MA6351

MA6351-TRANSFORMS AND PARTIAL
DIFFERENTIAL EQUATIONS
SUBJECT NOTES
Department of Mathematics
FATIMA MICHAEL
COLLEGE OF ENGINEERING &
TECHNOLOGY
MADURAI 625 020, Tamilnadu, India
DIFFERENTIATION &INTEGRATION FORMULAE

0
Function
Differentiation
f ( x)
dy
dx
xn
log x
1
x
sin x
cos x
cos x
e ax
a ex
C (constant)
nx
1
n
sin x
tan x
sec2 x
sec x
sec x tan x
cot x
cos ec 2 x
10
cos ecx
cos ecx cot x
11
2x
12
sin 1 x
1
1 x2
13
cos 1 x
1
1 x2
14
15
tan 1 x
1
1 x2
sec 1 x
1
x x2 1
16
cos ec 1 x
1
x x2 1
17
cot 1 x
18
ax
1
1 x2
a x log a
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Department of Mathematics FMCET MADURAI
dy
19. If y uv , then
dx
dudv
v u
dxdx
20. If y
udy
, then
vdx
dudv
u
dxdx
2v
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xn 1
n1
1. x dx
2. e dx
3. sin xdx
e ax
a
ax
e,
e dx
4. cos xdx sin x &
cos axdx
5. tan xdx
log cos x
6. sec 2 xdx
7.
dx
tan 1
aa
dx
x a1
log
x a2a
dx
10.
11.
dx
a2
x2
dx sin
dx
a2
sin ax
a
x1
dx
x2 a2
9.
e ax
a
tan x
x2 a2
8.
dx
cos ax
a
cos x & sin axdx
log sec x
ax
&e
x2
dx
x
a
dx sinh
dx cosh
x2 a2
12.
x dx
13.
x dx
14.
a dx
15.
dx
x
x
a
x
a
x2
a
2
x2
a
2
log x
a2x
sinh 1
2a
a2x
cosh 1
2a
x2
x a2
2
log x
2 xdx
16. x2 a2
a2x
sin 1
2a
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2
a2
17. log xdx
18. a x dx
19. a x dx
x log x x
ax
3
ax
3
20.
dx 2 x
x
eax
a cos bx b sin bx
a 2 b2
ax
21. e cos bxdx
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 2 f ( x)dx when f(x) is even

0
a
a
f ( x)dx 0 when f(x) is odd
25.
a
26. e
ax
cos bxdx
27. e
0
ax
sin bxdx
a
a 2 b2
b
a 2 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
2 cos 2 A 1
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3. cos 2 x
1 cos 2 x1 cos 2 x
& sin 2 x
22
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
cos A sin B
cos A cos B
sin A sin B
1
sin( A B ) sin( A B)
2
1
sin( A B ) sin( A B)
2
1
cos( A B ) cos( A B )
2
1
cos( A B) cos( A B)
2
1
6. sin 3 A
3sin A sin 3 A
4
1
cos3 A3cos A cos 3 A
4
AA
7.sin A 2sincos
22
AA
cos A cos 2sin 2
22
AA
1 2sin 21 cos A 2sin 2
22
LOGRATHEMIC FORMULA
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log mn
log m log n
m
log n
log m log n
log m
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
x2
z
xy
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
dx
P
dy
Q
dz
R
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dx
P
dy
Q
dz
R
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( zkp, zkq)=0
F( xmp, ynq, z)=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
k1
Using the above in (1)we get
Using the above in (1) We get
F(P,Q) = 0 (or) F(P,Q,z) = 0
F(P,Q) = 0
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If m=1 & n=1 then

X= logx & Y= logy
xp = P & yq = Q
Using the above in (1) we get
F(P,Q) (or) F(P, Q, z) = 0
If k =-1 then Z = log z
p
z
P&
q
z
Using the above in (1)

we get
F(P,Q) = 0
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STANDARD TYPES
TYPE 1
TYPE 3(a)
TYPE 3(b)
TYPE 3(c)
General form
F(y,p,q) = 0
(1)
Complete
Integral
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
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
TYPE 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
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)
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
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
from (3) and (4)
we get General
Integral
10
Page
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
C.F =
( y mx) x 2 ( y mx)
( y m 3 x)
PI =
Function
1
F ( x, y )
F ( D, D )
F(x,y) = eax+by
Put D = a & D1 = b
F(x,y)= sin(ax+by)(or)
Cos (ax+by)
Put D2
(a2 ), DD
PI= F ( D, D )
F(x,y) = xr ys
(ab) & D
1
(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
Particular Integral
F(x,y)=ex+y cosh(x+y)
F(x ,y)= 1 2x
F(x,y)=ex+y sinh(x+y)
F(x, y) = 1
F(x,y)=sin x cos y
e
2
e2 y
2x 2 y
ee
2
F ( x, y)
sin( x y ) sin( x y )
F(x,y)= cos x sin y
1
F ( x, y ) 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
y)
Note:
D represents differentiation with respect to x
D represents differentiation with respect to y
1
D represents integration with respect to x
1
D represents integration with respect to y
12
Page
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
&q
x
p = 2x(y2 + b) ; q = (x2 + a) 2y
(y2 + b) = p/2x
z
y
(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
x
q = f ( xy).x
z
y
&q
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
p = naxn-1 ; q = nbyn-1
z
&q
z
y
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Page
p
nx n1
q
;b ny n 1
q
yn
ny n 1
pn
x
n1
nx
nz px qy
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
y
&q
x
xyz xp
.y
zz2
xyz yq
.x
zz2
p
q
pxz
px
yz
.
xz
xp
yq
pqxy
qy
qyz
pqxy
5. Find the complete integral of p + q =pq

Answer:
Put p = a, q = b
p + q =pq
b ab = -a
a+b=ab
a
b 1a
a
a1
The complete integral is z= ax+
a y +c
a1
14
Page
6. Find the solution of
Answer:
z = ax+by+c
given
put
q1
----(1)
is the required solution
1 -----(2)
p=a, q = b in (2)
ax
b1
(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
log sin z
log c2
sin y
sin z
c2
sin x sin y
,
sin y sin z
cot zdz
8. Eliminate the arbitrary function f from z
f x2
y 2 and form the PDE.
Answer:
f x2 y
p
q
2x
2y
x2
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
Answer:
General form of the sphere equation is
15
Page
x2
y2
zc
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
q2
11. Find the singular integral of
px
qy
pq
Answer:
The complete solution is
z
a
b
z
b
;
( y) x
z
; b
y
( x) y
xy
xy
xy
ax
xy
by
0
( y.
ab
y
x)
xy
12. Find the general solution of px+qy=z

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

Answer:
dx
x2
The auxiliary equation is
From
Also
dx
x2
dy
y2
dy
y2
dz
z2
14. Solve D2
dz
z2
1 1
y x
Integrating we get
1
z
Integrating we get
1
y
Therefore
dy
y2
2DD
11
,
xz
1
y
3D 2 z
1
y
c1
c2
is general solution.
Answer:
Auxiliary equation is
m 2 2m 3 0
m3m1
m
The solution is z
f1 y x
1, m 3
f2 y 3x
17
Page
15. Solve D2
3D 2 z
4DD
Answer:
ex
m 2 4m 3 0
m3m1
m 1, m 3
The CF is
PI
1
4 DD
D2
PI
ex
3D
f1 y x
Put D
f2 y 3x
1, D
1 Denominator =0.
ex
2D 4D
xe x y
2
CF
Z=CF + PI
f1 y x
16. Solve. D2
xe
2
f2 y 3x
ex
4D 2 z
3DD
Answer:
y
x
m2 3m 4 0
m4m1
C.F is = f1(y + 4x) + f2(y - x)
PI
1
3DD
D2
17. Find P.I D2
4D
4DD
ex
ex
134
4D 2 z
1x
e
6
e2 x y
Answer:
PI
Put D
PI
1
4 DD
2, D
4D
1
1
D 2D
e2 x y
e2 x y
1
22
2x y
e2 x y
16
18
Page
18. Find P.I D2
6D 2 z
DD
x2 y
Answer:
PI
1
D
D2 1
D
6D
D2
1D
1
D2D
1
x2 y
2D
2
19. Find P.I
x2 y
x2 y
x4 y
12
x3
3
x5
60
z
xy
sin x
Answer:
PI
1,
Put D 2Sin x y
D 2 DD
(1)( 1) 1
DD
Sin x y1
Sin x y
21 1
20. Solve D3
3DD
Answer:
2D 3 Z
m3 3m 2 0
m 1 m2 m 2
m1m2m1
m 1,1 m
The Solution is
CF
2
f1 y x
f3 y 2x
x f2 y x
FOR PRACTICE:
x2
1. Eliminating arbitrary constants
2. Solve
a
2
z
x
y2
b2
z2
c2
sin y
3. Find the complete the solution of p. d .e p
4. Form p.d.e eliminating arbitrary function from
q 2 4 pq
z2
x
xy ,2
19
Page
5. Find the singular soln of z
1. (i) Solve x2 y
(ii) Solve x z
z p y2 z x q
z
x
2. (i) Solve mz ny
3. (i) Solve x2
(ii) Solve y
z2 q
z y2
z
y
ly mx
nx lz
(ii) Solve 3z 4 y p
z 2 p 2 xyq
z2
x2 p 2 xyq 2 zx 0
2 xz
4. (i) Solve y
zp
zxq
xy
(ii) Solve y
zp
zxq
xy
3DD
2D
e3 x 2y
5. Solve D2
2
6. Solve
x2
sin(3x 2 y)
z
xy
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
4DD
4D 2 z
11. Solve D3
D2 D
DD 2 D 3 z
12. Solve (i) z px qy
13. Solve z 2 1 p
q2
e2 x y
e2 x
cos( x y)
1 p 2 q2
p 2q
px qy
e x sinh y xy
10. Solve D2
(ii) z
x2
4x 2z q 2 y 3x
y2
2
q2 1
z2 x y
y 2 p y x2
p2
px qy
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Page
14. Solve z 2 ( p 2 x 2 q2 ) 1
15. Solve (i) z ( p
(ii) z 2 ( p
q2 )
q2 )
x2
x2
y2
y2
UNIT - 2
FOURIER SERIES
a0
f ( x) 2
an cos nx bn sin nx
n1
(0,2 )
(- ,
Even (or) Half range
Fourier co sine series
Odd (or) Half range

Fourier sine series
Neither even nor odd
21
Page
a0
f ( x)dx
a0
an
a0
an
f ( x) cos nxdx
an
f ( x) cos nxdx
f ( x)dx
an
f ( x) cos nxdx
f ( x)s innxdx
bn=0
bn
f ( x)s innxdx
bn
f ( x)s innxdx
f ( x)
a0
2
an cos
n1
n xn x
bn sin
(0,2 )
( -, )
Even (or) Half range
Fourier cosine series
a0
a0
bn
f ( x)dx
1
f ( x)dx
a0
an
bn
1
nx
f ( x)s indx
0
an
a0
2n x
f ( x) cosdx
0
bn=0
Neither even nor odd
a0
f ( x)dx
0
1
nx
f ( x) cosdx
0
Odd (or) Half range

Fourier sine series
1
f ( x)dx
an
bn
2n x
f ( x)s indx
0
an
1
nx
f ( x) cos dx
bn
1
nx
f ( x)s in dx
Even and odd function:

Even function:
f(-x)=f(x)
eg : cosx,x2 , , x , sin x , cos x are even functions
Odd function:
22
Page
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(0) = f(2 ) =
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)=
a0
+ a1 cosx +b1sinx + a2cos2x + b2sin2x for form
2
a0
a1
f(x)=
y cos x
n
, a2
y cos 2 x
n
b1
a0xx2 x2 x
+ a1 cos+b1 sin+ a2 cos+ b2 sin( form)
2
y sin x
n
, b2
y sin 2 x
n
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Page
a0
x
y cos
y
n
a1
a2
2x
y cos
b1
x
y sin ,
n
b2
2x
y sin
n
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
1
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
ao
f ( x) dx
4
12an 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.
(iii) f (x) has at most a finite number of maxima and minima.
5. State Eulers formula.

24
Page
Answer:
In (c, c 2l )
ao
2
fx
an cos nx bn sin nx
1
where ao
c 2l
f ( x )dx
c
an
c 2l
f ( x ) cos nxdx
c
bn
c 2l
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
2x
x0
f(x) =
2x
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

The required constant term of the Fourier series = ao = 0
25
Page
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 2 )dx
x2
2
x3
3
0
2
4
2
22
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)

In the Fourier series bn = 0
26
Page
12. Obtain the sine series for f x
Given f x
l x l/2
x l/2
xl
x l/2
l x l/2
xl
Answer:
Given f x
x l/2
l x l/2
Fourier sine series is
xl
nx
bn sin
l
fx
bn
nx2
f ( x) sin dx
l 0l
l2
2
nx
l
x sin dx
0
l
2
l
l2
nx
cos
l
n
lx
nx
dx
l
(l x) sin
nx
(1)l
l2
sin
l (l x)
l
2n
nx
cos
l
n
Fourier series is
sin
l
n
l 2 cos n 2 l 2 sin n 2 l 2 cos nl 2 l 2 sin n 2

2 22 2
2nn2nn
2 2l 2 sin n 2
ln
l 2 ( 1)
l2
2
l
nx
4l sin n 2
22
22
fx
4l
2
sin n 2 n x
sin
2
nln 1
13. If f(x) is odd function in
l , l . What are the value of a0 &an
Answer:
If f(x) is an odd function, ao = 0, an = 0
27
Page
14. In the Expansion f(x) = |x| as a Fourier series in (Answer:

Given f(x) = |x|
. ) find the value of a0
f(-x) = |-x| = |x| = f(x)
2 x2
xdx 2
ao
15. Find half range cosine series of f(x) = x, in 0
Answer:
ao
xdx
2 x2
2
an
x sin nxdx
cos nx
sin nx
(1)
n
n2
cos n
n
fx
1
n
00
ao
2
Fourier series is
n0
1
n
n1
an cos nx
n0
1
n
n1
16. Find the RMS value of f(x) = x2, 0

Answer:
Given f(x) = x2
cos nx
x1
28
Page
R.M.S value
2l
12
f ( x) dx
l0
x2
dx
120
x
2 5
2
5
f ( x) x in (0,
17. Find the half range sine series of
Answer:
bn
f ( x) sin nxdx
0
x sin nxdx
cos nx
n
( 1) n
n
2( 1) n
n
(1)
sin nx
n2
fx
Half range Fourier sine series is
18. Find the value of a0 in the cosine series of
2( 1) n 1
sin nx
n0
f ( x) x in (0, 5)
Answer:
ao
xdx
50
2x
52
2 52
52
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.
eg : sinx,x3 ,sinhx, tanx are odd functions
29
Page
20. Write the first two harmonic.

Answer:
The first two harmonics are

ao
2
fx
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 )
and hence deduce that
1
12
1
32
2. Find the Fourier series for f(x) = x2 in (-
1
(i)
1
22
1
.........
32
1
(ii)
1
.........
52
1
22
) and also prove that

2
1
32
.........
3. (i) Expand f(x) = | cosx | as Fourier series in ((ii) Find cosine series for f(x) = x in (0,
Show that
1
14
1
24
12
. ).
) use Parsevals identity to

4
1
.........
34
90
4. (i) Expand f(x) = xsinx as a Fourier series in (0, 2 )

(ii)
Expand
1
12
f(x)
1
32
|x|
as
Fourier
series
in
(-
and
deduce
to
.........
8
52
0 ,
( ,0) Find the Fourier series and hence deduce that
sin x , (0, )
5. If f ( x)
111
.........
1.3 3.5 5.7
6. (i) Find the Fourier series up to second harmonic

X
18
24
28
26
20
(ii)Find the Fourier series up to third harmonic

30
Page
7.
/3
2/3
4/3
5/3
F(x)
10
14
19
17
15
12
10
(i) Find the Fourier expansion of f ( x)
1
Hence deduce that
1
22
x) 2 in (0, 2 ) and
(
2
1
.........
23
f ( x) 2 x x
(ii). Find a Fourier series to represent
2 with
period 3
in the range (0,3)
(ii) Find the Fourier series of f x
and hence show that
1
32
8.
, ).
in
fx
(ii) Find the Fourier series for
ex in (
(0, )
2 in ( , 2 )
2
1
.........
52
(i) Find the the half range sine series for f x

that 1
1
33
13
x in the interval (0, ) and deduce
1
....
5
(ii) Obtain the half range cosine series for f x
1
and also deduce that
1
22
14
1
......... 90
42
.........
32
14
1
1
.........
34
in (0,1)
6
. ) and also prove that
(use P.I)
(ii) Find the Fourier series for f(x) = x in (-
9. (i) Find the Fourier series for f(x) = x2 in (-
x1
. ) and also prove that
(use P.I)
96
31
Page
cx
10(i)Obtain the sine series for f x
clx
,0
l
2
x
l
,2
xl
kx
,0
(ii). Find the Fourier series for the function f x
l
,2
k 2l x
11.(i).Find the Fourier series for the function f x
1
deduce that
1
22
l
2
xl
, ) and also
1 x x2 in (
1
.........
32
(ii) Find the Fourier expansion of
1
f(x) =
2x
2x
x0
1
in (- , ), and also deduce that
,0
1
32
1
.........
5
32
Page
UNIT - 3
APPLICATIONS OF P.D.E
S.
ONE DIMENSIONAL WAVE EQUATION
N
O
VELOCITY MODEL
1
STEP-1
One Dimensional wave equation
2
is
t2
4.
STEP-1
One Dimensional wave equation
2
y
x2
is
STEP-2
Boundary conditions
1. y(0,t)= 0for t 0
2. y( , t) = 0for t 0
3. y(x,0)= 0for 0 < x <
y
t
INITIAL POSITION MODEL
= f(x)
for
0<x<
t2
y
x2
STEP-2
Boundary conditions
1. y(0,t)=0for
2. y( , t) = 0for
3.
t0
y
t
=0
t0
t0
for 0 < x <
t0
4. y(x,0)
= f(x) for
0<x<
33
Page
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-4
STEP-4
The suitable solution for the given
The suitable solution for the given
boundary condition is
boundary condition is
y(x,t) = (Acos x+B sin x )(Ccos at+D sin at)
y(x,t) = (Acos x+B sin x )(Ccos at+D sin at)
(2)
(2)
STEP-5
STEP-5
Using Boundary condition 1
y(0,t) = 0
y(0,t) = 0
Then (2) becomes,
Then (2) becomes,
y(0,t) = (A cos 0 +B sin 0 ) ( C cos at + Dsin at) =0 y(0,t) = (A cos 0 +B sin 0 ) ( C cos at + D sin at)
(A) ( C cos at + D sin at)=0
=0
A=0
(A) ( C cos at + D sin at)=0
Using A = 0 in (2)
A=0
y(x,t) = ( B sin x) ( C cos at + D sin at) (3)
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
(4)
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(
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)
n xn atn at
) C cos() D sin()
Then (3) becomes,
y ( x, t ) B sin(
n xn atn at
) C cos() D sin()
(4)
STEP-7
y(x,0) = 0
Then (4) becomes,
STEP-7
34
Page
nx
) C cos 0 D sin 0 =0
nx
B sin( ) C
0
y( x, t ) B sin(
C=0
Then (4) becomes,
y ( x, t ) B sin(
n xn at
) D sin()
y
t
= 0Then (4) becomes,

t0
Differentiating (5) partially w.r.to t and put t =0
y n xn atn at n a
sin( D cos()
t
) CB sin()
t 0
n xn a
B sin() D0
D=0
Then (4) becomes,
The most general solution is
y ( x, t )
Bn sin(
n1
n xn at
) sin()
(5)
n xn at
y ( x, t )B sin( ) C cos()
y ( x, t )
Bn sin(
n1
STEP-8
Differentiating (5) partially w.r.to t
y
t
Bn sin(
n1
n xn at n a
) cos()
Using Boundary condition (4),
y
t
nxna
Bn sin()
1
This is the Half Range Fourier Sine Series.
na
2n x
Bn
Bn
9
2
n a0
nx
f ( x)sin( )dx
Bn sin(
n1
Where Bn
This is the Half Range Fourier Sine Series.
Bn
2n x
f ( x)sin()
0
)f ( x)sin(
STEP-9
The required solution is
y ( x, t )
nx
Bn sin( ) cos(0)
n1
nx
Bn sin( )
n1
y ( x, 0)
t0
f ( x)
(5)
STEP-8
Using Boundary condition (4),
y(x,0) = f(x)
f ( x)
= f(x)
n xn at
) cos()
n xn at
) sin()
2
nx
f ( x)sin()dx
n a0
STEP-9
n xn at
Bn sin( ) sin()
n1
2n x
Where Bn
f ( x)sin()dx
0
y ( x, t )
35
Page
ONE DIMENSIONAL HEAT

EQUATION
1
The one dimensional heat equation is
Boundary conditions
1.u(0,t) = 0for t 0
2.u( ,t) = 0for t 0
3.u(x,t) = f(x) for 0<x<
u ( x, t ) ( Ae
Be
)Ce
u ( x, y ) ( Ae
22
22
=0
22
u( x, t ) (B sin x)Ce
u(, t ) ( B sin )Ce
22
=0
n
2
De
(2)
u (0, y ) ( A cos 0 B sin 0)(Ce

( A)(Ce
Be
De
De
(3)
u (, y )( B sin )(Ce y
De
0 ( B sin )(Ce
De
Then (3) becomes
ny
u ( x, y ) n x
( B sin)(Ce

222
222
nx
Bn sin()e
1
De
Using boundary condition 2

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

u(l,t) = 0
nx
u( x, t ) B sin()Ce
A=0
Then (2) becomes
A=0
Then (2) becomes
(B sin )Ce
n
(2)
u (0, y )
)(C cos y D sin y )
The most suitable solution is

22
=0
22

u(0,y) = 0
u(0, t ) ( A cos0 B sin 0)Ce
Be

u(0,t) = 0
u ( x, y ) ( Ax B)(Cy D)
u( x, t ) ( A cos x B sin x)Ce
( A)Ce

22
The most suitable solution is
22
u
y2
Boundary conditions
1.u(0,y) = 0for 0<y<
2.u( ,y) = 0for 0<y<
3.u(x, ) = 0for 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
u
x2
u
x2
The two Dimensional equation is
u
t
4,
TWO DIMENSIONAL HEAT FLOW

EQUATION
De
ny
(4)
(4)
36
Page

u(x,0) = f(x)
u ( x, 0)
Bn sin(
n1

u(x, ) =0
nx
)
u ( x, ) ( B sin
nx
Bn sin()
1
f ( x)
n
This the Half range Fourier sine series
Bn
nx
)(C
0 ( B sin
n x2
f ( x)sin()dx
0
nx
)(Ce
De )
D 0)
C=0
then (3) becomes
ny
nx
u ( x, y ) ( B sin)( De
u ( x, y )
n
Where Bn
nx
Bn sin()e
1
2n x
f ( x)sin()dx
0
(5

222
u ( x, t )
ny
nx
Bn sin()e
1
y(x,0) = f(x)
nx
Bn sin( )e
n1
nx
f ( x)
Bn sin(
)
n1
u ( x, 0)
This the Half range Fourier sine series
2n x
f ( x)sin()dx
0
Bn
u ( x, y )
n
Where Bn
nx
Bn sin()e
1
2n x
f ( x)sin()dx
0
ny
QUESTION WITH ANSWER

2
1. Classify the Partial Differential Equation i)

Answer:
u
x2
u
y2
37
Page
u
x2
u
here A=1,B=0,&C=-1
y
B2 - 4AC=0-4(1)(-1)=4>0
2
The Partial Differential Equation is hyperbolic

2
u
xy
2. Classify the Partial Differential Equation
u
y
u
x
xy
Answer:
2
u
xy
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
uu
4 24
xx y
Answer:
2
2
uu
4 24
xx y
u
6
2y
u
x
u
y
u
6
x
2y
here A= 4,B =4, & C = 1
u
y
B2-4AC =16 -4(4)(1) = 0
The Partial Differential Equation is Parabolic

i) y2uxx 2xyuxy x2uyy 2ux 3u 0
38
Page
ii) y 2uxx
uyy ux 2 uy 2 7 0
Answer:
i) Parabolic ii) Hyperbolic (If y = 0)
iii)Elliptic (If y may be +ve or ve)
6. In the wave equation
y
2
y what does c2 stands for?

2
x
Answer:
2
t2
x2
T
m
here a 2
T-Tension and m- Mass
7. In one dimensional heat equation ut = 2 uxx what does 2 stands for?

Answer:-
u
t
2
= k
u
x2
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
ii) The rate at which heat flows across any area is proportional to thearea
and to the temperature gradientnormal to the curve. This constant of
proportionality is known as the conductivity of the material. It is known as
Fourier law of heat conduction
39
Page
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)
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:
x
u ( x, t ) ( Ae
Be
)Ce
22
u ( x, t ) ( A cos x B sin x)Ce

u ( x, t ) ( Ax B)C
22
12. State Fourier law of heat conduction

Answer:
u
kA x
(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
Page
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:
x
u ( x, y ) ( Ae
Be
)(C cos y D sin y )
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 )
80 20 x
20
60
u( x, t ) x 20
bax
a
l
16. Write the DAlemberts solution of the one dimensional wave equation?
Answer:
41
Page
1
y 2
here
x at
x
x at
fx
vx
x at
v( )d
2a
gx
x at
ax f ag
17. What are the boundary conditions of one dimensional Wave equation?
Answer:
Boundary conditions
1. y(0,t)
=0
2. y( , t) = 0
=0
3. y(x,0)
4.
y
t
for
for
for
= f(x)
for
t0
t0
0<x<
0<x<
t0
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
1.u(0,y) = 0
2.u( ,y) = 0
for 0<y<
for 0<y<
3.u(x, ) = 0
for 0<x<
4.u(x,0) = f(x)
for 0<x<
42
Page
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 )
Here a=40C & b=60C
ut
60 40 x
40
30
bax
a
l
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 timet = 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 . If it is released from rest find the displacement.

l
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
displacement.
cx
l
c
(2l x)
l
0< x < 1
Find the
0< x < 1
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.
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.
43
Page
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.

10.
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)
5 and all other three edges are kept at 0o C. Find the steady
10
state temperature at any point of the plate.
44
Page
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)
F [f(x)] = F (s) =
s
f ( x)sin sxdx
6. Inversion formula
f(x) =
Fs ( s)sin sxds
0
7. Parsevals Identity
8. Gamma function
f ( x) dx
n
0
9.
ax
cos bxdx
a
a 2 b2
ax
sin bxdx
b
a 2 b2
10
0
sin ax
dx
x
11.
0
F ( s) ds
e x dx , n 1 n n &
n1
1
2
45
Page
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
Step2: Simplify, we get
F (S)
C
WORKING RULE TO FIND INVERSE FCT
46
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Step1: Write the inverse FCT formula & Sub
F ( S ) with its limit in the formula

C
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) =
a2
Fs(e-ax) =
s2
s
a2
s2
By Inversion formula,
By Inversion formula,
cos sx
ds
a2 s2
2a
ax
0
sin sxds
ax
TYPE-I : If problems of the form i)
x2
ii)
a2
x2
TYPE-II: If problems of the form i)

0
22
1
x2
a2
, then use Inversion formula
dx
dx ii)
0
22
, then use Parsevals Identity
TYPE-III
dx
0
x2
a2
x2 b2
, then use
f ( x) g ( x)dx FC f ( x) FC g ( x) dx
0
47
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UNIT - 4
FOURIER TRANSFORM
1. State Fourier Integral Theorem.
Answer:
If
f ( x) is piece wise continuously differentiable and absolutely on
1
f ( x)
2
f t ei ( x t ) s dt ds
then,
48
Page
2. StateandproveModulation
theorem.
1
Fsa
Fsa
2
f x cos ax eisx dx
F f x cos ax
1
2
F f x cos ax
eisx dx
fx
2
11
22
f x ei ( s
2
1
Fsa
F f x cos ax
iax
eiax e
1
2
Proof:
11
dx 2 2
a) x
f x ei ( s
a) x
dx
Fsa
Fsa
Fsa
2
3. State Parsevals Identity.
Answer:
If F s is a Fourier transform of f x , then
Fs
ds
fx
dx
4. State Convolution theorem.

Answer:
The Fourier transform of Convolution of f x
and g x is the product of their Fourier
transforms.
Ffg
F sGs
5. State and prove Change of scale of property.
49
Page
Answer:
If
Fs
1
F
a
F f x , then F f ax
F f ax
1
2
f ax eisx dx
1
2
fte
1s
F
F f ax
s
a
dt
;
a
dnn
( i) n F (s)
ds
F x f ( x)
Answer:
1
2
Fs
Diff w.r.t
dn
Fs
ds
1 dn
Fs
(i )n ds n
d
n
n
( i) n F s
ds
n
Fxfx
f x eisx dx
s n times
1
2
f x ix eisx dx
1
2
f x (i)n ( x)n eisx dx
1
2
( x)n f x eisx dx
1
2
( x) n f x eisx dx
d
nn
iF s
ds
f ( x)cos sxdx e
7. Solve for f(x) from the integral equation

0
Answer:
where t ax
6. Prove that if F[f(x)]a= F(s) then
50
Page
f ( x)cos sxdx e
0
Fc f x
f x cos sx dx
0
Fc f x
f ( x)
Fc f x cos sx ds
0
e
s
e cos sx ds
ax
cos bx dx
a
a 2 b2
a 1, b
e cos sx ds
1
x2 1
8. Find the complex Fourier Transform of f ( x)
Answer:
Ffx
1
2
f x eisx dx
x
a;
xa
51
Page
1
2
Ffx
1 eisx dx
a
a
1
2
(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
Ffx
1
2
1
2
2
2
f x eisx dx
a
x eisx dx
x
a;
xa
x (cos sx i sin sx)dx

a
2i
( x(i sin sx)dx x
cos sx
sin sx
(1)
s
s2
as cos as sin as
s2
[Use even and odd property first term become zero]
52
Page
10. Write Fourier Transform pair.

Answer:
If f ( x) is defined in
, then its Fourier transform is defined as
Fs
1
2
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
fx
Fse
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
Fc e
e ax cos bx dx
0
a
a 2 b2
1
s2 1
12. Find the Fourier Transform of
f ( x)
eimx , a
0,
xb
otherwise
Answer:
53
Page
1
2
Ffx
f x eisx dx
b
1
2
1
2
imx isx
e e dx
a
im sx
1
2
im s
ei m
11
ei m s b ei m s a
2 im s
Answer:
dx
13. Find the Fourier sine Transform of
Fs f x
sx
f x sin sx dx
0
sin sx
dx
x
Fs
2
2
1
x
14. Find the Fourier sine transform of e

Answer:
Fs f x
f x sin sx dx
0
Fs e
e x sin sx dx
e
Fs e
s
s2 1
15. Find the Fourier cosine transform of e

Answer:
2x
2e
ax
b
sin bx dx
a 2 b2
54
Page
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
s2 4
1
s2 1
16. Find the Fourier sine transform of
f ( x)
1
1
s2 4 s2 1
1,
x1
x1
Answer:
Fs f x
f x sin sx dx
0
Fs f x
f x sin sx dx
0
1sin sx dx 0
0
f x sin sx dx
cos sx
s
2 1 cos s
s
55
Page
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 dx2 x sin sx dx

0
1
1
cos sx sin sx
x s
s2
Fs f x
cos sx sin sx
2x s
s2
cos s sin s sin 2s cos s

s
s2
s2s
sin s
s2
2sin s sin 2s
s2
18. Define self reciprocal and give example.

If the transform of f x
reciprocal.
is equal to f s , then the function f x
is called self
x2
2
is self reciprocal under Fourier transform.
56
Page
19. Find the Fourier cosine Transform of f ( x)
0
x
Answer:
Fc f x
f x cos sx dx
0
sin sx
x
s
x cos sx dx
s sin s
cos sx
s2
cos s
2
s
sin s
cos s
s2
1
s2
s2
x
20. Find the Fourier sine transform of
x2
a2
Answer:
L et
Fs e
fxe
ax
ax
s
s2 a2
Using Inverse formula for Fourier sine transforms
ax
2
2
(ie)
0
sin sx ds
s
sin sx ds e
s2 a 2
2
ax
,a0
57
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x
sin sx dx e
x2 a 2
2
Change x and s, we get

0
Fs
x
2
2
2
as
sin sx dx
as
as
FOURIER TRANSFORM
PART-B
1. (i)Find the Fourier Transform of
(ii)
a2
f ( x)
sin x x cos x
dx
x3
2. Find the Fourier Transform of
16
x2
and hence
(ii). Find the Fourier Transform of
deduce that
if x
x cos x sin xx
cosdx
3x2
deduce that (i)
sin x
i)dx
x
1 x 2 if x
f(x)
sin x x cos x
x3
a
a
dx
15
. hence
f ( x)
1 if x
0 if x
and hence evaluate
ii)
0
sin x
dx
x
4. Find Fourier Transform of
f ( x)
i)
0
sin x
dx
x
1
0
if x
if x
and hence evaluate
ii)
0
sin x
dx
x
58
Page
5. Evaluate
x2
i)
2
6 i). Evaluate (a)
ii). Evaluate (a)

0
x2
dx
ii)
2
dx
x2 b2
x2 a2
7.
dx
22
(b)
(b)
0
x 2 dx
a 2 x2 b2
x2
dx
1 x2 4
22
t 2 dt
4 t2 9
t2
sin x; when o
(i)Find the Fourier sine transform of f ( x)
x2
2
is e
(ii)Obtain Fourier cosine Transform of e
; whenx
cos x; when o
(ii) Find the Fourier cosine transform of f ( x)
8. (i) Show that Fourier transform
x
xa
; whenx a
0
s2
2
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

that (i)
0
cos 2 x
dx
x 2 16
11.(i)Find FS xe
(ii) Find FS
ax
& Fc
x sin 2 x
dx
x 2 16
, x>0 and hence deduce
ax
& Fc xe
ax
e 8 (ii)
4x
x sin x
dx
1 x2
ax
(iii) Find the Fourier cosine transform of f ( x)
ax
cos ax
59
Page
Z - TRANSFORMS
Definition of Z Transform
Let {f(n)} be a sequence defined for
Z Transform is defined as
Fz
Z f (n)
f (n) z
n = 0, 1,2 and f(n) = 0 for n< 0 then its
(Two sided z transform)
Z f ( n)
Fz
f (n) z
(One sided z transform)
n0
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
u(n)
Properties
1 for n 0
0 for n 0
60
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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
Ze
ft
Fz
z zeaT
If Z {f(n)} = F(z),
then Z a n f n
z
F 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
If Z[f(n)] = F(z) then lim f (n)

n
PARTIAL FRACTION METHODS
lim( z 1) F ( z )
z1
61
Page
Model:I
za
zb
1
zazb
Model:II
za
zb
1
2
zazb
C
( z b) 2
Model:III
1
z a z2 b
Bz C
z2 b
za
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 )
K0
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:
1aa
....... a
1 an
1a
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Page
.......
a
1 ( a)
n1
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
f(n)
No.
1.
Z[f(n)]
1
z
z1
2.
an
z
za
3.
z
( z 1) 2
4.
n2
z2 z
( z 1)3
63
Page
6.
1
n
7.
log
ean
10.
1
n!
11.
Cos n
12.
sin n
14.
( z 1)
z
( z ea )
1
z
z ( z cos )
z 2 2 z cos 1
z2
13.
1z
log
z( z 1)
n1
9.
( z 1)
z log
n1
8.
z sin
2 z cos
n
cos
2
z2 1
n
sin 2
z
z2 1
z2
az
( z a)2
na n
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
z2
z sin T
2 z cos T 1
64
Page
5.
cos t
z ( z cos T )
z 2 2 z cos T 1
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)
Fz
f (n) z
n = 0, 1,2 and f(n) = 0 for n< 0 then
(Two sided z transform)
Z f ( n)
Fz
f (n) z
(One sided z transform)
n0
Find the Z Transform of 1
Zfn
Answer:
f nz
n0
n
Z1
(1) z
1z
....
n0
1z
1
1
Z1
z
z
z1
1
1
z1
z
z
z1
2. Find the Z Transform of n

Answer:
65
Page
Zfn
f nz
n0
Zn
nz
n0
nz
0z
2z
3z 3 ...
n0
1z
z
1z
zz1
z1
3.
11
1
zz
Find the Z Transform of n2.
Answer:
Zn
Z nn
d
z
dz
4.
d
zZn
dz
z
z1
, by the property,
( z)
z1
z2 z 1
z1
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

If Z [f (n)] = F (z) then lim f (n)
n
lim( z 1) F ( z )
z1
6. State convolution theorem of Z- Transform.

66
Page
Answer:
Z[f(n)] = F(z) and Z[g(n)] = G(z) then Z{f(n)*g(n)} = F(z) G(z)
na
7. Find Z Transform of
Answer:
Zfn
f nz
n0
Z na
na n z n
n
n0
a
n
n
z0
aa
1
zz
Answer:
We know that
a
z
a
3
...
az
2
za
n
cos
2
and
sin
2
Zfn
f nz
n0
z z cos
z 2 2 z cos
Z cos n
z z cos
Z cos n
z2
2 z cos
2
z2 1
67
Page
Z sin n
Similarly
z sin
Z sin n
z sin
2 z cos
z2
2 z cos
z
z2 1
1
n
Answer:
Zfn
f nz
n0
1
Z
n
z
n 0n
1 n z1 z2 z3
....
z
123
n 1n
1
log 1
z
log
z
z1

Answer:
z1
log
z
1
n!
68
Page
Zfn
f nz
n0
1
Z n!
1
z
0 n!
z
0 n!
z 1 z2
1
1! 2!
ez
z3
....
3!
1
z
n1
Answer:
Zfn
f nz
n0
1
n1
1
n0
n1
z
n0
zz
n1
1
( n 1)
z2
2
z3
....
3
1
log 1 z
z log
12. Find Z Transform of an
z
z1
69
Page
Answer:
fn
fnz
n0
an
zn
Za
n0
n0
1
a
z
a
z
a
z
...
a
z
a
z
a
z
z
z
13. State and prove First shifting theorem

Statement:
If
Zft
Fz
, then
Ze
at
f (t ) F zeaT
Proof:
Ze
at
f (t )
anT
f (nT ) z
n0
As f(t) is a function defined for discrete values of t, where t = nT,

then the Z-transform is
n
Z f (t )
f (nT ) z
F ( z ) ).
n0
at
aT
Z e f (t )
f (nT ) ze
F ( ze
aT
n0
14.
Define unit impulse function and unit step function.
The unit sample sequence is defined as follows:
(n)
1 for n
0 for n
The unit step sequence is defined as follows:
70
Page
1 for n 0
u(n)
15.
0 for n 0
Z eat
Find Z Transform of
Answer:
Ze
at
anT
aT n
ez
n0
aT n
ze
n0
z
z eaT
za
za
[Using First shifting theorem]
16.
Z te
Find Z Transform of
2t
Answer:
Z te
2t
Tz
Zt
z ze
Tze
ze
2T
z1
2
z ze
2T
2T
2T
17.
Z et cos 2t
Find Z Transform of
Answer:
Z et cos 2t
Z cos 2t
z z cos
z ze
ze
ze
2T
z2
ze
2 cos
z1
z ze
cos T
2cos T ze
71
Page
Z e2 t
Find Z Transform of
18.
Answer:
Let f (t) = e2t , by second sifting theorem
T)
Z e2(t
Z f (t T )
z F ( z ) f (0)
ze 2T
z1
2T
1
2T
ze
ze1
Z sin t T
Find Z Transform of
19.
Answer:
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
z sin t
z2
0
2cos t z 1
z2
z 2 sin t
2cos t z 1
n 1n2
Answer:
Zfn
f nz
n0
n1n2
Z n2
2n n 2
Z n2
z2
z1
z n2
3n 2
z
3
z
z1
3z n
2z 1
z
z1
72
Page
QUESTION BANK
Z-TRANSFORMS
1. (i)Find Z
(ii) Find Z
2. (i) Find Z
8z 2
(2 z 1)(4 z 1)
z2
( z a)( z b)
&Z
z2
( z a)
&Z
by convolution theorem.
(2 z 1)(4z 1)
z2
by convolution theorem
( z 1)( z 3)
&Z
8z
z2
by convolution theorem
( z a)
3.
(i ) State and prove Initial & Final value theorem.

(ii) State and prove Second shifting theorem
12n 3
(i) Find the Z transform of
&
(n 1)(n 2)(n 1)(n 2)

4.
(i) Find Z
z2
( z 2 4)
by residues.
z2 z
(ii) Find the inverse Z transform ofby partial fractions.
z 1 ( z 2 1)
5. (i) Find Z
z2
z
2z 2
&Z
z2
11
6. (i)Find the Z transform of f (n)

(ii) Find Z
7.
1
n!
(i)Solve y n 2
(ii) Solve y n 2
8.
(i )Solve y n
(ii) Solve y n 3
z2
7 z 10
and Z
Hence find Z
n!(n 1)!
and also find the value of sin(n 1)
6y n 1
4y n 1
3y n 1
3y n 1
9. (i)Find Z cos n & Z sin n
9y n
4y n
4y n 2
2y n
2n with y 0
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
& Z a n sin n
2
8,

MA6351

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MA6351

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MA6351-TRANSFORMS AND PARTIAL

DIFFERENTIATION &INTEGRATION FORMULAE

cos ecx cot x

4. cos xdx sin x &

cos x & sin axdx

Department of Mathematics FMCET MADURAI

17. log xdx

21. e cos bxdx

22. e sin bxdx

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

f ( x)dx 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

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

PARTIAL DIFFRENTIAL EQUATIONS

Formation PDE by Eliminating arbitrary functions

Where ( , m ,n) are the Lagrangian Multipliers

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

F( xmp, ynq, z)=0 (1)

Using the above in (1)we get

Using the above in (1) We get

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

If m=1 & n=1 then

If k =-1 then Z = log z

Using the above in (1)

HOMOGENEOUS LINEAR EQUATION

To Find Complementary Function

Expand and operating D & D on xr ys

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

F(x,y)= cos x sin y

F(x,y)= cos x cos y

F(x,y)= sin x sin y

PARTIAL DIFFRENTIAL EQUATIONS

2. Form the PDE by eliminating the arbitrary function from

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+

6. Find the solution of

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.

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

The complete solution is

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

log x = log y + log c

13. Find the general solution of px2+qy2=z2

The auxiliary equation is

C.F is = f1(y + 4x) + f2(y - x)

17. Find P.I D2

18. Find P.I D2

19. Find P.I

3. Find the complete the solution of p. d .e p

4. Form p.d.e eliminating arbitrary function from

Department of Mathematics FMCET MADURAI

5. Find the singular soln of z

12. Solve (i) z px qy