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Infi Coaching CenterMA 2211 Transforms and Partial Differential Equation
Unit - I
FOURIER SERIES
1.0 INTRODUCTION
Fourier Series are series of Cosine and Sine terms and araise in the important practical
task of representing general periodic functions. They constitute a very important tool
in solving problems that involve ordinary and partial differential equations.
1.1 GENERAL FOURIER SERIES
1.1.1 PERIODIC FUNCTION:
A function 𝒇(𝒙) is said to be Periodic, if and only if 𝒇 𝒙 + 𝒑 = 𝒇 𝒙 is true for
some value of 𝒑 and every value of 𝒙. The smallest value of 𝒑 for which this
equation is true for every value of 𝒙 will be called the Period of the function 𝒇(𝒙).
Example:
𝑺𝒊𝒏𝒙 = 𝑺𝒊𝒏(𝒙 + 𝟐) = 𝑺𝒊𝒏(𝒙 + 𝟒) = … … … . .
𝑺𝒊𝒏𝒙 is a Periodic function with the Period 𝟐.
1.1.2 CONTINUITY OF A FUNCTION
A function 𝒇(𝒙) is said to be Continuous at 𝒙 = 𝒂 if 𝒇(𝒂+) = 𝒇(𝒂) = 𝒇(𝒂−)
Where 𝒇(𝒂+) = 𝒍𝒊𝒎𝒉→𝟎 𝒇(𝒂 + 𝒉)
𝒇(𝒂−) = 𝒍𝒊𝒎𝒉→𝟎 𝒇(𝒂 − 𝒉)
1.1.3 DISCONTINUOUS FUNCTION
A function 𝒇(𝒙) is not Continuous at 𝒙 = 𝒂 is called discontinuous function.
Problem 1 Write the formula for finding Euler’s constants of a Fourier series in ( 0, 2 ).
Solution:
Euler’s constants of a Fourier series in ( 0, 2 ) is given by
2
1
a0 f x dx
0
2
1
an
f x cos nxdx
0
2
1
bn
f x sin nxdx
0
1
BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
Problem 2 Write the formula for Fourier constants for f(x) in the interval , .
Solution:
1
f x dx
a0
1
an f x cos nxdx
1
bn
f x sin nxdx
Problem 3 Find the constant a0 of the Fourier series for the function f(x) = k , 0 x 2 .
Solution:
2
1
a0
f x dx
0
2
1
kdx
0
1
kx 0
2
2k
Problem 4 If f(x) = e x in x , find a n .
Solution:
1
an e
x
cos nxdx
1 ex
2
cos nx n sin nx
1 n
1 e e n
2
1
n
1
1 n 2
1 n
1
n
an
1 n 2
e
e .
Problem 5 Write the formula’s for Fourier constants for f(x) in (c, c+2l).
Solution:
c 2
1
a0
f x dx
c
c2
1
an
f x cos nx dx
c
c 2
1
bn
f x sin nx dx
c
2
BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
Problem 6 Write the formulas for Fourier constants for f(x) in (-l, l).
Solution:
1
f x dx
a0
1
f x cos nx dx
an
1
bn f x sin nx dx
1.2 ODD AND EVEN FUNCTIONS
1.2.1 EVEN FUNCTION
A function 𝒇(𝒙) is said to be an even function of 𝒙 if 𝒇(−𝒙) = 𝒇(𝒙).
1.2.2 ODD FUNCTION
A function 𝒇(𝒙) is said to be an odd function of 𝒙 if 𝒇(−𝒙) = −𝒇(𝒙).
1.2.3 DIRICHLET’S CONDITION
1. 𝒇(𝒙) is periodic with period 𝟐 and bounded in (𝒄, 𝒄 + 𝟐)
2. 𝒇(𝒙) is piecewise continuous with finite number of discontinuities in (𝒄, 𝒄 + 𝟐)
3. 𝒇(𝒙) has at most a finite number of maxima and minima in (𝒄, 𝒄 + 𝟐)
Problem 1 What is the sum of Fourier series at a point x = x 0, where the function f(x) has a
finite discontinuity ?
Solution:
f x0 f x0
Sum of the Fourier series at x x0 is
2
2 cos x cos 2 x cos3 x
Problem 2 If x 2
4 2 .......... to (1)
1
2 2
3 2 3
1 1 1
in x , find 2 2 2 ............. to .
1 2 3
Solution:
Put x a point of continuity
2
2 2 1 1
(1) 4 2 2 ........
4 3 1 2
3
BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
2 2 1 1
4 2 2 .......
4 3 1 2
1
2
1 1
. 2 2 .......
12 4 1 2
1 1 1 2
.....
12 22 32 48
1.2.4 FOURIER SERIES
A non-sinusoidal periodic function into a fundamental and its harmonics. A series
of sines and cosines of an angle and its multiples of the form
𝒂𝟎
+ 𝒂𝟏 𝒄𝒐𝒔𝒙 + 𝒂𝟐 𝒄𝒐𝒔𝟐𝒙 + ⋯ + 𝒂𝒏 𝒄𝒐𝒔𝒏𝒙 + ⋯
𝟐
+𝒃𝟏 𝒔𝒊𝒏𝒙 + 𝒃𝟐 𝒔𝒊𝒏𝟐𝒙 + ⋯ + 𝒃𝒏 𝒔𝒊𝒏 𝒏𝒙 + ⋯
𝒂𝟎 ∞
𝒇(𝒙) = + 𝒏=𝟏 𝒂𝒏 𝐜𝐨𝐬 𝒏𝒙 + 𝒃𝒏 𝐬𝐢𝐧 𝒏𝒙
𝟐
is called the Fourier series, where a0, a1, a2, , an, b1, b2, bn are constants.
1. Fourier Series in the interval (𝒐, 𝟐𝝅):
𝒂𝟎 ∞ ∞
𝒇 𝒙 = + 𝒏=𝟏 𝒂𝒏 𝒄𝒐𝒔𝒏𝒙 + 𝒏=𝟏 𝒔𝒊𝒏𝒏𝒙
𝟐
𝟏 𝟐𝝅
where 𝒂𝟎 = 𝟎
𝒇 𝒙 𝒅𝒙
𝝅
𝟏 𝟐𝝅
𝒂𝒏 = 𝟎
𝒇 𝒙 𝒄𝒐𝒔𝒏𝒙 𝒅𝒙
𝝅
𝟏 𝟐𝝅
𝒃𝒏 = 𝟎
𝒇 𝒙 𝒔𝒊𝒏𝒏𝒙 𝒅𝒙
𝝅
2. Fourier Series in the interval (𝒐, 𝟐𝒍):
𝒂𝟎 ∞ 𝒏𝝅𝒙 ∞ 𝒏𝝅𝒙
𝒇 𝒙 = + 𝒏=𝟏 𝒂𝒏 𝒄𝒐𝒔 𝒍 + 𝒏=𝟏 𝒔𝒊𝒏 𝒍
𝟐
𝟏 𝟐𝒍
where 𝒂𝟎 = 𝟎
𝒇 𝒙 𝒅𝒙
𝒍
𝟏 𝟐𝒍 𝒏𝝅𝒙
𝒂𝒏 = 𝟎
𝒇 𝒙 𝒄𝒐𝒔 𝒅𝒙
𝒍 𝒍
𝟏 𝟐𝒍 𝒏𝝅𝒙
𝒃𝒏 = 𝟎
𝒇 𝒙 𝒔𝒊𝒏 𝒅𝒙
𝒍 𝒍
4
BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
3. Fourier Series in the interval (−𝝅 , 𝝅):
𝒂𝟎 ∞ ∞
𝒇 𝒙 = + 𝒏=𝟏 𝒂𝒏 𝒄𝒐𝒔𝒏𝒙 + 𝒏=𝟏 𝒔𝒊𝒏𝒏𝒙
𝟐
𝟐 𝝅
where 𝒂𝟎 = 𝟎
𝒇 𝒙 𝒅𝒙
𝝅
𝟐 𝝅
𝒂𝒏 = 𝟎
𝒇 𝒙 𝒄𝒐𝒔𝒏𝒙 𝒅𝒙
𝝅
𝟐 𝝅
𝒃𝒏 = 𝟎
𝒇 𝒙 𝒔𝒊𝒏𝒏𝒙 𝒅𝒙
𝝅
4. Fourier Series in the interval (−𝒍 , 𝒍):
𝒂𝟎 ∞ 𝒏𝝅𝒙 ∞ 𝒏𝝅𝒙
𝒇 𝒙 = + 𝒏=𝟏 𝒂𝒏 𝒄𝒐𝒔 𝒍 + 𝒏=𝟏 𝒔𝒊𝒏 𝒍
𝟐
𝟐 𝒍
where 𝒂𝟎 = 𝟎
𝒇 𝒙 𝒅𝒙
𝒍
𝟐 𝒍 𝒏𝝅𝒙
𝒂𝒏 = 𝟎
𝒇 𝒙 𝒄𝒐𝒔 𝒅𝒙
𝒍 𝒍
𝟐 𝒍 𝒏𝝅𝒙
𝒃𝒏 = 𝟎
𝒇 𝒙 𝒔𝒊𝒏 𝒅𝒙
𝒍 𝒍
Problem 1 Check whether the function is odd or even, where f(x) is defined by
2x
1 x 0
f x
1 2 x 0 x
Solution:
2x 2x
For x 0, f x 1 1 f x , where 0 x
f x is an even function.
Problem 2 When an even function f(x) is expanded in a Fourier series in the interval
x , show that bn = 0.
Solution:
n
1
f x sin nxdx
n n
bn
Given f x is even and
sin nx is odd function
even X odd = odd. Therefore f x sin nx is odd function.
5
BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
1
bn f x sin nx dx
= 0.
Problem 3 Find the Fourier constant bn for x sin x in x , when expressed as a
Fourier series.
Solution:
f x x sin x
f x x sin x
x sin x f x
Here f x is an even function
bn 0
Problem 4 If f(x) is a function defined in 2 x 2 , what is the value of bn ?
Solution:
n x
2
1
bn f x sin dx
2 2 2
x
2
Problem 5 If f x in 0 x 2 . Hence show that
2
1 1 1 2
(a) 2 2 2 ............. .
1 2 3 6
1 1 1 1 2
(b) 2 2 2 2 ... .
1 2 3 4 12
Solution:
We know that
a
f x 0 an cos nx bn sin nx
2 1
2
x
2
1
a0
0 2 dx
2
1
x
2
dx
4 0
1 x 3
4 3
1 3 3 2
4 3 3 6
6
BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
2 2
1 x
an
0 cos nxdx
2
1
x
2
cos nxdx
4 0
2
1 2 sin nx cos nx sin nx
x 2 x 2
4 n n
2
n
3
0
1 cos 2 n 2
0 2 00 2
4 n 2
n
1 4 1
n 2 n 2
4
2
1
bn x
2
sin nxdx
4 0
2
1 2 cos nx sin nx cos nx
x 2 x 2 3
4 n n
2
n 0
1 2 2 2 2
n n n3 n 3 0
4
2 1
f x cos n x.
12 1 n 2
2 1 1
2 cos x 2 cos x .... 1
12 1 2
Put x 0
2 1 1
f 0 ... 2
12 12 22
x 0 is a pt of discontinuity.
12 2 2
f 0
2 4 4 4
2 2 1 1
2 2 2 ...
4 12 1 2
2 2 1 1
......
4 12 12 22
1 1 2
.....
12 22 6
7
BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
Put x in (1)
2 1
n
f x 3
12 1 n 2
Here is a pt of continuity.
f 0.
2 1 1 1
3 0 .....
12 12 22 32
2 1 1 1
2 2 2 .....
12 1 2 3
2 1 1 1
2 2 2 .....
12 1 2 3
Problem 6 Find the Fourier series of f (x) = xsin x in 0 x 2 .
Solution:
a0
f x an cos nx bn sin n x
2 1
2
1
a0
x sin x dx
0
1
2 1
x cos x 1 sin x 0 2 1 2
2
1
bn x sin x sin nxdx
0
2
x cos n 1 cos n 1 dx
1
2 0
2
1 sin n 1 x cos n 1 x sin n 1 x cos n 1 x
x 1
x 1
2 n 1 n 1
2
n 1
n 1
2
0
1
1 1 1 1
2
n 1 n 1 n 1 n 1
2 2 2 2
0 n 1
2
1
b1
x sin x sin x dx
0
2
1
x sin
2
x dx
0
1
2
1 cos 2 x dx
0
x
2
2
1 x2 sin 2 x cos 2 x
x 1
2 2 2 4 0
8
BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
1 4 2
0 0
2 2
2
1
an x sin x cos nx dx
0
2
x sin n 1 x sin n 1 x dx
1
2 0
2
1 cos n 1 x sin n 1 x cos n 1 x sin n 1 x
x 1 x
1 n 12
2 n 1
n 1
2
n 1 0
1 2 2
2 n 1 n 1
1 1 2
2 ,n 1
n 1 n 1 n 1
2 2
1 1
a1 x sin x cos x dx
2 0
x sin 2 x dx
0
2
1 cos 2 x sin 2 x
x 1
2 2 4 0
1 2
2 2
1
a1
2
2 1
1
f x cos x 2 2 cos nx sin x
2 2 2 n 1
1 1
f x 1 cos x 2 2 cos nx sin x.
2 2 n 1
Problem 7 Find the Fourier series for f(x) = x2 in x and deduce that
1 1 1 2
(c) 2 2 2 ............. .
1 2 3 6
1 1 1 2
(d) 2 2 2 ............. .
1 2 3 12
1 1 1 2
(e) ............. .
12 32 52 8
Solution:
Given: f x x 2
f x x2 f x
9
BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
f x is an even function. Hence bn 0
an
f x an cos nx
2 1
2 2 x3 2 3 2 2
an x 2 dx .
0 3 0 3 3
2 2 sin nx cos nx sin nx
an x 2 cos nx dx x 2 2x 2 x .
0 n n 2 n 0
2 2 1
n
0
n 2
4 1 4 1
n n
n2 n2
2
1
f x 4 2 1 cos nx 1
n
3 1 n
Put x in (1)
2
1
f 4 2 1 1
n n
3 1 n
x is a point of continuity.
2 1 1
2 2 4 2 2 ....
3 1 2
2 1 1
2
4 2 2 ....
3 1 2
2 2 1 1
4 2 2 ...
3 1 2
2 1 1
.... 3
6 12 22
(ii) put x = 0, a point of continuity
2
1
0 4 2 1
n
3 n 1 n
2
1
4 2 1
n
3 n 1 n
2 1
2 1
n
3 n 1 n
2 1 1 1
2 2 2 .......
12 1 2 3
2
1 1 1
2 2 2
12 1 2 3
10
BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
Add (3) and (4)
2 2 1 1
2 2 ....
6 12 1 3
2 1 1
2 2 2 ....
4 1 3
2
1 1
2 2 ....
8 1 3
Problem 8 If f (x) = x + x2 in x . Hence show that
1 2
i. 2
1 n 6
1 1 1 2
ii. ............. .
12 22 32 12
Solution:
Given: f x x x 2
f x x x2
f x is neither even nor odd
a0
f x an cos x bn sin n x
2 1
1 x 2 x3
a0 x x 2 dx
1
2 3
1 2 3 2 3 1 2 3 2 2
2 3 2 3 3 3
an x x 2 cos nxdx
1
1 sin nx cos nx sin nx
x x 2 1 2 x 2 2 3
n n n
1 1 1
n n
1 2 2 1 2 2
n n
1 4 1
n n
4
n 2 n2
bn
1
x x2 sin nx dx
1 cos nx sin nx cos nx
x x 2 1 2 x 2 2 3
n n n
11
BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
1 2 1 2 1
n n
n
2 2
3
3 1
n
1 n
n n n n
1 1
n
2 2
2 3
2 2
n n n
2 1
n
bn
n
2 4 1 2 1
n
f x 2
cos nx sin nx
3 1 n 1 n
1 1 sin nx
n
2
f x 4 2 cos nx 2 1
3 1 n 1 n
Put x 0 in 1
1
n
2
f 0 4 2 2
3 1 n
Here 0 is a pt of continuity
f 0 0
2 1 1
2 0 4 2 2 ....
3 1 2
2
1 1 1
4 2 2 3 ...
3 1 2 3
2 1 1 1
......
12 12 22 33
Hence (ii)
Put x in (1)
1
n
2
f 4 2 1 3
n
3 1 n
x , is a pt of discontinuity
f f 1
f x
2 2
2 2
1
2
2 2 2
2
1
3 2 4 2
3 1 n
2 2 1 1 1
...
3 4 12 22 33
12
BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
2 1 1
... H ence (i)
6 12 22
Problem 9 a. Expand f x x 2 x as a Fourier series in 0, 2 .
Solution:
We know that
a
f x 0 an cos nx bn sin nx
2 1
2
1 2 1 x 2 x3 1 3 8 2
a0 x 2 x dx 2 4 3 8 4 2
0 2 3 0 3 3
4 2
a0 s
3
2
an 2 x x 2 cos nxdx
1
0
2
1 sin nx cos nx sin nx
2 x x 2 2 2 x 2 2
n n
2
n 0
1 2 2 4
2 2 2
n n n
2
2 x x sin nx dx
1
bn 2
0
2
1 cos nx sin nx cos nx
2 x x 2 2 2 x 2 3
n n
2
n 0
12 2
0
n3 n 3
2 2 4
f x 2 cos nx.
3 1 n
b. Find the Fourier series for f (x) = ex defined in , .
Solution:
an
f x an cos nx bn sin nx
2 1
1 x
a0 e dx
e
1 x
e e
1
1
an e x cos nx dx
13
BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
1 ex
2
cos nx n sin nx
1 n
1 e e
cos n cos n
1 n 2
1 n 2
1
n
1 n
e
e
2
1
bn
e x sin nx dx
1 e
2
sin nx n cos x
1 n
1 e
1 n 2
n 1
n
e
1 n2
n cos nx
1 n 1 e
n
e n
n 1
1 n2 1 n2
1
n
bn n
1 n
e
e
2
1 n 1
n n
f x
1
e e
e
e
cos nx e
e
sin nx .
2 1 1 n
2 2
1 n
2x
1 , x 0
Problem 10 Obtain the Fourier series expansion of f (x) where f x
1 2x 0 x
1 1 1 2
and hence deduce that 2 2 2 ............. .
1 3 5 8
Solution:
2x 2x
f x 1 1 f x
x 0 0 x .
The given function is an even function.
Hence bn 0
a0
f x an cos nx
1
2 2x
a0 1 dx
0
2 2x2
x 0
2 0
14
BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
2 2x
0
an 1 cos nx dx
2 2 x sin nx 2 cos nx
1
n n
2
0
2 2 1 2
n
2
n 2 n
4
n2 2
1 1
n
an 0 if n is even
8
an 2 2 is n is odd.
n
8
f x 2 2 cos nx
1,3,5 n
8 cos x cos 3 x
2
2 ...
1 2
3
8 cos x cos 3 x
f 0 2 2 2 ...
1 3
Putx 0
8 1 1
f 0 2 2 2 ... 1
1 3
0 is a pt of continuity f 0 1
8 1 1
1 1 2 2
2 .....
1 3
2 1 1 1
....
8 12 32 52
Problem 11 Obtain the Fourier series to represent the function f(x) = | x | is x and
1 1 1 2
deduce that 2 2 2 ............. .
1 3 5 8
Solution:
Given f x x
f x f x
The given function is an even function.
Hence bn 0
a0
f x an cos nx
2 1
2
0
an x dx
15
BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
2 x2
2 0
2
0
an x cos nxdx
2 sin nx cos nx
x
n
2 cos n 1 2
2 2 2
n 0 n
2
n n
1 1
n
an 0 if n is even
4
an 2 if n is odd
n
4
f x 2 cos nx
2 1,3 n
4 cos 3 x
cos x 2 ...
2 3
Put x 0
4 1 1
f 0 1 2 2 ...
2 3 5
Here 0 is a pt of continuity
f 0 0 4 1 1
0 1 ...
2 32 52
4 1 1
1 2 2 ...
2 3 5
2 1 1
1 ... .
8 32 52
Problem 12 Find the Fourier series expansion of period 2 for the function f(x) = x in
2
1
the range 0, 2 . Deduce the sum of the series .
1 n2
Solution:
The Fourier series of f x in 0, 2 is given
a0 n x n x
f x an cos bn sin
2 1 l l
2l
1
2l
1
2l l x 3 2 2
a0 f x dx l x dx l
2
l0 l0 3l 0 3
n x
2l
1
an l x cos
2
dx
l0 l
16
BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
2l
n x n x n x
l
sin cos sin
1 2 l 2 l x 1 l 2
l x
n n n
2 2 3 3
l
l l 2 l 3 0
1 2l cos 2n 2l
l n 2 2 n 2 2
l2 l 2
4l 2
an 2 2
n
n x
2l
1
bn l x sin
2
dx
l0 l
2l
n x n x n x
1 sin cos
l x cos l 2 l x 1 2 l2 2 3 l3
2
l n n n
l l 2
l3 0
1 2 cos 2n 2 cos 2n l 2 2
l
l n n3 3 n n3 3
l l3 l l 3
1 l 2 l 2
0
l n n
l l
n x
2
l 4l 2
f x 2 cos 1
3 1 n 2
l
x 0 in (1)
l 2 4 2
f 0 2 2 2
3 1 n
Here 0 is a Pt of discontinuity
f 0 f 2l
f 0
2
l l l 2
1 2 2
2
l 2 4l 2
2 l 2 2 2
3 1 n
l 2 4l 2 1
l2
3 2
n 2
1
2l 2 4l 2 1 1
2 2 2 ...
3 1 2
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
2 1 1 1
....
6 12 22 32
0 , 2 x 1
1 x , 1 x 0
Problem 13 . Find the Fourier expansion of f x if f ( x ) .
1 x , 0 x 1
0 , 1 x 2
Solution:
a0 n x n x
f x an cos bn sin
2 1 l l
2
1
f x dx
2 2
a0
1
1 0 1 2
0 dx 1 x dx 1 x dx 0dx
2 2 1 0 1
1 x 2
0 1
x2
x x
2 2 1 2 0
1 1 1
0 1 1 0
2 2 2
1 n x n x
1 x cos
0 1
an 1 x cos dx dx
2 1 2 0 2
n x n x
0
n x n x
1
1 cos cos
sin sin 2
1 x 2 1 2 2 1 x
2 1 2 2
2
2 n n n n
2 4
1 2 4 0
0
1 n x n x
0 1
bn 1 x sin dx 1 x sin dx
2 1 2 0
2
n x n x
0
n x
1
n x
cos sin cos 2 sin 2
1 2 1
2 1 x 1
1 x
2 n n2 2
n n2 2
2 4 1 2 4 0
1 4 n 4 n l 1
0 2 2 sin 2 2 sin 0
2 n 2 n 2 n n
1 n x
f x sin .
1 n 2
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
0, 1 x 0
b. Find the Fourier series for f (x) where f x .
1, 0 x 1
Solution:
a
x n x
f x 0 an cos bn sin
2 1 l l
1
a0 f x dx
l
0 1
0 dx dx
1 0
x 0 1
1
1 0 1
an 0 dx cos n x dx
1 1 0
n x
1
sin
n 0
n n0
sin sin 0
n n
1
1
1 0
bn 1sin n x dx
cos n cos n 1 1 1
1 n
n 0 n n n
1 2
f x sin n x.
2 1,3 n
1.3 Half - Range Series
1.3.1 Half Range Cosine Series
Problem1 Explain half range cosine series in 0, .
Solution:
Half range cosine series in 0, is given by
a0
f x an cos n
2 1
2
f x dx
0
a0
2
f x cos nxdx
0
an
Problem 2 Find the sine series of f(x) = k in 0, .
Solution:
f x bn sin nx
1
2
bn k sin nxdx
0
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
2k cos nx
n 0
2k 1 1
n
bn
n
2k 1 1 n
f x sin nx .
1 n
Problem 3 Find the half – range cosine series for f (x) = (x – 1)2 in (0, 1). Hence show that
1 1 1 2
... .
12 22 3 2 6
Solution:
Here l 1
a0
f x an cos n x
2 1
1
1 x 1 2
a0 2 x 1 dx 2
2
0 3 0
2
a0
3
1
an 2 x 1 cos n xdx
2
0
1
2 sin n x cos n x sin n x
2 x 1 2 x 1 2 2 2 3 3
n n n 0
2 4
2 2 2 2 2
n n
1 4
f x 2 2 cos n x
3 1 n
1 4 1
f x 2 2 cos n x 1
3 1 n
Put x 0 in 1
1 4 1
f 0 2
3
n
1
2
2
Here 0 is o pt of discontinuity
f 0 f 0
f 0 1
2
1 4 1
1 2 2
3 1 n
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
2 4 1 1
2 2 2 ...
3 1 2
1 1 2
.......... .
12 22 6
a
1, 0 x 2
Problem 4 a. Express f x as a cosine series
1, a
xa
2
a
n x
Solution: f x 0 an cos
2 1 a
a
2 2 2 a a
a
a0 dx 1 dx 0 a 0
a 0 a a 2 2
2
a
2 2 nx a
nx
an cos dx cos dx
a 0 a a a
2
a
a
sin n x sin n x
2
2 a a
a n n
a 0 a a
2
2 a n a n 4 n
sin sin sin
a n 2 n 2 n 2
4 n n
f x sin cos .
1 n 2 a
1 1
4 x, 0, 2
b. Express f x as a Fourier sine series where f x .
x ,3 1
4 2
,1
Solution:
n x
We know that f x bn sin
1 l
1
2 2 1 3
1
bn x sin n x dx x sin n x dx
1 0 4 1 4
2
1
1
1 cos n x sin n x 2 3 cos n x sin n x
bn 2 x 1 x (1) 2 2 1
4 n n
2 2
0 4 n n
2
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
n n
1 1 cos 2 sin 2 1 1
2 2 2 0
4 2 n n 4 n
n
3 cos n sin n 1 3 cos n 2 sin 2
2 1 2 2 2 2
4 n n 2 4 n n
n n
sin 2 1 sin
2 2 2
1 cos n 2
2 0 2 2
n 4n 4 n n
n
4sin
1
n
2 1
n 2 2 2n 2n
n
4sin
bn 2 1 if n is odd
n
2 2
n
= 0 if even
n
4sin
f x 2 1
sin n x.
1/ 3 n
2 2
n
Problem 5 Find the Fourier cosine series for x x in 0 x .
Solution:
a0
f x
2
a
1
n cos nx
2
x x dx
0
a0
2 x2 x2
2 3 0
2 3 3 2
2 3 3
2
x x cos nx dx
0
an
2 sin nx cos nx sin nx
x x 2 x 2
n n
2
n
3
0
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
2 1
n
n2 n 2
2
2 1 1
n
n
4
an 2 If n is even
n
an 0 If n is odd.
2 4
f x cos nx.
6 2,4 n 2
1.4 Complex Form of Fourier series
Problem 1 Prove that complex form of the Fourier series of the function
1 in
f x e x , 1 x 1 is f x 1 n sin h1.ein x .
1 n
2 2
Solution:
Here 2l 2, l 1
f x Cn ein x
1
1 x in x
2 1
Cn e e dx
1
1 1in x
2 1
e dx
1 e 1
1 in x
1 in
2 1
1
2 1 in
e 1 in e1in x
1 in
2 1 n
e cos n i sin n e cos n i sin n
1 1
2 2
1 in cos n e1 e1
2 1 n 2 2
1 in
2 1 n
1
n
e e 1
2 2
1 in
1 sinh 1
n
2 1 n 2 2
f x
1 in
1 sinh 1 ein x .
n
2 1 n 2 2
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
1.5 PAR SEVAL’S THEOREM
:
Let 𝒇(𝒙) be a periodic function with period 𝟐 defined in the interval (−, ).
∞
𝟏𝝅 𝒂𝟎 𝟐 𝟏
Then −𝝅
𝒇(𝒙) 𝟐 𝒅𝒙 = + 𝒂𝒏 𝟐 + 𝒃𝒏 𝟐 where a0, an, bn are Fourier
𝟐𝝅 𝟒 𝟐 𝒏=𝟏
coefficients of 𝒇(𝒙).
Problem 1 Write Parseval’s formula in the interval c, c 2n .
Solution:
c 2
a02 1 2
f x dx an bn2
1
2
2 c
4 2 1
Problem 2 Find the cosine series for f (x) = x in (0, ) and then using Parseval’s theorem,
1 1 4
show that 4 4 .... .
1 3 96
Solution:
a
f x 0 an cos nx
2 1
2
f x dx
0
a0
2
0
x dx
2 x2
2 0
2
0
an x cos nx dx
2 x sin nx cos nx
1 2
n n 0
2 cos n 1
2 0 2
n n 0
2 cos n 1
n2
2
2 1 1
n
n
4
an 2 if n is odd
n
an 0 if n is even
2 4
f x cos nx
2 1,3 n 2
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
By Parseval’s theorem
2
1 a0 2 1
an
2
f x dx
0 4 2
2 1 4
2
1 2
0
x dx
4 2 1,3 n 2
1 x2 2 1 16
3 0 4 2 1,3 2 n 4
1 3 2 8 1 1
....
3 4 2 14 34
2 2 8 1 1
2 4 4 ....
3 4 1 3
2 2
1 1
4 4 .....
12 8 1 3
4 1 1
.....
96 14 34
P
Problem 3 Find the complex form of Fourier series of f x if
f x sin ax in x .
Solution: f x Cn ein x dx
1
sin ax e
inx
Cn dx
2
1 e inx
2 in sin ax a cos ax
a n
2 2
1
e in in sin a a cos a ein in sin a a cos a
2 a n
2 2
1
in sin a 2 cos n a cos a 2i sin n
2 a 2 n 2
2in 1 sin a 1
n 1
in sin a
n
2 a n 2 2
a n2
2
in 1
n 1
sin a
f x
a
2
n 2
einx .
1.6 Harmonic Analysis
Definition:
The process of finding the Fourier series for a function given by such values of
the function and independent variable is known as Harmonic analysis.
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
Problem 1 Find the first two harmonic of the Fourier series of f (x) given by
x 0 1 2 3 4 5
f (x) 9 18 24 28 26 20
Solution:
Here the length of the in level is 2l 6, l 3
a0 x x 2 x 2 x
f x a1 cos b1 sin a2 cos b2 sin
2 3 3 3 3
x x 2 x y x x 2 x 2 x
y cos y sin y cos y sin
3 3 3 3 3 3
0 0 0 9 9 0 9 0
1 2 18 9 15.7 -9 15.6
3 3
2 2 4 24 -12 20.9 -12 -20.8
3 3
3 2 28 -28 0 28 0
4 4 8 26 -13 -22.6 -13 22.6
3 3
5 5 10 20 10 17.6 -10 -17.4
3 3
125 -25 -3.4 -7 0
a0 2
y 2 125 41.66
6 6
2 x
a1 y cos 8.33
6 3
2 x
b1 y sin 1.15
6 3
2 2 x
a2 y cos 2.33
6 3
2 2 x
b2 y sin 0
6 3
41.66 x 2 x x
f x 8.33cos 2.33cos 1.15sin .
2 3 3 3
Problem 2 a. Find the first two harmonic of the Fourier series of f (x). Given by
x 0 2 4 5 2
3 3 3 3
f (x) 1 1.4 1.9 1.7 1.5 1.2 1.0
Solution:
The last value of y is a repetition of the first; only the first six values will be used
The values of y cos x, y cos 2 x, y sin x, y sin 2 x as tabulated
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
x f x cos x sin x cos 2x sin 2x
0 1.0 1 0 1 0
1.4 0.5 0.866 -0.5 0.866
3
2 1.9 -0.5 0.866 -0.5 0.866
3
1.7 -1 0 1 0
4 1.5 -0.5 -0.866 -0.5 -0.866
3
5 1.2 0.5 -0.866 -0.5 -0.866
3
a0 2
y 2.9
6
a1 2
y cos x 0.37
6
a2 2
cos 2 x
y
0.1
6
b1 2
y sin x
0.17
6
b2 2
y sin 2 x 0.06
6
b. Find the first harmonic of Fourier series of f x given by
x 0 T T T 2T 5T T
6 3 2 3 6
f (x) 1.98 1.30 1.05 1.30 -0.88 -0.35 1.98
Solution:
First and last valve are same Hence we omit the last valve
x 2 x y cos sin y cos y sin
T
0 0 1.98 1.0 0 1.98 0
T 1.30 0.5 0.866 0.65 1.1258
6 3
T 2 1.05 -0.5 0.866 -0.525 0.9093
3 3
T 1.30 -1 0 -1.3 0
2
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
2T 4 -0.88 -0.5 -0.866 0.44 0.762
3 3
5T 5 -0.25 0.5 -0.866 -0.125 0.2165
6 3
4.6 1.12 3.013
2 4.6
a0
6
y
3
1.5
2 y cos 2
a1 1.12 0.37
6 6
2
b1 3.013 1.005
6
f x 0.75 0.37 cos 1.005sin
FORMULAE:
1. Bernoulli’s formula
𝒖𝒗𝒅𝒙 = 𝒖𝒗𝟏 − 𝒖′ 𝒗𝟐 + 𝒖′′ 𝒗𝟑 − 𝒖′′′ 𝒗𝟒 + ⋯
𝒅𝒖 𝒅𝟐 𝒖
where 𝒖′ = , 𝒖′′ = ,
𝒅𝒙 𝒅𝒙𝟐
𝒗𝟏 = 𝒗𝒅𝒙 , 𝒗𝟐 = 𝒗𝟏 𝒅𝒙,
𝒆𝒂𝒙
2. 𝒆𝒂𝒙 𝒄𝒐𝒔𝒃𝒙 𝒅𝒙 = 𝒂𝒄𝒐𝒔𝒃𝒙 + 𝒃𝒔𝒊𝒏𝒃𝒙
𝒂𝟐 +𝒃𝟐
𝒆𝒂𝒙
3. 𝒆𝒂𝒙 𝒔𝒊𝒏𝒃𝒙 𝒅𝒙 = 𝒂𝒔𝒊𝒏𝒃𝒙 − 𝒃𝒄𝒐𝒔𝒃𝒙
𝒂𝟐 +𝒃𝟐
4. Sin n = 0
5. Cos n = (-1)n, cos 2n = (-1)2n = 1
6. (-1)n+1 =(-1)n-1
𝟏
7. 𝐬𝐢𝐧 𝑨 𝐬𝐢𝐧 𝐁 = 𝐜𝐨𝐬 𝐀 − 𝐁 − 𝐜𝐨𝐬 (𝐀 + 𝐁)
𝟐
𝟏
8. 𝐬𝐢𝐧 𝑨 𝐜𝐨𝐬 𝐁 = 𝐬𝐢𝐧 𝐀 + 𝐁 + 𝐬𝐢𝐧 (𝐀 − 𝐁)
𝟐
𝟏
9. 𝐜𝐨𝐬 𝑨 𝐬𝐢𝐧 𝐁 = 𝐬𝐢𝐧 𝐀 + 𝐁 − 𝐬𝐢𝐧 (𝐀 − 𝐁)
𝟐
𝟏
10. 𝐜𝐨𝐬 𝑨 𝐜𝐨𝐬 𝐁 = 𝐜𝐨𝐬 𝐀 + 𝐁 + 𝐜𝐨𝐬 (𝐀 − 𝐁)
𝟐
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MA 2211 Transforms and Partial Differential Equation
UNIT II
FOURIER TRANSFORMS
2.1 INTRODUCTION
2.1.1 TRANSFORMATION
A “Transformation” is an operation which converts a mathematical expression to a
different but equivalent form.
Examples:
𝒅
1. 𝒆𝒙 = 𝒆𝒙
𝒅𝒙
2. 𝒆𝒙 𝒅𝒙 = 𝒆𝒙 + 𝒄
2.1.2 PARTIAL DIFFERENTIAL EQUATIONS:
A differential equation which involves Partial derivatives with respect to two or
more independent variables is called a Partial differential equation.
2.1.3 INTEGRAL TRANSFORMS
The integral transform 𝑭(𝒔) of a function 𝒇(𝒙) is defined as
𝒃
𝑰[𝒇(𝒙)]= 𝑭(𝒔) = 𝒂
𝒇 𝒙 𝒌 𝒔, 𝒙 𝒅𝒙
Where𝒌(𝒔, 𝒙) is kernel of the transform and is a known function of 𝒔 and 𝒙.
2.1.4 FOURIER INTEGRAL THEOREM
If 𝒇(𝒙) is Piecewise continuously differentiable and absolutely integrable
in (−∞, ∞), then
∞
𝒇 𝒙 = 𝒇(𝒕)𝒆𝒊𝒔(𝒙−𝒕) 𝒅𝒕𝒅𝒔
−∞
2.1.5 FOURIER SINE INTEGRAL
∞
𝟐
𝒇 𝒙 = 𝒔𝒊𝒏𝒖𝒙 𝒔𝒊𝒏𝒖𝒕 𝒇(𝒕)𝒅𝒕𝒅𝒖
𝝅
𝟎
2.1.6 FOURIER COSINE INTEGRAL
∞
𝟐
𝒇 𝒙 = 𝒄𝒐𝒔𝒖𝒙 𝒄𝒐𝒔𝒖𝒕 𝒇 𝒕 𝒅𝒕𝒅𝒖
𝝅
𝟎
1, x 1
Problem 1 (i) Express the function f x as a Fourier integral. Hence evaluate
0, x 1
sin cos x sin
0 d and find the value of
0
d .
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
0, x 0
1
(ii) Find the Fourier integral of the function f x , x 0 verify the representation
2 x
e , x 0
directly at the point x 0 .
Solution:
(i) The Fourier Integral formula for f x is
1
f x f t cos t x dt d
0
1 for t 1
Given f t
0 for t 1
1
1 1
f x 0 cos t x dt d cos t x dt d 0 cos t x dt d
0 1 1
1 sin t x
1
d
0 1
1 sin 1 x sin 1 x
0
d
1 sin 1 x sin 1 x
0
d
2 sin cos x
f x d 2sin A cos B sin( A B) Sin( A B)
0
sin cos x
f x d 1
2 0
Deduction part:
When x 0
2 sin
f 0 1, 1 d (from 1)
0
sin
0
d / 2.
(ii) The Fourier integral of f x is
1
f x f t cos t x dt d
0
1
0
f x 0 dt e t cos t x dt d
0 0
1
e t cos t x dt d
0 0
1
e t cos t x dt d
00
1 et
2 cos t x sin t x dt d
0 1 0
1 cos x sin x
f x d 1
0 2 1
Putting x 0 in (1)
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
1 d
f 0
0 2 1
1
tan 1
0
1
tan 1 tan1 0
1
0 f 0
2 2
1
f 0
2
1
f 0 .
2
The value of the given function at x 0 is ½
Hence verified.
2 2 cos x
2
Problem 2 (i) Using Fourier integral, prove that e cos x x
d .
0 4 4
sin x, 0 x
sin sin x
(ii) Using Fourier integral prove that d 2 .
0
1 2
0, x
Solution:
(i) The Fourier cosine integral of f x is
2
f x cos x f t cos t dt d
0 0
2
t
0
cos x e cos t cos t dt d
0
t cos 1 t cos t t
2
cos x e d
0 0 2
1
t
cos x e cos 1 t dt e t cos t t dt d
0 0 0
1
1 1
cos x d
0 1 1 1 1
2 2
1
1 2 1 2 1 2 1 2
0
cos x d
2 2 2 1
2 2
1
2 2 2
cos x 2 d
0 4
x 2
e cos x cos x 4
2 2
d (Proved).
0 4
(ii)
sin x, 0 x
Given f x 2
0 , x
Since the LHS in the given problem is in terms of sine, let as use Fourier sine integral
formula.
Fourier since integral of f x is
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
2
f x sin x f t sin t dt d
0 0
2
sin x sin t sin t dt d as f x sin x in 0 x
0 0
2 2
2
cos 1 t cos 1 t
sin x dt d
2 0
2
1
sin 1 t sin 1 t
sin x d
20 1 1 0
1 sin t cos t cos t sin t sin t cos t cos t sin t
sin x d
20 1 1 0
1 sin sin
sin x d
20 1 1
1
1 sin 1 sin
20 sin x
1 2
1 2sin
sin x d
1
2
20
sin x sin
f x d
0
1 2
sin x, 0 x
sin x sin
i.e. d 2 .
1 2
0,
0 x0
2.2.1 FOURIER TRANSFORM
When 𝒌 𝒔, 𝒙 = 𝒆𝒊𝒔𝒙 , we have the Fourier transform of 𝒇(𝒙).
∞
𝑭 𝒔 = 𝒆𝒊𝒔𝒙 𝒇 𝒙 𝒅𝒙
−∞
2.2.2 FOURIER COSINE TRANSFORMS
The infinite Fourier Cosine transforms of 𝒇(𝒙) is defined by
∞
𝟐
𝑭𝒄 𝒇 𝒙 = 𝒇 𝒙 𝒄𝒐𝒔𝒔𝒙 𝒅𝒙
𝝅
𝟎
The inverse Fourier Cosine transform 𝑭𝒄 𝒇 𝒙 is defined by
∞
𝟐
𝒇 𝒙 = 𝑭𝒄 𝒇 𝒙 𝒄𝒐𝒔𝒔𝒙 𝒅𝒔
𝝅
𝟎
2.2.3 FOURIER SINE TRANSFORMS
The infinite Fourier Sine transforms of 𝒇(𝒙) is defined by
∞
𝟐
𝑭𝒔 𝒇 𝒙 = 𝒇 𝒙 𝒔𝒊𝒏𝒔𝒙 𝒅𝒙
𝝅
𝟎
The inverse Fourier Sine transform 𝑭𝒔 𝒇 𝒙 is defined by
∞
𝟐
𝒇 𝒙 = 𝑭𝒔 𝒇 𝒙 𝒔𝒊𝒏𝒔𝒙 𝒅𝒔
𝝅
𝟎
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
Problem 1 If the Fourier transform of f x is F s then, what is Fourier transform of
f ax ?
Solution:
Fourier transform of f x is
F s F f x
1
f x e
is x
dx
2
F f ax
1
f ax e
is x
dx
2
Put t ax
dt adx
F f ax
1 dt
f t e
is t / a
2
a
1 1
. f t e
is t / a
dt
a 2
1 s
F f ax .F .
a a
Problem 2 Find the Fourier sine transform of e3x .
Solution:
Fs f x
2
f x sin sx dx
0
Fs e 3 x
2 e
3 x
sin sx dx
0
2 e 3 x
2 3sin sx s cos x
s 9 0
2 s e ax
2
2
e ax
sin bx dx a sin bx b cos bx .
s 9 a b
2
Problem 3 Find the Fourier sine transform of f x e ax , a 0 . Hence deduce that
x sin x
0
1 x 2
dx e .
2
Solution:
Fs f x
2
f x sin sx dx
0
Fs e ax
2
e
ax
sin sx dx
0
2 s
2 2
s a
By inverse Sine transform, we get
2
f x Fs s sin sx ds
0
2 2 s
sin sx ds
0 s2 a2
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
2 s sin sx
f x 2 ds
0 s a2
s sin sx
f x 2 ds
2 0
s a2
ax s sin sx
e 2 ds
2 0
s a 2
Put a 1, x
s sin sx
e 2 ds
2 0
s 1
Replace ‘s’ by ‘ x ’
s sin sx
0 1 x 2 dx 2 e .
1
Problem 4 Prove that FC f x cos ax FC s a FC s a .
2
Solution:
2
Fc s Fc f x f x cos sx dx
0
2
Fc f x cos ax f x cos ax cos sx dx
0
2
cos a s x cos a s x
0 f x dx
2
1 1 2
2
f x cos s a xdx f x cos s a xdx
2 0 2 0
1
Fc s a Fc s a .
2
cos x, 0 x a
Problem 5 Find the Fourier cosine transform of f x .
0, xa
Solution:
a
Fc f x
2 2
0 0
f x cos sx dx cos x cos sxdx
2 cos s 1 x cos s 1 x
a
0
dx
2
1 sin s 1 x sin s 1 x
a
2 s 1 s 1 0
1 sin s 1 a sin s 1 a
, provided S 1, S 1.
2 s 1 s 1
Problem 6 (i) Using Fourier sine integral for f x e ax , a 0 . Show that
sin x
0
2 2
a
d e ax
2
a x , x a
(ii) Find the Fourier transform of f x . Hence deduce
0, x a
2
sin t
that dt .
0
t 2
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Solution:
(i). Fourier sine integral of f t is
2
f x sin x f t sin t dt d
0 0
Given f x e ax
2
f x sin x e at sin t dt d
0 0
2 e at
2
sin x 2 a sin t cos t d
0 a 0
2
f x sin x 2 2
d
0 a
sin x ax sin x
f x 2 d . e 2 d .
2 0
a2 2 0
a2
1
(ii) F f x f x eis x dx
2
1
a a
f x 0 dx a x e is x
dx 0 dx
2 a a
a
a x cos sx i sin sx dx
1
2 a
a
a x cos sx dx 0
1 a sin sx & x sin sx are odd functions
2
a
1 a
2 a x cos sx dx
2 0
a
2 sin sx cos sx
f x a x s 1 s 2
2 0
2 cos sx 1
0 s 2 s 2
2 1 cos as
s 2
2 as
2 2sin 2
1
s
2
1
By inverse Fourier transform f x F s e
isx
ds .
2
as
2sin 2
1 2
2 s
2
2 e is x ds Put0x
2 as
sin
2
f 0 2 ds
s 2
as
sin 2
a 2 ds
4 0 s2
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MA 2211 Transforms and Partial Differential Equation
Put a 2
sin 2 s
2 0 s 2
ds [ s is a dummy variable, we can replace it by ‘t’]
2
sin t
i.e dt .
0
t 2
x2
2
Problem 7 (i) Prove that e is self – reciprocal with respect to Fourier transform.
1, x a
sin s
(ii) Find the Fourier transform of f x . Hence evaluate ds .
0, x a 0
s
Solution:
(i) f x e x
2
/2
F s F f x
F s F f x
1
f x eis x dx
2
1
e
x 2 / 2 is x
e dx
2
i2 s2 i2 s 2
1 is x
e
x2 / 2
2 2
dx
2
x is 2 s2
1
e
2
e 2
dx
2
x is
Let y x y
2
dx 2dy x y
1
F s e e
y s 2 2
/2
2 dy
2 0
2e s / 2 y 2
2
0
e dy
2e s / 2 y 2 2e s / 2 x2
2 2
0 e dy
2
e dx
2
0
F s e s i.e. e x
2 2
/2 /2
is self reciprocal hence proved.
(ii). Fourier transform of f x is
F f x
1
f x eis x dx
2
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MA 2211 Transforms and Partial Differential Equation
a
1
eis x dx
2 a
a
1
cos sx i sin sx dx
2 a
a
1
cos sx dx sin sx is an odd fn.
2 0
a
1
2
cos sx dx
a
a
2 sin sx
s 0
2 sin as
F s s
By inverse Fourier transforms,
1
f x F s e
is x
dx
2
1 2 sin as
cos sx i sin sx dx
2
s
1 sin as sin as
s cos sx dx 0
s sin sx is odd
2 sin as
0 s
cos sx ds
put a 1, x 0
2 sin s
f x
0 s
ds
ds f x 1, a x a
sin s
1
2 0
s
sin s
ds .
0
s 2
Problem 8 (i) Using Fourier integral formula prove that
2 b2 a2 sin x
d , a, b 0 .
ax bx
e e
0
2
a 2 2 b 2
(ii) State and Prove convolution theorem on Fourier transforms.
Solution:
(i) Given f x e ax e bx
f t e at e bt 1
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MA 2211 Transforms and Partial Differential Equation
By Fourier sine integral of f x ,
2
f x sin x f t sin t.dt d
0 0
at bt
f x sin x e e sin t dt d
2
0 0
2
at
sin x e sin t dt e b t sin t dt d by 1
0 0 0
2
0
sin x 2
a
2
2
b 2
d
2 b 2 2 a 2
sin x 2 d
2
0 a b
2 2 2
2 sin x . b a
2 2
2 d
0 a 2 2 b 2
2 b2 a 2 sin x .
d
ax bx
i.e. e e
0
2
a 2 2 b 2
2 b2 a 2 sin x
d
ax bx
i.e. e e
0
2
a 2 2 b 2
2.3 PROPERTIES OF FOURIER TRANSFORM
1. Linear Property:
𝒇 𝒂𝒇(𝒙 + 𝒃𝒈(𝒙)] = 𝒂𝑭[𝒇(𝒙)] + 𝒃𝑭[𝒈(𝒙)]
where 𝒂 and 𝒃 are real numbers.
2. Change of Scale Property:
For any non-zero real 𝒂,
𝟏 𝒔
𝒇 𝒇 𝒂𝒙 = 𝑭
𝒂 𝒂
3. SHIFTING PROPERTY:
(i) 𝑭 𝒇(𝒙 − 𝒂) = 𝒆𝒊𝒂𝒔 𝑭(𝒔)
(ii) 𝑭 𝒆𝒊𝒂𝒙 𝒇(𝒙) = 𝑭(𝒔 + 𝒂)
4. MODULATION PROPERTY:
If 𝑭(𝒔) is the Fourier Transform of 𝒇(𝒙), then
𝟏
𝑭 𝒇 𝒙 𝒄𝒐𝒔𝒂𝒙 = 𝑭 𝒔 + 𝒂 + 𝑭(𝒔 − 𝒂)
𝟐
𝒏
𝒏 𝒅
5. 𝑭 𝒙𝒏 𝒇(𝒙) = −𝒊 𝑭(𝒔)
𝒅𝒔𝒏
6. 𝒊 𝑭 𝒇′ 𝒙 = −𝒊𝒔 𝑭 𝒔 𝒊𝒇 𝒇 𝒙 → 𝟎𝒂𝒔 𝒙 → ±∞
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MA 2211 Transforms and Partial Differential Equation
7. 𝒊𝒊 𝑭 𝒇𝒏 𝒙 = −𝒊 𝒏 𝒔𝒏 𝑭 𝒔
𝒊𝒇 𝒇 𝒙 , 𝒇′ 𝒙 , ⋯ , 𝒇𝒏−𝟏 𝒙 → 𝟎𝒂𝒔 𝒙 → ±∞
𝒙 𝑭(𝒔)
8. 𝑭 𝒂
𝒇 𝒙 𝒅𝒙 =
(−𝒊𝒔)
9. 𝑭[𝒇(𝒙)] = 𝑭(−𝒔)`
Problem 1 Find FC xe ax and FS xe ax .
Solution:
Fc xe ax
d
Fs f x
ds
Fc xe ax Fs e ax
d
ds
d 2 ax
ds 0 e sin sx dx
d 2 s 2 a2 s2
.
ds s 2 a 2 s 2 a 2 2
Fs xe ax Fc e ax Fs xf x
d
ds
d
ds
Fc f x
d 2 ax
ds 0
e cos sx dx
d 2 a 2 2as
.
ds s 2 a 2 s 2 a 2 2
Problem 2 If F s is the Fourier transform of f x , then prove that the Fourier transform of
eax f x is F s a .
Solution:
F s F f x
1
f x e
is x
dx
2
F eiax f x
1
e
iax
f x eis x dx
2
1
f x dx
i a s x
2 e
F s a .
Problem 3 Find the Fourier cosine transform of e2 x 3e x .
Solution:
Let f x e2 x 3e x
Fc f x
2
f x cos sx dx
0
2 2 x
Fc e 2 x 3e x e cos sx dx 3e x cos sx dx
0 0
2 2 3
s 2 4 s 2 1 .
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
cos x
Problem 4 (i) Using Fourier Integral prove that 2
d e x , x 0 .
0
1 2
a 2 x 2 , x a
(ii). Find the Fourier transform of f x and hence evaluate
0, x a
sin t t cos t sin t t cos t
2
(i) dt (ii) dt
3 3
0
t 0
t
x
(i) Given f x e . Therefore f t e t
2 2
2
The Fourier cosine integral of f x is f x cos x f t cos t dt d
0 0
2
0
cos x e t cos t dt d
0
2
2 et
2
cos x 2 cos t sin t d
20 1 0
1
cos x 2 d
0 1
x cos x
e 2 d .
2 0
1
(ii). Fourier transform of f x is
F f x
1
f x .e
is x
dx
2
a
1
0
2
a 2
x 2
e is x
dx 0
a
1
a
a x cos sx i sin x dx
2 2
2 a
a
2
2 0
a 2 x 2 cos sx dx a 2 x 2 sin sx is an odd fn.
a
2 2 sin sx cos sx sin sx
a x2
s
2 x
s
2 2
s
3
0
2a cos as 2a sin as
2
0
s2 s3
2 2a cos as 2sin as
s3
2 sin as as cos as
F s 2 1
s3
By inverse Fourier transforms,
1
f x F s e
is x
dx
2
1 sin as as cos as
2
2 cos sx i sin sx ds
2
s 3
2 sin as as cos as
f x cos sx dx ( the second terms is on odd function )
s3
Put a 1
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
2
sin s s cos s 1 x 2 , x 1
f x 2 cos sx ds f x
s3 0 , x 1
Put x 0
4 sin s s cos s f 0 1 0
f 0 ds
0 s3 1
4 sin s s cos s
0
1 ds
s3
sin t cos t
4 0
dt.
t3
Hence (i) is proved. Using Parseval’s identify
F s ds f x
2 2
dx
2
2 sin as as cos as a
2
s 3
ds a 2 x 2 dx
a
8 sin s s cos s
2 1
ds 1 x dx
2 2
3
s 1
8 sin s s cos s
2 1
2 ds 2 1 x dx
2
0 s 3
0
2 1
16 sin s s cos s x5 2 x3
0 s3
ds 2 x
4 3 0
2
sin s s cos s 8
0 s 3 ds 2
16 15 15
Put a 1 Put s = t
2
sin t t cos t
0 t 3 dt . Hence (ii) is proved.
15
, 0 x
1 cos
Problem 5 (i) Using Fourier Integral prove that sin xd 2
0
0, x
1 x , x 1
(ii) Find the Fourier transform of f x and hence find the value of
0, x 1
sin 2 t sin 4 t
(i) 2 dt . (ii) 4 dt .
0
t 0
t
Solution:
0 x
(i) f x 2 1
0 x
0t
f t 2
0 t
Fourier sine integral of f x is
2
f x
0
sin x sin t dt d
0
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
2
0
sin x sin t dt d
0
2
sin x sin t dt d
0 0
cos t
sin x d
0 0
1 cos in 0 x
Hence sin x sin x 2 from 1
0 0
0 in x
1
(ii) The Fourier transform of f x f x e
is
dx
2
1 x cos sx i sin sx dx
1
2 1
1
1 x cos sx dx 1 x sin sx is an odd fn.
1
2 1
1
2 sin sx cos sx
1 x 1 2
2 s s 0
2 cos s 1
2 2
2 s s
2 1 cos s
F s 1
s 2
(i) By inverse Fourier transform
1
f x F s e isx ds
2
2 1 cos s
s 2 cos ssx i sin sx by 1
1
2
1 1 cos s
cos sx ds ( Second term is odd)
s 2
2 1 cos s
f x
0 s 2
cos sx ds
Putx 0
2 1 cos s
1 0
0 s 2
ds
1 cos s
ds
0
2
s 2
2sin 2 s / 2
2
ds
0
s 2
put t s / 2 ds 2dt
2sin 2 t
2t
0
2
2dt
2
sin 2 t
0 t 2 dt 2 .
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
(ii) Using Parseval’s identity.
F s ds f x
2 2
dx
2
2 1 cos s 1
s 2 1 1 x dx
2
ds
2 1 cos s
2 1
ds 1 x dx
2
s 2
1
4 1 cos s
2 1
ds 2 1 x dx
2
0 s 2
0
2
2 s
2sin
2
1
4 1 x 3
0
ds 2
s2 3 0
4
2 s
sin
16 2 ds 2 ; Let t s / 2, dt ds
0 s 2
3 2
4
16 sin t 2
0 2t 2 dt
3
4
16 sin t 1
16 0 t
dt
3
4
sin t
0 t dt 3 .
2.4 CONVOLUTION THEOREM
:
2.4.1 CONVOLUTION
The Convolution of two functions 𝒇(𝒙) and 𝒈(𝒙) is defined as
∞
𝟏
𝒇∗𝒈 𝒙 = 𝒇 𝒕 𝒈 𝒙 − 𝒕 𝒅𝒕
𝟐𝝅 −∞
STATEMENT:
The Fourier Transform of the Convolution of 𝒇(𝒙) and
𝒈(𝒙) is the product of their Fourier transforms
𝑭 𝒇 𝒙 ∗ 𝒈(𝒙) = 𝑭 𝒔 𝑮 𝒔 = 𝑭 𝒇 𝒙 𝑭[𝒈 𝒙 ]
PARSEVAL’S IDENTITY:
If 𝑭(𝒔) is the Fourier Transform of (𝒙) . Then
∞ 𝟐 ∞ 𝟐
−∞
𝒇(𝒙) 𝒅𝒙 = −∞
𝑭(𝒔) 𝒅𝒔
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MA 2211 Transforms and Partial Differential Equation
Problem 1 State convolution theorem.
Solution:
If F(s) and G(s) are Fourier transform of f x and g x respectively, Then the Fourier
transform of the convolutions of f x and g x is the product of their Fourier transforms.
i.e. F f x * g x F f x F g x
Problem 2 Derive the relation between Fourier transform and Laplace transform.
Solution:
e xt g t , t 0
Consider f t 1
0 , t0
The Fourier transform of f x is given by
1
F f t f t e
is t
dt
2
1
e
xt
g t eis t dt
2
1
e
is x t
g t dt
2
1
e
pt
g t dt where p x is
2
L g t L f t e st f t dt
1
2 0
1
Fourier transform of f t Laplace transform of g(t) where g(t) is defined by (1).
2
1
Problem 3 Find the Fourier sine transform of .
x
Solution:
Fs f x
2
f x sin sx dx
0
1 2 1
0 x
Fs sin sx dx
x
Let sx
sdx d ; : 0
1 2 s d
Fs
x
0
sin
s
2 sin sin
0
d d
0 2
2
.
2 2
Problem 4 Find f x if its sine transform is e as , a 0 .
Solution:
Fs f x F s
Given that Fs f x e as
2
f x Fs s sin x dx
0
2 as
0
e sin sx ds
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
2 e as
2 2 a sin sx x cos sx
a s 0
2 x
a 2 x 2
.
x2
Problem 5 Using Parseval’s Theorem find the value of dx, a 0 . Find the Fourier
0 x 2
a
2 2
a x
transform of e , a 0 .
Solution:
f x dx F s
2 2
Parseval’s identify is ds
2 s
Result : Fs e ax
s 2 a 2
2
2
s
e
2
ax
dx ds
s a 2
2
2
2
s
2 e ax 2
dx 2 ds
0 0
s 2 a 2
e 2 ax 2 s2
2 a 0 0 s 2 a 2
2
ds
s2 0 1
i.e., ds .
0 s 2
a
2 2 2 2a 4a
x2
dx .
0 x 2
a
2 2 4a
1, 0 x 1
Problem 6 Find the Fourier sine transform of f x .
0, x 1
Solution:
The Fourier sine transform of f x is given by Fs f x
2
f x sin sx dx
0
2
2 cos sx
1 1
0
sin sx dx 0 sin sx dx
1 s 0
2 cos s 1 2 1 cos s
.
s s s s
Problem 7 Find the Fourier transform of e-a|x|, a > 0
Solution:
F f x
1
f x e
is x
dx
2
1
e
a x
eis x dx
2
1
e
a x
cos sx i sin sx dx
2
1
a x
e e sin sx dx 0, odd function
a x
cos sx dx
2
F e a x
2 a
2 2 .
2 a s
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
Problem 8 State and Prove convolution theorem on Fourier transforms
Statement: The Fourier transforms of the convolution of f x and g x is the product of their
Fourier transforms.
F f x * g x F f x F g x
Proof:
1
F f *g f * g x e
is x
dx
2
1 1
2
2 f t g x t dt
eis x dx
1 1
f t g x te
is x
dx dt
2 2
1
1
f t g x t e dx
is x
dt
2 2
f t F g x t dt
1
2
F g t dt f g x t eis t F g t
1
f t e
is t
2
F g t G s
1
f t e dt G s
is t
2
F f * g F s .G s . F f t F s .
Problem 9 (i) Find the Fourier sine transform of e x . Hence prove that
x sin x
0 1 x 2 dx 2 e , 0 .
(ii)Find the Fourier sine transform of e ax a 0 .Hence find (a) FC xe ax and
e ax
(b) FS .
x
Solution:
(i) Fs f x
2
f x sin sx dx
0
Fs e x
2 x
0
e sin sx dx
2 x 2 s
0
e sin sx dx sin sx dx
1 s2
b
Result: e ax sin bxdx
0
a b2 2
By Fourier sine inversion formula, we have
2
f x Fs s sin sx ds
0
2 2 s
e x sin sx ds
0 1 s2
2 s sin sx
2 ds
0 s 1
s sin sx
0
s 1
2
ds e x
2
put x a
s sin sa
0
1 s 2
ds e a
2
Replace S by x
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
x sin ax
0
1 x 2
dx e a .
2
(ii) . Fs f x
2
f x sin sx dx
0
Fs e ax
2 ax
0
e sin sx dx
2 e ax 2 s
2 2 a sin sx s cos sx ....... 1
a s a2 s2
By Property
Fs x f x Fc f x
d
ds
Fs x f x Fs f x
d
ds
(a) To Find Fc x e ax
Fs e ax
d
Fc x e ax
ds
d 2 s
ds s 2 a 2
2 a 2 s 2 2s 2
a 2 s 2 2
2 a2 s2
Fc x. f x
a 2 s 2 2
e ax
(b) To find Fs
x
2 e at
Fs f x 1
0 t
sin st dt
2 e at
F s
0 t
sin st dt
Diff. on both sides w.r to ‘s’ we get
d 2 e at ax a
F s
d
ds
ds 0 t
sin st dt e cos bx dx 2
0
b a2
2 e at
0 s t
sin st dt
2 te at cos st
0
dt
t
2 at
0
e cos st dt
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
d 2 at 2 a
F s e cos st dt
ds 0 s2 a2
Integrating w.r. to ‘s’ we get
2 a
F s ds c
s a2
2
2 1 s
a. tan 1 c
a a
But F s 0 When s 0 c 0 from (1)
2 s
F s tan 1 .
a
x2
a2 x2 2
Problem 10 (i) Find the Fourier transform of e Hence prove that e is self reciprocal
with respect to Fourier Transforms.
1
(ii) Find the Fourier cosine transform of x n 1 . Hence deduce that is self-reciprocal
x
1
under cosine transform. Also find F .
x
Solution:
1
(i) F f x f x e dx
is x
2
1
e a x eis dx
2 2
2
1
a 2 x 2 is x
2
e dx
1 a 2 x 2 is x
e dx 1
2
Consider a 2 x 2 isx
ax 2 ax
2 is is 2 is 2
2 a 2 a 2a
2
is s2
ax 2 2
2a 4a
Sub: (2) in (1) ,We get
is s 2
ax 2
1
F f x e
2 a 4 a
dx
2
s2 is 2
1 4 a2 ax
2
e
e 2 a dx
s2
1 4 a2 2 dt is
2
e
et
a
Let t ax
2a
, dt adx
s2
2 t
F e a2 x2 1 e 4 a2 e dt
a 2
s2
1
e 4 a2
3
a 2
1
Put a in 3
2
F e x / 2 e S / 2
2 2
e S
2
/2
is self reciprocal with respect to Fourier Transforms.
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
(ii). Fc f x
2
f x cos sx dx
0
Fc x 2 n 1
1
0
n 1
x cos sx dx
We know that n e y y n 1dy
0
Put y ax, we get e ax ax adx n
n 1
n
e
ax
x n 1dx
0
an
Put a = is
n
e is x x n 1dx
is
n
0
n
cos sx i sin sx x dx
n 1
n
in
0
s
n
n
cos i sin
s
n
2 2
n n n
n cos i sin
s 2 2
Equating real parts, we get
n n
0 x cos sxdx s n cos 2
n 1
2
Using this in (1) we get
2 n n
Fc x n 1 cos
s n
2
1
Put n
2
1
1 2 2
Fc cos
x s 4
2 1 1
s 2 2
1
s
1
Hence is self-reciprocal under Fourier cosine transform
x
1
To find F
1x1
1 1
is x
F
2
e dx
x x
1 1
cos sx is insx dx
2 x
2 1
cos sx dx The sec ond term odd
2 0 x
Put n =1/2 in (2), we get
cos sx 1/ 2
0 x
dx
s
cos
4
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
1
s 2 2s
1 2 1
F .
x 2 s s
e as
Problem 11 (i) Find f x if its Fourier sine Transform is
.
s
(ii) Using Parseval’s Identify for Fourier cosine and sine transforms of e ax , evaluate
1 x2
(a). dx (b). 0 x 2 a 2 2 dx
0 a x
2 2 2
Solution:
e as
(i) Let Fs f x
s
as
2 e
Then f x 1
0 s
sin sx dx
df 2 as 2 a
dx
0
e cos sx ds
a x2
2
2 dx
F x a 2
a x2
2 x
tan 1 c 2
a
At x 0, f 0 0 using (1)
2
(2) => f 0 tan 1 0 c c 0
2 x
Hence f x tan 1 .
a
dx
(ii) (a)To find
a x2
2 2
0
Fc e ax
2 ax
0
e cos sx dx
2 e ax
2 2 a cos sx s sin sx
a s 0
2 a
Fc e ax 1
a 2 s 2
By Passeval’s identify.
f x dx Fc s ds
2 2
0 0
2
2 a
0 e dx 0 a 2 s 2 ds, from (1)
2 ax
e2 ax 2 2 ds
2a a
0 0 a2 s2
2
1 2a 2 ds
2a
0 a s2
2
x2
i.e R e place ' s ' by x
0 a 2
x
2 2 4a 3
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
x2
(b) To find dx
a x2
2 2
0
Fs e ax
2 ax
0
e sin sx dx
2 e ax
2 2 a sin sx s cos sx
a s 0
2 s
Fs e ax
a 2 s 2
By parseval’s identify
f x dx Fs f x ds
2 2
0 0
2
2 s
e dx 2 2 ds
ax 2
0
0a s
s e 2 ax 1
i.e 2 2 ds
0 a s
2 2 a 0 2 2 a
x2
dx Re place ' s ' by ' x ' .
0 x 2
a
2 2 4a
Problem 12 (i). Find the Fourier cosine transform of e ax cos ax
1 x2
(ii). Evaluate (a). 2 dx (b). dx , using Fourier cosine and
0 x 1 x 2
4 0 x 2
a 2
x 2
b 2
sine transform.
Solution:
(i) Fc f x
2
f x cos sx dx
0
Fc e ax
2 e ax cos sx dx
0
2 a
Fc s
s 2 a 2
By Modulation Theorem,
1
Fc f x cos ax Fc a s Fc a s
2
1 2 a a
Fc e ax cos ax
2 a 2 a s 2 a 2 a s 2
2 2
a a s a a s
2 2
1 2
a 2
.
2
2
2 2
a a s a a s
a 4a 2 2 s 2
s 4 4a 4
2
2a 2 s 2 2a
Fc e ax cos ax 4 4
.
s 4a 2
(ii) (a) Let f x e x and g x e 2 x
Fc e
2 x
0
x
e cos sx dx
2 e x
2 cos x s sin sx
s 1 0
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
2 1
1
s 1
2
Fc e2 x
2 2 x
0
e cos sx dx
2 2
2 2
s 4
f x g x dx Fc f x Fc g x ds
0 0
2 1 1
e
x 2 x
dx ds from 1 & 2
0 s 1 s 4
2 . 2
e
0
4 ds
e dx
3 x
ds
0
0 s 1 s 2 4
2
ds e 3 x 1
0 s 2 1 s 2 4 4 3 4 3
0
ds
s
0
2 2
.
1 s 4 12
x2
(b) To find x
0
2
a 2 x 2 b 2
dx.
Let
f x e ax , g x ebx
2 s
Fs g x
2 ax
e sin sx 1
0 s2 a2
2 s
Fs g x
2 bx
e sin sx 2
0 s 2 b2
f x g x dx Fs f x .Fs g x ds From (1) and(2)
0 0
2 s2
0 e e dx 0 s 2 a 2 s 2 b2 ds
ax bx
s2 a b x
s
0
2
a 2 s 2 b 2
ds
2 0
e dx
x2 e a b x
i.e x
0
2
a 2 x 2 b 2
dx
2 a b 0 2 a b
.
1, 0 s 1
Problem 13 (i). Solve for f x from the integral equation f x sin sxdx 2, 1 s 2 .
0 0, s2
1, x a 2 sin as
(ii). If the Fourier transform of f x , defined by f x
s
is .
0, x a
x
Find F f x 1 cos .
a
Solution:
(i) Fs f x
2
f x sin sx dx
0
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
1 for 0 s 1
Fs f x 2 for 1 s 2
2 0 for
s2
By invese Fourier sine transform ,
Fs f x sin sx ds
2
f x
0
2
1 2
2
0 0
sin sx dx
1
2sin sx
2
0.sin sx ds
2 cos sx 2 cos sx
1 2
x 0 x 1
2 cos x 1 2 cos 2 x 2 cos x
x x x x
2 cos x 1 2 cos 2 x
x
2
f x 1 cos x 2 cos 2 x .
x
(ii). Given F f x
2 sin as
1
s
From Modulation Theorem
F f x cos ax f s a f s a where F f x f s
1
2
Let a
a
x 1
F f x cos F s F s
a 2 a a
sin a s sin a s
1 2 a a 2 sin as
F s
2 s
s
s
a a
1 a
sin as cos cos as sin
a
sin as cos cos as sin
2 as as
1 a
sin as
a
sin as
2 as as
1 a s sin as a sin as a s sin as a sin as
2 2
2 2 a 2 s 2
2a 2 s sin as
2 2 a 2 s 2
x 2 a 2 s sin as
F f x cos
a 2 a 2 s 2
x x
F f x 1 cos F f x F f x cos
a a
2
2 sin as 2 a sin as
s 2 a2s2
2 1 a2 s
sin as 2 2 2
s a s
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
2 2 a2 s2 a2 s2
sin as
s a s
2 2 2
2 sin as 2
2 2
s a s 2
2 2 sin as. 2
.
2 s 2 a 2 s 2
a x
Problem 14 (i). Find Fourier transform of e and hence deduce that
cos xt a x 2 2as
(a). 2 2 dt (b). F xe i
a x
e .
0
a t 2a s a 2 2
2
(ii) . Find Fourier cosine transform of e ax sin ax .
Solution;
(i) Fourier transform of f x is
F f x
1
f x e
is x
dx
2
1
e cos sx i sin sx dx
a x
2
1
e e a x sin sx is odd fn.
a x
cos sx dx
2
2 a
F e 2 a 2 s 2 F s 1
a x
(a) Using Fourier inverse transform,
1
e F s e
isx
ax
ds
2
1 2 a
cos sx i sin sx ds
2 a 2 s 2
a cos sx sin sx
2 2 ds 0 2 is an odd fn.
a s s a
2
2a cos xt
a 2 t 2 dt Re place ' s ' by ' t '
a x cos xt
e 2 2 dt .
2a
a t
(b) . Find Fourier cosine transform of eax sin ax .
To prove F xe
a x
i 2 2as
s 2 a 2 2
Property:
n
n d F
F x n f x i
ds n
dF s
F x f x i
ds
F xe a x
i dF e a x
ds
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
d 2 a
i
ds a s 2
2
2 2 s 2 2as
ia i .
a s
2 2 2
a s 2 2
2
(ii) Find the Fourier cosine transform of eax sin ax .
Fc f x
2
f x cos sx dx
0
2 ax
0
Fc e ax sin ax e sin ax cos sx dx
2 1 ax
e sin s a x sin s a x dx
2 0
1 sa sa ax b
2 2 2 e sin bx dx 2
2 a s a a s a a b2
2
0
1 2
a s a s a s a a s a
2 2
2
2 2
a2 s a a2 s a
2
1 2a 2 s s 3 2as 2 2a 3 as 2 2a 2 s 2 s 2 s 3 2as 2 2a3 s 2 a 2 sa 2
2 4a 4 2a 2 s 3 4a 3 s 2a 2 s 2 s 4 2as 3 4a 3 s 2as 2 4a 2 s 2
2 a 2a s
2 2
2 2a 3 as 2
4 4 .
2 4a s 4a 4 s 4
Problem 15 (i). State and Prove Parseval’s Identity in Fourier Transform.
(ii). Find Fourier cosine transform of e x
2
Solution:
(i) Parseval’s identity:
Statement: If F s is the Fourier transform of f x , then f x dx F s
2 2
Pr oof by convolution theorem F f * g F s G s
f * g F 1 F s G s
1 1
f t g x t dt F s G s e
is x
ds 1
2 2
Put x 0 and g t f t , then it follows that G s F s
1 becomes
f t f t dt
F s F s ds
i.e. f t dt F s ds
2 2
i.e. f t dx F s ds
2 2
(ii)
2
Fc f x f x cos sx dx
0
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
2 x2
Fc e x
0
2
e cos sx dx
2 1
e x cos sx dx
2
2
1
e cos sx dx
x
2
2
1
e
x
RP of e isx dx
2
2
1
e e dx
x is x 2
= R.P of
2
1
e
x 2
is x
= R.P of dx
2
2
s
4
1 e
e
x 2
is x
= R.P of dx
2
s2
4
e
1
= R.P of e s e
2
/4 x 2 isx s 2 / 4
dx
2
1 x is / 2
e
2
= R.P of e s
2
/4
dx
2
x is
Put t dx dt
2
When t y
t y
e s / 4
2
Fc f x R.P of e dt
t 2
2
e s2 / 4
t 2
R.P.of e dt
2
e s
2
/4
2
e s
2
/4
Fc e x2 .
2
sin ax sin 2 ax
Problem 16 (i). Find the Fourier transform of
x
and hence prove that x 2 dx 4a .
2sin 3 s 2
(ii). Find f x , if the Fourier transform of F s is .
s 2
Solution:
1
(i) F f x f x e
is x
dx
2
sin ax 1 sin ax is x
F
x
2 x
e dx
1 sin ax
cos sx sin x dx
2 x
2
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
sin ax
F 2 1
x
2 sin a s x sin a s x 2
0
dx
2 2 if a s 0 & a s 0
x x
if a s 0 & a s 0 or a s 0 & a s 0
By Parseval’s identity
f x F s
2 2
dx ds
a
sin 2 ax
2 ds 2 s a 2 a a 4 a
2
x 2 dx a
a
sin 2 ax
i.e. dx 4 a.
x2
2 sin 3s
(ii) Let us find F 1
s
2sin 3s 1 2sin 3s is x
F 1
s 2 s
e ds
1 2sin 3s 1 2sin 3s cos sx
cos sx i sin sx ds ds
2 s 0 s
(By the property of odd and even function)
1 sin 3 x s sin 3 x
ds
0 s s
1 sin 3 x s sin 3 x s
ds ds
0 s 0
s
1
2 2 if 3 x 0 & 3 x 0
if 3 x 0 & 3 x 0 or
0 3 x 0&3 x 0
sin mx
dx or according as m >0 or m < 0 .
0 x 2 2
1 if 3 x 3
0 if x 3 or x 3
1 if x 3
0 if x 3 1
By the shitting property, F eiax f x F s a
eiax f x F 1 F s a
2sin 3 s 2 i 2 1 2sin 3s
Thus F 1 e F
s 2 s
1 if x 3
e i 2
0 if x 3
e
i 2 x
i 2
if x 3
e .
0 if x 3
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
UNIT III
PARTIAL DIFFERENTIAL EQUATIONS
3.0 Introduction
Partial differential equations arise in connection with various physical and geometrical
problems when the functions involved depend on two or more independent variables, usually on
time t and on one or several space variables.
A partial differential equation is one which involves partial derivatives. The order of a
partial differential equation is the order of the highest derivative occurring in it.
z z
p, q,
x y
2 z 2 z 2 z 2 z
r , s , t
x 2 xy yx y 2
3.1 Formation of partial differential equations by elimination of arbitrary
constants.
3.1.1 PARTIAL DIFFERENTIAL EQUATION
A partial differential equation is one which involves partial derivatives for
z z
instance x 2 y2 z2
x y
2v 2v 2v
0 are all partial differential equation.
x 2 y 2 z 2
3.1.2 ORDER OF A PARTIAL DIFFERENTIAL EQUATION AND ITS DEGREE
The order of a partial differential equation is the order of the highest partial
differential coefficient occurring in it.
The degree of this highest derivative is the degree of the partial differential
equation.
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
3.I Formation of result p.d.e by elimination of arbitrary constants
(a.c.):
Problem 1 Form the partial differential equation by eliminating a and b from
z x a
2 2
y 2
b2 .
Solution:
z x 2 a 2 y 2 b 2 - (1)
Differentiating (1) partially w.r. t x and y we get
z
p y 2 b2 2 x - (2)
x
z
q x2 a2 2 y - (3)
y
Multiplying Eqn. (2) and Eqn (3)
pq x 2 a 2 y 2 b 2 4 xy
pq 4 xyz [using (1)]
Problem 2 Obtain the partial differential equation by eliminating arbitrary constants a
and b from x a y b z 1.
2 2 2
Solution:
x a y b z2 1
2 2
- (1)
Differentiating (1) partially w.r. t x and y we get
2 x a 2 zp 0
x a zp - (2)
2 y b 2 zq 0
y b zq - (3)
Substituting (2) & (3) in (1) we get
z 2 p2 z 2q2 z 2 1
i.e., z 2 p 2 q 2 1 1
Problem 3 Obtain the partial differential equation by eliminating the arbitrary constants
a & b from z xy y x a b .
2 2
Solution:
z xy y x 2 a 2 b - (1)
Differentiating (1) partially w.r. t x and y
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
z 1
p y y 2x
x 2 x 2
a 2
yx
p y
x a2
2
p x
1
y x2 a2
p x
1 - (2)
y x a2
2
z
q x x2 a2
y
q x x2 a2 - (3)
Multiplying (2) & (3)
p x
1 q x x2 a2
y x a
2 2
p
1 q x x
y
p y q x xy
pq xp yq xy xy
px qy pq
3.2 FORMATION OF PARTIAL DIFFERENTIAL EQUATIONS BY
ELIMINATION OF ARBITRARY FUNCTIONS:
The elimination of one arbitrary function will result in a p.d.e of the first order. The
elimination of two arbitrary functions will result in equations of second and higher orders.
Problem 1 From the partial differential equation by eliminating f from
f x2 y2 z 2 , x y z 0 .
Solution:
We know that if f (u, v) = 0
then u = f (v)
x y2 z2 f x y z
2
- (1)
Differentiating (1) partially w.r. t x and y
We get
2 x 2 zp f ' x y z 1 p - (2)
2 y 2 zq f ' x y z 1 q
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
Divide (2) & (3)
x zp 1 p
y zq 1 q
x qx zp zpq y py zq zpq
z y p x zq y x
Problem 2 Form the partial differential equation by eliminating f from
1
z x 2 2 f log x .
y
Solution:
1
Let z x 2 2 f log x - (1)
y
Differentiate (1) w.r. t x and y
z 1 1
p 2 x 2 f ' log x - (2)
x y x
z 1 1
q 2 f ' log x 2 - (3)
y y y
Eliminating f ' from (2) & (3)
p 2 x 1 2
y
q x
px 2 x 2 qy 2
px qy 2 2 x 2
Problem 3 From the partial differential equation by eliminating f and
from z f y x y z .
Solution:
z f y x y z - (1)
Differentiating partially with respect to x and y, we get
P x y z 1 p - (2)
q f ' y ' x y z 1 q - (3)
r ' x y z .r " x y z 1 p
2
- (4)
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
s ' x y z .s " x y z 1 p 1 q - (5)
t f " y ' x y z t '' x y z 1 q
2
- (6)
From (4) r 1 ' x y z 1 p " x y z
2
- (7)
From (5) s 1 ' x y z 1 p 1 q " x y z - (8)
Dividing (7) & (8) we get
r 1 p
s 1 q
1 q r 1 p s
Problem 4
Form the differential equation by eliminating the arbitrary function f and
g in z f x y g x y
Solution:
z f x y g x y
Let u x y v x y
Z f u .g v - (1)
Differentiating partially with respect to x and y, we get
p f u .g ' v f ' u .g v - (2)
q f u g ' v 1 f ' u g v - (3)
r f u g " v 2 f ' u g ' v f " u .g v - (4)
s f u g " v 1 f " u .g v - (5)
t f u g " v 2 f ' u g ' v f "u g v - (6)
Subtracting (4) from (6) , we get
r t 4 f u .g v - (7)
From (2) & (3), we get
p 2 q 2 4 f u . g v . f ' u .g ' v
= Z (r – t) from (1) & (7)
2
2 z 2 z z z
2
i.e., z 2 2
x y x y
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
Problem 5
Form the partial differential equation by eliminating
f from f x y z , z 2 xy 0 .
2 2 2 2
Solution:
f x 2 y 2 z 2 , z 2 2 xy 0
Let u x 2 y 2 z 2 and v z 2 2 xy then
the given equation is f u , v 0 - (1)
Differentiating (1) partially w.r.t. x and y respectively
f u f v f u f v
we get . 0 and . . 0
u x v x u y v y
f f
2 x 2 zp 2 zp 2 y 0 - (4)
u v
f f
2 y 2 zq + 2zq-2x 0 -(5)
u v
from (4) and (5)
x zp zp y
we get 0
y zq zq x
x zp zq x y zq zp y
zqx x 2 z 2 pq xzp zpy y 2 z 2 pq zqy
zp x y zq x y x 2 y 2
zp x y zq x y x y x y
zp zq x y
zp zq y x
z p q y x
3.3 SOLUTION OF STANDARD TYPES OF FIRST ORDER PARTIAL DIFFERENTIAL
EQUATIONS
3.3.1 Solution of partial differential equations in ordinary cases.
3.3.2 Methods to solve the first order partial differential equation.
The general form of a first order partial differential equation is
z z
f x, y, z , p, q 0 where p and q .
x y
3.3.3 Equations reducible to standard form.
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
z z
Problem 1 Find the complete integral of p q pq where p and q .
x y
Solution:
p q pq - (1)
This is of the form f p, q 0
Let z ax by c - (2) be the complete solution of the partial differential
equation.
z
p a
x
z
q b
y
(1) reduces to a+b=ab
a b a 1
a
b
a 1
a
z ax yc
a 1
Problem 2 Obtain the complete integral of z px qy p q .
2 2
Solution:
z px qy p 2 q 2 - (1)
This equation is of the form z px qy f p, q (clairaut’s type)
the complete integral is z ax by a 2 b 2 .
Problem 3 Solve p 1 q qz .
Solution:
p 1 q qz - (1)
This equation is of the form f z , p, q 0
z f x ay be the solution
x ay u z f u
dz adz
p q
du du
(1) reduces to
dz dz dz
1 a a z
du du du
dz
1 a az
du
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
dz
a az 1
du
dz 1
z
du a
dz
du
1
z
a
1
Integrating log z u b
a
1
i.e., log z x ay b is the complete solution.
a
Problem 4 Find the complete integral of p q x y .
Solution:
The given equation does not contain z explicitly and is variable separable.
That is the equation can be rewritten as p – x = y – q =a, say - (!)
p a x and q y a
Now dz = pdx + qdy
dz a x dx y a dy (2)
Integrating both sides with respect to he concerned variables, we get
a x y a
2 2
z b - (3)
2 2
when a and b are arbitrary constants.
Problem 5 Find the singular integral of the partial differential equation
z px qy p 2 q 2 .
Solution:
The given equation z px qy p 2 q 2 is a clairaut’s type equation.
Hence the complete solution is z ax by a 2 b 2 -(1)
To get singular Solution :
Differentiate (1) w.r.t. a and b
0 = x + 2a - (2)
0 = y – 2b - (3)
x y
a and b
2 2
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
Substituting in (1),
x2 y 2 x2 y 2
z
2 2 4
2 x 2 2 y 2 x 2 y 2
z
4
4 z y 2 x 2 is the singular solution.
Problem 6 Solve the equation pq p q z px qy pq .
Solution:
pq
Rewriting the given equation as Z px qy - (1)
pq p q
we identify it as a clairaut’s type equation. Hence its complete solution is
ab
Z ax by - (2)
ab a b
The general solution of (1) is found out as usual from (2).
Let us now find the singular solution of (1).
Differentiating (2) partially with respect to a and then b, we get
0 x
ab a b b ab b 1
ab a b
2
b2
i.e., 0 x - (3)
ab a b
2
and similarly
a2
0 y - (4)
ab a b
2
a2 y a b
From (3) & (4), we get 2
or k , say
b x y x
a k y and b k x
Using there values in (3) we get
2
k 2 x k 2 xy k y k x x0
k 2 x k 2 xy k y k x x
i.e., k xy x y 1
1 x y
k
xy
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
1 x y 1 x y
Hence a and b
x y
Also
ab 1 1
ab a b 1 1 1 y x
1
b a 1 x y 1 x y
1 x y
Using these values in (2), the singular solution of (1) is
z x 1 x y y 1 x y 1 x y
2
z 1 x y
Problem 7
Solve the equation p q z
2 2 2
x 2
y2 .
Solution:
The given equation dues not belong to any of the standard types.
It can be rewritten as z 1 p z 1q x 2 y 2
2 2
- (1)
As the Equation (1) contains z 1 p and z 1q we make the substitution Z = log z
z -1p=P and z -1q Q
Using there values in (1), it becomes
P2 Q2 x2 y 2 (2)
As Eq. (2) dues not contain Z explicitly, we rewrite it as
P 2 x 2 y 2 Q 2 a 2 , say (3)
From (3)
P 2 a 2 x 2 and Q 2 y 2 a 2
P a 2 x 2 and Q y 2 a 2
dz Pdx Qdy
dz a 2 x 2 dx y 2 a 2 dy
Integrating, we get
x 2 a2 x y a2 y
Z x a 2 sin h 1 y 2 a 2 cos h 1 b
2 2 a 2 2 a
the complete solution of (1) is
x 2 a2 x y a2 y
log z x a 2 sin h 1 y 2 a 2 cos h 1 b
2 2 a a 2 a
where a and b are arbitrary constants.
Singular solution does not exist and the General solution is found out as usual.
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
Problem 8
Solve p q 1.
Solution:
This is of the form f p, q 0 .
The complete integral is given by z ax by c where
a b 1
b 1 a
2
b 1 a
2
The complete solution is z ax 1 a yc - (1)
Differentiating partially w.r.t. c we get 0 = 1 (absurd)
There is no singular integral
Taking c f a where f is arbitrary,
y f a
2
z ax 1 a - (2)
Differentiating partially w.r.t a, we get
1
0 x 2 1 a
2 a
y f 'a - (3)
Eliminating ‘a’ between (2) & (3) we get the general solution.
Problem 9
Solve yp 2 xy log q .
Solution:
yp 2 xy log q
yp 2 xy log q
p 2 x y log q
log q
p 2x a ( say )
y
1
p 2 x a and log q a - (1)
y
p 2 x a, log q ay
q eay
Now dz pdx qdy
dz 2 x a dx e ay dy - (2)
Integrating (2), we get
1
z x 2 ax e ay b - (3)
a
Where a and b are arbitrary constant.
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Equation (3) is the complete solution of the given equation.
Differentiating (3) partially w.r.t b we get 0 = 1 (absurd)
There is no singular integral.
Put b a in (3)
e ay
z x 2 ax a - (4)
a
Differentiating partially w.r.t a we get
1
0 0 x
a
1 ay
e y e ay 2 ' a
a
y ay 1 ay
0 x e 2 e 'a -(5)
a a
Eliminating ‘a’ between (4) & (5) we obtain the general solution.
Problem 10
Find the equation of the cone satisfying px qy z and passing through the
circle x y z 4, x y z 2 .
2 2 2
Solution:
dx dy dz
The auxiliary equations are
x y z
Taking the first two ratios,
log x = log y + log a
x
a - (1)
y
Taking the second and third ratios,
log y = log z + log b
y
b - (2)
z
x y
the general solution is , 0 - (3)
y z
We have to find that function satisfying (3) and
also x2+ y2 + z2 = 4 - (4)
and x + y + z = 2 - (5)
Hence, we will eliminate x, y, z from (1),(2),(4),(5)
From (2) y = bz
From (1) x = ay
x =abz
using the value of x & y in (4) & (5)
a 2b 2 z 2 b 2 z 2 z 2 4
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z 2 a 2b 2 b 2 1 4 - (6)
Also abz + bz + z = 2
1 b ab z 2 - (7)
Eliminating z between (6) & (7)
Squaring (7)
1 b ab z2 4
2
- (8)
From (6) & (8),
1 b 2 a 2b 2 1 b ab 1 b 2 a 2b 2 2b 2ab 2ab 2
2
Simplifying b + ab2 + ab = 0
1 ab a 0
x y
Using a , b in (9)
y z
xy x
1 0
yz y
x x
1 0
z y
i.e., yz xy xz 0 is the required surface.
3.4 LAGRANGE’S LINEAR EQUATION
The equation of the form Pp + Qq = R is known as Lagrange’s equation when P, Q & R
are functions of x, y and z.
u v u v
P
y z z y
u v u v
Q
z x x z
u v u v
R
x y y x
3.4.1 The auxiliary equation can be solved in two ways.
(1) Method of Grouping
dx dy dz
In the auxiliary equation if the variables can be separated in
P Q R
any pair of equations, then we get a solution of the form u x, y a and v x, y b
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(2) Method of Multipliers
Choosing any three multipliers l, m, n which may be constants or function
dx dy dz ldx mdy ndz
of x, y, z we have
P Q R lP mQ nR
If it is possible to choose l, m, n such lP mQ nR 0 then
ldx mdy ndz 0
If ldx mdy ndz 0 is an exact differential then on integration we get a
solution u = a. The multipliers l, m, n are called lagrangian multipliers.
Problem 1 Solve the equation p tan x q tan y tan z .
Solution:
Given p tan x q tan y tan z
This equation is of the form Pp Qq R
When P = tan x Q = tan y R = tan z
The subsidiary equations are
dx dy dz
P Q R
dx dy dz
i.e.,
tan x tan y tan z
Considering the first two,
dx dy
tan x tan y
Sign,
cot xdx cot ydy
log sin x log sin y log a
sin x
log log a
sin y
sin x
a
sin y
sin x
i.e., a
sin y
Take,
dy dz
tan y tan z
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dy dz
tan y tan z
cot ydy cot zdz
log sin y log sin z log b
sin y
log log b
sin z
sin y
b
sin z
sin x sin y
Hence the general solution is , 0
sin y sin z
Problem 2 Solve y 2 p xyq x z 2 y .
Solution:
This is a Lagrange’s linear equation of the form Pp Qq R
The subsidiary equations are
dx dy dz
P Q R
dx dy dz
y 2
xy x z 2 y
Taking I & II ratios
dx dy
y 2 xy
xdx ydy
Integrating,
x2 y2
C
2 2
x 2 y 2 2c c1
dy dz
Taking II & III ratios
xy x z 2 y
Z 2 y dy ydz
ydz zdy 2 ydy
d yz 2 ydy
Integrating,
yz y 2 c2
yz y 2 c2
the solution is x 2 y 2 , yz y 2 0
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Problem 3 Find the general solution of 3 z 4 y p 4 x 2 z q 2 y 3 x .
Solution:
This is a Lagrange’s linear equation of the form Pp Qq R .
dx dy dz
The subsidiary equations are
P Q R
dx dy dz
- (1)
3z 4 y 4 x 2 z 2 y 3x
Use Lagrangian multipliers x, y, z we get each ratio is
d x2 y2 z 2
1
xdx ydy zdz
2
3 xz 4 xy 4 xy 2 yz 2 yz 3 xz 0
Hence d x 2 y 2 z 2 0
Integrating both the sides,
x 2 y 2 z 2 C1 - (2)
using multipliers 2, 3, 4 each of equation (1) is
2dx 3dy 4dz
6 z 8 y 12 x 6 z 8 y 12 x
2dx 3dy 4dz
0
2dx 3dy 4dz 0
Hence 2 x 3 y 4 z C2 - (3)
the General solution is x 2 y 2 z 2 , 2 x 3 y 4 z 0
Problem 4 Solve the equation p 1 q 2 q 1 z .
Solution:
The given equation is of the from f z , p, q 0
P 1 q 2 q p z - (1)
Let z f x ay be the solution of (1)
If x ay u then z f u
If dz adz
p and q
du du
(1) reduces as
z adz
2
2 dz
1 a 1 z
u du du
dz
2
2 dz
i.e., 1 a a az 0
du du
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dz
As z is not a constant, 0
du
2
dz
1 a a az 0
2
du
2
dz
i.e., a az 1 a
2
du
dz
a az 1 a - (3)
du
solving (3), we get
dz
a du
az 1 a
2 az 1 a u b
2 az 1 a x ay b
4 az 1 a x ay b
2
which is the complete solution of (1)
Problem 5 Solve x 2 yz p y 2 zx q z 2 xy .
Solution:
This is a Lagrange’s linear equation of the form Pp Qq R
dx dy dz
The subsidiary equations are 2 2 2 - (1)
x yz y zx z xy
dx dy dy dz dx dz
2 2
x yz y zx y zx z xy x yz z 2 xy
2 2 2
d x y d y z d x z
i.e., 2 2
x 2
y2 z x y y z x y z x z y 1 z
2 2
d x y d y z d x z
i.e., - (2)
x y x y z y z x y z x z x y z
d x y d y z d x z
i.e., - (3)
x y yz xz
Taking the first two ratios, and integrating log x y log y z log a
x y
a - (4)
yz
Similarly taking the last two ratios of (3) we get,
yz
b - (5)
xz
x y yz x y xz
But and are not independent solutions for 1 gives
yz xz yz yz
which is the reciprocal of the second solution.
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Therefore solution given by (4) and (5) are not independent. Hence we have to
search for another independent solution.
xdx ydy zdz
Using multipliers x, y, z in equation (1) each ratio is 3
x y 3 z 3 3 xyz
dx dy dz
Using multipliers 1, 1, 1 each ratio is 2
x y z 2 xy yz zx
2
xdx ydy zdz dx dy dz
2
x y z 3xyz x y z 2 xy yz zx
3 3 3 2
d x2 y 2 z 2
1
2 d x y z
x y z x 2 y 2 z 2 xy yz zx x y z 2 xy yz zx
2 2
d x2 y2 z 2 x y z d x y z
1
Hence
2
x y z k
2
Integrating x 2 y 2 z 2
1
2 2
x y z x y z 2k
2 2 2 2
x 2 y 2 z 2 x 2 y 2 z 2 2 xy 2 yz 2 zx 2k
i.e., xy yz zx b
x y
the general solution is xy yz zx, 0
yz
Problem 6 Solve 2 x 4 p 2 yzq 3 z 2 0 .
Solution:
2
x 2 p yq
Rewriting this equation, we get 2 3 0
z z
This is an equation of the form f x m z k p, y n z k q 0 may be transformed into
the standard type f P, Q 0 by putting X x1 m , Y y1 n and
Z z k 1 , whereK 1
(or) X log x Y log y Z log z if m 1, n 1 and k 1
Here m 2 n 1
Hence X x 1 Y log y and Z log z
Z Z z x 1 px 2
P p x2
X z x X z z
Z Z z y 1 y
Q q. y q
Y z y Y Z Z
the equation becomes, 2 P 2 Q 3 0
This is of the form f P, Q 0
Hence the complete integral is Z aX bY c
Where
2a 2 b 3 0
b 2a 2 3
the complete solution is Z aX bY c
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2a 2 3 log y c - (1)
a
i.e., log z
x
Differentiating equation (1) partially w.r.t to c
We get 0 = 1 (absurd)
Singular integral does not exist.
Taking C = f (a) where f is arbitrary
log z 2a 2 3 log y f a - (2)
a
x
Differentiating partially w.r.t a we get
1
0 4a log y f ' a - (3)
x
Eliminating ‘a’ between (2) & (3) we get the general solution.
Problem 7
Solve the equation pz sin x qz cos y 1 .
2 2 2 2
Solution:
The given equation contains (z2p) and (z2q).
Therefore we make the substitution Z = z3
Z
P 3 z 2 p and Q=3z 2 q
x
Using there values in the given equation, it becomes
P 2 Q
sin x cos 2 y 1
3 3
Problem 8
Find the complete solution of x pz y qz 1 .
2 2
Solution:
x pz y qz 1
2 2
- (1)
This equation is of the form f z k p, z k q 0
If k 1 and Z z k 1
Hence put Z = z2
Z Z z
P . 2 zp
x z x
p
Pz
2
Z Z z
Q . 2 zq
y z y
Q
qz
2
Substituting there results in (1)
2 2
P Q
x y 1
2 2
This is a separable equation
2 2
P Q
x 1 y a
2
2 2
dZ Pdx Qdy
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dZ 2 a x dx 2 1 a 2 y dy
Integrating,
y2
Z a x 2 1 a 2 y dy
2
2
Z 2 a x 2 1 a2 y y2 b
2
is the complete solution.
Problem 9 Solve z 2 yz y
2 2
p xy zx q xy zx .
Solution:
This is a Lagrange’s linear equation of the form Pp Qq R
dx dy dz
The subsidiary equations are 2
z 2 yz y 2
xy zx xy zx
xdx ydy zdz
Taking x, y, z as multipliers, we have each fraction
0
xdx ydy zdz 0
x2 y2 z 2
Integrating c
2 2 2
i.e., x y z C1
2 2 2
- (1)
dy dz
Again, taking the last two members, we have
x y z x y z
dy dz
i.e.,
yz yz
y z dy y z dz
ydy zdy ydz zdz
ydy zdy ydz zdz 0
ydy d yz zdz 0 z
Integrating we get y 2 2 yz z 2 C2 - (2)
From (1) & (2) the general solution is
x 2 y 2 z 2 , y 2 2 yz z 2 0
Problem 10
Solve the equation 9 pqz 4 1 z
4
3
.
Solution:
9 pqz 4 4 1 z 3 - (1)
The given equation is of the form f z , p, q 0
Let z f x ay be the solution of (1)
If x ay u then z f u
dz dz
P and q a
du du
Substituting the values of p & q in (1), we get
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2
dz
9a z 4 4 1 z 3
du
dz
3 az 2 2 1 z3
du
a 3z 2 dz
du
2 1 z3
Integrating we get
a 3z 2
2 1 z 3 dz du
Put 1 + z3 = t2
3z 2 dz 2tdt
a 2tdt
2 t
du
a dt du
a t u b
i.e, a 1 z 3 x ay b
a 1 z 3 x ay b
2
- (2)
The singular solution is found as usual
Put b a
a 1 z 3 x ay a
2
- (3)
Differential w.r.t. a
1 z 3 2 x ay a y a - (4)
The elimination of ‘a’ between (3) & (4) gives the General solution.
Problem 11
Solve p x y zq 2 z .
2 4 2 2
Solution:
This can be written as Px 2 qy 2 z 2 z 2
2
- (1)
Which is of the form f x m p, y n q, z 0
Where m = 2, n= 2
1 1
put X x1 m ; y y1n
x y
Z Z x
P . p x 2 px 2
X x X
Z Z y
Q . q y 2 qy 2
Y y X
Substituting in (1) the given equation reduces to P 2 Qz 2 z 2
This is of the form f p, q, z 0
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Let Z f X aY where u = X + aY
dz adz
P ,Q
du du
Equation becomes,
2
dz dz
az 2 z 0
2
du du
dz
Solving for ,we get
du
dz az a 2 z 2 8 z 2
du 2
dz a a 2 8
du
z 2
a a2 8
log z u b
2
a a2 8
log z X ay b
2
a a2 8 1 a
log z b
2 x y
is the complete solution.
The singular and general integrals are found out as usual.
Problem 11 Find the general solution of y z p z x q x y .
Solution:
This is a Lagrange’s linear equation of the form Pp Qq R .
dx dy dz
The auxiliary equations are
yz zx x y
dx dy dz dx dy dy dz
each is equal to - (1)
2 x y z yx zy
Taking the first two ratios,
d x y z d x y
2 x y z x y
Integrating,
1
log x y z log x y log c
2
log x y z log x y log k
2
x y z k x y
2
i.e., x y z x y k
2
- (2)
Taking the last two ratios of equation (1),
d x y d y z
x y yz
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Integrating, log x y log y z log b
x y
b - (3)
yz
2 x y
Hence the general solution is f x y z x y , 0
yz
Equation 1 does not contain Z explicitly.
P Q
Rewriting (1), we have sin 2 x 1 cos 2 y a , say - (2)
3 3
From (2), P 3a cos ec x and Q 3 1 a sec 2 y
2
Now dZ = Pdx + Qdy
= 3a cosec2xdx + 3 (1 – a) sec2y dy - (3)
Integrating (3),
Z 3a cot x 3 1 a tan y b
z 3 3a cot x 3 1 a tan y b (4)
is the complete solution.
Singular solution does not exist.
put b a in (4)
z 3 3a cot x 3 1 a tan y a - (5)
Differentiating (5) w.r.t. to a we get
0 3cot x 3 tan y ' a - (6)
Eliminating a between (5) & (6) we get the required solution.
Problem 12
Solve the equation mz ny p nx lz q ly mx . Hence write down the
solution of the equation 2 z y p x z q 2 x y 0 .
Solution:
The equation mz ny p nx lz q ly mx is a Lagrange’s linear equation of the
form Pp Qq R .
dx dy dz
The Subsidiary equations are - (1)
mz ny nx lz ly mx
ldx mdy ndz
Using l, m, n as a set of multipliers, the ratio in (1)
0
i.e., ldx mdy ndz 0
Integrating we get lx my nz a
xdx ydy zdz
Choosing x, y, z as another set of multipliers, the ratio in (1)
0
Integrating we get x 2 y 2 z 2 b
the general solution of the given equation is f lx my nz , x 2 y 2 z 2 0
comparing the equation 2 z y p x z q 2 x y......... 2
With the pervious equation 1, we get l 1, m 2, n 1
Therefore the solution of equation (2) is
f x 2 y z, x 2 y 2 z 2 0
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3.5 LINEAR PARTIAL DIFFERENTIAL EQUATIONS OF SECOND AND HIGHER
ORDER WITH CONSTANT EOEFFICIENTS
3.5.1 Partial differential equation of higher order
Linear partial differentia equations of higher order with constant coefficients may
be divided into two categories as given below.
(i) homogenous p.d.e with constant coefficients.
(ii) non-homogenous linear p.d.e with constant coefficients.
A linear p.d.e with constant coefficients in which all the partial derivatives are of the
same order is called homogenous; otherwise it is called non-homogenous.
3.5.2 Homogenous linear equation
A homogenous linear partial differential equation of nth order with constant
coefficients is of the form
n z n z n z n z
a0 a a a F x , y where a’s are constants.
x n x n1y x n2y 2 y n
0 0 n
Problem 1
Solve D 3DD 2 D Z 0 .
3 2 3
Solution:
Substituting D = m, & D1 = 1
The Auxiliary equation is m3 - 3m + 2 = 0
m = 1, 1, -2
Complimentary function is 1 y x x2 y x 3 y 2 x
i.e., Z 1 y 1 x2 y x 3 y 2 x
2 z 2 z 2 z
Problem 2 Find the general solution of 4 12 9 0.
x 2 xy y 2
Solution:
4D 2 12 DD1 9D12 Z 0
The auxiliary equation is 4m 2 12m 9 0
4m2 – 6m – 6m +9 = 0
2m (2m – 3) – 3 (2m – 3) = 0
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(2m – 3)2 = 0
3
m= (twice)
2
3 3
C.F. = 1 y x x2 y x
2 2
the General solution is Z = C.F. + P.I
3 3
z 1 y x x2 y x
2 2
Problem 3
Solve D DD D D D
3 2 2 3
z 0.
Solution:
The Auxiliary equation is
m3 m 2 m 1 0
m2 m 1 m 1 0
m 2
1 m 1 0
i.e. m 1, i, i
The general solution is Z 1 y x 2 y ix 3 y ix
Problem 4
Find the particular integral of D D D DD D
3 2 2 3
z e x
cos 2 y .
Solution:
1
P.I. e x cos 2 y
D D D DD D
3 2 2 3
cos 2 y
ex
D 1 D 1 D D 1 D2 D3
3 2
e 2iy
e x R.P. of
D 1 D 1 D D 1 D2 D3
3 2
e2iy
e x R.P. of
1 2i 4 8i
e x
1 2i
R.P. of cos 2 y i sin 2 y
5 1 2i 1 2i
1 1
e x . cos 2 y 2sin 2 y
5 5
ex
P.I. cos 2 y 2sin 2 y
25
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Problem 5
Solve D DD D 1 z 0 .
2
Solution:
D 2
DD D 1 0
D 1 D D ' 1 0
This is of the form
D m D 1
1
1 D m2 D1 2 0
m1 0,1 1, m2 1, 2 1
C.F. is Z e1 x f1 y m1 x e 2 x f 2 y m2 x
Z e x f1 y e x f 2 y x
Solve D D 1 D D 2 z e
2 x y
Problem 6 .
Solution:
This is of the form
D m1D C1 D m2 D C2 .... D mn D Cn Z 0
Hence m1 1 c1 1 m2 1 c2 1 c2 2
Hence the C.F. is z e x1 y x e 2 x2 y x
e2 x y
P.I.
D D 1 D D 2
e2 x y
2 1 1 2 1 2
1
e2 x y
2
1
Hence, the complete solution is Z e x1 y x e 2 x2 y x e 2 x y
2
Problem 7 Solve D 2 DD z e
2
2x
x3 y .
Solution:
Auxiliary Equation is given by m 2 2m 0
i.e., m (m – 2) =0
m = 0, m = 2
C.F. = f1 y f 2 y 2 x
1
PI1 e2 x
D 2 2
DD
e2 x
(Replace D by 2 and D by 0)
4
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1
PI 2 x3 y
D 2DD
2
1
1 2 D 3
2 1 x y
D D
1 2 D
2
1 ...... x3 y
D D
1 3 2 x3
x y
D2 D
x5 x6
y 2.
20 4.5.6
x5 x6
y
20 60
The complete solution is
Z C.F . PI1 PI 2
e2 x x5 y x 6
Z f1 y f 2 y 2 x
4 20 20
Problem 8 Solve D 4 DD 5 D
2 2
z 3e 2 x y
sin x 2 y .
Solution:
The Auxiliary equation,
m 2 4m 5 0
m 2 5m m 5 0
m m 5 m 5 0
m 1 m 5 0
m 1, 5
C.F. = f y x g y 5 x
1
PI1 3e 2 x y
D 4 DD 5 D2
2
3e 2 x y
4 85
3 2 x y
e
9
1
e2 x y
3
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MA 2211 Transforms and Partial Differential Equation
1
PI 2 sin x 2 y
D 4 DD 5 D2
2
1
sin x 2 y
1 4 2 5 4
1
sin x 2 y
1 8 20
1
sin x 2 y
27
the complete solution is Z CF PI1 PI 2
1 1
i.e. Z f y x g y 5 x e 2 x y sin x 2 y
3 27
.
2
Problem 9 Solve D 2 2 DD D2 3D 3D 2 z e3 x 2e 2 y
Solution:
D 2
2 DD D2 3D 3D 2 z D D ' 2 D D ' 1 z
D D ' 2 D D ' 1 z e 6 x 4e3 x 2 y 4e 4 y
m1 1,1 2, m2 1, 2 1
C.F. e2 x f y x e x f y x
1
PI1 e6 x
D D 2 D D 1
1
e6 x
6 0 2 6 0 1
1 6x
e
20
1
PI 2 4e3 x 2 y
D D 2 D D 1
4
e3 x 2 y
3 2 2 3 2 1
4 3 x2 y
e
3 4
1
e3 x 2 y
3
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1
PI 3 4 e 4 y
D D 2 D D 1
4 e 4 y
0 4 2 0 4 1
4
e 4 y
2 3
2 4 y
e
3
the general solution
1 6 x 1 3 x 2 y 2 4 y
Z e2 x f y x ex f y x e e e
20 3 3
Problem 10 Solve the equation D 2 D2 z sin 2 x sin 3 y 2sin 2 x y .
Solution:
The auxiliary equation is m2 + 1 = 0
i.e., m i
C.F. = f y ix g y ix
1
PI1 sin 2 x sin 3 y
D D '22
. cos 2 x 3 y cos 2 x 3 y
1 1
2
D D' 2 2
1 1 1
cos 2 x 3 y cos 2 x 3 y
2 4 9 4 9
1 1
. cos 2 x 3 y cos 2 x 3 y
13 2
1
sin 2 x sin 3 y
13
1
PI 2 2 2sin 2 x y
D D '2
2
1
D D '2
1 cos 2 x 2 y
1 1
2
2 1 2 cos 2 x 2 y
D D' D D '2
1 1
2 e0 x cos 2 x 2 y
D D' 2
4 4
x2 1
cos 2 x 2 y
2 8
The complete solution is Z C.F . PI1 PI 2
1 x2 1
i.e., Z f y i x g y i x sin 2 x sin 3 y cos 2 x 2 y
13 2 8
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Problem 11 Solve D 2 3DD 2 D2 z 2 4 x e x 2 y .
Solution:
The Auxiliary equation is
m2 3m 2 0
m 1 m 2 0
m 1, 2
C.F. 1 y x 2 y 2 x
e x2 y 2 4 x
P.I .
D 2 3DD ' 2 D '2
ex2 y 2 4 x
D 2 D ' D D '
Re placeD D 1, D ' D ' 2
ie., D D a, D ' D ' b
ex2 y
2 4x
D 1 2 D ' 2 D 1 D ' 2
ex2 y
2 4x
D 2 D ' 3 D D ' 1
ex2 y
2 4x
D 2D '
3 1 1 D D '
3
1
1 D 2D ' 1
e x 2 y 1 1 D D ' 2 4 x
3 3
1 D 2D '
e x 2 y 1 ... 1 D D ' ... 2 4 x
3 3
1 4 D 5D ' ...
e x 2 y 1
3 3 2 4 x
1 1
e x 2 y 2 4 x 16
3 3
1 22 2
e x 2 y 4 x e x 2 y 11 6 x
3 3 9
Hence the general solution is
Z C.F . P.I .
2
Z 1 y x 2 y 2 x e x 2 y 11 6 x
9
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Problem 12 Solve D 2 DD 6 D2 z y cos y .
Solution:
The Auxiliary equation is m2 + m – 6 = 0
m = 2, –3
C.F. = 1 y 2 x 2 y 3 x
y cos x
P.I .
D DD ' 6 D2
2
1 y cos x
D 2 D ' D 3D '
1 a 3 x cos xdx where a 3 x y
D 2 D '
1 a 3 x sin x 3 sin xdx where a 3 x y
D 2 D '
1
y sin x 3cos x
D 2 D '
a 2 x sin x 3cos x dx where a 2 x y
a 2 x cos x 2 sin x 3sin x where a 2 x y
P.I . y cos x sin x
Z 1 y 2 x 2 y 3 x sin x y cos x
Problem 13 Solve the equation D 2 DD D 2 2
z x y e
2 2 x y
.
Solution:
The Auxiliary equation is m2 - 2m + 1 = 0
(m – 1)2 = 0
m = 1 twice
C.F . 1 y x x2 y x
e x y x 2 y 2
1
P.I .
D 2DD D
2 2
e x y x2 y 2
1
D D
2
1
ex y x2 y2
D 1 D 1
2
1
ex y x2 y2
D D
2
2
1 D
e x y
1
D2 D
x y
2 2
1 2 D 3D '2 2 2
e x y
1 2 x y
D2 D D
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BIET Department of Mathematics
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2 2 2 2
x y D 2 x y D 2 2 x
1 3
e x y 2
D2
e x y y 2 2 x 2 4 y 3 x 2 6 4 x 2
1 1 1
D D D
1 1 1
P.I . x 4 y 2 x5 y x 6 e x y
12 15 60
Z C.F P.I
1 1 1
1 y x x2 y x x 4 y 2 x 5 y x 6 e x y
12 15 60
Problem 14 Solve D D 3D 3D z xy 7 .
2 2
Solution: D D 3D 3D z xy 7
2 2
D D D D 3 z xy 7
Here m1 1 c1 0 m2 1 c2 3
C.F y x e3x y x
xy 7
P.I
D D D D 3
1 xy 7
D D D D
1 3 1
D 3
1 1
1 D D D
1 1 xy 7
3D D 3
1 D D 2
1 2 ...
3D D D
D D 1
1 3 9 D D ... xy 7
2
D D D 2 2 DD DD 1
1 ... xy 7
3 3 9 9 3D
1 1 1 2 D D D D 4 DD
xy 7
3 D 3 3D 2 3 D 2 27
1 x 2 xy 67 x 2 x x3 y
y 7 x
3 2 3 27 3 3 6 9
1 x 2 y xy x 2 x y x3 67
7x
3 2 3 3 3 9 6 27
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BIET Department of Mathematics
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Hence the general solution is
1 x 2 y xy x 2 x y x 3 67
z y x e3 x f y x 7x .
3 2 3 3 3 9 6 27
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BIET Department of Mathemat
MA 2211 Transforms and Partial Differential Equation
UNIT - IV
APPLICATIONS OF PARTIAL DIFFERENTIAL
EQUATIONS
4.1 SOLUTIONS OF ONE DIMENSIONAL WAVE EQUATIONS
4.1.1 INITIAL CONDITION
The Condition which are defined at time 𝒕 = 𝟎 are called initial conditions.
4.1.2 BOUNDARY CONDITIONS:
The Condition which is defined at the boundary of the region or interval is called
boundary condition.
4.1.3 BOUNDARY VALUE PROBLEM:
The Partial Differential Equation which satisfy certain initial and boundary
conditions are called boundary value problem.
CLASSIFICATION OF PARTIAL DIFFERENTIAL EQUATION:
(i) 𝒊𝒇 𝑩𝟐 − 𝟒𝑨𝑪 < 0 , 𝒕𝒉𝒆 𝒑. 𝒅. 𝒆 𝒊𝒔 𝒆𝒍𝒍𝒊𝒑𝒕𝒊𝒄
(ii) 𝒊𝒇 𝑩𝟐 − 𝟒𝑨𝑪 = 𝟎 , 𝒕𝒉𝒆 𝒑. 𝒅. 𝒆 𝒊𝒔 𝒑𝒂𝒓𝒂𝒃𝒐𝒍𝒊𝒄
(iii) 𝒊𝒇 𝑩𝟐 − 𝟒𝑨𝑪 > 0 , 𝒕𝒉𝒆 𝒑. 𝒅. 𝒆 𝒊𝒔 𝒉𝒚𝒑𝒆𝒓𝒃𝒐𝒍𝒊𝒄
where A , B , C are constants of linear partial differential equation
𝝏𝟐 𝒖 𝝏𝟐 𝒖 𝝏𝟐 𝒖 𝝏𝒖 𝝏𝒖
𝑨 𝟐
+ 𝑩 + 𝑪 𝟐
+ 𝑭 𝒙, 𝒚, 𝒖, , =𝟎
𝝏𝒙 𝝏𝒙𝝏𝒚 𝝏𝒚 𝝏𝒙 𝝏𝒚
METHOD OF SEPARATION OF VARIABLES:
The partial differential equation can be converted to Ordinary differential
equation.
STEADY – STATE CONDITION:
A Condition is said to be steady – State if the variables are independent of
time t.
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WAVE EQUATION:
𝝏𝟐 𝒖 𝟐
𝝏𝟐 𝒖
= 𝒄
𝝏𝒕𝟐 𝝏𝒙𝟐
𝑻 𝑻𝒆𝒏𝒔𝒊𝒐𝒏
where 𝒄𝟐 = =
𝒎 𝒎𝒂𝒔𝒔 𝒑𝒆𝒓 𝒖𝒏𝒊𝒕 𝒍𝒆𝒏𝒈𝒕𝒉 𝒐𝒇 𝒔𝒕𝒓𝒊𝒏𝒈
Problem 1 What are the conditions assumed in deriving one dimensional wave
equation?
Solution:
i. The motion takes place entirely in one plane.
ii. We consider only transverse vibrations, the horizontal displacement of
the particles of the string is negligible.
iii. The tension T is constant at all times and at all points of the deflected
string.
iv. Gravitational force is negligible.
v. The effect of friction is negligible.
vi. The string is perfectly flexible.
vii. The slope of the deflection curve at all points and at all instants is so
small that sin α can be replaced by α , where α is the inclination of
the tangents to the deflection curve.
Problem 2 State the wave equation and give the various possible solutions.
Solution:
∂2 y 2
2 ∂ y
The wave equation is 2 = a
∂t ∂x 2
The various possible solutions are
1. y ( x, t ) = ( A1e px + A2 e− px )( A3e pat + A4 e − pat )
2. y ( x, t ) = ( A5 cos px + A6 sin px )( A7 cos pat + A8 sin pat )
3. y ( x, t ) = ( A9 x + A10 )( A11t + A12 )
Problem 3 A rod of length 20 cm whose one end is kept at 30oC and the other end is
kept at 70oC is maintained so until steady state prevails. Find the steady state
temperature.
Solution:
In the steady state temperature the temperature will be a function of x alone
∂ 2u
∴ 2 =0
∂x u ( x ) = ax + b
when x = 0 , u ( 0 ) = 30
when x = 20 , u ( 20 ) = 70
u ( x ) = ax + b
u ( 0 ) = a0 + b
30 = b
u ( 20 ) = a 20 + 30
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
70 = 20a + 30
20a = 40
a=2
∴ u ( x ) = 2a + 30
Problem 4 A tightly stretched string of length ‘ l ’ has its ends fastened at x = 0 and
x = l . The mid point of the string is then taken to a height ‘ b ’ and then released from
rest in that position. Obtain an expression for the displacement of the string at any
subsequent time.
Solution :
x−0 y−0
Equation of AC is =
l 0−b
0−
2
2bx l
y= ,0 < x <
l 2
l
x−
Equation of BC is 2 = y −b
l
−l b−0
2
2b l
y = (l − x ) , < x < l
l 2
2bx l
l , 0 < x < 2
y ( x, 0 ) =
2b ( l − x ) , l < x < l
l 2
2
∂ y ∂2 y
Wave equation is 2 = a 2 2
∂t ∂x
The boundary conditions are
i. y ( 0, t ) = 0 V t >0
ii. y ( l, t ) = 0 V t >0
∂y
iii. ( x, 0 ) = 0 V x ∈ ( 0, l )
∂t
2bx l
l , 0 < x < 2
iv. y ( x, 0 ) =
2b ( l − x ) , l < x < l
l 2
Suitable solution is
y ( x, t ) = ( A cos px + B sin px )( C cos pat + D sin pat ) - (1)
Apply (i) in (1)
y ( 0, t ) = ( A1 + B ( 0 ) ) ( C cos pat + D sin pat ) = 0
⇒ A=0
Equation (1) becomes
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BIET Department of Mathematics
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y ( x, t ) = B sin px ( C cos pat + D sin pat ) - (2)
Apply (ii) in (2)
y ( l , t ) = B sin pl ( C cos pat + D sin pat ) = 0
⇒ sin pl = 0
⇒ pl = nπ
nπ
⇒ p=
l
Thus (2) becomes
nπ x nπ at nπ at
y ( x, t ) = B sin C cos + D sin - (3)
l l l
∂y ( x, t ) nπ x nπ at nπ a nπ at nπ a
= B sin C sin + D cos - (4)
∂t l l l l l
Apply (iii) in (4)
( x, 0 ) = B.sin
∂y nπ x −Cnπ a Dnπ a
sin 0 + cos ( 0 ) = 0
∂t l l l
nπ x nπ a
⇒ B sin D =0
l l
⇒D=0
How (3) becomes
nπ x nπ at
y ( x, t ) = B sin C cos
l l
Most general solution is
∞
nπ x nπ at
y ( x, t ) = ∑ bn sin cos -(4)
n =1 l l
Apply (iv) to equation (4)
∞
nπ x
y ( x, 0 ) = ∑ bn sin
n =1 l
But condition (iv) implies
2b l
l x 0< x<
2
y ( x, 0 ) =
2 b
(l − x ) l
< x<l
l 2
This can be expended as a half range sine series
nπ x
i.e. y ( x, 0 ) = ∑ cn sin
l
l
2 nπ x
where Cn = ∫ y ( x, 0 ) .sin dx
l 0 l
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
l l
2 2 2bx nπ x 2b nπ x
= ∫ sin dx + ∫ ( l − x ) sin dx
l 0 l l l l l
2
l l
nπ x 2
nπ x 2
2 2b
− cos − sin
= x l − 1 l
l l nπ n 2 2
π
l
0 l2 0
l
nπ x nπ x
− cos − sin
2b
+ ( l − x ) l − −1 l
nπ
( ) 2 2
l nπ
l l 2
l
2
2 2b −l 2 nπ l2
= cos − 0 + 2 2 sin nπ − 0
l l 2nπ 2 nπ
2b −l 2 nπ l2 nπ
+ ( 0 − 0 ) − cos − 2 2 sin
l 2nπ 2 nπ 2
2 2b 2l 2 nπ
= 2 2 sin
l l n π 2
8b nπ
= 2 2
sin
nπ 2
But bn = cn
∞
8b nπ nπ x nπ at
∴ y ( x, t ) = ∑ 2 2
sin sin cos .
n =1 n π 2 l l
Problem 5 A tightly stretched flexible string has its ends fixed at x = 0 and x = l. At
time t = 0, the string is given a shape defined by f(x) = kx2 (l – x), where ‘k’ is a
constant, and then released from rest. Find the displacement of any point x of the string
at any time t > 0
Solution:
∂2 y 2
2 ∂ y
Equation of Motion is 2 = a
∂t ∂x 2
Boundary conditions are
(i) y ( 0, t ) = 0, V t
(ii) y ( l , t ) = 0, V t
∂y
(iii) ( x, 0 ) = 0, 0 < x < l
∂t
(iv) y ( x, 0 ) = kx 2 ( l − x ) ,0 < x < l
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
The suitable solution is
y ( x, t ) = ( A cos px + B sin px )( C cos pat + D sin pat )
As in the previous problem, using conditions (i), (ii) and (iii) we get the most
∞
nπ x nπ at
general solution as y ( x, t ) = ∑ bn sin cos
n =1 l l
∞
nπ x
y ( x, 0 ) = ∑ bn sin 2
= kx ( l − x ) by (iv)
n =1 l
Now y ( x, 0 ) can be expressed as a half range sine series
nπ x
y ( x, 0 ) = ∑ cn sin
l
l
2 nπ x
Where Cn = ∫ kx 2 ( l − x ) sin dx
l 0 l
l
2k nπ x
∫ ( lx − x 3 ) sin
2
= dx . This bn = cn
l 0 l
l
nπ x
∫ ( lx − x 3 ) sin
2
Now dx
0 l
nπ x nπ x
− cos l − sin l
= ( lx 2 − x3 ) − 2lx − 3x 2
n π
( ) n 2 2
π
l 2
l
l
nπ x nπ x
cos l sin l
+ ( 2l − 6 x ) − ( −6 ) 4 4
3 3
nπ nπ
0
3 4
l l
4l 4 2l 4
= 0 + 0 − 3 3 cos nπ + 0 − 0 + 0 + 3 3
nπ n π
n
−4l 4 ( −1) 2l 4
= − 3 3
n3π 3 nπ
−2k 2l 4
Cn =
l n π 3 3 ( n
2 ( −1) + 1
)
3
−4kl
= 3 3 1 + 2 ( −1)
n
nπ
∞
−4kl 3 nπ x nπ at
∴ y ( x, t ) = ∑ 3 3 1 + 2 ( −1) sin
n
cos .
n =1 n π l l
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Problem 6 If a string of length l is initially at rest in its equilibrium position and each
∂y ( x, 0 ) π x
of its points is given the velocity = v0 sin 3 , 0 < x < l . Determine the
∂t l
displacement function y ( x, t ) .
Solution:
∂2 y 2
2 ∂ y
The wave equation is 2 = a
∂t ∂x 2
The boundary conditions are
(i) y ( 0, t ) = 0 V t >0
(ii) y ( l, t ) = 0 V t >0
(iii) y ( x, 0 ) = 0 V x ∈ ( 0, l )
∂y πx
(iv) ( x, 0 ) = v0 sin 3 V x ∈ ( 0, l )
∂t l
The suitable solution is
y ( x, t ) = ( C1 cos px + C2 sin px )( C3 cos pat + C4 sin pat )
Condition (i) y ( 0, t ) = 0 ⇒ C1 = 0
∴ The solution is y ( x, t ) = C2 sin px ( C3 cos pat + C4 sin pat )
Condition (ii) y ( l , t ) = 0 ⇒ C2 sin pl ( C3 cos pat + C4 sin pat ) = 0
⇒ pl = nπ
nπ
⇒ p=
l
∴ The solution is
nπ x nπ at nπ at
y ( x, t ) = C2 sin C3 cos + C4 sin
l l l
Condition (iii) y ( x, l ) = 0 implies
nπ x
y ( x, l ) = C2 sin ( C3 ) = 0 ⇒ C3 = 0
l
nπ x nπ at
∴ y ( x, t ) = C2C4 sin sin
l l
∞
nπ x nπ at
Most general solution is y ( x, t ) = ∑ Cn sin sin
n =1 l l
∂y ∞
nπ x nπ at nπ a
( x, t ) = ∑ Cn sin cos
∂t n =1 l l l
∂y ∞
nπ x nπ a
( x, 0 ) = ∑ Cn sin
∂t n =1 l l
∞
nπ a nπ x
= ∑ Cn sin
n =1 l l
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
( x, 0 ) = v0 sin 3 = 0 3sin − sin
∂y πx v πx 3π x
But condition (iv) gives
∂t l 4 l l
πa π x 2π a 2π x 3π a 3π x
C1 sin + C2 sin + C3 sin + .....
l l l l l l
3v π x v0 3π x
= 0 sin − sin
4 l 4 l
π a 3v0 3v0 l
∴ C1 = ⇒ C1 = ×
l 4 4 πa
3π a −v0
C2 = 0, C3 = =
l 4
−v0l
⇒ C3 =
12π a
remaining Cn’s are zero
π a π x π at 3π a 3π x 3π at
∴ y ( x, t ) = C1 sin sin + C3 sin sin
l l l l l l
3v l π x π at v0l 3π x 3π at
y ( x, t ) = 0 sin sin − sin sin
4π a l l 12π a l l
Problem 7 A string is stretched between two fixed points at a distance of 60 cm and
points of the string are given initial velocities v, where
λx
v= in 0 < x < 30
30
λ
= ( 60 − x ) in 30 < x < 60 , x being the distance from an end point.
30
Find the displacement of the string at any time.
Solution:
The equation of motion is
∂2 y 2
2 ∂ y
= a
∂t 2 ∂x 2
The boundary conditions are
(i) y ( 0, t ) = 0 V t >0
(ii) y ( 60, t ) = 0 V t >0
(iii) y ( x, 0 ) = 0 0 ≤ x ≤ 60
λx
∂y 30 , 0 < x < 30
(iv) ( x, 0 ) = v =
∂t λ ( 60 − x ) , 30 < x < 60
30
The suitable solution is
y ( x, t ) = ( A cos px + B sin px )( cos p at+ D sin pat )
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
As in previous problem, Using the boundary conditions (i), (ii) & (iii), we get the
most general solution as
∞
nπ x nπ at
y ( x, t ) = ∑ Cn sin sin
n =1 60 60
∞
∂y nπ x nπ at nπ a
( x, t ) = ∑ Cn sin cos ×
∂t n =1 60 60 60
By Condition (iv)
λx
, 0 < x < 30
∂y ∞
nπ a nπ x 30
( x, 0 ) = ∑ Cn sin =
∂t n =1 60 60 λ x
30
( 60 − x ) , 30 < x < 60
This can be expanded as a half range sine series
∞
nπ x
v = ∑ bn sin
n =1 60
60
2 nπ x
Where bn =
60 0 ∫ v sin
60
dx
Then
nπ a
bn = Cn
60
60bn
⇒ Cn =
nπ a
Now,
1 λx nπ x
30 60
nπ x λ
bn = ∫ sin dx + ∫ ( 60 − x ) sin dx
30 0 30 60 30
30 60
nπ x nπ x
30
1× λ
− cos − sin
60 − 60 +
= x
nπ 2 2
30 × 30 n π
60 60 2
0
nπ x
60
nπ x
− cos 60 − sin
( 60 − x ) 60
nπ − ( −1) 2 2
nπ
60 60 30
λ −1800 nπ 3600 nπ
= cos + 2 2 sin − (0 − 0) + (0 − 0)
900 nπ 2 nπ 2
−1800 nπ 3600 nπ
− cos − 2 2 sin
nπ 2 nπ 2
λ 7200 nπ 8λ nπ
= 2 2
sin = 2 2 sin
900 n π 2 nπ 2
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
nπ
60 × bn 60 × 8λ sin 2
∴ Cn = =
nπ a n 2π 2 .nπ a
480λ nπ
= 3 3 sin
nπ a 2
0 if n is even
= 480λ nπ
n3π 3 a sin 2 if n is odd
480λ ∞ 1 nπ nπ x nπ at
∴ y ( n, t ) = 3 ∑ 3 sin .sin sin
π a n =1,3,5 n 2 60 60
Problem 8 The points of trisection of a tightly stretched string of length l with fixed
ends are pulled aside through a distance ‘ d ’ on opposite sides of the position of
equilibrium, and the string is released from rest. Obtain an expression for the
displacement of the string at any subsequent time and show that the mid point of the
string always remains at rest.
Solution:
l
D ,h
3
Y
2l
h C ,0
3
A (l, 0) X
l
B ,0 h
3
2l
E ,h
3
Let B and C be the point of trisection of the string OA. The initial position of the
string is shown by the lines ODEA.
Let BD = CE = h
∂2 y ∂2 y
The equation of motion is 2 = a 2 2
∂t ∂x
The boundary conditions are
(i) y ( 0, t ) = 0 V t≥0
(ii) y ( l, t ) = 0 V t≥0
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BIET Department of Mathematics
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∂y
(iii) ( x, 0 ) = 0 V x ∈ ( 0, l )
∂t
Let us find the initial position of the string
3hx
Equation of OD is y =
l
3h
Equation of DE is y = ( l − 2 x )
l
3h
Equation of EA is y = ( x − l )
l
3hx l
l , 0≤x≤
3
3h l 2l
∴ ( iv ) y ( x, 0 ) = ( l − 2 x ) , ≤ x ≤
l 3 3
3h 2l
l ( x − l ), 3 ≤ x ≤ l
As in problem (1) using the boundary condition (i) (ii) & (iii) we get he most
general solution
∞
nπ x nπ at
y ( x, t ) = ∑ Bn sin cos
n =1 l l
∞
nπ x
y ( x, 0 ) = ∑ Bn sin
n =1 l
Condition (iv) gives
3hx l
l , 0≤ x≤
3
3h l 2l
y ( x, 0 ) = ( l − 2 x ) , ≤x≤
l 3 3
3h 2l
l ( x − l), ≤ x≤l
3
∞
nπ x
Now y (x, 0) can expended as a half range sine series y ( x, 0 ) = ∑ Cn sin
n =1 l
l
2 nπ x
Where Cn = ∫
l 0
y ( x, 0 ) sin
l
dx
Then Bn = Cn
Now,
l 2l
l
2 3 3hx nπ x 3
3h nπ x 3h nπ x
Cn = ∫ sin dx + ∫ ( l − 2 x ) sin dx + ∫ ( x − l ) sin dx
l 0 l l l l l 2l l l
3 3
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BIET Department of Mathematics
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l
nπ x nπ x 3
− cos − sin
6h l
l
= 2 x − (1)
l nπ x nπ2 2
l
2
0
l
2l
nπ x nπ x 3
− cos
6h
− sin
+ 2 ( l − 2 x ) l − −2 l
( )
l nπ nπ
2 2
l l 2
l
3
l
nπ x nπ x
− cos − sin
6h
+ 2 ( x − l ) l − 1 l
( )
l nπ nπ
2 2
l l 2
2l
3
6 h −l
2
nπ l 2
nπ
= 2
cos + 2 2 sin − ( 0 + 0)
l 3nπ 3 nπ 3
6 h l 2 2nπ 2l 2 2nπ −l 2 nπ 2l 2 nπ
+ 2 cos − 2 2 sin − cos − 2 2 sin
l 3nπ 3 nπ 3 3nπ 3 nπ 3
6h l2 2nπ l2 2nπ
+ 2 ( 0 + 0 ) − cos + 2 2
sin
l 3nπ 3 nπ 3
6h l 2 nπ 2l 2 nπ 2l 2 nπ l2 nπ
= 2 2 2 sin − 2 2 sin nπ − + 2 2
sin − 2 2
sin nπ −
l n π 3 nπ 3 nπ 3 nπ 3
6h l 2 nπ 2l 2 nπ nπ
= 2 2 2
sin − 2 2
sin nπ cos − cos nπ sin
l n π 3 nπ 3 3
2l 2 nπ l 2 π π
+ 2 2 sin 2 2
sin nπ cos n − − cos nπ sin n
nπ 3 nπ 3 3
6h l 2 nπ 2l 2 n nπ 2l 2 nπ l2 n nπ
= 2 2 2
sin + ( − 1) sin + sin + 2 2 (
−1) sin
l n π 3 nπ2 2
3 nπ2 2
3 nπ 3
6h nπ n nπ nπ n nπ
= 2 2
sin + 2 ( −1) sin + 2sin + ( −1) sin
nπ 3 3 3 3
6h nπ n nπ
= 2 2 3sin + 3 ( −1) sin
nπ 3 3
18h nπ
−1) + 1
n
= 2 2 sin (
nπ 3
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0 when n is odd
= 36h
n 2π 2 when n is even
∞
36h 1 nπ nπ x nπ at
∴ y ( x, t ) =
π 2 ∑n
2,4,6
2
sin
3
sin
l
cos
l
∞
36h 1 2nπ 2nπ x 2nπ at
y ( x, t ) =
π 2 ∑ 2
sin sin cos
n =1 ( 2n ) 3 l l
9h ∞
2nπ
1 2nπ x 2nπ at
= 2
π n=1
∑n 2
3
sin
sin
l
cos
l
l
2nπ ×
l 9h ∞
1 2nπ 2 cos 2nπ at = 0
y , t = 2 ∑ 2 sin sin
2 π n =1 n 3 l l
∴ mid point is maximum at rest.
4.2 ONE DIMENSIONAL HEAT EQUATION
𝝏𝒖 𝟐
𝝏𝟐 𝒖
= 𝒄
𝝏𝒕 𝝏𝒙𝟐
𝒌 𝑻𝒉𝒆𝒓𝒎𝒂𝒍 𝒄𝒐𝒏𝒅𝒖𝒄𝒕𝒊𝒗𝒊𝒕𝒚
where 𝒄𝟐 = =
𝒄 𝒔𝒑𝒆𝒄𝒊𝒇𝒊𝒄𝒉𝒆𝒂𝒕 ×𝒅𝒆𝒏𝒔𝒊𝒕𝒚
Problem 1 Write all variable separable solutions of the one dimensional heat equation
ut = α 2u xx .
Solution :
The various possible solutions of one dimensional heat equation are
2 2
1. u ( x, t ) = ( A1e px + A2 e − px ) A3eα p t
2
p 2t
2. u ( x, t ) = ( A4 cos px + A5 sin px ) A6 e−α
3. u ( x, t ) = ( A7 x + A8 ) A9
Problem 2 A string is stretched and fastened to two points l distance apart. Motion is
πx
started by displacing the string into the form y = y0 sin from which it is released at
l
time t = 0 . Formulate this problem as a boundary value problem.
Solution :
The one dimensional wave equation is
∂2 y 2
2 ∂ y
=a
∂t 2 ∂x 2
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The boundary conditions are
i. y (0, t) = 0
ii. y ( l , t) = 0
∂y
iii. ( x, 0) = 0
∂t
πx
iv. y ( x, 0 ) = y0 sin .
l
Problem 3 A uniform bar of length l through which heat flows is insulated at its sides.
The ends are kept at zero temperature. If the initial temperature at the interior points of
the bar is given by k ( lx − x 2 ) , 0 < x < l , find the temperature distribution in the bar after
time t .
Solution:
2
∂u 2 ∂ u
The one dimensional heat equation is =∂
∂t ∂x 2
The boundary conditions are
(i ) u ( 0, t ) = 0 V t≥0
(ii ) u (l, t ) = 0 V t ≥ 0 and the imital condition is
(iii ) u ( x, 0 ) = f ( x ) 0 < x < l , where f ( x ) = K ( lx − x 2 ) , 0 < x < l
2 2
The suitable solution is u ( x, t ) = ( A cos px + B sin px ) e− p α t
Condition
2 2
(i ) ⇒ Ae − p α t = 0 Vt
⇒ A=0
∴ solution is
n 2π 2
nπ x − l 2 α 2t
u ( x, t ) = B sin e
l
Condition
2 2
(ii ) ⇒ B sin ple − p α t = 0 V t
nπ
⇒ pl = nπ ⇒ p=
l
n 2π 2
nπ x − α 2t
l2
∴ solution is u ( x, t ) = B sin e
l
Most general solution is
∞ n 2π 2α 2 1t
nπ x −
u ( x, t ) = ∑ Bn sin e l2
n =1 l
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∞
nπ x
u ( x, 0 ) = ∑ Bn sin
n =1 l
But condition ( iii ) ⇒ u ( x, 0 ) = k ( lx − x 2 ) which can be expanded as a half range sine
series as
∞ l
nπ x 2 nπ x
u ( x,0 ) = ∑ Cn sin where Cn = ∫ u ( x, 0 ) sin dx
n =1 l l 0 l
Now
l
2 nπ x
Bn = Cn = ∫ K ( lx − x 2 ) sin dx
l 0 l
l
2k nπ x
∫ ( lx − x ) sin
2
= dx
l 0
l
l
nπ x nπ x nπ x
− cos − sin cos
2k
( lx − x 2 ) l − (l − 2x ) l + ( −2 ) l
=
nπ 2 2 3 3
l nπ n π
l l2 l3 0
2k 2l 3 2l 3
= 0 + 0 − 3 3 cos π − 0 + 0 − 3 3
l nπ n π
4kl 2
1 − ( −1)
n
= 3 3
nπ
8kl 2
where n is odd
= n3π 3
0
where n is even
− n 2π 2α 2 1t
∞
8kl 2 nπ x −
∴ u ( x, t ) = ∑ 3 3 sin e l2
n =1,3,5 n π l
2 2 2
2n − 1) π x − ( )l
2 n −1 π α t
8kl 2 ∞
1 (
∑
2
= 3
sin e
π3 n =1 ( 2n − 1) l
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Problem 4 A rod, 30 cm long has its ends A and B kept at 200 C and 800 C
respectively, until steady state conditions prevail. The temperature at each end is reduced
to 00 C suddenly and kept so. Find the resulting temperature function u ( x, t ) .
Solution:
2
∂u 2 ∂ u
The equation is =∂
∂t ∂x 2
In steady- state conditions, the temperature at any particular point does not varies
with time. This any particular point does not very with time. This means that u depends
only on x and not on time
∴ The P.D.E. recluses to
∂ 2u
= 0 ⇒ u = ax + b
∂x 2
The initial conditions is steady state and
u (0, t) = 20 and
u (30, t) = 80
Sine in steady state u is independent of time
u ( 0 ) = 20 & u ( 30 ) = 80
∴ we get a = 2, b = 20
i.e. u (x) = 2x + 20
When the temperature at A and B are reduced to zero, the temperature distribution
changes. For this transiat state the boundary conditions are
(i ) u ( 0, t ) = 0 V t≥0
(ii ) u (l, t ) = 0 V t≥0
and the initial temperature distribution is
(iii ) u ( x, 0 ) = 2 x + 20 0 ≤ x ≤ 30
Now we have to find u (x, t) satisfying the conditions (i), (ii) & (iii)
The suitable solution is
2
p 2t
u ( x, t ) = ( A cos px + B sin px ) e−α
Using (i) we get A = 0
2
p 2t
∴ solution is u ( x, t ) = B sin px e−α
nπ
Using (ii) get P =
30
2 2
π t
nπ x −α 2 n900
∴ u ( x, t ) = B sin e
30
The most general solution is
2 2
π t
nπ x −α 2 n900
u ( x, t ) = ∑ Bn sin e
30
sin nπ x
u ( x, 0 ) = ∑ Bn
30
But condition (iv) gives u (x, 0) =2x +20 which can be expended as a half range
Fourier sine series.
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∞ l
sin nπ x 2 nπ x
u ( x , 0 ) = ∑ Cn , where Cn = ∫ u ( x, 0 ) sin dx
n =1 30 l 0 l
30
2 nπ x
Then Bn = Cn = ∫
30 0
( 2 x + 20 ) sin
30
dx
30
nπ x nπ x
1 − cos 30 − sin 30
= ( 2 x + 20 ) − ( 2)
15 nπ nπ
30 900 0
40
1 − 4 ( −1)
n
=
nπ
∞ n 2π 2
40 nπ x −α 2 900 t
∴ u ( x, t ) = ∑ ( )
n
1 − 4 ( −1) sin .e
n =1 nπ 30
Problem 5 The temperature at one end of a bar 20 cm long and with insulated sides is
kept at 00 C until steady state conditions prevail. The two ends are then suddenly
insulated, so that the temperature gradient is zero at each end there after. Find the
temperature distribution in the bar.
Solution:
When steady state conditions prevail, the temperature boundary conditions for
steady state are
u (0) = 0, u (20) = 60
Solution is u (x) = ax + b
u (0) = a0 + b
⇒0=b
u (20) = 60
60 = a ( 20 ) + b
= 20a + 0
a=3
∴ u ( x ) = Bx = 0 = 3 x
Since the ends are insulated after the steady state is attended, the heat flow is transient
and the sub sequent temperature distribution is given by
∂u ∂ 2u
=α2 2
∂t ∂x
The corresponding boundary conditions are
∂u
(i ) ( 0, t ) = 0 V t ≥ 0
∂x
∂u
(ii ) ( 20, t ) = 0 V t ≥ 0
∂x
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(iii ) u ( x, 0 ) = 3x 0 < x < 20
The suitable solution is
2 2
u ( x, t ) = ( A cos px + B sin px ) e− p α t
∂u 2 2
( x, t ) = ( − A sin pxp + Bp cos px ) e− p α t
∂x
Condition (1) gives
∂u ( 0, t ) 2 2
0= = Bpe− p α t = 0
∂x
Either B = 0 or P = 0
If P = 0, u (x, t) = A which is absurd
∴B=0
∴ Solution is
2 2
u ( x, t ) = A cos pxe − p α t
∂u 2 2
( x, t ) = − Ap sin pxe− p α t
∂x
Condition (ii) gives
∂u ( 20, t ) 2 2
0= = − Ap sin 20 pxe− p α t
∂x
either A = 0 or sin 20p = 0
A = 0 gives trivial solution
∴ sin 20 p = 0 ⇒ 20 p = nπ
nπ
p=
20
∴ The solution is
∞ n 2π 2α 2 t
nπ x −
u ( x, t ) = ∑ An cos e 400
n =0 20
∞
nπ x
(iii) Condition ⇒ u ( x, 0 ) = ∑ An cos = 3x
n =0 20
u (x, 0) = 32 can be expanded as a half range cosine series
∞
a nπ x
u ( x, 0 ) = 0 + ∑ An cos
2 n =0 20
Where
l
2 nπ x
an = ∫ u ( x, 0 ) cos dx
l 0 20
Then
20
2 nπ x
an =
20 0∫ 3x cos
20
dx
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20
nπ x nπ x
3
sin − cos
= x 20 − (1) 20
10 nπ nπ
2 2
20
400 0
3 400 400 400
= sin nx + 2 2 cos nπ − 0 + 2 2
10 nπ nπ n π
3 400 n 400
2 2 (
= −1) − 2 2
10 n π nπ
120
= 2 2 ( −1) − 1
n
nπ
−240
if n is odd
= n 2π 2
0 if n is even
a0
Now A0 =
2
20
1 3x 2
20
2
20 ∫0
a0 = 3 xdx =
10 2 0
3
= [ 400 − 0] = 60
10
60
∴ A0 = = 30
2
∞ n 2π 2α 2t
nπ x −
∴ u ( x, t ) = A0 + ∑ An cos e 400
n =1 20
2 2 2
240 ∞
1 ( 2n − 1) π x e− n π400α t
= 30 − 2 2
nπ
∑ 2
n =1,3,5 n
cos
20
2 2 2
240 ∞
1 ( 2n − 1) π x −( 2 n −400
1)π α t
= 30 −
π2
∑ 2
cos e
n =1 ( 2π − 1) 20
Problem 6 A bar, 10 cm long with insulated sides, has its ends A and B kept at 200 C
and 800 C respectively, until steady state conditions prevail. The temperature at A is
then suddenly raised to 500 C and at the same time that at B is lowered to 100 C . Find
the subsequent temperature function u ( x, t ) at any time.
Solution:
2
∂u 2 ∂ u
The P.D.E. is =α
∂t ∂x 2
In steady state
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∂ 2u
=0
∂x 2
⇒ u = ax + b
The boundary conditions for steady state is
u ( 0 ) = 20 ⇒ 20 = a ( 0 ) + b ⇒ b = 20
u (10 ) = 40 ⇒ 40 = a (10 ) + 20 ⇒ a = 2
When the temperatures at A and B are changed, the state is no longer steady. The
boundary conditions are
u ( 0, t ) = 50 V t>0
u ( 0, t ) = 40 V t > 0 and the initial conditions is
u ( x, 0 ) = 2 x + 20 0 < x < 10
Since we have non-zero boundary conditions ,we adopt a modified procedure
We break up the required solution u (x, t) in to two parts as u ( x, t ) = us ( x ) + ut ( x, t )
Where us ( x ) is called the steady state solution and ut ( x, t ) is called the transient.
∂ 2us
Solution us ( x ) is given by =0
∂x 2
us (0) = 50 and have
us (10) = 10
Solving us (x) = 50 – 4x
Consequently,
ut ( 0, t ) = u ( 0, t ) − us ( 0 ) = 50 − 50 = 0
ut (10, t ) = u (10, t ) − us (10 ) = 10 − 10 = 0
and ut ( x, 0 ) = u ( x, 0 ) + us ( x ) = ( 2 x + 20 ) − ( 50 − 4 x )
= 6 x − 30
∂u ∂ 2u
Now we have to set ut ( n, t ) in such a way that ut ( x, t ) satisfies = α 2 2 with the
∂t ∂x
boundary conditions
(i ) ut ( 0, t ) = 0
(ii ) ut (10, t ) = 0
(iii ) ut ( x, 0 ) = 6 x − 30
2
p 2t
The suitable solution is ut ( x, t ) = ( A cos px + B sin px ) e−α
Condition (i) gives
2 2
0 = Ae −α p t
⇒ A=0
α 2 n 2π 2 t
nπ x − 102
∴ solution is ut ( x, t ) = B sin e
10
Most general solution is
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∞ α 2 n 2π 2t
nπ x −
ut ( x, t ) = ∑ Bn sin e 102
n =1 10
∞
nπ x
(iii) condition gives ut ( x, 0 ) = 6 x − 30 = ∑ Bn sin
n =1 10
ut ( x, 0 ) can be expanded in half range sine series
∞
nπ x
ut ( x, 0 ) = 9 x − 30 = ∑ Cn sin
n =1 10
l
2 nπ x
When Cn = ∫
l 0
f ( x ) sin
10
dx
Then
10
( 6 x − 30 ) sin
2 nπ x
Bn = Cn = ∫
10 0 10
dx
10
nπ x nπ x
− cos − sin
1
= ( 6 x − 30 ) 10 − 6 10
nπ 2 2
5 n π
10 10 0
1 −300 300
= cos nπ −
5 nπ nπ
−60
1 + ( −1)
n
=
nπ
−120
if n is even
= nπ
0 if n is odd
2 2 2
∞
−120 nπ
nπ x − α 100 t
∴ ut ( x, t ) = ∑ sin e
n = 2,4,6 nπ 10
∞ α 2 n 2π 2 t
−60 1 2nπ x −
ut ( x, t ) = ∑
π n =1 n
sin
10
e 25
Problem 7 An insulated metal rod of length 100 cm has one end A kept at 00 C and the
other end B at 1000 C until steady state conditions prevail. At time t = 0 , the temperature
at B is suddenly reduced to 500 C and there after maintained, while at the same time
t = 0 , the end A is insulated. Find the temperature at any point of the rod at any
subsequent time.
Solution:
When the steady state conditions prevail, the portial differential equation is
2
∂u
=0
∂x 2
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⇒ u ( x ) = ax + b
With the boundary conditions u (0) = 0, u (100) = 100
∴u ( x ) = x
Once the steady state condition is removed, then the temperature distribution in
2
∂u 2 ∂ u
the rod is given by =α and the corresponding boundary conditions are
∂t ∂x 2
∂u
(i ) ( 0, t ) = 0 V t > 0
∂x
(ii ) u (100, t ) = 50 V t > 0 and
(iii ) u ( x, 0 ) = x 0 < x < 100
Since the boundary value is non-zero, we adopt the modified procedure.
Let u ( x, t ) = us ( x ) + ut ( x, t )
∂ 2us
Where us ( x ) satisfies = 0 with the boundary conditions
∂x 2
∂u ( 0 )
us (100 ) = 50 and s =0
∂x
us ( x ) = ax + b
∂us ( x ) ∂u ( 0 )
=a⇒ s =a=0
∂x ∂x
us (100 ) = 100a + b = 50
⇒ b = 50
us ( x ) = 50
How the boundary conditions for ut ( x, t ) and
∂u ∂u ∂u
(i ) t ( 0, t ) = ( 0, t ) − s ( 0 ) = 0 − 0 = 0
∂x ∂x ∂x
(ii ) ut (100, t ) = u (100, t ) − us (100 ) = 50 − 50 = 0
(iii ) ut ( x, 0 ) = u ( x, 0 ) − us ( x )
= x − 50 0 < x < 100
Suitable solution is
2 2
ut ( x, t ) = ( A cos p n + B sin p x ) e −α p t - (1)
∂ut ( x, t ) 2 2
= ( − Ap sin px + Bp cos px ) e −α p t
∂x
Condition (1) gives
∂ut 2 2
( , t ) = 0 Bpe−α p t
∂x
⇒B=0
∴ solution (1)
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2 2
⇒ ut ( x, t ) = ( A cos px ) e −α p t - (2)
condition (ii) gives
2 2
0 = ut (100, t ) = A cos100 pxe −α p t
cos100 px = 0
π π
⇒ 100 p = odd multiple of = ( 2n − 1)
2 2
p=
( 2n − 1) π
200
∴ solution is
( 2 n −1)2 π 2
ut ( x , t ) = A cos
( 2n − 1) π x e−α 2
2002
t
200
most general solution is
∞
ut ( x, t ) = ∑ A2 n −1 cos
( 2n − 1) π x
n =1 200
But ut ( x, 0 ) = x − 50 can be expanded on a half range cosine series
∞
∴ ut ( x, 0 ) = x − 50 = ∑ B2 n −1 cos
( 2n − 1) π x
n =1 200
2
100
( 2n − 1) π xdx
where B2 n −1 =
100 ∫0
( x − 50 ) cos
200
100
( 2n − 1) π x − cos ( 2n − 1) π x
1 sin
= ( x − 50 ) 200 − 200
50 ( 2n − 1) π ( 2n − 1) π
2
200 2002 0
=
200
sin
( 2n − 1) π − 2002
2
( 2n − 1) π 2 ( 2n − 1) π 2 x
n +1
200 ( −1) 2002
= −
( 2n − 1) π ( 2n − 1)2 π 2
200 ( −1) n +1
∞
2002 (
2
2n − 1) π x n α 2 ( 2n − 1) π 2
∴ ut ( x, t ) = ∑ − 2 cos e 2
t
n =1 ( 2 n − 1) π
2
( 2 n − 1) π
200 200
Hence
u ( x, t ) = us ( t ) + ut ( x, t ) =
( −1)n =1 ( 2 n −1)2 π 2 t
200
2
−α
200 ∞
( 2n − 1) π x
= 50 + ∑ − cos
π n=1 ( 2n − 1) ( 2n − 1) π 2 200
e 2002
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4.3 STEADY STATE EQUATION OF TWO DIMENSIONAL
HEAT EQUATION (INSULATED EDGES EXCLUDED)
TWO DIMENSIONAL HEAT EQUATION:
𝜕2 𝑢 𝜕2 𝑢
+ =𝟎
𝜕𝑥 2 𝜕𝑦 2
is known as Laplace’s equation
Problem 1 State two dimensional Laplace equation.
Solution :
∂ 2u ∂ 2u
+ =0
∂x 2 ∂y 2
Problem 2 Write any two solutions of the Laplace equation U xx + U yy = 0 involving
exponential terms in x .
Solution :
The correct solutions are
1. u ( x, y ) = ( c1 cos px + c2 sin px ) ( c3e py + c4 e − py )
2. u ( x, y ) = ( c5 cos py + c6 sin py ) ( c7 e px + c8 e − px )
4.4 FOURIER SERIES SOLUTIONS IN CARTESIAN COORDINATES
Problem 1 A square plate is bounded by the lines x = 0, y = 0, x = 20 and y = 20 . Its
faces are insulated. The temperature along the upper horizontal edge is given by
u ( x, 20 ) = x ( 20 − x ) , 0 < x < 20 while the other three edges are kept at 00 C . Formulate
the problem to find the steady state temperature in the plate.
Solution :
∂ 2u ∂ 2u
The two dimensional heat equations is 2 + 2 = 0 with the boundary conditions
∂x ∂y
1. u ( 0, y ) = 0, 0 < y < 20
2. u ( 20, y ) = 0, 0 < y < 20
3. u ( x, 0 ) = 0, 0 < x < 20
4. u ( x, 20 ) = x ( 20 − x ) , 0 < x < 20
Problem 2 A string is stretched between two fixed points at a distance 2l apart and the
points of the string are given velocity given by f ( x ) , x being the distance from one end
point. Formulate the problem to find the displacement of the string at any time.
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Solution :
∂2 y 2
2 ∂ y
= a with the boundary conditions
∂t 2 ∂x 2
1. y ( 0, t ) = 0, ∀t
2. y ( 2l , t ) = 0, ∀t
3. y ( x, 0 ) = 0 ∀x ∈ ( 0, 2l )
∂y
4. ( x, 0) = f ( x )
∂t
Problem 3 A string of length 2l stretched to a constant tension T , is fastened at both
the ends and hence fixed. The mid point of the string is taken to a height ‘b’ and then
released from rest in that position. Formulate the problem to find the transverse
vibrations of the string.
Solution :
∂2 y 2
2 ∂ y
The P.D.E. is = a
∂t 2 ∂x 2
The boundary conditions are
i. y ( 0, t ) = 0 V t≥0
ii. y ( 2l, t ) = 0 V t≥0
∂y
iii. =0 0 < x < 2l
∂t ( x ,0 )
bx
l , 0< x<l
iv. y ( x, 0 ) =
b ( 2l − x ) , l < x < 2 l
l
Y
B
b X
o ( l , b ) A ( 2l , 0 )
b
Equation of OB is y = x
l
2l − x
Equation of BA is y = b .
l
Problem 4 What are the assumptions made before deriving the one dimensional heat
equation?
Solution :
(i) Heat flows from a higher to lower temperature.
(ii) The amount of heat required to produce a given temperature change in a body is
proportional to the mass of the body and to the temperature change.
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(iii) The rate at which heat flows through an area is proportional to the area and to
the temperature gradient normal to the area.
Problem 5 Classify the equations.
i. u xx − y 4u yy = 2 y 3u y .
ii. x 2 f xx + (1 − y 2 ) f yy = 0 , −1 < y < 1 , −∞ < x < ∞
Solution :
4 3
(i). u xx − y u yy = 2 y u y
A = 1 , B = 0 , C = − y4
B 2 − 4 AC = 0 − 4 × 1× ( − y 4 )
= 4 y4 > 0 V y
∴ The equation is hyperbolic equation.
(ii). x 2 f xx + (1 − y 2 ) f yy = 0
A = x2 , B = 0 , C = 1 − y 2
B 2 − 4 AC = 0 − 4 x 2 (1 − y 2 )
= 4 x 2 ( y 2 − 1)
Since −1 < y > 1, y 2 < 1 ∴ B 2 − 4 AC < 0
⇒ The equation is elliptic for x ≠ 0
If x = 0 , the equation is parabolic.
Problem 6 Find the nature of the PDE
i. 4u xx + 4u xy + u yy + 2u x − u y = 0 .
ii. x 2uxx + 2 xyuxy + (1 + y 2 ) u yy − 2u x = 0 .
Solution :
(i) A = 4, B = 4, C=1
2
B 2 − 4 AC = ( 4 ) − 4 ( 4 )(1) = 0
⇒ the equation is parabolic.
(ii) A = x2 B = 2xy C = (1 + y2)
B 2 − 4 AC = 4 x 2 y 2 − 4 x 2 (1 + y 2 )
= 4x2 y2 − 4x2 − 4x 2 y2
= −4 x 2 < 0 V x
⇒ The equation is elliptic.
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BIET Department of Mathematics
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Problem 7 An infinitely long metal plate in the form of an area is enclosed between
the lines y = 0 and y = π for positive values of x . The temperature is zero along the
edges y = 0 and y = π and the edge at infinity. If the edge x = 0 is kept at temperature
ky , find the steady state temperature distribution in the plate.
Solution:
The steady state temperature u (x, y) at any point (x, y) of the plate is given by the
equation
∂ 2u ∂ 2u
+ = 0 with the following boundary conditions :
∂x 2 ∂y 2
i. u ( x, 0 ) = 0 V n>0
ii. u ( x, π ) = 0 V n>0
iii. u ( ∞, y ) = 0 V0 ≤ y ≤π
iv. u ( 0, y ) = ky 0≤ y ≤π
The three possible solutions of the PDE are
a. u ( x, y ) = ( C1e px + C2 e − px ) ( C3 cos py + C4 sin py )
b. u ( x, y ) = ( C5 cos px + C6 sin px ) ( C7 e py + C8 e− py )
c. u ( x, y ) = ( C9 x + C10 )( C11 y + C12 )
Consider (b)
u ( x, y ) = ( C5 cos px + C6 sin px ) ( C7 e py + C8 e− py )
by cond (i)
u ( x, y ) = ( C5 cos px + C6 sin px )( C7 + C8 ) = 0
⇒ C7 + C8 = 0 - (1)
u ( x, π ) = ( C5 cos px + C6 sin px ) ( C7 e pπ + C8e − pπ ) = 0 - (2)
Solving (1) and (2) we get C7 = C8 = 0 which will lead to trivial solution.
∴ is not the correct solution
The suitable solution is
u ( x, y ) = ( Ae px + Be − px ) ( C cos py + D sin py )
Condition (1)
⇒ u ( x, 0 ) = ( Ae px + Be − px ) C = 0
∴C = 0
∴ u ( x, y ) = ( Ae px + Be− px ) D sin py
Condition (ii)
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MA 2211 Transforms and Partial Differential Equation
u ( x, π ) = ( Ae px + Be − px ) D sin pπ = 0
⇒ sin pπ = 0
⇒ pπ = nπ
p=n
∴ Solution is
u ( x, y ) = ( Aenx + Be − nx ) D sin ny
Condition (iii)
u ( ∞, y ) = ( Ae∞ + Be−∞ ) D sin ny = 0
⇒ A=0
Solution is
u ( x, y ) = Be − nx D sin xy = 0
= BDe − nx sin xy = 0
Most general solution is
∞
u ( x, y ) = ∑ Bne − nx sin ny
n =1
Condition (iv)
∞
u ( 0, y ) = ky = ∑ Bn sin ny
n =1
Now u ( 0, y ) = ky can be expended as a half range sine series
∞
u ( 0, y ) = ky = ∑ Cn sin ny
n =1
π
2
Where Cn =
π ∫ ky sin nydy .
0
Then sin = Cn
π
2k − cos xy − sin ny
∴ Cn = y −
π n n2 0
2k n +1
Cn = ( −1)
n
n +1
∴ u ( x, y ) = 2 k ∑
∞
( −1) e − nx sin ny
n =1 n
Problem 8 A plate is in the form of the semi infinite strip 0 ≤ x ≤ 10 , 0 ≤ y ≤ ∞ , whose
surfaces is insulated. If the temperature at short edge y = 0 is given by
20 x, 0≤ x≤5
u=
20 (10 − x ) , 5 ≤ x ≤ 10
and all the other three edges are kept at 00 C . Find the steady state temperature at any
point of the plate.
Solution:
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The three possible solutions are
a. u ( x, y ) = ( Ae px + Be − px ) ( C cos py + D sin py )
b. u ( x, y ) = ( A cos px + B sin px ) ( Ce py + De− py )
c. u ( x, y ) = ( Ax + B )( Cy + D )
∂ 2u ∂ 2u
The equation is + = 0 and the boundary conditions are
∂x 2 ∂y 2
i. u ( 0, y ) = 0
ii. u (10, y ) = 0
iii. u ( x, ∞ ) = 0
iv. u ( x, 0 ) = f ( x )
Consider (a)
u ( x, y ) = ( Ae px + Be − px ) ( C cos py + D sin py )
u ( 0, y ) = ( A + B )( C cos py + D sin py ) = 0
⇒ A= B=0 −(1)
u (10, y ) = ( Ae10 p
+ Be −10 p
) ( C cos py + D sin py ) = 0
⇒ Ae10 p + Be −10 p = 0
Solving (1) and (2), we get A = 0, B = 0
Which will give use the trivial solution
∴ (a) is not the correct solution.
Consider (C) u ( x, y ) = ( Ax + B )( Cy + D )
u ( 0, y ) = B ( Cy + D ) = 0 ⇒B=0
u ( 0, y ) = 0 10 A ( Cy + D ) = 0 ⇒ A = 0
Which will lead a to trivial solution
∴ The suitable solution is (b)
u ( x, y ) = ( A cos px + B sin px ) ( Ce py + De− py )
Condition (i) ⇒
u ( 0, y ) = A ( Ce py + De− py ) = 0 ⇒ A = 0
∴ Solution is u ( x, y ) = B sin px ( Ce py + De− py )
Condition (ii) ⇒
u (10, y ) = B sin10 p ( Ce py + De− py ) = 0
nπ
⇒ sin10 p = 0 ⇒ p =
10
nπ x n10π y −
nπ y
∴ solution is u ( x, y ) = B sin Ce + De 10
10
Condition (iii) ⇒
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MA 2211 Transforms and Partial Differential Equation
nπ x n10π∞
π
n ∞
−
u ( x, ∞ ) = B sin Ce + De 10
10
⇒C =0
nπ x − n10π y
∴ solution is u ( x, y ) = B sin De
10
Most general solution is
∞
nπ x − n10π x
u ( x, y ) = ∑ Bn sin e
n =1 10
condition (iv) gives
∞
nπ x
u ( x,0 ) = f ( x ) = ∑ Cn sin
n =1 10
where
10
2 nπ x
Cn = ∫ f ( x ).sin dx
10 0 10
1 nπ x
5 10
nπ x
= ∫ 20 x sin dx + ∫ 20 (10 − x ) sin dx
5 0 10 5
10
5
nπ x nπ x
− cos 10 − sin
= 4 x − 10
nπ x nπ
2 2
10 100 0
10
nπ x nπ x
− cos − sin
+4 (10 − x ) 10 − ( −1) 10
nπ 2 2
nπ
10 100 5
−50 nπ 100 nπ 50 nπ 100 nπ
= 4 cos + 2 2 sin + cos + 2 2 sin
nπ 2 nπ 2 nπ 2 nπ 2
800 nπ
2 2 sin where n is odd
= n π 2
0 where n is even
∞ nπ y
800 1 nπ nπ x − 10
2 ∑ 2
∴ u ( x, y ) = sin sin e
π 1,3,5 n 2 10
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MA 2211 Transforms and Partial Differential Equation
Problem 9 A square plate of length 20 cm has its faces insulated and its edges are
along x = 0 , x = 20 , y = 0 , y = 20 . If the temperature along the edge x = 20 is given
T
10 y, 0 ≤ y ≤ 10
by u=
T ( 20 − y ) , 10 ≤ y ≤ 20
10
while the other three edges are kept at 00 C , find the steady state temperature distribution
in the plate.
Solution:
∂ 2u ∂ 2u
The partial differential equation to be solved is 2 + 2 = 0
∂x ∂y
With the boundary conditions
(i ) u ( x, 0 ) = 0 0 ≤ x ≤ 20
(ii ) u ( x, 20 ) = 0 0 ≤ x ≤ 20
(iii ) u ( 0, y ) = 0 0 ≤ x ≤ 20
(iv) u ( 20, y ) = 0 0 ≤ x ≤ 20
since non-zero temperature is prescribed on the edge x = 20, in which y is varying, the
suitable solution is
u ( x, y ) = ( Ae px + Be − px ) ( C cos py + D sin py )
condition (i) gives
u ( x, 20 ) = ( Ae px + Be − px ) D sin 20 p = 0
⇒ 20 p = nπ
nπ
⇒ p=
20
∴ solution is
n20 πx − nπ x
nπ y
u ( x, y ) = Ae + Be 20 D sin
20
(iii) condition gives
nπ y
u ( 0, y ) = ( A + B ) D sin =0
20
⇒ A + B = 0 ⇒ B = −A
nπ x − nπ x
nπ y
∴ u ( x, y ) = A e 20 − e 20 D sin
20
Most general solution is
∞
nπ x − nπ x
nπ y
u ( x, y ) = ∑ An e 20 − e 20 sin
n =1 20
(iv) condition gives
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MA 2211 Transforms and Partial Differential Equation
∞
nπ y
u ( 20, y ) = ∑ An ( e nπ − e− nπ ) sin
n =1 20
T
10 y 0 ≤ y ≤ 10
But u ( 20, y ) =
T ( 20 − y ) 10 ≤ y ≤ 20
10
Which can be expanded in a half range sine series
∞
nπ y
u ( 20, y ) = ∑ Bn sin where
n =1 20
20
2 nπ y
Bn =
20 0 ∫ u ( 20, y ) sin
20
dy
T nπ y
10 20
nπ y
= ∫ y sin dy + ∫ ( 20 − y ) sin dy
100 0 20 10
20
10
nπ y nπ y
T − cos − sin
y 20 − 20
=
nπ 2 2
100
n π
20 20 0
20
nπ y nπ y
T − cos 20 − sin
20
+ ( 20 − y ) − ( −1)
100 nπ nπ
2 2
20 20 0
T −200 nπ 400 nπ 200 nπ 400 nπ
= cos + 2 2 sin + cos + 2 2 sin
100 nπ 2 nπ 2 nπ 2 nπ 2
8T nπ
= 2 2 sin
nπ 2
8T nπ
∴ Bn = 2 2 sin
nπ 2
8T nπ
An sinh nπ = Bn = 2 2 sin
nπ 2
8T nπ
But ∴ An = 2 2 sin
n π sinh nπ 2
8T 1 nπ nπ x nπ y
∴ u ( x, y ) = 2 ∑ 2 sin cos hnπ sinh sin
π n 2 20 20
Problem 10 Solve the following problem for a rectangle specified below :
u xx + u yy = 0
1. u ( 0, y ) = 0 ,
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MA 2211 Transforms and Partial Differential Equation
2. u ( x, 0 ) = f ( x ) ,
3. u ( a, y ) = 0 , 0 < y < b ,
πx
4. u ( x, b ) = 0 , 0 < x < a . Where f ( x ) = sin 3 .
a
Solution:
∂ 2u ∂ 2u
The P.D.E. is 2 + =0
∂x ∂y
The boundary conditions in
(i ) u ( 0, y ) = 0 0< y<b
(ii ) u ( a, y ) = 0 0< y<b
(iii ) u ( x, b ) = 0 0< x<a
πx
(iv) u ( x, 0 ) = sin 3 ,0 < x < a
a
Solving equation (1) we get three types of solutions as given below:
( a ) u ( x, y ) = ( c1 cos px + c2 sin px ) ( c3e py + c4 e− py )
( b ) u ( x, y ) = ( c5 cos py + c6 sin py ) ( c7 e px + c8e− px )
( c ) u ( x, y ) = ( c9 x + c10 )( c11 y + c12 )
Out of these three solutions the correct solution which satisfies our boundary conditions (
as explained in Ex.[1] is
u ( x, y ) = ( c1 cos px + c2 sin px ) ( c3e py + c4 e − py ) .....(2)
Applying condition (i) in (2), we get,
u ( 0, y ) = c1 ( c3e py + c4 e− py ) = 0
i.e., c1 = 0 …….(3)
Substituting (3) in (2), we get,
u ( x, y ) = c2 sin px ( c3e py + c4 e − py )
Applying condition (ii) in (4), we get,
u ( a, y ) = c2 sin pa ( c3e py + c4 e− py ) = 0
Here c2 ≠ 0 since if c2 = 0 we get trivial solution.
Hence sin pa=0, i.e., pa = nπ
nπ
(or) p =
a
Substituting (5) in (4), we get,
nπ x nπa y − nπ y
u ( x, y ) = c2 sin 3
c e + c4 e a
.....(6)
a
Applying condition (iii) in (6) we get,
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MA 2211 Transforms and Partial Differential Equation
nπ x nπa b − nπ b
u ( x, b ) = c2 sin
3
c e + c4 e a
=0
a
nπ x
Here c2 ≠ 0 and sin ≠0
a
nπ b − nπ b
a a
Hence c3e + c4 e =0
− nπ b nπ b
a a
i.e., c4 e = −c3e
2 nπ b
i.e., c4 = −c3e a
Substituting (7) in (6), we get,
nπ x nπa y 2 nπ b − nπ y
u ( x, y ) = c3c2 sin e − e a
.e a .....(8)
a
nπ x 2 naπ y 2 nπ b
− naπ y
.e
a
= cn sin e − e
a
The most general solution can be written as
∞
nπ x − naπ y 2 naπ y 2 nπ b
u ( x, y ) = ∑ cn sin .e e − e a
.....(9)
n =1 a
Applying condition (iv) in (9), we get,
∞
nπ x 2 nπ b
u ( x, 0 ) = ∑ cn sin 1 − e a
n =1 a
πx
= sin 3
a
∞
nπ x 2 nπ b
1 πx 3π x
i.e., ∑ cn sin 1 − e
a
= 3sin − sin
n =1 a 4 a a
πx 2π b
2π x 4π b
3π x 6π b
2 3 + ...
a a a
c1 sin 1 − e + c sin 1 − e + c sin 1 − e
a a a
1 πx 3π x
= 3sin − sin
4 a a
2π b
3
Equating like coefficient we get, c1 1 − e a =
4
3
i.e., c1 = , c2 = 0
2π b
4 1 − e a
6π b
1
c3 1 − e a = −
4
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1
i.e., c3 = , c4 = 0, c5 = 0,....
6π b
4 1 − e a
Substituting these values of c’ s in (9), we get
3 π x −πa y 2πa y 2πa b 3 3π x −3aπ y 6πa y 6π b
u ( x, y ) = sin e e −e − sin e e −e
a
2 bπ
a 4 1 − e a
6 bπ
a
4 1 − e a
Problem 11 A rectangular plate is bounded by the lines x = 0 , x = a , y = 0 and y = b .
Its surfaces are insulated the temperatures along x = 0 and y = 0 are kept at 00 C and the
others at 1000 C . Find the steady state temperature at any point of the plate.
Solution:
Let u ( x, y ) be the temperature satisfying the equation
∂ 2 u ∂ 2u
+ =0 − (1)
∂x 2 ∂y 2
Then the boundary conditions are given by
(i) u ( 0, y ) = 0 for 0 ≤ y < b
(ii) u ( x, 0 ) = 0 for 0 ≤ x < a
(iii) u ( a, y ) = 100 for 0 < x < b
(iv) u ( x, b ) = 100 for 0 < x < a
we split the solutions into two solution
i.e., u ( x, y ) = u ( x, y ) + u2 ( x, y )
where u1 ( x, y ) = 0 and u2 ( x, y ) are solutions of (1) and furthers u1 ( x, y ) is the
temperature at any point p with the edge BC maintained at 100o and the other three edges
at ooC . Where u2 ± ( x, y ) is the temperature at P with the edge AB maintained at 100o C
and the other edges at ooC .
Therefore the boundary conditions for the function u1 ( x, y ) and u2 ( x, y ) are as follows.
(i) u1 ( 0, y ) = 0 , 0 ≤ y ≤ b
(ii) u1 ( x, 0 ) = 0 , 0 ≤ x ≤ a
(iii) u1 ( a, y ) = 0 , 0 ≤ x ≤ b
(iv) u ( x, b ) = 100 , 0 ≤ x ≤ a
(i) u2 ( 0, y ) = 0 , 0 ≤ y ≤ b
(ii) u2 ( x, 0 ) = 0 , 0 ≤ x ≤ a
(iii) u2 ( a, y ) = 100 , 0 ≤ x ≤ b
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
(iv) u2 ( x, b ) = 0 , 0 ≤ x ≤ a
clearly both u1 and u2 satisfy the equation (1) solving (1) and choosing the suitable
solution we have, u1 ( x, y ) = (A cospx + B sin px ) ( ce py + De − py ) ………..(2)
using cond (i) in (2) u1 ( 0, y ) = A ( ce py + De − py ) = 0
= >A= 0
∴ u1 ( x, y ) = B sin px ( ce py + De − py ) ……………..(3)
using cond (iii) in (3)
u2 ( x, 0) = B sin pa ( ce py + De − py ) = 0
=>sin pa = 0
pa = nπ
nπ a y − y
nπ nπ
nπ
p= , n = 0,1, 2,3... Then (3) = B sin x ce + De a ……….(4)
a a
by apply and (iii) to (4)
nπ x
u1 ( x, 0 ) = B sin (c + D) = 0
a
∴ B ≠ 0 C + D = 0 ⇒ D = −C
nπ y −
nπ y
nπ x e a − e a
u1 ( x, y ) = 2 BC sin
a 2
The most general solution is given by
∞
nπ y −
nπ y
nπ x e a − e a
u1 ( x, y ) = ∑ Bn sin By the condition
n −1 a 2
∞
nπ y
−
nπ y
nπ x e a − e a
u1 ( x, y ) = ∑ Bn sin
n −1 a 2
∞
nπ x nπ x
= ∑ Bn sinh sin = 100
n −1 a a
Which is half range some for f ( x ) = 100 (0.a)
a
nπ b 2 nπ x
∴ Bn sinh = ∫ 100 sin dx
a a0 a
a
nπ x
− cos
200 a
= nπ
a
a 0
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200
=− [cos nπ − cos 0]
nπ
200
1 − ( −1)
n
=
nπ
400
if n is odd
= nπ
0 if n is even
400
if n is odd
nπ h
∴ Bn = nπ sinh
a
0 if n is even
∞
400 nπ x nπ y
∴ u1 ( x, y ) = ∑ sin sinh
n π h a a
n = odd
nπ sinh
a
( 2n − 1) π x ( 2n − 1) π x
sin sin
400 ∞
a a
u1 ( x, y ) =
π n =1
∑ ( 2n − 1) π h
( 2n − 1) sinh
a
Similarly,
( 2n − 1) π y ( 2n − 1) π x
sin sinh
400 ∞
b b
u 2 ( x, y ) =
π n=1
∑ ( 2n − 1) π a
( 2n − 1) sinh
b
∴ u ( x, y ) = u1 ( x, y ) + u2 ( x, y )
is the required solution where u1 and u2 are given above.
```````````
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MA 2211 Transforms and Partial Differential Equation
UNIT-V
𝒁 − TRANSFORM
5.0 INTRODUCTION
The Z – transform plays the same role for discrete systems as the Laplace transform
does for continuous systems.
5.0.1 TRANSFORMATION:
A “Transformation” is an operation which converts a mathematical expression to a
different but equivalent form.
Examples:
𝒅
𝒆𝒙 = 𝒆𝒙
𝒅𝒙
∫ 𝒆𝒙 𝒅𝒙 = 𝒆𝒙 + 𝑪
5.0.2 UNIT STEP SEQUENCE:
𝟏 𝒌≥𝟎
It is defined as 𝒖 𝒌 =
𝟎 𝒌<0
5.0.3 UNIT IMPULSE SEQUENCE:
𝟏 𝒌=𝟎
It is defined as 𝒌 =
𝟎 𝒌≠𝟎
5.1.1 𝒁 – TRANSFORM (One Sided or Unilateral)
Let 𝒙(𝒏) be a sequence defined for 𝒏 = 𝟎, 𝟏, 𝟐, ⋯ 𝒂𝒏𝒅 𝒙 𝒏 = 𝟎 𝒇𝒐𝒓 𝒏 < 0 then its
𝒁 −transform is defined to be 𝒁 𝒙(𝒏) = 𝑿 𝒛 = ∞ 𝒏=𝟎 𝒙 𝒏 𝒛
−𝒏
where 𝒛 is an
arbitrary complex number.
5.1.2 𝒁 – TRANSFORM (Two Sided or Bilateral)
Let 𝐱(𝐧) be a sequence defined for 𝒏 = 𝟎, 𝟏, 𝟐, ⋯ 𝒂𝒏𝒅 𝒙 𝒏 = 𝟎 𝒇𝒐𝒓 𝒏 < 0 then its
Z-transform is defined to be 𝒁 𝒙(𝒏) = 𝑿 𝒛 = ∞ 𝒏=−∞ 𝒙 𝒏 𝒛
−𝒏
5.1.3 𝒁 −TRANSFORM FOR DISCRETE VALUES OT t:
If 𝐟(𝐭) is a function defined for discrete values of 𝐭 where 𝐭 = 𝐧𝐓, 𝐧 = 𝟎, 𝟏, 𝟐, 𝟑, ⋯ , 𝑻
being the sampling period, then 𝒁 − transform of f(t) is defined as
𝒁 𝒇(𝒕) = 𝑭 𝒛 = ∞ 𝒏=𝟎 𝒇 𝒏𝑻 𝒛
−𝒏
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5.1.4 LINEARITY PROPERTY
The Z – transform is linear
(i.e.,) (i) Z ax n by n aZ x n bZ y n
(ii) Z af t bg t aZ f t bZ g t
5.1.4 FIRST SHIFTING THEOREM
(i) If Z f t F z then Z e at f t F ze aT
(i) If Z f t F z then Z e at f t F ze aT
5.1.5 Differentiation in the Z - Domain
d
(i) If Z nf t z F z
dz
Problem 1 What is the Z- transform of discrete unit step function?
Solution: Discrete Unit step function is
u n 1, n 0
0, n 0
1
Z u n 1.z n 1 z 1 z 2 .. 1
if z 1 1
n0 1 z
z
if z 1
z 1
1
Problem 2 Find Z n .
2
1 1 1 1 1
Solution: Z n n z n 1 z 1 2 z 2 3 z 3 …
2 0 2 2 2 2
1 1 1
1 2 3 ...
2 z 4z 8z
Problem 3 Find Z u n 1 .
Solution:
Z u n 1 u n 1 z n u n 1 z n
n 0 n 1
1 1 1
z n ....
n 1 z z 2 z3
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
1 2 ....
1 1 1
z z z
1 1 1
1 if z 1
z z z 1
Problem 4 Find the Z- transform of unit impulse function?
Solution: Unit impulse function is
n 1, n 0
0, n 0
Z n n z n z 0 1 .
n 0
Problem 5 Find Z n k .
1
Solution: Z n k n k z n z k k .
n0 z
Problem 6 If Z f n U z then Z a n f n ___________
Solution: Z a n f n a n f (n) z n f n a / z U z / a .
n
Problem 7 If Z f n U z , then show that Z f n k z kU z
Solution:
Z f n k f n k z n z k f n k z
n k
0 0
z k f r z r z kU z
0
Problem 8 Find Z n p where is p is positive integer and hence find Z n and Z n 2
Solution:
Z n p n p z n
n 0
z n.n p 1 z n 1
n0
z n p 1 nz n 1
n0
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BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
z n p 1
dz
z
d n
n 0
d p 1 n
z n z
dz n 0
z n p 1
d
z
dz
Put p = 1
Z n z
d d z
Z 1 z
z 11 z.1
z
dz z 1 z 1
2
dz
z 1 z 1 z
z z
z 1 z 1 z 1
2 2 2
Put p = 2
d z
Z n2 z
d
Z n z
dz dz z 12
z 1 2 1 z 2 z 1 z
4
z z 1 z 1 2 z
z 1 z 1
4
z z2 z
3
1 z
z 1 z 1
3
Problem 9 Find Z e an cos n .
Solution:
z
We know that Z 1
z 1
Z e in Z e i
n z
z e i
z z ei
Z e z ei z ei z ei
in z
z z cos i sin z z cos iz sin
2
z z ei e i 1 z 2 2 z cos 1
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BIET Department of Mathematics
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z z cos z sin
z cos n i sin n i 2
z 2 z cos 1 z 2 z cos 1
2
equating real and imaginary parts,
z z cos
Z cos n
z 2 z cos 1
2
Z e an cos n Z e a cos n
n
ze a ze a cos
ze
a 2
2 ze a cos 1
using the property
Z a nun U az
ze a ze a cos .
Z e an
cos n
ze a 2
2 ze a cos 1
1 1
Problem 10 Find Z and Z .
n n 1
Solution:
2 3
1 1 1 11 1 1
Z z n ....
n n 1 n z 2 z 3 z
1 z 1 z
log 1 log log
z z z 1
1 1 n
Z z
n 1 n0 n 1
2
11 11
1 ....
2 z 3 z
1 1 1 2 1 1 3
z ..
z 2 z 3 z
1 z 1
z log 1 z log
z z
z
z log
z 1
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2n 3
Problem 11 Find Z-transform of f n where f n .
n 1 n 2
Solution:
2n 3 A B
Let
n 1 n 2 n 1 n 2
2n 3 A n 2 B n 1
n 1, 1 A A 1
n 2, 1 B B 1
2n 3 1 1
n 1 n 2 n 1 n 2
2n 3 1 1
Z Z Z
n 1 n 2 n 1 n 2
1 z
Now Z z log refer problem.3
n 1 z 1
1 1 n
Z z
n 2 n 0 n 2
2
1 11 11
....
2 3 z 4 z
1 1 1 1 3
z 2 ....
2
2 z 3 z
1 1
z 2 log 1
z z
z 1
z 2 log z
z
z 1
z 2 log z
z
2n 3 z 2 z
Z z log z log z
n 1 n 2 z 1 z 1
z
z z 1 log z.
z 1
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Problem 12 Find the Z-transform of a n cosh bn .
Solution:
n ebn e bn
Z a cosh bn z a
n
2
Z a n ebn Z a n e bn
1
2
1
2 n
Z eb a n Z e b a n
n
1
2
Z ae
b n
Z ae
b n
1 z z
2 z ae b
z ae b
z 1 1
2 z ae b
z ae b
z z ae z ae
b b
2
2 z a eb e b z a 2
z 2z a e e
b b
2
2 z a eb e b z a 2
z 2 z 2a cosh b
2 2
2 z 2a cosh b z a
z a cosh b
z 2 2
z 2az cosh b a
z a cosh b
Z a n cosh bn z 2 2
z 2az cosh b a
z2 z z3 z
Problem 13 Using Z n , Show Z n 1
2 2
.
z 1
3 z 13
Solution: Using shifting theorem,
Z un 1 z U z u0
2
z z
Z n
2
U z, un n 2
z 3
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Hence, u0 0
z2 z z3 z 2
Z n 1 z
2
0 .
z 1 z 1
3 2
2 z 2 3 z 12
Problem 14 If U z , find u2 and u3 .
z 1
4
Solution: we have
lim it lim it 2 z 2 3 z 12
u0 U z 0
z z z 1 4
lim it lim it 2 z 2 3 z 12
u1 z U z u0 0 0
z z z 14
lim it 2
u2 z U z u0 u1 z 1
z
lim it 2 2 z 2 3 z 12
z 0 0 2
z z 1 4
lim it 3
u3 z U z u0 u1 z 1 u2 z 2
z
2 z 2 3z 12
lim it 2
z 3
0 0
z z 14 z 2
2 z 4 3z 12 z 2 2 z 4 4 z 3 6 z 2 4 z 1
lim it
z 3
z
4
z 2
z 1
lim it z
11z 3 8 z 2 11.
z z 1 4
Problem 15 Prove that Z n cos n
z 3
z cos 2 z 2
.
z 2 z cos 1
2 2
Solution: We know that
z z cos
Z cos n (refer problem2)
z 2 2 z cos 1
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Also we have the property,
d
Z nun z U z
dz
d z z cos
Z n cos n z
dz z 2 2 z cos 1
d z 2 z cos
z
dz z 2 2 z cos 1
z
(z 2
2 z cos 1) 2 z cos z 2 z cos 2 z 2 cos
z 2 z cos 1
2 2
2 z 3 z 2 cos 4 z 2 cos 2 z cos2 2 z
z
2
z 2 z cos 1 cos 2 z 3
2 z 2
cos 2 z 2
cos 2 z cos 2
z
z 2 cos cos 2 z
z 2 z cos 1
2 2
z 3 cos z cos 2 z 2
z 2 z cos 1
2 2
z 3
z cos 2 z 2
.
z 2 z cos 1
2 2
Z n cos n
z 3
z cos 2 z 2
.
z 2 z cos 1
2 2
5.2 INVERSE Z – TRANSFORM
The inverse Z-transform of 𝒁 𝒙(𝒏) = 𝑿 𝒛 is defined as 𝒁−𝟏 𝒙(𝒛) = 𝑿 𝒏
𝒁−𝟏 𝒙(𝒛) can be foundout by any one of the following methods.
Method 1: Expansion method
Method 2: Long Division method
Method 3: Partial Fractions method
Method 4: Inverse of Z–transform by Inverse integral method (Cauchy’s
residue theorem)
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f n
Problem 8 IF z f n U z , then Z z U z dz .
1
n
Solution:
f n f n n
z n
Z
z f (n) z n 1dz , since z n 1dz
n 0 n 0 n
f n z n 1dz
z 1 f n z n dz
0
z 1 U z dz .
Problem 9 If Z f n U z , then Z n f n __________
Solution:
Z nf n nf n z n z nf n z n 1
=- z f n
dz
z
d n
d
z
dz
f n z n
d
z U z .
dz
z
Problem 14 Find Z 1
z 1 z 2
z
Solution: Let U z
z 1 z 2
U z 1 A B
Then
z z 1 z 2 z 1 z 2
z 2, 1 B
z 1, 1 A
U z 1 1
z z 1 z 2
z z
U z
z 1 z 2
u n 1 2 n 2 n 1
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Problem 15 Write the formula to find the inverse Z- Transform using residue method.
Solution: The inverse Z-Transform of U z is given by the formula
1
U z z
n 1
un dz
2 i C
= Sum of residues of U z z n 1 at the poles of U z which are inside the
contour C drawn according to the region of convergence given.
4z
Problem 27 Find the inverse Z-transform of f z by long division method.
z 1
2
Solution:
4 z 1 8 z 2 12 z 3 16 z 4
z 2 2 z 1)4 z
4 z 8 4 z 1
8 4 z 1
8 16 z 8 z 2
12 z 1 8 z 2
12 z 1 24 z 2 12 z 3
16 z 2 12 z 3
16 z 2 32 z 3 16 z 4
4z
4 z 1 8 z 2 12 z 3 16 z 4 ....
z 1
2
4 z 1 2 z 2 3z 3 ...
4 nz n 4n z n
n 1 n 1
un 4n.
z
Problem 28 Find Z 1 by long division method.
z 1 z 2
Solution:
z z
Z 1 2
z 1 z 2 z 3 z 2
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MA 2211 Transforms and Partial Differential Equation
z 1 3 z 2 7 z 3
z 2 3z 2 )
z
z 3 2 z 1
3 2 z 1
3 9 z 1 6 z 2
7 z 1 6 z 2
7 z 1 21z 2 14 z 3
15 z 2 14 z 3
z
z 1 3 z 2 7 z 3 ...
z 1 z 2
2n 1 z n
n 1
u n or un 2n 1.
8z 2
Problem 29 Find Z 1 2 by partial fraction method.
8 z 6 z 1
Solution:
8z 2
Let U z 2
8z 6 z 1
z
We know that z 1 1
z 1
1 z
2
1 z z
Z Z .
z 1 z 1 z 1
n
1*1 1*1 n 1
m 0
z 1
3
1
z z 2
Z Z
z 1 z 1 z 1
1 z
1 z
2
Z * Z
z 1 z 1
1* n 1
n n n
1 n m 1 n 1 m
m 0 m 0 m 0
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n n 1
n 1 n 1
2
n n 1
n 2 2n 1
2
2n 4n 2 n n n 2 3n 2
2 2
.
2 2
U z v z u0 u1 z 1 u2 z 2 ...un z n ... *
v 0 v1 z 1 v2 z 2 ....vn z n ...
u0 v0 u0 v1 z 1 u0 v2 z 2 u0 v3 z 3 ....u0 vn z n ...
u1v0 z 1 u1v1 z 2 u1v2 z 3 u1u3 z 4 ....
u2 v0 z 2 u2 v1 z 3 u2 v2 z 4 u2u3 z 5 ....
un v0 z n un v1 z n 1 un v2 z n 2 ....
u0 v0 u0 v1 u1v0 z 1 u0v2 u1v1 u2 v0 z 2 ..
u0vn u1vn 1 u2 vn 2 .. un v0 z n
n 0
Z u0vn u1vn 1 u2 vn 2 ... un v0
Z un * vn .
Z 1 U ( z )V ( z ) un vn
U z 8z 8z A B
2
z 8 z 6 z 1 2 z 1 4 z 1 2 z 1 4 z 1
8 z A 4 z 1 B 2 z 1
1 1
z , 2 B B 4
4 2
1
z , 4 A 1 A 4.
2
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U z 1 1
4 4
z 2z 1 4z 1
1 1
4 4
1 1
2 z 4 z
2 4
n n
1 1
Un 2 .
2 4
n n n 1 n
1 1 1 1 1
/
2 2 4 2 4
21 n 4 n.
z
Problem 30 Find Z 1 2
using the method partial fraction.
z 1 z 1
z
U z
z 1 z 1
2
U z 1 A B C
z 1 z 1 z 1 z 1 z 1
2 2
z
1 A z 1 B z 1 z 1 C z 1
2
1
z 1, 1 2C C
2
1
z 1, 1 4 A A
4
1
z2, 0 A B B .
4
U z
2
1 1 1 1 1 1
z 4 z 1 4 z 1 2 z 1
1 z 1 z 1 z
U z
4 z 1 4 z 1 2 z 12
1 1 n 1
Un 1 1 n 1
n n
4 4 2
1 1 1
1 n.
n
4 4 2
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MA 2211 Transforms and Partial Differential Equation
z 2
Problem 31 Find Z 1 .
1 z 1 2 z 1 3 z
1 1 1
1
z 2
Solution: U z z2
1 z 1 2 z 1 3z 1 1 1 2
1 1 1
3
1
z z z
z
z 1 z 2 z 3
1 A B C
U ( z) / z
( z 1)( z 2)( z 3) z 1 z 2 z 3
1 A z 2 z 3 B z 1 z 3 C z 1 z 2
z 2, 1 B B 1
1
z 1, 1 2A A
2
1
z 3, 1 2C C
2
U z 1 1 1 1 1
z 2 z 1 z 2 2 z 3
1 z z 1 z
U z
2 z 1 z 2 2 z 3
1 n 1 n
U n 1 2 3 .
n
2 2
1 1
2n 3n.
2 2
z 2
Problem 32 Find Z 1 .
1 z 1 2 1 z 1
Solution:
1
z 2
U z z2
1 z 1 z
1 2 2
1
1 1
1 1
z z
z
z 1 z 1
2
U z 1 A B C
z 1 z 1 z 1 z 1 z 1 2
2
z
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MA 2211 Transforms and Partial Differential Equation
1 A z 1 B z 1 z 1 C z 1
2
1
z 1, 1 4 A A z2 , 0 A B
4
1 1
z 1, 1 2c c B
2 4
z z n 1 lim it zn
Re s z 5
z 5 z 2 at z 5 z 5 z 5 z 2
5
n
3
z z
n 1
lim it zn
Re s z 2
z 5 z 2 at z 2 z 2 z 5 z 2
2
n
3
U z 1 1 1 1 1 1
z 4 z 1 4 z 1 2 z 1 2
1 z 1 z 1 z
U z
4 z 1 4 z 1 2 z 1 2
1 n 1 1
un 1 1 n 1 .
n n
4 4 2
1 1 1
un 1 n 1 .
n n
4 4 2
z
Problem 33 Find the inverse Z-transform of the function by the method of
z 7 z 10
2
residues.
Solution:
z z
U z , z 5 and z 2 are two single poles
z 7 z 10 z 5 z 2
2
z
Z 1 sum of residues of z U z at the poles of U z which are
n 1
z 5 z 2
inside the contour C drawn according to the region of convergence given.
5 2
n n
un .
3 3
1
u n 2 5 .
n n
3
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z2 4z
Problem 34 Find the Z 1 2
by the method of residues.
z 2
Solution:
z2 4z
Let U z
z 2
2
Z = 2 is a double pole
z n z 2 4
z U z
n 1
z 2
2
lim it d z n z 4 z 2
2
Re s z U z
n 1
z 2 dz z 2
at z 2 2
lim it d
z n 1 4 z n
z2 dz
lim it
n 1 z n 4n z n 1
z2
n 1 2 n 4n 2n 1
2n
n.2 2 4n
n n
2
n 2 2 2n 2
n n n
2n n2n
1 n 2n.
2z
Problem 35 Find Z 1 by the method of residues.
z 2 z 1
2
Solution:
2z
Let U z
z 1 z 2 1
2zn 2zn
z U z
n 1
z 1 z 2 1 z 1 z i z i
z 1, z i and z i are simple poles.
Z 1 U z sum of residues of z n 1U ( z ) at the poles of U(z) inside the desired
contour.
2zn
Z 1 U z sum of residues of
( z 1)( z i )( z i )
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2zn lim it z 1 2 z n 2
Re s of 1
z 1 z i z i z 1 z 1 z 2 1 2
z 1
2z n
lim it ( z i )2 z n
Re s of
z 1 z i z i z i
z i z 1 z i z i
2 i 2 i i
n n n
i 1 i i1 i 1 2i i i 1
i n i n i n i
n
1 i
i i 1 i i
2
1 i 1 i 1 i
i 1 i 1 i
n
n n
cos i sin
11 2 2 2
similarly
2zn lim it 2z n
residue of z i
z 1 z i z i z i z i z 1 z i z i
2 i i i i 1 i
n n n n
2
i 1 2i i i 1 i 1 i 1 i
i 1 i n i 1 cos n i sin n
2 2 2 2
i cos 2 i sin 2
i n cos i sin
2 2
2z 1 i n n i 1 n n
Z 1 cos i sin cos i sin 1
z 1 z 1 2 2
2
2 2 2 2
1 n n n n n n n n
cos i sin i cos sin i cos sin cos i sin 1
2 2 2 2 2 2 2 2 2
1 n n
2 cos 2 sin 1
2 2 2
n n
1 cos sin .
2 2
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Problem 36 Find the inverse Z-transform of
z
and ii) z 5 for z 5 by power series method.
3
i) log
z 1
Solution:
z z 1 1
(i) log log log 1
z 1 z z
1 1 1 1 1
. 3 ...
z 2 z 3 z
2
1 1 1 1 1
. ...
z 2 z 2 3 z 3
un 0 for n 0
1
n
otherwise
n
5
(ii ) z 5 ; z 5
3
1
z
3
5
z 5
3 3
z 1
z
2
5 3.4 5 3.4.5 5
3
3
z 1 3 ...
z 1.2 z 1.2.3 z
z 3 1 3 5
z 1.2
5 2
1 3.4 2 1 3.4.5 3 1
z 1.2.3
5 3 ...
z
z 3 3 5 z 4
1.2
5 z 1.2.3 5 z
3.4 2 5 3.4.5 3 6
3.4.5.... n 1 n 3 n
....... 5 z ..
1.2.3... n 3
3.4.5.... n 1 n 3
un 5
1.2.3... n 3
1
n 2 n 1 5n 3 for n 3
2
0 if n 0.
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5.3 CONVOLUTION THEOREM
The convolution theorem plays an important role in the solution of difference
equations and in probability problems involving sums of two independent random
variables.
Convolution of sequences:
1. The convolution of two sequences x n and y n is defined as
(i) x n y n f K g n K if the sequences are non-causal and
K
n
(ii) x n y n f K g n K if the sequences are causal.
K 0
2. The convolution of two functions f t and g t is defined as
n
f t g t f KT g n K T where T is the sampling period.
K 0
Problem 11 Define convolution of two sequences f n and g n
n
Solution: f n * g n f m g n m
m0
Problem 12 Find Z a n 3 .
/
a Z a z a z
Solution: Z a a = a Z a .1 a
n 3 n 3 n
z 3 n 3 n. 3
1
a3
z/a za
Problem 13 Z yn 2 __________.
Solution: Z yn 2 z 2 y z y0 y1 z 1
Problem 24 State and prove convolution theorem for Z-transform.
Solution: Statement
If Z 1 U z un and z 1 V z vn , theorem
n
Z 1 U z V z um vn m un * vn
m0
Where * denotes the convolution operation.
Proof:
n
We have U z un z n and V ( z ) vn z n
n 0 n 0
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z2
Problem 25 Use convolution theorem to evaluate Z 1 .
z 1 z 3
Solution:
z z n
We know that Z 1 z 1 and Z
1
3
z 1 z 3
Now
z2 1 z z
Z 1 Z .
z 1 z 3 z 1 z 3
n n
1 3n 1.3n m 3n 3 m
m 0 m 0
n 1
1
1 3n 1 3n 1 / 3n 1
m
n
1 n 3
3 3
n
m 0 3 1 1 3 / 3
1
3
1 3n 1 3n 1 1
.
2 2
3
z 1
Problem 26 Use convolution theorem to evaluate Z .
z 1
Solution:
z 3 z z 2
Z 1 Z 1
z 1 z 1 z 1
z
We know that z 1 1
z 1
z 2 1 z z
Z 1 Z .
z 1 z 1 z 1
n
1*1 1*1 n 1
m 0
z 3
1 1
z z 2
Z Z
z 1 z 1 z 1
z 1 z
2
1
Z * Z
z 1 z 1
1* n 1
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5.4 FORMATION OF DIFFERENCE EQUATIONS
A differential equation is a relation between the differences of an unknown function
at one or more general values of the argument.
Order of a difference equation: The order of a difference equation is the difference
between the largest and the smallest arguments occurring in the difference equation
divided by the unit of increment.
Solution of a difference equation: The solution of a difference equation is an
expression for y(n) which satisfies the given difference equation
The general solution of a difference equation: The general solution of a difference
equation is that in which the number of arbitrary constants is equal to the order of the
difference equation.
The particular solution of a difference equation: A particular solution is that solution
which is obtained from the general solution by giving particular values to the constants.
Problem 37 Form the difference equation corresponding to the family of
curves yx ax b 2 x .
Solution:
yx ax b 2 x (1)
yx 1 a x 1 b2 x 1
y a b 2 x 1 2 x a b2 x (2)
2 y a b2 x 1 a b 2 x
b2 x (3)
2 y
from (3), b
2x
sub in (2)
2 y x
y a 2
2x
a y 2 y
sub in (1)
2 y x
y x y 2 y
x
2.
2x
1 x 2 y xy or
1 x yx 2 2 yx 1 yx x yx 1 yx yx 0
. ie x 1 y x 2 3x 2 yx 1 2 xy x 0
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Problem 38 From yn A.3n B.5n , derive a difference equation by eliminating
arbitrary constants.
Solution:
yn A.3n B.5n 1
yn 1 A.3n 1 B.5n 1
yn 1 3 A3n 5.B.5n 2
yn 2 9 A3n 25B5n 3
Eliminating arbitrary A and B from (1) , (2) and (3).
yn 1 1
y 3 5 0
n 1
yn 2 9 25
yn 75 45 1 25 yn 1 5 yn 2 19 yn 1 3 yn 2 0
30 yn 25 yn 1 5 yn 2 9 yn 1 3 yn 2 0
30 yn 16 yn 1 2 yn 2 0
or 2 yn 2 16 yn 1 30 yn 0
or yn 2 8 yn 1 15 yn 0.
Problem 39 Derive a difference equation from the following yn A Bn 3n .
Solution:
yn A Bn 3n
yn A3n Bn3n (1)
yn 1 3 A3 3B n 1 3n 2
n
yn 2 9 A3n 9 B n 2 3n 3
Eliminating arbitrary A and B from (1) , (2) and (3).
yn 1 n
yn 1 3 3 n 1 0
yn 2 9 9 n 2
yn 27 n 2 27 n 1 9 yn 1 n 2 3 n 1 yn 2 n 9 yn 1 3 yn 2 0
yn 27n 54 27 n 27 9nyn 1 18 yn 1 3nyn 2 3 yn 2
9nyn 1 3nyn 2 0
or 3 yn 2 18 yn 1 27 yn 0
or yn 2 6 yn 1 9 yn 0.
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5.5 SOLUTION OF DIFFERENCE EQUATIONS USING Z - TRANSFORM
The Z-transforms are useful to solve linear difference equations.
Z x n m z m X z
Z y x 3 z 3Y z z 3 y 0 z 2 y 1 zy 2
Z y x 2 z 2Y z z 2 y 0 zy 1
Z y x 1 zY z zy 0
Problem 40 Solve the difference equation using Z-transform
yn 2 4 yn 0, y0 0, y1 2.
Solution:
yn 2 4 yn 0
Taking Z transform on both sides
Z yn 2 4 z yn 0
z 2 Y z y0 y1 z 1 4Y z 0
z 2 Y z 0 2 z 1 4Y z 0
z 2
4Y z 2z
2z
Y z
z 4
2
Y z 1 A B
2
2z z 4 z2 z2
1 A z 2 B z 2
1
z 2,1 4 B B
4
1
z 2,1 4 A A
4
Y z 1 1 1 1
2z 4 z2 4 z 2
Y z 1 1 1 1
z 2 z2 2 z2
1 z 1 z
Y z
2 z2 2 z2
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Taking inverse Z-transform, we get
1 1 1 1
yn 2 2 2 2n
n n n
2 2 2 2
2
n 1
2 n 1.
Problem 41 Solve yn 2 2 yn 1 n with , y0 y1 0 using Z-transform.
Solution:
yn 2 2 yn 1 n
taking z-transform on both sides
Z yn 2 2Z yn 1 Z n
z
z 2 Y z y0 y1 z 1 2 z Y z y0
z 1
2
z
z 2 Y z 0 0 2 z Y z 0
z 1
2
z 2
2z Y z
z
z 1
2
Y z 1 1
2
z z 2 z z 1 z z 2 z 12
2
A B C D
z z 2 z 1 z 1 2
1 A z 2 z 1 Bz z 1 Cz z 1 z 2 Dz z 2
2 2
1
z 1, 1 3D D
3
1
z 2, 1 18 B B
18
1
z 0, 1 2A A
2
1 1 9 1
z3 , 0 A B C C A B
2 18 18
8 4
18 9
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Y z 1 1 1 1 4 1 1 1
z 2 z 18 z 2 9 z 1 3 z 12
1 1 z 4 z 1 z
Y z
2 18 z 2 9 z 1 3 z 1 2
1 1 4 n 1
yn n 2 1 n 1 .
n n
2 18 9 3
Problem 42 Solve y n 3 3 y n 1 2 y n 0, given that
y 0 4, y 1 0, y 2 8 Using Z-transform
Solution:
y n 3 3 y n 1 2 y n 0 . Taking z-transform on both sides
Z yn 3 3Z yn 1 2 Z yn
z 3 y z y0 y1 z 1 y2 z 2 3 z y z y0 2Y z 0
z 3 Y z 4 0 8 z 2 3 z Y z 4 2Y z 0
Y z z 3 3z 2 8 z 4 z 3 12 z
4z3 4z
Y z 4z2 4 4z2 4
3
z z 3z 2 z 1 2 z 2
(The other factor of z 3 3 z 2 is z 2 z 2 z 2 z 1
z 3 3z 2 z 1 z 2 )
2
Y z 4z2 4 A B C
z 1 z 2 z 1 z 1 z 2
2 2
z
4 z 2 4 A z 1 z 2 B z 2 C z 1
2
z 1, 0 3B B 0
z 2 12 9c c 12 / 9 4 / 3
z2, 4 AC A 4 4/3 8/3
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MA 2211 Transforms and Partial Differential Equation
Y z 8 1 4 1
0
z 3 z 1 3 z2
8 1 4 1
Y z
3 z 1 3 z 2
8 4
y n 2 .
n
3 3
Problem 43 Solve y n 2 4 y n 1 4 y n 0, y 0 1, y 1 0 using
Z- transform.
Solution:
y n 2 4 y n 1 4 y n 0 . Taking z-transform on both sides
Z yn 2 4 Z yn 1 4Z yn 0
z 2 Y z y0 y1 z 1 4 z Y z y0 4Y z 0
z 2 Y z 1 4 z Y z 1 4Y z 0
z 2 4 z 4 Y z z 2 4 z
z2 4
Y z
z3 4z 4
Y z z4 z4 A B
2
z z 4 z 4 z 1 2
z 2 z 2 2
z 4 A z 2 B
z 2, 2 B B 2
z, 1 A A 1
Y z 1 2
z z 2 z 2 2
z 2
Y z
z 2 z 2 2
yn 2n n2n 2n 1 n .
Problem 44 Solve yn 2 5 yn 1 6 yn 5n , y 0 0, y 1 0 using Z-transform.
Solution:
yn 2 5 yn 1 6 yn 5n .Taking Z-transform on both sides
Z yn 2 5Z yn 1 6 Z yn Z 5n
154
BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
z
z 2 Y z y0 y1 z 1 5 z Y z y0 6Y z
z 5
z 2 Y z 0 z 1 0 5 z Y z 0 6Y z
z
z 5
z
z 2 5 z 6 Y z
z 5
Y z 1 1
z z 5 z 5 z 6 z 5 z 2 z 3
2
A B C
z 5 z 2 z 3
1 A z 2 z 3 B z 5 z 3 C z 5 z 2
1
z 5, 1 6 A
6
z 3, 1 2C C 1/ 2
z 2, 1 3B B 1/ 3
Y z 1 1 1 1 1 1
z 6 z 5 3 z 2 2 z 3
1 z 1 z 1 z
Y z
6 z 5 3 z 2 2 z 3
1 1 1
yn 5n 2n 3n.
6 3 2
Problem 45 Solve un 2 5un 1 6un 2n using Z-transform.
Solution:
yn 2 5un 1 6un 2n .Taking z-transform on both sides
Z un 2 5Z un 1 6Z un Z 2n
z
z 2 U z u0 u1 z 1 5 z U z u0 6U z
z2
z 2
5 z 6 U z
z2
z
u0 z 2 u1 z 5 zu0
z
z2
z 2 5 z u0 zu1
z z 5z
2
z
U z u0 u
z 2 z 1 z 6 z 2 z 6 z 1 z 6 1
U z 1 z 5 1
u0 u 1
z z 2 z 1 z 6 z 1 z 6 z 1 z 6 1
155
BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
1 A B C
Now
z 2 z 1 z 6 z 2 z 1 z 6
1 A z 1 z 6 B z 2 z 6 C z 2 z 1
1
z 1, 1 21B B
21
z 6, 1 28C C 1/ 28
z 2, 1 12 A A 1/12
1 1 1 1 1 1 1
z 2 z 1 z 6 12 z 2 21 z 1 28 z 6
z 5 A B
Now
z 1 z 6 z 1 z 6
z 5 A z 6 B z 1
1
z 6, 1 7B B
7
z 1, 6 7 A A 6 / 7
z 5 6 1 1 1
and
z 1 z 6 7 z 1 7 z 6
1 A B
z 1 z 6 z 1 z 6
1 A z 6 B z 1
z 6, 1 7 B B 1/ 7
z 1, 1 7 B B 1/ 7
1 1 1 1 1
z 1 z 6 7 z 1 7 z 6
From (1)
1 n 1 1
un 2 1 6n
n
12 21 28
156
BIET Department of Mathematics
MA 2211 Transforms and Partial Differential Equation
6 1
1 6n u0
n
7 7
1 1
1 6n u1
n
7 7
1 n
C1 1 C2 6
n n
2 where
12
6 1 1
C1 u0 u1
7 7 21
1 1 1
C2 u0 u1 .
7 7 28
Problem 10 State initial and final value theorem of Z - transform.
Solution: Initial value Theorem
Limit Limit
If Z f n U z , n 0 then f n f 0 U z
n0 z
Final value Theorem
Limit Limit
If Z f n U z , n 0 f n z 1U z
n z 1
157
BIET Department of Mathematics
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