Ma3351 Tpde Notes
Ma3351 Tpde Notes
com
UNIT – I
(
p = 2x y2 + b ) .....( 2 )
q = 2 y (x 2
+ a) .....( 3 )
p
= y2 + b .....( 4 )
2x
q
= x2 + a ......( 5 )
2y
p q
z=
2x 2 y
⇒ pq = 4 xyz
2( x − a ) = 2 zp cot 2 α
⇒ ( x − a ) = zp cot 2 α .....( 2)
2( y − b) = 2 zp cot 2 α
⇒ ( y − b) = zp cot 2 α .....(3)
Sub (2) and (3) in (1) , we get
z 2 p2 cot4 α + z 2q2 cot4 α = z 2 cot2 α
⇒ p2 + q2 = tan2 α
5. Find the PDE of all planes having equal intercepts on the x and y axis.
Sol:
x y z
Equation of such plane is + + =1 ..... (1)
a a b
Diff (1) partially w.r.to x and y
1 p
+ =0
a b
−b
⇒ p= .....( 2)
a
1 q
+ =0
a b
−b
⇒ q= .....( 3)
a
From (2) and (3) , we get
p = q .
3 3
6. Form the PDE from z = ax + by
Sol:
3 3
Given z = ax + by .....(1)
Diff partially w.r.to x and y
p
p = 3ax 2 ⇒ a = .....(2)
3x 2
q
q = 3by 2 ⇒ b= 2 .....(3)
3y
sub (2) and (3) in (1)
px + qy = 3 z
n n
7. Form the PDE from
z = ax + by
Sol:
Diff partially w.r.to x and y
p
p =3axn−1 ⇒ a = .....(2)
3xn−1
q
q =3byn−1 ⇒ b = n−1 .....(3)
3y
sub (2) and (3) in (1)
px + qy = zn
2
8. Form the PDE from z = ( 2 x + a )(3 y − b)
Sol:
2
Given z =(2x + a)(3y − b) .....(1)
Diff partially w.r.to x and y
p
p = (3y − b)4x ⇒ (3y − b) = .....(2)
4x
q
q = (2x2 + a)(3) ⇒(2x2 + a) = 2 .....(3)
3y
Sub (2) and (3) in (1)
12 xz = pq
9. Find the PDE of all planes having equal intercepts on the x and y
axis.
Sol:
x y z
The Plane is + + =1 ..... (1)
a b c
Diff partially w.r.to x and y
1 p
+ =0 .....( 2)
a c
1 q
+ =0 .....( 3)
b c
From (2) and (3) ,we get
p
=1
q
⇒ p=q
(2 2
10. Form the PDE by eliminating the arbitrary function from z = f x − y . )
Sol:
( 2
Given z = f x − y
2
) …..(1)
Diff (1) partially w.r.to x and y
( )
p = f ' x 2 − y 2 (2 x)
p
(
⇒ f ' x2 − y2 = ) 2x
.....( 2)
'
( 2 2
)
q = f x − y ( −2 y )
−q
(
⇒ f ' x2 − y2 = ) 2y
.....( 3)
xy
11. Eliminate the arbitrary function f from z = f and form the PDE.
z
Sol:
xy
Given z = f
z
xy zy − xy. p
p = f ' . .....(1)
z z2
xy zx − xy.q
q = f ' . .....(2)
z z2
' xy pz 2
(1) ⇒ f = .....(3)
z zy − xyp
Sub (3) in (2) , we get
pz2 zx − xyq px(z − yq)
q= . 2
=
zy − xyp z zy − xyp
qzy − xypq = pxz − xypq
⇒ px = qy
p = 2 f ' ( 2 x + y ) + 3 g (3 x − y )
p = 2 f '+3 g ' .....( 2 )
q = f ' ( 2 x + y ) − g (3 x − y )
q = f '− g ' .....( 3)
r = 4 f "+9 g " .....( 4 )
s = 2 f "−3 g " .....( 5)
t = f "+ g " .....( 6 )
Eliminating f” and g” from (4) , (5)and (6) , we get
4 9 r
2 − 3 s =0
1 1 t
4(−3t − s ) − 9(2t − s ) + r (2 + 3) = 0
− 12t − 4 s − 18t + 9 s + 5r = 0
5r + 5s − 30t = 0
⇒ r + s − 6t = 0.
ay
13. Form the PDE by eliminating arbitrary function f from z=e f (ax+by).
Sol:
ay
Given z = e f (ax + by) .....(1)
p = eay f ' (ax + by).a .....(2)
q = eay f ' (ax + by).b + f (ax + by) eay .a .....(3)
z
(1) ⇒ f (ax + by) = .....(4)
eay
p
(2) ⇒ f ' (ax + by) = ay .....(5)
ae
Sub (4) and (5) in (3) , we get
p z
q = be ay ay + ay . e ay .a
ae e
bp
p = + az
a
z = f (2 x − 6 y )
14. Form the PDE from
Sol:
z = f (2 x − 6 y )
Given
Diff partially w.r.to x and y
p = f ' (2x − 6y).2 ....(2)
q = f ' (2x − 6y).(−6) .....(3)
From (2) and (3) , we get
p 2
=
q −6
⇒ 3p=− q
2 2
15.Form the PDE from z = f ( x + y )
Sol:
z = f (x2 + y2 ) .....(1)
Given
Diff partially w.r.to x and y
2 2 2
17. Form the PDE from x + y + z = f (x + y + z )
Sol:
2 2 2
Given x + y + z = f (x + y + z ) .....(1)
Diff partially w.r.to x and y
1 + p = f ' (x2 + y 2 + z 2 ) (2x + 2zp) .....(2)
1 + q = f ' (x2 + y 2 + z 2 ) (2 y + 2zq) .....(3)
From (2) and (3)
1 + p x + zp
=
1 + q y + zq
( y − z ) p + ( z − x)q = x − y
Sol:
2
Given f ( xy + z , x + y + z ) = 0 .....(1)
∴ (1) is of the form φ (u , v ) = 0
2
Let u = xy+ z and v = x + y + z
∂u ∂v
= y + 2 zp =1 + p
∂x ∂x
∂u ∂v
= x + 2 zq =1 + q
∂y ∂y
∂u ∂v
∂x ∂x = 0
Sub the above derivatives in ∂u ∂v
∂y ∂y
y + 2zp 1 + p
=0
y + 2zq 1 + q
(1 + q)( y + 2zp) − (1 + p)( y + 2zq) = 0
(2z − x) p + ( y − 2 z)q = x − y.
2 x
24. Form the PDE by eliminating f, from f (z − xy , ) = 0.
z
Sol:
2 x
Given f ( z − xy , ) = 0.
z
∴ (1) is of the form φ(u,v)=0
2 x
Let u = z − xy and v =
z
∂u ∂v z − px
= 2zp − y = 2
∂x ∂x z
∂u ∂v − xq
= 2zq − x =
∂y ∂y z 2
∂u ∂v
∂x ∂x = 0
Sub the above derivatives in ∂u ∂v
∂y ∂y
z − px
2 zp − y
z2 =0
− xq
2 zq − x
z2
− xq z − px
( 2 zp − y ) 2 − 2 ( 2 zq − x ) = 0
z z
multiplyin g by z 2
( 2 zp − y )( − xq ) − ( z − px )( 2 zq − x ) = 0
px 2 − q ( xy − 2 z 2 ) = zx.
2 2 2
(
25. Form the PDE by eliminating f, from f x + y + z , xyz =0. )
Sol:
( 2
Given f x + y + z , xyz =0.
2 2
)
∴ (1) is of the form φ(u,v)=0
2 2 2
Let u = x + y + z and v = xyz
∂u ∂v
= 2x + 2zp = y( xp + z)
∂x ∂x
∂u ∂v
= 2 y + 2zq = x( yq + z)
∂y ∂y
∂u ∂v
∂x ∂x = 0
Sub the above derivatives in ∂u ∂v
∂y ∂y
2x + 2zp y( xp + z)
=0
2 y + 2zq x( yq + z)
(2x + 2zp) x( yq + z) − (2 y + 2zq) y( xp + z) = 0
px( z 2 − y 2 ) + qy( x 2 − z 2 ) = z( y 2 − x 2 )
( 2
26. Form the PDE from φ x + y + z , lx+ my+ nz = 0
2 2
)
Sol:
Given eqn is of the form φ(u,v)=0
u = x 2 + y 2 + z 2 , v = lx + my + nz
u x = 2x , vx = l
uy = 2y , vy = m
u z = 2z , vz = n
2y m
P= = 2 ny − 2 mz = 2 ( ny − mz )
2z n
2z n
Q= = 2 zl − 2 xn = 2 ( zl − xn )
2x l
2x l
R= = 2 xm − 2 yl = 2 ( xm − yl )
2y m
The solution is Pp + Qq = R
∂φ
=0 .....( 2 )
∂a
∂φ
=0 .....( 3)
∂a
Eliminate a and b from (1), (2)and (3). Eliminant of a and b is called
Singular Solution.
TYPE 1:
EQUATION OF THE FORM F ( p, q) = 0 :
In this type we are having only p and q and there is no x, y, and z. To
solve this type of problems , let us assume that z =ax+by+c be the
solution of the given differential equation.
30. Solve pq = 1.
Sol:
Given pq = 1 …..(1)
This is of the form F ( p, q) = 0
Let z =ax+ by+ c .....(2) be the solution of (1)
Diff (1) partially w.r.to x and y
⇒ p = a , q = b .....(3)
Sub (3) in (1) , we get ⇒ab=1 .....(4)
1
From (4), we get a = .....(5)
b
1
Eqn (2) z = x + by + c is the complete solution of (1).
b
2 2
31 . Solve p + q = npq .
Sol:
2 2
Given p + q = npq .....(1)
This is of the form F ( p, q) = 0
Let z = ax + by + c .....(2) be the solution of (1)
Diff (1) partially w.r.to x and y
⇒ p = a , q = b .....(3)
Sol:
Given pq + p + q = 0 .....(1)
This is of the form F ( p , q ) = 0
Let z = ax + by + c .....(2) be the solution of (1)
Diff (1) partially w.r.to x and y
⇒ p = a , q = b .....(3)
Sub (3) in (1), we get
⇒ ab+ a + b=0 .....(4)
ab + b + a = 0
b ( a + 1) + a = 0
b ( a + 1) = − a
−a
b= .....( 5 )
a +1
Sub (5) in (1), we get
a
z =ax − y + c is the complete solution.
a +1
2 2
33. Solve p +q =4.
Sol:
2 2
Given p + q = 4 .....(1)
This is of the form F( p, q) =0
Let z = ax + by + c .....(2) be the solution of (1)
Diff (1) partially w.r.to x and y
⇒ p = a , q = b .....(3)
Sub (3) in (1) , we get ⇒ a + b = 4
2 2
.....(4)
2
From (4) , b = ± 4 − a .....(5)
2
Sub (5) in (1), we get z = ax ± y 4 − a + c .....(6)
To find Singular integral:
Diff (6) partially w.r.to a and c and equating to zero, we get
∂z 1
=x± (− 2a ) = 0
∂a 2 4−a 2
∂z
=1 = 0
∂c
Here 1 = 0 is not possible. Hence there is no Singular solution.
p + q =1
34. Solve
Sol:
p + q =1
Given
Let z = ax + by + c .....(1) be the solution.
f (a, b) = a + b − 1 = 0
b =1 − a
(
b = 1− a )
2
.....(2)
Sub (2) in (1)
(
z =ax+ 1− a y + c )2
.....(3)
Given z = px + qy + pq .....(1)
It is of the form z = px+ qy+ f ( p, q)
The complete solution is z =ax+by+ ab .....(2) [ put p = a , q = b]
Diff (2) partially w.r.to a and b, we get
0= x + b ⇒ b=− x .....(3)
0= y + a⇒ a =− y .....(4)
Sub (3) and (4) in (2) , we get
z = − xy − xy + xy
z = − xy
Is the singular solution of (1).
q
z = px + qy + − p .
37. Solve p
Sol:
q
Given z = px+ qy+ − p.
p
This is of Clairaut’s type.
b
The complete solution is z = ax + by + − a. .....(1)
a
38. Solve
z = px+ qy+ 2 pq.
b b
0= x + ⇒ x=− .....( 2)
a a
a a
0= y + ⇒ y =− .....(3)
b b
Eliminating a and b from (2) and (3)
b a
xy = − −
a b
xy = 1
Sol:
Given (1 − x) p + (2 − y)q = 3 − z
p − px + 2q − qy = 3 − z
z = px + qy − p − 2q + 3
The complete solution is z = ax + by − a − 2b + 3 .....(1)
To find singular solution:
Diff (1) partially w.r.to a and b, we get
x − 1= 0 ⇒ x =1 .....( 2 )
y − 2=0 ⇒ y=2 .....( 3)
To find the singular solution we have to eliminate a and b from (1), (2)
and (3).
Sub (2) and (3) in (1) we get z = 3.
TYPE 3:
EQUATIONS OF THE FORM F(z, p, q) = 0
Given F(z, p, q) = 0 .....(1) [In this type x and y do not appear explicitly]
Let z = f ( x + ay) be the solution of (1).
Put x +ay =u .....(2)
Then z = f (u) .....(3)
Diff (3) partially w.r.to x and y we get
∂z dz ∂u dz ∂u
p= = . = .1 Q =1
∂x du ∂x du ∂x
∂z dz ∂u dz ∂u
q= = . = .a Q =a
∂y du ∂y du ∂y
dz dz
i.e., p = , q =a
du du
dz dz
If we substitute p = , q=a in (1), then we get an ordinary diff eqn
du du
of the form
dz dz
f z, , a =0 , which can be solved by method of variable seperable.
du du
The solution of this diff eqn gives the complete integral of (1). General
and singular solution can be obtained as usual.
3
40. Solve p = qz.
Sol:
3
Given p = qz .....(1)
This is of the type F(z, p,q)=0
Let z = f (x + ay) be the solution of (1).
Put x + ay = u
dz dz
p= , q =a .....(2)
du du
Sub (2) in (1) , we get
3
dz dz
= a z
du du
2
dz
= az
du
dz
= ± a z
du
dz
= ± a du
z
Integrating , we get
dz
∫ z
= ± a ∫ du
2 z = ± a (u ) + b
Squaring on both sides
c
4 z = a (u + b ) 2 where b =
a
2
The general solution is 4z = a(x + ay + b) .
z2 = p2 + q2 +1
41. Solve
Sol:
2 2 2
Given z = p + q + 1 .....(1)
This is of the type F ( z , p, q ) = 0
Let z = f (x + ay) be the solution of (1).
Put x +ay =u
dz dz
p= , q =a .....(2)
du du
Sub (2) in (1), we get
2 2
2 dz 2 dz
z = +a +1
du du
2
dz 2 2
(1 + a ) = z − 1
du
2
dz z2 −1
= 2
du 1 + a
dz 1
= z2 −1
du 1+ a2
dz du
∫ z2 −1 = ∫ 1+ a2
1
cosh−1 z = .u + b
1+ a2
1
cosh−1 z = ( x + ay) + b
1+ a2
TYPE 4:
EQUATION OF THE FORM F1(x, p) =F2 ( y, q)
Let F1 ( x, p) = F2 ( y, q) = k (say) .....(1)
From (1) we get p = f1 ( x, k ) , q = f 2 ( y, k ) .....(2)
We know that
dz = pdx + qdy .....(3)
Sub (2) in (3) we get
dz = f1 ( x, k )dx + f 2 ( y, k )dy
Integrating we get z = ∫ f1 ( x, k )dx + ∫ f 2 ( y, k )dy + b is the complete
integral.
2 2
42. Solve p − q= x + y .
2 2
Sol:Given p−q=x + y .
p − x2 = q − y 2 = k (say)
p − x2 = k , q − y 2 = k
p = k + x2 , q = k − y 2
z =∫ pdx+ ∫ qdy
=∫(x2 + k)dx+ ∫(k − y2 )dy
x3 y3
= + kx+ ky− + a
3 3
1
z = (x3 − y3 ) + k(x + y) + a
3
43. Solve p + q =x + y .
Sol:
Given p + q =x + y
p − x = y − q = k (say)
p − x=k , y − q = k
p =k + x , q = y − k
p = (k + x)2 , q = ( y − k )2
We know that
z = ∫ p dx + ∫ q dy
= ∫ (k + x) 2 dx + ∫ ( y − k ) 2 dy
( k + x) 3 ( y − k ) 3
= + +b
3 3
y x
44. Solve pe =qe .
Sol:
y x
Given pe =qe
p q
= = k (say)
ex ey
p = ke x , q = ke y
We know that
z = ∫ p dx+ ∫ q dy
= ∫ kex dx+ ∫ key dy
= k (e x + e y ) + b
2 2
45. Solve p + q =x + y .
Sol:
2 2
Given p + q = x + y
p2 − x = y − q2 =k
p2 =k + x , q2 = y − k
p= k + x , q= y − k
We know that
z = ∫ p dx+ ∫ q dy
= ∫ k + x dx+ ∫ y − k dy
3 3
2 2
= (k + x) 2 + ( y − k) 2
3 3
TYPE 5:
m n m n
EQUATION OF THE TYPE F(x p, y q)=0 and F(z, x p, y q) =0.
1−m 1−n
CASE 1: If m≠1 and n ≠1, then put x = X , y =Y .....(1)
∂z ∂z ∂X ∂X ∂z
Now = . = P(1 − m).x −m Q = (1 − m ) x −m
and = P
∂x ∂X ∂x ∂x ∂X
−m
p = P(1 − m) x
x m p = (1 − m) P .....(2)
∂z ∂z ∂Y ∂Y ∂z
Similarly = . = Q(1 − n). y −n −n
Q ∂y = (1 − n) y and ∂Y = Q
∂y ∂Y ∂y
q =Q(1− n) y −n ∂z ∂z
n where P = ,Q=
y q = (1− n)Q .....(3) ∂X ∂Y
Sub (2) and (3) in the given eqn we get a diff eqn of the form F(P,Q) =0 (Type 1)
and F ( z , P , Q ) = 0 (Type 3) which can be easily solved.
CASE 2: If m=n=1 , then
Put log x = X , log y = Y
∂z ∂z ∂X
p= = .
∂x ∂X ∂x
1 ∂z ∂X 1
p = P. Q P = , =
x ∂X ∂x x
xp = P .....( 4)
∂z
similarly yq = Q q = .....( 5)
∂Y
Sub (4) and (5) in the given eqn we get a diff eqn of the form F ( P, Q) = 0 and
F ( z, P, Q) = 0 (Type 3) which can be easily solved.
x2 y 2
46. Solve + = z
p q
Sol:
1 1
Given equation can be written as −2
+ −2
=z .....(1)
x p y q
m n
This is of type F ( z, x p, y q) = 0.
Here m =-2 and n = -2
x1−(−2) = X ⇒ X = x3
y1−(−2) =Y ⇒Y = y3
x3 p =3P
y3q =3Q .....(2)
X + aY =u
z = f (u)
dz dz
P= , Q = a .....(4)
du du
Sub (4) in (3) we get
dz dz dz dz
+a = 3z a
du du du du
2
dz dz
(1 + a ) = 3 az
du du
dz 1 + a
=
du 3 az
1+ a
zdz = du
3a
1+ a
∫ zdz = ∫ 3a du
z2 1+ a
= .u + b
2 3a
z2 1+ a
= ( X + aY ) + b
2 3a
z2 1+ a 3
= ( x + ay 3 ) + b
2 3a
Solve p 2 x + q 2 y = z.
47.
Sol:
2 2
12 12
Given px + qy = z .....(1)
m n
This is of the type (5) , F(z, x p, y q) =0.
Here
1 1
m = ,n=
2 2
1 1
1− 1−
put x 2
=X , y 2
=Y
1 1
x = X , y =Y
2 2
1
1
x p= P2
2
1
1
y2 p= Q .....( 2)
2
Sub (2) in (1), we get
2 2
1 1
P + Q = z ⇒ P2 + Q2 = 4z .....(3)
2 2
Put
X + aY = u
z = f (u)
dz dz
P= , Q = a .....(4)
du du
Sub (4) in (3) , we get
2 2
dz dz
+ a = 4z
du du
2
dz 2
(1 + a ) = 4 z
du
2
dz 4z
=
du 1+ a2
dz 2 z
=
du 1+ a2
dz 2 du
=
z 1+ a2
dz 2 du
∫ z
=∫
1+ a2
2
2 z= (u ) + b
1+ a2
2
2 z= ( X + aY ) + b
1+ a2
12
2
1
2 z= + 2
x ay +b
1+ a2
Sub (1) and (2) in the given equation we get a PDE of the form
F(P,Q) = 0 (or) F1(x, P) = F2 ( y,Q) which can be easily solved .
CASE 2: If m = −1, Put Z = log z
∂Z ∂Z ∂z 1
= . = . p = z −1 p
∂x ∂z ∂ x z
∂Z ∂Z ∂z 1
= . = .q = z −1 q
∂y ∂z ∂ y z
P = z −1 p , Q = z −1 q .....(1)
Sub (1) in the given equation we get a PDE of the form
F(P,Q) = 0 (or) F1(x, P) = F2 ( y,Q) which can be solved easily by using type
(1) or tyoe (4).
2 2 2 2
40. Solve p + q = z(x + y ) .
Sol:
2 2 2 2
Given p + q = z( x + y ) .....(1)
p2 q2 2
2
+ 2 = x + y2
z z
(z p) + (z q ) = x
−1 2 −1 2 2
+ y2 .....(2)
This is of type (6).
put Z = log z
∂Z ∂z p ∂Z ∂z q
P= . = and Q = . = .....(3)
∂z ∂x z ∂z ∂y z
Sub (3) in (2) , we get
P2 + Q2 = x2 + y2
P2 − x2 = y2 − Q2 = a2
P2 − x2 = a2 , y 2 − Q2 = a2
P2 = a2 + x2 , Q2 = y2 − a2
P = a2 + x2 ,Q = y2 − a2 .....( 4)
We know that
dZ = Pdx+ Qdy
dZ = a2 + x2 dx + y 2 − a2 dy
On integrating
Z = ∫ a2 + x2 dx + ∫ y 2 − a2 dy
x 2 2 a2 −1 x y 2 2 a2 y
logz = a + x + sinh + y − a − cosh−1 + b
2 2 a 2 2 a
2 2 2
41. Solve z ( p + q ) = x + y.
Sol:
Given z 2 p2 + z 2q2 = x + y
(zp)2 + (zq)2 = x + y .....(1)
This is of the type (6)
Z = z2
∂Z ∂Z
P= = 2zp , Q = = 2zq .....(2)
∂x ∂y
Sub (2) in (1), we get
P2 + Q2 = 4( x + y) .....(3)
This is of type (4).
P 2 + Q 2 = 4( x + y ) = 4 k
P 2 − 4 x = 4 y − Q 2 = 4k
P 2 − 4 x = 4k , 4 y − Q 2 = 4k
P2 = 4x + 4k , Q2 = 4 y − 4k
P = 2 x+k , Q = 2 y −k .....(4)
We know that
dZ = Pdx + Qdy .....(5)
Sub (4) In (5) ,and integrating we get
∫ dZ = 2∫ x + k dx + 2∫ y − k dy
3 3
4 4
Z = (x + k) 2 + ( y − k) 2 + b
3 3
3 3
2 4 4
z = (x + k) + ( y − k) 2 + b
2
3 3
Sol:
dx dy dz
The subsidiary equation are = =
x2 y2 z2
Taking 1st two members , we get
dx dy
=
x2 y2
Integrating we get
−1 −1
= + c1
x y
1 1
u = − = c 1
y x
Taking last two members , we get
dy dz
=
y2 z2
Integrating we get
−1 −1
= + c2
y z
1 1
v = − = c 2
z y
The complete solution is
φ (u , v ) = 0
1 1 1 1
φ − , − = 0
y x z y
43. Solve
px + qy = z
Sol:
Given px + qy = z
dx dy dz
The subsidiary equation are = =
x y z
Taking 1st two members , we get
dx dy
=
x y
Integrating we get
log x = log y + log c 1
log x − log y = log c 1
x
log = log c 1
y
x
= c 1
y
x
u =
y
Taking other two members , we get
dy dz
=
y z
Integrating we get
φ (u , v ) = 0
x y
φ , = 0
y z
2 2
44. Solve xp − yq = y − x
Sol:
2 2
Given xp− yq = y − x
dx dy dz
The subsidiary equation are = = 2 2
x − y y −x
Taking 1st two members , we get
dx dy
=
x −y
Integrating we get
log x = − log y + log c1
log x + log y = log c1
log( xy ) = log c1
xy = c1
u = xy = c1
Taking x , y ,1 as multipliers, we get
dx dy dz xdx + ydy + dz
= = 2 2
= 2
x −y y −x x − y2 + y2 − x2
xdx + ydy + dz
=
0
xdx + ydy + dz = 0
Integrating we get,
x2 y2
+ + z = c2
2 2
v = x 2 + y 2 + 2 z = c2
The complete solution is
φ (u , v ) = 0
φ (xy , x 2 + y 2 + 2 z )= 0
1 1 1 1 1 1
dx + dy + dz dx + dy + dz
x y z x y z
=
y−z+z−x+x− y 0
dx dy dz
+ + =0
x y z
Integrating we get
Sol:
Given ( y + z) p + (z + x)q = x + y
dx dy dz
The subsidiary equation are = =
y+z z+x x+ y
dx − dy dy − dz dx + dy + dz
= =
y−x z−y 2( x + y + z )
dx − dy dy − dz
=
y−x z−y
d ( x − y) d ( y − z)
=
− ( x − y) − ( y − z)
Integrating we get
p 2 + q 2 = z( x 2 + y 2 ) .....(1)
d ( x − y) d ( x + y + z)
=
− ( x − y ) 2( x + y + z )
Integrating we get
1
− log(x − y) = log(x + y + z) − logc2
2
1
log(x + y + z ) + log(x − y) = log c2
2
log(x − y) x + y + z = log c2
v = ( x − y ) x + y + z = c2
φ (u, v ) = 0
y−z
φ , ( x − y) x + y + z = 0
x− y
47. Solve ptanx+qtany=tanz.
Sol:
Given p tanx +q tany = tanz.
Auxillary equation is
dx dy dz
= =
tan x tan y tan z
Taking 1 and 2nd eqn
st
dx dy
=
tan x tan y
cot x dx = cot y dy
∫ cot x dx = ∫ cot y dy
log sin x = log sin y + log c1
log sin x − log sin y = log c1
sin x
log = log c1
sin y
sin x
u= = c1
sin y
Taking 2nd and 3rd eqns
dy dz
=
tan y tan z
cot y dy = cot z dz
∫ cot y dy = ∫ cot z dz
log sin y = log sin z + log c2
log sin y − log sin z = log c2
sin y
log = log c2
sin z
sin y
v= = c2
sin z
The solution is
φ (u, v) = 0
sin x sin y
φ , = 0
sin y sin z
( 2 2 2
)
48. Solve y + z − x p − 2xyq+ 2zx = 0
Sol:
The auxillary eqn is
dx dy dz
2 2 2
= =
y +z −x − 2xy − 2zx
Consider first set of multipliers as (x,y,z)
dx dy dz xdx + ydy + zdz
2 2 2
= = =
y +z −x − 2 xy − 2 zx − x( x 2 + y 2 + z 2 )
dy xdx + ydy + zdz
=
− 2 xy − x( x 2 + y 2 + z 2 )
dy xdx + ydy + zdz
=
2y (x2 + y2 + z 2 )
int egrating
log(x 2 + y 2 + z 2 ) = log y + log c1
log(x 2 + y 2 + z 2 ) − log y = log c1
x2 + y2 + z 2
log = log c1
y
x2 + y2 + z2
u= = c1
y
similarly take
Sol:
Auxiliary eqn is
2m 2 + 5m + 2 = 0 put D = m , D' = 1
(2m + 1)(m + 2) = 0
−1
m= ,− 2
2
The roots are different.
The solutions is
1
z = f 1 y − x + f 2 ( y − 2 x ).
2
(2 2
50. Solve D − 6DD'+9D' z = 0 )
Sol:
Auxiliary eqn is
m 2 − 6m + 9 = 0 put D = m , D' = 1
(m − 3) 2 = 0
m = 3, 3
The roots are equal.
The solutions is
z = f1( y +3x) + x f2 ( y +3x).
(4 4
51. Solve D − D' z = 0. )
Sol:
Auxiliary eqn is
m 4 − 1= 0
(m 2
)( )
−1 m2 +1 = 0
m2 −1 = 0 , m2 +1 = 0
m = ±1 , m = ± i
The roots are different.
The solutions is
z = f1( y + x) + f2 ( y − x) + f3 ( y + ix) + f4 ( y −ix).
( 4 3 3 4
52. Solve D − 2 D D ' + 2 DD ' − D ' z = 0 . )
Sol:
Auxillary eqn is
m 4 − 2m 3 + 2m − 1= 0
( m + 1)( m − 1) 3 = 0
m = − 1 , 1 , 1 ,1
The solutions is
z = f1( y − x) + f2 ( y + x) + x f3 ( y + x) + x 2 f4 ( y + x).
To find the Particular Integral:
ax+by
Case 1 : If the RHS of a given PDE is F ( x, y) = e , then
1
P. I.= . eax+by
φ(D, D')
1
= . eax+by providedφ(a, b) ≠ 0
φ(a, b)
If φ(a,b)=0 , then multiply the Nr by x and differentiate the Dr w.r.to
D, then apply the
Above procedure.
2
( 2
53. Solve D − 5 DD ' + 6 D ' z = e . )
x+ y
Sol:
The auxiliary eqn is
m 2 − 5m + 6 = 0
m = 2,3
C.F.= f1( y + 2x) + f2 ( y + 3x)
1
P.I.= 2
ex+ y
D − 5DD'+6
1
= ex+ y (D =1 , D'=1)
1− 5 + 6
1
= ex+ y
2
1 x+ y
The complete solution is z = f1 ( y + 2x) + f 2 ( y + 3x) + e
2
Sol:
The auxiliary eqn is
m 3 − 3m 2 + 4 = 0 ⇒ m = − 1, 2 ,2
C.F . = f1 ( y − x) + f 2 ( y + 2 x) + x f 3 ( y + 2 x)
1
P.I . = 3 2 3
e x+2 y (D = 1 , D' = 2)
D − 3D D'+4 D'
1 1 x+ 2 y
= e x+2 y = e
1 − 6 + 32 27
The complete solution is z = C.F. +P.I
1 x+2 y
z = f1 ( y − x) + f 2 ( y + 2x) + x f3 ( y + 2x) + e
27
Sol:
The auxiliary eqn is
m 2 + 2m + 1= 0
m = − 1, − 1
C .F . = f 1 ( y − x ) + x f 2 ( y − x )
1
P .I . = 2 2
e x− y ( D = 1 , D ' = − 1)
D − 2 DD '+ D '
1
= e x− y
1− 2 +1
1 x− y
= e
0
x
= e x− y
2D + 2D'
x
= e x− y
2−2
x x− y
= e
0
x 2 x− y
= e
2
x 2 x− y
z = f1 ( y − x ) + x f 2 ( y − x ) + e
2
Case 2 : If given RHS is of the form F(x, y) =sin(mx+ ny) or cos(mx+ ny)
1
P.I .= sin(mx + ny) or cos(mx + ny)
φ(D, D' )
Replace D2 by − m2 , D'2 by − n2 and DD' = − mn in φ(D, D' ) provided the
denominator is not equal to zero. If φ(a,b)=0 , then multiply the Nr by
x and differentiate the Dr w.r.to D, then apply the above procedure.
2
( 2
)
56. Solve D − 2DD'+D' z =cos(x −3y).
Sol:
m 2 − 2m + 1 = 0
m =1,1
C.F . = f1 ( y + x) + x f 2 ( y + x)
1
P.I . =
D − 2 DD'+ D ' 2
2
cos( x − 3 y ) (D 2
= − 1, D '2 = − 9 , DD' = − 3 )
1
= cos( x − 3 y )
−1 − 6 − 9
−1
= cos( x − 3 y )
16
The complete solution is
z = C.F.+ P.I
−1
= f1 ( y + x) + x f 2 ( y + x) cos(x − 3y)
16
∂2 z ∂2 z
2
+ 2 = cos2x cos y
57. Solve ∂x ∂y
Sol:
The given eqn can be written as
1
( )
D2 + DD' z = [cos(2x + y) + cos(2x − y)]
2
Auxiliary eqn is
m2 + m = 0
m(m + 1) = 0
m=0 , m=−1
C.F . = f1 ( y + 0 x ) + f 2 ( y − x )
1
P.I .= [P.I1 + P.I 2 ]
2
1
P.I1 = 2 cos(2x + y) (D2 = − 4 , DD' = − 2)
D + DD'
1 −1
= cos(2x + y) = cos(2x + y)
−4−2 6
1
P.I 2 = 2 cos(2x − y) (D2 = − 4 , DD' = 2)
D + DD'
1 −1
= cos(2x − y) = cos(2x − y)
−4+ 2 2
1 1
z = f1 ( y + 0x) + f 2 ( y − x) − cos(2x + y) − cos(2x − y)
6 2
Case 3:
m n
If the RHS of the form F(x, y) = x y then
1
P .I . = xm yn
φ ( D, D' ) .
= [φ ( D , D ' ) ] x y
−1 m n
xm yn .
1 1
Here denotes the integration w.r.to x and denotes the
D D'
integration w.r.to y.
( 2 2
)
58. Solve D − DD'−30D' z = xy + e
6 x+ y
.
Sol:
The auxiliary eqn is
m 2 − m − 30 = 0
m = 6,− 5
C .F . = f 1 ( y + 6 x ) + f 2 ( y − 5 x )
P .I . = P .I 1 + P .I 2
1
P .I 1 = xy
D − DD '−30 D ' 2
2
1
= xy
2 D ' 30 D ' 2
D 1 − −
D D 2
1 D ' 30 D ' 2
1 − + −1
= 2 ( xy )
D D D2
1 D ' 30 D ' 2 D ' 30 D ' 2
2
= 2 1 + + + + + ......
D D D2 D D2
1 D'
= 2 1 + xy
D D
1 x
= 2
xy +
D D
1 1
= 2 ( xy ) + 3 ( x )
D D
3 4
x y x
= +
6 24
1
P .I 2 = 2 2
e 6 x+ y
D − DD '− 30 D '
1
= e 6 x+ y
36 − 6 − 30
1
= e 6 x+ y
0
x
= e6x+y
2D− D'
x 6x+y
= e
12−1
x
= e6x+y
11
x3 y x4 x 6x+y
z = f1( y + 6x) + f2 ( y −5x) + + + e
6 24 11
59. Solve (D − 2 DD')z = e + x y .
2 2x 3
Sol:
The auxiliary eqn is
m 2 − 2m = 0
m1 = 0 , 2
C.F . = f1 ( y + 0 x) + f 2 ( y + 2 x)
P.I . = P.I1 + P.I 2
1
P.I1 = 2
e2x
D − 2 DD'
1 2x
= e
4−0
e2x
=
4
1
P.I 2 = 2 x3 y
D − 2 DD'
1
= x3 y
2 D'
D 2 1 −
D
−1
1 2 D' 3
= 1 − x y
D2 D
1 3 2
= 2
x y − ( x3 )
D D
x5 y x 6
= +
20 60
e2x x5 y x6
z = f1 ( y + 0 x ) + f 2 ( y + 2 x ) + + +
4 20 60
( 2 2
60. Solve D + 4DD'−5D' z = 3e )2 x− y
+ sin(x − 2 y)
Sol:
Auxillary eqn is
m 2 + 4m − 5 = 0
m = 1,−5
C.F = f1 ( x + y ) + f 2 ( x − 5 y )
1
P.I = 2 2
(3e 2 x − y )
D + 4 DD '+ D '
1
= (3e 2 x − y )
4 − 8 +1
− 1 2 x− y
= (3e )
3
1
P.I = sin(x − 2 y)
D + 4DD'−5D'2
2
1
= sin(x − 2 y)
−1 + 8 + 20
1
= sin(x − 2 y)
27
The complete solution is
1 1
z = f1 (x + y) + f 2 (x − 5y) − (3e2x− y ) + sin(x − 2y)
3 27
61. Solve (D 2 − 2 DD'+ D'2 )z = 8e x+ 2 y
Sol:
Auxillary eqn is
m2 − 2m + 1 = 0
m = 1,1
C.F. = f1 ( x + y) + xf2 ( x + y)
1
P.I . = 2 2
8e x+2 y
D − 2 DD'+ D'
1
= 8e x+2 y
1− 4 + 4
= 8e x+2 y
( 2 2
) x
62.Solve D − DD'−2D' z =( y −1)e .
Sol:
The auxiliary eqn is
m2 − m − 2 = 0
m = − 1, 2
C.F. = f1 ( y − x) + f 2 ( y + 2x)
1
P.I .= 2 2
( y −1) e x
D − DD'−D'
=
1
( y −1) e x
(D − 2D' )(D + D' )
1
=
(D − 2D' ) ∫ (c + x −1) e x dx
1
=
(D − 2D' ) ∫ cex dx + ∫ ( x −1) e x dx
1
=
( D − 2D' )
[
cex + xex − e x − e x ]
1
=
(D − 2D' )
[
cex + xex − 2e x ]
1
=
(D − 2D' )
[
( y − x)e x + xex − 2e x ] (Q c = y − x)
1
=
(D − 2D' )
[yex − xex + xex − 2e x ]
1
=
(D − 2D' )
[
( y − 2) e x ]
= ∫ (c1 − 2x − 2) e x dx (Q y = c1 − 2x)
= c1 ∫ e x dx − 2∫ xex dx − 2∫ e x dx
= c1 e x − 2xex + 2e x − 2e x
= ( y + 2x)e x − 2xex + 2e x − 2e x
= yex
z = f1 ( y − x) + f 2 ( y + 2x) + yex
UNIT-II
FOURIER SERIES
Periodic Function:
A function f(x) is said to be periodic function if f(x+T) = f(x) where
T is the positive constant for all x which is also called period.
Example:
f x 2 sin x 2 Sinx
f x 4 sin x 4 Sinx
Period T 2 0
Drichlet’s conditions :
A function f(x) can be expanded as a fourier series in an interval
c x c 2l . If the following conditions are satisfied
(i) f(x) is periodic with period 2l in (c, c + 2l) and f(x) is bounded.
(ii)The function f(x) must have finite number of maxima and
minima.
(iii)The function f(x) must be piecewise continuous and has a finite
number of finite discontinuities.
Fourier Series:
A periodic function f(x) which satisfies Drichlet’s conditions can be
expanded , as cosine and sine series of the form
f x a n cos nx bn sin nx
a0
2 n 1 n 1
Fourier coefficients:
1
c 2l
a0 f ( x ) dx
l c
n x
1
c 2l
an f ( x) cos dx
l c L
n x
1
c 2l
bn f ( x) sin dx
l c L
Complex Form of Fourier series:
Effective value
Parseval’s Identity:
Solution :
We need to find a 0 , a n , bn where the formulas are given by
2 2 2
0 0 0
1 1 1
a0 f ( x ) dx, an f ( x) cos nx dx, bn f ( x) sin nx dx
2 2
0 0
1 1
a0 f ( x) dx x 2 dx
2
1 x3
3 0
8 2
3
2 2
1 1
an f ( x ) co s n x dx x 2 co s n x d x
0 0
a pplying B ern o ulli ' s form u la
2
x n 2 x n 2 2 n 3
1 2 s in n x cos nx s in n x
0
2
4 2 s in n 2 4 c o s n 2 2 s in n 2
1 n n2 n3 0
2
0
1 2 s in n 0
0
cos n0
2
s in n 0
0
n n n3
2
1 1
4
n2
4
n2
2 2
1 1
bn f ( x ) s in n x d x x 2 s in n x d x
0 0
a p p ly in g B e r n o u lli ' s fo r m u la
2
x
1 2 cos nx
n
2 x s in n x
n2
2 cos nx
n
3
0
4 c o sn n 2
1 s in n 2 c o s n 2
4 2
2
n n3
2
0
2 cos n 0
0 s in n 0
2 cos n 0
n
n n2 3
1 4 2
2 2 4
n n3 n3 n
a0
f (x) a n cos nx b n sin nx
2 n 1 n 1
4 4
2 4
x 2
cos nx sin nx
3 n 1n
2
n 1 n
Deduction 1:
Put x = 0 ( is a point of discontinuity at end point ) in the above
Fourier series
f (0 ) f (2 ) 4 2
4
4
cos n0 sin n 0
2 3 n 1 n2 n 1 n
0 4 2
4 2
4
2 3 n 1 n
2
4
4
2
2
2
3 n 1 n
2
2 2
4
3 n 1 n
2
1 2
n 1 n 2 6
Hence,
1 2
n 1 n 6
2
2
1 1 1 1
i.e., ....
6 1 2
2 2
3 2
4 2
Deduction 2:
Put x= (is a point of continuity) in the above Fourier series
cos n
4 2 4
4
2
sin n
3 n 1 n
2
n 1
n
1n
4 2 4
2
3 n 1 n
2
1n
4 2
4
2
3 n 1 n
2
1n
2
4
3 n 1 n
2
n 1
2
1 n
12 n 1
2
2 1 1 1 1
2 2 2 ....
12 1 2 3 42
2 1 1 1 1
2 2 2 ....
12 1 2 3 42
Deduction 3:
x value substitution (such as 0, , , 2) will not give the deduction.
2
So, let us add the above two series ( given in the above two
deductions),
2 2 1 1 1 1 1 1 1 1
.... ....
12 6 12 22 32 42 12 22 32 42
2 1 1 1
2 ....
4 12 32 52
2 1 1 1
....
8 12 32 52
2
1 1 1
Hence 8 ....
1 32 52
2
( )= + +
2
1
= ( )
1 1
= ( − )
2
1
= −
2 2
1 4
= 2 − − (0 − 0)
2 2
1
= 2 −2
2
=0
1
= ( )
= ( − )
= ( − ) −
1 2 2 1
= (− ) − +
2
1 1 1
= − +
2
=0
1
= ( )
1 1
= ( − )
2
= ( − ) +
1 2 2
= − +
2
1
= +
2
1
=
1
=0, = 0, =
1
( )=0+0+
2 3
( )= + + + ⋯.
2 3
= + + + ⋯.
1− + − +⋯=
( )= + +
2
1
= ( )
1 ( − )
=
4
1 ( − )
=
4 −3
1
=− − −
12
=
6
1
= ( )
( )
=
= ( − ) − 2( − )(−1) − +
(2)(1)
= ( − ) − 2( − ) −2
1 2 2
= 2 + 0
4
1 4 1
= =
4
1
= ( )
( )
=
= ( − ) − − 2( − )(−1) − +
(2)(1)
= −( − ) − 2( − ) +2
1 2 2 0 0
= − +2 + −2
4
1 2 2
= − + + −
4
=0
1
= , = , =0
6
( )= +
12
2 3
( )= + + + + ⋯ . − − − − −(1)
12 1 2 3
( ) = =
∴ (1) ⟹ = + + + +⋯
⟹ = + + +⋯
( )= + +
2
f ( x)dx
1
2
a0
0
1
2
( 2x x 2
)dx
0
1 2 x3
2
x
3 0
1 3 8 3
4
3
12 2 8 2 4 2
3 3
4 2
a0
3
f ( x) cos nxdx
1
2
an
0
(2x x
1
2
2
) cos nxdx
0
f ( x) sin nxdx
1
2
bn
0
(2x x
1
2
2
) sin nxdx
0
2 cos nx
2 2 4
f ( x)
3 n 1 n
2 2 2
0 0 0
1 1 1
a0 f ( x) dx, an f ( x ) c o s n x d x , bn f ( x ) s in n x d x
2
0
x cos x 1 sin x 0
1 1
a0 x sin x dx
2
2 ( 1) 0 0 0
1
a0 2
2 2
0 0
1 1
an f (x) cosnx dx xsin x cosnx dx
1 sin (n1)x sin (n1)x
2
x dx ,Pr ovidedn 1
0
2
1
xsin(n1)xdx x sin(n1)xdx
2 2
2 0 0
1 cos(n1)x sin(n1)x cos(n1)x sin(n1)x
2
1 1 1
2 , provided n 1
2 n 1 n 1
2
an 2 , provided n 1
n 1
When n 1, we have
2 2
0 2 0
1 1
a1 ( x sin x) cos1x dx ( x sin 2 x) dx
1 cos 2 x sin 2 x
2
x 1
2 2 4 0
1 2
2 2
1
a1
2
2
0
1
bn f ( x ) sin nx dx
2
0
1
x sin x sin nx dx
x
1 cos(n 1)x cos(n 1)x
2
dx
0
2
1
xcos(n 1)x dx xcos(n 1)x dx
2 2
2 0 0
1 sin(n 1)x cos(n 1)x sin(n 1)x cos(n 1)x
2
x 1 x 1 ,
2 n 1 (n 1)2 n 1 (n 1)2 0
provided n 1
1 1 1 1 1
, provided n 1
2 (n 1)2 (n 1)2 (n 1)2 (n 1)2
0, provided n 1
2
1
b1 f ( x ) sin nx dx
0
2
x sin
1
x sin 1 x dx
0
2
1 1 cos 2 x
x dx
2
0
1
2 2
2
x dx x cos 2 x dx
0 0
2 2
1 x 2
x 2 1
sin 2 x cos 2 x
2 2 4 0
0
1 1 1
2 2
0 00
2 4 4
Hence the Fourier series is
1, 0 x
6. Find the Fourier series of f ( x) . Hence evaluate
2 , x 2
1 1 1
the value of the series 2 2 2 ....
1 2 3
Solution:
Here the interval given is 0 to 2π. So, let us find all the three fourier
constants.
1 2 1 2 1 2
a f (x) dx, a f ( x) cos nx dx, b f ( x) sin nx dx
0 n n
0 0 0
1 2
a
0
f ( x ) dx
0
1 2
1 dx 2 dx
0
1
x 0 2 x 2
1
2
3
1 2
a f ( x) cos nx dx
n
0
1 2
cos nx dx 2 cos nx dx
0
1 cos nx
2
cos nx
2
n 0 n
1 1n 1 2 1 n
2
n n n
n
1 1n 1
n n
2
, if n is odd
1 n
bn
0, if n is even
2 n 1 n 1
Hence the Fourier series is
f ( x)
3 2
sin nx
2 n 1,3,5,.... n
Deduction:
When we put x = 0, , π, 2 π we don’t get the series ( As the
2
denominator of the series is n2 and the denominator of the Fourier series
is only n). so, let us apply Parseval’s identity for full range series.
a2 2
0 a2 b2 1
f ( x ) dx
2
2 n 1
n n 0
9 4 1 2 2
1 dx 2 2 dx
2 n 1, 3, 5,.. n 2 2 0
4 1 1
.... x 4 x 2
9 1 1
2 2 12 3 2 5 2 0
9 4 1 1 1
.... 5
2 2 12 3 2 5 2
4 1 1 1 9 1
.... 5
2 12 3 2 5 2 2 2
1 1 1 2
....
12 3 2 5 2 8
1 for 0 x
7.Find the Fourier series expansion of f ( x)
2 for x 2
Solution:
Here the interval given is 0 to 2π. So, let us find all the three
fourier constants.
1 2 1 2 1 2
a f ( x) dx, a f ( x) cos nx dx, b
0 n n
f ( x) sin nx dx
0 0 0
1 2
a
0
f ( x) dx
0
1 2
1 dx 2 dx
0
x 2 x 2
1
0
1
2
3
1 2
a
n
f ( x) cos nx dx
0
1 2
cos nx dx 2 cos nx dx
0
1 sin nx sin nx 2
2
n 0 n 0
0
1 2
b f ( x) sin nx dx
n
0
1 2
sin nx dx 2 sin nx dx
0
1 cos nx cos nx 2
2
n 0 n
1 1n 1 2 1n
2
n n n
n
3 2
f ( x) sin nx
2 n 1,3,5,.... n
1 e ax
2 a cos nx n sin nx
a b 2
1 e a e a
a cos n 0 a cos n 0
a 2 b 2 a2 b2
1 a
cos n (e a e a )
a b2 2
2 a
an (1) n sinh a
a b2 2
2
a0 cos 2
x dx
0
2 1 cos 2 x
dx
0 2
1 sin 2 x
x
2 0
1
a0 1
a0 1
Hence the constant term in the Fourier expansion is
2 2
(1)n 2 (1)n
2 2 2 4
2 3 n1 n
n
4
2
2
2
3 n 1
4
1
2
n 2 2
n 1 3
4
1 2 2
n 2
n 1 3
2
1 2
n 1 n 6
1 1 1 1 2
2 2 2 2 ....
1 2 3 4 6
6. Find a0 if f ( x) x , expanded as a Fourier series in (-,).
Solution: Since f ( x) x x f ( x) , the function is even.
x dx
2 2
a0 x dx
0
0
2 x2
2 0
2 2
2
a0
sin x d x
2
0
sin
2
x dx
0
c o s x 0
2
1 1
2
4
2
an f ( x ) cos n x dx
0
sin x
2
cos nx d x
0
sin x
2
cos nx dx
0
2 sin ( n 1) x sin( n 1) x
dx
0
2
1 cos ( n 1) x cos ( n 1) x
, provided n 1
n 1 n 1 0
1 1 1 1 n 1 1
n 1
, provided n 1
n 1 n 1 n 1 n 1
1 1 1 1 n 1
n
, p rovided n 1
n 1 n 1
n 1 n 1
1 n 1 1
1
1 1
, provided n 1
n 1 n 1 n 1 n 1
1 1
1
n 1 n 1
n
1 1 , provided n 1
1 2 2, if n is even
2
n 10, if n is odd
When n = 1, we have
2
a1 f ( x ) cos 1x dx
0
2
s in x c o s 1 x d x
0
sin
2
x cos 1x dx
0
2 s in 2 x
dx
0
2
1 cos 2 x
2
0
1 1
1
2
0
10. Find the Fourier series expansion for the function f(x) = x + x2
in x
Solution: Here the interval is x . So, let us verify whether
the function is odd or even.
f ( x) x x 2
f ( x) ( x) ( x) x x
2 2
f ( x) ( x x )
2
which is neither odd nor even. So, Let us find all the three constants.
1
a0
f ( x) dx
1
(x x 2
) dx
1 x 2 x3
2 3
1 2 3 2 3
2 3 2 3
1 2 3
3
2 2
a0
3
f ( x) cos nx dx
1
an
( x x
1
2
) cos nx dx
1 cos nx sin nx
sin nx
( x x 2 ) (1 2 x ) 2 3
n n2 n
1 cos n cos n
0 (1 2 ) 0 0 (1) 0
n2 n2
1 cos n
1 2 1 2
n2
1 ( 1) n
4
n 2
( 1) n
an 4
n2
1
bn
f ( x) sin nx dx
1
(x x 2
) sin nx dx
1 cos nx sin nx cos nx
( x x 2 ) (1 2 x) 2 3
n n2 n
2 cos n sin n cos n
( ) (1 2 ) 2 3
1 n n 2
n
cos n sin n cos n
( 2 ) (1 2 ) 2
n n
2
n
3
1 cos n
n
2 2
1 (1) n
(2 )
n
(1) n
bn 2
n
Hence the Fourier series is of the form
4
2
(1)n
(1)n
x x2 cos nx 2 sin nx
3 n 1 n 2
n 1 n
1 1 1 2
also deduce that 2 2 2 ... .
1 3 5 8
Sol :
f ( x) x
f (x) x
f ( x) f (x) it is aneven function.
Hence bn 0
Fourier series becomes
a
a0
f (x) cos nx
2
n
n 1
f ( x)dx
2
a0
0
x : x 0
2
xdx x
0 x :0 x
2 x2
xdx
2
0 2 0
2 2
0
2
2
an f ( x ) cos nxdx
0
x cos nxdx
2 2
x cos nxdx
0
0
2 x sin nx cos nx
n n 2 0
2 (1) n 1
an 2 2
n n
4
: n is odd
a n n 2
0 : n is even
4
cos nx
f (x)
2 n 1 , 3 , 5 ,... n2
Put x 0 ( continuous po int)
f 0 0
4
1
f (0)
2 n 1 , 3 , 5 ,... n2
4 1 1 1
0
2 2 2 ...
2 1 3 5
1 1 1
2
2 2 2 ...
1 3 5 8
1 2
n 1 2 n 1 2 8
2
a0 f ( x ) dx
0
2
cos x dx
0
2
cos xd x co s xd x
2
0
2
s in x 0 s in x / 2
2
/2
(1 0 ) ( 0 1)
2
4
a0
f ( x) cos nxdx
2
an
0
2
cos nx. cos xdx cos nx cos xdx
/2
0 /2
2 1
cos(n 1) x cos(n 1)dx cos(n 1) x cos(n 1) xdx
/2
2 0 /2
1 sin(n 1) x sin(n 1) x sin(n 1) x sin(n 1) x
/2
n 1 n 1 0 n 1 n 1 / 2
1 sin( n 1) 2 sin( n 1) 2 sin( n 1) 2 sin( n 1) 2
n 1 n 1 n 1 n 1
n n n n
cos cos cos cos
1 2 2 2 2
n 1 n 1 n 1 n 1
2 n 1 1
cos
2 n 1 n 1
2 n
2
an cos n 2 1 n 1
2
4 n
cos , n 1
( n 1)
2
2
When n = 1 we have
2
a 1 cos x cos xdx cos x cos xdx
/2
0 /2
2
cos xdx cos 2 xdx
/2
2
0 /2
2 1 cos 2 x 1 cos 2 x
dx
/2
dx
0 2 /2 2
1 sin 2 x sin 2 x
/2
x x
2 0 2 / 2
1
0
2 2
2
4 n
f ( x) cos cos nx
n 2 , 4 ,... ( n 2 1) 2
f (x) dx, a f (x) cos nx dx, b f (x) sin nx dx
1 1 1
a0
n
n
x
1 1
a0 f ( x) dx dx
2
1 x
3
3
1 8 3
0
3
8 2
3
x
1 1
an f (x) cos nx dx cos nx dx
2
1 cos nx sin nx
x
2 sin nx
2 x 1 2 2
n n n
3
1n
0 0 0 4 0 4 2 2(0)
1
2
n
1
n
1
4
2
n
1
n
an 4
n2
1
bn f ( x) sin nx dx
x sin nx dx
1 2
1 2 cos nx sin nx cos nx
x 2 x 1 2 3
n n
2
n
1 cos n cos n sin n cos n
0 0 2 3 4 2 2(2 ) 2
n n n2 n3
1
n
bn 4
n
Hence the Fourier series is
f ( x) an cos nx bn sin nx
a0
2 n 1 n 1
4 2 1n 1n
x 4 2 cos nx 4
2
sin nx
3 n 1 n n 1 n
Deduction (i):
Put x = 0 ( which is a continuous point)
2 4
4
(1)n
2
3 n 1 n2
(1)n 4 2
4 2 2
n 1 n 3
4
n 2
(1)
2
n 1 n 3
1 1 1 2
2 2 2 ....
1 2 3 12
Deduction (ii):
Put x = ( which is a discontinuous point)
4
( ) 2 (( ( )) 2 4 2
(1) n
( 1) n
2 3 n 1 n
2
4
4 2
1
2 2
3 n 1 n
2
4
1 4 2
2 2
n 1 n
2 3
4
2 21
n 1 n 2 3
1 2
n 1n
2 6
x 1 for x 0
14.Find the Fourier series expansion of f (x) x 1 for 0 x
Solution:
x 1 for x 0
f ( x)
x 1 for 0 x
(x 1) for 0 x
f (x)
(x 1) for x 0
x 1 for x 0
f (x)
x 1 for 0 x
f (x)
f ( x) is an odd function
a0 a n 0
b
f ( x) n sin nx
n 1
0
2
bn f ( x) sin nxdx
0
2
( x 1) sin nxdx
( x 1)
n n2 0
2 (1)n 1
(1 )
n n
2 1(1)(1)n
bn
n
f (x)
2 1(1)(1)n
sinnx
n1 n
11. Obtain the fourier series for ( ) = 1 + + in (− , )
Deduce that + + ⋯.=
( )= + +
2
1
= ( )
1
= (1 + + )
1
= + +
2 3
1
= + + + − +
2 3 2 3
1
= 2 +2
3
=2 +2
3
1
= ( )
1
= (1 + + )
1
= (1 + + ) + (1 + 2 ) −2
1 4 (−1)
=
4(−1)
=
1
= ( )
1
= (1 + + )
1
= −(1 + + ) + (1 + 2 ) −2
(−1) (−1)
1 −(1 + + ) −2 +
=
(−1) (−1)
(1 − + ) +2
1 (−1)
= −2
−2(−1)
=
4(−1)
=
4(−1) −2(−1)
( )= + +
3
+ + −
( )= =
2
( )
= +∑
4(−1)
− =
3
2 (−1)
=
3×4
= + + ⋯.
= is an even function
= +∑
Here =0
= ( )
= ( )
= −2 +2
( )
=
( )
= +∑
By Parseval’s identity
= + ∑ +
( )
= , = , =0
Then bn=0
17.If = − − + + ⋯.. − ≤ ≤
Find + + + ⋯ ..
Solution:
2 3
= −4 − + + ⋯..
3 1 2 3
Put =
1 1 1 2
4 + + + ⋯.. =
1 2 3 3
1 1 1
+ + + ⋯..=
1 2 3 6
( )=
1
= ( )
1
=
1
= (− + )
1+
1
= (− )+ ( )
(1 + )
1
= ( − )
(1 + )
(−1)
= 2 ℎ
(1 + )
f ( x)
b
dx
2
(b a)
x 2 dx
1
l
l 0
1 x3
l
3
l 0
l2
3
x, 0 x l / 2
2.Find the Fourier series expansion of f ( x) .
l x, l / 2 x l
1
Hence deduce, the value of
n 1 2n 1
4
Solution
Since the interval for fourier series is 2L
l
put 2 L l L
2
x, 0 x L
H ence f ( x )
2 L x, L x 2 L
1
2L
a0 f ( x) dx
L 0
1
2L
f ( x) dx
L 0
1
x dx L
L 2L
(2 L x ) dx
L 0
1 x2 2 L x 2
2L
L
L 2 0 2 ( 1) L
1 L2 L2
00
L 2 2
a0
1 2
L
L L
l l
L a0
2 2
n x
f ( x) cos
1
2L
an dx
L 0
L
n x
1
2L
f ( x) cos dx
L 0 L
1 n x n x
x cos 2L x
L 2L
dx cos dx
L 0 L L L
L
x sin
n x L n x L
2
1 cos
1 L n L n 0
2L
L
n x L n x L
2L x sin 1 cos
2
L n L n L
L L
2
L
2
0 n L sin n n cos n
n
2 cos n 2
1 L
2
L n
2 L
2
( 1) 1
n
L n
2 L2 2, if n is odd
L n 2 2 0, if n is even
2 L 2, if n is odd
2 2
n 0, if n is even
l l 2, if n is odd
L an 2 2
2 n 0, if n is even
2l
if n is odd
a n n 2 2
0, if n is even
n x
1
2L
bn f ( x) sin dx
L 0 L
n x
1
2L
f ( x) sin dx
L 0 L
1 n x n x
x sin 2L x
L 2L
dx sin dx
L 0 L L L
L
x cos n x L n x L
2
1 sin
1 L n L n 0
2L
L
n x L n x L
2 L x cos 1 sin
2
L n L n L
L cos n
L L
2
sin n 0 0
1 n n
L L
0 sin n n L cos n n sin n n
L L
2 2
bn 0
nx nx
a n cos bn
a0 l
f ( x) sin where L
2 n 1 L n 1 L 2
2l 2 nx
l
f ( x) cos
4 n 1,3,5,.. n
2 2
l
1
Since the denominator of the series is of the form and the
n4
1
denominator in the Fourier series is of the form let us use the
n 2
Parseval’s identity.
an2 bn2 f ( x )
a02 1
2L
dx
2
2 L 0
f ( x)
l 4l
1 1
2 2 2L
4 dx
2
8 n 1,3,5,.. n
4
L 0
4 L
1 2
L
l 2 4l 2
1
L 2L
4 x dx (l x ) 2
dx
8 n 1,3,5,.. n 0
1 x3 (2 L x)3
4 L 3 3(1)
l 2 4l 2 1
L 2L
4
8 n 1,3,5,.. n
0 L
4 L 3 0 3
l 2 4l 2
1 1 L3 L3
4
8 n 1,3,5,.. n
4 4 0 0 (L )
l2 4l2 1 2 l3 l3 l
8 n1,3,5,.. n l 24 24 2
4 4
l2 4l2 1 2 l3
8 n1,3,5,.. n l 12
4 4
l2 4l2 1 l2
8 n1,3,5,.. n 6
4 4
4l 2
1 l2 l2
n1,3,5,.. n 6 8
4 4
4l 2
1 l2
n1,3,5,.. n 24
4 2
1 4 l2
n1, 3, 5,.. n 4l 24
4
1 4
n1, 3, 5,.. n 96
(x
2
2
a0 2
2) dx
2 0
x3 8
2
2x 4
3 0 3
4
a0
3
Hence the constant term in the Fourier expansion is a0
2
2 3
4. If f(x) is an odd function in the interval ( - l, l ) , write the
formula to find the Fourier coefficients.
Solution: a0 = an = 0
2l nx
bn f ( x) sin dx
l 0 l
5. If f(x) is an even function in the interval ( - l, l ) , write the
formula to find the Fourier coefficients.
Solution:
2l
a0 f ( x) dx
l 0
2l nx
an f ( x) cos dx
l 0 l
bn = 0
Solution:
Here the interval is – l to l let us first check whether the function is
odd or even.
l ( x ), l x 0
f ( x)
l ( x ), 0 x l
l x, 0 x l
So, the function is even.
l x , l x l
f ( x)
(Note that when an inequality is multiplied by -1 the inequality is
reversed.)
So, let us find only the two Fourier coefficients a0 , , an.
(l x ) dx
2
l
a0
l 0
2 l x
2 l
l 2( 1) 0
2 l2
0
l 2
l
n x
l 0
2
l
an f ( x ) cos dx
l
n x
(l x ) cos
2
l
dx
l 0 l
2 n x l n x l
l x sin 1 cos
l
2
l l n l n 0
2 l
2
l
2
0 cos n 0
l n n
1 cos n
2 l
2
l n
2l
2 2 1 ( 1) n
n
2l 2, if n is odd
2 2
n 0, if n is even
4l
, if n is odd
an n 2 2
0, if n is even
f (x) 2 2 cos
l 4l 1 nx
2 n1,3,5,... n l
Deduction:
l 4l 1
l 2
2 n 1,3,5,... n 2
l 4l 1
l
2 2 n 1,3,5,... n 2
l 4l 1
2
2 n 1, 3, 5 ,... n2
1 2
n 1, 3, 5 ,... n2 8
x, 0 x l/2
7.Obtain the sine series for the function f ( x )
l x, l / 2 x l
Solution:
nx
0
2
l
bn f ( x) sin dx
l l
2 nx nx
l / 2
l/2 l
x sin dx (l x) sin dx
l 0 l l
x cos
2 l/2
n x l n x l
1 sin
2 l n l
0
n
l
l x cos
2 l
n x l n x l
(1) sin
l n l n l / 2
l l n n l
2
cos sin 0 0
2 2 n 2 2 n 2 2
l l l n n l
2
0 0 cos sin 2 2
2 n 2 2 n
2 n l
2
2 sin
l 2 n 2 2
4l n
2 2 sin
n 2
4l 1 n nx
f ( x) sin sin
2 n 1 n
2
2 l
l x, 0 x l
8.Find the Fourier series expansion of f ( x) .
0, l x 2l
1 1 1
Hence deduce the value of the series (i) 1 ....
3 5 7
1 1 1
(ii) 2 2 2 ....
1 3 5
Solution: We need to find all the three fourier constants.
1
2l
a0 f ( x ) dx
l 0
1
l 0
l 2l
l x dx 0 dx
l
1 l x
2 l
l 2 ( 1) 0
1 l2
l 2
l
2
nx
1
2l
an f ( x) cos dx
l 0 l
1 nx nx
(l x) cos dx 0 cos
l 2l
dx
l 0 l l l
1 nx l nx l
l x sin
2 l
0 cos n 0
l n n
1 cos n
1 l
2
l n
l
2 2 1 (1)n
n
l 2, if n is odd
an 2 2
n 0, if n is even
nx
f ( x) sin
1
2l
bn dx
l 0
l
1 nx nx
(l x) sin dx 0 sin
l 2l
dx
l 0 l l l
1 nx l
l x cos
l
n x l
2
( 1) sin
l l n l n
0
1 l l
2
0 sin n l 0
l n n
l
bn
n
Hence the Fourier series is
nx l 1 nx
f ( x) 2
l 2l 1
cos sin
4 n 1,3,5,.. n 2 l n 1n l
1
Deduction(i) The denominator of cosine terms are in the form and
n2
1
the denominator of sine terms are in the form . So, to get deduction
n
(i) , let us make all the cosine terms vanish. This can be done by taking
l
x , 3 ,... . Let us put x (which is a continuous point)
2 2 2
0 sin
l l l 1 n
l
2 4 n1 n 2
l l l 1 1 1 1 1
sin sin sin 3 sin 2 sin 5 ...
2 4 1 2 2 3 2 4 5 2
l l l 1 1 1
...
2 4 1 3 5
l l l 1 1 1
...
2 4 1 3 5
l l 1 1 1
...
4 1 3 5
1 1 1
...
4 1 3 5
Deduction(ii):
To get the deduction all the sine terms must vanish and this can be
done by taking x 0,2 ,... . So, let us put x 0 (which is a
discontinuous point).
f (0) f (2l) l 2l
1
2 4 2 n 1 , 3 , 5 .. n2
l l 2l 1 1 1
2 2
2 2 ...
2 4 1 3 5
l l 2l 1 1 1
2 2
2 2 ...
2 4 1 3 5
l l 2l 1 1 1
2 2
2 2 ...
2 4 1 3 5
l 2l 1 1 1
2 2
...
4 1 3 2
5 2
2 1 1 1
2 2 2 ...
8 1 3 5
x, 0 x 1
9.Find the Fourier series expansion of f ( x)
2 x, 1 x 2
1 1 1 2
Also deduce 2 2 2 .....
1 3 5 8
Solution:
F.S f (x) (an cosnx bn sinnx)
a0
2 1
0 0 1
(1) 1
0 0 1
2
n
n 2 2
f ( x) 2 2 cosnx
0 0 1
1 4 1
2 nodd n
At x 1.(continuouspt.) F.S value f (1) 1
2 2 cos n
1 4 1
1
2 n odd n
(For n odd , cosn 1 always)
1 2 2 (1)
1 4 1
2 nodd n
4 1 1 1 2
2 nodd n2 2 nodd n2 8
Solution:
a 0 f ( x) dx
2
l
l 0
( x 1) 2 dx
2
1
10
( x 1) 3
1
2
3 0
1
2
3
2
a0
3
nx
a n f ( x ) cos dx ( x 1) 2 cos nxdx
2 2
l 1
l 0 l 10
sin nx cos nx sin nx
1
2 ( x 1) 2 2( x 1) 2
n n n 0
2 2 3 3
4
an 2 2
n
2 2 cos nx
1 4
f ( x)
3 ... n
4 x 1 3x 1 5x
2.Prove that 1 sin sin sin .... in the interval
l 3 l 5 l
0< x< l
Solution:
As per the RHS we need to find the Fourier sine series expansion of
the function in 0 < x < l Heref(x) = 1 and the interval shall be taken
as (0,l).
nx
1 sin
2
l
bn dx
l 0 l
2 nx l
l
cos
l l n 0
2 l
cos n 1
l n
2
n
( 1) n 1
2 2, if n is odd
n 0, if n is even
4
, if n is odd
bn n
0, if n is even
Hence the Fourie siner series is
nx
4
1 sin
n 1, 3, 5 ,.... n l
4 x 1 3 x 1 5 x
1 sin sin sin ....
l 3 l 5 l
1
n 12 n 1
4 .
Solution:
x dx
2
l
a0
l 0
2 x2
l
l 2 0
2 l2
l 2
a0 l
nx
x cos
2
l
an dx
l 0 l
2 nx l nx l
l
2
x sin
1 cos
l l n l n 0
2 nl l nl l
0 l
2 2
l sin
1 cos
l l n l n n
cos n 1
2 l
2
l n
2l
2 2 (1) n 1
n
2l (2), if n is odd
2 2
n 0 , if n is even
4l
, if n is odd
an n 2 2
0 , if n is even
l
4l nx
Hence the half range series is x cos
2 n 1,3,5,... n
2 2
l
Deduction:
Since the denominator of the series is n4 and that of the cosine series
is only n2 let us apply Parseval’s identity
f ( x )
a 02 2 L
a n2 bn2 2
dx
2 n 1 L 0
l2 16 l 2 2 l 2
x dx
2 n 1, 3, 5,... n 4 4 l 0
2 x3
l
l2 16 l 2
2 n 1, 3, 5,... n 4 4 l 3 0
l2 16 l 2 2l 2
2 n 1, 3, 5,... n 4 4 3
16 l 2 2l 2 l 2
n , 3, 5 ,... 1 n
4
4 3 2
16 l 2 l2
n 1, 3, 5,.. n
4
4 6
4
1
n 1, 3, 5 ,... n4 96
Solution:
Let f (x) bn sin
nx
n1 l
nx
bn (lx x2 ) sin
2
l
dx
l0 l
8l 2
bn 3 3 when n is odd
n
0 when n is even
The required sine series is
f (x) 3 3 sin
8l 2 1 nx
n1,3,5 n l
x sin nx dx
2
bn
0
2 sin nx
x
cos nx
1
n n 2 0
2 cos n
0 0 0
n
( 1) n
2
n
( 1) n 1
bn 2
n
x 2
( 1) n 1
sin nx
n 1 n
is the half range sine series .
6.Find the half range sine series for f(x) = 2 in 0 < x < .
Solution:
2 sin nx dx
2
bn
0
2
2 cos nx
n 0
4 cos n 1 4 (1)n 1
n n n n
2
4 , if n is odd
n
0, if n is even
8
, if n is odd
bn n
0, if n is even
sin nx
8 1
Hence the half range sine series is f ( x)
n 1,3,5,... n
1 1 1 1 1 1
x sin x 1 cos x 2 cos 2x cos 3x cos 4x cos5x cos 6x ...
2 1.3 2.4 3.5 4.6 5.7
1 1 1 1 1 1
1 cos 2 cos 2 cos3
sin cos 4 cos5 cos6 ...
2 2 2 2 1.3 2 2.4 2 3.5 2 4.6 2 5.7 2
1 1 1
1 2 .....
2 1.3 3.5 5.7
1 1 1
1 2 .....
2 1.3 3.5 5.7
1
f ( x) x , in 0 x . Hence deduce the value of
2
.
n 1n
4
Solution:
2
0
a0 f ( x) dx
2
0
x 2
dx
2 x3
3 0
2 2
a0
3
2
0
an f ( x) cos nx dx
2
0
x 2
cos nx dx
cos nx sin nx
2 x 2
2 sin nx
x2
n n 2
n 3 0
2
2 sin n cos n sin n
2 2
2 n n 2
n 3
0
2
1 2 sin n0
0 0
cos n 0
2
sin n 0
n n2 n 3 0
1 (1) n
4
n2
(1) n
an 4
n2
2 (1)n
4
Hence the half range cosine series is x
2
3 n 1 n2
Deduction:
Since the denominator of the series is n4 and that of the cosine series
is only n2 let us apply Parseval’s identity for fourier cosine series is
f ( x)
a02 2 L
a n2 bn2 2
dx
2 n 1 L 0
4 4
9
16 2
0
x 4
dx
2 n 1 n
4
2 4 2 x5
16 4
1
9 n 1 n 5 0
2 4 2 5
16 4
1
9 n 1 n 5
2 4 2 4
16 4
1
9 n 1 n 5
2 4 2 4
16
1
n 1 n
4 5 9
8 4
16
1
n 1n
4 45
4
1
n 1n
4 90
0
2
a0 f ( x)dx
0 0
2
(1) n 1
n 2
0 if n is even
an 4
n 2 if n is odd
2 cos nx
4
f ( x)
2 n 1, 3 , 5 ... n
Solution:
Let ( ) = ∑ be the half range sine series
= ( )
= ( − )
= ( − )
( − ) − −( −3 ) − +
=
(−6 ) + 6( )
= −6
.( )
=
.( )
( )=∑
2
=
2
1
=
5
=
5
16 1
= +
5 9 2
1
− =8
5 9
(9 − 5) 4
=
45 45
1
=
90
1 1 1
= + + +⋯
90 1 2 2
( )= +
2
L=2
2
= ( )
2
= ( − 2)
2
( − 2)
=
3
= 8/3
2
= ( )
2
= ( − 2)
2
= ( − 2) 2 + 2( − 2) 2
2 2
−2 2
16
=
4 16 1
( )= +
3 2
4 16 1
4= +
3
4 16 1
4− =
3
8 1
=
3 16
1
=
6
= + + + ⋯. ………..(1)
4 16 1
0= +
3
−4 (−1)
=
3 16
− −1 1 1
= + − + ⋯.
12 1 2 3
= − + + ⋯ ……………………..(2)
(1)+(2) 3 = 2( + +⋯)
1
=
(2 − 1) 8
( )=
2
= ( )
2
=
21
=− ( − 1) − ( + 1)
2
−1
= ( − 1) − ( + 1)
13.To which value the half range sine series corresponding to f(x) =
x2 expressed in the interval (0,2) converges at x = 2?
Solution:
10 sin
10 10 n 0
sin n sin 0
10
2
n
an 0
Harmonic Analysis
The process of finding the fourier series for a unction y=f(x)
from the tabulated values of x and y at equal intervals of x is
called harmonic analysis
1.Find the Fourier series expansion upto third harmonic from the
following data:
x: 0 1 2 3 4 5
f(x): 9 18 24 28 26 20
Solution:
y 6 * 125 41.6667
2 2
a0
q
y cos
2 2
a1 * (25) 8.3333
q 6
y cos 2
2 2
a2 * (7) 2.3333
q 6
y cos 3
2 2
a3 * (7) 2.3333
q 6
y sin
2 2
b1 * ( 3.464) 1.15
q 6
y sin 2
2 2
b2 * (0) 0
q 6
y sin 3
2 2
b3 * (0) 0
q 6
Hence the Fourier series expansion
a1 cos b1 sin a2 cos 2 b2 sin 2 a3 cos 3 b3 sin 3
a0
f ( x)
2
f ( x) 20.8334 8.3333 cos 1.15 sin 2.3333 cos 2 0 sin 2
2.3333 cos 3
x x x
f ( x) 20.8334 8.3333 cos 1.15 sin 2.3333 cos 2
3 3 3
x
2.3333 cos 3
3
2
= = 2.9
2
= = −0.3
2
= 2 = −0.1
2
= 0.16
2
= 2 = −0.05
2.9
( )= + (−0.3 0.16 ) + (−0.1 2 − 0.05 2 )
2
Solution:
2 =
= /2
( )= + cos +
2
2 2
f(x) = +( 2 + 2 )+( 4 + 4 )
2
= = 23.47
6
2
= 2 = −7.73
6
2
= 4 = −2.833
6
2
= 2 = −1.56
6
2
= 4 = 0.116
6
( ) = 11.74 + (−7.73 2 − 1.56 2 )
+ (−2.83 4 + 0.116 4 )
2
= = 1.42
6
2
= A = 0.33
6
2
= A 2 = 0.93
6
2
= A = 1.08
6
2
= A 2 = −0.04
6
2 2
= 0.71 + 0.33 + 1.08
2 2
+ 0.93 − 0.04
C
f (x) n einx ,
n
1
c2 L
e
1
1
Cn x
ein x dx
2 1
e(1in ) x dx
1
1
2 1
1 e(1in ) x
1
2 1 in 1
1 e(1in ) e(1in )
2 1 in 1 in
1 1
e1 ein e ein
2 1 in
1 1 1 in 1
cos n i sin n e cos n i sin n
2 1 in 1 in e
1 1 in
2 2
1 e
n 1
2 1 n e
e2 1 1 in
2 2
Cn 1
n
2e 1 n
Hence the Complex form of the Fourier series of the given function is
inx
Cn e
f ( x) L
n
e 2 1 1 in
1ne inx
x
e
n 2e 1 n
2 2
C
f (x) n einx ,
n
f ( x)e
1
Cn inx
dx
2
cos axe
1
inx
dx
2
e inx
1
2 ( in cos ax a sin ax )
2 a n
2
e in
1 e in
2 ( in cos a a sin a ) ( in cos a a sin a )
2
a n
2
a 2 n2
(1)
in cos a a sin a in cos a a sin a
n
2 (a 2 n 2 )
(1) n
a sin a
(a 2 n 2 )
2 2
a sin a
(1) n e inx
f ( x)
n ( a n )
Definition:
Fourier transform pair.
∞
1
Fourier transform of f(x) is defined as F ( s ) = F [ f ( x)] =
2π
∫
−∞
f ( x) e i s x dx
∞
1
∫ F [ f ( x)] e
− isx
Its Inverse Fourier transform is f ( x) = ds = F −1[ F ( s )]
2π −∞
∞
2
Its Inverse Fourier cosine transform is f ( x ) =
π ∫ F [ f ( x)] cos sx ds
0
c
∞
2
Its Inverse Fourier sine transform is f ( x) =
π ∫ F [ f ( x)] sin sx ds
0
s
∫ | F ( s) | ∫ | f ( x) |
2 2
If F(s) is the Fourier transform of f(x) then ds = dx
−∞ −∞
ii) If Fs(s) and Fc(s) are the Fourier sine and Fourier cosine transform of f(x) and g(x)
respectively then
∞ ∞ ∞ ∞
∫ F (s) G (s) ds = ∫
0
s s
0
f ( x ) g ( x) dx and ∫ F (s) G (s) ds = ∫
0
c c
0
f ( x ) g ( x) dx
Note:
d d
i) Fs [ x f ( x) ] = − Fc [ f ( x)] ii) Fc [ x f ( x) ] = Fs [ f ( x)]
ds ds
n
n n d
iii) F [ x f ( x) ] = ( −i ) F [ f ( x)]
ds n
Problems
a 2 − x 2 , | x | < a
1. Find the Fourier transform of f ( x ) =
0 , | x| ≥ a
∞ ∞
sin s − s cos s π sin s − s cos s s 3π
Hence deduce that (i ) ∫ 3
ds = (ii ) ∫ 3
cos ds =
0
s 4 0
s 2 16
∞ 2
sin s − s cos s π
(iii ) ∫ ds =
0
s3 15
∞
1
Sol. F [ f ( x)] =
2π ∫
−∞
f ( x) e i s x dx
1
−a a ∞
∫ 0. e dx + ∫ (a 2 − x 2 ) e i s x dx + ∫ 0. e i s x dx
isx
=
2π − ∞ −a a
a
1
∫ (a
2
= − x 2 ) (cos sx + i sin sx) dx
2π −a
a a
1 1
∫ (a ∫ (a
2 2 2
= − x ) cos sx dx + i − x 2 ) sin sx dx
2π −a 2π −a
a
2
∫ (a
2
= − x 2 ) cos sx dx + 0
2π 0
a
2 2 2 sin sx − cos sx − sin sx
= ( a − x ) − ( −2 x ) + ( − 2)
π s s
2
s
3
0
2 2a cos as 2 sin as
= 0 − 2
+ 3 − {0 − 0 + 0}
π s s
2 sin as − as cos as
(i.e.) F [ f ( x )] = 2
π s3
2 sin s − s cos s
When a = 1, we have F [ f ( x)] = 2
π s3
Using inverse Fourier transform, we have
∞
1
∫ F [ f ( x)] e
−i s x
f ( x) = ds
2π −∞
∞
1 2 sin s − s cos s
=
2π ∫
−∞
2
π s3
(cos sx − i sin sx) ds
∞ ∞
2 sin s − s cos s 2 sin s − s cos s
=
π ∫
−∞
s 3 cos sx ds − i ∫
π −∞ s3
sin sx ds
∞
4 sin s − s cos s
π∫
= cos sx ds − 0
0
s3
∞
sin s − s cos s π
∫
0
s 3 cos sx ds = f ( x ) − − − − − − − (1)
4
Put x = 0 in equation (1) we get
∞
sin s − s cos s π
∫ s 3 ds = f (0)
4
f (x) = a2 – x2
0 f (x) = 1 – x2
π π f (0) = 1 – 0 = 1
= (1) = This proves (i )
4 4
1
Put x = in equation (1) we get f (x) = a2 – x2
2 f (x) = 1 – x2
∞
sin s − s cos s s π 1 1 1 3
∫0 s 3 cos ds =
2 4
f
2
f(
2
)=1– =
4 4
π 1 π 3 3π
= 1 − = = This proves (ii )
4 4 4 4 16
Using Parseval’s identity, we have
∞ ∞
∫ | F ( s) | ds = ∫ | f ( x) | 2 dx
2
−∞ −∞
2
∞
2 sin s − s cos s −1 1 ∞
∫− ∞ 2 π s 3
ds = ∫ 0. dx + ∫ (1 − x ) dx + ∫ 0. dx
2 2
−∞ −1 1
∞ 2 1
8 sin s − s cos s
∫ ds = ∫ (1 − x ) dx
2 2
3
π − ∞ s −1
∞ 2 1
16 sin s − s cos s
∫ ds = 2 ∫ (1 − x ) dx
2 2
3
π 0 s 0
1
= 2∫ (1 + x 4 − 2 x 2 ) dx
0
1
x5 2x3
= 2 x + −
5 3 0
1 2
= 2 1 + − − {0 + 0 − 0}
5 3
8
= 2
15
∞ 2
16 sin s − s cos s 16
π ∫0
ds =
s3 15
∞ 2
sin s − s cos s π
∫0
s3
ds =
15
This proves (iii )
1− | x | , | x| < 1
2. Find the Fourier transform of f ( x) =
0 , | x | ≥1
∞ 4
sin t π
Hence deduce that ∫ dt =
0 t 3
∞
1
Sol. F [ f ( x)] =
2π −∞
∫ f ( x) e i s x dx
1 −1 1 ∞
∫ 0. e dx + ∫ ∫ 0. e i s x dx
is x
= (1− | x | ) e i s x dx +
2π − ∞ −1 1
1
1
=
2π ∫ (1− | x | ) (cos sx + i sin sx) dx
−1
1 1
1 1
=
2π ∫ (1− | x | ) cos sx dx + i
−1 2π ∫ (1− | x | ) sin sx dx
−1
1
2
=
2π
∫ (1− | x | ) cos sx dx + 0
0
1
2
=
π ∫ (1 − x ) cos sx dx
0
1
2 sin sx − cos sx
= (1 − x) − (−1) 2
π s s 0
2 cos s 1
= 0 − 2 − 0 − 2
π s s
2 1 − cos s
(i.e.) F [ f ( x)] =
π s 2
Using Parseval’s identity, we have
∞ ∞
∫ | F ( s) | ds = ∫ | f ( x) | 2 dx
2
−∞ −∞
2
∞
2 1 − cos s −1 1 ∞
∫− ∞ π s 2 ds = ∫− ∞0 . dx + ∫− 1(1− | x | ) 2
dx + ∫1 0. dx
∞ 2 1
2 1 − cos s
∫ ds = ∫ (1− | x | ) dx
2
2
π − ∞ s −1
∞ 2 1
4 1 − cos s
∫ ds = 2 ∫ (1 − x) dx
2
2
π 0 s 0
2 1
∞
4 1 − cos 2t (1 − x ) 3
π ∫0 4t 2
2 dt = 2 Put s = 2t
−3 0 ds = 2dt
∞ 2
8 1 − cos 2t 1
16π ∫0 t 2
dt = 2 {0} − −
3
2
1
∞
2 sin 2 t 2
2π ∫0 t 2 dt = 3
2
4
∞
sin 2 t 2
2π ∫0 t 2 dt = 3
∞ 4
sin t π
(i.e.) ∫ dt =
0
t 3
1, | x| < 1
3. Find the Fourier transform of f ( x ) =
0, | x | >1
∞ ∞ 2
sin t π sin t π
Hence deduce that (i ) ∫ dt = (ii ) ∫ dt =
0
0
t 2 t 2
∞
1
Sol. F [ f ( x)] =
2π
∫
−∞
f ( x) e i s x dx
1 −1 1 ∞
∫ 0. e dx + ∫ ∫ 0. e i s x dx
isx isx
= (1) e dx +
2π − ∞ −1 1
1
1
=
2π ∫ (cos sx + i sin sx) dx
−1
1 1
1 1
=
2π −1
∫ cos sx dx + i 2π ∫ sin sx dx
−1
1
2
=
2π
∫ cos sx dx + 0
0
1
2 sin sx
=
π s 0
2 sin s
= − 0
π s
2 sin s
(i.e.) F [ f ( x)] =
π s
Using inverse Fourier transform, we have
∞
1
∫ F [ f ( x)] e
−i s x
f ( x) = ds
2π −∞
∞
1 2 sin s
=
2π −∞
∫
π s
(cos sx − i sin sx) ds
∞ ∞
1 sin s 1 sin s
=
π ∫
−∞
s
cos sx ds − i ∫
π −∞ s
sin sx ds
∞
2 sin s
f (x) = ∫ cos sx ds − 0
π0 s
∞
sin s π
∫
0
s
cos sx ds = f ( x)
2
Put x = 0 we get
∞
sin s π
∫
0
s
ds = f (0)
2
f (x) = 1
π f (0) = 1
= (1)
2
∞
sin t π
(i.e.)
0
t ∫
dt =
2
Using Parseval’s identity, we have
∞ ∞
∫ | F (s) | ds = ∫ | f ( x ) | 2 dx
2
−∞ −∞
2
∞
2 sin s −1 1 ∞
∫ π s ds = −∫∞0. dx + −∫1(1) dx + ∫1 0. dx
2
− ∞
∞ 2 1
2 sin s
∫
π − ∞ s
ds = ∫ dx
−1
∞ 2
4 sin s
∫ ds = [x ] −1
1
π 0 s
= 1 − (−1)
∞ 2 ∞ 2
4 sin s sin t π
π ∫0 s ∫0 t dt = 2
ds = 2 ⇒
1
4. Find the sine transform of
x
∞
2
Sol. Fs [ f ( x)] =
π ∫
0
f ( x) sin sx dx
∞
1 2 1
Fs =
x π ∫
0
x
sin sx dx
∞ Put sx = t
2 s dt
=
π ∫
0
t
sin t
s
s dx = dt
∞
2 sin t
π ∫
∞
= dt sin t π
0
t ∫
0
t
dt =
2
2π
=
π 2
π
=
2
−as
5. Find f(x) if its sine transform is e
Sol. The inverse Fourier sine transform is given by
∞
2
π ∫0
f ( x) = Fs [ f ( x)] sin sx ds
∞
2
π∫
−a s
= e sin sx ds
0
∞
2 e− a s
= 2 2
(− a sin sx − x cos sx)
π a + x 0
2 1
= {0} − 2 2
(0 − x)
π a + x
2 x
=
π x + a22
1 s
a − , s < 2a
6. Find f(x) if its cosine transform is f c ( p ) = 2π 2
s ≥ 2a
0,
Sol. The inverse Fourier cosine transform is given by
∞
2
π ∫0
f ( x) = Fc [ f ( x)] cos sx ds
2 1
2a ∞
s
= ∫ a − cos sxds + ∫ 0ds
π 0 2π 2 2a
2a
1 s sin sx 1 − cos sx
= a − − −
π 2 x 2 x 2 0
1 cos 2ax 1
= 0 − 2 − 0 − 2
π 2 x 2 x
1 1 − cos 2ax
=
π x2 2
sin 2 ax
=
π x2
− ax
7. Find the Fourier sine and cosine transform of e
∞
2
π ∫0
Sol. Fs [ f ( x)] = f ( x) sin sx dx
∞
2
∫e
− ax − ax
Fs [e ]= sin sx dx
π 0
∞
2 e− a x
= ( − a sin sx − s cos sx )
π a 2 + s 2
0
2 1
= {0} − 2 2
( 0 − s )
π a + s
2 s
=
π s + a22
∞
2
Fc [ f ( x)] =
π ∫ f ( x) cos sx dx
0
∞
2
Fc [e − a x ] = ∫e
− ax
cos sx dx
π 0
∞
2 e− a x
= 2 2
(− a cos sx + s sin sx)
π a + s 0
2 1
= {0} − 2 2
(− a + 0)
π a + s
2 a
=
π s + a2 2
e− a x
8. Find the Fourier sine transform of
x
∞
2
π ∫0
Sol. Fs [ f ( x)] = f ( x) sin sx dx
e− a x ∞
2 e− a x
Fs
x
=
π ∫
0
x
sin sx dx
∂ e− a x
∞
2
=
π ∫
0
∂s x
sin sx dx
∞
e− a x 2
π ∫0 x
= cos sx . x dx
∞
2
∫e
− ax
= cos sx dx
π 0
∞
2 e− a x
= ( − a cos sx + s sin sx )
π a 2 + s 2
0
2 1
= {0} − 2 2
( − a + 0)
π a + s
d e− a x 2 a
Fs =
ds x π s + a2
2
2 1 s dx 1 x
=a tan −1 ∫x 2
+a 2
= tan −1
a
π a a a
2 s
= tan −1
π a
e− a x
9. Find the Fourier cosine transform of
x
∞
2
Sol. Fc [ f ( x)] = ∫ f ( x) cos sx dx
π 0
e
− ax ∞
2 e− a x
Fc = π ∫ x cos sx dx
x 0
∂ e− a x
∞
2
=
π ∫
0
∂s x
cos sx dx
∞
e− a x
2
π ∫0 x
= (− sin sx . x) dx
∞
2
∫e
− ax
=− sin sx dx
π 0
∞
2 e− a x
=− ( − a sin sx − s cos sx )
π a2 + s2 0
2 1
=− {0} − ( 0 − s )
π 2
a + s
2
d e− a x 2 s
Fc =−
ds x π s + a2
2
− ax
10. Find the Fourier sine and cosine transform of x e
d
Sol. Fs [ x e − a x ] = − Fc [e − a x ]
ds
∞
2
∫e
− ax − ax
Fc [e ]= cos sx dx
π 0
∞
2 e− a x
= 2 ( − a cos sx + s sin sx )
π a + s2 0
2 1
= {0} − 2 2
(− a + 0)
π a + s
2 a
=
π s2 + a2
d 2 a
Fs [ x e − a x ] = −
ds π s 2 + a 2
2 −a
=− ( 2 s )
π ( s 2 + a 2 ) 2
2 2as
=
π (s + a 2 )22
d
Fc [ x e − a x ] = Fs [e − a x ]
ds
∞
2
∫e
− ax − ax
Fs [e ]= sin sx dx
π 0
∞
2 e− a x
= 2 2
(− a sin sx − s cos sx)
π a + s 0
2 1
= {0} − 2 2
( 0 − s )
π a + s
2
s
=
π s + a2 2
d 2 s
Fc [ x e − a x ] =
ds π s 2 + a 2
2 ( s 2 + a 2 )(1) − s (2 s )
=
π (s 2 + a 2 )2
a2 − s22
=
π (s 2 + a 2 )2
Sol. Given ∫
0
f ( x) cos λ x dx = e − λ
∞
2 2
π ∫
f ( x) cos λ x dx = e−λ
0
π
2
Fc [ f ( x)] = e−λ
π
2 −λ 2
∞
2 −λ
∫
−1
f ( x) = Fc e = e cos λ x dλ
π π 0
π
∞
2
= ∫ e −λ cos λ x dλ
π 0
∞
2 e −λ
= ( − cos λ x + λ sin λ x )
π 1 + x 2 0
2 1
=
{0} − ( −1 + 0 )
π 1 + x
2
2 1
(i.e.) f ( x) =
π 1+ x2
x2
−
2
12. Find the Fourier transform of e
∞
1
Sol. F [ f ( x)] = ∫
2π − ∞
f ( x ) e i s x dx
−x
2
x2
1
∞
− 1
∞
−
1 2
[
x −2 i s x ]
F e 2 = ∫ ∫
isx
e 2
e dx = e 2
dx
2π −∞ 2π −∞
1
∞
−
1
[
( x − i s )2 − i 2s 2 ]
=
2π ∫
−∞
e 2
dx
s2
1
∞
−
1
[
( x − i s )2 ] −
=
2π ∫e
−∞
2
e 2
dx
s2
− ∞ 1
2
e − ( x −i s )2
=
2π ∫e
−∞
2
dx
2
s 2
− ∞ x −i s
e 2 −
x−is
=
2π ∫e 2
dx
Put =t −∞
2
s2
dx − ∞
= dt e 2
2
2 =
2π ∫
−∞
e− t 2 dt
2
s
− ∞
∞ 2
e 2
∫e
−∞
−t2
dt = π =
π ∫
−∞
e − t dt
s2
− s2
2
e −
= π =e 2
π
x2 s2
− −
(i.e.) F [e 2
]=e 2
Note: If the transform of f(x) is equal to f(s), then the function f(x) is called self-reciprocal. In
x2
−
2
the above problem, e is self-reciprocal under Fourier transform.
− a2 x2 −a 2
x2
13. Find the Fourier cosine transform of e and hence find Fs [ x e ]
∞
2
Sol. Fc [ f ( x)] =
π ∫ 0
f ( x) cos sx dx
∞
Fc e[ − a2 x2
]= 2
π ∫ e− a
2
x2
cos sx dx
0
∞
2 1
π 2 −∫∞
− a 2 x2
= e cos sx dx
∞
1
R.P. ∫ e − a x e i s x dx
2 2
=
2π −∞
∞
1
R.P. ∫ e − [a x − i s x ] dx
2 2
=
2π −∞
is
2
i2s2
∞ − ax − −
1 2a 4 a2
= R.P. ∫ e
dx
2π −∞
2
∞ is s2
− ax − −
1 2 a
= R.P. ∫ e
e 4 a2
dx
2π −∞
s2
− is
2
4a2 ∞ − ax −
e a
= R.P. ∫ e 2
dx
2π −∞
s2
−
4 a2 ∞
e 2 dt
= R.P. ∫ e − t Put ax −
is
=t
2π −∞
a 2a
2 a dx = dt
s
− 2
e 4a
= R.P. π
a 2π
s2
−
2
x2 1 4 a2
(i.e.) Fc [e − a ]= e
a 2
2
x2 d 2 2
Fs [ x e − a ]=− Fc [e − a x ]
ds
d 1 −
s2
=− e 4a
2
ds a 2
s2 s2
1 − 2 − 2s s −
4 a2
=− e 4a
2 = 3
e
a 2 4 a 2 2 a
∞
−4x cos 2 x π
14. Find the Fourier cosine transform of e . Hence deduce that ∫
0
2
x + 16
dx = e − 8 and
8
∞
x sin 2 x π
∫
0
2
x + 16
dx = e − 8
2
∞
2
Sol. Fc [ f ( x )] =
π ∫ f ( x) cos sx dx
0
∞
2
∫e
− 4x − 4x
Fc [e ]= cos sx dx
π 0
∞
2 e− 4 x
= 2
(− 4 cos sx + s sin sx)
π 16 + s 0
2 1
= {0} − 2
(− 4 + 0)
π 16 + s
4 2
=
π s 2 + 16
Using inverse Fourier cosine transform, we have
∞
2
π ∫0 c
f ( x) = F [ f ( x )] cos sx ds
∞
2 2 4
=
π ∫
0
cos sx ds
π s 2 + 16
∞
8 cos sx
f ( x) =
π ∫
0
s 2 + 16
ds
∞
cos sx π
∫
0
2
s + 16
ds = f ( x)
8
∞
cos sx π
∫
0
2
s + 16
ds = e − 4 x − − − − − − − − (1)
8
Put x = 2, we get
∞
cos 2s π
∫
0
2
s + 16
ds = e − 8
8
∞
cos 2 x π
∫
0
2
x + 16
dx = e − 8
8
Differentiate (1) w.r.t. x, we get
∞
d cos sx π d − 4x
dx ∫0 s 2 + 16
ds = (e )
8 dx
∞
∂ cos sx π d − 4x
∫0 ∂ x s 2 + 16
ds =
8 dx
(e )
∞
− sin sx . s π − 4x
∫
0
2
s + 16
ds = (e )( −4)
8
∞
s sin sx π
∫ 0
2
s + 16
ds = e − 4 x
2
Put x = 2, we get
∞
s sin 2 s π
∫
0
2
s + 16
ds = e − 8
2
∞
x sin 2 x π
∫
0
2
x + 16
dx = e − 8
2
− x
15. Find the Fourier sine and cosine transform of e and hence find the Fourier sine
x 1
transform of 2 and Fourier cosine transform of
1+ x 1 + x2
∞
2
Sol. Fc [ f ( x)] =
π ∫ f ( x) cos sx dx
0
∞
2
Fc [e − x ] = ∫e
− x
cos sx dx
π 0
∞
2 e− x
= 2
( − cos sx + s sin sx)
π 1 + s 0
2 1
= {0} − 2
(−1 + 0)
π 1 + s
1 2
= 2
π s +1
∞
2
∫ e sin sx dx
− x − x
Fs [e ] =
π 0
∞
2 e− x
= ( − sin sx − s cos sx )
π 1 + s 2 0
2 1
= {0} − 2
(0 − s)
π 1 + s
2 s
=
π s2 +1
∞
1 2 1
π ∫0 1 + x 2
Now, Fc = cos sx dx − − − − − (1)
1 + x
2
∞
2 2 1
∫
−x
e = cos sx ds
π 0
π s2 +1
∞
2 cos sx
π∫
e− x = ds
0
s2 + 1
∞
cos sx π
∫
0
2
s +1
ds = e − x
2
∞ Put x = s
cos sx π
∫
0
2
x +1
dx = e − s
2
and s = x
∞
1
∫e
− a| x |
= (cos sx + i sin sx) dx
2π −∞
∞ ∞
1 1
∫ ∫
− a| x |
= e cos sx dx + i e − a | x | sin sx dx
2π −∞ 2π −∞
∞
2
=
2π
∫
0
e − a x cos sx dx + 0
∞
2 e− a x
= 2 2
(− a cos sx + s sin sx)
π a + s 0
2 1
= {0} − 2 2
(− a + 0)
π a + s
2
a
(i.e.) F [ f ( x)] =
π s2 + a2
Using inverse Fourier transform, we have
∞
1
f ( x) = ∫
2π − ∞
F [ f ( x )] e − i s x ds
∞
1 2 a
e− a| x | =
2π
∫
−∞
π s2 + a2
(cos sx − i sin sx) ds
∞ ∞
a 1 a 1
= ∫ 2 2
cos sx ds − i ∫ 2 sin sx ds
π −∞ s +a π − ∞ s + a2
∞
2a cos sx
=
π ∫
0
s2 + a2
ds − 0
∞
cos sx π − a| x |
∫
0
s2 + a2
ds =
2a
e
∞
cos xt π − a| x |
(i.e.) ∫
0
t 2 + a2
dt =
2a
e This proves (i )
∫ | F ( s) | ds = ∫ | f ( x) | 2 dx
2
−∞ −∞
2
∞
2 a −∞
∫− ∞ π s 2 + a 2 [
ds = ∫ e − a | x |
] 2
dx
−∞
∞ −∞
2a 2 1
∫ [e ]
− a| x | 2
π −∫∞ ( s + a 2 ) 2
2
ds = dx
−∞
∞ ∞
4a 2 ds
∫ 2 2 2
π 0 (s + a )
= 2 ∫ e − 2 a x dx
0
∞
2a 2
∞
ds e− 2a x
π ∫0 ( s 2 + a 2 ) 2 − 2a 0
=
1
= [0 − 1]
− 2a
∞
2a 2 ds 1
π ∫ (s
0
2
+ a 2 )2
=
2a
∞
ds π
∫ (s
0
2 2 2
+a )
= 3
4a
put a = 1, we get
∞
ds π
∫ (s
0
2
+ 1) 2
=
4
∞
dx π
(i.e.) ∫ (x
0
2
+ 1) 2
=
4
This proves (iii )
d
By the property, F [ x f ( x )] = (−i ) F [ f ( x )]
ds
d
F [ x e − a | x | ] = (−i ) F [e − a | x | ]
ds
d 2 a
= ( −i )
ds π s 2 + a 2
2 −a
= ( −i ) 2 2 2
(2 s)
π (s + a )
2 2a s
=i This proves (iv )
π (s + a 2 ) 2
2
17. Find the Fourier sine and cosine transform of x n−1 , 0 < n < 1, x > 0 and hence prove
1
that is self reciprocal under both Fourier sine and cosine transforms. Also find
x
1
F .
| x |
∞ ∞
2 2
π ∫0 π ∫0
Sol. Consider Fc [ f ( x)] − i Fs [ f ( x)] = f ( x) cos sx dx − i f ( x) sin sx dx
∞
2
Fc [ f ( x)] − i Fs [ f ( x)] =
π ∫ f ( x) (cos sx − i sin sx) dx
0
∞
2
∫ f ( x) e
− isx
= dx
π 0
∞
2
Fc [ x n−1 ] − i Fs [ x n−1 ] = ∫x
n −1
e − i s x dx
π 0 ∞
Γ( n)
∫x
n −1
2 Γ ( n) e − a x dx =
= 0
an
π (is ) n
2 Γ( n) π π
= ( −i ) n − i = cos − i sin
2 2
π sn n
π π
nπ nπ 2 Γ(n) n
(−i ) = cos − i sin
= cos − i sin 2 2
2 2 π sn
nπ nπ
Equating R.P and I.P, we get = cos − i sin
2 2
2 Γ( n) nπ
Fc [ x n−1 ] = n
cos − − − − − − − (1)
π s 2
2 Γ( n) nπ
Fs [ x n−1 ] = sin − − − − − − − ( 2)
π sn 2
1
Put n = in equation (1), we have
2
1
−1 2 Γ(1 / 2) π
Fc [ x 2 ] = 1/ 2
cos
π s 4
1 2 π 1
Fc =
x π s 2
1
=
s
1
Put n = in equation (1), we have
2
1
−1 2 Γ(1 / 2) π
Fs [ x 2
]= 1/ 2
sin
π s 4
1 2 π 1
Fs =
x π s 2
1
=
s
1
Hence is self reciprocal under Fourier sine and cosine transforms.
x
∞
1
Now, F [ f ( x)] =
2π −∞
∫ f ( x) e i s x dx
1 1
∞
1
F =
| x | 2π −∞
∫ | x|
(cos sx + i sin sx) dx
∞ ∞
1 1 1 1
=
2π −∞
∫ | x|
cos sx dx + i
2π ∫
−∞ | x|
sin sx dx
∞
2 1
=
2π ∫ 0 x
cos sx dx + 0
∞
2 1
=
π ∫
0 x
cos sx dx
1
= Fc
x
1
=
s
0 , x<0
18. Verify Parseval’s theorem of Fourier transform for the function f ( x ) = − x
e , x > 0
∞
1
Sol. F ( s ) = F [ f ( x)] =
2π −∞
∫ f ( x) e i s x dx
1 0 ∞
∫ 0. e dx + ∫0
−x
isx isx
= e . e dx
2π − ∞
∞
1
∫e
− (1−i s ) x
= dx
2π 0
∞
1 e − (1−i s ) x
=
2π − (1 − is) 0
1 1
= 0 − − (1 − is )
2π
1 1
(i.e.) F ( s ) =
2π 1 − is
∞ ∞ ∞
1 1 1 1
∫ | F ( s) | ds = ∫ F ( s) F ( s) ds = ∫
2
ds
−∞ −∞ −∞ 2π 1 − is 2π 1 + is
∞
1 1
=
2π ∫ 1 + s 2 ds
−∞
∞
2 ds
2π ∫0 1 + s 2
=
∞
1 1 s
= tan −1
π 1 1 0
1 π
= − 0
π 2
1
=
2
∞ 0 ∞
∫ | f ( x) | dx = ∫ ∫ (e
2 −x 2
0. dx + ) dx
−∞ −∞ 0
∞
= ∫ e − 2 x dx
0
∞
e− 2x
=
− 2 0
1
= 0 −
− 2
1
=
2
∞ ∞
∴ ∫ | F ( s ) | ds = 2
∫ | f ( x) |
2
dx
−∞ −∞
∫ [ Fc (s)] ds = ∫ [ f ( x)] dx
2 2
0 0
2
∞
2 a
∞
∫0 π s 2 + a 2 ds = ∫0 (e ) dx
−a x 2
∞ ∞
2a 2 ds
∫ 2 2 2
π 0 (s + a ) 0
= ∫ e − 2 a x dx
∞
e−2a x
=
− 2a 0
1
= 0 −
− 2a
∞
2a 2 ds 1
π ∫ (s
0
2 2 2
+a )
=
2a
∞
dx π
(i.e.) ∫ (x
0
2 2 2
+a )
= 3
4a
s 2
(ii) Let f ( x) = e − 2 x then Fs ( s ) = Fs [ f ( x)] = 2
π s +4
Using Parseval’s identity for Fourier sine transform, we have
∞ ∞
∫ [ F (s)] ds = ∫ [ f ( x)] 2 dx
2
s
0 0
2
∞
2 s
∞
∫0 π s 2 + 4 ds = ∫0 (e ) dx
−2x 2
∞ ∞
2 s 2 ds
∫ 2
π 0 ( s + 4) 02
= ∫ e − 4 x dx
∞
e−4 x
=
−4 0
1
= 0 −
− 4
∞
2 s 2 ds 1
∫ 2
π 0 ( s + 4) 42
=
∞
x 2 dx π
(i.e.) ∫ 2 2
=
0
( x + 4) 8
∞ ∞
dx x 2 dx
20. Use transform methods to evaluate i ) ∫ 2 ii ) ∫0 ( x 2 + 9)( x 2 + 25)
0
( x + 1)( x 2 + 4)
Sol. (i) Let f ( x ) = e − x and g ( x) = e − 2 x
2 1 2 2
Then Fc ( s ) = Fc [ f ( x)] = and Gc ( s ) = Gc [ g ( x)] =
π s +12
π s2 + 4
∞ ∞
∞
dx π
(i.e.)
0
∫ (x 2 2
=
+ 1)( x + 4) 12
−3x
(ii) Let f ( x) = e and g ( x) = e − 5 x
2 s 2 s
Then Fs ( s ) = Fs [ f ( x)] = and Gs ( s) = Gs [ g ( x)] =
2 2
π s +9 π s + 25
∞ ∞
∞
dx
21. Evaluate ∫0 ( x 2 + a 2 )( x 2 + b 2 ) using transforms.
Sol. Let f ( x) = e − a x and g ( x) = e − b x
2 a 2 b
Then Fc ( s ) = Fc [ f ( x)] = and G c ( s ) = G c [ g ( x )] =
π s2 + a2 π s2 + b2
∞ ∞
x , 0< x <1
22. Find the Fourier sine transform of f ( x) = 2 − x , 1 < x < 2
0 , x>2
∞
2
Sol. Fs [ f ( x)] =
π ∫
0
f ( x) sin sx dx
2
1 2 ∞
π ∫0 ∫ (2 − x) sin sx dx + ∫2
= x sin sx dx + 0 . sin sx dx
1
1 2
2 − cos sx − sin sx 2 − cos sx − sin sx
= x − (1) 2 + (2 − x) − (−1) 2
π s s 0 π s s 1
2 − cos s sin s 2 sin 2 s − cos s sin s
= + 2 − {0 + 0} + 0 − 2 − − 2
π s s π s s s
2 2 sin s sin 2 s
= − 2
π s 2 s
2 2 sin s − 2 sin s cos s
=
π s2
2 sin s (1 − cos s )
=2
π s2
∞
1
∫ [a f ( x) + b g ( x)] e
isx
F [a f ( x) + b g ( x)] = dx
2π −∞
∞ ∞
1 1
∫ f ( x) e i s x dx + b ∫ g ( x) e
isx
=a dx
2π −∞ 2π −∞
= a F ( s ) + b G ( s)
= a Fc ( s ) + b Gc ( s )
∞
2
(ii) Fs [ f ( x)] =
π ∫
0
f ( x) sin sx dx = Fs ( s )
∞
2
Fs [a f ( x ) + b g ( x)] =
π ∫ [a f ( x) + b g ( x)] sin sx dx
0
∞ ∞
2 2
=a
π ∫
0
f ( x) sin sx dx + b
π ∫ g ( x) sin sx dx
0
= a Fs ( s ) + b Gs ( s )
∞
1
F [ f ( x − a )] =
2π −∞
∫ f ( x − a ) e i s x dx
∞ Put x – a = t
1
∫
i s (t +a )
= f (t ) e dt dx = dt
2π −∞
∞
1
∫
ias
=e f (t ) e i s t dt
2π −∞
∞
1
∫
ias
=e f ( x) e i s x dx
2π −∞
= e i a s F ( s)
∞
1
∫e
iax iax
F[ e f ( x)] = f ( x ) e i s x dx
2π −∞
∞
1
=
2π −∞
∫ f ( x) e i ( s + a ) x dx
= F ( s + a)
1 s
5. Prove that (i) F [ f (a x)] = F , a > 0 [ Change of scale property]
a a
1 s
(ii ) Fs [ f (a x )] = Fs
a a
1 s
(iii ) Fc [ f (a x)] = Fc
a a
∞
1
Proof. (i) We have F [ f ( x)] = ∫
2π − ∞
f ( x) e i s x dx = F ( s )
∞
1
F [ f (a x)] =
2π
∫
−∞
f (a x) e i s x dx
1
∞
is
t
dt Put a x = t
=
2π
∫
−∞
f (t ) e a
a
a dx = dt
∞ s
1 1 i t
=
a 2π ∫
−∞
f (t ) e a
dt
1 s
= F
a a
∞
2
(ii) We have Fs [ f ( x)] =
π ∫ f ( x) sin sx dx = Fs (s)
0
∞
2
Fs [ f (a x )] =
π ∫
0
f (a x) sin sx dx
Put a x = t
a dx = dt
∞
2 s t dt
π ∫
= f (t ) sin
0 a a
∞
1 2 s
=
a π ∫
0
f (t ) sin t dt
a
1 s
= Fs
a a
∞
2
(iii) We have Fc [ f ( x)] =
π ∫
0
f ( x) cos sx dx = Fc ( s )
∞
2
Fc [ f (a x )] =
π ∫ f (a x) cos sx dx Put a x = t
0 a dx = dt
∞
2 s t dt
π ∫
= f (t ) cos
0 a a
∞
1 2 s 1 s
=
a π ∫
0
f (t ) cos t dt = Fc
a a a
∞
1
F [ f ( x) cos a x] =
2π
∫
−∞
f ( x) cos a x e i s x dx
1
∞
ei a x + e − i a x isx
=
2π
∫
−∞
f ( x)
2
e dx
1 1
∞ ∞
1
∫ ∫− ∞
i (s + a) x i (s − a) x
= f ( x) e dx + f ( x ) e dx
2 2π −∞ 2π
1
= [ F ( s + a ) + F ( s − a )]
2
∞
2
(ii) We have Fs [ f ( x)] =
π ∫ f ( x) sin sx dx = Fs (s)
0
∞
2 2sinAcosB = sin(A + B) + sin(A – B)
π ∫
Fs [ f ( x) cos a x] = f ( x) cos a x sin sx dx
0
∞
2 1
=
π ∫
0
f ( x) [ sin( s + a ) x + sin( s − a ) x ] dx
2
1 2
∞ ∞
2
2 π ∫0 ∫
= f ( x) sin( s + a ) x dx + f ( x ) sin( s − a ) x dx
π 0
1
= [ Fs ( s + a ) + Fs ( s − a )]
2
∞
2
(iii) We have Fs [ f ( x)] = ∫ f ( x) sin sx dx = Fs (s)
π 0
∞
2 2sinAsinB = cos(A – B) – cos(A + B)
Fs [ f ( x ) sin a x ] =
π ∫
0
f ( x) sin a x sin sx dx
∞
2 1
=
π ∫
0
f ( x)
2
[ cos( s − a ) x − cos( s + a ) x ] dx
1 2
∞ ∞
2
2 π ∫0 ∫
= f ( x) cos( s − a ) x dx − f ( x) cos( s + a ) x dx
π 0
1
= [ Fc ( s − a ) − Fc ( s + a )]
2
∞
2
(iv) We have Fc [ f ( x)] =
π ∫
0
f ( x) cos sx dx = Fc ( s )
∞
2
Fc [ f ( x) cos a x] =
π ∫
0
f ( x) cos a x cos sx dx 2cosAcosB = cos(A + B) + cos(A – B)
∞
2 1
=
π ∫
0
f ( x)
2
[ cos( s + a ) x + cos( s − a ) x] dx
1 2
∞ ∞
2
2 π ∫0 ∫
= f ( x) cos( s + a ) x dx + f ( x) cos( s − a ) x dx
π 0
1
= [ Fc ( s + a ) + Fc ( s − a )]
2
∞
2
(v) We have Fc [ f ( x)] =
π ∫
0
f ( x) cos sx dx = Fc ( s )
∞
2
Fc [ f ( x) sin a x] =
π ∫
0
f ( x) sin a x cos sx dx 2sinAcosB = sin(A + B) + sin(A – B)
∞
2 1
=
π ∫
0
f ( x) [ sin(a + s ) x + sin(a − s ) x] dx
2
1 2
∞ ∞
2
2 π ∫0 π ∫
= f ( x) sin(a + s ) x dx + f ( x) sin( a − s ) x dx
0
1
= [ Fs (a + s ) + Fs (a − s )]
2
∞
1
F [ f (− x)] =
2π −∞
∫ f (− x) e i s x dx
−∞
1 Put – x = t
=
2π
∫
∞
f (t ) e − i s t (− dt ) – dx = dt
∞
1
=
2π −∞
∫ f (t ) e − i s t dt
∞
1
=
2π −∞
∫ f (t ) e i ( − s ) t dt
= F (− s)
∞
1
(ii) We have F ( s ) =
2π
∫
−∞
f ( x) e i s x dx
∞
1
F (− s) =
2π −∞
∫ f ( x) e − i s x dx
∞
1
F (− s) =
2π −∞
∫ f ( x ) e i s x dx
= F [ f ( x )]
UNI T V
Z-TRANSFORMS AND
DIFFERENCE EQUATIONS
5.1. DEFINITION: (ONE-SIDED OR UNILATERAL)
5.3. NOTE:
(i) 1 x 1 1 x x 2 x 3 if x 1
(ii) 1 x 1 1 x x 2 x 3
(iii) 1 x 2 1 2x 3x 2 4x 3
(iv) 1 x 2 1 2x 3x 2 4x 3
x x2
(v) ex 1
1! 2!
x x2
(vi) ex 1
1! 2!
x2 x3 x4
(vii) log 1 x x if x 1
2 3 4
x2 x3 x4
(viii) log 1 x x
2 3 4
a r 1 1
(ix) 1 a a2 ar .
a 1
5.4. EXAMPLES:
Example: 1
z
Z (1)
z 1 EXAMPLE: 1
PROOF: Z f (n) f (n) z n
n0
1 1 1
Z (1) (1) z n z n
1
z z2
n0 n0
1
1 1
1
, 1 1 x 1 1 x x 2 x 3
z z
1
z 1
, z 1
z
z
Z 1 .
z 1
Example: 2
z
Z ( an ) if z a EXAMPLE: 1
za
PROOF:
Z f (n) f (n) z n
n0
n 2
Z a a
n
n0
n
z n a
n0 z
a a
1
z z
1
a a
1 , if 1
z z
1
z a
z
z
Z an
z a
, if a z
Example: 3
z
Z (n)
z 12 EXAMPLE: 1
PROOF:
Z f (n) f (n) z n
n0
1 2 1 2 3
Z n n z n 0 1 2
n0 z z2 z z z
1
2
1 1
1 2 3
z z z
2 2 2
1 1 1 z 1 1 z
1
z z z z z z 1
z
Z (n) .
z 12
Example: 4
1 z EXAMPLE: 1
Z log , if z 1, n 0
n z 1
PROOF: Z f (n) f (n) z n
n0
1 1 n 1 1 1 1
Z z
n n 1 n n 1 nz n z 2z 2
3z 3
2 3
1 1 1 1 1
z 2 z 3 z
1 x2 x3 x4
log 1 log 1 x x
z 2 3 4
z 1
log
z
1 z
Z log
n z 1
Example: 5
1 z
Z z log EXAMPLE: 1
n 1 z 1
PROOF: Z f (n) f ( n) z n
n0
1 1 1 1 1
Z z n
1 2
n 0 n 1 z
n 1 n 0 n 1 n 2z 3z
1 1 1
z 2 3 and by z
z 2z 3z
1 1 1 2 1 1 3
z
z 2 z 3 z
1 z 1
z log 1 z log
z z
1 z
Z z log .
n 1 z 1
Example: 6
1 1 z
Z log , n 1EXAMPLE: 1
n 1 z z 1
PROOF: Z f (n) f (n) z n
n0
1 1 1 1 1 1
Z z
n
2 3 4
n 2 n 1 z
n 1 n 2 n 1 n
z 2z 3z
1 1 1 1
2 3
1 1
z z 2 z 3 z
1 1 1 z 1
log 1 log
z z z z
1 1 z
Z log
n 1 z z 1
Example: 7
1
1 EXAMPLE: 1
Z ez
n !
PROOF: Z f (n) f (n) z n
n0
2
1 1 n 1 1 1 1 1 1
Z z 1
n ! n 0 n !
n0 n! z
n 1! z 2! z
1
1 x x2
Z ez ex 1
n ! 1! 2!
Example: 8
1
1
Z ze z z
n 1 ! EXAMPLE: 1
PROOF: Z f (n) f (n) z n
n0
1
1 1 1
Z
n 1 ! n 0 n 1 !
z n
n
n 0 n 1 ! z
2
1 1 1 1 1
1! 2! z 3 z
1 1 1 1 2 1 13
z
1! z 2! z 3 z
1 x x2
z
z e 1 ex 1
1! 2!
1 z
1
Z ze z .
n 1 !
Example: 9
az
Z (n a n )
z a 2 EXAMPLE: 1
PROOF:
Z f (n) f (n) z n
n0
n
Z n an n an z n
n0
a
n z
n0
2
a a
0 2
z z
a
2
a a
1 2 3
z z z
2 2
a a a z a a z2
1
z z z z z z a 2
az
Z (n a n )
z a 2
Example: 10
Find Z ( k)
EXAMPLE: 1
z
SOLUTION: Z (k) k Z (1) k
z 1
Example: 11
Find Z 1
n
EXAMPLE: 1
SOLUTION:
z
Since Z ( an )
za
z z
Z (( 1) n )
z ( 1) z 1
Example: 12
Prove that Z e an z
z e a EXAMPLE: 1
PROOF:
Since
Z an
z
za
z
n
Z e a .
z e a
Example: 13
Find Z (cos n ) and Z (sin n ) .
EXAMPLE: 1
SOLUTION:
Let a ei
an ein cos n i sin n
z
We know that Z ( an )
za
Z (an ) Z (ei )n z
z ei
z
Z (cos n i sin n )
z cos i sin
z
z cos i sin
z z cos i sin
z cos i sin z cos i sin
z z cos iz sin
z cos 2 sin2
z z cos iz sin
z2 cos2 2z cos sin2
z z cos iz sin
z2 2z cos 1
z z cos iz sin
Z (cos n ) iZ (sin n )
z2 2z cos 1 z2 2z cos 1
Equating real and imaginary parts, we get
z z cos
Z (cos n )
z2 2z cos 1
z sin
Z (sin n )
z2 2z cos 1
NOTE:
We know that Z f (t ) f (nT ) z n
n0
Z sin at sin anT z n
n0
sin n . z n , where aT
n0
Z (sin n )
z sin z sin aT
2
2
z 2z cos 1 z 2z cos aT 1
z( z cos aT )
lllly Z (cos at ) 2
.
z 2z cos aT 1
Example: 14
Find Z (rn cos n ) and Z (rn sin n )
EXAMPLE: 1
SOLUTION:
Hints: Let a rei
an rn ein rn (cos n i sin n )
Answer:
z z r cos
Z (r n cos n )
z 2zr cos r 2
2
zr sin
Z (rn sin n ) .
z 2zr cos r2
2
Example: 15
Find Z (t )
SOLUTION: EXAMPLE: 1
Z f (t ) f (nT ) z n
n0
Z t nT z n T n z n T Z ( n)
n0 n0
z z
T Z (n) .
z 12
z 1
2
Example: 16
Find Z ( e at )
EXAMPLE: 1
SOLUTION:
Z f (t ) f (nT ) z n
n0
e e aT
at anT n n
Z e z z n
n0 n0
z z
n
Z e aT Z ( an )
z e aT z a
Example: 17
1
Find Z
n(n 1) EXAMPLE: 1
SOLUTION:
1 A B
Now
n(n 1) n n 1
A(n 1) B(n)
n(n 1)
A(n 1) B(n) 1
Put n 0 A(1) B(0) 1 A 1
Put n 1 : A(0) B( 1) 1 B 1
1 1 1
n(n 1) n n 1
1 1 1 1 1
Z Z Z Z
n(n 1)
n n 1 n n 1
z z z
log z log (1 z ) log
z 1 z 1 z 1
Example: 18
1
Find the Z-transform of
n 1 nEXAMPLE:
2 1
SOLUTION:
1 A B A n 2 B n 1
n 1 n 2 n 1 n 2 n 1 n 2
A n 2 B n 1 1
Put z 1 : A 1 1 A 1
Put z 2 : B 1 1 B 1
1 1 1
n 1 n 2 n 1 n 2
1 1 1 1 1
Z Z Z Z
n 1 n 2
n 1 n 2 n 1 n 2
n n
1 1 1 1
n0
n 1 z n0
n 2 z
1 1 1 1 2 1 1 1 1 1 2
1
3 z 4 z
2 z 2 3 z
1 1 1 2 1 1 3 2 3
2 1 1 1 1
z z
z 2 z 3 z 2 z 3 z
1 1 1
z log 1 z 2 log 1
z z z
1 1
z log 1 z 2 log 1 z
z z
1
z 2 z log 1 z
z
Example: 19
Find Z cos t 2
EXAMPLE: 1
SOLUTION:
Z cos2 t Z
1 cos2t 1
2
Z (1) Z (cos2t )
2
1 z z( z cos2T )
2
2 z 1 z 2z cos2T 1
5.7. EXERCISE:
1. Find Z (sin2 t )
2. Z (cos3 t )
3. Z (sin3 t )
5.8. HINTS:
(i) sin3 A 3sin A 4sin3 A
(ii) cos3 A 4 cos3 A 3cos A
Property: 1
If Z f (t ) F ( z ) then
(i)
Z e at f (t ) F ( z eaT )
(ii) Z e at
f (t ) F ( z e aT )
z
(iii) Z an f (t ) F
a
z
(iv) Z an f (n) F
a
PROOF:
n
Z e at f (t ) e anT f (nT ) z n f (nT ) zeaT
n0 n0
Z f (t ) z z eaT F ( z )z z aT
Z e at f (t ) F zeaT .
(iii) We know that
Z f (t ) f (nT ) z n
n0
n
Z an f (t )
n0
an f (nT ) z n
n0
z
f (nT )
a
Z f (t ) z z F ( z )z z
a a
z
Z an f (t ) F .
a
Property: 2
Property: 3
EXAMPLE: 1
SECOND SHIFTING THEOREM:
(i) Z f (n 1) z F ( z ) zf (0)
PROOF:
Z f (n 1) f (n 1) z n f (n 1) z n z z 1
n0 n0
Z f (n 1) z f (n 1) z (n 1)
n0
put n 1 m
z f (m ) z m
z f (m) z m f (0)
m 1 m 0
z F ( z ) f (0)
Z f (n 1) z F ( z ) zf (0) .
(ii) Z f (t T ) z F ( z ) zf (0)
PROOF:
Z f (t T ) f (nT T ) z n
f (nT T ) z n z z 1
n0 n0
Z f (nT T ) z f (n 1)T z ( n 1)
n0
put n 1 m
z f ( mT ) z ( m )
z f (mT ) z
( m )
f (0)
m 1 m 0
z F ( z ) f (0)
Z f (t T ) z F ( z ) zf (0) .
Property: 4
PROOF:
f (1. T ) f (2. T )
F ( z ) Z f (t ) f (nT ) z n f (0. T )
n0 z z2
f (T ) f (2T )
f (0)
z z2
f (T ) f (2T )
lim F ( z ) lim f (0) f (0)
z z z z2
(i.e.) f (0) lim F ( z ) .
z
NOTE:
If Z f (n) F ( z ) then f (0) lim F ( z )
z
Property: 5
FINAL VALUE THEOREM:
EXAMPLE: 1
PROOF:
Z f (t T ) f (t ) f (nT T ) f (nT ) z n
n0
Z f (t T ) Z f (t ) f (nT T ) f (nT ) z n
n0
zF ( z ) zf (0) F ( z ) f (nT T ) f (nT ) z n
n0
z 1 F ( z ) z f (0) f (nT T ) f (nT ) z n
n0
f (T ) f (0) f (2T ) f (T )
lim
z f (3T ) f (2T ) f (n 1)T f (nT )
lim f (n 1)T f (0)
z
Example: 1
Find Z e at t . EXAMPLE: 1
SOLUTION:
We know that Z e at f (t ) Z f (t )z z eaT F ( z )
z z eaT
Since Z f (t ) f (nT ) z n
n0
Z (t ) nT z n
T n z n
n0 n0
1 2 1 1
2
T 0 2 T 2
z z z z
1
2
1 1
T 1 2 3
z z z
2 2 2
T 1 T z 1 T z Tz
1 .
z z z z z z 1 z 1 2
Tz T z e aT
Z e at t .
z 12
aT 2
z z eaT z e 1
Example: 2
Find Z an n . EXAMPLE: 1
SOLUTION:
We know that
z
Z a n f (n ) F
a
Now, Z f (n) f (n) z n
n0
1 2
Z n n z n 0
n0 z z2
1
2
1 2 3 1 1
1 2
z 1 2 3
z z z z z
2 2 2
1 1 1 z 1 1 z
1
z z z z z z 1
z
Z (n) .
z 12
z z
z 2
Z an n
z 12 z
z
a
2
a
za
2
z a
az
a z a z a 2
2
1
z
a a a
.
Example: 3
Find Z n2 . EXAMPLE: 1
SOLUTION:
We know that
d
Z n f ( n ) z F ( z )
dz
Z n2 Z n .n z
d
dz
Z ( n)
Now,
1 2 1 2 3
Z n n z n 0 1 2
n0 z z2 z z z
2 2 2
1 1
2
1 1 1 1 z 1 1 z
1 2 3 1
z z z z z z z z z 1
z
Z (n) .
z 1 2
d z z 12 (1) z 2( z 1) z 1 ( z 1 2z )
Z n 2
z z
dz z 12 z 1 4
z
z 1 4
z 1 z2 z
z
z 13 z 13
Example: 4
z z cos 1
z 2 2z cos 1
z sin z 2 sin
And Z sin n 1 z 2 0 2
z 2z cos 1 z 2z cos 1
Example: 5
Find Z an cos n and Z an sin nEXAMPLE:
1
SOLUTION:
z z cos z sin
We know that Z cos n 2
and Z sin n 2
z 2z cos 1 z 2z cos 1
By scaling property, z
Z an cos n F
a
zz z z a cos
cos a z z a cos
Z a n cos n z
a a
2
z
2
a
z 2az cos a 2
z 2az cos a2
2
.
2
2 cos 1
a a a2
And z
Z an sin n F
a
z z
sin sin
n
Z a sin n 2
z
a
z
2
a
z 2z a cos a 2
2
a z sin
z 2 a z cos a2
2 cos 1
a2 a a2
Example: 6
EXAMPLE: 1
n n n
Find Z sin and Z cos and also find Z an sin and
2 2 2
n
Z an cos
2
SOLUTION:
z sin z z cos
We know that Z sin n and Z cos n
z 2 2z cos 1 z 2 2z cos 1
z sin
n 2 z 1 z
Z sin 2 2
z 2 2z cos 1 z 2z 0 1 z 1
2
2
z z
n a az
And Z an sin 2 2a 2 2
2 z z a z a2
1
a2 a2
z z cos
n 2 z z 0 z2
Now Z cos
2
z 2 2z cos 1 z 2 2z 0 1 z2 1
2
z2 z2
n 2 a2 z2
Z an cos 2a 2
2 z z a2 z 2 a2
1
a2 a2
Example: 7
n EXAMPLE:
n 1
Find Z sin2 and Z cos2
4 4
SOLUTION:
n z2
We know that Z cos 2
2 z 1
n
1 cos 2
n 4 1 n
Z sin2 Z Z 1 cos
4 2 2 2
1 n 1 z z2
Z 1 Z cos
2 2 2 z 1 z 2 1
n
1 cos 2 4 1 n
n Z 1 cos
And Z cos2 Z
4 2 2 2
1 n 1 z z2
Z 1 Z cos
2 2 2 z 1 z 2 1
Example: 8
By scaling property, z
Z an sin n F
a
z z
sin sin
n
Z a sin n 2
z
a
z
2
a
z 2z a cos a 2
2 cos 1
a2 a a2
a z sin
z 2 a z cos a2
2
d
Z n an sin n z 2
a z sin
dz z 2 a z cos a2
z
2 2
z 2 a z cos a a sin az sin 2z 2a cos
2
z 2 2 a z cos a2
2 2 3 2 2
az sin 2 a z sin cos a sin 2az sin 2a z sin cos
z
2
z 2 2 a z cos a2
3
a sin az 2 sin
z 2
z 2 2 a z cos a2
z a sin z 2 a2
z
2 2
2 a z cos a2
5.11.1. DEFINITION:
f (n) Z 1 F ( z )
5.11.2. NOTE:
z
(i) Z 1 an
z a
z
(ii) Z 1 na
n 1
z a
2
1
(iii) Z 1 a n 1
z a
z2
(iv) Z 1 n 1 an
2
z a
z2
n
(v) Z 1 n 1 a
2
z a
z2 n
(vi) Z 1 2 2
an cos
z a 2
az n
(vii) Z 1 2 an sin
z a
2 2
8z
(viii) Z 1 n n 1 a
n
z a 3
Example: 1
10z
Find Z 1 EXAMPLE: 1
z 1 z 2
SOLUTION:
10z
Let F (z)
z 1 z 2
F (z) 10
z z 1 z 2
F (z) 10 A B A( z 2) B( z 1)
z z 1 z 2 z 1 z 2 z 1 z 2
A( z 2) B( z 1) 10
put z 1 : A( 1) 10 A 10
put z 2 : B(1) 10 B 10
F ( z ) 10 10
z z 1 z 2
10z 10z
F (z)
z 1 z 2
Taking Z 1 on both sides,
z z
Z 1 F ( z ) 10Z 1 10 Z 1
z 1 z 2
1 z n
10 (1n ) 10 (2n ) Z z a a
f (n) 10 (2n 1) .
Example: 2
z3
Find Z 1 EXAMPLE:
using partial fraction 1
z 12 z 2
SOLUTION:
z3
Let F (z)
z 12 z 2
F (z) z2
z z 12 z 2
F (z) z2 A B C
z z 1 z 2 z 1 z 1 z 2
2 2
A z 1 ( z 2) B( z 2) C z 1
2
z 12 z 2
A z 1 ( z 2) B( z 2) C z 1 z 2
2
Put z 1 : B( 1) 1 B 1
Put z 2 : C(1) 4 C 4
z z
1 z
Z 1 F ( z ) 3Z 1 Z 1
4 Z
z 1 z 12 z 2
f (n) 3 n 4 (2n ) .
Example: 3
Find Z 1
z z2 z 2 EXAMPLE: 1
using partial fraction method
z 1 z 12
SOLUTION:
Let F z
z z2 z 2
z 1 z 12
F z z2 z 2 A B C
z z 1 z 12 z 1 z 1 z 12
A z 1 B z 1 z 1 C z 1
2
z 1 z 12
A z 1 B z 1 z 1 C z 1 z2 z 2
2
Put z 1 : A 4 0 0 1 1 2 4 A 4 A 1
Put z 1 : 0 0 2C 1 1 2 2C 2 C 1
Put z 0 : A B C 2 B A C 2 1 1 2 B0
F z 1 1
0
z z 1 z 12
z z
F z
z 1 z 12
z z z
1 z
Z 1 F z Z 1 Z Z 1
z 1 z 12 z 1 z 12
f n 1 n .
n
Example: 4
z2 EXAMPLE:
Find Z 1 using partial fraction 1
z 2 z 2 4
SOLUTION:
z2
Let F z
z 2 z 2 4
F z
z
A
2
2
Bz c A z 4 Bz c z 2
z z 2 z2
4 z
2 z 4 z 2 z 2 4
A z 2 4 Bz c z 2 z
2 1
Put z 2 8 A 0 2 A A
8 4
1
Equating the coeff. of z2 : A B 0 B A B
4
1
Equating the constant term : 4 A 2C 0 2C 4 A C
2
1 1 1
z
F z 4 2
4 2
z z2 z 4
1 z 1 z2 1 z
F z
4 z 2 4 z2 4 2 z2 4
1 z 1 z2 1 z
Z 1 F z Z 1
4 z 2 4 z2 4 2 z2 4
1 1 z 1 1 z 2 1 1 2z
Z Z 2 Z 2
4 z 2 4 z 4 4
z 4
1 1 n 1 n
f n 2n 2n cos 2n sin
4 4 2 4 2
Example: 5
z 3 3z EXAMPLE:
Find Z 1 using partial fraction 1
method
z 12
2
z 1
SOLUTION:
z 3 3z
Let F z
z 12 z 2 1
F z z2 3 A B Cz D
2
z z 1 2
z 2
1 z 1 z 1 2
z 1
A z 1 z 2 1 B z 2 1 Cz D z 1
2
z 12 z 2 1
A z 1 z 2 1 B z 2 1 Cz D z 1 z 2 3
2
Put z 1 : 0 2B 0 4 B 2
Equating thecoeff.of z3 :
A C 0 (1)
Equating thecoeff.of z2 :
A B 2C D 1
A 2C D 1 B 1 2 1 (2)
Put z 0 :
A 11 B 1 D 1 3
A D 3 B 3 2 1 (3)
(2) A 2 A D 1
A D 1
(3) A D 1
2D 0
D0
(3) A D 1 A 1 A 1
(1) A C 0 C A 1 1 C 1
F z 1 2 z 0
2
z z 1 z 1 2
z 1
z 2z z2
F z
z 1 z 12 z 2 1
z z z2
Z 1 F z Z 1 2Z 1
Z 1
z 1 z 12 2
z 1
n
1 2n 1n cos
n
2
n
f n 1 2n cos
2 .
Example: 6
z 3 20z EXAMPLE: 1
Find Z 1
z 23 z 4
SOLUTION:
z3 20z
Let F z
z 23 z 4
F z z 2 20 A B C D
z z 2 z 4
3 z 2 z 2 2
z 2 z 4
3
A z 2 z 4 B z 2 z 4 C z 4 D z 23
2
z 23 z 4
A z 2 z 4 B z 2 z 4 C z 4 D z 23 z 2 20
2
1
Put z 4 : D 8 16 20 D
2
Put z 2 : C 2 4 20 C8
1 1
Equating thecoeff.of z3 : AD0 A D A
2 2
Put z 0 : A 4 4 B 2 4 C 4 D 8 20
16 A 8B 4C 8D 20
4 A 2B C 2D 5
2B 5 4 A C 2D
1 1
5 4 8 2
2 2
5 2 8 1
2B 4
B2
F z 1/ 2 2 8 1/ 2
z z 2 z 2 2
z 2 z 4
3
1 z 2z 8z 1 z
F z
2 z 2 z 2 2
z 2 2 z 4
3
1 z 2z 8z 1 z
Z 1 F z Z 1
2 z 2 z 22 z 23 2 z 4
1 1 z z 8z 1
1 1 1 z
Z 2Z Z Z
2 z 2 z 2
2 z 2 2
3 z 4
2
1 n
1
2 2 n2n 1 n n 1 2n 4n
2
f n
2
1 n 1
2 n2n n n 1 2n 4n
2
5.11.4. EXERCISE:
z 4
(i) Z 1
z 2 z 3
z 4 1 6 7
ANSWER: Z 1 Z 6( 2)n 1 7( 3)n 1
z 2 z 3 z 2 z 3
z 4
(ii) Z 1
z 1 z 22
z 4 3 2 3
ANSWER: Z 1 Z 1
z 1 z 22 z 1 z 22 z 2
3(1n 1 ) (n 1) 2n 1 3 2n 1
5.11.5. TYPE: II (METHOD OF RESIDUES) (CAUCHY’S RESIDUE
THEOREM)
5.11.6. DEFINITION:
If Z ( f (n)) F ( z ) then
f (n) Z 1 F ( z )
1
z n 1 F ( z ) dz , where c is the closed contour
2 i
c
which encloses all the poles of the integrand.
5.11.7. NOTE:
1 dm 1
z a f (z ) .
m
lim
m 1 ! z a dz m 1
5.11.8. EXAMPLES:
Example: 1
z
Find inverse Z-transform of EXAMPLE:
using 1
residue theorem.
z 1 z 2
SOLUTION:
z
Let Z 1 f (n)
z 1 z 2
Then
1 1 z
f (n) z n 1 F ( z ) dz z n 1 dz
2 i c 2 i
c
z 1 z 2
1 zn
2 i z 1 z 2
dz (1)
c
zn
where ( z ) .
z 1 z 2
The poles are z 1, z 2 .
Residue at z 1 :
zn zn
Res. z lim z 1 ( z ) lim z 1 lim
z 1 z 1 z 1 z 1 z 2 z 1 z 2
1n
1 .
1
Residue at z 2 :
zn zn 2n
Res. z lim z 2 ( z ) lim z 2 lim 2n .
z2 z 2 z 2 z 1 z 2 z 2 z 1 1
zn
z 1 z 2 dz 2 i 1 2
n
(2)
c
f (n) 2n 1 .
Example: 2
z z 1
Find Z 1 EXAMPLE: 1
z 13
SOLUTION:
z z 1
Let Z 1 f (n )
z 13
1 1 z z 1
Then f (n) z n 1 F ( z ) dz z n 1 dz
2 i 2 i z 13
c c
1 z z 1
n
2 i z 13
dz (1)
c
z n z 1
To find dz :
c z 13
z n z 1 sum of the residues of ( z ) z n z 1
dz 2 i where ( z ) .
c z 1
3 at each of its poles z 1 3
3 z z 1
n
d2 d2 n
Residue z
z 1
1
lim
2! z 1 dz 2
( z 1)
1
lim
z 13 2 z 1 dz 2
z z 1
d2
1
1
lim 2 z n 1 z n lim
2 z 1 dz
d
2 z 1 dz
(n 1)z n nz n 1
1
lim (n 1) n z n 1 n (n 1) z n 2
2 z 1
1
2
1
(n 1) n n (n 1) n2 n n2 n
2
1
2
2n2 n2
z n z 1
z 1 3
dz 2 i n2 (2)
c
1
(1) f (n) 2 i (n2 ) n2 .
2 i
Example: 3
z2
Find Z 1
z a z b EXAMPLE: 1
SOLUTION:
z2
Let Z 1 f n
z a z b
1 1 z2
f n n 1
n 1
2 i 2 i
Then z F z dz z dz
c c
z a z b
1 z n 1
2 i z a z b
dz
c
z n 1
To find z a z b
dz :
c
z n 1
dz 2 i sum of the residues of z at each of its poles
c
z a z b
z n 1
where z
z a z b
Here z a, z b are simple poles.
Residue at z a :
z n 1 a n 1
Res. z lim z a z lim z a
za z a z a z a z b a b
Residue at z b :
z n 1 bn 1
Res. z lim z b z lim z b
z b z b z b z a z b ba
z n 1 an 1 bn 1
z a z b
dz 2 i
c a b b a
1 an 1 bn 1
f n 2 i
2 i a b b a
f n
1
a b
an 1 bn 1
Example: 4
Find Z 1
z z2 z 2
EXAMPLE: 1
by using residue theorem
z 1 z 12
SOLUTION:
Let f n Z 1
z z2 z 2
z 1 z 12
f n
1 n 1
z z2 z 2 1 zn z2 z 2
2 i
Then z dz dz
z 1 z 1 2 2
c z 1 z 1
2 i
c
zn z2 z 2 dz :
To find
c z 1 z 12
zn z2 z 2 dz 2i sum of the residues of z at each of its poles
c z 1 z 12
where z
zn z2 z 2
z 1 z 12
Here z 1 is a simple pole and z 1 is a pole of order 2.
Residue at z 1 :
1 dm 1 m
Res. z lim z a z
z 1 m 1 ! z a dzm 1
1
lim
d
z 1 2
zn z2 z 2
1! z 1 dz
z 1 z 12
d z n 2 z n 1 2z n
lim
z 1 dz z 1
z 1 n 2 z n 1 n 1 z n 2nz n 1
lim
z n 2 z n 1 2z n 1
2
z 1
z 1
2 n 2 n 1 2n 1 1 2
4
2 n 2 n 1 2n 2 2 1 2n 2
4 4
1 2n 1
2
4 n
zn z2 z 2 dz 2i 1 n
n
2
c z 1 z 1
1 n
f n 2 i 1 n
2 i
n
1 n .
Example: 5
2
1 2z 4 z EXAMPLE: 1
Find Z by using residue theorem
3
z 2
SOLUTION:
2
1 2z 4 z
Let
f n Z
3
z 2
1 2
n 1 2z 4 z 1 2z n z 2
f n
2 i
Then z dz dz
3 3
c z 2 2 i
c z 2
2z n z 2
To find dz :
c z 23
2z n z 2
dz 2 i sum of the residue of z at each of its poles
3
c z 2
2z n z 2
where z
z 23
Here z 2 is a pole of order 3.
Residue at z 2 :
1 dm 1 m
Res. z lim z 2 z
z 2 m 1 ! z 2 dzm 1
3 2 z z 2
n
1 d2
lim z 2
2! z 2 dz 2 z 23
d2 n 1 d
lim
2
z 2z n lim
n 1 zn 2nzn 1
z 2 dz z 2 dz
lim n n 1 z n 1 2n n 1 z n 2
z 2
n n 1 2n 1 2n n 1 2n 2
n n 1 2n 1 n n 1 2n 1 2n 1 n2 n n2 n
2n 1 2n2 n2 2n
2z n z 2
dz 2 i 2n n2
3
c z 2
1
f n 2 i 2n n2 2n n2 .
2 i
f (0) f (1) z 1 f (2) z 2 f ( n) z n
g(0) g(1) z 1
g(2) z 2 g ( n) z n
n
f (0) g(0) f (0) g(1) f (1) g(0) z 1 f ( r ) g( n r ) z n
r 0
n n
f ( r ) g ( n r ) z f ( n ) * g ( n ) z n Z f ( n ) * g ( n)
r 0
n0 n0
(ii) F ( z ) z f (t ) f (nT ) z n G( z ) z g (t ) g(nT ) z n
n0 n0
F ( z ). G( z ) f (nT ) z n g(nT ) z n
n0 n0
f (0T ) f (1T ) z 1 f (2T ) z 2 f (nT ) z n
g(0T ) g(1T ) z g(2T ) z g(nT ) z
1 2 n
( f (0T ) g (0T ) f (0T ) g (1T ) f (1T ) g (0T ) z 1
f (rT ) g (n r )T z )
n n
r 0
n n
f (rT ) g (n r )T z f (t ) * g (t ) z n
r 0
n0 n0
Z f (t ) * g(t )
(i.e.) Z f (t ) * g(t ) F ( z ) G( z ) .
5.11.11. NOTE:
Example: 1
EXAMPLE: z 21
Using convolution theorem evaluate Z 1 .
z 1 z 3
SOLUTION:
1
z2 1 z z
Z Z .
z 1 z 3 z 1 z 3
z z
Z 1 * Z 1 1n * 3n
z 1 z 3
n
1r 3n r 3n 3n 1 3n 2 31 1
r0
1 3 32 3n
3n 1 1 2 nan 1 1
1 a a a
3 1 a 1
3n 1 1
.
2
Example: 2
EXAMPLE: z12
Using convolution theorem evaluate Z 1
z 4 z 3
SOLUTION:
z2 1 z z z z
Z 1 Z . Z 1 Z 1
z 4 z 3
z 4 z 3 z 4 z 3
n n n r
n n r n r n r r 4
4 3 4 3 3 4 3 n
3
3
r 0 r 0 r 0
4 4 2 n
4
n
3 1
3 3 3
4 n 1 4n 1 3n 1
1 n 1
n 3 n 3
3 3
4 1
1
3 3
4n 1 3n 1
n 1
3n1 4 3n 1 .
3n 1
Example: 3
z 1 2
EXAMPLE:
Using convolution theorem evaluate Z 1
z a 2
SOLUTION:
z2 z z z z
Z 1 Z 1 . Z 1 * Z 1
z a
2
z a z a z a z a
n
an * an ar an r an a an 1 a2 an 2
r0
n 1 an .
Example: 4
EXAMPLE: z12
Using convolution theorem evaluate Z 1
z a z b
SOLUTION:
1
z2 1 z z 1 z 1 z
Z Z Z Z
z a z b z a z b za z b
n
n n r n r
a b a b
r0
n n r
n r r n a
b a b b
r0 r 0
b
n
a a 2 n
a
b 1
b b b
a n 1
1 n 1 n 1
n b bn a b
b
a n 1 a b
1 b
b b
n 1 n 1
n n 1 a bn 1 na bn 1
1 b 1
bn 1 a b a b
Example: 5
z2
EXAMPLE:
Using convolution theorem evaluate Z 1 1
z a 2
SOLUTION:
z2
z z z z
Z 1 Z 1 Z 1 Z 1
z a 2 z a z a z a z a
n
n n r nr
a a a a
r0
n n
n r r n
a a a a 1r
r 0 r0
n
a n 1
Example: 6
8z 2
Using convolution theorem evaluate Z 1
EXAMPLE: 1
2z 1 4 z 1
SOLUTION:
2 2
8z 8z 1 z z
Z 1 1
Z Z
2z 1 4 z 1 2 z 1 4 z 1 1 1
z z
2 4 4 2
z z
Z 1 1
Z
1 1
z z
4 2
n n n r n r
1 1 1 1
4 2 4 2
r 0
n n 2r r n n r
1 1 1 1 1
2
2
2
2
2
r0 r 0
n 2 n
1 1 1 1
1
2 2 2 2
n 1 n 1
1 1
n 1 n 1
1 2 1 2
2 1 2 1
1 2 2
n 1 n 1
1 1
1
2 2
Example: 7
12z 2
Using convolution theorem evaluate Z 1
EXAMPLE: 1
3z 1 4 z 1
SOLUTION:
2 2
12z 12 z z z
Z 1 1
Z Z 1
3z 1 4 z 1 3 z 1 4 z 1 1 1
z z
3 4 3 4
n n n r n r
1 1 1 1
3 4 3 4
r0
n n r n n r
1 1 1 4
4 4r
4
r0
3 r 0
3
n 2 n
1 4 4 4
1
4 3 3 3
n 1 n 1
4 4
n 1 n 1
1 3 1 3
4 4 4 7
1 3 3
n n 1
3 1 4
1 .
7 4 3
Example: 8
3
EXAMPLE: z 1
Using convolution theorem evaluate Z 1
z 4
SOLUTION:
3 z z2
z
Z 1 Z 1
4n n 1 4n
z 4 2
z 4 z 4
n n
n 1 4 4 n n
r 1 4
r0
r
4 n r
4 n
r 1
r0
4n 1 2 3 n 1 4n
n 1 n 2 .
2
Example: 1
Form the difference equation from yn a b 3n 1
EXAMPLE:
SOLUTION:
Given yn a b 3n (1)
yn 1 a b 3n 1 a 3b 3n (2)
yn 2 a b 3n 2 a 9 b 3n (3)
Eliminating a and b from (1), (2) and (3), we get
yn 1 1
yn 1 1 3 0
yn 2 1 9
yn 9 3 1 9 yn 1 3 yn 2 yn 1 yn 2 0
6 yn 9 yn 1 3 yn 2 yn 1 yn 2 0
2 yn2 8 yn1 6 yn 0 .
Example: 2
Derive the difference equation from yn A Bn 2n .
EXAMPLE: 1
SOLUTION:
Given yn A2n Bn2n (1)
yn 1 A2n 1 B n 1 2n 1 2 A 2n 2 B n 1 2n (2)
yn 2 A2n 2 B n 2 2n 2 4 A 2n 4 B n 2 2n (3)
Eliminating A and B we get,
yn 1 n
yn 1 2 2 n 1 0
yn 2 4 4 n 2
n 4 yn 1 2 yn 2 0
8 yn 4n 8 yn 1 2n 2 yn 2 4nyn 1 2nyn 2 0
yn 2 2n 2 2n yn 1 4n 8 4n 8 yn 0
2 yn 2 8 yn 1 8 yn 0
yn 2 4 yn 1 4 yn 0 .
Example: 3
yn a 2n b 2 , deriveEXAMPLE:
n
From a difference1 equation by eliminating the
constants.
SOLUTION:
yn a 2n b 2
n
Given (1)
yn 1 a 2n 1 b 2 2a 2n 2b 2
n 1 n
(2)
yn 2 a 2n 2 b 2 4a 2n 4b 2
n2 n
(3)
yn 1 1
yn 1 2 2 0
yn 2 4 4
yn 8 8 1 4 yn 1 2 yn 2 1 4 yn 1 2 yn 2 0
16 yn 4 yn 1 2 yn 2 4 yn 1 2 yn 2 0
4 yn 2 16 yn 0
yn 2 4 yn 0 .
Example: 4
Form a difference equation by eliminating the arbitrary constant A from
EXAMPLE: 1
n
yn A 3
SOLUTION:
Given yn A 3n (1)
yn 1 A 3n 1 A 3.3n (2)
Eliminating A from (1) and (2), we get
yn 1
0
yn 1 3
3 yn yn 1 0
yn 1 3 yn 0 .
Example: 5
Form a difference equation by eliminating arbitrary constant from Un a 2n 1 .
EXAMPLE: 1
SOLUTION:
Given Un a 2n 1 (1)
Un 1 a 2n 2 2a2n 1 (2)
Eliminating a from (1) and (2), we get,
Un 1
0
Un 1 2
2Un Un 1 0
Un 1 2Un 0 .
5.13.1. FORMULA:
Z y(k) F ( z )
5.13.2. EXAMPLES:
Example: 1
y(k 2) 4 y(k
Solve the difference equation, EXAMPLE: 11) 4 y(k) 0 where y(0) 1,
y(1) 0
SOLUTION:
Given y(k 2) 4 y(k 1) 4 y(k) 0
Taking Z-transform on both sides,
Z y(k 2) 4 y(k 1) 4 y(k) Z (0)
Z y(k 2) 4 Z y(k 1) 4 Z y(k) Z (0)
z ( z 4)
Z 1
( z 2)2
z ( z 4)
To find Z 1
( z 2)2
z ( z 4)
Let F (z)
( z 2)2
F (z) z 4 A B A z 2 B
z ( z 2)2 z 2 z 22 z 2 2
A z 2 B z 4
put z 2 : A(0) B 2 4 B 2
Equating the constant term: 2 A B 4 2 A 4 B A 1
F (z) 1 2
z z 2 z 2 2
z 2z
F (z)
z 2 z 2 2
y(k) 2k 1 k .
Example: 2
SOLUTION:
z
y(n) Z 1
z 22 z 1
z
To find Z 1
z 22 z 1
z
Let F (z)
z 2 z 1
2
F (z) 1 A B C
z z 1 z 2 z 1 z 2 z 22
2
A z 2 B z 1 z 2 C z 1
2
z 1 z 22
A z 2 B z 1 z 2 C z 1 1
2
put z 2 : C 1
put z 1 : A 1
z z
1 z
Z 1 F ( z ) Z 1 Z z 2 Z 1
z 1 z 22
z z
y(n) 1n 2n n2n 1 Z 1 a n
, Z 1 n a n 1
z a z a
2
Example: 3
SOLUTION:
z 3z 7
To find Z 1
z 4 z 1
z 3z 7
Let F (z)
z 4 z 1
F (z) 3z 7 A B A z 1 B z 4
z z 4 z 1 z 4 z 1 z 4 z 1
A z 1 B z 4 3z 7
put z 4 : 5 A 5 A 1
put z 1 : 5B 10 B2
F (z) 1 2 z 2z
F (z)
z z 4 z 1 z 4 z 1
Taking Z 1 on both sides,
z z
Z 1 F ( z ) Z 1 2Z 1
z 4 z 1
z
y(n) 4 2 1
n n
Z 1 an .
z a
Example: 4
Solve un 2 5un 1 6un 1 , EXAMPLE:
n
where u0 u1 10 .
SOLUTION:
un 2 5un 1 6un 1
n
Given
Taking Z-transform on both sides,
z
To find Z 1
z 1 z 3 z 2
z
Let F (z)
z 1 z 3 z 2
F (z) 1 A B C
z z 1 z 3 z 2 z 1 z 3 z 2
A z 3 z 2 B z 1 z 2 C z 1 z 3
z 1 z 3 z 2
A z 3 z 2 B z 1 z 2 C z 1 z 3 1
1
put z 1 : A 4 3 1 A
12
1
put z 3 : B 4 1 1 B
4
1
put z 2 : C 3 1 1 C
3
F (z) 1 1 1 1 1 1
z 12 z 1 4 z 3 3 z 2
1 z 1 z 1 z
F (z)
12 z 1 4 z 3 3 z 2
1 z 1 1 z 1 1 z
Z 1 F ( z ) Z 1 Z z 3 3 Z z 2
12 z 1 4
1 1 1 z
un 1n 3n 2n Z 1 an
12 4 3 z a
Example: 5
n 3 3 y n 11
Solve the difference equation y EXAMPLE: 2 y n 0, given that y 0 4,
y 1 0 and y 2 8 .
SOLUTION:
Given y n 3 3 y n 1 2 y n 0,
Taking Z-transform on both sides we get,
Z y n 3 3 y n 1 2 y n Z 0
F z z3 3z 2 4z3 4z
F z
4z z 2 1
z 3 3z 2
Z y n
4z z 2 1
z 12 z 2
y n Z 1
4z z 2 1
z 12 z 2
Now F z
4z z 2 1
z 12 z 2
F z
4 z2 1
A
B
C
z z 1 z 2
2 z 1 z 1 2 z2
A z 1 z 2 B z 2 C z 1
2
z 12 z 2
A z 1 z 2 B z 2 C z 1 4 z 2 1
2
4
Put z 2 : 0 0 C 9 4 4 1 9C 12 C
3
Put z 1 : B 3 0 B 0
4 8
2 A 4 2B C 4 0 A
3 3
F z 8/3 4/3
0
z z 1 z2
8 z 4 z
F z
3 z 1 3 z 2
8 z 4 z 8 1 z 4 1 z
y n Z 1 Z Z
3 z 1 3 z 2 3 z 1 3 z 2
3
8 n 4
1 2
3
n
5.13.3. EXERCISE:
TUTORIALS
1. Find the Z transform of
an 1
(i) (ii)
n! n!
1
(iii) 2 n sinh 3n (iv)
n(n 1)
2n 3 (n 1)(n 2)
(v) (vi)
(n 1)(n 2) 2
n n
(vii) sin 2 (viii) sin 3
4 6
(iii) n ck (iv)(n+1)(n+2)
5z z2 z
(iii) (iv)
z 2z 2
2
z 13
6z 2 3z
(v) (vi)
( z a)( z b) z 2z 2
2
z ( z 2) 2 z (3z 1)
(vii) (viii)
( z 2) 3 z 3 3z 2 4
z3
(ix)
(3z 1) 2 ( z 2)
(iv)yn+2-5yn+1+6yn=36 , y0=y1=0
(v)un+2+4un+1+4un= n , u0=0 , u1=1
(vi)uk+2+uk=2k.k
(vii) un+2-4un+1+4un=0 , u0=1,u1=0
(viii)un+2+4un+1+3un= 3 , u0=1 , u1=1
UNIT – III
APPLICATION OF
PARTIAL DIFFERENTIAL EQUATIONS
2u 2u 2u u u
A( x, y ) 2 B ( x, y ) c( x, y ) 2 f x, y, u , , 0
x xy y x y
It is classified as (i) Elliptic if B 4 AC 0
2
(ii) Parabolic B 4 AC 0
2
(iii) hyperbolic B 2 4 AC 0
2 u u u
(b) xy x y xy
Solution:
(a)A=1, B=0, C=-1
B 2 4 AC 0 4 4 0
Equation is hyperbolic
(b) A=0, B=1, C=0
1
B 2 4 AC 1 0 1 0
Equation is hyperbolic
2 u 2 u u u
2 2
(b) x 2 y 2 x y
Solution:
(a) A=4, B=4, C=1
B 2 4 AC 16 16 0
Equation is parabolic
(b) A=1, B=0, C=1
B 2 4 AC 4 0
Equation is Elliptic.
Solution:
(a)Here A = y ,B = 2xy , C = x
2 2
B2 - 4AC = 4 x y - 4 x y = 0
2 2 2 2
Equation is parabolic
(b) Here A = y ,B =0, C = 1
2
B2 - 4AC = 0 - 4 y = - 4 y < 0
2 2
Equation is elliptic.
5. Classify 1 x u xx 4 xu xy u yy x
2
Solution:
Here A = 1 x ,B = 4x , C = 1
2
B2 - 4AC = 16 x 2 - 4 1 x
2
= 16 x - 4 - 8 x - 4 x
2 2
=4(3 x 2 -2 x -1)
If x =1 ,then B2 - 4AC = 0
Given PDE is Parabolic.
If x <0 (or) x >0 Then B2 – 4AC >0
Given PDE is Hyperbolic.
3
Solution:
2 y 2 y
2
a
t 2 x 2
tension
where a 2
mass per unit length of the string
y0 x0
b l 0
bx
y ,0 x l A(l,b)
l
The equation of AB is B (2l ,0)
b
y b xl b
O(0,0) B(2l,0)
b l
lb bx
y b
l
2l x , l x 2l
lb bx lb b
y
l l
The initial boundary conditions are
(i ) y (0, t ) 0
(ii ) y (l , t ) 0
y ( x,0)
(iii ) 0
t
bx
,0 xl
(iv ) y ( x,0) l
2
( 2l x), l x 2l
l
Solution:
y ( x, t ) c n sin
nx nat
cos
n 1 l l
y ( x, t ) c n sin
nx nat
sin
n 1 l l
(i) y (0, t ) 0
(ii) y (l , t ) 0
y
(iii) ( x, 0) g ( x ), 0 x l
t
(iv) y ( x, 0) f ( x ) , 0 x l
(i ) y (0, t ) 0 t 0
(ii ) y (l , t ) 0t 0
y ( x,0)
(iii ) 0
t
(iv ) y ( x,0) k (lx x 2 ) f ( x)
The correct solution which satisfies our boundary conditions is
given by
y ( x, t ) A cos px B sin px(C cos apt D sin apt ) (1)
Apply (i) in (1) we get,
y (0, t ) A(C cos apt D sin apt )
0 A(C cos apt D sin apt )
A 0, C cos apt D sin apt ) 0
Putting A= 0 in (1) we get
y ( x, t ) B sin px (C cos apt D sin apt ) (2)
Applying (ii) in (2) we get
y (l , t ) B sin pl (C cos apt D sin apt )
0 B sin pl (C cos apt D sin apt )
If B 0 then we get trivial solution
B 0, (C cos apt D sin apt ) 0
sin pl 0
sin pl sin n
n
p
l
2 y ( x, t ) B sin nx C cos nat D sin nat (3)
l l l
Before applying condition (iii) differentiate (3) partially with respect to t
nx na
Here B 0, sin 0, 0
l l
D 0
y ( x, t ) Bn sin
nx nat
cos ( 4)
n 1 l l
Apply (iv) in (4)
y ( x,0) Bn sin
nx
n 1 l
10
f ( x) Bn sin
nx
(5)
n 1 l
(5) represents half range fourier sine series in the interval (0, l )
nx
Bn f ( x) sin
2
l
dx
l 0 l
n x
k (lx x 2 ) sin
2
l
l 0 l
lx x
2k n x n x l 2 n x l 3
l 2 x sin
l
l
2
cos . 2 cos
l n l l n 2 2 l n3 3 0
8kl 2
2k l 3
2l 4kl 3 2
, n is odd
2( 1) n 3 3 3 3 3 3 1 (1)n n3 3
l n n n 0,
n is even
(4) y ( x, t ) 3 3 sin
8kl 2 n x n at
cos
n 1,3,5,... n l l
2. A string is stretched and its ends are fastened at two points x=0
and x=l the midpoint of the string is displaced transversely
through a small distance b and string is released from the rest
in that position. Find an expression for the transverse
displacement of the string at anytime during the subsequent
motion.
Solution:
D(l/2,b)
11
A(0,0) B(l,0)
Downloaded from EnggTree.com
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x0 y0
l/20 b0
2x y
l b
2bx
y , 0 x l/2
l
The equation of the string DB is
xl/2 y b
l l/2 0b
2x l y b
l b
y
2b
l x , l / 2 x l
l
Hence initially the displacement of the string is in the form
2bx
, 0 x l/2
y ( x,0) l f ( x)
l x , l / 2 x l
2b
l
2 y 2 y
2
12
(i ) y (0, t ) 0 t 0
(ii ) y (l , t ) 0t 0
y ( x,0)
(iii ) 0
t
2bx
, 0 x l/2
(iv) y ( x,0) l f ( x)
l x , l / 2 x l
2b
l
The correct solution which satisfies our boundary conditions is
given by
y ( x, t ) A cos px B sin px (C cos apt D sin apt) (1)
Apply (i) in (1) we get,
y (0, t ) A(C cos apt D sin apt )
0 A(C cos apt D sin apt )
A 0, C cos apt D sin apt ) 0
Putting A= 0 in (1) we get
y ( x, t ) B sin px (C cos apt D sin apt ) (2)
Applying (ii) in (2) we get
y (l , t ) B sin pl (C cos apt D sin apt )
0 B sin pl (C cos apt D sin apt )
If B 0 then we get trivial solution
B 0, (C cos apt D sin apt ) 0
sin pl 0
sin pl sin n
n
p
l
2 y ( x, t ) B sin nx C cos nat D sin nat (3)
l l l
13
y ( x, t ) Bn sin
nx nat
cos ( 4)
n 1 l l
Apply (iv) in (4)
y ( x,0) Bn sin
nx
n 1 l
14
f ( x) Bn sin
nx
(5)
n 1 l
(5) represents half range fourier sine series in the interval (0, l )
nx
Bn f ( x) sin
2
l
dx
l 0 l
2 2b nx nx
x sin dx (l x) sin
l/2 l
dx
l l 0 l l/2 l
x cos
2 l/2
n x l n x l
1 sin
4b l n l n 0
2
l
nx l nx l
2 l
l x
cos
( 1 )
sin
l n l n l / 2
l l n n l
2
cos sin 2 2 0 0
4b 2 n 2 2 n
2
l l l n n l
2
0 0 cos sin 2 2
2 n 2 2 n
4b n l
2
2 2 sin 2 2
l 2 n
8b n
Bn 2 2 sin
n 2
( 4) y ( x , t )
8b n nx nat
sin sin cos
n 1 n 2 2 2 l l
15
A(l/3,d)
d
C(l,0)
O(0,0)
d
B(2l/3,d)
16
x l /3 y d
l /3 2d
3x l y d
l 2d
yd
2d
3x l 2d l 3x
l l
y
2d
l 3x d 3d l 2 x , l / 3 x 2l / 3
l l
The equation of the string BC is
x 2l / 3 y d
l 2l / 3 d
3 x 2l y d
l d
y d 3x 2l
d
l
y
3 xd 2dl dl 3 xd dl 3d
x l , 2l / 3 x l
l l l
2 y 2 y
2
18
y ( x,0) Bn sin
nx
n 1 l
f ( x) Bn sin
nx
(5)
n 1 l
nx
Bn f ( x) sin
2
l
dx
l 0 l
6d nx nx nx
Bn 2 x sin dx (l 2 x) sin dx ( x l ) sin
l /3 2l / 3 l
dx
l 0 l l /3
l 2l / 3
l
19
x cos . sin . . 2 sin .
6d l n l n 2 2 0 l n l n 2 2 l / 3
Bn 2
l nx l nx l 2
l
( x l ) cos l . n sin l . n 2 2
2l / 3
l 2 n l2 n l2 2n l2 n 2l 2 n
cos 2 2 sin cos cos 2 2 sin
6d 3n 3 n 3 3n 3 3 n 3 n 3
2
l l 2
2n 2l 2
2n 2l 2
2n
3n cos sin sin
3 n 2 2 3 n 2 2 3
6d 3l 2 n 3l 2 2n
2 2 2 sin sin
l n 3 n 2 2 3
18d n 2n
sin sin
n 2 2 3 3
n
18d n
sin 3 sin n 3
n 2 2
18d n n n
2 2 sin sin n cos cos n sin
n 3 3 3
18d n
sin
( 1) n
1
n
2 2
3
36d n
2 2 sin : nis even
Bn n 3
0 : n is odd
36d
1 n n x n at
y ( x, t ) sin sin cos (7)
2 n 2,4,6,.. n
2
3 l l
20
l
The displacement at the midpoint is got by putting x in (7)
2
l
i.e., y , t 0
2
l
There is no displacement at x
2
The midpoint of the string is rest.
Solution:
2 y 2 y
2
22
nx na
Here B 0, sin 0, 0
l l
D 0
y ( x, t ) Bn sin
nx nat
cos ( 4)
n 1 l l
Apply (iv) in (4)
y ( x,0) Bn sin
nx
n 1 l
f ( x ) Bn sin
nx
n 1 l
Bn sin
x
nx
y 0 sin 3
l n 1 l
y0 x 3x x
2x 3x
3 sin sin B sin B sin B sin ...
4 l l l l l
1 2 3
Solution:
2 y 2 y
2
25
y ( x, t ) Bn sin
nx nat
cos ( 4)
n 1 l l
Apply (iv) in (4)
y ( x,0) Bn sin
nx
n 1 l
f ( x ) Bn sin
nx
n1 l
Bn sin
x
nx
a sin
l n 1 l
x x 2x 3x
a sin B1 sin B2 sin B3 sin ...
l l l l
By Equating like coefficients
B1 a, B2 0, B3 0, B4 B5 ... 0
Substitute these values in (4) we get
x at
y ( x, t ) sin cos
l l
26
y ( x, t ) Bn sin
nx nat
sin ( 4)
n 1 l l
Differentiate Partially (4) with respect to t we get,
28
Bn sin
nx nat na
5
y ( x, t )
cos .
t n 1 l l l
Apply (iv ) in (5) we get
Bn
y ( x,0) na nx
sin
t n 1 l l
f ( x) bn sin
nx na
(6), where bn Bn
n 1 l l
Equation (6) Represents Half rane sine series.
nx
bn f ( x) sin
2
l
dx
l 0 l
nx
k (lx x 2 ) sin
2
l
l 0 l
2k
l
nx
l 2 x sin
nx l 2 nx l 3
l
lx x
2
cos . 2 2 2 cos
l n l l n l n 3 3 0
8 kl
2k 2l 4kl
2
l
2(1) n 3 3 3 3 3 3 1 (1) n n 3 3 , n is odd
3 3 2
l n n n 0, n is even
l
Bn bn
na
2
l 8kl , n is odd
Bn n 3 3
na 0, n is even
8kl 3
Bn an 4 4 , n is odd
0, n is even
29
n 1, 3, 5,.. an l l
Solution:
2 y 2 y
2
30
Bn sin
nx nat na
5
y ( x, t )
cos .
t n 1 l l l
Apply (iv ) in (5) we get
Bn
y ( x,0) na nx
sin
t n 1 l l
f ( x ) bn sin
nx na
(6), where bn Bn
n 1 l l
bn sin
x
nx
v0 sin 3
l n 1 l
v0 x 3x x 2x 3x
3 sin sin b sin b sin b sin ...
4 l l l l l
1 2 3
32
33
y ( x, t ) sin
nx nat nat
Bn cos Cn sin ( 4)
n 1 l l l
Apply (iii ) in (4) we get
y ( x,0) Bn sin
nx 3x
10 sin
n 1 l 7
x 2x 3x 3x Equating like
B1 sin B2 sin B3 sin ... 10 sin
l l 7 7 coefficients,
we get B3 10 ( I )
From (4) we get
34
sin
y ( x, t ) nx nat na nat na
Bn cos Cn sin . (5)
t n 1 l l l l l
Apply (iv ) in (5) we get
Cn
y ( x,0) na nx 9x
sin 15 sin
t n 1 l l 7
9a
C9 15
l
15l
C9 ( II )
9a
The remaining Cn ' s are zero
Substitute ( I ) & ( II ) in (4)
3at 3x 15l 9at 9x
y ( x, t ) 10 cos sin sin sin
l l 9a l l
3at 3x 105 9at 9x
l 7 y ( x, t ) 10 cos sin sin sin
7 7 9a 7 7
35
t x 2
k
where 2 is diffusivity of the material of the bar
s
36
u 2 u
2
2
(ii ) u ( x, t ) Ae p 2t px
Ce px
2
(iii )u ( x, t ) Ae p 2t
Bx c
2
37
t x 2
(i ) u (0, t ) 0
(ii ) u (l , t ) 0
(iii) u ( x,0) f ( x)
38
u 2 u
2
39
Applying ( a ) in (1)
u (0) 20 b 20
substitute this value in (1) we get
u ( x) ax 20 ( 2)
Applying (b) in( 2)
u (l ) 100 al 20 100
al 80
80
a
l
Substitute this value in (2) we get
80 x
u ( x) 20
l
80 x
l 50 u ( x) 20
50
8x
u ( x) 20
5
10. Write down the appropriate solution of one dimensional
heat flow equation. How is it chosen?
Solution:
u ( x, t ) ( A cos px B sin px)e p t (i )
2 2
differential equation
t x 2
The heat equation satisfying the boundary conditions are
(i ) u (0, t ) 0
(ii )u (l , t ) 0
(iii )u ( x,0) u 0
The correct solution is
u ( x, t ) Ae p t
B cos px C sin px (1)
2 2
0 ABe p 2t
2
B 0 & e p 2t
0, A 0
2
41
u (l , t ) AC sin px.e p 2t
2
0 AC sin px.e p 2t
2
sin pl 0
pl n
n
p
l
n x
n 2 2 2
t
(2) u ( x, t ) AC sin
l2
e
l
n x
n 2 2 2
t
u ( x, t ) Bn sin
e l2
l
The general solution is
u ( x, t ) Bn sin
n x
n 2 2 2
t
(3)
l2
e
n 1 l
Apply (iii) in (3) we get,
u ( x, 0) Bn sin
n x
n 1 l
f ( x) Bn sin
n x
(4)
n 1 l
(4) Represents half rangesine series
42
nx
where Bn u 0 sin
2
l
dx
l 0 l
2u l nx
l
0
n cos
l l 0
2u 0
l
(1) n 1
0 if n is even
4u 0
if n is odd
n
sin l e
nx 2
n 2 2t
4u 0 1
(3) u ( x, t )
n 1,3,5... n
l2
(2n 1) sin
4u 0 1 (2n 1)x
n 2 ( 2 n 1) 2 t
2
u ( x, t ) e
l2
n 1. l
43
(i )u (0, t ) 0
(ii )u (l , t ) 0
(iii)u ( x, 0) f ( x) k (lx x 2 )
The correct solution is
u ( x, t ) Ae p 2t
B cos px C sin px (1)
2
0 ABe p 2t
2
B 0 & e p 2t
0, A 0
2
0 AC sin px.e p 2t
2
sin pl 0
pl n
n
p
l
n x
n 2 2 2
t
(2) u ( x, t ) AC sin
e l2
l
n x
n 2 2 2
t
u ( x, t ) Bn sin e l
2
l
The general solution is
u ( x, t ) Bn sin
n x
n 2 2 2
t
e l2
(3)
n 1 l
44
u ( x, 0) Bn sin
n x
n 1 l
f ( x ) Bn sin
n x
(4)
n 1 l
(4) Represents half range sine series
n x
Bn f ( x) sin
2
l
dx
l 0 l
n x
k (lx x 2 ) sin
2
l
l 0 l
2k
l n x
l 2 x sin
n x l 2 n x l 3
l
lx x 2
cos . 2 cos
l n l l n 2 2 l n3 3 0
8kl 2
2k l 2l 4kl
3 3 2
, n is odd
2(1) n 3 3 3 3 3 3 1 (1) n n3 3
l n n n 0,
n is even
(3) u ( x, t ) 3 3 sin
n x
n2 2 2
8kl 2 t
e l2
n 1,3,5,.. n l
u 2 u
2
0 ABe p 2t
2
B 0 & e p 2t
0, A 0
2
0 AC sin px.e p 2t
2
sin pl 0
pl n
n
p
l
n x
n 2 2 2
t
(2) u ( x, t ) AC sin
e l2
l
n x
n 2 2 2
t
u ( x, t ) Bn sin e l
2
46
u ( x, t ) Bn sin
n x
n 2 2 2
t
(3)
e l2
n 1 l
Apply (iii) in (3) we get,
u ( x,0) Bn sin
n x
n 1 l
f ( x) Bn sin
n x
(4)
n 1 l
x x 2 x 3 x
k sin 3 B1 sin B2 sin B3 sin
...
l l l l
k x 3 x x 2 x 3 x
3sin sin B sin B sin B sin ...
4 l l l l l
1 2 3
3 u ( x, t ) sin e
3k t
k t
l 2
sin e l 2
4 l 4 l
A(l/2, )
47
O(0,0) (l/2,0)
Downloaded from EnggTree.comB(l,0)
EnggTree.com
The Equation of OA is
x y 2kx
y
k
The Equation of AB is
x
2 y k
k
2
x
2k
y
2 kx
, 0 x
u x, 0
2
2 k x , x
u 2 u
2
48
u ( x, t ) Ae p 2t
B cos px C sin px (1)
2
0 ABe p 2t
2
B 0 & e p 2t
0, A 0
2
0 AC sin px.e p 2t
2
sin pl 0
pl n
n
p
l
n x
n 2 2 2
t
(2) u ( x, t ) AC sin e l
2
l
n x
n 2 2 2
t
u ( x, t ) Bn sin
l2
e
l
The general solution is
u ( x, t ) Bn sin
n x
n 2 2 2
t
(3)
l2
e
n 1 l
l u ( x, t ) Bn sin nxe
n 2 2t (4)
n 1
49
f x Bn sin nx
n 1
Bn f x sin nxdx
2
2 x sin nxdx ( x )sin nxdx
4k
0
2
4k n 1 n n 1 n
2 cos 2 sin cos 2 sin
2n 2 n 2 2n 2 n 2
8k 1 n
sin
2 n 2 2
4 u ( x, t ) 2 n
8k
1
sin nxe n t
2 2
n 1
2
50
equation --------(1)
t x 2
In steady state
First let us find the temperature distribution at any distance x,
before the ends A and B are reduced to zero. Prior to the temperature
change at the ends A and B, when t =0, the heat flow was
independent of time (steady state conditions). When the temperature
u depends only on x and not on t, (1) reduces to
d 2u
0 ( 2)
dx 2
du
Integrating w.r.to x, A
dx
Again int egrating
u Ax B (3)
Where A and B are arbitrary constants.
Given that u=20 when x=0 ie, u(0)=20
From (3), we get B=20
u=80 when x=30 ie, u(30)=80
From (3), 30A+B=80 we get A=2
(3) becomes u 2 x 20
When the temperature at A and B are reduced to 00C, the state is no
more steady state. For this transient state the boundary conditions
are
(i ) u (0, t ) 0
(ii )u (l , t ) 0 , l 30
(iii)u ( x,0) 2 x 20
The correct solution is
51
u ( x, t ) Ae p t
B cos px C sin px (1)
2 2
0 ABe p 2t
2
B 0 & e p 2t
0, A 0
2
0 AC sin px.e p 2t
2
sin pl 0
pl n
n
p
l
n x
n 2 2 2
t
(2) u ( x, t ) AC sin
l2
e
l
n x
n 2 2 2
t
u ( x, t ) Bn sin
e l2
l
The general solution is
u ( x, t ) Bn sin
n x
n 2 2 2
t
(3)
l2
e
n 1 l
Apply (iii) in (3) we get,
52
u ( x, 0) Bn sin
n x
n 1 l
f ( x) Bn sin
n x
(4)
n 1 l
(4) Represents half rangesine series
nx
where Bn (2 x 20) sin
2
l
dx
l 0 l
2u l nx l2 nx
l
40
n
1 4(1) n
Substituting in (3)
4u0 1
1 4(1) sin 30 e
nx 2
n 2 ( 2 n 1) 2 t
(3) u ( x, t ) n
n1. n
900
x
d u
2
2 0
dx
u ( x) ax b (2)
Now the boundary conditions are
(i) u (0) 20
(ii ) u 10 40
Applying (i) in (2) we get
b = 20
(2) u ( x) ax 20 (3)
Applying (ii) in (3) we get
a2
(3) u ( x) 2 x 20
Hence the steady state, the temperature function is given by
u ( x ) 2 x 20
54
and is a
t x 2
function of x alone and satisfying the conditions
us 0 50 & us 10 10 & ut ( x, t ) is a transient solution satisfying (5)
which decreases at t increases.
To find us x :
55
us x a1 x b1 (6)
Applying the condition u s 0 b1 50
6 a1 x 50 (7)
Applying the condition u s (10) 10a1 50 10
a1 4
(7) us ( x ) 4 x 50
To find ut x, t :
u x , t u s x ut x , t
ut x, t u ( x, t ) us x (9)
56
i ut 0, t 0
ii ut 10, t 0
iii ut x, 0 6 x 30
Applying the first two conditions we get the general solution as
ut x, t bn sin
n x
n 2 2 2
10
t
e 100
n 1 10
Applying the (iii) in equation (10) we get
ut x, 0 bn sin
n x
6 x 30
n 1 10
n x
bn 6 x 30 sin
2
10
dx
10 0 10
n x
x 5 sin
6
10
dx
50 10
n x 10 n x 100
x 5 cos
6
10
. sin .
5 10 n 10 n 2 2 0
6 50
1
50
n
5 n n
1 1
60
n
n
0 :n is odd
120
n : n is even
10 ut x, t
120 n x
n 2 2 2
11
t
100
sin e
n 2,4,6,.. n 10
Substitute (8) and (11) in (5) we get
120 n x
n 2 2 2
u x, t 4 x 50
100
t
sin e
n 2,4,6,.. n 10
57
x
A p p ly ( ii ) in (1) w e g e t
u 0, t
B p e p t 0
2 2
x
B 0, p 0 & e p 2t
0
2
s in a p 0
n
p
a
n
s u b s titu te th is v a lu e o f p & B 0 in A w e g e t
a
n x
u x, t A co s
2 n 2 2
t
e a2
a
T h e g e n e ra l s o lu tio n is
n x
u x, t
2 n 2 2
t
An c o s e a2
n0 a
n x
2 n 2 2
A0
t
An c o s e a 2
n 1 a
58
n 1 a
an cos
n x
x a x
a0
2 n 1 a
a0 x a x dx
2
a
a0
ax x 2 dx
2
a
a0
2 ax 2 x 3
a
a 2 3 0
2 a 3 a 3 2a 3 a 2
a 2 3 6a 3
n x
an f x cos
2
a
dx
a0 a
a 0
2
n x
a
ax x 2
cos dx
a
ax x sin
2 n x a n x a 2 n x a 3
a 2 x cos
a
. . 2 sin .
a n3 3 0
2
a a n a n 2 2
2 a3 a3
2 2
1
a n 2 2
n
n
2 2 1 1
2a 2 n
n
4a 2
: n is even
n 2 2
0 : n is odd
2 2 cos
n x
2 n 2 2
u x, t
a2
4a 2 t
e a2
6 2,4,6,... n a
59
u 2 u
2
x
Apply ii in 2 we get
u 0, t
Bpe p 2t
0
2
x
B 0, p 0 & e p 2t
0
2
2 u x, t A cos pxe p 2t
3
2
cos pl 0
pl an odd multiple of
2
pl 2n 1
2
p
2n 1
2l
60
u x, t
A cos
2n 1 x e 2 2 n 12 2
4l 2
t
4
2l
Apply iv in 4 we get ,
n 1
u x, 0 An cos
2n 1 x u
2l
0
2n 1 x ... 5
n 1
x 3 x
u0 A1 cos A2 cos ... An cos
2l 2l 2l
2n 1 x
Multiplying both sides of (5) by cos and then integrating
2l
from 0 to l we get
2n 1 x x 2n 1 x 3 x 2n 1 x dx
u0
l l l
cos dx A cos cos dx A cos cos
2l 2l 2l 2l 2l
1 2
2n 1 x dx
0 0 0
0
2l
0
2l
Hence the equation (6) reduces to
2n 1 x dx A 2n 1 x dx
u cos
l l
cos 2
2l 2l
0 n
0 0
61
2n 1 x
l
L.H .S . u0 cos
l
2n 1 x sin
dx 2l
2 l 2 n 1 x
0
0
2l
2lu0 2n 1
2n 1
sin
2
2lu0
sin n
2n 1 2
2lu0
2n 1 sin n cos 2 cos n sin 2
1
2lu0
2n 1
n 1
R.H .S An cos 2
l
2n 1 x dx
2l
1 cos 2n 1 x
0
An 1
l
dx
0
2 l
2n 1 x
l
sin
A l
n x
2 2n 1
l 0
Al
n
2
1 n
2lu0 Al
2n 1
n 1
2
4u0 1
n 1
An
2n 1
4u0 1 2n 1 x
4 u x, t
n 1 2 n 12 2
2 t
2n 1
cos e 4l 2
n 1 2l
62
But in steady state
u ( x, t ) u ( x )
u
0
t
2 u 2u
2 2 0
2
x y
2u 2u
0 2 0
x 2 y 2
Which is the Laplace equation in two dimensions.
63
64
u ( x, y ) B sin nx Ce ny De ny (3)
Applying (iii) in eqn (3)
u ( x, ) B sin
nx
l
Ce De 0
B sin
nx
l
Ce 0 e 0
nx
Here, B 0 , sin 0 , e 0
l
C 0
Substitute C=0 in eqn (3)
nx
ny
u ( x, y ) B sin De l
l
nx l
ny
BD sin e (4)
l
The most general solution is
65
u ( x, y ) Bn sin
nx l
ny
e (5)
n 1 l
Applying condition (iv) in eqn (5)
u ( x,0) Bn sin
nx
f ( x ) ( 6)
n 1 l
To find Bn then we expand f (x) as a Fourier half range sine
series in (0, 10)
f ( x ) bn sin
nx
(7 )
n 1 l
nx
Where n l
2
l
b f ( x ) sin dx
0
l
Substituting this value in (5) , we get the required solution as
u ( x, y ) f ( x) sin
2 nx nx
l ny
sin e l
dx
n 1 l 0 l l
66
67
n x n10 y
u x, y B sin 3
n y
Ce De 10
10
Applying (iii) in eqn (3)
nx
u ( x, ) B sin
10
Ce
De 0
B sin
nx
10
Ce 0 e 0
nx
Here, B 0 , sin 0 , e 0
10
C 0
Substitute C=0 in eqn (3)
nx
ny
u ( x, y ) B sin De 10
10
nx 10
ny
BD sin e ( 4)
10
The most general solution is
u ( x, y ) Bn sin
nx
ny
e 10
(5)
n 1 10
Applying condition (iv) in eqn (5)
u ( x,0) Bn sin
nx
4(10 x x 2 ) (6)
n 1 10
To find Bn then we expand f (x) as a Fourier half range sine series
in (0, 10)
f ( x) bn sin
nx
(7)
n 1 l
nx
Where bn l f ( x) sin l dx
2
l
68
nx
Bn 4(10 x x 2 ) sin
2
10
dx
10 0 10
5 n 2 2 n 3 3
10 100 1000 0
4 2000 2000
3 3 (1) 3 3
n
5 n n
1600
3 3 1 (1) n
n
3200
, for n is odd
Bn n 3 3
0 , for n is even
3200 1 nx 10
ny
u ( x, y ) sin e
3 n 1, 3,.. n 3
10
69
70
u 10, y B sin10 p Ce py De py
0 B sin10 p Ce py De py , Here Ce py De py 0, B 0
sin10 p 0
sin10 p sin n
10 p n
n
p
10
n x n10 y
u x, y B sin 3
n y
Ce De 10
10
Applying (iii) in eqn (3)
u ( x, ) B sin
nx
10
Ce De 0
B sin
nx
10
Ce 0 e 0
nx
Here, B 0 , sin 0 , e 0
10
C 0
Substitute C=0 in eqn (3)
nx
ny
u ( x, y ) B sin De 10
10
nx 10
ny
BD sin e (4)
10
The most general solution is
u ( x, y ) Bn sin
nx 10
ny
e (5)
n 1 10
Applying condition (iv) in eqn (5)
71
u ( x,0) Bn sin
nx
f ( x ) ( 6)
n 1 10
To find Bn then we expand f (x) as a Fourier half range sine
series in (0, 10)
f ( x ) bn sin
nx
(7 )
n 1 l
nx
2
l
Where b f ( x ) sin dx
l 0 l
n
72
nx
f ( x ) sin
1
10
dx
50 10
1 nx nx
20 x sin dx 20(10 x) sin
10 10
dx
5 0 10 5
10
10 nx 100 nx
5
x. cos (1 ) sin
n 10 n 2 2 10 0
4 10
(10 x ). 10 n x 100 n x
cos ( 1 ) sin
n 10 n 2
2
10 5
50 n 100 n 50 n 100 n
4 cos 2 2 sin (0 0) (0 0) cos 2 2 sin
n 2 n 2 n 2 n 2
800 n
2 2 sin
n 2
An 0 if n 2,4,6.....
800 (2n 1)
An sin
(2n 1) 2 2 2
800 1 n nx 10
ny
(5) u ( x, y ) sin sin e
2 n 1, 3, 5... n
2
2 10
u ( x, y ) 2
800 1 (2n 1) (2n 1)x
( 2 n 1)y
sin sin e
n 1 (2n 1)
10
2
2 10
73
74
u ( , y ) B sin p (Ce py De py )
0 B sin p (Ce py De py ), here (Ce py De py ) 0, B 0
sin p 0
sin p sin n
p n
pn n 1,2,3......
u ( x, y ) B sin nx Ce ny De ny (3)
Applying (iii) in eqn (3)
u ( x, ) B sin nx Ce De 0
B sin nxCe 0
e
0
nx
Here, B 0 , sin 0 , e 0
10
C 0
Substitute C=0 in eqn (3)
u ( x, y ) B sin nxDe ny
BD sin nxe ny ( 4)
The most general solution is
n 1
75
f ( x) bn sin nx
(7 )
n 1
2
l
2
u sin nxdx
0
0
2u cos nx
0
n 0
0 when n is even
4u0 (6)
when n is odd
n
Substituting (6) in (5), we get
4u 0
sin nx ny
u ( x, y ) e
n 1,3,5... n
when n is odd only
4u 0 sin(2n 1) x ( 2 n 1) y
u ( x, y ) e
n 1 (2n 1)
x
u ( x,0) 100 sin , 0 x 8, while the two long edges x=0
8
and x=l as well as the other short edge are kept at 00 C. Find
the temperature function u ( x, y ) in the steady state at any
point of the plate.
Solution:
Let u ( x, y ) be the temperature at any point (x , y) in the
steady state. Then u satisfies the differential equation
2 u 2u
0 .
x 2 y 2
The boundary conditions are
(i) u (0, y ) 0, y
(ii) u (8, y ) 0 y
(iii) u ( x, ) 0 , 0 x8
x
(iv) u ( x,0) 100 sin 0 x8
8
The correct solution should be
u ( x, y ) ( A cos px B sin px)(Ce py De py ) (1)
Applying (i) in (1), we get
u (0, y ) A(Ce py De py ) 0
A0
Substitute A = 0 in eqn(1)
u x, y B sin px Ce py De py 2
Applying (ii) in (2) , we get
77
8
8
Applying (iii) in eqn (3)
nx
u ( x, ) B sin
8
Ce De 0
B sin
nx
8
Ce 0 e 0
nx
Here, B 0 , sin 0 , e 0
8
C 0
Substitute C=0 in eqn (3)
nx
ny
u ( x, y ) B sin De 8
8
nx 8
ny
BD sin e (4)
8
The most general solution is
u ( x, y ) Bn sin
nx
ny
e 8
(5)
n 1 8
78
u ( x,0) Bn sin
nx
n 1 8
Bn sin
nx nx
100 sin
8 n1 8
A1 100, A2 A3 .... 0
x y
u ( x, y ) 100 sin
e 8
8
79
(iii) u ( , y ) 0
20 y 0 y5
(iv) u ( 0, y ) f ( y ) say
20(10 y ) 5 y 10
The correct solution should be
u ( x, y ) Ae px Be px C cos py D sin py (1)
Applying (i) in (1), we get
u ( x,0) Ae px Be px C 0
C 0
Substitute C = 0 in eqn(1)
u ( x, y ) Ae px Be px D sin py ( 2)
Applying (ii) in (2) , we get
u ( x,10) Ae px Be px D sin 10 p
0 Ae px Be px D sin 10 p
Here Ae px Be px 0, D 0
sin 10 P 0
10 p n
n
p
10
n10x nx
nx
u ( x, y ) Ae Be 10 D sin (3)
10
Applying (iii) in eqn (3)
u (, y ) Ae Be D sin
nx
0
10
Ae 0 e 0
ny
Here, D 0 , sin 0 , e 0
10
80
A 0
Substitute A=0 in eqn (3)
ny
nx
u ( x, y ) D sin Be 10
10
ny 10
nx
BD sin e ( 4)
10
The most general solution is
u ( x, y ) Bn sin
ny 10
nx
e (5)
n 1 10
Applying condition (iv) in eqn (5)
u ( x,0) Bn sin
ny
f ( y ) ( 6)
n 1 10
To find Bn then we expand f ( y ) as a Fourier half range sine
series in (0, 10)
f ( y ) bn sin
ny
(7 )
n 1 l
ny
Where n l
2
l
b f ( y ) sin dy
0
l
81
ny
f ( y ) sin
1
10
dy
50 10
1 ny ny
20 y sin dy 20(10 y ) sin
10 10
dy
5 0 10 5
10
10 ny 100 ny
5
x. cos (1 ) sin
n 10 n 2 2 10 0
4 10
(10 x ). 10 n y 100 n y
cos (1) 2 2 sin
n 10 n 10 5
50 n 100 n 50 n 100 n
4 cos 2 2 sin (0 0) (0 0) cos 2 2 sin
n 2 n 2 n 2 n 2
800 n
2 2 sin
n 2
An 0 if n 2,4,6.....
800 (2n 1)
An sin
(2n 1) 2 2 2
800 1 n ny 10
nx
(5) u ( x, y ) sin sin e
2 n 1, 3, 5... n 2
2 10
u ( x, y ) 2
800 1 (2n 1) (2n 1)y
( 2 n 1)x
sin sin e
n1 (2n 1) 2
10
2 10
82
83
u x, y B sin px Ce py De py 2
Apply (ii ) in 2 we get ,
u l , y B sin pl Ce py De py
0 B sin pl Ce py De py , Here Ce py De py 0, B 0
sin pl 0
sin pl sin n
pl n
n
p
l
n x nl y
u x, y B sin 3
n y
Ce De l
l
Apply (iii) in (3) we get
84
n x
u x, 0 B sin C D
l
n x
0 B sin C D
l
n x
C D 0. sin ce sin 0, B 0
l
D C
n x nl y
3 u x, y B sin
n y
C e e l
l
n x 1 nl y
u x, y 2 BC sin
n y
. e e l
l 2
1 nl y n y
n y
Consider Bn 2 BC , and e e l sinh
2 l
n x n y
u x, y Bn sin sinh
l l
Most general solution is
u x, y Bn sin
n x n y
4
sinh
l l
Aplly iv in 4 we get
n 1
u x, l Bn sinh n .sin
n x
n 1 l
f x bn sin
n x
5 where bn Bn sinh n
n 1 l
(5) represents Half range Fourier Sine series
85
nx
bn f ( x) sin
2
l
dx
l 0 l
nx
Bn sinh n f ( x) sin
2
l
dx
l 0 l
nx
2
l
Bn f ( x) sin dx
l sinh n 0
l
Substituting this value of Bn in (4), we get the required temperature
distribution.
Ce De
l
l
Apply (iii) in (3) we get
87
n x
u x, 0 B sin C D
l
n x
0 B sin C D
l
n x
C D 0. sin ce sin 0, B 0
l
D C
n x nl y
3 u x, y B sin
n y
Ce e l
l
n x 1 nl y
u x, y 2 BC sin
n y
. e e
l
l 2
1 nl y n y
n y
Consider Bn 2 BC , and e e sinh
l
2 l
n x n y
u x, y Bn sin sinh
l l
Most general solution is
u x, y Bn sin
n x n y
4
sinh
l l
Aplly iv in 4 we get
n 1
u x, l Bn sinh n .sin
n x
n 1 l
f x bn sin
n x
5 where bn Bn sinh n
n 1 l
(5) represents Half range Fourier Sine series
nx
bn f ( x) sin
2
l
dx
l 0 l
88
n x
(lx x 2 ) sin
2
l
l 0 l
lx x 2
2 n x n x l 2 n x l 3
l 2 x sin
l
l
cos . 2 cos
l n l l n 2 2 l n3 3 0
8l 2
2 l 3
2l 3
4l 2
, n is odd
2(1) n 3 3 3 3 3 3 1 (1) n n3 3
l n n n 0,
n is even
8l 2
cos echn : n is odd
Bn n3 3
0
: n is even
n x n y
l 20 u x, y
3200
1
cos echn sin sinh
3 n 1,3,5,.. n
3
20 20
00 c
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(i) u (0, y ) 0 , 0 y a
(ii) u (a, y ) 0, 0 y a
(iii) u ( x, 0) 0, 0 x a
x
(iv) u ( x, a ) 4sin,0 x a
3
a
The correct solution should be
u ( x, y ) ( A cos px B sin px)(Ce py De py ) (1)
Applying (i) in (1), we get
u (0, y ) A(Ce py De py ) 0
A0
Applying (ii) in (2), we get
u x, y B sin px Ce py De py 2
Apply (ii ) in 2 we get ,
u a, y B sin pl Ce py De py
0 B sin pl Ce py De py , Here Ce py De py 0, B 0
sin pa 0
sin pa sin n
pa n
n
p
a
n x na y
u x, y B sin 3
n y
Ce De
a
a
90
u x, y Bn sin
n x n y
4
sinh
a a
Aplly iv in 4 we get
n 1
u x, a Bn sinh n .sin
n x
n 1 a
91
Apply iv in 4 we get
n x 2 x 3 x
u x, a B1 sinh sin B2 sinh 2 sin B3 sinh3 sin ...
a a a
x n x 2 x 3 x
4sin3 B1 sinh sin B2 sinh 2 sin B3 sinh3 sin ...
a a a a
1 x 3 x n x 2 x 3 x
4. 3sin sin B sinh sin B sinh 2 sin B sinh3 sin ...
4 a a a a a
1 2 3
Solution:
Let us take the sides of the plate be l a .Let u ( x, y )
2u 2u
satisfies the Laplace equation x 2 y 2 0
The boundary conditions are
(i) u (0, y ) 0, 0 y b
(ii) u ( a , y ) 0 , 0 y b
(iii) u ( x, b) 0 , 0 x a
(iv) u ( x, 0) x a x ,0 x a
The correct solution should be
u ( x, y ) ( A cos px B sin px)(Ce py De py ) (1)
92
93
n x na b
u x, b B sin
n b
Ce De
a
a
n x na b n b
0 B sin
Ce De
a
a
n b n b
n x
De 0. sin ce sin 0, B 0
Ce a a
a
2 n b
D Ce a
n x na y
3 u x, y B sin
2 n b n y
Ce Ce e
a a
a
n x 1 na b n ( ay b )
u x, y 2 BC sin
n ( y b )
e
. e e a
a 2
n b
1 n ( ay b ) n ( y b )
n ( y b)
Consider Bn 2 BCe e
a
, and e a
sinh
2 a
n x n ( y b)
u x, y Bn sin sinh
a a
Most general solution is
u x, y Bn sin
n x n ( y b)
4
sinh
n 1 a a
Apply (iv ) in (4) we get
u x, 0 Bn sin
n x n b
sinh
n 1 a a
f ( x) bn sin
n x n b
, where bn Bn sinh
n 1 a a
n x
bn f ( x ) sin
2
a
dx
a0 a
94
n x
(lx x 2 ) sin
2
a
dx
a0 a
ax x 2
2 n x n x a 2 n x a 3
a 2 x sin
a
l
cos . 2 cos
a n a l n 2 2 a n3 3 0
8a 2
2 a 3
2l 4a 3 2
, n is odd
2(1) n 3 3 3 3 3 3 1 (1) n n3 3
a n n n 0,
n is even
A0
Substitute A = 0 in eqn(1)
u x, y B sin px Ce py De py 2
Apply (ii ) in 2 we get ,
u 10, y B sin10 p Ce py De py
0 B sin10 p Ce py De py , Here Ce py De py 0, B 0
sin10 p 0
sin10 p sin n
10 p n
n
p
10
n x na y
u x, y B sin 3
n y
Ce De
a
a
Apply (iii) in (3) we get
96
n x na b
u x, b B sin
n b
Ce De
a
a
n x na b n b
0 B sin
Ce De
a
a
n b n b
n x
De 0. sin ce sin 0, B 0
Ce a a
a
2 n b
D Ce a
n x na y
3 u x, y B sin
2 n b n y
Ce Ce e
a a
a
n x 1 na b n ( ay b ) n ( ay b )
u x, y 2 BC sin . e e e
a 2
n b
1 n ( ay b ) n ( ay b ) n ( y b)
Consider Bn 2 BCe a
, and e e sinh
2 a
n x n ( y b)
u x, y Bn sin sinh
a a
Most general solution is
u x, y Bn sin
n x n ( y b)
4
sinh
n 1 a a
Apply (iv) in (4) we get
u(x,0) Bn sin
n x nb 4 x 3 x
sinh 5sin 3sin
n1 a a a a
x b 2 x 2b 3 x 3b 4 x 4b 4 x 3 x
B1 sin sinh B2 sin sinh B3 sin sinh B4 sin sinh .... 5sin 3sin
a a a a a a a a a a
97
3 b 3 x 3 4 b 4 x 4
u ( x , y ) 3 cos ech sin sinh ( y b ) 5 cos ech sin sinh ( y b)
a a a a a a
6. A square plate is bounded by the lines x=0, x=a, y=0 and y=b.
Its faces are insulated and the temperature along y=b is kept at
1000C, while the other three edges are kept at 00 C. Find the
steady state temperature in the plate.
Solution:
2u 2u
Let u ( x, y ) satisfies the Laplace’s equation 2 2 0 (1)
x y
The boundary conditions are
(i) u (0, y ) 0 0 , 0 y b
(ii) u ( a , y ) 0 0 , 0 y b
(iii) u ( x ,0) 0 0 , 0 x a
(iv) u ( x, b ) 100 0 , 0 x a
The correct solution should be
u ( x, y ) ( A cos px B sin px)(Ce py De py ) (2)
Applying (i) in (2), we get
u (0, y ) A(Ce py De py ) 0
A0
Applying (ii) in (2), we get
98
u (a, y ) B sin pa Ce py De py
0 B sin pa Ce py De py
Here Ce py De py 0, B 0
sin pa 0
pa n
n
p
a
nx
ny ny
u ( x, y ) B sin Ce Be a (3)
a
a
Apply (iii) in (3) we get
nx
u ( x,0) B sin (C D)
l
nx
0 B sin (C D)
l
nx
C D 0, sin ce sin 0, B 0
l
D C
nx a
ny ny
(3) u ( x, y ) B sin C e e a
a
nx ny
u ( x, y ) B sin
C.2 sin
a a
Consider Bn 2 BC
nx ny
u ( x, y ) Bn sin sinh
a a
The most general solution is
u ( x, y ) Bn sin
nx ny
sinh ( 4)
n 1 a a
Applying condition (iv) in (4)
99
u ( x, b) Bn sin
nx nb
sinh
n 1 a a
100 Bn sin
nx nb
sinh
n 1 a a
nb
where bn Bn sinh
a
bn
Bn
nb
sinh
a
100 bn sinh
nb
(5)
n 1 a
(5) represents Half range Fourier Sine series
nx
bn f ( x) sin
2
a
dx
a0 a
nb 2 nx
100 sin
a
Bn sinh dx
a a0 a
nx
a
cos
Bn
200 a
nb n
a sinh
a a 0
200
nb n
a
(1) n 1
a sinh
a
Bn
200
nb
(1) n 1
n sinh
a
100
When n is odd , Bn 0
400
When n is even Bn
nb
n sinh
a
Substituting this value of Bn in (4), we get the required temperature
distribution.
400 nx ny
u ( x, y ) sin sinh
nb a a
n 1, 3, 5..
n sinh
a
101
u ( x, y ) Ae px Be px C cos py D sin py (1)
Applying (i) in (1), we get
u ( x,0) Ae px Be px C 0
C 0
Substitute C = 0 in eqn(1)
u ( x, y ) Ae px Be px D sin py ( 2)
Applying (ii) in (2) , we get
u ( x, b) Ae px Be px D sin bp
0 Ae px Be px D sin 10 p
Here Ae px Be px 0, D 0
sin bP 0
bp n
n
p
b
nbx nx
nx
u ( x, y ) Ae Be b D sin (3)
b
Applying (iii) in eqn (3)
ny
u (0, y ) A B D sin 0 A B 0
b
B A
(4) reduces to
nx ny
u ( x, y ) Bn sinh sinh n 1,2,3.....
b b
Hence the most general form of the solution is
u ( x, y ) Bn sinh
nx ny
sin ( 4)
n 1 b b
102
100 Bn sinh
na ny
sin ( 6)
n 1 b b
na 2 ny
100 sinh
b
Bn sinh dy
b b0 b
200 b ny 200 b
b
cos 1 ( 1)
b 0
n
b n b n
0 , n is odd
400
, n is even
n
Bn 0 if n is even
400
, n is odd
na
n sinh
b
400
1 nx ny
(5) u ( x, y ) sinh sin
na b b
n1, 3, 5...
n. sinh
b
400
1 (2n 1)x (2n 1)y
u ( x, y ) sinh sin
(2n 1)a b b
n 1
(2n 1). sinh
b
103
104
u1 (0, y) 0 u2 (x,0) 0
u1 (a, y) 0 u2 (x, b) 0
u1 (x,0) 0 u2 (0, y) 0
u1 (x, b) 1000 C (2) u2 (a, y) 1000 C (3)
u ( x, y ) Bn sinh
nx ny
sin ( 4)
n 1 a a
Now u1 ( x, y ) Bn sinh
nx nb
sin
n 1 a a
By applying the last boundary condition in (2)
100 Bn sinh
nb nx
sin
n1 a a
105
nb 2 nyx
100 sinh
a
Bn sinh dx
a a0 a
200 nx 200
a
cos 1 (1) n
n a 0 n
0 , n is odd
400
, n is even
n
Bn 0 if n is even
400
, n is odd
na
n sinh
b
400
1 ny nx
(5) u1 ( x, y ) sinh sin
nb a a
n 1, 3, 5...
n. sinh
a
400
1 (2n 1)x ( 2n 1)y
u1 ( x, y ) sinh sin
(2n 1)b a a
n 1
( 2n 1).sinh
a
Similarly we get
400
1 (2n 1)x (2n 1)y
u 2 ( x, y ) sinh sin
(2n 1)a b b
n 1
(2n 1). sinh
b
u ( x, y ) u1 ( x, y ) u 2 ( x, y )
106