MA2211 Transforms and Partial Differential Equations Lectrue Notes PDF

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MISRIMAL NAVAJEE MUNOTH JAIN ENGINEERING

COLLEGE, CHENNAI - 97
DEPARTMENT OF MATHEMATICS
(MA2211)
TRANSFORMS AND PARTIAL DIFFERENTIAL EQUATIONS
FOR
THIRD SEMESTER ENGINEERING STUDENTS

ANNA UNIVERSITY SYLLABUS (R-2008-2009)
This text contains some of the most important short-answer (Part A) and long- answer
questions (Part B) and their answers. Each unit contains 30 university questions. Thus, a
total of 150 questions and their solutions are given. A student who studies these model
problems will be able to get pass mark (hopefully!!).
Prepared by the faculty of Department of Mathematics
AUGUST, 2009
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UNIT I FOURIER SERIES
PART – A
Problem 1 Write the formula for finding Euler’s constants of a Fourier series in ( 0, 2  ).
Solution:
Euler’s constants of a Fourier series in ( 0, 2  ) is given by
2
1
a0   f  x  dx
 0
2
1
an 
  f  x  cos nxdx
0
2
1
bn 
  f  x  sin nxdx
0
Problem 2 Write the formula for Fourier constants for f(x) in the interval   ,  .
Solution:

1
a0   f  x  dx
 

1
f  x  cos nxdx
 
an 

1
bn 
  f  x  sin nxdx

Problem 3 Find the constant a0 of the Fourier series for the function f(x) = k , 0  x  2 .
Solution:
2
1
a0   f  x  dx
 0
2
1

  kdx
0
1
 kx 0
2


 2k
Problem 4 If f(x) = e x in   x   , find a n .

Solution:

1
an   e x cos nxdx
 

1  ex 
2 
  cos nx  n sin nx  
 1  n  
1  e e  n
2 
  1  2 
1 
n
 1  n 1 n 
 1
n
an 
 1  n
e

 e   .
2

Problem 5 Write the formula’s for Fourier constants for f(x) in (c, c+2l).
Solution:
c 2
1
a0   f  x  dx
 c
c2
1
an 
  f  x  cos nx dx
c
c  2
1
bn 
  f  x  sin nx dx
c
Problem 6 Write the formulas for Fourier constants for f(x) in (-l, l).
Solution:

1
a0   f  x  dx
 

1
f  x  cos nx dx
 
an 

1
bn   f  x  sin nx dx
 
Problem 7 What is the sum of Fourier series at a point x = x 0, where the function f(x) has a
finite discontinuity ?
Solution:
f  x0   f  x0 
Sum of the Fourier series at x  x0 is
2
2  cos x cos 2 x cos3 x 

Problem 8 If x 2   4 2   .......... to    (1)
 1 
2 2
3 2 3
1 1 1
in   x   , find 2  2  2  ............. to  .
1 2 3
Solution:

Put x  a point of continuity
2
2 2 1 1 
 (1)    4  2  2  ........
4 3 1 2 
2 2 1 1 
   4  2  2  ....... 
4 3 1 2 
 1
2
1 1
.  2  2  .......
12 4 1 2
1 1 1 2
   ..... 
12 22 32 48
Problem 9 Check whether the function is odd or even, where f(x) is defined by
 2x
1     x  0
f x  
1  2 x 0  x  
 
Solution:
2x 2x
For    x  0, f   x   1   1  f  x  , where 0  x  
 
 f  x  is an even function.
Problem 10 When an even function f(x) is expanded in a Fourier series in the interval
  x   , show that bn = 0.
Solution:
n
1
bn   f  x  sin nxdx
n n
Given f  x  is even and
sin nx is odd function
even X odd = odd. Therefore f  x  sin nx is odd function.

1
f  x  sin nx dx
 
 bn 
= 0.
Problem 11 Find the Fourier constant bn for x sin x in   x   , when expressed as a

Fourier series.
Solution:
f  x   x sin x
f   x    x sin   x 
 x sin x  f  x 
Here f  x  is an even function
 bn  0
Problem 12 If f(x) is a function defined in 2  x  2 , what is the value of bn ?

Solution:
n x
2
1
bn   f  x  sin dx
2 2 2
Problem 13 Explain half range cosine series in  0,   .

Solution:
Half range cosine series in  0,   is given by
a0 
f  x    an cos n
2 1

2
a0   f  x  dx
 0

2
an   f  x  cos nxdx
 0
Problem 14 Find the sine series of f(x) = k in  0,  .

Solution:

f  x    bn sin nx
1

2
 0
bn  k sin nxdx

2k  cos nx 
  
  n 0
2k 1   1 
n
bn   
  n 
1   1 n 
2k 
 f  x     sin nx .
1 
 n 
Problem 15 Write Parseval’s formula in the interval  c, c  2n  .
Solution:
c  2
a02 1  2
  f  x  dx     an  bn2 
1 2
2 c
4 2 1
PART – B
  x 
2
Problem 16 If f  x     in 0  x  2 . Hence show that

 2 
1 1 1 2
(a) 2  2  2  .............  .
1 2 3 6
1 1 1 1 2
(b) 2  2  2  2  ...  .
1 2 3 4 12
Solution:
We know that

a
f  x   0    an cos nx  bn sin nx 
2 1
2
  x
2
1
a0 
 0  2  dx
2
1
    x 
2
dx
4 0
1     x 3 
  
4   3 
 
1   3
  2
3
   
4  3 3  6
2 2
1   x 
an 
 0    cos nxdx
2
1
    x 
2
cos nxdx
4 0
2
1  2 sin nx    cos nx      sin nx   
    x    2   x      2  
4  n   n
2
   n
3
  0
1  cos 2 n 2 
  0  2 00 2 
4  n 2
n 
1  4  1
 
4  n 2  n 2
2
1
bn     x  sin nxdx
2
4 0
2
1  2   cos nx     sin nx     cos nx   
    x      2    x        2  3  
4   n    n
2
    n  0
1  2 2 2 2 
   n  n  n3  n 3   0
4  
 2 
1
f  x    2 cos n x.
12 1 n
2  1 1 
   2 cos x  2 cos x  ....   1
12  1 2 
Put x  0
2  1 1 
f  0    2  2  ...    2 
12  1 2 
x  0 is a pt of discontinuity.
12 2  2
 f  0    
2 4 4  4
 2
 1 1
2

  2      2  2  ... 
4 12  1 2 
 
2 2
1 1
  2  2  ......
4 12 1 2
1 1 2
 2  2  ..... 
1 2 6
Put x   in (1)
 2   1
n
f  x     3
12 1 n 2
Here  is a pt of continuity.
 f    0.
2 1 1 1
 3  0      .....
12 12 22 32
2 1 1 1
   2  2  2  .....
12 1 2 3
2 1 1 1
  2  2  2  .....
12 1 2 3
Problem 17 Find the Fourier series of f (x) = xsin x in 0  x  2 .

Solution:

a
f  x   0    an cos nx  bn sin n x 
2 1
2
1
a0 
  x sin x dx
0


1
 
x   cos x    1  sin x  0   2  1   2
2 1

2
1
bn   x sin x sin nxdx
 0
2
 x cos  n  1  cos  n  1 dx

1

2 0
2
1   sin  n  1 x     cos  n  1 x    sin  n  1 x   cos  n  1 x  
 x     1   x
    1  



2 n 1    n  1    
2 2
   n 1   n 1  0
 1
1 1 1 1 
     2 
2  n  1  n  1 n  1  n  1 
2 2 2
 0 n 1
2
1
b1 
  x sin x sin x dx
0
2
1
  x sin
2
x dx
 0
1
2
1  cos 2 x  dx

 x
0
2
2
1  x2  sin 2 x    cos 2 x  
   x   1  
2  2  2   4  0
1  4 2

   0  0  
2  2 
2
1
an 
  x sin x
0
cos nx dx
2
 x sin  n  1 x  sin  n  1 x dx
1

2 0
2
1    cos  n  1 x   sin  n  1 x    cos  n  1 x    sin  n  1 x   
  x   1    x     1    
2
  n  1  
  n  1
2
 
  n  1 
    n  1
2

  0
1 2 2 
   
2 n  1 n  1
1 1 2
   2 ,n 1
n  1 n  1 n 1
2 2
1 1
a1   x sin x cos x dx 
2 0
x sin 2 x dx
 0
2
  cos 2 x   sin 2 x   
  1 
1
 x    
2   2  4   0
1  2 
  
2  2 
1
a1  
2
2 1 
 1 
 f  x    cos x  2  2  cos nx   sin x
2 2 2  n 1 

1 1
f  x   1  cos x  2 2 cos nx   sin x.
2 2 n 1
Problem 18 Find the Fourier series for f(x) = x2 in   x   and deduce that
1 1 1 2
(c) 2  2  2  .............  .
1 2 3 6
1 1 1 2
(d) 2  2  2  .............  .
1 2 3 12
1 1 1 2
(e)    .............  .
12 32 52 8
Solution:
Given: f  x   x 2
f   x   x2  f  x 
 f  x  is an even function. Hence bn  0
an 
 f  x    an cos nx
2 1

2 2  x3  2  3 2 2
an   x dx     . 
2
 0   3 0  3 3

2 2   sin nx    cos nx     sin nx   
an   x 2 cos nx dx   x 2     2x      2   x   .
 0   n    n 2     n   0
2  2  1 
n
   0
  n 2

4  1 4  1
n n
 
 n2 n2
2 
1
 f  x   4 2  1 cos nx 1
n
3 1 n
Put x   in (1)
2 
1
f     4 2  1  1
n n
3 1 n
x   is a point of continuity.
2 1 1 
  2    2   4  2  2  ....
3 1 2 
 2
1 1 
2   4  2  2  ....
3 1 2 
2 2 1 1
4  2  2  ...
3 1 2
 2
1 1
 2  2  ....   3
6 1 2
(ii) put x = 0, a point of continuity
2 
1
0  4 2  1
n
3 n 1 n
2 
1
  4 2  1
n
3 n 1 n
 2 
1
   2  1
n
3 n 1 n
2  1 1 1 
   2  2  2  ....... 
12  1 2 3 
 2
1 1 1
 2 2 2
12 1 2 3
1 1 1 2
   ........    4
12 22 32 12
Add (3) and (4)
2 2  1 1 
   2  2  ....
6 12 1 3 
 2
1 1 
 2  2  2  ....
4 1 3 
 2
1 1 
  2  2  ....
8 1 3 
Problem 19 If f (x) = x + x2 in   x   . Hence show that


1 2
i.  2 
1 n 6
1 1 1 2
ii.    .............  .
12 22 32 12
Solution:
Given: f  x   x  x 2
f   x    x  x2
 f  x  is neither even nor odd
a0 
 f  x     an cos x  bn sin n x 
2 1
 
1  x 2 x3 
a0    x  x 2  dx    
1
    2 3 
1   2  3    2  3  1  2 3  2 2
       
2 3  2 3   3  3

  x  x  cos nxdx
1
an  2
 

1  sin nx    cos nx   sin nx   
  x  x 2      1  2 x    2    2    3   
  n    n   n    
1   1  1 
n n
 1  2  2  1  2  2 
  n n 
 1 4  1
n n
  4  
n 2 n2
10

bn 
1

 
 x  x 2  sin nx dx

1   cos nx    sin nx   cos nx   
  x  x 2      1  2 x    2    2   3   
  n    n   n   
1  2  1 2  1
n n

n
       3  1     n 
2 2
 3  1 
n
  n n n n 
1  1 
n
2 2
      2      3 
2 2
 n  n n 
2  1
n
bn  
n
 2  4  1 2  1
n

f  x   2
cos nx   sin nx
3 1 n 1 n
 1  1 sin nx
n
2  
f  x   4 2 cos nx  2  1
3 1 n 1 n
Put x  0 in 1
 1
n
2 
f  0   4 2   2 
3 1 n
Here 0 is a pt of continuity
f  0  0
2  1 1 
  2   0   4  2  2 ....
3  1 2 
 2
 1 1 1 
  4  2  2  3 ...
3  1 2 3 
2 1 1 1
   ......
12 12 22 33
Hence (ii)
Put x   in (1)
 1
n
2 
f     4 2  1   3
n
3 1 n
x   , is a pt of discontinuity
f    f    1
 f  x 
2 2

    2      2 
 2 2    2
1
2
2 
1
 3   2   4 2
3 1 n
2 2
1 1 1
 2  2  3  ...
3 4 1 2 3
11
2 1 1
   ...
6 12 22
Hence (i)
Problem 20 a. Expand f  x   x  2  x  as a Fourier series in  0, 2  .

Solution:
We know that

a
f  x   0    an cos nx  bn  sin nx 
2 1
2
1 2 1  x 2 x3  1   3   8 2
a0   x  2  x  dx  2     4 3  8    4 2 
 0  2 3 0   3   3
4 2
a0  s
3
2
an    2 x  x 2  cos nxdx
1
 0
2
1  sin nx     cos nx     sin nx   
  2 x  x 2       2  2 x        2    2   
  n    n
2
   n   0
1  2 2  4
  2  2  2
 n n  n
2
  2 x  x  sin nx dx
1
bn  2
 0
2
1  cos nx    sin nx   cos nx   
  2 x  x 2       2  2 x       2   3   
  n    n 
2
 n   0
12 2
   0
  n3 n 3 
2 2   4 
 f  x     2  cos nx.
3 1  n 
b. Find the Fourier series for f (x) = ex defined in   ,  .

Solution:

a
f  x   n    an cos nx  bn sin nx 
2 1

1
a0   e x dx



e 
1 x 
 e  e  
1


1
an   e x cos nx dx
 
12

1  ex 
2 
  cos nx  n sin nx  
 1  n  
1  e e 
  cos n  cos n 
 1  n 2
1 n 2

 1
n

 1  n
e 
 e  
2


1
bn  
 
e x sin nx dx
1  e
2 
sin nx  n cos x  

 
 1  n

1  e

 1  n 2
 n  1
n
 e 
1  n2
 n cos nx   
1  n  1 e 
n 
e  n
   n  1 
  1  n2 1  n2 
 1
n
bn  n
 1  n 2 
e 
 e 
 
 1 e  e cos nx  n  1 e   e sin nx  .
n n
f  x  
1 
e  e 
    1  n2 
    
    1  n 2 
2 
1

 2x
1   ,   x  0
Problem 21 Obtain the Fourier series expansion of f (x) where f  x   
 1  2x 0  x  
 
1 1 1  2
and hence deduce that 2  2  2  .............  .
1 3 5 8
Solution:
2x 2x
f x  1  1  f  x
 
  x  0  0  x   .
 The given function is an even function.
Hence bn  0
a0 
f  x    an cos nx
 1

2  2x 
 0 
a0  1   dx
 

2 2x2 
 x   0
 2 0
13

2  2x 
 0   
an  1 cos nx dx

2  2 x  sin nx   2   cos nx  
 1     
    n      n
2
 0
2  2  1  2  
n
    2 
   n 2   n  

4
 n
2 2 
1   1 n
an  0 if n is even
8
an  2 2 is n is odd.
 n

8
 f  x    2 2 cos nx
1,3,5 n 
8  cos x cos 3 x 
 2 
 2  ...
  1 2
3 
8  cos x cos 3 x 
f  0   2  2  2  ...
  1 3 
Putx  0
8 1 1 
f  0   2  2  2  ...  1
 1 3 
0 is a pt of continuity  f  0   1
8 1 1 
1  1  2  2
 2  .....
 1 3 
 2
1 1 1
 2  2  2  ....
8 1 3 5
Problem 22 Obtain the Fourier series to represent the function f(x) = | x | is   x   and
1 1 1 2
deduce that 2  2  2  .............  .
1 3 5 8
Solution:
Given f  x   x
f x  f  x
 The given function is an even function.
Hence bn  0
a0 
 f  x    an cos nx
2 1

2
 0
an  x dx
14

2  x2 
   
  2 0

2
 0
an  x cos nxdx

2  sin nx cos nx 
 x
 n

2  cos n 1  2
   2  2  2
n 0   n
2
n  n
 1 1
n
 an  0 if n is even
4
an   2 if n is odd
n
  4
 f  x     2 cos nx
2 1,3 n 
 4  cos 3 x 
  cos x  2  ...
2   3 
Put x  0
 4 1 1 
f  0    1  2  2  ...
2  3 5 
Here 0 is a pt of continuity
 f  0  0
 4 1 1 
0  1    ...
2   32 52 
 4 1 1 
 1  2  2  ...
2  3 5 
 2
 1 1 
  1  2  2  ... .
8  3 5 
Problem 23 Find the Fourier series expansion of period 2 for the function f(x) =    x  in
2

1
the range  0, 2  . Deduce the sum of the series  2
.
1 n
Solution: The Fourier series of f  x  in  0, 2  is given

a0   n x n x 
f  x     an cos  bn sin
2 1  l l 
2l
1
2l
1
2l   l  x 3  2 2
a0   f  x  dx    l  x  dx     l
2
l0 l0  3l  0 3
n x
2l
1
an    l  x  cos
2
dx
l0 l
15
2l
 n x    n x   n x 
    
l 
sin cos sin
1 2  l    2  l  x  1  l   2 
 l  x       
 n    n    n  
2 2 3 3
l
 l    l 2   l 3  0
 

1 2l cos 2n 2l 
   
l  n 2 2 n 2 2 
 l2 l 2 
4l 2
an  2 2
n
n x
2l
1
bn    l  x  sin
2
dx
l0 l
2l
  n x    n x    n x  
1      sin    cos 
  l  x    cos l    2  l  x  1  2 l2    2  3 l3  
2
l  n    n    n  
     
 l    l 2
  l3 0
 
1  2 cos 2n 2 cos 2n l 2 2 
 l   
l n n3 3 n n3 3 
 l l3 l l 3 
 
1  l 2 l 2 
   0
l  n n 
 l l 

 n x 
2
l 4l 2
 f  x    2 cos    1
3 1 n  2
 l 
x  0 in (1)
l 2  4 2
f  0    2 2   2
3 1 n
Here 0 is a Pt of discontinuity
f  0   f  2l 
f  0 
2
 l 2  l 2   l 2
1
2
l 2  4l 2
  2   l    2 2
2
3 1 n
l 2 4l 2  1
l2   
3  2 1 n2
2l 2 4l 2  1 1 
 2  2  2  ...
3  1 2 
16
2 1 1 1
    ....
6 12 22 32
 0 , 2  x  1
1  x , 1  x  0

Problem 24 a. Find the Fourier expansion of f  x  if f ( x )   .
1  x , 0  x  1
 0 , 1  x  2
Solution:
a0    n x   n x  
f  x     an cos    bn sin  
2 1   l   l 
2
1
f  x  dx
2 2
a0 
1 
1 0 1 2
  0 dx    
1  x dx    
1  x dx   0dx 
2  2 1 0 1 
1  x 2  
0 1
x2  
  x     x   
2  2  1  2 0 
 
1 1 1
 0  1   1    0
2 2 2
1  n x   n x  
0 1
an    1  x  cos   dx   1  x  cos   dx 
2  1  2  0  2  
 n x  n x  
0
  n x   n x   
1
   
1   cos    cos
sin  sin 2 
  1  x  2   1 2 2    1  x  
2   1  2 2   
2
2  n  n    n   n    
   
 2  4   1   2   4   0 
0
1 n x n x 
0 1
bn    1  x  sin dx   1  x  sin dx 
2  1 2 0
2 
  n x    n x   
0
   n x     n x    
1
  cos   sin    cos  2     sin  2    

1  

2   
 
2   

    
  1  x   1  1  x  
    1  
2  n  n2 2
   n   n2 2
 
       

2  4  1   2   4  0 
1 4 n 4 n l  1
 0  2 2 sin  2 2 sin   0 
2 n  2 n 2 n  n

1 n x
 f  x   sin .
1 n 2
17
0, 1  x  0
b. Find the Fourier series for f (x) where f  x    .
1, 0  x  1
Solution:
a 
 x n x 
f  x   0   an cos  bn sin 
2 1  l l 
1
a0  f  x  dx
l
0 1
  0 dx   dx
1 0
  x 0  1
1
1 0 1

an    0 dx   cos n x dx 
1 1 0 
 n x 
1
 sin
 n  0
 n n0 
 sin  sin 0
 n n 
1
1
bn   1sin n x dx
10
 cos  n   cos n 1  1   1

1 n
     
 n  0  n n  n
1  2
f  x    sin n x.
2 1,3 n
Problem 25 Find the half – range cosine series for f (x) = (x – 1)2 in (0, 1). Hence show that
1 1 1 2
   ...  .
12 22 3 2 6
Solution:
Here l  1

a
f  x   0   an cos n x
2 1
1
1   x  1 2 
a0  2  x  1 dx  2 
2

0  3  0
2
a0 
3
1
an  2   x  1 cos n xdx
2
0
1
 2  sin n x    cos n x     sin n x   
 2  x  1     2  x  1   2 2      2    3 3   
  n    n     n    0
18
 2  4
 2  2 2   2 2
 n  n
1  4
 f  x     2 2 cos n x
3 1 n
1 4  1
f  x    2  2 cos n x  1
3  1 n
Put x  0 in 1
1 4  1
f  0   2  2   2
3  1 n
Here 0 is o pt of discontinuity
f  0   f  0 
f  0  1
2
1 4  1
1   2   2 
3  1 n 
2 4 1 1 
 2  2  2  ...
3  1 2 
1 1 2
  ..........  .
12 22 6
 a
 1, 0  x  2
Problem 26 a. Express f  x    as a cosine series
1, a  x  a
 2
a 
n x
Solution: f  x   0   an cos
2 1 a
 a

2 2  2 a a
a
a0    dx    1 dx     0  a    0
a 0 a  a 2 2
 2 
 a2 
2  nx a
 nx 
an    cos dx   cos dx 
a 0 a a a 
 2 
 a
a 
 sin n x   sin n x  
2
2  a   a  
     
a  n   n  
 a 0  a a 
 2
2 a n a n  4  n 
  sin  sin  sin
a  n 2 n 2  n  2 

4 n n
 f  x   sin cos .
1 n 2 a
19
1  1
 4  x,  0, 2 
  
b. Express f  x  as a Fourier sine series where f  x    .
 x  3 ,  1 ,1
 4  2 
Solution:

n x
We know that f  x    bn sin
1 l
 1

2 2  1   3 
1
bn      x  sin n x dx    x   sin n x dx 
1 0  4  1 4 
 2 
 1
1 
 1   cos n x     sin n x   2   3   cos n x   sin n x   
 bn  2   x       1       x     (1)   2 2   1 
 4  n    n
2 2
 0   4  n   n   
2
 n  n  
 1 1  cos 2  sin 2   1  1  
 2      2 2     0  
 4 2  n  n   4  n  
   
   n 
 3   cos n   sin n   1 3   cos n 2  sin 2 
 2  1       2 2       2 2 
 4   n   n    2 4   n  n  
   
 n     n 
  sin 2   1    1  cos n   sin 2 
 
 2  2 2     2     0   2 2 
 n  4n    4  n   n 
     
n
4sin
 1
n
2 1
  
n 2 2 2n 2n
n
4sin
bn  2  1 if n is odd
n
2 2
n
= 0 if even
 n 
  4sin 
 f  x    2  1
 sin n x.
1/ 3  n
2 2
n 
 
Problem 27 a. Find the Fourier cosine series for x   x  in 0  x   .
20
Solution:

a0
f  x 
2
a1
n cos nx

2
x   x  dx
 0
a0 

2  x2 x2 
   
 2 3 0
2  3  3   2
   
2 3 3

2
x    x  cos nx dx
 0
an 

2 sin nx    cos nx      sin nx   
  x   x      2 x        2    
 n   n
2
   n
3
  0
2    1  
n
   
  n2 n 2 
2

  2 1   1
n
n

4
 an   2 If n is even
n
an  0 If n is odd.
2  4
 f  x     cos nx.
6 2,4 n 2
b. Prove that complex form of the Fourier series of the function f  x   e x , 1  x  1 is


1  in 
f  x     1 sin h1.ein x .
n
 1 n 
2 2
Solution:
Here 2l  2, l 1

 f  x    Cn ein x

1
1  x  in x
2 1
Cn  e e dx
1
1 1in x 
2 1
 e dx
1  e   1
 1 in  x

  1 in   
2  1
1

2 1  in  

e 1 in   e1in  x  
21
 1  in  

2 1  n 
e  cos n  i sin n   e  cos n  i sin n 
1 1
2 2


1  in   cos n   e1  e1 
2 1  n 2  2 
1  in  

2 1  n 
 1
n
e  e  1
2 2

1  in  
  1 sinh 1
n
2 1  n  2 2

 f  x  

1  in  
 1 sinh 1 ein  x .
n
 2 1  n  2 2

Problem 28 Find the cosine series for f (x) = x in (0,  ) and then using Parseval’s theorem,
1 1 4
show that 4  4  ....  .
1 3 96
Solution:

a
f  x   0   an cos nx
2 1

2
f  x  dx
 0
a0 

2
 0
 x dx

2  x2 
   
  2 0

2
 0
an  x cos nx dx

2  x sin nx  cos nx  
   1   2  
 n  n  0

2  cos n 1
  2 0 2 
 n n 0
2  cos n  1 
  
  n2 
2

 2  1  1
n
n

4
an  2 if n is odd
n
an  0 if n is even
 2  4
f  x   cos nx
2 1,3  n 2
22
By Parseval’s theorem
 2
1 a0 2 1
     an
2

 f x  dx 
 0 4 2

2 1   4 
2
1 2
 
 0
x dx  
4 2 1,3   n 2 

1  x2   2 1  16
    
  3 0 4 2 1,3  2 n 4
1  3   2 8  1 1 
    2  4  4  ....
  3  4  1 3 
2 2 8 1 1 
  2  4  4  ....
3 4  1 3 
 
2 2
1 1
  4  4  .....
12 8 1 3
4 1 1
   .....
96 14 34
Problem 29 a. Find the complex form of Fourier series of f  x  if

f  x   sin ax in    x   .

Solution: f  x    Cn ein x dx


1
 sin ax e
 inx
Cn  dx
2 

1  e  inx 
  2   in sin ax  a cos ax  
  a  n 
2 2

1
 e in  in sin a  a cos a   ein  in sin a  a cos a  
2  a  n 
2 2 
1
  in sin a 2 cos n  a cos a 2i sin n 
2  a 2  n 2 
2in  1 sin a  1
n 1
in sin a
n
 
2  a  n 2 2
   a  n2 
2
in  1
n 1
sin a 
 f  x 

 a

2
n 2

einx .
b. Find the first two harmonic of the Fourier series of f (x) given by
x 0 1 2 3 4 5
f (x) 9 18 24 28 26 20
23
Solution:
Here the length of the in level is 2l  6, l  3
a0  x x  2 x 2 x 
f  x    a1 cos  b1 sin    a2 cos  b2 sin 
2  3 3   3 3 
x x 2 x y x x 2 x 2 x
y cos y sin y cos y sin
3 3 3 3 3 3
0 0 0 9 9 0 9 0
1  2 18 9 15.7 -9 15.6
3 3
2 2 4 24 -12 20.9 -12 -20.8
3 3
3  2 28 -28 0 28 0
4 4 8 26 -13 -22.6 -13 22.6
3 3
5 5 10 20 10 17.6 -10 -17.4
3 3
125 -25 -3.4 -7 0
a0  2
 y  2 125  41.66
6 6
2  x
a1   y cos   8.33
6 3 
2 x
b1   y sin  1.15
6 3
2 2 x 
a2   y cos   2.33
6 3 
2 2 x
b2   y sin 0
6 3
41.66 x 2 x x
 f  x   8.33cos  2.33cos  1.15sin .
2 3 3 3
Problem 30 a. Find the first two harmonic of the Fourier series of f (x). Given by
x 0  2  4 5 2
3 3 3 3
f (x) 1 1.4 1.9 1.7 1.5 1.2 1.0
Solution:
 The last value of y is a repetition of the first; only the first six values will be used
The values of y cos x, y cos 2 x, y sin x, y sin 2 x as tabulated
24
x f  x cos x sin x cos 2x sin 2x

0 1.0 1 0 1 0
 1.4 0.5 0.866 -0.5 0.866
3
2 1.9 -0.5 0.866 -0.5 0.866
3
 1.7 -1 0 1 0
4 1.5 -0.5 -0.866 -0.5 -0.866
3
5 1.2 0.5 -0.866 -0.5 -0.866
3
a0  2
 y  2.9
6
a1  2
 y cos x  0.37
6
a2  2
 cos 2 x
y
 0.1
6
b1  2
 y sin x
 0.17
6
b2  2
 y sin 2 x  0.06
6
b. Find the first harmonic of Fourier series of f  x  given by
x 0 T T T 2T 5T T
6 3 2 3 6
f (x) 1.98 1.30 1.05 1.30 -0.88 -0.35 1.98
Solution:
First and last valve are same Hence we omit the last valve
x 2 x y cos  sin  y cos  y sin 


T
0 0 1.98 1.0 0 1.98 0
T  1.30 0.5 0.866 0.65 1.1258
6 3
T 2 1.05 -0.5 0.866 -0.525 0.9093
3 3
T  1.30 -1 0 -1.3 0
2
25
2T 4 -0.88 -0.5 -0.866 0.44 0.762

3 3
5T 5 -0.25 0.5 -0.866 -0.125 0.2165
6 3
4.6 1.12 3.013
2 4.6
a0 
6
 y
3
 1.5
2 y cos  2
a1   1.12   0.37
6 6
2
b1   3.013  1.005
6
 f  x   0.75  0.37 cos   1.005sin 
26
UNIT II FOURIER TRANSFORMS
PART – A
Problem 1 If the Fourier transform of f  x  is F  s  then, what is Fourier transform of

f  ax  ?
Solution:
Fourier transform of f  x  is

F  s  F  f  x 
1
 f  x e
is x
dx
2 

F  f  ax   
1
 f  ax  e
is x
dx
2 
Put t  ax
dt  adx

F  f  ax   
1 dt
 f t  e
 is t / a 
2 
a

1 1
 .  f t  e
is t / a
dt
a 2 
1 s
 F  f  ax    .F   .
a a
Problem 2 Find the Fourier sine transform of e3x .
Solution:

Fs  f  x   
2
f  x  sin sx dx
 0

Fs  e3 x  
2
e
3 x
sin sx dx
 0

2 e 3 x

  2  3sin sx  s cos x  
 s  9 0
2  s  e ax 
2 
  2  
 e ax
sin bx dx  a sin bx  b cos bx  .
  s 9 a b
2

Problem 3 Find the Fourier sine transform of f  x   e  ax , a  0 . Hence deduce that


x sin  x 

0
1 x 2
dx  e  .
2
Solution:

Fs  f  x   
2
 0

Fs  e ax  
2
e
 ax
sin sx dx
 0
2  s 

  s 2  a 2 
By inverse Sine transform, we get

2
f  x  Fs  s  sin sx ds
 0

2 2 s 
    sin sx ds
 0   s2  a2 

2 s sin sx
f  x   2 ds
 0 s  a2

 s sin sx
f  x   2 ds
2 0
s  a2
  ax  s sin sx
e  2 ds
2 0
s  a 2
Put a  1, x  
   s sin sx
e  2 ds
2 0
s 1
Replace ‘s’ by ‘ x ’

s sin sx  
0 1  x 2 dx  2 e .
1
Problem 4 Prove that FC  f  x  cos ax    FC  s  a   FC  s  a   .
2
Solution:

2
Fc  s   Fc  f  x    f  x  cos sx dx
 0

2
Fc  f  x  cos ax    f  x  cos ax cos sx dx
 0
2

 cos  a  s  x  cos  a  s  x 
 0 f  x    dx
  2 
1   1  2 
 
2
   f  x  cos  s  a  xdx     f  x  cos  s  a  xdx 
2  0  2   0 
1
  Fc  s  a   Fc  s  a   .
2
cos x, 0  x  a
Problem 5 Find the Fourier cosine transform of f  x    .
 0, xa
Solution:
 a
Fc  f  x   
2 2
 
 0  0
f x cos sx dx  cos x cos sxdx
2  cos  s  1 x  cos  s  1 x 
a
 0 
  dx
2 
1  sin  s  1 x sin  s  1 x 
a
   
2  s  1 s 1 0
1  sin  s  1 a sin  s  1 a 
    , provided S  1, S  1.
2  s 1 s 1 
Problem 6 Find FC  xe  ax  and FS  xe ax  .

Solution:
Fc  xe  ax  
d
Fs  f  x  
ds 
Fc  xe  ax   Fs e ax 
d
ds
d  2  ax 

 
ds   0  e sin sx dx 

 
d  2 s  2  a2  s2 
    .
ds   s 2  a 2     s 2  a 2 2 
 
 
Fs  xe  ax     Fc e ax   Fs  xf  x    
d
ds 
d
ds

Fc  f  x   


d  2  ax 

 
ds   0  e cos sx dx 

 
d  2 a  2  2as 
    .
ds   s 2  a 2     s 2  a 2 2 
 
Problem 7 If F  s  is the Fourier transform of f  x  , then prove that the Fourier transform of
eax f  x  is F  s  a  .
Solution:

F  s  F  f  x 
1
 f  x e
is x
dx
2 

F  eiax f  x   
1
e
iax
f  x  eis x dx
2 

1
  ei a  s  x f  x  dx
2 
 F  s  a.
Problem 8 Find the Fourier cosine transform of e2 x  3e  x .

Solution:
Let f  x   e2 x  3e  x

Fc  f  x   
2
f  x  cos sx dx
 0
2  2 x 
 
Fc e  3e     e cos sx dx   3e cos sx dx 
2 x x x
 0 0 
2 2 3 
   2 .
  s  4 s  1
2
Problem 9 State convolution theorem.

Solution:
If F(s) and G(s) are Fourier transform of f  x  and g  x  respectively, Then the Fourier
transform of the convolutions of f  x  and g  x  is the product of their Fourier transforms.
i.e. F  f  x  * g  x    F  f  x   F  g  x  
Problem 10 Derive the relation between Fourier transform and Laplace transform.
Solution:
e  xt g  t  , t  0
Consider f  t    1
 0 , t  0
The Fourier transform of f  x  is given by

1
F  f  t     f t  e
is t
dt
2 

1
 e
 xt
g  t  eis t dt
2 

1
 e
 is  x t
g  t  dt
2 

1
 e
 pt
g  t  dt where p  x  is
2 
  

L  g  t   L  f  t    e  st f  t  dt  
1

2   0  
1
 Fourier transform of f  t    Laplace transform of g(t) where g(t) is defined by (1).
2
1
Problem 11 Find the Fourier sine transform of .
x
Solution:

Fs  f  x   
2
 0

1 2 1
 0 x
Fs    sin sx dx
 x
Let sx  
sdx  d ;  : 0  

1 2 s d
Fs   
 x

 0
sin 
s

2 sin    sin  
 
0 
d  
 0 
d  
2
2   
   .
 2 2
Problem 12 Find f  x  if its sine transform is e as , a  0 .

Solution:
Fs  f  x    F  s 
Given that Fs  f  x    e as

2
f  x  Fs  s  sin x dx
 0

2  as
 0
 e sin sx ds

2  e  as 
  2 2   a sin sx  x cos sx  
 a  s 0
2 x 

  a 2  x 2 
.

x2
Problem 13 Using Parseval’s Theorem find the value of  dx, a  0 . Find the Fourier
 x2  a2 
2
0
transform of e a x , a  0 .
Solution:
 
 f  x  F s
2 2
Parseval’s identify is dx  ds
 
 s 
Result : Fs  e ax  
2
  s 2  a 2 
2

 2
s 
 e 
2
 ax
dx     ds
  
 s 2  a 2 
2

 2 
s 
2  e  ax 2
 dx  2    ds
0 0
 s  a 2 
2
 
 e 2 ax  2 s2
    ds
 2 a  0  0  s 2  a 2 
2

s2   0 1  
i.e.,  ds    .
0 s 2
a 2 2
 2  2a  4a

x 2

 dx  .
0 x 2
a 
2 2 4a
1, 0  x  1
Problem 14 Find the Fourier sine transform of f  x    .
0, x 1
Solution:

The Fourier sine transform of f  x  is given by Fs  f  x   
2
 0
2 

2   cos sx 
1 1
  0
  sin sx dx   0 sin sx dx  
1    s  0
2   cos s 1  2  1 cos s 
     .
  s s   s s 
Problem 15 Find the Fourier transform of e-a|x|, a > 0

Solution:

F  f  x 
1
 f  x  eis x dx
2 

1
e
a x
 eis x dx
2 

1
 e
a x
 cos sx  i sin sx  dx
2 
1

  a x 
e   e sin sx dx  0, odd function 
a x
 cos sx dx
2    

2
e
a x
 cos sx dx
2 
F e  a x
 2  a 
 2 2 .
2  a  s 
PART- B
1, x  1
Problem 16 (i) Express the function f  x    as a Fourier integral. Hence evaluate
0, x  1
 
 sin  cos  x   sin  
0   d  and find the value of  
 0
 
d .
 0, x  0
1

(ii) Find the Fourier integral of the function f  x    , x  0 verify the representation
 2 x
e , x  0
directly at the point x  0 .
Solution:
(i) The Fourier Integral formula for f  x  is
 
1
f  x    f  t  cos   t  x  dt d 
 0 
1 for t  1
Given f  t   
0 for t  1
1  
 1 1 
 f  x      0 cos   t  x  dt d    cos   t  x  dt d    0 cos   t  x  dt d  
 0   1 1 
1  sin   t  x  
 1
   d
 0   1
1 sin  1  x   sin   1  x 

 0
 d

1 sin  1  x   sin   1  x 

 0
 d


2 sin  cos  x
f  x   d  2sin A cos B  sin( A  B)  Sin( A  B) 
 0 

 sin  cos  x
f  x   d  1
2 0

Deduction part:
When x  0

2 sin
f  0   1, 1   d  (from 1)
 0 

sin

0

d    / 2.
(ii) The Fourier integral of f  x  is

 
1
f  x    f  t  cos   t  x  dt d 
 0 
1 

0 

f  x      0 dt   e  t cos   t  x  dt  d 
 0   0 
1  
 
    e  t cos   t  x  dt  d 
 0 0 

1
   e  t cos   t   x  dt  d 
 00
 
1  et 
   2   cos   t   x     sin  t   x  dt  d 
 0   1 0

1 cos  x   sin  x
f  x   d   1
 0 2 1
Putting x  0 in (1)

1 d
f  0   2
 0  1
1 
  tan 1  
 0
1
  tan 1   tan1 0 

1    
    0 f  0   
 2  2
1  
f  0   
 2
1
f  0  .
2
The value of the given function at x  0 is ½
Hence verified.
2     2  cos  x 
 2
Problem 17 (i) Using Fourier integral, prove that e cos x   x

 d .
 0 4  4 
 
  
  sin x, 0  x  

 sin  sin x 
(ii) Using Fourier integral prove that   d    2  .
0
1  2
 
 0, x 
Solution:
(i) The Fourier cosine integral of f  x  is
 
2
f  x    cos  x  f  t  cos t dt d 
 0 0
2

 t 
 
 0
cos  x   e cos t cos t dt  d 
0 
  t  cos    1 t  cos    t  t  
 
2
  cos  x   e   d
 0  0  2  
1

 t 

  cos  x   e cos    1 t dt   e t cos    t  t dt  d 
 0 0 0 
1
  1 1 
  cos  x   2
d
 0 1     1 1     1 
2
1
  1   2  1  2  1   2  1  2  
 0
 cos  x   d
    2  2    2  1 
2 2
1
  2   2  2 
  cos  x  2  d
 0    4 
x 2

e cos x   cos  x 4
  2  2
d  (Proved).
 0  4
(ii)

 sin x, 0  x  
Given f  x    2
0 , x 
Since the LHS in the given problem is in terms of sine, let as use Fourier sine integral
formula.
Fourier since integral of f  x  is
 
2
f  x    sin  x  f  t  sin t dt d 
 0 0
 
2  
  sin  x  sin t sin t dt d  as f  x   sin x in 0  x  
 0 0
2 2
2 

 cos 1    t  cos 1    t 
  sin  x    dt d 
 2 0
2 

1

 sin 1    t sin 1    t 
  sin  x    d
20  1   1   0
 
1  sin t cos  t  cos t sin  t sin t cos  t  cos t sin  t 
  sin  x    d 
20  1  1  0

1  sin  sin  
  sin  x   d
20  1  1   
1

 1    sin   1    sin  

20 sin  x 
 1 2



1  2sin  
  sin  x  d
 1   
2
20

sin  x sin 
f  x   d
0
1 2

 sin x, 0  x  

sin  x sin 
i.e.  d   2 .
1  2
 0,
0 x0
Problem 18 (i) Using Fourier sine integral for f  x   e  ax , a  0 . Show that


  sin  x  
  
0
2 2 
a 
d   e  ax
2
a  x , x a
(ii) Find the Fourier transform of f  x   . Hence deduce
 0, x a
 2
 sin t  
that    dt  .
0
t  2
Solution:
(i). Fourier sine integral of f  t  is
 
2
f  x  sin  x  f  t  sin t dt d 
 0 0
Given f  x   e  ax
 
2
 f  x   sin  x  e at sin  t dt d 
 0 0
 
2  e at 
2 
  sin  x  2  a sin t   cos  t   d 
 0 a   0

2   
f  x   sin  x  2 2 
d
 0  a 

  sin  x   ax   sin  x
f  x   2 d . e  2 d .
2 0
  a2 2 0
  a2

1
(ii) F  f  x     f  x  eis x dx
2 
1  
a a 
f  x   0 dx    a  x  e is x
dx   0 dx 
2   a a 
a
  a  x   cos sx  i sin sx  dx
1

2  a
a
  a  x  cos sx dx  0
1  a sin sx & x sin sx are odd functions 
 

2 
a
1  a 
  2  a  x  cos sx dx 
2  0 
a
2   sin sx    cos sx  
f  x   a  x   s    1  s 2  
2     0
2  cos sx 1 
 0  s 2  s 2 

2 1  cos as 
  s 2 

 2 as 
2  2sin 2 
    1
  s
2

 

1
By inverse Fourier transform f  x    F s e
 isx
ds .
2 
 2 as 
 2sin
1 2 2  e  is x ds Put x  0
  
2    s
2 

 
2 as
 sin
2
f  0   2 ds
  s 2
 as 
sin 2  

a  2  ds

4 0 s2
Put a  2
  sin 2 s
2 0 s 2
 ds [  s is a dummy variable, we can replace it by ‘t’]


2
 sin t 
i.e    dt  .
0
t  2
 x2
2
Problem 19 (i) Prove that e
is self – reciprocal with respect to Fourier transform.
1, x  a

sin s
(ii) Find the Fourier transform of f  x    . Hence evaluate  ds .
0, x  a 0
s
Solution:
(i) f  x   e x
2
/2
F  s   F  f  x 
F  s  F  f  x 
1
f  x  eis x dx
2

1
e
 x 2 / 2 is x
 e dx
2 
 i2 s2 i2 s 2
1  is x  
e
 x2 / 2
 2 2
dx
2 
  x is 2  s2
1
e

 2
e 2
dx
2 
x  is
Let y x    y  
2
dx  2dy x    y  

1
F s  e
 y2
es
2
/2
2 dy
2 0

2e  s / 2  y 2
2
 0
 e dy

2e  s / 2  y 2 2e  s / 2     x2 
2 2

 0  e dy 


2
  e dx  
2 
0
F  s   e s i.e. e  x
2 2
/2 /2
is self reciprocal hence proved.
(ii). Fourier transform of f  x  is

F  f  x 
1
  f  x  eis x dx
2 
a
1
   eis x dx
2  a
a
1
    cos sx  i sin sx  dx
2  a
a
1
   cos sx dx sin sx is an odd fn.
2 0
a
1

2
 cos sx dx
a
a
2  sin sx 

  s  0
2  sin as 
F s 
  s 
By inverse Fourier transforms,


1
f  x   F s e
 is x
dx
2 

1 2 sin as
   cos sx  i sin sx  dx
2 
 s

1 sin as  sin as 
  s cos sx dx   0 
   s sin sx is odd 

2  sin as 
 0  s 
 cos sx ds
put a  1, x  0

2 sin s
f  x   ds
 0 s


ds  f  x   1,  a  x  a 
sin s
1  
2 0
s

sin s 
 ds  .
0
s 2
Problem 20 (i) Using Fourier integral formula prove that
2  b2  a2    sin  x
  d  , a, b  0 .
 ax  bx
e e 
 0
2
 a 2   2  b 2 
(ii) State and Prove convolution theorem on Fourier transforms.
Solution:
(i) Given f  x   e  ax  e  bx
 f  t   e at  e bt  1
By Fourier sine integral of f  x  ,
 
2
f  x    sin  x  f  t  sin t.dt d 
 0 0

   at  bt 
f  x 
2
 0
sin  x    e  e  sin  t dt  d
0 
2

   at 

  sin  x   e sin t dt   e  b t sin t dt  d  by 1
 0 0 0 

2    
 
 0
sin  x  2
a  
2
 2
b   2 
d
   2  b 2   2  a 2  
  sin  x   2   d
2
 0     a    b  
2 2 2
2  sin  x .   b  a  
 2 2
  2  d
 0     a 2   2  b 2  
 
2  b2  a 2   sin  x . 
i.e. e  ax  e bx 
  
0
2
 a 2   2  b 2 
d
2  b2  a 2    sin  x
  d
 ax  bx
i.e. e e 
 0
2
 a 2   2  b 2 
(ii) State and Prove convolution theorem on Fourier transforms
Statement: The Fourier transforms of the convolution of f  x  and g  x  is the product of their
Fourier transforms.
F  f  x  * g  x    F  f  x   F  g  x  
Proof:

1
F  f *g    f * g  x e
is x
dx
2 
 
1 1

2 
 2  f  t  g  x  t  dt

eis x dx
 
1 1
  f t   g x te
is x
dx dt
2  2 
1  
 
1
  f t    g  x  t  e dx  dt
is x
2  2   

 f  t  F  g  x  t   dt
1

2 

F  g  t   dt  f  g  x  t    eis t F  g  t   
1
  f t  e
is t
2 

 F  g  t    G  s  
1
  f t  e dt G  s 
is t
2 
 F  f * g   F  s  .G  s  .  F  f  t    F  s   .

 cos  x  
Problem 21 (i) Using Fourier Integral prove that   2 
d   e x , x  0 .
0
1   2
a 2  x 2 , x a
(ii). Find the Fourier transform of f  x    and hence evaluate
 0, x a
 
 sin t  t cos t   sin t  t cos t 
2
(i)   dt (ii)    dt

0  0 
t3 t3
 x 
(i) Given f  x   e . Therefore f  t   e t
2 2
 
2
The Fourier cosine integral of f  x  is f  x    cos  x  f  t  cos t dt d 
 0 0
 
2 
  cos  x  e  t cos t dt d 
 0 0
2
 
2   et 
2 
   cos  x  2  cos t  sin t   d 
 20 1   0

 1 
  cos  x  2  d
0   1
  x  cos  x
e  2 d .
2 0
 1
(ii). Fourier transform of f  x  is

F  f  x  
1
 f  x  .e
is x
dx
2 
1  
a
 0    a  x  e dx  0 
2 2 is x
2   a 
1  
a
    a  x   cos sx  i sin x  dx 
2 2
2   a 
a

2

2 0
 a 2  x 2  cos sx dx   a 2  x 2  sin sx is an odd fn.
a
2 2  sin sx    cos sx    sin sx  
 
 
 a  x2  
 s 
   2 x  
 s
2    2 
  s
3 
 0
 2a cos as 2a sin as 
2
  0   
 s2 s3
2  2a cos as  2sin as 
 
  s3 
2  sin as  as cos as 
F s  2  1
  s3 
By inverse Fourier transforms,

1
f  x   F  s  e  is x dx
2 

1 2  sin as  as cos as 
2   cos sx  i sin sx  ds
2 
  s3 

2 sin as  as cos as
f  x   cos sx dx ( the second terms is on odd function )
  s3
Put a  1
2

sin s  s cos s  1  x 2 , x  1
f  x   2  cos sx ds  f  x   
  s3  0 , x  1
Put x  0

4 sin s  s cos s  f  0   1  0
f  0   ds  
 0 s3  1 

4 sin s  s cos s
1  ds
 0 s3
  sin  t cos t
4 0
 dt.
t3
Hence (i) is proved. Using Parseval’s identify
 
 F  s  ds   f  x
2 2
dx
 
2

 2  sin as  as cos as   a
 2     ds   a  x dx
2 2

3
 s a

8  sin s  s cos s 
2 1
    ds   1  x  dx
2 2

3
s 1

8  sin s  s cos s 
2 1
2   ds  2 1  x  dx
2

 0 s 3
 0
 2 1
16  sin s  s cos s   x5 2 x3 
 0   ds  2  x   
s3   4 3 0
 2
 sin s  s cos s   8 
0  s 3  ds   2   
 16  15  15
Put a  1
Put s = t
 2
 sin t  t cos t  
0  t 3  dt  . Hence (ii) is proved.
 15

 , 0  x 

 1  cos  
Problem 22 (i) Using Fourier Integral prove that    sin  xd    2
0
   0, x 
1  x , x 1
(ii) Find the Fourier transform of f  x    and hence find the value of
 0, x 1
 
sin 2 t sin 4 t
(i)  2 dt . (ii)  4 dt .
0
t 0
t
Solution:

 0 x 
(i) f  x   2  1
 0 x 

 0t 
f t    2
 0 t 
Fourier sine integral of f  x  is
 
2
f  x    sin  x  sin t dt d 
 0 0
 
2 
  sin  x  sin  t dt d 
 0 0
2
 
  sin  x  sin  t dt d 
0 0
 
  cos  t 
  sin  x  d
0    0
 

1  cos    in 0  x  
Hence  sin  x   sin  x   2 from 1
  0  0
0 in x 

1
(ii) The Fourier transform of f  x    f  x e
is
dx
2 
 1  x   cos sx  i sin sx  dx
1

2 1
1
 1  x  cos sx dx  1  x  sin sx is an odd fn.

1

2 1
1
2   sin sx   cos sx  
 1  x      1  2  
2   s   s  0
2  cos s 1 
  2  2 
2  s s 
2 1  cos s 
F s   1
  s 2 
(i) By inverse Fourier transform

1
f  x   F  s  e  isx ds
2 

2 1  cos s 
 cos ssx  i sin sx   by 1 
1

2 

  s 2 

1  1  cos s 
  cos sx ds ( Second term is odd)
   s 2 

2  1  cos s 
f  x   
 0  s 2 
cos sx ds
Putx  0

2  1  cos s 
 0  s 2 
1 0  ds

 1  cos s  
   ds 
0 
2
s 2
2sin 2  s / 2 


 2
ds 
0
s 2
put t  s / 2 ds  2dt

2sin 2 t 
  2t 
0
2
2dt 
2

sin 2 t 
0 t 2 dt  2 .
(ii) Using Parseval’s identity.
 
 F  s  ds   f  x
2 2
dx
 
2

 2  1  cos s   1
    s 2   1 1  x  dx
2
ds 
 

2  1  cos s 
2 1
  ds   1  x  dx
2

   s 2
 1

4  1  cos s 
2 1
  ds  2 1  x  dx
2

 0 s 2
 0
2
 2 s 
  2sin  
2
1
4    1  x 3 
 0 
  ds   2   
s2    3   0
 
 
4
 2 s
  sin  
16  2   ds  2 ; Let t  s / 2, dt  ds
 0  s 2

 3 2
 
 
 4
16  sin t  2
 
 0  2t   2 dt 
3
 4
16  sin t  1
 
16  0  t 
 dt 
3


4
 sin t 
0  t  dt  3 .
Problem 23 (i) Find the Fourier sine transform of e x . Hence prove that

 x sin  x   
0  1  x 2  dx  2 e ,   0 .
(ii)Find the Fourier sine transform of e ax  a  0  .Hence find (a) FC  xe  ax  and
 e  ax 
(b) FS  .
 x 
Solution:

(i) Fs  f  x   
2
 0

Fs e  
x

2 x
 0
e sin sx dx

2 x 2 s 
 
0
e sin sx dx    sin sx dx
  1 s2 

b
Result:  e ax sin bxdx 
0
a  b2 2
By Fourier sine inversion formula, we have


2
f  x  Fs  s  sin sx ds
 0

2 2 s 
e x     sin sx ds
 0   1  s2 

2 s sin sx
  2 ds
 0 s 1

s sin sx 

0
s 1
2
ds  e x
2
put x  a

s sin sa 
0
1 s 2
ds  e  a
2
Replace S by x

x sin ax 

0
1 x 2
dx  e a .
2

(ii) . Fs  f  x   
2
 0

Fs  e ax  
2  ax
 0
e sin sx dx
2  e ax  2 s 
  2 2   a sin sx  s cos sx      ....... 1
 a  s    a2  s2 
By Property
Fs  x f  x      Fc  f  x   
d
ds
Fs  x f  x    Fs  f  x  
d
ds
(a) To Find Fc  x e  ax 
Fs  e ax 
d
Fc  x e  ax  
ds
d  2  s 
   
ds    s 2  a 2  
 
2  a 2  s 2  2s 2 

   a 2  s 2 2 
 
 
2  a2  s2 
Fc  x. f  x   
   a 2  s 2 2 
 
e   ax
(b) To find Fs  
 x 

2 e  at
Fs  f  x     1
 0 t
sin st dt

2 e  at
F s
 0 t
 sin st dt
Diff. on both sides w.r to ‘s’ we get


d 2 e  at    ax a 
 F  s  
d
ds  0 t 
sin st dt  e cos bx dx  
ds  0 b2  a2 

2   e at 
  
 0 s  t
sin st  dt


2 te  at cos st
 0
 dt
t

2  at
 0
 e cos st dt

d 2  at 2 a 
F s   e cos st dt   
ds 0   s2  a2 
Integrating w.r. to ‘s’ we get
2 a
F s   ds  c
 s  a2
2
2 1 s
 a. tan 1    c
 a a
But F  s   0 When s  0  c  0 from (1)
2 s
F s  tan 1   .
 a
 x2
 a2 x2 2
Problem 24 (i) Find the Fourier transform of e Hence prove that e is self reciprocal
with respect to Fourier Transforms.
1
(ii) Find the Fourier cosine transform of x n 1 . Hence deduce that is self-reciprocal
x
 1 
under cosine transform. Also find F  .
 x 
 
Solution:

1
(i) F  f  x     f  x  e dx
is x
2 

1
  e  a x eis dx
2 2
2 

1  
 a 2 x 2  is x

2 

e dx

1   a 2 x 2  is x 
  e dx  1
2 
Consider a 2 x 2  isx
  ax   2  ax 
2  is    is 2   is 2
   
2 a  2 a   2a 
2
 is  s2
  ax    2   2
 2a  4a
Sub: (2) in (1) ,We get
 is  s 2 
  ax    2 
1
F  f  x    e
 2 a  4 a 
dx
2 
s2   is  2
1  4 a2  ax  

2
e 

e   2 a  dx
s2 
1  4 a2 2 dt is

2
e 

et
a
Let t  ax 
2a
, dt  adx

s2
  t 2 
F e  a2 x2   1 e 4 a2    e dt   
  a 2
  
s2
1 
 e 4 a2
  3
a 2
1
Put a  in  3
2
F e  x / 2   e  S / 2
2 2
 
 e  S / 2 is self reciprocal with respect to Fourier Transforms.
2

(ii). Fc  f  x   
2
 0

Fc  x n 1  
2 n 1
 1
 0
x cos sx dx

We know that   n    e y y n 1dy
0

Put y  ax, we get  e  ax  ax  adx    n 
n 1

 n
e
 ax
x n 1dx 
0
an
Put a = is

 n
  e is x x n 1dx 
 is 
n
0

  n
  cos sx  i sin sx  x
n 1
dx  n
in
0
s
  n 
n
 
  cos  i sin 
s 
n
2 2
  n  n n 
 n cos  i sin
s  2 2 
Equating real parts, we get

 n n
0 x cos sxdx  s n cos 2
n 1
 2
Using this in (1) we get

2  n n
Fc  x n 1   cos
 s n
2
1
Put n 
2
1
 
 1  2 2 
Fc    cos
 x s 4
2  1  1 
      
 s 2  2 
1

s
1
Hence is self-reciprocal under Fourier cosine transform
x
 1 
To find F  
 1x1 
 1  1

is x
F 
2 
 e dx
 x  x

1 1
   cos sx  is insx  dx
2  x

2 1
  cos sx dx The sec ond term odd 
2 0 x
Put n =1/2 in (2), we get

cos sx 1/ 2 

0 x
dx 
s
cos
4
 1 
 
s 2 2s
 1  2  1
F     .
 x   2s s
e  as
Problem 25 (i) Find f  x  if its Fourier sine Transform is
.
s
(ii) Using Parseval’s Identify for Fourier cosine and sine transforms of e ax , evaluate
 
1 x2
(a).  dx (b). 0 x 2  a 2 2 dx
0 a  x   
2 2 2
Solution:
e  as
(i) Let Fs  f  x   
s
  as
2 e
Then f  x    1
 0 s
sin sx dx

df 2  as 2 a

dx
 
0
e cos sx ds 
 a  x2
2
2 dx
 F  x  a 2
 a  x2
2 x
 tan 1    c   2
 a
At x  0, f  0   0 using (1)
2
(2) => f  0   tan 1  0   c  c  0

2 x
Hence f  x   tan 1   .
 a

dx
(ii) (a)To find 
a  x2 
2 2
0

Fc  e  2  ax
 0
 ax
 e cos sx dx

2  e ax 
  2 2   a cos sx  s sin sx  
 a  s 0
2 a 
Fc  e  ax    1
  a 2  s 2 
By Passeval’s identify.
 
 f  x dx   Fc  s  ds
2 2
0 0
2

 2 a 

0 e dx  0   a 2  s 2  ds, from (1)

2 ax
 


 e2 ax  2 2 ds
 2 a 

 a 
0  0  a2  s2 
2

1 2a 2 ds
2a
 
 0 a  s2
2

x2 
i.e    R e place ' s ' by x 
0 a 2
x 2 2
 4a 3

x2
(b) To find 
0 a  x 
2 2 2
 dx

Fs  e ax  
2  ax
 0
e sin sx dx

2  e ax 
  2 2   a sin sx  s cos sx  
 a  s 0
2 s 
Fs  e ax  
  a 2  s 2 
By parseval’s identify
 
 f  x  dx   Fs  f  x   ds
2 2
0 0
  2
2  s 
  e  dx   0  a 2  s 2 
 ax 2
ds
0
 
s   e 2 ax   1
i.e  2 2 ds     
0 a  s 
2  2 a  0 2 2 a

x2 
 dx   Re place ' s ' by ' x ' .
0  x2  a 
2 2 4a
Problem 26 (i). Find the Fourier cosine transform of e ax cos ax

 
1 x2
(ii). Evaluate (a).  2 dx (b). 0  x 2  a 2  x2  b2  dx , using Fourier cosine and
0  x  1 x  4 
2
sine transform.
Solution:

(i) Fc  f  x   
2
 0

Fc  e  ax
  2  e ax cos sx dx
0
2 a 
Fc  s  
  s 2  a 2 
By Modulation Theorem,
1
Fc  f  x  cos ax    Fc  a  s   Fc  a  s  
2
1  2  a a 
Fc e  ax cos ax      
2    a 2   a  s  2 a 2   a  s 2 
 
 2 2 
 a  a  s  a  a  s 
2 2
1 2
  a 2 
.
2    a   a  s    a   a  s   
2 2 2
a  4a 2  2 s 2 
  4 4 
2  s  4a 
 2a 2  s 2 
2a
Fc e  ax cos ax    s 4  4a 4  .
 2
(ii) (a) Let f  x   e and g  x   e 2 x
x

Fc  e x  
2 x
 0
e cos sx dx

2  e x 
  2   cos x  s sin sx  
  s 1 0
2  1 
  s 2  1  1


Fc  e2 x  
2 2 x
 0
e cos sx dx
2  2 
  2    2
 s 4
 
  f  x  g  x  dx   Fc  f  x   Fc  g  x   ds
0 0
 
2  1 1 
e
 x 2 x
dx   ds  from 1 &  2  
 0  s  1 s  4 
 2 . 2
e
0
 
4 ds
 e dx  
3 x
ds
0
 0  s  1 s 2  4 
2
 
ds   e 3 x   1
0  s 2  1 s 2  4   4  3   4  3 
0

ds 
 s
0
2 2
 .
 1 s  4  12

x2
(b) To find  x
0
2
 a 2  x 2  b 2 
dx.
Let
 f  x    e ax , g  x   ebx

2 s 
Fs  g  x   
2  ax
 e sin sx     1
0   s2  a2 

2 s 
Fs  g  x   
2  bx
 e sin sx      2
0   s 2  b2 
 
 f  x g  x  dx   Fs  f  x   .Fs  g  x   ds From (1) and(2)

0 0
 
2 s2
0 e e dx   0  s 2  a 2  s 2  b2  ds
 ax  bx

s2    a  b  x
 s
0
2
 a 2  s 2  b 2 
ds 
2 0
e dx


x2   e  a  b  x  
i.e  x
0
2
 a 2  x 2  b 2 
dx    
2    a  b 0 2  a  b
.
1, 0  s  1


Problem 27 (i). Solve for f  x  from the integral equation  f  x  sin sxdx  2, 1  s  2 .
0 0, s2

1, x a 2  sin as 
(ii). If the Fourier transform of f  x  , defined by f  x   
  s 
is .
0, x a
    x  
Find F  f  x  1  cos    .
   a  
Solution:

(i) Fs  f  x   
2
 0
1 for 0  s  1
 
Fs  f  x     2 for 1  s  2
2 0 for
 s2
 By invese Fourier sine transform ,

Fs  f  x   sin sx ds
2
f  x 
 0
2 
 1 2 
2
 
 0  0
  sin sx dx  
1
2sin sx  
2
0.sin sx ds 

2   cos sx   2 cos sx  
1 2
     
  x 0  x 1 
2   cos x 1 2 cos 2 x 2 cos x 
     
 x x x x 
2  cos x  1  2 cos 2 x 
  
 x 
2
f  x  1  cos x  2 cos 2 x  .
x
(ii). Given F  f  x   
2 sin as
 1
 s
From Modulation Theorem
F  f  x  cos ax    f  s  a   f  s  a   where F  f  x    f  s 
1
2

Let a 
a
 x 1       
F  f  x  cos    F  s    F  s   
 a  2  a  a 
     
 sin a  s   sin a  s   
1 2  a  a  2 sin as 
      F  s  
2   s

s
    s 
 a a 
1  a
sin as cos   cos as sin  
a
  sin as cos   cos as sin   
2  as   as   
1  a
  sin as  
a
    sin as  
2  as   as   
1  a s sin as  a sin as  a s sin as  a sin as 
2 2
  
2    2  a 2 s 2  
2a 2 s sin as

2    2  a 2 s 2 
 x 2 a 2 s sin as
F  f  x  cos  
 a    2  a 2 s 2 
   x    x
F  f  x  1  cos    F  f  x    F  f  x  cos 
  a   a 
2
2 sin as 2 a sin as
 
 s   2  a2s2
2 1 a2 s  
 sin as   2 2 2 
   s   a s 
2   2  a2 s2  a2 s2 
 sin as  
  s   a s  
2 2 2
2 sin as   2 
  2 2 
 s   a s 2
2 2 sin as. 2
  .
2  s  2  a 2 s 2 
a x
Problem 28 (i). Find Fourier transform of e and hence deduce that

cos xt  a x 2 2as
(a).  2 2 dt  e (b). F  xe  a x   i .
0
a t 2a   s  a 2 2
2
(ii) . Find Fourier cosine transform of e ax sin ax .
Solution;
(i) Fourier transform of f  x  is

F  f  x  
1
 f  x e
is x
dx
2 

1
 e  cos sx  i sin sx  dx
a x

2 

1
e  e a x sin sx is odd fn.
a x
 cos sx dx  
2 
F e   2  2 a 2   F s
a x
 1
 2  a  s 
(a) Using Fourier inverse transform,

1
e a x   F s e
 isx
ds
2 

1 2 a 
   cos sx  i sin sx  ds
2 
  a 2  s 2 

a cos sx  sin sx 
  2 2 ds  0  2 is an odd fn.
  a  s  s a
2


2a cos xt

  a 2  t 2 dt  Re place ' s ' by ' t '
  a x  cos xt
e   2 2 dt .
2a 
a t
(b) . Find Fourier cosine transform of eax sin ax .
2 2as
To prove F  xe   i
a x
  s 2  a 2 2
Property:
n
n d F
F  x n f  x     i 
ds n
dF  s 
F  x f  x     i
ds
F  xe a x

i dF e  a x

 ds
d  2 a 
 i  
ds   a  s 2 
2
 
2  2 s  2 2as
 ia i .
  a  s  
2 2 2
  a  s 2 2
2
 
(ii) Find the Fourier cosine transform of eax sin ax .

Fc  f  x   
2
 0

2  ax
 0
Fc e  ax sin ax   e sin ax cos sx dx

2 1  ax
e sin  s  a  x  sin  s  a  x  dx
 2 0

1  sa sa     ax b 
  2  2 2   e sin bx dx  2 
2  a   s  a  a   s  a   a  b2 
2
 0

1   
 a 2   s  a  2  s  a    s  a  a 2   s  a 2 
  
 
2   2 2

a  s  a a  s  a
2 2
 
1  2a 2 s  s 3  2as 2  2a 3  as 2  2a 2 s  2 s 2  s 3  2as 2  2a3  s 2 a  2 sa 2 
  
2  4a 4  2a 2 s 3  4a 3 s  2a 2 s 2  s 4  2as 3  4a 3 s  2as 2  4a 2 s 2 
2  a  2a  s  
2 2
2  2a 3  as 2 
  4 4   .
2  4a  s    4a 4  s 4 
 
Problem 29 (i). State and Prove Parseval’s Identity in Fourier Transform.

(ii). Find Fourier cosine transform of e x
2
Solution:
(i) Parseval’s identity:

 
Statement: If F  s  is the Fourier transform of f  x  , then  f  x  dx   F  s 
2 2
 
Pr oof by convolution theorem F  f * g   F  s  G  s 

f * g  F 1  F  s  G  s  
 
1 1
 f  t g  x  t  dt   F  s G  s  e
is x
ds  1
2  2 
Put x  0 and g  t   f  t , then it follows that G  s   F  s 

 1 becomes
 
 f  t  f  t   dt 


    F  s  F  s  ds

 
i.e.  f  t  dt   F  s  ds
2 2
 
 
i.e.  f  t  dx   F  s  ds
2 2
 
(ii)

2
Fc  f  x    f  x  cos sx dx
 0

2  x2
Fc e  x  
 0
2
e cos sx dx
 

2 1
   e  x cos sx dx
2
 2 

1
 e cos sx dx
x

2
2 

1
e
x
 RP of e  isx dx
2
2 

1
 e e dx
x is x 2
= R.P of
2 

1
e
x 2
 is x
= R.P of dx
2 
2
s
 4
1 e
e
x 2
 is x
= R.P of dx
2 
s2
4
e

1
= R.P of e s e
2
/4  x 2 isx  s 2 / 4
dx
2 

1   x  is / 2 
e
2
= R.P of e s
2
/4
dx
2 
x  is
Put  t dx  dt
2
When t   y  
t y

e s / 4
2
Fc  f  x    R.P of  e dt
t 2
2 
e  s2 / 4
  t 2 
R.P.of     e dt   
2   
e s
2
/4

2
e s
2
/4
 Fc e  x2  .
  2

sin ax sin 2 ax
Problem 30 (i). Find the Fourier transform of
x
and hence prove that  x 2 dx  4a .

2sin 3  s  2 
(ii). Find f  x  , if the Fourier transform of F  s  is .
 s  2 
Solution:

1
(i) F  f  x     f  x e
is x
dx
2 

 sin ax  1  sin ax  is x
F
 x    
2   x 
e dx

1  sin ax 
   cos sx  sin x  dx
2   x 
2
 

 sin ax 
F  2  1
 x 
 2   sin  a  s  x sin  a  s  x   2     


     dx  
   2  2   if a  s  0 & a  s  0

 0 
x x  
if a  s  0 & a  s  0 or a  s  0 & a  s  0
By Parseval’s identity
 
 f  x  F s
2 2
dx  ds
 
 a
sin 2 ax
2 ds  2  s  a  2  a  a   4 a
2
 x 2 dx  a
a


sin 2 ax
i.e.  dx  4 a.

x2
 2 sin 3s 
(ii) Let us find F 1  
 s 

 2sin 3s  1 2sin 3s  is x
F 1   
 s  2  s
 e ds
 
1 2sin 3s 1 2sin 3s cos sx
   cos sx  i sin sx  ds   ds
2  s  0 s
(By the property of odd and even function)
1  sin  3  x  s sin  3  x  

    ds
 0 s s 
1  sin  3  x  s sin  3  x  s 
 
  ds   ds 
 0 s 0
s 
1    
  2  2  if 3  x  0 & 3  x  0 
 
 if 3  x  0 & 3  x  0 or 
0 3 x  0&3 x  0 
 
 
  sin mx   
  dx  or  according as m >0 or m < 0 . 
 0 x 2 2 
1 if 3  x  3

0 if x  3 or x  3
1 if x  3

0 if x 3  1
By the shitting property, F eiax f  x   F  s  a 
eiax f  x   F 1 F  s  a 
 2sin 3  s  2    i 2 1  2sin 3s 
Thus F 1  e F  
 s  2   s 
1 if x  3
 e i 2  
0 if x  3
i 2
ei 2 x if x  3
 e  .
0 if x  3
UNIT III PARTIAL DIFFERENTIAL EQUATIONS

PART – A
Problem 1 Form the partial differential equation by eliminating a and b from

z  x  a
2 2
 y 2
 b2  .
Solution:
z   x 2  a 2  y 2  b 2  - (1)
Differentiating (1) partially w.r. t x and y we get
z
p   y 2  b2  2 x - (2)
x
z
q   x2  a2  2 y - (3)
y
Multiplying Eqn. (2) and Eqn (3) 
pq   x 2  a 2  y 2  b 2  4 xy
pq  4 xyz [using (1)]
Problem 2 Obtain the partial differential equation by eliminating arbitrary constants a

and b from  x  a    y  b   z  1.
2 2 2
Solution:
 x  a    y  b   z 2  1 - (1)
2 2
Differentiating (1) partially w.r. t x and y we get

2  x  a   2 zp  0
 x  a   zp - (2)
2  y  b   2 zq  0
 y  b   zq - (3)
Substituting (2) & (3) in (1) we get
z 2 p2  z 2q2  z 2  1
i.e., z 2  p 2  q 2  1  1
Problem 3 From the partial differential equation by eliminating f from

f  x2  y2  z 2 , x  y  z   0 .
Solution:
We know that if f (u, v) = 0
then u = f (v)
 x  y2  z2  f  x  y  z 
2
- (1)
Differentiating (1) partially w.r. t x and y
We get
2 x  2 zp  f '  x  y  z 1  p  - (2)

2 y  2 zq  f '  x  y  z 1  q 
Divide (2) & (3)
x  zp 1  p

y  zq 1  q
x  qx  zp  zpq  y  py  zq  zpq
 z  y p   x  zq  y  x
Problem 4 Form the partial differential equation by eliminating f from
1 
z  x 2  2 f   log x  .
y 
Solution:
1 
Let z  x 2  2 f   log x  - (1)
y 
Differentiate (1) w.r. t x and y

z 1  1 
 p  2 x  2 f '   log x   - (2)
x y  x 
z 1  1 
 q  2 f '   log x  2  - (3)
y y  y 
Eliminating f ' from (2) & (3)
p  2 x 1 2
  y 
q x
px  2 x   qy 2
2
px  qy 2  2 x 2
Problem 5 Obtain the partial differential equation by eliminating the arbitrary constants
a & b from z  xy  y x  a  b .
2 2
Solution:
z  xy  y x 2  a 2  b - (1)
Differentiating (1) partially w.r. t x and y
z  1 
p  y y  2x
x 2 x  a 
2 2
yx
p y
x2  a2
p x
 1
y x2  a2
p x
1  - (2)
y x  a2
2
z
q  x  x2  a2
y
q  x  x2  a2 - (3)
Multiplying (2) & (3)
p  x
  1  q  x   x2  a2
y  x  a2
2
p 
  1  q  x   x
y 
 p  y  q  x   xy
pq  xp  yq  xy  xy
px  qy  pq
z z
Problem 6 Find the complete integral of p  q  pq where p  and q  .
x y
Solution:
p  q  pq - (1)
This is of the form f  p, q   0
Let z  ax  by  c - (2) be the complete solution of the partial differential
equation.
z
p a
x
z
q b
y
(1) reduces to a+b=ab
a  b  a  1
a
b
a 1
 a 
 z  ax    yc
 a 1 
Problem 7 Obtain the complete integral of z  px  qy  p  q .

2 2
Solution:
z  px  qy  p 2  q 2 - (1)
This equation is of the form z  px  qy  f  p, q  (clairaut’s type)
 the complete integral is z  ax  by  a 2  b 2 .
Problem 8 Solve p 1  q   qz .
Solution:
p 1  q   qz - (1)
This equation is of the form f  z , p, q   0
z  f  x  ay  be the solution
x  ay  u z  f u 
dz adz
p q
du du
(1) reduces to
dz  dz  dz
1  a   a z
du  du  du
dz
1 a  az
du
dz
a  az  1
du
dz 1
 z
du a
dz
 du
1
z
a
 1
Integrating log  z    u  b
 a
 1
i.e., log  z    x  ay  b is the complete solution.
 a
Problem 9 Solve the equation p tan x  q tan y  tan z .

Solution:
Given p tan x  q tan y  tan z
This equation is of the form Pp  Qq  R
When P = tan x Q = tan y R = tan z
The subsidiary equations are
dx dy dz
 
P Q R
dx dy dz
i.e.,  
tan x tan y tan z
Considering the first two,
dx dy

tan x tan y
Sign,
 cot xdx   cot ydy

log sin x  log sin y  log a
 sin x 
log    log a
 sin y 
sin x
a
sin y
sin x
i.e., a 
sin y
Take,
dy dz

tan y tan z
dy dz
 tan y   tan z
 cot ydy   cot zdz
log sin y  log sin z  log b
 sin y 
log    log b
 sin z 
sin y
b 
sin z
 sin x sin y 
Hence the general solution is   , 0
 sin y sin z 

Problem 10 Solve D  3DD  2 D Z  0 .
3 2 3

Solution:
Substituting D = m, & D1 = 1
The Auxiliary equation is m3 - 3m + 2 = 0
m = 1, 1, -2
Complimentary function is 1  y  x   x2  y  x   3  y  2 x 
i.e., Z  1  y  1  x2  y  x   3  y  2 x 
2 z 2 z 2 z
Problem 11 Find the general solution of 4 2  12 9 2  0.
x xy y
Solution:
 4D 2  12 DD1  9D12  Z  0
The auxiliary equation is 4m 2  12m  9  0
4m2 – 6m – 6m +9 = 0
2m (2m – 3) – 3 (2m – 3) = 0
(2m – 3)2 = 0
3
m= (twice)
2
 3   3 
C.F. = 1  y  x   x2  y  x 
 2   2 
 the General solution is Z = C.F. + P.I
 3   3 
z  1  y  x   x2  y  x 
 2   2 

Problem 12 Solve D  DD  D D  D
3 2 2 3
z  0.
Solution:
The Auxiliary equation is
m3  m 2  m  1  0
m2  m  1   m  1  0
m 2
 1  m  1  0
i.e. m  1, i, i
 The general solution is Z  1  y  x   2  y  ix   3  y  ix 
Problem 13 Find the particular integral of D  D D  DD  D  3 2 2 3

z  e x
cos 2 y .
Solution:
1
P.I.  e x cos 2 y
D  D D  DD  D
3 2 2 3
cos 2 y
 ex
 D  1   D  1 D   D  1 D2  D3
3 2
e 2iy
 e x R.P. of
 D  1   D  1 D   D  1 D2  D3
3 2
e2iy
 e x R.P. of
1  2i  4  8i
e x
1  2i
 R.P. of  cos 2 y  i sin 2 y 
5 1  2i 1  2i 
1 1
 e x .  cos 2 y  2sin 2 y 
5 5
ex
P.I.   cos 2 y  2sin 2 y 
25

Problem 14 Solve D  DD  D  1 z  0 .
2

Solution:
D 2
 DD  D  1  0
 D  1 D  D ' 1  0
This is of the form
D  m D 1
1
 1  D  m2 D1   2   0
m1  0,1  1, m2  1, 2  1
C.F. is Z  e1 x f1  y  m1 x   e 2 x f 2  y  m2 x 
Z  e x f1  y   e  x f 2  y  x 
Problem 15 Solve  D  D  1 D  D  2  z  e
2 x y
.
Solution:
This is of the form
 D  m1D  C1  D  m2 D  C2  ....  D  mn D  Cn  Z  0
Hence m1  1 c1  1 m2  1 c2  1 c2  2
Hence the C.F. is z  e x1  y  x   e 2 x2  y  x 
e2 x  y
P.I. 
 D  D  1 D  D  2 
e2 x y

 2  1  1 2  1  2 
1
 e2 x  y
2
1
Hence, the complete solution is Z  e x1  y  x   e 2 x2  y  x   e 2 x  y
2
PART – B
Problem 16
a. From the partial differential equation by eliminating f and 
from z  f  y     x  y  z  .
Solution:
z  f  y    x  y  z - (1)
Differentiating partially with respect to x and y, we get
P     x  y  z 1  p  - (2)
q  f '  y    '  x  y  z 1  q  - (3)
r   '  x  y  z  .r   "  x  y  z 1  p 
2
- (4)
s   '  x  y  z  .s   "  x  y  z 1  p 1  q  - (5)
t  f "  y    '  x  y  z  t   ''  x  y  z 1  q 
2
- (6)
From (4) r 1   '  x  y  z   1  p   "  x  y  z 

2
- (7)
From (5) s 1   '  x  y  z   1  p 1  q   "  x  y  z  - (8)
Dividing (7) & (8) we get
r 1  p 

s 1  q 
1  q  r  1  p  s

b. Solve D  2 DD z  e
2
 2x
 x3 y .
Solution:
Auxiliary Equation is given by m 2  2m  0
i.e., m (m – 2) =0
m = 0, m = 2
C.F. = f1  y   f 2  y  2 x 
1
PI1  e2 x
 D  2 DD
2
e2 x
 (Replace D by 2 and D by 0)
4
1
PI 2  2 x3 y
 D  2DD 
1
1  2 D  3
 1   x y
D2  D 
1  2 D 
 2 1   ......  x3 y
D  D 
1  3 2 x3 
  x y  
D2  D 
x5 x6

y  2.
20 4.5.6
5 6
x x
 y
20 60
The complete solution is
Z  C.F .  PI1  PI 2
e2 x x5 y x 6
Z  f1  y   f 2  y  2 x    
4 20 20
Problem 17
a. Find the complete integral of p  q  x  y .
Solution:
The given equation does not contain z explicitly and is variable separable.
That is the equation can be rewritten as p – x = y – q =a, say - (!)
 p  a  x and q  y  a
Now dz = pdx + qdy
dz   a  x  dx   y  a  dy (2)
Integrating both sides with respect to he concerned variables, we get
a  x  y  a
2 2
z  b - (3)
2 2
when a and b are arbitrary constants.
b. Solve y p  xyq  x  z  2 y  .
2
Solution:
This is a Lagrange’s linear equation of the form Pp  Qq  R
The subsidiary equations are
dx dy dz
 
P Q R
dx dy dz
 
y 2
 xy x  z  2 y 
Taking I & II ratios
dx dy

y 2  xy
xdx   ydy
Integrating,
x2  y2
 C
2 2
x 2  y 2  2c  c1
dy dz
Taking II & III ratios 
 xy x  z  2 y 
 Z  2 y  dy   ydz
ydz  zdy  2 ydy
d  yz   2 ydy
Integrating,
yz  y 2  c2
yz  y 2  c2
the solution is   x 2  y 2 , yz  y 2   0
Problem 18
a. Find the singular integral of the partial differential equation
z  px  qy  p  q . 2 2
Solution:
The given equation z  px  qy  p 2  q 2 is a clairaut’s type equation.
Hence the complete solution is z  ax  by  a 2  b 2 -(1)
To get singular Solution :
Differentiate (1) w.r.t. a and b
0 = x + 2a - (2)
0 = y – 2b - (3)
x y
a  and b 
2 2
Substituting in (1),
 x2 y 2 x2  y 2
z  
2 2 4
2 x  2 y  x 2  y 2
2 2
z
4
4 z  y  x is the singular solution.
2 2

b. Solve D  4 DD  5 D
2 2
 z  3e 2 x y
 sin  x  2 y  .
Solution:
The Auxiliary equation,
m 2  4m  5  0
m 2  5m  m  5  0
m  m  5   m  5   0
 m  1 m  5  0
m  1, 5
 C.F. = f  y  x   g  y  5 x 
1
PI1  3e 2 x  y
D  4 DD  5 D2
2
3e 2 x  y

4 85
3 2 x y
 e
9
1
 e2 x y
3
10
1
PI 2  sin  x  2 y 
D  4 DD  5 D2
2
1
 sin  x  2 y 
1  4  2   5  4 
1
 sin  x  2 y 
1  8  20
1
 sin  x  2 y 
27
 the complete solution is Z  CF  PI1  PI 2
1 1
i.e. Z  f  y  x   g  y  5 x   e 2 x  y  sin  x  2 y 
3 27
Problem 19 a. Find the general solution of  3 z  4 y  p   4 x  2 z  q  2 y  3 x .

Solution:
This is a Lagrange’s linear equation of the form Pp  Qq  R .
dx dy dz
The subsidiary equations are  
P Q R
dx dy dz
  - (1)
3z  4 y 4 x  2 z 2 y  3x
Use Lagrangian multipliers x, y, z we get each ratio is
d  x2  y2  z 2 
1
xdx  ydy  zdz
2
3 xz  4 xy  4 xy  2 yz  2 yz  3 xz 0
Hence d  x 2  y 2  z 2   0
Integrating both the sides,
 x 2  y 2  z 2  C1 - (2)
using multipliers 2, 3, 4 each of equation (1) is
2dx  3dy  4dz

6 z  8 y  12 x  6 z  8 y  12 x
2dx  3dy  4dz

0
 2dx  3dy  4dz  0
Hence 2 x  3 y  4 z  C2 - (3)
 the General solution is   x 2  y 2  z 2 , 2 x  3 y  4 z   0
    2e 2 y  .
2
b. Solve D  2 DD  D  3D  3D  2 z  e
2 2 3x
Solution:
11
D 2
 2 DD  D2  3D  3D  2  z   D  D ' 2  D  D ' 1  z
 D  D ' 2  D  D ' 1  z  e 6 x  4e3 x 2 y  4e 4 y
m1  1,1  2, m2  1, 2  1
 C.F.  e2 x f  y  x   e x f  y  x 
1
PI1  e6 x
 D  D  2  D  D  1
1
 e6 x
 6  0  2  6  0  1
1 6x
 e
20
1
PI 2  4e3 x  2 y
 D  D  2  D  D  1
4
 e3 x  2 y
 3  2  2  3  2  1
4 3 x2 y
 e
3 4
1
 e3 x  2 y
3
1
PI 3  4e 4 y
 D  D  2  D  D  1
4 e 4 y

 0  4  2  0  4  1
4
 e 4 y
 2  3
2 4 y
e 
3
 the general solution
1 6 x 1 3 x 2 y 2 4 y
Z  e2 x f  y  x   ex f  y  x   e  e  e
20 3 3
Problem 20
a. Form the differential equation by eliminating the arbitrary function f and
g in z  f  x  y  g  x  y 
Solution:
z  f  x  y g  x  y
12
Let u  x  y v  x y
Z  f  u  .g  v  - (1)
Differentiating partially with respect to x and y, we get
p  f  u  .g '  v   f '  u  .g  v  - (2)
q  f  u  g '  v  1  f '  u  g  v  - (3)
r  f  u  g "  v   2 f '  u  g '  v   f "  u  .g  v  - (4)
s  f  u  g "  v  1  f "  u  .g  v  - (5)
t  f u  g " v   2 f '  u  g '  v   f " u  g  v  - (6)
Subtracting (4) from (6) , we get
r  t  4 f   u  .g   v  - (7)
From (2) & (3), we get
p 2  q 2  4 f  u  . g  v  . f '  u  .g '  v 
= Z (r – t) from (1) & (7)
2
  2 z  2 z   z   z 
2
i.e., z  2  2       
 x y   x   y 
b. Solve the equation  pq  p  q  z  px  qy   pq .

Solution:
pq
Rewriting the given equation as Z  px  qy  - (1)
pq  p  q
we identify it as a clairaut’s type equation. Hence its complete solution is
ab
Z  ax  by  - (2)
ab  a  b
The general solution of (1) is found out as usual from (2).
Let us now find the singular solution of (1).
Differentiating (2) partially with respect to a and then b, we get
0 x
 ab  a  b  b  ab  b  1
 ab  a  b 
2
b2
i.e., 0  x  - (3)
 ab  a  b 
2
and similarly
a2
0 y - (4)
 ab  a  b 
2
a2 y a b
From (3) & (4), we get 2
 or   k , say
b x y x
 a  k y and b  k x
Using there values in (3) we get
13
  x0
2
k 2 x  k 2 xy  k y  k x
k x   k xy  k y  k x  x
2 2
i.e.,  k xy  x  y   1
1 x  y
k
xy
1 x  y 1 x  y
Hence a  and b 
x y
Also
ab 1 1
 
ab  a  b 1  1  1 y x
1 
b a 1 x  y 1 x  y
 1 x  y
Using these values in (2), the singular solution of (1) is

z  x 1 x  y  y 1 x  y  1 x  y     
 
2
z  1 x  y
Problem 21
a. Form the partial differential equation by eliminating

f from f x  y  z , z  2 xy  0 .
2 2 2 2

Solution:
f  x 2  y 2  z 2 , z 2  2 xy   0
Let u  x 2  y 2  z 2 and v  z 2  2 xy then
the given equation is f  u , v   0 - (1)
Differentiating (1) partially w.r.t. x and y respectively
f u f v f u f v
we get .   0 and .  . 0
u x v x u y v y
f f
  2 x  2 zp    2 zp  2 y   0 - (4)
u v
f f
 2 y  2 zq  +  2zq-2x   0 -(5)
u v
from (4) and (5)
x  zp zp  y
we get 0
y  zq zq  x
14
 x  zp  zq  x    y  zq  zp  y 
zqx  x 2  z 2 pq  xzp  zpy  y 2  z 2 pq  zqy
 zp  x  y   zq  x  y   x 2  y 2
 zp  x  y   zq  x  y    x  y  x  y 
 zp  zq  x  y
zp  zq  y  x
z  p  q  y  x
b. Solve the equation p 1  q  2

  q 1  z  .
Solution:
The given equation is of the from f  z , p, q   0
P 1  q 2   q  p  z  - (1)
Let z  f  x  ay  be the solution of (1)
If x  ay  u then z  f u 
If dz adz
p and q
du du
(1) reduces as
z   adz 2
2  dz 
1  a    1  z 
u   du 
 du
dz  
2
2  dz 
i.e., 1  a    a  az   0
du   du  
dz
As z is not a constant, 0
du
2
 dz 
1  a    a  az  0
2
 du 
2
 dz 
i.e., a    az  1  a
2
 du 
dz
a  az  1  a - (3)
du
solving (3), we get
dz
a   du
az  1  a
2 az  1  a  u  b
2 az  1  a  x  ay  b
4  az  1  a    x  ay  b 
2
15
which is the complete solution of (1)
Problem 22
a. Solve the equation p  q  z
2 2 2
x 2
 y2  .
Solution:
The given equation dues not belong to any of the standard types.
It can be rewritten as  z 1 p    z 1q   x 2  y 2
2 2
- (1)
As the Equation (1) contains z 1 p and z 1q we make the substitution Z = log z
z -1p=P and z -1q  Q
Using there values in (1), it becomes
P2  Q2  x2  y 2 (2)
As Eq. (2) dues not contain Z explicitly, we rewrite it as
P 2  x 2  y 2  Q 2  a 2 , say (3)
From (3)
P 2  a 2  x 2 and Q 2  y 2  a 2
P  a 2  x 2 and Q  y 2  a 2
dz  Pdx  Qdy
dz  a 2  x 2 dx  y 2  a 2 dy
Integrating, we get
x 2 a2 x y a2  y
Z x  a 2  sin h 1    y 2  a 2  cos h 1    b
2 2 a 2 2 a
 the complete solution of (1) is
x 2 a2 1  x  y a2  y
log z  x  a  sin h   
2
y  a  cos h 1    b
2 2
2 2 a a 2 a
where a and b are arbitrary constants.
Singular solution does not exist and the General solution is found out as usual.

b. Solve the equation D  D
2 2
 z  sin 2 x sin 3 y  2sin  x  y  .
2
Solution:
The auxiliary equation is m2 + 1 = 0
i.e., m   i
 C.F. = f  y  ix   g  y  ix 
16
1
PI1  sin 2 x sin 3 y
D  D '2
2
. cos  2 x  3 y   cos  2 x  3 y 
1 1
 2
D  D' 2 2
1 1 1 
  cos  2 x  3 y   cos  2 x  3 y  
2  4  9 4  9 
1 1
 . cos  2 x  3 y   cos  2 x  3 y 
13 2
1
 sin 2 x sin 3 y
13
1
PI 2  2 2sin 2  x  y 
D  D '2
 2
1
D  D '2
1  cos  2 x  2 y 
1 1
2  
 2 1  2 cos  2 x  2 y 
D  D' D  D '2
1 1
 2 e0 x  cos  2 x  2 y 
D  D' 2
4  4
x2 1
  cos  2 x  2 y 
2 8
The complete solution is Z  C.F .  PI1  PI 2
1 x2 1
i.e., Z  f  y  i x   g  y  i x   sin 2 x sin 3 y   cos  2 x  2 y 
13 2 8
Problem 23
a. Solve p  q  1.
Solution:
This is of the form f  p, q   0 .
The complete integral is given by z  ax  by  c where
a  b 1
b  1 a
 
2
b  1 a
 
2
 The complete solution is z  ax  1  a yc - (1)
Differentiating partially w.r.t. c we get 0 = 1 (absurd)
 There is no singular integral
Taking c  f  a  where f is arbitrary,
  y  f a
2
z  ax  1  a - (2)
Differentiating partially w.r.t a, we get
17
 1 
0  x  2 1 a 
2 a
 
 y  f '  a  - (3)
Eliminating ‘a’ between (2) & (3) we get the general solution.
 
b. Solve x  yz p  y  zx q  z  xy .
2
 2
 2
Solution:
dx dy dz
The subsidiary equations are 2  2  2 - (1)
x  yz y  zx z  xy
dx  dy dy  dz dx  dz
 2  2
 x  yz    y  zx  y  zx  z  xy x  yz  z 2  xy
2 2 2
d  x  y d  y  z d x  z
i.e.,   2 2
x 2
y 2
  z  x  y y  z  x  y  z  x  z  y 1  z 
2 2
d  x  y d  y  z d x  z
i.e.,   - (2)
 x  y  x  y  z   y  z  x  y  z   x  z  x  y  z 
d  x  y d  y  z d x  z
i.e.,   - (3)
 x  y yz xz
Taking the first two ratios, and integrating log  x  y   log  y  z   log a
x y
 a - (4)
yz
Similarly taking the last two ratios of (3) we get,
yz
 b - (5)
xz
x y yz x y xz
But and are not independent solutions for  1 gives
yz xz yz yz
which is the reciprocal of the second solution.
Therefore solution given by (4) and (5) are not independent. Hence we have to
search for another independent solution.
xdx  ydy  zdz
Using multipliers x, y, z in equation (1) each ratio is  3
x  y 3  z 3  3 xyz
dx  dy  dz
Using multipliers 1, 1, 1 each ratio is  2
x  y  z 2  xy  yz  zx
2
xdx  ydy  zdz dx  dy  dz

 2
x  y  z  3xyz x  y  z 2  xy  yz  zx
3 3 3 2
d  x2  y 2  z 2 
1
2 d x  y  z

 x  y  z   x 2  y 2  z 2  xy  yz  zx  x  y  z 2  xy  yz  zx
2 2
18
d  x2  y2  z 2    x  y  z  d  x  y  z 
1
Hence
2
x  y  z  k
2
Integrating
2

1 2
x  y2  z2  
2
  x  y  z    x  y  z   2k
2 2 2 2
x 2  y 2  z 2  x 2  y 2  z 2  2 xy  2 yz  2 zx  2k
i.e., xy  yz  zx  b
 x y
 the general solution is   xy  yz  zx, 0
 yz
Problem 24
a. Solve yp  2 xy  log q .
Solution:
yp  2 xy  log q
yp  2 xy  log q
 p  2 x  y  log q
log q
p  2x   a ( say )
y
1
 p  2 x  a and log q  a - (1)
y
p  2 x  a, log q  ay
q  eay
Now dz  pdx  qdy
dz   2 x  a  dx  e ay dy - (2)
Integrating (2), we get
1
z  x 2  ax  e ay  b - (3)
a
Where a and b are arbitrary constant.
Equation (3) is the complete solution of the given equation.
Differentiating (3) partially w.r.t b we get 0 = 1 (absurd)
 There is no singular integral.
Put b    a  in (3)
e ay
z  x 2  ax   a - (4)
a
Differentiating partially w.r.t a we get
19
 1 
0  0 x
a

1 ay
e y   e ay  2    '  a 
a 
y 1
0  x  eay  2 eay   '  a  -(5)
a a
Eliminating ‘a’ between (4) & (5) we obtain the general solution.
b. Solve 2 x p  yzq  3 z  0 .
4 2 2
Solution:
2
 x 2 p  yq
Rewriting this equation, we get 2    3  0
 z  z
This is an equation of the form f  x m z k p, y n z k q   0 may be transformed into
the standard type f  P, Q   0 by putting X  x1 m , Y  y1 n and
Z  z k 1 , whereK  1
(or) X  log x Y  log y Z  log z if m  1, n  1 and k  1
Here m  2 n  1
Hence X  x 1 Y  log y and Z  log z
Z Z z x 1  px 2
P   p   x2  
X z x X z z
Z Z z y 1 y
Q   q. y  q
Y z y Y Z Z
 the equation becomes, 2 P 2  Q  3  0
This is of the form f  P, Q   0
Hence the complete integral is Z  aX  bY  c
Where
2a 2  b  3  0
b  2a 2  3
 the complete solution is Z  aX  bY  c
i.e., log z    2a 2  3 log y  c - (1)
a
x
Differentiating equation (1) partially w.r.t to c
We get 0 = 1 (absurd)
 Singular integral does not exist.
Taking C = f (a) where f is arbitrary
log z    2a 2  3 log y  f  a  - (2)
a
x
Differentiating partially w.r.t a we get
1
0   4a log y  f '  a  - (3)
x
Eliminating ‘a’ between (2) & (3) we get the general solution.
20
Problem 25
a. Find the complete solution of  x  pz    y  qz   1 .
2 2
Solution:
 x  pz    y  qz  1
2 2
- (1)
This equation is of the form f  z p, z k q   0
k
If k  1 and Z  z k 1
Hence put Z = z2
Z Z z
P  .  2 zp
x z x
p
Pz 
2
Z Z z
Q  .  2 zq
y z y
Q
qz 
2
Substituting there results in (1)
2 2
 P  Q
 x    y   1
 2  2
This is a separable equation
2 2
 P  Q
 x    1  y    a
2
 2  2
 dZ  Pdx  Qdy
dZ  2  a  x  dx  2  1  a 2  y  dy
 
Integrating,
 y2 
Z    a  x   2  1  a 2 y   dy
2
 2
 Z 2    a  x   2 1  a2 y  y2  b
2
is the complete solution.

b. Solve z  2 yz  y
2 2
 p   xy  zx  q  xy  zx .
Solution:
dx dy dz
The subsidiary equations are 2  
z  2 yz  y 2
xy  zx xy  zx
xdx  ydy  zdz
Taking x, y, z as multipliers, we have each fraction 
0
 xdx  ydy  zdz  0
21
x2 y2 z 2
Integrating   c
2 2 2
i.e., x  y  z  C1
2 2 2
- (1)
dy dz
Again, taking the last two members, we have 
x y  z x y  z
dy dz
i.e., 
yz yz
 y  z  dy   y  z  dz
ydy  zdy  ydz  zdz
ydy   zdy  ydz   zdz  0
ydy  d  yz   zdz  0 z
Integrating we get y 2  2 yz  z 2  C2 - (2)
From (1) & (2) the general solution is
  x 2  y 2  z 2 , y 2  2 yz  z 2   0
Problem 26
a. Solve the equation 9 pqz  4 1  z
4
 3
.
Solution:
9 pqz 4  4 1  z 3  - (1)
The given equation is of the form f  z , p, q   0
Let z  f  x  ay  be the solution of (1)
If x  ay  u then z  f  u 
dz dz
P and q  a
du du
Substituting the values of p & q in (1), we get
2
 dz 
9a   z 4  4 1  z 3 
 du 
dz
3 az 2  2 1  z3
du
a 3z 2 dz
 du
2 1  z3
Integrating we get
a 3z 2
 2 1  z 3 dz   du
Put 1 + z3 = t2
3z 2 dz  2tdt
22
a 2tdt
 2 t
  du
a  dt   du
a t  u b
i.e, a 1  z 3  x  ay  b
a 1  z 3    x  ay  b 
2
- (2)
The singular solution is found as usual
Put b   a
a 1  z 3    x  ay    a  
2
- (3)
Differential w.r.t. a
1  z 3   2  x  ay    a    y     a   - (4)
The elimination of ‘a’ between (3) & (4) gives the General solution.

b. Solve D  3DD  2 D
2 2
 z   2  4xe x2 y
.
Solution:
The Auxiliary equation is
m2  3m  2  0
 m  1 m  2   0
m  1, 2
 C.F.  1  y  x   2  y  2 x 
e x2 y  2  4 x 
P.I .  2
D  3DD ' 2 D '2
ex2 y  2  4 x 

 D  2 D ' D  D '
Re placeD  D  1, D '  D ' 2
ie., D  D  a, D '  D ' b
 ex2 y
 2  4x
 D  1  2  D ' 2    D  1   D ' 2  
 ex2 y
 2  4x 
 D  2 D ' 3 D  D ' 1
 ex2 y
2  4x
  D  2D ' 
3 1     1   D  D '  
  3 
23
1
1  D  2D '  1
 e x  2 y 1  
1   D  D '  
 2  4x
3  3 
1  D  2D ' 
 e x  2 y 1   ... 1   D  D '  ...  2  4 x 
3  3 
1  4 D  5D ' ... 
 e x  2 y 1 
3  3   2  4 x 
1  1 
 e x  2 y  2  4 x  16  
3  3 
1  22  2
 e x  2 y   4 x   e x  2 y 11  6 x 
3 3  9
Hence the general solution is

Z  C.F .  P.I .
2
Z  1  y  x   2  y  2 x   e x  2 y 11  6 x 
9
Problem 27
a. Solve p x  y zq  2 z .
2 4 2 2
Solution:
This can be written as  Px 2    qy 2  z  2 z 2
2
- (1)
Which is of the form f  x m p, y n q, z   0
Where m = 2, n= 2
1 1
put X  x1 m  ; y  y1n 
x y
Z Z x
P  .  p   x 2    px 2
X x X
Z Z y
Q  .  q   y 2   qy 2
Y y X
Substituting in (1) the given equation reduces to P 2  Qz  2 z 2
This is of the form f  p, q, z   0
 Let Z  f  X  aY  where u = X + aY
dz adz
P ,Q 
du du
Equation becomes,
2
 dz   dz 
   az    2 z  0
2
 
du  
du
dz
Solving for ,we get
du
24
dz az  a 2 z 2  8 z 2

du 2
dz a  a 2  8
 du
z 2
a  a2  8
log z  u b
2
 a  a2  8 
log z     X  ay   b
 2 
 
 a  a2  8   1 a 
log z       b
 2  x y 
 
The singular and general integrals are found out as usual.
b. Find the general solution of  y  z  p   z  x  q  x  y .

Solution:
This is a Lagrange’s linear equation of the form Pp  Qq  R .
dx dy dz
The auxiliary equations are  
yz zx x y
dx  dy  dz dx  dy dy  dz
each is equal to   - (1)
2 x  y  z yx zy
Taking the first two ratios,
d  x  y  z  d  x  y 

2 x  y  z  x  y
Integrating,
1
log  x  y  z    log  x  y   log c
2
 log  x  y  z   log  x  y   log k
2
 x  y  z   k  x  y 
2
i.e.,  x  y  z  x  y   k
2
- (2)
Taking the last two ratios of equation (1),
d  x  y d  y  z

x y yz
Integrating, log  x  y   log  y  z   log b
x y
 b - (3)
yz
25
 2 x y
Hence the general solution is f   x  y  z  x  y  , 0
 yz
Problem 28
a. Find the equation of the cone satisfying px  qy  z and passing through the
circle x  y  z  4, x  y  z  2 .
2 2 2
Solution:
dx dy dz
The auxiliary equations are  
x y z
Taking the first two ratios,
log x = log y + log a
x
 a - (1)
y
Taking the second and third ratios,
log y = log z + log b
y
 b - (2)
z
 x y
 the general solution is   ,   0 - (3)
y z
We have to find that function  satisfying (3) and
also x2+ y2 + z2 = 4 - (4)
and x + y + z = 2 - (5)
Hence, we will eliminate x, y, z from (1),(2),(4),(5)
From (2) y = bz
From (1) x = ay
x =abz
using the value of x & y in (4) & (5)
a 2b 2 z 2  b 2 z 2  z 2  4
z 2  a 2b 2  b 2  1  4 - (6)
Also abz + bz + z = 2
1  b  ab  z  2 - (7)
Eliminating z between (6) & (7)
Squaring (7)
1  b  ab  z2  4
2
- (8)
From (6) & (8),
1  b 2  a 2b 2  1  b  ab   1  b 2  a 2b 2  2b  2ab  2ab 2
2
Simplifying b + ab2 + ab = 0
1  ab  a  0
26
x y
Using a  , b  in (9)
y z
xy x
1  0
yz y
x x
1   0
z y
i.e., yz  xy  xz  0 is the required surface.
b. Solve  D 2  DD  6 D2  z  y cos y .

Solution:
The Auxiliary equation is m2 + m – 6 = 0
m = 2, –3
 C.F. = 1  y  2 x   2  y  3 x 
y cos x
P.I . 
D  DD ' 6 D2
2
1 y cos x

 D  2 D '   D  3D ' 
1   a  3 x  cos xdx  where a  3 x  y
 D  2 D '  


1  a  3 x  sin x  3 sin xdx  where a  3 x  y

 D  2 D '   
1
  y sin x  3cos x 
 D  2 D '
   a  2 x  sin x  3cos x  dx where a  2 x  y
  a  2 x   cos x    2   sin x   3sin x  where a  2 x  y
P.I .   y cos x  sin x
 Z  1  y  2 x   2  y  3 x   sin x  y cos x
Problem 29
a. Solve the equation pz sin x  qz cos y  1 .
2 2 2 2
Solution:
The given equation contains (z2p) and (z2q).
Therefore we make the substitution Z = z3
Z
P   3 z 2 p and Q=3z 2 q
x
Using there values in the given equation, it becomes
P 2 Q
sin x  cos 2 y  1
3 3
27
Equation 1 does not contain Z explicitly.

P Q
Rewriting (1), we have sin 2 x  1  cos 2 y  a , say - (2)
3 3
From (2), P  3a cos ec x and Q  3 1  a  sec 2 y
2
Now dZ = Pdx + Qdy

= 3a cosec2xdx + 3 (1 – a) sec2y dy - (3)
Integrating (3),
Z  3a cot x  3 1  a  tan y  b
z 3  3a cot x  3 1  a  tan y  b  (4)
Singular solution does not exist.
put b    a  in (4)
z 3  3a cot x  3 1  a  tan y    a  - (5)
Differentiating (5) w.r.t. to a we get
0  3cot x  3 tan y   '  a  - (6)
Eliminating a between (5) & (6) we get the required solution.

b. Solve the equation D  2 DD  D
2 2
z  x y e 2 2 x y
.
Solution:
The Auxiliary equation is m2 - 2m + 1 = 0
(m – 1)2 = 0
m = 1 twice
 C.F .  1  y  x   x2  y  x 
e x y  x 2 y 2 
1
P.I . 
 D  2DD  D 
2 2
e x y  x2 y 2 
1

 D  D 
2
1
 ex y x2 y2
 D  1   D  1 
2
1
 ex y x2 y2
 D  D 
2
2
1  D 
e x y
1  
D2  D
x y 
2 2
1  2 D 3D '2  2 2
 ex y 1   2 x y 
D2  D D 
28
 2 2 2 2 
 x y  D  2 x y   D 2  2 x  
1 3
 e x y 2
D2
 
 e x y  y 2 2  x 2   4 y 3  x 2   6 4  x 2 
1 1 1
 D D D 
1 1 1 
P.I .   x 4 y 2  x5 y  x 6  e x y
 12 15 60 
Z  C.F  P.I
1 1 1 
 1  y  x   x2  y  x    x 4 y 2  x 5 y  x 6  e x  y
 12 15 60 
Problem 30
a. Solve the equation  mz  ny  p   nx  lz  q  ly  mx . Hence write down the
solution of the equation  2 z  y  p   x  z  q  2 x  y  0 .
Solution:
The equation  mz  ny  p   nx  lz  q  ly  mx is a Lagrange’s linear equation of the
form Pp  Qq  R .
dx dy dz
The Subsidiary equations are   - (1)
mz  ny nx  lz ly  mx
ldx  mdy  ndz
Using l, m, n as a set of multipliers, the ratio in (1) 
0
i.e., ldx  mdy  ndz  0
Integrating we get lx  my  nz  a
xdx  ydy  zdz
Choosing x, y, z as another set of multipliers, the ratio in (1) 
0
Integrating we get x  y  z  b
2 2 2
 the general solution of the given equation is f  lx  my  nz , x 2  y 2  z 2   0

comparing the equation  2 z  y  p   x  z  q  2 x  y.........  2 
With the pervious equation 1, we get l  1, m  2, n 1
Therefore the solution of equation (2) is
f   x  2 y  z, x 2  y 2  z 2   0

b. Solve D  D  3D  3D z  xy  7 .
2 2

Solution:  D  D 2  3D  3D  z  xy  7
2
 D  D  D  D  3 z  xy  7
Here m1  1 c1  0 m2  1 c2  3
 C.F    y  x   e3x  y  x 
29
xy  7
 P.I 
 D  D D  D  3
1 xy  7

D  D   D  D 
 1    3   1  
 D  3 
1 1
1  D   D  D 
 1   1    xy  7 
3D  D  3 
1  D D 2 
 1   2  ...
3D  D D 
 D  D 1 
1  3  9  D  D   ...  xy  7 
2
 D D D 2 2 DD DD 1 
  1      ...  xy  7 
 3 3 9 9 3D 
1  1 1 2 D D D D 4 DD 
         xy  7 
3  D 3 3D 2 3 D 2 27 
1  x 2 xy 67 x 2 x x3 y 
  y  7 x       
3 2 3 27 3 3 6 9 
1  x 2 y xy x 2 x y x3 67 
    7x      
3  2 3 3 3 9 6 27 
Hence the general solution is
1  x 2 y xy x 2 x y x 3 67 
z    y  x   e3 x f  y  x      7x       .
3 2 3 3 3 9 6 27 
30
UNIT IV APPLICATIONS OF PARTIAL DIFFERENTIAL

EQUATIONS
PART – A
Problem 1 What are the conditions assumed in deriving one dimensional wave
equation?
Solution:
i. The motion takes place entirely in one plane.
ii. We consider only transverse vibrations, the horizontal displacement of
the particles of the string is negligible.
iii. The tension T is constant at all times and at all points of the deflected
string.
iv. Gravitational force is negligible.
v. The effect of friction is negligible.
vi. The string is perfectly flexible.
vii. The slope of the deflection curve at all points and at all instants is so
small that sin α can be replaced by α , where α is the inclination of
the tangents to the deflection curve.
Problem 2 State the suitable solution of the one dimensional heat equation.
Solution:
∂u ∂ 2u
One dimensional heat equation is = a 2 2 and the suitable solution is
∂t ∂x
− a 2 p 2t
u ( x, t ) = ( A cos px + B sin px ) e .
Problem 3 State the wave equation and give the various possible solutions.
Solution:
∂2 y ∂2 y
The wave equation is 2 = a 2 2
∂t ∂x
The various possible solutions are
1. y ( x, t ) = ( A1e px + A2 e− px )( A3e pat + A4 e − pat )
2. y ( x, t ) = ( A5 cos px + A6 sin px )( A7 cos pat + A8 sin pat )
3. y ( x, t ) = ( A9 x + A10 )( A11t + A12 )
Problem 4 Write all variable separable solutions of the one dimensional heat equation
ut = α 2u xx .
Solution :
The various possible solutions of one dimensional heat equation are
2 2
1. u ( x, t ) = ( A1e px + A2 e − px ) A3eα p t
2
p 2t
2. u ( x, t ) = ( A4 cos px + A5 sin px ) A6 e−α
3. u ( x, t ) = ( A7 x + A8 ) A9
Problem 5 A string is stretched and fastened to two points l distance apart. Motion is
πx 
started by displacing the string into the form y = y0 sin   from which it is released at
 l 
time t = 0 . Formulate this problem as a boundary value problem.
Solution :
The one dimensional wave equation is
∂2 y 2
2 ∂ y
=a
∂t 2 ∂x 2
The boundary conditions are
i. y (0, t) = 0
ii. y ( l , t) = 0
∂y
iii. ( x, 0) = 0
∂t
πx 
iv. y ( x, 0 ) = y0 sin  .
 l 
Problem 6 A rod of length 20 cm whose one end is kept at 30oC and the other end is
kept at 70oC is maintained so until steady state prevails. Find the steady state
temperature.
Solution:
In the steady state temperature the temperature will be a function of x alone
∂ 2u
∴ 2 =0
∂x
u ( x ) = ax + b
when x = 0 , u ( 0 ) = 30
when x = 20 , u ( 20 ) = 70
u ( x ) = ax + b
u ( 0 ) = a0 + b
30 = b
u ( 20 ) = a 20 + 30
70 = 20a + 30
20a = 40
a=2
∴ u ( x ) = 2a + 30
Problem 7 State two dimensional Laplace equation.

Solution :
∂ 2u ∂ 2u
+ =0
∂x 2 ∂y 2
Problem 8 Write any two solutions of the Laplace equation U xx + U yy = 0 involving
exponential terms in x .
Solution :
The correct solutions are
1. u ( x, y ) = ( c1 cos px + c2 sin px ) ( c3e py + c4 e − py )
2. u ( x, y ) = ( c5 cos py + c6 sin py ) ( c7 e px + c8 e − px )
Problem 9 A square plate is bounded by the lines x = 0, y = 0, x = 20 and y = 20 . Its

faces are insulated. The temperature along the upper horizontal edge is given by
u ( x, 20 ) = x ( 20 − x ) , 0 < x < 20 while the other three edges are kept at 00 C . Formulate
the problem to find the steady state temperature in the plate.
Solution :
∂ 2u ∂ 2u
The two dimensional heat equations is 2 + 2 = 0 with the boundary conditions
∂x ∂y
1. u ( 0, y ) = 0, 0 < y < 20
2. u ( 20, y ) = 0, 0 < y < 20
3. u ( x, 0 ) = 0, 0 < x < 20
4. u ( x, 20 ) = x ( 20 − x ) , 0 < x < 20
Problem 10 A string is stretched between two fixed points at a distance 2l apart and the
points of the string are given velocity given by f ( x ) , x being the distance from one end
point. Formulate the problem to find the displacement of the string at any time.
Solution:
∂2 y 2
2 ∂ y
= a with the boundary conditions
∂t 2 ∂x 2
1. y ( 0, t ) = 0, ∀t
2. y ( 2l , t ) = 0, ∀t
3. y ( x, 0 ) = 0 ∀x ∈ ( 0, 2l )
∂y
4. ( x, 0) = f ( x )
∂t
Problem 11 A string of length 2l stretched to a constant tension T , is fastened at both

the ends and hence fixed. The mid point of the string is taken to a height ‘b’ and then
released from rest in that position. Formulate the problem to find the transverse
vibrations of the string.
Solution :
∂2 y 2
2 ∂ y
The P.D.E. is = a
∂t 2 ∂x 2
i. y ( 0, t ) = 0 V t≥0
ii. y ( 2l, t ) = 0 V t≥0
 ∂y 
iii.   =0 0 < x < 2l
 ∂t ( x ,0 )
 bx
 l , 0< x<l
iv. y ( x, 0 ) = 
 b ( 2l − x ) , l < x < 2l
 l
Y
B
b X
o ( l , b ) A ( 2l , 0 )
b
Equation of OB is y = x
l
 2l − x 
Equation of BA is y = b  .
 l 
Problem 12 What are the assumptions made before deriving the one dimensional heat
equation?
Solution :
(i) Heat flows from a higher to lower temperature.
(ii) The amount of heat required to produce a given temperature change in a body is
proportional to the mass of the body and to the temperature change.
(iii) The rate at which heat flows through an area is proportional to the area and to
the temperature gradient normal to the area.
Problem 13 Classify the equations.

i. u xx − y 4u yy = 2 y 3u y .
ii. x 2 f xx + (1 − y 2 ) f yy = 0 , −1 < y < 1 , −∞ < x < ∞
Solution :
(i). u xx − y 4u yy = 2 y 3u y
A = 1 , B = 0 , C = − y4
B 2 − 4 AC = 0 − 4 × 1× ( − y 4 )
= 4 y4 > 0 V y
∴ The equation is hyperbolic equation.
(ii). x 2 f xx + (1 − y 2 ) f yy = 0
A = x2 , B = 0 , C = 1 − y 2
B 2 − 4 AC = 0 − 4 x 2 (1 − y 2 )
= 4 x 2 ( y 2 − 1)
Since −1 < y > 1, y 2 < 1 ∴ B 2 − 4 AC < 0
⇒ The equation is elliptic for x ≠ 0
If x = 0 , the equation is parabolic.
Problem 14 Find the nature of the PDE

i. 4u xx + 4u xy + u yy + 2u x − u y = 0 .
ii. x 2u xx + 2 xyu xy + (1 + y 2 ) u yy − 2u x = 0 .
Solution :
(i) A = 4, B = 4, C=1
2 2
B − 4 AC = ( 4 ) − 4 ( 4 )(1) = 0
⇒ the equation is parabolic.
(ii) A = x2 B = 2xy C = (1 + y2)
B 2 − 4 AC = 4 x 2 y 2 − 4 x 2 (1 + y 2 )
= 4x2 y2 − 4x2 − 4x 2 y2
= −4 x 2 < 0 V x
⇒ The equation is elliptic.
Problem 15 Classify the following P.D.Es

∂ 2u ∂ 2u
i. =
∂x 2 ∂y 2
∂ 2u  ∂u   ∂u 
ii. =     + xy
∂x∂y  ∂x   ∂y 
Solution :
(i). A = 1, B = 0, C = -1
2
B − 4 AC = 0 − 4 (1)( −1) = 4 > 0
The equation is hyperbolic.
(ii) A = 0, B = 1, C=0
2
B − 4 AC = (1) − 4 ( 0 )( 0 ) = 1 > 0
⇒ The equation is hyperbolic.
PART – B
One dimensional wave equation
Problem 16 A tightly stretched string of length ‘ l ’ has its ends fastened at x = 0 and
x = l . The mid point of the string is then taken to a height ‘ b ’ and then released from
rest in that position. Obtain an expression for the displacement of the string at any
subsequent time.
Solution :
x−0 y−0
Equation of AC is =
l 0−b
0−
2
2bx l
y= ,0 < x <
l 2
l
x−
Equation of BC is 2 = y −b
l
−l b−0
2
2b l
y = (l − x ) , < x < l
l 2
 2bx l
 l , 0 < x < 2
y ( x, 0 ) = 
 2b ( l − x ) , l < x < l
 l 2
2 2
∂ y 2 ∂ y
Wave equation is 2 = a
∂t ∂x 2
i. y ( 0, t ) = 0 V t >0
ii. y ( l, t ) = 0 V t >0
∂y
iii. ( x, 0 ) = 0 V x ∈ ( 0, l )
∂t
 2bx l
 l , 0 < x < 2
iv. y ( x, 0 ) = 
 2b ( l − x ) , l < x < l
 l 2
Suitable solution is
y ( x, t ) = ( A cos px + B sin px )( C cos pat + D sin pat ) - (1)
Apply (i) in (1)
y ( 0, t ) = ( A1 + B ( 0 ) ) ( C cos pat + D sin pat ) = 0
⇒ A=0
Equation (1) becomes
y ( x, t ) = B sin px ( C cos pat + D sin pat ) - (2)

Apply (ii) in (2)
y ( l , t ) = B sin pl ( C cos pat + D sin pat ) = 0
⇒ sin pl = 0
⇒ pl = nπ
nπ
⇒ p=
l
Thus (2) becomes
 nπ x   nπ at nπ at 
y ( x, t ) = B sin   C cos + D sin - (3)
 l  l l 
∂y ( x, t )  nπ x    nπ at  nπ a  nπ at  nπ a 
= B sin   C  sin  + D cos    - (4)
∂t  l   l  l  l  l 
Apply (iii) in (4)
( x, 0 ) = B.sin 
∂y nπ x   −Cnπ a Dnπ a 
 sin 0 + cos ( 0 )  = 0
∂t  l  l l 
nπ x  nπ a 
⇒ B sin D =0
l  l 
⇒D=0
How (3) becomes
 nπ x  nπ at
y ( x, t ) = B sin   C cos
 l  l
Most general solution is
∞
nπ x nπ at
y ( x, t ) = ∑ bn sin cos -(4)
n =1 l l
Apply (iv) to equation (4)
∞
nπ x
y ( x, 0 ) = ∑ bn sin
n =1 l
But condition (iv) implies
 2b l
 l x 0< x<
2
y ( x, 0 ) = 
2 b
 (l − x ) l
< x<l
 l 2
This can be expended as a half range sine series
nπ x
i.e. y ( x, 0 ) = ∑ cn sin
l
l
2 nπ x
where Cn = ∫ y ( x, 0 ) .sin dx
l 0 l
l l

2  2 2bx  nπ x  2b  nπ x  
= ∫ sin   dx + ∫ ( l − x ) sin   dx
l 0 l  l  l l  l  
 2

 l l 
    nπ x    2
 nπ x  2

2  2b    
− cos   − sin  
=  x  l    − 1 l 

l l   nπ   n 2 2
π  
 
   l 
 0  l2 0 
 
l
   nπ x    nπ x  
  − cos    − sin 
2b
+ ( l − x )   l   − −1  l
nπ
( )  2 2 
l     nπ 
    
  l   l 2
  l
2
2  2b  −l 2 nπ l2 
=   cos − 0 + 2 2 sin nπ − 0  
l  l  2nπ 2 nπ 
2b   −l 2 nπ l2 nπ 
+ ( 0 − 0 ) −  cos − 2 2 sin 
l   2nπ 2 nπ 2 
2  2b  2l 2  nπ  
=   2 2 sin   
l  l n π  2  
8b nπ
= 2 2
sin
nπ 2
But bn = cn
∞
8b nπ nπ x  nπ at 
∴ y ( x, t ) = ∑ 2 2
sin sin cos  .
n =1 n π 2 l  l 
Problem 17 A tightly stretched flexible string has its ends fixed at x = 0 and x = l. At
time t = 0, the string is given a shape defined by f(x) = kx2 (l – x), where ‘k’ is a
constant, and then released from rest. Find the displacement of any point x of the string
at any time t > 0
Solution:
∂2 y 2
2 ∂ y
Equation of Motion is 2 = a
∂t ∂x 2
Boundary conditions are
(i) y ( 0, t ) = 0, V t
(ii) y ( l , t ) = 0, V t
∂y
(iii) ( x, 0 ) = 0, 0 < x < l
∂t
(iv) y ( x, 0 ) = kx 2 ( l − x ) ,0 < x < l
The suitable solution is

y ( x, t ) = ( A cos px + B sin px )( C cos pat + D sin pat )
As in the previous problem, using conditions (i), (ii) and (iii) we get the most
∞
 nπ x   nπ at 
general solution as y ( x, t ) = ∑ bn sin   cos  
n =1  l   l 
∞
 nπ x 
y ( x, 0 ) = ∑ bn sin  2
 = kx ( l − x ) by (iv)
n =1  l 
Now y ( x, 0 ) can be expressed as a half range sine series
 nπ x 
y ( x, 0 ) = ∑ cn sin  
 l 
l
2 nπ x
Where Cn = ∫ kx 2 ( l − x ) sin dx
l 0 l
l
2k  nπ x 
∫ ( lx − x 3 ) sin 
2
=  dx . This bn = cn
l 0  l 
l
 nπ x 
∫ ( lx − x 3 ) sin 
2
Now dx
0  l 
   nπ x     nπ x  
  − cos  l    − sin  l  
= ( lx 2 − x3 )     − 2lx − 3x 2   
  n π 
( )  n 2 2
π 
  l   2 
    l 
l
  nπ x     nπ x   
 cos  l    sin  l   
+ ( 2l − 6 x )     − ( −6 )  4 4   
3 3
 nπ   nπ 
   
  0
3 4
 l   l
 4l 4   2l 4  
=  0 + 0 − 3 3 cos nπ + 0  −  0 + 0 + 3 3  
 nπ   n π 
n
−4l 4 ( −1) 2l 4
= − 3 3
n3π 3 nπ
−2k  2l 4 
Cn = 
l n π 3 3 ( n
2 ( −1) + 1 

)
3
−4kl
= 3 3 1 + 2 ( −1) 
n
nπ  
∞
−4kl 3  nπ x   nπ at 
∴ y ( x, t ) = ∑ 3 3 1 + 2 ( −1)  sin 
n
   cos  .
n =1 n π  l   l 
Problem 18 If a string of length l is initially at rest in its equilibrium position and each
∂y ( x, 0 ) π x 
of its points is given the velocity = v0 sin 3   , 0 < x < l . Determine the
∂t  l 
displacement function y ( x, t ) .
Solution:
∂2 y 2
2 ∂ y
The wave equation is 2 = a
∂t ∂x 2
(i) y ( 0, t ) = 0 V t >0
(ii) y ( l, t ) = 0 V t >0
(iii) y ( x, 0 ) = 0 V x ∈ ( 0, l )
∂y πx
(iv) ( x, 0 ) = v0 sin 3 V x ∈ ( 0, l )
∂t l
y ( x, t ) = ( C1 cos px + C2 sin px )( C3 cos pat + C4 sin pat )
Condition (i) y ( 0, t ) = 0 ⇒ C1 = 0
∴ The solution is y ( x, t ) = C2 sin px ( C3 cos pat + C4 sin pat )
Condition (ii) y ( l , t ) = 0 ⇒ C2 sin pl ( C3 cos pat + C4 sin pat ) = 0
⇒ pl = nπ
nπ
⇒ p=
l
∴ The solution is
nπ x  nπ at nπ at 
y ( x, t ) = C2 sin  C3 cos + C4 sin 
l  l l 
Condition (iii) y ( x, l ) = 0 implies
nπ x
y ( x, l ) = C2 sin ( C3 ) = 0 ⇒ C3 = 0
l
nπ x nπ at
∴ y ( x, t ) = C2C4 sin sin
l l
∞
nπ x nπ at
Most general solution is y ( x, t ) = ∑ Cn sin sin
n =1 l l
∂y ∞
nπ x nπ at  nπ a 
( x, t ) = ∑ Cn sin cos  
∂t n =1 l l  l 
∂y ∞
nπ x  nπ a 
( x, 0 ) = ∑ Cn sin  
∂t n =1 l  l 
∞
nπ a nπ x
= ∑ Cn sin
n =1 l l
10
( x, 0 ) = v0 sin 3   = 0 3sin − sin 

∂y πx v πx 3π x
But condition (iv) gives
∂t  l  4 l l 
πa π x 2π a 2π x 3π a 3π x
C1 sin + C2 sin + C3 sin + .....
l l l l l l
3v π x v0 3π x
= 0 sin − sin
4 l 4 l
π a 3v0 3v0 l
∴ C1 = ⇒ C1 = ×
l 4 4 πa
3π a −v0
C2 = 0, C3 = =
l 4
−v0l
⇒ C3 =
12π a
remaining Cn’s are zero
π a π x π at 3π a 3π x 3π at
∴ y ( x, t ) = C1 sin sin + C3 sin sin
l l l l l l
3v l π x π at v0l 3π x 3π at
y ( x, t ) = 0 sin sin − sin sin
4π a l l 12π a l l
Problem 19 A string is stretched between two fixed points at a distance of 60 cm and

points of the string are given initial velocities v, where
 λx 
v=  in 0 < x < 30
 30 
λ 
=   ( 60 − x ) in 30 < x < 60 , x being the distance from an end point.
 30 
Find the displacement of the string at any time.
Solution:
The equation of motion is

∂2 y 2
2 ∂ y
= a
∂t 2 ∂x 2
(i) y ( 0, t ) = 0 V t >0
(ii) y ( 60, t ) = 0 V t >0
(iii) y ( x, 0 ) = 0 0 ≤ x ≤ 60
λx
∂y  30 , 0 < x < 30
(iv) ( x, 0 ) = v = 
∂t  λ ( 60 − x ) , 30 < x < 60
 30
y ( x, t ) = ( A cos px + B sin px )( cos p at+ D sin pat )
11
As in previous problem, Using the boundary conditions (i), (ii) & (iii), we get the
most general solution as
∞
nπ x nπ at
y ( x, t ) = ∑ Cn sin sin
n =1 60 60
∞
∂y nπ x nπ at nπ a
( x, t ) = ∑ Cn sin cos ×
∂t n =1 60 60 60
By Condition (iv)
λx
, 0 < x < 30
∂y ∞
nπ a nπ x  30
( x, 0 ) = ∑ Cn sin =
∂t n =1 60 60  λ x
 30
( 60 − x ) , 30 < x < 60
This can be expanded as a half range sine series
∞
 nπ x 
v = ∑ bn sin  
n =1  60 
60
2  nπ x 
Where bn =
60 0 ∫ v sin 
 60 
 dx
Then
nπ a
bn = Cn
60
60bn
⇒ Cn =
nπ a
Now,
1  λx nπ x 
30 60
nπ x λ
bn = ∫ sin dx + ∫ ( 60 − x ) sin dx 
30  0 30 60 30
30 60 
  nπ x   nπ x  
30

1× λ    
− cos  − sin
 60  −  60   +
=   x
nπ  2 2
30 × 30      n π 


   60   60 2
  0
nπ x   
60
  nπ x  
  − cos 60   − sin   
( 60 − x )  60  
nπ  − ( −1)  2 2
    nπ  
  
 60   60   30 
λ  −1800 nπ 3600 nπ 
=   cos + 2 2 sin  − (0 − 0) + (0 − 0)
900  nπ 2 nπ 2 
 −1800 nπ 3600 nπ  
− cos − 2 2 sin 
 nπ 2 nπ 2  
λ  7200 nπ  8λ nπ
=  2 2
sin  = 2 2 sin
900  n π 2  nπ 2
12
nπ
60 × bn 60 × 8λ sin 2
∴ Cn = =
nπ a n 2π 2 .nπ a
480λ  nπ 
= 3 3 sin  
nπ a  2 
0 if n is even

=  480λ nπ
 n3π 3 a sin 2 if n is odd
480λ ∞ 1 nπ nπ x nπ at
∴ y ( n, t ) = 3 ∑ 3 sin .sin sin
π a n =1,3,5 n 2 60 60
Problem 20 The points of trisection of a tightly stretched string of length l with fixed
ends are pulled aside through a distance ‘ d ’ on opposite sides of the position of
equilibrium, and the string is released from rest. Obtain an expression for the
displacement of the string at any subsequent time and show that the mid point of the
string always remains at rest.
Solution:
l 
D ,h
3 
Y
 2l 
h C  ,0
3 
A (l, 0) X
l 
B ,0 h
3 
 2l 
E  ,h
3 
Let B and C be the point of trisection of the string OA. The initial position of the
string is shown by the lines ODEA.
Let BD = CE = h
∂2 y ∂2 y
The equation of motion is 2 = a 2 2
∂t ∂x
(i) y ( 0, t ) = 0 V t≥0
(ii) y ( l, t ) = 0 V t≥0
13
∂y
(iii) ( x, 0 ) = 0 V x ∈ ( 0, l )
∂t
Let us find the initial position of the string
3hx
Equation of OD is y =
l
3h
Equation of DE is y = ( l − 2 x )
l
3h
Equation of EA is y = ( x − l )
l
 3hx l
 l , 0≤x≤
3

 3h l 2l
∴ ( iv ) y ( x, 0 ) =  ( l − 2 x ) , ≤ x ≤
 l 3 3
 3h 2l
 l ( x − l ), 3 ≤ x ≤ l

As in problem (1) using the boundary condition (i) (ii) & (iii) we get he most
general solution
∞
nπ x nπ at
y ( x, t ) = ∑ Bn sin cos
n =1 l l
∞
nπ x
y ( x, 0 ) = ∑ Bn sin
n =1 l
Condition (iv) gives
 3hx l
 l , 0≤ x≤
3

 3h l 2l
y ( x, 0 ) =  ( l − 2 x ) , ≤x≤
l 3 3
 3h 2l
 l ( x − l ), ≤ x≤l
 3
∞
nπ x
Now y (x, 0) can expended as a half range sine series y ( x, 0 ) = ∑ Cn sin
n =1 l
l
2 nπ x
Where Cn = ∫
l 0
y ( x, 0 ) sin
l
dx
Then Bn = Cn
Now,
l 2l
l

2  3 3hx nπ x 3
3h nπ x 3h nπ x 
Cn =  ∫ sin dx + ∫ ( l − 2 x ) sin dx + ∫ ( x − l ) sin dx 
l 0 l l l l l 2l l l
 3 3

14
l
   nπ x     nπ x    3
− cos   − sin   
6h    l 
 
 l 

= 2 x  − (1)  
l   nπ x   n2π 2 
  l 



2 
  0
 l
2l
   nπ x    nπ x   3
− cos  
6h   
− sin
+ 2 ( l − 2 x )   l   − −2  l 
( ) 
l   nπ   nπ
2 2

    
  l   l 2
  l
3
l
   nπ x    nπ x  
  − cos     − sin 
6h
+ 2 ( x − l )   l − 1 l 
( ) 
l   nπ   nπ
2 2

    
  l   l 2
  2 l
3
6 h  −l
2
nπ l 2
nπ 
= 2 
cos + 2 2 sin − ( 0 + 0)
l  3nπ 3 nπ 3 
6 h  l 2 2nπ 2l 2 2nπ   −l 2 nπ 2l 2 nπ 
+ 2  cos − 2 2 sin − cos − 2 2 sin 
l  3nπ 3 nπ 3   3nπ 3 nπ 3 
6h   l2 2nπ l2  2nπ
+ 2  ( 0 + 0 ) −  cos + 2 2 
sin
l   3nπ 3 nπ  3
6h  l 2 nπ 2l 2  nπ  2l 2 nπ l2  nπ 
= 2  2 2 sin − 2 2 sin  nπ −  + 2 2
sin − 2 2
sin  nπ − 
l n π 3 nπ  3  nπ 3 nπ  3 
6h  l 2 nπ 2l 2  nπ nπ 
= 2  2 2
sin − 2 2 
sin nπ cos − cos nπ sin 
l n π 3 nπ  3 3 
2l 2 nπ l 2  π π 
+ 2 2 sin 2 2 
sin nπ cos n − − cos nπ sin n 
nπ 3 nπ  3 3 
6h  l 2 nπ 2l 2 n nπ 2l 2 nπ l2 n nπ 
= 2  2 2
sin + ( − 1) sin + sin + 2 2 (
−1) sin
l n π 3 nπ2 2
3 nπ2 2
3 nπ 3 
6h  nπ n nπ nπ n nπ 
= 2 2 
sin + 2 ( −1) sin + 2sin + ( −1) sin
nπ  3 3 3 3 
6h  nπ n nπ 
= 2 2 3sin + 3 ( −1) sin 
nπ  3 3 
18h nπ 
−1) + 1
n
= 2 2 sin (
nπ 3  
15
0 when n is odd

=  36h
 n 2π 2 when n is even
∞
36h 1 nπ nπ x nπ at
∴ y ( x, t ) =
π 2 ∑n
2,4,6
2
sin
3
sin
l
cos
l
∞
36h 1 2nπ 2nπ x 2nπ at
y ( x, t ) =
π 2 ∑ 2
sin sin cos
n =1 ( 2n ) 3 l l
9h ∞
2nπ 1  2nπ x  2nπ at
=
π n=1 2 ∑n 3 2
sin
sin 
 l 
 cos
l
 l
 2nπ × 
 l  9h ∞
1 2nπ 2 cos  2nπ at  = 0
y  , t  = 2 ∑ 2 sin sin    
 2  π n =1 n 3  l   l 
 
∴ mid point is maximum at rest.
One dimensional heat equation
Problem 21 A uniform bar of length l through which heat flows is insulated at its sides.
The ends are kept at zero temperature. If the initial temperature at the interior points of
the bar is given by k ( lx − x 2 ) , 0 < x < l , find the temperature distribution in the bar after
time t .
Solution:
∂u ∂ 2u
The one dimensional heat equation is = ∂2 2
∂t ∂x
(i ) u ( 0, t ) = 0 V t≥0
(ii ) u (l, t ) = 0 V t ≥ 0 and the imital condition is
(iii ) u ( x, 0 ) = f ( x ) 0 < x < l , where f ( x ) = K ( lx − x 2 ) , 0 < x < l
2 2
The suitable solution is u ( x, t ) = ( A cos px + B sin px ) e− p α t
Condition
2 2
(i ) ⇒ Ae − p α t = 0 Vt
⇒ A=0
∴ solution is
n 2π 2
nπ x − l 2 α 2t
u ( x, t ) = B sin e
l
Condition
2 2
(ii ) ⇒ B sin ple − p α t = 0 V t
16
nπ
⇒ pl = nπ ⇒ p=
l
n 2π 2
nπ x − α 2t
l2
∴ solution is u ( x, t ) = B sin e
l
∞ n 2π 2α 2 1t
nπ x −
u ( x, t ) = ∑ Bn sin e l2
n =1 l
∞
nπ x
u ( x, 0 ) = ∑ Bn sin
n =1 l
But condition ( iii ) ⇒ u ( x, 0 ) = k ( lx − x 2 ) which can be expanded as a half range sine
series as
∞ l
nπ x 2 nπ x
u ( x, 0 ) = ∑ Cn sin where Cn = ∫ u ( x, 0 ) sin dx
n =1 l l 0 l
Now
l
2 nπ x
Bn = Cn = ∫ K ( lx − x 2 ) sin dx
l 0 l
l
2k nπ x
∫ ( lx − x ) sin
2
= dx
l 0
l
l
  nπ x   nπ x   nπ x  
2k   − cos   − sin   cos 
( lx − x 2 )  l − (l − 2x )  l  + ( −2 )  l 
=
nπ  2 2 3 3
l     nπ   n π 
    
 l   l2   l3   0
2 k  2l 3   2l 3  
=  0 + 0 − cos π −
  0 + 0 − 
l  n3π 3   n3π 3  
4kl 2 
= 3 3 1 − ( −1) 
n
nπ  
 8kl 2
 where n is odd
=  n3π 3
0
 where n is even
− n 2π 2α 2 1t
∞
8kl 2 nπ x −
∴ u ( x, t ) = ∑ 3 3 sin e l2
n =1,3,5 n π l
2 2 2
2n − 1) π x − ( )l
2 n −1 π α t
8kl 2 ∞
1 (
∑
2
= 3
sin e
π3 n =1 ( 2n − 1) l
17
Problem 22 A rod, 30 cm long has its ends A and B kept at 200 C and 800 C
respectively, until steady state conditions prevail. The temperature at each end is reduced
to 00 C suddenly and kept so. Find the resulting temperature function u ( x, t ) .
Solution:
2
∂u 2 ∂ u
The equation is =∂
∂t ∂x 2
In steady- state conditions, the temperature at any particular point does not varies
with time. This any particular point does not very with time. This means that u depends
only on x and not on time
∴ The P.D.E. recluses to
∂ 2u
= 0 ⇒ u = ax + b
∂x 2
The initial conditions is steady state and
u (0, t) = 20 and
u (30, t) = 80
Sine in steady state u is independent of time
u ( 0 ) = 20 & u ( 30 ) = 80
∴ we get a = 2, b = 20
i.e. u (x) = 2x + 20
When the temperature at A and B are reduced to zero, the temperature distribution
changes. For this transiat state the boundary conditions are
(i ) u ( 0, t ) = 0 V t≥0
(ii ) u (l, t ) = 0 V t≥0
and the initial temperature distribution is
(iii ) u ( x, 0 ) = 2 x + 20 0 ≤ x ≤ 30
Now we have to find u (x, t) satisfying the conditions (i), (ii) & (iii)
2
p 2t
u ( x, t ) = ( A cos px + B sin px ) e−α
Using (i) we get A = 0
2
p 2t
∴ solution is u ( x, t ) = B sin px e−α
nπ
Using (ii) get P =
30
2 2
π t
nπ x −α 2 n900
∴ u ( x, t ) = B sin e
30
The most general solution is
2 2
π t
nπ x −α 2 n900
u ( x, t ) = ∑ Bn sin e
30
sin nπ x
u ( x, 0 ) = ∑ Bn
30
But condition (iv) gives u (x, 0) =2x +20 which can be expended as a half range
Fourier sine series.
18
∞ l
sin nπ x 2 nπ x
u ( x , 0 ) = ∑ Cn , where Cn = ∫ u ( x, 0 ) sin dx
n =1 30 l 0 l
30
2 nπ x
Then Bn = Cn = ∫
30 0
( 2 x + 20 ) sin
30
dx
30
  nπ x   nπ x  
1   − cos 30   − sin 30  
= ( 2 x + 20 )   − ( 2)  
15  nπ nπ
    
  30   900   0
40 
1 − 4 ( −1) 
n
=
nπ  
∞ n 2π 2
40 nπ x −α 2 900 t
∴ u ( x, t ) = ∑ ( )
n
1 − 4 ( −1) sin .e
n =1 nπ 30
Problem 23 The temperature at one end of a bar 20 cm long and with insulated sides is
kept at 00 C until steady state conditions prevail. The two ends are then suddenly
insulated, so that the temperature gradient is zero at each end there after. Find the
temperature distribution in the bar.
Solution:
When steady state conditions prevail, the temperature boundary conditions for
steady state are
u (0) = 0, u (20) = 60
Solution is u (x) = ax + b
u (0) = a 0 + b
⇒0=b
u (20) = 60
60 = a ( 20 ) + b
= 20a + 0
a=3
∴ u ( x ) = Bx = 0 = 3x
Since the ends are insulated after the steady state is attended, the heat flow is transient
and the sub sequent temperature distribution is given by
∂u ∂ 2u
=α2 2
∂t ∂x
The corresponding boundary conditions are
∂u
(i ) ( 0, t ) = 0 V t ≥ 0
∂x
∂u
(ii ) ( 20, t ) = 0 V t ≥ 0
∂x
19
(iii ) u ( x, 0 ) = 3x 0 < x < 20

2 2
u ( x, t ) = ( A cos px + B sin px ) e− p α t
∂u 2 2
( x, t ) = ( − A sin pxp + Bp cos px ) e− p α t
∂x
Condition (1) gives
∂u ( 0, t ) 2 2
0= = Bpe− p α t = 0
∂x
Either B = 0 or P = 0
If P = 0, u (x, t) = A which is absurd
∴B=0
∴ Solution is
2 2
u ( x, t ) = A cos pxe − p α t
∂u 2 2
( x, t ) = − Ap sin pxe− p α t
∂x
Condition (ii) gives
∂u ( 20, t ) 2 2
0= = − Ap sin 20 pxe− p α t
∂x
either A = 0 or sin 20p = 0
A = 0 gives trivial solution
∴ sin 20 p = 0 ⇒ 20 p = nπ
nπ
p=
20
∴ The solution is
∞ n 2π 2α 2 t
nπ x −
u ( x, t ) = ∑ An cos e 400
n =0 20
∞
nπ x
(iii) Condition ⇒ u ( x, 0 ) = ∑ An cos = 3x
n =0 20
u (x, 0) = 32 can be expanded as a half range cosine series
∞
a nπ x
u ( x, 0 ) = 0 + ∑ An cos
2 n =0 20
Where
l
2 nπ x
an = ∫ u ( x, 0 ) cos dx
l 0 20
Then
20
2 nπ x
an =
20 0∫ 3x cos
20
dx
20
20
  nπ x   nπ x  
3   
sin   − cos
= x  20 − (1)  20  

10   nπ   nπ
2 2

  20   
 400   0
3  400 400   400  
=  sin nx + 2 2 cos nπ  −  0 + 2 2  
10  nπ nπ   n π 
3  400 n 400 
2 2 (
=  −1) − 2 2 
10  n π nπ 
120
= 2 2 ( −1) − 1
n
nπ  
 −240
 if n is odd
=  n 2π 2
0 if n is even
a0
Now A0 =
2
20
1  3x 2 
20
2
20 ∫0
a0 = 3 xdx =
10  2  0
3
= [ 400 − 0] = 60
10
60
∴ A0 = = 30
2
∞ n 2π 2α 2t
nπ x −
∴ u ( x, t ) = A0 + ∑ An cos e 400
n =1 20
2 2 2
240 ∞
1 ( 2n − 1) π x e− n π400α t
= 30 − 2 2
nπ
∑ 2
n =1,3,5 n
cos
20
2 2 2
240 ∞
1 ( 2n − 1) π x −( 2 n −400
1)π α t
= 30 −
π2
∑ 2
cos e
n =1 ( 2π − 1) 20
Problem 24 A bar, 10 cm long with insulated sides, has its ends A and B kept at 200 C
and 800 C respectively, until steady state conditions prevail. The temperature at A is
then suddenly raised to 500 C and at the same time that at B is lowered to 100 C . Find
the subsequent temperature function u ( x, t ) at any time.
Solution:
2
∂u 2 ∂ u
The P.D.E. is =α
∂t ∂x 2
In steady state
21
∂ 2u
=0
∂x 2
⇒ u = ax + b
The boundary conditions for steady state is
u ( 0 ) = 20 ⇒ 20 = a ( 0 ) + b ⇒ b = 20
u (10 ) = 40 ⇒ 40 = a (10 ) + 20 ⇒ a = 2
When the temperatures at A and B are changed, the state is no longer steady. The
boundary conditions are
u ( 0, t ) = 50 V t>0
u ( 0, t ) = 40 V t > 0 and the initial conditions is
u ( x, 0 ) = 2 x + 20 0 < x < 10
Since we have non-zero boundary conditions ,we adopt a modified procedure
We break up the required solution u (x, t) in to two parts as u ( x, t ) = us ( x ) + ut ( x, t )
Where us ( x ) is called the steady state solution and ut ( x, t ) is called the transient.
∂ 2us
Solution us ( x ) is given by =0
∂x 2
us (0) = 50 and have
us (10) = 10
Solving us (x) = 50 – 4x
Consequently,
ut ( 0, t ) = u ( 0, t ) − us ( 0 ) = 50 − 50 = 0
ut (10, t ) = u (10, t ) − us (10 ) = 10 − 10 = 0
and ut ( x, 0 ) = u ( x, 0 ) + us ( x ) = ( 2 x + 20 ) − ( 50 − 4 x )
= 6 x − 30
∂u ∂ 2u
Now we have to set ut ( n, t ) in such a way that ut ( x, t ) satisfies = α 2 2 with the
∂t ∂x
boundary conditions
(i ) ut ( 0, t ) = 0
(ii ) ut (10, t ) = 0
(iii ) ut ( x, 0 ) = 6 x − 30
2
p 2t
The suitable solution is ut ( x, t ) = ( A cos px + B sin px ) e−α
Condition (i) gives
2 2
0 = Ae −α p t
⇒ A=0
α 2 n 2π 2 t
nπ x − 102
∴ solution is ut ( x, t ) = B sin e
10
22
∞ α 2 n 2π 2t
nπ x −
ut ( x, t ) = ∑ Bn sin e 102
n =1 10
∞
nπ x
(iii) condition gives ut ( x, 0 ) = 6 x − 30 = ∑ Bn sin
n =1 10
ut ( x, 0 ) can be expanded in half range sine series
∞
nπ x
ut ( x, 0 ) = 9 x − 30 = ∑ Cn sin
n =1 10
l
2  nπ x 
When Cn = ∫
l 0
f ( x ) sin 
 10 
 dx
Then
10
( 6 x − 30 ) sin 
2 nπ x 
Bn = Cn = ∫
10 0  10 
 dx
10
  nπ x   nπ x  
  − cos  − sin 
1
= ( 6 x − 30 )  10  − 6  10  
nπ  2 2
5    n π 

  10   10   0
1  −300 300 
=  cos nπ −
5  nπ nπ 
−60 
1 + ( −1) 
n
=
nπ  
 −120
 if n is even
=  nπ
0 if n is odd
2 2 2
∞
−120 nπ x − α 100
nπ t
∴ ut ( x, t ) = ∑ sin e
n = 2,4,6 nπ 10
∞ α 2 n 2π 2 t
−60 1 2nπ x −
ut ( x, t ) = ∑
π n =1 n
sin
10
e 25
Problem 25 An insulated metal rod of length 100 cm has one end A kept at 00 C and the
other end B at 1000 C until steady state conditions prevail. At time t = 0 , the temperature
at B is suddenly reduced to 500 C and there after maintained, while at the same time
t = 0 , the end A is insulated. Find the temperature at any point of the rod at any
subsequent time.
Solution:
When the steady state conditions prevail, the portial differential equation is
2
∂u
=0
∂x 2
23
⇒ u ( x ) = ax + b
With the boundary conditions u (0) = 0, u (100) = 100
∴u ( x ) = x
Once the steady state condition is removed, then the temperature distribution in
2
∂u 2 ∂ u
the rod is given by =α and the corresponding boundary conditions are
∂t ∂x 2
∂u
(i ) ( 0, t ) = 0 V t > 0
∂x
(ii ) u (100, t ) = 50 V t > 0 and
(iii ) u ( x, 0 ) = x 0 < x < 100
Since the boundary value is non-zero, we adopt the modified procedure.
Let u ( x, t ) = us ( x ) + ut ( x, t )
∂ 2us
Where us ( x ) satisfies = 0 with the boundary conditions
∂x 2
∂u ( 0 )
us (100 ) = 50 and s =0
∂x
us ( x ) = ax + b
∂us ( x ) ∂u ( 0 )
=a⇒ s =a=0
∂x ∂x
us (100 ) = 100a + b = 50
⇒ b = 50
us ( x ) = 50
How the boundary conditions for ut ( x, t ) and
∂u ∂u ∂u
(i ) t ( 0, t ) = ( 0, t ) − s ( 0 ) = 0 − 0 = 0
∂x ∂x ∂x
(ii ) ut (100, t ) = u (100, t ) − us (100 ) = 50 − 50 = 0
(iii ) ut ( x, 0 ) = u ( x, 0 ) − us ( x )
= x − 50 0 < x < 100
Suitable solution is
2 2
ut ( x, t ) = ( A cos p n + B sin p x ) e −α p t - (1)
∂ut ( x, t ) 2 2
= ( − Ap sin px + Bp cos px ) e −α p t
∂x
Condition (1) gives
∂ut 2 2
( , t ) = 0 Bpe−α p t
∂x
⇒B=0
∴ solution (1)
24
2 2
⇒ ut ( x, t ) = ( A cos px ) e −α p t - (2)
condition (ii) gives
2 2
0 = ut (100, t ) = A cos100 pxe −α p t
cos100 px = 0
π π
⇒ 100 p = odd multiple of = ( 2n − 1)
2 2
p=
( 2n − 1) π
200
∴ solution is
( 2 n −1)2 π 2
ut ( x , t ) = A cos
( 2n − 1) π x e−α 2
2002
t
200
most general solution is
∞
ut ( x, t ) = ∑ A2 n −1 cos
( 2n − 1) π x
n =1 200
But ut ( x, 0 ) = x − 50 can be expanded on a half range cosine series
∞
∴ ut ( x, 0 ) = x − 50 = ∑ B2 n −1 cos
( 2n − 1) π x
n =1 200
2
100
( 2n − 1) π xdx
where B2 n −1 =
100 ∫0
( x − 50 ) cos
200
100
 ( 2n − 1) π x  − cos ( 2n − 1) π x 
1  sin  
= ( x − 50 ) 200 − 200 
50  ( 2n − 1) π  ( 2n − 1) π
2

  
200  200 2
  0
=
200
sin
( 2n − 1) π − 2002
2
( 2n − 1) π 2 ( 2n − 1) π 2 x
n +1
200 ( −1) 2002
= −
( 2n − 1) π ( 2n − 1)2 π 2
 200 ( −1) n +1
∞
2002  (
2
2n − 1) π x n α 2 ( 2n − 1) π 2
∴ ut ( x, t ) = ∑  − 2  cos e 2
t
n =1  ( 2 n − 1) π
2
 ( 2 n − 1) π 
 200 200
Hence
u ( x, t ) = us ( t ) + ut ( x, t ) =
 ( −1)n =1 ( 2 n −1)2 π 2 t
200 
2
−α
200 ∞
( 2n − 1) π x
= 50 + ∑ −  cos
π n=1  ( 2n − 1) ( 2n − 1) π 2  200
e 2002
25
Two dimensional heat equation
Problem 26 An infinitely long metal plate in the form of an area is enclosed between
the lines y = 0 and y = π for positive values of x . The temperature is zero along the
edges y = 0 and y = π and the edge at infinity. If the edge x = 0 is kept at temperature
ky , find the steady state temperature distribution in the plate.
Solution:
The steady state temperature u (x, y) at any point (x, y) of the plate is given by the
equation
∂ 2u ∂ 2u
+ = 0 with the following boundary conditions :
∂x 2 ∂y 2
i. u ( x,0 ) = 0 V n>0
ii. u ( x, π ) = 0 V n>0
iii. u ( ∞, y ) = 0 V0 ≤ y ≤π
iv. u ( 0, y ) = ky 0≤ y ≤π
The three possible solutions of the PDE are

a. u ( x, y ) = ( C1e px + C2 e − px ) ( C3 cos py + C4 sin py )
b. u ( x, y ) = ( C5 cos px + C6 sin px ) ( C7 e py + C8 e− py )
c. u ( x, y ) = ( C9 x + C10 )( C11 y + C12 )
Consider (b)
u ( x, y ) = ( C5 cos px + C6 sin px ) ( C7 e py + C8 e− py )
by cond (i)
u ( x, y ) = ( C5 cos px + C6 sin px )( C7 + C8 ) = 0
⇒ C7 + C8 = 0 - (1)
u ( x, π ) = ( C5 cos px + C6 sin px ) ( C7 e pπ + C8e − pπ ) = 0 - (2)
Solving (1) and (2) we get C7 = C8 = 0 which will lead to trivial solution.
∴ is not the correct solution
u ( x, y ) = ( Ae px + Be − px ) ( C cos py + D sin py )
Condition (1)
⇒ u ( x, 0 ) = ( Ae px + Be − px ) C = 0
∴C = 0
∴ u ( x, y ) = ( Ae px + Be− px ) D sin py
Condition (ii)
26
u ( x, π ) = ( Ae px + Be − px ) D sin pπ = 0
⇒ sin pπ = 0
⇒ pπ = nπ
p=n
∴ Solution is
u ( x, y ) = ( Aenx + Be − nx ) D sin ny
Condition (iii)
u ( ∞, y ) = ( Ae∞ + Be−∞ ) D sin ny = 0
⇒ A=0
Solution is
u ( x, y ) = Be − nx D sin xy = 0
= BDe − nx sin xy = 0
∞
u ( x, y ) = ∑ Bne − nx sin ny
n =1
Condition (iv)
∞
u ( 0, y ) = ky = ∑ Bn sin ny
n =1
Now u ( 0, y ) = ky can be expended as a half range sine series

∞
u ( 0, y ) = ky = ∑ Cn sin ny
n =1
π
2
Where Cn =
π ∫ ky sin nydy .
0
Then sin = Cn
π
2k   − cos xy   − sin ny  
∴ Cn = y −
π   n   n2   0
2k n +1
Cn = ( −1)
n
n +1
∴ u ( x, y ) = 2 k ∑
∞
( −1) e − nx sin ny
n =1 n
Problem 27 A plate is in the form of the semi infinite strip 0 ≤ x ≤ 10 , 0 ≤ y ≤ ∞ , whose

surfaces is insulated. If the temperature at short edge y = 0 is given by
 20 x, 0≤ x≤5
u=
20 (10 − x ) , 5 ≤ x ≤ 10
and all the other three edges are kept at 00 C . Find the steady state temperature at any
point of the plate.
Solution:
27
The three possible solutions are

a. u ( x, y ) = ( Ae px + Be − px ) ( C cos py + D sin py )
b. u ( x, y ) = ( A cos px + B sin px ) ( Ce py + De− py )
c. u ( x, y ) = ( Ax + B )( Cy + D )
∂ 2u ∂ 2u
The equation is + = 0 and the boundary conditions are
∂x 2 ∂y 2
i. u ( 0, y ) = 0
ii. u (10, y ) = 0
iii. u ( x, ∞ ) = 0
iv. u ( x, 0 ) = f ( x )
Consider (a)
u ( 0, y ) = ( A + B )( C cos py + D sin py ) = 0
⇒ A= B=0 −(1)
u (10, y ) = ( Ae10 p
+ Be −10 p
) ( C cos py + D sin py ) = 0
⇒ Ae10 p + Be −10 p = 0
Solving (1) and (2), we get A = 0, B = 0
Which will give use the trivial solution
∴ (a) is not the correct solution.
Consider (C) u ( x, y ) = ( Ax + B )( Cy + D )
u ( 0, y ) = B ( Cy + D ) = 0 ⇒B=0
u ( 0, y ) = 0 10 A ( Cy + D ) = 0 ⇒ A = 0
Which will lead a to trivial solution
∴ The suitable solution is (b)
u ( x, y ) = ( A cos px + B sin px ) ( Ce py + De− py )
Condition (i) ⇒
u ( 0, y ) = A ( Ce py + De− py ) = 0 ⇒ A = 0
∴ Solution is u ( x, y ) = B sin px ( Ce py + De− py )
Condition (ii) ⇒
u (10, y ) = B sin10 p ( Ce py + De− py ) = 0
nπ
⇒ sin10 p = 0 ⇒ p =
10
nπ x  n10π y −
nπ y

∴ solution is u ( x, y ) = B sin  Ce + De 10

10  
Condition (iii) ⇒
28
nπ x  n10π∞ −
nπ∞

u ( x, ∞ ) = B sin  Ce + De 10

10  
⇒C =0
nπ x − n10π y
∴ solution is u ( x, y ) = B sin De
10
∞
nπ x − n10π x
u ( x, y ) = ∑ Bn sin e
n =1 10
condition (iv) gives
∞
 nπ x 
u ( x, 0 ) = f ( x ) = ∑ Cn sin  
n =1  10 
where
10
2 nπ x
Cn = ∫ f ( x ).sin dx
10 0 10
1 nπ x 
5 10
nπ x
=  ∫ 20 x sin dx + ∫ 20 (10 − x ) sin dx 
5 0 10 5
10 
5
   nπ x    nπ x  
  − cos  10    − sin 
= 4 x  − 10  

  nπ x   nπ
2 2

    
 10   100   0
10
  nπ x   nπ x  
  − cos  − sin 
+4 (10 − x )  10  − ( −1)  10  
nπ  2 2
    nπ 
  
 10   100   5
 −50 nπ 100 nπ 50 nπ 100 nπ 
= 4 cos + 2 2 sin + cos + 2 2 sin
 nπ 2 nπ 2 nπ 2 nπ 2 
 800 nπ
 2 2 sin where n is odd
= n π 2
0 where n is even
∞ nπ y
800 1 nπ nπ x − 10
2 ∑ 2
∴ u ( x, y ) = sin sin e
π 1,3,5 n 2 10
29
Problem 28 A square plate of length 20 cm has its faces insulated and its edges are
along x = 0 , x = 20 , y = 0 , y = 20 . If the temperature along the edge x = 20 is given
 T 
  10  y, 0 ≤ y ≤ 10
  
by u=
 T  ( 20 − y ) , 10 ≤ y ≤ 20
 10 
while the other three edges are kept at 00 C , find the steady state temperature distribution
in the plate.
Solution:
∂ 2u ∂ 2u
The partial differential equation to be solved is 2 + 2 = 0
∂x ∂y
With the boundary conditions
(i ) u ( x, 0 ) = 0 0 ≤ x ≤ 20
(ii ) u ( x, 20 ) = 0 0 ≤ x ≤ 20
(iii ) u ( 0, y ) = 0 0 ≤ x ≤ 20
(iv) u ( 20, y ) = 0 0 ≤ x ≤ 20
since non-zero temperature is prescribed on the edge x = 20, in which y is varying, the
suitable solution is
condition (i) gives
u ( x, 20 ) = ( Ae px + Be − px ) D sin 20 p = 0
⇒ 20 p = nπ
nπ
⇒ p=
20
∴ solution is
 n20 πx − nπ x
 nπ y
u ( x, y ) =  Ae + Be 20  D sin
  20
(iii) condition gives
nπ y
u ( 0, y ) = ( A + B ) D sin =0
20
⇒ A + B = 0 ⇒ B = −A
 nπ x − nπ x
 nπ y
∴ u ( x, y ) = A  e 20 − e 20  D sin
  20
∞
 nπ x − nπ x
 nπ y
u ( x, y ) = ∑ An  e 20 − e 20  sin
n =1   20
(iv) condition gives
30
∞
 nπ y 
u ( 20, y ) = ∑ An ( e nπ − e− nπ ) sin  
n =1  20 
T
10 y 0 ≤ y ≤ 10
But u ( 20, y ) = 
 T ( 20 − y ) 10 ≤ y ≤ 20
10
Which can be expanded in a half range sine series
∞
 nπ y 
u ( 20, y ) = ∑ Bn sin   where
n =1  20 
20
2 nπ y
Bn =
20 0 ∫ u ( 20, y ) sin
20
dy
T  nπ y 
10 20
nπ y
=  ∫ y sin dy + ∫ ( 20 − y ) sin dy 
100  0 20 10
20 
10
  nπ y   nπ y  
T   − cos   − sin 
y 20 −  20  
=
nπ  2 2
100  
   n π 

  20   20   0
20
  nπ y   nπ y  
T   − cos 20   − sin 
20  
+ ( 20 − y )   − ( −1) 
100  nπ  nπ
2 2

   
  20   20   0
T  −200 nπ 400 nπ   200 nπ 400 nπ  
=   cos + 2 2 sin + cos + 2 2 sin 
100  nπ 2 nπ 2   nπ 2 nπ 2  
8T nπ
= 2 2 sin
nπ 2
8T nπ
∴ Bn = 2 2 sin
nπ 2
8T nπ
An sinh nπ = Bn = 2 2 sin
nπ 2
8T nπ
But ∴ An = 2 2 sin
n π sinh nπ 2
8T 1 nπ nπ x nπ y
∴ u ( x, y ) = 2 ∑ 2 sin cos hnπ sinh sin
π n 2 20 20
Problem 29 Solve the following problem for a rectangle specified below :

u xx + u yy = 0
1. u ( 0, y ) = 0 ,
31
2. u ( x, 0 ) = f ( x ) ,
3. u ( a, y ) = 0 , 0 < y < b ,
πx 
4. u ( x, b ) = 0 , 0 < x < a . Where f ( x ) = sin 3  .
 a 
Solution:
∂ 2u ∂ 2u
The P.D.E. is 2 + =0
∂x ∂y
The boundary conditions in
(i ) u ( 0, y ) = 0 0< y<b
(ii ) u ( a, y ) = 0 0< y<b
(iii ) u ( x, b ) = 0 0< x<a
πx
(iv) u ( x, 0 ) = sin 3 ,0 < x < a
a
Solving equation (1) we get three types of solutions as given below:
( a ) u ( x, y ) = ( c1 cos px + c2 sin px ) ( c3e py + c4 e− py )
( b ) u ( x, y ) = ( c5 cos py + c6 sin py ) ( c7 e px + c8e− px )
( c ) u ( x, y ) = ( c9 x + c10 )( c11 y + c12 )
Out of these three solutions the correct solution which satisfies our boundary conditions (
as explained in Ex.[1] is
u ( x, y ) = ( c1 cos px + c2 sin px ) ( c3e py + c4 e − py ) .....(2)
Applying condition (i) in (2), we get,
u ( 0, y ) = c1 ( c3e py + c4 e− py ) = 0
i.e., c1 = 0 …….(3)
Substituting (3) in (2), we get,
u ( x, y ) = c2 sin px ( c3e py + c4 e − py )
Applying condition (ii) in (4), we get,
u ( a, y ) = c2 sin pa ( c3e py + c4 e− py ) = 0
Here c2 ≠ 0 since if c2 = 0 we get trivial solution.
Hence sin pa=0, i.e., pa = nπ
nπ
(or) p =
a
nπ x  nπa y − nπ y

u ( x, y ) = c2 sin  3
c e + c4 e a
 .....(6)
a  
Applying condition (iii) in (6) we get,
32
nπ x  nπa b − nπ b

u ( x, b ) = c2 sin
 3
c e + c4 e a
=0
a  
nπ x
Here c2 ≠ 0 and sin ≠0
a
nπ b − nπ b
a a
Hence c3e + c4 e =0
− nπ b nπ b
a a
i.e., c4 e = −c3e
2 nπ b
i.e., c4 = −c3e a
nπ x  nπa y 2 nπ b − nπ y

u ( x, y ) = c3c2 sin  e − e a
.e a  .....(8)
a  
nπ x  2 naπ y 2 nπ b
 − naπ y
  .e
a
= cn sin e − e
a  
The most general solution can be written as
∞
nπ x − naπ y  2 naπ y 2 nπ b

u ( x, y ) = ∑ cn sin .e  e − e a
 .....(9)
n =1 a  
Applying condition (iv) in (9), we get,
∞
nπ x  2 nπ b

u ( x, 0 ) = ∑ cn sin  1 − e a

n =1 a  
πx
= sin 3
a
∞
nπ x  2 nπ b
 1 πx 3π x 
i.e., ∑ cn sin 1 − e
a
 =  3sin − sin 
n =1 a   4 a a 
πx 2π b
 2π x  4π b
 3π x  6π b

  2   3   + ...
a a a
c1 sin 1 − e + c sin 1 − e + c sin 1 − e
a   a   a  
1 πx 3π x 
=  3sin − sin 
4 a a 
 2π b
 3
Equating like coefficient we get, c1 1 − e a  =
  4
3
i.e., c1 = , c2 = 0
 2π b

4 1 − e  a
 
 6π b
 1
c3 1 − e a  = −
  4
33
1
i.e., c3 = , c4 = 0, c5 = 0,....
 6π b

4 1 − e a 
 
Substituting these values of c’ s in (9), we get
3 π x −πa y  2πa y 2πa b  3 3π x −3aπ y  6πa y 6π b

u ( x, y ) = sin e e −e − sin e e − e 
a
 2 bπ
 a   4 1 − e a
6 bπ
 a  
4 1 − e a   
   
Problem 30 A rectangular plate is bounded by the lines x = 0 , x = a , y = 0 and y = b .

Its surfaces are insulated the temperatures along x = 0 and y = 0 are kept at 00 C and the
others at 1000 C . Find the steady state temperature at any point of the plate.
Solution:
Let u ( x, y ) be the temperature satisfying the equation
∂ 2 u ∂ 2u
+ =0 − (1)
∂x 2 ∂y 2
Then the boundary conditions are given by
(i) u ( 0, y ) = 0 for 0 ≤ y < b
(ii) u ( x, 0 ) = 0 for 0 ≤ x < a
(iii) u ( a, y ) = 100 for 0 < x < b
(iv) u ( x, b ) = 100 for 0 < x < a
we split the solutions into two solution
i.e., u ( x, y ) = u ( x, y ) + u2 ( x, y )
where u1 ( x, y ) = 0 and u2 ( x, y ) are solutions of (1) and furthers u1 ( x, y ) is the
temperature at any point p with the edge BC maintained at 100o and the other three edges
at ooC . Where u2 ± ( x, y ) is the temperature at P with the edge AB maintained at 100o C
and the other edges at ooC .
Therefore the boundary conditions for the function u1 ( x, y ) and u2 ( x, y ) are as follows.
(i) u1 ( 0, y ) = 0 , 0 ≤ y ≤ b
(ii) u1 ( x, 0 ) = 0 , 0 ≤ x ≤ a
(iii) u1 ( a, y ) = 0 , 0 ≤ x ≤ b
(iv) u ( x, b ) = 100 , 0 ≤ x ≤ a
(i) u2 ( 0, y ) = 0 , 0 ≤ y ≤ b
(ii) u2 ( x, 0 ) = 0 , 0 ≤ x ≤ a
(iii) u2 ( a, y ) = 100 , 0 ≤ x ≤ b
34
(iv) u2 ( x, b ) = 0 , 0 ≤ x ≤ a
clearly both u1 and u2 satisfy the equation (1) solving (1) and choosing the suitable
solution we have, u1 ( x, y ) = (A cospx + B sin px ) ( ce py + De − py ) ………..(2)
using cond (i) in (2) u1 ( 0, y ) = A ( ce py + De − py ) = 0
= >A= 0
∴ u1 ( x, y ) = B sin px ( ce py + De − py ) ……………..(3)
using cond (iii) in (3)
u2 ( x, 0) = B sin pa ( ce py + De − py ) = 0
=>sin pa = 0
pa = nπ
nπ  a y − y 
nπ nπ
nπ
p= , n = 0,1, 2,3... Then (3) = B sin x  ce + De a  ……….(4)
a a  
by apply and (iii) to (4)
nπ x
u1 ( x, 0 ) = B sin (c + D) = 0
a
∴ B ≠ 0 C + D = 0 ⇒ D = −C
 nπ y −
nπ y

nπ x  e a − e a 
u1 ( x, y ) = 2 BC sin
a  2 

 
The most general solution is given by
∞
 nπ y −
nπ y

nπ x  e a − e a 
u1 ( x, y ) = ∑ Bn sin By the condition
n −1 a  2 

 
∞
 nπ y
−
nπ y

nπ x  e a − e a 
u1 ( x, y ) = ∑ Bn sin
n −1 a  2 

 
∞
 nπ x  nπ x
= ∑ Bn  sinh  sin = 100
n −1  a  a
Which is half range some for f ( x ) = 100 (0.a)
a
nπ b 2 nπ x
∴ Bn sinh = ∫ 100 sin dx
a a0 a
a
 nπ x 
 − cos
200 a 
=  nπ 
a  
 a 0
35
200
=− [cos nπ − cos 0]
nπ
200 
1 − ( −1) 
n
=
nπ  
 400
 if n is odd
=  nπ
 0 if n is even
 400
 if n is odd
nπ h
∴ Bn =  nπ sinh
 a
 0 if n is even
∞
400 nπ x nπ y
∴ u1 ( x, y ) = ∑ sin sinh
n π h a a
n = odd
nπ sinh
a
 ( 2n − 1) π x  ( 2n − 1) π x
sin   sin
400 ∞
 a  a
u1 ( x, y ) =
π n =1
∑  ( 2n − 1) π h 
( 2n − 1) sinh  
 a 
Similarly,
 ( 2n − 1) π y   ( 2n − 1) π x 
sin   sinh  
400 ∞
 b   b 
u 2 ( x, y ) =
π n=1
∑  ( 2n − 1) π a 
( 2n − 1) sinh  
 b 
∴ u ( x, y ) = u1 ( x, y ) + u2 ( x, y )
is the required solution where u1 and u2 are given above.
```````````
36
UNIT – V Z- TRANSFORMS AND DIFFERENCE EQUATIONS
PART - A
Problem 1 What is the Z- transform of discrete unit step function?

Solution: Discrete Unit step function is
u  n   1, n  0
 0, n  0

1
Z u  n    1.z  n  1  z 1  z 2  ..  1
if z 1  1
n0 1 z
z
if z  1
z 1
 1 
Problem 2 Find Z  n  .
2 
 1   1 1 1 1
Solution: Z  n    n z  n  1  z 1  2 z 2  3 z 3  …
2  0 2 2 2 2
1 1 1
 1  2  3  ...
2 z 4z 8z
Problem 3 Find Z u  n  1  .

Solution:
 
Z u  n  1    u  n  1 z  n   u  n  1 z  n
n 0 n 1

1 1 1
  z n     ....
n 1 z z 2 z3
1 1 1 
 1   2  ....
z z z 
1 1 1
 1    if z  1
z  z  z 1
Problem 4 Find the Z- transform of unit impulse function?

Solution: Unit impulse function is
  n   1, n  0
 0, n  0

Z   n       n  z  n  z 0  1 .
n 0
Problem 5 Find Z   n  k   .

1
Solution: Z   n  k       n  k  z  n  z  k  k .
n0 z
Problem 6 If Z  f  n    U  z  then Z  a n f  n    ___________

Solution: Z  a n f  n     a n f (n) z  n   f  n  a / z   U  z / a  .
n
Problem 7 If Z  f  n    U  z  , then show that Z  f  n  k    z  kU  z 

Solution:
 
Z  f  n  k     f  n  k  z  n  z  k  f  n  k  z
 n  k 
0 0

 z  k  f  r  z  r  z  kU  z 
0
 f n 
Problem 8 IF z  f  n    U  z  , then Z      z U  z  dz .
1
 n 
Solution:
 f  n    f  n  n 
z n
 z   f (n)  z dz ,    z  n 1dz
 n 1
Z since
 n  0 n 0 n

  f  n   z  n 1dz     z 1  f  n  z  n  dz
0
   z 1 U  z  dz .
Problem 9 If Z  f  n    U  z  , then Z  n f  n    __________
Solution:
Z  nf  n     nf  n  z  n   z   nf  n z  n 1
=-  z  f  n   z  n    z  f  n  z  n   z U  z  .
d d d
dz dz dz
Problem 10 State initial and final value theorem of Z - transform.
Solution: Initial value Theorem
Limit Limit
If Z  f  n    U  z  , n  0 then f  n  f  0  U z
n0 z
Final value Theorem
Limit Limit
If Z  f  n    U  z  , n  0 f n   z  1U  z 
n z 1
Problem 11 Define convolution of two sequences  f  n  and  g  n 
n
Solution: f  n  * g  n    f  m  g  n  m 
m0
Problem 12 Find Z  a n 3  .
Solution: Z  a n 3    a n 3 z  n  a 3 Z  a n  = a 3 Z  a n. .1  a 3
z/a z
1
 a3
z/a za
Problem 13 Z  yn  2   __________.
Solution: Z  yn  2   z 2  y  z   y0  y1 z 1 
 z 
Problem 14 Find Z 1  
  z  1 z  2  
 z 
Solution: Let    U z
  z  1 z  2  
U z 1 A B
Then   
z  z  1 z  2  z 1 z  2
z  2, 1  B
z  1, 1   A
U z 1 1
  
z  z  1 z  2
z z
U  z   
z 1 z  2
 u  n   1  2 n  2 n  1
Problem 15 Write the formula to find the inverse Z- Transform using residue method.
Solution: The inverse Z-Transform of U  z  is given by the formula
1
U  z  z
n 1
un  dz
2 i C
= Sum of residues of U  z  z n 1 at the poles of U  z  which are inside the

contour C drawn according to the region of convergence given.
PART-B
Problem 16 Find Z  n p  where is p is positive integer and hence find Z  n  and Z  n 2 

Solution:

Z  n p    n p z n
n 0

  z   n.n p 1 z  n 1
n0

  z  n p 1   nz  n 1 
n0

  z  n p 1
dz
z 
d n
n 0
d  p 1  n
 z n z
dz n  0
  z z  n p 1 
d
dz
Put p = 1
d d  z 
Z  n    z Z 1   z 
 z  11  z.1
  z
dz  z  1   z  1
2
dz
z 1 z 1 z
 z  z 
 z  1  z  1  z  1
2 2 2
Put p = 2
d  z 
Z  n2    z
d
Z  n  z  
dz dz   z  12 
  z  1 2 1  z  2  z  1  z
4 
 z   z  1 z  1  2 z 
 z  1   z  1
4

z z2  z
   1  z  
 z  1  z  1
3 3
Problem 17 Find Z  e an cos n  .

Solution:
z
We know that Z 1 
z 1
 Z  e in   Z  e i   
n z
  z  e  i
z  z  ei 
 Z e   z  ei  z  ei z  ei
 in z
  
z  z   cos   i sin    z  z  cos    iz sin 
 2 
z  z  ei  e  i   1 z 2   2 z cos    1
z  z  cos   z sin 
 z  cos n  i sin n   i 2
z   2 z cos    1 z   2 z cos    1
2
equating real and imaginary parts,

z  z  cos  
Z  cos n   2
z  2 z cos   1

 Z  e an cos n   Z  e a  cos n
n

ze a  ze a  cos  

 ze a 2
 2 ze a cos   1
using the property
Z  a  nun   U  az 
ze a  ze a  cos   .
 Z e  an
cos n  
 ze a 2
 2 ze a cos   1
1  1 
Problem 18 Find Z   and Z  .
n  n 1
Solution:
2 3
 1   1 n 1 1  1  1  1 
Z     z         ....
 n  n 1 n z 2 z  3 z 
 1  z 1   z 
 log 1     log    log  
 z  z   z 1 
 1   1 n
Z  z
 n  1  n0 n  1
2
11 11
 1        ....
2 z  3 z 
 1 1  1  2 1  1 3 
 z         ..
 z 2  z  3  z  
  1   z 1 
 z   log 1      z log  
  z   z 
 z 
 z log  
 z 1 
2n  3
Problem 19 Find Z-transform of f  n  where f  n   .
 n  1 n  2 
Solution:
2n  3 A B
Let  
 n  1 n  2  n  1 n  2
2n  3  A  n  2   B  n  1
n  1, 1  A  A  1
n  2,  1   B  B  1
2n  3 1 1
  
 n  1 n  2  n  1 n  2
 2n  3   1   1 
Z  Z  Z
  n  1 n  2    n  1  n  2 
 1   z 
Now Z    z log    refer problem.3
 n 1   z 1 
 1   1 n
Z  z
 n  2  n 0 n  2
2
1 11 11
        ....
2 3 z  4 z 
 1  1  1  1 3 
 z   2      ....
2
 2  z  3  z  
  1  1
 z 2   log 1    
  z z
z 1
  z 2 log z
z
 z 1 
 z 2 log   z
 z 
 2n  3   z  2  z 
Z    z log    z log   z
  n  1 n  2    z  1   z  1 
 z 
 z  z  1 log    z.
 z 1 
Problem 20 Find the Z-transform of a n cosh bn .
Solution:
  ebn  e  bn  
Z  a n cosh bn   z  a n  
  2 
Z  a n ebn   Z  a n e  bn  
1
 
2
2   n

 Z  eb  a n  Z  e  b  a n 
1 n

  Z  aeb   Z  ae  b  
1 n n
2 
1 z z 
  
2  z  ae b
z  ae  b 
z 1 1 
  
2  z  ae b
z  ae  b 
z   z  ae    z  ae  
b b
  2 
2  z  a  eb  e  b  z  a 2 
 
z  2z  a e  e  
b b
  2 
2  z  a  eb  e  b  z  a 2 
 
z 2 z  2a cosh b 
  2 
2  z  2a  cosh b  z  a 2 
 z  a cosh b 
 z 2 2
 z  2az  cosh b   a 
z2  z  n  1 2   z  z .
3
Problem 21 Using Z  n 2   , Show Z
 z  1
3    z  13
Solution: Using shifting theorem,
Z  un 1   z U  z   u0 
z2  z
Z  n2    U  z, un  n 2
 z  3
Hence, u0  0
 z2  z  z3  z 2
 Z  n  1   z   
2
0 .
    z  1
3
  z  1
2
2 z 2  3 z  12
Problem 22 If U  z   , find u2 and u3 .
 z  1
4
Solution: we have
lim it lim it 2 z 2  3 z  12
u0  U z  0
z z    z  1 4
lim it lim it  2 z 2  3 z  12 
u1   z U  z    u0     0  0
z z     z  14 
lim it
u2  z 2 U  z   u0  u1 z 1 
z
lim it 2  2 z 2  3 z  12 
 z   0  0  2
z     z  1 4

lim it
u3  z 3 U  z   u0  u1 z 1  u2 z 2 
z
lim it  2 z 2  3 z  12 2
 z3  00 2 
z     z  1 4
z 
lim it 3  2 z  3 z  12 z  2  z  4 z  6 z  4 z  1 
4 2 4 3 2
 z  
z  z 2  z  1
4
 
lim it z
 4 
11z 3  8 z  2   11.
z    z  1
Problem 23 Prove that Z  n cos n  

z 3
 z  cos   2 z 2
.
z  2 z cos   1
2 2
Solution: We know that

z  z  cos  
Z  cos n   2 (refer problem2)
z  2 z cos   1
Also we have the property,
d
Z  nun    z U  z  
dz 
d  z  z  cos   
 Z  n cos n    z  2 
dz  z  2 z cos   1 
d  z 2  z cos  
 z
dz  z 2  2 z cos   1 
 z
(z 2
 2 z cos   1)  2 z  cos     z 2  z cos    2 z  2 cos   
z  2 z cos   1
2 2
z  2 z 3  z 2 cos   4 z 2 cos   2 z cos2  2 z 

 2  
 z  2 z cos  1  cos   2 z 3  2 z 2 cos  2 z 2 cos  2 z cos2  
z
   z 2 cos   cos   2 z 
z  2 z cos   1
2 2

z
z 3 cos   z cos   2 z 2

3
 z  cos   2 z 2
.
 z  2 z cos   1 z  2 z cos   1
2 2 2 2
Problem 24 State and prove convolution theorem for Z-transform.

Solution: Statement
If Z 1 U  z    un and z 1 V  z    vn , theorem
n
Z 1 U  z  V  z     um vn  m  un * vn
m0
Where * denotes the convolution operation.
Proof:
 n
We have U  z    un z  n and V ( z )   vn z  n
n 0 n 0
U  z  v  z    u0  u1 z 1  u2 z 2  ...un z  n  ... *
v 0  v1 z 1  v2 z 2  ....vn z  n  ...
 u0 v0  u0 v1 z 1  u0 v2 z 2  u0 v3 z 3  ....u0 vn z  n  ...
u1v0 z 1  u1v1 z 2  u1v2 z 3  u1u3 z 4  ....
u2 v0 z 2  u2 v1 z 3  u2 v2 z 4  u2u3 z 5  ....
un v0 z  n  un v1 z 
n 1
 un v2 z  n  2   ....
 u0 v0   u0 v1  u1v0  z 1   u0v2  u1v1  u2 v0  z 2  ..

   u0vn  u1vn 1  u2 vn  2  ..  un v0  z  n
n 0
 Z u0vn  u1vn 1  u2 vn  2  ...  un v0 

 Z un * vn  .
 Z 1 U ( z )V ( z )   un  vn
 z2 
Problem 25 Use convolution theorem to evaluate Z 1  .
  z  1 z  3 
Solution:
 z   z  n
We know that Z 1    z 1 and Z 
1
3
  z  1    z  3  
Now
 z2  1  z z 
Z 1  Z  .
  z  1 z  3   z  1 z  3 
n n
 1 3n   1.3n  m  3n  3 m
m 0 m 0
n 1
1
m    1 3n 1  3n 1  / 3n 1
1
n
n  3
 3    3
n

m 0  3  1 1  3 / 3
  1
 3
n 1 n 1
1 3 3 1
  .
2 2
3
 z  1
Problem 26 Use convolution theorem to evaluate Z   .
  z  1 
Solution:

1  z 
3
 1
 z  z 2 
Z   Z    
 z  1    z  1  z  1  
10
 z 
We know that z 1   1
 z 1 

1  z 
2
 1   z   z  
Z     Z   . 
 z  1    z  1   z  1  
n
 1*1   1*1  n  1
m 0
 z 3   z  z 2 
 Z 1     Z 1
   
 z  1    z  1  z  1  
1  z 

1  z 
2

Z   * Z    
 z 1   z  1  
 1*  n  1
n n n
  1 n  m  1    n  1   m
m 0 m 0 m 0
n  n  1
  n  1 n  1 
2
n  n  1
 n 2  2n  1 
2
2n  4n  2  n  n n 2  3n  2
2 2
  .
2 2
4z
Problem 27 Find the inverse Z-transform of f  z   by long division method.
 z  1
2
Solution:
4 z 1  8 z 2  12 z 3  16 z 4
z 2  2 z  1)4 z
4 z  8  4 z 1
8  4 z 1
8  16 z  8 z 2
12 z 1  8 z 2
12 z 1  24 z 2  12 z 3
16 z 2  12 z 3
16 z 2  32 z 3  16 z 4
11
4z
  4 z 1  8 z 2  12 z 3  16 z 4  ....
 z  1
2
 4  z 1  2 z 2  3z 3  ...
 
 4 nz  n   4n  z  n
n 1 n 1
 un  4n.
 z 
Problem 28 Find Z 1   by long division method.
  z  1 z  2  
Solution:
 z  z
Z 1   2
  z  1 z  2   z  3 z  2
z 1  3 z 2  7 z 3
z 2  3z  2 )
z
z  3  2 z 1
3  2 z 1
3  9 z 1  6 z 2
7 z 1  6 z 2
7 z 1  21z 2  14 z 3
15 z 2  14 z 3
z
  z 1  3 z 2  7 z 3  ...
 z  1 z  2 

   2 n  1 z  n
n 1
 u  n  or un  2 n  1.
 8z 2 
Problem 29 Find Z 1  2  by partial fraction method.
  8 z  6 z  1 
Solution:
 8z 2 
Let U  z    2 
 8z  6 z  1
12
U z 8z 8z A B
 2   
z 8 z  6 z  1  2 z  1 4 z  1 2 z  1 4 z  1
8 z  A  4 z  1  B  2 z  1
1 1
z  , 2  B    B  4
4 2
1
z  , 4  A  1  A  4.
2
U  z 1 1
  4 4
z 2z 1 4z 1
1 1
4 4
 1  1
2 z   4 z  
 2  4
n n
1 1
Un  2      .
2 4
n n n 1 n
1 1 1 1 1
   /       
2 2 4 2 4
 21 n  4 n.
 z 
Problem 30 Find Z 1  2
using the method partial fraction.
  z  1 z  1 
z
U  z 
 z  1 z  1
2
U z 1 A B C
   
 z  1 z  1 z  1 z  1  z  1
2 2
z
1  A  z  1  B  z  1 z  1  C  z  1
2
1
z  1, 1  2C  C 
2
1
z  1, 1  4 A  A 
4
1
z2, 0  A B  B   .
4
13
U  z 1 1
2
1 1 1 1 
     
z 4 z  1 4 z 1 2  z 1 
1 z 1 z 1 z
U  z   
4 z  1 4 z  1 2  z  12
1 1 n 1
 1  1  n 1
Un 
n n
4 4 2
1 1 1
  1   n.
n
4 4 2
 z 2 
Problem 31 Find Z 1  .
 1  z 1  2 z 1  3z  
1 1 1
1
z 2
Solution: U  z   z2
1  z 1  2 z 1  3z  1  1  1  2 
1 1 1
3
 1  
 z   z  z 
z

 z  1 z  2  z  3
1 A B C
U ( z) / z    
( z  1)( z  2)( z  3) z  1 z  2 z  3
1  A  z  2  z  3  B  z  1 z  3  C  z  1 z  2 
z  2, 1   B  B  1
1
z  1, 1  2A  A 
2
1
z  3, 1  2C  C 
2
U  z 1 1 1 1 1
   
z 2 z 1 z  2 2 z  3
1 z z 1 z
U  z   
2 z 1 z  2 2 z  3
1 n 1 n
U n  1   2    3 .
n
2 2
1 1
  2n  3n.
2 2
 
1  z 2 .
Problem 32 Find Z
 1  z 1 2 1  z 1  
 
Solution:
14
1
2
z
U z   z2
1  z  1  z 
1 2 2
1
 1  1
 1   1  
 z  z
z

 z  1  z  1
2
U z 1 A B C
   
 z  1 z  1 z  1 z  1  z  1 2
2
z
1  A  z  1  B  z  1 z  1  C  z  1
2
1
z  1, 1  4 A  A  z2 , 0  A  B
4
1 1
z  1, 1  2c  c   B
2 4
 z z n 1  lim it zn
Re s     z  5
  z  5   z  2   at z 5 z  5  z  5 z  2 
 5 
n

3
 z z n 1
 lim it zn
Re s     z  2
  z  5   z  2   at z 2 z  2  z  5 z  2 
 2 
n

3
U z 1 1 1 1 1 1
  
z 4 z  1 4 z  1 2  z  1 2
1 z 1 z 1 z
U z   
4 z  1 4 z  1 2  z  1 2
1 n 1 1
un  1   1  n  1 .
n n
4 4 2
1 1 1
un    1  n  1 .
n n
4 4 2
z
Problem 33 Find the inverse Z-transform of the function by the method of
z  7 z  10
2
residues.
Solution:
15
z z
U  z   , z  5 and z  2 are two single poles
z  7 z  10  z  5 z  2 
2
 z 
Z 1    sum of residues of z U  z  at the poles of U  z  which are
n 1
 z  5  z  2 
inside the contour C drawn according to the region of convergence given.
 5   2 
n n
 un   .
3 3
1
u n    2    5   .
n n
3 
 z2  4z 
Problem 34 Find the Z 1  2
by the method of residues.
  z  2  
Solution:
z2  4z
Let U  z  
 z  2
2
Z = 2 is a double pole
z n  z 2  4
z U z 
n 1
 z  2
2
lim it d  z n  z  4  z  2  
2
Re s  z U  z  
n 1
  
z  2 dz   z  2
at z  2 2

lim it d
  z n 1  4 z n 

z2 dz
lim it
  n  1 z n  4n z n 1 
z2
  n  1 2 n  4n 2n 1
2n
 n.2n  2n  4n
2
 n 2  2  2n 2
n n n
 2n  n2n
 1  n  2n.
 2z 
Problem 35 Find Z 1   by the method of residues.
  z  2   z  1 
2
Solution:
16
2z
Let U  z  
 z  1  z 2  1
2zn 2zn
z n 1U  z   
 z  1  z 2  1  z  1 z  i  z  i 
z  1, z  i and z  i are simple poles.
Z 1 U  z    sum of residues of z n 1U ( z ) at the poles of U(z) inside the desired
contour.
2zn
Z U  z    sum of residues of
1
( z  1)( z  i )( z  i )
2zn lim it   z  1 2 z n  2
Re s of     1
 z  1 z  i  z  i  z 1
z  1 
  z  1  z 2
 1 

2
2zn lim it ( z  i )2 z n
Re s of 
 z  1 z  i  z  i  z i z  i  z  1 z  i  z  i 
2  i  2  i   i 
n n n
  
 i  1 i  i1  i  1 2i  i  i  1
 i    i    i    i  1  i
n n n n
i  i  1 i 2  i 1  i 1  i 1  i
 i  1 i    1  i  cos n  i sin n 
n
 
11 2 2 2 
similarly
2zn lim it 2z n
residue of  z  i
 z  1 z  i  z  i  z i z  i  z  1 z  i  z  i 
2 i   i    i     i   1  i
n n n n
  2
 i  1 2i i  i 1  i 1  i 1  i

 i  1 i n  i  1 


cos n  i sin n

2 2  2 2 
   
 i  cos 2  i sin 2 
 
  i n  cos   i sin  
 
 2 2
 2z   1  i   n n   i  1  n n 
Z 1     cos  i sin    cos  i sin  1
  z  1  z  1  2  2  2  2 
2
2 2
1 n n n n n n n n 
  cos  i sin  i cos  sin  i cos  sin  cos  i sin 1
2 2 2 2 2 2 2 2 2 
17
1 n n 
 2 cos  2sin 1
2 2 2 
 n n 
 1  cos  sin .
 2 2 
Problem 36 Find the inverse Z-transform of
 z 
 and ii)  z  5  for z  5 by power series method.
3
i) log 
 z 1 
Solution:
z  z 1   1
(i) log   log     log 1  
z 1  z   z
1 1 1 1 1 
    . 3  ...
z 2 z 3 z 
2
1 1 1 1 1
   .  ...
z 2 z 2 3 z 3
un  0 for n  0
 1
n
 otherwise
n
5
(ii )  z  5 ; z  5 
3
1
z
3
 5
  z  5
3 3
 z 1  
 z

3
2
 5  3.4  5  3.4.5  5 
3

 z 1  3          ...
  z  1.2  z  1.2.3  z  
 
 z 3 1  3  5  
 z 1.2
 5  2
1 3.4 2 1 3.4.5 3 1
z 1.2.3
 5  3  ...
z 
 z 3  3  5  z 4 
1.2
 5  z  1.2.3  5  z
3.4 2 5 3.4.5 3 6
3.4.5....  n  1 n 3  n
 .......  5 z  ..
1.2.3...  n  3
3.4.5....  n  1 n 3
un  5
1.2.3...  n  3
1
  n  2  n  1 5n 3 for n  3
2
0 if n  0.
Problem 37 Form the difference equation corresponding to the family of
curves yx  ax  b 2 x .
Solution:
18
yx  ax  b 2 x  (1)
yx 1  a  x  1  b 2 x 1
y  a  b  2 x 1  2 x   a  b 2 x  (2)
 2 y   a  b 2 x 1    a  b 2 x 
 b2 x  (3)
2 y
from (3), b 
2x
sub in (2)
2 y x
y  a  2
2x
 a  y   2 y
sub in (1)
2 y x
y x   y   2 y  
x
2.
2x
 1  x   2 y  xy or
1  x  yx  2  2 yx 1  yx   x  yx 1  yx   yx 0
. ie  x  1 y x  2   3 x  2  yx 1  2 xy x  0
Problem 38 From yn  A.3n  B.5n , derive a difference equation by eliminating

arbitrary constants.
Solution:
yn  A.3n  B.5n  1
yn 1  A.3n 1  B.5n 1
yn 1  3 A3n  5.B.5n   2 
yn  2  9 A3n  25 B5n   3
Eliminating arbitrary A and B from (1) , (2) and (3).
19
 yn 1 1 
y 
 n 1 3 5   0
 yn  2 9 25
yn  75  45  1 25 yn 1  5 yn  2   19 yn 1  3 yn  2   0
30 yn  25 yn 1  5 yn  2  9 yn 1  3 yn  2  0
30 yn  16 yn 1  2 yn  2  0
or 2 yn  2  16 yn 1  30 yn  0
or yn  2  8 yn 1  15 yn  0.
Problem 39 Derive a difference equation from the following yn   A  Bn  3n .

Solution:
yn   A  Bn  3n
yn  A3n  Bn3n (1)
yn 1  3 A3n  3B  n  1 3n   2 
yn  2  9 A3n  9 B  n  2  3n   3
Eliminating arbitrary A and B from (1) , (2) and (3).
 yn 1 n 
 
 yn 1 3 3  n  1   0
 yn  2 9 9  n  2  
yn  27  n  2   27  n  1   9 yn 1  n  2   3  n  1 yn  2   n 9 yn 1  3 yn  2   0
yn  27n  54  27 n  27   9nyn 1  18 yn 1  3nyn  2  3 yn  2 
9nyn 1  3nyn  2  0
or 3 yn  2  18 yn 1  27 yn  0
or yn  2  6 yn 1  9 yn  0.
Problem 40 Solve the difference equation using Z-transform

yn  2  4 yn  0, y0  0, y1  2.
Solution:
yn  2  4 yn  0
Taking Z transform on both sides
20
Z  yn  2   4 z  yn   0
z 2 Y  z   y0  y1 z 1   4Y  z   0
z 2 Y  z   0  2 z 1   4Y  z   0
z 2
 4Y  z   2z
2z
Y z 
z 4 2
Y  z 1 A B
 2  
2z z 4 z2 z2
1  A  z  2  B  z  2
1
z  2,1  4 B  B 
4
1
z  2,1  4 A  A 
4
Y  z 1 1 1 1
  
2z 4 z2 4 z 2
Y  z 1 1 1 1
 
z 2 z2 2 z2
1 z 1 z
Y z   
2 z2 2 z2
Taking inverse Z-transform, we get
1 1 1 1
y n    2   2 n   2   2 n
n n
2 2 2 2
  2 
n 1
 2 n 1.
Problem 41 Solve yn  2  2 yn 1  n with , y0  y1  0 using Z-transform.
Solution:
yn  2  2 yn 1  n
taking z-transform on both sides
21
Z  yn 2   2Z  yn 1   Z  n 
z
z 2 Y  z   y0  y1 z 1   2 z Y  z   y0  
 z  1
2
z
z 2 Y  z   0  0   2 z Y  z   0  
 z  1
2
z 2
 2z Y  z  
z
 z  1
2
Y  z 1 1
 2 
z  z  2 z   z  1 z  z  2  z  12
2
A B C D
   
z z  2 z  1  z  1 2
1  A  z  2  z  1  Bz  z  1  Cz  z  1 z  2   Dz  z  2 
2 2
1
z  1, 1  3D  D 
3
1
z  2, 1  18B  B  
18
1
z  0, 1  2A  A 
2
1 1 9  1
z3 , 0  A B  C  C  A B   
2 18 18
8 4

18 9
Y  z 1 1 1 1 4 1 1 1
    
z 2 z 18 z  2 9 z  1 3  z  12
1 1 z 4 z 1 z
Y z    
2 18 z  2 9 z  1 3  z  1 2
1 1 4 n 1
yn    n    2   1  n 1 .
n n
2 18 9 3
Problem 42 Solve y  n  3  3 y  n  1  2 y  n   0, given that

y  0   4, y 1  0, y  2   8 Using Z-transform
Solution:
y  n  3  3 y  n  1  2 y  n   0 . Taking z-transform on both sides
22
Z  yn  3   3Z  yn 1   2Z  yn 
z 3  y  z   y0  y1 z 1  y2 z 2   3 z  y  z   y0 
2Y  z   0
z 3  Y  z   4  0  8 z 2   3 z  Y  z   4 
2Y  z   0
Y  z   z 3  3z  2  8 z  4 z 3  12 z
 4z3  4z
Y  z 4z2  4 4z2  4
 3 
z z  3z  2  z  1 2  z  2 
(The other factor of z 3  3 z  2 is z 2  z  2   z  2  z  1
 z 3  3z  2   z  1  z  2 )
2
Y  z 4z2  4 A B C
    
 z  1  z  2  z  1  z  1 z  2
2 2
z
 4 z 2  4  A  z  1 z  2   B  z  2   C  z  1
2
z  1, 0  3B  B  0
z  2 12  9c  c  12 / 9  4 / 3
z2, 4  AC  A  4 4/3  8/3
Y  z 8 1 4 1
  0 
z 3 z 1 3 z2
8 1 4 1
Y  z    
3 z 1 3 z  2
8 4
y n    2  .
n
3 3
Problem 43 Solve y  n  2   4 y  n  1  4 y  n   0, y  0   1, y 1  0 using

Z- transform.
Solution:
y  n  2   4 y  n  1  4 y  n   0 . Taking z-transform on both sides
Z  yn  2   4Z  yn 1   4Z  yn   0
z 2 Y  z   y0  y1 z 1   4 z Y  z   y0   4Y  z   0
z 2 Y  z   1  4 z Y  z   1  4Y  z   0
23
 z 2  4 z  4  Y  z   z 2  4 z
z2  4
Y  z  3
z  4z  4
Y  z z4 z4 A B
 2   
z z  4 z  4  z  1 2
z  2  z  2 2
z  4  A  z  2  B
z  2,  2  B  B  2
z, 1 A  A 1
Y  z 1 2
  
z z  2  z  2 2
z 2
Y  z  
z  2  z  2 2
 yn  2n  n2 n  2n 1  n  .
Problem 44 Solve yn  2  5 yn 1  6 yn  5n , y  0   0, y 1  0 using Z-transform.

Solution:
yn  2  5 yn 1  6 yn  5n .Taking Z-transform on both sides
Z  yn  2   5Z  yn 1   6 Z  yn   Z  5n 
z
z 2 Y  z   y0  y1 z 1   5 z Y  z   y0   6Y  z  
z 5
z 2 Y  z   0  z 1  0   5 z Y  z   0   6Y  z  
z
z 5
z
 z 2  5 z  6  Y  z  
z 5
Y z 1 1
 
z  z  5  z  5 z  6   z  5 z  2  z  3
2
A B C
 
z 5 z 2 z 3
1  A  z  2  z  3  B  z  5  z  3  C  z  5  z  2 
1
z  5, 1 6  A 
6
z  3, 1  2C  C  1/ 2
z  2, 1  3B  B  1/ 3
24
Y z 1 1 1 1 1 1
   
z 6 z 5 3 z 2 2 z 3
1 z 1 z 1 z
Y z   
6 z 5 3 z  2 2 z 3
1 1 1
 yn  5n  2n  3n.
6 3 2
Problem 45 Solve un  2  5un 1  6un  2n using Z-transform.

Solution:
yn  2  5un 1  6un  2n .Taking z-transform on both sides
Z un  2   5Z  un 1   6Z  un   Z  2n 
z
z 2 U  z   u0  u1 z 1   5 z U  z   u0   6U  z  
z2
z 2
 5 z  6 U  z  
z2
z
 u0 z 2  u1 z  5 zu0 
z
z2
  z 2  5 z  u0  zu1
z z  5z
2
z
U  z   u0  u
 z  2  z  1 z  6   z  2  z  6   z  1 z  6  1
U z 1 z 5 1
  u0  u  1
z  z  2  z  1 z  6   z  1 z  6   z  1 z  6  1
1 A B C
Now   
 z  2  z  1 z  6  z  2 z  1 z  6
1  A  z  1 z  6   B  z  2  z  6   C  z  2  z  1
1
z  1, 1  21B  B 
21
z  6, 1  28C  C  1/ 28
z  2, 1  12 A  A  1/12
1 1 1 1 1 1 1
   
 z  2  z  1 z  6  12 z  2 21 z  1 28 z  6
z 5 A B
Now  
 z  1 z  6  z  1 z  6
z  5  A  z  6   B  z  1
1
z  6, 1  7B  B 
7
z  1,  6  7 A  A  6 / 7
25
z 5 6 1 1 1
   and
 z  1 z  6  7 z  1 7 z  6
1 A B
 
 z  1 z  6  z 1 z  6
1  A  z  6   B  z  1
z  6, 1  7 B  B  1/ 7
z  1, 1  7 B  B  1/ 7
1 1 1 1 1
  
 z  1 z  6  7 z  1 7 z  6
 From (1)
1 1 1
un   2n   1  6n
n
12 21 28
6 1 
   1  6n  u0
n
7 7 
1 1 
   1  6n  u1
n
7 7 
1
 C1  1  C2  6   2n where
n n
12
6 1 1
C1  u0  u1 
7 7 21
1 1 1
C2  u0  u1  .
7 7 28
*******
26

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MISRIMAL NAVAJEE MUNOTH JAIN ENGINEERING

TRANSFORMS AND PARTIAL DIFFERENTIAL EQUATIONS

THIRD SEMESTER ENGINEERING STUDENTS

Prepared by the faculty of Department of Mathematics

UNIT I FOURIER SERIES

Problem 4 If f(x) = e x in   x   , find a n .

2  cos x cos 2 x cos3 x 

Problem 11 Find the Fourier constant bn for x sin x in   x   , when expressed as a

Problem 12 If f(x) is a function defined in 2  x  2 , what is the value of bn ?

Problem 13 Explain half range cosine series in  0,   .

Problem 14 Find the sine series of f(x) = k in  0,  .

Problem 16 If f  x     in 0  x  2 . Hence show that

Problem 17 Find the Fourier series of f (x) = xsin x in 0  x  2 .

 x cos  n  1  cos  n  1 dx

Problem 19 If f (x) = x + x2 in   x   . Hence show that

Problem 20 a. Expand f  x   x  2  x  as a Fourier series in  0, 2  .

b. Find the Fourier series for f (x) = ex defined in   ,  .

Solution: The Fourier series of f  x  in  0, 2  is given

  cos   sin    cos  2     sin  2    

 cos  n   cos n 1  1   1

Problem 27 a. Find the Fourier cosine series for x   x  in 0  x   .

b. Prove that complex form of the Fourier series of the function f  x   e x , 1  x  1 is

Problem 29 a. Find the complex form of Fourier series of f  x  if

x f  x cos x sin x cos 2x sin 2x

x 2 x y cos  sin  y cos  y sin 

2T 4 -0.88 -0.5 -0.866 0.44 0.762

UNIT II FOURIER TRANSFORMS

Problem 1 If the Fourier transform of f  x  is F  s  then, what is Fourier transform of

Problem 3 Find the Fourier sine transform of f  x   e  ax , a  0 . Hence deduce that

Problem 6 Find FC  xe  ax  and FS  xe ax  .

Problem 8 Find the Fourier cosine transform of e2 x  3e  x .

Problem 9 State convolution theorem.

Problem 12 Find f  x  if its sine transform is e as , a  0 .

Problem 15 Find the Fourier transform of e-a|x|, a > 0

(ii) The Fourier integral of f  x  is

Problem 17 (i) Using Fourier integral, prove that e cos x   x

Problem 18 (i) Using Fourier sine integral for f  x   e  ax , a  0 . Show that

(ii). Fourier transform of f  x  is

By inverse Fourier transforms,

Problem 20 (i) Using Fourier integral formula prove that

By Fourier sine integral of f  x  ,

(i)   dt (ii)    dt

 1  x  cos sx dx  1  x  sin sx is an odd fn.

(ii) Using Parseval’s identity.

By Fourier sine inversion formula, we have

Diff. on both sides w.r to ‘s’ we get

Using this in (1) we get

0 e dx  0   a 2  s 2  ds, from (1)

Problem 26 (i). Find the Fourier cosine transform of e ax cos ax

 f  x g  x  dx   Fs  f  x   .Fs  g  x   ds From (1) and(2)

(ii) . Find Fourier cosine transform of e ax sin ax .

Problem 29 (i). State and Prove Parseval’s Identity in Fourier Transform.

(i) Parseval’s identity:

Pr oof by convolution theorem F  f * g   F  s  G  s 

Put x  0 and g  t   f  t , then it follows that G  s   F  s 

 2   sin  a  s  x sin  a  s  x   2     

UNIT III PARTIAL DIFFERENTIAL EQUATIONS

Problem 1 Form the partial differential equation by eliminating a and b from

Problem 2 Obtain the partial differential equation by eliminating arbitrary constants a

Differentiating (1) partially w.r. t x and y we get

Problem 3 From the partial differential equation by eliminating f from

2 x  2 zp  f '  x  y  z 1  p  - (2)