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Application of transforms to Initial Boundary Value Problems

(IBVP):
The solution of a IBVP consisting of a partial differential equation together with
boundary and initial conditions can be solved by the Fourier Transform method. If the
boundary conditions are of the Dirichlet type where the function value is prescribes on
the boundary, then the Fourier sine transform is used. If the boundary conditions are of
the Neumann type where the derivative of function is prescribed on boundary, then
Fourier cosine transform is applied. In either case, the PDE reduces to an ODE in Fourier
transform, which is solved. Then the inverse Fourier sine (or cosine) transform will give
the solution to the problem.
In one dimensional boundary value problems, the partial differential equation can
easily be transformed into an ordinary differential equation by applying a suitable
transform. The required solution is then obtained by solving this equation and inverting
by means of the complex inversion formula or by any other method. In two dimensional
problems, it is sometimes required to apply the transforms twice and the desired solution
is obtained by double inversion.
3 33 3
rd rd rd rd
Topic Topic Topic Topic
Fourier Transform Fourier Transform Fourier Transform Fourier Transform

Applications of Fourier transforms to Initial boundary
value problems:
Heat conduction
Vibrations of a string
Transmission lines
Prepared by:
Dr. Sunil
NIT Hamirpur (HP)
(Last updated on 24-10-2007)
Fourier Transform: Prepared by: Dr. Sunil, NIT Hamirpur (HP)
2
(i). If in a problem u(x, t)
x=0
is given then we use infinite sine transform to remove
2
2
x
u


from the differential equation.
In case ( ) [ ]
0 x
x / t , x u
=
is given then we employ infinite cosine transform to
remove
2
2
x
u

.
(ii). If in a problem u(0, t) and ) t , ( u l are given then we use finite sine transform to
remove
2
2
x
u

from the differential equation.


In case
0 x
2
2
x
u
=
|
|

\
|

and
l =
|
|

\
|

x
2
2
x
u
are given then we employ finite cosine transform
to remove
2
2
x
u

.
The method of solution is best explained through the following examples.

Laplace equation
Q.No.1.: Solve the Laplaces equation in the semi-infinite strip shown in Fig.






Sol.: To solve the Laplaces equation 0
y
u
x
u
2
2
2
2
=

, (i)
with the boundary conditions
u(0, y), for 0 < y < b (ii)
u(x, b) = 0 for < < x 0 (iii)
( )
ax
e 0 , x u

= with 0 a > (iv)
Region is : < < x 0 , 0 < y < b.
x-axis
y-axis
y = b
0
0
O(0,0)
f(x)=e
-ax
0 u
2
=
=0

Fourier Transform: Prepared by: Dr. Sunil, NIT Hamirpur (HP)
3
Applying Fourier sin transform of (i) on both sides, we get
0 sxdx sin
y
u
sxdx sin
x
u
2
2
0
2
2
0
=



. (v)
The first integral is simplified by successive integration by parts and gives
sxdx cos . s .
x
u
sx sin .
dx
du
sxdx sin
x
u
0
0
2
2
0



.
Assuming 0
x
u

as x
( )
(
(

dx sx sin . s . u sx cos . u s sxdx sin


x
u
0
0 2
2
0

using the boundary condition (ii), u(0, y) = 0 and assuming that u is bounded, i.e. 0 u
as x
sxdx sin u s sxdx sin
x
u
0
2
2
2
0


=

.
Put ( ) ( ) { } ( ) sxdx sin y , x u y , x u F y , s U
0
s

= =
Thus U s sxdx sin
x
u
2
2
2
0
=

. (vi)
Substituting (vi) in (v) and rewriting
( ) 0 sxdx sin y , x u
dy
d
U s
0
2
2
2
=
(
(


0
dy
U d
U s
2
2
2
= + . (vii)
Thus, Laplaces equation (i) has been reduced to an ordinary differential equation in y
(with s as a parameter).
Solution of (vii) is
( ) sy sinh B sy cosh A y , s U + = , (viii)
Fourier Transform: Prepared by: Dr. Sunil, NIT Hamirpur (HP)
4
when y = b, ( ) { } 0 } 0 { F b , x u F ) b , s ( U
s s
= = = , since from (iii), u(x, b) = 0. From (viii), at
y = b,
sb sinh B sb cosh A ) b , s ( U 0 + = = , (ix)
when y = 0, ( ) ( ) sxdx sin 0 , x u 0 , s U
0

= .
From (iv),
as
e ) 0 , x ( u

= so ( )
2 2
ax
0
s a
s
sxdx sin e 0 , s U
+
= =

. (x)
Putting y = 0 in (viii), we get ( ) 0 . B A 0 , s U
s a
s
2 2
+ = =

2 2
s a
s
A
+
= . (xi)
Substituting (xi) in (ix), we get sb coth
s a
s
B
2 2
+
= . (xii)
Thus, the solution (viii) becomes ( ) sy sinh sb coth
s a
s
sy cosh
s a
s
y , s U
2 2 2 2
+

+
= . (xiii)
Taking the inverse Fourier sine transform of (xii), we get
( ) ( ) { } y , s U F y , x u
1
s

= ( ) sxds sin sy sinh . sb coth sy cosh


s a
s 2
2 2
0

,
which is the required solution of this problem.
Q.No.2.: Solve the Laplaces equation 0
y
u
x
u
2
2
2
2
=

in square plate of length L with


the following conditions u(0, y) = u(L, y) = 0, u(x, 0) = 0, u(x, L) = f(x). Deduce
when
2
x ) x ( f = and = L .
Sol.: Since the boundary conditions are Dirichlet type (u prescribes), take finite Fourier
sine transform of Laplace equation on both sides
0 dx
L
x n
sin
y
u
dx
L
x n
sin
x
u
2
2
L
0
2
2
L
0
= |

\
|

+ |

\
|



Integrating by parts, we get
( ) 0
L
x n
sin y , x u
y
dx
L
x n
cos .
x
u
L
n
L
x n
n si .
x
u
L
0
2
2
L
0 0
=
|

\
|

+
|

\
|

\
|


Fourier Transform: Prepared by: Dr. Sunil, NIT Hamirpur (HP)
5
Put ( ) dx
L
x n
sin y , x u )} y , x ( u { F U
L
0
s
|

\
|
= =


= U(x, y)
Then 0
L
x n
sin ). y , x ( u
L
n
L
x n
cos ). y , x ( u
L
n
0
dy
U d
L
0
L
0
2
2
=
(
(

\
|
+

+


[ ]
0 U L
n
) y , 0 ( u ) 1 )( y , L ( u
L
n
dy
U d
2
2 2
n
2
2
=



Using the boundary condition u(L, y) = u(0, y) = 0.
0 U
dy
U d
2
2
2
= where
L
n
= (i)
The solution of 2
nd
order ordinary differential equation is
y . sinh b y . cosh A ) y , n ( U + = (ii)
Using the boundary condition u(x, 0) = 0
0 = U(n, 0) = A . 1 + B . 0 0 A = (iii)
Using u(x, L) = f(x).
)} x ( f { F )} L , x ( u { F ) L , n ( U
s s
= =
dx
L
x n
sin ) x ( f
L
0
|

\
|
=

(iv)
Substituting (iii), (iv) in (ii)
( ) L sinh . B L , n U =
( )
L sinh
L , n U
B

= (v)
Thus (ii) reduces
y sinh . B ) y , n ( U = (vi)
Where B and are given by(v) and (i).
Taking the inverse finite Fourier sine transform of (vi), we get
( ) { } ( )
L
x n
sin . y , n U
L
2
U F y , x u
1 n
1
s

= =

.
Fourier Transform: Prepared by: Dr. Sunil, NIT Hamirpur (HP)
6
( ) |

\
|
|

\
|
=

=
L
y n
sin .
L
y n
sin . B
L
2
y , x u
1 n
(vii)
When
2
x ) x ( f = and = L from (iv), we get
dx
L
x n
sin ) x ( f ) L , n ( U
L
0
|

\
|
=

nxdx sin x
2
0

\
|
+ + |

\
|
|

\
|
=
0
3 2
2
nx cos .
n
1
2 nx sin
n
1
. x 2
n
nx cos
. x
( )
( )
3
n
3
n 2
n
2
1
n
2
n
1
) L , n ( U +

= (viii)
Substituting (v), (viii) in (vii), we get
( )
(

\
|


=

=
3
2
3
n
1 n
n
2
n
2
) 1 (
n sinh
1 2
y , x u


One-dimensional Heat equation
Q.No.1.: Determine the distribution of temperature in the semi-infinite medium 0 x ,
when the end x = 0 is maintained at zero temperature and the initial distribution
of temperature is f(x).
Sol.: Let U(x, t) be the temperature at any point x and at any time t. We have to solve the
heat-flow equation
2
2
2
x
u
c
t
u

(x > 0, t > 0). (i)


Subject to the initial condition u(x 0) = f(x) (ii)
And the boundary condition u(0, t) = 0 (iii)
Taking Fourier sine transform of (i) and denoting ( ) [ ] t , x u F
s
by
s
u , we get
( ) [ ]
s
2 2 s
u s t , 0 su c
dt
u d
= 0 u s c
dt
u d
s
2 2 s
= = . (iv)
Also the Fourier sine transform of (ii) is ) s ( f u
s s
= at t = 0. (v)
Solving (iv) and using (v), we get
t s c
s s
2 2
e ) s ( f u

= .
Hence taking its inverse Fourier sine transform, we obtain
Fourier Transform: Prepared by: Dr. Sunil, NIT Hamirpur (HP)
7
( ) ( ) xsds sin e s f
2
t , x u
t s c
s
0
2 2

= .
Q.No.2.: Solve
2
2
x
u
2
t
u

, if u(0, t) = 0 , ( ) ( ) 0 x e 0 , x u
x
> =

, u(x, t) is bounded where
0 x > , t > 0.
Sol.: Given
2
2
x
u 2
t
u

, x > 0, t > 0 (i)


with boundary conditions : u(0, t) = 0, u(x, t) is bounded (ii)
and initial boundary condition ( ) ( ) 0 x e 0 , x u
x
> =

(iii)
Since u(0, t) is given, we take Fourier sine transform of both sides of (i), so that
pxdx sin
x
u
2 pxdx sin
t
u
2
2
0 0




Integrating by parts, we get
( )
(
(

=


pxdx cos p .
x
u
px sin
x
u
2 pxdx sin t , x u
dt
d
0
0
0

px cos
x
u
p 2
dt
u d
s

= , if 0
x
u

as x (where ( ) pxdx sin t , x u ) t , p ( u


0
s

= )
Again integrating by parts, we get
( ) ( ) ( )
(
(

dx px sin p t , x u px cos t , x u p 2
dt
u d
0
0
s
.
( ) ( )
(
(

+ =

pxdx sin t , x u p t , 0 u 0 p 2
0
( ) [ ] (ii) by x as 0 t , x u Q
( )
s
2
u p 2 t , 0 pu 2 =
s
2 s
u p 2
dt
u d
= .
Integrating, we get dt p 2 c log
u
u d
2
s
s

= t p 2 c log u log
2
s
=
( )
t p 2
s
2
ce t , p u

= . (iv)
Taking Fourier sine transform of both sides of (iii), we get
Fourier Transform: Prepared by: Dr. Sunil, NIT Hamirpur (HP)
8
( ) pxdx sin e pxdx sin 0 , x u
x
0 0



=
( ) ( )
2
0
2
x
s
p 1
p
px cos p px sin
p 1
e
0 , p u
+
=
+
=

. (v)
Putting t = 0 in (iv) and using (v), we obtain
( )
c
p 1
p
2
=
+
.
Thus (iv) becomes ( )
t p 2
2
s
2
e
p 1
p
t , p u

+
= .
Now taking inverse Fourier sine transform, we get
( ) pxdp sin
p 1
pe 2
t , x u
2
t p 2
0
2
+

. Ans.
Q.No.3.: Find the temperature distribution in semi-infinite bar with its end point and
lateral surface insulated and with initial temperature distribution in the bar is
prescribed by f(x). Deduce the solution when
ax
e ) x ( f

= .
Sol.: The problem is represented by the one-dimensional heat equation
2
2
2
t
u
c
t
u

,
for < < x 0 , t > 0
with boundary condition ( ) 0 t , 0 u
x
= (insulated)
and with initial condition u(x, 0) = f(x) (given) for < < x 0
Since the boundary condition is of the Neumann (derivative) type, apply Fourier cosine
transformation to the equation
sxdx cos
t
u
c sxdx cos
t
u
2
2
0
2
0



.
Integrating the RHS by parts, we get
(
(



dx
x
u
. sx sin s sx cos
x
u
c sxdx cos u
t
0
0
2
0
.
Fourier Transform: Prepared by: Dr. Sunil, NIT Hamirpur (HP)
9
Assuming 0
x
u

as x and using the boundary condition 0


x
u
0 x
=

=
, the first
term in RHS becomes zero.
Integrating by parts again, we obtain
sxdx cos . u
t
0

(
(

sxdx cos . us sx sin .. u s c


0
0
2
.
Assuming that u is bounded i. e. 0 u as x the first term in the RHS is zero.
Put ( ) ( ) { } ( ) sxdx cos . t , x u t , x u F s , t U
0
c

= = .
Then U c s U
dt
d
2 2
= .
Note that the result of Fourier transforming on x is to eliminate derivatives of x from the
heat equation, thus leaving an ordinary differential equation w.r.t. t.
Integrating by separation of variables, we get
( )
t s c
2 2
Ae t , s U

= .
At t = 0, U(s, 0) = A
Thus ( ) ( ) ( )dx sx cos . 0 , x u 0 , s U A
0

= = .
From the initial condition u(x, 0) = f(x).
Then ( ) ( )dx sx cos x f A
0

= .
Taking inverse Fourier cosine transform, we get
( ) { } { }
t s c 1
c
1
c
2 2
Ae F U F t , x u

= = ( )ds sx cos . Ae
2
t s c
0
2 2

= .
Special case: When ( )
ax
e x f

= then ( )
2 2
ax
0
b a
a
dx sx cos e A
+
= =

.
Thus, the solution in this case is ( )
)
`

+
=
t s c
2 2
1
c
2 2
e
b a
a
F t , x u
Fourier Transform: Prepared by: Dr. Sunil, NIT Hamirpur (HP)
10
( ) ( )ds sx cos . e .
b a
a 2
t , x u
t s c
2 2
0
2 2

=

.
Q.No.4.: Find the temperature distribution in a bar of length L, with its both ends and
lateral surface insulated when the initial temperature in the bar is f(x). Deduce
when
2
x ) x ( f = and L = 10.
Sol.: This problem is to solve the one-dimensional heat equation
2
2
2
x
u
c
t
u

for , with
boundary conditions ( ) 0 ) t , L ( u t , 0 u
x x
= = and with initial condition u(x, 0) = f(x). Since
the boundary conditions are of the Neumann type (derivative) apply finite Fourier cosine
transform to both sides of the equation.
dx
L
x n
cos
x
u
c dx
L
x n
cos .
t
u
2
2
L
0
2
L
0
|

\
|

= |

\
|


(i)
Put ( ) [ ] t , x u F U
c
= and use (ii)
( ) ( ) ( ) [ ] ) u ( F
L
n
t , 0 u t , L u 1
x
u
F
c
2
2 2
x x
n
2
2
c

=
)
`


The equation (i) reduces to
( ) ( ) [ ]
)
`


= |

\
|

) u ( F
L
n
t , 0 u 1 c ds
L
x n
cos . u
dt
d
c
2
2 2
s
n 2
L
0

U
L
n
c
dt
dU
2
2 2
2
|
|

\
|

= (iii)
Since the first term in the RHS is zero because of zero boundary conditions
( ) ( ) ( ) 0 t , 0 u t , L u
x x
= = . Here U = U(n, t).
Solving (iii), we get
( )
|
|

\
|

=
2
2 2 2
L
t c n
Ae t , n U (iv)
To determine the arbitrary constant A in (iv) use the initial condition.
Put t = 0 in (iv) this yields
( ) ( ) [ ] ( ) { } x f F 0 , x u F 0 , n U A
c c
= = =
Fourier Transform: Prepared by: Dr. Sunil, NIT Hamirpur (HP)
11
dx
L
x n
cos ). x ( f
L
0
|

\
|
=

(v)
2 2 2 2
L / t c n
L
0
e dx
L
x n
cos ). x ( f ) t , n ( U

(
(

\
|
=

(vi)
Taking inverse finite Fourier cosine transform
)} t , n ( U { F ) t , x ( u
1
c

= |

\
|
+ =

=
L
x n
cos ) n ( F
L
2
) 0 ( F
L
1
c
1 n
c

where dx ) x ( f ) 0 ( F
L
0
c

=
and ) t , n ( U )} t , x ( u { F ) n ( F
c c
= = given by (vi)
Thus ( )
2 2 2 2
L / t c n
L
0
1 n
L
0
e
L
x n
cos dx
L
x n
cos x f
L
2
dx ) x ( f
L
1
) t , x ( u

(
(

\
|
+ =

(vii)
when
2
x ) x ( f = and L = 10.
( )
3
1000
3
x
dx x 0 F
10
0
3
2
10
0
c
= = =


( ) { } dx
10
x n
cos . x 0 , x u F ) 0 , n ( U
2
10
0
c
|

\
|
= =



10
0
3 3
3
2 2
2
2
10
x n
sin
n
10
2
10
x n
cos
n
10
. x 2
10
x n
sin .
n
10
. x

|
|

\
|

+ |

\
|

|
|

\
|

\
|
|

\
|

=
( )
n
2 2
1
n
2000

= .
Thus
( )
( )
|

\
|

+ =

10
x n
cos . e
n
1 2000
.
10
2
3
100
) t , x ( u
100 / t c n
2
n
1 n
2
2 2 2
.
Q.No.5.: If the initial temperature of an infinite bar is given by
( )

>
<
=
a x for 0
a x for
x
0
.
Then determine the temperature at any point a and at any instant t.
Sol.: To determine ) t , x ( at any point at any time, we have to solve the equation
Fourier Transform: Prepared by: Dr. Sunil, NIT Hamirpur (HP)
12
2
2
2
x
c
t


=


(t > 0) . (i)
subject to the initial condition ( )

>
<
=
a x for 0
a x for
0 , x
0
. (ii)
Taking Fourier transform of (i) and denoting ( ) [ ] t , x F by , we find
=

2 2
s c
dt
d
. (iii)
Also, the Fourier transform of (ii) is
( ) ( )
s
as sin
2
is
e e
dx e dx e 0 , x 0 , s
0
isa isa
0
isx
0
a
a
isx
=

= = =



. (iv)
Solving (iii) and using (iv), we get
t s c 0
2 2
e
s
as sin 2

= .
Hence, taking its inverse Fourier transform, we get
( ) dx e e
s
as sin 2
2
1
t , x
isx t s c 0
2 2

( )ds xs sin t xs cos e


s
as sin
t s c 0
2 2


xsds cos e
s
as sin 2
t s c
0
0
2 2

= [Second integral vanishes as its integrand is an odd function]



( ) ( )
ds
s
s x a sin s x a sin
e
t s c
0
0
2 2
+ +



( ) ( )
v
dv
t c
v x a
sin
t c
v x a
sin e
2
v
0
0
)
`


+
+

(where t s c v
2 2 2
= )

( ) ( )
)
`


+
+
=
t c 2
x a
erf
t c 2
x a
erf
2
0
. Ans.
Q.No.6.: A bar of length a is at zero temperature. At t = 0, the end x = a is suddenly
raised to temperature u
0
and the end x = 0 is insulated. Find the temperature bat
any point x of the bar at any time t > 0, assuming that the surface of the bar is
insulated.
Sol.: Here we have to solve the differential equation
Fourier Transform: Prepared by: Dr. Sunil, NIT Hamirpur (HP)
13
2
2
2
x
u
c
t
u

. (0 < x < a, t > 0) (i)


Subject to the conditions u(x, 0) = 0 (ii)
u
x
(0, t) = 0 (iii)
and u(a, t) = u
0
. (iv)
The Laplace transform of (i), if ( ) [ ] ) s , x ( u t , x u L = , is
2
2
2
dx
u d
c ) 0 , x ( u u s = .
Using (ii), we get 0 u
c
s
dx
u d
2 2
2
= . (v)
Similarly, the Laplace transforms of (iii) and (iv) are
( ) 0 s , 0 u
s
= , (vi)
( )
s
u
s , a u
0
= . (vii)
Solving (v), we get
c / s x
2
c / s x
1
e C e C u

+ = .
Using (vi), we find
2 1
C C = so that
( ) c / sx cosh C 2 e e C u
1
c / sx c / sx
1
|

\
|
+ =

.
Now using (iii), we get
( )
( ) c / sx cosh s
c / sx cosh u
u
0
= .
By the inversion formula (iii), we get
) t , x ( u = sum of the residues of
( )
( ) c / sa cosh s
c / ax cos u . e
0
st
at all poles which occur at s = 0
And ( ) 0 c / sa cosh = i.e. at s = 0, i
2
1
n c / sa |

\
|
= , ,...... 2 , 1 , 0 n =
at s = 0, ( )
( )
,...... 2 , 1 , 0
a 4
c 1 n 2
s s
2
2 2 2
n
=

= =
Now
( )
( )
0
st
0
0 s
0 s
u
c / sa cosh s
c / ax cosh e u
. s Lt ) Res ( =

=

Fourier Transform: Prepared by: Dr. Sunil, NIT Hamirpur (HP)
14
( )
( )
( )
)

=
c / sa cosh s
c / ax cosh e u
s s Lt u ) Res (
st
0
n
s s
0 0 s
n


)
`

)
`


=

s
c / sx cosh e
Lt .
c / sa cosh
s s
Lt u
st
s s
n
s s
0
n n

(

form
0
0


( )( )
( )
)
`

=

s
c / sx cosh e
Lt
c / s 2 / a . c / sa sinh
1
Lt u
st
s s s s
0
n n


( )
( )
( )
( )
a 2
x 1 n 2
cos e
1 n 2
1 u 4 2 2 2 2
a 4 / t c 1 n 2
n
0

=


Thus we get
( )
( )
( )
a 2
x 1 n 2
cos e
1 n 2
1 u 4
u ) t , x ( u
2 2 2 2
a 4 / t c 1 n 2
n
1 n
0
0

+ =

.

Vibrations of a string
Q.No.1.: An infinite string is initially at and that the initial displacement is f(x),
( ) < < x . Determine the displacement y(x, t) of the string.
Sol.: The equation for the vibration of the string is
2
2
2
2
2
x
y
c
t
y

. (i)
And the initial conditions are 0
t
y
0 t
= |

\
|

=
, y(x, 0) = f(x). (ii)
Multiplying (i) by
isx
e and integrating w.r.t. x from to , we get
( ) Y s c
t
Y
2 2
2
2
=

provided y and 0
x
y

as x .
A solution of 0 Y s c
dt
Y d
2 2
2
2
= + is cst sin A cst cos A Y
2 1
+ = . (iii)
Also, Fourier transforms of (ii) are
0
t
y
=

and Y = F(s) when t = 0.


Applying these to (iii), we get A
2
= 0 and A
1
= F(s).
Thus cst cos ) s ( F Y = .
Now taking inverse Fourier transforms, we get
Fourier Transform: Prepared by: Dr. Sunil, NIT Hamirpur (HP)
15
dx e . cst cos ) s ( F
2
1
) t , x ( y
ist

= dx e .
2
e e
) s ( F
2
1
isx
icst icst



( ) ( )
[ ]ds e ) s ( F e ) s ( F
4
1
ct x is ct x is +

[ ] ) ct x ( f ) ct x ( f
2
1
+ + = .
Q.No.2.: An infinitely long string having one end at x = 0, is initially at rest along the x-
axis. The end x = 0 is given a transverse displacement f(t), t > 0. Find the
displacement of any point of the string at any time.
Sol.: Let y(x, t) be the transverse displacement of any point x of the string at any time t.
Then we have to solve the wave equation
2
2
2
2
2
x
y
c
t
y

(x > 0, t > 0). (i)


Subject to the conditions y(x, 0) = 0, y
t
(x, 0) = 0, y(0, t) = f(t) and the displacement
y(x, t) is bounded
The Laplace transform of (i), writing [ ] ) s , x ( y ) t , x ( y L = is
( )
2
2
2 2
dx
y d
c
t
0 , x y
) 0 , x ( sy y s =

.
Using the first two conditions, we get
y
c
s
dx
y d
2
2
2
(

= . (ii)
Similarly the Laplace transform of the 3
rd
and 4
th
conditions are
( ) ) s ( f s , 0 y = at x = 0 (iii)
and ) s , x ( y is bounded (iv)
Solving (ii), we get ( )
c / sx
2
c / sx
1
e C e C s , x y

+ = .
To satisfy condition (iv), we must have C
1
= 0.
Using the condition (iii), we get ) s ( f C
2
= .
c / sx
e ) s ( f ) s , x ( y

= .
Using the complex inversion formula, we get
( )
) c / x t ( f ds ) s ( f e
i 2
1
y
s c / c t
i a
i a
=

=

+

.
Fourier Transform: Prepared by: Dr. Sunil, NIT Hamirpur (HP)
16
Q.No.3.: A tightly stretched flexible string has its ends fixed at x = 0 and l = x . At time
t = 0, the string is given a shape defined by ( ) ( ) x x x F = l , where is a
constant and then released. Find the displacement of any point of the string at
any time t > 0.
Sol.: Then we have to solve the wave equation
2
2
2
2
2
x
y
c
t
y

(x > 0, t > 0)
Subject to the conditions y(0, t) = 0, ( ) 0 t , y = l
And ( ) ( ), x x 0 , x y = l ( ) 0 0 , x y
t
=
Now taking Laplace transform, writing [ ] ) s , x ( y ) t , x ( y L = is
( )
2
2
2 2
dx
y d
c
t
0 , x y
) 0 , x ( sy y s =

, (i)
where 0 ) s , 0 ( y = , ( ) 0 s , y = l (ii)
(i) reduces to
( )
2
2
2
2
c
x sx
y
c
s
dx
y d
=
(

=
l
.
Its solution is
( )
3
2
2 1
s
c 2
s
x x
) c / sx sinh( c ) c / sx cosh( c ) s , x ) y


+ + =
l
.
Applying the conditions (ii), we get
2 2
1
s / c 2 c = and
( )
( )
( ) c 2 / s tanh
s
c 2
c / s sinh
c / s cosh 1
s
c 2
c
3
2
3
2
2

)
`


=
l
l

Thus
( ) { }
( )
( )
3
2
3
2
s
c 2
s
x x
c 2 / s cosh
c 2 / x 2 s cosh
s
c 2
) s , x ( y


+
(


=
l
l
l

Now using the inverse formula
) t , x ( u = sum of the residues of
{ }
( )
(

c 2 / s cosh s
c 2 / ) x 2 ( s cosh
e c 2
3
st 2
l
l
at all poles which occur at
( )
2 2
t c x x + l
sum of the residues of
{ }
( )
(

c 2 / s cosh s
c 2 / ) x 2 ( s cosh
e c 2
3
st 2
l
l
at all poles
Fourier Transform: Prepared by: Dr. Sunil, NIT Hamirpur (HP)
17
(
(

\
|
|

\
|
+ =
2 2
2 2
c 2 c 2
x 2
t c
l l


( )
( )
( ) ( )
(
(

)
`


)
`

\
|

=
l l
l l ct ) 1 n 2 (
a cos
2
x 2 1 n 2
cos
1 n 2
1
c 2
c 32
3
n
1 n
2
3
2

( )
( )
( ) ( )
(
(

+ =

=
l l
l
l
ct 1 n 2
cos
x 1 n 2
sin
1 n 2
1 8
x x t c
3
1 n
3
2
2 2

Hence ( )
( )
( ) ( )
(
(

=
l l
l ct 1 n 2
cos
x 1 n 2
sin
1 n 2
1 8
t , x y
3
1 n
3
2


Transmission lines
Q.No.1.: A semi-infinite transmission line of negligible inductance and leakance per
unit length has its voltage and current equal to zero. A constant voltage v
0

is
applied at the sending end (x = 0). Find the voltage and current at any point(x
> 0) and at any instant.
Sol.: Let v(x, t) and i(x, t) be the voltage and current at any point x and at any time t. If L
= 0 and G = 0, then the transmission line equation becomes
Ri
x
v
=

,
t
v
C
x
i

i.e.
t
v
RC
x
v
2
2

. (i)
The boundary conditions are v(0, t) = v
0
and i(x, t) is finite for all x and t.
The initial conditions are v(x, 0) = 0, i(x, 0) = 0. (ii)
Laplace transform of (i) are
( ) 0 v s RC
dx
v d
2
2
= 0 v RCs
dx
v d
2
2
= = . (iii)
Laplace transforms of the conditions in (ii) are
( )
s
v
s , 0 v
0
= at x = 0 (iv)
and ( ) s , x v remains finite as x . (v)
The solution of (iii) is
( )
RCsx
2
RCsx
1
e C e C s , x v

+ = .
To satisfy condition (v), we must have C
1
= 0.
Fourier Transform: Prepared by: Dr. Sunil, NIT Hamirpur (HP)
18
Using the condition (iv), we get
s
v
C
0
2
= .
Thus
x RCs 0
e
s
v
) s , x ( v

= .
Using the inversion formula, we get
|
|

\
|
=

t 2
RC
x erfe v
s
e
L v ) t , x ( v
0
s . x RC
1
0
( )
du e u
2
RC x
v
u 4 / RCx 2 / 3
t
0
0
2

=
since
x
v
R
1
i

= , we obtain by differentiation,
( ) t 4 / RCx 2 / 3 0
2
e t
R
C
2
x v
) t , x ( i

= .
Q.No.2.: A transmission line of length l has negligible inductance and leakance. A
constant voltage v
0
is applied at the sending end (x = 0) and is open circuited at
the far end. Assuming the initial voltage and current to be zero, determine the
voltage and current.
Sol.: For transmission line with L = G = 0, the voltage v and current i are given by the
equations
t
v
RC
x
v
2
2

and 0 Ri
x
v
= +

. (i)
The boundary conditions are (for t > 0)
0
v v = at x = 0 and 0
x
v
i =

= at l = x . (ii)
The initial condition is v = 0 at t = 0 (x > 0)
Laplace transforms of (i) and (ii) are
( ) 0 v s RC
x
v
2
2
=

. (iii)
And s / v v
0
= at x = 0, 0
x
v
=

at l = x . (iv)
The solution of (iii) is ( ) ( )x RCs sinh c x RCs cosh c v
2 1
+ =
Applying conditions (iv), it gives
1 0
c s / v = , ( ) ( )l l RCs cosh c RCs sinh c 0
2 1
+ =
Fourier Transform: Prepared by: Dr. Sunil, NIT Hamirpur (HP)
19
( )
( )
( )
( )
(
(

= x RCs sinh
RCs cosh
RCs sinh
s RCs cosh
s
v
v
0
l
l


s p cosh s
s pq cosh v
0
= where ( )l RC p = and ( ) l l / x q =
By the inversion formula, we get
V(x, t) = sum of the residues of ( ) v e
st
at all poles of v e
st
. (v)
These poles are at s = 0 and ( ) ipk 2 / 1 n 2 i s p = = .
Now ( )
0
0
st
0 s
0 s
st
v
s p cosh s
s pq cosh v se
Lt v e Res =

=

and
( )
( )

+
=

=
s p cosh s
s pq cosh v e k s
Lt v e Res
0
st 2
0 s
k s
st
2
( )
2 / 1
2 st
0
k s
ps
2
1
. s p sinh s s p cosh
(....) k s s pq cosh e . v
Lt
2


+
+ +
=

( )
( ) ( )
( )
pk sin pk
pqk cos e v 2
ipk sinh ipk 2 / 1 0
0 ipqk cosh e v
t k
0
t k
0
2 2

=
+
+
=

.
Adding up all the residues, (iv) gives
( )
( )
( ) [ ]
( ) ( ) [ ] l l 2 / x 1 n 2 cos e
1 n 2
1 v 4
v t , x v
2 2 2
RCt 4 / t 1 n 2
n
1 n
0
0

+ =



( ) ( ) ( ) ( )
( ) (
(
(

=
= = =
2 2 2 2
n
RC 4 / 1 n 2 k
, / x 1 n 2
2
1
pqk , 1 pk sin , 2 / 1 n 2 pk
l
l l Q

Also
x
v
R
1
i

= .
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Fourier Transform: Prepared by: Dr. Sunil, NIT Hamirpur (HP)
20
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Laplace equation
Q.No.1.: Find the steady state temperature distribution u(x, y) in an infinite metal plate
covering the first quadrant with the edge along the y-axis held at 0
o
and the
edge along the axis held at

>
< <
=
1 x 0,
1 x 0 , 100
) 0 , x ( u .
Hint: Use FST to solve Laplaces equation.
Ans.: sxds sin e
s
s cos 1 200
) y , x ( u
sy
0


or
(

|
|

\
|

|
|

\
| +

|
|

\
|

=
y
1 x
tan arc
2
1
y
1 x
tan arc
2
1
y
x
tan arc
200
) y , x ( u .
Q.No.2.: Solve 0 u u
yy xx
= + in the upper half plane when the temperature along the
x-axis u(x, 0) = f(x). Deduce
(a) when u(x, 0) = 1 If 1 x < ,
(b) ( )

>
< <
<
=
1 x 0,
1 x 1 , u
1 x , u 2
0 , x u
0
0

Ans.: ( )
( )
ds
y s x
) s ( yf 1
y , x u
2 2
+


known as the Poisson integral formula for half-plane
y > 0 or Schwarz integral formula.
a. ( )
(

|
|

\
| +
+
|
|

\
|

=

y
1 x
tan
y
x 1
tan
1
y , x u
1 1

b. ( )
(

|
|

\
|
+
|
|

\
| +

=

y
x 1
tan
y
x 1
tan
u
y , x u
1 1 0
.
Fourier Transform: Prepared by: Dr. Sunil, NIT Hamirpur (HP)
21
Q.No.3.: Solve the Laplaces equation 0
y
u
x
u
2
2
2
2
=

in square metal plate of side


with ( )
0
u , x u = , u(0, y) = 0, ( ) 0 y , u = , u(x, 0) = 0. Assume u(x, y) is
bounded.
Ans.:
( ) ( ) ( )
( ) ( ) ( ) + +
+ +

=
s 1 n 2 sinh . 1 n 2
x 1 n 2 sin y 1 n 2 sinh u 4
) y , x ( u
0 n
0
.

One dimensional heat equation
Q.No.1.: Find the temperature distribution u(x, t) in a semi-infinite metal bar with the
end x = 0 at zero temperature and initial temperature distribution f(x).
Deduce when
x
e ) x ( f

= .
Ans.: ( ) ( ) sxds sin e 0 , s U
2
t , x u
t s c
0
2 2

= , where
( ) ( ) ( ) sxdx sin . x f sxdx sin . 0 , x u 0 , s U
0 0


= =
When
x
e ) x ( f

= : ( )
2
s 1
s
0 , s U
+
= ; sxds sin
s 1
se 2
) t , x ( u
2
t p c
0
2 2
+


Q.No.2.:Find the temperature u(x, t) in a semi-finite bar with =

x
u
when x = 0 and
with initial temperature 0. Assume that 0
x
u

as x and is bounded.
Ans.: ( ) ( ) sxds cos e 1
s
2
t , x u
t c s
2
0
2 2

.
Q.No.3.: Solve
2
2
2
x
u
c
t
u

, x > 0, t > 0 with 0


x
u
0 x
=

=
and
( )

>

=
1 x 0,
1 x 0 , x
0 , x u .
Ans.: ( ) sxds cos e 1 s cos
s
1
s
s sin 2
) t , x ( u
t c s
2
0
2 2

.
Fourier Transform: Prepared by: Dr. Sunil, NIT Hamirpur (HP)
22
Q.No.4.: Solve
2
2
2
x
u
c
t
u

, x > 0, t > 0 with 0 ) 0 , x ( u = , x > 0 and ( )


0
u t , 0 u =
for t > 0.
Ans.:
(
(

sxds sin .
s
e 2
1 u ) t , x ( u
t c s
0
0
2 2
.
Q.No.5.: Solve the one-dimensional heat equation
2
2
2
x
u
c
t
u

with:
( ) ( ) x 2 0 , x u , 0 t , 4 u ) t , 0 ( u = = =
Ans.:
( )
4
x n
sin . e
n
1 32
4
2
) t , 0 ( u
16 / t c n
1 n
1 n
x
2 2 2

=

+

.
Q.No.6.: Solve the one-dimensional heat equation
2
2
2
x
u
c
t
u

with:
( ) ( ) x 2 0 , x u , 0 t , 6 u ) t , 0 ( u
x
= = =
Ans.:
( )
6
x n
cos . e
1 1 2
6 ) t , x ( u
36 / t c n
2
n
1 n
2
2 2 2

+ =

.
Q.No.7.: Using the suitable transform, solve the differential equation
t
V
x
V
2
2


0 t , x 0 , where V(0, t) = 0 ( ) t , V = and V(s, t) = V
0
constant.
Ans.: ( )
0
2
nx sin t n 0
1 n
e n cos 1
n
V

.
Q.No.8.: Use the complex form of the Fourier transform to show that

( )
( ) { }du ut / ) u x ( e u f
xt 2
1
V =



is the boundary value problem

2
2
x
V
t
V

, < < x , t > 0; V = f(x) when t = 0.


Ans.:
Q.No.9.: A semi-infinite solid (x > 0) is initially at temperature zero. At time t = 0, a
constant temperature 0
0
> is applied and maintained at the face x = 0. Show
Fourier Transform: Prepared by: Dr. Sunil, NIT Hamirpur (HP)
23
that the temperature at any point x and at any time t, is given by
( ) ( ) t c 2 / x erfc t , x
0
= .
Ans.:
Q.No.10.: A solid is initially at constant temperature
0
, while the ends x = 0 and x = a
are maintained at temperature zero. Determine the temperature at any point of
the solid at any later time t > 0.
Ans.:

Vibrating string
Q.No.1.: An infinite string is initially at rest and has an initial transverse displacement
y(x, 0) = f(x), < < x . Show that the displacement y(x, t) of the string is
[ ] ct x ( f ) ct x ( f
2
1
) t , x ( y + + = .
Q.No.2.: Find the displacement y(x,t) of a string of length governed by the wave
equation
2
2 2
2
2
x
y c
t
y

with one end fixed ( ) 0 t , y = , initially at rest y(x, 0)


= 0, with initial displacement ( ) wt sin a t , 0 u = .
Ans.:
( )
( ) nct sin nx sin c n w
awc 2
c
w
ec cos
c
x
w sin . wt sin a ) t , x ( y
1
2 2 2
1 n

=
|

\
|

+ |

\
|
=

.
Q.No.3.: An infinite string is initially at rest along the x-axis. Its one end which is at x =
0, is given a periodic transverse displacement t sin a
0
, t > 0. Show that the
displacement of any point of the string at any time is given by

( )

<
>
=
x/c t 0,
x/c t , c / x t sin a
) t , x ( y
0

Where c is the wave velocity.
Ans.:
( )
( )
( ) ( )
)

+
|
|

\
|
=

=
kt 2
x n
erf
kt 2
x n
erf 1
kt 2
x
erf ) t , x (
n
1 n
0 0
l l
.
Q.No.6.: A. infinite string has an initial transverse displacement y(x, 0) = f(x),
< < x , and is initially at rest. Show that [ ] ) ct x ( f ) ct x ( f
2
1
) t , x ( y + + =
Fourier Transform: Prepared by: Dr. Sunil, NIT Hamirpur (HP)
24
Transmission lines
Q.No.7.: A semi-infinite transmission line has negligible inductance and leakance per
unit length. A voltage v applied at the sending end (x = 0) which is given by
( )

>
< <
=
t 0,
t 0 , v
t , 0 v
0

Show that the voltage at any point x > 0 at any time t > 0 is given by
( )
(

= t / RC
2
x
erfc v ) t , x ( v
0
.


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