Advanced Engineering Math Guide for ECE

COMPILER: Engr. ALEXANDER S.
CARRASCAL
Engr. JOMIL JOHN S. REYES 1
Republic of the Philippines
POLYTECHNIC UNIVERSITY OF THE PHILIPPINES
Office of the Vice President for Academic Affairs
College of Engineering
Electronics Engineering (ECE) Department
COURSE GUIDE
I. Course Code: ECEN 30024
II. Course Title: ADVANCED ENGINEERING MATHEMATICS FOR ECE
III. Course Overview
A. Course Description
The course deals with complex numbers, matrices, Laplace and inverse Laplace
transforms, Fourier and Inverse Fourier transforms, 𝑧-transforms and inverse 𝑧-
transforms, Power series, Fourier Series, Taylor and Maclaurin series, finding the
roots or zeros of equations using numerical methods, numerical iteration methods,
numerical differentiation and integration.
B. Course Learning Outcomes

At the end of the course, the student should be able to:
1. Solve problems involving complex numbers and complex functions;
2. Solve problems involving matrices an system of linear equations;
3. Define and apply Laplace and inverse Laplace transforms;
4. Define and apply Fourier and inverse Fourier transforms;
5. Define and solve 𝑧-transforms and inverse 𝑧-transforms;
6. Define and solve power series problems;
7. Define and solve Fourier series problems;
8. Apply numerical methods on problems related to root-finding, interpolation,
differentiation and integration, ordinary and partial differential equations.
C. Course Topics
To ensure the accomplishment of the learning outcomes, this course will cover
the following topics:
• Complex Numbers and Complex Functions
• Matrices and System of Linear Equations
• Laplace and Inverse Laplace Transforms
• Fourier and Inverse Fourier Transforms
• 𝑧-Transforms and Inverse 𝑧-Transforms
• Power Series
• Fourier Series
• Numerical Methods for Root-finding, Differentiation, and Integration
• Numerical Methods for Solving Ordinary and Partial Differential Equations
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IV. Course Study Guide
This material was prepared for students to be equipped with theoretical and technical
know-how for the subject ECEN 30024 Advance Engineering Mathematics for ECE.
It is a self-paced material; hence, please be guided to:
1. Manage time well. Schedule properly reading the material and doing the
activities set. It is targeted that at the end of the semester, all activities set will be
sent back to the Electronics Engineering Department.
2. Focus. Make sure that you do things one at a time. Read the material over and
over until you are able to get the point of the lesson. If some areas are not clear
enough, you can refer to related books, the suggested readings, and videos as it
may deem necessary.
3. Give your best. In doing the assessment task whether formative or summative,
target the highest standards because you are a better student. You have the
knowledge and skills that you need to finish with the quality of work.
4. Submit on time. Once you are finished with the instructional material, it is
expected for you to send back your answers to activities and assessment.
5. Answer Assessment. Copy the question in a separate sheet and show
solutions and answers neatly complete, legibly, and concise. Also, Box in Final
Answers.
6. Work independently. It is expected that you work on the material on your own.
You can ask help from others but do your best to do it first.
7. Motivate yourself. Whatever knowledge or skill you are gaining from the course
will definitely help you take a step closer to be an Electronics Engineer. Enjoy
what you are doing and everything else will follow.
8. Reach Out. If any part of the lesson, you need help and guidance, do not
hesitate to contact your respective professors or to the ECE Department.
V. References
1. Bellman, R. (1997). Introduction to Matrix Analysis. 2e. Philadelphia: SIAM.
2. Dahlquist, G. and Björck, A. (2003). Numerical Methods. Mineola, NY: Dover.
3. Jeffrey, A. (2002). Advanced Engineering Mathematics. 200 Wheeler Road,
Burlington, Massachusetts, Harcourt/Academic Press.
4. Kreyszig, E. (2011). Advanced Engineering Mathematics, 10e. 111 River Street
Hoboken, N.J., John Wiley & Sons, Inc.
5. Schiff, J. L. (1999). The Laplace Transform: Theory and Applications. New York:
Springer.
6. Stroud, K. A. & Booth, D. J. (2003). Advanced Engineering Mathematics, 4e. 175
Fifth Avenue, New York, N.Y. 10010, Palgrave MacMillan.
7. Zill, D. G. (2018). Advanced Engineering Mathematics, 6e. 5 Wall Street,
Burlington, MA, Jones & Barlett Learning.
8. Chapter 10 – Hayek, S. I. (2010). Advanced Mathematical Methods in Science and
Engineering, 2e. 6000 Broken Sound Parkway, NW, Suite 300, Boca Raton, FL,
Taylor & Francis Group.
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Prepared By:
ENGR. ALEXANDER S. CARRASCL ENGR. JOMIL JOHN S. REYES

ECE Faculty Member ECE Faculty Member
Recommending Approval: Approved:
Engr. GEOFFREY T. SALVADOR Dr. REMEDIOS G. ADO

ECE Chairperson Dean, College of Engineering
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COURSE TOPIC 1: COMPLEX NUMBERS AND
COMPLEX FUNCTIONS
Overview:
By definition, a complex number is any number expressible in the standard form, 𝒂 + 𝒃𝐢 or
𝒂 + 𝒃𝐣, where "i" or "j" represents the imaginary unit or number equal to √−𝟏 .
Learning Objectives:
After completion of this module, you should be able to:
1. Identify the different forms of complex numbers;
2. Perform mathematical operations on complex numbers;
3. Solve complex numbers raised to an exponent;
4. Solve for the 𝑛th root of a complex number;
5. Determine the logarithm of a complex number.
6. Solve for exponential and trigonometric functions of complex numbers.
7. Solve for hyperbolic functions of complex numbers.
8. Solve for inverse trigonometric and inverse hyperbolic functions of complex numbers.
Course Materials:
Imaginary Unit
If we want to calculate the square root of a negative number, it rapidly becomes clear that
neither a positive nor a negative number can satisfy it. For instance,
√−𝟏 ≠ ±𝟏, because 𝟏𝟐 = (−𝟏)𝟐 = 𝟏.
To find √−𝟏, we introduce a new quantity called the imaginary unit, denoted by 𝐢 or j and
defined to be such that 𝐢𝟐 = −𝟏. Its use and importance can be seen in the following examples.
Example: Find the square root of -25.
Solution:
√−𝟐𝟓 = 𝟓𝐢, since
(𝟓𝐢)𝟐 = 𝟓𝟐 × 𝐢𝟐
= 𝟐𝟓 × (−𝟏)
= −𝟐𝟓
𝟏𝟔
Example: Find the square root of − 𝟗
.
Solution:
𝟏𝟔 𝟒
√− = 𝐢, since
𝟗 𝟑
5
4 2 16 16
(3 𝐢) = 9
× (𝐢)2 = − 9
.
The successive integral powers of 𝐢 or 𝐣 are:

𝐢𝟐 = −1, 𝐢𝟑 = 𝐢(𝐢𝟐 ) = −𝐢
𝐢𝟒 = 𝐢𝟐 (𝐢𝟐 ) = 1, 𝐢𝟓 = 𝐢𝟑 (𝐢𝟐 ) = 𝐢
𝐢𝟔 = 𝐢𝟒 (𝐢𝟐 ) = −1, 𝐢𝟕 = 𝐢𝟓 (𝐢𝟐 ) = −𝐢

𝐢𝟖 = 𝐢𝟒 (𝐢𝟒 ) = 1 … and so on.
Example: Simplify the expression 𝐢𝟏𝟗𝟗𝟕 + 𝐢𝟏𝟗𝟗𝟗 , where 𝐢 is the imaginary number.
Solution: Take note that 𝐢𝟐 = −1, 𝐢𝟑 = −𝐢, and 𝐢𝟒 = 1. If the exponent of “𝐢” is exactly divisible
by 4, then the simplified equivalent of the imaginary number is equal to 1. Since 1996
is exactly divisible by 4,
𝐢1996 = 1, 𝐢1997 = 𝐢, 𝐢1998 = −1, 𝐢1999 = −𝐢
Hence, 𝐢𝟏𝟗𝟗𝟕 + 𝐢𝟏𝟗𝟗𝟗 = 𝐢 + (−𝐢) = 0.
Different Forms of Complex Numbers

A complex number 𝑧 is a number of the following forms:
1. Rectangular form
𝑧 = 𝑎 + 𝑏𝐢
where 𝑎 is the real part and 𝑏 is the imaginary part.
2. Trigonometric form
𝑧 = 𝑟(cos 𝜃 + 𝐢 sin 𝜃) = 𝑟 𝐜𝐢𝐬 𝜃
where
𝑎 = 𝑟 cos 𝜃
𝑏 = 𝑟 sin 𝜃
3. Polar Form
𝑧 = 𝑟∠𝜃
where
𝑟 = √𝑎2 + 𝑏 2 is the modulus or absolute value,
𝑏
𝜃 = tan−1 (𝑎) is the argument or amplitude in degrees.
4. Exponential Form
𝑧 = 𝑟𝑒 𝐢𝜽
where 𝜃 is the argument in radians.
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Example:
Write the polar form of the complex number 3 + 4𝐢.
Solution: The polar form of the complex number “𝑎 + 𝑏𝐢” is given by 𝑧 = 𝑟∠θ
𝑏
where 𝑟 = √𝑎2 + 𝑏 2 and = tan−1 ( ) .
𝑎
Substituting: 𝑟 = √32 + 42 = 5
4
𝜃 = tan−1 ( ) = 53.1°
3
Thus, the polar form of the given complex number is 5∠53.1°.
Mathematical Operations of Complex Numbers

1. Addition and Subtraction of Complex Numbers
(𝑎1 + 𝑏1 𝐢) + (𝑎2 + 𝑏2 𝐢) = (𝑎1 + 𝑎2 ) + (𝑏1 + 𝑏2 )𝐢
(𝑎1 + 𝑏1 𝐢) − (𝑎2 + 𝑏2 𝐢) = (𝑎1 − 𝑎2 ) + (𝑏1 − 𝑏2 )𝐢
2. Multiplication of Complex Numbers
(𝑟1 ∠𝜃1 ) (𝑟2 ∠𝜃2 ) = 𝑟1 𝑟2 ∠(𝜃1 + 𝜃2 )
3. Division of Complex Numbers
𝑟1 ∠𝜃1 𝑟1
= ∠(𝜃1 − 𝜃2 )
𝑟2 ∠𝜃2 𝑟2
Example: If 𝐴 = 40𝑒 𝐢2𝜋/3, 𝐵 = 20∠ − 40°, 𝐶 = 26.46 + 0𝐢, find 𝐴 + 𝐵 + 𝐶 in polar form.
Solution: Convert all the complex numbers in rectangular form
𝐴 = 40𝑒 𝐢2𝜋/3 = 40∠120° = 20 + 34.64𝐢,
𝐵 = 20∠ − 40° = 15.32 − 12.855𝐢
𝐶 = 26.46 + 0𝐢 = 26.46
𝐴 + 𝐵 + 𝐶 = (20 + 34.64𝐢) + (15.32 − 12.855𝐢) + 26.46 = 21. 78 + 21.785𝐢.
In polar form, 𝐴 + 𝐵 + 𝐶 = 30.8∠45°.
Example: What is 4𝐢𝟑 × 2𝐢𝟐 ?

Solution: Take note that 𝐢𝟐 = −1 and 𝐢𝟑 = −𝐢. So,
(4𝐢𝟑 )(2𝐢𝟐 ) = (4)(−𝐢)(2)(−𝟏)
(4𝐢𝟑 )(2𝐢𝟐 ) = 8𝐢
Example: What is the quotient when 4 + 8𝐢 is divided by 𝐢𝟑 ?

4+8𝐢 4+8𝐢
Solution: Write 𝐢𝟑
= −𝐢
and rationalize it by multiplying and dividing by the conjugate of the
denominator. Thus,
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4+8𝐢 4+8𝐢 𝐢 4𝐢+8𝐢𝟐 4𝐢+8(−𝟏)
𝐢𝟑
= −𝐢
(𝐢) = −𝐢𝟐
= −(−𝟏)
= −8 + 4𝐢
Euler’s Formula
The Euler’s formula is given by

𝑒 𝐢𝜃 = cos 𝜃 + 𝐢 sin 𝜃
Using the Euler’s formula, we can express the sine and cosine functions as:
1
cos 𝜃 = (𝑒 𝐢𝜃 + 𝑒 −𝐢𝜃 )
2
1 𝐢𝜃
sin 𝜃 = (𝑒 − 𝑒 −𝐢𝜃 )
2𝐢
nth Powers of a Complex Number
Let 𝑧1 = 𝑟1 (cos 𝜃1 + 𝐢𝐬in 𝜃1 ), 𝑧2 = 𝑟2 (cos 𝜃2 + 𝐢𝐬in 𝜃2 ), ..., 𝑧𝑛 = 𝑟𝑛 (cos 𝜃𝑛 + 𝐢𝐬in 𝜃𝑛 ) be 𝑛 complex

numbers, then
𝑧1 𝑧2 ⋯ 𝑧𝑛 = 𝑟1 𝑟2 ⋯ 𝑟𝑛 [cos (𝜃1 + 𝜃2 + ⋯ + 𝜃𝑛 ) + 𝐢sin (𝜃1 + 𝜃2 + ⋯ + 𝜃𝑛 )]
If 𝑧1 = 𝑧2 = ⋯ = 𝑧𝑛 , we obtain a formula for computing the nth power of a complex number,

which is called De Moivre’s theorem:
𝑛
𝑧 𝑛 = (𝑟(cos 𝜃 + 𝐢sin 𝜃)) = 𝑟 𝑛 (cos 𝑛𝜃 + 𝐢sin 𝑛𝜃) = 𝑟 𝑛 𝑒 𝐢𝑛𝜃 = 𝑟 𝑛 ∠(𝑛𝜃)
The concept can be extended to the computation of the roots of complex numbers.
Example: Find the value of (1 + 𝐢)𝟓 , where 𝐢 is unit imaginary number.

𝑛
Solution: In polar form, 1 + 𝐢 = √2∠45°. Since (𝑟(cos 𝜃 + 𝐢𝐬in 𝜃)) = 𝑟 𝑛 ∠(𝑛𝜃), we have
5
(1 + 𝐢)5 = (√2) ∠5(45°) = 4√2∠225° = −4 − 4𝐢
nth Root of a Complex Number

The nth root of the complex number 𝑧 = 𝑟(cos θ + 𝐢sin θ) is given by:
1⁄𝑛 𝜃 + (360°)𝑘
𝑧1/𝑛 = (𝑟(cos θ + 𝐢sin θ)) = 𝑟 1⁄𝑛 ∠ , 𝑘 = 0, 1, … , 𝑛 − 1
𝑛
where 𝑘 = 0, corresponds to the first root or principal root
𝑘 = 1, corresponds to the second root
⋮
𝑘 = 𝑛 – 1, corresponds to the nth root
Example: Find the principal 5th root of 50(cos 150° + 𝐢 sin 150°).
Solution: 50(cos 150° + 𝐢 sin 150°) = 50∠150°
1
5 1
√50(cos 150° + 𝐢 sin 150°) = (50)5 ∠150° (5)
5
√50(cos 150° + 𝐢 sin 150°) = 2.1867∠30°
8
5
√50(cos 150° + 𝐢 sin 150°) = 1.9 + 1.1𝐢
Logarithm of a complex number

Let 𝑧 = 𝑟𝑒 𝐢𝜃 be a complex number, then its natural logarithm is
ln 𝑧 = 𝑟𝑒 𝐢𝜃 = ln 𝑟 + ln 𝑒 𝐢𝜃 = ln 𝑟 + 𝜃𝐢
Example: Evaluate ln(2 + 3𝐢).

Solution: Convert 𝑧 = (2 + 3𝐢) to polar form and then to exponential form.
𝜋
(56.3° × )𝐢
𝑧 = 2 + 3𝐢 = 3.6∠56.3° = 3.6𝑒 180° = 3.6𝑒 0.98𝐢
ln 𝑧 = ln(3.6𝑒 0.98𝐢 ) = ln 3.6 + ln 𝑒 0.98𝐢 = 1.28 + 0.98𝐢
Exponential Function of a Complex Number

Let 𝑧 = 𝑥 + 𝐢𝑦 be a complex number, then
𝑒 𝑧 = 𝑒 𝑥+𝐢𝑦 = 𝑒 𝑥 𝑒 𝐢𝑦 = 𝑒 𝑥 (cos 𝑦 + 𝐢 sin 𝑦)
Trigonometric Functions of a Complex Number

𝑒 𝐢𝑧 − 𝑒 −𝐢𝑧
sin 𝑧 =
2𝐢
𝑒 𝐢𝑧 + 𝑒 −𝐢𝑧
cos 𝜃 =
2
sin 𝑧 cos 𝑧 1 1
Note: tan 𝑧 = cos 𝑧
cot 𝑧 = sin 𝑧
sec 𝑧 = cos 𝑧
csc 𝑧 = sin 𝑧𝜃
Moreover, we have
sin 𝑧 = sin(𝑥 + 𝐢𝑦) = sin 𝑥 cosh 𝑦 + 𝐢 cos 𝑥 sinh 𝑦
cos 𝑧 = cos(𝑥 + 𝐢𝑦) = cos 𝑥 cosh 𝑦 − 𝐢 sin 𝑥 sinh 𝑦
tan 𝑥 + 𝐢 tanh 𝑦
tan 𝑧 = tan(𝑥 + 𝐢𝑦) =
1 −𝐢 tan 𝑥 tanh 𝑦
Hyperbolic Functions on Complex Numbers

𝑒 𝑧 − 𝑒 −𝑧 𝑒 𝑧 + 𝑒 −𝑧
sinh 𝑧 = 2
cosh 𝑧 = 2
sinh 𝜃 cosh 𝜃 1 1
Note: tanh 𝜃 = coth 𝜃 = sech 𝜃 = csch 𝜃 =
cosh 𝜃 sinh 𝜃 cosh 𝜃 sinh 𝜃
Moreover, we have
sinh 𝑧 = sinh (𝑥 + 𝐢𝑦) = sinh 𝑥 cos 𝑦 + 𝐢 cosh 𝑥 sin 𝑦
cosh 𝑧 = cosh (𝑥 + 𝐢𝑦) = cosh 𝑥 cos 𝑦 − 𝐢 sinh 𝑥 sin 𝑦
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tanh 𝑥 + 𝐢 tan 𝑦
tan 𝑧 ℎ = tanh (𝑥 + 𝐢𝑦) =
1 −𝐢 tanh 𝑥 tan 𝑦
The trigonometric functions and hyperbolic functions are related by the following equations:
cos(𝐢𝑧) = cosh 𝑧 sin(𝐢𝑧) = 𝐢 sinh 𝑧 tan(𝐢𝑧) = 𝐢 tanh 𝑧
cosh(𝐢𝑧) = cos 𝑧 sinh(𝐢𝑧) = 𝐢 sin 𝑧 tanh(𝐢𝑧) = 𝐢 tan 𝑧
Inverse Trigonometric Functions of Complex Numbers

𝐢+ √𝑧 2 −1
sin−1 𝑧 = −𝐢 ln(𝐢𝑧 + √1 − 𝑧 2 ) csc −1 𝑧 = −𝐢 ln ( 𝐳
)
1+ √1−𝑧 2
cos −1 𝑧 = − 𝐢 ln(𝑧 + √𝑧 2 − 1) sec −1 𝑧 = −𝐢 ln ( 𝐳
)
𝐢 1+𝐢𝑧 𝐢 𝐳+𝐢
tan−1 𝑧 = − ln ( ) cot −1 𝑧 = − ln ( )
2 1−𝐢𝑧 2 𝐳−𝐢
Inverse Hyperbolic Functions of Complex Numbers

1+ √𝑧 2 +1
sinh−1 𝑧 = ln(𝑧 + √𝑧 2 + 1) csch−1 𝑧 = ln ( 𝐳
)
1+ √1−𝑧 2
cosh−1 𝑧 = ln(𝑧 + √𝑧 2 − 1) sech−1 𝑧 = ln ( 𝐳
)
1 1+𝑧 1 𝐳+1
tanh−1 𝑧 = 2
ln (1−𝑧) coth−1 𝑧 = 2
ln (𝐳−1)
𝜋
Example: Evaluate cosh ( 4 𝐢).
𝜋 𝜋
𝐢 − 𝐢
𝑒 𝑧 + 𝑒 −𝑧 𝜋 𝑒4 + 𝑒 4
Solution: Since cosh 𝑧 = 2
, it follows that cosh ( 4 𝐢) = 2
. By Euler’s formula, we
𝜃𝐢 −𝜃𝐢
have, 𝑒 + 𝑒 = 2 cos 𝜃. Hence,
𝜋 𝜋
𝜋 180°
𝑒 4 𝐢 + 𝑒 − 4 𝐢 = 2 cos ( × ) = √2
4 𝜋
Therefore,
𝜋 √2
cosh ( 𝐢) = .
4 2
Power Series
A power series is a series having the form
∞
𝑎0 + 𝑎1 (𝑧 − 𝑎) + 𝑎2 (𝑧 − 𝑎) + ⋯ = ∑ 𝑎𝑘 (𝑧 − 𝑎)𝑘 .
2
𝑘=0
Taylor’s Theorem
Let 𝑓(𝑧) be analytic inside and on a simple closed curve 𝐶. Let 𝑎 and 𝑎 + ℎ be two points inside
𝐶. Taylor’s theorem states that
ℎ2 ℎ𝑛
𝑓(𝑎 + ℎ) = 𝑓(𝑎) + ℎ𝑓 ′ (𝑎) + 𝑓 ′′ (𝑎) + ⋯ + 𝑓 (𝑛) (𝑎) + ⋯
2! 𝑛!
The series is called a Taylor series or expansion for 𝑓(𝑎 + ℎ). On writing 𝑧 = 𝑎 + ℎ, we have
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(𝑧 − 𝑎)2 ′′ (𝑧 − 𝑎)𝑛 (𝑛)
𝑓(𝑧) = 𝑓(𝑎) + (𝑧 − 𝑎)𝑓 ′ (𝑎) + 𝑓 (𝑎) + ⋯ + 𝑓 (𝑎) + ⋯
2! 𝑛!
If 𝑎 = 0, the resulting series is often called a Maclaurin series.
Special Series
The following list shows some special series together with their regions of convergence.
𝑧
𝑧2 𝑧3 𝑧𝑛 |𝑧|
1 𝑒 = 1 + 𝑧 + + + ⋯+ + ⋯
2! 3! 𝑛! <∞
𝑧3 𝑧5 𝑛−1
𝑧 2𝑛−1 |𝑧|
2 sin 𝑧 = 𝑧 − + + ⋯ + (−1) +⋯
3! 5! (2𝑛 − 1)! <∞
2 4 2𝑛−1
𝑧 𝑧 𝑧 |𝑧|
3 cos 𝑧 = 1 − + + ⋯ + (−1)𝑛−1 +⋯
2! 4! (2𝑛 − 1)! <∞
𝑧2 𝑧3 𝑧𝑛
4 ln(1 + 𝑧) = 𝑧 − + − ⋯ + (−1)𝑛−1 + ⋯ |𝑧| < 1
2 3 𝑛
𝑧3 𝑧5 𝑧 2𝑛−1
5 −1
tan 𝑧 = 𝑧 − + + ⋯ + (−1) 𝑛−1
+⋯ |𝑧| < 1
3 5 2𝑛 − 1
𝑝(𝑝 − 1)𝑧 2 𝑝(𝑝 − 1) ⋯ (𝑝 − 𝑛 + 1)𝑧 𝑛
6 (1 + 𝑧)𝑝 = 1 + 𝑝𝑧 + + ⋯+ +⋯ |𝑧| < 1
2! 𝑛!
Example: Expand the function 𝑓(𝑧) = ln(1 + 𝑧) in a Taylor series about 𝑧 = 0.

Solution: Take note that
1 −1 2 (−1)𝑛−1 𝑛!
𝑓(𝑧) = ln(1 + 𝑧), 𝑓 ′ (𝑧) = 1+𝑧 , 𝑓 ′′ (𝑧) = (1+𝑧)2 , 𝑓 ′′′ (𝑧) = (1+𝑧)3 , ⋯ , 𝑓 (𝑛) (𝑧) = (1+𝑧)3
𝑓(0) = 0 , 𝑓 ′ (0) = 1, 𝑓 ′′ (0) = −1, 𝑓 ′′′ (0) = 2, 𝑓 (𝑛) (𝑧) = (−1)𝑛−1 (𝑛 − 1)!
Therefore,
(𝑧 − 𝑎)2 ′′ (𝑧 − 𝑎)𝑛 (𝑛)
𝑓(𝑧) = ln(1 + 𝑧) = 𝑓(𝑎) + (𝑧 − 𝑎)𝑓 ′ (𝑎) + 𝑓 (𝑎) + ⋯ + 𝑓 (𝑎) + ⋯
2! 𝑛!
(𝑧−0)2 (𝑧−0)𝑛
= 𝑓(0) + (𝑧 − 0)𝑓 ′ (0) + 2!
𝑓 ′′ (0) + ⋯ + 𝑛!
𝑓 (𝑛) (0) + ⋯
𝑧2 𝑧𝑛
= 0 + 𝑧(1) + (−1) + ⋯+ ((−1)𝑛−1 (𝑛 − 1)!) + ⋯
2! 𝑛!
𝑧2 𝑧3 𝑧𝑛
=𝑧− 2
+ 3
− ⋯ + (−1)𝑛−1 𝑛
+⋯
𝜋
Example: Approximate the value of 𝑓(𝑧) = sin 𝑧 at 𝑧 = 6 using the first 5 nonzero terms of its
Taylor series.
Solution:
𝑧3 𝑧5 𝑧7 𝑧9
sin 𝑧 ≈ 𝑧 − + − +
3! 5! 7! 9!
𝜋 3 𝜋 5 𝜋 7 𝜋 9
𝜋 (6 ) (6 ) (6 ) (6 )
= − + − + = 0.5
6 3! 5! 7! 9!
11
12
Supplemental Information:
Watch:
• Complex Numbers Part Imaginary, but Really Simple (https://youtu.be/Jkv-55ndVYY)

• 01 - What are Complex & Imaginary Numbers? Learn to Solve Problems with Complex
Numbers.( https://youtu.be/UwrrJCOMAOE)
• How to write a complex number in polar form (https://youtu.be/_zusa5ik_2g)
• Power Series (https://youtu.be/OxVBT83x8oc)
• Taylor series | Essence of calculus, chapter 11 (https://youtu.be/3d6DsjIBzJ4)
Read:
1. Chapter 3 – Duffy, D. G. (2017). Advanced Engineering Mathematics with MATLAB, 4e.

6000 Broken Sound Parkway, NW, Suite 300, Boca Raton, FL, Taylor & Francis Group.
2. Chapter 7 – Kreyszig, E. (2011). Advanced Engineering Mathematics, 10e. 111 River
Street Hoboken, N.J., John Wiley & Sons, Inc.
3. Chapters 3 – Jeffrey, A. (2002). Advanced Engineering Mathematics. 200 Wheeler Road,
Burlington, Massachusetts, Harcourt/Academic Press..
4. Chapters 8 – Zill, D. G. (2018). Advanced Engineering Mathematics, 6e. 5 Wall Street,
Activities/Assessments:
Solve the following problems. Write your solution and box your final answer.
1. Simplify the expression, 𝐢1997 + 𝐢1999, where 𝐢 is the imaginary unit.
2. Simplify 𝐢29 + 𝐢21 + 𝐢.
3. Write the polar form of the vector 3 + 4𝐢.
4. Simplify (3 − 𝐢)2 − 7(3 − 𝐢) + 10.
5. If 𝐴 = 30𝑒 𝐢𝜋/3 , 𝐵 = 10∠ − 40°, 𝐶 = 16.46 + 0𝐢, solve for 𝐴 + 𝐵 + 𝐶.
6. What is 4𝐢3 × 2𝐢𝟐 ?
7. What is the simplified complex expression of (4.33 + 2.5𝐢)2 ?
8. Find the value of (1 + 𝐢)5 , where 𝐢 is the imaginary unit.
9. Find the principal 5th root of 50(cos 150° + 𝐢 sin 150°).
10. What is the quotient when 4 + 8𝐢 is divided by 𝐢𝟑 ?
𝐴
11. If 𝐴 = −2 − 3𝐢, and 𝐵 = 3 + 4𝐢, what is 𝐵?
4+3𝐢
12. Rationalize 2−𝐢
.
(2+3𝐢)(5−𝐢)
13. Simplify (3−2𝐢)2
.
6+2.5𝐢
14. What is the simplified expression of the complex number 3+4𝐢
?
15. Divide 4(cos 60° + 𝐢 sin 60°) by 2(cos 30° + 𝐢 sin 30°) in rectangular form.
50+35𝐢
16. Find the quotient of 8+5𝐢
.
𝜋
17. Evaluate tanh ( 3 𝐢).
18. Evaluate ln(2 + 3𝐢).
13
𝐴
19. Three vectors 𝐴, 𝐵, and 𝐶 are related as follows: = 2∠180°, 𝐴 + 𝐶 = −5 + 15𝐢, and 𝐶
𝐵
is the conjugate of 𝐵. Find 𝐴.
𝜋
20. Derive the Taylor series for 𝑓(𝑧) = sin 𝑧 about 𝑧 = 4 .
𝜋
21. Calculate the value of cos ( 3 ) using its Maclaurin series.
22. Derive the Maclaurin series for 𝑓(𝑧) = cosh 𝑧.
23. Derive the Maclaurin series for 𝑓(𝑧) = tan−1 𝑧.
24. Using the Maclaurin series for 𝑒 𝑧 , cos 𝑧, and sin 𝑧, prove that 𝑒 𝐢𝜃 = cos 𝜃 + 𝐢𝑠in 𝜃.
25. Evaluate cos −1(2 − 2𝐢).
14
COURSE TOPIC 2: MATRICES
Overview:
An 𝑚 × 𝑛 matrix is an rectangular array of real numbers arranged in 𝑚 rows and 𝑛 columns.
The term "matrix" was introduced by the English mathematician James Joseph Sylvester (1814-
1897) in 1850.
1. Define what a matrix is and identify the different types of matrices;
2. Perform mathematical operations on matrices;
3. Compute the determinant of a matrix.
4. Form the transpose, cofactor, adjoint, and inverse matrix.
5. Solve linear systems expressed in matrix form using the matrix inverse.
6. Solve system of linear equations using Cramer’s rule.
Course Materials:
The size of a matrix is determined by the number of rows and columns. The expression
"𝑚 × 𝑛" is the dimension or order of the matrix. If the matrix has only one column, it is called a
column matrix and if it has only one row, it is called a row matrix. The following is a 3 × 3 matrix
or square matrix (i.e., 3 rows and 3 columns).
6 5 4
𝐴 = [2 1 4]
3 −2 −2
The first non-zero entry in a row of a matrix is known as the leading entry or the leading
element. In the matrix above, 6 is the leading entry. The diagonal from the upper left to the
lower right is called the principal diagonal or main diagonal and all entries in the said diagonal
are called as diagonal entries.
Types of Matrices
1. Row Matrix
A matrix having only one row is called a row matrix. Thus 𝐴 = [𝑎𝑖𝑗 ]𝑚×𝑛 is a row matrix if
𝑚 = 1. So, a row matrix can be represented as 𝐴 = [𝑎𝑖𝑗 ]1×𝑛 . It is called so because it has
only one row and the order of a row matrix will hence be 1 × 𝑛. For example, 𝐴 =
[1 2 3 4] is row matrix of order 1 × 4. Another example of the row matrix is 𝑃 =
[−4 −21 −17] which is of the order 1 × 3.
2. Column Matrix
A matrix having only one column is called a column matrix. Thus, 𝐴 = [𝑎𝑖𝑗 ]𝑚×𝑛 is a
column matrix if 𝑛 = 1. Its order is 𝑚 × 1.
15
−1
2
An example of a column matrix is 𝐴 = [ ], which is of order 4 × 1. The following are
−4
5
additional examples of column matrices:
−1
2 −18
𝑃 = [ 7] , 𝑄 = −19
−17 9
[ 13]
In the above example, the 𝑃 and 𝑄 matrices are of order 3 × 1 and 5 × 1, respectively.
3. Zero or Null Matrix
If in a matrix all the elements are zero then it is called a zero matrix and it is generally
0 0 0
denoted by 0. Thus, 𝐴 = [𝑎𝑖𝑗 ]𝑚×𝑛 is a zero-matrix if 𝑎𝑖𝑗 = 0 for all 𝑖 and 𝑗, e.g. [0 0 0] is
0 0 0
a zero matrix of order 2 x 3.
0 0 0 0 0
𝐴 = [0 0] is a 3 x 2 null matrix and 𝐵 = [0 0 0] is a 3 × 3 null matrix.
0 0 0 0 0
4. Singleton Matrix
If in a matrix there is only element then it is called singleton matrix. Thus, 𝐴 = [𝑎𝑖𝑗 ]𝑚×𝑛 is a
singleton matrix if 𝑚 = 𝑛 = 1, e.g., [2], [3], [𝑎], [] are singleton matrices.
5. Horizontal Matrix
1 2 3 4
A matrix of order 𝑚 × 𝑛 is a horizontal matrix if 𝑛 > 𝑚, e.g., [ ].
2 5 1 1
6. Vertical Matrix
2 5
A matrix of order 𝑚 × 𝑛 is a vertical matrix if 𝑚 > 𝑛, e.g., [1 1].
3 6
2 4
7. Square Matrix
If the number of rows and the number of columns in a matrix are equal, then it is called
𝑎11 𝑎12 𝑎13
a square matrix. Thus, 𝐴 = [𝑎𝑖𝑗 ]𝑚×𝑛 is a square matrix if 𝑚 = 𝑛, e.g., [ 21 𝑎22 𝑎23 ] is a
𝑎
𝑎31 𝑎32 𝑎33
square matrix of order 3 × 3.
The sum of the diagonal elements in a square matrix 𝐴 is called the trace of matrix 𝐴, and
which is denoted by 𝑡𝑟(𝐴); 𝑡𝑟 (𝐴) = ∑𝑛𝑖=1 𝑎𝑖𝑗 = 𝑎11 + 𝑎22 + ⋯ + 𝑎𝑚𝑛 .
16
2 1 13
4 7
Other examples of square matrices are: 𝑃 = [ ] and 𝑄 = [−5 −8 0]. The order of
9 13
14 −7 9
𝑃 and 𝑄 are 2 × 2 and 3 × 3, respectively.
8. Diagonal Matrix
If all the elements, except the principal diagonal, in a square matrix, are zero, it is called
a diagonal matrix. Thus, a square matrix 𝐴 = [𝑎𝑖𝑗 ]𝑚×𝑛 is a diagonal matrix if 𝑎𝑖𝑗 = 0,
2 0 0
when 𝑖 ≠ 𝑗, e.g., [0 3 0] is a diagonal matrix of order 3 × 3, which can also be denoted by
0 0 4
diagonal [2 3 4]. The special thing is, all the non-diagonal elements of this matrix are
zero. That means only the diagonal has non-zero elements. There are two important things
to note here, which are:
(i) A diagonal matrix is always a square matrix
(ii) The diagonal elements are characterized by this general form: 𝑎𝑖𝑗 where 𝑖 = 𝑗. This
means that a matrix can have only one diagonal.
4 0 0
9 0
Few more examples of diagonal matrix are: 𝑃 = [9], 𝑄 = [ ], and 𝑅 = [0 13 0].
0 13
0 0 −2
In the above examples, 𝑃, 𝑄, and 𝑅 are diagonal matrices with order 1 × 1, 2 × 2 and 3 × 3,
respectively. When all the diagonal elements of a diagonal matrix are the same, it goes by a
different name - scalar matrix which is discussed below.
9. Scalar Matrix
If all the elements in the diagonal of a diagonal matrix are equal, it is called a scalar matrix.
0, 𝑖 ≠ 𝑗
Thus, a square matrix 𝐴 = [𝑎𝑖𝑗 ] is a scalar matrix if 𝑎𝑖𝑗 = { . For instance,
𝑚 ×𝑛 𝑘, 𝑖 = 𝑗
−7 0 0
[ 0 −7 0] is a scalar matrix.
0 0 −7
√5 0 0
3 0
Additional examples of scalar matrix are: 𝑃 = [ ] and 𝑄 = [ 0 √5 0 ].
0 3
0 0 √5
Now, what if all the diagonal elements are equal to 1? That will still be a scalar matrix and
obviously a diagonal matrix. It has got a special name which is known as the identity matrix.
10. Unit Matrix or Identity Matrix

If all the elements of a principal diagonal in a diagonal matrix are 1, then it is called a unit
matrix. A unit matrix of order 𝑛 is denoted by 𝐼𝑛 . Thus, a square matrix 𝐴 = [𝑎𝑖𝑗 ] is
1, 𝑖 = 𝑗 1 0 0
an identity matrix if 𝑎𝑖𝑗 = { , e.g., 𝐼3 = [0 1 0].
0, 𝑖 ≠ 𝑗
0 0 1
17
Conclusions:
• All identity matrices are scalar matrices
• All scalar matrices are diagonal matrices
• All diagonal matrices are square matrices
It should be noted that the converse of the above statements is not true for any of the cases.
11. Equal Matrices

Equal matrices are those matrices which are equal in terms of their elements. The
conditions for matrix equality are discussed below.
Two matrices 𝐴 and 𝐵 are said to be equal if they are of the same order and their
corresponding elements are equal, i.e. Two matrices, 𝐴 = [𝑎𝑖𝑗 ] and 𝐵 = [𝑏𝑖𝑗 ] , are
𝑚 ×𝑛 𝑟 ×𝑠
equal if:
(a) 𝑚 = 𝑟, i.e., the number of rows in 𝐴 equals the number of rows in 𝐵.
(b) 𝑛 = 𝑠, i.e., the number of columns in 𝐴 equals the number of columns in 𝐵
(c) 𝑎𝑖𝑗 = 𝑏𝑖𝑗 , for 𝑖 = 1, 2, … , 𝑚 and 𝑗 = 1, 2, … , 𝑛, i.e., the corresponding elements are equal;
0 0 0
0 0] and [
For example, Matrices [ 0 0 0] are not equal because their orders are not
0 0
0 0 0
1 6 3 𝑎1 𝑎2 𝑎3
the same. But, If 𝐴 = [ ] and [𝑏 𝑏 𝑏 ] are equal matrices then, 𝑎1 = 1,
5 2 1 1 2 3
𝑎2 = 6, 𝑎3 = 3, 𝑏1 = 5, 𝑏2 = 2, 𝑏3 = 1.
12. Triangular Matrix

A square matrix is said to be a triangular matrix if the elements above or below the principal
diagonal are zero. There are two types:
• Upper Triangular Matrix

A square matrix [𝑎𝑖𝑗 ] is called an upper triangular matrix if 𝑎𝑖𝑗 = 0, when 𝑖 > 𝑗, e.g.,
3 1 2
[0 4 3] is an upper triangular matrix of order 3 × 3.
0 0 6
• Lower Triangular Matrix

1 0 0
A square matrix is called a lower triangular matrix, if 𝑎 𝑖𝑗 = 0 when 𝑖 < 𝑗, e.g., [2 3 0] is a
4 5 2
lower triangular matrix of order 3 × 3.
13. Singular and Non-Singular Matrix

A square matrix 𝐴 is said to be singular if its determinant |𝐴| is zero, otherwise, the matrix is
non-singular, i.e., matrix 𝐴 is singular if 𝑑𝑒𝑡 (𝐴) = 0 and it is non-singular if 𝑑𝑒𝑡 (𝐴 ) ≠ 0.
14. Symmetric and Skew-Symmetric Matrices
18
• Symmetric matrix: A square matrix 𝐴 = [𝑎𝑖𝑗 ] is a symmetric matrix if 𝑎𝑖𝑗 = 𝑎𝑗𝑖 , for all
1 2 3
𝑖, 𝑗 values. For example, 𝐴 = [2 4 5] is symmetric, because 𝑎12 = 2 = 𝑎21 ,
3 5 2
𝑎 31 = 3 = 𝑎13 , etc.
Note: 𝐴 is symmetric if 𝐴’ = 𝐴 (where 𝐴’ is the transpose of matrix).
• Skew-Symmetric Matrix: A square matrix 𝐴 = [𝑎𝑖𝑗 ] is a skew-symmetric matrix if
𝑎𝑖𝑗 = −𝑎𝑗𝑖 , for all values of 𝑖, 𝑗 except when 𝑗 = 𝑖, which implies 𝑎𝑖𝑖 = 0.
Thus, in a skew-symmetric matrix all diagonal elements are zero;
0 2 1
0 2
For example, 𝐴 = [−2 0 −3], 𝐵 = [ ] are skew-symmetric matrices.
−2 0
−1 3 0
Note: A square matrix 𝐴 is a skew-symmetric matrix 𝐴’ = −𝐴.
Some important Conclusions on Symmetric and Skew-Symmetric Matrices:

• If 𝐴 is any square matrix, then 𝐴 + 𝐴’ is a symmetric matrix and 𝐴 – 𝐴’ is a skew-
symmetric matrix.
• Every square matrix can be uniquely expressed as the sum of a symmetric matrix
1 1 1
and a skew-symmetric matrix. 𝐴 = (𝐴 + 𝐴′ ) + (𝐴 − 𝐴′ ) = (𝐵 + 𝐶), where 𝐵 is
2 2 2
symmetric and 𝐶 is a skew symmetric matrix.
• If 𝐴 and 𝐵 are symmetric matrices, then 𝐴𝐵 is symmetric and 𝐴𝐵 = 𝐵𝐴, i.e., 𝐴 and
𝐵 commute.
• The matrix 𝐵’𝐴𝐵 is symmetric or skew-symmetric according to whether 𝐴 is
symmetric or skew-symmetric.
• All positive integral powers of a symmetric matrix are symmetric.
• Positive odd integral powers of a skew-symmetric matrix are skew-symmetric and
positive even integral powers of a skew-symmetric matrix are symmetric.
15. Hermitian and Skew-Hermitian Matrices
A square matrix 𝐴 = [𝑎𝑖𝑗 ] is said to be a Hermitian matrix if 𝑎𝑖𝑗 = 𝑎̅𝑗𝑖 ∀ 𝑖, 𝑗; i.e., 𝐴 = 𝐴𝜃 .
3 3 − 4𝐢 5 + 2𝐢
𝑎 𝑏 + 𝑐𝐢
For example, [ ] and [3 + 4𝐢 5 −2 + 𝐢] are Hermitian matrices.
𝑏 − 𝑐𝐢 𝑑
5 − 2𝐢 −2 − 𝐢 2
Important Notes:
• If 𝐴 is a Hermitian matrix then 𝑎𝑖𝑖 = 𝑎̅𝑖𝑖 implies 𝑎𝑖𝑖 is real ∀𝑖, thus every diagonal element
of a Hermitian Matrix must be real.
• A Hermitian matrix over the set of real numbers is actually a real symmetric matrix.
A square matrix, 𝐴 = [𝑎𝑖𝑗 ] is said to be a skew-Hermitian if 𝑎𝑖𝑗 = −𝑎̅𝑗𝑖 ∀ 𝑖, 𝑗; i.e., 𝐴𝜃 =

−𝐴, where 𝐴𝜃 is the conjugate transpose of matrix 𝐴.
19
3𝐢 −3 + 2𝐢 −1 − 𝐢
0 −2 + 𝐢
For example, [ ] and [3 + 2𝐢 −2𝐢 −2 − 4𝐢] are skew-Hermitian matrices.
2+𝐢 0
1−𝐢 2 − 4𝐢 0
• If 𝐴 is a skew-Hermitian matrix, then 𝑎𝑖𝑖 = −𝑎̅𝑖𝑖 implies 𝑎𝑖𝑖 + 𝑎̅𝑖𝑖 =0, i.e., 𝑎𝑖𝑖 must be
purely imaginary or zero.
• A skew-Hermitian matrix over the set of real numbers is actually a real skew-symmetric
matrix.
Sum of Matrices
If 𝐴 and 𝐵 are two matrices of the same order, the sum of 𝐴 and 𝐵, denoted by 𝐴 + 𝐵, is
the matrix for which each of its elements is the sum of the corresponding elements of 𝐴 and 𝐵.
Example:
5 −2 6 4 7 1
Find 𝐴 + 𝐵 given 𝐴 = [ ] and 𝐵 = [ ].
−1 8 −3 7 0 4
5 + 4 −2 + 7 6+ 1 9 5 7
Solution: 𝐴+𝐵 = [ ]= [ ]
−1 + 7 8 + 0 −3 + 4 6 8 1
Difference of Matrices
If 𝐴 and 𝐵 are matrices having the same order, then the difference of 𝐴 and 𝐵, denoted by 𝐴 −
𝐵, is defined as 𝐴 − 𝐵 = 𝐴 + (−𝐵).
Example:
4 −3 4 3
Find 𝐴 – 𝐵 given 𝐴 = [−5 −1] and 𝐵 = [7 −5]
3 8 8 2
4−4 −3 − 3 0 −6
Solution: 𝐴 − 𝐵 = [−5 − 7 −1 − (−5)] = [−12 4]
3−8 8−2 −5 6
Product of Matrices
Supposed that 𝐴 is a matrix of order 𝑚 × 𝑝 and 𝐵 is a matrix of order 𝑝 × 𝑛, then the product of
𝐴 and 𝐵, denoted by 𝐴𝐵, is the 𝑚 𝑥 𝑛 matrix for which the element in the 𝑖th row and the 𝑗th
column is the sum of the products formed by multiplying each element in the 𝑖th row of 𝐴 by the
corresponding element in the 𝑗th column of 𝐵.
Example:
2 −3
−4 1 3
Find 𝐷𝐶 where 𝐷 = [4 −1] and 𝐶 = [ ].
−1 2 5
1 5
Solution: 𝐷 is a 3 × 2 matrix and 𝐶 is a 2 × 3 matrix. The product 𝐷𝐶 can be obtained
because the number of columns of 𝐷 (2 columns) is equal to the number of rows
of 𝐶 (2 rows). The product 𝐷𝐶 will be a 3 × 3 matrix.
20
(2)(−4) + (−3)(−1) (2)(1) + (−3)(2) (2)(3) + (−3)(5)
𝐷𝐶 = [(4)(−4) + (−1)(−1) (4)(1) + (−1)(2) (4)(3) + (−1)(5)]
(1)(−4) + (5)(−1) (1)(1) + (5)(2) (1)(3) + (5)(5)
−5 −4 −9
𝐷𝐶 = [−15 2 7]
−9 11 28
Transpose of a Matrix
If matrix 𝐴 is reflected in its main diagonal, so that all rows become columns and all columns
become rows without changing their relative order of entries in the rows and columns, the result
is a transpose matrix, 𝐴𝑇 .
Example:
−4 1 3 𝑇
If 𝐴 = [ ], find 𝐴 .
−1 2 5
−4 −1
Solution: 𝐴𝑇 = [ 1 2]
3 5
Determinant of a Matrix
The determinant is a scalar value that can be computed from the elements of a square matrix and
encodes certain properties of the linear transformation described by the matrix. The determinant of a
matrix 𝐴 is denoted by det(𝐴), det 𝐴, or |𝐴|. Geometrically, it can be viewed as the volume scaling
factor of the linear transformation described by the matrix. This is also the signed volume of the 𝑛-
dimensional parallelepiped spanned by the column or row vectors of the matrix. The determinant is
positive or negative according to whether the linear transformation preserves or reverses
the orientation of a real vector space.
Properties of Determinants:
1. If the rows of one determinant are the same as the columns of another, and in the same
order, the two determinants are equal.
2. If two columns (or rows) of a determinant are interchanged, the value of the resulting
determinant is equal to the negative of the value of the given determinant.
3. If two columns (rows) of a determinant are identical, the value of the determinant is zero.
4. If the elements of a column (or row) of a determinant are multiplied by 𝑘, the value of the
determinant is multiplied by 𝑘.
5. If the elements of the 𝑗th column of a determinant 𝐷 are the sum 𝑎𝑖𝑗 + 𝑏𝑖𝑗 , then 𝐷 is the
sum of the determinants 𝐷′ and 𝐷" in which all the columns of 𝐷, 𝐷′ and 𝐷”: are the same
except the 𝑗th; furthermore, the 𝑗th column of 𝐷′ is 𝑎𝑖𝑗 , 𝑖 = 1, 2, 3, . . . , 𝑛, and the 𝑗th column
of 𝐷" is 𝑏𝑖𝑗 , 𝑖 = 1, 2, 3, . . . , 𝑛. Similarly, for rows.
6. The value of the determinant is not changed if a column is replaced by the column plus a
multiple of another column. Similarly for rows.
21
Determinant of a 2 × 2 matrix:
𝑎 𝑏
𝐴= [ ]
𝑐 𝑑
det(𝐴) = 𝑎𝑑 − 𝑏𝑐
2 1
Example: Determine the determinant of matrix 𝐴 = [ ].
−1 3
Solution:
det(𝐴) = (2)(3) − (−1)(1) = 7
Determinant of a 3 × 3 matrix
𝑎 𝑏 𝑐
𝐴 = [𝑑 𝑒 𝑓]
𝑔 ℎ 𝑖
𝑎 𝑏 𝑐 𝑎 𝑏
det 𝐴 = | 𝑑 𝑒 𝑓| 𝑑 𝑒|
𝑔 ℎ 𝑖 𝑔 ℎ
det 𝐴 = (𝑎𝑒𝑖 + 𝑏𝑓𝑔 + 𝑐𝑑ℎ) − (𝑔𝑒𝑐 + ℎ𝑓𝑎 + 𝑖𝑑𝑏)
Example:
1 2 0
Determine the determinant of matrix 𝐴 = [2 1 4].
4 2 6
Solution:
1 2 0 1 2
det(𝐴) = |2 1 4| 2 1|
4 2 6 4 2
det 𝐴 = [(1)(1)(6) + (2)(4)(4) + (0)(2)(2)] − [(4)(1)(0) + (2)(4)(1) + (6)(2)(2)]

det 𝐴 = (6 + 32 + 0) − (0 + 8 + 24)
det 𝐴 = 38 − 32 = 6
Determinant of a 4 × 4 matrix
Example:
2 −4 3 −1
−1 1 −2 2
Find the determinant of matrix 𝐴 = [ ].
3 2 −4 −1
−2 5 1 4
Solution:
2 −4 3 −1 2 −4 3 −1
−1 1 −2 2 −1 1 −2 2
𝐴=[ ] =[ ]
3 2 −4 −1 3 2 −4 −1
−2 5 1 4 −2 5 1 4
22
2 − (−4)(−1) 3 − (−4)(−2) −1 − (−4)(2)
det(𝐴) = | 3 − (2)(−1) −4 − (2)(−2) −1 − (2)(2)| (1)2+2
−2 − (5)(−1) 1 − (5)(−2) 4 − (5)(2)
Note: 2 for the 2nd row and 2 for the 2nd column, hence 12+2 = 1.
−2 −5 7 −2 −5 7 −2 −5
det(𝐴) = | 5 0 −5| = | 5 0 −5| 5 0|
3 11 −6 3 11 −6 3 11
det(𝐴) = [(−2)(0)(−6) + (−5)(−5)(3) + (7)(5)(11)] − [(3)(0)(7) + (11)(−5)(−2) + (−6)(5)(−5)]
det 𝐴 = (0 + 75 + 385) − (0 + 110 + 150)=460 − 260 = 200
Cofactor of an Entry of a Matrix

A cofactor of an entry of a matrix is the same as the cofactor of the same entry in the
determinant of the matrix and thus, is defined only for square matrices.
+ − +
+ −
Sign conventions: [ ] [− + −]
− +
+ − +
Example:
1 2 0
Find the cofactor of 6 in the ffollowing matrix: 𝐴 = [2 1 4]
4 2 6
1 2 0
1 2
Solution: The equivalent matrix is: 𝐴33 = [2 1 4] or 𝐴33 = + [ ]
2 1
4 2 6
1 2
The determinant of 𝐴33 is: det 𝐴33 = | | = (1)(1) − (2)(2) = −3
2 1
Thus, the cofactor of 6 is -3.
Cofactor Matrix
A cofactor matrix is formed by replacing each element in the given matrix by its cofactor.
3 2
Example: Find the cofactor matrix of 𝐴 if 𝐴 = [ ].
4 1
3 2
Solution: Cofactor of 3: [ C ] = +[1]. The determinant is |1| = 1.
4 1
o
3f 2
Cofactor of 2: [ C] = −[4]. The determinant is −|4| = −4.
4a 1
o
3c 2f
Cofactor of 4: [ ] = −[2]. The determinant is −|2| = −2.
4tC 1a
3 2
Cofactor of 1: [ o c] = +[3]. The determinant is |3| = 3.
4rf 1Ct
a matrix
o 1 −4
Thus, the cofactor of 𝐴 is cof(𝐴) = [ ].
o
c fr −2 3
ft a
o co
3
r tf 23
: o
o r3
f[3 : 2] =
Adjoint of a Matrix
The adjoint of a matrix is the transpose of its cofactor.
1 2 0
Example: Find the adjoint matrix of 𝐴 if 𝐴 = [2 1 4].
4 2 6
1 4 2 4 2 1
+det | | − det | | + det | |
2 6 4 6 4 2
2 0 1 0 1 2
Solution: cof (𝐴) = − det | | + det | | − det | |
2 6 4 6 4 2
2 0 1 0 1 2
[+ det |1 4| − det |
2 4
| +det | |
2 1 ]
[(1)(6) − (2)(4)] −[(2)(6) − (4)(4)] [(2)(2) − (4)(1)]

cof (𝐴) = [−[(2)(6) − (2)(0)] [(1)(6) − (4)(0)] −[(1)(2) − (4)(2)]]
[(2)(4) − (1)(0)] −[(1)(4) − (2)(0)] [(1)(1) − (2)(2)]
−2 4 0
cof (𝐴) = [−12 6 6]
8 −4 −3
−2 −12 8
adj (𝐴) = cof (𝐴)𝑇 = [ 4 6 −4]
0 6 −3
Inverse of a Matrix
The inverse of a nonsingular square matrix 𝐴, denoted by 𝐴−1 , is given by the formula:
adj(𝐴) cof 𝑇 (𝐴)
𝐴−1 = = .
de𝑡(𝐴) det(𝐴)
Hence, the steps required to find the inverse of a nonsingular matrix 𝐴 are as follows:
a. Form the cofactor matrix, cof (𝐴), of matrix 𝐴.
b. Form the transpose matrix, cof (𝐴)𝑇 , of the cofactor matrix of 𝐴.
c. Evaluate the determinant, det(𝐴), of matrix 𝐴.
d. Divide each element in the cof (𝐴)𝑇 matrix by det (𝐴).
Example:
1 2 0
Find the inverse of matrix 𝐴 = [2 1 4].
4 2 6
1 4 2 4 2 1
+det | | − det | | + det | |
2 6 4 6 4 2
Solution: cof (𝐴) = − det |2 0| + det |
1 0
| − det |
1 2
|
2 6 4 6 4 2
2 0 1 0 1 2
[+ det |1 4| − det |
2 4
| +det | |
2 1 ]
[(1)(6) − (2)(4)] −[(2)(6) − (4)(4)] [(2)(2) − (4)(1)] −2 4 0
cof (𝐴) = [−[(2)(6) − (2)(0)] [(1)(6) − (4)(0)] −[(1)(2) − (4)(2)]] = [−12 6 6]
[(2)(4) − (1)(0)] −[(1)(4) − (2)(0)] [(1)(1) − (2)(2)] 8 −4 −3
24
𝑇
−2 −12 8 1 2 0
adj (𝐴) = (cof(𝐴)) = [ 4 6 −4], det (𝐴) = |2 1 4| = 6
0 6 −3 4 2 6
−2 −12 8 −2⁄6 −12⁄6 8⁄6 −1⁄3 −2 4⁄3
1
𝐴−1 = [ 4 6 −4] = [ 4⁄6 6⁄6 −4⁄6] = [ 2⁄3 1 −2⁄3]
6
0 6 −3 0⁄6 6⁄6 −3⁄6 0 1 −1⁄2
System of Linear Equations

Given a system of 𝑛 linear equations in 𝑛 unknowns as follows:
𝑎11 𝑥1 + 𝑎12 𝑥2 + ⋯ + 𝑎1𝑛 𝑥𝑛 = 𝑏1
𝑎21 𝑥1 + 𝑎22 𝑥2 + ⋯ + 𝑎2𝑛 𝑥𝑛 = 𝑏2
⋮ ⋮ ⋮
𝑎𝑛1 𝑥1 + 𝑎𝑛2 𝑥2 + ⋯ + 𝑎𝑛𝑛 𝑥𝑛 = 𝑏𝑛
This linear system can be expressed in matrix form as
𝑎11 𝑎12 ⋯ 𝑎1𝑛 𝑥1 𝑏1
𝑎21 𝑎22 ⋯ 𝑎2𝑛 𝑥2 𝑏2
[ ⋮ ⋮ ⋱ ⋮ ] [ ⋮ ] = [ ⋮ ].
𝑎𝑛1 𝑎𝑛2 ⋯ 𝑎𝑛𝑛 𝑥𝑛 𝑏𝑛
If we denote the coefficient matrix by 𝐴, the unknown vector by 𝑥, and the constant vector by 𝑏,
we can rewrite this matrix equation and express its solution as follows:
𝐴𝑥 = 𝑏, 𝑥 = 𝐴−1 𝑏
In this case,
𝑎11 𝑎12 ⋯ 𝑎1𝑛 𝑥1 𝑏1
𝑎21 𝑎22 ⋯ 𝑎2𝑛 𝑥2 𝑏2
𝐴=[ ⋮ ⋮ ⋱ ⋮ ], 𝑥 = [ ⋮ ], 𝑏 = [ ⋮ ].
𝑎𝑛1 𝑎𝑛2 ⋯ 𝑎𝑛𝑛 𝑥𝑛 𝑏𝑛
Example: Express the following system of linear equations in matrix form:

3𝑥1 − 2𝑥2 + 𝑥1 = 11
2𝑥1 + 𝑥2 + 3𝑥2 = 5
𝑥1 + 3𝑥2 − 2𝑥3 = −12
Solution:
3 −2 1 𝑥1 11
[2 1 3] [𝑥2 ] = [ 5]
1 3 −2 𝑥3 −12
Example: Convert the following matrix equation into a system of linear equations:
5 −2 3 𝑥 17
[2 4 1] [𝑦 ] = [−8]
7 −3 −6 𝑧 4
Solution:
5𝑥 − 2𝑦 + 3𝑧 = 11
2𝑥 + 4𝑦 + 𝑧 = 5
7𝑥 − 3𝑦 − 6𝑧 = −12
25
Example: Using matrices, find the solution to the following system of linear equations:
𝑥 + 2𝑦 = 7
2𝑥 + 𝑦 + 4𝑧 = 3
4𝑥 + 2𝑦 + 6𝑧 = 10
Solution:
1 2 0 𝑥 7
[2 1 4 ] [ 𝑦 ] = [ 3]
4 2 6 𝑧 10
𝑥 1 2 0 −1 7 − 1⁄3 −2 4⁄3 7 5
𝑦
[ ] = [2 1 ⁄
4] [ 3 ] = [ 2 3 ⁄
1 − 2 3] [ 3] = [ 1 ]
𝑧 4 2 6 10 0 1 − 1⁄2 10 −2
Cramer’s Rule
Consider a system of 𝑛 linear equations in 𝑛 unknowns represented in matrix form as 𝐴𝑥 = 𝑏. If
the coefficient matrix 𝐴 is non-singular, then the system has a unique solution whose individual
values for the unknowns are given by:
det(𝐴𝑖 )
𝑥𝑖 = , 𝑖 = 1, 2, … , 𝑛.
det(𝐴)
In this case, 𝐴𝑖 is the matrix obtained from the coefficient matrix 𝐴 by replacing the 𝑖th column of
𝐴 by elements of the constant vector 𝑏.
Example: Using Cramer’s rule, find the solution to the following system of linear equations:
𝑥1 + 2𝑥2 = 7
2𝑥1 + 𝑥2 + 4𝑥3 = 3
4𝑥1 + 2𝑥2 + 6𝑥3 = 10
Solution: Form the matrices:
1 2 0 7 2 0 1 7 0 1 2 7
𝐴 = [2 1 4], 𝐴1 = [ 3 1 4], 𝐴2 = [2 3 4], 𝐴3 = [2 1 3 ],
4 2 6 10 2 6 4 10 6 4 2 10
Compute the determinant of each of these matrices:
det(𝐴) = 6, det(𝐴1 ) = 30, det(𝐴2 ) = 6, det(𝐴3 ) = −12
Compute the elements of the solution vector by Cramer’s rule as follows:
det(𝐴1 ) 30
𝑥1 = = =5
det(𝐴) 6
det(𝐴2 ) 6
𝑥2 = = =1
det(𝐴) 6
det(𝐴3 ) −12
𝑥3 = = = −2
det(𝐴) 6
5
Hence, the solution is 𝑥 = [ 1].
−2
26
Watch:
• 1 - Intro To Matrix Math (Matrix Algebra Tutor) - Learn how to Calculate with Matrices
(https://youtu.be/94mdM-OcjLg)
• Matrices and Determinants by Dr. Nandhini S - Part 1 (https://youtu.be/SJOTtb1FTfs)
• Matrices and Determinants - Part 2 by Dr. Nandhini S (https://youtu.be/6fEf4LdDmA4)
• Minors and Cofactors of a Matrix (https://youtu.be/LkWB_zyAVVc)
Read:

1 2 3
1. Evaluate the determinant, |−2 −1 −2|.
3 1 4
2 14 3 1
1 5 −1 3
2. Evaluate the determinant, | |.
1 −2 2 −3
3 −4 −3 −4
4 −1 2 3
2 0 2 1
3. Compute the value of the determinant, 𝑥 = | |.
10 3 0 1
14 2 4 5
4. Solve for 𝑦 by determinants given the equations:
𝑥+𝑦+𝑧 = 2
3𝑥 − 𝑦 − 2𝑧 = 4
5𝑥 − 2𝑦 + 3𝑧 = −7
5. Solve the following system of equations by Cramer’s rule:
2𝑥 − 𝑦 + 3𝑧 = −3
3𝑥 + 3𝑦 − 𝑧 = 10
−𝑥 − 𝑦 + 𝑧 = −4
2 3 1
6. If 𝐴 = [−1 2 4], what is the cofactor of the second row, third column element?
0 5 7
27
3 1 2
7. If 𝐴 = [−2 −1 0], what is the cofactor of the first row, second column element?
0 2 −1
1 1 𝑥 2
8. Given the matrix equation, [ ] [ ] = [ ], solve for 𝑥 and 𝑦.
3 2 𝑦 0
4 5 0 1 0 0
9. If 𝐴 = [6 7 3] and 𝐵 = [0 1 0], what is 𝐴𝐵?
1 2 5 0 0 1
1 2 3 6
10. Given the matrices 𝐵 = [ ] and 𝐶 = [ ]. Find the product 𝐵𝐶.
0 −5 4 1
3 1 2
11. Transpose the matrix, [−2 −1 0].
0 2 −1
1 5
12. Determine the inverse of matrix [ ].
2 9
3 −2 1
13. Find the cofactor matrix and adjoint of matrix 𝐴 = [2 1 3].
1 3 −2
3 −2 1
14. Find the inverse of the matrix 𝐴 = [2 1 3] and use this inverse to solve the matrix
1 3 −2
equation
3 −2 1 𝑥1 11
[2 1 3] [𝑥2 ] = [ 5 ].
1 3 −2 𝑥3 −12
15. Show that the determinant of the matrix 𝐵 = 𝑥𝐼 − 𝐴, where 𝐼 is an identity matrix and 𝐴 =
1 2 0
[2 1 4], is the polynomial 𝑥 3 − 8𝑥 2 + 𝑥 − 6. Moreover, show that 𝐴 satisfies this
4 2 6
polynomial, that is, 𝐴3 − 8𝐴2 + 𝐴 − 6𝐼 = 0. Use this fact to show that the inverse of 𝐴 can
1
be expressed as 𝐴−1 = (𝐴2 − 8𝐴 + 𝐼). This follows from the Cayley-Hamilton theorem.
6
28
COURSE TOPIC 3: LAPLACE AND INVERSE LAPLACE
TRANSFORMS
Overview:
The Laplace transform is a mathematical tool that transforms a signal representation, 𝑓(𝑡),
where 𝑡 is a real variable, into another signal representation 𝐹(𝑠), where 𝑠 is a complex
variable. Laplace transform is a powerful tool for solving linear ODEs as well as its
corresponding initial value problems (IVP) arising in engineering applications such as the ones
encountered in electrical networks and signal processing.
1. Define Laplace and inverse Laplace transforms
2. Determine the properties of Laplace transforms
3. Compute the Laplace transforms of familiar functions
4. Compute the inverse Laplace transforms using the properties of Laplace transforms
Course Materials:
Definition: Let 𝑓(𝑡), −∞ < 𝑡 < ∞, be a signal that satisfies
(a) 𝑓(𝑡) = 0 for 𝑡 < 0,
∞
(b) ∫0 |𝑓(𝑡)|𝑒 −𝜎𝑡 𝑑𝑡 < ∞ for 0 ≤ 𝜎0 < 𝜎 < ∞.
Then the Laplace transform of 𝑓(𝑡) is defined as
∞
ℒ{𝑓(𝑡)} = ∫ 𝑓(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = 𝐹(𝑠),
0
where 𝑠 = 𝜎 + 𝑗𝜔 is a complex variable, called the Laplace variable.

The inverse Laplace transform of 𝐹(𝑠) is given by
1 𝜎−𝑗𝜔
𝑓(𝑡) = ∫ 𝐹(𝑠)𝑒 𝑠𝑡 𝑑𝑡 = ℒ −1 {𝐹(𝑠)}.
2𝜋𝑗 𝜎−𝑗𝜔
Definition: The pair ℒ{𝑓(𝑡)} = 𝐹(𝑠) ↔ 𝑓(𝑡) = ℒ −1 {𝐹(𝑠)} is called a Laplace transform pair.
The Impulse and Step Functions

Suppose 𝑓(𝑡) = 𝛿(𝑡) is the continuous-time unit impulse function. Then
∞
ℒ{𝑓(𝑡)} = ℒ{𝛿(𝑡)} = ∫ 𝛿(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = 1. ∎
0
Suppose 𝑓(𝑡) = 𝑢(𝑡) is the continuous-time unit step function. Then

∞ ∞
1
ℒ{𝑓(𝑡)} = ℒ{𝑢(𝑡)} = ∫ 𝑢(𝑡)𝑒 −𝑠𝑡 𝑑𝑡 = ∫ 𝑒 −𝑠𝑡 𝑑𝑡 = . ∎
0 0 𝑠
29
The following table lists the Laplace transforms of familiar continuous functions.
Table: Laplace Transforms
𝒇(𝒕) = 𝓛−𝟏 {𝑭(𝒔)} 𝑭(𝒔) = 𝓛{𝒇(𝒕)} 𝒇(𝒕) = 𝓛−𝟏 {𝑭(𝒔)} 𝑭(𝒔) = 𝓛{𝒇(𝒕)}
1 2𝑎𝑠
1. 𝛿(𝑡) 11. 𝑡sin(𝑎𝑡)
𝑠 (𝑠 2 + 𝑎2 )2
1 𝑠 2 − 𝑎2
2. 𝑒 𝑎𝑡 12. 𝑡cos(𝑎𝑡)
𝑠−𝑎 (𝑠 2 + 𝑎2 )2
𝑛! 2𝑎𝑠
3. 𝑡𝑛 13. 𝑡sinh(𝑎𝑡)
𝑠 𝑛+1 (𝑠 2 − 𝑎2 )2
𝑡 𝑛 𝑒 𝑎𝑡 𝑛! 𝑠 2 + 𝑎2
4. 14. 𝑡cosh(𝑎𝑡)
(𝑠 − 𝑎)𝑛+1 (𝑠 2 − 𝑎2 )2
𝑎 sin(𝑎𝑡 + 𝑏) 𝑠 sin 𝑏 + 𝑎 cos 𝑏
5. sin(𝑎𝑡) 15.
𝑠2 + 𝑎2 𝑠 2 + 𝑎2
𝑠 cos(𝑎𝑡 + 𝑏) 𝑠 cos 𝑏 − 𝑎 sin 𝑏
6. cos(𝑎𝑡) 16.
𝑠 + 𝑎2
2
𝑠 2 + 𝑎2
𝑎 2𝑎3
7. sinh(𝑎𝑡) 17. sin(𝑎𝑡) − 𝑎𝑡cos(𝑎𝑡)
𝑠2 − 𝑎2 (𝑠 2 + 𝑎2 )2
𝑠 2𝑎𝑠 2
8. cosh(𝑎𝑡) 18. sin(𝑎𝑡) + 𝑎𝑡cos(𝑎𝑡)
𝑠 − 𝑎2
2
(𝑠 2 + 𝑎2 )2
𝑏 𝑠(𝑠 2 − 𝑎2 )
9. 𝑒 𝑎𝑡 sin(𝑏𝑡) 19. cos(𝑎𝑡) − 𝑎𝑡sin(𝑎𝑡)
(𝑠 − 𝑎)2 + 𝑏 2 (𝑠 2 + 𝑎2 )2
𝑠−𝑎 cos(𝑎𝑡) + 𝑎𝑡sin(𝑎𝑡) 𝑠(𝑠 2 + 3𝑎2 )
10. 𝑒 𝑎𝑡 cos(𝑏𝑡) 20.
(𝑠 − 𝑎)2 + 𝑏 2 (𝑠 2 + 𝑎2 )2
𝑏 Γ(𝑝 + 1)
11. 𝑒 𝑎𝑡 sinh(𝑏𝑡) 𝑡𝑝
(𝑠 − 𝑎)2 − 𝑏 2 𝑠 𝑝+1
𝑠−𝑎 1 1 ∙ 3 ∙ 5 ⋯ (2𝑛 − 1)√𝜋
12. 𝑒 𝑎𝑡 cos ℎ(𝑏𝑡) 𝑡 𝑛−2
(𝑠 − 𝑎)2 − 𝑏 2 2𝑛 𝑠 𝑛+2
1
Region of Convergence
Definition: The set of all complex numbers for which the defining integral of the Laplace
transform exists is called the region of convergence (ROC).
Theorem: Suppose that the Laplace transform 𝐹(𝑠) of 𝑓(𝑡) exists for some 𝜎 > 0 and 𝐹(𝑠) is a
proper rational function with poles 𝑝𝑖 = 𝜎𝑖 + 𝑗𝜔𝑖 , 𝑖 = 1,2, … , 𝑛. If 𝜎0 = max|𝜎𝑖 |, then the 𝑅𝑂𝐶 of
𝑖
𝑓(𝑡) is the half plane defined by
𝑅𝑂𝐶 = {𝑠 = 𝜎 + 𝑗𝜔 ∈ 𝐶|𝜎 > 𝜎0 },
and conversely.
30
Theorem: Suppose that the Laplace transform 𝐹(𝑠) of 𝑓(𝑡) is a proper rational function. Then
∞
all of the poles of 𝐹(𝑠) are in the open left-half plane (LHP) if and only if ∫−∞|𝑓(𝑡)|𝑑𝑡 < ∞.
𝑠+2
Example: Find the ROC of the Laplace transform 𝐹(𝑠) = (𝑠+1)(𝑠+4).
Solution: The poles of 𝐹(𝑠) are 𝑝1 = −1 and 𝑝2 = −4. It follows that 𝜎0 = |−4| = 4. Hence, the
ROC of 𝑓(𝑡) is the half plane defined by
𝑅𝑂𝐶 = {𝑠 = 𝜎 + 𝑗𝜔 ∈ 𝐶|𝜎 > 4}.
Properties of the Laplace Transform

The Laplace transform is widely used as an operational transform, i.e., as a problem-solving
tool.
Property 1: (Linearity) Given the Laplace transform pairs 𝑓1 (𝑡) ↔ 𝐹1 (𝑠) and 𝑓2 (𝑡) ↔ 𝐹2 (𝑠) and
any real numbers 𝑎1 and 𝑎2 , then
ℒ{𝑎1 𝑓1 (𝑡) + 𝑎2 𝑓2 (𝑡)} = 𝑎1 𝐹1 (𝑠) + 𝑎2 𝐹2 (𝑠).
Example: Use the Linearity Property to find the Laplace transform of 𝑓(𝑡) = cos(𝜔𝑡) 𝑢(𝑡).
1
Solution: Using Euler’s formula, we have 𝑓(𝑡) = cos(𝜔𝑡) 𝑢(𝑡) = 2 (𝑒 𝐢𝜔𝑡 + 𝑒 −𝐢𝜔𝑡 )𝑢(𝑡). Let 𝑓1 (𝑡) =
1 1
𝑒 𝐢𝜔𝑡 𝑢(𝑡) and 𝑓2 (𝑡) = 𝑒 −𝐢𝜔𝑡 𝑢(𝑡). Then, 𝑓(𝑡) = 𝑓1 (𝑡) + 𝑓2 (𝑡). Now,
2 2
1 1
𝐹1 (𝑠) = ℒ{𝑒 𝐢𝜔𝑡 𝑢(𝑡)} = 𝑠−𝐢𝜔 and 𝐹2 (𝑠) = ℒ{𝑒 −𝐢𝜔𝑡 𝑢(𝑡)} = 𝑠+𝐢𝜔.
Using the linearity property, we have

1 1 1 1 1 1 1 1 𝑠
ℒ{cos(𝜔𝑡) 𝑢(𝑡)} = ℒ { 𝑓1 (𝑡) + 𝑓2 (𝑡)} = 𝐹1 (𝑠) + 𝐹2 (𝑠) = ( )+ ( )= 2 .∎
2 2 2 2 2 𝑠 − 𝐢𝜔 2 𝑠 + 𝐢𝜔 𝑠 + 𝜔2
Property 2: (Convolution) the Laplace transform pairs 𝑓(𝑡) ↔ 𝐹(𝑠) and 𝑔(𝑡) ↔ 𝐺(𝑠), then
𝑡
ℒ {∫ 𝑓(𝑡 − 𝜏)𝑔(𝜏)𝑑𝜏} = 𝐹(𝑠)𝐺(𝑠).
0
Example: Given 𝑓(𝑡) = 𝑡𝑒 𝑢(𝑡) and 𝑔(𝑡) = 𝑡𝑒 −𝑡 𝑢(𝑡). Use the Convolution Property to find the
𝑡
𝑡
Laplace transform of ∫0 (𝑡 − 𝜏)𝑒 (𝑡−𝜏) 𝜏𝑒 −𝜏 𝑑𝜏.
1 1
Solution: 𝐹(𝑠) = ℒ{𝑡𝑒 𝑡 𝑢(𝑡)} = (𝑠−1)2 and 𝐺(𝑠) = ℒ{𝑡𝑒 −𝑡 𝑢(𝑡)} = (𝑠+1)2 .
𝑡 𝑡
ℒ {∫ (𝑡 − 𝜏)𝑒 (𝑡−𝜏) 𝜏𝑒 −𝜏 𝑑𝜏} = ℒ {∫ 𝑓(𝑡 − 𝜏)𝑔(𝜏)𝑑𝜏} = 𝐹(𝑠)𝐺(𝑠)
0 0
1 1 1
=( 2
)( 2
)= 2 .∎
(𝑠 − 1) (𝑠 + 1) (𝑠 − 1)2
31
Property 3: (Time Delay) Given the Laplace transform pair 𝑓(𝑡) ↔ 𝐹(𝑠), then for any positive
number 𝑇𝑑 > 0
ℒ{𝑓(𝑡 − 𝑇𝑑 )} = 𝑒 −𝑠𝑇𝑑 𝐹(𝑠).
1
Example: Given 𝑓(𝑡) = 𝑡𝑒 −4𝑡 𝑢(𝑡) and 𝐹(𝑠) = ℒ{𝑡𝑒 −4𝑡 𝑢(𝑡)} = (𝑠+4)2, find the Laplace transform
of ℒ{(𝑡 − 3)𝑒 −4𝑡+12 𝑢(𝑡 − 3)}.
Solution: Take note that (𝑡 − 3)𝑒 −4𝑡+12 𝑢(𝑡 − 3) = (𝑡 − 3)𝑒 −4(𝑡−3) 𝑢(𝑡 − 3) = 𝑓(𝑡 − 3). Hence,
𝑒 −3𝑠
ℒ{(𝑡 − 3)𝑒 −4𝑡+12 𝑢(𝑡 − 3)} = ℒ{𝑓(𝑡 − 3)} = 𝑒 −3𝑠 𝐹(𝑠) = .∎
(𝑠 + 4)2
Property 4: (Time Scaling) Given the Laplace transform pair 𝑓(𝑡) ↔ 𝐹(𝑠), then for any positive
number 𝑎
1 𝑠
ℒ{𝑓(𝑎𝑡)} = 𝐹 ( ).
𝑎 𝑎
2
Example: Given 𝑓(𝑡) = 𝑡 2 𝑒 −3𝑡 𝑢(𝑡) and 𝐹(𝑠) = ℒ{𝑡 2 𝑒 −3𝑡 𝑢(𝑡)} = (𝑠+3)3. Use the Time Scaling
Property to find the Laplace transform of 𝑔(𝑡) = 25𝑡 2 𝑒 −15𝑡 𝑢(𝑡).
Solution: Take note that 𝑔(𝑡) = 25𝑡 2 𝑒 −15𝑡 𝑢(𝑡) = 𝑔(𝑡) = (5𝑡)2 𝑒 −3(5𝑡) 𝑢(𝑡) = 𝑓(5𝑡). Hence,
1 𝑠 1 2 25
𝐺(𝑠) = ℒ{𝑔(𝑡)} = ℒ{25𝑡 2 𝑒 −15𝑡 𝑢(𝑡)} = ℒ{𝑓(5𝑡)} = 𝐹 ( ) = 3 = .∎
5 5 5 𝑠 (𝑠 + 15)3
( + 3)
5
Property 5: (Initial Value Theorem) Given the Laplace transform pair 𝑓(𝑡) ↔ 𝐹(𝑠). Suppose that
lim 𝑓(𝑡) = 𝑓(0+ ) exists. Then
𝑡→0
lim 𝑠𝐹(𝑠) = 𝑓(0+ ).

𝑠→∞
𝑠+3
Example: Given 𝑓(𝑡) = 𝑒 −3𝑡 cos(5𝜋𝑡) 𝑢(𝑡) and 𝐹(𝑠) = ℒ{𝑒 −3𝑡 cos(5𝜋𝑡) 𝑢(𝑡)} = (𝑠+3)2 +25𝜋2. Use
the Initial Value Theorem to find the initial value of 𝑓(𝑡), i.e., 𝑓(𝑡) at 𝑡 = 0, denoted by 𝑓(0+ ).
Solution:
3
𝑠(𝑠 + 3) (1 + 𝑠 ) (1 + 0)
+)
𝑓(0 = lim 𝑠𝐹(𝑠) = lim = lim 2 = = 1. ∎
𝑠→∞ 𝑠→∞ (𝑠 + 3)2 + 25𝜋 2 𝑠→∞ 3 25𝜋 2 (1 + 0)2 + 0
(1 + 𝑠 ) + 2
𝑠
Property 6: (Final Value Theorem) Given the Laplace transform pair 𝑓(𝑡) ↔ 𝐹(𝑠). Suppose that
lim 𝑓(𝑡) = 𝑓(∞) exists. Then
𝑡→∞
lim 𝑠𝐹(𝑠) = 𝑓(∞).

𝑠→0
𝑠+3
Example: Given 𝑓(𝑡) = 𝑒 −3𝑡 cos(5𝜋𝑡) 𝑢(𝑡) and 𝐹(𝑠) = ℒ{𝑒 −3𝑡 cos(5𝜋𝑡) 𝑢(𝑡)} = (𝑠+3)2 +25𝜋2. Use
the Final Value Theorem to find the final value of 𝑓(𝑡), i.e., 𝑓(𝑡) at 𝑡 = ∞, denoted by 𝑓(∞).
Solution:
32
𝑠(𝑠 + 3) 0(0 + 3)
𝑓(∞) = lim 𝑠𝐹(𝑠) = lim 2 2
= = 0. ∎
𝑠→0 𝑠→0 (𝑠 + 3) + 25𝜋 (0 + 3)2 + 25𝜋 2
Property 7: (Integration) Given the Laplace transform pair 𝑓(𝑡) ↔ 𝐹(𝑠), we have
𝑡
1
ℒ {∫ 𝑓(𝜏)𝑑𝜏} = 𝐹(𝑠).
0 𝑠
Example: Given 𝑓(𝑡) = 5 cos(5𝑡) 𝑢(𝑡). Use the Integration Property to find the Laplace
𝑡 𝑡
transform of ∫0 𝑓(𝜏)𝑑𝜏 = ∫0 5 cos(5𝜏) 𝑢(𝜏)𝑑𝜏 .
Solution: Let
𝑠
𝐹(𝑠) = ℒ{𝑓(𝑡)} = ℒ{5 cos(5𝑡) 𝑢(𝑡)} = .
𝑠 2 + 52
Then,
𝑡 𝑡
1 1 𝑠
ℒ {∫ 𝑓(𝜏)𝑑𝜏} = ℒ {∫ 5 cos(5𝜏) 𝑢(𝜏)𝑑𝜏} = 𝐹(𝑠) = ( 2 ).∎
0 0 𝑠 𝑠 𝑠 + 52
Property 8: (Differentiation) Given the Laplace transform pair 𝑓(𝑡) ↔ 𝐹(𝑠). Then
𝑑𝑓(𝑡)
ℒ{ 𝑑𝑡
} = 𝑠𝐹(𝑠) − 𝑓(0− ).
In general, the Laplace transform of the nth order derivative is

𝑛
𝑑𝑛 𝑓(𝑡)
ℒ{ } = ℒ{𝑓 (𝑛) (𝑡)} = 𝑠 𝑛 𝐹(𝑠) − ∑ 𝑠 𝑛−𝑘 𝑓 (𝑘−1) (0− )
𝑑𝑡 𝑛
𝑘=1
= 𝑠 𝑛 𝐹(𝑠) − 𝑠 𝑛−1 𝑓(0− ) − 𝑠 𝑛−2 𝑓 (1) (0− ) … − 𝑠𝑓 (𝑛−2) (0− ) − 𝑓 (𝑛−1) (0− ).
Example: Given 𝑓(𝑡) = 𝑒 −3𝑡 𝑢(𝑡). Use the Differentiation Property to find the Laplace transform
𝑑𝑓(𝑡) 𝑑 2 𝑓(𝑡)
of ℒ { } and ℒ { }.
𝑑𝑡 𝑑𝑡 2
Solution: Let
𝑑𝑓(𝑡) 𝑑 −3𝑡
𝑓 (1) (𝑡) = = (𝑒 𝑢(𝑡)) = −3𝑒 −3𝑡 𝑢(𝑡),
𝑑𝑡 𝑑𝑡
𝑑2 𝑓(𝑡) 𝑑
𝑓 (2) (𝑡) = = (−3𝑒 −3𝑡 𝑢(𝑡)) = 9𝑒 −3𝑡 𝑢(𝑡).
𝑑𝑡 2 𝑑𝑡
𝑓(0− ) = 1, 𝑓 (1) (0− ) = −3
1
𝐹(𝑠) = ℒ{𝑓(𝑡)} = ℒ{𝑒 −3𝑡 𝑢(𝑡)} = .
𝑠+3
Then, using the Differentiation Property
𝑑𝑓(𝑡) 𝑑 1 3
ℒ{ } = ℒ { (𝑒 −3𝑡 𝑢(𝑡))} = 𝑠𝐹(𝑠) − 𝑓(0− ) = 𝑠 ( )−1=− .∎
𝑑𝑡 𝑑𝑡 𝑠+3 𝑠+3
𝑑2 𝑓(𝑡) 𝑑2 −3𝑡
ℒ{ } = ℒ { 2 (𝑒 𝑢(𝑡))} = 𝑠 2 𝐹(𝑠) − 𝑠𝑓(0− ) − 𝑓 (1) (0− )
𝑑𝑡 2 𝑑𝑡
33
1 𝑠2 −(𝑠+3)𝑠+3(𝑠+3) 9
= 𝑠 2 (𝑠+3) − 𝑠(1) − (−3) = 𝑠+3
= 𝑠+3 . ∎
Other Laplace transform properties are given in the table below.
Table: Laplace Transform Properties
𝒇(𝒕) = 𝓛−𝟏 {𝑭(𝒔)} 𝑭(𝒔) = 𝓛{𝒇(𝒕)}

1. 𝑎1 𝑓1 (𝑡) + 𝑎2 𝑓2 (𝑡) 𝑎1 𝐹1 (𝑠) + 𝑎2 𝐹2 (𝑠)
𝑡
2. ∫ 𝑓(𝑡 − 𝜏)𝑔(𝜏)𝑑𝜏 𝐹(𝑠)𝐺(𝑠)
0
3. 𝑓(𝑡 − 𝑇𝑑 ) 𝑒 −𝑠𝑇𝑑 𝐹(𝑠)

1 𝑠
4. 𝑓(𝑎𝑡) 𝐹( )
𝑎 𝑎
5. 𝑓(0+ ) lim 𝑠𝐹(𝑠)
𝑠→∞
6. 𝑓(∞) lim 𝑠𝐹(𝑠)

𝑠→0
𝑡
1
7. ∫ 𝑓(𝜏)𝑑𝜏 𝐹(𝑠)
0 𝑠
8. 𝑓′(𝑡) 𝑠𝐹(𝑠) − 𝑓(0)
9. 𝑓′′(𝑡) 𝑠 2 𝐹(𝑠) − 𝑠𝑓(0) − 𝑓′(0)
10. 𝑓 (𝑛) (𝑡) 𝑠 𝑛 𝐹(𝑠) − 𝑠 𝑛−1 𝑓(0) − 𝑠 𝑛−2 𝑓(0) ⋯ 𝑠𝑓 (𝑛−2) (0) − 𝑓 (𝑛−1) (0)
11. 𝑒 𝑎𝑡 𝑓(𝑡) 𝐹(𝑠 − 𝑎)
12. 𝑡 𝑛 𝑓(𝑡) (−1)𝑛 𝐹 (𝑛) (𝑠)
∞
1
13. 𝑓(𝑡) ∫ 𝐹(𝑢)𝑑𝑢
𝑡 𝑠
𝑇
14. 𝑓(𝑡 + 𝑇) = 𝑓(𝑡) ∫0 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡
1 − 𝑒 −𝑠𝑇
Inverse Laplace Transform
2 4
Example: Find the inverse Laplace transform of 𝐹(𝑠) = 𝑠+1 − 𝑠+3
.
1 1
Solution: Take note that ℒ{𝑒 −𝑎𝑡 𝑢(𝑡)} = 𝑠+𝑎
or ℒ −1 {𝑠+𝑎} = 𝑒 −𝑎𝑡 𝑢(𝑡).Thus,
2 4 1 1
ℒ −1 { − } = 2ℒ −1 { } − 4ℒ −1 { } = (2𝑒 −𝑡 − 4𝑒 −3𝑡 )𝑢(𝑡). ∎
𝑠+1 𝑠+3 𝑠+1 𝑠+3
200
Example: Determine the inverse Laplace transform of 𝐹(𝑠) = 𝑠2 +50𝑠+10625
.
𝜔
Solution: Take note that ℒ{𝑒 −𝑎𝑡 sin𝜔𝑡} = (𝑠+𝑎)2 + 𝜔2
. Thus,
34
200 100
𝑓(𝑡) = ℒ −1 { } = 2 ℒ −1 ( ) = 2𝑒 −25𝑡 sin 100𝑡 . ∎
𝑠2 + 50𝑠 + 10625 (𝑠 + 25)2 + (100)2
2𝑠−18
Example: Find the inverse Laplace transform of 𝑠2 +9
as a function of 𝑥.
Solution:
2𝑠−18 2𝑠 18 2𝑠−18 𝑠 3
𝐹(𝑠) = = − 2 = =2 ( ) − 6 ( 2 2)
𝑠2 +9 𝑠2 +9 𝑠 +9 𝑠2 +9 𝑠2 +32 𝑠 +3
𝑠 𝑎
Note that ℒ{cos 𝑎𝑡} = 𝑠 2 + 𝑎2
and ℒ{sin 𝑎𝑡} = 𝑠 2 + 𝑎2
. Thus,
2𝑠 − 18 𝑠 3
𝑓(𝑥) = ℒ −1 { 2 } = 2ℒ −1 { 2 2 } − 6ℒ −1 { 2 } = 2 cos 3𝑥 − 6 sin 3𝑥 . ∎
𝑠 +9 𝑠 +3 𝑠 + 32
1
Example: Determine the inverse Laplace transform of 𝐹(𝑠) = 4𝑠2 − 8𝑠.
Solution: Completing the square in the denominator, we have
4𝑠 2 − 8𝑠 = 4(𝑠 2 − 2𝑠) = 4(𝑠 2 − 2𝑠 + 1) − 4 = 4 [(𝑠 − 1)2 − 1]
1 1 1 𝜔
Hence, 𝐹(𝑠) = = [ ]. Take note that ℒ{𝑒 𝑎𝑡 sinh 𝜔𝑡} = . Hence,
4𝑠2 − 8𝑠 4 (𝑠−1)2 −1 (𝑠−𝑎)2 − 𝜔2
1 1 1 1
𝑓(𝑡) = ℒ −1 { } = ℒ −1 [ ] = 𝑒 𝑡 sinh 𝑡 . ∎
4𝑠 2 − 8𝑠 4 2
(𝑠 − 1) − 1 4
Partial Fraction Expansion

The partial fraction expansion of a rational function provides a practical way to invert a Laplace
transform.
Theorem: Let 𝐹(𝑠) be a strictly proper rational function which has 𝑛 poles.
(a) Suppose that all of the poles are distinct. Then there exists complex numbers 𝑐𝑖 such
that 𝐹(𝑠) can be expressed as
𝑏(𝑠) 𝑐1 𝑐2 𝑐𝑛
𝐹(𝑠) = = + + ⋯+ .
(𝑠 − 𝑝1 )(𝑠 − 𝑝2 ) ⋯ (𝑠 − 𝑝𝑛 ) (𝑠 − 𝑝1 ) (𝑠 − 𝑝2 ) (𝑠 − 𝑝𝑛 )
(b) Suppose the rational function has 𝑛 distinct pole but pole 𝑝1 is repeated 𝑟 times. Then
there exists complex numbers 𝑐𝑖 and 𝑑𝑖 such that 𝐹(𝑠) can be expressed as
𝑏(𝑠) 𝑑1 𝑑2 𝑑𝑟
𝐹(𝑠) = = + + ⋯+
(𝑠 − 𝑝1 )𝑟 (𝑠 − 𝑝2 ) ⋯ (𝑠 − 𝑝𝑛 ) (𝑠 − 𝑝1 ) (𝑠 − 𝑝1 )2 (𝑠 − 𝑝1 )𝑟
𝑐2 𝑐𝑛
+ + ⋯+ .
(𝑠 − 𝑝2 ) (𝑠 − 𝑝𝑛 )
Definition: The numbers 𝑐𝑖 and 𝑑𝑖 in a partial fraction expansion of 𝑋(𝑠) are called the residues
of the function 𝑓(𝑠).
Partial Fraction Inversion of Laplace Transform

Each term in a partial fraction expansion can be inverted using the Laplace transform pair
35
𝑐𝑖
𝑐𝑖 𝑒 𝑝𝑖𝑡 𝑢𝑠 (𝑡) = .
(𝑠 − 𝑝𝑖 )
Then using the linearity of Laplace transform, we have 𝑓(𝑡) = ∑𝑛𝑖=1 𝑐𝑖 𝑒 𝑝𝑖𝑡 𝑢𝑠 (𝑡).
𝑠+2
Example: Determine the inverse Laplace transform of 𝐹(𝑠) = 𝑠(𝑠+1).
Solution: By partial fraction expansion,

𝑠+2 𝑐1 𝑐2
𝐹(𝑠) = = +
𝑠(𝑠 + 1) 𝑠 𝑠 + 1
𝑠+2 0+2
𝑐1 = 𝑠𝐹(𝑠)|𝑠=0 = | = =2
𝑠 + 1 𝑠=0 0 + 1
𝑠+2 −1 + 2
𝑐2 = (𝑠 + 1)𝐹(𝑠)|𝑠=−1 = | = = −1
𝑠 𝑠=−1 −1
𝑠+2 2 −1
Hence, 𝐹(𝑠) = 𝑠(𝑠+1) = 𝑠 + 𝑠+1 and
𝑠+2 1 1
𝑓(𝑡) = ℒ −1 { } = 2ℒ −1 { } − ℒ −1 { } = (2 − 𝑒 −𝑡 )𝑢(𝑡). ∎
𝑠(𝑠 + 1) 𝑠 𝑠+1
Example: Find the solution to the differential equation
𝑑2 𝑦(𝑡) 𝑑𝑦(𝑡) 𝑑𝑥(𝑡)
2
+6 + 8𝑦(𝑡) = + 𝑥(𝑡)
𝑑𝑡 𝑑𝑡 𝑑𝑡
using Laplace transform, where 𝑥(𝑡) = 𝑢(𝑡), 𝑦(0) = 1, and 𝑦′(0) = 3.
Solution: Applying Laplace transform to the differential equation and using the Differentiation
Property, we have
(𝑠 2 𝑌(𝑠) − 𝑠𝑦(0− ) − 𝑦′(0− )) + 6(𝑠𝑌(𝑠) − 𝑦(0− )) + 8𝑌(𝑠) = 𝑠𝑋(𝑠) − 𝑥(0− ) + 𝑋(𝑠)

1 1
(𝑠 2 𝑌(𝑠) − 𝑠 − 3) + 6(𝑠𝑌(𝑠) − 1) + 8𝑌(𝑠) = 𝑠 ( ) − 0 +
𝑠 𝑠
Solving for 𝑌(𝑠) using partial fraction expansion,
𝑠 2 + 10𝑠 + 1 𝑠 2 + 10𝑠 + 1 1 1 15 1 23 1
𝑌(𝑠) = 2
= = ( )+ ( )− ( )
𝑠(𝑠 + 6𝑠 + 8) 𝑠(𝑠 + 2)(𝑠 + 4) 8 𝑠 4 𝑠+2 8 𝑠+4
Taking the inverse Laplace transform of 𝑌(𝑠),
1 15 23
𝑦(𝑡) = ( + 𝑒 −2𝑡 − 𝑒 −4𝑡 ) 𝑢(𝑡). ∎
8 4 8
36
Watch:
• Laplace Transform Introduction - Advanced Engineering Mathematics

(https://youtu.be/xzEPZEmUnFg)
• Lesson 1 - Laplace Transform Definition (Engineering Math)
(https://youtu.be/8oE1shAX96U)
• Inverse Laplace - Advanced Engineering Mathematics (https://youtu.be/6woqcbjLXvA)
• 02 - Deriving the Essential Laplace Transforms, Part 1 (https://youtu.be/CERKluu27uI)
• Using Laplace Transforms to Solve Differential Equations (https://youtu.be/FBl6XSTaS7k)
Read:

4. Chapters 4 & 15 – Zill, D. G. (2018). Advanced Engineering Mathematics, 6e. 5 Wall
Street, Burlington, MA, Jones & Barlett Learning.
Determine the Laplace transforms of the following functions:
1. 𝑓(𝑡) = 6𝑒 −5𝑡 + 𝑒 3𝑡 + 5𝑡 3 − 9
2. 𝑔(𝑡) = 𝑒 3𝑡 + cos(6𝑡) − 𝑒 3𝑡 cos(6𝑡)
3. 𝑓(𝑡) = 𝑡 cosh(3𝑡)
3
4. 𝑔(𝑡) = 𝑡 2
3
5. 𝑓(𝑡) = (10𝑡)2
6. 𝑓(𝑡) = 𝑡𝑔′(𝑡)
Find the inverse Laplace transform of the following functions:
6 1 4
7. 𝐹(𝑠) = 𝑠
− 𝑠−8
+ 𝑠−3
6𝑠 3
8. 𝐹(𝑠) = 𝑠2 +25
+ 𝑠2 +25
8 3
9. 𝐺(𝑠) = + 2
3𝑠2 +12 𝑠 −49
6𝑠−5
10. 𝐹(𝑠) = 𝑠2 +7
1−3𝑠
11. 𝐹(𝑠) = 𝑠2 +8𝑠+21
37
3𝑠−2
12. 𝐺(𝑠) = 2𝑠2 −6𝑠−2
𝑠+7
13. 𝐻(𝑠) = 𝑠2 −3𝑠−10
86𝑠−78
14. 𝐺(𝑠) = (𝑠+3)(𝑠−4)(5𝑠−1)
2−5𝑠
15. 𝐹(𝑠) = (𝑠−6)(𝑠2 +11)
25
16. 𝐺(𝑠) = 𝑠3 (𝑠2 +4𝑠+5)
17. Solve the initial value problem 𝑦 ′′ + 5𝑦 ′ + 6𝑦 = cos 3𝑡, 𝑦(0) = 4, 𝑦 ′(0) = −2.
18. (a) Given 𝑓(𝑡) = 𝑡𝑢(𝑡) and 𝑔(𝑡) = 𝑒 3𝑡 𝑢(𝑡), evaluate the left side and right side of the
convolution theorem:
𝑡
ℒ {∫ 𝑓(𝑡 − 𝜏)𝑔(𝜏)𝑑𝜏} = 𝐹(𝑠)𝐺(𝑠).
0
(b) Repeat (a) with 𝑓(𝑡) = 𝑒 3𝑡 𝑢(𝑡) and 𝑔(𝑡) = 𝑡𝑢(𝑡). Are the results the same?
3𝑠
19. Use the convolution theorem to find ℒ −1 {(𝑠2 }.
−9)2
20. Verify the left side and right side of the (a) Initial Value Theorem; and (b) Final Value
Theorem for 𝑓(𝑡) = 10𝑒 −3𝑡 cos(7𝜋𝑡).
38
COURSE TOPIC 4: FOURIER SERIES AND FOURIER
TRANSFORM
Overview:
The Fourier series enables us to represent a periodic function by an infinite sum of sinusoids.
The Fourier transform is an extension of the concept of Fourier series to aperiodic functions.
These concepts are very useful tools in signal analysis. They were named after the French
mathematician, Jean Baptiste Fourier (1768–1830).
1. Define and interpret the concept of Fourier series and its different forms.
2. Compute the Fourier coefficients for common periodic functions
3. Construct the Fourier series representation for common periodic functions.
4. Define the concept of Fourier transform and inverse Fourier transform.
5. Compute the Fourier transforms for commonly encountered functions.
6. Apply the properties of Fourier transforms in solving problems.
Course Materials:
Periodic functions can be written as an infinite sum of sinusoids. This infinite sum is called a
Fourier series.
Definition: The function 𝑥(𝑡) is periodic if there exists a constant 𝑇0 > 0 such that
𝑥(𝑡 + 𝑇0 ) = 𝑥(𝑡) for all 𝑡.
The least value of 𝑇0 for which this equation is satisfied is called the fundamental period. All
other signals are aperiodic.
Notation: We denote a periodic signal with period 𝑇0 by 𝑥𝑇0 (𝑡).
Example: The functions 𝑠𝑖𝑛(𝑡) and 𝑐𝑜𝑠(𝑡) are periodic with period 𝑇0 = 2𝜋.
Note: An easy way to describe and create periodic functions is by repetition of a function
defined on an interval. The resulting function is a piecewise function.
Definition: Let the function 𝑥1 (𝑡) be an aperiodic function defined on the interval 𝑡0 ≤ 𝑡 < 𝑡0 +
𝑇0 . Then define a function 𝑥𝑇0 (𝑡) by repeating the function 𝑥1 (𝑡) on all the intervals 𝑡0 + 𝑚𝑇0 ≤
𝑡 < 𝑡0 + (𝑚 + 1)𝑇0 , where 𝑚 is a non-zero integer. The function 𝑥𝑇0 (𝑡) is said to be created by
periodic extension.
Example: Let 𝑥1 (𝑡) be an aperiodic function defined on the interval −5 ≤ 𝑡 < 5 by:
0, −5 ≤ 𝑡 < 0
𝑥1 (𝑡) = { .
4, 0≤𝑡<5
Create a periodic function 𝑥𝑇0 (𝑡) by periodic extension of 𝑥1 (𝑡) and sketch its graph.
39
Solution: Take note that 𝑡0 = −5 and 𝑇0 = 10. Hence, 𝑥𝑇0 (𝑡) can be created by repeating the
function 𝑥1 (𝑡) on all the intervals 10𝑚 − 5 ≤ 𝑡 < 10𝑚 + 5, where 𝑚 is a non-zero integer. That
is, the function 𝑥𝑇0 (𝑡) is given by
0, 10𝑚 − 5 ≤ 𝑡 < 10𝑚
𝑥𝑇0 (𝑡) = {
4, 10𝑚 ≤ 𝑡 < 10𝑚 + 5
The graph of 𝑥𝑇0 (𝑡) is shown below.
0, 10𝑚 − 5 ≤ 𝑡 < 10𝑚

Figure: Graph of 𝑥𝑇0 (𝑡) = { .
4, 10𝑚 ≤ 𝑡 < 10𝑚 + 5
Trigonometric Representation of a Fourier Series

Definition: Suppose 𝑥(𝑡), −∞ < 𝑡 < ∞, is a periodic function with fundamental period 𝑇0 . If there
exists a convergent series of the form
∞ ∞
2𝜋
𝑥(𝑡) = 𝑎0 + ∑ 𝑎𝑚 𝑐𝑜𝑠(𝑚𝜔0 𝑡) + ∑ 𝑏𝑚 𝑠𝑖𝑛(𝑚𝜔0 𝑡) , 𝜔0 =
𝑇0
𝑚=1 𝑚=1
then this series is called a trigonometric Fourier series. The amplitude coefficients are given by
1
𝑎0 = ∫ 𝑥(𝑡)𝑑𝑡,
𝑇0 𝑇0
2
𝑎𝑚 = ∫ 𝑥(𝑡)𝑐𝑜𝑠(𝑚𝜔0 𝑡)𝑑𝑡 , 𝑚 = 1,2,3, …
𝑇0 𝑇0
2
𝑏𝑚 = ∫ 𝑥(𝑡)𝑠𝑖𝑛(𝑚𝜔0 𝑡)𝑑𝑡 , 𝑚 = 1,2,3, …
𝑇0 𝑇0
Notation: The notation used in the above integrals means that the integration can be performed
over any interval of length 𝑇0 .
Example: Find the Fourier coefficients corresponding to the periodic function 𝑥(𝑡) obtained from
0, −5 ≤ 𝑡 < 0
the periodic extension of 𝑥1 (𝑡) = { and write the corresponding Fourier series.
4, 0≤𝑡<5
40
2𝜋 𝜋
Solution: Take note that 𝑇0 = 10 and 𝜔0 = = Choose the interval −5 ≤ 𝑡 < 5. Then
𝑇0 5
1 1 5 1 0 1 5 4 5
𝑎0 = ∫ 𝑥(𝑡)𝑑𝑡 = ∫ 𝑥(𝑡)𝑑𝑡 = ∫ 0𝑑𝑡 + ∫ 4𝑑𝑡 = 𝑡| = 2
𝑇0 𝑇0 10 −5 10 −5 10 0 10 0
2 2 5 𝑚𝜋𝑡
𝑎𝑚 = ∫ 𝑥(𝑡)cos(𝑚𝜔0 𝑡)𝑑𝑡 = ∫ 𝑥(𝑡)cos ( ) 𝑑𝑡
𝑇0 𝑇0 10 −5 5
1 0 𝑚𝜋𝑡 1 5 𝑚𝜋𝑡
= ∫−5 0 cos ( ) 𝑑𝑡 + ∫0 4 cos ( ) 𝑑𝑡
5 5 5 5
4 5 𝑚𝜋𝑡 5 4
= 5 [𝑚𝜋 sin ( 5
)] = 𝑚𝜋 sin(𝑚𝜋) = 0, if 𝑚 ≠ 0
0
2 2 5 𝑚𝜋𝑡
𝑏𝑚 = ∫ 𝑥(𝑡)sin(𝑚𝜔0 𝑡)𝑑𝑡 = ∫ 𝑥(𝑡) sin ( ) 𝑑𝑡
𝑇0 𝑇0 10 −5 5
1 0 𝑚𝜋𝑡 1 5 𝑚𝜋𝑡
= ∫−5 0 sin ( ) 𝑑𝑡 + ∫0 4 sin ( ) 𝑑𝑡
5 5 5 5
4 5 𝑚𝜋𝑡 5 4[1−cos(𝑚𝜋)]
= 5 [− 𝑚𝜋 cos ( 5
)] = 𝑚𝜋
0
The corresponding Fourier series is

∞ ∞
4[1 − cos(𝑚𝜋)] 𝑚𝜋𝑡
𝑥(𝑡) = 𝑎0 + ∑ [𝑎𝑚 cos(𝑚𝜔0 𝑡) + 𝑏𝑚 sin(𝑚𝜔0 𝑡)] = 2 + ∑ [ sin ( )]
𝑚𝜋 5
𝑚=1 𝑚=1
8 𝜋𝑡 1 3𝜋𝑡 1 𝜋𝑡 1 7𝜋𝑡
=2+ 𝜋
(sin ( 5 ) + 3 sin ( 5 ) + 5 sin ( 5 ) + 7 sin ( 5 ) + ⋯)
The graph of the Fourier series of 𝑥(𝑡) when truncated at 𝑚 = 7 is shown below.
𝟖 𝝅𝒕 𝟏 𝟑𝝅𝒕 𝟏 𝝅𝒕 𝟏 𝟕𝝅𝒕
Figure: Graph of 𝟐 + (𝐬𝐢𝐧 ( ) + 𝐬𝐢𝐧 ( ) + 𝐬𝐢𝐧 ( ) + 𝐬𝐢𝐧 ( ))
𝝅 𝟓 𝟑 𝟓 𝟓 𝟓 𝟕 𝟓
Alternative Representations of the Fourier Series

The Fourier series has several representations. An alternative representation contains only a
cosine terms but carry a phase angle as follows.
Cosine Representation
∞
2𝜋
𝑥(𝑡) = 𝐴0 + ∑ 𝐴𝑚 cos(𝑚𝜔0 𝑡 + 𝜃𝑚 ) , 𝜔0 = , 𝐴𝑚 > 0,
𝑇0
𝑚=1
41
then this series is called a (cosine) Fourier series. The numbers 𝐴𝑚 and 𝜃𝑚 are the (one-sided)
amplitude coefficients and the (one-sided) phase coefficients of the Fourier series, respectively.
Exponential Representation
∞
2𝜋
𝑥(𝑡) = ∑ 𝑋𝑚 𝑒 𝑗𝑚𝜔0 𝑡 , 𝜔0 =
𝑇0
𝑚=−∞
then this series is called a exponential Fourier series. The numbers |𝑋𝑚 | are called the (two-
sided) amplitude coefficients of the Fourier series. The numbers ∠𝑋𝑚 are called the (two-sided)
phase coefficients of the Fourier series.
Relationships Between the Three Representations

The coefficients in the different Fourier series representations are related as follows:
𝑎0 = 𝐴0 cos 𝜃0 ,
𝑎𝑚 = 𝐴𝑚 cos 𝜃𝑚 = 2ℛℯ{𝑋𝑚 }, 𝑚 = 1,2,3, …
𝑏𝑚 = −𝐴𝑚 sin 𝜃𝑚 = −2ℐ𝓂{𝑋𝑚 }, 𝑚 = 1,2,3, …
2 + 𝑏 2 = 2|𝑋 |, 𝑚 > 0
𝐴𝑚 = √𝑎𝑚 𝑚 𝑚
𝑏𝑚
𝜃𝑚 = −tan−1 ( ) = ∠𝑋𝑚 , 𝑚 > 0
𝑎𝑚
𝑋0 = 𝐴0 ,
1 1
𝑋𝑚 = 𝐴𝑚 𝑒 𝑗𝜃𝑚 = (𝑎𝑚 − 𝑗𝑏𝑚 ), 𝑚 > 0,
2 2
1
𝑋−𝑚 = 𝑋̅𝑚 = (𝑎𝑚 + 𝑗𝑏𝑚 ).
2
Interpretation of a Fourier Series

The Fourier series is of great importance to signal analysis. It relates a periodic function or
signal to an infinite sum of sinusoids. So by studying the sum of sinusoids we can learn about
the properties of periodic signals that are not sinusoidal.
The Fourier series is composed of cosines whose frequencies are integer multiples of the
fundamental frequency. The nonzero coefficients of a Fourier series tend to zero as the
summation index tends to infinity. This fact reveals that some terms in a Fourier series are more
significant than others. The significance is determined by the amplitude coefficients 𝐴𝑚 .
Fourier Transform
The idea that a periodic function can be represented as a sum of sinusoids with Fourier series is
very powerful. The Fourier transform is the extension of this notion to aperiodic signals.
Definition: Let 𝑥(𝑡) be a signal such that:
(a) 𝑥(𝑡), −∞ < 𝑡 < ∞, and
∞
(b) ∫−∞|𝑥(𝑡)| 𝑑𝑡 ≤ 𝑀 < ∞, for 0 < 𝑀 < ∞
42
Then the Fourier transform of 𝑥(𝑡) is defined as
∞
𝑋(𝜔) = ∫ 𝑥(𝑡)𝑒 −𝑗𝜔𝑡 𝑑𝑡 = ℱ{𝑥(𝑡)}.
−∞
The inverse Fourier transform is defined as

1 ∞
𝑥(𝑡) = ∫ 𝑋(𝜔)𝑒 𝑗𝜔𝑡 𝑑𝜔 = ℱ −1 {𝑋(𝜔)}
2𝜋 −∞
There is a one-to-one relationship between a function and its Fourier transform.
Definition: The pair
ℱ{𝑥(𝑡)} = 𝑋(𝜔) ⟷ 𝑥(𝑡) = ℱ −1 {𝑋(𝜔)}
is called a Fourier transform pair.
Notation: Sometimes the integral in the Fourier transform are expressed using the frequency 𝑓
instead of radian or angular frequency 𝜔. Since, 𝜔 = 2𝜋𝑓 and 𝑑𝜔 = 2𝜋𝑑𝑓, the defining integrals
become
∞
𝑋(𝑓) = ∫−∞ 𝑥(𝑡)𝑒 −𝑗2𝜋𝑓𝑡 𝑑𝑡 = ℱ{𝑥(𝑡)}, and
∞
𝑥(𝑡) = ∫ 𝑋(𝑓)𝑒 𝑗2𝜋𝑓𝑡 𝑑𝑓 = ℱ −1 {𝑋(𝑓)}.
−∞
1, |𝑡| < 𝑎
Example: Find the Fourier transform for the unit rectangular pulse 𝑥(𝑡) = { .
0, |𝑡| > 𝑎
Solution: Applying the definition
∞ −𝑎 𝑎 ∞
𝑋(𝜔) = ℱ{𝑥(𝑡)} = ∫ 𝑥(𝑡)𝑒 −𝑗𝜔𝑡 𝑑𝑡 = ∫ 0𝑒 −𝑗𝜔𝑡 𝑑𝑡 + ∫ 1𝑒 −𝑗𝜔𝑡 𝑑𝑡 + ∫ 0𝑒 −𝑗𝜔𝑡 𝑑𝑡
−∞ −∞ −𝑎 𝑎
𝑎 −𝑗𝜔𝑡 𝑎
𝑒 𝑒 𝑗𝜔𝑎 − 𝑒 −𝑗𝜔𝑎 2 sin(𝜔𝑎) sin 𝜔𝑎
= ∫ 𝑒 −𝑗𝜔𝑡 𝑑𝑡 = − | = = = 2𝑎 ( ) = 2𝑎 sinc(𝜔𝑎)
−𝑎 𝑗𝜔 −𝑎
𝑗𝜔 𝜔 𝜔𝑎
sin 𝑥
Note: sinc (𝑥) = 𝑥
is the sinc function.
1, 0 < 𝑡 < 𝑎
Example: Find the Fourier transform for unit rectangular pulse 𝑥(𝑡) = { .
0, otherwise
∞ 0 𝑎 ∞
𝑋(𝜔) = ℱ{𝑥(𝑡)} = ∫ 𝑥(𝑡)𝑒 −𝑗𝜔𝑡 𝑑𝑡 = ∫ 0𝑒 −𝑗𝜔𝑡 𝑑𝑡 + ∫ 1𝑒 −𝑗𝜔𝑡 𝑑𝑡 + ∫ 0𝑒 −𝑗𝜔𝑡 𝑑𝑡
−∞ −∞ 0 𝑎
𝑎 −𝑗𝜔𝑡 𝑎
𝑒 1 − 𝑒 −𝑗𝜔𝑎
= ∫ 𝑒 −𝑗𝜔𝑡 𝑑𝑡 = − | = .
0 𝑗𝜔 0
𝑗𝜔
Example: Find the inverse Fourier transform for 𝑋(𝜔) = 2𝜋𝛿(𝜔 − 𝜔0 ), where 𝛿(𝜔) =
∞, 𝑡 = 0
{ , is the Dirac delta function.
0, 𝑡 ≠ 0
1 ∞
𝑥(𝑡) = ℱ −1 {2𝜋𝛿(𝜔 − 𝜔0 ) } = ∫ 2𝜋𝛿(𝜔 − 𝜔0 )𝑒 𝑗𝜔𝑡 𝑑𝜔 = 𝑒 𝑗𝜔0 𝑡
2𝜋 −∞
43
Hence, we obtain the Fourier transform pair
𝑒 𝑗𝜔0 𝑡 ⟷ 2𝜋𝛿(𝜔 − 𝜔0 ).
In particular, when 𝜔0 = 0, we have the
1 ⟷ 2𝜋𝛿(𝜔).
Fourier Transforms of Commonly Encountered Functions
𝑓(𝑡) 𝐹(𝜔) 𝑓(𝑡) 𝐹(𝜔)

1
1 1 2𝜋𝛿(𝜔) 6 𝑒 −𝑎𝑡 𝑢(𝑡), 𝑎 > 0
𝑎 + 𝑗𝜔
2𝑎
2 𝛿(𝑡) 1 7 𝑒 −𝑎|𝑡| , 𝑎 > 0
𝑎2
+ 𝜔2
1 𝑗4𝑎𝜔
3 𝑢(𝑡) 𝜋𝛿(𝜔) + 8 𝑡𝑒 −𝑎|𝑡| , 𝑎 > 0 − 2
𝑗𝜔 (𝑎 + 𝜔 2 )2
2 2𝑡2 √𝜋 − 𝜔 2
2
4 sgn(𝑡) 9 𝑒 −𝑎 ,𝑎 > 0 𝑒 4𝑎
𝑗𝜔 𝑎
1 𝜋 −𝑎|𝜔|
5 𝑒 𝑗𝜔0 𝑡 2𝜋𝛿(𝜔 − 𝜔0 ) 10 𝑎 2 +𝑡 2
, 𝑎>0 𝑒
𝑎
𝑓(𝑡) 𝐹(𝜔)
11 sin(𝜔0 𝑡) 𝑗𝜋[𝛿(𝜔 + 𝜔0 ) − 𝛿(𝜔 − 𝜔0 )]
12 cos(𝜔0 𝑡) 𝜋[𝛿(𝜔 + 𝜔0 ) + 𝛿(𝜔 − 𝜔0 )]
𝜔0 𝑗𝜋
13 sin(𝜔0 𝑡) 𝑢(𝑡) + [𝛿(𝜔 + 𝜔0 ) − 𝛿(𝜔 − 𝜔0 )]
𝜔02 −𝜔 2 2
𝑗𝜔
14 cos(𝜔0 𝑡) 𝑢(𝑡) + 𝜋[𝛿(𝜔 + 𝜔0 ) + 𝛿(𝜔 − 𝜔0 )]
𝜔02 − 𝜔2
1, |𝑡| < 𝑎 2 sin(𝜔𝑎)
15 { ,𝑎>0
0, |𝑡| > 𝑎 𝜔
𝑎 − |𝑡|, |𝑡| < 𝑎 2(1 − cos(𝜔𝑎))
16 {
0, |𝑡| > 𝑎 𝜔2
1, 𝑎<𝑡<𝑏 𝑒 −𝑗𝑎𝜔𝑡 − 𝑒 −𝑗𝑏𝜔𝑡
17 { ,0≤𝑎<𝑏
0, otherwise 𝑗𝜔
𝑒 𝑐𝑡 , 𝑎 < 𝑡 < 𝑏 𝑒 (𝑐−𝑗𝜔)𝑏 − 𝑒 (𝑐−𝑗𝜔)𝑎
18 { ,𝑐>0
0, otherwise 𝑐 − 𝑗𝜔
Properties of the Fourier Transform

In the following discussion, we assume that the Fourier transform exists for 𝑥(𝑡) and ℎ(𝑡).
44
Property 1: (Linearity) The Fourier transform satisfies
ℱ{𝑎1 𝑥1 (𝑡) + 𝑎2 𝑥2 (𝑡)} = 𝑎1 𝑋1 (𝜔) + 𝑎2 𝑋2 (𝑡)
for all the signals 𝑥𝑖 (𝑡) and constants 𝑎𝑖 for 𝑖 = 1, 2.
Example: Find the Fourier transform for sin(𝜔0 𝑡) and cos(𝜔0 𝑡) using Euler’s formula and the
Linearity Property.
Solution:
1 𝑗𝜔 𝑡 1
ℱ{sin(𝜔0 𝑡)} = ℱ { (𝑒 0 − 𝑒 −𝑗𝜔0 𝑡 )} = (2𝜋𝛿(𝜔 − 𝜔0 ) − 2𝜋𝛿(𝜔 + 𝜔0 ))
2𝑗 2𝑗
= 𝑗𝜋[𝛿(𝜔 + 𝜔0 ) − 𝛿(𝜔 − 𝜔0 )]
1 1
ℱ{cos(𝜔0 𝑡)} = ℱ { (𝑒 𝑗𝜔0 𝑡 + 𝑒 −𝑗𝜔0 𝑡 )} = (2𝜋𝛿(𝜔 − 𝜔0 ) + 2𝜋𝛿(𝜔 + 𝜔0 ))
2 2
= 𝜋[𝛿(𝜔 + 𝜔0 ) + 𝛿(𝜔 − 𝜔0 )]
Property 2: (Duality) If 𝑥(𝑡) ⟷ 𝑋(𝜔) is a Fourier transform pair, then

𝑋(𝑡) ⟷ 2𝜋𝑥(−𝜔)
is also a Fourier transform pair.
1
Example: The Fourier transform for is 𝜋𝑒 −|𝜔| . Find the Fourier transform for 𝜋𝑒 −|𝑡| .
1+𝑡 2
Solution:
2𝜋 2𝜋
ℱ{𝜋𝑒 −|𝑡| } = 2
=
1 + (−𝜔) 1 + 𝜔2
This gives us the Fourier transform pair
2
𝑒 −|𝑡| ⟷
1 + 𝜔2
Property 3: (Parseval's Theorem) Let 𝑥(𝑡) and 𝑦(𝑡) be signals with a Fourier transform. Then
∞
1 ∞
∫ 𝑥(𝑡)𝑦̅(𝑡)𝑑𝑡 = ∫ 𝑋(𝜔)𝑌̅(𝜔)𝑑𝜔.
−∞ 2𝜋 −∞
If 𝑦(𝑡) = 𝑥(𝑡), then
∞
1 ∞
∫ |𝑥(𝑡)|2 𝑑𝑡 = ∫ |𝑋(𝜔)|2 𝑑𝜔.
−∞ 2𝜋 −∞
2 sin(𝜔𝑎)
Example: The Fourier transform for the unit rectangular pulse between – 𝑎 < 𝑡 < 𝑎 is .
𝜔
∞ 𝑠𝑖𝑛2 (𝜔𝑎)
Use Parseval’s Theorem to evaluate ∫−∞ 𝜔2
𝑑𝜔.
Solution:
1 ∞ 22 𝑠𝑖𝑛2 (𝜔𝑎) 𝑎
∫ 𝑑𝜔 = ∫ |1|2 𝑑𝑡 = 2𝑎
2𝜋 −∞ 𝜔2 −𝑎
Therefore,
∞
𝑠𝑖𝑛2 (𝜔𝑎)
∫ 𝑑𝜔 = 𝜋𝑎.
−∞ 𝜔2
45
Property 4: (Time and Frequency Scaling) For any positive 𝑎, we have
1 𝜔
ℱ{𝑥(𝑎𝑡)} = 𝑋( )
𝑎 𝑎
1 1
Example: The Fourier transform for 𝑥(𝑡) = 1+𝑡 2 is 𝑋(𝜔) = 𝜋𝑒 −|𝜔| . Find ℱ{𝑥(3𝑡)} = ℱ {1+9𝑡 2 }.
Solution:
1 1 𝜔
−| | 𝜋 1|𝜔|
ℱ{𝑥(3𝑡)} = ℱ { } = (𝜋𝑒 3 ) = 𝑒 −3
1 + 9𝑡 2 3 3
Property 5a: (Convolution in the Frequency Domain) For two signals 𝑥(𝑡) and ℎ(𝑡) we have
1 ∞
ℱ{ℎ(𝑡)𝑥(𝑡)} = ∫ 𝐻(𝜔 − 𝜆)𝑋(𝜆)𝑑𝜆.
2𝜋 −∞
Property 5b: (Convolution in the Time Domain) For two signals 𝑥(𝑡) and ℎ(𝑡) we have
∞
ℱ {∫ ℎ(𝑡 − 𝜆)𝑥(𝜆)𝑑𝜆} = 𝐻(𝜔)𝑋(𝜔).
−∞
Property 6: (Differentiation) If 𝑥(𝑡) has an 𝑛th derivative, then

ℱ{𝑥 (𝑛) (𝑡)} = (𝑗𝜔)𝑛 𝑋(𝜔).
1 2𝑡
Example: The Fourier transform for 𝑥(𝑡) = 1+𝑡 2 is 𝑋(𝜔) = 𝜋𝑒 −|𝜔| . Find ℱ{𝑥 ′ (𝑡)} = ℱ {− 1+𝑡 2 }.
Solution:
2𝑡
ℱ {− } = (𝑗𝜔)𝜋𝑒 −|𝜔| = 𝑗𝜔𝜋𝑒 −|𝜔|
(1 + 𝑡 2 )2
Property 7: (Integration) For the signal 𝑥(𝑡) we have
𝑡
1
ℱ {∫ 𝑥(𝜆)𝑑𝜆} = 𝑋(𝜔) + 𝜋𝑋(0)𝛿(𝜔).
−∞ 𝑗𝜔
Property 8: (Time Shift) If the time scale of 𝑥(𝑡) is shifted, then we have the Fourier transform
ℱ{𝑥(𝑡 − 𝑡0 )} = 𝑋(𝜔)𝑒 −𝑗𝜔𝑡0 .
1
Example: The Fourier transform for 𝑥(𝑡) = 1+𝑡 2 is 𝑋(𝜔) = 𝜋𝑒 −|𝜔| . Determine the Fourier
1
transform for 𝑥(𝑡 − 3) = 1+(𝑡−3)2.
Solution:
1
ℱ{𝑥(𝑡 − 3)} = ℱ { } = 𝜋𝑒 −|𝜔| 𝑒 −𝑗3𝜔 = 𝜋𝑒 −|𝜔|−𝑗3𝜔
1 + (𝑡 − 3)2
Property 9: (Frequency Shift) If 𝑥(𝑡) is multiplied by a complex exponential, then
ℱ{𝑥(𝑡)𝑒 𝑗𝜔𝑡0 } = 𝑋(𝜔 − 𝜔0 ).
1 𝑒 𝑗𝜔𝑡0
Example: The Fourier transform for 𝑥(𝑡) = 1+𝑡 2 is 𝑋(𝜔) = 𝜋𝑒 −|𝜔| . Find ℱ { 1+𝑡 2 }.
𝑒 𝑗𝜔𝑡0
Solution: ℱ { 1+𝑡 2 } = 𝜋𝑒 −|𝜔−𝜔0 |
46
Property 10: (Modulation) If a signal 𝑥(𝑡) is multiplied by a cosine, we have
1
ℱ{𝑥(𝑡)cos(𝜔0 𝑡)} = [𝑋(𝜔 + 𝜔0 ) + 𝑋(𝜔 − 𝜔0 )].
2
If a signal 𝑥(𝑡) is multiplied by a sine, we have
𝑗
ℱ{𝑥(𝑡)sin(𝜔0 𝑡)} = [𝑋(𝜔 + 𝜔0 ) − 𝑋(𝜔 − 𝜔0 )].
2
1, |𝑡| < 𝑎
Example: Find ℱ{𝑥(𝑡)cos(𝜔0 𝑡)}, where, 𝑥(𝑡) = { , 𝑎 > 0.
0, |𝑡| > 𝑎
2 sin(𝜔𝑎)
Solution: The Fourier transform of the pulse 𝑥(𝑡) is 𝑋(𝜔) = 𝜔
. Hence,
sin((𝜔 + 𝜔0 )𝑎) sin((𝜔 − 𝜔0 )𝑎)
ℱ{𝑥(𝑡)cos(𝜔0 𝑡)} = + .
𝜔 + 𝜔0 𝜔 − 𝜔0
Additional Examples
Example: Given 𝑥(𝑡) = 10 sin 𝑡, what is the Fourier transform of 𝑥(𝑡)?
Solution: Take note that sin(𝜔𝑜 𝑡) = 𝑗𝜋[𝛿(𝜔 + 𝜔𝑜 ) − 𝛿(𝜔 − 𝜔𝑜 )]. Hence,
ℱ{10 sin 𝑡} = 10 𝑗𝜋[𝛿(𝜔 + 1) − 𝛿(𝜔 − 1)]
Example: Given 𝑥(𝑡) = 10 sin 𝑡, what is the Fourier transform of 𝑥(𝑡 − 2)?
Solution: Take note that ℱ{10 sin 𝑡} = 10 𝑗𝜋[𝛿(𝜔 + 1) − 𝛿(𝜔 − 1)]. But time 𝑡 was shifted by
𝑡0 = 2 units, hence, by the time-shifting theorem of the Fourier transform, we have
ℱ{𝑥(𝑡 − 𝑡0 )} = 𝐹(𝜔) 𝑒 −𝑗𝜔𝑡0
ℱ{10 sin(𝑡 − 2)} = 10 𝑗𝜋[𝛿(𝜔 + 1) − 𝛿(𝜔 − 1)]𝑒 −2𝑗𝜔
Example: Given 𝑥(𝑡) = 10 sin 𝑡, what is the Fourier transform of 𝑥(2(𝑡 − 1))?
Solution: Note that time 𝑡 was shifted by 1 unit and scaled by 2 units. Hence, by the Time
Scaling Property and Time-shifting Property of Fourier transform, we have
𝜔 𝜔 𝜔
ℱ[10 sin 2(𝑡 − 1)] = 𝑗5𝜋 [𝛿 ( + 1) − 𝛿 ( − 1)] 𝑒 −𝑗 2
2 2
Example: Given 𝑥(𝑡) = 3𝑒 −5𝑡 𝑢(𝑡), what is the Fourier transform of 𝑥(𝑡)?
1 1 3
Solution: Take note that ℱ{𝑒 −𝑎𝑡 𝑢(𝑡)} = 𝑎+𝑗𝜔
. Hence, ℱ{3𝑒 −5𝑡 𝑢(𝑡)} = 3 (5+𝑗𝜔) = 5+𝑗𝜔.
Example: Given 𝑥(𝑡) = 12 cos (377𝑡), what is the Fourier transform of 𝑥(𝑡)?
Solution: Take note that ℱ{cos(𝜔0 𝑡)} = 𝜋[𝛿(𝜔 + 𝜔0 ) + 𝛿(𝜔 − 𝜔0 )]. Hence,
ℱ{12 cos (377𝑡)} = 12𝜋[𝛿(𝜔 + 377) + 𝛿(𝜔 − 377)]
Example: Given 𝑥(𝑡) = 4𝑒 −2𝑡+2 𝑢(𝑡 − 1), what is the Fourier transform of 𝑥(𝑡)?
1
Solution: Write 𝑥(𝑡) = 4𝑒 −2(𝑡−1) 𝑢(𝑡 − 1), i.e., 𝑡 was shifted by 1. Using ℱ{𝑒 −𝑎𝑡 𝑢(𝑡)} = 𝑎+𝑗𝜔
,
4
we have ℱ{4𝑒 −2𝑡 𝑢(𝑡)} = and applying ℱ{𝑓(𝑡 − 𝑡0 )} = 𝐹(𝜔) 𝑒 −𝑗𝜔𝑡0 , we have
2+𝑗𝜔
4𝑒 −𝑗𝜔
ℱ{4𝑒 −2𝑡+2 𝑢(𝑡 − 1)} = .
2 + 𝑗𝜔
47
Watch:
• Fourier Transform, Fourier Series, and frequency spectrum (https://youtu.be/r18Gi8lSkfM)

• But what is the Fourier Transform? A visual introduction. (https://youtu.be/spUNpyF58BY)
• What is a Fourier Series? (Explained by drawing circles) - Smarter Every Day 205
(https://youtu.be/ds0cmAV-Yek)
• But what is a Fourier series? From heat flow to circle drawings | DE4
(https://youtu.be/r6sGWTCMz2k)
Read:
1. Chapters 5 & 11 – Duffy, D. G. (2017). Advanced Engineering Mathematics with MATLAB,

4e. 6000 Broken Sound Parkway, NW, Boca Raton, FL, Taylor & Francis Group.
3. Chapters 9 & 10 – Jeffrey, A. (2002). Advanced Engineering Mathematics. 200 Wheeler
Road, Burlington, Massachusetts, Harcourt/Academic Press..
4. Chapters 12 & 15 – Zill, D. G. (2018). Advanced Engineering Mathematics, 6e. 5 Wall
Street, Burlington, MA, Jones & Barlett Learning.
1. Given 𝑥(𝑡) = 5 sin 𝑡, what is the Fourier transform of 𝑥(𝑡)?
2. Given 𝑥(𝑡) = 5 sin 𝑡, what is the Fourier transform of 𝑥(𝑡 − 5)?
3. Given 𝑥(𝑡) = 5 sin 𝑡, what is the Fourier transform of 𝑥(4(𝑡 − 5))?
4. Given 𝑥(𝑡) = 12 cos 30𝑡, what is the Fourier transform of 𝑥(𝑡)?
5. Given 𝑥(𝑡) = 12 cos 30𝑡, what is the Fourier transform of 𝑥(𝑡 − 2)?
6. Given 𝑥(𝑡) = 12 cos 30𝑡, what is the Fourier transform of 𝑥(3(𝑡 − 2))?
7. Given 𝑥(𝑡) = 5𝑒 −3 𝑢(𝑡), what is the Fourier transform of 𝑥(𝑡)?
8. Given 𝑥(𝑡) = 5𝑒 −3𝑡+6 𝑢(𝑡 − 2), what is the Fourier transform of 𝑥(𝑡)?
9. Given 𝑥(𝑡) = 5𝑡𝑒 −3 𝑢(𝑡), what is the Fourier transform of 𝑥(𝑡)?
10. Given 𝑥(𝑡) = 5𝑡𝑒 −3𝑡+6 𝑢(𝑡 − 2), what is the Fourier transform of 𝑥(𝑡)?
48
COURSE TOPIC 5: THE 𝒛-TRANSFORM AND THE
DISCRETE-TIME FOURIER TRANSFORM
Overview:
The 𝑧-transform and discrete-time Fourier transform for discrete-time systems play the
role of the Laplace transform and Fourier transform for continuous-time systems. The analysis
and design of discrete signals and systems relies heavily on the 𝑧-transform and discrete-time
Fourier transform.
After successful completion of this lesson, you should be able to:
• Define the one-sided 𝑧-transform and two-sided 𝑧-transform

• Apply the properties of one-sided 𝑧-transform and two-side 𝑧-transform
• Discuss the application of one-sided 𝑧-transform to the solution of difference equations
• Define the discrete-time Fourier transform
• Apply the properties of discrete-time Fourier transform
Course Materials:
The Two-Sided 𝒛-Transform
Definition: Let 𝑥(𝑛) be a discrete function that satisfies

(a) 𝑥(𝑛) is defined for −∞ < 𝑛 < ∞
(b) ∑∞
𝑛=−∞|𝑥(𝑛)|𝜌
−𝑛
≤ 𝑀 < ∞ for 0 ≤ 𝜌𝑚𝑖𝑛 < 𝜌 < 𝜌𝑚𝑎𝑥 < ∞.
For these functions the (two-sided) 𝑧-transform is defined as
∞
𝒵{𝑥(𝑛)} = ∑ 𝑥(𝑛)𝑧 −𝑛 = 𝑋(𝑧).

𝑛=−∞
The inverse 𝑧-transform is defined by

1
𝑥(𝑛) = 𝒵 −1 {𝑋(𝑧)} = ∮ 𝑋(𝑧)𝑧 𝑛−1 𝑑𝑧, 𝑛 = ⋯ , −2, −1,0,1,2, …
2𝜋𝑗
The contour integral is performed by integrating in the complex plane counter-clockwise on a

circular contour centered at the origin and with a radius 𝜌, 𝜌𝑚𝑎𝑥 > 𝜌 > 𝜌𝑚𝑖𝑛 . There is a one-to-
one correspondence between a discrete function and its 𝑧-transform.
Definition: The correspondence 𝑥(𝑛) ↔ 𝑋(𝑧) = 𝒵{𝑥(𝑛)} is a 𝑧-transform pair.
49
Example: Find the 𝑧-transform of the unit impulse function 𝑥(𝑛) = 𝛿(𝑛).
Solution: The 𝑧-transform is
∞
𝒵{𝛿(𝑛)} = ∑ 𝛿(𝑛)𝑧 −𝑛 = 1
𝑛=−∞
since 𝛿(𝑛) = 0 for 𝑛 ≠ 0.
Example: Find the 𝑧-transform of the discrete exponential function 𝑥(𝑛) = 𝑎𝑛 𝑢𝑠 (𝑛).
Solution: The 𝑧-transform is
∞ ∞ ∞
𝑛 𝑛
1 𝑧
𝒵{𝑎 𝑢𝑠 (𝑛)} = ∑ 𝑎 𝑢𝑠 (𝑛)𝑧 −𝑛 = ∑𝑎 𝑧 𝑛 −𝑛
= ∑(𝑎𝑧 −1 )𝑛 = −1
=
1 − 𝑎𝑧 𝑧−𝑎
𝑛=−∞ 𝑛=0 𝑛=0
provided |𝑎𝑧 −1 | <, or |𝑎| < |𝑧|.
The following table summarizes the 𝑧-transforms of familiar sequences.
Table: z-Transforms of Basic Sequences
𝑥(𝑛) 𝑋(𝑧) ROC

1. 𝛿(𝑛) 1 All values of z
1
2. 𝜇(𝑛) |𝑧| > 1
1 − 𝑧 −1
𝑧 −1
3. 𝑛𝜇(𝑛) |𝑧| > 1
(1 − 𝑧 −1 )2
𝑧 −1 (1 + 𝑧 −1 )
4. 𝑛2 𝜇(𝑛) |𝑧| > 1
(1 − 𝑧 −1 )3
1
5. 𝛼 𝑛 𝜇(𝑛) |𝑧| > |𝛼|
1 − 𝛼𝑧 −1
𝛼𝑧 −1
6. 𝑛𝛼 𝑛 𝜇(𝑛) |𝑧| > |𝛼|
(1 − 𝛼𝑧 −1 )2
1 − (cos 𝜔𝑜 )𝑧 −1
7. (cos 𝜔𝑜 𝑛) 𝜇(𝑛) |𝑧| > 1
1 − (2cos 𝜔𝑜 )𝑧 −1 + 𝑧 −2
(sin 𝜔𝑜 )𝑧 −1
8. (sin 𝜔𝑜 𝑛) 𝜇(𝑛) |𝑧| > 1
1 − (2cos 𝜔𝑜 )𝑧 −1 + 𝑧 −2
1 − (𝑟cos 𝜔𝑜 )𝑧 −1
9. (𝑟 𝑛 cos 𝜔𝑜 𝑛) 𝜇(𝑛) |𝑧| > 𝑟
1 − (2𝑟cos 𝜔𝑜 )𝑧 −1 + 𝑟 2 𝑧 −2
(𝑟sin 𝜔𝑜 )𝑧 −1
10. (𝑟 𝑛 sin 𝜔𝑜 𝑛) 𝜇(𝑛) |𝑧| > 𝑟
1 − (2𝑟cos 𝜔𝑜 )𝑧 −1 + 𝑟 2 𝑧 −2
Example:
What is the 𝑧-transform of 𝑥(𝑛) = 10 sin(0.25𝜋𝑡𝑛)𝜇(𝑛)?
50
(sin 𝜔𝑜 )𝑧 −1
Solution: Take note that 𝒵{(sin 𝜔𝑜 𝑛) 𝜇(𝑛)} = 1−(2cos 𝜔𝑜 )𝑧 −1 +𝑧 −2
. Hence,
(sin 0.25𝜋)𝑧 −1 (10 sin 0.25𝜋)𝑧

𝒵{10 sin(0.25𝜋𝑛)} = −1 −2
= 2
1 − (2 cos 0.25𝜋)𝑧 + 𝑧 𝑧 − (2 cos 0.25𝜋)𝑧 + 1
Region of Convergence (ROC)
Since the 𝑧-transform is defined as an infinite sum, we must ensure that it converges. The set of
elements of the complex 𝑧-plane where the infinite sum converges is important in the use of 𝑧-
transform.
Definition: The set of all complex numbers for which the 𝑧-transform 𝑋(𝑧) converges is called
the region of convergence (𝑅𝑂𝐶). We write 𝑅𝑂𝐶𝑥 when we want to specify the 𝑅𝑂𝐶 for a
particular function 𝑥(𝑛).
Example: The 𝑅𝑂𝐶 of the discrete exponential is shown below. The 𝑅𝑂𝐶 (shaded region) is the
region outside the disk whose radius is equal to the modulus of the pole of the 𝑧-transform.
Figure 3.1 𝑅𝑂𝐶 of the 𝑧-Transform of the discrete exponential function 𝑥(𝑛) = 𝑎𝑛 𝑢𝑠 (𝑛).
Properties of the Two-Sided z-Transform
The properties of the 𝑧-transform are used to carry out analysis of discrete signals and systems.
Property 1: (Linearity) Given the 𝑧-transform pairs 𝑥1 (𝑛) ↔ 𝑋1 (𝑧) and 𝑥2 (𝑛) ↔ 𝑋2 (𝑧), and the
real numbers 𝑎1 and 𝑎2 , then
𝒵{𝑎1 𝑥1 (𝑛) + 𝑎2 𝑥2 (𝑛)} = 𝑎1 𝑋1 (𝑧) + 𝑎2 𝑋2 (𝑧), 𝑅𝑂𝐶𝑥1 ∩ 𝑅𝑂𝐶𝑥2 .
Property 2: (Discrete Convolution) Given the 𝑧-transform pairs 𝑥(𝑛) ↔ 𝑋(𝑧) and ℎ(𝑛) ↔ 𝐻(𝑧),
then
∞
𝒵 { ∑ ℎ(𝑛 − 𝑘)𝑥(𝑘)} = 𝐻(𝑧)𝑋(𝑧), 𝑅𝑂𝐶ℎ ∩ 𝑅𝑂𝐶𝑥 .

𝑘=−∞
This shows that the product of 𝑧-transforms is a convolution in the time domain.
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Property 3: (Circular Convolution) Given 𝑧-transforms 𝑥1 (𝑛) ↔ 𝑋1 (𝑧) with 𝑅𝑂𝐶 = {𝑧|𝑟1 < |𝑧| <
𝑟1 } and 𝑥2 (𝑛) ↔ 𝑋2 (𝑧) with 𝑅𝑂𝐶 = {𝑧|𝑟2 < |𝑧| < 𝑟2 }, then
1 𝑧
𝒵{𝑥1 (𝑛)𝑥2 (𝑛)} = ∮ 𝑋2 ( ) 𝑋1 (𝑣)𝑣 −1 𝑑𝑣 , 𝑅𝑂𝐶 ⊃ {𝑧|𝑟1 𝑟2 < |𝑧| < 𝑟1 𝑟2 }
2𝜋𝑗 Γ 𝑣
where Γ is a contour that lies in the 𝑅𝑂𝐶.
Property 4: (Parseval's Theorem) Given the 𝑧-transform 𝑥(𝑛) ↔ 𝑋(𝑧), where the 𝑅𝑂𝐶 of 𝑥(𝑛)
contains the unit circle, then
∞
1 1
∑ |𝑥(𝑛)|2 = ∮ 𝑋 ( ) 𝑋(𝑣)𝑣 −1 𝑑𝑣
2𝜋𝑗 Γ 𝑣
𝑛=−∞
where Γ = 𝑒 𝑗𝜙 , 0 ≤ 𝜙 < 2𝜋.
Property 5: (Correlation) Given the 𝑧-transforms pairs 𝑥1 (𝑛) ↔ 𝑋1 (𝑧) and 𝑥2 (𝑛) ↔ 𝑋2 (𝑧), then
∞
𝒵 { ∑ 𝑥1 (𝑘)𝑥2 (𝑘 − 𝑚)} = 𝑋1 (𝑧)𝑋2 (𝑧 −1 ), 𝑅𝑂𝐶𝑥1 ∩ 𝑅𝑂𝐶𝑥2 .

𝑘=−∞
Property 6: (Right and Left Shift) Given the 𝑧-transform 𝑥(𝑛) ↔ 𝑋(𝑧) and an integer 𝜅,
𝒵{𝑥(𝑛 − 𝜅)} = 𝑧 −𝜅 𝑋(𝑧), 𝑅𝑂𝐶𝑥 except possibly 0 and/or ∞.
The following properties of 𝑧-transform are useful in deriving the 𝑧-transform of various signals.
Property 7: (Frequency Scaling) Given the 𝑧-transform 𝑥(𝑛) ↔ 𝑋(𝑧) with 𝑅𝑂𝐶 = {𝑧|𝑟1 < |𝑧| <
𝑟2 } and a constant (real or complex) 𝑎, then
𝑧
𝒵{𝑎𝑛 𝑥(𝑛)} = 𝑋 ( ) , 𝑅𝑂𝐶 = {𝑧: |𝑎|𝑟1 < |𝑧| < |𝑎|𝑟2 }.
𝑎
Property 8: (Time Reversal) Given the 𝑧-transform 𝑥(𝑛) ↔ 𝑋(𝑧) with 𝑅𝑂𝐶 = {𝑧|𝑟1 < |𝑧| < 𝑟2 }
and a constant (real or complex) 𝑎, then
1 1 1
𝒵{𝑥(−𝑛)} = 𝑋 ( ) , 𝑅𝑂𝐶 = {𝑧: < |𝑧| < }.
𝑧 𝑟2 𝑟1
Property 9: (Differentiation in the 𝑧-Domain) Given the 𝑧-transform 𝑥(𝑛) ↔ 𝑋(𝑧), then
𝑑𝑋(𝑧)
𝒵{𝑛𝑥(𝑛)} = −𝑧 𝑑𝑧
, 𝑅𝑂𝐶𝑥 except possibly 0 and/or ∞
Inverse z-Transforms
The usefulness of 𝑧-transform depends on our ability to calculate the signal that corresponds to
a 𝑧-transform.
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Partial Fraction Expansion
The following is the procedure for inverting 𝑧-transforms based on partial fraction expansion.
Procedure: Let 𝑋(𝑧) be a rational z-transform.
Step 1: Divide the z-transform by z.
Step 2: Expand 𝑋(𝑧)/𝑧 using partial fractions.
Step 3: Multiply by 𝑧.
Step 4: Invert each term separately using the tables taking into account the 𝑅𝑂𝐶.
Example: Using partial fraction expansion, invert the 𝑧-transform

𝑧
𝑋(𝑧) = , 𝑅𝑂𝐶 = {|𝑧| > 1}.
1
4(𝑧 − 1) (𝑧 − 4)
Solution:
1 1
𝑋(𝑧) 1 −
= = 3 + 3
𝑧 1 𝑧 − 1 1
4(𝑧 − 1) (𝑧 − ) 𝑧−
4 4
1 𝑧 1 𝑧
𝑋(𝑧) = ( )− ( )
3 𝑧−1 3 𝑧−1
4
1 1 1 𝑛
𝑥(𝑛) = 𝑢𝑠 (𝑛) − ( ) 𝑢𝑠 (𝑛)
3 3 4
The One-Sided z-Transform
The one-sided 𝑧-transform is closely related to the two-sided 𝑧-transform. The one-sided 𝑧-
transform is similar to the Laplace transform and can be used to solve difference equations with
initial conditions, which are not solvable with two-sided 𝑧-transform.
Definition: Let 𝑥(𝑛) be a discrete signal that satisfies

(a) 𝑥(𝑛) = 0 for 𝑛 < 0
(b) ∑∞
𝑛=0|𝑥(𝑛)|𝜌
−𝑛
≤ 𝑀 < ∞ for 0 ≤ 𝜌𝑚𝑖𝑛 < 𝜌 < ∞.
For these signals the (one-sided) 𝑧-transform is defined as
∞
𝒵{𝑥(𝑛)} = ∑ 𝑥(𝑛)𝑧 −𝑛 = 𝑋(𝑧).

𝑛=0
The inverse 𝑧-transform is defined by

1
𝑥(𝑛) = 𝒵 −1 {𝑋(𝑧)} = ∮ 𝑋(𝑧)𝑧 𝑛−1 𝑑𝑧, 𝑛 = 0,1,2, …
2𝜋𝑗
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Terminology: The one-sided 𝑧-transform is so named because the restrictions on the signal in
part (a) in the definition lead to a one-sided sum.
Many of the properties of the two-sided transform are the same as the properties of the one-
sided transform but there are also differences. First, one-sided transform only applies to right-
hand sequences. Second, the 𝑅𝑂𝐶 of the signal in one-sided 𝑧-transform always exist unlike in
the two-sided 𝑧-transform where the 𝑅𝑂𝐶 may or may not exist.
Properties of the One-Sided z-Transform
The one-sided 𝑧-transform inherits almost all of the properties of the two-sided 𝑧-transform. The
methods for inversion of 𝑧-transform are similar for both one-sided and two-sided 𝑧-transforms.
But with one-sided 𝑧-transform only right-hand sequences are allowed. The shift properties of
one-sided transforms are different from the shift property for two-sided 𝑧-transforms. The shift
property of the one-sided 𝑧-transform depends on whether the shift is to the right or the left.
Property 10: (Right Shift) Given the 𝑧-transform pair 𝑥(𝑛) ↔ 𝑋(𝑧) and and an integer 𝜅 > 0,
𝒵{𝑥(𝑛 − 𝜅)} = 𝑧 −𝜅 𝑋(𝑧).
Property 11: (Left Shift) Given the 𝑧-transform pair 𝑥(𝑛) ↔ 𝑋(𝑧) and and an integer 𝜅 > 0,
𝒵{𝑥(𝑛 + 𝜅)} = 𝑧 𝜅 𝑋(𝑧) − 𝑥(0)𝑧 𝜅 − 𝑥(1)𝑧 𝜅−1 − ⋯ − 𝑥(𝜅 − 1)𝑧.
Property 12: (Initial Value Theorem) Given the 𝑧-transform pair 𝑥(𝑛) ↔ 𝑋(𝑧), then
𝑥(0) = lim 𝑋(𝑧).
𝑧→∞
Property 13: (Final Value Theorem) Given the 𝑧-transform pair 𝑥(𝑛) ↔ 𝑋(𝑧), then
𝑥(∞) = lim 𝑥(𝑛) = lim(𝑧 − 1)𝑋(𝑧)
𝑛→∞ 𝑧→1
provided that the 𝑅𝑂𝐶 of (𝑧 − 1)𝑋(𝑧) contains the unit circle.
Solution of Difference Equations in Advance Form
We shall consider the difference equation

𝑦(𝑛 + 𝑁) + 𝑎1 𝑦(𝑛 + 𝑁 − 1) + ⋯ + 𝑎𝑁 𝑦(𝑛) = 𝑏0 𝑥(𝑛 + 𝑁) + 𝑏1 𝑥(𝑛 + 𝑁 − 1) + ⋯ + 𝑏𝑁 𝑥(𝑛),
𝑦(0) = 𝑦0 , 𝑦(1) = 𝑦1 , … , 𝑦(𝑁 − 1) = 𝑦𝑁−1 .
Example: Find the solution to the difference equation

1 1
𝑦(𝑛 + 1) − 𝑦(𝑛) = 𝑥(𝑛),
4 4
𝑦(0) = 0, 𝑥(𝑛) = 𝑢𝑠 (𝑛).
Solution: Taking the 𝑧-transform and using the left shift property, we get
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1 1 𝑧
[𝑧𝑌(𝑧) − 𝑧𝑦(0)] − 𝑌(𝑧) = .
4 4𝑧 −1
Solving for 𝑌(𝑧), we have
𝑧
𝑌(𝑧) = .
1
4(𝑧 − 1) (𝑧 − 4)
Taking the inverse 𝑧-transform, we get

1 1 1 𝑛
𝑦(𝑛) = 𝑢𝑠 (𝑛) − ( ) 𝑢𝑠 (𝑛).
3 3 4
Note: Since the one-sided 𝑧-transform has been defined only on the non-negative time interval;
it cannot be applied if the initial conditions are given in negative time. The difference equation
must be transformed into the advance form before the one-sided 𝑧-transform can be applied. If
the initial conditions are zero, then either the one-sided or two-sided 𝑧-transform may be used to
find the solution. In this case, the difference equation is usually expressed in delay form. Also, if
the input signal is left-hand sequence, then the two-sided 𝑧-transform must be used.
Discrete-Time Fourier Transform
Definition: Let 𝑥(𝑛) be a discrete-time function that satisfies

(a) 𝑥(𝑛) is defined for −∞ < 𝑛 < ∞
(b) ∑∞
𝑛=−∞|𝑥(𝑛)| < 𝑀 < ∞.
Then the discrete-time Fourier transform (DTFT) is defined as

∞
𝒟𝒯ℱ𝒯{𝑥(𝑛)} = ∑ 𝑥(𝑛)𝑒 −𝑗Ω𝑛 = 𝑋(Ω).

𝑛=−∞
The inverse discrete-time Fourier transform (IDTFT) is defined as

1
𝑥(𝑛) = ℐ𝒟𝒯ℱ𝒯{𝑋(Ω)} = ∫ 𝑋(Ω)𝑒 𝑗Ω𝑛 𝑑Ω , − ∞ < 𝑛 < ∞.
2𝜋 2𝜋
Notation: The integration in the IDTFT is over any interval of length 2𝜋. The DTFT is
sometimes written as 𝑋(𝑒 𝑗Ω ).
Definition: Let the DTFT of the function 𝑥(𝑛) be 𝑋(Ω). Then the relationship 𝑥(𝑛) ↔ 𝑋(Ω) is
called a DTFT pair.
Example: Find the DTFT of the discrete-time function 𝑥(𝑛) = 𝑎𝑛 𝑢𝑠 (𝑛).

1 𝑒 𝑗Ω
Solution: 𝒟𝒯ℱ𝒯{𝑥(𝑛)} = ∑∞
𝑛=−∞ 𝑥(𝑛)𝑒
−𝑗Ω𝑛
= ∑∞ 𝑛 −𝑗Ω𝑛
𝑛=0 𝑎 𝑒 = 1−𝑎𝑒 −𝑗Ω = 𝑒 𝑗Ω −𝑎 , |𝑎| < 1.
This DTFT is periodic with period 2𝜋 because it depends on 𝑒 𝑗Ω . This is true in general.
Properties of the DTFT

The properties of DTFT are mostly similar to the properties of the other transforms.
55
Property 1: (Linearity) Given the DTFT pairs 𝑥1 (𝑛) ↔ 𝑋1 (Ω) and 𝑥2 (𝑛) ↔ 𝑋2 (Ω) along with the
real numbers 𝑎1 and 𝑎2 , then
𝒟𝒯ℱ𝒯{𝑎1 𝑥1 (𝑛) + 𝑎2 𝑥2 (𝑛)} = 𝑎1 𝑋1 (Ω) + 𝑎2 𝑋2 (Ω).
Property 2: (Convolution) Given the DTFT pairs 𝑥1 (𝑛) ↔ 𝑋1 (Ω) and 𝑥2 (𝑛) ↔ 𝑋2 (Ω), then
∞
𝒟𝒯ℱ𝒯 { ∑ 𝑥1 (𝑛)𝑥2 (𝑛 − 𝑘)} = 𝑋1 (Ω)𝑋2 (Ω).

𝑘=−∞
Closely related to convolution is the correlation property.

Property 3: (Correlation) Given the DTFT pairs 𝑥1 (𝑛) ↔ 𝑋1 (Ω) and 𝑥2 (𝑛) ↔ 𝑋2 (Ω), then
∞
𝒟𝒯ℱ𝒯 { ∑ 𝑥1 (𝑘)𝑥2 (𝑘 + 𝑛)} = 𝑋1 (Ω)𝑋2 (−Ω).

𝑘=−∞
The next property is a converse to convolution. This property is important in determining the
spectral properties of functions and in the design of digital filters.
Property 4: (Windowing) Given the DTFT pairs 𝑥1 (𝑛) ↔ 𝑋1 (Ω) and 𝑥2 (𝑛) ↔ 𝑋2 (Ω), then
1
𝒟𝒯ℱ𝒯{𝑥1 (𝑛)𝑥2 (𝑛)} = ∫ 𝑋 (𝜆)𝑋2 (Ω − 𝜆)𝑑𝜆.
2𝜋 2𝜋 1
Property 5: (Parseval's Theorem) Given the 𝑥1 (𝑛) ↔ 𝑋1 (Ω) and 𝑥2 (𝑛) ↔ 𝑋2 (Ω), then
∞
1
∑ 𝑥1 (𝑛)𝑥2 (𝑛) = ∫ 𝑋 (Ω)𝑋2 (Ω)𝑑Ω
2𝜋 2𝜋 1
𝑛=−∞
Property 6: (Time Shift) Given the DTFT pair 𝑥(𝑛) ↔ 𝑋(Ω) and an integer 𝜅,
𝒟𝒯ℱ𝒯{𝑥(𝑛 − 𝜅)} = 𝑒 −𝑗Ω𝜅 𝑋(Ω).
Property 7: (Time Reversal) Given the DTFT pair 𝑥(𝑛) ↔ 𝑋(Ω), then
𝒟𝒯ℱ𝒯{𝑥(−𝑛)} = 𝑋(−Ω).
Property 8: (Frequency Shift) Given the DTFT pair 𝑥(𝑛) ↔ 𝑋(Ω), then
𝒟𝒯ℱ𝒯{𝑒 𝑗Ω0 𝑛 𝑥(𝑛)} = 𝑋(Ω − Ω0 ).
Property 9: (Modulation) Given the DTFT pair 𝑥(𝑛) ↔ 𝑋(Ω), then
1
𝒟𝒯ℱ𝒯{𝑥(𝑛)𝑐𝑜𝑠(Ω0 𝑛)} = [𝑋(Ω + Ω0 ) + 𝑋(Ω − Ω0 )].
2
Relationship to the z-Transform

There is a close relationship between the DTFT and the two-sided 𝑧-transform. If we set 𝑧 = 𝑒 𝑗Ω
in the defining formula for the 𝑧-transform, then we get the defining formula for DTFT.
Theorem: Let 𝑥(𝑛) be a discrete-time function with a 𝑧-transform 𝑋(z) whose 𝑅𝑂𝐶 includes the
unit circle. Then the DTFT exists for this function and it is given by 𝑋(Ω) = 𝑋(𝑧)|𝑧=𝑒 𝑗Ω .
56
Watch:
• An Explanation of the Z transform part 1 (https://youtu.be/B4IyRw1zvvA)

• Introduction to the DT Fourier Transform (https://youtu.be/6DDpjBTFnd0)
Read:
1. Chapters 3 & 4 – Proakis, J. G. & Manolakis, .D. G. (1996). Digital Signal Processing
Principles, Algorithms, and Applications, 3e. Upper Saddle River. N. J., Prentice-Hall.
2. Chapters 4 – Ossman, K. A. (2017). Introduction to Digital Signal Processing Theory and
Applications Using MATLAB. Manuscript.
3. Chapters 8 & 10 – Sundararajan, D. (2008). A Practical Approach to Signals and Systems.
Singapore, John Wiley & Sons.
1. Find the 𝑧-transform of the following discrete-time signals: (a) 𝑥(𝑛) = {4 −3 2}; and
↑
(b) 𝑥(𝑛) = 3𝛿(𝑛 + 2) + 5𝛿(𝑛) + 4𝛿(𝑛 − 3).
2. Using the linearity and time shift properties, find the 𝑧-transform of the signal
𝑥(𝑛) = 𝑢𝑠 (𝑛) − 𝑢𝑠 (𝑛 − 𝑀).
3. Find the solution to the difference equation
1 1
𝑦(𝑛 + 2) + 𝑦(𝑛 + 1) − 𝑦(𝑛) = 𝑥(𝑛),
6 6
𝑦(0) = 1, 𝑦(1) = 2, 𝑥(𝑛) = 𝛿(𝑛).
𝑧
4. Given 𝑋(𝑧) = (𝑧+3)(𝑧−4). Find the inverse 𝑧-transform of 𝑋(𝑧) if: (a) 𝑅𝑂𝐶 = {|𝑧| > 4}; (b)
𝑅𝑂𝐶 = {|𝑧| < 3}; and (c) 𝑅𝑂𝐶 = {3 < |𝑧| < 4}.
5. Find the discrete-time Fourier transform (DTFT) of the discrete signals:

3 𝑛 3 𝑛−2
(a) 𝑥(𝑛) = (5) 𝑢𝑠 (𝑛); and (b) 𝑥(𝑛) = (5) 𝑢𝑠 (𝑛 − 2). Hint: Use the time-shift property
of DTFT.
6. What is the 𝑧-transform of 𝑥(𝑛) = 5 sin(0.5𝜋𝑛)?
7. Given 𝑥(𝑛) = 5 sin(0.5𝜋𝑡), what is the 𝑧-transform of 𝑥(𝑛 − 1)?
8. Given 𝑥(𝑛) = 5 sin(0.5𝜋𝑛), what is the z-transform of 𝑥(𝑛 + 1)?
9. What is the 𝑧-transform of 𝑥(𝑛) = 5𝑛(0.2𝑛 )?
10. Given 𝑥(𝑛) = 5𝑛(0.2𝑛 ), what is the 𝑧-transform of 𝑥(𝑛)?
57
COURSE TOPIC 6: NUMERICS FOR ORDINARY
DIFFERENTIAL EQUATIONS
Overview:
An ordinary differential equation (ODE) is an equation that contains one or more
derivatives of an unknown function that depends on exactly one independent variable. It may
contain the unknown function itself, known functions of the independent variable, and constants.
Here, we shall study Euler’s and Runge-Kutta methods for numerically solving first-order ODE.
For higher-order ODE, we shall discuss the power-series method.
• Discuss ordinary differential equations (ODEs) and initial value problems (IVPs)
• Apply Euler’s method for solving IVPs involving first-order ODEs
• Learn Runge-Kutta method for solving IVPs involving first-order ODEs
• Apply the power series method for solving higher-order ODEs
Course Materials:
Ordinary Differential Equations

An ordinary differential equation (ODE) is an equation that contains one or more derivatives of
an unknown function that depend on exactly one independent variable. It may contain the
unknown function itself, known functions of the independent variable, and constants.
Example: The following are examples of ODEs:
𝑦 ′ = 2𝑠𝑖𝑛𝑥
𝑦 ′ = 2𝑥 + 𝑦
𝑦 ′′ + 4𝑦 = 𝑒 −3𝑥
The first orders ODEs are the simplest because they involve only the first derivative of the
unknown function and no higher derivatives. We can write them in implicit form as
𝐹(𝑥, 𝑦, 𝑦′) = 0.
We can also write them in explicit form as
𝑦 ′ = 𝑓(𝑥, 𝑦).
For instance, the ODE 𝑥 −2 𝑦 ′ − 5𝑦 3 = 0 can be written explicitly as 𝑦 ′ = 5𝑥 2 𝑦 3, provided 𝑥 ≠ 0.
Initial Value Problem
An ODE, together with an initial condition, is called an initial value problem. If the ODE is
explicit, the initial value problem is of the form
𝑦 ′ = 𝑓(𝑥, 𝑦), 𝑦(𝑥0 ) = 𝑦0.
58
Geometrically, this means that the solution curve must pass through the given point (𝑥0, 𝑦0. ) in
the 𝑥𝑦-plane.
Euler’s Method
Euler’s method is a numeric method that yields approximate solution to the initial value problem:
𝑦 ′ = 𝑓(𝑥, 𝑦), 𝑦(𝑥0 ) = 𝑦0 .
Beginning at the initial condition, we decide upon what interval [𝑎, 𝑏] we desire the solution, then
chop this interval into sub-intervals of length ℎ. With the initial condition as the starting point, we
generate a sequence of approximate solutions using the iterative formula:
𝑥𝑘+1 = 𝑥𝑘 + ℎ,
𝑦𝑘+1 = 𝑦𝑘 + ℎ𝑓(𝑥𝑘 , 𝑦𝑘 ).
The process is terminated when the right end of the desired interval is reached.
Example: Employing the Euler’s method, solve the following initial value problem numerically at
𝒙 = 𝟏 using steps of size 𝒉 = 𝟎. 𝟐𝟓:
𝑦′ = 𝑥 + 2𝑦, 𝑦(0) = 0.
Solution: Based on the description of the problem, the desired interval [𝒂, 𝒃] is [𝟎, 𝟏] with
𝒇(𝒙, 𝒚) = 𝒙 + 𝟐𝒚, and the starting point is (𝒙𝟎 , 𝒚𝟎 ) = (𝟎, 𝟎). We now apply Euler’s method to
𝒃−𝒂 𝟏−𝟎
generate (𝒙𝟏 , 𝒚𝟏 ), (𝒙𝟐 , 𝒚𝟐 ), ..., (𝒙𝒏 , 𝒚𝒏 ), where 𝒏 = 𝒉
= 𝟎.𝟐𝟓 = 𝟒.
With 𝑘 = 0, the x-iteration and y-iteration formula give

𝑥1 = 𝑥0 + ℎ = 0 + 0.25 = 0.25,
𝑦1 = 𝑦0 + ℎ𝑓(𝑥0 , 𝑦0 ) = 𝑦0 + ℎ(𝑥0 + 2𝑦0 ) = 0 + 0.25(0 + 2(0)) = 0.
With 𝑘 = 1, we obtained
𝑥2 = 𝑥1 + ℎ = 0.25 + 0.25 = 0.5,
𝑦2 = 𝑦1 + ℎ𝑓(𝑥1 , 𝑦1 ) = 𝑦1 + ℎ(𝑥1 + 2𝑦1 ) = 0 + 0.25(0.25 + 2(0)) = 0.0625.
With 𝑘 = 2, we found that
𝑥3 = 𝑥2 + ℎ = 0.5 + 0.25 = 0.75,
𝑦3 = 𝑦2 + ℎ𝑓(𝑥2 , 𝑦2 ) = 𝑦2 + ℎ(𝑥2 + 2𝑦2 ) = 0.0625 + 0.25(0.5 + 2(0.0625)) = 0.21875.
With 𝑘 = 3, we have
𝑥4 = 𝑥3 + ℎ = 0.75 + 0.25 = 1.0.
𝑦4 = 𝑦3 + ℎ𝑓(𝑥3 , 𝑦3 ) = 𝑦3 + ℎ(𝑥3 + 2𝑦3 ) = .21875 + 0.25(0.75 + 2(. 21875)) = 0.515625.
We can summarize our calculations in tabular form as follows:
𝑘 𝑥𝑘 𝑦𝑘
0 0.00 0.000000
1 0.25 0.000000
2 0.50 0.062500
3 0.75 0.218750
4 1.00 0.515625
Note: An explicit solution to this problem can actually be obtained as:
59
𝑦 = 0.25𝑒 2𝑥 − 0.5𝑥 − 0.25.
If we use this formula to construct a similar table and compare the results, we can see how
inaccurate the numerical solution we obtained.
𝑥 𝑦
0.00 0.000000
0.25 0.037180
0.50 0.179570
0.75 0.495422
1.00 1.097264
The inaccuracy is better shown in the following graph:
The numerical solution is so inaccurate because the step-size used is very large. To improve
the solution, a small step-size should be used. But this will increase the number of iterations and
the amount of work needed. This is, however, not a problem if we implement the method using
a computer. The following graph shows the improvement when a step-size of ℎ = 0.02 is used.
Runge-Kutta Methods
The Runge-Kutta methods provide another method for numerically finding the solution to the
initial value problem:
𝑦 ′ = 𝑓(𝑥, 𝑦), 𝑦(𝑥0 ) = 𝑦0 .
Runge-Kutta Method of Fourth Order

The Runge-Kutta of Fourth Order method consists of the following formula:
𝐾1 = ℎ𝑓(𝑥𝑘 , 𝑦𝑘 )
60
ℎ 𝐾1
𝐾2 = ℎ𝑓 (𝑥𝑘 + , 𝑦𝑘 + )
2 2
ℎ 𝐾2
𝐾3 = ℎ𝑓 (𝑥𝑘 + , 𝑦𝑘 + )
2 2
𝐾4 = ℎ𝑓(𝑥𝑘 + ℎ, 𝑦𝑘 + 𝐾3 )
1
𝑦𝑘+1 = 𝑦𝑘 + (𝐾1 + 2𝐾2 + 2𝐾3 + 𝐾4 )
6
Example: Employ the Runge-Kutta method of fourth order to solve the following differential
equation numerically at 𝑥 = 1 using step-sizes of ℎ = 0.25:
𝑦′ = 𝑥 + 2𝑦, 𝑦(0) = 0.
Solution: The desired interval [𝑎, 𝑏] is [0,1] with 𝑓(𝑥, 𝑦) = 𝑥 + 2𝑦, and the starting point is
(𝑥0 , 𝑦0 ) = (0,0). We now apply Runge-Kutta 2nd-Order method to generate (𝑥1 , 𝑦1 ), (𝑥2 , 𝑦2 ), ...,
𝑏−𝑎 1−0
(𝑥𝑛 , 𝑦𝑛 ), where 𝑛 = = 0.25 = 4.
ℎ
With 𝑘 = 0, we have:
𝑥1 = 𝑥0 + ℎ = 0 + 0.25 = 0.25,
𝐾1 = ℎ𝑓(𝑥0 , 𝑦0 ) = ℎ(𝑥0 + 2𝑦0 ) = 0.25(0 + 2(0)) = 0.
ℎ 𝐾1 ℎ 𝐾1 0.25 0
𝐾2 = ℎ𝑓 (𝑥0 + , 𝑦0 + ) = ℎ (𝑥0 + + 2 (𝑦0 + )) = 0.25 (0 + + 2 (0 + )) = 0.03125
2 2 2 2 2 2
ℎ 𝐾2 ℎ 𝐾2 0.25 0.03125
𝐾3 = ℎ𝑓 (𝑥0 + , 𝑦0 + ) = ℎ (𝑥0 + + 2 (𝑦0 + )) = 0.25 (0 + + 2 (0 + )) = 0.0390625
2 2 2 2 2 2
𝐾4 = ℎ𝑓(𝑥0 + ℎ, 𝑦0 + 𝐾3 ) = ℎ(𝑥0 + ℎ + 2(𝑦0 + 𝐾3 )) = 0.25(0 + 0.25 + 2(0 + 0.0390625)) = 0.08203125
1 1
𝑦1 = 𝑦0 + (𝐾1 + 2𝐾2 + 2𝐾3 + 𝐾4 ) = 0 + (0 + 2(0.03125) + 2(0.0390625) + 0.08203125) = 0.037109375
6 6
With 𝑘 = 1, we have:
𝑥2 = 𝑥1 + ℎ = 0.25 + 0.25 = 0.5,
𝐾1 = ℎ𝑓(𝑥1 , 𝑦1 ) = ℎ(𝑥1 + 2𝑦1 ) = 0.25(0.25 + 2(0.037109375)) = 0.0810546875.
ℎ 𝐾1 ℎ 𝐾1
𝐾2 = ℎ𝑓 (𝑥1 + , 𝑦1 + ) = ℎ (𝑥1 + + 2 (𝑦1 + ))
2 2 2 2
0.0810546875
= 0.25 (0.25 + +2 (0.037109375 + )) = 0.1325683594
2
ℎ 𝐾2 ℎ 𝐾2
𝐾3 = ℎ𝑓 (𝑥1 + , 𝑦1 + ) = ℎ (𝑥1 + + 2 (𝑦1 + ))
2 2 2 2
0.25 0.1325683594
= 0.25 (0.25 + + 2 (0.037109375 + )) = 0.1454467774
2 2
𝐾4 = ℎ𝑓(𝑥1 + ℎ, 𝑦1 + 𝐾3 ) = ℎ (𝑥1 + ℎ + 2(𝑦1 + 𝐾3 ))
= 0.25(0.25 + 0.25 + 2(0.037109375 + 0.1454467774)) = 0.2162780762

1
𝑦2 = 𝑦1 + (𝐾1 + 2𝐾2 + 2𝐾3 + 𝐾4 )
6
61
1
= 0.037109375 + (0.0810546875 + 2(0.1325683594) + 2(0.1454467774) + 0.2162780762) = 0.1793365479
6
With 𝑘 = 2, we get
𝑥3 = 𝑥2 + ℎ = 0.5 + 0.25 = 0.75,
𝐾1 = ℎ𝑓(𝑥2 , 𝑦2 ) = ℎ(𝑥2 + 2𝑦2 ) = 0.25(0.5 + 2(0.1793365479)) = 0.2146682740.
ℎ 𝐾1 ℎ 𝐾1
𝐾2 = ℎ𝑓 (𝑥2 + , 𝑦2 + ) = ℎ (𝑥2 + + 2 (𝑦2 + ))
2 2 2 2
0.25 0.2146682740
= 0.25 (0.5 + + 2 (0.1793365479 + )) = 0.2995853425
2 2
ℎ 𝐾2 ℎ 𝐾2
𝐾3 = ℎ𝑓 (𝑥2 + , 𝑦2 + ) = ℎ (𝑥2 + + 2 (𝑦2 + ))
2 2 2 2
0.25 0.2995853425
= 0.25 (0.5 + + 2 (0.1793365479 + )) = 0.3208146096
2 2
𝐾4 = ℎ𝑓(𝑥2 + ℎ, 𝑦2 + 𝐾3 ) = ℎ (𝑥2 + ℎ + 2(𝑦2 + 𝐾3 ))
= 0.25(0.5 + 0.25 + 2(0.1793365479 + 0.3208146096)) = 0.4375755788

1
𝑦3 = 𝑦2 + (𝐾1 + 2𝐾2 + 2𝐾3 + 𝐾4 )
6
1
= 0.1793365479 + (0.2146682740 + 2(0.2995853425) + 2(0.3208146096) + 0.4375755788) = 0.4948438407
6
With 𝑘 = 3, we get
𝑥4 = 𝑥3 + ℎ = 0.75 + 0.25 = 1.0.
𝐾1 = ℎ𝑓(𝑥3 , 𝑦3 ) = ℎ(𝑥3 + 2𝑦3 ) = 0.25(0.75 + 2(0.4948438407)) = 0.43492192035.
ℎ 𝐾1 ℎ 𝐾1
𝐾2 = ℎ𝑓 (𝑥3 + , 𝑦3 + ) = ℎ (𝑥3 + + 2 (𝑦3 + ))
2 2 2 2
0.25 0.43492192035
= 0.25 (0.75 + + 2 (0.4948438407 + )) = 0.5749024004
2 2
ℎ 𝐾2 ℎ 𝐾2
𝐾3 = ℎ𝑓 (𝑥3 + , 𝑦3 + ) = ℎ (𝑥3 + + 2 (𝑦3 + ))
2 2 2 2
0.25 0.5749024004
= 0.25 (0.75 + + 2 (0.4948438407 + )) = 0.6098975205
2 2
𝐾4 = ℎ𝑓(𝑥3 + ℎ, 𝑦3 + 𝐾3 ) = ℎ (𝑥3 + ℎ + 2(𝑦3 + 𝐾3 ))
= 0.25(0.75 + 0.25 + 2(0.4948438407 + 0.6098975205)) = 0.8023706806

1
𝑦4 = 𝑦3 + (𝐾1 + 2𝐾2 + 2𝐾3 + 𝐾4 )
6
1
= 0.4948438407 + (0.43492192035 + 2(0.5749024004) + 2(0.6098975205) + 0.8023706806) = 1.0959925812
6
We can summarize our calculations in tabular form as follows:
𝑘 𝑥𝑘 𝑦𝑘
62
0 0.00 0.0000000000
1 0.25 0.0371093750
2 0.50 0.1793365479
3 0.75 0.4948438407
4 1.00 1.0959925812
The Power Series Method

The basic idea in finding a series solution to a differential equation is to assume that we can
write the solution as a power series, which takes the form
∞
∑ 𝑎𝑘 (𝑥 − 𝑥0 )𝑘 .
𝑘=0
Here, 𝑥 is a variable and 𝑎𝑘 are constants that need to be determined, and is 𝑥0 a constant
called the center of the series. If 𝑥0 = 0, then the series becomes
∞
∑ 𝑎𝑘 𝑥 𝑘 = 𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + ⋯
𝑘=0
Example: Determine a power series solution for the differential equation 𝑦 ′′ + 𝑦 = 0 about 𝑥0 =
0.
Solution: We will look for a solution in the form, 𝑦(𝑥) = ∑∞ 𝑘
𝑘=0 𝑎𝑘 𝑥 . We need to plug this into the
differential equation so we will need to differentiate this twice, giving
∞ ∞ ∞
′ 𝑘−1 ′′ (𝑥) 𝑘−2
𝑦 𝑣 = ∑ 𝑘𝑎𝑘 𝑥 , 𝑦 = ∑ 𝑘(𝑘 − 1)𝑎𝑘 𝑥 = ∑(𝑘 + 2)(𝑘 + 1)𝑎𝑘+2 𝑥 𝑘 .
𝑘=1 𝑘=2 𝑘=0
Plugging this into the differential equation and combining, we have

∞
∑[(𝑘 + 2)(𝑘 + 1)𝑎𝑘+2 + 𝑎𝑘 ]𝑥 𝑘 = 0.

𝑘=0
Since the power series is zero, the coefficients of 𝑥 𝑘 must all be zero, that is,
(𝑘 + 2)(𝑘 + 1)𝑎𝑘+2 + 𝑎𝑘 = 0 for 𝑘 = 0,1,2, …
This is a recurrence relation, which can be solved as follows:
𝑎𝑘
𝑎𝑘+2 = −
(𝑘 + 2)(𝑘 + 1)
𝑘 = 0: 𝑎0 𝑎0 𝑘 = 1: 𝑎1 𝑎1
𝑎2 = − =− 𝑎3 = − =−
2∙1 2! 3∙2 3!
𝑘 = 2: 𝑎2 𝑎0 𝑎0 𝑘 = 3: 𝑎1 𝑎1
𝑎4 = − = = 𝑎5 = − =
4 ∙ 3 4 ∙ 3 ∙ 2! 4! 5 ∙ 4 ∙ 3! 5!
𝑘 = 4: 𝑎4 𝑎0 𝑎0 𝑘 = 5: 𝑎1 𝑎1
𝑎6 = − = =− 𝑎7 = − =−
6 ∙ 5 6 ∙ 5 ∙ 4! 6! 7 ∙ 6 ∙ 5! 7!
⋮ ⋮ ⋮ ⋮
↓ ↓
𝑎 𝑎1
𝑎2𝑛 = (−1)𝑛 0 , 𝑛 = 0, 1, 2, 3, …. 𝑎2𝑛+1 = (−1)𝑛 (2𝑛+1)!, 𝑛 = 0, 1, 2, 3, ….
(2𝑛)!
So, the solution is
63
∞
𝑦(𝑥) = ∑ 𝑎𝑘 𝑥 𝑘 = 𝑎0 + 𝑎1 𝑥 + 𝑎2 𝑥 2 + 𝑎3 𝑥 3 + ⋯
𝑘=0
𝑎0 2 𝑎1 3 𝑎0 2𝑘 𝑎1
= 𝑎0 + 𝑎1 𝑥 ± 𝑥 − 𝑥 + ⋯ + (−1)𝑘 𝑥 + (−1)𝑘 𝑥 2𝑘+1 + ⋯
2! 3! (2𝑘)! (2𝑘 + 1)!
∞ ∞
𝑘
𝑥 2𝑘 𝑥 2𝑘+1
= 𝑎0 ∑(−1) + 𝑎1 ∑(−1)𝑘
(2𝑘)! (2𝑘 + 1)!
𝑘=0 𝑘=0
Watch:
• Euler Method for ODEs (https://youtu.be/ORvDlbanMJ8)

• 4th-Order Runge Kutta Method for ODEs (https://youtu.be/1YZnic1Ug9g)
• Runge-Kutta Method Introduction (https://youtu.be/kUcc8vAgoQ0)
• Solving Differential Equations with Power Series (https://youtu.be/RJJKq7Uc-9I)
• Solving ODEs by Series Solutions: Legendre's ODE (https://youtu.be/3e5BUrtUKZc)
Read:
1. Chapters 5 & 6 – Zill, D. G. (2018). Advanced Engineering Mathematics, 6e. 5 Wall Street,
2. Chapters 5 & 21 – Kreyszig, E. (2011). Advanced Engineering Mathematics, 10e. 111
River Street Hoboken, N.J., John Wiley & Sons, Inc.
3. Chapters 8 & 19 – Jeffrey, A. (2002). Advanced Engineering Mathematics. 200 Wheeler
Road, Burlington, Massachusetts, Harcourt/Academic Press.
1. Find a power series solution to the ODE 𝑦" − 5𝑥𝑦 = 0 about the point 𝑥0 = 0.
2. Find a power series solution to the ODE 𝑦" − 3𝑥𝑦′ + 2𝑦 = 0 about the point 𝑥0 = 0.
3. Use a power series method to solve the IVP 𝑦" − 3𝑥𝑦′ + 2𝑦 = 0, 𝑦(0) = 2, 𝑦′(0) = −1.
4. Use the Runge-Kutta method of fourth order to solve the IVP 𝑦’ = 3𝑥 − 2𝑦, 𝑦(0) = 1 with
ℎ = 0.2 to obtain a 5-decimal approximation at 𝑦(1).
5. Use the Runge-Kutta method of fourth order to solve the IVP 𝑦’ = 2𝑥 + 𝑦 2 , 𝑦(0) = 0 with
ℎ = 0.1 to obtain a 5-decimal approximation at 𝑦(0.5).
64
COURSE TOPIC 7: NUMERICS FOR PARTIAL
DIFFERENTIAL EQUATIONS
Overview:
A partial differential equation (PDE) is an equation that contains one or more partial
derivatives of an unknown function that depends on at least two variables. Usually one of these
independent variables deals with time (temporal) and the remaining with space (spatial). Linear
second-order PDEs are classified as elliptic, parabolic, and hyperbolic. For example, Laplace’s
equation is elliptic, the heat equation is parabolic, and the wave equation is hyperbolic. Elliptic
PDEs involve partial derivatives with respect to spatial variables only, hence, its solutions are
determined by boundary conditions alone. Parabolic and hyperbolic PDEs involve partial
derivatives with respect to both spatial and temporal variables, thus, its solutions are determined
from both boundary and initial conditions. PDEs have a much wider range of applications than
ODEs. They are very important in electromagnetic theory, dynamics, heat transfer, and
quantum mechanics.

• Discuss partial differential equations (PDEs) and boundary value problems (BVPs)
• Classify second-order PDEs as elliptic, parabolic, and hyperbolic
• Apply numerical methods for solving boundary-value problems involving Laplace’s
equation, the heat equation, and the wave equation
Course Materials:
Partial Differential Equations

A partial differential equation (PDE) is an equation that contains one or more partial derivatives
of an unknown function that depends on at least two variables. Usually one of these
independent variables deals with time (temporal) and the remaining with space (spatial). If we
denote the dependent variable by 𝑢, then the general form of a linear second-order partial
differential equation is:
𝜕2𝑢 𝜕2𝑢 𝜕2𝑢 𝜕𝑢 𝜕𝑢
𝐴 2
+ 𝐵 + 𝐶 2
+𝐷 +𝐸 + 𝐹𝑢 = 𝐺.
𝜕𝑥 𝜕𝑥𝜕𝑦 𝜕𝑦 𝜕𝑥 𝜕𝑦
The coefficients 𝐴, 𝐵, 𝐶, 𝐷, 𝐸, 𝐹, 𝐺 are constants or functions of 𝑥 and 𝑦. This PDE is classified as:
a. Elliptic if 𝐵2 − 4𝐴𝐶 < 0,
b. Parabolic if 𝐵2 − 4𝐴𝐶 = 0,
c. Hyperbolic if 𝐵2 − 4𝐴𝐶 > 0.
65
Example: The following are examples of PDEs:
𝜕2 𝑢 𝜕2 𝑢
1. Laplace’s equation: ∇2 𝑢 = 𝜕𝑥 2 + 𝜕𝑦2 = 𝑢𝑥𝑥 + 𝑢𝑦𝑦 = 0
𝜕2 𝑢 𝜕2 𝑢
2. Poisson’s equation: ∇2 𝑢 = 𝜕𝑥 2 + 𝜕𝑦2 = 𝑢𝑥𝑥 + 𝑢𝑦𝑦 = 𝑓(𝑥, 𝑦)
𝜕2 𝑢 𝜕𝑢
3. Heat equation: 𝑐 𝜕𝑥 2 = 𝜕𝑡
2 𝜕2 𝑢
2𝜕 𝑢
4. Wave equation: 𝑐 𝜕𝑥 2 = 𝜕𝑡 2
Laplace’s Equation
The Laplace equation is used to model various problems that deal with the potential of an
unknown variable. Suppose in a planar region 𝑅 that is bounded by some curve 𝐶, we are
seeking a solution 𝑢(𝑥, 𝑦) of Laplace’s equation
𝜕2𝑢 𝜕2𝑢
+ = 0.
𝜕𝑥 2 𝜕𝑦 2
The numerical solution is based on the finite difference method. In the two-dimensional case,
we view the plate as a mesh of discrete points. Next, we approximate the partial derivatives
using central differences as follows:
𝜕2𝑢 1
2
≈ 2 [𝑢(𝑥 + ℎ, 𝑦) − 2𝑢(𝑥, 𝑦) + 𝑢(𝑥 − ℎ, 𝑦)]
𝜕𝑥 ℎ
2
𝜕 𝑢 1
2
≈ 2 [𝑢(𝑥, 𝑦 + ℎ) − 2𝑢(𝑥, 𝑦) + 𝑢(𝑥, 𝑦 − ℎ)]
𝜕𝑦 ℎ
Thus, the Laplacian becomes
𝜕2𝑢 𝜕2𝑢 1
2
+ 2 ≈ 2 [𝑢(𝑥 + ℎ, 𝑦) + 𝑢(𝑥, 𝑦 + ℎ) + 𝑢(𝑥 − ℎ, 𝑦) + 𝑢(𝑥, 𝑦 − ℎ) − 4𝑢(𝑥, 𝑦)].
𝜕𝑥 𝜕𝑦 ℎ
It follows that we can replace the Laplace’s equation by the difference equation
𝑢(𝑥 + ℎ, 𝑦) + 𝑢(𝑥, 𝑦 + ℎ) + 𝑢(𝑥 − ℎ, 𝑦) + 𝑢(𝑥, 𝑦 − ℎ) − 4𝑢(𝑥, 𝑦) = 0
We adopt the notation 𝑢(𝑥, 𝑦) = 𝑢𝑖𝑗 and
𝑢(𝑥 + ℎ, 𝑦) = 𝑢𝑖+1,𝑗 , 𝑢(𝑥, 𝑦 + ℎ) = 𝑢𝑖,𝑗+1
𝑢(𝑥 − ℎ, 𝑦) = 𝑢𝑖−1,𝑗 , 𝑢(𝑥, 𝑦 − ℎ) = 𝑢𝑖,𝑗−1
Therefore, the difference equation becomes
𝑢𝑖+1,𝑗 + 𝑢𝑖,𝑗+1 + 𝑢𝑖−1,𝑗 + 𝑢𝑖,𝑗−1 − 4𝑢𝑖,𝑗 = 0.
Suppose a rectangular grid consisting of horizontal lines spaced h units apart and vertical lines
spaced ℎ units apart is placed over the region 𝑅, where ℎ is called the mesh size. The points
𝑃𝑖𝑗 = 𝑃(𝑖ℎ, , 𝑗ℎ), 𝑖 and 𝑗 integers, of intersection of the horizontal and vertical lines, are called
mesh points or lattice points. A mesh point is an interior point if its four nearest neighboring
mesh points are points of 𝑅. Points in 𝑅 or on 𝐶 that are not interior points are called boundary
points. Rewrite the difference equation as
1
𝑢𝑖,𝑗 = [𝑢𝑖+1,𝑗 + 𝑢𝑖,𝑗+1 + 𝑢𝑖−1,𝑗 + 𝑢𝑖,𝑗−1 ].
4
66
It follows that the value of 𝑢𝑖,𝑗 at an interior mesh point of 𝑅 is the average of the values of 𝑢 at
four neighboring mesh points.
To obtain a unique solution, boundary conditions must be specified. This is referred to as

Dirichlet boundary condition. Hence, in the Dirichlet problem for Laplace’s equation ∇2 𝑢 = 0, the
values of 𝑢(𝑥, 𝑦) are prescribed on the boundary 𝐶 of a region 𝑅. The basic idea is to find an
approximate solution to Laplace’s equation at interior mesh points by replacing the partial
differential equation at these points by the difference equation. In this way, we obtain a system
of linear algebraic equations that we solve for the unknown 𝑢𝑖𝑗 .
2
Example: Solve the following boundary-value problem numerically using a mesh size of ℎ = :
3
𝜕2𝑢 𝜕2𝑢
+ = 0, 0 < 𝑥 < 2, 0 < 𝑦 < 2
𝜕𝑥 2 𝜕𝑦 2
𝑢(0, 𝑦) = 0, 𝑢(2, 𝑦) = (3𝑦 + 1)(7 − 3𝑦)
3𝑥 + 1, 0 < 𝑥 < 1
𝑢(𝑥, 0) = 0, 𝑢(𝑥, 2) = {
7 − 3𝑥, 1 ≤ 𝑥 < 2
2 2 2
Solution: The choice of step-size ℎ = 3 gives 𝑛 = ℎ = 2 = 3. This means there are (𝑛 + 1)2 −
3
4 = (𝑛 − 1)(𝑛 + 3) = (3 − 1)(3 + 3) = 12 mesh points with (𝑛 − 1)2 = (3 − 1)2 = 4 interior
points and (𝑛 − 1)(𝑛 + 3) − (𝑛 − 1)2 = 4(𝑛 − 1) = 4(3 − 1) = 8 boundary points. See the figure
below.
Figure: Square region 𝑅 for the example.

At the boundary points, we have:
2 4
𝑢01 = 𝑢 (0, ) = 0 = 𝑢02 = 𝑢 (0, )
3 3
2 4
𝑢10 = 𝑢 ( , 0) = 0 = 𝑢20 = 𝑢 ( , 0)
3 3
2 2 2
𝑢31 = 𝑢 (2, ) = (3 ( ) + 1) (7 − 3 ( )) = 15
3 3 3
4 4 4
𝑢32 = 𝑢 (2, ) = (3 ( ) + 1) (7 − 3 ( )) = 15
3 3 3
2 2
𝑢13 = 𝑢 ( , 2) = 3 ( ) + 1 = 3
3 3
4 4
𝑢23 = 𝑢 ( , 2) = 7 − 3 ( ) = 3
3 3
67
We now apply the difference equation at each of the 4 interior points, namely, 𝑃11 , 𝑃21 , 𝑃12 , and
𝑃22 , to obtain a system of linear equations as follows:
−4𝑢11 + 𝑢21 + 𝑢12 = 0
𝑢11 − 4𝑢21 + 𝑢22 = −15
𝑢11 − 4𝑢12 + 𝑢22 = −3
𝑢21 + 𝑢12 − 4𝑢22 = −18
In matrix form
−4 1 1 0 𝑢11 0
1 −4 0 1 𝑢21 −15
[ ][ ] = [ ].
1 0 −4 1 𝑢12 −3
0 1 1 −4 𝑢22 −18
The solution of this system gives the approximate values at the four interior points as follows:
9 27
𝑢11 = , 𝑢21 = 6, 𝑢12 = 3, 𝑢22 =
4 4
Note: Gaussian elimination and iterative techniques such as Gauss-Seidel method and Jacobi
method can be used for solving this system of linear equations.
Heat Equation
Suppose we want to approximate the solution of the one-dimensional heat equation
𝜕 2 𝑢 𝜕𝑢
𝑐 = .
𝜕𝑥 2 𝜕𝑡
Again, we shall use the finite difference method to approximate the partial derivatives. Using
the central difference approximation, we have:
𝜕2𝑢 1
≈ [𝑢(𝑥 + ℎ, 𝑡) − 2𝑢(𝑥, 𝑡) + 𝑢(𝑥 − ℎ, 𝑡)]
𝜕𝑥 2 ℎ2
𝜕𝑢 1
≈ [𝑢(𝑥, 𝑡 + 𝑘) − 𝑢(𝑥, 𝑡)].
𝜕𝑡 𝑘
Hence, the heat equation can be approximated by
1 1
2
[𝑢(𝑥 + ℎ, 𝑡) − 2𝑢(𝑥, 𝑡) + 𝑢(𝑥 − ℎ, 𝑡)] = [𝑢(𝑥, 𝑡 + 𝑘) − 𝑢(𝑥, 𝑡)]
ℎ 𝑘
Let 𝜆 = 𝑐𝑘/ℎ2 and
𝑢(𝑥, 𝑡) = 𝑢𝑖𝑗, 𝑢(𝑥 + ℎ, 𝑡) = 𝑢𝑖+1,𝑗 , 𝑢(𝑥 − ℎ, 𝑡) = 𝑢𝑖−1,𝑗 , 𝑢(𝑥, 𝑡 + 𝑘) = 𝑢𝑖,𝑗+1
Then, the difference equation for the heat equation can be written as
𝑢𝑖,𝑗+1 = 𝜆𝑢𝑖+1,𝑗 + (1 − 2𝜆)𝑢𝑖𝑗 + 𝜆𝑢𝑖−1,𝑗
The typical boundary conditions for the one-dimensional heat equation are: 𝑢(0, 𝑡) = 𝑢1 ,
𝑢(𝑎, 𝑡) = 𝑢2, , 𝑡 > 0, and an initial condition 𝑢(𝑥, 0) = 𝑓(𝑥), 0 < 𝑥 < 𝑎. When 𝑓 is continuous on
the closed interval [0, 𝑎 ], we can replace the initial condition by 𝑢(𝑥, 0) = 𝑓(𝑥), 0 ≤ 𝑥 ≤ 𝑎. The
function 𝑓 can be viewed as the initial temperature distribution in a homogeneous rod extending
68
from 𝑥 = 0 to 𝑥 = 𝑎. We use a rectangular region defined by: 0 ≤ 𝑥 ≤ 𝑎, 0 ≤ 𝑡 ≤ 𝑇, where 𝑇
is some specified value of time and place over this region a rectangular grid consisting of
vertical lines ℎ units apart and horizontal lines 𝑘 units apart. If we select two positive integers 𝑛
𝑎 𝑇
and 𝑚 and let ℎ = 𝑛 and 𝑘 = 𝑚, then the vertical and horizontal lines defined by
𝑥𝑖 = 𝑖ℎ, 𝑖 = 0,1, … , 𝑛 and 𝑡𝑗 = 𝑗𝑘, 𝑘 = 0, 1, … , 𝑚.
Figure: Rectangular region in 𝑥𝑡-plane
Figure: 𝑢 at 𝑡 = 𝑗 + 1 is determined from three values of 𝑢 at 𝑡 = 𝑗

Example: Using the finite difference method, approximate the solution to the following
boundary-value problem involving the heat equation:
𝜕 2 𝑢 𝜕𝑢
= , 0 < 𝑥 < 1, 0 < 𝑡 < 0.5
𝜕𝑥 2 𝜕𝑡
𝑢(0, 𝑡) = 50, 𝑢(1, 𝑡) = 0, 0 ≤ 𝑡 ≤ 0.5
𝜋𝑥
𝑢(𝑥, 0) = 50𝑐𝑜𝑠 ( ) , 0 ≤ 𝑥 ≤ 1.
2
Choose 𝑛 = 5 and 𝑚 = 50.
1 0.5
Solution: We deduce that 𝑐 = 1, 𝑎 = 1, and 𝑇 = 0.5. Thus, ℎ = = 0.2, 𝑘 = = 0.01, 𝜆 =
5 50
1(0.01)
(0.2)2
= 0.25,
1 1
𝑥𝑖 = 5 𝑖, 𝑖 = 0, 1, … , 5 and 𝑡𝑗 = 100 𝑗, 𝑗 = 0, 1, … , 50.
Therefore, the difference equation becomes
69
1
𝑢𝑖,𝑗+1 = [𝑢𝑖+1,𝑗 + 2𝑢𝑖𝑗 + 𝑢𝑖−1,𝑗 ].
4
As a sample computation, when 𝑗 = 0 and 𝑖 = 1, we have:
1 1 𝜋 𝜋
𝑢11 = [𝑢20 + 2𝑢10 + 𝑢00 ] = [50 𝑐𝑜𝑠 ( ) + 100 𝑐𝑜𝑠 ( ) + 50] = 46.38913
4 4 5 10
The necessary computations are easily done using a spreadsheet program like Microsoft Excel.
Since it would require a rather large table of over 200 entries, only selected values are given in
the following table:
Time 𝑥 = 0.20 𝑥 = 0.40 𝑥 = 0.60 𝑥 = 0.80
0.00 47.55283 40.45085 29.38926 15.45085
0.10 42.29924 33.70583 23.68804 12.27045
0.20 40.83770 31.35522 21.35496 10.83729
0.30 40.30698 30.49670 20.49670 10.30698
0.40 40.11252 30.18206 20.18206 10.11252
0.50 40.04124 30.06673 20.06673 10.04124
Note: The foregoing method or procedure is stable if 𝜆 ≤ 0.5, otherwise, it is unstable.

Wave Equation
The one-dimensional wave equation is a prototype of a hyperbolic partial differential equation.
Denote by 𝑢(𝑥, 𝑡) the solution of the one-dimensional wave equation
𝜕2𝑢 𝜕2𝑢
𝑐2 = .
𝜕𝑥 2 𝜕𝑡 2
To find a numerical solution, replace the partial derivatives with the following central differences:
𝜕2𝑢 1
≈ [𝑢(𝑥 + ℎ, 𝑡) − 2𝑢(𝑥, 𝑡) + 𝑢(𝑥 − ℎ, 𝑡)]
𝜕𝑥 2 ℎ2
𝜕2𝑢 1
2
≈ 2 [𝑢(𝑥, 𝑡 + 𝑘) − 2𝑢(𝑥, 𝑡) + 𝑢(𝑥, 𝑡 − 𝑘)]
𝜕𝑡 𝑘
We obtain
𝑐2 1
2
[𝑢(𝑥 + ℎ, 𝑡) − 2𝑢(𝑥, 𝑡) + 𝑢(𝑥 − ℎ, 𝑡)] = 2 [𝑢(𝑥, 𝑡 + 𝑘) − 2𝑢(𝑥, 𝑡) + 𝑢(𝑥, 𝑡 − 𝑘)]
ℎ 𝑘
Letting 𝜆 = 𝑐𝑘/ℎ and changing the notation, this difference equation is equivalent to:
𝑢𝑖,𝑗+1 = 𝜆2 𝑢𝑖+1,𝑗 + 2(1 − 𝜆2 )𝑢𝑖𝑗 + 𝜆2 𝑢𝑖−1,𝑗 − 𝑢𝑖,𝑗−1
for 𝑖 = 1, 2, … , 𝑛 − 1 and 𝑗 = 1, 2, … , 𝑚 − 1.
If the wave equation is used as a model for the vertical displacement of a vibrating string, the
typical boundary conditions are 𝑢(0, 𝑡) = 0, 𝑢(𝑎, 𝑡) = 0, 𝑡 > 0, and initial conditions are 𝑢(𝑥, 0) =
𝜕𝑢
𝑓(𝑥), 𝜕𝑡 | = 𝑔(𝑥), 0 < 𝑥 < 𝑎. Here, the functions f and g represent the initial position and initial
𝑡=0
velocity of the spring, respectively. As in the heat equation, the difference equation is used to
approximate the solution 𝑢(𝑥, 𝑡) using the boundary and initial conditions over a rectangular
70
region in the 𝑥𝑡-plane defined by the inequalities 0 ≤ 𝑥 ≤ 𝑎, 0 ≤ 𝑡 ≤ 𝑇, where 𝑇 is some
specified value of time. Let 𝑛 and 𝑚 be positive integers and let
𝑎 𝑇
ℎ = 𝑛 and 𝑘 = 𝑚.
Then, the vertical and horizontal grid lines on this region are defined by
𝑥𝑖 = 𝑖ℎ, 𝑖 = 0, 1, … , 𝑛 and 𝑡𝑗 = 𝑗𝑘, 𝑘 = 0, 1, … , 𝑚.
We use
𝑢0,𝑗 = 𝑢(0, 𝑗𝑘) = 0, 𝑢𝑛,𝑗 = 𝑢(𝑎, 𝑗𝑘) = 0, ← boundary conditions
𝑢𝑖,0 = 𝑢(𝑥𝑖 , 0) = 𝑓(𝑥𝑖 ). ← initial conditions
Finally, to start the difference equation, when 𝑗 = 0 we use the special case
𝜆2
𝑢𝑖,1 = (𝑢𝑖+1,0 + 𝑢𝑖−1,0 ) + (1 − 𝜆2 )𝑢𝑖,0 + 𝑘𝑔(𝑥𝑖 )
2
Figure: 𝑢 at 𝑡 = 𝑗 + 1 is determined from three values of 𝑢 at 𝑡 = 𝑗 and one value at 𝑡 = 𝑗 − 1

Example: Using the finite difference method, approximate the solution to the following
boundary-value problem involving the wave equation:
𝜕2𝑢 𝜕2𝑢
4 2= 2, 0 < 𝑥 < 1, 0 < 𝑡 < 1
𝜕𝑥 𝜕𝑡
𝑢(0, 𝑡) = 0, 𝑢(1, 𝑡) = 0, 0≤𝑡≤1
𝜕𝑢
𝑢(𝑥, 0) = 10𝑥(1 − 𝑥), = 0, 0 ≤ 𝑥 ≤ 1.
𝜕𝑡
Choose 𝑛 = 5 and 𝑚 = 20.
Solution:
1 1 2(0.05)
We deduce that 𝑐 = 2, 𝑎 = 1, and 𝑇 = 1. Thus, ℎ = 5 = 0.2, 𝑘 = 20 = 0.05, 𝜆 = 0.2
= 0.5,
1 1
𝑥𝑖 = 𝑖, 𝑖 = 0, 1, … , 5 and 𝑡𝑗 = 𝑗, 𝑗 = 0, 1, … , 20.
5 20
Therefore, with 𝑔(𝑥) = 0, the difference equations become

1 3
𝑢𝑖,1 = (𝑢𝑖+1,0 + 𝑢𝑖−1,0 ) + 𝑢𝑖,0
8 4
1 3 1
𝑢𝑖,𝑗+1 = 𝑢𝑖+1,𝑗 + 𝑢𝑖𝑗 + 𝑢𝑖−1,𝑗 − 𝑢𝑖,𝑗−1 .
4 2 4
71
For 𝑖 = 1, 2, 3, 4, the first of these two difference equations yields the following values for 𝑢𝑖,1 on
the first time-line:
1 3
𝑢11 = (𝑢20 + 𝑢00 ) + 𝑢10 = 1.50000
8 4
1 3
𝑢21 = (𝑢30 + 𝑢10 ) + 𝑢20 = 2.30000
8 4
1 3
𝑢31 = (𝑢40 + 𝑢20 ) + 𝑢30 = 2.30000
8 4
1 3
𝑢41 = (𝑢50 + 𝑢30 ) + 𝑢40 = 1.5000
8 4
For 𝑗 = 1 and 𝑖 = 1, 2, 3, 4, we get
1 3 1
𝑢12 = 𝑢21 + 𝑢11 + 𝑢01 − 𝑢10 = 1.22500
4 2 4
1 3 1
𝑢22 = 𝑢31 + 𝑢21 + 𝑢11 − 𝑢20 = 2.0000
4 2 4
1 3 1
𝑢32 = 𝑢41 + 𝑢31 + 𝑢21 − 𝑢30 = 2.0000
4 2 4
1 3 1
𝑢42 = 𝑢51 + 𝑢31 + 𝑢21 − 𝑢30 = 1.22500
4 2 4
The computations are easily done using a spreadsheet program like Microsoft Excel. Since it
would require a large table of over 80 entries, only selected values are given in the following
table:
Time 𝑥 = 0.20 𝑥 = 0.40 𝑥 = 0.60 𝑥 = 0.80

0.00 1.60000 2.40000 2.40000 1.60000
0.20 0.40781 0.84531 0.84531 0.40781
0.40 -1.11928 -1.98643 -1.98643 -1.11928
0.60 -1.33754 -2.00517 -2.00517 -1.33754
0.80 0.43878 0.57304 0.57304 0.43878
1.00 1.46179 2.47512 2.47512 1.46179
Watch:
• 8.1.6-PDEs: Finite-Difference Method for Laplace Equation (https://youtu.be/-DxQ5BbzkJk)

• Numerical Solution of Partial Differential Equations(PDE) Using Finite Difference
Method(FDM) (https://youtu.be/UWqVvR8SmDA)
• Numerical Solution of 1D Heat Conduction Equation Using Finite Difference Method(FDM)
(https://youtu.be/SHNNwEOgric)
• Solved problems of 1D wave equation using finite difference method
(https://youtu.be/lVR22wGjoxM)
• Mod-24 Lec-24 Finite Difference Approximations to Parabolic PDEs
(https://youtu.be/QTy4pVvwmFI)
72
Read:

2. Chapters 21 – Kreyszig, E. (2011). Advanced Engineering Mathematics, 10e. 111 River
3. Chapters 11 – Stroud, K. A. & Booth, D. J. (2003). Advanced Engineering Mathematics,
4e. 175 Fifth Avenue, New York, N.Y. 10010, Palgrave MacMillan.
1. Use the difference equation to approximate the solution of Laplace’s equation at the
interior points of the specified region using a mesh size of ℎ = 1:
𝜕2𝑢 𝜕2𝑢
+ = 0, 0 < 𝑥 < 2, 0 < 𝑦 < 3
𝜕𝑥 2 𝜕𝑦 2
𝑢(0, 𝑦) = 0, 𝑢(2, 𝑦) = 𝑦(3 − 𝑦)
𝑢(𝑥, 0) = 0, 𝑢(𝑥, 3) = 𝑥(2 − 𝑥).
2. Use the difference equation to approximate the solution of Laplace’s equation at the
1
interior points of the specified region using a mesh size of ℎ = :
2
𝜕2𝑢 𝜕2𝑢
+ = 0, 0 < 𝑥 < 2, 0 < 𝑦 < 1
𝜕𝑥 2 𝜕𝑦 2
𝑢(0, 𝑦) = 10, 𝑢(2, 𝑦) = 0
3. Use the difference equation to numerically solve the boundary-value problem involving the
heat equation:
𝜕 2 𝑢 𝜕𝑢
= , 0 < 𝑥 < 2, 0 < 𝑡 < 1
𝜕𝑥 2 𝜕𝑡
𝑢(0, 𝑡) = 0 = 𝑢(2, 𝑡), 0≤𝑡≤1
2, 0 ≤ 𝑥 ≤ 1
𝑢(𝑥, 0) = {
0, 0 < 𝑥 ≤ 2.
4. Use the difference equation to approximate the solution to the boundary-value problem
involving the wave equation
𝜕2𝑢 𝜕2𝑢
= , 0 < 𝑥 < 2, 0 < 𝑡 < 1
𝜕𝑥 2 𝜕𝑡 2
𝑢(0, 𝑡) = 0 = 𝑢(2, 𝑡), 0≤𝑡≤1
2 𝜕𝑢
𝑢(𝑥, 0) = 𝑒 −16(𝑥−1) , = 0, 0 ≤ 𝑥 ≤ 1.
𝜕𝑡
The mesh size is: 𝑛 = 5 and 𝑚 = 10.
73
COURSE TOPIC 8: NUMERICAL METHODS
Overview:
A numerical method is a mathematical tool designed to solve numerical problems.
Numerical methods are usually implemented in the form of algorithms, which are translated into
computer programs written in specific programming language and run on a computer for faster
and efficient execution. Using appropriate numerical methods, approximate but accurate
solutions can be found for mathematical and engineering problems that do not have exact and
explicit solutions.
1. Construct interpolation polynomials;
2. Calculate the approximate solution to nonlinear equations;
3. Compute the approximate value of derivatives;
4 Compute the approximate value of definite integrals.
Course Materials:
Numerical methods can be classified into direct methods and iterative methods. Direct
methods calculate the solution to a problem in a finite number of steps; whereas iterative
methods compute the approximate solution to a problem using procedure that normally do not
terminate in a finite number of steps. Beginning from an initial guess, iterative methods form
successive approximations that converge to the exact solution only in the limit. Because of this,
the study of errors, such as round-off and truncation errors, is an important part of numerical
analysis. Round-off error is committed because it is not possible to represent all real numbers
exactly on a machine with finite memory. Truncation errors arise whenever an iterative method
is terminated or a mathematical procedure is approximated.
Numerical methods have been developed for many areas including:
1. Computing values of functions
2. Interpolations, extrapolation, and regression
3. Evaluation of integrals and derivatives
4. Solving equations and system of equations
5. Solving eigenvalues or singular value problems
6. Solving differential equations
7. Optimization
Roots or Zeros of Nonlinear Equations

A number of iterative methods have been developed for numerically computing the roots or
zeros of nonlinear equations such as polynomial and transcendental equations. The problem is
to find the solution to the equation: 𝑦 = 𝑓(𝑥) = 0.
74
Bisection Method
The bisection method for computing the solution to 𝑦 = 𝑓(𝑥) = 0 consists of finding two
values 𝑥 = 𝑎𝑖 and 𝑥 = 𝑏𝑖 such that 𝑓(𝑎𝑖 ) and 𝑓(𝑏𝑖 ) have opposite signs, that is, 𝑓(𝑎𝑖 )𝑓(𝑏𝑖 ) < 0,
1
then setting 𝑐𝑖 = 2 (𝑎𝑖 + 𝑏𝑖 ). If 𝑓(𝑐𝑖 ) and 𝑓(𝑏𝑖 ) have opposite signs, that is, 𝑓(𝑐𝑖 )𝑓(𝑏𝑖 ) < 0 then
choose 𝑎𝑖+1 = 𝑐𝑖 and 𝑏𝑖+1 = 𝑏𝑖 for the next iteration.
Example: Obtain the root of 𝑓(𝑥) = 𝑥cos 𝑥 in the interval [1, 2] up to 2 decimal places using the
bisection method.
Solution: Let 𝑎1 = 1 and 𝑏1 = 2 so that 𝑓(𝑎1 ) > 0 and 𝑓(𝑏1 ) < 0. The solution 𝑥 = 1.57 is
obtained after nine iterations. See the following table:
𝑎𝑖 𝑓(𝑎𝑖 ) 𝑏𝑖 𝑓(𝑏𝑖 ) 𝑐𝑖 𝑓(𝑐𝑖 )

1.00 0.54 2.00 -0.83 1.50 0.11
1.50 0.11 2.00 -0.83 1.75 -0.31
1.50 0.11 1.75 -0.31 1.63 -0.09
1.50 0.11 1.63 -0.09 1.56 0.01
1.56 0.01 1.63 -0.09 1.59 -0.04
1.56 0.01 1.59 -0.04 1.58 -0.01
1.56 0.01 1.58 -0.01 1.57 0.00
1.57 0.00 1.58 -0.01 1.57 -0.01
1.57 0.00 1.57 -0.01 1.57 0.00
Newton-Raphson Method
Let 𝑥𝑘 be the approximate solution to 𝑦 = 𝑓(𝑥) = 0. Then, 𝑓(𝑥) may be approximated by the
first two terms of its Taylor series about 𝑥𝑘 as follows:
𝑓(𝑥) ≈ 𝑓(𝑥𝑘 ) + (𝑥 − 𝑥𝑘 )𝑓 ′ (𝑥𝑘 ) = 0
Solving this equation for the next approximate value, 𝑥 = 𝑥𝑘+1, we obtain the Newton-Raphson
formula:
𝑓(𝑥𝑘 )
𝑥𝑘+1 = 𝑥𝑘 − .
𝑓 ′ (𝑥𝑘 )
Example: Obtain the root of 𝑓(𝑥) = 𝑥 cos 𝑥 in the interval [1, 2] up to 3 decimal places using the
Newton-Raphson method.
Solution: The derivative of 𝑓(𝑥) = 𝑥 cos 𝑥 is 𝑓 ′ (𝑥) = cos 𝑥 − 𝑥 sin 𝑥. Choose 𝑥1 = 1 as the initial
guess to the solution. The solution 𝑥 = 1.571 is obtained after six iterations. See the following
table:
75
𝑥𝑘 𝑥𝑘+1 𝑓(𝑥𝑘 ) 𝑓 ′ (𝑥𝑘 )
1.000 2.794 0.540 -0.301

2.794 1.405 -2.627 -1.892
1.405 1.595 0.231 -1.222
1.595 1.571 -0.038 -1.618
1.571 1.571 -0.001 -1.571
1.571 1.571 0.000 -1.571
Secant Method
When it is not feasible to compute the derivative, 𝑓 ′ (𝑥𝑘 ), we can approximate it by
𝑓(𝑥𝑘 ) − 𝑓(𝑥𝑘−1 )
𝑓 ′ (𝑥𝑘 ) ≈ .
𝑥𝑘 − 𝑥𝑘−1
Substituting the approximate value for 𝑓 ′ (𝑥𝑘 ) into the Newton-Raphson formula, we obtain the
formula for the Secant method:
(𝑥𝑘 − 𝑥𝑘−1 )𝑓(𝑥𝑘 )
𝑥𝑘+1 = 𝑥𝑘 − .
𝑓(𝑥𝑘 ) − 𝑓(𝑥𝑘−1 )
Example: Obtain the root of 𝑓(𝑥) = 𝑥 cos 𝑥 in the interval [1, 2] up to 3 decimal places using the
Secant method. Use the endpoints of the interval as initial guesses.
Solution: Choose 𝑥1 = 1 and 𝑥2 = 2 as initial guesses to the solution. The solution 𝑥 = 1.571 is
obtained after four iterations. See the following table:
𝑥𝑘−1 𝑓(𝑥𝑘−1 ) 𝑥𝑘 𝑓(𝑥𝑘 ) 𝑥𝑘+1 𝑓(𝑥𝑘+1 )
1.000 0.540 2.000 -0.832 1.394 0.246
2.000 -0.832 1.394 0.246 1.532 0.060
1.394 0.246 1.532 0.060 1.576 -0.008
1.532 0.060 1.576 -0.008 1.571 0.000
Interpolation
Interpolation is the process of estimating the value of a function that falls between known
values. Many of the numerical methods for interpolation use polynomials to approximate the
value of the unknown function. The interpolating polynomial is constructed such that it passes
through the known points of the function. Lagrange interpolation is a straightforward method for
constructing this polynomial. The Lagrange interpolating polynomial is defined as follows.
76
Let 𝑦 = 𝑓(𝑥) be a function whose values are known at 𝑛 + 1 distinct values of 𝑥, denoted by
𝑥0 , 𝑥1 , … , 𝑥𝑛 . A unique polynomial 𝑃(𝑥) of degree 𝑛 can be constructed such that 𝑓(𝑥𝑘 ) and 𝑃(𝑥𝑘 )
agree, that is, 𝑓(𝑥𝑘 ) = 𝑃(𝑥𝑘 ), for each 𝑘 = 0, 1, … , 𝑛. This polynomial is given by
𝑛
𝑃(𝑥) = ∑ 𝑓(𝑥𝑘 ) 𝐿𝑛,𝑘 (𝑥)

𝑘=0
where
𝑛
(𝑥 − 𝑥𝑖 ) (𝑥 − 𝑥0 )(𝑥 − 𝑥1 ) ⋯ (𝑥 − 𝑥𝑘−1 )(𝑥 − 𝑥𝑘+1 ) ⋯ (𝑥 − 𝑥𝑛 )
𝐿𝑛,𝑘 (𝑥) = ∏ =
(𝑥𝑘 − 𝑥𝑖 ) (𝑥𝑘 − 𝑥0 )(𝑥𝑘 − 𝑥1 ) ⋯ (𝑥𝑘 − 𝑥𝑘−1 )(𝑥𝑘 − 𝑥𝑘+1 ) ⋯ (𝑥𝑘 − 𝑥𝑛 )
𝑖=0
𝑖≠𝑘
Example: Use the nodes 𝑥0 = 1, 𝑥1 = 3, and 𝑥2 = 4 to find the second Lagrange interpolating
60
polynomial for 𝑓(𝑥) = and use this polynomial to approximate 𝑓(2) = 15.
𝑥+2
Solution:
Compute 𝑓(𝑥𝑘 ) for each 𝑘 = 0, 1, 2, that is,
60
𝑓(𝑥0 ) = 𝑓(1) = = 20,
1+2
60
𝑓(𝑥1 ) = 𝑓(3) = = 12,
3+2
60
𝑓(𝑥2 ) = 𝑓(4) = = 10.
4+2
Compute 𝐿2,𝑘 (𝑥) for each 𝑘 = 0, 1, 2, that is,
(𝑥 − 𝑥1 )(𝑥 − 𝑥2 ) (𝑥 − 3)(𝑥 − 4) 1
𝐿2,0 (𝑥) = = = (𝑥 − 3)(𝑥 − 4),
(𝑥0 − 𝑥1 )(𝑥0 − 𝑥2 ) (1 − 3)(1 − 4) 6
(𝑥 − 𝑥0 )(𝑥 − 𝑥2 ) (𝑥 − 1)(𝑥 − 4) 1
𝐿2,1 (𝑥) = = = − (𝑥 − 1)(𝑥 − 4),
(𝑥1 − 𝑥0 )(𝑥1 − 𝑥2 ) (3 − 1)(3 − 4) 2
(𝑥 − 𝑥0 )(𝑥 − 𝑥1 ) (𝑥 − 1)(𝑥 − 3) 1
𝐿2,2 (𝑥) = = = (𝑥 − 1)(𝑥 − 3).
(𝑥2 − 𝑥0 )(𝑥2 − 𝑥1 ) (4 − 1)(4 − 3) 3
Therefore,
2
1 1 1
𝑃(𝑥) = ∑ 𝑓(𝑥𝑘 ) 𝐿2,𝑘 (𝑥) = 20 [ (𝑥 − 3)(𝑥 − 4)] + 12 [− (𝑥 − 1)(𝑥 − 4)] + 10 [ (𝑥 − 1)(𝑥 − 3)]
6 2 3
𝑘=0
Simplifying, we have
10 10
𝑃(𝑥) = (𝑥 − 3)(𝑥 − 4) − 6(𝑥 − 1)(𝑥 − 4) + (𝑥 − 1)(𝑥 − 3)
3 3
We can approximate 𝑓(2) = 15 by
10 10 46
𝑃(2) = (2 − 3)(2 − 4) − 6(2 − 1)(2 − 4) + (2 − 1)(2 − 3) = = 15.3333
3 3 3
77
Numerical Differentiation
Approximate formula for numerically computing derivatives can be derived using the Taylor
series or expansion. Write
′ (𝑥)
ℎ2 ′′ ℎ3 ′′′
𝑓(𝑥 + ℎ) = 𝑓(𝑥) + ℎ𝑓 + 𝑓 (𝑥) + 𝑓 (𝑥) ⋯
2! 3!
On replacing ℎ by −ℎ, we have
ℎ2 ′′ ℎ3
𝑓(𝑥 − ℎ) = 𝑓(𝑥) − ℎ𝑓 ′ (𝑥) + 𝑓 (𝑥) − 𝑓 ′′′ (𝑥) ⋯
2! 3!
By neglecting the second order and higher-order terms in the first equation and solving for 𝑓 ′ (𝑥),
we obtain the forward difference formula for approximating the first derivative of 𝑓(𝑥):
𝑓(𝑥 + ℎ) − 𝑓(𝑥)
𝑓 ′ (𝑥) ≈
ℎ
Similarly, by neglecting the second order and higher-order terms in the second equation and
solving for 𝑓 ′ (𝑥), we obtain the backward difference formula for the first derivative of 𝑓(𝑥):
𝑓(𝑥) − 𝑓(𝑥 − ℎ)
𝑓 ′ (𝑥) ≈
ℎ
A more accurate formula can be obtained by subtracting the second equation from the first
equation, neglecting the second order and higher-order terms, and then solving for 𝑓 ′ (𝑥), giving
us the central difference formula for the first derivative of 𝑓(𝑥):
𝑓(𝑥 + ℎ) − 𝑓(𝑥 − ℎ)
𝑓 ′ (𝑥) ≈
2ℎ
Finally, by adding the two equations, neglecting the second order and higher-order terms, and
then solving for 𝑓 ′′ (𝑥), we obtain the central difference formula for the second derivative of 𝑓(𝑥):
𝑓(𝑥 + ℎ) − 2𝑓(𝑥) + 𝑓(𝑥 − ℎ)
𝑓 ′′ (𝑥) ≈
ℎ2
Example: Calculate the first and second derivatives of 𝑓(𝑥) = 𝑥 cos 𝑥 at 𝑥 = 1 using the forward,
backward, and central difference formula with step sizes of: ℎ = 0.1, ℎ = 0.01, and ℎ = 0.001.
Solution: The results are summarized in the following table:
ℎ 𝑥 𝑓(𝑥 − ℎ) 𝑓(𝑥) 𝑓(𝑥 + ℎ) 𝑓 ′ (𝑥) 𝑓 ′ (𝑥) 𝑓 ′ (𝑥) 𝑓 ′′ (𝑥)
forward backward central central
0.1 1 0.55945 0.54030 0.49896 -0.41347 -0.19147 -0.30247 -2.21999
0.01 1 0.54320 0.54030 0.53718 -0.31230 -0.29007 -0.30118 -2.22321
0.001 1 0.54060 0.54030 0.54000 -0.30228 -0.30006 -0.30117 -2.22324
78
Numerical Integration
In many occasions, one cannot find a closed-form integration formula for certain
mathematical functions. The only option then is to resort to numerical integration.
Trapezoidal Rule
To numerically integrate the function 𝑓(𝑥) over a finite region, say, in the interval from 𝑥 = 𝑥0 to
𝑥 = 𝑥𝑛 , denoted by
𝑥𝑛
𝐼 = ∫ 𝑓(𝑥)𝑑𝑥 ,
𝑥0
𝑥𝑛 −𝑥0
we can divide the interval [𝑥0 , 𝑥𝑛 ] into 𝑛 equal subintervals or segments of width ℎ = 𝑛
. Next,
for each 𝑖 = 0, 1, … , 𝑛, we evaluate 𝑓(𝑥) at 𝑥 = 𝑥𝑖 to obtain 𝑓𝑖 = 𝑓(𝑥𝑖 ) and connect 𝑓0 , 𝑓1 , … , 𝑓𝑛 by
line segments so that between 𝑓𝑖 and 𝑓𝑖+1 , a trapezoid is formed with height 𝑓𝑖 and 𝑓𝑖+1 and a
𝑥 −𝑥
base ℎ = 𝑛𝑛 0. Taking the sum of the areas of these 𝑛 trapezoids results in approximation to the
area under the curve 𝑓(𝑥), which is bounded by 𝑥 = 𝑥0 to the left, 𝑥 = 𝑥𝑛 to the right and 𝑦 = 0 at
the bottom. Since this area is numerically equal to the definite integral, we then have:
𝑥𝑛
1 1 1
𝐼 = ∫ 𝑓(𝑥)𝑑𝑥 ≈ ℎ(𝑓0 + 𝑓1 ) + ℎ(𝑓1 + 𝑓2 ) + ⋯ + ℎ(𝑓𝑛−1 + 𝑓𝑛 )
𝑥0 2 2 2
𝑛−1
1
= ℎ(𝑓0 + 𝑓𝑛 ) + ℎ ∑ 𝑓𝑖
2
𝑖=1
Example: Integrate 𝑓(𝑥) = 𝑥 cos 𝑥 over the interval [0, 1] with 𝑛 = 1, 𝑛 = 2, 𝑛 = 4, and 𝑛 = 8
subintervals using the trapezoidal rule.
Solution:
1−0
With 𝑛 = 1, we have ℎ = = 1, 𝑓0 = 0 and 𝑓1 = cos 1. Hence,
1
1
1 1 cos 1
𝐼 = ∫ 𝑥 cos 𝑥 𝑑𝑥 ≈ ℎ(𝑓0 + 𝑓1 ) = (1)(0 + cos 1) = ≈ 0.2701511529
0 2 2 2
1−0
With 𝑛 = 2, we have ℎ = 2
= 0.5, 𝑓0 = 0, 𝑓1 = 0.5cos 0.5, and 𝑓2 = cos 1. Hence,
1
1 1
𝐼 = ∫ 𝑥 cos 𝑥 𝑑𝑥 ≈ ℎ(𝑓0 + 𝑓2 ) + ℎ𝑓1 = (0.5)(0 + cos 1) + (0.5)(0.5 cos 0.5) ≈ 0.3544712169
0 2 2
1−0
= 0.25, 𝑓0 = 0, 𝑓1 = 0.25cos 0.25, 𝑓2 = 0.5 cos 0.5, 𝑓3 =
0.75 cos 0.75, and 𝑓4 = cos 1. Hence,
𝑥𝑛 3
1
𝐼 = ∫ 𝑥 cos 𝑥 𝑑𝑥 ≈ ℎ(𝑓0 + 𝑓4 ) + ℎ ∑ 𝑓𝑖
𝑥0 2
𝑖=1
1
= (0.25)(0 + cos 1) + (0.25)(0.25 cos 0.25 + 0.5 cos 0.5 + 0.75 cos 0.75)
2
≈ 0.3749842977
79
1−0
= 0.125, 𝑓0 = 0, 𝑓1 = 0.125cos 0.125, 𝑓2 = 0.25 cos 0.25,..., 𝑓7 =
𝑥𝑛 7
1 1
𝐼 = ∫ 𝑥 cos 𝑥 𝑑𝑥 ≈ ℎ(𝑓0 + 𝑓8 ) + ℎ ∑ 𝑓𝑖 = ℎ(𝑓0 + 𝑓8 ) + ℎ(𝑓1 + 𝑓2 + 𝑓3 + 𝑓4 + 𝑓5 + 𝑓6 + 𝑓7 )
𝑥0 2 2
𝑖=1
1
= (0.125)(0 + cos 1) + (0.125)(0.125 cos 0.125 + 0.25 cos 0.25 + ⋯ + 0.875 cos 0.875)
2
≈ 0.3800783073
1
The last approximation to the integral when compared with the exact value of ∫0 𝑥 cos 𝑥 𝑑𝑥 =
cos(1) + sin(1) − 1 ≈ 0.3817732907 has an error of 0.44%.
Simpson’s Rule
Dividing the interval [𝑥0 , 𝑥𝑛 ] into an even number, 𝑛 = 2𝑚, of sub-intervals each of width ℎ =
𝑥𝑛 −𝑥0
𝑛
, then evaluating 𝑓(𝑥) at 𝑥 = 𝑥𝑖 to obtain 𝑓𝑖 = 𝑓(𝑥𝑖 ) and connecting 𝑓0 , 𝑓1 , … , 𝑓𝑛 by parabolic
segments, one obtains a more accurate approximation to the definite integral, known as
Simpson’s 1/3 Rule. This formula is given by
𝑥𝑛
1 1 1
𝐼 = ∫ 𝑓(𝑥) 𝑑𝑥 ≈ ℎ(𝑓0 + 4𝑓1 + 𝑓2 ) + ℎ(𝑓2 + 4𝑓3 + 𝑓4 ) + ⋯ + ℎ(𝑓𝑛−2 + 4𝑓𝑛−1 + 𝑓𝑛 )
𝑥0 3 3 3
This can be expressed more concisely as
𝑛 𝑛−2
𝑥𝑛 2 2
1 4 2
𝐼 = ∫ 𝑓(𝑥)𝑑𝑥 ≈ ℎ(𝑓0 + 𝑓𝑛 ) + ℎ ∑ 𝑓2𝑖−1 + ℎ ∑ 𝑓2𝑖
𝑥0 3 3 3
𝑖=1 𝑖=1
Alternatively, we have
𝑥𝑛 𝑚 𝑚−1
1
𝐼 = ∫ 𝑓(𝑥)𝑑𝑥 ≈ ℎ [(𝑓0 + 𝑓𝑛 ) + 4 ∑ 𝑓2𝑖−1 + 2 ∑ 𝑓2𝑖 ]
𝑥0 3
𝑖=1 𝑖=1
Example: Integrate 𝑓(𝑥) = 𝑥 cos 𝑥 over the interval [0, 1] with 𝑛 = 2, 𝑛 = 4, and 𝑛 = 8 sub-
intervals using the Simpson’s rule.
Solution:
1−0
= 0.5, 𝑓0 = 0, 𝑓1 = 0.5cos 0.5, and 𝑓2 = cos 1. Hence,
1
1 1
𝐼 = ∫ 𝑥 cos 𝑥 𝑑𝑥 ≈ ℎ[(𝑓0 + 𝑓2 ) + 4𝑓1 ] = (0.5)[(0 + cos 1) + 4(0.5 cos 0.5)] ≈ 0.3825779049
0 3 3
1−0
= 0.25, 𝑓0 = 0, 𝑓1 = 0.25cos 0.25, 𝑓2 = 0.5 cos 0.5, 𝑓3 = 0.75 cos 0.75,
and 𝑓4 = cos 1. Hence,
𝑥𝑛
1
𝐼 = ∫ 𝑥 cos 𝑥 𝑑𝑥 ≈ ℎ[(𝑓0 + 𝑓4 ) + 4(𝑓1 + 𝑓3 ) + 2𝑓2 ]
𝑥0 3
1
= 3 (0.25)[(0 + cos 1) + 4(0.25 cos 0.25 + 0.75 cos 0.75) + 2(0.5 cos 0.5)] ≈ 0.3818219913
80
1−0
= 0.125, 𝑓0 = 0, 𝑓1 = 0.125cos 0.125, 𝑓2 = 0.25 cos 0.25,..., 𝑓7 =
𝑥𝑛
1
𝐼 = ∫ 𝑥 cos 𝑥 𝑑𝑥 ≈ ℎ[(𝑓0 + 𝑓8 ) + 4(𝑓1 + 𝑓3 + 𝑓5 + 𝑓7 ) + 2(𝑓2 + 𝑓4 + 𝑓6 )]
𝑥0 3
1
= (0.125)[(0 + cos 1) + 4(0.125 cos 0.125 + ⋯ + 0.875 cos 0.875) + 2(0.25 cos 0.25 + ⋯ + 0.75 cos 0.75)]
3
≈ 0.3817763104
1
The last approximation to the integral when compared with the exact value of ∫0 𝑥 cos 𝑥 𝑑𝑥 =
cos(1) + sin(1) − 1 ≈ 0.3817732907 has an error of 0.00079%. With 𝑛 = 4, the error is 0.013%.
Watch:
• Bisection Method: Algorithm (https://youtu.be/Y2AUhxoQ-OQ)

• Newton's Method (https://youtu.be/1uN8cBGVpfs)
• Secant Method - Numerical Methods (https://youtu.be/YxrGiqw2FmU)
• Forward, Backward, and Central Difference Method (https://youtu.be/Jqa-aFE9-GI)
• Numerical Differentiation (https://youtu.be/zM2wim4JZd0)
• Numerical Integration With Trapezoidal and Simpson's Rule (https://youtu.be/RTX-ik_8i-k)
Read:
1. Programme 13 – Stroud, K. A. & Booth, D. J. (2003). Advanced Engineering Mathematics,

4e. 175 Fifth Avenue, New York, N.Y. 10010, Palgrave MacMillan.
3. Chapter 19 – Jeffrey, A. (2002). Advanced Engineering Mathematics. 200 Wheeler Road,
Burlington, Massachusetts, Harcourt/Academic Press.
4. Chapter 10 – Hayek, S. I. (2010). Advanced Mathematical Methods in Science and
Engineering, 2e. 6000 Broken Sound Parkway, NW, Suite 300, Boca Raton, FL, Taylor &
Francis Group.
5. Chapter 3 – Burden, R. L. & Faires, J. D. Numerical Analysis, 9e. Brooks/Cole, 20 Channel
Center Street, Boston, MA, 02210, CENGAGE Learning.
81
1. Use the bisection method to approximate to two decimal places the root of 𝑓(𝑥) = 𝑒 −𝑥 − 𝑥 in
the interval [0, 1] using the endpoints of the interval as initial guesses to start the iteration.
2. Use the Newton-Raphson method to approximate to two decimal places the root of 𝑓(𝑥) =
𝑒 −𝑥 − 𝑥 in the interval [0, 1] using 𝑥 = 0 as the initial guess to start the iteration.
3. Use the secant method to approximate to two decimal places the root of 𝑓(𝑥) = 𝑒 −𝑥 − 𝑥 in the
interval [0, 1] the endpoints of the interval as initial guesses to start the iteration.
4. Use the Lagrange interpolating polynomial to estimate the value of 𝑓(𝑥) = 10𝑥𝑒 −𝑥 at 𝑥 = 3
using the values of 𝑓(𝑥) at 𝑥 = 1, 𝑥 = 2, and 𝑥 = 4.
5. Estimate the value of the unknown function using Lagrange interpolation if the known values
of the function are as follows:
𝑥𝑘 1.5 2.4 3.2 4.3

𝑦𝑘 2.5 5.2 1.8 1.4
7. Calculate the first derivative of 𝑓(𝑥) = 10𝑥𝑒 −𝑥 at 𝑥 = 0 using the forward difference formula
with step sizes of: ℎ = 0.1, ℎ = 0.01, and ℎ = 0.001.
8. Calculate the first derivative of 𝑓(𝑥) = 10𝑥𝑒 −𝑥 at 𝑥 = 0 using the backward difference formula
9. Calculate the first derivative of 𝑓(𝑥) = 10𝑥𝑒 −𝑥 at 𝑥 = 0 using the central difference formula
10. Calculate the second derivative of 𝑓(𝑥) = 10𝑥𝑒 −𝑥 at 𝑥 = 0 using the central difference
formula with step sizes of: ℎ = 0.1, ℎ = 0.01, and ℎ = 0.001.
11. Integrate 𝑓(𝑥) = 10𝑥𝑒 −𝑥 over the interval [0, 1] with 𝑛 = 2, 𝑛 = 4, and 𝑛 = 8 sub-intervals
using the trapezoidal rule.
12. Integrate 𝑓(𝑥) = 10𝑥𝑒 −𝑥 over the interval [0, 1] with 𝑛 = 2, 𝑛 = 4, and 𝑛 = 8 sub-intervals
using the Simpson’s rule.
82

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COMPILER: Engr. ALEXANDER S.

B. Course Learning Outcomes

ENGR. ALEXANDER S. CARRASCL ENGR. JOMIL JOHN S. REYES

Recommending Approval: Approved:

Engr. GEOFFREY T. SALVADOR Dr. REMEDIOS G. ADO

The successive integral powers of 𝐢 or 𝐣 are:

𝐢𝟔 = 𝐢𝟒 (𝐢𝟐 ) = −1, 𝐢𝟕 = 𝐢𝟓 (𝐢𝟐 ) = −𝐢

Different Forms of Complex Numbers

Thus, the polar form of the given complex number is 5∠53.1°.

Mathematical Operations of Complex Numbers

Example: What is 4𝐢𝟑 × 2𝐢𝟐 ?

Example: What is the quotient when 4 + 8𝐢 is divided by 𝐢𝟑 ?

The Euler’s formula is given by

nth Powers of a Complex Number

Let 𝑧1 = 𝑟1 (cos 𝜃1 + 𝐢𝐬in 𝜃1 ), 𝑧2 = 𝑟2 (cos 𝜃2 + 𝐢𝐬in 𝜃2 ), ..., 𝑧𝑛 = 𝑟𝑛 (cos 𝜃𝑛 + 𝐢𝐬in 𝜃𝑛 ) be 𝑛 complex

If 𝑧1 = 𝑧2 = ⋯ = 𝑧𝑛 , we obtain a formula for computing the nth power of a complex number,

Example: Find the value of (1 + 𝐢)𝟓 , where 𝐢 is unit imaginary number.

nth Root of a Complex Number

Logarithm of a complex number

Example: Evaluate ln(2 + 3𝐢).

Exponential Function of a Complex Number

Trigonometric Functions of a Complex Number

Hyperbolic Functions on Complex Numbers

Inverse Trigonometric Functions of Complex Numbers

Inverse Hyperbolic Functions of Complex Numbers

Example: Expand the function 𝑓(𝑧) = ln(1 + 𝑧) in a Taylor series about 𝑧 = 0.

• Complex Numbers Part Imaginary, but Really Simple (https://youtu.be/Jkv-55ndVYY)

1. Chapter 3 – Duffy, D. G. (2017). Advanced Engineering Mathematics with MATLAB, 4e.

10. Unit Matrix or Identity Matrix

11. Equal Matrices

12. Triangular Matrix

• Upper Triangular Matrix

• Lower Triangular Matrix

13. Singular and Non-Singular Matrix

14. Symmetric and Skew-Symmetric Matrices

Some important Conclusions on Symmetric and Skew-Symmetric Matrices:

15. Hermitian and Skew-Hermitian Matrices

A square matrix 𝐴 = [𝑎𝑖𝑗 ] is said to be a Hermitian matrix if 𝑎𝑖𝑗 = 𝑎̅𝑗𝑖 ∀ 𝑖, 𝑗; i.e., 𝐴 = 𝐴𝜃 .

A square matrix, 𝐴 = [𝑎𝑖𝑗 ] is said to be a skew-Hermitian if 𝑎𝑖𝑗 = −𝑎̅𝑗𝑖 ∀ 𝑖, 𝑗; i.e., 𝐴𝜃 =

det 𝐴 = (𝑎𝑒𝑖 + 𝑏𝑓𝑔 + 𝑐𝑑ℎ) − (𝑔𝑒𝑐 + ℎ𝑓𝑎 + 𝑖𝑑𝑏)

det 𝐴 = [(1)(1)(6) + (2)(4)(4) + (0)(2)(2)] − [(4)(1)(0) + (2)(4)(1) + (6)(2)(2)]

Cofactor of an Entry of a Matrix

The adjoint of a matrix is the transpose of its cofactor.

[(1)(6) − (2)(4)] −[(2)(6) − (4)(4)] [(2)(2) − (4)(1)]

System of Linear Equations

Example: Express the following system of linear equations in matrix form:

1. Chapter 3 – Duffy, D. G. (2017). Advanced Engineering Mathematics with MATLAB, 4e.

where 𝑠 = 𝜎 + 𝑗𝜔 is a complex variable, called the Laplace variable.

The Impulse and Step Functions

Suppose 𝑓(𝑡) = 𝑢(𝑡) is the continuous-time unit step function. Then

𝑅𝑂𝐶 = {𝑠 = 𝜎 + 𝑗𝜔 ∈ 𝐶|𝜎 > 4}.

Properties of the Laplace Transform

Using the linearity property, we have

lim 𝑠𝐹(𝑠) = 𝑓(0+ ).

lim 𝑠𝐹(𝑠) = 𝑓(∞).

In general, the Laplace transform of the nth order derivative is

Other Laplace transform properties are given in the table below.

Table: Laplace Transform Properties

𝒇(𝒕) = 𝓛−𝟏 {𝑭(𝒔)} 𝑭(𝒔) = 𝓛{𝒇(𝒕)}

3. 𝑓(𝑡 − 𝑇𝑑 ) 𝑒 −𝑠𝑇𝑑 𝐹(𝑠)

6. 𝑓(∞) lim 𝑠𝐹(𝑠)

Inverse Laplace Transform