SRI RAMAKRISHNA ENGINEERING COLLEGE

[Educational Service : SNR Sons Charitable Trust]

[Autonomous Institution, Accredited by NAAC with ‘A’ Grade]
[Approved by AICTE and Permanently Affiliated to Anna University, Chennai]
[ISO 9001:2015 Certified and all eligible programmes Accredited by NBA]
VATTAMALAIPALAYAM, N.G.G.O. COLONY POST, COIMBATORE – 641 022.

DEPARTMENT OF MATHEMATICS
Course Code:16MA207 Course Name : TRANSFORMS AND PARTIAL
DIFFERENTIAL EQUATIONS
COMMON TO EEE, ECE & EIE
SYLLABUS
PARTIAL DIFFERENTIAL EQUATIONS 12
Formation of partial differential equations by elimination of arbitrary constants and arbitrary functions -
Solution of first order partial differential equations of the forms f(p,q) = 0, z = px + qy + f(p,q) and f(z,p,q)
= 0 - Lagrange's linear equation - Linear homogeneous partial differential equations of second and higher
order with constant coefficients.
FOURIER SERIES AND BOUNDARY VALUE PROBLEMS 24
Dirichlet's conditions - General Fourier series - Odd and Even functions - Half range sine series and cosine
series - Parseval's identity - Harmonic Analysis. Classification of second order quasi linear partial
differential equations - Solutions of one dimensional wave equation.
FOURIER AND Z TRANSFORMS 24
Fourier transform - Inverse Fourier transform - Fourier Sine and Cosine transforms - Properties -
Transforms of simple functions - Convolution theorem - Parseval's identity. Z transform - Elementary
properties - Inverse Z transform - Convolution theorem - Formation of difference equations- Solution of
difference equations using Z transform.
Total Period (45+15T): 60
TEXT BOOKS
1. Kandasamy P., Thilagavathy K., and Gunavathy K., "Engineering Mathematics'' Volume III, S. Chand
& Company Ltd., 2011.
2. Grewal B.S., "Higher Engineering Mathematics", 43rd Edition, Khanna Publications, 2014.
REFERENCES
1. Wylie C. Ray and Barrett Louis C., "Advanced Engineering Mathematics", 6th Edition, McGrawHill
Inc., 2005.
2. Churchill R.V. and Brown J.W., "Fourier Series and Boundary Value Problems", 4th Edition, McGraw
Hill Book Co., 2005.
3. Simon Haykin and Barry Van Veen, "Signals and Systems", 2nd Edition, John Wiley and Sons, 2007.
WEB REFERENCE: https://onlinecourses.nptel.ac.in/noc17_ma06/course

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 MODULE I

PARTIAL DIFFERENTIAL
EQUATIONS

2
 PARTIAL DIFFERENTIAL EQUATIONS

A partial differential equation (or briefly a PDE) is a mathematical equation that involves
two or more independent variables, an unknown function (dependent on those variables), and
partial derivatives of the unknown function with respect to the independent variables.
The order of a partial differential equation is the order of the highest derivative
involved. The following notations are used:
z z 2z 2z 2z
 p,  q,  r,  s, t
x y x 2 xy y 2
Formation of Differential equations:
(i) By elimination of arbitrary constants.
(ii) By elimination of arbitrary functions.
(iii) By eliminating f from f (u, v)  0
(i) Problems based on elimination of arbitrary constants:
1. Form the Partial differential equation by eliminating the arbitrary constants a and b from
z  ( x 2  a)( y 2  b) .

Solution: z  ( x 2  a)( y 2  b)        (1)

Differentiating partially w.r.t x,
z
 p  2 x ( y 2  b)             (2)
x
Differentiating partially w.r.t y,
z
 q  2 y ( x 2  a )             (3)
y
p p
(2)   ( y 2  b) and (3)   ( y 2  b)
2x 2x
Substituting these in (1), we get
p q
z
2x 2 y
4 xyz  pq

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2. Find the partial differential equation of all planes cutting equal intercepts from the x and y
axes.
Solution: Let a, a, c be the intercepts on x, y and z axes respectively.
x y z
The equation of the plane is   1
a a c
Differentiating partially w.r.t x,
1 p
  0             (1)
a c
Differentiating partially w.r.t y,
1 q
  0             (2)
a c
1 p 1 q
(1)    and (2)   
a c a c
p q
Therefore from above, we get    pq.
c c
3. Obtain the partial differential equation of all spheres whose centers lie on z = 0 and whose
radius is constant and equal to r.
Solution: The centre of sphere is (a, b, 0).
The equation is ( x  a) 2  ( y  b) 2  z 2  r 2            (1)
Differentiating partially w.r.t x,
2( x  a)  2zp  0             (2)
Differentiating partially w.r.t y,
2( y  b)  2zq  0             (3)
(2)  x  a   pz and (3)  y  b  zq

Substituting the above in (1), we get p 2 z 2  q 2 z 2  z 2  r 2 .

( p 2  q 2  1) z 2  r 2 .

4. Form the Partial differential equation by eliminating the arbitrary constants a, b and c from
x2 y2 z2
   1.
a2 b2 c2
x2 y2 z2
Solution: 2  2  2  1      (1)
a b c

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 Differentiating partially w.r.t x,
2 x 2 zp
 2 0
a2 c
Differentiating again partially w.r.t y,

0
2
zs  pq  0
c2
zs  pq  0
(ii) Problems based on elimination of arbitrary functions:
1. Form the Partial differential equation by eliminating the arbitrary function from

z  f x2  y2 . 
Solution:
 
z  f x 2  y 2      (1)
Differentiating partially w.r.t x,
 
p  f ' x 2  y 2 2 x             (2)
Differentiating partially w.r.t y,
 
q  f ' x 2  y 2 2 y             (3)
( 2) p x
 
(3) q y
py  qx  0 .
2. Form the Partial differential equation by eliminating the arbitrary function from
1 
z  x 2  2 f   log x  .
y 
Solution:
1 
z  x 2  2 f   log x       (1)
y 
Differentiating (1) partially w.r.t x,
1  1 
p  2 x  2 f '   log x  
y  x 
1  1 
p  2 x  2 f '   log x               (2)
y  x 

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 Differentiating (1) partially w.r.t y,

1  1 
q  2 f '   log x   2              (3)
y  y 

1
( 2) p  2x
  x
(3) q 1
 2
y
p  2x 1
  y2
q x
px  2 x 2  qy 2
px  qy 2  2 x 2
3. Form the Partial differential equation by eliminating the arbitrary functions f

z  xy  f x 2  y 2  z 2 .
Solution:

z  xy  f x 2  y 2  z 2 
z  xy  f x 2
 y2  z2         (1)
Differentiating (1) partially w.r.t x,
 
p  y  f ' x 2  y 2  z 2 2 x  2 zp       (2)
Differentiating (1) partially w.r.t y,
 
q  x  f ' x 2  y 2  z 2 2 y  2 zq       (3)
( 2) p  y 2( x  zp )
 
(3) q  x 2( y  zq )
( p  y )( y  zq )  (q  x)( x  zp )
py  zpq  y 2  zyq  qx  zpq  x 2  zxp
py  zyq  qx  zxp  y 2  x 2
( y  zx ) p  ( x  zy ) q  y 2  x 2
4. Form the Partial differential equation by eliminating the arbitrary functions f and g from
z  f 2x  3 y   g 2x  y  .
Solution:
z  f 2x  3 y   g 2x  y       (1)
Differentiating (1) partially w.r.t x,

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 p  2 f ' 2 x  3 y   2 g ' 2 x  y 

Differentiating again partially w.r.t x,

r  4 f '' 2 x  3 y   4 g '' 2 x  y     (2)

Differentiating (1) partially w.r.t y,

q  3 f ' 2 x  3 y   g ' 2 x  y       (3)

Differentiating again partially w.r.t y,

t  9 f '' 2 x  3 y   g '' 2 x  y     (4)

Differentiating (3) again partially w.r.t x,

s  6 f '' 2 x  3 y   2 g '' 2 x  y     (5)
From (2), (4) and (5), we get
r 4 4
t 9 1 0
s 6 2

Expanding along the first row, we get

3r  4t  8s  0
(iii) Problems based on eliminating f from f (u, v)  0 :
The required PDE is of the form Pp  Qq  R where

uy vy ux vx ux vx
P , Q ,R
uz vz uz vz uy vy

1. Form the Partial differential equation by eliminating the arbitrary functions from the relation
 x 2  y 2  z 2 , lx  my  nz   0 .
Solution: Given
u  x2  y2  z2 v  lx  my  nz
u x  2x vx  l
uy  2y vy  m
u z  2z vz  n

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 uy vy 2y m
P   2(ny  mz )
uz vz 2z n
ux vx 2x l
Q   2(nx  lz )  2(lz  nx)
uz vz 2z n
ux vx 2x l
R   2(mx  ly )
uy vy 2y m

The required PDE is of the form Pp  Qq  R

i.e., (ny  mz) p  (lz  nx)q  (mx  ly)

2. Form the Partial differential equation by eliminating the arbitrary functions from the relation
 x 2  y 2  z 2 , x  y  z   0 .
Solution: Given
u  x2  y2  z2 v x yz
u x  2x vx  1
uy  2y vy  1
u z  2z vz  1

uy vy 2y 1
P   2( y  z )
uz vz 2z 1
ux vx 2x 1
Q   2 ( x  z )  2 ( z  x )
uz vz 2z 1
ux vx 2x 1
R   2( x  y )
uy vy 2y 1

The required PDE is of the form Pp  Qq  R

i.e., ( y  z) p  ( z  x)q  ( x  y)

WORK OUT PROBLEMS:

1. Form the Partial differential equation by eliminating the arbitrary constants a and b from
z  ax 3  by 3 . (Sol : 3z  px  qy )
2. Form the Partial differential equation by eliminating the arbitrary constants a and b from
( x  a) 2  ( y  b) 2  z 2  1. (Sol : z 2 ( p 2  q 2  1)  1 )

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3. Form the Partial differential equation by eliminating the arbitrary function from
2z 2  z
2
z  f x  ct    x  ct  . (Sol :  c )
t 2 x 2
4. Form the Partial differential equation by eliminating the arbitrary functions f and g from
z  f ax  by   g x  y  . (Sol : b  r  (a  b ) s  a  t  0 )

Types of solution of PDE

I. Solution by direct method
z
1.  0  z  f ( y ) where f(y) is an arbitrary function of y.
x
2 z z
2. 2  0   f ( y)
x x
z  xf ( y)  g ( y)

2 z z x 2
3.  x   f ( y)
xy y 2

x2 y
2 
z  f ( y )dy  g ( x)

x2 y
z  F ( y )  g ( x)
2
Solution of first order PDE
Types of solution
1. A solution in which the number of arbitrary constants is equal to the number of
independent variables is called complete solution or complete integral(CI).
2. Singular Integral
Let f(x,y,z,p,q)=0 be the PDE whose complete integral is
g(x,y,z,a,b)=0  (1)
Differentiating partially w.r.t a & b and then equate to zero, we get
g g
 0  (2)  0  (3)
a b
Eliminate a and b by using equations (1),(2)&(3).
The elimination of a and b is called Singular integral.
3. General Solution or General Integral
Put b = 𝜑(𝑎) in the complete integral (1)

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 Therefore complete integral becomes
g(x,y,z,a, 𝜑(𝑎))=0 → (4)
Differentiating (4) partially w.r.t a and then equate to zero, we get
𝜕𝑔
= 𝑜 →(5)
𝜕𝑎

Eliminating ‘a’ from (4)&(5) gives the general solution.

Solution of first order PDE

The general form of first order PDE is f(x,y,z,p,q)=0
Type I:
f(p,q)=0→(1)
Let z=ax+by+c be a solution
𝜕𝑧 𝜕𝑧
= 𝑝 = 𝑎 ,𝜕𝑦 = 𝑞 = 𝑏
𝜕𝑥

Substituting in (1), f(a,b)=0

→b=F(a)
z=ax+F(a)y+c →(2) is the complete integral
No singular integral exists for this type.
To find the general integral
Put c = 𝜑(𝑎) in (2)
z=ax+F(a)y+ 𝜑(𝑎) →(3)
Differentiating (3) partially w.r.t a and then equate to zero, we get
𝜕𝑧
= 0 → 0 = x + F ′ (a)y + 𝜑 ′ (𝑎) →(4)
𝜕𝑎

Eliminating ‘a’ from (3)&(4) gives the general solution.

Problems
1.Find the complete integral of pq=2
Ans: pq=2→(1)
Let z = ax+by+c be the CI
𝜕𝑧 𝜕𝑧
= 𝑝 = 𝑎 ,𝜕𝑦 = 𝑞 = 𝑏
𝜕𝑥

Substituting in (1), ab=2, b = 2/a

2
𝑧 = 𝑎𝑥 + 𝑎 𝑦 + 𝑐 is the CI

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2.Find the complete integral of √𝑝 + √𝑞 = 1

Ans: √𝑝 + √𝑞 = 1→(1)
Let z = ax+by+c be the CI
𝜕𝑧 𝜕𝑧
= 𝑝 = 𝑎 ,𝜕𝑦 = 𝑞 = 𝑏
𝜕𝑥

Substituting in (1), √𝑎 + √𝑏 = 1
√𝑏 = 1 − √𝑎 , b = (1 − √𝑎)2 , therefore 𝑧 = 𝑎𝑥 + (1 − √𝑎)2𝑦 + 𝑐 is the CI.

3.Solve pq+p+q=0→(1)
Ans: Let z = ax+by+c be the CI
𝜕𝑧 𝜕𝑧
= 𝑝 = 𝑎 ,𝜕𝑦 = 𝑞 = 𝑏
𝜕𝑥

Substituting in (1), ab+a+b=0

(a+1)b= -a
−𝑎
𝑏 = 𝑎+1
a
Therefore 𝑧 = 𝑎𝑥 − 𝑦 + 𝑐 →(2) is the CI.
1+a

No singular integral exists for this type.

To get the general integral
Put c = 𝜑(𝑎) in (2)
a
𝑧 = 𝑎𝑥 − 1+a 𝑦 + 𝜑(𝑎 →(3)

Differentiating (3) partially w.r.t a and then equate to zero, we get

a
0 = 𝑥 − (1+a)2 𝑦 + 𝜑′(𝑎) →(4)

Eliminating ‘a’ from (3)&(4) gives the general solution.

Type II Clairaut’s form: z = px + qy + f(p,q)

Suppose the given equation is of the form z = px + qy + f(p,q) ---- (1)
Then the complete solution of (1) is z = ax + by + f(a,b) ----- (2)
where ‘a’ and ‘b’ are arbitrary constants.
( i.e., replace p= a and q = b in the given equation to get complete solution. )
To find the singular integral:
Differentiating (2) partially with respect to ‘a’ and ‘b’, we get

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 f
x+ 0 --- (3)
a
f
and y+ 0 --- (4)
a
By eliminating ‘a’ and ‘b’ from (2), (3) and (4), we get the singular integral.
To find general integral:
Taking b = φ(a), (2) becomes,
z = ax + φ(a)y + f(a, φ(a)) --- (5)
Differentiating (5) partially with respect to ‘a’, we get
0=x+ φ’(a)y + f’(a) --- (6))
Eliminating ‘a’ from (5) and (6), we get the general integral of (1)

Problems
1. Solve z  px  qy  2 pq .
Solution:
This is of the form z = px + qy + f(p,q)
Hence the complete integral is
z  ax  by  ab --------- (1)
where ‘a’ and ‘b’ are constants.
To find singular integral:
Differentiate (1) with respect to ‘a’ and ‘b’. We get

b a
0 x and 0 y
a b

b
Hence x   --------- (2)
a

a
y --------(3)
b
(2) x (3) gives xy = 1 which is the required singular integral.

2. Solve z  px  qy  1  p 2  q 2 .
Solution:
This is of the form z = px + qy + f(p,q)

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 Hence the complete integral is

z  ax  by  1  a 2  b 2 --------- (1)
where ‘a’ and ‘b’ are constants.
To find singular integral:
Differentiate (1) with respect to ‘a’ and ‘b’. We get
a b
0 x and 0 y
1  a2  b2 1  a2  b2
a
x ---------- (2)
1  a2  b2
b
y --------- (3)
1 a2  b2
Squaring and adding (2) and (3), we get

a2  b2
x2  y2 
1 a2  b2

a2  b2 1
1 x  y  1
2 2

1 a  b
2 2
1 a2  b2
1
1 a2  b2 
1 x  y22

1
1 a2  b2 
1 x2  y2
Substituting in (2) and (3), we get

x  a 1  x 2  y 2 and y  b 1  x 2  y 2

Hence
x y
a and b
1 x  y
2 2
1 x2  y2
Substituting ‘a’ and ‘b’ in (1), we get
 x2 y2 1
z  
1 x2  y2 1 x2  y2 1 x2  y2

13
 1 x2  y2
=  1 x2  y2
1 x  y
2 2

z 2  1 x2  y2

Hence x 2  y 2  z 2  1 is the singular integral.

3. Solve z = px + qy + p2 – q2.
Solution:
Given equation is of Clairaut’s form.
Hence the complete Integral is z = ax + by + a2 – b2 ---------- (1)
where ‘a’ and ‘b’ are constants.
To find singular integral:
Differentiate (1) with respect to ‘a’ and ‘b’. We get
0 = x + 2a implies a = -x/2
0 = y – 2b implies b = y/2
Substituting ‘a’ and ‘b’ in (1), we get
 x2 y2 x2  y2
z  
2 2 4
Hence 4z = y2 – x2 is the singular integral.
To find general integral:
Put b = φ(a) in (1).
------------
z = ax + φ(a)y + a2 –[φ(a)]2 (2)
Differentiate (2) with respect to ‘a’.
0 = x + y φ’(a) + 2a -2 φ(a) φ’(a) --------- (3)
Eliminating ‘a’ from (2) and (3) gives the general solution.
Practice Problems:
4. Solve z = px + qy + p2q2.
Answer: 16 z 3  27 x 2 y 2  0 is the singular integral.
5. Z = px + qy + p2 + pq + q2.
Answer: 3z = xy – x2 – y2 is the singular integral.
p
6. Solve z  px  qy   p.
q
y
Answer: z  is the singular integral.
1 x

14
Type III:
F(z,p,q)=0 →(1)
In this method x and y do not appear explicitly
Let z = f(x+ay) be the solution of (1)
Put x+ay = u , z = f(u)
Differentiating partially w.r.t x and y, we get
𝜕𝑧 𝑑𝑧 𝜕𝑢 𝑑𝑧
p = 𝜕𝑥 = 𝑑𝑢 𝜕𝑥 = 𝑑𝑢
𝜕𝑧 𝑑𝑧 𝜕𝑢 𝑑𝑧
q = 𝜕𝑦 = 𝑑𝑢 𝜕𝑦 = 𝑎 𝑑𝑢

Substituting p and q in (1) we get an ODE

which can be solved by the method of variable separable method.
The singular and general integrals are obtained by usual manner.
Problems
1.Solve z = p2+q2 →(1)
Ans: Let z = f(x+ay) be the solution of (1)
𝑑𝑧 𝑑𝑧
Put x+ay = u , z = f(u) & p = 𝑑𝑢 , q = 𝑎 𝑑𝑢

Substituting in (1)
𝑑𝑧 2 𝑑𝑧 2
z = (𝑑𝑢) +(𝑎 𝑑𝑢)

𝑑𝑧 2
= (1 + 𝑎2 ) (𝑑𝑢)

𝑑𝑧 2 𝑧 𝑑𝑧 √𝑧
(𝑑𝑢) = 1+𝑎2 , 𝑑𝑢 =
√1+𝑎2
𝑑𝑧
√1 + 𝑎2 = 𝑑𝑢 , 𝐼𝑛𝑡𝑒𝑔𝑟𝑎𝑡𝑖𝑛𝑔 𝑜𝑛 𝑏𝑜𝑡ℎ 𝑠𝑖𝑑𝑒𝑠
√𝑧

√1 + 𝑎2 2√𝑧 = 𝑢 + 𝑏
√1 + 𝑎2 2√𝑧 = 𝑥 + 𝑎𝑦 + 𝑏
4(1+a2)z = (x+ay+b)2 is the CI
To find the Singular Integral
z z
Put  0 and  0 we get
a b
4az = y(x+ay+b)→(2) and

15
 z z
4 +4a2 =2(x+ay+b) → x+ay+b=0
b b
Substituting in (2)
4az  0  z  0 is the singular integral

To find the general integral (1  a 2 )(1  z 2 )   x  ay  b 

2

z
Put b= 𝜑(𝑎) in (1) and 0
a
4(1+a2)z = (x+ay+ 𝜑(𝑎))2 →(3)
8az=2(x+ay+ 𝜑(𝑎))(y+ 𝜑′(𝑎)) →(4)
Eliminating ‘a’ from (3) & (4) gives the general solution.
2.Find the complete integral of p2+pq=z2 →(1)
Ans: Let z = f(x+ay) be the solution of (1)
𝑑𝑧 𝑑𝑧
Put x+ay = u , z = f(u) & p = 𝑑𝑢 , q = 𝑎 𝑑𝑢

Substituting in (1)
2
 dz   dz   dz 
   a   z
2

 du   du   du 
2 2 2
 dz   dz   dz 
   a    z ,   (1  a )  z
2 2

 du   du   du 
dz dz
1 a  z  1  a    du
du z
1  a log z  u  b , 1  a log z  x  ay  b is the CI.
3. Find the complete integral of z2(p2+q2+1)=1→(1)
Ans: Let z = f(x+ay) be the solution of (1)
𝑑𝑧 𝑑𝑧
Put x+ay = u , z = f(u) & p = 𝑑𝑢 , q = 𝑎 𝑑𝑢

Substituting in (1)
 dz  2 2  dz 
2

z    a    1  1
2

 du   du  

1 z2
2 2
 dz  1  dz 
     z 2  du    z 2
   
2 2
1 a 1 , 1 a
 du 

dz 1 z2 z
1  a2  , 1  a2  dz   du
du z 1 z2

16
 put 1-z2=t, zdz=-dt/2
 dt
1  a2  u b
2 t

 1  a 2 1  z 2  x  ay  b

(1  a 2 )(1  z 2 )   x  ay  b  is the CI.

2

LAGRANGE’S LINEAR EQUATION

A linear partial differential equation of the first order known as Lagrange’s linear equaton
is of the form
Pp + Qq = R
where P, Q and R are functions of x, y, z.
To solve the equation Pp + Qq = R
dx dy dz
(i) form the auxiliary simultaneous equation  
P Q R
(ii) solve these auxiliary simultaneous equations giving two independent solutions
u = a and v = b.
(iii) then write the solution as φ(u,v) = 0 or u = f(v) or v = F(u), where the function is
arbitrary.
Solution of subsidiary equations by the method of multipliers
dx dy dz
The subsidiary equations   can be solved as follows.
P Q R
Choose any three multipliers l, m, n which may be constants or functions of x, y and z such that
in
dx dy dz ldx  mdy  ndz
  
P Q R lP  mQ  nR

the expression lP + mQ + nR = 0
Hence ldx + mdy + ndz = 0
Now the direct integration gives u(x, y, z) = a.
Similarly choose another ser of multipliers l’, m’, n’ 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 . Hence l’dx + m’dy + n’dz = 0
Now the direct integration gives v(x, y, z) = b.
Therefore the solution of given Lagrange’s equation is φ(u, v) = 0.
17
Problems:
1. Find the general integral of px + qy = z.
Solution:
Given equation is of the form
Pp + Qq = R
which is a Lagrange’s linear equation.
Here P = x, Q = y and R = z.
The auxiliary equations are
dx dy dz
 
P Q R
dx dy dz
i.e.,  
x y z
Here the variables are separated.
dx dy
From  , on integraton, we get
x y
log x = log y + log a
x
ie., a
y
dy dx y
Similarly from  , we get  b
y z z

 x y
Hence the general solution is   ,   0
y z

2. Find the general solution of x( z 2  y 2 ) p  y( x 2  z 2 )q  z ( y 2  x 2 )

Solution:
Given equation is of the form
Pp + Qq = R
which is a Lagrange’s linear equation.
Here P = x( z 2  y 2 ) , Q = y( x 2  z 2 ) and R = z ( y 2  x 2 )
The auxiliary equations are

18
 dx dy dz
 
P Q R
dx dy dz
i.e.,   -------- (1)
x( z  y ) y ( x  z ) z ( y  x 2 )
2 2 2 2 2

1 1 1
Taking the two sets of multipliers as x, y, z and , , , each of ration in (1)
x y z
1 1 1
dx  dy  dz
xdx  ydy  zdz x y z
= 2 2  2
x (z  y )  y (x  z )  z ( y  x ) z  y  x  z  y 2  x2
2 2 2 2 2 2 2 2 2 2

1 1 1
dx  dy  dz
xdx  ydy  zdz x y z
= 
0 0
1 1 1
Hence xdx  ydy  zdz = 0 and dx  dy  dz = 0
x y z

Integrating, x 2  y 2  z 2  a and log x + log y + log z = b or xyz = k.

 
Hence the general solution is  x 2  y 2  z 2 , xyz  0

y2z
3.Solve p  xzq  y 2
x
Solution:
Given equation is of the form
Pp + Qq = R
which is a Lagrange’s linear equation.
y2z
Here P = , Q = xz and R = y2
x
The auxiliary equations are
dx dy dz
 
P Q R
xdx dy dz
i.e.,   -------- (1)
y 2 z xz y 2

From the first two ratios, x 2 dx  y 2 dy

19
On integration, x 3  y 3  a
From first and third ratios, xdx = zdz
On integration, x 2  y 2  b


Hence the general solution is  x 3  y 3 , x 2  y 2  0

4. Find the general solution of (y + z)p + (z + x)q = x + y.

Solution:
Given equation is of the form
Pp + Qq = R
which is a Lagrange’s linear equation.
Here P = (y + z), Q = (z + x) and R = (x + y)
The auxiliary equations are
dx dy dz
 
P Q R
dx dy dz
i.e.,   -------- (1)
yz zx x y
By the method of grouping, each of the above ration is equal to
dx  dy  dz dx  dy dy  dz
  -------- (2)
2( x  y  z ) yx zy
d ( x  y  z) d ( x  y)
Taking first two ratios. 
2( x  y  z )  ( x  y )
1
Integrating, log( x  y  z )   log( x  y )  log a
2
a
x yz 
x y
i.e., (x + y + z) (x – y)2 = k
Taking last two ratios of (2),
dx  dy dy  dz

x y yz
On integration, log(x – y) = log(y – z) + log b
x y
i.e., b
yz

20
  x y
Hence the general solution is   ( x  y  z )( x  y ) 2 , 0
 y  z 

5. Solve (y – z) p + (z – x) q = x – y.
Solution:
Given equation is of the form
Pp + Qq = R
which is a Lagrange’s linear equation.
Here P = (y - z), Q = (z - x) and R = (x - y)
The auxiliary equations are
dx dy dz
 
P Q R
dx dy dz
i.e.,   -------- (1)
yz zx x y
d ( x  y  z) d ( x  y  z)
Each ratio is equal to 
yzzxx y 0
Hence d(x + y + z) = 0
On integration. x + y + z = a
Taking x, y, z as Lagrange multipliers, each ration in (1) is equal to
xdx  ydy  zdz xdx  ydy  zdz

x( y  z )  y ( z  x)  z ( x  y ) 0
i.e., xdx + ydy + zdz = 0
x2 y2 z2
On integration,   b
2 2 2
i.e., x2 + y2 + z2 = 2b

Hence the general solution is  x  y  z, x 2  y 2  z 2  0 

21
Practice Problems:
1. Solve x(y – z)p + y(z – x)q = z(x – y).

Answer:  xyz, x  y  z   0
2. Solve (y – xz)p + (yz – x)q = (x + y) (x – y).

Answer:  xy  z, x 2  y 2  z 2  0
[ Hint: Take y, x, 1 and x, y, z as Lagrange multipliers.
ydx + xdy = d(xy) ]
3. Solve (3z – 4y)p + 4x – 2z)q = (2y – 3x).

 
Answer:  2 x  3 y  4 z, x 2  y 2  z 2  0
[ Hint: Take 1 and x, y, z as Lagrange multipliers ]

22
 Linear Homogeneous PDE of second order and Higher order with
constant co-efficients
Equations in which partial derivatives occurring are all of the same order with constant co-
efficients are called homogeneous PDE with constant co-efficients.
D n

 k1 D n1 D '  k 2 D n2 D' 2 ......... k n D' n z  F ( x, y) (1)
The complete solution of (1) is z=C.F+P.I
To find the Auxiliary equation replace D=m and D’=1
Rules to find the Complementary function (C.F): (Roots may be real or complex)
Roots C.F
1 Distinct roots m1 , m2 , m3  f1 ( y  m1 x)  f 2 ( y  m2 x)  f 3 ( y  m3 x)
2 Two roots are equal f1 ( y  m1 x)  x f 2 ( y  m1 x)  f 3 ( y  m3 x)
m1 , m1 , m2 
3 Three roots are equal f1 ( y  m1 x)  x f 2 ( y  m1 x)  x 2 f 3 ( y  m3 x)
m1 , m1 , m1 

Rules to find Particular Integral (P.I):

Types Rules
1 F ( x, y)  e ax by D  a D'  b
2 F ( x, y )  sin( ax  by ) or 2
D 2   a 2 , DD '  ab , D '  b 2
cos(ax  by )
3. F ( x, y)  x m y n P.I 
1
F ( D, D ' )

x m y n  F ( D, D ' ) 
1
xm yn

Then apply Binomial theorem.

4 F ( x, y)  e ax by ( x, y) P.I 
1
e ax by  ( x, y ) then D  D  a D'  D'b
'
F ( D, D )
1
 e ax by  ( x, y )
F ( D  a, D '  b)
To solve  ( x, y ) use another methods.
Note:If the denominator is getting zero then multiply the Numerator by x and differentiate the
denominator by D.

23
Problems:

1. Solve D 2  4 DD '  4 D ' z  0
2

Auxiliary equation is m  4m  4  0
2

m  22  0  m2 , 2
 z  C.F  f1 ( y  2 x)  xf 2 ( y  2 x)


2. Solve D 3  3D 2 D '  2 DD ' z  0
2

Auxiliary equation is m  3m2  4m  0
3

m (m 2  3m  2)  0
m(m  1)(m  2)  0
 m  0 ,1 , 2
 z  C .F  f 1 ( y )  f 2 ( y  x )  f 3 ( y  2 x )

 2 3

3. Solve D 3  7 DD '  6 D ' z  x 2 y  sin( x  2 y )  e 2 x  y
A.E m 3  7m  6  0
-1 1 0 -7 -6
m  1,  2 , 3
-1 1 6
C.F  f1 ( y  x)  f 2 ( y  2 x)  f 3 ( y  3x)
3 1 -1 -6 0
1
P.I1  2 3
x y 2
3 6
D 3  7 DD '  6 D '
1 -2 1 2 0
 x2 y
 7D ' 2
D  ' 3

D 3 1  2  6 3  -2
 D D 
 1 0
1
1   7D' D'  
2 3

 3 1   2  6 3   x 2 y
D   D D  
 

1  7 D ' 2 6 D ' 3 49 D ' 4 36 D ' 9 84 D ' 5 

 3 1   3     ..... x 2 y
D  D 2
D D 4
D 9
D 5 
 
 x3  1  x4 

1 2
3
  1
x y  2  y     y
D D  3  D  12 
x5
 y
60

24
 1
P..I 2  2 3
sin( x  2 y )
D  7 DD '  6 D '
3

2
Re place D 2   a 2  1; D '  b 2  4 ; DD '   ab  2

sin  x  2 y 
1

 D  28 D  24 D '


1 27 D  24 D ' 
sin  x  2 y 


27 D  24 D ' 27 D  24 D '  
27 D sin  x  2 y   24 D ' sin  x  2 y 
 2
27 2 D 2  24 2 D '
27 cos x  2 y   24 cos x  2 y  * 2

729(1)  576( 4)
 21 1
 cos(x  2 y )  cos(x  2 y )
1575 75

1
P..I 3  e 2 x y
'2 '3
D  7 DD  6 D
3

Re place D  a  2 , D '  b  1
1  e 2 x y
 e 2 x y 
8  7(2)(1)  6 12
 z  C..F  P.I
x5 1  e 2 x y
 f 1 ( y  x)  f 2 ( y  2 x)  f 3 ( y  3 x)  y cos(x  2 y ) 
60 75 12


4. Solve D 4  D ' z  e x  y
4

A.E : m 4  1  0
m 2

1 m2  1  0 
(m  1)(m  1)(m 2  1)  0
m  1 ,1, i ,  i
C.F  f 1 ( y  x)  f 2 ( y  x)  f 3 ( y  ix)  f 4 ( y  ix)

e x y
P.I  4
D4  D'
Re place D  a  1 , D '  b  1
e x y
 , Deno min ator vanishes
0

25
 x e x y
 P.I 
4 D3
Re place D  a  1
x e x y

4
 z  C.F  P.I
x e x  y 5.
 f1 ( y  x)  f 2 ( y  x)  f 3 ( y  ix)  f 4 ( y  ix) 
4


5. Solve : D  5DD  6D z  y sin x
2 2

Solution:
A.E
m 2  5m  6  0
(m  2) (m  3)  0
m  2,3.
C.F  f1 ( y  2 x )  f 2 ( y  3x ).

int egrating by Bernoulis method ,


1
 (c  3x) cos x  3 sin x
( D  2 D )


1
  y cos x  3 sin x
( D  2 D )
again by general method , let y  c  2 x
   (c  2 x) cos x dx  3 sin x dx
  (c  2 x) sin x  2 cos x  3 cos x
  y sin x  5 cos x.
1
P.I  y sin x
( D  2 D ) ( D  3D )
By general method , let y  c  3 x
1
( D  2 D ) 
 (C  3 x) sin x dx

The General solution is :

z  C.F  P.I
z  f1 ( y  2 x )  f 2 ( y  3x )  y sin x  5 cos x.

26
6.  
Solve : D2  DD  6D2 z  y cos x

Solution:
A.E
m2  m  6  0
(m  2) (m  3)  0
m  2,3.
C.F  f1 ( y  2 x )  f 2 ( y  3x ).
1
P.I  y cos x
(D  2D) ( D  3D)
By general method , let y  c  3x
1
(D  2D) 
 (C  3x ) cos x dx

int egrating by Bernoulis method,


1
(c  3x ) sin x  3 cos x 
(D  2D)


1
 y sin x  3 cos x 
(D  2D)
again by general method, let y  c  2 x
  (c  2x ) sin x dx  3 cos x dx
  (c  2 x ) cos x  2 sin x  3 sin x
  y cos x  2 sin x  3 sin x
 sin x  y cos x.

The General solution is :

z  C.F  P.I
z  f1 ( y  2 x )  f 2 ( y  3x )  sin x  y cos x.

27
 
7. Solve : D  D D  DD  D z  e cos 2y.
3 2 2 3 x

Solution:
A.E m 3  m 2  m  1  0
m 2 (m  1)  1 (m  1)  0
(m 2  1) (m  1)  0
m   1, m  1
 m   1,1,1.
C.F  f 1 ( y  x)  x f 2 ( y  x)  f 3 ( y  x).

Substitute D  0, D   2i
R.P of e i 2 y
 ex
(1) 3  (1) 2 ( 2i )  (1)(2i ) 2  ( 2i ) 3
R.P of e i 2 y
ex
1  2i  4  8i
e x R.P of e i 2 y e x R.P of (1  2i )(cos2 y  i sin 2 y )
 
5 (1  2i ) 5 (1  2i ) (1  2i )
e x cos 2 y  2 sin 2 y ex
  (cos 2 y  i sin 2 y )
5 1 4 25

e x cos 2 y
P.I 
D 3  D 2 D   DD  2  D  3
Re place D BY D  1
R.P of e i 2 y
 ex
( D  1) 3  ( D  1) 2 D  ( D  1) D2  D3

The General Solution :

z  C.F  P.I
ex
z  f1 ( y  x )  x f 2 ( y  x )  f 3 ( y  x )  (cos 2 y  i sin 2 y)
25

28
  
8. Solve : D2  4D2 z  cos 2x cos 3y

Solution :
A.E. m  2
C.F  f1 ( y  2 x )  f 2 ( y  2 x ) .

cos 2 x cos 3 y cos(2 x  3 y )  cos(2 x  3 y )

P.I  
D 2  4 D 2 D 2  4 D 2
cos(2 x  3 y ) cos(2 x  3 y )
  2
D 2  4 D 2 D  4 D 2
P.I  P.I1  P.I 2

To find P.I 1 :
Re place D 2   a 2   4 , D  2   b 2   9 , DD    ab   6
cos(2 x  3 y )
P.I 1 
32
To find P.I 2 :
Re place D 2   a 2   4 , D  2   b 2   9 , DD    ab  6
cos(2 x  3 y )
P.I 2 
32
1
Hence P.I  [cos(2 x  3 y )  cos(2 x  3 y )]
32

The General Solution :

z  C.F  P.I
1
z  f1 ( y  2 x )  f 2 ( y  2 x )  [cos(2 x  3y)  cos(2 x  3y)]
32

 
9. Solve : D3  2D2 D z  sin( x  2y)  3x 2 y  2e 2 x
Solution :
A.E. m 3  2m 2  0
m 2 (m  2)  0
m  0,0,2
C.F  f1 ( y)  xf 2 ( y)  f 3 ( y  2 x ) .

29
 sin( x  2 y)  3x 2 y  2e 2 x sin( x  2 y) 3x 2 y 2e 2 x
P.I    
D3  2D 2 D D3  2D 2 D D3  2D 2 D D3  2D 2 D
P.I  P.I1  P.I 2  P.I 3
To find P.I1 :
1
P.I1  sin( x  2 y)
D  2 D 2 D
3

1
 sin( x  2 y)
D( D  2DD)
2

1
 sin( x  2 y)
D ( 1  4 )
1
 sin( x  2 y)
3D
1
  cos(x  2 y)
3
To find P.I 2 :
1
P.I 2  3x 2 y
D  2D 2 D
3

1
 3x 2 y
2D
D (1 
3
)
D
1 2 D 4 D 2 8D3
 3 [1    3  ....]3 x 2 y
D D D2 D
2
1 6x
 3 [3 x 2 y  ]
D D
1 6x3
 3 [3 x 2 y  ]
D 3
1 x3 6x 4
 2 [3 y  ]
D 3 12
1 x4 x5
 [ y ]
D 4 10
5 6
x y x
 
20 60

30
 To find P.I 3 :
1
P.I 3  2e 2 x
D  2D D2
3

replace D  2, D  0
1 2x e2x

2e  .
8 4
1 x 5 y x 6 e2x
 P.I   cos(x  2 y)   
3 20 60 4

The General Solution :

z  C.F  P.I
1 x 5 y x 6 e2x
z  f1 ( y)  xf 2 ( y)  f 3 ( y  2x )  cos(x  2 y)    .
3 20 60 4

WORK OUT PROBLEMS

1. Solve: ( D 2  6DD  5D 2 ) z  sin x cos y

5 5 sin( x  y ) sin( x  y )
( solution : f1 (3 y  x)  f 2 (3 y  x)   ).
2 2 2 10

2. Solve: ( D 2  6DD  5D 2 ) z  e x sinh y  xy

e( x y )  e x y x3 y x 4
( solution : f1 ( y  x)  f 2 ( y  5 x)    ).
2 6 4
 
3. Solve : D 2  2DD ' z  x 3 y  e 2 x
 x5 y x6 e2 x 
 Solution : f1 ( x)  f 2 ( y  2 x)    
 20 60 4 
 2
4. Solve : D 2  3DD '  2 D ' z  x  y 
 x3 y x 2 y 
 Solution : f1 ( y  x)  f 2 ( y  2 x)   
 3 2 

31
 MODULE II

FOURIER SERIES AND

BOUNDARY VALUE
PROBLEMS

32
 FOURIER SERIES
PERIODIC FUNCTION:
A function f(x) is said to be periodic if and only if f (x  p)  f (x) is true for some values
of p and every value of x. The value of p is called period.
Eg: (i) sin x = sin ( x  2 π ) = sin ( x  4 π ) = …
Sin x is a periodic function with period 2 π .
(ii) cos x = cos ( x  2 π ) = cos ( x  4 π ) = …
Cos x is a periodic function with period 2 π .
FOURIER SERIES :
A periodic function f(x) which satisfies certain conditions can be expanded in a
 
a0
trigonometric series of the form f ( x )    a n cos nx   b n sin nx ----- (1) where
2 n 1 n 1

a i ' s and b i ' s are constants. The series on the right side of (1) is called Fourier series of the
function f(x).
DIRICHLET’S CONDITION:
A function f(x) is expanded in a Fourier series in an interval a  x  b if
(i) f(x) is well defined and single valued except possibly at a finite number of points in
(a, b).
(ii) f(x) has a finite number of finite discontinuities and no infinite discontinuities in (a,
b).
(iii) f(x) has only a finite number of maxima and minima in (a, b).

EVEN FUNCTION:
A function f(x) is said to be an even function if f(- x) = f(x). Eg: cos x, x 2 , x , x sin x,...

ODD FUNCTION :
A function f(x) is said to be an odd function if f(- x) = - f(x). Eg: sin x, x 3 , x cos x,...
EULER’S FORMULA FOR THE FOURIER CO – EFFICIENT :
Consider the Fourier series of a function f(x) in c  x  c  2π by
 
a0
f (x)    a n cos nx   b n sin nx where
2 n 1 n 1

33
 c 2 π
1
a0 
π  f (x ) dx
c
c 2 π
1
an 
π  f (x ) cos nx dx
c
c 2 π
1
bn 
π  f (x ) sin nx dx
c

a 0 , a n , b n are called Fourier co – efficient or Fourier constants. The expressions giving the

values a 0 , a n , b n are called Euler Formulae.

ROOT MEAN SQUARE VALUE :

b

 f (x)
2
dx
a
Let f(x) be a function defined in an interval (a, b) then is called RMS or
ba

effective value of f(x) and denoted by y .

b
1
 f ( x ) 2 dx
2
y 
ba a

(π  x) 2
1. Find the Fourier series of f ( x )  in 0  x  2π . Hence deduce that
4
1 1 1 1 π2
    ......  .
12 2 2 3 2 4 2 6

(π  x) 2
Solution : Let f ( x )  in 0  x  2π . Then Fourier series is given by
4
 
a0
f (x)    a n cos nx   b n sin nx where
2 n 1 n 1

2π 2π 2π
1 1 1
a 0   f ( x ) dx, a n   f ( x ) cos nx dx, b n   f ( x ) sin nx dx
π 0 π 0 π 0

34
 2π 2π
1 1 (π  x) 2
a0  
π 0
f ( x ) dx 
π 0 4 dx
2π
1  (π  x) 3 
  (1)
4π 3 0
π2

6

2π 2π
1 1 (π  x) 2
an  
π 0
f ( x ) cos nx dx 
π 0 4 cos nx dx
2π
1  sin nx cos nx sin nx 
  (π  x) 2  2( π  x ) 2 3 
4 π n n 2
n 0
1

n2

2π 2π
1 1 (π  x) 2
bn  
π 0
f ( x ) sin nx dx 
π 0 4 sin nx dx
2π
1  cos nx sin nx cos nx 
   (π  x) 2  2( π  x ) 2
4 π n n 2
n 3  0
0

a0  
f (x)    a n cos nx   b n sin nx
2 n 1 n 1

(π  x) 2 π2  1
   cos nx        (1)
4 12 n 1 n 2
Let x = 0 is a point of continuity in (1)
( π  0) 2 π2  1
f (0)     cos n 0
4 12 n 1 n 2
π2 π2  1
 
4 12 n 1 n 2
1 1 1 1 π2
    ......
12 2 2 3 2 4 2 6

35
  x 0xπ
2. Find the Fourier series of f ( x )   . Hence deduce that
2π  x π  x  2π

1 1 1 π2 1 π2
 
12 32 5 2
 ...... 
8
or 
n 1 ( 2n  1)
2

8
.

 x 0xπ
Solution : Let f ( x )   . Then Fourier series is given by
2π  x π  x  2π
 
a0
f (x)    a n cos nx   b n sin nx where
2 n 1 n 1

2π 2π 2π
1 1 1
a 0   f ( x ) dx, a n   f ( x ) cos nx dx, b n   f ( x ) sin nx dx
π 0 π 0 π 0

1 
2π π
1 2π
a0  
π 0
f ( x ) dx    x dx  π ( 2 π  x ) dx 
π 0 
1  x 2  x 2  
π 2π

    2 πx   
π  2  0  2 π 
 
π

1 
2π π
1 2π
an  
π 0
f ( x ) cos nx dx    x cos nxdx  π (2 π  x ) cos nxdx 
π 0 
1  sin nx cos nx  
π 2π
 sin nx cos nx 
  x    ( 2 π  x )  
π  n n 0 
2
n n 2  π 
2  (1) n  1
  
π  n2 
 0 n  even
 4
 n  odd
 πn 2

1 
2π π
1 2π
b n   f ( x ) sin nx dx    x sin nxdx   (2π  x ) sin nxdx 
π 0 π 0 π

1  
π 2π
cos nx sin nx   cos nx sin nx 
  x     (2 π  x )  
π  n n 0 
2
n n 2  π 
0

36
  
a0
f (x)    a n cos nx   b n sin nx
2 n 1 n 1

 x 0xπ π 
4
     2 cos nx        (1)
2 π  x π  x  2π 2 n odd πn

Let x = 0 is a point of continuity in (1)

 x 0xπ π 
4
f ( 0)       2 cos nx
2 π  x π  x  2 π 2 n odd πn

π 4
0    2
2 n odd πn
1 1 1 π2
   ...... 
12 3 2 5 2 8
3. Find the Fourier series of f (x)  x sin x , 0  x  2π.

Solution: Given f (x)  x sin x , 0  x  2π.

The Fourier series of f( x ) is given by
 
a0
f (x)    a n cos nx   b n sin nx where
2 n 1 n 1

2π 2π 2π
1 1 1
a 0   f ( x ) dx, a n   f ( x ) cos nx dx, b n   f ( x ) sin nx dx
π 0 π 0 π 0
2π 2π
1 1
a 0   f ( x ) dx   x sin x dx
π 0 π 0


1
 x cos x  sin x 02 π   2.
π
2π 2π 2π
1 1 1
an  
π 0
f ( x ) cos nx dx   x sin x cos nx dx 
π 0 2π 0
x [2 cos nx sin x ] dx

2π
1
2π 0
 x [sin(n  1) x  sin( n  1) x ]dx

2π
1
2π 0
 x [sin(n  1) x  sin( n  1) x ]dx

2π 2π
1
2π 0 
 x [sin(n  1) x dx  x sin( n  1) x dx ]
0

37
 2π 2π
1   x cos(n  1) x sin( n  1) x    x cos(n  1) x sin( n  1) x 
   2 
  
2π  n 1 (n  1)  0  n 1 (n  1) 2  0

1   2π cos(n  1)2π 2π cos (n  1)2π  1   2π 2π 

       
2π  n 1 (n  1)  2π  n  1 (n  1) 
2
 , n  1.
n 1
2

2π 2π 2π
1 1 1
a1 
π  x sin x cos x dx 
0
2π  x[2 cos x sin x] dx 
0
2π  x[2 cos x sin x] dx
0

2π 2π
1 1   x cos 2x sin 2 x 

2π  x [sin 2x ] dx 
0
2 π  2

4  0

1
a1   .
2
2π 2π
1 1
bn 
2π  x[2 sin nx sin x] dx 
0
2π 0
x[cos(n  1) x  cos(n  1) x ] dx

2π 2π
1

2π  x cos(n  1) x dx   x cos(n  1) x dx
0 0

1  
2π 2π
  x sin( n  1) x cos(n  1) x   x sin( n  1) x cos(n  1) x  
        
2π   n 1 (n  1)  0
2
 n 1 (n  1) 2  0 
 
0
2π 2π
1 1
b1  0 x sin x sin x dx  π  x sin
2
x dx
π 0

2π 2π
1 1  cos 2x  1

π 
0
x
 2 

dx 
2π  x dx  x cos 2x dx
0

1  2 2π
 x   x sin 2x cos 2x  
2π

       
2π   4 0 
  0
2 2


1  4 π 2   cos 4 π 1  
      π
2π   2   4 4 

1 
2
 f (x)   1  ( ) cos x   2 cos nx  π sin x
2 n 2 n  1

38
 4. Find the Fourier series of f (x)  x 2 in  π  x  π . Hence deduce that

1 1 1 π2
(i) 2  2  2  ...... 
1 2 3 6
1 1 1 π2
(ii) 2  2  2  ......
1 2 3 12
1 1 1 π2
(iii) 2  2  2  ...... 
1 3 5 8
1 1 1 π4
(iv)    ...... 
14 2 4 3 4 90
Solution : Let f (x)  x 2 in  π  x  π .
The given function is even function . So b n  0 Then Fourier series is given by

a0
f (x)    a n cos nx where
2 n 1
π π
2 2
a0 
π0 f ( x ) dx, a n   f ( x ) cos nx dx
π0

2 2 
π π
2
π 0 π  0
a0  f ( x ) dx   x dx 

2  x 3  
π

   
π  3  0 
 
π 3
2
3

1 2 
π π
2
a n   f ( x ) cos nx dx    x cos nxdx 
π0 π 0 
2  2 sin nx cos nx 2 sin nx  
π

  x  2x  
π  n n2 n 3  0 
4( 1) n

n2
 
a0
f (x)    a n cos nx   b n sin nx
2 n 1 n 1

π2 
4(1) n
x2   cos nx        (1)
3 n 1 n 2

39
 Let x = π is a point of continuity in (1)
π 2  π 2 π 2  4
   2 (1) n cos nπ
2 3 n 1 n

π2 4
π 
2
   2 (1) n (1) n
3 n 1 n
1 1 1 π2
   ......           (2)
12 2 2 3 2 6
Let x = 0 is a point of continuity in (1)
π2  4
0   2 (1) n cos n 0
3 n 1 n

π2 4
   2 (1) n
3 n 1 n

1 1 1 π2
   ......           (3)
12 2 2 3 2 12
Adding (2) and (3) we get

1  π π2
2
1 1
2 2  2  2  ......  
1 3 5  6 12
1 1 1 π2
   ..... 
12 3 2 5 2 8

By parseval’s identity,

a 02
2 π
 f ( x ) 2
dx    an
2

π 0 2 n 1
2
 2π 2 
  2

     4(1) 

x 2 dx  
n
2 π 3
π 0

2
 n2 
2 n 1  
π
2  x5  2π 4 
1
    16 4
π  5 0 9 n 1 n


1 π4
n
n 1
4

90

1 1 1 π4
   ...... 
14 2 4 3 4 90

40
 5. Find the Fourier series of f ( x )  x in  π  x  π . Hence deduce that

1 1 1 π2
   ...... 
12 3 2 5 2 8
Solution : Let f ( x )  x in  π  x  π .

The given function is even function . So b n  0 Then Fourier series is given by


a0
f (x)    a n cos nx where
2 n 1
π π
2 2
a0 
π0 f ( x ) dx, a n   f ( x ) cos nx dx
π0

2 2 
π π
2
a 0   f ( x ) dx    x dx 
π0 π 0 
2  x 2  
π

   
π  2  0 
 
π

2 
π π
2
an 
π0 f ( x ) cos nx dx    x cos nxdx 
π 0 
2  sin nx cos nx  
π

  x  
π  n n 2  0 


 
2 (1) n  1
π n2

 4
 n  odd
a n   πn 2

 0 n  even
 
a0
f (x)    a n cos nx   b n sin nx
2 n 1 n 1

π 4
x    2 cos nx        (1)
2 n odd n
Let x = 0 is a point of continuity in (1)

41
 π 4  1
0  
2 π n odd n 2
1 1 1 π2
   ...... 
12 3 2 5 2 8
6. Find the Fourier series of f (x)  x sin x in (π, π)

Solution: Given f (x)  x sin x in (π, π) . Since the given function is even function

bn  0
The Fourier series of f( x ) is given by

a0
f (x)    a n cos nx where
2 n 1
π π
2 2
a0 
π0 f ( x ) dx, a n   f ( x ) cos nx dx
π0
π π
2 2
a0 
π0 f ( x ) dx   x sin x dx
π0


2
 x cos x  sin x 0π  2.
π
π π π
2 2 1
an 
π0 f ( x ) cos nx dx   x sin x cos nx dx   x [2 cos nx sin x ] dx
π0 π0
π
1
π 0
 x [sin(n  1) x  sin( n  1) x ]dx

π π
1
  x [sin(n  1) x dx   x sin( n  1) x dx ]
π0 0

π π
1   x cos(n  1) x sin( n  1) x    x cos(n  1) x sin( n  1) x 
      
π n 1 (n  1) 2  0  n 1 (n  1) 2  0

1   π cos(n  1) π π cos (n  1) π  1   π π 
      
π n 1 (n  1)  π  n  1 (n  1) 

2(1) n 1
 , n  1.
n 2 1

42
 π π
2 1
a1 
π  x sin x cos x dx 
0
π  x[2 cos x sin x] dx
0

π π
1 1   x cos 2 x sin 2 x 

π 0 x [sin 2x ] dx  π  2  4  0
1
a1   .
2

 f ( x )  a 0  a 1 cos x   a n cos nx
n 2

1 
2(1) n 1
 1  ( ) cos x   2 cos nx
2 n 2 n  1

7. Find the Fourier series of f (x)  x(π 2  x 2 ) in  π  x  π . Hence deduce that

1 1 1 π3
   ...... 
13 33 5 3 32
Solution : Let f (x)  x(π 2  x 2 ) in  π  x  π .

The given function is odd function . So a 0  0, a n  0 Then Fourier series is given by


f ( x )   b n sin nx where
n 1

2 
π π
2
bn      x ( π  x ) sin nxdx 
2 2
f ( x ) sin nx dx
π0 π 0 
2  sin nx  
π
3 cos nx 2 sin nx cos nx
   ( xπ 2
 x )  ( π 2
 3x )  6 x  6 
π  n n2 n3 n 4  0 



2  6π(1) n


 12(1) n
π n3 n3

 
 12(1) n
f ( x )   b n sin nx   sin nx
n 1 n 1 n3

12(1) n 1
 sin nx        (1)
n 1 n3
π
Let x = is a point of continuity in (1)
2

43
 π  2 π2  
12( 1) n 1
π 
2 
   n3
sin( nπ / 2)
4  n 1

1 1 1 π3
   ............ 
13 33 5 3 32

8. Find the Fourier series of f ( x )  cos x in  π  x  π .

Solution : Let f ( x )  cos x in  π  x  π .

The given function is even function . So b n  0 Then Fourier series is given by


a0
f (x)    a n cos nx where y
2 n 1
π π
2 2
a0 
π0 f ( x ) dx, a n   f ( x ) cos nx dx
π0
π
2 
π π
2
a 0   f ( x ) dx    cos x dx 
π0 π 0 
x
0
2 
π/2 π
   cos xdx    cos xdx 
π 0 π/2
π/2 

2
π

(sin x ) 0π / 2  (sin x ) ππ / 2 
2 4
 [1  (1)] 
π π

44
 
2 2  
an 
 0
f ( x) cos nx dx    cos x cos nx dx 
 0 
2  / 2 

   cos x cos nxdx    cos x cos nxdx 
 0  /2 
1  / 2 

   cos(n  1) x  cos(n  1)dx   cos(n  1) x  cos(n  1)dx 
 0  /2 
 /2 
1   sin( n  1) x sin( n  1) x   sin( n  1) x sin( n  1) x  
     
   n  1 n  1  0  n 1 n  1   / 2 
1  sin( n  1) / 2 sin( n  1) / 2 sin( n  1) / 2 sin( n  1) / 2 
   
  n 1 n 1 n 1 n 1 

1  cos n  / 2 cos n  / 2 cos n  / 2 cos n  / 2 
   
  n  1 n 1 n 1 n  1 
1  4 
 cos n  / 2  2 
  n  1

 4 nπ  1 
 cos  2  n  even
an   π 2  n  1

 0 n  odd

2 
π π
2
a1      cos x dx 
2
f ( x ) cos x dx
π0 π 0 
2 
π/2 π
     cos 2 x dx 
2
cos x dx
π 0 π/2 
2 
π/2 π
1  cos 2 x 1  cos 2 x
 
π  0
2
dx  
π/2
2
dx 

2  x sin 2 x   x sin 2 x  
π/2 π

     
π  2 2  0 2 2  π / 2 
0

a0
f (x)    a n cos nx
2 n 1

2 4 nπ  1 
    cos  2  cos nx
π n even π 2  n 1

45
 Change of Interval
A given function f(x) can be expanded in Fourier Series not only in the interval 2π but also in the
interval 2l.
Problems:
1. Find the Fourier Series of period 2l for the function f(x) = x(2l-x) in (0,2l) and hence
1 1 1
deduce the sum 12 − 22 + 32 − ⋯

Ans: Fourier Series for the function f(x) in c<x<c+2l is given by

a0  n x  n x
f ( x)    an cos   bn sin  (1)
2 n 1 l n 1 l
c  2l c  2l c  2l
1 1 n x 1 n x
where a0 
l c
f ( x)dx , an 
l c
f ( x) cos
l
dx , bn 
l 
c
f ( x) sin
l
dx

Here c=0, l  l
2l
1  2lx 2 x 3 
2l 2l
a0   x(2l  x)dx    2lx  x 2  dx  
1 1
 
l0 l0 l 2 3 0

1  4l 3  4l 2
=  
l 3  3

n x
2l
1
an   (2lx  x 2 ) cos dx , u  2lx  x2 , u  2l  2 x , u  2
l0 l

 4 1 1 1  n x l n x l2 n x
2
   2  2  ....
 1 3 5
2

 dv   cos l
dx , v 
n
sin
l
, v   2 2 cos
n l
,

l3 n x
v   sin
n3 3
l
2l
1 l n x n x l3 n x 
an  (2lx  x )
2
 (2l  2 x) cos  2 3 3 sin
l  0
sin
l n l l n

1 l3 l3 l 3  4l 2
an  0  2 2 2 cos 2n  2 3 3 sin 2n  2 3 3  = 2 2
l n n n  n

n x
2l
1
bn   (2lx  x 2 )sin dx
l0 l

n x l n x l2 n x l3 n x
 dv   sin l
dx , v  
n
cos
l
, v   2 2 sin
n l
, v  3 3 cos
n l

46
 2l
1 l n x n x l3 n x 
bn   (2lx  x 2 )  (2l  2 x) sin  2 3 3 cos
l  0
cos
l n l l n

1 l 
3
l3 l3
bn  0  2 2 2 sin 2n  2 3 3 cos 2n  2 3 3 
l  n n n  

1 l 
3
l3
bn   2 3 3  2 3 3  = 0
l  n  n  

Substituting in (1)

4l 2 n x
2

2l
f ( x)    2 2 cos
3 n1 n  l
Put x  l is an intermediate point of continuity

cos n 4l 2  (1)n
2 2

2l 4l 2 2l
f (l )  
3 2

n 1 n2
, l (2l  l )   
3  2 n1 n2

l 2 4l 2  1 1 1  1 1 1 2
 2  2  2  2  ..... , 2  2  2  ..... 
3  1 2 3  1 2 3 12
2. Find the Fourier Series expansion of period 2 for the function
 x, 0  x  1 
f ( x)   
 (2  x),1  x  2

1
Deduce the sum  2
n 1,3,5.... n

Ans: Fourier Series for the function f(x) in c<x<c+2l is given by

a0  n x  n x
f ( x)    an cos   bn sin
2 n 1 l n 1 l
c  2l c  2l c  2l
1 1 n x 1 n x
where a0 
l c
f ( x)dx , an 
l c
f ( x) cos
l
dx , bn 
l 
c
f ( x) sin
l
dx

Here c=0, l  1
a0  
f ( x)    an cos n x   bn sin n x  (1)
2 n 1 n 1

1 2
2 1 2
 x2   x2 
a0   f ( x)dx    xdx    (2  x)dx         =
2 1
2 x
0 0 1  2 0 
2
an   f ( x) cos n xdx
0

47
 1 2
an    x cos n xdx    (2  x) cos n xdx
0 1

u  x,  dv   cos n xdx, u  2  x

sin n x  cos n x
u  1 v , v  , u  1
n n 2 2

 sin n x cos n x  sin n x cos n x 

1 2

an    x  2 2    (2  x)  2 2 
 n n  0  n n  1

 (1) n 1   1 (1) n   2(1) n 2  2

an    2 2  2 2    ( 2 2  2 2    2  2   2 (1)n  1
n  n   n n   n n  n

4
 when n is odd
n2
1 2
bn    x sin n xdx    (2  x)sin n xdx
0 1

cos n x  sin n x
 dv   sin n xdx, v   n
, v 
n2 2
,

 cos n x sin n x  cos n x sin n x 

1 2

bn     x  2 2     (2  x)  2 2  =0
 n n  0  n n  1
Substituting in (1)
 
4
f ( x) 
2
 
n 1,2,3.....  n
2
cos n x , Put x=1 is an intermediate discontinuous point

f (1)  f (1)  4  (1)n

2
  
2  n 1,2,3.... n2

   (2  1)  4 1 1 1 
    2  2  2  ....
2 2  1 3 5 

 4 1 1 1  
2
1 1 1
     .... ,  2  2  2  ....
2  1 3 5
2 2 2
 8 1 3 5

48
Interval Fourier series f(x) a0 an bn Parseval’s identity
a0 
f (x)    a n cos nx  2π 2π 2π
1 2π
 f ( x ) dx 
2

2 n 1 1 1 1 π 0
π 0 π 0 π 0
(0, 2π) a0  f ( x ) dx an  f ( x ) cos nx dx bn  f ( x ) sin nx dx

a 02 
b   (a n  b n )
2 2
n sin nx
n 1 2 n 1
a0 
f (x)    a n cos nx  π π π
1 π
 f (x)2 dx 
2 n 1 1 1 1 π  π

π π π π π π

(π, π) a0  f ( x ) dx an  f ( x ) cos nx dx bn  f ( x ) sin nx dx

a 02 
b   (a n  b n )
2 2
n sin nx
n 1 2 n 1

(π, π)  π π
2 π
 f (x )2 dx 
a0 2 2 π 0
  a n cos nx
π 0 π 0
f (x)  a0  f ( x ) dx an  f ( x ) cos nx dx bn  0
2 n 1 a 02  2
even  an
2 n 1

(π, π)  π 
f ( x )   b n sin nx
2 2 π
   
π 0
a0  0 an  0 bn  
2 2
f ( x ) sin nx dx f ( x ) dx bn
odd n 1 π 0 n 1

49
Interval Fourier series f(x) a0 an bn Parseval’s identity

a 
nπx
1 2l
 f ( x ) dx 
2

f ( x )  0   a n cos 
2l 2l 2l
1 1 nπx 1 nπx l 0
2 n 1 l a0  
l 0
f ( x ) dx a n   f ( x ) cos
l 0 l
dx b n   f ( x ) sin
l 0 l
dx
a 02 
(0, 2 l )   (a n  b n )
2 2

nπx
b
n 1
n sin
l
2 n 1

a 
nπx
1 l
 f ( x ) dx 
2

f ( x )  0   a n cos 
l l
1 1 nπx l l
l l
2 n 1 l a0  f ( x ) dx 1
l
nπx b n   f ( x ) sin dx
a n   f ( x ) cos l l l a 02 
  (a n  b n )
(-l, l) 
dx 2 2
nπx l l l
b
n 1
n sin
l
2 n 1


2
l
2
l
a 0   f ( x ) dx a n   f ( x ) cos
nπx
dx
2 l
 f ( x ) dx 
2

(-l, l) a0 nπx l 0
f (x)    a n cos l 0 l 0 l bn  0
2 n 1 l a 02  2
even  an
2 n 1
l
2 nπx
(-l, l) 
nπx b n   f ( x ) sin dx 
f ( x )   b n sin a0  0 an  0 l 0 l
2 l
 f ( x ) 2
dx   bn
2

odd n 1 l l 0 n 1

50
HALF RANGE SERIES:
In some problems, we are concerned with the interval 0 to π. (instead of the usual
interval of length 2 π.) Further, the conditions of the problem may require us to expand the
given function in a series of cosines alone or a series of sines alone.
HALF-RANGE SINE SERIES:
This is achieved as follows: suppose f(x) is given for 0 < x < π, and we need a sine
expansion of f(x) in that interval. Then, we introduce a new function F(x), which is defined as
below.
 f ( x), when 0  x  
F ( x)  
 f ( x), when -  x  0
From the definition of F(x) made here, F(x) is an odd function of x; and it is defined in the
interval – π to π. From the Fourier expansion of F(x) will contain sine terms only. Since we are
concerned with only the range 0  x   , and since in this range F ( x)  f ( x) , the sine series
of F(x) is the required series for f(x) in the range 0  x   . Further, it’s clear that,

2
bn 
  F ( x) sin nx dx .
0

But as stated above, within the limits of integration, F(x) coincides with f(x).

Therefore, f ( x)   bn sin nx ,
1


2
where bn 
  f ( x) sin nx dx .
0

Since bn depends only on f(x), the actual creation of F(x) is not necessary.

HALF-RANGE COSINE SERIES:

On the other hand, if we need a cosine series for f(x) defined in 0  x   , define F(x)
by
 f ( x), when 0  x  
F ( x)  
 f ( x), when -  x  0
Then F(x) is an even function of ‘x’ in the interval – π to π. Then by the Fourier series
of F(x) will have only the cosine terms, (including the constant). But, as before F(x) coincides
with f(x) in the required interval 0  x   . Hence the cosine series for F(x) is the required
cosine series for f(x) in the given interval.
 
2 2
Now, an 
  F ( x)
0
cos nx dx 
  f ( x)
0
cos nx dx .

51
Therefore,
a0 
f ( x)    an cos nx ,
2 n 1
 
2 2
where a0 
  f ( x) dx and a
0
n 
  f ( x) cos nx dx .
0

Thus a function f(x) defined over the interval 0 < x < π is capable of expansion in two
distinct types of series above. Since these two series are valid over the half-range 0 < x < π, we
call them half-range series.
Since in the above discussions, we did not stipulate any condition on f(x), the required
type of series can be got whether f(X) is odd, even or neither.

PROBLEMS:
1. Find half-range Fourier cosine series and sine series for f(x) = x in 0 < x < π.

Solution:

(i) Half –range cosine series:

a0 
Let f ( x)    an cos nx ,
2 n 1
Where,

 
2 2
a0 
 
0
f ( x) dx and an 
  f ( x) cos nx dx
0

 
2 2
a0 
 
0
f ( x) dx 
  x dx  
0


2 21  4

an  x cos nx dx   {(1) n  1}  , if n is odd.
0
 n 2
 n
2

= 0, if n is even.

52
  4 1
 x
2
 
 n 1,3,5,.... n 2
cos nx

(ii) Half – range sine series:


Let x   bn sin nx , where
1


2 2   2

bn  x sin nx dx    (1) n   (1) n 1
0
 n  n


(1)n1
 x  2 sin nx
n 1 n

2. Express f ( x)  x(  x) , in 0 < x < π as a Fourier series of periodicity 2π containing

(i) Sine terms only (ii) Cosine terms only .

Solution:

(i) Half – range sine series:


Let x   bn sin nx , where
1


2 2 2  4

bn  x(  x) sin nx dx    {( 1) n  1}  3 [1  ( 1) n ]
0
 n 3
 n
8
 , if n is odd
 n3
= 0. if n is even


8 1
 f ( x)  x( - x) =

 (2n  1)
n 1
3
sin(2 n  1) x

(ii) Half –range cosine series:

a0 
Let f ( x)    an cos nx ,
2 n 1
Where,

53
  
2 2
a0 
  f ( x) dx and a
0
n 
  f ( x) cos nx dx
0


2 2
a0 
  x(  x) dx =
0
3


2 2    2

an  x(  x) cos nxdx    (1) n     2 [1  (1) n ]
0
 n 2
n 
2
n
= 0 for n odd,
4
=  for n even.
n2

2 
1
 x(  x) 
6
4 
n  2,4,6,.... n
2
cos nx

2 
1
 x(  x)   2
cos 2nx
6 n 1 n

 x,
 in (0,  )
2
3. Find the half-range sine series of f ( x)   in 0 < x < π. Hence
  x, in (  2 ,  )

1 1 1
find the sum of the series    .... .
14 34 54
Solution:


Let f ( x)   bn sin nx ,
1


2
where bn 
  f ( x) sin nx dx ,
0

2
 2  
   x sin nx dx   (  x ) sin nx dx 
  0  2 
2   n 1 n  n 1 n 
  cos  2 sin  cos  2 sin
  2n 2 n 2 2n 2 n 2 
4 n
 sin , which becomes zero for even values of n.
n 2
2

54
 4 
1 n
 f ( x)  
 n1,3,5,... n 2
sin
2
sin nx, in (0, )

Since the series whose sum is required contains multiples of squares of bn , we apply
Parseval’s theorem.


1 1
   f ( x) dx
2 2
bn 
2  0

1 16  1 2 n 1
 2  
i.e., . 2  4 sin    x 2 dx   (  x)2 dx 
2  n1,3,5,... n 2   0  2 

8 
1 2 n n
2 
i.e.,  ,  sin  1, when n is odd and sin 2  1)
 n 1 (2n  1) 4
12 2 2


1 4
 
n 1 (2 n  1)
4
96

4. Find the half-range sine series of f ( x)  l  x, in (0, l ) , Hence prove that

1 1 1 2
   ....  .
12 22 32 6

Solution:


n x
Let f ( x )   bn sin ,
1 l

n x
l
2
where bn   f ( x) sin dx ,
l 0 l

l
   cos n x    sin n x 
n x
l
2
bn   (l  x) sin
2
dx  (l  x)  l  l    2l
l  n   n 2 2 2  n
l 0 l
    
l l 0

55
 2l 
1 n x
 lx

 n sin
n 1 l
in (0, l ) .

Since the series to be summed up contains constant multiples of squares of bn , we

apply Parseval’s theorem.

l
1 1
2
 bn2   (l  x ) 2 dx
l0
l
1 4l 2 
1 1  (l  x ) 3  l2
i.e., . 2
2 

n 1 n
2
 
l  3  0 3
 

1 2
 2

n 1 n 6

1 1 1 2
i.e.,    ....  .
12 22 32 6

Hence the proof.

5. Find the half-range sine series of f  x   a in (0, l ) . Deduce the sum of

1 1 1
   .... .
12 32 52
Solution:


n x
Let f ( x )   bn sin ,
1 l

n x
l
2
where bn   f ( x) sin dx ,
l 0 l

cos n x 
l
n x 2a 
l
2 l   2a [1  (1) n ]
bn   a sin dx  
l 0 l l  n  n
 l 0
0, if n is even

=  4a
 n , if n is odd

56
 4a 
1 n x
 a 
 n1,3,5,.... n
sin
l
, in (0, l ) ,

Since the series whose sum is required contains constant multiples of squares of
bn , we apply Parseval’s theorem.

l
1 1
 bn    f ( x) dx
2 2

2 l0

1 16a 2 1
i.e., .
2 2

n 1,3,5,... (2 n  1) 2
 a2


1 2
 
n 1 (2n  1)
2

8

1 1 1
i.e.,    ....
12 32 52

Hence the proof.

57
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70
71
72
 Boundary Value Problems
In applied mathematics, the partial differential equations generally arise from the
mathematical formulation of physical problems. Subject to certain given conditions, called
boundary conditions, solving such an equation is known as solving a boundary value
problem.
Transverse Vibrations of a stretched elastic string:
Let us consider small transverse vibrations of an elastic string of length l , which is stretched
and then fixed at its two ends. Now we will study the transverse vibration of the string when
no external forces act on it. The governing equation is one dimensional wave equation
2 y 2  y
2
Tension
 a , where, a 2  .
t 2
x 2
mass
Here y( x, t ) denotes the displacement of the string.
While deriving the 1-D wave equation we have made the following assumptions:
 The motion takes place entirely in one plane. This plane is chosen as the xy plane.
 In this plane, each particle of the string moves in a direction perpendicular to the
equilibrium position of the string.
 The tension T caused by stretching the string before fixing it at the end points is
constant at all times at all points of the deflected string.
 The tension T is very large compared with the weight of the string and hence the
gravitational force may be neglected.
 The effect of friction is negligible.
 The string is perfectly flexible. It can transmit only tension but not bending or
shearing forces.
 The slope of the deflection curve is small at all points and at all times.

Various possible solutions of the wave equations are

1. y( x, t )  ( A1e x  B1e x )(C1eat  D1e at ) .

2. y( x, t )  ( A2 cos  x  B2 sin  x)(C2 cos at  D2 sin at ) .

3. y( x, t )  ( A3 x  B3 )(C3t  D3 ) .

The physically realistic solution of the wave equation is

y( x, t )  ( A2 cos  x  B2 sin  x)(C2 cos at  D2 sin at )

73
PROBLEMS:
1. A string is stretched and fastened to two points l apart. Motion is started by
displacing the string into the form of y  k (lx  x2 ) from which it is released at
time t = 0. Find the displacement at any point of the string at a distance ‘x’
from one end at any time ‘t’.

Solution:
The displacement y( x, t ) is governed by,

2 y 2  y
2
Tension
a , where, a 2  -------------- (1)
t 2
x 2
mass
The boundary conditions under which (1) to be solved are,
(i) y(0, t )  0 for t  0
(ii) y(l, t )  0 for t  0

 y 
(iii)    0, 0  x  l
 t t 0
(iv) y( x,0)  k (lx  x 2 ), 0  x  l

We know that the physically realistic solution of the wave equation is

y( x, t )  ( A cos  x  B sin  x)(C cos at  D sin at ) , where A, B, C, D are
arbitrary constants.
Using boundary conditions and (i) and (ii)
A (C cos  at  D sin  at )  0, for all t  0
 A  0 ---------------------- (2)
B sin  l (C cos  at  D sin  at )  0 for all t  0.
If B  0, the solution becomes y  0, which is not true.
sin  l  0, B  0.
i.e.,  l  n , where 'n' is any integer.
n
= ----------------------(3)
l
Now substituting (2) and (3) in the realistic solution,
n x  n at n at 
y ( x, t )  B sin  C cos  D sin 
l  l l 

n x  n at n at 
i.e., y ( x, t )  sin
 Bn cos  An sin ,
l  l l 
where BC  Bn and BD  An

74
 Since the wave equation is linear and homogeneous, the most general solution
of it is

 n at n at  n x
y ( x, t )    Bn cos  An sin  sin ,         (4)
n 1  l l  l
This satisfies the boundary conditions (i) and (ii).

 y 
Using the boundary condition (iii)    0, 0  x  l we get
 t t 0

n x n at
y ( x, t )   Bn sin .cos ,         (5)
n 1 l l

Next using the boundary condition (iv)


n x
y ( x, t )   Bn sin  k (lx  x 2 )
n 1 l

This shows that this is the half range Fourier Sine series of k (lx  x 2 )
Using the formula for Fourier coefficients,
n x
l
2
Bn  bn  
l 0
k (lx  x 2 ) sin
l
dx

l
  n x   n x   n x  
  cos  sin   cos 
2k
=  (lx  x 2 ).   l   (l  2 x )   l   (2)  l 
n  
l    n 2 2   n  
3 3

    
  l   l2   l3  0
2k  2l 3 
 3 3 [(1)  1) 
n
=
l n  
0, if n is even

=  8kl 2
 3 3 , if n is odd
n 
Substituting in (4),
8kl 2 
1 (2n  1) x (2n  1) at
y( x, t ) 
 3  (2n 1)
n 1
3
sin
l
.cos
l
,         (6)

Equation (6) gives the displacement at any point of the string at a distance
‘x’ from one end at any time ‘t’.
____________________________________________________________
____

75
2. A string is stretched and fastened to two points l apart. Motion is started by
x 
displacing the string into the form of y ( x, 0)  y0 sin 3   from which it is
 l 
released at time t = 0. Find the displacement at any point of the string at a
distance ‘x’ from one end at any time ‘t’.

Solution:
The displacement y( x, t ) is governed by,

2 y 2  y
2
Tension
 a , where, a 2  -------------- (1)
t 2
x 2
mass
The boundary conditions under which (1) to be solved are,
(i) y(0, t )  0 for t  0
(ii) y(l, t )  0 for t  0

 y 
(iii)    0, 0  x  l
 t t 0
(iv) y( x,0)  k (lx  x 2 ), 0  x  l

We know that the physically realistic solution of the wave equation is

y( x, t )  ( A cos  x  B sin  x)(C cos at  D sin at ) , where A, B, C, D are
arbitrary constants.
Using boundary conditions and (i) and (ii)
A (C cos  at  D sin  at )  0, for all t  0
 A  0 ------------------------------------------- (2)
B sin  l (C cos  at  D sin  at )  0 for all t  0.
If B  0, the solution becomes y  0, which is not true.
sin  l  0, B  0.
i.e.,  l  n , where 'n' is any integer.
n
= ------------------------------------------- (3)
l
Now substituting (2) and (3) in the realistic solution,
n x  n at n at 
y ( x, t )  B sin  C cos  D sin 
l  l l 

n x  n at n at 
i.e., y ( x, t )  sin
 Bn cos  An sin ,
l  l l 
where BC  Bn and BD  An

76
 Since the wave equation is linear and homogeneous, the most general solution
of it is

 n at n at  n x
y ( x, t )    Bn cos  An sin  sin ,         (4)
n 1  l l  l
This satisfies the boundary conditions (i) and (ii).

 y 
Using the boundary condition (iii)    0, 0  x  l we get
 t t 0

n x n at
y ( x, t )   Bn sin .cos ,         (5)
n 1 l l

Next using the boundary condition (iv)


n x x 
y ( x, t )   Bn sin  y0 sin 3  
n 1 l  l 
y0  x 3 x 
=  3sin  sin 
4  l l 

This is true only if

3 y0 y
B1  , B3  0 and Bn  0, for n  1,3.
4 4
Using these values in (5), the solution of the equation becomes,
3 y0 x  at y0 3 x 3 at
y ( x, t )  sin cos  sin cos        (6)
4 l l 4 l l
Equation (6) gives the displacement at any point of the string at a distance
‘x’ from one end at any time ‘t’.

3. A tightly stretched string with fixed end points x=0 and x=l is initially at rest
in its equilibrium positions. If its set vibrating giving each point a velocity
3x(l  x) , find its displacement.

The displacement y( x, t ) is governed by,

2 y 2  y
2
Tension
 a , where, a 2  -------------- (1)
t 2
x 2
mass
The boundary conditions under which (1) to be solved are,
(i) y(0, t )  0 for t  0
(ii) y(l, t )  0 for t  0
(iii) y( x,0)  0, 0  x  l

77
  y 
(iv)    3x(l  x), 0  x  l
 t t 0

We know that the physically realistic solution of the wave equation is

y( x, t )  ( A cos  x  B sin  x)(C cos at  D sin at ) , where A, B, C, D are
arbitrary constants.
Using boundary conditions and (i) and (ii)
A (C cos  at  D sin  at )  0, for all t  0
 A  0 ------------------------------------------- (2)
B sin  l (C cos  at  D sin  at )  0 for all t  0.
If B  0, the solution becomes y  0, which is not true.
sin  l  0, B  0.
i.e.,  l  n , where 'n' is any integer.
n
= ------------------------------------------- (3)
l
Now substituting (2) and (3) in the realistic solution,
n x  n at n at 
y ( x, t )  B sin  C cos  D sin 
l  l l 

n x  n at n at 
i.e., y ( x, t )  sin
 Bn cos  An sin ,
l  l l 
where BC  Bn and BD  An
Since the wave equation is linear and homogeneous, the most general solution
of it is

 n at n at  n x
y ( x, t )    Bn cos  An sin  sin ,         (4)
n 1  l l  l
This satisfies the boundary conditions (i) and (ii).
Using the (iii)rd Boundary condition (4) becomes

 n at  n x
y ( x, t )    An sin  sin ,         (5)
n 1  l  l
Using (iv)th Boundary condition
 y  
 n a  n x
     An
 t t 0 n1 
 sin
l  l
 3x(l  x) for 0  x  l

If Fourier sine series of 3x(l  x) in (0, l ) is,


n x n a
3 x(l  x)   bn sin , where An  bn
n 1 l l

78
 n x
l
2
bn  
l 0
3 x(l  x) sin
l
dx

l
  n x   n x   n x  
6    
 cos  sin cos
= (lx  x 2 )   l     l   (2)  l 
n 
(l 2 x )
l   n 2 2   n  
3 3

    
 l   l2   l3 0
12l 2
= [1  ( 1) n ]
n
3 3

0, if n is even

=  24l 2
 3 3 , if n is odd
n 
 24l 3
 , if n is odd,
 An   an 4 4
0, if n is even.


Now the solution (5) becomes,

24l 3  1 (2n  1) x (2n  1) at
4 
y( x, t )  sin sin ------------- (6) .
 a n1 (2n  1) 4
l l
Equation (6) gives the displacement at any point of the string at a distance
‘x’ from one end at any time ‘t’.

Exercise:
1. A string is stretched between two fixed points at a distance 2l apart, and
the points of the string are given initial velocities ‘v’ where
cx , in 0  x  l
 l
v ’x’ being the distance from an end point.
 c l (2l  x),in l  x  2l

Find the displacement of the string at any subsequent time.

16cl  1 n n x n at
3  3
Answer: y ( x, t )  sin sin sin
 a n 1 n 2 2l 2l
2. The points of trisection of a tightly stretched string of length ‘l’ with
fixed ends are pulled aside through a distance ‘d’ on opposite sides of the
position of equilibrium, and the string is released from rest. Obtain an
expression for the displacement of the string at any subsequent time.
Answer:
9d 
1 2n 2n x 2n at
y ( x, t ) 
 2 n
n 1
2
sin
3
sin
l
.cos
l
79
 MODULE III

FOURIER TRANSFORM AND

Z – TRANSFORM

80
 FOURIER TRANSFORMS
FOURIER TRANSFORM :
Let f(x) be a function defined in (, ) and be piece wise continuous in each finite
partial interval and absolutely integrable in (, ) . Then the complex Fourier transform of
f(x) is defined by

F(s)  Ff ( x ) 
1
 f (x) e dx        (1)
isx

2π 

The inverse Fourier transform of f(x) is defined by


1
f ( x )   F(s) e  ds        (2)
isx

2π 

(1) and (2) are called Fourier transform pair.

FOURIER COSINE TRANSFORM :
The Fourier cosine transform of f(x) is defined by

Fc (s)  Fc f ( x ) 
2
π 0
f ( x ) cos s x dx        (1)

The inverse Fourier cosine transform of f(x) is defined by


Fc f ( x )cos s x ds        (2)
2
π 0
f (x) 

(1) and (2) are called Fourier cosine transform pair.

FOURIER SINE TRANSFORM :
The Fourier sine transform of f(x) is defined by

Fs (s)  Fs f ( x ) 
2
π 0
f ( x ) sin s x dx        (1)

The inverse Fourier sine transform of f(x) is defined by


Fs f ( x ) sin s x ds        (2)
2
π 0
f (x) 

(1) and (2) are called Fourier sine transform pair.

CONVOLUTION DEFINITION:
The Convolution of two functions f(x) and g(x) are defined as

f  g (x)  1
 f (t) g(x  t) dt
2π 

CONVOLUTION THEOREM:
STATEMENT:
81
 The Fourier transform of the convolution of f(x) and g(x) is the product of their Fourier
transform
(i.e) F[ f (x) g(x) ]  F(s) G(s)  F[ f (x) ] F[ g(x) ]

1
F[ f ( x )]   f (x) e
isx
Proof. W.K.T dx
2π 


1
F[ f ( x )  g( x ) ]   [f ( x )  g ( x ) ] e
isx
dx
2π 

 
1 1
F[ f ( x )  g( x ) ]    f (t) g(x  t) dt e
isx
dx
2π  2π 

Let x  t  u  x  u  t and dx  du
when x  t    , u   
when x  t   , u  
 
1 1
  f (t ) g(u) dt e
is ( u  t )
F[ f ( x )  g( x ) ]  du
2π  2π 
 
1 1

2π 
 f (t) 2π 
 g(u ) e isu du e ist dt

 F(s) G (s).

PARSEVAL’S IDENTITY:
 

 f (x) dx   F(s)
2 2
If F(s) is the Fourier transform of f(x) then ds
 

Proof. W.K.T F[f  g]  F(s) G(s)

F1 [ F(s) G(s)]  f  g
 
1 1
 F(s) G(s) e  f (t) g(x  t) dt
isx
ds 
2π  2π 

Substitute x = 0
 

 F(s) G(s) e  f (t) g(x  t ) dt

isx
ds 
 

Let g(t )  f ( t ) i.e g(t )  f (t )

Substitute t = x
F[g ( x ) ]  G (s)  F[ f ( x ) ]  F(s)
 G (s)  F(s)

82
  

 F(s) F(s) ds 

 f (t ) f (t ) dt

 

 F(s)  f (x)
2 2
ds  dx
 

SELF RECIPROCAL : If a transformation of a function f(x) is equal to F(s) then the

function f(x) is called self reciprocal.
PROPERTIES:
1. LINEAR PROPERTY:
(i) F[ a f (x)  b g(x)]  a F(s)  b G(s)

(ii) Fc [ a f (x)  b g(x)]  a Fc (s)  b G c (s)

(iii) Fs [ a f (x)  b g(x)]  a Fs (s)  b G s (s)

2. CHANGE OF SCALE PROPERTY:
1 s
(i) F[ f (ax ) ]  F  , a  0
a a

1 s
(ii) F c [f (ax )]  Fc  
a a

1 s
(iii) F s [f (ax )]  Fs  
a a
Proof.

1
For a > 0, F[f (ax )]   f (ax ) e
isx
(i) dx
2π 

 y
1 is   dy
F [f (ax )] 
2π
 f ( y) e

a
a Put ax  y
1 1
 s
iy   a dx  dy
 .
a 2π  f ( y) e

a
dy
When x   , y  
1 s when x   , y   
 F  .
a a

When a < 0, Let a = - m,


1
F [f (ax )]   f ( m x ) e
isx
dx
2π 

Put y   mx, dy   m dx
When x   , y   
when x   , y  
83
   y 
1 is   dy
F [f (ax )] 
2π
 f ( y) e

 m 
m
 y
1 is   dy

2π
 f ( y) e

a
m
 s
1 1 iy  

m 2π
 f ( y) e

a
dy

1  s 
 F 
a a
1 s
Combining (1) and (2) F [f (ax )]  F .
a a

(ii) Fc f (ax ) 
2
π 0
f (ax ) cos sx dx

Let ax = y then a dx = dy.

When x = 0, y = 0 and x  , y  

y1
Fc f (ax ) 
2
π0 f ( y) cos s  dy
aa
1 s
 Fc  
a a

(iii) Fs f (ax ) 
2
π 0
f (ax ) sin sx dx

Let ax = y then a dx = dy.

When x = 0, y = 0 and x  , y  

y1
Fs f (ax ) 
2
π0 f ( y) sin s  dy
aa
1 s
 Fs  
a a
3. MODULATION THEOREM:

(i) Ff ( x ) cos ax   F(s  a )  F(s  a )

1
2

(ii) Fs f ( x ) cos ax   Fs (s  a )  Fs (s  a )

1
2

(iii) Fc f ( x ) cos ax   Fc (s  a )  Fc (a  s)

1
2

84
(iv) Fc f ( x ) sin ax   Fs (s  a )  Fs (a  s)
1
2

(v) Fs f ( x ) sin ax   Fc (s  a )  Fc (s  a )

1
2
Proof:

(i) Ff ( x ) cos ax  
1
 f (x) cos ax e
isx
dx
2π 


1
  f ( x ) cos ax e
isx
dx
2π 

1  e iax  e iax  isx
   2
2 π 
f ( x )  e dx

1 1 
 
1
 f ( x ) e dx   f (x)
ix ( s  a )
  e ix ( s a ) dx 
2  2π  2π  

1
Fc (s  a )  Fc (s  a )
2

(ii) Fs f ( x ) cos ax  
2
π 0
f ( x ) sin sx cos ax dx


2  sin(s  a ) x  sin(s  a ) x 

π0 f (x) 
 2  dx



1
Fs (s  a )  Fs (s  a )
2

(iii) Fc f ( x ) cos ax  
2
π 0
f ( x ) cos sx cos ax dx


2  cos(s  a ) x  cos(a  s) x 

π0 f (x) 
 2  dx



1
Fc (s  a )  Fc (a  s)
2

(iv) Fc f ( x ) sin ax  
2
π 0
f ( x ) cos sx sin ax dx


2  sin(s  a ) x  sin( a  s) x 
π 0
 f (x)   dx
 2 


1
Fs (s  a )  Fs (a  s)
2

(v) Fs f ( x ) sin ax  
2
π 0
f ( x ) cos sx sin ax dx

85
 
2  cos(s  a ) x  cos(s  a ) x 

π0 f (x) 
 2  dx



1
Fc (s  a )  Fc (s  a )
2
4) DERIVATIVE PROPERTY:

n
 
(i) F x f ( x )  ( i)
n dnF
ds n
 d n f (x) 
(iv) F n   (is ) F(s)
n

 dx 

(ii) Fc x f ( x )  
d Fs (s)
(v) Fc f ' ( x )   
2
f (0)  s Fs (s)
ds π

(iii) Fs x f ( x )   
d Fc (s)
(vi) Fs f ' (x)    s Fc (s)
ds
Proof :

1
F(s)  F[f ( x )]   f (x) e
isx
(i) dx
2π 

d  1 

d F(s)
  f (x) e
isx
 dx 
ds ds  2 π  


 f ( x ) s e dx
1
 isx

2π 


 f ( x ) (ix ) e dx
1
 isx

2π 


 x f ( x ) e dx
1
i isx

2π 


d 2 F(s) 2
i
1
x
2
 
f ( x ) e isx dx
ds 2 2π 


d n F(s) n
i
1
x
n
 
f ( x ) e isx dx
ds n 2π 

 i F x f (x)
n
 n

 
n
1 d F(s)
n n
 F x n f (x)
i ds

( i ) n
d n F(s)
ds n
 F x n f (x)  

2
π 0
(ii) Fc (s)  Fc [f ( x )]  f ( x ) sin s x dx

86
  

d
 Fs (s)  d  2
π 0
f ( x ) sin s x dx 
ds ds  

2 

π0 f ( x ) (sin s x ) dx
s

2
π 0
 f ( x ) x cos s x dx

 Fc x f ( x )

2
π 0
(iii) Fc (s)  Fc [f ( x )]  f ( x ) cos s x dx

 

d
 Fc (s)  d  2
 f ( x ) cos s x dx 
ds ds  π0 

2 

π0 f ( x ) (cos s x ) dx
s

2
π 0
 f ( x ) ( x cos s x ) dx


2
π 0
 f ( x ) ( x cos s x ) dx

 Fs x f ( x )

d 
(iv) Ff ' ( x ) F f ( x ) 
1
 f ' (x) e
isx
dx
 dx  2π 

1  isx 

  
 e f ( x )     f ( x ) e isx
(is ) dx 
2π   

is
  f (x) e
isx
dx
2 π 
Assume f ( x )  0 as x   
  is F(s)

 d2 
Ff ' ' ( x )  F 2 f ( x ) 
1
 f ' ' (x) e
isx
dx
 dx  2π 

87
 1  isx 

  

 e f ' ( x )    f ' ( x ) e isx
(is ) dx 
2π   

is
  f ' (x) e
isx
dx
2π 
Assume f ( x )  0 as x   
  (is ) 2 F(s)

 dn 
 F n f ( x )  (is ) n F(s)
 dx 

(v) Fc f ' ( x ) 
2
π 0
f ' ( x ) cos sx dx

2 

 f ( x ) cos sx 
0  0 f ( x ) (  s ) sin sx dx 
π 


2
 f (0)  s 2  f ( x ) sin sx dx
π π0
2
 f (0)  s Fs (s)
π

(vi) Fs f ' ( x ) 
2
π 0
f ' ( x ) sin sx dx

2 


f ( x ) sin sx0   f ( x ) (s) cos sx dx 



π 0 

2
π 0
s f ( x ) cos sx dx

 s Fc (s)

5. SHIFTING THEOREM :
(i) Ff (x  a )  e ias F(s)

 
(ii) F e iax f (x)  F(s  a )
Proof :

1
(i) F[f ( x  a )]   f (x  a ) e
isx
dx
2π 

Let x  a  y, dx  dy when x  , y   and x   , y   

88
 
1
 f ( y) e
is ( a  y )
 dy
2π 
ias 
e
  f ( y) e
isy
dy
2π 

 e ias F(s)

1
(ii) F[e iax f ( x )]  e
iax
f ( x ) e isx dx
2π 


1
 f (x) e
i (sa ) x
 dx
2 π 
 F(s  a )
6. CONVOLUTION PROPERTY :
If f(x) and g(x) are given functions of x and Fc [f (x )] and G c [g( x )] are their FCT and

Fs [f (x )] and G s [g( x )] are their FST then

 
(i)  Fc [f ( x )]. G c [g( x )] ds   f ( x ) g( x ) dx
0 0

 
(ii)  Fs [f ( x )]. G s [g( x )] ds   f ( x ) g( x ) dx
0 0

Proof :
  
2
(i)  Fc [f ( x )]. G c [g( x )] ds   Fc [f ( x )]
π 0
g( x ) cos s x dx ds
0 0


2
   Fc [f ( x )] g ( x ) cos s x dx ds
0 0
π
 
2
  g(x )
π 0
Fc [f ( x )] cos sx ds dx
0

  f (x ) g(x ) dx
0

  
2
(ii)  Fs [f ( x )]. G s [g( x )] ds   Fc [f ( x )]
π 0
g( x ) sin s x dx ds
0 0


2
   Fs [f ( x )] g ( x ) sin s x dx ds
0 0
π
 
2
  g(x )
π 0
Fs [f ( x )] sin sx ds dx
0

  f (x ) g(x ) dx
0

89
PROBLEMS :
e iωx axb
1) Find the complex Fourier transform of f(x) if f ( x )   .
 0 otherwise.

1
Solution : F[f ( x )]   f (x) e
isx
dx
2π 

b
1
 e
iωx
e isx dx
2π a
b
1

2π
 a
e i ( ωs ) x dx

b
1  e i ( ωs ) x 
  
2 π  i (ω  s )  a


1
ω
1


e i ( ωs ) b  e i ( ωs ) a 
2π i ( s )


1 ( i )

e i ( ωs ) b  e i ( ωs ) a 
2 π (ω  s )

x x a
2) Find the complex Fourier transform of f(x) if f ( x )   .
0 x a


1
Solution : F[f ( x )]   f (x) e
isx
dx
2π 

a
1
  xe
isx
dx
2π a
a
1

2π
 x [cossx  i sin sx] dx
a
a
2
 i  x sin sx] dx sin ce x cos sx is odd function and x sin sx is even function.
2π 0

a
2i  cos sx sin sx 
  x  2 
2π  s s 0
2   a cos sa sin sa 
i  2 
π  s s 
2  sin sa  sa cos sa 
i
π  s2 

1 x 1
3) Find the complex Fourier transform of f(x) if f ( x )   and hence deduce (i)
0 x 1

 
sin s π sin 2 s π
0 s ds  2 (ii) 0 s 2 ds  2
90
 
1
Solution : F[f ( x )]   f (x) e
isx
dx
2π 

1
1

2π
 (1)1
e isx dx

1
1

2π

1
[cossx  i sin sx] dx

1
2

2π
 cos sx dx
0

Since cossx is even function and sin sx is odd function.

1
2  sin sx 

π  s  0
2  sin s 
   0
π s 
2  sin s 

π  s 
By inverse Fourier transform,

1
 F(s) e
isx
f (x)  ds
2π 

1 2  sin s  isx

2π


π  s 
e ds


1 2  sin s 

2π 
 π  s 
[cossx  i sin sx] ds

sin s sin s
Since cos sx is even function and sinsx is odd function
s s

2  sin s
π 0
f ( x )   s  cos sx ds
 

π  sin s 
f (x)    cos sx ds      (1)
2 0 
s 

(i) Put x = 0 in (1)


π  sin s 
f (0)    cos s 0 ds
2 0 
s 

π  sin s 
 ds
2 0  s 

(ii) By parseval’s identity,

91
  

  f (x)
2 2
F(s) ds  dx
 
 2 1
2 sin s
 π s 2 ds  1dx

2 sin 2 s

π  s 2
ds  [ x ]11


2 sin 2 s
π  s 2
ds  2


sin 2 s
 s 2 ds  π

sin 2 s π
0 s 2 ds  2

a  x x a
4) Find the complex Fourier transform of f(x) if f ( x)   and hence deduce (i)
 0 x a
 
sin 2 t  sin 4 t 
0 t 2 dt  2 (ii) 0 t 4 dt  3

1
Solution : F[f ( x )]   f (x) e
isx
dx
2π 

a
1

2 a
 (a  x ) e isx dx

a
1

2

a
(a  x )[cos sx  i sin sx ] dx

a
2

2
 (a  x ) cos sx dx
0

Since cossx is even function and sin sx is odd function.

a
2

2
 (a  x)
0
cos sx dx

a
2  sin sx cos sx 
 ( a  x )  2 
2  s s 0
2   cos sa 1  2 1  cos sa 
   2
2  s
2
s    s 2 

By inverse Fourier transform,

92
 
1
 F ( s) e
 isx
f ( x)  ds
2 

1 2 1  cos sa  isx

2


  s 2  e ds


1 2 1  cos sa 

2


  s 2  [cos sx  i sin sx ] ds


 1  cos sa   1  cos sa 
Since cos sx  is an even function and cos sx  is an odd function
   
2
s s2

2  1  cos sa 

 cos sx   ds
0  s2 

 sa
Since1  cos  2 sin 2  1  cos sa  2 sin 2
2 2


2 cos sx sa
 
 0 s 2
.2 sin 2
2
ds

sa
 cos sx sin 2
4

 2 ds            (1)
 0 s2

Put x=0 in (1)

sa
 sin 2
4
 cos s(0)
f ( 0)  2 ds
 0 s 2

sa
 sin 2
4

a 2 ds
 0 s 2

sa a 2
Let  t  ds  dt  ds  dt
2 2 a
 2
4 sin t 2dt
a 
 0  2t  2 a
 
a

sin 2 t 
 2
dt 
0 t 2

By parseval’s identity,

93
  

 
2 2
F ( s ) ds  f ( x ) dx
 
2

 2  1  cos sa  a

   s 2  aa  x  dx
2
    ds 
 
 2
2  1  cos sa 
a
2   ds  2  ( a  x ) dx
2

0
 s 2
 0
2
 2 sa 
4  
2  ds  2  a  x   1 
 2 sin 3 a

 0  s 2
 
  3 0
 
 
 4 sa
8 sin 2 ds  a
3
 
 0 s4 3
sa a 2dt
Let t   dt  ds  ds 
2 2 a
 4 3
8 sin t 2dt a
 0 2t 4 a  3
   a

8 sin 4 t 4 a3

 0 16t 4a a 2 dt 
3

sin 4 t 
 0 t 4 dt  3

1  x 2 x 1
5) Find the complex Fourier transform of f(x) if f ( x)   and hence deduce
 0 x 1

   2
sin t  t cos t sin x  x cos x x  sin s  cos s 
(i )  dt (ii)  cos dx (iii)    ds
0 
3 3
0 t 0 x 2 s3

Solution:

1
F[f ( x )]   f (x) e
isx
dx
2π 

94
 a
1
  (1  x
2
) e isx dx
2 a
a
1

2

a
(1  x 2 )[cos sx  i sin sx ] dx

a
2
  (1  x
2
) cos sx dx
2 0
1


2
 1 x

2 sin sx

cos sx 2 sin sx 
 sx 2  
s s s 3 0
2  sin s  s cos s 
2
  s3 


1
 F (s) e
 isx
(i ) By inversion formula f ( x)  ds
2 

1 2  sin s  s cos s 
f ( x) 
2
2

  s3  (cos sx  i sin sx ) ds

 sin s  s cos s   sin s  s cos s 
  cos sx is an even function and   sin sx is an odd function
   
3
s s3

4  sin s  s cos s 
 0 
f ( x)   cos sx ds          (1)
s3 
Put x  0 in (1)

4  sin s  s cos s 
f ( 0)     cos s (0) ds
 0 s3 

  sin s  s cos s 
  ds
4 0 s3 

 sin t  t cos t  
changing s to t ,  
0 t 3 

ds 
4
Put x  1 in(1)
2

4  sin s  s cos s 
f (1 )   1
 cos s ( 2 ) ds
2   s3 
0

3  sin s  s cos s 
  s
 cos s ( 2 ) ds
16 0  s3 
changing s to x

3  sin x  x cos x 
  x
 cos s ( 2 ) ds
16 0  x3 
x2

2
6. Show that e is self reciprocal under Fourier Transform.
Solution:

95
   x  
2
x2
1 
 e
isx
F e 2 e 2
dx
  2 

 1
1  ( x 2  2 isx )

2


e 2
dx

2isx
Consider x 2  2isx  x 2   x 2  2isx  (is ) 2  (is ) 2
2x
 ( x  is ) 2  i 2 s 2  ( x  is ) 2  s 2
  x  
 
2
1
1  ( x  is )) 2  s 2
F e 2


 2 
e 2
dx

 1
1 s
2
  x  is 2

2
 e 2


e 2
dx

Let x  is  u  dx  du
 1
1 s
2
 u2

2
e 2
e

2
du

 1
2 s
2
 u2

2
e 2
e
0
2
du

2 s
2
    12 u 2  
 e 2   e du 
 2  2 
 0
2
s
e 2


2 2 a 

7. Find Fourier Sine and Cosine transforms of e ax    cos sxds ,a>0 and
0
  a2  s2 
hence deduce the inverse formula.
Ans:

2
Fs  f ( x) 
 0
f ( x)sin sxdx


2
Fs e   
 ax
e ax sin sxdx
0

2  e  ax  2 1 
  2 2 
 a sin sx  s cos sx   =   2 2  0  s 
 a  s 0  a  s 
2 s 
  
  a2  s2 

2
Fc  f ( x)  
 0
f ( x) cos sxdx

2  e  ax  2 1  2 a 
  2 2 
 a cos sx  s sin sx     2 2  a    
 a  s 0  a  s    a2  s2 
By inverse sine formula By inverse cosine formula
 
2 2
f ( x)   Fs (s) sin sxds
 0
f ( x)   Fc (s) cos sxds  0

96
 
2 2 s 

e ax    sin sxds
0
  a2  s2 

2 2 a 

 ax
e    cos sxds
0
  a2  s2 
   
2  s  2  a 
 Fc ( s) ds   f ( x) dx e ax 
 0  a 2  s 2 
e ax 
 0  a 2  s 2 
2 2
  sin sxds   cos sxds
0 0
 
 s    ax  a  
0  a 2  s 2  sin sxds  2 e if a>0   a
0
2 2
s 
cos sxds  e ax if
2
a>0
 x, 0  x  1 
 
8. Find Fourier Sine transform of f ( x)  2  x,1  x  2 
0, x  2 
 
Ans:

2
Fs  f ( x)   f ( x)sin sxdx
 0

2 
1 2
  x sin sxdx   (2  x) sin sxdx 
 0 1 
u  x,  dv   sin sxdx, u  2  x
 cos sx
u  1, v  ,
s u   1
 sin sx
v 
s2
2    x cos sx sin sx   cos sx sin sx  
1 2

   2   (2  x)  2  
   s s 0  s s 1 
2    cos s sin s   sin 2s cos s sin s  2  2sin s sin 2s 
    2  0   0  2   2     2 
  s s   s s s    s2 s 
sin x, 0  x  a 
9. Find Fourier Sine transform of the function f ( x)   
0, x  a 

2
Ans: Fs  f ( x)   f ( x)sin sxdx
 0

2  cos(1  s) x  cos(1  s ) x 
a
2
Fs  f ( x)   sin x sin sxdx 
 0
 0  2 dx

1  sin(1  s) x sin(1  s) x 
a

 
2  1  s 1  s  0
1  sin(1  s ) a sin(1  s ) a 
Fs  f ( x)   
2  1  s 1  s 
cos x, 0  x  a 
4.Find Fourier cosine transform of f ( x)   
0, x  a 
Ans:

97
 
2
Fc  f ( x)    f ( x) cos sxdx
 0

2
Fc  f ( x)    cos x cos sxdx
 0

2 cos( s  1) x  cos( s  1) x 1  sin( s  1) x sin( s  1) x 
a

0 

2
dx 
2  s  1

s  1  0
1  sin( s  1)a sin( s  1) a 
Fc  f ( x)   
2  s  1 s  1 
x 1
1. Find Fourier Sine transform of 2 and Fourier Cosine transform of 2 and hence
a x 2
a  x2
deduce
 
dx x2
0 (a 2  x2 )2 & 0 (a 2  x2 )2 dx by using Parseval’s identity.
Ans:

2
Fs  f ( x)   f ( x)sin sxdx
 0

 x  2 x
Fs  2 2
a  x 
 
 0 a  x2
2
sin sxdx

 x  2    as    as
Fs  2 2
  e  e
a  x   2  2

 1  2 1
Fc  2 2
a  x 
 
 0 a  x2
2
cos sxdx


 1  1 2  a 
Fc  2    2 2  cos sxdx
 a  x  a  0  a  x 
2

1 2    as  1   as
  e  e
a  2  a 2
Parseval’s identity for Fourier sine transform is
 

 | f ( x) | dx   | Fs ( s) |2 ds here f(x)=e-ax
2

0 0

2

 2 
s 
 (e ) dx  
 ax 2
 ds
0 0
 s  a 2 
2

 2  
2  s   e 2 ax  1
 
2 ax
 2 2 
ds  e dx =   =
 0s a  0  2a  0 2a

 
  
2
 s  x2
0  s 2  a 2  ds 
4a
, a  0 therefore 
0
 2
 ( x  a 2 2 
) 
dx 
4 a
,a  0

98
Parseval’s identity for Fourier cosine transform is
 

 | f ( x) | dx  | Fc (s) | ds here f(x)=e-ax

2 2

0 0

2

 2 a 

 (e ) dx  
 ax 2
 ds
0 0
 a 2  s 2 
 2 
2  a 
  2 2 
 0s a 
ds   e2 ax dx
0

 
2  a2   e 2 ax  1
  2 2 
 0  (s  a ) 
ds =   =
 2a  0 2a

 dx  
  ( x
0
2 2 2 

 a )  4a 3

2.Find Fourier sine and cosine transform of xn-1

Ans: Gamma function is given by
 1  1
Fs   
 x s

n
 n   e x x n 1dx, n  0
0 e ( x) dx  i n s n
 isx n 1 0

Put x=at , dx=adt when x=0,t=0; x=∞, t=∞

 
n   e (at ) adt  a
 at n 1 n
e
 at
(t ) n1 dt
0 0
 
n n
 e (t ) dt  ,  e ax ( x) n 1 dx  n  (1)
 at n 1
n
0
a 0 a
Put a=is in (1)

n
e
 isx
( x)n 1 dx 
0
in sn
n
   n
 cos  i sin 
 2 2 sn
 n
 n n  n
 (cos sx  i sin sx)( x)
n 1
dx  cos  i sin 
0  2 2  sn

Equating real and imaginary part on both sides


 n  n
0 cos sx( x) dx  cos 2  s n →(2)
n 1


 n  n
 sin sx( x)
n 1
dx  sin  n →(3)
0  2 s
From (2)

99
 
2 2 n  n

n 1
cos sx( x) dx   cos
0
  2  s n
2 n  n
(i.e) Fc  x n 1    cos  n
  2 s
From (3)

2 2  n  n

n 1
sin sx( x) dx  sin
0
  2  s n

2  n  n
(i.e) Fs  x n 1   sin  n
  2 s
In particular , put n=1/2
 1  1  1  1
Fc   and Fs   
 x s  x s
1
Hence is self reciprocal under Fourier sine and cosine transform.
x
3. Find the fourier cosine transform of f(x) = e-ax, (a>0), and hence prove that

cos mx   am
x
0
2
a 2
dx 
2a
e

Solution:
Fourier cosine transform of f(x) is given by

2
Fc [ f ( x)] 
  f ( x) cos(sx )dx
0


2
e
 ax  ax
Fc [e ] cos(sx )dx
 0


2  e  ax 
  2 (  a cos(sx )  s sin( sx ))
  s a
2
0

2 a 
Hence Fc [e ax ]   Fc ( s)
  s  a 
2 2

By inverse fourier cosine transform, we get,


2
f ( x) 
  F (s) cos(sx )ds
0
c


2 2 a 
f ( x) 
 
0

  s 2
 a 2

cos(sx )ds

2a  cos(sx ) 
 0  s 2  a 2 
e  ax  ds

100
 
 cos(sx )   ax
2
 a   s
2 

ds 
2 a
e
Therefore 0

Replace s = x and x = m, ( changing the dummy variable of integraton )


cos mx   am
x
0
2
a 2
dx 
2a
e

Hence the proof


1
 (x 2
 a )( x 2  b 2 )
2
dx
4. Evaluate 0 using fourier transforms.

Solution:

From the foureir cosine transform of f(x) = e-ax, we know that

2 a 
Fc [e ax ]   Fc ( s)
  s  a 
2 2

Similarly, if g(x) = e-bx, then

2 a 
Fs [e bx ]   Gc ( s )
  s b 
2 2

From the identities of fourier sine and cosine transforms, we have

 

 Fc (s)Gc (s)ds   f ( x) g ( x)dx

0 0

 
2 a  2 b 

0
 2   2 2 
  s  a    s b 
2
ds   e  ax e bx dx
0

 
2ab  1 
 
 2 2 2 
 0  s  a s b 
2
ds   e ( a b ) x dx
0  

 e ( a b ) x  1
  
  ( a  b)  0 a  b

 1  
  s 2
a 2
 ds  2ab(a  b)
s b 
2 2

Hence 0


 1  
0  x 2 a 2 x 2 b 2
   ds  2ab(a  b)

i.e.,

101
 1
5. Find the fourier sine transform of x
Solution:
Fourier sine transform of f(x) is given by

2
Fs [ f ( x)] 
  f ( x) sin( sx )dx
0


1 2 1
Fs   
x   x sin( sx )dx
0

Replace sx = y
s dx = dy and hence dx = dy/s

1 2 sin y 2 
Fs   
  dy 
 2

Therefore  x  0
y 2

sin y 
 y
dy 
2
since 0

1 
Fs   
Hence  
x 2

Practice Problems:
1. Find the fourier sine transform of f(x) = e-ax, (a>0), and hence prove that

x sin mx 
x
0
2
a 2
dx  e  am
2
2 s 
Fs [e ax ]   Fs ( s)
  s  a 
2 2
Answer:

x sin mx 
x 2
a 2
dx  e  am
2
By inversion formula for fourier sine transform 0

e  as
s
2. Find the function f(x) if its fourier sine transform is , a>0.

2 a 
f ' ( x) 
  x a 
2 2
Answer:

2 x
f ( x)  tan 1  
 a

102
 Z - TRANSFORMS
TWO SIDED OR BILATERAL :

Let x(n)be a sequence defined for all integers then Z x(n)  X ( z )   x ( n) z n
is
n  

called the two sided or bilateral Z transform of x (n) where z is a complex number.
ONE SIDED OR UNILATERAL:
Let x(n)be a sequence defined for n = 0, 1, 2,3,… and x ( n)  0 for n  0 , then its Z

transform is defined to be Z x(n)  X ( z )   x(n) z  n .
n 0

DISCRETE FUNCTION OF ‘t’:

If f (t ) is a function defined for discrete values of t where t = nT, n = 0, 1, 2, 3,… T
being the sampling period, then Z transform of f (t ) is defined as

Z  f (t )  F ( z )   f (nT ) z  n
n 0

PROPERTIES OF Z TRANSFORMS:
(1) LINEAR PROPERTY:
(i) Z a x(n)  b y(n)  a Z x(n) b Z y(n)
(ii) Z a x(t )  b y(t )  a Z x(t ) b Z y(t )
(2) DAMPING RULE OR FREQUENCY SHIFTING PROPERTY:
(i)  
If Z  f (n)  F ( z) then Z a n f (n)  F z / a  .
(ii) If Z  f (n)  F ( z) then Z a f (n)  F a z  .
n

(iii) If Z  f (t )  F ( z) then Z a f (t )  F z / a  .
n

Proof :

(i) Z  f (n)  F ( z )   f (n) z  n
n 0

 

Z a n f ( n)   a n f ( n) z  n
n 0

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

103
  

Z a  n f ( n)   a  n f ( n) z  n
n 0

  f (n) az 
n

n 0

 F az 

(iii) Z  f (t )  F ( z )   f (nT ) z  n
n 0

 

Z a n f (t )   a n f ( nT ) z  n
n 0

 n
z
  f (nT )  
n 0 a
 F z / a 
(3) FIRST SHIFTING THEOREM:
  
If Z  f (t )  F ( z) then (i) Z e  at f (t )  F ze aT (ii) Z e at f (t )  F ze  aT    

Proof : Z  f (t )  F ( z )   f (nT ) z  n
n 0

 

(i) Z e  at f (t )   e  anT f (nT ) z  n
n 0

 

  f (nT ) ze aT
n

n 0

 Z  f (t )z  ze aT
 F ze aT 
 

(ii) Z e at f (t )   e anT f (nT ) z  n
n 0

 

  f ( nT ) ze  aT
n

n 0

 Z  f (t )z  ze  aT
 F ze  aT  
(4) DIFFERENTIATION IN Z - DOMAIN:
If Z  f (n)  F ( z) then (i) Z n f (n)   z F ( z ) (ii) Z n f (t )   z
d d
F ( z)
dz dz

Proof: (i) Given Z  f (n)  F ( z )   f (n) z  n
n 0

104
 d d 
dz
F ( z)   f ( n) z  n
dz n 0

   n f ( n) z  n 1
n 0

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

F ( z )  Z n f ( n)
d
z
dz

(ii) Given Z  f (t )  F ( z )   f (nT ) z  n
n 0

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

d 
z n
F ( z )    n f (nT )
dz n 0 z

d
z F ( z )   n f (nT ) z  n
dz n 0

F ( z )  Z n f (t )
d
z
dz

(5) SHIFTING THEOREM OR TRANSLATION OR TIME SHIFTING

PROPERTY:
If Z  f (n)  F ( z) and k > 0 then

(i) Z  f (n  k )  Z  f nk   z  k F ( z )


(ii) Z  f (n  k )  Z  f n k   z k F ( z )  f 0  f1 z 1  .... f k 1 z ( k 1) 

(6) SHIFTING THEOREM II:

If Z  f (t )  F ( z) then Z  f (t  T )  zF ( z)  f (0)

UNIT SAMPLE SEQUENCE  (n) :

The unit sample sequence  (n) is defined as the sequence with values.

1 n  0
 ( n)  
0 n  0

105
Z – Transform of  (n) :

Z  ( n)    ( n) z  n  1
n 0

UNIT STEP SEQUENCE u (n) :

The unit step sequence u (n) is defined as the sequence with values.

1 n  0
u ( n)  
0 n  0
Z – Transform of u (n) :
 
Z u ( n)   u ( n) z  n   z  n
n 0 n 0

1 1
1    ....
z z2
1
 1
 1  
 z
1
 z 1  z 
   
 z   z 1
Z – Transform of a n u(n) :
n

 
  
z
Z a u ( n)   a u ( n) z
n n n
a z n n
 
n 0 n 0 n 0  a 

 n
a
2
a a
     1   2  ....
n 0  z  z z
1
 a
 1  
 z
1
za  z 
   
 z  za
INITIAL VALUE THEOREM (IVT) :
(i) If Z  f (n)  F ( z) then f (0)  lim F ( z )
z 

(ii) If Z  f (t )  F ( z) then f (0)  lim F ( z )

z 

Proof:

(i) Z  f (n)  F ( z )   f (n) z  n
n 0

106
  f (0)  f (1) z 1  f (2) z 2  .....

lim F ( z )  lim f (0)  f (1) z 1  f (2) z 2  .....
z  z 

 f (0)

(ii) (i) Z  f (t )  F ( z )   f (nT ) z  n
n 0

 f (0.T )  f (1.T ) z 1  f (2.T ) z 2  .....


lim F ( z )  lim f (0.T )  f (1.T ) z 1  f (2.T ) z  2  ......
z  z 

 f (0)

FINAL VALUE THEOREM (FVT) :

(i) If Z  f (n)  F ( z) then lim f (n)  lim ( z  1) F ( z )
n z 1

(ii) If Z  f (t )  F ( z) then lim f (n)  lim ( z  1) F ( z )

n z 1

Proof:

(i) By definition Z  f (n  1)  f (n)    f (n  1)  f (n)z  n
n 0


Z  f (n  1)  Z  f ( n)    f (n  1)  f ( n)z  n
n 0

zF ( z )  f (0)  F ( z )    f (n  1)  f (n)z  n
n 0

F ( z )( z  1)  z f (0)    f ( n  1)  f (n)z  n
n 0

Taking limit as z  1

lim F ( z )( z  1)  z f (0)  lim   f ( n  1)  f ( n)z  n
z 1 z 1
n 0

lim F ( z )( z  1)  f (0)    f (n  1)  f ( n)
z 1
n 0

lim F ( z )( z  1)  f (0)  f (1)  f (0)  f (2)  f (1)  f (3)  f ( 2)  .....f ( n  1)  f ( n)  ....

z 1

lim F ( z )( z  1)  f (0)   f (0)  f ( n  1)

z 1

lim F ( z )( z  1)  f (0)  lim f ( n)

z 1 n


(ii) By definition Z  f (t  T )  f (t )    f (nT  T )  f (nT )z  n
n 0

107
 
Z  f (t  T )  Z  f (t )    f ( nT  T )  f ( nT )z  n
n 0

zF ( z )  f (0)  F ( z )    f ( nT  T )  f (nT )z  n
n 0

F ( z )( z  1)  z f (0)    f ( nT  T )  f (nT )z  n
n 0

Taking limit as z  1

lim F ( z )( z  1)  z f (0)  lim   f ( nT  T )  f ( nT )z  n
z 1 z 1
n 0

lim F ( z )( z  1)  f (0)    f ( nT  T )  f (nT )
z 1
n 0

lim F ( z )( z  1)  f (0)  f (1.T )  f (0)  f ( 2T )  f (1T )  f (3T )  f ( 2T )  .....f ( nT  T )  f ( nT )  ....

z 1

lim F ( z )( z  1)  f (0)   f (0)  f ( nT  T )

z 1

lim F ( z )( z  1)  f (0)  lim f (t )

z 1 t 

SOME BASIC FUNCTIONS:

(1) Z k

Z k    k z  n
n 0

k 
n 0
z n

 n
1 
 k  
n 0  z 

 1 1 
 k 1   2  .....
 z z 
1 1
 1  z  1
 k 1    k 
 z  z 
 z 
 k 
 z  1
 
(2) Z a n

108
  

Z a n   a n z n
n 0

 n
a
 
n 0
 
z
 a a2 
 1   2  .....
 z z 
1 1
 a z  a
 1    
 z  z 
 z 
 
z  a

(3) Z n

Z n   n z  n
n 0

n
 
n 0 z
n

1 2 3
  2  3  ...
z z z
1 2 3 
 1   2  ....
z z z 
2
1  1
 1  
z  z
2
1  z  1

z  z 
2
1 z  z
   
z  z  1 ( z  1) 2

1 
(4) Z  
n

109
 1   1
Z     z n
 n  n 0 n

1
 n
n  0 nz

1 1 1
  2  3  ...
z 2z 3z
1 1
1 z2 z3
    ....
z 2 3
 1
  log 1  
 z
1
 z 1
 log  
 z 
 z 
 log  
 z 1

1
(5) Z  
 n!
1  1
Z     z n
 n! n 0 n!

1 1
 n
n  0 n! z

1 1 1
 1   2  3  ...
z z 2! z 3!
1

e z

  
(6) Z r n cos n and Z r n sin n 
Solution : Let a  re i  a n  r n e in  r n [cos n  i sin n ]

Z an   z
za
 
Z r n e in 
z
z  re i

z
z  r[cos  i sin  ]

110
 
Z r n (cos n  i sin n )   z
( z  r cos )  ir sin 
( z  r cos )  ir sin 
 
Z r n cos n  iZ r n sin n    z

( z  r cos )  ir sin  ( z  r cos )  ir sin 
z ( z  r cos )  ir z sin 

( z  r cos ) 2  r 2 sin 2 
z ( z  r cos )  ir z sin 
 2
z  2rz cos  r 2 cos2  r 2 sin 2 
z ( z  r cos )  ir z sin 

z 2  2rz cos  r 2
Equating real and imaginary part

z ( z  r cos ) zr sin 

Z r n cos n   z  2rz cos  r
2 2
 
and Z r n sin n  2
z  2rz cos  r 2

(7) Z t 

Z t   nT z  n
n 0

T  nz
n 0
n

z
 T Z [ n]  T
( z  1) 2

 
(8) Z e  at

 

Z e  at   e  anT z  n
n 0

e 

 aT
 n
z n
n 0

 Z e  aT  
n z
z  e  aT
 
(9) Z e  at t

 Tz 
 
Z e at t  Z [t ] z  ze aT   2 
 ( z  1)  z  ze aT
Tze aT

( ze aT  1) 2

111
(10) Z [a n n]

Z [ a n n]  Z ( n) z  z / a
 z  z/a z/a az
     
 ( z  1)  z  z / a z / a  1 ( z  a) 2
2 2 2
za
 
 a 
5z
(11) If F ( z )  , find f (0) and lim f (t )
( z  2)( z  3) t 

Solution : By initial value theorem,

5z
f (0)  lim F ( z )  lim
z  z  ( z  2)( z  3)

5z
 lim  Indefinite form
2 2  3 
z 
z 1  1  
 z  z 
By L’ Hospital rule,
5 5
f (0)  lim  lim
z   ( z  2)  ( z  3) z  z  2  z  3

5 5
 lim  lim 0
z  2 z  5 z   5
z 2  
 z
5z
By final value theorem, lim f (t )  lim ( z  1) F ( z )  lim ( z  1) 0
t  z 1 z 1 ( z  2)( z  3)

CONVOLUTION OF TWO FUNCTIONS:

The convolution of two sequences  f (n) and g (n) is defined as
n
f ( n) * g ( n)   f ( k ) g ( n  k ) .
k 0

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

n
f (t ) * g (t )   f ( kT ) g (nT  kT )
k 0

CONVOLUTION THEOREM:
(i) If F ( z) and G( z) are the Z transforms of f(n) and g(n) respectively then
Z[ f (n) * g (n)]  F ( z)G( z) .
(ii) If F ( z) and G( z) are the Z transforms of f(t) and g(t) respectively then
Z[ f (t ) * g(t )]  F ( z)G( z) .

112
Proof:
 
(i) Let F ( z )  Z [ f (n)]   f (n) z  n and 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 
 f (0) g (0)  [ f (0) g (1)  f (1) g (0)]z 1  [ f (0) g (2)  f (1) g (1)  f (2) g (0)]z  2  ....
 n 
  f (k ) g (n  k ) z  n  ...
 k 0 

 n 
   f ( k ) g ( n  k )  z  n
n 0  k 0 

   f (n) * g (n)z  n
n 0

 Z [ f (n) * g (n)]
 
(ii) Let F ( z )  Z [ f (t )]   f ( nT ) z  n and 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 (0)  f (T ) z 1  f (2T ) z 2  ...... f (nT ) z  n 
g (0)  g (T ) z 1
 g (2T ) z  2  ...... g ( nT ) z  n 
 f (0) g (0)  [ f (0) g (T )  f (T ) g (0)]z 1  [ f (0) g (2T )  f (T ) g (T )  f (2T ) g (0)]z  2  ....
 n 
  f (kT ) g ( nT  kT ) z  n  ...
 k 0 

 n 
   f (kT ) g (nT  kT )  z  n
n 0  k 0 

   f (t ) * g (t )z  n
n 0

 Z [ f (t ) * g (t )]

113
 INVERSE Z – TRANSFORM

Type I : Convolution theorem:

z2
1. Find the inverse Z-Transform of X ( z )  using Convolution theorem.
 1  1
 z   z  
 2  4
Solution:

114
      
 z 2   z   z 
Z 1    Z 1   * Z 1  
 1  1   1   1 
  z  2  z  4     z  2     z  4  
     
n n nk k
1 1 n
1 1
   *      
2 4 k 0  2  4
k
1
n n   n k
1  4 1 n 1
       
 2  k 0  1   2  k 0  2 
k

 
2
1
n
 1  1 2 1 
n

   1      ......   
2  2  2   2  
  1  n 1 
n 1 1    
1  2 
 
 2   1 1 
 2 

1
n 1
  1  n 1   1  n 1  1  2 n
x ( n)    1          
2   2    2  2

z2
2. Find the inverse Z-Transform of using Convolution theorem.
z  a 2
Solution:

 z2   z z 
Z 1  2 
 Z 1  . 
 z  a   z  a z  a

115
  z   z 
 Z 1   * Z 1  
z  a z  a

 an * an
n n
  a n  k a k  a n (n  1)a n
k 0 k 0

x(n)  (n  1)a u (n) n

z3
3. Find the inverse Z-Transform of using Convolution theorem.
z  a 3
Solution:

 z2   z z2 
Z 1  2 
 Z 1
 . 2 
 z  a    z  a z  a  
 z   z2 
 Z 1   * Z 1
 2 
z  a  z  a  
 a n * (n  1)a n
n n (n  r  1)
  a r a n  r a n 
k 0 k 0

 a ( n  1)  n  (n  1)  ..........
n

 a n 1  2  .......... (n  1)
(n  1)(n  2)
x ( n)  a n
2

z2
4. Find the inverse Z-Transform of X ( z )  using Convolution theorem.
z  a z  b
Solution:

116
  z2  1  z   z 
Z 1  Z   * Z 1  
  z  a  z  b    z  a   z  b 
n
 a  * b    a  b 
n n k nk

k 0
k
n
a
 b    b 
n

k 0

  a   a 2 a 
n

 b  1        ......   
n

  b   b   b  
  a  n 1 
    1
n  b 
 b  
 a 
 b 1 
 
  a n 1  b n 1  
   
n  b n 1 
b
 ab 
   
  b  
 a n 1  b n 1  b 
 b  n
n 1
 
 b  a  b 
 z2  a n 1  b n 1
Z 1  
  z  a  z  b   ab

Practice Problems:
z2
1. Find the inverse Z-Transform of using Convolution theorem. Ans : (n  1)(a) n
z  a  2

z2 3 n 1  1
2. Find the inverse Z-Transform of using Convolution theorem. Ans :
z  1 ( z  3) 2

Type II : Method of Partial fraction

Procedure for solving inverse Z transform
Step1: Divide F(z) by z.
F ( z)
Step2:Perform a partial fraction expansion of
z
Step3:Multiply the resulting function by z.

117
Step4:Take the inverse Z transform.
Problems:
z
1.Using partial fraction method find the inverse Z transform of
( z  1)( z  3)
z
Ans: Let F ( z ) 
( z  1)( z  3)
F ( z) 1

z ( z  1)( z  3)
1 A B
Consider  
( z  1)( z  3) z  1 z  3
1  A( z  3)  B( z 1)
1 1
Put z=1 and z=3  A  ,B 
2 2
F ( z ) 1/ 2 1/ 2 z z
  , F ( z)  
z z 1 z  3 2( z  1) 2( z  3)

z 1  z  1  z 
    
( z  1)( z  3) 2  z  1  2  z  3 
Taking inverse Z transform on both sides
 z  1 1  z  1 1  z 
Z 1    Z  z 1   2 Z  z  3 
 ( z  1)( z  3)  2    

 z  1 n
Z 1    (3  1)
 ( z  1)( z  3)  2
z3
2.Find the inverse Z transform of
( z  3)( z  2)2

z3
Ans: Let F ( z ) 
( z  3)( z  2)2

F ( z) z2

z ( z  3)( z  2) 2

z2 A B C
Consider   
( z  3)( z  2) 2
z  3 z  2 ( z  2) 2

z 2  A( z  2)2  B( z  2)( z  3)  C ( z  3)

Put z=0 , z=3 and z=-2 we get 9 16 4

A , B  ,C 
25 25 5

118
 z2 9 / 25 16 / 25 4/5
  
( z  3)( z  2) 2
z 3 z  2 ( z  2)2

F ( z ) 9  1  16  1  4  1 
   
z 25  z  3  25  z  2  5  ( z  2)2 

9  z  16  z  4  z 
F ( z)   
25  z  3  25  z  2  5  ( z  2) 2 
Taking inverse Z transform on both sides
 z3  9 1  z  16 1  z  4 1  z 
Z 1  2
 Z   Z   Z  2
 ( z  3)( z  2)  25  z  3  25  z  2  5  ( z  2) 

 z3  9 n 16 4
Z 1  2
 3  (2) n  n(2) n 1
 ( z  3)( z  2)  25 25 5

z2
3. Find the inverse Z transform of
( z  2)( z 2  4)

z2
Ans: Let F ( z ) 
( z  2)( z 2  4)
F ( z) z

z ( z  2)( z 2  4)
z A Bz  C
Consider   2
( z  2)( z  4) z  2 z  4
2

z  A( z 2  4)  ( Bz  C )( z  2)
1 1 1
Put z=0,z=2 and equate the coefficient of z2 terms ,we get A  , B  , C 
4 4 2
F ( z) 1  1  1  z  1  1 
   
z 4  z  2  4  z 2  4  2  z 2  4 

1  z  1  z2  1  z 
F ( z)   
4  z  2  4  z 2  4  2  z 2  4 

Taking inverse Z transform on both sides

 z2  1 1  z  1 1  z 2  1 1  z 
Z 1    Z  z  2   4 Z  z2  4   2 Z  z2  4 
 ( z  2)( z  4)  4    
2
 

 z2  1 1  z  1 1  z 2  1  2z 
Z 1    Z    Z  2   Z 1  2
 ( z  2)( z  4)  4  z  2 4  z  4  2* 2  z  4 
2

119
  z2  1 n 1 n n 1 n n
Z 1    (2)  (2) cos  (2) sin
 ( z  2)( z  4)  4
2
4 2 4 2

z ( z  3)
4.Find inverse Z transform of
( z  1) 2 ( z 2  1)
z ( z  3)
Ans: Let F ( z ) 
( z  1) 2 ( z 2  1)
F ( z) ( z  3)

z ( z  1) 2 ( z 2  1)
( z  3) A B Cz  D
Consider    2
( z  1) ( z  1) z  1 ( z  1)
2 2 2
z 1

z  3  A( z  1)( z 2  1)  B( z 2  1)  (Cz  D)( z  1)2

Put z=0,z=1 & equate the coefficient of z3,z2 and z terms on both the sides
3 3 1
A , B  2, C  , D 
2 2 2
( z  3) 3  1  2 3 z  1 1 
      2   2 
( z  1) ( z  1) 2  z  1  ( z  1) 2  z  1  2  z  1 
2 2 2

z ( z  3) 3  z  2z 3  z2  1  z 
   
( z  1) 2 ( z 2  1) 2  z  1  ( z  1) 2 2  z 2  1  2  z 2  1 

Taking inverse Z transform on both the sides

 z ( z  3)  3 1  z  1  z  3 1  z 2  1 1  z 
Z 1    Z  z  1   2 Z  ( z  1) 2   2 Z  z 2  1   2 Z  z 2  1 
 ( z  1) ( z  1)  2  
2 2
   

 z ( z  3)  3 3 n 1 n
Z 1     2n  cos  sin
 ( z  1) ( z  1)  2
2 2
2 2 2 2

Type III : Inverse Z - transform using Residue Theorem:

By using the theory of complex variables, the inverse Z - transform is given by
1
x(n)  
2i c
X ( z ) z n1dz

120
where C is the closed contour which contains all the isolated singularities of X(z) and
containing the origin of the Z – plane in the region of integration.
Therefore x(n) = um of the residues of X(z) zn-1 at the isolated singularities.
Formulae to find Residues:

1. Residue of X(z) zn-1 at simple pole z = a is =


lim ( z  a ) X ( z ) z n 1 
za

2. Residue of X(z) zn-1 at a pole z = a of order ‘r’ is

 1 
lim 
d r 1
r 1
 
( z  a ) r X ( z ) z n 1 
=  (r  1)! dz 
za
Problems:
z
1. Find the inverse Z – transform of by using residues.
( z  1)( z  2)

Solution:
z
X ( z) 
( z  1)( z  2)

zn
X(z) z n -1  has simple pole at z = 1 and z = 2.
( z  1)( z  2)

 zn 
lim  ( z  1)   1
( z  1)( z  2) 
n-1
R1 = Residue of X(z) z at z = 1 is = 
z 1
 zn 
lim  ( z  2 ) 2
n

 
n-1
R2 = Residue ofX(z) z at z = 2 is =  ( z 1)( z 2 ) 
z2
Hence by Residue theorem, x(n) = R1 + R2 = -1 + 2n
x(n) = -1 + 2n
z 2  3z
2. Find the inverse Z – transform of by using residues.
( z  2)( z  5)

Solution:
z 2  3z
X ( z) 
( z  2)( z  5)

z n1  3z n
z n1 X ( z ) 
( z  2)( z  5)

121
The poles of zn-1X(z) are z = -2, 5. (simple poles)
 z n 1  3 z n  5
lim  ( z  2 )   (2)
n
R1 = Residue of X(z) zn-1 at z = -2 is =  ( z  2)( z  5)  7
z  2
 z n 1  3 z n  2 n
lim  ( z  5)   (5)
R2 = Residue of X(z) zn-1 at z = 5 is =  ( z  2)( z  5)  7
z5
5 2
Hence by Residue theorem, x(n) = R1 + R2 = (2) 2  (5) 2
7 7
5 2
x(n) = (2) 2  (5) 2
7 7
 2z 2  4z 
3. Find Z 1  3 
using residue theorem.
 ( z  2) 

Solution:
 2z 2  4z 
X ( z)   3 
 ( z  2) 

 2 z n 1  4 z n 
z n 1 X ( z )   
 ( z  2) 
3

The pole of zn-1X(z) is z = 2. (pole of order 3)

 1 
lim 
d r 1
r 1

( z  a ) r X ( z ) z n 1  
 (r  1)! dz
n-1
R = Residue of X(z) z at z = 2 is = 
za
1 d2  3 2z
n 1
 4z n 
 lim   ( z  2) 
 2! dz
2
 ( z  2) 3  
z2
1 d 2 
 lim  2
 
2 z n 1  4 z n 
 2 dz 
z2
d
 lim
dz

(n  1) z n  2nz n 1 
z2


 lim n(n  1) z n 1  2n(n  1) z n  2 
z2

122
 = n2n-1[n+1+n-1] = n22n

Hence x(n) = n22n

 z (3 z 2  6 z  4) 
1
4. Obtain Z   using residue theorem.
 ( z  1) ( z  2) 
3

Solution:
 z (3z 2  6 z  4) 
X ( z)   
 ( z  1) ( z  2) 
3

 (3z n  2  6 z n 1  4 z n ) 
z n 1 X ( z )   
 ( z  1) ( z  2) 
3

The poles are z = 1 (orser 2)

z = 2 (simple pole)
 1 
lim 
d r 1
r 1

( z  a ) r X ( z ) z n 1  
1
 (r  1)! dz 
R = Residue at z = 1 =
za
1 d  2 (3 z
n2
 6 z n1  4 z n )  
 lim  ( z  1) 
1! dz  ( z  1) 3 ( z  2)  
z 1
 d  (3z n  2  6 z n 1  4 z n )  
 lim   
 dz  ( z  2) 
z 1

= -[3n+6-6n-n+4n] – 1

R1 =-n–1

 (3 z n  2  6 z n 1  4 z n )  n2
lim ( z  2) 2
 ( z  1) ( z  2)
3

R2 = Residue at z = 2 = z2

Hence x(n) = R1 + R2

= 2n+2 – n – 1

Practice Problems:
123
  z 
1. Obtain Z 1   using residue theorem.
 ( z  2)( z  3) 
Answer: x(n) = 3n – 2n
 3z 2  18 z  26 
2. Obtain Z 1   using residue theorem.
 ( z  2)( z  3)( z  4) 
Answer: x(n) = 2n-1 + 3n-1 + 4n-1
 z 
3. Find Z 1  2  by residue method.
 ( z  2 z  2) 

Answer: x(n) =  2  sin n4

n

[ Poles are z = 1 + i, 1 – i
1 1
R1  (1  i) n , R2  (1  i) n
2i 2i

SOLUTION OF DIFFERENCE EQUATION USING Z TRANSFORMS

124
 Z [ yn ]  Y ( z )
Z [ yn 1 ]  zY ( z )  zy (0)
Z [ yn  2 ]  z 2Y ( z )  z 2 y (0)  zy (1)
Z [ yn  3 ]  z 3Y ( z )  z 3 y (0)  z 2 y (1)  zy (2)

(1) Solve yn  2  yn  2, y0  y1  0 .
Solution :
Z [ y n  2  y n ]  Z [ 2]
z
Z [ yn  2 ]  Z [ yn ]  2
z 1
z
z 2Y ( z )  z 2 y (0)  zy (1)  Y ( z )  2
z 1
z
z 2Y ( z )  Y ( z )  2
z 1
z
( z 2  1) Y ( z )  2
z 1
z
Y ( z)  2
( z  1)( z 2  1)
Taking inverse ,
 z 
y (n)  Z 1 2 
 ( z  1)( z  1) 
2

By Partial Fraction,
z A Bz 2  Cz
2  
( z  1)( z 2  1) z 1 z2  1
2 z  A( z 2  1)  ( Bz 2  Cz )( z  1)
Comparing the coefficient ,
A  1, B  1, C  1

 1 z2  z 
y (n)  Z 1   2 
 z 1 z 1 
 1  1  z   z 
2
1
 Z    Z  2   Z 1  2 
 z  1  z  1  z  1
n n
 1  cos  sin
2 2

2) Solve y n2  4 y n1  y n  0, y(0)  1, y(1)  0

Solution : Z[ y n2  4 y n1  y n ]  0

125
 Z [ y n  2 ]  4 Z [ y n 1 ]  Z [ y n ]  0
z 2Y ( Z )  z 2 y (0)  zy (1)  4zY ( z )  zy (0)  4Y ( z )  0
( z 2  4 z  4)Y ( z )  z 2  4 z  0
( z 2  4 z  4)Y ( z )  z 2  4 z
z 2  4z z 2  4z
Y ( z)  
z 2  4 z  4 ( z  2) 2
 z 2  4z 
y (n)  Z 1  
 ( z  2)
2


z 2  4z
Let F ( z ) 
( z  2) 2

The poles of F ( z) z n1 are given by ( z  2) 2  0  z  2 is a pole of order 2.

Residue at z = 2 is given by
d z 2  4 z n 1
R  lim ( z  2) 2 z
z  2 dz ( z  2) 2
d
 lim ( z 2  4 z ) z n 1
z  2 dz

d
 lim ( z n 1  4 z n )
z  2 dz

 lim (n  1) z n 1  4nz n 1
z 2

 (n  1)(2) n 1  4n(2) n 1

3) Solve yn3  3 y n1  2 yn  0, y(0)  4, y(1)  0, y(2)  8

Solution : Z[ y n3  3 y n1  2 y n ]  0

Z [ y n 3 ]  3Z [ y n 1 ]  2Z [ y n ]  0
z 3Y ( Z )  z 3 y (0)  z 2 y (1)  zy (2)  3zY ( z )  zy (0)  2Y ( z )  0
( z 2  3 z  2)Y ( z )  4 z 3  4 z  0
( z 2  3 z  2)Y ( z )  4 z 3  4 z
4z 3  4z 4z 3  4z
Y ( z)  
z 3  3 z  2 ( z  1) 2 ( z  2)
 4z 3  4z  1  4 z ( z 2  1)   4 z ( z  1) 
y (n)  Z 1  
  Z 
   Z 1  
 ( z  1) ( z  2)   ( z  1) ( z  2)   ( z  1)( z  2) 
2 2

4 z ( z  1)
Let F ( z ) 
( z  1)( z  2)

The poles of F ( z) z n1 are given by ( z  1)(z  2)  0  z  2 and z  1 are simple pole.
Residue at z = - 2 is given by
126
 4 z ( z  1)
R  lim ( z  2) z n 1
z  2 ( z  1)( z  2)
4 z ( z  1) n 1
 lim z
z  2 ( z  1)

4
 (2) n
3
Residue at z = -1 is given by
4 z ( z  1)
R  lim ( z  1) z n 1
z 1 ( z  1)( z  2)
4 z ( z  1) n 1
 lim z
z 1 ( z  2)

8

3
4 8
y ( n)  (2) n 
3 3
Workout Problems:
1) yn2  5 yn1  6 yn  36, y(0)  0, y(1)  0.

Solution : y(n)  18  36(2) n  18(3) n

2) y n2  3 y n1  10 y n  0, y(0)  1, y(1)  0.

Solution : y (n) 
1
7

2(5) n  5(2) n 
3) yn2  3 yn1  2 yn  36, y(0)  0, y(1)  0.

Solution : y(n)  1  n(2) n1  (2) n

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APPLICATION OF
FOURIER
TRANSFORMS

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