Transforms and Partial Differential Equations
Transforms and Partial Differential Equations
EQUATIONS
TWO MARKS Q & A
UNIT-I
FOURIER SERIES
UNIT-II
FOURIER TRANSFORM
UNIT-III
UNIT-IV
APPLICATIONS OF PARTIAL
DIFFERENTIAL
EQUATIONS
UNIT-V
EQUATIONS
UNIT I
FOURIER SERIES
1)Explain Dirichlets conditions.
Ans:
Any function f(x) can be developed as a Fourier series
n=1
n=1
a n cosnx+ b
a0
2
sin nx
(i)
(ii)
(iii)
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
>>>>>>
2). State whether y= tan x can be expanded as a Fourier series . If so how ?
If not why ?
Soln:
tan x cannot be expanded as a Fourier series .Since tan x not satisfies
Dirichlets
conditions.(tan x has infinite number of infinite discontinuous).
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
>>>>>>
, 0< x <1
{x2,1<
x< 2
Soln:
at x=1 .
h0
=2
1
1+
Sum =
1+2
2
3
2
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
>>>>>>
4) If the Fourier series for the function
f(x) =
1
1
1
2
+
. =
1.3 3.5 5.7
4
f(x) =
1
2
Soln:
Put x =
is a point of continuity.
0 =
is
1 1
1
+
+
1
1.3 3.5 5.7
]+
2
2
2
2
1
2
=-
= -
1
1
1
+
+
1
1.3 3.5 5.7
]+
2
2
1
1
1
+
+
1.3 3.5 5.7
]
2
+1
1
1
+
+
1.3 3.5 5.7
]
2
1
1
1
+
+
1.3 3.5 5.7
= -
(2 ) 2
=
2
2
4
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
>>>>>>
5) Write a0,an in the expansion of x +x3 as a Fourier series in (- , ) .
Soln:
Let f(x) = x + x3
f(-x) = (-x) + (-x)
= -x x3
= -( x+ x3)
= -f (x)
f(x) is an odd function.
Hence a0 = 0 and an = 0
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
>>>>>>
6) What is the constant term a0 and the coefficient of cos nx , a
expansion of f(x) = x x3 in ( - ,
Soln:
f(x) = x-x3
in the Fourier
Given f(x)=cos2x
W.K.T f(x)=
1+cos 2 x
2
a0
+ an cosnx + b n sinnx
2 n=1
n=1
To find a0
1
cos2 x dx
2
cos 2 x dx
0
2 1+cos 2 x
2 dx
0
1
=
(1+cos 2 x ) dx
0
=
=
1
sin 2 x
x+
1
[ ( +0 )( 0+0 ) ]
=1
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
>>>>>>
2x
, < x <0
2x
1
, 0< x<
1+
in(- ,
find the
value of
bn, the coefficient of sinnx.
Soln:
2x
, < x <0
2x
1
, 0< x<
1+
Given
f(x)=
Here
1 ( x ) , < x <0
2 ( x ) , 0< x<
1 (x) = 1 +
1 (x)
2X
2x
2(x )
=1+
=1-
, 2 (X) = 1-
2x
2 (x)
Soln:
X=2 is a point of discontinuity in the extremum .
[ (2 )2 +(2 ) ]+ [ 22+ 2 ]
2
[ 42 ] + [ 4+2 ]
2
2+6
2
=4
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
>>>>>>
bn=0.
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
>>>>>>
11) If f(x) is an odd function defined in (-l,l), what are the values of a0 and
an?
Soln:
Given f(x) is an odd function in the interval (-l,l).
a0=0, an=0.
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
>>>>>>
12) Find the Fourier constants bn for xsinx in (- ,
Soln:
Given f(x)= xsinx in (- ,
f(-x)= (-x) sin(-x)
= (-x)(-sinx)
= xsinx
= f(x)
f(x) is an even function.
Hence bn=0.
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
>>>>>>
13) If f(x) =
x , if 0< x <
{cos
50 ,if < x <2
and f(x) = f(x+ 2 ) for all x, find the sum of the Fourier series of f(x)
at x= .
Soln:
Given f(x) =
To find f(x) at x= .
x= . is a discontinuous point in the middle.
+
+
f
f(
f
=
f (h)
f( =lim
h0
f ( + h)
f( + =lim
h 0
-----------------(1)
cos (h) = -1
= lim
h0
50 = 50.
= lim
h0
(1) f( =
1+50
2
49
.
2
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
>>>>>>
14) Determine the value of an in the Fourier series expansion of f(x) =
x3 in - <x< .
Soln
Let f(x) = x3
f(-x) = (-x)3
= -x3
=-f(x).
f(x) is an odd function.
Hence a0= 0 and an =0.
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
>>>>>>
15. If f(x) =2x in the interval (0,4),
Fourier series
expansion.
Soln:
l =2.
Here 2l =4
2l
1
l
W.K.T an=
an=
a2=
f ( x ) cos nx
l
dx.
1
2
f ( x ) cos nx
2
dx.
0
4
1
2
2 x cos 2 2x
dx.
1
=
2
2 x cos x dx .
0
x cos x dx .
0
[(
sinx
cos x
x
( 1 )
) (
x
x
x sin + cos 2
)]
[ ]
0+
1
2
[ ]
0+
1
2
= 0.
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
>>>>>>
16) Find Half range sine series for f(x) = k in 0< x <
Soln:
The sine series of f(x) in (0,
is given by
f(x) =
b n sin nx
n=1
Where bn
2
=
k sin nx dx
0
2 k cos nx
2 k
[ cos nx ]0
n
2 k
n
[ cos n cos 0 ]
2 k
(1 )n1 ]
[
n
2k
n
[ 1(1 )n ]
= 0 when n is even.
=
f(x) =
4k
n
when n is odd.
nx .
4nk sin
n=odd
4k
4k
n=odd
n=1
1
n
sin nx
sin (2n1) x
.
(2 n1)
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
>>>>>>
17) Write the formula for Fourier constants for f(x) in the interval (- , .
Soln:
a0 =
1
f ( x ) dx .
an =
1
f ( x ) cos nx dx .
bn =
1
f ( x ) sinnxdx .
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
>>>>>>
18) Find the constant a0 of the Fourier series for the function f(x) = k , 0<x<2
.
Soln:
2
a0
1
f ( x ) dx .
0
1
kdx .
0
k
2
[ x] 0 .
2 k
= 2k.
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
>>>>>>
19) If f(x) =
soln:
1
f ( x ) dx .
a0 =
1
|x| dx .
2
=
xdx .
0
2
[ ]
2 x
2
=
a0 =
[ since|x|
is an even function]
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
>>>>>>
20) In the Fourier series expansion of f(x) =
value of bn.
Soln:
Since f(x) =
bn = 0.
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
>>>>>>
21) To which value , the half range sine series corresponding to f(x) = x 2 expressed
in
the interval (0,2) converges at x=2.
Soln:
Given f(x) = x2.
X=2 is a point of discontinuity and also it is a point.
f ( 0 ) + f (2)
2
f(x) =
0+4
2
= 2.
The half range sine series corresponding to f(x) = x 2 expressed in the interval
(0,2)
converges at x=2 is 2.
At x=2 , the series converges to 0.
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
>>>>>>
22) State parsevals identity for the half-range cosine expansion of f(x) in
(0,1).
Ans:
1
a
2
2
[ f (x )] dx= 0 + a n2
1 0
2 n=1
1
Where
a0 = 2
f ( x ) dx ;
an = = 2
f ( x ) cos nx dx .
0
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
>>>>>>
23) Find the root mean square value of the function f(x) = x in the interval
(0,l).
Soln:
R.M.S =
[ f (x)]
dx
ba
x 2 dx
0
l0
[
(
1 x3
l 3
1 l3
0
l 3
l2
3
l
.
3
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
>>>>>>
24) Define root mean square value of a function f(x) in a< x< b.
Soln:
[ f ( x)]
dx
ba
y .
>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>
>>>>>>
25) What do you mean by Harmonic Analysis?
Soln:
The process of finding the Fourier series for a function given by
numerical value is
known as Harmonic Analysis . In Harmonic Analysis the Fourier
coefficients a0 ,an and
bn of the function
1
2
(or)
1
f(x) =
theorem.
************************************************************************
2.Show that f(x) =1 ,0 < x < cannot be represented by a fourier integral.
Solution :
l f(x) l dx =
1. dx
ie)
. as x .
of f(x) is given by
F(s) =
1
2
f(x) =
************************************************************************
4. What is the Fourier cosine transform & inverse cosine transform of a
function?
Solution:
The infinite
F c[f(x)] =
2
0 f(x) cos sx dx.
f(x) =
2
0
F c[f(x)] is defined by
************************************************************************
5. Find the Fourier cosine transform of f(x) =
cosx
if
0
Solution:
Fc (s) =
2
0
2 a
0
2 1 a
2 0
f(x) cos sx dx
cosx cos sx dx
[cos(s+1)x + cos(s-1)x] dx
,0 < x < a
if
x a.
6. Find
( s 1)
2 ( s 1)
Solution:
2
0
F c[f(x)] =
2
0
F c [e-ax] =
7. Find
e-ax cossx dx
2
a
2
s a 2
Solution:
2
0
Fc[f(x)] =
F c [e-x] =
2
0
e-x cossx dx
2 1
2
= 1 a
8. . Find
2
0
Fs[e-3x] =
Solution:
e-3x sin sx dx
2
s
2
s 3 2
************************************************************************
9. Find
Solution:
Let f(x) = 3e -2x
2
0
F s[f(x)] =
2
0
=3
f(x) sin sx dx
3e-2x sin sx dx
2
0
e-2x sin sx dx
2 sinsxs cos sx
2 x
e
2
4+ s
2
3
2
1
0
( s )
2
4s
=3
2 s
2
=3 s 4
2 3s
2
= s 4
************************************************************************
10. Find
Solution:
F s[f(x)] =
2
0
F s[1/x] =
f(x) sin sx dx
2
0
1/x sin sx dx
Let sx = .
x 0
S dx = d
=> 0
=> .
2 s
d
sin s
2 sin
0
d
2
2
***********************************************************************
11. Define Find
Ans:
The infinite Fourier sine transform of f(x) is defined by
F s[f(x)] =
2
0
f(x) sin sx dx
f(x) =
2
0
Fs[ f(x)]
sin sx ds
************************************************************************
12.Find the Fourier sine transform of f(x) = e -ax , a> 0 and hence deduce that
x sin mx
dx.
1 x2
= 2 e- .
Solution:
F s[f(x)] =
2
0
f(x) sin sx dx
2 s
1 s 2
=
By inversion formula
f(x) =
2
0
2
0
2 s
1 s 2 sin sx ds.
2 s sin sx
ds.
0 1 s 2
=
2 s sin sx
ds.
0 1 s 2
= 2 f(x)
= 2 e-x.
Changing x to
& s to x we get
x sin mx
dx.
1 x2
= 2 e-m.
13. If Fourier transform of f(x) = F(s) then what is Fourier transform of f(ax)
Solution:
F[f(x)] =
1
F[f(ax)] =
Put t = ax
dt = a dx
f(ax) eisx dx
x -
=> t - .
x
=> t .
1
2
=1/a
1
2
=1/a
= 1/a F[s/a]
F[f(ax)] =
f(t) eis(t/a) dt
f(x)eis/ax dx
1
2
f(ax) eisx dx
1
2
1
= -1/a
2
1
2
= -1/a
= -1/a F[s/a]
F[f(ax)]
1
a
f(t) eis(t/a) dt
F[s/a].
f(x)eis/ax dx
***********************************************************************
14.If Fourier transform of f(x) is F(s), P.T the Fourier transform of f(x) cosax
is
1/2 [F(s-a) + F(s+a)].
Solution:
1
F[f(x)] =
f(x) eisx dx
1
F[f(x) cosax ] =
= 1/2
1
=1/2 [
1
[ f(x) ei(s+a)x dx +
f(x) ei(s-a)x dx ]
f(x).
Solution:
F c[f(x) cosax] =
=1/2 [
2
0
2
0 f(x) cossx cosax dx
2
0
dx]
= 1/2 [F c(s+a) +Fc (s-a)]
2
0 f(x) cos(s-a)x
16. If F(s) is the Fourier transform of f(x) then show that the Fourier
transform
of eiax f(x) is F(s+a).
solution:
1
F[f(x)] =
1
2
f(x) ei(s+a)x dx
= F(s+a)
************************************************************************
17. If F(s) is the complex
Solution:
1
F[f(x)] =
2
1
F[f(x-a)] =
Put t=x-a
x -
dt = dx
1
=
1
=
f(t) eis(t+a) dt
2
1
=e isa
f(t) eist dt
=> t - .
=> t
=e isa F[f(t)]
= e isa F(s)
***********************************************************************
18.Given that e- x2/2 is self reciprocal under
(i)
of x e
x2
and
x2
Solution:
F c[ e
x2
F s[x e
]= e
x2
s2
d
x2
2
e
ds
]=
Fc[x
]
d
s2
2
e
ds
=
[
]
= -e
s2
= -s e
F s[x e
x2
s2
(-s)
2
d
x2
2
e
ds
]=
Fs[x
]
d
s2
2
e
ds
=
[s
]
= [s e
s2
(-s)+ e
= (1-s ) e
2
s2
s2
F s[f(x)] =
F s[e-x] =
2
0 f(x) sinsx dx
2
0 e-x sinsx dx
2
[ s/1+s2 ]
22.Give a function which self reciprocal under Fourier sine & cosine
transforms
Solution:
=1/x
*********************************************************************
23.State the modulation theorem in Fourier transform
Statement:
If F(s) is the Fourier transform of f(x) , then
F[f(x) cos ax] = 1/2 [F (s+a) +F(s-a)].
*********************************************************************
24.State the Parsevals identity on Fourier transform
Statement:
If F(s) is the Fourier transform of f(x), then
lF(s)l2 ds.
lf(x) l2 dx =
*********************************************************************
F c [xe-ax] =
Fs [e-ax]
2
0 e-ax sin sx dx ]
2 s
1 s 2
=
*************************************************************************************
UNIT:III
PARTIAL DIFFERENTIAL EQUATIONS
1)Explain how partial differential equation are formed.
Soln:
Partial differential equation can be obtained
i)by eliminating the arbitrary constants that occure in the functional
relation
between the dependent and independent variables. (OR)
ii)by eliminating arbitrary functions from a given relation between the
dependent
and independent variables.
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
Given Z= (x+a)2+(y-b)2
z
P = x = 2(x+a) ,
z
q = y = 2(y-b) ,
p
ie) x+a = 2
q
ie) y-b = 2
(1) z
p2 q2
4
z = 4
2
4z = p +q2
Which is the required p.d.e.
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
5) Form the p.d.e by eliminating the constants a and b from z = axn+byn.
Soln:
Given: z = axn+byn. ------------(1)
z
P = x = anxn-1
p
n = axn-1
px
Multiply x we get, n = axn ---------(2)
z
q = y = bnyn-1
q
n = byn-1
qy
Multiply y we get , n =byn ----------(3)
px qy
Substitute (2) and (3) in (1) we get the required p.d.e z = n + n
Zn=px+qy.
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
6.Form the partial differential equation by eliminating a and b from
z=a(x+y)+b.
Soln:
Given z = a(x+y)+b
z
P = x =a -------------(1)
z
q = y =a --------------(2)
From (1) and (2) we get the required p.d.e
p = q.
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
7) Find the p.d.e of all planes having equal intercepts on the X and Y axis.
Soln:
x y z
1
Intercept form of the plane equation is a b c
.
Given : a=b. [Equal intercepts on the x and y axis]
x y z
1
a b c
..------------(1)
Here a and c are the two arbitrary constants .
Differentiating (1) p.w.r.to x we get
1
1 z
0
0
a
c x
1 1
p0
a c
.
1
1
p
a
c .-----------------(2)
Dff(1) p.w.r.to. y we get
1 1 z
0
a c y
.
1 1
q0
a c
1
1
q
a
c .--------------------(3)
1
1
p q
c
From (2) and (3) - c
(3)
q 1 x
Px-x = qy-y
Px-qy = x-y is the required p.d.e.
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
y
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
10) Eliminate the arbitrary functions f and g from z = f(x+iy)+g(x-iy) to
obtain a partial
differential equation involving z,x,y.
Soln:
Given : z = f(x+iy)+g(x-iy)
-------------------(1)
z
P = x = f (x+iy)+g (x-iy) ----------------(2)
z
q = y =i f (x+iy)-ig (x-iy) ----------------(3)
2 z
2
r = x = f(x+iy)+g(x-iy) ----------------(4)
2 z
2
t = y = -f(x+iy)-g(x-iy) ----------------(5)
r+t=0 is the required p.d.e.
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
2 z
y 2 = 0
ie)
Integrating w.r.to y on both sides
z
y = a (constants)
z
ie) y =f(x)
Again integrating w.r.to y on both sides.
z =f(x)y+b
ie) z=f(x)y+F(x)
(or) z=y f(x)+F(x) , where both f(x) and F(x) are arbitrary.
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
12) Mention three types of solution of a p.d.e (or) Define general and
complete
integrals of a p.d.e.
soln:
(3)
z = ax+by+c
z
P = x =a
z
q = y =b
(1) a-b=0
b=a
Hence the complete integral is z = ax+ay+c.
Hence number of arbitrary constants=number of independent variables.
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
14) Obtain the complete solution of the equation z = px+qy-2 pq .
Soln:
Given :z = px+qy-2 pq
This is of the form z = px+qy+f(p,q) ,[clairauts form]
Hence the complete integral is
z = ax+by-2 ab , where a and b are arbitrary constants.
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
15) Find the complete integral of the partial differential equation (1-x)p+(2y)q =3-z.
Soln:
Given (1-x)p+(2-y)q = 3-z
p-px+2q-qy = 3-z
z = px+qy-p-2q+3
This equation is of the form z = px+qy+f(p,q) , [clairauts type]
Hence the complete integral is z = ax+by-a-2b+3.
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
16) Solve p =2qx.
Soln:
Given p =2qx, this equation is of the form f(x,p,q) = 0.
Let q=a
Then p=2ax
But dz = pdx+qdy
dz = 2ax.dx+ady
Integrating on both sides we get
z=ax2+ay+c ---------------------(1)
equation (1) is the complete integral of the given equation.
Differentiating partially w.r.to c ,we get 1=0
Hence there is no singular integral .
General integral can be found out in the usual way.
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
17)Find the complete integral of q = 2px.
Soln:
Given q = 2px
This eqn is of the form f(x,p,q)=0
a
Let q = a then p = 2 x
a
But dz = 2 x dx+ady
Integrating on both sides
a
dz = 2 x dx+a dy
a
z = 2 logx+ay+b.
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
18) Find the complete integral of pq = xy.
Soln:
Given pq = xy
p y
Hence x q
It is of the form f(x,p)=(y,q)
p y
x
q =a [a is an arbitrary constant]
Let
y
P =ax and q= a
Hence dz = p dx+qdy
y
dz = axdx+ a dy
Integrating on both sides.
x2 y2
c
z = a 2 2a
2az = a2x2+y2+b is the required complete integral.
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
19) Find the complete integral of
Soln:
p q =2x
Given
p q =2x
Now
dz = p dx- q dy
= (a+dx)2 dx+a2 dy
(a 2 x) 3
6
z=
+a2y+b is the complete integral.
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
20) Solve px+qy=z
Soln:
Given
px+qy=z -----------(1)
This eqn is of the form Pp = Qq =R
When P = x, Q = y ,R = z
dx dy dz
dx dy dz
x
y
z
dx dy
x
y
Take
dx
dy
x y
logx = logy+logc1
logx = log(yc1)
x=yc1
x
y =c1
x
ie) u= y
dx dz
x
z
Take
dx
dz
x z
, logx = logz+logc2
, logx=log(zc2)
,
x=zc2
x
z =c2
,
,
x
v= z
x x
, 0
y
z
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
^^^^^^^^^^^^^^^^^^^^^^^^^^^^
C.F = 1(y+x)+x2(y+x)
Hence z = C.F alone
z = 1(y+x)+x2(y+x).
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
22) Solve (D4-D4)z = 0
Soln:
Given (D4-D4)z = 0
The auxiliary equation is m4-1= 0
[Replace D by m and D by 1]
Solving (m2-1)(m2+1) = 0
m2-1=0
,
m2+1 =0
2
m =1
,
m2 = -1
m =1
,
m = 1 = i
ie)m =1,-1,i,-i
The solution is z = 1(y+x)+ 2(y-x)+3(y+ix)+4(y-ix).
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
23) Find the P.I of [ D 4 DD] y e
Soln:
1
ex
2
P.I= D 4 DD
1
e x 0 y
2
= D 4 DD
2
= 1 4(1)(0)
=ex .
ex
Replace D by 1 and D by 0
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
2
2
24) Solve [ D 2 DD D ] z=cos(x-3y).
Soln:
2
2
Given [ D 2 DD D ] z=cos(x-3y).
cos( x 3 y )
= 1 2(3) 9
1
cos( x 3 y )
= 16
1
The complete solution is Z = f1(y+x)+xf2(y+x)- 16 cos(x-3y) .
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^
25) Solve (D+D-2)z = 0
Soln:
Given (D+D-2)z = 0
ie) [D-(-1)D-2]z = 0
we know that working rule case (i) is
If (D-mD-c)z = 0
then z = ecx f(y+mx) where f is arbitrary
Here m = -1, c =2
UNIT-IV
APPLICATIONS OF PARTIAL DIFFERENTIAL EQUATIONS.
1. Write down all possible solutions of one dimensional wave equation.
Ans:
y(x,t)=(c1epx+c2e-px) (c3epat+c4e-pat)
y(x,t)=( c5cospx+c6sinpx) (c7cospat+c8sinpat)
y(x,t)=(c9x+c10)(c11t+c12).
2.Classify the partial differential equation 4uxx=u t
Ans:
Given 4uxx-ut=0
A=4, B=0,C=0
= B2-4AC=(0)2-4(4)0
=0
p.d.e is parabolic.
Ans:
A=x2,B=2xy,C=1+y2
=B2--4AC
=-4x2 <0
p.d.e. is elliptic.
5.A rod 20cm long with insulated sides has its ends A and B kept at 30oC and 90oC respectively.
Find the steady state temperature distribution of the rod.
Ans:
When steady state condition exists the heat flow equation is
Uxx=0
i.e.,
U(x)=c1x+c2(1)
(b).u(20)=90
Applying (a) in(1),we get
U(0)=c2=30(2)
Substituting (2) in(1),we get
U(x)=c1x+30(3)
Applying (b) in (3),we get
U(20)=c120+30=90
C1=90-30/20=6/2=3.(4)
Substituting(4)in(3),
U(x)=3x+30
6.What is the Fourier law of heat conduction.
Ans:
Q=-KA(Ux)x
Q=Quantity of heat flowing
K=thermal conductivity
A=area of cross section
UX=temperature gradient
(The rate at which heat flows across an area A at distance x from one end of a bar is
proportional to temperature gradient.)
8.In one dimensional heat equation ut = 2Uxx.What does 2 stands for?
Ans:
2=Thermal diffusivity.
(i)u(0,t)=0
(ii)u(x,0)=f(x)
(iii)u(l,t)=0
(iv)ut (x,0)=g(x)
11 .What is the basic difference between the solutions of one dimensional wave
equation and one dimensional heat equation.
Ans:
Solution of the one dimensional wave equation is of periodic in nature.
But Solution of the one dimensional heat equation is not of periodic in nature.
12.In steady state conditions derive the solution of one dimensional heat flow
equation.
Ans:
When steady state conditions exist the heat flow equation is independent of time t.
Ut=0
The heat flow equation becomes
Uxx=0
p.d.e is parabolic.
15.In 2D heat equation or Laplace equation ,What is the basic assumption.
Ans:
When the heat flow is along curves instead of straight lines,the curves lying in parallel planes
the flow is called two dimensional.
B2-4AC=4x2y2-4x2y2 =0
p.d.f is parabolic.
(b) A=y2,B=0,C=1
B2-4AC=-4y <0
p.d.f is Elliptic.
19.Classify the following second order partial differential equation
(a)4Uxx+4Uxy+Uyy -6Ux-8Uy-16U=0
(b)UXX +Uyy= U2x+U2y
Ans;
(a)A=4,B=4,C=1
B2-4AC=0
p.d.e is parabolic equation.
(b) A=1,B=0,C=1
B2-4AC=-4
<0
p.d.e is Elliptic equation.
20.The ends A and B of a rod of length 10 cm long have their temperature kept at 20C
and 70C. Find the steady state temperature distribution on the rod.
Ans:
When steady state conditions exists the heat flow equation is
Uxx=0
(a) u(0)=20
(b) u(10)=70
(2)
22. An insulated rod of length l =60 cm has its ends at A and B maintained at 30C and
40C respectively. Find the steady state solution.
Ans:
The heat flow equation is ut= 2uxx (1)
When steady state condition exist the heat flow equation becomes
Uxx=0
i.e Uxx=0
u(x)=c1x+c2
.(2)
24. If the solution of one dimensional heat flow equation depends neither on Fourier cosine
series nor on Fourier sine series , what would have been the nature of the end conditions.
Ans:
One end should be thermally insulated and the other end is at zero
temperature.
25.Explain the initial and boundary value problems .
Ans:
In ordinary differential equations, first we get the general solution
which contains
the arbitrary constants and then we determine these constants from the
given initial values.This type of problems are called initial value problems.
In many physical problems, we always seek a solution of the differential
equations,
Whether it is ordinary or partial, which satisfies some specified conditions
called
boundary conditions. Any differential equations together with these
boundary
Conditions is called boundary value problems.
UNIT V
Z-TRANSFORMS AND DIFFERENCE EQUATIONS
Z { x ( n ) }=X ( Z )= x ( n ) zn
n=
Z { x ( n ) }=X ( Z )= x ( n ) z
n=0
Z { f (t) }=F ( Z )= f ( nT ) zn
n =0
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
3. Prove that
Z [ a ]=
z
if |z|>|a| .
za
Solution:
Z { x ( n ) }= x ( n ) z
We know that
n=0
Here x(n) = an
Z { a }= a z
n
n n
n=0
an
n=0
n=0
1
zn
n
[]
a
z
a a 2
1+ +
+
z z
1
a
1
z
1
za
z
z
, |z|>|a|
za
z
n
if |z|>|a| .
ie., Z [ a ]=
za
()
[ ]
[ ]
[ ( 1x ) =1+ x + x + ]
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
{ f ( t ) }=F ( z )
, then
f ( 0 )=lim F ( z) .
z
Proof:
WKT ,
Z { f (t) }=F ( Z )= f ( nT ) zn
n =0
f ( 0 T )+ f ( 1T ) z + f ( 2 T ) z +
f (T ) f (2T )
f ( 0) +
+
+
z
z2
f (T ) f ( 2T )
+
+
z
z2
f (0)
lim F (z)=lim f ( 0 ) +
z
F ( z) .
ie., f ( 0 )=lim
z
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
[]
[]
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
6. Find Z [ an n ]
Solution:
W.K.T.
Z [ an f (n) ]=F
[]
z
a
Here f(n) = n
Z [ an n ] =[ Z [ n ] ] z z
( z1)2
z
( )
a
2
z
1
a
z
( )
a
z a 2
a
z
( )
a
2
( z a)
a2
az
( za )2
( )
( )
z
a
az
( za )2
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
7. State the Differentiation in the Z-Domain.
Statement:
d
Z [ nf (t) ] =z F [ z ]
(i)
dz
d
Z [ nf (n) ] =z F [ z]
(ii)
dz
ie. , Z [ a n n ]=
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
8. Find Z [ n2 ]
Solution:
W.K.T.
d
F [ z]
dz
d
Z [ nn ] =z Z [ n ]
dz
d
z
z
dz ( z1 )2
Z [ nf (n) ] =z
Z [ n2 ]
( z1 )2 (1)z [2(z1)]
z
(z1)4
z12 z
z
(z1)3
( z+1)
z
3
( z1 )
2
z +z
3
( z1)
2
z +z
2
[
]
ie. , Z n =
3
( z1)
Z [ n ]=
z
( z1 )2
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
9. Find the Z-transform of (n+1)(n+2).
Solution:
Z [ (n+ 1)(n+ 2) ] =Z [ n2+ 2 n+ n+2 ]
Z [ n2 +3 n+2 ]
Z [ n2 ] +3 Z [ n ] + 2 Z [1]
] [
] [ ]
z +z
z
z
+3
+2
3
2
z 1
(z1)
(z1)
2
( z + z ) +3 z ( z1 ) +2 z (z1)2
( z1)3
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
10.
State and prove Second Shifting theorem.
Statement:
If { f ( t ) }=F ( z ) , then Z [ f ( t+T ) ]= zF ( z )zf ( 0 ) .
Proof:
W.K.T.,
Z { f (t) }= f ( nT ) zn
n=0
Z [ f ( t +T ) ]= f ( nT +T ) z
n=0
f [( n+ 1 ) T ] zn
n=0
z
z
f [ ( n+1 ) T ] zn
n=0
zn
z f [ ( n+1 ) T ]
z
n=0
z f [ ( n+1 ) T ] z z
n 1
n=0
z f [ ( n+1 ) T ] z(n+1 )
n=0
z f (mT ) z
m=1
f ( mT ) zmf (0)
m =0
ie.,
where m=n+1
zf ( z ) zf (0)
Z [ f ( t + T ) ]= zF ( z )zf ( 0 ) .
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
11.
Prove that
Proof:
W.K.T.,
Z { x ( n ) }= x ( n ) z
n=0
Z { f ( n+ 1 ) }= f ( n+1 ) z n
n=0
z
n
f ( n+1 ) z
z n=0
zn
z f ( n+1 )
z
n=0
z f ( n+1 ) z z
n 1
n=0
z f ( n+1 ) z (n+1)
n=0
z f ( m) z
m=1
f ( m ) z m f (0)
m =0
ie.,
where m=n+1
zf ( z ) zf (0)
Z [ f ( n+1 ) ] =zF ( z )zf ( 0 ) .
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
12.
Find the Z-transform of unit sample sequence.
Solution:
W.K.T.,
Z { x ( n ) }= x ( n ) z
n=0
Also W.K.T.,
ie.,
(n)
( n )= 1 for n=0
0 for n> 0
..(1)
Now,
Z { ( n ) }= ( n ) zn
n=0
1+ 0+0+ [(1)]
1
ie. , Z { ( n ) }=
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
13.
Find the Z-transform of unit step sequence.
Solution:
W.K.T.,
Z { x ( n ) }= x ( n ) zn
n=0
Also W.K.T.,
(n)
ie.,
Z [ u ( n ) ] = u ( n ) z
Now,
n=0
zn [ ( 1 ) ]
n=0
1 1
1+ + 2 +
z z
1
1
1
z
1
z1
z
z
z1
[ ]
[ ]
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
14.
State Final Value theorem.
Statement:
If { f ( t ) }=F ( z ) , then
lim f ( t ) = lim ( z1 ) F ( z ) .
z1
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
15.
State Convolution theorem on Z-transform.
Statement:
(i) If Z[x(n)] = X(z) and Z[y(n)] = Y(z) then
Z{x(n) y(n)} = X(z).Y(z)
(ii) Z[f(t)] = F(z) and Z[g(t)] = G(z) then
Z{f(t) g(t)} = F(z).G(z)
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
16.
Find
Solution:
z1
z
( za ) (z b)
z1
] [
z
z
z
=z1
( za ) ( zb )
za zb
z
z
z1
z 1
za
zb
n
n
a b
[ ] [ ]
a m b nm
m=0
n
a b b
m
n m
m=0
bn a m
m=0
n
1
bm
m
a
b
()
a
a
a
b [ 1+( )+( ) + +( ) ]
b
b
b
a
1
(
b)
b
1+ a+a ++ a
[
a
( b 1)
bn
m=0
[ ]
n+1
ie. , z1
n+1
n1
a 1
=
a1
[ ]
(
)
[ ]
(
n +1
a
1
n +1
b
( ab
b )
bn
an +1b n+1
b n+1
ab
b
( )
n+1
n +1
b
bn
n+1
( ab )
n+1
b
( ab )
n +1
z
a b
=
( za )( zb )
( ab )
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
17.
Form a difference equation by eliminating arbitrary constant from
un = a 2n+1
Solution:
Given, un = a 2n+1
......(1)
n+2
un+1 = a 2
= a 2n+1 2
= 2a2n+1
.(2)
Eliminating the constant a , we get,
un 1 =0
un +1 2
2un-un+1=0
| |
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
18.
Form the difference equation from yn=a+b3n
Solution:
Given, yn=a+b3n
......(1)
n+1
Yn+1=a+b3
=a+3b 3n
.(2)
n+2
Yn+2=a+b3
=a+9b 3n
.(3)
Eliminating a and b from (1),(2)&(3) we get,
yn 1 1
y n +1 1 3 =0
y n+ 2 1 9
Yn[9-3]-(1)[9yn+1-3yn+2]+(1)[yn+1-yn+2] = 0
6yn-9yn+1+3yn+2+yn+1-yn+2 = 0
2yn+2-8yn+1+6yn = 0
yn+2-4yn+1+3yn = 0
| |
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
19.
Find
[ ]
n
a
n!
in Z-transform.
Solution:
W.K.T.,
Z { x ( n ) }= x ( n ) zn
n=0
[ ]
n
a
Z
n!
n=0
n=0
[ ]
n
a
z
n!
( a z1 )
n!
1 2
a z 1 ( a z )
1+
+
+
1!
2!
ea z
1
e =1+
x x
+ +
1! 2!
]
a
ez
a
[ ]
n
ie . , Z
a
=e z
n!
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
20.
Find
Solution:
Z [ eiat ]
using Z-transform.
z1 z z e
z eiaT
iaT
z e 1
iaT
ze
iat
ie . , Z [ e ]= iaT
z e 1
iaT
[ ]
iaT
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
21.
Find the Z-Transform of n.
Solution:
W.K.T.,
Z { x ( n ) }= x ( n ) z
n=0
Here
x ( n )=n
Z [ n ] = n z
n=0
n
n
n=0 z
1 2 3
+ 2+ 3+
z z z
1
2 3
1+ + 2 +
z
z z
z
1
z
1
z
1
[ ]
[ ]
[ ]
1
1
(1x )2=1+2 x +3 x 2+ ]
[
z
2
z1
z
2
z
z1
z2
( z1 )2
z
2
( z1)
z
ie . , Z [ n ] =
2
(z1)
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
22.
Find the Z-Transform of cosn
Solution:
z
n
W.K.T., Z [ a ] =
za
z
i n
Z [ ( e ) ]=
ze i
z
Z [ cosn+isinn ]=
z[ cos +isin ]
and sinn
z
zcosisin
( zcos ) +isin
z
( zcos )2 +sin 2
z ( zcos )
zsin
+i
2
2
( zcos ) +sin ( zcos )2+sin 2
Equatingthe realimaginary parts on both sides , we get ,
z ( zcos )
Z [ cosn ] =
( zcos )2 +sin2
zsin
Z[sinn ]
( zcos )2 +sin2
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
23.
Find Z
[]
1
, n>0.
n
Solution:
W.K.T.,
Here
Z { x ( n ) }= x ( n ) zn
x ( n )=
1
n
n=0
[]
1
1 n
= z
n n=1 n
1
n
n=1 n z
1 1
1
+ 2 + 3 +
z 2z 3z
1 2 1 3
z
1 z
+
+
+
z
2
3
2
1
x
(
)
log 1
log 1x =x
z
2
z1
log
z
1
z1
log
[ log a p= p loga ]
z
z
log
z1
1
z
ie. , Z
= log
n
z1
() ()
( )[
( )
( )
( )
[] ( )
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
2
24.
z
( za)2
using convolution
theorem.
Solution:
Z 1
] [(
) ( )]
z
z
z
=Z1
2
za
z
a
( za )
n
n
a a wheredenotes convolution .
n
a k a nk
k=0
n
a a a
k=0
n k
an
k=0
(1)
k=0
1+1+ 1+ ( n+1 )
an
( n+1 )
n
a +a n+ an +
n
(n+ 1)a
ie . , Z1
z
=(n+1)a n
( z a )2
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
25.
Evaluate
Z 1
z
z +7 z+ 10
2
Solution:
z
( z+5 )( z +2 )
X (z )
1
A
B
=
=
+
z
( z+5 )( z +2 ) ( z +2 ) ( z +5 )
1=A ( z+5 )+ B ( z +2 )
Put z=2 , we get
1= A (2+ 5 ) +B ( 0 )
1=3 A
1
A=
3
Put z=5 , we get
1= A ( 0 ) + B (5+ 2 )
1=3 B
1
B=
3
X ( z)
1
1
z
3 ( z +2 ) 3 ( z +5 )
z
z
X ( z )=
3 ( z +2 ) 3 ( z +5 )
z
z
Z { x ( n ) }=
3 ( z +2 ) 3 ( z +5 )
1
z
1
z
x ( n )= z1
z 1
3
( z +2 ) 3
( z +5 )
Let X ( z )=
[ ]
[ ]
1
1
(2 )n (5 )n
3
3
1
n n
n
[ (1 ) ( 2 5 ) ]
3
(1)n n n
[ 2 5 ]
3
ie . , Z
(1) n n
z
[ 2 5 ]
=
2
3
z +7 z +10
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~
~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~~