Engineering Analysis Third Class

011Engineering Analysis

References 1- Advanced Engineering Mathematics by C. RAY WYLIE

2- Advanced Engineering Mathematics by ERIN KREYSZIG

The General Linear Second – Order Differential Equation

The general linear ordinary differential equation of the second order can be written in the standard form

Where and y = dependent variable, and x = independent variable

The are coefficient. Equation (1) is said to be nonhomogeneous. If is identically

zero, we have the so-called homogeneous equation.

(homogeneous)

The Homogeneous Linear Second – Order Differential Equation with Constant Coefficients

When are constants the general linear second order differential equation can be written
in the standard form

Let the solution of equation (2) be in the form

where m is a constant to be determined.

Substituting and in to equation (2)

Since then (characteristic or auxiliary equation)

The roots of characteristic equation can be obtained by

Now, if then Real and equal Complete solution of the equation (2) is

if then Real and unequal Complete solution of the equation (2) is

And if

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Engineering Analysis Third Class

then are complex conjugate

Example Find complete solution of the equation

Solution

let then from given equation

then the characteristic equation becomes to

And its roots are

Since Real and unequal, a complete solution is

Example Find complete solution of the equation

Solution

let then from given equation

the characteristic equation in this case is

And its roots are

Since are complex conjugate it clear that

Then, a complete solution of equation is

Operator Notation

By definition

Then by repetition of the process of differentiation

( )

Similarly ( )

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Engineering Analysis Third Class

The operator can be handled in many respects as though it were a simple algebraic quantity.

Particular Solution

In particular solutions, the two arbitrary constants in the complete solution must usually be determined to fit
given initial (or boundary) conditions on and .

Example Find the solution of the equation for which and when x = 0

Solution

Using operator notation, the given

Replace D by m the characteristic equation of given equation becomes to and its

roots are ; hence the complete solution is

Now to find the particular solution, differentiate with respect to x

The substituting the given conditions into the equations for and , respectively, we have

and

Hence, , and

Then the required solution is

H.WS

1- Find a complete solution of each of the following equations:

a- Answer
⁄ ⁄
b- Answer

c- Answer

2- Find a particular solution of each of the following equations which satisfies the given conditions:

a- , when
Answer
b- , , when , , when
Answer

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Engineering Analysis Third Class

The Nonhomogeneous Second – Order Differential Equation with Constant Coefficients

Consider the following nonhomogeneous Equation

Dividing both sides of equation (1) by the equation reduced to

The solution of nonhomogeneous equation (2) is

Where is a general solution of the homogeneous ODE (2) and

is a particular solution of (2)

There are two methods to find particular solution .

1- Undetermined Coefficients
2- Variation of Parameter

Particular Solutions by the Method of Variation of Parameter

Let , be two homogeneous solutions of equation (2) and be a particular solution of (2)

The fundamental idea behind the process is this. Instead of using two arbitrary constants and to combined
two independent solutions of the homogeneous equation (2)

as we do in constructing the homogeneous solutions, we attempt to find two functions of x, say , and ,
such that

By differentiation,

For simplicity, let

and

substituting , , and into equation we obtain

+ )+

or [⏟ ] [⏟ ]

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Engineering Analysis Third Class

Equations (3) and (4) can be written in matrix form

* +[ ] [ ]

Then by grammar rule

and

Since ∫ and ∫

∫ ∫ where = Wronskian

or ∫ ∫

Example Find a complete solution of the equation

Solution By inspection

then ,

∫ ∫ ∫

| |

Finally | |

H.WS

Find a complete solution of each of the following equations:

a- Answer

b- Answer ( )

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Engineering Analysis Third Class

Constant Coefficient Homogeneous Equation of Higher Order

Consider the following homogeneous, liner, constant – coefficient equation of higher order

where n is order of derivative and

the substitution leads to the characteristic equation

(n- roots equation)

Example Find a complete solution of the equation

Solution

In this case the characteristic equation is

One roots of this equation is

then to find the other two roots multiply the characteristic equation by the equation becomes to

the roots of characteristic equation are

the complete solution is

Example Find a complete solution of the equation

Solution

To find the characteristic equation

by inspection one roots of this equation is , then to find the other two roots multiply the characteristic

equation by the equation becomes to

the roots of characteristic equation are ,

so the total homogeneous solution is +

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Engineering Analysis Third Class

Example For what nonzero values of λ, if any, does the equation have solutions which satisfy
the four conditions and are not identically zero? What are these
solutions if they exist ?
Solution
The characteristic equation in this case is to find the roots of this equation let
then then

Hence, a complete solution is

or

differentiation this twice gives us

From the first two conditions, we obtain the relations

since

From the two last conditions, we obtain the relations

Dividing both sides by and adding these equations, we find

which implies that , now if the solution would be identically zero, thus we
must have or

then by substitution this value of ⁄

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Engineering Analysis Third Class

Variable Coefficients Differential Equation

Euler – Cauchy
Power series
Frobenius method

where n is a positive integer Hermit’ Equation

where n is a positive integer Laguerres’ Equation

Legendre’s Equation

Bessel’s Equation

The Euler – Cauchy Differential Equation

There are one type of linear equation with variable coefficients, by simple change of independent
variable it can always be transformed into linear equation with constant coefficients.
The equation
is called Euler – Cauchy equation

Note that The coefficients of each derivative is proportional to the corresponding power of the independent
variable.

Then by changing the independent variable from x to z by means of the substitution

or so 

Note that z = f(x) and y = f(z)

dy dy dz 1 dy
Then y   . = .
dx dz dx x dz
d2y 1 dy 1 d 2 y dz 1 dy 1 d 2 y
y   2 =  2    
dx x dz x dz 2 dx x 2 dz x 2 dz 2

Example:-Solve x 2 y   4 xy   6 y  0
Solution

from equations (a) and (b), the given D.E can be transformed
1 dy 1 d 2 y 1 dy
(  ) . . /
x 2 dz x 2 dz 2 x dz

d2y dy
2
 5  6y  0 (constant - coefficient)
dz dz

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Engineering Analysis Third Class

the characteristic equation

the roots of characteristic equation are ,

then the general solution is y(z) = c1e2z + c2e3z

finally transform from z- domain to x –domain by substituting
y(x) = c1 e 2(ln x ) + c2 e 3(ln x )  y(x) = c1 x2 + c2 x3

H.W
Solve
1- x 2 y  3xy  4 y  0 Answer
2- x 2 y   xy   y  x 5 Answer +
3- 2 x 2 y   5 xy   y  3x  2 Answer
√

Euler- Cauchy Equation of Higher Order

Example Solve the nonhomogeneous Euler- Cauchy equation

Solution

From equations (a) and (b), the given D.E can be transformed the homogeneous part to
where

then the characteristic equation is

the roots of characteristic equation are , ,

then

then the complete solution is

now to find the particular solution we use the method of variation of parameter where

∑ ∫ where n = order of differential equation

For n = 3 ∫ ∫ ∫

where

| |

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Engineering Analysis Third Class

| |

| |

| |

Recall that (by comparison the given differential equation by standard form)
⁄ ⁄ ⁄ ⁄ ⁄
∫ ∫ ∫

Now ∫ , let ,
,
∫ ∫

∫ let ,
,
∫ ∫

∫ ∫ , ,
,
∫ ∫( )
or ∫ ∫

( ) ( )

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Engineering Analysis Third Class

Power Series
A power series is a series of the form


a
m 0
m x m  a o  a1 x  a 2 x 2  a3 x 3  

in this article we shall show how a power series can rise when we seek to approximate a function
by a sequence of polynomials

the values of these approximating polynomials converges to as and these polynomials

to Taylor Series
then the Taylor Series for at is

Now when the series is called Maclaurin Series

Example Find the Taylor series for the function at x = 0.

Solution since
, , , ,
so that when

, , ,

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Engineering Analysis Third Class

Example Find the Taylor series for the function at .

Solution since

When , the cosines are 1 and the sines are 0, so that

The Taylor series of is

H.W Prove that Maclaurin series of is ∑

Binomial Series
The binomial series is the Maclaurin series of for the function

When we substitute the values of these at in the base Maclaurin series the result is

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Engineering Analysis Third Class

Power Series Method of Solving Differential Equation

Power series is an infinite series of the form


a
m 0
m x m  a o  a1 x  a 2 x 2  a3 x 3  

Where ao , a1 , a2 , a3 ,are constant called coefficients

Familiar examples of power series are the Maclurian series


1
  xm  1  x  x2  x3   (Geometric series x )
1  x m 0
∑
∑

∑
To solve the differential equation we assume a solution in the form of a power series with unknown
coefficients,
∑
And inserting this series and the series obtained by termwise differentiation
∑
∑

Example Solve the following ordinary differential equation by power series

Solution by inserting (1) and (2) into the given equation

Multiplying 2x inside the bracket we obtain

For this equation to hold the two coefficients of every power of x on both sides must be equal, that is
, , , , , ,

and , , ,
( ) where is arbitrary
Shifting Index Method
By substituting equation (1) and (2) into the given equation
∑ ∑ ∑
Let in the left then the summation, which started with , now starts with . On the right
we simply make a change of notation .
∑ ∑
Hence,
, or

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Engineering Analysis Third Class

Then, for we have , ,

Example Solve the following ordinary differential equation by power series
Solution by inserting (1) and (3) into the given equation
∑ ∑
To obtain the same general power on both sides, we set in the first series and in the
second, this gives
∑ ∑
Each power must have the same coefficient on both sides. Hence
,

,
,
Where and remains arbitrary. With these coefficients the series (1) becomes
( ) ( )

H.W
Solve by power series
1- Answer
2- Answer
Gamma Function

The Gamma function Γ(α) is defined by the integral

Γ(α) = ∫

Integrating by part let

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Engineering Analysis Third Class

∫ ∫ + ∫

But + then ∫ =

PROOF

Since using L’opital rule = = =

=0 for
now integrating by part twice and more

Where k = times of integration -1

Note that when

when , Γ(1) = ∫ ] +

Now from let

let

let

let

let

So the Gamma function may be regarded as generalization of the factorial function.

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Engineering Analysis Third Class

⁄
Example:- Evaluate ∫

⁄
Solution since then ∫ ∫

⁄
Example:- Evaluate ∫

⁄
Solution since then ∫ ∫

then ∫ to find we use equation ( )

let then

so

Example:- What is

Solution From general form of equation ( ) which is

let and then

Example:- Prove that ( ) √

Solution from the definition of Gamma function Γ(α) = ∫

if then ∫ ∫

let then equation (1) becomes to

∫ ∫

and let then ∫

now multiplying equations (a) and (b)

* + ∫ ∫ ∫ ∫

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Engineering Analysis Third Class

Using polar coordinates , where and

⁄
* + ∫ ∫ ∫ ]

( ) √

Example:- Evaluate ∫ √

⁄
Solution let

then ∫ √ ∫ √ ⁄
∫

√
∫ √ ∫ ( )

Euler Beta Function

The Beta function is defined by the integral

∫ ,

The Euler Beta function can be represented in terms of Gamma function as:-

Prove that

Since ∫ let

then ∫ ∫

similarly ∫ let

then ∫ ∫

multiplying
𝑛
∫ ∫

By transformation this integral to the polar coordinates where

𝜙

,
r
𝑛

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Engineering Analysis Third Class

⁄
∫ ∫

since ϕ
𝑚
⁄ 𝑚 r ϕ
∫ ∫
⁄
Or ∫ ∫
⁄
Now, ∫

let when , , and when ,

⁄
Since

⁄ ⁄

Substitution these values into integral (a)

⁄
∫ ∫ ⁄ ⁄

⁄
∫ ∫

Let

so ∫ ∫
√

Or

Example:- Evaluate ∫

Solution

but

so

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Engineering Analysis Third Class

Example:- Evaluate ∫

Solution ∫ ∫

Let where when and when

Then the given integral becomes to

∫ ∫

∫ ∫

∫ ∫

⁄
Example:- Evaluate ∫

Solution let √
√𝑡
then from the figure √
𝑥
⁄
from equation (1)
√ 𝑡

√ √ √

Also from equation when , , and when ,

⁄ ( ) ( )
Then ∫ ∫ √
√

Or ∫

⁄
∫

H.WS

1- Evaluate each of the following

(a) - ∫ (b) - ∫ √ (c) - ∫

√

2- Evaluate each of the following

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Engineering Analysis Third Class

⁄ √
(a) ∫ √ Answer
⁄
(b) ∫ √ Answer ( )
(c) ∫ let Answer ( ) √
√ ⁄

(d) ∫ ( ) Answer
√
(e) ∫ let Answer
√

⁄
3-By setting and in the result of ∫ , show that

⁄ √ [ ⁄ ]
∫ [ ⁄ ]
,

⁄
What is ∫

Sine Integral Si(x)

The sine integral is defined by the following integral

From the figure we see that the sine integral is odd function and when

Recall that ∫ ∫ ∫

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Engineering Analysis Third Class

Where ∫ = Complementary Sine Integral

Sine Integral Table
u Si(u) u Si(u)
0.0 0.000 2.0 1.6054
0.2 0.1996 2.2 1.6876
0.4 0.3965 2.4 1.7525
0.6 0.5881 2.6 1.8004
0.8 0.7721 2.8 1.8321
1.0 0.9461 3.0 1.8487
1.2 1.1080 3.2 1.8514
1.4 1.2562 3.4 1.8419
1.6 1.3892 3.6 1.8219
1.8 1.5058 3.8 1.7934
2.0 1.6054 4.0 1.7582

Orthogonal Properties of Sine and Cosine :

Definition 1:- If a sequence of real functions
 n ( x ) n  1,2,3,
which are defined over some interval (a,b), finite or infinite, has the property that
b
  0, mn
  m (x ) n (x )dx 
  0, mn
a
Then the functions are said to form an orthogonal set on that interval.

Definition 2:- If the functions of an orthogonal set  n ( x ) have the property that
b

  n (x )dx = 1
2

a
For all values of n then the functions are said to be orthonormal on that interval (a,b).
Notes :
1- It is no specialization to assume that an orthogonal set of functions is also orthonormal.
2- Any set of orthogonal functions can easily be converted into an orthonormal set. In fact, if the function of
b
1 ( x )  2 (x)
the set  n ( x ) are orthogonal and if kn is the value of   n (x )dx , then the function
2
, ,
a k1 k2
3 (x)
, ······ (kn must be positive) are orthonormal.
k3

Definition 3:- If a sequence of real functions

 n ( x ) n  1,2,3,
has the property that over some interval (a,b), finite or infinite

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Engineering Analysis Third Class

b
  0, mn
 p(x ) m (x ) n (x )dx 
  0, mn
a
Then the functions are said to be orthogonal with respect to the weight function p(x) on that interval.
Now, 1- any set of functions orthogonal with respect to a weight function p(x) can be converted into a set of
functions orthogonal in the first sense (Definition 1) simply by multiplying each member of the set by p( x ) .
p(x)>0
2- with respect to any set of functions  n ( x ) orthogonal over an interval (a,b), an arbitrary function f(x) has
a formal expansion analogous to a Fourier expansion,
f(x) = C11 (x)  C 2  2 (x)  C3 3 ( x)    C n  n ( x)   ()
then multiplying both sides of equation (1) by  n ( x ) and integrating formally between the appropriate limits
a and b, we have
b b b b

 f (x ) n (x )dx  a   n (x )1 (x )dx + a   n (x) 2 (x)dx + a   n (x)3 (x)dx

1 2 3 +
a a a a
b b


+  n ( x ) n ( x )dx an +an+1   n (x ) n 1 (x )dx + ······
a a
b

  n (x )dx
2
From the property of orthogonality, all integrals on the right are zero except
a
b

 f (x ) n (x )dx
a
an = b

  n (x )dx
2

Example:-
Show that the given set is orthogonal on the given interval I and determine the corresponding orthonormal set
 1 , cosx , cos2x , cos3x , ······ , cosnx , ·····  , 0≤ x ≤ 2π

Solution
b
Let  n ( x )  cos nx  m ( x )  cos mx , in the   n (x ) m (x )dx
a
2 2
1
 cos mx. cos nxdx =  2 [cos(n  m)x  cos(n  m)x ]dx
0 0
2
1  sin(n  m) x sin(n  m) x 
=   ·········(1)
2 nm n  m  0
Since n and m are integer  eq. (1) = 0 for n  m
Now, for n = m
the first term in eq. (1) = 0 , but for second term we take limit as n  m as follow

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Engineering Analysis Third Class

lim sin(n  m) x  2  lim sin(n  m).2

=
n  m n  m  0 nm nm
lim 2. cos(n  m).2
Taking limit using L'opitals rule  2
nm 1
2
1
 cos nx.dx  .2 = π
2

0
2
Now we need checking the orthogonality condition for 1 with cosnx for n  1,2,3,

2 2
sin nx 
 1. cos nxdx = n  0  0 , n  1,2,3,
0
For n = 0, cos0 = 1
2

 1 .dx  2
2

0
 the given set is orthogonal on the interval 0≤ x ≤ 2π
Then the corresponding orthonormal set is
1 cos x cos 2 x cos 3x
, , , , ········
2   

Definition 4 :- A real function f(x) is said to be Null function on the interval (a,b) if
b

f ( x )dx  0
2

Example:-
Show that the set  sinnx  are orthogonal at the interval (  ,  ) and then show that the function g(x) = x2
cannot be represented on this interval by a series of the form
C1 sin x  C 2 sin 2x  C3 sin 3x    C n sin nx  

Solution
b
Let  n ( x )  sin nx  m ( x )  sin mx , in the   n (x ) m (x )dx
a
 
1
 sin mx. sin nxdx =  2 [ cos(n  m)x  cos(n  m)x ]dx
 

1  sin(n  m) x sin(n  m) x 
=   ·········(1)
2 nm n  m  
Since n and m are integer  eq. (1) = 0 for n  m
Now, for n = m
the first term in eq. (1) = 0 , but for second term we take limit as n  m as follow

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Engineering Analysis Third Class

lim sin(n  m) x   lim sin(n  m).2

= =π
n  m n  m   n  m nm
 the given set is orthogonal on the interval  ≤ x ≤ π

Then, let us find Cn

b  

 f (x ) n (x )dx x x
2 2
sin nxdx sin nxdx D I
a   x2
Cn = = 
= + sinnx
b

  2n ( x )dx  sin
2
nxdx 2x cos nx
a  
- n
Using integrating by part
2 sin nx
Note that cos (nπ) = cos (-nπ) 
2 + n2
3
[cos n  cos(n)] cos nx
Cn = n 0 0
 n3

Partial Fraction Expansion

In many cases the solutions are usually appears as a quotient of polynomials
⁄
Where Q(x) and P(x) are polynomials of x. It is assumed that the order of P (x) is greater than Q(x). The
polynomial P(x) may be written as

given for the cases of simple pole, multiple – order poles, and complex conjugate poles of G(x)

1- G(x) has simple poles

If all the poles of G(x) are simple and real, equation (1) can be written as

where . Applying partial fraction expansion equation (2) becomes to

The coefficients is determined by multiplying both sides of equation (2) by the factor
and then letting equal to or
* |

Example:- Expand the following by Partial Fraction

Solution

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Engineering Analysis Third Class

then the Partial Fraction form of is

to find multiply both sides by then let

2- G(x) has multiple – order poles

If of the poles of are identical, or we say that the pole at is of multiplicity , is
written as
,

Then

⏟ ⏟

Where
* |

* |

* |

* |

Example:- Expand the following function by Partial Fraction

Solution

then

[ |
[ | * | * |

[ | * |

Substituting these values

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Engineering Analysis Third Class

3- G(x) has simple complex – conjugate poles

Suppose that has simple complex conjugate poles with as real part and as imaginary part then

The expansion by partial fraction gives

where |
and |
Example:- Expand the following function by Partial Fraction

Solution

where |

|
Laplace Transform (Simon Laplace 1749 – 1827 was a great French mathematician)
Is the transformation the independent variable to s domain, if the independent variable is t then

Definition:- Laplace transform L.T of is

∫
where s is complex variable or , √
Example:- what is the L.T of

Solution From the definition L.T of ∫

∫ |

Example:- What is the L.T of

Solution L.T of ∫ Let u=t du = dt

so ∫ ⏟ | ∫ |

Example:- Find the L.T of

Solution L.T of ∫ ∫ |

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Engineering Analysis Third Class

where
The General Method
The utility of the Laplace transform is based primarily upon the following three theorems
Theorem 1:-
L.T of [ ]
Prove
L.T of [ ] ∫ [ ]

∫ ∫ ∫ ∫

Example:- Find the L.T of

Solution Since [ ]

L.T of ∫ ∫

* + * +

L.T of
H.W Prove that L.T of
Example:- Find the L.T of

Solution From Euler formula

then replace by
and replace by
adding equations (1) and (2) ( )

now, L.T of ∫ ∫ ∫

| |

If then L.T of ( )

( )

H.W Prove that L.T of

Example:- Find the L.T of ,

Solution L.T of ∫ , let

L.T of ∫ ( ) ∫ ∫

Then L.T of

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Engineering Analysis Third Class

Now, if n is positive integer L.T of

Example:- If what is ?
Solution

Where | |

( )

[ ]

Theorem 2:-
L.T of { } L.T of , -
Example:- What is L.T of { }

Solution Since [ ] let

Then [ ] so L.T of { } L.T of [ ]
From Theorem 2 L.T of [ ] { }
Applying Theorem 2 again L.T of { } [ ]
L.T of { }
H.W Prove that L.T of { }
Example:- Find the particular solution of the differential equation for
which ,
Solution From theorem 2 L.T of { }
L.T of { }
Taking L.T of both side of equation
[ ] [ ] [ ]
Substitute and [ ]

[ ] [ ]

Where , ,

Theorem 3:-
L.T of ,∫ - ∫ ,

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Engineering Analysis Third Class

Example:- Show that L.T of *∫ ∫ + ∫ ∫ ∫

Solution
Let ∫
then L.T of *∫ ∫ + L.T of ∫ ∫

* ∫ + ∫ ∫ * ∫ + ∫ ∫

L.T of *∫ ∫ + ∫ ∫ ∫

Unit Step Function u(t)

The unit step function can be defined as
,
1

Example:- Solve for from the simultaneous equations

∫

where
Solution
Taking L.T of each equation term by term
Equation 1
[ ] Note :- since a = 0 , then ∫

Equation 2

Equations (3) and (4) can be written as a matrix form

[ ][ ] * +

Applying the Grammar rule’s

| |

| |

Where , ,

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Engineering Analysis Third Class

Example:- What is L.T of

Solution1

L.T of
Solution2

since L.T of { }
L.T of { } [ ]
[ ] [ ] ]
H.W What is L.T of the following
1- 2- 3-
Theorem :- If a Laplace Transform contains the factor s, the inverse of that transform can be found by
suppressing the factor s, determining the inverse of the remaining portion of the transform, and finally
differentiating that inverse with respect to t.
{ }

Example:- What is * +

Solution suppressing the factor s

, - , -

Theorem :- If a Laplace Transform contains the factor , the inverse of that transform can be found by
suppressing the factor ,, determining the inverse of the remaining portion of the transform, and finally
integrating that inverse with respect to t from .
∫ { }

Example:- What is * +

Solution * + * +

∫ { } ∫

∫ ]

First Shifting Theorem:- This theorem says that the Transform of times a function of t is equal to the
transform of the function itself , with replaced by

30
Engineering Analysis Third Class

{ } { }|
By means of this theorem we can easily establish the following important formulas:-
Formula 1 :- { }

Formula 2 :- { }

Formula 3 :- { } {

Corollary [ ] { } [ ] { }
This theorem says that, if we replace by or by in the transform of a function, then the
inverse of the modified transform must be multiplied by to obtain the inverse of the original
transform .
Example:- If L.T of is what is
Solution

Example:- What is the solution of the differential equation for which

,
Solution Taking L.T of both sides of differential equation
[ ]
but equation (1) becomes to

[ ]

then

, -

and , -
Method 1

then , -
Method 2
Suppressing s from then ,

31
Engineering Analysis Third Class

then , - , { }

Theorem :- Initial value theorem

Using this theorem we can find the initial value of a of a function without finding the complete solution
[ ]
Prove
{ } ∫
Taking limit as of both sides of above equation
∫ [ ]
as [ ]
since is constant [ ]
Example:- If what is
Solution

[ ]

The student can check this result by taking [ ] then taking

Theorem :- Final value theorem
[ ]
Prove
{ } ∫
Taking limit as of both sides of above equation
∫ [ ]
as | [ ]
[ ]
[ ]
Example:- If what is
Solution
[ ]

Check since [ ]

Differentiation and Integration Theorems of Transform

1-Differentiation Theorem
If is piecewise regular on [ ] and of exponential order and if L.T of then:-

32
Engineering Analysis Third Class

L.T of { }
Prove By definition we have
{ } ∫
Differentiating both sides with respect to s
∫

∫ ∫ [ ]
Or ∫ { }
{ }
Corollary By taking inverses of above theorem and solve for we obtain
{ } [ ] { }
[ ] { }

Example:- Find is L.T of { }

Solution
{ }

{ }
HW:- Find is L.T of { }

Example:- Find is L.T of { }

Solution

But from previous example { }

Then

L.T of { }

Example:- Find is L.T of { }

Solution
Let [first shifting theorem]

L.T of { }
Example:- What is y(t) if [ ]
Solution

33
Engineering Analysis Third Class

From the corollary [ ] { }

Let or

[ ] * +

HW:- What is y(t) if

Example:- prove that L.T of { }

Solution
Since { } { } now let
then from theorem L.T of { } but L.T of { }
so L.T of { } [ ]

HW: Check L.T of { }

Example
Solve the following variable coefficient differential equation
where
Solution
The given differential equation can be written as

Since L.T of { }
L.T of { } L.T of , -
L.T of { }
then L.T of { } [ ]
and L.T of { } [ ]
now, taking L.T of both sides of equation (1)
[ ] [ ] [ ]
after rearranging we obtain

or
this equation is linear first order differential equation which can be solved by Integrating Factor
Integrating Factor

34
Engineering Analysis Third Class

The solution of differential equation of the form

has solution of the form
∫
Where ∫ Integrating Factor
Now comparing with equation (2)
and

So ∫

The inverse L.T is

2-Integration Theorem
If is piecewise regular on [ ] and of exponential order and if L.T of , and if
⁄ has a limit as t approaches zero from the right then:-
L.T of , - ∫
This theorem means that integration of the transform of a function corresponds to the division of by

Prove
From the definition of L.T of { } ∫
integration both sides of this ∫ ∫ [∫ ]

by reversing the order of integration ∫ ∫ ∫ ∫ * +

∫ ∫ L.T of , -
Corollary
By taking inverse of a integration theorem
∫ ∫
This Corollary is useful in finding inverse when the integral of a transform is simpler to work with than the
transform itself.
Example:- What is L.T of , -
Solution
Let

35
Engineering Analysis Third Class

applying the integration theorem ∫ ∫ Recall the assumptions:-

let 1- Let
2- Let
so ∫ ∫ 3- Let

∫ | |

L.T of , -

Example:- Find of
Solution
From the corollary

∫ ∫ ∫ |

then
Multiplying the Function by Unit Step Function
Example:- What is the equation of the function whose graph is
f(t)

a t
b
Solution
This function can be regarded as the sum of two translated (shifted) unit step functions as

𝑢 𝑡 𝑎 𝑢 𝑡 𝑏)
1 1
b 𝑡
a 𝑡 𝑡
a b
-1

More generally, the expression represents the function obtained by translating

units to the right and cutting it off, i.e, making vanish identically to the left.

HW: What is the equation of the function whose graph is

36
𝑡
Engineering Analysis Third Class

Second Shifting Theorem

L.T of { } L.T of { }
Prove By definition we have
{ } ∫ { }
because vanishes the identically to the left of then the integration will starts from
or ∫ { } ∫ { }
now by transformation of the domain of integration by letting
note that , and when ,
∫ { } ∫ { }
∫ { } L.T of { }

Corollary 1:-
L.T of { } L.T of { }
Corollary 2:-
if of { } , then of { }
This corollary states that suppressing the factor in transform requires that the inverse of what remains be
translated units to the right and cut off to the left of the point
Example:- What is the transform of the function whose graph is shown in Figure

f(t)

𝑓 𝑡 𝑡 𝑡

t
Solution 1 2

where
using Corollary 1, observing that [ ] ( )
and [ ] ( )
the required transform is
L.T of { } L.T of { } ( ) ( )

Example:- Find the solution of equations ∫ for which if

is the function whose graph is shown in Figure
𝑓 𝑡

2 37
Engineering Analysis Third Class

Solution
In this case then the differential equation can be written as
∫
now taking L.T of both sides we have
[ ] Note :- since a = 0 , then ∫

or

the first term in can be written as and

then so
and by suppressing the exponential factor in the second term
and

then ( )

and ( )

( ) ( )
Dirac’s Delta Function
Consider the function
⁄
,
r
This function represents a force of magnitude ⁄ acting from to , where is positive
and small. The integral of a function acting over a time interval is called the impulse of the
function.

Area = 1
⁄𝑘

𝑡
𝑎 𝑎 𝑘
Now, the impulse of is
∫ ∫
By taking the limit of as

38
Engineering Analysis Third Class

is called Dirac delta function

Note :- From equations (1) and (2) by taking limit as we obtain

, and ∫
r
Sifting property of
∫

To obtain the L.T of , we write

[ ]

and take L.T L.T of { } [ ]

now, taking the limit as (using l’Hopital’s rule)

Then L.T of

Example:-
Find the response of the following differential equation , where
initial conditions are zero.
Solution
Taking L.T of both sides of differential equation
( )

( )
By corollary 2 the is

The Transform of Periodic Functions

Theorem:- If is a piecewise regular function of exponential order which is periodic with period , then
∫
L.T of { }
Example:- Find the transform of the rectangular wave shown in Figure
𝑓 𝑡

b 2b 3b t
39
Engineering Analysis Third Class

Solution
The period of the given function is , hence

∫
L.T of { } (∫ ∫ )

. | | / ( )
( )
⁄ ⁄ ⁄
( ) ( )
or ⁄ ⁄ ⁄

so L.T of { }

Example:- Find the transform of the saw tooth wave shown in Figure

𝑓 𝑡

°
t
b 2b 3b
Solution
The period of the given function is , hence

∫
L.T of { } (∫ )
D I

* +

* + [ ] 1

Convolution. Integral Equations

If L.T of { } and L.T of { } then

40
Engineering Analysis Third Class

L.T of { }
Or the transform of a product is generally different from the product of the transforms of the factors. To see
this consider and . Then , L.T of { }
but L.T of { } and L.T of { } so
L.T of { }
Then, what is The answer is
is the transform of the convolution of and , denoted by the standard notation
which defined by the following integral
∫

Example:-
If ⁄[ ]. Find .
Solution
⁄ has the inverse , and ⁄ has the inverse
Now and
Then ∫
Properties of Convolution

Unusual Properties of Convolution

Let then ∫

Example:- Find the solution of the differential equation for which

, .
Solution
Taking L.T of both sides of equation
[ ]

[ ]

[ ]

41
Engineering Analysis Third Class

now, to find the by convolution , where L.T of , - , -

then ∫

but [ ]

[ ] [ ]

[ ]

so ∫ [ ] { | | }

, [ ] -

Example:- What is y(t) if

Solution

so can be written as [ ]

of { }
[ ]

Method I
[ ]
[ ]

then from integration theorem , - ∫

let [ ] , ∫ ∫ [ ] |

∫
then
Method II (by convolution theorem)
since [ ] ⏟ ⏟ where

now ∫
but [ ]
let , then and

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Engineering Analysis Third Class

∫ ∫ [ ]

[ | ] [ | ]

Example:- Solve the integral equation

∫
Solution
Write the given equation as a convolution
taking L.T of both sides * +

* +

then

Example:- Solve the integral equation

∫
Solution
Write the given equation as a convolution
taking L.T of both sides ( ) * +

then

PROBLEMS
Convolution By Integration
1-
2-
3-
Using Convolution Theorem, Solve
4- for which
5- for which
6- for which
7- for which
Integral Equation
8- ∫

43
Engineering Analysis Third Class

9- ∫

PROBLMES
Find the L.T of each of the following functions:
1-
2-
3-
4-
5- ,

6- ,
7- The function graphed in Figure (1)

𝑓 𝑡

Figure (1) b
2a
a t
3a
b

8- The function graphed in Figure (2)

𝑓 𝑡

Figure (2) 44
1
t
Engineering Analysis Third Class

9-
10- ∫
11- ∫
12- ∫
13-
14-
15- ∫
Find the inverse of each of the following transform
16-

17-
18-

19-

20-

21-

22-

23-

24-

25-

26-

Use the Laplace Transformation to solve the variable-coefficient linear differential equation

45
Engineering Analysis Third Class

27- Answer :-
28-
29-
30-

Analytic Functions of Complex Variable

Consider the number of the form where is real part of and is imaginary part
of then is called complex number
is imaginary unit ,
Notes:-
1- Two complex numbers and are said to be equal if and only if the real and
imaginary part of the first are equal to the real and imaginary parts of the second.
Example:- If , then and
from these pair of simultaneous equations
then , and or , and

2- The conjugate of a complex number is where

3-

4-
5- Addition , Subtraction

6- Multiplication

7- Division

46
Engineering Analysis Third Class

8- | |
9-

10-

11-

12-

13- ( )
Problems
1- Verify that √ ⁄ satisfies the equation
2- What is ? What is
3- Reduce the following expression to the form

The Graphical Representation of Complex Number

Let is a complex number then the vector OP represent the complex number in -plane

√ | | Absolute or modulus value of Im

z-plane
Argument of (written as arg ) y P
and from the figure we see that
r

or polar or trigonometric form of 𝜃

O x Re
now, if we have two complex number

then [ ] [
]
From the trigonometric identities [ ]
Similarly [ ]

[ ]
if all these are the same , then

and if | |

47
Engineering Analysis Third Class

Demoiver’s theorem
if

The quotient of two complex number can be written

[ ]

Example:- Using Demoiver’s theorem and Binomial expansion , express and interms of
powers of and
Solution
From Demoiver’s theorem let

remember that

then ( )

now, let and in the Binomial series

[ ( ) ( ) ( ) ]

Or
Then and

Roots
Equation can be extended to find the roots of integral orders
Let n - th roots of is defined by number
then, or

⁄
comparing the two sides of this equation
and the angles of equal complex numbers must either be equal or differ by an integral multiple of
or where
⁄ ⁄
( )

Example:- Find the four fourth roots of

Solution
| | √

48
Engineering Analysis Third Class

Im
°
⁄
Then
𝑤
⁄
𝑤
. /
Re
⁄
( )
⁄ 𝑤
( ) 𝑤
⁄
( )
⁄
( )
𝑖

With integral powers and roots defined , the general rational power of complex number can be defined as
⁄ ⁄ ⁄
( ) * ( )+
⁄
* +
⁄
Example:- Find the distinct values of
Solution
| | √ √
°
⁄ ⁄ ⁄
* +
⁄ [ ]
⁄
* +
⁄
* +
⁄
* +
⁄
* +

PROBLMES
1- Find all distinct cube roots of and reduce each to the form
⁄
2- Find all the distinct values of
3- Using Demoiver’s theorem and Binomial expansion, express and interms of powers of
and .

Absolute Values
The absolute of a complex number is already defined to be the length of the vector which represents , or
| | √ √[ ] [ ]
since both [ ] and [ ] are nonnegative real numbers, then

49
Engineering Analysis Third Class

1- | |
2- | |
3- | | | ̅|
4- | ̅| | |
5- | | | || |
| |
6- | | | |
7- From the geometric addition of complex numbers Figure (a)
| | | | | |
For three terms | | | | | | | |
For n – terms |∑ | ∑ | |

|𝑧 𝑧 |
|𝑧 |

|𝑧 |
𝑥
𝑎
8- From the geometric subtraction of complex numbers Figure (b)
| | || | | ||
𝑦
the outer absolute – value signs on right hand side for | | | |

|𝑧 𝑧 |
|𝑧 |

|𝑧 |
𝑥
𝑏
Example:- Describe the region in the z-plane defined by the inequality
Solution The given inequality defines the set of all points in the half plane to the right of the line
𝑦

𝑥
1

50
Engineering Analysis Third Class

Example:- Describe the region in the z-plane defined by the inequality | | .

Solution Let then | | √ or then the given
inequality defines the set of all points lies outside the circle of radius 2 with center at origin
𝑦

2
𝑥
0,0

Example:- Describe the region in the z-plane defined by the inequality | | .

Solution
𝑦

2
𝑥
1

Example:- What region in the z-plane defined by the inequality | |

Solution The given inequality defines the set of all points within and on the circumference of the circle of the
radius 9 which has the image of as its center.

9
𝑧𝑜
𝑧 𝑧𝑜

𝑧
51
𝑥
Engineering Analysis Third Class

Example:- If ⁄ , show that the restriction implies the restriction | |

Solution
Since we are asked to establish a certain property of | |, where
̅̅̅̅̅̅̅̅
| | ( )
̅̅̅̅̅ ̅ ̅
| | ̅̅̅̅̅̅̅ ̅ ̅
̅ ̅
| |
̅ ̅ ̅
Finally, since ̅ and ̅ ̅ , we have
̅ ̅ ̅
| |
̅ ̅ ̅

But, ̅
̅
then | |
̅

now, since ̅ is a positive quantity, it is clear that if then the numerator of the last fraction
is equal to or less than the denominator. Thus | | , and hence, | |, is almost equal to 1 under the given
conditions.
PROBLEMS
1- What region in the z-plane is defined by the inequalities
2- What region in the z-plane is defined by the inequalities | |
3- What region in the z-plane is defined by the inequalities | | | |
4- If ⁄ , show that, implies
5- If ⁄ , show that, implies
6- If [ ]⁄ , prove that, | | implies

Function of Complex Variable

If and are two complex variables, and if for each value of in some portion of the
complex plane, one or more values of are defined, then is said to be a function of and written as

The assertion that is a function of can also be written

Example:- If
Now, if , then and , then

Example:- If , write in the form

Solution

52
Engineering Analysis Third Class

̅
By multiplying by ̅
where and ̅

then, and

On the other hand, it may be impossible to express in a form involving only the explicit combination
without using such “artificial” expressions as and
Example:-
̅

definition
neighborhood of means any set consisting of all points which satisfy an inequality

| | where
Geometrically speaking, a neighborhood of consists of all the points within but not on a circle having as
center.

Figure (a) illustrated three sets of , and ,

𝑦 𝑦

𝐶
𝑟 𝐵
𝐴
𝑟
𝑧𝑜 𝐶
𝑆
𝐴 𝐶
𝑆

𝐵
𝑆

𝑥 𝑥
𝑎 𝑏
: | |
: | |
: | |
Consists of all points interior to the circle | | . It is bounded and simply connected. Since
points on the boundary circle | | are not included in the definition of , the set is open and is
therefore a domain. In particular, it is a neighborhood of .

53
Engineering Analysis Third Class

Consists of all points in the annulus between the circles | | and | | plus the
points on the inner boundary of the annulus but not those on the outer boundary. Since thus contains some
but not all of its boundary points, it is neither open nor closed and is therefore neither a domain nor a closed
region. Clearly, there are closed curves in , namely, any curve encircling the inner boundary, which enclose
points not belonging to ,namely, the points of . Hence is multiply connected. Obviously, is
bounded.
Consists of all points on and outside the circle | | . It is therefore unbounded, closed, and
multiply connected.
Reducing the multiply connected region to simply connected
This can be done by introducing of auxiliary boundary arcs, or crosscuts. Figure (b) shows a closed region
originally multiply connected with one outer boundary curve C and two inner boundary curves and . The
introduction of the auxiliary boundary arcs and . The modified region is therefore simply
connected.
Example:- Describe of the following set of points telling whether it is bounded or unbounded, open or closed,
and simply or multiply connected.
| |
Solution
The annulus bounded by the circles with center at the origin and radii 2 and 3, including the boundary circles;
bounded, closed, multiply connected.

Limit of a function of z
Definition 1:-
If is a single-valued function of and is a complex constant, and if for every there exists a
positive number such that | | for all in the domain of such that | | , then
is said to be the limit of as approaches .

Example:- If show that

[ ] and [ ]
but that dose not exist
Solution 𝑦 𝑦 𝑦

𝑧𝑜 𝑧𝑜 𝑧𝑜

𝑥 𝑥 𝑥
𝑎 𝑏 𝑐

[ ] * + [Figure (a)]

[ ] * + [Figure (b)]

54
Engineering Analysis Third Class

On the other hand, for to exist, it is necessary that approach the same value along all paths
leading to the origin. Let we try by the path where is slope of the line [Figure (c)]

The limiting value here clearly depends on , that is, approaches different values along different radial
lines, and hence no limit exists.

Continuity
Definition 2:-
The function is continuous at the point provided that
Note For a function to be continuous at a point , the function must have both a value at that point and a
limit as approaches that point and the two must equal. If is continuous at every point of a region, it is said
to be continuous throughout that region.

Theorem 1 A necessary and sufficient condition that

be continuous is that the real functions and be continuous

Theorem 2 If is continuous at a point , and if , then there exists a neighborhood of

throughout which is different fro zero.

Theorem 3 If is continuous over a bounded, closed region R, then there exists a positive constant M such
that | | for all values of in R.

Example:- Using Definition 1 , show that

Solution
Note that if we substitute in the undefined
Now let
𝑦

Then let and rearranging yield

𝑧

Now, taking limit as 𝑖

( ) 𝑥

Example:- Determine at what point, if any, of the following functions fails to be continuous and explain why

{ 𝑦
Solution
𝑧
55

𝑥
Engineering Analysis Third Class

Let is slope of the line

then,
but,

Now, substituting then,

so

Then the is continuous everywhere

PROBLEMS
1- Using Definition 1, show that
2- Determine at what point, if any, each of the following functions fails to be continuous and explain
why:
(a)- (b)- (c)-

(d)- { (e)- {

3- Show that [ ⁄ ] does not exist.

4- Show that [ ⁄ ] does not exist even though this function approaches the same
limit along every straight line through the origin.
5- If

Show that [ ] and exist and are equal, but that [ ]

does not exist.

Analytic Functions
The derivative of a function of a complex variable is defined to be

Familiar formulas of a complex variable derivative

1-
2-
⁄ ⁄ ⁄
3-

4-
Since is itself a complex variable, the question is how it is approach zero?

56
Engineering Analysis Third Class

𝐴
𝑥 𝑦 𝑚 𝑥
𝑧 𝑖 𝑦 𝑧 𝑖𝑚 𝑥

𝑃 𝑧 𝐵
𝑦
𝑧 𝑥
𝑥
From the Figure, it is clear that can approach the point P: z along infinity many different paths. In
particular, Q can approach P along the line AP on which is zero or along the line BP on which is zero.
Clearly, for the derivative of to exist, it is necessary that the limit of the difference quotient (1) be the
same no matter how approaches zero

Example:- Does ̅ has derivative?

Solution
̅ Giving to z the increment
[ ]
Hence
Now, if is real

On the other hand, if is imaginary

Generally, if we let approach zero in such

( )
(depends on m)
Therefore ̅ has no derivative
Definition
1- If possesses a derivative at and at every point in some neighborhood of , then
is said to be analytic at and is called a regular point of the function.
2- If is not analytic at , but if every neighborhood of contains points at which is
analytic, then is called a singular point of
3- If is a singular point of the function but there exists a neighborhood of in which there are
no other singular point of , then is called an isolated singular point
Cauchy˗Riemann Equations

57
Engineering Analysis Third Class

Theorem:- If u and v are real single - valued functions of x and y which, with their four first partial
derivatives, are continuous throughout a region R, then the Cauchy˗Riemann equations
and
are both necessary and sufficient conditions that be analytic in R. In this case, the
derivative of is given by
or
Example:-
For ̅ , does exist ?
Solution
We have and ,then
, , ,

Since there is no point in the z-plane where exist.

Example:-
For ̅, does exist ?
Solution
̅ , then we have and
, , ,
are continuous everywhere. However Cauchy˗Riemann equations, which in this case are
and
are satisfied only at the origin. Hence is the only point at which exist, and therefore ̅ is
nowhere analytic.
Example:-
For , does exist ?
Solution
, then we have and
, , ,
are continuous everywhere, and Cauchy˗Riemann equations, which in this case are
and
Hence exist at all points of z-plane, and its value is

Analytic functions have a great many important properties

PROOERTY 1 If both the real part and the imaginary part of an analytic function have continuous second
partial derivatives, then they satisfy Laplace’s equation

58
Engineering Analysis Third Class

A function which possesses continuous second partial derivatives and satisfies Laplace’s equation is
usually called a harmonic function. Two harmonic functions and so related that is an
analytic function are called conjugate harmonic function

PROOERTY 2 If is an analytic function in , then the curves of the family

are orthogonal trajectories of the curves of the family , and vice versa.

PROOERTY 3 If in any analytic function , the variables and are replaced by

their equivalents in terms of and ̅ , namely
̅ ̅

Then will appear as a function of alone

PROBLEMS
1- At what points does [ ] fail to be analytic?
2- Where are the Cauchy˗Riemann equations satisfied by the function ?
3- Verify by direct substitution that and satisfy Laplace’s equation.
4- If is an analytic function, under what conditions, if any, will be analytic ?
5- If and are conjugate harmonic functions, show that and – as well as – and are also
conjugate harmonic functions but that and are not.

The Elementary Functions of z

The exponential function is of fundamental importance, not only for its own sake but also as a basis for
defining all the other elementary transcendental functions.
Properties of
1-
Let ,
Then
, ,
Since
and then is analytic everywhere

2-

3-
Example:- Prove that
Solution

By substituting and in the given formula

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Engineering Analysis Third Class

( ) ( )

( ) ( )

Example:- Prove that

Solution
Since then ( ) ( )

Similarly we can prove

Example:- Prove that

Solution

Let

( )

Or

Similarly we can prove

Now, in particular taking

Example:- What is
Solution
Let , in the equation

Example:- Prove that the only values for which only are the real number of
Solution y
Since
When
coshx
sinhx
Since then equation (1) satisfies only if , that is only

1
But for these values of either 1 or and therefore cannot vanish. Thus
x

60
Engineering Analysis Third Class

for the second equation to hold, it is necessary that

hence the only values of for which are of the form
where

Hyperbolic function
From the definition of hyperbolic function we know that

Let then

Then
By the same way we can prove that

In particular, setting , we find

Example:- The Mapping

Into what curves in the plane dose the function transform lines of the families and
in the plane?
Solution
Since , hence

If is given the constant value , these becomes the parametric equations of a curve in the , or plane,
having a parameter. To eliminate the parameter , square the equations (1) and (2) then subtract, we get,

which is the equation of a hyperbola.

Similarly, if is given the constant value , we have another set of parametric equations, with as a
parameter. To eliminate the parameter this time, we solve for and and square and add, i.e

Then,

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Engineering Analysis Third Class

which is the equation of ellipse. Several members of each of these families of conics are shown in Figure

Example:- The Mapping

(a)- Into what curves in the plane dose the function transform lines of the families and
in the plane?
(b)- Into what curves in the plane dose the function transform lines of the families and
in the plane?
Solution
(a) let then

Hence vertical line are mapped onto ,

Eliminating from these equations we obtain the following
(parabolas open to the left)
Similarly, vertical line are mapped onto ,
Eliminating from these equations we obtain the following
(parabolas open to the right)

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Engineering Analysis Third Class

(b) Using polar form and

By comparing moduli and arguments giving and

Hence circles are mapped onto circles and rays onto rays
Figure below shows this for the region | | ⁄ , ⁄ ⁄ , which is mapped onto the region
| | ⁄ , ⁄ ⁄

The Logarithm of
Let then
If we let and then from equation (1)

Hence , or and . Thus

| | r
If we let be the principle argument of , the particular argument of which lies in the interval
. can be written
| |
which shows that the logarithm function is infinitely many-valued. For any particular value of n a unique
branch of the function is determined. If , the resulting branch of the logarithmic function is called
principle value.
Theorem1
For every is analytic except at 0 and on the negative real axis, and has derivative

Theorem2
The principle value of satisfies the following relations:

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Engineering Analysis Third Class

r r
{ r r
r r
r r
{ r r
r r

Where is unique integer such that ⁄ r ⁄ r

General powers of are defined by the formula

[ | | ]

| |

Example:- What is the principle value of

Solution
By definition

√ [ ⁄ ] [ ⁄ ] √

The principle value of this , obtained by taking ,is

⁄
[ √ √ ]

Example:- If and , find the real and imaginary parts of

Solution
° ° ° °
r r r r
Then | | r | | r
√ √ ( )
The Inverse Trigonometric and Hyperbolic Functions

then
multiply both sides by
√
Taking logarithm of both sides
[ √ ]

[ √ ]
From equation (1)
[ √ ]

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Engineering Analysis Third Class

Example:- Prove that [ √ ]

Solution

then
multiply both sides by
√
Taking logarithm of both sides
[ √ ]
then [ √ ]
From equation (1)
[ √ ]
Example:- Prove that

Solution let

or

or

( )

then
H.W Prove that
1- √
2- √
3- ( )

Example:- Prove that ̅̅̅̅̅̅ ̅

Solution
let and ̅
since
then ̅̅̅̅̅̅
but ̅
from properties of
̅ ̅̅̅̅̅̅

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Engineering Analysis Third Class

Example:- Express in the form of , giving only principle values.

Solution
Since
But

Now let
then
Example:- Find all solutions of equation
Solution
By taking the inverse of both sides
but - √
where √ remember that | |
( √ )

Example:- Show that

√
Solution
Let
differentiate both side with respect to

or but √

√ √

Example:- Show that

√
Solution
Let
differentiate both side with respect to

or but √

√ √
PROBLMES
1- Express the principle value of each of the following in the form
(a) (b) √ (c) (d)
(e) (f)
Answers (a) (b) ⁄ (c) (d)
⁄
(e) (f)
2- Express the principle value of each of the following in the form

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Engineering Analysis Third Class

(a) (b) (c) (d)

(e) (f)
3- Prove that
(a) (b)
(c) (d) ⁄
(e) ⁄ (f) ⁄
4- What is the derivative of
(a) (b) (c)
5- Show that
(a) ⁄ ⁄√ (b) ⁄ ⁄√
(c) ⁄ ⁄
6- What is
(a) ⁄ (b) ⁄ (c) ⁄
7- Find all solutions of the equation
8- Find all solutions of the equation
9- Find all solutions of the equation
10- Prove that ̅̅̅ ̅

11- Prove that ̅̅̅̅̅̅ ̅

12- Is ̅̅̅̅̅ ̅?
13- Is ̅̅̅̅̅̅ ̅?
14- Show that
15- Show that
16- If , what are the equations of the curves in the plane into which the lines and
are transformed by ?
17 Work Exercise 16 if
18 Work Exercise 16 if

Fourier Series and Fourier Integral

JOSEPH FOURIER (1768-1830). French physicist and mathematician
Definition A function is periodic if and only if if there exists a positive number such that for every in
the domain of , . The number is called a period of
Notes:-
1- If and have the period , then the function .has the period also.
2- constant is periodic.
The Euler Coefficients
Let be an arbitrary periodic function of period , then has formal expansion of the form

The introduction of the factor is a conventional device to render more symmetric the final formulas for the
coefficients.

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Engineering Analysis Third Class

To determine the coefficients , and , we need the following definite integrals, which are valid for
values of
1- ∫
2- ∫
3- ∫
4- ∫
5- ∫
6- ∫
7- ∫
Now, to find integrate both sides of equation (1) from to

∫ ∫ ∫ ∫ ∫

The first term on the right hand side is simply | , and by equations (2) and (3) all integrals
contains cosine and sine vanishes ,then:-

To find multiply both sides of equation (1) by and then integrate from to

∫ ∫ ∫

∫ ∫

By equations (2), (4) and (6) all terms on the right hand vanishes except the one involving

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Engineering Analysis Third Class

To find multiply both sides of equation (1) by and then integrate from to

∫ ∫ ∫

∫ ∫

Similarly
∫

, , are called Euler-Fourier formulas, and the series (1) when its coefficients have these values is
known the Fourier Series of

Dirichlet Theorem If is a bounded periodic function which in any one periodic has at most a finite
number of local maximum and minimum and a finite number of points of discontinuity, then the Fourier series
of ) converges to ) at all points when ) is continuous and converges to the average of the right- and
left- hand limits of ) at each point where ) is discontinuous.
In Figure below the function is defined by three different expressions , ,and successive
portions of the period interval . Hence the Euler formulas can be written as

∫ ∫ ∫ ∫

∫ ∫ ∫ ∫
Example:- What is the Fourier expansion of the periodic function whose definition in one period is

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Engineering Analysis Third Class

,
Solution
Graph the given function , then from the graph the half-period of the given function is , taking
𝑓 𝑡

𝑡
𝜋 𝜋 𝜋 𝜋 𝜋 𝜋 𝜋 𝜋

∫ ∫ ∫
From identities
[ ]

* , -+

* ( )+ * +

For ∫ ∫ |

∫ ∫ ∫
Since [ ]

* , -+

For ∫ ∫ * +
Hence, evaluating the coefficients for , we have
( )

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Engineering Analysis Third Class

Theorem 1 If is an even periodic function which satisfies the Dirichlet conditions, the coefficients in the
Fourier series of are given by the formulas
∫ where is the period of
Example:- What is the Fourier expansion of the periodic function whose definition in one period is

Solution
Graph the given function, then from the graph the half-period of the given function is , taking
𝑓 𝑡

Since the given function is even function then

∫ ∫

∫ ∫

* + * ( ) +

D I

For ∫ * +

( )

( )
Substituting these coefficients into the series, we obtain
( )
Theorem 2 If is an odd periodic function which satisfies the Dirichlet conditions, the coefficients in the
Fourier series of are given by the formulas
∫ where is the period of

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Engineering Analysis Third Class

Example:- What is the Fourier expansion of the periodic function whose definition in one period is

Solution
Graph the given function, then from the graph the half-period of the given function is
𝑓 𝑡

-1

Since the given function is odd function then

∫ ∫ D I

[ ( ) ]

* +

Remember that ( )

Hence
Substituting these coefficients into the series, we obtain
∑
PROBLMES
Find the Fourier expansion of the periodic function whose definitions on one period is
⁄
1- { Answers: { ⁄

2- | |

3- { Answers: ∑

Half-Range Expansion
When will be defined on an interval , and on this interval we want to represent by a
Fourier. Then, if we represents an even periodic function which is called half-range cosine series
∑
and if we represents an odd periodic function which is called half-range sine series, then

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Engineering Analysis Third Class

∑
Collectively, we speak of such series as half-range expansion

Example:- Find the Fourier coefficients in the half-range sine expansion of the function

Solution 𝑓 𝑡
From the graph 𝑦 𝑡
The half-range sine expansion of the function is the Fourier series of the
odd function ,then
∫ 𝑡

Or ∫
D I

[ ( ) ( ) ]

( ) [ ]

since ( )

0 ( )

[ ] {

𝑓 𝑡

The half-range cosine expansion of the function is the Fourier series of the even function ,then
∫

Or ∫
D I

[ ( ) ( ) ]

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Engineering Analysis Third Class

for ∫ ( )

0 ( )

𝑓 𝑡

PROBLMES
Find the half-range cosine and sine expansion of each of the following functions.
1- ,

⁄
2- {
⁄

Alternative Form of Fourier Series

The standard form of Fourier series is
∑ ( )
we can apply to each pair of terms of the same frequency the usual procedure for reducing the sum of a sine
and a cosine of the same angle to a single term:

∑ √ ( )
√ √
𝛿𝑛
If we now define the angle and from the triangle shown and set
𝑏𝑛
and √

∑ ( ) 𝛾𝑛
Since 𝑎𝑛
Then ∑ ( )
Similarly
∑ ( )
Since

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Engineering Analysis Third Class

Then ∑ ( )

Where √ amplitude of the n-th harmonic

Now, since
⁄ ⁄ ⁄ ⁄

The standard Fourier series (1) can be written as

⁄ ⁄ ⁄ ⁄
∑ ( )
Collecting terms on the various exponentials and noting that ⁄ , we obtain
⁄ ⁄
∑ ( )

Let
⁄ ⁄
∑ ( )
The equation (2) can be written as
⁄
∑ [complex exponential Fourier series]
To find the coefficients , , and
∫

* ∫ ∫ +

∫ ( )
⁄
∫

* ∫ ∫ +

∫ ( )
⁄
∫
We see from equations , , and , whether the index n is positive, negative, or zero, is correctly
given by the single formula
⁄
∫

Example:- Find the complex form of the Fourier series of the periodic function whose definition in one period
is

Solution
From the graph 2

𝑓 𝑡

75 𝑡
Engineering Analysis Third Class

⁄
∫ ∫

∫ * +

since
and
then

So the complex form of Fourier series of is

⁄
∑ ∑
Example:- Convert the exponential series (1) of previous Example into a real trigonometric form.
Solution
From the relations
We see that
Then adding and next subtracting the expressions for and we find that

Then using we get

remember that

[ ]

* + [ ]

Finally, the resultant amplitude of the resultant term of frequency can be found as follow:

√ √* + * + √

√
Example:- Find the complex form of the Fourier series of the periodic whose definition in one period is
function

Solution
From the graph 2 𝑓 𝑡

76 𝑡
𝜋 𝜋 𝜋 𝜋
Engineering Analysis Third Class

⁄ ⁄
∫ ∫ ⁄
⁄

⁄ ⁄
∫ ⁄
( ) ∫ ⁄
( )
⁄ ⁄
{ | | }
⁄ ⁄

{ }

Remember that ,

PROBLEMS
What is the resultant amplitude and what are the phase angles of the terms of the frequency ⁄ in the
harmonic cosine and sine series of each of the following functions with periods as indicates
1- ,

Answers: √ ( )

2- {

Answers:
√
3-
Answers: √

Find the complex exponential Fourier series of the periodic functions whose definitions in one period are
4- Answers:

5-
6- Answers:

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Engineering Analysis Third Class

Bessel’s Equations and Bessel Function

The most important of all variable – coefficient differential equation is
d2y dy
t2 2
t  (2 t 2   2 ) y  0  called Bessel’s equation of order  with a parameter λ
dt dt
FRIEDRICH WILHELM BESSELS (1787 – 1846) German Astronomer and Mathematician

`````now we shall began with a simple case that

dx
Let x = t   and y becomes to f(x)
dt
dy dy dx dy dy
Then    
dt dx dt dt dx
d2y d 2 y dx 2
d y d2y
and     2  2 2
dt 2 dx 2 dt dt dx
from Bessel differential equation
d2y dy
t 2 2
2
 t  (2 t 2   2 ) y  0
dx dx
2
d y dy
Or x2 2  x  ( x 2   2 ) y  0  called Bessel’s equation of order  with a
dx dx
parameter λ=1
Where  is a given number, real and non-negative.

Solution of Bessel differential equation


Let the solution of Bessel’s differential equation is y( x )  x
r
 C m x m ·········(  )
m 0

Or y( x )   C m x mr ·········(a)
m 0

Then, y( x )   (m  r)C m x mr 1 ·········(b)
m 0

y( x )   (m  r)(m  r  1)C m x mr 2 ·········(c)
m 0
Now, substitute equations a , b and c into Bessel’s differential equation
   
 (m  r)(m  r  1)C m x mr
  ( m  r )C m x mr
  Cm x mr 2
 2
 C m x mr  0
m 0 m 0 m 0 m 0
Writing some terms of series form of Bessel’s differential equation
r (r  1)C 0 x r  (1  r )rC1 x r 1  (2  r )(r  1)C 2 x r  2  (3  r )(r  2)C 3 x r 3  
 rC 0 x r  (1  r )C1 x r 1  (r  2)C 2 x r  2  (3  r )C 3 x r 3  
 C 0 x r  2  C1 x r 3  C 2 x r  4  C 3 x r 5  
  2 (C 0 x r  C1 x r 1  C 2 x r  2  C 3 x r 3  )  0
[r (r  1)C 0  rC 0   2 C 0 ]x r  0 ·········(1)

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Engineering Analysis Third Class

[(1  r )C1  (1  r )C1   2 C1 ]x r 1  0 ·········(2)

(2  r )(r  1)C 2  (r  2)C 2  C 0   C 2  0
2

(3  r )(r  2)C 3  (r  3)C 3  C1   2 C 3  0

  
Generally
(S  r )(S  r  1)C S  (S  r )C S  C S2   2 C S  0
·········(3)
Now equation (1) for S = 0 and equation (2) for S = 1, while equation (3) for S ≥ 2
From equation (1) which for S = 0  called indicial equation
r (r  1)  r   2  0  where C0  0
Or (r  )(r  )  0  the two roots of indicial equation are r1   and r2  
Now when r  r1  
Then from equation (2) [r 2  r  r  1   2 ]C1  0  [2  1]C1  0
Since 2  1  0 then C1  0
Rearranging equation (3)  [(S  r )(S  r  1)  (S  r )   2 ]C S  C S2  0
[S 2  r 2  2Sr   2 ]C S  C S2  0  [(S  r ) 2   2 ]C S  C S2  0
[(S  r  )(S  r  )]CS  CS2  0
When r  r1  
 C S 2
[(S  2)S]CS  CS2  0  CS  ·········(4)
(S  2 )S
Since C1  0 from equation (4) C3  C5  C 7    C odd  0
Let S = 2m , where m = 0 = 1 , 2 , 3 , ······, then equation (4) becomes to
1 1
C 2m  C 2 m2  C 2m  C 2 m  2 ·········(   )
(2m  2)2m 2 m( m   )
2

Since C0 is arbitrary. It is customary to put

1
C0  
2  (  1 )
 from equation (   )
1 1 1 1
m=1  C2  C0 = 2   = 2
2 (  1)
2
2 (  1 ) 2  (  1 ) 2 1  (  2 )
1 1 1 1
m=2  C4  2 C2 = 2  2 = 4 
2  2(   2) 2  2 (  2 ) 2  (  2 ) 2 2  (  3 )
  
Then the general
(1) m
C 2m  ·········(    )
2 2 m   m  (  m  1)
Then return to equation (  )
 
y( x )  x r  C m x m = x r  C 2 m x 2 m
m 0 m 0

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Engineering Analysis Third Class

Substituting r = ν and C2m from equation (    ) into this equation, we get a particular solution of Bessel’s
differential equation

(1) m x 2 m
y1  x   2m
= Jν(x) = First Kind Bessel Function of Order ν
m 0 2 m  (  m  1)
Similarly when r  r2  

(1) m x 2 m
y 2  x  2 m 

= J-ν(x)
m 0 2 m  (  m  1)
Theorem
When  is not an integer, Jν(x) and J-ν(x) are two linearly independent solutions of Bessel’s differential
equation, now the complete solution of Bessel’s differential equation if  is not integer have either the
following forms:-
1- y(x) = C1Jν(x) + C2J-ν(x)
cos J  ( x )  J  ( x )
2- For many purposes, it is convenient to take the linear combination Y ( x ) 
sin 
instead of J-ν(x). Thus a complete solution of Bessel’s differential equation can written as
y(x) = C1Jν(x) + C2Yν(x)
where Yν(x) = Second Kind Bessel Function of Order ν

EXAMPLE:
Solve the following differential equation in terms of Bessel function.
4x 2 y  4xy  ( x   2 ) y  0 , let z  x
Solution
Since we transform the independent variable x to z then y = f(z)
dz 1 1
z x  
dx 2 x
dy dy dz dy 1 1
Now,  = ·········(1)
dx dz dx dz 2 x
d 2 y 1 1 1 dy 1 d 2 y dz
   
dx 2 2 2 x x dz 2 x dz 2 dx
d2y 1 1 dy 1 d 2 y
Or    ·········(2)
dx 2 4 x x dz 4x dz 2
Then, by substituting equations (1) and (2) into given differential equation we obtain
2 1 1 dy 1 d 2 y  1 dy
4x    2
 4x   (z 2   2 ) y  0
 4 x x dz 4 x dz  2 x dz
d2y x dy d2y dy
x 2   (z 2   2 ) y  0 z2 2  z  (z 2   2 ) y  0
dz x dz dz dz
If  is not integer (real) y(z)  C1J  (z)  C 2 J  (z)
 y( x )  C1J  ( x )  C 2 J  ( x )

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Engineering Analysis Third Class

EXAMPLE:
Solve the following differential equation in terms of Bessel function.
xy  y  xy  0 , let y = xu
Solution
Since we transform the dependent variable y to u then u = f(x)
·········(1)
·········(2)
Substitution equations (1) and (2) into given equation
( ) ( )
Bessel equation of order 1

2 32
H.W (2)- y  k 2 xy  0 let y  u x , and z x
3

Bessel’s Identities

Show that x  

J  ( x )  x  J  1 ( x ) ·········(1) [Theorem 1]

x

or J  1 ( x ) dx  x  J  ( x )  C
Solution
(1) m x 2 m

Since J  (x )  x  2m 

m 0 2 m  (  m  1)
Then

(1) m x 2 m  2 
x  J  (x)   2m m  (  m  1)
m 0 2

   (22m  2m)x (  m(11))

 2 m  2  1 m
d 
 x J  (x)  2m
dx m 0

 
 (2m  2) x 2 m (1) m 

d 
x J  ( x ) = x   x  1  2 m   
dx  m 0 2 m  (  m  1) 
 
(m  ) x 2 m (1) m 
= x   x  1  2 m   1 
 m 0 2 m  (  m  1) 
 (  m  1)
But (ν+m)Γ(ν+m) = Γ(ν+m+1)   Γ(ν+m)
(  m )

 
   1 x 2 m (1) m 

d 
x J  ( x ) = x  x  2 m  1 
dx  m 0 2 m  (  1  m  1) 

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Engineering Analysis Third Class

 x 

J  ( x )  x  J  1 ( x )

H.W
Show that x 


J  ( x )   x  J  1 ( x ) ·········(2) [Theorem 2]

x

Or J  1 ( x ) dx  x  J  ( x )  C
* * *
Now, from equation (1)

x  J  ( x )  x  1J  ( x )  x  J  1 ( x )  J  ( x )  J 1 ( x )  J  (x) ·········(3)
x
And, from equation (2)

x  J  ( x )  x   1J  ( x )   x   J  1 ( x )  J  ( x )  J  ( x )  J  1 ( x ) ·········(4)
x
Adding equation (3) and (4)
J  1 ( x )  J  1 ( x )
J  ( x )  ·········(5)
2
subtracting equation (4) from (3)
2 2
0  J  1 ( x )  J  1 ( x )  J  (x)  J  1 ( x )  J  ( x )  J  1 ( x ) ·········(6)
x x

EXAMPLE:
Express J3 in terms of J0 and J1.
Solution
22 4
From equation (6) let ν = 2 then J1  J2  J3  J3  J 2  J1
x x
2 4 2  8 4
But J2  J1  J 0 so J 3   J1  J 0   J1  J 3  2 J1  J 0  J1
x x x  x x
8 4
then J3  ( 2
 1)J1  J 0
x x

EXAMPLE:
Evaluate  J 3 ( x )dx
Solution
x2
 J 3 (x)dx   x x 2 J 3 dx
2
Multiply the integrand by then
x2
Integration by part u  x2  du  2 xdx
And dv  x 2 J 3 ( x )dx from equation (2)
d 
dx
 
x J  ( x )   x  J  1 ( x )

 v   x 2 J 2 ( x )
 J 3 (x)dx   x x 2 J 3 dx   x 2 x 2 J 2   x 2 J 2  2xdx
2
Then ,

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Engineering Analysis Third Class

=  J 2  2 x 1J 2 dx =  J 2  2x 1J1  C
2 2
Then from equation (6) J0  J1  J 2  J2  J1  J 0
x x
4
  J 3 (x)dx   x J1  J 0  C
EXAMPLE:

x
4
Evaluate J1 ( x )dx
Solution
From equation (1) x  

J  ( x )  x  J  1 ( x )

x x
2
Then 4
J1 ( x )dx = x 2 J1 ( x )dx
So let u = x2  du = 2xdx , dv = x2 J1(x) dx  v = x2 J2(x)
  x J1 (x)dx = x J2(x)  2 x J 2 (x)dx = x J2(x)  2x J 3 (x )  C
4 4 3 4 3

H.WS Evaluate
 x J (x)dx
3
1- 3

ln x
2-  x J1 (x)dx
J 2 (3x )
3-  x2
dx

* * *

EXAMPLE:
1 2
Using the relation Γ( )=  , show that J1 2 ( x )  sin x
2 x
Solution

(1) m x 2 m
From the Bessel function J  x  2m
m 0 2 m  (  m  1)
1  1 x2 x4 
If   J1 2 (x)  x 1 2  1 2  2.5  4.5   
2  2  (1.5) 2  (2.5) 2  2  (3.5) 
1 1 1 
Since Γ(1.5) = Γ(  1 ) = Γ( ) =
2 2 2 2
1 1 1 
Γ(2.5) = Γ(  1  1 ) = (1.5) Γ( ) = 1.5
2 2 2 2
1 1 1 
Γ(3.5) = Γ( +2+1) = (1.5)  (2.5) Γ( ) = (1.5) (2.5)
2 2 2 2

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Engineering Analysis Third Class

x 2
Multiply J1 2 ( x ) by 
x 2
 
1  x x 3
x 5  2
J1 2 ( x )       
x  12     2
 2 2 2  21 2  1.5 2 4  21 2  1.5  2.5 
2 2 2
2  x3 x5  2  x x3 x5 
J1 2 ( x )   x       =      
x  6 120  x 1 3 5 
2
 J1 2 ( x )  sin x
x
H.W
Prove that
2
J 1 2 ( x )  cos x
x
EXAMPLE:
Evaluate J 3 2 (x)
Solution
x
From equation (6) J  (x) 
[J  1 ( x )  J  1 ( x )]
2
1 x
Then let    J1 2 ( x )  [J ( x )  J 3 2 ( x )]
2 1 1 2
2
2
2  2 
 sin x  x  cos x  J 3 2 
x  x 
2 (sin x  x cos x )
 J3 2  
x x

H.W
Prove that
2 (cos x  x sin x )
J 3 2   
x x

EXAMPLE:
Graph J 0 (x)
Solution

(1) m x 2 m
From Bessel function J   x   2m
m 0 2 m  (  m  1)
Let ν = 0

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Engineering Analysis Third Class

(1) m x 2 m (1) m
  2m
x
J0      
m 0 2
2m
m  (m  1) m 0 (m ) 2 2
x2 x4 x6
Or J 0 (x)  1  2  4  
2 1 2  (2 ) 2 2 6  (3 ) 2
x 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0
J0 1 0.998 0.99 0.978 0.96 0.939 0.912 0.881 0.846 0.808 0.765

x 1.5 2 2.5 3.0 3.5

J0 0.512 0.224 -0.05 -0.26 -0.38

The zeroes of J0 at x = αm

m αm
1 2.405
2 5.52
3 8.653
4 11.79
5 14.93

EXAMPLE:
Graph J1 ( x )
Solution
(1) m x 2 m
From Bessel function J   x  2 m   

m 0 2 m  (  m  1)
Let ν = 1
(1) m x 2 m (1) m  x 
 2m
x 
J 1  x  2 m 1    
m 0 2 m (m  2) 2 m 0 m (m  1)  2 
x2 x4 x6
Or J1 ( x )  1    
2 2 1  2 24  2  3 26  3  4

x 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1.0
J1 0 0.049 0.099 0.148 0.196 0.242 0.286 0.329 0.368 0.406 0.44

x 1.5 2 3.0 3.5

J1 0.558 0.576 0.339 0.137

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Engineering Analysis Third Class

The zeroes of J1 at x = αm

m αm
1 0
2 3.832
3 7.016
4 10.174

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Engineering Analysis Third Class

Partial Differential Equations (PDE)

When the differential equation consists of dependent variable and more than one independent variable the
differential equation becomes to partial differential equations. The general form of partial differential equation
is

Where

The equation (1) is said to be hyperbolic, parabolic, or elliptic throughout a region R according as
is greater than, equal to, or less than zero at all points of R.
The simplest, and in elementary applications the most important, examples of hyperbolic, parabolic, and
elliptic partial differential equations are, respectively,
(a)- The wave equation

(b)- The heat equation

(c)- Laplace equation

Solution of Partial Differential Equations
Example:- A rod of length L is perfectly insulated against the flow of heat. The rod, which is so thin that heat
°
flow in it can be assumed to be one-dimensional, is initially at uniform temperature . Find the
temperature at any point in the rod at any subsequent time, if at the temperature at each end of
°
the rod is suddenly dropped to and maintained at that temperature thereafter.
Solution
The governing equation of this problem is
(heat equation)

subjected to the boundary conditions

𝑥 𝑥 𝐿
𝑢 𝑢
and the initial condition
we assume that the solution for the temperature exist as products of a function of alone and a function
of alone

If this is the case, then

and ̇
Substituting these into the heat equation, we obtain
̇
Dividing by product then gives
̇
(since the left hand is a function of and right hand is a function of )

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Engineering Analysis Third Class

Thus the determination of solutions of the original partial differential equation has been reduced to the
determination of solutions of the two ordinary differential equations
and ̇
Assuming that we need consider only real values of , there are three cases to investigate:

Let , say , where , then the differential equations (1) and (2) and their solutions are
̇
( ⁄ )
,
( ⁄ )
( )
This must be rejected immediately because when
Let , then the differential equations (1) and (2) and their solutions are
̇

then [The coefficient is absorbed in the arbitrary constants and ]

applying boundary conditions
Let , say , where , then the differential equations (1) and (2) and their solutions are
̇
( ⁄ )
,
( ⁄ )

( ⁄ )
Now, apply the boundary condition since
and

( ⁄ )

( ⁄ )
So ∑
This equation is satisfy only boundary conditions but not initial condition, now our aim is to find the constant
where satisfy both boundary and initial condition
applying initial condition
∑
Then
∫ ⁄ ∫ ⁄ ∫ ⁄
∫ ⁄ ∫ [ ⁄ ] ⁄

* + [ ]

But [ ] ,
( ⁄ )
∑ where

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Engineering Analysis Third Class

Example:- A sheet of metal coincides with the square in the -plane whose vertices are the points ,
, and . The two faces of the sheet are perfectly insulated and the sheet is so thin that heat flow
in it can be regarded as two-dimensional. The edges parallel to the axis are insulated, and the left-hand edge
is maintained at the constant temperature 0. If the temperature distribution is maintained along
the right-hand edge, find the steady-state temperature distribution throughout the sheet.
Solution
The governing equation of this problem is two – dimensional heat equation

Since we are asked to find steady-state temperature distribution in the sheet

Under these assumptions, the two – dimensional heat equation reduced to Laplace equation
or 𝑦 𝜕𝑢
subjected to the following boundary conditions 𝜕𝑦

°
𝐶 𝑓 𝑦

|
𝑥
| 𝜕𝑢
𝜕𝑦

we assume that the solution for the temperature exist as products of a function of alone and a
function of alone

If this is the case

and where and
Substituting these into the two – dimensional heat equation, we obtain

Dividing by product then gives

(since the left hand is a function of and right hand is a function of )
Thus the determination of solutions of the original partial differential equation has been reduced to the
determination of solutions of the two ordinary differential equations
and
Now, let , say , where , then the differential equations (1) and (2) and their solutions are

then

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Engineering Analysis Third Class

Now, from
since
absorbing the coefficient in and

we must now impose the boundary conditions that hold along the upper and lower edges of the sheet [every
point on each of these edges the normal temperature gradient must be zero], or

For (lower edge)

For (upper edge)

Since these conditions must hold for all then, from (3)
From (4)
not satisfy
Try

Applying the boundary condition

Then either or and both is zero
To obtain nontrivial solution ,let
[ The coefficient is absorbed in the arbitrary constants and ]
To impose the insulated conditions which hold along the upper and lower edges

This will be zero at and at , if and only if

for convenience let then
Now, , let , say , where , then the differential equations (1) and (2) and their solutions are

then

Applying the boundary condition

For the upper and lower edges

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Engineering Analysis Third Class

so

| ,

Then
And the solution of is

∑
This equation satisfies
1- Laplace equation
2- The boundary condition
3- The boundary condition |

4- The boundary condition |

The final boundary condition, namely, that along the right-hand edge of the sheet the temperature distribution
is maintained. Let
∑
To determine the constants and multiply both sides by and integrate from to
∫
∫ and
∫

or
∫ since ∫

Example:- A rod of length L has its lateral surface perfectly insulated against the flow of heat. The rod, which
is so thin that heat flow in it can be assumed to be one-dimensional, is initially at uniform temperature
° °
. At the temperature at the left-hand end of the rod is suddenly reduced to and
°
maintained thereafter at that value, while the temperature at the right-hand end is maintained at . Find
the temperature at any point in the rod at any subsequent time.
Solution
The governing equation of this problem is
(heat equation)

subjected to the boundary conditions

𝑥 𝑥 𝐿
𝑢 𝑢
and the initial condition
we assume that the solution for the temperature exist as products of a function of alone and a function
of alone

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Engineering Analysis Third Class

If this is the case, then

and ̇
Substituting these into the heat equation, we obtain
̇
Dividing by product then gives
̇
(since the left hand is a function of and right hand is a function of )
Thus the determination of solutions of the original partial differential equation has been reduced to the
determination of solutions of the two ordinary differential equations
and ̇
Assuming that we need consider only real values of , there are three cases to investigate:

Let , say , where , then the differential equations (1) and (2) and their solutions are
̇
( ⁄ )
,
( ⁄ )
( )
This must be rejected immediately because when
Let , then the differential equations (1) and (2) and their solutions are
̇

then
applying boundary conditions

Equation (3) is a solution of the heat equation which satisfies both end conditions, but does not the initial
condition
Then, continue be letting , say , where , then the differential equations (1) and (2) and
their solutions are
̇
( ⁄ )
,
( ⁄ ) [The coefficient is absorbed in the arbitrary
constants and ]
( ⁄ )
Now, apply the boundary condition
( ⁄ )
and
Note: There are no values of the constants and for which these equations can hold for all values of .

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Engineering Analysis Third Class

Imposing the new conditions, namely and

( ⁄ )
Now, apply the boundary condition since
and

( ⁄ )

Hence, forming an infinite series of all these solutions, together to solution (1), preparatory to imposing the
initial condition that , we have
( ⁄ )
So ∑

then, when , ∑

or ∑
to determine multiply both sides by and integrate from

∫ ( ) ⁄
∫ ⁄

( ⁄ )
∑

Problems
1- A sheet of metal coincides with the square in the xy plane whose vertices are the points (0,0), (1,0), (1,1),
and (0,1). The two faces of the sheet are perfectly insulated and the sheet is so thin that heat flow in it can
be regarded as two-dimensional. The edges parallel to the x-axis are perfectly insulated, and the left –hand
edges is maintained at the constant temperature 0. If the temperature distribution u(1,y) = f(y) = 100 is
maintained along the right hand edges. Find the steady-state temperature distribution u(x,y) throughout the
sheet
2- A sheet of metal coincides with the square in the xy plane whose vertices are the points (0,0), (1,0), (1,1),
and (0,1). The two faces of the sheet are perfectly insulated and the sheet is so thin that heat flow in it can
be regarded as two-dimensional. Find the steady-state temperature distribution u(x,y) throughout the sheet
if the boundary conditions are:-

u (x,0) = u(0,y) = u(1,y) = 0 , u(x,1) = f (x)

3- A sheet of metal coincides with the square in the xy plane whose vertices are the points (0,0), (1,0), (1,1),
and (0,1). The two faces of the sheet are perfectly insulated and the sheet is so thin that heat flow in it can
be regarded as two-dimensional. Find the steady-state temperature distribution u(x,y) throughout the sheet
if the boundary conditions are:-

| ,

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Engineering Analysis Third Class

4- A sheet of metal coincides with the square in the xy plane whose vertices are the points (0,0), (1,0), (1,1),
and (0,1). The two faces of the sheet are perfectly insulated and the sheet is so thin that heat flow in it can
be regarded as two-dimensional. Find the steady-state temperature distribution u(x,y) throughout the sheet
if the boundary conditions are:

| | | , u(x,0) = f(x)

5- A sheet of metal coincides with the square in the xy plane whose vertices are the points (0,0), (1,0), (1,1),
and (0,1). The two faces of the sheet are perfectly insulated and the sheet is so thin that heat flow in it can
be regarded as two-dimensional. Find the steady-state temperature distribution u(x,y) throughout the sheet
if the boundary conditions are:-

| | , u(1,y) = 0, u(x,1) = 100

6- A sheet of metal coincides with the square in the xy plane whose vertices are the points (0,0), (1,0), (1,1),
and (0,1). The two faces of the sheet are perfectly insulated and the sheet is so thin that heat flow in it can
be regarded as two-dimensional. Find the steady-state temperature distribution u(x,y) throughout the sheet
if the boundary conditions are:-

u (x,0) = u(1,y) = 0 , = | , u(x,1) =

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Engineering Analysis Third Class

1- Prove that

ANSWER OF HOME WORKS

HW:- Find the L.T of

Solution Since [ ]

L.T of ∫ ∫

* + * +

L.T of

H.W Prove that L.T of

subtracting equations (1) and (2) ( )

L.T of ∫ ∫ ∫

| |

If then L.T of ( )
Since
L.T of
HW:- Find is L.T of { }

HW:- What is y(t) if

30 Solve the following variable coefficient differential equation

Solution

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Engineering Analysis Third Class

The given differential equation can be written as

Since L.T of { }
L.T of { } L.T of , -
L.T of { }
then L.T of { } [ ]
and L.T of { } [ ]
now, taking L.T of both sides of equation (1)

97