Session 16

Fourier series expansion of a periodic function

Class Room Delivery Problems
1. Find the Fourier series to represent the function, f(x)=x-x2 in the interval –π<x<π
2. Constuct the periodic function for the graph in the interval from x=0 to x=2 π

and then express it as Fourier series.

3. Let f(x) be a function of period 2π such that

f (x )= {πx ,forforπ0<<x<2
x<π
π Write Fourier series of f(x).
4. Evaluate the Fourier series of f(x) be a function of period 2l such that f(x) = x+2 in the range − 1 < x <
1.
Practise Problems

1. If
{
f (x )= 0 for - π < x<0
x, for 0<x <π and has period 2π, sketch a graph of f(x) in the interval –π < x < π and also
write the Fourier series.
2. f(x) = x/2, over the interval 0 < x < 2π and has period 2π, sketch a graph of f(x) in the interval 0 < x <2π
and also write the Fourier series.
3. Find the Fourier expansion for the function f(x) = x-x2; -1<x <1.
4. Determine the Fourier series to represent the function f(x)=x-x2 from x= -π to x = π.

5. Test even or odd for the function and determine

the Fourier series of f(x).

6. Test the function f(x)=

{1+x; −π<x<0¿¿¿¿ for even and odd and hence express it as a Fourier series.

7. Calculate Fourier series for the function

{
f (x )= 1+x for -1<x <0
1-x, for 0< x<1 Over the interval −1 < x < 1 and
has period 2.

8. If
{
f (x )= −x for - π <x <0
x, for 0<x <π and has period 2π, sketch a graph of f(x) in the interval and express it as
Fourier Series.
 Session 17
Fourier series expansion for even and odd functions and Half range Fourier series.
Class Room Delivery Problems
1. Expand the Fourier cosine for f(x) = x, on the interval [0, π].
2. Obtain the Fourier sine series for f(x) = 4-x2 on [0, 2].
3. Obtain the Fourier cosine series for f(x) = 4-x on [0, 1].
4. Expand the Fourier cosine for f(x) = x, on the interval [0, 2].
Practice Problems
1. Obtain the Fourier series for the function f ( x )=sin x , from x=−π to x=π
2. Find the half range sine Fourier series for f (x)=cos x on the interval [0 , π ]
3. Find the half range cosine Fourier series to represent the function, f ( x) given by f ( x)=e x for the
interval −π < x <π
Session: 18
Formation of partial differential equations by eliminating the arbitrary constants and functions
Class Room Delivery Problems
1. Obtain a Partial Differential Equation from the equation z=ax+by
2. Obtain a Partial Differential Equation from the equation z=x y+( x 2+ y 2)
3. Obtain a Partial Differential Equation from the equation z=f ( x−at)+ F ( x +at )
4. Obtain the Partial Differential Equation of all spheres having radius ‘r’ and centered on xy -plane.
Practice Problems
1. Eliminate the arbitrary constants from z=f(y/x) to form a PDE
2. Eliminate the arbitrary constants from z=f(x2-y2) to form a PDE
3. Formulate the partial differential equation of all spheres whose Centre lie on Z-axis and given by
Equation, x 2+ y 2+( z−a)2=b2 a and b being constants.
4. Formulate the partial differential equation of the following by eliminating the arbitrary Functions
from z=f ( x2 + y 2 + z 2 )
x2 y2
5. Formulate the Partial Differential Equation from the relation 2 z= 2
+ 2 by eliminating the
a b
arbitrary constants a, b.
Session 19
Solving the linear partial differential equations through Lagrange’s method
Class Room Delivery Problems
1. Solve y 2 zp + x 2 zq= y 2
2. Obtain the solution of p √ x +q √ y =√ z using Lagrange’s method
 3. Solve ( mz−ny ) p+ ( nx−lz ) q=ly−mx
4. Obtain the solution of partial differential equation pyz+ qzx=xy

Practice Problems
1. Obtain the solution of partial differential equation pyz+ qzx=xy
2. Obtain the solution of partial differential equation ( y 2 + z 2) p – xyq+ xz =0 
3. Obtain the solution of partial differential equation p tan x +q tan y =tan z . Using Lagrange’s
method
4. Obtain the solution of partial differential equation of ( y− z) p+(z−x )q=x− y
Session 20
Random Variables
Class room delivery problems
1. A lot containing 7 components is sampled by a quality inspector; the lot contains 4 good components
and 3 defective components. A sample of 3 is taken by the inspector. Find the expected value and
variance of the number of good components in this sample.
2. A shipment of 8 similar microcomputers to a retail outlet contains 3 defectives. If a school makes a
random purchase of 2 of these computers, find the probability distribution for the number of defectives.
Also determine the mean and variance of X.

3. Consider the density function f ( x)= {k 0√ x, , 0< x <1

elsew h ere
i. Evaluate k.
ii. Evaluate P(0.3<X<0.6) using the density function
iii. Determine mean and variance of X

{
2
x
−1< x< 2
f (x ) = 3
4. Let X be a random variable with density function 0 elsewhere

Find the expected value and variance of g( X ) = 4 X +3 .

Practice Problems
1. The shelf life (in hour) of a certain perishable packaged food is a random variable whose probability

{
20,000
, for x >0
density function is given by f ( x ) = ( x+100 )3 . Find the probabilities that one of these packages
0 , else where
will have a shelf life of (a) at least 200 hours, (b) at most 100 hours, (c) anywhere from 80 to 120 hours.
2. The probability density function of the random variable X is given by

f ( x )=¿ .
Find (i) the value of c (ii) P(X<1) and (iii) P( X ≥ 1) .
 Session 21
Binomial and Poisson distribution to the engineering applications
Class room delivery problems
1. It has been claimed that in 60% of all solar heat installations the utility bill is reduced by at least one
third. Accordingly, what are the probabilities that the utility bill will be reduced by at least one third in
(i) four or five installations (ii) at least four of five installations? (iii) P(x>1).
2. A car hire firm has two cars which it hires out day by day. The number of demands for a car on each day
is distributed as a Poisson distribution with mean 1.5. Calculate the proportion of days. (i) on which
there is no demand (ii) on which demand is refused. (iii)Also find P(x>2).
3. 4. A hospital switch board receives an average of 4 emergency calls in a 10 min. interval.      What is the
probability that (i) there are at the most 2 emergency calls (ii) there are exactly 3 emergency calls(iii)
there are at least 2 emergency calls in a 10 min. interval? 
Practice Problems
1. During one stage in the manufacture of integrated circuit chips, a coating must be applied. 
if 70% of chips receive a thick enough coating, find the probabilities that, among 15 chips:  
i. At least 12 will have thick enough coating 
ii. At most 6 will have thick enough coating 
iii. exactly 10 will have thick enough coating 
2. In a given city, 6% of all drivers get at least one parking ticket per year.  Use the Poisson approximation
to the binomial distribution to determine the probabilities that among 80 drivers (i) 4 will get at least one
parking ticket in any given year (ii) at least 3 will get at least one parking ticket in any given year (iii)
anywhere from 3 to 6, inclusive, will get at least one parking ticket in any given year. 
3. It is conjectured that an impurity exists in 30% of all drinking wells in a certain rural community. In
order to gain some insight on this problem, it is determined that some tests should be made. It is too
expensive to test all of the wells in the area, so 10 were randomly selected for testing, 
i. Using the binomial distribution, what is the probability that exactly 3 wells have the
impurity assuming that the conjecture is correct? 
ii. What is the probability that more than 3 wells are impure? 
iii. What is the probability that not more than 2 wells?  

4. If 3 % of the electric bulbs manufactured by a company are defective, find the probability that in a
sample of 100 bulbs
i. None is defective 
ii. one is defective 
ii. 4 are defective 
 iii. Find mean and variance of the distribution 
5. Ten percent of the tools produced in a certain manufacturing process turn out to be defective. Find the
probability that in a sample of 10 tools chosen at random exactly two will be defective by using the
Poisson approximation to the binomial distribution?  
Session 22
Normal Distribution
Class room delivery Problems
1. If a random variable having standard normal distribution, find the probabilities that it will take on a
value:
i. less than 1.50;
ii. greater than 2.16;
iii. less than -1.20;
iv. greater than -1.75;
v. between 0.87 and 1.28;
vi. between -0.34 and 0.62
2. Given a standard normal distribution find the value of k such that
i. P ( z< k )=0.0427 ;
ii. P ( z> k )=0.2946 ;
iii. P(−0.93< Z <k )=0.7235.
3. Suppose that the actual amount of instant coffee that a filling machine puts int6-ounce. Jans is a random
variable having a normal distribution with SD=0.05 ounce. If any 3% of Jans are to contain less than 6
ounces of coffee, what must be the mean fill of these Jans?
4. Suppose that during periods of transcendental meditation the reduction of a person’s oxygen
consumption with mean=37.6cc/min and SD =4.6CC/min. Find the probabilities that during a period of
transcendental meditation a person’s oxygen consumption will be reduced by
i. at least 44.5 CC/min
ii. at most 35.0CC/min
iii. anywhere from 30.0 to 40.0CC/min
5. In a photosnapic process, the developing time of prints may be looked upon as a random variable having
the normal distribution with mean 15.40 seconds and standard deviation 0.48 sec. Find the probabilities
that the time it takes to develop one of the prints will be
i. at least 16.00 sec
ii. at most 14.20 sec
iii. anywhere from 15.00 to 15.80 sec
Practice Problems
1. Given a Standard Normal distribution, find the area under the curve which lies
i. To the left of z=1.43;
 ii. To the right of z= -0.89
iii. Between z=-2.16 and z=-0.65
iv. To the left of z=-1.39
v. To the right of z=1.96
vi. Between z=-0.48 and z= -1.74
2. Given the normally distributed variable X with mean 18 and standard deviation 2.5,
find
i. P( X < 15) ;
ii. the value of k such that P( X < k )=0.2236 ;
iii. the value of k such that P( X > k )=0.1814 ;
iv. P(17< X <21).
3. Given random variable X having a normal distribution with μ=50 and σ =10, find the
probability that X assumes a value
i. between 45 and 62
ii. less than 20
iii. more than 40
4. A random variable has a normal distribution with SD=10. If the probability that the random variable will
take on a value less than 82.5% is 0.8212. What is the probability that it will take on a value greater than
58.3?
5. If 23% of all patients with high blood pressure have bad side effects from a certain kind of medicine use
the normal distribution to determine the probability that among 120 patients with high blood pressure
treated with this medicine more than 32 will have bad side effects?
Session 23
Markov Process
Class room delivery Problems
1. A city is served by two cable TV companies, Best TV and Cable cast. Due to aggressive sales tactics,
each year 40% of Best TV customers switch to Cable cast and the other 60% of Best TV customers stay
with Best TV. On the other hand, 30% of the Cable cast switch to Best TV.
i. Express the information as a transition probability matrix.
ii. Suppose that this year ¼ of customers switch to Best TV and ¾ customers subscribe to Cable
cast. After one year, two years and in the long run what percentage of customers subscribe to
each company?
2. Consider a bike share problem with only 3 stations: A, B, C. Suppose that all bikes must be returned to
the station at the end of the day, so that all the bikes are at some station. Each day, the distribution of
bikes at each station changes, as the bikes get returned to different stations from where they are
borrowed. Of the bikes borrowed from station A, 30% are returned to station A, 50% end up at station
B, and 20% end up at station C. Of the bikes borrowed from station B, 10% end up at station A, 60% of
 have been returned to of the bikes borrowed from station C, 10% end up at station A, 10% end up at
station B, and 80% are returned to station C.
i. Express this information as a transition probability matrix and determine the probabilities of
bike being at a particular station after two days.
ii. suppose when we start observing the bike share program, 30% of the bikes are at station A,
45% of the bikes are at station B and 25% are at station C, determine the distribution of bikes at
the end of the next day and after two days.

( )
3 1
0
4 4
1 1 1
3. The transition probability matrix of a Markov chain with states 0,1,2 is P = and the initial
4 2 4
3 1
0
4 4

1
state distribution of the chain is P( X 0=i) i) = ,i = 0,1,2. Find (i) P( X 2 =2) and (ii) P( X 2 =2, X 1 =1, X 0
3
=2).
4. In an industry the production of a certain product is regulated according to its existing stock at the end
of the day. Namely, if there exist unsatisfied orders or the stock is zero, then the production of the next
day covers the unsatisfied orders plus two more metric units (m.u.). On the contrary, if there exists a
non-zero stock, there is no production P ( x 0=i) for the next day. We further know that the consumers’
demand for the product is either 1 m.u. per day with probability 60%, or 2 m. u. per day with probability
40%. Calculate the probability to have unsatisfied orders in the long run.
Practice Problems
1. A company circulates for first time in the market a new product, say K. The market’s research shows
that the consumers buy on average one such product per week, either K, or a competitive one. It is also
expected that 70% of those who buy K they will prefer it again next week, while 20% of those who buy
another competitive product, they will turn to K next week. Find the market’s share for K two weeks
after its first circulation, provided that the market’s conditions remain unchanged.
2. Two boys B1 , B2 and two girls G1 , G2 are throwing a ball from one to another. Each boy throws the ball
to the other boy with probability ½ and to each girl with probability ¼. On the other hand, each girl
throws the ball to Each boy with probability ½ and never to the other girl. In the long run, how often
does each receive the ball?
3. A market research team has conducted a survey of customer buying habits with respect to three brands
of talcum power in an area. It estimates at present, 20% of the customers buy brand A, 50% of the
customers buy brand B and 30% of the customers buy brand C. In addition, the team has analysed its
survey and has determined the following brand switching matrix.
Brand Next A B C
Bought
 Brand Just Bought
A 0.6 0.3 0.1
B 0.4 0.5 0.1
C 0.2 0.1 0.7

Determine the expected distribution of consumers two time periods later.

4. Three children (denoted by 1,2,3) arranged in a circle play a game of throwing a ball to one another. At
each stage the child having the ball is equally likely to throw it into any one of the other two children.

Suppose that
X 0 denote the child who had the ball initially and X n (n≥1) denotes the child who had

Pr { X 2 =1/ X 0 =1 }.
the ball after n throws Find the transition probability matrix P. Calculate ,
Pr { X 2 =2/ X 0=3 } Pr { X 2 =3 / X 0 =2 }
, and also the probability that the child who had originally the
ball will have it after 2 throws.