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Difference Equations

Department of Mathematics

VIT-AP University Amaravati

Amaravati A.P

Outline of Course

Module-1-Matrix methods

Introduction

Linear System of Equations

Eigenvalue and Eigenvector

Module-2-Differential equations with variable coefficients

Sturm Liovilles Problem

Series Solution

Module-3-Fourier series

Fourier Series

Module-4-Difference equations and Z-Transforms

Difference Equation

Z-Transform

Inverse Z Transform

Solution of Difference Equation by Z Transform

Module-1-Matrix methods

Introduction

Matrix

A matrix is the rectangular arrays system of numbers,

functions and vectors.

Example

1 2 3 1

(a) 3 2 3 (b) 1 2 3

(c) 2 or In general

0 5 4 3

A = [aij ]

The matrix with one row only is known as row matrix (b) and

with one column only known as column matrix (c).

Addition of Matrix

If A = [aij ]andB = [bij ] are both m × n matrices, then their

sum is defined to m × n matrix A + B = [aij + bij ].

Multiplication of matrix

If A = [aij ] be n × k and B = [bij ] be are both k × m

matrices, then their productAB is defined to m × n matrix,

whose i, j element is

Theorem

Let A, B, C be matrices. Then the following operation are

defined

I A+B=B+A

I A(B + C) = (AB + AC)

I A(BC) = (AB)C

I cAB = (cA)B = A(cB), c is any scalar.

Some Basic Definitions

I A matrix is known as square matrix if rows and columns

are equal.

I Trace of the matrix is defined as the sum of all diagonal

elements i.e ni=1 aii = Trace.

P

I Upper Triangular matrix A: aij = 0 for i > j.

I Lower Triangular matrix A: aij = 0 for i < j.

I Diagonal Matrix A: aij = 0 for i 6= j.

I Scalar matrix A: a diagonal matrix with aii = k for every i

and k is a constant.

Inverse of a Matrix

Let A be a square matrix. The another square matrix B is said

to be the inverse of matrix A (written as A−1 ) iff AB = I or

AA−1 = I , where I is the identity matrix. The Inverse of any

matrix is given as:

1

A−1 = adj(A)

det(A)

Transpose of Matrix

The transpose of matrix of m × n A = [aij ] is the n × m

matrix AT , read as A transpose.

Example

a11 a12 a13

AT = [aji ] or A = a21 a22 a23 then

a

31 a32 a33

a11 a21 a31

T

A = a12 a22 a32

a13 a23 a33

Properties of the Transpose

I For any matrix A

(At )t = A.

t t t

Symmetric Matrix

A matrix is said to be symmetric matrix whose transpose is

equal to the itself and skew symmetric matrix are the

matrix whose transpose is equal to the negative of itself the

matrix. i.e

A = At (symmetric) and A = −AT (skew symmetric)

A real square matrix A can we written as the sum of symmetric

and skew symmetric matrix i.e.

A + A0 A − A0

A= +

2 2

Example

A computer production company produced two model HP70

and HP72. The matrix A shows the cost per computer and B

shows the production for the year 2017. Find a matrix shows

the shareholders cost per quarter for raw material, labour and

others.

HP70 HP72 1 2 3 4

10 12

3 8 6 9

A=3 4 B=

6 2 4 3

5 6

Elementary Row operation

Let A be any square matrix then

I Interchange of two row.

I Addition of constant multiple of one row to another row.

I Multiplication of a row by a non zero constant.

Example

−2 1 6 −3

1 1 2 5

Let A =

0

9 3 7

2 −3 4 11

Theorem

Let A be an m × n matrix. Suppose B is formed from A by an

elementary row operation. Let E be the matrix formed by

performing this row by In . then

B = EA (1.1)

Row Reduced Echelon Form

following conditions

I The leading entry of each non zero row is 1.

I if any row has its leading entry in column j, then all other

elements of column j are zero.

I If row i is a non zero row and row k is zero row then

i < k.

I If the leading entry of row r1 is in column c1 , and the

leading entry of row r2 is in column c2 , and r1 < r2 then

c1 < c2 .

when a matrix satisfies these condition, we will say that matrix

is in row reduced echelon form.

Example

1 0 0 2 1

0 1 0 −2 4

The matrix A =

0

0 1 0 1

0 0 0 0 0

Example

Find

the row reduced

echelon form of the matrix

2 0 1

A = 0 −4 6 .

2 −2 5

Example

0 0 0 0 0

0 0 2 0 0

A=

0

1 0 1 1

0 0 3 0 4

Linear System of Equations

A linear system of m equation in n unknown x1 ...., xn is a set

of equations of the form

a21 x1 + .... + a2n xn = b2

...............................

am1 x1 + .... + amn xn = bm (1.2)

right hand side constants i.e. b1 .......bm are all zero then

system is known as the homogeneous system of equations

otherwise it is known as nonhomogeneous system of

equations.

Matrix form of the Linear System:

The linear system of equation in matrix form written as:

Ax = b (1.3)

oforder

x1

a11 a12 ... a1n .

a21 a22 ... a2n

, and x = . and

m × n i.e A = . . ... . .

am1 am2 ... amn .

xn

b1

.

.

b= . are column vectors.

.

bm

Solution of Linear System of equation by Gauss

Elimination Method:

tution and convert the system of equation in upper triangular

form.

Example

Find the solution of the system of equation 2x1 + 5x2 = 2 and

−4x1 + 3x2 = −30 by Gauss Elimination method.

Example

Find the current i1 , i2 and i3 in the following circuit By Gauss

Elimination method:

Linear Independence and Independence

let the x1 , x2 , .........xn are the vectors of some vector space of

dimension n, a linear combination of these vectors can be

express in the form:

a1 x1 + a2 x2 + .......an xn

a1 x1 + a2 x2 + .......an xn = 0 (1.4)

So from the above equation if all the ai0 s are equal to zero

then all the vectors xi0 s are called as linearly independent other

wise if at least one ci is non zero then it is known as linearly

dependent.

Rank of a Matrix

The maximum number of linearly independent row of a given

matrix A is known as the rank of the matrix. It is denoted by

rank(A) or r (A).

Theorem

For any non zero matrix the number of linearly independent

row or linearly independent column is known as the rank of the

matrix.

Theorem

The row rank and column rank are always equal.

Example

Consider the 4 − touple vectors

u1 = (2, 0, 1, 3), u2 = (0, 1, 1, 1), u3 = (2, 2, 3, 0) show that

wether they are L.I or L.D.

Example

2 1 −3 4

2 4 −2 5

Find the rank of the following matrix:

0

3 1 3

2 1 −3 −2

Non homogeneous System of Equation

is a set of equations of the form

a21 x1 + .... + a2n xn = b2

...............................

am1 x1 + .... + amn xn = bm (1.5)

matrix form of this can be:

Ax = b (1.6)

m × n i.e

x 1 b1

a11 a12 ... a1n .

.

a21 a22 ... a2n

, and x = . and b = . .

A = . . ... . .

.

am1 am2 ... amn . .

xn bm

We Call AX = b is consistent if it has a solution and inconsis-

tent if it has no solution.

Let we define a new matrix known as Augmented Matrix with

the coefficient matrix A and the RHS vector b such as:

a11 a12 ... a1n : b1

a21 a22 ... a2n : b2

B= .

(1.7)

. ... . :

am1 am2 ... amn : bm

Theorem

Consider the linear system Ax=b, where A is m × n. There is

1. no solution iff r (A|b) 6= r (A),

2. a unique solution iff r (A|b) = r (A) = n,

3. System has infinite no. of solutions iff r (A|b) = r ()A = r

is less then n, in terms of an (n − r ) number of unknowns.

Example

if yes then find the solution:

(i)

−3x + 2y + 2z = 8

x + 4y − 6z = 1

−2y − 2z = −2

(ii)

−3x + 2y + 2z = 8

x + 4y − 6z = 1

−2x + 6y − 4z = 9

(iii)

−3x + 2y + 2z = 8

x + 4y − 6z = 1

−2x + 6y − 4z = −2

Homogeneous System of Equation

a set of equations of the form

a21 x1 + .... + a2n xn = 0

...............................

am1 x1 + .... + amn xn = 0 (1.8)

matrix form of this can be:

Ax = 0 (1.9)

m × n i.e

x 1 0

a11 a12 ... a1n .

0

a21 a22 ... a2n

, and x = . and b = . . We

A= . . ... . .

.

am1 am2 ... amn . .

xn 0

Call AX = 0 is always consistent since X = 0 will always be the

solution.

Theorem

Consider The homogeneous system of equation Ax=0 then

1. System is consistent and has trivial Solution x = 0 always,

2. Unique solution x = 0 iff, r (A) = n, i.e. trivial solution.

3. A non trivial solution iff r (A) = r < n in terms of (n − r )

number of unknowns i.e. infinite solution.

Theorem

A homogeneous system of equation Ax=0 has non trivial

solution iff det(A) = 0.

Example

Check the consistency of following system of equation and find

the solution:

(i)

−4x1 + x2 − 7x3 = 0

2x1 + 9x2 − 13x3 = 0

x1 + x2 + 10x3 = 0

(ii)

−4x1 + x2 − 7x3 = 0

2x1 + 9x2 − 13x3 = 0

−6x1 − 8x2 + 6x3 = 0

Vector Space Rn

The vector space R n consisting of all vectors with n

components (n real numbers) has dimension n.

Row Space and Column Space

The row space and the column space of a matrix A have the

same dimension equal to the rank A.

Theorem

Let Ax = b be linear system of equation. If A is n × n matrix

and det(A) 6= 0 the Ax = b has unique solution given as

x = A−1 b.

Random Walk in Crystal

An atom may jump from a site it occupies to an adjacent.

unoccupied one, and then proceed from there to other site,

making a random walk through the crystal.

We can represents this lattice of location by drawing a point

for each location and a line between points exactly when an

atom can move directly from one point to the other point in

the crystal. Such diagram is called a graph.

points(not necessarily different), with each vj adjancent to

vj+1 . Such a walk represents a possible path an atom might

take over n edges (may be some repeated) through various

sites in the the crystal.

Definition (Adjacency Matrix)

Define a adjacency matrix A = [aij ] of the graph to be the

n × n matrix having

1 if vi is adjacent tovj in the graph

aij = (1.10)

0 if there is no line between vi and vj

Let G be a graph with vertices labeled v1 , v2 , .....vn . Form an

n × n matrix T = [tij ] as follows. If i = j,then tij is the

number of the lines to vi in the graph. If i 6= j, then tij = 0 if

there is no line between vi and vj in G , and tij = −1 if there is

there is such a line. Then all cofactors of T are equal and

their common value is the number of spanning tree in G .

The matrix associated with this matrix will be:

In this shear mapping the red arrow changes direction but the

blue arrow does not. The blue arrow is an eigenvector of this

shear mapping because it does not change direction, and since

its length is unchanged, its eigenvalue is 1.

Eigenvalue and Eigenvectors

Let A be an square matrix. A real number λ associated to The

matrix A is said to an eigenvalue (characteristic value) if there

exist a vector x associated to λ such that

Ax = λx

or

(A − λI )x = 0

eigenvector (characteristic vector).

How to find eigenvalue

value then

(A − λI )x = 0 or Bx = 0

trivial or non zero solution iff

det(A − λI ) = 0 or |A − λI | = 0

as the Characteristic equation and resulting polynomial of

degree n in λ is known as the characteristic polynomial.

Example

1 2

A=

1 0

Solution:

equation det(A − λI ) = 0

Characteristic

1 − λ 2

= 0, i.e λ2 − λ − 2 = 0

1 −λ

λ = 2, λ = −1

Example

Find

the eigen

value and eigen vector of the following matrix

2 2 1

1 3 1

1 2 2

Properties of Eigenvalue

followings:

I Trace: The sum of the diagonal elements of A is known

as the trace of A is equal to the sum of eigen value.

I Determinate of A Determinante of A is equal to the

product of eigen value.

I A and AT has same eigen value.

I If all the eigen value is non zero then then |A| =

6 0 i.e., A

is non singular.

I If at least one eigen value is zero then |A| = 0 i.e. matrix

is singular.

I If λ is an eigen value of A then λ1 will be the eigen value

of A−1 .

I The eigen value of kA is kλ.

Definition (Characteristics Polynomial)

If A is an n × n matrix, then det(A − λI ) is a polynomial of

degree n, of the form

Theorem

Suppose the n × n matrix A has n distinct eigenvalues. Then

A has n linearly independent eigenvectors.

Theorem

The eigenvalue of real symmetric matrix are real and the

eigenvectors associated to distinct eigenvalues are orthogonal

to each other.

Properties of Eigenvector

I The eigenvector corresponding to the eigenvalue are

always non zero.

I The set of eigenvectors are always linearly independent.

Example

An elastic membrane in the x1 x2 − plane with boundary circle

x − 12 + x22 = 1 is stretched so that a point P(x1 , x2 ) goes

over into the point Q(y1 , y2 ), given by

y1 = 5x1 + 3x2

y2 = 3x1 + 5x2

position vector x of P for which the direction of the position

vector y of Q is the same or exactly opposite. What shape

does the boundary circle take under this deformation.

Theorem (Cayley Hamilton Theorem)

Every square matrix satisfies its own characteristics equation.

Let A be a square matrix with eigenvalue λ whose characteristics

equation is given by:

Example

Verify Cayley Hamilton theorem for

1 2

A= Find A−1 and determine A8 .

2 −1

Example

Verify Cayley Hamilton

theorem for the matrix

1 2 3

A = 2 4 5 and hence find A−1 .

3 5 6

Definition

A real square matrix A = [aij ] is said to be an orthogonal

matrix if its transpose gives the inverse of A.

AT = A−1 (1.12)

Definition

An orthogonal transform are the transformations such as

y = Ax (1.13)

Orthonormalaty of the Column Vectors

A real square matrix is orthogonal iff its column (or row)

vector a1 , a2 ......an form an orthonormal system, that is,

T 0 if j 6= k

ai .ak = aj ak = (1.14)

1 if j = k

Theorem

A symmetric matrix has an orthonormal basis of eigenvectors

of Rn .

Theorem

The determinant of orthogonal matrix is +1 or −1.

Similar Matrix

A square matrix A is said to be similar to B if there exist a

non singular matrix P such that

B = P −1 AP

Results

I Similar matrix A and B have same eigenvalues.

I If X is the eigenvector of A then Y = P −1 X is an

eigenvector of B.

Diagonalization

A square matrix A of order n with n L.I eigenvectors is similar

to a diagonal matrix D whose diagonal elements are the

eigenvalues of A.

D = P −1 AP (1.15)

Power of Matrix

Let D = P −1 AP then

D 2 = (P −1 AP)(P −1 AP)

= P −1 A2 P

Similarly,

D n = P −1 An P or

An = PD n P −1

Example

Find a matrix

P which diagonalize the matrix

4 1

A= . Verify that P −1 AP = D where D is a diagonal

2 3

matrix. hence find A6 .

Example

5 −4 4

A = 12 −11 12

4 −4 5

Find the eigenvalue and eigenvectors. Check whether the

matrix is diagonalizable or not if yes then diagonalize it.

Example

1 6 1

Diagonalize the matrix A = 1 2 0.

0 0 3

Quadratic Form

x is a sum of n2 term such as

Q = a11 x12 + a22 x22 + 2a12 x1 x2

a11 a12 x1

Q = x1 , x2

a21 a22 x2

We know that the eigenvectors of A are orthogonal i.e. the form

a orthonormal basis.

Let P be the matrix of eigenvectors that is orthogonal i.e.

P −1 = P T

Therefore,

So

Q = x T PDP T x. (1.17)

P −1 x = y , therefore

x = Py (1.18)

Theorem (Principle Axes Theorem)

Let A be areal symmetric matrix with distinct eigenvalue

λ1 , λ2 ........λn . Then there is an orthogonal matrix P such that

the change of variables X = PY transform the quadratic form

X T AX in to

n

X

λj yj2 . (1.20)

j=1

Example

Find out what type of conic section the following quadratic

form represents and transform it to principal axes form.

The theory of Linear Differential Equation

tions as

y20 = a21 y1 + a22 y2 .........a2n yn + g2 (x)

otherwise non homogeneous.

The above system of equation (1.22) can be wrtitten as

0

y1

y20 a11 a12 ........a1n y1 g1 (x)

a21 a22 ........a2n y2 g2 (x)

.. =

...... ...... .............. .. + .. (1.23)

..

an1 a2n .........ann yn gn (x)

yn0

Or

Solution of Homogeneous System of ODE

Let us consider the homogeneous system of Equations

X 0 = AX (1.25)

Let us assume X = Ee λt is the solution where E is n × n matrix

we have

(Ee λt )0 = AEe λt

E λe λt = AEe λt

AE = λE

tor E .

Theorem

Let A be an n × n matrix of real numbers. If λ is an eigenvalue

with associated eigenvector E , then Ee λt is a solution of X 0 =

Ax.

Homogeneous system LODE-Diagonalization

Method

equations

Y 0 = AY (1.26)

matrix P such that

D = P −1 AP (1.27)

d1 0 0 .........0

0 d2 0 .........0

D= .. ..

(1.28)

.. ...........

0 0 0 .............dn

then the solution of the system Y 0 = AY will be

d x

c1 e 1

c2 e d2 x

P ..

(1.29)

cn e dn x

Example

0

Determine

the

general solution of Y = AY where

1 2

A=

−2 2

Example

Solve the initial value problem

2 −3 −3 1

Y 0 = 2 −2 −2 Y Y (0) = 0 (1.30)

−2 1 1 0

Converting Differential Equation in First order

System of Equation

system of equations.

Example

Convert the following differential equation in system of linear

equations

y 00 + 3y 0 + 2y = 0 (1.31)

Solution

let y = v1 and y 0 = v2 = v10 then

y 00 = −3y 0 − 2y

v20 = −3v

2 − 2v1 and

0

v1 = v2 can be written as

0

v1 0 1 v1

0 =

v2 −2 −3 v2

Example (Mixing Problems)

connected with pipe. Tank 1 contain 20 litters of water in

which 150 gram of chlorine are dissolved. Tank 2 contain 50

gram of chlorine dissolved in 10 litres of water. At t = 0 pure

water is pumped in to tank 1 at a rate of 3 lt/min. other

information is given in figure. Determine the amount of

chlorine in each tank at time t.

Example (Mass Spring System)

c k

my 00 + cy 0 + ky = 0 or y 00 = − y 0 − y (1.32)

m m

let y = y1 and y 0 = y2 the the above system is converted in

k c

y10 = y2

y20 = − y1 − y2

m m

0 0 1 y1

Y = AY = −k −c (1.33)

m m

y2

Let us take m = 1, c = 2 and k = 0.75

eigenvalue fro this

system

λ1 = −0.5 and λ2 = −1.5. with

2 1

eigenvector x1 = and x2 =

−1 −1.5

Solution of Type X 0 = AX + G

differential equation

X 0 = (PZ )0 = PZ 0 = A(PZ ) + G (1.34)

Pz 0 = (AP)Z + G (1.35)

0 −1

Z = DZ + P G (1.36)

from equation (1.36) we get an uncoupled sustem of first or-

der ODE which can we solved separately and the the general

solution will be

X = PZ (1.37)

Example

0 3 3 8

Let us consider X = X+

1 5 4e 3t

Solution of Type X 00 = AX

as

Z 00 = DZ (1.38)

Example

Example

Example

Module-2

Definition (Sturm-Liouville Problem)

A Sturm-Liouville problem is an end point problem of the form

d dy

r (x) + [q(x) + λp(x)]y = 0 (a < x < b) (2.1)

dx dx

with neither A1 , A2 both zero nor B1 , B2 both zero. The

parameter λ in above equation is known as the ’eigenvalue’ for

we have to discussed the solution.

The equation (2.1) is known as the Sturm-Liouville Differential

equation.

Regular Sturm-Liouville Problem

The differential equation (2.1) wit boundary condition

the Regular Sturm-Liouville Problem.

Periodic Sturm-Liouville Problem

The differential equation (2.1) with r (a) = r (b) and boundary

condition

the Regular Sturm-Liouville Problem.

Regular Sturm-Liouville Problem

The differential equation (2.1) wit boundary condition

the Regular Sturm-Liouville Problem.

Periodic Sturm-Liouville Problem

The differential equation (2.1) with r (a) = r (b) and boundary

condition

the Regular Sturm-Liouville Problem.

Problem

Discussed the solution of Regular Sturm-Liouville problem

Problem

The problem

Problem

Discussed the solution of Regular Sturm-Liouville problem

Problem

The problem

Orthogonal Function

Function y1 (x), y2 (x), ..... defined over sum interval [a, b] are

called orthogonal on this interval with respect to weight

function r (x) > 0 if for all m and all n different from m,

Z b

(ym , yn ) = r (x)ym (x)yn (x)dx = 0 (m 6= n), (2.7)

a

Norm ym

The norm kym k of ym is defined as

s

p Z b

kym k = (ym , ym ) = r (x)ym2 (x)dx. (2.8)

a

Orthonormal Function

Function y1 (x), y2 (x), ..... defined over some interval [a, b] are

called orthonormal on this interval with respect to weight

function r (x) > 0 if for all m and all n different from m,

Z b

0 if m 6= n

(ym , yn ) = r (x)ym (x)yn (x)dx = δmn =

a 1 if m = n

(2.9)

Example

The differential equation of vibration of string is given as

y 00 + λy = 0, y (0) = 0, y (π) = 0.

Here λ = ρTω where ρ is density, ω is angular velocity and T is

the tension force. Show that the eigenfunction of this problem

form an orthogonal set on the interval.

Theorem

Suppose we have a Sturm-Liouville problem on an interval

[a, b], then

I If φ is an eigenfunction, then so is cφ for any non zero

real number c.

I Let λm and λn be distinct eigenvalues of the problem,

with corresponding eigenfunctions φm and φn . Then

Z b

p(x)φn (x)φm (x)dx = 0 (2.10)

a

Differential equation (ry 0 )0 + (q + λp)y = 0.

I Every eigenvalue of the Strum-Liouville problem is real

Orthogonal Series

Let y0 , y1 ...... be orthogonal with respect to a weight function

r (x) on an interval [a, b], and let f (x) be a function that can

be represented by a convergent series

∞

X

f (x) = an yn (x) = a0 y0 (x) + a1 y1 (x) + ..... (2.11)

n=0

generalized Fourier series. If ym are the eigenfunction of S.L.P

then equation (2.11) is called eigenfunction expansion.

Expansion of Function

Suppose the eigenvalues λn and corresponding eigenfunction

φn for n = 1, 2, .... and f (x) be a given function, we want to

write

∞

X

f (x) = cn φn (x) (2.12)

n=1

Rb

p(x)f (x)φn (x) dx

cn = a R b (2.13)

a

p(x)φ2n (x) dx

Example

Expand f (x) = x 2 (1 − x) for y 00 + λy = 0; y 0 (0) = y 0 ( π2 ) = 0.

in term of its eigenfunctions

Series Solution

equation with variable

d 2y dy

a0 (x) 2

+ a1 (x) + a2 (x)y = 0 (2.14)

dx dx

let as assume a0 (x) 6= 0 then above equation will be

d 2y dy

2

+ P(x) + Q(x)y = 0 (2.15)

dx dx

a1 (x) a2 (x)

Known as normal form, where P(x) = a0 (x)

, Q(x) = a0 (x)

Definition (Analytic Function)

A function f (x) is said to be analytic at x0 if f (x) has Taylor’s

series expansion about x0 given as:

∞

X f n (x0 )

(x − x0 )n

n=0

n!

Definition (Ordinary Point or Regular Point)

A point x0 is said to regular point of the above given

differential equation (2.2), if both P(x) and Q(x) are analytic

at x0 .

If a function is not analytic at x0 then it is said to have singularity

at x0 .

Definition ( Singular Point)

A point x0 is said to be singular point of above given

differential equation(2.2) if either P(x) or Q(x0 ) or both are

not analytic at x0 .

Definition (Regular Singular Point)

A singular point x0 is said to be regular singular point if both

(x − x0 )P(x) and (x − x0 )2 Q(x) are analytic at x0 . Other wise

it is called irregular point.

Example

Find the Singularity of the following

Power Series

c0 + c1 (x − x0 ) + c2 (x − x0 )2 ..............cn (x − x0 )n ...... or

X∞

cn (x − x0 )n

n=0

is known as the power series of x about x = x0 . The constants

c0 , c1 ......cn known as coefficients and x0 is known as the center

of the power series.

Theorem

If x0 is a regular point of differential equation (2.2), then a

general solution of (2.2) is obtained as linear combination of

two linearly independent power series solution of the form

∞

X

cn (x − x0 )n (2.16)

n=0

and both power series converge in some interval |x − x0 | <

R(R > 0).

Solution about Regular Point

Let x = x0 is the regular point of the differential equation

y 00 + P(x)y 0 + Q(x)y = 0. we assume a power series solution

as

∞

X

y= an (x − x0 )n (2.17)

0

and then collect the coefficient of x 0 , x 1 , x 2 .....x n . Find the

recurrence relation for coefficient, put in to equation (2.17) to

get series solution.

Example

Find the power series solution of

y 00 + x 2 y = 0 about x = 0.

Example

Find the power series expansion of

00 0

(1 − x 2 )y − 2xy + 2y = 0

Example

Find power series solution of y 0 + 2xy = 1

1−x

.

Frobenius Method

an extension of the power series method known as the Frobenius

Method. In this method we consider power series such as:

∞

X ∞

X

(x − x0 )r cn (x − x0 )n or cn (x − x0 )n+r

n=0 n=0

An equation of the for [r (r − 1) + p0 r + q0 ]a0 = 0 is known as

the indicial equation.

Example

Solve x 2 y 00 + 5xy 0 + (x + 4)y = 0.

Frobenius Solution

I If indicial equation has distinct root the say r = r1 , r2

then solution will be

y1 = x r1 (a0 + a1 x + a2 x 2 ......) and

y2 = x r2 (A0 + A1 x + A2 x 2 ......).

I If indicial equation has equal root say r1 = r2 = r then

solution will be

y1 = x r (a0 + a1 x + a2 x 2 ......) and

y2 = y1 (x) ln x + x r (A1 x + A2 x 2 ......).

I If indicial equation has root differ by an integer say r1 , r2

then solution will be

y1 = x r1 (a0 + a1 x + a2 x 2 ......) and

y2 = ky1 ln x + x r2 (A1 x + A2 x 2 ......).

Example

00 00 0

xy + y = 0, x(x − 1)y + (3x − 1)y + y = 0

Example (Case-2)

solve x 2 y 00 + x( 12 + 2x)y 0 + (x − 12 )y = 0

Example (case-3)

Solve x 2 y 00 + 5xy 0 + (x + 4)y = 0.

Definition (Legendre’s Differential Equation)

Legendre’s differential equation is defined as

00 0

(1 − x 2 )y − 2xy + n(n + 1)y = 0 (2.18)

quantity. The solution of Legendre’s differential equation is

known as Legendre’s polynomials .

Problem

Find the series solution of Legendre’s equation.

Legendre’s polynomials

The resulting solution of Legendre’s equation is known as

Legendre’s polynomial of degree n and is denoted by Pn (x)

given as:

M

X (2n − 2m)!

Pn (x) = (−1)m x n−2m (2.19)

m=0

2n m!(n− m)!(n − 2m)!

where M = n2 or n−1 2

which ever is integer.

The first five polynomial solutions are

P0 (x) = 1, P1 (x) = x

1 1

P2 (x) = (3x 2 − 1), P3 (x) = (5x 3 − 3x)

2 2

1 1

P4 (x) = (35x − 30x + 3), P5 (x) (63x 5 − 70x 3 + 15x)

4 2

8 8

Theorem (Rodrigues’s Formula)

For n = 0, 1, 2.....

1 dn

Pn (x) = n n

((x 2 − 1)n ) (2.20)

2 n! dx

Proof.

Let w = (x 2 − 1)n . then w 0 = n(x 2 − 1)n−1 . then

d nw

differentiate the function n + 1 times and show that is

dx n

the solution.

Generating Function

1

If we expand G (x, t) = √1−2xt+t 2 in a power series of t, then

n

∞

1 X

G (x, t) = √ = Pn (x)t n (2.22)

1 − 2xt + t 2 n=0

Example

Show Pn (1) = 1

Example

Show Pn (−x) = (−1)n Pn (x)

Example

express 2 − 3x + 4x 2 in terms of Legendre polynomials.

Generating Function

1

If we expand G (x, t) = √1−2xt+t 2 in a power series of t, then

n

∞

1 X

G (x, t) = √ = Pn (x)t n (2.22)

1 − 2xt + t 2 n=0

Example

Show Pn (1) = 1

Example

Show Pn (−x) = (−1)n Pn (x)

Example

express 2 − 3x + 4x 2 in terms of Legendre polynomials.

Theorem

The Legendre’s Polynomials Pn (x) are orthogonal on the

interval −1 ≤ x ≤ 1.

Z 1

Pn (x)Pm (x) = 0 if m 6= m (2.23)

−1

and

Z 1

2

Pn (x)Pm (x) = if m = m (2.24)

−1 2n + 1

Problem

Find the recurrence relations between Legendre’s polynomials.

Theorem (Laplace’s First Integral for P n (x))

For n = 0, 1, 2, 3....... the Legendre Polynomial can evaluated

as

1 π

Z √

Pn (x) = (x + x 2 − 1 cos θ)n dθ. (2.25)

π 0

Example

Let Pn (x) be the Legendre polynomial of degree n. Show that

for any function f (x), for which the nth derivatives is

continuous,

Z 1

(−1)n 1 2

Z

f (x)Pn (x) dx = n (x − 1)n f n (x) dx. (2.26)

−1 2 n! −1

Example

R +1

Evaluate the value of −1

x 2 Pn+1 (x)Pn−1 (x) dx.

Fourier-Legendre Series

Suppose f (x) is defined for −1 ≤ x ≤ 1. Then the expansion

of the function f (x) in terms of Legendre’s polynomial is given

as

∞

X

f (x) = cn Pn (x). (2.27)

n=0

where

R1

−1

f (x)Pn (x) dx

cn = R1 (2.28)

P 2 (x) dx

−1 n

cn0 s is called the Fourier Legendre coefficients of f .

Example

Let f (x) = cos πx

2

for −1 ≤ x ≤ 1. Find the Fourier Legendre

Series.

Bessel’s Equation

An equation is in the form

00 0

x 2 y + xy + (x 2 − ν 2 )y = 0 (2.29)

Definition ( Bessel’s Functions)

The first solution of Bessel’s differential equation is known as

the Bessel’s function of first and denoted by Jn (x) given as:

∞

n

X (−1)m x 2m

Jn (x) = x (2.30)

m=0

22m+n m!(n + m)!

Bessel’s Equation

An equation is in the form

00 0

x 2 y + xy + (x 2 − ν 2 )y = 0 (2.29)

Definition ( Bessel’s Functions)

The first solution of Bessel’s differential equation is known as

the Bessel’s function of first and denoted by Jn (x) given as:

∞

n

X (−1)m x 2m

Jn (x) = x (2.30)

m=0

22m+n m!(n + m)!

since the Bessel’s equation is second order the we have to find

second L.I solution. We know that the indicial equation has

two roots r = ±ν, therefore second solution is depend on the

difference of 2ν of the roots, as

Case-1 If 2ν is not integer, then Jν and J−ν will be the solution,

and the general solution will be

solution will be

2 2

case we Jν and J−ν will be the solution but not L.I and

J−ν (x) = (−1)n Jν (x).

Definition (Bessel’s Function of Second Kind)

From the case-3 we define another linear independent solution

which is known as Bessel’s function of second kind and define

as

" ∞

#

2 X (−1)n [φ(k) + φ(k + 1)] 2k+n

Yn (x) = Jn [γ + ln x] + x

π k=1

22k+n+1 k!(k + n)!

n−1

2 X (n − k − 1)! 2k−n

− x

π k=0 22k−n+1 k!

The Bessel’s second kind function for non integer value can

also be written as

1

Y n (x) = [Jν (x) cos(νπ) − J−ν (x)] (2.33)

sin(νπ)

Example

solve the differential equation 9x 2 y 00 − 27xy 0 + (9x 2 + 35)y = 0

Example q

2

n

Prove (i) J−ν (x) = (−1) Jν (x) (ii) J− 1 (x) = πx

sin(x).

2

Theorem

The general solution of Bessel’s differential equation for any

ν = n is given as:

Application of Legendre and Bessel’s Equation

Example

If a, b, c are constant and n is any non negative integer the

solution of the Bessel equation of the form

a2 − v 2 c 2

00 2a − 1 0 2 2 2c−2

y + y + b c x + y =0

x x2

(2.35)

will be

Example (The critical Length of a Vertical Rod)

Consider a thin elastic rod of uniform density and circular

cross section, clamped to the vertical position. The rod is

clamped in a vertical position. The critical length LC is the

transition between these two states. If L ≥ LC , the rod

remains bent, but if L < LC , it returns to the vertical after a

small displacement. We want to derive an expression for LC .

SO the equation is given as

Z x

00

EIy (x) = w [y (ξ) − y (x)]dξ (2.38)

0

Example (The critical Length of a Vertical Rod)

Consider a thin elastic rod of uniform density and circular

cross section, clamped to the vertical position. The rod is

clamped in a vertical position. The critical length LC is the

transition between these two states. If L ≥ LC , the rod

remains bent, but if L < LC , it returns to the vertical after a

small displacement. We want to derive an expression for LC .

SO the equation is given as

Z x

00

EIy (x) = w [y (ξ) − y (x)]dξ (2.38)

0

after simplifying the differential equation will be

w 0

y 000 (x) + xy = 0 (2.39)

EI

after simplifying the differential equation will be

w 0

y 000 (x) + xy = 0 (2.39)

EI

let y 0 = u there fore we get

w

u 00 + xu = 0 (2.40)

EI

For solution use the standard form as Bessel’s equation.

after simplifying the differential equation will be

w 0

y 000 (x) + xy = 0 (2.39)

EI

let y 0 = u there fore we get

w

u 00 + xu = 0 (2.40)

EI

For solution use the standard form as Bessel’s equation.

Example (Symmetrical vibration of a stretched

string)

Image a very thin piece of drum skin, aluminium foil, or sheet

rubber stretched uniformly in circular frame. The eqaution of

vibration string is

Module-3-Fourier series

Definition

Even and Odd Function A f (x) is said to be even if

f (−x) = f (x) and odd if f (−x) = f (x).

Definition

Periodic Function A f (x) is said to be periodic with period

T if f (x + T ) = f (x), T > 0.

Theorem

Any real valued function f (x) can written as sum of even and

odd function as:

f (x) + f (−x) f (x) − f (−x)

f (x) = +

2 2

Fourier Series

Let f (x) be a real values function defined over some domain

D and periodic with period 2l. The Fourier series of f (x) is

defined as:

∞ h

X nπx nπx i

f (x) = a0 + an cos( ) + bn sin( ) (3.1)

n=1

l l

where

Z l

1

a0 = f (x)dx (3.2)

2l −l

Z l

1 nπx

an = f (x) cos( )dx (3.3)

l −l l

Z l

1 nπx

bn = f (x) sin( )dx (3.4)

l −l l

If f (x) is even then Fourier series of f (x)

∞ h

X nπx i

f (x) = a0 + an cos( ) (3.5)

n=1

l

where

Z l

1

a0 = f (x)dx (3.6)

l −l

2 l

Z

nπx

an = f (x) cos( )dx (3.7)

l −l l

for f (x) is odd then the Fourier series of f (x)

∞ h

X nπx i

f (x) = bn sin( ) (3.8)

n=1

l

where

Z l

2 nπx

bn = f (x) sin( )dx (3.9)

l −l l

Example

Find the Fourier series of

f (x) = x, x 2 , x + x 2 , e x for − 1 < x < 1

Example

Find the Fourier transform of a periodic signal function f (x)

passes through

a analog signal

−k if − π < x < 0

f (x) =

k if 0 < x < π

Example

a sinusoidal voltage E sin ωt where t is time, is passed through

a half wave rectifier that clips the negative portion of the wave

find the Fourier series of resulting periodic function:

0 if − L < t < 0,

u(t) = (3.10)

E sin ωt if 0 < t < L

Fourier Half Range Series

If f is defined over the half interval 0 ≤ x ≤ L. We can write a

Fourier cosine series and Fourier Sine series for f on [0, L].

Cosine Series

Suppose f (x) is defined for 0 ≤ x ≤ L. To get pure Cosine

series on this interval we defined

∞

a0 X nπx

f (x) = + an cos( ) (3.11)

2 n=1

L

where

Z L

2 nπx

an = f (x) cos( ) dx (3.12)

L 0 L

Example

Let f (x) = e 2x for 0 ≤ x ≤ 1 find half range Fourier Cosine

Fourier Half Range Series

If f is defined over the half interval 0 ≤ x ≤ L. We can write a

Fourier cosine series and Fourier Sine series for f on [0, L].

Cosine Series

Suppose f (x) is defined for 0 ≤ x ≤ L. To get pure Cosine

series on this interval we defined

∞

a0 X nπx

f (x) = + an cos( ) (3.11)

2 n=1

L

where

Z L

2 nπx

an = f (x) cos( ) dx (3.12)

L 0 L

Example

Let f (x) = e 2x for 0 ≤ x ≤ 1 find half range Fourier Cosine

Sine Series

Let f (x) is defined over [0, L]. We can defined Sine series that

contains only Sine terms as

∞

X nπx

f (x) = bn sin( ) (3.13)

n=1

L

where

Z L

2 nπx

bn = f (x) sin( ) dx (3.14)

L 0 L

Example

Let f (x) = e 2x for 0 ≤ x ≤ 1 find half range Fourier sine

series.

Sine Series

Let f (x) is defined over [0, L]. We can defined Sine series that

contains only Sine terms as

∞

X nπx

f (x) = bn sin( ) (3.13)

n=1

L

where

Z L

2 nπx

bn = f (x) sin( ) dx (3.14)

L 0 L

Example

Let f (x) = e 2x for 0 ≤ x ≤ 1 find half range Fourier sine

series.

Theorem (Parseval’s Theorem)

Let f be continuous function on [−L, L] and let f 0 be

piecewise continuous. then the Fourier coefficients of f on

[−L, L] satisfy

∞ L

a02 X 2

Z

1

+ (an + bn2 ) = f (x)2 dx. (3.15)

2 n=1

L −L

∞ ∞

a02 X 2 2 L L

Z Z

X 2

+ an = f (x)2 dx. bn2 = f (x)2 dx.

2 n=1 L 0 n=1

L 0

(3.16)

Example

Find P

The Fourier Series of cos(x/2) on [π, π] and hence show

that ∞ 1 π 2 −8

n=1 (4n2 −1)2 = 16 .

Theorem (Parseval’s Theorem)

Let f be continuous function on [−L, L] and let f 0 be

piecewise continuous. then the Fourier coefficients of f on

[−L, L] satisfy

∞ L

a02 X 2

Z

1

+ (an + bn2 ) = f (x)2 dx. (3.15)

2 n=1

L −L

∞ ∞

a02 X 2 2 L L

Z Z

X 2

+ an = f (x)2 dx. bn2 = f (x)2 dx.

2 n=1 L 0 n=1

L 0

(3.16)

Example

Find P

The Fourier Series of cos(x/2) on [π, π] and hence show

that ∞ 1 π 2 −8

n=1 (4n2 −1)2 = 16 .

Definition (Fundamental Period)

Let a function has period p if f (x + p) = f (x) for all x. The

smallest positive p for which this hold is called the fundamental

period of f . For example sin(x) has fundamental period 2π.

Phase angle Form

When each an 6= 0, the phase angle form of the Fourier series

of f (x) on [− p2 , − p2 ] is

∞

a0 X

f (x) = + cn cos(nωx + δn ), (3.17)

2 n=1

p

where ω = 2π p

, cn = an2 + bn2 and δn = − arctan( bann ).

This phase angle form also called the Harmonic form of the

Fourier series for f (x) on [− p2 , − p2 ]. The term cos(nωx + δn )

is called the nth harmonic of f , cn is the nth harmonic

amplitude and δn is nth phase angle of f .

Definition (Fundamental Period)

Let a function has period p if f (x + p) = f (x) for all x. The

smallest positive p for which this hold is called the fundamental

period of f . For example sin(x) has fundamental period 2π.

Phase angle Form

When each an 6= 0, the phase angle form of the Fourier series

of f (x) on [− p2 , − p2 ] is

∞

a0 X

f (x) = + cn cos(nωx + δn ), (3.17)

2 n=1

p

where ω = 2π p

, cn = an2 + bn2 and δn = − arctan( bann ).

This phase angle form also called the Harmonic form of the

Fourier series for f (x) on [− p2 , − p2 ]. The term cos(nωx + δn )

is called the nth harmonic of f , cn is the nth harmonic

amplitude and δn is nth phase angle of f .

Example

If f (x) = x 2 on 0 ≤ x < 3 find Phase angle form if

f (x + 3) = f (x).

Example (Solution Of ODE by Fourier)

Let a mass spring system under non-sinusoidal periodic driving

force with mass m = 1g , c = o.05g /sec and k = 25g /sec 2 is

given as

where

t + π2

if −π <t <0

r (t) = π (3.19)

−t + 2

if 0<t<π

Example

If f (x) = x 2 on 0 ≤ x < 3 find Phase angle form if

f (x + 3) = f (x).

Example (Solution Of ODE by Fourier)

Let a mass spring system under non-sinusoidal periodic driving

force with mass m = 1g , c = o.05g /sec and k = 25g /sec 2 is

given as

where

t + π2

if −π <t <0

r (t) = π (3.19)

−t + 2

if 0<t<π

Harmonic Analysis

Let The Fourier series of a function f (x) with peroid 2π is

defined as

∞

a0 X

f (x) = + (an cos(nx) + bn sin(nx)) (3.20)

2 n=1

where

1 2π

Z

a0 = f (x)dx = 2 Mean Value of f(x) (3.21)

π 0

1 2π

Z

an = f (x) cos(nx)dx = 2 Mean Value of f (x) cos(nx)

π 0

(3.22)

Z 2π

1

bn = f (x) sin(nx)dx = 2 Mean Value off (x) sin(nx)

π 0

(3.23)

So from the Fourier Series We have

the First harmonic = a1 cos x + b1 sin x

Second harmonic= a2 cos 2x + b2 sin 2x

and so on.............

Example

Find the Fourier series expansion of the y = f (x) up to two

harmonic from the given tabular data.

x 0 π3 2π 3

π 4π3

5π

3

y .8 .6 .4 .7 .9 1.1

Module-4-Difference equations and

Z-Transforms

Definition

Difference Equation- Suppose we consider a sequence of

numbers a0 , a1 , a2 , ......... is defined by certain general

relationship between ai0 s such as:

or

Example

The number of rabbits on a farm increases by 8% per year in

addition to the removal of 4 rabbits per year for adoption. The

farm starts out with 35 rabbits. Let yn be the population after

n years. We can write the difference equation

y = 1.08y −4 y = 35 (4.3)

Definition

Difference Equation- Suppose we consider a sequence of

numbers a0 , a1 , a2 , ......... is defined by certain general

relationship between ai0 s such as:

or

Example

The number of rabbits on a farm increases by 8% per year in

addition to the removal of 4 rabbits per year for adoption. The

farm starts out with 35 rabbits. Let yn be the population after

n years. We can write the difference equation

y = 1.08y −4 y = 35 (4.3)

Example

The population of a country is currently 70 million, but is

declining at the rate of 1% per year. Let yn be the population

after n years. Difference equation showing how to compute yn

from yn−1 .

Difference Equation-Steady State

The steady state or long-run value represents an equilibrium,

where there is no more change in yn . We call this value y∞

b

yn = ayn−1 + b ⇒ y∞ = . (4.4)

1−a

Example

The population of a country is currently 70 million, but is

declining at the rate of 1% per year. Let yn be the population

after n years. Difference equation showing how to compute yn

from yn−1 .

Difference Equation-Steady State

The steady state or long-run value represents an equilibrium,

where there is no more change in yn . We call this value y∞

b

yn = ayn−1 + b ⇒ y∞ = . (4.4)

1−a

First Order Difference Equation

A difference equation is in the form

y (n + 1) = ay (n) + b (4.5)

The solution of the first order difference equation is given as:

an − 1

y (n) = an y (0) + b a 6= 1 (4.6)

a−1

if we take steady state

First Order Difference Equation

A difference equation is in the form

y (n + 1) = ay (n) + b (4.5)

The solution of the first order difference equation is given as:

an − 1

y (n) = an y (0) + b a 6= 1 (4.6)

a−1

if we take steady state

Example

Let x(n + 1) − 2x(n) + 4 = 0 where x(0) = 3. Find the

solution.

The solution is given as:

n −1

x(n) = 2n (3) + (−4) 22−1

Problem

An amount of USD10, 000 is deposited in a bank account with

an annual interest rate of 4%. Determine the balance of the

account after 15 years. This problem leads to the difference

equation b(n + 1) = 1.04b(n), b(0) = 10, 000

If the equation is given in the form

n−1

! n−1 n−1

!

Y X Y

yn = a(k) y (0) + a(j) c(k). (4.8)

k=0 k=0 j=k+1

Example

Find the solution of the difference equation

Definition (Shift Operator-E)

The Shift operator is defined as

The difference operator is defined as

Definition (Shift Operator-E)

The Shift operator is defined as

The difference operator is defined as

Note

The relation between these two operator is

∆=E −I (4.12)

Definition (Shift Operator-E)

The Shift operator is defined as

The difference operator is defined as

Note

The relation between these two operator is

∆=E −I (4.12)

Second Order Linear Difference Equation

The general form of second order linear difference equation is

given as:

If f (n) = 0 the equation is known as the homogeneous

difference equation otherwise inhomogeneous.

The Linear Difference Equation with Constant

Coefficient-

In equation (4.13), if the coefficients b(n), c(n) are constant

then it is linear difference equation with constant coefficients.

Solution of Homogeneous Difference Equation

(xc (n))

or

λ2 + bλ + c = 0 (4.15)

which has two roots say λ1 , λ2 then,

Case-1 When roots are distinct and real

In this case the solution is given as:

When roots are real and equal say λ1 = λ2 = λ then solution

will be

Case-1 When roots are distinct and real

In this case the solution is given as:

When roots are real and equal say λ1 = λ2 = λ then solution

will be

a ± ib then solution will be

or

Case-1 When roots are distinct and real

In this case the solution is given as:

When roots are real and equal say λ1 = λ2 = λ then solution

will be

a ± ib then solution will be

or

Example

solve the difference equation

Example

solve the difference equation

Example

solve the difference equation

Solution of Inhomogeneous difference equationxp (n)

x(n + 2) + bx(n + 1) + cx(n) = f (n), n∈N (4.23)

The general solution of the equation (4.20) is given as

x(n) = xc (n) + xp (n) (4.24)

Case-1 if f (n) = an

assuming x(n) = can and then collect the coefficients both side.

Example

Let x(n + 2) + 2x(n + 1) − 3x(n) = 4.2n

Solution of Inhomogeneous difference equationxp (n)

x(n + 2) + bx(n + 1) + cx(n) = f (n), n∈N (4.23)

The general solution of the equation (4.20) is given as

x(n) = xc (n) + xp (n) (4.24)

Case-1 if f (n) = an

assuming x(n) = can and then collect the coefficients both side.

Example

Let x(n + 2) + 2x(n + 1) − 3x(n) = 4.2n

Case -2, If f (n) = cos(an), sin(an)

then put in original equation, collect the coefficient of cos(an)

and sin(bn), simplify it find the value of A and B.

Problem

We will find the complete solution to the equation

x(n + 2) + 4x(n) = cos(2n)

Problem

We will find the complete solution to the equation

x(n + 2) − x(n + 1) − 6x(n) = 3 cos(n) + 4 sin(4n)

Case -2, If f (n) = cos(an), sin(an)

then put in original equation, collect the coefficient of cos(an)

and sin(bn), simplify it find the value of A and B.

Problem

We will find the complete solution to the equation

x(n + 2) + 4x(n) = cos(2n)

Problem

We will find the complete solution to the equation

x(n + 2) − x(n + 1) − 6x(n) = 3 cos(n) + 4 sin(4n)

Case-III- If f (n) = nk

in the form x(n) = c0 + c1 n + c2 n2 ......ck nk and then collect the

coefficients and find the value of c0 , c1 .....ck .

Problem

We will find the complete solution to the equation

x(n + 2) − x(n + 1) − 6x(n) = 36n

Standard Form of undetermined coefficients:

Example ( Samuelson’s model )

Samuelson’s model of interaction between the multiplier and

the accelerator.

It = I0 + v (Ct − Ct−1 ); v > 0.

Yt = Ct + It

and investment respectively. The first equation is the

consumption function with a one-period lag; the second is the

investment function of the accelerator type. C0 + I0 are the

levels of autonomous consumption and investment. The

marginal propensity to consume c and the accelerator

coefficient v are assumed to be constant. after simplifying

these three equation we get a combined equation:

Example ( Samuelson’s model )

Samuelson’s model of interaction between the multiplier and

the accelerator.

It = I0 + v (Ct − Ct−1 ); v > 0.

Yt = Ct + It

and investment respectively. The first equation is the

consumption function with a one-period lag; the second is the

investment function of the accelerator type. C0 + I0 are the

levels of autonomous consumption and investment. The

marginal propensity to consume c and the accelerator

coefficient v are assumed to be constant. after simplifying

these three equation we get a combined equation:

Example

The integers 0, 1, 1, 2, 3, 5, 8, 13, 21, , n are said to form

a Fibonacci sequence. Form the Fibonacci difference equation

and solve it.

Formation of Difference Equation-

Problem

Problem

Find the difference equation to represent the system in the

given figure having input and output sequence {xk } and {yk }

respectively, where D is the unit delay block and a and b are

constant feedback gains.

Formation of Difference Equation-

Problem

Problem

Find the difference equation to represent the system in the

given figure having input and output sequence {xk } and {yk }

respectively, where D is the unit delay block and a and b are

constant feedback gains.

Z-Transform

Definition (Z Transform)

The z-transform of a sequence {x}∞

−∞ is defined as

∞

X xk

Z {xk }∞

−∞ = X(z) = (4.27)

k=−∞

zk

yet undefined.

Here Z is known as the z-transform operator.

0 the z-transform is defined as

∞

X xk

Z {x}∞

0 = X(z) = (4.28)

k=0

zk

Example

Find the z transform for the sequence {xk }∞ k

0 = {2 }

z

Z {ak } = (4.29)

z −a

z

Z {k} = (4.30)

(z − 1)2

Example

Find the z transform for the sequence {xk }∞

0 = {2k}

Definition

Unit Impulse Function A sequence of particular importance is

the unit impulse or impulse sequence is defined as

Z {δk } = 1 (4.32)

Example

Find the z transform for the sequence {xk }∞ k

0 = {2 }

z

Z {ak } = (4.29)

z −a

z

Z {k} = (4.30)

(z − 1)2

Example

Find the z transform for the sequence {xk }∞

0 = {2k}

Definition

Unit Impulse Function A sequence of particular importance is

the unit impulse or impulse sequence is defined as

Z {δk } = 1 (4.32)

Property of Z Transform

∞

X f (kT )

Z {f (fT )} = . (4.33)

k=0

zk

Linearity

If {xk } and {yk } are sequence having z transform X (z) and

Y (z) respectively and if a and b are constants real or complex,

then

Shifting Property(Delaying)

1

Z {xk−k0 } = Z {xk } (4.35)

z k0

Example

1 k

The casual sequence is given as xk = 2

find z Transform of

{xk−2 }.

0 −1

kX

Z {xk+k0 } = z k0 X (z) − xn z k0 −n (4.36)

n=0

Multiplication by ak

If Z {xk } = X (z) then for a constant a

Multiplication by k n

If Z {xk } = X (z) then for a positive integer n

n

n d

Z {k xk } = −z X (z) (4.38)

dz

Theorem (Initial Value theorem)

If {xk } is a sequence with z transform X (z) then the initial

value theorem states that

z→∞

If {xk } is a sequence with z transform X (z) then the final

value theorem states that

k→∞ z→1

provided that the pole of (1 − z)−1 X (z) are inside the unite

circle.

Table of z transform:

Definition (Inverse z Transform)

The inverse z transform is denoted by Z −1 [x(z)] defined a

casual sequence {xk } whose z transform is X(z) i.e

Example

Find the

−1 z

Z (4.42)

z −2

Example

Find the

−1 z

Z (4.43)

z − 2)(z − 1)

Example

Find inverse z transform of

−1 2z + 1

Z (4.44)

(z − 3)(z + 1)

Example

Find inverse z transform of

−1 z

Z (4.45)

z 2 + a2

Example

Find inverse z transform of

−1 z

Z (4.46)

z2 − z + 1

Example

Find inverse z transform of

3 2

−1 z + 2z + 1

Z (4.47)

z3

Example

Find inverse z transform of

z(1 − e −aT )

−1

Z (4.48)

(z − 1)(z − e −aT )

Assignment-1

Assignment-2

Solution of Difference Equation-

Example

Solve the given difference equation by using z transform.

Problem

Solve the given difference equation by using z transform.

3

8yk+2 − 6yk+1 + yk = 9 y0 = 1, y1 = (4.50)

2

Problem

Solve the given difference equation by using z transform.

√

yk+2 + 2yk = 0 y0 = 1, y1 = 2. (4.51)

Formation of Difference Equation-

Problem

Find the difference equation to represent the system in the

given figure having input and output sequence {xk } and {yk }

respectively, where D is the unit delay block and a and b are

constant feedback gains.

Solution

Example

Find the output signal of the following discrete time signal

processing problem in quiescent in initial state and solve it by

using z-transformation assuming input signal xk = 2k .

Problem

The dynamics of discrete time system are determined by the

difference equation

Dtermine

the response of the system to the unit step input

0 k <0

uk = given that y0 = y1 = 1.

1 k ≥0

Z-Transfer Function

Let us consider the general linear constant coefficient difference

equation for a linear time invariant system with input sequence

uk and output sequence yk as:

(4.53)

where k ≥ 0.

Assuming the system initially to be in a quiescent state, we take

z transform both side of (4.53):

(4.54)

Definition (Z-Transfer Function)

Let Z {yk } = Y (z) and Z {uk } = U(z) be the z transform of

the given sequences. The system discrete or z transfer

function G (z) is defined as

G (z) = = (4.55)

U(z) an z n + an−1 z n−1 ............a0

state that means for the system (4.53) if

y0 = y1 = y2 = ............... = yn−1 = 0

u0 = u1 = u2 = ...............um−1 = 0.

If we put U(z) = 0 is called the characteristics equation

of the system and its order determine the order of the system

and its roots are referred as the poles of the discrete transfer

function. Like wise the roots of the Y (z) = 0 is called the

zeros of the discrete transfer function.

Example

Draw a block diagram to represent the system modelled by the

difference equation

Example

A system is specified by its z transfer function

Y (z) z −1

G (z) = = 2

U(z) z + 3Z + 2

n delay element, discuss it.

Definition (Impulse Response Function)

Consider a sequence δk = 1, 0, 0, 0, 0, 0......

We know that z{δk } = 1

Consider the system with transfer function G (z) s.t.

Y (z)

G (z) = or Y (z) = G (z)U(z). (4.57)

U(z)

the system is initially quiescent then the output sequence yδk is

called impulsive response of the system.

Hence

z{yδk } = Yδ (z) = G (z)

Example

Find the impulse response function of the system with z

transfer function

z

G (z) =

z2 + 3z + 2

Example

A system has the impulse response sequence

response when (a) a = 0.4, (b) a = 1.2. Find the step

response of the system in both cases.

Definition (Stability)

A Linear constant coefficient discrete time system with

transfer function G (z) is stable if and only if all the pole of

G (z) lie within the unit circle |z| < 1 in the complex z plane.

If one or more poles lie outside the circle then this system is

said to be unstable. If one or more pole lie on the unit circle

|z| = 1, with all the other pole lie in the unit circle then the

system is said to be marginally stable .

Problem

As system is specified by its z-transfer function

z

G (z) =

z2 + 0.3z + 0.02

Draw a block diagram to illustrate a time domain realization

of the system. Check the stability of the system and find a

second structure of the system.

Definition (Convolution)

Let x1 (n) and x2 (n) are the two sequence with z-transform

X1 (z) and X2 (z) then the Convolution of x1 (n) and x2 (n) is

defined as

x1 (n) ∗ x2 (n) = X1 (z).X2 (z)

.

Example

Find the convolution of u(n) & u(n − 1).

Theorem (Convolution Theorem)

The Convolution of x1 (n) and x2 (n) is defined as

n

X

−1

Z (X1 (z).X2 (z)) = x1 (n) ∗ x2 (n) = x1 (i)x2 (n − i)

i=0

.

Example

Find the inverse z transform by convolution

z2

Y (z) =

(z − 3)(z − 2)

.

Application of Initial and Final Value Theorem

we know that by initial value theorem

x0 = lim X (z)

z→∞

similarly

z→∞ z→∞

z→1

Example

Let z transfer function of any sequence is

2z + 1

X (z) =

(z + 1)(z − 3)

Example

Suppose a certain population of owls is growing at the rate of

2% per year. If we let x0 represent the size of the initial

population of owls and xn the number of owls n years later,

then what will be the population of the owls after 10 year if

initially they are 10000 in numbers.

Example

Solve the Fibonacci recurrence relation Fn+2 = Fn+1 + Fn ,

given F0 = F1 = 1.