Maharaja Institute of Technology Mysore: Lecture Notes On

Maharaja Education Trust (R), Mysuru
Maharaja Institute of Technology Mysore

Belawadi, Sriranga Pattana Taluk, Mandya 571 477
Approved by AICTE, New Delhi,

Affiliated to VTU, Belagavi & Recognized by Government of Karnataka
Lecture Notes on
TRANSFORM CALCULUS, FOURIER SERIES
AND NUMERICAL TECHNIQUES
(18MAT31)
Prepared by
Department of Mathematics
Maharaja Education Trust (R), Mysuru
Belawadi, Sriranga Pattana Taluk, Mandya 571 477
Vision/
education
fostering research, innovation and entrepreneurial attitude"
,
Mission/
To empower students with indispensable knowledge through dedicated teaching and collaborative
learning.
To advance extensive research in science, engineering and management disciplines.

, .
To facilitate entrepreneurial skills through effective institute - industry collaboration and interaction
with alumni.
,
To instill the need to uphold ethics in every aspect.

.
To mould holistic individuals capable of contributing to the advancement of the society.
.
Vision
To promote a comprehensive, innovative and dynamic learning and research environment.
Mission
To encourage the students to develop reasoning ability, analytical skills and an

awareness of logic and also to inculcate research culture in them.
To provide an exemplary Mathematics program to prepare students not only for

competence in their academics/professions but also for life long learning.
Program Outcomes
1. Engineering knowledge: Apply the knowledge of mathematics, science, engineering

fundamentals, and an engineering specialization to the solution of complex engineering problems.
2. Problem analysis: Identify, formulate, review research literature, and analyze complex
engineering problems reaching substantiated conclusions using first principles of mathematics,
natural sciences, and engineering sciences.
3. Design/development of solutions: Design solutions for complex engineering problems and design
system components or processes that meet the specified needs with appropriate consideration for the
public health and safety, and the cultural, societal, and environmental considerations.
4. Conduct investigations of complex problems: Use research-based knowledge and research
methods including design of experiments, analysis and interpretation of data, and synthesis of the
information to provide valid conclusions.
5. Modern tool usage: Create, select, and apply appropriate techniques, resources, and modern
engineering and IT tools including prediction and modeling to complex engineering activities with
an understanding of the limitations.
6. The engineer and society: Apply reasoning informed by the contextual knowledge to assess
societal, health, safety, legal and cultural issues and the consequent responsibilities relevant to the
professional engineering practice.
7. Environment and sustainability: Understand the impact of the professional engineering
solutions in societal and environmental contexts, and demonstrate the knowledge of, and need for
sustainable development.
8. Ethics: Apply ethical principles and commit to professional ethics and responsibilities and norms
of the engineering practice.
9. Individual and team work: Function effectively as an individual, and as a member or leader in
diverse teams, and in multidisciplinary settings.
10. Communication: Communicate effectively on complex engineering activities with the
engineering community and with society at large, such as, being able to comprehend and write
effective reports and design documentation, make effective presentations, and give and receive clear
instructions.
11. Project management and finance: Demonstrate knowledge and understanding of the
rk, as a member and leader
in a team, to manage projects and in multidisciplinary environments.
12. Life-long learning: Recognize the need for, and have the preparation and ability to engage in
independent and life-long learning in the broadest context of technological change.
Course Overview
Subject: TRANSFORM CALCULUS, FOURIER SERIES AND NUMERICAL TECHNIQUES

Subject Code: 18MAT31
The overview of this course is to introduce students to the mostly used analytical and
numerical methods in the different engineering fields by making them to learnLaplace
transforms, Fourier series, Fourier transforms, Z-transforms, statistical and numerical
methods. Students have ability to use above said methods on solving algebraic and
transcendental equations and calculus of variations, arising in respective engineering fields.
SEE Question paper pattern:
The question paper will have ten full questions carrying equal marks.
Each full question consisting of 20 marks.
There will be two full questions (with a maximum of four sub questions) from each
module.
Each full question will have sub question covering all the topics under a module.
The students will have to answer five full questions, selecting one full question from
each module.
IA Question paper pattern:
The question paper will have four questions.
Each full Question consisting of 15 marks.
There will be 2 full questions (with a maximum of three sub questions) from each
module.
Each full question will have sub questions covering all the topics under a module.
The students will have to answer any 2 full questions, selecting one full question from
each module.
Course objective:
Use Laplace transforms to determine general or complete solutions to linear
ODE.
Know the use of periodic signals and Fourier series to analyze circuits and
system communications.
Explain the general linear system theory for continuous-time signals and digital
signal processing using the Fourier Transform and z-transform.
Employ appropriate numerical methods to solve algebraic and transcendental
equations.
Determine the extremals of functional and solve the simple problems of the
calculus of variations.
Department of MATHEMATICS

Course Outcomes
DESCRIPTION OF THE OUTCOMES
18MAT31.1 Solving differential/ integral equation arising in network analysis, control systems and other fields of
engineering by Laplace transform and inverse Laplace transform
18MAT31.2 Employ Fourier series to study the behaviour of periodic functions and their applications in system
communications, digital signal processing and field theory.
18MAT31.3 Analyze the concept of Fourier transform and Z-transform to illustrate discrete/continuous function arising
in wave and heat propagation, signals and systems.
18MAT31.4 To solve the first and second order ordinary differential equations arising in engineering problems make
use of single step and multistep numerical methods.
18MAT31.5 Examine the externals of functional using calculus of variations arising in dynamics of rigid bodies and
vibrational analysis problems
PO No
CO No
1 2 3 4 5 6 7 8 9 10 11 12
18MAT31.1 3 -
18MAT31.2 3 -
18MAT31.3 - 3
18MAT31.4 3 -
18MAT31.5 - 3
CO Average 3 3
Faculty Signature
Dr. A H Srinivasa Nataraj K
Ajay Kumar Indumathi R S Seema S
Sindhushree M V Ajay C K Purushothama S Vinayak Bhandari
Institute Level
Criteria 8 Main Coordinator Principal

NBA Convener
Department of MATHEMATICS
Syllabus

Module-1
Laplace Transform
Laplace Transform: Definition and Laplace transforms of elementary functions (statements only).
Laplace transforms of Periodic functions (statement only) and unit-step function problems.
Inverse Laplace Transform:
Definition and problems, Convolution theorem to find the inverse Laplace transforms (without
Proof) and problems. Solution of linear differential equations using Laplace transforms.
Module-2
Fourier Series
Fourier Series: functions period
Module-3
Fourier Transforms
Fourier Transforms: Infinite Fourier transforms, Fourier sine and cosine transforms. Inverse
Fourier transforms. Problems.
Difference Equations and Z-Transforms:

Difference equations, basic definition, z-transform-definition, Standard z-transforms, Damping and
shifting rules, initial value and final value theorems (without proof) and problems, Inverse z-
transform and applications to solve difference equations.
Module-4
-
-Kutta method of fourth order, -Bash forth predictor and
corrector method (No derivations of formulae)-Problems.
Module-5
Runge-
Calculus of Variations:
equation, Geodesics, hanging chain, problems.
Syllabus
Subject: Transform Calculus, Fourier series and Numerical Techniques

Module-1
Laplace Transforms
Laplace Transform: Definition and Laplace transforms of elementary functions

(statements only). Laplace transforms of Periodic functions (statement only) and
unit-step function problems
Inverse Laplace Transform: Definition & problems, Convolution theorem to

find the inverse Laplace Transforms (without Proof) and Problems.
Index
SL. No. Contents Page No.
1 Laplace Transform 2-16
2 Inverse Laplace Transform: 17-26
3 Solution of linear differential equations using Laplace 27-28

Transforms.
Maharaja Institute of Technology Mysore Department of Mathematics
Laplace Transform
Introduction:
The main objective of this module is to learn new methods to solve differential equations, in
particular initial value problems. Essentially this is a technique which converts differential
equations to algebraic equations which are easier to solve and then interpret this solution as
the solution of the original differential equation.
Definition:
Laplace transform of a real function f(t) is defined as
The resulting integral is a function of the variable s. To emphasize this very often we use the
notation Since st occur as an exponent in the definition of the Laplace
transform and t stands for time, we say that s is frequency. This is because physical quantities in
exponent should have to be dimensionless. In general when a function is multiplied by a standard
function and the product integrated over certain limits, one gets what is known as integral
transforms. Laplace transform is an example of this when the standard function is exponential
function. Fourier transform is another example you will study in this course. Integral transforms,
in general, have nice properties which are exploited to solve differential equations.
Basic property of Laplace transforms

1. One of the most important properties of Laplace transform is that it is a linear
transformation which means for two functions F and G and constants a and b
Some Standard results
where n is positive integer
Subject Name Transform Calculus, Fourier series and Numerical Techniques Module No 1.
Module Name: Laplace Transforms Page |2
Problems
1. Find the laplace transform of
Soln:
Soln:
Soln:
Soln:
Soln:
Soln:
Soln:
Soln:
Soln:
10.Find the laplace transform of
Soln:
Properties of Laplace transform
1. Shifting property: If then .
2. If then .
3. If then .
Problems
Find the Laplace transform of the following functions
1.
Soln:
2.
Soln: :
3.
Soln: :
4.
Soln: =
5.
Soln:
6.
Soln:
7.
Soln: :
8.
Soln: : =
=log
9.
Soln: : =
= log
= log
10.
Soln: : =
=
=
=
Periodic function
A function F(t) is said to be a periodic function of period

Eg(i)
Theorem
Statement: If is a periodic function of period T then, is defined as
Problems
1. A periodic function of period is defined by
Where E & w are constants then show that
Soln:
Then prove that
Soln:
Module Name: Laplace Transforms P a g e | 10
Exercise
then find
2. Find the laplace ransform of given that
Unit step function (or) Heaviside functions
The unit step function or Heaviside function is defined as

.
In particular, when a=0,
Properties
1.
2. If then
Problems
I Find the Laplace transform of the following functions
1. U(t-1)
Soln: Let U(t-1)

Replace t by t+1
U(t)
U(t)}
2.
Soln: Let
Replace t by t+1
Note 1:If
then
Note 2:If
then
Express the function in terms of unit step function and hence find its
Laplace Transform
1. F(t) =
Soln. F(t)= t+(t2-t).

L{F(t)}= L{t}+ L{(t2 -t) .
Consider,
L{(t2 -t) .
Let, F(t-2) = t2 -t
F(t)= (t+2)2 - (t+2)
F(t)= t2 +4+4t-t-2
F(t)=t2 +3t+2
L{F(t)} =
We know that,
L{F(t-a) . = .L{F(t)}
Put a=2,
L{F(t-2). . = .L{F(t)}
L{F(t2-t). . = .
L{F(t)} = + .
2. Express F (t) =
Terms of Heaviside function and hence find L {F (t)}.
Soln.
F(t) = cos t + (cos 2t cos t).
L{F(t)} = L{cos t} + L {(cos 2t cos t) .
L{F(t)} = + L {(cos 2t cos t) .
Consider,
Let,
= cos 2t cos t
F(t) = cos 2(t ) - cos (t )
F(t) = cos (2t 2 ) - cos ( )
F(t) = cos 2t + cos
L{(t)} = +
We know that,
L{F(t-a) . = .L{F(t)}
Put a= ,
L{F(t ). = . L{F(t)}
Consider,
Let,
= cos 3t cos 2t
F(t) = cos 3(t 2 ) cos 2 (t )
F(t) = cos (6 +2t) - cos ( +2 )
F(t) = cos 3t - cos
L{(t)} = +
We know that,
L{F(t-a) . = .L{F(s)}
Put a= ,
L{F(t ). = . L{F(t)}
L{F(t)} = +
Inverse Laplace Transform
If L{F(t)} =f(s) then F(t) is called the inverse Laplace transform of f(s) and is
denoted by
Basic properties
1.
2.
Some Standard results
where n
is positive integer
Problems
Find the inverse Laplace transform of the following functions
1.
2.
3.
Inverse Laplace transform of
then,
then
Problems
1.
=
=
2.
=
=
3.
=
=
4.
=
=
=
5.
=
=
=
6.
=
=
=
7.
=
=
=
8.
=
=
=
Inverse Laplace transform of logarithmic functions
1.
Soln: Let =
2.
Soln: Let =
3.
Soln: Let =
Inverse Laplace transform of
then,
then,
1.
2.
3.
4.
Convolution
The convolution of 2 functions F(t) & G(t) usually denoted by

F(t).G(t). and as defined in the form of an integral as follows.
F(t).G(t) =
Convolutions theorem
If L-1[f(s).g(s)] = F(t) and L-1[g(s)] = G(t) then,
L-1[f(s).g(s)] =
Problems:
Using convolution theorem obtains the inverse Laplace transform of

the following functions.
1.
Soln: Let f(s) = , g(s) =
L-1[f(s)] = 1 = F(t) , L-1[g(s)] = = G(t)
WKT,
L-1[f(s).g(s)] =
L-1 =
= [1- cos at]
2.
Soln: Let f(s) = , g(s) =
L-1[f(s)] = = F(t) , L-1[g(s)] = = G(t)
WKT,
L-1[f(s).g(s)] =
L-1 =
Laplace transform of derivative
Note (i)
(ii)
(Iii)
Problems
1. Solve by using Laplace transform method given that
Soln: Given
2. Solve by using Laplace transform method
given that
Soln: Given
Syllabus

Module-2
Fourier Series
With
range Fourier Series, practical Harmonic analysis. Illustrative examples from engineering field.
Index
1 Introduction 2-3
Fourier Series of periodic functions

2 4-11
-
3 HALF-RANGE FOURIER SERIES 11-15
HARMONIC ANALYSIS
4 15-18
FOURIER SERIES
DEFINITIONS :
A function is said to be even, if . The graph of the even function is always

symmetrical about the y-axis.
A function is said to be odd, if . The graph of the odd function is always

symmetrical about the origin.
For example, the function x in [-1,1] is even as x x and the function

in is odd as . The graphs of these functions are shown below:
Graph of x Graph of
Note that the graph of x is symmetrical about the y-axis

and the graph of is symmetrical about the origin.
1. If is even and is odd, then is odd
2. If and are both even (or both odd) then is even.
For example,
1. is even, since both and are even functions
2. is even, since and are odd functions
3. is odd, since is even and is odd.
3. If is even, then .
Subject Name : Transform Calculus, Fourier Series And Numerical Techniques Module No 2.
Module Name: Fourier Series Page |2

4. If is odd, then .
5. If then .
6. If then .
FORMULA FOR FOURIER SERIES
Consider a real-valued function which obeys the following conditions called conditions :
1. is defined in an interval and so that is a periodic function of

period .
2. is continuous or has only a finite number of discontinuities in the interval .
3. has no or only a finite number of maxima or minima in the interval
Also, let , (1)
, (2)
, (3)
Then, the infinite series
= (4)
is called the Fourier series of in the interval .

Also, the real numbers are called the Fourier
Coefficients of . The formulae (1), (2) and (3) are called formulae.
It can be proved that the sum of the series (4) is if is continuous at .

Thus we have
(5)
Suppose is discontinuous at , then the sum of the series (4) would be
Where and are the values of immediately to the right and to the left of respectively.
Some useful results:
zed rule of integration by parts is useful in

evaluating the Fourier coefficients.
Here and
and so on.

2. The following integrals are also useful:

i) , ii) .
.
4. .
5. for .
6. for .
7. , for .
8. , for .
Examples
1. Obtain the Fourier expansion of
Solution: Clearly .
And, .
since is odd function
= Since is odd function
.
Since is odd function
Therefore
.

This is the required Fourier expansion of the given function.
2. Obtain the Fourier expansion of in the interval .

And deduce that .
Solution: Clearly .
And,
. .
Thus, .
For , the series reduces to

3. Obtain the Fourier expansion of over the interval .
And deduce that

Solution: The function is even and is odd.
Let
Then,
. ( )
Thus,
i.e.
For the series reduces to
Hence,

And deduce that
Solution: The function is even,
And,
.( )
Thus,

. Hence,
5. Obtain the Fourier expansion of .
Deduce that
Solution: Since , .
Let
Then,
. ( )
Thus,
.
. Hence,
Deduce that
Solution: Let .
Then,
(
)
Thus,


.
. Hence,

Solution: Let
Then,
, for .
When
, for .
When
Hence,
8. Expand , in a Fourier series, hence evaluate
Solution: Given that

Let
Then,

Therefore,
When ,
Or, , .
9. If , prove that ,
Hence show that .
Solution: Let
Then,
, for .
When
, for .
When .
Therefore,

When , the series reduces to .
Or, , .
10. Find the Fourier series for the function .
Solution: Clearly function is odd, and hence .

Let .
Then,
etc
Hence .
11. Obtain the Fourier series for the function .

And deduce that . -7
Ans: Since
And hence , where
.
.
Put ,
.
12. Obtain the Fourier series of over the interval
Solution: Since the function is even, . And the period is .

Let
i.e. .
Then, .
Module Name: Fourier Series P a g e | 10

Thus,
Deduce that
Solution: Since , is even, . And the period is .
Let
Then, .
Thus,
Put , we get
Hence

Hence deduce that
Solution: Since , .
.
Therefore .
Put , we get
HALF-RANGE FOURIER SERIES

The Fourier expansion of the periodic function of period may contain both sine and cosine terms. Many
a time it is required to obtain the Fourier expansion of in the interval which is regarded as half interval.
The definition can be extended to the other half in such a manner that the function becomes even or odd. This
will result in cosine series or sine series only.
Sine series:

Suppose is given in the interval . Then we define in . Hence

becomes an odd function in .
The Fourier half range sine series is
Where
Cosine series: Let us define
Then the Fourier half range cosine series of is given by
Where, .
Examples:
1. Expand as half-range sine series over the interval .
Solution: We have,
Where
And hence, .
2. Obtain the cosine series of over
Solution:
Where,
Thus, the half range Fourier cosine series is

3. Obtain the half-range cosine series of in .
Solution:
Where,
Thus, the half range Fourier cosine series is
4. Obtain the Fourier expansion of as a cosine series in .

Hence show that .
Solution: Let
Then,
, for .
When
Hence,

Put we get,
.
5. Expand , as the Fourier series of sine terms.
Solution: We have,
Where
And hence, .
6. Obtain the Fourier cosine series for in the range .

Ans: Clearly
.
Exercices:
Obtain the Fourier series of the following functions over the specified intervals:
1. .
2. x
3. .
4. . 5. .
Obtain the half-range sine series of the following functions over the specified intervals:
1. 2. 3.

Obtain the half-range cosine series of the following functions over the specified intervals:
1. . 2. . 3. .
HARMONIC ANALYSIS
The Fourier series of a known function in a given interval may be found by finding the Fourier coefficients.
The method described cannot be employed when is not known explicitly, but defined through the values of
Harmonic analysis is the process of finding the Fourier coefficients numerically.

To derive the relevant formulae for Fourier coefficients in Harmonic analysis, we employ the following result:
The mean value of a continuous function over the interval denoted by is defined as
.
Thus,
Then
The term is called the first harmonic or fundamental harmonic,

the term is called the second harmonic and so on. The amplitude of the first harmonic is
and that of second harmonic is and so on.
Examples
1. Express as Fourier series upto second harmonics for the given table.
Solution: Note that the values of are spread over the interval and .
Hence the function is periodic and so we omit the last value . And .

2. Express as a Fourier series upto the third harmonic given the following values:
0 1 2 3 4 5
4 8 15 7 6 2
Solution: The values of at are given and hence the interval of should be . The
length of the interval , so that
The Fourier series up to the third harmonic is
Where
Or
3. Find the constant term and first harmonic terms of the Fourier series of from the following table
0 1 2 3 4 5
9 18 24 28 26 20

Soln:
Since let .
-
3. The following table gives the variations of a periodic current over a period :
t(secs) 0 T/6 T/3 T/2 2T/3 5T/6 T
A (amp) 1.98 1.30 1.05 1.30 -0.88 -0.25 1.98
Show that there is a constant part of 0.75amp. in the current and obtain the amplitude of the first harmonic.
Solution: Note that the values of A at and are the same. Hence is a periodic function of period
T. The Fourier series up to the first harmonic is
Where
Or
The expression shows that A has a constant part 0.75 in it.
And the amplitude of the first harmonic is .
Exercise:

1. The displacement of a part of a mechanism is tabulated with corresponding angular movement of the
crank. Express as a Fourier series upto the first harmonic.
0 30 60 90 120 150 180 210 240 270 300 330

1.80 1.10 0.30 0.16 1.50 1.30 2.16 1.25 1.30 1.52 1.76 2.00
2. Obtain the Fourier series of up to the second harmonic using the following table:
45 90 135 180 225 270 315 360

4.0 3.8 2.4 2.0 -1.5 0 2.8 3.4
3. Obtain the constant term and the coefficients of the first sine and cosine terms in the Fourier expansion of
as given in the following table:
0 1 2 3 4 5
9 18 24 28 26 20
0
4. The turning moment T is given for a series of values of the crank angle .
0 0 30 60 90 120 150 180

T 0 5224 8097 7850 5499 2626 0
Obtain the first four terms in a series of to represent T and calculate T at = 750 .

Syllabus

Fourier Transform:
Infinite Fourier transforms, Fourier sine and cosine transforms. Inverse Fourier
transforms. Problems.
Z-transforms:
Difference equations and Z-transforms: Difference equations, basic definition,
z-transform-definition, standard z-transforms, damping and shifting rules, initial
value and final value theorems (without proof) and problems. Inverse z-
transform-problems and applications to solve difference equations.
Index
1 Definition Fourier Transform & Problems 2-11
2 Introduction & Z-transforms of some standard functions 11-13
3 Z-transforms Problems 13-16
4 Inverse Z-transforms Problems 17-25

Introduction:
and Integral equations.
Problems on Fourier Transform

Definition:
The infinite Fourier transform of a real valued function is defined by
The inverse Fourier transform is
Properties of Fourier transform:

Change of Scale Property:
If
Shifting property:
If
Change of Scale Property:
If
If
Note:
Problems:
1. Find the complex Fourier transform of the function
Hence evaluate
Solution:
The complex Fourier transform of is given by
Module Name: Fourier Transforms & Difference Equations and Z-Transforms Page |2
To evaluate
Inverse Fourier transform is
Put
(since is an even function)
Taking a=1,
Changing .
2. Find the complex Fourier transform of the function

Where is a positive constant.
Solution : The complex Fourier transform of is given by
3. Given Find the Fourier transform of and hence
find the value of .
Solution :
4. Find the Fourier transform of

Solution: The complex Fourier transform of is given by
Given
5. Find the Fourier transform of and hence deduce
that
Solution : The complex Fourier transform of is given by
We get,

7. Find the complex Fourier transform of
Put
We have
we get
The Fourier transform of is constant times . They are same but for the change in the
variable. The Fourier transform of is self reciprocal under complex Fourier transform.
8. Find the Fourier sine and cosine transform of
Solution: The Fourier sine and cosine transform are given by
The Fourier sine transform is given by
But
The Fourier cosine transform is given by
But
9. Find the infinite Fourier sine transform of and hence evaluate
Solution: The infinite Fourier sine transform is
But
10. If Fourier Sine transform of is given by
Solution:
But
11. Find the Fourier sine transform of
Solution: The infinite Fourier sine transform is
Module Name: Fourier Transforms & Difference Equations and Z-Transforms P a g e | 10

But
Exercise
1. Find the Fourier transform of where a is constant.
2. Find the inverse transform of

3. Find the infinite Fourier Cosine transform of
5. Find the Fourier Cosine transform of
Z-Transform
Basic Definition
Standard Z-Transform
Damping rule, Shifting rule, Initial and final value theorems
Inverse Z-transforms
Applications of Z-transforms to solve difference equations.
Definition
If defined for all n = foe z < 0 then the Z-

transform of denoted by is defined by

Further (1) can be written in the equivalent form

This is called Inverse Z-transform.
Important properties of Z transform:
1. where k is a positive integer

2.
If then (i)
(ii)
Z-transforms of some standard functions:
1.
2.
3.
4.
5.
Problems:
1. Find the Z-transform of (i)
Solution:
(i)

2. Obtain the Z-transform of
.
Solution :


Solution:
4. Find the Z-transform of

Solution:


Solution:
Solution:
Let

But
7. Find the Z transform

Solution:
Inverse Z transforms
1. 2.
3. 4.
5. 6.
7. 8.

9. 10.
1. Find the inverse Z transform of
Solution: Let
Using partial fractions, we get
Taking inverse Z transform on both sides, we get
Solution: Let

Solution: Let
Solution: Let

5. Compute the inverse Z transform of
Solution: Let

To Solve Difference equations by using Z-transform

Working procedure
1. Take z-transforms on both sides of difference equation
2. Use known expression for z-transform for terms
3. Obtain as a function of z
4. The required solution
1. Solve using Z transforms

Solution : Taking Z transforms on both sides of the given difference equation, we get
)

2. Solve using Z transforms with
Solution: Taking Z transforms on both sides of the given difference equation, we get

3. Solve by using Z-transforms:

Solution: Taking Z transforms on both sides of the given difference equation, we
get

4. Solve using Z transforms .

Solution: Taking Z transforms on both sides of the given difference equation, we
get

5. Solve using Z transforms

Solution : Taking Z transforms on both sides of the given difference equation, we get

6. Solve using Z transforms .

7. Solve the differential equation

_Syllabus

.
Module-4
-
-
Adam-Bash forth predictor and corrector method (No derivations of formulae)-
Problems..
Index
1 02-08
2 08-13
3 Runge - Kutta method of order IV 13-19
4 - Corrector Method 20-27
5 Adams Bashforth Predictor - Corrector Method 27-34

Numerical Solution of Ordinary Differential

Equations of First order and First degree
Introduction
Many ordinary differential equations can be solved by analytical methods
discussed earlier giving closed form solutions i.e. expressing y in terms of a
finite number of elementary functions of x. However, a majority of differential
equations appearing in physical problems cannot be solved analytically. Thus it
becomes imperative to discuss their solution by numerical methods.
Numerical methods for Initial value problem:

Consider the first order and first degree differential equations with
the initial condition that is and called initial value
problem.
We discuss the following numerical methods for solving an initial value

problem.
1.
2.
3. Runge - Kutta method of order IV
4. - Corrector Method
5. Adams Bashforth Predictor - Corrector Method
Module Name: Page |2

Type -1
Consider the first order and first degree differential equations

condition .
in powers of is
Where
at the point
Worked Examples
1. x = 0.1, and x = 0.2 for
the initial value problem
Solution:
about a point is given by
Here, compare , then and
Differentiate w.r.t we get,

Substitute the values of in equation (*)
This is called Taylors series expansion up to fourth degree term.
Put x = 0.1. x = 0.2
2. x = 0.1, and x = 0.2 for
Solution:

Put x = 0.1 and x = 0.2
3. x = 0.1, and x = 0.2, for
Solution:

Put x = 0.1 and x = 0.2
4.

and hence find the value of y at x = 0.1
Solution:
Put x = 0.1
5.

and hence find the value of y at x = 0.1 and 0.2
Solution:
Substitute the values of in equation (1)
Put x = 0.1 and x = 0.2

Type - 2
Consider the initial value problem dy

f ( x, y ); y ( x0 ) y0
dx
Suppose we determine solution of this problem at a point xn x0 nh (where
h is step length) by using Euler's method
p
The solution is given by yn yn 1 hf ( xn 1 , yn 1 ), n 1,2,3,...
accuracy is poor in this formula this value
Example. 1 Using modified Euler's method find y(0.2) by solving the equation
dy
with h = 0.1 x y 2 ; y ( 0) 1
dx
Solution:- By data
x x0 0 x1 0.1 x2 0.2
y y0 1 y1 ? y2 ?
h 0.1 f ( x, y) x y2
This problem has to be worked in two stages for finding y(0.2)
y1
Stage 1:-
y1p y0 hf ( x0 , y 0 )
y1p y0 h x0 y 02
y1p 1 0.1 0 (1) 2
y1p 0.9

By mod
h
y1c1 y0 f x0 , y 0 f x1 , y1p
2
h 2
y1c1 y0 x0 y 02 x1 y1p
2
0 .1 2
y1c1 1 1 0.1 0 .9
2
2
y1c1 1 0.05 0 .9 0. 9 0.9145
The second Modified value of y1

h 2
y1c2 y0 x0 y02 x1 y1c1
2
2
y1c2 1 0.05 0.9 0.9145 0.9132
The Third Modified value of y1
h 2
y1c3 y0 x0 y 02 x1 y1c2
2
y1c3 1 0.05 0.9 0.9132 2
0.9133
y1 y (0.1) 0.9133
Stage 2:- Now, calculate y(0.2)
Module Name: P a g e | 10
2. Solve by Euler's modified method at x = 1.2 with h = 0.2 and carry

out 2 modifications
Solution:- By data
x x0 1 x1 1 .2
To calculate the y(1.2) = h 0 .2
y y0 2 y1 ?
The second Modified value of The Third Modified value of
dy
3. Solve the differential equation x y under the initial condition
dx
y(0) 1 by using modified. Euler's method at the point x =0.4 with h = 0.2.
x x0 0 x1 0.2 x2 0.4
Solution:-By data f ( x, y ) x y h 0 .2
y y0 1 y1 y2
This problem has to be worked in two stages.
Stage 1:- First to calculate the y(0.2) = y1
h
y1c3 y0 x0 y0 x1 y1c2
2
0.2
y1c3 1 1 0.2 1.2309 1.2309
2
y (0.2) 1.2309
h
y1c1 y0 f x0 , y0 f x1 , y1p
2
h
y1c1 y0 x0 y0 x1 y1p
2
0.2
y1c1 1 1 0.2 1.2 1.2295
2
h
y1c2 y0 x0 y0 x1 y1c1
2
0.2
y1c2 1 1 0.2 1.2295 1.2309
2
Stage 2:- First to calculate the y(0.4) = y2
y2p y1 hf ( x1 , y1 )
p
y 2 y1 h x1 y12
2
y2p 1.9804 0.1 0.1 1.9804
y2p 1.9412
0.1
y2c2 1.9804 (0.1)(1.9804) 2 (0.2)(1.9231) 2
2
h
y2c1 y0 f x0 , y0 f x1 , y1p y2c2 1.9238
2
h 0.1
y2c1 y1 x2 y22 x2 y2p
2
y2c3 1.9804 (0.1)(1.9804) 2 (0.2)(1.9238) 2
2 2
c1 0.1 y2c3 1.9238
y 2 1.9804 (0.1)(1.9804) 2 (0.2)(1.9412) 2
2 y (0.2) 1.9238
c1
y 2 1.9231
dy y
1 ; y (1) 2
dx x
dy
2 xy ; y (1) 1
dx
dy 1
2 y 2 ; y(0) 0
dx 1 x2
Type 3
Runge-Kutta IV order method
Fourth Order Runge Kutta method is most commonly used and
often referred to as Runge Kutta method only. This method is more
accurate than the earlier methods discussed so far.
Working rule:
dy
Consider the initial value problem f ( x, y ); y ( x0 ) y0
dx
We need to find y1 y0 k K can be calculated as follows
k1 hf ( x0 , y0 )
h k1
k2 hf x0 , y0
2 2
h k2
k3 hf x0 , y0
2 2
k4 hf x0 h, y 0 k 3
1
Finally compute k k1 2 k 2 k3 k4
6
Worked Examples
1. Use fourth order Runge Kutta method find y(1.1), given
dy
xy1 3 ; y(1) 1 (Take h 0.1)
dx
Solution:- By data,
f ( x, y) xy1 3 x x0 1 x1 1.1
h 0.1
y y0 1 y1 ?
Here y(1.1) y1 y0 k (*)
k can be calculated as follows
h k1
k1 hf ( x0 , y 0 ) k2 hf ( x0 , y0 )
2 2
k1 0.1 f (1,1)
0.1 0. 1
k1 0.1 (1)(1)1 3 k2 0.1 f 1 ,1
2 2
k1 0 .1 k2 0.1 f 1.05, 1.05
k2 0.1 (1.05)(1.05)1 3
k2 0.1067
k3 hf ( x0 h 2 , y0 k 2 2)
k3 0.1 f 1 0.1 2 ,1 0.1067 2
k3 0.1 f 1.05, 1.0534 k4 hf ( x0 h, y 0 k3 )
k3 0.1 (1.05)(1.0534)1 3 k4 0.1 f (1 0.1, 1 0.1068)
k3 0.1068
k4 0.1 (1.1)(1.1068)1 3
k4 0.1138
Equation (*) becomes
1
y1 y (1.1) y0 k1 2 k 2 k3 k4
6
1
y (1.1) 1 0.1 2(0.1067 0.1068) 0.1138
6
y (1.1) 1.1068
2. Use fourth order Runge Kutta method find y(0.2), given

dy
Solution:- By data, f ( x, y ) 3 x y x x0 0 x1 0 .2 3x y ; y ( 0) 1
h 0.2dx
y y0 1 y1 ?
Here y(0.2) y1 y0 k (*)

h k1
k2 hf ( x0 , y0 )
2 2
k1 hf ( x0 , y0 )
0 .1 0 .1
k1 0.2 f (0,1) k2 0. 2 f 0 ,1
2 2
k1 0.2 3(0) 1 k2 0.2 f 0.1, 1.1
k1 0.2 k2 0.2 3(0.1) (1.1)
k2 0.28
h k2
k3 hf ( x0 , y0 ) k4 hf ( x0 h, y 0 k3 )
2 2
0.2 0.28 k4 0.2 f (0 0.2, 1 0.288)
k3 0.2 f 0 ,1
2 2 k4 0.2 3(0.2) 1.288
k3 0.2 f 0.1, 1.14 k4 0.3776
k3 0.2 3(0.1) (1.14)
k3 0.288
Equation (*) becomes
1
y1 y (0.2) y0 k1 2 k2 k3 k4
6
1
y (0.2) 1 0.2 2(0.28 0.288) 0.3776
6
y (0.2) 1.2856
3. Use Runge Kutta method of fourth order solve
y2 x 2 dy y2
x 2 dx ; with y(0) 1 at x = 0.2 take h = 0.2
dy y2 x2 x x0 0 x1 0.2
Solution: - By data, f ( x, y) 2 2 h 0.2
dx y x y y0 1 y1 ?
Here y(0.2) y1 y0 k (*)

h k1 h k2
k2 hf ( x0 , y0 ) k3 hf ( x0 , y0 )
2 2 2 2
k1 hf ( x0 , y 0 )
0.2 0.2 0.2 0.1967
k1 0.2 f (0,1) k2 0.2 f 0 ,1 k3 0.2 f 0 ,1
2 2 2 2
2 2
1 0
k1 0. 2 k2 0.2 f 0.1, 1.1 k3 0.2 f 0.1, 1.0984
12 02
2 2
k1 0.2(1) 1.1 0.1 1.0984
2
0.1
2
k2 0.2 2 2 k3 0.2
k1 0. 2 1.1 0.1 1.0984
2
0.1
2
k2 0.1967 k3 0.1967
k4 hf ( x0 h, y 0 k3 ) Equation (*) becomes

k4 0.2 f (0 0.2, 1 0.1967) 1
y1 y (0.2) y0 k1 2 k 2 k3 k4
k4 0.2 0.2, 1.1967 6
1.1967
2
0.2
2 1
k4 0.2 y (0.2) 1 0.2 2(0.1967 0.1967) 0.1891
1.1967
2
0.2
2 6
y (0.2) 1.196
k4 0.1891
dy y
4. Employ fourth order Runge Kutta method to solve 3x ; with y (0) 1
dx 2
at x = 0.1 take h = 0.1
Solution: - By data, dy f ( x, y ) 3x
y x x0 0 x1 0.1
dx 2 h 0 .1
y y0 1 y1 ?
Here y(0.1) y1 y0 k (*)
h k1 h k2
k2 hf ( x0 , y0 ) k3 hf ( x0 , y0 )
k1 hf ( x0 , y0 ) 2 2
2 2
k1 0.1 f (0,1) 0.1 0.05 0.1 0.0663
k2 0.1 f 0 ,1 k3 0.1 f 0 ,1
1 2 2 2 2
k1 0.1 3(0)
2 k2 0.1 f 0.05, 1.025 k3 0.1 f 0.05, 1.0332
k1 0.1(0.5) 1.025 1.0332
k2 0.1 3(0.05) k3 0.1 3(0.05)
k1 0.05 2 2
k2 0.0663 k3 0.0667
k4 hf ( x0 h, y0 k3 ) Equation (*) becomes

k4 0.1 f (0 0.1, 1 0.0667) 1
y1 y (0.1) y0 k1 2 k 2 k3 k4
k4 0.1 0.1, 1.0667 6
1.0667 1
k4 0.1 3(0.1) y (0.1) 1 0.05 2(0.0663 0.0667) 0.0833
2 6
y (0.1) 1.0666
k4 0.0833
dy
5. Employ fourth order Runge Kutta method to solve 10 x2 y 2 ; with y (0) 1
dx
at x = 0.1.
Solution: - By data, dy x2 y2 x x0 0 x1 0.1

f ( x, y) h 0.1
dx 10 y y0 1 y1 ?
Here y(0.1) y1 y0 k (*)

h k2
k3 hf ( x0 , y0 )
h k1 2 2
k1 hf ( x0 , y0 ) k2 hf ( x0 , y0 )
2 2 0.1 0.0101
k1 0.1 f (0,1) k3 0.1 f 0 ,1
0.1 0.01 2 2
k2 0.1 f 0 ,1
(0) 2 12 2 2 k3 0.1 f 0.05, 1.0051
k1 0.1
10 k2 0.1 f 0.05, 1.005 2
(0.05) 2 1.0051
k1 0.1(0.1) 2 k3 0.1
(0.05) 2 1.005 10
k1 0.01 k2 0.1
10 k3 0.0101
k2 0.0101
k4 hf ( x0 h, y0 k3 ) Equation (*) becomes

k4 0.1 f (0 0.1, 1 0.0101) 1
k4 0.1 0.1, 1.0101 y1 y (0.1) y0 k1 2 k 2 k3 k4
6
0.1
2
1.0101
2
1
k4 0.1 y (0.1) 1 0.01 2(0.0101 0.0101) 0.0103
10 6
k4 0.0103
y (0.1) 1.0101
Type 4
Predictor - Corrector Method

In the predictor Corrector methods, Four prior values are required for finding
the value of y at x. These Four values may be given or extract using the initial
condition by Taylors series
A predictor formula is used to predict the value of y at x and then corrector

formula is applied to improve this value.
We describe two such methods namely
Method
2. Adams Bashforth Method
Corrector Method
Working rule:
Consider the initial value problem with a set of four points
equally spaced. To find y4 at

the point x4
where
To improve the accuracy again apply corrector formula by assuming
where
Worked Examples
given y(0) = 0, y(0.2) =
0.0200, y(0.4) = 0.0795, y(0.6) = 0.1762.
Solution:- Construct the table by using given values
To improve the accuracy of our results substitute the in corrector formula
corrector formula twice for the differential equation. Given

dy x 0 0.1 0.2 0.3
2e x y and
dx y 2 2.010 2.04 2.09
It is the required value of y at x = 0.4
dy x y
3. and
dx 2
x 0.1 0 0.1 0.2
y 0.90878 1 1.11145 1.25253
h
y 4c1 y2 f2 4 f3 f 4c
3
x4 y 4c
f 4c 0.77636
2
0 .1
y 4c1 1.11145 0.60572 4 0.72626 0.77636
3
y 4c1 1.25435
x 4.0 4.1 4.2 4.3 5xy 2 y2 0 and

y 1 1.0049 1.0097 1.0143

dy 2 y2
x y y f x, y
dx 5x
2 y0 2
x0 4 y0 1 f0 0.05
5 x0
2 y12
x1 4.1 y1 1.0049 f1 0.0485
5 x1
2 y2 2
x2 4.2 y2 1.0097 f2 0.0467
5 x2
2 y3 2
x3 4.3 y3 1.0143 f3 0.0452
5 x3
x4 4.4 y4 ? ?
4h
y 4p y0 2 f1 f 2 2 f 3
3
4(0.1)
y 4p 1 2(0.0485 ) 0.0467 2 0.0452
3
y 4p 1.01876
h
y 4c y2 f2 4 f3 f 4p
3
2
2 y 4p
f 4p 0.04373
5x4
0.1
y 4c 1.0097 0.0467 4 0.0456 0.04373
3
y 4c 1.00909
h
y 4c1 y2 f2 4 f3 f 4c
3
2
2 y 4c
f 4p 0.04462
5x4
0.1
y 4c1 1.0097 0.0467 4 0.0452 0.04462
3
y 4c1 1.01877
5.
y xy y 2 , y(0) 1, y(0.1) 1.1169,
y(0.2) 1.2773, y(0.3) 1.5049
Solution: - Construct the table by using given values
x y y f x, y xy y2
x0 0 y0 1 f0 x0 y 0 y02 1
x1 0.1 y1 1.1169 f1 x1 y1 y12 1.3592
x2 0.2 y2 1.2773 f 2 x2 y 2 y 22 1.887
x3 0.3 y3 1.5049 f 3 x3 y3 y32 2.7162
x4 0.4 y4 ? ?
4h
y 4p y0 2 f1 f 2 2 f 3
3
4(0.1)
y 4p 1 2(1.3592 ) 1.887 2 2.7162
3
y 4p 1.8352
h
y 4c y2 f2 4 f3 f 4p
3
f 4p x4 y4 y 4p 2
4.1020
0.1
y 4c 1.2773 1.887 4 2.7162 4.102 1.8391
3
To improve the accuracy of our results substitute the in corrector

formula
h
y 4c1 y2 f 2 4 f 3 f 4c f 4c x4 y 4 y 4c 2
4.1179
3
0 .1
y 4c1 1.2773 1.887 4 2.7162 4.1179
3
y 4c1 1.8396
II . Adams Bashforth Predictor Corrector Method
Working rule:
Consider the initial value problem with a set of four points
equally spaced. To find y4 at

the point x4
Adams-Bashforth Predictor formula

h
y4p y3 55 f 3 59 f 2 37 f1 9 f 0
24
Adams-Bashforth Corrector formula
h
y 4c y3 f1 5 f2 19 f 3 9 f 4p
24 dy
Where f 4p f ( x4 , y 4p )
dx
To improve the accuracy again apply corrector formula by assuming
y 4c1 y 4c
h
y4c y3 f1 5 f 2 19 f 3 9 f 4c
24
dy
Where f 4c f ( x 4 , y 4c )
dx
Example: 1
xy
Find y(0.4), by applying Adams-Bashforth method given that y and
2
x 0 0.1 0.2 0.3

y 1 1.0025 1.0101 1.0228

dy xy
x y f x, y
dx 2
x0 0 y0 1 f0 0
x1 0.1 y1 1.0025 f1 0.0501
x2 0.2 y2 1.0101 f2 0.1010
x3 0.3 y3 0.1762 f3 0.1534
x4 0.4 y4 ?
h
y 4p y3 55 f 3 59 f 2 37 f1 9 f 0
24
0. 1
y 4p 1.0228 55 (0.1534 ) 59 (0.1010 ) 37 (0.05012 )1 9(0)
24
y 4p 1.0408
h
y 4c y3 f1 5 f2 19 f 3 9 f 4p
24
x4 y 4p (0.4)(1.0408 )
f 4p 0.2081
2 2
0.1
y 4c 1.0228 0.0501 5(0.1010 ) 19 (0.1534 ) 9(0.2081 )
24
y 4c 1.0408
Example. 2 Given y x 2 (1 y), y(1) 1, y(1.1) 1.233, y(1.2) 1.548, y(1.3) 1.979
determine y(1.4) by Adams- Bashforth method

x y y f x, y x 2 (1 y )
x0 1 y0 1 f 0 x02 (1 y 0 ) 2
x1 1.1 y1 1.233 f1 x12 (1 y1 ) 2.702
x2 1.2 y2 1.548 f2 x22 (1 y2 ) 3.669
x3 1.3 y3 1.979 f3 x32 (1 y3 ) 5.035
x4 1.4 y4 ? ?
h
y 4p y3 55 f 3 59 f 2 37 f1 9 f 0
24
0.1
y 4p 1.979 55(5.035 ) 59 (3.669 ) 37 (2.702 ) 9(2)
24
y 4p 2.572
h
y 4c y3 f1 5 f 2 19 f 3 9 f 4p
24
f 4p x42 (1 y 4p ) (1.4) 2 (1 2.572 ) 7.001
0.1
y 4c 1.979 2.702 5(3.669 ) 19 (5.035 ) 9(7.001)
24
y 4c 2.575
To correct this solution again apply Adams-Bashforth Corrector formula,
Substitute y4c in y4c1

h
y 4c1 y3 f1 5 f 2 19 f 3 9 f 4c
24
f 4c x42 (1 y 4c ) (1.4) 2 (1 2.575 ) 7.007
0.1
y 4c1 1.979 2.702 5(3.669 ) 19 (5.035 ) 9(7.007 )
24
y 4c1 2.575
Example. 3 Given dy
2e x y, y(0) 2, y(0.1) 2.4725 , y(0.2) 3.1261 , y(0.3) 4.0524
dx
determine y(0.4) by Adams- Bashforth method.

x y y f x, y 2e x y )
x0 0 y0 1 f0 4
x1 0.1 y1 2.4725 f1 5.4652
x2 0.2 y2 3.1261 f2 7.6364
x3 0. 3 y3 4.0524 f3 10 .9406
x4 0.4 y4 ? ?
h
y 4p y3 55 f 3 59 f 2 37 f1 9 f 0
24
0.1
y 4p 4.0524 55 (10 .9406 ) 59 (7.6364 ) 37 (5.4652 ) 9(4)
24
y 4p 5.3749
h
y 4c y3 f1 5 f 2 19 f 3 9 f 4p
24
f 4p p x4
2 y4 e 2(5.3749 )e 0.4 16 .0366
0.1
y 4c 4.0524 5.4652 5(7.6364 ) 19 (10 .9406 ) 9(16 .0366 )
24
y 4c 5.3835

h
y 4c1 y3 f1 5 f 2 19 f 3 9 f 4c
24
f 4c 2 y 4c e x 4 2(5.33835 )e 0.4 16 .06248
0.1
y 4c1 4.0524 5.4652 5(7.6364 ) 19 (10 .9406 ) 9(16 .0624 )
24
y 4c1 5.3845
Example. 4
Solve the differential equation

dy
x y 2 , at x 0.8 given y(0) 0, y(0.2) 0.02 , y(0.4) 0.0795 , y(0.6) 0.1762
dx
Using Adams- Bashforth method
dy
x y f x, y x y2
dx
x0 0 y0 0 f0 0
x1 0.2 y1 0.02 f1 0.1996
x2 0.4 y2 0.0795 f2 0.3936
x3 0.6 y3 0.1762 f3 0.5689
x4 0.8 y4 ? ?
h
y 4p y3 55 f 3 59 f 2 37 f1 9 f 0
24
0. 2
y 4p 0.1762 55 (0.5689 ) 59 (0.3936 ) 37 (0.1996 ) 9(0)
24
y 4p 0.30495
h
y 4c y3 f1 5 f2 19 f 3 9 f 4p
24
2
f 4p x4 y 4p 0.8 (0.3049 ) 2 0.70701
0.2
y 4c 0.1762 0.1996 5(0.3936 ) 19 (0.56895 ) 9(0.70701 )
24
y 4c 0.30457
h
y 4c1 y3 f1 5 f2 19 f 3 9 f 4c
24
2
f 4c x4 y 4p 0.8 (0.30457 ) 2 0.70724
0.2
y 4c 0.1762 0.1996 5(0.3936 ) 19 (0.56895 ) 9(0.70724 )
24
y 4c 0.30459
Example. 5
Solve the differential equation
dy x2
, at x 1.0 given y(0) 1, y(0.25) 1.0026 ,
dx 1 y2
y(0.5)
Subject Name 1 .0206 , Calculus,
: Transform y(0.75) 1.Series
Fourier 0679And Numerical Techniques Module No 4.
dy x2
x y f x, y
dx 1 y2
x0 0 y0 1 f0 1
x1 0.25 y1 1.0026 f1 0.0312
x2 0.5 y2 1.0206 f2 0.1225
x3 0.75 y3 1.0679 f3 0.2628
x4 1.0 y4 ? ?

h
y 4p y3 55 f 3 59 f 2 37 f1 9 f 0
24
0.25
y 4p 1.0679 55 (0.2628 ) 59 (0.1225 ) 37 (0.0312 ) 9(0)
24
y 4p 1.1552
h
y 4c y3 f1 5 f2 19 f 3 9 f 4p
24
x42 12
f 4p 2 2
0.4284
1 y 4p 1 1.1552
0.25
y 4c 1.0679 0.0312 5(0.1224 ) 19 (0.2628 ) 9(0.4284 )
24
y 4c 1.154
h
y 4c1 y3 f1 5 f2 19 f 3 9 f 4c
24
x 42 12
f 4c 2 2
0.4289
1 y 4c 1 1.154
0.25
y 4c 1.0679 0.0312 5(0.1224 ) 19 (0.2628 ) 9(0.4289 )
24
y 4c 1.1541
Syllabus
Subject:- Transform Calculus, Fourier series and Numerical Techniques

Subject Code:- 18MAT31
MODULE - V
CALCULUS OF VARIATIONS
:- Runge-Kutta method of order
formulae).
Calculus of Variations:- Variation of function and f
equation, variational problems. Geodesics, hanging chain- problems
INDEX

1 Runge kutta method of fourth order - problems 2-7
2 8-13
3 Calculus of variations: 14
Variation of a function and functional
4 15-16
5 Variational problems 17-20
6 Geodesics, hanging chain- problems 21-24

MODULE - V
SECOND ORDER RUNGE KUTTA METHOD OF FOURTH ORDER
Consider the second order DE with the

initial conditions and
Put and differentiating w. r. t we have
Now equation (1) reduces to with and
Now we have two first order simultaneous differential equation
and
First we compute the following:-
The Runge kutta method of fourth order is as follows:
and
Subject Name:- Transform Calculus, Fourier series and Numerical Techniques Module No 5.
Module Name: Numerical Solution of second order ODE and Calculus of variation P ag e |2
PROBLEMS:-
1. Using Runge Kutta method of fourth order, solve for

correct to four decimal places given when by
taking and hence find and
Solution:- Given:
Now equation (1) reduces to
Also
Compute the following:-

correct to four decimal places given and by
taking and hence find and
Solution:- Given:
Also
3. Using Runge Kutta method of fourth order, solve

for correct to four decimal places given and
by taking and hence find and
Solution:- Given:
Also

correct to four decimal places given and by
taking and hence find
(Answer: )
Consider the second order DE with the

initial conditions and
Now equation (1) reduces to with the initial

conditions and
Construct the following table:
Now compute,
PROBLEMS:-
1. given that
and the following table of initial values:-
0 0.2 0.4 0.6
0 0.02 0.0795 0.1762
0 0.1996 0.3937 0.5689
Apply corrector formula twice and hence find
Solution:- Given:

The given equation becomes
Now construct the table using the given data
Now compute,
Applying the corrector formula again for we get
2. Obtain the solution of the equation

method using the data given below and hence compute . Apply
corrector formula twice.
1 1.1 1.2 1.3

2 2.2156 2.4649 2.7514
2 2.3178 2.6725 3.0657
Solution:- Given:
Dividing by 2 we get,

Module Name: Numerical Solution of second order ODE and Calculus of variation P a g e | 10
Now compute,
3. by
solving given the data:
Apply corrector formula twice.
Solution:- Given:

Now compute,
4. given that and

the following table of initial values:-
0 0.1 0.2 0.3

2 2.01 2.04 2.09
0 0.2 0.4 0.6
Answer:-
CALCULUS OF VARIATIONS
VARIATION OF A FUNCTION
Let us consider a function of

Suppose we give small increments to so that they become respectively
where is a small parameter independent of .
Now we have,
are treated as variables since x is fixed)

Neglecting the second and higher degree terms since is small parameter we
have,
Denoting the L.H.S of the equation by we have,
is called the variation of
FUNCTIONALS:-
Let be a set of functions of a single variable defined over an interval

. Then any function which assigns to each function in a unique real
value is called a Functional.
In other words, functional is a mapping from functions to real numbers.
EXAMPLES:-
(i)
(ii)
A necessary condition for the integral where

and to be an extremum is that
Proof:-
Let I be an extremum along some curve passing through the

points and
Also let be the neighbouring curve (where h
is small) joining these points so that we must have
When these curves coincide thus making I an extremum. That is to

say that
is an extremum
when
This requires , treating I to be a function of
Using Leibnitz rule for differentiation under the integral sign we have
Applying chain rule for the partial derivative in R.H.S we have,
But is an independent of and hence

Let us consider (i) and differentiate w. r. t
----(iii)
Also from (i) and from (iii)

Using the above results in (iii) we have,
Keeping the first term fixed in the R.H.S of above equation and
integrating the second term by parts we have,
But from (ii) and we have by combining the two

integrals into single one,
But we have already stated that must be zero when for I to be

an extremum. The integrand in the R.H.S must be zero.
Since is arbitrary we must have
for the extremum of the functional
VARIATIONAL PROBLEMS
WORKING PROCEDURE FOR SOLVING A VARIATIONAL PROBLEMS
1. Given solving a variational problem is to find the

function such that I is an extremum.
2. and adopt for the function
which results in an Ordinary Differential Equation in y.
3. We solve for y using a suitable method which results in the required y with
arbitrary constants.
PROBLEMS:-
1. Find the extremal of the functional
Solution:- Let
Now we have,
Integrating w. r. t we get,
where is a constant
and let
is the required solution.
Solution:- Let
Now we have,
where is a constant
and let is the required solution.
Solution:- Let
Now we have,
where
Solving we get,
Replace we get,
Again replace we get,
The complete solution is
4. Find the curve on which the functional with

can be determined.
Solution:- Let
Now we have,
Again integrating w. r. t we get,
Using the conditions

We obtain,
5. Find the extremal of the functional under the

conditions
Solution:-
Let
Now we have,
Using the conditions we get,
6. Solve the variational problem under the

conditions
Solution:- Let
Now we have,
where
Solving we get,
Using the conditions we get,
7. Show that the functional along the straight line
GEODESICS
Given two arbitrary points P and Q on a surface S, there exists
infinite number of curves on the surface having P and Q as their
extremities. Of these curves that curve whose length is the least is called
the Geodesic between the points P and Q on the given surface.
In other words, a Geodesic on a surface is a curve along which the
distance between any two points of the surface is a minimum.
STANDARD VARIATIONAL PROBLEMS:-
1. Prove that the short distance between the two points is along the straight
line joining them or Prove that the Geodesics on a plane are straight lines.
PROOF:- Let be a curve joining two points and

in the plane.
We know that the arc length between and is given by
We need to find the curve such that is minimum.
Let
Now we have,
Integrating twice w. r. t we get,

which is a Straight line.
Hence we conclude that the Geodesics on a plane are straight lines.
NOTE:- We can also show that this is the straight line joining the points
and
Using we have,
We also have
This is the equation of the line PQ
2. Find the geodesics on a surface given that the arc length on the surface is
Solution:- Let which is independent of
Now we have,
is the required geodesic

which is a parabola.
3. Prove that catenary is the curve which when rotated about a line generates
a surface of minimum area.
PROOF:-We have the expression for the total surface area is given by
where the curve is rotated about the .
Since is a constant we can take as well take

which is independent of . Therefore it is
Thus where . This is a catenary.
HANGING CABLE CHAIN) PROBLEM

A heavy cable hangs freely under gravity between two fixed points.
Show that the shape of the cable is a catenary.
PROOF:-
Let and be the two fixed points of the

hanging cable. Let us consider an elementary arc length of the cable.
Let be the density (mass/unit length) of the cable so that is the mass
of the element. If is the acceleration due to gravity then the potential
energy of the element is given by where is taken
as the line of reference.
Total potential energy of the cable is given by
But
Here
This is same as previous example.
We can obtain
Thus which is a catenary and it can be proved that this

corresponds to the minimum value of .

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Maharaja Education Trust (R), Mysuru

Maharaja Institute of Technology Mysore

Approved by AICTE, New Delhi,

To advance extensive research in science, engineering and management disciplines.

To instill the need to uphold ethics in every aspect.

To mould holistic individuals capable of contributing to the advancement of the society.

To promote a comprehensive, innovative and dynamic learning and research environment.

To encourage the students to develop reasoning ability, analytical skills and an

To provide an exemplary Mathematics program to prepare students not only for

1. Engineering knowledge: Apply the knowledge of mathematics, science, engineering

Subject: TRANSFORM CALCULUS, FOURIER SERIES AND NUMERICAL TECHNIQUES

Subject: TRANSFORM CALCULUS, FOURIER SERIES AND NUMERICAL TECHNIQUES

Criteria 8 Main Coordinator Principal

Subject: TRANSFORM CALCULUS, FOURIER SERIES AND NUMERICAL TECHNIQUES

Difference Equations and Z-Transforms:

Subject: Transform Calculus, Fourier series and Numerical Techniques

Laplace Transform: Definition and Laplace transforms of elementary functions

Inverse Laplace Transform: Definition & problems, Convolution theorem to

SL. No. Contents Page No.

1 Laplace Transform 2-16

2 Inverse Laplace Transform: 17-26

3 Solution of linear differential equations using Laplace 27-28

Basic property of Laplace transforms

Some Standard results

where n is positive integer

1. Find the laplace transform of

2. Find the laplace transform of

3. Find the laplace transform of

4. Find the laplace transform of

5. Find the laplace transform of

6. Find the laplace transform of

7. Find the laplace transform of

8. Find the laplace transform of

9. Find the laplace transform of

10.Find the laplace transform of

Properties of Laplace transform

1. Shifting property: If then .

Find the Laplace transform of the following functions

A function F(t) is said to be a periodic function of period

Statement: If is a periodic function of period T then, is defined as

1. A periodic function of period is defined by

Where E & w are constants then show that

2. A periodic function of period is defined by

Then prove that

2. Find the laplace ransform of given that

Unit step function (or) Heaviside functions

The unit step function or Heaviside function is defined as

In particular, when a=0,

I Find the Laplace transform of the following functions

Soln: Let U(t-1)

Soln. F(t)= t+(t2-t).

Terms of Heaviside function and hence find L {F (t)}.

F(t) = cos t + (cos 2t cos t).

L{F(t)} = L{cos t} + L {(cos 2t cos t) .

L{F(t)} = + L {(cos 2t cos t) .

F(t) = cos 2(t ) - cos (t )

F(t) = cos (2t 2 ) - cos ( )

F(t) = cos 2t + cos

F(t) = cos 3(t 2 ) cos 2 (t )

F(t) = cos (6 +2t) - cos ( +2 )

F(t) = cos 3t - cos

Inverse Laplace Transform

Some Standard results