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MA6351-TRANSFORMS AND PARTIAL


DIFFERENTIAL EQUATIONS

SUBJECT NOTES

Department of Mathematics
FATIMA MICHAEL
COLLEGE OF ENGINEERING &
TECHNOLOGY
MADURAI 625 020, Tamilnadu, India

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Basic Formulae

DIFFERENTIATION &INTEGRATION FORMULAE


0

Function

Differentiation

f ( x)

dy
dx

xn

nx n

log x

1
x

sin x

cos x

cos x

e ax

a ex

C (constant)

tan x

sec2 x

sec x

sec x tan x

cot x

cos ec 2 x

10

cos ecx

cos ecx cot x

11

sin x

1
2 x

12

sin 1 x

1
1 x2

13

cos 1 x

1
1 x2

14
15

tan 1 x
sec 1 x

1
1 x2
1
x x2 1

16

cos ec 1 x

1
x x2 1

cot 1 x

1
1 x2

18

ax

a x log a
Page

17

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dy
dx

du
dv
u
dx
dx

20. If y

u
dy
, then
v
dx

uv , then

du
dv
u
dx
dx
v2

Page

19. If y

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n 1

1. x n dx

x
n 1

2. e x dx

ex ,

3. sin xdx

e ax
a

e ax dx

& e

cos x & sin axdx

4. cos xdx sin x &

cos axdx

5. tan xdx

log sec x

log cos x

6. sec 2 xdx

tan x

7.

dx
dx
x a2

x
1
tan 1
a
a

8.

dx
dx
x a2

x a
1
log
x a
2a

10.

11.

dx
a2

x2

dx sin

dx
a2

x2

dx
x2 a2

dx

cos ax
a
sin ax
a

x
a

dx sinh

dx

cosh

x
a
x
a

12.

a2

x 2 dx

x 2
a
2

x2

a2
x
sin 1
2
a

13.

a2

x 2 dx

x 2
a
2

x2

a2
x
sinh 1
2
a

14.

x 2 a 2 dx

x 2
x a2
2

a2
x
cosh 1
2
a

15.

dx
x

16.

2 xdx
x2 a2

e ax
a

log x 2

log x

a2

Page

9.

ax

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17. log xdx

x log x x
a x
3

18. a x dx

a x
3

19. a x dx

1
dx 2 x
x

20.

eax cos bxdx

21.

eax
a cos bx b sin bx
a 2 b2
eax
a sin bx b cos bx
a 2 b2

ax

22. e sin bxdx

uv uv1 uv2 uv3........

23. udv
a

24.

f ( x)dx
a

2 f ( x)dx when f(x) is even


0

25.

f ( x)dx 0 when f(x) is odd


a

26.

ax

cos bxdx

27.

ax

sin bxdx

a
a

b2
b

b2

TRIGNOMETRY FORMULA
1. sin 2 A

2sin A cos A

2.cos 2 A cos 2 A sin 2 A


1 2sin 2 A

Page

2 cos 2 A 1

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3. cos 2 x

1 cos 2 x
1 cos 2 x
& sin 2 x
2
2

4. sin( A B) sin A cos B cos A sin B


sin( A B ) sin A cos B cos A sin B
cos( A B ) cos A cos B sin A sin B
cos( A B ) cos A cos B sin A sin B

5.sin A cos B

1
sin( A B ) sin( A B)
2

cos A sin B

1
sin( A B ) sin( A B)
2

cos A cos B

1
cos( A B ) cos( A B )
2

sin A sin B

1
cos( A B) cos( A B)
2

1
3sin A sin 3 A
4
1
cos3 A
3cos A cos 3 A
4

6. sin 3 A

A
A
cos
2
2
A
A
cos A cos 2
sin 2
2
2
A
A
1 2sin 2
1 cos A 2sin 2
2
2

7.sin A 2sin

Page

LOGRATHEMIC FORMULA

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log mn
log

log m log n

m
n

log m log n

log m n

n log m

log a 1 0
log a 0
log a a 1
elog x

x
UNIT - 1

PARTIAL DIFFRENTIAL EQUATIONS


PARTIAL DIFFERENTIAL EQUTIONS
Notations

z
x

z
y

z
2

z
x y

y2

Formation PDE by Eliminating arbitrary functions


Suppose we are given f(u,v) = 0
Then it can be written as u = g(v) or v = g(u)
LAGRANGES LINEAR EQUATION
(Method of Multipliers)
General form
Pp + Qq = R
Subsidiary Equation

dz
R

dy
Q

Page

dx
P

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dx
P

dy
Q

dz
R

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x my nz
P mQ nR

Where ( , m ,n) are the Lagrangian Multipliers

Choose , m, n such that P + mQ + nR = 0


Then dx + m dy + n dz = 0
On Integration we get a solution u = a
Similarly, We can find another solution v = a for another multiplier
The solution is (u, v) = 0
TYPE 2 (Clairuts form)
General form
Z = px + qy + f(p,q)

(1)

Complete integral
Put p = a & q = b in (1), We get (2) Which is the Complete integral
Singular Integral
Diff (2) Partially w.r.t a We get (3)
Diff (2) Partially w.r.t b We get (4)
Using (3) & (4) Find a & b and sub in (2) we get Singular Integral
REDUCIBLE FORM
F(xm p ,ynq) = 0 (1) (or)
F( xmp, ynq, z)=0

F( zkp, zkq)=0

(1)

If m 1& n 1 then
X = x1-m & Y = y1-n
xm p = P(1-m) & yn q = Q(1-n)

If k

1 then Z = zk+1
Q
zk q
k 1

Using the above in (1) We get

F(P,Q) = 0 (or) F(P,Q,z) = 0

F(P,Q) = 0

Page

Using the above in (1)we get

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Using the above in (1) we get


F(P,Q) (or) F(P, Q, z) = 0

p
z

P &

q
z

Using the above in (1)


we get
F(P,Q) = 0

xp = P & yq = Q

If k =-1 then Z = log z

Page

If m=1 & n=1 then


X= logx & Y= logy

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STANDARD TYPES

TYPE 1

TYPE 3(a)

TYPE 3(b)

TYPE 3(c)
General form
F(z,p,q) = 0
(1)
Complete
Integral

General form
F(x,y,p,q) = 0
(1)
Complete
Integral
(1) Can be written
as,
f(x,p) =f(y,q) = a
Then, find p and q
sub in
dz = p dx + qD y
Integrating,
We get (2) which
is the
Complete integral
Singular Integral
Diff (2) partially
w.r.t cWe get,0
=1 (absurd

General form
F(p,q) = 0 (1)

General form
F(x,p,q) = 0 (1)

Complete
Integral
Put p = a and q =
b in (1)
Find b in terms
of a
Then sub b in
z = ax + by + c
we get (2)
which is the
Complete
Integral

Complete
Integral

General form
F(y,p,q) = 0
(1)
Complete
Integral

Put q = a in (1)
Then, find p and
sub in
dz = p dx + q dy
Integrating ,
We get (2)
which is the
Complete
integral

Put p = a in (1)
Then, find q and
sub in dz = p dx
+ q dy
Integrating ,
We get (2)
which is the
Complete
integral

Put q = ap in (1)
Then, find p and
sub in
dz = p dx + q dy
Integrating,
We get (2) which
is the
Complete
integral

Singular
Integral
Diff (2) partially
w.r.t cWe get,0
=1 (absurdThere
is no Singular
Integral

Singular
Integral
Diff (2) partially
w.r.t cWe get,0
=1 (absurdThere
is no Singular
Integral

Singular
Integral
Diff (2) partially
w.r.t cWe get,0
=1 (absurdThere
is no Singular
Integral

Singular
Integral
Diff (2) partially
w.r.t cWe get,0
=1 (absurdThere
is no Singular
Integral

General
Integral
Put c = (a) in
(2)We get
(3)Diff (3)
partially w.r.t
aWe get
(4)Eliminating a
from (3) and (4)
we get General
Integral

General
Integral
Put c = (a) in
(2)We get
(3)Diff (3)
partially w.r.t
aWe get
(4)Eliminating a
rom (3) and (4)
we get General
Integral

General
Integral
Put c = (a) in
(2)We get (3)

General
Integral
Put c = (a) in
(2)We get
(3)Diff (3)
partially w.r.t
aWe get
(4)Eliminating a
from (3) and (4)
we get General
Integral

Diff (3) partially


w.r.t aWe get (4)

There is no
Singular Integral
General Integral
Put c = (a) in
(2)We get (3)
Diff (3) partially
w.r.t aWe get
(4)Eliminating a
from (3) and (4)
we get General
Integral

Page

10

Eliminating a
from (3) and (4)
we get General
Integral

TYPE 4

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HOMOGENEOUS LINEAR EQUATION
General form

(aD3 bD2 D

cDD 2 dD ) z

f ( x, y)

(1)

To Find Complementary Function


Auxiliary Equation
Put D = m & D = 1 in (1)
Solving we get the roots m1 , m2 , m3
Case (1)
If the roots are distinct then
C.F. =

( y m1 x)

( y m2 x)

( y m3 x)

Case (2)
If the roots are same then
C.F. =

( y mx) x 2 ( y mx ) x 2 3 ( y mx )

Case (3)
If the two roots are same and one is distinct, then

( y mx) x 2 ( y mx)

( y m 3 x)
PI =

Function
F(x,y) = eax+by

1
F ( x, y )
F ( D, D1 )

Put D = a & D1 = b

F(x,y)= sin(ax+by)(or)
Cos (ax+by)

F(x,y) = x y
r

Put D2

(a2 ), DD

(ab) & D

PI= F ( D, D )

(b2 )

xr y s

Expand and operating D & D on xr ys


F(x,y) = eax+by f(x,y)

Put D = D+a & D = D +b

11

Page

C.F =

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Particular Integral

F(x,y)=ex+y cosh(x+y)

F(x ,y)=

1 2x
e
2

F(x,y)=ex+y sinh(x+y)

F(x, y) =

1 2x 2 y
e
e
2

e2 y

F(x,y)=sin x cos y

F ( x, y)

1
sin( x y ) sin( x y )
2

F(x,y)= cos x sin y

F ( x, y )

1
sin( x y ) sin( x y )
2

F(x,y)= cos x cos y

F ( x, y)

1
co s( x y) co s( x y)
2

F(x,y)= sin x sin y

F ( x, y )

1
cos( x y) cos( x
2

y)

Note:
D represents differentiation with respect to x
D represents differentiation with respect to y

Page

12

1
D represents integration with respect to x
1
D represents integration with respect to y

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PARTIAL DIFFRENTIAL EQUATIONS


1. Eliminate the arbitrary constants a & b from
z = (x2 + a)(y2 + b)
Answer:
z = (x2 + a)(y2 + b)
Diff partially w.r.to x & y here

z
&q
x

z
y

p = 2x(y2 + b) ; q = (x2 + a) 2y
(y2 + b) = p/2x

(x2 + a) = q/2y

z = (p/2x)(q/2y)
4xyz = pq
2. Form the PDE by eliminating the arbitrary function from

z = f(xy)

Answer:
z = f(xy)
Diff partially w.r.to x & y here
p = f ( xy ). y
p/q = y/x

z
&q
x

z
y

q = f ( xy).x
px qy = 0

3. Form the PDE by eliminating the constants a and b from z = axn + byn
Answer:
z = axn + byn
Diff. w .r. t. x and y here

z
&q
x

z
y

Page

13

p = naxn-1 ; q = nbyn-1

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p
nx n

a
z

;b

p n
x
nx n 1
nz px qy

q
ny n 1
q
yn
n 1
ny

4. Eliminate the arbitrary function f from z

xy
z

and form the PDE

Answer:

xy
z

Diff. w .r. t. and y here

z
&q
x

xy
z xp
.y
z
z2

xy
z yq
.x
z
z2

p
q

y z
.
x z

pxz
px

xp
yq

pqxy
qy

z
y

qyz

pqxy

5. Find the complete integral of p + q =pq


Answer:
Put p = a, q = b

a
1 a

a
a 1

The complete integral is z= ax+

a
a 1

14

b ab = -a

a+b=ab

y +c

Page

p + q =pq

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6. Find the solution of
Answer:
z = ax+by+c
given
put

q 1

----(1)

is the required solution

1 -----(2)

p=a, q = b in (2)

ax

(1

b 1
a )2 y

a )2

(1

7. Find the General solution of p tanx + q tany = tanz.


Answer:

dx
tan x

dy
tan y

cot x dx
take

cot y dy

cot x dx

log sin x
c1

dz
tan z
cot z dz
cot y dy

log sin y

cot y dy

log c1

log sin y

sin x
sin y

c2

sin x sin y
,
sin y sin z

cot zdz
log sin z

log c2

sin y
sin z

8. Eliminate the arbitrary function f from z

f x2

y 2 and form the PDE.

Answer:

f x2 y 2

x2

p
q

2x
2y

y 2 2x ; q

x2

y 2 ( 2 y)

py qx 0

9. Find the equation of the plane whose centre lie on the z-axis

Page

15

Answer:
General form of the sphere equation is

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x2

y2

z c

r2

(1)

Where r is a constant. From (1)


2x+2(z-c) p=0

(2)

2y +2(z-c) q = 0

(3)

From (2) and (3)

x
p
That is

y
q

py -qx =0

which is a required PDE.

10. Eliminate the arbitrary constants z

ax by

a 2 b2 and form the PDE.

Answer:

a 2 b2

z ax by
p

a; q
z

px

p2

qy

11. Find the singular integral of

q2

px

qy

pq

Answer:
The complete solution is

z
a

b
z

( y) x
xy
xy

xy

ax
;

z
b
y

( x) y

xy

by
0

( y.

ab
y

x)

xy

12. Find the general solution of px+qy=z


Answer:

dy
y

dz
z

16

dx
x

Page

The auxiliary equation is

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dx
x

From

dy
y

Integrating we get

x
y

on simplifying

c1 .
dy dz
y z

x y
,
y z

Therefore

log x = log y + log c

y
c2
z
is general solution.

13. Find the general solution of px2+qy2=z2


Answer:
The auxiliary equation is

From

Also

dx
x2

dy
y2

dy
y2

dz
z2

Therefore

14. Solve D2

1
y

dx
x2

dy
y2

dz
z2
1
y

Integrating we get

Integrating we get

1 1
,
x z

2DD

1
y

3D 2 z

1
z

1
y

1
x

c1

c2

is general solution.

Answer:

m 2 2m 3 0
m 3 m 1

The solution is z

f1 y x

1, m 3

f2 y 3x

17

Page

Auxiliary equation is

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15. Solve D2

3D 2 z

4DD

Answer:
Auxiliary equation is

ex

m 2 4m 3 0

m 3 m 1

m 1, m 3
The CF is

PI

1
4 DD

PI

2D 4D
xe x y
2

CF
2

3D

ex

ex

f1 y x

Put D

1, D

f2 y 3x
1 Denominator =0.

Z=CF + PI

f1 y x

16. Solve. D2

f2 y 3x

4D 2 z

3DD

xe x
2

Answer:
Auxiliary equation is

ex

m2 3m 4 0

m 4 m 1

C.F is = f1(y + 4x) + f2(y - x)

PI

1
3DD

17. Find P.I D2

4D

ex

1
ex
1 3 4

4D 2 z

4DD

e2 x

1 x
e
6

Answer:

PI

1
4 DD
2, D

4D
1

1
D 2D

e2 x

2x y

1
2 2

e2 x
2

e2 x y
16

18

D
Put D

Page

PI

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18. Find P.I D2

6D 2 z

DD

x2 y

Answer:

PI

1
D
D2 1
D

6D
D2

1
D
1
2
D
D

x2 y

x2 y

x3
3

1
x2 y
2
D

19. Find P.I

x4 y
12

x5
60

z
x y

sin x

Answer:

1
Put D 2
Sin x y
D DD
Sin x y
1
Sin x y
2
1 1

PI

1,

20. Solve D3

3DD

Answer:
Auxiliary equation is

2D 3 Z

DD

(1)( 1) 1

m3 3m 2 0

m 1 m2 m 2

m 1 m 2 m 1
m 1,1 m
The Solution is

CF

f1 y x

x2
a2

y2
b2

x f2 y x

f3 y 2x

FOR PRACTICE:
1. Eliminating arbitrary constants

x2

sin y

3. Find the complete the solution of p. d .e p 2

q 2 4 pq

4. Form p.d.e eliminating arbitrary function from

z2

xy ,

x
2

19

2. Solve

Page

z2
c2

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5. Find the singular soln of z

1. (i) Solve x2 y

px qy

z p y2 z x q

(ii) Solve x z 2

y 2 p y x2
z
x

2. (i) Solve mz ny

z y2

z
y

ly mx

y2

z 2 p 2 xyq

(ii) Solve y 2

z2

x2 p 2 xyq 2 zx 0

z p

z x q

x y

(ii) Solve y

z p

z x q

x y

5. Solve D2

3DD

2D 2

2y

sin(3x 2 y)

z
x y

cos x cos 2 y

7. Solve D2

DD

6D 2 z

y cos x

8. Solve D2

DD

30D 2 z

xy e6 x

9. Solve D2

6DD

5D 2 z

e x sinh y xy

10. Solve D2

4DD

4D 2 z

11. Solve D3

D2 D

DD 2 D 3 z

12. Solve (i) z

px qy

(ii) z

px qy

13. Solve z 2 1 p 2

e2 x

e2 x

cos( x y)

1 p2 q2
p 2q 2

20

e3 x

q2

Page

x2

2 xz

4. (i) Solve y

4x 2z q 2 y 3x

3. (i) Solve x2

6. Solve

z2 x y

z2 q

nx lz

(ii) Solve 3z 4 y p

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2

14. Solve z ( p x

15. Solve (i) z ( p 2


(ii) z 2 ( p 2

q ) 1
q2 )
q2 )

x2
x2

y2
y2

UNIT - 2

FOURIER SERIES
f ( x)

a0
2

(- ,

Odd (or) Half range


Fourier sine series

Neither even nor odd

21

Even (or) Half range


Fourier co sine series

Page

(0,2 )

an cos nx bn sin nx
n 1

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a0

f ( x)dx

a0

an

bn

a0

an

a0

f ( x) cos nxdx

an

f ( x) cos nxdx

f ( x)s innxdx

bn=0

bn

an

f ( x)s innxdx

a0
2

an cos
n 1

bn

bn

f ( x)s innxdx

( - , )
Even (or) Half range
Fourier cosine series

f ( x) cos nxdx

n x
n x
bn sin

(0,2 )

an

f ( x)

f ( x)dx

a0

f ( x)dx

f ( x)dx

a0

0
2

f ( x) cos
0

f ( x)s in
0

n x
dx

n x
dx

2
f ( x)dx
0

an

2
n x
f ( x) cos
dx
0

bn=0

Odd (or) Half range


Fourier sine series

a0

an

Neither even nor odd

a0

an

bn

2
n x
f ( x)s in
dx
0

bn

f ( x)dx

f ( x) cos

n x
dx

f ( x)s in

n x
dx

Even and odd function:


Even function:
f(-x)=f(x)

22

eg : cosx,x2 , , x , sin x , cos x are even functions


Page

Odd function:

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f(-x)=-f(x)
eg : sinx,x3 ,sinhx, tanx are odd functions
For deduction
In the interval (0,2 ) if x = 0 or x = 2 then
f(0) = f(2 ) =

f (0)

f (2 )
2

In the interval (0,2 ) if x = 0 or x = 2 then

f (2)

f (0)

f(0) = f(2 ) =

In the interval (- , ) if x = - or x = then


f(- ) = f( ) =

f(

) f( )
2

In the interval (- , ) if x = - or x = then


f(- ) = f( ) =

f ( ) f ()
2

HARMONIC ANALYSIS

f(x)=

a1

f(x)=

y cos x
n

, a2

y cos 2 x
n

b1

y sin x
n

, b2

y sin 2 x
n

a0
x
x
2 x
2 x
+ a1 cos
+b1 sin
+ a2 cos
+ b2 sin
( form)
2

23

Page

a0

a0
+ a1 cosx +b1sinx + a2cos2x + b2sin2x for form
2

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2

y cos

a1

y cos
a2

2 x

y sin
b1

x
,
b2

y sin
2

2 x

1. Define R.M.S value.


If let f(x) be a function defined in the interval (a, b), then the R.M.S value of
f(x) is defined by

b aa

f ( x) dx

2. State Parsevals Theorem.


Let f(x) be periodic function with period 2l defined in the interval (c, c+2l).

1
2l

c 2l

ao2
f ( x) dx
4
2

1
an2 bn2
2n1

Where ao , an & bn are Fourier constants

3. Define periodic function with example.


If a function f(x) satisfies the condition that f(x + T) = f(x), then we say f(x) is a periodic
function with the period T.
Example:i) Sinx, cosx are periodic function with period 2
ii) tanx is are periodic function with period
4. State Dirichlets condition.
(i) f(x) is single valued periodic and well defined except possibly at a
Finite number of points.
(ii) f (x) has at most a finite number of finite discontinuous and no infinite
Discontinuous.

24

(iii) f (x) has at most a finite number of maxima and minima.

5. State Eulers formula.

Page

a0

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Answer:

In (c, c 2l )
ao
2

f x

an cos nx bn sin nx
1

where ao

c 2l

f ( x )dx
c

c 2l

c 2l

an

f ( x ) cos nxdx
c

bn

f ( x ) sin nxdx
c

6. Write Fourier constant formula for f(x) in the interval (0, 2 )


Answer:

ao

f ( x)dx
0

an

f ( x) cos nxdx
0

bn

f ( x) sin nxdx
0

7. In the Fourier expansion of

1
f(x) =

2x
2x

x 0
in (- , ), find the value of bn

,0

Since f(-x)=f(x) then f(x) is an even function. Hence

bn = 0

8. If f(x) = x3 in < x < , find the constant term of its Fourier series.
Answer:
Given f(x) = x3

f(-x) = (- x)3= - x3 = - f(x)

Hence f(x) is an odd function

Page

25

The required constant term of the Fourier series = ao = 0

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9. What are the constant term a0 and the coefficient of cosnx in the Fourier
Expansion

f(x) = x x3 in < x <

Answer:
Given f(x) = x x3

f(-x) = -x - (- x)3= - [x - x3] = - f(x)

Hence f(x) is an odd function


The required constant term of the Fourier series = a 0 = 0

10. Find the value of a0 for f(x) = 1+x+x2 in ( 0 ,2

Answer:

ao

f ( x)dx
0

(1 x x )dx

4
2

x2
2

8
3

2 2

x3
3

0
2

8
3

11. (i)Find bn in the expansion of x2 as a Fourier series in (


(ii)Find bn in the expansion of xsinx a Fourier series in (

, )
, )

Answer:
(i) Given f(x) = x2

f(-x) = x2 = f(x)

Hence f(x) is an even function


In the Fourier series bn = 0
(ii) Given f(x) = xsinx

f(-x) = (-x)sin(-x) = xsinx = f(x)

Hence f(x) is an even function

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26

In the Fourier series bn = 0

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x

12. Obtain the sine series for f x

Given f x

x l/2

l x l/2

x l

x l/2

l x l/2

x l

Answer:

Given f x

x l/2

l x l/2

Fourier sine series is

x l

f x

bn sin

nx
l

nx
2
f ( x) sin dx
l 0
l

bn
2
l
2
l

l 2

nx
x sin dx
l
cos

lx

(l x) sin
l 2

nx
l

nx
dx
l

sin
(1)l 2

nx
l

l 2

cos
l (l x)

n2

nx
l

l 2 ( 1)

nx
l

n2
l 2

2
l

sin

l 2 cos n 2 l 2 sin n 2 l 2 cos nl 2 l 2 sin n 2


2 2
2 2
2n
n
2n
n

2 2l 2 sin n 2
2 2
l
n
Fourier series is

f x

4l sin n 2
2 2
n

4l
2

13. If f(x) is odd function in

sin n 2 n x
sin
n2
l
n 1

l , l . What are the value of a0 &an

Page

27

Answer:
If f(x) is an odd function, ao = 0, an = 0

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. ) find the value of a0

14. In the Expansion f(x) = |x| as a Fourier series in (Answer:


Given f(x) = |x|

f(-x) = |-x| = |x| = f(x)

Hence f(x) is an even function

ao

xdx
0

2 x2
2

15. Find half range cosine series of f(x) = x, in 0

Answer:

2 x2
2

xdx
0

an

x sin nxdx

cos nx
n

cos n
n

f x
Fourier series is

1
n

0 0

ao
2

n 0

sin nx
n2

(1)
n

1
n

n 1

an cos nx
n 0

1
n

n 1

cos nx

16. Find the RMS value of f(x) = x2, 0

x 1

28

ao

Page

Answer:
Given f(x) = x2

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R.M.S value
2l

1
2
f ( x) dx
l 0

x5
2
5

1
x2
120

dx

2
5

17. Find the half range sine series of

f ( x)

x in (0,

(1)

sin nx
n2

Answer:

bn

f ( x) sin nxdx
0

x sin nxdx

cos nx
n

( 1) n
n

2( 1) n
n

Half range Fourier sine series is

f x
n

2( 1) n 1
sin nx
n
0

18. Find the value of a0 in the cosine series of

x in (0, 5)

f ( x)

Answer:
5

ao

2
xdx
50

2 x2
5 2

2 52
5 2

19. Define odd and even function with example.


Answer:
(i) If f ( x)

f ( x) then the function is an even function.

eg : cosx ,x2 , x , sin x , cos x are even functions

(ii) If f ( x)

f ( x) then the function is an odd function.

Page

29

eg : sinx,x3 ,sinhx, tanx are odd functions

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20. Write the first two harmonic.


Answer:

The first two harmonics are


ao
2

f x

a1 cos x b1 sin x a2 cos 2 x b2 sin 2 x

FOURIER SERIES
x

1. Expand f ( x)

(0, )

as Fourier series

( ,2 )
1
12

and hence deduce that

1
32

2. Find the Fourier series for f(x) = x2 in ((i)

1
12

1
22

1
.........
32

(ii)

1
12

1
.........
52

1
22

1
32

) and also prove that


2

.........

3. (i) Expand f(x) = | cosx | as Fourier series in ((ii) Find cosine series for f(x) = x in (0,

1
14

Show that

1
24

1
.........
34

12

. ).

) use Parsevals identity to


4

90

4. (i) Expand f(x) = xsinx as a Fourier series in (0, 2 )


(ii)

Expand

1
12
5. If f ( x)

f(x)

1
32

1
.........
52

sin x ,

|x|

as

Fourier

series

in

(-

and

deduce

to

,0)

(0, )

Find the Fourier series and hence deduce that

1
1
1
.........
1.3 3.5 5.7

2
4

18

24

28

26

20

30

6. (i) Find the Fourier series up to second harmonic

Page

(ii)Find the Fourier series up to third harmonic


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7.

/3

2/3

4/3

F(x)

10

14

19

17

15

(i) Find the Fourier expansion of f ( x)


Hence deduce that

1
12

1
22

5/3

12

10

x) 2 in (0, 2 ) and

(
2

1
.........
32

(ii). Find a Fourier series to represent

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2 x x 2 with period 3

f ( x)

in the range (0,3)

(ii) Find the Fourier series of f x


(ii) Find the Fourier series for

and hence show that

1
32

, ).

in

(0, )

2 in ( , 2 )
2

1
.........
52

(i) Find the the half range sine series for f x


that

1
13

1
33

1
....
53

(ii) Obtain the half range cosine series for f x

1
and also deduce that 2
1

1
22

1
.........
32

9. (i) Find the Fourier series for f(x) = x2 in (-

1
14

1
.........
24

1
.........
34

in (0,1)

6
. ) and also prove that

90

(use P.I)
. ) and also prove that

96

(use P.I)

31

1
14

x 1

(ii) Find the Fourier series for f(x) = x in (-

x in the interval (0, ) and deduce

Page

8.

1
12

f x

ex in (

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cx

,0

10(i)Obtain the sine series for f x

c l x

l
2

x
,

l
2

x l

kx

,0

(ii). Find the Fourier series for the function f x

k 2l x
11.(i).Find the Fourier series for the function f x
deduce that

1
12

1
22

1
.........
32

l
2

l
2

x l

1 x x2 in (

, ) and also

(ii) Find the Fourier expansion of

2x

,
,0

x 0
x

1
in (- , ), and also deduce that 2
1

1
32

1
.........
52

32

f(x) =

2x

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UNIT - 3

APPLICATIONS OF P.D.E
S.

ONE DIMENSIONAL WAVE EQUATION

N
O

VELOCITY MODEL

is

y
2

a2

is

STEP-2
Boundary conditions
1. y(0,t)
= 0
for t 0
2. y( , t) = 0
for t 0
3. y(x,0)
= 0
for 0 < x <
4.

y
t

= f(x)
t 0

STEP-1
One Dimensional wave equation

for

0<x<

y
2

a2

x2

STEP-2
Boundary conditions
1. y(0,t)
=0
for
2. y( , t) = 0
for
3.

y
t

4. y(x,0)

=0

t 0
t 0

for 0 < x <

t 0

= f(x) for

0<x<

33

STEP-1
One Dimensional wave equation

Page

INITIAL POSITION MODEL

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3

STEP-3
The possible solutions are
y(x,t) = (A e x + B e- x) (C e at + D e- at)
y(x,t) = (A cos x + B sin x )( C cos at + D sin
at)
y(x,t) = (Ax + B) ( Ct + D)

STEP-3
The possible solutions are
y(x,t) = (A e x + B e- x) (C e at + D e- at)
y(x,t) = (A cos x + B sin x )( C cos at + D
sin at)
y(x,t) = (Ax + B) ( Ct + D)

STEP-4
The suitable solution for the given
boundary condition is
y(x,t) = (Acos x+B sin x )(Ccos at+D sin at)
(2)
STEP-5
Using Boundary condition 1
y(0,t) = 0
Then (2) becomes,
y(0,t) = (A cos 0 +B sin 0 ) ( C cos at + Dsin at) =0
(A) ( C cos at + D sin at)=0
A=0
Using A = 0 in (2)
y(x,t) = ( B sin x) ( C cos at + D sin at) (3)

STEP-4
The suitable solution for the given
boundary condition is
y(x,t) = (Acos x+B sin x )(Ccos at+D sin at)
(2)
STEP-5
Using Boundary condition 1
y(0,t) = 0
Then (2) becomes,
y(0,t) = (A cos 0 +B sin 0 ) ( C cos at + D sin at)
=0
(A) ( C cos at + D sin at)=0
A=0
Using A = 0 in (2)
y(x,t) = ( B sin x) ( C cos at + D sin at) (3)

STEP-6
Using Boundary condition 2
y( ,t) = 0
Then (3) becomes,
y( ,t) = (B sin ) ( C cos at + D sin at)=0
(B sin ) ( C cos at + D sin at)=0

STEP-6
Using Boundary condition 2
y( ,t) = 0
Then (3) becomes,
y( ,t) = (B sin ) ( C cos at + D sin at)=0
(B sin ) ( C cos at + D sin at)=0

Then (3) becomes,

y ( x, t )

B sin(

n x
n at
n at
) C cos(
) D sin(
)

Then (3) becomes,

y ( x, t )

B sin(

n x
n at
n at
) C cos(
) D sin(
)

(4)

STEP-7
Using Boundary condition 3
y(x,0) = 0
Then (4) becomes,

STEP-7
Using Boundary condition 3

Page

34

(4)

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y( x, t )

B sin(

B sin(

n x
) C cos 0 D sin 0 =0

n x
) C

B sin(

= 0Then (4) becomes,


t 0

Differentiating (5) partially w.r.to t and put t =0

y
t

n x
n at
n at n a
) C sin(
) D cos(
)

t 0
n x
n a
B sin(
) D
0

C=0
Then (4) becomes,

y ( x, t )

y
t

n x
n at
) D sin(
)

B sin(

D=0
Then (4) becomes,

The most general solution is

y ( x, t )

Bn sin(
n 1

n x
n at
) sin(
)

(5)

y ( x, t )

B sin(

n x
n at
) C cos(
)

The most general solution is

y ( x, t )

Bn sin(
n 1

STEP-8
Differentiating (5) partially w.r.to t

y
t

Bn sin(
n 1

n x
n at n a
) cos(
)

y ( x, 0)
f ( x)
n 1

Bn sin(
n 1

2
n x
f ( x)sin(
)
0

Bn

2
n x
f ( x)sin(
)
0

n a0

f ( x)sin(

n x
)dx

STEP-9
The required solution is

y ( x, t )

Bn sin(
n 1

Where Bn

STEP-9
The required solution is

n x
n at
) sin(
)

n a0

f ( x)sin(

n x
)dx

y ( x, t )

Bn sin(
n 1

n x
n at
) sin(
)

Where Bn

2
n x
f ( x)sin(
)dx
0

35

Page

n x
)

n a

n x
) cos(0)

This is the Half Range Fourier Sine Series.

n x n a
)

This is the Half Range Fourier Sine Series.

Bn

Bn sin(

t 0

f ( x)

Bn

Bn sin(
n 1

= f(x)

(5)

STEP-8
Using Boundary condition (4),
y(x,0) = f(x)

Using Boundary condition (4),

y
t

n x
n at
) cos(
)

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ONE DIMENSIONAL HEAT
EQUATION
The one dimensional heat equation is

u
t

Boundary conditions
1.u(0,t) = 0
for t 0
2.u( ,t) = 0
for t 0
3.u(x,t) = f(x) for 0<x<

The possible solutions are


x

Be

)Ce

u ( x, y ) ( Ae
2 2

2 2

2 2

=0

2 2

u ( x, y )

u(, t ) ( B sin )Ce

u (0, y )

2 2

u (, y )

( A cos 0 B sin 0)(Ce


( A)(Ce

Be

( B sin x)(Ce

( B sin )(Ce

0 ( B sin )(Ce

De

(2)

De

De

De

(3)

De

2 2 2

Then (3) becomes

u ( x, y )

The most general solution is

n x
Bn sin(
)e

( B sin

n y
n x
)(Ce

De

n y

(4)

36

2 2 2

=0

n x
B sin(
)Ce

u ( x, t )

De

Using boundary condition 2


u(l,t) = 0

Then (3) becomes

u( x, t )

( A cos x B sin x)(Ce

u ( x, y )

(3)

Using boundary condition 2


u(l,t) = 0

A=0
Then (2) becomes

u( x, t ) (B sin x)Ce

(B sin )Ce
n

(2)

u (0, y )

=0

2 2

)(C cos y D sin y )

Using boundary condition 1


u(0,y) = 0

A=0
Then (2) becomes

The most suitable solution is

u(0, t ) ( A cos0 B sin 0)Ce


t

Be

u ( x, y ) ( Ax B)(Cy D)

Using boundary condition 1


u(0,t) = 0
2 2

u ( x, y ) ( A cos x B sin x)(Ce

The most suitable solution is

( A)Ce

The possible solutions are


2 2

u( x, t ) ( A cos x B sin x)Ce


5

u
y2

Boundary conditions
1.u(0,y) = 0
for 0<y<
2.u( ,y) = 0
for 0<y<
3.u(x, ) = 0
for 0<x<
4.u(x,0) = f(x) for 0<x<

u ( x, t ) ( A cos x B sin x)Ce


u ( x, t ) ( Ax B)C
4,

u
x2

u
x2

u ( x, t ) ( Ae

The two Dimensional equation is

(4)

Page

TWO DIMENSIONAL HEAT FLOW


EQUATION

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7

Using Boundary condition 3


u(x,0) = f(x)

u ( x, 0)

Bn sin(
n 1

f ( x)

Bn sin(
n 1

Using Boundary condition 3


u(x, ) =0

n x
)

u ( x, ) ( B sin

n x
)

0 ( B sin

n x
)(C

De )

D 0)

C=0
then (3) becomes

This the Half range Fourier sine series

Bn

n x
)(Ce

2
n x
f ( x)sin(
)dx
0

u ( x, y )

( B sin

n x
)( De

n y

The most general solution is

u ( x, y )
n

The required solution is

u ( x, t )
n

(5

y(x,0) = f(x)

u ( x, 0)

Bn sin(
n 1

Where Bn

n y

Using Boundary condition 4


2 2 2

n x
Bn sin(
)e

n x
Bn sin(
)e

2
n x
f ( x)sin(
)dx
0

f ( x)

Bn sin(
n 1

n x 0
)e

n x
)

This the Half range Fourier sine series

2
n x
f ( x)sin(
)dx
0

Bn

The required solution is

u ( x, y )

Bn sin(
n 1

n x
)e

n y

Where Bn

2
n x
f ( x)sin(
)dx
0

QUESTION WITH ANSWER


2

1. Classify the Partial Differential Equation i)

u
x2

u
y2

Page

37

Answer:

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2

u
x2

u
here A=1,B=0,&C=-1
y2

B2 - 4AC=0-4(1)(-1)=4>0
The Partial Differential Equation is hyperbolic
2

2. Classify the Partial Differential Equation

u
x y

u
y

u
x

xy

Answer:
2

u
x y

u
y

u
x

xy here A=0,B=1,&C=0

B2-4AC=1-4(0)(0)=1>0
The Partial Differential Equation is hyperbolic
3. Classify the following second order Partial Differential equation
2

u
x2

u
y2

u
y

u
x

Answer:
2

u
x2

u
y2

u
y

u
x

here A=1,B=0,&C=1

B2-4AC=0-4(1)(1)=-4<0

The Partial Differential Equation is Elliptic

4. Classify the following second order Partial Differential equation


2

2
u
u
4
2
x
x y

u
6
y2

u
x

u
y

Answer:
2

2
u
u
4
2
x
x y

u
6
y2

u
x

u
y

here A= 4,B =4, & C = 1


B2-4AC =16 -4(4)(1) = 0

Page

5. Classify the following second order Partial Differential equation


i) y2uxx 2xyuxy x2uyy 2ux 3u 0

38

The Partial Differential Equation is Parabolic

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ii) y uxx
2

uyy ux

uy

7 0

Answer:
i) Parabolic ii) Hyperbolic (If y = 0)
iii)Elliptic (If y may be +ve or ve)
2

6. In the wave equation

y
2

c2

x2

what does c2 stands for?

Answer:
2

y
2

c2

x2

here a 2

T
m

T-Tension and m- Mass

7. In one dimensional heat equation ut = 2 uxx what does 2 stands for?


Answer:-

u
t
2

u
x2

k
is called diffusivity of the substance
c

Where k Thermal conductivity


- Density
c Specific heat

8. State any two laws which are assumed to derive one dimensional heat equation
Answer:
i) Heat flows from higher to lower temp

Page

39

ii) The rate at which heat flows across any area is proportional to the
area
and to the temperature gradient
normal to the curve. This constant of
proportionality is known as the conductivity of the material. It is known as
Fourier law of heat conduction

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9. A tightly stretched string of length 2 is fastened at both ends. The midpoint of the
string is displaced to a distance b and released from rest in this position. Write the
initial conditions.
Answer:
(i) y(0 , t) = 0
(ii) y(2 ,t) = 0

y
t

(iii)

0
t

(iv) y(x , 0 ) =

10.

b
x

b
(2

0
x)

x
x

What are the possible solutions of one dimensional Wave equation?


The possible solutions are
Answer:
y(x,t) = (A e

+ B e- x) (C e

at

+ D e- at)

y(x,t) = (A cos x + B sin x )( C cos at + D sin at)


y(x,t) = (Ax + B) ( Ct + D)
11. What are the possible solutions of one dimensional head flow equation?
Answer:
The possible solutions are

u ( x, t ) ( Ae

Be

)Ce

2 2

u ( x, t ) ( A cos x B sin x)Ce


u ( x, t ) ( Ax B)C

2 2

12. State Fourier law of heat conduction


Answer:

kA

u
x

Page

(the rate at which heat flows across an area A at a distance from one end of a bar is
proportional to temperature gradient)

40

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Q=Quantity of heat flowing


k Thermal conductivity
A=area of cross section

u
=Temperature gradient
x

13. What are the possible solutions of two dimensional head flow equation?
Answer:
The possible solutions are

u ( x, y ) ( Ae

Be

)(C cos y D sin y )

u ( x, y ) ( A cos x B sin x)(Ce

De

u ( x, y ) ( Ax B)(Cy D)
14. The steady state temperature distribution is considered in a square plate with sides x
= 0 , y = 0 , x = a and y = a. The edge y = 0 is kept at a constant temperature T and the
three edges are insulated. The same state is continued subsequently. Express the
problem mathematically.
Answer:
U(0,y) = 0 , U(a,y) = 0 ,U(x,a) = 0, U(x,0) = T
15. An insulated rod of length 60cm has its ends A and B maintained 20C and
80C respectively. Find the steady state solution of the rod
Answer:
Here a=20C & b=80C
In Steady state condition The Temperature u ( x, t )

b a x
a
l

80 20 x
20
60
u( x, t )

x 20

16. Write the DAlemberts solution of the one dimensional wave equation?

Page

41

Answer:

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x at

1
2

here

x at

x at

f x

v x

ax f

1
v( )d
2a x at

g x
ag

17. What are the boundary conditions of one dimensional Wave equation?
Answer:
Boundary conditions
1. y(0,t)
2. y( , t)
3. y(x,0)
4.

y
t

= 0
= 0
= 0

for
for
for

= f(x)

for

t 0
t 0
0<x<
0<x<

t 0

18. What are the boundary conditions of one dimensional heat equation?
Answer:
Boundary conditions
1.u(0,t) = 0

for t

2.u( ,t) = 0

for t

3.u(x,t) = f(x) for 0<x<

19. What are the boundary conditions of one dimensional heat equation?
Answer:
Boundary conditions

for 0<y<

3.u(x, ) = 0

for 0<x<

4.u(x,0) = f(x)

for 0<x<

42

2.u( ,y) = 0

for 0<y<

Page

1.u(0,y) = 0

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20.T he ends A and B has 30cm long have their temperatures 30c and 80c until steady
state prevails. If the temperature A is raised to40c and Reduced to 60C, find the
transient state temperature
Answer:
Here a=30C & b=80C
In Steady state condition The Temperature u ( x, t )

b a x
a
l

Here a=40C & b=60C

ut

60 40 x
40
30

2
x 40
3

PART-B QUESTION BANK


APPLICATIONS OF PDE
1. A tightly stretched string with fixed end points x = 0 and x = l is initially at rest in its
equilibrium position. If it is set vibrating giving each point a velocity 3x (l-x). Find the
displacement.
2. A string is stretched and fastened to two points and apart. Motion is started by displacing
the string into the form y = K(lx-x2) from which it is released at time
t = 0. Find the
displacement at any point of the string.
3. A taut string of length 2l is fastened at both ends. The midpoint of string is taken to a
height b and then released from rest in that position. Find the displacement of the string.
4. A tightly stretched string with fixed end points x = 0 and x = l is initially at rest in its
position given by y(x, 0) = y0 sin 3

x
l

. If it is released from rest find the displacement.

5. A string is stretched between two fixed points at a distance 2l apart and points of the
string are given initial velocities where V

cx
l
c
(2l x)
l

0< x < 1
Find the

0< x < 1

displacement.
6. Derive all possible solution of one dimensional wave equation. Derive all possible solution
of one dimensional heat equation. Derive all possible solution of two dimensional heat
equations.

Page

43

7. A rod 30 cm long has its end A and B kept at 20oC and 80oC, respectively until steady state
condition prevails. The temperature at each end is then reduced to 0oC and kept so. Find
the resulting temperature u(x, t) taking x = 0.

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8. A bar 10 cm long , with insulated sides has its end A & B kept at 20oC and 40oC respectively
until the steady state condition prevails. The temperature at A is suddenly raised to 50oC
and B is lowered to 10oC. Find the subsequent temperature function u(x , t).
9. A rectangular plate with insulated surface is 8 cm wide so long compared to its width that
it may be considered as an infinite plate. If the temperature along short edge y = 0 is u (
x ,0) = 100sin

x
8

0 < x < .1While two edges x = 0 and x = 8 as well as the other short

edges are kept at 0oC. Find the steady state temperature.


A rectangular plate with insulated surface is10 cm wide so long compared to its width that
it may be considered as an infinite plate. If the temperature along short edge y = 0 is given
by u

20 x

20(10 x)

10

and all other three edges are kept at 0o C. Find the steady

44

state temperature at any point of the plate.

Page

10.

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Unit - 4

FOURIER TRANSFORMS
FORMULAE

1
2

1. Fourier Transform of f(x) is F[ f ( x)]

1
2

2. The inversion formula f ( x)


3. Fourier cosine Transform

f(x)eisx dx
-

F (s)e-isx ds
-

Fc [f(x)] = Fc(s) =

f ( x) cos sxdx
0

4. Inversion formula

f(x) =

Fc ( s) cos sxds
0

5. Fourier sine Transform (FST)


6. Inversion formula

f(x) =

F [f(x)] = F (s) =
s

f ( x)sin sxdx
0

Fs ( s)sin sxds
0

7. Parsevals Identity

f ( x) dx

8. Gamma function

x n 1e x dx

n
0

ax

ax

cos bxdx

10

sin ax
dx
x
0

b2
b

sin bxdx

11.

1
2

b2

45

, n 1 n n &

Page

9.

F ( s) ds

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12.

x2

dx

13.

cos ax

&

eiax

e
2

x2

dx

iax

& sin ax

eiax e
2

iax

ORKING RULE TO FIND THE FOURIER TRANSFORM


Step1: Write the FT formula.
Step2: Substitute given f(x) with their limits.
Step3: Expand

eisx

as cos sx + isin sx and use Even & odd property

Step4: Integrate by using Bernoullis formula then we get F(s)

WORKING RULE TO FIND THE INVERSE FOURIER TRANSFORM


Step1: Write the Inverse FT formula
Step2: Sub f(x) & F(s) with limit
Step3: Expand

isx

in the formula

as cos sx -isin sx and equate real part

Step4: Simplify we get result

WORKING RULE FOR PARSEVALS IDENTITY


If F(s) is the Fourier transform of f(x) then
2

f ( x) dx

F ( s) ds is known as Parsevals identity.

Step1: Sub f(x) & F(s) With their limits in the above formula
Step2: Simplify we get result
WORKING RULE TO FIND FCT
Step1: Write the FCT formula & Sub f(x) with its limit in the formula

46

Step2: Simplify, we get FC ( S )

Page

WORKING RULE TO FIND INVERSE FCT

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Step1: Write the inverse FCT formula & Sub FC ( S ) with its limit in the formula
Step2: Simplify, we get f(x)
WORKING RULE TO FIND FST
Step1: Write the FST formula & Sub f(x) with its limit in the formula
Step2: Simplify, we get FS ( S )
WORKING RULE TO FIND INVERSE FCT
Step1: Write the inverse FST formula & Sub Fs ( S ) with limit in the formula
Step2: Simplify, we get f(x)
WORKING RULE FOR f(x) = e

ax

Step:1 First we follow the above FCT & FST working rule and then we get this
result
Fc(e-ax) =

a
a

By Inversion formula,

cos sx
ds
a2 s2
0

2a

Fs(e-ax) =

s
a

s2

By Inversion formula,

ax
0

TYPE-I : If problems of the form i)

x
x

ii)

x2

TYPE-II: If problems of the form i)


0

2 2

sin sxds

1
x

a2

ax

, then use Inversion formula

dx

dx ii)
0

a2

, then use Parsevals Identity

TYPE-III

x2 b2

, then use

f ( x) g ( x)dx
0

FC f ( x) FC g ( x) dx
0

47

Page

dx
2

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UNIT - 4

FOURIER TRANSFORM
1. State Fourier Integral Theorem.
Answer:

f ( x) is piece wise continuously differentiable and absolutely on

1
2

then,

f t ei ( x t ) s dt ds .

48

f ( x)

Page

If

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2. StateandproveModulation

1
F s a
2

theorem. F f x cos ax

F s a

1
2

f x cos ax eisx dx

1
2

eiax e
f x
2

iax

1 1
2 2

f x ei ( s

dx

F f x cos ax

1
F s a
2
F f x cos ax

1
F s a
2

Proof:

eisx dx

a) x

1 1
2 2

f x ei ( s

a) x

dx

1
F s a
2
F s a

3. State Parsevals Identity.


Answer:
If F s is a Fourier transform of f x , then

F s

ds

f x

dx

4. State Convolution theorem.


Answer:
The Fourier transform of Convolution of f x

and g x is the product of their Fourier

transforms.

F sGs

49

F f g

Page

5. State and prove Change of scale of property.

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Answer:
If

F s

1
F
a

F f x , then F f ax

F f ax

1
2

f ax eisx dx

1
2

f t e

dt
;
a

where t ax

1 s
F
a
a

F f ax

6. Prove that if F[f(x)] = F(s) then

F x f ( x)

dn
( i) n F (s)
ds
n

Answer:

1
2

F s

s n times

dn
F s
ds n

1
2

f x ix eisx dx
1
2

f x (i)n ( x)n eisx dx

1 dn
F s
(i )n ds n

1
2

( x)n f x eisx dx

dn
( i) n F s
ds

1
2

( x) n f x eisx dx

F x f x

dn
i
F s
ds n
n

f ( x)cos sxdx e

7. Solve for f(x) from the integral equation

50

Diff w.r.t

f x eisx dx

Page

Answer:

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f ( x)cos sxdx e

Fc f x

f x cos sx dx
0

Fc f x

f ( x)

Fc f x cos sx ds
0

e s cos sx ds

ax

cos bx dx

a
a

b2

a 1, b

e s cos sx ds

1
x

8. Find the complex Fourier Transform of f ( x)

Answer:

f x eisx dx
x

a;

x a

51

1
2

Page

F f x

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F f x

1
2

1
2

1 eisx dx
a

(cos sx i sin sx)dx


a

2
2

2
2

(cos sx)dx
0

sin sx
s

2 sin as
s
[Use even and odd property second term become zero]

9. Find the complex Fourier Transform of f ( x )

Answer:

1
2

2
2
i

f x eisx dx

1
2

1
2

x eisx dx
x

x a

x (cos sx i sin sx)dx


a

( x(i sin sx)dx


0

a;

2i
x
2

cos sx
s

(1)

sin sx
s2

as cos as sin as
s2

Page

[Use even and odd property first term become zero]

52

F f x

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10. Write Fourier Transform pair.
Answer:
If f ( x) is defined in

, then its Fourier transform is defined as

1
2

F s

f x eisx dx

If F s is an Fourier transform of f x , then at every point of Continuity of f x , we


have

1
2

f x

F s e

isx

ds

11. Find the Fourier cosine Transform of f(x) = e-x


Answer:

Fc f x

f x cos sx dx
0

Fc e

e x cos sx dx
0

ax

cos bx dx

Fc e

a
a

b2

1
s2 1

12. Find the Fourier Transform of

f ( x)

eimx , a
0,

x b

otherwise

Page

53

Answer:

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1
2

F f x

f x eisx dx
b

1
2

1
2

eimx eisx dx
a

ei m

1
1
ei m s b ei m s a
2 im s

Answer:

dx

13. Find the Fourier sine Transform of

Fs f x

s x

ei m s x
im s

1
2

1
.
x

f x sin sx dx
0

Fs

1
x

sin sx
dx
x
0

2
2

14. Find the Fourier sine transform of e


Answer:

Fs f x

f x sin sx dx
0

e x sin sx dx
e ax sin bx dx

Fs e

b
a

b2

s2 1

15. Find the Fourier cosine transform of e


Answer:

2x

2e

54

Page

Fs e

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2

Fc f x

f x cos sx dx
0

Fc e

2x

2e

2x

2e

cos sx dx

2x

cos sx dx 2 e x cos sx dx

2
s

1
s 1

16. Find the Fourier sine transform of

1
s

f ( x)

1
2

4 s 1

1,

x 1

x 1

Answer:

Fs f x

f x sin sx dx
0
1

f x sin sx dx
0

1sin sx dx 0
0

f x sin sx dx
2

cos sx
s

55

2 1 cos s
s

Page

Fs f x

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f ( x)

17. Obtain the Fourier sine transform of

x, o x 1
2 x, 1 x 2
.
0,
x 2

Answer:

Fs f x

f x sin sx dx
0

x sin sx dx
0

Fs f x

2 x sin sx dx
1

cos sx
x
s
cos s
s

sin sx
s2
sin s
s2

cos sx
2 x
s

sin 2s cos s
s2
s

sin sx
s2

sin s
s2

2sin s sin 2s
s2

18. Define self reciprocal and give example.


If the transform of f x
2

is self reciprocal under Fourier transform.

56

is called self

Page

reciprocal.

x2

is equal to f s , then the function f x

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19. Find the Fourier cosine Transform of f ( x)

x
x

Answer:

Fc f x

f x cos sx dx
0

x cos sx dx
0

sin sx
s

cos sx
s2

s sin s

cos s
s

2
s

cos s
s2

sin s

1
s2

20. Find the Fourier sine transform of


Answer:

x
x

a2

f x e ax

L et

Fs e

ax

s
s2 a2

Using Inverse formula for Fourier sine transforms

2
0

(ie)
0

s
s2 a2

sin sx ds

sin sx ds

e ax , a 0

57

ax

Page

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x
Change x and s, we get

Fs

x a

sin sx dx

x2 a2

sin sx dx

x2 a2

2
2

e as

as

as

FOURIER TRANSFORM
PART-B

1 x 2 if x

1. (i)Find the Fourier Transform of f ( x )

x cos x sin x
x
cos
dx
3
x
2

(ii). Find the Fourier Transform of


deduce that
0

2. Find the Fourier Transform of

sin x
i)
dx
x
0

a
a

dx

15

. hence

f ( x)

1 if x

0 if x

and hence evaluate

ii)
0

f ( x)

x2

sin x x cos x
x3

sin x
dx
x

4. Find Fourier Transform of

sin x
dx
x

a2

f ( x)

sin x x cos x
dx
x3

3
(ii)
16

and hence

x
0

if x

if x

and hence evaluate

ii)
0

sin x
dx
x

58

if x

Page

deduce that (i)

i)

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5. Evaluate

x2

i)
0

x2 a

dx

ii)

dx

x2 a2

ii). Evaluate (a)


0

x2

x2

dx

6 i). Evaluate (a)

7.

2 2

(b)

x2 b2

dx
1 x2 4

a2

x2

(b)
0

x 2 dx
a 2 x2 b2
t 2 dt
4 t2 9

t2

sin x; when o

(i)Find the Fourier sine transform of f ( x)

8. (i) Show that Fourier transform

x
2

is e

(ii)Obtain Fourier cosine Transform of e

s
2

; whenx

cos x; when o

(ii) Find the Fourier cosine transform of f ( x)


2

x a

; whenx a

a2 x2

and hence find Fourier sine Transform x e

9. (i) Solve for f(x) from the integral equation

a2 x2

f ( x) cos x dx e
0

1 ,0 t 1
(ii) Solve for f(x) from the integral equation

f ( x) sin tx dx
0

2 ,1 t
0

,t

10. (i) Find Fourier sine Transform of e x , x>0 and hence deduce that
0

(ii) Find Fourier cosine and sine Transform of e

11.(i)Find FS xe

ax

ax

(ii) Find FS

e 8 (ii)
0

& Fc xe

ax

ax

& Fc

x sin 2 x
dx
x 2 16

, x>0 and hence deduce

(iii) Find the Fourier cosine transform of f ( x)

ax

cos ax

59

cos 2 x
dx
x 2 16

x sin x
dx
1 x2

Page

that (i)

4x

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Z - TRANSFORMS
Definition of Z Transform
Let {f(n)} be a sequence defined for
Z Transform is defined as

Z f (n)

F z

f (n) z

n = 0, 1,2 and f(n) = 0 for n< 0 then its

(Two sided z transform)

Z f ( n)

F z

f (n) z

(One sided z transform)

n 0

Unit sample and Unit step sequence


The unit sample sequence is defined as follows

(n)

1 for n 0
0 for n 0

The unit step sequence is defined as follows

1 for n 0
0 for n 0

60

u(n)

Page

Properties

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1. Z Transform is linear
(i)

Z {a f(n) + b g(n)} = a Z{f(n)} + b Z{g(n)}

2. First Shifting Theorem


(i)

If Z {f(t)} = F(z),
then

(ii)

at

Z e

f t

F z

z zeaT

If Z {f(n)} = F(z),
then Z a n f n

z
a

3. Second Shifting Theorem


If Z[f(n)]= F(z) then
(i)Z[f(n +1)] = z[ F(z) f(0)]
(ii)Z[f(n +2)] = z 2 [ F(z) f(0)-f(1) z 1 ]
(iii)Z[f(n +k)] = z k [ F(z) f(0)-f(1) z 1 - f(2) z 2 - f(k-1) z
(iv) Z[f(n -k)] = z

( k 1)

F(z)

4. Initial Value Theorem


If Z[f(n)] = F(z) then f(0) = lim F ( z )
z

5. Final Value Theorem

lim( z 1) F ( z )
z 1

61

If Z[f(n)] = F(z) then lim f (n)

Page

PARTIAL FRACTION METHODS

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Model:I

z a z b

z a

z b

z a

z b

Model:II

1
z a z b

C
( z b) 2

Model:III

1
z a z

A
2

z a

Bz C
z2 b

Convolution of Two Sequences


Convolution of Two Sequences {f(n)} and {g(n)} is defined as
n

{ f (n) * g (n)}

f ( K ) g (n K )
K 0

Convolution Theorem

If Z[f(n)] = F(z) and Z[g(n)] = G(z) then Z{f(n)*g(n)} = F(z).G(z)

WORKING RULE TO FIND INVERSE Z-TRANSFORM USING CONVOLUTION THEOREM

Step: 1 Split given function as two terms


Step: 2 Take z

Step: 3 Apply z

both terms
1

formula

Step: 4 Simplifying we get answer


Note:
1

62

1 an
1 a

Page

1 a a 2 ....... a n

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1

.......

n 1

a
1 ( a)

Solution of difference equations


Formula
i) Z[y(n)] = F(z)
ii) Z[y(n +1)] = z[ F(z) y(0)]
iii) Z[y(n +2)] = z 2 [ F(z) y(0)- y(1) z 1 ]
iv) Z[y(n +3)] = z 3 [ F(z) y(0)- y(1) z 1 + y(2) z 2 ]

WORKING RULE TO SOLVE DIFFERENCE EQUATION:

Step: 1 Take z transform on both sides


Step: 2 Apply formula and values of y(0) and y(1).
Step: 3 Simplify and we get F(Z)
Step:4 Find y(n) by using inverse method

Z - Transform Table

No.
1.

f(n)
1

Z[f(n)]

z
z 1

2.

an

z
z a

3.

n2

z2 z
( z 1)3

Page

4.

63

( z 1) 2

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6.

1
n

7.

log

z
( z 1)

n 1

1
z
log
z
( z 1)

ean

9.

( z 1)

z log

n 1
8.

( z ea )
10.

1
n!

11.

ez

Cos n

z ( z cos )
z 2 z cos 1
2

sin n

z
13.

cos

sin
14.

z sin
2 z cos

n
2

z2
z2 1

n
2

na n

az
( z a)2

f(t)

Z(f(t)

Tz
( z 1) 2

2.

t2

T 2 z ( z 1)
( z 1)3

eat

z
( z e aT )

4.

Sin t

z sin T
2 z cos T 1

Page

64

12.

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5.

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cos t

z ( z cos T )
z 2 z cos T 1
2

TWO MARKS QUESTIONS WITH ANSWER


1.

Define Z transform

Answer:
Let {f(n)} be a sequence defined for
its Z Transform is defined as

Z f (n)

F z

f (n) z

n = 0, 1,2 and f(n) = 0 for n< 0 then

(Two sided z transform)

Z f ( n)

F z

f (n) z

(One sided z transform)

n 0

Find the Z Transform of 1

Z f n

Answer:

f nz
n 0

Z1

(1) z

1 z

....

n 0

1 z1
1
z

1
Z 1

z 1
z

z
z 1

z
z 1

2. Find the Z Transform of n

Page

65

Answer:

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Z f n

f nz

n 0

Z n

nz

n 0
n

nz

0 z

2z

3z 3 ...

n 0

1 z

1
1
1
z
z

1 z
z z 1

z
z 1
3.

Find the Z Transform of n2.

Answer:

Z n2 Z nn
d
z
dz

4.

d
Z n
dz

z
z 1

( z)

, by the property,

z 1

z2 z 1

z 1

z2 z
( z 1)3

State Initial & Final value theorem on Z Transform


Initial Value Theorem
If Z [f (n)] = F (z) then f (0) = lim F ( z )
z

Final Value Theorem


n

lim( z 1) F ( z )
z 1

66

If Z [f (n)] = F (z) then lim f (n)

Page

6. State convolution theorem of Z- Transform.


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Answer:
Z[f(n)] = F(z) and Z[g(n)] = G(z) then Z{f(n)*g(n)} = F(z) G(z)

7. Find Z Transform of

na n

Answer:

Z f n

f nz
n 0

Z na n

na n z

n 0

a
n
z
0

0
2

a
a
1
z
z

8. Find Z Transform of

a
2
z

a
3
z

...

az
2

z a

sin

and

Z f n

n
2

f nz

n 0

z z cos
z 2 2 z cos

Z cos n

z z cos
Z cos n

2 z cos

z2

2
2

z2 1

67

We know that

n
2

Page

Answer:

cos

a
z

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Z sin n

Similarly

z sin
Z sin n

9. Find Z Transform of

z sin
2 z cos

z2

2 z cos

z2 1

1
n

Answer:

Z f n

f nz

n 0

1
n

1
z
n
n 0

1
z
n 1n

z1 z2 z3
....
1 2 3

1
log 1
z
log

z 1
log
z

z
z 1

10. Find Z Transform of

1
n!

68

Page

Answer:

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Z f n

f nz
n 0

1
n!
1
z
!
n
0

1
z
0 n!

z1 z2
1
1! 2!
e

11. Find Z Transform of


Answer:

Z f n

z3
....
3!

1
z

1
n 1
n

f nz
n 0

1
n 1

1
n 0

n 1
1

z
n 0

n 1
1

z z

z2
2

log 1

z log

( n 1)

z3
....
3
1
z

z
z 1

69

Page

12. Find Z Transform of an

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Answer:

f n

f n z
n 0

Z a

n
n 0

an
zn

n 0
1

a
z

a
z

a
z

...

a
z

a
z

a
z

z
z

13. State and prove First shifting theorem


Statement: If Z

f t

F z

, then

Z e at f (t ) F zeaT

Proof:

Z e at f (t )

anT

f (nT ) z

n 0

As f(t) is a function defined for discrete values of t, where t = nT,


then the Z-transform is

Z f (t )

f (nT ) z

F ( z ) ).

n 0

Z e at f (t )

f (nT ) ze aT

F ( ze aT )

n 0

Define unit impulse function and unit step function.


The unit sample sequence is defined as follows:

(n)

1 for n

0 for n

70

The unit step sequence is defined as follows:

Page

14.

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1 for n 0

u(n)

15.

0 for n 0

Z eat

Find Z Transform of

Answer:

Z eat

eanT z

eaT z

n 0

z eaT

n 0

z
z eaT

z an

z a

[Using First shifting theorem]

16.

Find Z Transform of

Z te 2t

Answer:

Z te

2t

Z t

Tz
z ze

2T

z 1

2
z ze 2 T

Tze 2T
ze 2T

[Using First shifting theorem]

17.

Find Z Transform of

Z et cos 2t

Answer:

Z et cos 2t

Z cos 2t

z z cos
z ze

ze
ze

2T

ze

2 cos

z 1

z ze

cos T

2cos T ze

Page

71

[Using First shifting theorem]

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18.

Find Z Transform of

Z e2 t

Answer:
Let f (t) = e2t , by second sifting theorem

Z e2(t

T)

Z f (t T )

z F ( z ) f (0)

ze 2T
z
1
ze 2T 1

19.

Find Z Transform of

Answer:

1
ze

2T

Z sin t T

Let f (t) = sint , by second sifting theorem

Z sin(t T ) Z f (t T ) z F ( z ) f (0)
z

20. Find Z transform of

z2

z2

z 2 sin t
2cos t z 1

3z n

2z 1

z sin t
0
2cos t z 1

n 1 n 2

Answer:

Z f n

f nz

n 0

Z n2
Z n2
z2

2n n 2
z n2

3n 2
z

z 1

z
z 1

z
z 1

72

n 1 n 2

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QUESTION BANK
Z-TRANSFORMS
1. (i)Find Z

8z 2
(2 z 1)(4 z 1)

(ii) Find Z

2. (i) Find Z
3.

& Z

z2
( z a)( z b)
z2
( z a) 2

&Z

& Z

8z 2
by convolution theorem.
(2 z 1)(4z 1)
z2
by convolution theorem
( z 1)( z 3)

z2
by convolution theorem
( z a)2

(i ) State and prove Initial & Final value theorem.


(ii) State and prove Second shifting theorem

(i) Find the Z transform of

z2

( z 2 4)

by residues.

(ii) Find the inverse Z transform of


5. (i) Find Z

z
2z 2

z2

&Z

(ii) Find Z

7.

1
n!

z2

(i)Solve y n 2

(i )Solve y n

6y n 1
4y n 1

3y n 1

(ii) Solve y n 3
9. (i)Find Z cos n

1
1
Hence find Z
n!
(n 1)!

and also find the value of sin(n 1)

(ii) Solve y n 2
8.

z2
7 z 10

6. (i)Find the Z transform of f (n)

z2 z
by partial fractions.
z 1 ( z 2 1)

3y n 1

& Z sin n

9y n
4y n

4y n 2
2y n

2n with y 0

and Z

1
(n 2)!

and cos(n 1) .

0& y 1

0 y(0) = 1 ,y(1) =0
0, n 2
0, y 0

given y(0) 3& y(1)


4, y 1

and also find Z a n cos n

0& y 2

8,

& Z a n sin n

73

(i) Find Z

Page

4.

1
2n 3
&
(n 1)(n 2)
(n 1)(n 2)

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