MA6351 NOTES ON TRANSFORMS AND PARTIAL DIFFERENTIAL EQUATIONS

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MA6351-TRANSFORMS AND PARTIAL

DIFFERENTIAL EQUATIONS
SUBJECT NOTES
Department of Mathematics
FATIMA MICHAEL
COLLEGE OF ENGINEERING &
TECHNOLOGY
MADURAI 625 020, Tamilnadu, India
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Basic Formulae
DIFFERENTIATION &INTEGRATION FORMULAE

0
Function
Differentiation
f ( x)
dy
dx
xn
nx n
log x
1
x
sin x
cos x
cos x
e ax
a ex
C (constant)
tan x
sec2 x
sec x
sec x tan x
cot x
cos ec 2 x
10
cos ecx
cos ecx cot x
11
sin x
1
2 x
12
sin 1 x
1
1 x2
13
cos 1 x
1
1 x2
14
15
tan 1 x
sec 1 x
1
1 x2
1
x x2 1
16
cos ec 1 x
1
x x2 1
cot 1 x
1
1 x2
18
ax
a x log a
Page
17
Department of Mathematics FMCET MADURAI
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dy
dx
du
dv
u
dx
dx
20. If y
u
dy
, then
v
dx
uv , then
du
dv
u
dx
dx
v2
Page
19. If y
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n 1
1. x n dx
x
n 1
2. e x dx
ex ,
3. sin xdx
e ax
a
e ax dx
& e
cos x & sin axdx
4. cos xdx sin x &
cos axdx
5. tan xdx
log sec x
log cos x
6. sec 2 xdx
tan x
7.
dx
dx
x a2
x
1
tan 1
a
a
8.
dx
dx
x a2
x a
1
log
x a
2a
10.
11.
dx
a2
x2
dx sin
dx
a2
x2
dx
x2 a2
dx
cos ax
a
sin ax
a
x
a
dx sinh
dx
cosh
x
a
x
a
12.
a2
x 2 dx
x 2
a
2
x2
a2
x
sin 1
2
a
13.
a2
x 2 dx
x 2
a
2
x2
a2
x
sinh 1
2
a
14.
x 2 a 2 dx
x 2
x a2
2
a2
x
cosh 1
2
a
15.
dx
x
16.
2 xdx
x2 a2
e ax
a
log x 2
log x
a2
Page
9.
ax
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17. log xdx
x log x x
a x
3
18. a x dx
a x
3
19. a x dx
1
dx 2 x
x
20.
eax cos bxdx
21.
eax
a cos bx b sin bx
a 2 b2
eax
a sin bx b cos bx
a 2 b2
ax
22. e sin bxdx
uv uv1 uv2 uv3........
23. udv
a
24.
f ( x)dx
a
2 f ( x)dx when f(x) is even

0
25.
f ( x)dx 0 when f(x) is odd

a
26.
ax
cos bxdx
27.
ax
sin bxdx
a
a
b2
b
b2
TRIGNOMETRY FORMULA
1. sin 2 A
2sin A cos A
2.cos 2 A cos 2 A sin 2 A

1 2sin 2 A
Page
2 cos 2 A 1
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3. cos 2 x
1 cos 2 x
1 cos 2 x
& sin 2 x
2
2
4. sin( A B) sin A cos B cos A sin B

sin( A B ) sin A cos B cos A sin B
cos( A B ) cos A cos B sin A sin B
cos( A B ) cos A cos B sin A sin B
5.sin A cos B
1
sin( A B ) sin( A B)
2
cos A sin B
1
sin( A B ) sin( A B)
2
cos A cos B
1
cos( A B ) cos( A B )
2
sin A sin B
1
cos( A B) cos( A B)
2
1
3sin A sin 3 A
4
1
cos3 A
3cos A cos 3 A
4
6. sin 3 A
A
A
cos
2
2
A
A
cos A cos 2
sin 2
2
2
A
A
1 2sin 2
1 cos A 2sin 2
2
2
7.sin A 2sin
Page
LOGRATHEMIC FORMULA
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log mn
log
log m log n
m
n
log m log n
log m n
n log m
log a 1 0
log a 0
log a a 1
elog x
x
UNIT - 1
PARTIAL DIFFRENTIAL EQUATIONS

PARTIAL DIFFERENTIAL EQUTIONS
Notations
z
x
z
y
z
2
z
x y
y2
Formation PDE by Eliminating arbitrary functions

Suppose we are given f(u,v) = 0
Then it can be written as u = g(v) or v = g(u)
LAGRANGES LINEAR EQUATION
(Method of Multipliers)
General form
Pp + Qq = R
Subsidiary Equation
dz
R
dy
Q
Page
dx
P
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dx
P
dy
Q
dz
R
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x my nz
P mQ nR
Where ( , m ,n) are the Lagrangian Multipliers
Choose , m, n such that P + mQ + nR = 0

Then dx + m dy + n dz = 0
On Integration we get a solution u = a
Similarly, We can find another solution v = a for another multiplier
The solution is (u, v) = 0
TYPE 2 (Clairuts form)
General form
Z = px + qy + f(p,q)
(1)
Complete integral
Put p = a & q = b in (1), We get (2) Which is the Complete integral
Singular Integral
Diff (2) Partially w.r.t a We get (3)
Diff (2) Partially w.r.t b We get (4)
Using (3) & (4) Find a & b and sub in (2) we get Singular Integral
REDUCIBLE FORM
F(xm p ,ynq) = 0 (1) (or)
F( xmp, ynq, z)=0
F( zkp, zkq)=0
(1)
If m 1& n 1 then
X = x1-m & Y = y1-n
xm p = P(1-m) & yn q = Q(1-n)
If k
1 then Z = zk+1
Q
zk q
k 1
Using the above in (1) We get
F(P,Q) = 0 (or) F(P,Q,z) = 0
F(P,Q) = 0
Page
Using the above in (1)we get
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Using the above in (1) we get

F(P,Q) (or) F(P, Q, z) = 0
p
z
P &
q
z
Using the above in (1)

we get
F(P,Q) = 0
xp = P & yq = Q
If k =-1 then Z = log z
Page
If m=1 & n=1 then

X= logx & Y= logy
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STANDARD TYPES
TYPE 1
TYPE 3(a)
TYPE 3(b)
TYPE 3(c)
General form
F(z,p,q) = 0
(1)
Complete
Integral
General form
F(x,y,p,q) = 0
(1)
Complete
Integral
(1) Can be written
as,
f(x,p) =f(y,q) = a
Then, find p and q
sub in
dz = p dx + qD y
Integrating,
We get (2) which
is the
Complete integral
Singular Integral
Diff (2) partially
w.r.t cWe get,0
=1 (absurd
General form
F(p,q) = 0 (1)
General form
F(x,p,q) = 0 (1)
Complete
Integral
Put p = a and q =
b in (1)
Find b in terms
of a
Then sub b in
z = ax + by + c
we get (2)
which is the
Complete
Integral
Complete
Integral
General form
F(y,p,q) = 0
(1)
Complete
Integral
Put q = a in (1)
Then, find p and
sub in
dz = p dx + q dy
Integrating ,
We get (2)
which is the
Complete
integral
Put p = a in (1)
Then, find q and
sub in dz = p dx
+ q dy
Integrating ,
We get (2)
which is the
Complete
integral
Put q = ap in (1)
Then, find p and
sub in
dz = p dx + q dy
Integrating,
We get (2) which
is the
Complete
integral
Singular
Integral
Diff (2) partially
w.r.t cWe get,0
=1 (absurdThere
is no Singular
Integral
Singular
Integral
Diff (2) partially
w.r.t cWe get,0
=1 (absurdThere
is no Singular
Integral
Singular
Integral
Diff (2) partially
w.r.t cWe get,0
=1 (absurdThere
is no Singular
Integral
Singular
Integral
Diff (2) partially
w.r.t cWe get,0
=1 (absurdThere
is no Singular
Integral
General
Integral
Put c = (a) in
(2)We get
(3)Diff (3)
partially w.r.t
aWe get
(4)Eliminating a
from (3) and (4)
we get General
Integral
General
Integral
Put c = (a) in
(2)We get
(3)Diff (3)
partially w.r.t
aWe get
(4)Eliminating a
rom (3) and (4)
we get General
Integral
General
Integral
Put c = (a) in
(2)We get (3)
General
Integral
Put c = (a) in
(2)We get
(3)Diff (3)
partially w.r.t
aWe get
(4)Eliminating a
from (3) and (4)
we get General
Integral
Diff (3) partially

w.r.t aWe get (4)
There is no
Singular Integral
General Integral
Put c = (a) in
(2)We get (3)
Diff (3) partially
w.r.t aWe get
(4)Eliminating a
from (3) and (4)
we get General
Integral
Page
10
Eliminating a
from (3) and (4)
we get General
Integral
TYPE 4
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HOMOGENEOUS LINEAR EQUATION
General form
(aD3 bD2 D
cDD 2 dD ) z
f ( x, y)
(1)
To Find Complementary Function

Auxiliary Equation
Put D = m & D = 1 in (1)
Solving we get the roots m1 , m2 , m3
Case (1)
If the roots are distinct then
C.F. =
( y m1 x)
( y m2 x)
( y m3 x)
Case (2)
If the roots are same then
C.F. =
( y mx) x 2 ( y mx ) x 2 3 ( y mx )
Case (3)
If the two roots are same and one is distinct, then
( y mx) x 2 ( y mx)
( y m 3 x)
PI =
Function
F(x,y) = eax+by
1
F ( x, y )
F ( D, D1 )
Put D = a & D1 = b
F(x,y)= sin(ax+by)(or)
Cos (ax+by)
F(x,y) = x y
r
Put D2
(a2 ), DD
(ab) & D
PI= F ( D, D )
(b2 )
xr y s
Expand and operating D & D on xr ys

F(x,y) = eax+by f(x,y)
Put D = D+a & D = D +b
11
Page
C.F =
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Particular Integral
F(x,y)=ex+y cosh(x+y)
F(x ,y)=
1 2x
e
2
F(x,y)=ex+y sinh(x+y)
F(x, y) =
1 2x 2 y
e
e
2
e2 y
F(x,y)=sin x cos y
F ( x, y)
1
sin( x y ) sin( x y )
2
F(x,y)= cos x sin y
F ( x, y )
1
sin( x y ) sin( x y )
2
F(x,y)= cos x cos y
F ( x, y)
1
co s( x y) co s( x y)
2
F(x,y)= sin x sin y
F ( x, y )
1
cos( x y) cos( x
2
y)
Note:
D represents differentiation with respect to x
D represents differentiation with respect to y
Page
12
1
D represents integration with respect to x
1
D represents integration with respect to y
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PARTIAL DIFFRENTIAL EQUATIONS

1. Eliminate the arbitrary constants a & b from
z = (x2 + a)(y2 + b)
Answer:
z = (x2 + a)(y2 + b)
Diff partially w.r.to x & y here
z
&q
x
z
y
p = 2x(y2 + b) ; q = (x2 + a) 2y
(y2 + b) = p/2x
(x2 + a) = q/2y
z = (p/2x)(q/2y)
4xyz = pq
2. Form the PDE by eliminating the arbitrary function from
z = f(xy)
Answer:
z = f(xy)
Diff partially w.r.to x & y here
p = f ( xy ). y
p/q = y/x
z
&q
x
z
y
q = f ( xy).x
px qy = 0
3. Form the PDE by eliminating the constants a and b from z = axn + byn
Answer:
z = axn + byn
Diff. w .r. t. x and y here
z
&q
x
z
y
Page
13
p = naxn-1 ; q = nbyn-1
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p
nx n
a
z
;b
p n
x
nx n 1
nz px qy
q
ny n 1
q
yn
n 1
ny
4. Eliminate the arbitrary function f from z
xy
z
and form the PDE
Answer:
xy
z
Diff. w .r. t. and y here
z
&q
x
xy
z xp
.y
z
z2
xy
z yq
.x
z
z2
p
q
y z
.
x z
pxz
px
xp
yq
pqxy
qy
z
y
qyz
pqxy
5. Find the complete integral of p + q =pq

Answer:
Put p = a, q = b
a
1 a
a
a 1
The complete integral is z= ax+
a
a 1
14
b ab = -a
a+b=ab
y +c
Page
p + q =pq
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6. Find the solution of
Answer:
z = ax+by+c
given
put
q 1
----(1)
is the required solution
1 -----(2)
p=a, q = b in (2)
ax
(1
b 1
a )2 y
a )2
(1
7. Find the General solution of p tanx + q tany = tanz.

Answer:
dx
tan x
dy
tan y
cot x dx
take
cot y dy
cot x dx
log sin x
c1
dz
tan z
cot z dz
cot y dy
log sin y
cot y dy
log c1
log sin y
sin x
sin y
c2
sin x sin y
,
sin y sin z
cot zdz
log sin z
log c2
sin y
sin z
8. Eliminate the arbitrary function f from z
f x2
y 2 and form the PDE.
Answer:
f x2 y 2
x2
p
q
2x
2y
y 2 2x ; q
x2
y 2 ( 2 y)
py qx 0
9. Find the equation of the plane whose centre lie on the z-axis
Page
15
Answer:
General form of the sphere equation is
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x2
y2
z c
r2
(1)
Where r is a constant. From (1)

2x+2(z-c) p=0
(2)
2y +2(z-c) q = 0
(3)
From (2) and (3)
x
p
That is
y
q
py -qx =0
which is a required PDE.
10. Eliminate the arbitrary constants z
ax by
a 2 b2 and form the PDE.
Answer:
a 2 b2
z ax by
p
a; q
z
px
p2
qy
11. Find the singular integral of
q2
px
qy
pq
Answer:
The complete solution is
z
a
b
z
( y) x
xy
xy
xy
ax
;
z
b
y
( x) y
xy
by
0
( y.
ab
y
x)
xy
12. Find the general solution of px+qy=z

Answer:
dy
y
dz
z
16
dx
x
Page
The auxiliary equation is
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dx
x
From
dy
y
Integrating we get
x
y
on simplifying
c1 .
dy dz
y z
x y
,
y z
Therefore
log x = log y + log c
y
c2
z
is general solution.
13. Find the general solution of px2+qy2=z2

Answer:
The auxiliary equation is
From
Also
dx
x2
dy
y2
dy
y2
dz
z2
Therefore
14. Solve D2
1
y
dx
x2
dy
y2
dz
z2
1
y
Integrating we get
Integrating we get
1 1
,
x z
2DD
1
y
3D 2 z
1
z
1
y
1
x
c1
c2
is general solution.
Answer:
m 2 2m 3 0
m 3 m 1
The solution is z
f1 y x
1, m 3
f2 y 3x
17
Page
Auxiliary equation is
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15. Solve D2
3D 2 z
4DD
Answer:
ex
m 2 4m 3 0
m 3 m 1
m 1, m 3
The CF is
PI
1
4 DD
PI
2D 4D
xe x y
2
CF
2
3D
ex
ex
f1 y x
Put D
1, D
f2 y 3x
1 Denominator =0.
Z=CF + PI
f1 y x
16. Solve. D2
f2 y 3x
4D 2 z
3DD
xe x
2
Answer:
ex
m2 3m 4 0
m 4 m 1
C.F is = f1(y + 4x) + f2(y - x)
PI
1
3DD
17. Find P.I D2
4D
ex
1
ex
1 3 4
4D 2 z
4DD
e2 x
1 x
e
6
Answer:
PI
1
4 DD
2, D
4D
1
1
D 2D
e2 x
2x y
1
2 2
e2 x
2
e2 x y
16
18
D
Put D
Page
PI
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18. Find P.I D2
6D 2 z
DD
x2 y
Answer:
PI
1
D
D2 1
D
6D
D2
1
D
1
2
D
D
x2 y
x2 y
x3
3
1
x2 y
2
D
19. Find P.I
x4 y
12
x5
60
z
x y
sin x
Answer:
1
Put D 2
Sin x y
D DD
Sin x y
1
Sin x y
2
1 1
PI
1,
20. Solve D3
3DD
Answer:
2D 3 Z
DD
(1)( 1) 1
m3 3m 2 0
m 1 m2 m 2
m 1 m 2 m 1
m 1,1 m
The Solution is
CF
f1 y x
x2
a2
y2
b2
x f2 y x
f3 y 2x
FOR PRACTICE:
1. Eliminating arbitrary constants
x2
sin y
3. Find the complete the solution of p. d .e p 2
q 2 4 pq
4. Form p.d.e eliminating arbitrary function from
z2
xy ,
x
2
19
2. Solve
Page
z2
c2
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5. Find the singular soln of z
1. (i) Solve x2 y
px qy
z p y2 z x q
(ii) Solve x z 2
y 2 p y x2
z
x
2. (i) Solve mz ny
z y2
z
y
ly mx
y2
z 2 p 2 xyq
(ii) Solve y 2
z2
x2 p 2 xyq 2 zx 0
z p
z x q
x y
(ii) Solve y
z p
z x q
x y
5. Solve D2
3DD
2D 2
2y
sin(3x 2 y)
z
x y
cos x cos 2 y
7. Solve D2
DD
6D 2 z
y cos x
8. Solve D2
DD
30D 2 z
xy e6 x
9. Solve D2
6DD
5D 2 z
e x sinh y xy
10. Solve D2
4DD
4D 2 z
11. Solve D3
D2 D
DD 2 D 3 z
12. Solve (i) z
px qy
(ii) z
px qy
13. Solve z 2 1 p 2
e2 x
e2 x
cos( x y)
1 p2 q2
p 2q 2
20
e3 x
q2
Page
x2
2 xz
4. (i) Solve y
4x 2z q 2 y 3x
3. (i) Solve x2
6. Solve
z2 x y
z2 q
nx lz
(ii) Solve 3z 4 y p
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2
14. Solve z ( p x
15. Solve (i) z ( p 2

(ii) z 2 ( p 2
q ) 1
q2 )
q2 )
x2
x2
y2
y2
UNIT - 2
FOURIER SERIES
f ( x)
a0
2
(- ,
Odd (or) Half range

Fourier sine series
Neither even nor odd
21
Even (or) Half range

Fourier co sine series
Page
(0,2 )
an cos nx bn sin nx
n 1
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a0
f ( x)dx
a0
an
bn
a0
an
a0
f ( x) cos nxdx
an
f ( x) cos nxdx
f ( x)s innxdx
bn=0
bn
an
f ( x)s innxdx
a0
2
an cos
n 1
bn
bn
f ( x)s innxdx
( - , )
Even (or) Half range
Fourier cosine series
f ( x) cos nxdx
n x
n x
bn sin
(0,2 )
an
f ( x)
f ( x)dx
a0
f ( x)dx
f ( x)dx
a0
0
2
f ( x) cos
0
f ( x)s in
0
n x
dx
n x
dx
2
f ( x)dx
0
an
2
n x
f ( x) cos
dx
0
bn=0
Odd (or) Half range

Fourier sine series
a0
an
Neither even nor odd
a0
an
bn
2
n x
f ( x)s in
dx
0
bn
f ( x)dx
f ( x) cos
n x
dx
f ( x)s in
n x
dx
Even and odd function:

Even function:
f(-x)=f(x)
22
eg : cosx,x2 , , x , sin x , cos x are even functions

Page
Odd function:
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f(-x)=-f(x)
eg : sinx,x3 ,sinhx, tanx are odd functions
For deduction
In the interval (0,2 ) if x = 0 or x = 2 then
f(0) = f(2 ) =
f (0)
f (2 )
2
In the interval (0,2 ) if x = 0 or x = 2 then
f (2)
f (0)
f(0) = f(2 ) =
In the interval (- , ) if x = - or x = then

f(- ) = f( ) =
f(
) f( )
2
In the interval (- , ) if x = - or x = then

f(- ) = f( ) =
f ( ) f ()
2
HARMONIC ANALYSIS
f(x)=
a1
f(x)=
y cos x
n
, a2
y cos 2 x
n
b1
y sin x
n
, b2
y sin 2 x
n
a0
x
x
2 x
2 x
+ a1 cos
+b1 sin
+ a2 cos
+ b2 sin
( form)
2
23
Page
a0
a0
+ a1 cosx +b1sinx + a2cos2x + b2sin2x for form
2
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2
y cos
a1
y cos
a2
2 x
y sin
b1
x
,
b2
y sin
2
2 x
1. Define R.M.S value.

If let f(x) be a function defined in the interval (a, b), then the R.M.S value of
f(x) is defined by
b aa
f ( x) dx
2. State Parsevals Theorem.

Let f(x) be periodic function with period 2l defined in the interval (c, c+2l).
1
2l
c 2l
ao2
f ( x) dx
4
2
1
an2 bn2
2n1
Where ao , an & bn are Fourier constants
3. Define periodic function with example.

If a function f(x) satisfies the condition that f(x + T) = f(x), then we say f(x) is a periodic
function with the period T.
Example:i) Sinx, cosx are periodic function with period 2
ii) tanx is are periodic function with period
4. State Dirichlets condition.
(i) f(x) is single valued periodic and well defined except possibly at a
Finite number of points.
(ii) f (x) has at most a finite number of finite discontinuous and no infinite
Discontinuous.
24
(iii) f (x) has at most a finite number of maxima and minima.
5. State Eulers formula.
Page
a0
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Answer:
In (c, c 2l )
ao
2
f x
an cos nx bn sin nx
1
where ao
c 2l
f ( x )dx
c
c 2l
c 2l
an
f ( x ) cos nxdx
c
bn
f ( x ) sin nxdx
c
6. Write Fourier constant formula for f(x) in the interval (0, 2 )

Answer:
ao
f ( x)dx
0
an
f ( x) cos nxdx
0
bn
f ( x) sin nxdx
0
7. In the Fourier expansion of
1
f(x) =
2x
2x
x 0
in (- , ), find the value of bn
,0
Since f(-x)=f(x) then f(x) is an even function. Hence
bn = 0
8. If f(x) = x3 in < x < , find the constant term of its Fourier series.
Answer:
Given f(x) = x3
f(-x) = (- x)3= - x3 = - f(x)
Hence f(x) is an odd function
Page
25
The required constant term of the Fourier series = ao = 0
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9. What are the constant term a0 and the coefficient of cosnx in the Fourier
Expansion
f(x) = x x3 in < x <
Answer:
Given f(x) = x x3
f(-x) = -x - (- x)3= - [x - x3] = - f(x)
Hence f(x) is an odd function

The required constant term of the Fourier series = a 0 = 0
10. Find the value of a0 for f(x) = 1+x+x2 in ( 0 ,2
Answer:
ao
f ( x)dx
0
(1 x x )dx
4
2
x2
2
8
3
2 2
x3
3
0
2
8
3
11. (i)Find bn in the expansion of x2 as a Fourier series in (

(ii)Find bn in the expansion of xsinx a Fourier series in (
, )
, )
Answer:
(i) Given f(x) = x2
f(-x) = x2 = f(x)
Hence f(x) is an even function

In the Fourier series bn = 0
(ii) Given f(x) = xsinx
f(-x) = (-x)sin(-x) = xsinx = f(x)
Page
26
In the Fourier series bn = 0
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x
12. Obtain the sine series for f x
Given f x
x l/2
l x l/2
x l
x l/2
l x l/2
x l
Answer:
Given f x
x l/2
l x l/2
Fourier sine series is
x l
f x
bn sin
nx
l
nx
2
f ( x) sin dx
l 0
l
bn
2
l
2
l
l 2
nx
x sin dx
l
cos
lx
(l x) sin
l 2
nx
l
nx
dx
l
sin
(1)l 2
nx
l
l 2
cos
l (l x)
n2
nx
l
l 2 ( 1)
nx
l
n2
l 2
2
l
sin
l 2 cos n 2 l 2 sin n 2 l 2 cos nl 2 l 2 sin n 2

2 2
2 2
2n
n
2n
n
2 2l 2 sin n 2
2 2
l
n
Fourier series is
f x
4l sin n 2
2 2
n
4l
2
13. If f(x) is odd function in
sin n 2 n x
sin
n2
l
n 1
l , l . What are the value of a0 &an
Page
27
Answer:
If f(x) is an odd function, ao = 0, an = 0
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. ) find the value of a0
14. In the Expansion f(x) = |x| as a Fourier series in (Answer:

Given f(x) = |x|
f(-x) = |-x| = |x| = f(x)
ao
xdx
0
2 x2
2
15. Find half range cosine series of f(x) = x, in 0
Answer:
2 x2
2
xdx
0
an
x sin nxdx
cos nx
n
cos n
n
f x
Fourier series is
1
n
0 0
ao
2
n 0
sin nx
n2
(1)
n
1
n
n 1
an cos nx
n 0
1
n
n 1
cos nx
16. Find the RMS value of f(x) = x2, 0
x 1
28
ao
Page
Answer:
Given f(x) = x2
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R.M.S value
2l
1
2
f ( x) dx
l 0
x5
2
5
1
x2
120
dx
2
5
17. Find the half range sine series of
f ( x)
x in (0,
(1)
sin nx
n2
Answer:
bn
f ( x) sin nxdx
0
x sin nxdx
cos nx
n
( 1) n
n
2( 1) n
n
Half range Fourier sine series is
f x
n
2( 1) n 1
sin nx
n
0
18. Find the value of a0 in the cosine series of
x in (0, 5)
f ( x)
Answer:
5
ao
2
xdx
50
2 x2
5 2
2 52
5 2
19. Define odd and even function with example.

Answer:
(i) If f ( x)
f ( x) then the function is an even function.
eg : cosx ,x2 , x , sin x , cos x are even functions
(ii) If f ( x)
f ( x) then the function is an odd function.
Page
29
eg : sinx,x3 ,sinhx, tanx are odd functions
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20. Write the first two harmonic.

Answer:
The first two harmonics are

ao
2
f x
a1 cos x b1 sin x a2 cos 2 x b2 sin 2 x
FOURIER SERIES
x
1. Expand f ( x)
(0, )
as Fourier series
( ,2 )
1
12
and hence deduce that
1
32
2. Find the Fourier series for f(x) = x2 in ((i)
1
12
1
22
1
.........
32
(ii)
1
12
1
.........
52
1
22
1
32
) and also prove that

2
.........
3. (i) Expand f(x) = | cosx | as Fourier series in ((ii) Find cosine series for f(x) = x in (0,
1
14
Show that
1
24
1
.........
34
12
. ).
) use Parsevals identity to

4
90
4. (i) Expand f(x) = xsinx as a Fourier series in (0, 2 )

(ii)
Expand
1
12
5. If f ( x)
f(x)
1
32
1
.........
52
sin x ,
|x|
as
Fourier
series
in
(-
and
deduce
to
,0)
(0, )
Find the Fourier series and hence deduce that
1
1
1
.........
1.3 3.5 5.7
2
4
18
24
28
26
20
30
6. (i) Find the Fourier series up to second harmonic
Page
(ii)Find the Fourier series up to third harmonic

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7.
/3
2/3
4/3
F(x)
10
14
19
17
15
(i) Find the Fourier expansion of f ( x)

Hence deduce that
1
12
1
22
5/3
12
10
x) 2 in (0, 2 ) and
(
2
1
.........
32
(ii). Find a Fourier series to represent
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2 x x 2 with period 3
f ( x)
in the range (0,3)
(ii) Find the Fourier series of f x

(ii) Find the Fourier series for
and hence show that
1
32
, ).
in
(0, )
2 in ( , 2 )
2
1
.........
52
(i) Find the the half range sine series for f x

that
1
13
1
33
1
....
53
(ii) Obtain the half range cosine series for f x
1
and also deduce that 2
1
1
22
1
.........
32
9. (i) Find the Fourier series for f(x) = x2 in (-
1
14
1
.........
24
1
.........
34
in (0,1)
6
. ) and also prove that
90
(use P.I)
. ) and also prove that
96
(use P.I)
31
1
14
x 1
(ii) Find the Fourier series for f(x) = x in (-
x in the interval (0, ) and deduce
Page
8.
1
12
f x
ex in (
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cx
,0
10(i)Obtain the sine series for f x
c l x
l
2
x
,
l
2
x l
kx
,0
(ii). Find the Fourier series for the function f x
k 2l x
11.(i).Find the Fourier series for the function f x
deduce that
1
12
1
22
1
.........
32
l
2
l
2
x l
1 x x2 in (
, ) and also
(ii) Find the Fourier expansion of
2x
,
,0
x 0
x
1
in (- , ), and also deduce that 2
1
1
32
1
.........
52
32
f(x) =
2x
Page
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UNIT - 3
APPLICATIONS OF P.D.E
S.
ONE DIMENSIONAL WAVE EQUATION
N
O
VELOCITY MODEL
is
y
2
a2
is
STEP-2
Boundary conditions
1. y(0,t)
= 0
for t 0
2. y( , t) = 0
for t 0
3. y(x,0)
= 0
for 0 < x <
4.
y
t
= f(x)
t 0
STEP-1
One Dimensional wave equation
for
0<x<
y
2
a2
x2
STEP-2
Boundary conditions
1. y(0,t)
=0
for
2. y( , t) = 0
for
3.
y
t
4. y(x,0)
=0
t 0
t 0
for 0 < x <
t 0
= f(x) for
0<x<
33
STEP-1
One Dimensional wave equation
Page
INITIAL POSITION MODEL
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3
STEP-3
The possible solutions are
y(x,t) = (A e x + B e- x) (C e at + D e- at)
y(x,t) = (A cos x + B sin x )( C cos at + D sin
at)
y(x,t) = (Ax + B) ( Ct + D)
STEP-3
y(x,t) = (A e x + B e- x) (C e at + D e- at)
y(x,t) = (A cos x + B sin x )( C cos at + D
sin at)
y(x,t) = (Ax + B) ( Ct + D)
STEP-4
The suitable solution for the given
boundary condition is
y(x,t) = (Acos x+B sin x )(Ccos at+D sin at)
(2)
STEP-5
Using Boundary condition 1
y(0,t) = 0
Then (2) becomes,
y(0,t) = (A cos 0 +B sin 0 ) ( C cos at + Dsin at) =0
(A) ( C cos at + D sin at)=0
A=0
Using A = 0 in (2)
y(x,t) = ( B sin x) ( C cos at + D sin at) (3)
STEP-4
The suitable solution for the given
boundary condition is
y(x,t) = (Acos x+B sin x )(Ccos at+D sin at)
(2)
STEP-5
y(0,t) = 0
Then (2) becomes,
y(0,t) = (A cos 0 +B sin 0 ) ( C cos at + D sin at)
=0
(A) ( C cos at + D sin at)=0
A=0
Using A = 0 in (2)
y(x,t) = ( B sin x) ( C cos at + D sin at) (3)
STEP-6
y( ,t) = 0
Then (3) becomes,
y( ,t) = (B sin ) ( C cos at + D sin at)=0
(B sin ) ( C cos at + D sin at)=0
STEP-6
y( ,t) = 0
Then (3) becomes,
y( ,t) = (B sin ) ( C cos at + D sin at)=0
(B sin ) ( C cos at + D sin at)=0
Then (3) becomes,
y ( x, t )
B sin(
n x
n at
n at
) C cos(
) D sin(
)
Then (3) becomes,
y ( x, t )
B sin(
n x
n at
n at
) C cos(
) D sin(
)
(4)
STEP-7
y(x,0) = 0
Then (4) becomes,
STEP-7
Page
34
(4)
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y( x, t )
B sin(
B sin(
n x
) C cos 0 D sin 0 =0
n x
) C
B sin(
= 0Then (4) becomes,

t 0
Differentiating (5) partially w.r.to t and put t =0
y
t
n x
n at
n at n a
) C sin(
) D cos(
)
t 0
n x
n a
B sin(
) D
0
C=0
Then (4) becomes,
y ( x, t )
y
t
n x
n at
) D sin(
)
B sin(
D=0
Then (4) becomes,
The most general solution is
y ( x, t )
Bn sin(
n 1
n x
n at
) sin(
)
(5)
y ( x, t )
B sin(
n x
n at
) C cos(
)
y ( x, t )
Bn sin(
n 1
STEP-8
Differentiating (5) partially w.r.to t
y
t
Bn sin(
n 1
n x
n at n a
) cos(
)
y ( x, 0)
f ( x)
n 1
Bn sin(
n 1
2
n x
f ( x)sin(
)
0
Bn
2
n x
f ( x)sin(
)
0
n a0
f ( x)sin(
n x
)dx
STEP-9
The required solution is
y ( x, t )
Bn sin(
n 1
Where Bn
STEP-9
n x
n at
) sin(
)
n a0
f ( x)sin(
n x
)dx
y ( x, t )
Bn sin(
n 1
n x
n at
) sin(
)
Where Bn
2
n x
f ( x)sin(
)dx
0
35
Page
n x
)
n a
n x
) cos(0)
This is the Half Range Fourier Sine Series.
n x n a
)
This is the Half Range Fourier Sine Series.
Bn
Bn sin(
t 0
f ( x)
Bn
Bn sin(
n 1
= f(x)
(5)
STEP-8
Using Boundary condition (4),
y(x,0) = f(x)
Using Boundary condition (4),
y
t
n x
n at
) cos(
)
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ONE DIMENSIONAL HEAT
EQUATION
The one dimensional heat equation is
u
t
Boundary conditions
1.u(0,t) = 0
for t 0
2.u( ,t) = 0
for t 0
3.u(x,t) = f(x) for 0<x<

x
Be
)Ce
u ( x, y ) ( Ae
2 2
2 2
2 2
=0
2 2
u ( x, y )
u(, t ) ( B sin )Ce
u (0, y )
2 2
u (, y )
( A cos 0 B sin 0)(Ce

( A)(Ce
Be
( B sin x)(Ce
( B sin )(Ce
0 ( B sin )(Ce
De
(2)
De
De
De
(3)
De
2 2 2
Then (3) becomes
u ( x, y )
n x
Bn sin(
)e
( B sin
n y
n x
)(Ce
De
n y
(4)
36
2 2 2
=0
n x
B sin(
)Ce
u ( x, t )
De
Using boundary condition 2

u(l,t) = 0
Then (3) becomes
u( x, t )
( A cos x B sin x)(Ce
u ( x, y )
(3)

u(l,t) = 0
A=0
Then (2) becomes
u( x, t ) (B sin x)Ce
(B sin )Ce
n
(2)
u (0, y )
=0
2 2
)(C cos y D sin y )

u(0,y) = 0
A=0
Then (2) becomes
The most suitable solution is
u(0, t ) ( A cos0 B sin 0)Ce

t
Be
u ( x, y ) ( Ax B)(Cy D)

u(0,t) = 0
2 2
u ( x, y ) ( A cos x B sin x)(Ce
The most suitable solution is
( A)Ce

2 2
u( x, t ) ( A cos x B sin x)Ce

5
u
y2
Boundary conditions
1.u(0,y) = 0
for 0<y<
2.u( ,y) = 0
for 0<y<
3.u(x, ) = 0
for 0<x<
4.u(x,0) = f(x) for 0<x<
u ( x, t ) ( A cos x B sin x)Ce

u ( x, t ) ( Ax B)C
4,
u
x2
u
x2
u ( x, t ) ( Ae
The two Dimensional equation is
(4)
Page
TWO DIMENSIONAL HEAT FLOW

EQUATION
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7

u(x,0) = f(x)
u ( x, 0)
Bn sin(
n 1
f ( x)
Bn sin(
n 1

u(x, ) =0
n x
)
u ( x, ) ( B sin
n x
)
0 ( B sin
n x
)(C
De )
D 0)
C=0
then (3) becomes
This the Half range Fourier sine series
Bn
n x
)(Ce
2
n x
f ( x)sin(
)dx
0
u ( x, y )
( B sin
n x
)( De
n y
u ( x, y )
n
u ( x, t )
n
(5
y(x,0) = f(x)
u ( x, 0)
Bn sin(
n 1
Where Bn
n y

2 2 2
n x
Bn sin(
)e
n x
Bn sin(
)e
2
n x
f ( x)sin(
)dx
0
f ( x)
Bn sin(
n 1
n x 0
)e
n x
)
This the Half range Fourier sine series
2
n x
f ( x)sin(
)dx
0
Bn
u ( x, y )
Bn sin(
n 1
n x
)e
n y
Where Bn
2
n x
f ( x)sin(
)dx
0
QUESTION WITH ANSWER

2
1. Classify the Partial Differential Equation i)
u
x2
u
y2
Page
37
Answer:
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2
u
x2
u
here A=1,B=0,&C=-1
y2
B2 - 4AC=0-4(1)(-1)=4>0
The Partial Differential Equation is hyperbolic
2
2. Classify the Partial Differential Equation
u
x y
u
y
u
x
xy
Answer:
2
u
x y
u
y
u
x
xy here A=0,B=1,&C=0
B2-4AC=1-4(0)(0)=1>0
The Partial Differential Equation is hyperbolic
3. Classify the following second order Partial Differential equation
2
u
x2
u
y2
u
y
u
x
Answer:
2
u
x2
u
y2
u
y
u
x
here A=1,B=0,&C=1
B2-4AC=0-4(1)(1)=-4<0
The Partial Differential Equation is Elliptic

2
2
u
u
4
2
x
x y
u
6
y2
u
x
u
y
Answer:
2
2
u
u
4
2
x
x y
u
6
y2
u
x
u
y
here A= 4,B =4, & C = 1

B2-4AC =16 -4(4)(1) = 0
Page

i) y2uxx 2xyuxy x2uyy 2ux 3u 0
38
The Partial Differential Equation is Parabolic
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ii) y uxx
2
uyy ux
uy
7 0
Answer:
i) Parabolic ii) Hyperbolic (If y = 0)
iii)Elliptic (If y may be +ve or ve)
2
6. In the wave equation
y
2
c2
x2
what does c2 stands for?
Answer:
2
y
2
c2
x2
here a 2
T
m
T-Tension and m- Mass
7. In one dimensional heat equation ut = 2 uxx what does 2 stands for?

Answer:-
u
t
2
u
x2
k
is called diffusivity of the substance
c
Where k Thermal conductivity

- Density
c Specific heat
8. State any two laws which are assumed to derive one dimensional heat equation
Answer:
i) Heat flows from higher to lower temp
Page
39
ii) The rate at which heat flows across any area is proportional to the
area
and to the temperature gradient
normal to the curve. This constant of
proportionality is known as the conductivity of the material. It is known as
Fourier law of heat conduction
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9. A tightly stretched string of length 2 is fastened at both ends. The midpoint of the
string is displaced to a distance b and released from rest in this position. Write the
initial conditions.
Answer:
(i) y(0 , t) = 0
(ii) y(2 ,t) = 0
y
t
(iii)
0
t
(iv) y(x , 0 ) =
10.
b
x
b
(2
0
x)
x
x
What are the possible solutions of one dimensional Wave equation?

Answer:
y(x,t) = (A e
+ B e- x) (C e
at
+ D e- at)
y(x,t) = (A cos x + B sin x )( C cos at + D sin at)

y(x,t) = (Ax + B) ( Ct + D)
11. What are the possible solutions of one dimensional head flow equation?
Answer:
u ( x, t ) ( Ae
Be
)Ce
2 2
u ( x, t ) ( A cos x B sin x)Ce

u ( x, t ) ( Ax B)C
2 2
12. State Fourier law of heat conduction

Answer:
kA
u
x
Page
(the rate at which heat flows across an area A at a distance from one end of a bar is
proportional to temperature gradient)
40
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Q=Quantity of heat flowing

k Thermal conductivity
A=area of cross section
u
=Temperature gradient
x
13. What are the possible solutions of two dimensional head flow equation?
Answer:
u ( x, y ) ( Ae
Be
)(C cos y D sin y )
u ( x, y ) ( A cos x B sin x)(Ce
De
u ( x, y ) ( Ax B)(Cy D)
14. The steady state temperature distribution is considered in a square plate with sides x
= 0 , y = 0 , x = a and y = a. The edge y = 0 is kept at a constant temperature T and the
three edges are insulated. The same state is continued subsequently. Express the
problem mathematically.
Answer:
U(0,y) = 0 , U(a,y) = 0 ,U(x,a) = 0, U(x,0) = T
15. An insulated rod of length 60cm has its ends A and B maintained 20C and
80C respectively. Find the steady state solution of the rod
Answer:
Here a=20C & b=80C
In Steady state condition The Temperature u ( x, t )
b a x
a
l
80 20 x
20
60
u( x, t )
x 20
16. Write the DAlemberts solution of the one dimensional wave equation?
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41
Answer:
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x at
1
2
here
x at
x at
f x
v x
ax f
1
v( )d
2a x at
g x
ag
17. What are the boundary conditions of one dimensional Wave equation?
Answer:
Boundary conditions
1. y(0,t)
2. y( , t)
3. y(x,0)
4.
y
t
= 0
= 0
= 0
for
for
for
= f(x)
for
t 0
t 0
0<x<
0<x<
t 0
18. What are the boundary conditions of one dimensional heat equation?
Answer:
Boundary conditions
1.u(0,t) = 0
for t
2.u( ,t) = 0
for t
3.u(x,t) = f(x) for 0<x<
19. What are the boundary conditions of one dimensional heat equation?
Answer:
Boundary conditions
for 0<y<
3.u(x, ) = 0
for 0<x<
4.u(x,0) = f(x)
for 0<x<
42
2.u( ,y) = 0
for 0<y<
Page
1.u(0,y) = 0
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20.T he ends A and B has 30cm long have their temperatures 30c and 80c until steady
state prevails. If the temperature A is raised to40c and Reduced to 60C, find the
transient state temperature
Answer:
Here a=30C & b=80C
In Steady state condition The Temperature u ( x, t )
b a x
a
l
Here a=40C & b=60C
ut
60 40 x
40
30
2
x 40
3
PART-B QUESTION BANK

APPLICATIONS OF PDE
1. A tightly stretched string with fixed end points x = 0 and x = l is initially at rest in its
equilibrium position. If it is set vibrating giving each point a velocity 3x (l-x). Find the
displacement.
2. A string is stretched and fastened to two points and 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.
3. A taut string of length 2l is fastened at both ends. The midpoint of string is taken to a
height b and then released from rest in that position. Find the displacement of the string.
4. A tightly stretched string with fixed end points x = 0 and x = l is initially at rest in its
position given by y(x, 0) = y0 sin 3
x
l
. If it is released from rest find the displacement.
5. A string is stretched between two fixed points at a distance 2l apart and points of the
string are given initial velocities where V
cx
l
c
(2l x)
l
0< x < 1
Find the
0< x < 1
displacement.
6. Derive all possible solution of one dimensional wave equation. Derive all possible solution
of one dimensional heat equation. Derive all possible solution of two dimensional heat
equations.
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43
7. A rod 30 cm long has its end A and B kept at 20oC and 80oC, respectively until steady state
condition prevails. The temperature at each end is then reduced to 0oC and kept so. Find
the resulting temperature u(x, t) taking x = 0.
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8. A bar 10 cm long , with insulated sides has its end A & B kept at 20oC and 40oC respectively
until the steady state condition prevails. The temperature at A is suddenly raised to 50oC
and B is lowered to 10oC. Find the subsequent temperature function u(x , t).
9. A rectangular plate with insulated surface is 8 cm wide so long compared to its width that
it may be considered as an infinite plate. If the temperature along short edge y = 0 is u (
x ,0) = 100sin
x
8
0 < x < .1While two edges x = 0 and x = 8 as well as the other short
edges are kept at 0oC. Find the steady state temperature.

A rectangular plate with insulated surface is10 cm wide so long compared to its width that
it may be considered as an infinite plate. If the temperature along short edge y = 0 is given
by u
20 x
20(10 x)
10
and all other three edges are kept at 0o C. Find the steady
44
state temperature at any point of the plate.
Page
10.
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Unit - 4
FOURIER TRANSFORMS
FORMULAE
1
2
1. Fourier Transform of f(x) is F[ f ( x)]
1
2
2. The inversion formula f ( x)

3. Fourier cosine Transform
f(x)eisx dx
-
F (s)e-isx ds
-
Fc [f(x)] = Fc(s) =
f ( x) cos sxdx
0
4. Inversion formula
f(x) =
Fc ( s) cos sxds
0
5. Fourier sine Transform (FST)

6. Inversion formula
f(x) =
F [f(x)] = F (s) =
s
f ( x)sin sxdx
0
Fs ( s)sin sxds
0
7. Parsevals Identity
f ( x) dx
8. Gamma function
x n 1e x dx
n
0
ax
ax
cos bxdx
10
sin ax
dx
x
0
b2
b
sin bxdx
11.
1
2
b2
45
, n 1 n n &
Page
9.
F ( s) ds
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12.
x2
dx
13.
cos ax
&
eiax
e
2
x2
dx
iax
& sin ax
eiax e
2
iax
ORKING RULE TO FIND THE FOURIER TRANSFORM

Step1: Write the FT formula.
Step2: Substitute given f(x) with their limits.
Step3: Expand
eisx
as cos sx + isin sx and use Even & odd property
Step4: Integrate by using Bernoullis formula then we get F(s)
WORKING RULE TO FIND THE INVERSE FOURIER TRANSFORM

Step1: Write the Inverse FT formula
Step2: Sub f(x) & F(s) with limit
Step3: Expand
isx
in the formula
as cos sx -isin sx and equate real part
Step4: Simplify we get result
WORKING RULE FOR PARSEVALS IDENTITY

If F(s) is the Fourier transform of f(x) then
2
f ( x) dx
F ( s) ds is known as Parsevals identity.
Step1: Sub f(x) & F(s) With their limits in the above formula
Step2: Simplify we get result
WORKING RULE TO FIND FCT
Step1: Write the FCT formula & Sub f(x) with its limit in the formula
46
Step2: Simplify, we get FC ( S )
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WORKING RULE TO FIND INVERSE FCT
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Step1: Write the inverse FCT formula & Sub FC ( S ) with its limit in the formula
Step2: Simplify, we get f(x)
WORKING RULE TO FIND FST
Step1: Write the FST formula & Sub f(x) with its limit in the formula
Step2: Simplify, we get FS ( S )
WORKING RULE TO FIND INVERSE FCT
Step1: Write the inverse FST formula & Sub Fs ( S ) with limit in the formula
Step2: Simplify, we get f(x)
WORKING RULE FOR f(x) = e
ax
Step:1 First we follow the above FCT & FST working rule and then we get this
result
Fc(e-ax) =
a
a
By Inversion formula,
cos sx
ds
a2 s2
0
2a
Fs(e-ax) =
s
a
s2
By Inversion formula,
ax
0
TYPE-I : If problems of the form i)
x
x
ii)
x2
TYPE-II: If problems of the form i)

0
2 2
sin sxds
1
x
a2
ax
, then use Inversion formula
dx
dx ii)
0
a2
, then use Parsevals Identity
TYPE-III
x2 b2
, then use
f ( x) g ( x)dx
0
FC f ( x) FC g ( x) dx
0
47
Page
dx
2
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UNIT - 4
FOURIER TRANSFORM
1. State Fourier Integral Theorem.
Answer:
f ( x) is piece wise continuously differentiable and absolutely on
1
2
then,
f t ei ( x t ) s dt ds .
48
f ( x)
Page
If
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2. StateandproveModulation
1
F s a
2
theorem. F f x cos ax
F s a
1
2
f x cos ax eisx dx
1
2
eiax e
f x
2
iax
1 1
2 2
f x ei ( s
dx
F f x cos ax
1
F s a
2
F f x cos ax
1
F s a
2
Proof:
eisx dx
a) x
1 1
2 2
f x ei ( s
a) x
dx
1
F s a
2
F s a
3. State Parsevals Identity.

Answer:
If F s is a Fourier transform of f x , then
F s
ds
f x
dx
4. State Convolution theorem.

Answer:
The Fourier transform of Convolution of f x
and g x is the product of their Fourier
transforms.
F sGs
49
F f g
Page
5. State and prove Change of scale of property.
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Answer:
If
F s
1
F
a
F f x , then F f ax
F f ax
1
2
f ax eisx dx
1
2
f t e
dt
;
a
where t ax
1 s
F
a
a
F f ax
6. Prove that if F[f(x)] = F(s) then
F x f ( x)
dn
( i) n F (s)
ds
n
Answer:
1
2
F s
s n times
dn
F s
ds n
1
2
f x ix eisx dx
1
2
f x (i)n ( x)n eisx dx
1 dn
F s
(i )n ds n
1
2
( x)n f x eisx dx
dn
( i) n F s
ds
1
2
( x) n f x eisx dx
F x f x
dn
i
F s
ds n
n
f ( x)cos sxdx e
7. Solve for f(x) from the integral equation
50
Diff w.r.t
f x eisx dx
Page
Answer:
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f ( x)cos sxdx e
Fc f x
f x cos sx dx
0
Fc f x
f ( x)
Fc f x cos sx ds
0
e s cos sx ds
ax
cos bx dx
a
a
b2
a 1, b
e s cos sx ds
1
x
8. Find the complex Fourier Transform of f ( x)
Answer:
f x eisx dx
x
a;
x a
51
1
2
Page
F f x
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F f x
1
2
1
2
1 eisx dx
a
(cos sx i sin sx)dx

a
2
2
2
2
(cos sx)dx
0
sin sx
s
2 sin as
s
[Use even and odd property second term become zero]
9. Find the complex Fourier Transform of f ( x )
Answer:
1
2
2
2
i
f x eisx dx
1
2
1
2
x eisx dx
x
x a
x (cos sx i sin sx)dx

a
( x(i sin sx)dx

0
a;
2i
x
2
cos sx
s
(1)
sin sx
s2
as cos as sin as
s2
Page
[Use even and odd property first term become zero]
52
F f x
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10. Write Fourier Transform pair.
Answer:
If f ( x) is defined in
, then its Fourier transform is defined as
1
2
F s
f x eisx dx
If F s is an Fourier transform of f x , then at every point of Continuity of f x , we

have
1
2
f x
F s e
isx
ds
11. Find the Fourier cosine Transform of f(x) = e-x

Answer:
Fc f x
f x cos sx dx
0
Fc e
e x cos sx dx
0
ax
cos bx dx
Fc e
a
a
b2
1
s2 1
12. Find the Fourier Transform of
f ( x)
eimx , a
0,
x b
otherwise
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53
Answer:
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1
2
F f x
f x eisx dx
b
1
2
1
2
eimx eisx dx
a
ei m
1
1
ei m s b ei m s a
2 im s
Answer:
dx
13. Find the Fourier sine Transform of
Fs f x
s x
ei m s x
im s
1
2
1
.
x
f x sin sx dx
0
Fs
1
x
sin sx
dx
x
0
2
2
14. Find the Fourier sine transform of e

Answer:
Fs f x
f x sin sx dx
0
e x sin sx dx
e ax sin bx dx
Fs e
b
a
b2
s2 1
15. Find the Fourier cosine transform of e

Answer:
2x
2e
54
Page
Fs e
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2
Fc f x
f x cos sx dx
0
Fc e
2x
2e
2x
2e
cos sx dx
2x
cos sx dx 2 e x cos sx dx
2
s
1
s 1
16. Find the Fourier sine transform of
1
s
f ( x)
1
2
4 s 1
1,
x 1
x 1
Answer:
Fs f x
f x sin sx dx
0
1
f x sin sx dx
0
1sin sx dx 0
0
f x sin sx dx
2
cos sx
s
55
2 1 cos s
s
Page
Fs f x
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f ( x)
17. Obtain the Fourier sine transform of
x, o x 1
2 x, 1 x 2
.
0,
x 2
Answer:
Fs f x
f x sin sx dx
0
x sin sx dx
0
Fs f x
2 x sin sx dx
1
cos sx
x
s
cos s
s
sin sx
s2
sin s
s2
cos sx
2 x
s
sin 2s cos s
s2
s
sin sx
s2
sin s
s2
2sin s sin 2s
s2
18. Define self reciprocal and give example.

If the transform of f x
2
is self reciprocal under Fourier transform.
56
is called self
Page
reciprocal.
x2
is equal to f s , then the function f x
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19. Find the Fourier cosine Transform of f ( x)
x
x
Answer:
Fc f x
f x cos sx dx
0
x cos sx dx
0
sin sx
s
cos sx
s2
s sin s
cos s
s
2
s
cos s
s2
sin s
1
s2
20. Find the Fourier sine transform of

Answer:
x
x
a2
f x e ax
L et
Fs e
ax
s
s2 a2
Using Inverse formula for Fourier sine transforms
2
0
(ie)
0
s
s2 a2
sin sx ds
sin sx ds
e ax , a 0
57
ax
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x
Change x and s, we get
Fs
x a
sin sx dx
x2 a2
sin sx dx
x2 a2
2
2
e as
as
as
FOURIER TRANSFORM
PART-B
1 x 2 if x
1. (i)Find the Fourier Transform of f ( x )
x cos x sin x
x
cos
dx
3
x
2
(ii). Find the Fourier Transform of

deduce that
0
2. Find the Fourier Transform of
sin x
i)
dx
x
0
a
a
dx
15
. hence
f ( x)
1 if x
0 if x
and hence evaluate
ii)
0
f ( x)
x2
sin x x cos x
x3
sin x
dx
x
4. Find Fourier Transform of
sin x
dx
x
a2
f ( x)
sin x x cos x
dx
x3
3
(ii)
16
and hence
x
0
if x
if x
and hence evaluate
ii)
0
sin x
dx
x
58
if x
Page
deduce that (i)
i)
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5. Evaluate
x2
i)
0
x2 a
dx
ii)
dx
x2 a2
ii). Evaluate (a)

0
x2
x2
dx
6 i). Evaluate (a)
7.
2 2
(b)
x2 b2
dx
1 x2 4
a2
x2
(b)
0
x 2 dx
a 2 x2 b2
t 2 dt
4 t2 9
t2
sin x; when o
(i)Find the Fourier sine transform of f ( x)
8. (i) Show that Fourier transform
x
2
is e
(ii)Obtain Fourier cosine Transform of e
s
2
; whenx
cos x; when o
(ii) Find the Fourier cosine transform of f ( x)

2
x a
; whenx a
a2 x2
and hence find Fourier sine Transform x e
9. (i) Solve for f(x) from the integral equation
a2 x2
f ( x) cos x dx e
0
1 ,0 t 1
(ii) Solve for f(x) from the integral equation
f ( x) sin tx dx
0
2 ,1 t
0
,t
10. (i) Find Fourier sine Transform of e x , x>0 and hence deduce that
0
(ii) Find Fourier cosine and sine Transform of e
11.(i)Find FS xe
ax
ax
(ii) Find FS
e 8 (ii)
0
& Fc xe
ax
ax
& Fc
x sin 2 x
dx
x 2 16
, x>0 and hence deduce
(iii) Find the Fourier cosine transform of f ( x)
ax
cos ax
59
cos 2 x
dx
x 2 16
x sin x
dx
1 x2
Page
that (i)
4x
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Z - TRANSFORMS
Definition of Z Transform
Let {f(n)} be a sequence defined for
Z Transform is defined as
Z f (n)
F z
f (n) z
n = 0, 1,2 and f(n) = 0 for n< 0 then its
(Two sided z transform)
Z f ( n)
F z
f (n) z
(One sided z transform)
n 0
Unit sample and Unit step sequence

The unit sample sequence is defined as follows
(n)
1 for n 0
0 for n 0
The unit step sequence is defined as follows
1 for n 0
0 for n 0
60
u(n)
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Properties
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1. Z Transform is linear
(i)
Z {a f(n) + b g(n)} = a Z{f(n)} + b Z{g(n)}
2. First Shifting Theorem

(i)
If Z {f(t)} = F(z),
then
(ii)
at
Z e
f t
F z
z zeaT
If Z {f(n)} = F(z),
then Z a n f n
z
a
3. Second Shifting Theorem

If Z[f(n)]= F(z) then
(i)Z[f(n +1)] = z[ F(z) f(0)]
(ii)Z[f(n +2)] = z 2 [ F(z) f(0)-f(1) z 1 ]
(iii)Z[f(n +k)] = z k [ F(z) f(0)-f(1) z 1 - f(2) z 2 - f(k-1) z
(iv) Z[f(n -k)] = z
( k 1)
F(z)
4. Initial Value Theorem

If Z[f(n)] = F(z) then f(0) = lim F ( z )
z
5. Final Value Theorem
lim( z 1) F ( z )
z 1
61
If Z[f(n)] = F(z) then lim f (n)
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PARTIAL FRACTION METHODS
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Model:I
z a z b
z a
z b
z a
z b
Model:II
1
z a z b
C
( z b) 2
Model:III
1
z a z
A
2
z a
Bz C
z2 b
Convolution of Two Sequences

Convolution of Two Sequences {f(n)} and {g(n)} is defined as
n
{ f (n) * g (n)}
f ( K ) g (n K )
K 0
Convolution Theorem
If Z[f(n)] = F(z) and Z[g(n)] = G(z) then Z{f(n)*g(n)} = F(z).G(z)
WORKING RULE TO FIND INVERSE Z-TRANSFORM USING CONVOLUTION THEOREM
Step: 1 Split given function as two terms

Step: 2 Take z
Step: 3 Apply z
both terms
1
formula
Step: 4 Simplifying we get answer

Note:
1
62
1 an
1 a
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1 a a 2 ....... a n
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1
.......
n 1
a
1 ( a)
Solution of difference equations

Formula
i) Z[y(n)] = F(z)
ii) Z[y(n +1)] = z[ F(z) y(0)]
iii) Z[y(n +2)] = z 2 [ F(z) y(0)- y(1) z 1 ]
iv) Z[y(n +3)] = z 3 [ F(z) y(0)- y(1) z 1 + y(2) z 2 ]
WORKING RULE TO SOLVE DIFFERENCE EQUATION:
Step: 1 Take z transform on both sides

Step: 2 Apply formula and values of y(0) and y(1).
Step: 3 Simplify and we get F(Z)
Step:4 Find y(n) by using inverse method
Z - Transform Table
No.
1.
f(n)
1
Z[f(n)]
z
z 1
2.
an
z
z a
3.
n2
z2 z
( z 1)3
Page
4.
63
( z 1) 2
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6.
1
n
7.
log
z
( z 1)
n 1
1
z
log
z
( z 1)
ean
9.
( z 1)
z log
n 1
8.
( z ea )
10.
1
n!
11.
ez
Cos n
z ( z cos )
z 2 z cos 1
2
sin n
z
13.
cos
sin
14.
z sin
2 z cos
n
2
z2
z2 1
n
2
na n
az
( z a)2
f(t)
Z(f(t)
Tz
( z 1) 2
2.
t2
T 2 z ( z 1)
( z 1)3
eat
z
( z e aT )
4.
Sin t
z sin T
2 z cos T 1
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64
12.
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5.
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cos t
z ( z cos T )
z 2 z cos T 1
2
TWO MARKS QUESTIONS WITH ANSWER

1.
Define Z transform
Answer:
Let {f(n)} be a sequence defined for
its Z Transform is defined as
Z f (n)
F z
f (n) z
n = 0, 1,2 and f(n) = 0 for n< 0 then
(Two sided z transform)
Z f ( n)
F z
f (n) z
(One sided z transform)
n 0
Find the Z Transform of 1
Z f n
Answer:
f nz
n 0
Z1
(1) z
1 z
....
n 0
1 z1
1
z
1
Z 1
z 1
z
z
z 1
z
z 1
2. Find the Z Transform of n
Page
65
Answer:
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Z f n
f nz
n 0
Z n
nz
n 0
n
nz
0 z
2z
3z 3 ...
n 0
1 z
1
1
1
z
z
1 z
z z 1
z
z 1
3.
Find the Z Transform of n2.
Answer:
Z n2 Z nn
d
z
dz
4.
d
Z n
dz
z
z 1
( z)
, by the property,
z 1
z2 z 1
z 1
z2 z
( z 1)3
State Initial & Final value theorem on Z Transform

Initial Value Theorem
If Z [f (n)] = F (z) then f (0) = lim F ( z )
z
Final Value Theorem

n
lim( z 1) F ( z )
z 1
66
If Z [f (n)] = F (z) then lim f (n)
Page
6. State convolution theorem of Z- Transform.

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Answer:
Z[f(n)] = F(z) and Z[g(n)] = G(z) then Z{f(n)*g(n)} = F(z) G(z)
7. Find Z Transform of
na n
Answer:
Z f n
f nz
n 0
Z na n
na n z
n 0
a
n
z
0
0
2
a
a
1
z
z
a
2
z
a
3
z
...
az
2
z a
sin
and
Z f n
n
2
f nz
n 0
z z cos
z 2 2 z cos
Z cos n
z z cos
Z cos n
2 z cos
z2
2
2
z2 1
67
We know that
n
2
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Answer:
cos
a
z
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Z sin n
Similarly
z sin
Z sin n
z sin
2 z cos
z2
2 z cos
z2 1
1
n
Answer:
Z f n
f nz
n 0
1
n
1
z
n
n 0
1
z
n 1n
z1 z2 z3
....
1 2 3
1
log 1
z
log
z 1
log
z
z
z 1
1
n!
68
Page
Answer:
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Z f n
f nz
n 0
1
n!
1
z
!
n
0
1
z
0 n!
z1 z2
1
1! 2!
e

Answer:
Z f n
z3
....
3!
1
z
1
n 1
n
f nz
n 0
1
n 1
1
n 0
n 1
1
z
n 0
n 1
1
z z
z2
2
log 1
z log
( n 1)
z3
....
3
1
z
z
z 1
69
Page
12. Find Z Transform of an
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Answer:
f n
f n z
n 0
Z a
n
n 0
an
zn
n 0
1
a
z
a
z
a
z
...
a
z
a
z
a
z
z
z
13. State and prove First shifting theorem

Statement: If Z
f t
F z
, then
Z e at f (t ) F zeaT
Proof:
Z e at f (t )
anT
f (nT ) z
n 0
As f(t) is a function defined for discrete values of t, where t = nT,

then the Z-transform is
Z f (t )
f (nT ) z
F ( z ) ).
n 0
Z e at f (t )
f (nT ) ze aT
F ( ze aT )
n 0
Define unit impulse function and unit step function.

The unit sample sequence is defined as follows:
(n)
1 for n
0 for n
70
The unit step sequence is defined as follows:
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14.
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1 for n 0
u(n)
15.
0 for n 0
Z eat
Find Z Transform of
Answer:
Z eat
eanT z
eaT z
n 0
z eaT
n 0
z
z eaT
z an
z a
[Using First shifting theorem]
16.
Find Z Transform of
Z te 2t
Answer:
Z te
2t
Z t
Tz
z ze
2T
z 1
2
z ze 2 T
Tze 2T
ze 2T
17.
Find Z Transform of
Z et cos 2t
Answer:
Z et cos 2t
Z cos 2t
z z cos
z ze
ze
ze
2T
ze
2 cos
z 1
z ze
cos T
2cos T ze
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71
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18.
Find Z Transform of
Z e2 t
Answer:
Let f (t) = e2t , by second sifting theorem
Z e2(t
T)
Z f (t T )
z F ( z ) f (0)
ze 2T
z
1
ze 2T 1
19.
Find Z Transform of
Answer:
1
ze
2T
Z sin t T
Let f (t) = sint , by second sifting theorem
Z sin(t T ) Z f (t T ) z F ( z ) f (0)
z
20. Find Z transform of
z2
z2
z 2 sin t
2cos t z 1
3z n
2z 1
z sin t
0
2cos t z 1
n 1 n 2
Answer:
Z f n
f nz
n 0
Z n2
Z n2
z2
2n n 2
z n2
3n 2
z
z 1
z
z 1
z
z 1
72
n 1 n 2
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QUESTION BANK
Z-TRANSFORMS
1. (i)Find Z
8z 2
(2 z 1)(4 z 1)
(ii) Find Z
2. (i) Find Z
3.
& Z
z2
( z a)( z b)
z2
( z a) 2
&Z
& Z
8z 2
by convolution theorem.
(2 z 1)(4z 1)
z2
by convolution theorem
( z 1)( z 3)
z2
by convolution theorem
( z a)2
(i ) State and prove Initial & Final value theorem.

(ii) State and prove Second shifting theorem
(i) Find the Z transform of
z2
( z 2 4)
by residues.
(ii) Find the inverse Z transform of

5. (i) Find Z
z
2z 2
z2
&Z
(ii) Find Z
7.
1
n!
z2
(i)Solve y n 2
(i )Solve y n
6y n 1
4y n 1
3y n 1
(ii) Solve y n 3
9. (i)Find Z cos n
1
1
Hence find Z
n!
(n 1)!
and also find the value of sin(n 1)
(ii) Solve y n 2
8.
z2
7 z 10
6. (i)Find the Z transform of f (n)
z2 z
by partial fractions.
z 1 ( z 2 1)
3y n 1
& Z sin n
9y n
4y n
4y n 2
2y n
2n with y 0
and Z
1
(n 2)!
and cos(n 1) .
0& y 1
0 y(0) = 1 ,y(1) =0
0, n 2
0, y 0
given y(0) 3& y(1)

4, y 1
and also find Z a n cos n
0& y 2
8,
& Z a n sin n
73
(i) Find Z
Page
4.
1
2n 3
&
(n 1)(n 2)
(n 1)(n 2)
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MA6351 NOTES ON TRANSFORMS AND PARTIAL DIFFERENTIAL EQUATIONS

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MA6351-TRANSFORMS AND PARTIAL

DIFFERENTIATION &INTEGRATION FORMULAE

cos ecx cot x

Department of Mathematics FMCET MADURAI

Department of Mathematics FMCET MADURAI

cos x & sin axdx

4. cos xdx sin x &

Department of Mathematics FMCET MADURAI

eax cos bxdx

22. e sin bxdx

uv uv1 uv2 uv3........

2 f ( x)dx when f(x) is even

f ( x)dx 0 when f(x) is odd

2.cos 2 A cos 2 A sin 2 A

Department of Mathematics FMCET MADURAI

4. sin( A B) sin A cos B cos A sin B

Department of Mathematics FMCET MADURAI

PARTIAL DIFFRENTIAL EQUATIONS

Formation PDE by Eliminating arbitrary functions

Department of Mathematics FMCET MADURAI

Where ( , m ,n) are the Lagrangian Multipliers

Choose , m, n such that P + mQ + nR = 0

Using the above in (1) We get

F(P,Q) = 0 (or) F(P,Q,z) = 0

Using the above in (1)we get

Department of Mathematics FMCET MADURAI

Using the above in (1) we get

Using the above in (1)

If k =-1 then Z = log z

If m=1 & n=1 then

Department of Mathematics FMCET MADURAI

Diff (3) partially

Department of Mathematics FMCET MADURAI

To Find Complementary Function

Expand and operating D & D on xr ys

Put D = D+a & D = D +b

Department of Mathematics FMCET MADURAI

F(x,y)= cos x sin y

F(x,y)= cos x cos y

F(x,y)= sin x sin y

Department of Mathematics FMCET MADURAI

PARTIAL DIFFRENTIAL EQUATIONS

Department of Mathematics FMCET MADURAI

4. Eliminate the arbitrary function f from z

and form the PDE

Diff. w .r. t. and y here

5. Find the complete integral of p + q =pq

The complete integral is z= ax+

Department of Mathematics FMCET MADURAI

is the required solution

7. Find the General solution of p tanx + q tany = tanz.

8. Eliminate the arbitrary function f from z

y 2 and form the PDE.

Department of Mathematics FMCET MADURAI

Where r is a constant. From (1)

From (2) and (3)

which is a required PDE.

10. Eliminate the arbitrary constants z

a 2 b2 and form the PDE.

11. Find the singular integral of

12. Find the general solution of px+qy=z