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Ma3351 Tpde Notes

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Ma3351 Tpde Notes

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UNIT – I

PARTIAL DIFFERENTIAL EQUATION

A partial Differential Equation is an equation involving a function of two


or more variables and some of its partial derivatives. Therefore a PDE contains
one dependent variable and more than one independent variable. Hence the
main difference between partial and ordinary differential equation is the number
of independent variables involved in the equation.
The order of a PDE is the order of the highest partial derivatives
occurring in the equation.
FORMATION OF PARTIAL DIFFERENTIAL EQUATIONS:
There are two methods to form a PDE.
1. By Elimination of arbitrary constants.
2. By Elimination of arbitrary functions.
1. Formation of PDE by elimination of arbitrary constants:
Let f (x, y, z, a,b) =0 − − − − − − − (1) be an eqn which contains two
arbitrary constants a and b. To eliminate this two constant we need atleast
three eqn. Therefore partially differentiating eqn (1) w.r.to x and y, we get
two more eqn.
From these three eqn we can eliminate a and b. Similarly , for eliminating
three constants we need four equations and so on.
We use the following notations
∂z ∂z ∂2 z ∂2 z ∂2 z
p= , q= ,r = 2 ,s= ,t = 2
∂x ∂y ∂x ∂x∂y ∂y
PROBLEMS:
1. Form the PDE by eliminating the arbitrary constants from
( )(
z = x2 + a y 2 + b . )
Sol:
(
2 2
)(
Given z = x + a y + b ....(1))
Diff (1) partially w.r.to x and y
From (2) and (3) we get,

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(
p = 2x y2 + b ) .....( 2 )
q = 2 y (x 2
+ a) .....( 3 )
p
= y2 + b .....( 4 )
2x
q
= x2 + a ......( 5 )
2y

Substituting (4) and (5) in (1) , we get,

p q
z=
2x 2 y

⇒ pq = 4 xyz

2. From a PDE by eliminating the arbitrary constants a and b from


log(az −1) = x + ay + b .
Sol:
Given log(az −1) = x + ay + b ……(1)
Diff (1) partially w.r.to x and y
From (2)and (3),
ap
=1 .....( 2)
az − 1
aq
=a .....( 3)
az − 1
ap = ( az − 1)
1
⇒a= .....( 4)
z− p
q = ( az − 1) .....( 5)
Substituting (4) and (5)
z
q= −1
z− p
⇒ q( z − p) = p
⇒ p (q + 1) = zq

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3. Form a PDE by eliminating arbitrary constants a,b,and c from


z = ax + by + cxy.
Sol:
Given z = ax + by + cxy .....(1)
Diff (1) partially w.r.to x and y,
p = a + cy .....( 2)
q = b + cx .....( 3)
∂2z
s= = c .....( 4)
∂x ∂ y

From (1) , (2) ,(3)we cannot eliminate the arbitrary constants,


So diff (2) and (3) partially w.r.to x and y
∂2z
r = 2 =0 .....(5)
∂x
∂2z
t = 2 = 0 .....(6)
∂y
Sub (4) in (3) , we get
q = b + sx
⇒ b = q − sx .....(7)
Sub (4) in (2) , we get
p = a + sy
⇒ a = p − sy .....(8)
Sub (7), (8), and (4) in (1) , we get
z =( p − sy)x + (q − sx) + sxy.
4. Form a PDE by eliminating the arbitrary constants a and b from
(x − a )2 + ( y − b)2 = z 2 cot2 α .
Sol:
Given (x −a) +( y −b) =z cot α.
2 2 2 2
……(1)
Diff (1) partially w.r.to x and y

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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)

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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

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p
=1
q
⇒ p=q

Formation of PDE by elimination of arbitrary functions:


The elimination of one arbitrary function from a given relation
gives a PDE of first order while elimination of two arbitrary function
from a given relation gives a second or higher order PDE.

(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)

From (2) and (3) , we get


p −q
=
2x 2 y
⇒ py = − qx
py + qx = 0 .

 xy 
11. Eliminate the arbitrary function f from z = f   and form the PDE.
z

Sol:
 xy 
Given z = f  
 z 

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 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

12.Form the PDE by eliminating the arbitrary functions f and g from


z = f (2x + y) + g(3x − y)

Sol:Given z = f (2x + y) + g(3x − y) ……(1)

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.

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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

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p = f ' ( x 2 + y 2 ).2 x .....(2)


q = f ' ( x 2 + y 2 ).2 y .....(3)
From (2) and (3)
py − qx = 0
 y
z = f 
16. Form the PDE from  x
Sol:
 y
z= f  .....(1)
Given  x
Diff partially w.r.to x and y
− y
p = f '. 2  .....(2)
x 
1
q = f '.  .....(3)
 x
From (2) and (3) we get
p − y
=
q x
⇒ px + qy = 0

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

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18. Form the PDE from ax+ by+ cz = φ(x2 + y2 + z2 )


Sol:
2 2 2
Given ax+ by + cz = φ(x + y + z ) .....(1)
Diff partially w.r.to x and y
a + cp=φ ' (x2 + y2 + z2 ) (2x + 2zp) .....(2)
b + cq=φ ' (x2 + y2 + z 2 ) (2y + 2zq) .....(3)
From (2) and (3)
a + cp x + zp
=
b + cq y + zq
(a + cp) y + (aq + bp) z = (b + cq) x

19. Form the PDE by eliminating the arbitrary functions from


z = f (2x + 3y) + g(2x + y)
Sol:
Given z = f (2x +3y) + g(2x + y) ......(1)
Diff partially w.r.to x and y
p = f ' ( 2 x + 3 y ). 2 + g ' ( 2 x + y ). 2
q = f ' ( 2 x + 3 y ). 3 + g ' ( 2 x + y ). 1
r = f ' '(2x + 3y).4 + g ' '(2x + y).4 .....(2)
s = f '' (2x + 3y).6 + g '' (2x + y).2 .....(3)
t = f ' '(2x + 3y).9 + g ' '(2x + y) .....(4)
Eliminating f and g from (2) , (3),(4)
3r − 8 s + 4t = 0
2 2
20. Form the PDE from z = x f (y) + y g(x)
Sol:
2 2
Given z = x f ( y) + y g(x) ....(1)
Diff partially w.r.to x and y
p = 2 x f ( y ) + y 2 g ' ( x)
q = x 2 f ' ( y ) + 2 y g ( x)

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r = 2 f ( y ) + y 2 g ' ' ( x) .....( 2)


s = 2 x f ' ( y ) + 2 y g ' ( x) .....(3)
t = x 2 f ' ' ( y ) + 2 g ( x) ......( 4)
Eliminating f and g from (2), (3) and (4)
2q 2 p 4 z
s= + −
x y xy
4 z = 2 yq + 2 px − sxy
21. Form the PDE from z = f ( y) + φ ( x + y + z)
Sol:
Given z = f (y) +φ(x + y + z) .....(1)
Diff partially w.r.to x and y
p = (1+ p) φ ' .....(2)
q =(1+ q) φ ' ....(3)
r = φ '.(r) + (1+ p)2 φ ' ' .....(4)
s =φ '.(s) + (1+ p)(1+ q) φ ' ' .....(5)
t = f ' '+t . φ ' + (1+ q)2 φ ' ' .....(6)
r φ ' . ( r ) + (1 + p ) 2 φ ' '
=
s φ '. ( s ) + (1 + p )(1 + q ) φ ' '
(1 + q ) .r = (1 + p ) .s

22. Form the PDE from z = f (x + t) + g(x − t)


Sol:
Given z = f (x + t) + g(x − t) ....(1)
Diff partially w.r.to x and y
p = f '+ g '
q = f '− g '
r = f ' '+ g ' ' .....( 2 )
s = f ' '− g ' ' .....( 3 )
t = f ' '+ g ' ' .....( 4 )
From (2),(3) and (4)

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r − t = f ' ' + g ' ' − f ' '− g ' '


r − t =0

Formation of PDE by eliminating the function φ from φ(u, v) =0 where u


and v are functions of x , y and z.
Let φ(u,v)=0 …..(1) be a given function of u and v.
Diff (1) partially w.r.to x and y we get,
∂φ ∂u ∂φ ∂v
+ =0 .....(2)
∂u ∂x ∂v ∂x
∂φ ∂u ∂φ ∂v
+ =0 .....(3)
∂u ∂y ∂v ∂y
∂φ ∂φ
To eliminate φ , it is enough to eliminate and
∂u ∂v
Eliminating φ from (2) and (3) , we get
∂u ∂v
∂x ∂x = 0
∂u ∂v …..(4)
∂y ∂y
The above four partial derivatives can be derived from u and v.
2
23. Form the PDE by eliminating f, from f (xy+ z , x + y + z)=0.

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

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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. )

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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

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(ny− mz) p + (zl − xn)q =(xm− yl)


(
27. Form the PDE from φ x + y + z, x + y
2 2
)
− z2 = 0
Sol:
Given eqn is of the form φ(u,v)=0
u=x + y + z , v= x2 + y2 + z2
ux =1 , vx =2x
uy =1 , vy =2y
uz =1 , vz =2z
1 2y
P= = −2 z − 2 y = − 2 ( z + y )
1 − 2z
1 − 2z
Q= = 2 x + 2 z = 2( x + z )
1 2x
1 2x
R= = 2 y − 2 x = 2( y − x )
1 2y
The solution is Pp + Qq = R
(y + z) p −(x + z)q=(y − x)
28. Form the PDE from f (x2 + y2 + z2 , xyz)
Sol:
Given eqn is of the form φ(u, v) = 0
u = x2 + y2 + z2 , v = xyz
ux = 2x , v x = yz
uy =2y , v y = xz
uz = 2z , v z = xy
2y xz
P= = 2 xy 2 − 2 xz 2 = 2 x ( y 2 − z 2 )
2z xy
2z xy
Q= = 2 yz 2 − 2 yx 2 = 2 y ( z 2 − x 2 )
2x yz
2x yz
R= = 2 zx 2 − 2 zy 2 = 2 z ( x 2 − y 2 )
2y xz
The solution is Pp + Qq = R

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x(y2 − z2 ) p + y(z2 − x2 )q= z(x2 − y2 )


29. Form the PDE from φ(x− y, x+ y+z)=0
Sol:
Given eqn is of the form φ (u , v ) = 0
u=x − y ,v = x + y + z
u x =1 , v x =1
uy = −1 , v y =1
uz = 0 , v z =1
−1 1
P = = −1 − 0 = −1
0 1
0 −1
Q = = 0 + 1 = 1
1 1
1 1
R = = 1+ 1 = 2
−1 1
Pp + Qq = R
The solution is
− p −q=2
p + q + 2=0
TYPES OF SOLUTION
COMPLETE INTEGRAL (OR) COMPLETE SOLUTION:
A solution in which the number of arbitrary constants is equal to
the number of independent variables is called Complete Integral (or)
Complete Solution.
PARTICULAR SOLUTION:
In Complete integral if we give particular values to the
arbitrary constants we get Particular Solution.
SINGULAR SOLUTION:
Let f (x, y, z, p,q)=0be a PDE whose complete integral is
φ(x, y, z, a,b)=0 .....(1)
Diff (1) partially w.r.to a and band then equate to zero, we get

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∂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)

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Sub (3) in (1) , we get


⇒ a 2 + b2 = nab .....(4)
⇒ a 2 − nab + b2 = 0
From (4), we get
nb ± n 2b 2 − 4b 2
a=
2
b
[
⇒ a = n ± n2 − 4
2
]
.....(5)

Sub (5) in (4) , we get


b
[ ]
z = n ± n2 − 4 x + by + c is the complete solution.
2

32. Solve the equation pq + p + q = 0.

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

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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)

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This is the complete solution


To get singular solution:
Diff w.r.to c, both sides
0=1 (impossible)
∴ No singular solution.
To get general solution:
( )
Put c = φ (a) , ⇒ z = ax + 1 − a y + φ (a) .....(4)
2

Diff w.r.to a , we get


 −1 
0= x + 2(1− a) y +φ ' (a) .....(5)
2 a 
Eliminating a from (4) and (5) , we get the general solution

35. Solve q + sin p = 0


Sol:
Given f ( p, q) = q + sin p = 0 ......(1)
Let z=ax+by+c .....(2) be the solution
f ( a, b) = b + sin a = 0
b = − sin a
z = ax − (sin a ) y + c .....(3)
This is the complete solution.
Diff (3) w.r.to c
0=1 (impossible)
∴ No singular solution.
Put c = φ (a ) in (3)
z = ax − (sin a ) y + φ ( a ) .....( 4)
Diff w.r.to a
0 = x − (cos a ) y + φ ' ( a ) .....( 5)
Eliminating a from (4) and (5), we get the general solution.
TYPE 2: CLAIRAUT’S FORM
EQUATION OF THE TYPE z = px + qy + f ( p, q)
Assume that z = ax + by + f (a, b) be the solution. This is solution is
obtained by putting p=a and q=b.
TO FIND SINGULAR INTEGRAL:

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The Complete integral is z = ax + by + f (a, b) .....(1)


Diff (1) partially w.r.to a and b, we get
∂f ( a , b )
0= x + .....( 2)
∂a
∂f ( a , b )
0= y + .....( 3)
∂b
Eliminating a and b from (1) , (2) and (3) gives the Singular Solution.
NOTE:
The above complete solution gives a family of planes. The singular
solution (if it exist) is a surface having the complete solution as its
tangent planes.

36. Find the singular integral of z = px + qy + pq.

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 

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To find the singular solution:


Diff (1) partially w.r.to a and b
b
0= x − −1 .....( 2)
a2
1
0= y + .....( 3)
a
−1
(3) ⇒ a = .....( 4)
y
Sub (4) in (2), we get
b
0= x − −1
1
y2
0 = x − by 2 − 1
by 2 = x − 1
x −1
b= .....( 5 )
y2
Sub (4) and (5) in (1), we get
− x x −1 x −1 1
z= + − +
y y y y
− x + x −1 − x + 1 + 1
=
y
zy =1 − x

38. Solve
z = px+ qy+ 2 pq.

Given z = px+qy+ 2 pq.


This is of Clairaut’s form.
The complete solution is z = ax + by + 2 ab .....(1)
To find the singular integral:
Diff (1) partially w.r.to a and b, and equating to zero ,we get

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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

39. Solve (1− x) p+(2− y)q=3−z .

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

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∂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

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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

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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

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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:

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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

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∂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)

Sub (2) in (1) , we get


1 1
+ = 3z
P Q
P + Q=3zPQ .....(3)

This is of F(z, P,Q) =0 (type 3)

Let z = f ( X + aY) be the solution of (3)

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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

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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 

Let z = f (X + aY) be the solution of (3)

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

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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  

Take the transformation


X = log x Y = log y Z=z
∂X 1 ∂Y 1 ∂Z
= = =1
∂x x ∂y y ∂z
x 1 y 1
= = ∂z = ∂Z
∂x ∂X ∂y ∂Y
∂Z ∂Z
+ =1 .....(1)
∂X ∂Y
P + Q =1
Let z = aX + bY + c .....( 2) be the solution.
f (a,b) = a+b−1=0 ⇒b =1−a ......(
3)
Sub (3) in (2)
z = aX + (1 − a )Y + c
z = a log x + (1 − a ) log y + c
TYPE 6:
m
(
m
) m
( m
EQUATION OF THE FORM F z p, z q = 0 and F x, z p =F y, z q ) ( )
m+1
CASE 1: If m ≠ −1 , Put Z = z
∂ Z ∂ Z ∂z
P= = . = ( m + 1) p
∂x ∂z ∂x
P
= z m p .....(1)
m +1
Q
= z m q .....( 2)
m +1

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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

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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

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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

LAGRANGE’S LINEAR EQUATIONS :

The equation of the form Pp + Qq = R .....(1) is known as Lagrange’s linear


equation, where P,Q and R are the functions x,y and z. To solve this equation to
solve the subsidiary equations
dx dy dz
= = .....(2)
P Q R
If the solution of the subsidiary equation is of the form
u( x, y) = c1 and v( x, y) = c2 then the solution of the lagrange’s equation is φ(u, v) = 0 .
To solve the subsidiary equation we have two methods

1. Method of grouping , 2. Method of multipliers


1. Method of grouping:
dx dy dz
Consider the subsidiary eqn = = . Take any two members say
P Q R
first two members or last two members or first and last members.
dx dy
Now consider = .
P Q
If P and Q contains z, try to eliminate it and on direct integrating we
get u(x, y) = c1 .
dy dz
Similarly take = . If Q and R contains x, try to eliminate it and on
Q R
direct integrating we get v(x, y) = c2 . ∴ The solution of Lagrange’s eqn is
given by φ(u, v) = 0 .
2. Method of multipliers :
Choose any three multipliers l , m , n which may be constants or
functions of x ,y , z.
dx dy dz ldx + mdy + ndz
= = =
P Q R lP + mQ + nR

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The expression lP + mQ+ nR=0 . Hence ldx+ mdy+ ndz = 0 . Now on


direct integration we get u(x, y, z) = c1 . Similarly choose another set of
multipliers l ' , m ' , n ' such that in
dx dy dz l ' dx + m' dy + n' dz
= = =
P Q R l' P + m'Q + n' R
The expression l ' P+m'Q+n' R=0. ∴l 'dx+ m' dy+ n' dz = 0 on direct
integrating we get v(x, y) = c2 . ∴ The solution of Lagrange’s eqn is given
by φ(u, v) = 0 .
NOTE :
For the same problems we can apply both method of grouping
and method of multipliers.
2 2 2
42. Solve px +qy = z

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

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−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

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log y = log z + log c 2


log y − log z = log c 2
 y 
log   = log c 2
 z 
 y 
  = c2
 z 
 y 
v =  
 z 

The complete solution is

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

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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

45. Solve x( y − z) p + y(z − x)q = z(x − y)


Sol:
Given x( y − z) p + y(z − x)q = z(x − y)
dx dy dz
The subsidiary equation are = =
xy − xz yz − yx xz − zy
Choosing 1 ,1, 1as multipliers, we get
dx+ dy+ dz dx+ dy+ dz
=
xy− xz+ yz− yx+ xz− zy 0
d(x + y + z) = 0
Integrating we get
u = x + y + z = c1
1 1 1
Choosing , , as multipliers, we get
x y z

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

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log x + log y + log z = log c 2


log( xyz ) = log c 2
xyz = c 2
The complete solution is
φ (u , v ) = 0
φ (x + y + z , xyz ) = 0
46. Solve ( y + z) p + (z + x)q = x + y .

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

The complete solution is

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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

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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

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dz xdx + ydy + zdz


=
− 2 zx − x ( x 2 + y 2 + z 2 )
dz 2 xdx + 2 ydy + 2 zdz
=
z (x2 + y2 + z2 )
int egrating
log z = log( x 2 + y 2 + z 2 ) + log c 2
log( x 2 + y 2 + z 2 ) − log z = log c 2
 x2 + y2 + z2 
log   = log c 2
 z 
x2 + y2 + z2
v= = c2
z
The solution is
φ (u, v) = 0
 x2 + y2 + z 2 x2 + y2 + z 2 
φ  ,  = 0
 y z 

HOMOGENEOUS LINEAR PARTIAL DIFFERENTIAL EQUATION:


A homogeneous linear PDE is of the form
∂n z ∂n z ∂n z ∂n z
a0 n + a1 n−1 + a2 n−2 2 +.....+ an n = F ( x, y) .....(1)
∂x ∂x ∂y ∂x ∂y ∂y
where a0 , a1 , a2 , ... an are constants
Eqn (1) can be written as
(a D + a D
0
n
1
n−1
)
D'+a2 Dn−2 D'2 + .....+ an D'n z = F(x, y) .....(2)
∂ ∂
Where D = , D' = .
∂x ∂y
The complete solution of homogeneous PDE consists of
1. Complementary Function
2. Particular integral
1. To find the complementary function(C.F):
The C.F is the solution of the eqn
(a D
0
n
+ a1 Dn−1 D'+a2 Dn−2 D'2 + .....+ an D'n )z = 0 .....(3)
In this eqn , put D = m and D'=1 , then we get the auxillary eqn.

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a0 mn + a1 mn−1 + a2 mn−2 + .....+ an = 0


Let the roots of this eqn be m1 , m2 , m3 , .... mn
Case 1 : If the roots are real (imaginary) and different then
z = f1( y + m1x) + f2 ( y + m2 x) +....+ fn ( y + mn x)
Case 2: If the roots are equal m1 = m 2 = m
z = f1( y + mx) + x f2 ( y + mx) + f3 ( y + m3 x) +....+ fn ( y + mn x)
Case 3: If the roots are equal m1 = m2 = m3 = m
z = f1( y + mx) + x f2 ( y + mx) + x2 f3 ( y + mx) +....+ fn ( y + mn x)
NOTE :
If in a homogeneous PDE the RHS is zero then the C.F. gives the
complete solution, and we need not to find particular integral.

49. Solve (2D + 5DD'+2D' )z =0


2 2

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

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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

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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

54. Solve (D − 3D 2 D'+4D'3 )z = e x+2 y .


3

Sol:
The auxiliary eqn is

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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

55. Solve (D + 2DD'+ D'2 )z = e x− y .


2

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

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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:

The auxiliary eqn is

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

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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

Expand [φ(D, D' )] by using binomial theorem and then operate on


−1

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

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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

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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

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( 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

The complete solution is

z = f1(x + y) + xf2 (x + y) +8ex+2y

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( 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

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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

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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:

Root mean square value :

Root mean square value

Effective value

Parseval’s Identity:

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Problems on Fourier Series of Functions With


Period 2

1. Find the Fourier series Expansion of


f ( x)  x 2 , 0  x  2 .
1 2 1 1 1
Hence deduce that, (i)      ....
6 12 22 32 42
2 1 1 1 1
(ii)      ....
12 12 22 32 42
2 1 1 1 
(iii) 8      .... 
1 3 5 
2 2 2

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

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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

Hence the Fourier series expansion is given by,

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 
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

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  cos n   
4 2  4 
4
 
2
sin n
3 n 1 n
2
n 1
n

   1n
4 2  4
  2
3 n 1 n
2

   1n
4 2 
4
   2
3 n 1 n
2

   1n
 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 

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2
1 1 1 
Hence 8      .... 
1 32 52 
2

2. If ( ) = ( − ) find the fourier series of period 2 in the


interval ( , ).Hence deduce that − + − +⋯=
Solution:

( )= + +
2

1
= ( )

1 1
= ( − )
2

1
= −
2 2

1 4
= 2 − − (0 − 0)
2 2

1
= 2 −2
2

=0
1
= ( )

= ( − )

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= ( − ) −

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+

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2 3
( )= + + + ⋯.
2 3

Let = this point is continuous point

= + + + ⋯.

1− + − +⋯=

3. Expand the Fourier series for ( ) = , < <


Hence deduce that + + …∞
Solution:

The Fourier series is

( )= + +
2

1
= ( )

1 ( − )
=
4

1 ( − )
=
4 −3

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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)

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= −( − ) − 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

Let = 0 this point is discontinuous point


( ) ( )
( ) =

( ) = =
∴ (1) ⟹ = + + + +⋯
⟹ = + + +⋯

4. If f ( x)  x(2  x) for 0  x  2 , prove that


2 2  cos x cos 2 x cos 3x 
f ( x)   4 2    ...
3  1 22 32 
Solution:

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The Fourier series is

( )= + +
2

 f ( x)dx
1
2
a0 
 0


1
2
 ( 2x  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

 (2x  x
1
2
 2
) cos nxdx
 0

1  sin nx    cos nx    sin nx 


2

 (2x  x 2 )   (2  2 x )   ( 2) 


  n   n
2
  n
3
 0

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1  sin nx   cos nx   sin nx 


2

 (2x  x 2 )   (2  2 x) 2   2 3 


  n   n   n  0
1   2 2 
  2 cos 2n  2 
 n n 
2 4
  2 [1  1]   2
n n
4
an   2
n

 f ( x) sin nxdx
1
2
bn 
 0

 (2x  x
1
2
 2
) sin nxdx
 0

1   cos nx    sin nx   cos nx 


2

 (2x  x 2 )   (2  2 x)   (2) 3 


  n   n
2
  n  0
1  sin nx   sin nx   sin nx 
2

  (2x  x 2 )   (2  2 x) 2   2 3 


  n   n   n  0
1  2 2 
  3 cos 2n  3 cos 0
 n n 
1  2 2 
   0
  n 3 n 3 
an  0

  2 cos nx
2 2  4
 f ( x) 
3 n 1 n

2 2  cos x cos 2 x cos 3x 


f ( x)   4 2    ...
3  1 22 32

5. Find the Fourier series expansion of f(x) = x sin x in ( 0, 2).


Solution:

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Since the interval is 0 to 2 we need to find all the three fourier


constants.

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 (n1)x  sin (n1)x
2
 x dx ,Pr ovidedn 1
0
2
1 
   xsin(n1)xdx   x sin(n1)xdx
2 2

2  0 0 
1   cos(n1)x   sin(n1)x    cos(n1)x   sin(n1)x  
2

  x    1   x    1  


2   n1   (n1)2    n1   (n1)2  0
provided n 1
1  2  2 
     , provided n 1
2  n1  n1

1  1 1 
 2    , provided n  1
2  n 1 n 1 
2
an  2 , provided n  1
n 1

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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

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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  00  
2  4 4
Hence the Fourier series is

 a1 cos x   an cos nx  b1 sin x  bn sin nx


a0  
f ( x) 
2 n2 n 2

x sin x  1 cos x   2 cos nx   sin x


1 
2
2 n 2 n  1

 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.

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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  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 
 2 
   cos nx  
    2 
  n 0  n  

1    1n 1   2  1 n 

      2
   n n  n
 
n 


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1   1n 1 
   
  n n

 2
, if n is odd
1  n
bn  

 0, if n is even

f ( x)   an cos nx  bn sin nx


a0  

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

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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  

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1  cos nx   cos nx  2 
       2  
  n 0  n  
 
1   1n 1   2  1n 
      2
  n n  n
 
n 


Hence the Fourier series is


  an cos nx  bn sin nx
a0  
f ( x) 
2 n 1 n 1

  
3  2
f ( x)  sin nx
2 n 1,3,5,.... n

Fourier Series of f(x) in the interval


 2x
1   ,    x  0
f ( x)  
1. In the Fourier series expansion of 2x
 1 ,0 x 
 
in (-,), find the coefficient of sin nx.
Solution:
Since the interval is (-,), let us verify whether the function is
odd or even
 2( x)
1   ,     x  0
f ( x)  
 1  2( x) , 0   x  
 
 2( x)
 1  , 0 x  


1  2( x) ,    x  0
 
 f ( x)
Hence the function is even. So, the coefficient of sin nx that is b n = 0.

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2. Find an in expanding e-ax as a Fourier series in (-,).


Solution:
1  nx 
L
an 
L
 f ( x) cos 
 L 
 dx
L

1
 
 e  ax
cos nx dx


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

3. What is the constant term a0 and the coefficient an in the


Fourier series expansion of f(x) = x -x3 in (-,).
Solution:
Since the interval is (-,), let us verify whether the function is odd or
even
f-(x) = - x - (-x3) = -x + x3 = - (x -x3 ) = - f(x). The given
function is odd.
Hence, the coefficients a0 and an are zero.
4. Find the constant term in the Fourier series corresponding to
f(x) = cos2 x expanded in the interval (-,).
Solution:
Since the interval is (-,), let us verify whether the function is odd or
even.
f (- x) = cos2 (-x)= cos2x = f(x).

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Hence the function is even.


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

5. If the Fourier series of the function f(x) = x + x2, in the


2  4 
  (1) n  2 cos nx  sin nx , then find the
2
interval (-,) is
3 n 1 n n 
1 1 1
value of the infinite series    ....
12 22 32
Solution: Put x = , which is an end point discontinuity. So,

 (1)n  2 cos n  sin n 


f ( )  f ( )  2  4 2 

2 3 n1 n n 

 (1)n  2 (1)n 
  2   2  2  4 
 
2 3 n1 n 

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  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  

7. Find the Fourier constant bn for f(x) = x sin x in (-,).


Solution: f (- x) = (- x) sin (- x) = x sin x = f(x) the function is even.
Therefore, the coefficient bn = 0.
8. Find the Fourier constant bn for f(x) = x2 in (-,).
Solution: f( - x) = (- x)2 = x2 = f(x) the function is even. Therefore,
the coefficient bn = 0.

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9. Find the Fourier series expansion of f(x) = │sin x│ in


- π < x < π.
Solution: Here the interval given is - π to π . So, let us verify
whether the given function is odd or even.
f(-x) = │sin (-x) │ = │-sin x│ = sin x= │sin x│= f(x). Hence the
function is even. So, let us find the fourier constants a0, an . (bn = 0).
2 
a   f (x) dx
0  0

 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

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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 10, 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

Hence the Fourier series is


2 4   1 
│sin x│=    cos nx .
   n  2,4,6,.. n 2  1 

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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

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 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

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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

11.Obtain the fourier series for the function f ( x)  x in    x  

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

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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

Hence Fourier series becomes

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 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

12.Find the Fourier series of f ( x)  cos x in   ,  


Sol:
Here f ( x)  f ( x)
 f ( x)  cos x is even function. Hence bn  0

Fourier series is f ( x)    an cos nx


a0 
2 n 1


2

a0  f ( x ) dx
 0


2

 cos x dx
 0

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 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

 cos x cos nxdx


2


 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 

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     
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

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13. Find the Fourier series expansion of (  - x )2,


in - < x < . .Hence deduce that
1 1 1 2
(i) 2  2  2 .... ,
1 2 3 12
1 1 1 2
(ii) 2  2  2 ....
1 2 3 6
Solution:
Since the range is - < x < .
So, let us first verify whether the function is odd or even.
f (x)    x   x which is entirely different function.
2 2

So, we have to find all the three fourier coefficients.

  
 f (x) dx, a   f (x) cos nx dx, b   f (x) sin nx dx
1 1 1
a0 
  n
  n
 

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 
   
  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

  1n 
  0  0  0   4   0  4  2   2(0)
1  
2

   n  
  

  1
n
1
 4
 2
n
  1
n
an 4
n2

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 
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   1n  1n
  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)

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 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

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 0
2

bn  f ( x) sin nxdx

 0
2

 ( x 1) sin nxdx

2  cosnx  sin nx


 ( 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
 n1  n 
11. Obtain the fourier series for ( ) = 1 + + in (− , )
Deduce that + + ⋯.=

( )= + +
2

1
= ( )

1
= (1 + + )

1
= + +
2 3

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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
= ( )

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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

Put = this point is a discontinuous point

+ + −
( )= =
2

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( )
= +∑

4(−1)
− =
3

2 (−1)
=
3×4

= + + ⋯.

15.Find the Fourier series of = − < <


Hence show that = + + +⋯
Solution:

= is an even function

Then the fourier series is

= +∑

Here =0

= ( )

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= ( )

= −2 +2

( )
=

The fourier series of f(x) is given be

( )
= +∑

By Parseval’s identity

= + ∑ +

( )
= , = , =0

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16.Find bn for xsinx in (-1,1)


Solution:
f(x) = xsinx is even function

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

18.Find in expanding − < < as a fourier series


Solution:

( )=

1
= ( )

1
=

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1
= (− + )
1+

1
= (− )+ ( )
(1 + )

1
= ( − )
(1 + )

(−1)
= 2 ℎ
(1 + )

Fourier Series in the Interval (0,2l)

1.Find the mean square value of the function f(x) = x in the


interval (0,l).
Solution:

  f ( x) 
b
dx
2

Mean Square value  a

(b  a)

  x 2 dx
1
l

l 0
1  x3 
l

 3
l  0
l2

3

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 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 
  00 
L  2 2 

a0 
1 2
L
L   L
l l
L   a0 
2 2

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 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

  L sin n  cos n   0   


1   n  n   n   
  
L   L 2 L  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

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 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

Hence the Fourier series is

nx nx
 a n cos  bn
a0   l
f ( x)    sin where L 
2 n 1 L n 1 L 2
 2l  2 nx 
 
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.

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  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  n1,3,5,.. n l 24 24 2

  4  4
l2 4l2  1 2 l3
8  n1,3,5,.. n l 12

  4  4
l2 4l2  1 l2
8  n1,3,5,.. n 6

 4  4  
4l 2 
1 l2 l2
 n1,3,5,.. n 6 8

 4  4 
4l 2 
1 l2
 n1,3,5,.. n 24

  4  2

1  4 l2
n1, 3, 5,.. n 4l 24

  4 

1 4
n1, 3, 5,.. n 96

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3. Find the constant term in the Fourier expansion of f(x) = x2 – 2


in -2 < x < 2
Solution: f( - x) = (- x) 2 - 2 = x2 – 2 = f(x) the function is even. So,

 (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  nx 
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  nx 
an   f ( x) cos   dx
l 0  l 
bn = 0

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6.Find the Fourier series expansion of the function


l  x,  l  x  0 1 2
f (x)   . Hence deduce that 


 l  x, 0  x  l n 1 2n  1 8
2

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

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 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

Hence the Fourier series is

f (x)   an cos bn sin


a0  nx 
nx

2 n1 l n1 l

f (x)   2  2 cos
l 4l  1  nx 

2  n1,3,5,... n  l 

Deduction:

To get the deduction put x = 0(which is a continuous point)

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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:

 nx 
0
2
l
bn  f ( x) sin  dx
l  l 
2  nx   nx  
 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 

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 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 

Hence the half range sine series is f (x)  bn sin



nx
n1 l

4l 1  n   nx 


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.

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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

 nx 

1
2l
an  f ( x) cos   dx
l 0  l 
1  nx   nx  
  (l  x) cos   dx   0 cos 
l 2l

 dx
l 0  l  l  l  

1  nx  l  nx   l  
 l  x  sin 

2 l

  (1)   cos    


l   l  n   l   n   0
1  l   l  
2 2

 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

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 nx 
 f ( x) sin 
1
2l
bn   dx
l 0
l 
1  nx   nx  
  (l  x) sin   dx   0 sin 
l 2l

 dx 
l 0  l  l  l  

1  nx   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
 nx  l  1  nx 
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

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 0   sin  
l l l  1  n 
l 
2 4  n1 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

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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 cosnx  bn sinnx)
a0 
2 1

a0 1 f (x)dx   xdx  (2  x)dx 1


2 1 2

0 0 1

an  1 f ( x) cos nxdx   x cos nxdx   (2  x) cos nxdx


2 1 2

(1) 1
0 0 1

2
 n

n 2 2

bn 1 f (x) sinnxdx  xsinnxdx  (2  x) sinnxdx 0


2 1 2

f ( x)   2  2 cosnx
0 0 1

1 4 1
2  nodd 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  nodd n

   
4 1 1 1 2
 2 nodd n2 2 nodd n2 8

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Half Range Fourier Series

1.Obtain the half range cosine series for ( x  1) in 0  x  1


2

Solution:

The half range cosine series is


  a n cos
a0 
nx
f ( x)  where l  1
2 n 1 l

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
nx
a n   f ( x ) cos dx   ( x  1) 2 cos nxdx
2 2
l 1

l 0 l 10
  sin nx    cos nx    sin nx 
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 nx
1 4
 f ( x) 
3 ... n 

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4  x 1 3x 1 5x 
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).
 nx 
  1 sin 
2
l
bn  dx
l 0  l 
2  nx  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
 nx 

 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 

3.Find the half range cosine series for the function


f ( x )  x, in 0  x  l . Hence deduce the value of the series


 1
n 12 n  1
4 .

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Solution:

 x dx
2
l
a0 
l 0

2  x2 
l

  
l  2 0
2 l2 
  
l 2
a0 l

 nx 
  x cos 
2
l
an  dx
l 0  l 

2  nx  l   nx   l   
l
2

  x sin   
 1  cos    
l   l  n   l   n    0

2  nl  l   nl   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  nx 
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

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    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

4.Find the half range sine series of f (x) lxx in (0,l).


2

Solution:
Let f (x)  bn sin

nx
n1 l

nx
bn   (lx  x2 ) sin
2
l
dx
l0 l

2 2  nx   l2 nx   l3 nx 


l
l
 (lx  x )  cos   (l  2x)  2 2 sin   (2) 3 3 cos 
l  n l   n l  n  l 0
2  2l3  4l 2
  3 3 (cosn 1)   3 3 [(1)n 1]
l  n  n

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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 nx
 n1,3,5 n l

5.Find a sine series for f(x) = x, in (0,).


Solution:

 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

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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

7.The cosine series for f(x) = x sin x in 0 < x <  is given as

x sin x  1  cos x  2  2 cos nx.


1 
(1)n
2 n2 n 1

Deduce that 1  2  1  1  1  ....    .


1 .3 3 .5 5 .7  2
Solution:
As n2 - 1 = ( n – 1) ( n + 1)

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 

Put x =  / 2 in the above series we get

  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 

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8. Find the half range cosine series of


 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

applying Bernoulli' s formula

 

  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 

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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

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8 4
 16 
 1

n 1n
4 45
4

 1

n 1n
4 90

9. Obtain the half range cosine series for f (x)  x in (0,)


Solution:
  a n cos nx
a0 

The half range cosine series is f ( x ) 


2 n 1

 0
2

a0  f ( x)dx  

 f ( x) cos nxdxdx    x cos nxdxdx


2 2
 
an 

 
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 

10. Find the half range sine series for


( )= ( − ) < <

Solution:
Let ( ) = ∑ be the half range sine series

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= ( )

= ( − )

= ( − )

( − ) − −( −3 ) − +
=
(−6 ) + 6( )

= −6

.( )
=

The required half range series is given by

.( )
( )=∑

2
=
2

1
=
5

=
5

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16 1
= +
5 9 2

1
− =8
5 9

(9 − 5) 4
=
45 45

1
=
90

1 1 1
= + + +⋯
90 1 2 2

11.Obtain cosine series ( ) = ( − ) , ≤ ≤ and deduce that


∑ =
( )
Solution:

( )= +
2

L=2

2
= ( )

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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

Put x =0 is continuous point f(0)=4

4 16 1
4= +
3

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4 16 1
4− =
3

8 1
=
3 16

1
=
6

= + + + ⋯. ………..(1)

Put x=2 is a continuous point f(2)=0

4 16 1
0= +
3

−4 (−1)
=
3 16

− −1 1 1
= + − + ⋯.
12 1 2 3

= − + + ⋯ ……………………..(2)

(1)+(2) 3 = 2( + +⋯)

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1
=
(2 − 1) 8

12.Obtain xsinx as sine series in < <


Solution:

Given f(x) = xsinx

( )=

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:

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In order to expand in a sine series the function must be defined as an


odd function in the interval (-2,2). Hence in the interval (-2,0)
it should be defined in the form of - f (- x) = -(-x)2 = - x2 .
 x2 x2
(          )(        )
2 0 2
Since at x = 2 the function is discontinuous ( end point
discontinuity) the Fourier (sine) series converges to
f (2)  f (2) f (2)  f (2)

2 2
(2)  ((2) 2 )
2

2
0

14.Find the value of an in the cosine series expansion of f(x) = 10


in the interval (0,10).
Solution:
 n x 
 f ( x ) cos 
2
L
an   dx
L 0
L 
 n x 
 10 cos 
2
10
  dx
10 0
10 
2   n x  10 
10

 10  sin   
10   10  n  0

sin n  sin 0 
10
 2
n
an  0

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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:

x Y   Cos y Cos Cos yCos 2 Cos yCos 3


=x/3 2 3
0 9 0 0 1 9 1 9 1 9
1 18 /3 60 0.5 9 -0.5 -9 -1 -18
2 24 2/3 120 -0.5 -12 -0.5 -12 1 24
3 28 3/3 180 -1 -28 1 28 -1 -28
4 26 4/3 240 -0.5 -13 -0.5 -13 1 26
5 20 5/3 300 0.5 10 -0.5 -10 -1 -20
 y  y cos  y cos 2  y cos 3
125 = - 25 =-7 = -7

sin ysin sin y sin 2 sin y sin 3


2 3
0 0 0 0 0 0
0.866 15.588 0.866 15.588 0 0

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0.866 20.784 - -20.784 0 0


0.866
0 0 0 0 0 0
- -22.516 0.866 22.516 0 0
0.866
- -17.32 - -17.32 0 0
0.866 0.866
 y sin   y sin 2  y sin 3
=- =0
3.464 = 0.0

 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

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 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. Find the Fourier series upto 2nd harmonic function


X 0 / 2 / / /
F(x) 1.0 1.4 1.9 1.7 1.5 1.2 1.0
Solution:
f(x) = + ( + )+( 2 + 2 )
X Y=f(x) ycosx ysinx Ycos2x Ysin2x
0 1.0 1.0 0 1.0 0
/3 1.4 0.7 1.2 -0.7 1.21
2 /3 1.9 -0.95 1.64 -0.95 -1.64
1.7 -1.7 0 1.7 0
4 /3 1.5 -0.75 -1.29 0.75 1.29
5 /3 1.2 0.6 -1.03 -0.6 -1.03

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Total 8.7 -1.1 0.5 -0.3 -1.17

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

3. Find the Fourier series upto 2nd harmonic function


X 0 / 2 / / / /
F(x) 0 9.2 14.4 17.8 17.3 11.7

Solution:
2 =
= /2

( )= + cos +
2
2 2
f(x) = +( 2 + 2 )+( 4 + 4 )

X Y=f(x) Ycos2x Ysin2x Ycos4x Ysin4x


0 0 0 0 0 0
/6 9.2 4.6 -4.6 7.967 7.967

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2 /6 14.4 -7.2 -7.2 12.470 -12.470


3 /6 17.8 -17.8 17.8 0 0
4 /6 17.3 -8.65 -14.982 -8.65 -14.982
5 /6 11.7 5.85 -5.85 -10.132 -10132
Total 70.4 -23.2 -8.5 -4.677 0.347

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 )

4. Find the Fourier series upto 2nd harmonic function


X 0 T/6 T/3 T/2 2T/3 5T/6 T
F(x) 1.98 1.30 1.060 1.30 -0.88 -0.5 1.98
Solution:
2l=T
L=T/2
Put =
A = +( + )+( 2 + 2 )
T A A A 2 A A 2
0 0 1.98 1.98 1.98 0 0
T/6 60 1.30 0.65 -0.65 1.13 1.13

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T/3 120 1.06 -0.53 -0.53 0.92 -0.92


T/2 180 1.30 -1.30 1.30 0 0
2T/3 240 -0.88 0.44 0.44 0.76 -0.76
5T/6 300 -0,50 -0.25 0.25 0.43 0.43
Total 4.26 0.99 2.79 3.24 -0.12

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

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Complex Fourier Series


1.Express the function f ( x )  e  x , in  1  x  1 in the complex form of
the Fourier series.
Solution:
The Complex form of the Fourier series is

C

f (x)  n einx ,
n  


1
c2 L

where Cn  f (x) ein x dx


2L c

e
1
1
Cn  x
ein x dx
2 1

  e(1in ) x dx
1
1

2 1

1  e(1in ) x 
1

  
2   1  in   1

1  e(1in ) e(1in ) 
   
2   1  in   1  in  
1 1
 e1 ein  e ein 
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

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inx

 Cn e
 
f ( x)  L
n  

e 2  1 1  in
   1ne inx

x
e
n    2e 1  n 
2 2

2.Find the complex form of the F.S of the function


f ( x )  cos ax, in    x  
Solution:
The Complex form of the Fourier series is

C

f (x)  n einx ,
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 )

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MECH/CIVIL IIYEAR
MOHAMED SATHAK A J COLLEGE OF ENGINEERING FOURIER TRANSFORM 1

MA 3351 TRANSFORMS & PARTIAL DIFFERENTIAL EQUATIONS


UNIT IV – FOURIER TRANSFORM
Fourier integral theorem.
If f(x) is a given function defined in (– l, l) and satisfies Dirichlet’s conditions then
∞ ∞ ∞ ∞
1 1
2π −∫∞ −∫∞
f ( x) = f (t ) e i λ ( x −t )
dt dλ (or ) f ( x) = ∫ ∫ f (t ) cos[λ ( x − t )] dt dλ
π 0 −∞

Definition:
Fourier transform pair.

1
Fourier transform of f(x) is defined as F ( s ) = F [ f ( x)] =


−∞
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 −∞

Fourier cosine transform pair.



2
Fourier cosine transform of f(x) is Fc ( s ) = Fc [ f ( x)] =
π ∫
0
f ( x) cos sx dx


2
Its Inverse Fourier cosine transform is f ( x ) =
π ∫ F [ f ( x)] cos sx ds
0
c

Fourier sine transform pair.



2
Fourier sine transform of f(x) is Fs ( s ) = Fs [ f ( x)] =
π ∫
0
f ( x ) sin sx dx


2
Its Inverse Fourier sine transform is f ( x) =
π ∫ F [ f ( x)] sin sx ds
0
s

Parseval’s identity for Fourier transform.


∞ ∞

∫ | F ( s) | ∫ | f ( x) |
2 2
If F(s) is the Fourier transform of f(x) then ds = dx
−∞ −∞

Parseval’s identity for Fourier sine and cosine transform.


i) If Fs(s) and Fc(s) are the Fourier sine and Fourier cosine transform of f(x) respectively then
∞ ∞ ∞ ∞

∫ [ Fs (s)] ds = ∫ [ f ( x)] dx ∫ [ Fc (s)] ds = ∫ [ f ( x)] dx


2 2 2 2
and
0 0 0 0

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

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MOHAMED SATHAK A J COLLEGE OF ENGINEERING FOURIER TRANSFORM 2

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

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MOHAMED SATHAK A J COLLEGE OF ENGINEERING FOURIER TRANSFORM Dr. M. Muralidharan 3

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

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MOHAMED SATHAK A J COLLEGE OF ENGINEERING FOURIER TRANSFORM 4

1
2
=

∫ (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)] =


−∞
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

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MOHAMED SATHAK A J COLLEGE OF ENGINEERING FOURIER TRANSFORM 5

1 1
1 1
=
2π −1
∫ cos sx dx + i 2π ∫ sin sx dx
−1
1
2
=

∫ 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 ⇒

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MOHAMED SATHAK A J COLLEGE OF ENGINEERING FOURIER TRANSFORM 6

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

=
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

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MOHAMED SATHAK A J COLLEGE OF ENGINEERING FOURIER TRANSFORM 7

− 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

Diff . w.r.t. ' s ' on both sides we get


d  e− a x  d 2 ∞
e− a x
Fs 
ds  x  ds 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

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MOHAMED SATHAK A J COLLEGE OF ENGINEERING FOURIER TRANSFORM Dr. M. Muralidharan 8

2   1 
= {0} −  2 2
( − a + 0)  
π  a + s 
d e− a x  2 a
Fs  =
ds  x  π s + a2
2

Integrating w. r.t. ' s ' we get


 e− a x  2 a
Fs 
 x 
=
π ∫s 2
+ a2
ds

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

Diff . w.r.t. ' s ' on both sides we get


d  e− a x  d 2 ∞
e− a x
Fc
ds  x  ds π
= ∫
0
x
cos sx dx

∂  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

Integrating w. r. t. ' s ' we get


 e− a x  2 s
Fc 
 x 
 =−
π ∫ s 2 + a 2 ds x dx 1
∫x 2
+a 2
= log ( x 2 + a 2 )
2
2 1
=− log ( s 2 + a 2 )
π 2
1
=− log ( s 2 + a 2 )

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MOHAMED SATHAK A J COLLEGE OF ENGINEERING FOURIER TRANSFORM 9

− 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

11. Solve the integral equation ∫


0
f ( x) cos λ x dx = e − λ

Sol. Given ∫
0
f ( x) cos λ x dx = e − λ

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MOHAMED SATHAK A J COLLEGE OF ENGINEERING FOURIER TRANSFORM 10


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

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MOHAMED SATHAK A J COLLEGE OF ENGINEERING FOURIER TRANSFORM 11

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

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MOHAMED SATHAK A J COLLEGE OF ENGINEERING FOURIER TRANSFORM 12


−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

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MOHAMED SATHAK A J COLLEGE OF ENGINEERING FOURIER TRANSFORM 13

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

Using inverse Fourier cosine transform, we have



2
π ∫0
f ( x) = Fc [ f ( x)] cos sx ds


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

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MOHAMED SATHAK A J COLLEGE OF ENGINEERING FOURIER TRANSFORM 14

Equation (1) becomes


 1  2 π −s
Fc  2
= e
1 + x  π 2
π
= e− s
2
 x  d  1 
Fs  2
= − Fc 
1 + x  ds 1 + x 2 
d  π −s
=−  e 
ds  2 
π
=− e − s (−1)
2
π
= e− s
2
− a| x |
16. Find the Fourier transform of f ( x) = e , a > 0 . Hence deduce that
∞ ∞ ∞
cos x t π − a |x | dx π dx π
(i ) ∫ 2 2 dt = e (ii ) ∫ 2
= (iii ) ∫ (x 2 2
= and also prove
0
a + t 2 a 0
x +1 2 0
+ 1) 4
2 2as
that (iv ) F x e[− a| x |
=i] π (s 2 + a 2 ) 2

1
Sol. F [ f ( x)] =


−∞
f ( x) e i s x dx


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
=


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 | =


−∞

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

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MOHAMED SATHAK A J COLLEGE OF ENGINEERING FOURIER TRANSFORM 15


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 )

Put x = 0 and a = 1, we get



1 π
∫0 t 2 + a 2 dt =
2

dx π
(i.e.)∫0 x 2 + 1 2 This proves (ii)
=

Using Parseval’s identity, we have


∞ ∞

∫ | 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

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MOHAMED SATHAK A J COLLEGE OF ENGINEERING FOURIER TRANSFORM 16

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

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MOHAMED SATHAK A J COLLEGE OF ENGINEERING FOURIER TRANSFORM 17


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

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MOHAMED SATHAK A J COLLEGE OF ENGINEERING FOURIER TRANSFORM 18

∞ 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
−∞ −∞

Hence Parseval’s theorem is verified.


∞ ∞
dx x 2 dx
19. Using Parseval’s identity, calculate i ) ∫ 2 ii ) ∫ 2
0
(x + a2 )2 0
( x + 4) 2
a 2
Sol. (i) Let f ( x) = e − a x then Fc ( s ) = Fc [ f ( x)] =
π s2 + a2
Using Parseval’s identity for Fourier cosine transform, we have
∞ ∞

∫ [ 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

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MOHAMED SATHAK A J COLLEGE OF ENGINEERING FOURIER TRANSFORM 19


 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
∞ ∞

We have ∫ F (s) G (s) ds = ∫ f ( x) g ( x) dx


0
c c
0
∞ ∞
2 1 2 2

0
π s2 +1 2
π s +4
ds = ∫ e − x e − 2 x dx
0
∞ ∞
4 ds
∫ 2 2
= ∫ e − 3 x dx
π 0 ( s + 1)( s + 4) 0

e−3x 
= 
 −3  0
 1 
= 0 −
 − 3 

4 ds 1
π ∫0 ( s 2 + 1)( s 2 + 4) 3
=


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
∞ ∞

We have ∫ F (s) G (s) ds = ∫ f ( x) g ( x) dx


0
s s
0
∞ ∞
2 s 2 s

0
2
π s +9 2
π s + 25
ds = ∫ e − 3 x e − 5 x dx
0
∞ ∞
2 s 2 ds
∫ 2 2
= ∫ e − 8 x dx
π 0 ( s + 9)( s + 25) 0

 e−8 x   1 
=  = 0 − 
 − 8  0  − 8
∞ ∞
2 s 2 ds 1 x 2 dx π
π ∫0 ( s 2 + 9)( s 2 + 25) 8 ∫0 ( x 2 + 9)( x 2 + 25) 16
= ⇒ =

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MOHAMED SATHAK A J COLLEGE OF ENGINEERING FOURIER TRANSFORM 20


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
∞ ∞

We have ∫ F (s) G (s) ds = ∫ f ( x) g ( x) dx


0
c c
0
∞ ∞
2 a 2b

0
π s + a2
2 2
π s +b 2
ds = ∫ e − a x e − b x dx
0
∞ ∞
2ab ds
∫ 2 2 2 2
= ∫ e − ( a +b ) x dx
π 0 ( s + a )( s + b ) 0

 e − ( a +b ) x   1 
=  = 0 − 
 − ( a + b )  0  − ( a + b) 

2ab ds 1
π ∫ (s
0
2 22 2
=
+ a )( s + b ) a + b

dx π
(i.e.) ∫ (x
0
2 22 2
=
+ a )( x + b ) 2ab(a + b)

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 

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MOHAMED SATHAK A J COLLEGE OF ENGINEERING FOURIER TRANSFORM 21

Properties of Fourier Transform


1. Prove that F[af(x) + bg(x)] = aF(s) + bG(s) [ Linearity property on Fourier transform]

1
Proof. We have F [ f ( x)] = ∫
2π − ∞
f ( x) e i s x dx = F ( s )


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)

2. Prove (i)Fc[af(x) + bg(x)] = aFc(s) + bGc(s)[Linear property on Fourier cosine transform]


(ii)Fs[af(x) + bg(x)] = aFs(s) + bGs(s)[Linear property on Fourier sine transform]

2
π ∫0
Proof. (i) Fc [ f ( x)] = f ( x) cos sx dx = Fc ( s)

2
Fc [a f ( x) + b g ( x)] =
π ∫ [a f ( x) + b g ( x)] cos sx dx
0
∞ ∞
2 2
=a
π ∫
0
f ( x) cos sx dx + b
π ∫ g ( x) cos sx dx
0

= 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 )

3. Prove that F [ f ( x − a)] = e i a s F ( s ) [ Time shifting property]



1
Proof. We have F [ f ( x)] =
2π −∞
∫ f ( x) e i s x dx = F ( 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)

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MOHAMED SATHAK A J COLLEGE OF ENGINEERING FOURIER TRANSFORM 22

4. Prove that F [ e i a x f ( x)] = F ( s + a) [ Frequency shifting property]



1
Proof. We have F [ f ( x)] =
2π −∞
∫ f ( x) e i s x dx = 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)] =


−∞
f (a x) e i s x dx

1

is
t
dt Put a x = t
=


−∞
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

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MOHAMED SATHAK A J COLLEGE OF ENGINEERING FOURIER TRANSFORM 23

6. If f (λ ) is the Fourier transform of f (x), find the Fourier transform of f (x – a) and


f (ax).
Proof. F [ f ( x − a )] = e i a λ f (λ ) [ see property (3) and (5) (i) ]
1 λ
and F [ f (a x)] = f  
a a

7. Prove that [ Modulation property]


1 1
(i) F [ f ( x) cos a x ] = [ F ( s + a ) + F ( s − a )] (ii ) Fs [ f ( x) cos a x] = [ Fs ( s + a ) + Fs ( s − a )]
2 2
1 1
(iii ) Fs [ f ( x) sin a x] = [ Fc ( s − a ) − Fc ( s + a )] (iv) Fc [ f ( x) cos a x ] = [ Fc ( s + a ) + Fc ( s − a )]
2 2
1
(v ) Fc [ f ( x ) sin a x] = [ Fs (a + s ) + Fs (a − s )]
2

1
Proof. (i) We have F [ f ( x)] =
2π − ∞
∫ f ( x) e i s x dx = F ( s )


1
F [ f ( x) cos a x] =


−∞
f ( x) cos a x e i s x dx

1

 ei a x + e − i a x  isx
=


−∞
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

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MOHAMED SATHAK A J COLLEGE OF ENGINEERING FOURIER TRANSFORM Dr. M. Muralidharan 24


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

8. Prove that (i) F [ f (− x)] = F (− s ) (ii ) F [ f ( x)] = F (− s ) (iii ) F [ f (− x)] = F ( s )



1
Proof. (i) We have F [ f ( x)] =
2π −∞
∫ f ( x) e i s x dx = F ( s )


1
F [ f (− x)] =
2π −∞
∫ f (− x) e i s x dx

−∞
1 Put – x = t
=



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 ) =


−∞
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 )]

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UNI T V
Z-TRANSFORMS AND
DIFFERENCE EQUATIONS
5.1. DEFINITION: (ONE-SIDED OR UNILATERAL)

Let  f (n) be a sequence defined for all positive integers n  0,1,2, ,


then Z-transform of  f (n) is defined as

Z  f (n)   f (n) z  n ,
n0

where z is an arbitrary complex variable.

5.2. DEFINITION: (Z-TRANSFORM FOR DISCRETE VALUES OF t)

If f (t ) is a function defined for discrete values of t, where


t  nT , n  0,1,2, , T being the sampling period, then Z-transform of f (t ) is
defined as

Z  f (t )   f (nT ) z n
n0

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!

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UNIT V 5.1

x x2
(vi) ex  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
n0
 
1 1 1
 Z (1)   (1) z n   z n
1 
z z2

n0 n0

 
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
za
PROOF:

Z  f (n)   f (n) z  n
n0

  n 2
Z a  a
n

n0
n
z n  a
  
 
n0 z
 a  a
1      
 z  z

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5.2 Z – TRANSFORMS AND DIFFERENCE EQUATIONS

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  12 EXAMPLE: 1

PROOF:

Z  f (n)   f (n) z  n
n0

1 2 1 2 3 
 Z  n   n z n  0     1  2  
n0 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  12

 Example: 4

 1  z  EXAMPLE: 1
Z    log   , if z  1, n  0
 n  z  1

PROOF: Z  f (n)   f (n) z  n
n0
 
 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

MA6351 – TRANSFORMS AND PDE

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UNIT V 5.3

 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
n0
 
 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
n0
 
 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 

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5.4 Z – TRANSFORMS AND DIFFERENCE EQUATIONS

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
n0

  2
1 1 n 1  1 1  1 1  1
 Z    z     1      
 n ! n  0 n !  
n0 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
n0

 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  13 
 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 !   

MA6351 – TRANSFORMS AND PDE

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UNIT V 5.5

 Example: 9
az
Z (n a n ) 
 z  a 2 EXAMPLE: 1
PROOF:

Z  f (n)   f (n) z  n
n0
  n
 
Z n an    n an z  n 
n0
 a
 n  z 
n0
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

5.5. LINEAR PROPERTY:

Z  af (n)  bg(n)  aZ  f (n)  bZ  g(n)


 a F ( z )  b G( z )
5.6. NOTE:
z z
(i) Z (1)  (ii) Z ( an )  , if z  a
z 1 z a

 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

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5.6 Z – TRANSFORMS AND DIFFERENCE EQUATIONS

SOLUTION:
z
Since Z ( an ) 
za
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
za

  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 ) 
za

 
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 

MA6351 – TRANSFORMS AND PDE

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UNIT V 5.7

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
n0

 Z  sin at    sin anT z n
n0

  sin n . z n , where   aT
n0

 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

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5.8 Z – TRANSFORMS AND DIFFERENCE EQUATIONS

 Example: 15
Find Z (t )
SOLUTION: EXAMPLE: 1

Z  f (t )   f (nT ) z n
n0
 
 Z t    nT z n  T  n z  n  T Z ( n)
n0 n0

z  z 
T  Z (n)  .
 z  12    
z  1
2

 Example: 16
Find Z ( e at )
EXAMPLE: 1
SOLUTION:

Z  f (t )   f (nT ) z n
n0
 
  e   e aT 
 at  anT n n
 Z e z  z n
n0 n0

  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

MA6351 – TRANSFORMS AND PDE

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UNIT V 5.9

 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
       
n0
n 1 z n0
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

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5.10 Z – TRANSFORMS AND DIFFERENCE EQUATIONS

 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

5.9. PROPERTIES OF Z-TRANSFORM:

 Property: 1

FIRST SHIFTING THEOREM:EXAMPLE: 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:

(i) We know that



Z  f (t )   f (nT ) z n
n0

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UNIT V 5.11

 
   
n
Z e  at f (t )   e  anT f (nT ) z  n   f (nT ) zeaT
n0 n0

 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
n0
  n

Z an f (t )   
n0
an f (nT ) z n  
n0
 z
f (nT )  
 a

 Z  f (t ) z  z   F ( z )z  z
a a

  z

Z an f (t )  F   .
 a

 Property: 2

DIFFERENTIATION IN Z-DOMAIN: EXAMPLE: 1


d
Z  n f (n)  z  F ( z ) , where F ( z )  Z  f (n) .
dz
PROOF:
F ( z )  Z  f ( n) 

F (z)   f (n) z n
n0

d 1 
 F ( z )   f (n) ( n) z n 1    f (n) n z n
dz n0 z n0

d
z  F ( z )    n f ( n ) z  n  Z  n f ( n )
dz n0
d
 Z  n f ( n )   z  F ( z )
dz

 Property: 3

EXAMPLE: 1
SECOND SHIFTING THEOREM:
(i) Z  f (n  1)  z F ( z )  zf (0)

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5.12 Z – TRANSFORMS AND DIFFERENCE EQUATIONS

PROOF:
 
Z  f (n  1)   f (n  1) z n   f (n  1) z n z z 1
n0 n0

Z  f (n  1)  z  f (n  1) z (n 1)
n0

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
n0 n0

Z  f (nT  T )  z  f (n  1)T  z ( n 1)
n0

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

INITIAL VALUE THEOREM: EXAMPLE: 1


If Z  f (t )  F ( z ) then f (0)  lim F ( z )
z 

PROOF:

f (1. T ) f (2. T )
F ( z )  Z  f (t )   f (nT ) z n  f (0. T )   
n0 z z2
f (T ) f (2T )
 f (0)   
z z2

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UNIT V 5.13

 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

If Z  f (t )  F ( z ) then lim f (t )  lim  z  1 F ( z )


t  z 1

PROOF:

Z  f (t  T )  f (t )    f (nT  T )  f (nT ) z n
n0

Z  f (t  T )  Z  f (t )    f (nT  T )  f (nT ) z n
n0

zF ( z )  zf (0)  F ( z )    f (nT  T )  f (nT ) z n
n0

 z  1 F ( z )  z f (0)    f (nT  T )  f (nT ) z n
n0

Taking limit as z  1 we get



lim  z  1 F ( z )  z f (0)  lim   f (nT  T )  f (nT ) z n
z 1 z 1
n0

lim  z  1 F ( z )  f (0) 
z 1
  f (nT  T )  f (nT )
n0

 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

 lim f (n  1)T  f (0)


z

lim  z  1 F ( z )  f (0)  f ()  f (0)  lim f (t ) .


z 1 t

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5.14 Z – TRANSFORMS AND DIFFERENCE EQUATIONS

(i.e.) lim f (t )  lim  z  1 F ( z ) .


t  z 1

NOTE: If Z  f (n)  F ( z ) then lim f (n)  lim  z  1 F ( z )


n  z 1

5.10. EXAMPLES BASED ON PROPERTIES:

 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
n0
 
Z (t )   nT z n
T  n z n
n0 n0

 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  12 
 
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
n0

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UNIT V 5.15


1 2
 Z  n   n z n  0  
n0 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  12
 z   z 
 z       2 
 
Z an n    
  z  12  z
 
 z

a

2


  a
 za 
 
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  
n0 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  12 (1)  z 2( z  1)    z  1 ( z  1  2z ) 
  
Z n 2
 z    z 
dz   z  12    z  1 4
  z 
   z  1 4


    
  z  1  z2  z
 z 
  z  13   z  13

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5.16 Z – TRANSFORMS AND DIFFERENCE EQUATIONS

 Example: 4

Find the Z-transform of cosn EXAMPLE: 1 deduce that Z-transform of


and sinn . Hence
cos  n  1  and sin  n  1 
SOLUTION:
z  z  cos   z sin 
We know that Z  cos n   and Z  sin n  
z 2  2z cos   1 z 2  2z cos   1
Since Z  f  n  1  z F  z   z f  0

 z  z  cos     z 2  z cos   z 2  2z cos   1 


 Z  cos  n  1    z  2  1  z  
 z  2z cos   1   z 2  2z cos   1 

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

zz  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

MA6351 – TRANSFORMS AND PDE

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UNIT V 5.17

 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

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5.18 Z – TRANSFORMS AND DIFFERENCE EQUATIONS

  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

Find the Z-transform of n an sin nEXAMPLE:


 1
SOLUTION:
z sin 
Since Z  sin n   2
z  2z cos   1

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 
 

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UNIT V 5.19

 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. INVERSE Z-TRANSFORM:

5.11.1. DEFINITION:

If Z ( f (n))  F ( z ) then inverse Z-transform is defined as

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 

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5.20 Z – TRANSFORMS AND DIFFERENCE EQUATIONS

5.11.3. TYPE: I (METHOD OF PARTIAL FRACTION)

 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  12  z  2 

SOLUTION:
z3
Let F (z) 
 z  12  z  2

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UNIT V 5.21

F (z) z2
 
z  z  12  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  12  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

Equating the coefficient of z 2 :


A C 1  A  1  C  1  4  3
F (z) 3 1 4 3z z 4z
     F (z)   
z z  1  z  12 z  2 z  1  z  12 z  2

Taking Z 1 on both sides,

 z   z 
1  z 
Z 1  F ( z )  3Z 1    Z 1
   4 Z  
 z  1   z  12  z  2

 3(1n )  n(1n 1 )  4 (2n )

f (n)  3  n  4 (2n ) .

 Example: 3

Find Z 1  
 z z2  z  2   EXAMPLE: 1
 using partial fraction method
  z  1 z  12 
 

SOLUTION:

Let F z 

z z2  z  2 
 z  1 z  12
F z z2  z  2 A B C
    
z  z  1 z  12 z  1 z  1  z  12

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5.22 Z – TRANSFORMS AND DIFFERENCE EQUATIONS

A  z  1  B  z  1 z  1  C  z  1
2

 z  1 z  12
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  B0
F z 1 1
  0
z z 1  z  12
z z
 F z  
z  1  z  12

 z z   z 
1  z 
 Z 1  F  z    Z 1     Z    Z 1
 
 z  1  z  12   z  1   z  12 

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  z2
 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

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UNIT V 5.23

1 1 1
 z 

F z 4 2
  4  2
z z2 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    2n  2n cos    2n sin  
4 4 2 4 2

 Example: 5
 
z 3  3z EXAMPLE:
Find Z 1   using partial fraction 1
method
  z  12
  2 
z 1  
SOLUTION:
z 3  3z
Let F z 
 z  12  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  12  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  11  B 1  D 1  3

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5.24 Z – TRANSFORMS AND DIFFERENCE EQUATIONS

A  D  3  B  3  2  1 (3)
(2)   A  2   A   D  1
A  D  1
(3)  A  D  1
2D  0
D0

(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  12 z 2  1

 z   z   z2 
 Z 1  F  z    Z 1   2Z 1
   Z 1
 z  1    z  12   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  23  z  4  

SOLUTION:
z3  20z
Let F z 
 z  23  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  23
2

 z  23  z  4

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UNIT V 5.25

A  z  2  z  4  B  z  2 z  4  C  z  4  D  z  23  z 2  20
2

1
Put z  4 : D  8  16  20  D
2
Put z  2 : C  2  4  20  C8

 1 1
Equating thecoeff.of z3 : AD0  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
B2
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  22  z  23 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 

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5.26 Z – TRANSFORMS AND DIFFERENCE EQUATIONS

 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  22 

 z 4   3 2 3 
ANSWER: Z 1    Z 1    
  z  1 z  22   z  1  z  22 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.

n 1  sum of the residues of z n 1 F ( z ) 


where  z F ( z ) dz  2 i 
 at each of its poles


c

5.11.7. NOTE:

(ii) If z  a is a simple pole of f ( z ) then residue at z  a is


lim  z  a  f ( z )
z a

(ii) If z  a is a pole of order m of f ( z ) then residue at z  a is

1 dm 1
 z  a f (z ) .
m
lim
m  1 ! z  a dz m 1

MA6351 – TRANSFORMS AND PDE

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UNIT V 5.27

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 zn  sum of the residues of ( z ) 


To find   z  1 z  2 dz :   z  1 z  2 dz  2 i  at each of its poles 
c 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 .
z2 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

Sub. (2) in (1) we get,


1
f (n)  2 i  1  2n 
2 i  

f (n)  2n  1 .

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5.28 Z – TRANSFORMS AND DIFFERENCE EQUATIONS

 Example: 2
 z  z  1 
Find Z 1   EXAMPLE: 1
  z  13 

SOLUTION:
 z  z  1 
Let Z 1    f (n )
  z  13 

1 1 z  z  1
Then f (n)   z n 1 F ( z ) dz   z n 1 dz
2 i 2 i  z  13
c c

1 z  z  1
n

2 i   z  13
 dz (1)
c

z n  z  1
To find  dz :
c  z  13
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

Here z  1 is a pole of order 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  13 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

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UNIT V 5.29

 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  
za 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 ba

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 

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5.30 Z – TRANSFORMS AND DIFFERENCE EQUATIONS

 Example: 4

Find Z 1 

 z z2  z  2 

EXAMPLE: 1
 by using residue theorem
  z  1 z  12 
 
SOLUTION:

Let f  n  Z 1  
 z z2  z  2 


  z  1 z  12 
 

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  12

zn z2  z  2  dz  2i sum of the residues of   z  at each of its poles
  
c  z  1 z  12

where   z  

zn z2  z  2 
 z  1 z  12
Here z  1 is a simple pole and z  1 is a pole of order 2.
Residue at z  1 :

Res.   z   lim  z  1   z   lim  z  1



zn z2  z  2 
z  1 z 1 z 1  z  1  z  12
n
 1 1  1  2 n
   1 .
 1  1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  12
d  z n  2  z n 1  2z n 
 lim  
z 1 dz  z 1 

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UNIT V 5.31

  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  2i  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  23
2z n  z  2
 dz  2 i sum of the residue of   z  at each of its poles
3
c  z  2

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5.32 Z – TRANSFORMS AND DIFFERENCE EQUATIONS

2z n  z  2
where   z  
 z  23
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  23
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  

5.11.9. DEFINITION: (CONVOLUTION)

The convolution of two sequence  f (n) and  g(n) is defined as


n
 f (n) * g(n)   f (r ) g (n  r ) .
r0

The convolution of two functions f (t ) and g (t ) is defined as


n
f (t ) * g(t )   f (rT ) g(n  r )T , where T is the sampling period.
r0

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UNIT V 5.33

5.11.10. CONVOLUTION THEOREM:

(i) Z  f (n) * g(n)  F ( z ). G( z )

where Z  f (n)  F ( z ) and Z  g(n)  G( z )


(ii) Z  f (t ) * g(t )  F ( z ). G( z )

where Z  f (t )  F ( z ) and Z  g(t )  G( z ) .


PROOF:
 
(i) F ( z )  z  f ( n )   f (n) z  n G( z )  z  g ( n )    g ( n) z  n
n0 n0
 
 F ( z ). G( z )   f (n) z  n  g (n) z  n
n0 n0


 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
n0   n0

(i.e.) Z  f (n) * g(n)  F ( z ) G( z ) .

 
(ii) F ( z )  z  f (t )   f (nT ) z n G( z )  z  g (t )   g(nT ) z n
n0 n0
 
 F ( z ). G( z )   f (nT ) z n  g(nT ) z n
n0 n0


 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
n0   n0

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5.34 Z – TRANSFORMS AND DIFFERENCE EQUATIONS

 Z  f (t ) * g(t )

(i.e.) Z  f (t ) * g(t )  F ( z ) G( z ) .

5.11.11. NOTE:

(i) Z  f (n) * g(n)  F ( z ) G( z )  Z 1  F ( z ) G( z )  f (n) * g(n)

(ii) Z  f (t ) * g(t )  F ( z ) G( z )  Z 1  F ( z ) G( z )  f (t ) * g(t ) .

5.11.12. TYPE III: CONVOLUTION METHOD:

 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
r0

 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 

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UNIT V 5.35

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
 3n1   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 
r0

  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 za z  b

n
n n r n r
  a    b    a   b
r0

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5.36 Z – TRANSFORMS AND DIFFERENCE EQUATIONS

n n r
n r r n  a
  b   a   b   b   
r0 r 0
b

n
  a  a 2 n
 a 
  b 1          
  b  b  b 

  a  n 1   
   1   n  1 n  1 
n  b    bn  a b
  b  
  a   n 1  a  b  
    1   b  
 b  b  

 n 1  n 1
n n 1 a  bn 1 na  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 nr
  a    a     a   a 
r0
n n
n r r n
  a    a   a    a   1r
r 0 r0
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

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UNIT V 5.37

   
 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
r0 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 
r0
n n r n n r
 1  1  1  4
  
 4     4r   
 4    
r0
3 r 0
3

n 2 n
 1    4  4  4 
    1             
 4   3  3  3 

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5.38 Z – TRANSFORMS AND DIFFERENCE EQUATIONS

 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
r0
r
 4 n r
4 n
  r  1
r0

 4n 1  2  3    n  1   4n
 n  1 n  2 .
2

5.12. FORMATION OF DIFFERENCE EQUATION:

 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

MA6351 – TRANSFORMS AND PDE

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UNIT V 5.39

6 yn  9 yn 1  3 yn  2  yn 1  yn  2  0
2 yn2  8 yn1  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

yn 8  n  2  8  n  1  1 4  n  2 yn 1  2  n  1 yn  2 

n  4 yn 1  2 yn  2   0

yn  8n  16  8n  8   4n  8 yn 1   2n  2 yn  2   4nyn 1  2nyn  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
n2 n
(3)

Eliminating a and b, we get

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5.40 Z – TRANSFORMS AND DIFFERENCE EQUATIONS

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 .

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UNIT V 5.41

5.13. SOLUTION OF DIFFERENCE EQUATIONS USING


Z-TRANSFORMS:

5.13.1. FORMULA:

Z  y(k)  F ( z )

Z  y(k  1)  zF ( z )  zy(0)

Z  y(k  2)  z 2 F ( z )  z 2 y(0)  zy(1)

Z  y(k  3)  z3 F ( z )  z3 y(0)  z 2 y(1)  zy(2)

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 2 F ( z )  z 2 y(0)  zy(1)  4  zF ( z )  zy(0)  4 F ( z )  0


 
z 2 F ( z )  z 2 (1)  z (0)  4  zF ( z )  z (1)  4 F ( z )  0
 
F ( z )  z 2  4z  4   z 2  4z
 
z 2  4z
F (z) 
z 2  4z  4
z 2  4z
Z ( y( k)) 
z 2  4z  4
 z 2  4z 
 y( k)  Z 1  2 
 z  4z  4 

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5.42 Z – TRANSFORMS AND DIFFERENCE EQUATIONS

 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  22  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

Taking Z 1 on both sides,


 2z    az  
 z 
Z 1  F ( z )  Z 1    Z 1    2k  k2k  Z 1    k ak 
 z  2   z  2 
2    z  a 2  

y(k)  2k 1  k .

 Example: 2

Solve y(n  2)  3 y(n  1)  2 y(n)EXAMPLE:


 2n , given that1 y(0)  0, y(1)  0 .

SOLUTION:

Given y(n  2)  3 y(n  1)  2 y(n)  2n


Taking Z-transform on both sides,
Z  y(n  2)  3 y(n  1)  2 y(n)  Z (2n )

Z  y(n  2)  3 Z  y(n  1)  2 Z  y(n)  Z (2n )

 z 2 F ( z )  z 2 y(0)  z y(1)  3  z F ( z )  z y(0)  2 F ( z )  z


  z 2

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UNIT V 5.43

 z 2 F ( z )  z 2 (0)  z (0)  3  z F ( z )  z (0)  2 F ( z )  z


  z 2
z
F ( z )  z 2  3z  2 
  z 2
z
F (z) 
 z  2  z 2
 3z  2 
z
Z ( y(n)) 
 z  2 z  2 z  1
z
Z ( y(n)) 
 z  2  z  1
2

 z 
 y(n)  Z 1  
  z  22  z  1 

 z 
To find Z 1  
  z  22  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  22
2

A  z  2  B  z  1 z  2  C  z  1
2

 z  1 z  22
A  z  2  B  z  1 z  2  C  z  1  1
2

put z  2 : C 1
put z  1 : A 1

Equating the coeff. of z2 : A  B  0  B  1


F (z) 1 1 1 z z z
     F (z)   
z z  1 z  2  z  2 2 z  1 z  2  z  2 2

Taking Z 1 on both sides,

 z   z 
1  z 
Z 1  F ( z )  Z 1    Z  z  2  Z 1  
 z  1     z  22 

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5.44 Z – TRANSFORMS AND DIFFERENCE EQUATIONS

   
 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

Solve the difference equation y(n)  3 y(n  1) 


EXAMPLE: 1 4 y(n  2)  0, n  2 , given that
y(0)  3, y(1)  2 .

SOLUTION:

Changing n into n  2 , then given equation becomes


y(n  2)  3 y(n  1)  4 y(n)  0, n  0
Taking Z-transform on both sides,
Z  y(n  2)  3 y(n  1)  4 y(n)  Z (0)
Z  y(n  2)  3 Z  y(n  1)  4 Z  y(n)  Z (0)

z 2 F ( z )  z 2 y(0)  z y(1)  3  z F ( z )  z y(0)  4 F ( z )  0


 
z 2 F ( z )  z 2 (3)  z ( 2)  3  z F ( z )  z (3)  4 F ( z )  0
 
F ( z ) z 2  3z  4  3z 2  2z  9z
 
3z 2  7z
F (z) 
z 2  3z  4
z  3z  7
F (z) 
 z  4 z  1
z  3z  7
Z ( y(n)) 
 z  4 z  1
 z  3z  7 
 y(n)  Z 1  
  z  4  z  1 

 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

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UNIT V 5.45

 A  z  1  B  z  4  3z  7
put z  4 : 5 A  5  A  1
put z  1 : 5B  10  B2
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 un  2  5un 1  6un   Z  1 


n
 

Z un  2   5Z un 1   6Z un   Z  1 


n
 

 z 2 F ( z )  z 2 u(0)  z u(1)  5  z F ( z )  z u(0)  6 F ( z )  z


  z 1

 z 2 F ( z )  z 2 (0)  z (0)  5  z F ( z )  z (0)  6 F ( z )  z


  z 1
z
F ( z )  z 2  5z  6 
  z 1
z
F (z) 
 z  1  z 2  5z  6
z
Z (un )) 
 z  1 z  3 z  2
 z 
 un  Z 1  
  z  1 z  3 z  2 

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5.46 Z – TRANSFORMS AND DIFFERENCE EQUATIONS

 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

Taking Z 1 on both sides,

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   1n  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:

MA6351 – TRANSFORMS AND PDE

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UNIT V 5.47

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

Z  y  n  3  3Z  y  n  1  2Z  y  n  0

z3 F  z   z3 y  0  z 2 y 1  zy  2   3 zF  z   zy  0  2F  z   0


   
z3 F  z   z3  4  0  8z   3 zF  z   4z   2F  z   0
   

z3 F  z   4z3  8z  3zF  z   12z  2F  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  12  z  2

 y  n  Z 1  
 4z z 2  1  

  z  12  z  2 
 

Now F  z  

4z z 2  1 
 z  12  z  2
F z


4 z2  1  
A

B

C
z  z  1  z  2
2 z  1  z  1 2 z2

A  z  1 z  2  B  z  2  C  z  1
2

 z  12  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

A  1 2  B  2  C  1  4  1


2
Put z  0 :
2 A  2B  C  4

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5.48 Z – TRANSFORMS AND DIFFERENCE EQUATIONS

4 8
 2 A  4  2B  C  4  0   A
3 3
F z 8/3 4/3
  0
z z 1 z2
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:

(i) Solve yn  2  4 yn 1  3 yn  2n with y0  0, y1  1 using Z-transform

(ii) Solve un  2  6un 1  9un  2n given that u0  u1  0

(iii) Solve un  2  4un 1  3un  3n with u0  0,u1  1

(iv) Solve yk  2  2 yk 1  yk  k, given that y0  y1  0

(v) Solve yn  2  6 yn 1  9 yn  2n , given that y0  y1  0

(vi) Solve yn  2  yn  2 , with y0  y1  0

MA6351 – TRANSFORMS AND PDE

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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 

(ix) cos2t (x) cos3t


2. Find the Z transform of
(i) n c2 (ii) n(n-1)(n-2)

(iii) n ck (iv)(n+1)(n+2)

(v) e 3t cos t (vi) et sin2t


(vii)e-2t t3 (viii) e-t t2
3. Find the inverse Z transform by partial fraction method:
3z 2  18 z  26 z 2  2z
(i) (ii)
( z  2)( z  3)( z  4) 
z 2  2z  4 
2z 2 5z
(iii) (iv)
( z  2)( z 2  4) ( z  1)( z  2)
z 5z
(v) (vi)
( z  2)( z 2  4)  z  4z  3
2

7z
(vii)
z  7 z  10
2

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4. Find the inverse Z transform by residue method


5z 3z 2
(i) (ii)
( z  1)( z  2) ( z  2)( z 2  4)

5z z2  z
(iii) (iv)
z  2z  2
2
 z  13
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)

5. Using Z transform solve the difference equations


(i) un2  7un1  12un  2 n , u0  0  u1
(ii) un+3-3un+2un=0 , , u0=4 , u1=0,u2=8
(iii)f(n)+3f(n-1)-4f(n-2)=0 , n  2, f (0)  3, f (1)  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

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UNIT – III
APPLICATION OF
PARTIAL DIFFERENTIAL EQUATIONS

Classification of a Partial Differential Equation


The second order partial differential equation in the function
u of the two independent variable is

 2u  2u  2u  u u 
A( x, y ) 2  B ( x, y )  c( x, y ) 2  f  x, y, u , ,   0
x xy 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

1. Classify the following partial differential equations


 2u  2u
(a) x 2  y 2

 2 u  u   u 
(b) xy   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

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B 2  4 AC  1  0  1  0
Equation is hyperbolic

2. Classify the following partial differential equations


 2u  2u  2u u u
(a) 4 2  4  2  4  8  16u  0
x xy y x y

 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.

3. Classify the following partial differential equations


x 2 f xx  (1  y 2 ) f xx  0 for  1  y  1,    x  
Solution:
A  x 2 , B  0, C  1  y 2
B 2  4 AC  4 x 2 (1  y 2 )
 4 x 2 ( y 2  1)
x 2 is always  ve in    x  , x  0
In  1  y  1, y 2  1is  ve
Equation is Elliptic
If x = 0, B2-4AC=0, the equation is Parabolic.
2

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4. Classify the following partial differential equations:


( a) y 2u xx  2 xyu xy  x 2u yy  2u x  3u  0
(b) y 2uxx  u yy  u x 2  u y 2  7  0

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

Here y is always positive


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

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One Dimensional Wave Equation


One dimensional wave equation is
2 y 2  y
2
a
t 2 x 2

Assumptions made in the derivation of one dimensional wave


equation or equation of vibration of strings
(i) The mass of the string per unit length is constant.
(ii) The string is perfectly elastic and does not offer any
resistance to bending.
(iii) The tension caused by stretching the string before fixing it at
end points is so large that the action of the gravitational force
on the string can be neglected.
(iv) The string performs a small transverse motion in a vertical
plane that is every particle of the string moves strictly
vertically and so that the deflection and the slope at every
point of the string remain small in absolute value.

The possible solution of one dimensional wave equation


 
y ( x, t )  c1e px  c2 e  px c3 e apt  c4 e  apt 
y ( x, t )  c5 cos px  c6 sin px c7 cos apt  c8 sin apt 
y ( x, t )  c9 x  c10 c11t  c12 

1. What is the constant a in wave equation u tt  a u xx ?


2 2

Solution:

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2 y 2  y
2
 a
t 2 x 2
tension
where a 2 
mass per unit length of the string

2. What is the correct solution of one dimensional equation?


Solution:
y ( x, t )  c5 cos px  c6 sin px c7 cos apt  c8 sin apt 

Boundary and Initial conditions


One dimensional wave equation is given by
2 y 2  y
2
a
t 2
x 2
(i ) y (0, t )  0
(ii ) y (l , t )  0
y ( x,0)
(iii )  f ( x)
t
(iv) y ( x,0)  g ( x)

3. A tightly stretched string of length 2l is fastened at both ends.


The midpoint of the string is displaced to a distance b and
released from rest in this position. Write the initial conditions.
Solution:
2 y 2  y
2

The one dimensional wave equation is 2  a


t x 2
The equation of OA is

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y0 x0

b l 0
bx
 y  ,0  x  l A(l,b)
l
The equation of AB is B (2l ,0)
b
y b xl 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 xl
(iv ) y ( x,0)   l
2
 ( 2l  x), l  x  2l
l

4. A string is stretched and fastened to two points x = 0 & x = l


apart. Motion is started by displacing the string into the form
y  k (lx  x 2 ) from which it is released at time t = 0. Write the
most general solution to this problem.

Solution:

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The most general solution is

y ( x, t )   c n sin

nx nat
cos
n 1 l l

5. A string is stretched and fastened to two points x = 0 & x = l


apart. Is initially at rest in its equilibrium position. If it is set
Vibrating by giving each point velocity y  k (lx  x ) from
2

which it is released at time t = 0. Write the most general


solution to this problem.
Solution:

y ( x, t )   c n sin

nx nat
sin
n 1 l l

6. Write the boundary conditions for the following boundary


value problem “If a string of length l initially at rest in its
equilibrium position and each of its point is given the velocity
 y  3 x
   v0 sin ,0  x  l Determine the displacement
 t t  0 l
function y(x,t)”
Solution:
The boundary conditions are
(i) y (0, t )  0, t  0,
(ii) y (l , t )  0, t  0,
(iii) y ( x, 0)  0, 0  x  l ,
y x
(iv) ( x, 0)  v0 sin 3 ,0  x  l
t l

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7. Write the boundary conditions for solving the string equation


if the string is subjected to initial displacement f(x) and initial
velocity g(x).
Solution:

(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

Problems on vibrating on strings with initial velocity zero

1. A string is stretched and fastened to two points x = 0 and x = l


apart motion is started by displacing the string into the form
y  k (lx  x 2 ) from which it is released at time t = 0. Find the
displacement of any point on the string at a distance of x from
one end at time t.
Solution:
2 y 2  y
2

The wave equation is 2  a


t x 2
From the given problem, we get the following boundary
conditions.

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(i ) y (0, t )  0 t  0
(ii ) y (l , t )  0t  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 nx  C cos nat  D sin nat   (3)
l  l l 
Before applying condition (iii) differentiate (3) partially with respect to t

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y ( x, t ) nx  nat nat 


 B sin   C sin  D sin   (I )
t l  l l 
Apply (iii) in (I) we get
y ( x,0) nx  na 
 B sin D 
t l  l 
nx  na 
 0  B sin D 
l  l 

nx na
Here B  0, sin  0, 0
l l
D  0

3  y ( x, t )  BC sin nx cos nat


l l
nx nat
y ( x, t )  Bn sin cos  ( II ), where Bn  BC
l l
Since the partial differential equation is linear, any linear combination of
solutions of the form (4) with n = 1, 2, 3, … is also a solution of the
equation.
The solution (II) can be written as

y ( x, t )   Bn sin

nx nat
cos  ( 4)
n 1 l l
Apply (iv) in (4)

y ( x,0)   Bn sin

nx
n 1 l

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f ( x)   Bn sin

nx
 (5)
n 1 l
(5) represents half range fourier sine series in the interval (0, l )
nx
 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:

To find the equation of the string in its initial position.


The equation of the string AD is

D(l/2,b)

11

A(0,0) B(l,0)
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x0 y0

l/20 b0
2x y

l b
2bx
y , 0  x  l/2
l
The equation of the string DB is
xl/2 y b

l l/2 0b
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

The wave equation is a


t 2 x 2
From the given problem, we get the following boundary
conditions.

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(i ) y (0, t )  0 t  0
(ii ) y (l , t )  0t  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 nx  C cos nat  D sin nat   (3)
l  l l 
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Before applying condition (iii) differentiate (3) partially with respect to t


y ( x , t ) nx  nat nat 
 B sin   C sin  D sin   (I )
t l  l l 
Apply (iii) in (I) we get
y ( x,0) nx  na 
 B sin D 
t l  l 
nx  na 
 0  B sin D 
l  l 
nx na
Here B  0, sin  0, 0
l l
D  0

3  y( x, t )  BC sin nx cos nat


l l
nx nat
y ( x, t )  Bn sin cos  ( II ), where Bn  BC
l l
Since the partial differential equation is linear, any linear combinationof
solutions of the form (4) with n = 1, 2, 3, … is also a solution of the
equation.
The solution (II) can be written as

y ( x, t )   Bn sin

nx nat
cos  ( 4)
n 1 l l
Apply (iv) in (4)

y ( x,0)   Bn sin

nx
n 1 l

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f ( x)   Bn sin

nx
 (5)
n 1 l
(5) represents half range fourier sine series in the interval (0, l )
nx
 Bn   f ( x) sin
2
l
dx
l 0 l

2 2b   nx   nx  
  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    
 nx  l   nx   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 nx nat
sin sin cos
n 1 n 2 2 2 l l

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3. The points of trisection of a tight stretched string of length l


with fixed ends are parallel aside through a distance d on
opposite sides of a position of equilibrium, and the string is
released from rest. Obtain an expression for the displacement of
the string at any subsequent time and show that the midpoint of
the string always remains at rest.
Solution:

A(l/3,d)

d
C(l,0)
O(0,0)
d

B(2l/3,d)

To find the equation of the string into initial position OABC


The equation of the string OA is
x0 y 0

l /3 d
3x y

l d
3 xd l
y , 0 x
l 3
The equation of the string AB is

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x l /3 y d

l /3  2d
3x  l y  d

l  2d
yd 
 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

The wave equation is 2  a


t x 2
From the given problem, we get the following boundary
conditions.
(i ) y (0, t )  0 t  0
(ii ) y (l , t )  0t  0
y ( x,0)
(iii ) 0
t
 3xd l
 ,0  x 
l 3
 3d
(iv ) y ( x,0)  f ( x)   l  2 x ,  x 
l 2l
 l 3 3
 3
 l
d
x  l ,  x  l
2 l
3
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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 nx  C cos nat  D sin nat   (3)
l  l l 
Before applying condition (iii) differentiate (3) partially with respect to t
y ( x , t ) nx  nat nat 
 B sin   C sin  D sin   (I )
t l  l l 
Apply (iii) in (I) we get

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y ( x,0) nx  na 


 B sin D 
t l  l 
nx  na 
 0  B sin D 
l  l 
nx na
Here B  0, sin  0, 0
l l
D  0

3  y ( x, t )  BC sin nx cos nat


l l
nx nat
y ( x, t )  Bn sin cos  ( II ), where Bn  BC
l l
Since the partial differential equation is linear, any linear combinationof
solutions of the form (4) with n = 1, 2, 3, … is also a solution of the
equation.
The solution (II) can be written as
y ( x, t )   Bn sin

nx nat
cos  ( 4)
n 1 l l
Apply (iv) in (4)

y ( x,0)   Bn sin

nx
n 1 l

f ( x)   Bn sin

nx
 (5)
n 1 l
nx
Bn   f ( x) sin
2
l
dx
l 0 l
6d  nx nx nx 
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 

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 nx l nx l 2   nx l nx l 2  


  l  2 x  cos
l /3 2l / 3


  x cos .  sin .   .  2 sin .  
6d  l n l n 2 2  0  l n l n 2 2 l / 3 
Bn  2  
l  nx l nx 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

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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.

4. A string is stretched with fixed end points x = 0 and x = l is


3 x
initially in a position given by y ( x,0)  y0 sin . It is released
l
from rest from this position. Find the displacement y at any
distance x from one end at any time t.

Solution:
2 y 2  y
2

The wave equation is 2  a


t x 2
From the given problem, we get the following boundary
conditions.
(i ) y (0, t )  0 t  0
(ii ) y (l , t )  0t  0
y ( x,0)
(iii ) 0
t
x
(iv ) y ( x,0)  y ( x,0)  y0 sin 3
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)
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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 nx  C cos nat  D sin nat   (3)
l  l l 
Before applying condition (iii) differentiate (3) partially with respect to t
y ( x, t ) nx  nat nat 
 B sin   C sin  D sin   (I )
t l  l l 
Apply (iii) in (I) we get
y ( x,0) nx  na 
 B sin D 
t l  l 
nx  na 
 0  B sin D 
l  l 

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nx na
Here B  0, sin  0, 0
l l
D  0

3  y ( x, t )  BC sin nx cos nat


l l
nx nat
y ( x, t )  Bn sin cos  ( II ), where Bn  BC
l l
Since the partial differential equation is linear, any linear
combination of solutions of the form (4) with n = 1, 2, 3, … is also
a solution of the equation.
The solution (II) can be written as

y ( x, t )   Bn sin

nx nat
cos  ( 4)
n 1 l l
Apply (iv) in (4)

y ( x,0)   Bn sin

nx
n 1 l

f ( x )   Bn sin

nx
n 1 l

  Bn sin
x 
nx
y 0 sin 3

l n 1 l
y0  x 3x  x
2x 3x
3 sin  sin  B sin  B sin  B sin  ...
4  l l  l l l
1 2 3

By Equating like coefficients


3 y0 y
B1  , B2  0, B3   0 , B4  B5  ...  0
4 4
Substitute these values in (4) we get
3 y0 x at y 0 3x 3at
y ( x, t )  sin cos  sin cos
4 l l 4 l l
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5. A string is stretched and fastened to two points at a distance l


apart. Motion is started by displacing the string in the
x
form y ( x,0)  sin from which it is released at time t=0. Show
l
that the displacement of any point at a distance x from one end
x x
at time t is given by y ( x, t )  a sin cos .
l l

Solution:
2 y 2  y
2

The wave equation is 2  a


t x 2
From the given problem, we get the following boundary
conditions.
(i ) y (0, t )  0 t  0
(ii ) y (l , t )  0t  0
y ( x,0)
(iii ) 0
t
x
(iv ) y ( x,0)  a sin  f ( x)
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)
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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 nx  C cos nat  D sin nat   (3)
l  l l 
Before applying condition (iii) differentiate (3) partially with respect to t
y ( x, t ) nx  nat nat 
 B sin   C sin  D sin   (I )
t l  l l 
Apply (iii) in (I) we get
y ( x,0) nx  na 
 B sin D 
t l  l 
nx  na 
 0  B sin D 
l  l 
nx na
Here B  0, sin  0, 0
l l
D  0

3  y ( x, t )  BC sin nx cos nat


l l
nx nat
y ( x, t )  Bn sin cos  ( II ), where Bn  BC
l l

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Since the partial differential equation is linear, any linear combination of


solutions of the form (4) with n = 1, 2, 3, … is also a solution of the
equation.
The solution (II) can be written as

y ( x, t )   Bn sin

nx nat
cos  ( 4)
n 1 l l
Apply (iv) in (4)

y ( x,0)   Bn sin

nx
n 1 l

f ( x )   Bn sin

nx
n1 l

  Bn sin
x 
nx
a sin
l n 1 l
x x 2x 3x
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

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Problems on vibrating on strings with non – zero initial


velocity

1. A tightly stretched string with fixed end points x = 0 and x = l


is initially at rest in its equilibrium position. If it is set
vibrating by giving each point a velocity kx(l-x). Find the
displacement of the string at any time.
Solution:
2 y 2  y
2

The wave equation is 2  a


t x 2
From the given problem, we get the following boundary
conditions.
(i ) y (0, t )  0 t  0
(ii ) y (l , t )  0t  0
(iii ) y ( x,0)  0
y ( x,0)
(iv )  kx(l  x)  f ( x)
t
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
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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 nx  C cos nat  D sin nat   (3)
l  l l 
Apply (iii) in (3)
nx
y ( x,0)  B sin C
l
nx
0  BC sin
l
C 0
nx nat
(3)  y ( x,0)  BD sin sin
l l
nx nat
y ( x,0)  Bn sin sin
l l
Since the partial differential equation is lin ear, any linear
combition of solutions of the form (4) with n = 1, 2, 3, … is also a
solution of the equation.The general solution can be written as

y ( x, t )   Bn sin

nx nat
sin  ( 4)
n 1 l l
Differentiate Partially (4) with respect to t we get,

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  Bn sin
nx nat na
 5
y ( x, t ) 
cos .
t n 1 l l l
Apply (iv ) in (5) we get

  Bn
y ( x,0)  na nx
sin
t n 1 l l

f ( x)   bn sin

nx na
 (6), where bn  Bn
n 1 l l
Equation (6) Represents Half rane 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 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
na
 2
l  8kl , n is odd
 Bn   n 3 3
na 0, n is even

 8kl 3

 Bn   an 4 4 , n is odd
 0, n is even
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4  y ( x, t )   4 4 sin nx sin nat


8kl 4

n 1, 3, 5,.. an  l l

2. If a string of length l is initially at rest in equilibrium position


3  x 
and each of its point is given velocity 0 V sin  , 0  x  l .
 l 
Determine the displacement function y ( x, t )

Solution:
2 y 2  y
2

The wave equation is a


t 2 x 2
From the given problem, we get the following boundary
conditions.
(i ) y (0, t )  0 t  0
(ii ) y (l , t )  0t  0
(iii ) y ( x,0)  0
y ( x,0)  x 
(iv )  V0 sin 3    f ( x)
t  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

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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 nx  C cos nat  D sin nat   (3)


l  l l 
Apply (iii) in (3)
nx
y ( x,0)  B sin C
l
nx
0  BC sin
l
C 0
nx nat
(3)  y ( x,0)  BD sin sin
l l
nx nat
y ( x,0)  Bn sin sin
l l
Since the partial differential equation is lin ear, any linear
combination of solutions of the form (4) with n = 1, 2, 3, … is also
a solution of the equation. The general solution can be written as
y ( x, t )   Bn sin

nx nat
sin  ( 4)
n 1 l l
Differentiate Partially (4) with respect to t we get,
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  Bn sin
nx nat na
 5
y ( x, t ) 
cos .
t n 1 l l l
Apply (iv ) in (5) we get

  Bn
y ( x,0)  na nx
sin
t n 1 l l

f ( x )   bn sin

nx na
 (6), where bn  Bn
n 1 l l

  bn sin
x 
nx
v0 sin 3

l n 1 l
v0  x 3x  x 2x 3x
3 sin  sin  b sin  b sin  b sin  ...
4 l l  l l l
1 2 3

By Equating like coefficients


3V0 V
b1  , b2  0, b3   0 , b4  b5  ...  0
4 4
l
But Bn  bn
na
3V l  Vl0
 B1  0 , B2  0, B3  , B5  0, B6  0.....
4a 12a
Substitute these values in (4) we get
3V0 x at V0 3x 3at
y ( x, t )  sin cos  sin cos
4 l l 4 l l

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Problems on vibrating on strings when initial velocity and


initial displacement are given

1. Find the displacement of a tightly stretched string of a length


7cms vibrating between fixed end points if initial displacement
 3x   9x 
is 10 sin   and initial velocity is 15 sin  
 7   l 
Solution :
2 y 2  y
2

The wave equation is a


t 2 x 2
From the given problem, we get the following boundary
conditions.
(i ) y (0, t )  0 t  0
(ii ) y (l , t )  0t  0
3x
(iii ) y ( x,0)  10 sin
7
y ( x,0) 9x
(iv)  15 sin
t 7
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

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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 nx  C cos nat  D sin nat   (3)


l  l l 
nx  nat nat 
y ( x, t )  sin  BC cos  BD sin 
l  l l 
nx  nat nat 
y ( x, t )  sin
 Bn cos  Cn sin 
l  l l 
The general solution is

y ( x, t )   sin

nx  nat nat 
 Bn cos  Cn sin   ( 4)
n 1 l  l l 
Apply (iii ) in (4) we get

y ( x,0)   Bn sin

nx 3x
 10 sin
n 1 l 7
x 2x 3x  3x  Equating like
B1 sin  B2 sin  B3 sin  ...  10 sin  
l l 7  7  coefficients,
we get B3  10  ( I )
From (4) we get

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  sin
y ( x, t )  nx  nat na nat na 
  Bn cos  Cn sin .   (5)
t n 1 l  l l l l 
Apply (iv ) in (5) we get

  Cn
y ( x,0)  na nx 9x
sin  15 sin
t n 1 l l 7
9a
 C9  15
l
15l
C9   ( II )
9a
The remaining Cn ' s are zero
Substitute ( I ) & ( II ) in (4)
3at 3x 15l 9at 9x
 y ( x, t )  10 cos sin  sin sin
l l 9a l l
3at 3x 105 9at 9x
l  7  y ( x, t )  10 cos sin  sin sin
7 7 9a 7 7

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One Dimensional Heat Equation


One dimensional heat equation is
u 2  u

2

t x 2
k
where  2  is diffusivity of the material of the bar
s

1. State any two laws which are assumed to derive one


dimensional heat equation?
Solution:
(i) Heat flows from higher to lower temperature
(ii) The amount of Heat required to produce a given temperature
change in a body is proportionality is known as the specific
heat(s) of the conducting material.

2. State the Fourier law of heat conduction.


Solution:
The rate at which heat flows across any area is proportional
to the area and to the temperature gradient normal to the curve.
This constant of proportionality is known as thermal
conductivity(k) of material. It is known as fourier law of heat
conduction.

3. Define temperature gradient


Solution:
The rate of change of temperature with respect to the distance
is called as temperature gradient.

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u 2  u
 2
2

4. In one dimensional heat equation what does


t x 2
refer to?
Solution:
k
 2  is diffusivit y of the material
s
where k  thermal conductivity
S  specific heat capacity
  Density.

5. What are the possible solution of one dimensional heat


equation?
Solution:
The possible solutions are
(i ) u ( x, t )  Ae  B cos px  C sin px 
Be 
2
p 2t

(ii ) u ( x, t )  Ae  p 2t px
 Ce  px
2

(iii )u ( x, t )  Ae  p 2t
Bx  c 
2

6. What is the correct solution of one dimensional heat equation?


Solution:
The correct solution is
u ( x, t )  Ae  p 2t
B cos px  C sin px 
2

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Boundary and Initial conditions


One dimensional heat equation is given by
u 2  u

2

t x 2
(i ) u (0, t )  0
(ii ) u (l , t )  0
(iii) u ( x,0)  f ( x)

7. Derive the steady state solution of one dimensional heat


equation
Solution:
u 2  u

2

The one dimensional heat equation is


t x 2
u ( x, t )  u ( x )
u
 0
t
2  u

2
0
x 2
 2u
0
x 2
d 2u
 2 0
dx
u ( x)  ax  b

8. What is the steady state temperature of a rod of length l whose


ends are kept at 300 and 400
Solution:

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u 2  u

2

The heat flow equation is


t x 2
u
When the steady state condition exist,  0 ( u is independent of t)
t
 2u
Then the heat flow equation becomes 2  0
x
u  ax  b  (1)
x  0, u  30  b  30
x  l , u  40  40  al  30
10
a
l
10
(1)  u  x  30
l

9. The bar of length 50 cm has its ends kept at 20 C and 100 C


until steady state conditions prevails. Find the steady state
temperature of the rod.
Solution:
The steady state equation of the one dimensional heat equation is
d2y
0
dx 2
 u ( x )  ax  b  (1)
The boundary conditions are ( a ) u (0)  20 & (b) u (l )  100

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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

Here as we are dealing with the heat equation u(x, t) representing


the temperature at time t, u(x, t) must decreases as t increases.
i.e., u(x,t) cannot be define as t  
solution (i) is correct solution.
11. Define steady state.
Solution:
Steady state is the state in which the temperature does not vary
with respect to the time.
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Type I Zero Boundary Conditions

1. A rod 1 cm long with insulated lateral surface is initially at


temperature u0 at an inner point distance x cm from one end. If
both ends are kept at zero temperature find the temperature at
any point of the rod at any time t.
Solution:
The temperature function u(x,t) satisfies the partial
u 2  u

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

Apply (i ) in (1) we get


u (0, t )  ABe  p t
2 2

0  ABe  p 2t
2

B  0 & e  p 2t
 0, A  0
2

(1)  u ( x, t )  AC sin pxe  p 2t


 (2)
2

Applying (ii) in (2) we get

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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

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nx
where Bn   u 0 sin
2
l
dx
l 0 l
2u  l nx 
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
nx  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

2. A uniform bar of length l through which heat flow is insulated at


its sides. The ends are kept at zero temperature. If the initial
temperature at the interior points of the bar is given by
k  lx  x 2  , 0  x  l . Find the temperature distribution in the
bar after time t.
Solution:
u 2  u

2

The heat equation is


t x 2
The heat equation satisfying the boundary conditions are

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(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

Apply (i ) in (1) we get


u (0, t )  ABe  p 2t
2

0  ABe p 2t
2

B  0 & e  p 2t
 0, A  0
2

(1)  u ( x, t )  AC sin pxe  p 2t


 (2)
2

Applying (ii) in (2) we get


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

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
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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 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

3. A uniform bar of length l through which heat flow is insulated at


its sides. The ends are kept at zero temperature. If the initial
temperature at the interior points of the bar is given by
x
k sin 3 , 0  x  l . Find the temperature distribution in the
l
bar after time t.
Solution:
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u 2  u

2

The heat equation is


t x 2
The heat equation satisfying the boundary conditions are
(i )u (0, t )  0
(ii )u (l , t )  0
x
(iii )u ( x, 0)  f ( x )  k sin 3
l
The correct solution is
u ( x, t )  Ae  p 2t
 B cos px  C sin px   (1)
2

Apply (i) in (1) we get


u (0, t )  ABe  p 2t
2

0  ABe  p 2t
2

B  0 & e  p 2t
 0, A  0
2

(1)  u ( x, t )  AC sin pxe p t


 (2)
2 2

Applying (ii) in (2) we get


u (l , t )  AC sin px.e  p t
2 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

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The general solution is

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

Equating the like coefficients we get


3k k
B1  , B2  0, B3  , The remaining Bn ' s are zero
4 4
 x  3 x 
  2 2   9 2 2 

 3  u ( x, t )  sin e
3k t
k t
l 2 
 sin e l 2 

4 l 4 l

4. Find the temperature distribution in a homogeneous bar of


length  which is insulated laterally, if the ends are kept at zero
temperature and if initially, the temperature is k at the centre of
the bar and falls uniformly to zero at its ends.
Solution:

A(l/2,  )

47

O(0,0) (l/2,0)
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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

The heat equation is


t x 2
The heat equation satisfying the boundary conditions are
(i )u (0, t )  0
(ii)u (l , t )  0
 2kx 
 , 0  x 
(iii )u ( x, 0)  f ( x)  
 2
 2k    x  ,   x  
 
The correct solution is

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u ( x, t )  Ae  p 2t
 B cos px  C sin px   (1)
2

Apply (i ) in (1) we get


u (0, t )  ABe  p t
2 2

0  ABe  p 2t
2

B  0 & e  p 2t
 0, A  0
2

(1)  u ( x, t )  AC sin pxe p 2t


 (2)
2

Applying (ii) in (2) we get


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 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

Apply (iii ) in (4) we get

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f  x    Bn sin nx

n 1

Bn   f  x  sin nxdx

 2 
 2   x sin nxdx   (  x )sin nxdx 
4k  

 0
 
2


 
 

 2   x cos nx.  sin nx 2       x  cos nx.  sin nx. 2 


4k  1 1 2  1 1 
  n n 0  n n  
 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

Type II Steady State Conditions and Zero Boundary


Conditions
1. An insulated rod of length 30 cm has its ends A and B kept at
200C and 800C respectively until steady state conditions
prevail. The temperature at each end is then suddenly reduced
to 00C and kept so. Find the resulting temperature distribution
u(x,t) taking origin at A.
Solution:

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The temperature function u(x,t) satisfies the partial differential


u 2  u

2

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
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u ( x, t )  Ae p t
 B cos px  C sin px   (1)
2 2

Apply (i ) in (1) we get


u (0, t )  ABe  p t
2 2

0  ABe  p 2t
2

B  0 & e  p 2t
 0, A  0
2

(1)  u ( x, t )  AC sin pxe  p 2t


 (2)
2

Applying (ii) in (2) we get


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,

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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
nx
where Bn   (2 x  20) sin
2
l
dx
l 0 l
2u  l  nx  l2  nx 
l

 0  ( 2 x  20)   cos   2   sin 


l  n  l  n 
2 2
 l  0
 2u0 l   l 
    ( 2l  20 ) (  1) n
 0     20  0 
l  n   n 
 (1) n 20 
 2  (2l  20) 
 n n 
 (1) n 20 
 2  80 
 n n 


40
n

1  4(1) n 
Substituting in (3)
4u0 1

 1  4(1) sin 30 e 
nx  2
 n 2 ( 2 n 1) 2 t
(3)  u ( x, t )  n

 n1. n
900

Type III Steady State conditions and Non-zero Boundary


1. A rod of 30 cm has its ends A and B are kept at 200 c and
400 c respectively until steady state conditions prevails. The
temperature at A is then suddenly raised to 90 0 c and the same
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time that B is lowered to 30 c . Find the temperature


0

distribution in the rod at time t. also show that the temperature


at the midpoint of the rod remains unaltered for all time,
regardless of the material of the rod.
Solution:
The heat equation is
u 2  u

2
 (1)
t x 2
u
when the steady state conditions prevails 0
t
 2u
1   2  0
2

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
a2
(3)  u ( x)  2 x  20
Hence the steady state, the temperature function is given by
u ( x )  2 x  20

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Now the temperature at A is raised to 50 c and the temperature at


0

B is lowered to 10 c . That is , the steady state is changed to


o

unsteady state. For this unsteady state the temperature distribution


is given by
u ( x )  2 x  20
Now the new boundary conditions are
(i ) u (0, t )  50 t  0
(ii ) u (10, t )  10 t  0
(iii)u ( x, 0)  2 x  20
The correct solution is
u  x, t    A cos px  B sin px  e p 2t
 (4)
2

Apply (i) and (ii) in (4) we get


u ( x, t )  Ae p 2t
 50
2

u  l , t    A cos pl  B sin pl  e p 2t


 10
2

It is not possible to find the constants A & B. since we have


infinite number of values for A & B. Therefore in this case we split
the solution u(x,t) into two parts
u ( x, t )  us  x   ut  x, t   (5)

Where us  x  is a solution of the equation


u 2  u

2

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  :

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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)

Now we have to find the boundary conditions for ut ( x, t )


Putting x = 0 in (9) we get
ut  0, t   u  0, t   us  0 
 50  50
ut  0, t   0
Putting x  10 in  9  we get
ut 10, t   u 10, t   us  0 
 10  10
ut 10, t   0
Putting t = 0 in (9) we get
ut  x, 0   u  x, 0   us  x 
 2 x  20  4 x  50
ut  x, 0   6 x  30
Now the function ut ( x, t ) we have the following boundary
conditions

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 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

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2. Find the solution of the one dimensional diffusion equation


satisfying the boundary conditions
 i  u is bounded as t  
u 
 ii     0 t

  x 0
x
u 
 iii     0t
 x  x  a
 iv  u  x, 0   x  a  x 
Solution:
The correct solution is
u  x , t    A c o s p x  B s in p x e  p 2t
  A  2
2

D iff p a rtia lly w .r.t x w e g e t


u  x, t 
   A p s in p x  B p c o s p x  e   p t  (1)
2 2

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

n0 a


n x 
  2 n 2 2

 A0 
t
An c o s e a 2

n 1 a

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Applying (iv) in this equation we get


u  x, 0   A0   An cos
n x
 x a  x

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
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u 2  u

2

3. Solve the equation subject to the following


t x 2
conditions:
(i )u is finite when t  
 u 
(ii )    0, when x  0 t  0
 x 
(iii )u  0 when x  l t  0
(iv )u  u0 when t  0 for all values of x between 0 & l
Solution:
The correct solution is
u  x, t    A cos px  B sin px  e  p 2t
 1
2

Diff partially w.r.t. to x we get


u ( x, t )
   Ap sin px  Bp cos px  e  p t   2 
2 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

Apply  iii  in  3 we get


u  x, t   A cos ple  p t  0
2 2

 cos pl  0

pl  an odd multiple of
2

pl   2n  1
2

 p
 2n  1 
2l
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Substitute this value in (3) we get

u  x, t   

A cos
 2n  1  x e 2  2 n 12  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

....   An cos 2 6


l

0
2l

W.K.T  cos mx cos nx  0 if m  n. Applying this in equation (6) we get all


l

terms in R.H.S. of (6) becomes zero except the


 2n  1  x dx
term  An cos
l
2

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

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  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 12  2
 2 t

 2n  1 
cos e 4l 2

n 1 2l

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Two dimensional heat flow equation


u 2  u  2u 
The two dimensional heat equation is t    x 2  y 2 
2

 
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.

1. What are the possible solutions of two dimensional heat


equation or laplace equation?
Solution:
(i ) u ( x, y )  c1e px  c2 e  px c3 cos py  c4 sin py 

(ii ) u ( x, y )  c5 cos px  c6 sin px  c7 e py  c8 e  py 
(iii ) u ( x, y )  c9 x  c10 c11 y  c12 

2. Write any two solutions of the laplace equation u xx  u yy  0


involving exponential term x or y
Solution :
 
(i ) u ( x, y )  c1e px  c2 e  px c3 cos py  c4 sin py 

(ii ) u ( x, y )  c5 cos px  c6 sin px  c7 e py  c8 e  py 

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Type-I: Temperature Distribution in Infinite Plates


Type – A:Temperature distribution along x-axis or parallel
to x- axis.
1. An infinitely long plane is bounded by two parallel edges x=0
and x=l and an end at right angles to them. The breadth of this
edge y=0 is l and is maintained at temperature f(x). All the
other three edges are at temperature zero. Find the steady
state temperature at any interior 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 (l , y )  0 y
(iii) u ( x ,  )  0 , 0  x  10
(iv) u ( x,0)  f ( x ) 0  x  l
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
 A0
Substitute A = 0 in eqn(1)
u  x, y   B sin px  Ce py  De  py    2 

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Applying (i) in (2), we get


u (l , y )  B sin pl (Ce py  De py )
0  B sin lp(Ce py  De py ), here (Ce py  De py )  0, B  0
 sin pl  0
sin pl  sin n
p  n
n
p n  1,2,3......
l


u ( x, y )  B sin nx Ce ny  De ny     (3)
Applying (iii) in eqn (3)

u ( x, )  B sin
nx
l

Ce   De   0 
 B sin
nx
l
 
Ce   0  e   0

nx
Here, B  0 , sin  0 , e   0
l
C  0
Substitute C=0 in eqn (3)
nx
 ny
u ( x, y )  B sin De l
l
nx l
 ny
 BD sin e      (4)
l
The most general solution is

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u ( x, y )   Bn sin
nx l
  ny
e      (5)
n 1 l
Applying condition (iv) in eqn (5)

u ( x,0)   Bn sin

nx
 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

nx
     (7 )
n 1 l
nx
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 nx nx
 l  ny

sin e l
dx
n 1 l 0 l l

2. A rectangular plate with insulated surfaces is 10cm width and


so long compared to its width that it may be considered infinite
in length without introducing an appreciable error. If the
temperature along are short edge y  0 is
u ( x, y )  4(10 x  x 2 ) for 0  x  10 while the two long edges as
well as the short edge are kept at 00 C , find the steady state
temperature function u ( x, y ) .
Solution:

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Let u ( x, y ) be the temperature at any point (x , y) in the


steady state. Then u satisfies the differential equation
 2u  2u
 2 0 .
x y
2

The boundary conditions are


(i) u (0, y )  0 , y
(ii) u (10, y )  0 , y
(iii) u ( x ,  )  0 , 0  x  10
 
(iv) u ( x, 0)  4 10 x  x , 0  x  10
2

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
 A0
Substitute A = 0 in eqn(1)
u  x, y   B sin px  Ce py  De  py    2 
Applying (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

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n x  n10 y 
 u  x, y   B sin    3
n y


 Ce De 10
10  
Applying (iii) in eqn (3)
nx
u ( x, )  B sin
10
Ce 

 De    0

 B sin
nx
10
 
Ce   0  e   0

nx
Here, B  0 , sin  0 , e   0
10
C  0
Substitute C=0 in eqn (3)
nx
 ny
u ( x, y )  B sin De 10
10
nx 10
 ny
 BD sin e      ( 4)
10
The most general solution is

u ( x, y )   Bn sin
nx
  ny
e 10
     (5)
n 1 10
Applying condition (iv) in eqn (5)
u ( x,0)   Bn sin

nx
 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

nx
     (7)
n 1 l
nx
Where bn  l  f ( x) sin l dx
2
l

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From (6)&(7) , we get Bn  bn

nx
Bn   4(10 x  x 2 ) sin
2
10
dx
10 0 10

  nx   nx   nx 


10

   cos    sin   cos 


4 
 (10 x  x ) 10   (10  2 x) 10   (2) 10
n
2

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

Substituting the value of Bn in equation (5)


3200 1 nx  10
ny
 u ( x, y )  sin e
3 n 1, 3,.. n 3
10

3. A rectangular plate with insulated surfaces is 10 cm wide and


so long compared to its width that it may be considered infinite
in length without introducing an appreciable error. If the
temperature along the short edge y=0 is given by
u ( x,0)  20 x, 0  x  5, u ( x,0)  20(10  x ), 5  x  10, while
the two long edges x=0 and x=10 as well as the other short

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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 (10, y )  0 y
(iii) u ( x ,  )  0 , 0  x  10
20 x 0 x5
(iv) u ( x , 0 )    f ( x)
20(10  x ) 5  x  10
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
 A0
Substitute A = 0 in eqn(1)
u  x, y   B sin px  Ce py  De  py    2 
Applying (ii) in (2) , we get

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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
nx
10

Ce   De    0 
 B sin
nx
10
 
Ce   0  e    0

nx
Here, B  0 , sin  0 , e   0
10
C  0
Substitute C=0 in eqn (3)
nx
 ny
u ( x, y )  B sin De 10
10
nx 10
 ny
 BD sin e      (4)
10
The most general solution is

u ( x, y )   Bn sin
nx 10
  ny
e      (5)
n 1 10
Applying condition (iv) in eqn (5)
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u ( x,0)   Bn sin

nx
 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

nx
     (7 )
n 1 l
nx

2
l

Where b  f ( x ) sin dx
l 0 l
n

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nx
  f ( x ) sin
1
10
dx
50 10
1 nx nx 
   20 x sin dx   20(10  x) sin
10 10
dx 
5 0 10 5
10 
 10  nx  100  nx 
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 nx  10
 ny
 (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

4. An infinitely long uniform plate is bounded by two parallel


edges and an end at right angles to them. The breadth is  .
This end is maintained at a temperature at a temperature u0 at
all points and other edges are kept at zero temperature.

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Determine the temperature at any point of the plate in the


steady state.
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 ( , y )  0 y
(iii) u ( x,  )  0 ,0  x  
(iv) u ( x,0)  u0 ,0  x  
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
 A0
Substitute A = 0 in eqn(1)
u  x, y   B sin px  Ce py  De  py    2 
Applying (ii) in (2) , we get

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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
pn 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 nxCe   0

e 
0
nx
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

u ( x, y )   Bn sin nxe ny



     (5)
n 1

Applying condition (iv) in eqn (5)

u ( x,0)   Bn sin nx  u0      (6)


n 1

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To find Bn then we expand f (x) as a Fourier half range sine


series in (0,  )

f ( x)   bn sin nx

     (7 )
n 1


2
l

Where b  f ( x) sin nxdx


l 0
n


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)

5. A rectangular plate with insulated surfaces is 8 cm wide and so


long compared to its width that it may be considered infinite in
length without introducing an appreciable error. If the
temperature along the short edge y=0 is given by
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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 x8
x
(iv) u ( x,0)  100 sin 0 x8
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
 A0
Substitute A = 0 in eqn(1)
u  x, y   B sin px  Ce py  De  py    2 
Applying (ii) in (2) , we get

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u (8, y )  B sin 8 p(Ce py  De py )


0  B sin 8 p(Ce py  De py ), here (Ce py  De py )  0, B  0
 sin 8 p  0
sin 8 p  sin n
8 p  n
n
p n  1,2,3......
8
nx  
ny ny
8 
u ( x, y )  B sin Ce  De    (3)

 
8
8  
Applying (iii) in eqn (3)
nx
u ( x, )  B sin
8

Ce   De   0 
 B sin
nx
8
 
Ce   0  e   0

nx
Here, B  0 , sin  0 , e   0
8
C  0
Substitute C=0 in eqn (3)
nx
 ny
u ( x, y )  B sin De 8
8
nx 8
 ny
 BD sin e      (4)
8
The most general solution is

u ( x, y )   Bn sin
nx
  ny
e 8
     (5)
n 1 8
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Applying condition (iv) in eqn (5)

u ( x,0)   Bn sin

nx
n 1 8

  Bn sin
nx  nx
100 sin
8 n1 8
 A1  100, A2  A3  ....  0
x y
u ( x, y )  100 sin

e 8
8

Type – B Temperature distribution along y- axis or parallel


to y – axis
1. A infinitely long rectangular plate with insulated surfaces is 10
cm wide. The two long edges and short edge are kept at zero
temperature, while the other short edge x=0 kept at
temperature by u ( y ,0)  20 y , 0  y  5, and
u ( y ,0)  20(10  y ), 5  y  10 Find the 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 ( x,0)  0 y
(ii) u ( x,10)  0 y

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(iii) u ( , y ) 0
20 y 0 y5
(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
 n10x nx
 nx
 u ( x, y )   Ae  Be 10  D sin  (3)

  10
Applying (iii) in eqn (3)
u (, y )  Ae   Be  D sin
nx
0

 
10
 Ae   0  e   0
ny
Here, D  0 , sin  0 , e   0
10
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A  0
Substitute A=0 in eqn (3)
ny
 nx
u ( x, y )  D sin Be 10
10
ny 10
 nx
 BD sin e      ( 4)
10
The most general solution is

u ( x, y )   Bn sin
ny 10
  nx
e      (5)
n 1 10
Applying condition (iv) in eqn (5)

u ( x,0)   Bn sin

ny
 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

ny
     (7 )
n 1 l
ny
Where n l 
2
l
b  f ( y ) sin dy
0
l

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ny
  f ( y ) sin
1
10
dy
50 10
1 ny ny 
   20 y sin dy   20(10  y ) sin
10 10
dy 
5 0 10 5
10 
 10  ny  100  ny 
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 ny  10
 nx
 (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
 n1 (2n  1) 2
10
2 10

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Type II Temperature Distribution in Finite Plates


Type-A Temperature distribution along x-axis or parallel to
x-axis
1. A square plate is bounded by the lines x=0, y=0, x=l,y=l. Its
faces are insulated. The temperature along the upper
horizontal edge is given by u ( x, l )  f ( x ) while the other three
edges are kept at 00 C. Find the steady state temperature in the
plate.
Solution:
Let us take the sides of the plate be l. Let u ( x, y ) satisfies
 2u  2u
the Laplace’s equation 2  2  0  (1) . u ( x, l )  f ( x )
x y
The boundary conditions are
00 c 00 c
(i) u (0, y )  0, 0  x  l
(ii) u (l , y )  0, 0  x  l
00 c
(iii) u ( x, 0)  0, 0  x  l
(iv) u ( x, l )  f ( x ), 0  x  l
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
 A0
Applying (ii) in (2), we get

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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  nl y 
 u  x, y   B sin    3
n y


 Ce De l
l  
Apply (iii) in (3) we get

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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  nl y 
 3  u  x, y   B sin
n y
C e e l 

l  
n x 1  nl y 
u  x, y   2 BC sin
n y
. e e l 

l 2 
1  nl 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

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nx
 bn   f ( x) sin
2
l
dx
l 0 l
nx
Bn sinh n   f ( x) sin
2
l
dx
l 0 l
nx

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.

2. A square plate is bounded by the lines x  0, y  0 ,


x  20 & y  20 .Its faces are insulated. The temperature along
the upper horizontal edge is given by u ( x, 20)  x(20  x) when
0 < x < 20 while the other three edges are kept at 00 C. Find the
steady state temperature in the plate.
Solution:
Let us take the sides of the plate be l  20 .Let u ( x, y )
 2u  2u
satisfies the Laplace’s equation 2  2  0  (1) .
x y
The boundary conditions are u  x, 20   x  20  x 
(i) u (0, y )  0 , 0  x  l
(ii) u (l , y )  0 , 0  x  l 00 c 00 c
(iii) u ( x, 0)  0 , 0  x  l
(iv) u ( x, l )  x (l  x ) , 0  x  l 00 c
The correct solution should be
u ( x, y )  ( A cos px  B sin px)(Ce py  De  py )  (2)
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Applying (i) in (2), we get


u (0, y )  A(Ce py  De  py )  0
 A0
Applying (ii) in (2), we get
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  nl y 
 u  x, y   B sin    3
n y

 Ce  De

l
l  
Apply (iii) in (3) we get

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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  nl y 
 3  u  x, y   B sin
n y
Ce e l 

l  
n x 1  nl y 
u  x, y   2 BC sin
n y
. e  e


l
l 2 
1  nl 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
nx
 bn   f ( x) sin
2
l
dx
l 0 l

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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

 u  x, y    3 3 cos echn sin



8l 2 n x n y
sinh
n 1,3,5,.. n  l l


n x n y
l  20  u  x, y  
3200 
1
cos echn sin sinh
3 n 1,3,5,.. n
3
20 20

3. A square plate is bounded by the lines x  0, y  0 ,


x  a & y  a .Its faces are insulated. The temperature along the
3 x 
upper horizontal edge is given by u ( x, a )  4 sin   when
 a 
0 < x < a while the other three edges are kept at 00 C. Find the
steady state temperature in the plate.
Solution:
Let us take the sides of the plate be l  a .Let u ( x, y ) satisfies the
 2u  2 u
Laplace equation x 2  y 2  0 . u  x, a   4 sin 3
x
a

The boundary conditions are 00 c 00 c


89

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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
 A0
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  na y 
 u  x, y   B sin    3
n y

 Ce  De

a
a  
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Apply (iii) in (3) we get


n x
u  x, 0   B sin C  D 
a
n x
0  B sin C  D 
a
n x
C  D  0. sin ce sin  0, B  0
a
 D  C
n x  na y 
   
n y
  

3 u x , y B sin C  e e 
a
a  
n x 1  na y 
u  x, y   2 BC sin
n y
. e  e


a
a 2 
1  na y n y
 n y
Consider Bn  2 BC , and  e  e   sinh

a
2  a
n x n y
 u  x, y   Bn sin sinh
a a
Most general solution is

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

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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

 B1  3cos ech , B2  0, B3   cos ech3 , B4  B5  ...  0


x y 3 x 3 y
 4  u  x, y   3cos ech sin sinh  cos ech3 sin sinh
a a a a

4. Find the steady state state temperature distribution in a


rectangular plate of sides a and b insulated at the lateral
surface and satisfying the boundary conditions
u  0, y   0  u  a, y  for 0  y  b, and u  x, b   0, u  x, 0   x  a  x  for 0  x  a

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)
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Applying (i) in (1), we get


u (0, y )  A(Ce py  De  py )  0
 A0
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  na y 
 u  x, y   B sin    3
n y


 Ce De a
a  
Apply (iii) in (3) we get

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n x  na b 
u  x, b   B sin
n b

 Ce  De


a
a  
n x  na 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  na y 
 3  u  x, y   B sin
2 n b n y


 Ce Ce e 
a a
a  
n x 1 na 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
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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

5. A rectangular plate is bounded by the lines


x  0 , x  a , y  0 & y  b and the edge temperatures are
4 x 3 x
u (0, y )  0 , u (a, y )  0 , u ( x, b)  0 & u ( x, 0)  5sin  3sin .
a a
Find the temperature distribution.
Solution:
W.K.T the Laplace equation satisfies the equation
 2u  2u
 0 .
x 2 y 2
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
4 x 3 x
(iv) u ( x , 0)  5sin  3sin ,0 x  a
a 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
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 A0
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  na y 
 u  x, y   B sin    3
n y

 Ce  De

a
a  
Apply (iii) in (3) we get

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n x  na b 
u  x, b   B sin
n b


 Ce De 
a
a  
n x  na 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  na y 
 3  u  x, y   B sin
2 n b n y

 Ce  Ce e


a a
a  
n x 1 na 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 nb 4 x 3 x
sinh  5sin  3sin
n1 a a a a
x b 2 x 2b 3 x 3b 4 x 4b 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

Equating the like coefficients


3 b 4 b
B1  0, B2  0, B3   3cos ech , B4   5cos ech
a a

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& the remaining Bn ’s are zero.

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
 A0
Applying (ii) in (2), we get

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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
nx  
ny ny
 u ( x, y )  B sin  Ce  Be a   (3)

a  
a


Apply (iii) in (3) we get
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  a 
ny ny

(3)  u ( x, y )  B sin C  e  e a 

a  
nx ny
u ( x, y )  B sin
C.2 sin
a a
Consider Bn  2 BC
nx ny
 u ( x, y )  Bn sin sinh
a a
The most general solution is
u ( x, y )   Bn sin

nx ny
sinh  ( 4)
n 1 a a
Applying condition (iv) in (4)

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u ( x, b)   Bn sin

nx nb
sinh
n 1 a a

100   Bn sin

nx nb
sinh
n 1 a a
nb
where bn  Bn sinh
a
bn
 Bn 
nb
sinh
a
 100   bn sinh

nb
 (5)
n 1 a
(5) represents Half range Fourier Sine series
nx
 bn   f ( x) sin
2
a
dx
a0 a
nb 2 nx
  100 sin
a
Bn sinh dx
a a0 a
 nx 
a

  cos
Bn 
200 a 
nb  n 
a sinh  
a  a 0


200

nb n
a

 (1) n  1 
a sinh
a
Bn 
200
nb

 (1) n  1 
n sinh
a

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When n is odd , Bn  0
400
When n is even Bn 
nb
n sinh
a
Substituting this value of Bn in (4), we get the required temperature
distribution.


400 nx ny
u ( x, y )  sin sinh
nb a a
n 1, 3, 5..
n sinh
a

Type-B Temperature distribution along y-axis or


parallel to y-axis.
 2u  2u
1. Solve   0 which satisfies the conditions
x 2 y 2
u (0, y )  0, u ( x,0)  0, u ( x, b)  0 and u (a, y )  1000 C .
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 ( x,0)  0 y
(ii) u ( x, b)  0 y
(iii) u (0, y )  0
(iv) u ( a, y )  100,
0 yb
The correct solution should be

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 
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
 nbx nx
 nx
 u ( x, y )   Ae  Be b  D sin  (3)

  b
Applying (iii) in eqn (3)
ny
u (0, y )   A  B D sin  0 A B  0
b
B  A
(4) reduces to
nx ny
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

nx ny
sin      ( 4)
n 1 b b
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Applying condition (iv) in eqn (4)

100   Bn sinh

na ny
sin      ( 6)
n 1 b b

na 2 ny
  100 sinh
b
 Bn sinh dy
b b0 b
200 b  ny  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
na
n sinh
b


400 
1 nx ny
 (5)  u ( x, y )  sinh sin
 na b b
n1, 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

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Type-C Temperature distribution given on x and y aixs

1. A rectangular plate is bounded by the lines x=0, y=0, x=a,y=b.


Its surfaces are insulated and the temperature along two
adjacent edges are kept at 1000C, while the temperature along
other two edges are at 00C. Find the steady state temperature
at any point in the plate. Also find the steady state temperature
at any point of side ‘a’ if two adjacent edges are kept at 1000C
and the others at 00C.
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 . --------(1)
x 2 y 2
The boundary conditions are
(i) u (0, y )  0 0  y  b
(ii) u ( x,0)  0 0 xa
(iii) u ( a , y )  100 0  y  b
(iv) u ( x, b)  100, 0  x  a
Where u1(x,y) and u2(x,y) are solutions of (1) and further u1(x,y) is
the temperature at P with edge BC kept at 1000 C and the other
three sides at 00C while u2(x,y) is the temperature at P with the
edge AB maintained at 1000C and the other three edges at 00C.
Boundary conditions for the functions u1(x,y) and u2(x,y) are

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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)

The most general solution for u1 ( x, y ) satisfying the equation (1)


and 1st three boundary conditions in (2) is given by

u ( x, y )   Bn sinh

nx ny
sin      ( 4)
n 1 a a

Now u1 ( x, y )   Bn sinh

nx nb
sin
n 1 a a
By applying the last boundary condition in (2)

100   Bn sinh

nb nx
sin
n1 a a

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nb 2 nyx
  100 sinh
a
 Bn sinh dx
a a0 a
200  nx  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
na
n sinh
b


400 
1 ny nx
 (5)  u1 ( x, y )  sinh sin
 nb 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 )

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