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MA6351-TRANSFORMS AND PARTIAL

DIFFERENTIAL EQUATIONS

SUBJECT NOTES
VIDYARTHIPLUS - ANNA UNIVERSITY ONLINE STUDENTS COMMUNITY
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Basic Formulae
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
2 x
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
2
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du dv
v u
dy du dv u dy dx dx
19. If y uv , then v u 20. If y , then
dx dx dx v dx v2

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n xn 1
1. x dx
n 1

e ax e ax
2. e x dx ex , e ax dx & e ax
dx
a 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 1 x
7. dx tan 1
x a2
2
a a

dx 1 x a
8. dx log
x a2
2
2a x a

dx 1 x
9. dx sin
a2 x2 a

dx 1 x
10. dx sinh
a2 x2 a

dx 1 x
11. dx cosh
x2 a2 a

x 2 a2 x
12. a2 x 2 dx a x2 sin 1
2 2 a

x 2 a2 x
13. a2 x 2 dx a x2 sinh 1
2 2 a

x 2 a2 x
14. x 2 a 2 dx x a2 cosh 1
2 2 a

dx
15. log x
x
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2 xdx
16. log x 2 a2
x2 a2

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17. log xdx x log x x

3
2 a x
18. a x dx
3
3
2 a x
19. a x dx
3

1
20. dx 2 x
x

eax
21. eax 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

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

ax a
26. e cos bxdx 2
0
a b2

ax b
27. e sin bxdx 2
0
a b2

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
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1 cos 2 x 1 cos 2 x
3. cos 2 x & sin 2 x
2 2

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 A 3cos A cos 3 A
4

A A
7.sin A 2sin cos
2 2
A A
cos A cos 2 sin 2
2 2
A A
1 2sin 2 1 cos A 2sin 2
2 2

LOGRATHEMIC FORMULA
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log mn log m log n

m
log log m log n
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
p q r s t
x y x 2
x y 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
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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) k 1

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


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If m=1 & n=1 then If k =-1 then Z = log z
X= logx & Y= logy
p q
xp = P & yq = Q P & Q
z z
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

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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 Singular Singular Singular Singular Integral
Integral Integral Integral Integral Diff (2) partially
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 w.r.t cWe get,0 =1 (absurd
=1 (absurdThere =1 (absurdThere =1 (absurdThere =1 (absurdThere
There is no
is no Singular is no Singular is no Singular is no Singular
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)
Diff (3) partially Diff (3) partially
partially w.r.t partially w.r.t partially w.r.t
w.r.t aWe get (4) w.r.t aWe get
aWe get aWe get aWe get
(4)Eliminating a
(4)Eliminating a (4)Eliminating a Eliminating a (4)Eliminating a
from (3) and (4)
from (3) and (4) rom (3) and (4) from (3) and (4) from (3) and (4)
we get General
we get General we get General we get General we get General
Integral
Integral Integral Integral Integral 10
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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. = 1 ( y m1 x) 2 ( y m2 x) 3 ( y m3 x)

Case (2)

If the roots are same then

C.F. = 1 ( y mx) x 2 ( y mx ) x 2 3 ( y mx )

Case (3)

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

C.F = 1 ( y mx) x 2 ( y mx) 3 ( y m 3 x)

1
PI = F ( x, y )
Function F ( D, D1 )

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) = x yr s

Expand and operating D & D on xr ys

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


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Particular Integral

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

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

1
F ( x, y) sin( x y ) sin( x y )
F(x,y)=sin x cos y 2

1
F ( x, y ) sin( x y ) sin( x y )
F(x,y)= cos x sin y 2

1
F ( x, y) co s( x y) co s( x y)
F(x,y)= cos x cos y 2

1
F ( x, y ) cos( x y) cos( x y)
F(x,y)= sin x sin 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 ‘
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PARTIAL DIFFRENTIAL EQUATIONS

1. Eliminate the arbitrary constants a & b from


z = (x2 + a)(y2 + b)
Answer:
z = (x2 + a)(y2 + b)
z z
Diff partially w.r.to x & y here p &q
x y
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)
z z
Diff partially w.r.to x & y here p &q
x y
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
z z
Diff. w .r. t. x and y here p &q
x y
p = naxn-1 ; q = nbyn-1
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p q
a ;b
nx n 1
ny n 1
p n q
z x yn
nx n 1 ny n 1

nz px qy

xy
4. Eliminate the arbitrary function f from z f and form the PDE
z
Answer:
xy
z f
z
z z
Diff. w .r. t. and y here p &q
x y

xy z xp
p f .y
z z2

xy z yq
q f .x
z z2

p y z xp
.
q x z yq
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
1 a a 1
14

a
The complete integral is z= ax+ y +c
a 1
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6. Find the solution of p q 1


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 b 1 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 c2
sin y 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
py qx 0
q 2y
9. Find the equation of the plane whose centre lie on the z-axis
Answer:
15

General form of the sphere equation is


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2
x2 y2 z c 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
0 x b ; 0 y a
a b
b x ; a y
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
16

The auxiliary equation is


x y z
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dx dy
From Integrating we get log x = log y + log c
x y
x
on simplifying c1 .
y
dy dz y
c2
y z z
x y
Therefore , 0 is general solution.
y z

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 Integrating we get c1
x2 y2 y x
dy dz 1 1
Also Integrating we get c2
y2 z2 z y
1 1 1 1
Therefore , 0 is general solution.
y x z y

14. Solve D2 2DD 3D 2 z 0


Answer:
Auxiliary equation is m 2 2m 3 0
m 3 m 1 0
m 1, m 3
The solution is z f1 y x f2 y 3x
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15. Solve D2 4DD 3D 2 z ex y

Answer:
Auxiliary equation is m 2 4m 3 0
m 3 m 1 0
m 1, m 3
The CF is CF f1 y x f2 y 3x
1
PI 2 2
ex y
Put D 1, D 1 Denominator =0.
D 4 DD 3D

x
PI ex y

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:
Auxiliary equation is m2 3m 4 0
m 4 m 1 0
C.F is = f1(y + 4x) + f2(y - x)

1 1 1 x
PI 2 2
ex y
ex y
e y

D 3DD 4D 1 3 4 6

17. Find P.I D2 4DD 4D 2 z e2 x y

Answer:
1
PI 2 2
e2 x y

D 4 DD 4D
Put D 2, D 1

1 1 e2 x y
PI e 2x y
2
e2 x y

D 2D
2
2 2 16
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18. Find P.I D2 DD 6D 2 z x2 y


Answer:
1
PI 2
x2 y
D 6D
D2 1
D D2
1 D
2
1 x2 y
D D
1 x3 x4 y x5
2
x2 y
D 3 12 60

2 2
z z
19. Find P.I 2
sin x y
x x y
Answer:
1
PI 2
Sin x y Put D 2 1, DD (1)( 1) 1
D DD
1 Sin x y
Sin x y
1 1 2

20. Solve D3 3DD 2D 3 Z 0


Answer:
Auxiliary equation is m3 3m 2 0
m 1 m2 m 2 0
m 1 m 2 m 1 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 1
a2 b2 c2
2
z
2. Solve sin y
x2
3. Find the complete the solution of p. d .e p 2 q 2 4 pq 0
19

x
4. Form p.d.e eliminating arbitrary function from z2 xy ,
2
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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 nx lz ly mx
x y

(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 z p z x q x y

(ii) Solve y z p z x q x y

5. Solve D2 3DD 2D 2 e3 x 2y
sin(3x 2 y)

2 2
z z
6. Solve 2
cos x cos 2 y
x x y

7. Solve D2 DD 6D 2 z y cos x

8. Solve D2 DD 30D 2 z xy e6 x y

9. Solve D2 6DD 5D 2 z e x sinh y xy

10. Solve D2 4DD 4D 2 z e2 x y

11. Solve D3 D2 D DD 2 D 3 z e2 x y
cos( x y)

12. Solve (i) z px qy 1 p2 q2

(ii) z px qy p 2q 2
20

13. Solve z 2 1 p 2 q2
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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) an cos nx bn sin nx
2 n 1

(0,2 ) (- , )

Even (or) Half range Odd (or) Half range Neither even nor odd
Fourier co sine series Fourier sine series
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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

1
2 bn=0 2 1
bn f ( x)s innxdx bn f ( x)s innxdx bn f ( x)s innxdx
0 0

a0 n x n x
f ( x) an cos bn sin
2 n 1  

(0,2  ) ( - ,  )

Even (or) Half range Odd (or) Half range Neither even nor odd
Fourier cosine series Fourier sine series

2  
1 2 a0 0 1
a0 f ( x)dx a0 f ( x)dx a0 f ( x)dx
 0
0  

2  
1 n x 2 n x an 0 1 n x
an f ( x) cos dx an f ( x) cos dx an f ( x) cos dx
 0
 0   

2 bn=0  
1 n x 2 n x 1 n x
bn f ( x)s in dx bn f ( x)s in dx 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


22

Odd function:
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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

a0 x x 2 x 2 x
f(x)= + a1 cos +b1 sin + a2 cos + b2 sin ………(  form)
2    
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y x x 2 x
a0 2 y cos 2 x y sin y sin
n a1 2  y cos
 b1 2  , 
a2 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
1 2 ao2 1
f ( x) dx an2 bn2
2l c
4 2n1 Where ao , an & bn are Fourier constants

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.
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5. State Euler’s formula.


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Answer:

In (c, c 2l )
ao
f x an cos nx bn sin nx
2
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 , x 0
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
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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 2 1 x2 x3
(1 x x )dx x
0
2 3 0
2 3 2
1 4 8 8
2 2 2
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)

Hence f(x) is an even function

In the Fourier series bn = 0


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x 0 x l/2
12. Obtain the sine series for f x
l x l/2 x l

x 0 x l/2
Given f x
l x l/2 x l
Answer:
x 0 x l/2
Given f x
l x l/2 x l
nx
Fourier sine series is f x bn sin
l
l
2 nx
bn f ( x) sin dx
l 0 l
l 2 l
2 nx nx
x sin dx (l x) sin dx
l 0
l l 2
l
l 2 l
nx nx nx nx
cos sin cos sin
2 l l l l
lx (1)l 2 l (l x) l 2 ( 1)
l n n2 n n2
0 l 2

2 l 2 cos n 2 l 2 sin n 2 l 2 cos nl 2 l 2 sin n 2


2 2 2 2
l 2n n 2n n
2 2l 2 sin n 2 4l sin n 2
2 2 2 2
l n n

4l sin n 2 n x
Fourier series is f x 2
sin
n 1 n2 l

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
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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)
Hence f(x) is an even function

2 2 x2 2 2
ao xdx
0
2 0
2

15. Find half range cosine series of f(x) = x, in 0 x


Answer:
2 2 x2 2 2
ao xdx
0
2 0
2

2 1 cos nx sin nx
an x sin nxdx x (1)
0
n n2 0

n n 1
1 cos n 1 1
0 0
n n n
ao
f x an cos nx
2 n 0

Fourier series is 1
n 1

cos nx
2 n 0 n

16. Find the RMS value of f(x) = x2, 0 x 1


28

Answer:
Given f(x) = x2
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R.M.S value
2l 1
1 2 1 2
y f ( x) dx x2 dx
l 0 120
1
x5 2
2
5 0
5

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 (1)
0
n n2 0

2 ( 1) n 2( 1) n 1

n n

2( 1) n 1
Half range Fourier sine series is f x sin nx
n 0 n
18. Find the value of a0 in the cosine series of f ( x) x in (0, 5)
Answer:
5 5
2 2 x2 2 52
ao xdx 5
50 5 2 0
5 2

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
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20. Write the first two harmonic.
Answer:
The first two harmonics are
ao
f x a1 cos x b1 sin x a2 cos 2 x b2 sin 2 x
2

FOURIER SERIES
x (0, )
1. Expand f ( x) as Fourier series
2 x ( ,2 )
2
1 1 1
and hence deduce that .........
12 32 52 8
2. Find the Fourier series for f(x) = x2 in (- . ) and also prove that
2 2
1 1 1 1 1 1
(i) ......... (ii) .........
12 22 32 6 12 22 32 12
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 34 90
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 52 8
0 , ( ,0)
5. If f ( x) Find the Fourier series and hence deduce that
sin x , (0, )
1 1 1 2
.........
1.3 3.5 5.7 4
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


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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 .........
12 22 32 6

(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 f x
2 in ( , 2 )
2
1 1 1
and hence show that .........
12 32 52 8

8. (i) Find the the half range sine series for f x x x in the interval (0, ) and deduce

1 1 1
that ....
13 33 53

2
(ii) Obtain the half range cosine series for f x x 1 in (0,1)
2
1 1 1
and also deduce that 2 .........
1 22 32 6
9. (i) Find the Fourier series for f(x) = x2 in (- . ) and also prove that
4
1 1
1 ......... (use P.I)
14 24 90
(ii) Find the Fourier series for f(x) = x in (- . ) and also prove that
4
1 1
1 ......... (use P.I)
14 34 96
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l
cx ,0 x
2
10(i)Obtain the sine series for f x
l
c l x , x l
2

l
kx ,0 x
2
(ii). Find the Fourier series for the function f x
l
k 2l x , x l
2
11.(i).Find the Fourier series for the function f x 1 x x2 in ( , ) and also
2
1 1 1
deduce that .........
12 22 32 6

(ii) Find the Fourier expansion of

2x
1 , x 0 2
1 1 1
f(x) = in (-π , π ), and also deduce that 2 .........
2x 1 32 52 8
1 ,0 x

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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 y y y
is a2 1 is 2
a2 1
t 2
x 2
t x2

2 STEP-2 STEP-2
Boundary conditions Boundary conditions
1. y(0,t) = 0 for t 0 1. y(0,t) =0 for t 0
2. y(  , t) = 0 for t 0 2. y(  , t) = 0 for t 0
3. y(x,0) = 0 for 0 < x <  y
3. =0 for 0 < x < 
y t
4. = f(x) for 0<x<  t 0
t
33

t 0 4. y(x,0) = f(x) for 0<x< 


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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)
5 STEP-5 STEP-5
Using Boundary condition 1 Using Boundary condition 1
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
Using Boundary condition 2 Using Boundary condition 2
6 y(  ,t) = 0 y(  ,t) = 0
Then (3) becomes, Then (3) becomes,
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
= =
 
Then (3) becomes, Then (3) becomes,
n x n at n at n x n at n 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
Using Boundary condition 3 Using Boundary condition 3
34

y(x,0) = 0
Then (4) becomes,
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n x y
y( x, t ) B sin( ) C cos 0 D sin 0 =0 = 0Then (4) becomes,
 t t 0
n x Differentiating (5) partially w.r.to ‘t’ and put t =0
B sin( ) C 0
 y n x n at n at n a
C=0 B sin(
) C sin( ) D cos( )
tt 0    
Then (4) becomes,
n x n a
B sin( ) D 0
n x n at  
y ( x, t ) B sin( ) D sin( ) D=0
  Then (4) becomes,
The most general solution is
n x n at n x n at
y ( x, t ) Bn sin( ) sin( ) (5) y ( x, t ) B sin( ) C cos( )
n 1    
The most general solution is
n x n at
y ( x, t ) Bn sin( ) cos( ) (5)
n 1  

8 STEP-8 STEP-8
Differentiating (5) partially w.r.to ‘t’ Using Boundary condition (4),
y n x n at n a y(x,0) = f(x)
Bn sin( ) cos( )
t    n x
n 1 y ( x, 0) Bn sin( ) cos(0)
Using Boundary condition (4), n 1 
y n x
= f(x) f ( x) Bn sin( )
t t 0 n 1 
n x n a This is the Half Range Fourier Sine Series.
f ( x) Bn sin( ) 
n 1   2 n x
Bn f ( x)sin( )
This is the Half Range Fourier Sine Series. 0 

n a 2 n x
Bn f ( x)sin( )
 0 

2 n x
Bn f ( x)sin( )dx
n a0 
9 STEP-9 STEP-9
The required solution is The required solution is
n x n at n x n at
y ( x, t ) Bn sin( ) sin( ) y ( x, t ) Bn sin( ) sin( )
n 1   n 1  
 
2 n x 2 n x
Where Bn f ( x)sin( )dx Where Bn f ( x)sin( )dx
n a0  0 
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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
0
t x2 x2 y2

2 Boundary conditions Boundary conditions


1.u(0,t) = 0 for t 0 1.u(0,y) = 0 for 0<y<
2.u(  ,t) = 0 for t 0 2.u(  ,y) = 0 for 0<y<
3.u(x,t) = f(x) for 0<x<  3.u(x, ) = 0 for 0<x< 
4.u(x,0) = f(x) for 0<x< 

3 The possible solutions are The possible solutions are


2 2 x x
x x t
u ( x, t ) ( Ae Be )Ce u ( x, y ) ( Ae Be )(C cos y D sin y )
2 2 y y
u ( x, t ) ( A cos x B sin x)Ce t u ( x, y ) ( A cos x B sin x)(Ce De )
u ( x, t ) ( Ax B)C u ( x, y ) ( Ax B)(Cy D)

4, The most suitable solution is The most suitable solution is


2 2 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
2 2 y y
u(0, t ) ( A cos0 B sin 0)Ce t
=0 u (0, y ) ( A cos 0 B sin 0)(Ce De )
y y
( A)Ce
2 2
t
=0 u (0, y ) ( A)(Ce Be )
A=0 A=0
Then (2) becomes Then (2) becomes
y y
2 2
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
2 2
t
u(, t ) ( B sin )Ce =0
y y
2 2
t
u (, y ) ( B sin )(Ce De )
(B sin )Ce 0 y y
0 ( B sin )(Ce De )
n
n

Then (3) becomes 
2 2 2
n t
Then (3) becomes
n x 2 n y n y
u( x, t ) B sin( )Ce n x
 u ( x, y ) ( B sin )(Ce  De 
) (4)

The most general solution is
2 2 2
n t
n x 2
36

u ( x, t ) Bn sin( )e (4)
n 1 
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7 Using Boundary condition 3 Using Boundary condition 3


u(x,0) = f(x) u(x, ) =0
n x n x
u ( x, 0) Bn sin( ) u ( x, ) ( B sin )(Ce De )
n 1  
n x n x
f ( x) Bn sin( ) 0 ( B sin )(C D 0)
n 1  
This the Half range Fourier sine series C=0
 then (3) becomes
2 n x
Bn f ( x)sin( )dx n x n y
0  u ( x, y ) ( B sin )( De 
)

The most general solution is
n y
n x 
u ( x, y ) Bn sin( )e (5
n 1 

8 The required solution is Using Boundary condition 4


2 2 2
n t y(x,0) = f(x)
n x 2
u ( x, t ) Bn sin( )e n x 0
n 1  u ( x, 0) Bn sin( )e
 n 1 
2 n x
Where Bn f ( x)sin( )dx n x
0  f ( x) Bn sin( )
n 1 

This the Half range Fourier sine series



2 n x
Bn f ( x)sin( )dx
0 
The required solution is
n y
n x 
u ( x, y ) Bn sin( )e
n 1 

2 n x
Where Bn f ( x)sin( )dx
0 

QUESTION WITH ANSWER

2 2
u u
1. Classify the Partial Differential Equation i)
x2 y2
Answer:
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2 2
u u
here A=1,B=0,&C=-1
x2 y2
B2 - 4AC=0-4(1)(-1)=4>0
The Partial Differential Equation is hyperbolic
2
u u u
2. Classify the Partial Differential Equation xy
x y y x
Answer:
2
u u u
xy here A=0,B=1,&C=0
x y 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

4. Classify the following second order Partial Differential equation


2 2 2
u u u u u
4 2
4 6 8 0
x x y y2 x y
Answer:
2 2 2
u u u u u
4 2
4 6 8 0
x x y y2 x y
here A= 4,B =4, & C = 1
B2-4AC =16 -4(4)(1) = 0

The Partial Differential Equation is Parabolic

5. Classify the following second order Partial Differential equation


38

i) y2uxx 2xyuxy x2uyy 2ux 3u 0


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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
y y
6. In the wave equation 2
c2 what does c2 stands for?
t x2
Answer:
2 2
y y
2
c2
t x2

T
here a 2 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

k
2
= 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 the area
and to the temperature gradient normal to the curve. This constant of
proportionality is known as the conductivity of the material. It is known as
Fourier law of heat conduction
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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

y
(iii) 0
t t 0

b
x 0 x 
(iv) y(x , 0 ) = 
b
(2 x)  x 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:
The possible solutions are
2 2
x x t
u ( x, t ) ( Ae Be )Ce
2 2
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
40

proportional to temperature gradient)


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Q=Quantity of heat flowing

k – Thermal conductivity

u
A=area of cross section ; =Temperature gradient
x

13. What are the possible solutions of two dimensional head flow equation?

Answer:
The possible solutions are

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
b a x
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:
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x at
1 1
y x at x at v( )d
2 2a x at
here x f x g x
v x ax f ag

17. What are the boundary conditions of one dimensional Wave equation?

Answer:
Boundary conditions

1. y(0,t) = 0 for t 0
2. y(  , t) = 0 for t 0
3. y(x,0) = 0 for 0<x< 
y
4. = f(x) for 0<x< 
t t 0

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< 


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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
b a x
In Steady state condition The Temperature u ( x, t ) a
l
Here a=40°C & b=60°C

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 time t = 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
x
position given by y(x, 0) = y0 sin 3 . 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
0< x < 1
l
string are given initial velocities where V Find the
c
(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 0oC and kept so. Find
43

the resulting temperature u(x, t) taking x = 0.


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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 50oC
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
x ,0) = 100sin 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.

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Unit - 4

FOURIER TRANSFORMS

FORMULAE

1
1. Fourier Transform of f(x) is F[ f ( x)] f(x)eisx dx
2 -

1
2. The inversion formula f ( x) F (s)e-isx ds
2 -

2
3. Fourier cosine Transform Fc [f(x)] = Fc(s) = f ( x) cos sxdx
0

2
4. Inversion formula f(x) = Fc ( s) cos sxds
0

2
5. Fourier sine Transform (FST) F [f(x)] = F (s) = f ( x)sin sxdx
s s
0

2
6. Inversion formula f(x) = Fs ( s)sin sxds
0
2
2
7. Parseval’s Identity f ( x) dx F ( s) ds

1
8. Gamma function n x n 1e x dx , n 1 n n &
0
2

a
9. e ax
cos bxdx 2
0
a b2

ax b
10 e sin bxdx 2
0
a b2

sin ax
11. dx
45

0
x 2
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x2 x2
12. e dx & e dx
0
2

eiax e iax
eiax e iax
13. cos ax & sin ax
2 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 FC ( S )


46

WORKING RULE TO FIND INVERSE FCT


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Step1: Write the inverse FCT formula & Sub FC ( S ) with its limit in the formula

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

2 a 2 s
Fc(e-ax) = 2 2
Fs(e-ax) = 2
a s a s2

By Inversion formula, By Inversion formula,

cos sx ax s ax
ds e 2 2
sin sxds e
0
a2 s2 2a 0
a s 2

x 1
TYPE-I : If problems of the form i) 2 2
ii) 2
, then use Inversion formula
x a x a2

x2 dx
TYPE-II: If problems of the form i) dx ii) , then use Parseval’s Identity
2 2 2 2 2
0 x a 0 x a2

TYPE-III

dx
2 2
, then use f ( x) g ( x)dx FC f ( x) FC g ( x) dx
0 x a x2 b2 0 0
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UNIT - 4
FOURIER TRANSFORM

1. State Fourier Integral Theorem.


Answer:

If f ( x) is piece wise continuously differentiable and absolutely on , then,

1
f ( x) f t ei ( x t ) s dt ds .
2

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2. StateandproveModulation
1
theorem. F f x cos ax F s a F s a Proof:
2
1
F f x cos ax f x cos ax eisx dx
2

1 eiax e iax
f x eisx dx
2 2

1 1 1 1
f x ei ( s a) x
dx f x ei ( s a) x
dx
2 2 2 2

1 1
F s a F s a
2 2
1
F f x cos ax F s a F s a
2
3. State Parseval’s Identity.
Answer:

If F s is a Fourier transform of f x , then

2 2
F s ds f x dx

4. State Convolution theorem.


Answer:

The Fourier transform of Convolution of f x and g x is the product of their Fourier

transforms.

F f g F sGs
49

5. State and prove Change of scale of property.


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Answer:
1
If F s 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
f t e a
; where t ax
2 a
1 s
F f ax F
a a
n dn
n
6. Prove that if F[f(x)] = F(s) then F x f ( x) ( i) n F (s)
ds
Answer:
1
F s f x eisx dx
2

Diff w.r.t s ‘n’ times

dn 1 n
F s f x ix eisx dx
ds n 2
1
f x (i)n ( x)n eisx dx
2
1 dn 1
F s ( x)n f x eisx dx
(i )n ds n 2

dn
n 1
( i) n F s ( x) n f x eisx dx
ds 2

n dnn
F x f x i F s
ds n

s
7. Solve for f(x) from the integral equation f ( x)cos sxdx e
50

0
Answer:
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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 a 2
b2
e s cos sx ds 0

0
a 1, b x
2 2 1
e s cos sx ds 2
0
x 1

1 x a
8. Find the complex Fourier Transform of f ( x)
0 x a 0

Answer:
1
F f x f x eisx dx
2 x a; a x a
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a
1
F f x 1 eisx dx
2 a
a
1
(cos sx i sin sx)dx
2 a
a a
2 2 sin sx
(cos sx)dx
2 0 2 s 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
F f x f x eisx dx
2
a
1
x eisx dx
2 a x a; a x a
a
1
x (cos sx i sin sx)dx
2 a

a a
2 2i cos sx sin sx
( x(i sin sx)dx x (1)
2 0 2 s s2 0

2 as cos as sin as
i
s2
52

[Use even and odd property first term become zero]


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10. Write Fourier Transform pair.


Answer:

If f ( x) is defined in , , then its Fourier transform is defined as

1
F s 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 f x F s e ds .
2

11. Find the Fourier cosine Transform of f(x) = e-x


Answer:

2
Fc f x f x cos sx dx
0

x 2
Fc e e x cos sx dx ax a
 e cos bx dx 2
0
0
a b2
x 2 1
Fc e
s2 1

eimx , a x b
12. Find the Fourier Transform of f ( x)
0, otherwise
Answer:
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1
F f x f x eisx dx
2
b b
1 1
eimx eisx dx ei m s x
dx
2 a 2 a

b
1 ei m s x 1 1
ei m s b ei m s a
2 im s a
2 im s

1
13. Find the Fourier sine Transform of .
x
Answer:

2
Fs f x f x sin sx dx
0

2 sin sx 2
dx
0
x 2
1
Fs
x 2

14. Find the Fourier sine transform of e x

Answer:

2
Fs f x f x sin sx dx
0

x 2
Fs e e x sin sx dx
b
0  e ax sin bx dx 2
0
a b2
x 2 s
Fs e
s2 1
54

15. Find the Fourier cosine transform of e 2x


2e x

Answer:
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2
Fc f x f x cos sx dx
0

2x x 2 2x x
Fc e 2e e 2e cos sx dx
0

2 2x
e cos sx dx 2 e x cos sx dx
0 0

2 2 1 2 1 1
2
2 2
2 2 2
s 4 s 1 s 4 s 1

1, 0 x 1
16. Find the Fourier sine transform of f ( x)
0 x 1
Answer:
2
Fs f x f x sin sx dx
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
0
s 0

2 1 cos s
s

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x, o x 1
f ( x) 2 x, 1 x 2
17. Obtain the Fourier sine transform of .
0, x 2

Answer:
2
Fs f x f x sin sx dx
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 2 x
s s2 0 s s2 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.

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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 sin s
s s2 0
s s2 s2

2 s sin s cos s 1
2
s

x
20. Find the Fourier sine transform of 2
.
x 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 sin sx ds
0
s2 a2
s
(ie) 2 2
sin sx ds e ax , a 0
0
s a 2

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x
Change x and s, we get 2 2
sin sx dx e as
0
x a 2
x 2 x
Fs sin sx dx
x2 a2 0
x2 a2
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
x cos x sin x x 3 sin x x cos x
deduce that (i) cos dx (ii) dx
0
x 3
2 16 0
x3 15

a2 x2 x a
(ii). Find the Fourier Transform of f ( x) . hence
0 x a 0
sin x x cos x
deduce that dx
0
x3 4

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 0
x

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
x x
58

0 0
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x2 dx
5. Evaluate i) dx ii) 2
2 2
0 x2 a 0 x2 a2

dx x 2 dx
6 i). Evaluate (a) (b)
0 x2 a2 x2 b2 0 x2 a 2 x2 b2
dx t 2 dt
ii). Evaluate (a) (b)
0 x2 1 x2 4 0 t2 4 t2 9

sin x; when o x
7. (i)Find the Fourier sine transform of f ( x)
0 ; whenx
cos x; when o x a
(ii) Find the Fourier cosine transform of f ( x)
0 ; whenx a
2 2
x s
8. (i) Show that Fourier transform e 2
is e 2

a2 x2 a2 x2
(ii)Obtain Fourier cosine Transform of e and hence find Fourier sine Transform x 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
x sin x
10. (i) Find Fourier sine Transform of e x , x>0 and hence deduce that dx
0 1 x2
(ii) Find Fourier cosine and sine Transform of e 4x
, x>0 and hence deduce

cos 2 x x sin 2 x
that (i) dx e 8 (ii) dx e 8

0
x 2 16 8 0
x 2 16 8

11.(i)Find FS xe ax
& Fc xe ax

ax ax
e e
(ii) Find FS & Fc
x x
(iii) Find the Fourier cosine transform of f ( x) ax
59

e cos ax
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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) F z f (n) z (Two sided z transform)
n

(One sided z transform)


n
Z f ( n) F z f (n) z
n 0

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
60

Properties
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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 Z e f t F z z zeaT

(ii) If Z {f(n)} = F(z),


z
then Z a n f n 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 z 1
61

PARTIAL FRACTION METHODS


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Model:I

1 A B
z a z b z a z b

Model:II

1 A B C
2
z a z b z a z b ( z b) 2

Model:III

1 A Bz C
z a z 2
b z a z2 b

Convolution of Two Sequences

Convolution of Two Sequences {f(n)} and {g(n)} is defined as


n
{ f (n) * g (n)} f ( K ) g (n K )
K 0

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 an 1
1 a a 2 ....... a n
62

1 a
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n 1
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
z 1

2. an z
z a

3. n z
( z 1) 2

4. n2 z2 z
( z 1)3
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6. 1 z
log
n ( z 1)

7. 1 z
z log
n 1 ( z 1)

8. 1 1 z
log
n 1 z ( z 1)

9. ean z
( z ea )

10. 1 1
ez
n!

11. Cos n z ( z cos )


2
z 2 z cos 1

12. sin n z sin


2
z 2 z cos 1

13. n z2
cos
2 z2 1

n z
sin 2
2 z 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
2
z 2 z cos T 1
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5. cos t z ( z cos T )
2
z 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

(Two sided z transform)


n
Z f (n) F z f (n) z
n

(One sided z transform)


n
Z f ( n) F z f (n) z
n 0

Find the Z Transform of 1

n
Answer: Z f n f nz
n 0

n
Z1 (1) z 1 z 1
z 2
....
n 0
1
1 z1
1 1
1 z 1 z
1
z z z 1
z
Z 1
z 1

2. Find the Z Transform of n


Answer:
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n
Z f n f nz
n 0

n
Z n nz
n 0

n 1 2
nz 0 z 2z 3z 3 ...
n 0
2 2
1 1
2 1 1 1 z
z 1 z 1
z z z z 1
z
2
z 1

3. Find the Z Transform of n2.


Answer:
d
Z n2 Z nn z Z n , by the property,
dz
2
d z z 1 z2 z 1 z2 z
z 2
( z) 4
dz z 1 z 1 ( z 1)3

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 z 1
66

6. State convolution theorem of Z- Transform.


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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
Z f n f nz
n 0

Z na n na n z n

n 0
n 1 2 3
a a a a
n 0 2 3 ...
n 0 z z z z
2
a a az
1 2
z z z a

n n
8. Find Z – Transform of cos and sin
2 2
Answer:
n
We know that Z f n f nz
n 0

z z cos
Z cos n
z 2 2 z cos 1

z z cos
2 z2
Z cos n
2 z 2
2 z cos 1 z2 1
2
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z sin
Similarly Z sin n
z2 2 z cos 1

z sin
2 z
Z sin n
2 z 2
2 z cos 1 z2 1
2

1
9. Find Z – Transform of
n
Answer:
n
Z f n f nz
n 0

1 1 n
Z z
n n 0 n

1 n z1 z2 z3
z ....
n 1n 1 2 3
1
1 z 1
log 1 log
z z

z
log
z 1

1
10. Find Z – Transform of
n!
68

Answer:
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n
Z f n f nz
n 0

1 1 n
Z z
n! n 0 n!

1 n z1 z2 z3
z 1 ....
n 0 n ! 1! 2! 3!
1
1
z z
e e

1
11. Find Z – Transform of
n 1
Answer:
n
Z f n f nz
n 0

1 1 n
Z z
n 1 n 0 n 1
1 ( n 1)
z z
n 0 n 1

1 z2 z3
z z ....
2 3

1
z log 1
z

z
z log
z 1
69

12. Find Z – Transform of an


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Answer:
n
Z f n f n z
n 0

n
n an a
Z a
n 0 zn n 0 z
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 Z f t F z , then Z e at f (t ) F zeaT


Proof:

Z e at f (t ) e anT
f (nT ) z n

n 0
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 ) ).
n 0

n
Z e at f (t ) f (nT ) ze aT F ( ze aT )
n 0

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:


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1 for n 0
u(n)
0 for n 0

15. Find Z – Transform of Z eat


Answer:
n n
Z eat eanT z n
eaT z n
z eaT
n 0 n 0

z z
z an
z eaT z a
[Using First shifting theorem]

16. Find Z – Transform of Z te 2t


Answer:

2t Tz
Z te Z t z ze 2T 2
z 1 z ze 2 T

Tze 2T
2
ze 2T 1

[Using First shifting theorem]

17. Find Z – Transform of Z et cos 2t

Answer:
z z cos
Z et cos 2t Z cos 2t z ze T 2
z 2 cos z 1 z ze T

T T
ze ze cos T
2T T
ze 2cos T ze 1

[Using First shifting theorem]


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18. Find Z – Transform of Z e2 t T

Answer:

Let f (t) = e2t , by second sifting theorem


Z e2(t T)
Z f (t T ) z F ( z ) f (0)
ze 2T 1
z 1 z
ze 2T 1 ze 2T
1

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
z2 2cos t z 1 z2 2cos t z 1

20. Find Z – transform of n 1 n 2

Answer:

n
Z f n f nz
n 0

Z n 1 n 2 Z n2 2n n 2

Z n2 3n 2 z n2 3z n 2z 1

z2 z z z
3
3 2
2
z 1 z 1 z 1
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QUESTION BANK
Z-TRANSFORMS

8z 2 8z 2
1. (i)Find Z 1
& Z 1
by convolution theorem.
(2 z 1)(4 z 1) (2 z 1)(4z 1)
z2 z2
(ii) Find Z 1
&Z 1
by convolution theorem
( z a)( z b) ( z 1)( z 3)

z2 z2
2. (i) Find Z 1
& Z 1
by convolution theorem
( z a) 2 ( z a)2

3. (i ) State and prove Initial & Final value theorem.

(ii) State and prove Second shifting theorem

1 2n 3
(i) Find the Z transform of &
(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 of by partial fractions.
z 1 ( z 2 1)
z z2
5. (i) Find Z 1
&Z 1

z2 2z 2 z2 7 z 10

1 1 1
6. (i)Find the Z transform of f (n) Hence find Z and Z .
n! (n 1)! (n 2)!
1
(ii) Find Z 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,


73

9. (i)Find Z cos n & Z sin n and also find Z a n cos n & Z a n sin n
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