1. hw 3
In the following exercises, you need to use Laplace transform. Let f(t) be a smooth 1 function on [0,∞) whose Laplace transformL(f)(s) exists on a domainDfors.Fors∈D, denote F(s) =L(f)(s),i.e.,
F(s) = Z ∞
0
e−stf(t)dt.
Let us denotef(k)(t) thek-th derivative off and setf(0)(t) =f(t).Suppose that
Nlim→∞f(k)(N)e−sN = 0, k≥0.
(1) For alln≥1,show that
L(f(n))(s) =snF(s)−X
k=0
sn−k−1f(k)(0) by induction.
(2) Solve fory=f(t) in the following initial value problem using Laplace transform and the table of Laplace transform.
(a) y0+ 3y= 0 withy(0) = 1.
(b) y00−3y0+ 2y= 0 withy(0) = 1 andy0(0) =−1.
(c) y00−2y0+y= 0 withy(0) = 3 andy0(0) = 2.
(d) y00+ 4y= 0 withy(0) = 2 andy0(0) =−1.
(3) LetF(s) = 3s+ 1 s3−s2+s−1.
(a) Find the partial fraction expansion ofF(s) : 3s+ 1
s3−s2+s−1 =A 1
s−1 +B s
s2+ 1+C 1 s2+ 1. (b) Solve forf(t) using the table of Laplace transform.
In the following exercises, you need to use Gamma function and Beta function.
(1) Using Beta function to compute Z ∞
0
e−x2dx.
(2) Find the following improper integrals.
(a) Z ∞
0
e−10tt2dt
(b) Z ∞
0
e−t2t10dt.
(3) Letn≥1.Supposex >0.Show that 1
Γ(x) Z ∞
0
tx−1 e−t−e−(n+1)t 1−e−t
! dt=
n
X
k=1
1 kx. (4) Suppose thatp, q >0.Show that
Z 1
−1
(1 +x)p−1(1−x)q−1dx= 2p+q−1B(p, q).
(5) Compute the following integrals.
(a) Z ∞
0
x3
(1 +x2)10dx.
1In other words,f(n)(t) exists and continuous on [0,∞) for alln≥1.
1
2
(b) Z 1
0
(1−x2)10x5dx.
(c) Z ∞
0
t10 (1 +t)100dt.
(d) Z 3
2
(t−2)5(t−3)10dt.
(e) Z π/2
0
sin8xdx.
(f) Z π/2
0
cos11xsin13xdx.