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Differential Equations
Third Edition
[For Semester III]
About the Author
T Veerarajan
(Retd) Dean
Department of Mathematics
Velammal College of Engineering and Technology
Viraganoor, Madurai
Tamil Nadu
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Preface ix
Roadmap to the Syllabus xi
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
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
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
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
1.11
Transforms and Partial Differential Equations
1-52
1.12
(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
Dnr D¢yr
Partial Differential Equations
1-73
Transforms and Partial Differential Equations
1-74
1.14
1.15
Partial Differential Equations
1-77
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) + e2x 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
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
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
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
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
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
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
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
�2 u �2 u �2 u �u �u
A �B �C 2 �D �E � Fu � G (1)
�x 2 �x �y �y �x �y
�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
Here A = 1, B = –2x, C = x2
B2 – 4 AC = (–2x)2 – 4x2 = 0
� � �� The equation is parabolic at all points.
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
�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 EquationsVibration of Strings
3-5
Transforms and Partial Differential Equations
3-6
3A.3
3A.2
3A.2)
3A.3
By Kirchhoff’s current law, loss of current while crosssing the segment PQ = loss
Applications of Partial Differential EquationsVibration of Strings
3-7
3(B)
Transforms and Partial Differential Equations
3-8
3A.4
Applications of Partial Differential EquationsVibration of Strings
3-9
Transforms and Partial Differential Equations
3-10
3A.5
3A.6
Applications of Partial Differential EquationsVibration of Strings
3-11
Transforms and Partial Differential Equations
3-12
Worked Examples 3A
3A.4
3A.4)
Applications of Partial Differential EquationsVibration of Strings
3-13
Transforms and Partial Differential Equations
3-14
Applications of Partial Differential EquationsVibration of Strings
3-15
Example 2
Transforms and Partial Differential Equations
3-16
3A.5
3
Applications of Partial Differential EquationsVibration of Strings
3-17
Transforms and Partial Differential Equations
3-18
-
Applications of Partial Differential EquationsVibration of Strings
3-19
Transforms and Partial Differential Equations
3-20
r r2
Pa
3A.6
3A.6).
r
Applications of Partial Differential EquationsVibration of Strings
3-21
Transforms and Partial Differential Equations
3-22
n2
3A.7).
Applications of Partial Differential EquationsVibration of Strings
3-23
3A.7
Transforms and Partial Differential Equations
3-24
Applications of Partial Differential EquationsVibration of Strings
3-25
Transforms and Partial Differential Equations
3-26
Applications of Partial Differential EquationsVibration of Strings
3-27
Transforms and Partial Differential Equations
3-28
Applications of Partial Differential EquationsVibration of Strings
3-29
3A.6]
Applications of Partial Differential EquationsVibration of Strings
3-41
Transforms and Partial Differential Equations
3-42
Applications of Partial Differential EquationsVibration of Strings
3-43
3A.3]
Transforms and Partial Differential Equations
3-44
Applications of Partial Differential EquationsVibration 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 EquationsVibration 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 EquationsVibration of Strings
3-49
Transforms and Partial Differential Equations
3-50
Applications of Partial Differential EquationsVibration of Strings
3-51
e
Transforms and Partial Differential Equations
3-52
3
Applications of Partial Differential EquationsVibration of Strings
3-53
is
Transforms and Partial Differential Equations
3-54
Applications of Partial Differential EquationsVibration of Strings
3-55
Transforms and Partial Differential Equations
3-56
a
Applications of Partial Differential EquationsVibration 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
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 EquationsVibration 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 EquationsVibration 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 EquationsOne-Dimentional Heat Flow
3-65
3B.3
Transforms and Partial Differential Equations
3-66
Applications of Partial Differential EquationsOne-Dimentional Heat Flow
3-67
Worked Examples 3B
3B.2
3B.2)
Transforms and Partial Differential Equations
3-68
Applications of Partial Differential EquationsOne-Dimentional Heat Flow
3-69
Transforms and Partial Differential Equations
3-70
Applications of Partial Differential EquationsOne-Dimentional Heat Flow
3-71
Transforms and Partial Differential Equations
3-72
3B.3
Applications of Partial Differential EquationsOne-Dimentional Heat Flow
3-73
Transforms and Partial Differential Equations
3-74
Applications of Partial Differential EquationsOne-Dimentional Heat Flow
3-75
Transforms and Partial Differential Equations
3-76
Applications of Partial Differential EquationsOne-Dimentional Heat Flow
3-77
Transforms and Partial Differential Equations
3-78
Applications of Partial Differential EquationsOne-Dimentional Heat Flow
3-79
Transforms and Partial Differential Equations
3-80
3B.4]
Applications of Partial Differential EquationsOne-Dimentional Heat Flow
3-81
3B.4
Transforms and Partial Differential Equations
3-82
Applications of Partial Differential EquationsOne-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 EquationsOne-Dimentional Heat Flow
3-85
Transforms and Partial Differential Equations
3-86
3B.5
3B.5
Applications of Partial Differential EquationsOne-Dimentional Heat Flow
3-87
Transforms and Partial Differential Equations
3-88
3B.6)
3B.6
Applications of Partial Differential EquationsOne-Dimentional Heat Flow
3-89
Transforms and Partial Differential Equations
3-90
3(A).
Applications of Partial Differential EquationsOne-Dimentional Heat Flow
3-91
Transforms and Partial Differential Equations
3-92
Applications of Partial Differential EquationsOne-Dimentional Heat Flow
3-93
Transforms and Partial Differential Equations
3-94
Applications of Partial Differential EquationsOne-Dimentional Heat Flow
3-95
Transforms and Partial Differential Equations
3-96
Applications of Partial Differential EquationsOne-Dimentional Heat Flow
3-97
Transforms and Partial Differential Equations
3-98
Applications of Partial Differential EquationsOne-Dimentional Heat Flow
3-99
Transforms and Partial Differential Equations
3-100
Applications of Partial Differential EquationsOne-Dimentional Heat Flow
3-101
Transforms and Partial Differential Equations
3-102
Applications of Partial Differential EquationsOne-Dimentional Heat Flow
3-103
3(A)
Transforms and Partial Differential Equations
3-104
Applications of Partial Differential EquationsOne-Dimentional Heat Flow
3-105
Transforms and Partial Differential Equations
3-106
Applications of Partial Differential EquationsOne-Dimentional Heat Flow
3-107
Transforms and Partial Differential Equations
3-108
Applications of Partial Differential EquationsOne-Dimentional Heat Flow
3-109
Exercise3B
Part B
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 EquationsOne-Dimentional Heat Flow
3-115
33.
35.
Part C
3C.1
3C.2
3C.1.
Applications of Partial Differential EquationsSteady state Heat Flow ...
3-117
Fig. 3C.1
3(B)
Transforms and Partial Differential Equations
3-118
Deduction
3(B).
Applications of Partial Differential EquationsSteady state Heat Flow ...
3-119
3C.3
Transforms and Partial Differential Equations
3-120
3C.4
a
Applications of Partial Differential EquationsSteady state Heat Flow ...
3-121
Worked Examples 3C
3C.2)
3C.2
Transforms and Partial Differential Equations
3-122
Applications of Partial Differential EquationsSteady state Heat Flow ...
3-123
3C.3)
Transforms and Partial Differential Equations
3-124
3C.3
(6¢)
Applications of Partial Differential EquationsSteady state Heat Flow ...
3-125
Transforms and Partial Differential Equations
3-126
Applications of Partial Differential EquationsSteady state Heat Flow ...
3-127
in
Transforms and Partial Differential Equations
3-128
3C.4).
Applications of Partial Differential EquationsSteady state Heat Flow ...
3-129
3C.4
Transforms and Partial Differential Equations
3-130
Applications of Partial Differential EquationsSteady state Heat Flow ...
3-131
3C.5).
3C.5
Transforms and Partial Differential Equations
3-132
Applications of Partial Differential EquationsSteady state Heat Flow ...
3-133
3C.6).
Transforms and Partial Differential Equations
3-134
3C.6
Applications of Partial Differential EquationsSteady state Heat Flow ...
3-135
(1)
Transforms and Partial Differential Equations
3-136
Applications of Partial Differential EquationsSteady state Heat Flow ...
3-137
3C.7).
3C.7
Transforms and Partial Differential Equations
3-138
Applications of Partial Differential EquationsSteady state Heat Flow ...
3-139
3C.8).
3C.8 3C.9
3C.9).
Transforms and Partial Differential Equations
3-140
Applications of Partial Differential EquationsSteady state Heat Flow ...
3-141
nxY
2a
Transforms and Partial Differential Equations
3-142
3 3
3
100,
Transforms and Partial Differential Equations
3-144
Applications of Partial Differential EquationsSteady state Heat Flow ...
3-145
Transforms and Partial Differential Equations
3-146
Applications of Partial Differential EquationsSteady state Heat Flow ...
3-147
Transforms and Partial Differential Equations
3-148
Applications of Partial Differential EquationsSteady state Heat Flow ...
3-149
Transforms and Partial Differential Equations
3-150
Applications of Partial Differential EquationsSteady state Heat Flow ...
3-151
Transforms and Partial Differential Equations
3-152
Applications of Partial Differential EquationsSteady state Heat Flow ...
3-153
Transforms and Partial Differential Equations
3-154
Applications of Partial Differential EquationsSteady state Heat Flow ...
3-155
Transforms and Partial Differential Equations
3-156
Applications of Partial Differential EquationsSteady state Heat Flow ...
3-157
Transforms and Partial Differential Equations
3-158
Applications of Partial Differential EquationsSteady state Heat Flow ...
3-159
Transforms and Partial Differential Equations
3-160
Applications of Partial Differential EquationsSteady state Heat Flow ...
3-161
Transforms and Partial Differential Equations
3-162
3C
-
Applications of Partial Differential EquationsSteady state Heat Flow ...
3-163
Transforms and Partial Differential Equations
3-164
Applications of Partial Differential EquationsSteady 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 EquationsSteady 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
4.5
Transforms and Partial Differential Equations
4-8
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
4.6
1. Linearity property
,
Fourier Transforms
4-27
s
Transforms and Partial Differential Equations
4-28
5. Modulation theorem
5. Transform of derivatives
Transforms and Partial Differential Equations
4-30
9. Convolution theorem
Transforms and Partial Differential Equations
4-32
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)
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
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.
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
= 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
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
Taking limits as z Æ 1,
•
lim [(z – 1) f (z)] – f(0) =
z Æ1
 {f(n + 1) – f(n)}
n=0
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 =-•
• 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).
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
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
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
•
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
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
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
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
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¯
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)
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
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
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
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
= 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
2˝
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
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
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
∴ 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.
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
1 1 0 0
0 1+ x 2
x 0
= (1 + x 2 )Dn -1 - x 2
0 x 1+ x 2
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)
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
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);
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53185
B.E./B.Tech. Degree Examinations, November/December 2010
Regulations 2008
Third Semester
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.
Part B – (5 16 = 80 Marks)
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)
(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 =
2.
F –1 = f (x) = eixs ds
5. z2 – xy = (1)
Differentiating (1) partially w.r.t. x,
2zp – y = f (2)
2zq – x = f (3)
6. P.I. ex – y = ex–y
Z{un} = (or)
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
=0
an = 2 cos n x dx =
= 2 (– 1)n or
a0 = 2 (1 – x2) dx = 2 .
an =
a0 =
x is cos nx in (0, )
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 =
b2 =
= =0
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.)
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.]
B 0 p= (n = 0, 1, 2, ... )
( n
sinh n ) sin = x(20 – x) in 0 x 20
n
sinh n = bn
n
=
Z {an f (n)} =
Z {an sin n } =
= n2
Solved Question Papers-1 SQP1.11
(z) =
Now
(z) =
Part B – (5 16 = 80 marks)
-
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)
(16)
Or
(b) Find the Fourier sine and cosine transform of e–x. Hence evaluate
(i) and
(ii) . (16)
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)
Or
Z-transform of
. (6)
Solutions
Part – A
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.
9. Z(n2) = Z(n n) = =
=
Part – B
(– 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+
=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
a0 = 2 = 4.50 = 1.50
a1 = 2 cos xr
= = 0.373
b1 = 2 yr sin xr =
an = (or)
=
SQP2.6 Transforms and Partial Differential Equations
a0 = =l
|x|~ in (– l, l) (1)
bn = x ( – x) sin nx dx
12. (a) [Major part of this problem is the Worked example (5) in page 4.37 of
the book.]
F–1 = e ixs ds
= f (x) =
ds = 1 i.e., = , on putting =t
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).
=0
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)
= – I.P. of
(11)
Solved Question Papers-2 SQP2.9
= (cos 5)
Z–1
i.e., f (n) =
= (4n) * (5n) =
= 5n = 5n + 1 – 4n + 1
(z) = or
Now
(z) =
Inverting, we get
e–2x.
f (x
of eiax f (x) is F(S – a).
I
y = y0 sin
t -
Z[n] =
Part – B (5 12 = 60 Marks)
f (x) = is
y(x, t).
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
= =
f (x) = sin nx
5. F{ f (x)} = dx and
SQP3.4 Transforms and Partial Differential Equations
F–1 ds.
6. FC{e –2x} =
= ds.
p= and q = a; dz = p dx + q
i.e., dz = dx + ady
z= x + ay + b.
z= 1
(y + x) + x 2
(y + x) + (y – 2x)
3
Solved Question Papers-3 SQP3.5
y = a2yxx are
tt
(i) y(x, t) = (Ae + Be ) (Cepat + De –pat)
px –px
= 0, whose
solution is u(x) = Ax + B.
u B = 30 and
u A=2
u(x) = 2x + 30.
18. Z(n) =
Part-B
an =
a0 =
bn =
sin nx (1)
x=
f (x) = x , )
F.S. of f (x
Let sin nx in (– , )
bn =
i.e., bn =
=
Solved Question Papers-3 SQP3.7
eixs ds = f (x)
i.e.,
i.e.,
as = t)
x
i.e., 2
i.e.,
(1)
D3 + D2D – DD 2 – D 3) z = ex cos 2y
= ex cos 2y
= ex
= ex
n
=
Z–1
(z) =
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) =
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
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 .
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)].
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
. (8)
. (8)
. (8)
Solved Question Papers-4 SQP4.3
OR
Solutions
Part – A
f (x) , where
cn = .
= ,
= .
4. Fc{e–2x} =
z = xf (y) + g(y) (3). (3) is the required G.S. where f and g are arbitrary
functions.
9. Z{x (n – m} =
= z–m x(z), if n m.
10.
= .
Part – B
an =
= , if n 0.
a0 =
bn =
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 (– , ).
an =
a0 =
an =
a0 =
bn =
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 =
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.)
Similarly, Fc(e–bx) =
(1)
=
SQP4.8 Transforms and Partial Differential Equations
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
i.e.,
i.e., (2)
z=
i.e., z=
P.I.1 =
P.I.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
P.I. =
Step (9) : v
n
=
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, )
u(x, y) = ; n = 0, 1, 2,
u(x, y) = (7)
= lx – x2 in (0, l)
= (F.H.R.S.S.)
n
sin h n =
u(x, y) = .
19. (a) =
Solved Question Papers-4 SQP4.13
19. (b) = or
= , by convolution theorem
= =
(Res.)z = – 2 =
=
SQP4.14 Transforms and Partial Differential Equations
(Res.)z = 5 =
Let =
Inverting, we get
y(n) =
B.E./B.Tech. Degree Examinations, November/December 2010
Regulations 2008
Third Semester
Civil Engineering
(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
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)
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 = -•
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 )
\ 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
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
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.
Third Semester
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.
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
•
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.
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
• •
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
∂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
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
Third Semester
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.
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
(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
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
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.
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
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
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
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
l˘
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 ˛ ˙
2˚
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
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
• 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
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
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
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
•
1
Ân
n =1
2
Part B – (5 × 16 = 80 marks)
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)
Or 2
(b) (i) Find the Fourier transform of e–a x , a > 0. Hence show that e- x /2 is
2 2
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
1
= lim ÈÎ( - p - h)2 + (p - h)2 ˘˚ = p 2
2
1 p2
∴ Â n2
=
6
SQP9.4 Transforms and Partial Differential Equations
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 )
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
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
(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
2Í
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)
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
11. (a) (i) Solve: (x2 – yz)p + (y2 – xz)q = (z2 – xy). (8)
SQP10.2 Transforms and Partial Differential Equations
(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
-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.
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 ˜¯
2 Èp /2 p ˘
bn = Í Ú x sin nx dx + Ú (p - x ) sin nx dx ˙
p ÍÎ 0 p /2 ˙˚
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)
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
n¸
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
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
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
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
\ 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)
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 = -•
•
( - 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∞˚˘
3Î
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
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
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