Transforms and Pde
Transforms and Pde
FOURIER SERIES
Periodic function :
Eg: sin 𝑥 𝑎𝑛𝑑 cos 𝑥 are periodic functions with period 2𝜋. 𝑖. 𝑒 sin 2𝜋 + 𝑥 = sin 𝑥
cos 2𝜋 + 𝑥 = cos 𝑥
Fourier series:
Dirichlet’s conditions:
𝑐+2𝑙 𝑐+2𝑙
1 1 𝑛𝜋𝑥
𝑎0 = 𝑓 𝑥 𝑑𝑥 , 𝑎𝑛 = 𝑓 𝑥 𝑐𝑜𝑠 𝑑𝑥 ,
𝑙 𝑙 𝑙
𝑐 𝑐
𝑐+2𝑙
1 𝑛𝜋𝑥
𝑏𝑛 = 𝑓 𝑥 𝑠𝑖𝑛 𝑑𝑥
𝑙 𝑙
𝑐
𝑙 𝑙 𝑙
1 1 𝑛𝜋𝑥 1 𝑛𝜋𝑥
𝑎0 = 𝑓 𝑥 𝑑𝑥 , 𝑎𝑛 = 𝑓 𝑥 𝑐𝑜𝑠 𝑑𝑥 , 𝑏𝑛 = 𝑓 𝑥 𝑠𝑖𝑛 𝑑𝑥
𝑙 𝑙 𝑙 𝑙 𝑙
−𝑙 −𝑙 −𝑙
Where
2𝜋 2𝜋 2𝜋
1 1 1
𝑎0 = 𝑓 𝑥 𝑑𝑥, 𝑎𝑛 = 𝑓 𝑥 𝑐𝑜𝑠 𝑛𝑥𝑑𝑥, 𝑏𝑛 = 𝑓 𝑥 𝑠𝑖𝑛 𝑛𝑥𝑑𝑥
𝜋 𝜋 𝜋
0 0 0
Where
𝜋 𝜋 𝜋
1 1 1
𝑎0 = 𝑓 𝑥 𝑑𝑥 , 𝑎𝑛 = 𝑓 𝑥 𝑐𝑜𝑠 𝑛𝑥𝑑𝑥 , 𝑏𝑛 = 𝑓 𝑥 𝑠𝑖𝑛 𝑛𝑥𝑑𝑥
𝜋 𝜋 𝜋
−𝜋 −𝜋 −𝜋
Fourier series for the even function f(x) in the interval −𝝅 ≤ 𝒙 ≤ 𝝅. (or)
Fourier series for the odd function f(x) in the interval−𝝅 ≤ 𝒙 ≤ 𝝅. (or)
Half range sine series in the interval 𝟎 ≤ 𝒙 ≤ 𝝅.
𝜋
2
𝑎0 = 0, 𝑎𝑛 = 0, 𝑏𝑛 = 𝑓 𝑥 𝑠𝑖𝑛 𝑛𝑥𝑑𝑥 ,
𝜋
0
𝑓 𝑥 = 𝑏𝑛 sin 𝑛𝑥
𝑛=1
Fourier series for the even function f(x) in the interval −𝒍 ≤ 𝒙 ≤ 𝒍. (or)
𝑙 𝑙
2 2 𝑛𝜋𝑥
𝑎0 = 𝑓 𝑥 𝑑𝑥 , 𝑎𝑛 = 𝑓 𝑥 𝑐𝑜𝑠 𝑑𝑥 , 𝑏𝑛 = 0
𝑙 𝑙 𝑙
0 0
Fourier series for the odd function f(x) in the interval −𝒍 ≤ 𝒙 ≤ 𝒍. (or)
𝑙
2 𝑛𝜋𝑥
𝑎0 = 0, 𝑎𝑛 = 0, 𝑏𝑛 = 𝑓 𝑥 𝑠𝑖𝑛 𝑑𝑥
𝑙 𝑙
0
then the Fourier series is reduced to
∞
𝑛𝜋𝑥
𝑓 𝑥 = 𝑏𝑛 sin
𝑙
𝑛=1
𝑓(𝑥) = 𝑐𝑛 𝑒 𝑖𝑛𝑥
𝑛=−∞
where
𝜋
1
𝑐𝑛 = 𝑓(𝑥)𝑒 −𝑖𝑛𝑥 𝑑𝑥
2𝜋
−𝜋
Parseval’s identity for the Fourier series in the interval 𝟎, 𝟐𝝅
2𝜋 ∞
1 2
𝑎02
𝑓 𝑥 𝑑𝑥 = + 𝑎𝑛2 + 𝑏𝑛2
𝜋 2
0 𝑛=1
2𝑙 ∞
1 2
𝑎02
𝑓 𝑥 𝑑𝑥 = + 𝑎𝑛2 + 𝑏𝑛2
𝑙 2
0 𝑛=1
𝑙 ∞
1 2
𝑎02
𝑓 𝑥 𝑑𝑥 = + 𝑎𝑛2 + 𝑏𝑛2
𝜋 2
−𝑙 𝑛=1
Parseval’s identity for the half range Fourier cosine series in the interval 𝟎, 𝝅
𝜋 ∞
2 2
𝑎02
𝑓 𝑥 𝑑𝑥 = + 𝑎𝑛2
𝜋 2
0 𝑛=1
Parseval’s identity for the half range Fourier sine series in the interval 𝟎, 𝝅
𝜋 ∞
2 2
𝑓 𝑥 𝑑𝑥 = 𝑏𝑛2
𝜋
0 𝑛=1
Parseval’s identity for the half range Fourier cosine series in the interval 𝟎, 𝒍
𝑙 ∞
2 2
𝑎02
𝑓 𝑥 𝑑𝑥 = + 𝑎𝑛2
𝑙 2
0 𝑛=1
Parseval’s identity for the half range Fourier sine series in the interval 𝟎, 𝟐𝒍
𝑙 ∞
2
𝑓 𝑥 2
𝑑𝑥 = 𝑏𝑛2
𝑙
0 𝑛=1
Solution:
𝑏 2 𝑑𝑥
𝑎
𝑓 𝑥
=
𝑏−𝑎
Problems:
1.Find the Fourier series for 𝑓(𝑥) = 𝑥 𝑠𝑖𝑛𝑥, 0 < 𝑥 < 2𝜋.
Where
2𝜋 2𝜋
1 1
𝑎0 = 𝑓 𝑥 𝑑𝑥 = 𝑥 sin 𝑥 𝑑𝑥
𝜋 𝜋
0 0
1 2𝜋
= 𝑥(− cos 𝑥) − 1(− sin 𝑥) 0
𝜋
1
= 2𝜋(− cos 2𝜋) − 1(− sin 2𝜋) − 0 = −2
𝜋
2𝜋
1
𝑎𝑛 = 𝑓 𝑥 𝑐𝑜𝑠 𝑛𝑥𝑑𝑥
𝜋
0
2𝜋
1
= 𝑥 sin 𝑥 𝑐𝑜𝑠 𝑛𝑥𝑑𝑥
𝜋
0
2𝜋
1
= 𝑥 sin 1 + 𝑛 𝑥 + sin 1 − 𝑛 𝑥 𝑑𝑥
2𝜋
0
2𝜋
1 − cos 1 + 𝑛 𝑥 − sin 1 + 𝑛 𝑥
= 𝑥 − 1.
2𝜋 1+𝑛 1+𝑛 2 0
2𝜋
1 − cos 1 − 𝑛 𝑥 − sin 1 − 𝑛 𝑥
+ 𝑥 − 1.
2𝜋 1−𝑛 1−𝑛 2 0
1 1
=− +
1+𝑛 1−𝑛
2
=− ,𝑛 ≠ 1
1 − 𝑛2
When 𝑛 = 1
2𝜋
1
𝑎1 = 𝑓 𝑥 𝑐𝑜𝑠 𝑥𝑑𝑥
𝜋
0
2𝜋
1
= 𝑥 sin 𝑥 𝑐𝑜𝑠 𝑥𝑑𝑥
𝜋
0
2𝜋
1
= 𝑥 sin 2𝑥 𝑑𝑥
2𝜋
0
2𝜋
1 − cos 2𝑥 − sin 2𝑥 1
= 𝑥 − 1. =−
2𝜋 2 22 0 2
2𝜋
1
𝑏𝑛 = 𝑓 𝑥 𝑠𝑖𝑛 𝑛𝑥𝑑𝑥
𝜋
0
2𝜋
1
= 𝑥 sin 𝑥 𝑠𝑖𝑛 𝑛𝑥𝑑𝑥
𝜋
0
2𝜋
1
= 𝑥 cos 1 − 𝑛 𝑥 − cos 1 + 𝑛 𝑥 𝑑𝑥
2𝜋
0
2𝜋
1 sin 1 − 𝑛 𝑥 − cos 1 − 𝑛 𝑥
= 𝑥 − 1.
2𝜋 1−𝑛 1−𝑛 2 0
2𝜋
1 sin 1 + 𝑛 𝑥 − cos 1 + 𝑛 𝑥
− 𝑥 − 1. = 0, 𝑛 ≠ 1
2𝜋 1+𝑛 1+𝑛 2 0
When 𝑛 = 1
2𝜋
1
𝑏1 = 𝑓 𝑥 𝑠𝑖𝑛 𝑥𝑑𝑥
𝜋
0
2𝜋
1
= 𝑥 sin 𝑥 𝑠𝑖𝑛 𝑥𝑑𝑥
𝜋
0
2𝜋
1
= 𝑥 1 − cos 2𝑥 𝑑𝑥
2𝜋
0
2𝜋
1 sin 2𝑥 𝑥 2 cos 2𝑥
= 𝑥 𝑥− − 1. −
2𝜋 2 2 22 0
1 4𝜋 2
= 4𝜋 2 − =𝜋
2𝜋 2
∞
1 2
𝑓 𝑥 = −1 − 𝑐𝑜𝑠𝑥 + cos 𝑛𝑥 + 𝜋 sin 𝑥
2 𝑛2 −1
𝑛=2
2𝑙 𝜋𝑥 1 2𝜋𝑥 1 3𝜋𝑥
0 < 𝑥 < 𝑙, 𝑥 = 𝑠𝑖𝑛 − 𝑠𝑖𝑛 + 𝑠𝑖𝑛 −⋯
𝜋 𝑙 2 𝑙 3 𝑙
1 1 1
2
+ 2 + 2 +⋯
1 2 3
Where
𝑙
2 𝑛𝜋
𝑏𝑛 = 𝑓 𝑥 sin 𝑥 𝑑𝑥
𝑙 𝑙
0
𝑙
2 𝑛𝜋
= 𝑥 sin 𝑥 𝑑𝑥
𝑙 𝑙
0
𝑙
𝑛𝜋 𝑛𝜋
cos 𝑙 𝑥 sin
2
= 𝑥 − −1 − 𝑙 𝑥
𝑙 𝑛𝜋 𝑛𝜋 2
𝑙 𝑙 0
2𝑙 𝑛+1
= −1
𝑛𝜋
∞
2𝑙 𝑛+1
𝑛𝜋
𝑥= −1 sin 𝑥
𝑛𝜋 𝑙
𝑛=1
2𝑙 𝜋𝑥 1 2𝜋𝑥 1 3𝜋𝑥
𝑥= 𝑠𝑖𝑛 − 𝑠𝑖𝑛 + 𝑠𝑖𝑛 −⋯
𝜋 𝑙 2 𝑙 3 𝑙
𝑙 ∞
2
𝑓 𝑥 2
𝑑𝑥 = 𝑏𝑛2
𝑙
0 𝑛=1
𝑙 ∞ 2
2 2𝑙
𝑥 𝑑𝑥 =
2
−1 𝑛+1
𝑙 𝑛𝜋
0 𝑛=1
𝑙 ∞
2 𝑥3 4𝑙2 1 𝑛+1
2
= −1
𝑙 3 0
𝜋2 𝑛
𝑛=1
2 𝑙3 4𝑙2 1 1 1
= 2 + + +⋯
𝑙 3 𝜋 12 22 32
1 1 1 𝜋2
+ + +⋯=
12 22 32 6
Where
2𝜋 2𝜋
1 1
𝑎0 = 𝑓 𝑥 𝑑𝑥 = 𝑥 2 𝑑𝑥
𝜋 𝜋
0 0
2𝜋
1 𝑥3 8𝜋 2
= =
𝜋 3 0
3
2𝜋
1
𝑎𝑛 = 𝑓 𝑥 𝑐𝑜𝑠 𝑛𝑥𝑑𝑥
𝜋
0
2𝜋
1
= 𝑥 2 𝑐𝑜𝑠 𝑛𝑥𝑑𝑥
𝜋
0
2𝜋
1 sin 𝑛𝑥 cos 𝑛𝑥 sin 𝑛𝑥 4
= 𝑥2 −2𝑥 − 2
+2 − =
𝜋 𝑛 𝑛 𝑛3 0 𝑛2
2𝜋
1
𝑏𝑛 = 𝑓 𝑥 𝑠𝑖𝑛 𝑛𝑥𝑑𝑥
𝜋
0
2𝜋
1
= 𝑥 2 𝑠𝑖𝑛 𝑛𝑥𝑑𝑥
𝜋
0
2𝜋
1 cos 𝑛𝑥 sin 𝑛𝑥 cos 𝑛𝑥 −4
= 𝑥2 − −2𝑥 − + 2 = 𝜋
𝜋 𝑛 𝑛2 𝑛3 0 𝑛
∞
4𝜋 2 1 𝜋
𝑓 𝑥 = +4 2
cos 𝑛𝑥 − sin 𝑛𝑥
3 𝑛 𝑛
𝑛 =1
𝑙 4𝑙 𝜋𝑥 1 3𝜋𝑥
0 < 𝑥 < 𝑙, 𝑥 = − 2 𝑐𝑜𝑠 + 2 𝑐𝑜𝑠 +⋯
2 𝜋 𝑙 3 𝑙
1 1 1 𝜋4
+ + + ⋯ =
14 34 54 96
where
𝑙 𝑙
2 2
𝑎0 = 𝑓 𝑥 𝑑𝑥 = 𝑥 𝑑𝑥
𝑙 𝑙
0 0
𝑙
2 𝑥2
= =𝑙
𝑙 2 0
𝑙
2 𝑛𝜋𝑥
𝑎𝑛 = 𝑓 𝑥 cos 𝑑𝑥
𝑙 𝑙
0
𝑙
2 𝑛𝜋𝑥
= 𝑥 cos 𝑑𝑥
𝑙 𝑙
0
𝑙
𝑛𝜋𝑥 𝑛𝜋𝑥
2 sin cos
= 𝑥 𝑙 −1 − 𝑙
𝑙 𝑛𝜋 𝑛𝜋 2
𝑙 𝑙 0
2 2
2 𝑙 𝑙
= (−1)n+1 −
𝑙 𝑛𝜋 𝑛𝜋
2𝑙
= (−1)n − 1
𝑛2 𝜋 2
When 𝑛 is odd
4𝑙
𝑎𝑛 = −
𝑛2 𝜋 2
When 𝑛 is even
𝑎𝑛 = 0
∞
𝑙 4𝑙 1
𝑓 𝑥 = − 2 cos 𝑛𝑥
2 𝜋 𝑛2
𝑛 =1
𝑙 4𝑙 𝜋𝑥 1 3𝜋𝑥
𝑥= − 2 𝑐𝑜𝑠 + 2 𝑐𝑜𝑠 +⋯
2 𝜋 𝑙 3 𝑙
𝑙 ∞
2 𝑎02
𝑓 𝑥 𝑑𝑥 =
2
+ 𝑎𝑛2
𝑙 2
0 𝑛=1
𝑙 ∞
2 𝑙2 4𝑙 2
𝑥 𝑑𝑥 =
2
+ −
𝑙 2 𝑛2 𝜋2
0 𝑛=1,3,5,…
𝑙 ∞
2 𝑥3 𝑙2 16𝑙2 1 2
= +
𝑙 3 0
2 𝜋4 𝑛2
𝑛=1,3,5,…
2𝑙2 𝑙2 16𝑙2 1 1 1
− = 4 + + +⋯
3 2 𝜋 14 34 54
16𝑙 2 1 1 1 𝑙2
+ + +⋯ =
𝜋 4 14 34 54 6
1 1 1 𝜋4
+ + + ⋯ =
14 34 54 96
In the form
∞
𝑎𝑥
sinh 𝑎𝜋 𝑛
𝑎 + 𝑖𝑛 𝑖𝑛𝑥
𝑒 = −1 𝑒
𝜋 𝑎2 + 𝑛2
−∞
∞
𝜋 −1 𝑛
=
a sinh 𝑎𝜋 𝑎2 + 𝑛2
−∞
𝑓(𝑥) = 𝑐𝑛 𝑒 𝑖𝑛𝑥
𝑛=−∞
where
𝜋
1
𝑐𝑛 = 𝑒 𝑎𝑥 𝑒 −𝑖𝑛𝑥 𝑑𝑥
2𝜋
−𝜋
𝜋
1 𝑎−𝑖𝑛 𝑥
= 𝑒 𝑑𝑥
2𝜋
−𝜋
𝜋
1 𝑒 𝑎−𝑖𝑛 𝑥 1 𝑎−𝑖𝑛 𝜋 𝑎−𝑖𝑛 −𝜋
= = 𝑒 −𝑒
2𝜋 𝑎 − 𝑖𝑛 −𝜋
2𝜋 𝑎 − 𝑖𝑛
𝑎 + 𝑖𝑛
= 𝑒 𝑎𝜋 𝑒 −𝑖𝑛 𝜋 − 𝑒 −𝑎𝜋 𝑒 𝑖𝑛 𝜋
2𝜋 𝑎 − 𝑖𝑛 𝑎 + 𝑖𝑛
𝑎 + 𝑖𝑛
= 𝑒 𝑎𝜋 cos 𝑛𝜋 − 𝑖𝑠𝑖𝑛 𝑛𝜋 − 𝑒 −𝑎𝜋 cos 𝑛𝜋 + 𝑖𝑠𝑖𝑛 𝑛𝜋
2𝜋 𝑎2 + 𝑛2
𝑛
𝑎 + 𝑖𝑛 −1 𝑒 𝑎𝜋 − 𝑒 −𝑎𝜋
=
𝜋 𝑎2 + 𝑛2 2
𝑛
𝑎 + 𝑖𝑛 −1
𝑐𝑛 = sinh 𝑎𝜋
𝜋 𝑎2 + 𝑛2
∞
sinh 𝑎𝜋 𝑎 + 𝑖𝑛 𝑖𝑛𝑥
𝑒 𝑎𝑥 = −1 𝑛
𝑒
𝜋 𝑎2 + 𝑛2
−∞
∞
𝜋 −1 𝑛
=
a sinh 𝑎𝜋 𝑎2 + 𝑛2
−∞
𝑙 − 𝑥, 0 < 𝑥 < 𝑙
6. Find the Fourier series for 𝑓 𝑥 =
0, 𝑙 < 𝑥 < 2𝑙
∞
1
2𝑛 + 1 2
𝑛=0
2𝑙 𝑙
1 1
𝑎0 = 𝑓 𝑥 𝑑𝑥 = (𝑙 − 𝑥)𝑑𝑥
𝑙 𝑙
0 0
𝑙
1 𝑥2 1 2 𝑙2
= 𝑙𝑥 − = 𝑙 −
𝑙 2 0
𝑙 2
𝑙
𝑎0 =
2
2𝑙
1 𝑛𝜋𝑥
𝑎𝑛 = 𝑓 𝑥 𝑐𝑜𝑠 𝑑𝑥
𝑙 𝑙
0
𝑙
1 𝑛𝜋𝑥
= 𝑙 − 𝑥 𝑐𝑜𝑠 𝑑𝑥
𝑙 𝑙
0
𝑙
𝑛𝜋𝑥 𝑛𝜋𝑥
1 𝑠𝑖𝑛 𝑙 𝑐𝑜𝑠
= 𝑙−𝑥 − (−1) − 𝑙
𝑙 𝑛𝜋 𝑛𝜋 2
𝑙 𝑙 0
1 −𝑐𝑜𝑠 𝑛𝜋 1 𝑙 𝑛+1
= 2 + 2 = −1 +1
𝑙 𝑛𝜋 𝑛𝜋 𝑛2 𝜋 2
𝑙 𝑙
𝑎𝑛 = 0, 𝑤𝑒𝑛 𝑛 𝑖𝑠 𝑒𝑣𝑒𝑛
2𝑙
𝑎𝑛 = , 𝑤𝑒𝑛 𝑛 𝑖𝑠 𝑜𝑑𝑑
𝑛2 𝜋 2
2𝑙
1 𝑛𝜋𝑥
𝑏𝑛 = 𝑓 𝑥 𝑠𝑖𝑛 𝑑𝑥
𝑙 𝑙
0
𝑙
1 𝑛𝜋𝑥
= 𝑙 − 𝑥 𝑠𝑖𝑛 𝑑𝑥
𝑙 𝑙
0
𝑙
𝑛𝜋𝑥 𝑛𝜋𝑥
1 𝑐𝑜𝑠 𝑙 𝑠𝑖𝑛
= 𝑙−𝑥 − 𝑛𝜋 − (−1) − 𝑙
𝑙 𝑛𝜋 2
𝑙 𝑙 0
1 𝑙 2 −1 𝑛
𝑙 −1 𝑛
𝑏𝑛 = =
𝑙 𝑛𝜋 𝑛𝜋
𝑙 2𝑙 1 𝜋𝑥 1 3𝜋𝑥 1 5𝜋𝑥
𝑓 𝑥 = − 2 2 𝑐𝑜𝑠 + 2 𝑐𝑜𝑠 + 2 𝑐𝑜𝑠 +⋯
4 𝜋 1 𝑙 3 𝑙 5 𝑙
∞
𝑛
𝑙 −1 𝑛𝜋𝑥
+ 𝑠𝑖𝑛
𝜋 𝑛 𝑙
𝑛=1
𝑙 2𝑙 1 𝜋𝑥 1 3𝜋𝑥 1 5𝜋𝑥
𝑙−𝑥 = + 2 2 𝑐𝑜𝑠 + 2 𝑐𝑜𝑠 + 2 𝑐𝑜𝑠 +⋯
4 𝜋 1 𝑙 3 𝑙 5 𝑙
∞
𝑛
𝑙 −1 𝑛𝜋𝑥
+ 𝑠𝑖𝑛
𝜋 𝑛 𝑙
𝑛=1
Here ‘0’ is a point of discontinuity which is an end point of the given interval. Therefore the
value of the Fourier series at 𝑥 = 0 is the average value of 𝑓 𝑥 at 𝑥 = 0 and 𝑥 = 2𝑙
Putting 𝑥 = 0, we get
𝑓 0 + 𝑓(2𝑙) 𝑙 2𝑙 1 1 1
= + 2 2+ 2+ 2+⋯
2 4 𝜋 1 3 5
2𝑙 1 1 1 𝑙−0 𝑙 𝑙
+ + + ⋯ = − =
𝜋 2 1 2 32 52 2 4 4
1 1 1 𝜋2
+ + + ⋯ =
12 32 52 8
7. Find the Fourier series for 𝑓 𝑥 = cos 𝑥 in − 𝜋, 𝜋
Solution:
𝑓 −𝑥 = |cos
(−𝑥)| = | cos 𝑥| = 𝑓(𝑥)
∴ 𝑓 𝑥 is an even function.
𝜋 𝜋
2 2
𝑎0 = 𝑓 𝑥 𝑑𝑥 = | cos 𝑥| 𝑑𝑥
𝜋 𝜋
0 0
𝑦 𝑦
𝑦 = |cos 𝑥|
1 1
𝑦 = cos 𝑥
0 𝑥 0 𝑥
𝜋 𝜋 3𝜋 𝜋 𝜋 3𝜋
2 2 2 2
-1 -1
𝜋
2 𝜋 𝜋
2 cos 𝑥 𝑖𝑓 0 < 𝑥 <
= cos 𝑥 𝑑𝑥 + − cos 𝑥 𝑑𝑥 ∵ | cos 𝑥| = 2
𝜋 𝜋
0 𝜋 − cos 𝑥 𝑖𝑓 < 𝑥 < 𝜋
2 2
𝜋
2 𝜋 4
= sin 𝑥 02 − sin 𝑥 𝜋 =
𝜋 2 𝜋
𝜋
2
𝑎𝑛 = 𝑓 𝑥 𝑐𝑜𝑠 𝑛𝑥𝑑𝑥
𝜋
0
𝜋
2
= | cos 𝑥| 𝑐𝑜𝑠 𝑛𝑥𝑑𝑥
𝜋
0
𝜋
2 𝜋
2
= cos 𝑥 𝑐𝑜𝑠 𝑛𝑥 𝑑𝑥 + − cos 𝑥 cos 𝑛𝑥 𝑑𝑥
𝜋
0 𝜋
2
𝜋
cos 𝑥 𝑖𝑓 0 < 𝑥 <
∵ | cos 𝑥| = 2
𝜋
− cos 𝑥 𝑖𝑓 < 𝑥 < 𝜋
2
𝜋
2 𝜋
2 1 1
= cos(n + 1) 𝑥 + 𝑐𝑜𝑠 (𝑛 − 1)𝑥 𝑑𝑥 − cos(n + 1)𝑥 cos(n − 1)𝑥] 𝑑𝑥
𝜋 2 2
0 𝜋
2
𝜋
𝜋
1 sin(n + 1) 𝑥 sin(n − 1) 𝑥 2 1 sin(n + 1) 𝑥 sin(n − 1) 𝑥
= + − +
𝜋 𝑛+1 𝑛−1 0 𝜋 𝑛+1 𝑛−1 𝜋
2
𝜋 𝜋
2 sin(n + 1) 2 sin(n − 1) 2
= +
𝜋 𝑛+1 𝑛−1
𝜋 𝜋 𝜋 𝜋 𝜋 𝜋 𝜋 𝜋
2 sin n 2 cos 2 + cos 𝑛 2 sin 2 sin n 2 cos 2 − cos 𝑛 2 sin 2
= +
𝜋 𝑛+1 𝑛−1
𝜋
2 cos 𝑛 2 𝑛 − 1 − 𝑛 − 1
=
𝜋 𝑛2 − 1
4 𝜋
𝑎𝑛 = − cos 𝑛 , 𝑛 ≠ 1.
𝜋 𝑛2 − 1 2
when 𝑛 = 1, we get
𝜋
2
𝑎1 = 𝑓 𝑥 𝑐𝑜𝑠 𝑥𝑑𝑥
𝜋
0
𝜋
2
= | cos 𝑥| 𝑐𝑜𝑠 𝑥𝑑𝑥
𝜋
0
𝜋
2 𝜋
2
= cos 𝑥 𝑐𝑜𝑠 𝑥 𝑑𝑥 + − cos 𝑥 cos 𝑥 𝑑𝑥
𝜋
0 𝜋
2
𝜋
2 𝜋
2 1 1
= cos2 𝑥 + 1 𝑑𝑥 − cos2 𝑥 + 1]𝑑𝑥
𝜋 2 2
0 𝜋
2
𝜋
𝜋
1 sin 2𝑥 2 sin 2𝑥
= +𝑥 − +𝑥
𝜋 2 0 2 𝜋
2
1 𝜋 𝜋
𝑎1 = −𝜋+ = 0
𝜋 2 2
𝑏𝑛 = 0,
∞ 𝜋
2 4 cos 𝑛 2
𝑓 𝑥 = − cos 𝑛𝑥
𝜋 𝜋 𝑛2 − 1
𝑛 =2
where
𝜋 𝜋
2 2
𝑎0 = 𝑓 𝑥 𝑑𝑥 = 𝑥 𝑑𝑥
𝜋 𝜋
0 0
𝜋
2 𝑥2
= =𝜋
𝜋 2 0
𝜋
2
𝑎𝑛 = 𝑓 𝑥 cos 𝑛𝑥𝑑𝑥
𝜋
0
𝜋
2
= 𝑥 cos 𝑛𝑥𝑑𝑥
𝜋
0
𝜋
2 sin 𝑛𝑥 cos 𝑛𝑥
= 𝑥 −1 −
𝜋 n n2 0
2 2
2 1 n+1
1
= (−1) −
𝜋 𝑛 𝑛
2
= (−1)n+1 − 1
𝜋𝑛2
When 𝑛 is odd
4
𝑎𝑛 = −
𝜋𝑛2
When 𝑛 is even
𝑎𝑛 = 0
∞
𝜋 4 1
𝑓 𝑥 = − cos 𝑛𝑥
2 𝜋 𝑛2
𝑛=1
𝜋 4 1
𝑥= − cos 𝑥 + 2 cos 3𝑥 + ⋯
2 𝜋 3
9. Find the Fourier series of periodicity 2 𝜋 for (𝑥) = 𝑥 2 , −𝜋 < 𝑥 < 𝜋 and deduce
1 1 1 𝜋4
+ + … =
14 24 34 90
Solution:
𝑓 −𝑥 = (−𝑥)2 = 𝑥 2 = 𝑓(𝑥)
∴ 𝑓 𝑥 is an even function.
𝜋 𝜋
2 2
𝑎0 = 𝑓 𝑥 𝑑𝑥 = 𝑥 2 𝑑𝑥
𝜋 𝜋
0 0
𝜋
2 𝑥3 2𝜋 2
= =
𝜋 3 0
3
𝜋
2
𝑎𝑛 = 𝑓 𝑥 𝑐𝑜𝑠 𝑛𝑥𝑑𝑥
𝜋
0
𝜋
2
= 𝑥 2 𝑐𝑜𝑠 𝑛𝑥𝑑𝑥
𝜋
0
𝜋
2 2 sin 𝑛𝑥 cos 𝑛𝑥 sin 𝑛𝑥
= 𝑥 − 2𝑥 − 2
+2 −
𝜋 𝑛 𝑛 𝑛3 0
𝑛
2 2 𝜋cos 𝑛𝜋 4 −1
= − = −
𝜋 𝑛2 𝑛2
𝑏𝑛 = 0
∞
𝑎0
𝑓 𝑥 = + 𝑎𝑛 cos 𝑛𝑥
2
𝑛=1
∞
𝜋2 −1 𝑛
𝑓 𝑥 = −4 cos 𝑛𝑥
3 𝑛2
𝑛 =1
By Parseval’s identity
𝜋 ∞
2 2
𝑎02
𝑓 𝑥 𝑑𝑥 = + 𝑎𝑛2
𝜋 2
0 𝑛=1
2
𝜋 2𝜋2 ∞ 𝑛 2
2 3 4 −1
𝑥2 2 𝑑𝑥 = + −
𝜋 2 𝑛2
0 𝑛=1
𝜋 ∞
2 𝑥5 2𝜋4 1 2
= + 16
𝜋 5 0
9 𝑛2
𝑛=1
∞
2𝜋4 2𝜋4 1
= + 16
5 9 𝑛4
𝑛=1
∞
1 2𝜋 4 2𝜋 4
16 = −
𝑛4 5 9
𝑛=1
∞
1 8𝜋 4
16 =
𝑛4 45
𝑛=1
∞
1 𝜋4
=
𝑛4 90
𝑛 =1
𝑙 + 𝑥 , −𝑙 < 𝑥 < 0
10. Find the Fourier series for 𝑓 𝑥 = and deduce that
𝑙 − 𝑥, 0 < 𝑥 < 𝑙
1 1 𝜋2
+ + …=
12 32 8
Solution:
∴ 𝑓 𝑥 is an even function.
𝑙 𝑙
2 2
𝑎0 = 𝑓 𝑥 𝑑𝑥 = 𝑙 − 𝑥 𝑑𝑥
𝑙 𝑙
0 0
𝑙
2 𝑥2 2 2 𝑙2
= 𝑙𝑥 − = 𝑙 −
𝑙 2 0
𝑙 2
𝑎0 = 𝑙
𝑙
2 𝑛𝜋𝑥
𝑎𝑛 = 𝑓 𝑥 𝑐𝑜𝑠 𝑑𝑥
𝜋 𝑙
0
𝑙
2 𝑛𝜋𝑥
= 𝑙 − 𝑥 𝑐𝑜𝑠 𝑑𝑥
𝑙 𝑙
0
𝑙
𝑛𝜋𝑥 𝑛𝜋𝑥
2 sin 𝑙 cos 𝑙
= 𝑙−𝑥 𝑛𝜋 − −1 −
𝑙 𝑛𝜋 2
𝑙 𝑙 0
2 cos 𝑛𝜋 1
= − 2 + 2
𝑙 𝑛𝜋 𝑛𝜋
𝑙 𝑙
2𝑙 𝑛
= 1 − −1
𝑛2 𝜋2
𝑎𝑛 = 0, 𝑤𝑒𝑛 𝑛 𝑖𝑠 𝑒𝑣𝑒𝑛
4𝑙
𝑎𝑛 = , 𝑤𝑒𝑛 𝑛 𝑖𝑠 𝑜𝑑𝑑
𝑛2 𝜋2
𝑏𝑛 = 0
∞
𝑎0 𝑛𝜋𝑥
𝑓 𝑥 = + 𝑎𝑛 cos
2 𝑙
𝑛=1
∞
𝑙 4𝑙 1 𝑛𝜋𝑥
𝑓 𝑥 = + 2
cos
2 𝜋2 𝑛 𝑙
𝑛 =1,3,5,…
Putting 𝑥 = 0, we get
∞
𝑙 4𝑙 1
𝑓 0 = +
2 𝜋2 𝑛2
𝑛=1,3,5,…
𝑓 0 + 0 + 𝑓(0 − 0)
𝑓 0 =
2
𝑙+𝑙
𝑓 0 = =𝑙
2
∞
𝑙 4𝑙 1
𝑙= +
2 𝜋2 𝑛2
𝑛 =1,3,5,…
∞
4𝑙 1 𝑙 𝑙
2
=𝑙− =
𝜋2 𝑛 2 2
𝑛 =1,3,5,…
1 1 𝜋2
∴ 2+ 2 + …=
1 3 8
11. Find Half Range Fourier Sine series 𝑓(𝑥) = 𝑥 𝑠𝑖𝑛𝑥 in 0 < 𝑥 < 𝜋.
𝑓 𝑥 = 𝑏𝑛 sin 𝑛𝑥
𝑛 =1
Where
𝜋
2
𝑏𝑛 = 𝑓 𝑥 𝑠𝑖𝑛 𝑛𝑥𝑑𝑥
𝜋
0
𝜋
2
= 𝑥 sin 𝑥 𝑠𝑖𝑛 𝑛𝑥𝑑𝑥
𝜋
0
𝜋
1
= 𝑥 cos 𝑛 − 1 𝑥 − cos 𝑛 + 1 𝑥 𝑑𝑥
𝜋
0
𝜋
1 sin 𝑛 − 1 𝑥 − cos 𝑛 − 1 𝑥
= 𝑥 − 1.
𝜋 𝑛−1 𝑛−1 2 0
𝜋
1 sin 𝑛 + 1 𝑥 − cos 𝑛 + 1 𝑥
− 𝑥 − 1.
𝜋 𝑛+1 𝑛+1 2 0
1 cos 𝑛 − 1 𝜋 1 cos 𝑛 + 1 𝜋 1
= 2
− 2
− 2
+ 2
𝜋 𝑛−1 𝑛−1 𝑛+1 𝑛+1
1 −1 𝑛−1 1 −1 𝑛+1 1
= 2
− 2
− 2
+ 2
𝜋 𝑛−1 𝑛−1 𝑛+1 𝑛+1
2 𝑛
1 − 𝑛+1 −1 + 𝑛−1 2+ 𝑛−1 2
−1 𝑛
− 𝑛+1 2
=
𝜋 𝑛2 − 1 2
1 − 𝑛2 + 2𝑛 + 1 −1 𝑛
+ 𝑛2 − 2𝑛 + 1 + 𝑛2 − 2𝑛 + 1 −1 𝑛
− 𝑛2 + 2𝑛 + 1
=
𝜋 𝑛2 − 1 2
1 −4𝑛 −1 𝑛 − 4𝑛
= ,
𝜋 𝑛2 − 1 2
𝑛≠1
When 𝑛 = 1
𝜋
2
𝑏1 = 𝑓 𝑥 𝑠𝑖𝑛 𝑥𝑑𝑥
𝜋
0
𝜋
2
= 𝑥 sin 𝑥 𝑠𝑖𝑛 𝑥𝑑𝑥
𝜋
0
𝜋
1
= 𝑥 1 − cos 2𝑥 𝑑𝑥
𝜋
0
𝜋
1 sin 2𝑥 𝑥 2 cos 2𝑥
= 𝑥 𝑥− − 1. −
𝜋 2 2 22 0
1 2 𝜋2 𝜋
= 𝜋 − =
𝜋 2 2
∞
𝜋 8 𝑛
𝑓 𝑥 = sin 𝑥 − sin 𝑛𝑥
2 𝜋 𝑛2 −1 2
𝑛 =2,4,6,…
12. Find Half Range Fourier Sine series 𝑓(𝑥) = 𝑥 ( 𝜋 − 𝑥) in 0 < 𝑥 < 𝜋 and Prove that
1 1 1 𝜋3
− + − … =
13 33 53 32
𝑓 𝑥 = 𝑏𝑛 sin 𝑛𝑥
𝑛 =1
Where
𝜋
2
𝑏𝑛 = 𝑓 𝑥 𝑠𝑖𝑛 𝑛𝑥𝑑𝑥
𝜋
0
𝜋
2
= 𝑥 ( 𝜋 − 𝑥) 𝑠𝑖𝑛 𝑛𝑥𝑑𝑥
𝜋
0
𝜋
2
= 𝜋𝑥 − 𝑥 2 sin 𝑛𝑥 𝑑𝑥
𝜋
0
𝜋
2 2
cos 𝑛𝑥 sin 𝑛𝑥 cos 𝑛𝑥
= 𝜋𝑥 − 𝑥 − − 𝜋 − 2𝑥 − + −2
𝜋 𝑛 𝑛2 𝑛3 0
4 cos 𝑛𝜋 − 1 4 (−1)𝑛 − 1
=− = −
𝜋 𝑛3 𝜋 𝑛3
8
𝑏𝑛 = 𝜋𝑛3 𝑤𝑒𝑛 𝑛 𝑖𝑠 𝑜𝑑𝑑
0 𝑤𝑒𝑛 𝑛 𝑖𝑠 𝑒𝑣𝑒𝑛
∞
8 1
𝑓 𝑥 = sin 𝑛𝑥
𝜋 𝑛3
𝑛=1,3,5,…
𝜋
Put 𝑥 = 2
∞
𝜋 𝜋 8 1 𝜋
𝜋− = sin 𝑛
2 2 𝜋 𝑛3 2
𝑛 =1,3,5,…
∞
1 𝜋 𝜋3
sin 𝑛 =
𝑛3 2 32
𝑛 =1,3,5,…
1 𝜋 1 3𝜋 1 5𝜋 𝜋3
sin + sin + sin + … =
13 2 33 2 53 2 32
1 1 1 𝜋3
− + − …=
13 33 53 32
1, 0 < 𝑥 < 𝜋
13. Find the Fourier series for 𝑓 𝑥 =
2, 𝜋 < 𝑥 < 2𝜋
Where
2𝜋 𝜋 2𝜋
1
𝑎0 = 𝑓 𝑥 𝑑𝑥 = 𝑓 𝑥 𝑑𝑥 + 𝑓 𝑥 𝑑𝑥
𝜋
0 0 𝜋
𝜋 2𝜋
1 1
= 1𝑑𝑥 + 2 𝑑𝑥 = 𝜋 + 4𝜋 − 2𝜋 = 3
𝜋 𝜋
0 𝜋
2𝜋
1
𝑎𝑛 = 𝑓 𝑥 𝑐𝑜𝑠 𝑛𝑥𝑑𝑥
𝜋
0
𝜋 2𝜋
1
= 𝑓 𝑥 cos 𝑛𝑥 𝑑𝑥 + 𝑓 𝑥 cos 𝑛𝑥 𝑑𝑥
𝜋
0 𝜋
𝜋 2𝜋
1
= cos 𝑛𝑥 𝑑𝑥 + 2 cos 𝑛𝑥 𝑑𝑥
𝜋
0 𝜋
𝜋 2𝜋
1 sin 𝑛𝑥 sin 𝑛𝑥
𝑎𝑛 = +2 =0
𝜋 𝑛 0 𝑛 𝜋
2𝜋
1
𝑏𝑛 = 𝑓 𝑥 𝑠𝑖𝑛 𝑛𝑥𝑑𝑥
𝜋
0
𝜋 2𝜋
1
= 𝑓 𝑥 sin 𝑛𝑥 𝑑𝑥 + 𝑓 𝑥 sin 𝑛𝑥 𝑑𝑥
𝜋
0 𝜋
𝜋 2𝜋
1
= sin 𝑛𝑥 𝑑𝑥 + 2 sin 𝑛𝑥 𝑑𝑥
𝜋
0 𝜋
1 cos 𝑛𝑥 𝜋 cos 𝑛𝑥 2𝜋
= − +2 −
𝜋 𝑛 0 𝑛 𝜋
𝑙
𝑥 𝑓𝑜𝑟 0 < 𝑥 < 2
14. Find the Fourier sine series for 𝑓 𝑥 = 𝑙
𝑙−𝑥 𝑓𝑜𝑟 <𝑥<𝑙
2
Where
𝑙
2 𝑛𝜋𝑥
𝑏𝑛 = 𝑓 𝑥 sin 𝑑𝑥
𝑙 𝑙
0
𝑙
2 𝑙
2 𝑛𝜋𝑥 𝑛𝜋𝑥
= 𝑓 𝑥 sin 𝑑𝑥 + 𝑓 𝑥 sin 𝑑𝑥
𝑙 𝑙 𝑙
0 𝑙
2
𝑙
2 𝑙
2 𝑛𝜋𝑥 𝑛𝜋𝑥
= 𝑥 sin 𝑑𝑥 + (𝑙 − 𝑥) sin 𝑑𝑥
𝑙 𝑙 𝑙
0 𝑙
2
𝑙
𝑛𝜋𝑥 𝑛𝜋𝑥 2
2 cos 𝑙 sin 𝑙
= 𝑥 − 𝑛𝜋 −1 −
𝑙 𝑛𝜋 2
𝑙 𝑙 0
𝑙
𝑛𝜋𝑥 𝑛𝜋𝑥
2 cos 𝑙 sin 𝑙
+ 𝑙−𝑥 − 𝑛𝜋 − (−1) −
𝑙 𝑛𝜋 2
𝑙 𝑙 𝑙
2
𝑙 𝑙
𝑛𝜋 2 𝑛𝜋 2
2 𝑙 cos sin 𝑙
= − 𝑛𝜋𝑙 −1 − −0
𝑙 2 𝑛𝜋 2
𝑙 𝑙
𝑙 𝑙
𝑛𝜋 2 𝑛𝜋 2
2 𝑙 cos sin 𝑙
+ 0− 𝑙− − 𝑛𝜋𝑙 + (−1) −
𝑙 2 𝑛𝜋 2
𝑙 𝑙
𝑛𝜋 𝑛𝜋 𝑛𝜋 𝑛𝜋
2 cos 2 𝑙 2 𝑠𝑖𝑛 2 cos 2 𝑙 2 𝑠𝑖𝑛 2
= − + + +
𝑙 2𝑛𝜋 𝑛2 𝜋 2 2𝑛𝜋 𝑛2 𝜋 2
𝑛𝜋
4𝑙 𝑠𝑖𝑛
𝑏𝑛 = 2
𝑛2 𝜋 2
∞ 𝑛𝜋
4𝑙 𝑠𝑖𝑛 2 𝑛𝜋𝑥
𝑓 𝑥 = 2 sin
𝜋 𝑛2 𝑙
𝑛 =1
Here 𝑙 = 1 then
∞
𝑎0
𝑓 𝑥 = + 𝑎𝑛 cos 𝑛𝜋𝑥 + 𝑏𝑛 sin 𝑛𝜋𝑥
2
𝑛=1
Where
𝑙 1
1 1
𝑎0 = 𝑓 𝑥 𝑑𝑥 = 𝑓 𝑥 𝑑𝑥
𝑙 1
−𝑙 −1
0 1
= 𝑓 𝑥 𝑑𝑥 + 𝑓 𝑥 𝑑𝑥
−1 0
0 1
1
= 0 𝑑𝑥 + 1 𝑑𝑥 = 𝑥 0 =1
−1 0
𝑙 1
1 𝑛𝜋𝑥 1
𝑎𝑛 = 𝑓 𝑥 cos 𝑑𝑥 = 𝑓 𝑥 cos 𝑛𝜋𝑥 𝑑𝑥
𝑙 𝑙 1
−𝑙 −1
0 1
0 1
1
sin 𝑛𝜋𝑥
= 0. cos 𝑛𝜋𝑥 𝑑𝑥 + 1. cos 𝑛𝜋𝑥 𝑑𝑥 = = 0.
𝑛𝜋 0
−1 0
𝑙 1
1 𝑛𝜋𝑥 1
𝑏𝑛 = 𝑓 𝑥 sin 𝑑𝑥 = 𝑓 𝑥 sin 𝑛𝜋𝑥 𝑑𝑥
𝑙 𝑙 1
−𝑙 −1
0 1
0 1
cos 𝑛𝜋𝑥 1
= 0. sin 𝑛𝜋𝑥 𝑑𝑥 + 1. sin 𝑛𝜋𝑥 𝑑𝑥 = −
𝑛𝜋 0
−1 0
cos 𝑛𝜋 cos 0 1 𝑛
=− + = 1 − −1
𝑛𝜋 𝑛𝜋 𝑛𝜋
0 𝑤𝑒𝑛 𝑛 𝑖𝑠 𝑒𝑣𝑒𝑛
𝑏𝑛 = 2
𝑤𝑒𝑛 𝑛 𝑖𝑠 𝑜𝑑𝑑
𝑛𝜋
∞
1 2 1
𝑓 𝑥 = + sin 𝑛𝜋𝑥
2 𝜋 𝑛
𝑛 =1,3,5,…
16. Find Half Range Fourier Sine series 𝑓 𝑥 = 𝑥 cos 𝑥 in 0 < 𝑥 < 𝜋.
𝑓 𝑥 = 𝑏𝑛 sin 𝑛𝑥
𝑛 =1
where
𝜋
2
𝑏𝑛 = 𝑓 𝑥 sin 𝑛𝑥𝑑𝑥
𝜋
0
𝜋
2
= 𝑥𝑐𝑜𝑠 𝑥 sin 𝑛𝑥𝑑𝑥
𝜋
0
𝜋
1
= 𝑥 sin 𝑛 − 1 𝑥 + sin 𝑛 + 1 𝑥 𝑑𝑥
𝜋
0
𝜋
1 cos 𝑛 − 1 𝑥 − sin 𝑛 − 1 𝑥
= 𝑥 − − 1.
𝜋 𝑛−1 𝑛−1 2 0
𝜋
1 cos 𝑛 + 1 𝑥 − sin 𝑛 + 1 𝑥
+ 𝑥 − − 1.
𝜋 𝑛+1 𝑛+1 2 0
1 cos 𝑛 − 1 𝜋 cos 𝑛 + 1 𝜋
= 𝜋 − +𝜋 −
𝜋 𝑛−1 𝑛+1
−1 𝑛−1 −1 𝑛+1
=− +
𝑛−1 𝑛+1
−(𝑛 + 1) −1 𝑛 − (𝑛 − 1) −1 𝑛
=− ,𝑛 ≠ 1
𝑛2 − 1
2𝑛 −1 𝑛
𝑏𝑛 = 2
𝑛 −1
When 𝑛 = 1
𝜋
2
𝑏1 = 𝑓 𝑥 𝑠𝑖𝑛 𝑥𝑑𝑥
𝜋
0
𝜋
2
= 𝑥 cos 𝑥 𝑠𝑖𝑛 𝑥𝑑𝑥
𝜋
0
𝜋
1
= 𝑥 sin 2𝑥 𝑑𝑥
𝜋
0
𝜋
1 cos 2𝑥 sin 2𝑥
= 𝑥 − − 1. − 2
𝜋 2 2 0
1 1
= −𝜋 cos 2𝜋 = −
2𝜋 2
∞
1 𝑛 −1 𝑛
𝑓 𝑥 = − sin 𝑥 + 2 sin 𝑛𝑥
2 𝑛2 − 1
𝑛 =2
17. Find the Fourier series for 𝑓 𝑥 = 1 + 𝑥 + 𝑥 2 in ( − 𝜋, 𝜋) and deduce that
1 1 1 𝜋2
+ + …=
12 22 32 6
Where
𝜋 𝜋
1 1
𝑎0 = 𝑓 𝑥 𝑑𝑥 = 1 + 𝑥 + 𝑥 2 𝑑𝑥
𝜋 𝜋
−𝜋 −𝜋
𝜋
1 𝑥2 𝑥3 1 𝜋2 𝜋3 −𝜋 2
−𝜋 3
= 𝑥+ + = 𝜋+ + − −𝜋 + +
𝜋 2 3 −𝜋
𝜋 2 3 2 3
2 𝜋3 2𝜋 2
= 𝜋+ =2+
𝜋 3 3
𝜋 𝜋
1 1
𝑎𝑛 = 𝑓 𝑥 cos 𝑛𝑥 𝑑𝑥 = 1 + 𝑥 + 𝑥 2 cos 𝑛𝑥 𝑑𝑥
𝜋 𝜋
−𝜋 −𝜋
𝜋 𝜋
2
= 𝑐𝑜𝑠 𝑛𝑥𝑑𝑥 + 𝑥 2 𝑐𝑜𝑠 𝑛𝑥𝑑𝑥
𝜋
0 0
𝜋
2 sin 𝑛𝑥 sin 𝑛𝑥 cos 𝑛𝑥 sin 𝑛𝑥
= + 𝑥2 −2𝑥 − + 2 −
𝜋 𝑛 𝑛 𝑛2 𝑛3 0
4(−1)𝑛
=
𝑛2
2𝜋 𝜋
1 1
𝑏𝑛 = 𝑓 𝑥 𝑠𝑖𝑛 𝑛𝑥𝑑𝑥 = 1 + 𝑥 + 𝑥 2 sin 𝑛𝑥 𝑑𝑥
𝜋 𝜋
0 −𝜋
𝜋
2
= 𝑥𝑠𝑖𝑛 𝑛𝑥𝑑𝑥
𝜋
0
𝜋
2 cos 𝑛𝑥 sin 𝑛𝑥 −2(−1)𝑛
= 𝑥 − −1 − =
𝜋 𝑛 𝑛2 0 𝑛
∞
𝜋2 (−1)𝑛 (−1)𝑛
𝑓 𝑥 =1+ +4 cos 𝑛𝑥 − sin 𝑛𝑥
3 𝑛2 2𝑛
𝑛=1
Here ‘𝜋’ is a point of discontinuity which is an end point of the given interval. Therefore the
value of the Fourier series at 𝑥 = 𝜋 is the average value of 𝑓 𝑥 at 𝑥 = −𝜋 and 𝑥 = 𝜋
Putting 𝑥 = 𝜋, we get
∞
𝑓 −𝜋 + 𝑓(𝜋) 𝜋2 (−1)𝑛 (−1)𝑛
=1+ +4 cos 𝑛𝜋 − sin 𝑛𝜋
2 3 𝑛2 2𝑛
𝑛=1
∞
1 − 𝜋 + 𝜋2 + 1 + 𝜋 + 𝜋2 𝜋2 (−1)𝑛
= 1+ +4 (−1)𝑛
2 3 𝑛2
𝑛=1
∞
2
𝜋2 (−1)𝑛
1+𝜋 =1+ +4 (−1)𝑛
3 𝑛2
𝑛 =1
∞
1 2
𝜋 2 2𝜋 2
4 = 𝜋 − =
𝑛2 3 3
𝑛=1
∞
1 𝜋2
=
𝑛2 6
𝑛 =1
Harmonic analysis:
18. Find the Fourier series expansion of period 2𝜋 for the function 𝑦 = 𝑓(𝑥) which is
defined in (0, 2𝜋) by means of the table of values given below. Find the series upto the third
harmonic.
𝜋 𝟐𝜋 𝟒𝜋 𝟓𝜋
𝒙 0 𝜋 𝟐𝜋
𝟑 𝟑 𝟑 𝟑
Here 𝑛 = 6 Since the last value of 𝑦 is repetition of the first, only the first six values will be
used.
We know that
𝑎0
𝑓 𝑥 = + 𝑎1 cos 𝑥 + 𝑎2 cos 2𝑥 + 𝑎3 cos 3𝑥 + 𝑏1 sin 𝑥 + 𝑏2 sin 2𝑥 + 𝑏3 sin 3𝑥
2
Where
2 2 1
𝑎0 = 𝑦= 𝑦= 8.7 = 2.9
𝑛 6 3
2 2 1
𝑎1 = 𝑦 cos 𝑥 = 𝑦 cos 𝑥 = −1.1 = −2.53
𝑛 6 3
2 2 1
𝑎2 = 𝑦 cos 2𝑥 = 𝑦 cos 2𝑥 = −0.3 = −0.1
𝑛 6 3
2 2 1
𝑎3 = 𝑦 cos 3𝑥 = 𝑦 cos 3𝑥 = 0.1 = 0.033
𝑛 6 3
2 2 1
𝑏1 = 𝑦 sin 𝑥 = 𝑦 sin 𝑥 = 0.524 = 0.175
𝑛 6 3
2 2 1
𝑏2 = 𝑦 sin 2𝑥 = 𝑦 sin 2𝑥 = −0.178 = −0.059
𝑛 6 3
2 2 1
𝑏3 = 𝑦 sin 3𝑥 = 𝑦 sin 3𝑥 = 0 =0
𝑛 6 3
𝑓 𝑥 = 1.45 − 2.53 cos 𝑥 − 0.1 cos 2𝑥 + 0.033 cos 3𝑥 + 0.175 sin 𝑥 − 0.059 sin 2𝑥
𝒙 𝒚 𝒄𝒐𝒔 𝒙 𝒄𝒐𝒔 𝟐𝒙 𝒄𝒐𝒔 𝟑𝒙 𝒔𝒊𝒏 𝒙 𝒔𝒊𝒏 𝟐𝒙 𝒔𝒊𝒏 𝟑𝒙 𝒚𝒄𝒐𝒔 𝒙 𝒚𝒄𝒐𝒔 𝟐𝒙 𝒚𝒄𝒐𝒔 𝟑𝒙 𝒚𝒔𝒊𝒏 𝒙 𝒚𝒔𝒊𝒏 𝟐𝒙 𝒚𝒔𝒊𝒏 𝟑𝒙
0 1.0 1 1 1 0 0 0 1 1 1 0 0 0
𝜋
1.4 0.5 -0.5 -1 0.866 0.866 0 0.7 -0.7 -1.4 1.212 1.212 0
𝟑
𝟐𝜋
1.9 -0.5 -0.5 1 0.866 -0.866 0 -0.95 -0.95 1.9 1.65 -1.65 0
𝟑
𝟒𝜋
1.5 -0.5 -0.5 1 -0.866 0.866 0 -0.75 -0.75 1.5 -1.299 1.299 0
𝟑
𝟓𝜋
1.2 0.5 -0.5 -1 -0.866 -0.866 0 0.6 -0.6 -1.2 -1.039 -1.039 0
𝟑
𝒙 0 1 2 3 4 5
𝒇(𝒙) 9 18 24 28 26 20
𝑎0 𝜋𝑥 𝜋𝑥 𝜋𝑥 𝜋𝑥
𝑓 𝑥 = + 𝑎1 cos + 𝑎2 cos 2 + 𝑏1 sin + 𝑏2 sin 2
2 𝑙 𝑙 𝑙 𝑙
𝑎0 𝜋𝑥 𝜋𝑥 𝜋𝑥 𝜋𝑥
𝑓 𝑥 = + 𝑎1 cos + 𝑎2 cos 2 + 𝑏1 sin + 𝑏2 sin 2
2 3 3 3 3
Where
2 2 1
𝑎0 = 𝑦= 𝑦= 125 = 41.67
𝑛 6 3
2 𝜋𝑥 2 𝜋𝑥 1
𝑎1 = 𝑦 cos = 𝑦 cos = −25 = −8.33
𝑛 3 6 3 3
2 𝜋𝑥 2 𝜋𝑥 1
𝑎2 = 𝑦 cos 2 = 𝑦 cos 2 = −7 = −2.33
𝑛 3 6 3 3
2 𝜋𝑥 2 𝜋𝑥 1
𝑏1 = 𝑦 sin = 𝑦 sin = −3.464 = −1.155
𝑛 3 6 3 3
2 𝜋𝑥 2 𝜋𝑥 1
𝑏2 = 𝑦 sin 2 = 𝑦 sin 2 = 0 =0
𝑛 3 6 3 3
𝜋𝑥 𝜋𝑥 𝜋𝑥
𝑓 𝑥 = 20.83 − 8.33 cos − 2.33 cos 2 − 1.155 sin
3 3 3
𝝅𝒙 𝝅𝒙 𝝅𝒙 𝝅𝒙 𝝅𝒙 𝝅𝒙 𝝅𝒙 𝝅𝒙
𝒙 𝒚 𝒄𝒐𝒔 𝒄𝒐𝒔 𝟐 𝒔𝒊𝒏 𝒔𝒊𝒏 𝟐 𝒚𝒄𝒐𝒔 𝒚𝒄𝒐𝒔 𝟐 𝒚𝒔𝒊𝒏 𝒚𝒔𝒊𝒏 𝟐
𝟑 𝟑 𝟑 𝟑 𝟑 𝟑 𝟑 𝟑
0 9 1 1 0 0 9 9 0 0
𝟑 28 -1 1 0 0 -28 28 0 0
FOURIER TRANSFORMS
If is a given function 𝑓(𝑥) defined in −𝑙, 𝑙 and satisfies Dirichlet’s conditions, then
∞ ∞
1
𝑓 𝑥 = 𝑓 𝑡 cos 𝜆 𝑡 − 𝑥 𝑑𝑥 𝑑𝜆
𝜋
0 −∞
∞
−1
1
𝐹 𝐹 𝑠 = 𝑓 𝑥 𝑒 𝑖𝑠𝑥 𝑑𝑥
2𝜋
−∞
|𝑓 𝑥 |2 𝑑𝑥 = |𝐹 𝑠 |2 𝑑𝑠
−∞ −∞
|𝑓 𝑥 |2 𝑑𝑥 = |𝐹𝑆 𝑠 |2 𝑑𝑠
0 0
|𝑓 𝑥 |2 𝑑𝑥 = |𝐹𝐶 𝑠 |2 𝑑𝑠
0 0
Linearity property:
Shifting property:
𝑑 𝑛 𝑓(𝑥)
𝐹 = −𝑖𝑠 𝑛 𝐹 𝑠 .
𝑑𝑥 𝑛
𝟏 𝒔
𝑭𝒄 𝒇 𝒂𝒙 = 𝑭𝒄 , 𝒂 > 0.
𝒂 𝒂
Solution:
∞
2
𝐹𝑐 𝑓 𝑎𝑥 = 𝑓 𝑎𝑥 cos 𝑠𝑥 𝑑𝑥
𝜋
0
Put 𝑎𝑥 = 𝑦 when 𝑥 = 0, 𝑦 = 0.
𝑑𝑦
𝑑𝑥 = When 𝑥 = ∞, 𝑦 = ∞
𝑎
∞
2 𝑠𝑦 𝑑𝑦
= 𝑓 𝑦 cos
𝜋 𝑎 𝑎
0
∞
1 2 𝑠
= 𝑓 𝑦 cos 𝑦 𝑑𝑦
𝑎 𝜋 𝑎
0
1 𝑠
= 𝐹𝑐
𝑎 𝑎
𝒅[𝑭 𝒔 ]
If 𝑭 𝒔 = 𝑭 𝒇 𝒙 , then prove that 𝑭 𝒙𝒇 𝒙 = −𝒊 𝒅𝒔
1 ∞
Solution: 𝐹 𝑠 = 𝑓 𝑥 𝑒 𝑖𝑠𝑥 𝑑𝑥
2𝜋 −∞
∞
𝑑[𝐹 𝑠 ] 𝑑 1
= 𝑓 𝑥 𝑒 𝑖𝑠𝑥 𝑑𝑥
𝑑𝑠 𝑑𝑠 2𝜋
−∞
∞
1 𝜕 𝑖𝑠𝑥
= 𝑓 𝑥 (𝑒 )𝑑𝑥
2𝜋 𝜕𝑠
−∞
∞
1
= 𝑓 𝑥 𝑖𝑥(𝑒 𝑖𝑠𝑥 )𝑑𝑥
2𝜋
−∞
= 𝑖𝐹 𝑥𝑓 𝑥
𝑑[𝐹 𝑠 ]
𝐹 𝑥𝑓 𝑥 = −𝑖
𝑑𝑠
𝟏
𝑭𝒔 𝒇 𝒙 𝐜𝐨𝐬 𝒂𝒙 = 𝑭 𝒔 + 𝒂 + 𝑭𝒔 𝒔 − 𝒂
𝟐 𝒔
Solution:
∞
2
𝐹𝑠 𝑓 𝑥 𝑐𝑜𝑠𝑎𝑥 = 𝑓 𝑥 cos 𝑎𝑥 sin 𝑠𝑥 𝑑𝑥
𝜋
0
∞
2 1
= . 𝑓 𝑥 sin 𝑎 + 𝑠 𝑥 − sin 𝑎 − 𝑠 𝑥 𝑑𝑥
𝜋 2
0
2 1 ∞ 2 1
∞
= . 𝑓 𝑥 sin 𝑎 + 𝑠 𝑥 𝑑𝑥 − . 𝑓 𝑥 sin 𝑎 − 𝑠 𝑥 𝑑𝑥
𝜋 2 0 𝜋 2 0
1
= 𝐹 𝑠 + 𝑎 + 𝐹𝑠 𝑠 − 𝑎
2 𝑠
∞
1 𝑒 𝑖𝑎𝑥 + 𝑒 −𝑖𝑎𝑥 𝑖𝑠𝑥
= 𝑓 𝑥 𝑒 𝑑𝑥
2𝜋 2
−∞
∞ ∞
1 𝑒 𝑖(𝑠+𝑎 )𝑥 1 𝑒 𝑖(𝑠−𝑎 )𝑥
= 𝑓 𝑥 𝑑𝑥 + 𝑓 𝑥 𝑑𝑥
2𝜋 2 2𝜋 2
−∞ −∞
1
𝐹 𝑓 𝑥 cos 𝑎𝑥 = 𝐹 𝑠 + 𝑎 + 𝐹(𝑠 − 𝑎)
2
If 𝒇(𝒙) is an even function of 𝒙, its Fourier transform 𝑭(𝒔) will also be an even function
of s.
Proof: By definition
∞
1
𝐹 𝑠 = 𝑓 𝑥 𝑒 𝑖𝑠𝑥 𝑑𝑥 … 1
2𝜋
−∞
So (2) becomes
−∞
1
𝐹 −𝑠 = 𝑓 −𝑢 𝑒 𝑖𝑠𝑢 . (−𝑑𝑢)
2𝜋
∞
∞
1
= 𝑓 −𝑢 𝑒 𝑖𝑠𝑢 𝑑𝑢
2𝜋
−∞
1 ∞
= 𝑓 −𝑥 𝑒 𝑖𝑠𝑥 𝑑𝑥 [Changing the dummy variable u into x]
2𝜋 −∞
∞
1
= 𝑓 𝑥 𝑒 𝑖𝑠𝑥 𝑑𝑥 = 𝐹 𝑆 𝑏𝑦 1 .
2𝜋
−∞
If 𝒇(𝒙) is an odd function of 𝒙, its Fourier transform 𝑭(𝒔) will also be an odd function of s.
Proof: By definition
∞
1
𝐹 𝑠 = 𝑓 𝑥 𝑒 𝑖𝑠𝑥 𝑑𝑥 … 1
2𝜋
−∞
Changing s into –s in both sides of (1),
∞
1
𝐹 −𝑠 = 𝑓 𝑥 𝑒 −𝑖𝑠𝑥 𝑑𝑥 … 2
2𝜋
−∞
So (2) becomes
−∞
1
𝐹 −𝑠 = 𝑓 −𝑢 𝑒 𝑖𝑠𝑢 . (−𝑑𝑢)
2𝜋
∞
∞
1
= 𝑓 −𝑢 𝑒 𝑖𝑠𝑢 𝑑𝑢
2𝜋
−∞
1 ∞
= −∞
𝑓 −𝑥 𝑒 𝑖𝑠𝑥 𝑑𝑥 [Changing the dummy variable u into x]
2𝜋
∞
1
= −𝑓 𝑥 𝑒 𝑖𝑠𝑥 𝑑𝑥 = −𝐹 𝑆 𝑏𝑦 1 .
2𝜋
−∞
If 𝑭𝒄 𝒇 𝒙 = 𝑭𝒄 𝒔 , prove that 𝑭𝒄 𝑭𝒄 𝒙 = 𝒇 𝒔
Proof:
By inverse cosine transform, we get
∞
2
𝑓(𝑥) = 𝐹𝑐 𝑠 cos 𝑠𝑥 𝑑𝑠
𝜋
0
Interchanging 𝑠 𝑎𝑛𝑑 𝑥, we get
∞
2
𝑓(𝑠) = 𝐹𝑐 𝑥 cos 𝑠𝑥 𝑑𝑥
𝜋
0
= 𝐹𝑐 𝐹𝑐 𝑥 𝐵𝑦 𝑑𝑒𝑓𝑖𝑛𝑖𝑡𝑖𝑜𝑛 𝑜𝑓 𝐹𝑜𝑢𝑟𝑖𝑒𝑟 𝑐𝑜𝑠𝑖𝑛𝑒 𝑡𝑟𝑎𝑛𝑠𝑓𝑜𝑟𝑚
∞
1 ∞
= 𝑒 𝑖𝑠𝑥 𝑓 𝑥 −∞
− 𝑓 𝑥 𝑖𝑠𝑒 𝑖𝑠𝑥 𝑑𝑥
2𝜋
−∞
∞
𝑖𝑠
=− 𝑓 𝑥 𝑒 𝑖𝑠𝑥 𝑑𝑥
2𝜋
−∞
= −𝑖𝑠𝐹 𝑠 .
∞
𝑑 2 𝑓(𝑥) 1
𝐹 = 𝑓′′ 𝑥 𝑒 𝑖𝑠𝑥 𝑑𝑥
𝑑𝑥 2 2𝜋
−∞
∞
1
= 𝑒 𝑖𝑠𝑥 𝑑 𝑓′(𝑥)
2𝜋
−∞
∞
1 ∞
= 𝑒 𝑖𝑠𝑥 𝑓′ 𝑥 −∞
− 𝑓′ 𝑥 𝑖𝑠𝑒 𝑖𝑠𝑥 𝑑𝑥
2𝜋
−∞
∞
𝑖𝑠
=− 𝑓′ 𝑥 𝑒 𝑖𝑠𝑥 𝑑𝑥
2𝜋
−∞
∞
𝑖𝑠 ∞
=− 𝑒 𝑖𝑠𝑥 𝑓 𝑥 −∞
− 𝑓 𝑥 𝑖𝑠𝑒 𝑖𝑠𝑥 𝑑𝑥
2𝜋
−∞
∞
2
−𝑖𝑠
= 𝑓 𝑥 𝑒 𝑖𝑠𝑥 𝑑𝑥
2𝜋
−∞
= −𝑖𝑠 2 𝐹 𝑠 .
In general,
𝑑 𝑛 𝑓(𝑥)
𝐹 = −𝑖𝑠 𝑛 𝐹 𝑠 .
𝑑𝑥 𝑛
If 𝐹(𝑠) and 𝐺(𝑠) are the functions of 𝑓(𝑥) and 𝑔(𝑥) respectively then the Fourier transform
of the convolution of 𝑓(𝑥) and 𝑔(𝑥) is the product of their Fourier transform
𝐹 (𝑓 ∗ 𝑔 𝑥] = 𝐹 𝑆 . 𝐺(𝑠)
∞ ∞ ∞
1 1 1
𝑓 ∗ 𝑔 𝑥 𝑒 𝑖𝑠𝑥 𝑑𝑥 = 𝑓 𝑥 𝑒 𝑖𝑠𝑥 𝑑𝑥 𝑔 𝑥 𝑒 𝑖𝑠𝑥 𝑑𝑥
2𝜋 2𝜋 2𝜋
−∞ −∞ −∞
1 − 𝑥 𝑓𝑜𝑟 𝑥 ≤ 1
1. Find the Fourier transform of 𝑓 𝑥 =
0 𝑓𝑜𝑟 𝑥 > 1
And deduce that
∞
𝑠𝑖𝑛4 𝑡 𝜋
4
𝑑𝑡 =
𝑡 3
0
Solution:
∞
1
𝐹 𝑓(𝑥) = 𝑓(𝑥)𝑒 𝑖𝑠𝑥 𝑑𝑥
2𝜋
−∞
1
1
𝐹 𝑓(𝑥) = 1 − 𝑥 𝑒 𝑖𝑠𝑥 𝑑𝑥
2𝜋
−1
0 1
1 −𝑥, 𝑥<0
= 1 − −𝑥 𝑒 𝑖𝑠𝑥 𝑑𝑥 + 1 − 𝑥 𝑒 𝑖𝑠𝑥 𝑑𝑥 ∵ 𝑥 =
2𝜋 𝑥, 𝑥≥0
−1 0
0 1
1 𝑖𝑠𝑥
= 1+𝑥 𝑒 𝑑𝑥 + 1 − 𝑥 𝑒 𝑖𝑠𝑥 𝑑𝑥
2𝜋
−1 0
𝑖𝑠𝑥 𝑖𝑠𝑥 0 1
1 𝑒 𝑒 𝑒 𝑖𝑠𝑥 𝑒 𝑖𝑠𝑥
= 1+𝑥 −1 2
+ 1−𝑥 − −1
2𝜋 𝑖𝑠 𝑖𝑠 −1
𝑖𝑠 𝑖𝑠 2 0
1 𝑒 𝑖𝑠0 𝑒 𝑖𝑠0 𝑒 −𝑖𝑠 𝑒 −𝑖𝑠
= 1+0 − − 1−1 −
2𝜋 𝑖𝑠 𝑖𝑠 2 𝑖𝑠 𝑖𝑠 2
1 𝑒 𝑖𝑠 𝑒 𝑖𝑠 𝑒 𝑖𝑠0 𝑒 𝑖𝑠0
+ 1−1 + − 1−0 +
2𝜋 𝑖𝑠 𝑖𝑠 2 𝑖𝑠 𝑖𝑠 2
1
1 1 𝑒 −𝑖𝑠 𝑒 𝑖𝑠 1 1
= − 2
− 0 − 2
+ 0 + 2
− + 2
2𝜋 𝑖𝑠 𝑖𝑠 𝑖𝑠 𝑖𝑠 𝑖𝑠 𝑖𝑠
1 1 𝑒 −𝑖𝑠 𝑒 𝑖𝑠 1
= − 2
+ 2
+ 2
−
2𝜋 𝑖𝑠 𝑖𝑠 𝑖𝑠 𝑖𝑠 2
1 1 𝑒 −𝑖𝑠 𝑒 𝑖𝑠 1 1 2 𝑒 𝑖𝑠 + 𝑒 −𝑖𝑠
= − − + = −
2𝜋 𝑠 2 𝑠2 𝑠2 𝑠2 2𝜋 𝑠 2 𝑠2
1 2 2 cos 𝑠 2 1
= 2
− = 1 − cos 𝑠
2𝜋 𝑠 𝑠2 2𝜋 𝑠 2
2𝑠
2 2𝑠𝑖𝑛 2
=
𝜋 𝑠2
By Parseval’s identity
∞ ∞
2 2
𝑓(𝑥) 𝑑𝑥 = 𝐹 𝑓(𝑥) 𝑑𝑠
−∞ −∞
2
1 ∞ 2 𝑠
2
2 2𝑠𝑖𝑛 2
1− 𝑥 𝑑𝑥 = 𝑑𝑠
𝜋 𝑠2
−1 −∞
2
1 ∞ 2𝑠
2 2𝑠𝑖𝑛 2
2 1 − 𝑥 2 𝑑𝑥 = 2 𝑑𝑠
𝜋 𝑠2
0 0
∞ 𝑠4 3 1
8 𝑠𝑖𝑛 2 1−𝑥 1−1 3
1−0 3
1
𝑑𝑠 = = − =
𝜋 𝑠4 −3 0
−3 −3 3
0
∞ 𝑠
𝑠𝑖𝑛4 2 𝜋
𝑑𝑠 =
𝑠4 24
0
𝑠
𝑃𝑢𝑡 𝑡 = 𝑠 = 2𝑡, 𝑑𝑠 = 2𝑑𝑡, 𝑤𝑒𝑛 𝑠 = 0 𝑡 = 0 𝑎𝑛𝑑 𝑠 = ∞ 𝑡=∞
2 ∞
𝑠𝑖𝑛4 𝑡 𝜋
4
2𝑑𝑡 =
2𝑡 24
0
∞
𝑠𝑖𝑛4 𝑡 𝜋
4
𝑑𝑡 =
𝑡 3
0
2. Using Parseval’s identity calculate
∞ ∞
𝑑𝑥 𝑥 2 𝑑𝑥
𝑖) 𝑖𝑖) 𝑖𝑓 𝑎 > 0
𝑥 + 𝑎2
2 2 𝑥 2 + 𝑎2 2
0 0
Solution: i) We know that
2 𝑎
𝐹𝑐 𝑒 −𝑎𝑥 =
𝜋 𝑎 + 𝑠2
2
Here 𝑓 𝑥 = 𝑒 −𝑎𝑥
Here 𝑓 𝑥 = 𝑒 −𝑎𝑥
1 𝑓𝑜𝑟 |𝑥| ≤ 𝑎
3. Find the Fourier transform 𝑓 𝑥 = 𝑖𝑓 𝑎 > 0
0 𝑓𝑜𝑟 𝑥 > 𝑎
Deduce that
∞ ∞
2
sin 𝑡 𝜋 sin 𝑡 𝜋
𝑖 𝑑𝑡 = 𝑖𝑖) 𝑑𝑡 =
𝑡 2 𝑡 2
0 0
Solution:
∞
1
𝐹 𝑓(𝑥) = 𝑓(𝑥)𝑒 𝑖𝑠𝑥 𝑑𝑥
2𝜋
−∞
𝑎 𝑎
1 𝑖𝑠𝑥
𝑒 𝑖𝑠𝑥
1
𝐹 𝑓(𝑥) = 1𝑒 𝑑𝑥 =
2𝜋 2𝜋 𝑖𝑠 −𝑎
−𝑎
𝑖𝑠𝑎 −𝑖𝑠𝑎 𝑖𝑠𝑎 −𝑖𝑠𝑎
1 𝑒 𝑒 1 1 𝑒 −𝑒
= − =
2𝜋 𝑖𝑠 𝑖𝑠 2𝜋 𝑠 𝑖
1 2 sin 𝑎𝑠 2 sin 𝑎𝑠
= =
2𝜋 𝑠 𝜋 𝑠
i) By inverse Fourier transform
∞
1
𝑓(𝑥) = 𝐹 𝑓(𝑥) 𝑒 −𝑖𝑠𝑥 𝑑𝑠
2𝜋
−∞
∞
1 2 sin 𝑎𝑠 −𝑖𝑠𝑥
1= 𝑒 𝑑𝑠 … (1)
2𝜋 𝜋 𝑠
−∞
Put 𝑥 = 0 𝑎𝑛𝑑 𝑎 = 1 𝑖𝑛 1 , 𝑤𝑒 𝑔𝑒𝑡
∞
1 sin 𝑠
1= 𝑑𝑠
𝜋 𝑠
−∞
∞
2 sin 𝑠
1= 𝑑𝑠
𝜋 𝑠
0
∞
sin 𝑠 𝜋
𝑑𝑠 =
𝑠 2
0
ii) By Parseval’s identity, we get
∞ ∞
2
𝑓(𝑥) 2 𝑑𝑥 = 𝐹 𝑓(𝑥) 𝑑𝑠
−∞ −∞
𝑎 ∞ 2
2 sin 𝑎𝑠
1 2 𝑑𝑥 = 𝑑𝑠
𝜋 𝑠
−𝑎 −∞
𝑎 ∞
2
2 sin 𝑎𝑠
2 𝑑𝑥 = 2 𝑑𝑠
𝜋 𝑠
0 0
∞
2
2 sin 𝑎𝑠 𝑎
𝑑𝑠 = 𝑥 0
𝜋 𝑠
0
∞
2
sin 𝑎𝑠 𝜋
𝑑𝑠 = 𝑎 … (2)
𝑠 2
0
Put 𝑎 = 1 𝑖𝑛 2 , 𝑤𝑒 𝑔𝑒𝑡
∞
2
sin 𝑠 𝜋
𝑑𝑠 =
𝑠 2
0
1 − 𝑥 2 𝑓𝑜𝑟 |𝑥| ≤ 1
4. Find the Fourier transform of 𝑓 𝑥 =
0 𝑓𝑜𝑟 |𝑥| > 1
Hence prove that
∞
sin 𝑠 − 𝑠 cos 𝑠 𝑠 3𝜋
cos 𝑑𝑠 =
𝑠3 2 16
0
Solution:
∞
1
𝐹 𝑓(𝑥) = 𝑓(𝑥)𝑒 𝑖𝑠𝑥 𝑑𝑥
2𝜋
−∞
1
1
𝐹 𝑓(𝑥) = 1 − 𝑥 2 𝑒 𝑖𝑠𝑥 𝑑𝑥
2𝜋
−1
1
1 2
𝑒 𝑖𝑠𝑥 𝑒 𝑖𝑠𝑥 𝑒 𝑖𝑠𝑥
= 1−𝑥 − −2𝑥 + (−2)
2𝜋 𝑖𝑠 𝑖𝑠 2 𝑖𝑠 3 −1
1 𝑒 𝑖𝑠 𝑒 𝑖𝑠 𝑒 𝑖𝑠
= 1−1 +2 − 2
2𝜋 𝑖𝑠 𝑖𝑠 2 𝑖𝑠 3
1 𝑒 −𝑖𝑠 𝑒 −𝑖𝑠 𝑒 −𝑖𝑠
− 1−1 + 2 −1 −2
2𝜋 𝑖𝑠 𝑖𝑠 2 𝑖𝑠 3
1 𝑒 𝑖𝑠 𝑒 −𝑖𝑠 𝑒 𝑖𝑠 𝑒 −𝑖𝑠
= 2 + 2 − 2 + 2
2𝜋 𝑖𝑠 2 𝑖𝑠 2 𝑖𝑠 3 𝑖𝑠 3
2 𝑒 𝑖𝑠 𝑒 −𝑖𝑠 𝑒 𝑖𝑠 𝑒 −𝑖𝑠
= − 2 + − 2 − − 3 + − 3
2𝜋 𝑠 𝑠 𝑖𝑠 𝑖𝑠
2 1 1 𝑒 𝑖𝑠 − 𝑒 −𝑖𝑠
= − 2 𝑒 𝑖𝑠 + 𝑒 −𝑖𝑠 + 3
𝜋 𝑠 𝑠 𝑖
2 2 cos 𝑠 2 sin 𝑠 2 1
= − + = 2 sin 𝑠 − 𝑠 cos 𝑠
𝜋 𝑠2 𝑠3 𝜋 𝑠3
2𝑥 2
5. Find the Fourier cosine transform of 𝑒 −𝑎 ,𝑎 > 0
Solution:
∞
2
𝐹𝑐 𝑓(𝑥) = 𝑓 𝑥 cos 𝑠𝑥 𝑑𝑥
𝜋
0
∞
2𝑥 2 2 2𝑥 2
𝐹𝑐 𝑒 −𝑎 = 𝑒 −𝑎 cos 𝑠𝑥 𝑑𝑥
𝜋
0
∞
1 2 2𝑥 2
= 𝑒 −𝑎 cos 𝑠𝑥 𝑑𝑥
2 𝜋
−∞
∞
1 2𝑥 2
= 𝑒 −𝑎 𝑅. 𝑃 𝑜𝑓 𝑒 𝑖𝑠𝑥 𝑑𝑥
2𝜋
−∞
∞
1 2𝑥 2
= 𝑅. 𝑃 𝑜𝑓 𝑒 −𝑎 𝑒 𝑖𝑠𝑥 𝑑𝑥
2𝜋
−∞
∞
1 2 𝑥 2 +𝑖𝑠𝑥
= 𝑅. 𝑃 𝑜𝑓 𝑒 −𝑎 𝑑𝑥
2𝜋
−∞
∞
1 𝑖𝑠𝑥
−𝑎 2 𝑥 2 − 2
= 𝑅. 𝑃 𝑜𝑓 𝑒 𝑎 𝑑𝑥
2𝜋
−∞
∞
𝑖𝑠𝑥 𝑖𝑠 2 𝑖𝑠 2
1 −𝑎 2 𝑥 2 − 2 +
𝑎 2𝑎 2 −
2𝑎 2
= 𝑅. 𝑃 𝑜𝑓 𝑒 𝑑𝑥
2𝜋
−∞
∞
𝑖𝑠 2 𝑖𝑠 2
1 −𝑎 2 𝑥− 2 −
2𝑎 2𝑎 2
= 𝑅. 𝑃 𝑜𝑓 𝑒 𝑑𝑥
2𝜋
−∞
∞
𝑖𝑠 2 𝑖𝑠 2
1 − 𝑎𝑥 −
2𝑎
−
2𝑎
= 𝑅. 𝑃 𝑜𝑓 𝑒 𝑑𝑥
2𝜋
−∞
∞
1 𝑖𝑠 2 𝑖𝑠 2
𝑒− 𝑎𝑥 −
= 𝑅. 𝑃 𝑜𝑓 2𝑎 𝑒 2𝑎 𝑑𝑥
2𝜋
−∞
∞
1 𝑠2 𝑖𝑠 2
− − 𝑎𝑥 −
= 𝑅. 𝑃 𝑜𝑓 𝑒 4𝑎 2 𝑒 2𝑎 𝑑𝑥
2𝜋
−∞
𝑖𝑠 𝑑𝑦
𝑃𝑢𝑡 𝑦 = 𝑎𝑥 − , 𝑑𝑦 = 𝑎𝑑𝑥 𝑑𝑥 = , 𝑤𝑒𝑛 𝑥 = ±∞ 𝑦 = ±∞
2𝑎 𝑎 ∞
1 − 𝑠 22 2 𝑑𝑦
= 𝑅. 𝑃 𝑜𝑓 𝑒 4𝑎 𝑒 −𝑦
2𝜋 𝑎
−∞
1 𝑠2 𝜋
−
= 𝑅. 𝑃 𝑜𝑓 𝑒 4𝑎 2
2𝜋 𝑎
1 𝑠2
2𝑥 2 −
𝐹𝑐 𝑒 −𝑎 = 𝑒 4𝑎 2
𝑎 2
−𝑥 2 2
6. Show that 𝑓 𝑥 = 𝑒 is self reciprocal under the Fourier cosine transform, deduce
−𝑥 2 2
that 𝑔 𝑥 = 𝑥𝑒 is self reciprocal under the Fourier sine transform.
Solution:
∞
2
𝐹𝑐 𝑓(𝑥) = 𝑓 𝑥 cos 𝑠𝑥 𝑑𝑥
𝜋
0
∞
𝑥2 2 𝑥2
𝐹𝑐 𝑒 − 2 = 𝑒− 2 cos 𝑠𝑥 𝑑𝑥
𝜋
0
∞
1 2 𝑥2
= 𝑒− 2 cos 𝑠𝑥 𝑑𝑥
2 𝜋
−∞
∞
1 𝑥2
−
= 𝑒 2 𝑅. 𝑃 𝑜𝑓 𝑒 𝑖𝑠𝑥 𝑑𝑥
2𝜋
−∞
∞
1 𝑥2
= 𝑅. 𝑃 𝑜𝑓 𝑒− 2 𝑒 𝑖𝑠𝑥 𝑑𝑥
2𝜋
−∞
∞
1 𝑥2
− +𝑖𝑠𝑥
= 𝑅. 𝑃 𝑜𝑓 𝑒 2 𝑑𝑥
2𝜋
−∞
∞
1 1
𝑥 2 −2𝑖𝑠𝑥
= 𝑅. 𝑃 𝑜𝑓 𝑒− 2 𝑑𝑥
2𝜋
−∞
∞
1 1
𝑥 2 −2𝑖𝑠𝑥 + 𝑖𝑠 2 − 𝑖𝑠 2
= 𝑅. 𝑃 𝑜𝑓 𝑒− 2 𝑑𝑥
2𝜋
−∞
∞
1 1
𝑥−𝑖𝑠 2 − 𝑖𝑠 2
= 𝑅. 𝑃 𝑜𝑓 𝑒− 2 𝑑𝑥
2𝜋
−∞
∞
𝑥−𝑖𝑠 2 𝑖𝑠 2
1 −
= 𝑅. 𝑃 𝑜𝑓 𝑒 2 𝑒 2 𝑑𝑥
2𝜋
−∞
∞
𝑠2 𝑥−𝑖𝑠 2
1 − −
= 𝑅. 𝑃 𝑜𝑓 𝑒 2 𝑒 2 𝑑𝑥
2𝜋
−∞
𝑥 − 𝑖𝑠 𝑑𝑥
𝑃𝑢𝑡 𝑦 = , 𝑑𝑦 = 𝑑𝑥 = 2𝑑𝑦, 𝑤𝑒𝑛 𝑥 = ±∞ 𝑦 = ±∞
2 2
∞
1 𝑠2 2
= 𝑅. 𝑃 𝑜𝑓 𝑒− 4 𝑒 −𝑦 2𝑑𝑦
2𝜋
−∞
1 𝑠2
= 𝑅. 𝑃 𝑜𝑓 𝑒− 4 2 𝜋
2𝜋
𝑥2 𝑠2
𝐹𝑐 𝑒 − 2 = 𝑒− 2
𝑑
𝐹𝑠 𝑥𝑓(𝑥) = − 𝐹 𝑓(𝑥)
𝑑𝑠 𝑐
𝑥2 𝑑 𝑥2
𝐹𝑠 𝑥𝑒 − 2 = − 𝐹𝑐 𝑒 − 2
𝑑𝑠
2
𝑑 − 𝑠 2𝑠 − 𝑠 2
=− 𝑒 2 =− − 𝑒 2
𝑑𝑠 2
𝑥2 𝑠2
𝐹𝑠 𝑥𝑒 − 2 = 𝑠𝑒 − 2
2 𝑒 −∞ 𝑒0
= −𝑎 cos 𝑠∞ + 𝑠 sin 𝑠∞ − −𝑎 cos 𝑠0 + 𝑠 sin 𝑠0
𝜋 𝑎2 + 𝑠 2 𝑎2 + 𝑠 2
𝑑 𝑒 −𝑎𝑥 2 𝑎
𝐹𝑠 =
𝑑𝑠 𝑥 𝜋 𝑎 + 𝑠2
2
𝑒 −𝑎𝑥 2 𝑎 2 𝑑𝑠
𝐹𝑠 = 𝑑𝑠 = 𝑎
𝑥 𝜋 𝑎 + 𝑠2
2 𝜋 𝑎2 + 𝑠2
𝑒 −𝑎𝑥 2 1 𝑠
𝐹𝑠 = 𝑎 𝑡𝑎𝑛−1
𝑥 𝜋 𝑎 𝑎
𝑒 −𝑎𝑥 2 𝑠
𝐹𝑠 = 𝑡𝑎𝑛−1
𝑥 𝜋 𝑎
2
8. Find the Fourier cosine transform of 𝑒 −𝑥
Solution:
∞
2
𝐹𝑐 𝑓(𝑥) = 𝑓 𝑥 cos 𝑠𝑥 𝑑𝑥
𝜋
0
∞
2 2 2
𝐹𝑐 𝑒 −𝑥 = 𝑒 −𝑥 cos 𝑠𝑥 𝑑𝑥
𝜋
0
∞
1 2 2
= 𝑒 −𝑥 cos 𝑠𝑥 𝑑𝑥
2 𝜋
−∞
∞
1 2
= 𝑒 −𝑥 𝑅. 𝑃 𝑜𝑓 𝑒 𝑖𝑠𝑥 𝑑𝑥
2𝜋
−∞
∞
1 2
= 𝑅. 𝑃 𝑜𝑓 𝑒 −𝑥 𝑒 𝑖𝑠𝑥 𝑑𝑥
2𝜋
−∞
∞
1 2 +𝑖𝑠𝑥
= 𝑅. 𝑃 𝑜𝑓 𝑒 −𝑥 𝑑𝑥
2𝜋
−∞
∞
1 2 −𝑖𝑠𝑥
= 𝑅. 𝑃 𝑜𝑓 𝑒− 𝑥 𝑑𝑥
2𝜋
−∞
∞
𝑖𝑠 2 𝑖𝑠 2
1 − 𝑥 2 −𝑖𝑠𝑥 +
2
−
2
= 𝑅. 𝑃 𝑜𝑓 𝑒 𝑑𝑥
2𝜋
−∞
∞
𝑖𝑠 2 𝑖𝑠 2
1 − 𝑥−
2
−
2
= 𝑅. 𝑃 𝑜𝑓 𝑒 𝑑𝑥
2𝜋
−∞
∞
1 𝑖𝑠 2 𝑖𝑠 2
− 𝑥−
= 𝑅. 𝑃 𝑜𝑓 𝑒 2 𝑒 2 𝑑𝑥
2𝜋
−∞
∞
1 𝑠2 𝑖𝑠 2
− 𝑥−
= 𝑅. 𝑃 𝑜𝑓 𝑒− 4 𝑒 2 𝑑𝑥
2𝜋
−∞
𝑖𝑠
𝑃𝑢𝑡 𝑦 = 𝑥 − , 𝑑𝑦 = 𝑑𝑥 𝑑𝑥 = 𝑑𝑦, 𝑤𝑒𝑛 𝑥 = ±∞ 𝑦 = ±∞
2 ∞
1 𝑠2 2
−
= 𝑅. 𝑃 𝑜𝑓 𝑒 4 𝑒 −𝑦 𝑑𝑦
2𝜋
−∞
1 𝑠2
= 𝑅. 𝑃 𝑜𝑓 𝑒− 4 𝜋
2𝜋
2 1 − 𝑠2
𝐹𝑐 𝑒 −𝑥 = 𝑒 4
2
𝑥 𝑓𝑜𝑟 0 ≤ 𝑥 ≤ 1
9. Find the Fourier sine transform of 𝑓 𝑥 = 2 − 𝑥 𝑓𝑜𝑟 1 ≤ 𝑥 ≤ 2
0 𝑓𝑜𝑟 𝑥 > 2
Solution:
∞
2
𝐹𝑠 𝑓(𝑥) = 𝑓 𝑥 sin 𝑠𝑥 𝑑𝑥
𝜋
0
1 2
2
= 𝑓 𝑥 sin 𝑠𝑥 𝑑𝑥 + 𝑓 𝑥 sin 𝑠𝑥 𝑑𝑥
𝜋
0 1
1 2
2
= 𝑥 sin 𝑠𝑥 𝑑𝑥 + 2 − 𝑥 sin 𝑠𝑥 𝑑𝑥
𝜋
0 1
1 2
2 cos 𝑠𝑥 sin 𝑠𝑥 cos 𝑠𝑥 sin 𝑠𝑥
= 𝑥 − −1 − 2 + 2−𝑥 − − (−1) − 2
𝜋 𝑠 𝑠 0 𝑠 𝑠 1
2 2sin 𝑠 2 2sin 𝑠 2
𝑠
= 1 − cos 𝑠 = 2𝑠𝑖𝑛
𝜋 𝑠2 𝜋 𝑠2 2
2 sin 𝑠 𝑠
𝐹𝑠 𝑓(𝑥) = 4 2
𝑠𝑖𝑛2
𝜋 𝑠 2
𝑎2 − 𝑥 2 𝑓𝑜𝑟 |𝑥| ≤ 𝑎
10. Find the complex Fourier transform of 𝑓 𝑥 =
0 𝑓𝑜𝑟 𝑥 > 𝑎
Hence deduce
∞ ∞ 2
sin 𝑥 − 𝑥 cos 𝑥 𝜋 sin 𝑥 − 𝑥 cos 𝑥 𝜋
𝑖) 𝑑𝑥 = 𝑖𝑖) 𝑑𝑥 =
𝑥3 4 𝑥3 15
0 0
Solution:
∞
1
𝐹 𝑓(𝑥) = 𝑓(𝑥)𝑒 𝑖𝑠𝑥 𝑑𝑥
2𝜋
−∞
𝑎
1
𝐹 𝑓(𝑥) = 𝑎2 − 𝑥 2 𝑒 𝑖𝑠𝑥 𝑑𝑥
2𝜋
−𝑎
𝑖𝑠𝑥 𝑎
1 2 2
𝑒 𝑒 𝑖𝑠𝑥 𝑒 𝑖𝑠𝑥
= 𝑎 −𝑥 − −2𝑥 + (−2)
2𝜋 𝑖𝑠 𝑖𝑠 2 𝑖𝑠 3 −𝑎
1 𝑒 𝑖𝑠𝑎 𝑒 𝑖𝑠𝑎 𝑒 𝑖𝑠𝑎
= 𝑎2 − 𝑎2 + 2𝑎 − 2
2𝜋 𝑖𝑠 𝑖𝑠 2 𝑖𝑠 3
1 𝑒 −𝑖𝑠𝑎 𝑒 −𝑖𝑠𝑎 𝑒 −𝑖𝑠𝑎
− 𝑎2 − 𝑎2 + 2 −𝑎 − 2
2𝜋 𝑖𝑠 𝑖𝑠 2 𝑖𝑠 3
1 𝑒 𝑖𝑠𝑎 𝑒 −𝑖𝑠𝑎 𝑒 𝑖𝑠𝑎 𝑒 −𝑖𝑠𝑎
= 2 + 2𝑎 − 2 + 2𝑎
2𝜋 𝑖𝑠 2 𝑖𝑠 2 𝑖𝑠 3 𝑖𝑠 3
𝑖𝑠𝑎 −𝑖𝑠𝑎 𝑖𝑠𝑎 −𝑖𝑠𝑎
2 𝑒 𝑒 𝑒 𝑒
= − 2 + − 2 − − 3 + − 3
2𝜋 𝑠 𝑠 𝑖𝑠 𝑖𝑠
2 𝑎 𝑖𝑠𝑎 −𝑖𝑠𝑎
1 𝑒 𝑖𝑠𝑎 − 𝑒 −𝑖𝑠𝑎
= − 𝑒 +𝑒 + 3
𝜋 𝑠2 𝑠 𝑖
2 2 acos 𝑎𝑠 2 sin 𝑎𝑠 2 1
= − 2
+ 3
=2 sin 𝑎𝑠 − 𝑎𝑠 cos 𝑎𝑠
𝜋 𝑠 𝑠 𝜋 𝑠3
∞
2 sin 𝑎𝑠 − 𝑎𝑠 cos 𝑎𝑠
𝑑𝑠 = 𝑎2 − 0 … (2)
𝜋 𝑠3
−∞
Put 𝑎 = 1 𝑖𝑛 2 , 𝑤𝑒 𝑔𝑒𝑡
∞
2 sin 𝑠 − 𝑠 cos 𝑠
𝑑𝑠 = 1
𝜋 𝑠3
−∞
∞
4 sin 𝑠 − 𝑠 cos 𝑠
𝑑𝑠 = 1
𝜋 𝑠3
0
∞
sin 𝑥 − 𝑥 cos 𝑥 𝜋
𝑑𝑥 = (∵ 𝑠 𝑖𝑠 𝑑𝑢𝑚𝑚𝑦 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝑖𝑡 𝑖𝑠 𝑟𝑒𝑝𝑙𝑎𝑐𝑒𝑑 𝑏𝑦 𝑥)
𝑥3 4
0
𝑎 ∞ 2
2 sin 𝑎𝑠 − 𝑎𝑠 cos 𝑎𝑠
𝑎2 − 𝑥 2 2 𝑑𝑥 = 2 𝑑𝑠
𝜋 𝑠3
−𝑎 −∞
𝑎 ∞ 2
2 sin 𝑎𝑠 − 𝑎𝑠 cos 𝑎𝑠
2 𝑎2 − 𝑥 2 2 𝑑𝑥 = 2 2 𝑑𝑠
𝜋 𝑠3
0 0
𝑎 ∞ 2
4
8
2 2 4
sin 𝑎𝑠 − 𝑎𝑠 cos 𝑎𝑠
𝑎 − 2𝑎 𝑥 + 𝑥 𝑑𝑥 = 𝑑𝑠
𝜋 𝑠3
0 0
∞ 2 𝑎
8 sin 𝑎𝑠 − 𝑎𝑠 cos 𝑎𝑠 4
𝑥3 𝑥5 2
𝑑𝑠 = 𝑎 𝑥 − 2𝑎 +
𝜋 𝑠3 3 5 0
0
∞ 2
8 sin 𝑎𝑠 − 𝑎𝑠 cos 𝑎𝑠 2𝑎5 𝑎5 8𝑎5
𝑑𝑠 = 𝑎5 − + = … (3)
𝜋 𝑠3 3 5 15
0
𝑝𝑢𝑡 𝑎 = 1 𝑖𝑛 3 , 𝑤𝑒 𝑔𝑒𝑡
∞ 2
1 sin 𝑠 − 𝑠 cos 𝑠 1
𝑑𝑠 =
𝜋 𝑠3 15
0
∞ 2
sin 𝑥 − 𝑥 cos 𝑥 𝜋
𝑑𝑥 = (∵ 𝑠 𝑖𝑠 𝑑𝑢𝑚𝑚𝑦 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝑖𝑡 𝑖𝑠 𝑟𝑒𝑝𝑙𝑎𝑐𝑒𝑑 𝑏𝑦 𝑥)
𝑥3 15
0
11. If 𝐹(𝑠) is the Fourier transform of 𝑓(𝑥), find the Fourier transform of
𝑓 𝑥 − 𝑎 𝑎𝑛𝑑 𝑓(𝑎𝑥)
𝑆𝑜𝑙𝑢𝑡𝑖𝑜𝑛:
∞
1
𝐹 𝑠 = 𝐹 𝑓(𝑥) = 𝑓(𝑥)𝑒 𝑖𝑠𝑥 𝑑𝑥
2𝜋
−∞
∞
1
𝐹 𝑓(𝑥 − 𝑎) = 𝑓(𝑥 − 𝑎)𝑒 𝑖𝑠𝑥 𝑑𝑥
2𝜋
−∞
∞ ∞
1 1
= 𝑓(𝑦)𝑒 𝑖𝑠 𝑦+𝑎
𝑑𝑦 = 𝑓(𝑦)𝑒 𝑖𝑠𝑦 𝑒 𝑖𝑠𝑎 𝑑𝑦
2𝜋 2𝜋
−∞ −∞
∞
1
= 𝑒 𝑖𝑠𝑎 𝑓 𝑦 𝑒 𝑖𝑠𝑦 𝑑𝑦 = 𝑒 𝑖𝑠𝑎 𝐹[𝑠]
2𝜋
−∞
𝑦 𝑑𝑦
𝑝𝑢𝑡 𝑦 = 𝑎𝑥 𝑥= , 𝑑𝑥 = , 𝑤𝑒𝑛 𝑥 = ±∞ 𝑦 = ±∞
𝑎 𝑎
∞ ∞
1 𝑖𝑠
𝑦 𝑑𝑦 1 1 𝑠
= 𝑓(𝑦)𝑒 𝑎 = 𝑓(𝑦)𝑒 𝑖 𝑎 𝑦 𝑑𝑦
2𝜋 𝑎 𝑎 2𝜋
−∞ −∞
1 𝑠
𝐹 𝑓(𝑎𝑥) = 𝐹
𝑎 𝑎
𝑓 𝑥 . 𝑔 𝑥 𝑑𝑥 = 𝐹𝑐 𝑓 𝑥 𝐹𝑐 𝑔 𝑥 𝑑𝑠
0 0
∞ ∞
−𝑎𝑥 −𝑏𝑥
2 𝑎 2 𝑏
𝑒 .𝑒 𝑑𝑥 = 𝑑𝑠
𝜋 𝑠 + 𝑎2
2 𝜋 𝑠 + 𝑏2
2
0 0
∞ ∞
2𝑎𝑏 1
𝑒 −(𝑎 +𝑏)𝑥 𝑑𝑥 = 𝑑𝑠
𝜋 𝑠2 + 𝑎2 𝑠 2 + 𝑏2
0 0
∞ ∞
2𝑎𝑏 𝑑𝑠 𝑒 −(𝑎 +𝑏)𝑥
=
𝜋 𝑠 2 + 𝑎2 𝑠 2 + 𝑏2 −(𝑎 + 𝑏) 0
0
∞
2𝑎𝑏 𝑑𝑠 𝑒 −∞ 𝑒0 1
2 2 2 2
= − =
𝜋 𝑠 +𝑎 𝑠 +𝑏 −(𝑎 + 𝑏) −(𝑎 + 𝑏) 𝑎 + 𝑏
0
∞
𝑑𝑥 𝜋
= (∵ 𝑠 𝑖𝑠 𝑑𝑢𝑚𝑚𝑦 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝑖𝑡 𝑖𝑠 𝑟𝑒𝑝𝑙𝑎𝑐𝑒𝑑 𝑏𝑦 𝑥)
𝑥2 + 𝑎2 2
𝑥 +𝑏 2 2𝑎𝑏(𝑎 + 𝑏)
0
13. Find the Fourier transform of 𝑒 −𝑎 |𝑥| , 𝑎 > 0 and hence deduce that
∞
𝑑𝑥 𝜋
=
𝑥2 + 𝑎2 2 4𝑎3
0
Solution:
∞
1
𝐹 𝑓(𝑥) = 𝑓(𝑥)𝑒 𝑖𝑠𝑥 𝑑𝑥
2𝜋
−∞
∞
1
𝐹 𝑓(𝑥) = 𝑒 −𝑎 |𝑥| 𝑒 𝑖𝑠𝑥 𝑑𝑥
2𝜋
−∞
0 ∞
1 −𝑥, 𝑥<0
= 𝑒 −𝑎 (−𝑥 ) 𝑒 𝑖𝑠𝑥 𝑑𝑥 + 𝑒 −𝑎𝑥 𝑒 𝑖𝑠𝑥 𝑑𝑥 ∵ 𝑥 =
2𝜋 𝑥, 𝑥≥0
−∞ 0
0 ∞
1
= 𝑒 (𝑎+𝑖𝑠)𝑥 𝑑𝑥 + 𝑒 −(𝑎−𝑖𝑠)𝑥 𝑑𝑥
2𝜋
−∞ 0
0 ∞
𝑒 (𝑎+𝑖𝑠)𝑥
1 𝑒 −(𝑎 −𝑖𝑠)𝑥
= −
2𝜋 𝑎 + 𝑖𝑠 −∞
𝑎 − 𝑖𝑠 0
1 𝑒0 𝑒 −∞ 𝑒 −∞ 𝑒0
= − − −
2𝜋 𝑎 + 𝑖𝑠 𝑎 + 𝑖𝑠 𝑎 − 𝑖𝑠 𝑎 − 𝑖𝑠
1 1 1 1 𝑎 − 𝑖𝑠 + 𝑎 + 𝑖𝑠
= + =
2𝜋 𝑎 + 𝑖𝑠 𝑎 − 𝑖𝑠 2𝜋 𝑎2 − 𝑖𝑠 2
1 2𝑎
𝐹 𝑓(𝑥) =
2𝜋 𝑎2 + 𝑠2
∞
2 ∞
2𝑎2 1 𝑒 −2𝑎𝑥 𝑒 −∞ 𝑒0 1
𝑑𝑠 = = − =
𝜋 𝑎 + 𝑠2
2 −2𝑎 0
−2𝑎 −2𝑎 2𝑎
0
∞
2
2𝑎2 1 1
𝑑𝑠 =
𝜋 𝑎 + 𝑠2
2 2𝑎
0
∞
𝑑𝑥 𝜋
= (∵ 𝑠 𝑖𝑠 𝑑𝑢𝑚𝑚𝑦 𝑣𝑎𝑟𝑖𝑎𝑏𝑙𝑒 𝑖𝑡 𝑖𝑠 𝑟𝑒𝑝𝑙𝑎𝑐𝑒𝑑 𝑏𝑦 𝑥)
𝑥2 + 𝑎2 2 4𝑎3
0
14. Find the Fourier cosine transform of 𝑓(𝑥) = 𝑒 −4𝑥 . Deduce that
∞ ∞
cos 2𝑥 𝑑𝑥 𝜋 −8 𝑥 𝑠𝑖𝑛 2𝑥 𝑑𝑥 𝜋 −8
= 𝑒 𝑎𝑛𝑑 = 𝑒
𝑥 2 + 16 8 𝑥 2 + 16 2
0 0
∞
2
𝐹𝑐 𝑓(𝑥) = 𝑓 𝑥 cos 𝑠𝑥 𝑑𝑥
𝜋
0
∞
2
𝐹𝑐 𝑒 −4𝑥 = 𝑒 −4𝑥 cos 𝑠𝑥 𝑑𝑥
𝜋
0
∞
2 𝑒 −4𝑥
= −4cos 𝑠𝑥 + 𝑠𝑠𝑖𝑛 𝑠𝑥
𝜋 −4 2 + 𝑠 2 0
2 𝑒 −4 ∞ 𝑒 −4 0
= −4cos 𝑠∞ + 𝑠𝑠𝑖𝑛 𝑠∞ − −4cos 𝑠0 + 𝑠𝑠𝑖𝑛 𝑠0
𝜋 16 + 𝑠 2 16 + 𝑠 2
2 4
𝐹𝑐 𝑒 −4𝑥 =
𝜋 16 + 𝑠 2
∞
2 2 4
𝑒 −4𝑥 = cos 𝑠𝑥 𝑑𝑠
𝜋 𝜋 16 + 𝑠 2
0
∞
1 𝜋
2
cos 𝑠𝑥 𝑑𝑠 = 𝑒 −4𝑥
16 + 𝑠 8
0
∞
1 𝜋
2
−𝑥 sin 𝑠𝑥 𝑑𝑠 = −4𝑒 −4𝑠
16 + 𝑥 8
0
∞
𝑥 𝜋 −4𝑠
sin 𝑠𝑥 𝑑𝑠 = 𝑒 … (2)
16 + 𝑥 2 2
0
∞
𝑥 𝑠𝑖𝑛 2𝑥 𝑑𝑥 𝜋 −8
= 𝑒
𝑥 2 + 16 2
0
15. Find the Fourier sine and cosine transform 𝑓(𝑥) = 𝑒 −𝑥 and hence find the Fourier
1 𝑥
cosine transform of and Fourier sine transform of
1+𝑥 2 1+𝑥 2
Solution:
∞
2
𝐹𝑐 𝑓(𝑥) = 𝑓 𝑥 cos 𝑠𝑥 𝑑𝑥
𝜋
0
∞
2
𝐹𝑐 𝑒 −𝑥 = 𝑒 −𝑥 cos 𝑠𝑥 𝑑𝑥
𝜋
0
2 𝑒 −𝑥 ∞
= −cos 𝑠𝑥 + 𝑠𝑠𝑖𝑛 𝑠𝑥
𝜋 1 + 𝑠2 0
2 𝑒 −∞ 𝑒 −0
= −cos 𝑠∞ + 𝑠𝑠𝑖𝑛 𝑠∞ − −cos 𝑠0 + 𝑠𝑠𝑖𝑛 𝑠0
𝜋 1 + 𝑠2 1 + 𝑠2
2 1
𝐹𝑐 𝑒 −𝑥 =
𝜋 1 + 𝑠2
∞
−𝑥
2 2 1
𝑒 = cos 𝑠𝑥 𝑑𝑠
𝜋 𝜋 1 + 𝑠2
0
∞
2 1 𝜋 −𝑥
cos 𝑠𝑥 𝑑𝑠 = 𝑒
𝜋 1 + 𝑠2 2
0
Interchanging 𝑥 𝑎𝑛𝑑 𝑠, we get
∞
2 1 𝜋 −𝑠
cos 𝑠𝑥 𝑑𝑥 = 𝑒
𝜋 1 + 𝑥2 2
0
1 𝜋 −𝑠
𝐹𝑐 = 𝑒
1 + 𝑥2 2
∞
2
𝐹𝑠 𝑓(𝑥) = 𝑓 𝑥 sin 𝑠𝑥 𝑑𝑥
𝜋
0
∞
2
𝐹𝑠 𝑒 −𝑥 = 𝑒 −𝑥 cos 𝑠𝑥 𝑑𝑥
𝜋
0
2 𝑒 −𝑥 ∞
= −sin 𝑠𝑥 − 𝑠𝑐𝑜𝑠 𝑠𝑥
𝜋 1 + 𝑠2 0
2 𝑒 −∞ 𝑒 −0
= −sin 𝑠∞ − 𝑠𝑐𝑜𝑠 𝑠∞ − −sin 𝑠0 − 𝑠𝑐𝑜𝑠 𝑠0
𝜋 1 + 𝑠2 1 + 𝑠2
2 𝑠
𝐹𝑠 𝑒 −𝑥 =
𝜋 1 + 𝑠2
∞
2 2 2
𝑒 −𝑥 = sin 𝑠𝑥 𝑑𝑠
𝜋 𝜋 1 + 𝑠2
0
∞
2 𝑠 𝜋 −𝑥
sin 𝑠𝑥 𝑑𝑠 = 𝑒
𝜋 1 + 𝑠2 2
0
𝑑
𝐹𝑠 𝑥𝑓(𝑥) = − 𝐹 𝑓(𝑥)
𝑑𝑠 𝑐
1 𝑑 1
𝐹𝑠 𝑥 2
= − 𝐹𝑐
1+𝑥 𝑑𝑠 1 + 𝑥2
𝑑 𝜋 −𝑠 𝜋
=− 𝑒 =− −𝑒 −𝑠
𝑑𝑠 2 2
𝑥 𝜋 −𝑠
𝐹𝑠 = 𝑒
1 + 𝑥2 2
Partial Differential equation
Partial differential equation:
The equations which involving coefficients as partial derivatives are called partial differential
equations.
The relation between the dependent and the independent variables without involving any
partial derivatives is called solution of a partial differential equation.
Complete integral:
A solution of a partial differential equation which contains the maximum possible number of
arbitrary constants is called complete integral.
Particular integral:
General integral:
A solution of a partial differential equation which contains the maximum possible number of
arbitrary functions is called general integral.
𝛷 𝑥, 𝑦, 𝑧, 𝑎, 𝑏 = 0 … 2
Substituting 𝑏 = 𝑓 𝑎 𝑖𝑛 2 , 𝑤𝑒 𝑔𝑒𝑡
𝛷 𝑥, 𝑦, 𝑧, 𝑎, 𝑓(𝑎) = 0 … 3
𝜕𝛷
= 0 … (4)
𝜕𝑎
The elimination of a from (3) and (4), if it exits, is called general integral.
Singular integral:
𝛷 𝑥, 𝑦, 𝑧, 𝑎, 𝑏 = 0 … 2
Solution:
𝑧 = 𝑓 𝑥 3 + 2𝑦 + 𝑔 𝑥 3 − 2𝑦 … (1)
𝜕𝑧
𝑝= = 𝑓′ 𝑥 3 + 2𝑦 3𝑥 2 + 𝑔′ 𝑥 3 − 2𝑦 3𝑥 2 … (2)
𝜕𝑥
Differentiating (1) partially with respect to 𝑦,
𝜕𝑧
𝑞= = 𝑓′ 𝑥 3 + 2𝑦 2 + 𝑔′ 𝑥 3 − 2𝑦 −2 … (3)
𝜕𝑦
𝜕2 𝑧
𝑟= = 𝑓′′ 𝑥 3 + 2𝑦 9𝑥 4 + 𝑔′′ 𝑥 3 − 2𝑦 9𝑥 4 + 𝑓′ 𝑥 3 + 2𝑦 6𝑥 + 𝑔′ 𝑥 3 − 2𝑦 6𝑥 … (4)
𝜕𝑥 2
Differentiating (3) partially with respect to 𝑦,
𝜕2𝑧
𝑡= = 𝑓′′ 𝑥 3 + 2𝑦 4 + 𝑔′′ 𝑥 3 − 2𝑦 4 … (5)
𝜕𝑦 2
𝜕2 𝑧
𝑠= = 𝑓′′ 𝑥 3 + 2𝑦 6𝑥 2 − 𝑔′′ 𝑥 3 − 2𝑦 6𝑥 2 … (6)
𝜕𝑥𝜕𝑦
𝑟 = 9𝑥 4 𝑓′′ 𝑥 3 + 2𝑦 + 𝑔′′ 𝑥 3 − 2𝑦 + 6𝑥 𝑓′ 𝑥 3 + 2𝑦 + 𝑔′ 𝑥 3 − 2𝑦
𝑡 𝑝 𝑡 2𝑝
𝑟 = 9𝑥 4 + 6𝑥 2 = 9𝑥 4 + (𝑓𝑟𝑜𝑚 2 & 5 )
4 3𝑥 4 𝑥
4𝑥𝑟 = 9𝑥 5 𝑡 + 8𝑝
𝑧 = 𝑥𝑓 2𝑥 + 𝑦 + 𝑔 2𝑥 + 𝑦 … (1)
𝜕𝑧
𝑝= = 𝑥𝑓′ 2𝑥 + 𝑦 2 + 𝑓 2𝑥 + 𝑦 + 𝑔′ 2𝑥 + 𝑦 2 … (2)
𝜕𝑥
Differentiating (1) partially with respect to 𝑦,
𝜕𝑧
𝑞= = 𝑥𝑓′ 2𝑥 + 𝑦 + 𝑔′ 2𝑥 + 𝑦 … (3)
𝜕𝑦
𝜕2𝑧
𝑟= = 𝑥𝑓′′ 2𝑥 + 𝑦 4 + 𝑓′ 2𝑥 + 𝑦 2 + 𝑓′ 2𝑥 + 𝑦 2 + 𝑔′′ 2𝑥 + 𝑦 4
𝜕𝑥 2
𝜕2𝑧
𝑟 = 2 = 𝑥𝑓′′ 2𝑥 + 𝑦 4 + 𝑓′ 2𝑥 + 𝑦 4 + 𝑔′′ 2𝑥 + 𝑦 4 … (4)
𝜕𝑥
Differentiating (3) partially with respect to 𝑦,
𝜕2 𝑧
𝑡= = 𝑥𝑓′′ 2𝑥 + 𝑦 + 𝑔′′ 2𝑥 + 𝑦 … (5)
𝜕𝑦 2
𝜕2 𝑧
𝑠= = 𝑥𝑓′′ 2𝑥 + 𝑦 2 + 𝑓′ 2𝑥 + 𝑦 + 𝑔′′ 2𝑥 + 𝑦 2 … (6)
𝜕𝑦𝜕𝑥
4𝑠 − 𝑟 = 4𝑥𝑓′′ 2𝑥 + 𝑦 + 4 𝑔′′ 2𝑥 + 𝑦 = 4𝑡
4𝑠 − 𝑟 = 4𝑡
Solution:
𝑧 = 𝑝𝑥 + 𝑞𝑦 + 1 + 𝑝2 + 𝑞 2 … (1)
(1) is of Type-II
𝜕𝑧 𝜕𝑧
= 0& =0
𝜕𝑎 𝜕𝑏
𝜕𝑧 2𝑎 −𝑎
=𝑥+ =0 𝑥= … (4)
𝜕𝑎 2 1 + 𝑎2 + 𝑏2 1 + 𝑎2 + 𝑏2
𝜕𝑧 2𝑏 −𝑏
=𝑦+ =0 𝑦= … (5)
𝜕𝑏 2 1 + 𝑎2 + 𝑏2 1 + 𝑎2 + 𝑏2
𝑎2 𝑏2 1 + 𝑎2 + 𝑏2 − 𝑎2 − 𝑏2
1 − 𝑥2 − 𝑦2 = 1 − − =
1 + 𝑎2 + 𝑏2 1 + 𝑎2 + 𝑏2 1 + 𝑎2 + 𝑏2
1 1
1 − 𝑥2 − 𝑦2 = 1 − 𝑥2 − 𝑦2 = … (6)
1 + 𝑎2 + 𝑏2 1 + 𝑎2 + 𝑏2
−𝑥 −𝑦 1
𝑧= 𝑥+ 𝑦+
1 − 𝑥2 − 𝑦2 1 − 𝑥2 − 𝑦2 1 − 𝑥2 − 𝑦2
1 − 𝑥2 − 𝑦2
𝑧=
1 − 𝑥2 − 𝑦2
Solution:
𝑝(1 − 𝑞 2 ) = 𝑞 1 − 𝑧 … (1)
This is of type 𝐹 𝑧, 𝑝, 𝑞 = 0
Let 𝑢 = 𝑥 + 𝑎𝑦 … (2)
𝜕𝑧 𝜕𝑧 𝜕𝑢 𝜕𝑧
𝑝= = = .1
𝜕𝑥 𝜕𝑢 𝜕𝑥 𝜕𝑢
𝜕𝑧 𝜕𝑧 𝜕𝑢 𝜕𝑧
𝑞= = = .𝑎
𝜕𝑦 𝜕𝑢 𝜕𝑦 𝜕𝑢
=𝑎 1−𝑧
2 2
𝜕𝑧 1 − 𝑎 − 𝑎𝑧 𝜕𝑧
1−𝑎 1−𝑧 = 𝑎 =
𝜕𝑢 𝑎2 𝜕𝑢
𝜕𝑧 1
= 1 − 𝑎 − 𝑎𝑧
𝜕𝑢 𝑎
𝑎𝜕𝑧
= 𝜕𝑢
1 − 𝑎 − 𝑎𝑧
𝑎𝜕𝑧
= 𝜕𝑢
1 − 𝑎 − 𝑎𝑧
−2 1 − 𝑎 − 𝑎𝑧 = 𝑢 + 𝑐 … (3)
5. Solve 𝑧 = 𝑝2 + 𝑞 2
Solution:
𝑧 = 𝑝2 + 𝑞 2 … (1)
This is of type 𝐹 𝑧, 𝑝, 𝑞 = 0
Let 𝑢 = 𝑥 + 𝑎𝑦 … (2)
𝜕𝑧 𝜕𝑧 𝜕𝑢 𝜕𝑧
𝑝= = = .1
𝜕𝑥 𝜕𝑢 𝜕𝑥 𝜕𝑢
𝜕𝑧 𝜕𝑧 𝜕𝑢 𝜕𝑧
𝑞= = = .𝑎
𝜕𝑦 𝜕𝑢 𝜕𝑦 𝜕𝑢
Substituting the values of 𝑝 and 𝑞 in (1),
2 2
𝜕𝑧 𝜕𝑧
𝑧= + .𝑎
𝜕𝑢 𝜕𝑢
2
𝜕𝑧
𝑧= 1 + 𝑎2
𝜕𝑢
2
𝑧 𝜕𝑧
2
=
1+𝑎 𝜕𝑢
𝑧 𝜕𝑧
2
=
1+𝑎 𝜕𝑢
1 + 𝑎2 𝜕𝑧
= 𝜕𝑢
𝑧
2 𝑧 1 + 𝑎2 = 𝑢 + 𝑐 … (3)
6. Solve 𝑦 − 𝑥𝑧 𝑝 + 𝑦𝑧 − 𝑥 𝑞 = 𝑥 + 𝑦 (𝑥 − 𝑦)
Solution:
Here 𝑃 = 𝑦 − 𝑥𝑧 , 𝑄 = 𝑦𝑧 − 𝑥 , 𝑅 = 𝑥 + 𝑦 (𝑥 − 𝑦)
𝑑𝑥 𝑑𝑦 𝑑𝑧
= =
𝑦 − 𝑥𝑧 𝑦𝑧 − 𝑥 𝑥 + 𝑦 (𝑥 − 𝑦)
𝑦𝑑𝑥 + 𝑥𝑑𝑦 𝑑𝑧
= 2
𝑦2 − 𝑥𝑦𝑧 + 𝑥𝑦𝑧 − 𝑥 2 𝑥 − 𝑦2
𝑦𝑑𝑥 + 𝑥𝑑𝑦 𝑑𝑧
2 2
= 2
𝑦 −𝑥 𝑥 − 𝑦2
𝑑 𝑥𝑦 = −𝑑𝑧
𝑥𝑦 = −𝑧 + 𝑐1 𝑐1 = 𝑥𝑦 + 𝑧
𝑥𝑑𝑥 + 𝑦𝑑𝑦 𝑑𝑧
= 2
𝑥𝑦 − 𝑥 𝑧 + 𝑦 𝑧 − 𝑥𝑦 𝑥 − 𝑦 2
2 2
𝑥𝑑𝑥 + 𝑦𝑑𝑦 𝑑𝑧
=
−𝑧 𝑥 2 − 𝑦 2 𝑥2 − 𝑦2
𝑥2 𝑦2 𝑧2
+ =− + 𝑐2 𝑐3 = 𝑥 2 +𝑦 2 + 𝑧 2
2 2 2
Φ 𝑐1 , 𝑐3 = 0
Φ 𝑥𝑦 + 𝑧, 𝑥 2 +𝑦 2 + 𝑧 2 = 0
7. Solve 𝑥 ( 𝑧 2 – 𝑦 2 ) 𝑝 + 𝑦 (𝑥 2 – 𝑧 2 )𝑞 = 𝑧(𝑦 2 – 𝑥 2 ).
Solution:
Here 𝑃 = 𝑥 ( 𝑧 2 – 𝑦 2 ) , 𝑄 = 𝑦 (𝑥 2 – 𝑧 2 ), 𝑅 = 𝑧(𝑦 2 – 𝑥 2 )
𝑑𝑥 𝑑𝑦 𝑑𝑧
= =
𝑧22
𝑥( – 𝑦 ) 𝑦 (𝑥 – 𝑧 ) 𝑧(𝑦 – 𝑥 2 )
2 2 2
1 1
𝑑𝑥 +
𝑥 𝑦 𝑑𝑦 𝑑𝑧
=
𝑧2 − 𝑦2 + 𝑥2 − 𝑧2 𝑧(𝑦 2 – 𝑥 2 )
1 1
𝑥 𝑑𝑥 + 𝑦 𝑑𝑦 𝑑𝑧
2 2
=
−(𝑦 – 𝑥 ) 𝑧(𝑦 – 𝑥 2 )
2
1 1 𝑑𝑧
𝑑𝑥 + 𝑑𝑦 = −
𝑥 𝑦 𝑧
𝑥𝑑𝑥 + 𝑦𝑑𝑦 𝑑𝑧
=
𝑥 2𝑧2 − 𝑦2𝑧2 𝑧(𝑦 2 – 𝑥 2 )
𝑥𝑑𝑥 + 𝑦𝑑𝑦 𝑑𝑧
2 2 2
=
−𝑧 (𝑦 – 𝑥 ) 𝑧(𝑦 – 𝑥 2 )
2
𝑥2 𝑦2 𝑧2
+ =− + 𝑐2 𝑐3 = 𝑥 2 +𝑦 2 + 𝑧 2
2 2 2
Φ 𝑐1 , 𝑐3 = 0
Φ 𝑥𝑦𝑧, 𝑥 2 +𝑦 2 + 𝑧 2 = 0
Solution:
𝑧 = 𝑝𝑥 + 𝑞𝑦 + 𝑝2 − 𝑞 2 … (1)
(1) is of Type-II
𝜕𝑧 𝜕𝑧
𝑝= = 𝑎, 𝑞 = =𝑏
𝜕𝑥 𝜕𝑦
𝜕𝑧 𝜕𝑧
= 0& =0
𝜕𝑎 𝜕𝑏
𝜕𝑧 −𝑥
= 𝑥 + 2𝑎 = 0 𝑎= … (4)
𝜕𝑎 2
𝜕𝑧 𝑦
= 𝑦 − 2𝑏 = 0 𝑏= … (5)
𝜕𝑏 2
Substituting (4) and (5) in (3), we get
−𝑥 𝑦 −𝑥 2 𝑦 2
𝑧= 𝑥+ 𝑦+ −
2 2 2 2
−𝑥 2 𝑦 2 𝑥 2 𝑦 2
𝑧= + + −
2 2 4 4
𝑥2 𝑦2
𝑧=− + 4𝑧 = 𝑦 2 − 𝑥 2 𝑖𝑠 𝑡𝑒 𝑠𝑖𝑛𝑔𝑢𝑙𝑎𝑟 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛.
4 4
9. Solve 𝑝2 𝑦 1 + 𝑥 2 = 𝑞𝑥 2
Solution:
𝑝2 1 + 𝑥 2 𝑞
𝑝2 𝑦 1 + 𝑥 2 = 𝑞𝑥 2 2
= … (1)
𝑥 𝑦
𝑝2 1 + 𝑥 2 𝑎2 𝑥 2 𝑎𝑥
𝐿𝑒𝑡 = 𝑎2 𝑝2 = 𝑝= … (2)
𝑥2 1 + 𝑥2 1 + 𝑥2
𝑞
𝐿𝑒𝑡 =𝑎 𝑞 = 𝑎𝑦 … (3)
𝑦
1 2𝑎𝑥
𝑑𝑧 = 𝑑𝑥 + 𝑎𝑦𝑑𝑦
2 1 + 𝑥2
𝑎 𝑦2
𝑧= 2 1 + 𝑥2 + 𝑎 + 𝑐
2 2
𝑦2
𝑧 = 𝑎 1+ 𝑥2 + 𝑎 + 𝑐 𝑖𝑠 𝑡𝑒 𝑐𝑜𝑚𝑝𝑙𝑒𝑡𝑒 𝑠𝑜𝑙𝑢𝑡𝑖𝑜𝑛 𝑜𝑓 (1).
2
10. Solve 𝑧 2 𝑝2 + 𝑞 2 = 𝑥 2 + 𝑦 2 .
Solution:
2 2
𝑧𝑝 + 𝑧𝑞 = 𝑥 2 + 𝑦 2 … (1)
It is of the form 𝐹 𝑧 𝑘 𝑝, 𝑧 𝑘 𝑞 = 0
Here 𝑘 = 1, 𝑃𝑢𝑡 𝑍 = 𝑧 𝑘+1 = 𝑧 2 … (2)
𝜕𝑍 𝜕𝑍 𝜕𝑧 𝑃
𝑃= = = 2𝑧𝑝 𝑧𝑝 = … (3)
𝜕𝑥 𝜕𝑧 𝜕𝑥 2
𝜕𝑍 𝜕𝑍 𝜕𝑧 𝑄
𝑄= = = 2𝑧𝑞 𝑧𝑞 = … (4)
𝜕𝑦 𝜕𝑧 𝜕𝑦 2
𝑃2 + 𝑄2 = 4𝑥 2 + 4𝑦 2
𝑃2 − 4𝑥 2 = 4𝑦 2 − 𝑄2 = 𝑎2
𝑎 2
𝑃2 − 4𝑥 2 = 𝑎2 𝑃2 = 4𝑥 2 + 𝑎2 𝑃= 2 𝑥 2 + … (5)
2
𝑎 2
4𝑦 2 − 𝑄2 = 𝑎2 4𝑦 2 − 𝑎2 = 𝑄2 𝑄 = 2 𝑦2 − … (6)
2
𝑎 2 𝑎 2
𝑑𝑍 = 2 𝑥 2 + 𝑑𝑥 + 2 𝑦 2 − 𝑑𝑦 𝑓𝑟𝑜𝑚 5 , (6)𝑎𝑛𝑑 (7)
2 2
𝑎 2 𝑎 2
𝑑𝑍 = 2 𝑥2 + 𝑑𝑥 + 2 𝑦2 − 𝑑𝑦
2 2
𝑥 𝑎 2 𝑎2 2𝑥 𝑦 𝑎 2 2𝑦
𝑍=2 𝑥2 + + 𝑠𝑖𝑛−1 + 𝑦2 − − 𝑐𝑜𝑠−1 +𝑐
2 2 8 𝑎 2 2 𝑎
𝑥 𝑎 2 𝑎2 2𝑥 𝑦 𝑎 2 2𝑦
𝑧2 = 2 𝑥2 + + 𝑠𝑖𝑛−1 + 𝑦2 − − 𝑐𝑜𝑠−1 +𝑐
2 2 8 𝑎 2 2 𝑎
𝑓𝑟𝑜𝑚 (2)
Solution:
𝑑𝑥 𝑑𝑦 𝑑𝑧
= 2 =
𝑥2 2
+ 𝑦 + 𝑦𝑧 2
𝑥 + 𝑦 − 𝑥𝑧 𝑧(𝑥 + 𝑦)
𝑑𝑥 − 𝑑𝑦 𝑑𝑧
=
𝑥 2 + 𝑦 2 + 𝑦𝑧 − 𝑥 2 − 𝑦 2 + 𝑥𝑧 𝑧(𝑥 + 𝑦)
𝑑𝑥 − 𝑑𝑦 𝑑𝑧
= 𝑑𝑥 − 𝑑𝑦 = 𝑑𝑧
𝑦𝑧 + 𝑥𝑧 𝑧(𝑥 + 𝑦)
𝑥 − 𝑦 = 𝑧 + 𝑐1 𝑐1 = 𝑥 − 𝑦 − 𝑧
𝑥𝑑𝑥 + 𝑦𝑑𝑦 𝑑𝑧
=
𝑥 3 + 𝑥𝑦 2 + 𝑥𝑦𝑧 + 𝑦𝑥 2 + 𝑦 3 − 𝑥𝑦𝑧 𝑧(𝑥 + 𝑦)
𝑥𝑑𝑥 + 𝑦𝑑𝑦 𝑑𝑧
=
𝑥3 2 2
+ 𝑥𝑦 + 𝑦𝑥 + 𝑦 3 𝑧(𝑥 + 𝑦)
𝑥𝑑𝑥 + 𝑦𝑑𝑦 𝑑𝑧
=
𝑥 3 + 𝑦𝑥 2 + 𝑥𝑦 2 + 𝑦 3 𝑧 𝑥 + 𝑦
𝑥𝑑𝑥 + 𝑦𝑑𝑦 𝑑𝑧
=
𝑥2 2
𝑥+𝑦 +𝑦 𝑥+𝑦 𝑧(𝑥 + 𝑦)
𝑥𝑑𝑥 + 𝑦𝑑𝑦 𝑑𝑧
=
𝑥 + 𝑦 𝑥2 + 𝑦2 𝑧(𝑥 + 𝑦)
𝑥𝑑𝑥 + 𝑦𝑑𝑦 𝑑𝑧
=
𝑥2 + 𝑦2 𝑧
1
log 𝑥 2 + 𝑦 2 + 𝑧 2 = log 𝑧 + 𝑙𝑜𝑔 𝑐2
2
log 𝑥 2 + 𝑦 2 = 2 log 𝑧 𝑐2
log 𝑥 2 + 𝑦 2 = log 𝑧 2 𝑐2 2
𝑥2 + 𝑦2
𝑥 2 + 𝑦 2 = 𝑧 2 𝑐3 𝑐3 =
𝑧2
The general solution is
Φ 𝑐1 , 𝑐3 = 0
𝑥2 + 𝑦2
Φ 𝑥 − 𝑦 − 𝑧, =0
𝑧2
Solution:
𝑦 2 + 𝑧 2 𝑝 − 𝑥𝑦𝑞 = −𝑥𝑧
𝑑𝑥 𝑑𝑦 𝑑𝑧
= =
𝑦2 +𝑧 2 −𝑥𝑦 −𝑥𝑧
𝑑𝑦 𝑑𝑧
=
−𝑥𝑦 −𝑥𝑧
𝑑𝑦 𝑑𝑧
=
𝑦 𝑧
𝑥2 𝑦2 𝑧2
+ + = 𝑐2 𝑐3 = 𝑥 2 +𝑦 2 + 𝑧 2
2 2 2
Φ 𝑐1 , 𝑐3 = 0
𝑦 2 2
Φ , 𝑥 +𝑦 + 𝑧 2 =0
𝑧
𝑥 2 − 𝑦 2 − 𝑧 2 𝑝 + 2𝑥𝑦𝑞 = 2𝑥𝑧
𝑑𝑥 𝑑𝑦 𝑑𝑧
= =
𝑥2 2
−𝑦 −𝑧 2 2𝑥𝑦 2𝑥𝑧
𝑑𝑦 𝑑𝑧
=
2𝑥𝑦 2𝑥𝑧
𝑑𝑦 𝑑𝑧
=
𝑦 𝑧
𝑥𝑑𝑥 + 𝑦𝑑𝑦 𝑑𝑦
=
𝑥 3 + 𝑥𝑦 2 + 𝑥𝑧 2 2𝑥𝑦
log 𝑥 2 +𝑦 2 + 𝑧 2 = log 𝑦
2 2 2
𝑥 2 +𝑦 2 + 𝑧 2
𝑥 +𝑦 + 𝑧 = 𝑦𝑐2 𝑐2 =
𝑦
Φ 𝑐1 , 𝑐2 = 0
𝑦 𝑥 2 +𝑦 2 + 𝑧 2
Φ , =0
𝑧 𝑦
2
14. Solve 𝐷 2 − 𝐷𝐷 ′ − 2𝐷 ′ 𝑧 = 2𝑥 + 3𝑦 + 𝑒 3𝑥+4𝑦
Solution:
𝑚 = −1,2
2𝑥 + 3𝑦
𝑃. 𝐼1 =
𝐷 2 − 𝐷𝐷 ′ − 2𝐷 ′ 2
2𝑥 + 3𝑦 2𝑥 + 3𝑦
= =
𝐷′ 𝐷′ 2 𝐷′ 𝐷′ 2
𝐷2 1− −2 2 𝐷2 1 − +2 2
𝐷 𝐷 𝐷 𝐷
−1
𝐷′ 𝐷′ 2
1− +2 2 2𝑥 + 3𝑦
𝐷 𝐷
=
𝐷2
𝐷′ 𝐷′ 2
1+ +2 2 2𝑥 + 3𝑦
𝐷 𝐷
−1
= 1+𝑥 = 1 − 𝑥 + 𝑥2 − ⋯
𝐷2
2
𝐷′ 𝐷′
2𝑥 + 3𝑦 + 2𝑥 + 3𝑦 + 2 2 2𝑥 + 3𝑦
𝐷 𝐷
=
𝐷2
3
2𝑥 + 3𝑦 +
𝐷 1 3
= = 2𝑥 + 3𝑦 +
𝐷2 𝐷2 𝐷3
2𝑥 3 3𝑥 2 𝑦 3𝑥 3 5𝑥 3 3𝑥 2 𝑦 1 𝑚 𝑚! 𝑥 𝑚 +𝑛
𝑃. 𝐼1 = + + = + 𝑥 =
3! 2! 3! 3! 2! 𝐷𝑛 𝑚+𝑛 !
𝑒 3𝑥+4𝑦
𝑃. 𝐼2 =
𝐷 2 − 𝐷𝐷 ′ − 2𝐷 ′ 2
𝑒 3𝑥+4𝑦 𝑒 3𝑥+4𝑦
= 2 =
3 − 3 (4) − 2(4)2 9 − 12 − 32
𝑒 3𝑥+4𝑦
𝑃. 𝐼2 = −
35
The general solution is
𝐶𝐹 + 𝑃. 𝐼1 + 𝑃. 𝐼2
5𝑥 3 3𝑥 2 𝑦 𝑒 3𝑥+4𝑦
𝑧 = 𝜙1 𝑦 − 𝑥 + 𝜙2 𝑦 + 2𝑥 + + −
3! 2! 35
2
15. Solve 𝐷 2 + 3𝐷𝐷 ′ − 4𝐷 ′ 𝑧 = sin 𝑦
Solution:
𝑚 = −4,1
Solution:
𝑚 = −3,2
𝑥2𝑦
𝑃. 𝐼1 =
𝐷 2 + 𝐷𝐷 ′ − 6𝐷 ′ 2
𝑥2𝑦 𝑥2𝑦
= =
𝐷′ 𝐷′ 2 𝐷′ 𝐷′ 2
𝐷2 1+ −6 2 𝐷2 1 + −6 2
𝐷 𝐷 𝐷 𝐷
−1
2
𝐷′ 𝐷′
1+ −6 2 𝑥2𝑦
𝐷 𝐷
=
𝐷2
2
𝐷′ 𝐷′
1− −6 2 𝑥2𝑦
𝐷 𝐷
−1
= 1+𝑥 = 1 − 𝑥 + 𝑥2 − ⋯
𝐷2
2𝐷′ 2 𝐷′ 2 2
𝑥 𝑦− 𝑥 𝑦−6 2 𝑥 𝑦
𝐷 𝐷
=
𝐷2
𝑥2
𝑥2𝑦 −
𝐷 1 2 1 2
= = 𝑥 𝑦 − 𝑥
𝐷2 𝐷2 𝐷3
2𝑥 4 𝑦 2𝑥 5 𝑥 4 𝑦 𝑥 5 1 𝑚 𝑚! 𝑥 𝑚 +𝑛
𝑃. 𝐼1 = − = − 𝑥 =
4! 5! 12 60 𝐷𝑛 𝑚+𝑛 !
𝑒 3𝑥+𝑦 𝑒 3𝑥+𝑦
𝑃. 𝐼2 = = 2
𝐷 2 + 𝐷𝐷 ′ − 6𝐷 ′ 2 3 + 3 1 − 6(1)2
𝑒 3𝑥+𝑦
𝑃. 𝐼2 =
6
The general solution is
𝐶𝐹 + 𝑃. 𝐼1 + 𝑃. 𝐼2
𝑥4𝑦 𝑥5 𝑒 3𝑥+𝑦
𝑧 = 𝜙1 𝑦 − 3𝑥 + 𝜙2 𝑦 + 2𝑥 + − +
12 60 6
17. Solve 𝐷 3 − 2𝐷 2 𝐷 ′ 𝑧 = 4 sin
(𝑥 + 𝑦) + 𝑒 𝑥+2𝑦
𝑚 = 0,0,2
4 sin
(𝑥 + 𝑦)
𝑃. 𝐼1 =
𝐷 3 − 2𝐷 2 𝐷 ′
4 𝐼𝑚𝑎𝑔𝑖𝑛𝑎𝑟𝑦 𝑝𝑎𝑟𝑡 𝑜𝑓 𝑒 𝑖(𝑥+𝑦)
=
𝐷 3 − 2𝐷 2 𝐷 ′
4 𝐼𝑚𝑎𝑔𝑖𝑛𝑎𝑟𝑦 𝑝𝑎𝑟𝑡 𝑜𝑓 𝑒 𝑖(𝑥+𝑦) 4 𝐼𝑚𝑎𝑔𝑖𝑛𝑎𝑟𝑦 𝑝𝑎𝑟𝑡 𝑜𝑓 𝑒 𝑖(𝑥+𝑦)
= =
(𝑖)3 − 2 𝑖 2 (𝑖) −𝑖 + 2(𝑖)
𝑒 𝑥+2𝑦
𝑃. 𝐼2 = 3
𝐷 − 2𝐷 2 𝐷 ′
𝑒 𝑥+2𝑦 𝑒 𝑥+2𝑦
𝑃. 𝐼2 = 3 =−
1 − 2 1 2 (2) 3
𝐶𝐹 + 𝑃. 𝐼1 + 𝑃. 𝐼2
𝑒 𝑥+2𝑦
𝑧 = 𝜙1 𝑦 + 𝜙2 𝑦 + 2𝑥 + 𝜙3 𝑦 − 2𝑥 − 4 cos 𝑥 + 𝑦 −
3
2
18. Solve 𝐷 2 − 𝐷𝐷 ′ − 20𝐷 ′ 𝑧 = sin(4𝑥 − 𝑦) + 𝑒 5𝑥+𝑦
Solution:
𝑚 = −4,5
sin(4𝑥 − 𝑦)
𝑃. 𝐼1 =
𝐷 2 − 𝐷𝐷 ′ − 20𝐷 ′ 2
𝐼𝑚𝑎𝑔𝑖𝑛𝑎𝑟𝑦 𝑝𝑎𝑟𝑡 𝑜𝑓𝑒 𝑖(4𝑥−𝑦)
=
𝐷 2 − 𝐷𝐷 ′ − 20𝐷 ′ 2
𝐼𝑚𝑎𝑔𝑖𝑛𝑎𝑟𝑦 𝑝𝑎𝑟𝑡 𝑜𝑓𝑒 𝑖(4𝑥−𝑦)
=
4𝑖 2 − 4𝑖 −𝑖 − 20 −𝑖 2
𝑒 5𝑥+𝑦 𝑒 5𝑥+𝑦
= =
2𝐷 − 𝐷′ 2(5) − 1
𝑒 5𝑥+𝑦
𝑃. 𝐼2 =
9
The general solution is
𝐶𝐹 + 𝑃. 𝐼1 + 𝑃. 𝐼2
𝑥cos 4𝑥 − 𝑦 𝑒 5𝑥+𝑦
𝑧 = 𝜙1 𝑦 − 4𝑥 + 𝜙2 𝑦 + 5𝑥 − +
9 9
2
19. Solve 𝐷 2 − 4𝐷𝐷 ′ + 4𝐷 ′ 𝑧 = 𝑥𝑦 + 𝑒 2𝑥+𝑦
Solution:
𝑚 = 2,2
−1
𝐷′ 𝐷′ 2
1− 4 −4 2 𝑥𝑦
𝐷 𝐷
=
𝐷2
𝐷′ 𝐷′ 2
1+ 4 −4 2 𝑥𝑦
𝐷 𝐷
−1
= 1−𝑥 = 1 + 𝑥 + 𝑥2 + ⋯
𝐷2
𝐷′ 𝐷′ 2
𝑥𝑦 + 4 𝑥𝑦 − 4 2 𝑥𝑦
𝐷 𝐷
=
𝐷2
𝑥
𝑥𝑦 + 4 1 4
𝐷
= = 𝑥𝑦 + 𝑥
𝐷2 𝐷2 𝐷3
𝑥 3 𝑦 4𝑥 4 𝑥 3 𝑦 𝑥 4 1 𝑚 𝑚! 𝑥 𝑚 +𝑛
𝑃. 𝐼1 = + = + 𝑥 =
6 24 6 6 𝐷𝑛 𝑚+𝑛 !
𝑒 2𝑥+𝑦 𝑒 2𝑥+𝑦
𝑃. 𝐼2 = = 2
𝐷 2 − 4𝐷𝐷 ′ + 4𝐷 ′ 2 2 − 4 2 (1) + 4(1)2
𝑥𝑒 2𝑥+𝑦 𝑥𝑒 2𝑥+𝑦
= =
2𝐷 − 4𝐷 ′ 2(2) − 4(1)
𝑖𝑓 𝑑𝑒𝑛𝑜𝑚𝑖𝑛𝑎𝑡𝑜𝑟 𝑏𝑒𝑐𝑜𝑚𝑒𝑠 𝑧𝑒𝑟𝑜 𝑡𝑒𝑛 𝑚𝑢𝑙𝑖𝑝𝑙𝑦 𝑛𝑢𝑚𝑒𝑟𝑎𝑡𝑜𝑟 𝑏𝑦 𝑥
𝑎𝑛𝑑 𝑑𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑡𝑖𝑎𝑡𝑖𝑛𝑔 𝑑𝑒𝑛𝑜𝑚𝑖𝑛𝑎𝑡𝑜𝑟 𝑝𝑎𝑟𝑡𝑖𝑎𝑙𝑙𝑦 𝑤𝑖𝑡 𝑟𝑒𝑠𝑝𝑒𝑐𝑡 𝑡𝑜 𝐷
𝑥 2 𝑒 2𝑥+𝑦
𝑃. 𝐼2 =
2
The general solution is
𝐶𝐹 + 𝑃. 𝐼1 + 𝑃. 𝐼2
𝑥 3 𝑦 𝑥 4 𝑥 2 𝑒 2𝑥+𝑦
𝑧 = 𝜙1 𝑦 + 2𝑥 + 𝑥𝜙2 𝑦 + 2𝑥 + + +
6 6 2
2
20. Solve 𝐷 2 − 6𝐷𝐷 ′ + 5𝐷 ′ 𝑧 = 𝑥𝑦 + 𝑒 𝑥 sin 𝑦
Solution:
𝑚 = 1,5
−1
2
𝐷′ 𝐷′
1− 6 −5 2 𝑥𝑦
𝐷 𝐷
=
𝐷2
𝐷′ 𝐷′ 2
1+ 6 −5 2 𝑥𝑦
𝐷 𝐷
−1
= 1−𝑥 = 1 + 𝑥 + 𝑥2 + ⋯
𝐷2
𝐷′ 𝐷′ 2
𝑥𝑦 + 6 𝑥𝑦 − 5 2 𝑥𝑦
𝐷 𝐷
=
𝐷2
𝑥
𝑥𝑦 + 6 1 6
𝐷
= = 𝑥𝑦 + 𝑥
𝐷2 𝐷2 𝐷3
𝑥 3 𝑦 6𝑥 4 𝑥 3 𝑦 𝑥 4 1 𝑚 𝑥 𝑚 +𝑛
𝑃. 𝐼1 = + = + 𝑥 =
6 24 6 4 𝐷𝑛 𝑚+𝑛 !
𝑒 𝑦 − 𝑒 −𝑦
𝑥
𝑒 𝑥 sin 𝑦 𝑒
2
𝑃. 𝐼2 = = 2
𝐷 2 − 6𝐷𝐷 ′ + 5𝐷 ′ 2 𝐷 − 6𝐷𝐷 ′ + 5𝐷 ′ 2
𝑒 𝑥+𝑦 𝑒 𝑥 −𝑦
= −
2 𝐷 2 − 6𝐷𝐷 ′ + 5𝐷 ′ 2 2 𝐷 2 − 6𝐷𝐷 ′ + 5𝐷 ′ 2
𝑒 𝑥+𝑦 𝑒 𝑥−𝑦
= −
2 12 − 6 1 (1) + 5(1)2 2 12 − 6 1 (−1) + 5 −1 2
𝑥𝑒 𝑥+𝑦 𝑒 𝑥−𝑦
= −
2 2𝐷 − 6𝐷 ′ 2 11
𝑖𝑓 𝑑𝑒𝑛𝑜𝑚𝑖𝑛𝑎𝑡𝑜𝑟 𝑏𝑒𝑐𝑜𝑚𝑒𝑠 𝑧𝑒𝑟𝑜 𝑡𝑒𝑛 𝑚𝑢𝑙𝑖𝑝𝑙𝑦 𝑛𝑢𝑚𝑒𝑟𝑎𝑡𝑜𝑟 𝑏𝑦 𝑥
𝑎𝑛𝑑 𝑑𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑡𝑖𝑎𝑡𝑖𝑛𝑔 𝑑𝑒𝑛𝑜𝑚𝑖𝑛𝑎𝑡𝑜𝑟 𝑝𝑎𝑟𝑡𝑖𝑎𝑙𝑙𝑦 𝑤𝑖𝑡 𝑟𝑒𝑠𝑝𝑒𝑐𝑡 𝑡𝑜 𝐷
𝐶𝐹 + 𝑃. 𝐼1 + 𝑃. 𝐼2
𝑥 3 𝑦 𝑥 4 𝑥𝑒 𝑥 +𝑦 𝑒 𝑥−𝑦
𝑧 = 𝜙1 𝑦 + 𝑥 + 𝜙2 𝑦 + 5𝑥 + + − −
6 4 8 22
2
21. Solve 𝐷 2 − 𝐷𝐷 ′ − 30𝐷 ′ 𝑧 = 𝑥𝑦 + 𝑒 6𝑥+𝑦
Solution:
𝑚 = −5,6
−1
𝐷′ 𝐷′ 2
1− + 30 2 𝑥𝑦
𝐷 𝐷
=
𝐷2
2
𝐷′ 𝐷′
1+ + 30 2 𝑥𝑦
𝐷 𝐷
−1
= 1−𝑥 = 1 + 𝑥 + 𝑥2 + ⋯
𝐷2
2
𝐷′ 𝐷′
𝑥𝑦 + 𝑥𝑦 + 30 2 𝑥𝑦
𝐷 𝐷
=
𝐷2
1
𝑥𝑦 + 𝑥
𝐷 1 𝑥
= = 𝑥𝑦 +
𝐷2 𝐷2 𝐷3
𝑥3𝑦 𝑥4 1 𝑚 𝑚! 𝑥 𝑚 +𝑛
𝑃. 𝐼1 = + 𝑥 =
3! 4! 𝐷𝑛 𝑚+𝑛 !
𝑒 6𝑥+𝑦
𝑃. 𝐼2 =
𝐷 2 − 𝐷𝐷 ′ − 30𝐷 ′ 2
𝑒 6𝑥+𝑦
= 2
6 − 6 (1) − 30(1)2
𝑖𝑓 𝑑𝑒𝑛𝑜𝑚𝑖𝑛𝑎𝑡𝑜𝑟 𝑏𝑒𝑐𝑜𝑚𝑒𝑠 𝑧𝑒𝑟𝑜 𝑡𝑒𝑛 𝑚𝑢𝑙𝑖𝑝𝑙𝑦 𝑛𝑢𝑚𝑒𝑟𝑎𝑡𝑜𝑟 𝑏𝑦 𝑥
𝑎𝑛𝑑 𝑑𝑖𝑓𝑓𝑒𝑟𝑒𝑛𝑡𝑖𝑎𝑡𝑖𝑛𝑔 𝑑𝑒𝑛𝑜𝑚𝑖𝑛𝑎𝑡𝑜𝑟 𝑝𝑎𝑟𝑡𝑖𝑎𝑙𝑙𝑦 𝑤𝑖𝑡 𝑟𝑒𝑠𝑝𝑒𝑐𝑡 𝑡𝑜 𝐷
𝑥𝑒 6𝑥+𝑦 𝑥𝑒 6𝑥+𝑦
= =
2𝐷 − 𝐷′ 2(6) − 1
𝑥𝑒 6𝑥+𝑦
𝑃. 𝐼2 =
11
The general solution is
𝐶𝐹 + 𝑃. 𝐼1 + 𝑃. 𝐼2
𝑥 3 𝑦 𝑥 4 𝑥𝑒 6𝑥+𝑦
𝑧 = 𝜙1 𝑦 − 5𝑥 + 𝜙2 𝑦 + 6𝑥 + + +
3! 4! 11
UNIT-IV
𝜕2𝑢 𝜕2𝑢 𝜕2 𝑢
𝐿𝑒𝑡 𝐴 + 𝐵 + 𝐶 = 0… 1
𝜕𝑥 2 𝜕𝑥𝜕𝑦 𝜕𝑦 2
𝑖) 𝑃𝑎𝑟𝑎𝑏𝑜𝑙𝑎 𝑖𝑓 𝐵2 − 4𝐴𝐶 = 0
𝐴 = 3, 𝐵 = 4, 𝐶 = 0
Solution:
Here 𝐴 = 1, 𝐵 = 𝑥, 𝐶 = 0
𝐵2 − 4𝐴𝐶 = 𝑥 2
𝑖 𝑃𝑎𝑟𝑎𝑏𝑜𝑙𝑖𝑐 𝑖𝑓 𝑥 = 0.
The values of a required solution, on the boundary of some domain will be given. These are
called boundary conditions. In other cases, when time t is one of the variables, the values of
the solution at t=0 may be presented. These are called initial conditions.
The partial differential equation together with these conditions constitutes a boundary
value problem or an initial value problem, according to the nature of the condition.
One dimensional wave equation:
One dimensional wave equation with initial and boundary conditions in which the initial
position of the string is 𝑓(𝑥) and the initial velocity imparted at each point 𝑥 is 𝑔(𝑥) is
𝜕2𝑦 2
𝜕2 𝑦
= 𝛼
𝜕𝑡 2 𝜕𝑥 2
The boundary conditions are
𝜕𝑦 (𝑥, 0)
𝑖 𝑦 0, 𝑡 = 0 𝑖𝑖 𝑦 𝑙, 𝑡 = 0, 𝑖𝑖𝑖 𝑦 𝑥, 0 = 𝑓 𝑥 𝑖𝑣 = 𝑔(𝑥)
𝜕𝑡
(ii) The string is perfectly elastic and does not offer any resistance to bending
(iii) The tension caused by stretching the string before fixing it at the end points is so large
that the action of the gravitational force on the string can be neglected.
(iv) The string performs a small transverse motion in a vertical plane that is every particle of
the string moves strictly vertically so that the deflection and the slope at every point of the
string remain small in absolute value.
when steady state conditions exist the heat flow equation is independent of time t.
𝜕𝑢
=0
𝜕𝑡
𝜕2𝑢
=0
𝜕𝑥 2
The solution of heat flow equation is 𝑢 𝑥 = 𝑐1 𝑥 + 𝑐2
Steady state heat flow equation in two dimensions in Cartesian form:
The two dimensional heat flow equation for the steady state is given by
𝜕2𝑢 𝜕2𝑢
+ = 0. 𝐿𝑎𝑝𝑙𝑎𝑐𝑒 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛
𝜕𝑥 2 𝜕𝑦 2
The polar form of two dimensional heat flow equation in steady state:
𝜕2 𝑢
2
𝜕𝑢 𝜕 2 𝑢
𝑟 +𝑟 + = 0. 𝐿𝑎𝑝𝑙𝑎𝑐𝑒 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛
𝜕𝑟 2 𝜕𝑟 𝜕𝜃 2
Differential equation for two dimensional heat flow equation for the unsteady state:
The two dimensional heat flow equation for the unsteady state is given by
2
𝜕2 𝑢 𝜕2 𝑢 𝜕𝑢
𝛼 + =
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑡
1. A string is stretched and fastened to two points 𝑥 = 0 and 𝑥 = 𝑙 apart. Motion is started
by displacing the string into the form 𝑦 = 𝑘(𝑙𝑥 − 𝑥 2 ) from which it is released at time
𝑡 = 0. Find the displacement of any point on the string at a distance of 𝑥 from one end at
time t.
Solution:
The displacement 𝑦 𝑥, 𝑡 from one end is governed by the partial differential equation
𝜕2 𝑦 2
𝜕2 𝑦
= 𝑎 … (1)
𝜕𝑡 2 𝜕𝑥 2
The boundary conditions are
𝑖) 𝑦 0, 𝑡 = 0, 𝑡 > 0
𝑖𝑖) 𝑦 𝑙, 𝑡 = 0, 𝑡 > 0
𝜕𝑦
𝑖𝑖𝑖) = 0, 0 < 𝑥 < 𝑙
𝜕𝑡 (𝑥,0)
𝐼) 𝑦 𝑥, 𝑡 = 𝐴𝑡 + 𝐵 𝐶𝑥 + 𝐷
The solution III is suitable for (1). Since the solution III is periodic in t and it also satisfies all
the boundary conditions.
Now applying the boundary condition (i) for solution III, we get
Now applying the boundary condition (i) and put 𝐶 = 0 for solution III, we get
𝑛𝜋
𝑠𝑖𝑛 𝛼𝑙 = 0 𝛼𝑙 = 𝑛𝜋 𝛼=
𝑙
𝐴 cos 𝛼𝑎𝑡 + 𝐵 sin 𝛼𝑎𝑡 ≠ 0 𝑎𝑛𝑑 𝐷 ≠ 0
𝑆𝑖𝑛𝑐𝑒 𝐴 𝑐𝑜𝑠 𝛼𝑎𝑡 + 𝐵 𝑠𝑖𝑛 𝛼𝑎𝑡 = 0 𝑎𝑛𝑑 𝐷 = 0 𝑦 𝑥, 𝑡 = 0
𝑛𝜋
Substituting 𝛼 = 𝑎𝑛𝑑 𝐶 = 0 in solution III, we get
𝑙
∞
𝜕𝑦 𝑛𝜋𝑎 𝑛𝜋𝑎𝑡 𝑛𝜋𝑎 𝑛𝜋𝑎𝑡 𝑛𝜋𝑥
= −𝐴𝑛 𝑠𝑖𝑛 + 𝐵𝑛 𝑐𝑜𝑠 𝑠𝑖𝑛 … (5)
𝜕𝑡 𝑙 𝑙 𝑙 𝑙 𝑙
𝑛=1
∴ 𝐵𝑛 = 0
𝑙
𝑛𝜋𝑥 𝑛𝜋𝑥 𝑛𝜋𝑥
2𝑘 −𝑐𝑜𝑠 𝑙 −𝑠𝑖𝑛 𝑐𝑜𝑠
= 𝑙𝑥 − 𝑥 2 − 𝑙 − 2𝑥 𝑙 + −2 𝑙
𝑙 𝑛𝜋 𝑛𝜋 2 𝑛𝜋 3
𝑙 𝑙 𝑙 0
2𝑘 −𝑠𝑖𝑛 0 𝑐𝑜𝑠 0
− (0) − 𝑙 − 0 + −2
𝑙 𝑛𝜋 2 𝑛𝜋 3
𝑙 𝑙
3
2𝑘 𝑐𝑜𝑠 𝑛𝜋 1 4𝑘 𝑙
= −2 − −2 = 1 − (−1)𝑛
𝑙 𝑛𝜋 3 𝑛𝜋 3
𝑙 𝑛𝜋
𝑙 𝑙
4𝑘𝑙 2
𝐴𝑛 = 3 3 1 − (−1)𝑛
𝑛 𝜋
8𝑘𝑙 2
𝐴𝑛 = 𝑛3 𝜋 3 𝑓𝑜𝑟 𝑛 𝑖𝑠 𝑜𝑑𝑑
0 𝑓𝑜𝑟 𝑛 𝑖𝑠 𝑒𝑣𝑒𝑛
∞
8𝑘𝑙 2 1 𝑛𝜋𝑎𝑡 𝑛𝜋𝑥
𝑦 𝑥, 𝑡 = 3 3
𝑐𝑜𝑠 𝑠𝑖𝑛
𝜋 𝑛 𝑙 𝑙
𝑛 =1,3,5,…
2. A tightly stretched string with fixed end points 𝑥 = 0 and 𝑥 = 𝑙 is initially at rest in its
equilibrium position. If it is set vibrating giving each point a velocity 𝜆𝑥(𝑙 − 𝑥), then show
that
∞
8𝜆𝑙 3 1 𝑛𝜋𝑥 𝑛𝑎𝜋𝑡
𝑦 𝑥, 𝑡 = sin sin
𝑎𝜋 4 𝑛4 𝑙 𝑙
𝑛 =1,3,5
Solution:
The displacement 𝑦 𝑥, 𝑡 from one end is governed by the partial differential equation
𝜕2 𝑦 2
𝜕2 𝑦
= 𝑎 … (1)
𝜕𝑡 2 𝜕𝑥 2
The boundary conditions are
𝑖) 𝑦 0, 𝑡 = 0, 𝑡 > 0
𝑖𝑖) 𝑦 𝑙, 𝑡 = 0, 𝑡 > 0
𝜕𝑦
𝑖𝑣) = 𝜆𝑥 𝑙 − 𝑥 , 0 < 𝑥 < 𝑙
𝜕𝑡 (𝑥,0)
By the method of separation of variables we get three possible solutions for (1). They are
𝐼) 𝑦 𝑥, 𝑡 = 𝐴𝑡 + 𝐵 𝐶𝑥 + 𝐷
The solution III is suitable for (1). Since the solution III is periodic in t and it also satisfies all
the boundary conditions.
Now applying the boundary condition (i) for solution III, we get
Now applying the boundary condition (i) and put 𝐶 = 0 for solution III, we get
𝑛𝜋
𝑠𝑖𝑛 𝛼𝑙 = 0 𝛼𝑙 = 𝑛𝜋 𝛼=
𝑙
𝐴 cos 𝛼𝑎𝑡 + 𝐵 sin 𝛼𝑎𝑡 ≠ 0 𝑎𝑛𝑑 𝐷 ≠ 0
𝑆𝑖𝑛𝑐𝑒 𝐴 𝑐𝑜𝑠 𝛼𝑎𝑡 + 𝐵 𝑠𝑖𝑛 𝛼𝑎𝑡 = 0 𝑎𝑛𝑑 𝐷 = 0 𝑦 𝑥, 𝑡 = 0
𝑛𝜋
Substituting 𝛼 = 𝑎𝑛𝑑 𝐶 = 0 in solution III, we get
𝑙
∴ 𝐴𝑛 = 0
∞
𝜕𝑦 𝑛𝜋𝑎 𝑛𝜋𝑎𝑡 𝑛𝜋𝑥
= 𝐵𝑛 𝑐𝑜𝑠 𝑠𝑖𝑛 … (6)
𝜕𝑡 𝑙 𝑙 𝑙
𝑛 =1
𝑙
𝑛𝜋𝑥 𝑛𝜋𝑥 𝑛𝜋𝑥
2𝜆 −𝑐𝑜𝑠 𝑙 −𝑠𝑖𝑛 𝑐𝑜𝑠
= 𝑙𝑥 − 𝑥 2 − 𝑙 − 2𝑥 𝑙 + −2 𝑙
𝑙 𝑛𝜋 𝑛𝜋 2 𝑛𝜋 3
𝑙 𝑙 𝑙 0
2𝜆 −𝑠𝑖𝑛 0 𝑐𝑜𝑠 0
− (0) − 𝑙 − 0 + −2
𝑙 𝑛𝜋 2 𝑛𝜋 3
𝑙 𝑙
3
2𝜆 𝑐𝑜𝑠 𝑛𝜋 1 4𝜆 𝑙
= −2 − −2 = 1 − (−1)𝑛
𝑙 𝑛𝜋 3 𝑛𝜋 3
𝑙 𝑛𝜋
𝑙 𝑙
𝑛𝜋𝑎 8𝜆𝑙 2
𝐵𝑛 = 𝑛3 𝜋 3 𝑓𝑜𝑟 𝑛 𝑖𝑠 𝑜𝑑𝑑
𝑙
0 𝑓𝑜𝑟 𝑛 𝑖𝑠 𝑒𝑣𝑒𝑛
8𝜆𝑙 3
𝐵𝑛 = 𝑛4 𝜋 4 𝑎 𝑓𝑜𝑟 𝑛 𝑖𝑠 𝑜𝑑𝑑
0 𝑓𝑜𝑟 𝑛 𝑖𝑠 𝑒𝑣𝑒𝑛
𝑙
3. A taut string of length 𝑙 has its ends 𝑥 = 0,𝑥 = 𝑙 fixed. The point where 𝑥 = is drawn
3
2 2
𝜕 𝑦 2 𝜕 𝑦. Determine
aside a small distance h, the displacement 𝑦(𝑥, 𝑡) satisfies 2 =𝛼 2
𝜕𝑡 𝜕𝑥
𝑦(𝑥, 𝑡) at any time t.
Solution:
The displacement 𝑦 𝑥, 𝑡 from one end is governed by the partial differential equation
𝜕2 𝑦 2
𝜕2𝑦
= 𝑎 … (1)
𝜕𝑡 2 𝜕𝑥 2
y 𝑇𝑒 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 𝑜𝑓 𝑙𝑖𝑛𝑒 𝑂𝐴 𝑇𝑒 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 𝑜𝑓 𝑙𝑖𝑛𝑒 𝐴𝐵
𝑙
𝑥 − 𝑥1 𝑦 − 𝑦1 𝑥−3 𝑦−
= 𝑙
=
𝑥2 − 𝑥1 𝑦2 − 𝑦1 𝑙− 0−
3
𝒍
𝑨 ,𝒉
𝟑
𝑥−0 𝑦−0 𝑥 − 3𝑙
= 𝑦− = −
2 3𝑙
𝑙
𝒉 3
−0 −0
𝑖) 𝑦 0, 𝑡 = 0, 𝑡 > 0
𝑖𝑖) 𝑦 𝑙, 𝑡 = 0, 𝑡 > 0
𝜕𝑦
𝑖𝑖𝑖) = 0, 0 < 𝑥 < 𝑙
𝜕𝑡 (𝑥,0)
3𝑥 𝑙
𝑓𝑜𝑟 0 < 𝑥 <
𝑖𝑣) 𝑦 𝑥, 0 = 𝑙 3
3(𝑙 − 𝑥) 𝑙
𝑓𝑜𝑟 <𝑥< 𝑙
2𝑙 3
By the method of separation of variables we get three possible solutions for (1). They are
𝐼) 𝑦 𝑥, 𝑡 = 𝐴𝑡 + 𝐵 𝐶𝑥 + 𝐷
The solution III is suitable for (1). Since the solution III is periodic in t and it also satisfies all
the boundary conditions.
Now applying the boundary condition (i) for solution III, we get
Now applying the boundary condition (i) and put 𝐶 = 0 for solution III, we get
𝑛𝜋
𝑠𝑖𝑛 𝛼𝑙 = 0 𝛼𝑙 = 𝑛𝜋 𝛼=
𝑙
𝐴 cos 𝛼𝑎𝑡 + 𝐵 sin 𝛼𝑎𝑡 ≠ 0 𝑎𝑛𝑑 𝐷 ≠ 0
𝑆𝑖𝑛𝑐𝑒 𝐴 𝑐𝑜𝑠 𝛼𝑎𝑡 + 𝐵 𝑠𝑖𝑛 𝛼𝑎𝑡 = 0 𝑎𝑛𝑑 𝐷 = 0 𝑦 𝑥, 𝑡 = 0
𝑛𝜋
Substituting 𝛼 = 𝑎𝑛𝑑 𝐶 = 0 in solution III, we get
𝑙
∞
𝜕𝑦 𝑛𝜋𝑎 𝑛𝜋𝑎𝑡 𝑛𝜋𝑎 𝑛𝜋𝑎𝑡 𝑛𝜋𝑥
= −𝐴𝑛 𝑠𝑖𝑛 + 𝐵𝑛 𝑐𝑜𝑠 𝑠𝑖𝑛 … (5)
𝜕𝑡 𝑙 𝑙 𝑙 𝑙 𝑙
𝑛=1
∴ 𝐵𝑛 = 0
∞
3𝑥 𝑙
𝑛𝜋𝑥 𝑓𝑜𝑟 0 < 𝑥 <
𝐴𝑛 𝑠𝑖𝑛 = 𝑙 3
𝑙 3(𝑙 − 𝑥) 𝑙
𝑛 =1 𝑓𝑜𝑟 <𝑥< 𝑙
2𝑙 3
𝑙
3 𝑙
6 𝑛𝜋𝑥 (𝑙 − 𝑥) 𝑛𝜋𝑥
= 2 𝑥 𝑠𝑖𝑛 𝑑𝑥 + 𝑠𝑖𝑛 𝑑𝑥
𝑙 𝑙 2 𝑙
0 𝑙
3
𝑙
𝑛𝜋𝑥 𝑛𝜋𝑥 3
6 −𝑐𝑜𝑠 𝑙 −𝑠𝑖𝑛 𝑙
= 2 𝑥 𝑛𝜋 −1
𝑙 𝑛𝜋 2
𝑙 𝑙 0
𝑙
𝑛𝜋𝑥 𝑛𝜋𝑥
(𝑙 − 𝑥) −𝑐𝑜𝑠 𝑙 (−1) −𝑠𝑖𝑛 𝑙
+ 𝑛𝜋 −
2 2 𝑛𝜋 2
𝑙 𝑙 𝑙
3
𝑛𝜋𝑙 𝑛𝜋𝑙
6 𝑙 −𝑐𝑜𝑠 3𝑙 −𝑠𝑖𝑛 3𝑙
= 2 𝑛𝜋 −1
𝑙 3 𝑛𝜋 2
𝑙 𝑙
𝑙 𝑛𝜋𝑙 𝑛𝜋𝑙
(𝑙 − 3) −𝑐𝑜𝑠 3𝑙 (−1) −𝑠𝑖𝑛 3𝑙
− 𝑛𝜋 −
2 2 𝑛𝜋 2
𝑙 𝑙
𝑛𝜋 𝑛𝜋 𝑛𝜋 𝑛𝜋
6 𝑙 −𝑐𝑜𝑠 3 −𝑠𝑖𝑛 3 𝑙 −𝑐𝑜𝑠 3 (−1) −𝑠𝑖𝑛 3
= 2 𝑛𝜋 −1 − 𝑛𝜋 +
𝑙 3 𝑛𝜋 2 3 2 𝑛𝜋 2
𝑙 𝑙 𝑙 𝑙
𝑛𝜋 𝑛𝜋
6 𝑠𝑖𝑛 3 1 𝑠𝑖𝑛 3 9𝑙 2 𝑛𝜋
= 2 2 + 2 = 𝑠𝑖𝑛
𝑙 𝑛𝜋 2 𝑛𝜋 2 2
𝑙 𝑛 𝜋 2 3
𝑙 𝑙
9 𝑛𝜋
𝐴𝑛 = 2 2
𝑠𝑖𝑛
𝑛 𝜋 3
Substituting the value of 𝐴𝑛 in (6), we get
∞
9 𝑛𝜋 𝑛𝜋𝑎𝑡 𝑛𝜋𝑥
𝑦 𝑥, 𝑡 = 2 2
𝑠𝑖𝑛 𝑐𝑜𝑠 𝑠𝑖𝑛
𝑛 𝜋 3 𝑙 𝑙
𝑛 =1
∞
9 1 𝑛𝜋 𝑛𝜋𝑎𝑡 𝑛𝜋𝑥
𝑦 𝑥, 𝑡 = 2 𝑠𝑖𝑛 𝑐𝑜𝑠 𝑠𝑖𝑛
𝜋 𝑛2 3 𝑙 𝑙
𝑛=1
4. A string is tightly stretched and its ends are fastened at two points 𝑥 = 0 and 𝑥 = 𝑙. The
point of the string is displaced transversely through a small distance ‘b’ and the string is
released from rest in that position. Find an expression for the transverse displacement of
the string at any time during the subsequent motion.
Solution:
The displacement 𝑦 𝑥, 𝑡 from one end is governed by the partial differential equation
𝜕2 𝑦 2
𝜕2𝑦
= 𝑎 … (1)
𝜕𝑡 2 𝜕𝑥 2
y 𝑇𝑒 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 𝑜𝑓 𝑙𝑖𝑛𝑒 𝑂𝐴 𝑇𝑒 𝑒𝑞𝑢𝑎𝑡𝑖𝑜𝑛 𝑜𝑓 𝑙𝑖𝑛𝑒 𝐴𝐵
𝑙
𝑥 − 𝑥1 𝑦 − 𝑦1 𝑥−2 𝑦−𝑏
= 𝑙
=
𝒍 𝑥2 − 𝑥1 𝑦2 − 𝑦1 𝑙− 0−𝑏
𝑨 ,𝒃 2
𝟐
𝑥−0 𝑦−0 𝑏𝑥 − 𝑏 3𝑙
= 𝑦−𝑏 = −
𝑙
−0 𝑏−0 𝑙
𝑏 2 2
x 2𝑏𝑥 2𝑏𝑥 −𝑏𝑙
𝑦= 𝑦=𝑏−
𝑶 𝟎, 𝟎 𝑩 𝒍, 𝟎 𝑙 𝑙
𝑖) 𝑦 0, 𝑡 = 0, 𝑡 > 0
𝑖𝑖) 𝑦 𝑙, 𝑡 = 0, 𝑡 > 0
𝜕𝑦
𝑖𝑖𝑖) = 0, 0<𝑥<𝑙
𝜕𝑡 (𝑥,0)
2𝑏𝑥 𝑙
𝑓𝑜𝑟 0 < 𝑥 <
𝑖𝑣) 𝑦 𝑥, 0 = 𝑙 2
2𝑏(𝑙 − 𝑥) 𝑙
𝑓𝑜𝑟 <𝑥< 𝑙
𝑙 2
By the method of separation of variables we get three possible solutions for (1). They are
𝐼) 𝑦 𝑥, 𝑡 = 𝐴𝑡 + 𝐵 𝐶𝑥 + 𝐷
The solution III is suitable for (1). Since the solution III is periodic in t and it also satisfies all
the boundary conditions.
Now applying the boundary condition (i) for solution III, we get
Now applying the boundary condition (i) and put 𝐶 = 0 for solution III, we get
𝑛𝜋
𝑠𝑖𝑛 𝛼𝑙 = 0 𝛼𝑙 = 𝑛𝜋 𝛼=
𝑙
𝐴 cos 𝛼𝑎𝑡 + 𝐵 sin 𝛼𝑎𝑡 ≠ 0 𝑎𝑛𝑑 𝐷 ≠ 0
𝑆𝑖𝑛𝑐𝑒 𝐴 𝑐𝑜𝑠 𝛼𝑎𝑡 + 𝐵 𝑠𝑖𝑛 𝛼𝑎𝑡 = 0 𝑎𝑛𝑑 𝐷 = 0 𝑦 𝑥, 𝑡 = 0
𝑛𝜋
Substituting 𝛼 = 𝑎𝑛𝑑 𝐶 = 0 in solution III, we get
𝑙
∴ 𝐵𝑛 = 0
2𝑏𝑥 𝑙
𝑓𝑜𝑟 0 < 𝑥 <
𝑙 2
𝑦 𝑥, 0 =
2𝑏(𝑙 − 𝑥) 𝑙
𝑓𝑜𝑟 <𝑥< 𝑙
𝑙 2
∞
2𝑏𝑥 𝑙
𝑛𝜋𝑥 𝑓𝑜𝑟 0 < 𝑥 <
𝑙 2
𝐴𝑛 𝑠𝑖𝑛 =
𝑙 2𝑏(𝑙 − 𝑥) 𝑙
𝑛 =1 𝑓𝑜𝑟 <𝑥< 𝑙
𝑙 2
𝑙
3 𝑙
4𝑏 𝑛𝜋𝑥 𝑛𝜋𝑥
= 2 𝑥 𝑠𝑖𝑛 𝑑𝑥 + (𝑙 − 𝑥) 𝑠𝑖𝑛 𝑑𝑥
𝑙 𝑙 𝑙
0 𝑙
2
𝑙
𝑛𝜋𝑥 𝑛𝜋𝑥 2
4𝑏 −𝑐𝑜𝑠 −𝑠𝑖𝑛
= 2 𝑥 𝑙 −1 𝑙
𝑙 𝑛𝜋 𝑛𝜋 2
𝑙 𝑙 0
𝑙
𝑛𝜋𝑥 𝑛𝜋𝑥
(𝑙 − 𝑥) −𝑐𝑜𝑠 𝑙 −𝑠𝑖𝑛 𝑙
+ 𝑛𝜋 − (−1) 2
2 𝑛𝜋
𝑙 𝑙 𝑙
2
𝑛𝜋𝑙 𝑛𝜋𝑙
4𝑏 𝑙 −𝑐𝑜𝑠 2𝑙 −𝑠𝑖𝑛 2𝑙
= 2 𝑛𝜋 −1
𝑙 2 𝑛𝜋 2
𝑙 𝑙
𝑛𝜋𝑙 𝑛𝜋𝑙
𝑙 −𝑐𝑜𝑠 2𝑙 −𝑠𝑖𝑛 2𝑙
− (𝑙 − ) 𝑛𝜋 − (−1)
2 𝑛𝜋 2
𝑙 𝑙
𝑛𝜋 𝑛𝜋 𝑛𝜋 𝑛𝜋
4𝑏 𝑙 −𝑐𝑜𝑠 2 −𝑠𝑖𝑛 2 𝑙 −𝑐𝑜𝑠 2 −𝑠𝑖𝑛 2
= 2 𝑛𝜋 −1 − 𝑛𝜋 + (−1)
𝑙 2 𝑛𝜋 2 2 𝑛𝜋 2
𝑙 𝑙 𝑙 𝑙
𝑛𝜋 𝑛𝜋
4𝑏 𝑠𝑖𝑛 2 𝑠𝑖𝑛 2 8𝑏𝑙 2 𝑛𝜋
= 2 + = 𝑠𝑖𝑛
𝑙 𝑛𝜋 2 𝑛𝜋 2 𝑙 2 𝑛2 𝜋 2 2
𝑙 𝑙
8𝑏 𝑛𝜋
𝐴𝑛 = 𝑠𝑖𝑛
𝑛2 𝜋 2 2
∞
8𝑏 1 𝑛𝜋 𝑛𝜋𝑎𝑡 𝑛𝜋𝑥
𝑦 𝑥, 𝑡 = 2 2
𝑠𝑖𝑛 𝑐𝑜𝑠 𝑠𝑖𝑛
𝜋 𝑛 2 𝑙 𝑙
𝑛 =1
5. A rod of length 20 cm has its ends A and B kept at temperature 30𝑜 𝐶 and 90𝑜 𝐶
respectively until steady state conditions prevail. If the temperature at each end is then
suddenly reduced to 0𝑜 𝐶 and maintained so, find the temperature distribution at a distance
from A at time t.
Solution:
𝜕𝑢 𝜕2𝑢
= 𝛼 2 2 … (1)
𝜕𝑡 𝜕𝑥
When the steady state conditions prevail the temperature function 𝑢(𝑥, 𝑡) is independent
of time t. Hence (1) becomes
𝜕2 𝑢 𝜕𝑢
=0 ∵ =0
𝜕𝑥 2 𝜕𝑡
When the steady state condition prevails the boundary conditions are
𝑎) 𝑢 0 = 30
𝑏) 𝑢 20 = 90
𝑢 0 = 30 𝑏 = 30
𝑢 20 = 90 𝑎20 + 30 = 90 𝑎=3
𝑢 𝑥 = 3𝑥 + 30
𝑢 𝑥 = 3𝑥 + 30
Here the steady state is changed to unsteady state. For this unsteady state the initial
temperature is given by
𝑢 𝑥, 0 = 3𝑥 + 30
𝑖) 𝑢 0, 𝑡 = 0, 𝑡 > 0
Applying boundary condition (ii) and the value of 𝐵 for (3), we get
2𝛼 2 𝑡
𝑢 20, 𝑡 = 0 𝐴𝑒 −𝑎 𝐶 sin 𝑎20 = 0
sin 𝑎20 = 0 𝑆𝑖𝑛𝑐𝑒 𝐴 ≠ 0, 𝐶 ≠ 0 𝑏𝑒𝑐𝑎𝑢𝑠𝑒 𝑖𝑓 𝐶 = 0 𝑢 𝑥, 𝑡 = 0
20 𝑎 = 𝑛𝜋
𝑛𝜋
𝑎=
20
𝑛 2𝜋 2 𝛼 2 𝑡 𝑛𝜋𝑥
𝑢 𝑥, 𝑡 = 𝐴𝑒 − 400 𝐶 sin … (4)
20
𝑛 2𝜋 2 𝛼 2 𝑡 𝑛𝜋𝑥
𝑢 𝑥, 𝑡 = 𝐴𝑛 𝑒 − 400 sin … (5)
20
Applying boundary condition (iii) and the value of 𝐵 for (6), we get
∞
𝑛𝜋𝑥
𝑢 𝑥, 0 = 3𝑥 + 30 𝐴𝑛 sin = 3𝑥 + 30 𝑓𝑜𝑟 0 < 𝑥 < 20
20
𝑛=1
20
𝑛𝜋𝑥 𝑛𝜋𝑥
1 −𝑐𝑜𝑠 20 −𝑠𝑖𝑛 20
= 3𝑥 + 30 𝑛𝜋 −3
10 𝑛𝜋 2
20 20 0
𝑛𝜋20 𝑛𝜋20
1 −𝑐𝑜𝑠 20 −𝑠𝑖𝑛 20 −𝑐𝑜𝑠 0
= 3(20) + 30 𝑛𝜋 −3 − 30 𝑛𝜋
10 𝑛𝜋 2
20 20 20
1 −𝑐𝑜𝑠 𝑛𝜋 −1 30(20) 𝑛
= 90 𝑛𝜋 − 30 𝑛𝜋 = −3 −1 +1
10 10𝑛𝜋
20 20
60 𝑛
𝐴𝑛 = 1 − 3 −1
𝑛𝜋
Substituting the value of 𝐴𝑛 in (6), we get
∞
60 𝑛 2𝜋 2 𝛼 2 𝑡 𝑛𝜋𝑥
𝑢 𝑥, 𝑡 = 1 − 3 −1 𝑛
𝑒− 400 sin
𝑛𝜋 20
𝑛=1
∞
60 1 𝑛 2𝜋 2 𝛼 2 𝑡 𝑛𝜋𝑥
𝑢 𝑥, 𝑡 = 1 − 3 −1 𝑛
𝑒− 400 sin
𝜋 𝑛 20
𝑛 =1
6. A string is stretched between two fixed points at a distance 2𝑙 apart and the points of the
string are given initial velocities 𝑣 where
𝑐𝑥
𝑖𝑛 0 < 𝑥 < 𝑙
𝑣= 𝑐 𝑙
2𝑙 − 𝑥 𝑖𝑛 𝑙 < 𝑥 < 2𝑙
𝑙
𝑥 being the distance from an end point. Find the displacement of the string at any time.
Solution:
The displacement 𝑦 𝑥, 𝑡 from one end is governed by the partial differential equation
𝜕2 𝑦 2
𝜕2 𝑦
= 𝑎 … (1)
𝜕𝑡 2 𝜕𝑥 2
The boundary conditions are
𝑖) 𝑦 0, 𝑡 = 0, 𝑡 > 0
By the method of separation of variables we get three possible solutions for (1). They are
𝐼) 𝑦 𝑥, 𝑡 = 𝐴𝑡 + 𝐵 𝐶𝑥 + 𝐷
The solution III is suitable for (1). Since the solution III is periodic in t and it also satisfies all
the boundary conditions.
Now applying the boundary condition (i) for solution III, we get
Now applying the boundary condition (i) and put 𝐶 = 0 for solution III, we get
𝑛𝜋
𝑠𝑖𝑛 2𝛼𝑙 = 0 2𝛼𝑙 = 𝑛𝜋 𝛼=
2𝑙
𝐴 cos 𝛼𝑎𝑡 + 𝐵 sin 𝛼𝑎𝑡 ≠ 0 𝑎𝑛𝑑 𝐷 ≠ 0
𝑆𝑖𝑛𝑐𝑒 𝐴 𝑐𝑜𝑠 𝛼𝑎𝑡 + 𝐵 𝑠𝑖𝑛 𝛼𝑎𝑡 = 0 𝑎𝑛𝑑 𝐷 = 0 𝑦 𝑥, 𝑡 = 0
𝑛𝜋
Substituting 𝛼 = 𝑎𝑛𝑑 𝐶 = 0 in solution III, we get
2𝑙
∴ 𝐴𝑛 = 0
∞
𝑐𝑥
𝑛𝜋𝑎 𝑛𝜋𝑥 𝑖𝑛 0 < 𝑥 < 𝑙
𝐵𝑛 𝑠𝑖𝑛 = 𝑐 𝑙
2𝑙 2𝑙 2𝑙 − 𝑥 𝑖𝑛 𝑙 < 𝑥 < 2𝑙
𝑛 =1
𝑙
𝑙 2𝑙
𝑐 𝑛𝜋𝑥 𝑛𝜋𝑥
= 2 𝑥 𝑠𝑖𝑛 𝑑𝑥 + 2𝑙 − 𝑥 𝑠𝑖𝑛 𝑑𝑥
𝑙 2𝑙 2𝑙
0 𝑙
𝑛𝜋𝑥 𝑛𝜋𝑥 𝑙
𝑐 −𝑐𝑜𝑠 2𝑙 −𝑠𝑖𝑛 2𝑙
= 𝑥 𝑛𝜋 −1
𝑙2 𝑛𝜋 2
2𝑙 2𝑙 0
2𝑙
𝑛𝜋𝑥 𝑛𝜋𝑥
−𝑐𝑜𝑠 2𝑙 −𝑠𝑖𝑛 2𝑙
+ 2𝑙 − 𝑥 𝑛𝜋 − (−1)
𝑛𝜋 2
2𝑙 2𝑙 𝑙
𝑛𝜋𝑙 𝑛𝜋𝑙
𝑐 −𝑐𝑜𝑠 2𝑙 −𝑠𝑖𝑛 2𝑙
= 2 𝑙 𝑛𝜋 −1
𝑙 𝑛𝜋 2
2𝑙 2𝑙
𝑛𝜋𝑙 𝑛𝜋𝑙
−𝑐𝑜𝑠 2𝑙 −𝑠𝑖𝑛 2𝑙
− 2𝑙 − 𝑙 𝑛𝜋 − (−1)
𝑛𝜋 2
2𝑙 2𝑙
𝑛𝜋 𝑛𝜋 𝑛𝜋𝑙 𝑛𝜋
𝑐 −𝑐𝑜𝑠 2 −𝑠𝑖𝑛 2 −𝑐𝑜𝑠 2𝑙 −𝑠𝑖𝑛 2
= 2 𝑙 𝑛𝜋 −1 −𝑙 𝑛𝜋 + (−1)
𝑙 𝑛𝜋 2 𝑛𝜋 2
2𝑙 2𝑙 2𝑙 2𝑙
𝑛𝜋 𝑛𝜋
𝑐 𝑠𝑖𝑛 2 𝑠𝑖𝑛 2 8𝑐𝑙 2 𝑛𝜋
= 2 2 + 2 = 𝑠𝑖𝑛
𝑙 𝑛𝜋 𝑛𝜋 2 2
𝑙 𝑛 𝜋 2 2
2𝑙 2𝑙
𝑛𝜋𝑎 8𝑐 𝑛𝜋
𝐵𝑛 = 2 2 𝑠𝑖𝑛
2𝑙 𝑛 𝜋 2
16𝑐𝑙 𝑛𝜋
𝐵𝑛 = 3 3
𝑠𝑖𝑛
𝑎𝑛 𝜋 2
𝜕 2 𝑢 𝜕𝑢
𝛼2 =
𝜕𝑥 2 𝜕𝑡
𝑖 𝑢 𝑖𝑠 𝑓𝑖𝑛𝑖𝑡𝑒 𝑎𝑠 𝑡 → ∞
𝜕𝑢
𝑖𝑖 = 0 𝑓𝑜𝑟 𝑥 = 0 𝑎𝑛𝑑 𝑥 = 𝑙, 𝑡 > 0
𝜕𝑥
𝑖𝑖𝑖 𝑢 = 𝑙𝑥 − 𝑥 2 , 𝑓𝑜𝑟 𝑡 = 0, 0 ≤ 𝑥 ≤ 𝑙.
Solution:
2
𝜕 2 𝑢 𝜕𝑢
𝛼 = … (1)
𝜕𝑥 2 𝜕𝑡
By the method of separation of variables we get three possible solutions. They are
𝐼) 𝑢 𝑥, 𝑡 = 𝐴 𝐵𝑥 + 𝐶
2𝛼 2 𝑡
𝐼𝐼) 𝑢 𝑥, 𝑡 = 𝐴𝑒 𝑎 𝐵𝑒 −𝑎𝑥 + 𝐶𝑒 𝑎𝑥
2𝛼2𝑡
𝐼𝐼𝐼) 𝑢 𝑥, 𝑡 = 𝐴𝑒 −𝑎 𝐵 𝑐𝑜𝑠 𝑎𝑥 + 𝐶 𝑠𝑖𝑛 𝑎𝑥
Applying the boundary condition (i) for all the possible solutions we get solution III is
suitable because it only satisfies the boundary condition (i)
𝜕𝑢
= 0 𝑓𝑜𝑟 𝑥 = 0
𝜕𝑥
2𝛼2𝑡
𝐴𝑒 −𝑎 𝑎𝐶 𝑐𝑜𝑠 𝑎𝑥 = 0
𝐶=0 𝑆𝑖𝑛𝑐𝑒 𝐴 ≠ 0
Now applying boundary condition (ii) when 𝑥 = 𝑙 𝑎𝑛𝑑 𝑝𝑢𝑡 𝐶 = 0 𝑖𝑛 (2), we get
2𝛼2𝑡
𝐴𝑒 −𝑎 𝑎𝐵 𝑠𝑖𝑛 𝑎𝑙 = 0
𝑠𝑖𝑛 𝑎𝑙 = 0 𝑎𝑙 = 𝑛𝜋
𝑛𝜋
𝑎=
𝑙
Substituting the values of 𝑎 and 𝐶 in solution III, we get
𝑛 2𝜋 2 𝛼 2 𝑡 𝑛𝜋𝑥
−
𝑢 𝑥, 𝑡 = 𝐴𝑒 𝑙2 𝐵 𝑐𝑜𝑠 … (3)
𝑙
By putting 𝐴𝐵 = 𝐵𝑛
𝑛 2𝜋 2 𝛼 2 𝑡 𝑛𝜋𝑥
−
𝑢 𝑥, 𝑡 = 𝐵𝑛 𝑒 𝑙2 𝑐𝑜𝑠 … (4)
𝑙
∞
𝑛 2𝜋 2𝛼 2 𝑡 𝑛𝜋𝑥
−
𝑢 𝑥, 𝑡 = 𝐵0 + 𝐵𝑛 𝑒 𝑙2 𝑐𝑜𝑠 … (6)
𝑙
𝑛 =1
𝑢(𝑥, 0) = 𝑙𝑥 − 𝑥 2 , 0 ≤ 𝑥 ≤ 𝑙.
∞
2
𝑛𝜋𝑥
𝑙𝑥 − 𝑥 = 𝐵0 + 𝐵𝑛 𝑐𝑜𝑠
𝑙
𝑛 =1
𝑎0
This is Half range Cosine series where 𝐵0 =
2
𝑙
2
𝑎0 = 𝑙𝑥 − 𝑥 2 𝑑𝑥
𝑙
0
2 𝑥2 𝑥3 2 𝑙3 𝑙3 𝑙2
= 𝑙 − = − =
𝑙 2 3 𝑙 2 3 3
𝑎0 𝑙 2
𝐵0 = =
2 6
𝑙
2 𝑛𝜋𝑥
𝐵𝑛 = 𝑙𝑥 − 𝑥 2 𝑐𝑜𝑠 𝑑𝑥
𝑙 𝑙
0
𝑙
𝑛𝜋𝑥 𝑛𝜋𝑥 𝑛𝜋𝑥
2 𝑠𝑖𝑛 𝑙 −𝑐𝑜𝑠 −𝑠𝑖𝑛 𝑙
= 𝑙𝑥 − 𝑥 2 − 𝑙 − 2𝑥 𝑙 + (−2)
𝑙 𝑛𝜋 𝑛𝜋 2 𝑛𝜋 3
𝑙 𝑙 𝑙 0
𝑛𝜋𝑙
2 −𝑐𝑜𝑠 𝑙 −1
= − 𝑙 − 2𝑙 + 𝑙
𝑙 𝑛𝜋 2 𝑛𝜋 2
𝑙 𝑙
2 −𝑐𝑜𝑠 𝑛𝜋 −1 2𝑙 2 𝑛
= 𝑙 + 𝑙 = − −1 −1
𝑙 𝑛𝜋𝑥 2 𝑛𝜋𝑥 2
𝑛2 𝜋 2
𝑙 𝑙
4𝑙 2
𝐵𝑛 = − 𝑖𝑓 𝑛 𝑖𝑠 𝑒𝑣𝑒𝑛
𝑛2 𝜋 2
0 𝑖𝑓 𝑛 𝑖𝑠 𝑜𝑑𝑑
∞
𝑙 2 4𝑙 2 1 − 𝑛 2𝜋 2 𝛼 2 𝑡 𝑛𝜋𝑥
𝑢 𝑥, 𝑡 = − 2 𝑒 𝑙2 𝑐𝑜𝑠
6 𝜋 𝑛2 𝑙
𝑛 =2,4,…
8. 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 = 𝑘𝑥 2 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:
The displacement 𝑦 𝑥, 𝑡 from one end is governed by the partial differential equation
𝜕2 𝑦 2
𝜕2 𝑦
= 𝑎 … (1)
𝜕𝑡 2 𝜕𝑥 2
The boundary conditions are
𝑖) 𝑦 0, 𝑡 = 0, 𝑡 > 0
𝑖𝑖) 𝑦 𝑙, 𝑡 = 0, 𝑡 > 0
𝜕𝑦
𝑖𝑖𝑖) = 0, 0<𝑥<𝑙
𝜕𝑡 (𝑥,0)
𝑖𝑣) 𝑦 𝑥, 0 = 𝑘𝑥 2 𝑙 − 𝑥 , 0<𝑥<𝑙
By the method of separation of variables we get three possible solutions for (1). They are
𝐼) 𝑦 𝑥, 𝑡 = 𝐴𝑡 + 𝐵 𝐶𝑥 + 𝐷
The solution III is suitable for (1). Since the solution III is periodic in t and it also satisfies all
the boundary conditions.
Now applying the boundary condition (i) for solution III, we get
Now applying the boundary condition (i) and put 𝐶 = 0 for solution III, we get
𝑛𝜋
𝑠𝑖𝑛 𝛼𝑙 = 0 𝛼𝑙 = 𝑛𝜋 𝛼=
𝑙
𝐴 cos 𝛼𝑎𝑡 + 𝐵 sin 𝛼𝑎𝑡 ≠ 0 𝑎𝑛𝑑 𝐷 ≠ 0
𝑆𝑖𝑛𝑐𝑒 𝐴 𝑐𝑜𝑠 𝛼𝑎𝑡 + 𝐵 𝑠𝑖𝑛 𝛼𝑎𝑡 = 0 𝑎𝑛𝑑 𝐷 = 0 𝑦 𝑥, 𝑡 = 0
𝑛𝜋
Substituting 𝛼 = 𝑎𝑛𝑑 𝐶 = 0 in solution III, we get
𝑙
∞
𝜕𝑦 𝑛𝜋𝑎 𝑛𝜋𝑎𝑡 𝑛𝜋𝑎 𝑛𝜋𝑎𝑡 𝑛𝜋𝑥
= −𝐴𝑛 𝑠𝑖𝑛 + 𝐵𝑛 𝑐𝑜𝑠 𝑠𝑖𝑛 … (5)
𝜕𝑡 𝑙 𝑙 𝑙 𝑙 𝑙
𝑛=1
∴ 𝐵𝑛 = 0
2𝑘 𝑐𝑜𝑠 𝑛𝜋 1
= −4𝑙 − 2𝑙
𝑙 𝑛𝜋 3 𝑛𝜋 3
𝑙 𝑙
4𝑘𝑙 3 𝑛
𝐴𝑛 = − 2 −1 +1
𝑛3 𝜋 3
Substituting the value of 𝐴𝑛 in (6), we get
∞
4𝑘𝑙 3 𝑛
𝑛𝜋𝑎𝑡 𝑛𝜋𝑥
𝑦 𝑥, 𝑡 = − 3 3 2 −1 + 1 𝑐𝑜𝑠 𝑠𝑖𝑛
𝑛 𝜋 𝑙 𝑙
𝑛 =1
∞
4𝑘𝑙 3 1 𝑛
𝑛𝜋𝑎𝑡 𝑛𝜋𝑥
𝑦 𝑥, 𝑡 = − 3 2 −1 + 1 𝑐𝑜𝑠 𝑠𝑖𝑛
𝜋 𝑛3 𝑙 𝑙
𝑛=1
9. The ends A and B of a rod 10 cm long have the temperature 20𝑜 𝐶 and 40𝑜 𝐶 until steady
state prevails. The temperature at A is suddenly raised to 50𝑜 𝐶 and at the same time that
at B is lowered to10𝑜 𝐶. Find the temperature at the midpoint of the rod remains for all
time, regardless of the material of the rod.
Solution:
𝜕𝑢 𝜕2𝑢
= 𝛼 2 2 … (1)
𝜕𝑡 𝜕𝑥
When the steady state conditions prevail the temperature function 𝑢(𝑥, 𝑡) is independent
of time t. Hence (1) becomes
𝜕2 𝑢 𝜕𝑢
=0 ∵ =0
𝜕𝑥 2 𝜕𝑡
𝑢 𝑥 = 𝑎𝑥 + 𝑏 … (2)
When the steady state condition prevails the boundary conditions are
𝑎) 𝑢 0 = 20
𝑏) 𝑢 10 = 40
𝑢 0 = 20 𝑏 = 20
𝑢 10 = 40 𝑎10 + 20 = 40 𝑎=2
𝑢 𝑥 = 2𝑥 + 20
𝑢 𝑥 = 2𝑥 + 20
Here the steady state is changed to unsteady state. For this unsteady state the initial
temperature is given by
𝑢 𝑥, 0 = 2𝑥 + 20
𝑖) 𝑢 0, 𝑡 = 50, 𝑡 > 0
The boundary condition (i) and (ii) are non zero, the solution for (i) is not applicable until the
boundary condition (i) and (ii) becomes zero.
For,
Let 𝑢 𝑥, 𝑡 = 𝑢𝑠 𝑥 + 𝑢𝑡 𝑥, 𝑡 … (3)
where 𝑢𝑠 𝑥 is the solution of (1) and is a function of 𝑥 alone and satisfying conditions
𝑢𝑠 0 = 50 𝑎𝑛𝑑 𝑢𝑠 10 = 10 𝑎𝑛𝑑 𝑢𝑡 𝑥, 𝑡 is a transient solution satisfying (3) which
decreases as 𝑡 increases.
𝑢𝑠 𝑥 = 𝑐𝑥 + 𝑑 … (4)
𝑢𝑠 0 = 𝑑 = 50
𝑢𝑠 10 = 10𝑐 + 𝑑 = 10 … 5
𝑢𝑠 𝑥 = −4𝑥 + 50 … (6)
𝑢𝑡 𝑥, 𝑡 = 𝑢 𝑥, 𝑡 − 𝑢𝑠 𝑥 … 7 𝑓𝑟𝑜𝑚 (3)
Now applying boundary conditions (i), (ii), (iii) and 𝑢𝑠 0 = 50, 𝑢𝑠 10 = 10 and (6) in (7),
we get the boundary conditions for 𝑢𝑡 𝑥, 𝑡 which is the transient solution of (1).
𝑖𝑣) 𝑢𝑡 0, 𝑡 = 𝑢 0, 𝑡 − 𝑢𝑠 0 = 50 − 50 = 0
𝑣) 𝑢𝑡 10, 𝑡 = 𝑢 10, 𝑡 − 𝑢𝑠 10 = 10 − 10 = 0
Applying boundary condition (v) and the value of 𝐵 for (8), we get
2𝛼2𝑡
𝑢𝑡 10, 𝑡 = 0 𝐴𝑒 −𝑎 𝐶 sin 𝑎20 = 0
10 𝑎 = 𝑛𝜋
𝑛𝜋
𝑎=
10
Substituting the value of 𝐵 and 𝑎 in (8), we get
𝑛 2𝜋 2 𝛼 2 𝑡 𝑛𝜋𝑥
𝑢𝑡 𝑥, 𝑡 = 𝐴𝑒 − 100 𝐶 sin … (9)
10
𝑛 2𝜋 2 𝛼 2 𝑡 𝑛𝜋𝑥
𝑢𝑡 𝑥, 𝑡 = 𝐴𝑛 𝑒 − 100 sin … (10)
10
Applying boundary condition (vi) and the value of 𝐵 for (11), we get
∞
𝑛𝜋𝑥
𝑢𝑡 𝑥, 0 = 6𝑥 − 30 𝐴𝑛 sin = 6𝑥 − 30 𝑓𝑜𝑟 0 < 𝑥 < 10
10
𝑛 =1
10
𝑛𝜋𝑥 𝑛𝜋𝑥
1 −𝑐𝑜𝑠 10 −𝑠𝑖𝑛 10
= 6𝑥 − 30 𝑛𝜋 −6
5 𝑛𝜋 2
10 10 0
𝑛𝜋10 𝑛𝜋10
1 −𝑐𝑜𝑠 10 −𝑠𝑖𝑛 10 −𝑐𝑜𝑠 0
= 6 10 − 30 𝑛𝜋 −6 − −30 𝑛𝜋
5 𝑛𝜋 2
10 10 10
1 −𝑐𝑜𝑠 𝑛𝜋 −1 30(10) 𝑛
= 30 𝑛𝜋 − −30 𝑛𝜋 = − −1 −1
5 5𝑛𝜋
10 10
120
60 𝑛 − 𝑖𝑓 𝑛 𝑖𝑠 𝑒𝑣𝑒𝑛
𝐴𝑛 = − 1 + −1 = 𝑛𝜋
𝑛𝜋 0 𝑖𝑓 𝑛 𝑖𝑠 𝑜𝑑𝑑
∞
120 1 − 𝑛 2𝜋 2 𝛼 2 𝑡 𝑛𝜋𝑥
𝑢𝑡 𝑥, 𝑡 = − 𝑒 100 sin … (12)
𝜋 𝑛 10
𝑛 =2,4,…
𝜕2 𝑢 𝜕2 𝑢
+ = 0, 0 < 𝑥 < 𝑎, 0 < 𝑦 < 𝑎.
𝜕𝑥 2 𝜕𝑦 2
𝜋𝑥
𝑢 𝑥, 0 = 0, 𝑢 𝑥, 𝑎 = 4 𝑠𝑖𝑛3 , 0 < 𝑥 < 𝑎, 𝑢 0, 𝑦 = 0, 𝑢 𝑎, 𝑦 = 0, 0 < 𝑦 < 𝑎
𝑎
Solution:
𝜕2𝑢 𝜕2𝑢
+ = 0 … (1)
𝜕𝑥 2 𝜕𝑦 2
𝑖) 𝑢 0, 𝑦 = 0, 0 < 𝑦 < 𝑎
𝝅𝒙
𝒖 = 𝟒 𝒔𝒊𝒏𝟑
𝒂
𝒚=𝒂
𝒙=𝟎
𝒙=𝒂
𝒖=𝟎 𝒖=𝟎
𝒙
𝒚=𝟎
𝒖=𝟎
𝐼) 𝑢 𝑥, 𝑦 = 𝐴𝑥 + 𝐵 (𝐶𝑦 + 𝐷)
𝐴 𝐶𝑒 −𝜆𝑦 + 𝐷𝑒 𝜆𝑦 = 0 𝐴 = 0 ∵ 𝐶𝑒 −𝜆𝑦 + 𝐷𝑒 𝜆𝑦 ≠ 0
𝑠𝑖𝑛 𝜆𝑎 = 0 ∵ 𝐶𝑒 −𝜆𝑦 + 𝐷𝑒 𝜆𝑦 ≠ 0, 𝐵 ≠ 0
𝑛𝜋
𝜆𝑎 = 𝑛𝜋 𝜆=
𝑎
𝑛𝜋
𝑆𝑢𝑏𝑠𝑡𝑖𝑡𝑢𝑡𝑖𝑛𝑔 𝐴 = 0 𝑎𝑛𝑑 𝜆 = 𝑖𝑛 2 , 𝑤𝑒 𝑔𝑒𝑡
𝑎
𝑛𝜋𝑥 𝑛𝜋𝑦 𝑛𝜋𝑦
𝑢 𝑥, 𝑦 = 𝐵𝑠𝑖𝑛 𝐶𝑒 − 𝑎 + 𝐷𝑒 𝑎 … (3)
𝑎
𝑆𝑢𝑏𝑠𝑡𝑖𝑡𝑢𝑡𝑖𝑛𝑔 𝐶 = −𝐷 𝑖𝑛 3 , 𝑤𝑒 𝑔𝑒𝑡
𝑛𝜋𝑥 𝑛𝜋𝑦 𝑛𝜋𝑦 𝑛𝜋𝑥 𝑛𝜋𝑦 𝑛𝜋𝑦
𝑢 𝑥, 𝑦 = 𝐵𝑠𝑖𝑛 −𝐷𝑒 − 𝑎 + 𝐷𝑒 𝑎 = 𝐵𝐷𝑠𝑖𝑛 −𝑒 − 𝑎 +𝑒 𝑎
𝑎 𝑎
𝑛𝜋𝑥 𝑛𝜋𝑦
𝑢 𝑥, 𝑦 = 2𝐵𝐷𝑠𝑖𝑛 𝑠𝑖𝑛 … (4)
𝑎 𝑎
𝑃𝑢𝑡 𝐵𝑛 = 𝐵𝐷 𝑖𝑛 4 , 𝑤𝑒 𝑔𝑒𝑡
𝑛𝜋𝑥 𝑛𝜋𝑦
𝑢 𝑥, 𝑦 = 2𝐵𝑛 𝑠𝑖𝑛 𝑠𝑖𝑛 … (5)
𝑎 𝑎
The most general form of (5) is
∞
𝑛𝜋𝑥 𝑛𝜋𝑦
𝑢 𝑥, 𝑦 = 𝐵𝑛 𝑠𝑖𝑛 𝑠𝑖𝑛 … (6)
𝑎 𝑎
𝑛 =1
∞
𝑛𝜋𝑥 𝜋𝑥
𝐵𝑛 𝑠𝑖𝑛 𝑛𝜋 𝑠𝑖𝑛 = 4 𝑠𝑖𝑛3 ,0 < 𝑥 < 𝑎
𝑎 𝑎
𝑛 =1
3 𝜋𝑥 𝜋𝑦 1 3𝜋𝑥 3𝜋𝑦
𝑢 𝑥, 𝑦 = 𝑠𝑖𝑛 𝑠𝑖𝑛 − 𝑠𝑖𝑛 𝑠𝑖𝑛
𝑠𝑖𝑛 𝜋 𝑎 𝑎 𝑠𝑖𝑛 3𝜋 𝑎 𝑎
UNIT-V
Z-transform
Z-transform:
The two sided Z-transform 𝐹(𝑧) for a sequence 𝑓(𝑥) is defined as
∞
𝐹 𝑧 = 𝑓 𝑥 𝑧 −𝑛
𝑛=−∞
𝐹 𝑧 = 𝑓 𝑥 𝑧 −𝑛
𝑛=0
Z-transform of 𝟏 𝒐𝒓 𝒖(𝒏):
∞
𝑍1 = 1. 𝑧 −𝑛
𝑛=0
1 1 1
=1+ + 2+ 3+⋯
𝑧 𝑧 𝑧
−1
1 1
= 1− 𝑖𝑓 <1
𝑧 𝑧
𝑧
= 𝑖𝑓 𝑧 > 1.
𝑧−1
Z-transform of 𝒂𝒏 𝒇 𝒙 :
∞
𝑛
𝑍𝑎 𝑓 𝑥 = 𝑎𝑛 𝑓 𝑥 𝑧 −𝑛
𝑛=0
∞
𝑧 −𝑛
= 𝑓 𝑥
𝑎
𝑛 =0
∞
𝑧
=𝐹 𝑆𝑖𝑛𝑐𝑒 𝐹 𝑧 = 𝑓 𝑥 𝑧 −𝑛
𝑎
𝑛 =0
𝟏
Z-transform of 𝒏!:
∞ ∞
1 1 −𝑛 1 −1 𝑛
𝑍 = 𝑧 = 𝑧
𝑛! 𝑛! 𝑛!
𝑛 =0 𝑛 =0
𝑧 −1 𝑧 −1 2
𝑧 −1 3
−1
=1+ + + + ⋯ = 𝑒𝑧
1! 2! 3!
1
𝑍 = 𝑒1 𝑧
𝑛!
𝟏
Z-transform of 𝒏 , 𝒏 ≥ 𝟏:
∞
1 1 −𝑛
𝑍 = 𝑧
𝑛 𝑛
𝑛=1
1 1 1
= + 2+ 3+⋯
𝑧 2𝑧 3𝑧
1 1
= − log 1 − 𝑖𝑓 <1
𝑧 𝑧
𝑧
= log 𝑖𝑓 𝑧 > 1
𝑧−1
First shifting theorem in Z-transform:
Statement:
= 𝑓 𝑛𝑇 𝑧𝑒 𝑎𝑇 −𝑛
𝑛 =0
∞
𝑎𝑇
= 𝐹 𝑧𝑒 𝑆𝑖𝑛𝑐𝑒 𝐹 𝑧 = 𝑓 𝑛𝑇 𝑧 −𝑛
𝑛=0
Z-transform of 𝒏𝒇 𝒕 𝒊𝒇 𝒁 𝒇 𝒕 =𝑭 𝒛 :
∞
𝐹 𝑧 =𝑍 𝑓 𝑡 = 𝑓 𝑛𝑇 𝑧 −𝑛
𝑛 =0
𝑑𝐹(𝑧)
𝑍 𝑛𝑓 𝑡 = −𝑧
𝑑𝑧
Second shifting theorem in Z-transform:
Statement:
Proof:
∞
𝑍 𝑓(𝑛 + 𝑘) = 𝑛 =0 𝑓(𝑛 + 𝑘) 𝑧 −𝑛 ...(1)
= 𝑧𝑘 𝑓(𝑛 + 𝑘) 𝑧 −(𝑛 +𝑘 )
𝑛=0
= 𝑧 𝑘 𝑓 𝑘 𝑧 − 𝑘 + 𝑓 𝑘 + 1 𝑧 − 𝑘+1 + 𝑓 𝑘 + 2 𝑧 − 𝑘+2 + ⋯
∞
= 𝑧𝑘 𝑓(𝑛) 𝑧 −𝑛 − 𝑓 0 − 𝑓 1 𝑧 −1 − 𝑓 2 𝑧 −2 − ⋯ − 𝑓 𝑘 − 1 𝑧 − 𝑘−1
𝑛 =0
𝑍 𝑓(𝑛 + 𝑘) = 𝑧 𝑘 𝐹 𝑧 − 𝑓 0 − 𝑧 −1 𝑓 1 − 𝑧 −2 𝑓 2 − ⋯ − 𝑓 𝑘 − 1 𝑧 − 𝑘−1
Statement:
If 𝑍 𝑓 𝑡 = 𝐹 𝑧 𝑡𝑒𝑛
lim 𝐹 𝑧 = 𝑓 0 = lim 𝑓 𝑡
𝑧→∞ 𝑡→0
Proof:
∞
𝐹 𝑧 =𝑍 𝑓 𝑡 = 𝑓 𝑛𝑇 𝑧 − 𝑛
𝑛 =0
𝐹 𝑧 = 𝑓 0 + 𝑧 − 1 𝑓 1𝑇 + 𝑧 − 2 𝑓 2𝑇 + 𝑧 − 3 𝑓 3𝑇 + ⋯
lim 𝐹 𝑧 = lim 𝑓 0 + 𝑧 − 1 𝑓 1𝑇 + 𝑧 − 2 𝑓 2𝑇 + 𝑧 − 3 𝑓 3𝑇 + ⋯
𝑧→∞ 𝑧→∞
lim 𝐹 𝑧 = 𝑓(0)
𝑧→∞
If 𝑍 𝑓 𝑡 = 𝐹 𝑧 𝑡𝑒𝑛
Proof:
∞
𝑍 𝑓 𝑡 + 𝑇 − 𝑓(𝑡) = 𝑓 𝑛𝑇 + 𝑇 − 𝑓 𝑛𝑇 𝑧− 𝑛
𝑛 =0
𝑍 𝑓 𝑡 + 𝑇 } − 𝑍{𝑓(𝑡) = 𝑓 (𝑛 + 1)𝑇 − 𝑓 𝑛𝑇 𝑧− 𝑛
𝑛=0
𝑧𝐹 𝑧 − 𝑧𝑓 0 − 𝐹(𝑧) = 𝑓 (𝑛 + 1)𝑇 − 𝑓 𝑛𝑇 𝑧− 𝑛
𝑛=0
𝑆𝑖𝑛𝑐𝑒 𝑍 𝑓 𝑡 + 𝑇 = 𝑧𝐹 𝑧 − 𝑧𝑓 0
lim 𝑧 − 1 𝐹 𝑧 − 𝑓 0 = 𝑓 𝑇 − 𝑓 0 + 𝑓 2𝑇 − 𝑓 𝑇 + 𝑓 3𝑇 − 𝑓 2𝑇 + ⋯
𝑧→1
lim 𝑧 − 1 𝐹 𝑧 − 𝑓 0 = 𝑓 ∞ − 𝑓 0
𝑧→1
1. Prove that
1 𝑧
𝑍 = 𝑧 log
𝑛+1 𝑧−1
Solution:
∞
1 1
𝑍 = 𝑧 −𝑛
𝑛+1 𝑛+1
𝑛 =0
𝑧 −1 𝑧 −2 𝑧 −3
= 1+ + + +⋯
2 3 4
𝑧 −2 𝑧 −3 𝑧 −4
= 𝑧 𝑧 −1 + + + +⋯
2 3 4
1
= −𝑧 𝑙𝑜𝑔 1 − 𝑧 −1 , <1
𝑧
𝑥2 𝑥3 𝑥4
𝑆𝑖𝑛𝑐𝑒 𝑥 + + + + ⋯ = − log 1 − 𝑥 , 𝑥 < 1
2 3 4
1 𝑧−1 1
= −𝑧 𝑙𝑜𝑔 1 − = −𝑧 𝑙𝑜𝑔 , <1
𝑧 𝑧 𝑧
1 𝑧
𝑍 = 𝑧 log , 𝑧 >1
𝑛+1 𝑧−1
𝑎 𝑏
𝑆𝑖𝑛𝑐𝑒 − log = log
𝑏 𝑎
2𝑛 + 3
𝑓 𝑛 =
𝑛 + 1 (𝑛 + 2)
Solution:
2𝑛 + 3 𝐴 𝐵
= + … (1)
𝑛 + 1 (𝑛 + 2) 𝑛+1 (𝑛 + 2)
2𝑛 + 3 = 𝐴 𝑛 + 2 + 𝐵 𝑛 + 1 … (2)
Put 𝑛 = −2 𝑖𝑛 2 , 𝑤𝑒 𝑔𝑒𝑡
2(−2) + 3 = 𝐴 −2 + 2 + 𝐵 −2 + 1
−1 = −𝐵 𝐵=1
Put 𝑛 = −1 𝑖𝑛 2 , 𝑤𝑒 𝑔𝑒𝑡
2(−1) + 3 = 𝐴 −1 + 2 + 𝐵 −1 + 1
𝐴=1
2𝑛 + 3 1 1
𝑍 =𝑍 +
𝑛 + 1 (𝑛 + 2) 𝑛+1 (𝑛 + 2)
1 1
=𝑍 +𝑍 𝐵𝑦 𝑙𝑖𝑛𝑒𝑎𝑟 𝑝𝑟𝑜𝑝𝑒𝑟𝑡𝑦
𝑛+1 (𝑛 + 2)
∞ ∞
1 1
= 𝑧 −𝑛 + 𝑧 −𝑛
𝑛+1 𝑛+2
𝑛 =0 𝑛=0
𝑧 −1 𝑧 −2 𝑧 −3 1 𝑧 −1 𝑧 −2 𝑧 −3
= 1+ + + +⋯ + + + + +⋯
2 3 4 2 3 4 5
𝑧 −2 𝑧 −3 𝑧 −4 𝑧 −2 𝑧 −3 𝑧 −4 𝑧 −5
= 𝑧 𝑧 −1 + + + + ⋯ + 𝑧2 + + + +⋯
2 3 4 2 3 4 5
1
= −𝑧 𝑙𝑜𝑔 1 − 𝑧 −1 + 𝑧 2 −𝑙𝑜𝑔 1 − 𝑧 −1 − 𝑧 −1 , <1
𝑧
𝑥2 𝑥3 𝑥4
𝑆𝑖𝑛𝑐𝑒 𝑥 + + + + ⋯ = − log 1 − 𝑥 , 𝑥 < 1
2 3 4
1 1
= −𝑧 𝑙𝑜𝑔 1 − + 𝑧 2 −𝑙𝑜𝑔 1 − − 𝑧 −1 , 𝑧 > 1
𝑧 𝑧
𝑧−1 𝑧−1
= −𝑧 𝑙𝑜𝑔 − 𝑧 2 𝑙𝑜𝑔 + 𝑧 −1 , 𝑧 > 1
𝑧 𝑧
2𝑛 + 3 𝑧−1
𝑍 = −𝑧 1 + (1 + 𝑧) 𝑙𝑜𝑔 , 𝑧 >1
𝑛 + 1 (𝑛 + 2) 𝑧
Solution:
𝑍 𝑛 𝑛 − 1 𝑎𝑛 𝑢 𝑛 = 𝑍 𝑛2 𝑎𝑛 𝑢 𝑛 − 𝑛𝑎𝑛 𝑢 𝑛
= 𝑍 𝑛2 𝑧→
𝑧 − 𝑍 𝑛 𝑧→
𝑧 𝑆𝑖𝑛𝑐𝑒 𝑍 𝑎𝑛 𝑓(𝑛) = 𝑍 𝑓(𝑛) 𝑧
𝑧→
𝑎 𝑎 𝑎
𝑧 𝑧+1 𝑧
= −
𝑧−1 3 𝑧→
𝑧 𝑧−1 2
𝑧→
𝑧
𝑎 𝑎
𝑑
𝑆𝑖𝑛𝑐𝑒 𝑍 𝑛2 = −𝑧 𝑍 𝑛
𝑑𝑧
𝑑 𝑧 𝑧 − 1 2 . 1 − 2𝑧 𝑧 − 1
= −𝑧 2
= −𝑧
𝑑𝑧 𝑧 − 1 𝑧−1 4
𝑧 − 1 − 2𝑧 −1 − 𝑧 𝑧 𝑧+1
= −𝑧 = −𝑧 =
𝑧−1 3 𝑧−1 3 𝑧−1 3
𝑧 𝑧 𝑧
= 𝑎 𝑎+1 − 𝑎
𝑧 3 𝑧 2
− 1
𝑎 𝑎−1
𝑎𝑧 𝑧 + 𝑎 𝑎𝑧 𝑎𝑧 2 + 𝑎2 𝑧 − 𝑎𝑧 𝑧 − 𝑎
= 3
− 2
=
𝑧−𝑎 𝑧−𝑎 𝑧−𝑎 3
𝑎𝑧 2 + 𝑎2 𝑧 − 𝑎𝑧 2 + 𝑎2 𝑧
=
𝑧−𝑎 3
2𝑎2 𝑧
=
𝑧−𝑎 3
−1
𝑧2
𝑍 2
𝑧+2
Solution:
−1
𝑧2 𝑧 𝑧
𝑍 2
= 𝑍 −1
𝑧+2 𝑧+2 𝑧+2
𝑧 𝑧
𝐿𝑒𝑡 𝐹 𝑧 = 𝑎𝑛𝑑 𝐺 𝑧 =
𝑧+2 𝑧+2
𝑧
𝑓(𝑛) = 𝑍 −1 𝐹(𝑧) = 𝑍 −1 = −2 𝑛
𝑧+2
𝑧
𝑔(𝑛) = 𝑍 −1 𝐺(𝑧) = 𝑍 −1 = −2 𝑛
𝑧+2
𝑛
𝑍 −1 𝐹 𝑧 . 𝐺 𝑧 = 𝑓 𝑛 − 𝑘 𝑔(𝑘)
𝑘 =0
𝑛 𝑛
𝑛 −𝑘 𝑘 𝑛
= −2 −2 = −2
𝑘=0 𝑘 =0
𝑛
𝑛 𝑛
= −2 1 = −2 1 + 1 + 1 + ⋯ 𝑛 + 1 𝑡𝑖𝑚𝑒𝑠
𝑘=0
−1
𝑧2
𝑍 2
= −2 𝑛 (𝑛 + 1)
𝑧+2
𝑧2
𝑍 −1
𝑧 + 2 (𝑧 2 + 4)
Solution:
𝑧2
𝐿𝑒𝑡 𝐹 𝑧 =
𝑧 + 2 (𝑧 2 + 4)
𝐹 𝑧 𝑧 𝐴 𝐵𝑧 + 𝐶
= 2
= + 2
𝑧 𝑧 + 2 (𝑧 + 4) 𝑧 + 2 𝑧 + 4
𝑧 = 𝐴 𝑧 2 + 4 + 𝐵𝑧 + 𝐶 𝑧 + 2 … (1)
1
−2 = 𝐴 4 + 4 𝐴= −
4
1
𝐴+𝐵 = 0 𝐵 = −𝐴 𝐵=
4
1
4𝐴 + 2𝐶 = 0 2𝐶 = −4𝐴 𝐶=
2
1 1 1
𝐹(𝑧) 𝑧 − 𝑧+
= = 4 + 2 2
4
𝑧 2
𝑧 + 2 (𝑧 + 4) 𝑧 + 2 𝑧 +4
1 𝑧 1 𝑧2 1 𝑧
𝐹 𝑧 =− + +
4 𝑧 + 2 4 𝑧 + 4 2 𝑧2 + 4
2
𝑧2 1 𝑧 1 𝑧2 1 𝑧
𝑍 −1 = 𝑍 −1
− + +
𝑧 + 2 (𝑧 2 + 4) 4 𝑧 + 2 4 𝑧2 + 4 2 𝑧2 + 4
1 −1
𝑧 1 −1
𝑧2 1 𝑧
=− 𝑍 + 𝑍 + 𝑍 −1
4 𝑧+2 4 𝑧2 + 4 2 𝑧2 + 4
1 −1
𝑧 1 −1
𝑧2 1 2𝑧
=− 𝑍 + 𝑍 + 𝑍 −1
4 𝑧+2 4 𝑧2 + 22 4 𝑧2 + 22
1 1 𝑛𝜋 1 𝑛𝜋
= − (−2)𝑛 + (2)𝑛 cos + (2)𝑛 sin
4 4 2 4 2
𝑧2 𝑛𝜋 𝑎𝑧 𝑛𝜋
𝑆𝑖𝑛𝑐𝑒 𝑍 −1 = 𝑎𝑛 cos 𝑎𝑛𝑑 𝑍 −1 = 𝑎𝑛 sin
𝑧2 + 𝑎2 2 𝑧2 + 𝑎2 2
𝑧3
𝑍 −1
𝑧 − 1 2 (𝑧 − 2)
Solution:
𝑧3
𝐿𝑒𝑡 𝐹 𝑧 =
𝑧 − 1 2 (𝑧 − 2)
𝑇𝑜 𝑓𝑖𝑛𝑑 𝑝𝑜𝑙𝑒𝑠:
2
𝑧−1 𝑧−2 =0 𝑧 = 1, 1, 2
The poles are 𝑧 = 1 which is of order two and 𝑧 = 2 which is of order one
𝑧 𝑛−1 𝑧3 𝑧 𝑛 +2
𝑧 𝑛−1 𝐹 𝑧 = =
𝑧 − 1 2 (𝑧 − 2) 𝑧 − 1 2 (𝑧 − 2)
𝑑
= lim 𝑧 − 1 2 𝑧 𝑛 −1 𝐹 𝑧
𝑧→1 𝑑𝑧
𝑑 2
𝑧 𝑛+2
= lim 𝑧−1
𝑧→1 𝑑𝑧 𝑧 − 1 2 (𝑧 − 2)
𝑑 𝑧 𝑛+2 𝑧 − 2 𝑛 + 2 𝑧 𝑛 +1 − 𝑧 𝑛+2
= lim = lim
𝑧→1 𝑑𝑧 (𝑧 − 2) 𝑧→1 (𝑧 − 2)2
1 − 2 𝑛 + 2 1𝑛 +1 − 1𝑛 +2
= = − 𝑛 + 2 − 1 = −𝑛 − 3
(1 − 2)2
= lim 𝑧 − 2 𝑧 𝑛−1 𝐹 𝑧
𝑧→2
𝑧 𝑛+2
= lim 𝑧 − 2
𝑧→2 𝑧 − 1 2 (𝑧 − 2)
𝑧 𝑛+2
= lim = 2𝑛 +2
𝑧→2 𝑧−1 2
−1
𝑧3
𝑍 = 𝑠𝑢𝑚 𝑜𝑓 𝑟𝑒𝑠𝑖𝑑𝑢𝑒𝑠
𝑧 − 1 2 (𝑧 − 2)
𝑧3
𝑍 −1
= − 𝑛 − 3 + 2𝑛+2
𝑧 − 1 2 (𝑧 − 2)
−1
𝑧2
𝑍
𝑧 − 1 (𝑧 − 3)
Solution:
𝑧2 𝑧 𝑧
𝑍 −1 = 𝑍 −1
𝑧 − 1 (𝑧 − 3) 𝑧 − 1 (𝑧 − 3)
𝑧 𝑧
𝐿𝑒𝑡 𝐹 𝑧 = 𝑎𝑛𝑑 𝐺 𝑧 =
𝑧−1 𝑧−3
𝑧
𝑓(𝑛) = 𝑍 −1 𝐹(𝑧) = 𝑍 −1 = 1 𝑜𝑟 𝑢(𝑛)
𝑧−1
𝑧
𝑔(𝑛) = 𝑍 −1 𝐺(𝑧) = 𝑍 −1 = 3𝑛
𝑧−3
𝑛
𝑍 −1 𝐹 𝑧 . 𝐺 𝑧 = 𝑓 𝑛 − 𝑘 𝑔(𝑘)
𝑘 =0
= 1. 3𝑘 = 1 + 3 + 32 + 33 + ⋯ + 3𝑛
𝑘=0
3𝑛 +1 − 1 2
𝑥 𝑛+1 − 1
3 𝑛
1 − 𝑥 𝑛+1
= 𝑆𝑖𝑛𝑐𝑒 1 + 𝑥 + 𝑥 + 𝑥 + ⋯ + 𝑥 = 𝑜𝑟
3−1 𝑥−1 1−𝑥
−1
𝑧2 3𝑛 +1 − 1
𝑍 =
𝑧 − 1 (𝑧 − 3) 2
𝑧(𝑧 + 1)
(𝑧 − 1)3
Solution:
𝑧(𝑧 + 1)
𝐿𝑒𝑡 𝐹 𝑧 =
(𝑧 − 1)3
𝑧 𝑛 (𝑧 + 1)
𝑧 𝑛−1 𝐹 𝑧 =
(𝑧 − 1)3
To find poles:
(𝑧 − 1)3 = 0 𝑧=1
𝑑2 𝑛
1 3 𝑧 (𝑧 + 1)
= lim 2 (𝑧 − 1)
2 𝑧→ 1 𝑑𝑧 (𝑧 − 1)3
1 𝑑2 1 𝑑2 1 𝑑
= lim 2 𝑧𝑛 𝑧 + 1 = lim 2 𝑧𝑛+1 + 𝑧𝑛 = lim 𝑛 + 1 𝑧𝑛 + 𝑛𝑧𝑛−1
2 𝑧→ 1 𝑑𝑧 2 𝑧→ 1 𝑑𝑧 2 𝑧→ 1 𝑑𝑧
1 1 𝑛−1
= lim 𝑛 𝑛 + 1 𝑧𝑛−1 + 𝑛(𝑛 − 1)𝑧𝑛−2 = 𝑛 𝑛 + 1 1 + 𝑛(𝑛 − 1)1𝑛−2
2 𝑧→ 1 2
1
= 𝑛 𝑛 + 1 + 𝑛(𝑛 − 1) = 𝑛2
2
𝑧(𝑧 + 1)
𝑍 −1 = 𝑆𝑢𝑚 𝑜𝑓 𝑎𝑙𝑙 𝑟𝑒𝑠𝑖𝑑𝑢𝑒𝑠
(𝑧 − 1)3
𝑧(𝑧 + 1)
𝑍 −1 = 𝑛2
(𝑧 − 1)3
𝑧(𝑧 + 2)
𝑧2+ 2𝑧 + 4
Solution:
𝑧(𝑧 + 2)
𝐿𝑒𝑡 𝐹 𝑧 =
𝑧2+ 2𝑧 + 4
𝑧 𝑛 (𝑧 + 2)
𝑧 𝑛 −1 𝐹 𝑧 =
𝑧 2 + 2𝑧 + 4
𝑧 𝑛 (𝑧 + 2)
= lim (𝑧 − (−1 + 𝑖 3))
𝑧→ −1+𝑖 3 (𝑧 − (−1 + 𝑖 3))(𝑧 − (−1 − 𝑖 3))
𝑧 𝑛 (𝑧 + 2)
= lim (𝑧 − (−1 − 𝑖 3))
𝑧→ −1 − 𝑖 3 (𝑧 − (−1 + 𝑖 3))(𝑧 − (−1 − 𝑖 3))
𝑛
𝑧 𝑛 (𝑧 + 2) −1 − 𝑖 3 (−1 − 𝑖 3 + 2)
= lim =
𝑧→ −1 − 𝑖 3 (𝑧 − (−1 + 𝑖 3)) (−1 − 𝑖 3 − (−1 + 𝑖 3))
𝑛 𝑛
−1 − 𝑖 3 (−𝑖 3 + 1) −1 − 𝑖 3 (−𝑖 3 + 1)
= =𝑖
−2𝑖 3 2 3
𝑛
−1 − 𝑖 3 ( 3 + 𝑖)
=
2 3
𝑧(𝑧 + 2)
𝑍 −1 = 𝑆𝑢𝑚 𝑜𝑓 𝑎𝑙𝑙 𝑟𝑒𝑠𝑖𝑑𝑢𝑒𝑠
𝑧2 + 2𝑧 + 4
𝑛 𝑛
−1
𝑧(𝑧 + 2) −1 + 𝑖 3 ( 3 − 𝑖) −1 − 𝑖 3 ( 3 + 𝑖)
𝑍 = +
𝑧 + 2𝑧 + 4
2
2 3 2 3
𝑧 2 − 3𝑧
𝑧 + 2 (𝑧 − 5)
Solution:
𝑧 2 − 3𝑧
𝐿𝑒𝑡 𝐹 𝑧 =
𝑧 + 2 (𝑧 − 5)
𝑧2 − 3𝑧 𝑧𝑛 𝑧 − 3
𝑧 𝑛−1 𝐹 𝑧 = 𝑧 𝑛 −1 =
𝑧 + 2 (𝑧 − 5) 𝑧 + 2 (𝑧 − 5)
𝑇𝑜 𝑓𝑖𝑛𝑑 𝑝𝑜𝑙𝑒𝑠:
= lim 𝑧 + 2 𝑧 𝑛 −1 𝐹 𝑧
𝑧→ −2
𝑧𝑛 𝑧 − 3
= lim 𝑧 + 2
𝑧→ −2 𝑧 + 2 (𝑧 − 5)
𝑧𝑛 𝑧 − 3 (−2)𝑛 −2 − 3 5
= lim = = (−2)𝑛
𝑧→ −2 (𝑧 − 5) (−2 − 5) 7
= lim 𝑧 − 5 𝑧 𝑛 −1 𝐹 𝑧
𝑧→ 5
𝑧𝑛 𝑧 − 3
= lim 𝑧 − 5
𝑧→ 5 𝑧 + 2 (𝑧 − 5)
𝑧𝑛 𝑧 − 3 5𝑛 5 − 3 2
= lim = = 5𝑛
𝑧→ 5 𝑧+2 5+2 7
𝑧2 − 3𝑧
𝑍 −1 = 𝑆𝑢𝑚 𝑜𝑓 𝑎𝑙𝑙 𝑟𝑒𝑠𝑖𝑑𝑢𝑒𝑠
𝑧 + 2 (𝑧 − 5)
𝑧2 − 3𝑧 5 2
𝑍 −1 = (−2)𝑛 + 5𝑛
𝑧 + 2 (𝑧 − 5) 7 7
𝑧(𝑧 2 − 1)
(𝑧 2 + 1)2
Solution:
𝑧(𝑧 2 − 1)
𝐿𝑒𝑡 𝐹 𝑧 =
(𝑧 2 + 1)2
𝑧 𝑛 (𝑧 2 − 1)
𝑧 𝑛−1 𝐹 𝑧 =
(𝑧 2 + 1)2
To find poles:
(𝑧 2 + 1)2 = 0 𝑧 = − 𝑖, 𝑖
𝑧 𝑛 (𝑧 2 − 1)
𝑧 𝑛−1 𝐹 𝑧 =
(𝑧 + 𝑖)2 (𝑧 − 𝑖)2
𝑑
= lim (𝑧 + 𝑖)2 𝑧 𝑛 −1 𝐹 𝑧
𝑧→ − 𝑖 𝑑𝑧
𝑑 𝑧𝑛 (𝑧2 − 1)
= lim (𝑧 + 𝑖)2
𝑧→ − 𝑖 𝑑𝑧 (𝑧 + 𝑖)2 (𝑧 − 𝑖)2
𝑑 𝑧𝑛 (𝑧2 − 1) 𝑑 𝑧𝑛+2 − 𝑧𝑛
= lim = lim
𝑧→ − 𝑖 𝑑𝑧 (𝑧 − 𝑖)2 𝑧→ − 𝑖 𝑑𝑧 (𝑧 − 𝑖)2
𝑛
𝑛 + 1 (−𝑖) − 𝑛(−𝑖)−1 + −𝑖 3
= − −𝑖
4
𝑛𝜋 𝑛𝜋 −𝑛𝑖 − 𝑖 − 𝑛𝑖 + 𝑖
= − cos − 𝑖 sin
2 2 4
𝑛𝜋 𝑛𝜋 −2𝑛𝑖 𝑛 𝑛𝜋 𝑛 𝑛𝜋
= − cos − 𝑖 sin = 𝑖 cos + sin
2 2 4 2 2 2 2
Residue at the pole 𝑧 = 𝑖 of order two 𝑅2
𝑑
= lim (𝑧 − 𝑖)2 𝑧 𝑛 −1 𝐹 𝑧
𝑧→ 𝑖 𝑑𝑧
𝑑 𝑧𝑛 (𝑧2 − 1)
= lim (𝑧 − 𝑖)2
𝑧→ 𝑖 𝑑𝑧 (𝑧 + 𝑖)2 (𝑧 − 𝑖)2
𝑑 𝑧𝑛 (𝑧2 − 1) 𝑑 𝑧𝑛+2 − 𝑧𝑛
= lim = lim
𝑧→ 𝑖 𝑑𝑧 (𝑧 + 𝑖)2 𝑧→ 𝑖 𝑑𝑧 (𝑧 + 𝑖)2
=
4
=
4
𝑛
𝑛 + 1 (𝑖) − 𝑛(𝑖)−1 + 𝑖 3
=− 𝑖
4
𝑛𝜋 𝑛𝜋 𝑛𝑖 + 𝑖 + 𝑛𝑖 − 𝑖
= − cos + 𝑖 sin
2 2 4
𝑛𝜋 𝑛𝜋 2𝑛𝑖 𝑛 𝑛𝜋 𝑛 𝑛𝜋
= − cos + 𝑖 sin = −𝑖 cos + sin
2 2 4 2 2 2 2
𝑧(𝑧 2 − 1)
𝑍 −1 = 𝑆𝑢𝑚 𝑜𝑓 𝑡𝑒 𝑟𝑒𝑠𝑖𝑑𝑢𝑒𝑠
(𝑧 2 + 1)2
𝑛 𝑛𝜋 𝑛 𝑛𝜋 𝑛 𝑛𝜋 𝑛 𝑛𝜋
= 𝑖 cos + sin − 𝑖 cos + sin
2 2 2 2 2 2 2 2
𝑧(𝑧 2 − 1) 𝑛𝜋
𝑍 −1 2 2
= 𝑛 sin
(𝑧 + 1) 2
−1
𝑧3
12. 𝐹𝑖𝑛𝑑 𝑍 𝑏𝑦 𝑝𝑎𝑟𝑡𝑖𝑎𝑙 𝑓𝑟𝑎𝑐𝑡𝑖𝑜𝑛 𝑚𝑒𝑡𝑜𝑑
𝑧 − 1 2 (𝑧 − 2)
Solution:
𝑧3
𝐿𝑒𝑡 𝐹 𝑧 =
𝑧 − 1 2 (𝑧 − 2)
𝐹 𝑧 𝑧2 𝐴 𝐵 𝐶
= 2
= + 2
+ … (1)
𝑧 𝑧 − 1 (𝑧 − 2) 𝑧−1 𝑧−1 (𝑧 − 2)
2
𝐴 𝑧−1 𝑧−2 +𝐵 𝑧−2 +𝐶 𝑧−1 = 𝑧 2 … (2)
𝐵 1−2 = 1 𝐵 = −1
2𝐴 − 2𝐵 + 𝐶 = 0 2𝐴 + 2 + 4 = 0 2𝐴 = −6 𝐴 = −3
𝐹 𝑧 −3 −1 4
= + 2
+
𝑧 𝑧−1 𝑧−1 (𝑧 − 2)
3𝑧 𝑧 4𝑧
𝐹 𝑧 =− − 2
+
𝑧−1 𝑧−1 (𝑧 − 2)
𝑧3 3𝑧 𝑧 4𝑧
𝑍 −1 2
= 𝑍 −1 − − 2
+
𝑧 − 1 (𝑧 − 2) 𝑧−1 𝑧−1 (𝑧 − 2)
𝑧 𝑧 𝑧
= −3𝑍 −1 − 𝑍 −1 2
+ 4 𝑍 −1
𝑧−1 𝑧−1 (𝑧 − 2)
= −3(1)𝑛 − 𝑛 + 4 (2)𝑛
−1
𝑧3
𝑍 = −3 − 𝑛 + 4 (2)𝑛
𝑧 − 1 2 (𝑧 − 2)
𝑦 𝑛 + 3 − 3𝑦 𝑛 + 1 + 2𝑦 𝑛 = 0 … (1)
𝑍 𝑦 𝑛 + 3 − 3𝑦 𝑛 + 1 + 2𝑦 𝑛 =𝑍 0
𝑍 𝑦 𝑛+3 = 𝑧 3 𝐹 𝑧 − 𝑧 3 𝑦 0 − 𝑧 2 𝑦 1 − 𝑧𝑦 2 … (3)
𝑍 𝑦 𝑛+1 = 𝑧𝐹 𝑧 − 𝑧𝑦 0 … (4)
𝑧 3 𝐹 𝑧 − 𝑧 3 𝑦 0 − 𝑧 2 𝑦 1 − 𝑧𝑦 2 − 3 𝑧𝐹 𝑧 − 𝑧𝑦 0 + 2𝐹 𝑧 = 0
𝑧 3 𝐹 𝑧 − 4𝑧 3 − 𝑧 2 (0) − 8𝑧 − 3 𝑧𝐹 𝑧 − 4𝑧 + 2𝐹 𝑧 = 0
𝑧 3 − 3𝑧 + 2 𝐹 𝑧 − 4𝑧 3 − 8𝑧 + 12𝑧 = 0
𝑧 3 − 3𝑧 + 2 𝐹 𝑧 = 4𝑧 3 − 4𝑧
4𝑧 3 − 4𝑧
𝐹 𝑧 = 𝑍{𝑦(𝑛)} =
𝑧 3 − 3𝑧 2 + 2
−1
4𝑧 3 − 4𝑧
𝑦(𝑛) = 𝑍
𝑧 3 − 3𝑧 + 2
4𝑧 3 − 4𝑧
𝐿𝑒𝑡 𝐹(𝑧) =
𝑧 3 − 3𝑧 + 2
4𝑧 3 − 4𝑧 4𝑧 𝑛 𝑧 2 − 1
𝑧 𝑛 −1 𝐹 𝑧 = 𝑧 𝑛−1 =
𝑧 3 − 3𝑧 + 2 𝑧 3 − 3𝑧 + 2
𝑇𝑜 𝑓𝑖𝑛𝑑 𝑝𝑜𝑙𝑒𝑠:
𝑧 3 − 3𝑧 + 2 = 0 𝑧 = −2,1,1
4𝑧 𝑛 𝑧 2 − 1 4𝑧 𝑛 𝑧 + 1 𝑧 − 1
𝑧 𝑛−1 𝐹 𝑧 = =
𝑧 − 1 2 (𝑧 + 2) 𝑧 − 1 2 (𝑧 + 2)
4𝑧 𝑛 𝑧 + 1
𝑧 𝑛 −1 𝐹 𝑧 =
𝑧 − 1 (𝑧 + 2)
4𝑧 𝑛 𝑧 + 1
= lim(𝑧 − 1)
𝑧→1 𝑧 − 1 (𝑧 + 2)
4𝑧 𝑛 𝑧 + 1 4(1)𝑛 1 + 1 8
= lim = =
𝑧→1 (𝑧 + 2) (1 + 2) 3
= lim 𝑧 + 2 𝑧 𝑛 −1 𝐹 𝑧
𝑧→ − 2
4𝑧 𝑛 𝑧 + 1 4(−2)𝑛 −2 + 1 4(−2)𝑛
= lim = =
𝑧→ − 2 𝑧−1 −2 − 1 3
4𝑧 3 − 4𝑧
𝑦 𝑛 = 𝑍 −1 = 𝑆𝑢𝑚 𝑜𝑓 𝑎𝑙𝑙 𝑟𝑒𝑠𝑖𝑑𝑢𝑒𝑠
𝑧 3 − 3𝑧 + 2
8 4(−2)𝑛
𝑦 𝑛 = +
3 3
14. Solve 𝑦𝑛 +2 + 𝑦𝑛 = 2 , 𝑦0 = 0 , 𝑦1 = 0
Solution:
𝑦 𝑛 + 2 + 𝑦 𝑛 = 2 … (1)
𝑍 𝑦 𝑛+2 +𝑦 𝑛 =𝑍 2
2𝑧
𝑍 𝑦 𝑛+2 − 4𝑍 𝑦 𝑛 + 1 + 4𝑍 𝑦 𝑛 = … (2) 𝐵𝑦 𝑙𝑖𝑛𝑒𝑎𝑟 𝑝𝑟𝑜𝑝𝑒𝑟𝑡𝑦
𝑧−1
𝑍 𝑦 𝑛+2 = 𝑧 2 𝐹 𝑧 − 𝑧 2 𝑦 0 − 𝑧𝑦 1 … (3)
2𝑧
𝑧 2 𝐹 𝑧 − 𝑧 2 𝑦 0 − 𝑧𝑦 1 + 𝐹 𝑧 =
𝑧−1
2𝑧
𝑧2 𝐹 𝑧 − 𝑧2 0 − 𝑧 0 + 𝐹 𝑧 =
𝑧−1
2𝑧
𝑧2 + 1 𝐹 𝑧 =
𝑧−1
2𝑧
𝐹 𝑧 = 𝑍{𝑦(𝑛)} =
𝑧 − 1 𝑧2 + 1
2𝑧
𝑦(𝑛) = 𝑍 −1
𝑧 − 1 𝑧2 + 1
2𝑧
𝐿𝑒𝑡 𝐹(𝑧) =
𝑧 − 1 𝑧2 + 1
By Residue method:
2𝑧 2𝑧 𝑛
𝑧 𝑛−1 𝐹 𝑧 = 𝑧 𝑛 −1 =
𝑧 − 1 𝑧2 + 1 𝑧 − 1 𝑧2 + 1
𝑇𝑜 𝑓𝑖𝑛𝑑 𝑝𝑜𝑙𝑒𝑠:
𝑧 − 1 𝑧2 + 1 = 0 𝑧 = 1, 𝑖, −𝑖
2𝑧 𝑛 2𝑧 𝑛
𝑧 𝑛−1 𝐹 𝑧 = =
𝑧 − 1 𝑧2 + 1 𝑧−1 𝑧+𝑖 𝑧−𝑖
= lim 𝑧 − 1 𝑧 𝑛−1 𝐹 𝑧
𝑧→1
2𝑧 𝑛
= lim 𝑧 − 1
𝑧→1 𝑧−1 𝑧+𝑖 𝑧−𝑖
= lim 𝑧 − 𝑖 𝑧 𝑛−1 𝐹 𝑧
𝑧→𝑖
2𝑧 𝑛
= lim 𝑧 − 𝑖
𝑧→𝑖 𝑧−1 𝑧+𝑖 𝑧−𝑖
2𝑧 𝑛 2𝑖 𝑛 2𝑖 𝑛
= lim = =
𝑧→𝑖 𝑧−1 𝑧+𝑖 𝑖−1 𝑖+𝑖 𝑖 − 1 2𝑖
= lim 𝑧 + 𝑖 𝑧 𝑛 −1 𝐹 𝑧
𝑧→ − 𝑖
2𝑧 𝑛
= lim 𝑧 + 𝑖
𝑧→ − 𝑖 𝑧−1 𝑧+𝑖 𝑧−𝑖
2𝑧 𝑛 2(−𝑖)𝑛 2(−𝑖)𝑛
= lim = =
𝑧→ − 𝑖 𝑧−1 𝑧−𝑖 −𝑖−1 −𝑖−𝑖 − 𝑖 − 1 (−2𝑖)
1 + (−𝑖)−1 1+𝑖
= −(−𝑖)𝑛 = −(−𝑖)𝑛
2 2
𝑛𝜋 𝑛𝜋
𝑐𝑜𝑠 2 − 𝑖 𝑠𝑖𝑛 2 1+𝑖 1 𝑛𝜋 𝑛𝜋 𝑖 𝑛𝜋 𝑛𝜋
= − =− 𝑐𝑜𝑠 + 𝑠𝑖𝑛 − 𝑐𝑜𝑠 − 𝑠𝑖𝑛
2 2 2 2 2 2 2
2𝑧
𝑦 𝑛 = 𝑍 −1 = 𝑆𝑢𝑚 𝑜𝑓 𝑎𝑙𝑙 𝑟𝑒𝑠𝑖𝑑𝑢𝑒𝑠
𝑧 − 1 𝑧2 + 1
1 𝑛𝜋 𝑛𝜋 𝑖 𝑛𝜋 𝑛𝜋 1 𝑛𝜋 𝑛𝜋
𝑦 𝑛 =1− 𝑐𝑜𝑠 + 𝑠𝑖𝑛 + 𝑐𝑜𝑠 − 𝑠𝑖𝑛 − 𝑐𝑜𝑠 + 𝑠𝑖𝑛
2 2 2 2 2 2 2 2 2
𝑖 𝑛𝜋 𝑛𝜋
− 𝑐𝑜𝑠 − 𝑠𝑖𝑛
2 2 2
𝑛𝜋 𝑛𝜋
𝑦 𝑛 = 1 − 𝑐𝑜𝑠 − sin
2 2
𝐹(𝑧) 2
=
𝑧 𝑧 − 1 𝑧2 + 1
2 𝐴 𝐵𝑧 + 𝐶
= + 2 … (𝑖)
𝑧 − 1 𝑧2 + 1 𝑧−1 𝑧 +1
2 = 𝐴 𝑧 2 + 1 + 𝐵𝑧 + 𝐶 𝑧 − 1 … (1)
2= 𝐴 1+1 𝐴=1
𝐴+𝐵 = 0 𝐵 = −𝐴 𝐵 = −1
𝐴−𝐶 = 2 𝐶 = 𝐴−2 𝐶 = −1
𝑧 𝑧2 𝑧
𝐹 𝑧 = − 2 − 2
𝑧−1 𝑧 +1 𝑧 +1
−1
2𝑧 −1
𝑧 𝑧2 𝑧
𝑦 𝑛 =𝑍 =𝑍 − 2 − 2
𝑧 − 1 𝑧2 + 1 𝑧−1 𝑧 +1 𝑧 +1
𝑧 𝑧2 𝑧
= 𝑍 −1 − 𝑍 −1 2 − 𝑍 −1 2
𝑧−1 𝑧 +1 𝑧 +1
𝑛𝜋 𝑛𝜋
𝑦 𝑛 = 1 − 𝑐𝑜𝑠 − sin
2 2
𝑦 𝑛 + 2 − 4𝑦 𝑛 + 1 + 4𝑦 𝑛 = 0 𝑔𝑖𝑣𝑒𝑛 𝑡𝑎𝑡 𝑦 0 = 1, 𝑦 1 = 0.
Solution:
𝑦 𝑛 + 2 − 4𝑦 𝑛 + 1 + 4𝑦 𝑛 = 0 … (1)
𝑍 𝑦 𝑛 + 2 − 4𝑦 𝑛 + 1 + 4𝑦 𝑛 =𝑍 0
𝑍 𝑦 𝑛+2 = 𝑧 2 𝐹 𝑧 − 𝑧 2 𝑦 0 − 𝑧𝑦 1 … (3)
𝑍 𝑦 𝑛+1 = 𝑧𝐹 𝑧 − 𝑧𝑦 0 … (4)
𝑧 2 𝐹 𝑧 − 𝑧 2 𝑦 0 − 𝑧𝑦 1 − 4 𝑧𝐹 𝑧 − 𝑧𝑦 0 + 4𝐹 𝑧 = 0
𝑧 2 𝐹 𝑧 − 𝑧 2 − 𝑧(0) − 4 𝑧𝐹 𝑧 − 𝑧 + 4𝐹 𝑧 = 0
𝑧 2 − 4𝑧 + 4 𝐹 𝑧 − 𝑧 2 + 4𝑧 = 0
𝑧 2 − 4𝑧 + 4 𝐹 𝑧 = 𝑧 2 − 4𝑧
𝑧 2 − 4𝑧
𝐹 𝑧 = 𝑍{𝑦(𝑛)} =
𝑧 2 − 4𝑧 + 4
𝑧 2 − 4𝑧
𝑦(𝑛) = 𝑍 −1
𝑧 2 − 4𝑧 + 4
𝑧 2 − 4𝑧
𝐿𝑒𝑡 𝐹(𝑧) =
𝑧 2 − 4𝑧 + 4
𝑧 2 − 4𝑧 𝑧𝑛 𝑧 − 4
𝑧 𝑛−1 𝐹 𝑧 = 𝑧 𝑛 −1 =
𝑧 2 − 4𝑧 + 4 𝑧 2 − 4𝑧 + 4
𝑇𝑜 𝑓𝑖𝑛𝑑 𝑝𝑜𝑙𝑒𝑠:
𝑧 2 − 4𝑧 + 4 = 0 𝑧 = 2,2
𝑧𝑛 𝑧 − 4 𝑧𝑛 𝑧 − 4
𝑧 𝑛 −1 𝐹 𝑧 = =
𝑧 2 − 4𝑧 + 4 𝑧−2 2
𝑑
= lim 𝑧 − 2 2 𝑧 𝑛 −1 𝐹 𝑧
𝑧→2 𝑑𝑧
𝑑 𝑧𝑛 𝑧 − 4
= lim 𝑧−2 2
𝑧→2 𝑑𝑧 𝑧−2 2
𝑑
= lim 𝑧 𝑛 𝑧 − 4 = lim 𝑧 𝑛 + 𝑛𝑧 𝑛 −1 𝑧 − 4
𝑧→2 𝑑𝑧 𝑧→2
= 2𝑛 + 𝑛2𝑛 −1 2 − 4 = 2𝑛 + 𝑛2𝑛 −1 −2
= 2𝑛 − 𝑛2𝑛 = 2𝑛 (1 − 𝑛)
𝑧 2 − 4𝑧
𝑦 𝑛 = 𝑍 −1 = 𝑆𝑢𝑚 𝑜𝑓 𝑎𝑙𝑙 𝑟𝑒𝑠𝑖𝑑𝑢𝑒𝑠
𝑧 2 − 4𝑧 + 4
𝑦 𝑛 = 2𝑛 (1 − 𝑛)
Solution:
𝑦 𝑛 + 3𝑦 𝑛 − 1 − 4𝑦 𝑛 − 2 = 0, 𝑛 ≥ 2 … (1)
𝑦 𝑛 + 2 + 3𝑦 𝑛 + 1 − 4𝑦 𝑛 = 0, 𝑛 ≥ 0 … (2)
𝑍 𝑦 𝑛 + 2 + 3𝑦 𝑛 + 1 − 4𝑦 𝑛 =𝑍 0
𝑍 𝑦 𝑛+2 = 𝑧 2 𝐹 𝑧 − 𝑧 2 𝑦 0 − 𝑧𝑦 1 … (4)
𝑍 𝑦 𝑛+1 = 𝑧𝐹 𝑧 − 𝑧𝑦 0 … (5)
𝑧 2 𝐹 𝑧 − 𝑧 2 𝑦 0 − 𝑧𝑦 1 + 3 𝑧𝐹 𝑧 − 𝑧𝑦 0 − 4𝐹 𝑧 = 0
𝑧 2 𝐹 𝑧 − 3𝑧 2 − 𝑧 −2 + 3 𝑧𝐹 𝑧 − 3𝑧 − 4𝐹 𝑧 = 0
𝑧 2 + 3𝑧 − 4 𝐹 𝑧 − 3𝑧 2 + 2𝑧 − 9𝑧 = 0
𝑧 2 + 3𝑧 − 4 𝐹 𝑧 = 3𝑧 2 + 7𝑧
3𝑧 2 + 7𝑧
𝐹 𝑧 = 𝑍{𝑦(𝑛)} =
𝑧 2 + 3𝑧 − 4
3𝑧 2 + 7𝑧
𝑦(𝑛) = 𝑍 −1
𝑧 2 + 3𝑧 − 4
3𝑧 2 + 7𝑧 𝑧 𝑛 3𝑧 + 7
𝑧 𝑛 −1 𝐹 𝑧 = 𝑧 𝑛−1 =
𝑧 2 + 3𝑧 − 4 𝑧 + 4 (𝑧 − 1)
𝑇𝑜 𝑓𝑖𝑛𝑑 𝑝𝑜𝑙𝑒𝑠:
= lim 𝑧 + 4 𝑧 𝑛 −1 𝐹 𝑧
𝑧→ − 4
𝑧 𝑛 3𝑧 + 7
= lim 𝑧+4
𝑧→ − 4 𝑧 + 4 (𝑧 − 1)
𝑧 𝑛 3𝑧 + 7 (−4)𝑛 3(−4) + 7
= lim = = (−4)𝑛
𝑧→ − 4 (𝑧 − 1) (−4 − 1)
= lim 𝑧 − 1 𝑧 𝑛 −1 𝐹 𝑧
𝑧→ 1
𝑧 𝑛 3𝑧 + 7
= lim 𝑧 − 1
𝑧→ 1 𝑧 + 4 (𝑧 − 1)
𝑧 𝑛 3𝑧 + 7 1𝑛 3 + 7
= lim = =2
𝑧→ 1 𝑧+4 1+4
3𝑧2 + 7𝑧
𝑦(𝑛) = 𝑍 −1 = 𝑠𝑢𝑚 𝑜𝑓 𝑟𝑒𝑠𝑖𝑑𝑢𝑒𝑠
𝑧2 + 3𝑧 − 4
𝑛
𝑦 𝑛 = −4 + 2
17. Solve the difference equation
Solution:
𝑦 𝑛 + 2 − 7𝑦 𝑛 + 1 + 12𝑦 𝑛 = 2𝑛 … (1)
𝑧
𝑍 𝑦 𝑛+2 − 7𝑍 𝑦 𝑛+1 + 12 𝑍 𝑦 𝑛 = … (2) 𝐵𝑦 𝑙𝑖𝑛𝑒𝑎𝑟 𝑝𝑟𝑜𝑝𝑒𝑟𝑡𝑦
𝑧−2
𝑍 𝑦 𝑛+2 = 𝑧 2 𝐹 𝑧 − 𝑧 2 𝑦 0 − 𝑧𝑦 1 … (3)
𝑍 𝑦 𝑛+1 = 𝑧𝐹 𝑧 − 𝑧𝑦 0 … (4)
𝑧 𝑧𝑛
𝑧 𝑛 −1 𝐹 𝑧 = 𝑧 𝑛−1 =
𝑧 − 2 𝑧 2 − 7𝑧 + 12 (𝑧 − 2) 𝑧 − 3 𝑧 − 4
𝑇𝑜 𝑓𝑖𝑛𝑑 𝑝𝑜𝑙𝑒𝑠:
= lim 𝑧 − 2 𝑧 𝑛 −1 𝐹 𝑧
𝑧→ 2
𝑧𝑛
= lim 𝑧 − 2
𝑧→ 2 (𝑧 − 2) 𝑧 − 3 𝑧 − 4
𝑧𝑛 2𝑛
= lim = = 2𝑛−1
𝑧→ 2 𝑧−3 𝑧−4 2−3 2−4
= lim 𝑧 − 3 𝑧 𝑛 −1 𝐹 𝑧
𝑧→ 3
𝑧𝑛
= lim 𝑧 − 3
𝑧→ 3 (𝑧 − 2) 𝑧 − 3 𝑧 − 4
𝑧𝑛 3𝑛
= lim = = − 3𝑛
𝑧→ 3 (𝑧 − 2) 𝑧 − 4 (3 − 2) 3 − 4
= lim 𝑧 − 4 𝑧 𝑛 −1 𝐹 𝑧
𝑧→ 4
𝑧𝑛
= lim 𝑧 − 4
𝑧→ 4 (𝑧 − 2) 𝑧 − 3 𝑧 − 4
𝑧𝑛 4𝑛 4𝑛
= lim = =
𝑧→ 4 (𝑧 − 2) 𝑧 − 3 (4 − 2) 4 − 3 2
𝑧
𝑦 𝑛 = 𝑍 −1 = 𝑠𝑢𝑚 𝑜𝑓 𝑎𝑙𝑙 𝑟𝑒𝑠𝑖𝑑𝑢𝑒𝑠
𝑧−2 𝑧2 − 7𝑧 + 12
1 𝑛
𝑦 𝑛 = 2𝑛−1 − 3𝑛 + 4
2
Solution:
𝑦 𝑛 + 2 − 5𝑦 𝑛 + 1 + 6𝑦 𝑛 = 1 … (1)
𝑍 𝑦 𝑛 + 2 − 5𝑦 𝑛 + 1 + 6𝑦 𝑛 =𝑍 1
𝑧
𝑍 𝑦 𝑛+2 − 5𝑍 𝑦 𝑛+1 +6𝑍 𝑦 𝑛 = … (2) 𝐵𝑦 𝑙𝑖𝑛𝑒𝑎𝑟 𝑝𝑟𝑜𝑝𝑒𝑟𝑡𝑦
𝑧−1
𝑍 𝑦 𝑛+2 = 𝑧 2 𝐹 𝑧 − 𝑧 2 𝑦 0 − 𝑧𝑦 1 … (3)
𝑍 𝑦 𝑛+1 = 𝑧𝐹 𝑧 − 𝑧𝑦 0 … (4)
𝑧 + 𝑧 2 − 4𝑧 𝑧 − 1
𝑧 2 − 5𝑧 + 6 𝐹 𝑧 =
𝑧−1
𝑧 + 𝑧 2 − 4𝑧 𝑧 − 1
𝐹 𝑧 = 𝑍{𝑦(𝑛)} =
𝑧 − 1 𝑧 2 − 5𝑧 + 6
−1
𝑧 + 𝑧 2 − 4𝑧 𝑧 − 1
𝑦(𝑛) = 𝑍
𝑧 − 1 𝑧 2 − 5𝑧 + 6
𝑧 + 𝑧 2 − 4𝑧 𝑧 − 1 𝑧𝑛 1 + 𝑧 − 4 𝑧 − 1
𝑧 𝑛−1 𝐹 𝑧 = 𝑧 𝑛 −1 =
𝑧 − 1 𝑧 2 − 5𝑧 + 6 (𝑧 − 1) 𝑧 − 2 𝑧 − 3
𝑇𝑜 𝑓𝑖𝑛𝑑 𝑝𝑜𝑙𝑒𝑠:
(𝑧 − 1) 𝑧 − 2 𝑧 − 3 = 0 𝑧 = 1,2, 3
= lim 𝑧 − 1 𝑧 𝑛 −1 𝐹 𝑧
𝑧→ 1
𝑧𝑛 1 + 𝑧 − 4 𝑧 − 1
= lim 𝑧 − 1
𝑧→ 1 (𝑧 − 1) 𝑧 − 2 𝑧 − 3
𝑧𝑛 1 + 𝑧 − 4 𝑧 − 1 1𝑛 1 + 1 − 4 1 − 1 1
= lim = =
𝑧→ 1 𝑧−2 𝑧−3 1−2 1−3 2
= lim 𝑧 − 2 𝑧 𝑛 −1 𝐹 𝑧
𝑧→ 2
𝑧𝑛 1 + 𝑧 − 4 𝑧 − 1
= lim 𝑧 − 2
𝑧→ 2 (𝑧 − 1) 𝑧 − 2 𝑧 − 3
𝑧𝑛 1 + 𝑧 − 4 𝑧 − 1 2𝑛 1 + 2 − 4 2 − 1
= lim = = 2𝑛
𝑧→ 2 (𝑧 − 1) 𝑧 − 3 (2 − 1) 2 − 3
= lim 𝑧 − 3 𝑧 𝑛 −1 𝐹 𝑧
𝑧→ 3
𝑧𝑛 1 + 𝑧 − 4 𝑧 − 1
= lim 𝑧 − 3
𝑧→ 3 (𝑧 − 1) 𝑧 − 2 𝑧 − 3
𝑧𝑛 1 + 𝑧 − 4 𝑧 − 1 3𝑛 1 + 3 − 4 3 − 1 3𝑛
= lim = =−
𝑧→ 3 (𝑧 − 1) 𝑧 − 2 (3 − 1) 3 − 2 2
𝑧 + 𝑧 2 − 4𝑧 𝑧 − 1
𝑦(𝑛) = 𝑍 −1 = 𝑠𝑢𝑚 𝑜𝑓 𝑎𝑙𝑙 𝑟𝑒𝑠𝑖𝑑𝑢𝑒𝑠
𝑧 − 1 𝑧 2 − 5𝑧 + 6
1 1
𝑦 𝑛 = + 2𝑛 − 3𝑛
2 2