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1
= e x− y { put D = 1 , D′ = −1 }
1+ 2 +1
1
∴ the solution is z = f1(y+x) + x f2(y+x) + e x − y
4
1
Prepared by Department of Mathematics,
Agni College of Technology, Cehnnai - 130
AGNI COLLEGE OF TECHNOLOGY
Chennai – 600 130
Department of Mathematics
(4 − a )
2
b=
6. Form the pde by eliminating the constants a and b from z = (x2 + a2)
(y2+b2)
Differentiate the given equation w.r.t x and y, we get
p
p = 2x ( y2 + b2 ) ⇒ ( y2 + b2 ) =
2x
q
q = 2y ( x2 + a2 ) ⇒ ( x2 + a2 ) =
2y
using this in the given equation, we get pq = 4xyz
11. Form the pde of all planes cutting equal intercepts from the x and y axes.
x y z
The equation of plane is + + = 1
a a b
Differentiate this w.r.t. x and y, we get
1 1 1 q
+ = 0 and + = 0
a b a b
1 1 1 q
= − and = −
a b a b
p q
∴ equating, we get − =−
b b
p = q
3
Prepared by Department of Mathematics,
Agni College of Technology, Cehnnai - 130
AGNI COLLEGE OF TECHNOLOGY
Chennai – 600 130
Department of Mathematics
1
Particular Integral = ( x + y)
D + 3DD′ + 2 D′2
2
1
= ( x + y)
2 3 D 2 D′2
D 1 + + 2
D′ D
−1
1 3 D′ 2 D′ 2
= 1 + + 2 ( x + y)
D2 D D
1 3 D′ 2 D′ 2
= 2
1− + 2 + ........ ( x + y )
D D D
1 3 D′
= 2
1− ( x + y)
D D
1 3D′
= 2
( x + y) − 3 ( x + y)
D D
2 3
yx x
= −
2 3
∴ the solution is z = e f1 ( y + m1 x ) + e f 2 ( y +
c1 x c2 x
m2 x)
z = e o x f1 ( y + 2x ) + e − x f2 ( y + 2x )
16. Form the pde by eliminating the arbitrary constants a and b from
(x−a)2 + (y−b)2 = z2 cot2α
Differentiate the given equation w.r.t. x and y
2(x−a) = 2zp cot2α ⇒ (x−a) = zp cot2α
2(y−b) = 2zq cot2α ⇒ (y−b) = zq cot2α
p2 + q2 = tan2α
4
Prepared by Department of Mathematics,
Agni College of Technology, Cehnnai - 130
AGNI COLLEGE OF TECHNOLOGY
Chennai – 600 130
Department of Mathematics
p −1 x
=
q −1 y
py − qx = y − x
18. Form the pde by eliminating arbitrary functions from z = f(x) g(y)
Differentiate w.r.t x and y twice, we get
p = f ′ (x) g(y) q = f (x) g ′ (y) s = f ′ (x) g ′ (y)
19. Solve ( 4D 2 − 4D D ′ + D ′ 2 ) z = 0
1 1
The auxiliary equation is 4m2 – 4m + 1 = 0 i.e. m= ,
2 2
1 1
∴ the solution is z = f1 y + x + xf 2 y + x
2 2
22. Form the pde from z = x+ y + f(xy) by eliminating the arbitrary function
f.
Differentiate w.r.t x & y, we get
p = 1 + y f ′ (xy) and q = 1 + x f ′ (xy)
5
Prepared by Department of Mathematics,
Agni College of Technology, Cehnnai - 130
AGNI COLLEGE OF TECHNOLOGY
Chennai – 600 130
Department of Mathematics
p −1 y
=
q −1 x
∴ the solution is z = e f1 ( y + m1 x ) + e f 2 ( y +
c1 x c2 x
m2 x)
z = e 0 x f1 ( y −x ) + e x f2 ( y − 2x )
∂2 z
27. Solve 2 = xy
∂x
∂z x2
Integrating w.r.t. x twice, we get = y + f ( y)
∂x 2
x3
z = y + xf ( y ) + g ( y )
6
6
Prepared by Department of Mathematics,
Agni College of Technology, Cehnnai - 130
AGNI COLLEGE OF TECHNOLOGY
Chennai – 600 130
Department of Mathematics
4b ± 16b 2 − 4b 2
a=
2
=a b(2 ± 3)
∴ z = b ( 2 ± √3 ) x + by + c is the complete solution
∂2 z
29. Find the general solution of =0
∂x 2
∂z
Integrating w.r.t. x twice, we get = f ( y)
∂x
=z xf ( y ) + g ( y )
30. Form the pde by eliminating the arbitrary constants a & b from
z = a(x+y)+b
Differentiate the given equation w.r.t. x and y, we get
p=a and q=a
Equating, we get p=q
∂2 z
31. Solve = sin y
∂x 2
∂z
Integrating w.r.t. x twice, we get = x sin y + f ( y )
∂x
2
x
z= sin y + xf ( y ) + g ( y )
2
z x y
32. Find the complete integral of = + + pq
pq q p
Given equation is z = px + qy + ( pq ) 3/2
This is clairaut’s equation. ∴ the complete solution is z = ax + by + ( ab ) 3/2
Differentiate w.r.t a and b, we get
1
3 1
3
0= x + ( ab ) 2 b and 0= y + ( ab ) 2 a
2 2
1 1
3 3
x = − ( ab ) 2 b and y = − ( ab ) 2 a
2 2
x b x
Dividing, = i.e. b = a
y a y
9
Multiplying, xy = ( ab )
2
7
Prepared by Department of Mathematics,
Agni College of Technology, Cehnnai - 130
AGNI COLLEGE OF TECHNOLOGY
Chennai – 600 130
Department of Mathematics
9 2 a2 x2
xy = a 2
4 y
1
4 4 y3 4 y3 4
a = i.e. a=
9x 9x
1
4 y3 4 x
∴ b =
9x y
1
4 x3 4
=
9y
1 1 3
4 y3 4 4 x3 4 4 y 3 4 x3 8
z=x + y + .
9x 9y 9x 9 y
3
4 xy 4
= 4
9
35. Form the p.d.e. of all spheres whose radius is r and centres lie on the z-
axis.
The equation of the sphere is x2 + y2 + (z−a)2 = r2
8
Prepared by Department of Mathematics,
Agni College of Technology, Cehnnai - 130
AGNI COLLEGE OF TECHNOLOGY
Chennai – 600 130
Department of Mathematics
Differentiate w.r.t. x and y, we get
2x + 2(z−a)p = 0 and 2y + 2(z−a)q = 0
x y
z−a = − and z−a = −
p q
x y
Equating, we get − = −
p q
qx = py
36. Find the complete integral of (1−x) p + (2−y) q = 3−z
dx dy dz
The auxiliary equation is = =
1− x 2− y 3− z
dx dy
Consider =
1− x 2− y
2− y
log = log C1
1− x
2− y
= C1
1− x
3− z
similarly equating last two, we get = C2
2− y
9
Prepared by Department of Mathematics,
Agni College of Technology, Cehnnai - 130
AGNI COLLEGE OF TECHNOLOGY
Chennai – 600 130
Department of Mathematics
38.Find the pde by eliminating the arbitrary function from φ [z2 − xy, x/z ] = 0
x
Let u = z 2 − xy and v=
z
∂u ∂v
∂x ∂x
∴ φ ( u , v ) = 0 and the pde is given by =0
∂u ∂v
∂y ∂y
z − xp
2 zp − y
z2 = 0
xq
2 zq − x − 2
z
qy + z − p2 = 0
10
Prepared by Department of Mathematics,
Agni College of Technology, Cehnnai - 130
AGNI COLLEGE OF TECHNOLOGY
Chennai – 600 130
Department of Mathematics
Consider z = ax + by + c 1 + a 2 + b 2
Differentiate w.r.t a and b, we get
1 1
0 = x + c (1 + a 2 + b 2 ) 2 a 0 = y + c (1 + a 2 + b 2 ) 2 b
− −
and
1 1
x = − c (1 + a 2 + b 2 ) 2 a y = − c (1 + a 2 + b 2 ) 2 b
− −
and
x a ay
= i.e. b =
y b x
2
ay ay
∴ the complete solution is z = ax + y + c 1 + a2 +
x x
dx dy
Consider 2
= 2
x y
1 1 1 1
Integrating, = + C1 i.e. − = C1
x y x y
dy dz
Similarly, consider 2
= 2
y z
1 1 1 1
Integrating, = + C2 i.e. − = C2
y z y z
43. Find the p.d.e. of all planes passing through the origin.
The equation of plane passing through the origin is z = ax + by
Differentiate w.r.t. x and y, we get p = a and q=b
∴ the pde is z = px + qy
44. Find the particular integral of ( D3 − 3D2 D ′ − 4DD′ 2 + 12 D′ 3 )z =
sin(x+2y)
11
Prepared by Department of Mathematics,
Agni College of Technology, Cehnnai - 130
AGNI COLLEGE OF TECHNOLOGY
Chennai – 600 130
Department of Mathematics
1
Particular Integral = sin( x + 2 y )
D − 3D D′ − 4 DD′2 + 12 D′3
3 2
1
= sin( x + 2 y ) { put D2 = −1, D′2 = −4, DD′ = −2 }
− D + 3D′ + 16 D − 48 D′
1
= sin( x + 2 y )
15 D − 45 D′
15 D + 45 D′
= sin( x + 2 y )
225 D 2 − 2025 D′2
15cos( x + 2 y ) + 90 cos( x + 2 y )
=
225 + 8100
∴ the solution is z = e f1 ( y + m1 x ) + e f 2 ( y
c1 x c2 x
+ m2 x)
z = e − x f1 ( y ) + e x f2 ( y − x )
Eliminate the arbitrary function f from z = f
xy
48. and form the
z
PDE
Differentiate the given equation w.r.t. x and y, we get
12
Prepared by Department of Mathematics,
Agni College of Technology, Cehnnai - 130
AGNI COLLEGE OF TECHNOLOGY
Chennai – 600 130
Department of Mathematics
xy zy − xyp xy zx − xyq
p = f ′ and q = f ′
z z z z
2 2
p zy − xyp
Dividing, we get =
q zx − xyq
px = qy
50. Solve ( D 3 – 3 D D ′ 2 + 2 D′ 3 ) z = 0
The auxiliary equation is m3 − 3m +2 = 0
(m−1)(m−1)(m+2)=0
m = 1, 1, −2
∴ the solution is z = f1 ( y + x ) + x f2 ( y + x ) + f3 ( y − 2x )
51. Find the PDE of the spheres having their centers on the line x = y = z
The equation of the sphere is ( x − a )2 + ( y − a )2 + ( z − a )2 = r2
Differentiate w.r.t. x and y, we get
2( x − a ) + 2( z − a ) p = 0 and 2( y − a ) + 2( z − a )q = 0
(x−a) = −(z−a)p and ( y − a ) = − ( z − a )q
x + zp = a ( 1 + p ) and y + zq = a ( 1 + q )
x + zp y + zq
a = and a =
1+ p 1+ q
x + zp y + zq
Equating, we get =
1+ p 1+ q
( −1)
n
π2 ∞
1 1 1 π2
2. If x=2
+ 4∑ cos nx, deduce that + + + ... =
3 n =1 n2 12 22 32 6
Putting x = π, we get
π2 1 1 1
π =2
+ 4 2 + 2 + 2 + .....
3 1 2 3
1 1 1 π 2
2
+ 2 + 2 + ... =
1 2 3 6
∞
a
3. If 0 + ∑ ( an cos nx + bn sin nx ) is the fourier series of f(x) = x in (−1,1), find
2 n =1
a3 + b32 .
2
∫ [ f ( x)] (π 0 ) + ∑ an2
dx =−
2 0
0 4 2 1
5. Find bn in the expansion of f(x) = x2 as a fourier series in (−π, π)
π
1
bn =
π ∫
−π
f ( x)sin nx dx
π
1
bn = ∫π x
2
sin nx dx
π−
= 0 { since x2 sinnx is odd }
∫ [ f ( x)]
2
dx
1
l
π4
∫ x dx
0 4
RMS value = = =
l −0 l 0
5
9. Write the Parseval’s identity for the half range sine series of f(x) defined
in ( 0, l )
1 ∞
l
0 2 1
1 + cos x
,0 < x < π
10. Let f(x) be defined in (o,2π) by f ( x) = π − x and f(x+2π) = f(x).
cos x, π < x < 2π
Find the value of f(π).
15
Prepared by Department of Mathematics,
Agni College of Technology, Cehnnai - 130
AGNI COLLEGE OF TECHNOLOGY
Chennai – 600 130
Department of Mathematics
f (π − ) + f (π + )
Since x = π is a point of discontinuity, the fourier series converges to
2
1 + cos x
f (π − ) =Lt
x →π − π −x
− sin x
= Lt by L’Hospital rule
x →π − −1
= 0
f (π − ) =Lt cos x
x →π +
= −1
1
∴ f(π) = −
2
11. State Drichlet’s conditions for the convergence of the Fourier series of f(x)
in (0,2π) with period 2π.
i. f(x) is bounded function of period 2π
ii. f(x) has finite number of maxima or minima
iii. f(x) has finite number of points of discontinuity
then the Fourier series of f(x) converges to f(x) at all points where f(x) is continuous.
Also, it converges to the average value of the right and left hand limits of f(x) at each point
where f(x) is discontinuous.
12. State Euler’s formula for the fourier constants of a function defined in(c,
c+2l)
c + 2l
nπ nπ
l l
1 1 1
a0 =
l ∫
c
f ( x)dx an = ∫
l −l
f ( x) cos x dx
l
bn = ∫
l −l
f ( x)sin x dx
l
13. Find the half range cosine series of f(x) = cosx, 0 < x < π
The cosine series is f(x) = cosx { since a0 = 0, an = 0, n >1 and a1 = 1 }
14. Obtain the first term of the fourier series for the function f(x) = x2, −π <x<
π
The first term is a0
π
1
a0 = ∫ f ( x) dx
π −π
π
2
= ∫ x dx
2
π 0
16
Prepared by Department of Mathematics,
Agni College of Technology, Cehnnai - 130
AGNI COLLEGE OF TECHNOLOGY
Chennai – 600 130
Department of Mathematics
2π 2
=
3
15. To which value, the sine series of f(x) = x2 in ( 0, 5 ) converges at x = 5.
Consider F(x) = f(x) in 0 < x < 5
= − f(−x) in −5 < x < 0
F(x) = −x2 in −5 < x < 0
= x2 in 0 < x < 5
Now x = 5 is an end point.
f (−5) + f (5) 25 − 25
∴ the Fourier series converges to = = 0
2 2
18. What is the value of an in the fourier series expansion of f(x) = x 3, −π <x<
π
π
1
π −∫π
an = f ( x) cos nx dx
∫ [ f ( x)]
2
dx π
1 π4
∫ x dx
0 4
RMS value = = =
π −0 π 0
5
20. State the half range cosine series for the function f(x) in the interval 0 ≤ x ≤ 2l
a0 ∞ nπ
2l
1
f ( x=
) + ∑ an cos x where a0 = ∫ f ( x)dx
2 1 2l 2l 0
17
Prepared by Department of Mathematics,
Agni College of Technology, Cehnnai - 130
AGNI COLLEGE OF TECHNOLOGY
Chennai – 600 130
Department of Mathematics
nπ
2l
1
an =
2l ∫ f ( x)
0
cos
2l
xdx
21. If f(x) = 2x in (0,4), then find the value of a2 in the Fourier series
expansion.
Here 2l = 4 and hence l = 2
4
1
4
2π
4
sin π x cos π x
a2 = ∫ f ( x) cos x dx =
20 2 ∫0 x cos π x dx = ( x ) π − (1) − π 2 0 = 0
∞
sin nx
22. The Fourier series expansion of f(x) in (0,2π) is f(x) = ∑
n =1 n
. Find the
0 4 2
2π
a2 1 ∞
dx =0 + ∑ ( an2 + bn2 )
1
∫ [ f ( x)]
2
2π 0
4 2 1
1 ∞ 1
∑
1
RMS value = { given a0 = an = 0 and bn = }
2 1 n2 n
23. Define root mean square value of a function f(x) in ( 0,2l )
2l
∫ [ f ( x)]
2
dx
0
RMS value =
2l − 0
18
Prepared by Department of Mathematics,
Agni College of Technology, Cehnnai - 130
AGNI COLLEGE OF TECHNOLOGY
Chennai – 600 130
Department of Mathematics
b
∫ [ f ( x)]
2
dx
a
RMS value =
b−a
28. Find the coefficient b5 of cos5x in the fourier cosine series of the function
f(x) = sin 5x in the interval (0,2π).
b0 ∞
The fourier cosine series is f(x) = + ∑ bn cos nx
2 1
2π
2
bn =
2π ∫0
f ( x) cos nxdx
2π
2
b5 =
2π ∫ sin 5 x cos 5 xdx
0
= 0
∞
a
29. If cos3 x =
0
+ ∑ ( an cos nx + bn sin nx ) in 0 ≤ x ≤ 2π, find the sum of the series
2 n =1
∞
a02 1
4 2
+ ∑(a
1
2
n + bn2 )
5
=
16
30. The fourier series of x 2 in (0,2) and that of (x+2)2 in (−2,0) are identical
or not. Give reasons.
Here both the curves are periodic in the interval (0,2) and are identical. ∴ their
Fourier series are identical.
π
1
=
π −
∫π e − x cos nx dx
π
1 e− x
2 [
= − cos nx + n sin nx ]
π 1 + n −π
( −1)
n
= eπ − e −π
π (1 + n ) 2
2π c 4 2 1
34. State Parseval’s identity for the half range cosine expansion of f(x) in
( 0, l )
20
Prepared by Department of Mathematics,
Agni College of Technology, Cehnnai - 130
AGNI COLLEGE OF TECHNOLOGY
Chennai – 600 130
Department of Mathematics
l
a02 1 ∞
1
l ∫0
[ f ( x ) ]
2
dx = + ∑ an
2
( )
4 2 1
∫ [ f ( x)]
2
dx l
1 2 l2
l ∫0
0
RMS value = = x dx =
l −0 3
21
Prepared by Department of Mathematics,
Agni College of Technology, Cehnnai - 130
AGNI COLLEGE OF TECHNOLOGY
Chennai – 600 130
Department of Mathematics
π
1
bn =
π ∫π f ( x)sin nx dx =
−
0 { since f(x) sin nx is odd function }
2
= 1 − (−1) n
nπ
0, 0 < x < π
44. If the fourier series for the function f ( x) = is
sin x, π < x < 2π
1 2 cos 2 x cos 4 x cos 6 x 1
f ( x) =− + + + + ... + sin x , duduce that
π π 1.3 3.5 5.7 2
1 1 1 π −2
− + − ..... =
1.3 3.5 5.7 4
π π
Put x = in the series. Since x = is a point of discontinuity, fourier series converges
2 2
π
to f = 0
2
1 2 1 1 1 1
0= − + − + − + ... +
π π 1.3 3.5 5.7 2
1 1 1 π −2
− + − ..... =
1.3 3.5 5.7 4
22
Prepared by Department of Mathematics,
Agni College of Technology, Cehnnai - 130
AGNI COLLEGE OF TECHNOLOGY
Chennai – 600 130
Department of Mathematics
2l
a 1 ∞
2
1
∫ [ f ( x)]
2
dx = + ∑ an2 + bn2
0
( )
2l 0 4 2 1
a02 ∞
+ ∑ ( an + bn )
2 2
value of
2 1
By Parseval’s theorem, we have
2π
a2 1 ∞
2π 0 + ∑ ( an2 + bn2 ) = ∫ [ f ( x)]
2
dx
4 2 1 0
a 2 ∞ 2π
π 0 + ∑ ( an2 + bn2 ) = ∫x
2
dx
2 1 0
a 2 ∞ 8π 2
+ ∑ ( an + bn )
0 2 2
=
2 1 3
23
Prepared by Department of Mathematics,
Agni College of Technology, Cehnnai - 130
AGNI COLLEGE OF TECHNOLOGY
Chennai – 600 130
Department of Mathematics
50. To which value the half range sine series corresponding to f(x) = x 2 in
the interval ( 0 , 2 ) converges at x = 2.
Consider F(x) = f(x) in 0 < x < 2
= − f(−x) in −2 < x < 0
F(x) = −x2 in −2 < x < 0
= x2 in 0 < x < 2
f (2) + f (−2)
Now x = 2 is an end point. ∴the fourier series converges to =0
2
4 ( −1)
n
π2 ∞ ∞
1
51. If x=
2
+∑ cos nx in ( −π, π ) find ∑n
3 1 n2 1
4
2π 2 4(−1) n
Given f(x) = x2 , a0 = , an = and bn = 0
3 n2
By Parseval’s Identity, we have
π
a02 1 ∞ 2
2π + ∑ ( an
2
+ bn ) = ∫ [ f ( x ) ] dx
2
4 2 1 −π
a0 1
2 ∞ π
+ ∑ ( a 2
)
n =
2
π ∫ x 4 dx
4 2 1 2 0
π4 ∞
1 π4
+ 8∑ =
9 1 n4 5
∞
1 π4
∑1 n4 =
90
24
Prepared by Department of Mathematics,
Agni College of Technology, Cehnnai - 130
AGNI COLLEGE OF TECHNOLOGY
Chennai – 600 130
Department of Mathematics
1
54. Examine whether the function f(x) = can be expanded in a Fourier
1− x
series in any interval including x = 1.
At x = 1, f(x) is discontinuous at infinity. ∴ it cannot be expanded as a fourier series.
55. Without evaluating any integral, write the half range series with sine
terms for f(x) = sin3x in (o,π)
f(x) = sin3x
3 1
= sin x − sin 3 x
4 4
3. Write all possible solutions of the one dimentional wave equation utt = a2
uxx
( Aeλ x Be−λ x )( Ceλat + De−λat )
y ( x, t ) =+
( A cos λ x B sin λ x )( C cos λ at + D sin λ at )
y ( x, t ) =+
y ( x, t ) =( Ax + B)(Cx + D)
4. Find steady state solution, if the right and left ends of an insulated rod of
length 20 cm is kept at 20° C and 80° C respectively.
The solution of heat equation in steady state is u = ax + b
Here u = 20 when x = 0 and u = 80 when x = 20
Using this, we get b = 20 and a = 3
∴ the solution is u = 3x + 20
25
Prepared by Department of Mathematics,
Agni College of Technology, Cehnnai - 130
AGNI COLLEGE OF TECHNOLOGY
Chennai – 600 130
Department of Mathematics
5. A taut string of length 20 cm fastened at both ends, is disturbed from its
position of equilibrium by imparting to each of its points an initial velocity
of magnitude kx(20−x) for 0<x<20. Formulate the problem
mathematically.
y(0,t) = 0 for all t ≥ 0 y(20,t) = 0 for all t ≥ 0
y(x,0) = 0 for 0 ≤ x ≤ 20 yt (x,0) = kx (20−x) for 0 ≤ x ≤ 20
∂ 2u ∂ 2u ∂ 2u ∂u ∂u
6. Clasify the following II orde pde 4 2 + 8 +4 2 −6 −8 − 16u =
0
∂x ∂x∂y ∂y ∂x ∂y
Here A = 4, B = 8, C = 4
∆ = B2 − 4AC = 64 − 64 = 0.
∴ the pde is parabolic
9. If the ends of the string of length l are fixed and the mid point of the
string is drawn aside through a height b and the string is released from
rest. Write the boundary and initial conditions.
y(0, t) = 0 for all t ≥ 0 y(l, t) = 0 for all t ≥ 0 yt (x, 0) = 0 for 0 ≤ x ≤ l
2b l
x, 0,
l 2
y ( x, 0) =
2b l
(l − x), , l
l 2
10. Find the boundary and initial conditions of a rod of length l cm with
insulated surface is initially at temperature 100°C and at both ends are kept at
0°C.
u(0, t) = 0 for t ≥ 0 u(l, t) = 0 for t ≥ 0 u(x, 0) = 100 for 0 ≤ x ≤ l
∂ 2u ∂ 2u
12. Classify the pde 2 + 2 = 0
∂x ∂y
Here A = 1, B = 0, C = 1
∆ = B2 − 4 A C = −4
∴ the pde is elliptic
13. What is meant by steady state condition in one dimensional heat flow?
A state in which temperature is constant with respect to time is called steady state
14. A taut string of length 50 cm fastened at both ends, is disturbed from its
position of equilibrium by imparting to each of its points an initial velocity
of magnitude kx for 0<x<50. Formulate the problem mathematically.
y(0, t) = 0 for all t ≥ 0 y(50, t) = 0 for all t ≥ 0
y(x, 0) = 0 for 0 ≤ x ≤ 50 yt (x, 0) = kx for 0 ≤ x ≤ 50
15. Classify the pde: (x+1)zxx + √2 (x+y+1) zxy + (y+1)zyy + yzx − xzy +2sin x =
0.
Here A = x+1, B = 2 ( x+y+1), C = y+1
∆ = B2 − 4 A C
= 2(x+y+1)2 − 4 (x+1) (y+1)
= 2 ( x2 + y2 − 1 )
For all x and y such that x2 + y2 = 1, ∆ = 0. Then the pde is parabolic
For all x and y such that x2 + y2 < 1, ∆ < 0. Then the pde is elliptic
For all x and y such that x2 + y2 > 1, ∆ > 0. Then the pde is hyperbolic
17. If an insulated rod of length 50 cm has its ends A and B are maintained at
0°C and 100° C respectively, find steady state solution
The solution of heat equation in steady state is u = ax + b
Here u = 0 when x = 0 and u = 100 when x = 50
Using this, we get b = 0 and a = 2
∴ the solution is u = 2x
27
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∂ 2u ∂ 2u ∂ 2u ∂u ∂u
18. Classify the pde: +4 + 4 2 − 12 + + 7u = x 2 + y
∂x 2
∂x∂y ∂y ∂x ∂y
Here A = 1, B = 4, C = 4
∆ = B2 − 4 A C = 16 − 16 = 0
∴ the pde is parabolic
∂ 2u ∂ 2u ∂ 2u ∂u ∂u
19. Classify the pde: 3 2 + 4 +6 2 −2 + −u =0
∂x ∂x∂y ∂y ∂x ∂y
Here A = 3, B = 4, C = 6
∆ = B2 − 4 A C = 16 − 72 < 0
∴ the pde is elliptic
20. A rod of length 50 cm long with insulated sides has its ends A and B kept
at 20° C and 70° C respectively. Find steady state temperature
distribution of the rod.
The solution of heat equation in steady state is u = ax + b
Here u = 20 when x = 0 and u = 70 when x = 50
Using this, we get b = 20 and a = 1
∴ the solution is u = x + 20
21. A taut string of length L cm fastened at both ends, is disturbed from its
position of equilibrium by imparting to each of its points an initial velocity
of magnitude kx(L−x) for 0<x<L. Formulate the problem mathematically.
y(0, t) = 0 for all t ≥ 0 y(L, t) = 0 for all t ≥ 0
y(x, 0) = 0 for 0 ≤ x ≤ L yt (x, 0) = kx(L−x) for 0 ≤ x ≤ L
28
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24. Write the laplace equation in polar coordinates.
r 2urr + rur + uθθ =
0
25. Solve the equation 3 ux + 2 uy = 0, given that u(x,0) = 4 e−x by the method
of separation of variables.
Let u = XY be the solution where X = X(x) and Y = Y(y)
Then ux = X ′ Y and uy = XY ′
∴ 3 X ′ Y + 2 XY ′ = 0
3 X ′ Y = − 2 XY ′
X′ Y′
3 =
−2 = k
X Y
X′ k Y′ k
= and = −
X 3 Y 2
Integrating, we get
k k
log X = x + logA and logY = − y + logB
3 2
k k
x − y
X = A e3 and Y = Be 2
k k
x − y
∴ u = AB e 3
e 2
--------(1)
26. Write the one dimensional wave equation with initial and boundary
conditions in which the initial position of the string is f(x) and the initial
velocity imparted at each point x is g(x).
The one dimentional wave equation ytt = a2 yxx
y(0, t) = 0 for all t ≥ 0 y(l, t) = 0 for all t ≥ 0
y(x,0) = f(x) for 0 ≤ x ≤ l yt (x,0) = g(x) for 0 ≤ x ≤ l
27. State any two assumptions involved in deriving one dimensional wave
equation.
The string is perfectly flexible. It can transmit only tension but not bending or shearing
forces.
29
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Chennai – 600 130
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The effect of friction is negligible. The motion takes place entirely in one plane say xy
plane.
∂u 2 ∂ u
2
28. How many conditions are required to solve =α
∂t ∂x 2
Three conditions are required
29. Write down the governing equation of two dimensional steady state heat
conduction.
uxx + uyy = 0
33. State one dimensional heat equation with initial and boundary conditions.
The one dimensional heat eqhation is ut = α 2u xx
34. State any two solutions of the laplace equation by the method of variable
separable.
( Aeλ x + Be− λ x ) ( C cos λ y + D sin λ y )
u ( x, y ) =
( A cos λ x + B sin λ x ) ( Ceλ y + De− λ y )
u ( x, y ) =
u ( x, y ) =( Ax + B)(Cy + D)
35. In steady state conditions derive the solution of one dimensional heat flow
equation.
The one dimensional heat eqhation is ut = α 2u xx
In steady state the temperature is constant w.r.t time t. ∴ ut = 0
d 2u
∴ The heat equation becomes uxx = 0. i.e. =0
dx 2
30
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Chennai – 600 130
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Integrating w.r.t. x two times, we have u = ax + b
36. A string of length of length 2l is fastened at both ends. The mid point of
the string is displaced to a distance ‘b’ and released from rest in this posision.
Write the initial conditions.
yt (x, 0) = 0 for 0 ≤ x ≤ 2l
b
x, ( 0, l )
l
y ( x,0) =
b
(2l − x), ( l , 2l )
l
Tension
c2 =
mass
43. State any two laws which are assumed to derive one dimensional heat
equation.
Heat flows from a higher temperature to lower temperature
31
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The amount of heat required to produce a given temperature change in a body is
proportional to the Mass of the body and the temperature change.
44. Classify : u x x + x u y y = 0
Here A = 1, B = 0, C = x
∆ = B2 − 4 A C = −4x
When x = 0, ∆ = 0 and hence the pde is parabolic
When x < 0, ∆ > 0 and hence the pde is hyperbolic
When x > 0, ∆ < 0 and hence the pde is elliptic
45. A rod 30 cm long has its ends A and B kept at 20° C and 80° C
respectively until steady state conditions prevail. Find the steady state
temperature in the rod.
The solution of heat equation in steady state is u = ax + b
Here u = 20 when x = 0 and u = 80 when x = 30
Using this, we get b = 20 and a = 2
∴ the solution is u = 2x + 20
ii. y 2 u x x + u y y + ( u x ) 2 + ( u y ) 2 + 7 = 0
(i) Here A = y2 , B = −2xy , C = x 2
∆ = B − 4 A C = 4x2 y2 − 4x2 y2 = 0
2
49. Write any two solutions of the laplace equation obtained by the method of
separation of variables.
( Aeλ x + Be− λ x ) ( C cos λ y + D sin λ y )
u ( x, y ) =
( A cos λ x + B sin λ x ) ( Ceλ y + De− λ y )
u ( x, y ) =
u ( x, y ) =( Ax + B)(Cy + D)
33
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Chennai – 600 130
Department of Mathematics
∞
2 e − ax
2 (
= −a sin sx − s cos sx )
π a + s
2
0
2 s
=
π s + a22
2π −∞
ias
= e F (s)
k ,| x |< a
5. Find the Fourier transform of f(x), defined as f ( x) =
0,| x |> a
∞
1
F [ f ( x) ] = ∫ f ( x)eisx dx
2π −∞
a
1
=
2π
∫k
−a
eisx dx
a
k eisx
=
2π is − a
k
= {2 sin sa}
s 2π
34
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AGNI COLLEGE OF TECHNOLOGY
Chennai – 600 130
Department of Mathematics
∞
2
π∫
− ax
= e cos sxdx
0
∞
2 e − ax
2 (
= 2 −a cos sx + s sin sx )
π a + s 0
2 a
=
π s + a2 2
35
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eikx , a < x < b
11. Find the Fourier transform of f ( x) =
0, x < a and x > b
∞
1
F [ f ( x) ] = ∫ f ( x)eisx dx
2π −∞
b
1
∫e
ikx
= eisx dx
2π a
b
1
∫e
i( s+k ) x
= dx
2π a
b
1 ei ( s + k ) x
=
2π i ( s + k ) a
1 ei ( s + k ) b ei ( s + k ) a
= −
2π i ( s + k ) i(s + k )
1
12. Find the Fourier sine transform of
x
∞
2
FS [ f ( x) ] = ∫ f ( x) sin sxdx
π 0
∞
2 1
=
π ∫
0 x
sin sx dx
2 π
= ×
π 2
13. State Parseval’s identity in Fourier transforms
∞ ∞
∫ f ( x) dx = ∫
2 2
F ( s ) ds
−∞ −∞
1,| x |< a
14. Find the Fourier transform of f(x), defined as f ( x) =
0,| x |> a
∞
1
F [ f ( x) ] = ∫ f ( x)eisx dx
2π −∞
a
1
2π −∫a
= 1 eisx dx
a
1 eisx
=
2π is − a
36
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AGNI COLLEGE OF TECHNOLOGY
Chennai – 600 130
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eisa − e − isa
1
=
2π is
1
= {2sin sa}
s 2π
∞
1 2
=
2 π ∫ f ( x) ( sin(s + a) x )
0
dx +
∞
1 2
∫ f ( x) ( sin( s − a ) x ) dx
2 π 0
= ½ { Fs(s+a) + Fs(s−a) }
iba x x
17. If F(s) is the FT of f(x), show that F e f = aF ( as + b ) , a>0
a
∞
1
F [ f ( x) ] = ∫ f ( x)eisx dx
2π −∞
ib
x x 1
∞
x x
ib
F e a
f =
a
∫
2π −∞
e a f eisx dx
a
∞
1
∫e
ibt
= f (t ) eiats a dt
2π −∞
37
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AGNI COLLEGE OF TECHNOLOGY
Chennai – 600 130
Department of Mathematics
∞
1
f (t ) e(
as + b ) it
= a
2π −∞
∫ dt
= a F(as+b)
∞
1 2
=
2 π ∫ f ( x) ( cos(s + a) x )
0
dx +
∞
1 2
2 π ∫ f ( x) ( cos(s − a) x )
0
dx
= ½ { FC(s+a) + FC(s−a) }
38
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AGNI COLLEGE OF TECHNOLOGY
Chennai – 600 130
Department of Mathematics
∞
1
=
2π −∞∫ f ( x )ei ( s + a ) x dx
= F(s+a)
23. Find the Fourier cosine transform of f(x) = x for 0 < x < 1
= 2−x for 1 < x < 2
= 0 for x > 2
∞
2
FC [ f ( x) ] = ∫ f ( x) cos sxdx
π 0
1 2
2 2
=
π ∫ x cos sxdx +
0
π ∫ (2 − x)
1
cos sxdx
1 2
2 sin sx cos sx 2 sin sx cos sx
= ( x ) − (1) − 2 + ( 2 − x ) − ( −1) − 2
π s s 0 π s s 1
2 2 cos s − cos 2 s − 1
=
π s2
39
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AGNI COLLEGE OF TECHNOLOGY
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∞ s
1 1 i t 1
= ∫
a 2π −∞
f (t ) e a
dt { put ax = t and dx =
a
dt }
1 s
= F
a a
n dn
28. Find (a). F { x f(x) } (b). F n f ( x) in terms of F.T. of f(x)
dx
∞
1
(a) F [ f ( x) ] = ∫ f ( x)eisx dx
2π −∞
∞
d 1 ∂ isx
F [ f ( x)] = ∫ f ( x) e dx
ds 2π −∞ ∂s
∞
1
= ∫ f ( x) ( ix ) eisx dx
2π −∞
2 ∞
d 1
= ∫ ( ix )
2
F [ f ( x)] f ( x) eisx dx
ds 2 2π −∞
40
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AGNI COLLEGE OF TECHNOLOGY
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n ∞
d 1
= ∫ ( ix )
n
F [ f ( x)] f ( x) eisx dx
ds n 2π −∞
∞
= (i )
n 1
∫ f ( x) (x )en isx
dx
2π −∞
(i ) F x f ( x)
n n
=
1 dn
n
F x f ( x) = F [ f ( x) ]
(i ) n ds n
∞
d 1
(b) F f ( x) =
dx 2π −∞
∫ f ′( x )eisx dx
∞
1
= ∫ eisx d [ f ( x) ]
2π −∞
1 isx
∞
( e f ( x ) )−∞ − ∫ f ( x ) (is ) e dx
∞ isx
=
2π −∞
is
∞
= − ∫ f ( x ) e dx
isx
2π −∞
similarly,
∞
d2 1
F 2 f ( x) =
dx 2π ∫
−∞
f ′′( x) eisx dx
∞
1
= ∫e
isx
d [ f ′( x ) ]
2π −∞
isx ∞
( e f ′( x ) )−∞ − ∫ f ′( x ) (is ) e dx
1 ∞ isx
=
2π −∞
is
∞
= − ∫ e d [ f ( x ) ]
isx
2π −∞
is
∞
is
− − ∫ f ( x ) e dx
isx
=
2π 2π −∞
is
2
d2 ∞
F 2 f ( x) = − ∫ f ( x ) e dx
isx
dx 2π −∞
is
n
dn ∞
∴ F n f ( x) = − ∫ f ( x) e dx
isx
dx 2π −∞
∝
29. Solve the integral equation ∫ f(x) cos λx dx = e − λ
41
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0
2
Multiply the given equation by
π
∞
2 2
π ∫ f ( x)
0
cos λ x dx =
π
e−λ
2
FC[ f(x) ] = e−λ
π
2 −λ
f(x) = FC−1 e
π
∞
2
π∫
−λ
= e cos λ x d λ
0
∞
2 e−λ
2 (
= − cos λ x + x sin λ x )
π 1 + x 0
2 1
=
π 1 + x2
30. If FC(s) is the Fourier cosine transform of f(x), prove that the Fourier
1 s
cosine transform of f( a x ) is FC
a a
∞
2
FC [ f ( x) ] = ∫ f ( x)cos sxdx
π 0
∞
2
FC [ f (ax) ] = ∫ f (ax)cos sxdx
π 0
∞
1 2 s
=
a π0 ∫ f (t ) cos t dt
a
1 s
= FC
a a
0, t < 0
The unit step function is defined as u ( n) =
1, t ≥ 0
42
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Department of Mathematics
∞ n
1
Z [ u(n) ] = ∑ u (n)
n =0 z
2
1 1
= 1 + + + .....
z z
−1
1
= 1 −
z
z
=
z −1
2. Form a difference equation by eliminating the constant A from yn = A.3n
Given yn = A.3n
yn+1 = A 3 . 3n
= 3 yn
yn+1 − 3 yn = 0
Z [ n an ] = { Z[ n] } z→
z
a
z
= 2
( z − 1) z → z
a
az
=
( z − a)
2
nπ
5. Find the Z transform of sin
2
z sin θ
We know that Z[ sin nθ ] = 2
z − 2 z cos θ + 1
π z
Z sin n = 2
2 z +1
6. Find the difference equation generated by yn = a + b.2n
Given yn = a + b.2n
yn+1 = a + 2 b.2n
43
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n
yn+2 = a + 4 b.2
yn 1 1
Eliminating a and b, we get yn +1 1 2 = 0
yn + 2 1 4
yn+2 − 3yn+1 + 2yn = 0
an
for n ≥ 0
7. Find the Z transform of x(n) = n !
0 otherwise
an
Z [ x(n) ] = Z
n!
an 1
∞ n
= ∑
n =0 n ! z
∞
( az )−1 n
= ∑
n =0 n!
= 1+
( az ) + ( az )
−1 −1 2
+ ......
1! 2!
a
z
= e
z2
8. If F ( z ) = , find f(0)
1 1 3
z − z − z −
2 4 4
By Initial value theorem, we know that f(0) = Lt F ( z )
z →∞
1
f (0) = Lt 1 1 3
z →∞
z 1 − 1 − 1 −
2z 4z 4z
= 0
n
9. Find the Z transform of 3
∞ n
1
n
Z [3 ] = ∑
n =0
n
3
z
∞ n
3
= ∑n =0
z
44
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2
3 3
= 1 + + + .....
z z
−1
3
= 1 −
z
z
=
z −3
45
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Department of Mathematics
∞ n
1
Z [ f(n) ] = ∑
n =0
f (n) = F(z), where z is an arbitrary complex number
z
14. Form a difference equation by eliminating arbitrary constants from
un = a 2n+1
Given un = a 2n+1
un+1 = a 2 . 2n+1
un+1 = 2 u n
un+1 − 2 un = 0
( −2 ) ( −5)
n n
46
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Department of Mathematics
z z
= + 2
( z − 1) z −1
2
22. Find Z [ e − i a t ]
We know that Z [ e − i a t f(t) ] = Z[ f (t )]z → zeaT
Z [ e − i a t ] = Z[1] i a T
z → ze
z
=
z −1 z → ze
i a T
z ei a T
=
zei a T − 1
n =0 z
47
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∞ n
a
= ∑
n =0
f ( n)
z
n
∞ 1
= ∑ f ( n)
n =0 z
a
z
= F
a
d
24. Show that Z [ n f(n) ] = − z ----- F(z) where F(z) = Z [ f(n) ]
dz
∞
We know that F(z) = ∑ f ( n)
n =0
z −n
∞
d
F ( z) = −∑ n f (n) z − n −1
dz n =0
∞
1
= −
z
∑ nf (n)
n =0
z −n
d
−z F ( z ) = Z [ n f(n) ]
dz
∞
= ∑
m = −∞
f ( m) z m { put −n = m }
∞ m
1
= ∑
m = −∞
f ( m)
z
1
= F
z
26. Find the Z transform of n 2
48
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Z [ n2 ] = Z [ n . n ]
d
= −z Z [n]
dz
d z
= −z
dz ( z − 1)2
z2 + z
=
( z − 1)
3
49
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