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## MA6351-TRANSFORMS AND PARTIAL

DIFFERENTIAL EQUATIONS

SUBJECT NOTES

Department of Mathematics
FATIMA MICHAEL
COLLEGE OF ENGINEERING &
TECHNOLOGY

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Basic 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

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 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

23. udv
a

24.

f ( x)dx
a

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

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

## 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

F(P,Q) = 0

Page

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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

we get
F(P,Q) = 0

xp = P & yq = Q

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

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)

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)
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)

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
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

xy
z

xy
z

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

Put p = a, q = b

a
1 a

a
a 1

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
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

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

f x2

## y 2 and form the PDE.

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

General form of the sphere equation is

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x2

y2

z c

r2

(1)

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

(2)

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

(3)

x
p
That is

y
q

py -qx =0

ax by

a 2 b2

z ax by
p

a; q
z

px

p2

qy

## 11. Find the singular integral of

q2

px

qy

pq

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

dy
y

dz
z

16

dx
x

Page

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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

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.

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

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

Auxiliary equation is

ex

m2 3m 4 0

m 4 m 1

PI

1
3DD

4D

ex

1
ex
1 3 4

4D 2 z

4DD

e2 x

1 x
e
6

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

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

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

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

q 2 4 pq

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

(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

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

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

22

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

f (2)

f (0)

f(0) = f(2 ) =

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

## 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

Page

a0

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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

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.
Given f(x) = x3

Page

25

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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 <

Given f(x) = x x3

## Hence f(x) is an odd function

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

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 (

, )
, )

(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

Page

26

## Department of Mathematics FMCET MADURAI

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x

Given f x

x l/2

l x l/2

x l

x l/2

l x l/2

x l

Given f x

x l/2

l x l/2

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

sin n 2 n x
sin
n2
l
n 1

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

Page

27

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

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Given f(x) = |x|

ao

xdx
0

2 x2
2

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

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

x 1

28

ao

Page

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

f ( x)

x in (0,

(1)

sin nx
n2

bn

f ( x) sin nxdx
0

x sin nxdx

cos nx
n

( 1) n
n

2( 1) n
n

f x
n

2( 1) n 1
sin nx
n
0

x in (0, 5)

f ( x)

5

ao

2
xdx
50

2 x2
5 2

2 52
5 2

(i) If f ( x)

(ii) If f ( x)

Page

29

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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

1
32

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

. ).

4

90

(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, )

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

2
4

18

24

28

26

20

30

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)

## (ii) Find the Fourier series of f x

(ii) Find the Fourier series for

1
32

, ).

in

(0, )

2 in ( , 2 )
2

1
.........
52

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

Page

8.

1
12

f x

ex in (

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cx

,0

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

Page

## Department of Mathematics FMCET MADURAI

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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

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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

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(

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,

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)

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)

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<

x

Be

)Ce

u ( x, y ) ( Ae
2 2

2 2

2 2

=0

2 2

u ( x, y )

u (0, y )

2 2

u (, y )

( A)(Ce

Be

( B sin x)(Ce

( B sin )(Ce

0 ( B sin )(Ce

De

(2)

De

De

De

(3)

De

2 2 2

u ( x, y )

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

u(l,t) = 0

u( x, t )

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

u(0,y) = 0

A=0
Then (2) becomes

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

t

Be

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

u(0,t) = 0
2 2

( A)Ce

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

(4)

Page

EQUATION

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7

u(x,0) = f(x)

u ( x, 0)

Bn sin(
n 1

f ( x)

Bn sin(
n 1

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

Bn

n x
)(Ce

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

u ( x, y )

( B sin

n x
)( De

n y

u ( x, y )
n

u ( x, t )
n

(5

y(x,0) = f(x)

u ( x, 0)

Bn sin(
n 1

Where Bn

n y

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
)

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

Bn

u ( x, y )

Bn sin(
n 1

n x
)e

n y

Where Bn

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

2

u
x2

u
y2

Page

37

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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

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

2

u
x2

u
y2

u
y

u
x

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

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

2

2
u
u
4
2
x
x y

u
6
y2

u
x

u
y

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

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ii) y uxx
2

uyy ux

uy

7 0

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

y
2

c2

x2

2

y
2

c2

x2

here a 2

T
m

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

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
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
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.
(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
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?
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

kA

u
x

Page

(the rate at which heat flows across an area A at a distance from one end of a bar is

40

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## Q=Quantity of heat flowing

k Thermal conductivity
A=area of cross section

u
x

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

u ( x, y ) ( Ae

Be

## 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.
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
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

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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?
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?
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?
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
Here a=30C & b=80C
In Steady state condition The Temperature u ( x, t )

b a x
a
l

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

Page

10.

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Unit - 4

FOURIER TRANSFORMS
FORMULAE

1
2

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

## 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

## 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

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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

x
x

ii)

x2

0

2 2

sin sxds

1
x

a2

ax

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.

## 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.

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

F s

ds

f x

dx

## 4. State Convolution theorem.

The Fourier transform of Convolution of f x

transforms.

F sGs

49

F f g

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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

F x f ( x)

dn
( i) n F (s)
ds
n

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

50

Diff w.r.t

f x eisx dx

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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

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]

1
2

2
2
i

f x eisx dx

1
2

1
2

x eisx dx
x

x a

a

0

a;

2i
x
2

cos sx
s

(1)

sin sx
s2

as cos as sin as
s2

Page

52

F f x

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

1
2

F s

f x eisx dx

have

1
2

f x

F s e

isx

ds

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

f ( x)

eimx , a
0,

x b

otherwise

Page

53

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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

dx

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

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

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

1
s

f ( x)

1
2

4 s 1

1,

x 1

x 1

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)

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

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

56

is called self

Page

reciprocal.

x2

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

x
x

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

x
x

a2

f x e ax

L et

Fs e

ax

s
s2 a2

2
0

(ie)
0

s
s2 a2

sin sx ds

sin sx ds

e ax , a 0

57

ax

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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

x cos x sin x
x
cos
dx
3
x
2

deduce that
0

sin x
i)
dx
x
0

a
a

dx

15

. hence

f ( x)

1 if x

0 if x

ii)
0

f ( x)

x2

sin x x cos x
x3

sin x
dx
x

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

ii)
0

sin x
dx
x

58

if x

Page

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5. Evaluate

x2

i)
0

x2 a

dx

ii)

dx

x2 a2

0

x2

x2

dx

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

x
2

is e

s
2

; whenx

cos x; when o

2

x a

; whenx a

a2 x2

## 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

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

ax

cos ax

59

cos 2 x
dx
x 2 16

x sin x
dx
1 x2

Page

that (i)

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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

Z f ( n)

F z

f (n) z

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

1 for n 0
0 for n 0

60

u(n)

Page

Properties

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1. Z Transform is linear
(i)

## 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

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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

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 ]

## 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

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

Z f (n)

F z

f (n) z

Z f ( n)

F z

f (n) z

n 0

Z f n

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

Page

65

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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.

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

Page

## 6. State convolution theorem of Z- Transform.

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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

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

cos

a
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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

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

1
n!

68

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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

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

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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

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14.

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1 for n 0

u(n)

15.

0 for n 0

Z eat

Find Z Transform of

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

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

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

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18.

Find Z Transform of

Z e2 t

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

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

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

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

Page

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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

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)!

(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

4, y 1

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)

## Department of Mathematics FMCET MADURAI

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