Transforms and Partial differential equations I year / I sem

TRANSFORMS AND PARTIAL DIFFERENTIAL EQUATIONS

UNIT I FOURIER SERIES 9
Fourier series Odd and even functions Half range sine series Half range cosine series Complex
form of Fourier Series Parsevals identify Harmonic Analysis.
UNIT II FOURIER TRANSFORM 9

Fourier integral theorem (without proof) Sine and

Cosine transforms Properties (without Proof) Transforms of simple functions Convolution
theorem Parsevals identity Finite Fourier transform Sine and Cosine transform.

UNIT III Z -TRANSFORM AND DIFFERENCE EQUATIONS 9

Z-transform - Elementary properties (without proof) Inverse Z transform Convolution theorem -
Formation of difference equations Solution of difference equations using Z - transform.
UNIT IV PARTIAL DIFFERENTIAL EQUATIONS 9
Solution of First order partial differential equation reducible to standard forms Lagranges linear
equation Linear partial differential equations of second order and higher order with constant
coefficients.
UNIT V BOUNDARY VALUE PROBLEMS 9
Solutions of one dimensional wave equation One dimensional heat equation Steady state solution
of two-dimensional heat equation (Insulated edges excluded) Fourier series solutions in Cartesian
coordinates.
TUTORIAL :15 TOTAL: 60

TEXT BOOKS
1. Andrews, L.A., and Shivamoggi B.K., Integral Transforms for Engineers and Applied
Mathematicians, Macmillen , New York ,1988.
2. Grewal, B.S., Higher Engineering Mathematics, Thirty Sixth Edition, Khanna Publishers,
Delhi, 2001.
3. Kandasamy, P., Thilagavathy, K., and Gunavathy, K., Engineering Mathematics Volume III,
S. Chand & Company ltd., New Delhi, 1996.

REFERENCES
1. Narayanan, S., Manicavachagom Pillay, T.K. and Ramaniah, G., Advanced Mathematics for
Engineering Students, Volumes II and III, S. Viswanathan (Printers and Publishers) Pvt. Ltd.
Chennai, 2002.
2. Churchill, R.V. and Brown, J.W., Fourier Series and Boundary Value Problems, Fourth
Edition, McGraw-Hill Book Co., Singapore, 1987.

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
CHAPTER 1
FOURIER SERIES

1.1 PERIODIC FUNCTIONS

A function is said to have a period T if for all x, , where T is a
positive constant. The least value of T>0 is called the period of .

EXAMPLES 1.1
We know that = sin x = sin (x + 4 ) = Therefore the function has period 2 ,
4 , 6 , etc. However, 2 is the least value and therefore is the period of f(x).
Similarly cos x is a periodic function with the period 2 and tan x has period .

1.2 DIRICHLETS CONDITIONS

A function defined in c x c+2l can be expanded as an infinite trigonometric

series of the form + provided

1. is single- valued and finite in (c , c+2l)
2. is continuous or piecewise continuous with finite number of finite
discontinuities in (c , c+2l).
3. has no or finite number of maxima or minima in (c , c+2l).

1.3 EULERS FORMULAS

If a function defined in (c , c+2l) can be expanded as the infinite trigonometric

series + then

[ Formulas given above for and are called Eulers formulas for Fourier coefficients]

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
1.4 DEFINITION OF FOURIER SERIES

The infinite trigonometric series + is called the

Fourier series of in the interval c x c+2l, provided the coefficients are given by the
Eulers formulas.
EVEN FUNCTION
If = in (-l , l) such that = , then is said to be an even
function of x in (-l , l).

If

Such that = or = , then is said to be an even function of x in

(-l , l).
EXAMPLE
y = cos x , y = are even functions.

ODD FUNCTION
If = in (-l , l) such that = - , then is said to be an odd
function of x in (-l , l).

If

Such that = - or =- , then is said to be an odd function of x in

(-l , l).
EXAMPLE
y = sin x , y = x are odd functions.

1.5 FOURIER SERIES OF EVEN AND ODD FUNCTIONS

1. The Fourier series of an even function in (-l , l) contains only cosine terms
(constant term included), i.e. the Fourier series of an even function in (-l , l) is
given by

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

= +

where

2. The Fourier series of an odd function in (-l , l) contains only sine terms, i.e.
the Fourier series of an odd function in (-l , l) is given by

= ,

where

1.6 PROBLEMS
1. Find the Fourier series of period 2l for the function = x(2l x) in (0 , 2l). Deduce

the sum of =

Solution:

Let = + in (0 , 2l) (1)

using Bernoullis formula.

=0

3
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
Using these values in (1), we have

x (2l - x) = in (0, 2l) ..(2)

The required series can be obtained by putting x = l in the Fourier

series in (2).
x = l lies in (0 , 2l) and is a point of continuity of the function = x(2l x).

Sum the Fourier series in (2) = f(l)

i.e. = l(2l - l)

i.e.. -

2. Find the Fourier series of period 2 for the function = x cos x in 0 < x < 2 .
Solution:

Let = + ...(1)

if n 1
=0, if n 1
=0

4
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

if n 1

= , if n 1

Using these values in (1), we get

f(x) =

3. Find the Fourier series expansion of = sin ax in (-l , l).

Solution:
Since is defined in a range of length 2l, we can expand in Fourier series of
period 2l.
Also = sin[a(-x)] = -sin ax = -
is an odd function of x in (-l , l).
Hence Fourier series of will not contain cosine terms.

Let = .(1)

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Using these values in (1), we get

4. Find the Fourier series expansion of = . Hence obtain a series for

cosec
Solution:
Though the range is symmetric about the origin, is neither an even function
nor an odd function.

Let = + ....(1)

in

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Using these values in (1), we get

= in

[Since x=0 is a point of continuity of f(x)]

i.e.,

i.e.,

i.e.,

7
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
1.7 HALF-RANGE FOURIER SERIES AND
PARSEVALS THEOREM
(i) The half range cosine series in (0 , l) is

= +

where

(ii) The half range sine series in (0 , l) is

= ,

where

(iii) The half range cosine series in (0 , ) is given by

= +

where

(iv) The half range sine series in (0 , ) is given by

= ,

where

8
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
1.7.1 ROOT-MEAN SQUARE VALUE OF A
FUNCTION Definition

If a function y = is defined in (c , c+2l), then is called the root mean-

square(R.M.S.) value of y in (c , c+2l) and is denoted by

Thus

1.7.2 PARSEVALS THEOREM

If y = can be expanded as a Fourier series of the form

+ in (c , c+2l), then the root-mean square value of y =

in (c , c+2l) is given by

PROOF

= + in (c , c+2l) .....(1)

By Eulers formulas for the Fourier coefficients,

..(2)

......(3)

Now, by definition,

= using (1)

= , by using (2) and (3)

9
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

1.7.3 EXAMPLES
1. Find the half-range (i) cosine series and (ii) sine series for = in (0 , )
Solution:
(i) To get the half-range cosine series for in (0 , ), we should give an even
extension for in ( , 0).

i.e. put = = in ( , 0)
Now is even in ( , ).

= + .(1)

The Fourier half-range cosine series of is given by

in (0 , ).

(ii) To get the half-range sine series of in (0 , ), we should give an odd extension
for in (- , 0).

i.e. Put =- in (- , 0)

=- in (- , 0)
Now is odd in (- , ).

10
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

= .(2)

Using this value in(2), we get the half-range sine series of in (0 , ).

2. Find the half-range sine series of = sin ax in (0 , l).

Solution:
We give an odd extension for in (-l , 0).
i.e. we put = -sin[a(-x)] = sin ax in (-l , 0)
is odd in (-l , l)

Let =

11
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Using this values in (1), we get the half-range sine series as

3. Find the half-range cosine series of = a in (0 , l). Deduce the sum of

Solution:
Giving an odd extension for in (-l , 0), is made an odd function in (-l , l).

Let f(x) = ..(1)

Using this value in (1), we get

a=

Since the series whose sum is required contains constant multiples of squares of , we apply

Parsevals theorem.

12
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

4. Expand = - as a Fourier series in -1 < x < 1 and using this series find the
r.m.s. value of in the interval.
Solution:
The Fourier series of in (-1 , -1) is given by

= + .(1)

.(3)

13
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Substituting (2), (3), (4) in (1) we get

We know that r.m.s. value of f(x) in (-l , l) is

.(5)

From (2) we get

...(6)

From (3) we get

..(7)

From (4) we get

..(8)

Substituting (6), (7) and (8) in (5) we get

5. Find the Fourier series for = in Hence show that

Solution:
The Fourier series of in (-1 , 1) is given by

= +

14
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
The co-efficients are

Parsevals theorem is

i.e., =

1.8 HARMONIC ANALYSIS

The process of finding the Fourier series for a function given by numerical value is
known as harmonic analysis. In harmonic analysis the Fourier coefficients of the
function y = in (0 , 2 ) are given by
= 2[mean value of y in (0 , 2 )]

= 2[mean value of y cos nx in (0 , 2 )]

= 2[mean value of y sin nx in (0 , 2 )]

(i) Suppose the function is defined in the interval (0 , 2l), then its Fourier series is,

= +

and now, = 2[mean value of y in (0 , 2l)]

15
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

(ii) If the half range Fourier sine series of in (0 , l) is,

= , then

(iii) If the half range Fourier sine series of in (0 , ) is,

= , then

(iv) If the half range Fourier cosine series of in (0 , l) is,

= + , then

= 2[mean value of y in (0 , l)]

(v) If the half range Fourier cosine series of in (0 , ) is,

= + , then

= 2[mean value of y in (0 , )]

= .

1.8.1 EXAMPLES
1. The following table gives the variations of a periodic function over a period T.
x

1.98 1.3 1.05 1.3 -0.88 -0.25 1.98

Show that = 0.75 + 0.37 +1.004 , where

Solution:

16

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
Here the last value is a mere repetition of the first therefore we omit that value and
consider the remaining 6 values. n = 6.

Given ....(1)

when x takes the values of 0, , , , , takes the values 0, , ,

, , . (By using (1))

Let the Fourier series be of the form

(2)

where

n=6

y cos sin y cos y sin

1.98 1.0 0 1.98 0
1.30 0.500 0.866 0.65 1.1258
1.05 -0,500 0.866 -0.525 0.9093

1.30 -1 0 -1.3 0
-0.88 -0.500 -0.866 0.44 0.762

-0.25 0.500 -0.866 -0.125 0.2165

4.6 1.12 3.013

Substituting these values of in (2), we get

= 0.75 + 0.37 cos + 1.004 sin

17
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
2. Find the Fourier series upto the third harmonic for the function y = defined in
(0 , ) from the table
x 0

2.34 2.2 1.6 0.83 0.51 0.88 1.19

Solution:
We can express the given data in a half range Fourier sine series.
.....(1)

x y = f(0) sin x sin 2x sin 3x y sin x y sin 2x y sin 3x

0 2.34 0 0 0 0 0 0
30 2.2 0.5 0.87 1 1.1 1.91 2.2
60 1.6 0.87 0.87 0 1.392 1.392 0
90 0.83 1 0 -1 0.83 0 -0.83
120 0.51 0.87 -0.87 0 0.44 -0.44 0
150 0.88 0.5 -0.87 1 0.44 0.76 0.88
180 1.19 0 0 0 0 0 0
4.202 3.622 2.25

Now

Substituting these values in (1), we get

= 1.4 sin x + 1.21 sin 2x + 0.75 sin 3x

3. Compute the first two harmonics of the Fourier series for f(x) from the following data

x 0 30 60 90 120 150 180

0 5224 8097 7850 5499 2626 0

18

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
Solution:
Here the length of the interval is we can express the given data in a half range
Fourier sine series
i.e., (1)
x y sin x sin 2x
0 0 0 0
30 5224 .5 0.87
60 8097 0.87 0.87
90 7850 1 0
120 5499 0.87 -0.87
150 2626 0.5 -0.87

Now

= 7867.84 sin x + 1506.84 sin 2x

4. Find the Fourier series as far as the second harmonic to represent the function given in
the following data.
x 0 1 2 3 4 5
9 18 24 28 26 20
Solution:
Here the length of the interval is 6 (not 2 )
i.e., 2l = 6 or l = 3
The Fourier series is

..(1)

y
0 0 0 9 9 0 9 0

19
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
1 18 9 15.7 -9 15.6

2 24 -12 20.9 -24 0

3 28 -28 0 28 0
4 26 -13 -22.6 -13 22.6

5 20 10 -17.4 -10 -17.4

125 -25 -3.4 -19 20.8

Substituting these values of in (1), we get

1.9 COMPLEX FORM OF FOURIER SERIES

The equation of the form

is called the complex form or exponential form of the Fourier series of in (c , c+2l). The

coefficient is given by

When l = , the complex form of Fourier series of in (c , c+2 ) takes the form

where

20
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
1.9.1 PROBLEMS
1. Find the complex form of the Fourier series of = in (0 , 2).
Solution:
Since 2l = 2 or l = 1, the complex form of the Fourier series is

Using this value in (1), we get

2. Find the complex form of the Fourier series of = sin x in (0 , ).

Solution:
Here 2l = or l = .
The complex form of Fourier series is

..(1)

21
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Using this value in (1), we get

in (0 , )

3. Find the complex form of the Fourier series of = in (-l , l).

Solution:
Let the complex form of the Fourier series be

Using this value in (1), we have

22
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

in (-l , l)

4. Find the complex form of the Fourier series of = cos ax in (- , ), where a is

neither zero nor an integer.
Solution:
Here 2l = 2 or l = .
The complex form of Fourier series is

.(1)

Using this value in (1), we get

in (- , ).

2mark
PART A
1. Determine the value of in the Fourier series expansion of

Ans: is an odd function.

2. Find the root mean square value of in the interval .

Ans:
RMS Vale of in is

23

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

3. Find the coefficient of in the Fourier cosine series of the function in

the interval
Ans: Here
Fourier cosine series is

= + , where

4. If and for all x, find the sum of the Fourier

series of at .
Ans: Here is a point of discontinuity.
The sum of the Fourier series is equal to the average of right hand and left hand limit of the
given function at .

i.e.,

5. Find in the expansion of as a Fourier series in .

Ans: =0

Since is an even function in .

6. If is an odd function defined in (-l , l) what are the values of

24
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
Ans: =0

since is an odd function.

7. Find the Fourier constants for in .

Ans: =0

Since is an even function in .

8. State Parsevals identity for the half-range cosine expansion of in (0 , 1).
Ans:

where

9. Find the constant term in the Fourier series expansion of in .

Ans:
= 0 since is an odd function in .

10. State Dirichlets conditions for Fourier series.

Ans:
(i) is defined and single valued except possibly at a finite number of points in .
(ii) is periodic with period 2 .
(iii) and are piecewise continuous in .
Then the Fourier series of converges to
(a) if x is a point of continuity

(b) if x is a point of discontinuity.

11. What you mean by Harmonic Analysis?

Ans:

25

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
The process of finding the Fourier series for a function given by numerical value is
known as harmonic analysis. In harmonic analysis the Fourier coefficients of the

function y = in (0 , 2 ) are given by

= 2[mean value of y in (0 , 2 )]

= 2[mean value of y cos nx in (0 , 2 )]

= 2[mean value of y sin nx in (0 , 2 )]

12. In the Fourier expansion of in . Find the value of ,

the coefficient of sin nx.

Ans:
Since is an even function the value of = 0.

13. What is the constant term and the coefficient of in the Fourier expansion of

in (-7 , 7)?
Ans:
Given

The given function is an odd function. Hence are zero.

14. State Parsevals identity for full range expansion of as Fourier series in (0 , 2l).
Ans:

where

26
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

15. Find a Fourier sine series for the function = 1; 0 < x < .
Ans:

The Fourier sine series of .(1)

16. If the Fourier series for the function is

Deduce that

Ans:

Putting we get

27
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
17. Define Root mean square value of a function?
Ans:

If a function y = is defined in (c , c+2l), then is called the root mean-

square(R.M.S.) value of y in (c , c+2l) and is denoted by

Thus

18. If is expressed as a Fourier series in the interval (-2 , 2), to which value this
series converges at x = 2.
Ans:
Since x = 2 is a point of continuity, the Fourier series converges to the arithmetic mean of
at x = -2 and x = 2

i.e.,

19. If the Fourier series corresponding to in the interval is

without finding the values of find the value of

Ans:
By using Parsevals identity,

20. Find the constant term in the Fourier series corresponding to expressed in the
interval .
Ans:
Given

Now

28

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

CHAPTER 2
FOURIER TRANSFORMS

2.1 INTEGRAL TRANSFORM

The integral transform of a function is defined by where

k(s , x) is a known function of s and x and it is called the kernel of the transform.
When k(s , x) is a sine or cosine function, we get transforms called Fourier sine or
cosine transforms.

2.2 FOURIER INTEGRAL THEOREM

If is a given function defined in (-l , l) and satisfies Dirichlets conditions, then

At a point of discontinuity the value of the integral on the left of above equation is

2.3 EXAMPLES

1. Express the function as a Fourier Integral. Hence evaluate

and find the value of

Solution:
We know that the Fourier Integral formula for is

.(1)

Here = 1 for i.e., f(t) = 1 in -1 < t < 1

= 0 for
= 0 in and

Equation (1)

29

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

.(2)

[Using sin (A+B) + sin (A-B) = 2 sin A cos B]

This is Fourier Integral of the given function. From (2) we get

= .(3

But ..(4)

Substituting (4) in (3) we get

Putting x = 0 we get

2. Find the Fourier Integral of the function

Verify the representation directly at the point x = 0.

Solution:
The Fourier integral of is

.(1)

.(2)

30
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Putting x = 0 in (2), we get

The value of the given function at x = 0 is . Hence verified.

2.4 FOURIER SINE AND COSINE INTEGRALS

The integral of the form

is known as Fourier sine integral.

The integral of the form

is known as Fourier cosine integral.

2.4.1 PROBLEMS

1. Using Fourier integral formula, prove that

Solution:
The presence of in the integral suggests that the Fourier sine integral formula
has been used.
Fourier sine integral representation is given by

31
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

2. Using Fourier integral formula, prove that

Solution:
The presence of in the integral suggests that the Fourier cosine integral
formula for has been used.
Fourier cosine integral representation is given by

32
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

2.5 COMPLEX FORM OF FOURIER INTEGRALS

The integral of the form

is known as Complex form of Fourier Integral.

2.5.1 FOURIER TRANSFORMS

COMPLEX FOURIER TRANSFORMS

The function is called the Complex Fourier transform

of .

INVERSION FORMULA FOR THE COMPLEX FOURIER TRANSFORM

The function is called the inversion formula for the

Complex Fourier transform of and it is denoted by

FOURIER SINE TRANSFORMS

The function is called the Fourier Sine Transform of

the function .

The function is called the inversion formula for the

Fourier sine transform and it is denoted by

FOURIER COSINE TRANSFORMS

The function is called the Fourier Cosine

Transform of .

The function is called the inversion formula for the

Fourier Cosine Transform and it is denoted by

2.5.2 PROBLEMS

1. Find the Fourier Transform of

33

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Hence prove that

Solution:
We know that the Fourier transform of is given by

By using inverse Fourier Transform we get

34
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

The second integral is odd and hence its values is zero.

i.e.,

Putting , we get

2. Find the Fourier sine transform of , (or) , x > 0. Hence evaluate

Solution:
The Fourier sine transform of f(x) is given by

Here = for x > 0

Using inverse Fourier sine transform we get

35
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Replacing x by m we get

[since s is dummy variable, we can replace it by x]

3. Find the Fourier cosine transform of

Solution:

We know that

Here

Let

Then (1)

Differentiating on both sides w.r.t. s we get,

Integrating w.r.t. s we get

36
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

4. Find the Fourier cosine transform of

Solution:
We know that the Fourier cosine transform of f(x) is

Here

5. Find , if its sine transform is Hence deduce that the inverse sine

transform of
Solution:
We know that the inverse Fourier sine transform of is given by

Here

37
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Differentiating w.r.t. x on both sides, we get,

To find the inverse Fourier sine transform of

Put a = 0, in (1), we get

2.5.3 PROPERTIES

1. Linearity Property

Proof:

38

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

2. Change of Scale Property

If F(s) is the Fourier transform of then

Proof:

Put ax = y
a dx = dy i.e., dx =
When

3. Shifting Property ( Shifting in x )

If F(s) is the Fourier transform of then

Proof:

Put x-a = y
dx = dy
When

4. Shifting in respect of s

If F(s) is the Fourier transform of then

Proof:

39
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

5. Modulation Theorem
If F(s) is the Fourier transform of then
Proof:

COROLLARIES

6. Conjugate Symmetry Property

If F(s) is the Fourier transform of then

Proof:

We know that

Taking complex conjugate on both sides we get

40

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Put x = -y
dx = -dy
When

7. Transform of Derivatives

If F(s) is the Fourier transform of and if is continuous, is piecewise

continuously differentiable, and are absolutely integrable in and
, then

8. Derivatives of the Transform

If F(s) is the Fourier transform of then

Proof:

Extending, we get, 41
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

DEFINITION

is called the convolution product or simply the convolution

of the functions and and is denoted by .

9. Convolution Theorem

If F(s) and G(s) are the Fourier transform of and respectively then the
Fourier transform of the convolution of f(x) and g(x) is the product of their Fourier
transforms.
i.e.,
Proof :

Inverting, we get

10. Parsevals Identity (or) Energy Theorem

If is a given function defined in then it satisfy the identity,

where F(s) is the Fourier transform of .

Proof:
We know that

Putting x = 0, we get

..(1)

Let ..(2)
i.e., ..(3)
by property (9)
i.e., ..(4)
42
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Substituting (2) and (4) in (1) we get

11. If and are given functions of x and and are their

Fourier cosine transforms and and are their Fourier sine transforms then

(i)

(ii) ,

which is Parsevals identity for Fourier cosine and sine transforms.

Proof:

(i)

Changing the order of integration

Similarly we can prove the other part of the result.

(ii) Replacing in (i) and noting that and
, we get

i.e.,

12. If , then

(i) and

(ii)
Proof:
43

Prepared by : P.Padma
Transforms and Partial differential
ee equ
equations I year / I sem

Similarly the result (ii) follows.

44

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

2.5.4 PROBLEMS

1. Show that the Fourier transform of is

. Hence deduce that Using Parsevals

identity show that

Solution:
We know that

When a = 1, ..(A)

Using inverse Fourier Transform, we get

45
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

[The second integral is odd and hence its value is zero]

[since the integrand is an even function of s]

Putting a = 1, we get

Putting x = 0, in the given function we get

Using Parsevals identity, [Using (A)]

46
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

2. Find the Fourier Transform of if

Hence deduce that

Solution:
We know that

Since

The second integral becomes zero since it is an odd function.

47
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Using Parsevals identity

3. Evaluate using transforms.

Solution:

We know that the Fourier cosine transform of

Similarly the Fourier cosine transform of

48
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

We know that

4. Find the Fourier transform of and hence deduce that

(i)

(ii)

Ans :

49
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Using inversion formula, we get

Putting a = 1, we get,

2.6 FINITE FOURIER TRANSFORMS

If is a function defined in the interval (0 , l) then the finite Fourier sine

transform of in 0 <x < l is defined as

50
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

where n is an integer

The inverse finite Fourier sine transform of is and is given by

The finite Fourier cosine transform of in 0 < x < l is defined as

where n is an integer

The inverse finite Fourier cosine transform of is and is given by

2.6.1 PROBLEMS

1. Find the finite Fourier sine and cosine transforms of in 0 < x < l.

Solution:
The finite Fourier sine transform is

Here

The finite Fourier cosine transform is

51
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Here

2. Find the finite Fourier sine and cosine transforms of .

Solution:
The finite Fourier sine transform of is

Here

The finite Fourier cosine transform of is

Here

52
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

3. Find if its finite sine transform is given by where p is positive

integer and .

Solution:
We know that the inverse Fourier sine transform is given by

..(1)

Here = ..(2)

Substituting (2) in (1), we get

4. If find if 0 < x <1.

Solution:
We know that

Here

Let

53
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

2 mark
PART A

1. State the Fourier integral theorem.

Ans:
If is a given function defined in (-l , l) and satisfies Dirichlets conditions, then

2. State the convolution theorem of the Fourier transform.

Ans:
If F(s) and G(s) are the Fourier transform of and respectively then the
Fourier transform of the convolution of f(x) and g(x) is the product of their Fourier
transforms.
i.e.,

3. Write the Fourier transform pair.

Ans:
and are Fourier transform pairs.

4. Find the Fourier sine transform of (a > 0).

Ans:

5. If the Fourier transform of is F(s) then prove that .

Ans:

Put x-a = y
dx = dy
When

6. State the Fourier transforms of the derivatives of a function.

54

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
Ans:

7. Find the Fourier sine transform of .

Ans:

Here for x > 0

8. Prove that

Proof:

Put ax = y
a dx = dy i.e., dx =
When

9. If F(s) is the Fourier transform of then prove that

Proof:

55

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

10. Find the Fourier sine transform of

Ans:

11. Find Fourier sine transform of

Ans:

12. Find Fourier cosine transform of

Ans:

13. If F(s) is the Fourier transform of then

Proof:

56

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

14. If F(s) is the Fourier transform of then

Proof:

15. If F(s) is the Fourier transform of then

Proof:

Put ax = y
a dx = dy i.e., dx =
When

57
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Chapter 3

Z-Transforms 3.1
Introduction:
In Communication Engineering, two basic types of signals are encountered.
They are
(1) Continuous time signals.
(2) Discrete time signals.
Continuous time signals are defined for continuous values of the independent variable,
namely time and are denoted by a function .
Discrete time signals are defined only at discrete set of values of the independent
variable and are denoted by a sequence .
Z-transform plays an important role in analysis of linear discrete time signals.

3.2 Definition of z-transform:

If is a sequence defined for .,then is called

the two-sided or bilateral Z-transform of and denoted by or

,where z is a complex variable in general.
If is a casual sequence, i.e if , for n<0,then the Z-transform is
called one-sided or unilateral Z-transform of and is defined as

We shall mostly deal with one sided Z-transform which will be hereafter referred to as
Z-transform.

3.3 Properties of Z-
transforms: (1) Linearity:

The Z-transform is linear

.
Proof:

similarly, .

(2)Time Shifting:
58

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

(i)
(ii)
Proof:

Extending this result, we get

(3)Frequency Shifting:
(i)

(ii)

Proof:

Similarly (ii) can be proved.

Corollary:
If , then

59
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

The result follows, if we replace in (ii).

(4)Time Reversal for Bilateral Z-Transform:

If

Proof:

(5) Differentiation in the Z-Domain:

(i)

(ii)
Proof:
(i)

Similarly, (ii) can be proved.

(6) Initial Value Theorem:

(i)
(ii)
Proof:

60

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Similarly, (ii) can be proved.

(7) Final value Theorem:

(i)
(ii)
Proof:

Taking limits as z tends to 1,

Similarly, (ii) can be proved, starting with property 2(ii).

(8) Convolution Theorem:

Definitions:
The convolution of the two sequences is defined as

(i) , if the sequence are non causal and

(ii) , if the sequences are causal.

The convolution of two functions is defined as

where T is the sampling period.

61
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Statement of the theorem:

(i)
(ii)
Proof:
(For the bilateral z=transform)
(i)

By changing the order of summation,

, by putting n-r=m

(ii)

(1)

Say, where

(2)

Using (2) in (1), we get

62
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Z-Transforms of some basic functions:

(1) is the unit impulse sequence defined by

(2) Where k is a constant and is the unit step sequence

defined by

(i)

Where the region of convergence (ROC) is .

(ii) In particular,
and

(3)

(i) , where the ROC is .

(ii) , where the ROC is .

(iii) .

(iv) .

(v)

(4) .
(i)

63
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

(ii) Where the ROC is .

(iii)

(iv)

(v)

(5) .

(i)

(ii)

(6) .

(i) .

(ii) .

(7) .

(i) .

(ii) Putting a=1, we get .

(8) .
(i) .

(ii) .

(iii) .

In particular,

64
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

(iv) .

In particular,

(9) .
(i) .

(ii) .

(iii) .

(iv) .

Problems:

(1) Find the bilateral Z-transforms of

(i)
(ii)
(iii)
Solution:

(i)

By property 3,

65
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

(ii)

By property 3, which is true for bilateral Z-transform also.

(iii) by property5.

(2) Find the Z-transforms of

(i) and
(ii)
Solution:

(i)

(ii)

66

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

(3) Find Z-transforms of

(i) , and

(ii)

Solution:
(i)

[Refer to basic transform (6)]

(ii) , by partial fractions.

[Refer to basic transform (6)]

67
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

(4) Find the Z-transforms of

(i)

(ii) , and

(iii)

Solution:
(i) Let

[Refer to basic transform (8)]

(ii) Let

68
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

By basic transform (8)

(iii) Let

(5) (i) Use initial value theorem to find , when

(ii) Use final value theorem to find , when

Solution:
(i) By initial value theorem,

(ii) By final value theorem,

69
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

(6) Use convolution theorem to find the sum of the first n natural numbers.
Solution:

By convolution theorem,

Taking inverse Z-transforms,

(7) Use convolution theorem to find the inverse Z-transform of

(i) and

(ii)

Solution:

(i)

70
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

(ii)

Inverse Z-transforms:

The inverse of Z-transform of has been already defined as

, when .

can be found out by any one of the following methods.

Method 1 (Expansion method)

71
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

If can be expanded in a series of ascending powers of , i.e in the

form , by binomial, exponential and logarithmic theorems, the coefficient of

in the expansion gives .

Method 2 (Long division method)

When the usual methods of expansion of fail and if ,

then is divided by in the classical manner and hence the expansion

is obtained in the quotient.

Method 3 (partial fraction Method)

When is a rational function in which the denominator can be factorised,
is resolved in to partial fraction and then is derived as the sum of the
inverse Z-transforms of the partial fractions.

Method 4 (By Cauchys Residue Theorem)

By using the relation between the Z-transform and Fourier transform of a
sequence, it can be proved that

Where C is a circle whose centre is the origin and radius is sufficiently large to include
all the isolated singularities of .
By Cauchys residue theorem,
x sum of the residues of at the isolated singularities.

Sum of the residues of at the isolated singularities.

Use of Z-transforms to solve Finite Difference equations:

Z-transforms can be used to solve finite difference equation of the form
with given values of y(0) and y(1).
Taking Z-transforms on both sides of the given difference equation and using the values
of y(0) and y(1), we will get . Then

will give .
To express and in terms of .

(i) .
(ii) .

72
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Problems:
(1) Find the inverse Z-transform of , by the long division method.
Solution:

Thus

(2) Find the inverse Z-transform of , by the long division method.

Solution:

Thus ,

73
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

(3) Find by the method of partial fractions.

Solution:

Let

(4) Find , by using Residue theorem.

Solution:

, Where C is the circle whose

centre is the origin and which includes the singularities .

,by Cauchys residue

theorem.
are simple poles.

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

UNIT 3
2 mark
(1)Form the difference equation from
Ans:

(2)Express in terms of
Ans:

(3)Find the value of when

Ans:

(4)Define bilateral Z-transform.

Ans : If is a sequence defined for .,then is called the

two-sided or bilateral Z-transform of and denoted by or ,where z is

a complex variable in general.

(5)Find the z-transform of

Ans:

(6)Find using z-transform.

Ans:

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

(7)Define unilateral Z-transform.

Ans:
If is a casual sequence, i.e if , for n<0,then the Z-transform is called
one-sided or unilateral Z-transform of and is defined as

(8)Find using z-transform.

Ans:

(9) State and prove initial value theorem in z-transform.

Ans:
(i)
(ii)

(i)

Similarly, (ii) can be proved.

(10)Find the z-transform of n.

Ans:

75

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

(11) Find the Z-transforms of

Ans:

76
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

CHAPTER 4

4.1 PARTIAL DIFFERENTIAL EQUATIONS

A partial differential equation is an equation involving a function of two or

more variables and some of its partial derivatives. Therefore a partial differential
equation contains one dependent variable and one independent variable.
Here z will be taken as the dependent variable and x and y the independent
variable so that .
We will use the following standard notations to denote the partial derivatives.

The order of partial differential equation is that of the highest order derivative
occurring in it.

Formation of partial differential equation:

There are two methods to form a partial differential equation.
(i) By elimination of arbitrary constants.
(ii) By elimination of arbitrary functions.

4.2 Problems

Formation of partial differential equation by elimination of arbitrary

constants:
(1)Form the partial differential equation by eliminating the arbitrary constants
from .
Solution:
Given ... (1)

77

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
Here we have two arbitrary constants a & b.
Differentiating equation (1) partially with respect to x and y respectively we get

(2)

. (3)

Substitute (2) and (3) in (1) we get

, which is the required partial differential equation.

(2) Form the partial differential equation by eliminating the arbitrary constants

a, b, c from .

Solution:
We note that the number of constants is more than the number of independent
variable. Hence the order of the resulting equation will be more than 1.

.................. (1)

Differentiating (1) partially with respect to x and then with respect to y, we get

Differentiating (2) partially with respect to x,

..(4)

Where .

From (2) and (4) , .

From (5) and (6), we get

78
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

, which is the required partial differential

equation.

(3) Find the differential equation of all spheres of the same radius c having their
center on the yoz-plane. .
Solution:
The equation of a sphere having its centre at , that lies on the -plane
and having its radius equal to c is
. (1)

If a and b are treated as arbitrary constants, (1) represents the family of spheres
having the given property.
Differentiating (1) partially with respect to x and then with respect to y, we
have
(2)
and .(3)

From (2), .(4)

Using (4) in (3), ..(5)

Using (4) and (5) in (1), we get

. i.e. , which is the required partial differential

equation.

Problems
Formation of partial differential equation by elimination of arbitrary
functions:

79

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
(1)Form the partial differential equation by eliminating the arbitrary function f
from

solution: Given

i.e. (1)
Differentiating (1) partially with respect to x and then with respect to y, we
get
.(2)

.(3)
where
Eliminating f(u) from (2) and (3), we get

i.e.

(2) Form the partial differential equation by eliminating the arbitrary function

Solution: Given (1)

Let ,

Then the given equation is of the form .

The elimination of from equation (2), we get,

80
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

i.e.

i.e

i.e

(3) Form the partial differential equation by eliminating the arbitrary function f
from

Solution: Given .(1)

Differentiating (1) partially with respect to x,
.(2)
Where and
Differentiating (1) partially with respect to y,
. (3)
Differentiating (2) partially with respect to x and then with respect to y,
. (4)

and .. (5)
Differentiating (3) partially with respect to y,
.. (6)

Eliminating and from (4), (5) and (6) using determinants, we

have

=0

i.e.

or

81
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
(4) Form the partial differential equation by eliminating the arbitrary function
from

Solution: Given ...(1)

Where
Differentiating partially with respect to x and y, we get

(2)

.(3)

..(4)

(5)

..(6)

From (4) and (6), we get

i.e.

Solutions of partial differential equations

Consider the following two equations

..(1)

82
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
and ..(2)

Equation (1) contains arbitrary constants a and b, but equation (2) contains only one
arbitrary function f.
If we eliminate the arbitrary constants a and b from (1) we get a partial differential
equation of the form . If we eliminate the arbitrary function f from (2) we get
a partial differential equation of the form .
Therefore for a given partial differential equation we may have more than one type of
solutions.

Types of solutions:

(a) A solution in which the number of arbitrary constants is equal to the number of
independent variables is called Complete Integral (or) Complete solution.
(b) In complete integral if we give particular values to the arbitrary constants we get
Particular Integral.
(c) The equation which does not have any arbitrary constants is known as Singular
Integral.

To find the general integral:

Suppose that ....(1)
is a first order partial differential equation whose complete solution is
..(2)
Where a and b are arbitrary constants.
Let , where fis an arbitrary function.
Then (2) becomes
.(3)
Differentiating (3) partially with respect to a, we get

.(4)

83
The eliminant of a between the two equations (3) and (4), when it exists, is called the
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
general integral of (1).

Methods to solve the first order partial differential equation:

Type 1:
Equation of the form ...(1)
i.e the equation contains p and q only.
Suppose that .....(2)
is a solution of the equation

substitute the above in (1), we get

on solving this we can get , where is a known function.

Using this value of b in (2), the complete solution of the given partial differential
equation is
(3)
is a complete solution,
To find the singular solution, we have to eliminate a and c from

Differentiating the above with respect to a and c, we get

,
and 0=1.
The last equation is absurd. Hence there is no singular solution for the equation of
Type 1.

Problems:

(1) Solve .

84

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
Solution:
Given: .(1)
Equation (1) is of the form .
Assume .(2)
be the solution of equation (1).
From (2) we get .

(1)

.(3)
Substitute (3) in (2) we get

....(4)
This is a complete solution.

To find the general solution:

We put in (4),where f is an arbitrary function.

i.e. (5)
Differentiating (5) partially with respect to a, we get

(6)

Eliminating a between equations (5) and (6), we get the required general solution.

To find the singular solution:

Differentiate (4) partially with respect to a and c, we get

0=1.(which is absurd)
so there is no singular solution.

(2) Solve

85
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
Solution:
Given: ..(1)
Equation (1) is of the form
Assume (2)
be the solution of equation (1).
From (2) we get
(1)

.....(3)

Substituting (3) in (2), we get

(4)

This is a complete solution.

To find the general solution:

We put in (4), we get

..(5)

Differentiating (5) partially with respect to a, we get

..(6)

Eliminating a between equations (5) and (6), we get the required general solution

To find the singular solution:

Differentiating (4) with respect to a and c.

and 0=1 (which is absurd).

So there is no singular solution.

86
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
Type 2: (Clairauts type)
The equation of the form
(1)
is known as Clairauts equation.

Assume (2)
be a solution of (1).

Substitute the above in (1), we get

..(3)
which is the complete solution.

Problem:

(1) Solve

Solution:
Given: .(1)
Equation (1) is a Clairauts equation
Let ..(2)
be the solution of (1).
Put in (1), we get

.(3)
which is a complete solution.

To find the general solution:

We put in (3), we get

(4)
Differentiate (4) partially with respect to a, we get

87
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

..(5)

Eliminating a between equations (4) and (5), we get the required general solution

To find singular solution,

Differentiate (3) partially with respect to a, we get

..(6)

Differentiate (3) partially with respect to b, we get

..(7)

Multiplying equation (6) and (7),we get

(2) Solve

Solution:

Given: .(1)

Equation (1) is a Clairauts equation

Let ...(2)
be the solution of (1).
Put in (1), we get

.(3)

88

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
which is the complete solution.

To find the general solution:

We put in (3), we get

..(4)

Differentiate (4) partially with respect to a, we get

..(5)

Eliminating a between equations (4) and (5), we get the required general
solution

To find the singular solution:

Differentiate (3) partially with respect to a,

.............. (4)
Differentiate (3) partially with respect to b,

.(5)

Substituting equation (4) and (5) in equation (3), we get

Type 3:
Equations not containing x and y explicitly, i.e. equations of the form
.(1)

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
For equations of this type ,it is known that a solution will be of the form
.(2)
Where a is the arbitrary constant and is a specific function to be found out.
Putting , (2) becomes

and

If (2) is to be a solution of (1), the values of p and q obtained should satisfy (1).

i.e. ..(3)

From (3), we get

.(4)

Now (4) is a ordinary differential equation, which can be solved by variable separable
method.
The solution of (4), which will be of the form , is the
complete solution of (1).
The general and singular solution of (1) can be found out by usual method.

Problems:

(1)Solve .
Solution:

iven: (1)

Equation (1) is of the form

Assume where, be a solution of (1).

.(2)

(3)

Substituting equation (2) & (3) in (1), we get

90
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

By variable separable method,

By integrating, we get

.(4)

This is the complete solution.

To find the general solution:

We put in (4), we get

..(5)

Differentiate (5) partially with respect to a, we get

..(6)

91

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Eliminating a between equations (4) and (5), we get the required general
solution.

To find the singular solution:

Differentiate (4) partially with respect to a and k, we get

..(7)

and (which is absurd)

So there is no singular solution.

(2)Solve .
Solution:
Given: (1)

Equation (1) is of the form

Assume where , be a solution of (1).

.(2)

(3)

92
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
Substituting equation (2) & (3) in (1), we get

Integrating the above, we get

..(4)
This is the complete solution.

To find the general solution:

We put in (4), we get

..(5)
Differentiate (5) partially with respect to a, we get

..(6)
Eliminating a between equations (4) and (5), we get the required general
solution.
To find the singular solution:
Differentiate (4) partially with respect to a and k, we get

93
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

..(7)
and (which is absurd)
So there is no singular solution.

Type 4:
Equations of the form
..(1)
i.e. equation which do not contain z explicitly and in which terms containing p and x can
be separated from those containing q and y.
To find the complete solution of (1),
We assume that .where a is an arbitrary constant.
Solving ,we can get and solving ,we can get

.
Now

i.e.
Integrating with respect to the concerned variables, we get
.(2)

The complete solution of (1) is given by (2), which contains two arbitrary constants a
and b.
The general and singular solution of (1) can be found out by usual method.

Problems:
(1)Solve .
Solution:
Given:

..(1)

Equation (1) is of the form

94

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Let (say)

.(2)

Similarly, (3)

Assume be a solution of (1)

Substitute equation (2) and (3) to the above, we get

Integrating the above we get,

..(4)

This is the complete solution.

The general and singular solution of (1) can be found out by usual method.

(2) Solve .
Solution:
Given:
.. (1)
Equation (1) is of the form
Let (say)
. (2)
Similarly, (3)
Assume be a solution of (1)
Substitute equation (2) and (3) to the above, we get

Integrating the above we get,

95

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

(4)
This is the complete solution.
The general and singular solution of (1) can be found out by usual method.

Equations reducible to standard types-transformations:

Type A:
Equations of the form .
Where m and n are constants, each not equal to 1.
We make the transformations .

Then and

Therefore the equation reduces to .which is a

type 1 equation.
The equation reduces to .which is a type 3
equation.

Problem:
(1)Solve .
Solution:
Given:
This can be written as

Which is of the form , where m=2,n=2.

96
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Put

Substituting in the given equation,

.
This is of the form .

Let , where

Equation becomes, .

Solving for ,

is a complete solution.

The general and singular solution can be found out by usual method.

Type B:
Equations of the form .
Where k is a constant, which is not equal to -1.
We make the transformations .

Then and

97
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Therefore the equation reduces to which is a type 1

equation.

The equation reduces to which is a

type 4 equation.

Problems:
(1)Solve:
Solution:
Given:

The equation can be rewritten as (1)

Which contains .

Hence we make the transformation

Similarly

Using these values in (1), we get

..(2)
As (2) is an equation containing P and Q only, a solution of (2) will be of the form
.(3)
Now obtained from (3) satisfy equation (2)

i.e.

Therefore the complete solution of (2) is

i.e complete solution of (1) is

98
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
Singular solution does not exist. General solution is found out as usual.
Type C:
Equations of the form , where
We make the transformations

Then

and

Therefore the given equation reduces to

This is of type 1 equation.

Problem:

(1)Solve

Solution:

Given:

It can be rewritten as ..(1)

which is of the form

we make the transformations

i.e.

Then

99
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
Similarly, ,
Using these in (1),it becomes
(2)
As (2) contains only P and Q explicitly, a solution of the equation will be of the
form
.(3)
Therefore obtained from (3) satisfy equation (2)

i.e.

Therefore the complete solution of (2) is

Therefore the complete solution of (1) is

Singular solution does not exist. General solution is found out as usual.

Type D:

Equation of the form

By putting the equation reduces

to

where .

Problems:
(1)Solve .
Solution:
Given: . .(1)
Rewriting (1),

. .(2)

100
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

As (2) contains , we make the substitutions

Then

i.e.

Similarly,

Using these in (2), it becomes

..(3)
which contains only P and Q explicitly. A solution of (3) is of the form
(4)
Therefore obtained from (4) satisfy equation (3)

i.e.

Therefore the complete solution of (3) is

Therefore the complete solution of (1) is ..(5)

General solution of (1) is obtained as usual.

General solution of partial differential equations:

Partial differential equations, for which the general solution can be obtained
directly, can be divided in to the following three categories.
(1) Equations that can be solved by direct (partial) integration.
(2) Lagranges linear equation of the first order.
(3) Linear partial differential equations of higher order with constant coefficients.

Equations that can be solved by direct (partial) integration:

Problems:

101
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

(1)Solve the equation if when when

Also show that when .

Solution:

Given: .(1)

Integrating (1) partially with respect to x,

.(2)

When in (2), we get .

Equation (2) becomes .(3)

Integrating (3) partially with respect to t, we get

(4)
Using the given condition, namely when we get

Using this value in (4), the required particular solution of (1) is

Now

i.e. when .

(2) Solve the equation simultaneously.

Solution: Given

Integrating (1) partially with respect to x,

102
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

..(3)

Differentiating (1) partially with respect to y,

...(4)

Comparing (2) and (4), we get

Therefore the required solution is

, where c is an arbitrary constant.

Lagranges linear equation of the first order:

A linear partial differential equation of the first order , which is of the form

where are functions of is called Lagranges linear equation.

working rule to solve
(1)To solve , we form the corresponding subsidiary simultaneous equations

(2)Solving these equations, we get two independent solutions .

(3)Then the required general solution is .

Solution of the simultaneous equations

Methods of grouping:
By grouping any two of three ratios, it may be possible to get an ordinary
differential equation containing only two variables, eventhough P;Q;R are in
general, functions of x,y,z. By solving this equation, we can get a solution of the
simultaneous equations. By this method, we may be able to get two independent
solutions, by using different groupings.

103

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
Methods of multipliers:
If we can find a set of three quantities l,m,n which may be constants or
functions of the variables x,y,z, such that , then the solution of the
simultaneous equation is found out as follows.

Since If is an exact
differential of some function , then we get Integrating this, we get

, which is a solution of

Similarly, if we can find another set of independent multipliers we can get

another independent solution .

Problems:
(1)Solve .
Solution:
Given: .
This is of Lagranges type of PDE where .

The subsidiary equations are

Taking first two members

Integrating we get

i.e. .(1)

Taking first and last members .

i.e. .

Integrating we get ......(2)

104
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Therefore the solution of the given PDE is .

(2)Solve the equation

Solution:
Given:
This is of Lagranges type of PDE where .

The subsidiary equations are .(1)

Using the multipliers 1,1,1, each ratio in (1)= .

.
Integrating, we get (2)

Using the multipliers y,x,2z, each ratio in (1)= .

Integrating, we get (3)

Therefore the general solution of the given equation is .

(3)Show that the integral surface of the PDE .

Which contains the straight line .

Solution:
The subsidiary equations of the given Lagrange s equation are

(1)

Using the multipliers . each ratio in (1)= .

Integrating, we get (2)

105
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Using the multipliers y,x,-1, each ratio in (1)= .

Integrating, we get (3)

The required surface has to pass through

(4)

Using (4) in (2) and (3), we have

(5)

Eliminating x in (5) we get,

.(6)
Substituting for a and b from (2) and (3) in (6), we get
, which is the equation of the required
surface.

Linear P.D.E.S of higher order with constant coefficients:

The standard form of a homogeneous linear partial differential equation of the
order with constant coefficients is

.(1)

where as are constants.

If we use the operators , we can symbolically write equation (1)

as
.(2)

.(3)

where is a homogeneous polynomial of the degree in .

The method of solving (3) is similar to that of solving ordinary linear differential
equations with constant coefficients.

106
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
The general solution of (3) is of the form z = (complementary function)+(particular
integral),where the complementary function is the R.H.S of the general solution of

and the particular integral is given symbolically by .

Complementary function of :
C.F of the solution of is the R.H.S of the solution of

. (1)
In this equation, we put ,then we get an equation which is called the
auxiliary equation.
Hence the auxiliary equation of (1) is
.(2)

Let the roots of this equation be .

Case 1:
The roots of (2) are real and distinct.
The general solution is given by

Case 2:
Two of the roots of (2) are equal and others are distinct.
The general solution is given by

Case 3:
r of the roots of (2) are equal and others distinct.
The general solution is given by

To find particular integral:

Rule (1): If the R.H.S of a given PDE is , then

Put

107

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

If refer to Rule (4).

Rule (2): If the R.H.S of a given PDE is , then

Replace provided the

denominator is not equal to zero.
If the denominator is zero, refer to Rule (4).
Rule (3): If the R.H.S of a given PDE is , then

Expand by using Binomial Theorem and then operate on .

Rule (4): If the R.H.S of a given PDE is any other function [other than

Rule(1),(2) and(3)] resolve into linear factors say

etc. then the

Note: If the denominator is zero in Rule (1) and (2) then apply Rule (4).
Working rule to find P.I when denominator is zero in Rule (1) and Rule (2).
If the R.H.S of a given PDE is of the form

Then

This rule can be applied only for equal roots.

Problems:
(1) Solve
Solution:
Given:

108
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
The auxiliary equation is

The general solution of the given equation is

(2)Solve
Solution:
Given:

The auxiliary equation is

109
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Therefore the general solution is

(3)Solve
Solution:
Given:

The auxiliary equation is

110
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Therefore the general solution is

111
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
UNIT 4
2 mark
(1)Form a partial differential equation by eliminating arbitrary constants a and b from

Ans:
Given . (1)

Substituting (2) & (3) in (1), we get

(2) Solve:
Ans:
Auxiliary equation

(3)Form a partial differential equation by eliminating the arbitrary constants a and b from
the equation .
Ans:
Given: .. (1)
Partially differentiating with respect to x and y we get
.. (2)
... (3)
(2) (4)
(3) .. (5)
Substituting (4) and (5) in (1) we get
.
.
(4)Find the complete solution of the partial differential equation
Ans:
Given:
.. (1)
Let us assume that
(2)
be the solution of (1)
Partially differentiating with respect to x and y we get

112
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

.. (3)

Substituting (3) in (1) we get

From the above equation we get,

. (4)
Substituting (5) in (2) we get

(5)Find the PDE of all planes having equal intercepts on the x and y axis.
Ans:
The equation of such plane is

. (1)
Partially differentiating (1) with respect to x and y we get

.. (2)

.. (3)
From (2) and (3), we get

(6)Find the solution of .

Ans:
The S.E is

Taking first two members, we get

Integrating we get

i.e
Taking last two members, we get

Integrating we get

113
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

i.e
The complete solution is

(7)Find the singular integral of the partial differential equation

Ans:
The complete integral is

Therefore

(8)Solve:
Ans:
.. (1)
Let us assume that
(2)
be the solution of (1)
Partially differentiating with respect to x and y we get

.. (3)

Substituting (3) in (1) we get

This is the required solution.

(9)Form a partial differential equation by eliminating the arbitrary constants a and b from

Ans:
(1)
Partially differentiating with respect to x and y we get

114
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

.. (2)

Substituting (2) in (1) we get

This is the required PDE.

(10)Solve:

Ans:
Auxiliary equation

(11)Form a partial differential equation by eliminating the arbitrary constants a and b

from

Ans: Given . (1)

Substituting (2) & (3) in (1), we get

(12)Solve:

Ans:
The given equation can be written as

We know that the C.F corresponding to the factors

In our problem

115
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
(13)Form a partial differential equation by eliminate the arbitrary function f from

Ans:

From (1), we get

Substituting (3) in(2), we get

(14)Solve:

Ans: Auxiliary equation

(15)Obtain partial differential equation by eliminating arbitrary constants a and b from

Ans:
Given . (1)

Substituting (2) & (3) in (1), we get

(16)Find the general solution of

Ans:
Auxiliary equation is

116
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

General solution is

(17)Find the complete integral of

Ans: Let us assume that

(1)
be the solution of the given equation.
Partially differentiating with respect to x and y we get

.. (2)

Substituting (2) in (1) we get

Substituting the above in (1) we get

This gives the complete integral.

(18)Solve:

Ans:
Auxiliary equation

(19)Find the PDE of the family of spheres having their centers on the line x=y=z.
Ans: The equation of such sphere is

Partially differentiating with respect to x and y we get

From (1),

From (2),

117
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
From (3) and (4), we get

This is the required PDE.

118
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Chapter 5
Boundary value problems

119
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

120
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

121
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

122
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

123

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

124
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

125

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

126
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

127
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

128
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

129

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

130
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

131
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem
132

133
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

134
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

135
Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Solution :

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Prepared by : P.Padma
Transforms and Partial differential equations I year / I sem

Prepared by : P.Padma