JNTUA Complex Variables and Transforms - PPT Notes - R20
JNTUA Complex Variables and Transforms - PPT Notes - R20
me/jntua
Prepared by:
Dr. B. NAGABHUSHANAM REDDY, Professor
Department of H &S
• Continuity of a Function:
Let f(z) is said to be continuous function at z=z if
• Differentiability of a Function:
A function f(z) is said to be differentiable at z=z if
i.e. fˡ(z₀) =
• Analytical Function:
2. Let f(z) =
𝑧
−1
fˡ(z) = At z=0, fˡ(z) =
f(z) has no
derivative at z=0
Finally f(z) is called not analytical function.
• Singular Point:
Let z=a is said to be singular point if the function f(z) is not analytical at z=a.
Example:
f(z) = z = 0 is called
singular point.
△x+ i△y→0
fˡ(z) =- →③
Equate ② & ③
r(cosθ+isinθ) z = 𝑟𝑒𝑖θ
fˡ ( →②
Differentiate ① w.r.t ‘θ’,
fˡ ( →③
Substitute ② in ③ , We get
ir
ir
Lets compare real and imaginary parts
=y,
=x,
It doesn't not satisfies C-R equations and hence its not an analytical function.
2) Show that f(z) = 2xy+i(𝑥2- 𝑦2) is not analytical function. Solution: Given f(z) = 2xy+i(𝑥2- 𝑦2)
= 2y , = 2x
= 2x , 2y
&
It doesn't not satisfies C-R equations and hence its not an analytical function.
3) Test the analyticity f(z) = 𝑒𝑥(cosy-isiny) and also find the fˡ(z) Solution: Given f(z) = 𝑒𝑥cosy -
i𝑒𝑥siny
f(z) = u+iv u = 𝑒𝑥cosy
v = -𝑒𝑥siny
cosy , ,
f(z) is not analytical function and the fˡ(z) does not exist.
4) Show that f(z) = z 𝑧 2 siny is not analytical function
Solution : Given f(z) = z 𝑧 2
u+iv
= 2xy
= 2xy,
put z = 𝑟𝑒𝑖θ
= log r + iθ log e
f(z) = w = log r +iθ = u+iv u
= log r v=θ
r &
r( ) = 1 & 0=0 It is an analytical function f(z)
= u+iv
fˡ(
fˡ(z) (0)
fˡ(z) =
6) Show that f(x) = sinz is an analytical function everywhere in the complex plane
Solution : Given f(x) = sinz
f(x) = sin(x+iy) f(x) = sinx
cos(iy) + sin(iy) cosx f(X) = sinx
coshy + isinhy cosx f(x) = u+iv
u = sinx coshy v= sinhy cosx
7) Test the analyticity of the function f(z) = 𝑒𝑥 (cosy+isiny) and find fˡ(z). Solution : Given , f(z) = 𝑒𝑥
(cosy+isiny) = u+iv
u = 𝑒𝑥 cosy v = 𝑒𝑥 siny
cosy ,
siny
fˡ(z) = ez
2x,
2y
px (
similarly : ,
By given f(z) is an analytical function, f(z) satisfies C-R equations.
x y y +p2x2
Comparing the equations we get:
P = -1
9) Prove that function f(z) defined by f(z) = -R equations are satisfied at the origin, yet fˡ(0) does not exist.
f(z) = f(z) =
3
f(z) = f(z)
= u+iv
3
u =,
v=
1
C –
x
lim 0
lim x
𝑥 →0 x
fˡ(z) =
x 1 +i 3 fˡ(z) 𝑥lim →0 x3=
= 1+i (Finite)
fˡ(z) Exists
At y = mx
fˡ(z) = fˡ(z)
=
y→mx
fˡ(z) =
y→mx
fˡ(z)
=
fˡ(z) = (Infinite) fˡ(z) depends upon the ‘m’ value, so that the fˡ(z) does not exist at origin
Harmonic Function
The function u and v are said to be harmonic, if it satisfies Laplace Equations
i.e
or
,0)
,0) fˡ(z) =
∅1(z1,0) - i ∅2(z2,0)
Integrate w.r.t ‘z’ f(z) = 𝟏∅ (z𝟏,0) dz - i 𝟐∅ (z𝟐,0) dz
+ c When v is given find f(z):
𝜕𝑣 𝜕𝑣
1) To find and
2) To find f(z) = u+iv
Differentiate w.r.t ‘x’ , we get
fˡ(z) =
fˡ(z) =
,0)
Solution: 6xy
By Milne Thomson Method
= (3z2 +3 − 0 ) dz + c f(z)
= + 3z + c
f(z) = 𝒛𝟑 + 3z + c
= sinx sinhy
By Milne Thomson Method
(z,0) = sinz(0) =0
fˡ(z) =
&
fˡ(z) = ,0)
Integrate w.r.t ‘z’ f(z) =
∅[1(z,0) - i ∅2(z,0) ] dz + c f(z) =
cosz dz + c f(z) = sinz + c
,0)
𝜕𝑽,0) = −𝐜𝐨𝐬𝐞𝐜𝟐𝐳
,0) =
∅1(z,0) =
fˡ(z) =
fˡ(z) =
f(z) = ∅[1(z,0) + i ∅2(z,0) ] dz + c
f(z) = −cosec2z (i) dz+ c
f(z) = -i(-cotz) + c = i cotz + c
f(z) = i cot z + c
(1+i) f(z) =icotz + c
i
f(z) =
cotz f(z) =
cotz + c1
𝐢+𝟏
f(z) = 𝟐 cotz + c𝟏
cosy + 2x ex cosy - e y
fˡ(z)
fˡ(z) =
dz + 2 zez dz
u = z2 dv = ez dz du = 2z dz v= ez f(z) = 𝐞𝐳
𝐳𝟐 + c
f(z) = 2 +c
f(z) = 𝐳𝟐 + 𝐜
∅𝟐(𝐳,0) = 𝟎 f(z)
= u+iv fˡ(z) =
fˡ(z) =
fˡ(z) = ∅1(z,0) - i ∅2(z,0)
f(z) = ∅[1(z,0) - i ∅2(z,0) ] dz + c f(z) = ez22z
c = et + c
v = 𝐞𝐱𝟐−𝐲𝟐 sin2xy + c
7) Find the analytical function f(z) such that Re[fˡ(z)] = 3 x2 - 4y -3 y2 and f(1+i) = 0.
fˡ(z) =
Re[fˡ(z)] =
8) Find the analytic function f(z) = u+iv if u-v = ex (cosy – siny) Solution:
f(z) = u+iv i f (z) = iu-v
(1+i) f(z) = (u-v) + i (u+v)
f(z) = u+iv u = u-v = 𝐞𝐱
(cosy – siny)
∅1(z,0) = ez - 0 = ez siny - ex
cosy = ∅2(z,0) = 0 - ez = - ez
fˡ(z) =
f(z) = ∅[1(z,0) - i ∅2(z,0) ] dz + c
f(z) = (ez + i ez ) dz + c
f(z) =( 𝐞𝐳 + i 𝐞𝐳 ) + c (1+i)
f(z) = ez +i ez + c
f(z) = f(z)
= 𝒆𝐳 + c
Harmonic Conjugate
1) Show that function u= 2xy+3y is harmonic and find harmonic conjugate.
Solution: u= 2xy+3y
v = -+ c
v = - 𝒙𝟐+ 𝐲𝟐 - 3x + c
2) Show that u = 2log (𝑥2+ y2) is harmonic and find its harmonic conjugate.
dv = dx + dy
𝜕𝑢
dv = - dx + dy
dv = dx + dy
dv = (y dx – x dy)
v=- v
=-
v=- )+c
d x
d d
)→③
②&③
fˡ( ) = 0
→①
r
sin2
- r [2r cos2 sin2 cos2
→②
4) Show that [ ] [real f(z)]2 = 2 fˡ(z) 𝟐
Solution: f(z) = u+iv
real f(z) = u
[real f(z)]2 = u2
→①
Similarly ,
→②
] + 2u [
2 fˡ(z)
𝑢2 + 𝑣2 = 𝑐2 = c1
=0→①
① =0→③
=0→④
Multiply ③ * v uv =0
④*u =0
Subtract then uv
u=c
Similarly
=c
v = c f(z) is
constant
Conformal Mapping :
A transformation w = f (z) is said to be conformal if it preserves angel between
oriented curves in magnitude as well as in orientation.
Bilinear Transformation :
is called the bilinear transformation or
mobius transformation. Where a,b,c,d are complex constants.
The method to find the bilinear transformation if three points and their images are given
as follows:
We know that we need four equations to find 4 unknowns. To find a bilinear
transformation we need three points and their images.
=
-2wi(1-z) = (z+1) [ - [i(3i-w)]]
-2wi + 2wiz = -[-3-wi](z+1)
-2wi + 2wiz = 3z + wiz + 3 +wi
w
=
-3wi
- + wiz = (3z + 3) w[i(3-z)] = z(z+1) w
= = 0], z2 = i, z3 = 0
2) Find the bilinear transformation which maps the points (α,i,0) in
the z-plane into (0,i,α) in the w-plane.
Solution: In z-plane, z
1 1
In w-plane,
(w−w1)
(w −w )( − w) ( − z ) (z z )1 2 w3ˡ =
z1ˡ 2 3− ((ww−w1−w2) ( w𝑤3) ( −𝑍1z2) (z3−z) w3ˡ z1ˡ
3) Find the bilinear transformation that maps the points (0,i,α) respectively into (0,1, α).
az+b
The transformation w =
The roots of this transformation are called fixed points or invariant points.
z= ( we know that w = f(z) ) z(cz+d) =
az+b c z2 +dz = az+b c 𝐳𝟐+(d-a)z – b = 0
Problems:
1) Find the fixed points of the transformation w =
Solution: The roots of above transformation are called fixed points
=zz= z(z+1)
= z-1 z2 +z – z +1
= 0 z2
+1 = 0 z2 = -1 z = ±
i fixed points ± i
2) The fixed points of the transformation w =
Solution: put w = z
z=
z(z+2) = (z-i+1) ( a =1, b =1, c =1-i)
z2 +2z = z-i+I
z2+z+i-I = 0
−𝐛 ± 𝐛𝟐 −𝟒𝐚𝐜 −1 ± 1 +4 (1 −i )
z= 𝟐𝐚 = 2
−1 ± 1+ 4 − 4 i −1 ± 3 −4
iz = 2 = 2
−𝟏 + 𝟑− 𝟒𝐢 −𝟏 − 𝟑− 𝟒𝐢
𝟐 & 𝟐
3) Determine the bilinear transformation whose fixed points are 1,-1 Solution:
Given fixed points are z = 1,-1
w=
Problems on images:
1) Write the image of the triangle with vertices (i,1+i,1) in the z-plane under the transformation w = 3z+4-2i
Solution: y
(x,y) = (1,0)
In w-plane:
x z- plane
(1,0)
z =1 x+iy = 1
Solution: In z –plane
the infinite strip between the lines y =0, y = .
Transformation:
1 y
w=z
1z =
1
𝑤 x+iy = y=2
𝑢−𝑖𝑣
x+iy =
x 0 x
,y= Y=0
=
π z
3) Find the image of the region in the z- plane between the lines y = 0 and y = under the transformation w
= e2
Solution: In z –plane
The lines are y =0, y =
Transformation
w = ez
In w-plane
i) y =0 u = ex, v = 0
π x
ii) y = u = 0, v = e
π
v=0 y=2
x
0
z - plane
u=0
v
u
0
w - plane
Conclusion:
π
The image of the region lines y = 0 & y = are transferred as first quadrant in the w-plane under the
2
transformation w = ez
1
4) Show that transformation w = z + maps the circle z = c into the eclipse u = (c + ,v= (c - . Also
discuss the z case when c = 1 in detail.
w
=z
+
z
x + iy = c w=r
z=c y
z = r ( r =c) z =c
we know that 𝐜𝐨𝐬𝟐θ +
𝐬𝐢𝐧𝟐θ = 1 x
Case: When c = 1
z=1 , r=1
u =2 cosθ , v = 0
𝐮 𝐯𝟐
𝟐
5) Discuss the transformation of w = sinz using example. 1 𝐚𝟐
z y
+
𝐛
𝐱𝟐+ 𝐲𝟐 = 1
sinxsinhy In
put y = c y
Conclusion:
Unit – 2
Complex Integration
Line Integral:
suppose f(z) is a complex function in the region R, and C is a smooth curve in R. Consider an interval
r=1n ∆ xr = ab f z dz
Where the summation tends to a limit and independent of the points choice. The
limit exists if f(z) is continuous along the path.
=- +
𝟐 𝟓
1+i 2 dz along y = x2
2) Evaluate 0 z
1+i 2 dz along y = x2 , dy = 2x dx
Solution: 0 z
2+i
= +
𝟑𝟎 𝟏𝟓
𝟔𝟗
=-
𝟏𝟎
𝑥4 𝑥3
=-
𝟒
6) Evaluate c 3z + 1 dz where C is the boundary of the square with vertices at the points z = 0, z = 1, z =1+I,
z = i and the orientation of C is anti-clockwise. Solution: C is the square OABC
+ c2 3z + 1 dz + c3
B(1,1)
Along C𝟏= OA
y =0,
dy =0 C(0,1)
1 x2
x+1)dx = 3
X varies from 0 to 1 c1 3z+1 dz = 0 (3 2 + x(apply
the lower and upper limit)
Z=0 0 Z=1
A(1,0)
𝟓
=
𝟐
Along 𝒄𝟐= AB
varies from 0 to 1
1 𝟑 c2 3z + 1 dz = i 0 [3 (1+iy)+1]dy = 4i - 𝟐
0 𝟑 c3 3z + 1 dz = 1 [3 (x +
i)+1]dx = - 𝟐 -3i-1
1 𝟑 c4 3z + 1 dz = 1
[3𝑖𝑦 + 1]idx = 𝟐 -i
𝟓 𝟑 𝟓 𝟑 c 3z+1 dz= =𝟐 +𝟒𝒊− 𝟐 − 𝟐
−𝟑𝐢−𝐢+ 𝟐 =𝟎
c 3z+1 dz=0
= +
𝟐 𝟑𝟎
Solution:
C1: Along OA, y = x2, dy = 2xdx X varies from 0 to 1 c1 y2 + 2xy dx + x2 − 2xy dy = 01( x4+2 x3)dx + (x2
c2 y2 +2xy dx + x2 −2xy dy =
R
Where C
c f(z)dz = c(u + iv)(dx + idy) = c udx − vdy + i(udy
+ vdx)
proof: C is a closed curve and a is any point inside C, Enclose a within a circle C whose radius is r and the
centre is at a. Now C is inside C.
f(z) is not analytical
inside C.
(𝐳−𝐚)
g(z) = (𝐳−𝐚) C
cˡ
z
Where cˡ is z−a = r .a
z – a = reiθ, z = a + reiθ
dz = rieiθdθ
θ varies from 0 to 2π in cˡ
c cˡ f(𝐳−𝐚z dz) = θ
c f(𝐳−𝐚z dz) = 02π f(a + r(erie i)θ r)ei
θdθ = i 02π f(a + re θ)d
i
As r → 0,cˡ → 0
𝐟 𝐳 𝐝𝐳 2π
𝐜 (𝐳−𝐚) = i 𝟎 f(a) dθ = f(a) 2π i
f z dz
f(a) = c (𝐳−𝐚)
2πi
fˡˡ(a) = c (z−a)3
2πi
.
.
.
We can evaluate easily the integrals of complex functions using this formula.
Problems:
𝐳ezdz
𝐜 (𝐳+𝟐)𝟑 = 0.
dz
and fˡˡ(0) =
𝐝𝐳 𝐢𝛑
𝐜 𝐳𝟑(𝐳+𝟒) = 𝟑𝟐
𝐜 (𝐳−𝐚)𝟑 = πi(3π-9 )
𝑑𝑧
𝑑𝑧 𝑒−𝑧𝑑𝑧
f(a), [ a =1]
𝑐 (z−1)3 = 𝐞
5) Using Cauchy’s integral formula evaluate 𝑧4𝑑𝑧 where C is ellipse and 9 𝑥2+4 𝑦2 = 𝑐
(z+1)(z−𝑖)2
36.
𝑧4𝑑𝑧
Solution: 𝑐 (z+1)(z−𝑖)2
𝑧4𝑑𝑧 𝑧4𝑑𝑧 𝑧4𝑑𝑧
= 𝑐 (z+1)(1+𝑖)2 - 𝑐 (z−i)(1+𝑖)2 + 𝑐
. .
1
(𝟐,0) (1,0)
2 c (z−a)3 = 2! [
a =1] πi 1
𝐳 − 𝟏 = is a circle whose centre is (1,0)
𝟐
= - πi
𝐜 (𝐳−𝟏)𝟑
(z2−z−1)dz 1
2
(𝐳𝟐−𝐳−𝟏)𝐝𝐳
𝐜 𝐳(𝐳−𝐢)𝟐 = 2π𝐢
(3z2+7z+1)dz
(3z2+7z+1)dz
2 c =
2πi 11 = 22 πi = F(1)
2 c
= 0 = F(3)
a = 1-i is inside C
F(a) = 2πi(3 a2+7a+1)
Fˡ(a) = 2πi(6a+7)
converges
uniformly
multiplying
both sides by f(w) and integrating with respect to w on cˡ cˡ 𝑓(w−zw dw) = cˡ 𝑓(w−aw dw) +(z-a) cˡ 𝑓(w−aw dw)2 + (z −
f(w) is analytic on cˡ
(a) 𝑓 w dw
1 𝑓 w dw 1 𝑓 w dw (𝑧 −𝑎 ) 𝑓 w dw ( z−a ) 2 𝑓 w dw ( z−a ) 𝑛 𝑓 w dw cˡ (w−z) = 2πi cˡ (w−a) + 2πi cˡ (w−a)2 + 2πi (w−a)3 +…+ 2πi cˡ
(w−a)𝑛+1+…
2πi
2𝑛 f(z) =
f(a)+(z-a) fˡ(a)+ fˡˡ(a)+…+ (f)𝑛(a)+…
2! ! n
This is Taylor’s series of f(z)
if z-a = h
h2 h𝑛
Consider
(z−a )𝑛 𝑓 w dw
𝑓 w dw 𝑓 w dw 𝑓 w dw
1 1 (𝑧−𝑎 )
1 (𝑤−𝑧 ) = +
(w−a)2 2πi C 2πi C1 (𝑤−𝑎) 2πi C1 +…+ 2πi
∞ (z−a )
𝑛 𝑓 w dw C1 (w−a)𝑛+1 +…
= 𝑛=0 2πi C 𝑛+1
1
bn = 2πi C2 w−a −n+1
Substituting equations 2 & 3 in 1, we get f(z) = 𝐧=𝟎(𝐳 − 𝐚)𝐧 a𝐧 + 𝐧=𝟏 𝐳 − 𝐚 −𝐧 b𝐧 This is called the Laurent series of f(z)
The first part 𝐧=𝟎(𝐳 − 𝐚)𝐧a𝐧 is called the analytic part and the second part
𝐧=𝟏 𝐳 −𝐚 −𝐧 b𝐧 is called the principal part. If the principal part is zero, the series reduces to the Taylor’s series
Problems
1) Expand log z by Taylor’s series about z = 1.
Solution: The given function is f(z) = log z fˡˡˡ(a)
Taylor’s series is 3! (z − a)3+...+
( a)
fnn! (z fˡˡ(a) − a)n+…
a=1, f(1) f(z) = f(a) + fˡ(a) (z-a) + 2! (z − a)2+ = 0
1
fˡˡ(z) = - z2 , fˡˡ(1) = -1,
2
fˡˡˡ(z) = z3 , fˡˡˡ(1) = 2, f iv(z) =
−3!
z4 , f iv(1) = -3!
7𝑧−2
Solution: f(z) =
𝑧+1 𝑧(𝑧−2)
B = lim =1
u→1 u (u−3)
7u−9 C
= lim = 2 u→3 u−1 u
- 3 + 1 + 2 = - 3 - 1 − u −1 - 2 1 − u −1 u u−1
u−3 u3 3
2
= - 3 - (1+u+ u2+ u3+… ) - (1+ u + u2 +…) u 3 9
3
(i) = -
z−1 <1
=- - =-1−z−1
= - (1+(z-1) + 𝐳 − 𝟏 𝟐 + 𝐳 − 𝟏 𝟑 + ⋯ ) − 𝟏
(𝐳−𝟏)
1
(ii) 1 < z , z <2, z < 1, <1
z 2
1 z −1 1 1 −1
11 - =- - 1− 1−
2 2 z z
(z−2) (z−1)
𝐳𝟑 𝟏 𝟏+ 𝟏
−𝟏 𝐳 + ⋯) 𝐳𝟐
= 𝟐 (1+ 𝟐 + 𝟒 + 𝟖 +…) - 𝐳 ( 1 + 𝐳 𝐳𝟐
2
(z−2)
(z−1) ) z
z
= 1 1− 2 −1 - 1 1− 1 −1
z z z z
(1+ + …) - zzzzzz
n−1
𝟏 𝐧−𝟏-1) (𝟐
𝐳
zn - n=1 zn
Solution:
(z2−1)
f(z) = =1-
(z+2)(z+3)
38 = 1+
-
(z+2) (z+3)
=1+
-
z
3
3 2 −1 8 z
= 1+ z
1+ z
-3 1+ 3
= 1+ +…)
𝐧−𝟏 𝟖𝐳𝐧−𝟏
𝐧 𝟐
−𝟏 (−
= 1+ 𝐧=𝟏 𝐳𝐧 + 𝟑𝐧 )
e2z
5) Expand f(z) = (z−1)3 about z=1 as Laurent series. Also indicate the region of convergence of the series.
e2z
Solution: f(z) =
3
(z−1)
𝟏 𝟏 𝟐
𝟐
𝐞 ( + + 𝐳−𝟏 + ⋯ )
= 𝐳−𝟏 𝟑 𝐳−𝟏 𝟐
Solution: f(z) =
(z−1)(z−3)
z A B
A = lim =-
z→1 (z−3) 2 z 3
f(z) = - = -
1
= z−1 - 2(z−1)
3 (z−1) 3
z−1)−1 - - +
=- 3 (1 2(z−1) 4 (1+ 2 22 − 1 z−1 2 +…) -
4 2
𝐳−𝟏 𝐧
𝟏 𝟑
𝟐
= 𝟐(𝐳−𝟏) - 𝟒 𝐧=𝟎
Contour Integration
Singular points
Singular point: A point at which f(z) ceases to be analytic is called a singular point.
Isolated singular point: Suppose z=a is a singular point of a function f(z) and no other singular point of f(z) exists in a
circle with centre at a, then z=a is said to be an isolated singular point.
if n=1, z=a is said to be a simple pole.(note: if f(z) has a pole at z=a, then
Removable singularity: If a single valued function f(z) is not defined at z=a and f z exists, then
z=a is said to be a sin z removable singularity f(z) = , z=0 is a removable
singularity. z
Essential singularity: If the principal part of f(z) consists of an infinite number of terms, then z=a is said to be an essential
singularity
Singularity at infinity: Suppose we substitute z= 1 , f(1 ) = F(w) (say), then the singularity at w=0 of F(w) is called the w
w
singularity at infinity. ez has an
essential singularity at z =∞, since e z has an essential singularity at z=0.
Entire function: A function which is analytic everywhere in the finite plane is called an entire function or integral function.
Examples: ez , sin z, cos z are entire functions.
Note: An entire function can be represented by a Taylor series which has an infinite radius of convergence. Conversely, if a
power series has an infinite radius of convergence, it represents an entire function.
c f z dz = 2πi b1where C is the circle with centre at a and f(z) is expanded in Laurent series. b1is said
to be the residue of f(z) at z=a [ the coefficient of in the principal part of the Laurent series of
f(z)].
Cauchy’s Residue Theorem:
Statement: If f(z) is an analytic function inside and on a closed curve ‘C’ except at a finite number of points, inside C, then
cf z dz = 2πi ( sum of the residues at the points where f(z) is not analytic and which lie inside C).
d dn−1 nf(z)]
limz→a dz [(z−a) f(z)], lim dzn−1!n−1[(z−a) z→a eiz 1) Find the poles of the function and the
Solution: The given function is f(z) = (z2+1) , f(z) is not analytic at z = i and z = -i
Therefore, the poles of f(z) are i and -i, both are simple poles If
z=a is a simple pole, then the residue at z= a is lim(z−a)f z z→a
2) Find the poles of the function and the corresponding residues at each pole, f(z) = 𝜋 .
6
2𝑧 𝜋
z→ 6 6
𝝅 𝝅 𝟏 𝟑 𝟑
= 𝒍𝒊𝒎 2 sinz cosz =2 Sin Cos =𝟐 =
𝐳→𝝅
𝟔 𝟔 𝟐 𝟐 𝟐
𝟔
z sinz
d
= lim (z =
cosz + sinz) z→π dz lim (cosz
– z sinz + cosz ) = -1. z→π
(cosπz2+sinπz2)dz where C is z = 3.
2 2
4) Evaluate c z−1 2(z−2)
2 (z−2)
=
lim =
Z=-1 0 Z=1 3
z secz dz c 1−𝑧2 = 2 πi (sum of the residues, by residue (2,0)
theorem) x
= 2 πi (-sec 1) = - 2 𝛑i ( sec 1)
ezdz
𝐞𝐳𝐝𝐳 2 𝛑i𝐞
𝐜 (𝐳+𝟐)(𝐳−𝟏) = 𝟑
i
eiθ
dθ =
dz
and
dθ =
dz
iz
Problems
2π dθ 2π
2π dθ dz
2
f(z) = [ bz2+2aiz−b ]
2 dz
c f(z)dz = c bz2+2aiz−bdz
𝟐𝛑
𝟎 𝟐
2π dθ
2) Evaluate 0 (6−3cosθ)2 using residue theorem
2π dθ
S olution: 0 (6−3cosθ)2
Substitute z =eiθ
dz = i eiθdθ and dθ = dz
iz
2π dθ dz 4zdz
0 (6−3cosθ)2 = c )]2
The poles are α and β where α = 2 - 3 and β = 2 + 3 and both are double poles, among which α lies inside C.
d 2f(z) ]
Res at z = α = lim [(Z −α) z→α dz
d z α + β)
= z→limα dz[(Z −β)2 ] = (α − β)
(α + β) = 4, α – β = -2 3 Res at z= α = =
4zdz 𝟒𝛑
c 9 i(z 2 −4z+1) 2 = 9i 2πi 63 = 𝟐𝟕 𝟑
2π dθ
3) Evaluate 0 (a+bcosθ)2 , a>b>0 using residue theorem
Solution: 0 2π dθ
put z = eiθ,
(a+bcosθ)2
dz = eiθ
dθ dz =dθ
cos θ =
(z+ 1 ) izz
2π dθ 4zdz
0 (a+bcosθ)2 = c i(2az+bz2+b)2 The poles are α and β, both are double poles
−a+ a2−b2 −a− a2−b2
= bb
a lies inside C
d z
= 3 = 𝟑
4i(a2−b2)(𝐚𝟐−𝐛𝟐)𝟐
semicircle and the line – R to R. The poles lie on upper half plane. If the poles lie on real axis
R c h(z) dz = −R h
z dz + r h(z) dz
We know that by residue theorem c h(z) dz = 2πi (sum of the residues of h(z) at its poles which lie on upper half
plane)
R
-R R
Problems:
∞ dx 1)
Evaluate by contour integration
dz
Solution: Consider c 1+z2 where C is the contour consisting of semicircle ┌ and the line (diameter) from –R to
R.
=
∞ dx ∞ dx
[ f(x) is even]
π
=
1+x 1+z
∞
∞ 2) Evaluate using residue theorem.
Solution: ∞ f x dx
−R f z dz = + r f z dz [ r f z dz = 0]
Res at
z=2i = lim (z-
2i)f(z) z → 2i
𝑧2 4 𝟏
2 (sum of residues)
𝟏 𝟏 π
=2 (- + ) =
𝟔𝐢 𝟑𝒊 𝟑
π ∞
∞
=𝟑
∞ x dx
= c f z dz -R R
R
−R f z dz = c f z dz
z2(z− e 6 )
= lim
πi
z →e 6 πi
= lim
πi
z →e 6 πi
πi z →eπi 6
−3πi 1 π π 𝐢
e6 1
2πi
6
= = e 6 = (cos -i sin ) = -
3
2 2 𝟔
6e
3πi πi
z →e πi
z2(z− e 2 )
= lim
πi
z →e 2 πi
= lim
πi
z →e 2 πi
= lim
πi
z →e 32π 1 3π 3π 𝐢
−
1
= e 2= (c6o s 2 -i sin ) =
𝟔
5πi 5πi
z2(z− e6)
=
5πi z →e
5πi
(3z
2−2z e6)
lim5πi 6z 5
6
−15πi
1 1 15π
6
lim 6 e 6 6
=z
→e
15π 𝐢
= = (cos
5πi
z →e
=2( - - )= π
𝟔 𝟔 𝟔 𝟑
∞ xdx
∞=𝟑
∞ xdx
=
𝟔
-i sin ) = -
𝟔
= −R f z dz + r f z dz [ r f z dz = 0]
= c f z dz
R ┌
−R f z dz = c f z dz
The function is f(z) = -R R
The poles are i and –i of order 3, z=i lies on upper half plan and inside the semicircle
= lim 𝑑𝑧2( )
z → 2i
=
lim z
→i
𝟑
= =𝐢
= 2πi =
16𝑖 𝟖
∞ 𝐝𝐱 𝟑𝝅
∞ 𝟑 =𝟖
Evaluation of the integrals of the type
∞ imxf(x) dx
∞ e Jordan’s
Lemma
If f(z) is a function of z satisfying the following properties:
(i) f(z) is analytic in upper half plane except at a finite number of poles
∞e
(sum of the residues which lie on upper half plane)
Problems
c (𝑧2+16)(𝑧2+9) z=3i , -3i, 4i and -4i are simple poles. 3i and 4i lie on upper half
plane.
3i = lim (z-
3i)f(z) z → 3i
𝑒𝑖𝑧
= z lim→ 3i (𝑧2+16)(𝑧+3𝑖)
𝑒−3 −𝒊𝒆−𝟑 = =
(−9+16)(6𝑖) 𝟒𝟐
Res at z =
4i = lim (z-
4i)f(z) z → 4i
𝑒𝑖𝑧
= z lim→ 4i (𝑧+4𝑖)(𝑧2+9)
𝑒−4 𝒊𝒆−𝟒 = =
(9−16)(8𝑖) 𝟓𝟔
𝑒𝑖𝑧𝑑𝑧 −𝑖 𝑖 π(𝟒𝒆−𝟑−𝟑𝒆−𝟒)
𝑒𝑖𝑧𝑑𝑧 𝑐𝑜𝑠𝑧 𝑑𝑧
R.P c = c
2) Evaluate
Solution: : c f z eimzdz = r eimxf R →∞ z dz +
R
R eimxf(z) dz
=> r eimxf z dz = 0
z
f(z) = (a2+𝑧2)
-R R
z = ai and –ai are simple poles.
Res at z =
ai = lim (zai)f(z)
z → ai
zeiz
i𝐞
zsinx dz =
0 𝟐 −𝐚
∞ xsinx dx
Unit -3
LAPLACE TRANSFORMS
LAPLACE TRANSFORM
Definition:
Let f(t) be a function of t, defined t≥0. If the integral
ꝏ −𝒔𝒕 f(t) dt exists, then it is called the Laplace Transform of
𝟎𝒆
f(t ) and it is denoted by L{f(t)} or f(s).
Here s is parameter, real or complex.L is called Laplace
Transform operator.
Linear Property:
Theorem: If c₁, c₂ are constants and f₁, f₂ are functions of t, then
L[c₁ f₁(t) + c₂ f₂(t)]=c₁ L[f₁(t)]+ c₂ L[f₂(t)]
Proof: The definition of Laplace Transform is
L[f(t)] )]= f(t) dt -----(1)
By definition
L[c₁ f₁(t) + c₂ f₂(t)]= [c₁ f₁(t)+ c₂ f₂(t)] dt
t) dt
3) Show that L[
Solution: By definition of L.T ,
L[f(t
Note: L[
𝒔 𝒂
=½[
=½[ ] = =
7) Show that (i) ) L [𝒕𝒏] = 𝜌(n+1)/𝒔𝒏+𝟏, n>-1
(ii) L [𝒕𝒏] = n!/𝒔𝒏+𝟏, n is +ve integer
dt
dx
(n+1) ,
for (n+1) >0
L [𝒕𝒏] = 𝜌(n+1)/𝒔𝒏+𝟏, n>-1
1) L{1}=
𝒔
𝒄
2) L{c}=
𝒔
3) L [ , L[𝒆 −𝒂𝒕 ] = 𝒔+ 𝟏 𝒂
5) L[ Sin at] =
6) L[ Sin hat] =
7) L[ Cos hat]=
8) L(tn)=𝜌(n+1)/𝒔𝒏+𝟏, n>-1
9) L(tn)= n!/𝒔𝒏+𝟏, n is +ve integer
PROBLEMS
1.Find the Laplace Transformation (L.T) of 𝒕𝟐 + 𝟐𝒕 +3
𝟐𝟏 𝟑
3. Find L[
Solution: L[𝒆𝟑𝒕+ 3𝒆−𝟐𝒕]= L[𝒆𝟑𝒕] +
3L[𝒆−𝟐𝒕]
4. Find L[Sin 3t +
Solution: L[Sin 3t +𝐶𝑜𝑠𝟐 𝟐𝒕]=L[Sin 3t] + L[𝐶𝑜𝑠𝟐 𝟐𝒕]
𝟑 𝟏 𝑪𝒐𝒔 𝟒𝒕
]
ꝏ −𝒔𝒕 f(t) dt
f(t) dt + 𝟐 𝒆
= 0 + 𝒆 𝟐−𝒔𝒕 .3. dt
∞
𝒆−𝒔𝒕
=3 −𝒔
ꝏ
2 𝒆 =0
𝒆−𝟐𝒔
= 3
𝒔
Problems:
1) Find L[t³ 𝒆−𝟑𝒕 ]
Solution : let f(t) = t³
L[ f(t)] = L[ t³] =
By F.S.T , L[𝒆−𝒂𝒕 f(t)] = f(s+a) a=3 L[𝒆−𝟑𝒕
f(t)] = f(s+3)
L[𝒆−𝟑𝒕 t³] =
= 𝒆−𝒂𝒔 f(s)
Example :
𝟐𝝅
Find Laplace Transform of g( t ) = ) , if t >
𝟑 𝟐𝝅
= 0, if t <
𝟑
𝟐𝝅
Solution: Let f ( t ) = cos t , a=
𝟑
L [f(t)] = L
[
By S.S.T L [g(t)] = 𝒆−𝒂𝒔 f(s)
= L [f(3t)] =
= f(s)
L[
Multiplication by t :
L[𝒕𝒏 f(t)] =
let L[f(t)] = L[
(s³+4s)
] (3s²+4) Division
by t:
L[f(t)] = L[ w.k.t
, L[ ,
𝟑𝒕 𝟒𝒕
L[
∞
= log (s+3) - log (s+4)
∞s ∞
𝒔+𝟑
𝟑
= log ( ) = log 𝒔(𝟏+𝒔)
𝟒
𝑺+𝟒 s s𝒔 ( 𝟏 + 𝒔 )
= log 1 - log ( )
= 0 - log ( ) = log ( )
f(s) =
w.k.t , L[
L[
∞
1 2+ 𝑎2) – log (𝑠2 + 𝑏2)]
= [ log (𝑠
2
∞ s
1 = 𝑠𝑠 2 ² + +𝑎 𝑏 ² 2
) log ( 2
s
w.k.t , L[ ,
L[
= log (s+1) - log (s+2) = log (
∞∞
)
s s
∞
= log
s
𝑠(1+𝑠)
1 = log 1 - log ( )
2
𝑠(1+𝑠)
) = log (
- log (
)
] = log (
therefore, L [
The definition of Laplace Transform is
L[f(t f(t) dt
−𝑡 −2𝑡
L[ ] = ] dt = log ( )
] dt = log ( ) = log 2
2. Using LT find ) dt
L
[
∞ s
𝟏 𝒔²+𝒂²
= 𝟐 log (𝒔𝟐+𝒃𝟐 ) s
By definition of LT,
) = log (b/a)
= = log (3/5) Note: put a=5, b=3 in above problem
L[f(t)] = f(t) dt
Problem : Find the L. T of the function f(t) = 𝑒𝑡, 0< 𝑡 <5 and f(t)=f(t+5)
. dt
Inverse Laplace Transform :
Definition : If f(s) is the Laplace Transform of f(t) then f(t) is called the inverse
Laplace Transform of f(s) and is denoted by 𝐿−1 𝑓 𝑠 . i.e., f(t) =
𝐿−1 𝑓 𝑠
𝐿−1 is called inverse Laplace Transform operator, but not reciprocal.
Example : If L [ then
Linear Property :
If f₁(s) and f₂(s) are L.T. of f₁(t) and f₂(t) respectively then
(1) L
[1] =
𝒔
5) L [ Sin hat] = at
6) L [ Cos hat]= ] = cosh at
𝒏
7) L (tn)=𝝆(n+1)/𝒔𝒏+𝟏, n
𝒏
(1) Find
solution :
sin 2t + cosh 3t.
(3) Find
𝟓
(4) Find
(5) Find ]}
= ¾ Cos
solution: ]
(¼ x 8 x t
a=5/2 𝟐𝟓 )
Sin 𝟓
𝟐𝟓
] 1) Find
Solution : ] by F.S.T
= 𝒆−𝟑𝒕
Cos 8t. ]
t
2) Find
Solution : ½ Sin 2t
Solution :
𝒔
4) Find Inverse L.T of
] Solution :
]}
5) Find
Solution :
] (By F.S.T)
[ Cos 2t + 4 Sin 2t ]
If 𝑳−𝟏[ f(s) ] = f(t) then 𝑳−𝟏[ 𝒆−𝒂𝒔 f(s) ] = 𝐠 𝒕 𝒘𝒉𝒆𝒓𝒆 g(t) = f(t-a), t>a
=0, t<a
Proof: By S.S.T of L.T , L [g(t)] = 𝒆−𝒂𝒔 f(s) (write proof of SST)
⇒ 𝑳−𝟏[ 𝒆−𝒂𝒔 f(s) ] = 𝐠 𝒕
⇒ 𝑳−𝟏[ 𝒆−𝒂𝒔 f(s) ] = f(t-a), t>a
=0, t<a Note:
We can also written as 𝑳−𝟏[ 𝒆−𝒂𝒔 f(s) ] = f(t-a) H(t-a)
Problem:
−𝝅𝒔
Find
𝝅𝒔
Solution:
𝟏
Let f(s) =
L[f(at)] =
)] = a f(at)
Now ] = ]
= 𝑳−𝟏[ f(3s) ] By change of scale property ,
𝑳−𝟏[f(as)] = a=3
] f(s)] = (−1)𝑛
𝑡𝑛 f(t) Note:- 𝐿−1[f’(s)] =
=1–t+ - t f(t)
𝐿 −1[f’(s)] =
= 𝑒−3𝑡 - 𝑒−4𝑡
(2) Find ]
sin at
−1 −2𝑠 𝑡
𝐿 [ ]=-
(𝑠²+𝑎²)2 𝑎 sin at
sin at
Inverse L.T. of integrals :-
If 𝐿−1[f(s)] = f(t) then
Problems :
(1) Find
²
solution :
𝒔
Let f(s) =
Solution
: [f(s)] =
Now f’(t) = = 𝒆𝒕 (t + t² +
By theorem 𝑳−𝟏[s f(s)] = f’(t)
(t + t² + Division
by power of S :
Theorem: If 𝑳−𝟏 𝒇 𝒔 = 𝒇 𝐭 , then 𝑳−𝟏
𝒇 𝒔
𝒔 = 𝟎𝒕𝒅 𝒕 𝒇 𝒕
Prof: we have by LT,
1) Find
𝟏
solution: Let f (s) =
2) Find
𝟏
Solution : let f(s) = [f(s)] = sinat = f(t)
𝒂
-cos at )
)
3) Find
by theorem, f(s)] =
𝒕
(t)dt 𝟎 [
= 𝟎 𝒂 sin at dt ]dt
𝒕
at ) dt
𝟏
.
If L[f(t)] = f(s) and L[g(t)] = g(s) then L[ f(t) * g(t)] = L[f(t)] . L[g(t)]
(or)
= f(s). g(s)
So, L[( f * g) (t)] = f(s) . g(s)
Corollary :- [f(s). g(s)] = (f * g) t
.
Problems:
2 sin u –
cos u)]
2 sin t –
2 sin t – cos t) +
𝟓
2 sin t – cos t]
2) Find
1 1
Solution : Let f(s) = , g(s) =
𝑠
] , (apply limits o to t)
(cosh at – 1)
Application of L . T to Ordinary Differential Equations :
4s(2) – 0 = 0
]
2. cos is solution of
gven D.E
3) Solve y¹¹¹+2y¹¹- y¹- 2y = 0 with y (0)= y¹ (0) = 0 , y¹¹ (0) = 6
Solution : given D . E
L [y] = _ _ _ _ _ (1) -
6= A (s + 1 ) (s +2 ) + B (s - 1 ) (s + 2) + C (s – 1 ) (s+1) _ _ _
_(2) Put s = 1 in _ _ _ (2) 6 = A (2) (3)
UNIT – IV
FOURIER SERIES
Periodic Function :
Definition : A function f(x) is said to be periodic with period T , if
𝒙 , f(x+T) = f(x) where T is positive constant.
The least value of T > 0 is called the periodic function of f(x).
Example: sin x = sin (2𝝅 + 𝒙) = 𝐬𝐢𝐧 𝟒𝝅 + 𝒙 =−−−− −
Here sinx is periodic function with period 2𝝅. Def:
Piecewise Continuous Function:
A function is said to be piece-wise continuous (or) Sectionally
Continuous) over the closed interval [a,b] if it is defined on that
interval and is such that the interval can be divided into a finite
number of sub intervals, in each of which f(x) is continuous and both
right and left hand limits at every end point if the sub intervals.
Dirichlet Conditions:
A function f(x) satisfies Dirichlet conditions if
(1) f(x) is well defined and single valued except at a finite no. of points
in (-l,l)
f(x) =
bn (1) where
Here 𝒂₀ , an and bn are called Fourier coefficients.
These are also
calle Euler’s formula. (𝒊. 𝒆. , 𝒊𝒏𝒕𝒆𝒗𝒂𝒍 𝒊𝒔 (−𝝅, 𝝅)
Note (1): If x 𝝅, 𝝅
Then f(x)
, an =
=
Where a₀ =
bn
Note (2): In interval (0,2
Where a₀ = , an =
bn
Note (3): The Fourier Series in (-l,l) , (-𝝅, 𝝅) , 𝒐, 𝟐𝝅 , (𝒄, 𝒄 + 𝟐𝝅) are called Full
range expansion series
Note (4): The above series (1) converges to f(x) if x is a point of continuity
Case (1): If the function f(x) is an even function in the interval (-l,l)
𝑓 𝑥 dx
i.e., f(-x) = f(x) then a₀ = 2𝑙 0 𝑙
bn is odd function)
Therefore, in this case we get (only) Fourier cosine series only.
𝒂𝒙 a₀ = ) apply limits 0
to 2𝝅
1)
- n)]
cosnx
(2): Find Fourier series for the function f(x) = 𝒆𝒙 in (0,2𝝅)
Solution : Given function f(x) = 𝒆𝒙 in (0,2𝝅) a₀ =
) apply limits 0 to 2𝝅
1)
an =
bn
nx + n sin nx)]
- n)]
bn
(even) (odd)
dx ]
)] apply limits 0 to 𝜋
cos n , n=1,2,3…………
Now the Fourier Series of f(x) is f(x)
f(x)
Hence show
that (or)
𝜋2
+ …………. =
12
a₀ =
1 𝑥3
= 0 (odd) -𝜋 [ 3 ] = -2𝜋²/3
an =
(odd) (even)
u = x² , dv = cos nx dx
] du = 2x dx , dv = cos 𝑛𝑥
𝑑𝑥
apply limits 0 to 𝜋
apply limits 0 to 𝜋
- if n is even a2 =
a3 =
bn =
(even) (odd)
( sin nx )] b1 = 2/1 = 2 if n is
odd b2
=- 2/2 = -1
b3 = 2/3 if n is even
Now substitute
, f(x)
in
(1)
f(0) = 0 = …….)
𝜋²
+ ……..=
12
Half range series
where bn
Note :2) The half range sine series in (0,𝜋) is f(x) = where
bn
where a₀= dx = −x dx
] apply limits o to 𝜋
an =
(apply o to 𝜋)
)] apply o to 𝜋
H.W.) Express f(x) = 𝜋-x as fourier sine series in (o, 𝜋 Ans : 2 (bn =
2) Find the half range sine series of f(x) = x in the range 0 < x < 𝝅
𝝅𝟐
⇒ 0 = 𝜋−4 ( ² + ² + ² − … … . .)
2 𝜋
⇒4 ( ² + 3² + 5² −……..) = 𝜋2
𝜋
⇒ + + + …………. = 𝜋
3) Express f(x) = , 0 < x < in half range sine series
] apply limits o to 𝜋
] (n not equal to 1)
Solution : The half range sine series in (0, ) is f(x) = where
] , n is not equal to 1
bn = 0 if n is odd.
if n is even b1 = b3 = b5 = -------- = 0
(apply
0 to 𝜋)
(apply
o to 𝜋)
(1) ⇒ f(x) =
(1)⇒ f(x) = b1 sin x + b2 sin 2x + b3 sin 3x + …..
𝜋𝜋 [ − ³ + …..] ⇒
(2)= ³
⇒ 𝜋4 ² (𝜋 8 )= [ ³ − ³ + 5³ …..]
⇒[ − ³ + 5³ …..] = 𝜋
³
The half range sine series for f(x) in (0,l) is f(x)= ……(1)
l=1 Where bn
bn
dx
. cos n𝜋 + 𝑛𝜋]
bn
(1) ⇒ f(x)=
where bn
if n is odd
where a₀ = dx = dx
] apply 0 to
an =
when n is even an =
(1) ⇒ 2x - x² =
⇒ 2x - x² =
Putting x = 1
in (2) we get
- ………….)
+ ………….)
𝜋2
+ ………….) =
12
)apply limits -1 to 1
an =
dx
dx
Now Fourier series of f(x)
in (-l,l) is
. cos n𝜋) - 𝑒1(0 - n𝜋 . cos n𝜋)] f(x) =
. cos n𝜋 (e − 𝑒−1)
………..(1)
f(x) =
Where a₀ =
an =
bn
(apply 0 to 𝜋)
) 0 to 𝜋]
+0+0 =-
bn , if n is odd
1
=- 𝑛 , if n is even
)+0
Problem (2) : Find Fourier series to represent the function f(x) given by
f(x) = - k , for - 𝝅 < x < 0
k , for 0 < x < 𝝅 hence show
that 1 Solution : In
- <x<0
i.e., x − 𝝅,0) , f(x) = - k
f(-x) = - f(x) in (0, 𝝅)
In 0 < x < 𝝅 i.e., x ) f(x)
= k f(-x) = k = -
(-k)
= - f(x) in (−
𝝅,0) There fore f(x) is odd function in (- 𝝅, 𝝅)
so a₀ = 0 , an = 0
bn
bn
) apply limits 0 to 𝝅
= 0 , if n is even
, if n is odd
Now f(x) =
= b₁ sin 1x + b₂ sin 2x + b₃ sin 3x + b₄ sin 4x --------f(x)
𝟒𝒌 𝟒𝒌 sin 3x
= 𝝅 sinx + 0 + 𝝅 3 + 0 + ---------(1)
𝜋
Parseval’s Formula :-
Prove That dx = l [
Proof :- We know that the Fourier series of f(x) in (-l,l) is f(x)
=
Multiplying on both sides of (1) by f(x) and integrate term by
term from -l to l we get dx =
Now
an = = l an
and bn = l bn
a₀ + . l an +
dx = . l bn
This is called parseval’s formula.
Note 1): In (0,2l) the parseval’s formula is
dx= l [
Note :2) If 0 < x < l (for half range cosine series of f(x)) parsevel’s formula is
dx=
Note :3) If 0 < x < l (for half range sine series of f(x)) parsevel’s formula is
dx =
deduce that
f(x) =
Here a₀ = dx
dx
]=l
] apply limits 0 to l
an =
u = x, dv = dx
dx] } 0 to l -
} 0 to l]
, n is odd a₂ = 0 , a₄ = 0 …………
Substitute a₀,an in (1)
Now a₀ = l, a₁ = , a₃ =
From parseval’s formula , we have
dx =
+ a₁² + a₂² + a₃² + -------]
² 2 2
dx = + 0² +
𝑙
) 0 to l = .
l² [ 2
There fore
COMPLEX FOURIER SERIES in (-l,l) or (0,2l):-
The complex form of Fourier series of a periodic function f(x) of period 2l
is defined by
𝑖𝑛𝜋𝑥
When cn = dx
cn dx =
] limits (
±𝑖𝑛𝜋
] 𝑒 = cos n 𝜋+I
sin n 𝜋
(1 −𝑖𝑛 ) 1 +𝑖𝑛 *
f(x) =
Where cn = dx = dx
] 2 sin h)
] limits(-1,1)
UNIT V
FOURIER TRANSFORMS
&
Z- TRANSFORMS
•
• FOURIER TRANSFORMS
Fourier Integral Theorem:-
Statement : If f(x) is a given function defined in (-l,l) and satisfies Dirichlet’s
= -x) dt dλ.
Deduction :
f(x) = t dt dλ
2) Fourier sine Integral of f(x) is
f(x) = t dt dλ
Problems:-
2) Express f(x) = 1 , 0 ⪯ x ⪯ 𝜋
Hence evaluate
Solution : Fourier sine integral of f(x) is given by
f(x) =
) (0 to 𝜋) dλ
f(x) =
𝜋=
f(x) .
2
.1,0⪯x⪯𝜋
0 ,x>𝜋
Problem : 3) Using Fourier Integral show that
0 , x>
=
Now f(t) = 𝑒−𝑎𝑡
Therefore
similarly ,
There fore ,
FOURIER TRANSFORMATION:
Definition : 1)The fourier transform of f(x) , is denoted by f(s) or
F{f(x)} and is defined as ,
F{f(x)} = f(x) dx = f(s) -------(1)
The inverse fourier transform is given by
f(x) = 𝐹−1{f(s)} = f(s) ds -----(2) F{f(x)} = f(s)
F{f(x)} = f(x) dx
and inverse fourier transform as f(x) = f(s) ds
Def : 3) : F{f(x)} = f(x) dx and
Inverse Fourier Transform as f(x) = f(s) ds
Def: Fourier Sine Transform:-
The Fourier Sine Transform of f(x), 0 < x < is denoted by fs(s) or Fs{f(x)} and
defined by
Fs{f(x)} = sx dx = fs(s) -----(3)
Fs{f(x)} = sx dx = fs(s) -----(3) The
inverse Fourier Sine Transform is given by
f(x) = sx ds -------(4)
Note : Some authors also defined as
2 ∞
𝜋 0 𝑓(𝑥) sin
Fs{f(x)} = sx dx = fs(s)
f(t) dt dx = dt
𝑎 𝑎 f(t) dt
Shifting Property:-
If F{f(x)} = f(s) then F{f(x-a)} = 𝑒𝑖𝑠𝑎 𝑓(𝑠)
f(x) dx
f(x) dx + f(x) dx
-a) + f(s+a)}
Note: If Fs(s) & Fc(s) are Fourier Sine & Cosine Transform of f(x) respectively
)]dx
)x dx +
-a)]
Similarly we get (ii) & (iii) Problems:
1) Find Fourier Transform of f(x) = 𝑒𝑖𝑘𝑥 , a < x < b
0 , x <a , x > b
Solution : By definition , F{f(x)} = f(x) dx -∞ ∞
dx
dx
] (apply limits a to
b)
dx = 𝑣𝑑𝑢 𝑢𝑣 − 𝑢𝑑𝑣
(apply –a to a) u=x, dv= 𝑒𝑖𝑠𝑥dx
-a to a)
Deduction :
ds f(x) =
ds – i
ds]
(even) (odd)
ds - 0]
∞ sin 𝑎𝑠 cos 𝑠𝑥 𝜋
(i) 0 𝑑𝑠 = 2 . f
𝑠 (x)
1, |x| < a
0, |x| > a
- x² ) dx
dx 𝑣𝑢 = 𝑣𝑑𝑢− 𝑢𝑑𝑣
= [ 0 – dx du =-2x
dx, v= . 𝑒𝑖𝑠𝑥 dx
dx]
1 to 1) -
. [ sin s – s cos s] ds
ds =
ds]
(even function) (odd function)
f(x) = 0
𝜋
ds = f(x)
- x²) , |x| ⪯ 1
0, |x| > 1
At x = ds = put
s=x
dx =
dx =
dx = -
sin x dx
1.cosx] apply 0 to 𝜋
] (0 to )
−𝑥² −𝑥²
dx
dx (x-is)² /2= y²
dx x-is = 2y
−𝑠² −1
1 ∞ 𝑥−𝑖𝑠 2
= 𝑒 2
−∞ 𝑒
2
2𝜋 dx dx = 2dy
dy
dy dy
Therefore Function is self reciprocal
] (0 to ∞)
dx +
] (apply 0 to a)
2cosAcosB=cos(A+B)+cos(A-B)
dx]
sx dx +
)] ( apply 0 to 1) + [(2
)+(0-
2 cos² s)
s)
sx dx + sx dx sx dx
sx dx + 0
Fs{f(x)} = sx dx
sx dx + 5 sx dx
0 )} + 5 {0 -
=[2{0-
Fc{f(x)} sx dx
sx dx
=
sx dx
x dx +
x dx]
0 )} + {0 -
0)}]
Fc{f(x)} = sx dx
sx dx
+ s sin sx )] (apply 0 to ∞)
( – a + 0)] = = Fc(s)-----------(1)
Fs{f(x)} sx dx =
sx dx
f(x) = sx ds
sx ds
sx ds =
f(x) = sx ds
sx ds
sx ds = 1
sx dx
Solution : Fs{f(x)} =
𝑒−𝑎𝑥
sx dx = I ---(1)
sx dx
sx dx
+ s sin sx )] (apply 0
to ∞)
( – a + 0)]
I= a ds = a . +c
sx dx = I -------(1)
Differentiate on both sides w.r.t s
dx
dx
dx Diff
on both sides w.r.t ‘s’
We get dx
= I by (1) -I=0
dx
Put s = 0 on both sides
dx
there fore ,
- dx = -
dx =
There fore Fs
f(X) = sx ds
sx ds + sx ds]
sx ds
}(0 to 2a) -
2ax + cos 0)
)(0 to 2a)]
10) Find f(x) if its Fourier Sine Transform is 𝑒−𝑎𝑠
Solution : Given f(s) = 𝑒−𝑎𝑠
f(x) = sx ds
sx ds
-x)]
11) Find the Inverse Fourier Sine Transform f(x) of Fs
(or)
Find f(x) if its Fourier sine Transform is
We get
Diff w.r.t. x
= I from (1)
Solution of (4) is I = -----------(5)
f(x)](-
= 0 – is
Fs{f(x)} = dx fs
If 0 < x < 𝜋 , Fs{f(x)} = fs sx dx
The function f(x) is called the inverse finite Fourier sine transform of fs(s) and is
given by f(x) = ds
Fc{f(x)} = fc(s) = dx
Problem :
1) Find the Fourier Finite cosine transform of f(x) = x , 0 < x < 𝜋 Solution : Fc{f(x)}
= fc(s) = sx dx
sx dx = ( ) (0 to dx
= (0 – 0)
If s = 0 , fc(s) =
Therefore fc(s) =
dx =
𝑥
] , s>0
2) Find the Fourier Finite sine transform of f(x)
= ,0<x<𝜋 , s =0
𝜋
𝜋𝑥
Solution : Fs(n) = 0 𝜋 sin nx dx = nx dx
cos n
3) Find the Fourier Finite sine transform of f(x) = x³ in (0 , 𝜋) Solution : By definition
the finite Fourier sine Transform is
Fs{f(x)} = sx dx
sx dx
) + 6x (
²] , n = 1,2,3…… )
4) Find Finite sine Transform of f(x) = x in 0 < x < 4
sin )(0 to
4) –
. 4 . Cos n
cos n
if n = 0 , fc(0) = dx = ) ( 0 to 4 ) = 8
Parseval’s Identity for Fourier Transforms :-
Statement : If f(s) & g(s) are Fourier Transform of f(x) & g(x) respectively then
g(x) dx
² ds = ² dx
g(x) =
Taking cojugate Complex on both sides in (1)
ds
g(x) dx = ds
]
f(s) ds
ds
f(s) ds = f(x) dx
² ds = Therefore (3)
For Sine Transform:
gs(s) ds = g(x) dx
² ds = ² dx
Similarly for Cosine
Problem 1):) If f(x) = 1 , |x| < a
0 , |x| > a , Find Fourier Transform of f(x)
²
Deduce that
Solution : F{f(X)} = f(x) dx |x| < a means –a < x < a
² dx = ² ds
dx = ² ds
ds
ds
ds = a
² ds = a
ds = a
a
Therefore ds =
f(x) dx dx =
Solution : :- F{f(x)} =
- x² ) dx
dx
𝑣𝑢 = 𝑣𝑑𝑢− 𝑣𝑑𝑢
² dx = ² ds dx =
s – s cos 𝑠)]² ds dx = ]²
ds =
. 2. 16 ]² ds 15
8
]² ds = 2 .
15
𝜋
𝜋
]² dx =
15
-
If Z[f(n)]=F(Z) then Z[f(n-k)]=𝑍−𝑘F(Z)
Proof: we know that 0 k k+1 k+2 k+3 - - - - - - - ∞
Z[f(n)]=
are different forms)
(since we are shifting f(n) to right)
consider Z[f(n-
-
Z[f(n-k)]=𝑍−𝑘𝐹(𝑍)
Z[f(n-3)]=𝑍−3𝐹(𝑍)
2.Shifting f(n) to left :-
In particular
(a)If k=1 then Z[f(n+1)]=Z[F(Z)-f(0)]
(b) If k=2 then Z[f(n+2)]=𝑍2[F(Z)-f(0)-f(1)𝑍−1]
] [x + -x) ]
Z[
-
=F(Z) (say) By
shifting theorem
1
- f(n)= >Z[f(n+2)]=𝑍 𝐹 𝑍 − 𝐹 0 − 𝐹 1 𝑍
𝑛!
f(n+
! f(n+
!
5𝑍2+3𝑍+12
1
-f(0)] = 0
= lim 𝑍35𝑍4+3𝑍3+12𝑍2−25((𝑍𝑍−41−)44𝑍3+6𝑍2−4𝑍+1)
𝑧→∞ 𝑍
= lim 𝑍35𝑍4+3𝑍3+12𝑍2−52𝑍(𝑍4+−201)4𝑍3−30𝑍2+20𝑍−5
𝑧→∞ 𝑍
= lim 𝑍323−18𝑍3−[11+−20𝑍−𝑍1−24−5𝑍−3 𝑧 𝑧
= 23
INVERSE Z-TRANSFORM
Problems:-
𝑍 2
1.Evaluate (a)𝑍−1 𝑍−𝑎 𝑏 𝑍−1
Solution:-
𝑍 2
(a) 𝑍−1
𝑍−𝑎
𝑍 𝑍
=𝑍−1 .
[ ]
𝑍−𝑎 𝑍−𝑎
=𝑍−1 𝑍 . 𝑍
𝑍−𝑎 𝑍−𝑏
𝑍
G(Z)= 𝑍 => g n = 𝑍−1 = 𝑏𝑛
𝑍−𝑏 𝑍−𝑏 by convolution
theorem ,
𝑍 . 𝑍
𝑍−1 𝐹 𝑍 . 𝐺 𝑍 = 𝑍−1
𝑍−𝑎 𝑍−𝑏
= σ𝑛𝑚=0 𝑎𝑚 . 𝑏𝑛−𝑚
= 𝑏𝑛 σ𝑛𝑚=0 (𝑎𝑏)𝑚
= , r>1
1−𝑟
𝑏𝑛 1− 𝑎 𝑛+1
= 𝑏𝑎
1−
𝑏
𝑏𝑛 1−𝑎𝑏𝑛𝑛++11
- to (n+1) terms]
= 5𝑛 σ𝑛𝑚=0 (45)𝑚
{ 𝑍 + 8 = 0 ⇒ 𝑍 = −8 & 𝑍 + 3 = 0 ⇒ 𝑧 = −3}
1 A=
5
F(Z) = Z[ ]=𝑍 −
(𝑍−1)(𝑍−2) 𝑍−2 𝑍−1
𝑍 𝑍
F(Z) =
Geometric Progression:a)
Finite –
a
b) Infinite –
a
eg; 1
F(Z) =
= 1 2𝑛 − 1 −3 𝑛 − 1 𝑛(−3)𝑛
25 25 5
.
The solution of a difference equation is an expression for 𝑦𝑛 which satisfies the given
.
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.
Linear Difference Equation:-
The Linear difference equation is that in which 𝑦𝑛+1, 𝑦𝑛+2, 𝑦𝑛+3− − − − − − − etc occur to the 1𝑠𝑡
degree only and are not multiplied together.
The difference equation is called Homogeneous if f(n)=0,Otherwise it is called as
NonHomogeneous equation (i.e:-f(n)
𝑍𝑌𝑍 − 𝑦0 - 2Y(Z) = 0
Y(Z)[Z-
Y(Z) = 𝑍−2 𝑦0
= ( 𝑍 −1 )𝑍 ( 𝑍 −2 )
= Z[𝑍 −𝑍 ]
= 𝑍 −2 − 𝑍 −1
on taking Inverse Z-Transform on both sides we get
𝑍−1 𝜇 𝑍 = 𝑍−1 𝑍− 𝑍
𝑍−2 𝑍−1
𝜇𝑛 = 2𝑛 − 1
( )
𝑦𝑛 = 1+3𝑛