Page 343 - Schaum's Outline of Theory and Problems of Advanced Calculus
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334                            IMPROPER INTEGRALS                         [CHAP. 12


                                                                n
                                                      n
                     12.77. (a)If lfFðxÞg ¼ f ðsÞ,prove that lfx FðxÞg ¼ ð 1Þ f  ðnÞ ðsÞ,giving suitable restrictions on FðxÞ.
                                                         2
                                                        s   1
                          (b) Evaluate lfx cos xg.  Ans:      ; s > 0
                                                         2   2
                                                    ðbÞ
                                                       ðs þ 1Þ
                                                             1
                                                   1
                                     1
                     12.78. Prove that l ff ðsÞþ gðsÞg ¼ l f f ðsÞg þ l fgðsÞg, stating any restrictions.
                     12.79. Solve using Laplace transforms, the following differential equations subject to the given conditions.
                          (a) Y ðxÞþ 3Y ðxÞþ 2YðxÞ¼ 0; Yð0Þ¼ 3; Y ð0Þ¼ 0
                                      0
                               00
                                                            0
                          (b) Y ðxÞ  Y ðxÞ¼ x; Yð0Þ¼ 2; Y ð0Þ¼ 3
                                                     0
                                     0
                               00
                          (c) Y ðxÞþ 2Y ðxÞþ 2YðxÞ¼ 4; Yð0Þ¼ 0; Y ð0Þ¼ 0
                                                            0
                                      0
                               00
                                                                     2
                                                                x
                                                                   1
                          Ans. ðaÞ YðxÞ¼ 6e  x    3e  2x ;  ðbÞ YðxÞ¼ 4   2e   x   x;   x
                                                                   2       ðcÞ YðxÞ¼ 1   e ðsin x þ cos xÞ
                     12.80. Prove that lfFðxÞg exists if FðxÞ is piecewise continuous in every finite interval ½0; bŠ where b > 0 and if FðxÞ
                          is of exponential order as x !1, i.e., there exists a constant   such that je   x FðxÞj < P (a constant) for all
                          x > b.
                     12.81. If f ðsÞ¼ lfFðxÞg and gðsÞ¼ lfGðxÞg,prove that f ðsÞgðsÞ¼ lfHðxÞg where
                                                              x
                                                             ð
                                                               FðuÞGðx   uÞ du
                                                       HðxÞ¼
                                                              0
                          is called the convolution of F and G,written F G.


                                                  ð M         ð M
                           Hint: Write f ðsÞgðsÞ¼ lim  e  su FðuÞ du  e  sv GðvÞ dv
                                             M!1  0            0
                                                  M  M
                                                 ð  ð
                                           ¼ lim      e  sðuþvÞ FðuÞ GðvÞ du dv and then let u þ v ¼ t:
                                             M!1  0  0
                                        1
                     12.82. (a)Find l  1       :  ðbÞ Solve Y ðxÞþ YðxÞ¼ RðxÞ; Yð0Þ¼ Y ð0Þ¼ 0.
                                                                            0
                                                       00
                                       2   2
                                     ðs þ 1Þ
                                                           x
                                                          ð
                                                            YðuÞ sinðx   uÞ du.  [Hint: Use Problem 12.81.]
                          (c) Solve the integral equation YðxÞ¼ x þ
                                                          0
                                                          x
                                                         ð
                                                                                      3
                          Ans.(a)  1  ðsin x   x cos xÞ;   RðuÞ sinðx   uÞ du;  ðcÞ YðxÞ¼ x þ x =6
                                  2             ðbÞ YðxÞ¼
                                                          0
                     12.83. Let f ðxÞ; gðxÞ, and g ðxÞ be continuous in every finite interval a @ x @ b and suppose that g ðxÞ @ 0.
                                          0
                                                                                                 0
                                             ð x
                                               f ðxÞ dx is bounded for all x A a and lim gðxÞ¼ 0.
                          Suppose also that hðxÞ¼
                                              a                           x!0
                                     ð              ð
                                      1              1
                          (a)Prove that  f ðxÞ gðxÞ dx ¼   g ðxÞ hðxÞ dx.
                                                       0
                                      a             a
                          (b)Prove that the integral on the right, and hence the integral on the left, is convergent. The result is that
                                                              ð
                                                               1
                             under the give conditions on f ðxÞ and gðxÞ,  f ðxÞ gðxÞ dx converges and is sometimes called Abel’s
                             integral test.                    a
                                                ð b
                           Hint: For (a), consider lim  f ðxÞ gðxÞ dx after replacing f ðxÞ by h ðxÞ and integrating by parts. For (b),
                                                                           0
                                            b!1 a

                                                              b
                                                             ð
                                                               g ðxÞ hðxÞ dx  @ HfgðaÞ  gðbÞg; and then let b !1.
                                                                0
                          first prove that if jhðxÞj < H (a constant), then
                                                                a
                                                       ð              ð
                                                        1  sin x       1
                                                                            p
                     12.84. Use Problem 12.83 to prove that  (a)  dx and  (b)  sin x dx; p > 1, converge.
                                                       0  x            0
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