MA6351 Transforms and Partial Differential Equations Unit I Partial Differential Equations

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MA6351 Transforms and Partial Differential Equations III Semester
MA6351 Transforms and Partial Differential Equations
UNIT I
Partial Differential Equations
1. Solve: ( D3  D2 D  DD2  D3 ) z  0

Solution:
Auxiliary Equation
m3  m 2  m  1  0
m  1, m 2  2m  1  0
(m  1) 2  0
m  1, m  1, m  1
z  f1 ( y  m1 x)  f 2 ( y  m2 x)  xf 3 ( y  m3 x)
z  f1 ( y  x)  f 2 ( y  x)  xf 3 ( y  x)
2. Solve: ( D2  DD  D  1) z  0 .
Solution:
The given differential equation is non-homogeneous.
Here
a  1, b  1, c  0, d  1
 D  aD  b  D  cD  d   0
' '
 D  D  1  D  1  0
'
z  e x f1 ( y )  e  x f 2 ( y  x)
3. Solve: ( D  D)( D  2D  1) z  0 .

Solution:
The given differential equation is non-homogeneous.
Here
a  1, b  1, c  2, d  0
 D  aD  b  D  cD  d   0
' '
 D  D  1 D  2D   0
' '
z  f1 ( y  x)  f 2 ( y  2 x)
Department of Electronics and Communication Engineering 1
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4. Find the particular integral of ( D2  4DD) z  e3 x4 y .

Solution:
1
Particular Integral  e3 x  4 y
D  4 DD
2 '
1
 2 e3 x  4 y
(3)  4(3)(4)
1
 e3 x  4 y
9  48
1
 e3 x  4 y
39
5. Find the particular integral of ( D2  3DD  2D2 ) z  cos( x  2 y) .

Solution:
1
Particular integral  2 cos( x  2 y )
D  3DD '  2 D '
2
1
 cos( x  2 y )
(1)  3(2)  2(4)
2
1
 cos( x  2 y )
1  6  8
1
 cos( x  2 y )
3
6. Find the complete integral of p  q  0 .

p  q  0................ 1
This is of th type F ( p, q)  0
The trialsolution is z  ax  by  c........  2 
To find complete integral
z
Let p   a...........(3)
x
z
q  b............(3)
y
substituting  3 in 1 we get
a b  0
a  b................ 4 
using (4) in (2) we get
z  ax  by  c
z  ax  ay  c
z  a( x  y )  c
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7. Solve: p  q  1
Solution:
p  q  1............... 1
This is of the type F(p,q)=0
The trialsolution is z=ax+by+c........  2 
To find complete integral
put p=a and q=b
substitute p and q in (1)
a  b 1
b  1 a
 
2
 z  ax  1  a yc
z x y
8. Find the complete solution of    pq .
pq q p
Solution:
Given equation is of the form z  px  qy  f  p, q 
Then the solution is z  ax  by  f  a, b 
z x y
Given    pq
pq q p
z xp  yq  pq pq

pq pq
z  px  qy  pq pq
Put p  a, q  b
3
z  ax  by   ab  2
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z z
9. Find the complete integral of p  q  pq where p  and q  .
x y
Solution:
p  q  pq.........(1)
F ( p, q )  0
Solution z  ax  by  c........(2)
Put p  a q  b in (1)
a  b  ab
a  ab  b
a  b(a  1)
a
b in (2)
a 1
 a 
z  ax    yc
 a 1 
10. Find the complete integral of p  y 2  q  x 2 .

Solution:
Given: p  y 2  q  x 2
Given equation is of the f1 ( x, p)  f 2 ( y, q)
Then thesolution is z   pdx   qdy
p  x2  q  y 2  k
p  x2  k  p  k  x2
q  y2  k  q  k  y2
z   (k  x 2 )dx   (k  y 2 )dy
x3 y3
z  kx   ky  c
3 3
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11. Find the general solution of px  qy  z .

Solution:
The equation is of the form Pp  Qq  R
dx dy dz
The auxilliary equation is  
P Q R
dx dy dz
 
x y z
case1:
dx dy

x y
Integrating on both sides
dx dy
 x

y
log x  log y  log C1
x
log    log C1
 y
x
 C1
y
case 2 :
dy dz

y z
dy dz
 y

z
log y  log z  log C2
 y
log    log C2
z
y
 C2
z
The solution is  (C1,C2 )  0
 x y
 ,   0
y z
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12. Solve: p tan x  q tan y  tan z

Solution:
dx dy dz
P Q R
dx dy dz
 
tan x tan y tan z
GROUP 1:
dx dy

tan x tan y
dx dy
 tan x   tan y
log sin x  log sin y  log a
 sin x 
log    log a
 sin y 
sin x
a
sin y
GROUP 2 :
dy dz

tan y tan z
dy dz
 tan y   tan z
log sin y  log sin z  log b
 sin y 
log    log b
 sin z 
sin y
b
sin z
The solution is  ( a, b)  0
 sin x sin y 
 , 0
 sin y sin z 
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13. Solve: x 2 p  y 2 q  z 2
Solution:
dx dy dz
P Q R
dx dy dz
 
x2 y 2 z 2
GROUP 1:
dx dy

x2 y 2
dx dy
x 2
 y 2
 1 1
  C1
x y
1 1
C1  
x y
GROUP 2 :
dy dz
 2
y2 z
dy dz
y 2
 z 2
 1 1
  C2
y z
1 1
C2  
y z
The solution is  (C1,C2 )  0
1 1 1 1
  ,    0
x y y z
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14. Form the partial differential equation by eliminating the constants a and b from
z  ( x2  a 2 )( y 2  b2 ) .
Solution:
z  ( x 2  a 2 )( y 2  b 2 )...........(1)
z
p  ( y 2  b 2 )(2 x)
x
z
q  ( x 2  a 2 )(2 y )
y
p
 y 2  b 2 ..........(2)
2x
q
 x 2  a 2 ..........(3)
2y
Sub (2) &(3) in (1)
 p  q 
z    
 2x   2 y 
4 xyz  pq
15. Form the partial differential equation from z  ( x  a)2  ( y  b)2 .

Solution:
z  ( x  a) 2  ( y  b) 2 ...........(1)
z
p  2( x  a)
x
z
q  2( y  b)
y
p
x  a  ..........(2)
2
q
y  b  ..........(3)
2
Sub (2) & (3) in (1)
2 2
 p q
z     
 2  2
p2  q2
z
4
4z  p  q2
2
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16. Form the partial differential equation by eliminating the arbitrary constants from
z  a 2 x  ay 2  b .
Solution:
z  a 2 x  ay 2  b
z
p  a2
x
z
q  a (2 y )
y
q
y
(2a ) 2
q2
y2 
(2a) 2
q2
y2 
4a 2
q2
y2 
4p
4 y2 p  q2
17. Form the partial differential equation by eliminating the arbitrary function from
z  f ( xy) .
Solution:
z  f ( x, y )
z
p  f '( xy ) y
x
z
q  f '( xy ) x
y
p
f '( xy )  ............(1)
y
q
f '( xy )  ............(2)
x
p
(1) f '( xy ) y
 
(2) f '( xy ) q
x
p q

y x
px  qy
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18. Form the partial differential equation by eliminating the arbitrary constants a and
b from the equation ( x2  a 2 )  ( y 2  b2 )  z 2  1 .
Solution:
( x2  a 2 )  ( y 2  b2 )  z 2  1
Differentiating with respect to 'x'
z
2x  2z 0
x
2 x  x
p 
2z z
x
z ..........(1)
p
Differentiating with respect to 'y'
z
2 y  2z 0
y
2 y  y
q 
2z z
y
z ..........(2)
q
From (1) &(2)
x  y

p q
qx  py
xq  py  0
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19.Form the partial differential equation by eliminating the arbitrary function

from z  f ( x 2  y 2 )
Solution:
z  f ( x2  y 2 )
z
p  f '( x 2  y 2 )2 x
x
z
q  f '( x 2  y 2 )2 y
y
p
 f '( x 2  y 2 ).............(1)
2x
q
 f '( x 2  y 2 ).............(2)
2y
From (1) & (2)
p q

2x 2 y
py  qx  0
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UNIT –II
Fourier Series
Problem 1
State the Dirichlets conditions
Solution:
a0  
A function f (x) can be expanded in Fourier series, f (x)    an cos nx  bn sin nx
2 n1 n 1
where a0 , an , bn are constant s provided the following conditions are proved
Conditions:
1. f (x) is periodic single valued and finite
2. f (x) has finite number of discontinuities in one period (piecewise continuous)
3. f (x) has finite number of maxima and minima
Problem 2
State the convergence conditions on Fourier series.
Solution:
A Fourier series of f (x) converges to
(i) f (x) , if x is a point of continuity
f (x )  f(x )
(ii) , if x is a point of discontinuity
2
Problem 3
State Euler’s formula when f (x) is expanded has Fourier series in c  x  c  2
Solution:
Euler’s formula:
The Fourier series for f (x) in the interval c  x  c  2 is given by
a0  
f (x)    an cos nx  bn sin nx
2 n1 n 1
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c  2
1
a0 
 
c
f (x) dx
c  2
1
Where
an 
 
c
f (x) cosnxdx
c  2
1
bn 
 
c
f (x) sinnxdx
Problem 4
Does f (x)  tan x possess a Fourier expansion
Solution:
No f (x)  tan x possess a Fourier expansion in the interval ( ,  ) . Since it has infinite discontinuity

at x 
2
Problem 5
State parsevals theorem on Fourier series .
Solution:
If y  f (x) is expressed as a Fourier series in (a, b) then where a, b are Fourier constant, y is the
b 2
1
 f (x) dx .
b  a a
R.M.S given by y 
2
Problem 6
Find the constant term in the Fourier series corresponding to f(x)  cos2 x express in terms of the
interval ( ,  )
a0
Solution: We know that constant term
2
Given
f(x)  cos 2 x
f ( x)  cos 2 ( x)
 cos 2 ( x)
 f(x)
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 The Given function is even

2
a0 
  f (x) dx
0

2

 cos xdx 2
0

2 1  cos 2 x

 ( ) dx
0
2

2

  (1  cos 2 x) dx
0

1 sin 2 x 
 x 
 2  0
1
   0

a0  1
a0 1
 Constant term  .
2 2
Problem 7
If f (x)  sinhx is defined in ( ,  ) , write the value of a 0 an
Solution:
f (x)  sinhx
Put x  x
f ( x)  sinh( x)
  sinhx
  f (x)
The given function is an odd function
a 0  an  0
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Problem 8
If f (x) is an odd function of x in (l , l ) , what are the values of a0 and an in the Fourier series of f (x)
Solution:
Given f (x) is an odd function
 a 0  an  0
SECTION: II
HALF RANGE SERIES
Problem 1
Find the RMS value of f (x)  x in 0  x  l
Solution:
b 2
1
 f (x) dx
b  a a
W.K.T y 
2
Given f (x)  x in the interval (0, l )

l
1  x3 
  
l  3 0
1 l3 
   0
l3 
l3
y2 
3
l
y
3
Problem 2
 sin x sin 2 x sin 3x sin 4 x  1 2
If x  2 
 1

2

3

4
 .......... in 0  x   then prove that

 n2  6
Solution:
Given series is a half range Fourier sine series
 sin x sin 2 x sin 3x sin 4 x 

x  2     ..........
 1 2 3 4 
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x  sin x sin 2 x sin 3x sin 4 x 

     ..........
2  1 2 3 4 
x
f (x) 
2
By parseval’s theorem,
 2

2
  f (x) dx   bn
2
 0 n 1
 
2 x2

0 4
dx  
n 1
bn2 
(1)

2
W.K.T bn 
  f (x)sinnxdx
0

2 x
 0 2
bn  sinnxdx

1   cos nx   sin nx  
= x     (1)   2  
  n   n 0
1  cos n   sin n  
=  ( )   2   0  sin 0
  n   n  
1   (1)n 
 
  n 
(1)n
bn 
n
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SECTION III
COMPLEX FORM
Problem 1
Write down the complex form of the Fourier series for f (x) in (c,c 2 )
Solution:

f (x)  ce
n 
n
inx
c  2
1
cn 
2 
c
f (x)einx dx
SECTION IV
HARMONIC ANALYSIS
Problem 1:
What is known as harmonic analysis?
The process of finding the Fourier series for a function y  f (x) from tabulated values x and y at equal
intervals of x is called harmonic analysis
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UNIT – III
APPLICATIONS OF PARTIAL DIFFERENTIAL EQUATIONS
SECTION 1
ONE DIMENSIONAL WAVE EQUATION
Problem 1:
2 y 2  y
2
In the wave equation 2  c . What does c 2 stands for?
t x 2
Solution:
T Tension
c2  
M Mass per unit length
Problem 2:
What are the possible solutions of one dimensional wave equation?
Solution:
The possible solutions are:
i). y( x, t )  ( Ae px  Be px )(Ce pat  De pat )

ii). y( x, t )  ( A cos px  B sin px)(C cos pat  D sin pat )
iii). y( x, t )  ( Ax  B)(Ct  D)
Problem 3:
A tightly stretched string with fixed end points x  0 and x  l is initially at rest in equilibrium
x 
position given by y( x, 0)  y0 sin 3   . If it is released from rest in the position, write the
 l 
boundary conditions.
Solution:
The boundary conditions are:
i). y(0, t )  0, t  0
ii). y(l , t )  0, t  0
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y ( x, 0)
iii). 0
t
x 
iv). y( x, 0)  y0 sin 3  ,0  x  l
 l 
Problem 4:
State Fourier law of heat condition.
Solution:
The rate at which heat flows across an area A at a distance x from one end of a bar is given by
 u   u 
Q   KA   where K  Thermal conductivity,    The temperature gradient at x.
 x  x  x  x
SECTION 2
ONE DIMENSIONAL HEAT EQUATION
Problem 1:
In steady state conditions derive the solution of one dimensional heat flow equation.
Solution:
When steady state conditions exist the heat flow equation is independent of time ‘t’.
u
0
t
 2u
 2 0
x
Problem 2:
What is the basic difference between the solutions of one dimensional wave equation and one
dimensional heat equation?
Solution:
i). The solution of the one dimensional wave equation is of periodic in nature.
ii). The solution of the one dimensional heat equation is not periodic in nature.
Problem 3:
State any two laws which are assumed to derive one dimensional heat equation.
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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 across any area is proportional to the area and to the gradient
normal to the curve.
Problem 4:
State one dimensional heat equation with the initial and boundary conditions.
Solution:
u  2u
The one dimensional heat equation is 2 2 .
t x
The boundary conditions are:
i). u(0, t )  K10c for all t > 0

ii). u(l , t )  K20c for all t > 0
iii). u( x,0)  f ( x) in (0, l )
Problem 5:
What are the possible solutions of one dimensional heat equation?
Solution:
The possible solutions of one dimensional heat equation are:
i). u( x, t )  ( Ae px  Be px )Ce

2 2
p t
ii). u( x, t )  ( A cos px  B sin px)Ce

2
p 2t
iii). u( x, t )  Ax  B
Problem 6:
In the heat equation ut   2uxx , what does  2 stands for?
Solution:
In heat equation  2 = Thermal diffusivity.
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Problem 7:
A rod of 50 cm long with insulated sides has its end A and end B kept at 20 C and 70 C
respectively. Find the steady state temperature distribution of the rod?
Solution:
Let l = 50 cm
 2u
When steady state conditions prevail the heat flow equation is  0.
x 2
u( x)  ax  b ---------------- (1)
When steady state conditions prevail the boundary conditions are u(0)  20; u(l )  70 ----
(2)
Applying (2) in (1) we get
u(0)  b  20 -------------------------------------- (3)
u(l )  al  20  70
al  70  20  50
50
a --------------------- (4)
l
Substituting (3) and (4) in (1), we get
50 x
u ( x)   20 ; l  50
l
Problem 8:
A tightly stretched string of length 2l is fixed at both ends. The midpoint of the string is
displaced to a distance ‘b’ and released in this position. Write the initial conditions
Solution:
The initial conditions are
i). y(0, t )  0, t
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ii). y(2l , t )  0, t
y
iii). ( x, 0)  0
t
 bx
 l ,0  x  l
iv). y ( x , 0)  
 b (2l  x), l  x  2l
 l
Problem 9:
Write down the one dimensional heat flow equation in unsteady state.
Solution:
u  2u
The one dimensional heat flow equation in unsteady state is 2 2 .
t x
SECTION 3
CLASSIFICATIONS OF PARTIAL DIFFERENTIAL EQUATIONS
Problem 1:
Classify the partial differential equation uxx  xu yy  0
Solution:
Given uxx  xu yy  0
Here A =1, B = 0, C = x.
 B 2  4 AC  0  4(1)( x)
B 2  4 AC  4 x  0 for x  0
B 2  4 AC  4 x  0 for x  0
 The equation is elliptic for x  0
The equation is hyperbolic for x  0
Problem 2:
Classify the partial differential equation 3uxx  4uxy  3u y  2ux  0
Solution:
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Given 3uxx  4uxy  3u y  2ux  0
 B 2  4 AC  (4)2  4(3)(0)
 16  0
 16  0
 The nature of the given partial differential equation is hyperbolic.
Problem 3:
Classify the partial differential equation x2uxx  2 xyuxy  (1  y 2 )u yy  2ux  0
Solution:
Given x2uxx  2 xyuxy  (1  y 2 )u yy  2ux  0
Here A = x2, B = 2xy, C = 1+y2

 B 2  4 AC  4 x 2 y 2  4 x 2 (1  y 2 )
 4x2 y 2  4x2  4x2 y 2
 4 x 2  0
 The nature of the given partial differential equation is elliptic.
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Unit-IV
Fourier Transforms
Part-A
1. State the Fourier integral theorem
Fourier integral theorem:
If f  x  is piece-wise continuously differentiable and absolutely integrable in

(, ) then
 
1
f ( x) 
 
0 
f (t ) cos  (t  x) dt d 
2. Write down the Fourier transform pair.
The fourier transform and the inverse fourier transforms are called fourier
transform pair

1
F  s   F [ f ( x)]   f ( x) eisx dx
2 

1
 F ( s) e
 isx
f ( x)  ds
2 
3. State the Parseval’s identity theorem on Fourier transform.
1
If F  f ( x)  F  s  , then F  f ( x) cos ax    F  s  a   F  s  a 
2
 
 F ( s) ds   f ( x) dx
2 2
 
4. State and prove the Modulation theorem.
Modulation theorem:
1
If F[ f ( x)]  F  s  then F[ f ( x) cos ax]  [ F ( s  a)  F ( s  a)]
2
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Proof:
Consider L.H.S
  eiax  e iax  
F [ f ( x) cos ax]  F  f ( x)  
  2 
 
1
 F  f ( x)(eiax  eiax ) 
2
1
  F ( f ( x)eiax )  F ( f ( x)eiax ) 
2
1
 [ F ( s  a)  F ( s  a)] (by property 2)
2
1
 F[ f ( x) cos ax]  [ F (s  a)  F (s  a)]
2
5. Prove that F  f ( x  a)  eias F (s) .

Proof:
By definition of Fourier transform

1
F s   f ( x) eisx dx
2 

1
F[ f ( x  a)] 
2


f ( x  a) eisx dx
Put x  a  t
 x  at
 dx  dt
when x    t  
xt 

1
F [ f ( x  a)] 
2


f (a  t  a) eis ( a t ) dt
ias 
e

2


f (t ) eist dt
 e F [s]
ias
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 F[ f ( x  a)]  eias F[s]
6. State and prove the change of scale of property.
1 s
If F  f ( x)  F  s  , then F  f (ax)  F   , provided a  0
a a
Proof:

1
W.K.T F s   f ( x) eisx dx
2 

1
F [ f (ax)] 
2


f (ax) eisx dx
Put ax  t
t
 x
a
dt
 dx 
a
Case (i):
If a  0 , t :  to 
 t
1 is   dt
F [ f (ax)] 
2 

f (t ) e a
a
 t
1 1 is  

a 2 

f (t ) e a
dt
1 s
F[ f (ax)]  F .........................................(1)
a  a 
Case (ii):
If a  0 , t :  to  
 s
1 i  t dt
F [ f (ax)] 
2 

f (t ) e a
a
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 s
1 1 i  t

a 2 

f (t ) e  a  dt
1 s
F[ f (ax)]   F   .........................................(2)
a a
 From (1) and (2)
1 s
F [ f (ax)]  F 
a a
0 , x  0
1

7. Find the Fourier integral representation of f(x) defined as f ( x)   , x  0 .
2
e x , x  0
Solution:
By definition of Fourier integral theorem
 
1
f ( x) 
 
0 
f (t ) cos  (t  x) dt d 
1  
 0 
  
 0  
0 cos  (t  x ) dt d   
0
e t cos  (t  x) dt d  


1
 
 e t
cos(t   x) dt d 
0 0

1
 
 e t
(cos t cos  x  sin t sin  x) dt d 
0 0
1  
  
 0  0 0
  cos  x e t
cos  t dt  cos  x  sin  x e t
sin  t dt d 


1   1    
 
 0 cos  x  2 
 1  
 sin  x  2 
 1   
d

1  cos  x  sin  x 
  d 
 0 1 2 
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x , 0  x 1

8. Find the Fourier sine transform of f ( x)  2  x , 1  x  2 .
0 ,x 2

Solution:
By definition of Fourier sine transform


2
Fs  s    f ( x) sin sx dx
 0
2    cos sx   sin sx      sin sx   

1 2
  cos sx 
        
   s   s 2  0    
x (2 x ) ( 1)
 s   s  1 
2
2    cos s sin s     sin 2s    cos s sin s   

    2   (0  0)     0    2  
   s s    s2   s s  
2   cos s sin s sin 2s cos s sin s 
  2  2   2 
  s s s s s 
2  2sin s sin 2s 
  2 
  s 2 s 
2  2sin s  sin 2s 
 Fs  s  
  s2 
1
9. Find the Fourier sine transform of f ( x)  .
x
Solution:

2
 0

2 1
 0 x
 sin sx dx

Put sx    x 
s
d
 dx 
s
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
2 s d
 
 sin 
0
s

2 sin 

 0

d
2 

 2

 Fs  s  
2
n
n d
10. If F  f ( x)  F  s  , then F  x n f ( x)    i  F s
ds n
Solution:
By definition of Fourier transform

1
F  s   F [ f ( x)]   f ( x) eisx dx
2 
Differentiate w.r.t ' s ' on both sides


d d 1
F s   f ( x) eisx dx
ds ds 2 

1  isx

2 
 f ( x)
s
e dx

1

2


f ( x) eisx ix dx
In general,

dn 1
F s   f ( x) eisx (ix)n dx
2
n
ds 

1
 (i)n  ( x)
n
f ( x) eisx dx
2 
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dn
n
F  s   (i)n F[ xn f ( x)]
ds
dn
 F[ xn f ( x)]  (i)n F s
ds n
11. If f ( x)  e ax ( a  0), find the Fourier sine transform of f(x).

Solution:

2
 0

2

 ax
 e sin sx dx
0
2 s 
 Fs  s  
  a 2  s 2 
12. If F ( s) is the Fourier transform of f(x), show that

1
Fc  f ( x) cos ax    Fc (s  a)  Fc (s  a) .
2
Proof:
By definition of Fourier cosine transform

2
Fc  s    f ( x) cos sx dx
 0
Consider L.H.S

2
Fc  f ( x) cos ax    f ( x) cos ax cos sx dx
 0

2

  f ( x) cos sx cos ax dx
0

2 1
2 0
  f ( x) [cos(s  a) x  cos(s  a) x] dx

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1 2 
 
2
2   0 
  f ( x) cos( s  a) x dx  f ( x) cos( s  a) x dx 
0 
1
  Fc (s  a)  Fc (s  a)
2
1
 Fc  f ( x) cos ax    Fc (s  a)  Fc (s  a)
2
1 s
13. Prove that the Fourier cosine transform of f (ax) is Fc .
a  a 
Proof:
By definition of Fourier cosine transform

2
Fc  s    f ( x) cos sx dx
 0
Consider L.H.S

2
Fc  f (ax)   f (ax) cos sx dx
 0
Put ax  t
t
 x
a
dt
 dx 
a
when x  0  t  0
x t 

2  st  dt
Fc  f (ax) 

f (t ) cos  
0 a a

1 2 s

a 0 f (t ) cos   t dt
a
1 s
 Fc  f (ax)  Fc   ;a>0
a a
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sin x , 0  x  a
14. Find the Fourier sine transform of f ( x)  
0 , xa
Solution:


2
 0
2 
a 
  sin x sin sx dx   0 dx 
 0 a 
2 
a
   sin x sin sx dx 
 0 
a
2 1
cos(s  1) x  cos(s  1) x dx
 2 0

1  sin( s  1) x sin( s  1) x 
a
 
2  s  1 s  1  0
 sin( s  1)a sin( s  1)a 

a
1
  s  1  s  1 
2 0
1  sin( s  1)a sin( s  1)a 

a
 Fs [s]  
2  s  1 s  1  0
 e ax  ebx 
15. Find Fs   .
 x 
Solution:
 e ax  ebx   e ax   e bx 
Fs    Fs  
 sF 
 x   x   x 
2 s 2 s
 tan 1    tan 1  
 a  b
2  1  s   s 
  tan    tan 1   
  a  b 
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UNIT – V
Z-TRANSFORM
SECTION I
Problem 1:
State and prove initial value theorem in Z-transform?
Solution:
Statement:
If Z[ f (n)]  F ( z) then lim F ( z )  f (0)  limf(n)

z  n 0
Proof:

We know that Z [ f (n)]   f (n) z  n
n 0
F ( z )  f (0) z 0  f (1) z 1  f (2) z 2  ...

2
1 1
F ( z )  f (0)  f (1)    f (2)    ...
z z
Taking lim on both sides

z
 f (1) f (2) 
lim F ( z )  lim  f (0)   2  ...
z  z 
 z z 
 f (0)
lim F ( z)  limf(n)
z  n0
Problem 2:
State final value theorem in Z-transform.
Solution:
Statement:
If Z[ f (n)]  F ( z) then lim f (n)  lim( z 1) F( z)

n z 1
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Problem 3:
State time reversal property for bilateral Z-transform.
Solution:
Statement:
1
If Z[ f (k)]  F ( z ) then z[f(k )]  F  
z
Proof:

Z [ f ( k)]  
k 
f (k ) z  k
Put –k = n  k  n

Z [ f ( k)]   f (n) z n
n 
 n
1 1
  f (n)    F 
n  z z
1
 Z [f(k )]  F  
z
Problem 4:
Define unit-step function. Write its Z-transform.
Solution:
1 for n  0
A discrete unit-step equation u(n) is defined by U (n) :{1,1,1,...}  
0 for n  0
Its transformation is

Z [U (n)]  U (n) z  n
n 0
 1  z 1  z 2  ...
1
 1
 1  
 z
1
 z 1 
 
 z 
z
 Z [U (n)] 
z 1
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Problem 5:
2z
If F ( z )  find f (0) and lim f (t ) .
z  e T t 
Solution:
We know that initial value theorem

z  n0
f (0)  lim F (z)

z 
2z 
 lim 

z  z  e 1

2
f (0)  lim
z  1 0
f (0)  2
We know that final value theorem is
If Z[ f (n)]  F ( z) then lim F ( z)  lim( z 1) F( z)

n z 1
lim f (t )  lim( z  1) F ( z )
t  z 1
2z
 lim( z  1)
z 1 z  e T
2
 (1  1)
1  e T
lim f (t )  0
t 
Problem 6:
5z
If F ( z )  find f(0) and lim f (t ) .
( z  2)( z  3) t 
Solution:
We know that initial value theorem is

z  n0
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f (0)  lim F (z)

z 
5z 
 lim 
z  ( z  2)( z  3) 
5
f (0)  lim
z  ( z  2).1  ( z  3).1
5
 lim
z  z  2  z  3
f (0)  0
We know that final value theorem is
If Z[ f (n)]  F ( z) then lim F ( z)  lim( z 1) F( z)

n z 1
lim f (t )  lim( z  1) F ( z )
t  z 1
5z
 lim( z  1)
z 1 ( z  2)( z  3)
5
 (1  1)
(1  2)(1  3)
lim f (t )  0
t 
Problem 7:
Find z[r n cos n ] and z[r n sin n ]
Solution:
We Know that
z
Z [a n ] 
za
z
 Z [(rei ) n ] 
z  rei
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z z  rei
Z [r (cos n  i sin n )] 
n

z  rei z  rei
z 2  zr (cos   i sin  )
 2
z  rz (ei  e i )  r 2
z 2  zr cos  izr sin 
  2
z  2rz cos   r
2 2
z  2rz cos   r 2
z 2  zr cos 
Z [r n cos n ] 
z 2  2rz cos   r 2
izr sin 
Z [r n sin n ] 
z  2rz cos   r 2
2
Problem 8:
an
Find the Z-transform of .
n!
Solution:

Z [ f (n)]   f (n) z  n
n 0

an n
 z
n 0 n !

(a / z ) n

n 0 n!
( a / z ) ( a / z ) 2 ( a / z )3
 1   ...
1! 2! 3!
 an  a/ z
z  e
 n! 
Problem 9:
1
Find the Z-transform of .
n!
Solution:
1  1
Z     z n
 n ! n  0 n !
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(1/ z ) (1/ z )2 (1/ z )3

 1   ...
1! 2! 3!
1
Z    e1/ z
 n !
Problem 10:
Find the Z-transform of (n  1)(n  2) .
Solution:
Z[(n  1)(n  2)]  Z[n 2  3n  2]
 Z [n 2 ]  Z [3n]  2Z [1]
z2  2 z z
 3 2
( z  1) 3
( z  1) 2
z 1
3
2z3  z 
  2
( z  1)  z  1 
3
Problem 11:
Find the Z-transform of a n .
Solution:

Z [ f (n)]   f (n) z  n
n 0

Z [a n ]   a n z  n
n 0
 n
a
  
n 0  z 
2 3
a a a
 1         ...
z z z
1 1
 a  za
 1     
 z  z 
z
Z [a n ] 
za
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Problem 12:
 1 
Find Z  .
 n  1 
Solution:
 1   1 n
Z  z
 n  1  n 0 n  1
1/ z (1/ z ) 2
 1   ...
2 3
 1 (1/ z ) 2 (1/ z )3 
 z    ...
z 3 3 
 z 
 z log 
 z  1 
CONVOLUTION
SECTION 2
Problem 1:
State convolution of two functions.
Solution:
n
f (n)  g (n)   f (r ) g (n  r )
r 0
Problem 2:
State convolution theorem for Z-transform.
Solution:
i). Z[ f (n)  g (n)]  F ( z)G( z)
ii). Z[ f (t)  g (t)]  F ( z)G( z)
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Problem 3:
Define convolution of two sequences { f (n)} and {g (n)} .
Solution:
n
f (n)  g (n)   f (r ) g (n  r )
r 0
SECTION – IV
Problems based on formation of difference equation.
Problem 1:
Form a difference equation by elimination the arbitrary constant A from yn  A.3n .
Solution:
yn  A.3n
yn 1  A.3n 1  3 A.3n
 3 yn
yn1  3 yn  0
Problem 2:
Form a difference equation by eliminating the arbitrary constants from yn  A  B.2n

.
Solution:
yn  A  B.2n
yn 1  A  B.2n 1
 A  2 B.2n
yn2  A  B.2n2  A  4B.2n
Eliminating ‘A’ and ‘B’, we get
yn 1 1
y n 1 1 2  0
yn  2 1 4
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yn (4  2)  1(4 yn 1  2 yn  2 )  1( yn 1  yn  2 )  0
2 yn  4 yn 1  2 yn  2  yn 1  yn  2  0
yn  2  3 yn 1  2 yn  0
Problem 3:
Find the difference equation from yn  ( A  Bn)2n
Solution:
yn  ( A  Bn)2n
 A.2n  Bn.2n
yn1  A.2n1  B(n  1).2n1

 2 A.2n  2 B(n  1).2n
yn  2  A.2n 2  B(n  2).2n 2

 4 A.2n  4 B(n  2).2n
Eliminating ‘A’ and ‘B’, we get
yn 1 n
y n 1 2 2(n  1)  0
yn  2 4 4(n  2)
yn [8(n  2)  8(n  1)]  [4(n  2) yn1  2(n  1) yn2 ]  n[4 yn1  2 yn2 ]  0
8 yn [n  2  n  1]  yn1[4n  4(n  2)]  yn2 [2(n  1)  2n]  0
8 yn  8 yn1  yn2 [2]  0
4 yn  4 yn1  yn2  0
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MA6351 Transforms and Partial Differential Equations Unit I Partial Differential Equations

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MA6351 Transforms and Partial Differential Equations Unit I Partial Differential Equations

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MA6351 Transforms and Partial Differential Equations

Partial Differential Equations

1. Solve: ( D3  D2 D  DD2  D3 ) z  0

3. Solve: ( D  D)( D  2D  1) z  0 .

Department of Electronics and Communication Engineering 1

4. Find the particular integral of ( D2  4DD) z  e3 x4 y .

5. Find the particular integral of ( D2  3DD  2D2 ) z  cos( x  2 y) .

6. Find the complete integral of p  q  0 .

Department of Electronics and Communication Engineering 2

Department of Electronics and Communication Engineering 3

10. Find the complete integral of p  y 2  q  x 2 .

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11. Find the general solution of px  qy  z .

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12. Solve: p tan x  q tan y  tan z

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Department of Electronics and Communication Engineering 7

15. Form the partial differential equation from z  ( x  a)2  ( y  b)2 .

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Department of Electronics and Communication Engineering 9

Department of Electronics and Communication Engineering 10

19.Form the partial differential equation by eliminating the arbitrary function

Department of Electronics and Communication Engineering 11

State the Dirichlets conditions

where a0 , an , bn are constant s provided the following conditions are proved

1. f (x) is periodic single valued and finite

2. f (x) has finite number of discontinuities in one period (piecewise continuous)

3. f (x) has finite number of maxima and minima

State the convergence conditions on Fourier series.

A Fourier series of f (x) converges to

(i) f (x) , if x is a point of continuity

State Euler’s formula when f (x) is expanded has Fourier series in c  x  c  2

The Fourier series for f (x) in the interval c  x  c  2 is given by

Department of Electronics and Communication Engineering 12

Does f (x)  tan x possess a Fourier expansion

State parsevals theorem on Fourier series .

Department of Electronics and Communication Engineering 13

 The Given function is even

If f (x)  sinhx is defined in ( ,  ) , write the value of a 0 an

The given function is an odd function

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Given f (x) is an odd function

HALF RANGE SERIES

Find the RMS value of f (x)  x in 0  x  l

Given f (x)  x in the interval (0, l )

Given series is a half range Fourier sine series

 sin x sin 2 x sin 3x sin 4 x 

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x  sin x sin 2 x sin 3x sin 4 x 

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What is known as harmonic analysis?

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APPLICATIONS OF PARTIAL DIFFERENTIAL EQUATIONS

ONE DIMENSIONAL WAVE EQUATION

What are the possible solutions of one dimensional wave equation?

The possible solutions are:

i). y( x, t )  ( Ae px  Be px )(Ce pat  De pat )

The boundary conditions are:

Department of Electronics and Communication Engineering 18

State Fourier law of heat condition.

ONE DIMENSIONAL HEAT EQUATION