M3

ENGINEERING MATHEMATICS-III 15MAT31
SYLLABUS
ENGINEERING MATHEMATICS-III
SUB CODE: 15MAT31 IA Marks:20

Hrs/Week: 04 Exam Hrs: 03
Total Hrs: 50 Exam Marks: 80
MODULE-I
Fourier Series:
Periodic functions, Dirichlet’s condition, Fourier Series of Periodic functions with period
2π and with arbitrary period 2c, Fourier series of even and odd functions, Half range
Fourier Series, practical Harmonic analysis. Complex Fourier series.
MODULE-II:
Fourier Transforms: Infinite Fourier transforms, Fourier Sine and Cosine transforms,
Inverse transform.
Z-transform: Difference equations, basic definition, z-transform-definition, Standard z-
transforms, Damping rule, Shifting rule, Initial value and final value theorems (without
proof) and problems, Inverse z-transform. Applications of z-transforms to solve
difference equations.
MODULE- III
Statistical Methods: Correlation and rank Correlation coefficients, Regression and
Regression coefficients, lines of regression -problems
Curve fitting: Curve fitting by the method of least squares, fitting of the curves of the
form,
y ax b y ax 2 bx c y aebx y axb
Numerical Methods: Numerical solution of algebraic and transcendental equations by:

Regular-falsi method, Secant method, Newton -Raphsonmethod and Graphical method.
MODULE IV
Finite differences: Forward and backward differences,Newton’s forward and backward
interpolation formulae. Divided differences-Newton’s divided difference formula.
Lagrange’s interpolation formula and inverse interpolation formula. Central Difference-
Stirling’sand Bessel’s formulae (all formulae without proof)-Problems.
Numerical integration: Simpson’s 1/3, 3/8 rule, Weddle’s rule (without proof ) –
Problems
MODULE-V
Vector integration:
Line integrals-definition and problems, surface and volume integrals-definition, Green’s
theorem in a plane, Stokes and Gauss divergence theorem (without proof) and problems.
Calculus of Variations: Variation of function and Functional, variation problems,
Euler’s equation, Geodesics, minimal surface of revolution, hanging chain, problems
DEPT OF MATHEMATICS,SJBIT Page 1

Course Outcomes: On completion of this course, students are able to
know the use of periodic signals and Fourier series to analyze

circuits
explain the general linear system theory for continuous-time
signals and systems using the Fourier Transform
analyze discrete-time systems using convolution and the z-transform
use appropriate numerical methods to solve algebraic and
transcendental equations and also to calculate a definite integral
Use curl and divergence of a vector function in three dimensions,
as well as apply the Green's Theorem, Divergence Theorem and
Stokes' theorem in various applications
Solve the simple problem of the calculus of variations

Engineering Mathematics – III

 Module 1: Fourier Series ……………………………4-27
 Module 2: Fourier Transforms & Z Transforms…………………………28-55
 Module 3; Statistical Methods, Curve Fitting, Numerical Method ….56-77
 Module 4: Finite Difference, Numerical Integration ……………….78-99
 Module 5: Vector Integration, Calculus of Variation ……………………100-108

MODULE- I
FOURIER SERIES
CONTENTS:
Introduction
Periodic function
Trigonometric series and Euler’s formulae
Fourier series of period 2
Fourier series of even and odd functions
Fourier series of arbitrary period
Half range Fourier series
Complex form of Fourier series
Practical Harmonic Analysis

FOURIER SERIES
DEFINITIONS :
A function y = f(x) is said to be even, if f(-x) = f(x). The graph of the even function is
always symmetrical about the y-axis.
A function y=f(x) is said to be odd, if f(-x) = - f(x). The graph of the odd function is
always symmetrical about the origin.
For example, the function f(x) = x in [-1,1] is even as f(-x) = x x = f(x) and the
function f(x) = x in [-1,1] is odd as f(-x) = -x = -f(x). The graphs of these functions are
shown below :
Graph of f(x) = x Graph of f(x) = x
Note that the graph of f(x) = x is symmetrical about the y-axis and the graph of f(x) = x
is symmetrical about the origin.
1. If f(x) is even and g(x) is odd, then
h(x) = f(x) x g(x) is odd

h(x) = f(x) x f(x) is even
h(x) = g(x) x g(x) is even
For example,
1. h(x) = x2 cosx is even, since both x2 and cosx are even functions

2. h(x) = xsinx is even, since x and sinx are odd functions

3. h(x) = x2 sinx is odd, since x2 is even and sinx is odd.
a a
2. If f(x) is even, then f ( x)dx 2 f ( x) dx
a 0
a
3. If f(x) is odd, then f ( x)dx 0
a
For example,
a a
cos xdx 2 cos xdx, as cosx is even
a 0
a
and sin xdx 0, as sinx is odd
a
PERIODIC FUNCTIONS :-
A periodic function has a basic shape which is repeated over and over again. The
fundamental range is the time (or sometimes distance) over which the basic shape is
defined. The length of the fundamental range is called the period.
A general periodic function f(x) of period T satisfies the condition
f(x+T) = f(x)
Here f(x) is a real-valued function and T is a positive real number.
As a consequence, it follows that

f(x) = f(x+T) = f(x+2T) = f(x+3T) = ….. = f(x+nT)
Thus,
f(x) = f(x+nT), n=1,2,3,…..
The function f(x) = sinx is periodic of period 2 since

Sin(x+2n ) = sinx, n=1,2,3,……..
The graph of the function is shown below :

Note that the graph of the function between 0 and 2 is the same as that between 2 and
4 and so on. It may be verified that a linear combination of periodic functions is also
periodic.
FOURIER SERIES
A Fourier series of a periodic function consists of a sum of sine and cosine terms. Sines
and cosines are the most fundamental periodic functions.
The Fourier series is named after the French Mathematician and Physicist Jacques
Fourier (1768 – 1830). Fourier series has its application in problems pertaining to Heat
conduction, acoustics, etc. The subject matter may be divided into the following sub
topics.
FOURIER SERIES
Series with Half-range series Complex series Harmonic Analysis

arbitrary period
FORMULA FOR FOURIER SERIES
Consider a real-valued function f(x) which obeys the following conditions called
Dirichlet’s conditions :
1. f(x) is defined in an interval (a,a+2l), and f(x+2l) = f(x) so that f(x) is a periodic
function of period 2l.

2. f(x) is continuous or has only a finite number of discontinuities in the interval

(a,a+2l).
3. f(x) has no or only a finite number of maxima or minima in the interval (a,a+2l).
Also, let
1 a 2l
a0 f ( x)dx (1)
l a
1 a 2l n
an f ( x) cos xdx, n 1,2,3,..... (2)
l a l
a 2l
1 n
bn f ( x) sin xdx, n 1,2,3,...... (3)
l a l
Then, the infinite series

a0 n n
an cos x bn sin x (4)
2 n1 l l
is called the Fourier series of f(x) in the interval (a,a+2l). Also, the real numbers a0, a1,
a2, ….an, and b1, b2 , ….bn are called the Fourier coefficients of f(x). The formulae (1),
(2) and (3) are called Euler’s formulae.
It can be proved that the sum of the series (4) is f(x) if f(x) is continuous at x. Thus we
have
a n n
f(x) = 0 an cos x bn sin x ……. (5)
2 n1 l l
Suppose f(x) is discontinuous at x, then the sum of the series (4) would be
1
f (x ) f (x )
2
where f(x+) and f(x-) are the values of f(x) immediately to the right and to the left of f(x)
respectively.
Particular Cases
Case (i)
Suppose a=0. Then f(x) is defined over the interval (0,2l). Formulae (1), (2), (3) reduce
to
2l 2l
1 1 n
a0 f ( x)dx an f ( x) cos xdx,
l0 l0 l
2l
1 n
bn f ( x)sin xdx,
l0 l n 1,2,...... (6)

Then the right-hand side of (5) is the Fourier expansion of f(x) over the interval (0,2l).
If we set l= , then f(x) is defined over the interval (0,2 ). Formulae (6) reduce to
2
1
a0 = f ( x)dx
0
2
1
an f ( x) cos nxdx
0
, n=1,2,….. (7)
2
1
bn f ( x) sin nxdx n=1,2,…..
0
Also, in this case, (5) becomes

a0
f(x) = an cos nx bn sin nx (8)
2 n 1
Case (ii)
Suppose a=-l. Then f(x) is defined over the interval (-l , l). Formulae (1), (2) (3) reduce
to
l
1 (9)
a0 f ( x)dx l
l l 1 n
l
bn f ( x) sin xdx,
1 n l l l
an f ( x) cos xdx
l l l
n =1,2,……
Then the right-hand side of (5) is the Fourier expansion of f(x) over the interval (-l , l).
If we set l = , then f(x) is defined over the interval (- , ). Formulae (9) reduce to
1
a0 = f ( x)dx
1
an f ( x) cos nxdx
, n=1,2,….. (10)
1
bn f ( x) sin nxdx n=1,2,…..

a0
Putting l = in (5), we get f(x) = an cos nx bn sin nx
2 n 1
Some useful results :

1. The following rule called Bernoulli’s generalized rule of integration by parts is useful
in
evaluating the Fourier coefficients.
uvdx uv1 u 'v2 u ''v3 .......
Here u , u ,….. are the successive derivatives of u and
v1 vdx, v2 v1dx,......
We illustrate the rule, through the following examples :
cos nx sin nx cos nx
x 2 sin nxdx x 2 2x 2
n n2 n3
e2 x e2 x e2 x e2 x
x 3e 2 x dx x3 3x 2 6x 6
2 4 8 16
2. The following integrals are also useful :
e ax
e ax cos bxdx a cos bx b sin bx
a 2 b2
e ax
e ax sin bxdx a sin bx b cos bx
a 2 b2
3. If ‘n’ is integer, then

sin n = 0 , cosn = (-1)n , sin2n = 0, cos2n =1
Problems
1. Obtain the Fourier expansion of
1
f(x) = x in - < x <
2
We have,
1 1 1
a0 f ( x)dx ( x)dx
2

1 x2
= x
2 2
1 1 1
an f ( x) cos nxdx ( x) cos nxdx
2
Here we use integration by parts, so that

1 sin nx cos nx
an x ( 1)
2 n n2
1
0 0
2
1 1
bn ( x) sin nxdx
2
1 cos nx sin nx
x ( 1)
2 n n2
( 1) n
n
Using the values of a0 , an and bn in the Fourier expansion
a0
f ( x) an cos nx bn sin nx
2 n 1 n 1
we get,
( 1) n
f ( x) sin nx
2 n1 n
This is the required Fourier expansion of the given function.
2. Obtain the Fourier expansion of f(x)=e-ax in the interval (- , ). Deduce that
2 ( 1) n
cos ech 2
n 2n 1
Here,
ax
1 ax 1 e
a0 e dx
a
ea e a
2sinh a
a a

1 ax
an e cos nxdx
ax
1 e
an a cos nx n sin nx
a 2 n2
2a ( 1) n sinh a
a 2 n2
1 ax
bn = e sin nxdx
ax
1 e
= a sin nx n cos nx
a2 n2
2n ( 1) n sinh a
=
a 2 n2
sinh a 2a sinh a ( 1) n 2 n( 1) n
Thus,f(x) = 2
cos nx sinh a sin nx
a n 1a n2 n 1a
2
n2
For x=0, a=1, the series reduces to

sinh 2 sinh ( 1) n
f(0)=1 = 2
n 1n 1
or
sinh 2 sinh 1 ( 1) n
1= 2
2 n 2n 1
2 sinh ( 1) n
or 1= 2
n 2n 1
Thus,
( 1) n
cos ech 2 2
This is the desired deduction.
n 2n 1
3. Obtain the Fourier expansion of f(x) = x2 over the interval (- , ). Deduce that
2
1 1
1 2 ......
6 2 32
1 2
The function f(x) is even. Hence a0 f ( x)dx f ( x)dx
0

2 2 x3
= x 2 dx
0 3 0
2
2
a0
or 3
1
an f ( x) cos nxdx
2
= f ( x) cos nxdx, since f(x)cosnx is even
0
2
= x 2 cos nxdx
0
Integrating by parts, we get

2 sin nx cos nx sin nx
an x2 2x 2
n n2 n3 0
n
4( 1)
n2
1
Also, bn f ( x) sin nxdx 0 since f(x)sinnx is odd.
2
( 1)n cos nx
Thus f ( x) 4
3 n 1 n2
2
2 1
4 2
3 n 1 n
2
1
1 n2 6
2
1 1
Hence, 1 .....
6 22 32
x ,0 x
f ( x)
2 x, x 2
2
1 1
Deduce that 1 ......
8 32 52
1 2
Here, a0 = f ( x)dx = f ( x)dx
0
2
xdx
0
since f(x)cosnx is
1 2
an f ( x) cos nxdx f ( x) cos nxdx
0
even.
2
x cos nxdx
= 0
2 sin nx cos nx
x 1
= n n2 0
2
( 1) n 1
n2
Also,
1
bn f ( x) sin nxdx 0 , since f(x)sinnx is odd
Thus the Fourier series of f(x) is
2 1
f ( x) 2
( 1) n 1 cos nx
2 n 1n
For x= , we get
2 1
f( ) 2
( 1) n 1 cos n
2 n 1 n
2 2 cos(2n 1)
or
2 n 1 (2n 1) 2
Thus,
2
1
8 n 1 (2n 1) 2
2
1 1
or 1 ......
8 32 52
This is the series as required.


, x 0
f(x) =
x,0 x
2
1 1
8 32 52
Here,
0
1
a0 dx xdx
0 2
0
1
an cos nxdx x cos nxdx
0
1
( 1) n 1
n2
0
1
bn sin nxdx x sin nxdx
0
1
1 2( 1) n
n
Fourier series is
11 n 1 2( 1) n
f(x) = 2
( 1 ) 1 cos nx sin nx
4 n 1n n 1 n
Note that the point x=0 is a point of discontinuity of f(x). Here f(x+) =0, f(x-)=- at x=0.
1 1
Hence [ f ( x ) f ( x )] 0
2 2 2
The Fourier expansion of f(x) at x=0 becomes
1 1
2
[( 1) n 1]
2 4 n 1n
2
1
or 2
[( 1) n 1]
4 n 1n
Simplifying we get,
2
1 1
1 ......
8 32 52
6. Obtain the Fourier series of f(x) = 1-x2 over the interval (-1,1).
The given function is even, as f(-x) = f(x). Also period of f(x) is 1-(-1)=2

1 1
1
Here a0 = f ( x)dx = 2 f ( x)dx
1 1 0
1 1
2 x3
= 2 (1 x )dx 2 x
0 3 0
4
3
1
1
an f ( x) cos(n x)dx
1 1
1
2 f ( x) cos(n x)dx as f(x) cos(n x) is even
0
1
= 2 (1 x 2 ) cos( n x)dx
0
1
2 sin n x cos n x sin n x
an 2 1 x ( 2 x) ( 2)
n (n ) 2 ( n )3 0
4( 1) n 1
=
n2 2
1
1
bn f ( x) sin( n x)dx =0, since f(x)sin(n x) is odd.
1 1
The Fourier series of f(x) is
2 4 ( 1) n 1
f(x) = 2
cos(n x)
3 n 1 n2

4x 3
in x 0 1
3 2
f(x) = 4x 3
1 in0 x
3 2
2
1 1
8 32 52
3 3
The period of f(x) is 3
2 2
Also f(-x) = f(x). Hence f(x) is even
3/ 2 3/ 2
1 2
a0 f ( x)dx f ( x)dx
3/ 2 3/ 2
3/ 2 0
3/ 2
4 4x
1 dx 0
3 0
3
3/ 2
1 n x
an f ( x) cos dx
3/ 2 3/ 2
3/ 2
3/ 2
2 2n x
f ( x) cos dx
3/ 2 0
3
3/ 2
2n x 2n x
sin cos
4 4x 3 4 3
1 2
3 3 2n 3 2n
3 3 0
4
= 2 2
1 ( 1)n
n
3
2
1 n x
Also, bn f ( x) sin dx 0
3 3
3
2 2
Thus
4 1 2n x
f(x) = 2 2
1 ( 1) n cos
n 1n 3
putting x=0, we get
4 1
f(0) = 2 2
1 ( 1) n
n 1 n

8 1 1
or 1= 2
1 ......
32 52
2
1 1
Thus, 1 ......
8 32 52
HALF-RANGE FOURIER SERIES
The Fourier expansion of the periodic function f(x) of period 2l may contain both sine
and cosine terms. Many a time it is required to obtain the Fourier expansion of f(x) in the
interval (0,l) which is regarded as half interval. The definition can be extended to the
other half in such a manner that the function becomes even or odd. This will result in
cosine series or sine series only.
Sine series :
Suppose f(x) = (x) is given in the interval (0,l). Then we define f(x) = - (-x) in (-l,0).
Hence f(x) becomes an odd function in (-l , l). The Fourier series then is
n x
f ( x) bn sin (11)
n 1 l
l
2 n x
where bn f ( x) sin dx
l 0 l
The series (11) is called half-range sine series over (0,l).
Putting l= in (11), we obtain the half-range sine series of f(x) over (0, ) given by
f ( x) bn sin nx
n 1
2
bn f ( x) sin nxdx
0
Cosine series :
Let us define
( x) in (0,l) .....given
f ( x)
( x) in (-l,0) …..in order to make the function even.
Then the Fourier series of f(x) is given by
a0 n x
f ( x) an cos (12)
2 n 1 l
where,

l
2
a0 f ( x)dx
l 0
l
2 n x
an
f ( x) cos dx
l 0 l
The series (12) is called half-range cosine series over (0,l)
Putting l = in (12), we get

a0
f ( x) a n cos nx
2 n 1
where
2
a0 f ( x)dx
0
2
an f ( x) cos nxdx n 1,2,3, ..
0
Problems:
1. Expand f(x) = x( -x) as half-range sine series over the interval (0, ).
We have,
2
bn f ( x) sin nxdx
0
2
( x x 2 ) sin nxdx
0
2 cos nx sin nx cos nx
bn x x2 2x ( 2)
n n2 n3 0
4
3
1 ( 1) n
n
The sine series of f(x) is
4 1
f ( x) 3
1 ( 1) n sin nx
n 1n

2. Obtain the cosine series of
x,0 x
f ( x) 2 over (0, )
x, x
2
2
2
Solution : a0 xdx ( x)dx
0
2
2
2
2
an x cos nxdx ( x) cos nxdx
0
2
Performing integration by parts and simplifying, we get

2 n
an 2
1 ( 1) n 2 cos
n 2
8
, n 2,6,10,.....
n2
Thus, the Fourier cosine series is
2 cos 2 x cos 6 x cos10 x
f(x) = ......
4 12 32 52
3. Obtain the half-range cosine series of f(x) = c-x in 0<x<c
Here
c
2
a0 (c x)dx c
c0
c
2 n x
an (c x) cos dx
c0 c
Integrating by parts and simplifying we get,
2c
an 2 2
1 ( 1) n
n
The cosine series is given by
c 2c 1 n x
f(x) = 2 2
1 ( 1) n cos
2 n 1n c

COMPLEX FORM OF FOURIER SERIES

The standard form of Fourier series of f(x) over the interval (α, α+2l) is :
a0 n x n x
f ( x) an cos bn sin
2 n 1 l l
If we use Euler formulae
i
e cos i sin
then we obtain a complex exponential Fourier series
n
i x
f ( x) cn e l
………..(*)
n
where
2l n
1 i x
cn f ( x)e l
dx n = 0, 1, 2, 3, …….
2l
Note:-(1)
Putting l in (*), we get Fourier series valid in ( l , l ) as

n
i x
f ( x) cn e l
………..(**)
n
where
n
1 l i
l
x
cn f ( x)e dx
2l l
Note:-(2)
Putting α = 0 and l in (*), we get Fourier series valid in (0, 2 ) as

f ( x) cn einx
n
where
1 inx
cn f ( x)e dx
2
Note:-(3)
Putting l in (**), we get Fourier series valid in ( , ) as
f ( x) cn einx
n
where

1 2
inx
cn f ( x)e dx
2 0
Problems:
1. Obtain the complex Fourier series of the function f(x) defined by f(x) = x over the
interval
(- , ).
Here f(x) is defined over the interval (- , ). Hence complex Fourier series of f(x) is
f ( x) cn einx (1)
n
where
1 inx
cn f ( x )e dx
2
n = 0, 1, 2, 3, …….
1
xe inxdx
2
Integrating by parts and substituting the limits, we get
i( 1) n
cn , n 0
n
Using this in (1), we get
( 1) n inx
f ( x) i e , n 0
n n
This is the complex form of the Fourier series of the given function
2. Obtain the complex Fourier series of the function f(x) = eax over the interval
(- , ).
As the interval is again (- , ) we find cn which is given by

1 inx 1
cn f ( x )e dx e ax e inx
dx
2 2
1 1 e( a in ) x
e( a in ) x
dx
2 2 (a in)
( 1)n (a in)sinh a
(a 2 n 2 )
Hence the complex Fourier series for f(x) is
f ( x) cn einx
n

sinh a ( 1) n (a in) inx

e
n a 2 n2
HARMONIC ANALYSIS
The Fourier series of a known function f(x) in a given interval may be found by finding
the Fourier coefficients. The method described cannot be employed when f(x) is not
known explicitly, but defined through the values of the function at some equidistant
points. In such a case, the integrals in Euler’s formulae cannot be evaluated. Harmonic
analysis is the process of finding the Fourier coefficients numerically.
To derive the relevant formulae for Fourier coefficients in Harmonic analysis, we employ
the following result :
The mean value of a continuous function f(x) over the interval (a,b) denoted by [f(x)] is
defined as
The Fourier coefficients defined through Euler’s formulae, (1), (2), (3) may be redefined
as
b a 2l
1 1
f ( x) f ( x)dx a0 2 f ( x)dx 2[ f ( x)] .
b aa 2l a
a 2l
1 n x n x
an 2 f ( x) cos dx 2 f ( x) cos
2l a
l l
a 2l
1 n x n x
bn 2 f ( x)sin dx 2 f ( x)sin
2l a
l l
Using these in (5), we obtain the Fourier series of f(x). The term a1cosx+b1sinx is called
the first harmonic or fundamental harmonic, the term a2cos2x+b2sin2x is called the
second harmonic and so on. The amplitude of the first harmonic is a12 b12 and that
of second harmonic is a22 b22 and so on.
Problems:
1. Find the first two harmonics of the Fourier series of f(x) given the following table
:
x 0 2 4 5 2
3 3 3 3

f(x) 1.0 1.4 1.9 1.7 1.5 1.2 1.0

Note that the values of y = f(x) are spread over the interval 0 x 2 and f(0) = f(2 ) =
1.0. Hence the function is periodic and so we omit the last value f(2 ) = 0. We prepare
the following table to compute the first two harmonics.
ycos2
x0 y = f(x) cosx cos2x sinx sin2x ycosx ysinx ysin2x
x
0 1.0 1 1 0 0 1 1 0 0
60 1.4 0.5 -0.5 0.866 0.866 0.7 -0.7 1.2124 1.2124
120 1.9 -0.5 -0.5 0.866 -0.866 -0.95 -0.95 1.6454 -1.6454
180 1.7 -1 1 0 0 -1.7 1.7 0 0
240 1.5 -0.5 -0.5 -0.866 0.866 -0.75 -0.75 1.299 1.299
300 1.2 0.5 -0.5 -0.866 -0.866 0.6 -0.6 -1.0392 -1.0392
Total -1.1 -0.3 3.1176 -0.1732
We have
n x
an 2 f ( x) cos 2[ y cos nx]
l
as the length of interval= 2l = 2 or
n x
bn 2 f ( x) sin 2[ y sin nx]
l
l=
Putting, n=1,2, we get

2 y cos x 2(1.1)
a1 2[ y cos x] 0.367
6 6
2 y cos 2 x 2( 0.3)
a2 2[ y cos 2 x] 0.1
6 6

2 y sin x
b1 [ y sin x] 1.0392
6
2 y sin 2 x
b2 [ y sin 2 x]0.0577
6
The first two harmonics are a1cosx+b1sinx and a2cos2x+b2sin2x. That is (-0.367cosx +
1.0392 sinx) and (-0.1cos2x – 0.0577sin2x)
2. Express y as a Fourier series upto the third harmonic given the following values :
x 0 1 2 3 4 5
y 4 8 15 7 6 2
The values of y at x=0,1,2,3,4,5 are given and hence the interval of x should be 0 x < 6.
The length of the interval = 6-0 = 6, so that 2l = 6 or l = 3.
The Fourier series upto the third harmonic is
a0 x x 2 x 2 x 3 x 3 x
y a1 cos b1 sin a2 cos b2 sin a3 cos b3 sin
2 l l l l l l
or
a0 x x 2 x 2 x 3 x 3 x
y a1 cos b1 sin a2 cos b2 sin a3 cos b3 sin
2 3 3 3 3 3 3
x
Put , then
3
a0
y a1 cos b1 sin a2 cos 2 b2 sin 2 a3 cos 3 b3 sin 3 ……… (1)
2
We prepare the following table using the given values :
x
x = y ycos ycos2 ycos3 ysin ysin2 ysin3
3
0 0 04 4 4 4 0 0 0
1 600 08 4 -4 -8 6.928 6.928 0
2 1200 15 -7.5 -7.5 15 12.99 -12.99 0
3 1800 07 -7 7 -7 0 0 0

4 2400 06 -3 -3 6 -5.196 5.196 0
5 3000 02 1 -1 -2 -1.732 -1.732 0
Total 42 -8.5 -4.5 8 12.99 -2.598 0
2 y 1
a0 2[ f ( x)] 2[ y ] (42) 14
6 3
2
a1 2[ y cos ] ( 8.5) 2.833
6
2
b1 2[ y sin ] (12.99) 4.33
6
2
a2 2[ y cos 2 ] ( 4.5) 1.5
6
2
b2 2[ y sin 2 ] ( 2.598) 0.866
6
2
a3 2[ y cos 3 ] (8) 2.667
6
b3 2[ y sin 3 ] 0
Usingthesein(1),we get
x x 2 x 2 x
y 7 2,833 cos (4.33) sin 1.5 cos 0.866 sin 2.667 cos x
3 3 3 3
This is the required Fourier series upto the third harmonic.
3. The following table gives the variations of a periodic current A over a period T :
t(secs) 0 T/6 T/3 T/2 2T/3 5T/6 T
A (amp) 1.98 1.30 1.05 1.30 -0.88 -0.25 1.98
Show that there is a constant part of 0.75amp. in the current A and obtain the amplitude
of the first harmonic.
Note that the values of A at t=0 and t=T are the same. Hence A(t) is a periodic function
2
of period T. Let us denote t . We have
T

a0 2[ A]
2
a1 2 A cos t 2[ A cos ] (1)
T
2
b1 2 A sin t 2[ A sin ]
T
We prepare the following table:
2 t
t A cos sin Acos Asin
T
0 0 1.98 1 0 1.98 0
T/6 600 1.30 0.5 0.866 0.65 1.1258
T/3 1200 1.05 -0.5 0.866 -0.525 0.9093
T/2 1800 1.30 -1 0 -1.30 0
2T/3 2400 -0.88 -0.5 -0.866 0.44 0.7621
5T/6 3000 -0.25 0.5 -0.866 -0.125 0.2165
Total 4.5 1.12 3.0137
Using the values of the table in (1), we get
2 4.5 A
a0 1.5
6 3
2 A cos 1.12
a1 0.3733
6 3
2 A sin 3.0137
b1 1.0046
6 3
The Fourier expansion upto the first harmonic is
a0 2 t 2 t
A a1 cos b1 sin
2 T T
2 t 2 t
0.75 0.3733 cos 1.0046 sin
T T
The expression shows that A has a constant part 0.75 in it. Also the amplitude of the first
harmonic is a12 b12 = 1.0717.

MODULE-II
FOURIER TRANSFORMS
CONTENTS:
Introduction
Finite Fourier transforms and Inverse finite Fourier transforms
Infinite Fourier transform (Complex Fourier transform) and

Inverse Fourier transforms
Properties [Linearity, Change of scale, Shifting and Modulation
Fourier cosine and Fourier sine transforms & Inverse Fourier

cosine and sine transforms
Z-Transforms –Definition
Damping Rule
Shifting Rule Theorem
Inverse Z-Transforms
Power Series Method
Applications Of Z-Transforms To Solve Difference Equations

FOURIER TRANSFORMS
Introduction
Fourier Transform is a technique employed to solve ODE’s, PDE’s,IVP’s, BVP’s
and Integral equations.
The subject matter is divided into the following sub topics :
FOURIER TRANSFORMS
Infinite Sine Cosine Convolution

Fourier Transform Transform Theorem &
Transform Parseval’s
Identity
Infinite Fourier Transform

Let f(x) be a real valued, differentiable function that satisfies the following conditions:
1) f(x) and its derivative f x are continuous , or have only a finite number of
simple discontinu ities in every finite interval, and
2) the integral f x dx exists.

-
Also, let be non - zero real parameter. The infinite Fourier Transform of f(x)
is defined by
fˆ F f x f x e i x dx
provided the integral exists.
The infinite Fourier Transform is also called complex Fourier Transform or

just the Fourier Transform. The inverse Fourier Transform of f̂ denoted by
-1
F f̂ is defined by
1
F 1 fˆ f x fˆ e i x d
2
Note : The function f(x) is said to be self reciprocal with respect to Fourier transform
if fˆ f .

Basic Properties
1. Linearity Property
For any two functions f(x) and (x) (whose Fourier Transforms exist) and any two
constants a and b,
F af x b x aF f x bF x
Proof :
By definition, we have
F af x b x af x b x e i x dx
a f x e i x dx b x e i x dx
aF f x bF x
This is the desired property.
In particular, if a = b = 1, we get
F f x x F f x F x
Again if a= -b = 1, we get
F f x x F f x F x
2. Change of Scale Property

If f̂ F f x , then for any non - zero constant a, we have
1
Ff x f̂
a a
Proof : By definition, we have
F f ax f ax e i x dx (1)
Suppose a > 0. let us set ax = u. Then expression (1) becomes
i
a
u du
F f ax f u e
a
1 ˆ
f (2)
a a
Suppose a < 0. If we set again ax = u, then (1) becomes
u
i
a du
F f ax f u e
a

1 i
a
u
f u e du
a
1 ˆ
f (3)
a a
Expressions (2) and (3) may be combined as
1 ˆ
F f ax f
a a
This is the desired property
3. Shifting Properties
For any real constant ‘a’,
(i) F f x a ei a fˆ
(ii) F eiax f x fˆ a
Proof : (i) We have
F f x fˆ f x e i x dx
Hence, F f x a f x a e i x dx
Set x-a = t. Then dx = dt.Then,
F f x a f t ei (t a )
dt
= ei a
f t e i t dt
= ei a
fˆ
ii) We have
fˆ a f x ei a x
dx
f x e iax e i x dx
g x e iax dx, where g ( x) f ( x)e iax

Fg x
F eiax f x
This is the desired result.
4. Modulation Property
If F f x fˆ ,
1 ˆ
then, F f x cos ax f a fˆ a
2

where ‘a’ is a real constant.
Proof : We have
e iax e iax
cos ax
2
Hence
e iax e iax
F f x cos ax F f x
2
1 ˆ
f a fˆ a , by using linearity and shift properties .
2
This is the desired property.
Note : Similarly
F f x sin ax 1
2
fˆ a fˆ a
Problems:
-a x
1. Find the Fourier Transform of the function f(x) e where a 0
For the given function, we have

ax
F f x e ei x
dx
0 ax ax
e ei x
dx e ei x
dx
0
Using the fact that x x, 0 x and x - x, - x 0, we get

0
F f x e ax e i x
dx e ax i x
e dx
0
0 a i x
ea i x
dx e dx
0
0
ea i x
e a i x
a i a i 0
1 1
a i a i
2a
22
a
2. Find the Fourier Transform of the function
1, x a
f(x)
0, x a

where ‘a’ is a positive constant. Hence evaluate
sin a cos x
(i) d
sin
(ii) d
0

F f x f ( x)e i x dx
a a
f ( x)e i x dx f ( x)e i x dx f ( x)e i x dx
a a
a
e i x dx
a
sin a
2
sin a
Thus F f x fˆ 2 (1)
Inverting f̂ by employing inversion formula, we get

1 sin a
f x 2 e i xd
2
1 sin a cos x i sin x
d
1 sin a cos x sin a sin x

d i d
Here, the integrand in the first integral is even and the integrand in the second integral is
odd. Hence using the relevant properties of integral here, we get
1 sin a cos x
f ( x) d
or
sin a cos x
d f ( x)
, x a
0, x a
For x 0, a 1, this yields
sin
d
Since the integrand is even, we have
sin
2 d
0
or
sin
d 2
0
2 2
3. Find the Fourier Transform of f(x) e - a x where ' a' is a positive constant.
x2
Deduce that f(x) e 2 is self reciprocal with respect to Fourier Transform.
Here
a2 x2
F f x e e i x dx
a2 x2 i x
e dx
2 2
i
ax
2a 4a2
e dx
2
2 i
ax
4a2 2a
e e dx
i
Setting t ax - , we get
2a
2
4a2 t2 dt
F f x e e
a
2
1 4a2
2
e 2 e t dt
a 0
2
1 4a 2
e , using gamma function.
a
2
fˆ e 4a2
a
This is the desired Fourier Transform of f(x).
2 2
For a 2 1 in f(x) e- a x
2
2
-x
2
we get f(x) e and hence,
2
2
f̂ 2 e
- x2
Also putting x in f(x) e 2
, we get f( ) - 2
2
e .
Hence, f( ) and f̂ are same but for constant multiplication by 2 .

Thus f( ) fˆ
2
-x
It follows that f( x) e 2
is self reciprocal
FOURIER SINE TRANSFORMS

Let f(x) be defined for all positive values of x.
The integral f x sin xdx is called the Fourier Sine Transform of f(x). This is denoted
0
by f̂ s or Fs f x . Thus
f̂ s Fs f x f x sin x dx
0
The inverse Fourier sine Transform of f̂ s is defined

2
through th e integral fˆs sin x d
0
This is denoted by f(x) or Fs-1 f s . Thus

2
f(x) Fs-1 f s fˆs sin x d
0
Properties
The following are the basic properties of Sine Transforms.
(1) LINEARITY PROPERTY

If ‘a’ and ‘b’ are two constants, then for two functions f(x) and (x), we
have
Fs af x b x aFs f x bFs g x
Fs af x b x af x b x sin x dx
0
aFs f x bFs x
This is the desired result. In particular, we have
Fs f x x Fs f x Fs x
and
Fs f x x Fs f x Fs x
(2) CHANGE OF SCALE PROPERTY
If Fs f x f̂ s , then for a 0, we have

1
Fs f ax f̂ s
a a

Proof : We have
Fs f ax f ax sin x dx
0
Setting ax = t , we get
dt
Fs f ax f t sin t
0 a a
1
f̂ s
a a
(3) MODULATION PROPERTY
If Fs f x fˆs , then for a 0, we have

1 ˆ
Fs f x cos ax 2
f s a fˆ s a
Proof : We have
Fs f x cos ax f x cos ax sin x dx
0
1
f x sin a x sin a x dx
2 0
1
2
fˆs a fˆs a , by using Linearity property.
Problems:
1. Find the Fourier sine transform of
1, 0 x a
f x
0, x a
a
f̂ s sin x dx 0 sin x dx
0 a
a
cos x
0
1 cos a
e -ax
2. Find the Fourier sine transform of f(x)
x
ax
e sin x dx
Here f̂ s
0 x
Differentiating with respect to , we get

ax
d d e sin x dx
f̂ s
d d 0 x
e ax
sin x dx
0 x
performing differentiation under the integral sign
e ax
x cos x dx
0 x
ax
e
a cos x sin x
a2 2
0
a
a2 2
Integrating with respect to , we get

1
f̂ s tan c
a
But f̂ s 0 when 0
c=0
1
f̂ s tan
a
3. Find f(x) from the integral equation

1, 0 1
f x sin xdx 2, 1 2
0
0, 2
Let ( ) be defined by
1, 0 1
2, 1 2
0, 2
Given
f x sin xdx fˆ
0 s
Using this in the inversion formula, we get

2
f x 0
sin x dx
2 1 2
0
sin x d sin x d sin x d
1 2
2 1 2
sin x d 2 sin x d 0
0 1

2
1 cos x 2 cos 2 x
x
FOURIER COSINE TRANSFORMS

Let f(x) be defined for positive values of x. The integral f x cos x dx
0
is called the Fourier Cosine Transform of f(x) and is denoted by f̂ c or Fc f x . Thus

2
f̂ c Fc f x f x cos xdx
0
The inverse Fourier Cosine Transform of f̂c is defined through

2 ˆ -1
the integral f 0
cos x d . This is denoted by f x or Fc f̂
c
c
. Thus
2
f x Fc-1 fˆ 0
fˆc cos xd
Basic Properties
The following are the basic properties of cosine transforms :
(1) Linearity property
If ' a' and ' b' are two constants, then for two functions f(x) and (x), we have
Fc af x b x aFc f x bFc x
(2) Change of scale property
If Fc f x f̂ c , then for a 0, we have

1
Fc f ax f̂ c
a a
(3) Modulation property
If Fc f x f̂ c , then for a 0, we have

1
Fc f x cos ax f̂ c a f̂ c a
2
The proofs of these properties are similar to the proofs of the corresponding
properties of Fourier Sine Transforms.

Problems:
1) Find the cosine transform of the function
x, 0 x 1
f x 2 x, 1 x 2
0, x 2
We have
f̂ c f x cos xdx
0
1 2
x cos xdx 2 x cos xdx 0 cos xdx
0 1 2

1 2
sin x cos x sin x cos x
f̂ c x 2
2 x 1 2
0 1
2 cos cos 2 1
2
cos kx
2) Find the cosine transform of f(x) e-ax , a 0. Hence evaluate dx
0 x2 a2
Here
ax
f̂ c e cos xdx
0
ax
e
a cos x sin x
a2 2
0
Thus
a
f̂ c 2 2
a
Using the definition of inverse cosine transform, we get
2 a
f x 2 2
cos xd
0 a
or
ax cos x
e 2
d
2a 0 a2
Changing x to k, and to x, we get

cos kx e ax
dx
0 x2 a2 2a
3) Solve the integral equation

a
f x cos x dx e
0
Let ( ) be defined by
( ) = e-a
Given f x cos x dx f̂ c
0
Using this in the inversion formula, we get

2
f x cos xd
0
2 a
e cos xd
0
2 e
2
a cos x sin x
0 a x2 0
2a
2
a x2
Z- Transforms
Introduction
The Z-transform plays an important role plays in the study of communications,
sample data control systems, discrete signal processing , solutions of difference
equations etc.
Definition
Let un = f(n) be a real-valued function defined for n=0,1,2,3,….. and un = 0 for n<0.
Then the Z-transform of un denoted by Z(un) is defined by
n
u( z) Z (u n ) un z (1)
n 0
The transform also is referred to as the one sided Z-transform or unilateral Z-transform.
Next, we define un = f(n) for n=0, 1, 2, …… ∞.
The two-sided Z-transform is defined by

n
Z (un ) un z (2)
The region of the Z-plane in which the series (1) or (2) converges is called the region of
convergence of the transform.
Properties of Z-transform
1. Linearity property
Consider the sequences {un} and {vn} and constants a and b. Then
Z[aun + bvn ] = aZ(un) + bZ(vn)
n
Z [aun bvn ] [aun bvn ]z
n 0
n n
a un z b vn z
n 0 n 0
aZ (un ) bZ (vn )
In particular, for a=b=1, we get
Z[un+vn] = Z(un) + Z(vn)

and for a=-b=1, we get
Z[un - vn] = Z(un) - Z(vn)
2. Damping property
Let Z(un) = u(z ) . Then (i) Z (a nun ) u z (ii) Z (a nun ) u (az )

a
n
n n n z
Z ( a un ) ( a un ) z un
n 0 n 0 a
z
u
a
Thus
z
Z ( a nun ) u
a
This is the result as desired. Here, we note that that if Z(un) = u(z ) , then

z
Z ( a nun ) [u z ] Z Z =u
a a
Next,
Z ( a n un ) ( a n un ) z n
un (az ) n
n 0 n 0
u (az )
Thus
Z ( a nun ) u (az )
This is the result as desired.
3. Shifting property
(a) Right shifting rule :
If Z(un) = u(z ) , then Z(un-k) = z-k u(z ) where k>0
n
Z un k un k z
n 0
Since un = 0 for n<0, we have un-k = 0 for n=0,1,……(k-1)
n
Z un k un k z
n k
k ( k 1)
u0 z u1 z .......
Hence z k [u0 u1 z 1
....... ]
k n
z un z
n 0
k
z u( z)
Thus
Z(un-k) = z-k u(z )
(b)Left shifting rule :
Z (un k ) z k [u ( z ) u0 u1 z 1
u2 z 2
...... uk 1 z ( k 1)
]
Proof :

n
Z un k un k z
n 0
zk un k z (k n)
zk un k z (k n)
, where m n k
n 0 n 0
k 1
zk un z n
un z n
n 0 n 0
= z k [u ( z ) u0 u1 z 1
u2 z 2
...... uk 1 z ( k 1)
]
Particular cases :
In particular, we have the following standard results :
1. Z (un 1 ) z[u ( z ) u0 ]
2. Z (un 2 ) z 2 [u ( z ) u0 u1 z 1 ]
3. Z (un 3 ) z 3[u ( z ) u0 u1 z 1
u2 z 2 ] etc.
Some Standard Z-Transforms :
1.Transform of an
By definition, we have
Z (a n ) an z n
n 0
n 2
a a a
1
.....
n 0 z z z
The series on the RHS is a Geometric series. Sum to infinity of the series is
1 z z
or Thus, Z (a n )
1 a z a z a
z
z
In particular, when a=1, we get Z(1) =
z 1
2. Transform of ean
Here
Z (ean ) Z (k n ) where k = ea
z z
z k z ea
Thus
z
Z (ean )
z ea

3. Transform of np , p being a positive integer
We have,
Z (n p ) npz n
n 0
z n p 1z ( n 1)
n (1)
n 0
Also, we have by defintion
Z (n p 1 ) n p 1z n
n 0
Differentiating with respect to z, we get
d d
Z (n p 1 ) n p 1z n
dz dz n 0
n p 1 ( n) z ( n 1)
n 0
Using this in (1), we get
d
Z (n p ) z [ Z (n p 1 )]
dz
Particular cases of Z (n p ) :-
1. For p = 1, we get
d d z z
Z ( n) z Z (1) z
dz dz z 1 ( z 1) 2
Thus,
z
Z ( n)
( z 1) 2
d d z z2 z
Z (n 2 ) z Z ( n) z
dz dz ( z 1) 2 ( z 1)3
Thus,
z2 z
Z (n 2 )
( z 1)3

z3 4z2 z
Z (n3 )
( z 1) 4
4. Transform of nan
By damping property, we have
z
Z (na n ) Z ( n) Z Z
a ( z 1) 2 Z Z
a
z , in view of damping
a az
2
z ( z a)2
1
a
property
Thus,
az
Z (na n )
( z a)2
5. Transform of n2an
We have,
z2 z
Z (n 2 a n ) Z (n 2 ) Z Z
a ( z 1)3 Z
Z
a
Thus,
az 2 a 2 z
Z (n 2 a n )
( z a )3
6. Transforms of coshn and sinhn

We have
en e n
cosh n
2
1
Z (cosh n ) Z (e n e n
)
2
1
Z ( e n ) Z (e n
) , by using the linearity property
2

1 z z
2 z e z e
(e e )
z
z z e z e 2
2
z
2 z z (e e ) 1 z2 z (e e ) 1
z z cosh
2
z 2 z cosh 1
Next,
en e n
sinh n
2
z 1 1
Z (sinh n )
2 z e z e
z e e
2
2 z 2 z cosh 1
z sinh
2
z 2 z cosh 1
7. Transforms of cosn and sinn
We have
ein e in
cos n
2
1
Z (cos n ) Z (ein e in
)
2
1 z z
2 z ei z e i
z 2 z (ein e in )
2 z 2 z (ein e in ) 1
z[ z cos ]
2
z 2 z cos 1
Next,

ein e in
sin n
2i
1 z z
Z (sin n )
2i z ei z e i
z ei e i
2i z 2 2 z cos 1
z sin
2
z 2 z cos 1
Examples :
Find the Z-transforms of the following :
n n
1 1
1. un
2 4
We have,
n n
1 1
Z (un ) Z
2 4
n n
1 1
Z Z
2 4
z z 2z 4z
1 1 2z 1 4z 1
z z
2 4
2 z (8 z 3)
(2 z 1)(4 z 1)
1
2. un
n!
Here
n
1
1 1 n z
Z (un ) Z z
n! n 0 n! n 0 n!
,
2
1 1
1
z z , by exponential theorem
1 ........ e z
1! 2!

3. un a n cos n
We have
z ( z cos )
Z (cos n ) 2
z 2 z cos 1
By using the damping rule, we get
z ( z cos )
Z (a n cos n ) 2
z 2 z cos 1 Z Z
a
z z
cos
a a
2
z z
2 cos 1
a a
z ( z a cos )
z 2 2az a 2
1
4. un =
(n 2)!
1 1
Let us denote vn = , so that vn+2 = = un
n! (n 2)!
Here
1
z
Z (v n ) e
Hence
v1
Z (un ) Z (vn 2 ) z 2 Z (vn ) v0 , by left shifting rule
z
1
2 z
1 1 1
z e .
0! z 1!
1
1
z2 e z 1
z
List of standard inverse Z-transforms
z z
1. Z T 1 1 2. Z T 1 kn
z 1 z k
z kz
3. Z T 1 2
n 4. Z T 1 2
k nn
z 1 z k

z2 z kz 2 k 2 z
5. Z T 1 3
n2 6. Z T 1 3
k nn2
z 1 z k
z3 4z 2 z kz 3 4k 2 z 2 k 3 z
7. Z T 1 4
n3 8. Z T 1 4
k nn3
z 1 z k
z z2
9. Z T 1 sin( n 2) 10. Z T 1 cos(n 2)
z2 1 z2 1
Evaluation of inverse Z-transforms:

We obtain the inverse Z-transforms using any of the following three methods:
( I ) Power series Method:- This is the simplest of all the method of finding the inverse
Z-transform. If U (z) is expressed as the ratio of two polynomials which cannot be
factorized, we simply divide the numerator by the denominator and take the inverse Z-
transform of each term in the quotient.
Problems:
(1)Find the inverse transform of log z z 1 by power series method.
Putting
1
1 y 1 2 1 3
z , U ( z ) log log(1 y ) y y y ...
t 1 1 2 3
y
1 1 2 1 3
z z z ...
2 3
n
i.e, U ( z ) un z
n 1
0 for n 0
Thus un ( 1)n otherwise
n
(2) Find the inverse Z-transform of z by division method.

( z 1) 2

z
U ( z) 2
z 2z 1
z
2
z (1 2
z
1
z2
)
z
z (1 1 z ) 2
2
1 2
1 1z
z
1
1 2( 1 z ) 3( 1 z 2 ) 14 ( 1 z 3 ) 
z
1 1 1 1
U ( z) 2 2 3 3 4 4 
z z z z
( 1) n 1 nZ n
n 1
Thus u n ( 1) n 1 n
( II ) Partial fractions Method:- This method is similar to that of finding the inverse
Laplace transforms using partial fractions. The method consists of decomposing U ( z )
z
into partial fractions, multiplying the resulting expansion by z and then inverting the
same.
Problems:
2 z 2 3z
(1)
( z 2)( z 4)
2 z 2 3z
We write U ( z ) as
( z 2)( z 4)
U ( z) 2z 3 A B 1
where A and B 11
z ( z 2)( z 4) z 2 z 4 6 6
Therefore
1 z 11 z
U ( z)
6z 2 6 z 4
On inversion, we have
1 11 n
un ( 2) n (4)  z 1 ( z zk ) kn
6 6
z 3 20 z
(2)
( z 2)3 ( z 4)

z 3 20 z
We write U ( z ) as
( z 2)3 ( z 4)
U ( z) z 2 20 A Bz Cz 2 D
z ( z 2)3 ( z 4) ( z 2)3 z 4
Multiplying throughout by ( z 2)3 ( z 4)
we get z2 20 ( A Bz Cz 2 )( z 4) D( z 2)3 .
Comparing the coefficients of z in the above equation
we get A = 6, B=0, C = ½ and D = -½ .
Thus
U ( z) z 2 20 6 0z 1 z2 1
2 2
3 3
z ( z 2) ( z 4) ( z 2) z 4
6 0z 1 z2 1
U ( z) z 2 20 2 2
z ( z 2)3 ( z 4) ( z 2) 3
z 4
1 12 z z 3 1 z 1 12 z 4 z 2 4 z 2 z3 1 z
U ( z) .
2 ( z 2)3 2 z 4 2 ( z 2)3 2 z 4
1 8z 4 z 4z2 4z2 z3 1 z 1 z3 4z2 4z 8z 4 z 2 1 z

3 3
2 ( z 2) 2 z 4 2 ( z 2) 2 z 4
1 z ( z 2) 2 4 z 2 8z 1 z 1 z 2z2 4z 1 z
2
2 ( z 2)3 2 z 4 2 z 2 ( z 2)3 2 z 4
1 n
On inversion, we get un (2 2.n2 2n ) 4n
2
2n 1 n 2 2n 22 n 1
2( z 2 5 z 6.5)
(3)Find the inverse Z-transform of , for 2 z 3
( z 2)( z 3) 2
Splitting into partial fractions, we obtain
2( z 2 5 z 6.5) A B C
U ( z) 2
where A B C 1
( z 2)( z 3) z 2 z 3 ( z 3) 2
1 1 1
U ( z)
z 2 z 3 ( z 3) 2

1 1 2
1 2 1 z 1 z
1 1 1 so that 2
z 1 and z
3 1
2 z 3 3 9 3
1 2 4 8 1 z z2 z3 1 2z 3z 2 4z3
1  1  1  where 2 z 3
z z z2 z3 3 3 9 27 9 3 9 27
1 2 22 23 1 z z2 z3 1 2z 3z 2 4z 3
  
2 z2 z3 z4 3 32 33 34 32 33 34 35
1 n 1 n 1 n 2
2n 1 z n
3 z (n 1) 3 zn
n 1 n 0 n 0
on inversion, we get u n 2 n 1 , n 1 and u n (n 2)3 n 2 , n 0.
Difference Equations
INTRODUCTION
Difference equations arise in all situations in which sequential relation exists at various
discrete values of the independent variable. The need to work with discrete functions
arises because there are physical phenomena which are inherently of a discrete nature. In
control engineering, it often happens that the input is in the form of discrete pulses of
short duration. The radar tracking devices receive such discrete pulses from the target
which is being tracked. As such difference equations arise in the study of electrical
networks, in the theory of probability, in statistical problems and many other fields.
Just as the subject of difference equations grew out of differential calculus to
become one of the must powerful instruments in the hands of a practical mathematician
when dealing with continuous processes in nature, so the subject of difference equations
is forcing its way to the fore for the treatment of discrete processes. Thus the difference
equations may be thought of as the discrete counterparts of the differential equations.
Definition
A difference equation is a relation between the differences of an unknown function at one
or more general values of the argument.
Eg: 1) yn 1 yn 2
2
2) yn 5 yn 6 yn 0
3) yn 3 yn 2 yn yn x2 are difference equations.
3 2
An alternative way of writing a difference equation is as follows:

Putting E 1 , we get
(1) may be written as,
( E 1) yn 1 yn 2
Eyn 1 yn 1 yn 2 [sin ce E r yn yn r ]
yn 2 yn 1 yn 2 (4)
(2) may be written as,

( E 1) 2 y n 5( E 1) y n 6 yn 0
(E 2 2 E 1) y n (5E 5) y n 6 yn 0
yn 2 2 yn 1 yn 5 yn 1 yn 0
yn 2 3 yn 1 2 yn 0 (5)
(3) may be written as
( E 1) 3 y n 3( E 1) 2 y n 2( E 1) y n yn x2
(E 3 3E 2 3E 1) y n 3( E 2 2 E 1) y n 2( E 1) y n yn x2
yn 3 3 yn 2 3 yn 1 yn 3 yn 2 6 yn 1 3 yn 2 yn 1 2 yn yn x2
yn 3 6 yn 2 11y n 1 5 yn x2 (6)
The equations (4), (5) and (6) can also be written in terms of the operator E. i.e,
( E 2 E 1) y n 2
(E 2 3E 2) y n 0
(E 3 6 E 2 11E 5) y n x2
Order of a difference equation:

The order of a difference equation is the difference between the largest and the smallest
arguments occurring in the difference equation divided by the unit of increment.
largest argument - smallest argument

i.e order of a difference.eq
unit of increment (interval)
Note: To find the order, the equation must be expressed in a form free of s . [because
the highest power of does not give the order of difference equation]
therefore the order of the difference equation

(n 2) (n)
(4) is = 2
1
(n 2) (n)
(5) is = 2
1
(n 3) (n)
(6) is = 3
1
The order of a difference equation can also be obtained by considering the highest power
of the operator E involved in the equation.
Solution of a difference Equation is an expression for y( n ) which satisfies the given

difference equation.
The general solution of a difference equation is that in which the number of arbitrary
constants is equal to the order of the difference equation.

A particular solution (or particular integral) is that solution which is obtained from the
general solution by giving particular values to the constants.
APPLICATION OF Z-TRANSFORM TO SOLVE DIFFERENCE

EQUATIONS
Working Procedure to solve a linear difference equation with constant coefficient by Z-

transforms:
1) Take the Z-transform of both sides of the difference equations using the Z-transforms
formulae and the given conditions.
2) Transpose all terms without U (z ) to the right.
3) Divide by the coefficient of U (z ) , getting U (z ) as a function of z.
4) Express this function in terms of Z-transforms of known functions and take the inverse
Z-transform of both sides. This gives u n as a function of n which is the desired solution.
Problems:
(1) Using the Z-transform, solve u n 2 4u n 1 3u n 3n with u0 0, u1 1
We note that If Z (u n ) U ( z ), then Z (u n 1 ) z U ( z ) u 0 ,
Z (u n 2 ) z 2 U ( z) u0 u1 z 1
Also Z (2 n ) z
( z 2)
Taking the Z-transforms of both sides of the above difference equation, we get
z U ( z ) u 0 u1 z 1 4 z U ( z ) u 0 3U ( z ) z
2
( z 3)
Using the given conditions, it reduces to
U ( z )( z 2 4 z 3) z z
( z 3)
U ( z) 1 1
z ( z 1)( z 3) ( z 3)( z 1)( z 3)
3 1 1 1 5 1
,
8 z 1 24 z 3 12 z 3
on breaking into partial fractions, then
3 z 1 z 5 z
U ( z)
8 z 1 24 z 3 12 z 3
On inversion, we obtain
3 1 z 1 z 5 1 z
un Z Z 1 Z
8 z 1 24 z 3 12 z 3
3 1 n 5
( 1) n 3 ( 3) n
8 24 12
(2) Solve yn 2 6 yn 1 9 yn 2n with y0 y1 0, using Z-transform.

If Z ( y n ) Y ( z), then Z ( y n 1 ) z Y ( z) y0 , Z ( y n 2 ) z 2 Y ( z) y0 y1 z 1
Also Z (2 n ) z
( z 2)
Taking Z-transforms of both sides, we get
z 2 Y ( z ) y 0 y1 z 1 6 z Y ( z ) y 0 9Y ( z ) z
( z 2)
Since y 0 0, and y1 0, we have Y ( z )( z 2 6 z 9) z
( z 2)
Y ( z) 1 1 1 1 5
Or 2
, on splitting into partial
z ( z 2)( z 3) 25 z 2 z 3 ( z 3) 2
fractions.
1 z z z
Or Y ( z ) 5
25 z 2 z 3 ( z 3) 2
On taking inverse Z-transform of both sides, we obtain
1
yn Z 1 z z 2 Z 1 z z 3 53 Z 1 ( z 3 z3) 2
25
1 n az
2 ( 3) n 5
3 n( 3) n  Z 1
na n
25 ( z a) 2

MODULE III
STATISTICAL METHODS
CONTENTS:
Curve fitting:
Curve fitting by the method of least squares
Fitting of curves of the form
 y ax b
 y ax 2 bx c
 y aebx
 y axb
NUMERICAL METHODS
Introduction
Numerical solution of algebraic and transcendental equations
 Regula –falsi method
 Secant method
 Newton –Raphson method
 Graphical method

CURVE FITTING [BY THE METHOD OF LEAST SQUARE]:
(x , y )
We can plot ‘n’ points i i where i=0,1,2,3,………
At the XY plane. It is difficult to draw a graph y=f(x) which passes through all these
points but we can draw a graph which passes through maximum number of point. This
curve is called the curve of best fit. The method of finding the curve of best fit is called
the curve fitting.
FITTING A STRAIGHT LINE Y = AX + B

We have straight line that sounds as best approximate to the actual curve y=f(x)
(x , y )
passing through ‘n’ points i i , i=0,1.2………..n equation of a straight line is
y a bx (1)
Yi a bxi (2)
Then for ‘n’ points
Y
Where a and b are parameters to be determined; i is called the estimated value. The
Y x
given value i corresponding to i .
2
Let S yi Yi (3)
2
= yi a bxi
2
S= yi a bxi (4)
We determined a and b so that S is minimum (least). Two necessary conditions for this
S S
0 and 0
a b .
differentiate (4) w.r.t a and b partially
S
yi a bxi
a
0 yi a bxi
0= yi a b xi
0= yi na b xi
yi na b xi
or y na b x
S
2 yi a bxi xi
b
0 2 xi yi axi bxi2
0= xi yi a xi b xi2

xi yi n xi b xi2
or xy a x b x2
where n = number of points or value.
FITTING A SECOND DEGREE PARABOLA Y=AX2 + BX + C
Let us take equation of parabola called parabola of best fit in the form
y a bx cx 2 (1)
Where a, b, c are parameters to be determined. Let be the value of corresponding to the v
Yi a bxi cxi2 (2)
Also
2
S= yi Yi (3)
2
yi a bxi cxi2
S yi a bxi cxi2 (4)

We determine a, b, c so that S is least (minimum).
The necessary condition for this are
S S S
0, 0& 0
a b c
diff (4) w.r.t ‘a’ partially
S
2 yi a bxi cxi2
a
0 2 yi a bxi cxi2
0 yi a bxi cxi2
0 yi a b xi c xi2
yi a b xi c xi2
yi na b xi c xi2
or y na b x c x2
diff (4) w.r.t ‘b’ partially
S
2 yi a bxi cxi2 xi
b
0 2 xi yi axi bxi2 cxi3

0 xi yi axi bxi2 cxi3

0 xi yi a xi b xi2 c xi3
xi yi a xi b xi2 c xi3
or xy a x b x2 c x3
diff (4) w.r.t ‘c’ partially

S
2 yi a bxi cxi2 xi2
c
0 2 xi2 yi axi2 bxi3 cxi4
0 xi2 yi axi2 bxi3 cxi4
0 xi2 yi a xi2 b xi3 c xi4
xi2 yi a xi2 b xi3 c xi4
or x2 y a x2 b x3 c x4
Hence the normal equation for second degree parabola are

y na b x c x 2
xy a x b x2 c x3
x2 y a x2 b x3 c x4
PROBLEMS:
1) Fit a straight line y a bx to the following data

x: 5 10 15 20 25
y : 16 19 23 26 30
Solution: Let y a bx (1)

Normal equation
y na b x (2)
xy a x b x2 (3)

x y x2 xy
5 16 25 80
10 19 100 190
15 23 225 345
20 26 400 520
25 30 625 750
x y x2 xy
75 =114 =1375 =1885
(1) & (2)
114 15a b 75
1885 75a b 1375
a 12.3
b 0.7
(1) y 12.3 0.7 x
2) Fit equation of straight line of best fit to the following data

x: 1 2 3 4 5
y : 14 13 9 5 2
Solution:
Let y a bx (1)
Normal equation
y na b x (2)
xy a x b x2 (3)
x y x2 xy
1 14 1 14
2 13 4 26
3 9 9 27
4 5 16 20
5 2 25 10
x y x2 xy
15 =43 =55 =97

(2) & (3)

43 15a 15b
97 15a 56b
Solving above equations we get
a 18.2
b 3.2
(1) y 18.2 3.2 x
3) The equation of straight line of best fit find the equation of best fit
x: 0 1 2 3 4
y : 1 1.8 3.3 4.5 6.3
Solution: let y a bx (1)
Normal equation
y na b x (2)
xy a x b x2 (3)
x y x2 xy
0 1 0 0
1 1.8 1 1.8
2 3.3 4 6.6
3 4.5 9 13.5
4 6.3 16 25.2
x y x2 xy
10 =16.9 =30 =47.1
(2) & (3)
16.9 5a 10b
47.1 10a 30b
a 0.72
b 1.33
(1) y 0.72 1.33 x
4) If p is the pull required to lift a load by means of pulley block. Find a linear
block of the form p=MW+C Connected p &w using following data
: 50 70 100 120
p : 12 15 21 25
Compute p when W=150.
Solution: Given p=y & W=x

equation of straight line is

:
let y a bx (1)
Normal equations
y na b x (2)
xy a x b x2 (3)
x p= y x2 xy
50 12 2500 600
70 15 4900 1050
100 21 10000 2100
120 25 144000 3000
x 10 y =16.9 x 2 =30 xy =47.1
(2) & (3)
73 4a 340b
6750 340a 31800b
a 2.27
b 0.187
(1) y 2.27 0.187 x
put 150
y 30.32
5) Fit a curve of the form y ab x
Solution: Consider
y ab x (1)
Take log on both side
logy=log ab x
=loga+logb x
logy=loga+logb x
y A Bx (2) ; logy=Y y=e y
Corresponding normal equation loga=A a=e A
Y nA B x (3) logb=B b=e B
xY A x B x2 (4)

Solving the normal equation (3) & (4) for a & b . Substitute these values in (1) we get
x
curve of best fit of the form y ab
x
6) Fit a curve of the curve y ab for the data
x: 1 2 3 4 5 6 7 8
y : 1.0 1.2 1.8 2.5 3.6 4.7 6.6 9.1
Solution:
let y ab x (1)
Normal equations are
Y nA B x (2); A=loga
xY A x B x2 (3) Y=logy, B=logb
x y Y=logy x2 xY
1 1.0 0 1 0
2 1.2 0.182 4 0.364
3 1.8 0.587 9 1.761
4 2.5 0.916 16 3.664
5 3.6 1.280 25 6.4
6 4.7 1.547 36 9.282
7 6.6 1.887 49 13.209
8 9.1 2.208 64 17.664
x 36 Y =8.607 x 2 =204 xY =52.34
(1) & (2)

8.607 8 A 36 B
52.34 36 A 203B
A 0.382
B 0.324
then e A a 0.682
B
e b 1.382
x
(1) y 0.682 1.382
7) Fit a curve of the form y axb for the following data

x: 1 1.5 2 2.5
y : 2.5 5.61 10.0 15.6
Solution:: Consider
let y axb (1)

Normal equations are
Y nA b x (2); Y=logy
XY A X B X2 (3) A=loga, X=logx
x y X= log x X2 Y log y XY
1 2.5 0 0 0.916 0
1.5 5.62 0.405 0.164 1.726 0.699
2 10.0 0.693 0.480 2.302 1.595
2.5 15.6 0.916 0.839 2.747 2.516
X=2.014 X 2 =1.483 Y=7.691 XY=4.81
(1) & (2)

7.691 4 A 2.014b
4.81 2.014 A 1.483b
A=0.916, eA a 2.499 2.5
b 1.999 2
2
(1) y 2.5 x
2
8) Fit a parabola y a bx cx for the following data
x: 1 2 3 4
y : 1.7 1.8 2.3 3.2
Sol:
y a bx cx 2 (1)
Normal equation
y na b x c x2 (2)
2 3
xy a x b x c x (3)
x2 y a x2 b x3 c x4 (4)

x y x2 x3 x4 xy x2 y
1 1.7 1 1 1 1.7 1.7
2 1.8 4 8 16 3.6 7.2
3 2.3 9 27 81 6.9 20.7
4 3.2 16 64 256 12.8 51.2
x y 9 x2 30 x3 100 x4 354 xy 25 x 2 y 80.8
(1), (3) & (4)
9 4a 10b 30c
25 10a 30b 100c
80.8 30a 100b 354c
a 2
b -0.5
c 0.2
(1) y 2 - 0.5 x 0.2 x 2
9) Fit a curve of the form y aebx for the following

x: 0 2 4
y : 8.12 10 31.82
Sol:
y aebx (1)
Normal equation
Y=nA+b x (2); Y=logy
xy A x b x2 (3) A=loga
x y Y=logy x2 xY
0 8.12 2.094 0 0
2 10 2.302 4 4.604
4 31.82 3..46 16 13.84
x 6 Y=7.86 x2 20 xY 18.444
(2) & (3)
7.856=3A+6b
18.444=6A+20b
A=1.935, a eA 6.924
b=0.341
(1) y 6.924e0..341x

2
10) Fit a II degree parabola ax bx c to the least square method & hence
find y when x=6
x: 1 2 3 4 5
y : 10 12 13 16 19
Sol:
y ax 2 bx c (1)
2
y c bx ax (1)
Normal equation
y nc b x a x2 (2)
xy c x b x2 a x3 (3)
x2 y c x2 b x3 a x4 (4)
x y x2 x3 x4 xy x2 y
1 10 1 1 1 10 10
2 12 4 8 16 24 14
3 13 9 27 81 39 117
4 16 16 64 256 64 256
5 19 25 125 625 95 475
15 70 55 225 979 232 906
70 5c 15b 55a
232 15c 55b 225a
906 55c 225b 979a
a 0.285
b 0.485
c 9.4
(1) y 0.285 x 2 0.485 x 9.4
at x 6, y 22.6
NUMERICAL METHODS
Introduction:
Limitations of analytical methods led to the evolution of Numerical methods. Numerical
Methods often are repetitive in nature i.e., these consist of the repeated execution of the
same procedure where at each step the result of the proceeding step is used. This process
known as iterative process is continued until a desired degree of accuracy of the result is
obtained.

Solution of Algebraic and Transcendental Equations:

The equation f(x) = 0 said to be purely algebraic if f(x) is purely a polynomial in x.
If f(x) contains some other functions like Trigonometric, Logarithmic, exponential etc.
then f(x) = 0 is called a Transcendental equation.
Ex: (1) x4 - 7x3 + 3x + 5 = 0 is algebraic

(2) ex - x tan x = 0 is transcendental
Method of false position or Regula-Falsi Method:

This is a method of finding a real root of an equation f(x) = 0 and is slightly an
improvisation of the bisection method.
Let x0 and x1 be two points such that f(x0) and f(x1) are opposite in sign.
Let f(x0) > 0 and f(x1) < 0

The graph of y = f(x) crosses the x-axis between x0 and x1
Root of f(x) = 0 lies between x0 and x1
Now equation of the Chord AB is
f (x1 ) f (x 0 )
y f (x 0 ) ( x x 0 ) ...(1)
x1 x 0
When y =0 we get x = x2
x1 x 0
i.e. x 2 x 0 f ( x 0 ) ...(2)
f (x1 ) f (x 0 )
Which is the first approximation
If f(x0) and f(x2) are opposite in sign then second approximation
x2 x0
x3 x0 f (x 0 )
f (x 2 ) f (x 0 )
This procedure is continued till the root is found with desired accuracy.

Poblems:
1. Find a real root of x3 - 2x -5 = 0 by method of false position correct to three

decimal places between 2 and 3.
Answer:
Let f(x) = x3 - 2x - 5 = 0
f(2) = -1
f(3) = 16
a root lies between 2 and 3
Take x0 = 2, x1 = 3
x0 = 2, x1 = 3
x1 x 0
Now x 2 x 0 f (x 0 )
f (x1 ) f (x 0 )
3 2
2 ( 1)
16 1
= 2.0588
f(x2) = f(2.0588) = -0.3908
Root lies between 2.0588 and 3

Taking x0 = 2.0588 and x1 = 3
f(x0) = -0.3908, f(x1) = 16
x1 x 0
We get x 3 x 0 .f ( x 0 )
f (x1 ) f (x 0 )
0.9412
2.0588 ( 0.3908)
16.3908
= 2.0813
f(x3) = f(2.0813) = -0.14680
Taking x0 = 2.0813 and x1 = 3
f(x0) = 0.14680, f(x1) =16
0.9187
x 4 2.0813 ( 0.14680) 2.0897
16.1468
Repeating the process the successive approximations are
x5 = 2.0915, x6 = 2.0934, x7 = 2.0941, x8 = 2.0943
Hence the root is 2.094 correct to 3 decimal places.

2. Find the root of the equation xex = cos x using Regula falsi method correct to
three decimal places.
Solution:
Let f(x) = cosx - xex
Observe
f(0) = 1
f(1) =cos1 - e = -2.17798
root lies between 0 and 1
Taking x0 = 0, x1 = 1
f(x0) = 1, f(x1) = -2.17798
x1 x 0
x2 x0 .f ( x 0 )
f (x1 ) f (x 0 )
1
0 (1) 0.31467
3.17798
f(x2) = f(0.31467) = 0.51987 +ve
x0 = 0.31467, x1 = 1
f(x0) = 0.51987, f(x1) = -2.17798
1 0.31467
x3 0.31467 (0.51987) 0.44673
2.17798 0.51987
f(x3) = f(0.44673) = 0.20356 +ve

0.55327
x 4 0.44673 0.20356 0.49402
2.38154
Repeating this process
x5 = 0.50995, x6 = 0.51520, x7 = 0.51692, x8 = 0.51748

x9 = 0.51767, etc
Hence the root is 0.518 correct to 4 decimal places
Newton Raphson Method

This method is used to find the isolated roots of an equation f(x) = 0, when the derivative
of f(x) is a simple expression.
Let m be a root of f(x) = 0 near a.

f(m) = 0
We have by Taylor's series
( x a ) 2 ''
f (x) f (a ) ( x a ) f ' (a ) f (a ) .....
2!
f (m) f (a ) (m a ) f ' (a ) .....
Ignoring higher order terms
f(m) = f(a) + (m - a) f' (a) = 0
f (a )
or m a
f ' (a )
f (a )
or m a
f ' (a )
Let a = x 0, m = x 1
f (x 0 )
then x1 x 0 is the first approximat ion
f ' (x 0 )
f (x1 )
x 2 x1 is the second approximat ion
f ' (x1 )
.
.
.
f (x k )
xk 1 xk is the iterative formula for Newton Raphson Method
f ' (x k )
1. Using Newton's Raphson Method find the real root of x log10 x = 1.2 correct to
four decimal places.
Answer:
Let f(x) = x log10 x - 1.2
f(1) = -1.2, f(2) = -0.59794, f(3) = 0.23136
x log e x 1 log e x
We have f ( x ) 1.2 f ' ( x )
log e 10 log e 10
log 10 e log 10 x
x k log10 x k 1.2
xk 1 xk
log10 e log10 x K
Let x0 = 2.5 (you may choose 2 or 3 also)
2.5 log 10 2.5 1.2
x 1 2.5 2.7465
log 10 e log 10 2.5

2.7465 log 2.7465 1.2

x2 2.7465 2.7406
log 10 e log 10 2.7465
Repeating the procedure
x 3 2.7406
x 2.7406 is the root of the given equation
2.Using Newton's Method, find the real root of xex = 2. Correct to 3 decimal places.
Answer:
Let f(x) = xex - 2
f(0) = -2
f(1) = e - 2 = 0.7182
Let x0 = 1
f' (x) = (x + 1) ex
We have
x k e xk 2
xk 1 xk
( x k 1) e x k
e 2
x1 1 0.8678
2e
(0.8678 ) e 0.8678 2
x2 0.8678 0.8527
(1.8678 ) e 0.8678
(0.8527 ) e 0.8527 2
x3 0.8527 0.8526
0.8527
(1.8527 ) e
x 0.8526, is the required root. Correct to 3 decimal places
3. Find by Newton's Method the real root of 3x = cosx + 1 near 0.6, x is in radians.
Correct for four decimal places.
Answer:
Let f(x) = 3x - cosx - 1
f'(x) = 3 + sinx
3x k cos x k 1
xk 1 xk
3 sin x k
3 (0.6) cos (0.6) 1
When x 0 0.6 x 1 0.6 0.6071
3 sin (0.6)
3 (0.6071) cos (0.6071) 1
x 2 0.6071 0.6071
3 sin (0.6071)
Since x1 = x2
The desired root is 0.6071
4. Obtain the iterative formula for finding the square root of N and find 41
Answer:

Let x N
or x2 - N = 0
f(x) = x2 - N
f'(x) = 2x
Now
x 2k N
xk 1 xk
2x k
xk N
xk
2 2x k
1 N
i.e. x k 1 xk
2 xk
To find 41
Observe that 36 41
Choose x 0 6
1 41
x1 6 6.4166
2 6
1 41
x2 6.4166 6.4031
2 6.4166
1 41
x3 6.4031 6.4031
2 6.4031
Since x2 = x3 = 6.4031
The value of 41 6.4031
5. Obtain an iterative formula for finding the p-th root of N and hence find (10)1/3
correct to 3 decimal places.
Answer:
Let xp = N
or xp - N = 0
Let f(x) = xp - N
f ' (x) px p 1
x pk N
Now xk 1 xk
px pk 1
Observe that 8 < 10
81/ 3 101/ 3
i.e. 2 (10)1/ 3
Use x0 = 2, p = 3, N=10

2 3 10
x1 2 2.1666
3 (2 2 )
(2.1666) 3 10
x2 2.1666 2.1545
3(2.1666) 2
(2.1545) 3 10
x3 2.1545 2.1544
3 (2.1545) 2
(10)1/ 3 2.1544
6. Obtain an iterative formula for finding the reciprocal of p-th root of N. Find
(30)-1/5 correct to 3 decimal places.
Answer:
Let x -p = N
or x -p - N = 0
f(x) = x -p - N
f'(x) = -px -p - 1
Now
x kp N
xk 1 xk
p 1
p xk
1
sin ce (32) 1/ 5 0.5
2
We use x0 = 0.5, p = 5, N = 30
(0.5) 5 30
x 1 0.5 0.50625, Re peating the process
5(0.5) 6
x 2 0.506495, x 3 0.506495
1/ 5
(30) 0.5065
GRAPHICAL METHOD OF SOLVING AN LPP

LPP involved with only two decision variables can be solved in this method. The method
is illustrated step wise when the problem is mathematically formulated.
x y
1
The constraints are considered in the form of a b which graphically represents
straight lines passing through the points (a,0) and (0,b) since there are only two decision
variables.
These lines along with the co-ordinate axes forms the boundary of the region known as
the feasible region and the figure so formed by the vertices is called the convex polygon.
Z c1 x1 c2 x2 ...... cn xn
The value of the objective function is found at all these
vertices.

The extreme values of Z among these values corresponding the values of the decision
variables is required optimal solution of the LPP.
PROBLEMS:
1) Use the graphical method to maximize Z = 3x + 4y subject to the constraints

2 x y 40 , 2 x 5 y 180, x 0, y 0.
Solution: Let us consider the equations

2 x y 40 2 x 5 y 180
x y x y
1.............(1) 1...........(2)
20 40 90 36
Let (1) and (2) represent the straight lines AB and CD respectively where we have
A = (20, 0), B = (0, 40) ; C = (90 , 0), D = (0,36)
We draw these lines in XOY plane.
Shaded portion is the feasible region and OAED is the convex polygon. The point E
being the point of intersection of lines AB and CD is obtained by solving the equation:
2 x y 40 , 2 x 5 y 180. E ( x, y) (2.5,35)
The value of the objective function at the corners of the convex polygin OAED are
tabulated.
Value of Z = 3x + 4y
Corner
O(0,0) 0
A(20, 0) 60
E(2.5, 35) 147.5
D(0,36) 144
Thus ( Z ) Max 147.5 when x 2.5, y 35
2) Use the graphical method to maximize Z 3x1 5x2 subject to the constraints
x1 2x2 2000 , x1 x2 1500, x2 600 , x1 , x2 0.


x1 x2 2000 , x1 x2 1500, x2 600
x1 x2 x1 x2
1.....(1) 1...........(2) x2 600 .........(3)
2000 1000 1500 1500
A = (2000, 0), B = (0, 1000) ; C = (1500 , 0), D = (0,1500)
x2 600 . is a line parallel to the x1 axis.
On solving
x1 x2 2000 , x1 x2 1500, we get E (1000,500)
x1 x2 1500 , x2 600, we get F (900,600)
x1 2 x2 2000 , x2 600, we get G (800,600)
Also we have C = (1500 , 0), H= (0, 600)
tabulated.
Corner Value of Z 3x1 5x2

O(0,0) 0
C(1500, 0) 4500
E(1000, 500) 5500
F(900, 600) 5700
G(800,600) 5400
Thus ( Z ) Max 5700 when x1 900, x2 600
3) Use the graphical method to minimize Z 20 x1 10 x2 subject to the constraints

x1 2x2 40 , 3x1 x2 30, 4x1 3x2 60 , x1 , x2 0.


x1 2 x2 40 , 3 x1 x2 30, 34 x1 3x2 60
x1 x2 x1 x2 x1 x2
1.....(1) 1...........(2) 1.........(3)
40 20 10 30 15 20
Let (1) ,(2) and (3) represent the straight lines AB ,CD and EF respectively where we
have A = (40, 0), B = (0,20) ; C = (10 , 0), D = (0,30) ; E = (15,0), F = (0, 20)
Shaded portion is the feasible region and EAHG is the convex polygon. The point G
being the point of intersection of lines EF and CD. The point H being the point of
intersection of lines AB and CDis obtained by solving the equation:
tabulated.
Corner Value of Z 3x1 5x2
A(15 , 0) 300
A(40, 0) 800
H(4 , 18) 260
G (6, 12) 240
Thus ( Z ) MIN 240 when x1 6, x2 12
4) Show that the following LPP does not have any feasible solution.
Objective function for maximization:Z = 20x+30y.
Constraints: 3x 4 y 24 , 7 x 9 y 63, x 0, y 0.
3x 4 y 24 7 x 9 y 63
x y x y
1.............(1) 1...........(2)
8 6 9 7
A = (8, 0), B = (0,6) ; C = (9 , 0), D = (0,7)

It is evident that there is no feasible region.Thus we

conclude that the LPP does not have any feasible solution.

MODULE IV
FINITE DIFFERENCE
CONTENTS:
Introduction
Finite difference:
Forward and Backward difference
Newtons forward and backward interpolation formula
Newtons divided difference formula
Lagranges interpolation formula
Numerical integration

Finite Differences
Let y = f(x) be represented by a table
x: x0 x1 x2 x3 …. xn
y: y0 y1 y2 y3 … yn
where x0, x1,x2….xn are equidistant. (x1 - x0 = x2 - x1 = x3 - x2 =….=xn - xn-1 = h)
We now define the following operators called the difference operators.
Forward difference operator (∆)

f (x) f (x h) f (x)
yr yr 1 yr , r 0,1, 2,...,n 1
y0 y1 y0
y1 y2 y1
. first forward differences
.
yn 1 yn yn 1
2 2 2
y0 , y1 , y 2 ,....,are called the sec ond differences
2
Now y0 ( y0 ) ( y1 y0 )
y1 y0 (y 2 y1 ) ( y1 y0 )
y2 2 y1 y0
||| ly 2
y1 y3 2y 2 y1
2
yr yr 2 2y r 1 yr
3
Note : y0 y3 3y 2 3y1 y0
k k k
yr yr k C1 y r k 1 C2 y r k 2 .... ( 1) k C r
Difference Table
2 3 4 5
x y y y y y y
x0 y0

y0
2
x1 y1 y0
3
y1 y0
2 4
x2 y2 y1 y0
3
y2 y0
2
x3 y3 y2
y3
x4 y4
2 3
y0 , y0 , y 0 ,....are called the leading differences.
Ex: The following table gives a set of values of x and the corresponding values ofy = f(x)
x: 10 15 20 25 30 35
y: 19.97 21.51 22.47 23.52 24.65 25.89
2 3 4
Form the difference table and find f (10), f (10), f (20), f (15)
2 3 4 5
x y
10 19.97
1.54
15 21.51 -0.58
0.96 0.67
20 22.47 0.09 -0.68
1.05 -0.01 0.72
25 23.52 0.08 0.04
1.13 0.03
30 24.65 0.11
1.24
35 25.89
2 3 4
f (10) 1.54, f (10) 0.58, f (20) 0.03, f (15) 0.04
Note: The nth differences of a polynomial of n the degree are constant.
Backward difference operator ( )
Let y = f(x)
We define f(x) = f(x) - f(x - h)

i.e. y1 = y1 - y0 = ∆ y0
y2 = y2 - y1 = ∆ y1
y3 = y3 - y2 = ∆ y2
'
'
yn = yn - yn-1 = ∆ yn - 1
yr yr yr 1 yr 1
Note:
1. f(x + h) = f(x + h) - f(x) = ∆ f(x)
2
2. f(x + 2h) = ( f(x + 2h))
= {f(x + 2h) - f(x + h)}
= f(x + 2h) - f(x + h)
= f(x + 2h) - f(x + h) - f(x + h) + f(x)
= f(x + 2h) -2f(x + h) + f(x)
= ∆2 f(x)
|||ly n
f(x + nh) = ∆n f(x)
Backward difference table
2 3
x y y y y
X0 y0
y1
2
X1 y1 y2
3
y2 y3
2
X2 y2 y3
y3
X3 y3
1. Form the difference table for

x 40 50 60 70 80 90
y 184 204 226 250 276 304

2 5
and find y (30), y (70), y (90)
Soln:
2 3 4 5
x y y y y y y
40 184
20
50 204 2
22 0
60 226 2 0
24 0 0
70 250 2 0
26 0
80 276 2
28
90 304
2 5
y (80) = 26, y (70) = 2, y (90) = 0
2. Given
x 0 1 2 3 4
f(x) 4 12 32 76 156
2 3
Construct the difference table and write the values of f (4), f (4), f (3)
2 3
x y y y y
0 4
8
1 12 12
20 12
2 32 24
44 12
3 76 36
80
4 156

3) Find the missing term from the table:

x 0 1 2 3 4
y 1 3 9 - 81
Explain why the value obtained is different by putting x = 3 in 3x.

Denoting the missing value as a, b, c ..etc. Construct a difference table and solve.
2 3 4
x y y y y y
0 1 2
1 3 6 4
2 9 a-9 a - 15 a - 19 -4a + 124
3 a 81 - a 81 - a -3a +105
4 81
4
Put y = 0 (assuming f(x) its be a polynomial of degree 3)
i.e., -4a + 124 = 0
a = 31
Since we have assumed f(x) to be a polynomial of degree 3 which is not 3x we obtained a
different value.
4) Given u1 = 8, u3 = 64, u5 = 216 find u2 and u4

2 3
x u u u u
x1 8
x2 a a-8 -2a + 72 b + 3a - 200
x3 64 64 - a b + a - 128 -3b - a + 408
x4 b b - 64 -2b + 280
x5 216 216 -b
We carryout upto the stage where we get two entries ( 2 unknowns) and equate each of
those entries to zero. (Assuming) to be a polynomial of degree 2.
b + 3a - 200 = 0
-3b - a + 408 = 0 We get a = 24 b = 128

Interpolation:
The word interpolation denotes the method of computing the value of the function y =
f(x) for any given value of x when a set (x0, y0), (x1, y1),…(xn, yn) are given.
Note:
Since in most of the cases the exact form of the function is not known. In such cases the
function f(x) is replaced by a simpler function (x) which has the same values as f(x) for
x0, x1, x2….,xn.
u (u 1) 2 u (u 1) (u 2) 3
(x) y0 u y0 y0 y0 ....
2! 3!
u (u 1) (u 2) ...(u n 1) n
y0
n!
is called the Newton Gregory forward difference formula
Note :
1. Newton forward interpolation is used to interpolate the values of y near the beginning
of a set of tabular values.
2. y0 may be taken as any point of the table but the formula contains those values of y
which come after the value chosen as y0.
Problems:
1) The table gives the distances in nautical miles of the visible horizon for the given
heights in feet above the earths surface.
x = height 100 150 200 250 300 350 400
y = distance 10.63 13.03 15.04 16.81 18.42 19.90 21.27
Find the values of y when i) x = 120, ii) y =218

Solution:
2 3 4 5 6
x y
100 10.63

2.40
150 13.03 -0.39
2.01 0.15
200 15.04 -0.24 -0.07
1.77 0.08 0.02
250 16.81 -0.16 -0.05 0.02
1.61 0.03 0.04
300 18.42 -0.13 -0.01
1.48 0.02
350 19.90 -0.11
1.37
400 21.27
Choose x0 = 100
120 100
i) x 120, u 0.4
50
0.4 (0.4)(0.4 1)
f (120) 10.63 (2.40) ( 0.39)
1! 2!
(0.4) (0.4 1)(0.4 2)

(0.15)
3!
(0.4) (0.4 1) (0.4 2) (0.4 3)

( 0.07)
4!
(0.4) (0.4 1) (0.4 2) (0.4 3) (0.4 4)

(0.02)
5!
(0.4) (0.4 1) (0.4 2) (0.4 3) (0.4 4) (0.4 5)

(0.02) 11.649
6!
218 200 18
ii) Let x = 218, x0 = 200, u 0.36
50 50
0.36 ( 0.64)
f (218) 15.04 0.36(1.77) ( 0.16)
2
0.36( 0.64) ( 1.64)
(0.03) ...
6
= 15.7
2) Find the value of f(1.85).

2 3 4 5 6
x y y y y y y y
1.7 5.474
0.575
1.8 6.049 0.062
0.637 0.004
1.9 6.686 0.066 0.004
0.703 0.008 -0.004
2.0 7.389 0.074 0 0.004
0.777 0.008 0
2.1 8.166 0.082 0
0.859 0.008
2.2 9.025 0.090
0.949
23 9.974
x x0 1.85 1.8
Choose x 0 1.8, x 1.85 u 0.5
h 0.1
(0.5)( 0.5)
f (1.85) 6.049 (0.5) (0.637) (0.066)
2
(0.5)( 0.5) ( 1.5)

(0.008 )
6
6.049 0.3185 - 0.0008 0.0005
= 6.359
3) Given sin 45o = 0.7071, sin 50o = 0.7660, sin 55o =0.8192, sin 60o = 0.8660.
Find sin 48o.
2 3
x y
45 0.7071
0.589
50 0.7660 -0.0057
0.0532 0.0007
55 0.8192 -0.0064
0.0468
60 0.8660

x x0
x 48, x 0 45; h 5u 0.6
h
sin 48o 0.7071 (0.6) (0.0589)
(0.6)( 0.4) (0.6) ( 0.4) ( 1.4)

( 0.0057) (0.0007) 0.7431
2 6
4) From the following data find the number of students who have obtained 45
marks. Also find the number of students who have scored between 41 and 45 marks.
Marks 0 - 40 41 - 50 51 - 60 61 -70 71 - 80
No. of students 31 42 51 35 31
2 3 4
x y
40 31
42
50 73 9
51 -25
60 124 -16 37
35 12
70 159 -4
31
80 190
(0.5) ( 0.5) 9 (0.5) ( 0.5) ( 1.5) ( 25)
f (45) 31 (0.5) (42)
2 3!
(0.5) ( 0.5) ( 1.5) ( 2.5)
(37) 47.8672 48
4!
f(45) - f(40) = 70 = Number of students who have scored between 41 and 45.
5) Find the interpolating polynomial for the following data:

f(0) = 1, f(1) = 0, f(2) = 1, f(3) = 10. Hence evaluate f(0.5)
2 3
y
x
0 1
-1

1 0 2
1 6
2 1 8
9
3 10
x 0
u x
1
x ( x 1) x ( x 1) ( x 2)
f (x) 1 x ( 1) (2) 6 x3 2x 2 1
2! 3!
6) Find the interpolating polynomial for the following data:

x: 0 1 2 3 4
f(x) : 3 6 11 18 27
2 3 4
x y
0 3
3
1 6 2
5 0
2 11 2 0
7 0
3 18 2
9
4 27
x 0
u x
1
x ( x 1) x ( x 1)
f (x) 3 x (3) (2) (0) 3 2x x 2
2 x!
Newton Gregory Backward Interpolation formula
u (u 1) 2 u (u 1) (u 2) 3
y yn u yn yn yn ....
2! 3!
x xn
where u
h

1) The values of tan x are given for values of x in the following table. Estimate
tan (0.26)
x 0.10 0.15 0.20 0.25 0.30

y 0.1003 0.1511 0.2027 0.2553 0.3093
2 3 4
x y
0.10 0.1003
0.0508
0.15 0.1511 0.0008
0.0516 0.0002
0.20 0.2027 0.0010 0.0002
0.0526 0.0004
0.25 0.2553 0.0014
0.0540
0.30 0.3093
0.26 0.3
u 0.8
0.05
( 0.8) ( 0.8) (0.2) (1.2)
f (0.26) 0.3093 ( 0.8)(0.054) (0.2) (0.0014) (0.0004) 0.2659
2 6
2) The deflection d measured at various distances x from one end of a cantilever is

given by the following table. Find d when x = 0.95
0.95 1
u 0.25 d 0.3308 when x 0.95
0.2
2 3 4 5
x d
0 0
0.0347
0.2 0.0347 0.0479
0.0826 -0.0318
0.4 0.1173 0.0161 0.0003
0.0987 -0.0321 -0.0003
0.6 0.2160 -0.016 0
0.0827 -0.032
0.8 0.2987 -0.0481
0.0346

1.0 0.3333
3) The area y of circles for different diameters x are given below:

x: 80 85 90 95 100
y: 5026 5674 6362 7088 7854
Calculate area when x = 98

2 3 4
x y y y y y
80 5026
648
85 5674 40
688 -2
90 6362 38 4
726 2
95 7088 40
766
100 7854
Answer:
x xn
u 0.4
n
y = 7542
4) Find the interpolating polynomial which approximates the following data.
x 0 1 2 3 4
y -5 -10 -9 4 35
2 3 4
x y
0 -5
-5
1 -10 6
1 6
2 -9 12 0
13 6
3 4 18
31
4 35

x 4
u
1
18 ( x 4) ( x 3) ( x 2) (6)
f ( x ) 35 ( x 4) (31) (x 4) ( x 3)
2! 3!
f(x) x3 2x 2 6x - 5
Interpolation with unequal intervals

Newton backward and forward interpolation is applicable only when x0, x1,…,xn-1 are
equally spaced. Now we use two interpolation formulae for unequally spaced values of x.
i) Lagranges formula for unequal intervals:
If y = f(x) takes the values y0, y1, y2,….,yn corresponding to x = x0, x1, x2,…,xn then
( x x 1 ) ( x x 2 )...(x x n )
f (x) f (x 0 )
( x 0 x 1 ) ( x 0 x 2 )...(x 0 x n )
( x x 0 ) ( x x 2 ) ( x x 3 )...(x x n )
f (x1 )
( x 1 x 0 ) ( x 1 x 2 ) ( x 1 x 3 )...(x 1 x n )
( x x 0 ) ( x x 1 ) ( x x 3 )...(x x n )
f ( x 2 ) ....
( x 2 x 0 ) ( x 2 x 1 ) ( x 2 x 3 )...(x 2 x n )
( x x 0 ) ( x x 1 ) ( x x 2 )...(x x n 1 )
f ( x n ) is known as the lagrange's
( x n x 0 ) ( x n x 1 ) ( x n x 2 )...(x n x n 1 )
interpolation formula
ii) Divided differences ( )

y1 y0
f (x 0 ) y0 [ x 0 , x1 ]
x1 x0
y2 y1
y1 [x 2 , x1 ]
x2 x1
yn yn 1
yn 1 [x n 1 , x n ]
xn xn 1
second divided difference

2 2 y1 y0
f (x 0 ) y0
x2 x0
[x 2 , x1 ] [x1 , x 0 ]
[x 0 , x1 , x 2 ]
x2 x0
y2 y1 [x 3 , x 2 ] [x 2 , x1 ]
|| ly 2
y1 [x1 , x 2 , x 3 ]
x3 x1 x 3 x1
3
similarly y 0 ,.... can be defined
Newton's divided difference interpolation formula

2 3
y f (x) y0 (x x 0 ) y 0 ( x x 0 ) ( x x1 ) y0 (x x 0 ) (x x1 )(x x 2 ) y0
n
... ( x x 0 ) ( x x 1 ) ...(x x n ) y0
is called the Newton's divided difference formula.
Note:Lagrange's formula has the drawback that if another interpolation value were
inserted, then the interpolation coefficients need to be recalculated.
Inverse interpolation: Finding the value of y given the value of x is called interpolation
where as finding the value of x for a given y is called inverse interpolation.
Since Lagrange's formula is only a relation between x and y we can obtain the inverse
interpolation formula just by interchanging x and y.
( y y1 ) ( y y 2 )....(y y n )
x .x 0
( y 0 y1 ) ( y 0 y 2 )...(y 0 y n )
( y y 0 ) ( y y 0 ) ( y y 2 ) ( y y 3 )...(y y n )
x1 ...
( y1 y 0 ) ( y1 y 2 ) ( y1 y 3 ) ...(y1 y n )
( y y 0 ) ( y y1 )...(y y n 1 )
... .x n
( y n y 0 ) ( y n y1 )...(y n y n 1 )
is the Lagranges formula for inverse interpolation

1) The following table gives the values of x and y
x: 1.2 2.1 2.8 4.1 4.9 6.2

y: 4.2 6.8 9.8 13.4 15.5 19.6
Find x when y = 12 using Lagranges inverse interpolation formula.

Using Langrages formula
( y y1 ) ( y y 2 ) ( y y 3 ) ( y y 4 ) ( y y 5 )
x x0
( y 0 y1 ) ( y 0 y 2 ) ( y 0 y 3 ) ( y 0 y 4 ) ( y 0 y 5 )
( y y 0 ) ( y y1 ) ( y y 2 ) ( y y 3 ) ( y y 4 )
.... x4
( y 5 y 0 ) ( y 5 y1 ) ( y 5 y 2 )...(y 5 y 4 )
0.022 0.234 1.252 3.419 0.964 0.055
= 3.55
2) Given the values
x: 5 7 11 13 17
f(x) : 150 392 1452 2366 5202
Evaluate f(9) using (i) Lagrange's formula (ii) Newton's divided difference formula.
i) Lagranges formula
(9 7) (9 11) (9 13) (9 17) (9 5) (9 11) (9 13) (9 17)
f (9) (150) .392
(5 7) (5 11) (5 13) (5 17) (7 5) (7 11) (7 13) (7 17)
(9 5) (9 7) (9 13) (9 17) (9 5) (9 7) (9 11) (9 17)

(1452) (2366)
(11 5) (11 7) (11 13) (11 17) (13 5) (13 7) (13 11) (13 17)
(9 5) (9 7) (9 11) (9 13)
(5202) 810
(17 5) (17 7) (17 11) (17 13)
f(9) = 810

ii)
5 150
121
7 392 24
265 1
11 1452 32 0
457 1
13 2366 42
709
17 5202
f(9) = 150 + 121 (9 - 5) + 24 (9 - 5) (9 - 7) + 1(9 - 5) (9 - 7) (9 - 11) = 810
3) Using i) Langranges interpolation and ii) divided difference formula. Find the
value of y when x = 10.
x: 5 6 9 11
y: 12 13 14 16
i) Lagranges formula
(10 6) (10 9) (10 11) (10 5)(10 9)(10 11)
y f (10) 12 13
(5 6) (5 9) (5 11) (6 5)(6 9)(6 11)
(10 5)(10 6)(10 11) (10 5)(10 6)(10 9)

14 16
(9 5)(9 6)(9 11) (11 5)(11 6)(11 9)
44
3
ii)Divided difference
2 3
x y
5 12
1
6 13 2/3 1
4 6

1 2 1 27
3 15 6 90 3 / 10 1
11 5 6 6 20
9 14 2/3 2
5 15
2
1
2
11 16
1 1
f (10) 12 (10 5) (10 5)(10 6). (10 5)(10 6)(10 9)
6 20
44
3
4) If y(1) = -3, y(3) = 9, y(4) =30, y(6) = 132 find the lagranges interpolating
polynomial that takes the same values as y at the given points.
Given:
x 1 3 4 6
y -3 9 30 132
( x 3) ( x 4) ( x 6) ( x 1)(x 4)(x 6)
f (x) . ( 3) .9
(1 3)(1 4)(1 6) (3 1)(3 4)(3 6)
( x 1)( x 3)( x 6) ( x 1)( x 3)( x 4)
.30 .132
(4 1)(4 3)(4 6) (6 1)(6 3)(6 4)
= x3 - 3x2 + 5x - 6
5) Find the interpolating polynomial using Newton divided difference formula for
the following data:
x 0 1 2 5
y 2 3 12 147

2 3
x y
0 2
1
1 3 4
9 1
2 12 9
45
5 147
F(x) = 2 + (x - 0)(1) + (x - 0) (x - 1) (4) + (x - 0) (x - 1) (x - 2) 1

= x3 + x2 - x + 2
Numerical Integration:-
b
To find the value of I y dx numerically given the set of values ( xi , yi ) ,
a
i 0,1,2,...,n at regular intervals.

(i) Simpson’s one third rule:-
h
I y0 yn 4 y1 y3 ..... yn 1 2 y2 y4 ..... yn 2
3
when n is even.
(ii) Simpson’s three-eighth rule:-
3h
I y0 y n 3 y1 y 2 y4 y5 .... y n 1 2 y3 y6 ..... y n 3
8
when n is a multiple of 3.
(iii) Weddle’s rule:-

3h
I y0 5 y1 y 2 6 y3 y4 5 y5 y6 ......
10
when n is a multiple of 6.
Problems:

rd 1
1 dx
1) Using Simpson’s rule evaluate by dividing the interval 0 , 1 into
3 01 x2
4 equal sub intervals and hence find the value of correct to four decimal
places.
Solution: Let us divide [0,1] into 4 equal strips (n = 4)

1 0 1
length of each strip: h
4 4
1 2 1 3 4
The points of division are x 0, , , , 1
4 4 2 4 4
1
By data y
1 x2
Now we have the following table
x 0 1/4 1/2 3/4 1
1
y 1 16/17 4/5 16/25 1/2
1 x2
y0 y1 y2 y3 y4
rd
1
Simpson’s rule for n = 4 is given by
3
b
h
ydx y0 y4 4 y1 y3 2 y2
a
3
1
1 1/ 4 1 16 16 4
2
dx 1 4 2. 0.7854
0
1 x 3 2 17 25 5
1
1
Thus dx 0.7854
0
1 x2
To deduce the value of π: We perform theoretical integration and equate the
resulting value to the numerical value obtained.
1
1 1
2
dx tan 1 x tan 1 (1) tan 1 (0)
0
1 x 0 4
We must have, 0.7854 4(0.7854) 3.1416

4
Thus 3.1416
2) Given that
x 4 4.2 4.4 4.6 4.8 5 5.2
log x 1.3863 1.4351 1.4816 1.5261 1.5686 1.6094 1.6487
5.2 th
3
Evaluate log x dx using Simpson’s rule
4
8

th
3
Solution: Simpson’s rule for n = 6 is given by
8
b
3h
ydx y0 y6 3 y1 y2 y4 y5 2 y3
a
8
5.2
3(0.2)
log e xdx 1.3863 1.6487 3 1.4351 1.4816 1.5686 1.6094 2 1.5261
4
8
5.2
log e xdx 1.8279
4
1
xdx
3) Using Weddle’s rule evaluate 2
by taking seven ordinates and hence
0
1 x
find loge2
Solution: Let us divide [0,1] into 6 equal strips ( since seven ordinates)
1 0 1
length of each strip: h
6 6
1 2 1 3 1 4 2 5 6
The points of division are x 0, , , , , , 1
6 6 3 6 2 6 3 6 6
1
By data y
1 x2
Now we have the following table
x 0 1/6 1/3 1/2 2/3 5/6 1
x 0 6/37 3/10 2/5 6/13 30/61 1/2
y 2
1 x
y0 y1 y2 y3 y4 y5 y6
Weddle’s rule for n = 6 is given by

b
3h
ydx y0 5 y1 y2 6 y3 y4 5 y5 y6
a
10
1
x 3(1/ 6)
dx 0 5(6 / 37) 3 /10 6(2 / 5) 6 /13 5(30 / 61) 1/ 2
0
1 x2 10
1
x
2
dx 0.3466
0
1 x
To deduce the value of loge2: We perform theoretical integration and equate the
resulting value to the numerical value obtained.

1 1
x 1 1 1
dx log e (1 x 2 ) log e 2 log e 1
0
1 x2 2 0 2 2
1
x 1
Hence dx log e 2
0
1 x2 2
1
We must have, log e 2 0.3466 log e 2 2(0.3466) 0.6932
2
Thus log e 2 0.6932

MODULE V
VECTOR INTEGRATION
Vector Line Integral
PROBLEMS:

INTEGRAL THEOREM
Green’s Theorem in a Plane

Surface integral and Volume integral
Stoke’s Theorem

Gauss Divergence Theorem




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ENGINEERING MATHEMATICS-III 15MAT31

SUB CODE: 15MAT31 IA Marks:20

Numerical Methods: Numerical solution of algebraic and transcendental equations by:

DEPT OF MATHEMATICS,SJBIT Page 1

Course Outcomes: On completion of this course, students are able to

know the use of periodic signals and Fourier series to analyze

DEPT OF MATHEMATICS,SJBIT Page 2

Engineering Mathematics – III

 Module 2: Fourier Transforms & Z Transforms…………………………28-55

 Module 3; Statistical Methods, Curve Fitting, Numerical Method ….56-77

 Module 4: Finite Difference, Numerical Integration ……………….78-99

 Module 5: Vector Integration, Calculus of Variation ……………………100-108

DEPT OF MATHEMATICS,SJBIT Page 3

Trigonometric series and Euler’s formulae

Fourier series of period 2

Fourier series of even and odd functions

Fourier series of arbitrary period

Half range Fourier series

Complex form of Fourier series

Practical Harmonic Analysis

DEPT OF MATHEMATICS,SJBIT Page 4

Graph of f(x) = x Graph of f(x) = x

1. If f(x) is even and g(x) is odd, then

h(x) = f(x) x g(x) is odd

DEPT OF MATHEMATICS,SJBIT Page 5

2. h(x) = xsinx is even, since x and sinx are odd functions

A general periodic function f(x) of period T satisfies the condition

Here f(x) is a real-valued function and T is a positive real number.

As a consequence, it follows that

The function f(x) = sinx is periodic of period 2 since

The graph of the function is shown below :

DEPT OF MATHEMATICS,SJBIT Page 6

Series with Half-range series Complex series Harmonic Analysis

FORMULA FOR FOURIER SERIES

DEPT OF MATHEMATICS,SJBIT Page 7

2. f(x) is continuous or has only a finite number of discontinuities in the interval

Then, the infinite series

DEPT OF MATHEMATICS,SJBIT Page 8

Also, in this case, (5) becomes

DEPT OF MATHEMATICS,SJBIT Page 9

Some useful results :

2. The following integrals are also useful :

3. If ‘n’ is integer, then

DEPT OF MATHEMATICS,SJBIT Page 10

Here we use integration by parts, so that

Using the values of a0 , an and bn in the Fourier expansion

2. Obtain the Fourier expansion of f(x)=e-ax in the interval (- , ). Deduce that

DEPT OF MATHEMATICS,SJBIT Page 11

For x=0, a=1, the series reduces to

DEPT OF MATHEMATICS,SJBIT Page 12

Integrating by parts, we get

4. Obtain the Fourier expansion of

Thus the Fourier series of f(x) is

DEPT OF MATHEMATICS,SJBIT Page 14

5. Obtain the Fourier expansion of

DEPT OF MATHEMATICS,SJBIT Page 15

Integrating by parts, we get

The Fourier series of f(x) is

7. Obtain the Fourier expansion of

DEPT OF MATHEMATICS,SJBIT Page 16

DEPT OF MATHEMATICS,SJBIT Page 17

HALF-RANGE FOURIER SERIES

DEPT OF MATHEMATICS,SJBIT Page 18