HANDOUT FOR OPEN BOOK EXAMINATION

FOR C-21 IV SEMESTER

SC-401-ADVANCED ENGINEERING MATHEMATICS
Unit – I & II

Differential Equations:
Homogeneous Linear Differential Equations with Constant Coefficients.
a) Homogeneous Differential Equations of Second order with Constant
Coefficients.
d2y dy
Given a differential equation a 2
 b  cy  0 , where a, b, c are real
dx dx
numbers.
Or (aD2 + bD + c) y = 0 ie., f(D)y = 0
We write the general solution as follows:

Roots General Solution

1. Roots are real and distinct. m x m x
Say m1 and m2 y = c1 e 1  c 2 e 2
2. Roots are real and equal. y  (c1  c 2 x)e mx
Say m1 = m2 = m
3. Roots are complex.
Say m1 =   i , m2    i y  e αx(c cos βx  c sin βx)
1 2

b) Homogeneous Linear Differential Equations of Higher order with

Constant Coefficients.
dny d n 1y dn  2y
a a  .....  a y  0
n 1 n 1 2 n2 n
dx dx dx
Where a’ s are constants.

We write the general solution as follows:

Roots General Solution
1. Roots are m x m x m x m x m x
real and y  c e 1  c e 2  c e 3  c e 4  .....  c e n
1 2 3 4 n
different.

2. Roots are i. m1 = m 2
real and m x m x m x
some of y  (c  c x)e mx  c e 3  c e 4  .....  c e n
them are 1 2 3 4 n
ii.
equal. m1 = m 2 = m 3

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 m x m x m x
y  (c  c x  c x 2 )e mx  c e 14  c e 5  .....  c e n
1 2 3 4 5 n
3. Some Roots say m1    i and m 2    i
are
m x m x m x
imaginary. y  ex (c cos x  c sin x)  c e 3  c e 4  .....  c e n
1 2 3 4 n
4. If two pairs say m1  m 2    i and m 3  m 4    i
of imaginary
roots are y  ex [(c1  c2 x) cos x  (c3  c4 x) sin x]c5em5x  .... cnemn x
equal
5. Some roots say m1     , m 2    
are irrational
y  ex [(c1 cosh  x  c2 sinh  x)  c3em x  .... cn em x
3 n

Non-Homogeneous Linear Differential Equations of nth order with

Constant Coefficients.

f ( D) y  X , where X = f(x)
Or

dny d n1 y d n2 y

 a  a  .....  an y  X
dx n1 dx n2
1 2
dx n

The solution of the equation f ( D) y  X , is

y = complementary function + particular integral
y= C.F + P.I

Method of calculating C.F:

Consider f(D)y=0 and calculate Complimentary Function as given in solution of
Homogeneous equation.
Calculation of particular integrals
Sl. P.I.
X=f(x) Observation
no.
X=K P.I . 
k

k
, if f(0)  0 Replace D by
1.
(constant) f ( D) f (0) ‘0’ in f(D)

P.I . 
1
e ax 
1 ax
e , if f(a)  0 Replace D by
2. X=eax
f ( D) f (a) ‘a’ in f(D)
Case of failure:
i. If f(a)=0, then write
f(D) = (D - a)  (D) , Where  (a)  0
m Repeated
factor ‘m’
1 ax 1 x m e ax times
 P.I .  e  e ax
 . , (a)  0
f ( D) ( D  a) m  ( D) m!  (a)

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 i. If f(a)=0, and f(D) = (D-a)n then
1 x n ax
 P.I .  e  e
ax

( D  a) n n!
Another method:
If f(a)=0 then All ‘n’ roots
1 1 are real and
 P.I .  e ax  x. i e ax provided f i (a)  0
f ( D) f (a) equal.
i
If, f (a) =0 then
1 1
 P.I .  e ax  x 2 . ii e ax ,provided f ii (a)  0
f ( D) f (a)

1 1
X=Sin ax i. P.I .  sin ax  sin ax, provided f(-a2)  0 Replace D2
2
f (D ) f (a )
2

3. (or) by –a2 in
1 1
X=cos ax ii. P.I .  cos ax  cos ax, provided f(-a2)  0 f (D)
2
f (D ) f (a )
2

Case of failure:
i. When f(-a2) =0 then
sin ax x
(a)  cos ax
D a
2 2
2a
cos ax x
(b) 2  sin ax
D a 2
2a
1
P.I .  xm
f ( D)
Express f(D) in the form of 1+  (D).
4. X=xm
Take it to the numerator so that it takes the form [1+  (D)]-1 .
Now expand it in the ascending powers of D using Binominal
Theorem.

Note : useful Binomial Expansions:

1. (1  D) 1  1  D  D 2  D 3  ......
2. (1  D) 1  1  D  D 2  D 3  ......
3. (1  D) 2  1  2 D  3D 2  4 D 3  ......
4. (1  D) 2  1  2 D  3D 2  4 D 3  ......
5. (1  D) 3  1  3D  6 D 2  10 D 3  ......  15 D 4
6. (1  D) 3  1  3D  6 D 2  10 D 3  ......15 D 4

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 Unit – III & IV
FOURIER SERIES
Formulas:
e ax
1. eax sin bx dx = (a sin bx − b cos bx)
a 2 +b 2
e ax
2. eax cos bx dx = (a cos bx + b sin bx)
a 2 +b 2

3. sin 𝑛 𝜋 = sin 2𝑛𝜋 = 0

4. 𝑐𝑜𝑠 𝑛𝜋 = (−1)𝑛 , 𝑐𝑜𝑠 2𝑛𝜋 = 1

𝜋
5. 𝑠𝑖𝑛 2𝑛 + 1 = (−1)𝑛
2
𝜋
6. 𝑐𝑜𝑠 2𝑛 + 1 =0
2
𝑛 −1
,
= (−1) , 𝑖𝑓 𝑛 𝑖𝑠 𝑜𝑑𝑑
𝑛𝜋 2
7. 𝑠𝑖𝑛
2 0, 𝑖𝑓 𝑛 𝑖𝑠 𝑒𝑣𝑒𝑛
𝑛𝜋 0, 𝑖𝑓 𝑛 𝑖𝑠 𝑜𝑑𝑑
8. 𝑐𝑜𝑠 = 𝑛 −1
,
2 (−1) 2 , 𝑖𝑓 𝑛 𝑖𝑠 𝑒𝑣𝑒𝑛
Where n € Z and Z is the set of all integers.

1. Fourier Series:
Suppose that a given function f(x) defined in an interval [c,c+2 𝜋] of length
2 𝜋 , and which satisfies certain conditions can be expressed in the
trigonometric series as
∞ ∞
𝑎0
𝑓 𝑥 = + 𝑎𝑛 cos 𝑛𝑥 + 𝑏𝑛 sin 𝑛𝑥
2
𝑛=1 𝑛=1
Euler’s Formulae:

𝑐+2𝜋
1
𝑎0 = 𝑓 𝑥 𝑑𝑥
𝜋
𝑐
𝑐+2𝜋
1
𝑎𝑛 = 𝑓 𝑥 cos 𝑛𝑥 𝑑𝑥
𝜋
𝑐
𝑐+2𝜋
1
𝑏𝑛 = 𝑓 𝑥 sin 𝑛𝑥 𝑑𝑥
𝜋
𝑐

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2. Suppose that a given function f(x) defined in an interval [-𝜋, 𝜋] and of
length 2 𝜋
Then
∞ ∞
𝑎0
𝑓 𝑥 = + 𝑎𝑛 cos 𝑛𝑥 + 𝑏𝑛 sin 𝑛𝑥
2
𝑛=1 𝑛=1
Values of a0, an and bn in the interval (-𝜋, 𝜋)
𝜋
1
𝑎0 = 𝑓 𝑥 𝑑𝑥
𝜋
−𝜋
𝜋
1
𝑎𝑛 = 𝑓 𝑥 cos 𝑛𝑥 𝑑𝑥
𝜋
−𝜋
𝜋
1
𝑏𝑛 = 𝑓 𝑥 sin 𝑛𝑥 𝑑𝑥
𝜋
−𝜋

3. Suppose that a given function f(x) defined in an interval [0, 2𝜋] and of
length 2 𝜋
Then
∞ ∞
𝑎0
𝑓 𝑥 = + 𝑎𝑛 cos 𝑛𝑥 + 𝑏𝑛 sin 𝑛𝑥
2
𝑛=1 𝑛=1

Then the Values of a0, an and bn in the interval (0, 2𝜋)

2𝜋
1
𝑎0 = 𝑓 𝑥 𝑑𝑥
𝜋
0
2𝜋
1
𝑎𝑛 = 𝑓 𝑥 cos 𝑛𝑥 𝑑𝑥
𝜋
0
2𝜋
1
𝑏𝑛 = 𝑓 𝑥 sin 𝑛𝑥 𝑑𝑥
𝜋
0

FOURIER SERIES OF EVEN AND ODD FUNCTIONS:

1. Fourier series for Even Functions in (-𝜋, 𝜋)

i. If f(x) is an even function in (-𝜋, 𝜋), then bn=0
 The Fourier series of an even function f(x) is given by

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 ∞
𝑎0
𝑓 𝑥 = + 𝑎𝑛 cos 𝑛𝑥
2
𝑛 =1
2 𝜋
Where 𝑎0 = 𝜋 0
𝑓 𝑥 𝑑𝑥
2 𝜋
and 𝑎𝑛 = 𝜋 0
𝑓 𝑥 cos 𝑛𝑥 𝑑𝑥

2. Fourier series for Odd Functions in (-𝜋, 𝜋)

ii. If f(x) is an odd function in (-𝜋, 𝜋), then an=0
 The Fourier series of an odd function f(x) is given by
∞

𝑓 𝑥 = 𝑏𝑛 sin 𝑛𝑥
𝑛 =1
2 𝜋
Where 𝑏𝑛 = 𝜋 0
𝑓 𝑥 sin 𝑛𝑥 𝑑𝑥

Fourier Half-Range Series:

1. The half-range sine series expansion of f(x) in the interval (0, 𝜋) is given
by
∞

𝑓 𝑥 = 𝑏𝑛 sin 𝑛𝑥
𝑛 =1
2 𝜋
Where 𝑏𝑛 = 𝜋 0
𝑓 𝑥 sin 𝑛𝑥 𝑑𝑥

2. The half-range Cosine series expansion of f(x) in the internal (0 , 𝜋) is

given by
∞
𝑎0
𝑓 𝑥 = + 𝑎𝑛 cos 𝑛𝑥
2
𝑛 =1

2 𝜋
Where 𝑎0 = 𝑓 𝑥 𝑑𝑥
𝜋 0

2 𝜋
and 𝑎𝑛 = 0
𝑓 𝑥 cos 𝑛𝑥 𝑑𝑥
𝜋

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 Unit V & VI
Laplace Transforms
Definition:
Let f(t) be a function of t defined for all real numbers t>0. Then, the
Laplace Transform of f(t) is denoted by L{f(t)} and defined as
∞

𝐿 𝑓 𝑡 = 𝑒 −𝑠𝑡 𝑓 𝑡 𝑑𝑡
0
Provided the integral on the right hand side exists. Here ‘s’ is a
parameter which may be real or complex number.
s. L( f (t ))  f (s)
no.
k
1 L(k)= where k is constant
s
2 1
L (eat )=
sa
3 1
L (e-at )=
sa
4 n! (n  1)
L (tn )= n1 or
s s n1
5 a
L (sin at )= 2
s  a2
6 s
L (cos at )= 2
s  a2
7 a
L (sinh at )= 2
s  a2
8 s
L (cosh at )= 2
s  a2

Properties of Laplace Transforms:

s. no. Property L( f (t ))  f (s)
L[(c1 f1(t) + c2 f2(t)], c1 and c2 are constants
1 Linearity
= (c1 f 1 (s) + c1 f 2 (s), c1 and c2 are constants
L[eat f(t)] = f (s - a) or [f (s)] ss-a
2 First shifting
L[e-at f(t)] = f (s  a) or [f (s)] ssa

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 𝑜, 𝑖𝑓 𝑡 < 𝑎
𝐼𝑓 𝑔 𝑡 =
𝑓 𝑡 − 𝑎 , 𝑖𝑓 𝑡 > 𝑎
Then, L(g(t)) = e-as f (s)
3 Second shifting (Or)
If, g(t) = f(t-a) u(t-a),
then
L(g(t)) = e-as f (s)
1 s
4 Change of scale L[f(at))= f 
a a
L(y) = y(s)
5 Derivative L(y’) = s y(s)  y(0)
L(y’’)= s 2 y(s)  sy(0)  y i (0)
t t
f s 
1
6 Integral
 
L( f (t )dt ) or L( f (u )du )=
0 0
s
d
7 Multiplication by t L (t(f(t)))= (1) [ f ( s))]
ds
n
n d
8 Multiplication by tn L (tn(f(t)))= (1) [ f ( s ))]
ds n

f (t )
t = s
9 Division by t L( ) f ( s ) ds

Formulae of Inverse Laplace Transform:

s. NO.
1 K 
L1   =K where K is Constant
S 
2  1  t n1
L1  n   where n is integer
S  (n  1)!
3  1  n
L1  n 1   t where n is integer
S  n!
4 1  1 
L   at
 S  a  e
5  1 
L1   -at
 S  a  e
6  1  1
L1  2 
 S  a  a sin at
2

7  S 
L1  2 =
 S  a  cos at
2

Page 8 of 10
 8  1  1
L1  2 =
 S  a  a sinh at
2

9  S 
L1  2 =
 S  a  coshat
2

Properties of Inverse Laplace Transform:

L-1 [ (c1 f 1 (s) + c1 f 2 (s)] = c1 f1(t) + c2 f2(t),

1 Linearity
c1 and c2 are constants
L-1 [ f (s - a)] = eat f(t)
2 First shifting
L-1 [ f (s  a)] = e-at f(t)
3 Second shifting L-1 [ e-as f (s)]= f(t-a) u(t-a)
1 t
4 Change of scale L-1 [ f (as)]= f 
a a
d
L-1 [ f ( s)]  (-1) t f(t)
ds
5 Derivative
dn
L-1 n [ f ( s )]  (-1)n tn f(t)
ds

f(t)
6 Integral L (  f ( s ) ds )=
-1

S t
7 Multiplication by s L-1 [s f (s)]= f ' (t) if f (0) = 0
8 Multiplication by s2 L-1 [s2 f (s)]= f ' ' (t) if f (0) = f ' (0)  0
t
f ( s)
9 Division by s
1
L [ ) ]=  f (u ) du
s 0
t t
f ( s)
9 Division by s 2
L1[
s2
)]    f (u )du
0 0
du

10 Convolution Theorem L-1 [ f (s).g (s) ]=f(t) * g(t) =  f (u ) g (t  u )du

0

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 Some important formulae

1. Integration by using partial fractions.

To resolve given proper rational fraction into partial fractions using the
following table
S. No. Form of the proper fraction Form of the partial fraction
px  q A B
1 ,a  b 
x  a x  b  x  a  x  b 
px 2 qx  r A B C
2  +
x  a x  bx  c  x  a  x  b  x  c 
px  q A B
3 
 x  a 2 x  a  x  a 2
px 2  qx  r A

B

C
4 x  a  x  a  x  b 
x  a 2 x  b
2

Note: If the given fraction is improper, then divide the numerator with denominator
and use the following:
Numerator Re maindor
 quotient 
Deno min ator Divisor
INTEGRATION BY PARTS
𝒅𝑼
1. 𝑼𝑽 𝒅𝒙 = 𝑼 𝑽𝒅𝒙 − 𝑽𝒅𝒙 𝒅𝒙
𝒅𝒙
To choose U we follow the Order 'ILATE'
ILATE means
I-Inverse trigonometric function (Ex: sin-1x, cos-1x, tan-1x etc)
L-Logarithmic functions (Ex:logx,logx2 etc)
A-Algebraic functions (Ex: x0,x2,(x-x2) etc)
2
T-Trigonometric function (Ex: sin x, cos x, tan𝜃 ,sec α etc)
x , x 2x
E-Exponential function (Ex: e a ,e etc)
2. Bernoulli"s Rule
𝑼𝑽𝒅𝒙 = 𝑼𝑽𝟏 −𝑼′ 𝑽𝟐 + 𝑼" 𝑽𝟑 − 𝑼′′′ 𝑽𝟒 + ⋯
1. Where U’,U'',U'''……are successive derivatives of U ,
2. V1,V2, V3 ….are successive integrals of V
𝑒 𝑎𝑥
3. 𝑒 𝑎𝑥 𝑠𝑖𝑛𝑏𝑥 𝑑𝑥 = 𝑎 2+𝑏 2 𝑎 𝑠𝑖𝑛 𝑏𝑥 − 𝑏 𝑐𝑜𝑠 𝑏𝑥 + 𝑐
𝑒 𝑎𝑥
4. 𝑒 𝑎𝑥 𝑐𝑜𝑠𝑏𝑥 𝑑𝑥 = 𝑎 𝑐𝑜𝑠 𝑏𝑥 + 𝑏 𝑠𝑖𝑛 𝑏𝑥 + 𝑐
𝑎 2+ 𝑏 2

*******

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