APLIO]

"

Pax C
y =

yp(x)) +

xe
y'(xx
P
+ 2 -

3ypBx +
2yp =

2 3B
Tp(xx+ B + (x)
-
-

c(ex
24p
=
=

c -

2B = x2ex

ze"(a
/ + 2bx + 3(x)

+ ex(a + 2bx + b(x))

+ x)(2b + 6(x) =

xex
 03/08/23/Lecture -

Y p(x =
Vy(xxyz +
Vy(xyz -

Yp'(xx) =

Vy()yj + Vex)y)

* ((ye + vix)Yz
we'll Choose

*
Vz'byy +
Vj(x)yyVz(x) & Vy(x)
in such A

that
g way
this term'll
be zero
.

yp"(xx =
Vy(xyz" +
Vy(x)yz"
+
Vy'(x)yz'
+
Ve(x,y)
-
if we also take this
term zero then
& Vacay will
v2(x)
be constant which
 is undesired
.

them into
- putting equ
we'll ,
get

& (VICx) Ye' + Ve'(Ye) = F(x)

=> Vy'(x Ye +
Vyxyz =
F(x)
&
o

E
I
from $ ⑤

vi'Yz +
Ve'Yz = 0

Vz'Yz' +
Ve 'Ye' =
=(

[ 33]
 Le
=

I COS2 I

vz) = -

tanx

V z(x =
log(cosx)
similarly

Ve() =
x

to

operator FD
-
I
=Do

-it]se *

-eijeseg
 Godly
e -

dx
+

azdy +azy

y(u)
=
y(b)

y'(a) =
y(b)
Here Co az,
, de are constan
= determine the adjoint
operator.
sol

and + Gd-
-
-
1 = +
92

<Lu ,
0) = <u ,
+ r>
b

<4 , 03 =

Juvd
a
b

-I jaodu +and tay a

 (4z = 4142

L4e =
x2Pz
< P2 . Ye) =
<42 + Yc]
,

=
<42 .
142

<242 . Ye] =
<Yz . xeYe]

* Yz ,
Ye) =
↓2 <42 Ye] ,

(42 -

x2)(<42 4x) ,
= 0

11
-
<Py , 42) = 0

hence
,
proved
 # Series Solution

&y +PAY +Quy =

where ,
PCOC and Qos are

analytic function
of X .

Analytic function : All order

-

derivative
of F(c)
are exist
then it's
called
analytic
function .

in Other words
-> Floss can be represented
as taglos series expansion
about a point .
=
flo
-Coco
=

n = 0

point Do is
called as
Co
Ordinary
point.

+ (((x 2) -

PC =
here &

Q(x
=
-> ther =
1 & x =
0 Are

singular point as

P(x) & Q(x) are

not
analytic func tion .
 =
(g = 1(z
48

y()
=
C + (2x + (x2 + (33
+ (4x4 + 2xS

(o(z zx4 ) x +
-

. . .

+
(2(x 2x3 -) +
-
->
suppose ,
Y variable is

time and x-axis is

is curve
.
↳
+n then
u+

I
u =

is called
2 initial
t =
X X X

XX
condition
t = 0 XX
T of
-
Chachy
condition

u -
U(x , y) = f(x) , y ,
u)

f(x , y ,
u) - is called
integral surface
# 21-08-23 Lecture - 9

-> The curve on which the

sol is given has A
form
paramatric .

bu
P(x y u) G(x
4)
+
, , ,
y,
xx[

R(x , y , u)

u =
ur 4 .
= Ex = Co(s) , y =
Yo(s)
-

<Say
Y

8xxT(s)
&
<(5) X -> it (a) is an
-S
X
chosen arbitary
X
>
curre such
6
x
that
M (5) 7 when
=
I
+ = 0
 ↳
Lagrange's ear

3 224
ex + = x
-
-

by

U(x , y) =
] 4 =
Gax =
by]
S Paramatric form
S
y
x = =

x bS as
y
= =

du
da =+
da =
3 d =
2
dj da

x 35 +
y 25 + (2
=
C =

u as
0
,
=

r
= 0 ,
x = bS =

-
((z b = (2 = as
 x =
35 + b
=
25 + as
y

(x -

3y =
(2b 3a)S
-

bI
acc-y
=5

now
knowdu = c = 35 + bs
we -

dj

u
3 b +
=
+

=
x(
 z = v] -
(x) +
y = z() , y)

z(x , y) -

z =
0

da p(x dx dy) f(x y)

+
y +
-

= ,
,

()
= direction
goutient

( , )
=

we know
.

P , y ,
u) Du + Q(x ,
y 4)
, &4

-x
by

= R(x , y u)
,

we can write it as
 &
-

(ui+ -1) (i+R .

↑ =
O

targent to
the surface

df 0
Gd+y
=
=

sy

+
If du
ou

u dy-du
=o
2 di +

(2u4+-)o(didy -
,
+ du)=
8

B
Home work
-
-

x y
E(y ux)X uy)b
+ - (x + =
-

stays
= k

So we'll get

ydx +
cdy + du = 0

d(xy) + du = 0

xy + u =
C

xdx + ydy - udu = 0

d(c2 2 0
-

x2 + y2 - u2 = c
 # 24-08-23 Lecture -
10

Second Order PLE

# - -
with
Constant Coefficient :
- -

x
2BUxy (4yy + + +
DUx

↓ +EUy
↳ example
+ Fu = G

Principle of a linear

↳
part 2nd order pde
compare with constant
with coefficient
Conic section
if

leg
bxy the
acc+ dx
+ G = 0
, given
pole is

homogenous
if G O ,
19
'I

non-homogenous
 - =- detlA) =
Discriminant

lic if < = 0 =
( b) -
ac) : Parabolic
form

(ii) if 6 >0 :
b2-ac >0 :
Hyperbolic
form

(iii if 0 : b2-aco :
Elliptic
form

·
AUxx +
2BUxy +
Chyy +
DUx

Fu G
+EUy + =

x= x(3 n) ,
2 =
G(x y) ,

# &

y =
y( 2)n ,
=
n(x y) ,
= (1 + xck)Uxx + (2 +
yz)Yyy + xUx

+
yuy =
0

3
B = 0

A = 1 +x
2 -> elliptic
form
c =
1+ y2
D = xC

E I

F o
= =
G

& =[A]

-
--
dy
dx
2 + x2
 h
log(y m
+ yz)
ilogk Ex)
+ + + + =
log
=
+ yz) + x)
a =

log(y + +
ilogk + =

log(y + (
+yz) ilog( (+x)
B +
-

logly +y
3
E
=

&B =

Ex = O

n = B = log(
=
my

A =

(3y2 = 2+
-
y2 =

E
= 2

(E+y2)2
 T An,
=
=

B =
0

T ASx 2B33y
= + +
25yy
+ BSx +
ESy
2 yz
cy] 3)
=
+ +

+E+yz
D = G

E = 0

finally got
Uga+JUnn =o
18-09-23/Lecture -

16

Series
# Fourier
->
Suppose a function fac is

bounded
-
, periodic and

integral over the interval

- -

[ -
JT . JT]

f(x) -a . + anco
Since

-> where Go , 92
,
. . . an
& bo , be , -.., bu are

called
fouries Coefficients.
-> S = 22 ,
since ,
cosse , sine ,
cos ex- -
y
is an
Orthogonal set of
function [ J JT]
-

f, ges <f
. g) = 0

<f g) ,
=) faxgxdx
-
IT

Evenfunction : A function fac is

said to be an

even function
if f(x) = f(
-

x)
LOS
Eg

·
function
and : A function facs is
said to be an

odd func tion

if f(x) f( x) =
- -

Eg Sin
become
will zero

multiply with COS2x

E If * then it'll be
.
a
T
J
2 da
n
S
=
2
A
n
E cosna los

so n=2 will be nonzero

all other'll be zero

.

J
J

I f(x cosdi =

an] cos
2
nice e
-
JT

= AnJT
I

·
 · a
conce
f(x) ancos
do+
=

(ii) If f(x) is odd an

will become zero as

Codd) Leven)=odd
.
then it'll
M
/ M

I
become "Fourier sin
f(c)
series"
COS

similarl ly we can Prove

this as well.

90
= 'T
f() cossde
2
= 0
an =
 =

(1 + los
n]n +2

similarly we can find

bn

#
<fig)= fac gad

Repeated Rump
ex -
⑳ -
function .

=
f(x) = (x) xE( -
L ,
L]
xf [ - T, n]
sal
-

function
even
->
 =

[sin (4X L

Jsin()
-

z((0) ((s(2)] +

eG(cos(nst) -

cos(0)] x ]

= [cos(us-

I
g I
u =
even

an =
-

44 I n = odd
mst2
 ~
(E +
=] - F ]
=

bu
t
=

⑤ The Even
Square Wave
E -

E
J(x
9 5/2
-

f(x) 1
JT/2 <x
5/2
O
< 5

s
f(x) -> even
- so it'll we sin fouties
series
 ax2
fxx
-

2
e
=

-
k2

[ismem readya
- (f(x) Fa
=
we

ex fouries transformation of disal

=
delta function

See a
5) (SG1] =

1
-
iKo
I
= =

Est

sa
very large value at
x = 0

= G elsewhere
W
ix(k -a)
Sx a)
= dx
-
 F(k)
Getti ii)
=

converting into
real space

2x)H()
-
f(x (e
-

= -
2

X -

and ef
eg +
azd+apf=e
.

-
-

dxh

S
fourier transformation
->
applying
both side ,

[Pz(ik) + a2ik + az) F(k) =

G(k)

F(k)
-E
=

+a2(i) + 2
 &

be
ikec + (t)
dk = 25S(x + (t)

&
ik(x -

(t)

Ie dk =
25TS(x -

Ct)

g(ex
(E(S(x + (t) + S(e) c
+)]
-

f &y
j(fxx
*
=
ux) , +) =
2x + (t)

xz)
+
+ f(x) g(x -

ux +
+
=
.

uxes , +) =
= [f() + (H) + f(x) -

()
2
ex bak +
Gyyk 0 0x
=
y
-

us ,
0) = f(x)

S
->
taking transformation
both side ,

7) (ucx y))
,
= v(k , y)

likU(k y) Ucky .-=

+
,

ducky)
: , Is
UK
=

141y -

Ikly
. V(k , y) = Al + Be

As we are interested in

bounded sol then

we must have A =0
 -
:
Probability :-

-> Consider an experiment of

a coin toss
. Then the

probability of getting
head at first time is
2/2 .

Random
-
·
Random experiment
J

experimen t
- -
is an
experiment
whose outcome
can't be predicted
in advance with

certainity

Sample :
The get of all possible
outcomes of
Space an

experiment is called
a sample space
.
 S =
Ei
i =
2

Ez =
5 .
En =
-
- -
=
0

2 =
p(s) + [PCEi(P(Q)
i =
2

2 = 2 + 2P(d) = P(0) = 6
i = 2
 16/20123 Lecture 23 -

#S is
sample space and E is
an event of the sample
space the .

prove that

P(EY =
I -

PCE)
prof : S
E

EUEC
o
S =

P(S) = P(E) + PCES -

PCETE'

2 g
PCE") = I -

PCE)

two events of
② E & F are

. If
sample Spaces E EF
then PLE) 1PCF)

proof
->

S
EUCE'
-

F F =
1F)
E
P(F) = P(E) + P(EPF)
wa
30
PCF) >PIES
# If E and F are two events
of sample then
a
space
prove ,
that
P CEUF) =
PCE) + PCF)-PCEF)
Proof
>
"

E
E- E
-
-
+ +
+ F
-
-
-
+ +
+ +
+ #+ - E' lF
- T

Now
. EUF=EU/E1F)

PLEUE=PCEUCERESS
= P(E) + P(EF) -

F = EPF LEF
P(F) =
P(EPF) + PCEF) -

PCEUF) =
PCE) +PCF) -

PCEF)
 &
i ]
Fi=Ei Fi A

/
=

as it is

increasing
lim
-x
PCEn) =

n- x
lim · Fi)
=lim
n -> 0
↑(Fi)
= lim PCFi)
n+ ai =
1

= PCFi)
i
22
=

P(Fi)
=

P(lim Fi)
=

PlimE
Prof
B=BA
P(B) =
P(BAi)
N

= U PCB1Ai)
i = 2

=
& P(Ai) P(B/Ai)
i =
]

↑ (AK/B)
PLAB) BlAi
=

-PBA
-> The set of values of X

Sy :
X(5) = x ,
SES
,
CERY is

called the space of the

random variable range set
of X .

-> It the random variable X

keeps the count of countable

number of values the it's
called as discrete random
variable -uncountable
and if
-

number then it's called

as continuous random
-

variable.
-

-> The distribution function Fas

of R V .
X .For all x is

defined as

F(x) = P(X(x)
 of function
Expectation i
·

Suppose ,
X is a discrete random
variable and having A

probability mass function

pac .

Suppose ,
gas is also
a discrete random
variable Then ,

E(g(x)) Z
packogap()
=

t
wan

we
-
-

prove
-

E(g(x)) = g(x)b(i)X = 2 ,
2 ...
n

- yjP(y =
Yj) y =
g(x)
j = J
 =
upE(y) + up

=
np[m 2)p]
-

+ up

= n2p2 -np2 +
mp

m2p)
= + xp(z -

p)

-> X is a binomial random variable

·= ita it

=+2
P(X 2)
niPx
=
i + = =
- Mean and Variance of Poison
random variable .
-

-> E(X) =
· ie-xi
↳ i!
-

i = 0

e
x3 +
=

+ + -

!
2
....

)
= xe
+(2 + x + 13
-

2
+ -

)
. . .

+
= xe ex = x

mean=
-> E(x)
= e -

x
=

i
E
= 29 ·
a

Li
x
=
E -
i 2 =

&

x i
2
-

+
i
2 *

z) !
=

=e - i
+ 2 2
-
X
xi
i 2 i
+2)
/
= - = I

↓
= n +

Var(X) = xi + x - x

Var() =
X
 E(X)
=j fd=d=
B
=

E(X)
= fa
3)B 2)
-

mean=B ,
Vao(x)=
=> F(x) (probability distribution funny

a is an
arbitary variable
·

use-1: a a

#(a) = P(X=a)
A
=

- fxxdx = 0

Case-2
:
ca<B & O

Fx(a) = ja)axdx .
-

)fxad
X
=

-
N

t jafxxxdx
&
 =a
if
-3 a
jfyxxd
-

Fy(a) = P(X =a) =

- x

10
&
M

-ofxde
· ~ >
+j87x csda

&·
& B
acc
g X
a
N +
fx

· &
3
=

B G
2
E
uniform random varia

Suppose
is a
over the interval Co 2)
. and

what is the prob density

,
function
for the random variable X .

pof
Fx()) =
P(X = x) = P(X2[)

P( =
2) p(y =
=

** y(y)dy
=

!
=
61-23 28
Lecture -

PC function
->
Suppose ,
Y
is the distribution
for the Standard random variable
-

Y
y2
97
- -

-
& Gx p(y() dy
-
=
=

&
& (c) &
(can
(x)
= 2
prove
-

Y Y
this
Sy (Y)

j2
/III)
"11111111
/
↓ o
symmetrical)
( wot y

>
8
=

# draw
0

the
diag sam
of
Y
-

prob .

density
9) y (y) =
P(Y = -

y) function
So that
= P(y > y) =
p(yyy) we can

Prove
= I -

P(y(y) = 2 -

Py(y) things
easily
 Ez
O
-

E
=

var(x) =
3E(x)32 z =

E(xe)
=of de = T +d +e

=xe-d Z
Nx =

itjust
(do
like
a
=> Beta distribution :

· A continous random variable X is

said to be a beta random
variable , If it's pdf is

given by

=
↓
f(x (as n

O(x]

O otherwise

Here , Bla ,
b) is the beta function
defined
zby
2(z xb dx
jxa
-

B(a ,
b) = -

-I
B(a , b) =
b)

E(X=cac dx