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Mathematical Methods: Muhammad Usman Hamid
Mathematical Methods: Muhammad Usman Hamid
The main objective of this course is to provide the students with a range of
mathematical methods that are essential to the solution of advanced problems
encountered in the fields of applied physics and engineering. In addition this
course is intended to prepare the students with mathematical tools and
techniques that are required in advanced courses offered in the applied
physics and engineering programs.
Recommended Books:
Powers D. L., Boundary Value Problems and Partial Differential Equations,
Boyce W. E., Elementary Differential Equations, John Wiley and Sons
Krasnov M. L. Makarenko G. I. and Kiselev A. I, Problems and Exercises in
the Calculus of Variations, Imported Publications, Inc.
J. W. Brown and R. V. Churchil, Fourier Series and Boundary Value
Problems, McGraw Hill
A. D. Snider, Partial Differential Equations: Sources and Solutions, Prentice
Hall Inc.
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Course Contents:
Fourier Methods:
The Fourier transforms. Fourier analysis of the generalized
functions. The Laplace transforms. Hankel transforms for the
solution of PDEs and their application to boundary value
problems.
Green‟s Functions and Transform Methods:
Expansion for Green‟s functions. Transform methods. Closed
form Green‟s functions.
Variational Methods:
Euler-Lagrange equations. Integrand involving one, two, three
and n variables. Special cases of Euler-Lagrange‟s equations.
Necessary conditions for existence of an extremum of a
functional. Constrained maxima and minima.
Perturbation Techniques:
Perturbation methods for algebraic equations. Perturbation
methods for differential equations.
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DIFFERENCE EQUATION
An equation involving differences (derivatives) is called difference
equation.
DIFFERENTIAL EQUATION
An equation that relate a function to its derivative in such a way that
the function itself can be determined.
OR an equation containing the derivatives of one dependent variable
with respect to one or more independent variables is said to be a
differential equation.
It has two types:
i. Ordinary differential equation (ODE)
ii. Partial differential equation (PDE)
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EXAMPLES:
( ) ( )
are partial differential equations. In general ( )
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The functions u(x, y) = (x + y) and u(x, y) = sin(x − y) , are solutions of the last
equation of above and we can easily be verified.
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EXERCISES
For each of the following, state whether the partial differential
equation is linear, quasi-linear or nonlinear. If it is linear, state
whether it is homogeneous or nonhomogeneous, and gives its order.
(a) uxx + xuy = y, (b) uux − 2xyuy = 0, (c) + uuy = 1,
(d) uxxxx +2uxxyy + uyyyy = 0, (e) uxx +2uxy + uyy = sinx,
(f) uxxx + uxyy +logu = 0, (g) sinu = ey,
(h) ut + uux + uxxx = 0.
ANS: Linear (a,d,e) Non – linear (c,f,g) Qausi – linear (b,h)
INITIAL CONDITIONS:
If all conditions are given at the same value of the independent variable, then
they are called initial conditions .
For example for a differential equation of order one
( ) ( ) ( )
Then ( ) with ( ) then x = a is an initial condition.
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BOUNDRY CONDITIONS:
If the conditions are given at the end points of the intervals of definition (i.e. for
different value of the independent variables) are at the boundary of the domain
of definition then they are called boundary conditions.
For example with ( ) ( ) is a BVP
PRINCIPLE OF SUPERPOSITION:
According to this principle, if we know „n‟ solutions
“ ” we can construct other as linear combination.
Statement:
if are solutions of a linear, homogeneous PDE then
where are constant is
also a solution of the equation.
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Since the L.H.S of this equation is a function of x only and the R.H.S
is a function of y only
′ ′
and where is separation constant.
Consequently, gives two ordinary differential equations
X′ (x) − 2λX (x) = 0 and Y′ (y) +λY (y) = 0
These equations have solutions given, respectively, by
X (x) = Ae2λx and Y (y) = Be−λy
where A and B are arbitrary integrating constants.
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0 1 0 1 0 1 0 1
Thus , we obtain
0 1 and 0 1 where is separation constant.
and √
Solving these ODE‟s we find
√
( ) and ( )
where A and B are arbitrary constant. Thus, the general solution is
√ √
( ) ( ) ( ) 4 5( *
where C = AB is an arbitrary constant.
Using the condition u(x,0) = 3exp. / we determine that C = 3 and
( √ )
λ= (1/2), and the solution becomes ( )
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( ) 6 . / √ 7
where C = A + B is an arbitrary constant.
(ii) 0 ( )1 0 ( )1 ……..(iii)
let v v (x, y) = f (x) + g (y) f+g
(iii) 0 ( ( ) ( ))1 0 ( ( ) ( ))1
, ( )- , ( )- , ( )- , ( )-
, ( )- , ( )-
Thus , we obtain
, ( )- and , ( )- where is separation constant.
( ) and ( ) √
Integrating above both ( ) and ( ) √
where A and B are arbitrary constant. Thus, the general solution is
( ) ( ) ( ) √
√
( ) √ . /
Where is an arbitrary constant.
√
Now ( ) . /
Therefore, the final solution is
√
( ) where C is integrating constant.
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Example:
Solve by method of separation of variables
( ) ( ) ( ) ( ) ( ) ( )
Since L.H.S of this equation is a function of x only and the R.H.S is a function
of „t‟ only
( ) ( ) ( ) 0 √ √ 1[ ] 0 √ √ 1
( ) 0 √ √ 1 where
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Example:
Solve by method of separation of variables
Since L.H.S of this equation is a function of x only and the R.H.S is a function
of „t‟ only
( ) ( ) ( ) 0 √ √ 10 √ √ 1
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where , - , -
and
And solving
and ( ) for ( )
or ( ) for ( )
Consequently, the general solution is given by
( ) ( ) ( ) ( )
0 √ √ 1[ ]0 √ √ 1
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Example:
Since the L.H.S of this equation is a function of x only and the R.H.S is a
function of t only
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EXERCISES
1. Apply the method of separation of variables ( ) ( ) ( ) to
solve the following equations:
(a) ux + u = uy, u (x,0) = 4e−3x (b) uxuy = u2
(c) ux +2uy = 0, u (0,y) = 3e−2y
(d) x2uxy +9y2u = 0, u (x,0) = exp( ) (e) yux − xuy = 0
(f) ut = c2 (uxx + uyy) (g) uxx + uyy = 0.
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* ( )+ ( ) ∫ ( )
√
* ( )+ ( ) ∫ ( )
√
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Example:
( *
Show that for a Guassian Function { } is
√
constant.
Solution. We have, by definition
* ( )+ ∫ ( ) ∫
√ √
[. / ]
* ( )+ ∫ ∫
√ √
Consider 𝐢𝐤𝐱 𝐚𝐱 𝟐
. / 𝐢𝐤𝐱
* ( )+ ∫ 𝐚 .𝒙𝟐
𝒂
/
√
𝟐𝐢𝐤𝐱
.𝒙𝟐 /
𝟐𝒂
Put . / 𝐚< =
√ . / √ √
𝐢𝐤 𝟐
. / . /
𝐢𝐤 𝟐
𝟐𝒂 𝟐𝒂
𝐢𝐤 𝟐 𝐤 𝟐
. / 𝒂 [.𝐱 / ]
* ( )+ ∫ ∫
𝟐𝒂 𝟒𝒂𝟐
√ √ √
* ( )+ √ ∫ √
√
( *
* ( )+ { }
√
* ( )+ [∫ ( ) ∫ ( ) ∫ ( ) ]
√
* ( )+ [∫ ∫ ∫ ]
√
* ( )+ ∫ . / √ . /
√ √
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Example:
Find the Fourier transform of ( )
Similarly when
Now using ( )
( )
,( ) ( )-
( )
( ) ( )
( )( ) ( )
Similarly
( )
( ) ( )
( )( ) ( )
Now * ( )+ ∑ , -
√ √ √
Now we use for the contour as a semi circle in upper half plane and
for the contour as a semi circle in lower half plane
* ( )+ ,( ) ( ) - , -
√ √
* ( )+ 0 1 √ [ ]
√
| | | |
* ( )+ √ [ ] | |
| | | |
* ( )+ √ √
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( *
Example: Show that 2 3
√
Solution. We have, by definition
* ( )+ ∫ ( ) ∫
√ √
6. / 7
* ( )+ ∫ ∫
√ √
Consider 𝐢𝐤𝐱 𝐚𝐱 𝟐
. /
* ( )+ ∫
√ 𝐢𝐤𝐱
𝐚 .𝒙𝟐 /
𝒂
Put . / √ . / √ √ 𝟐𝐢𝐤𝐱
.𝒙𝟐 /
𝟐𝒂
. / 𝐚< =
𝐢𝐤 𝟐 𝐢𝐤 𝟐
* ( )+ ∫ ∫ . / . /
√ √ √ 𝟐𝒂 𝟐𝒂
𝐢𝐤 𝟐 𝐤 𝟐
* ( )+ √ ∫ √ 𝒂 [.𝐱
𝟐𝒂
/
𝟒𝒂𝟐
]
√
( *
* ( )+ 2 3
√
| |
Example: Show that { } √
( )
Solution. We have, by definition
| |
* ( )+ ∫ ( ) ∫
√ √
| | ( ) ( )
* ( )+ ∫ ∫ ∫
√ √ √
* ( )+ 0 1 √
√ ( )
* ( )+ ∫ . / √ . /
√ √
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Solution
We have, by definition
* ( )+ ∫ ( )
√
* ( )+ ∫ ………(i)
√ √| |
( )
As | | {
( )
() * ( )+ [∫ ∫ ]
√ √| | √| |
* ( )+ 0∫ ∫ 1
√ √ √
for first integral let then with if then
for second integral let then with if then
* ( )+ 0∫ ( ) ∫ 1
√ √ √
* ( )+ 0∫ ∫ 1
√ √ √
* ( )+ 0∫ ( ) 1
√ √
* ( )+ [∫ ( * ]
√ √
* ( )+ √ ∫
√
* ( )+ √ ∫ √
* ( )+ √ ∫ By gamma function
√
* ( )+ √ ∫ √ ∫ √𝒙 ∫𝒆 𝒖
𝒖𝒙 𝟏
𝒅𝒖
√ √ √
𝟎
* ( )+ √ √ 𝟏 𝟏
√ 𝚪( * ∫𝒆 𝒖
𝒖𝟐 𝟏
𝒅𝒖
𝟐
𝟎
* ( )+ √
𝟏
𝒖
√𝛑 ∫𝒆 𝒖 𝟐 𝒅𝒖
𝟎
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Solution
We have, by definition
* ( )+ ∫ ( )
√
* ( )+ ∫ ………(i)
√
* ( )+ 0∫ ∫ 1
√
for first integral let then with if then
* ( )+ 0∫ ( ) ∫ 1
√
* ( )+ 0 ∫ ∫ 1
√
* ( )+ 0 ∫ ∫ 1
√
* ( )+ ∫ ( )
√
* ( )+ ∫ . /
√
* ( )+ ∫
√
* ( )+ ∫ putting
√
* ( )+ ∫
√
* ( )+ √
√
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* ( )+ ∫ ( ) ∫ ( )
√ √
* ( )+ * ( )+ * ( )+
* ( ) ( )+ * ( )+ * ( )+ hence proved.
LINEARITY PROPERTY: THE INVERSE FOURIER TRANSFORMATION IS
LINEAR.
Proof. Let ( ) ( ) ( ) where a and b are constants.
We have, by definition
* ( )+ ∫ ( ) ∫ , ( ) ( )-
√ √
* ( )+ ∫ ( ) ∫ ( )
√ √
* ( ) ( )+ * ( )+ * ( )+ hence proved.
, ( )- ∫ ( ) * ( )+ ( )
√
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( * ( *
, ( )- ∫ ( ) ∫ ( ) ( )
√ √
If then , ( )- ( ) If then , ( )- ( )
Hence , ( )- (| | ) ( )
( ) , ( )- ∫ ( )
√
̅̅̅̅̅̅̅
( ) [̅̅̅̅̅̅̅
( )] ∫ ̅̅̅̅̅̅̅
( ) ∫ ( )
( ) ( )
√ √
Hence ( ) ̅̅̅̅̅̅̅
( )
ATTENUATION PROPERTY:
For a function ( ) the result will be , , ( )- ( )
Proof. By definition ( ) , ( )- ∫ ( )
√
Then , ( )- ∫ ( ) ∫ ( )
√ √
, ( )- ( )
∫ ( ) ……….(i)
√
( ) ( )
Also , ( )- ∫ ( ) ……….(ii)
√
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MODULATION PROPERTY(i):
, ( )- , ( ) ( )-
Proof. By definition , ( )- ,. / ( )-
, ( )- , * ( )+ * ( )+- , ( ) ( )-
Proof. By definition , ( )- ,. / ( )-
, ( )- , * ( )+ * ( )+- , ( ) ( )-
( ) ∫ ( )( ) ∫ ̅̅̅̅̅̅̅̅
( )
√ √
Hence ( ) ̅̅̅̅̅̅̅
( ) then ( ) is real.
( ) , ( )- ∫ ( ) ∫ ( ( ))
√ √
( ) , ( )- ∫ ( )
√
( ) ∫ ( )( ) ∫ ( )
√ √
Hence ( ) ̅̅̅̅̅̅̅
( ) or ̅̅̅̅̅̅̅
( ) ( ) then ( ) is pure imaginary.
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[̅̅̅̅̅̅̅̅
( )] ∫ ̅̅̅̅̅̅̅̅
( ) ∫ ( ) ̅̅̅̅̅̅̅
( )( )
√ √
[̅̅̅̅̅̅̅̅
( )] ∫ ̅̅̅̅̅̅̅
( ) ∫ ̅̅̅̅̅̅̅
( )
√ √
[̅̅̅̅̅̅̅̅
( )] ∫ ̅̅̅̅̅̅
( ) replacing with x
√
̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅̅
[̅̅̅̅̅̅̅̅
( )] ∫ ( ) ̅̅̅̅̅̅̅
( )
√
[̅̅̅̅̅̅̅̅
( )] ̅̅̅̅̅̅̅
( ) as required.
, ( )- 0| ( )| ∫ ( ) ( ) 1
√
, ( )- [ ( )∫ ( ) ]
√
, ( )- ( ) , ( )- ( ) ( )
For n = 2
, ( )- ∫ ( )
√
, ( )- 0| ( )| ∫ ( ) ( ) 1
√
, ( )- [ ( )∫ ( ) ]
√
, ( )- ( ) , ( )- ( )( ) ( ) ( ) ( )
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This result can be easily extended. If f and its first (n − 1) derivatives are
continuous, and if its nth derivative is piecewise continuous, then
, ( )- ( ) , ( )- ( ) ( ) .............
provided and its derivatives are absolutely integrable. In addition, we
assume that and its first (n − 1) derivatives tend to zero as |x| tends to
infinity.
The function ( )( ) ∫ ( ) ( )
√
is called the convolution of the functions f and g over the interval (−∞,∞)
PROPERTY:
( )( ) ∫ ( ) ( ) ( )
√
Hence
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* ( ) ( )+ ∫ ( )2 ∫ ( ) 3
√ √
* ( ) ( )+ ∫ ( ) ( )
√
* ( ) ( )+ ∫ ( ) ( ) ( )( )
√
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∫ ( ) ( ) ∫ ( ) ( )
√ √
∫ ( ) ( ) ∫ ( ) ( )
∫ ( ) ( ) ∫ ( ) ( )
Putting ( ) ̅̅̅̅̅̅̅
( ) then ( ) ̅̅̅̅̅̅̅̅̅
( ) * ( )+ {̅̅̅̅̅̅̅̅̅
( )}
( ) ̅̅̅̅̅̅̅
( ) {̅̅̅̅̅̅̅̅̅
( )} ̅̅̅̅̅̅̅
( ) for complex .
∫ ( )̅̅̅̅̅̅̅
( ) ∫ ( )̅̅̅̅̅̅̅
( )
where the bar denotes the complex conjugate.
∫ | ( )| ∫ | ( )|
In terms of the notation of the norm, this is ‖ ‖ ‖ ‖
∫ ( ) ( ) ∫ ( ) ( )
√ √
by putting we get ∫ ( ) ( ) ∫ ( ) ( )
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now by definition ( ) , ( )- ∫ ( )
√
| ( )| | ∫ ( ) | ∫ | | | ( )|
√ √
| ( )| ∫ | ( )| since | |
√
| ( )| since ∫ | ( )|
√
| ( )| where
√
( ) is bounded.
Now for continuity of ( ) we have
( )
( ) ( ) ∫ ( ) ∫ ( )
√ √
( ) ( ) ∫ ( ) ( ) ( ) say
√
, ( ) ( )- ( ) ………..(i)
Now ( ) exists if ( ) is uniformly convergent.
For this consider
|( )| | ∫ ( ) ( ) |
√
|( )| ∫ | || || ( )|
√
|( )| ∫ ( )| || ( )|
√
|( )| ∫ |( ) || ( )|
√
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|( )| √ ∫ √ | ( )|
√
|( )| ∫ √ | ( )|
√
|( )| ∫ √ | ( )|
√
|( )| ( )
() , ( ) ( )-
( ) ( ) ( ) is continuous.
Hence If ( ) is piecewise smooth and absolutely integrable function on the
interval ( ) then its fourier transformation ( ) is bounded and
continuous.
RIEMANN LEBESQUE THEOREM
If ( ) is piecewise smooth and absolutely integrable function then
| | ( )
PROOF: given that ( ) is piecewise smooth and absolutely integrable
function i.e. ∫ | ( )|
now by definition ( ) , ( )- ∫ ( )
√
( ) [| ( ) | ∫ ( ) ]
√
| ( )| | [| ( ) | ∫ ( ) ]|
√
| ( )| | [| ( ) | ∫ ( ) ]|
√
| |
| ( )| || ( )| | | ∫ ( ) |
√ | |
| ( )| | ( )| | |
| ( )| 0 1 ∫ | ( )|
√ | | | | | |
| ( )| | ( )|
| ( )| 0 1 ∫ | ( )| ……..(i)
√ | | | | | |
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() | ( )| ∫ | ( )| ……..(ii)
√ | |
( ) | ( )| | ( )|
| | | | √ | | | |
, ( )- ( ) ( ) .............
Proof. By definition , ( )- ( ) ∫ ( )
√
( ) ∫ ( ) ( ) , ( )- ( )
√
( ) ∫ ( ) ( ) , ( )- ( )
√
, ( )- ( ) ( ) .............
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{∫ ( ) } ( ) ( )
Given that , ( )- ( ) ∫ ( )
√
( ) ∫ ( ) putting k = 0 also
√
∫ ( ) since ( )
√
∫ ( ) ∫ ( ) ( )
* ( )+ ( )
* ( )+ {∫ ( ) } ( ) ( )
( ) 0∫ ( ) ∫ ( ) 1 ………….(i)
√
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() ( ) 0∫ ( )( ) ∫ ( ) 1
√
( ) [∫ ( ) ∫ ( ) ]
√
( ) [∫ ( ) ∫ ( ) ] replacing with k
√
( ) ∫ [ ̅̅̅̅̅̅
( ) ( )] ………….(ii) ( ) ̅̅̅̅̅̅
( )
√
Consider ( ) ∫ ( )
√
̅̅̅̅̅̅
( ) ∫ ̅̅̅̅̅̅̅
( ) taking conjugate
√
( ) ( )
Then ∫ ( )
√
Also ̅̅̅̅̅̅
( ) ∫ ( ) ̅̅̅̅̅̅̅
( )
√
Now ̅̅̅̅̅̅
( ) ( ) ∫ [ ( ) ( )
] ( )
√
̅̅̅̅̅̅
( ) ( ) ∫ [ ( ) ( )
] ( )
√
̅̅̅̅̅̅
( ) ( ) ∫ ( ) ( )
√
( ) ( ) ∫ ∫ ( ) ( )
√ √
( ) ∫ ∫ ( ) ( )
( ) ∫ ∫ ( ) ( ) as required.
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( ) 2 where a ≥ 0
The Fourier transform of the Heaviside unit step function can be easily
determined. We consider first
, ( )- ∫ ( )
√
, ( )- ∫ ( ) ∫ ( )
√ √
, ( )- ∫ ∫ ∫
√ √ √
This integral does not exist. However, we can prove the existence of this
integral by defining a new function
( ) 2
This is evidently the unit step function as . Thus, we find the Fourier
transform of the unit step function as
, ( )- , ( ) -
, ( )- ∫ ( )
√
( )
, ( )- ∫ ∫
√ √
, ( )- ∫ For a = 0 , ( )-
√ √ √
( ) 2
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, ( )- ∫ ( ) ∫ ( ) ∫ ( )
√ √ √
, ( )- ∫ | |
√ √
( ) ( )
, ( )- ( )
√
, ( )- ( ) . / . /
√ √ √
( ) ∫ ( ) ∫
which is a constant independent of . In the limit as , this particular
function ( ) with h = (1/2ε) satisfies ( )
and ( )
Thus, we arrive at the result ( ) , , and ∫ ( )
This is the Dirac delta function
We now define the Fourier transform of ( ) as the limit of the transform of
( ). We then consider
, ( ) - , ( ) - . /
√ √
When a = 0, we obtain , ( ) -
√
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ERROR FUNCTION:
The error function is defined by ( ) ∫
√
This is a widely used and tabulated function.
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* ( )+ ( ) √ ∫ ( )
* ( )+ ( ) √ ∫ ( )
* ( )+ ( ) √ ∫ ( )
* ( )+ ( ) √ ∫ ( )
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Example:
Show that * + √ . /
Solution: We have, by definition
* ( )+ ( ) √ ∫ ( )
( ) ( )
* + √ ∫ . / √ ∫ [ ]
* + √ 0 1
* + √ . /
Example:
Show that * + √ . /
Solution: We have, by definition
* ( )+ ( ) √ ∫ ( )
( ) ( )
* + √ ∫ . / √ ∫ [ ]
* + √ 0 1
* + √ . /
Example:
Show that 2 3 √ . /
Solution: To prove this we use the standard definite integral
( ) √ ∫ ( )
2 3 ( ) √ ∫
( ) √ ∫ √ ∫
( ) √ ∫ | , -|
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Then { } √ ∫ √
Integrating both sides we have
√ ∫ √ ∫ √ | . /|
√ ∫ √ . /
Using ( ) we have
Consequently
2 3 ( ) √ ∫ √ . /
Example:
Show that * + √
( )
Solution: We have, by definition
* ( )+ ( ) √ ∫ ( )
* + √ ∫
* + √ [| (∫ )| ∫ (∫ ) ] ……..(i)
* + √ 0( ) ∫ ∫ 1
√ 0 | , -| | , -| 1
* + √ 0 2 . /3 2 . /31
* + √ 0 1
( ) ( )
* + √ 0 1 as required.
( )
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Example:
Show that * + √
( )
* ( )+ ( ) √ ∫ ( )
* + √ ∫
* + √ [| (∫ )| ∫ (∫ ) ] ……..(i)
√ 0| , -| ∫ . , -/ 1
* + √ 0( ) ∫ ∫ 1
√ 0 | , -| | , -| 1
* + √ 0 2 . /3 2 . /31
* + √ 0 1
( ) ( )
* + √ as required.
( )
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Example:
Calculate Fourier Sine Transform of the function ( )
Solution: We have, by definition
* ( )+ ( ) √ ∫ ( )
* + √ ∫ √ ∫ ( )
* + ∫ , ( ) ( )-
√
* + ∫ ( ) ∫ ( )
√ √
* + ……………..(i)
√ √
∫ ( ) |( ,( ) ( ) ( ) ( ) -|
) ( )
( )
0 * ( )( )+1 ( )
( )
Similarly
∫ ( ) |( ,( ) ( ) ( ) ( ) -|
) ( )
( )
0 * ( )( )+1 ( )
( )
( ) ( )
() * + 0 1
√
* + 0 1
√
* + √ 0 1
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Example:
* ( )+ ( ) √ ∫ ( )
* ( )+ √ ∫ √ ∫
* ( )+ √ ∫ √ . /∫ ( )
* ( )+ ∫ , ( ) ( )-
√
* ( )+ ∫ ( ) ∫ ( )
√ √
( ) ( )
* ( )+ | | | |
√ √
( ) ( ) ( ) ( )
* ( )+ | | 0. / 1
√ √
* ( )+ [ ]
√
* ( )+ 0 1 since
√
* ( )+ 0 1
√
* ( )+ 0( 1
√ )( )
* ( )+ 0 1
√
* ( )+ √ 0 1
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Example: Evaluate * + * +
Solution:
We have by definition
* + ( ) √ ∫ …………….( )
* + ( ) √ ∫ …………….( )
Firstly we calculate for this we consider the complex valued function
( )
Which is analytic in the closed contour then by Cauchy Theorem
( )
∫ ( ) ∫ ( ) ∫ ( ) ∫ ( )
If then by Jordan theorem ∫ ( ) ∫ ( )
∫ ( ) ∫ ( )
( )
∫ ∫( ) ( )
( )
∫ ∫ () ( ) ( )
( )
∫ ∫ () ( )
( )
() ∫ ∫ ( )
() . / . /
( )
∫ ∫ ( )
. /∫ ∫ ( ) ( )
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√ ∫ ( ) √ . /∫
* + √ . /∫
* + √ . /∫ . /
* + √ . /∫ ( )
( )
* + √ . /
√ ∫ ( ) √ . /∫
* + √ . /∫
* + √ . /∫ . /
* + √ . /∫ ( )
( )
* + √ . /
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* ( )+ √ ∫ ( )
* ( )+ √ [| ( )| ∫ ( )( ) ]
* ( )+ √ [ | ( )| | ( )| ∫ ( ) ]
* ( )+ √ [ ( ) ∫ ( ) ]
* ( )+ 6 √ ( ) 8√ | ( )| √ ∫ ( )( ) 97
* ( )+ 6 √ ( ) 8√ | ( )| √ ∫ ( )( ) 97
* ( )+ 6 √ ( ) 8√ ( | ( )| | ( )|) ( )97
* ( )+ ( ) √ ( )
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* ( )+ √ ∫ ( )
* ( )+ √ [| ( )| ∫ ( )( ) ]
* ( )+ √ [ | ( )| | ( )| ∫ ( ) ]
* ( )+ √ [ ∫ ( ) ]
* ( )+ 6√ | ( )| √ ∫ ( )( ) 7
* ( )+
6√ ( | ( )| | ( )|) √ ∫ ( )( ) 7
* ( )+ 6√ ( | ( )| | ( )|) ( )7
* ( )+ √ ( ) ( )
When range of spatial variable is infinite then Fourier transform is used rather than
the sine or cosine.
If boundry conditions are of the form ( ) then use Sine transform,
while conditions are of the form ( ) then use Cosine transform,
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EXAMPLE: Solve the potential equation for the potential ( ) in the semi
infinite strip that satisfies the following conditions;
( ) ( ) ( ) ( )
Solution: the potential equation is given as
Since the BC‟s are in the form ( ) therefor we use fourier
cosine transform w.r.to „y‟
* + { } * ( )+ { }
( ) 6 ( ) √ ( )7
( ) ( )
Now ( ) ………….(ii)
using BC‟s ( ) ( ) * ( )+ ( ) ( ) ( )
( ) ( ) ( )
( ) ( ) since
( ) ( )
( ) ( )
( *
( ) ( )
since
( ) ( )
Then ( ) ( )
( ) ( )
( ) . /
( )
* ( )+ 2 3
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( )
( ) √ ∫ √ ∫ ( )
( ) √ ∫ 6√ ∫ ( ) 7
( ) ∫ ∫ ( )
( ) √ ( ) ( ) √ ( )
( ) ( ) √ …………….(i)
This is 1st order, linear, non – homogeneous ODE
Therefore I.F. = ∫
() ( ) ( ) √
∫ ∫√ + Cosntant
√ ( ) √ …………….(ii)
Now using IC‟s ( ) * ( )+ ( )
( ) ( ) √ √
Thus ( ) ( ) √ √ √ ( )
* ( )+ 8√ ( )9
( ) √ ∫ √ ( ) ∫ ( )
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( ) 6 ( ) √ ( )7 ( )
( ) ( ) …………….(i)
( ) √ ∫ ( )
( ) √ ∫ 6√ ∫ ( ) 7
( ) ∫ [∫ ( ) ]
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with ( ) ( ) ( )
Solution: since therefore we should use fourier transform w.r.to „x‟
* + * +
( ) * ( )+ * ( )+ ( ) ( )
∫ ∫
( ) ( ) ……………(i) where
Now using IC‟s
( ) * ( )+ { }
( ) ∫ ∫
√ √
[. / ]
( ) ∫
√
Consider 𝐢𝐤𝐱 𝐚𝐱 𝟐
. / 𝐢𝐤𝐱
( ) ∫ 𝐚 .𝒙𝟐
𝒂
/
√
𝟐𝐢𝐤𝐱
.𝒙𝟐 /
𝟐𝒂
Put . / 𝐚< =
√ . / √ √ . /
𝐢𝐤 𝟐
. /
𝐢𝐤 𝟐
𝟐𝒂 𝟐𝒂
𝐢𝐤 𝟐 𝐤 𝟐
. / 𝒂 [.𝐱 / ]
( ) ∫ ∫
𝟐𝒂 𝟒𝒂𝟐
√ √ √
( ) √ ∫ √
√
( *
( ) ……………(ii)
√
( *
() ( )
√
( * . /
Thus ( )
√ √
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. /
* ( )+ { }
√
. /
( ) √ ∫
√
( ) ∫ 6 . /8 97 ……………(iii)
√ . /
Since ( )4 5 4 5 4 5
. / . / . / . /
4 5
. / . / . /
: ;
( ) ( ) ∫ [ . /4 5 ] . /
√ . /
( )
. /
( ) ∫ [ . /4 5 ] …………..(iv)
√ . /
Now put . /4 5 √. /4 5
. / . /
√. /
√. /
( ) ( )
. / . /
( ) ( ) ∫ √
√ √. / √ √
√
( *
( )
√
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* ( )+ ( ) * ( )+ ( ) ( )
∫ ∫
( ) ( ) ……………(i) where
Now using IC‟s
( ) ( ) | ( )| ( ) ( )
* ( )+ * ( )+ ( ) ( )
() ( ) ( )
Thus ( ) ( ) ( )
* ( )+ { ( ) }
( ) ∫ ( )
√
( ) ∫ 0 ∫ ( ) 1
√ √
( )
( ) ∫ [∫ ] ( ) ……………(iii)
𝐢𝐤
Consider 𝒌𝟐 𝒖
( )
∫
𝜷
Now consider
𝐢𝒖 𝐢𝒖 𝟐
𝒌𝟐 𝟐𝐤 . / . /
𝟐𝜷 𝟐𝜷
∫ put and 𝐢𝒖 𝟐
. /
𝟐𝜷
. / 𝐢𝒖 𝟐 𝐢𝒖 𝟐
∫ (𝒌
𝟐𝜷
* ( *
𝟐𝜷
. / 𝐢𝒖 𝟐 𝒖𝟐
∫ (𝒌
𝟐𝜷
*
𝟒𝜷𝟐
. /
∫ ……….(iv)
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Put . / √ . / √
√
( ) ∫ ∫ √
√ √ √
√
( ) ( ) ∫ ( )
√
( )
√
( ) ∫ ( )
( )
√ √ √
( )
( ) ∫ ( )
( )
√
Example:
with ( ) ( ) ( ) ( ) and
Solution: since therefore we should use fourier transform w.r.to „x‟
* + * +
( ) * ( )+ * ( )+ ( ) ( )
( ) ……………(i)
( ) ……………(ii)
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( ) ( )[ ] ( )[ ]
( ) ( ) ( )
* ( )+ * ( ) + 2 ( ) 3
( ) 0∫ ( ) ∫ ( ) 1
√
with ( ) ( ) ( ) ( ) and
Solution: since therefore we should use fourier transform w.r.to „x‟
* + * +
( ) * ( )+ * ( )+ ( ) ( )
( )
( ) . / . /
( ) . / . /
( ) ……………(i)
( ) ……………(ii)
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Then ( ) ( ) ( ) ……………(iii)
Also ( ) ( ) * ( )+ * ( )+ ( ) ( )
Then ( ) ( )
( ) ( ) ( ) ……………(iv)
Adding (iii) and (iv) 0 ( ) ( )1
Subtracting (iii) and (iv) 0 ( ) ( )1
Then (i) becomes
( ) 0 ( ) ( )1 0 ( ) ( )1
( ) ( )0 1 ( )0 1
* ( )+
[ { ( ) } { ( ) }] { ( )( )} ….(A)
( )
{ ( ) } ∫ ( ) ∫ ( )
√ √
{ ( ) } ( )
Similarly { ( ) } ( )
And consider ( ) * ( )+ ∫ ( )
√
∫ ( ) ∫ ∫ ( )
√
∫ ( ) ∫ ∫ ( ) ∫ | | ( )
√ √
( ) ( )
∫ ( ) ∫ [ ] ( )
√
( ) ( )
∫ ( ) ∫ [ ] ( )
√
( )
∫ ( ) ∫ [ ]
√
( )
∫ ( ) 2( ) 3
( ) ( ) , ( ) ( )- ∫ ( )
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( )
* ( )+ ( ) ∫ ∫ ( )
(√ )
* ( )+ ( )
( )
∫ ∫ ∫ ( )
(√ )
* (∑ )+ (∑ )
(∑ )
∫ (∑ ) ∑
(√ )
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FOURIER SERIES
A trigonometric series with any piecewise continuous periodic function
( ) of period and of the form ( ) ∑ ( )
is called the Fourier Series of a real valued function ( ) where the symbol
indicates an association of a0, ak, and bk to in some unique manner.
Where
∫ ( ) ∫ ( ) ∫ ( )
∫ ( )
OR ( ) ∑ Where ∫ ( )
Example (just read) :Find the Fourier series expansion for the function
f(x) = x+ x2,
Solultion: Here ∫ ( )
∫ ( ) ( )
∫ ( ) ( )
( ) ∑ ( ( ) ( ) )
( )
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Example (just read): Find the Fourier series expansion for the function
( ) 2
Solultion: Here
∫ ( ) 0∫ ( ) ∫ ( ) 1
∫ ( ) 0∫ ( ) ∫ ( ) 1
( ) [( ) ]
∫ ( ) 0∫ ( ) ∫ ( ) 1
( ) [ ( ) ]
( ) ∑ 0 [( ) ] [ ( ) ] )1
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( ) ∫ ( )
√
( ) ∫ ∫ ( ) ( )
( ) ∫ ( ) ∫ ( ) ………(i)
Since ∫ ( ) ∫ ( ) ………(ii)
Also ∫ ( ) ∫ ( ) ………(iii)
On subtraction from (ii) and (iii) we have
∫ , ( ) ( )- ∫ ( )
( )
∫ ∫ ( )
( )
∫ ( ) ∫ ………(iv)
( ) ( )
∫ ( ) ∫
( ) ∫ ∫ ( )
√ √
( ) ∫ ( ) as required.
√
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INTEGRAL TRANSFORMATION
Consider a set ( ) * ( ) , -+ then integral
transformation is defined as
* ( )+ ( ) ∫ ( ) ( ) where ( ) is kernel of T.
LAPLACE TRANSFORMATION
If ( ) is defined for all values of , then the Laplace transform of ( ) is
denoted by ( ) or * ( )+ and is defined by the integral
* ( )+ ( ) ∫ ( ) ∫ ( )
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SOLUTION: Since * ( )+ ∫ ( )
Then * + ∫ ∫ | |
SOLUTION: Since * ( )+ ∫ ( )
( )
( )
Then * + ∫ ∫ | |
( )
SOLUTION: Since * ( )+ ∫ ( )
Then for n = 1;
* + ∫ | | ∫ | | ∫
In above as
for n = 2;
* + ∫ | | ∫ | |
∫ In this part as
And in general
* + ∫ | | ∫
* + | | ∫ * +
* +
( )( )( )
* + * +
Hence * + where „ ‟
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SOLUTION: Since * ( )+ ∫ ( )
Then * + ∫
∫ , - therefore
* + | , -| 0 ( )1
SOLUTION: Since * ( )+ ∫ ( )
Then * + ∫
∫ , - therefore
* + | , -| 0 ( )1
SOLUTION: Since * ( )+ ∫ ( )
Then * + ∫ . / [∫ ∫ ]
( ) ( )
* + [∫ ∫ ]
( ) ( )
* + | |
( ) ( )
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SOLUTION: Since * ( )+ ∫ ( )
Then
* + ∫ . / [∫ ∫ ]
( ) ( )
* + [∫ ∫ ]
( ) ( )
* + | |
( ) ( )
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SOLUTION: Since * ( )+ ∫ ( )
* + ∫ ∫ . / ∫ ………(i)
USEFUL RESULTS:
( )
( ) ( ) then * +
* + * +
. / ( )
Put Then 2 3 now using * +
. /
we have 2 3
√
Then { } as . / √ thus { } √
√
. / . /
Put Then { } now we have { }
√
Then { } as . / √ thus { } √
√
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{ } 2 3 2 3 2 3 2 3
( )( )( )
{ } 2 3 ( )
√
( )( )( ) ( )( )( )
{ } ( )
√ √
( )
Where we use ( )
If k = 5 then { } √ ( )
√
( )
* ( )+ ∫ ( ) ∫ ( ) * ( )+ * ( )+
* ( ) ( )+ * ( )+ * ( )+ hence proved.
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EXAMPLES:
i. If * + then * +
( )
ii. If * + then * +
( )
iii. If * + then * +
( )
iv. If * + then * +
( )
Question: Find 2 3
Answer: in this question we will use the first shifting theorem according to
which * ( )+ ( ) ( ) * ( )+ * ( )+
Thus 2 3 2( )
3 2 3
Question: Find 2 3
Answer: in this question we will use the first shifting theorem according to
which * ( )+ ( ) ( ) * ( )+ * ( )+
Thus 2 3 2( )
3 2 3
Question: Find 2 3
Answer: in this question we will use the first shifting theorem according to
which * ( )+ ( ) ( ) * ( )+ * ( )+
Thus 2 3 2 3 2 3 2 32 3
2 3 2 3 2 3
2 3 since 2 3
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i. If * + then * + 0( )
1
ii. If * + then * + 6 7
. /
DIFFERENTIATION PROPERTY:
Let be continuous and piecewise continuous, in for all .
Let also be of exponential order as Then, the Laplace transform of
( ) exists and is given by
, ( )- , ( )- ( ) ( ) ( )
Proof. If ( ) is continuous and ( ) is sectionally continuous on the interval
, ) and both are of exponential order then
* ( )+ ∫ ( ) | ( )| ( )∫ ( )
* ( )+ , ( )- * ( )+
, ( )- , ( )- ( ) ( ) ( )
If and satisfy the same conditions imposed on and respectively,
then, the Laplace transform of ( ) can be obtained immediately by
applying the preceding theorem; that is
, ( )- , ( )- ( ) ( ) ( ) ( )
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INTEGRATION PROPERTY :
If ( ) is the Laplace transform of ( ) then
( )
6∫ ( ) 7
PROOF:
Consider ( ) ∫ ( ) ( ) ( ) , ( )- , ( )-
( ) ( ) , ( )- , ( )- , ( )-
( ) ( )
, ( )- 0∫ ( ) 1
Using ( ) ( ) ( ) ( )
* ( )+ 2 3 ( ) required answer.
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Question:
Solve the initial value problem with ( ) ( )
Answer: Given
* + * + * +
( ) ( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) since ( ) ( )
( ) * ( )+ 2 3
( ) 2 3 2 3 2 3 2 3
( ) 2 3 2 3
2 3 since 2 3
( ) { When ( ) 2
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* + ∫ ∫ ( ) ( )
* + ∫ ∫ ( ) ( ) since
* + ∫ [∫ ( ) ( ) ( ) ]
By reversing the order of integration, we have
* + ∫ [∫ ( ) ( ) ] ( )
If we introduce the new variable ( ) in the inner integral, we obtain
* + ( ) ( ) ( )
∫ ( ) 0∫ 1
* +
( ) ( ) ( ) ( ) ( ) ( )
∫ ( ) 0∫ ∫ 1
* + ( ) ( ) ( ) ( )
∫ ( ) 0∫ ∫ 1 by step function
* + ( ) ( )
∫ ( ) [∫ ]
* + ∫ ( ) ∫ ( )
* + ( ) ( )
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then taking ( ) * ( )+ 2 3 ( )
( ) * ( )+ 2( 3 ( )
( ) )
( ) ∫ ( ) ∫ ( ) | |
( ) ( ) 2 3
( )
then taking ( ) * ( )+ 2( 3 ( )
( ) )
( ) * ( )+ 2( 3 ( )
( ) )
( ) ∫( ) ( )
( ) ∫
( ) ∫ ∫
( ) ∫ ∫ . /
( ) | | | |
( ) ( ) . /
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( )
( ) , -
( ) , ( )-
( ) 2( 3
)
PROBLEM:
( )
( ) * ( )+ 2 3 ( )
( )
( ) * ( )+ 2 3 ( )
( ) ( ) ( )
( ) ∫
( )
( ) ∫
( ) ( )
( )
( ) | | | | | |
( ) 6 7 6 7
( )
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PROBLEM:
Use covolution theorem to calculate laplace transform of
( ) ∫( )
Solution:
Let ( ) ∫( ) …………..(i)
* ( )+
( ) ( )
∫ ∫ ∫ . /∫ ( ) √
√
∫ √ ∫ √ ∫
Difference between Laplace and Fourier Transform
Fourier Transform maps a function to a new function on the real line, whereas
Laplace transform maps a function to a new function on the complex plane.
In general the laplace transform is used when functions are defined on the
half space whereas the fourier transform is used when functions are defined
on ( )
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( ) 2 where a ≥ 0
* ( )+ ∫ ( ) ∫ ( )
* ( )+ ∫ ∫
* ( )+ ∫ | |
THEOREM:
If ( ) is a function of exponential order „c‟ then
* ( )+ ( ) ( )
PROOF: Consider ( ) * ( )+ ∫ ( )
Differentiating w.r.to „s‟
( ) ( )∫ ( ) ( ) * ( )+ ( ) ( ) * ( )+
( ) ( ) * ( )+
* ( )+ ( ) ( ) ( ) ( )
REMARK: * ( )+ ( )
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Show that * + ( ( ) )
* + ∫ ∫ . / by putting
* + ∫ ∫ ( ) ∫
* + ( ) ( ) ( ) …………..(i)
Now consider ∫
Since ( ) ∫ ( ) ∫ ( ) ∫
Put ( ) ∫
Thus * + ( ( ) )
USEFUL RESULTS:
( ) ( )
Proof: since ( ) ∫ ( ) ∫
( ) ∫ | | ∫ | |
( ) ∫ ( )
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( )
Proof: since ( ) ( )
( ) ( )
( ) ( )
( ) ( )
: :
Then ( ) ( )
SECOND SHIFTING (TRANSLATION) THEOREM:
If ( ) and ( ) are the Laplace transforms of ( ) and ( ) respectively,
then
, ( ) ( )- ( ) * ( )+
Or * ( )+ ( ) ( )
Proof: By definition
* ( ) ( )+ ∫ ( ) ( )
* ( ) ( )+ ∫ ( ) ( ) ∫ ( ) ( )
* ( ) ( )+ ∫ ( )
Introducing the new variable , we obtain
* ( )
( ) ( )+ ∫ ( ) ∫ ( )
* ( ) ( )+ * ( )+ ( )
REMARK:
1st Shifting theorem enables us to calculate Laplace transform of the function
of the form ( ) where the 2nd Shifting theorem in similar way enables us
to calculate inverse Laplace transform of the function of the form ( )
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80
* ( ) ( )+ *∑ ( )+ ∑ * ( )+ ∑ ( ) ( )
* ( ) ( )+ ∑ ( ) ( ) ∑ ( ) ( ) ( ) ( )
LAPLACE TRANSFORMATION OF BESSEL’S FUNCTION
EXAMPLE:
Find Laplace Tranformation of ( ) ∫ ( ) also find * ( )+
Solution: By definition
* ( )+ ∫ ( ) ∫ 0 ∫ ( ) 1
* ( )+ ∫ [∫ ( ) ] ∫ ………………(i)
Now ∫ ( ) * ( ) +
( )
* ( )+ ∫ ∫ ∫ ( ) ∫ ( )
* ( )+ ∫ ∫ ( ) ∫ ( )
. /
* ( )+ ∫ ∫ ∫
( )
* ( )+ ∫ ∫
( ) ( ) ( )
* ( )+ ∫ ∫
[ ] [ ]
* ( )+ ∫ by putting
* ( )+ | | . /
√ √
* ( )+
√
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EXAMPLE: Given the Bessel‟s functions of the first kind and positive integral order satisfy
the recurrence relations
.√ /
with ( ) ( ) then show that * ( )+
√
also find * ( )+
Solution: We will prove the result by mathematical induction.
Using first recurrence relation:
* ( )+ * ( )+ { ( )} , * ( )+ ( )-
√
.√ /
* ( )+ result is true for 0
√
Now * ( )+ * ( )+ * ( )+ , * ( )+ ( )-
√
.√ / .√ / .√ /
* ( )+ [ ]
√ √ √ √ √
.√ /
* ( )+ result is true for 1
√
.√ /
Suppose that result is true for k. * ( )+
√
Now we will check the result For k+1:
.√ /
* + * + { } , * ( )+ ( )-
√
.√ / .√ / .√ / .√ /
* + [ ]
√ √ √ √
.√ / .√ /
* + [ (√ )] (√ )
√ √
.√ /
* + result is true for k+1
√
.√ /
So induction complete and result is proved.i.e. * ( )+
√
Now to find * ( )+ we will use rule of scale. i.e , ( )- ( )
:√. / . /;
.√ /
Then , ( )- . /
√. / √
.√ /
Then for n = 0 , ( )-
√ √
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EXAMPLE:
Show that 2 3 2 3
( )
Solution: We will use the result 2 3 ∫ ( ) ………….(i)
( )
provided 2 3 exists
( )
now 2 3 2 3 2 3
( ) * ( )+ * + * + * +
Hence
( )
() 2 3 ∫ ( ) () 2 3 ∫ . /
2 3 | ( )| | | √ √
√
Thus 2 3 2 3 2 3
( ) * ( )+ * + * + * +
( )
( )
Hence ( ) 2 3 ∫ ( ) 2 3 ∫ . /
2 3 | ( ) ( )| | | | |
√ √ . /
√
2 3
√
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√
Thus 2 3
√ √
Now putting a = 0, b = 2 we get 2 3 2 3
Hence 2 3 . /
( ) ( )
8 9 ∑
( ) ( )
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THEOREM – II :
If ( ) and ( ) are polynomials of degree „m‟ and „n‟ respectively with
m < n and if ( ) has a repeated root of multiplicity „r‟ while othere roots
∑ are not repeated then
( ) ( ) ( )
* ( )+ 8 9 ∑ ∑ 8 ( ) 9 |
( ) ( ) ( ) ( )
Proof: Since ( ) has a repeated root of multiplicity „r‟ while othere roots
are not repeated it means
( ) ( ) ( ) ( )
( ) ( )
( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
………………(A)
( )
0( ) 1 again diff.w.to „s‟
( )
( )
. / 0( ) 1 again diff.w.to „s‟ –
( )
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2( )
3 2 3 ( )
( )
Now by „A‟ we have ∑ ∑
( ) ( ) ( )
( ) ( ) ( )
2 3 ∑ . / 0( ) 1 ∑ ( )
( ) ( ) ( ) ( )
( ) ( ) ( )
* ( )+ 2 3 ∑ ∑ 2 ( ) 3 |
( ) ( ) (- ) ( )
EXAMPLE:
,( ) ( )- 0( ) 1 0 1
( )
, ( )- 0 1 0( 1
( ) )
, ( )- 0 1 0( 1
( ) )
, ( )- 0 1 0( 1
( ) )
* ( )+ ( ) 2( 3 2( 3 2 3 2 3 2 3
) )
* ( )+ ( ) ( ) ( )
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, ( )- 0 1 0( 1
( )( ) )( )
( )
0 1
( )
,( ) ( )- 0( ) 1 0 1
( )( ) ( )
( )
,( ) ( )- 0( ) 1 0 1
( )( ) ( )
( )
Now as √ ( )
√ ( ) then
Then ( )
and ( )
* ( )+ ( ) 2 3 2 3 2( 3 2( 3
) )
* ( )+ ( )
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EXAMPLE:
Find the general solution of the differential equation evaluate
( ) ( ) ( )
Solution: Given that ( ) ( ) ( )
* ( )+ * ( )+ * ( )+
( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( ) ( )
( )
( ) where we use ( ) ( )
( )
Now * ( )+ ( ) 2 3 2 3 2 3
( )
* ( )+ ( ) 2 3 2 3 2 3
* ( )+ ( ) ( )
( ) ∫ ( ) ( )
EXAMPLE:
Slove the IVP ( ) ( ) ( ) with ( ) ( )
Solution: Given that ( ) ( ) ( )
* ( )+ * ( )+ * ( )+
( ) ( ) ( ) . / * ( )+ ( )
( ) . /* ( ) ( )+ ( )
where we use ( ) ( )
( ) ( ) ( ) ( ) where we use ( ) ( )
Thus ( ) ( ) when
Now * ( )+ ( ) 2 3 ( )
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EXAMPLE:
Slove the IVP ( ) with ( ) ( )
Solution: Given that ( )
* + * + * ( )+
( ) ( ) ( ) ( ) ( )
( ) ( ) ( ) where we use ( ) ( )
( ) ( ) ( )
( )
( )
( )
Now * ( )+ ( ) 2 3 2 3 2 3
√ √
* ( )+ ( ) { ( ) } { } { }
√ (√ ) (√ ) √ (√ )
( ) { ( ) √ } √ √
√ √
( ) ∫ √ ( ) ( ) √ √
√ √
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STATEMENT :
If ( ) is inverse Laplace Transformation of ( ) and all singularties of ( )
in the complex plane „S‟ lie to the left of the line then
( ) ∫ ( )
Proof:
Draw the line in the „S‟ plane and mark the points ( ) and
( ) on this line and draw a semicircle S of radius R to the right of the
line . Let ̅̅̅̅ be the closed contour consisting of the line
segment ̅̅̅̅ and S.
( ) ∫ ( ) 0∫ ∫ 1 ∫ ( )∫ by Jordan‟s
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Also ∫ ∫ ∫
( ) ∫ ( )∫ ∫ ( )∫
* ( )+ ( ) ∫ ( ) 2 3 ∫ ( )
* ( )+ ( ) ∫ ( ) ∫ ( )
SPECIAL CASE:
Now suppose ( ) has poles only to the left of the line then we
can enclose all those poles in a contour C on the left of then
( ) ( ) ∑( ) ∑
EXAMPLE:
Solution:
Given ( ) ( ) ( )( )
has simple poles at and a pole of
order „2‟ at
Now using ( )
( )
,( ) ( )-
( ) , ( )- 0 1
( )
( ) ,( ) ( )- 0( ) 1
( )( )
( )
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( ) ,( ) ( )- 0( ) 1
( )( )
( )
Now ( ) ∑
( ) ∑
( ) ∑ ( ) ( )
( ) ∑ after solving.
EXAMPLE:
Solution: Given ( ) ( ) ( )( )
has simple poles at
Now using ( )
( )
,( ) ( )-
( ) , ( )- 0 1
( )
( ) ,( ) ( )- 0( ) 1
( )( )
( )
( ) ,( ) ( )- 0( ) 1
( )( )
( )
Now ( ) ∑
( ) ∑
( ) ∑ ( ) ( )
( ) ∑ after solving.
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EXAMPLE:
Solution: Given ( ) ( )
has simple pole at and a pole of order „2‟ at
Now using ( )
( )
,( ) ( )-
( ) , ( )- 0 1
( )
( ) ,( ) ( )- 0( ) 1
( )
Now ( ) ∑
( ) ∑
2 3 ( ) ( )
2 3 ( ) ( ) ( )
: : :
: : :
2 3 ( ) ( ) ( ) ( )
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EXAMPLE:
Use Laplace Transformation method to solve BVP
( ) ( ) ( )
Solution:
Given 2 3 2 3 ( ) ( ) ( )
( ) ( ) ( )
( ) ( ) …………(i)
Consider ( )
( )
Then ( )
( ) ( ) ( ) ( ) √ √
( ) √ √ …………(iii)
( ) * ( )+ * + ( )
( )
( ) ( )
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( ) ( ) √ ( ) √ ( ) √ √
√ √ √ √
[ √ √ ] [ √ √ ]
( ) ( )
* ( )+ 2 3 2 3 2 3 2 3
( )
( ) required solution.
EXAMPLE:
Use Laplace Transformation method to solve BVP
( ) ( )
( ) ( ) ( ) ( ) ( )
Solution:
Given ( ) ( ) * + * +
( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( )
( ) ( )
. / ( )
Then ( ) …………(i)
Now using BC‟s
( ) ( ) * ( )+ * ( )+ ( ) ( )
( ) * ( )+ ( )
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( ) ( )
() ( ) ( ) ( )
() ( ) 0 1
( ) ( )
Thus ( ) ( ) ( )
* ( )+ 2 ( ) 3
( ) . / . / where . / . / {
( )
EXAMPLE:
Use Laplace Transformation method to solve BVP
( ) ( )
( ) ( ) ( ) ( )
Solution: Given ( ) ( ) * + * + * +
( ) ( ) ( ) ( )
( ) ( ) ( ) ( )
( ) ( )
( ) ( ) …………(i)
. / ( )
Then ( )
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Consider ( )
( ) ( ) ( ) ( )
( ) …………(iii)
( ) * ( )+ ( )
( ) ( )
( ) ( ) 0 1
Thus ( ) ( )
* ( )+ 2 3 2 3
( ) . /. / ( )
( ) [ . /. / ( )]
where . /. / {
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EXAMPLE:
Use Laplace Transformation method to solve BVP
( ) ( )
( ) ( ) ( ) ( )
Solution:
Given ( ) ( ) * + * +
( ) ( ) ( ) ( )
( ) ( )
( ) ( ) …………(i)
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( )
( ) ( )
( ) ( )
( )
Thus ( ) ( )
* ( )+ 2 3 2 3
( ) 0 1
EXAMPLE:
A uniform bar of length is fixed at one end. Let the force
( ) ( ) ( ) ( ) where is constant.
Solution:
Given ( ) ( ) * + * +
( ) ( ) ( ) ( )
( ) ( ) ( ) ( ) ( ) ( )
( ) ( )
. / ( )
Then ( ) …………(i)
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( ) * ( )+ 2 3 ( )
() ( ) ( )
Then ( ) …………(ii)
( )
( )
( *
( *
Hence ( ) ( ) . /
( * ( *
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* ( )+ ∫ ( ) ∫ ( )
Since given functionis periodic with period T therefore ( ) ( )
* ( )+ ∫ ( ) ∫ ( )
* ( )+ ∫ ( ) * ( )+
* ( )+ ∫ ( ) * ( )+
( ) * ( )+ ∫ ( )
( )
THEOREM: If * ( )+ ( ) then 2 3 ∫ ( )
PROOF: By definition, we have
* ( )+ ( ) ∫ ( )
∫ ( ) ∫ [∫ ( ) ] integrating.
∫ ( ) ∫ ( ) [∫ ] changing the order of integration.
( ) ( )
∫ ( ) ∫ ( )| | ∫ 2 3
( )
Hence 2 3 ∫ ( )
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HANKEL TRANSFORMS
HANKEL TRANSFORMS
̃ ( ) is called the Hankel transform of ( ) and is defined formally by
( ) * ( )+ ̃ ( ) ∫ ( ) ( )
{ ̃ ( )} * ( )+ ( ) ∫ ( )̃ ( )
Example:
Obtain the zero-order Hankel transforms of
( )
(a) r−1 exp (−ar) , (b) (c) ( )
where H (r) is the Heaviside unit step function.
Solution:
(a)
2 3 ̃ ( ) ∫ ( ) ( ) ∫ ( )
(b)
( ) ( )
2 3 ̃ ( ) ∫ ( ) ( ) ∫ ( )
(c)
* ( )+ ̃ ( ) ∫ ( ) ( ) ∫ ( ) ( )
* ( )+ ̃ ( ) ∫ ( ) ∫ ( ) | ( )| ( )
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Example:
Find the first-order Hankel transform of the following functions:
(a) f(r) = e−ar
(b) f(r) =
Solution:
(a)
* + ̃( ) ∫ ( ) ( ) ∫ ( )
( )
(b)
2 3 ̃( ) ∫ ( ) ( ) ∫ ( )
2 3 ∫ ( ) [ ( ) ]
Example:
Find the nth-order Hankel transforms of
(a) f (r) = rn ( )
n
(b) f (r) = r
Solution:
(a)
* ( )+ ̃( ) ∫ ( ) ( ) ∫ ( )
* ( )+ ̃( ) ( )
(b)
2 3 ̃( ) ∫ ( ) ( ) ∫ ( )
2 3 ̃( ) . /
( )
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∫ ( ) ( ) ∫ ̃ ( )̃ ( )
These results are used very widely in solving partial differential equations in the
axisymmetric cylindrical configurations.
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( ) ( ) { Or ( ) {
PROPERTIES:
i. ∫ ( )
iv. ( ) ( )
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Since ∫ ( ) ( ) ∫ ( ) ( )
Moreover, since ( ) is continuous at x = 0. We obtain in follow;
( ) ( ) ( )
Therefore ∫ ( ) ( ) ( ) ∫ ( ) ( )
since ( ) has singularity at x = 0. Therefore
∫ ( ) ( ) ( ) ( )
∫ ( ) ( ) ( ) by hypothesis
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Show that ( ) ( )
Let ∫ ( ) …………(i)
∫ ( )( ) replacing x with –
, ( )- , ( )-
( )
( ) ( )
Hence ( ) ( )
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GREEN‟s FUNCTION
Green‟s Function is the impulse response of non – homogeneous differential
equation with specified initial and boundry conditions.
IMPORTANCE: it provides an important tool in the study of BVP‟s. it
also have an intrinsic value for mathematicians. Such function is the response
corresponding to the source unit.
PROPERTIES OF GREEN‟s FUNCTION:
i. Green‟s Function is denoted by ( )
ii. ( ) is symmetric i.e. ( ) ( )
( ) ( )
( ) ( )
discontinuous at
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AN IMPORTANT RESULT: ∫ ∫ ( ) ∫ 0∫ 1 ( )
( ) ( ) ( ) ∫ ( ) ∫ ( )
| ( )| ∫ ( ) ( ) ( ) ∫ ( )
∫ , ( ) ( )- ∫ [∫ ( ) ]
∫ ( ) ∫ ( ) ∫ ∫ ( )
| ( )| ( )| | ∫ [∫ ] ( )
, ( ) ( )- ( ), - ∫ | | ( )
( ) ∫ ( ) ( ) ………….(i)
Put () ∫( ) ( )
∫( ) ( ) since ()
( ) ∫ ( ) ( ) ∫( ) ( )
( ) ∫ ( ) ( ) ∫( ) ( ) ………….(iii)
( ) ∫ ( ) ( ) 0∫ ( ) ( ) ∫( ) ( ) 1
( ) ∫ 0 ( )1 ( ) ∫( ) ( )
( ) ∫ 0 1 ( ) ∫( ) ( )
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( ) ∫ ( ) ( ) ∫( ) ( )
( ) ∫ ( ) ( )
( )
Where ( ) >
( )
( ) with ( ) ()
| |
( ) ( )
Then ∫ and ∫
( ) ( )
∫ ∫
∫ , - ( )
∫ ( ) ( ) ∫ ( ) ( )
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( ) ∫ ( ) ( ) …………..(i)
( ) ( ) ( ) ∫ ( ) ( )
since ( )
() ∫ ( ) ( ) put
∫ ( ) ( )
∫ ( ) ( )
Using in (i)
( ) ∫ ( ) ( ) ∫ ( ) ( )
( ) 0∫ ( ) ( ) ∫ ( ) ( )
∫ ( ) ( ) 1
( ) ∫ 0 ( ) ( )1 ( ) ∫ ( ) ( )
∫ 0 ( ) ( )1 ( ) ∫ ( ) ( )
( )
∫ ,( )
( )
( )- ∫ ( ) ( )
( ) ∫ ,
( )
- ∫ ( ) ( )
( )
( ) ∫ , -
∫ ( ) ( )
( )
∫ , ( )- ∫ ( ) ( )
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( )
∫ , ( )- ∫ ( ) ( )
( )
∫ , ( )- ∫ ( ) ( )
( ) ( )
( ) ∫ ( ) ∫ ( )
( ) ∫ ( ) ( )
( )
Where ( ) > ( )
v. ( ) ( ) exists as
( )
( ) > ( )
and ( ) will be
discontinuous at
REMEMBER: The Greenn‟s Function technique is used to solve DE of the
form ( )( ) ( ) where is a linear operator with specified
BC‟s.
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BC‟s operatior define regular SL system and gives a trivial solution. Then the
Green‟s Function associated with regular SL system has the following
properties;
i. ( ) considered as the function of „x‟ satisfies the DE * ( )+
in each of the interval and
ii. ( ) and ( ) are the same BC‟s as those satisfied by the
given Green‟s function.
iii. ( ) is continuous function of „x‟ in the interval , -
( ) ( )
( )
but ( ) ( )
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( ) ( ) ( ) where 2 ( ) 3 ( )
EXAMPLE:
Construct Green‟s function associated with the problem with
the boundry conditions ( ) and ( )
Solution: here ( ) ( )
i. Put in given equation
( ) ( ) ……….(i)
( ) {
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( ) ( )
( )
Hence ( ) {
( )
iv. ( ) and ( ) are the same BC‟s as those satisfied by
the given Green‟s function.i.e.
( ) ( )
( )
( ) ( ) ( ) with
( )
Then ( ) > ( )
. /
( )
Hence ( ) 8
( ) ( )
But ( ) ( )
( )
( )
( ) . /
( )
( ) . /
( )
. /
( )
Then ( ) 8
( )
Hence ( ) {
( )
This is our required Green‟s Function.
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EXAMPLE:
Construct Green‟s function associated with the problem
with the boundry conditions ( ) is finite and ( )
Solution: here ( ) then ( )
i. Put in given equation
( )
( ) ……….(i)
Now using BC‟s ( ) and ( ) we have
() ( ) which is trivial solution. So is not an eigenvalue.
ii. ( ) as a function of „x‟ satisfies the D Equation in
each of the interval and therefore we have
( ) {
Hence ( ) {
( )
iv. ( ) and ( ) are the same BC‟s as those satisfied
by the given Green‟s function.i.e.
( ) ( )
( ) ( ) ( )
with ( )
Then ( ) {
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But ( ) ( )
( )
. / ( )
. /
finite and ( )
( )
. /
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( ) {
Hence ( ) {
( )
iv. ( ) and ( ) are the same BC‟s as those satisfied by
the given Green‟s function.i.e.
( ) ( ) ( )
( ) ( ) ( ) ( ) ( )( )
( ) with
Then
( ) ( )
( ) {
(. ( )/ * ( )
( )
( ) {
( )
Hence ( ) {
( )
( ) ( )
But ( ) ( )
( )
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( ) ( )
( ) ( ) after solving
( )
( )
( )
Then ( ) >
( )
( )
( ) are finite
Solution:here ( ) then ( ) this is singular system
i. Put in given equation
*( ) + ( )
( ) ( ) ……….(i)
Put . / ( ) ( )
( )
0 1 after solving
() ( ) 0 1 ( )
( )
( ) ( ) ( )
( ) . / . / ……….(ii)
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therefore we have
. / . /
( ) {
. / . /
( . / . / * 4 . / . / 5
. / . / . / . /
( ). /
then
. / . /
( ) {
. / [( ). / ]. /
. / . /
( ) {
. / [( ). / ]. /
( ) ( )
( ) . / [( ). / ]. /
( ) ( )
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. /
Then ( ) {
. / . /
( ) ( )
But ( ) ( )
( )
4 . / . / 0( )
15 4 . / 0( )
15
. / . / 0( )
1 . / 0( )
1
. / after solving
. / . /
Then ( ) {
. / . / . /
EXAMPLE:
Construct Green‟s function associated with the problem with
the boundry conditions ( ) ( ) and ( ) ( )
Solution: here ( ) ( )
i. Put in given equation
( ) ( ) ……….(i)
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( ) {
Hence ( ) {
( )
iv. ( ) satisfies the BC‟s
( ) ( ) ( )
( ) ( ) ( ) ( )
. / with
. /
Then ( ) >
. . / /
. /
Hence ( ) >
0 . / 1
( ) ( )
But ( ) ( )
( )
( ) . /
. /
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. /
Then ( ) >
0 . / 1
( ) > ( )
EXAMPLE:
Construct Green‟s function associated with the problem with
the boundry conditions ( ) and ( )
Solution: here ( ) ( )
i. Put in given equation
( ) ( ) ……….(i)
( ) {
Hence ( ) {
( )
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( ) ( )
But ( ) ( )
( )
( ) ( )
( )
Hence ( ) { required Green‟s Function.
( )
EXAMPLE:
Construct Green‟s function associated with the problem with
the boundry conditions ( ) and ( )
Solution: here ( ) ( )
i. Put in given equation
( ) ( ) ……….(i)
( ) {
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Hence ( ) {
( )
iv. ( ) and ( ) are the same BC‟s as those satisfied by
the given Green‟s function.i.e.
( )
( ) ( ) ( ) ( )
( ) with
( )
Then ( ) {
( ) ( )
( )
Hence ( ) {
( )
( ) ( )
But ( ) ( )
( )
( ) ( )
( )
Hence ( ) { required Green‟s Function.
( )
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( ) ( )
But ( ) ( )
( )
condition ∫ ( ) ( )
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( ) ( )
( ) ……….(i)
Now using BC‟s ( ) and ( ) we have
() ( ) which is non - trivial solution. So is an eigenvalue.
Therefore we take ( ) as a normalized function.i.e.
〈 ( ) ( )〉 ∫ ( ) ( ) ∫
ii. ( ) as a function of „x‟ satisfies the D Equation
therefore we have ( ) ( )
( )
( ) >
thus ( ) >
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. / . /
thus ( ) >
But ( ) ( )
( )
. / . /
∫ ( ) ( ) ∫ ( ) ( )
∫ . / ∫ . / with ( )
after solving
( ) >
( ) >
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( ) ( )
( ) ……….(i)
Now using BC‟s ( ) ( ) and ( ) ( ) we have
() ( ) which is non - trivial solution. So is an eigenvalue.
Therefore we take ( ) as a normalized function.i.e.
〈 ( ) ( )〉 ∫ ( ) ( ) ∫
ii. ( ) as a function of „x‟ satisfies the D Equation
therefore we have ( ) ( )
( )
( ) >
and ( ) ( )
thus ( ) >
( )
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. ( ) / . /
( )
thus
( )
. /
>
. / . /
. /
( ) >
. /
But ( ) ( )
( )
( . /* ( . /*
∫ ( ) ( ) ∫ ( ) ( )
∫ . . / / ∫ . . / / with
( )
after solving
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. /
( ) >
. /
. /
( ) >
. /
EXAMPLE:
Construct Green‟s function associated with the problem
with the boundry conditions ( ) ( ) and ( ) ( )
Solution: here ( ) ( )
i. Put in given equation
( ) ( )
( ) ……….(i)
Now using BC‟s ( ) ( ) and ( ) ( ) we have
() ( ) which is non - trivial solution. So is an eigenvalue.
〈 ( ) ( )〉 ∫ ( ) ( ) ∫ √ √
( )
( ) >
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thus ( ) >
( )
. ( ) / . /
( )
. /
( ) >
. / . /
. /
( ) >
. /
∫ ( ) ( ) ∫ ( ) ( )
∫ . . / / ∫ . . / / with
( )
√
after solving
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. /
( ) >
. /
. /
( ) >
. /
EXAMPLE:
( )
( ) >
( )
∫ , ( ) ( )- | ( )( ( ) ( ) ( ) ( ))| …………(ii)
And 2 ( ) 3 ( ) 2 3
Then ( ) ∫ 0 1 | ( ( ) ( ) ( ) ( ))|
Take ( ) ( )
∫ 0 1 |( ( ) ( ) ( ) ( ))|
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∫, ( ) ( )- |( ( ) ( ) ( ) ( ))|
( () ( ) () ( )) ( ( ) ( ) ( ) ( )) ………(iii)
( )
Now using ( ) > and ( ) ()
( )
∫, ( ) ( )-
4 . / . /( )5 ( . /( ) . /( )*
∫, ( ) ( )- . / ( )
∫, ( ) ( )- ( ) ………(iv)
( ) ∫ ( ) ( ) ∫ ( ) ( ) ( )
( ) ∫ ( ) ( ) ( )
( ) ∫ ( ) ( ) ( )
( ) ∫ ( ) ( ) ( )
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and ( ) ( ) We get
We get ( ) ∑ ( )
Where . ( )/ on boundry
( )
Now by using the relation . ( )/ ∑ and equating
( ) . ( ) ( )/
( ) . ( )/
. ( ) ( )/
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VARIATIONAL METHODS
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GEOSDESICS PROBLEM:
Find the curve whose distance between two points is minimum.
EXPLANATION: Let ( ) be a curve C on the surface S which is
represented by ( ). Then suppose that A and B be the two points on
the curve C. then distance (length) between two points A and B is given by
∫ ……………(i)
B
ds
A
√( ) ( ) √ . / √ ( )
given by ∫ ∫ ∫ ∫ ……….(i)
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DIDO‟s PROBLEM:
Find the closed curve of given length which enclosed maximum area.
EXPLANATION:
Suppose that ( ) is the curve which meet the x – axis at points and
and enclosed maximum area ∫ and and the length of the same
given in ∫ ∫ √ ( )
( )
Discuss 3 well known problmes, viz., geodesic, brachistochrone and dido’ and
formulate them as variational problems.
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( ) ( ) ( ) , -
{
becomes ∫ ( )( ) ( )
This is contradiction, as ∫ ( ) ( )
continuous 1st and 2nd order derivatives satisfying the following endpoint
condtions ( ) and ( ), also if F is supposed to be have
continuous 1st and 2nd order derivatives w.r.to its arguments, then the function
( ) will extremise the given integral if it satisfies the following DE
. /
∫ ( ) ∫ . /
∫ ∫ ∫ ∫ . /
∫ ∫ ( )
∫ 6| ( )| ∫ ( ) . / 7
∫ ∫ ( ) . / since ( ) ( )
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∫ 0 . /1
SPECIAL CASES:
i. When F is independent of „ ‟
. /
. /
. / . / . /
. / . / …………(i)
Since ( )
. / by (i)
. / . /
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() . / . /
. / . / ………(ii)
Again ( ) ( )
. / ( ( )) ………(iii)
now as . /
. / . /
. / . / . / . /
. / . / . /
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∫ ( ) ∫ . /
∫ ∫ ∫ ∫ . /
∫ ∫ ( )
∫ 6| ( )| ∫ ( ) . / 7
∫ ∫ ( ) . / since ( ) ( )
∫ 0 . /1
. /
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( ) ( ) and ( ) ( ) then
. / and . /
∫ ( ) ∫ . /
∫ ∫ ∫ ∫
∫ ∫ . / ∫ ∫ . /
∫ ∫ ∫ ( ) ∫ ( )
∫ ∫ 6| ( )| ∫ ( ) . / 7
6| ( )| ∫ ( ) . / 7
∫ ∫ ∫ ( ) . / ∫ ( ) . /
since ( ) ( ) and ( ) ( )
∫ 4 . /5 ∫ 4 . /5
∫ 4 . /5 ∫ 4 . /5
∫ 4 . /5 ∫ 4 . /5
. / and . /
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( ) . / ( ) . / ( ) . ( ) /
( )
PROOF: given that ∫ ( )
( )
∫ ( )
( )
∫ . ( ) /
( )
∫ ∫ ∫ ∫ ( )
……………(i)
Consider ∫ ∫ . / ∫ ( )
∫ | ( )| ∫ ( ) . /
∫ ∫ ( ) . / since ( ) ( )
∫ ( ) ∫ ( ) . /
Also ∫ ∫ . / ∫ ( )
∫ | ( )| ∫ ( ) . /
∫ ∫ ( ) . / since ( ) ( )
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∫ | . /( )| ( ) ∫ ( ) . /
∫ ( ) ∫ ( ) . /
( )
Similarly ∫ ( )
( ) ∫ ( ) . ( ) /
∫ ( ) ∫ ( ) . / ( ) ∫ ( ) . /
( ) ∫ ( ) . ( ) /
∫ ( ) ∫ ( ) . / ( ) ∫ ( ) . /
( ) ∫ ( ) . ( ) /
∫ 0 ( ) . / ( ) . / ( ) . ( ) /1
( ) . / ( ) . / ( ) . ( ) /
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Consider . / . / ( )
( ) . / . /
. / . /
Similarly ( * ( *
() ( . / . / ( * ( * *
4 . / ( *5 4 . / ( *5
………..(ii)
Consider 4 . / ( *5
( * . / ( * by Green‟s theorem
( ) 4 . / ( *5
. / ( * since
Hence required.
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Consider . / . / ( )
( ) . / . /
. / . /
Similarly ( * ( *
And . / . /
() ( . / . / ( * ( *
. / . / *
4 . / ( * . /5 4 . /
( * . /5
………..(ii)
Consider 4 . / ( * . /5
. ̂ ̂ ̂/ ( ̂ ̂ ̂*
⃗⃗
⃗⃗ ⃗ by divergence theorem.
Since is prescribed on the boundry therefore due to the closed curve must be zero. i.e.
( ) 4 . / ( * . /5
. / ( * . / since
Hence required.
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|⃗ | | ̂ ̂ ̂| | ̂ ̂ ̂| .√| |/
|⃗ | | ̂ ̂ ̂| | ̂ ̂ ̂| 4√| |5
⃗ ⃗ . ̂ ̂ ̂/ . ̂ ̂ ̂/ ( ̂ ̂)( ̂ ̂)
() √
√
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√( )( ) ( )
Now let ( ) √
. / ( *
√ ( √ * ( √ *
: ; : ;
√ √
: ; : ;
√ √
(√ * (√ *
√ √
( ) ( )
(√ * (√ *
( ) ( )
4 5 4 5
( ) ( )
( ) ( )
( ) ( ) this is our required.
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( ) ………….(i)
Then ∫ ( ) ∑ ∫ ( )
∫ ( ( ) ∑ ( )) ∫
will be ( * ………….(ii)
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GEODESIC:
A geodesic is the curve of shortest length joining two points in space.
EXAMPLE:
Prove that a straight line is the shortest distance between two points in the
plane.
PROOF: Since this is the geodesic problem therefore we use the functional
∫ √ ( ) with ( ) √ ( )
We use following EL equation;
. /
. /
.√ ( ) /
√ ( )
√ ( )
( ) ( ( ) ) ( )
( ) ( ) ( )( )
( ) √
( ) where √
∫ ∫
which is straight line.
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HAMILTON‟s PRINCIPLE:
According to this principle:
The path of motion of a rigid body in the time interval is such that the
integral ∫ has a stationary value, where L is the Lagrangian.
EXAMPLE:
Find the equation of the path in space down which a particle will fall from one
point to another in shortest possible time.
Solution:
This is the Brachistochrone problem, therefore we use the following functional
( ) ( )
∫ ∫ √ with ( ) √
√ √
. /
( )
√ .√ ( ) /
√ √ √
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( )
6√ .√ ( ) /7
√ √
( )
6√ 7
√ √ √ ( )
( ) ( )
6√ 7
√ √ √ ( )
( ) ( )
√ √ ( ) ( )
√ ( ( ) )
( ) ( )
4√ 5
√ ( ( ) )
( ) ( ) ( ) ( )
( ( ) )
4√ 5
√ ( ( ) )
( ) ( ) ( )
( ( ) )
( ( ) ) ( ) ( ) ( ( ) )
( ( ) ) ( ( ) )
after solving
( ( ) ) ( ( ) ) ( )
√
√ ∫ ∫
√
Put
√
∫√ ∫
∫ ∫ ∫
( ) ………(i)
and ( ) ( ) ………(ii)
(i) and (ii) are parametric equations of cycloid, where „a‟ ,‟b‟ are constants.
Thus the curve downwhich the particle takes the minimum time is cycloid.
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DIDO‟s PROBLEM:
Find the closed curve of given length which enclosed maximum area.
EXPLANATION:
√ ( )
Since there is no explicit dependence on „x‟ so we use the special case of EL
equation. i.e.
√ ( ) . √ ( ) /
( )
√ ( )
√ ( )
( ) ( )
( * ( *
√ ( ) √ ( )
( )
( )
√ ( ) ( ) ( )
( ) √ ( )
( ) ( )
( ) ( )
∫ ( )
∫ ∫√ ∫ put
√
∫( ) ( )
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( )
( ) ( )
( ) ( ) ( )
This is an equation of circular arc where the constants can be
determined by using the given conditions ( ) ( )
INVERSE OF DIDO‟s PROBLEM:
It can be stated as;
The extermal curves of the functional , ( )- ∫ ( ) with the
funtioan J with the same endpoint conditions and subject to the constraint
, -
PROOF:
Consider ( ̇ ̇) √ ̇ ̇ and ( ̇ ̇) ( ̇ ̇ )
Therefore √ ̇ ̇ ( ̇ ̇ )
̇ ( * and ̇ ( *
√ ̇ ̇ √ ̇ ̇
On eliminating ̇ ̇ we obtain ( ) ( ) . /
Where and
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EXAMPLE:
Find the curve joining the points ( ) and ( ) which give the
minimum area of the surface of revolution around y – axis.
Solution:
This is a Dido Problem in xy – plane. We want to find a curve which gives the
minimum area of surface of revolution generated around y – axis.
Since curve revolve around y – axis therefore
∫ ∫ √ ( ) with ( ) √ ( )
we use following EL equation;
. /
. /
. √ ( ) / ( ) after solving
√ ( )
√ ( ) ( ) ( ( ) ) ( )( )
( ) ∫ ∫√
√
. / required.
EXAMPLE:
Find the curve joining the points ( ) and ( ) which give the
minimum area of the surface of revolution around x – axis.
Solution:
This is a Dido Problem in xy – plane. We want to find a curve which gives the
minimum area of surface of revolution generated around x – axis.
Since curve revolve around x – axis therefore
∫ ∫ √ ( ) with ( ) √ ( )
We use following EL equation;
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. /
√ ( ) 4 . √ ( ) /5
( )
√ ( ) ( )
√ ( )
( ( ) ) ( )
( ( ) ( ) ) √ ( )
√ ( )
√ ( ) ( ( ) ) ( )
( )
√
( ) ∫ ∫
√
. / required.
EXAMPLE:
( ) . / be extremized.
Solution:
∫ √( ) with ( ) ( )
We use following EL equation;
. /
(( ) ) 4 (( ) )5
( ) ( )
( ) and . /
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From among the curve connecting the points A(1,3) and B(2,5) find the
extermal curve of the function ∫ ( )( ( ))
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173
EXAMPLE:
Find the extermal for ∫ (( ) ( ) ) with condition
( ) . / ( ) . / be extremized.
Solution:
We have ∫ (( ) ( ) ) with ( ) ( )
since there are two unknown functions „y‟, „z‟ (extermal curves) there will be
a pair of EL equations;
we use following EL equation;
. / ……….(i) and . / ……….(ii)
() (( ) ( ) ) 4 (( ) ( ) )5
( ) ( ) ……….(iii)
( ) (( ) ( ) ) ( (( ) ( ) )*
( ) ( ) ……….(iv)
Using (iii) in (iv) we get ……….(v)
Then general solution of (v) will be
And
( ) ……….(vi)
And . / ……….(vii)
Similarly ( ) ……….(viii)
And . / ……….(ix)
Adding (v) and (vii) also subtraction from (v) and (vii)
Adding (vi) and (viii) also subtraction from (vi) and (viii)
then using the relation we get
Putting all values we get
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EXAMPLE:
Find the extermal for ∫ (( ) ) with condition
( ) . / ( ) . / be extremized.
Solution:
We have ∫ (( ) )
with ( ) ( )
therefore the extermal curve ( ) is obtained by the solving EL equation
( ) . / ( ) . / ……….(i)
() ( )
……….(ii)
Then general solution of (v) will be
And
( ) ……….(iii)
And . / ……….(iv)
Similarly ( ) ……….(v)
And . / ……….(vi)
( * ( * ( *( * ( *( *
( * ( *
. / and . /
( ) . / . / . /
( ) . / . / . /
Hence
. / . / . / . /
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EXAMPLE:
. /
……..(iii)
. / and . /
. / and . /
. / and . /
( ) . / . /
. / . / . /
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EXAMPLE: ( ):
A uniform cable is fixed at its ends at the same level in space and is allowed to
hang under gravity. Find the final shape of the cable.
SOLUTION:
(0,0) (a,0) x
ds
G(x,y)
y
The final shape of the cable wil correspond to the state of a stable equilibrium
or minimum P.E. we choose the coordinate axis as shown in the figure. Let
(0,0) and (a,0) be the position of the end points of the cable. The P.E. of the
cable is given by ̅ where ̅ is the y – coordinate of centroid of the
cable. The minimum value of V corresponds to the minimum value of ̅
Now y – coordinate of centroid of the curve ( ) is given by
∫ ∫
̅ ∫ √ ( )
∫ ∫
And we use ∫
function √ ( ) √ ( )
( )√ ( )
Since there is no explicit dependence on „x‟ so we use the special case of EL
equation. i.e.
( )√ ( ) .( )√ ( ) /
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( )
( )√ ( )
√ ( )
( ) ( )
( )( * ( )( *
√ ( ) √ ( )
( ) ( )
( )
√ ( ) ( ) ( ) ( )
( ) ( ) ( ) √( ) ( )
( ) ( )
( ) ( )
∫ ) ( )
∫ ∫√ ( )
∫ put
√(
. / . / . /
. / . / ………….(i)
( ) ( ) . / . /
. / . /
( * . /
EXAMPLE:
Show that a solid of revolution which for a given surface area has maximum
volume is a sphere.
OR find the curve which generates a surface of revolution of a given area
which enclosed the maximum volume.
SOLUTION:
Let a curve ( ) with ( ) ( ) be rotated about x – axis so as to
generate a surface of revolution. An element of the surface is . therefore total
area will be ∫ ∫ √ ( ) and the volume
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√ ( )
Since there is no explicit dependence on „x‟ so we use the special case of EL
equation. i.e.
√ ( ) . √ ( ) /
( ) ( )
√ ( ) [√ ( ) ]
√ ( ) √ ( )
( ) ( )
[ ] ( )√ ( ) ………..(i)
√ ( )
Using ( ) √ ( )
() √ ( ) √ ( ) , ( ) -
√
( ) ( )
∫ ∫ √ ( )
√
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Using EL equation . /
(( ) ( ) ( ) ) 4 (( ) ( ) ( ) )5
( ) (( ) )
0 (( ) ) ( ) 1 (( ) ) ( )
( ) ( ) ( )
. / . / ( )
[ . / . / ( )] ……………(i)
Put ( )
And . / . / ( )
() , ( )-
( ) since
( ) √
if then
( ) ( ) 0 ( ) ( )1
( ) ( ) 0 ( ) ( )1 ………...(ii)
Using ( )
( ) ( ) ………...(iii)
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Also Using ( )
( ) ( )
( ) ( ) ………...(iv)
For non – trivial solution
( ) ( )
| |
( ) ( )
( ( )* ( ( )) ( ( )) ( ( )*
( ( ) ( )* ( ) ( ) ( )
( ) n = 1,2,3,……………
( ) ( )
n = 1,2,3,……………
( ) ( ) ( )
( ) ( )
( ) ( )
But we take then eigen solution will be as follows;
( ) ( )
√ ( )
GEODESIC:
A geodesic is the curve of shortest length joining two points in space.
EXAMPLE:
Find the curve of shortest length between the given points in a plane using
polar coordinates.
Solution:
Also √( ) ( ) …………..(ii)
Now usig
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( ) ( ) ( )
( ) ( ) ( )
( ) √( ) ( ) √( ) ( ) √ . /
√ ( )
() ∫ √ ( ) subjected to ( ) and ( )
√ ( ) 0√ ( ) 1
( ) ( )
√ ( )
√ ( ) √ ( ) √ ( )
√ ( )
√ ( ) ( ) ( )
( ) √
( ) ( )
∫ ∫ . / . /
√
( ) ( )
( )
( )
( )
( )
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EXAMPLE:
Find the curve of shortest length on the surface of sphere.
Solution:
Let A and Bbe the two points on the sphere S. here the problem is to minimize
√( ) ( ) ( ) √ [ . / ]
√ ( )
() ∫ √ ( ) subjected to ( ) and ( )
. /
. / .√ ( ) /
√ ( )
√ ( )
( ) ( ( ) ) ( ) ( )
( ) ( ) ( )( )
( )
( ) √
√ √ √ ( ) √
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∫ ∫√ ∫
√
√4 5
∫
√
√4 5
√
∫√ with
. / . / . /
( )
( ) ( )
This is an equation of the plane through center of sphere. Hence the curve of
shortest length joining A and B is the arc of great circle through A and B.
EXAMPLE:
Find the geodesic curve for the cylinder
Solution:
√( ) ( ) ( ) √ . /
() ∫ √ ( ) subjected to ( ) and ( )
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. /
. / .√ ( ) /
√ ( ) ( ) ( ( ) )
√ ( )
( ) ( ) ( )( ) ( )
( )
( ) . /
√
. /
The intersection of this surface with given cylinder gives required extreme
curve.
EXAMPLE:
Find the shortest distance between the points ( ) and ( ) in
the plane
Solution:
We have to minimize ∫ ∫ √( ) ( ) ( )
∫ √ . / . / ∫ √ ( ) ( )
∫ √ ( ) ( )
subjected to constraint
Here √ ( ) ( )
and therefore we construct a new function
√ ( ) ( ) ( )
Using EL equation . /
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.√ ( ) ( ) ( )/
4 .√ ( ) ( ) ( )/5
( * …………..(i)
√ ( ) ( )
.√ ( ) ( ) ( )/
( .√ ( ) ( ) ( )/*
( * …………..(ii)
√ ( ) ( )
( * …………..(iii)
√ ( ) ( ) √ ( ) ( )
Since
The endpoint conditions satisfied by the functions ( ) and ( ) are
( ) ( ) ( ) ( )
diff. w.r.to „x‟
( )
( )
√ ( ) ( )
√ ( ) ( )
√ ( )
, ( )- 0 √ ( ) 1
( ) ( ( ) )
( ( ) ) ( ( ) )
( )( ) ( ) ( )
This is the quadratic equation in
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Since C was arbitray, we can always choose it , so that the equation has real
roots. Let be one such root then
Now using ( ) ( ) ( ) ( )
then
Then we get
Also for we have
∫ √ √ | | √
We have to minimize ∫ ∫ √( ) ( ) ( )
∫ √ . / . / ∫ √ ( ) ( )
∫ √ ( ) ( )
subjected to constraint
Here √ ( ) ( )
and therefore we construct a new function
√ ( ) ( ) ( )
Using EL equation . /
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.√ ( ) ( ) ( )/ 4 .√ ( ) ( )
( )/5
( * …………..(i)
√ ( ) ( )
.√ ( ) ( ) ( )/ ( .√ ( ) ( )
( )/*
( * …………..(ii)
√ ( ) ( )
( * …………..(iii)
√ ( ) ( ) √ ( ) ( )
Since
The endpoint condition satisfied by the functions ( ) is
( ) ( )
diff. w.r.to „x‟
( )
√ ( ) ( )
√ ( ) ( )
, - 0 √ ( ) 1
( ) ( ( ) )
( )( ) ( ) ( )
This is the quadratic equation in
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Since C was arbitray, we can always choose it , so that the equation has real
roots. Let be one such root then
Now using ( ) ( )
( ) then
Then we get
Also for we have
∫ √ √ | | √
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PERTURBATION TECHNIQUES
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There is always a concern with numerical calculations about whether the code
is correct.A helpful check can be to push one or more of the physical
parameters of the problem toextreme values and compare the numerical
results with a perturbation solution worked out when that parameter is small
(or large).
There are other ways of checking code, however; more importantly, a
numerical calculation does not often provide insight into the underlying
physics. Sometimes (surprisinglyoften in practice) the simplified problems
presented by taking a limiting case have a simplified physics which
nonetheless encapsulates some of the key mechanisms from the full
problem – and these mechanisms can then be better understood through
perturbation methods
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رحفآرخ()10-11-0202
وخشرںیہوخایشںابںیٹناوراہجںکتوہےکسدورسوںےکےیلآاساینںدیپارکںی۔
اہلل ی
اعتٰلآپوکزدنیگےکرہومڑرپاکایمویبںاوروخویشںےسونازے۔(اینیم)
دمحمامثعناحدم
کچربمن121امشیل(وگدےھواال)رسوگداھ
UNIVERSITY OF SARGODHA
PUNJAB, PAKISTAN
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