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Transforms and Partial

Differential Equations
Third Edition
[For Semester III]
About the Author

T Veerarajan is Dean (Retd), Department of Mathematics, Velammal College of


Engineering and Technology, Viraganoor, Madurai, Tamil Nadu. A Gold Medalist from
Madras University, he has had a brilliant academic career all through. He has 53 years
of teaching experience at undergraduate and postgraduate levels in various established
engineering colleges in Tamil Nadu including Anna University, Chennai.
Transforms and Partial
Differential Equations
Third Edition
[For Semester III]

T Veerarajan
(Retd) Dean
Department of Mathematics
Velammal College of Engineering and Technology
Viraganoor, Madurai
Tamil Nadu

McGraw Hill Education (India) Private Limited


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Contents

Preface ix
Roadmap to the Syllabus xi

1. Partial Differential Equations 1-1–1-108


1.1 Introduction 1-1
1.2 Formation of Partial Differential Equations 1-1
1.3 Elimination of Arbitrary Constants 1-2
1.4 Elimination of Arbitrary Functions 1-2
Worked Example 1(a) 1-3
Exercise 1(a) 1-19
1.5 Solutions of Partial Differential Equations 1-21
1.6 Procedure to Find General Solution 1-22
1.7 Procedure to Find Singular Solution 1-23
1.8 Complete Solutions of First Order Non-linear P.D.E.S 1-23
1.9 Equations Reducible to Standard Types—Transformation 1-26
Worked Example 1(b) 1-28
Exercise 1(b) 1-48
1.10 General Solutions of Partial Differential Equations 1-50
1.11 Lagrange’s Linear Equation 1-51
d x d y dz
1.12 Solution of the Simultaneous Equations = = 1-52
Worked Example 1(c) 1-53 P Q R
Exercise 1(c) 1-68
1.13 Linear P.D.E.S. of Higher Order with Constant Coefficients 1-71
1.14 Complementary Function for a Non-Homogeneous
Linear Equation 1-76
1.15 Solution of P.D.E.S. by the Method of Separation of Variables 1-76
Worked Example 1(d) 1-77
Exercise 1(d) 1-96
Answers 1-99

2. Fourier Series 2-1–2-96


2.1 Introduction 2-1
2.2 Dirichlet’s Conditions 2-2
Contents
vi
2.3 Euler’s Formulas 2-2
2.4 Definition of Fourier Series 2-5
2.5 Important Concepts 2-5
2.6 Fourier Series of Even and Odd Functions 2-8
2.7 Theorem 2-9
2.8 Convergence of Fourier Series at Specific Points 2-11
Worked Example 2(a) 2-12
Exercise 2(a) 2-39
2.9 Half-Range Fourier Series and Parseval’s Theorm 2-42
2.10 Root-Mean Square Value of a Function 2-45
Worked Example 2(b) 2-47
Exercise 2(b) 2-70
2.11 Harmonic Analysis 2-73
2.12 Complex Form of Fourier Series 2-75
Worked Example 2(c) 2-76
Exercise 2(c) 2-89
Answers 2-91

3A. Applications of Partial Differential Equations—


Vibration of Strings 3-1–3-62
3.A1 Introduction 3-1
3.A2 Transverse Vibrations of a Stretched String—One Dimensional
Wave Equation 3-4
3.A3 Transmission Line Equations 3-6
3.A4 Variable Separable Solutions of the Wave
∂2 y ∂2 y
Equation 2 = a 2 2 3-8
∂t ∂x
3.A5 Choice of Proper Solution 3-10
3.A6 Solution of a Damped Vibrating String Equation 3-10
Worked Example 3(a) 3-12
Exercise 3(a) 3-57
Answers 3-61

3B. One Dimensional Heat Flow 3-63–3-115


3.B1 Introduction 3-63
3.B2 Equation of Variable Heat Flow in One Dimension 3-63
3.B3 Variable Separable Solutions of the Heat Equation 3-65
Worked Example 3(b) 3-67
Exercise 3(b) 3-109
Answers 3-113

3C. Steady State Heat Flow in Two Dimensions


[Cartesian Coordinates] 3-116–3-167
3.C1 Introduction 3-116
Contents
vii

3.C2 Equation of Variable Heat Flow in Two Dimensions


in Cartesian Coordinates 3-116
3.C3 Variable Separable Solutions of Laplace Equation 3-119
3.C4 Choice of Proper Solution 3-120
Worked Example 3(c) 3-121
Exercise 3(c) 3-162
Answers 3-165

4. Fourier Transforms 4-1–4-71


4.1 Introduction 4-1
4.2 Fourier Integral Theorem 4-1
4.3 Fourier Transforms 4-4
4.4 Alternative Form of Fourier Complex Integral Formula 4-6
4.5 Relationship Between Fourier Transform and Laplace
Transform 4-7
Worked Example 4(a) 4-8
Exercise 4(a) 4-23
4.6 Properties of Fourier Transforms 4-26
Worked Example 4(b) 4-34
Exercise 4(b) 4-53
4.7 Finite Fourier Transforms 4-55
Worked Example 4(c) 4-59
Exercise 4(c) 4-66
Answers 4-67

5. Z-Transforms and Difference Equations 5-1–5-50


5.1 Introduction 5-1
5.2 Properties of Z-Transforms 5-2
5.3 Z-Transforms of Some Basic Functions 5-7
Worked Example 5(a) 5-12
Exercise 5(a) 5-23
5.4 Inverse Z-Transforms 5-26
5.5 Use of Z-Transforms to Solve Finite Difference Equations 5-27
Worked Example 5(b) 5-27
Exercise 5(b) 5-41
Appendix A A.1–A.13
Appendix B B.1–B.11
Appendix C C.1–C.14
Appendix D D.1–D.11
Solved Question Papers-1 SQP1.1–SQP1.11
Solved Question Papers-2 SQP2.1–SQP2.10
Solved Question Papers-3 SQP3.1–SQP3.11
Solved Question Papers-4 SQP4.1–SQP4.14
Contents
viii
Solved Question Papers-5 SQP5.1–SQP5.11
Solved Question Papers-6 SQP6.1–SQP6.9
Solved Question Papers-7 SQP7.1–SQP7.7
Solved Question Papers-8 SQP8.1–SQP8.9
Solved Question Papers-9 SQP9.1–SQP9.9
Solved Question Papers-10 SQP10.1–SQP10.9
Solved Question Papers-11 SQP11.1–SQP11.9
Index I-1–I-2
Preface

Transforms and Partial Differential Equations, 3e, has been designed specifically to
cater to the needs of third semester B Tech students of Anna University. The current
edition aims at preparing the students for examination alongside strengthening the
fundamental concepts related to Transforms and Partial Differential Equations. Lucidity
of the text, ample worked examples and notes highlighted within the text help students
navigate through complex topics seamlessly. Stepwise explanation, use of multiple
methods of problem solving, and additional information presented by the means of
appendices are few other notable features of the content. In addition, solved question
papers of 2009–2015 and plentiful practice exercises are the highlighting feature of
this edition.

Salient Features
• Strict adherence to the latest AU syllabus
• In-depth coverage of topics like Fourier Series, Fourier Transform, Complex
Analysis and Solution of PDE
• Addition of topics such as classification of PDE of the second order and
inclusion of solved and unsolved examples
• Stepwise solutions of solved problems which will enable students to score
marks
• Solved university questions papers from 2009 to 2015 (R-08, R-13)
• Rich pedagogy:
 284 examples within the chapter
 611 short and long answer type questions

Chapter Organization
The book is organised into 5 chapters. Chapter 1 deals with Partial Differential
Equations. Chapter 2 explains in detail about Fourier Series. Chapter 3 discusses the
Applications of Partial Differential Equations and has been divided into three major
parts—Vibrations of Strings; One Dimensional Heat Flow; and Steady State Heat
Flow in Two Dimension. Chapter 4 focuses on Fourier Transforms while Chapter 5
elaborates on Z-Transforms and Difference Equations.
Preface
x

Acknowledgements
I am deeply grateful to all the students and teachers of India who have enthusiastically
responded to the previous editions of Transforms and Partial Differential Equations
(III Semester BE/B Tech courses). I hope that both the faculty and the students will
receive the present edition as willingly as the earlier editions and my other books.
A number of reviewers took pains to provide valuable feedback for the book. We
are grateful to all of them and their names are mentioned as follows:
A. Manoharan
Ganadipathy Tulsi’s Jain Engineering College, Vellore, Tamil Nadu
K. Thanalakshmi
Kamaraj College of Engineering and Technology, Chennai, Tamil Nadu
R. Ranganathan
Dhirajlal Gandhi College of Technology, Salem, Tamil Nadu
K. Basari Kodi
Ramco Institute of Technology, Virudhunagar, Tamil Nadu

T Veerarajan

Publisher’s Note
Critical evaluation and suggestions for the improvement of the book will be highly
appreciated and acknowledged. Hence, we look forward to receiving your feedback,
comments and ideas to enhance the quality of this book. You can reach us at
info.india@mheducation.com. Kindly mention the title and the author’s name as the
subject. In case you spot piracy of this book, please do let us know.
Roadmap to the Syllabus
Transforms and Partial Differential Equations
Regulation – 2013

Module I: PARTIAL DIFFERENTIAL EQUATIONS


Formation of partial differential equations—Singular integrals—Solutions of
standard types of first order partial differential equations—Lagrange’s linear
equation—Linear partial differential equations of second and higher order with
constant coefficients of both homogeneous and non-homogeneous types.

Go to CHAPTER 1. PARTIAL DIFFERENTIAL EQUATIONS

Module II: FOURIER SERIES


Dirichlet’s conditions—General Fourier series—Odd and even functions—Half
range sine series—Half range cosine series—Complex form of Fourier series—
Parseval’s identity—Harmonic analysis.

Go to CHAPTER 2. FOURIER SERIES

Module III: APPLICATIONS OF PARTIAL DIFFERENTIAL


EQUATIONS
Classification of PDE—Method of separation of variables—Solutions of one
dimensional wave equation—One dimensional equation of heat conduction—
Steady state solution of two dimensional equation of heat conduction (excluding
insulated edges).

CHAPTER 3. APPLICATION OF PARTIAL


DIFFERENTIAL EQUATIONS
CHAPTER 3A. VIBRATIONS OF STRINGS
Go to
CHAPTER 3B. ONE DIMENSIONAL HEAT FLOW
CHAPTER 3C. STEADY STATE HEAT FLOW IN TWO
DIMENSION
Roadmap to the Syllabus
xii

Module IV: FOURIER TRANSFORMS


Statement of Fourier integral theorem—Fourier transform pair—Fourier sine and
cosine transforms—Properties—Transforms of simple function—Convolution
theorem—Parseval’s identity.

Go to CHAPTER 4. FOURIER TRANSFORMS

Module V: Z-TRANSFORMS AND DIFFERENCE EQUATIONS


Z-transforms—Elementary properties—Inverse Z-transform (using partial fraction
and residues)—Convolution theorem—Formation of difference equations—Solution
of difference equations using Z-transform.

Go to CHAPTER 5. Z-TRANSFORMS AND DIFFERENCE


EQUATIONS
Chapter 1
Partial Differential
Equations

1.1

1.2
Transforms and Partial Differential Equations
1-2

1.3
3 1

1
1.4
1

w
Partial Differential Equations
1-3

Worked Examples 1(a)


Transforms and Partial Differential Equations
1-4
Partial Differential Equations
1-5
Transforms and Partial Differential Equations
1-6

with
respect to y, we would have got
Partial Differential Equations
1-7

px

Example 5
Transforms and Partial Differential Equations
1-8
Partial Differential Equations
1-9
Transforms and Partial Differential Equations
1-10
Partial Differential Equations
1-11
Transforms and Partial Differential Equations
1-12
Partial Differential Equations
1-13
Transforms and Partial Differential Equations
1-14
Partial Differential Equations
1-15
Transforms and Partial Differential Equations
1-16
Partial Differential Equations
1-17
Transforms and Partial Differential Equations
1-18
Partial Differential Equations
1-19

Exercise 1(a)
-
Transforms and Partial Differential Equations
1-20

f
Partial Differential Equations
1-21

1.5

1
Transforms and Partial Differential Equations
1-22

1
1.6
Partial Differential Equations
1-23

1.7

1
1.8
Transforms and Partial Differential Equations
1-24
Partial Differential Equations
1-25
Transforms and Partial Differential Equations
1-26

1.9
Partial Differential Equations
1-27
Transforms and Partial Differential Equations
1-28

Worked Examples 1(b)


Partial Differential Equations
1-29
Transforms and Partial Differential Equations
1-30
Partial Differential Equations
1-31

obtained from (3), satisfy Eq. 2.


Transforms and Partial Differential Equations
1-32
Partial Differential Equations
1-33
Transforms and Partial Differential Equations
1-34
Partial Differential Equations
1-35
Transforms and Partial Differential Equations
1-36
Partial Differential Equations
1-37
Transforms and Partial Differential Equations
1-38
Partial Differential Equations
1-39
Transforms and Partial Differential Equations
1-40
Partial Differential Equations
1-41

Solving (4), we get


Transforms and Partial Differential Equations
1-42
Partial Differential Equations
1-43

P Q
Transforms and Partial Differential Equations
1-44
Partial Differential Equations
1-45
Transforms and Partial Differential Equations
1-46
Partial Differential Equations
1-47
Transforms and Partial Differential Equations
1-48

1
-

C
Partial Differential Equations
1-49
Transforms and Partial Differential Equations
1-50

1.10

which will be discussed in Section 1.12.


Partial Differential Equations
1-51

1.11
Transforms and Partial Differential Equations
1-52

1.12

R are, in general, functions


Partial Differential Equations
1-53

Worked Examples 1(c)


Transforms and Partial Differential Equations
1-54
Partial Differential Equations
1-55
Transforms and Partial Differential Equations
1-56
Partial Differential Equations
1-57
Transforms and Partial Differential Equations
1-58
Partial Differential Equations
1-59

(2)

(3)
Transforms and Partial Differential Equations
1-60
Partial Differential Equations
1-61
Transforms and Partial Differential Equations
1-62
Partial Differential Equations
1-63

n
Transforms and Partial Differential Equations
1-64
Partial Differential Equations
1-65
Transforms and Partial Differential Equations
1-66
Partial Differential Equations
1-67
Transforms and Partial Differential Equations
1-68

1
-
Partial Differential Equations
1-69
Transforms and Partial Differential Equations
1-70
Partial Differential Equations
1-71

1.13
Transforms and Partial Differential Equations
1-72

n
D¢z

Dn–r D¢yr
Partial Differential Equations
1-73
Transforms and Partial Differential Equations
1-74

The Particular Integral of the solution of f (D, D¢)z = R(x, y).


Partial Differential Equations
1-75
Transforms and Partial Differential Equations
1-76

1.14

1.15
Partial Differential Equations
1-77

Worked Examples 1(d)


Transforms and Partial Differential Equations
1-78
Partial Differential Equations
1-79
Transforms and Partial Differential Equations
1-80
Partial Differential Equations
1-81
Transforms and Partial Differential Equations
1-82
Partial Differential Equations
1-83
Transforms and Partial Differential Equations
1-84
Partial Differential Equations
1-85
Transforms and Partial Differential Equations
1-86

(D2 – 5 DD¢ + 6 D¢2) z = y sin x


Partial Differential Equations
1-87
Transforms and Partial Differential Equations
1-88

RSx + 2 F a - 1 xI UV
T H 2 KW
Partial Differential Equations
1-89
Transforms and Partial Differential Equations
1-90

- 2e 1 2 1 1 1 1
z = f 1 ( y + x) + e–2x f 2 ( y + 2 x) + x + x y - y - - cos (2 x + y)
2 2 4 4 2
Partial Differential Equations
1-91
Transforms and Partial Differential Equations
1-92
Partial Differential Equations
1-93

Y
Transforms and Partial Differential Equations
1-94

c
Partial Differential Equations
1-95
Transforms and Partial Differential Equations
1-96

C1 C2

C1 C2

1
-
Partial Differential Equations
1-97
Transforms and Partial Differential Equations
1-98
Partial Differential Equations
1-99

1
2.

3.

4.

5.

6.

7.

8.

9.

10.

11.

12.

13.

14.

15.

16.

17.

18.

19.
Transforms and Partial Differential Equations
1-100
20.

21.

22.

23.

24.

25.

26.

27.

28.

29.

30.

31.

32.

33.

34.

35.

36.

37.
Partial Differential Equations
1-101

38.

39.

40.

41.

42.

43.

44.

45.

1
7.

8.

9.

10.

11.

12.

13.

14.

15.

16.
Transforms and Partial Differential Equations
1-102
17.

18.

19.

20.

21.

22.

23.

24.

25.

26.

27.

28.

29.

30.

31.

32.

33.

34.
Partial Differential Equations
1-103

35.

36.

37.

38.

39.

40.

41.

42.

43.

44.

45.

46.

47.

48.

49.

50.

1
1.

2.
Transforms and Partial Differential Equations
1-104
3.

4.

5.

6.

7.

8.

9.

10.

12.

13.

14.

15.

16.

17.

18.

19.

20.

21.

22.
Partial Differential Equations
1-105

23.

24.

25.

26.

27.

28.

29.

30.

31.

32.

33.

34.

35.

36.

37.

38.
Transforms and Partial Differential Equations
1-106

39.

40.

41.

42.

43.

44.
1
1.

2.

3.

4.

5.

6.

7.

8.

9.

10.

11.

12.
Partial Differential Equations
1-107

13.

14.

15.

16.

17.

18.

19.

20.

21.

22.

23.

24.

25.

26.

27.

28.

29.

30.
Transforms and Partial Differential Equations
1-108

31.

32.

33.

34.

35.

36.

37.

38.

39.

40.

41.

42.

43.

44.

45.
Chapter 2
Fourier Series

2.1
Transforms and Partial Differential Equations
2-2

2.2

2.3
Fourier Series
2-3
Transforms and Partial Differential Equations
2-4
Fourier Series
2-5

2.4

2.5
Transforms and Partial Differential Equations
2-6

2.1, 2.2 and 2.3.

2
2.1 2.3
2
2.1
2.1
Fourier Series
2-7

2.3
Transforms and Partial Differential Equations
2-8

Fourier

2.6

2 2 2
Fourier Series
2-9

2 2

2 2

2.7
1.7
Transforms and Partial Differential Equations
2-10
Fourier Series
2-11
2.8
Transforms and Partial Differential Equations
2-12

Worked Examples 2(a)


Fourier Series
2-13
Transforms and Partial Differential Equations
2-14
Fourier Series
2-15

and
Transforms and Partial Differential Equations
2-16
Fourier Series
2-17
Transforms and Partial Differential Equations
2-18
Fourier Series
2-19
Transforms and Partial Differential Equations
2-20
Fourier Series
2-21

Since the function f(x) (1) is defined in a range of length 2, it can be expanded
as a Fourier series of period 2.
Transforms and Partial Differential Equations
2-22
Fourier Series
2-23
Transforms and Partial Differential Equations
2-24

(2)

4 2
- (2)
(- p )

(1),
Fourier Series
2-25

ò
Transforms and Partial Differential Equations
2-26
Fourier Series
2-27
Transforms and Partial Differential Equations
2-28
Fourier Series
2-29
Transforms and Partial Differential Equations
2-30
Fourier Series
2-31
p

LMRS - cos (4n - 1)x + cos (4n - 1)x UVOP 4

NT 4 n + 1 4n - 1 WQ

p
4
Transforms and Partial Differential Equations
2-32
Fourier Series
2-33
Transforms and Partial Differential Equations
2-34
Fourier Series
2-35
Transforms and Partial Differential Equations
2-36

8
p2

2
Fourier Series
2-37

2
Transforms and Partial Differential Equations
2-38

(3)
Fourier Series
2-39

-
Transforms and Partial Differential Equations
2-40
Fourier Series
2-41
Transforms and Partial Differential Equations
2-42

2.9
Fourier Series
2-43

2
Transforms and Partial Differential Equations
2-44
Fourier Series
2-45

2.10
Definition

Parseval's theorem
Transforms and Partial Differential Equations
2-46
Fourier Series
2-47

Worked Examples 2(b)


Transforms and Partial Differential Equations
2-48

R|2 p2
- 43 , if n is odd
S|-
p
2p
n

,
n
if n is even
T n
Fourier Series
2-49
Transforms and Partial Differential Equations
2-50
Fourier Series
2-51

[Sum of the Fourier series of f (x)]x = 0 = f (0)


Transforms and Partial Differential Equations
2-52
Fourier Series
2-53
Transforms and Partial Differential Equations
2-54
Fourier Series
2-55
Transforms and Partial Differential Equations
2-56
Fourier Series
2-57
Transforms and Partial Differential Equations
2-58
Fourier Series
2-59
Transforms and Partial Differential Equations
2-60
Fourier Series
2-61
Transforms and Partial Differential Equations
2-62

ò
Fourier Series
2-63
Transforms and Partial Differential Equations
2-64
Fourier Series
2-65
Transforms and Partial Differential Equations
2-66
Fourier Series
2-67
Transforms and Partial Differential Equations
2-68

0
Fourier Series
2-69
Transforms and Partial Differential Equations
2-70

2
-
Fourier Series
2-71
Transforms and Partial Differential Equations
2-72
Fourier Series
2-73

2.11
Transforms and Partial Differential Equations
2-74
Fourier Series
2-75

2.12
Transforms and Partial Differential Equations
2-76

Worked Examples 2(c)


Fourier Series
2-77
Transforms and Partial Differential Equations
2-78
Fourier Series
2-79

2 2

2
Transforms and Partial Differential Equations
2-80

2
Fourier Series
2-81

2
Transforms and Partial Differential Equations
2-82

2 2 2

2 2 2

¥ ¥
p p
å +å
= =

2
Fourier Series
2-83

Fig. 2.17 Fig. 2.18

2
Transforms and Partial Differential Equations
2-84

2 2

, 2

, 2
Fourier Series
2-85

, 2

2
Transforms and Partial Differential Equations
2-86

, Fig. 2.22)

2 2

, Fig.2 2.23)

, Fig.222.24)
Fourier Series
2-87
Transforms and Partial Differential Equations
2-88

Example 9
Fourier Series
2-89

2
-
Transforms and Partial Differential Equations
2-90

p 4p / 3 5p / 3 2p
1.30 - 0.88 -0.25 1.98
Fourier Series
2-91

2
19.

20.

21.

22.

23.

24.

25.

26.
Transforms and Partial Differential Equations
2-92

27.

28.

29.

30.

31.

32.

33.

34.

35.

36.

37.

38.

39.

40.
Fourier Series
2-93

41.

42.

43.

44.

45.

46.

47.

48.

49.

50.

2
7.

8.

11.

12.

13.
Transforms and Partial Differential Equations
2-94

14.

15.

16.

17.

19.

20.

21.

22.

23.

24.

25.

26.

27.

28.
Fourier Series
2-95

29.

30.

31.

32.

33.

34.

35.

36.

37.

38.

39.

40.

2
6.

7.
Transforms and Partial Differential Equations
2-96
8.

9.

10.

11.

12.

13.

14.

15.

16.

17.

18.

19.

20.
Chapter 3
Applications of Partial
Differential Equations—
Part A

Vibration of Strings
3A.1
Transforms and Partial Differential Equations
3-2

Classification of Partial Differential Equations of the Second Order


The most general form of linear partial differential equation of the second order in
two independent variables is

�2 u �2 u �2 u �u �u
A �B �C 2 �D �E � Fu � G (1)
�x 2 �x �y �y �x �y

where A, B, C, D, E, F, and G are functions of x and y only.


An equation of the from

�2 u �2 u �2 u �u �u
A �B � C 2 � f ( x, y, u, , ) � 0 (2)
�x 2 �x �y �y �x �y

in which the terms involving the second order partial derivatives alone are linear, is
known as a quasi-linear P.D.E. of the second order.
The equation (1) or (2) is said to be of
1. The elliptic type, if B2 – 4 AC < 0
2. The parabolic type, if B2 – 4 AC = 0
3. The hyperbolic type, if B2 – 4 AC > 0
For example, let us consider the following equations:

�2 u �2 u �2 u �u
(i) � 2x � x2 2 � 2 �0
�x 2 �x �y �y �y

Or uxx � 2 xuxy � x 2 uyy � 2uy � 0

Here A = 1, B = –2x, C = x2
B2 – 4 AC = (–2x)2 – 4x2 = 0
� � �� The equation is parabolic at all points.

(ii) y 2 uxx � x 2 uyy � 0


Here A = y2, B = 0, C = x2
B2 – 4 AC = 0 – 4x2y2 < 0, for all x and y (� 0)
� � ��The equation is elliptic at all points.
(iii) x2uxx – y2uyy = 0

Here A = x2, B = 0, C = –y2


B2 – 4 AC = 0 + 4x2y2 > 0, for all x and y (� 0)
� � �� The equation is hyperbolic at all points.
(iv) yxx – x uyy = 0
Here A = 1, B = 0, C = –x
Applications of Partial Differential Equations—Vibration of Strings
3-3

B2 – 4 AC = 0 + 4x
� � �� The equation is elliptic, parabolic and hyperbolic, according as x < 0,
x = 0 and x > 0 respectively.
(v) uxx + 4uxy + (x2 + 4y2)uyy = sin(x + y)
Here A = 1, B = 4, C = x2 + 4y2
B2 – 4 AC = 16 – 4 (x2 + 4y2)
= 4(4 – x2 – 4y2)
� � �� The equation is of the elliptic type if 4 – x2 – 4y2 < 0

i.e., x2 + 4y2 > 4


x 2 y2
i.e., � �1
4 1
x 2 y2
i.e., outside the ellipse � � 1.
4 1
x 2 y2
The given P.D.E. is of the parabolic type on the ellipse � � 1 and of
4 1
x 2 y2
the hyperbolic type inside the ellipse � �1.
4 1
A liner or quasi-linear P.D.E. of the second order can be converted into simple forms,
canonical forms or normal forms by effecting suitable transformations of independent
variables, the discussion of which is beyond the scope of this book.
The frequently occurring canonical forms of P.D.E’s are

�2 u �2 u
(i) � � 0 (Laplace equation)
�x 2 �y 2

�2 u �2 u
(ii) � � � f ( x, y) (Poisson equation)
�x 2 �y 2

�u �2 u
(iii) � � 2 2 (One dimensional heat flow equation)
�t �x

�2 u �2 u
(iv) � a2 (One dimensional wave equation)
�t 2 �x 2
It can be easily verified that equations (i) and (ii) are of the elliptic type, equation
(iii) is of the parabolic type and equation (iv) is of the hyperbolic type.
Transforms and Partial Differential Equations
3-4

3A.2
-

3A.1
Applications of Partial Differential Equations—Vibration of Strings
3-5
Transforms and Partial Differential Equations
3-6

3A.3

3A.2

3A.2)

3A.3

By Kirchhoff’s voltage law, the potential drop across the segment PQ


3A.3)

By Kirchhoff’s current law, loss of current while crosssing the segment PQ = loss
Applications of Partial Differential Equations—Vibration of Strings
3-7

3(B)
Transforms and Partial Differential Equations
3-8

3A.4
Applications of Partial Differential Equations—Vibration of Strings
3-9
Transforms and Partial Differential Equations
3-10

3A.5

3A.6
Applications of Partial Differential Equations—Vibration of Strings
3-11
Transforms and Partial Differential Equations
3-12

Worked Examples 3A

3A.4

3A.4)
Applications of Partial Differential Equations—Vibration of Strings
3-13
Transforms and Partial Differential Equations
3-14
Applications of Partial Differential Equations—Vibration of Strings
3-15

Example 2
Transforms and Partial Differential Equations
3-16

3A.5

3
Applications of Partial Differential Equations—Vibration of Strings
3-17
Transforms and Partial Differential Equations
3-18

-
Applications of Partial Differential Equations—Vibration of Strings
3-19
Transforms and Partial Differential Equations
3-20

r r2
Pa

3A.6

3A.6).

r
Applications of Partial Differential Equations—Vibration of Strings
3-21
Transforms and Partial Differential Equations
3-22

n2

3A.7).
Applications of Partial Differential Equations—Vibration of Strings
3-23

3A.7
Transforms and Partial Differential Equations
3-24
Applications of Partial Differential Equations—Vibration of Strings
3-25
Transforms and Partial Differential Equations
3-26
Applications of Partial Differential Equations—Vibration of Strings
3-27
Transforms and Partial Differential Equations
3-28
Applications of Partial Differential Equations—Vibration of Strings
3-29

which is Fourier half-range sine series of k(2lx – x2) in (0, 2l),


Transforms and Partial Differential Equations
3-30
Applications of Partial Differential Equations—Vibration of Strings
3-31
Transforms and Partial Differential Equations
3-32
Applications of Partial Differential Equations—Vibration of Strings
3-33
Transforms and Partial Differential Equations
3-34
Applications of Partial Differential Equations—Vibration of Strings
3-35
Transforms and Partial Differential Equations
3-36
Applications of Partial Differential Equations—Vibration of Strings
3-37
Transforms and Partial Differential Equations
3-38
Applications of Partial Differential Equations—Vibration of Strings
3-39
Transforms and Partial Differential Equations
3-40

3A.6]
Applications of Partial Differential Equations—Vibration of Strings
3-41
Transforms and Partial Differential Equations
3-42
Applications of Partial Differential Equations—Vibration of Strings
3-43

PROBLEMS ON TRANSMISSION LINE EQUATION

3A.3]
Transforms and Partial Differential Equations
3-44
Applications of Partial Differential Equations—Vibration of Strings
3-45
Transforms and Partial Differential Equations
3-46

(1)

(2)
(2).
(2)
(2)

(2)
(2)

(3)

(2) (3),

(3)
Applications of Partial Differential Equations—Vibration of Strings
3-47
Transforms and Partial Differential Equations
3-48

Equation (8) is readily solved, as the end conditions, (13) and (14) for e2(x, t)
contain only zero values
Applications of Partial Differential Equations—Vibration of Strings
3-49
Transforms and Partial Differential Equations
3-50
Applications of Partial Differential Equations—Vibration of Strings
3-51

e
Transforms and Partial Differential Equations
3-52

3
Applications of Partial Differential Equations—Vibration of Strings
3-53

PROBLEMS ON VIBRATION OF MEMBRANES

is
Transforms and Partial Differential Equations
3-54
Applications of Partial Differential Equations—Vibration of Strings
3-55
Transforms and Partial Differential Equations
3-56

a
Applications of Partial Differential Equations—Vibration of Strings
3-57

Exercise 3(a)
Part A (Short-Answer Questions)
1. When do you say that a quasi-linear P.D.E. is (i) elliptic, (ii) parabolic,
(iii) hyperbolic?
2. Classify the following P.D.E.s as to whether they are elliptic, parabolic or
hyperbolic.
(i) uxx + 2uxy + uyy = 0
(ii) uxy – ux = 0
(iii) x2uxx + (1 – y2) uyy = 0; – � < x < �; – 1< y <1.
(iv) xfxx + yfyy = 0; x> 0; y >0.
(v) fxx – 2fxy = 0
Transforms and Partial Differential Equations
3-58

(vi) fxx + 2fxy + 4fyy = 0


(vii) (x + 1)fxx + 2(x + 2) fxy + (x + 3)fyy = 0
3. State the assumptions made while deriving the equation of vibration of a
string in the simple form.
�2 y 2 � y
2
4. What does a2 represent in the equation 2 � a ?
�t �x 2
5. Write down the two transmission line equations.
6. Write down the telephone equations for potential and current.
7. Write down the radio equations for potential and current.
8. Write down the telegraph equations for potential and current.
9. When do the telephone equations reduces to the form of one dimensional
wave equation?
10. When do the telephone equations reduce to the form of one dimensional heat
flow equation?
11. Write down the three mathematically possible solutions of one dimensional
wave equation.
12. Write down the appropriate solution of the vibration of string equation. How
is it chosen?
13. Write down the differential equation that represents damped vibration of a
string.
14. Write down the suitable variable separable solution of the equation that
represents damped vibration of a string.
15. Write down the differential equation that represents the vibration of a
membrane.
16. Write down the appropriate solution of the equation representing the vibration
of a membrane.
17. Write down the form of the general solution of the vibration of string equation,
if the string fixed at the ends, is given a non zero initial displacement and zero
initial velocity.
18. Write down the form of the general solution of the vibration of string
equation, if the string, fixed at the ends, is given a non zero initial velocity
from its equilibrium position.
19. Write down the form of the general solution of the vibration of string equation,
if the string is fixed at its ends.

Part B
20. A string is stretched and fastened to two points l apart. Motion is started by
2� x 3� x
displacing the string into the form of the curve (a) y � 2 sin � 3sin
l l
3� x 2� x
and (b) y � 2 sin cos and then releasing it from this position at time
l l
t = 0. Find the displacement function y(x, t).
Applications of Partial Differential Equations—Vibration of Strings
3-59

21. The ends of a uniform string of length 2l are fixed. The initial displacement
is y(x, 0) = kx(2l – x), 0 < x < 2l, while the initial velocity is zero. Find the
displacement at any distance x from the end x = 0 at any time t.
22. A tightly stretched string of length � is fastened at both ends. The mid-point
of the string is displaced by a distance d transversely and the string is released
from rest in this position. Find the displacement of any point of the string at
any subsequent time.
23. Solve Problem 22, if length of the string is 50 cm and d = 1 cm.
24. A tightly stretched string of length l has its ends x = 0 and x = l fixed. The
point x = l/3 is drawn aside by a small distance h and released from rest at
time t = 0. Find y(x, t) at any subsequent time t.
25. An elastic string is stretched between two points at a distance l. One end is
2l
taken as the origin and at a distance from this end, the string is displaced
3
a distance d transversely and is released from rest when it is in this position.
Find the displacement function y(x, t).
26. The points of trisection of a string of length � are pulled aside through a
distance b on opposite sides of the position of equilibrium and the string is
released from rest. Find the subsequent displacement of the string.
27. A tightly stretched string with fixed end x = 0 and x = � is initially at rest in
its equilibrium position. If it is set in motion by giving each point a velocity
v = 16 sin5 x, find the displacement of any point of the string at any time t.
28. A taut string of length 50 cm fastened at both ends, is disturbed from its
position of equilibrium by imparting to each of its points an initial velocity
of magnitude kx for 0 < x < 50. Find the displacement function y(x, t).
29. A string is stretched between two fixed points at a distance of l cm and the
points of the string are given initial velocity v = �(lx – x2), for 0 < x < l. Find
the displacement function y(x, t).
30. A string is stretched between two fixed points at a distance of 2l cm and the
points of the string are given initial velocities v, where
kx
v= in 0 � x � l
l
k
= (2l � x ) in l � x � 2l
l
x being the distance from an end point. Find the displacement of the string at
any time.
31. A string is stretched and fastened to two point l apart. Motion is started by
n�
displacing the string into the form of the curve y � y0 sin and also by
l
imparting a constant velocity v0 to every point of the string in this position at
time t = 0. Determine the displacement function y(x, t).
32. A string is stretched between two fixed points at a distance of � cm and the
points of the string are given initial velocities v, where
Transforms and Partial Differential Equations
3-60

v = x, in 0 � x �
2

= � � x, in
� x��
2
after displacing it to the position y = x(� – x) at t = 0. Find the displacement
of the string at any time.
33. A tightly stretched string of length l is fastened at both ends. The mid-point
of the string is taken to a distance h and the various points of the string are
given (different) velocities v, where v = kx(l – x), in this position at t = 0. Find
the subsequent displacement of the string.
�2 u �2 u
34. Solve the wave equation 2 � a 2 2 , if u(0, t) = 0, u(l, t) = A sin �t and
u(x, 0) = 0. �t �x
35. The differential equation of a vibrating string that is viscously damped is
�2 y �2 y �y
= a2 � 2b
�t 2
�x 2 �t
If the string is fastened at both ends and given zero initial velocity, find the
displacement function y(x, t) when the length of the string is l and initial
� �x�
displacement is sin 3 � � .
� l �
36. Solve the viscously damped vibrating string problem, if the mid-point of the
string of length l is taken to a distance h and the string is released from rest
from this position at time t = 0. Assume that the ends of the string are fisec.
37. Neglecting the resistance R and leakage G, find the e.m.f. v(x, t) in a line
a km long t seconds after the ends were suddenly grounded, if initially
�v �x 7� x
i(x, 0) = i0 so that (x, 0) = 0 and v(x, 0) = v( x, 0) � E1 sin � E7 sin .
�t a a
38. Neglecting R and G, find e.m.f. e(x, t) in a line of length 1 km, t seconds after
� �e �
the ends were suddenly grounded, if initially i(x0) = i0 and � � � 0 and
e(x, 0) = 2E sin 3�x(1 + cos �x). � �t � t � 0
0
�2 e �2 e
39. Show that the solution of the equation � LC
appropriate to the case
�x 2 �t 2
when a periodic e.m.f. v0 cos pt is applied at the end x = 0 of a line is given
by e � v0 cos( pt � p LC x ) .
[Hint: Assume the solution in the form e(x, t) = k cos (ax + bt) and find the
values of k, a, b, such that the assumed solution satisfies the given equation
and the given boundary condition.]
40. A tightly stretched unit square membrane with sides x = 0, x = 1, y = 0 and
y = 1 starts vibrating from rest and its initial displacement is (a) k sin 2�x
sin �y, (b) k sin �x sin 2�y. Find the deflection of any point (x, y) of the
membrane at any time t.
Applications of Partial Differential Equations—Vibration of Strings
3-61

41. Find the deflection z(x, y, t) of a rectangular membrane (0 < x < 2, 0 < y
< 1) whose boundary is fixed, given that it starts from rest and z(x, y, 0) =
�xy(2 – x)(1 – y).
42. Find the deflection z(x, y, t) of a rectangular membrane (0 < x < a, 0 < y < b)
whose boundary is fixed, given that its starts from rest and z(x, y, 0) =
xy(a2 – x2)(b2 – y2).

Answers
Exercise 3(a)
2. (i) Parabolic (ii) Hyperbolic (iii) Elliptic (iv) Elliptic
(v) Hyperbolic (vi) Elliptic (vii) Hyperbolic
2 n� 2� at 3� x 3� at
20. (a) y( x, t ) � 2 sin cos � 3sin � cos
l l l l
n� � at 5� x 5� at
(b) y( x, t ) � sin cos � sin cos .
l l l l

32 kl 2 1 (2 n � 1)� x (2 n � 1)� at
21. y( x, t ) �
� 3 � (2n � 1)3 sin 2l
cos
2l
.
n �1

8d �
(�1)n �1
22. y( x, t ) �
�2
� (2n � 1)2 sin(2n � 1) x � cos(2n � 1) at
n �1

8 �
(�1)n �1 (2 n � 1)� x (2 n � 1)� at
23. y( x, t ) �
� 2 � (2n � 1)2 sin 60
� cos
60
.
n �1


9h 1 n� n� x n� at .
24. y( x, t ) �
� 2 � n2 sin 3
sin
l
cos
l
n �1


9d 1 2 n� n� x n� at
25. y( x, t ) �
� 2 � n2 sin 3
sin
l
cos
l
.
n �1


9b 1 2 n�
26. y( x, t ) �
� 2 � n2 sin 3
sin 2 nx cos 2 nat .
n �1

27. 10 5 1
y( x, t ) � sin x sin at � sin 3 x sin 3 at � sin 5 x sin 5 at .
a 3a a

5000 k 1 n� x n� at
28. y( x, t ) �
� a 2 � n2 (�1)n�1 sin 50
cos
50
.
n �1

3 �
8� l 1 (2 n � 1)� x (2 n � 1)� at .
29. y( x, t ) �
� 4
a
� (2n � 1)4 sin 2l
� sin
l
n �1

16 kl �
(�1)n �1 (2 n � 1)� x (2 n � 1)� at
30. y( x, t ) �
� 3a
� (2n � 1)3 sin 2l
sin
2l
n �1
Transforms and Partial Differential Equations
3-62

�x � at 4 v0 l � 1 n� x n� at
31. y( x, t ) � y0 sin cos � 2 � 2 sin sin
l l � a n �1 n l l

8 1
32. y( x, t ) �

� (2n � 1)3 sin(2n � 1) x � cos(2n � 1) at
n �1

4 �
(�1)n �1
� �
� n �1 (2 n � 1)2
sin(2 n � 1) x � sin(2 n � 1) at .

8h �
(�1)n �1 (2 n � 1)� x (2 n � 1)� at
33. y( x, t ) �
�2
� (2n � 1)2 sin l
cos
l
n �1
3 �
8kl 1 (2 n � 1)� x (2 n � 1)� at
� 4
a
� (2n � 1)4 sin l
� sin
l
.
n �1

�l �x
34. u( x, t ) � A cosec � sin � sin � t .
a a
3 �x b 1 3� x
35. y( x, t ) � e � bt sin (cos c1t � sin c1t ) � e � bt sin (cos c3 t �
4 l c1 4 l

b � 2 a2 9� 2 a 2
sin c3 t ), where c1 � � b2 and c3 � � b2 .
c3 l2 l2

8h 1 n� n� x b
36. y( x, t ) � 2
e � bt � 2
sin sin � (cos cn t � sin cn t ) ,
� n �1 n 2 l cn

n2� 2 a 2
where cn = � b2 .
l2
�x �t 7� x 7� t
37. v( x, t ) � E1 sin cos � E7 sin cos .
a a LC a a LC
� 2� t 3� t 4� t �
38. e( x, t ) � E0 �sin 2� x cos � 2 sin 3� x cos � sin 4� x cos �.
� LC LC LC �
40. (a) z(x, y, t) = k sin 2� x sin � y cos 5� at ;
(b) z(x, y, t) = k sin � x sin 2� y cos 5� at .
� �
256 � � 1 (2 m � 1)� x
41. z( x, y, t ) �
� 6 � � �� (2m � 1)3 (2n � 1)3 sin 2
m �1 n �1 �

(2 m � 1)2 ��
sin(2 n � 1)� y � cos � (2 n � 1)2 � at � .
4 ��

144 a 3 b3 � � �� 1 m� x n� y m 2 n2 ��
42. z( x, y, t ) �
� 6 � � � m3 n3 sin a
sin
b
cos 2
� 2 � ct � .
m �1 n �1 �
� a b ��
Part B

One-Dimensional
Heat Flow

3B.1

3B.2

3B.1

r,
Transforms and Partial Differential Equations
3-64

3
Applications of Partial Differential Equations—One-Dimentional Heat Flow
3-65

3B.3
Transforms and Partial Differential Equations
3-66
Applications of Partial Differential Equations—One-Dimentional Heat Flow
3-67

Worked Examples 3B

3B.2

3B.2)
Transforms and Partial Differential Equations
3-68
Applications of Partial Differential Equations—One-Dimentional Heat Flow
3-69
Transforms and Partial Differential Equations
3-70
Applications of Partial Differential Equations—One-Dimentional Heat Flow
3-71
Transforms and Partial Differential Equations
3-72

3B.3
Applications of Partial Differential Equations—One-Dimentional Heat Flow
3-73
Transforms and Partial Differential Equations
3-74
Applications of Partial Differential Equations—One-Dimentional Heat Flow
3-75
Transforms and Partial Differential Equations
3-76
Applications of Partial Differential Equations—One-Dimentional Heat Flow
3-77
Transforms and Partial Differential Equations
3-78
Applications of Partial Differential Equations—One-Dimentional Heat Flow
3-79
Transforms and Partial Differential Equations
3-80

3B.4]
Applications of Partial Differential Equations—One-Dimentional Heat Flow
3-81

3B.4
Transforms and Partial Differential Equations
3-82
Applications of Partial Differential Equations—One-Dimentional Heat Flow
3-83

B at 100°C until steady state conditions prevail. At time t = 0, the end B is suddenly

When steady state conditions prevail in the rod, the temperature distribution is
Transforms and Partial Differential Equations
3-84
Applications of Partial Differential Equations—One-Dimentional Heat Flow
3-85
Transforms and Partial Differential Equations
3-86

3B.5

3B.5
Applications of Partial Differential Equations—One-Dimentional Heat Flow
3-87
Transforms and Partial Differential Equations
3-88

3B.6)

3B.6
Applications of Partial Differential Equations—One-Dimentional Heat Flow
3-89
Transforms and Partial Differential Equations
3-90

3(A).
Applications of Partial Differential Equations—One-Dimentional Heat Flow
3-91
Transforms and Partial Differential Equations
3-92
Applications of Partial Differential Equations—One-Dimentional Heat Flow
3-93
Transforms and Partial Differential Equations
3-94
Applications of Partial Differential Equations—One-Dimentional Heat Flow
3-95
Transforms and Partial Differential Equations
3-96
Applications of Partial Differential Equations—One-Dimentional Heat Flow
3-97
Transforms and Partial Differential Equations
3-98
Applications of Partial Differential Equations—One-Dimentional Heat Flow
3-99
Transforms and Partial Differential Equations
3-100
Applications of Partial Differential Equations—One-Dimentional Heat Flow
3-101
Transforms and Partial Differential Equations
3-102
Applications of Partial Differential Equations—One-Dimentional Heat Flow
3-103

3(A)
Transforms and Partial Differential Equations
3-104
Applications of Partial Differential Equations—One-Dimentional Heat Flow
3-105
Transforms and Partial Differential Equations
3-106
Applications of Partial Differential Equations—One-Dimentional Heat Flow
3-107
Transforms and Partial Differential Equations
3-108
Applications of Partial Differential Equations—One-Dimentional Heat Flow
3-109

Exercise3B

Part B

find the temperature distribution in the bar


Transforms and Partial Differential Equations
3-110
Applications of Partial Differential Equations—One-Dimentional Heat Flow
3-111
Transforms and Partial Differential Equations
3-112
x = 0, while the end x = l is maintained at 0°C temperature. Find the
temperature in the bar at a subsequent time.
Applications of Partial Differential Equations—One-Dimentional Heat Flow
3-113

3B
10.

11.

12.

13.

14.

15.

17.

18.

19.

20.
Transforms and Partial Differential Equations
3-114

21.

22.

23.

24.

25.

26.

27.

28.

29.

30.

31.

32.
Applications of Partial Differential Equations—One-Dimentional Heat Flow
3-115

33.

35.
Part C

Steady State Heat Flow in


Two Dimensions
[Cartesian Coordinates]

3C.1

3C.2

3C.1.
Applications of Partial Differential Equations—Steady state Heat Flow ...
3-117

Fig. 3C.1

3(B)
Transforms and Partial Differential Equations
3-118

Deduction

3(B).
Applications of Partial Differential Equations—Steady state Heat Flow ...
3-119

3C.3
Transforms and Partial Differential Equations
3-120

3C.4
a
Applications of Partial Differential Equations—Steady state Heat Flow ...
3-121

according as non-zero bou-


ndary value is prescribed on the side x = k or y = k.

Worked Examples 3C

PROBLEMS ON TEMPERTURE DISTRIBUTION IN VERY LONG PLATES

3C.2)

3C.2
Transforms and Partial Differential Equations
3-122
Applications of Partial Differential Equations—Steady state Heat Flow ...
3-123

3C.3)
Transforms and Partial Differential Equations
3-124

3C.3

(6¢)
Applications of Partial Differential Equations—Steady state Heat Flow ...
3-125
Transforms and Partial Differential Equations
3-126
Applications of Partial Differential Equations—Steady state Heat Flow ...
3-127

in
Transforms and Partial Differential Equations
3-128

3C.4).
Applications of Partial Differential Equations—Steady state Heat Flow ...
3-129

3C.4
Transforms and Partial Differential Equations
3-130
Applications of Partial Differential Equations—Steady state Heat Flow ...
3-131

3C.5).

3C.5
Transforms and Partial Differential Equations
3-132
Applications of Partial Differential Equations—Steady state Heat Flow ...
3-133

PROBLEMS ON TEMPERTURE DISTRIBUTION IN FINITE PLATES

3C.6).
Transforms and Partial Differential Equations
3-134

3C.6
Applications of Partial Differential Equations—Steady state Heat Flow ...
3-135

(1)
Transforms and Partial Differential Equations
3-136
Applications of Partial Differential Equations—Steady state Heat Flow ...
3-137

3C.7).

3C.7
Transforms and Partial Differential Equations
3-138
Applications of Partial Differential Equations—Steady state Heat Flow ...
3-139

3C.8).

3C.8 3C.9

3C.9).
Transforms and Partial Differential Equations
3-140
Applications of Partial Differential Equations—Steady state Heat Flow ...
3-141

nxY
2a
Transforms and Partial Differential Equations
3-142

3 3
3

Fig. 3C.10 Fig. 3C.11 Fig. 3C.12


Applications of Partial Differential Equations—Steady state Heat Flow ...
3-143

100,
Transforms and Partial Differential Equations
3-144
Applications of Partial Differential Equations—Steady state Heat Flow ...
3-145
Transforms and Partial Differential Equations
3-146
Applications of Partial Differential Equations—Steady state Heat Flow ...
3-147
Transforms and Partial Differential Equations
3-148
Applications of Partial Differential Equations—Steady state Heat Flow ...
3-149
Transforms and Partial Differential Equations
3-150
Applications of Partial Differential Equations—Steady state Heat Flow ...
3-151
Transforms and Partial Differential Equations
3-152
Applications of Partial Differential Equations—Steady state Heat Flow ...
3-153
Transforms and Partial Differential Equations
3-154
Applications of Partial Differential Equations—Steady state Heat Flow ...
3-155
Transforms and Partial Differential Equations
3-156
Applications of Partial Differential Equations—Steady state Heat Flow ...
3-157
Transforms and Partial Differential Equations
3-158
Applications of Partial Differential Equations—Steady state Heat Flow ...
3-159
Transforms and Partial Differential Equations
3-160
Applications of Partial Differential Equations—Steady state Heat Flow ...
3-161
Transforms and Partial Differential Equations
3-162

3C
-
Applications of Partial Differential Equations—Steady state Heat Flow ...
3-163
Transforms and Partial Differential Equations
3-164
Applications of Partial Differential Equations—Steady state Heat Flow ...
3-165

3(A)]

Exercise 3(C)

6.
Transforms and Partial Differential Equations
3-166

7.

8.

9.

10.

11.

12.

13.

14.

15.
Applications of Partial Differential Equations—Steady state Heat Flow ...
3-167

16.

17.

18.

19.

20.

21.

22.

23.

24.

25.

26.
Chapter 4
Fourier Transforms

4.1

Section 4.2.

4.2
Transforms and Partial Differential Equations
4-2
Fourier Transforms
4-3

–¥ –¥
Transforms and Partial Differential Equations
4-4

4.3
Fourier Transforms
4-5
Transforms and Partial Differential Equations
4-6

4.4
Fourier Transforms
4-7

Equation (1) can be re-written as

4.5
Transforms and Partial Differential Equations
4-8

Worked Examples 4(a)


Fourier Transforms
4-9
Transforms and Partial Differential Equations
4-10
Fourier Transforms
4-11

Example 5

x
Transforms and Partial Differential Equations
4-12
Fourier Transforms
4-13
Transforms and Partial Differential Equations
4-14
Fourier Transforms
4-15
Transforms and Partial Differential Equations
4-16
Fourier Transforms
4-17
Transforms and Partial Differential Equations
4-18
Fourier Transforms
4-19
Transforms and Partial Differential Equations
4-20
Fourier Transforms
4-21

(n ) nπ nπ
n
cos i sin
s 2 2
Transforms and Partial Differential Equations
4-22

0
Fourier Transforms
4-23

4
Transforms and Partial Differential Equations
4-24
Fourier Transforms
4-25

R|p sin x , when 0 £ x £ p


S|02, when x > p
T
Transforms and Partial Differential Equations
4-26

4.6
1. Linearity property
,
Fourier Transforms
4-27

2. Change of scale property

3. Shifting property (Shifting in x)


x

s
Transforms and Partial Differential Equations
4-28

5. Modulation theorem

6. Conjugate symmetry property


Fourier Transforms
4-29

5. Transform of derivatives
Transforms and Partial Differential Equations
4-30

8. Derivatives of the transform


Fourier Transforms
4-31

9. Convolution theorem
Transforms and Partial Differential Equations
4-32

10. Parseval's identity (or) energy theorem


Fourier Transforms
4-33
Transforms and Partial Differential Equations
4-34

Worked Examples 4(b)


Fourier Transforms
4-35
Transforms and Partial Differential Equations
4-36
Fourier Transforms
4-37
Transforms and Partial Differential Equations
4-38
Fourier Transforms
4-39
Transforms and Partial Differential Equations
4-40
Fourier Transforms
4-41

4(a),
Transforms and Partial Differential Equations
4-42
Fourier Transforms
4-43
Transforms and Partial Differential Equations
4-44
Fourier Transforms
4-45
Transforms and Partial Differential Equations
4-46
Fourier Transforms
4-47
Transforms and Partial Differential Equations
4-48

(5)

6 (7)
Fourier Transforms
4-49
Transforms and Partial Differential Equations
4-50
Fourier Transforms
4-51
Transforms and Partial Differential Equations
4-52
Fourier Transforms
4-53

Exercise 4(b)

Part A (Short-Answer Questions)

4
Transforms and Partial Differential Equations
4-54

4(a).]

4(a).]
Fourier Transforms
4-55

¶2u
=a2
¶x2

4.7
Transforms and Partial Differential Equations
4-56

Inversion formulas
Fourier Transforms
4-57

(2)
Transforms and Partial Differential Equations
4-58

Finite Fourier transforms of derivatives


Fourier Transforms
4-59

Worked Examples 4(c)

Example 1

Example 2
Transforms and Partial Differential Equations
4-60

in
Fourier Transforms
4-61
Transforms and Partial Differential Equations
4-62

Example 6

Example 7

Example 8
Fourier Transforms
4-63
Transforms and Partial Differential Equations
4-64
Fourier Transforms
4-65
Transforms and Partial Differential Equations
4-66
4
Fourier Transforms
4-67

4
Transforms and Partial Differential Equations
4-68
Fourier Transforms
4-69

4
Transforms and Partial Differential Equations
4-70

4
Fourier Transforms
4-71
Chapter 5
Z-Transforms
and Difference Equations
5.1 IntroductIon
In Communication Engineering, two basic types of signals (that are represented
mathematically as functions of one or more independent variables) are encountered.
They are continuous time signals and discrete time signals. Continuous time signals
are defined for a continuum of values of the independent variable, namely time
and are denoted by a function {f(t)}. On the other hand, discrete time signals are
defined only at discrete set of values of the independent variable and are denoted by
a sequence {f(n)}. A discrete time signal {f(n)} may represent a phenomenon for
which the independent variable is inherently discrete or successive samples of the
underlying phenomenon (for which the independent variable is continuous) at the
sampling instants 0, T, 2T, .... Here T is called the sampling period.
Laplace transform and Fourier transform play important roles in the study of
continuous time signals. Z-transform which is the discrete time counterpart of the
Laplace transform plays an important role in discrete time signal analysis.
Signal Analysis is an engineering discipline of broad scope. It is used not only
in communication technology, but also in the fields of astronomy, oceanography,
crystallography, bio-engineering, antenna design, system theory, computer sciences
and in many other fields.

Definition of the Z-transform



If {f(n)} is a sequence defined for n = 0, ±1, ±2, ±3, ..., then  f(n)z–n is
n =- •
called the two-sided or bilateral Z-transform of {f(n)} and denoted by Z{f(n)} or
f (z), where z is a complex variable in general.
If {f(n)} is a causal sequence, i.e. if f(n) = 0 for n < 0, then the Z-transform is
called one-sided or unilateral Z-transform of {f(n)} and is defined as

Z {f(n)} = f (z) = Â f(n)z–n
n=0

We shall mostly deal with one sided Z-transform which will be hereafter referred
to as Z-transform.
Transforms and Partial Differential Equations
5-2

note

The series  f(n)z-n will be convergent only for certain values of z i.e. only
n=0
in a certain region of the z-plane (called the region of convergence of the
z-transform) depending on the sequence { f(n)}.
The inverse Z-transform of f (z) = Z{f(n)} is defined as Z–1 { f (z)} = {f(n)}.
If the function f(t) is defined by means of a sequence of its sampled values at
0, T, 2T, ..., then the Z-transform of f(t) is defined as

Z{ f(t)} = Â f(nT)z–n
n=0

We shall denote both Z{f(n)} and Z{f(t)} by f (z).

5.2 ProPertIes of Z-transforms


1. Linearity
The Z-transform is linear
i.e. Z{af(n) + bg(n)} = aZ{f(n)} + bZ{g(n)}.
Proof

Z{af(n) + bg(n)} = Â {af(n) + bg(n)}z–n
n=0
• •
=a  f(n)z–n + b  g(n)z–n
n=0 n=0

= aZ{f(n)} + bZ{g(n)}
Similarly, Z{af(t) + bg(t)} = aZ{f(t)} + bZ{g(t)}

2. time shifting
(i) Z{f(n – n0)} = z–n0 ◊ Z{f(n)} or z–n0 f (z)
(ii) Z{f(t + T)} = z{ f (z) – f(0)}
Proof

(i) Z{f(n – n0)} = Â f(n – n0)z–n
n=0


= Â f(m) z–(m + n0)
m = - n0


= z–n0 Â f(m) z–m {∵ f(n) is causal}
m=0

= z–n0 f (z) if n ≥ n0
Z-Transforms and Difference Equations
5-3

• •
(ii) Z{f(t + T)} = Â f (nT + T)z–n [∵ Z{f(t) = Â f (nT)z–n]
n=0 n=0
• •
= Â f {(n + 1)T}z–n = Â f (mT)z–(m–1)
n=0 m =1

È • ˘
= z Í Â f (mT )z - m - f (0)˙
ÍÎ m = 0 ˙˚
= z{ f (z) – f (0)}
Extending this result, we get
È f (T ) f (2T ) f {(k - 1)T } ˘
Z{f(t + kT)} = zk Í f ( z ) - f (0) - - 2 -º- ˙
Î z z zk - 1 ˚

3. frequency shifting
Ê zˆ
(i) Z{an f(n)} = f Á ˜
Ë a¯
(ii) Z{an f(t)} = f (z/a)

Proof

(i) Z{an f(n)} = Â a n f(n)z–n
n= 0

• -n
=  f (n) ÊÁË z ˆ˜¯ = f (z/a)
n= 0 a
Similarly (ii) can be proved.

Corollary
If Z{f(t)} = f (z), then Z{e–at f(t)} = f (zeaT)
This result follows, if we replace an by e–anT or (e–aT)n, i.e. ‘a’ by e–aT in (ii).
4. time reversal for bilateral Z-transform
If Z{f(n)} = f (z), then Z{f(– n)} = f ()
1
z

Proof

Z{f(– n)} = Â f (–n)z–n
n=-•

-•
= Â f (m)zm
m=•
Transforms and Partial Differential Equations
5-4

• -m
Ê 1ˆ
= Â f (m) Á ˜
Ë z¯
m=-•

Ê 1ˆ
= f Á ˜
Ë z¯
5. differentiation in the Z-domain
d
(i) Z{nf(n)} = – z f (z)
dz
d
(ii) Z{nf(t)} = – z f (z)
dz
Proof

 f (n)z
–n
(i) f (z) = Z{f(n) =
n=0

d
\
dz
f (z) = Â - n f(n)z–n–1
n=0

1 •
= - Â {n f (n)}z - n
z n=0
d
\ Z{nf(n)} = – z f (z)
dz
Similarly, (ii) can be proved.
6. Initial value theorem
(i) If Z{f(n)} = f (z), then f(0) = lim f ( z ) .
zƕ

(ii) If Z{f(t)} = f (z), then f(0) = lim f ( z ) .


zƕ
Proof

(i) f (z) = Â f (n)z–n
n=0
f (1) f (2)
= f(0) + + 2 +º•
z z
\ lim ÈÎ f ( z )˘˚ = f(0)
zƕ

Similarly, (ii) can be proved.


7. final value theorem
(i) If Z{f(n)} = f (z), then lim [f(n)] = lim {(z – 1) f (z)}.
nÆ• z Æ1

(ii) If Z{f(t)} = f (z), then lim [f(t)] = lim {(z – 1) f (z)}.


t Æ• z Æ1
Z-Transforms and Difference Equations
5-5

Proof

(i) Z{f(n + 1) = Â f (n + 1)z–n
n=0

= Â f (m)z–m + 1 = z [ f (z) – f(0)]
m =1

\ z f (z) – zf(0) – f (z) = Z{f(n + 1)} – Z{f(n)}



i.e. (z – 1) f (z) – zf(0) = Â {f(n + 1) – f(n)} z–n
n=0

Taking limits as z Æ 1,

lim [(z – 1) f (z)] – f(0) =
z Æ1
 {f(n + 1) – f(n)}
n=0

= lim {f(1) – f(0)} + {f(2) – f(1)}


nƕ

+ {f(3) – f(2)} +  + {f(n + 1) – f(n)}]


= lim [f(n + 1) – f(0)]
nƕ

= lim [f(n) – f(0)]


nƕ

\ lim [f(n)] = lim [(z – 1) f (z)]


nÆ• z Æ1

Similarly, (ii) can be proved, starting with Property 2(ii).


8. convolution theorem
Definitions
The convolution of the two sequences {f(n)} and {g(n)} is defined as (i) {f(n)* g(n)}

= Â f (r) · g(n – r) if the sequences are non-causal and
r =-•
n
(ii) {f(n)*gn)} = Â f (r) g(n – r), if the sequences are causal.
r =0

The convolution of two functions f(t) and g(t) is defined as f(t)*g(t) =


n
 f (rT) · g(n - r)T, where T is the sampling period.
r =0

Statement of the theorem


(i) If Z{f(n)} = f (z) and Z{g(n)} = g (z), then
Z{f(n)*g(n)} = f (z) ◊ g (z).
(ii) If Z{f(t)} = f (z) and Z{g(t)} = g (z), then
Z{f(t)*g(t)} = f (z) ◊ g (z).
Transforms and Partial Differential Equations
5-6

Proof
(for the bilateral Z-transform)
È • ˘
(i) Z{f(n)*g(n)} = Z Í Â f (r ) ◊ g(n - r )˙
ÍÎr = - • ˙˚
• È • ˘
= Â ÍÍ Â f (r )g(n - r )˙ z - n
˙˚
n = - • Îr = - •

• È • ˘
= Â f (r ) Í Â g(n - r ) z - n ˙ ,
ÍÎ n = - • ˙˚
r =-•

by changing the order of summation.


• È • ˘
= Â f (r ) Í Â g(m) z - ( m + r ) ˙ , by putting n – r = m
ÍÎ m = - • ˙˚
r =-•

• È • ˘
= Â f (r )z - r Í Â g(m) z - m ˙
ÍÎ m = - • ˙˚
r =-•


= Â f (r )z - r ◊ g ( z )
r =-•


= g (z) ◊ Â f (r )z - r = f ( z ) ◊ g ( z )
r =-•

È• ˘È • ˘
(ii) f ( z ) ◊ g ( z ) = Í Â f (rT )z - r ˙ Í Â g(sT )z - s ˙
ÍÎr = 0 ˙˚ ÍÎ s = 0 ˙˚

= Â h(nT )z - n (1)
n=0

say, where
h (nT) = f(0 ◊ T) g(nT) + f(1T) ◊ g{(n – 1)T} +
f(2T) ◊ g{(n – 2)T} +  + f(nT) ◊ g(0 ◊ T)
n
= Â f (rT ) ·g{(n – r)T} (2)
r =0
Using (2) in (1), we get
• È n ˘
f (z) ◊ g (z) = Â Í Â f (rT ) g {(n - r )T}˙ z - n
n=0 ÎÍr = 0 ˚˙

= Â [ f (t )* g(t )] z - n
n=0

= Z [f(t)*g(t)]
Z-Transforms and Difference Equations
5-7

note
Proof of (i) in the unilateral Z-transform case can be given as in the proof
of (ii).

5.3 Z-transforms of some BasIc functIons


1. Z{d(n)}, where d(n) is the unit impulse sequence defined by
Ï1, for n=0
d(n) = Ì
Ó0, for n π 0

Z{d(n)} = Â d (n)z–n = 1
n=0

2. Z(k) and Z{U(n)}, where k is a constant and U(n) is the unit step sequence
defined by
Ï1, for n ≥ 0, i.e. for n = 0, 1, 2, º
U(n) = Ì
Ó0, for n < 0

Ê 1 1 ˆ
(i) Z(k) =  kz - n = k ÁË1 + z + z2 +º•˜¯
n=0

1 kz
= k◊ =
1 z -1
1-
z
1
where the region of convergence (ROC) is < 1 or |z| > 1
(ii) In particular, z
z
Z{U(n)} = Z(1) = , if |z| > 1 and
z -1
z
Z{U(t)} =
z -1
3. Z{an}, Z{(–1)n}, Z{eat}, Z{e–at} and Z(an–1)
• • n
Ê aˆ
(i) Z{an} =  an ◊ z-n =  ÁË z ˜¯ , if n ≥ 0
n=0 n=0

1 z
= or , where the ROC is
a z-a
1-
z
a
< 1 or |z| > |a|
z
z
(ii) In particular, Z{(–1)n} = , where the ROC is |z| > 1.
z +1
Transforms and Partial Differential Equations
5-8
(iii) Z{eat} = Z{eanT} = Z{(eaT)n}
z
= , where the ROC is |z| > e aT
z-e aT

Alternatively, by Property 3,
Z{eat} = Z{eat U(t)} = Z{U(t)}zÆze – aT

Ê z ˆ ze - aT z
= Á ˜ = - aT =
Ë z - 1¯ z Æ ze- aT ze - 1 z - e aT
z
(iv) Similarly, Z{e–at} =
z - e - aT
(v) Z{an–1) = z–1 Z(an), by Property 2, if n ≥ 1
z
= z –1 ◊
z-a
1
= , if n ≥ 1
z-a
4. Z(n), Z(nan), Z(n2), Z{n(n – 1)}, z{t}

1 2 3
(i) Z(n) = Â nz - n = z + z2 + z3 +º
n=0

1 ÏÔ Ê 1ˆ Ê 1ˆ
2 ¸Ô
= z Ì 1 + 2 ÁË z ˜¯ + 3 ÁË z ˜¯ +º˝
ÓÔ ˛Ô
-2
1 Ê 1ˆ 1
= 1- ˜ , if < 1 or |z| > 1
z ÁË z¯ z
z
= , where the ROC is |z| > 1
( z - 1)2
Alternatively Z(n) = Z{nU(n)}
d
= -z U ( z ) , by Property 5
dz
d Ê z ˆ z
= -z Á ˜ =
d z Ë z - 1¯ ( z - 1)2
d
(ii) Z{nan} = - z {Z(an)}, by Property 5
dz
d Ê z ˆ
= -z
d z ÁË z - a ˜¯
az
= , where the ROC is |z| > |a|
( z - a )2
Z-Transforms and Difference Equations
5-9

d
(iii) Z{n2} = z{n ◊ n} = - z {Z(n)}
dz
d ÔÏ z ¸Ô
= -z Ì ˝
d z ÔÓ ( z - 1)2 Ô˛
È ( z - 1)2 - 2 z ( z - 1) ˘
= -z Í ˙
ÍÎ ( z - 1)4 ˙˚
z( z + 1)
=
( z - 1)3
(iv) Z{n(n – 1)} = Z(n2) – Z(n) [by Property 1]
z( z + 1) z
= -
( z - 1) 3
( z - 1)2
2z
=
( z - 1)3
(v) Z(t) = Z(nT)
Tz
= T ◊ Z(n) =
( z - 1)2
5. Z(nk) and Z(tk)
(i) Z(nk) = Z{n ◊ nk – 1}
d
= -z {Z(nk – 1)}, which is a recurrence formula.
dz
d z
In particular, Z(n) = - z {Z (1)} =
dz ( z - 1)2
d d Ï z ¸
Z(n2) = - z {Z (n)} = - z Ì ˝
dz d z Ó ( z - 1)2 ˛
z( z + 1)
=
( z - 1)3
z( z 2 + 4 z + 1)
Similarly, Z(n3) = and so on.
( z - 1)4
(ii) Z(t k) = Z{(nT)k}
= T k Z(nk)
d
= –Tk ◊ z {Z(nk – 1)} from (i) above
dz
d
= –Tz {Z(nT)k – 1}
dz
d
= –Tz {Z(tk – 1)}, which is a recurrence formula.
dz
Transforms and Partial Differential Equations
5-10

d
In particular, Z(t) = –Tz {Z(1)}
dz
d Ê z ˆ Tz
d z ÁË z - 1˜¯
= –Tz =
( z - 1)2
T 2 z( z + 1)
Similarly, Z(t2) = and
( z - 1)3
T 3 z( z 2 + 4 z + 1)
Z(t3) = and so on.
( z - 1)4
Ê 1ˆ Ê 1 ˆ
6. Z Á ˜ and Z Á
Ë n¯ Ë n + 1 ˜¯

Ê 1ˆ 1 –n
(i) Z Á ˜ =
Ë n¯ Â n
z
n =1
2 3
1 1 Ê 1ˆ 1 Ê 1ˆ
= + + Á ˜ +º•
z 2 ÁË z ˜¯ 3 Ë z¯
Ê 1ˆ 1
= –log Á 1 - ˜ , where the ROC is < 1 or |z| > 1
Ë z¯ z
Ê z ˆ
= log Á
Ë z - 1˜¯

Ê 1 ˆ 1
(ii) Z Á
Ë n + 1˜¯
= Â n +1
z–n
n=0
2
1 Ê 1ˆ 1 Ê 1ˆ
= 1 + Á ˜ + Á ˜ +º•
2 Ë z¯ 3 Ë z¯
È1 1 Ê 1ˆ 2 1 Ê 1ˆ 3 ˘
= z Í + Á ˜ + Á ˜ +º• ˙
ÍÎ z 2 Ë z ¯ 3 Ë z¯ ˙˚

Ê 1ˆ Ê z ˆ
= –z log Á 1 - ˜ = z log Á
Ë z¯ Ë z - 1 ˜¯
ÏÔ a n ¸Ô Ï1¸
7. Z Ì ˝ and Z Ì ˝
ÓÔ ˛Ô
n! Ó n! ˛
ÏÔ a n ¸Ô •
an -n • 1 Ê a ˆ
n
(i) ZÌ ˝ =
ÓÔ n ! ˛Ô
 n!
z = ÁË ˜¯
n=0 n = 0 n! z
2
1 Ê aˆ 1 Ê aˆ a/z
= 1+ + +º• = e
1! ÁË z ˜¯ 2! ÁË z ˜¯
Ï1¸
(ii) Putting a = 1, we get Z Ì ˝ = e1/z.
Ó n! ˛
Z-Transforms and Difference Equations
5-11
n n
8. Z(r cos nq), Z(r sin nq), Z(cos nq), Z(sin nq)
z
(i) We know that Z(an) = , if |z| > a
z-a
iq
Putting a = re , we have
z
Z{(reiq)n} = , if |z| > |r|
z - reiq
z
i.e. Z{rn (cos nq + i sin nq)} =
z - r (cos q + i sin q )
z{( z - r cos q ) + ir sin q}
=
( z - r cos q )2 + r 2 sin 2 q
z( z - r cos q ) + izr sin q}
=
z 2 - 2 zr cos q )2 + r 2
Equating the real parts on both sides, we get
z( z - r cos q )
Z(rn cos nq) = , if |z| > |r| (1)
z - 2 zr cos q + r 2
2

(ii) Equating the imaginary parts on both sides, we get


zr sin q
Z(rn sin nq) = , if |z| > r (2)
z - 2 zr cos q + r 2
2

(iii) Putting r = 1 in Eq. (1), we have


z( z - cos q )
Z(cos nq) = , if |z| > 1 (3)
z 2 - 2 zr cos q + 1

Ê np ˆ z2
In particular, Z Á cos =
Ë 2 ˜¯ z 2 + 1
(iv) Putting r = 1 in Eq. (2), we have
z sin q
Z(sin nq) = , if |z| > 1 (4)
z - 2 z cos q + 1
2

Ê np ˆ z
In particular, Z Á sin ˜ = 2
Ë 2 ¯ z +1
9. Z(cos wt), Z(sin wt), Z(e–at cos bt), Z(e–at sin bt)
(i) Z(cos wt) = Z(cos wnT) or Z{cos n(wT)}
z(z - cos wT )
= ,
z2 - 2 z cos wT + 1
if |z| > 1 [on using Eq. (3) of result 8]
z sin wT
(ii) Z(sin wt) = , if |z| > 1
z - 2 z cos wT + 1
2

[on using Eq. (4) of Function 8],


Transforms and Partial Differential Equations
5-12

1
Z(cos wt) = Z(eiwt + e–iwt)
2
1È z z ˘
= + [by steps (iii) and (iv)
2 ÍÎ z - eiwT z - e-iwT ˙˚ of result (3)]
z È 2 z - (eiwT + e-iwT ) ˘
= Í 2 ˙
2 ÍÎ z - (eiwT + e-iwT )z + 1 ˙˚

z(z - cos wT )
=
z - 2 z cos wT + 1
2

1
Z(sin wt) = Z(eiwT – e–iwT)
2i
z È 1 1 ˘
= -
2i ÍÎ z - eiwT z - e-iwT ˙˚

z È eiwT - e-iwT ˘
= Í 2 w - w ˙
2i ÍÎ z - (e + e )z + 1 ˙˚
i T T

z sin wT
=
z - 2 z cos wT + 1
2

–at
(iii) Z{e cos bt} = Z(cos bt)z Æ zeaT, by corollary under Property 3
È z( z - cos bT ) ˘
= Í 2 ˙
Î z - 2 z cos bT + 1 ˚ z Æ zeaT
ze aT ( zeaT - cos bT )
=
z 2 e2 aT - 2 ze aT cos bT + 1
–at
(iv) Z{e sin bt} = Z(sin bt)z Æ zeaT, by the same rule
Ê z sin bT ˆ
= Á
Ë z 2 - 2 z cos bT + 1˜¯ z Æ zeaT

ze aT sin bT
=
z 2 e2 aT - 2 zeaT cos bT + 1

Worked examples 5(a)


Example 1
Find the bilateral Z-transforms of
(i) an d(n – k), (ii) – an U(– n – 1); and (iii) – nan U(– n – 1)
Ï1, for n = k
(i) d (n – k) = Ì
Ó0, for n π k
Z-Transforms and Difference Equations
5-13


Z{d(n – k)} = Â d(n – k)z–n = z–k
n =-•
-k
Ê zˆ
By Property 3, Z{an d(n – k)} = Á ˜
Ë a¯

Ï 1, if - n - 1 ≥ 0, ie. if n £ -1
U(– n – 1) = Ì
Ó0, if - n - 1 < 0, i.e. if n > -1

Z{U(– n – 1)} = Â U(– n – 1)z–n
n =-•
-1 •
=  z–n or  zn
n =-• n =1
= z(1 + z + z2 + ...•)
z
=
1- z
(ii) Z{an f(n)} = f (z/a), by Property 3, which is true for bilateral Z-transform
also.
z /a z
\ Z{an U(– n – 1)} = or
1 - z /a a-z
z
\ Z{–an U(– n – 1)} =
z -a
d
(iii) Z{nf(n)} = –z { f (z)}, by Property 5.
dz
d Ê z ˆ az
\ Z{– nan U(– n – 1)} = –z =
d z ÁË z - a ˜¯ ( z - a )2
Example 2
Find the bilateral Z-transform of f(n), if
ÏÔa n , for 0 £ n £ N –1
(i) f(n) = Ì
ÔÓ0, otherwise

(ii) f(n) = b|n|, b > 0



(i) Z{f(n)} = Â f(n)z–n
n =-•
N -1
= Â an z–n
n=0
2 N -1
a Ê aˆ Ê aˆ
= 1+ + Á ˜ + ... + Á ˜
z Ë z¯ Ë z¯
Transforms and Partial Differential Equations
5-14
N
Ê aˆ
1- Á ˜
Ë z¯
=
Ê aˆ
1- Á ˜
Ë z¯
(ii) f(n) = b|n|
ÏÔb n , if n ≥ 0
i.e. f(n) = Ì
-n
ÔÓb , if n < 0
-1 •
\ Z{b|n|} = Â b–n z–n + Â bn z–n
n =-• n=0
• • n
Ê bˆ
=  (bz)n +  ÁË z ˜¯
n =1 n=0
bz 1 bz z
= + = +
1 - bz b 1 - bz z - b
1-
z

Example 3
(In what follows, Z-transform refers to one sided Z-transform, unless otherwise
specified.) Find the Z-transforms of
(i) an cosh an; and
(ii) 2n sinh 3n
ÏÔ Ê e an + e - an ˆ ¸Ô
(i) Z{an cosh an} = Z Ìa n Á ˜˝
ÓÔ Ë 2 ¯ ˛Ô
1
= [Z{aea)n} + Z{(ae–a)n}]
2
1È z z ˘È z ˘
= + (∵ z(b n )) =
2 ÍÎ z - ae a z - ae - a ˙˚ ÍÎ z - b ˙˚
z È 2 z - a (e a + e - a ) ˘
= Í ˙
2 ÍÎ z 2 - a(e a + e - a )z + a 2 ˙˚
z( z - a cosh a )
=
z - 2 a(cosh a )z + a 2
2

ÏÔ Ê e3n - e -3n ˆ ¸Ô
(ii) Z{2n sinh 3n} = Z Ì2 n Á ˜˝
ÓÔ Ë 2 ¯ ˛Ô
1
= [Z{(2e3)n} – Z{(2e–3)n}]
2
1È z z ˘
= -
2 ÍÎ z - 2e3 z - 2e -3 ˙˚
Z-Transforms and Difference Equations
5-15

zÈ 2(e3 - e-3 ) ˘
= Í 2 - ˙
2 ÎÍ z - 2(e + e )z + 4 ˚˙
3 3

2 z sinh 3
=
z 2 - 4 z cosh 3 + 4
Example 4
Find the Z-transforms of (i) t2 e–t; and (ii) (t + T)e–(t + T)
T 2 z( z + 1)
(i) Z(t2) = [Refer to basic transforms (5)]
( z - 1)3
Z{e–at f(t)} = f (zeaT), by corollary under Property 3.
È T 2 z( z + 1) ˘
\ Z{t2 ¥ e–t} = Í 3 ˙
ÍÎ ( z - 1) ˙˚ z Æ zeT
T 2 zeT ( zeT + 1)
=
( zeT - 1)3
Tz
(ii) Z(t) = [Refer to basic transform (4)]
( z - 1)2
È Tz ˘ TzeT
Z{te–t} = Í ˙ =
Î ( z - 1) ˚ z Æ zeT ( zeT - 1)2
2

Now Z{f(t + T)} = z f (z) – f(0), by Property 2


Tz 2 eT TeT z 2
\ Z{(t + T)e–(t + T)} = –0=
( zeT - 1)2 ( zeT - 1)2
Example 5
1
Find the Z-transforms of (i) f(n) = an2 + bn + c; and (ii) f(n) = (n + 1)(n + 2).
2
(i) f(n) = an2 + bn + c
\ Z{ f(n)} = aZ(n2) + bZ(n) + cZ(1)
z( z + 1) z z
= a◊ +b +c ,
( z - 1)3
( z - 1) 2 z -1
by Z-transforms of basic functions
z
= [a(z + 1) + b(z – 1) + c(z – 1)2]
( z - 1)3
z
= [cz2 + (a + b – 2c)z + (a – b + c)]
( z - 1)3
1 1 2
(ii) f(n) = (n + 1)(n + 2) = (n + 3n + 2)
2 2
1
\ Z{ f(n)} = {Z(n2) + 3Z(n) + 2Z(1)}
2
Transforms and Partial Differential Equations
5-16

1 È z( z + 1) 3z 2z ˘
= Í + + ˙
2 Î ( z - 1)3
( z - 1) 2 z - 1˚
z È(z + 1) + 3 (z - 1) + 2 (z - 1)2 ˘
ÍÎ ˙˚
2 (z - 1)
3

z3
=
( z - 1)3
Example 6
1
Find Z-transforms of (i) f(n) = ; and
n(n - 1)
2n + 3
(ii) f(n) =
(n + 1)(n + 2)
1
(i) f(n) = = 1 -1
n(n - 1) n -1 n

Ï 1 ¸ Ê 1 ˆ
Z Ì ˝ =
Ó n - 1˛
 ÁË n - 1˜¯ z–n
n=2
2 3 4
1 Ê 1ˆ 1 Ê 1ˆ 1 Ê 1ˆ
= ◊ Á ˜ + ◊ Á ˜ + ◊ Á ˜ + ◊◊◊
1 Ë z¯ 2 Ë z¯ 3 Ë z¯
1È Ê 1ˆ ˘ 1 Ê z ˆ
Í- log ÁË 1 - ˜¯ ˙ = log ÁË
z - 1˜¯
=
zÎ z ˚ z
Ï1 ¸ Ê z ˆ
Z Ì ˝ = log Á
Ë z - 1˜¯
[Refer to basic transform (6)]
Ó ˛
n
Ï 1 ¸ Ï1 ¸
\ Z{ f(n)} = Z Ì ˝- Z Ì ˝
Ó n - 1 ˛ Ón˛
Ê1 ˆ Ê z ˆ Ê z - 1ˆ Ê z - 1ˆ
= Á - 1˜ log Á = Á log Á
Ëz ¯ Ë z - 1˜¯ Ë z ˜¯ Ë z ˜¯
2n + 3 1 1
(ii) f(n) = = + , by partial fractions.
(n + 1)(n + 2) n +1 n + 2
Ï 1 ¸ Ê z ˆ
Z Ì ˝ = z log Á [Refer to basic transform (6)]
Ó n + 1 ˛ Ë z - 1˜¯

Ï 1 ¸ 1
Z Ì ˝ =
Ón + 2˛
 n+2
◊ z–n
n=0
2
1 1 1 1 Ê 1ˆ
= + ◊ + ◊ + ◊◊◊
2 3 z 4 ÁË z ˜¯
È 1 Ê 1ˆ 2 1 Ê 1ˆ 3 ˘
= z Í 2 ◊ ÁË z ˜¯ + 3 ◊ ÁË z ˜¯ + ◊◊◊˙
2
ÍÎ ˙˚
Z-Transforms and Difference Equations
5-17

È Ê 1ˆ 1 ˘
= z2 Í- log Á 1 - ˜ - ˙
Î Ë z¯ z˚
Ê z ˆ
= z2 log Á –z
Ë z - 1˜¯
Ê 1 ˆ Ê 1 ˆ
\ Z{ f(n)} = Z Á +Z Á
Ë n + 1˜¯ Ë n + 2 ˜¯
Ê z ˆ
= z(z + 1) log Á –z
Ë z - 1˜¯
Example 7
Given that f (z) = log (1 + az–1), for |z| > |a|, find f(n) and also Z{nf(n)}.
f (z) = log (1 + az–1)
1 1
= az–1 – (az–1)2 + (az–1)3 –  +
2 3
1
(– 1)n–1 ¥ (az–1)n + 
• n -1 n n
(-1) a –n
= Â n
z , for |z| > |a|
n =1

\ f(n) = coefficient of z–n in the R.H.S.


( - a )n
= -
n
d
Now Z{nf(n)} = –z f (z), by Property 5.
dz
d
= –z log (1 + az–1)
dz
1
= –z (– az–2)
1 + az -1
az -1
=
1 + az -1
Example 8
Find the Z-transforms of
Ê np ˆ
(i) sin2 Á ˜
Ë 4 ¯
Ê np ˆ
(ii) sin3 Á ˜ ; and
Ë 6 ¯
(iii) cos (np/2 + p/4)
Ê np ˆ 1Ê np ˆ
(i) Let f(n) = sin2 Á ˜ = Á 1 - cos ˜
Ë 4 ¯ 2Ë 2 ¯
Transforms and Partial Differential Equations
5-18

1 Ê np ˆ
\ Z{f(n)} = Z(1/2) – Z Á cos ˜
2 Ë 2 ¯
Ê pˆ
z Á z - cos ˜
z 1 Ë 2¯
= -
2( z - 1) 2 2 p
z - 2 z cos + 1
[Refer to basic transform (8)] 2

1È z z2 ˘
= Í - 2 ˙
2 ÎÍ z - 1 z + 1 ˚˙
np
(ii) Let f(n) = sin3
6
3 np 1 np
= sin - sin
4 6 4 2
3 Ê np ˆ 1 Ê np ˆ
\ Z{ f(n)} = Z Á sin ˜ - Z Á sin ˜
4 Ë 6 ¯ 4 Ë 2 ¯
3 z sin p /6 1 z sin p /2
= - ◊ 2
4 z - 2 z cos p /6 + 1 4 z - 2 z cos p /2 + 1
2

by basic transform (8)


3 z 1 z
= ◊ - ◊
8 z2 - z 3 + 1 4 z2 + 1
(iii) Let f(n) = cos (np/2 + p/4)
np p np p
= cos cos – sin sin
2 4 2 4
1 Ï Ê np ˆ Ê np ˆ ¸
\ Z{ f(n)} = Ì Z Á cos ˜ - Z Á sin ˜ ˝
2Ó Ë 2 ¯ Ë 2 ¯˛

1 ÏÔ z 2 z ¸Ô
= Ì 2 - 2 ˝
2 ÔÓ z + 1 z + 1 Ô˛
1 z( z - 1)
=
2 z2 + 1
Example 9
Find the Z-transforms of (i) an sin a n; and (ii) n cos nq.
z sin a
(i) Z(sin a n) = 2
z - 2 z cos a + 1
\ Z{an sin a n} = {Z(sin a n)}z Æ z/a, by Property 3
z
sin a
a z sin a
= 2 a = 2
z z z - 2a z cos a + a 2
- 2 cos a + 1
a2 a
Z-Transforms and Difference Equations
5-19

z( z - cos q )
(ii) Z (cos nq) =
z - 2 z cos q + 1
2

d
\ Z (n cos nq) = –z ◊ {Z(cos nq)}
dz
d È z 2 - z cos q ˘
= -z Í ˙
dz ÎÍ z 2 - 2 z cos q + 1 ˚˙

È 2 ˘
Í ( z - 2 z cos q + 1)(2 z - cos q ) - ( z - z cos q ) ˙
2

(2 z - 2 cos q )
= –z Í ˙
Í 2
- q + 2 ˙
Î ( z 2 z cos 1) ˚
z( z 2 cos q - 2 z + cos q )
=
( z 2 - 2 z cos q + 1)2
Example 10
Find the Z-transforms of
(i) cos2 t
(ii) cos3 t; and
(iii) cosh at sin bt
1 1
(i) Z (cos2 t) = Z(1) + Z (cos 2t)
2 2
z 1 z( z - cos 2T )
= +
2( z - 1) 2 ( z - 2 z cos 2T + 1)
2

Ê3 1 ˆ
(ii) Z (cos3 t) = Z Á cos t + cos3t ˜
Ë4 4 ¯
3 z( z - cos T ) 1 z( z - cos3T )
= +
4 ( z 2 - 2 z cos T + 1) 4 z 2 - 2 z cos 2T + 1
1
(iii) Z (cosh at sin bt) = Z {(eat + e–at) sin bt}
2
1
= [Z (eat sin bt) + Z (e–at sin bt)]
2
1È ze - aT sin bT ze aT sin bT ˘
= Í 2 -2 aT + ˙
2 ÎÍ z e - 2 ze- aT cos bT + 1 z 2 e2 aT - 2 zeaT cos bT + 1 ˚˙

Example 11
(i) use initial value theorem to find f(0) when
ze aT ( zeaT - cos bT )
f (z) =
z 2 e2 aT - 2 ze aT cos bT + 1
(ii) Use final value theorem to find f (•), when
Tze aT
f (z) =
( zeaT - 1)2
Transforms and Partial Differential Equations
5-20
(i) By initial value theorem,
f(0) = lim ÈÎ f ( z )˘˚
z Æ•

È aT Ê aT 1 ˆ ˘
Í e ÁË e - z cos bT ˜¯ ˙
= lim Í ˙
z Æ• Í 2 aT 2 1 ˙
Íe - e aT cos bT + 2 ˙
Î z z ˚
=1
(ii) By final value theorem,
f(•) = lim {(z – 1) f (z)}
zÆ1

È ( z - 1)Tze aT ˘
= lim Í ˙ =0
z Æ1 Í ( ze aT - 1)2 ˙
Î ˚
Example 12
Find the Z-transform of f(n)* g(n), where
n
Ê 1ˆ
(i) f(n) = U(n) and g(n) = d(n) + Á ˜ U(n)
Ë 2¯
(ii) f(n) = nU(n) and g(n) = 2n U(– n – 1)
(i) By convolution theorem,
Z{ f(n)*g(n)} = f (z) ◊ g (z)
z
f (z) = Z{U(n)} =
z -1
ÏÔÊ 1 ˆ n ¸Ô
g (z) = Z{d(n)} + Z ÌÁ ˜ U (n) ˝
Ë ¯ ÔÓ 2 ˛Ô
z 2z 4z - 1
= 1+ = 1+ or
z - 1/2 2z - 1 2z - 1
z(4 z - 1)
\ Z{ f(n)* g(n)} =
( z - 1)(2 z - 1)
z
f (z) = Z{nU(n)} =
( z - 1)2

g (z) = Z{2n U(– n – 1)} = 2n U(– n – 1)z–n
Â
(bilateral Z-transform taken) n =-•
-1 È Ï1, if n £ -1˘
= Â 2n z–n Í∵ U (- n - 1) = Ì ˙
n =-• Î Ó0, if n > -1˚

= Â 2–n zn
n =1
Z-Transforms and Difference Equations
5-21
2 3
= (z/2) + (z/2) + (z/2) + ⋅⋅⋅ ∞
z /2 z
= =
1 - z /2 2 - z
z2
\ Z{ f (n)}* g(n)} =
( z - 1)2 (2 - z )
Example 13
Find the Z-transform of f (n)* g(n), where
n
Ê 1ˆ
(i) f (n) = Á ˜ and g(n) = cos nπ
Ë 2¯

Ï(1 / 3)n , for n ≥ 0


Ô
(ii) f(n) = Ì Ê 1ˆ
n
-n
Ô(1 / 2) , for n < 0; and g(n) = Á ˜ U (n)
Ó Ë 2¯

ÔÏÊ 1 ˆ ¸Ô
n
z 2z
(i) f (z) = Z ÌÁ ˜ ˝ = =
Ë 2¯ Ô z - 1/2 2z - 1
ÓÔ ˛
z
g (z) = Z{cos nπ} = Z {(– 1)n} =
z +1
By convolution theorem
Z{ f (n)* g(n)} = f (z) g (z)
2z z 2z2
= ◊ =
2z - 1 z + 1 2z2 + z - 1
-1 -n • n
Ê 1ˆ Ê 1 ˆ –n
(ii) f (z) =  ÁË 2 ˜¯ z–n +  ÁË 3 ˜¯ z
n =-• n=0

• n • n
Ê zˆ Ê 1ˆ
=  ÁË 2 ˜¯ +  ÁË 3z ˜¯
n =1 n=0
-1
z Ê 1ˆ
= (1 – z/2)–1 + ÁË 1 - 3z ˜¯
2
z 3z
= ◊
2 - z 3z - 1
2z
g ( z ) = Z {(1/2)n U(n)} =
2z - 1
6 z3
\ Z{ f (n)* g(n)} =
(2 - z )(2 z - 1)(3z - 1)
Transforms and Partial Differential Equations
5-22

Example 14
Use convolution theorem to find the sum of the first n natural numbers.
n
1 + 2 + 3 + ⋅⋅⋅ + n = Âk
k =0
n
= Â rU(r) U(n – r) [ U(r) = 1, as r ≥ 0
r =0
and U(n – r) = 1, as r ≤ n]
= {nU(n)}*U(n)
\ By convolution theorem,
ÔÏ n Ô¸
Z Ì Â k ˝ = Z{nU(n)} Z{U(n)}
ÔÓ k = 0 Ô˛
z z z2
= ◊ =
( z - 1)2 z - 1 ( z - 1)3
Taking Inverse Z-transforms,
n ÏÔ z 2 ¸Ô
Âk = Z –1 Ì 3˝
k =0 ÓÔ ( z - 1) ˛Ô
È 1 ÔÏ z( z + 1) + z( z - 1) Ô¸˘
= Z–1 Í Ì ˝˙
ÎÍ 2 ÔÓ ( z - 1)3 Ô˛˚˙

1 È -1 ÏÔ z( z + 1) ¸Ô Ô z ¸Ô˘
-1 Ï
= ÍZ Ì ˝+ Z Ì 2˝
˙
ÓÔ ( z - 1) ˛Ô ÓÔ ( z - 1) ˛Ô˚˙
2 ÎÍ 3

1 2
= (n + n)
2
1
= n(n + 1)
2
Example 15
Use convolution theorem to find the inverse Z-transform of

8z 2 z2
(i) and (ii)
(2 z - 1)(4 z + 1) ( z + a )2

ÔÏ 8z 2 Ô¸ –1 Ï z z ¸
(i) Z –1 Ì ˝ =Z Ì ◊ ˝
ÔÓ (2 z - 1)(4 z + 1) Ô˛ Ó z - 1/2 z + 1/4 ˛

Ï z ¸ Ï z ¸
= Z –1 Ì –1
˝* Z Ì ˝
Ó z - 1/2 ˛ Ó z + 1/ 4 ˛
n
Ê 1ˆ
= Á ˜ * (– 1/4)n
Ë 2¯
Z-Transforms and Difference Equations
5-23

n n -r
Ê 1ˆ
=  ÁË 2 ˜¯ (– 1/4)r
r =0
n n
Ê 1ˆ
= Á ˜
Ë 2¯ Â (1/2)–r (– 1/4)r
r =0
Ï Ê 1 ˆ n +1 ¸
n n Ô1 - Á ˜ Ô
n
Ê 1ˆ Ê 1ˆ Ì Ë 2¯ ˝
= Á ˜
Ë 2¯ Â r
(–1/2) = Á ˜ Ô
Ë 2 ¯ Ó 1 - (-1/2) Ô˛
r =0

2 ÏÔÊ 1 ˆ ¸
n
1 nÔ
= ÌÁ ˜ + ◊ (-1/4) ˝
3 ÔË 2 ¯ 2
Ó ˛Ô
2 1
= (1/2)n + (– 1/4)n
3 3
ÔÏ z Ô¸
2
Ï z z ¸
(ii) Z –1 Ì 2˝
= Z–1 Ì ◊ ˝
ÔÓ ( z + a ) Ô˛ Óz + a z + a˛
Ê z ˆ Ê z ˆ
= Z –1 Á ˜ *Z –1 Á
Ë z + a¯ Ë z + a ˜¯
= (– a)n * (– a)n
n
= Â (– a)r ⋅ (– a)n – r
r =0
n
= Â (– a)n = (n + 1) (– a)n
r =0

Exercise 5(a)

Part A (Short-Answer Questions)


1. Define unilateral and bilateral Z-transforms of { f (n)}.
2. Define one sided Z-transform of f (t).
3. Prove that Z{ f (n – m)} = z–m f (z).

4. Prove that Z{ f(t + T)} = z { f (z) – f(0)}.


5. Express Z{an f (n)} in terms of Z{ f(n)}.
6. Prove that Z{ f(t) e–at} = Z{ f(t)}z Æ zeaT.
7. Derive the time-reversal property of a bilateral Z-transform.
8. How are Z{ f(n)} and Z{nf (n)} related?
9. State initial value theorem in Z-transforms.
10. State final value theorem in Z-transforms.
11. Define convolution of two sequences with respect to unilateral and bilateral
Z-transforms.
12. State convolution theorem in Z-transforms.
Transforms and Partial Differential Equations
5-24
Find the Z-transforms of the following sequences/functions:
13. 2n δ(n – 1)
14. an U(n) + bn U(– n – 1)
15. abn (a, b ≠ 0)
16. a(– a)n U(n)
n n
Ê 1ˆ Ê 1ˆ
17. ÁË 2 ˜¯ U(n) + ÁË 3 ˜¯ U(n)

18. 3 ⋅ 2n + 4 ⋅ (– 1)n
19. eat + b
20. e2(t + T)
21. (n – 1)an – 1
22. nC2
1
23.
n(n + 1)
np
24. sin
3
np
25. cos
4
26. sin (t + T )
27. cos (2t + T )
28. cosh t
29. sinh 2t
30. sinh (t + T)

Part B
Find the Z-transforms of the following sequences/functions:
1
31. 2n – 1 + ⋅ 4 n – 3 n.
2
1 n 1 1
32. 6 – ⋅ 3n + ⋅ 2n
12 3 4
Ï n n¸
1 ÔÊ 5 + 1ˆ Ê 1 - 5 ˆ Ô
33. ÌÁ ˜ -Á ˜ ˝
5 ÔË 2 ¯ Ë 2 ¯ Ô
Ó ˛
Ê 1 - 3i ˆ n Ê 1 + 3i ˆ n
34. ÁË 4 ˜¯ (1 + i) + ÁË 4 ˜¯ (1 – i)
1 1 1
35. - (– 2)n + (– 2i)n + (2i)n
4 4(1 - i ) 4(1 + i )
1 n 1
36. 2 – ⋅ (– 3)n – 5n(– 3)n – 1
5 5
37. 2(– 1)n + 2n (n + 2)
38. an sinh an
39. 2n cosh 5n
40. t3 e–2t
Z-Transforms and Difference Equations
5-25
n
41. n(n – 1)2
42. nC3
1
43.
n(n + 1)(n + 2)
n-2
44.
n(n - 1)
1 n
45. (a + a–n)
n!
Ê np ˆ
46. cos Á + a˜
Ë 8 ¯
np
47. cos2
6
np
48. cos3
4
49. a n cos an
50. n sin nq
51. nan cos nq
52. nan sin nq
53. r n cos (nq + f)
54. r t sin (wt + f)
55. sin2 2t
56. sin3 t
57. t sin t
58. t cos t
59. et sin 2t
60. e–2t cos 3t
61. Find the initial and final values of f(n), if
0.4 z 2
f (z) =
( z - 1)( z 2 - 0.736 z + 0.136)
62. Find the Z-transform of f (n)* g(n), when
(i) f(n) = a n U(n) and g(n) = a n U(n)
(ii) f(n) = U(n) and g(n) = 2n U(n)
63. Find the Z-transform of f(n)* g(n), if
(i) f (n) = a n U(n) and g(n) = bn U(n)
n n
Ê 1ˆ Ê 1ˆ
(ii) f(n) = Á ˜ U(n – 1) and g(n) = 1 + Á ˜
Ë 4¯ Ë 2¯
n
64. Express (i) (n + 1) and (ii) Â n2 as convolution products and hence find
their Z-transforms. k =0
65. Use convolution theorem to find the inverse Z-transform of
z2 1
(i) (ii)
( z + a )( z + b) Ê 1 -1 ˆ Ê 1 -1 ˆ
ÁË 1 - 2 z ˜¯ ÁË 1 - 4 z ˜¯
Transforms and Partial Differential Equations
5-26

5.4 Inverse Z-transforms


The inverse Z-transform of f (z) has been already defined as Z –1{ f (z)} = f(n), when
Z{f (n)} = f (z).

Z –1 { f (z)} can be found out by any one of the following methods:

Method 1 (Expansion Method)


If f (z) can be expanded in a series of ascending powers of z–1, i.e. in the form

 f(n)z–n, by binomial, exponential and logarithmic theorems, the coefficient of
n=0
z–n in the expansion gives Z–1 { f (z)}.

Method 2 (Long Division Method)


g( z -1 )
When the usual methods of expansion of f (z) fail and if f (z) = , then
h( z -1 )

g(z–1) is divided by h(z–1) in the classical manner and hence the expansion  f(n)z–n
n=0
is obtained in the quotient.

Method 3 (Partial Fractions Method)


When f (z) is a rational function in which the denominator can be factorised,
f (z) is resolved into partial fractions and then Z –1 { f (z)} is derived as the sum of
the inverse Z-transforms of the partial fractions.

Method 4 (By Cauchy’s Residue Theorem)


By using the relation between the Z-transform and Fourier transform of a sequence,
it can be proved that
1
Ú f (z) z dz,
n–1
f(n) =
2p i 
C

where C is a circle whose centre is the origin and radius is sufficiently large to in-
clude all the isolated singularities of f (z). C may also be a closed contour including
the origin and all the isolated singularities of f (z).
By Cauchy’s residue theorem,

Ú f (z) z
n–1
dz = 2π i × sum of the residues of f (z)zn–1 at the isolated singularities.
C

\ f (n) = Sum of the residues of f (z)z n–1 at the isolated singularities.


Z-Transforms and Difference Equations
5-27

5.5 formatIon of dIfference eQuatIons


and use of Z-transform to soLve tHem
Z-transforms can be used to solve finite difference equations of the form ay(n + 2)
+ by(n + 1) + cy(n) = φ(n) with given values of y(0) and y(1).
Taking Z-transforms on both sides of the given difference equation and using the
values of y(0) and y(1), we will get y (z). Then
Z –1 { y (z)} will give y(n)
To express Z{y(n + 1)} and Z{y(n + 2)} in terms of y (z), the following results
may be noted.
• •
(i) Z{y(n + 1)} =  y(n + 1)z–n = z  y(n + 1)z–(n + 1)
n=0 n=0
–1 –2
= z[ y(1)z + y(2)z + ...]
= z[ y(0) + y(1)z–1 + y(2)z–2 + ...] – zy(0)
= z y (z) – zy(0)
(ii) Similarly,
Z{ y(n + 2)} = z2 y (z) – z2y (0) – zy(1)
and Z{y(n + 3) = z3 y (z) – z3 y(0) – z2 y(1) – zy(2) and so on.

Worked examples 5(b)

Example 1
1 + 2 z -1
Find the inverse Z-transform of , by the long division method.
1 - z -1
(1 – z–1) 1 + 2z–1 (1 + 3z–1 + 3z–2
1 – z–1
3z–1
3z–1 – 3z–2.
3z–2
3z–2 – 3z–3
3z–3.
-1 •
1 + 2z
Thus
1 - z -1
= Â f(n)z–n = 1 + 3z–1 + 3z–2 + ... + 3z–n + ...
n=0
Ï1, for n = 0
\ f(n) = Ì
Ó3, for n ≥ 1
or f (n) = 1 + 2U(n – 1)
Transforms and Partial Differential Equations
5-28

Example 2
Ï 4z ¸
Find Z –1 Ì 3˝
by the long division method.
Ó ( z - 1) ˛ 4z 4 z -2 4 z -2
f (z) = = =
( z - 1)3 (1 - z -1 )3 1 - 3z -1 + 3z -2 - z -3
1 – 3z–1 + 3z–2 – z–3) 4z–2 (4z–2 + 12z–3 + 24z–4
4z–2 – 12z–3 + 12z–4 – 4z–5
12z–3 – 12z–4 + 4z–5
12z–3 – 36z–4 + 36z–5 – 12z–6
24z–4 – 32z–5 + 12z–6
24z–4 – 72z–5 + 72z–6 – 24z–7
40z–5 – 60z–6 + 24z–7

4z
Thus
( z - 1)3
= Â f(n)z–n = 4z–2 + 12z–3 + 24z–4 + ...
n=0

= 2[1.2z–2 + 2.3z–3 + 3.4z–4 + ... + (n – 1) ⋅ nz–n + ...]


Ï 4 z ¸ Ï0, for n = 0, 1
\ Z –1 Ì 3˝
= Ì
Ó ( z - 1) ˛ Ó 2( n - 1) n, for n ≥ 2
= 2(n – 1)nU(n)
Example 3
ÔÏ z + z Ô¸
2
Find Z –1 Ì 3˝
by the long division method.
ÔÓ ( z - 1) Ô˛
z2 + z z -1 + z -2
f (z) = =
( z - 1)3 (1 - z -1 )3
1 – 3z–1 + 3z–2 – z–3) z–1 + z–2 (z–1 + 4z–2 + 9z–3 + 16z–4
z–1 – 3z–2 + 3z–3 – z–4
4z–2 – 3z–3 + z–4
4z–2 – 12z–3 + 12z–4 – 4z–5
9z–3 – 11z–4 + 4z–5
9z–3 – 27z–4 + 27z–5 – 9z–6
16z–4 – 23z–5 + 9z–6
16z–4 – 48z–5 + 48z–6 – 16z–7
25z–5 – 39z–6 + 16z–7
ÏÔ z + z ¸Ô
2
Thus Ì 3˝
= z–1 + 4z–2 + 9z–3 + 16z–4 + ..... ∞
ÓÔ ( z - 1) ˛Ô
• •
i.e. Â f(n)z–n = Â n2 z–n
n=0 n =1
Z-Transforms and Difference Equations
5-29

ÏÔ0, for n = 0
\ f(n) = Ì 2
ÔÓn , for n ≥ 1
or f (n) = n2 U(n – 1) or n2 U(n)

Example 4
Ï 1 ¸
Find Z –1 Ì -2 ˝
by the long division method.
Ó1 + 4z ˛
1 + 4z–2) 1 (1 – 4z–2 + 16z–4 – 64z–6
1 + 4z–2
– 4z–2
– 4z–2 – 16z–4
16z–4
16z–4 + 64z–6
– 64z–6
– 64z–6 – 256z–8
256z–8

1
Thus = 1 – 4z–2 + 16z–4 – 64z–6 + ...
1 + 4z -2 •
np –n
= Â 2n cos z
n=0 2
np
\ f (n) = 2n cos
2
Example 5
ÔÏ 3z - 18z + 26 Ô¸
2

Find Z –1 Ì ˝ by the partial fractions method.


ÓÔ ( z - 2)( z - 3)( z - 4) ˛Ô
3z 2 - 18z + 26 A B C
Let = + +
( z - 2)( z - 3)( z - 4) z-2 z-3 z-4
\ 3z2 – 18z + 26 = A(z – 3)(z – 4) + B(z – 2)(z – 4) + C(z – 2)(z – 3)
A=1=B=C
ÔÏ 3z - 18z + 26 Ô¸
2
–1 Ï 1 ¸ –1 Ï 1 ¸ –1 Ï 1 ¸
\ Z –1 Ì ˝ =Z Ì ˝ +Z Ì ˝ +Z Ì ˝
ÔÓ ( z - 2)( z - 3)( z - 4) Ô˛ Óz - 2˛ Óz - 3˛ Óz - 4˛

= 2n – 1 + 3n – 1 + 4n – 1
1 n 1 n 1 n
= ◊ 2 + 3 + 4 , where n ≥ 1
2 3 4
Transforms and Partial Differential Equations
5-30

Example 6
ÏÔ 4 z3 ¸Ô
Find Z –1 Ì ˝ , by the method of partial fractions.
ÓÔ (2 z - 1) ( z - 1) ˛Ô
2

f (z) 4z2 A B C
Let = = = + +
z (2 z - 1) ( z - 1)
2
(2 z - 1) (2 z - 1) 2
z -1
\ 4z2 = A(2z – 1)(z – 1) + B(z – 1) + C(2z – 1)2
f (z) 6 2 4
\ = - - +
z 2 z - 1 (2 z - 1) 2
z -1
3z 1 z 4z
\ f (z) = – - ◊ +
z - 1/2 2 ( z - 1/2) 2
z -1
Ï ¸
Ô 1z Ô
Ï z ¸ Ô Ô Ï z ¸
\ Z –1 { f (z)} = – 3Z –1 Ô Ô – Z –1 Ì 2 2 ˝ + 4 Z -1 Ì ˝
Ì 1˝ ÔÊ z - 1ˆ Ô Ó z - 1˛
ÔÓ z -
2 Ô˛ Ô ÁË 2 ˜¯ Ô˛
Ó
n
Ê 1ˆ
= – 3(1/2)n – n Á ˜ + 4
Ë 2¯
È z az ˘
Í∵ Z (a ) = and Z (na n ) =
n
˙
Î z-a ( z - a )2 ˚
n
Ê 1ˆ
= 4 – (n + 3) Á ˜
Ë 2¯
Example 7
ÏÔ 4 - 8z -1 + 6 z -2 ¸Ô
Find Z –1 Ì -1 -1 2 ˝
by the method of partial fractions.
ÓÔ (1 + z )(1 - 2 z ) ˛Ô
4 - 8z -1 + 6 z -2 4 z3 - 8z 2 + 6 z
Let f (z) = =
(1 + z -1 )(1 - 2 z -1 )2 ( z + 1)( z - 2)2
f (z) 4 z 2 - 8z + 6 A B C
Let = = + +
z ( z + 1)( z - 2) 2
z + 1 z - 2 ( z - 2)2
2 2
\ 4z – 8z + 6 = A(z – 2) + B(z + 1)(z – 2) + C(z + 1)
A=B=C=2
z z 2z
\ f (z) = 2 +2◊ +
z +1 z - 2 ( z - 2)2
Ï z ¸ –1 Ï z ¸
Ï 2z ¸
\ Z –1 { f ( z ) } = 2Z –1 Ì ˝ + 2Z Ì ˝ +Z Ì
–1

Ó z + 1˛ Óz - 2˛ Ó ( z - 2) ˛
= 2(–1)n + 2 ⋅ 2n + n ⋅ 2n
= 2(–1)n + (n + 2) ⋅ 2n
Z-Transforms and Difference Equations
5-31

Example 8
ÔÏ z + 2 z Ô¸
2
Find Z –1 Ì 2 ˝ by the method of partial fractions.
ÔÓ z + 2 z + 4 Ô˛
f (z) z+2 z+2
Let = 2 =
z z + 2z + 4 ( z + 1 - i 3)( z + 1 + i 3)
A B
= +
( z + 1) - i 3 z +1+ i 3
\ z + 2 = A(z + 1 + i 3 ) + B(z + 1 – i 3 )
1 1
A= ( 3 - i ) and B = ( 3 + i)
2 3 2 3
1 z 1 z
\ f (z) = ( 3 - i) ◊ + ( 3 + i)
2 3 z +1- i 3 2 3 z +1+ i 3
1
\ Z–1 { f ( z )} = [( 3 - i )(-1 + i 3)n + ( 3 + i )(-1 - i 3)n ]
2 3
1 È nÊ 2p 2p ˆ
= Í( 3 - i )2 ÁË cos n + i sin n˜ +
¯
2 3 Î 3 3
Ê 2p 2p ˆ ˘
( 3 + i )2 n Á cos n - i sin n ˙
Ë 3 3 ˜¯ ˚
[ the modulus-amplitude form of (-1 ± i 3)
Ê 2p 2p ˆ ˘
is 2 Á cos ± i sin ˜ ˙
Ë 3 3 ¯˚
1 È 2p n 2p n ˘
= ◊ 2 n ◊ 2 Í 3 cos + sin
2 3 Î 3 3 ˙˚
È 2p n 1 2p n ˘
= 2n Ícos + sin ˙
Î 3 3 3 ˚
Example 9
ÔÏ z2 Ô¸
Find Z –1 Ì ˝ by the method of partial fractions.
ÔÓ ( z + 2)( z + 4) Ô˛
2

f (z) z A Bz + C
Let = = + 2
z ( z + 2)( z + 4)
2 z + 2 z +4
1 1 1
- z+
= 4 + 4 2
z + 2 z2 + 4
1 z 1 z2 1 2z
\ f (z) = – + ◊ 2 +
4 z + 2 4 z + 4 4 z2 + 4
Transforms and Partial Differential Equations
5-32

1 1 np 1 np
\ Z –1 { f ( z )} = –(–2)n + ⋅ 2n cos + ⋅ 2n sin
4 4 2 4 2
È Ê n np ˆ z 2
Ê np ˆ az ˘
Í∵ Z Á a cos ˜ = 2 and Z Á a n sin ˜ = 2 ˙
Î Ë 2 ¯ z +a 2 Ë 2 ¯ z + a2 ˚
Example 10
ÔÏ z2 Ô¸
Find Z –1 Ì ˝ , by using Residue theorem.
ÓÔ ( z - a)( z - b) ˛Ô
ÏÔ z2 ¸Ô 1 z n -1 ◊ z 2
Z –1 Ì ˝ = Ú (z - a)(z - b) dz, where C is the circle whose
2p i 
ÓÔ ( z - a)( z - b) ˛Ô C

centre is the origin and which includes the singularities z = a and z = b.


z n +1
= [(Res.)z = a + (Res.)z = b] of , by
( z - a)( z - b)
Cauchy’s residue theorem
z = a and z = b are simple poles.
Ê z n +1 ˆ a n +1 b n +1
\ (Res.)z = a = Á ˜ = and (Res.) z=b =
Ë z - b ¯ z=a a-b b-a
ÏÔ z2 ¸Ô 1 a b
\ Z –1 Ì ˝ = (an + 1 – bn + 1) or ◊ an - ◊ bn
ÓÔ ( z - a )( z - b ) ˛Ô a - b a - b a - b
Example 11
ÏÔ z( z 2 - z + 2) ¸Ô
Find Z –1 Ì 2˝
, by using Residue theorem.
ÓÔ ( z + 1)( z - 1) ˛Ô
By residue theorem,
ÏÔ z( z 2 - z + 2) ¸Ô È n -1 z n ( z 2 - z + 2) ˘
Z –1 Ì ˝ = Sum of the residue of Í z f ( z ) = ˙
ÓÔ ( z + 1)( z - 1) ˛Ô
2
Î ( z + 1)( z - 1)2 ˚
at the poles. z = – 1 is a simple pole of zn–1 f (z)
(-1)n ◊ (1 + 1 + 2)
\ R(z = – 1) = = (– 1)n
(-1 - 1)2
z = 1 is a double pole of zn – 1 f ( z ) .
È d ÏÔ z n ( z 2 - z + 2) ¸Ô˘
\ R(z = 1) = Í Ì ˝˙
ÎÍ dz ÓÔ z +1 ˛Ô˚˙ z =1
È ( z + 1){(n + 2)z n +1 - (n + 1)z n + 2 nz n -1} - ( z n + 2 - z n +1 + 2 z n ) ˘
= Í ˙
Î ( z + 1)2 ˚ z =1
Z-Transforms and Difference Equations
5-33

1
= {n + 2 – (n + 1) + 2n – 1} = n
2
ÏÔ z( z 2 - z + 2) ¸Ô
Z –1 Ì 2˝
= (–1)n + n
ÓÔ ( z + 1)( z - 1) ˛Ô
Example 12
ÔÏ 2 z + 4 z Ô¸
2
Find Z –1 Ì 3 ˝
, by using Residue theorem.
ÔÓ ( z - 2) Ô˛
By residue theorem,

ÔÏ 2 z + 4 z Ô¸ ÔÏ 2 z + 4 z Ô¸
2 n +1 n
Z –1 Ì 3 ˝
= the residue of Ì ˝ at the only triple pole (z = 2).
ÔÓ ( z - 2) Ô˛ ÔÓ ( z - 2) Ô˛
3

1 È d2 ÏÔ 2 z n +1 + 4 z n ¸Ô˘
Rz = 3 = Í Ì ( z - 2)3 ˝˙
2! ÎÍ dz 2 ÓÔ ( z - 2)
3
˛Ô˚˙
1
= {2(n + 1)nzn – 1 + 4n(n – 1)zn – 1}z = 2
2
1
= [2(n + 1) n ⋅ 2n – 1 + 4n(n – 1)2n – 2}
2
= n2 2n
ÏÔ 2 z 2 + 4 z ¸Ô
\ Z –1 Ì 3 ˝
= n2 2n
ÓÔ ( z - 2) ˛Ô
Example 13
ÔÏ z2 Ô¸
Find Z –1 Ì ˝ , by the method of residues.
ÔÓ ( z + 2)( z + 4) Ô˛
2

ÔÏ z2 Ô¸ z n +1
By residue theorem, Z –1 Ì ˝ = Sum of the residues of
ÔÓ ( z + 2)( z + 4) Ô˛ ( z + 2)( z 2 + 4)
2
at the singularities.
z = – 2, ± 2i are simple poles.
Ê z n +1 ˆ 1
R(z = – 2) = Á 2 ˜ = (– 2)n + 1
Ë z + 4 ¯ z =-2 8
ÏÔ z n +1 ¸Ô Ê (2i )n +1 ˆ
R(z = 2i) = Ì ˝ = Á ˜
ÓÔ ( z + 2)( z + 2i ) ˛Ôz = 2i Ë 4i(2 + 2i ) ¯
2n i n 2 n (1 - i )i n
= =
4(1 + i ) 8
2 n (1 + i )(-i )n
Similarly R(z = – 2i) =
8
Transforms and Partial Differential Equations
5-34

ÏÔ z2 ¸Ô 1 2n Ê np np ˆ
Z –1 Ì ÁË cos 2 + i sin 2 ˜¯
n +1
\ ˝ = (– 2) + (1 – i)
ÓÔ ( z + 2)( z + 4) ˛Ô
2
8 8
2n Ê np np ˆ
+ (1 + i) Á cos - i sin ˜
8 Ë 2 2 ¯
1 2 n +1 Ê np np ˆ
= (– 2)n + 1 + cos + sin ˜
8 8 ÁË 2 2 ¯
1 1 Ê np np ˆ
= - (– 2)n + ◊ 2 n Á cos + sin ˜
4 4 Ë 2 2 ¯
Example 14
Ï z ¸
Find Z –1 Ì 2 ˝ , by the method of residues.
Ó z + 2z + 2 ˛
Ï z ¸ zn
By residue theorem, Z –1 Ì 2 ˝ = sum of the residues of 2 at its
singularities. Ó z + 2z + 2 ˛ z + 2z + 2
zn
The singularities of 2 are given by z2 + 2z + 2 = 0, i.e. z = – 1 + i and
z + 2z + 2
– 1 – i which are simple poles.
Ê zn ˆ 1
R(z = – 1 + i) = Á ˜ = (– 1 + i)n
Ë z + 1 + i ¯ z =-1+i 2i
Ê zn ˆ
1
R(z = – 1 – i) = Á z + 1 - i ˜ =– (– 1 – i)n
Ë ¯ z =-1-i 2i
Ï z ¸ 1 1
\ Z –1 Ì 2 ˝ = (– 1 + i)n – (– 1 – i)n
Ó z + 2z + 2 ˛ 2i 2i

( 2 )n ÏÔÊ 3p 3p ˆ
n
Ê 3p 3p ˆ ¸Ô
n
= ÌÁ cos + i sin ˜ - -
ÁË cos 4 i sin 4 ˜¯ ˝
2i ÔÓË 4 4¯ Ô˛
( 2 )n 3np
= ⋅ 2i sin
2i 4
3np
= ( 2 )n sin
4
Example 15
Form the difference equation by eliminating the arbitrary constants A and B from the
relations (i) yx = A ⋅ 3x + B ⋅ 4x and (ii) yx = (Ax + B) (–2)x
(i) yx = A⋅3x + 1 + B⋅4x (1)
x+1 x+1
∴ yx + 1 = A ⋅ 3 + B⋅4 (2)
x+ 2 x+2
and yx + 2 = A ⋅ 3 + B⋅4 (3)
Z-Transforms and Difference Equations
5-35

Eliminating A and B from equations (1), (2) and (3), we get


yx 3x 4x
yx + 1 3 x +1 4 x +1 = 0
yx + 2 3x + 2 4x +2

yx 1 1 yx 1 0
i.e. 3 ¥ 4 yx +1
x x
3 4 = 0 (or) y x +1 3 1 =0
yx + 2 9 16 yx + 2 9 7

i.e. y x (21 - 9) - (7 y x + 1 - y x + 2 ) = 0

i.e. y x + 2 - 7 y x + 1 + 12 y x = 0

(ii) y x = ( Ax + B)(- 2) x (1)

∴ y x + 1 = ( Ax + A + B)(- 2) x + 1

yx + 1
or = ( Ax + A + B)(- 2) x (2)
-2
and y x + 2 = ( Ax + 2 A + B)(- 2) x + 2
yx + 2
or = ( Ax + 2 A + B)(- 2) x (3)
4
Now, (1) + (3) – 2 × (2) gives
yx + 2 yx + 1
yx + -2 ¥ =0
4 -2
i.e., yx + 2 + 4 yx + 1 + 4 yx = 0

Example 16
From the difference equation by eliminating the arbitrary constants a and b from the
relations (i) yn = a cos nq + b sin n and (ii) yn = an2 + bn
(i) yn = a cos nq + b sin nq (1)
∴ yn + 1 = a cos (n + 1)q + b sin (n + 1)q (2)
and yn + 2 = a cos (n + 2)q + b sin (n + 2)q (3)
yn+2 + yn = a [cos (n + 2) q + cos nq] + b[sin (n + 2) q + sin n q]
= 2 a cos (n + 1) q cos q + 2b sin (n + 1) q cos q
= 2 cos q ◊ yn + 1
∴ The required D.E, is yn + 2 – 2yn +1 cos q + yn = 0
(ii) yn = an2 + bn (1)
Dyn = yn + 1 – yn = a{(n + 1)2– n2} + b
= a(2n + 1) + b (2)
Transforms and Partial Differential Equations
5-36
D2yn = 2a (3)
1 2
From (3), a= D yn (4)
2
(2 n + 1) 2
Using (4) in (2), b = Dyn - D yn (5)
2
Using (4) and (5) in (1), we get
n2 2 Ï (2 n + 1) 2 ¸
yn = D yn + n Ì Dyn - D yn ˝
2 Ó 2 ˛
2yn = {n - n(2 n + 1}D yn + 2 n Dyn
2 2
i.e.

i.e. n(n + 1)D 2 yn - 2 n Dyn + 2 yn = 0

Example 17
Show that n straight lines, no two of which are parallel and no three of which meet in
1
a point, divide a plane into (n2 + n + 2) parts.
2
Let yn denote the number of sub-regions formed by n straight lines.
When the (n + 1)th lines is drawn, it will intersect each of the previous n lines at
n points and hence generate (n + 1) more sub-regions in addition to the previous yn
sub-regions.
\ yn + 1 = yn + (n + 1)
i.e. Dyn = n + 1 = n[1] + 1
\ yn = D - 1 n[1] + D - 1 (1)

n[2]
= + n[1] + c
2
1
i.e. yn = n (n - 1) + n + c (1)
2
Clearly, when n = 1, yn = 2
Using this in (1), we get 2 = 1 + c ∴ c = 1
1
∴ yn = (n2 + n + 2)
2
Example 18
Form the difference equation satisfied by the nth order determinant
1 + x2 x 0 0  0
x 1 + x2 x 0  0
Dn =
0 x 1+ x 2
x  0
     
Z-Transforms and Difference Equations
5-37

Expanding Dn in terms of elements of the first row,


1 + x2 x 0 0  0 x x 0  0
x 1+ x 2
x 0  0 0 1+ x 2
x  0
Dn = (1 + x 2 ) -x
0 x 1 + x2 x  0 0 x 1+ x 2
 0
          

1 1 0  0
0 1+ x 2
x  0
= (1 + x 2 )Dn -1 - x 2
0 x 1+ x 2
 0
    

= (1 + x 2 )Dn - 1 - x 2 Dn - 2 ; viz., Dn - (1 + x 2 )Dn - 1 + x 2 Dn - 2 = 0


Changing n into (n + 2), the required difference equation becomes
Dn + 2 - (1 + x 2 )Dn + 1 + x 2 Dn = 0

Example 19
p
cos nq
If In = Ú dq , where n is an integer and 0 < a < π, form the difference
0
cos q - cos a
equation satisfied by In.
p
cos n q
In = Ú cos q - cos a dq
0

p
cos (n + 2)q
In + 2 = Ú cos q - cos a dq
0

p
cos (n + 2)q + cos n q
Now In + 2 + In = Ú cos q - cos a
dq
0

p
2 cos (n + 1)q cos n q
= Ú cos q - cos a
dq
0
p
2 cos (n + 1)q {(cos q - cos a ) + cos a}
= Ú cos q - cos a
dq
0
p p
cos (n + 1)q
= 2 Ú cos (n + 1) q dq + 2 cos a Ú cos q - cos a dq
0 0

p
Ï sin (n + 1)q ¸
= 2Ì ˝ + 2 cos a ◊ I n +1
Ó n + 1 ˛0
\ The required difference equation is In + 2 – 2 cos a ◊ In + 1 + In = 0.
Transforms and Partial Differential Equations
5-38

Example 20
Solve the difference equation y(n + 3) – 3y(n + 1) + 2y(n) = 0, given that
y(0) = 4, y(1) = 0 and y(2) = 8
Taking Z-transforms on both sides of the given equation, we have Z{y(n + 3)} –
3Z{y(n + 1) + 2Z{y(n)} = 0
i.e. {z3 y (z) – z3 y(0) – z2 y(1) – zy(2)] – 3 {z y (z) – zy(0)] + 2 y (z) = 0
i.e. (z3 – 3z + 2) y (z) = 4z3 – 4z
y (z) 4z2 - 4 A B C
\ = = + +
z ( z - 1) ( z + 2)
2
z - 1 ( z - 1) 2
z+2
8/3 4/3
= +
z -1 z + 2
8 z 4 z
\ y (z) = +
3 z -1 3 z + 2
8 4
Inverting, we get y(n) = + (– 2)n
3 3
Example 21
Solve the equation f (n) + 3f (n – 1) – 4f (n – 2) = 0, n ≥ 2, given that f(0) = 3 and
f(1) = – 2.
Changing n into (n + 2) in the given equation, it becomes f (n + 2) + 3f (n + 1)
– 4 f(n) = 0, n ≥ 0. Taking Z-transforms of this equation, we have
[z2 f ( z ) – z2 f (0) – z f (1)] + 3[z f ( z ) – z f (0)] – 4 f ( z ) = 0
i.e. (z2 + 3z – 4) f ( z ) = 3z2 + 7z
f (z) 3z + 7 1 2
\ = = +
z ( z + 4)( z - 1) z + 4 z - 1
z 2z
\ f (z) = +
z + 4 z -1
\ f (n) = (– 4)n + 2
Example 22
Solve the equation yn + 2 – 7yn + 1 + 12yn = 2n, given that y0 = y1 = 0.

note
yn means y(n).
Taking Z-transforms of the given equation,
z
[z2 y (z) – z2 y(0) – zy(1)] – 7[z y (z) – zy(0)] + 12 y (z) =
z-2
z
i.e. (z2 – 7z + 12) y (z) =
z-2
Z-Transforms and Difference Equations
5-39

y (z) 1 1/ 2 1 1/ 2
\ = = - +
z ( z - 2)( z - 3)( z - 4) z-2 z-3 z-4
1 z z 1 z
\ y (z) = - +
2 z-2 z-3 2 z-4
Inverting, we get yn = 1/2 ⋅ 2n – 3n + 1/2 ⋅ 4n
Example 23
Solve the equation xn + 2 – 5xn + 1 + 6xn = 36, given that x0 = x1 = 0. Taking
Z-transforms of the given equation,
z
[z2 x (z) – z2 x(0) – z x(1)] – 5[z x (z) – zx(0)] + 6 x (z) = 36
z -1
36 z
i.e. (z2 – 5z + 6) x (z) =
z -1
x (z) 36 18 36 18
i.e. = = - +
z ( z - 1)( z - 2)( z - 3) z -1 z - 2 z - 3
z z z
\ x ( z ) = 18 - 36 + 18
z -1 z-2 z-3
Inverting, we get xn = 18 – 36 ⋅ (2)n + 18 ⋅ (3)n

Example 24
Solve the equation y(x + 2) + 4y(x + 1) + 4y(x) = x, given that y(0) = 0 and y(1) = 1.
note
The letter ‘x’ is used instead of ‘n’
Taking Z-transforms of the given equation,
z
[z2 y (z) – z2 y(0) – zy(1)] + 4[z y (z) – zy(0)] + 4 y (z) =
( z - 1)2
È z ˘
Í∵ Z ( x ) ∫ Z (n) = ˙
Î ( z - 1)2 ˚
z
i.e. (z2 + 4z + 4) y (z) = z +
( z - 1)2
y (z) 1 1
\ = +
z ( z + 2) 2
( z - 1) ( z + 2)2
2

1 A B C D
= + + + +
( z + 2) 2
z - 1 ( z - 1) 2
z + 2 ( z + 2)2
2 z 1 z 2 z 10 z
\ y (z) = – + ◊ + ◊ +
27 z - 1 9 ( z - 1) 2
27 z + 2 9 ( z + 2)2
Inverting, we get
2 1 2 5
y(n) = – + n+ (– 2)n – n (– 2)n
27 9 27 9
Transforms and Partial Differential Equations
5-40

Example 25
Solve the equation yn + 2 + yn = 2n ⋅ n
Taking Z-transforms of the given equation,
[z2 y (z) – z2 y(0) – zy(1)] + y (z) = Z{n ⋅ 2n}
È 2z az ˘
= Í∵ Z (na n ) =
= ˙
( z - 2) Î
2
( z - a )2 ˚
Since y(0) and y(1) are not given, we assume that y(0) = A and y(1) = B.
2z
\ (z2 + 1) y (z) = Az2 + Bz +
( z - 2)2
z2 z 2z
\ y (z) = A +B +
z +1
2
z +1
2
( z + 1) ( z - 2)2
2
Taking inverses
np np ÏÔ 2z Ô¸
y(n) = A cos + B sin + Z –1 Ì 2 2˝
(1)
2 2 ÓÔ ( z + 1)( z - 2) ˛Ô
ÔÏ 2z Ô¸ È 2zn ˘
Z –1 Ì 2 2˝
= Sum of the residues of Í 2 2 ˙ at its poles.
ÓÔ ( z + 1)( z - 2) ˛Ô ÎÍ ( z + 1)( z - 2) ˚˙
È 2zn ˘ i n -1 (3 + 4i )i n -1
R(z = i) = Í ˙ = =
ÍÎ ( z + i )( z - 2) ˙˚ z = i 3 - 4i
2 25

3 È p p˘ 4 È np np ˘
= Í cos(n - 1) + i sin (n - 1) ˙ + Í cos + i sin
25 Î 2 2 ˚ 25 Î 2 2 ˙˚
3 4
Similarly R(z =− i) = [cos (n − 1) π/2 − i sin (n − 1) π/2] +
25 25
È np np ˘
ÍÎcos 2 - i sin 2 ˙˚
È d ÏÔ 2 z n ¸Ô˘
R(z = 2) = Í Ì 2 ˝˙ ( z = 2 is a double pole)
ÎÍ d z ÓÔ z + 1 ˛Ô˚˙ z = 2
È ( z 2 + 1)2 nz n -1 - 2 z n .2 z ˘
= Í ˙
ÍÎ ( z 2 + 1)2 ˙˚ z = 2

5.2 n .2 n -1 - 4.2 n +1 5n - 8 n
= = .2
25 25
Using these values in (1), we get
np np 6 p 8 np (5n - 8) n
y(n) = A cos + B sin + cos (n − 1) + cos + 2
2 2 25 2 25 2 25
np np 6 np 8 np (5n - 8) n
= A cos + B sin + sin + cos + 2
2 2 25 2 25 2 25
Z-Transforms and Difference Equations
5-41

np np (5n - 8) n
= C1 cos + C2 sin + 2
2 2 25

Example 26
Solve the simultaneous difference equations
xn + 1 = 7xn + 10yn; yn + 1 = xn + 4yn given that x0 = 3 and y0 = 2.
Taking Z-transforms of both the equations,
z · x (z) – z · x(0) = 7 x (z) + 10 y (z)
and z y (z) – zy(0) = x (z) + 4 y (z)
i.e. (z – 7) x − 10 y = 3z (1)
and x − (z − 4) y = 2z (2)
Solving (1) and (2), we get
x (z) 3z + 8 y (z) 2 z - 11
= and =
z ( z - 2)( z - 9) z ( z - 2)( z - 9)
-2 z 5z z z
\ x (z) = + and y (z )= +
z-2 z-9 z-2 z-9
Inverting, we get x(n) = −2n + 1 + 5 · 9n and y(n) = 2n + 9n

Exercise 5(b)

Part A (Short-Answer Questions)


1. Write down the formula for finding Z−1 { f (z)} using Cauchy’s residue
theorem.
2. Express Z{ f (n + 2)} and Z{ f (n + 3) in terms of f (z).
Ï z ¸
3. Find Z−1 Ì ˝ by expansion method.
Óz - a˛
Ï 1 ¸
4. Find Z−1 Ì ˝ by expansion method.
Óz +2˛
5. Find Z−1 (ea/z) by expansion method.
6. Find Z−1 {e−2z} by expansion method.
7. Find Z−1 {log (1 – z–1 – 6z–2)} by expansion method.
Ï z-a¸
8. Find Z−1 Ìlog ˝ by expansion method.
Ó z+b˛
9. Find f (z) from the equation f (n + 2) – 3 f (n + 1) + 2 f (n) = 0, if f(0) = 0 and
f(1) = 1.
10. Find f (z) from the equation f (n + 1) − 2f (n) = U(n), if f (0) = 0.
Transforms and Partial Differential Equations
5-42
Part B
Find the inverse Z-transforms of the following functions by the long division meth-
od.
4z
11.
( z - 1)2
z2 + z
12.
( z - 1)2
z
13.
( z - 1)( z - 2)
2z2 + 4z
14.
( z - 2)3
Find the inverse Z-transforms of the following functions by the partial fractions
method.
8z 2
15.
8z 2 - 6 z + 1
z+2
16.
z - 5z + 6
2

z 2 - 3z
17.
z - 3z + 10
2

z2 + 2z
18.
( z - 1)( z - 2)( z - 3)
z -2
19.
(1 - z )(1 - 2 z -1 )(1 - 3z -1 )
-1

2z2 - z
20.
( z - 1)( z - 2)2

21. z
( z + 1)( z - 1)2

22. z -2
(1 + z -1 )2 (1 - z -1 )
z
23.
z - 2z + 2
2

24. z2 + z
( z - 1)( z 2 + 1)
z2 - 3
25.
( z + 2)( z 2 + 1)
Z-Transforms and Difference Equations
5-43

Find the inverse Z-transforms of the following functions by the method of residues.
z
26.
z + 7 z + 10
2

z-4
27.
z + 5z + 6
2

z2 - 4z
28.
( z - 2)2
4z2 - 2z
29.
( z - 1)( z - 2)2
2z
30.
( z - 1)( z 2 + 1)
z2 + 1
31.
z - 2z + 2
2

z( z 2 - 1)
32.
( z 2 + 1)2
33. Form the difference equation by eliminating the constants a and b from the
relation yx = a ◊ 2x + b ◊ (–2)x.
34. Form the difference equation by eliminating the constants a and b from the
relation yn = (a – bn) ◊ 3n
35. Form the difference equation by eliminating a and b from yn = an2 – bn.
36. Form the difference equation by eliminating A and B from
Ê np np ˆ
yn = ( 2 )n Á A cos + B sin .
Ë 4 4 ˜¯
37. Form the difference equation by eliminating a and b from
Ê px pxˆ
y x = 2 x Á a cos + b sin
Ë 3 3 ˜¯
38. n circles are drawn in a plane so that each circle intersects all others and no three
meet in a point. Prove that the plane is divided into (n2 – n + 2) parts, by forming
the difference equation satisfied by the number yn of sub-regions obtained.
39. A solid is so constructed that every face is a triangle. Form the difference
equation satisfied by yn, the number of faces for n vertices.
40. Form the difference equation satisfied by Dn, where Dn is the nth order
determinant given by
2 cos q 1 0 0  0
1 2 cos q 1 0  0
Dn = 0 1 2 cos q 1  0
     
0 0 0 0  2 cos q
and hence find the value of Dn.
Transforms and Partial Differential Equations
5-44
41. Find the difference equation satisfied by
p
cos n x
In = Ú 5 - 3 cos x dx
0

and hence find In.


42. Find the difference equation satisfied by
p
cos n q - cos n a
In = Ú cos q - cos a
dq
0

and hence find In.


Solve the following difference equation, using Z-transforms.
43. y(n + 1) – y(n) = 3n, given that y(0) = 0.
44. y(n + 2) + y(n) = 0.
45. y(n + 3) – 6y(n + 2) + 12y(n + 1) – 8y(n) = 0, given that y(0) = −1, y(1) = 0
and y(2) = 1.
46. y(n) + y(n – 1) – 8y(n – 2) – 12y(n – 3) = 0, n ≥ 3, given that y(0) = 1,
y(1) = –6, y(2) = 12.
47. y(n + 2) – 4y(n + 1) + 4y(n) = 0, given that y(0) = 1 and y(1) = 0.
48. y(n + 2) – y(n + 1) – 2y(n) = 4, given that y(0) = – 1 and y(1) = 3.
49. y(n + 2) – 4y(n + 1) + 4y(n) = π, given that y(0) = 0 and y(1) = 0.
50. y(n + 2) – 3y(n + 1) + 2y(n) = 2n, given that y(0) = 3 and y(1) = 6.
51. y(n + 2) + 6y(n + 1) + 9y(n) = 2n, given that y(0) = 0 and y(1) = 0.
52. y(n + 2) – y(n) = 2n, given that y(0) = 0 and y(1) = 1.
53. y(n + 2) – 5y(n + 1) + 6y(n) = 4n, given that y(0) = 0 and y(1) = 1.
54. y(n + 2) – 4y(n) = 2n, given that y(0) = 0 and y(1) = 0.
55. y(n + 2) – 5y(n + 1) + 6y(n) = 5n, given that y(0) = 0 and y(1) = 0.
56. y(n + 2) + 2y(n + 1) + y(n) = n, given that y(0) = 0 and y(1) = 0.
57. y(n + 2) – 5y(n + 1) + 6y(n) = n, given that y(0) = 0 and y(1) = 0.
58. y(n + 2) – 5y(n + 1) + 6y(n) = n(n − 1), given that y(0) = 0 and y(1) = 0.
59. y(n + 2) – 4y(n + 1) + 3y(n) = 2n · n2, given that y(0) = 0 and y(1) = 0.
60. x(n + 2) – y(n) = 1 and y(n + 2) – x(n) = 1, given that x(0) = 0 and
y(0) = –1.

Answers

Exercise 5(a)
2
13. ;
z
z z
14. + ;
z-a z-b
az
15. ;
z-b
Z-Transforms and Difference Equations
5-45

az
16. ;
z+a
Ï 2 3 ¸
17. z Ì + ˝;
Ó 2 z - 1 3z - 1 ˛
Ï 3 4 ¸
18. z Ì + ˝;
Ó z - 2 z +1˛
z
19. eb . ;
z - e aT
z
20. e2T . ;
z - e2T
a
21. ;
( z - a )2
z
22. ;
( z - 1)3
Ê z ˆ
23. (1 – z) log Á ;
Ë z - 1˜¯

3z 2
24. ;
z - z +1
2

25.
(
z z -1 2 );
z - z 2 +1
2

z 2 sin T
26. ;
z 2 - 2 z cos T + 1
z 2 ( z - cos 2T )
27. – 1;
z 2 - 2 z ◊ cos 2T + 1
zÊ 1 1 ˆ
28. + ;
2 ÁË z - eT z - e -T ˜¯
zÊ 1 1 ˆ
29. - ;
2 ÁË z - e2T z - e -2T ˜¯

z2 Ê 1 1 ˆ
30. - ;
2 ÁË z - eT z - e -T ˜¯

z( z 2 - 6 z + 6)
31. ;
2(2 - z )(3 - z )(4 - z )
z
32. ;
( z - 2)( z - 3)( z - 6)
Transforms and Partial Differential Equations
5-46

z
33. ;
z - z -1
2

z( z + 2)
34. ;
2( z 2 - 2 z + 2)
z2
35. ;
( z + 2)( z 2 + 4)
5z
36. ;
( z - 2)( z + 3)2
4 z3 - 8z 2 + 6 z
37. ;
( z + 1)( z - 2)2
az sinh a
38. ;
z - 2 az cosh a + a 2
2

z( z - 2 cosh 5)
39. ;
z - 2 z cosh 5 + 4
2

T 3 ze2T (z 2 e 4T + 4 ze2T + 1)
40. ;
(ze2T - 1)4
8z
41. ;
( z - 2)3
z
42. ;
( z - 1)4
1È Ê z ˆ ˘
Í(1 - z ) log ÁË ˜ - z˙ ;
2
43.
2Î z - 1¯ ˚

Ê 1ˆ z
44. ÁË 2 - ˜¯ log ;
z z -1
45. ea/z + e1/az;
z 2 cos a - z cos(a 8 - a )
46. ;
p
z 2 - 2 z cos + 1
8
zÈ 1 z -1 2 ˘
47. + 2 ;
2 Î z - 1 z - z + 1 ˚˙
Í

3 È z( z - 1 2 ) ˘ È z( z + 1 2 ) ˘
48. Í ˙ +1 4Í 2 ˙;
4 Î z2 - z 2 + 1 ˚ Î z + z 2 + 1˚
z( z - a cos a )
49. ;
z - 2 za cos a + a 2
2
Z-Transforms and Difference Equations
5-47

(z3 - z )sin q
50. ;
(z2 - 2 z cos q + 1)2
a (z 3 cos q - 2 az 2 + a 2 z cos q )
51. ;
(z2 - 2az cos q + a2 )2
az (z 2 - a 2 )sin q
52. ;
(z2 - 2az cosq + a2 )
2

z 2 cos f - zr cos (q - f )
53. ;
z 2 - 2 zr cos q + r 2
z 2 sin f + r T z sin(w T - f )
54. ;
z 2 - 2r T z cos w T + r 2T
z 1 z( z - cos 4T )
55. + . 2 ;
2( z - 1) 2 z - 2 z cos 4T + 1
3 z sin T 1 z sin 3T
56. . 2 - . 2 ;
4 z - 2 z cos T + 1 4 z - 2 z cos3T + 1

Tz (z 2 - 1)sin T
57. ;
(z2 - 2 z cos T + 1)2
T (z 3 cos T - 2 z 2 + z cos T )
58. ;
(z2 - 2 z cos T + 1)2
ze -T sin 2T
59. ;
z 2 e -2T - 2 ze -T cos 2T + 1
ze2T (ze2T - cos3T )
60. ;
z 2 e 4T - 2 ze2T cos3T + 1
61. 0; 1
z2
62. (a)
( z - a )2
z2
(b) ;
( z - 1)( z - 2)
z2
63. (a) ;
( z - a )( z - b)
4 z 2 - 3z
(b) ;
( z - 1)(2 z - 1)(4 z - 1)
Transforms and Partial Differential Equations
5-48

z2
64. (i) ;
( z - 1)2
z3 + z2
(ii) ;
( z - 1)4

(-1)n
65. (i) {bn + 1 – an + 1;
b-a
n -1 n
Ê 1ˆ Ê 1ˆ
(ii) Á ˜ -Á ˜ .
Ë 2¯ Ë 4¯
Exercise 5(b)
3. an;
4. (–2)n – 1;
an
5. ;
n!
(-2)n
6. ;
n!
1
7. [(–1)n2n – 3n];
n
1
8. [(–b)n – an];
n
z
9. f (z) = 2 ;
z - 3z + 2
z
10. f ( z) = ;
( z - 1)( z - 2)
11. 4n;
12. (2n + 1);
13. 2n – 1;
14. n 2 2 n;
15. 21 – n – 4–n;
16. 5 · 3n – 1 – 4.2n – 1;
2 n 5
17. ·5 + · (–2)n;
7 7
3 5
18. - 4 ◊ 2 n + 3n ;
2 2
1 1
19. - 2 n + 3n ;
2 2
3
20. 1 – 2n + n · 2 n;
2
Z-Transforms and Difference Equations
5-49

1 1 n
21. (–1)n – + ;
4 4 2
1 1 n
22. - (–1)n + (–1)n;
4 4 2

23. ( 2 )n sin np ;
4
np
24. 1 – cos ;
2
1 1 np 1 np
25. - (–2)n + cos - sin ;
10 10 2 20 2
1
26. [(–2)n – (–5)n];
3
7
27. 3 · (–2)n – · (–3)n
3
28. (1 – n) · 2n;
29. 2 + (3n – 2) · 2n;
Ê np np ˆ
30. 1 – Á cos + sin ˜
Ë 2 2 ¯
Ê 1 - 3i ˆ n Ê 1 + 3i ˆ
˜ (1 + i ) + ÁË ˜ (1 - i ) ;
n
31. ÁË
4 ¯ 4 ¯
n n–1
32. [i + (–i)n – 1];
2
33. yx + 2 – 4yx = 0
34. yn + 2 –6yn + 1+9yn = 0
35. (n2 + n) D2yn – 2nDyn + 2yn= 0
36. yn + 2 – 2yn +1 + 2yn = 0
37. yx + 2 – 2yx +1 + 4yx = 0
38. yn + 1 = yn + 2n
39. yn + 1 = yn + 2
sin(n + 1)q
40. Dn + 2 – 2 cos q Dn + 1 + Dn = 0; Dn =
sin q
n
p Ê 1ˆ
41. In = ◊
4 ÁË 3 ˜¯
p sin na
42. In =
sin a
1 n
43. y(n) = (3 – 1);
2
np np
44. y(n) = A cos + B sin ;
2 2
Transforms and Partial Differential Equations
5-50

Ï 11 3 2¸
45. y(n) = 2n Ì-1 + n - n ˝ ;
Ó 8 8 ˛
8 n 33 6
46. y(n) = - .3 + .(-2)n + n(-2)n ;
25 25 5
47. y(n) = 2n (1 – n);
48. y(n) = – 2 – (–1)n + 2 · 2n;
49. y(n) = π [1 + (n – 2) · 2n – 1];
50. y(n) = 1 + 2n + 1 + n · 2n – 1;
1 n 1 1
51. y(n) = .2 - .(-3)n + n · (–3)n;
25 25 5
1 n
52. y(n) = [2 – (–1)n]
3
1 n
53. y(n) = (4 – 3n);
2
1
54. y(n) = {(–2)n – 2n + n · 2n + 1}
16
1 n 1 n
55. y(n) = .2 - .3 ;
3 2
1
56. y(n) = (n – 1) {1 + (–1)n – 1};
4
n
1 Ê 1ˆ 3
57. y(n) = ·3 –2 + Á ˜ +
n n
4 Ë 2¯ 4
1
58. y(n) = . 3n – 2n + 1 + 3/2 + n;
2
59. y(n) = 3 + 5 · 3n – 2n (n2 + 8);

60. x(n) = 1 ÊÁ 1 - cos np - sin np ˆ˜ and y(n) = 1 ÊÁ sin np - cos np - 1ˆ˜


2Ë 2 2 ¯ 2Ë 2 2 ¯
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A-2

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A-3

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Transforms and Partial Differential Equations
A-4
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A-5

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Transforms and Partial Differential Equations
A-6
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A-7

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A-8
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53185
B.E./B.Tech. Degree Examinations, November/December 2010
Regulations 2008

Third Semester

Common to all branches

MA 2211 Transforms and Partial Differential Equations

Time: Three Hours Maximum: 100 Marks


Answer ALL Questions
Part A – (10 2 = 20 Marks)

1. Find the constant term in the expansion of cos2 x as a Fourier series in the
interval (– , ).
2. Find the root mean square value of f (x) = x2 in (0, l).
3. Write the Fourier transform pair.
4. Find the Fourier sine transform of f (x) = e–ax, a > 0.
5. Form the partial differential equation by eliminating the arbitrary function
from z2 – xy = f .
6. Find the particular integral of (D2 – 2DD + D 2) z = ex – y.
7. Write down the three possible solutions of one dimensional heat equation.

equation.

10. Form a difference equation by eliminating the arbitrary constant A from yn


= A 3 n.

Part B – (5 16 = 80 Marks)

11. (a) (i) Find the Fourier series expansion of f (x) =

Also, deduce that = (10)

(ii) Find the Fourier series expansion of f (x) = 1 – x2 in the interval


(–1, 1). (6)
OR
SQP1.2 Transforms and Partial Differential Equations

11. (b) (i) Obtain the half range cosine series for f (x) = x in (0, ). (8)
(ii) Find the Fourier series as far as the second harmonic to represent
the function f (x) with period 6, given in the following table.
x 0 1 2 3 4 5
f (x) 9 18 24 28 26 20 (8)
12. (a) (i) Derive the Parseval’s identity for Fourier Transforms. (8)
(ii) Find the Fourier integral representation of f (x

f (x) = (8)

OR
12. (b) (i) Find the Fourier sine transform of

f (x) = (8)

(ii) Evaluate using Fourier cosine transforms of

e–ax and e–bx. (8)


13. (a) (i) Form the PDE by eliminating the arbitrary function from (x2 +
y2 + z2, ax + by + cz) = 0. (8)
(ii) Solve the partial differential equation x (y – z) p + y (z – x) q = z2
2 2

(x – y). (8)
OR
13. (b) (i) Solve the equation [D3 + D2D – 4DD 2 – 4D 3]z = cos (2x + y).
(8)
(ii) Solve [2D2 – DD – D 2 + 6D + 3D ]z = xey. (8)
14. (a) A tightly stretched string of length 2l is fastened at both ends. The
midpoint of the string is displaced by a distance ‘b’ transversely and
the string is released from rest in this position. Find an expression
for the transverse displacement of the string at any time during the
subsequent motion. (16)
OR
14. (b) A square plate is bounded by the lines x = 0, y = 0, x = 20 and y = 20.
Its faces are insulated. The temperature along the upper horizontal
edge is given by
u(x, 20) = x(20 – x), 0 < x < 20
while the other two edges are kept at 0°C. Find the steady state tem
perature distribution in the plate. (16)
Solved Question Papers-1 SQP1.3

15. (a) (i) Find the Z n and sin n . Hence deduce the
Z n + 1) and an sin n . (10)
(ii) Find the inverse Z by residue method. (6)

OR
15. (b) (i) Form the difference equation from the relation yn = a + b 3n. (8)
(ii) Solve yn + 2 + 4yn + 1 + 3yn = 2n with y0 = 0 and y1 = 1, using Z
transform. (8)

Solutions
Part – A

1. a0 =

constant term in the F.S. expansion = .

2.

3. F{f (x)} = e–isx dx and

F –1 = f (x) = eixs ds

4. Fs(e–ax) = e–ax sin sx dx =

5. z2 – xy = (1)
Differentiating (1) partially w.r.t. x,

2zp – y = f (2)

Differentiating (1) partially w.r.t. y;

2zq – x = f (3)

(2) (3) gives


SQP1.4 Transforms and Partial Differential Equations

i.e., – 2pqxz + xyq = 2z2q – 2pqxz – xz + x2p


i.e., x2p + (2z2 – xy)q = xz

6. P.I. ex – y = ex–y

7. Three possible solutions of the equations ut = 2uxx are


2 2
(i) u(x, t) = (Ae px + Be –px) e p t
2 2
(ii) u(x, t) = (A cos px + B sin px) e– p t and
(iii) u(x, t) = Ax + B, where A, B, p are arbitrary constants
8. Three possible solutions of the equation uxx + uyy = 0 are
(i) u(x, y) = (Aepx + Be–px) (C cos py + D sin py)
(ii) u(x, y) = (A cos px + B sin px) (Cepy + De–py)
(iii) u(x, y) = (Ax + B) (Cy + D), where A, B, C, D, p are arbitrary constants

9. The unit step sequence un un =

Z{un} = (or)

10. yn = A 3n ...(1); yn + 1 = 3A 3n ...(2)

(2) (1) gives = 3 (or) yn + 1 – 3yn = 0.

Part – B

11. (a) (i) Let the F.S. of f (x) be cos nx + sin nx, in
(0, 2 )

an =

a0 =

= =
Solved Question Papers-1 SQP1.5

bn =

= =0

F.S. of f (x) ~ cos nx in (0, 2 )

Putting x = 0, that is a point of continuity of f (x), we get

=0

11. (a) (ii) f (x) = 1 – x2 is an even function in (– 1, 1).


F.S. of f (x) will be of period 2 and will not contain sine terms.
Let the F.S. of f (x) be

an = 2 cos n x dx =

= 2 (– 1)n or

a0 = 2 (1 – x2) dx = 2 .

Required F.S. is cos n x in (–1, 1)

11. (b) (i) Given an even extension for f (x) in (– , 0).


i.e. put f (x) = – x in (– , 0)
Then f (x) is even in (– , )

F.S. of f (x) ~ cos nx in (– , )


SQP1.6 Transforms and Partial Differential Equations

an =

a0 =

x is cos nx in (0, )

11. (b) (ii) x : x0 = 0, x1 = 1, x2 = 2, x3 = 3, x4 = 4, x5 = 5


y = f (x) : y0 = 9, y1 = 18, y2 = 24, y3 = 28, y4 = 26, y5 = 20
2l = 6 l = 3

Let the required F.S. be y = +

a0 = 2 125 = 41.67

a1 = 2

= (– 19 – 12 0.5) = – 8.33

b1 = 2

= –4 0.866 = – 1.15
Solved Question Papers-1 SQP1.7

a2 =

= [37 – 88 0.5] = – 2.33

b2 =

= =0

The required F.S. is 20.84 – – 2.33


cos .

12. (a) (i) (The derivation is available in Q.10 in page 4.32 of the book.)
12. (a) (ii) (This problem is the worked example (1) in page 4.8 of the
book.)

= (2 sin s – sin 2s) (or)

12. (b) (ii) Let f (x) = e–ax and g(x) = e–bx

Then = and
SQP1.8 Transforms and Partial Differential Equations

f (x) g(x) dx =

e–(a + b) x dx =

1.84 of the
book]

14. (a) This is the worked example (2) given in page 3.13 of the book.]

We have to solve (1) satisfying the following boundary conditions:


u(0, y) = 0, 0 y 20 (2)
u(20, y) = 0, 0 y 20 (3)
u(x, 0) = 0, 0 x 20 (4)
u(x, 20) = x(20 – x), 0 x 20 (5)
y = 20, the
proper solution of (1) is
u(x, y) = (A cos px + B sin px) (C cosh py + D sinh py) (6)
Using (2) in (6); A = 0
Solved Question Papers-1 SQP1.9

Using (3) in (6); B sin 20 p = 0

B 0 p= (n = 0, 1, 2, ... )

Using (4) in (6); C = 0


The required solution becomes

u(x, y) = sin , n = 0, 1, 2, ...

The general solution is u(x, y) = (7)

Using (5) in (7), we have

( n
sinh n ) sin = x(20 – x) in 0 x 20

= bn sin (Fourier H.R. series)

n
sinh n = bn

n
=

u(x, y) = cosech n sin sinh


SQP1.10 Transforms and Partial Differential Equations

15. (a) (i) Consider Z(ein ) = Z{(ei )n} =

i.e., Z(cos n + i sin n ) =

Equating the R.P.’s; Z (cos n ) =

Equating the I.P.’s; Z (sin n ) =

Now Z {cos (n + 1) ] = cos Z (cos n ) – sin Z (sin n )

Z {an f (n)} =

Z {an sin n } =

15. (a) (ii) =

f(n) = Sum of the residues of at the isolated singu


larities.
= Res. of at z = 1, which is a triple pole

= {(n + 1)n + n(n – 1)}

= n2
Solved Question Papers-1 SQP1.11

15. (b) (i) yn = a + b 3n (1); yn + 1 = a + 3b 3n (2); yn + 2 = a + 9b 3n (3);


yn + 1 – yn = 2b 3n (4); yn + 2 – yn + 1 = 6b 3n (5);

From (4) and (5); = 3 i.e., yn + 2 – 4yn + 1 + 3yn = 0 is

the required difference equation.


15. (b) (i) Taking Z
[z2 (z) – z2 y(0) – z y(1)] + 4 [z (z) – z y (0)] + 3 (z)
=

i.e., (z2 + 4z + 3) (z) = + z or

(z) =

Now

(z) =

Inverting, the required solution is yn =


K 406
B.E./B.Tech. Degree Examinations, November/December 2010
Third Semester
Civil Engineering
MA 31—Transforms and Partial Differential Equations
Common to all branches
Regulations 2008

Time: Three Hours Maximum: 100 Marks


Answer ALL Questions
Part A – (10 2 = 20 Marks)

1. State Dirichlet’s conditions for a function f (x) to be represented as a Fou-


rier series in an interval (0, 2 ).
2. Write down the form of the Fourier series of an odd function in (– l, l) and

3. State the Fourier integral theorem.


4. Let F (s) denote the Fourier transform of f (x). Show that F [f (ax)]
= .
5. Form the partial differential equation by eliminating the arbitrary function
f from z = f (xy).
6. Find the complete integral of z = px + qy + .
2
7. What does a ut = a2 uxx?
8. The ends A and B of a rod of length 10 cm long have their temperature
kept 20°C and 80°C. Find the steady state temperature distribution on the
rod.
9. Find the Z-transform of n2.
10. Form a difference equation by eliminating arbitrary constants from yn =
A + B 2 n.

Part B – (5 16 = 80 marks)

11. (a) (i) If f (x) = f (x) and

hence deduce the value of (8)


SQP2.2 Transforms and Partial Differential Equations

-
sine terms in the Fourier series of y = f (x
following data in (0, 2 ): (8)
x: 0 /3 2 /3 4 /3 5 /3 2
f (x): 1.98 1.30 1.05 1.30 –0.88 –0.25 1.98
Or
(b) (i) Find the Fourier series for the function f (x) = | x |, – l < x < l. Hence
–2
+ 3–2 + 5–2 + ... (8)
(ii) Find the half-range sine series for a function f (x) = x ( – x), 0 <
3
x < . Hence deduce = /32. (8)

12. (a) Find the Fourier transform of f (x) = and also


the inverse transform. Hence deduce that

(16)

Or
(b) Find the Fourier sine and cosine transform of e–x. Hence evaluate

(i) and

(ii) . (16)

13. (a) (i) Find the general solution of


x (y – z) p + y (z – x) q – z (x – y) = 0. (8)
(ii) Solve (D2 + DD – 6D 2) z = cos (x + 2y). (8)
Or
(b) (i) Find the singular solution of z = px + qy + p2 – q2. (8)
(ii) Solve (D2 + 2DD + D 2) z = – x sin y. (8)
14. (a) A string is stretched and fastened to two points l apart. Motion is
started by displacing the string into the form y = k (lx – x2) and then
released it from this position at time t = 0. Find the displacement
of the point of the string at a distance x from one end at any time t.
(16)
Or
(b) A long rectangular plate with insulated surface is l cm wide.
If the temperature along one short edge y = 0 is u (x, 0) = k
for 0 < x < l, while the two long edges
Solved Question Papers-2 SQP2.3

x = 0 and x = l
steady state temperature function u(x, y). (16)
15. (a) (i) Find the Z-transform of (n + 1)2 and sin (3n + 5). (4 + 4)

(ii) Find the inverse Z-transform of . (8)

Or
Z-transform of

. (6)

Z-transform, yn + 2 + 4yn + 1 + 3yn = 3n, given that


y0 = 0 and y1 = 1. (10)

Solutions
Part – A

1. [Answer is available in page 2.2 of the book]


c x c + 2l

starting with (ii)]


3. [Answer is available in 4.2 given in page 4.1 of the book.]
4. [Answer is available in page 4.27 of the book under (2). Change of Scale

5. [This is the same as the problem (13) in page 1.20 of the book.] z = f (xy);

.
2 2
7. In the equation ut = uxx, represents the diffusivity of the material of
the bar, equal to , where k is the thermal conductivity, c
heat and is the density of the material of the bar.

8. The steady-state distribution is given by = 0 subject to u(0) = 20 and


u(10) = 80.
The general solution of the equation is u(x) = Ax + B. Using the given
boundary conditions, we get A = 6 and B = 20. The required temperature
distribution is given by u(x) = 6x + 20.
SQP2.4 Transforms and Partial Differential Equations

9. Z(n2) = Z(n n) = =
=

10. yn = A + B 2n (1); yn + 1 = A + 2B 2n (2); yn + 2 = A + 4B 2n (3)


Eliminating A and (B 2n) from (1), (2), (3) the required equation is

= 0. i.e., yn + 2 – 3yn + 1 + 2yn = 0.

Part – B

11. (a) (i) f (x) =

(– x) = 1 + x = 2(x)
1
f (x) is even in (– , ) and so the Fourier series of f (x) will not
contain sine terms and will be of period 2 . Let F.S. of f (x) be
an cos nx in (– , )

an = (1 + x) cos nx dx

a0 = (1 + x) dx = =2+

The required F.S. of f (x) is cos nx in (– , )

Putting x = 0, that is a point of continuity of f (x),

=1

11. (a) (ii) The length of the interval = 2 and that of the sub-interval =
. The 6 values of y = f (x) should be considered at the left/right
end points of the sub-intervals.
Solved Question Papers-2 SQP2.5

Accordingly, x : x0 = 0, x1 = , x2 = , x3 = , x4 = , x5 =
y : y0 = 1.98, y1 = 1.30, y2 = 1.05, y3 = 1.30, y4 = – 0.88, y5 = – 0.25

Let the required F.S. be y = + (a1 cos x + b1 sin x) + ...

a0 = 2 = 4.50 = 1.50

a1 = 2 cos xr

= = 0.373

b1 = 2 yr sin xr =

= 3.48 0.866 = 1.005

The required F.S. of y = f (x) is 0.75 + 0.373 cos x + 1.005 sin x


11. (b) (i) f (x) = | x | is even in – l < x < l.
The F.S. of f (x) will not contain sine terms and will be of period
2l.
Let the F.S. of f (x) be in (– l, l)

an = (or)

=
SQP2.6 Transforms and Partial Differential Equations

a0 = =l

|x|~ in (– l, l) (1)

Putting x = 0, that is a point of continuity of | x |, in (1),

1–2 + 3–2 + 5–2 + =

11. (b) (ii) Give an odd extension for f (x) in (– , 0)


i.e., put f (x) = x ( + x) in (– , 0).
Then f (x) has become an odd function in (– , )
F.S. of f (x) will contain only sine terms and will be of period
2 .
Let the required half-range F.S.S of f (x) be bn sin nx in
(0, ).

bn = x ( – x) sin nx dx

x ( – x) ~ sin nx in (0, ) (1)

Putting x = , that is a point of continuity for x ( – x) in (1),

12. (a) [Major part of this problem is the Worked example (5) in page 4.37 of
the book.]

It is proved in the W.E. that F{f (x)} =


Solved Question Papers-2 SQP2.7

F–1 = e ixs ds

= f (x) =

Putting x = 0 (or) f (0) = 1, we get

ds = 1 i.e., = , on putting =t

The deduction is a part of the W.E.

12. (b) [This problem is the Worked example (6) in page 4.38 of the book, in
which we have to put a = 1.]
13. (a) (i) x (y – z) p + y (z – x) q = z(x – y), which is a Lagrange Linear equa-
tion with P = x(y – z), Q = y(z – x) and R = z(x – y).

The subsidiary equations are (1)

Using the multipliers 1, 1, 1, each ratio in (1) =

d (x + y + z) = 0 i.e., x + y + z = a is one independent solution


of Lagrange’s subsidiary equations

Using the multipliers ; each ratio in (1) =

=0

Integrating, we get log (xyz) = log b or xyz = b is the second inde-


pendent solution of Lagrange’s subsidiary equations
General solution of the given equation is
f (x + y + z, xyz) = 0, where f is an arbitrary function.
13. (a) (ii) (D2 + DD – 6D 2) Z = cos (x + 2y). This is a homogeneous linear
equation of the second order.
A.E. is m2 + m – 6 = 0 i.e., (m + 3) (m – 2) = 0 m = – 3, 2.
SQP2.8 Transforms and Partial Differential Equations

C.F. = 1
(y – 3x) + 2
(y + 2x), where 1
, 2
are arbitrary functions.
P.I. = cos (x + 2y) = cos (x + 2y)

or cos (x + 2y)

G.S. of the given equation is Z = C.F. + P.I.


13. (b) (i) z = px + qy + p2 – q2. This is a Clairaut’s type equation.
C.S. is z = ax + by + a2 – b2 (1)
Differentiating (1) partially w.r.t. ‘a’, x + 2a = 0 (2)
Differentiating (1) partially w.r.t. ‘b’, y – 2b = 0 (3)
From (2), a = ; From (3), b =

Using these values of a and b in (1), we get

z= , i.e., 4z = y2 – x2. This is the required


singular solution.
13. (b) (ii) (D2 + 2DD + D 2) Z = – x sin y. This is a homogeneous linear
equation of second order.
A.E. is m2 + 2m + 1 = 0 or (m + 1)2 = 0 \ m = – 1, – 1.
C.F. = 1(y – x) + x 2(y – x), where 1 and 2 are arbitrary functions.

P.I. = I.P. of (– xeiy) = I.P. of (– eiy) (x)

= – I.P. of

= I.P. of [e iy {1 + 2i (D + D ) + ...} (x)]


= I.P. of [(cos y + i sin y) (x + 2i)]
= x sin y + 2 cos y
G.S. of the given equation is Z = C.F. + P.I.
14. (a) [This problem is the W.E. (1) in page 3.10 of the book. Only part (ii)
of this W.E. provides the required solution.]
14. (b) This problem is the W.E. (1) in page 3.119 of the book. We have to
change a into l and put f (x) = k .

Steps (1) to (10) are the same as in the W.E.


Using the boundary condition (5), namely,

u(x, 0) = k in step (10), we have

(11)
Solved Question Papers-2 SQP2.9

Comparing like terms in (11), we have


1
= k; 3 = 3k; 2 = 4 = 5 = 6 = ... = 0.
Using these values of n in (10), the required solution is
y/l
u(x, y) = k sin e– + 3k sin e–3 y/l.
15. (a) (i) Z{(n + 1)2} = Z(n2 + 2n + 1)

Z{sin (3n + 5)} = Z {sin 3n cos 5 + cos 3n sin 5}

= (cos 5)

15. (a) (ii) Let ;

Z–1

i.e., f (n) =

15. (b) (i) Z–1 = Z–1

= (4n) * (5n) =

= 5n = 5n + 1 – 4n + 1

15. (b) (ii) yn + 2 + 4yn + 1 + 3yn = 3n


Taking Z-transforms of the given equation
Z(yn + 2) + 4Z(yn + 1) + 3Z(yn) = Z(3n)

i.e., [z2 (z) – z2y(0) – z y(1)] + 4[z (z) – zy(0)] + 3 (z) =

i.e., (z2 + 4z + 3) (z) = + z or


SQP2.10 Transforms and Partial Differential Equations

(z) = or

Now

(z) =

Inverting, we get

y(n) = , which is the required


solution.
Anna University of Technology, Coimbatore
B.E./B.Tech. Degree Examinations : Nov/Dec 2010
Regulations : 2008
Third Semester

080100008-Transforms and Partial Differential Equations


(Common to Civil/EEE/EIE/ICE/ECE/Biomedical/Biotech/
AERO/AUTO/CSE/IT/Mechanical/Chemical/FT/II/TC)

Time 3 Hours Max. Marks: 100


Part-A
Part A – (20 2 = 40 Marks)

Answer All Questions

1. State the conditions for f(x) to have Fourier series expansion.


2. Write a0, an in the expansion of x + x3 as Fourier Series in (– , ).
3. Expand f(x) = 1 in a sine series in 0 < x <
4. Find Root Mean Square value of the function f(x) = x in the interval
(0, l).

e–2x.
f (x
of eiax f (x) is F(S – a).

a and b z = (x2 + a) (y2 + b).


z = f (x + t) + g (x – t).
q = 2px.
12. Solve (D3 – 3DD 2 + 2D 3)z = 0
uxx + 4uxy + uyy + 2ux – uy = 0.

I
y = y0 sin
t -

17. Find Z[e –an].


SQP3.2 Transforms and Partial Differential Equations

Z[n] =

Z[ f (n + 1)] = zF(z) – zf (0)

Part – B (5 12 = 60 Marks)

Answer any Five Questions

21 (a). If f(x) = in the interval


(0, 2 ).
Hence deduce that (8)

f (x) = x in the interval (– , ) (4)

f (x) = is

. Hence deduce that

23. (a) Solve (mz – ny)p + (nx – lz)q = ly – mx


D3 + D2 D – DD 2 – D 3)z = e x cos 2y

y(x, t).

25. (a) Evaluate Z–1 (6)

u(n + 2) – 5u(n + 1) + 6u(n) = 4n


u(0) = 0, u(1) = 1 (6)

y = f (x

x 0 1 2 3 4 5 6
f (x) 9 18 24 28 26 20 9

f (x) =
Solved Question Papers-3 SQP3.3

dx (6)

u(x, t x = 0 at A.
28. (a) Solve p(1 + q) = qz (6)
Z–1 (6)

Solutions
Part – A
-

, f (x) = x + x 3 is an
odd function in (– , ).
f (x) in (– , a0 =
0 and an = 0.
3. Give an odd extension for f(x) in – < x < 0; i.e., put f (x) = – 1 in – <
x<0
f (x ,<x<
F.S. of f (x) = sin nx

bn = sin nx dx

= =

Required sine series is

f (x) = sin nx

4. R.M.S. value of f (x) = x in (0, l

5. F{ f (x)} = dx and
SQP3.4 Transforms and Partial Differential Equations

F–1 ds.

6. FC{e –2x} =

7. F{f (x)} = F(s) = e –isx dx

F {e iax f (x)} = e–i(s – a)x dx = F (s – a)

(s) = F {f (x)} = then | f (x) |2 dx

= ds.

9. z = (x2 + a) (y2 + b) ...(1); p = 2x(y2 + b) ...(2); q = 2y (x2 + a) ...(3)


x2 + a and y2 + b z=
i.e., pq = 4xyz

10. z = f (x + t) + g (x – t) (1); p = f + g (2); q = = f – g (3);


r=f + g ...(4); s = f – g ...(5); t = f + g (6)

, which is the required

11. q = 2px = a, where a

p= and q = a; dz = p dx + q

i.e., dz = dx + ady

z= x + ay + b.

12. (D3 – 3DD 2 + 2D 3) z


A.E. is m3 – 3m + 2 = 0; i.e., (m – 1) (m2 + m – 2) = 0
or (m – 1)2 (m + 2) = 0
m = 1, 1, – 2

z= 1
(y + x) + x 2
(y + x) + (y – 2x)
3
Solved Question Papers-3 SQP3.5

13. 4uxx + 4uxy + uyy + 2ux – uy = 0


2
– 4AC = 0

y = a2yxx are
tt
(i) y(x, t) = (Ae + Be ) (Cepat + De –pat)
px –px

(ii) y(x, t) = (A cos px px) (C cos pat + D sin pat)


(iii) y(x, t) = (Ax t + D), where A, B, C, D and p
constants
y tt = a2y xx -

(i) y(0, t) = 0, t 0, (ii) y(l, t) = 0, t 0, (iii) (x, 0) = 0, 0 < x < l and

(iv) y(x, 0) = y0 sin , 0 < x < l.

= 0, whose
solution is u(x) = Ax + B.
u B = 30 and
u A=2
u(x) = 2x + 30.

17. Z(e –an) =

18. Z(n) =

19. Z{f (n + 1)} = f (n + 1) z –n = z f (n + 1) z –( n + 1)

=z f (n) z –n = z {F (z) – f (0)} = zF (z) – z f (0).

Z{ f (n)} = (z), then f (0) =

Z{ f (n)} = (z), then

Part-B

21. (a) Let the F.S. of f (x) = + an cos nx + bn sin nx in


(0, 2 )
SQP3.6 Transforms and Partial Differential Equations

an =

a0 =

bn =

sin nx (1)

x=

f (x) = x , )
F.S. of f (x

Let sin nx in (– , )

bn =

i.e., bn =

Required F.S. of x is sin nx

22. F{ f (x)} = (a2 – x2) e–isx dx

=
Solved Question Papers-3 SQP3.7

eixs ds = f (x)

i.e.,

i.e.,

as = t)
x

i.e., 2

i.e.,

23. (a) (mz – ny) p + (nx – lz) q = ly – mx

(1)

l, m, n, each ratio in (1) =

ldx + mdy + ndz = 0. lx + my + nz = a is one solution of the equations.

x, y, z each ratio in (1) =

xdx + ydy + zdz = 0 x2 + y2 + z2 = b is another solution of the equations.


SQP3.8 Transforms and Partial Differential Equations

G.S. of the L.L. Eqn. is f (lx + my + nz, x2 + y2 + z2) = 0, where f is an

D3 + D2D – DD 2 – D 3) z = ex cos 2y

A.E. is m3 + m2 – m – 1 = 0, i.e., (m2 – 1) (m + 1) = 0


(or) (m – 1) (m + 1)2 = 0
m = 1, – 1, – 1.
C.F. = 1(y + x) + 2(y – x) + x 3(y – x)

= ex cos 2y

= ex

= ex

= ex (5 cos 2y + 10 sin 2y) = ex (cos 2y + 2 sin 2y)

n
=

25. (a) Let

Z–1

[z2 (z) – z2u (0) – zu(1)] – 5 [z (z) – zu(0)] + 6 (z) =

i.e. (z2 – 5z + 6) (z) =


Solved Question Papers-3 SQP3.9

(z) =

u(n) = (4n – 2n)


26. (a) 2l = 6 or l
6 values of y = f (x

x x0 = 0, x1 = 1, x2 = 2, x3 = 3, x4 = 4, x5 = 5
y = f (x y0 = 9, y1 = 18, y2 = 24, y3 = 28, y4 = 26, y5 = 20

y= + ...

a0 = 2 = 41.67

a1 = 2

= [– 19 – 12 0.5] = – 8.33

b1 = 2

= –4 – 0.866 = – 1.15
SQP3.10 Transforms and Partial Differential Equations

u u(30) = 80
u(x) = 2x + 20
u(30, t) = 0, t u(x, 0) = 2x + 20, for 0 < x < 30

u(x, t

2 2 2t
u(x, t) = e–n

Bn = bn =

u(x, t) =

28. p(1 + q) = qz (1)


z = z(u) = z(x + ay
constant.

p=

i.e.,

i.e.,

az – 1) = u + b az – 1)
= x + ay + b, where a and b
az – 1) = x + ay + f (a) ...(3)

= y + f (a) ...(4)

a
Solved Question Papers-3 SQP3.11

= (1n) * 3n

= 3n
G 0353
B.E./B.Tech. Degree Examinations, November/December 2010
Regulations 2008

Third Semester

Common to all branches

MA1201/CK201 Transforms and Partial Differential Equations

Time: Three Hours Maximum: 100 Marks


Answer ALL Questions
Part A – (10 2 = 20 Marks)

1. Find the sum of the Fourier series for f (x) =

2. Write down the complex form of the Fourier series for f (x) in (c, c + 2 ).
3. State inversion theorem for a complex Fourier transform.
4. Find the Fourier cosine transform of e–2x, x 0.
5. Find the complete integral of .

6. Find the general solution of .

7. What are the various solutions of .

8. A rod 30 cm long has its end A and B kept at 20°C and 80°C respectively,
until steady state conditions prevail. Determine the temperature at steady
state.
9. If X(z) is the z-transform of x(n Z[x(n – m)].

10. Find the z-transform of .

Part B – (5 16 = 80 Marks)

11. (a) Find the Fourier series of f (x) = x + x2 in the interval (– , ). (8)
(b) Expand f (x) = x – x2, 0 < x < as a Fourier cosine series. (8)
OR
12. (a) If f (x) = expand f (x) as a Fourier series. (8)
SQP4.2 Transforms and Partial Differential Equations

(b) Expand f (x) = x in a half range sine series in the ragen 0 < x < l and

. (8)

2
13. (a) Show that e–x /2 is self reciprocal under Fourier transform. (8)
(b) Find the Fourier cosine transform of e –ax. Hence evaluate

(8)

OR

14. (a) Find the Fourier transform of f (x) = . Hence evaluate

. (8)

(b) Find the function if its sine transform is . Hence deduce

. (8)

15. (a) Find the singular integral of z = px + qy + p2 – q2. (6)


(b) Solve (D2 – 2DD + D 2)z = ex + 2y + sin (2x – 3y). (10)
OR
16. (a) Solve (3z – 4y)p + (4x – 2z)q = 2y – 3x. (8)
(b) Solve (D2 + 3DD + 2D 2)z = x + y (8)
17. If a string of length l is initially at rest in its equilibrium position and each

of its points is given a velocity v such that v = .

Find the displacement function y(x, t). (16)


OR
18. A square plate is bounded by the lines x = 0, y = 0, x = l and y = l and
its faces are insulated. The temperature along the upper horizontal edge
is given by u(x, l) = lx – x2 for 0 < x < l, while the other three edges are
maintained at 0°C. Find the steady-state temperature distribution in the
plate. (16)
19. (a) Find the Z transform of and 2n cos . (8)

(b) Using convolution theorem, find the inverse z-transform of

. (8)
Solved Question Papers-4 SQP4.3

OR

20. (a) Find by residue method. (8)

(b) Solve, using z-transform, yn + 2 – 4yn = 3n given y0 = 0, y1 = 0. (8)

Solutions
Part – A

1. x = 1 is a point of discontinuity of f (x).

[Sum of the F.S. of f (x) at z = 1] =

2. The complex form of the F.S. of f (x) in (c, c + 2 ) is

f (x) , where

cn = .

3. The inverse Fourier transform of is given by

= ,

according as the Fourier transform of f (x

= .

4. Fc{e–2x} =

5. The given equation is a Clairaut’s type equation.


The C.S. of the equation is , where a and b are arbi-
trary constants.

6. (1); Integrating (1) partially w.r.t. x,


SQP4.4 Transforms and Partial Differential Equations

= f (y) (2); Integrating (2) partially w.r.t. x,

z = xf (y) + g(y) (3). (3) is the required G.S. where f and g are arbitrary
functions.

7. The various solutions of are

(i) y(x, t) = (Aepx + Be–px) (Cepat + De–pat)


(ii) y(x, t) = (A cos px + B sin px) (C cos pat + D sin pat) and
(iii) y(x, t) = (Ax + B) (Ct + D), where A, B, C, D, p are constants
8. The steady-state temperature in the rod is given by

= 0 or u(x) = Ax + B u(0) = 20 and u(30) = 80.

Using the B.C.’s, B = 20 and A = 2.


The required solution is u(x) = 2x + 20.

9. Z{x (n – m} =

= (since x(p) is causal)

= z–m x(z), if n m.

10.

(or) , by the property proved in (9) above

= .

Part – B

11. (a) Let the F.S. of f (x) = x + x2 in (– , ) be

an =

= , by the property of odd and even functions.


Solved Question Papers-4 SQP4.5

= , if n 0.

a0 =

bn =

Required F.S. of f (x) is

11. (b) Give an even extension for f (x) in (– , 0); i.e., put f (x) = – x – x2.
Then f (x) has become an even function in (– , ).

Let the F.S. of f (x) be in (– , )

an =

a0 =

Required F.S. is f (x) = .

12. (a) Let the F.s. of f (x) be in (0, 2l)


SQP4.6 Transforms and Partial Differential Equations

an =

a0 =

bn =

Required F.S. of f(x) is

in (0, 2l)
Solved Question Papers-4 SQP4.7

12. (b) Give an odd extension for f (x) in (– l, 0) i.e., put f (x) = – (– x) = x in
(– l, 0).
f (x) has become an odd function of x in (– l, l)
Let the F.S. of f (x) be in (– l, l)

bn =

Required Fourier half-range sine series of

x in (0, l)

By Parseval’s theorem

13. (a) (This problem is the worked example 8 (i) in page 4.14 of the book.)

13. (b) Fc (e–ax) =

Similarly, Fc(e–bx) =

By a property of Fourier cosine transforms (Refer to page 4.33 of the


book).

(1)

Putting f (x) = e–ax and g(x) = e–bx in (1),

=
SQP4.8 Transforms and Partial Differential Equations

Changing the dummy variable s into x, we get

14. (a) [This problem is the same as the worked example (7) given in page
4.13 of the book, except for a minor change towards the end of the
solution.
After taking the inverse Fourier transforms, we will have

Taking x = 0, we get

Changing the dummy variable s into x, we get

14. (b) Consider Fs(e–ax) = (1)

Integrating both sides of (1) w.r.t. a between a and ,

i.e.,

Interchanging x and s and then multiplying by ,

i.e., (2)

Taking limits of (2) as a 0;


Solved Question Papers-4 SQP4.9

15. (a) z = px + qy + p2 – q2 (1) is a Clairaut’s type equation.


Its C.S. is z = ax + by + a2 – b2 (2)
Differentiating (2) partially w.r.t. a; x + 2a = 0 (3)
Differentiating (2) partially w.r.t. b; y – 2b = 0 (4)
From (3) and (4), we have a = and b = . Using these values in
(2), we get

z=

i.e., z=

The required singular integral is 4z = y2 – x2.


15. (b) (D – 2DD + D 2) z = ex + 2y + sin (2x – 3y).
2

This is a homogeneous linear equation of the second order.


A.E. is m2 – 2m + 1 = 0 or (m – 1)2 = 0 m = 1, 1
C.F. = 1(y + x) + x 2(y + x), where 1 and 2 are arbitrary func-
tions.

P.I.1 =

P.I.2 =

= sin (2x – 3y) or sin (2x – 3y)

G.S. is z = C.F. + P.I.1 + P.I.2


16. (3z – 4y)p + (4x – 2z)q = 2y – 3x (1)
This is a Lagrange’s Linear equation

L.S. S.E.’s are (2)

Using the multipliers 2, 3, 4, each ratio in (2) =

2dx + 3dy + 4dz = 0


One solution of (2) is 2x + 3y + 4z = a (3)
Using the multiplier’s x, y, z;

each ratio in (2) =

x dx + y dy + z dz = 0
Another solution of (2) is x2 + y2 + z2 = b (4)
SQP4.10 Transforms and Partial Differential Equations

G.S. of (1) is f (2x + 3y + 4z, x2 + y2 + z2) = 0, where f is an arbitrary


function.
16. (b) (D2 + 3DD + 2D 2) z = x + y
This is a homogeneous linear equation of the second order.
A.E. is m2 + 3m + 2 = 0 or (m + 1) (m + 2) = 0 m = – 1, – 2.
C.F. = 1(y – x) + 2(y – 2x)

P.I. =

G.S. required is z = C.F. + P.I.


17. [This problem is the same as the worked example (8) in page 4.38 of the
book, with 60 replaced by l and replaced by k. However the key steps
relevant to the problem alone are given below without explanation].
Step (2) : y(l, t) = 0, for t 0

Step (5) : (x, 0) = v, where v =

Step (7) : y (x, t) = , since

Step (8) : y (x, t) =


Solved Question Papers-4 SQP4.11

Step (9) : v

Comparing like terms, we get

n
=

The required solution is

y(x, t) =

18. The steady-state temperature distribution u(x, y) at any point (x, y) of the
plate is given by uxx + uyy = 0 (1)
We have to solve (1) satisfying the boundary conditions
u(0, y) = 0 (2); u(l, y) = 0 (3); u(x, 0) = 0 (4) and u(x, l) = lx – x2 for
0 < x < l (5)
The proper solution of equation (1) consistent with B.C. (5) is u(x, y) =
(A cos px + B sin px) (C cos h py + D sin h py) (6)
Using B.C. (2) in (6), we get A = 0
Using B.C. (3) in (6), we get p = (n = 0, 1, 2, )

Using B.C. (4) in (6), we get C = 0


Required solution of (1) is
SQP4.12 Transforms and Partial Differential Equations

u(x, y) = ; n = 0, 1, 2,

The most general solution of (1) is

u(x, y) = (7)

Using B.C. (5) in (7), we get

= lx – x2 in (0, l)

= (F.H.R.S.S.)

Comparing like terms,

n
sin h n =

Using this value of n


in (7), the required solution is

u(x, y) = .

19. (a) =
Solved Question Papers-4 SQP4.13

= , by frequency shifting property

19. (b) = or

= , by convolution theorem

= =

20. (a) = Sum of the residues of at the

isolated singularities. In this problem, the singularities are the simple


poles z = – 2 and z = 5.

(Res.)z = – 2 =

=
SQP4.14 Transforms and Partial Differential Equations

(Res.)z = 5 =

20. (b) yn + 2 – 4yn = 3n


Taking Z-transforms on both sides of the equation,

i.e., = , since y(0) = y(1) = 0

Let =

= , by splitting into partial


fractions

Inverting, we get
y(n) =
B.E./B.Tech. Degree Examinations, November/December 2010
Regulations 2008

Third Semester

Civil Engineering

Common to all branches

MA2211 Transforms and Partial Differential Equations

Time: Three Hours Maximum: 100 Marks


Answer ALL Questions
Part A – (10 ¥ 2 = 20 Marks)
1. Write the conditions for a function f(x) to satisfy for the existence of a
Fourier series.

p2 (-1)n 2
2. If x 2
= + 4 Â 2
cos nx, deduce that 1 + 1 + 1 +  = p .
3 n =1 n 12 22 32 6
–ax
3. Find the Fourier cosine transform of e , x ≥ 0.
4. If F(x) is the Fourier transform of f(x), show that F[f(x – a)] = eias F(s).
5. Form the partial differential equation by eliminating the constants a and b
from z = (x2 + a2) (y2 + b2).
6. Solve the partial differential equation pq = x.
7. A tightly stretched string with fixed end points x = 0 and x = l is initially in
Ê pxˆ
a position given by y(x, 0) = y0 sin3 Á ˜ . If it is released from rest in this
Ë l ¯
position, write the boundary conditions.
8. Write all three possible solutions of steady state two-dimensional heat
equation.
np
9. Find the Z-transform of sin .
2
10. Find the difference equation generated by yn = an + b2n
Part B – (5 ¥ 16 = 80 marks)
11. (a) (i) Find the fourier series for f(x) = 2x – x2 in the interval 0 < x < 2.
(ii) Find the half range cosine series of the function f(x) = x(p – x) in the
1 1 1 p4
interval 0 < x < p. Hence deduce that + + +  = .
14 2 4 34 90
Or

(b)(i) Find the complex form of the Fourier series of f(x) = eax, –p < x < p.
(ii) Find the first two harmonics of the Fourier eries from the following
table:
SQP5.2 Transforms and Partial Differential Equations

x: 0 1 2 3 45
y: 9 18 24 28 26
20
Ï1 - x if x < 1
12. (a) (i) Find the Fourier transform of f ( x ) = ÔÌ . Hence de-
ÔÓ 0 if x ≥ 1
• 4
sin t
duce the value of Ú 4 dt . (10)
0 t

- x2 - s2
(ii) Show that the Fourier transform of e 2 is e 2 . (6)

Or

(b) (i) Find the Fourier sine and cosine transforms of


Ïsin x, 0 < x < a
f ( x) = Ì
Ó 0, x>a
(ii) Using Fourier cosine transform method, evaluate

dt
Ú (a2 + t 2 )(b2 + t 2 )
0
13. (a) Solve:
(i) (x2 – yz) p + (y2 – zx)q = z2 – xy (8)
(ii) p(1 + q) = qz (4)
(iii) p2 + q2 = x2 + y2 (4)
Or
(b)(i) Find the partial differential equation of all planes which are at a con-
stant distance ‘a’ from the origin.
(ii) Solve (D2 + 2DD¢ + D¢2 – 2D – 2D¢) z = sin (x + 2y)
∂ ∂
where D = and D ¢ = .
∂x ∂y
14. (a)(i) A tightly stretched string of length l has its ends fastened at
x = 0 and x = l. The midpoint of the string is then taken to height ‘b’
and released from rest in that position. Find the lateral displacement
of a point of the string at time ‘t’ from the instant of release.
Or
(ii) A rectangular plate with insulated surface is 10 cm wide and so
long compared to its width that may be considered infinite in length
without introducing appreciable error. The temperature at short edge
Ï 20 x for 0 £ x £ 5
y = 0 is given by u = Ì and the other three
Ó20(10 - x ) for 5 £ x £ 10
edges are kept at 0°C. Find the steady state temperature at any point
in the plate.
Solved Question Papers-5 SQP5.3

15. (a)(i) Solve by Z-transform un+2 + un = 2n with u0 = 2 and u1 = 1.


3
Ê z ˆ
(ii) Using convolution theorem, find the inverse Z – transform of Á .
Ë z - 4) ˜¯
È z( z 2 - z + 2) ˘ È z ˘
(b)(i) Find Z -1 Í 2˙
and Z -1 Í ˙ (6 + 4)
Î ( z + 1)( z - 1) ˚ Î ( z - 1))z - 2) ˚
(ii) Find Z (nan sin nq). (6)

Solutions
Part A
1. What are required are the Dirichlet’s conditions that are available in the
book. •
p2 (-1)n
2. Given: x 2 = + 4 Â 2 cos nx. (Note: The question is incomplete) We
3 n =1 n
shall assume that the given series is the Fourier half-range cosine series of
f(x) = x2 in 0 £ x £ p.
Putting x = p, a point of continuity of x2 in the R.S. of the given equality,
• •
p2 (-1)2 n 1 p2
we have + 4Â 2
= p 2
\ Â 2
= .
3 n =1 n n =1 n 6

• •
- ax - ax
È e- ax ˘
3. FC (e )= Úe cos sx dx = Í 2 (- a cos sx + s sin sx )˙
Îs + a
2
0 ˚0
a
= (a > 0)
s + a2
2

• •
4. F{ f ( x - a )} = Ú f ( x - a ) e - isx dx = Ú f (t ) e - is( t + a ) dt , on putting t = x – a
-• -•

= e- ias Ú f (t ) e- ist dt = e- ias F (s)
-• •
- isx
[Note: If the definition is taken as F(s) = F{f(x) = Úe f ( x ) dx , the re-
-•
sulting given in the problem would have been obtained.]
5. z = (x2 + a2) (y2 + b2) .. (1) Differing (1) partially w.r.t. x and then w.r.t. y,
we get p = 2x(y2 + b2) ... (2) and q = 2y(x2 + a2) ... (3)
Substituting for (x2 + a2) and (y2 + b2) obtained from (3) and (2) in (1), we
q p
get the required P.D.E. as z = ◊ or pq = 4xyz
2y 2x
p 1 1
6. pq = x; i.e., = = a, say, \ p = ax and q =
x q a
SQP5.4 Transforms and Partial Differential Equations

1
dz = p dx + q dy = ax dx + dy; Integrating both sides, we get the complete
a
ax 2 1
solution as z = + y + b  (1)
2 a
a 2 1
Putting b = f(a), (1) becomes = z = x + y + f (a )  (2)
2 a
x2 1
Differentiating (2) w.r.t. a partially, 0 = - 2 y + f ¢(a)  (3)
2 a
Eliminant of a from (2) and (3) is the G.S. of the given equation.
∂y
7. Boundary condition are (i) y(0, t) = 0, t ≥ 0; (ii) y(l, t) = 0, t ≥ 0; (iii)
∂t
3 Ê pxˆ
y
(x, 0) = 0, 0 < x < l and (iv) y(x, 0) = 0 sin ÁË l ˜¯ , 0 < x < l .

∂2 u ∂2 u
8. The three possible solutions of + = 0 are
∂x 2 ∂y 2
(i) u(x, y) = (Aepx + Be–px) (C cos py + D sin py)
(ii) u(x, y) = (A cos px + B sin px) (Cepy + De–py)

(iii) u(x, y) = (Ax + B) (Cy + D), where A, B, C, D are arbitrary constants.


z z z z( z + i )
9. Z (a n ) = , if |z| > a; Z (ein p /2 ) = Z (ei p /2 )n = = = 2
z-a z-e i p /2
z - i z +1
Ê np np ˆ z2 z Ê np ˆ z
i.e. Z Á cos + i sin ˜ = +i 2 \ Z Á sin ˜ = 2
Ë 2 2 ¯ z +1
2
z +1 Ë 2 ¯ z +1

10. yn = a + bn ◊ 2n (1)


[Note the question is wrong. It has been corrected]
yn+1 = a + 2(b ◊ 2n) ... (2); yn + 2 = a + 4(b ◊ 2n) ...(3)
(2) – (1) gives; yn+1 – yn = b ◊ 2n ... (4); (3) – (2) gives; yn+2 – yn+1 = 2b ◊ 2n ..
(5)
From (4) and (5); yn+2 – yn+1 = 2(yn+1 – yn); i.e., yn+2 – 3yn+1 + 2yn = 0 is the
difference equation required.
Part - B
11. (a)(i) We assume that the Fourier series of period 2 is required for f(x) =
2x – x2 in 0 < x < 2.
The problem in which F.S. of period 2l for f(x) = 2lx – x2 in (0, 2l) is
a worked example in the book. We simply put l = 1.
2 4 • 1
Ans. 2 x - x 2 = - 2 Â 2 cos (n p x ) in (0,2)
3 p n =1 n
(ii) This problem is a worked example in the book.
Solved Question Papers-5 SQP5.5

11. (b)(i) Let the complex form of the Fourier series of f(x) = eax in –p < x < p

be f(x) = Â cn ein x .
n = -•
p
1
p
- in x 1 È e( a - in ) x ˘
Then cn = Úe ◊e dx =
ax
Í ˙
2p -p
2p Î a - in ˚ - p
1
= {e( a - in )p - - ( a - in )p
}
2p (a - in)
1 sinh ap (-1)n
= {eap (-1)n - e- ap (-1)n } =
2p (a - in) p a - in
sinh a p (-1)n (a + in)
=
p n2 + a 2

sinh a p (-1)n (a + in) in x
\ Required F.S. is f(x) =
p
 n2 + a 2
e in (-p , p )
n = -•

(ii) The internal (0, 6) is divided into 6 sub-intervals each of length 1.


2l = 6 \ l = 3; y0 = 9, y1 = 18, y2 = 24, y3 = 28, y4 = 26, y5 = 20.
a0 np x np x
Let the required F.S. be y = + Â an cos + bn sin  (1)
2 3 3
5
1 125 1 p
a0 = 2 ¥
6
 yr = 3
= 41.67; a1 = Â yr cos
3 3
r =0

1 p
=
ÈÎ( y0 - y3 ) + ( y1 + y5 - y2 - y4 ˘˚ ¥ cos
3 3
1 25
= [(9 - 28) + (18 + 20 - 24 - 26) ¥ 0.5] = = - 8.33
3 3
1 p xr 1 p
b1 = Â yr sin = ( y1 + y2 - y4 - y5 ) sin
3 3 3 3
4
= - ¥ 0.866 = - 1.15
3
1 2p xr 1
a2 = Â yr cos = [( y0 + y3 ) - ( y1 + y2 + y4 + y5 ) cos 60∞]
3 3 3
7
= - = - 2.33
3
1 2p 1
b2 =
3
 yr sin
3
xr = ( y1 + y4 - y2 - y5 ) sin 60∞ = 0.
3
Required F.S. is
SQP5.6 Transforms and Partial Differential Equations

Ê px pxˆ 2p x
y = 20.84 + Á - 8.33 cos - 1.15 sin ˜ - 2.33 cos .
Ë 3 3 ¯ 3
12. (a)(i) The problem is a worked example in the book.

2 2
(ii) The problem of finding F (e- a x
) is a worked example in the book.
-a 2 2 1 2
/4 a 2
It is derived that F (e
x
)= e- s .
a 2
1 1
Putting a 2 = or taking a = in this result, we get
2 2
2 2
F (e - x /2
) = e- s /2

• •
12. (b)(i) FS{f(x)} = Ú f ( x) sin sx dx and FC { f ( x )} = Ú f ( x ) cos sx dx
0 0
• a
1
\ FS{sin x} = Ú sin x ◊ sin sx dx = 2 Ú [cos (s - 1) x - cos (s + 1) x] dx
0 0
a
1 È sin (s - 1) x sin (s + 1) x ˘
= Í - ˙
2 Î s -1 s +1 ˚0
a
1 È sin (s - 1)a sin (s + 1)a ˘
= Í - ˙
2 Î s -1 s +1 ˚0
a a
1
FC{sin x} = Ú cos sx ◊ sin x dx = 2 Ú0
[sin (s + 1) x - sin (s - 1) x ] dx
0
a
1 È cos(s + 1) x cos(s - 1) x ˘
= Í- + ˙
2 Î s +1 s -1 ˚0

1È 1 1 ˘
= Í {1 - cos(s + 1) a} - {1 - cos (s - 1)a}˙
2 Îs + 1 s -1 ˚
a b
(ii) Let f(t) = e–at and g(t) = e–bt \ fC (s) = ; gC (s) = 2
s +a22
s + b2
By the property of F¢ cosine transforms,
• •
2
Ú f (t ) g(t ) dt =
p Ú fC (s) ◊ gC (s) ds
0 0
• •
-(a + b) t 2 ab
\ Úe dt =
p Ú (s2 + a2 )(s2 + b2 ) ds
0 0
Solved Question Papers-5 SQP5.7

• •
ÔÏ e
-(a + b) t ¸
ds p Ô p
\ Ú (s2 + a2 )(s2 | b2 = 2ab Ì ˝ =
0 ÓÔ -(a + b) ˛Ô 0 2 ab (a + b)
Changing s as t, the required result follows
13. (a)(i) (x2 – yz)p + (y2 – zx)q = z2 – xy
This is a Lagrange’s liner equation Pp + Qq = R.
dx dy dz
This subsidiary equation are 2 = = (1)
x - yz y 2 - zx z 2 - xy
Each ratio in (1) is equal to
d ( x - y) d ( y - z) d(z - x)
= = (2)
( x - y)( x + y + z ) ( y - z )( x + y + z ) ( z - x )( x + y + z )
From the first two ratios in (2), we get log (x – y) = log (y – z) + log a
x-y
viz., = a (3)
y-z
d ( x + y + z ) x dx + y dy + z dx
Also each ratio is (1) = =
( Sx 2 - Syz ) Sx 3 - 3 xyz
1
d Sx 2
d ( Sx ) 2
i.e., = ;i.e., 2Sxd(Sx) = d(Sx2)
Sx 2 - Syz ( Sx ) ( Sx 2 - Syz )

Solving, we get (Sx)2 – (Sx2) = 2b; i.e. xy + yz + zx = b (4)


Ïx-y ¸
\ G.S of the given L.L.E. is f Ì , xy + yz + zx ˝ = 0.
Ó y - z) ˛
13. (a)(ii) p(1 + q) = qz... (1). Let a solution of (1) be z = z(x + ay) (2)
dz dz
From (2), p = and q = a .
du du
dz Ï dz ¸ dz
Since (2) is a solution of (1), Ì1 + a ˝ = a ◊ z
du Ó du ˛ du
dz dz adz
= az or Ú
az - 1 Ú
Since π 0, we get 1 + a = du + b
du du
\ C.S. of(1) is log (az – 1) = x + ay + b...(3)
To get G.S., we put b = f(a) in (3), where f is an arbitrary function
i.e., (3) becomes log (az – 1) = x + ay + f(a) (4)
z
Differentiating (4) partially w.r.t. a; = y + f ¢(a )  (5)
az - 1
Eliminating a between (4) and (5), the G.S. of (1) is obtained.
13. (a)(iii) p2 + q2 = x2 + y2 ... (1); i.e. p2 – x2 = y2 – q2 = a2...(2) where a is an
arbitrary constant.
SQP5.8 Transforms and Partial Differential Equations

From (2); p = x 2 + a 2 and q = y 2 - a 2


Now dz = pdx + q dy

\ C.S. of (1) is z = Ú x + a dx + Ú y - a dy + b
2 2 2 2

Ê xˆ y
i.e., 2z = x x 2 + a 2 + a 2 sinh -1 Á ˜ + y y 2 - a 2 - a 2 cosh -1 + b
Ë a¯ a
(3) is the C.S. Putting b = f(a) and differentiating. (3)w.r.t. a, we get
a result (4)
The eliminant of a between (3) and (4) is the G.S. of (1)
13. (b) (i) This problem is a worked example in the book.
13. (b)(ii) (D2 + 2DD¢ + D¢2 – 2D – 2D¢) z = sin (x + 2y) (1)
i.e., (D + D¢)(D + D¢ – 2)z = sin (x + 2y)
Since the part of the C.F. Corresponding to (D – aD¢ – b)z = 0 is ebx
f(y + ax), the C.F. of the solution of (1)
= f1(y – x) + e2x f2(y – x) (2)
1
P.I. = 2 sin ( x + 2 y)
D + 2 DD ¢ + D ¢ 2 - 2 D - 2 D ¢
1
= sin ( x + 2 y)
-1 - 4 - 4 - 2D - 2D¢
(2 D + 2 D ¢ - 9)
= sin ( x + 2 y)
81 - (2 D + 2 D ¢ )2
1
= [2 cos ( x + 2 y) + 4 cos ( x + 2 y) - 9 sin ( x + 2 y)]
117
1
= [2 cos ( x + 2 y) - 3 sin ( x + 2 y)] (3)
39
\ G.S. of (1) is z = C.F. + P.I, which are given by (2) and (3)
14. (a) This problem is the same as a worked example in the book. In the W.E.,
the length of the string is taken as (2l) instead of l.
\ In the W.E., wherever we get 2l, it is to be replaced by b or l should be
replaced by l/2. Finally the required solution will become
8b • 1 np np x n p at
y(x, t) = Â sin 2 sin l cos l .
p 2 n =1 n2
14. (b) In steady-state temperature at any point (x, y) in the plate is given by uxx
+ uyy = 0... (1). We have to solve (1) satisfying the following boundary
conditions.
u(0, y) = 0 ... (2); u(10, y) = 0 ... (3); u(x, •) = 0... (4) and u(x, 0)
Ï20 x, in 0 £ x £ 5
u (x, 0) = Ì (5)
Ó20(10 - x ), in 5 £ x £ 10
Solved Question Papers-5 SQP5.9

The 3 possible solutions of (1) are u(x, y) = (A epx + Be–px) (C cos py + D


sin py) ... (6); u(x, y) = (A cos px + B sin px) (C epy + De–py) ... (7) and u(x,
y) = Ax + B) (Cy + D) ... (8).
Since u Æ 0 as y Æ • by B.C.(4), (7) is the proper solution with C = 0.
Using B.C. (2) in (7) (with C deleted), we get A = 0
np
Using B.C. (3) in (7), we get sin 10p = 0 \ p = , n = 0, 1, 2, ... •
10
n p x - n p y /10
\ Required solution is u(x, y) = l sin e , where l = B.D.
10
The general form of the required solution is

n p x - n p y /10
u(x, y) = Â ln sin e , (9)
n =1 10

np x
Using B.C. (5) in (9), we have  ln sin 10
= u( x, 0) as given.
n =1
Let the Fourier half-range sine series of u(x, 0) in (0, 10) be
10
np x 2 np x
 bn sin 10
... (10), where bn = ln =
10 Ú u( x, 0) sin 10
dx
0

1 È5 np x
10
np x ˘
i.e., ln = Í Ú 20 x sin dx + Ú 20(10 - x) sin dx ˙
5 ÍÎ 0 10 5
10 ˙˚
ÈÏ -1 ¸
5
ÍÔ Ê - cos n p x ˆ Ê
- sin
np x ˆ
Ô
Á ˜ Á 10 ˜
= 4 ÍÌ x ◊ Á 10 ˝
ÍÔ Ë n p / 10 ˜¯ - ÁË n2p 2 /102 ˜¯ Ô
ÍÓ ˛0
ÍÎ
10 ˘
Ï Ê np x ˆ Ê np x ˆ ¸
Ô - cos - sin Ô ˙
Ô Á ˜
10 + Á Á 10 ˜˜ Ô ˙
+ Ì(10 - x ) Á ˜ ˝ ˙
np 2 2
Ô Á ˜ ÁÁ n p ˜Ô
˜¯ Ô ˙
ÔÓ Ë 10 ¯ Ë 102 ˙˚
˛5
ÈÏ 50 np 100 np ¸
= 4 ÍÌ- cos + 2 2 sin ˝
ÎÓ np 2 n p 2 ˛

Ï 50 np 100 np ¸˘ 800 np
+Ì cos + 2 2 sin ˝˙ = 2 2 sin
Ó n p 2 np 2 ˛˚ n p 2
Using this value of ln in (9), the required solution is

800 1 np n p x - n p y /10
u(x, y) =
p2
 n2 sin 2
sin
10
e
n =1
SQP5.10 Transforms and Partial Differential Equations

15. (a)(i) un+2 – 2un+1 + un = 2n; u0 = 2 and u1 = 1


Taking z-transforms of the given equation,
z
[ z 2 u ( z ) - z 2 u(0) - z u(1)] - 2[ z u ( z ) - zu(0)] + u ( z ) =
z-2
z
i.e., ( z 2 - 2 z + 1) u ( z ) - 2 z + 4 z =
z-2
u (z) 1 2z 3 1 1 2
i.e., = + - = + -
z ( z - 1) ( z - 2) ( z - 1)
2 2
( z - 1) 2
z - 2 z - 1 ( z - 1)2
z z 2z
\ u (z) = + -
z - 2 z - 1 ( z - 1)2
Inverting, we get un = 2n + 1 – 2n.
ÔÏ z Ô¸ ÔÏÊ z ˆ Ê z ˆ Ô¸
2
(ii) Z -1 Ì 2˝
= Z -1 ÌÁ ˜ *Á ˜ ˝ by convolution theorem
ÔÓ ( z - 4) Ô˛ ÔÓË z - 4) ¯ Ë z - 4 ¯ Ô˛
n
= 4n * 4n = Â 4r ◊ 4n - r = (n + 1) 4n (1)
r =0

Ï z 3 Ô¸
-1 Ô Ï z 2 Ô¸ -1
-1 Ô Ï z ¸
Now Z Ì ˝ = Z Ì 2˝
*Z Ì ˝
ÔÓ ( z - 4) Ô˛ Óz - 4˛
3
ÔÓ ( z - 4) Ô˛
= (n + 1)4n * 4n by (1)
n
= Â (r + 1)4r ¥ 4n - r , by convolution theorem
r =0

1 n 1
= 4 (n + 1)(n + 2) or (n2 + 3n + 2) ◊ 4 n
2 2
ÔÏ z ( z - z + 2 Ô¸ 1
2
15. (b) (i) (1) Z -1 Ì 2˝
= z { f ( z )}, say
ÔÓ ( z + 1)( z - 1) Ô˛
f (z) z2 - z + 2 A B C
Then = = + +
z ( z + 1)( z - 1) 2
z + 1 z - 1 ( z - 1)2
1 1
= +
z + 1 ( z - 1)2

z z
\ f (z) = + ; Inverting, f(n) = (–1)n + n
z + 1 ( z - 1)2
(Note: This problem is worked out in the book, by Residue theorem
method)
-1 Ï z ¸ -1
(2) Z Ì ˝ = Z { f ( z )}, say
Ó ( z - 1)( z - 2) ˛
Solved Question Papers-5 SQP5.11

f (z) 1 1 1 z z
Then = = - \ f (z) = -
z ( z - 1)( z - 2) z - 2 z - 1 z - 2 z -1
Inverting, we get, f(n) = 2n – 1.

(ii) Z(nan sin n q).


z sin q z / a sin q
Z(sin n q) = ; \ z(a n sin q ) = 2 2
z - 2 z cos q + 1
2
z /a - 2 z /a cos q + 1
a z sin q
i.e., Z (a n sin n q ) =
z 2 - 2az cos q + a 2
d ÏÔ a z sin q ¸Ô
\ z (n a n sin n q ) = - z Ì 2 2˝
dy ÓÔ z - 2az cos q + a ˛Ô
È ( z 2 - 2az cos q + a 2 ) ◊1 - z(2 z - 2a cos q ) ˘
= - (a sin q ) z Í ˙
Î ( z 2 - 2az cos q + a 2 )2 ˚
(a sin q ) z ( z 2 - a 2 )
=
( z 2 - 2az cos q + a 2 )2
B.E./B.Tech. Degree Examinations, April/May 2011
Regulations 2008

Third Semester

Common to all branches

MA2211 Transforms and Partial Differential Equations

Time: Three Hours Maximum: 100 Marks


Answer ALL Questions
Part A – (10 ¥ 2 = 20 Marks)

1. Give the expression for the Fourier Series co-efficient bn for the function
f(x) defined in (–2, 2).

2. Without finding the values of a0, an and bn, the Fourier coefficients of Fourier
series, for the function F(x) = x2 in the interval (0, p) find the value of
È a2 • ˘
Í 0 + Â (an2 + bn2 ˙
ÍÎ 2 n =1 ˙˚
3. State and prove the change of scale property of Fourier Transform.
4. If Fc(s) is the Fourier cosine transform of f(x), prove that the Fourier cosine
1 Ê sˆ
transform of f (ax ) is Fc Á ˜ .
a Ë a¯
5. From the partial differential equation by eliminating the arbitrary constants
a and b from z = (x2 + a) (y2 + b).
6. Solve the equation (D – D¢)3 z = 0.
7. A rod 40 cm long with insulated sides has its ends A and B kept at 20°C
and 60°C respectively. Find the steady state temperature at a location 15 cm
from A.
8. Write down the three possible solutions of Laplace equation in two dimen-
sions.
9. Find the Z-transform of an.
10. What advantage is gained when Z-transform is used to solve difference
equation?
Part B – (5 ¥ 16 = 80 marks)
11. (a) (i) Expand f(x) = x(2p – x) as Fourier series in (0, 2p) and hence deduce
1 1 1 1
that the sum of 2 + 2 + 2 + 2 + 
1 2 3 4
(ii) Obtain the Fourier series for the function f(x) given by
SQP6.2 Transforms and Partial Differential Equations

Ï1 - x, - p < x < 0
f ( x) = Ì . Hence deduce that
Ó1 + x, 0 < x < p
1 1 1 p2
+ + += .
12 32 52 8
Or
Ï l
ÔÔ x in 0 £ x £
2
(b)(i) Obtain the sine series for f ( x ) = Ì .
Ôl - x in l £ x £ l
ÔÓ 2
(ii) Find the Fourier series up to second harmonic for y = f(x) from the
following values.

x: 0 p/3 2p/3 p 4p/3 5p/3 2p


y: 1.0 1.4 1.9 1.7 1.5 1.2 1.0
ÏÔ1 - x 2 if x < 1
12. (a)(i) Find the Fourier transform of f ( x ) = Ì . Hence
ÔÓ0 if x > 1

Ê x cos x - sin x ˆ x
evaluate Ú ÁË x 3 ˜¯ cos 2 dx.
0

ÏÔ1 for x < a


(ii) Find the Fourier transform of f(x) given by f ( x ) = Ì
ÔÓ0 for x > a > 0
• 2
Ê sin t ˆ p
and using Parseval’s identity prove that Ú ÁË t ˜¯ dt = 2 .
0
Or
Ï x, 0 < x <1
Ô
(b) (i) Find the Fourier sine transform of f ( x ) = Ì 2 - x , 1 < x < 2.
Ô0, x>2
Ó

dx
(ii) Evaluate Ú 2 using Fourier cosine transforms of e–ax
0 ( x + a )( x + b )
2 2 2

and e–bx.
13. (a)(i) Form the partial differential equation by eliminating arbitrary
functions f and f from z = f(x + ct) + f(x – ct).
(ii) Solve the partial differential equation (mz – ny)p + (nx – lz)q = ly –
mx.
Or
(b)(i) Solve (D2 – D¢2) z = ex–y sin (2x + 3y).
(ii) Solve (D2 – 3DD¢ + 2D¢2 – 2D¢) z = x + y + sin (2x + y).
Solved Question Papers-6 SQP6.3

14. (a) A uniform string is stretched and fastened to two points l apart. Motion
is started by displacing the string into the form of the curve y = kx(l – x)
and then released from this position at time t = 0. Derive the expression
for the displacement of any point of the string at a distance x from one
end at time t.
Or
(b) A rectangular plate with insulated surface is 20 cm wide and so long
compared to its width that it may be considered infinite in length without
introducing an appreciable error. If the temperature of the short edge
Ï10 y for 0 £ y £ 10
x = 0 is given by u = Ì and the two long edges
Ó10(20 - y) for 10 £ y £ 20
as well as the other short edge are kept at 0°C. Find the steady state tem-
perature distribution in the plate.
15. (a)(i) Using convolution theorem, find inverse Z-transform of
z2
.
( z - 1)( z - 3)
(ii) Find the Z-transforms of an cos nq and e–at sin bt.
(b)(i) Solve the difference equation y(n + 3) – 3y(n + 1) + 2y(n) = 0, given
that y(0) = 4, y(1) = 0 and y(2) = 8.
(ii) Derive the difference equation from yn = (A + Bn)(–3)n. (6)

Solutions
Part A
1. If the function f(x) is an odd function in (–2, 2), then the Fourier series will
np x
be of the form  bn sin , where
2
2 2
2 np x np x
bn =
2 Ú f ( x ) sin
2
dx or Ú f ( x ) sin
2
dx
0 0
If the function f(x) is an even function in (–2, 2), then the F.S. will be
a np x
of the form 0 + Â an cos and hence bn = 0.
2 2
• p p
a02 1 2 4
+ Â (an2 + bn2 ) = 2 y 2 = 2 ¥ Ú y dx = p Ú0
2
2. x dx, since the given function
2 n =1 p 0
2
is y = f(x) = x in (0, p)
2 p5 2 4
\ Required value = ¥ = p .
p 5 5
3. This is a standard result, worked out in the book.
SQP6.4 Transforms and Partial Differential Equations


4. Ú f ( x) cos sx dx = Fc (s)
0

• •
Ê sˆ 1
\ Ú f (ax ) cos sx dx = Ú f (t ) cos ÁË a ˜¯ t ◊ a dt, on putting ax = t(a > 0)
0 0

1 Ê sˆ
i.e., Fc { f (ax )} = Fc Á ˜
a Ë a¯
5. z = (x2 + a) (y2 + b) ... (1); Differentiating (1) partially w.r.t. x and then w.r.t.
y, we get p = 2x(y2 + b) ... (2) and q = 2y(x2 + a) ... (3).
Using the values of (x2 + a) and (y2 + b) obtained from (3) and (2) in (1), we
q p
get, z = ◊ or pq = 4xyz, which is the P.D.E. required.
2y 2x
6. (D – D¢)3 z = 0; The A.E. is (m – 1)3 = 0 \ m = 1, 1, 1.
\ the G.S. of the given PDE is z = f1(y + x) + x f2(y + x) + x2 f3(y + x), where
f1, f2, f3 are arbitrary functions.
d 2u
7. The steady-state temperature in the rod is given by = 0 ... (1) with the
B.C¢s u(0) = 20 ... (2) and u(40) = 60... (3). dx 2
Solving (1), we get u(x) = Ax + B ... (4); Using (2) in (4), B = 20;
Using (3) in (4); 40 A + 20 = 60 \ A = 1.
\ Solution of (1) is u(x) = x + 20 ... (5)
\ [u(x)]x = 15 = 35°C
∂2 u ∂2 u
8. The three possible solutions of the Laplace equation + = 0 are
∂x 2 ∂y 2
(i) u(x, y) = (Aepx + Be–px) (C cos py + D sin py)
(ii) u(x, y) = (A cos px + B sin px) (Cepy + De–py) and
(iii) u(x, y) = (Ax + B) (Cy + D), where A, B, C, D and p are arbitary con-
stants
• • n
Ê aˆ 1 z
9. Z (a n ) =  an z-n =  ÁË z ˜¯ = a
=
z-a
, if z > a
n=0 n=0 1-
z

10. When we solve a difference equation, by other methods, we first get the G.S.
involving arbitrary constants. Then the arbitrary constants are evaluated by
using the given boundary conditions. Thus we get the required P.S.
When the Z-transform method is used, the given boundary conditions are
absorbed in the beginning of the problem and the required P.S. is directly
obtained.
Solved Question Papers-6 SQP6.5

PART - B
11. (a)(i) This problem is worked out in the book taking the interval as (0, 2l).
We have to simply change l as p.
4 4
Then an = - 2 ; a0 = p 2 ; bn = 0
n 3
\ The required F.S. of

2 2 1
f(x) = x(2p – x) = p - 4 Â 2 cos nx ... (1) in (0, 2p)
3 n =1 n

1 1 1
The required sum of 2
+ 2
+
+  can be obtained by putting
1 2 32
x = 0 or x = 2p in (1), that are points of continuity for f(x).
\ [sum of the F.S]
• •
2 1 1 p2
i.e., p 2 - 4 Â 2 = 0 \ Â 2 =
3 n =1 n n =1 n 6
11. (a)(ii) The given function is an even function in (–p, p)
a0
Let the F.S. of f(x) be + Â an cos n x in (-p , p )
2
p
2
p Ú0
Then an = ( x + 1) cos n x dx

p
2 È Ê sin nx ˆ Ê - cos nx ˆ ˘
= Í( x + 1) ÁË - ˙
p Î n ˜¯ ÁË n2 ˜¯ ˚ 0

Ï 4
2 Ô- , if n is odd
= 2
{( -1) n
- 1} = Ì pn
2
pn Ô0,
Ó if n is even
p
2 1 p 1
= a0 = Ú
p 0
( x + 1) dx = {( x + 1)}0 = {(p + 1)2 - 1} = p + 2.
p p
\ Required F.S. of f(x)

p 4 1
=
2
+1-
p
 n2 cos nx in(-p , p ) (1)
n =1

Putting x = 0, which is a point of continuity of f(x), in (1), we get



p 4 Ê 1ˆ
2
+1-
p
 ÁË 2 ˜¯ = f (0) = 1
n = 1, 3, 5, ... n

1 p2
\ Â n 2
=
8
.
n = 1, 3, 5, ...
SQP6.6 Transforms and Partial Differential Equations


np x
11. (b)(i) Let the F.H.R. sine series of f(x) be  bn sin l
in (0, l)
n =1

Èl /2 l ˘
Then bn = 2 Í x sin np x dx + (l - x ) sin np x dx ˙
l ÍÎ 0Ú l Ú l ˙˚
l /2

2 ÈÏ Ê cos np x /l ˆ Ê - sin np x /l ˆ ¸
l /2
= Í Ìx - - ˝
l ÍÓ ÁË np /l ˜¯ ÁË n2p 2 / l 2 ˜¯ ˛0
Î
l ˘
ÏÔ Ê - cos np x / l ˆ Ê sin np x / l ˆ ¸Ô ˙
+ Ì(l - x ) Á ˜¯ + Á - n2p 2 / l 2 ˜ ˝ ˙
ÓÔ Ë np / l Ë ¯ ˛Ôl /2
˚˙
2 ÈÏÔ l 2 np l2 np ¸Ô
= ÍÌ- cos + 2 2 sin ˝
l ÎÍÔÓ 2 np 2 n p 2 Ô˛

ÏÔ l 2 np l2 np ¸Ô˘
+Ì cos + 2 2 sin ˝˙
ÓÔ 2 np 2 n p 2 Ô˛˚˙
4l np
= 2 2
sin
n p 2
\ Required F.S. of f(x)

4l np 1 np x
2
p n =1
 n2 sin
2
sin
l
in (0, l)

a
11. (b)(ii) Let the required F.S. be 0 + Â an cos nx + Â bn sin nx in (0, 2p)
2
y0 = y(0) = 1.0; y1 = y(p/3) = 1.4, y2 = 1.9, y3 = 1.7, y4 = 1.5, y5 = 1.2
1 5 1
a0 = 2 ¥ Â yr = ¥ 8.7 = 2.9
6 r =0 3
1 p xr 1 px
a1 = 2 ¥
6
 yr cos 3
and b1 = 1 ¥ Â yr sin r
6 3
1È p˘ 1 p
= Í( y0 - y3 ) + ( y1 + y5 - y2 - y4 ) cos ˙ b1 = [ y1 + y2 - y4 - y5 )sin
3Î 3˚ 3 3
1 1
= [ -0.7 + (-0.8) ¥ 0.5] = - 0.367 = [0.6 ¥ 0.866] = 0.173
3 3
1 2p xr 2p xr
a2 = 2 ¥
6
 yr cos 3
b2 = 2 ¥ Â yr sin
3
1È p˘ 1È p˘
= Í( y0 + y3 ) - ( y1 + y2 - y4 - y5 ) cos ˙ = Í y1 + y4 - y2 - y5 )sin ˙
3Î 3˚ 3Î 3˚
1
= [2.7 - 7.0 ¥ 0.5] = - 0.1 = - 0.058
3
Solved Question Papers-6 SQP6.7

\ Required F.S. is f(x) ~ 1.45 – 0.367 cos x + 0.173 sin x – 0.1 cos
2 x - 0.058 sin 2 x.

12. (a)(i) This problem is a worked example in the book.


a a
- isx
12. (a)(ii) F{f(x)} = Úe dx = Ú (cos sx - i sin sx) dx
-a -a

a
2 2
= 2 Ú cos sx dx = (sin sx )0a = sin as.
0
s s
• •
2 1 2
By Parseval’s identity, Ú f ( x ) dx =
2p Ú f (s) ds
-• -•

• 2
2 Ê sin as ˆ
\ p ¥ 2 Ú ÁË s ˜¯ ds = 2a
0

• 2
4 Ê sin t ˆ dt
i.e., ¥ 2 ÚÁ = 2 a,
p 0
Ë t / a ˜¯ a
• 2
i.e., 4 ÊÁ sin t ˆ˜
p Ú0 Ë t ¯
a dt = 2 a, on putting as = t

• 2
Ê sin t ˆ p
\ Ú ÁË t ˜¯ dt = 2 .
0
1 2
12. (b)(i) FS{f(x)} = Ú x sin sx dx + Ú (2 - x ) sin sx dx
0 1

ÈÏ Ê - cos sx ˆ Ê - sin sx ˆ ¸1 ÏÔ Ê - cos sx ˆ Ê - sin sx ˆ ¸Ô˘˙


2
\ FS{sin x} = ÍÌ x Á + ˝ Ì(2 - x ) Á + ˝
ÍÓ Ë s ˜¯ ÁË s2 ˜¯ ˛0 Ë s ˜¯ ÁË s2 ˜¯ 1 Ô˙
Î ÓÔ ˛˚

ÏÊ cos s ˆ Ê sin s ˆ ¸ Ê sin 2 s cos s sin s ˆ


= ÌÁ - + - ˝+ + + 2 ˜
ÓË s ˜¯ ÁË s2 ˜¯ ˛ ÁË s2 s s ¯
2 sin s sin 2 s 2 sin s
= 2
- 2
= (1 - cos s)
s s s2
- ax - bx a b
12. (b)(ii) Let f(x) = e and g(x ) = e \ fc (s) = and gc (s) =
s +a
2 2
s + b2
2

By the property of F¢ cosine transforms.

• •
2
Ú f ( x ) g( x ) dx =
p Ú fc (s) gc (s) ds
0 0
SQP6.8 Transforms and Partial Differential Equations

• •
-(a + b) x 2 ab
i.e.,
Úe dx =
p Ú (s2 + a2 )(s2 + b2 ) ds
0 0

• •
ÔÏ e
-(a + b) x ¸
ds p Ô p
\ Ú 2 = Ì ˝
0 ( s + a )( s + b ) ÔÓ - (a + b) Ô˛0 2 ab (a + b)
2 2 2 2 ab

Changing s into x, we get the required result.

13. (a)(i) z = f(x + cy) + f(x – cy) ... (1) changing t as y.


p = f ¢ + f¢ ... (2); q = C f ¢ – C f¢ ... (3)
Differentiating (2); w.r.t. x; r = f ¢¢ + f¢¢ ... (4)
Differentiating (3) w.r.t. y; t = C2 f ¢¢ + C2 f ¢¢ .... (5)
∂2 z ∂2 z
From (4) and (5), we get, t = C2r; viz., - c2 =0
∂y 2
∂x 2

∂2 z 1 ∂2 z
Again changing y into t, the required P.D.E. is - = 0.
∂x 2 C 2 ∂t 2
13. (a)(ii) This problem is a worked example in the book.
13. (b) (i) This problem is a worked example in the book.
13. (b)(ii) This problem is a worked example in the book.
14. (a) This problem is a worked example in the book.
14. (b) This problem is a worked example in the book.
Ï z2 ¸Ô ÔÏÊ z ˆ Ê z ˆ ¸Ô
15. (a)(i) Z -1 ÔÌ ˝=Z
-1
ÌÁ ˜Á ˜˝
ÔÓ ( z - 1)( z - 3) Ô˛ ÔÓË z - 1¯ Ë z - 3 ¯ Ô˛
Ï z ¸ Ï z ¸
= Z -1 Ì ˝* Z
-1
Ì ˝
Ó z - 1 ˛ Óz - 3˛
n
= 1* 3n = Â 1n - r ◊ 3r = 1 + 3 + 32 +  + 3n
r =0

3n + 1 - 1 1 n + 1
= = (3 - 1)
3-1 2

Ê zˆ
15. (a)(ii) (1) z {a n f (n) } = f Á ˜ ; \ Z{a n cos n q} = z(cos n q )z Æ z / a
Ë a¯

ÏÔ z ( z - cos q ¸Ô z ( z - a cos q )
= Ì 2 ˝ = 2
ÓÔ z - 2 z cos q + 1 ˛Ôz Æ z / a z - 2 az cos q + a
2
Solved Question Papers-6 SQP6.9

(2) Z{e- at sin bt} = Z (sin bt )z Æ z eaT

ÏÔ z sin bT ¸Ô z e aT sin bT
= Ì 2 ˝ =
ÓÔ z - 2 z cos bT + 1 Ô˛z Æ z eaT z e - 2 ze aT cos bT + 1
2 2 aT

15. (b) (i) This problem is a worked example in the book


(ii) yn = (A + Bn) (–3)n ... (1); yn + 1) = {A + B(n + 1)} (–3)n+1 ... (2) yn+2
= {A + B(n + 2)} (–3)n+2 ... (3).
yn
Putting = zn ; we get zn = A + Bn ...(1)¢; Zn + 1 = A + Bn + B...
(-3)n
(2)¢ and Zn+2 = A + Bn + 2B... (3)¢
From (2)¢ and (3)¢; Zn+2 – 2Zn+1 = –(A + Bn) = –Zn, using (1)¢
yn + 2 yn +1 yn
i.e., n+2
-2 n +1
+ =0
(-3) (-3) ((-3)n
\ The required D.E. is yn+2 + 6yn+1 + 9yn = 0
B.E./B.Tech. Degree Examinations, May/June 2012
Regulations 2008

Third Semester

Common to all branches

MA2211 Transforms and Partial Differential Equations

Time: Three Hours Maximum: 100 Marks


Answer ALL Questions
Part A – (10 ¥ 2 = 20 Marks)

1. Find the constant term in the expansion of cos2 x as a Fourier series in the
interval (–p, p).

2. Define Root Mean square value of a function f(x) over the interval (a, b).

3. What is the Fourier transform of f(x – a), if the Fourier transform of f(x) is
F(s)?
4. Find the Fourier since transform of f(x) = e–ax, a > 0.

5. Form the partial differential equation by eliminating the arbitrary function


Ê xˆ
from z 2 - xy = f Á ˜ .
Ë z¯
6. Solve (D2 – 7DD¢ + 6D¢2) z = 0.
7. What is the basic difference between the solution of one dimensional wave
equation and one dimensional heat equation with respect to the time?
8. Write down the partial differential equation that represents steady state heat
flow in two dimensions and name variables involved.
Ï an
Ô for n ≥ 0
9. Find the Z-transform of x(n) = Ì n !
Ô0 otherwise
Ó
10. Solve yn+1 – 2yn = 0 given y0 = 3.

Part B – (5 ¥ 16 = 80 marks)
11. (a) (i) Find the Fourier series of f(x) = (p – x)2 in (0, 2p) of periodicity 2p.
(ii) Obtain the Fourier series to represent the function f(x) = |x|, –p < x <

1 p2
p and deduce  - 1)2
=
8
.
n = 1 (2 n

Or
SQP7.2 Transforms and Partial Differential Equations

(b)(i) Find the half-range Fourier cosine series of f(x) = (p – x)2 in the inter-
1 1 1
val (0, p). Hence find the sum of the series + ++ •+
4 4
1 2 34
(ii) Find the Fourier series up to second harmonic for y = f(x) from the
following values.
x: 0 1 2 3 4 5
y: 9 18 24 28 26 20

12. (a)(i) Derive the Parseval’s identity for Fourier Transforms.

(ii) Find the Fourier integral representation of f(x) defined as


Ï 0 for x < a
Ô
f(x) = ÔÌ
1
for x = 0
Ô 2
ÔÓ- e - x for x > 0
Or

(b) (i) State and prove convolution theorem on Fourier transform.

(ii) Find Fourier sine and cosine transform of xn–1 and hence prove 1/ x
is self reciprocal under Fourier sine and cosine transforms.
13. (a)(i) From the PDE by eliminating the arbirary functions f from
f(x2 + y2 + z2, ax + by + cz) = 0.
(ii) Solve the partial differential equation x2(y – z)p + y2(z – x)q = z2(x – y).
Or
(b)(i) Solve the equation (D3 + D2D¢ – 4DD¢2 – 4D¢3)z = cos (2x + y).
(ii) Solve (2D2 – DD¢ – D¢2 + 6D = 3D¢) z = xey.
14. (a) The ends A and B of a rod 40 cm long have their temperatures kept at 0°C
and 80°C respectively, until steady state condition prevails. The tempera-
ture of the end B is then suddenly reduced to 40°C and kept so, while that
of the end A is kept at 0°C. Find the subsequent temperature distribution
u(x, t) in the rod.
Or
(b) A long rectangular plate with insulated surfaceis l cm wide. If the tem-
perature along one short edge (y = 0) is u(x, 0) = k(lx – x2) degrees, for
0 < x < l, while the other two long edges x = 0 and x = l as well as the
other short edge are kept at 0°C, find the steady state temperature func-
tion u(x, y).
Solved Question Papers-7 SQP7.3

15. (a)(i) Find Z[n(n – 1)(n – 2)].


(ii) Using Convolution theorem, find the inverse Z-transform of
8z 2
(2 z - 1)(4 z - 1)
(b)(i) Solve the difference equation y(k + 2) + y(k) = 1, y(0) = y(1) = 0, using
Z-transform.
(ii) Solve yn+2 + yn = 2n◊ n, using Z-transform

Solutions
Part A
p p
2 2 1 1
Ú cos x dx =
p 2 Ú0
¥ (1 + cos 2 x ) dx = 1\ Constant Term in F.S. =
2
1. a0 =
p 0
2

b
1
b - a Úa
2. If y is the RMS value of y = f(x) in (a, b), then y = [ f ( x )]2 dx.

3. F(s) = F({f(x)} = Ú f ( x )e - i s x dx
-•

• •
\ F{f(x – a)}= Ú f ( x - a ) e - i s x dx = Ú f (t )e - i s(t + a ) dt , on putting x – a = t
-• -•
–ias
=e F(s).
• •
ÔÏ e Ô¸
- ax
- ax s
Úe sin sx dx = Ì 2 (- a sin sx - s cos sx )}˝ = 2
–ax
4. Fs(e ) =
ÔÓ s + a s + a2
2
0 Ô˛0
Ê xˆ
5. z2 – xy = f Á ˜  (1); Differentiating (1) partially w.r.t. x; we get
Ë z¯
Ï z ◊1 - xp ¸ x
2zp – y = f ¢(u) ◊ Ì 2 ˝  (2), where u = .
Ó z ˛ z
Differentiating (1) partially w.r.t. y, we get
Ï x ¸
2z q – x = f ¢(u) ◊ Ì- q ˝  (3)
2
Ó z ˛
2 z p - y z - xp
(2) ∏ (3) gives; = ; viz., qxy = 2z2q – xz + x2p
2zq - x - xq
i.e., the required P.D.E. is x2p + (2z2 – xy) q = xz.
6. (D2 – 7DD¢ + 6D¢2)z = 0; The A.E. is (m2 = 7m + 6 = 0; \ m = 1, 6
\ Solution of the P.D.E. is z = f1(y + x) + f2(y + 6x), where f1 and f2 are
arbitrary functions.
SQP7.4 Transforms and Partial Differential Equations

7. The proper solution of one dimensional wave equation will have cos pat or
sin pat in the value of y(x, t), depending on the initial condition. The proper
- p2 a 2 t
solution of one dimensional heat flow equation will have e in the
value of u(x, t), irrespective of the end conditions.
8. The P.D.E. that represents steady-state heat flow in two dimensions in
∂2 u ∂2 u
+ = 0 ; x, y that are the distances of the typical point (x, y) in the
∂x 2 ∂y 2
plate from the y- and x-axes are independent variables and u representing the
S.S. temperature at the point (x, y) of the plate is the dependent variable.
Ê an ˆ •
1 Ê aˆ
n
9. Z Á ˜ = Â ◊ Á ˜ = ea / z
Ë n ¯ n=0 n Ë z ¯
10. yn+1 – 2yn = 0; y0 = 3
Taking Z-transforms of the given equation, we have
[ z y ( z ) - z y (0)] - 2 y ( z ) = 0

i.e. ( z - 2) y ( z ) = 3z or y ( z ) = 3 ◊ z  (1)
z -2
Ê z ˆ
Inverting (1); y(n) = 3Z -1 Á ˜ = 3 ¥ 2 n or yn = 3 ¥ 2 n is the required
solution. Ë z - 2) ¯

PART - B
11. (a)(i) Let the F.S. of f(x) = (p – x)2 in (0, 2p) be
a0
+ Â an cos nx + Â bn sin nx.
2
2p
1
Ú (p - x)
2
an = cos n x dx
p 0
2p
1 È 2 sin nx Ê cos nx ˆ Ê sin nx ˆ ˘ 4
= Í(p - x ) - {- 2(p - x )} Á - 2 ˜
+ 2Á- 3 ˜˙ = 2
p Î n Ë n ¯ Ë n ¯ ˚0 n
2p
1 1 2p 2
a0 =
p Ú (p - x )2 dx = -
3p
{(p - x )3}20p =
3
0
2p
1
Ú (p - x)
2
bn = sin nx dx
p 0
2p
1 È Ê cos nx ˆ Ê sin nx ˆ Ê cos nx ˆ ˘
Í(p - x ) ÁË - n ˜¯ - {-2 (p - x )} ÁË - 2 ˜¯ + 2 ÁË ˜˙ = 0
2
=
p Î n n3 ¯ ˚ 0

p2 1
\ Required F.S. of f(x) is + 4 Â 2 cos nx in (0, 2p)
3 n =1 n
Solved Question Papers-7 SQP7.5

11. (a)(ii) f(x) = |x| is an even function in = p < x < p.


a
\ Let the F.S. of f(x) be 0 + Â an cos nx in (–p, p)
2
p p
2 2
an =
p Ú x cos nx dx =
p Ú x cos nx dx
0 0
p
2 Ï Ê sin nx ˆ Ê cos nx ˆ ¸ 2
= Ìx Á ˜ -1Á- ˜ ˝ = 2 {(-1) - 1}
n
p Ó Ë n ¯ Ë n 2 ¯ ˛0 n p
Ï 0, If n even
Ô
= Ì 4
Ô- 2 , If n odd
Ó n p
p
2 1 2 p
a0 =
p Úx dx =
p
( x )0 = p .
0

p 4 1
\ = x = -
2 p
 n2
cos nx in (-p , p )  (1)
n = 1, 3...

p 4 1
Putting x = 0 in the R.S. of (1), -
2 p
 (2n - 1)2 = f (0) = 0;
n =1

1 p2
\ Â =
n = 1 (2 n - 1) 8

11. (b)(i) This problem is a worked example in the book.


11. (b)(ii) 2l = 6 \ l = 3; The required F.S. of y is of the form
a0 np x np x
+ Â an cos + Â bn sin in (0,6)
2 3 3
Given: y0 = 9, y1 = 18, y2 = 24, y3 = 28, y4 = 26 and y5 = 20.
1 125 1 p xr
a0 = 2 ¥
6
 yr = 3
= 41.67; a1 =
3
 yr cos 3
1 È p˘ 25
i.e., a1 = Í( y0 - y3 ) + ( y1 + y5 - y2 - y4 ) cos 3 ˙ = - 3 = - 8.33
3 Î ˚
1 p xr 1 p 4
b1 =
3
 yr sin
3
= ( y1 + y2 - y4 - y5 ) sin = - ¥ 0.866 = - 1.15
3 3 3
1 2p xr 1 È p˘
a2 = Â yr cos = Í( y0 + y3 ) - ( y1 + y2 + y4 + y5 ) cos ˙
3 3 3Î 3˚
7
=- = - 2.33
3
SQP7.6 Transforms and Partial Differential Equations

1 2p 1 p
b2 =
3
 yr sin 3 xr = 3 ( y1 + y4 - y2 - y5 ) sin 3 = 0.
\Required F.S. is
Ê px pxˆ 2p x
y = 20.84 + Á -8.33 cos - 1.15 sin - 2.33 cos .
Ë 3 3 ˜¯ 3

12. (a)(i) The derivation of Parseval’s identity for Fourier transforms is a stan-
dard book-work, available in the book.
12. (a)(ii) This problem is a worked example in the book
12. (b)(i) Statement and proof of convolution theorem in Fourier transforms is
a standard result, that is available in the book
12. (b)(ii) This problem is a worked example in the book
13. (a)(i) This problem is a worked example in the book. In the book, the func-
tion is taken as f instead of f.
13. (a)(ii) This problem is a worked example in the book.
13. (b) (i) This problem is a worked example in the book.
13. (b)(ii) This problem is a worked example in the book. In the worked example,
there are 2 terms in the R.S. of the P.D.E., namely xey + yex.
As only one term, namely xey, is given in the question paper problem
in the R.S.
So it is enough we find (P.I.)1. The general solution of the given P.D.E.
is z = f1(2y – x) + e–3x f2(y + x) + 1/4 (2x – 5)ey.
14. (a) This problem is a worked example in the book.
14. (b) This problem is a worked example in the book.

15. (a)(i) Z{n(n - 1)(n - 2)} = Z{n3 - 3n2 + 2n}


z( z 2 + 4 z + 1) z( z + 1) z
= -3 +2
( z - 1) 4
( z - 1) 3
( z - 1)2
z È( z 2 + 4 z + 1) - 3( z 2 - 1) + 2( z 2 - 2 z + 1)˘
=
( z - 1)4 Î ˚

z
= 6
( z - 1)4
ÔÏ 8z 2 Ô¸ Z -1 ÏÔ z ◊ z ¸Ô = Z -1 ÌÏ z ˝¸ * Z -1 ÏÔ z ¸Ô
15. (a)(ii) Z -1 Ì ˝ = Ì 1˝ Ì 1˝
ÔÓ (2 z - 1)(4 z - 1) Ô˛
1 Ó z - 1/ 2 ˛
ÔÓ z - 2 z - 4 Ô˛ ÔÓ z - 4 Ô˛
n nn n-r r
Ê 1ˆ Ê 1ˆ Ê 1ˆ Ê 1ˆ
= Á ˜ *Á ˜ = ÂÁ ˜ ◊Á ˜
Ë 2¯ Ë 4¯ Ë ¯
r =0 2
Ë 4¯
Solved Question Papers-7 SQP7.7

Ï Ê 1 ˆ n +1 ¸
n Ô1 - Á ˜ Ô n -1 2n
Ê 1ˆ Ô Ë 2¯ Ô Ê 1ˆ Ê 1ˆ
=Á ˜ Ì ˝=Á ˜ -Á ˜
Ë 2¯ Ô 1 Ô Ë 2¯ Ë 2¯
1-
Ô 2 Ô
Ó ˛
15. (b) (i) yk + 2 + yk = 1; y0 = 0 and y1 = 0
Taking Z-transforms of the equation,
z
[ z 2 y ( z ) - z 2 y(0) - z y(1)] + y ( z ) =
z -1
z
i.e., ( z 2 + 1) y ( z ) =
( z - 1)
z y ( z) 1 A Bz + C
\ y ( z) = ;\ = = + 2
( z - 1)( z + 1)
2 z ( z - 1)( z + 1) z - 1 z + 1
2

y (z) 1 È 1 z 1 ˘
\ = Í - 2 - 2 ˙
z 2 ÍÎ z - 1 z + 1 z + 1 ˚˙

1 È z z2 z ˘
\ y (z) = Í - 2 - 2 ˙
2 ÍÎ z - 1 z + 1 z + 1 ˙˚
1 È kp kp ˘
Inverting, y(k) = Í1 - cos 2 - sin 2 ˙
2 Î ˚
(ii) This problem is a worked example in the book.
Question Paper Code 21522
B.E./B.Tech. Degree Examinations, May/June 2013
Regulations 2008

Third Semester

Common to all branches

MA2211/MA 31/MA 1201 A/CK 201/10177 MA 301/09010008/080210001


Transforms and Partial Differential Equations

Time: Three Hours Maximum: 100 Marks


Answer ALL Questions
Part A – (10 ¥ 2 = 20 Marks)

1. State the Dirichlet’s conditions for Fourier series.

2. What is meant by Harmonic Analysis?

3. Find the Fourier Sine Transform of e–ax


1 Ê sˆ
4. If F{f(x)} = F(s), prove that F{f(ax)} = ◊FÁ ˜
2 Ëa¯
5. Form the PDE from (x – a)2 + (y – b)2 + z2 = r2.
6. Find the complete integral of p + q = pq.
7. In the one dimensional heat equation ut = c2 ◊ uxx, what is c2?
8. Write down the two dimensional heat equation both in transient and steady
states.
9. Find Z(n).
È z ˘
10. Obtain Z -1 Í ˙
Î ( z + 1)( z + 2) ˚
Part B – (5 ¥ 16 = 80 marks)
11. (a) (i) Find the Fourier series of x2 in (–p, p) and hence deduce that
1 1 1p4
+ + + (8)
14 2 4 34 90
(ii) Obtain the Fourier cosine series of
Ï kx, 0 < x < l/2
f(x) = Ì (8)
Ók (l - x ) l / 2 < x < 1

Or
SQP8.2 Transforms and Partial Differential Equations

11. (b)(i) Find the complex form of Foureir series of cos ax in (–p, p), where a
is not an integer.

(ii) Obtain the Fourier cosine series of (x – 1)2, 0 < x < 1 and hence show
1 1 1 p2
that + + += .
12 22 32 6
ÏÔ1, x <a
12. (a)(i) Find the Fourier transform of f ( x ) = Ì and hence find
ÔÓ0, x >a

sin x
Ú x dx
0

(ii) Verify the convolution theorem under Fourier transform, for f(x) =
2
g(x) = e–x
Or
2
(b)(i) Obtain the fourier transform of e- x /2 . (8)

dx
(ii) Evaluate Ú ( x 2 + a 2 )2 using Parseval’s identity
0
13. (a)(i) Solve: x(y2 – z2)p + y(z2 – x2)q = z(x2 – y2)
(ii) Solve: (D2 + DD¢ – 6D¢2)z = y ◊ cos x.
Or
(b)(i) Solve: z = px + qy + p2 + q 2 + 1
(ii) Solve: (D3 – 7DD¢2 – 6D¢3) z = sin (2x + y).
14. (a) A tightly stretched string between the fixed end points x = 0 and x = l is
initially at rest in its equilibrium position. If each of its points is given a
velocity kx(l – x), find the displacement y(x, t) of the string.
Or
(b) An infinitely long rectangular plate is of width 10 cm. The temperature
along the short edge y = 0 is given by
Ï 20 x, 0< x<5
uÌ . If all the other edges are kept at zero tem-
Ó20(10 - x ), 5 < x < 10
perature, find the steady state temperature at any point on it.
Ê npˆ
15. (a)(i) Find Z(cos n q) and hence deduce Z Á cos . (8)
Ë 2 ˜¯
(ii) Using Z-transform solve: yn+2 – 3yn+1 – 10yn = 0; y0 = 1 and y1 = 0. (8)
Or
(b)(i) State and prove the second shifting property of Z-transform. (6)
È z 2 ˘
(ii) Using convolution theorem, find Z -1 Í ˙. (10)
ÎÍ ( z - a )( z - b) ˚˙
Solved Question Papers-8 SQP8.3

Solutions
Part A

1. Statement of Dirichlet’s conditions for Fourier series is available in the


book.
a np x np x
2. If the F.S. of f(x) in (0, 2l) is 0 + Â an cos + Â bn sin , it can be
2 l l

a0 Ê np x ˆ
put as f ( x ) = + Â An cos Á - a n ˜ or as
2 n =1 Ë l ¯

a0 Ê np x ˆ
f ( x) = + Â An sin Á - bn ˜
2 n =1 Ë l ¯

Êb ˆ Êa ˆ
where An = an2 + bn2 , a n = tan -1 Á n ˜ and b n = tan -1 Á n ˜ . Computing
Ë an ¯ Ë bn ¯
an and bn that will help us to find the nth harmonic n = 1, 2, 3, ... is
known as harmonic analysis. In other words, the process of finding
the harmonics in the Fourier expansion of a function (defined in a
tabulated form) numerically is known as harmonic analysis.
• •
- ax
È e - ax ˘ s
Úe sin sx dx = Í 2 (- a sin sx - s cos sx )˙ = 2
–ax
3. FS (e ) =
ÍÎ s + a ˙˚ 0 s + a
2 2
0

4. This is change of scale property of Fourier transforms. Proof is availabe in


the book
5. (x – a)2 + (y – b)2 + z2 = r2 ... (1); Differentiation (1) partially w.r.t. x, we get
2(x – a) + 2zp = 0 ... (2); Similarly, differentiating (1) partially w.r.t. y, we
get 2(y – b) + 2zq = 0 ... (3)
From (2) and (3); x – a = –zp and y – b = –zq ... (4)
Using (4) in (1); z2 p2 + z2q2 + z2 = r2 or (p2 + q2 + 1)z2 = r2 is the required
P.D.E.
6. Let the C.S. of p + q = pq ... (1) be z = ax + by + c ...(2)
From (2), p = a and q = b.
a
Since (2) is a solution of (1), a + b = ab or b =
a -1
Using this value of b in (2), the required complete integral is z = ax +
a
◊ y + c , where a and c are arbitrary constants.
a -1

k
7. c2 = is the diffusivity of the material of the rod or bar through which heat
sp
flows, where k, s and p are respectively the thermal conductivity, specific
heat and density of the heat conducting material.
SQP8.4 Transforms and Partial Differential Equations

∂u Ê ∂2 u ∂2 u ˆ
8. The two-dimensional heat flow equation is (i) = a2 Á 2 + 2 ˜ in the
∂t Ë ∂x ∂y ¯
∂2 u ∂2 u
transient state and (ii) + = 0 in steady state.
∂x 2 ∂y 2
• n -2 2
Ê 1ˆ 1 Ê 1ˆ 1 Ê z ˆ z 1
9. Z ( n) =  n Á ˜ = Á 1 - ˜ = ◊Á = , when < 1 or |z| > 1.
n=0
Ë z ¯ z Ë z¯ z Ë z - 1˜¯ ( z - 1) 2 z

Ï z ¸
10. Z -1 Ì -1
˝ ∫ Z { f ( z )}, say
Ó ( z + 1)( z + 2) ˛
f (z) 1 1 1 z z
\ = = - ; f (z) = -
z ( z + 1)( x + 2) z + 1 z + 2 z +1 z + 2
\ Z -1 { f ( z )} = (-1)n - (-2)n

PART - B
11. (a)(i) Since f(x) = x is an even function in (–p, p), let the F.S. of f(x) = x2
2

a
be 0 + Â an cos nx
2
p p
2 2 È 2 sin nx Ê cos nx ˆ Ê sin nx ˆ ˘
an = Ú x cos nx dx = p ÍÎ x n - 2 x ÁË - n2 ˜¯ + 2 ÁË - n3 ˜¯ ˙˚
2
p 0 0

4
= (-1)n
n2

2 2 2
a0 = Úx dx = ¥ p 3 = p 2.
2
p 0
3p 3

p 2
(-1)n
2
\ x ~ + 4 Â 2 cos nx in (–p, p).
3 n =1 n

By Parseval’s theorem,
p
1 2 1 1
4
a0 +
2
 an2 = 2p Úx
4
dx
-p
p
1 4 1 •
1 1 Ê x5 ˆ 1
i.e.,
4
¥ 4p +
9 2
 4
= ◊
p ÁË 5 ˜¯
= p4
5
n=1 n 0

Ê 1 1ˆ
1 4 4
\ 8Â = Á - ˜ p4 = p
n =1 n
Ë
4 5 9 ¯ 45

1 4 1 4
\ Â n4 =
45 ¥ 8
p4 =
90
p
n =1
Solved Question Papers-8 SQP8.5

11. (a)(ii) Give an even extension for f(x) in (–l, 0), so that f(x) is made an even
function in (–l, b).
a0 np x
Let the F.C. series of f(x) in (0, l) be + Â an cos .
2 l
l
2 np x
an =
l Ú f ( x) cos l
dx
0

2k È np x ˘
l /2 l
np x
= Í Ú x cos dx + Ú (l - x ) cos dx ˙
l ÎÍ 0 l 0
l ˙˚

È l
Í ÊÏ np x ˆ Ê np x ˆ ¸ 2
Ô sin ˜ ÔÔ
2 k ÍÍÔ Á l ˜ Á cos
= Ìx Á ˜ - 1 Á - 2 l2 ˜ ˝
l ÍÔ Á np ˜ Á n p ˜Ô
ÍÔ Ë l ¯ ÁË ˜¯ Ô
ÍÓ l2 ˛0
Î

Ï Ê np x ˆ Ê np x ˆ ¸ ˙
Ô sin Á cos ˜Ô ˙
Ô Á l ˜ + Á- l ˜Ô
+ Ì(l - x ) Á ˜ ˝ ˙
np n2 p 2 ˜ Ô ˙
Ô Á ˜ Á
ÔÓ Ë l ¯ ÁË ˜¯ Ô l ˙
l2 ˛ ˙

2k ÈÔÏ l 2 np l2 Ê np ˆ Ô¸
= ÍÌ sin + 2 Á cos - 1˜ ˝
Ë ¯ Ô˛
l ÎÓ 2 np
ÍÔ 2 n p 2

l2 np l2 Ï np ¸˘
\ - sin - 2 2 Ì(-1) - cos
n
˝˙
2 np 2 n p Ó 2 ˛˙˚

Ï 0, If n is odd
Ô
= Ì 4 kl
Ô 2 2 {(-1) - 1, If n is even
n /2
Ón p
2 Èl /2 l ˘
a0 = Í Ú kx dx + Ú k (l - x ) dx ˙
l ÍÎ 0 l /2 ˙˚
ÈÊ 2 ˆ l /2 l ˘
Í x 2k Ï (l - x ) ¸ ˙ 2 k È l 2 l 2 ˘ kl
= + Ì ˝ = Í + ˙=
ÍÁË 2 ˜¯
l Ó -2 ˛l /2 ˙ l ÎÍ 8 8 ˙˚ 2
Î 0 ˚
\ Required F.H.R. Cosine series of
kl 4 kl 1 np x
f(x) is +
4 p2
 2
{(-1)n /2 - 1} cos
l
n even n
SQP8.6 Transforms and Partial Differential Equations

11. (b)(i) This problem is a worked example in the book.


11. (b)(ii) Giving an even extension for f(x) in (–1, 0), the function f(x) is made
an even function in (–1, 1)

a
Let the Fourier series of f(x) be 0 + Â an cos n p x in (–1, 1)
2 n =1
1
2
1 Ú0
an = ( x - 1)2 cos n p x dx

1
È Ê cos n p x ˆ Ê sin np x ˆ ˘
= 2 Í( x - 1)2 ÊÁ
sin n p x ˆ
˜ - 2( x - 1) Á - 2 2 ˜ + 2 Á - 3 3 ˜ ˙
Ë np ¯ Ë n p ¯ Ë n p ¯ ˚˙ 0
ÎÍ
4
=
n p2
2

1
2 2 1 2
a0 = Ú ( x - 1)2 dx = ÈÎ( x - 1)3 ˘˚ =
1 0 3 0 3

1 4 1
\ F.H.R.C. series of f(x) ~ +
3 p2
 n2 cos np x in (0, 1) (1)
n =1
Putting x = 0 in (1), which is a point of continuity of f(x) = (x – 1)2,
• •
1 4 1 1 p2 Ê 1ˆ p 2
we get +
3 p2
 n2 =1 \  n2 = Á
4 Ë
1- ˜ =
3¯ 6
.
n =1 n =1

12. (a)(i) This problem is a worked example in the book


12. (a)(ii) Convolution theorem in Fourier transform is
F [ f ( x ) * g( x )] = f (s) g (s) ... (1)
2 2
If we assume that f(x) = g(x) = e- x , then f (s) = g (s) = p e- s /4

• È• ˘ -i s x
L.S. of (1) = Ú ÍÍ Ú f ( x - u) ◊ g(u) du˙˙ e dx
-• Î -• ˚
• Ê • - ( x - u )2 - u 2 ˆ - i s x
= ÚÁÚe e du˜ e dx
-• Ë -• ¯
• • •
2 2
- u2 2
= Ú e - u du Ú e - ( x - u ) e - i s x dx = Úe ◊ e - i u s F (e - x ),
-• -• -•

by shifting property
ÈÊ i sˆ
2
i 2 s2 ˘
• • - ÍÁ u + ˜ - ˙
2 2 2 ÍÎË 2¯ 4 ˙
= F (e - x ) ◊ Úe
- (u + i u s )
du = F (e - x ) ◊ Ú e ˚ du
-• -•
Solved Question Papers-8 SQP8.7


2
= F (e - x ) ¥ e - s
2
- v2 is
Úe dv, where v = u +
/4

-•
2

= F (e - x ) ◊
2
( p e )= f (s) ◊ g (s) = R.S. of (1)
- s2 /4

Hence convolution theorem is verified


2 2 p - s2 /4 a2
12. (b)(i) F (e- a x
)= e . This problem is a worked example in the
a
book.
1
Putting a = in that worked example, we get
2
2 2
F (e - x /2
) = 2p e - s /2

12. (b)(ii) This problem is a worked example in the book. We have to apply
Parseval’s identity to FC(e–ax).
13. (a)(i) x(y2 – z2) p + y(z2 – x2) q = z(x2 – y2)
This is a Lagrange’s equation with P = x(y2 – z2) etc.
dx dy dz
The LSSE’s are = = (1)
x( y - z )
2 2
y( z - x )
2 2
z( x - y 2 )
2

Using the multiplies 1/x, 1/y, 1/z in (1),


1/ x dx + 1/ y dy + 1/ x dz
Each ratio in (1) =
0
1 1 1
\ dx + dy + dz = 0; Integrating, log xyz = log a or xyz = a ...(2)
x y z
Using the multipliers x, y, z in (1),
x dx + y dy + z dz
Each ratio = ; \ x dx + y dy + z dz = 0
0
Integrating, x2 + y2 + z2 = b ... (3).
\ G.S. of the given equation is f xyz, Â x 2 = 0 ( )
13. (a)(ii) (D2 + DD¢ – 6D¢2) z = y cos x
The A.E. is m2 + m – 6 = 0, i.e. (m + 3)(m – 2) = 0 \ m = –3, 2.
\ C.F. = f1(y – 3x) + f2 (y + 2x)
1
P.I. = y ¥ R.P. of eix
( D + 3D ¢ )( D - 2 D ¢ )
È 1 ˘
= R.P. of eix Í y˙
Î {( D + i ) + 3D ¢}{( D + i ) - 2 D ¢} ˚
SQP8.8 Transforms and Partial Differential Equations

Ê 1 ˆ
= R.P. of eix ◊ Á y = R.P. of [ -eix (1 + iD ¢ ) y]
Ë -1 + iD ¢ ˜¯
= R.P of [–(cos x + i sin x) (y + i] = –y cos x + sin x
\ G.S. of the given equation is z = C.F. + P.I.
13. (b) (i) z = px + qy + p2 + q 2 + 1

This is a worked example in the book. We have to put c = 1 in the


worked example
13. (b)(ii) (D3 – 7DD¢2 – 6D¢3) z = sin (2x + y)
A.E. is m2 – 7m – 6 = 0, viz., (m + 1) (m + 2) (m – 3) = 0
\ m = –1, –2, 3
\ C.F. f1(y – x) + f2(y – 2x) + f3(y + 3x), where f1, f2, f3 are arbitrary
functions.
1 -1
P.I. = 3 sin (2 x + y) = sin (2 x + y)
D - 7 DD ¢ - 6 D ¢
2 3 4( D - 5D ¢ )
1 ( D + 5D ¢ )
= - ◊ sin (2 x + y)
4 D 2 - 25D ¢ 2
1 1
=- ¥ 7 cos (2 x + y) = - cos (2 x + y)
84 12
\ G.S is z = C.F + P.I.
14. (a) This problem is a worked example in the book.
In the worked example, the length of the string is taken as 2 l.
If we replace 2 l by L or l by (L/2) and work out the problem, the re-
quired solution will be obtained as

8kL3 1 (2 n - 1) p x 2 n p at
y( x, t ) =
p 4a
 (2n - 1)4 sin L
◊ sin
L
n =1
\ The required solution is

8kl 3 1 (2 n - p ) p x (2 n - 1)p at
y( x, t ) = 4
p a
 (2n - 1)4 sin l
sin
l
n =1
14. (b) This problem is the same as the problem given in question 14(b) of the
April/May 2010 question paper. The solution is given under April/May
2010 question paper.
z z
15. (a)(i) Z (a n ) = ; \ Z (ei nq ) = Z{(ei q )n } =
( z - a) z - eiq
i.e., Z (cos n q + i sin nq)
z z{( z - cos q ) + i sin q}
= =
( z - cos q ) - i sin q ( z - cos q )2 + sin 2 q
Solved Question Papers-8 SQP8.9

Equating the real parts,


z( z - cos q )
Z(cos nq) = = 2 , if z > 1
z - 2 z cos q + 1
z2
\ Z ÊÁ cos
np ˆ
=
Ë 2 ˜¯ z 2 + 1
15. (a)(ii) yn+2 – 3yn+1 – 10yn = 0; y0 = 1 and y1 = 0
Taking z-transform of the given equation,
[ z 2 y ( z ) - z 2 y(0) - z y(1)] - 3[ z y ( z ) - z y(0)] - 10 y ( z ) = 0
i.e., [ z 2 - 3z - 10) y ( z ) = z 2 - 3z

i.e., y ( z ) = z 2 - 3z y (z) z-3 2 1 5 1


\ = = ◊ + ◊
( z - 5)( z + 2) z ( z - 5)( z + 2) 7 z - 5 7 z + 2
2 z 5 z
\ y (z) = ◊ + ◊
7 z-5 7 z+2
2 5
Inverting; we get yn = ¥ 5n + ¥ (-2)n
7 7
15. (b) (i) Time shifting property:
If Zf (n) = f ( z ), then Z{f (n - n0 )} = z - n0 ◊ f ( z )

Frequency shifting property: Z{a n f (n)} = f ÊÁ ˆ˜ .


z
Ë a¯
The proofs are available in the book
ÏÔ z2 ¸Ô -1 Ï z ¸ Ï z ¸
15. (b)(ii) Z -1 Ì ˝ = Z Ì ˝* Z
-1
Ì ˝,
ÓÔ ( z - a )( z - b ) ˛Ô Ó ( z - a ) ˛ Óz - b˛
by convolution theorem
= an * bn
n
= Â ar ◊ bn - r
r =0

Ï Ê a ˆ n +1 ¸
nÔÁ ˜ - 1Ô
n
Ê aˆ ÔË b¯ Ô
= bn  Á ˜ = bn ◊ Ì ˝
Ë b ¯ Ô a
r=- -1 Ô
Ô b Ô
Ó ˛
È a n +1 - b n +1 ˘
= bn Í n ˙
ÍÎ (a - b) b ˙˚
1
= [ a n +1 - b n +1 ]
a-b
B.E./B.Tech. Degree Examinations, November/December 2014
Question paper code: 97107

Third Semester/ Civil Engineering

Common to all branches

MA6351 Transforms and Partial Differential Equations


(Regulation - 2013)

Time: Three hours Maximum: 100 marks


Answer ALL Questions
Part A – (10 ¥ 2 = 20 marks)

1. Form the partial differential equation by eliminating the arbitrary function


Ê yˆ
f from z = f Á ˜ .
Ë x¯
2. Find the complete solution of p + q = 1
3. State the sufficient conditions for existence of Fourier series.

p2 cos nx
4. If (p - x) 2 =
3
+4 Â
n =1 n
2
in 0 < x < 2p, then deduce that value of


1
Ân
n =1
2

5 Classify the partial differential equation


(1 - x 2 ) z xx - 2 xy z xy + (1 - y 2 ) z yy + xz x + 3x 2 yz y - 2 z = 0
6. Write down the various possible solutions of one dimensional heat flow
equation.
7. State and prove modulation theorem on Fourier transforms.
8. If F {f (x)} = F(s), then find F {eiaxf (x)}.
9. Find the z-transform of n.
10. State initial value theorem on z-transforms.

Part B – (5 × 16 = 80 marks)

11. (a) (i) Find the singular solution of z = px + qy + p2 – q2 (8)


(ii) Solve (D2 – 2DD¢) z – x3y + e2x – y
(8)
Or
11. (b) (i) Solve x(y – z)p + y (z – x) q = z (x – y). (8)
11. (b) (ii) Solve (D3 – 7DD¢2 – 6D¢3) z – sin (x + 2y) (8)
SQP9.2 Transforms and Partial Differential Equations

12. (a) (i) Find the Fourier series of f (x) = x2 in – p < x < p. Hence, deduce the

1
value of Ân
n =1
2
. (8)

(ii) Find the half range cosine series expansion of (x – 1)2 in


0 < x <1. (8)
(b) (i) Compute the first two harmonics of the Fourier series of f (x) from
the table given. (8)
p 2p 4p 5p
x 0 p 2p
3 3 3 3
f ( x) 1.0 1.4 1.9 1.7 1.5 1.2 1.0
(ii) Obtain the Fourier cosine series expansion of f (x) = x in 0 < x < 4.
1 1 1
Hence, deduce the value of 4 + 4 + 4  to •. (8)
1 3 5
13. (a) If a tightly stretched string of length l is initially at rest in equilibrium
Ê ∂y ˆ px
position and each point of it is given the velocity Á ˜ = v0 sin 3 ,
Ë ∂t ¯ t = 0 l
0 < x, < l, determine the transverse displacement y (x, t) (16)
Or
(b) A square plate is bounded by the lines x = 0, x = a, y = 0 and y = b.
Its surface are insulated and the temperature along y = b is kept at
100 ∞C. while the temperature along other three edges are at 0 °C. Find
the steady-state temperature at any point in the plate. (16)
Ï1 - x , if x < 1
14. (a) Find the Fourier transform of f ( x) = Ì . Hence deduce
Ó0, otherwise
• sin 2 t • sin 4 t
the values (i )
Ú0 t2
dt (ii) Ú
0 t4
dt. (16)

Or 2
(b) (i) Find the Fourier transform of e–a x , a > 0. Hence show that e- x /2 is
2 2

self reciprocal under the Fourier transform. (8)


x dx
(ii) Evaluate Ú0 ( x 2 + a 2 )( x 2 + b 2 )
, using Fourier transforms (8)

15. (a) (i) Find Z(cos n q) and Z (sin n q). (8)


(ii) Using z-transforms, solve un + 2 - 3un +1 + 2un = 0 given that u0 = 0,
u1 = 1. (8)
Or
1
(b) (i) Find the z-transforms of , for n ≥ 1 (8)
n(n + 1)
Solved Question Papers-9 SQP9.3

z2 + z
(ii) Find the inverse Z-transforms of , using partial fraction
( z - 1)( z 2 + 1)
(8)

Solutions
Part A
Ê yˆ
1. z = f ÁË ˜¯ (1)
x
Ê yˆ
Differentiating (1) partially w.r.t. x, we get p = f ¢(u). Á - 2 ˜ (2),
Ë x ¯
y
where u = .
x
Similarly, differentiating (1) partially w.r.t. y, we get q = f ¢(u) ÊÁ 1 ˆ˜ (3)
Ë x¯
Ê pˆ
(2) ∏ (3) gives Á ˜ = - ÊÁ ˆ˜ ; i.e. px + qy = 0 is the required P.D.E.
y
Ë q¯ Ë x¯
2. p + q = 1 (1)
Let the C.S. be z = ax + by + c (2)
From (2), p = a and q = b.
Since (2) is a solution of (1), a + b = 1 ∴ b = 1 – a.
∴ The required C.S. is z = ax + (1 – a) y + c
3. The conditions are available in Chapter 2, page 2-2 (Dirichlet’s Conditions).

p2 cos nx
4. (p - x) 2 =
3
+4 Â
n =1 n
2
in 0 < x < 2p (1)


1
Putting x = 0 in the R.H.S. of (1), we get Ânn =1
2

But x = 0 is a point of discontinuity at the left extremity.


1
∴ (Sum of the R.H.S. series)x = 0 = lim [f (0 – h) + f (0 + h)]
2 hÆ0

p2 1 1
i.e.
3
+4 Â
n =1 n
2
= lim
2 hÆ0
[ f (2p + h) + f (h) ]

1
= lim ÈÎ( - p - h)2 + (p - h)2 ˘˚ = p 2
2
1 p2
∴ Â n2
=
6
SQP9.4 Transforms and Partial Differential Equations

5. A = 1 –x2, B = –2xy, C = 1 –y2


B2 –4AC = 4[x2y2 – (1 – x2) (1 – y2)] = 4 (x2 + y2 – 1)
∴ The given P.D.E. is of the elliptic type inside the circle x2 + y2 = 1,
parabolic type on the circle x2 + y2 = 1and hyperbolic type outside the
circle x2 + y2 = 1.
6. The possible solutions of the equation ut = a2uxx are
2 2
(i) u (x, t) = (Aepx + Be – px)ep a t
2 2
(ii) u (x, t) = (A cos px + B sin px)e–p a t and
(iii) u (x, t) = (A x + B)
7. This is a standard property of Fourier transforms, explained in Chapter 4 on
page 4-28.

8. F{eiax f ( x)} = Ú
-•
eiax f ( x)e - isx dx

= Ú -•
f ( x)e - i ( s - a ) x dx = f ( s - a )

9. This is a standard result given Chapter 5 on page 5-8.


10. This is a standard property of z-transform given in Chapter 5 on page 5-4.

PART - B
11. (a)(i) z = px + qy + p2 – q2 (1)
The C.S. of (1) is z = ax + by + (a2 – b2) (2)
Differentiating (2) w.r.t. a, we get x + 2a = 0 (3)
Differentiating (2) w.r.t. b, we get y –2 b = 0 (4)
x y
From (3) and (4), we get a = – and b = (5)
2 2
Using (5) in (2), the required singular solution is
- x2 y 2 x2 y 2
z= + + -
2 2 4 4
y 2 x2
i.e. z = - or 4 z = y 2 - x 2
4 4
(ii) (D2 – 2DD¢) z = x3y + e2x – y
A.E. is m2 – 2m = 0; i.e. m(m – 2) = 0 or m = 0, 2
∴ C.F. = f1(y) + f2 (y + 2x)
-1
1 1 Ê 2D¢ ˆ
P.I.1 = x3 y = 2 Á1 - x3 y
D - 2 DD ¢
2
D Ë D ˜¯
Solved Question Papers-9 SQP9.5

1 Ê 2D¢ ˆ 3
= Á1 + D ˜¯ x y
D2 Ë
Ê 1 2D ¢ ˆ 1 5 1 6
= Á 2 1 + 3 ˜ x3 y = x y+ x
ËD D ¯ 20 60
1 1 1
P.I.2 = e2 x - y = e2 x - y = e2 x - y
D - 2 DD ¢
2
4 - 2 ¥ 2 ¥ ( - 1) 8
∴ G.S. is z = C.F. + P.I.1 + P.I.2
11. (b) (i) x(y–z) p + y (z – x) q = z(x – y)
dx dy dz
LSSE’S are = =  (1)
x( y - z ) y ( z - x) z ( x - y )

Using the multipliers 1, 1, 1, each ratio in (1) = dx + dy + dz


0
∴ dx + dy dz = 0, hence, one solution is x + y + z = a
1 1 1
Using the multipliers , , ,
x y z
1 1 1
dx + dy + dz
x y z
Each ratio in (1) =
0
1 1 1
\ dx + dy + dz = 0
x y z
Integrating, we get log x + log y + log z = log b
∴ Second solution is xy z = b
∴ The G.S. of the given equation is f (x + y + z, xyz) = 0
(ii) (D3 – 7DD¢2 – 6D¢3) z = sin (x + 2y)
A.E. is m3 – 7m – 6 = 0; i.e. (m + 1)(m + 2)(m – 3) = 0
∴ m = –1, – 2, 3
∴ C.F. = f1 (y – x) + f2 (y – 2x) + f3 (y + 3x)
1
P.I. = sin (x + 2y)
D - 7 DD ¢ 2 - 6 D ¢3
3

1 38D ¢ + D
= sin( x + 2 y ) = sin( x + 2 y )
38D ¢ - D 1444 D ¢ 2 - D 2
1 74
= (76 + 1) cos ( x + 2 y ) = - cos( x + 2 y )
- 5775 5775
∴ G.S. is z = CF + P.I.
SQP9.6 Transforms and Partial Differential Equations

12. (a) (i) f (x) = x2 is an even function of x in – p <x <p.


a
Let the F.S. of f (x) be 0 + Âan cos nx in [–p, p]
2
p
2
an = Úx
2
cos nx dx
p
0
p
2 È 2 Ê sin nx ˆ Ê cos nx ˆ Ê sin nx ˆ ˘
= Í x ÁË ˜ - 2x Á - ˜ + 2Á - ˜˙
pÎ n ¯ Ë n ¯
2 Ë n3 ¯ ˚ 0

2 2 4(- 1)n
= ¥ 2 {p ( - 1)n } =
p n n2
p
2 2 p3 2 2
a0 =
p Ú
0
x 2 dx = , = p
p 3 3

p2 ( - 1)n
∴ Required Fourier series is x 2 ~
3
+4 Â
n =1 n
2
cos nx (1)


p2 ( - 1)n
Putting x = ± p, in (1),
3
+4 Â
n =1 n
2
¥ ( - 1)n = p 2

1 2p 2 1 p2
i.e.,
n2
=
4 Â
3
\
n2
=
6 Â
(ii) Given an even extension to f(x) in (–1, 0); i.e. put f(x) = (x + 1)2 in
(–1, 0)
∴ f (x) is even in (–1, 1)
a
Let the F.S. of f(x) be 0 +
2 Â
an cos np x.(∵ l = 1)
1
2
an =
1 Ú
( x - 1)2 cos n p x dx
0
1
È Ê sin np x ˆ Ê - cos np x ˆ Ê - sin np x ˆ ˘
= 2 Í( x - 1)2 Á - 2( x - 1) Á + 2Á
Î Ë np ¯ ˜ Ë np 2 2 ˜
¯ Ë n3p 3 ˜¯ ˙˚ 0

4 4
2 {
= 2
0 - ( - 1)}= 2 2
np np
1
2 2 2
a0 =
1 Ú
( x - 1)2 dx = {( x - 1)3 }10 =
0
3 3

1 4 1
∴ Required H.R.F.S. is ( x - 1)2 ~ + 2
3 p Ân
n =1
2
cos np x in 0 < x < 1
Solved Question Papers-9 SQP9.7

p 2p 4p 5p
12. (b)(i) x : 0 p
3 3 3 3
x0 x1 x2 x3 x4 x5
y : 1.0 1.4 1.9 1.7 1.5 1.2
y0 y1 y2 y3 y4 y5
Since f (x) is defined in (0, 2p), the F.S. is of the form
a0
2
+ Âa n cos nx + Â b sin nx
n

5
1 1
a0 = 2 ¥
6 r=0Âyr = ¥ 8.7 = 2.9
3
1
a0 =
3 Ây r cos xr

1 È y0 cos 0 + y1 cos 60∞ + y2 cos120∞ + y3 cos180∞ + y4 cos 240∞ ˘


= Í ˙
3Î + y5 cos 300∞˚
1
=
3
[( y0 - y3 )+ ( y1 + y5 - y2 - y4 ) cos 60∞] y2 y1
1
= [( - 0.7)+ (1.4 + 1.2 - 1.9 - 1.5) ¥ 0.5] y3 y0
3
y4 y5
1
= [( - 0.7)+ ( - 0.4) = - 0.367 ]
3
1 1
b1 = [( y1 + y2 - y4 - y5 )sin 60∞] = ¥ 0.6 ¥ 0.866 = 0.173
3 3
1
a2 = ÈÎ( y0 + y3 ) - ( y1 + y4 + y2 + y5 ) cos 60∞˘˚ y1, y4
3
1
= [2.7 - (1.4 + 1.5 + 1.9 + 1.2) ¥ 0.5] y0, y3
3
1 y 2 , y5
= ¥ - 0.3 = - 0.1
3
1
b2 = ( y1 + y4 - y2 - y5 )sin 60∞
3
1
= ¥ - 0.2 ¥ 0.866 = - 0.058
3
∴ Required F.S. in
y = 1.45 - 0.367 cos x + 0.173 sin x - 0.1cos 2 x - 0.058 sin 2 x
SQP9.8 Transforms and Partial Differential Equations

(ii) Give an even extension to f (x) in – 4 < x < 0; i.e. put f (x) = –x in (–4, 0)
\ f(x) is even in (– 4, 4).
a0 np x
Let the F.S. be f(x) is
2
+ Âa n cos
4
4
È Ê np x ˆ np x ˘
4 Í
1 Á
sin cos ˙
2 np x 4 ˜+
an =
4
0
Ú
x cos
4
dx = Í x Á

Á
np ˜
˜
4 ˙
n 2p 2 ˙
ÍÎ Ë 4 ¯ 42 ˙˚ 0
1 16
= ¥ 2 2 ¥ {( - 1)n - 1}
2 np
Ï 16
Ô- if n is odd
= Ì n2 p 2
Ô0, if n is even
Ó

2 4
a0 =
4 Ú
0
x dx = 4

16 1 np x
∴ Required H.R.C series is x ~ 2 -
p2
Â
n = 1,3,5 n
2
cos
4
in (0, 4)

4
1 2 1 1
By Parseval’s theorem,
4
a0 +
2 Â an 2 =
4 Úx
2
dx
0
1 256 1 64
i.e. 4 + Â = ¥
2 odd n 4p 4 4 3

32 4 1 p4
i.e. 1 + Â
odd
4 4
np
=
3
∵ Â
n = 1,3, n
4
=
96

13. (a) This problem has been worked out in Chapter 3, page 3.26, worked
example 6. Instead of l, the value 50 is used in the look.
The required solution will be
3lv0 px p at lv 3p x 3p at
y ( x, t ) = sin sin - 0 sin sin
4p a l l 12p a l l
(b) The SST in given by uxx + uyy = 0 (1)
B,C’s are (2) u (0, y) = 0, (3) u(a, y) = 0, (4) u(x, 0) = 0 and (5) u(x, b)
= 100
The proper solution of (1) is u(x, y) = (A cos px + B sin px) (Cepy + De–py)
(6)
Solved Question Papers-9 SQP9.9

Using the B,C’s (2), (3), and (4) in (6), the general soln. of (1) will be

np x np y
obtained as u ( x, y ) = Âl
n =1
n sin
a
sinh
a
(7)

Using B.C. (5) in (7) and F.H.R series, we can get


Ï 400
np b Ô , if n odd
ln sinh = Ì np
a ÔÓ0, if n even
∴ Required soln. is

400 1 (2n - 1)p b (2n - 1)p x (2n - 1)p y
u ( x, y ) = Â
p n = 1 2n - 1
cosech
a
◊ sin
a
◊ sin h
a
14. (a) This problem has been given in Chapter 4, page 4-37 and worked example (5).
14. (b) (i) This problem has been given in Chapter 4, page 4-14 and worked
example 8.
(b) (ii) This problem is has been given in Chapter 4, page 4-39 and worked
example 6 (ii).
15. (a) (i) This problem has been given in Chapter 5, page 5-11 and worked
example 8.
(ii) Taking Z-Transforms on both sides of the difference equation we have
È z 2 u ( z ) - z 2u (0) - zu (1)˘ - 3[z u ( z ) - zu (0)]+ 2u ( z ) = 0
Î ˚
i.e. z 2 - 3z + 2) u ( z ) = z
u ( z) 1 1 1
∴ = 2 = -
z z - 3z + 2 z - 2 z -1
∴ z z
u ( z) = -
z - 2 z -1
∴ u(n) = 2n – 1
Ï 1 ¸ Ï1 1 ¸
15. (b)(i) Z Ì ˝=ZÌ - ˝
Ó n(n + 1) ˛ Ó n n +1˛
Ê z ˆ Ê z ˆ Ê z ˆ
ÁË z - 1˜¯ - z log ÁË z - 1˜¯ = (1 - z ) log ÁË z - 1˜¯
= log

f ( z) z +1 A Bz + c 1 z
(ii) = = + = -
z ( z - 1)( z 2 + 1) z - 1 z 2 + 1 z - 1 z 2 + 1
z z2
\ f ( z) = - 2
z -1 z +1
np
\ f (n) = 1 - cos
2
B.E./B.Tech. Degree Examinations, April/May 2015
Question paper code: 77191

Third Semester/ Civil Engineering

Common to all branches

MA6351 Transforms and Partial Differential Equations


(Regulation - 2013)

Time: Three hours Maximum: 100 marks


Answer ALL Questions
Part A – (10 ¥ 2 = 20 marks)

1. Form the partial differential equation by eliminating the arbitrary constants


a and b from log (az – 1) = x + ay + b.
2. Find the complete solution of q = 2px.
3. The instantaneous current ‘i’ at time t of an alternating current wave is given
by i = I1 sin (wt + a1) + I3 sin (3wt + a3) + I5 sin (5wt + a5) + .... Find the
effective value of the current ‘i’.
4. If the Fourier series of the function f(x) = x, –p < x < p with period 2p is
Ê sin 2 x sin 3 x sin 4 x ˆ
given by f(x) = 2 Á sin x - + - + ˜ , then find the sum
Ë 2 3 4 ¯
1 1 1
of the series 1 - + - +
3 5 7
5. Classify the partial differential equation
(1 – x2)zxx – 2xyzxy + (1 – y2)zyy + xzx + 3x2yzy – 2z = 0.
6. A rod 30 cm long has its ends A and B kept at 20°C and 80°C respectively
until steady state conditions prevail. Find this steady state temperature in
the rod.
7. If the Fourier transform of f(x) is ¡(f(x)) = F(s), then show that ¡(f(x – a))
= e–ias F(s).
8. Find the Fourier sine transform of 1/x.
Ê zˆ
9. If Z(x(n)) = X(z), then show that Z(anx(n)) = X Á ˜ .
Ë a¯
10. State the convolution theorem of Z-transforms.
Part B – (5 ¥ 16 = 80 marks)

11. (a) (i) Solve: (x2 – yz)p + (y2 – xz)q = (z2 – xy). (8)
SQP10.2 Transforms and Partial Differential Equations

(ii) Solve: (D2 – 3DD¢ + 2D¢2)z = (2 + 4x)ex + 2y (8)


Or

(b) (i) Obtain the complete solution of p2 + x2y2q2 = x2z2. (8)


(ii) Solve z = px + qy + p2q2 and obtain its singular solution. (8)
Ï x, 0< x <p /2
12. (a)(i) Find the half-range sine series of f ( x ) = Ì . Hence
Óp - x, p / 2 < x < p

1
deduce the sum of the series  (2n - 1)2 . (10)
n =1
(ii) Find the complex form of the Fourier series of f(x) = e–x in –1 <
x < 1. (6)
Or
12. (b) (i) Find the Fourier series of f(x) = |sin x| in –p < x < p of periodicity 2p.
(8)

(ii) Compute upto the first three harmonics of the Fourier series of f(x)
given by the following table: (8)
x 0 p/2 2p/3 p 4p/3 5p/3 2p
f(x) 1.0 1.4 1.9 1.7 1.5 1.2 1.0

∂u d 2u
13. (a) Solve = a 2 2 subject to the conditions: u(0, t) = 0 = u(l, t), t ≥ 0;
∂t ∂x
Ï x, 0£ x £l/2
u( x, 0) = Ì ,. (16)
Ól - x, l / 2 £ x £ l
Or
(b) A string is stretched and fastened to two points that are distant l apart.
Motion is started by displacing the string into the form y = k(lx – x2)
from which it is released at time t = 0. Find the displacement at any
point of the string at a distance x from one end at any time t. (16)
Ï1, |x| < a
14. (a) Find the Fourier transform of f ( x ) = Ì and hence evaluate
Ó 0, | x |> a >0
• •
sin x sin 2 ◊ t p
Ú x dx. Using Parseval’s identity, prove that Ú t2
dt =
2
. (16)
0 0

Or
2
(b)(i) Show that the function e - x /2
is self-reciprocal under Fourier trans-
2 2
form by finding the Fourier transform of e - a x
, a > 0. (10)
Solved Question Papers-10 SQP10.3

(ii) Find the Fourier cosine transform of xn–1 (6)

15. (a)(i) Find Z(rn cos nq) and Z ÈÎ(1 - az ) ˘˚ .


-1 -1 -2
(8)

-1
È z2 ˘
(ii) Using convolution theorem, find Z Í ˙. (8)
ÍÎ ( z - 1 / 2)( z - 1 / 4) ˙˚
(b)(i) Using Z-transform, solve the difference equation
x(n + 2) – 3x(n + 1) + 2x(n) = 0 given that x(0) = 0, x(1) = 1. (8)
-1
È z ˘
(ii) Using residue method, find Z Í 2 ˙. (8)
Î z - 2z + 2 ˚

Solutions
Part A
1. log (az – 1) = x + ay + b (1)
ap
Differentiating (1) p.w.r.t x, =1 (2)
az - 1
aq
Differentiating (1) p.w.r. t. y, =a (3)
az - 1

q
(3) ∏ (2) gives =a (4)
p
q pq p
Using (4) in (2), we get = 1 or = 1 or z = p + is the required
qz qz - p q
-1
P.D.E. p
a
2. q = 2px = a \ p= and q = a
2x
a
dz = p dx + q dy = dx + a dy
2x
a
\ C.S. is z = log x + ay + b
2
• •
3. I= Â I n sin (nw t + a n ) = Â I n (cos a n )sin nw t + ( I n sin a n ) cos nw t
n = 1,3,5 n = 1,3,

1
Effective value of I =
2
 I n2 (cos2 a n + sin2 a n )
n odd

1
=
2
 I 22n -1
n =1
SQP10.4 Transforms and Partial Differential Equations

Ê sin 2 x sin 3 x 4x ˆ
4. x ~ 2 Á sin x - + - sin + ˜ in –p < x < p (1)
Ë 2 3 4 ¯
p Ê 1 1 ˆ p
Put x = in (1); 2 Á 1 - + ˜ =
2 Ë 3 5 ¯ 2
1 1 1 p
1- + - +• =
3 5 7 4
5. A = 1 – x2, B = –2xy, C = 1 – y2
B2 – 4 AC = 4 (x2 + y2 – 1)
The given P.D.E. is of the elliptic or parabolic or hyperbolic type,
according as x2 + y2 – 1 < 0, = 0 or > 0, viz., inside, on or outside the circle
x2 + y2 = 1.
d 2u
6. The SST is given by 2 = 0 or u(x) = Ax + B
dx
Using u(0) = 20, B = 20; using u(30) = 80, A = 2.
\ SST is u(x) = 2x + 20
7. This is a standard property of F¢ transforms, covered in Chapter 4, page
4.27.

8. The solution to this problem is provided in Chapter 4. It is proved in the



sin sx p
example that Ú dx = (s > 0) . The L.H.S is the F¢ sine transform of
0
x 2
1
.
x
9. This is a standard property of z-transform, given in 3(i) Chapter 5, page
5-3.
10. This is a standard theorem, given in Chapter 5, page 5-5.
PART - B
dx dy dz
11. (a)(i) LSSE’s are = =  (1) (1)
x - yz
2
y - zx
2
z - xy
2

d ( x - y) d ( y - z) d(z - x)
viz., = =
( x - y) ( x + y + z ) ( y - z ) ( x + y + z ) ( z - x )( x + y + z )
d ( x - y) d ( y - z )
viz., = ; Solving, log (x – y) – log (y – z) = log a
x-y y-z
x-y
i.e., =a
y-z
Also each ratio in (1) is equal to
d ( x + y + z) x dx + y dy + z dz
=
Sx - Syz
2
( x + y + x ) ( Sx 2 - Syz )
Solved Question Papers-10 SQP10.5

( x + y + z )2 1 2
i.e. = ( x + y2 + z2 ) + b
2 2
Êx-y ˆ
or xy + yz + zx = b \ Reqd. G.S. is f Á , xy + yz + zx ˜ = 0
Ë y - z ¯
11. (a)(ii) A.E. is m2 – 3m + 2 = 0 \ m = 1, 2
C.F. = f1 (y + x) + f2(y + 2x)

1
P.I. = (2 + 4 x ) e x + 2 y
( D - D ¢ )( D - 2 D ¢ )

x + 2y 1
= e (2 + 4 x )
{D + 1 - ( D ¢ + 2)}{D + 1 - 2 ( D ¢ + 2)
x + 2y 1
= e (2 + 4 x )
( D - D ¢ - 1)( D - 2 D ¢ - 3)
1 x+2y 1 1 Ê 4 ˆ
= e (2 + 4 x ) = e x + 2 y ÁË 1 + 3 D˜¯ (2 + 4 x )
3 Ê Dˆ 3
(1 - D) Á 1 - ˜
Ë 3¯
1 x+ 2y Ê 22 ˆ
=
3
e ÁË 4 x + 3 ˜¯

\ G.S is z = C.F. + P.I


11. (b)(i) This problem has been worked out in Chapter 1, page 1-41, worked
example 16.
11. (b)(ii) The C.S. of the given PDE is z = ax + by + a2b2 (1)
Differentiating (1) p.w.r.t, a, we get x + 2ab2 = 0 (2)
Differentiating (1) p.w.r.t b, we get y + 2a2 b = 0 (3)
a y a b
From (2) and (3), we get = ; = = k
b x y x
1 ¸
Using this in (2), k= - \ a = - y 2/3 /21/3 x1/3 Ô
1/3
(4)
(2 xy) ˝
2/3 1/3 1/3 Ô
and b = - x /2 y ˛
Using (3) and (4) in (1), we get 16z3 + 27x2y2 = 0, which is the required
S.S.
12. (a)(i) Given an odd extension for f(x) in (–p, 0)
\ f(x) is odd in (–p, p)
Let the F.H.R.S.S. of f(x) be  bn sin nx is (0, p)
p
SQP10.6 Transforms and Partial Differential Equations

2 Èp /2 p ˘
bn = Í Ú x sin nx dx + Ú (p - x ) sin nx dx ˙
p ÍÎ 0 p /2 ˙˚

2 È Ï Ê cos nx ˆ sin nx ¸p /2 Ï Ê cos nx ˆ sin nx ¸ ˘


p
= ÍÌ x Á - + ˝ + Ì(p - x ) - - ˝ ˙
p ÍÓ Ë n ˜¯ n2 ˛0 Ó
ÁË n ˜¯ n2 ˛p /2 ˙
Î ˚
Ï 0, if n is even
4 np Ô
= 2 sin =Ì 4
n p 2 Ô± 2 if n is odd
Ó n p¢
4 Ï1 1 1 ¸
\ f(x) ~ Ì 2 sin x - 2 sin 3 x + 2 sin 5 x -  •˝ in (0, p )
p Ó1 3 5 ˛
p 1 1 1 p p p2
Putting x = , we get 2 + 2 + 2 +  • = ¥ =
2 1 3 5 4 2 8
12. (a)(ii) Refer to the worked example (8) in Chapter 2 on page 2-87.
In the example, put a = 1 and l = 1
Required F.S. is

( -1)n (1 - i n p )
–x
e = (sinh 1) Â 1 + n2 p 2
- ei n p x in ( - 1, 1)
n = -•

12. (b)(i) F(x) = |sin x|; f(–x) = |-sin x| = f(x)


\ f(x) is an even function in (–p, p)
a0
Let the F.S. be f ( x ) ~ + San cos nx in( -p , p )
2
p p
2 1
an =
p Ú sin x cos nx dx =
p Ú0
2 sin x cos nx dx
0
p
1
p Ú0
= [sin (n + 1) x - sin (n - 1) x ] dx

Ï 4
1 2 n -1 Ô- , if n even
= ◊ 2 {(-1) - 1} = Ì p (n - 1)
2
p n -1 Ô
Ó 0 , if n odd

2 2 4
a0 =
p Ú sin x dx =
p
(- cos x )p0 =
p
0

2 4 1
\ |sin x| = -
p p
 n -1
2
cos nx in ( - p , p )
n = 2, 4, 6
Solved Question Papers-10 SQP10.7

12. (b)(ii) Refer to question 12 (b) (i) of Solved Question Paper 7 (Nov-Dec
2014) for the solution.
The same problem has been worked out in 12 (b) (i)

a3 = (y0 + y2 + y4) – (y1 + y3 + y5)


= (1 + 1.9 + 1.5) – (1.4 + 1.7 + 1.2)
= 4.4 – 4.3 = 0.1
and b3 = 0
\ Regd. F.S. is y = 1.45 – 0.367 cos x + 0.173 sin x – 0.1 cos 2x
–0.058 sin 2x + 0.1 cos 3x
Ï x, in 0 £ x £ l / 2
13. (a) B.C.’s (2) u(0, t) = 0; (3) u(l, t) = 0; (4) u(x, 0) = Ì
Ól - x in l / 2 £ x £ l
Proper solution of u(t) = a2 uxx (1) is u(x, t)
2
a 2t
= ( A cos px + B sin px ) e - p (5)
np
Using (2) in (5), A = 0; Using (3) in (5), p = ; n = 0, 1, 2, ... •
l
• n 2 p 2a 2
np x - l
\ Given solution is u(x, t) = Â Bn sin e l2 (6)
n =1 l
Using (4) in (6);
2 Èl /2 np x
/
np x ˘
Bn = Í Ú x sin dx + Ú (l - x ) sin dx ˙
l ÍÎ 0 l l /2
l ˙˚

4l np ÏÔ 4l ( -1)n + 1 ¸Ô
= sin =Ì 2 ; n = 1, 2, 3, ˝
ÓÔ p (2n - 1)
2 2 2
n p 2 ˛Ô
4l •
( -1)n + 1 (2 n - 1) p x - (2 n - 1)2 p 2a 2 t / l 2
\ u(x, t) =
p 2 Â (2n - 1)2 sin l
e
n =1

13. (b) This problem has been worked out in Chapter 3, page 3-12 as worked
example 1 (ii).
14. (a) This problem has been worked out in Chapter 4, page 4-11 in worked
example 5.
• •
By Parseval’s identity, | f ( x )|2 dx = 1 | f (s)|2 ds
Ú Ú
2p -•
-•
a •
1 4
Ú 1 dx = Ú
2
i.e.
2
sin 2 as ds
-a
2p -• s
SQP10.8 Transforms and Partial Differential Equations

• •
1 sin 2 as sin 2 s
i.e. a=
p Ú s2
ds ; Putting a = 1, Ú s2
ds = p ;
-• -•

sin 2 t p
\ Ú t 2
dt =
2
0

14. (b)(i) This problem has been worked out in Chapter 4, page 4-14 in worked
example 8.
14. (b)(ii) This problem has been worked out in Chapter 4, page 4.21 as worked
example 16.
15. (a)(i) Z(rn cos n q) – This problem has been worked out in Chapter 5, page
5-11.
ÈÊ aˆ ˘
-2
ÔÏ 2 a 3a 2 Ô¸
Z–1 [(1 – az–1)–2] = Z -1 ÍÁ 1 - ˜ ˙ = z -1 Ì1 + + 2 + ˝
ÍÎË z ¯ ˙˚ ÔÓ a z Ô˛

= Â (n + 1) a n z - n
n=0

= Coefficient of z–n in S = (n + 1) an
È ˘
Í z 2 ˙ ÈÏ z ¸ Ï z ¸˘
15. (a)(ii) Z
-1 Í ˙ = Z -1 ÍÌ ˝* Ì ˝˙
ÍÊ 1ˆ Ê 1ˆ ˙ ÍÎÓ ( z - 1 / 2 ˛ Ó ( z - 1 / 4 ˛˙˚
Í ÁË z - 2 ˜¯ ÁË z - 4 ˜¯ ˙
Î ˚
n n
= ÊÁ ˆ˜ * ÊÁ ˆ˜
1 1
Ë 2¯ Ë 4¯
• n -r r n n r
Ê 1ˆ Ê 1ˆ Ê 1ˆ Ê 1ˆ
=  ÁË 2 ˜¯ ÁË 4 ˜¯ = ÁË 2 ˜¯  ÁË 2 ˜¯ by Convolution
r =0 r =0

Ê 1ˆ
n
ÔÏ 1 - (1/2)
n +1 ¸
Ô ÏÔÊ 1 ˆ n 1 Ê 1ˆ

Ô
=Á ˜ Ì ˝ = 2 ÌÁ ˜ - ÁË 4 ˜¯ ˝
Ë 2¯ ÔÓ 1 - 1 / 2 Ô˛ ÔÓË 2 ¯ 2 Ô˛
n n
Ê 1ˆ Ê 1ˆ
= 2Á ˜ - Á ˜
Ë 2¯ Ë 4¯

15. (b) (i) Taking z-transform on both sides of the difference equation,
we have [ z 2 x ( z ) - z 2 x (0) - z x(1)] - 3 [ z x ( z ) - z x(0)] + 2 x ( z ) = 0
i.e., ( z 2 - 3z + 2) x ( z ) = z
x (z) 1 1 1
\ = 2 = -
z z - 3z + 2 z - 2 z - 1
Solved Question Papers-10 SQP10.9

z z
\ x (z) = -
z - 2 z -1
\ x(n) = 2n – 1

Ï Ô¸ = sum of the residues of zn


15. (b)(ii) Z -1 ÔÌ
z
˝ at its
ÔÓ z - 2 z + 2 Ô˛
2 z2 - 2z + 2
singularities.
zn
The singularities of are given by z2 – 2z + 2 = 0,
z2 - 2z + 2
i.e. z = 1 + i and z = 1 – i which are simple poles
Ê zn ˆ 1
Res z = 1 + i = Á ˜ = (1 + i )n
Ë z - 1 + i ¯ z = 1 + i 2i

Ê zn ˆ 1
Res z = 1 – i = Á ˜ = - (1 - i )n
Ë z - 1 - i ¯ z =1- i 2 i

Ï
-1 Ô z Ô¸ 1
˝ = {(1 + i ) - (1 - i ) }
n n
\ z Ì 2
ÔÓ z - 2 z + 2 Ô˛ 2i
( 2 )n ÏÊ np np ˆ Ê np np ˆ ¸
= ÌÁ cos + i sin ˜ - ËÁ cos 4 - i sin 4 ¯˜ ˝
2i Ó Ë 4 4 ¯ ˛
( 2 )n np
= ¥ 2i sin
2i 4
np
= ( 2 )n ◊ sin
4
B.E./B.Tech. Degree Examinations, November/December 2015
Question paper code: 27327

Third Semester/ Civil Engineering

Common to all branches

MA6351 Transforms and Partial Differential Equations


(Regulation - 2013)

Time: Three hours Maximum: 100 marks


Answer ALL Questions
Part A – (10 ¥ 2 = 20 marks)

1. Construct the partial differential equation of all spheres whose centers lie
on the Z – axis, by the elimination of arbitrary constants.
2. Solve (D + D¢– 1) (D – 2D¢ + 3)z = 0.
3. Find the root mean square value of f(x) = x(l – x) in 0 £ x £ l.
4. Find the sine series of function f(x) = 1, 0 £ x £ p.
∂u ∂u
5. Solve 3 x - 2 y = 0 by method of separation of variables.
∂x ∂y
6. Write all possible solutions of two dimensional heat equation
∂2 u ∂2 u
+ =0
∂x 2 ∂y 2
7. If F(s) is the Fourier Transform of f(x), prove that
1 Ê sˆ
F{ f (ax )} = F ,aπ0
| a | ÁË a ˜¯

s2
8. Evaluate Ú (s2 + a2 )(s2 + b2 ) using Fourier Transforms.
0

1
9. Find the Z-transform of .
n +1
10. State the final value theorem in Z-transform.
11. (a)(i) Find complete solution of z 2 ( p2 + q 2 ) = ( x 2 + y 2 ) (8)
(ii) Find the general solution of ( D 2 + 2 DD ¢ + D ¢ 2 ) z = 2 cos y - x sin y.
(8)
Or
(b)(i) Find the general solution of ( z 2 - y 2 - 2 yz ) p + ( xy + zx )q = ( xy - zx ).
(8)
2 2 2 2
(ii) Find the general solution of (D + D¢ ) z = x y . (8)
SQP11.2 Transforms and Partial Differential Equations

12. (a)(i) Find the Fourier series expansion the following periodic function of
period 4.
Ï2 + x - 2 £ x £ 0 ¸ 1 1 1 p2
f ( x) = Ì ˝ Hence deduce that 2 + 2 + 2 + = (8)
Ó2- x 0 £ x £ 2 ˛ 1 3 5 8
(ii) Find the complex form of Fourier series of f(x) = eax in the in-
terval (–p, p) where a is a real constant. Hence, deduce that

( - 1)n p
 =
n = -• a + n
2 2
a sinh a p

Or
(b)(i) Find the half range cosine series of f(x) = (p – x)2, 0 < x < p. Hence
1 1 1
find the sum of series 4 + 4 + 4 +  (8)
1 2 3
(ii) Determine the first two harmonics of Fourier series for the following
data.
p 2p 4p 5p
x:0 p
3 3 3 3
y0 y1 y2 y3 y4 y5
f(x): 1.98 1.80 1.05 1.30 – 0.88 – 0.25
13. (a) A tightly stretched string with fixed end points x = 0 and x = 1 is initially
at rest in its equilibrium position. If it is vibrating by giving to each of its
points a velocity
Ï 2kx 1
ÔÔ l in 0 < x <
2
v=Ì
Ô 2k (l - x ) in 1 < x < 1
ÔÓ l 2
Find the displacement of the string at any distance x from one end at any
time t.
Or
(b) A bar 10 cm long with insulated sides has its ends A and B maintained at
temperature 50°C and 100°C, respectively, until steady state conditions
prevails. The temperature at A is suddenly raised to 90°C and at the same
time lowered to 60°C at B. Find the temperature distributed in the bar at
time t. (16)
14. (a) (i) Find the Fourier sine integral representation of the function f(x) = e–x
sin x. (8)
e- ax - e- bx
(ii) Find the Fourier cosine transform of the function f ( x ) = .
x
Or
Solved Question Papers-11 SQP11.3

Ï1 - | x |, x £ 1 ¸
(b) (ii) Find the Fourier transform of the function f ( x ) Ì ˝.
Ó0, | x | > 1˛
• 4
Ê sin t ˆ p
Hence deduce that Ú Á ˜ dt = . (8)
0
Ë t ¯ 3
(ii) Verify the convolution theorem for Fourier transform if f(x) = g (x) =
2
e–x .
z3 + z
15. (a)(i) If u ( z ) = find the value of u0, u1, and u2. (8)
( z - 1)3
Ï z2 Ô¸
(ii) Use convolution theorem to evaluate Z -1 ÔÌ ˝
ÓÔ ( z - 3)( z - 4) ˛Ô
(b) (i) Using the inversion integral method (Residue Theorem), find the
z2
inverse Z-transform of u( z ) =
( z + 2)( z 2 + 4)
(ii) Using the z-transform solve the difference equations
un + 2 + 4un +1 + 3un = 3n , given u0 = 0, u1 = 1.

Solutions
PART - A
1. The equation of any sphere whose centre is (0, 0, a) [viz. a point on the
z-axis] and whose radius is b is
x2+ y2+ (z – a)2 = b2 (1)
If a and b are treated as arbitrary constants, (1) represents the family of the
given spheres
Differentiating (1) p.w.r. t. x; 2x + 2(z – a) p = 0 (2)
Differentiating (1) p.w r t x; 2y + 2 (z – a) q = 0 (3)
x p
From (2) and (3), we get = or qx - py = 0 , which is the required
PDE. y q

2. Since the solutions of (D – a D¢– b) z = 0 is z = ebx f (y + ax), the solution of


the given equation is z = ex f1 (y – x) + e–3xf2 (y + 2x)
l l
1 2 1 2 2
3. R.M.S. Value = Ú
l 0
x (l - x )2 dx =
l Ú0
(l x - 2lx 3 + x 4 ) dx

1 Ê l5 l5 l5 ˆ 1 4 l2
= - + = l
l ÁË 3 2 5 ˜¯ 30 30
4. Give an odd extension for f(x) in – p £ x £ 0; i.e. put f (x) = –1 in (–p, 0)
f (x) is odd in (–p, p) Let the F.S.S. be  bn sin nx.
SQP11.4 Transforms and Partial Differential Equations

p Ï0, if n is even
2 Ô
bn = Ú 1.sin nx dx = Ì 4
p 0 ÔÓ np , if n is odd

4 1
\ Required sine series is 1 =
p
 sin nx in (0, p )
n = 1,3,5,... n
5. Let u = X(x), Y(y) be a solution of the given equation
X¢ Y¢
Then 3 x = 2 y = k , say \ X 3 = Ax k or X = ax k /3 and Y = by k /2
X Y
\ Required solution is y = ab x y or y = c x y .
k /3 k /2 k /3 k /2

6. All possible solution are given in Chapter 3, page 3-120.


7. This is the standard change of scale property of F¢ transforms that is given
in Chapter 4, page 4-27.
8. This problem is worked out in Chapter 4, page 4-39 as worked example 7
(ii).
9. This problem is worked out in Chapter 5, page 5-10 as worked example
(Z-transform of basic functions) 6 (ii).
10. Final value theorem in Z-transform is available as Property (7) in in Chapter
5, page 5-4.
PART - B
∂Z ∂Z
11. (a) (i) Put Z = y \ P =
2
= 2 yp and Q = = 2 yq
∂x ∂y
Using these in the given equation, it becomes
P2 + Q2 = 4 (x2 + y2)
i.e. P2 – 4x2 = 4y2 – Q2 = 4a2, say

\ P = 2 x 2 + a 2 and Q = 2 y 2 - a 2
dZ = Pdx + Qdy
= 2 x 2 + a 2 dx + 2 y 2 - a 2 dy
Integrating,
x y
( Z = ) y 2 = x x 2 + a 2 + a 2 sinh -1
+ y y 2 - a 2 - a 2 cosh -1 + b
a a
(ii) A.E is m2 + 2m + 1, i.e. m = –1, –1 \ C.F = x f1(y – x ) + f2(y – x)
1 2
P.I.1 = 2 2 cos y = cos y = - 2 cos y
D + 2 DD ¢ + D ¢ 2 0 + 0 -1
1 1
P.I.2 = I.P. of x eiy = I.P. of eiy x
(D + D ¢) 2
( D + D ¢ + i )2
= – I.P. of eiy (x + 2i) = –x sin y – 2 cos y
\ G.S is Z = C.F + P.I1 – P.I2
Solved Question Papers-11 SQP11.5

11. (b) (i) This problem is given in Chapter 1, page 1-60 as worked example
11.
(ii) (D2 + D¢2)z = x2y2.
A.E is m2 + 1 = 0 \ m = ± i, \ C.F = f1 (y + ix) + f2(y – ix)
1 1 Ê D ¢2 ˆ 2 2
PI = x 2 2
y = Á 1 - ˜x y
2Ê D ¢2 ˆ D2 Ë D2 ¯
D Á1 + 2 ˜
Ë D ¯

1 2 2 1 x4 Ê 2 x2 ˆ
= ( x y ) - 2 x 2
= y + ˜
D2 D4 12 ÁË 15 ¯
\ G.S. is z = C.F + P.I
Ïf1 ( x ) = 2 + x, in ( - 2 £ x £ 0)
12. (a) (i) f ( x ) = Ì 2l = 4 \ l = 2
Óf2 ( x ) = 2 - x, in (0 £ x £ 2)
Since f1 (–x) = f2 (x), the function f(x) is even in (–2 £ x £ 2)
a0 np x
Let the F.S. of f(x) be + Â an cos
2 2
2 2
2 np x np x
an =
20Ú f ( x )cos
2
dx = Ú (2 - x )cos
2
dx
0
2
Ï Ê np x ˆ Ê np x ˆ ¸Ô
Ô sin Á cos
Ë 2 ˜¯ ÁË 2 ˜¯
= ÔÌ(2 - x ) -
Ô
˝
Ô Ê ˆnp Ên p ˆ Ô
2 2

Ô ÁË 2 ˜¯ Á 4 ˜ Ô
Ó Ë ¯ ˛0

Ï 0, if n is even ¸
4 Ô Ô
= - 2 2 {(- 1) - 1} = Ì 8
n
˝
np Ô n2p 2 , if n is odd Ô
Ó ˛
2
2
2
Ê x2 ˆ
a0 = Ú (2 - x )dx = Á 2 x - ˜ = 2
20 Ë 2 ¯0

8 1 Ê np x ˆ
\ Required F.S. is f(x) = 1 + Â
p n = 1,3,5,... n2
2
cos Á
Ë 2 ˜¯
in - 2 £ x £ 2 (1)

Putting x = 0 in (1), which is a point of continuity of f (x),


8 Ï1 1 1 ¸
We get 1 + 2 Ì 2 + 2 + 2 +  • ˝ = f (0) = 2
p Ó1 3 5 ˛
SQP11.6 Transforms and Partial Differential Equations

1 1 1 p2
\ + + +  • =
12 32 52 8
(ii) The complex form of the F.S. of f(x) = e–ax in (– l, l) is worked out in
Chapter 2 on page 2.87.
Simply change a to –a and l to p in that W.E. and obtain

(- 1)n (- ap - in p ) inx
eax = sinh (- ap ) Â a2p 2 + n2p 2 e in (- p , p )
n = -•

Ê sinh a p ˆ • ( - 1)n (a + in ) inx


i.e. eax = Á Â
Ë p ˜¯ n = - • a 2 + n2
e in (- p , p ) (1)

Putting x = 0 in (1); we get



Ê p ˆ ( - 1)n (a + in )
ÁË sinh a p ˜¯ =  a 2 + n2
n = -•


( - 1)n p
\ Equating the R.P.’s; we get  a2 + n2 = a sinh ap
n = -•

12. (b)(i) This problem has been worked out in Chapter 2, page 2-67 in worked
example 18.
Ï0 p /3 2p /3 p 4p /3 5p /3
12. (b)(ii) x : Ì
Ó x0 x1 x2 x3 x4 x5
Ï1.98 1.80 1.05 1.30 - 0.88 - 0.25
y:Ì
Ó y0 y1 y2 y3 y4 y5
Since f (x) is defined in (0, 2p), the F.S. is of the form
a0
+ Â an cos n x + Â bn sin n x
2
1 5 1
a0 = 2 ¥ + Â yr = ¥ 5 = 1.67
6 r =0 3
1 1
a1 =
3
 yr cos xr = ÎÈ( y0 - y3 ) + ( y1 + y5 - y2 - y4 )cos60∞˚˘
3
1
= [0.68 - (1.80 - 0.25 - 1.05 + 0.88) ¥ 0.5]= - 0.033
3
1
b1 = ( y1 + y2 - y4 - y5 )sin 60∞
3
1
= [(1.80 - 1.05 + 0.88 - 0.25 ) ¥ 0.866 ]= 1.149
3
Solved Question Papers-11 SQP11.7

1
a2 = È( y0 + y3 ) - ( y1 + y4 + y2 + y5 )cos60∞˚˘

1
= [(1.98 + 1.30) - (1.80 - 0.88 + 1.05 - 0.25) ¥ 0.5]
3
1
=
3
[3.28 - 0.86]= 0.807
1
b2 = ( y1 + y4 - y2 - y5 )sin 60∞
3
1
= {1.80 - 0.88 - 1.05 + 0.25}¥ 0.866 = 0.035
3
\ Required F.S. is
y = 0.835 + (– 0.033cos x + 1.149 sin x) + (0.807 cos 2x + 0.035 sin 2x)
13. (a) This problem has been worked out in Chapter 3, page 3-30 as worked
example 8. We have to replace l by k and 60 is given instead of l.
The required solution will then be
8kl • (-1)n +1 (2n - 1)p x (2n - 1)p at
3 Â
y( x, t ) = sin ¥ sin
p a n = 1 (2n - 1)3
l l

13. (b) This problem has been worked out in Chapter 3, page 3-94 in worked
example 13.
14. (a) (i) Fourier sine integral of f(x) = e–x sin is given by
••
2
f ( x) =
p Ú Ú f (t )sin st.sin sx dt ds
0 0

2
• È• - t ˘
\ e - x sin x = Ú sin x s ds Í Ú e sin t sin st dt ˙
p 0 ÍÎ 0 ˙˚
• •
2 1
= Ú sin x s ds ◊ Ú e - t {cos(s - 1)t - cos(s + 1)t }dt
p 0 20

1 È e -t
2 {
= Ú sin x s ds Í - cos(s - 1)t + (s - 1)sin(s - 1)t }
p 0 Î1 + (s - 1)

e- t ˘
2 {
- - cos(s + 1)t + (s + 1)sin(s + 1)t }˙
1 + (s + 1) ˚0

4 s sin x s
i.e., e - x sin x =
p Ú0 s 4 + 4
ds
SQP11.8 Transforms and Partial Differential Equations


a
(ii) fc (e - ax ) = Ú e - ax cos sx dx =
0 s2 + a 2

l
\ fc (e - l x ) = Ú e - l x cos sx dx =
0 s + l2
2

Integrating both sides w.r.t. l between a and b, we have


• b
Ê e -lx ˆ È1 2 ˘
b

Ú ÁË - x ˜¯ = +
2 (1)
cos sx dx Í2 log ( s l ) ˙
0 a
Î ˚a

Ê e - ax - e - bx ˆ 1 Ê s2 + b2 ˆ
i.e., Ú ÁË x ˜
¯
cos sx dx = log Á 2
2 Ë s + a2 ¯
˜ (2)
0

Ê e - ax - e - bx ˆ 1 Ê s2 + b2 ˆ
i.e., Fc Á ˜ = log Á 2 ˜
Ë x ¯ 2 Ë s + a2 ¯
14. (b) (i) This problem has been worked out in Chapter 4, example 5, page
4.37.
2 2 p - s2 /4 a2
(ii) F (e - a x
)= e (Refer to Worked Example 8 in Chapter 4. page
a 4-14)
2 2
\ F (e - x ) = p e - s /4

È•
• ˘
- x2 - x2 2 2
F{e *e } = Ú Í Ú e - ( x - u ) e - u du ˙ e - i sx dx
-• Í
Î -• ˙˚
• È• ˘
- u2 - ( x - u )2 - i sx
= Ú e Í Ú
ÍÎ - •
e e dx ˙ du
˙˚
-•


2 2
= Ú e - u e - i us F (e - x ) dx, by shifting property
-•
2 2
= p e -s /4
p e -s /4

2 2
= F (e - x ) F (e - x )
Thus F [f ( x )* g( x )]= f (s).g (s) is verified

z3 + z 1 + z -2 1 + z -2
15. (a) (i) u = = =
( z - 1)3 (1 - z -1 )3 1 - 3z -1 + 3z - 2 - z - 3
Solved Question Papers-11 SQP11.9

We apply the long division method to obtain the quotient


1 – 3z–1 + 3z–2 – z – 3 1 + z –2 1 + 3 z –1 + 7z–2
1 – 3z–1 + 3z–2 – z–3
—————————
3z–1 – 2z –2 + z–3
3z–1 – 9z –2 + 9z–3 – 3z–4
——————————
7z–2 – 8z –3 + 3z–4
7z–2 – 21z –3 + 21z–4 – 7z–5
———————————
13z –3 – 18z–4 + 7z–5

\ Â u(n)z - n = 1 + 3z -1 + 7z - 2 + 
n=0
\ u(0) = 1, u(1) = 3 and u2 = (7)
ÏÔ z2 ¸Ô -1 Ï z z ¸ -1 Ê z ˆ Ê z ˆ
(ii) Z -1 Ì ˝=Z Ì ◊ ˝=Z Á ˜ * Z -1 Á
ÓÔ ( z - 3)( z - 4) ˛Ô Óz -3 z -4˛ Ë z - 3¯ Ë z - 4 ˜¯
n
= 3 *4 =
n n
 3r.4n - r
r=0

È Ê 3ˆ n +1 ˘
r Í1 - Á ˜ ˙
n
Ê 3ˆ Ë 4¯
= 4n  Á ˜ = 4n Í ˙
Ë 4 ¯ Í 3 ˙
r=0
Í 1- ˙
4 ˙
ÎÍ ˚
= 4n + 1 – 3n + 1
15.(b) (i) This problem has been worked out in Chapter 5, page 5-33 in worked
example 13.
(ii) un + 2 + 4un + 1 + 3un = 3n ; u(0) = 0 and u(1) = 1
Taking Z-Transform
z
È z 2 u ( z ) - z 2 u(0) - zu(1)˘ + 4 [z u ( z ) - zu(0)]+ 3u ( z ) =
Î ˚ z -3
z
i.e. ( z 2 + 4 z + 3)u ( z ) = +z
z-3
3 5 1
z2 - 2z u (z) 8 12 24
\ u (z) = \ = - +
( z + 1)( z + 3)( z - 3) z z + 1 z +3 z -3
3 z 5 z 1 z
\ u (z) = ◊ - ◊ + ◊
8 z + 1 12 z + 3 24 z - 3
3 5 1 n
Inverting, un = ( - 1)n - ◊ ( - 3)n + ◊3
8 12 24
Index

Auxiliary equations, 1-72 integral representation, 4-3


theorem, 4-1
Boundary conditions, 3(a)-11, 3(b)-5 sine integral, 4-4
values, 3(b)-5, 3(b)-27 sine transform, 4-5
inverse, 4-5
Complementary function, 1-72, 2-76 pair, 4-6
Convolution product, 4-31 Fourier transform, 4-4
theorem, 4-31, 7.5 complex pair of, 4-4
finite, 4-55
Derivative of Fourier transform, 4-30 cosine, 4-56
Diffusion equation, 3(b)-3 sine, 4-55
Diffusivity, 3(b)-3, 3(c)-3 of derivatives, 4-29
Dirichlet’s conditions, 4-2, 4-5, 4-39 inverse, 4-56
properties of, 4-26
Effective value, 4-70 Fundamental term, 4-73
Electrostatic potential, 3(c)-4, 3(c)-48
Energy theorem, 4-32 Harmonic analysis, 4-75, 4-81
Euler’s formulas, 4-2, 4-5, 4-39, 4-43, 4- nth, 4-75, 4-81
46, 4-73, 4-76 Harrison circle method, 4-79
modified, 4-43 Heat flow
Even extension, 4-47, 4-48, 4-50, 4-54, one-dimensional, 3(b)-1
4-56 steady-state, 3(c)-1
function, 4-8, 4-19, 4-20, 4-23, transient, 3(b)-4
4-24 two-dimensional, 3(c)-1
variable, 3(b)-4
Final value theorem, 5-4
Finite difference equation, 5-27 Initial value theorem, 5-4
Fourier series, 4-1, 4-2, 4-5
coefficients, 4-2, 4-39, 4-42, 4-45, Lagrange’s linear equation, 1-51
4-46 multipliers, 1-53
complex form of, 4-76 subsidiary simultaneous
convergence of, 4-11 equations, 1-52
exponential form of, 4-75 Laplace equation, 3(c)-3
half-range, 4-42, 4-50, 4-70, 4-89
of an even function, 4-10 Mean square value, 4-45, 4-70, 4-74
of an odd function, 4-10 Modulation theorem, 4-28
Fourier complex integral, 4-3
cosine integral, 4-3 Octave, 4-73
cosine transform, 4-5 Odd extension, 4-43, 4-45, 4-47
inverse, 4-5 function, 4-8
pair, 4-5
Index
I-2
Parseval’s identity, 4-32 Transmission line equation, 3(a)-4,
Partial differential equations, 1-1 3(a)-41
applications of, 3(a)-1 first, 3(a)-4
clairat’s type, 1-24 second, 3(a)-5
first order, non-linear, 1-23
formation of, 1-1 Unit impulse sequence, 5-7
higher order, 1-71 step sequence, 5-7
integral of, 1-21
complete, 1-21, 1-23 Vibration of strings, 3(a)-1
D’Alembert’s, 3(a)-47, 3(a)-49 damped, 3(a)-8
general, 1-22 of membrane, 3(a)-51
particular, 1-22
transverse, 3(a)-2
singular, 1-22
linear, 1-71
Wave equation,
homogeneous, 1-71
one-dimensional, 3(a)-2
non-homogeneous, 1-71
proper solution of, 3(a)-8
order of, 1-1
variable separable solution
primitive of, 1-21
solution of, 1-21 of, 3(a)-6
by separation of variables, 1-76
Particular integral, 1-74 Z-transform, 5-1
bilateral (two-sided), 5-1
Root mean-square value, 4-45 inverse, 5-2, 5-26
expansion method, 5-26
Steady-state part, 3(b)-28 long division method, 5-26
partial fraction method, 5-26
Telegraph equations, 3(a)-5 residue theorem method, 5-26
Telephone equations, 3(a)-5, 3(a)-49 properties of, 5-2
Temperature gradient, 3(b)-5 region of convergence of, 5-2
Transient part, 3(b)-27 unilateral (one-sided), 5-1

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