MA6351

MA6351-TRANSFORMS AND PARTIAL
DIFFERENTIAL EQUATIONS
SUBJECT NOTES
Department of Mathematics
FATIMA MICHAEL
COLLEGE OF ENGINEERING &
TECHNOLOGY
MADURAI – 625 020, Tamilnadu, India
DIFFERENTIATION &INTEGRATION FORMULAE
0 Function Differentiation
y f ( x) dy
dx
1 xn nx n 1
2 log x 1
x
3 sin x cos x
4 cos x sin x
5 e ax a ex
6 C (constant) 0
7 tan x sec2 x
8 sec x sec x tan x
9 cot x cos ec 2 x
10 cos ecx cos ecx cot x

11 x 1
2x
12 sin 1 x 1
1 x2
13 cos 1 x 1
1 x2
14 tan 1 x 1
1 x2
15 sec 1 x 1
x x2 1
16 cos ec 1 x 1
x x2 1
17 cot 1 x 1
1 x2
18 ax a x log a
2Page
Department of Mathematics – FMCET – MADURAI
dudv
v u
dy dudv udy
19. If y uv , then dx v u 20. If y , then dxdx
dxdx vdx 2v
3Page
n
xn 1
1. x dx n1
x x ax
e ax ax
e ax
2. e dx e, e dx a &e dx a
cos ax
3. sin xdx cos x & sin axdx a
sin ax
4. cos xdx sin x & cos axdx a
5. tan xdx log sec x log cos x
6. sec 2 xdx tan x
dx x1
7. dx tan 1
x2 a2 aa
dx x a1
8. dx log
x2 a2 x a2a
dx 1 x
9. dx sin a
a2 x2
dx 1 x
10. dx sinh a
a2 x2
dx 1 x
11. dx cosh a
x2 a2
2 2 x2 2
a2x
12. a x dx a x sin 1
2 2a
2 2 x2 2
a2x
13. a x dx a x sinh 1
2 2a
2 2 x2 a2x
14. x a dx x a2 cosh 1
2 2a
dx
15. x log x
4Page
2 xdx Department of Mathematics – FMCET – MADURAI
16. x2 a2 log x 2 a2
17. log xdx x log x x
3
2 ax
18. a x dx 3
3
2 ax
19. a x dx 3
1
20. dx 2 x
x
ax
eax
21. e cos bxdx a cos bx b sin bx
a 2 b2
ax
eax
22. e sin bxdx a sin bx b cos bx
a 2 b2
23. udv uv u´v1 u´´v2 u´´´v3........
a a
24. f ( x)dx 2 f ( x)dx when f(x) is even

a 0
25. f ( x)dx 0 when f(x) is odd

a
ax a
26. e cos bxdx a 2 b2
0
ax b
27. e sin bxdx a 2 b2
0
TRIGNOMETRY FORMULA
1. sin 2 A 2sin A cos A
2.cos 2 A cos 2 A sin 2 A

1 2sin 2 A
2 cos 2 A 1
5Page
1 cos 2 x1 cos 2 x
3. cos 2 x
& sin 2 x
22
4. sin( A B) sin A cos B cos A sin B
sin( A B ) sin A cos B cos A sin B
cos( A B ) cos A cos B sin A sin B
cos( A B ) cos A cos B sin A sin B
1
5.sin A cos B sin( A B ) sin( A B)
2
1
cos A sin B sin( A B ) sin( A B)
2
1
cos A cos B cos( A B ) cos( A B )
2
1
sin A sin B cos( A B) cos( A B)
2
1
6. sin 3 A
3sin A sin 3 A
4
1
cos3 A3cos A cos 3 A
4
AA
7.sin A 2sincos
22
AA
cos A cos 2sin 2
22
AA
1 2sin 21 cos A 2sin 2
22
LOGRATHEMIC FORMULA
6Page
log mn log m log n
m
log n log m log n
log m n n log m
log a 1 0
log a 0
log a a 1
elog x x
UNIT - 1
PARTIAL DIFFRENTIAL EQUATIONS
PARTIAL DIFFERENTIAL EQUTIONS
Notations
2 2 2
z z z z z
x p y q r xy s t
x2 y2
Formation PDE by Eliminating arbitrary functions
Suppose we are given f(u,v) = 0
Then it can be written as u = g(v) or v = g(u)
LAGRANGE’S LINEAR EQUATION

(Method of Multipliers)
General form
Pp + Qq = R
Subsidiary Equation
dx dy dz
P Q R
7Page
dx dy dz x my nz
P Q R P mQ nR
Where ( , m ,n) are the Lagrangian Multipliers
Choose , m, n such that P + mQ + nR = 0
Then dx + m dy + n dz = 0
On Integration we get a solution u = a
Similarly, We can find another solution v = a for another multiplier
The solution is (u, v) = 0
TYPE –2 (Clairut’s form)
General form
Z = px + qy + f(p,q)
(1)
Complete integral
Put p = a & q = b in (1), We get (2) Which is the Complete integral
Singular Integral
Diff (2) Partially w.r.t a We get (3)
Diff (2) Partially w.r.t b We get (4)
Using (3) & (4) Find a & b and sub in (2) we get Singular Integral
REDUCIBLE FORM
F(xm p ,ynq) = 0 (1) (or)

F( zkp, zkq)=0
F( xmp, ynq, z)=0 (1)
If m 1& n 1 then If k 1 then Z = zk+1

X = x1-m & Y = y1-n Q
zk q
xm p = P(1-m) & yn q = Q(1-n) k1
Using the above in (1)we get Using the above in (1) We get
F(P,Q) = 0 (or) F(P,Q,z) = 0 F(P,Q) = 0
8Page
If m=1 & n=1 then If k =-1 then Z = log z
X= logx & Y= logy
p q
xp = P & yq = Q z P& z Q
Using the above in (1) we get

Using the above in (1)
F(P,Q) (or) F(P, Q, z) = 0 we get
F(P,Q) = 0
9Page
STANDARD TYPES
TYPE –1 TYPE –3(a) TYPE –3(b) TYPE –3(c) TYPE –4
General form General form General form

General form General form F(y,p,q) = 0 F(z,p,q) = 0 F(x,y,p,q) = 0
F(p,q) = 0 (1) F(x,p,q) = 0 (1) (1) (1) (1)
Complete Complete Complete
Complete Complete
Integral Integral Integral
Integral Integral
Put p = a and q =
b in (1) Put q = a in (1) Put p = a in (1) Put q = ap in (1) (1) Can be written
Find b in terms Then, find p and Then, find q and Then, find p and as,
of a sub in sub in dz = p dx sub in f(x,p) =f(y,q) = a
Then sub b in dz = p dx + q dy + q dy dz = p dx + q dy Then, find p and q
z = ax + by + c Integrating , Integrating , Integrating, sub in
we get (2) We get (2) We get (2) We get (2) which dz = p dx + qD y
which is the which is the which is the is the Integrating,
Complete Complete Complete Complete We get (2) which
Integral integral integral integral is the
Complete integral
Singular Integral
Diff (2) partially
Singular Singular Singular Singular w.r.t cWe get,0
Integral Integral Integral Integral =1 (absurd
Diff (2) partially Diff (2) partially Diff (2) partially Diff (2) partially
w.r.t cWe get,0 w.r.t cWe get,0 w.r.t cWe get,0 w.r.t cWe get,0
=1 (absurdThere =1 (absurdThere =1 (absurdThere =1 (absurdThere
is no Singular is no Singular is no Singular is no Singular
There is no
Integral Integral Integral Integral
Singular Integral
General General General General

Integral Integral Integral Integral General Integral
Put c = (a) in Put c = (a) in Put c = (a) in Put c = (a) in Put c = (a) in
(2)We get (2)We get (2)We get (3) (2)We get (2)We get (3)
(3)Diff (3) (3)Diff (3) (3)Diff (3)
partially w.r.t partially w.r.t partially w.r.t
Diff (3) partially Diff (3) partially
aWe get aWe get aWe get
w.r.t aWe get (4) w.r.t aWe get
(4)Eliminating a (4)Eliminating a (4)Eliminating a
(4)Eliminating a
from (3) and (4) rom (3) and (4) from (3) and (4)
from (3) and (4)
we get General we get General Eliminating a we get General
we get General
Integral Integral from (3) and (4) Integral
Integral
we get General
Integral
10
Page
HOMOGENEOUS LINEAR EQUATION
General form
3
(aD3 bD2 D cDD 2 dD ) z f ( x, y) (1)
To Find Complementary Function

Auxiliary Equation
Put D = m & D = 1 in (1)
Solving we get the roots m1 , m2 , m3
Case (1)
If the roots are distinct then
C.F. = ( y m1 x) ( y m2 x) ( y m3 x)
1 2 3
Case (2)
If the roots are same then
C.F. = ( y mx) x 2 ( y mx ) x 2 3 ( y mx )
1
Case (3)
If the two roots are same and one is distinct, then
C.F = ( y mx) x 2 ( y mx) ( y m 3 x)

1 3
PI = 1
Function F ( x, y )
1F ( D, D )
F(x,y) = eax+by Put D = a & D1 = b
F(x,y)= sin(ax+by)(or)
2
Put D2 (a2 ), DD (ab) & D (b2 )
Cos (ax+by)
1
PI= F ( D, D ) xr y s
F(x,y) = xr ys
Expand and operating D & D on xr ys
F(x,y) = eax+by f(x,y) Put D = D+a & D = D +b
11
Page
Particular Integral
F(x,y)=ex+y cosh(x+y) F(x ,y)= 1 2x e2 y

e
2
F(x,y)=ex+y sinh(x+y) F(x, y) = 1 2x 2 y

ee
2
1
F(x,y)=sin x cos y F ( x, y) sin( x y ) sin( x y )
2
1
F(x,y)= cos x sin y F ( x, y ) sin( x y ) sin( x y )
2
1
F(x,y)= cos x cos y F ( x, y) co s( x y) co s( x y)
2
1
F(x,y)= sin x sin y F ( x, y ) cos( x y) cos( x y)
2
Note:
D represents differentiation with respect to ‘x ‘

D represents differentiation with respect to ‘y ‘
1
D represents integration with respect to ‘x ‘
1
D represents integration with respect to ‘y ‘
12
Page
PARTIAL DIFFRENTIAL EQUATIONS
1. Eliminate the arbitrary constants a & b from

z = (x2 + a)(y2 + b)
Answer:
z = (x2 + a)(y2 + b)
Diff partially w.r.to x & y here z z

p &q y
x
p = 2x(y2 + b) ; q = (x2 + a) 2y
(y2 + b) = p/2x ; (x2 + a) = q/2y
z = (p/2x)(q/2y)
4xyz = pq
2. Form the PDE by eliminating the arbitrary function from z = f(xy)
Answer:
z = f(xy)
Diff partially w.r.to x & y here z z

p &q y
x
p = f ( xy ). y q = f ( xy).x
p/q = y/x px – qy = 0
3. Form the PDE by eliminating the constants a and b from z = axn + byn
Answer:
z = axn + byn
Diff. w .r. t. x and y here z z

p &q y
x
p = naxn-1 ; q = nbyn-1
13
Page
p q
a nx n 1
;b ny n 1
q
pn yn
z x ny n 1
n1
nx
nz px qy
4. Eliminate the arbitrary function f from z

xy and form the PDE
f z
Answer:
xy
z f z
Diff. w .r. t. and y here z z

p &q y
x
xyz xp
p f .y
zz2
xyz yq
q f .x
zz2
p yz xp
q . yq
xz
pxz pqxy qyz pqxy
px qy 0
5. Find the complete integral of p + q =pq

Answer:
Put p = a, q = b
p + q =pq a+b=ab
a a
b – ab = -a b 1a a1
The complete integral is z= ax+ a

a1
y +c 14
Page
6. Find the solution of p q1
Answer:
z = ax+by+c ----(1) is the required solution
given p q 1 -----(2)
put p=a, q = b in (2)
a b 1 b1 a b (1 a )2
z ax (1 a )2 y c
7. Find the General solution of p tanx + q tany = tanz.
Answer:
dx dy dz
tan x tan y tan z
cot x dx cot y dy cot z dz
take cot x dx cot y dy cot y dy cot zdz
log sin x log sin y log c1 log sin y log sin z log c2
sin x sin y
c1 sin y c2 sin z
sin x sin y
, 0
sin y sin z
8. Eliminate the arbitrary function f from z f x2 y 2 and form the PDE.
Answer:
z f x2 y 2
p f x2 y 2 2x ; q f x2 y 2 ( 2 y)
p 2x
q 2y py qx 0
9. Find the equation of the plane whose centre lie on the z-axis
Answer:
General form of the sphere equation is 15
Page
2
x2 y2 zc r2 (1)
Where ‘r’ is a constant. From (1)

2x+2(z-c) p=0 (2)
2y +2(z-c) q = 0 (3)
From (2) and (3)
x y
p q
That is py -qx =0 which is a required PDE.
10. Eliminate the arbitrary constants z ax by a 2 b2 and form the PDE.

Answer:
z ax by a 2 b2
p a; q b
z px qy p2 q2
11. Find the singular integral of z px qy pq

Answer:
The complete solution is z ax by ab
z z
a 0 x b ; b 0 y a
y
b x ; a
z ( y) x ( x) y ( y. x)
xy xy xy
xy
xy z 0
12. Find the general solution of px+qy=z

Answer:
dx dy dz
The auxiliary equation is x y z 16
Page
dx dy
From Integrating we get log x = log y + log c
x y
x
on simplifying
y c1 .
dy dz y
yz c2
z
xy
Therefore
, 0 is general solution.
yz
13. Find the general solution of px2+qy2=z2

Answer:
dx dy dz
The auxiliary equation is
x2 y2 z2
dx dy 1 1
From x2 y2 Integrating we get
y x c1
dy dz 1 1
Also
y2 z2 Integrating we get
z y c2
Therefore 1 11 1 is general solution.

y , y 0
xz
14. Solve D2 2DD 3D 2 z 0

Answer:
Auxiliary equation is m 2 2m 3 0
m3m1 0
m 1, m 3
The solution is z f1 y x f2 y 3x
17
Page
15. Solve D2 4DD 3D 2 z ex y
Answer:
Auxiliary equation is
m 2 4m 3 0
m3m1 0
m 1, m 3
The CF is CF f1 y x f2 y 3x
1 Put D 1 Denominator =0.
PI ex y
1, D
D2 4 DD 3D 2
x y
PI ex
2D 4D
xe x y
2
Z=CF + PI
xe x y
z f1 y x f2 y 3x 2
16. Solve. D2 3DD 4D 2 z ex y
Answer:
m2 3m 4 0
m4m1 0
C.F is = f1(y + 4x) + f2(y - x)
1 y 1 y 1x y
PI ex
D2 3DD 4D 2 ex e
134 6
17. Find P.I D2 4DD 4D 2 z e2 x y
Answer:
1 y
PI e2 x
D
2 4 DD 4D
2
Put D 2, D 1
1 1 2x y
e2 x y
PI 2
e2 x y
2
e 16
D 2D 22
18
Page
18. Find P.I D2 DD 6D 2 z x2 y
Answer:
1
PI x2 y
D 2
6D
D2 1
D2
D
1D
x2 y
1
D2D
1 x3 x4 y x5
x2 y 3 12 60
2D
2 2
19. Find P.I z z
2 xy sin x y
x
Answer:
1
PI Put D 2Sin x y
1, DD (1)( 1) 1
D 2 DD
Sin x y1
Sin x y
21 1
20. Solve D3 3DD 2D 3 Z 0

Answer:
m3 3m 2 0
m 1 m2 m 2 0
m1m2m1 0
m 1,1 m 2
The Solution is CF f1 y x x f2 y x f3 y 2x
FOR PRACTICE:
x2 y2 z2
1. Eliminating arbitrary constants 2 b2 c2 1
a
2
2. Solve z
2
sin y
x
3. Find the complete the solution of p. d .e p 2 q 2 4 pq 0
4. Form p.d.e eliminating arbitrary function from z2

x
xy , 2 19
Page
5. Find the singular soln of z px qy p2 q2 1
1. (i) Solve x2 y z p y2 z x q z2 x y
(ii) Solve x z 2 y 2 p y x2 z2 q z y2 x2
z z
2. (i) Solve mz ny x nx lz y ly mx
(ii) Solve 3z 4 y p 4x 2z q 2 y 3x
3. (i) Solve x2 y2 z 2 p 2 xyq 2 xz
(ii) Solve y 2 z2 x2 p 2 xyq 2 zx 0
4. (i) Solve y zp zxq xy
(ii) Solve y zp zxq xy
2y
5. Solve D2 3DD 2D 2 e3 x sin(3x 2 y)
2 2
z z
6. Solve
xy cos x cos 2 y
x2
7. Solve D2 DD 6D 2 z y cos x
y
8. Solve D2 DD 30D 2 z xy e6 x
9. Solve D2 6DD 5D 2 z e x sinh y xy
y
10. Solve D2 4DD 4D 2 z e2 x
y
11. Solve D3 D2 D DD 2 D 3 z e2 x cos( x y)
12. Solve (i) z px qy 1 p2 q2
(ii) z px qy p 2q 2
13. Solve z 2 1 p 2 q2
20
Page
14. Solve z 2 ( p 2 x 2 q2 ) 1
15. Solve (i) z ( p 2 q2 ) x2 y2
(ii) z 2 ( p 2 q2 ) x2 y2
UNIT - 2
FOURIER SERIES
a0
f ( x) 2 an cos nx bn sin nx
n1
(0,2 ) (- , )
Even (or) Half range Odd (or) Half range Neither even nor odd
Fourier co sine series Fourier sine series
21
Page

2
1 2 a0 0 1
a0 f ( x)dx a0 f ( x)dx a0 f ( x)dx
0 0
2
1 2 an 0 1
an f ( x) cos nxdx an f ( x) cos nxdx an f ( x) cos nxdx
0 0
2
1 bn=0 2 1
bn f ( x)s innxdx bn f ( x)s innxdx bn f ( x)s innxdx
0 0
a0 n xn x
f ( x) 2 an cos bn sin
n1

(0,2 ) ( -, )
Even (or) Half range Odd (or) Half range Neither even nor odd
Fourier cosine series Fourier sine series
 
1
2
2 a0 0 1
a0 f ( x)dx a0 f ( x)dx a0 f ( x)dx
 
0 
0
 
1
2
nx 2n x an 0 1 nx
an f ( x) cosdx an f ( x) cosdx an f ( x) cos dx
 
0 
 0 
2  
1 nx bn=0 2n x 1 nx
bn f ( x)s indx bn f ( x)s indx bn f ( x)s in dx
 
0 
 0 
Even and odd function:
Even function:
f(-x)=f(x)
eg : cosx,x2 , , x , sin x , cos x are even functions
Odd function: 22
Page
f(-x)=-f(x)
eg : sinx,x3 ,sinhx, tanx are odd functions
For deduction
In the interval (0,2 ) if x = 0 or x = 2 then
f (0) f (2 )
f(0) = f(2 ) =
2
In the interval (0,2 ) if x = 0 or x = 2 then
f (0) f (2)
f(0) = f(2 ) =
2
In the interval (- , ) if x = - or x = then
f( ) f( )
f(- ) = f( ) =
2
In the interval (- , ) if x = - or x = then
f ( ) f ()
f(- ) = f( ) = 2
HARMONIC ANALYSIS
a0
f(x)=
+ a1 cosx +b1sinx + a2cos2x + b2sin2x ……… for form
2
y y cos x y cos 2 x y sin x y sin 2 x

a0 2 a1 2 , a2 2 b1 2 , b2 2
n n n n n
a0xx2 x2 x
f(x)=
+ a1 cos+b1 sin+ a2 cos+ b2 sin………( form)
2
23
Page
y x x 2x
a0 2 y cos 2x y sin y sin
n  y cos , 
a1 2 a2 2 b1 2 b2 2
n  n n
n
1. Define R.M.S value.
If let f(x) be a function defined in the interval (a, b), then the R.M.S value of
b
1 2
f(x) is defined by y f ( x) dx
b aa
2. State Parseval’s Theorem.
Let f(x) be periodic function with period 2l defined in the interval (c, c+2l).
c 2l 2
1 ao2 12an bn2
2l f ( x) dx 2n1
c Where ao , an & bn are Fourier constants
4
3. Define periodic function with example.
If a function f(x) satisfies the condition that f(x + T) = f(x), then we say f(x) is a periodic
function with the period T.

Example:-
i) Sinx, cosx are periodic function with period 2
ii) tanx is are periodic function with period
4. State Dirichlets condition.
(i) f(x) is single valued periodic and well defined except possibly at a
Finite number of points.

(ii) f (x) has at most a finite number of finite discontinuous and no infinite
Discontinuous.
(iii) f (x) has at most a finite number of maxima and minima.
24
5. State Euler’s formula. Page

Answer:
In (c, c 2l )
ao
fx 2 an cos nx bn sin nx
c 2l
1
where ao f ( x )dx
c
c 2l
1
an f ( x ) cos nxdx
c
c 2l
1
bn f ( x ) sin nxdx
c
6. Write Fourier constant formula for f(x) in the interval (0, 2 )
Answer:
2
1
ao f ( x)dx
0
2
1
an f ( x) cos nxdx
0
2
1
bn f ( x) sin nxdx
0
7. In the Fourier expansion of
2x
1 , x0
f(x) = in (-π , π ), find the value of bn
2x
1 ,0 x
Since f(-x)=f(x) then f(x) is an even function. Hence bn = 0

8. If f(x) = x3 in –π < x < π, find the constant term of its Fourier series.
Answer:
Given f(x) = x3 f(-x) = (- x)3= - x3 = - f(x)
Hence f(x) is an odd function

The required constant term of the Fourier series = ao = 0
25
Page
9. What are the constant term a0 and the coefficient of cosnx in the Fourier
Expansion f(x) = x – x3 in –π < x < π
Answer:
Given f(x) = x – x3 f(-x) = -x - (- x)3= - [x - x3] = - f(x)
Hence f(x) is an odd function
The required constant term of the Fourier series = a 0 = 0
10. Find the value of a0 for f(x) = 1+x+x2 in ( 0 ,2 )
Answer:
2
1
ao f ( x)dx
0
2 2
1 1 x2 x3
(1 x x 2 )dx x 2 3
0 0
2 3 2
1 4 8 8
2 22
2 3 3
11. (i)Find bn in the expansion of x2 as a Fourier series in ( ,)

(ii)Find bn in the expansion of xsinx a Fourier series in ( ,)
Answer:
(i) Given f(x) = x2 f(-x) = x2 = f(x)
Hence f(x) is an even function
In the Fourier series bn = 0
(ii) Given f(x) = xsinx f(-x) = (-x)sin(-x) = xsinx = f(x)
In the Fourier series bn = 0
26
Page
x 0 x l/2
12. Obtain the sine series for f x
l x l/2 xl
x 0 x l/2
Given f x
l x l/2 xl
Answer:
x 0 x l/2
Given f x
l x l/2 xl
nx
Fourier sine series is fx bn sin
l
l
nx2
bn f ( x) sin dx
l 0l
l2 l
2 nx nx
l x sin dx (l x) sin dx
l2
0
l l
l2 l
nx nx nx nx
2 cos sin cos sin
lx (1)l 2 l (l x) l 2 ( 1)
l l l l l
n 2n n 2n
0 l2
2 l 2 cos n 2 l 2 sin n 2 l 2 cos nl 2 l 2 sin n 2

2 22 2
l 2nn2nn
2 2l 2 sin n 2 4l sin n 2
22 22
ln n
4l sin n 2 n x
Fourier series is fx 2 sin
2
nln 1
13. If f(x) is odd function in l , l . What are the value of a0 &an
Answer:
If f(x) is an odd function, ao = 0, an = 0
27
Page
14. In the Expansion f(x) = |x| as a Fourier series in (- . ) find the value of a0
Answer:
Given f(x) = |x| f(-x) = |-x| = |x| = f(x)
2 2 x2 2
2
ao xdx 2
0 0
2
15. Find half range cosine series of f(x) = x, in 0 x

Answer:
2 2 x2 2
2
ao xdx 2
0 0
2
2 1 cos nx sin nx
an x sin nxdx x n (1) n2
0 0
n n1
1 cos n 1 1
n 00 n n
ao
fx 2 an cos nx
n0
Fourier series is n1
1
n cos nx
2 n0
16. Find the RMS value of f(x) = x2, 0 x1

Answer:
Given f(x) = x2
28
Page
R.M.S value
2l 1
12 1 2
y f ( x) dx x2 dx
l0 120
1
5
x 2
2 5 5
0
17. Find the half range sine series of f ( x) x in (0, )
Answer:
2
bn f ( x) sin nxdx
0
2 2 cos nx sin nx
x sin nxdx x n (1) n2
0 0
1
2 ( 1) n 2( 1) n
n n
2( 1) n 1
Half range Fourier sine series is fx sin nx
n
n0
18. Find the value of a0 in the cosine series of f ( x) x in (0, 5)
Answer:
5 5
2
2 2x 2 52
ao xdx 52 52 5
0
50
19. Define odd and even function with example.

Answer:
(i) If f ( x) f ( x) then the function is an even function.
eg : cosx ,x2 , x , sin x , cos x are even functions
(ii) If f ( x) f ( x) then the function is an odd function.

eg : sinx,x3 ,sinhx, tanx are odd functions
29
Page
20. Write the first two harmonic.
Answer:
The first two harmonics are
ao
fx 2 a1 cos x b1 sin x a2 cos 2 x b2 sin 2 x
FOURIER SERIES
x (0, )
1. Expand f ( x) as Fourier series
2 x ( ,2 )
2
and hence deduce that 1 1 1
12 32 ......... 8
52
2. Find the Fourier series for f(x) = x2 in (- . ) and also prove that
2 2
1 1 1 1 1 1
(i) 2 22 ......... (ii) 2 22 32 .........
6 12
1 32 1
3. (i) Expand f(x) = | cosx | as Fourier series in (- . ).
(ii) Find cosine series for f(x) = x in (0, ) use Parsevals identity to
4
1 1 1
Show that
14 24 ......... 90
34
4. (i) Expand f(x) = xsinx as a Fourier series in (0, 2 )
(ii) Expand f(x) = |x| as a Fourier series in (- . ) and deduce to
2
1 1 1
12 32 ......... 8
52
0 , ( ,0)
5. If f ( x) Find the Fourier series and hence deduce that
sin x , (0, )
111 2
......... 4
1.3 3.5 5.7
6. (i) Find the Fourier series up to second harmonic
X 0 1 2 3 4 5
Y 9 18 24 28 26 20
30
(ii)Find the Fourier series up to third harmonic Page
X 0 π/3 2π/3 π 4π/3 5π/3 2π
F(x) 10 14 19 17 15 12 10
7. (i) Find the Fourier expansion of f ( x) ( x) 2 in (0, 2 ) and
2
1 1 1
Hence deduce that 2 22 ......... 6
1 2 3
(ii). Find a Fourier series to represent f ( x) 2 x x 2 with period 3
in the range (0,3)
(ii) Find the Fourier series of f x ex in ( , ).
1 in (0, )
(ii) Find the Fourier series for fx
2 in ( , 2 )
2
1 1 1
and hence show that 2 32 ......... 8
1 52
8. (i) Find the the half range sine series for f x x x in the interval (0, ) and deduce
that 1 1 1
13 33 ....
3 5
(ii) Obtain the half range cosine series for f x

2
x1 in (0,1)
2
1 1 1
and also deduce that 2 22 ......... 6
1 32
9. (i) Find the Fourier series for f(x) = x2 in (- . ) and also prove that
4
1 1 (use P.I)
14 ......... 90
1 42
(ii) Find the Fourier series for f(x) = x in (- . ) and also prove that
4
1 1 (use P.I)
14 ......... 96
1 34
31
Page
l
cx ,0 x 2
10(i)Obtain the sine series for f x
l
clx ,2 xl
l
kx ,0 x 2
(ii). Find the Fourier series for the function f x
l
k 2l x ,2 xl
11.(i).Find the Fourier series for the function f x 1 x x2 in ( , ) and also
2
1 1 1
deduce that 2 22 ......... 6
1 32
(ii) Find the Fourier expansion of
2x
1 , x0 2
1 1 1
f(x) =
2x in (-π , π ), and also deduce that 2 32 ......... 8
1 ,0 x 1 25
32
Page
UNIT - 3
APPLICATIONS OF P.D.E
S.
ONE DIMENSIONAL WAVE EQUATION
N
O
VELOCITY MODEL INITIAL POSITION MODEL
1 STEP-1 STEP-1
One Dimensional wave equation One Dimensional wave equation
2 2 2 2
y 2 y y 2 y
is a 1 is a 1
t2 x2 t2 x2
2 STEP-2 STEP-2
Boundary conditions Boundary conditions
1. y(0,t)= 0for t 0 1. y(0,t)=0for
t0
2. y( , t) = 0for t 0 2. y( , t) = 0for
t0
3. y(x,0)= 0for 0 < x < 
y
3. =0 for 0 < x < 
y t
t0
4. t = f(x) for 0<x< 
t0 4. y(x,0) = f(x) for 0<x< 
33
Page
3 STEP-3 STEP-3
The possible solutions are The possible solutions are
y(x,t) = (A e x + B e- x) (C e at + D e- at) y(x,t) = (A e x + B e- x) (C e at + D e- at)
y(x,t) = (A cos x + B sin x )( C cos at + D sin y(x,t) = (A cos x + B sin x )( C cos at + D
at) sin at)
y(x,t) = (Ax + B) ( Ct + D) y(x,t) = (Ax + B) ( Ct + D)
4 STEP-4 STEP-4
The suitable solution for the given The suitable solution for the given
boundary condition is boundary condition is
y(x,t) = (Acos x+B sin x )(Ccos at+D sin at) y(x,t) = (Acos x+B sin x )(Ccos at+D sin at)
(2) (2)
STEP-5 STEP-5
Using Boundary condition 1 Using Boundary condition 1
5 y(0,t) = 0 y(0,t) = 0
Then (2) becomes, Then (2) becomes,
y(0,t) = (A cos 0 +B sin 0 ) ( C cos at + Dsin at) =0 y(0,t) = (A cos 0 +B sin 0 ) ( C cos at + D sin at)
(A) ( C cos at + D sin at)=0 =0
A=0 (A) ( C cos at + D sin at)=0
Using A = 0 in (2) A=0
y(x,t) = ( B sin x) ( C cos at + D sin at) (3) Using A = 0 in (2)
y(x,t) = ( B sin x) ( C cos at + D sin at) (3)
STEP-6 STEP-6
6 y( ,t) = 0 y( ,t) = 0
y( ,t) = (B sin ) ( C cos at + D sin at)=0 y( ,t) = (B sin ) ( C cos at + D sin at)=0
(B sin ) ( C cos at + D sin at)=0 (B sin ) ( C cos at + D sin at)=0
n n
= =
 
n xn atn at n xn atn at
y ( x, t ) B sin( ) C cos() D sin() y ( x, t ) B sin( ) C cos() D sin()
 
(4)
(4)
7 STEP-7 STEP-7
y(x,0) = 0
Then (4) becomes, 34
Page
nx y
y( x, t ) B sin( ) C cos 0 D sin 0 =0 = 0Then (4) becomes,
t
t0

nx Differentiating (5) partially w.r.to ‘t’ and put t =0
B sin( ) C 0
y n xn atn at n a
C=0
 t B) sin(
C sin() D cos()
Then (4) becomes, t 0
n xn a
B sin() D0
n xn at
y ( x, t ) B sin( ) D sin() 
D=0
Then (4) becomes,

The most general solution is
n xn at n xn at
y ( x, t ) Bn sin( ) sin() (5) y ( x, t ) B sin(
n1 ) C cos()
 
n xn at
y ( x, t ) Bn sin( ) cos() (5)
n1

8 STEP-8 STEP-8
Differentiating (5) partially w.r.to ‘t’ Using Boundary condition (4),
y(x,0) = f(x)
y n xn at n a
Bn sin( ) cos()
t
n1
nx
 y ( x, 0) Bn sin( ) cos(0)
Using Boundary condition (4), n1

y nx
t = f(x) f ( x) Bn sin( )
t0 n1

nxna This is the Half Range Fourier Sine Series.
f ( x) Bn sin() 
n
2n x
1 Bn f ( x)sin()
This is the Half Range Fourier Sine Series.

0
na 2n x
Bn )f ( x)sin(
 0

2 nx
Bn f ( x)sin( )dx
n a0

9 STEP-9 STEP-9
The required solution is The required solution is
n xn at n xn at
y ( x, t ) Bn sin( ) sin() y ( x, t ) Bn sin( ) sin()
n1 n1
  

2 nx 2n x
Where Bn f ( x)sin()dx Where Bn f ( x)sin()dx
n a0 0
35
Page
ONE DIMENSIONAL HEAT TWO DIMENSIONAL HEAT FLOW
EQUATION EQUATION
1 The one dimensional heat equation is The two Dimensional equation is
2 2 2
u 2 u u u
t x2 x2 y2 0
2 Boundary conditions Boundary conditions

1.u(0,t) = 0for t 0 1.u(0,y) = 0for 0<y<
2.u( ,t) = 0for t 0 2.u( ,y) = 0for 0<y<
3.u(x,t) = f(x) for 0<x<  3.u(x, ) = 0for 0<x< 
4.u(x,0) = f(x) for 0<x< 
3 The possible solutions are The possible solutions are

x x 22
t x x
u ( x, t ) ( Ae Be )Ce u ( x, y ) ( Ae Be )(C cos y D sin y )
y y
u ( x, y ) ( A cos x B sin x)(Ce De
22
t
u ( x, t ) ( A cos x B sin x)Ce )
u ( x, t ) ( Ax B)C u ( x, y ) ( Ax B)(Cy D)
4, The most suitable solution is The most suitable solution is

22 y y
u( x, t ) ( A cos x B sin x)Ce
t
(2) u ( x, y ) ( A cos x B sin x)(Ce De ) (2)
5 Using boundary condition 1 Using boundary condition 1

u(0,t) = 0 u(0,y) = 0
22 y y
u(0, t ) ( A cos0 B sin 0)Ce
t
=0 u (0, y ) ( A cos 0 B sin 0)(Ce De )
22 y y
( A)Ce
t
=0 u (0, y ) ( A)(Ce Be )
A=0 A=0
Then (2) becomes Then (2) becomes
y y
22
t u ( x, y ) ( B sin x)(Ce De ) (3)
u( x, t ) (B sin x)Ce (3)
6 Using boundary condition 2 Using boundary condition 2

u(l,t) = 0 u(l,t) = 0
22
t
u(, t ) ( B sin )Ce =0
y y
22
t
u (, y ) ( B sin )(Ce De )
(B sin )Ce 0 y y
n 0 ( B sin )(Ce De )
 n

Then (3) becomes
222
n t Then (3) becomes
nx 2 ny ny
u( x, t ) B sin()Ce nx 
u ( x, y ) De ) (4)
 ( B sin)(Ce 

222
n t
nx
36
2

u ( x, t ) (4)
Bn sin()e
n
1 Page
7 Using Boundary condition 3 Using Boundary condition 3
u(x,0) = f(x) u(x, ) =0
nx nx
u ( x, 0) Bn sin( ) u ( x, ) ( B sin )(Ce De )
n1
 
nx nx
f ( x) 0 ( B sin )(C D 0)
Bn sin()
n
1 
This the Half range Fourier sine series C=0

then (3) becomes
n x2
Bn f ( x)sin()dx nx
ny

u ( x, y ) ( B sin)( De )
0

ny
nx 
u ( x, y ) Bn sin()e (5
n
1
8 The required solution is Using Boundary condition 4

222
n t y(x,0) = f(x)
nx 2
u ( x, t ) Bn sin()e

nx0
n u ( x, 0) Bn sin( )e

1 n1
2n x 
Where Bn f ( x)sin()dx nx
f ( x) Bn sin( )
0 n1

This the Half range Fourier sine series

2n x
Bn f ( x)sin()dx
0
The required solution is
ny
nx 
u ( x, y ) Bn sin()e
n

1
2n x
Where Bn f ( x)sin()dx
0
QUESTION WITH ANSWER
2 2
1. Classify the Partial Differential Equation i) u u
x2 y2
Answer:
37
Page
2 2
u u
x2 here A=1,B=0,&C=-1
2y
B2 - 4AC=0-4(1)(-1)=4>0
The Partial Differential Equation is hyperbolic
2
2. Classify the Partial Differential Equation u u u
xy y x xy
Answer:
2
u u u xy here A=0,B=1,&C=0
xy y x
B2-4AC=1-4(0)(0)=1>0
The Partial Differential Equation is hyperbolic
3. Classify the following second order Partial Differential equation

2 2
2 2
u u u u
x2 y2 y x
Answer:
2 2
2 2
u u u u here A=1,B=0,&C=1
x2 y2 y x
B2-4AC=0-4(1)(1)=-4<0 The Partial Differential Equation is Elliptic

2 2
uu2 u u u
4 24 6 x 8 y 0
xx y 2y
Answer:
2 2
uu 2 u u u
4 24 6 x 8 y 0
xx y 2y
here A= 4,B =4, & C = 1
B2-4AC =16 -4(4)(1) = 0
The Partial Differential Equation is Parabolic

i) y2uxx 2xyuxy x2uyy 2ux 3u 0
38
Page
ii) y 2uxx uyy ux 2 uy 2 7 0
Answer:
i) Parabolic ii) Hyperbolic (If y = 0)
iii)Elliptic (If y may be +ve or –ve)
2 2
6. In the wave equation y 2 y what does c2 stands for?
2
c 2
t x
Answer:
2 2
y 2 y
c
t2 x2
here a 2 T T-Tension and m- Mass

m
7. In one dimensional heat equation ut = α2 uxx what does α2 stands for?
Answer:-
2
u 2 u
t x2
2
= k
is called diffusivity of the substance
c
Where k – Thermal conductivity
- Density
c – Specific heat
8. State any two laws which are assumed to derive one dimensional heat equation
Answer:
i) Heat flows from higher to lower temp
ii) The rate at which heat flows across any area is proportional to thearea
and to the temperature gradientnormal to the curve. This constant of
proportionality is known as the conductivity of the material. It is known as
Fourier law of heat conduction
39
Page
9. A tightly stretched string of length 2 is fastened at both ends. The midpoint of the
string is displaced to a distance ‘b’ and released from rest in this position. Write the
initial conditions.
Answer:
(i) y(0 , t) = 0
(ii) y(2 ,t) = 0
(iii)
y
t 0
t 0
b
x 0 x 
(iv) y(x , 0 ) =

b x)  x 2
(2

10. What are the possible solutions of one dimensional Wave equation?
The possible solutions are
Answer:
y(x,t) = (A e x
+ B e- x) (C e at
+ D e- at)
y(x,t) = (A cos x + B sin x )( C cos at + D sin at)
y(x,t) = (Ax + B) ( Ct + D)
11. What are the possible solutions of one dimensional head flow equation?
Answer:
22
x x t
u ( x, t ) ( Ae Be )Ce
22
t
u ( x, t ) ( A cos x B sin x)Ce
u ( x, t ) ( Ax B)C
12. State Fourier law of heat conduction
Answer:
u
Q kA x
(the rate at which heat flows across an area A at a distance from one end of a bar is
proportional to temperature gradient)
40
Page
Q=Quantity of heat flowing
k – Thermal conductivity
A=area of cross section ; u

=Temperature gradient
x
13. What are the possible solutions of two dimensional head flow equation?
Answer:
x x
u ( x, y ) ( Ae Be )(C cos y D sin y )
y y
u ( x, y ) ( A cos x B sin x)(Ce De )
u ( x, y ) ( Ax B)(Cy D)
14. The steady state temperature distribution is considered in a square plate with sides x
= 0 , y = 0 , x = a and y = a. The edge y = 0 is kept at a constant temperature T and the
three edges are insulated. The same state is continued subsequently. Express the
problem mathematically.
Answer:
U(0,y) = 0 , U(a,y) = 0 ,U(x,a) = 0, U(x,0) = T
15. An insulated rod of length 60cm has its ends A and B maintained 20°C and
80°C respectively. Find the steady state solution of the rod
Answer:
Here a=20°C & b=80°C
bax
In Steady state condition The Temperature u ( x, t )
a
l
80 20 x
20
60
u( x, t ) x 20
16. Write the D’Alembert’s solution of the one dimensional wave equation?
Answer:
41
Page
x at
1 1
y 2 x at x at v( )d
2a x at
here x fx gx
vx ax f ag
17. What are the boundary conditions of one dimensional Wave equation?
Answer:
Boundary conditions
1. y(0,t) =0 for t0
2. y( , t) =0 for t0
3. y(x,0) =0 for
0<x< 
4. y = f(x) for 0<x< 

t
t0
18. What are the boundary conditions of one dimensional heat equation?
Answer:
Boundary conditions
1.u(0,t) = 0 for t 0
2.u( ,t) = 0 for t 0
3.u(x,t) = f(x) for 0<x< 
19. What are the boundary conditions of one dimensional heat equation?
Answer:
Boundary conditions
1.u(0,y) = 0 for 0<y<
2.u( ,y) = 0 for 0<y<
3.u(x, ) = 0 for 0<x< 
4.u(x,0) = f(x) for 0<x< 
42
Page
20.T he ends A and B has 30cm long have their temperatures 30c and 80c until steady
state prevails. If the temperature A is raised to40c and Reduced to 60C, find the
transient state temperature
Answer:
Here a=30°C & b=80°C
bax
In Steady state condition The Temperature u ( x, t )
a
Here a=40°C & b=60°C l
60 40 x 2
ut 40 x 40
30 3
PART-B QUESTION BANK
APPLICATIONS OF PDE
1. A tightly stretched string with fixed end points x = 0 and x = l is initially at rest in its
equilibrium position. If it is set vibrating giving each point a velocity 3x (l-x). Find the
displacement.
2. A string is stretched and fastened to two points and apart. Motion is started by displacing
the string into the form y = K(lx-x2) from which it is released at timet = 0. Find the
displacement at any point of the string.
3. A taut string of length 2l is fastened at both ends. The midpoint of string is taken to a
height b and then released from rest in that position. Find the displacement of the string.
4. A tightly stretched string with fixed end points x = 0 and x = l is initially at rest in its
position given by y(x, 0) = y0 sin 3

x . If it is released from rest find the displacement.
l
5. A string is stretched between two fixed points at a distance 2l apart and points of the
cx
l 0< x < 1
string are given initial velocities where V c Find the
(2l x) 0< x < 1
l
displacement.
6. Derive all possible solution of one dimensional wave equation. Derive all possible solution
of one dimensional heat equation. Derive all possible solution of two dimensional heat
equations.
7. A rod 30 cm long has its end A and B kept at 20oC and 80oC, respectively until steady state
condition prevails. The temperature at each end is then reduced to 0 oC and kept so. Find
the resulting temperature u(x, t) taking x = 0.
43
Page
8. A bar 10 cm long , with insulated sides has its end A & B kept at 20oC and 40oC respectively
until the steady state condition prevails. The temperature at A is suddenly raised to 50 oC
and B is lowered to 10oC. Find the subsequent temperature function u(x , t).
9. A rectangular plate with insulated surface is 8 cm wide so long compared to its width that
it may be considered as an infinite plate. If the temperature along short edge y = 0 is u (
x ,0) = 100sin
x 0 < x < .1While two edges x = 0 and x = 8 as well as the other short
8
edges are kept at 0oC. Find the steady state temperature.
10. A rectangular plate with insulated surface is10 cm wide so long compared to its width that
it may be considered as an infinite plate. If the temperature along short edge y = 0 is given
20 x 0 x 5
by u and all other three edges are kept at 0o C. Find the steady
20(10 x) 5 x 10
state temperature at any point of the plate.
44
Page
Unit - 4
FOURIER TRANSFORMS
FORMULAE
1. Fourier Transform of f(x) is F[ f ( x)]

1
f(x)eisx dx
2
-
2. The inversion formula f ( x)

1
F (s)e-isx ds
2
-
3. Fourier cosine Transform Fc [f(x)] = Fc(s) = 2

f ( x) cos sxdx
0
4. Inversion formula f(x) = 2

Fc ( s) cos sxds
0
5. Fourier sine Transform (FST) F [f(x)] = F (s) = 2

s s f ( x)sin sxdx
0
6. Inversion formula f(x) = 2

Fs ( s)sin sxds
0
7. Parseval’s Identity
2
f ( x) dx F ( s) ds
8. Gamma function 1
n x n 1e x dx ,n1nn& 2
0
9. ax a
e cos bxdx
0
a 2 b2
ax b
10 e sin bxdx
0
a 2 b2
sin ax
45
11.
dx 2
x
0 Page
x2 x2
12. e dx & e dx
0 2
iax iax
eiax e eiax e
13. cos ax 2 & sin ax 2
ORKING RULE TO FIND THE FOURIER TRANSFORM
Step1: Write the FT formula.
Step2: Substitute given f(x) with their limits.
Step3: Expand eisx as cos sx + isin sx and use Even & odd property
Step4: Integrate by using Bernoulli’s formula then we get F(s)
WORKING RULE TO FIND THE INVERSE FOURIER TRANSFORM
Step1: Write the Inverse FT formula
Step2: Sub f(x) & F(s) with limit , in the formula
isx
Step3: Expand e as cos sx -isin sx and equate real part
Step4: Simplify we get result
WORKING RULE FOR PARSEVAL’S IDENTITY
If F(s) is the Fourier transform of f(x) then
2
2
f ( x) dx F ( s) ds is known as Parseval’s identity.
Step1: Sub f(x) & F(s) With their limits in the above formula
Step2: Simplify we get result
WORKING RULE TO FIND FCT
Step1: Write the FCT formula & Sub f(x) with its limit in the formula
Step2: Simplify, we get F (S)

C
WORKING RULE TO FIND INVERSE FCT 46

Page

Step1: Write the inverse FCT formula & Sub F ( S ) with its limit in the formula
C
Step2: Simplify, we get f(x)
WORKING RULE TO FIND FST
Step1: Write the FST formula & Sub f(x) with its limit in the formula
Step2: Simplify, we get FS ( S )
WORKING RULE TO FIND INVERSE FCT
Step1: Write the inverse FST formula & Sub Fs ( S ) with limit in the formula
Step2: Simplify, we get f(x)
WORKING RULE FOR f(x) = e ax
Step:1 First we follow the above FCT & FST working rule and then we get this
result
Fc(e-ax) = 2 a Fs(e-ax) = 2 s
a2 s2 a2 s2
By Inversion formula, By Inversion formula,
cos sx ax s ax
ds e 2 2
sin sxds e
2a a s 2
a2 s2 0
TYPE-I : If problems of the form i) x ii) 1 , then use Inversion formula

x2 a2 x2 a2
TYPE-II: If problems of the form i)

x2
dx ii) dx , then use Parseval’s Identity
22 22
2 2
0 x a 0 x a
TYPE-III
dx , then use f ( x) g ( x)dx FC f ( x) FC g ( x) dx

0
x2 a2 x2 b2 0 0
47
Page
UNIT - 4
FOURIER TRANSFORM
1. State Fourier Integral Theorem.

Answer:
If f ( x) is piece wise continuously differentiable and absolutely on , then,
1
f t ei ( x t ) s dt ds .
f ( x)
2
48
Page
2. StateandproveModulation
1
theorem. F f x cos ax Fsa Proof:
Fsa
2
1
F f x cos ax f x cos ax eisx dx
2
iax
1 eiax e
fx eisx dx
2
2
11 a) x 11 a) x
f x ei ( s dx 2 2 f x ei ( s dx
22
1 1
Fsa Fsa
2 2
1
F f x cos ax Fsa Fsa
2
3. State Parseval’s Identity.
Answer:
If F s is a Fourier transform of f x , then
2 2
Fs ds fx dx
4. State Convolution theorem.

Answer:
The Fourier transform of Convolution of f x and g x is the product of their Fourier
transforms.
Ffg F sGs
5. State and prove Change of scale of property.
49
Page
Answer:
1
If Fs F f x , then F f ax F
s
a
a
1
F f ax f ax eisx dx
2
1 i s t dt
2 fte a
; where t ax
a
1s
F f ax F
a
dnn
a then
6. Prove that if F[f(x)] = F(s)
n
F x f ( x) ( i) n F (s)
Answer: ds
1
Fs f x eisx dx
2
Diff w.r.t s ‘n’ times
dn 1 n
Fs f x ix eisx dx
2
n
ds
1
f x (i)n ( x)n eisx dx
2
1 dn 1
Fs ( x)n f x eisx dx
2
(i )n ds n
dnn 1
( i) n F s ( x) n f x eisx dx
2
ds
n
dnn
Fxfx iF s
ds n
s
7. Solve for f(x) from the integral equation f ( x)cos sxdx e
Answer:
0
50
Page
s
f ( x)cos sxdx e
0
2
Fc f x f x cos sx dx
0
2 s
Fc f x e
2
f ( x) Fc f x cos sx ds
0
ax a
e cos bx dx
2 2 s a 2 b2
e cos sx ds 0
a 1, b x
2 s 2 1
e cos sx ds
0
x2 1
1 x a
8. Find the complex Fourier Transform of f ( x)
0 x a 0
Answer:
1
Ffx f x eisx dx
2
x a; a xa
51
Page
a
1
Ffx 1 eisx dx
2
a
a
1
2 (cos sx i sin sx)dx
a
a a
2 2 sin sx
2 (cos sx)dx 2 s
0 0
2 sin as
s
[Use even and odd property second term become zero]
x x a
9. Find the complex Fourier Transform of f ( x )
0 x a 0
Answer:
1
Ffx f x eisx dx
2
a
1
x eisx dx
2
a x a; a xa
a
1
2 x (cos sx i sin sx)dx
a
a a
2 2i cos sx sin sx
2 ( x(i sin sx)dx x s (1) s2
0 0
2
2 as cos as sin as
i s2
[Use even and odd property first term become zero] 52

Page
10. Write Fourier Transform pair.
Answer:
If f ( x) is defined in , , then its Fourier transform is defined as
1
Fs f x eisx dx
2
If F s is an Fourier transform of f x , then at every point of Continuity of f x , we
1 isx
have fx 2 Fse ds .
11. Find the Fourier cosine Transform of f(x) = e-x

Answer:
2
0
x 2
Fc e e x cos sx dx ax a
e cos bx dx
0
0
a 2 b2
x 2 1
Fc e
s2 1
eimx , a xb
12. Find the Fourier Transform of f ( x)
0, otherwise
Answer:
53
Page
1
Ffx f x eisx dx
2
b b
1 imx isx 1 ei m sx
2 e e dx 2 dx
a a
b
im sx
1 e 11
2 im s ei m s b ei m s a
a 2 im s
13. Find the Fourier sine Transform of 1

.
Answer: x
2
Fs f x f x sin sx dx
0
2 sin sx 2
dx 2
x
0
1
Fs x 2
14. Find the Fourier sine transform of e x
Answer:
2
0
x 2
Fs e e x sin sx dx
b
0 e ax sin bx dx
0
a 2 b2
x 2 s
Fs e
s2 1
15. Find the Fourier cosine transform of e 2x

2e
x
54
Answer: Page
2
0
2x x 2 2x x
Fc e 2e e 2e cos sx dx
0
2
e
2x
cos sx dx 2 e x cos sx dx
0 0
2 2 1 2 1 1
2 2
s2 4 s2 1 s2 4 s2 1
1, 0 x1
16. Find the Fourier sine transform of f ( x)
0 x1
Answer:
2
0
1
2
Fs f x f x sin sx dx f x sin sx dx
0 1
1 1
2 2 cos sx
1sin sx dx 0 s
0 0
2 1 cos s
s
55
Page
x, o x 1
2 x, 1 x 2
17. Obtain the Fourier sine transform of f ( x)
.
0,x 2
Answer:
2
0
1 2
2
x sin sx dx 2 x sin sx dx
0 1
1 2
2 cos sx sin sx cos sx sin sx
x s s2 2x s s2
0 1
2 cos s sin s sin 2s cos s sin s

Fs f x s s2 s2 s s2
2 2sin s sin 2s
s2
18. Define self reciprocal and give example.
If the transform of f x is equal to f s , then the function f x is called self

x2
reciprocal. e 2
is self reciprocal under Fourier transform.
56
Page
x 0 x
19. Find the Fourier cosine Transform of f ( x)
0 x
Answer:
2 2
Fc f x f x cos sx dx x cos sx dx
0 0
2 sin sx cos sx 2 cos s 1

x s2 sin s s2 s2
s
s 0
2 s sin s cos s 1
s2
20. Find the Fourier sine transform of x .

x2 a2
Answer:
L et f x e ax
ax 2 s
Fs e
s2 a2
Using Inverse formula for Fourier sine transforms
ax 2 2 s
e 2 2
sin sx ds
0
s a
s
(ie) sin sx ds e ax , a 0
s2 a 2 2
0
57
Page
x
Change x and s, we get sin sx dx e as
x2 a 2 2
0
x 2 x
Fs 2 2 2 2
sin sx dx
x a 0 x a
2 as as
e e
2 2
FOURIER TRANSFORM
PART-B
1 x 2 if x 1
1. (i)Find the Fourier Transform of f(x) and hence
0 if x 1
2
deduce that (i) x cos x sin xx 3 sin x x cos x

cosdx (ii) x3 dx
15
3x2
0 0
16
a2 x2 x a
(ii). Find the Fourier Transform of f ( x) . hence
0 x a 0
deduce that sin x x cos x

dx 4
0
x3
1 if x a
2. Find the Fourier Transform of f ( x) and hence evaluate
0 if x a
2
sin x sin x
i)dx ii) dx
0
x x
0
1 x if x 1
4. Find Fourier Transform of f ( x) and hence evaluate
0 if x 1
2 4
sin x sin x
i) dx ii) dx
0
x 0
x 58
Page
x2 dx
5. Evaluate i) dx ii) 22
22 2
0 x
2
a 0 x a
dx x 2 dx
6 i). Evaluate (a) (b) a 2 x2 b2
0
x2 a2 x2 b2 0
x2
dx t 2 dt
ii). Evaluate (a) (b) 4 t2 9
x2 1 x2 4 t2
0 0
sin x; when o x
7. (i)Find the Fourier sine transform of f ( x)
0 ; whenx
cos x; when o xa
(ii) Find the Fourier cosine transform of f ( x)
0 ; whenx a
x2 s2
2 2
8. (i) Show that Fourier transform e is e
a2 x2
and hence find Fourier sine Transform x e
a2 x2
(ii)Obtain Fourier cosine Transform of e
9. (i) Solve for f(x) from the integral equation f ( x) cos x dx e

0
1 ,0 t 1
(ii) Solve for f(x) from the integral equation f ( x) sin tx dx 2 ,1 t 2
0
0 ,t 2
10. (i) Find Fourier sine Transform of e x , x>0 and hence deduce that
x sin x
dx
0
1 x2
(ii) Find Fourier cosine and sine Transform of e 4x , x>0 and hence deduce
that (i)
cos 2 x x sin 2 x 8
e 8 (ii) e
dx 8 dx 8
0 0
x 2 16 x 2 16
11.(i)Find FS xe ax
& Fc xe
ax
ax ax
(ii) Find FS
e e
& Fc
x x
(iii) Find the Fourier cosine transform of f ( x)
59
ax
e cos ax
Page
Z - TRANSFORMS
Definition of Z Transform
Let {f(n)} be a sequence defined for n = 0, 1,2 … and f(n) = 0 for n< 0 then its
Z – Transform is defined as
n
Z f (n) Fz f (n) z (Two sided z transform)
n
Z f ( n) Fz f (n) z
n
(One sided z transform)
n0
Unit sample and Unit step sequence
The unit sample sequence is defined as follows
1 for n 0
(n)
0 for n 0
The unit step sequence is defined as follows
1 for n 0
u(n)
0 for n 0
Properties
60
Page
1. Z – Transform is linear
(i) Z {a f(n) + b g(n)} = a Z{f(n)} + b Z{g(n)}
2. First Shifting Theorem
(i) If Z {f(t)} = F(z),
at
then Ze ft Fz z zeaT
(ii) If Z {f(n)} = F(z),
then Z a n f n
z
F a
3. Second Shifting Theorem
If Z[f(n)]= F(z) then
(i)Z[f(n +1)] = z[ F(z) – f(0)]
(ii)Z[f(n +2)] = z 2 [ F(z) – f(0)-f(1) z 1 ]
(iii)Z[f(n +k)] = z k [ F(z) – f(0)-f(1) z 1 - f(2) z 2 ………- f(k-1) z ( k 1)

]
(iv) Z[f(n -k)] = z k F(z)
4. Initial Value Theorem

If Z[f(n)] = F(z) then f(0) = lim F ( z )
z
5. Final Value Theorem
If Z[f(n)] = F(z) then lim f (n) lim( z 1) F ( z )

n z1
PARTIAL FRACTION METHODS

61
Page
Model:I
1 A B
zazb za zb
Model:II
1 A B C
2
za zb ( z b) 2
zazb
Model:III
1 A Bz C
z a z2 b za z2 b
Convolution of Two Sequences
Convolution of Two Sequences {f(n)} and {g(n)} is defined as
{ f (n) * g (n)} f ( K ) g (n K )
K0
Convolution Theorem
If Z[f(n)] = F(z) and Z[g(n)] = G(z) then Z{f(n)*g(n)} = F(z).G(z)
WORKING RULE TO FIND INVERSE Z-TRANSFORM USING CONVOLUTION THEOREM
Step: 1 Split given function as two terms
Step: 2 Take z 1
both terms
Step: 3 Apply z 1
formula
Step: 4 Simplifying we get answer
Note:
1
2 n
1 an
62
1aa ....... a 1a
Page
n1
2 n 1 a
1 a a ....... a 1 ( a)
Solution of difference equations
Formula
i) Z[y(n)] = F(z)
ii) Z[y(n +1)] = z[ F(z) – y(0)]
iii) Z[y(n +2)] = z 2 [ F(z) – y(0)- y(1) z 1 ]
iv) Z[y(n +3)] = z 3 [ F(z) – y(0)- y(1) z 1 + y(2) z 2 ]
WORKING RULE TO SOLVE DIFFERENCE EQUATION:
Step: 1 Take z transform on both sides
Step: 2 Apply formula and values of y(0) and y(1).
Step: 3 Simplify and we get F(Z)
Step:4 Find y(n) by using inverse method
Z - Transform Table
f(n)
No. Z[f(n)]
1. 1 z
z1
2. an z
za
3. n z
( z 1) 2
4. n2 z2 z
( z 1)3
63
Page
6. 1 z
n log
( z 1)
7. 1 z
z log
n1 ( z 1)
8. 1 1z
n1 log
z( z 1)
9. ean z
( z ea )
10. 1 1
z
n! e
11. Cos n z ( z cos )

z 2 2 z cos 1
12. sin n z sin

z2 2 z cos 1
13. n z2
cos z2 1
2
n z
sin 2
z2 1
14. na n az
( z a)2
f(t) Z(f(t)
1 t Tz
( z 1) 2
2. t2 T 2 z ( z 1)
( z 1)3
3 eat z
( z e aT )
4. Sin t z sin T
z2 2 z cos T 1
64
Page
5. cos t z ( z cos T )
z 2 2 z cos T 1
TWO MARKS QUESTIONS WITH ANSWER
1. Define Z transform
Answer:
Let {f(n)} be a sequence defined for n = 0, 1,2 … and f(n) = 0 for n< 0 then
its Z – Transform is defined as
Z f (n) Fz f (n) z
n
(Two sided z transform)
n
Z f ( n) Fz f (n) z
n
(One sided z transform)
n0
Find the Z Transform of 1
n
Answer: Zfn f nz
n0
n
Z1 (1) z 1z
1
z
2
....
n0
1
1
1z
1 1
1 z1 z
1 z z1
z
Z1 z
z1
2. Find the Z Transform of n
Answer:
65
Page
n
Zfn f nz
n0
n
Zn nz
n0
n 1 2
nz 0z 2z 3z 3 ...
n0
2 2
1 1
2 11 1z
z 1z 1 zz1
zz
z
2
z1
3. Find the Z Transform of n2.

Answer:
2 d
Zn Z nn zZn , by the property,
dz 2
d z z1 z2 z 1 z2 z
z 2
( z) 4 ( z 1)3
z1 z1
dz
4. State Initial & Final value theorem on Z Transform
Initial Value Theorem
If Z [f (n)] = F (z) then f (0) = lim F ( z )

z
Final Value Theorem
If Z [f (n)] = F (z) then lim f (n) lim( z 1) F ( z )

n z1
66
6. State convolution theorem of Z- Transform. Page
Answer:
Z[f(n)] = F(z) and Z[g(n)] = G(z) then Z{f(n)*g(n)} = F(z) · G(z)
7. Find Z –Transform of na n
Answer:
n
Zfn f nz
n0
n
Z na n na n z
n0
n 1 2 3
a a a a
n 0 z 2 3 ...
n
z0 z z
2
aa az
1 2
za
zz
n n
8. Find Z – Transform of cos and
sin
Answer: 2 2
n
We know that Zfn f nz
n0
z z cos
Z cos n z 2 2 z cos
1
z z cos
2 z2
Z cos n
2 2 z2 1
z 2 z cos 1
2
67
Page

z sin
Similarly Z sin n 2 z cos
z2 1
z sin
2 z
Z sin n
2 2 z2 1
z 2 z cos 1
2
1
9. Find Z – Transform of
n
Answer:
n
Zfn f nz
n0
1 1 n
Z z
n n 0n
1 n z1 z2 z3
z ....
n 1n 123
1
1 z1
log 1 log
z z
z
log
z1
1
10. Find Z – Transform of
n!
Answer: 68
Page
n
Zfn f nz
n0
1 1 n
Z n! z
n
0 n!
1 n
z1 z2 z3
z 1 ....
n
0 n! 1! 2! 3!
1
1
z
ez e
11. Find Z – Transform of 1

n1
Answer:
n
Zfn f nz
n0
1 1 n
Z z
n1 n0 n1
1 ( n 1)
z z
n0 n1
1
z2 z3
zz 2 ....
3
1
z log 1 z
z
z log
z1
12. Find Z – Transform of an

69
Page
Answer:
n
Z fn fnz
n0
n
n
an a
Za zn z
n0 n0
1 2 3
a a a
1 z z z ...
1
a
1 z
1
z a z
z z a
13. State and prove First shifting theorem
Statement: If Zft Fz , then Z e at f (t ) F zeaT

Proof:
anT n
Z e at f (t ) e f (nT ) z
n0
As f(t) is a function defined for discrete values of t, where t = nT,
then the Z-transform is
n
Z f (t ) f (nT ) z F ( z ) ).
n0
n
at aT
Z e f (t ) f (nT ) ze F ( ze aT )
n0
14. Define unit impulse function and unit step function.
The unit sample sequence is defined as follows:
1 for n 0
(n)
0 for n 0
The unit step sequence is defined as follows:
70
Page

1 for n 0
u(n)
0 for n 0
15. Find Z – Transform of Z eat

Answer:
aT n aT n
at anT n n
Ze ez e z ze
n0 n0
z n z
z eaT za
za
[Using First shifting theorem]
16. Find Z – Transform of Z te 2t

Answer:
2t Tz
Z te Zt z ze
2T
2
z1 z ze 2 T
Tze 2T
2
ze 2T 1
17. Find Z – Transform of Z et cos 2t
Answer:
z z cos
Z et cos 2t Z cos 2t T
z ze
z2 2 cos z1 T
z ze
T T
ze ze cos T
2T T
ze 2cos T ze 1
71
Page
T
18. Find Z – Transform of Z e2 t
Answer:
Let f (t) = e2t , by second sifting theorem

T)
Z e2(t Z f (t T ) z F ( z ) f (0)
ze 2T 1
z1 z 2T
2T ze 1
ze1
19. Find Z – Transform of Z sin t T

Answer: Let f (t) = sint , by second sifting theorem
Z sin(t T ) Z f (t T ) z F ( z ) f (0)
z sin t z 2 sin t
z 0 2cos t z 1
z2 z2
2cos t z 1
20. Find Z – transform of n1n2
Answer:
n
Zfn f nz
n0
Z n1n2 Z n2 2n n 2
Z n2 3n 2 z n2 3z n 2z 1
z2 z z z
3 3 2 2
z1 z1 z1
72
Page
QUESTION BANK
Z-TRANSFORMS
8z 2 8z 2
1. (i)Find Z 1
&Z 1
(2 z 1)(4 z 1) by convolution theorem.
(2 z 1)(4z 1)
z2 z2
(ii) Find Z 1
&Z 1
( z a)( z b) by convolution theorem
( z 1)( z 3)
z2 z2
2. (i) Find Z 1
&Z 1
( z a) 2 by convolution theorem
2( z a)
3. (i ) State and prove Initial & Final value theorem.
(ii) State and prove Second shifting theorem
(i) Find the Z transform of 12n 3

&
(n 1)(n 2)(n 1)(n 2)
z2
4. (i) Find Z 1
by residues.
( z 2 4)
z2 z
(ii) Find the inverse Z transform ofby partial fractions.
z 1 ( z 2 1)
z z2
5. (i) Find Z 1
&Z 1
z2 2z 2 z2 7 z 10
6. (i)Find the Z transform of f (n)

11 and Z
1 .
Hence find Z (n 2)!
n!(n 1)!
(ii) Find Z
1 and also find the value of sin(n 1) and cos(n 1) .
n!
7. (i)Solve y n 2 6y n 1 9y n 2n with y 0 0& y 1 0
(ii) Solve y n 2 4y n 1 4y n 0 y(0) = 1 ,y(1) =0
8. (i )Solve y n 3y n 1 4y n 2 0, n 2 given y(0) 3& y(1) 2
(ii) Solve y n 3 3y n 1 2y n 0, y 0 4, y 1 0& y 2 8,
9. (i)Find Z cos n & Z sin n and also find Z a n cos n & Z a n sin n

MA6351

Transféré par

Informations du document

Copyright

Formats disponibles

Partager ce document

Partager ou intégrer le document

Options de partage

Avez-vous trouvé ce document utile ?

Ce contenu est-il inapproprié ?

Droits d'auteur :

Formats disponibles

MA6351

Transféré par

Droits d'auteur :

Formats disponibles

MA6351-TRANSFORMS AND PARTIAL

10 cos ecx cos ecx cot x

5. tan xdx log sec x log cos x

6. sec 2 xdx tan x

23. udv uv u´v1 u´´v2 u´´´v3........

24. f ( x)dx 2 f ( x)dx when f(x) is even

25. f ( x)dx 0 when f(x) is odd

1. sin 2 A 2sin A cos A

2.cos 2 A cos 2 A sin 2 A

sin( A B ) sin A cos B cos A sin B

cos( A B ) cos A cos B sin A sin B

cos( A B ) cos A cos B sin A sin B

PARTIAL DIFFRENTIAL EQUATIONS

PARTIAL DIFFERENTIAL EQUTIONS

Formation PDE by Eliminating arbitrary functions

Suppose we are given f(u,v) = 0

Then it can be written as u = g(v) or v = g(u)

LAGRANGE’S LINEAR EQUATION

Where ( , m ,n) are the Lagrangian Multipliers

Choose , m, n such that P + mQ + nR = 0

On Integration we get a solution u = a

Similarly, We can find another solution v = a for another multiplier

The solution is (u, v) = 0

TYPE –2 (Clairut’s form)

Diff (2) Partially w.r.t b We get (4)

F(xm p ,ynq) = 0 (1) (or)

If m 1& n 1 then If k 1 then Z = zk+1

F(P,Q) = 0 (or) F(P,Q,z) = 0 F(P,Q) = 0

Using the above in (1) we get

TYPE –1 TYPE –3(a) TYPE –3(b) TYPE –3(c) TYPE –4

General form General form General form

General General General General

To Find Complementary Function

Solving we get the roots m1 , m2 , m3

If the roots are distinct then

If the roots are same then

If the two roots are same and one is distinct, then

C.F = ( y mx) x 2 ( y mx) ( y m 3 x)

F(x,y) = eax+by f(x,y) Put D = D+a & D = D +b

F(x,y)=ex+y cosh(x+y) F(x ,y)= 1 2x e2 y

F(x,y)=ex+y sinh(x+y) F(x, y) = 1 2x 2 y

D represents differentiation with respect to ‘x ‘

1. Eliminate the arbitrary constants a & b from

Diff partially w.r.to x & y here z z

2. Form the PDE by eliminating the arbitrary function from z = f(xy)

Diff partially w.r.to x & y here z z

Diff. w .r. t. x and y here z z

4. Eliminate the arbitrary function f from z

Diff. w .r. t. and y here z z

5. Find the complete integral of p + q =pq

The complete integral is z= ax+ a

put p=a, q = b in (2)

cot x dx cot y dy cot z dz

take cot x dx cot y dy cot y dy cot zdz

8. Eliminate the arbitrary function f from z f x2 y 2 and form the PDE.

Where ‘r’ is a constant. From (1)

That is py -qx =0 which is a required PDE.

10. Eliminate the arbitrary constants z ax by a 2 b2 and form the PDE.

11. Find the singular integral of z px qy pq

12. Find the general solution of px+qy=z

13. Find the general solution of px2+qy2=z2

Therefore 1 11 1 is general solution.

14. Solve D2 2DD 3D 2 z 0

16. Solve. D2 3DD 4D 2 z ex y