Partial Differential Equations Muzammil Tanveer PDF

Partial Differential Equations
Muzammil Tanveer
mtanveer8689@gmail.com
0316-7017457
Dedicated
To
My Honorable Teacher
&
My Parents
1
Collected by: Muhammad Saleem Composed by: Muzammil Tanveer
Lecture # 01
Differential Equations:
An equation containing the derivatives of one dependent variable, with respect
to one or more independent variables, is said to be a differential equation (D.E).
Types: D.E has two types
(i) Ordinary differential equations (ODEs)
(ii) Partial differential equations (PDEs)
Ordinary differential equations:
If an equation contains only ordinary derivatives of the dependent variables
with respect to a single independent variable called ordinary differential
equation. For example
dy x d 2 y dy
 5y  e , 2   6y  0
dx dx dx
Partial Differential Equations:
An equation involving the derivatives of an unknown function or dependent
variable w.r.t two or more independent variables is called a partial differential
equation. For example
 2u  2u  2 u  2u u
2
 2 0 , 2
 2 2
x y x y t
Method of separation of variable or product method or Fourier
method:
In this method the unknown function of a partial differential equation is written
as a product of functions. Each function in the product depends only on single
independent variable which is involved in to equation. Number of these
functions is equal number of independent variables.
Some useful techniques for solving problems:
Consider a differential equation
d2y dy
a 2  b  cy  0
dx dx
2
Let y  e mx
dy
 memx
dx
d2y
2
 m 2e mx
dx
 am 2 e mx  bme mx  ce mx  0
 am 2
 bm  c  e mx  0
The auxiliary equation
am2  bm  c  0
Let m1 and m2 be its roots. Then
y  x   Ae m1 x  Be m 2 x
L et m1     and m 2     be roots
    x     x
y  x   Ae  Be
y  x   Ae x x
 Be x x
x x
y  x   Ae x .e  Be x .e
y  x   e  x Ae  x
 Be   x

 e y  coshy  sinhy & e  y  coshy  sinhy
  
y  x   e x  A cosh  x  sinh  x  B cosh  x  sinh  x 
  
y  x   e x   A  B  cosh  x   A  B  sinh  x 
y  x   e x  C cosh  x  D sinh  x   A  B  C & i  A  B   D
If  = 0 y  x   C cosh  x  D sinh  x
3
Roots are complex:
If m1    i  , m2    i 
y  x   Ae i  x  Be i  x

y  x   Ae  x  i  x  Be  x  i  x
y  x   A e  x .e  x  B e  x .e  i  x
y  x   e x  Aei x  Be i x 
y  x   e x  A cos  x  i sin  x   B  cos  x  i sin  x  
y  x  e x  A  B cos  x  i  A  B sin  x

y  x   e  x C cos  x  D sin  x   A  B  C & i  A  B   D
If  = 0, y  x   C cosh  x  D sinh  x
d2y
Question: Solve the D.E 2
2 y  0
dx
Solution: Let y  e mx
dy
 memx
dx
d2y
2
 m 2 e mx
dx
 m 2 e mx   2 e mx  0
  m2   2  emx  0
m2   2  0
m2   2  i2 2
4
m    y  x   A cos  x  B sin  x
Eigenvalues and Eigen function:

When a linear operator x on a function convert the function into another
function. The obtained function is some scalar multiple of the original function.
The function is called Eigen function or characteristic or proper function. The
scalar is called on Eigen value or characteristic or proper value or latent value
e.g.
y  cos  m x 
dy
 m sin  mx 
dx
d2y
2
 m2 cos  mx 
dx
d2y
2
 m2 y
dx
  m 2 is called Eigen value.
Solution of Non-Homogeneous equation:
ax  by  c
a1 x  b1 y  c1
a b
has unique solution if 0
a1 b1
a b
has no solution if 0
a1 b1
Solution of Homogenous equation:
ax  by  0
a1 x  b1 y  0
5
a b
has trivial and unique solution (0,0) if 0
a1 b1
a b
has infinite many solution if 0
a1 b1
Question: Determine Eigenvalues and Eigen function associated with the
following boundary value problem
d2y
  y  0 ; y  0  0 , y  L   0
dx2
Solution: Here arises three cases
(i) <0 , (ii)  = 0 (iii)  > 0
Case-I:  < 0
Let     2 ;   0
 d2 2 
 2  y 0
 dx 
d2
2
 2  0
dx
d2
2
 2
dx
d
 
dx
 y  x   Ae  x  Be   x  y 0   0
y  0   Ae 0  Be 0  A  B  0 _____  i 
Ae  L  Be   L  y  L 
 yL  0
6
Ae L  Be L  0 ____  ii 
Eq (i) and (ii) are two homogeneous equation
1 1
L  L
 e  L  e L  0 has unique solution (0,0)
e e
A=B=0
 y(x) = 0
Case-II:  = 0
d2y
0
dx 2
d2
0
dx 2
d
 0,0
dx
 y  x    A  Bx  e 0 x  A  Bx
 y 0  0
0   A  B0  A  0
 y L   0
0  A  B L  B L  0  A  0
B  0 , L 0
 y  x   0 trivial solution
Case-III:  > 0
Let    2
7
 d2 2 
 2  y 0
 dx 
d2
2
 2  0
dx
d2
2
  2
dx
d
 i
dx
y  x   A cos  x  B sin  x  y 0   0
0  Acos0  B sin0  A  0
y  x   B sin  x
 yL  0
0  Bsin  L
For non-trivial solution
B  0 , sin  L  0
 L  n
 sin x  0  x  sin 1  0 
 x  n , n  Z
n
 ; n  0, 1, 2, 3, 4,.....
L
2
 n 
   ; n  0,  1,  2,  3,  4,.....
 L 
2
 n 
   ; n  0,1, 2,3, 4,.....   ve neglect due to square
 L 
8
 y  x   B sin  x
 n 
 y  x   B sin  x ; n  0,1, 2,3,....
 L 
For n = 0
y  x   B sin 0  0
2
 n  2
     ; n  1, 2, 3,....
 L 
 n 
 y  x   B sin  x ; n  1,2,3,....
 L 
Cauchy Euler Equation:
ndn y n1 d
n1
y 2
2 d y dy
an x  an 1 x  ....  a2 x  a1 x  a0 y  f  x 
dx n dx n1 dx 2 dx
This is called Cauchy Euler equation or Equidimensional equation.
d2y2 dy 2
Question: Solve x  x n y 0
dx2 dx
Solution: let y  xm
dy
 mxm1
dx
d2y
2
 m  m  1 x m2
dx
x 2 m  m  1  x m  2  xmx m 1  n 2 x m  0
m 2
 m  x m22  mx m11  n2 x m  0
m 2
 m  m  n2  x m  0
m 2
 n2  x m  0
9
m2  n2  0 , xm  0
m2  n2
 m  in
 y  x   Ax ni  Bx  ni
ni  ni
 y  x   Aeln x  Beln x
 y  x   Ae 
i nln x  i nln x 
 Be
 y  x   A cos  n ln x   i sin  n ln x    B cos  n lnx   i sin  n ln x  

 y  x    A  B  cos  n ln x   i  A  B  sin  n ln x 
 y  x   C cos  n ln x   iD sin  n ln x   A  B  C , iA  B  D
 a  elna
Proof:
Let z = elna
ln z  ln eln a
ln z  ln a ln e
ln z  ln a
z a
 a  elna
10
Lecture # 02
Question: Solve the PDE  x x   2 t
B.C:   0, t   0    L, t 
I.C:   x , 0   f  x 
2
Solution: The given PDE x x   t _____  i 
Suppose that the solution of equation (i) is
  x, t   X  x  T  t  ____  ii 
Substituting (ii) in (i), we have
2 2 
 XT     XT 
x 2 t
d2X dT
 T 2 2X
dx dt
Divide both side by XT
1 d 2 X  2 dT
  ___  iii 
X dx 2 T dt
L.H.S of (iii) is a function of X and R.H.S is of T. This only possible if both
functions are equation to some constant (say 2).
1 d 2 X  2 dT
 2
   2 ___  iv 
X dx T dt
From (iv) 1 d2X

 2
  2
X dx
d2X
 2
 2 X  0
dx
 d2 
  2  2  X  0
 dx 
d2
The auxiliary equation 2
 2  0
dx
11
d
  i
dx
 X  x   A cos   x   B sin   x  ____  v 
Transformed B.C X(0) = 0 = X(L)

(v)  0 = Acos0 + Bsin0  A = 0
(v)  X(x) = B sin(  x) _____ (vi)
0  B sin   L   B  0 , sin  L  0
 L  n ; n  1,2,3,....
n
  ; n  1,2,3,....
L
 n x 
(vi)  X  x   B sin  
 L 
Again from (iv)
 2 dT
  2
T dt
dT  2
 T 0
dt  2
 d 2 
  2 T  0
 dt  
d 2
 0
dt  2
d 2
 2
dt 
2
 t
2
 T  t   Ce
12
Put the value of 
n 2 2
 t
 2 L2
 T  t   Ce
Put the value of X(x) , T(t) in (ii)
n2 2
 n x   2 2t
  x, t   B sin   . Ce  L
 L 
n2 2
 n x    2L2 t
  x, t   An sin  e  BC  An
 L 
Now by applying Principle of superposition
 n2 2
 n x    2L2 t
  x, t    An sin  e ____  viii 
n1  L 
Put t = 0 in (viii)

 n x  0
  x,0    An sin  e
n 1  L 

 n x 
f  x    An sin  
n1  L 
 m x 
Multiplying by sin   both side and integrate w.r.t x from 0  L, we get
 L 
L L
 m x   n x   m x 
0 f  x  sin   dx    An sin   .sin   dx
 L  0 n1  L   L 
L  L
 m x   n x   m x 
0 f  x  sin   dx   An  sin   .sin   dx
 L  n1 0  L   L 
L L
 m x  1   n x   m x 
0 f  x  sin   dx   An  2.sin   .sin   dx
 L  2 n1 0  L   L 
13
L
 m x  1  L x x
 f  x  sin   dx   An   cos  n  m   cos  n  m   dx
0  L  2 n1  0 L L 
L
x x
L sin  n  m sin  n  m
 m x  1  L  L
0 f  x  sin  L  dx  2 
n1
An
 n  m  n  m
0
Where n , m = 1,2,3,….
Using orthogonality condition.
L
 m x 
0 f  x  sin   dx  0 if m  n
 L 
L  L
 m x   n x   n x 
0 f  x  sin   dx   An sin   .sin   dx if m  n
 L  n1 0  L   L 
L  L
 m x  2  n x 
0 f  x  sin   dx   An sin   dx
 L  n1 0  L 
  n x  
 1  cos 2  
L 
L  L
 m x  
 f  x  sin   dx   An    dx
0  L  n 1 0  2 
 
 
L
 n x 
L sin 2  
 m x  1   L 
 f  x  sin   dx   An x 
0  L  2 n1 2n
L 0
L
 m x  1 
0 f  x  sin  L  dx  2 
n1
An  L  0 
L
 m x  L 
 f  x  sin   dx   An
0  L  2 n1
14
 L
2  m x 
  An   f  x  sin   dx
n1 L 0  L 
Put in (viii)
2 2
  2 L  m x    n x    2L2 t 
n
  x, t      f  x  sin   dx  sin  e 
n1  
 0 L  L    L  
Which is the required solution of the given PDE.
Question: Solve the PDE  x x   2 t t

B.C:   0, t   0    L, t 
I.C:   x , 0   f  x  & t  x , 0   g  x 
2
Solution: The given wave equation x x   tt _____  i 
  x, t   X  x  T  t  ____  ii 
2 
2 
XT    2  XT 
x t
d2X dT
 T 2 2X
dx dt
1 d 2 X  2 dT
 
X dx 2 T dt
L.H.S of (iii) is a function of X and R.H.S is of T. This only possible if both
functions are equation to some constant (say 2).
1 d 2 X  2 dT
 2
   2 ___  iii 
X dx T dt
15
1 d2X
From (iii)  2
  2
X dx
d2X 2
   X 0
dx2
 d2 
  2  2  X  0
 dx 
d2
2
 2  0
dx
d
  i
dx
 X  x   A cos   x   B sin   x  ____  iv 
Transformed B.C X(0) = 0

(iv)  0 = Acos0 + Bsin0  A = 0
(iv)  X(x) = B sin(  x) _____ (v)
Put X(L) = 0
0  B sin   L   B  0 , sin  L  0
 L  n ; n  1,2,3,....
n
  ; n  1,2,3,....
L
 n x 
(v)  X  x   B sin  
 L 
 2 d 2T
Again from (iii) 2
  2
T dt
d 2T  2
 T 0
dt 2  2
16
 d 2 2 
 2  2 T  0
 dt  
d 2 2
 0
dt 2  2
d2 2
 2
dt 2 
d 
 i
dt 
   
 T  t   C cos  t   D sin  t
   
n  n   n 
  T  t   C cos   t  D sin  t ; n  1, 2,3,....
L L  L 
Put the value X(x), T(t) in (ii)
 n x    n   n  
  x, t   B sin   . C cos   t  D sin  t 
 L     L    L  
 n x    n   n  
  x, t   sin    BC cos   t  BD sin  t 
 L    L    L  
 n x    n   n  
  x, t   sin   nA cos   t  Bn sin   t   BC  An & BD  Bn
 L  L  L  

 n x    n   n  
  x, t   sin    An cos   t  Bn sin  t  ____  vii 
n1  L    L    L  

 n x 
Transformed I.C, t = 0   x,0  sin    An cos  0  Bn sin  0 
n1  L 
17

 n x 
f  x   sin   An  0 
n1  L 

 n x 
f  x    An sin  
n1  L 
 m x 
 L 
L  L
 m x   n x   m x 
0 f  x  sin   dx    An sin   .sin   dx
 L  0 n1  L   L 
L  L
 m x   n x   m x 
0 f  x  sin   dx   An  sin   .sin   dx
 L  n1 0  L   L 
By orthogonality principle
L
 m x 
 f  x  sin 
0
L 
 dx  0 if n  m
L
 m x  L
 f  x  sin   dx  Am if n  m
0  L  2
L
2  m x 
Am   f  x  sin   dx
L0  L 
Put the value of An in (vii)
L

 m x   2  m x    m   m  
  x,t   sin    f  x sin dx cos
   t  Bn sin  t  ___ viii
n1  L L
  0  L    L  L  
Now differentiate (vii) w.r.t ‘t’

 m x    m   m   m   m  
t  x, t   sin     An   sin   t  Bn   cos  t 
n1  L    L    L    L    L  
Applying I.C t  x,0  g  x 
18

 m x    m   m  
t  x,0  sin     Am   sin  0  Bm   cos  0 
n1  L   L   L  

 n x   n 
g  x   sin  . Bn  
n1  L  L 
 m x 
Multiplying by sin   both side and integrate w.r.t x from 0  L, Also
 L 
applying the orthogonality principle,
L L 
 m x   n   n x   m x 
0 g  x  sin   dx    Bn   sin   .sin   dx
 L  0 n1   L   L   L 
L
 m x 
0 g  x  sin   dx  0 if m  n
 L 
L
 m x  L  n 
0 g  x  sin   dx  Bn   if m  n
 L  2 L 
L
2  n x 
Bn  g  x  sin  dx
n 0

 L 
Put the value of Bn in (viii)
L L

 nx2  nx   n  2  nx   n  
 x,t sin   f  x sin dx cos t  g x sin dxsin t 
n1  L L 0  L   L n 0  L   L 
is the required solution of the given PDE.
19
Lecture # 03
Question: Solve the PDE  x x   y y  0 w ith
B.C:   0, y   0    a, y 
I.C:   x , 0   0 ,  y  x , b   f  x 
Solution: The given PDE is x x  y y  0_____  i 

  x, y   X  x  Y  y  ____  ii 
2 2
 XY   2  XY   0
x 2 y
d2X d 2Y
Y 2  X 2 0
dx dy
Divide both side by XY
1 d 2 X 1 d 2Y
  0
X dx2 Y dy 2
1 d2X 1 d 2Y
 2
 2
   2 ( say ) ___  iii 
X dx Y dy
1 d2X
From (iii)  2
  2
X dx
d2X
2
  2 X
dx
d2X
 2
 2 X  0
dx
 d2 
  2  2  X  0
 dx 
20
d2
2
 2  0
dx
d
  i
dx
 X  x   A cos   x   B sin   x  ____  iv 

0 = Acos0 + Bsin0  A = 0
(iv)  X(x) = B sin(  x) _____ (v)
Put X(a) = 0
0  B sin   a   B  0 , sin  a  0
 a  n ; n  1,2,3,....
n
  ; n  1,2,3,....
a
 n x 
(v)  X  x   B sin   _____  vi 
 a 
1 d 2Y
Again from (iii)  2
  2
Y dy
d 2Y
2
  2Y
dy
d 2Y
 2
  2Y  0
dy
 d2 
  2   2 Y  0
 dy 
d2
The auxiliary equation 2
 2  0
dy
21
d2
 2
 2
dy
d
  
dy
 Y  y   C cosh   y   D sinh   y  ____  vii   in hyperbolic form
Put B.C Y(0) = 0

(vii)  0 = Ccosh0 + Dsinh0  C = 0
(vii)  Y(y) = D sinh(  y) _____ (viii)
Put Y(a) = 0
0  D sinh   a   D  0 , sinh   a   0
 a  n ; n  1,2,3,....
n
  ; n  1,2,3,....
a
 n y 
(viii)  Y  y   D sinh  
 a 
Put the value of X(x) , Y(y) in (ii)
 n x   n y 
  x , y   B sin   . D sinh  
 a   a 
 n x   n y 
  x, y   An sin   sinh    BD  An ; n  1, 2,3,...
 a   a 
Now by the principle of superposition

 n x   n y 
  x, y    An sin   sinh   ___  ix 
n 1  a   a 

 n x   n   n y 
 y  x, y    An sin   .  cosh  
n 1  a  a   a 
22

 n x   n   n b 
 y  x , b    An sin   .  cosh  
n 1  a  a   a 

n  n b   n x 
 f x   . An cosh   sin   ____  x 
n 1 a  a   a 
 m x 
Multiplying by sin   both side and integrate w.r.t x from 0  a,
 a 
a  a
 m x  n  n b   n x   m x 
0 f  x  sin   dx   . An cosh    sin   sin   dx
 a  n1 a  a 0  a   a 
Using orthogonality condition
= 0 if m  n
m  n b  a
= A n cosh  . if m  n
a  a  2
a
2  m x 
An  f  x  sin  dx
 n b  0

 a 
m cosh  
 a 
Put in (ix)
 
  2
a
 m x    n x   n y 
  x, y      f  x  sin   dx  sin   sinh  
n 1   n b  0  a    a   a 
m cosh  
  a  
Where n = m = 1,2,3,…..
Which is the required solution of given PDE.
23
Question: Solve the PDE  x x   y y   z z   2 t
B.C:   0, y, z, t   0    a, y, z, t 
  x, 0, z, t   0    x, b, z, t 
  x, y, 0, t   0    x, y, c, t 
I.C:   x , y, z, 0   f  x , y , z 
2
Solution: The given PDE is x x  y y  z z   t _____  i 
  x, y , z , t   X  x  Y  y  Z  z  T  t  ____  ii 
2 2 2 
2 
XYZT   2  XYZT   2  XYZT    2  XYZT 
x y z t
2 X  2Y 2Z T
YZT 2
 XZT 2  XYT 2   2 XYZ
x y z t
Divide both side by XYZT
1 d 2 X 1 d 2Y 1 d 2 Z  2 dT
 2
 2
 2

X dx Y dy Z dz T dt
1 d 2Y 1 d 2 Z  2 dT 1 d2X
 2
 2
  2
  2 ( say ) ___  iii 
Y dy Z dz T dt X dx
1 d2X
From (iii)   2
 2
X dx
d2X 2
   X 0
dx2
 d2 
  2  2  X  0
 dx 
24
d2
2
 2  0
dx
d
  i
dx
 X  x   A cos   x   B sin   x  ____  iv 
Transformed B.C X(0) = 0 = X(a)

0 = Acos0 + Bsin0  A = 0
(iv)  X(x) = B sin(  x)
Put X(a) = 0
0  B sin   a   B  0 , sin  a  0
 a  l
l
 
a
 l x 
(v)  X  x   B sin   _____  v 
 a 
1 d 2Y 1 d 2 Z  2 dT
Again from (iii) 2
 2
  2
Y dy Z dz T dt
1 d 2 Z  2 dT 2 1 d 2Y
2
    2
  2 ___  vi 
Z dz T dt Y dy
1 d 2Y
From (vi)  2
 2
Y dy
d 2Y
 2
  2Y  0
dy
 d2 
  2   2 Y  0
 dy 
25
d2
2
 2  0
dy
d
  i
dy
 Y  y   C cos   y   D sin   y  ____  vii 
Transform B.C
n
C=0,  , m  1, 2, 3,.....
b
 m y 
Y  y   D sin   _____  viii 
 b 
1 d 2 Z  2 dT
From (vi)  2
  2  2
Z dz T dt
 2 dT 2 1 d 2Z
2
      2
 2 ___  ix 
T dt Z dz
1 d 2Z
From (ix)  2
 2
Z dz
d 2Z
2
 2 Z  0
dz
 d2 2
 2   Z  0
 dz 
d2
2
 2  0
dz
d
 i
dz
Z  z   E cos  z   F sin  z  ____  x 
26
Transformed B.C Z(0) = , Z(c) = 0
n
 E  0 ,  ; n  1, 2,3,....
c
 n z 
 Z  z   F sin   _____  xi 
 c 
 2 dT
From (ix)  2   2  2
T dt
dT   2   2   2 
 T  0
dt  2 
 d   2   2  2 
  2  T  0
dt
   
d   2   2  2 
 0
dt  2 
d   2   2  2 
   
dt  2 
  2   2  2 
   t
2
 T  t   Ge  
Using the value of  ,  and 

 l 2 m 2 n2   2
  2  2  2  2 t
 a b c 
 T  t   Ge ____  xii 
Put the value of X(x), Y(y), Z(z) & T(t) in (ii)
 l 2 m2 n2   2
 l x   m y   n z    a2  b2  c2  2 t
  x, y, z, t   B sin   Dsin   Fsin   Ge ; l , m, n  1, 2,3,...
 a   b   c 
Let BDFG =AlBmCn
27
 l 2 m2 n2   2
 2 2  2  2 t
 l x   m y   n z   a b c 
  x, y, z , t   Al BmCn sin   sin   sin  e
 
; l , m, n  1, 2,3,...
 a   b   c 
By the Principle of Superposition
 l 2 m2 n2   2
    2 2  2  2 t
 l x   m y   n z   a b c 
  x, y, z, t    Al BmCn sin   sin   sin  e
 
l 1 m1 n1  a   b   c 
Let AlBmCn = Plmn
 l 2 m2 n2   2

 l x   m y   n z    a2  b2  c2  2 t
  x, y, z , t    Plmn sin   sin   sin  e ____  xiii 
l ,m ,n 1  a   b   c 

 l x   m y   n z  0
Put I.C ; t = 0   x, y, z,0    Plmn sin   sin   sin  e
l ,m ,n1  a   b   c 

 l x   m y   n z 
f  x, y , z    Plmn sin   sin   sin   ____  xiv 
l ,m ,n1  a   b   c 
 l x   m y   n z 
Multiplying (iv) by sin   sin   sin   both side and integrate
 a   b   c 
w.r.t x,y,z form 0  a , 0b ,0c and using condition of orthogonality.
abc a b c
lx  my  nz  2  lx  2  my  2  nz 
 f  x, y, z sin  sin sin
   dzdydx  Plmn  sin    dx sin    dz
dx sin
000  a   b   c  0  a  0  b  0  c 
a b c
 l x   m y   n z  a b c
 f  x, y , z  sin  sin
  sin
  dzdydx  Plmn . .
0 0 0  a   b   c  2 2 2
a b c
8  l x   m y   n z 
Plmn  f  x , y , z  sin  sin   sin  dzdydx
abc 0 

0 0  a   b   c 
Put in (xiii)
 l2 m2 n2 2
  8 a b c   2 2  2  2 t 
lx my nz lx my nz
 x, y,zt,     f  x, y,z sin sin sin dzdydxsin sin sin e a b c  
, 1abc 0 0 0
l,mn a  b   c   a  b   c  
 
Which is the required solution of given PDE.
28
Question: Solve the PDE  x x x x   y y y y   2 t t
2
Solution: The given PDE is x x x x  y y y y   tt _____  i 
  x, y , t   X  x  Y  y  T  t  ____  ii 
4 4 2 
2
 XYT   4  XYT    2  XYT 
x 4 y t
4 X  4Y 2  2T
YT  XT 4   XZ 2
x 4 y t
Divide both side by XYT
1  4 X 1  4Y  2  2T
 4
 4
 2
  4 ___  iii 
X x Y y T t
 2  2T
From (iii)  2
 4
T t
 2T T 4
 2  2  0
t 
 2  4 
  2  2 T  0
 t  
2  4
 0
t 2  2
d 2

dt 
2 2
t  t
 T  t   A1 e 
 A2 e 
____  iv 
29
1  4 X 1  4Y
From (iii) 4
 4
 4
X x Y y
1  4Y 4 1 4 X
4
   4
  4 ___  v 
Y y X x
1 4 X
From (v)  4
  4
X x
d4X
 4
 4 X  0
dx
 d4 
  4  4  X  0
 dx 
d4
4
 4  0
dx
d
    ,  i
dx
 X  x   B1e  x  B2 e   x  B3 cos   x   B4 sin   x  ___  vi 
From (v)
1  4Y
4
  4   4
Y y
d 4Y
 4
   4   4  Y  0 ____  vii 
dy
Here arise three cases.
Case-I:
4  4  0
Let  4   4   4
30
Equation (vii) becomes
d 4Y
4
  4Y  0
dy
 d4 4
 4   Y  0
 dy 
d4
4
4  0
dy
d
    ,  i
dy
 Y  y   C1e  y  C2 e   y  C3 cos   y   C4 sin   y  ___  vii 
Case-II:
4  4  0
d 4Y
0
dy 4
d4
0
dy 4
d
  0,0,0,0
dy
Y  y    D1  D2 y  D3 y 2  D4 y 3  e0
Y  y   D1  D2 y  D3 y 2  D4 y 3 ______  ix 
Case-I:
4  4  0
Let  4   4  4
31
d 4Y
4
  4Y  0
dy
 d4 4
 4  Y  0
 dy 
The Auxiliary equation
d4
4
 4  0
dy
d    
  i , i
dy 2 2 2 2
 
y   y    y  y   y    y 
 Y  y  e 2
E1 cos    E2 sin   
2
E3 cos   E4 sin   ___  x
  2  2    2  2 
Equation (ii) becomes
2 2
 
t 
 
t
  x, y, t    A1 e  A2 e   .  B1e  x  B2 e  x  B3 cos   x   B4 sin   x   .

 
C1e  y  C2 e  y  C3 cos   y   C4 sin   y   ____  xi 

2 2
 
t  t


 
 D1  D2 y  D3 y 2  D4 y 3  _____  xii 
2 2
 
t  t


 
 2 y   y 

  y  2 y   y    y  
e E1 cos    E2 sin      E3 cos    E4 sin   __  xiii 
   2  2    2  2  
Equation (xi) , (xii) , (xiii) are the required solution of given PDE.
32
Lecture # 04
Remark: a x x  b x y  c y y  d x  e y  f   g  x, y 
It is homogeneous if g(x,y) = 0 and Non-Homogeneous if g(x,y)  0
Question: Solve the PDE  x x   2t
B.C   0, t   0 ,   L, t   P
I.C   x,0   f  x 
Solution: Given PDE  x x   2t ___  i 

We convert the given non-homogeneous problem into homogeneous by
considering the following transformation.
x
  x, t     x, t   P ___  ii 
L
Put x = 0 on (i)
  0, t     0, t   0
 0    0, t     0, t 
Put x = L in (ii)
L
  L, t     L, t   P
L
P    L, t   P    L, t   0
Put t = 0 in (ii)
x
  x,0     x,0   P
L
x
f  x     x,0   P
L
x
   x,0   f  x   P  f1  x   say 
L
33
   x,0   f1  x   say 
Substitute (ii) in (i)
2  x  2   x 
  x , t   P     x , t   P
x 2 L  t  L 
 2 2 
  ___  iii 
x 2 t
With B.C (0,t) = 0 = (L,t)
I.C (x,0) = f1(x)
Suppose that solution of equation (iii) is
  x, t   X  x  T  t  _____  iv 
Substitute (iv) in (iii) we have
2 
2 
XT    2  XT 
x t
d2X dT
 T 2 2X
dx dt
1 d 2 X  2 dT
 
X dx 2 T dt
1 d 2 X  2 dT
 2
   2 ___  v 
X dx T dt
1 d2X
From (v)  2
  2
X dx
d2X
 2
 2 X  0
dx
 d2 
  2  2  X  0
 dx 
34
d2
2
 2  0
dx
d
  i
dx
 X  x   A cos   x   B sin   x 

(v)  0 = Acos0 + Bsin0  A = 0
(v)  X(x) = B sin(  x) _____ (vi)
0  B sin   L   B  0 , sin  L  0
  L  n ; n  1, 2,3,....
n
  ; n  1, 2,3,....
L
 n x 
 X  x   B sin  
 L 
Again from (v)
 2 dT
  2
T dt
dT  2
 2T 0
dt 
 d 2 
  2 T  0
 dt  
d 2
 0
dt  2
d 2
 2
dt 
35
2
 t
2
 T  t   Ce

n 2 2
 t
 2 L2
 T  t   Ce
Put the value of X(x) , T(t) in (iv)
n2 2
 n x   2 2t
  x, t   B sin   . Ce  L
 L 
n2 2
 n x    2L2 t
  x, t   An sin  e ___  vi   BC  An
 L 
 n2 2
 n x    2L2 t
  x, t    An sin  e ____  vii 
n1  L 
Put t = 0 in (viii)

 n x  0
  x,0    An sin  e
n 1  L 

 n x 
f1  x    An sin  
n1  L 
 m x 
Multiplying by sin   both side and integrate w.r.t x from 0  L, and
 L 
also apply orthogonality condition.
L L

 m x   n x   m x 
f
0 1  x  sin   dx    An sin   .sin   dx
 L  0 n1  L   L 
0 if m  n
L
 An if m  n
2
36
L
2  m x 
 An   f1  x  sin   dx
L0  L 
Replace ‘m’ by ‘n’
L
2  n x 
 An   f1  x  sin   dx
L0  L 
Put in (vii)
2 2
 2 L

 n x    n x    2L2 t 
n
  x, t      f1  x  sin   dx  sin  e 
n1  L
 0  L    L  
x
Put the value of f1  x   f  x   P
L
2 2
 2 L 

x   n x    n x    2L2 t 
n
  x, t       f  x   P  sin   dx sin  e 

n1   L 0  L   L    L  

Put the value of  (x,t) in (ii)
2 2
  2 L  x   n x    n x    2 L2 t  x
n 
  x, t        f  x   P  sin   dx  sin  e  P
n 1  L
 0  L   L    L   L
Question: Solve the PDE  x x   2t
B.C   0, t   P ,   L, t   q
I.C   x,0   f  x 
Solution: Given PDE  x x   2t ___  i 

Lx x
  x, t     x, t     P  q ___  ii 
 L  L
37
Put x = 0 on (i)
 L0 0
  0, t     0, t     P  q
 L  L
P    0, t   P    0, t   0
Put x = L in (ii)
LL L
  L, t     L, t    P q
 L  L
q    L, t   0  q    L, t   0
Put t = 0 in (ii)
Lx x
  x,0     x,0    P q
 L  L
Lx x
f  x     x,0     P  q
 L  L
Lx x
  x,0   f  x     P  q  f1  x   say 
 L  L
   x,0   f1  x   say 
2  Lx x  2   Lx x 
x 2   x, t    L  P  L q    t   x, t    L  P  L q 
       
 2 
2
2 ___  iii 
x t
  x, t   X  x  T  t  _____  iv 
2 
2 
XT    2  XT 
x t
38
d2X dT
 T 2 2X
dx dt
1 d 2 X  2 dT
 
X dx 2 T dt
1 d 2 X  2 dT
 2
   2 ___  v 
X dx T dt
1 d2X
From (v)  2
  2
X dx
d2X
 2
 2 X  0
dx
 d2 
  2  2  X  0
 dx 
d2
2
 2  0
dx
d
  i
dx
 X  x   A cos   x   B sin   x 

(v)  0 = Acos0 + Bsin0  A = 0
(v)  X(x) = B sin(  x) _____ (vi)
0  B sin   L   B  0 , sin  L  0
  L  n ; n  1, 2,3,....
n
  ; n  1, 2,3,....
L
39
 n x 
 X  x   B sin  
 L 
Again from (v)
 2 dT
  2
T dt
dT  2
 T 0
dt  2
 d 2 
  2 T  0
 dt  
d 2
 0
dt  2
d 2
 2
dt 
2
 t
2
 T  t   Ce

n 2 2
 t
 2 L2
 T  t   Ce
Put the value of X(x) , T(t) in (iv)
n2 2
 n x   2 2t
  x, t   B sin   . Ce  L
 L 
n2 2
 n x    2L2 t
  x, t   An sin  e ___  vi   BC  An
 L 
40
 n2 2
 n x    2L2 t
  x, t    An sin  e ____  vii 
n1  L 
Put t = 0 in (viii)

 n x  0
  x,0    An sin  e
n 1  L 

 n x 
f1  x    An sin  
n1  L 
 m x 
Multiplying by sin   both side and integrate w.r.t x from 0  L, and
 L 
also apply orthogonality condition.
L L
 m x   n x   m x 
f
0 1  x  sin   dx  0  An sin   .sin   dx
 L  n1  L   L 
0 if m  n
L
 An if m  n
2
L
2  m x 
 An   f1  x  sin   dx
L0  L 
Replace ‘m’ by ‘n’
L
2  n x 
 An   f1  x  sin   dx
L0  L 
Put in (vii)
2 2
  2 L  n x    n x    2L2 t 
n
  x, t      f1  x  sin   dx  sin  e 
n1   L 0  L   L 
  
Lx x
Put the value of f1  x   f  x     P  q
 L  L
41
2 2
  2 L   Lx x   n x    n x    2L2 t 
n
  x, t       f  x     P  q  sin   dx  sin  e 
n1  L
 0   L  L   L    L  
Put the value of  (x,t) in (ii)
2 2
2 L  n

 L  x  x   n x    nx  2L2t   L  x  x
 x,t    f  x   P qsin dxsin e    P q
L
n1  0 
  L  L   L    L    L  L
is the required solution of given PDE.
Question: Solve the PDE  x x   2t t
B.C   0, t   0 ,   L, t   P
I.C   x,0   f  x  , t  x,0   g  x 
Solution: Given PDE  x x   2t t ___  i 

x
  x, t     x, t   P ___  ii 
L
Put x = 0 on (i)
  0, t     0, t   0
 0    0, t     0, t 
Put x = L in (ii)
L
  L, t     L, t   P
L
P    L, t   P    L, t   0
Put t = 0 in (ii)
x
  x,0     x,0   P
L
42
x
f  x     x,0   P
L
x
   x,0   f  x   P  f1  x   say 
L
   x,0   f1  x   say 
Diff. (ii) w.r.t ‘t’
 t  x, t    t  x, t 
Put t = 0
t  x,0    t  x,0 
  t  x,0   g  x 
2  x  2 
2
 x 
x 2   x, t   L P    t 2   x , t   P
L 
 2 2
2  
 ___  iii 
x 2 t 2
With B.C (0,t) = 0 = (L,t)
I.C (x,0) = f1(x) , t(x,0) = g(x)
  x, t   X  x  T  t  _____  iv 
2 
2 
XT    2  XT 
x t
d2X dT
 T 2 2X
dx dt
43
1 d 2 X  2 dT
 
X dx 2 T dt
1 d 2 X  2 dT
 2
   2 ___  v 
X dx T dt
1 d2X
From (v)  2
  2
X dx
d2X
 2
 2 X  0
dx
 d2 
  2  2  X  0
 dx 
d2
2
 2  0
dx
d
  i
dx
 X  x   A cos   x   B sin   x 

0 = Acos0 + Bsin0  A = 0
X(x) = B sin(  x)
Put X(L) = 0
0  B sin   L   B  0 , sin  L  0
 L  n ; n  1,2,3,....
n
  ; n  1,2,3,....
L
 n x 
 X  x   B sin  
 L 
44
 2 d 2T
Again from (v) 2
  2
T dt
d 2T  2
 T 0
dt 2  2
 d 2 2 
 2  2 T  0
 dt  
d 2 2
 0
dt 2  2
d2 2
 2
dt 2 
d 
 i
dt 
    n
 T  t   C cos  t   D sin  t  
    L
 n   n 
T  t   C cos   t  D sin  t ; n  1, 2,3,....
L  L 
Put the value X(x), T(t) in (iv)
 n x    n   n  
  x, t   B sin   . C cos   t  D sin  t 
 L     L    L  
 n x    n   n  
  x, t   sin    BC cos   t  BD sin  t 
 L    L    L  
 n x    n   n  
  x, t   sin   nA cos   t  Bn sin   t   BC  An & BD  Bn
 L  L  L  
45

 n x    n   n  
  x, t   sin    An cos   t  Bn sin  t  ____  vi 
n1  L    L    L  

 n x 
t = 0 in (vi)   x,0  sin    An cos  0  Bn sin  0 
n1  L 

 n x 
f1  x   sin   An  0 
n1  L 

 n x 
f1  x    An sin  
n1  L 
 n x 
 L 
L  L
 n x   n x   n x 
f
0 1  x  sin   dx  0  An sin   .sin   dx
 L  n1  L   L 
L
 An
2
L
2  n x 
 An   f1  x  sin   dx
L0  L 
Put in (vi)
L

 n x   2  n x    n   n  
  x,t   sin   1
 f  x sin  dx cos
   t  Bn sin  t  ___ vii
n1  L  L
 0  L    L   L  
Now differentiate (vii) w.r.t ‘t’

 n x    n   n   n   n  
 t  x, t   sin     An   sin   t  Bn   cos  t 
n1  L    L    L    L    L  
Put t = 0

 n x    n   n  
 t  x,0  sin    An   sin  0   Bn   cos  0  
n1  L  L  L  
46

 n   n x 
g  x    Bn   sin  
n1   L   L 
 n x 
 L 
L L 
 n x   n   n x   n x 
0 g  x  sin   dx  0  Bn  sin   sin   dx
 L  n1 L   L   L 
 n  L
 . .Bn
  L  2
L
2  n x 
n 0

 L 
L L

 nx2  nx   n  2  nx   n  
 x,t sin   f1 x sin dx cos t  g x sin dxsin t 
n1  L L 0  L   L n 0  L   L 
Put the value of f1(x) = f(x)  xP/L
L

 n x   2  x   n x    n 
  x,t   sin    x  Psin dx cos t 
n1  L  L 0  L   L    L 
 2 L  n x    n  
  g  x  sin   dx  sin  t 
 n 0  L     L  
Put the value of (x,t) in (ii)
L

 n x   2  x   n x    n 
  x,t   sin    x  Psin dx cos t 
n1  L L
  0  L   L    L 
 2 L  n x    n   x
  g  x sin   dxsin  t   P is the required solution given PDE.
n
 0  L     L   L
47
Question: Solve the PDE  x x   2t t
B.C   0, t   0 ,   L, t   q
I.C   x,0   f  x  , t  x,0   g  x 
Solution:  x x   2t t ___  i 

Lx x
  x, t     x, t     P  q ___  ii 
 L  L
Put x = 0 on (i)
 L0 0
  0, t     0, t    P q
 L  L
P    0, t   P    0, t   0
Put x = L in (ii)
LL L
  L, t     L, t     P  q
 L  L
q    L, t   0  q    L, t   0
Put t = 0 in (ii)
Lx x
  x,0     x,0    P q
 L  L
Lx x
f  x     x,0     P  q
 L  L
Lx x
  x,0   f  x     P  q  f1  x   say 
 L  L
   x,0   f1  x   say 
Differentiate (ii) w.r.t ‘t’
48
t  x, t    t  x, t 
Put t = 0
 t  x,0   g  x 
2   Lx x  2 
2
 Lx x 
x 2   x, t    L  P  L q    t 2   x , t   
L
 P 
L
q 
       
 2 2
2  
 _____  iii 
x 2 t 2
With B.C   0, t   0    L, t 
I.C   x,0   f1  x  ,  t  x,0   g  x 
Suppose that the general solution of (iii) is
  x, t   X  x  T  t  _____  iv 
2 
2 
XT    2  XT 
x t
d2X dT
 T 2 2X
dx dt
1 d 2 X  2 dT
 
X dx 2 T dt
1 d 2 X  2 dT
 2
   2 ___  v 
X dx T dt
1 d2X
From (v)  2
  2
X dx
d2X
 2
 2 X  0
dx
49
 d2 
  2  2  X  0
 dx 
d2
2
 2  0
dx
d
  i
dx
 X  x   A cos   x   B sin   x 

0 = Acos0 + Bsin0  A = 0
X(x) = B sin(  x)
Put X(L) = 0
0  B sin   L   B  0 , sin  L  0
 L  n ; n  1,2,3,....
n
  ; n  1,2,3,....
L
 n x 
 X  x   B sin  
 L 
 2 d 2T
Again from (v) 2
  2
T dt
d 2T  2
 T 0
dt 2  2
 d 2 2 
 2  2 T  0
 dt  
d 2 2
The auxiliary equation  0
dt 2  2
50
d2 2
 2
dt 2 
d 
 i
dt 
    n
 T  t   C cos  t   D sin  t  
    L
 n   n 
T  t   C cos   t  D sin  t ; n  1, 2,3,....
L  L 
Put the value X(x), T(t) in (iv)
 n x    n   n  
  x, t   B sin   . C cos   t  D sin  t 
 L   L  L  
 n x    n   n  
  x, t   sin    BC cos   t  BD sin  t 
 L    L    L  
 n x    n   n  
  x, t   sin   nA cos   t  Bn sin   t   BC  An & BD  Bn
 L  L  L  

 n x    n   n  
  x, t   sin   nA cos   t  Bn sin  t  ____  vi 
n1  L  L  L  

 n x 
t = 0 in (vi)   x,0  sin    An cos  0  Bn sin  0 
n1  L 

 n x 
f1  x   sin   An  0 
n1  L 

 n x 
f1  x    An sin  
n1  L 
 n x 
 L 
51
L L
 n x   n x   n x 
0 f1  x  sin   dx    An sin   .sin   dx
 L  0 n1  L   L 
L
 An
2
L
2  n x 
 An   f1  x  sin   dx
L0  L 
Put in (vi)
L

 n x   2  n x    n   n  
  x,t   sin    f1  x sin dx cos
   t  Bn sin  t  ___ vii
n1  L L
  0  L    L  L  
Now differentiate (vi) w.r.t ‘t’

 n x    n   n   n   n  
 t  x, t   sin  
 n A sin
   t  Bn  cos  t 
n1  L  L  L  L  L  
Put t = 0

 n x    n   n  
 t  x,0  sin     An   sin  0  Bn   cos  0 
n1  L  L  L  

 n   n x 
g  x    Bn   sin  
n1   L   L 
 n x 
 L 
L L 
 n x   n   n x   n x 
0 g  x  sin   dx    Bn   sin   sin   dx
 L  0 n1   L   L   L 
 n  L
 . .Bn
L  2
52
L
2  n x 
n 0

 L 
L L

 nx2  nx   n  2  nx   n  
 x,t sin   f1 x sin dx cos t  g x sin dxsin t 
n1  L L 0  L   L n 0  L   L 
Lx x
Put the value of f1(x) = f  x     P  q
 L  L
L

 n x   2   L  x  x   n x    n 
  x,t   sin     f  x    P qsin dx cos t 
n1  L  L 0   L  L   L    L 
 2 L  n x    n  
  g  x  sin   dx  sin  t 
 n 0  L     L  
Put the value of (x,t) in (ii)
L

 n x   2   L  x  x   n x    n 
  x,t   sin    f  x    P qsin  dx cos t 
n1  L L
  0   L  L   L    L 
 2 L  n x    n   x
  g  x sin   dxsin  t   P is the required solution given PDE.
n
 0  L     L   L
Laplace equation:
xx yy  0 is called the Laplace equation in two dimension.
Polar form of Laplace equation:
1 1
rr  r  2   0
r r
And its solution is   r,   R r   
53
1 1
Question: Solve the polar form of Laplace equation rr  r    0
r r2
1 1
Solution: Given rr  r    0 ___ i
r r2
Consider the general solution of (i) is
  r,   R r   ____(ii)
Substitute (ii) in (i) we have
2 1 1 2
2
R    R   2 2  R   0
r r r r 
d2R  dR R d 2
 2  0
dr r dr r2 d 2
r2
Multiplying by
R
r2 d2R r dR 1 d2
  0
R dr2 R dr  d 2
r2 d2R r dR 1 d 2 2
   ____ iii
From (iii)
1 d 2
 2
 2
 d
d 2
 2   2  0
d
 d2 
  2   2   0
 d 
d2
2
 2  0  The Auxiliary equation
d
54
Here arise two cases
Case-I: When  = 0
d2
 0
d 2
d
  0,0
d
     A  B  e0  A  B
Case-II: When  > 0
d2
 2
  2
d
d
   i
d
     C cos     D  sin  
Again from (iii)
r2 d2R r dR 2
  ____ iv
R dr2 R dr
When  = 0
r2 d2R r dR
 0
R dr2 R dr
r  d 2R dR 
r  0
R  dr2 dr 
r  d 2R dR 
 0 & r 2    0
R  dr dr 
d  dR 
r 0
dr  dr 
55
dR
r D  on integration
dr
dR D

dr r
 R  r   C1  D1 ln r  on integration
When  > 0 from (iv)
r2 d2R r dR 2
 
R dr2 R dr
d2R dR 2
2
r 2 r  R
dr dr
2d 2 R dR 2
r 2
r  R  0
dr dr
Which is the Cauchy Euler equation.
Let R r   rk
dR
 kr k 1
dr
d 2R
2
 k  k  1 r k 2
dr
 r 2k  k 1 r k 2  rkr k 1   2r k  0
  k 2  k  r k  kr k 1   2r k  0
  k 2  k  k  2  rk  0
  k 2  2  rk  0
rk  0 , k 2
 2   0
k2  2
56
k  
R  r   C2 r   C3 r  
Hence   r ,    A  B  C1  D1 ln r  when   0
  r ,    C cos    D sin     C2 r   C3 r    when   0
  r,    A  B  C1  D1 ln r    C cos    Dsin     C2r   C3r   when   0
Question: Solve the polar form of Laplace equation

1 1 1
rr  r  2  zz  2 tt
r r c
1 1 1
Solution: Given rr  r    zz  tt ___ i
r r2 c2
Let its solution is of the form
  r,, z,t   R r  Z  z T  t  ___ ii

Substitute (ii) in (i) we have
2 1 1 2 2 1 2
2
RZT    RZT   2 2  RZT   2  RZT   2 2  RZT 
r r r r  z c t
d2R ZT dR RZT d2 RT d2Z RZ d2T
ZT 2     2
dr r dr r2 d 2 r2 dz2 c dt 2
Divide by RZT
1 d2R 1 dR 1 d2 1 d2Z 1 d2T

2
  2 2
 2
 2 2
 2  say ___ iii 
R dr rR dr r  d Z dz c T dt
From (iii)
1 d 2T
2 2
  2
c T dt
d 2T
 2
 c 2 2T  0
dt
57
 d2 
  2  c 2 2  T  0
 dt 
The Auxiliary equation
d2
2
 c 2 2  0
dt
d
 ic
dt
 T  t   A1 cos  cx   A2 sin cx  ___  iv 
Again from (iii)
1 d2R 1 dR 1 d2 2 1 d 2Z
2
  2 2
   2
 m2 ___ v
R dr rR dr r  d Z dz
From (v)
1 d 2Z
 2
 m2
Z dz
d 2Z
 2
 m2 Z  0
dz
 d2 2
 2  m Z  0
 dz 
d2
2
 m 2  0  The Auxiliary equation
dz
d
 im
dz
Z  z   A3 cos  mz   A4 sin  mz  ___  vi 
Again from (v)
1 d2R 1 dR 1 d2 2
2
  2 2
  m2
R dr rR dr r  d
58
1 d2R 1 dR 2 2 1 d2
   m   2
R dr2 rR dr r  d 2
Multiplying by r2
r2 d2R r dR 1 d2 2
    m  r  
2 2 2
 n ___ vii 
1 d 2
From  vii    2
 n2
 d
d 2
2
 n 2  0
d
 d2 
  2  n 2   0
 d 
d2
 2
 n2  0
d
d
  in
d
     A5 cos  n   A6 sin  n  _____  viii 
Again from (vii)
r2 d2R r dR
2
  2  m2  r2  n2
R dr R dr
r2 d2R r dR
2
  2  m2  r2  n2  0
R dr R dr
Multiplying by R
d2R dR
r 2  r  R2  m2  r2  n2   0
2
dr dr
59
Which is parametric Bessel equation. Its solution is
R r  A7 J    m r  Ar Y   m r ____ix
2 2
8
2

2 2
Put the value of R(r),   , Z(z) and T(t) in (ii)
  r,, z,t    A7 J
    m r  Ar Y    m r.A cos n   A sin n 
2 2
8
2

2 2
5 6
.  A3 cos  mz   A4 sin  mz   .  A1 cos  cx   A2 sin  cx  

is the required solution of given equation.
Some information:
d2y dy
x2
2
 x   x 2  2  y  0
dx dx
if  is not an integer then its general solution is y  A1 J  x   A2 J  x 
if  is an integer then its general solution is y  A1 J  x   A4Y  x 
Where J  x  is a Bessel function of first kind and Y  x  is a Bessel function

of 2nd kind.
d2y dy
x 2
2
 x   x 2   2  y  0 which is parametric Bessel equation. Its
dx dx
general solution is y  A1 J   x   A2Y   x  .
60
Lecture # 05
Consider a second order PDE of the form
a x x  bx y  c y y  dx  e y  f   g  x, y  ___  i 
Where a  f are coefficient functions of x and y or they may be constant.

Where ax x  bx y  c y y is called Principle part of equation.
Define the discriminant  at  x0 , y0  is
  b 2  x0 , y0   4  x0 , y0  c  x0 , y0 
The equation (i) is called Hyperbolic if  > 0 is called Parabolic if  = 0 and is
called Elliptic if  < 0.
Canonical form / Normal form / Standard form:
In this form the second order derivatives are reduced to two or one second order
derivatives with another set of independent variables.
General transform:
Let  and  be twice differentiable function i.e.
    x, y  ,     x, y 
Using chain rule
    
x   .  .
x  x  x
x    x    x ____  ii 
Similarly,  y    y    y
 
Now  xy  x     x    x 
y y
 
xy    x     x 
y y
61
   
xy   x      x   x       x 
y y y y
         
xy          x   .xy        x   .xy
  y  y    y  y 
 xy     x y     x y    xy    y x    x y    xy _____  iii 

Using   
 xy     x y    x y   y x     x y    xy    xy _____  iv 

Replace ‘y’ by ‘x’
 xx     x2  2   x x    x2    xx    xx _____  v 

Similarly, replace ‘x’ by ‘y’ in (v)
 yy     y2  2   y y    y2    yy    yy _____  vi 

Put all these values in (i)
a    x2  2  x x    x2    xx    xx 
b    x y     x y   y x     x y    xy    xy 
 c    y2  2   y y    y2    yy    yy 
 d    x    x   e    y    y   f   g  x, y 
 a 2
x  b x y  c y2     2a x x  b  x y   y x   2c y y  
 2 2

+ a x  b x y  c y    a xx  b xy  c yy  d  x  e y  
  a xx  b xy  c yy  d x  e y   f   g  x, y 
 A   B   C  D  E  E  G _____  vii 

2 2
Where A  a x  b x y  c y
62
 
B = 2a x x  b  x y   y x  2c y y
2 2
C = a x  b x y  c y
D = a xx  b xy  c yy  d  x  e y
E = a xx  b xy  c yy  d x  e y
F=f,G=g
The form of equation (i) and (vii) is same except independent variable and
coefficient function. Under this transformation the kind or nature of PDE does
not change.
Jacobian transformation:
x  y
J 
x  y
From this transformation it is assumed that J  0 . This condition is imposed

to ensure that the transformation of a PDE can be converted to original form
Let   b 2  4ac  for equation  i 
*  B 2  4 AC  for equation  vii 

* 2
Here   B  4 AC
2
 2a xx  b x y   yx   2c y y   4 ax2  b x y  c y2  ax2  bx y  c y2 
2
 4a2 x2x2  b2 x y   yx   4c2 y2 y2  4ab  x2x y  x yx2 
4bc x y y2   x2x y   8ac x yx y  4a2x2x2  4abx2x y  4acx2 y2
4abx2xy  4abx2y2  4b2x yxy  4bcx yy2  4ac y2x2  4bc y2xy  4c2 y2y2
2
 b 2  x y   y x   4 x y x y   4ac x2 y2  4ac y2 x2  8ac x y x y
 
 b 2  x2 y2   y2 x2  2 x y x y  4 x y x y   4ac  x2 y2   y2 x2  2 x y x y 
63
2
 b 2  x2 y2   y2 x2  2 x y x y   4 ac  x y   y x 
2 2
 b 2  x y   y x   4 ac  x y   y x 
2
 *   x y   y x   b 2  4 ac 
2
 *  J 
Now J  0 i.e. if   0 then   0 under this transformation the

*
 
nature of PDE does not change.
e.g.  xx   yy  0
a = 0 , b = 0 , c = −1
2
  b 2  4 ac   0   4 1 1  4  0 which is Hyperbolic.
 xx   yy  0
a=1 ,b=0,c=0
2
  b 2  4 ac   0   4 1 0   0 which is Parabolic.
 xx   yy  0
a=1 ,b=0,c=1
2
  b 2  4 ac   0   4 11  4  0 which is Elliptic.
Classify the equation in the Right Half plane;

 xx   xy  x yy  0  x  0
a = 1 , b = 1 , c = −x
2
  b 2  4 ac  1  4 1  x   1  4 x
When x = 0   1  4 0  1  0
The equation is Hyperbolic.

Now the equation is Hyperbolic if   0
 1  4x  0  4 x  1
64
1
x 
4
Parabolic
The equation is parabolic if   0
 1  4x  0
1 Hyperbolic Elliptic
x 
4
The equation is elliptic if   0
−1/4
 1  4x  0
1
x 
4
1
i.e. x ]  , [
4
Classify the equation in the Right Half plane;
 xx   xy  x yy  0  x  0
a = 1 , b = 1 , c = −y
2
  b 2  4 ac  1  4 1  y   1  4 y
Equation is Hyperbolic if   0
1
 1 4y  0  y
4
The equation is parabolic if   0
 1 4y  0
1 Elliptic
y Parabolic
4 −1/4
The equation is elliptic if   0 Hyperbolic
 1 4y  0
1
y
4
65
Canonical form of Hyperbolic equation:
In the general transformation structures of A and C are similar i.e.
A  a x2  b x y  c y2
2 2
C = a x  b x y  c y
Let z denoted either  or 

2 2
i.e. az x  bz x z y  cz y
We select A and C such that they are annihilated i.e. A=C=0

Now z = constant  z (x,y) = constant  dz = 0
z z
 dx  dy  0
x y
 z x dx  z y dy  0
zx dy
  _____  i 
zy dx
2 2
Also, we have az x  bz x z y  cz y  0
z x2 zx z y z y2
 a 2 b 2 c 2 0 divide by z 2y
zy zx zx
2
z   zx 
 a x   b    c  0
z
 y   zy 
2
 dy   dy 
 a   b   c  0
 dx   dx 
Which is called Characteristic equation.
66
Lecture # 06
Question: Show that the equation y 2 xx  x 2 yy  0 , x  0 , y  0
Is the hyperbolic and determine its canonical form.
Solution: The given equation is y 2xx  x 2 yy  0
Compare with ax x  bx y  c y y  dx  e y  f   g
 a  y 2 , b  0, c   x 2 , d  e  f  g  0
2
2
Now   b  4ac   0   4 y    x 
2 2
  4 y2 x2  0
So, the equation is hyperbolic
Now the characteristic D.E is
dy b   0  4 x 2 y 2
 
dx 2a 2 y2
dy 2 xy x
 2 
dx 2y y
dy x dy x
 , 
dx y dx y
ydy  xdx , ydy   xdx
ydy  xdx  0 , ydy  xdx  0
On integration
y 2  x 2  c1 , y 2  x 2  c2
There are two characteristics curves
Suppose   y2  x2 ,   y2  x2
 x  2 x ,  x  2 x
67
 xx  2 ,  xx  2
 xy  0 ,  xy  0
y  2 y , y  2 y
 yy  2 ,  yy  2
Now A  a x2  b x y  c y2
2 2
A  y 2  2 x    0  2 x  2 y     x 2   2 y 
A  4 x2 y 2  4x2 y 2  0

B = 2a x x  b  x y   y x  2c y y 
B= 2 y    2 x  2 x   0  2   x   2 y  2 y 
2 2
B = 8 x 2 y 2  8 x 2 y 2  16 x 2 y 2
2 2
C = a x  b x y  c y
2 2
C= y
2
 2 x   0    x2   2 y 
2 2 2 2
C = 4x y  4x y  0
D = a xx  b xy  c yy  d  x  e y
D= y
2
 2  0    x2   2  0  0
D= 2 y x  2 2

E = a xx  b xy  c yy  d x  e y
E= y
2
 2   0    x 2   2   0  0
2
E = 2 y  x
2
 
F = f =0 , G = g = 0
68
Now A  B  C  D  E  F   G

0.   16 x 2 y 2   0.  2  y 2  x 2   2  y 2  x 2    0  0
16 x 2 y 2  2  y 2  x 2   2  y 2  x 2   0 ___*
As   y2  x2 ,   y2  x2
By adding By subtracting
  y 2  x2 ,   y 2  x2
  y 2  x2 ,    y 2  x 2
2 y2     , 2x 2    
   
y2  , x2 
2 2
2 2      2  2
x y  . 
2 2 4
  2  2 
Put in *  16     2  2  0
 4 
4  2   2   2  2  0
 
      0 is the required canonical form of
2  2   2  2  2   2 
given equation.
Question: Show that the equation y 2 xx  x 2 yy  0
Solution: The given equation is y 2 xx  x 2 yy  0
 a  x 2 , b  0, c   y 2 , d  e  f  g  0
69
2
Now   b 2  4ac   0   4 x 2    y 
2
  4 y2 x2  0
dy b   0  4 x 2 y 2
 
dx 2a 2x2
dy 2 xy y
 2 
dx 2x x
dy dx dy dx
 , 
y x y x
dy dx dy dx
 0 ,  0
y x y x
On integration
ln y  lnx  ln c1 , ln y  lnx  ln c2
 y
ln    ln c1 ,ln xy  ln c2
x
y
 c1 , xy  c2
x
y
Suppose   xy ,  
x
y
x  y , x 
x2
2y
 xx  0 ,  xx 
x3
70
1
 xy  1 ,  xy 
x2
1
y  x , y 
x
 yy  0 ,  yy  0
Now A  a x2  b x y  c y2
2
A   x 2  y 2   0    y 2   x 
A  x2 y 2  x2 y 2  0
 
B = 2a x x  b  x y   y x  2c y y
   y   x y   0  2   y   x   1x 

B = 2 x2 2
2
B =  2 y 2  2 y 2  4 y 2
2 2
C = a x  b x y  c y
2 2
 y  2 1
C = x  2   0    y  
2
x   x
y2 y2
C= 2  2 0
x x
D = a xx  b xy  c yy  d  x  e y
D= x
2
 0  0    y2   0  0  0
D= 0
E = a xx  b xy  c yy  d x  e y
 2y 
E = x2  3 
 0   y2 0  0  0
x 
71
2y
E=
x
F = f =0 , G = g = 0
Now A  B  C  D  E  F   G
2y
0.   4 y 2   0.  0.    0  0
x
2y
4 y 2    0
x
 y  y  y
4  xy      2     0  y 2   xy   
x x x
4  2  0
4  2

  is the required canonical form of given equation.
2
Question: Show that the equation e y xx  e x yy  0
Solution: The given equation is e y xx  e x yy  0
 a  e y , b  0, c  e x , d  e  f  g  0
2
2
Now   b  4ac   0   4 e   e 
y x
  4e x  y  0
Now the characteristic D.E is given by
dy b   0  4e x  y
 
dx 2a 2e y
72
x y x y x
2 2 2 2
dy 2e e .e e
 y
 y  y
dx 2e e
e2
x x
2 2
dy e dy e
 y ,  y
dx dx
e2 e2
y x y x
2 2 2 2
e dy  e dx , e dy  e dx
y x y x
2 2 2 2
e dy  e dx  0 , e dy  e dx  0
On integration
y x y x
2 2 2 2
e e e e
  c1 ,   c2
1 1 1 1
2 2 2 2
y yx x
2
1 22 2
1
e  e  c1 , e  e  c2
2 2
y x y x
Suppose   e  e ,  e e
2 2 2 2
1 2x 1 2x
x  e , x   e
2 2
1 2x 1 2x
 xx  e ,  xx   e
4 4
 xy  0 ,  xy  0
1 2y 1 2y
y  e , y  e
2 2
1 2y 1 2y
 yy  e ,  yy  e
4 4
73
Now A  a x2  b x y  c y2
x 2 y 2
y1 2  x 1 2 
A  e  e    0    e   e 
2  2 
1 1
A  exe y  exe y  0
4 4

B = 2a x x  b  x y   y x  2c y y 
 1 2x  1 2x  y y
x  1 2  1 2 
B = 2e  e   e   0  2  e   e  e 
y
 2  2   2  2 
1 1 y x
B =  e y .e x  e .e  e y  x
2 2
2 2
C = a x  b x y  c y
2 2
 1 2x  y
x 1 2 
C = e   e   0   e   e 
y
 2  2 
1 y x 1 x y
C= e e  e e 0
4 4
D = a xx  b xy  c yy  d  x  e y
 1 2x  y
x 1 2 
D = e  e   0   e   e   0  0
y
4  4 
1 2x 2y  2y x
2
 1 x 2 y  2y x
2

D = e .e  e  e   e  e  e 
4   4  
E = a xx  b xy  c yy  d x  e y
 1 2x  y
x 1 2 
E = e   e   0   e   e   0  0
y
 4  4 
74
1 2x 2y  2y x
2
 1 x2 y  2y x
2

E =  e .e  e  e    e  e  e 
4   4  
F = f =0 , G = g = 0
Now A  B  C  D  E  F   G
1 x2 y  2y x
  1 x2 y  2y x

0.   e x y
  0.  4 e  e  e     4 e  e  e    0  0
2 2
    
x y 1 x2 y  2y x
 1 x2 y  2y x

e   e  e  e    e  e  e    0
2 2
4   4  
x y
2
Divide by e
x y
1  2y x
 1  2y x

e 2
   e  e     e  e    0 ___*
2 2
4  4 
y x y x
As   e  e ,   e  e
2 2 2 2
y x y x
 e e 2 2
,  e e 2 2
y x y x
 e e2 2
,  e e 2 2
y x
2e    
2
, 2e    
2
y x
2
  2
 
e  , e 
2 2
x y
2 2
   
e e  .
2 2
x y
2
 2  2
e 
4
75
  2  2  1 1
Put in *          0
 4  4 4
 
    
2 
 is the required canonical form of given
 2   2  2
equation.
Question: Show that the equation e x xx  e y yy  0
Solution: The given equation is e x xx  e y yy  0
 a  e x , b  0, c  e y , d  e  f  g  0
2
2
Now   b  4ac   0   4 e   e 
x y
  4e x  y  0
dy b   0  4e x  y
 
dx 2a 2e x
x y y
2 2 2
dy e .e e
 x  x
dx e
e2
y y
2 2
dy e dy e
 x ,  x
dx dx
e2 e2
y x y x
2 2 2 2
e dy  e dx , e dy  e dx
y x y x
2 2 2 2
e dy  e dx  0 , e dy  e dx  0
On integration
76
y x y x
   
2 2 2 2
e e e e
  c1 ,   c2
1 1 1 1
   
2 2 2 2
y x y x
2 2
1 1
e e   c1 , e  e 2   c2
2
2 2
y x y x
Suppose  e 2
e 2
,  e 2
e 2
1 2x 1 2x
x   e , x  e
2 2
1 2x 1 2x
 xx  e ,  xx   e
4 4
 xy  0 ,  xy  0
1 2y 1 2y
y  e , y  e
2 2
1 2y 1 2y
 yy  e ,  yy  e
4 4
Now A  a x2  b x y  c y2
2 2
 1 2x  y
y  1 2 
A  e  e    0    e   e 
x
 2   2 
1 1
A  e x e x  e y e y  0
4 4

B = 2a x x  b  x y   y x  2c y y 
 1 2x  1 2x  y y
y  1 2  1 2 
x
B = 2e  e  e   0  2  e   e  e 
 2  2   2  2 
77
1 1 y y 1 1
B =  e x .e  x  e .e     1
2 2 2 2
2 2
C = a x  b x y  c y
x 2 y 2
x1   1 
C = e  e 2   0   e  
y
e2 
2   2 
1 x x 1 1 1
C= e e  e y e y    0
4 4 4 4
D = a xx  b xy  c yy  d  x  e y
 1 2x  y 1
y

D = e  e   0   e   e 2   0  0
x
4  4 
1 x 2x 1 y  2y 1  2x y
2

D= e  e  e  e 
4 4 4 
E = a xx  b xy  c yy  d x  e y
 1 2x  y 1
y

E = e   e   0   e   e 2   0  0
x
 4  4 
1 x 2x 1 y  2y 1  2x y
2

E=  e  e   e  e 
4 4 4 
F = f =0 , G = g = 0
Now A  B  C  D  E  F   G
1  2x y
 1  2y x

0.   1  0.   e  e   e  e    0  0
2 2
4  4 
x y 1 x2 y  2y x
 1 x2 y  2y x

e   e  e  e    e  e  e    0
2 2
4   4  
78
1  2x y
 1  2x y

   e  e     e  e    0 ___*
2 2
4  4 
y x y x
As   e 2
e 2
,  e 2
e 2
y x y x
 e 2
e 2
,  e 2
e 2
y x y x
 e 2
e 2
,  e 2
e 2
y x
2e 2
   , 2e 2
  
y x
2
  2
 
e  , e 
2 2
y x
2
2 2
2
e  , e 
   
x
2
y
2
2 2 2         4
e e    
      2  2  2  2
x
2
y
2
2 2 2      4
e e    
      2  2  2  2
1  4  1  4 
Put in *     2  
  4   2  2    0
4    2   
     
   2   2
2  
 is the required canonical form of given
2  
         
equation.
79
Question: Show that the equation  xx  sec 4 x yy  0
Solution: The given equation is  xx  sec 4 x yy  0
 a  1, b  0, c   sec 4 x , d  e  f  g  0
2
2
 4

Now   b  4ac   0   4 1  sec x  4sec x  0
4

dy b   0  sec4 x
 
dx 2a 2 1
dy
  sec2 x
dx
dy dy
  sec2 x ,  sec 2 x
dx dx
dy   sec 2 xdx , dy  sec 2 xdx
dy  sec 2 xdx  0 , dy  sec 2 xdx  0

On integration
y  tan x  c1 , y  tan x  c2
Suppose   y  tan x ,   y  tan x
 x  sec 2 x ,  x   sec 2 x
 xx  2sec x.sec x tan x ,  xx   sec2 x tanx
 xy  0 ,  xy  0
y  1 , y  1
80
 yy  0 ,  yy  0
Now A  a x2  b x y  c y2
2 2
A  1  sec2 x    0     sec4 x  1
A  sec4 x  sec4 x  0

B = 2a x x  b  x y   y x  2c y y 

B = 2 1 sec x
2
  sec x   0  2   sec x  11
2 4
B = 2sec 4 x  2sec 4 x  4sec 4 x

2 2
C = a x  b x y  c y
2 2
C= e    sec x 
x 2
 0    sec4 x  1
4 4
C = sec x  sec x  0
D = a xx  b xy  c yy  d  x  e y
 2

D = 1 2sec x tan x  0   sec x  0   0  0  4

D = 2sec 2 x tan x
E = a xx  b xy  c yy  d x  e y
E = 2sec 2 x tan x
1 x 2x 1 y  2y 1  2x y
2

E=  e  e   e  e 
4 4 4 
F = f =0 , G = g = 0
Now A  B  C  D  E  F   G
0.   4sec4 x   0.   2sec2 x tan x    2sec2 x tan x   0  0
 4sec x 
4
   2sec2 x tan x    2sec2 x tan x  
81
 4sec x 
4
  2sec2 x tan x    
tan x
 
2sec2 x
    ____*
As   y  tanx ,   y  tanx
By subtracting
  y  tanx
    y  tanx
    2 tan x
 
tan x 
2
 
2
Put in *   
     2 
    
2 1  
  2  
 
 
 
    2 

   
4 1  
 4 
 
 
 
 4     2 
    
4 
 4 
 
 
2  
      is the required canonical form of given equation.
4     
82
Canonical form or Normal form of parabolic PDE’s
Since for parabolic PDE’s
 0 & *  0
b2  4ac  0 , B2  4 AC  0
 b   2 ac ____  i  , B   2 AC
This shows that we cannot arrange both (a&c) or (A&C) to be zero. Now the
characteristic equation
dy b  

dx 2a
dy b
    0
dx 2a
So, the characteristic D.E has only one solution. This means that parabolic
equation has only one characteristic curve. Suppose that we choose (x,y) =  as
the solution of equation (i)
Let we select A = 0 for parabolic
a x2  b x y  c y2  0
From (i)
a x2  2 ac x y  c y2  0
2 2
 a x   2 a x c y   c y  0
2
 a x  c y  0
 a x  c y  0 ____  ii 
B  2a x x  b  x y   y x   2c y y
B  2a x x  2 ac  x y   y x   2c y y
83
B  2  a x x  a c x y  a c y x  c y y 
B  2  a x
  
a x  c y  c y  
a x  c y 

B  2
  a x  c y  a x  c y 
 
B  2  0 
  a x  c y 
 
B0
So, the canonical form of parabolic PDE is written as
A  B  C  D  E  F  G
 C  D  E  F  G
Where the characteristic curve     x, y  is taken as arbitrary such that the

Jacobian J  0
2
*  J 
1
  2
*
J
84
Lecture # 07
Canonical form of Elliptic equation:
2
For elliptic equation   b  4ac  0 then the characteristic D.E for elliptic
PDE’s
dy b  
 _____  i 
dx 2a
So, there are no real characteristic for elliptic equation. For this we show that
A*  C* , B*  0
Let  and  be the solution of equation (i) and  = +i ,  = −i
Where  and  are the real and imaginary parts of  and  is the complex
conjugate of  i.e.   
Here we take A = C = 0
A  a x2  b x y  c y2
Put     i
 x   x  i x ,  y   y  i y
2 2
a  x  i  x   b  x  i  x   y  i  y   c  y  i  y   0
a x2  x2  2ix x   b x y  ix  y  ix y  x  y   c  y2   y2  2i y  y   0
a x2  ax2  2ia x x  b x y  ib x  y  ibx y  bx  y  c y2  c y2  2ic y  y  0
 a2
x 
 bxy  cy2    ax2  bx y  cy2   2ax x  bx y  xy   2cy y  0 
 A*  C*  iB*  0
 A*  C*  0 , B*  0
 A*  C*, B*  0
So, the canonical form of elliptic equation is written as
85
A*  B*   C *  D*  E *  F *  G*
A*  0.   A*  D*  E *  F *  G*
A*      D*  E *  F *  G *
G*  D*  E *  F *
   
A*
H *  ,  ,  , , 
    
A*
Question: Solve the PDE y 2 xx  x 2 yy  0 , x  0 , y  0
Also write its canonical form.
Solution: The given equation is y 2 xx  x 2 yy  0
Here a  y 2 , b  0, c  x 2 , d  e  f  g  0
2
2
Now   b  4ac   0   4 y   x 
2 2
   4 y 2 x 2  0 So, the equation is elliptic.

2 2
dy b   0   4 x y
 
dx 2a 2 y2
dy i 2 xy ix
 2 
dx 2y y
dy ix dy ix
 , 
dx y dx y
2 ydy  2ixdx  0 , 2 ydy  2ixdx  0
On integration
y 2  ix 2  c1 , y 2  ix 2  c2
86
Suppose   y 2  ix 2 ,   y 2  ix 2
Let   y 2 ,   x 2
 x  0 , x  2x
 xx  0 ,  xx  2
 xy  0 ,  xy  0
y  2y , y  0
 yy  2 ,  yy  0
Now A  a x2  b x y  c y2
2
A  y 2  0  0   x2   2 y 
A  4x2 y2
 
B = 2a x  x  b  x  y   y  x  2c y  y
B = 2  y   0  2 x   0  2  x   2 y  0 
2 2
B= 0
2 2
C = A = 4x y
D = a xx  b xy  c yy  d x  e y
2
D= y 0  0  x2  2  0  0
D = 2x 2
E = a  xx  b xy  c  yy  d  x  e y
E = y2  2  0  c  0  0  0
E = 2 y2
87
F = f =0 , G = g = 0
Now A      D  E  F  G
4 x 2 y 2      2 x 2  2 y 2  0  0

2 2
Divide by 4x y
1 1
     
2 y2
 
2 x2
  0
1 1
    
2
 
2
  0 is the required canonical form of given
PDE.
Question: : Solve the PDE e y xx  e x yy  0 Also write its canonical form.
Solution: The given equation is e y xx  e x yy  0
 a  e y , b  0, c  e x , d  e  f  g  0
2
2
Now   b  4ac   0   4 e   e y x
   4e x y  0 So, the equation is elliptic.

dy b   0  4e x  y
 
dx 2a 2e y
x y x y x
2 2 2 2
dy i 2e ie .e ie
 y
 y  y
dx 2e e
e2
x x
2 2
dy ie dy ie
 y ,  y
dx dx
e2 e2
y x y x
2 2 2 2
e dy  ie dx  0 , e dy  ie dx  0
88
On integration , On integration
y x y x
2 2 2 2
e ie e ie
  c1 ,   c2
1 1 1 1
2 2 2 2
y x
y x
2
1 2
2 2
1
e  ie  c1 , e  ie  c2
2 2
y x y x
Suppose   e  ie ,   e  ie
2 2 2 2
y x
Let   e 2
,  e 2
1 2x
x  0 , x  e
2
1 2x
 xx  0 ,  xx  e
4
 xy  0 ,  xy  0
1 2y
y  e , y  0
2
1 2y
 yy  e ,  yy  0
4
Now A  a x2  b x y  c y2
y 2
2 x 1 2  1
A  e  0   0   e   e   A  exe y
y
2  4

B = 2a x  x  b  x  y   y  x  2c y  y 
 1 2x  y
x 1 2 
B = 2e  0   e   0  2  e   e   0 
y
2  2 
89
B= 0
1 x y
C=A= ee
4
D = a xx  b xy  c yy  d x  e y
 1 2y 
D = e  0  0   e   e   0  0
y x
4 
1 x 2y
D =  e .e
4
E = a  xx  b xy  c  yy  d  x  e y
 1 2x 
E = e  e   0  ex 0  0  0
y
4 
1 2x y
E = e .e
4
F = f =0 , G = g = 0
 
Now A     D  E  F  G
1 x y 1 x 2y 1 2x y
e e      e e   e e   0  0
4 4 4
1 x y 1 x 2y 1 2x y
e e      e e   e e   0
4 4 4
1 x y
Divide by ee
4
 
    y
 x
0
2 2
e e
 
      0 is the required canonical form of given PDE.
 
90
P.D.E’s with constant coefficient:
Let ax x  bx y  c y y  d x  e y  f   g
And   b 2  4ac is also constant.

For Hyperbolic P.D.E’s:
dy b  

dx 2a
dy b   dy b  
 , 
dx 2a dx 2a
On integration
b   b  
y  x  c1 , y    x  c2
 2 a   2 a 
b   b  
y   x  c1 , y    x  c2
 2a   2a 
b   b  
Let   y    x , Let   y   x
 2a   2 a 
dy b  
If a = 0  is not applicable.
dx 2a
Remove this difficulty
az x2  bz x z y  cz y2  0
bz x z y  cz y2  0  a0
2
Divide by z x
zx z y z y2
b c 0
z x2 z x2
91
2
 zy   zy 
b   c   0
 zx   zx 
Let z x dx  z y dy  0
zy dx
 
zx dy
Put in above
2
 dx   dx 
b    c    0
 dy   dy 
dx  dx 
 b  c 0
dy  dy 
dx dx
 0 , bc 0
dy dy
On integration
 x  c1 , by  cx  c2
Let   x ,   by  cx
For Parabolic P.D.E’s

dy b   b  0 b
  
dx 2a 2a 2a
On integration
b
y x  c1
2a
b
 y x  c1
2a
b
Let   y  x and   arbitrary
2a
92
For Elliptic P.D.E’s
dy b   b  i 
 
dx 2a 2a
On integration
 b  i  
y xc
 2a 
 b  i    b  i  
 y  x  c1 , y    x  c2
 2 a   2 a 
b i  b i 
 y x x  c1 , y  x x  c2
2a 2a 2a 2a
b i  b i 
 y x x  c1 , y  x x  c2
2a 2a 2a 2a
b i  b i 
Let   y  x x,   y x x
2a 2a 2a 2a
Question: Solve the P.D.E 4 xx  5 xy   yy   x   y  2 also find its
canonical form.
Solution: Given 4 xx  5 xy   yy   x   y  2
Here a  4, b  5, c  1, d  e  1, f  0, g  2
  b 2  4ac  25  16  9  0
So, the equation is Hyperbolic.
Now the characteristic equation
dy b   5  9 5  3 1
    1,
dx 2a 2 4 8 4
dy dy 1
1 , 
dx dx 4
On integration
93
1
y  x  c1 , y  x  c2
4
1
y  x  c1 , y  x  c2
4
1
Let   y  x ,   y  x
4
1
 x  1 ,  x  
4
 xx  0 ,  xx  0
 xy  0 ,  xy  0
y  1 , y  1
 yy  0 ,  yy  0
A  a x2  b x y  c y2
2 2
A  4  1  5  11  11  4  5  1  0
A  sec4 x  sec4 x  0
 
B = 2a x x  b  x y   y x  2c y y
 1    1  
B = 2  4  1    5   11  1     2 111
 4    4 
 1  5  16  25 9
B = 2  5  1    2  4  5    
 4  4 4 4
2 2
C = a x  b x y  c y
2
 1   1  2 1 5
C = 4   5   1  11  4     1
 4  4  16  4
94
1 5 1 5  4
C=  1  0
4 4 4
D = a xx  b xy  c yy  d  x  e y
D = 4  0   5  0   1 0   1 1  11  0
E = a xx  b xy  c yy  d x  e y
 1  1 3
E = 4  0   5  0   1 0   1   1 1    1 
 4  4 4
F = f =0 , G = g = 2
Now A  B  C  D  E  F   G
 9  3
0.      0.  0.    0  2
 4  4
9 3 9
    2 Divide by
4 4 4
1 8
    is the required canonical form of given P.D.E
3 9
1 8
Let        
3 9
1 8
   
3 9
 1 8

    
3 9
 1 8
      _____(i)
 3 9
1 1
I .F  e  3  e 3
d 
Multiplying (i) with I.F
95
1 1
   1 8 31
e 3
   e    e
3
 3 9
  31  8 31
  e  e
   9
On integration
1
8 31

e  
3
e d  h1  
9 
1
1 
3
 8 e
e  
3
 h1  
9 1
3
1
8 31

e   e  h1  
3
3
1
8 
    h1   e 3
3
1
8 
    h1   e 3   
3
1
 8 
   h1   e 3
 3
On integration
1
8 
    d  e 3  h1  d  h2  
3
1
8 
     e 3 h3    h2  
3
y x
8 x  x
   x, y    y    e 3 h3  y    h2  y  x 
3 4  4
96
Lecture # 08

2
Question:  e  x dx
0
  b b
 x2  y2
Solution: Let I  e dx   e dy   f  x  dx   f  t  dt
0 0 a a
2
2
   x2 
I    e dx 
0 
 
2  x2 2
I  e dx. e  x dx
0 0  
  2
2 2
I 2   e  x dx. e  y dy
0 0

2
I  e

 x2  y 2  dydx

0 0 0
0
Let x = rcos , y = rsin
 y
r 2  x 2  y 2 ,   tan 1  
x
In first quadrant

0  
2
0r 
dxdy = rdrd

2
2
 I    e  r rdrd
2
0 0
97

2 
 1  2
 I   d .   e  r  2r  dr
2
0  2 0

 1  2 
 I 2   02 .  e  r
 2  0
   1  2 0 if m  0
 I 2    0  .    Lim e  r  e 0   Lim e mx  
2   2   r   x  if m  0
  1  
 I2  .   0  1 
2  2  4

 I
2

2 
I   e  x dx 
0
2
Some Basics:
f(x,y) = 0
if f(−x,−y) = f(x,y) symmetric w.r.t origin
if f(−x,y) = f(x,y) symmetric w.r.t y-axis
if f(x,−y) = f(x,y) symmetric w.r.t x-axis
Let y = f(x)
f(−x) = f(x) even function
f(−x) = −f(x) odd function
[0,1] unit interval
[−a,a] symmetric interval
98
a
Question:  f  x  dx
a
a 0 a
Solution:  f  x  dx   f  x  dx   f  x  dx
a a 0
Put x = −y  dx = −dy in the first integral

0 0
 f  x  dx   f   y  dy 
a a
0 a a
 f  x  dx   f   y  dy    f   x  dx 
a 0 0
a a a
a
 f  x  dx   f   x  dx   f  x  dx
0 0
If f(x) is odd function i.e. f(−x) = −f(x)

a a a
 f  x  dx    f  x  dx   f  x  dx  0
a 0 0
If f(x) is even function i.e. f(−x) = f(x)

a a a
 f  x  dx   f  x  dx   f  x  dx
a 0 0
a a
 f  x  dx  2 f  x  dx
a 0

2
x
Question:  e dx

 a
 x2 2
Solution: e dx  Lim  e  x dx
a 
 a
 a
 x2 2 2
e dx  Lim 2  e  x dx  as e  x is even function

a 
 0
99
 a
 x2 2
e dx  2  e  x dx
 0
 
 x2  2 
e dx  2   e  x dx 

2 0
2

2
x
 e dx  

Gamma Function:

   e  x . x 1 dx ,   0
0

  1   e x . x dx
0
 
e x  e x
 1  .x  . x 1 dx
1 0 0 1

  1    Lime  x .x  e0 .0     e x . x 1 dx
 x  0
  1    0  0   
 1   
  
e x
1   e x 11 x
. x dx   e dx     Lim e  x  e0 
0 0
1  x 
0
1    0  1  1
If n is a positive integer then n 1  n n

n  1  n  n  1 n  1
n  1  n  n  1 n  2  ...3.2.11
100
n  1  n!
n   n  1!
If  =1/2
 1 1 
1 x
1
x
  e . x dx   e .x 2 dx
2
2 0 0
2
Let x  z  dx  2 zdz
 1 
1  z2 2
  e . z  .2 zdz  2 e  z . z 1 zdz
2 2
2 0 0

1 2
 2 e  z dz
2 0
1 
2  
2 2
3 1 1 1 1
 1   
2 2 2 2 2
5 3 3 3 3.1 3.1
 1     2 
2 2 2 2 2.2 2
7 5 5 5 5.3.1 5.3.1
 1     3 
2 2 2 2 2.2.2 2
9 7.5.3.1
 
2 24
. .
. .
. .
1  2n  1 2n  3 ...7.5.3.1
n  
2 2n
101
1  2n  2n  1 2n  2  2n  3 ...7.6.5.4.3.2.1
n  
2 2n.2n  2n  2  2n  4  ...6.4.2
2n  1
 n n
 2 n ! 
2 2 .2 n  n  1 n  2  ...3.2.1
2 n  1  2 n !
 2n 
2 2 .n!
Piecewise Continuous function:
A function f(x) is said to be piecewise continuous throughout an interval except
at a finite number of points.
Laplace Transform:
Let f(t) be a piecewise continuous function then its Laplace transform is defined

as   f  t     e  st f  t  dt , s  0 .And it is denoted by F(s)
0
  f  t    F  s 
Question: f(t) = c

Solution:   f  t      c    e st c dt
0
 
e  st
 c  c  e  st
dt  c
0 s 0
c  c
 c  Lime  st  e0    0  1
s  t   s
c
 c  
s
1
 1  c  1
s
102
Question: f(t) f  t   t 

Solution:   f  t     t    e st t  dt

Let z = st  t = z/s
dz
 dt
s
 
  z  dz
 t    e   z
0 s s

1
 t    1  e z z dz

s 0

1 1
 t    1  e  z z 11 dz   1 .   1

s 0 s
If  is a positive integer
n  1 n!
 t n    n1
s n1 s
1
If   n 
2
 1 1
 n   n 
 n 12   2 2
 t   2 n 1 2
  s 2
 2n  1 
 
2   2n !   2n  1! 
1
 n  
 t 2
  2 n 3
. 2n  2 n 3
  2
2 .n ! 2 n 1
s 2 .n!.s 2
103
Question: f (t )  eat

Solution: [e ]   e  st ea t dt
at

  e  st at dt
0

  e  ( s a ) t dt
0

e  ( s a ) t

( s  a ) 0
 1 
0   
 ( s  a ) 
1
[eat ]  , sa
sa
1
Similarly, [e
 at
]
sa
Question: f (t )  cos at

Solution: [cos at ]   e st cos at dt
0
eax
 e cos bx dx  2
ax
 a cos bx  b sin bx
a  b2
e  st 
   scosat  a sinat 
(s)2  a 2 0
1 s
0 [  s  0]  [cos at ] 
s2  a2 s2  a2
104
Question: f (t )  sin at

Solution: [sin at ]   e st sin at dt
0
eax
 e sin bx dx  2
ax
 a sin bx  b cos bx
a  b2
e  st 
   ssinat  a cosat 
( s )2  a 2 0
1
0 [0  a]
s  a2
2
a
[sin at ] 
s2  a2
Linearity Property:
Let f(t) and g(t) be two piecewise continuous function c1 and c2 are two scalars
then
 c1 f  t   c2 g  t    c1  f  t    c2  g  t  
Proof:  c1 f  t   c2 g  t  

  e  st  c1 f  t   c2 g  t   dt
0

   c1e  st f  t   c2e  st g  t   dt
0
 
 st
 c1  e f  t  dt  c2  e  st g  t  dt
0 0
 c1 f  t   c2 g  t    c1  f  t    c2  g  t  
105
First Shifting property:
Suppose that   f  t    F  s  then prove that   e f  t    F  s  a 
at

As   f  t    e
 st
Proof:  f  t  dt  F  s 
0

 e f  t     e  st .eat f  t  dt
at

  e f  t     e  sa t f  t  dt  F  s  a 
at
Unit function / The Heaviside unit function:

Let a ≥ 0 then the unit function denoted by ua  t  is defined as
0 if t  a
ua  t   u  t  a   
1 if t  a
0 if t  0
u0  t   u  t   
1 if t  0

 ua  t     e st .ua  t  dt
0
a 
 ua  t     e .ua  t  dt   e  st .ua  t  dt
 st
0 a
a 
 ua  t     e . 0  dt   e st .1 dt
 st
0 a

e  st 1   sa  1 e  sa
 ua  t    0    st
Lime  e  sa
  0  e  
s s  t   s  s
0
e0 1
If a = 0  u0  t    
s s
106
Lecture # 11
Second Shifting property:
Let f(t) be a piecewise continuous function. Then

 ua  t  f  t  a     e  st ua  t  f  t  a  dt
0
a 
 ua  t  f  t  a     e ua  t  f  t  a  dt   e  st ua  t  f  t  a  dt
 st
0 a
t<a + t≥a

 ua  t  f  t  a    0   e st ua  t  f  t  a  dt
a

 ua  t  f  t  a     e  st ua  t  f  t  a  dt
a
Let z = t – a  t = z + a
dz = dt
z  0 as t a
z  ∞ as t ∞

 s z  a 
 ua  t  f  t  a     e f  z dz
a
 
 s z  a 
 ua  t  f  t  a     e f  z dz   e  sz as . f  z dz
a a

 ua  t  f  t  a     e sz .e as . f  z dz
a

 ua  t  f  t  a    e  as
e
 sz
. f  z dz
a
107

 ua  t  f  t  a    e  as
e
 st
. f  t dt  z is dummy variable
a
 ua  t  f  t  a    e as F  s 
Differential formula for Laplace transform:

Let f '  t  be the derivative of f(t). Then

  f  t     e  st f '  t  dt
'


  f  t    e . f  t    e  st   s  f  t  dt
'  st
0
0


  f  t    e . f  t 
'  st  Lime st . Lim f  t   e0 f  0    s e st f  t  dt
0  t  t   0
  f '  t    0  f  0   s  f  t  
  f '  t    s  f  t    f  0  ____  i 
  f ''  t    s  f '  t    f '  0 
  f ''  t    s  s  f  t    f  0    f '  0   by  i 
  f ''  t    s 2   f  t    sf  0   f '  0  ____  ii 
  f '''  t    s  f ''  t    f ' '  0 
  f '''  t    s  s 2   f  t    sf  0   f '  0    f ''  0 
  f '''  t    s 3  f  t    s 2 f  0   sf '  0   f ''  0 
In general,   f (t )   s   f (t )   s
n n n1
f (0)  sf n2 (0)  f n1 (0)
108
Inverse Laplace Transform:
If F(s) is the Laplace transform of f(t) then f(t) is called inverse Laplace
transform of F(s). i.e.
  f  t    F  s   f  t   1  F  s  
Some Functions:
n
n!  1  t
 t   n1
n
   n1  
1
s  s  n!
1  1 
 e  at    1  e
 at
sa s  a 
s  s 
  cos at    1  2 2 
 cos at
s2  a2  s  a 
a  a 
 sin at    1  2  sin at
s  a2  s  a 
2 2
s  s 
  cosh at    1  2  cosh at
s2  a2  s  a 
2
a  a 
 sinh at    1  2 2 
 sinh at
s  a2
2
 s  a 
e  as  e  as 
 ua  t       1
  ua  t 
s  s 
 ua  t  f  t  a    e  as F  s   1  e as F  s    ua  t  f  t  a 
109
Question: Solve the following D.E
dy
 y  sin t ; I .C y  0  1
dt
Solution: Taking Laplace Transform on both side
 dy 
   y    sin t 
 dt 
 dy  1
     y  2
 dt  s 1
1
s  y   y  0     y   2
s 1
1
 s  1   y   1 
s2  1
1
 s  1   y   1  2
s 1
s2  1  1 s2  2
 s  1   y   2  2
s 1 s 1
s2  2
 y   ___  i 
 s  1  s 2  1
s2  2 A Bs  C
Let  
 s  1  s 2  1  s  1  s 2  1
s 2  2  A  s 2  1  Bs  s  1  C  s  1
Put s  1  0  s  1
 1
2
 2

 2  A  1  1  Bs  1  1  C  1  1
3
A
2
110
Comparing s2
3
1  A  B  B  1  A 1 
2
1
B 
2
Comparing s
1
0 BC  C  B  C
2
3 1 1
2 s
s 2
 2  22 2
 s  1  s  1  s  1  s  1
2
3 s 1
Put in (i)   y   
2  s  1 2  s 2  1 2  s 2  1
Taking Laplace inverse
 3 s 1 
  y    
1 1
  
 2  s  1 2     
s 2
 1 2 s 2
 1
3 1  1  1 1  s  1 1  1 
y      2    2 
2   s  1  2   s  1  2   s  1 
3 1 1
y  e  t  cos t  sin t
2 2 2
Question: Solve the following D.E
d 2 y dy
  u  t  1 ; I .C y  0   , y'  0  
dt 2 dt
Solution: Taking Laplace Transform on both side
 d 2 y dy 
  2     u  t  1 
 dt dt 
111
d2y  dy  e
s
 2     
 dt   dt  s
e s
s   y   sy  0   y  0   s  y   y  0  
2 '
s
e s
 s  s    y   s        s
2
e s
s  s  1   y       s   
s
    s e s
 y   2 _____  i 
s  s  1 s  s  1
    s A B
Let  
s  s  1 s s 1
    s  A  s  1  B  s 
Put s = 0      0  A  0  1  B  0   A   
Put s+1 = 0  s = − 1
      A  1  1  B  1  B  
    s   
 
s  s  1 s s 1
1 C D E
Now   
s 2  s  1 s s 2 s  1
1  Cs  s  1  D  s  1  Es 2
Put s = 0 D=1
Put s = − 1 E=1
Compare s2 0=C+E  C = −1
112
1 1 1 1
  
s 2  s  1 s s 2 s  1
   e  s e s e s
Put in (i)   y     2 
s s 1 s s s 1
Taking inverse Laplace
    e s e  s e  s 
  y   
1 1
   2 
 s s  1 s s s  1 
s s s
1  1  1  1  e  1  e  1  e 
y            
1
        2      ___  ii 
s
   s  1   s s
   s  1 
 1 1
1 e s . 2   u  t  1 f  t  1 where f  t   1  F  s  & f  t   1  2   t
 s  s 
 e s 
  2   u  t  1 f  t  1
1
where f  t  1  t  1
s 
 1  1  1 
1 es .   u  t  1 f  t 1 where f  t   1

 F  s  
 & f  t       et
 s 1  s 1
 1 
1 e s .   u  t  1 .e t 1 where f  t  1  et 1
 s  1
Put in (ii) y     1   et  u  t  1  u  t  1 t  1  u  t  1 e t 1
y       et  u  t  1 1  t  1  et 1 
y       et  u  t  1 2  t  e t 1 
113
Convolution for Laplace transformation:
Let f(t) and g(t) be two piecewise continuous function. Their convolution is
denoted by f*g where
t
f  g   f   g  t    d
0
t
g  f   g   f  t    d
0
Then f  g  g  f
t
Proof: g  f   g   f  t    d
0
Let t    z   t  z
d  dz
z  t as   0
z  0 as   t
0
g  f   g  t  z  f  z  dz 
t
t
g  f   g  t  z  f  z  dz
0
t
g  f   g  t    f   d  z is dummy variable
0
t
g  f   f   g  t    d
0
g f  f g
Convolution Theorem:
Let   f  t    F  s  and   g  t    G  s  then prove that
f  g  1  F  s  .G  s  
t
Proof: By definition f  g   f   g  t    d
0
114
t 
f  g   1. f   g  t    d   0. f   g  t    d
0 0
t> t<
t 
f  g   1. f   g  t    d   0. f   g  t    d
0 t
t 
f  g   u  t    f   g  t    d   u  t    f   g  t    d
0 t

f  g   u  t    f   g  t    d
0
Taking Laplace transform


 f  g      u  t    f   g  t    d 
 0 


 f  g    e st   u  t    f   g  t    d  dt
 0 
0
Interchange the order of integration



 f  g    f     e st u  t    g  t    dt  d
0
 0 

 
 f  g    f     e st u  t    g  t    dt   e st u  t    g  t    dt  d
 0  
0
t< t≥


 f  g    f   0   e st u  t    g  t    dt  d

0
 


 f  g    f     e st g  t    dt  d
  
0
Let t    z  t    z
dt = dz
z  0 as t   & z   as t  
115

 s  z
 f  g    f     e  
g  z  dz  d
 0 
0


 f  g    f     e s .e sz g  z  dz  d
 0 
0


 f  g    f   e s  e sz g  z  dz  d
 0 
0
 f  g    0

f   e s d   e

0
 sz
g  z  dz 
 f  g     dt    e 
 
f  t  e st  st
g  t  dt
0 0
 z &  dummy variable
 f  g     f  t     g  t  
 f  g   F  s  .G  s 
 f  g   1  F  s  .G  s  
 s 
Question: Solve   1

  s  1 s 2
 1 
 s   1 s 
Solution:   1
 
1
. 2 
  s  1  s  1    s  1  s  1 
2
s s
Let F  s   , G s  2
 s  1  s  1
f  t   1  F  s   , g  t   1 G  s  
 s  1  s 
f  t   1  , g  t   
 s  1   s  1
2
116
f  t   et , g  t   cos t
 s 
1    1  F  s  .G  s  
  s  1  s  1 
2
t
f  g   f   g  t    d
0
t t
f  g   e  cos  t    d   e  cos    t  d
0 0
e  t
2 
f g  2
 1 cos    t    1 sin    t   0
 1   1
e  t
f g  cos  t     sin  t     0
2
e  t e0
f g   cos  t  t   sin  t  t     cos  t  0   sin  t  0  
2  2
e  t 1
f g  cos  0   sin  0     cost  sint 
2 2
e  t 1 1
f g   cost  sint
2 2 2
t
Question: Solve y  t   1   y   t    d
0
t
Solution: y  t   1   y   t    d
0
t
Compare with y  t   1   f  g  t    d
0
y t   1  f  g
Where f    y    f t   y t 
117
g t     t     g t   t
 y t   1  y  t
Taking Laplace on both sides
   y  t     1  y  t 
  y  t     1    y  t 
1
  y  t       y   t 
s
1 1 1
  y  t       y . 2    t   2
s s s
1 1
  y  t      y . 
s2 s
 1 1
1  2    y  
 s  s
 s2 1  1
 2   y 
 s  s
1 s2 s
 y  . 2  2
s s 1 s 1
 s 
1   y   1  2 
 s  1
y  cosh t
118
t
1 3
Question: Solve y  t   t   y   t    d
60
t
1 3
Solution: y  t   t   y   t    d
60
t
1
Compare with y  t   t   f  g  t    d
60
1
y t   t   f  g
6
Where f    y    f t   y t 
3
g t     t     g t   t 3
1
 y t   t 
6
 y  t3 
 1 
   y  t     t   y  t 3  
 6 
1
  y  t      t     y  t 3  
6
1 1
  y  t    2
   y   t 3 
s 6
1 1 6
  y  t       y 
s2 6 s4
1 1
  y  t      y  
s4 s2
 1 1
1  4    y   2
 s  s
119
 s4  1  1
 4   y  2
 s  s
1 s4 s2
 y  2 . 4  ____  i 
s s  1 s4  1
s2 r r
Let 4  2   r  s2
s  1 r  1  r  1 r  1
r A B
 
 r  1 r  1  r  1  r  1
r  A  r  1  B  r  1
1
Put r = 1  1  A 1  1  B 1  1  A 
2
1
Put r = −1  1  A  1  1  B  1  1  B 
2
r 1 1
 
 r  1 r  1 2  r  1 2  r  1
s2 1 1
 2  
 s  1 s  1 2  s  1 2  s  1
2 2 2
1 1
Put in (i)   y  
2  s 2  1 2  s 2  1
 1 1 
Taking Laplace inverse     y    
1 1
 
 2  s  1 2  s 2  1 
2
1  1  1  1 
y  1  2   1  2 
2  s  1 2  s  1
1 1
y  sinh t  sin t
2 2
120
t
dy
Question: Solve  1   y   t    d ; y  0   1
dt 0
t
dy
Solution:  1   y   t    d
dt 0
t
dy
Compare with  1   f  g  t    d
dt 0
dy
 1 f  g
dt
Where f    y    f t   y t 
g t     t     g t   t
dy
  1 y t
dt
 dy 
      1  y  t 
 dt 
s  y   y  0    1    y  t 
1
s  y   1     y   t 
s
1 1
s  y   1     y . 2
s s
1 1
s  y     y  .  1
s2 s
 1 s 1
 s     y  
 s2  s
121
s  1  s 2  s  s  1
 y   .  3
s  s3  1  s 1
s2  s
 y  _____  i 
 s  1  s 2  s  1
s2  s A Bs  C
Let  
 s  1  s 2  s  1 s  1 s 2  s  1
s 2  s  A  s 2  s  1  Bs  s  1  C  s  1
Put s = 1
2
 2

 1  1 A 1  1  1  B 11  1  C 1  1
2
A
3
2 1
Comparing s2  1  A  B  B  1 A  1  B
3 3
Comparing s  1 = A−B+C  C = 1−A+B
2 1 3  2 1 2
C 1    C
3 3 3 3
1 2
2 s
s s 2
  32 3
 s  1  s  s  1 3  s  1 s  s  1
2
1 2
s
2
Put in (i)   y    32 3
3  s  1 s  s  1
2 2
2 2 1 1
Let s  s  1  s  s        1
2 2
2 2
2  1 1  1 3
s  s 1   s      1   s   
 2 4  2 4
122
2 2
2  1  3
s  s 1   s     
 2  2 
 1 3
 s 
2 1  2 2
 y   2
3  s  1 3  2
1  3
s    
 2  2 
 1
 s 
2 1  2 1 3 1
 y   2
 . 2
3  s  1 3  1
2
 3  3 2  1
2
 3 
s     s    
 2  2   2  2 
 1
 s 
2 1  2 1 1
 y   2
 2
3  s  1 3  2
1  3 2 2
1  3
s    s    
 2  2   2  2 
 
  1  
 2 1 s   1 1 
 2 
1  y   1   2
 2
 
3 s  1 3  2
1  3 2 2
1  3 
 s    s    
  2   2   2   2  
   
  1    
2 1  1  1 1  s   1  1 
 2 
y      2
 1
 2
3  s  1  3 2
 s  1    3  
2 2
 s  1    3  
           
 2   2    2   2  
2 1  3  1  3 
y  et  cos  t   sin  t
3 3  2  2  2 
123
Lecture # 10
Question: Find Laplace transform of
 
x 0
x t
Boundary Condition   0,t   t
Initial Condition   x,0   0
Solution: Apply Laplace transform
     
          0
 x   t 

   x, t    x  s   x, t      x,0    0
x 
By putting initial condition

   x, t    x  s   x, t    0  0
x 

   x, t    xs   x, t    0
x 
let   ( x, t)   ( x, s) ____  i 
 ( x, s )
 xs  x, s   0 ____  ii 
x
Which is linear equation
x2 s
I.F = e 
sx dx
2
e
Multiplying (ii) by I.F
x 2s x s 2
 ( x, s )
e 2
 xse 2   x, s   0
x
124
2
  x2s 
 e   x, s    0
x  
On integration
 x2s
  x, s   e 2
A s  ____  iii 
Now by B.C   0,t   t     0,t     t 
1
  0, t   _____  iv 
s2
Put x = 0 in (iii) and compare with (iv)
  0, s   e0 A  s   A  s 
1
 A s  
s2
 x2 s
1
Put in (iii)   x, s   e 2
.
s2
 x2s
1
  ( x, t)   e 2
.  by  i 
s2
2
 x s 1 
   ( x, t)     e 2 . 2 
1 1
 s 
 x2   x2 
 ( x, t)  u  t   f  t  
 2  2
1  x2  x2
Where f  t     F  s      2   t  f  t 
1 1
t
s   2  2
 x2   x2 
 ( x, t)  u  t   . t  
 2 2
125
 2 2
2  
Question: c
x 2 t 2
  x,0 
Initial Condition   x,0   0 , 0
t
Boundary Condition   0, t   sin t , Lim  x, t   0
x
Solution: Apply Laplace transform on both sides
  2  2
2   
 2   c  2 
 x   t 
2 2 2   x,0  
  ( x , t )   c  s   ( x , t )   s ( x ,0)  
x 2  t 
By Initial condition
2
2
  ( x, t )  c 2  s 2  ( x, t )  s  0   0 
x
2
2
  ( x, t )  c 2 s 2 ( x, t )
x
Say   ( x, t )    x, s  _____(i)
2
2
  x, s   c 2 s 2   x, s 
x
2
2
  x, s   c 2 s 2   x, s   0
x
 2 2 2
 2  c s    x, s   0
 x 
2
2
 c2 s2  0
x
126
2
2
 c2 s2
x

 c s
x
  x, s   A(s)ecsx  B(s)ecsx ____  ii 
Now by boundary condition
  0, t   sin t
Applying Laplace transformation
   0, t    sin t 
1
  0, s   ____(iii)
s2  1
Lim  x, t   0
x
  Lim  x, t     0
 x 
Lim  x, s   0 _____  iv 
x
Put x = 0 in (ii) and compare with (iii)
  x,0   A(s)e0  B( s)e0  A s   B  s 

1
A( s )  B ( s ) 
s2  1
Take limit x ∞ of (ii)
Lim  x, s   Lim A(s)ecsx  LimB(s)ecsx

x x x
0  A(s) Limecsx  0
x
A(s) Limecsx  0
x
127
Only possible if A(s) = 0
1 1
Put in (iv)  0  B s   B  s  
s2  1 s2  1
1 csx
Put in (ii)    x, s   0  e
s2  1
1
  x, s   ecsx  by  i 
s2  1
 1 
1   x, t    1 ecsx 2
 s  1 
 1 
  x, t   u  t  cx  f  t  cx  Where f  t   1  2  sin t
 s 1 
 f(t−cx) = sin(t−cx)
  x, t   u  t  cx  .sin  t  cx 
Question: Find Laplace transform of
 2 

x 2 t
Boundary Condition   0, t   1   1, t 
Initial Condition   x,0   1  sin  x 
  2    
 2    
 x   t 
2
   x, t    s   x, t      x,0 
x 2 
By initial condition
128
2
   x, t    s   x, t    1  sin  x 
x 2 
let   ( x, t)   ( x, s)
2
 ( x, s)  s ( x, s)  1  sin  x 
x 2
 2 
 2  s   ( x, s )  1  sin  x  ____  ii 
 x 
For complementary solution we have
 2 
 2  s   ( x, s )  0
 x 
2
s0
x 2
2
s
x 2

 s
x
sx
c  x, s   Ae  Be  sx
For particular solution
 2 
 2  s   p ( x, s )  1  sin  x 
 x 
D 2
 s  p ( x, s )  1  sin  x
1
 p ( x, s )  . 1  sin  x 
 D2  s 
1 1
 p ( x, s )   1    sin  x 
 D 2
 s   D 2
 s 
129
1 1
 p ( x, s )    sin  x 
 D2 
 s 1   D  s
2
 s 
1
 D2 
1  s 
1
 p ( x, s )    
 sin  x 
s   s 
2
1  D2  1
 p ( x, s )   1   ..  1  2  sin  x 
s s    s
1 1
 p ( x, s )  1  0   2  sin  x 
s  s
1 sin  x
 p ( x, s )  
s 2 s
The general solution is  ( x, s )  c ( x, s )   p ( x, s )
sx 1 sin  x 
 ( x, s )  A  s  e  B  s  e sx
  2 _____  iii 
s  s
Now by boundary condition
  0, t   1
   0,t    1
1
  0, s   _____(iv)
s
Now  1, t   1    1,t    1
1
 1,s   ____ (v)
s
Put x = 0 in (iii) and compare with (iv)
130
1
 (0,s)  A  s   B  s  
s
1 1
  A s   B  s  
s s
 A s   B  s   0 ___  vi 
Put x = 1 in eq (iii) and compare with (v)
s 1
 1,s   A  s  e  B  s  e s

s
1 s 1
 A s  e  B  s  e s

s s
s
A s  e  B  s  e s
0
Put A =  B
s
B  s  e  B  s  e s
0
 e s
 e s
 Bs  0
 B(s) = 0 A(s) = 0
1 sin  x 
Put in (iii)   ( x, s )  0  0 
s 2 s
1 sin  x 
  (x, t)    2    x, s     ( x, t ) 
s  s
 1 sin  x  
1  ( x, t )   1   2 
s   s 
1   sin  x  
1  ( x, t )   1    1  2 
s    s 
2
 ( x, t )  1  sin  x  .e  t
131
Question: Solve by Laplace transform
tt  a 2xx  g
  x,0 
Initial Condition   x,0   0 , 0
t

Boundary Condition   0, t   0 , lim   x, t   0
x x

 tt     a 2xx     g 
  2  x, t     2  x, t  
 2   a 
2
2   g  1
 t    x 
  x,0  2 1
s    x, t    s   x,0  
2
a 2
   x, t    g .
t x 2   s
By initial condition
2 g
s    x, t    s  0   0  a
2
 2
  x , t   
x 2   s
2 g
s    x, t    a
2 2
   x , t   
x 2   s
2 g
a 2
2
   x, t    s 2   x, t   
x s
let   ( x, t )    x, s  _____  i 
2
2 2 g
a  ( x , s )  s  ( x , s ) 
x 2 s
22 g
a 2
 ( x, s )  s 2  ( x, s )   0
x s
2 g s2
 ( x, s )  2  2  ( x, s )  0
x 2 a s a
132
2 s2  g
 ( x , s )   ( x , s )   0 _____  ii 
x 2 a 2  s 3 
g
Let   x, s    ( x, s )  ___  iii 
s3
 
  x, s    ( x, s )
x x
2 2
  x, s   2  ( x, s)
x 2 x
2 s2
Eq (ii)    x, s   2   x, s   0
x 2 a
 2 s2 
 2  2   x, s   0
 x a 
2 s2
 0
x 2 a 2
2 s2

x 2 a 2
 s

x a
s s
x  x
  x, s   Ae  Be
a a
s s
g x  x
 ( x, s)  3  Ae  Be
a a
s
s s
x  x g
 ( x, s)  Ae  Be
a a
 _____  iv 
s3
Now by B.C   0, t   0
   0,t     0
133
  0,s   0 _____(v)

lim   x, t   0
x x
  
 lim   x, t      0
 x x 

lim    x, t    0
x x

lim   x, s   0  vi 
x x
Put x = 0 in (iv) and compare with (v)

g
 (0,s)  A  s  e0  B  s  e0 
s3
g
 A s   B  s   0 _____  vii 
s3
Diff. eq (iv) w.r.t x
s as x s  as x
x  x,s   Ae  Be
a a
Taking lim on both side and compare with (vi)
x
s s
s x s  x
lim x  x,s   A  s  lim e  B  s  lim e
a a
x a x a x
s
s x
0  A  s  lim e  0
a
a x
s
s x
A  s  lim e  0
a
a x
Which is only possible if A(s) = 0
Put A = 0 in (vii)
134
g g
Bs  0  Bs 
s3 s3
Put the value of A and B in Eq (iv)
g  as x g
 ( x,s)  3 e  3
s s
g  as x g
  ( x, t)  3 e  3
s s
 g  as x  g
   ( x, t)    3 e   1  3 
1 1
s  s 
 1 ax s  1
 ( x, t)  g   3 e   g 1  3 
1
s  s 
 x  x t2
 ( x, t)  gu  t   f  t    g.
 a  a 2
2
 x
t 2 t  
1  1   x  a
Where f(t) =   3    f t   
s  2  a 2
2
 x
t   t2
 x  a 
 ( x,t)  gu  t    g.
 a  2 2
2
g   x  x  
 ( x, t)  u  t   t    t 2 
2   a  a  
135
Periodic Function:
Let f(t) be a periodic function with period l , then
f t  l   f t  ; l 0
Period of f(t):

  f  t     e st f  t  dt
0
l 
  f  t     e  st
f  t  dt   e st f  t  dt _____  i 
0 l
Put t = z + l in 2nd integral

dt = dz
z  0 as t  l & z   as t  
 
 st  s  z l 
e f  t  dt   e f  z  l  dz
l 0
  
 st  sz sl
e f  t  dt   e f  z  l  dz   e sz .e sl f  z  l  dz
l 0 0
 
 st  sl  sz
e f  t  dt  e e . f  z  l  dz
l 0
Since f is periodic function with period ‘l’ i.e f  t  l   f  t 

 
e
 st
f  t  dt  e  sl  sz
 . f  t  dt
e  z is dummy variable
l 0
e
 st
f  t  dt  e sl   f  t  Put in  i 
l
l
  f  t     e  st f  t  dt  e  sl   f  t  
0
136
l
  f  t    e   f  t     e  st f  t  dt
 sl
1  e    f  t    e
 sl  st
f  t  dt
0
l
1
  f  t     sl 
e st f  t  dt
1 e 0
Question: Find the period of sin(at)
 2 
Solution: f  t   sin  at   sin  at  2   sina  t  
 a 
2
Period l 
a
l
1
As we know that   f  t     sl 
e  st f  t  dt
1 e 0
2
a
1
 sin  at     2  e
 st
sin  at  dt
 s 
 a  0
1 e
2
1  e  st  a
 sin  at    2 s  2 2
  s sin  
at  a cos  
at
1 e a    s   a  0
 s.2a 
1 e   2   2  e0
 2 s s sina    a cosa    2 2 s sin  0  a cos  0
s  a 
2 2
 a   a  s  a 
a
1 e  
 s.2a 
1  e 1
 2 s s sin2  a cos2   2 2 0  a
s  a
2 2
s a 
a
1 e  
137
 2a s 
1  e a 
 s 2  a2 
 2 s
s  0  a 1  2 2
a
s a 
1 e  
2 s
 a

1  ae a 
 
2 s  s 2  a 2 s 2  a2 
a
1 e  
2 s
1  a  
 2 s  2 2 1  e a  
1 e a s  a  
a
 sin  at   
s 2  a2
138
Lecture # 11
Fourier Transform:
Let f(x) be a real valued function s.t f(x)  0 as x ±∞. Then its Fourier
transform is defined as

1 ikx
[ f ( x)]  e f ( x)dx  F (k )
2 
And is denoted as F(k) i.e. [f(x)] = F(k)

Then its inverse Fourier transform is defined as

1 1  ikx
 [ F (k )]  e F (k )dk  F ( x)
2 
Fourier transform of Gaussian function:

 x 2
f(x) = Ne ,  0
Solution:

1 ikx
We know [ f ( x)]  e f ( x)dx  F (k )
2 

1 ikx  x 2

2 
 e Ne dx

N  x 2
ikx

2 
e dx

N  ( x 2
 ikx )

2 
e dx ______(i)
2 2
2  ik   ik   ik 
2
Let  x  ikx   x   2x  
2 
   
 2   2  
2 2
 ik   ik 
  x     put in (i)
 2   2  
139
 2 2
ik   ik  
    x    
N  
 
2    2   

2
e

dx
2 2
  ik   ik 
N   x 
 2 
  
2  

2
e

e dx
2 2
 ik    ik 
N  
2  
  x 
 2 

 e e dx
2 
ik
Put z   x 
2 
1
dz   dx  dx  dz

z   as x  
2 2

N i4k z 2 1
 e e . dz
2  
2

N 4k 1 z 2
 e .  e dz
2  
2

N 4k 1 2
 e . .   z
 e dz  
2  
2
k
N
[ f ( x)]  e 4
2

Contour Integration:  g  x  dx  2 i  Residue of g(x) at x = 

 g  x  dx  2 i . Lim  x    g  x  where  is the simple pole of g(x)


x
under the contour.
140
a
Question: Find the Fourier transform of .
a2  x2
Solution: Applying Fourier transform on both side

 a  1 ikx a
  f  x      2 2
 e . dx
a  x  2 
a  x2
2

a eikx

2
 a 2  x 2 dx
Here arise three cases
(i) k>0 (ii) k < 0 (iii) k = 0
Case-I: K > 0
 
eikx eikx
Consider the integral  2 2
dx   g  x  dx Where g  x   2

a  x 
a  x2
2 2
Put a  x  0  x  ia
Here x  ia is the simple pole and lies under the contour then Residue of g(x)
at x  ia is
Re s  g  x  , x  ia   Lim  x  ia  g  x  
x ia
 eikx 
Re s  g  x  , x  ia   Lim  x  ia  . 
xia
  x  ia  x  ia  
e  
ik ia
Re s  g  x  , x  ia  
ai  ia
e ka
Re s  g  x  , x  ia  
2ia

eikx
Hence,  a 2  x 2 dx  2 i  Re s  g  x  , x  ia 
141

eikx e  ka  e  ka
 a 2  x2 dx  2 i  2ia  a
Hence (i) becomes as
a  e  ka 
  f  x    .  .e  ka
2 a 2
Case-I: K < 0
 
eikx eikx
Consider the integral  2 2
dx   g  x  dx Where g  x   2
 a  x  a  x2
2 2
Put a  x  0  x  ia
Here x  ia is the simple pole and lies under the contour then Residue of
g(x) at x  ia is
Re s  g  x  , x  ia   Lim  x  ia  g  x  

xia
 eikx 
Re s  g  x  , x  ia   Lim  x  ia  . 
xia
  x  ia  x  ia  
eik   ia 
Re s  g  x  , x  ia  
 ai  ia
e ka
Re s  g  x  , x  ia  
2ia

eikx
Hence,  a 2  x2 dx  2 i  Re s  g  x  , x  ia 

eikx e ka  eka
 a 2  x 2 dx  2 i  2ia  a
Hence (i) becomes as
 eka
a  ka
  f  x    .  .e
2 a 2
142
Case-III: k = 0
From (i)
 
a e0 a 1
  f  x     a2  x2 dx   a 2  x2 dx
2  2

a 1 x
 . tan 1  
2 a  a  
1
  tan 1     tan 1    
2
      1 
       
 2  2  2 2
Linearity Property:
Let f(x) and g(x) be two real valued function and ,  be two scalars. Then

1
 e  f  x    g  x   dx
ikx
  f  x    g  x   
2 
1   ikx 
ikx

 
  e f  x  dx    e g  x  dx 
2    
 
1 ikx 1 ikx
 e f  x  dx    e g  x  dx
2  2 
    f  x       f  x  
Attenuation Property:
If Fourier transform   f  x    F  k  then
  f  x  a    eika F  k  and   f  x  a    eika F  k 
Proof: (i) By the definition
143

1 ikx
[ f ( x)]  e f ( x) dx
2 
Replace f(x) by f(x−a)


1 ikx
[ f ( x  a )]  e f ( x  a ) dx
2 
In the integral x by x+a


1 ik  x  a 

2
e

f ( x  a  a )dx

1 ikx ika

2
e

f ( x)dx

1 ikx
 e .eika f ( x) dx
2 

ika 1 ikx
e e f ( x)dx
2 
  f  x  a    eika F  k 
Proof: (ii) By the definition


1 ikx
[ f ( x)]  e f ( x) dx
2 
Replace f(x) by f(x+a)


1 ikx
[ f ( x  a )]  e f ( x  a )dx
2 
In the integral x by x−a


1 ik  x a 

2
e

f ( x  a  a )dx
144

1 ikx ika

2
e

f ( x)dx

1 ikx
 e .e  ika f ( x)dx
2 

 ika 1 ikx
e e f ( x)dx
2 
  f  x  a    eika F  k 
2
Question: Find the Fourier transform of e ax sin  bx  where a  0
Solution: By the definition of Fourier transform

1 ikx
[f( x)]  e f( x)dx
2 

1 ikx  ax 2

2
 e e sin  bx  dx


1 ikx  ax 2  eibx  e  ibx 

2
e e


 2i
 dx


1
 
2 2
 eikx e  ax eibx  eikx e  ax e ibx dx
2i 2 
 
1  ikx  ax2 ibx ikx  ax 2  ibx

  e e e dx   e e e dx 
2i 2    
2
Put g ( x)  e  ax
 
1  ikx ibx ikx  ibx

   e g( x)e dx   e g( x)e dx 
2i 2    
 
1 1 ikx ibx 1 ikx  ibx

   e e g( x ) dx   e e g( x ) dx 
2i  2  2  
145
1
    eibx g( x)     e  ibx g( x)  
2i  
1
 G  k  i (ib)   G  k  i (ib)      e ax f ( x)   F (k  ia )
2i
1
 G  k  b   G  k  ib   _______(i)
2i

1 ikx
Now G(k) = [g( x)]  e g( x)dx
2 

1 ikx  ax 2
G( k )   e dx
e
2 
2 2

1 4ka 1 2 1 4ka
G(k )  e  e
 kx  ax
e dx  e
2 2  2
2
1  ( k4ab )
G(k  b)  e
2a
2
b 2  2 kb ) 2 2
1 (k 4a
1  ( k4 ab ) 2kba
 e  e .e
2a 2a
2
1  ( k4ab )
 G ( k  b)  e
2a
2
b 2  2 kb ) 2 2
1 (k 4a
1  ( k4 ab ) 2kba
 e  e .e
2a 2a
Put these values in (i)
2 2 2 2
1  1  ( k4 ab ) 2kba 1  ( k4b ) 2kba 
  e .e  e .e 
2i  2a 2a 
 ( k 2 b2 )  2kba kb
2a


1
e 4a  e e 
i 2a  2 
 
146
 ( k 2 b 2 )  2kba  kb

1  e  e 2a 
 e 4a
 1  
i 2a 2
 
2 2
1 1  ( k4 ab )
 .
i 2
e  i  sinh  2kba 
2
2 2
 ( k b )
i  kb 
[f( x)]  e 4 a sinh  
2  2a 
Theorem: If Fourier transform [f(x)] = F(k) then [ f(x)] = F(k−ia)
Proof: By the definition of Fourier transform

1 ikx
 f  x   e f ( x)dx
2 

ax 1 ikx ax
 e f  x   e e f ( x)dx
2 

1 ( ikx  ax )

2
e

f ( x)dx

1 2
( ikx  i ax )

2
e

f ( x)dx

1 i ( k  ia ) x

2
e

f ( x)dx
= F(k−ia)
2
Question: Find the Fourier transform of e ax cos  bx  where a  0
Solution: By the definition of Fourier transform

1 ikx
[f( x)]  e f( x)dx
2 
147

1 ikx  ax 2

2
 e e cos  bx  dx


1 ikx  ax 2  eibx  e ibx 

2
e

e 
 2
 dx


1
 
2 2
 eikx e  ax eibx  eikx e  ax e  ibx dx
2 2 
1  ikx  ax2 ibx 

ikx  ax 2  ibx

  e e e dx   e e e dx 
2 2    
2
Put g ( x)  e  ax
 
1  ikx ibx ikx  ibx

  e g( x ) e dx   e g( x ) e dx 
2i 2    
 
1 1 ikx ibx 1 ikx  ibx

   e e g( x ) dx   e e g( x ) dx 
2  2  2  
1
    eibx g( x)     e  ibx g( x)  
2
1
 G  k  i (ib)   G  k  i ( ib)      e ax f ( x)   F (k  ia )
2
1
 G  k  b   G  k  ib   _______(i)
2

1 ikx
Now G(k)= [g( x)]  e g( x)dx
2 

1 ikx  ax 2
G( k )   e e dx
2 
2 2

1 4ka 1  kx  ax 2 1 4ka
G(k )  e  e e dx  e
2 2  2
148
 ( k b )2
1 4a
G(k  b)  e
2a
2
b 2  2 kb ) 2 2
1 (k 4a
1  ( k4 ab ) 2kba
 e  e .e
2a 2a
2
1  ( k4ab )
 G ( k  b)  e
2a
2
b 2  2 kb ) 2 2
1 (k 4a
1  ( k4 ab ) 2kba
 e  e .e
2a 2a
Put these values in (i)
2 2 2 2
1  1  ( k4 ab ) 2kba 1  ( k4b ) 2kba 
  e .e  e .e 
2  2a 2a 
 ( k 2 b2 )  2kba kb
2a


1
e 4a  e e 
2a  2 
 
2 2
1  ( k4 ab )  kb 
 e cosh  
2  2a 
Fourier Transformation Derivatives of a function:

1 ikx
Let f(x) be a function [f( x)]  e f( x)dx
2 

1 ikx
[f ( x)]  e f ' ( x)dx
2 

1  ikx  ikx

 e f ( x)    ik e f( x)dx 
2   
149

1  ikx

 0  ik  e f( x)dx 
2   

1 ikx
 (ik ) e f( x)dx
2 
[ f ' ( x)]  (ik ) [ f ( x)]
Similarly, [ f '' ( x)]  (ik )2 [ f ( x)]

.
.
.
In general, [ f n ( x)]  (ik )n [ f ( x)]

 x2
 iv 
Question: If f  x   2 e 4
. Find Fourier transform of f  x
[ f   ( x)]  (ik )4  [ f ( x)]
iv
Solution: We know that
2
 iv  4
 x 
[ f ( x)]  k  2e 4  ____  i 
 
2
k
 2 e  ax2   N e 4a
  2a
k 2
  x2  1
4
2 4.
4
2 k2
 2 e  e  e
2a 1
 
2
2
 x  k 2
 2 e 4   2e
 
2
[ f   ( x)]  2k 4 e k
iv
Put in (i)
150
2
 k 1  vi 
Question: If f  x   e . Find Fourier transform of f  x
Solution: We know that [ f  vi  ( x)]  (ik )6 [ f ( x)]
2
[ f   ( x)]  k 6 .e
vi  k 1
151
Lecture # 12
Question: Solve by Fourier Transform
d2y dy
2
 2  w2 y  f  x 
dx dx
Solution: Applying Fourier transform on both side
d2y dy 
  2  2  w2 y   f  x  
 dx dx 
d2 y   dy 
  2   2     w2  y   F  k 
 dx   dx 
2
 ik   y   2  ik   y   w2 y   F  k 
k 2  y   2 ik  y   w2  y   F  k 
w 2
 2 ik  k 2   y   F  k 
F k 
 y  
w2
 2 ik  k 2 
Taking Fourier Inverse on both side
1

F k 
y  x   eikx dk
2   w2  2ik  k 2 
Question:  xx  tt
 ( x,0)  f ( x)
t ( x, 0)  0
Solution:  [ xx ]   [tt ]
  2    2 
  2 ( x , t )     2 ( x, t ) 
 x   t 
152
2
( ik )  ( x, t )  
2
 ( x, t ) 
t 2
Suppose    ( x, t )   (k , t )
2 2
(ik )  (k , t )  2  (k , t )
t
2 2
 k  (k , t )  2  (k , t )
t
2
2
 (k , t )  k 2  (k , t )  0
t
 2 2
 2  k   (k , t )  0
 t 
2
2
 k 2  0 &  (k , t )  0
t
2
2
 k 2  i 2 k 2
t

  ik
t
 (k , t )  A  k  cos (kt )  B  k  sin(kt ) ____(i )
Now  ( x,0)  f ( x)
 ( x,0)   f ( x)
 (k ,0)  F (k ) ____(ii )
Put t = 0 in (i) and compare with (ii)
F  k   A  k  cos(0)  B  k  sin(0)
F  k   A k 
153
Now diff. (ii) partially w.r.t ‘t’

 ( x, t)   kA  k  sin( kt )  kB  k  cos( kt ) ____  iv 
t
Also t ( x , 0)  0
t ( x,0)  0
 
   ( x,0)   0
 t 

 ( x,0)   0
t

 ( x,0)  0 _____  v 
t
Now put t = 0 in (iv) and compare with (v)

 ( x,0)   kA  k  sin(0)  kB  k  cos(0)
t
0   0  kB  k 1
B k   0
Put the value of A(k) , B(k) in (i)
 ( x, t)  F  k  cos  kt 
Taking inverse Fourier on both sides

1  ikx
 ( x, t )  e F (k )cos(kt ) dk
2 
154
Question: Solve by Fourier Transform
 xxxx  a 2 tt
 ( x,0)  f ( x)
t ( x, 0)  ag '' ( x )
Solution: Applying Fourier Transform on both side
[ xxxx ]   [a 2 tt ]
  4  2  
2

  4 ( x, t )   a   2 ( x, t ) 
 x   t 
2
 (ik )  ( x, t )   a
4
 ( x, t ) 
2
t 2
2
k  ( x, t )   a
4
   ( x, t ) 
2
t 2
Suppose   ( x, t )   (k , t )
4 2 2
k  (k , t )  a 2  (k , t )
t
2
a 2  (k , t )  k 4  (k , t )  0
2
t
 2 2 4
 a 2
 k  (k , t )  0
 t 
2
a 2  k 4  0 &  (k , t )  0
2
t
2 k 4

t 2 a 2
 k2

t a
155
 k 2t   k 2t 
 (k , t )  A  k  cosh    B  k  sinh   _____(i )
 a   a 
Given condition  ( x,0)  f ( x)
 ( x,0)   f ( x)
 (k ,0)  F (k ) ______(ii )
 (k ,0)  A  k  cosh  0   B  k  sinh  0 

F  k   A k 
Diff. (i) w.r.t. ‘t’
  (k , t ) k 2  k 2t  k 2  k 2t 
 A  k  sinh    B  k  cosh   ____  iii 
t a  a  a  a 
t ( x,0)  ag ( x )
t ( x,0)  a [ g ( x)]


 ( x,0)   a  g   x  
t
 2
 ( x,0)  a  ik   g  x  
t

 (k ,0)   ak 2 G  k  _____  iv 
t
Put t = 0 in (iii) compare with (iv)
 k2 k2
 (k,0)  A  k  sinh  0   B  k  cosh  0 
t a a
2 k2
 ak G  k   Bk 
a
B  k   a 2 G  k 
156
Put the value of A(k) , B(k) in (i)
 k 2t  2  k 2t 
 (k , t )  F  k  cosh    a G  k  sinh  
 a   a 

1  ikx
  k 2t  2  k 2t  
 (k , t )  e  F  k  cosh    a G  k  sinh    dk
2    a   a 
Question: Solve by Fourier Transfomr
 xx   2t
2
 ( x,0)  eax , a  0
 [ xx ]  [ 2t ]
  2    
  2 ( x, t )     2 ( x, t ) 
 x   t 

 (ik )2  ( x, t )   2  ( x, t )
t

 k 2  ( x, t )    2   ( x, t ) 
t
Suppose   ( x, t )   (k , t )

 k 2  (k , t )   2  (k , t )
t

2  (k , t )  k 2  (k , t )  0
t
 2  
  k 2  (k , t )  0
 t 
157

2  k 2  0 &  (k , t )  0
t
 k2
 2
t 
 k 2t
2
 (k , t )  A  k  e  ______(i )
2
Given condition  ( x,0)  eax
2
 ( x,0)    e  ax 
 
K2
4a
e
 (k ,0)  _____(ii )
2a
 (k ,0)  A  k  e0
K2
4a
e
A k  
2a
Put in (i)
K2
4a  k 2t
e 2
 (k , t )  e
2a
 K 2 k 2t  K 2   2  4 at 
 
1 
4a  2 1 4 2  a 
 (k , t )  e  e
2a 2a
  K 2   2  4 at 
 
1  ikx 1 4 2  a 
 ( x, t )  e e dk
2  2a
 K 2   2  4 at 
 ikx   
1 4 2  a
 ( x, t )  e 
dk _____  iii 
2 a  
158
Consider
k 2   2  4at   k 2   2  4at  
ikx  2      2   ikx 
4  a   4  a  
2
 
 k   2  4at k  2  4at a
  
 2 
  2

. 2  ix 
 a  2 a   4 at

2 2
 a   a  
   ix  
    ix   
  2  4at    2  4at  

2
  
 k  2  4at a  2 x2 a 
   i x 2   2
 2 a   4at    4at 

 
2
 k  2  4at a   2 x2a
   i x 2   2
 2 a   4at    4at
 
Put in (iii)
2
 k  2  4 at a   2 x2a
  i x  
1  2

a  2
 4 at   2  4 at

 ( x, t )  e dk
2 a  
2
 k  2  4 at a 
  i x   2 x 2a
1  2

a  2
 4 at 


 2  4 at
 ( x, t )  e e dk
2 a  
2
2 2
 k  2  4 at a 
 x a   i x 
1  2  2

a  2
 4 at 

 ( x, t )  e  4 at  e dk
2 a  
k  2  4at a
Let z  i x 2
2 a   4at
159
1  2  4at 2 a
dz  dk  dk  dz
2 a 2
  4at
z   as k  
 2 x2a 
1  2 2 2 a
 ( x, t )  e   4 at  e  z dz
2 a  
2
  4at
 2 x 2a 
 
 2  4 at z 2
 ( x, t )  e  e dz
  2  4at 
 2 x 2a
 
 2  4 at
 ( x, t )  e 
  2  4at
 2 x2a
 
 2  4 at
 ( x, t )  e
2
  4at
 x2
1 4
Question: Find Fourier transform of e
2
Solution: By applying Fourier Transform
2
 1 x    x2
1 ikx 1
 e 4  e e 4
dx
 2  2  2
 x2
1 ikx 
 e 4
dx _____  i 
2  
x2  x2 
Consider ikx      ikx 
4 4 
 x  2 x 2 2
     2ik   ik    ik  
 2  2 
160
2 2
 x   x 
    ik   k      ik   k 2
2
 2   2 
2 2
 x 
 1 x  1  ik   k 2
2 
Put in (i)   e 4  e dx
 2  2  
2
 x 
1  ik  2
 e 2 
e  k dx
2  
2
k2  x 
e  ik 
 e 2 
dx _____  ii 
2  
x dx
Let z   ik  dz   dx  2dz
2 2
2 2 2

 1 x  ek  z2 e k
 e 4  e 2dz  
 2  2   2 
2
 1 x  k2
 e 4 e
 2 
161
Lecture # 13
Fourier Sine and Cosine Transform:
Let f(x) be a real valued function such that f(x)  0 as x  ∞ then Fourier sine
transform is defined as

2
s  f  x     f ( x)sin(kx)dx
 0
And is denoted by Fs(k) i.e. s  f  x    Fs  k 
Also, Fourier cosine transform is


2
c  f  x     f ( x)cos(kx)dx
 0
And is denoted by Fc (k) i.e. c  f  x    Fc  k 
Question: Find Fourier sine transform of f  x   e  x cos x
Solution: As we know that


2
s  f  x     f ( x)sin(kx)dx
 0

2 1
s  f  x    ex
cos x sin(kx)dx cos  sin   sin      sin     
 0 2

2 1 
s  f  x   

e x
 2 sin  x  kx   sin  x  kx   dx
0

1 2 x
s  f  x    e sin 1  k  x  sin 1  k  x dx
2  0
 
1 2 x
s  f  x     e sin 1  k  xdx   e x sin 1  k  xdx
2 0 0
162
eax
  e sin  bx  dx  2 2 a sin  bx   b cos  bx  
ax
a b

1 2 e x
s  f  x    
2    12  1  k 2
sin 1 k  x  1 k  cos 1 k  x
 0


e x
2
 2
 sin 1  k  x  1  k  cos 1  k  x 
 1  1  k  
0 
1 2 1
 
2  11k 2 x 
Limex Lim sin1k x 1k cos1k x e0  sin 0 1k cos 0 
x

1 

11k
2 x
Limex Lim sin1k x 1k cos1k x e0  sin 0 1k cos 0 
x
 

1 2 1 1 
s  f  x     2
2  1  1  k  2k
0  1  k   2
1  1  k  2k
0  1  k 

1 2  1 k 1 k 
s  f  x    
2   k 2  2k  2 k 2  2k  2 
1 2  1  k   k  2k  2  1  k   k  2k  2 
2 2
s  f  x     
2 
  k 2
 2k  2  k 2
 2k  2  
 
1 2  k 2  2k  2  k 3  2k 2  2k  k 2  2k  2  k 3  2k 2  2k 
s  f  x    2 2
2   k 2
 2    2k  
 
1 2 2k 3 
s  f  x     
2   k 4  4k 2  4  4k 2 
1 2  k3 
s  f  x   
2   k 4  4 
163
Question: Find Fourier cosine transform of f  x   e  x cos x


2
c  f  x     f ( x)cos(kx)dx
 0

2 1
c  f  x    e x
cos x cos  kx  dx cos cos   cos      cos     
 0
2

2 x  1 
c  f  x    e
 0  2
cos  x  kx   cos  x  kx   dx

1 2 x
c  f  x    e cos 1  k  x  cos 1  k  x dx
2  0
 
1 2 x
c  f  x     e cos 1  k  xdx   e x cos 1  k  xdx
2 0 0
eax
  e cos  bx  dx  2 2 a cos  bx   b sin  bx  
ax
a b

1 2 e x
c  f  x    
2    12  1  k 2
cos 1 k  x  1 k  sin 1 k  x
 0


e x
2
 2
 cos 1  k  x  1  k  sin 1  k  x 
 1  1  k  
0 
1 2 1
 
2  11k 2 x 
Limex Lim cos1k x 1k sin1k x e0  cos 0 1k sin 0 
x

1 

11k
2 x 
Limex Lim cos1k x 1k sin1k x e0  cos 0 1k sin 0 
x
 

164
1 2 1 1 
c  f  x    0  1  0  1
2  1  1  k  2k
2 2
1  1  k  2k 
1 2 1 1 
c  f  x     2
2   k  2k  2 k  2k  2 
 2
1 2  k 2  2k  2  k 2  2k  2 
c  f  x     
2    k 2  2k  2 k 2  2k  2 
 
 
1 2 2k 2  4 
c  f  x  
2    k 2  22   2k 2 
 
 
2 k2  2 
c  f  x    2 2
   k  2   2k  
2
 
2  k2  2
c  f  x   
  k 4  4 
Question: Find Fourier sine transform of f  x   e  x sinx

2
Solution: As we know that s  f  x     f ( x)sin(kx)dx
 0

2
s  f  x    e x
sin x sin(kx)dx  2sin sin   cos      cos    
 0

2 x  1 
s  f  x    e
 0  2
cos  x  kx   cos  x  kx   dx

1 2 x
s  f  x    e cos 1  k  x  cos 1  k  x dx
2  0
 
1 2 x
s  f  x     e cos 1  k  xdx   e x cos 1  k  xdx
2 0 0
165
eax
  e cos  bx  dx  2 2 a cos  bx   b sin  bx  
ax
a b

1 2 e x
s  f  x    
2    12  1  k 2
 cos 1 k  x  1 k  sin 1 k  x
 0


e x
2
 2
 cos 1  k  x  1  k  sin 1  k  x 
 1  1  k  
0 
1 2 1
 
2  11k 2 x
Limex Lim cos1k x 1k sin1k x e0  cos 0 1k sin 0 
x

1 

11k
2 x
Limex Lim cos1k x 1k sin1k x e0  cos 0 1k sin 0 
x
 

1 2 1 1
s  f  x     2 0  1  2 0  1
2  1  1  k  2k 1  1  k  2k 
1 2 1 1 
s  f  x    
2   k  2k  2 k  2k  2 
 2 2
1 2  k 2  2k  2  k 2  2k  2 
s  f  x     
2    k 2  2k  2 k 2  2k  2 
 
 
1 2 4k 
s  f  x   
2    k 2  22   2k 2 
 
1 2 2k 
s  f  x     4 2 2
2   k  4k  4  4k 
2  2k 
s  f  x   
  k 4  4 
166
Question: Find Fourier cosine transform of f  x   e  x sin x


2
c  f  x     f ( x)cos(kx)dx
 0

2
c  f  x    e x
sin x cos  kx  dx 2sin cos   sin      sin     
 0

2 x  1 
c  f  x    e
 0  2
sin  x  kx   sin  x  kx   dx

1 2 x
c  f  x    e sin 1  k  x  sin 1  k  x dx
2  0
 
1 2 x
c  f  x     e sin 1  k  xdx   e x sin 1  k  xdx
2 0 0
eax
  e sin  bx  dx  2 2 a sin  bx   b cos  bx  
ax
a b

1 2 e x
c  f  x    
2    12  1  k 2
sin 1 k  x  1 k  cos 1 k  x
 0


e x
2
 2
 sin 1  k  x  1  k  cos 1  k  x 
 1  1  k  
0 
1 2 1
 
2  11k 2 x x

Limex Lim sin1k x 1k cos1k x e0  sin 0 1k cos 0  
1 

11k
2  Limex Lim sin1k x 1k cos1k x e0  sin 0 1k cos 0  
x x


167
1 2 1 1 
c  f  x   
2  1  1  k  2k
2 0  1  k   2
1  1  k  2k
1  k 
1 2  1 k 1 k 
c  f  x     2
2   k  2k  2 k  2k  2 
 2
1 2  1  k   k  2k  2  1  k   k  2k  2 
2 2
c  f  x     
2 
  k 2
 2k  2  k 2
 2k  2  
 
1 2  k 2  2  2k  k 3  2k  2k   k 2  2k  2  k 3  2k  2k 2 
c  f  x    2 2
2   k 2
 2    2k  
 
1 2 2k 2  4 
c  f  x   
2   k 4  4k 2  4  4k 2 
2  2  k2 
c  f  x   
  k 4  4 
Fourier Sine and Cosine transform of derivatives:
Let f '  x  be the derivative of real valued function f(x) then

' 2
s  f  x      f '  x   sin(kx)dx
0

' 2  
s  f  x     f  x  sin  kx  0   f  x  cos( kx) k dx 
  0 

' 2 
s  f  x     Lim f  x  Lim sin  kx   f  0  sin  0   k  f  x  cos(kx)dx 
  x x
0 

' 2 2 
s  f  x    0  f  0  0  k f  x  cos(kx)dx
 0

 
s  f '  x    k c  f  x  
168

' 2 '
And c  f  x     f  x   cos(kx )dx
  0

2  
 f  x  cos  kx  0   f  x    sin  kx  k  dx
'
c  f  x    
  0 

' 2 
c  f  x     Lim f  x  Lim cos  kx   f  0  cos  0   k  f  x  sin(kx)dx 
  x x
0 

' 2 2 
c  f  x    0  f  0   k f  x  sin(kx)dx
 0

 
2
c  f '  x     f  0   k s  f  x  

Now s  f ''  x    k c  f '  x  
 2 
s  f ''  x    k   f  0   k s  f  x   
  
2
s  f ''  x    k f  0   k 2 s  f  x  

2
And c  f ''  x     f '  0   k s  f '  x  

2
c  f ''  x     f '  0   k   k c  f  x   

2
c  f ''  x     f '  0   k 2 c  f  x  

169
Question: If s  f  x    F  k  and f(0) = 1 then find s  f ''  x  
2
Solution: As s  f ''  x    k f  0   k 2 s  f  x  

2
s  f ''  x    k 1  k 2 F  k 

2
s  f ''  x    k  k 2F k 

Convolution for Fourier Transform:
Let f and g be two piecewise continuous function. Their convolution is denoted
by f  g where

1
f g 
2 
 f  g  x    d

1
g f 
2 
 g   f  x    d 
Then f  g  g  f
Proof: Let h(x) = f  g
Consider  h  x    F  k  G  k 
Applying Fourier inverse transform
1  h  x    1  F  k  G  k  

1  ikx
h x  e F  k G  k  dk
2 

1  ikx
  ik 
h x  e F  k    e g  d  dk
2    
Interchanging the order of integration
170

1    ikx ik 
h x  g  
    e e F  k  dk  d
2 

1    ik  x  
h x      
g  e F    d
k dk
2 

1

2 
 g   f  x    d
h x  g  f
f g  g f
2
 x a 
Question: Find Fourier transform of f  x   e

2
  f  x     e   
 x a
 

1 2
ikx  x a 

2
 e e dx

Let z = x−a  x = z +a
dx = dz
z   as x  

1 ik  z  a   z 2
  f  x     e e dz
2 

1 ikz ika  z 2
  f  x     e e dz
2 

1 ikz ika  z 2
  f  x     e e e dz
2 
171

ika 1 ikz  z 2
  f  x    e  e e dz
2 
2
  f  x    eika  e z 
 
k2
k2
4a
1 41 2 Ne
  f  x    eika .e    Ne ax  
2 1   2a
2
1 ika 4k
  f  x    e e
2
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Partial Differential Equations Muzammil Tanveer PDF

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Partial Differential Equations Muzammil Tanveer PDF

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Partial Differential Equations

y  x   e x  C cosh  x  D sinh  x   A  B  C & i  A  B   D

y  x   Ae i  x  Be i  x

y  x   e x  A cos  x  i sin  x   B  cos  x  i sin  x  

y  x  e x  A  B cos  x  i  A  B sin  x

Eigenvalues and Eigen function:

Eq (i) and (ii) are two homogeneous equation

 y  x   A cos  n ln x   i sin  n ln x    B cos  n lnx   i sin  n ln x  

 y  x   C cos  n ln x   iD sin  n ln x   A  B  C , iA  B  D

From (iv) 1 d2X

Transformed B.C X(0) = 0 = X(L)

Question: Solve the PDE  x x   2 t t

Transformed B.C X(0) = 0

Solution: The given PDE is x x  y y  0_____  i 

Transformed B.C X(0) = 0

Put B.C Y(0) = 0

Transformed B.C X(0) = 0 = X(a)

Using the value of  ,  and 

C1e  y  C2 e  y  C3 cos   y   C4 sin   y   ____  xi 

Question: Solve the PDE  x x   2t

Solution: Given PDE  x x   2t ___  i 

Transformed B.C X(0) = 0 = X(L)

Put the value of 

  x, t       f  x   P  sin   dx sin  e 

Question: Solve the PDE  x x   2t

Solution: Given PDE  x x   2t ___  i 

The auxiliary equation

Transformed B.C X(0) = 0 = X(L)

Put the value of 

Question: Solve the PDE  x x   2t t

Solution: Given PDE  x x   2t t ___  i 

Transformed B.C X(0) = 0

Solution:  x x   2t t ___  i 

Transformed B.C X(0) = 0

  r,   R r   ____(ii)

Substitute (ii) in (i) we have

  r ,    C cos    D sin     C2 r   C3 r    when   0

  r,    A  B  C1  D1 ln r    C cos    Dsin     C2r   C3r   when   0

Question: Solve the polar form of Laplace equation

  r,, z,t   R r  Z  z T  t  ___ ii

1 d2R 1 dR 1 d2 1 d2Z 1 d2T

Again from (vii)

Put the value of R(r),   , Z(z) and T(t) in (ii)

.  A3 cos  mz   A4 sin  mz   .  A1 cos  cx   A2 sin  cx  

if  is an integer then its general solution is y  A1 J  x   A4Y  x 

Where J  x  is a Bessel function of first kind and Y  x  is a Bessel function

a x x  bx y  c y y  dx  e y  f   g  x, y  ___  i 

Where a  f are coefficient functions of x and y or they may be constant.

Define the discriminant  at  x0 , y0  is

 xy     x y     x y    xy    y x    x y    xy _____  iii 

 xy     x y    x y   y x     x y    xy    xy _____  iv 

 xx     x2  2   x x    x2    xx    xx _____  v 

 yy     y2  2   y y    y2    yy    yy _____  vi 

a    x2  2  x x    x2    xx    xx 

 c    y2  2   y y    y2    yy    yy 

 A   B   C  D  E  E  G _____  vii 

From this transformation it is assumed that J  0 . This condition is imposed

Let   b 2  4ac  for equation  i 

*  B 2  4 AC  for equation  vii 

4bc x y y2   x2x y   8ac x yx y  4a2x2x2  4abx2x y  4acx2 y2

Now J  0 i.e. if   0 then   0 under this transformation the

Classify the equation in the Right Half plane;

The equation is Hyperbolic.

A  0.   A  D  E   F   G

A*      D  E   F   G