + 𝑟)
Removing the recurring term of the series

𝑥𝑛 𝑥2 𝑥4
𝐽𝑛 (𝑥) = 𝒏 [1 − + + ⋯]
𝟐 𝚪(𝒏 + 𝟏) 2.2(𝑛 + 1) 2.4. 22 (𝑛 + 1)(𝑛 + 2)

𝟏
At 𝒏 = 𝟐, the above equation becomes
1
𝑥2 𝑥2 𝑥4
𝐽1 (𝑥) = 1 [1 − + + ⋯]
2 1 1 2 (1 + 1) (1 + 2)
2 Γ (2 + 1)
2 2.2 ( 2 + 1) 2.4. 2 2 2
1
𝑥2 𝑥2 𝑥4
𝐽1 (𝑥) = 1 [1 − + + ⋯]
2 3 3 3 5
22 Γ (2) 2.2 ( ) 2.4. 22 ( ) ( )
2 2 2
1
𝑥2 𝑥2 𝑥4
𝐽1 (𝑥) = 1 [1 − + + ⋯]
2 3 3 3 5
22 Γ (2) 2.2 ( ) 2.4. 22 ( ) ( )
2 2 2
1
𝑥2 𝑥2 𝑥4
𝐽1 (𝑥) = 1 [1 − + + ⋯]
2 3 2.3 2.4.3.5
22 Γ ( )
2
√𝑥 𝑥2 𝑥4
𝐽1 (𝑥) = [1 − + + ⋯ ] … … … … … … … … … … … [1]
2 3 3! 5!
√2 Γ ( )
2
But we know 𝚪𝐧 = (𝒏 − 𝟏)𝚪(𝒏 − 𝟏), Hence
3 3 3
Γ ( ) = ( − 1) Γ ( − 1)
2 2 2
3 1 1
Γ( ) = ( )Γ( )
2 2 2
1
But Γ (2) = √𝜋, Thus

3 1
Γ ( ) = ( ) √𝜋
2 2
Substituting into equation [1], we get
√𝑥 𝑥2 𝑥4
𝐽𝟏 (𝑥) = [1 − + + ⋯]
𝟐 1 3! 5!
√𝟐 ( ) √𝜋
2
1
Multiply the variables in the bracket on the R.H.S by x and then multiply the results by 𝑥 , we get

√𝑥 1 𝑥3 𝑥5
𝐽1 (𝑥) = [𝑥 − + + ⋯ ]
2 1 𝑥 3! 5!
√2 (2) √𝜋

𝑥3 𝑥5
But according to Taylor series 𝑥 − 3!
+ 5!
+ ⋯ = sin 𝑥

Thus,

√𝑥 1
𝐽1 (𝑥) = [sin 𝑥]
2 1 𝑥
√2 (2) √𝜋

1
𝑥 2 . 𝑥 −1
𝐽1 (𝑥) = [sin 𝑥]
2 1
√2 (2) √𝜋

1
𝑥 −2
𝐽1 (𝑥) = [sin 𝑥]
2 1
√2 (2) √𝜋

1
𝐽1 (𝑥) = 1 1
[sin 𝑥]
2 −1
𝑥2 22 (2 ) √𝜋

1
𝐽1 (𝑥) = 1
[sin 𝑥]
2
√𝑥 (22 . 2−1 ) √𝜋

1
𝐽1 (𝑥) = 1
[sin 𝑥]
2 −
√𝑥 2 2 √𝜋

√𝑥 √𝜋
𝐽1 (𝑥) = 1 ÷ ( 1 ) [sin 𝑥]
2 2 2

√𝑥 √𝜋
𝐽1 (𝑥) = 1 ÷ ( ) [sin 𝑥]
2 √2

√2
𝐽1 (𝑥) = 1 × ( ) [sin 𝑥]
2 √𝑥 √𝜋

√2
𝐽1 (𝑥) = ( ) [sin 𝑥]
2 √𝑥 √𝜋

√2
𝐽1 (𝑥) = ( ) [sin 𝑥]
2 √𝜋𝑥
𝟐
𝑱𝟏 (𝒙) = [√( ) ] 𝐬𝐢𝐧 𝒙
𝟐 𝝅𝒙

Example 2

𝟐
1. Prove that 𝑱−𝟏 (𝒙) = [√(𝝅𝒙)] 𝐜𝐨𝐬 𝒙 ?
𝟐

Solution
From the definition of Bessel function for negative integer expressed inform of series,

𝑥−𝑛 𝑥2 𝑥4 𝑟
𝑥 2𝑟
𝐽−𝑛 (𝑥) = [1 − + + ⋯ (−1) ]
𝟐−𝒏 𝚪(−𝒏 + 𝟏) 2.2(−𝑛 + 1) 2.4. 22 (−𝑛 + 1)(𝑛 + 2) (2𝑟 𝑟!). 2𝑟 (−𝑛 + 1)(−𝑛 + 2) … (−𝑛 + 𝑟)
Removing the recurring term of the series

𝑥−𝑛 𝑥2 𝑥4
𝐽−𝑛 (𝑥) = [1 − + + ⋯]
𝟐−𝒏 𝚪(−𝒏 + 𝟏) 2.2(−𝑛 + 1) 2.4. 22 (−𝑛 + 1)(𝑛 + 2)

𝟏
At 𝒏 = , the above equation becomes
𝟐
1
𝑥 −2 𝑥2 𝑥4
𝐽 1 (𝑥) = 1 [1 − + +⋯]

2 − 1 1 2 (− 1 + 1) (− 1 + 2)
2 Γ (− 2 + 1)
2 2.2 (− 2 + 1) 2.4. 2 2 2
1
𝑥 −2 𝑥2 𝑥4
𝐽 1 (𝑥) = 1 [1 − + + ⋯]
− 1 1 1 3
2 2−2 Γ (2) 2
2.2 ( ) 2.4. 2 ( ) ( )
2 2 2
1
𝑥 −2 𝑥2 𝑥4
𝐽 1 (𝑥) = 1 [1 − + + ⋯]
− 1 2.1 2.4.1.3
2 2−2 Γ ( )
2
1
𝑥 −2 𝑥2 𝑥4
𝐽 1 (𝑥) = 1 [1 − + + ⋯]
− 1 2! 4!
2 2−2 Γ (2)

𝑥2 𝑥4
But according to Taylor Series 1 − 2!
+ 4!
+ ⋯ = cos 𝑥
1
𝑥 −2
𝐽 1 (𝑥) = 1
[cos 𝑥]
− 1
2 2−2 Γ (2)

1
But According to concept Gamma Functions, Γ ( ) = √𝜋
2
1
𝑥 −2
𝐽 1 (𝑥) = 1
[cos 𝑥]
− −
2 2 2 √𝜋
1
𝐽 1 (𝑥) = 1 1
[cos 𝑥]
− −
2 2.
𝑥2. 2 √𝜋
1 1
𝐽 1 (𝑥) = (1 ÷ 𝑥 2 . 2−2 . √𝜋) [cos 𝑥]

2
1
𝑥 2 . √𝜋
𝐽 1 (𝑥) = (1 ÷ 1 ) [cos 𝑥]

2 22
√𝑥. √𝜋
𝐽 1 (𝑥) = (1 ÷

) [cos 𝑥]
2 √2
√2
𝐽 1 (𝑥) = (1𝑥

) [cos 𝑥]
2 √𝑥. √𝜋
√2
𝐽 1 (𝑥) = (

) [cos 𝑥]
2 √𝑥. √𝜋
2
𝐽 1 (𝑥) = √( ) [cos 𝑥]

2 𝜋𝑥

𝟐
𝑱 𝟏 (𝒙) = [√( ) ] 𝐜𝐨𝐬 𝒙

𝟐 𝝅𝒙

Bessel’s Integrals
The two expressions below are very important trigonometric properties for the solving problems involving Bessel’s integral.

cos(𝑥 sin 𝜃) = 𝐽0 (𝑥) + 2𝐽2 (𝑥) cos 2𝜃 + 2𝐽4 (𝑥) cos 4𝜃 + ⋯

sin(𝑥 sin 𝜃) = 2𝐽1 (𝑥) sin 𝜃 + 2𝐽3 (𝑥) sin 3𝜃 + 2𝐽5 (𝑥) sin 5𝜃 + ⋯

Example 1
1 𝜋
1. Prove that for Bessel function 𝐽0 (𝑥) = ∫0 cos(𝑥 sin 𝜃)𝑑𝜃 ?
𝜋
Solution

From the definition of Bessel functions for positive integers

cos(𝑥 sin 𝜃) = 𝐽0 (𝑥) + 2𝐽2 (𝑥) cos 2𝜃 + 2𝐽4 (𝑥) cos 4𝜃 + ⋯

Integrating the above equation within the limits of 𝟎 ≤ 𝜽 ≤ 𝝅, we get


𝜋 𝜋
∫ cos(𝑥 sin 𝜃)𝑑𝜃 = ∫ (𝐽0 (𝑥) + 2𝐽2 (𝑥) cos 2𝜃 + 2𝐽4 (𝑥)cos 4𝜃)𝑑𝜃
0 0

𝜋 𝜋 𝜋 𝜋
∫ cos(𝑥 sin 𝜃)𝑑𝜃 = ∫ 𝐽0 (𝑥) 𝑑𝜃 + ∫ 2𝐽2 (𝑥) cos 2𝜃 𝑑𝜃 + ∫ 2𝐽4 (𝑥) cos 4𝜃 𝑑𝜃
0 0 0 0

𝜋 𝜋 𝜋 𝜋
∫ cos(𝑥 sin 𝜃)𝑑𝜃 = 𝐽0 (𝑥) ∫ 𝑑𝜃 + 2𝐽2 (𝑥) ∫ cos 2𝜃 𝑑𝜃 + 2𝐽4 (𝑥) ∫ cos 4𝜃 𝑑𝜃
0 0 0 0

𝜋
𝜃=𝜋 1 𝜃=𝜋 1 𝜃=𝜋
∫ cos(𝑥 sin 𝜃)𝑑𝜃 = 𝐽0 (𝑥)[𝜃] | + 2𝐽2 (𝑥) [ sin 2𝜃] | + 2𝐽4 (𝑥) [ sin 4𝜃] |
0 𝜃=0 2 𝜃=0 4 𝜃=0
𝜋
1 1
∫ cos(𝑥 sin 𝜃)𝑑𝜃 = 𝐽0 (𝑥)[𝜋 − 0] + 2𝐽2 (𝑥) [ (sin 2𝜋 − sin 0)] + 2𝐽4 (𝑥) [ ((sin 4𝜋 − sin 0))]
0 2 4
𝜋
∫ cos(𝑥 sin 𝜃)𝑑𝜃 = 𝐽0 (𝑥)[𝜋] + 2𝐽2 (𝑥)[(0 − 0)] + 2𝐽4 (𝑥)[(0 − 0)]
0

𝜋
∫ cos(𝑥 sin 𝜃)𝑑𝜃 = 𝜋 𝐽0 (𝑥) + 0 + 0
0
𝜋
∫ cos(𝑥 sin 𝜃)𝑑𝜃 = 𝜋 𝐽0 (𝑥)
0

Dividing all through by 𝝅, we get

𝟏 𝝅
𝑱𝟎 (𝒙) = ∫ 𝐜𝐨𝐬(𝒙 𝐬𝐢𝐧 𝜽)𝒅𝜽
𝝅 𝟎

Example 2
1 𝜋
1. Prove that for Bessel function 𝐽0 (𝑥) = − 𝜋 ∫0 cos(𝑛𝜃 − 𝑥 sin 𝜃)𝑑𝜃?

Solution

From the definition of Bessel functions for positive integers

cos(𝑥 sin 𝜃) = 𝐽0 (𝑥) + 2𝐽2 (𝑥) cos 2𝜃 + 2𝐽4 (𝑥) cos 4𝜃 + ⋯

sin(𝑥 sin 𝜃) = 2𝐽1 (𝑥) sin 𝜃 + 2𝐽3 (𝑥) sin 3𝜃 + 2𝐽5 (𝑥) sin 5𝜃 + ⋯

Therefore,
𝜋 𝜋 𝜋
∫ cos(𝑛𝜃 − 𝑥 sin 𝜃)𝑑𝜃 = ∫ cos 𝑛𝜃 𝑑𝜃 − ∫ 𝑐𝑜𝑠(𝑥 sin 𝜃) 𝑑𝜃
0 0 0

𝜋 𝜋
1 𝜃=𝜋
∫ cos(𝑛𝜃 − 𝑥 sin 𝜃)𝑑𝜃 = sin 𝑛𝜃 | − ∫ 𝑐𝑜𝑠(𝑥 sin 𝜃)𝑑𝜃
0 𝑛 𝜃=0 0

But we know, cos(𝑥 sin 𝜃) = 𝐽0 (𝑥) + 2𝐽2 (𝑥) cos 2𝜃 + 2𝐽4 (𝑥) cos 4𝜃 + ⋯
𝜋 𝜋
1 𝜃=𝜋
∫ cos(𝑛𝜃 − 𝑥 sin 𝜃)𝑑𝜃 = sin 𝑛𝜃 | − ∫ (𝐽0 (𝑥) + 2𝐽2 (𝑥) cos 2𝜃 + 2𝐽4 (𝑥) cos 4𝜃)𝑑𝜃
0 𝑛 𝜃=0 0

𝜋 𝜋 𝜋 𝜋
1 𝜃=𝜋
∫ cos(𝑛𝜃 − 𝑥 sin 𝜃)𝑑𝜃 = sin 𝑛𝜃 | − 𝐽0 (𝑥) ∫ 𝑑𝜃 + 2𝐽2 (𝑥) ∫ cos 2𝜃 𝑑𝜃 + 2𝐽4 (𝑥) ∫ cos 4𝜃 𝑑𝜃
0 𝑛 𝜃=0 0 0 0

𝜋
1 𝜃=𝜋 𝜃=𝜋 1 𝜃=𝜋 1 𝜃=𝜋
∫ cos(𝑛𝜃 − 𝑥 sin 𝜃)𝑑𝜃 = sin 𝑛𝜃 | − (𝐽0 (𝑥)[𝜃] | + 2𝐽2 (𝑥) [ sin 2𝜃] | + 2𝐽4 (𝑥) [ sin 4𝜃] | )
0 𝑛 𝜃=0 𝜃=0 2 𝜃=0 4 𝜃=0
𝜋
1 1 1
∫ cos(𝑛𝜃 − 𝑥 sin 𝜃)𝑑𝜃 = sin 𝑛(𝜋 − 0) − (𝐽0 (𝑥)[(𝜋 − 0)] + 2𝐽2 (𝑥) [ (sin 2𝜋 − sin 0)] + 2𝐽4 (𝑥) [ (sin 4𝜋 − sin 0)])
0 𝑛 2 4
𝜋
1 1 1
∫ cos(𝑛𝜃 − 𝑥 sin 𝜃)𝑑𝜃 = (0) − (𝐽0 (𝑥)[(𝜋)] + 2𝐽2 (𝑥) [ (0 − 0)] + 2𝐽4 (𝑥) [ (0 − 0)])
0 𝑛 2 4
𝜋
∫ cos(𝑛𝜃 − 𝑥 sin 𝜃)𝑑𝜃 = 0 − (𝜋 𝐽0 (𝑥) + 0 + 0)
0

𝜋
∫ cos(𝑛𝜃 − 𝑥 sin 𝜃)𝑑𝜃 = −𝜋 𝐽0 (𝑥)
0

Dividing all through by – 𝝅, we get

𝟏 𝝅
𝑱𝟎 (𝒙) = − ∫ 𝐜𝐨𝐬(𝒏𝜽 − 𝒙 𝐬𝐢𝐧 𝜽)𝒅𝜽
𝝅 𝟎
Practice:
𝜋 8 8
1. show that the Bessel integral ∫0 2𝑠𝑖𝑛(𝑥𝑠𝑖𝑛 𝜃)𝑑𝜃 = 8𝐽1 (𝑥) + 3 𝐽3 (𝑥) + 5 𝐽5 (𝑥)?

Legendre Polynomial Functions.


Legendre polynomials can be derived by using Rodriguez’s formula and the resulting expression is shown below
1 𝑑𝑛
𝑃𝑛 (𝑥) = (𝑥 2 − 1)𝑛
2𝑛 𝑛! 𝑑𝑥 𝑛
Where, 𝑷𝒏 (𝒙) denotes the Legendre polynomial of degree n.
Therefore, at 𝒏 = 𝟎, the above expression becomes,

1 𝑑0
𝑃0 (𝑥) = (𝑥 2 − 1)0
20 0! 𝑑𝑥 0
1
= (1)
1
∴ 𝑷𝟎 (𝒙) = 𝟏
Also at 𝒏 = 𝟏, the above expression becomes

1 𝑑1
𝑃1 (𝑥) = (𝑥 2 − 1)1
21 1! 𝑑𝑥 1
1 𝑑 2
= (𝑥 − 1)
2 𝑑𝑥
1
= (2𝑥)
2
∴ 𝑷𝟏 (𝒙) = 𝒙
Also at 𝒏 = 𝟐, the above expression becomes

1 𝑑2
𝑃2 (𝑥) = (𝑥 2 − 1)2
22 2! 𝑑𝑥 2
1 𝑑2
𝑃2 (𝑥) = (𝑥 4 − 2𝑥 2 + 1)
8 𝑑𝑥 2
1 𝑑
𝑃2 (𝑥) = (4𝑥 3 − 4𝑥 + 0)
8 𝑑𝑥
1
𝑃2 (𝑥) = (12𝑥 2 − 4)
8
4
𝑃2 (𝑥) = (3𝑥 2 − 1)
8
𝟏
∴ 𝑷𝟐 (𝒙) = (𝟑𝒙𝟐 − 𝟏)
𝟐
Similarly, at 𝒏 = 𝟑, 𝒏 = 𝟒, 𝒏 = 𝟓 and 𝒏 = 𝟔 the above expression becomes
𝟏
∴ 𝑷𝟑 (𝒙) = (𝟓𝒙𝟑 − 𝟑𝒙)
𝟐
𝟏
∴ 𝑷𝟒 (𝒙) = (𝟑𝟓𝒙𝟒 − 𝟑𝟎𝒙𝟐 + 𝟑)
𝟖
𝟏
∴ 𝑷𝟓 (𝒙) = (𝟔𝟑𝒙𝟓 − 𝟕𝟎𝒙𝟑 + 𝟏𝟓𝒙)
𝟖
𝟏
∴ 𝑷𝟔 (𝒙) = (𝟐𝟑𝟏𝒙𝟔 − 𝟑𝟏𝟓𝒙𝟒 + 𝟏𝟎𝟓𝒙𝟐 − 𝟓)
𝟏𝟔
Example 1.
a) Express the function below in terms of Legendre polynomials
I. 𝒇(𝒙) = 𝟒𝒙𝟑 + 𝟔𝒙𝟐 + 𝟖𝒙 + 𝟒

Solution

The Legendre polynomials of the above function can be expressed as

4𝑥 3 + 6𝑥 2 + 8𝑥 + 4 = 𝑎 𝑃3 (𝑥) + 𝑏 𝑃2 (𝑥) + 𝑐 𝑃1 (𝑥) + 𝑑 𝑃0 (𝑥) … … … … . [1]

But we know,

𝑃0 (𝑥) = 1,

𝑃1 (𝑥) = 𝑥,
1
𝑃2 (𝑥) = 2 (3𝑥 2 − 1) and

1
𝑃3 (𝑥) = (5𝑥 3 − 3𝑥)
2

Therefore, by substituting into equation [1], we get

1 1
4𝑥 3 + 6𝑥 2 + 8𝑥 + 4 = 𝑎 ( (5𝑥 3 − 3𝑥)) + 𝑏 ( (3𝑥 2 − 1)) + 𝑐(𝑥) + 𝑑(1)
2 2

5𝑥 3 −3𝑥 3𝑥 2 −1
4𝑥 3 + 6𝑥 2 + 8𝑥 + 4 = 𝑎 ( 2
)+ 𝑏( 2
)+ 𝑐(𝑥) + 𝑑

5𝑎𝑥 3 − 3𝑎𝑥 3𝑏𝑥 2 − 𝑏


4𝑥 3 + 6𝑥 2 + 8𝑥 + 4 = + + 𝑐(𝑥) + 𝑑
2 2

5𝑎𝑥 3 3𝑎𝑥 3𝑏𝑥 2 𝑏


4𝑥 3 + 6𝑥 2 + 8𝑥 + 4 = − + − + 𝑐(𝑥) + 𝑑
2 2 2 2

5𝑎𝑥 3 3𝑏𝑥 2 3𝑎 𝑏
4𝑥 3 + 6𝑥 2 + 8𝑥 + 4 = + + (− + 𝑐) 𝑥 − + 𝑑
2 2 2 2

Equating the co-efficient of the like powers of x

5𝑎 𝟖
= 4, 𝒂= , 𝒂 = 𝟏. 𝟔
2 𝟓
3𝑏 12
= 6, 𝑏= , 𝒃=𝟒
2 3
3𝑎 8 3 8 24 12
− + 𝑐 = 8, but 𝑎 = , − ( )+𝑐 =8, − + 𝑐 = 8, 𝑐 = 8 + ,
2 5 2 5 10 5
52 52
𝑐= , 𝑐= , 𝒄 = 𝟏𝟎. 𝟒
5 5
𝑏 4
− + 𝑑 = 4, but 𝑏 = 4, − + 𝑑 = 4, − 2 + 𝑑 = 4, 𝑑 = 4 + 2, 𝒅 = 𝟔
2 2
Putting the values of a, b, c, and d into equation (𝟏), we get
𝟖 𝟓𝟐
𝟒𝒙𝟑 + 𝟔𝒙𝟐 + 𝟖𝒙 + 𝟒 = 𝟓 𝑷𝟑 (𝒙) + 𝟒 𝑷𝟐 (𝒙) + 𝟓
𝑷𝟏 (𝒙) + 𝟔 𝑷𝟎 (𝒙) or

𝟒𝒙𝟑 + 𝟔𝒙𝟐 + 𝟖𝒙 + 𝟒 = 𝟏. 𝟔 𝑷𝟑 (𝒙) + 𝟒 𝑷𝟐 (𝒙) + 𝟏𝟎. 𝟒 𝑷𝟏 (𝒙) + 𝟔 𝑷𝟎 (𝒙)

Example 2.
a) Express the function below in terms of Legendre polynomials
I. 𝒇(𝒙) = 𝟕𝒙𝟐 + 𝟓𝒙 + 𝟑

Solution

The Legendre polynomials of the above function can be expressed as

𝟕𝒙𝟐 + 𝟓𝒙 + 𝟑 = 𝑎 𝑃2 (𝑥) + 𝑏 𝑃1 (𝑥) + 𝑐 𝑃0 (𝑥) … … … … . [1]

But we know,

𝑃0 (𝑥) = 1,

𝑃1 (𝑥) = 𝑥,
1
𝑃2 (𝑥) = 2 (3𝑥 2 − 1) and

Therefore, by substituting into equation [1], we get

1
𝟕𝒙𝟐 + 𝟓𝒙 + 𝟑 = 𝑎 (2 (3𝑥 2 − 1)) + 𝑏(𝑥) + 𝑐(1)

3𝑎𝑥 2 −𝑎
𝟕𝒙𝟐 + 𝟓𝒙 + 𝟑 = + 𝑏(𝑥) + 𝑐
2

3𝑎𝑥 2 𝑎
𝟕𝒙𝟐 + 𝟓𝒙 + 𝟑 = − + 𝑏(𝑥) + 𝑐
2 2

3𝑎𝑥 2 𝑎
𝟕𝒙𝟐 + 𝟓𝒙 + 𝟑 = 2
+ 𝑏(𝑥) + 𝑐 − 2

Equating the co-efficient of the like powers of x


3𝑎 14
2
= 7, 𝑎= 3
, 𝒂 = 𝟒. 𝟔𝟕

𝒃=𝟓
𝑎 𝑎 14 1 14 14 32
𝑐 − 2 = 3, 𝑐 = 3+2, but 𝑎 = 3
, 𝑐 = 3 + 2( 3 ), 𝑐 = 3 + 6
, 𝑐= 6
, 𝒄 = 𝟓. 𝟑𝟑

Putting the values of a, b, c, and d into equation (𝟏), we get

𝟕𝒙𝟐 + 𝟓𝒙 + 𝟑 = 𝟒. 𝟔𝟕 𝑷𝟐 (𝒙) + 𝟓 𝑷𝟏 (𝒙) + 𝟓. 𝟑𝟑 𝑷𝟎 (𝒙) or


𝟏𝟒 𝟑𝟐
𝟕𝒙𝟐 + 𝟓𝒙 + 𝟑 = 𝟑
𝑷𝟐 (𝒙) + 𝟓 𝑷𝟏 (𝒙) + 𝟔
𝑷𝟎 (𝒙)

Example 3

1. Express 𝑓(𝑥) = 4𝑥 3 + 6𝑥 2 + 7𝑥 + 2 in terms of Legendre polynomials?

Solution

The Legendre polynomials of the above function can be expressed as


4𝑥 3 + 6𝑥 2 + 7𝑥 + 2 = 𝑎 𝑃2 (𝑥) + 𝑏 𝑃1 (𝑥) + 𝑐 𝑃0 (𝑥) … … … … . [1]

But we know,

𝑃0 (𝑥) = 1,

𝑃1 (𝑥) = 𝑥,
1
𝑃2 (𝑥) = 2 (3𝑥 2 − 1) and

1
𝑃3 (𝑥) = (5𝑥 3 − 3𝑥)
2
Therefore, by substituting into equation [1], we get

1 1
4𝑥 3 + 6𝑥 2 + 7𝑥 + 2 = 𝑎 (2 (5𝑥 3 − 3𝑥)) + 𝑏 (2 (3𝑥 2 − 1)) + 𝑐(𝑥) + 𝑑(1)

5𝑥 3 −3𝑥 3𝑥 2 −1
4𝑥 3 + 6𝑥 2 + 7𝑥 + 2 = 𝑎 ( )+ 𝑏( )+ 𝑐(𝑥) + 𝑑
2 2

5𝑎𝑥 3 − 3𝑎𝑥 3𝑏𝑥 2 − 𝑏


4𝑥 3 + 6𝑥 2 + 7𝑥 + 2 = + + 𝑐(𝑥) + 𝑑
2 2

5𝑎𝑥 3 3𝑎𝑥 3𝑏𝑥 2 𝑏


4𝑥 3 + 6𝑥 2 + 7𝑥 + 2 = − + − + 𝑐(𝑥) + 𝑑
2 2 2 2

3 2
5𝑎𝑥 3 3𝑏𝑥 2 3𝑎 𝑏
4𝑥 + 6𝑥 + 7𝑥 + 2 = + + (− + 𝑐) 𝑥 − + 𝑑
2 2 2 2

Equating the co-efficient of the like powers of x

5𝑎 𝟖
= 4, 𝒂= , 𝒂 = 𝟏. 𝟔
2 𝟓
3𝑏 12
= 6, 𝑏= , 𝒃=𝟒
2 3
3𝑎 8 3 8 24 12
− + 𝑐 = 7, but 𝑎 = , − ( )+𝑐 =7, − + 𝑐 = 7, 𝑐 = 7 + ,
2 5 2 5 10 5
47 47
𝑐= , 𝑐= , 𝒄 = 𝟗. 𝟒
5 5
𝑏 4
− + 𝑑 = 2, but 𝑏 = 4, − + 𝑑 = 2, − 2 + 𝑑 = 2, 𝑑 = 2 + 2, 𝒅 = 𝟒
2 2

Putting the values of a, b, c, and d into equation (𝟏), we get


𝟖 𝟒𝟕
𝟒𝒙𝟑 + 𝟔𝒙𝟐 + 𝟕𝒙 + 𝟐 = 𝟓 𝑷𝟑 (𝒙) + 𝟒 𝑷𝟐 (𝒙) + 𝟓
𝑷𝟏 (𝒙) + 𝟒 𝑷𝟎 (𝒙) or

𝟒𝒙𝟑 + 𝟔𝒙𝟐 + 𝟕𝒙 + 𝟐 = 𝟏. 𝟔 𝑷𝟑 (𝒙) + 𝟒 𝑷𝟐 (𝒙) + 𝟗. 𝟒 𝑷𝟏 (𝒙) + 𝟔 𝑷𝟎 (𝒙)

Practice:

1. Express 𝑓(𝑥) = 7𝑥 4 + 5𝑥 3 + 3𝑥 2 + 2𝑥 + 2 in terms of Legendre polynomials?


𝟓𝟔
Ans: 𝟕𝒙𝟒 + 𝟓𝒙𝟑 + 𝟑𝒙𝟐 + 𝟐𝒙 + 𝟐 = 𝑷𝟒 (𝒙) + 𝟓𝑷𝟑 (𝒙) + 𝟔 𝑷𝟐 (𝒙) + 𝟓 𝑷𝟏 (𝒙) + 𝟓 𝑷𝟎 (𝒙)
𝟑𝟓

2. Express 𝑓(𝑥) = 3𝑥 2 + 4𝑥 + 3 in terms of Legendre polynomials?


Ans: 3𝑥 2 + 4𝑥 + 3 = 𝟐 𝑷𝟐 (𝒙) + 𝟒𝑷𝟏 (𝒙) + 𝟒 𝑷𝟎 (𝒙)
Laplace Transform
The Laplace transform of an expression 𝒇(𝒕) is denoted by 𝑳{𝒇(𝒕)} and it is defined by a semi-infinite integral as

𝑳{𝒇(𝒕)} = ∫ 𝒇(𝒕)𝒆−𝒔𝒕 𝒅𝒕
𝟎

The parameter S is assumed to be positive and large enough to ensure that the integral converges. In a more advanced
application S may be complex and in such cases the real part of S must be positive and large enough to ensure convergence.
In determining the transform of an expression, you will appreciate that the limits of the integral are substituted for t, so that
the result will be an expression in S.
Therefore,

𝑳{𝒇(𝒕)} = ∫ 𝒇(𝒕)𝒆−𝒔𝒕 𝒅𝒕 = 𝑭(𝒔)
𝟎

Note: the following important formulas that can be used to solve problems in Laplace transform
1
1. 𝐿{1} = 𝑠
𝑎𝑡 1
2. 𝐿{𝑒 } = 𝑠−𝑎
𝑠
3. 𝐿{Cos 𝑎𝑡} = 𝑠2 +𝑎2
𝑎
4. 𝐿{Sin 𝑎𝑡} = 𝑠2 +𝑎2
𝑎
5. 𝐿{Sinh 𝑎𝑡} = 𝑠2 −𝑎2
𝑠
6. 𝐿{Cosh 𝑎𝑡} = 𝑠2 −𝑎2

Example 1
𝟏
1. Show that the Laplace transform 𝒇(𝒕) = 𝟏 is given by 𝑳{𝟏} = ?
𝒔

Solution
From the definition of Laplace transform

𝑳{𝒇(𝒕)} = ∫ 𝒇(𝒕)𝒆−𝒔𝒕 𝒅𝒕
𝟎

But given, 𝒇(𝒕) = 𝟏. Then, the above equation becomes,



𝑳{𝟏} = ∫ 𝟏. 𝒆−𝒔𝒕 𝒅𝒕
𝟎

𝑳{𝟏} = ∫ 𝒆−𝒔𝒕 𝒅𝒕 … … … … … … … … . [𝟏]
𝟎

Using the method of integration by parts


Let 𝑥 = −𝑠𝑡
𝑑𝑥
= −𝑠
𝑑𝑡
𝑑𝑥
𝑑𝑡 = −
𝑠
Therefore,
𝑑𝑥
∫ 𝑒 −𝑠𝑡 𝑑𝑡 = ∫(𝑒 𝑥 ) −
𝑠
1
= − ∫(𝑒 𝑥 )𝑑𝑥
𝑠
1
= − [𝑒 𝑥 ]
𝑠
But we know, 𝒙 = −𝒔𝒕
𝟏
= − [𝒆−𝑠𝑡 ]
𝒔
Substituting into equation [1], we get
1
𝐿{1} = − [𝑒 −𝑠𝑡 ]|𝑡=∞
𝑡=0
𝑠

1 1
𝐿{1} = − 𝑠 [𝑒 𝑠𝑡 ] |𝑡=∞
𝑡=0

1 1 1
𝐿{1} = − [ ∞ − 0 ]
𝑠 𝑒 𝑒
1 1 1
𝐿{1} = − [ − ]
𝑠 ∞ 1
1
𝐿{1} = − [0 − 1]
𝑠
𝟏
𝑳{𝟏} =
𝒔
Example 2.
1. Find the Laplace transform of 𝑓(𝑡) = 𝑒 𝑎𝑡 ?
Solution
From the definition of Laplace transform

𝐿{𝑓(𝑡)} = ∫ 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡
0

But given, 𝒇(𝒕) = 𝑒 𝑎𝑡 . Then, the above equation becomes,



𝐿{𝑒 𝑎𝑡 } = ∫ 𝑒 𝑎𝑡 . 𝑒 −𝑠𝑡 𝑑𝑡
0

𝐿{𝑒 𝑎𝑡 } = ∫ 𝑒 (−𝑠+𝑎)𝑡 𝑑𝑡
0

𝐿{𝑒 𝑎𝑡 } = ∫ 𝑒 −(𝑠−𝑎)𝑡 𝑑𝑡 … … … … … … … … . . [1]
0

Using the method of integration by parts


Let 𝑥 = − − (𝑠 − 𝑎)𝑡
𝑑𝑥
= −(𝑠 − 𝑎)
𝑑𝑡
𝑑𝑥
𝑑𝑡 = −
(𝑠 − 𝑎)
Therefore,
𝑑𝑥
∫ 𝑒 −(𝑠−𝑎)𝑡 𝑑𝑡 = ∫(𝑒 𝑥 ). −
(𝑠 − 𝑎)
1
=− ∫(𝑒 𝑥 )𝑑𝑥
(𝑠 − 𝑎)
1
=− [𝑒 𝑥 ]
(𝑠 − 𝑎)
But we know, 𝑥 = −(𝑠 − 𝑎)𝑡
1
=− [𝑒 −(𝑠−𝑎)𝑡 ]
(𝑠 − 𝑎)
Substituting into equation [1], we get
1
𝐿{𝑒 𝑎𝑡 } = − (𝑠−𝑎) [𝑒 −(𝑠−𝑎)𝑡 ]|𝑡=∞
𝑡=0

1 1
𝐿{𝑒 𝑎𝑡 } = − (𝑠−𝑎) [𝑒 (𝑠−𝑎)𝑡 ] |𝑡=∞
𝑡=0

1 1 1
𝐿{𝑒 𝑎𝑡 } = − [ ∞ − 0]
(𝑠 − 𝑎) 𝑒 𝑒
1 1 1
𝐿{𝑒 𝑎𝑡 } = − [ − ]
(𝑠 − 𝑎) ∞ 1
1
𝐿{𝑒 𝑎𝑡 } = − [0 − 1]
(𝑠 − 𝑎)
𝟏
𝑳{𝒆𝒂𝒕 } =
(𝒔 − 𝒂)
Example 3
1. Find the Laplace transform of 𝑓(𝑡) = 𝑠𝑖𝑛𝑎𝑡 ?
Solution
First expressing 𝑠𝑖𝑛𝑎𝑡 in terms of Euler’s theorem

𝑒 𝑖𝑎𝑡 − 𝑒 −𝑖𝑎𝑡
𝐿{𝑠𝑖𝑛𝑎𝑡} = 𝐿 [ ]
2𝑖
1
𝐿{𝑠𝑖𝑛𝑎𝑡} = 𝐿[𝑒 𝑖𝑎𝑡 − 𝑒 −𝑖𝑎𝑡 ]
2𝑖
1
𝐿{𝑠𝑖𝑛𝑎𝑡} = [𝐿(𝑒 𝑖𝑎𝑡 ) − 𝐿(𝑒 −𝑖𝑎𝑡 )] … … … … … … … [1]
2𝑖
1 1
But 𝐿{𝑒 𝑖𝑎𝑡 } = 𝑠−𝑖𝑎 and 𝐿{𝑒 −𝑖𝑎𝑡 } = 𝑠+𝑖𝑎

Therefore, by substituting into equation [1], we get


1 1 1
𝐿{𝑠𝑖𝑛𝑎𝑡} = [ − ]
2𝑖 𝑠 − 𝑖𝑎 𝑠 + 𝑖𝑎
1 (𝑠 + 𝑖𝑎) − (𝑠 − 𝑖𝑎)
𝐿{𝑠𝑖𝑛𝑎𝑡} = [ ]
2𝑖 (𝑠 − 𝑖𝑎)(𝑠 + 𝑖𝑎)
1 2𝑖𝑎
𝐿{𝑠𝑖𝑛𝑎𝑡} = [ 2 ]
2𝑖 𝑠 + 𝑎2
𝒂
𝑳{𝒔𝒊𝒏𝒂𝒕} = 𝟐
𝒔 + 𝒂𝟐
Example 4.
1. Find the Laplace transform of 𝑓(𝑡) = cos 𝑎𝑡 ?
Solution
First expressing 𝑠𝑖𝑛𝑎𝑡 in terms of Euler’s theorem

𝑒 𝑖𝑎𝑡 + 𝑒 −𝑖𝑎𝑡
𝐿{cos 𝑎𝑡} = 𝐿 [ ]
2
1
𝐿{cos 𝑎𝑡} = 𝐿[𝑒 𝑖𝑎𝑡 + 𝑒 −𝑖𝑎𝑡 ]
2
1
𝐿{cos 𝑎𝑡} = [𝐿(𝑒 𝑖𝑎𝑡 ) + 𝐿(𝑒 −𝑖𝑎𝑡 )] … … … … … … … [1]
2
1 1
But 𝐿{𝑒 𝑖𝑎𝑡 } = 𝑠−𝑖𝑎 and 𝐿{𝑒 −𝑖𝑎𝑡 } = 𝑠+𝑖𝑎

Therefore, by substituting into equation [1], we get


1 1 1
𝐿{cos 𝑎𝑡} = [ + ]
2 𝑠 − 𝑖𝑎 𝑠 + 𝑖𝑎
1 (𝑠 + 𝑖𝑎) + (𝑠 − 𝑖𝑎)
𝐿{cos 𝑎𝑡} = [ ]
2 (𝑠 − 𝑖𝑎)(𝑠 + 𝑖𝑎)
1 2𝑠
𝐿{cos 𝑎𝑡} = [ 2 ]
2 𝑠 + 𝑎2
𝒔
𝑳{𝐜𝐨𝐬 𝒂𝒕} = 𝟐
𝒔 + 𝒂𝟐
Example 5.
1
− 𝜋
1. Show that the Laplace transform of 𝐿 {𝑡 2 } = √𝑠 ?

Solution
From the definition of Laplace transform given by
𝑛!
𝐿{𝑡 𝑛 } =
𝑆 𝑛+1

But we know, 𝑛! = Γ(𝑛 + 1)


Therefore, by substituting into the above equation, we get
Γ(𝑛+1)
𝐿{𝑡 𝑛 } =
𝑆 𝑛+1
1
Thus, at 𝑛 = − 2
1
1 Γ(− +1)
− 2
𝐿 {𝑡 } =2 1
− +1
𝑆 2
1
1 Γ( )
− 2
𝐿 {𝑡 } =2 1
𝑆2
1
1
But Γ ( ) = √𝜋 and 𝑆 = √𝑠 2
2
By substituting we get,
1
√𝜋
𝐿 {𝑡 −2 } =
√𝑠
1
𝜋
𝐿 {𝑡 −2 } = √
𝑠

Practice:
1. Find the Laplace transform of 𝑓(𝑡) = 𝑎 ?
𝒂
Ans: 𝑳{𝒂} = 𝒔
𝑠
2. Show that the Laplace transform of 𝐿{Cos 𝑎𝑡} = ?
𝑠2 +𝑎2

Laplace Inverse Transform.


Here, we have the reverse process, i.e. given a Laplace transform, we have to find the function of t to which it belongs. For
𝒂
example, we know that 𝑺𝟐+𝒂𝟐 is the Laplace transform of 𝑠𝑖𝑛 𝑎𝑡. so we can now write

𝒂
𝑳−𝟏 { 𝟐 } = 𝐬𝐢𝐧 𝒂𝒕
𝑺 + 𝒂𝟐
The symbol 𝑳−𝟏 indicates the inverse transform.

Rules of Solving Laplace Inverse of Partial Fractions

1. The numerator must be of lower degree than the denominator. This is usually the case in Laplace transforms. If it is
not, then we first divide out.
2. Factorize the denominator into its prime factors. These determine the shape of the partial fractions.
𝐴
3. A linear factor (𝑠 + 𝑎) gives a partial fraction , where A is a constant to be determined.
𝑠+𝑎
𝐴 𝐵
4. A repeated factor (𝑠 + 𝑎)2 gives (𝑠+𝑎) + (𝑠+𝑎)2
𝐴 𝐵 𝐶
5. Similarly (𝑠 + 𝑎)3 gives (𝑠+𝑎) + (𝑠+𝑎)2 + (𝑠+𝑎)3
𝑝𝑠+𝑄
6. A quadratic factor (𝑠 2 + 𝑝𝑠 + 𝑞) gives
𝑠2 +𝑝𝑠+𝑞
𝑠−19 𝐴 𝐵
7. The expression (𝑠+2)(𝑠−5) has partial fractions of the form (𝑠+2) + (𝑠−5)
3𝑠2 −4𝑠+11 𝐴 𝐵 𝐶
8. The expression (𝑠+3)(𝑠−2)2 has partial fractions of the form 𝑠+3 + (𝑠−2) + (𝑠−2)2

Example 1
𝟓𝒔+𝟏
1. Determine 𝑳−𝟏 { }?
𝑺𝟐 −𝑺−𝟏𝟐

Solution

First, we shall factorize the denominator


5𝑠 + 1 5𝑠 + 1
=
𝑆 2 − 𝑆 − 12 (𝑠 − 4)(𝑠 + 3)
Expressing the factorize form into partial fraction form
5𝑠 + 1 𝐴 𝐵
= + … … … … … … … … [1]
𝑆2 − 𝑆 − 12 (𝑠 − 4) (𝑠 + 3)
Multiply the L.H.S by 𝑺𝟐 − 𝑺 − 𝟏𝟐, we get

𝟓𝒔 + 𝟏 = 𝑨(𝒔 + 𝟑) + 𝑩(𝒔 − 𝟒)

Let, 𝑠 − 4 = 0, 𝑖. 𝑒. 𝑠 = 4 ∴ 5(4) + 1 = 𝐴(4 + 3) + 𝐵(4 − 4) ∴ 21 = 𝐴(7) + 𝐵(0) ∴ 𝑨 = 𝟑


Let, 𝑠 + 3 = 0, 𝑖. 𝑒. 𝑠 = −3 ∴ 5(−3 ) + 1 = 𝐴(−3 + 3) + 𝐵(−3 − 4) ∴ −14 = 𝐴(0) + 𝐵(−7) ∴ 𝑩 = 𝟐
Substituting the values of A and B into equation [𝟏], we get
5𝑠 + 1 3 2
= +
𝑆2 − 𝑆 − 12 (𝑠 − 4) (𝑠 + 3)
𝟓𝒔 + 𝟏
∴ 𝑳−𝟏 { } = 𝟑𝒆𝟒𝒕 + 𝟐𝒆−𝟑𝒕
𝑺𝟐 − 𝑺 − 𝟏𝟐

Example 2
𝟗𝒔−𝟖
1. Determine 𝑳−𝟏 { }?
𝑺𝟐 −𝟐𝑺

Solution

First, we shall factorize the denominator


9𝑠 − 8 9𝑠 − 8
2
=
𝑆 − 2𝑆 𝑠(𝑠 − 2)

Expressing the factorize form into partial fraction form

9𝑠 − 8 𝐴 𝐵
2
= + … … … … … … … … [𝟏]
𝑆 − 2𝑆 𝑆 (𝑠 − 2)

Multiply the L.H.S by 𝑺𝟐 − 𝟐𝑺, we get


9𝑠 − 8 = 𝐴(𝑠 − 2) + 𝐵(𝑠)

Let, 𝑠 = 0, ∴ 9(0) − 8 = 𝐴(0 − 2) + 𝐵(0) ∴ −8 = 𝐴(−2) ∴ 𝐴 = 4


Let, (𝑠 − 2) = 0, 𝑖. 𝑒. 𝑠 = 2 ∴ 9(2) − 8 = 𝐴(2 − 2) + 𝐵(2) ∴ 10 = 𝐴(0) + 𝐵(2) ∴ 𝐵 = 5
Substituting the values of A and B into equation [𝟏], we get

9𝑠 − 8 4 5
2
= +
𝑆 − 2𝑆 𝑆 (𝑠 − 2)

𝟗𝒔 − 𝟖
∴ 𝑳−𝟏 { 𝟐
} = 𝟒 + 𝟓𝒆𝟐𝒕
𝑺 − 𝟐𝑺

Assignment:

𝑠2 −15𝑠+41
1. Express 𝐹(𝑠) = in partial fractions and hence determine its inverse transform?
(𝑠+2)(𝑠−3)2
𝑠2 −15𝑠+41 𝐴 𝐵 𝐶
Ans: Partial Fraction Form: (𝑠+2)(𝑠−3)2 = (𝑠+2) + (𝑠−3) + (𝑠−3)2
𝑠2 −15𝑠+41
Ans: Laplace Inverse Transform: 𝑳−𝟏 {(𝑠+2)(𝑠−3)2 } = 3𝑒 −2𝑡 + 2𝑒 3𝑡 + 𝑡𝑒 3𝑡
Fourier Transform.
Fourier Transform for Periodic Signal.
The Fourier transform for a continuous time function 𝑥(𝑡) can be defined as

𝑭{𝒙(𝒕)} = 𝒙{𝝎} = ∫ 𝒙(𝒕) 𝒆−𝒋𝝎𝒕 𝒅𝒕
−∞

Example 1.
1. Find the Fourier transform of 𝑥(𝑡) = sin 𝜔0 𝑡 ?
Solution
From the definition of Fourier transform

𝐹{𝑥(𝑡)} = 𝑥{𝜔} = ∫ 𝑥(𝑡) 𝑒 −𝑗𝜔𝑡 𝑑𝑡
−∞

𝑥{𝜔} = ∫ sin 𝜔0 𝑡 𝑒 −𝑗𝜔𝑡 𝑑𝑡
−∞

But according to Euler’s theorem

𝑒 𝑗𝜔0 𝑡 − 𝑒 −𝑗𝜔0 𝑡
sin 𝜔0 𝑡 = [ ]
2𝑗

𝑒 𝑗𝜔0 𝑡 − 𝑒 −𝑗𝜔0 𝑡 −𝑗𝜔𝑡
𝑥{𝜔} = ∫ [ ]𝑒 𝑑𝑡
−∞ 2𝑗
1 ∞ 𝑗𝜔 𝑡 −𝑗𝜔𝑡
𝑥{𝜔} = ∫ (𝑒 0 𝑒 − 𝑒 −𝑗𝜔0 𝑡 𝑒 −𝑗𝜔𝑡 )𝑑𝑡
2𝑗 −∞
∞ ∞
1
𝑥{𝜔} = [∫ 𝑒 𝑗𝜔0 𝑡 𝑒 −𝑗𝜔𝑡 𝑑𝑡 − ∫ 𝑒 −𝑗𝜔0 𝑡 𝑒 −𝑗𝜔𝑡 𝑑𝑡] … … … … … … . [1]
2𝑗 −∞ −∞

But we know,

∫ 𝑒 𝑗𝜔0 𝑡 𝑒 −𝑗𝜔𝑡 𝑑𝑡 = 𝐹(𝑒 𝑗𝜔0 𝑡 )
−∞

∫ 𝑒 𝑗𝜔0 𝑡 𝑒 −𝑗𝜔𝑡 𝑑𝑡 = 𝐹(𝑒 −𝑗𝜔0 𝑡 )
−∞

Hence by substituting into equation [1], we get


1
𝑥{𝜔} = [𝐹(𝑒 𝑗𝜔0 𝑡 ) − 𝐹(𝑒 −𝑗𝜔0 𝑡 )] … … … … … … . [2]
2𝑗
But we know that for periodic signals,

𝐹(𝑒 𝑗𝜔0 𝑡 ) = 2𝜋𝜎(𝜔 − 𝜔0 ) and 𝐹(𝑒 −𝑗𝜔0 𝑡 ) = 2𝜋𝜎(𝜔 + 𝜔0 ) . Hence substituting into equation [2], we get
1
𝑥{𝜔} = [2𝜋𝜎(𝜔 − 𝜔0 ) − 2𝜋𝜎(𝜔 + 𝜔0 )]
2𝑗
𝝅
𝒙{𝝎} = [𝝈(𝝎 − 𝝎𝟎 ) − 𝝈(𝝎 + 𝝎𝟎 )]
𝒋
Example 2.
1. Find the Fourier transform of 𝑥(𝑡) = cos 𝜔0 𝑡 ?
Solution
From the definition of Fourier transform

𝐹{𝑥(𝑡)} = 𝑥{𝜔} = ∫ 𝑥(𝑡) 𝑒 −𝑗𝜔𝑡 𝑑𝑡
−∞

𝑥{𝜔} = ∫ cos 𝜔0 𝑡 𝑒 −𝑗𝜔𝑡 𝑑𝑡
−∞

But according to Euler’s theorem

𝑒 𝑗𝜔0 𝑡 + 𝑒 −𝑗𝜔0 𝑡
cos 𝜔0 𝑡 = [ ]
2

𝑒 𝑗𝜔0 𝑡 + 𝑒 −𝑗𝜔0 𝑡 −𝑗𝜔𝑡
𝑥{𝜔} = ∫ [ ]𝑒 𝑑𝑡
−∞ 2
1 ∞ 𝑗𝜔 𝑡 −𝑗𝜔𝑡
𝑥{𝜔} = ∫ (𝑒 0 𝑒 + 𝑒 −𝑗𝜔0 𝑡 𝑒 −𝑗𝜔𝑡 )𝑑𝑡
2 −∞

1 ∞ ∞
𝑥{𝜔} = [∫ 𝑒 𝑗𝜔0 𝑡 𝑒 −𝑗𝜔𝑡 𝑑𝑡 + ∫ 𝑒 −𝑗𝜔0 𝑡 𝑒 −𝑗𝜔𝑡 𝑑𝑡] … … … … … … . [1]
2 −∞ −∞

But we know,

∫ 𝑒 𝑗𝜔0 𝑡 𝑒 −𝑗𝜔𝑡 𝑑𝑡 = 𝐹(𝑒 𝑗𝜔0 𝑡 )
−∞

∫ 𝑒 𝑗𝜔0 𝑡 𝑒 −𝑗𝜔𝑡 𝑑𝑡 = 𝐹(𝑒 −𝑗𝜔0 𝑡 )
−∞

Hence by substituting into equation [1], we get


1
𝑥{𝜔} = [𝐹(𝑒 𝑗𝜔0 𝑡 ) + 𝐹(𝑒 −𝑗𝜔0 𝑡 )] … … … … … … . [2]
2
But we know that for periodic signals,

𝐹(𝑒 𝑗𝜔0 𝑡 ) = 2𝜋𝜎(𝜔 − 𝜔0 ) and 𝐹(𝑒 −𝑗𝜔0 𝑡 ) = 2𝜋𝜎(𝜔 + 𝜔0 ) . Hence substituting into equation [2], we get
1
𝑥{𝜔} = [2𝜋𝜎(𝜔 − 𝜔0 ) + 2𝜋𝜎(𝜔 + 𝜔0 )]
2
𝒙{𝝎} = 𝝅[𝝈(𝝎 − 𝝎𝟎 ) + 𝝈(𝝎 + 𝝎𝟎 )]

Fourier Transform for Unit Step Functions


As we know, The Fourier transform for a continuous time function 𝑥(𝑡) can be defined as

𝑭{𝒙(𝒕)} = 𝒙{𝝎} = ∫ 𝒙(𝒕) 𝒆−𝒋𝝎𝒕 𝒅𝒕
−∞

𝑎 𝑡<0
Suppose the function 𝑥(𝑡) = { , Then, the Fourier transform becomes,
𝑏 𝑡>0
𝟎 ∞
𝒙{𝝎} = ∫ 𝒂 𝒆−𝒋𝝎𝒕 𝒅𝒕 + ∫ 𝒃 𝒆−𝒋𝝎𝒕 𝒅𝒕
−∞ 𝟎
Example 1.
0 𝑡<0
1. Find the Fourier transform for the unit step function 𝑓(𝑡) = { −𝑡 ?
𝑒 𝑡>0
Solution
From the definition of Fourier transform

𝐹{𝑓(𝑡)} = 𝑓{𝜔} = ∫ 𝑓(𝑡) 𝑒 −𝑗𝜔𝑡 𝑑𝑡
−∞

0 𝑡<0
Since 𝑓(𝑡) = { −𝑡 , the above expression becomes
𝑒 𝑡>0
0 ∞
𝑓{𝜔} = ∫ 0 𝑒 −𝑗𝜔𝑡 𝑑𝑡 + ∫ 𝑒 −𝑡 . 𝑒 −𝑗𝜔𝑡 𝑑𝑡
−∞ 0

𝑓{𝜔} = 0 + ∫ 𝑒 −(1+𝑗𝜔)𝑡 𝑑𝑡
0

𝑓{𝜔} = ∫ 𝑒 −(1+𝑗𝜔)𝑡 𝑑𝑡 … … … … … … … . . [1]
0

Using the method of integration by substitution


let 𝑢 = −(1 + 𝑗𝜔)𝑡
𝑑𝑢 𝑑𝑢
= −(1 + 𝑗𝜔) ∴ 𝑑𝑡 = −
𝑑𝑡 −(1 + 𝑗𝜔)
Therefore,
𝑑𝑢 1 1 1
∫ 𝑒 −(1+𝜔)𝑡 𝑑𝑡 = ∫ 𝑒 𝑢 =− ∫ 𝑒 𝑢 𝑑𝑢 = − [𝑒 𝑢 ] = − [𝑒 −(1+𝑗𝜔)𝑡 ]
−(1 + 𝑗𝜔) (1 + 𝑗𝜔) (1 + 𝑗𝜔) (1 + 𝑗𝜔)
Substituting into equation [1], we get
1 𝑡=∞
𝑓{𝜔} = − [𝑒 −(1+𝑗𝜔)𝑡 ] |
(1 + 𝜔) 𝑡=0
1 1 1
𝑓{𝜔} = − [ ∞ − 0]
(1 + 𝑗𝜔) 𝑒 𝑒
1 1 1
𝑓{𝜔} = − [ − ]
(1 + 𝑗𝜔) ∞ 1
1
𝑓{𝜔} = − [0 − 1]
(1 + 𝑗𝜔)
1
𝑓{𝜔} = − [−1]
(1 + 𝑗𝜔)
𝟏
𝒇{𝝎} =
(𝟏 + 𝒋𝝎)

Example 2.
𝑎𝑡
1. Find the Fourier transform for the Unit step function 𝑓(𝑡) = 𝑒 −𝑎|𝑡| = { 𝑒−𝑎𝑡 𝑡<0 ?
𝑒 𝑡>0
Solution
From the definition of Fourier transform

𝐹{𝑓(𝑡)} = 𝑓{𝜔} = ∫ 𝑓(𝑡) 𝑒 −𝑗𝜔𝑡 𝑑𝑡
−∞
𝑎𝑡
Since 𝑓(𝑡) = 𝑒 −𝑎|𝑡| = { 𝑒−𝑎𝑡 𝑡 < 0 , the above expression becomes
𝑒 𝑡>0
0 ∞
𝑎𝑡 −𝑗𝜔𝑡
𝑓{𝜔} = ∫ 𝑒 𝑒 𝑑𝑡 + ∫ 𝑒 −𝑎𝑡 . 𝑒 −𝑗𝜔𝑡 𝑑𝑡
−∞ 0
0 ∞
𝑓{𝜔} = ∫ 𝑒 (𝑎−𝑗𝜔)𝑡 𝑑𝑡 + ∫ 𝑒 −(𝑎+𝑗𝜔)𝑡 𝑑𝑡 … … … … … … … . . [1]
−∞ 0

Using the method of integration by substitution, we get


1 𝑡=0 1 𝑡=∞
𝑓{𝜔} = [𝑒 (𝑎−𝑗𝜔)𝑡 ] | +− [𝑒 −(𝑎−𝑗𝜔)𝑡 ] |
(𝑎 − 𝑗𝜔) 𝑡 = −∞ (𝑎 + 𝑗𝜔) 𝑡=0
1 𝑡=0 1 1 𝑡=∞
𝑓{𝜔} = [𝑒 (𝑎−𝑗𝜔)𝑡 ] | − [ (𝑎−𝑗𝜔)𝑡 ] |
(𝑎 − 𝑗𝜔) 𝑡 = −∞ (𝑎 + 𝑗𝜔) 𝑒 𝑡=0
1 1 1 1
𝑓{𝜔} = [𝑒 (𝑎−𝑗𝜔)0 − 𝑒 (𝑎−𝑗𝜔)−∞ ] − [ (𝑎−𝑗𝜔)∞ − (𝑎−𝑗𝜔)0 ]
(𝑎 − 𝑗𝜔) (𝑎 + 𝑗𝜔) 𝑒 𝑒
1 1 1 1
𝑓{𝜔} = [𝑒 0 − 𝑒 −∞ ] − [ ∞ − 0]
(𝑎 − 𝑗𝜔) (𝑎 + 𝑗𝜔) 𝑒 𝑒
1 1 1 1 1
𝑓{𝜔} = [1 − ] − [ − ]
(𝑎 − 𝑗𝜔) ∝ (𝑎 + 𝑗𝜔) ∞ 1
1 1
𝑓{𝜔} = [1 − 0] − [0 − 1]
(𝑎 − 𝑗𝜔) (𝑎 + 𝑗𝜔)
1 1
𝑓{𝜔} = [1] − [−1]
(𝑎 − 𝑗𝜔) (𝑎 + 𝑗𝜔)
1 1
𝑓{𝜔} = +
(𝑎 − 𝑗𝜔) (𝑎 + 𝑗𝜔)
𝟐𝒂
𝒇{𝝎} =
𝒂𝟐 + 𝝎𝟐
Example 3.
1 𝑇 ≤ 𝑡≤𝑇
1. Find the Fourier transform for the Unit step function 𝑓(𝑡) = { ?
0 |𝑡| > 𝑇
Solution
Solution
From the definition of Fourier transform

𝐹{𝑓(𝑡)} = 𝑓{𝜔} = ∫ 𝑓(𝑡) 𝑒 −𝑗𝜔𝑡 𝑑𝑡
−∞

1 − 𝑇≤ 𝑡≤𝑇
Since 𝑓(𝑡) = { , the above expression becomes
0 |𝑡| > 𝑇
𝑇 ∞
𝑓{𝜔} = ∫ 1. 𝑒 −𝑗𝜔𝑡 𝑑𝑡 + ∫ 0. 𝑒 −𝑗𝜔𝑡 𝑑𝑡
−𝑇 𝑇
𝑇
𝑓{𝜔} = ∫ 𝑒 −𝑗𝜔𝑡 𝑑𝑡 + 0
−𝑇
𝑇
𝑓{𝜔} = ∫ 𝑒 −𝑗𝜔𝑡 𝑑𝑡
−𝑇

Using the method of integration by substitution, we get


1 −𝑗𝜔𝑡 𝑡 = 𝑇
𝑓{𝜔} = − [𝑒 ]|
𝑗𝜔 𝑡 = −𝑇
1 −𝑗𝜔(𝑇)
𝑓{𝜔} = − [𝑒 − 𝑒 −𝑗𝜔(−𝑇) ]
𝑗𝜔
1 −𝑗𝜔𝑇
𝑓{𝜔} = − [𝑒 − 𝑒 𝑗𝜔𝑇 ]
𝑗𝜔
1
𝑓{𝜔} = [−𝑒 −𝑗𝜔𝑇 + 𝑒 𝑗𝜔𝑇 ]
𝑗𝜔
1 𝑗𝜔𝑇
𝑓{𝜔} = [𝑒 − 𝑒 −𝑗𝜔𝑇 ] … … … … … … … … … … [1]
𝑗𝜔
But According Euler’s Theorem

𝑒 𝑗𝜔𝑇 − 𝑒 −𝑗𝜔𝑇
sin 𝜔𝑡 =
2𝑗

This implies, 𝑒 𝑗𝜔𝑇 − 𝑒 −𝑗𝜔𝑇 = 2𝑗 sin 𝜔𝑡


Thus, by substituting into equation [1], we get
1
𝑓{𝜔} = [2𝑗 sin 𝜔𝑡]
𝑗𝜔
𝟐
𝒇{𝝎} = 𝐬𝐢𝐧 𝝎𝒕
𝝎
Practice:
1 1− 𝑇 ≤ 𝑡 ≤1+𝑇
1. Find the Fourier transform of 𝑓(𝑡) = { ?
0 𝑡 < 1 − 𝑇 or 𝑡 > 1 + 𝑇
𝒆−𝒋𝝎 𝟐
Ans: − 𝒋𝝎
(𝒆𝒋𝝎𝑻 − 𝒆−𝒋𝝎𝑻 ) = (𝝎 𝐬𝐢𝐧 𝝎𝒕) 𝒆−𝒋𝝎

Assignment:
 Read and understand the concept of inverse Z-transform and solve some examples.
 Read and understand the concept of Fourier inverse transform and try to solve some task.

...........................................................THE END...................................................

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