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SUBJECT NOTES
Department of Mathematics
FATIMA MICHAEL
COLLEGE OF ENGINEERING &
TECHNOLOGY
MADURAI 625 020, Tamilnadu, India
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Basic Formulae
Function
Differentiation
f ( x)
dy
dx
xn
nx n
log x
1
x
sin x
cos x
cos x
e ax
a ex
C (constant)
tan x
sec2 x
sec x
sec x tan x
cot x
cos ec 2 x
10
cos ecx
11
sin x
1
2 x
12
sin 1 x
1
1 x2
13
cos 1 x
1
1 x2
14
15
tan 1 x
sec 1 x
1
1 x2
1
x x2 1
16
cos ec 1 x
1
x x2 1
cot 1 x
1
1 x2
18
ax
a x log a
Page
17
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dy
dx
du
dv
u
dx
dx
20. If y
u
dy
, then
v
dx
uv , then
du
dv
u
dx
dx
v2
Page
19. If y
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n 1
1. x n dx
x
n 1
2. e x dx
ex ,
3. sin xdx
e ax
a
e ax dx
& e
cos axdx
5. tan xdx
log sec x
log cos x
6. sec 2 xdx
tan x
7.
dx
dx
x a2
x
1
tan 1
a
a
8.
dx
dx
x a2
x a
1
log
x a
2a
10.
11.
dx
a2
x2
dx sin
dx
a2
x2
dx
x2 a2
dx
cos ax
a
sin ax
a
x
a
dx sinh
dx
cosh
x
a
x
a
12.
a2
x 2 dx
x 2
a
2
x2
a2
x
sin 1
2
a
13.
a2
x 2 dx
x 2
a
2
x2
a2
x
sinh 1
2
a
14.
x 2 a 2 dx
x 2
x a2
2
a2
x
cosh 1
2
a
15.
dx
x
16.
2 xdx
x2 a2
e ax
a
log x 2
log x
a2
Page
9.
ax
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17. log xdx
x log x x
a x
3
18. a x dx
a x
3
19. a x dx
1
dx 2 x
x
20.
21.
eax
a cos bx b sin bx
a 2 b2
eax
a sin bx b cos bx
a 2 b2
ax
23. udv
a
24.
f ( x)dx
a
25.
26.
ax
cos bxdx
27.
ax
sin bxdx
a
a
b2
b
b2
TRIGNOMETRY FORMULA
1. sin 2 A
2sin A cos A
Page
2 cos 2 A 1
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3. cos 2 x
1 cos 2 x
1 cos 2 x
& sin 2 x
2
2
5.sin A cos B
1
sin( A B ) sin( A B)
2
cos A sin B
1
sin( A B ) sin( A B)
2
cos A cos B
1
cos( A B ) cos( A B )
2
sin A sin B
1
cos( A B) cos( A B)
2
1
3sin A sin 3 A
4
1
cos3 A
3cos A cos 3 A
4
6. sin 3 A
A
A
cos
2
2
A
A
cos A cos 2
sin 2
2
2
A
A
1 2sin 2
1 cos A 2sin 2
2
2
7.sin A 2sin
Page
LOGRATHEMIC FORMULA
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log mn
log
log m log n
m
n
log m log n
log m n
n log m
log a 1 0
log a 0
log a a 1
elog x
x
UNIT - 1
z
x
z
y
z
2
z
x y
y2
dz
R
dy
Q
Page
dx
P
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dx
P
dy
Q
dz
R
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x my nz
P mQ nR
(1)
Complete integral
Put p = a & q = b in (1), We get (2) Which is the Complete integral
Singular Integral
Diff (2) Partially w.r.t a We get (3)
Diff (2) Partially w.r.t b We get (4)
Using (3) & (4) Find a & b and sub in (2) we get Singular Integral
REDUCIBLE FORM
F(xm p ,ynq) = 0 (1) (or)
F( xmp, ynq, z)=0
F( zkp, zkq)=0
(1)
If m 1& n 1 then
X = x1-m & Y = y1-n
xm p = P(1-m) & yn q = Q(1-n)
If k
1 then Z = zk+1
Q
zk q
k 1
F(P,Q) = 0
Page
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p
z
P &
q
z
xp = P & yq = Q
Page
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STANDARD TYPES
TYPE 1
TYPE 3(a)
TYPE 3(b)
TYPE 3(c)
General form
F(z,p,q) = 0
(1)
Complete
Integral
General form
F(x,y,p,q) = 0
(1)
Complete
Integral
(1) Can be written
as,
f(x,p) =f(y,q) = a
Then, find p and q
sub in
dz = p dx + qD y
Integrating,
We get (2) which
is the
Complete integral
Singular Integral
Diff (2) partially
w.r.t cWe get,0
=1 (absurd
General form
F(p,q) = 0 (1)
General form
F(x,p,q) = 0 (1)
Complete
Integral
Put p = a and q =
b in (1)
Find b in terms
of a
Then sub b in
z = ax + by + c
we get (2)
which is the
Complete
Integral
Complete
Integral
General form
F(y,p,q) = 0
(1)
Complete
Integral
Put q = a in (1)
Then, find p and
sub in
dz = p dx + q dy
Integrating ,
We get (2)
which is the
Complete
integral
Put p = a in (1)
Then, find q and
sub in dz = p dx
+ q dy
Integrating ,
We get (2)
which is the
Complete
integral
Put q = ap in (1)
Then, find p and
sub in
dz = p dx + q dy
Integrating,
We get (2) which
is the
Complete
integral
Singular
Integral
Diff (2) partially
w.r.t cWe get,0
=1 (absurdThere
is no Singular
Integral
Singular
Integral
Diff (2) partially
w.r.t cWe get,0
=1 (absurdThere
is no Singular
Integral
Singular
Integral
Diff (2) partially
w.r.t cWe get,0
=1 (absurdThere
is no Singular
Integral
Singular
Integral
Diff (2) partially
w.r.t cWe get,0
=1 (absurdThere
is no Singular
Integral
General
Integral
Put c = (a) in
(2)We get
(3)Diff (3)
partially w.r.t
aWe get
(4)Eliminating a
from (3) and (4)
we get General
Integral
General
Integral
Put c = (a) in
(2)We get
(3)Diff (3)
partially w.r.t
aWe get
(4)Eliminating a
rom (3) and (4)
we get General
Integral
General
Integral
Put c = (a) in
(2)We get (3)
General
Integral
Put c = (a) in
(2)We get
(3)Diff (3)
partially w.r.t
aWe get
(4)Eliminating a
from (3) and (4)
we get General
Integral
There is no
Singular Integral
General Integral
Put c = (a) in
(2)We get (3)
Diff (3) partially
w.r.t aWe get
(4)Eliminating a
from (3) and (4)
we get General
Integral
Page
10
Eliminating a
from (3) and (4)
we get General
Integral
TYPE 4
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HOMOGENEOUS LINEAR EQUATION
General form
(aD3 bD2 D
cDD 2 dD ) z
f ( x, y)
(1)
( y m1 x)
( y m2 x)
( y m3 x)
Case (2)
If the roots are same then
C.F. =
( y mx) x 2 ( y mx ) x 2 3 ( y mx )
Case (3)
If the two roots are same and one is distinct, then
( y mx) x 2 ( y mx)
( y m 3 x)
PI =
Function
F(x,y) = eax+by
1
F ( x, y )
F ( D, D1 )
Put D = a & D1 = b
F(x,y)= sin(ax+by)(or)
Cos (ax+by)
F(x,y) = x y
r
Put D2
(a2 ), DD
(ab) & D
PI= F ( D, D )
(b2 )
xr y s
11
Page
C.F =
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Particular Integral
F(x,y)=ex+y cosh(x+y)
F(x ,y)=
1 2x
e
2
F(x,y)=ex+y sinh(x+y)
F(x, y) =
1 2x 2 y
e
e
2
e2 y
F(x,y)=sin x cos y
F ( x, y)
1
sin( x y ) sin( x y )
2
F ( x, y )
1
sin( x y ) sin( x y )
2
F ( x, y)
1
co s( x y) co s( x y)
2
F ( x, y )
1
cos( x y) cos( x
2
y)
Note:
D represents differentiation with respect to x
D represents differentiation with respect to y
Page
12
1
D represents integration with respect to x
1
D represents integration with respect to y
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z
&q
x
z
y
p = 2x(y2 + b) ; q = (x2 + a) 2y
(y2 + b) = p/2x
(x2 + a) = q/2y
z = (p/2x)(q/2y)
4xyz = pq
2. Form the PDE by eliminating the arbitrary function from
z = f(xy)
Answer:
z = f(xy)
Diff partially w.r.to x & y here
p = f ( xy ). y
p/q = y/x
z
&q
x
z
y
q = f ( xy).x
px qy = 0
3. Form the PDE by eliminating the constants a and b from z = axn + byn
Answer:
z = axn + byn
Diff. w .r. t. x and y here
z
&q
x
z
y
Page
13
p = naxn-1 ; q = nbyn-1
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p
nx n
a
z
;b
p n
x
nx n 1
nz px qy
q
ny n 1
q
yn
n 1
ny
xy
z
Answer:
xy
z
z
&q
x
xy
z xp
.y
z
z2
xy
z yq
.x
z
z2
p
q
y z
.
x z
pxz
px
xp
yq
pqxy
qy
z
y
qyz
pqxy
a
1 a
a
a 1
a
a 1
14
b ab = -a
a+b=ab
y +c
Page
p + q =pq
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6. Find the solution of
Answer:
z = ax+by+c
given
put
q 1
----(1)
1 -----(2)
p=a, q = b in (2)
ax
(1
b 1
a )2 y
a )2
(1
dx
tan x
dy
tan y
cot x dx
take
cot y dy
cot x dx
log sin x
c1
dz
tan z
cot z dz
cot y dy
log sin y
cot y dy
log c1
log sin y
sin x
sin y
c2
sin x sin y
,
sin y sin z
cot zdz
log sin z
log c2
sin y
sin z
f x2
Answer:
f x2 y 2
x2
p
q
2x
2y
y 2 2x ; q
x2
y 2 ( 2 y)
py qx 0
9. Find the equation of the plane whose centre lie on the z-axis
Page
15
Answer:
General form of the sphere equation is
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x2
y2
z c
r2
(1)
(2)
2y +2(z-c) q = 0
(3)
x
p
That is
y
q
py -qx =0
ax by
Answer:
a 2 b2
z ax by
p
a; q
z
px
p2
qy
q2
px
qy
pq
Answer:
The complete solution is
z
a
b
z
( y) x
xy
xy
xy
ax
;
z
b
y
( x) y
xy
by
0
( y.
ab
y
x)
xy
dy
y
dz
z
16
dx
x
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dx
x
From
dy
y
Integrating we get
x
y
on simplifying
c1 .
dy dz
y z
x y
,
y z
Therefore
y
c2
z
is general solution.
From
Also
dx
x2
dy
y2
dy
y2
dz
z2
Therefore
14. Solve D2
1
y
dx
x2
dy
y2
dz
z2
1
y
Integrating we get
Integrating we get
1 1
,
x z
2DD
1
y
3D 2 z
1
z
1
y
1
x
c1
c2
is general solution.
Answer:
m 2 2m 3 0
m 3 m 1
The solution is z
f1 y x
1, m 3
f2 y 3x
17
Page
Auxiliary equation is
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15. Solve D2
3D 2 z
4DD
Answer:
Auxiliary equation is
ex
m 2 4m 3 0
m 3 m 1
m 1, m 3
The CF is
PI
1
4 DD
PI
2D 4D
xe x y
2
CF
2
3D
ex
ex
f1 y x
Put D
1, D
f2 y 3x
1 Denominator =0.
Z=CF + PI
f1 y x
16. Solve. D2
f2 y 3x
4D 2 z
3DD
xe x
2
Answer:
Auxiliary equation is
ex
m2 3m 4 0
m 4 m 1
PI
1
3DD
4D
ex
1
ex
1 3 4
4D 2 z
4DD
e2 x
1 x
e
6
Answer:
PI
1
4 DD
2, D
4D
1
1
D 2D
e2 x
2x y
1
2 2
e2 x
2
e2 x y
16
18
D
Put D
Page
PI
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18. Find P.I D2
6D 2 z
DD
x2 y
Answer:
PI
1
D
D2 1
D
6D
D2
1
D
1
2
D
D
x2 y
x2 y
x3
3
1
x2 y
2
D
x4 y
12
x5
60
z
x y
sin x
Answer:
1
Put D 2
Sin x y
D DD
Sin x y
1
Sin x y
2
1 1
PI
1,
20. Solve D3
3DD
Answer:
Auxiliary equation is
2D 3 Z
DD
(1)( 1) 1
m3 3m 2 0
m 1 m2 m 2
m 1 m 2 m 1
m 1,1 m
The Solution is
CF
f1 y x
x2
a2
y2
b2
x f2 y x
f3 y 2x
FOR PRACTICE:
1. Eliminating arbitrary constants
x2
sin y
q 2 4 pq
z2
xy ,
x
2
19
2. Solve
Page
z2
c2
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1. (i) Solve x2 y
px qy
z p y2 z x q
(ii) Solve x z 2
y 2 p y x2
z
x
2. (i) Solve mz ny
z y2
z
y
ly mx
y2
z 2 p 2 xyq
(ii) Solve y 2
z2
x2 p 2 xyq 2 zx 0
z p
z x q
x y
(ii) Solve y
z p
z x q
x y
5. Solve D2
3DD
2D 2
2y
sin(3x 2 y)
z
x y
cos x cos 2 y
7. Solve D2
DD
6D 2 z
y cos x
8. Solve D2
DD
30D 2 z
xy e6 x
9. Solve D2
6DD
5D 2 z
e x sinh y xy
10. Solve D2
4DD
4D 2 z
11. Solve D3
D2 D
DD 2 D 3 z
px qy
(ii) z
px qy
13. Solve z 2 1 p 2
e2 x
e2 x
cos( x y)
1 p2 q2
p 2q 2
20
e3 x
q2
Page
x2
2 xz
4. (i) Solve y
4x 2z q 2 y 3x
3. (i) Solve x2
6. Solve
z2 x y
z2 q
nx lz
(ii) Solve 3z 4 y p
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2
14. Solve z ( p x
q ) 1
q2 )
q2 )
x2
x2
y2
y2
UNIT - 2
FOURIER SERIES
f ( x)
a0
2
(- ,
21
Page
(0,2 )
an cos nx bn sin nx
n 1
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a0
f ( x)dx
a0
an
bn
a0
an
a0
f ( x) cos nxdx
an
f ( x) cos nxdx
f ( x)s innxdx
bn=0
bn
an
f ( x)s innxdx
a0
2
an cos
n 1
bn
bn
f ( x)s innxdx
( - , )
Even (or) Half range
Fourier cosine series
f ( x) cos nxdx
n x
n x
bn sin
(0,2 )
an
f ( x)
f ( x)dx
a0
f ( x)dx
f ( x)dx
a0
0
2
f ( x) cos
0
f ( x)s in
0
n x
dx
n x
dx
2
f ( x)dx
0
an
2
n x
f ( x) cos
dx
0
bn=0
a0
an
a0
an
bn
2
n x
f ( x)s in
dx
0
bn
f ( x)dx
f ( x) cos
n x
dx
f ( x)s in
n x
dx
22
Odd function:
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f(-x)=-f(x)
eg : sinx,x3 ,sinhx, tanx are odd functions
For deduction
In the interval (0,2 ) if x = 0 or x = 2 then
f(0) = f(2 ) =
f (0)
f (2 )
2
f (2)
f (0)
f(0) = f(2 ) =
f(
) f( )
2
f ( ) f ()
2
HARMONIC ANALYSIS
f(x)=
a1
f(x)=
y cos x
n
, a2
y cos 2 x
n
b1
y sin x
n
, b2
y sin 2 x
n
a0
x
x
2 x
2 x
+ a1 cos
+b1 sin
+ a2 cos
+ b2 sin
( form)
2
23
Page
a0
a0
+ a1 cosx +b1sinx + a2cos2x + b2sin2x for form
2
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2
y cos
a1
y cos
a2
2 x
y sin
b1
x
,
b2
y sin
2
2 x
b aa
f ( x) dx
1
2l
c 2l
ao2
f ( x) dx
4
2
1
an2 bn2
2n1
24
Page
a0
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Answer:
In (c, c 2l )
ao
2
f x
an cos nx bn sin nx
1
where ao
c 2l
f ( x )dx
c
c 2l
c 2l
an
f ( x ) cos nxdx
c
bn
f ( x ) sin nxdx
c
ao
f ( x)dx
0
an
f ( x) cos nxdx
0
bn
f ( x) sin nxdx
0
1
f(x) =
2x
2x
x 0
in (- , ), find the value of bn
,0
bn = 0
8. If f(x) = x3 in < x < , find the constant term of its Fourier series.
Answer:
Given f(x) = x3
Page
25
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9. What are the constant term a0 and the coefficient of cosnx in the Fourier
Expansion
Answer:
Given f(x) = x x3
Answer:
ao
f ( x)dx
0
(1 x x )dx
4
2
x2
2
8
3
2 2
x3
3
0
2
8
3
, )
, )
Answer:
(i) Given f(x) = x2
f(-x) = x2 = f(x)
Page
26
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x
Given f x
x l/2
l x l/2
x l
x l/2
l x l/2
x l
Answer:
Given f x
x l/2
l x l/2
x l
f x
bn sin
nx
l
nx
2
f ( x) sin dx
l 0
l
bn
2
l
2
l
l 2
nx
x sin dx
l
cos
lx
(l x) sin
l 2
nx
l
nx
dx
l
sin
(1)l 2
nx
l
l 2
cos
l (l x)
n2
nx
l
l 2 ( 1)
nx
l
n2
l 2
2
l
sin
2 2l 2 sin n 2
2 2
l
n
Fourier series is
f x
4l sin n 2
2 2
n
4l
2
sin n 2 n x
sin
n2
l
n 1
Page
27
Answer:
If f(x) is an odd function, ao = 0, an = 0
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ao
xdx
0
2 x2
2
Answer:
2 x2
2
xdx
0
an
x sin nxdx
cos nx
n
cos n
n
f x
Fourier series is
1
n
0 0
ao
2
n 0
sin nx
n2
(1)
n
1
n
n 1
an cos nx
n 0
1
n
n 1
cos nx
x 1
28
ao
Page
Answer:
Given f(x) = x2
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R.M.S value
2l
1
2
f ( x) dx
l 0
x5
2
5
1
x2
120
dx
2
5
f ( x)
x in (0,
(1)
sin nx
n2
Answer:
bn
f ( x) sin nxdx
0
x sin nxdx
cos nx
n
( 1) n
n
2( 1) n
n
f x
n
2( 1) n 1
sin nx
n
0
x in (0, 5)
f ( x)
Answer:
5
ao
2
xdx
50
2 x2
5 2
2 52
5 2
(ii) If f ( x)
Page
29
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f x
FOURIER SERIES
x
1. Expand f ( x)
(0, )
as Fourier series
( ,2 )
1
12
1
32
1
12
1
22
1
.........
32
(ii)
1
12
1
.........
52
1
22
1
32
.........
3. (i) Expand f(x) = | cosx | as Fourier series in ((ii) Find cosine series for f(x) = x in (0,
1
14
Show that
1
24
1
.........
34
12
. ).
90
Expand
1
12
5. If f ( x)
f(x)
1
32
1
.........
52
sin x ,
|x|
as
Fourier
series
in
(-
and
deduce
to
,0)
(0, )
1
1
1
.........
1.3 3.5 5.7
2
4
18
24
28
26
20
30
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7.
/3
2/3
4/3
F(x)
10
14
19
17
15
1
12
1
22
5/3
12
10
x) 2 in (0, 2 ) and
(
2
1
.........
32
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2 x x 2 with period 3
f ( x)
1
32
, ).
in
(0, )
2 in ( , 2 )
2
1
.........
52
1
13
1
33
1
....
53
1
and also deduce that 2
1
1
22
1
.........
32
1
14
1
.........
24
1
.........
34
in (0,1)
6
. ) and also prove that
90
(use P.I)
. ) and also prove that
96
(use P.I)
31
1
14
x 1
Page
8.
1
12
f x
ex in (
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cx
,0
c l x
l
2
x
,
l
2
x l
kx
,0
k 2l x
11.(i).Find the Fourier series for the function f x
deduce that
1
12
1
22
1
.........
32
l
2
l
2
x l
1 x x2 in (
, ) and also
2x
,
,0
x 0
x
1
in (- , ), and also deduce that 2
1
1
32
1
.........
52
32
f(x) =
2x
Page
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UNIT - 3
APPLICATIONS OF P.D.E
S.
N
O
VELOCITY MODEL
is
y
2
a2
is
STEP-2
Boundary conditions
1. y(0,t)
= 0
for t 0
2. y( , t) = 0
for t 0
3. y(x,0)
= 0
for 0 < x <
4.
y
t
= f(x)
t 0
STEP-1
One Dimensional wave equation
for
0<x<
y
2
a2
x2
STEP-2
Boundary conditions
1. y(0,t)
=0
for
2. y( , t) = 0
for
3.
y
t
4. y(x,0)
=0
t 0
t 0
t 0
= f(x) for
0<x<
33
STEP-1
One Dimensional wave equation
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3
STEP-3
The possible solutions are
y(x,t) = (A e x + B e- x) (C e at + D e- at)
y(x,t) = (A cos x + B sin x )( C cos at + D sin
at)
y(x,t) = (Ax + B) ( Ct + D)
STEP-3
The possible solutions are
y(x,t) = (A e x + B e- x) (C e at + D e- at)
y(x,t) = (A cos x + B sin x )( C cos at + D
sin at)
y(x,t) = (Ax + B) ( Ct + D)
STEP-4
The suitable solution for the given
boundary condition is
y(x,t) = (Acos x+B sin x )(Ccos at+D sin at)
(2)
STEP-5
Using Boundary condition 1
y(0,t) = 0
Then (2) becomes,
y(0,t) = (A cos 0 +B sin 0 ) ( C cos at + Dsin at) =0
(A) ( C cos at + D sin at)=0
A=0
Using A = 0 in (2)
y(x,t) = ( B sin x) ( C cos at + D sin at) (3)
STEP-4
The suitable solution for the given
boundary condition is
y(x,t) = (Acos x+B sin x )(Ccos at+D sin at)
(2)
STEP-5
Using Boundary condition 1
y(0,t) = 0
Then (2) becomes,
y(0,t) = (A cos 0 +B sin 0 ) ( C cos at + D sin at)
=0
(A) ( C cos at + D sin at)=0
A=0
Using A = 0 in (2)
y(x,t) = ( B sin x) ( C cos at + D sin at) (3)
STEP-6
Using Boundary condition 2
y( ,t) = 0
Then (3) becomes,
y( ,t) = (B sin ) ( C cos at + D sin at)=0
(B sin ) ( C cos at + D sin at)=0
STEP-6
Using Boundary condition 2
y( ,t) = 0
Then (3) becomes,
y( ,t) = (B sin ) ( C cos at + D sin at)=0
(B sin ) ( C cos at + D sin at)=0
y ( x, t )
B sin(
n x
n at
n at
) C cos(
) D sin(
)
y ( x, t )
B sin(
n x
n at
n at
) C cos(
) D sin(
)
(4)
STEP-7
Using Boundary condition 3
y(x,0) = 0
Then (4) becomes,
STEP-7
Using Boundary condition 3
Page
34
(4)
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y( x, t )
B sin(
B sin(
n x
) C cos 0 D sin 0 =0
n x
) C
B sin(
y
t
n x
n at
n at n a
) C sin(
) D cos(
)
t 0
n x
n a
B sin(
) D
0
C=0
Then (4) becomes,
y ( x, t )
y
t
n x
n at
) D sin(
)
B sin(
D=0
Then (4) becomes,
y ( x, t )
Bn sin(
n 1
n x
n at
) sin(
)
(5)
y ( x, t )
B sin(
n x
n at
) C cos(
)
y ( x, t )
Bn sin(
n 1
STEP-8
Differentiating (5) partially w.r.to t
y
t
Bn sin(
n 1
n x
n at n a
) cos(
)
y ( x, 0)
f ( x)
n 1
Bn sin(
n 1
2
n x
f ( x)sin(
)
0
Bn
2
n x
f ( x)sin(
)
0
n a0
f ( x)sin(
n x
)dx
STEP-9
The required solution is
y ( x, t )
Bn sin(
n 1
Where Bn
STEP-9
The required solution is
n x
n at
) sin(
)
n a0
f ( x)sin(
n x
)dx
y ( x, t )
Bn sin(
n 1
n x
n at
) sin(
)
Where Bn
2
n x
f ( x)sin(
)dx
0
35
Page
n x
)
n a
n x
) cos(0)
n x n a
)
Bn
Bn sin(
t 0
f ( x)
Bn
Bn sin(
n 1
= f(x)
(5)
STEP-8
Using Boundary condition (4),
y(x,0) = f(x)
y
t
n x
n at
) cos(
)
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ONE DIMENSIONAL HEAT
EQUATION
The one dimensional heat equation is
u
t
Boundary conditions
1.u(0,t) = 0
for t 0
2.u( ,t) = 0
for t 0
3.u(x,t) = f(x) for 0<x<
Be
)Ce
u ( x, y ) ( Ae
2 2
2 2
2 2
=0
2 2
u ( x, y )
u (0, y )
2 2
u (, y )
Be
( B sin x)(Ce
( B sin )(Ce
0 ( B sin )(Ce
De
(2)
De
De
De
(3)
De
2 2 2
u ( x, y )
n x
Bn sin(
)e
( B sin
n y
n x
)(Ce
De
n y
(4)
36
2 2 2
=0
n x
B sin(
)Ce
u ( x, t )
De
u( x, t )
u ( x, y )
(3)
A=0
Then (2) becomes
u( x, t ) (B sin x)Ce
(B sin )Ce
n
(2)
u (0, y )
=0
2 2
A=0
Then (2) becomes
Be
u ( x, y ) ( Ax B)(Cy D)
( A)Ce
u
y2
Boundary conditions
1.u(0,y) = 0
for 0<y<
2.u( ,y) = 0
for 0<y<
3.u(x, ) = 0
for 0<x<
4.u(x,0) = f(x) for 0<x<
u
x2
u
x2
u ( x, t ) ( Ae
(4)
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7
u ( x, 0)
Bn sin(
n 1
f ( x)
Bn sin(
n 1
n x
)
u ( x, ) ( B sin
n x
)
0 ( B sin
n x
)(C
De )
D 0)
C=0
then (3) becomes
Bn
n x
)(Ce
2
n x
f ( x)sin(
)dx
0
u ( x, y )
( B sin
n x
)( De
n y
u ( x, y )
n
u ( x, t )
n
(5
y(x,0) = f(x)
u ( x, 0)
Bn sin(
n 1
Where Bn
n y
n x
Bn sin(
)e
n x
Bn sin(
)e
2
n x
f ( x)sin(
)dx
0
f ( x)
Bn sin(
n 1
n x 0
)e
n x
)
2
n x
f ( x)sin(
)dx
0
Bn
u ( x, y )
Bn sin(
n 1
n x
)e
n y
Where Bn
2
n x
f ( x)sin(
)dx
0
u
x2
u
y2
Page
37
Answer:
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2
u
x2
u
here A=1,B=0,&C=-1
y2
B2 - 4AC=0-4(1)(-1)=4>0
The Partial Differential Equation is hyperbolic
2
u
x y
u
y
u
x
xy
Answer:
2
u
x y
u
y
u
x
xy here A=0,B=1,&C=0
B2-4AC=1-4(0)(0)=1>0
The Partial Differential Equation is hyperbolic
3. Classify the following second order Partial Differential equation
2
u
x2
u
y2
u
y
u
x
Answer:
2
u
x2
u
y2
u
y
u
x
here A=1,B=0,&C=1
B2-4AC=0-4(1)(1)=-4<0
2
u
u
4
2
x
x y
u
6
y2
u
x
u
y
Answer:
2
2
u
u
4
2
x
x y
u
6
y2
u
x
u
y
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38
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ii) y uxx
2
uyy ux
uy
7 0
Answer:
i) Parabolic ii) Hyperbolic (If y = 0)
iii)Elliptic (If y may be +ve or ve)
2
y
2
c2
x2
Answer:
2
y
2
c2
x2
here a 2
T
m
u
t
2
u
x2
k
is called diffusivity of the substance
c
8. State any two laws which are assumed to derive one dimensional heat equation
Answer:
i) Heat flows from higher to lower temp
Page
39
ii) The rate at which heat flows across any area is proportional to the
area
and to the temperature gradient
normal to the curve. This constant of
proportionality is known as the conductivity of the material. It is known as
Fourier law of heat conduction
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9. A tightly stretched string of length 2 is fastened at both ends. The midpoint of the
string is displaced to a distance b and released from rest in this position. Write the
initial conditions.
Answer:
(i) y(0 , t) = 0
(ii) y(2 ,t) = 0
y
t
(iii)
0
t
(iv) y(x , 0 ) =
10.
b
x
b
(2
0
x)
x
x
+ B e- x) (C e
at
+ D e- at)
u ( x, t ) ( Ae
Be
)Ce
2 2
2 2
kA
u
x
Page
(the rate at which heat flows across an area A at a distance from one end of a bar is
proportional to temperature gradient)
40
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u
=Temperature gradient
x
13. What are the possible solutions of two dimensional head flow equation?
Answer:
The possible solutions are
u ( x, y ) ( Ae
Be
De
u ( x, y ) ( Ax B)(Cy D)
14. The steady state temperature distribution is considered in a square plate with sides x
= 0 , y = 0 , x = a and y = a. The edge y = 0 is kept at a constant temperature T and the
three edges are insulated. The same state is continued subsequently. Express the
problem mathematically.
Answer:
U(0,y) = 0 , U(a,y) = 0 ,U(x,a) = 0, U(x,0) = T
15. An insulated rod of length 60cm has its ends A and B maintained 20C and
80C respectively. Find the steady state solution of the rod
Answer:
Here a=20C & b=80C
In Steady state condition The Temperature u ( x, t )
b a x
a
l
80 20 x
20
60
u( x, t )
x 20
16. Write the DAlemberts solution of the one dimensional wave equation?
Page
41
Answer:
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x at
1
2
here
x at
x at
f x
v x
ax f
1
v( )d
2a x at
g x
ag
17. What are the boundary conditions of one dimensional Wave equation?
Answer:
Boundary conditions
1. y(0,t)
2. y( , t)
3. y(x,0)
4.
y
t
= 0
= 0
= 0
for
for
for
= f(x)
for
t 0
t 0
0<x<
0<x<
t 0
18. What are the boundary conditions of one dimensional heat equation?
Answer:
Boundary conditions
1.u(0,t) = 0
for t
2.u( ,t) = 0
for t
19. What are the boundary conditions of one dimensional heat equation?
Answer:
Boundary conditions
for 0<y<
3.u(x, ) = 0
for 0<x<
4.u(x,0) = f(x)
for 0<x<
42
2.u( ,y) = 0
for 0<y<
Page
1.u(0,y) = 0
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20.T he ends A and B has 30cm long have their temperatures 30c and 80c until steady
state prevails. If the temperature A is raised to40c and Reduced to 60C, find the
transient state temperature
Answer:
Here a=30C & b=80C
In Steady state condition The Temperature u ( x, t )
b a x
a
l
ut
60 40 x
40
30
2
x 40
3
x
l
5. A string is stretched between two fixed points at a distance 2l apart and points of the
string are given initial velocities where V
cx
l
c
(2l x)
l
0< x < 1
Find the
0< x < 1
displacement.
6. Derive all possible solution of one dimensional wave equation. Derive all possible solution
of one dimensional heat equation. Derive all possible solution of two dimensional heat
equations.
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43
7. A rod 30 cm long has its end A and B kept at 20oC and 80oC, respectively until steady state
condition prevails. The temperature at each end is then reduced to 0oC and kept so. Find
the resulting temperature u(x, t) taking x = 0.
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8. A bar 10 cm long , with insulated sides has its end A & B kept at 20oC and 40oC respectively
until the steady state condition prevails. The temperature at A is suddenly raised to 50oC
and B is lowered to 10oC. Find the subsequent temperature function u(x , t).
9. A rectangular plate with insulated surface is 8 cm wide so long compared to its width that
it may be considered as an infinite plate. If the temperature along short edge y = 0 is u (
x ,0) = 100sin
x
8
0 < x < .1While two edges x = 0 and x = 8 as well as the other short
20 x
20(10 x)
10
and all other three edges are kept at 0o C. Find the steady
44
Page
10.
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Unit - 4
FOURIER TRANSFORMS
FORMULAE
1
2
1
2
f(x)eisx dx
-
F (s)e-isx ds
-
Fc [f(x)] = Fc(s) =
f ( x) cos sxdx
0
4. Inversion formula
f(x) =
Fc ( s) cos sxds
0
f(x) =
F [f(x)] = F (s) =
s
f ( x)sin sxdx
0
Fs ( s)sin sxds
0
7. Parsevals Identity
f ( x) dx
8. Gamma function
x n 1e x dx
n
0
ax
ax
cos bxdx
10
sin ax
dx
x
0
b2
b
sin bxdx
11.
1
2
b2
45
, n 1 n n &
Page
9.
F ( s) ds
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12.
x2
dx
13.
cos ax
&
eiax
e
2
x2
dx
iax
& sin ax
eiax e
2
iax
eisx
isx
in the formula
f ( x) dx
Step1: Sub f(x) & F(s) With their limits in the above formula
Step2: Simplify we get result
WORKING RULE TO FIND FCT
Step1: Write the FCT formula & Sub f(x) with its limit in the formula
46
Page
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Step1: Write the inverse FCT formula & Sub FC ( S ) with its limit in the formula
Step2: Simplify, we get f(x)
WORKING RULE TO FIND FST
Step1: Write the FST formula & Sub f(x) with its limit in the formula
Step2: Simplify, we get FS ( S )
WORKING RULE TO FIND INVERSE FCT
Step1: Write the inverse FST formula & Sub Fs ( S ) with limit in the formula
Step2: Simplify, we get f(x)
WORKING RULE FOR f(x) = e
ax
Step:1 First we follow the above FCT & FST working rule and then we get this
result
Fc(e-ax) =
a
a
By Inversion formula,
cos sx
ds
a2 s2
0
2a
Fs(e-ax) =
s
a
s2
By Inversion formula,
ax
0
x
x
ii)
x2
2 2
sin sxds
1
x
a2
ax
dx
dx ii)
0
a2
TYPE-III
x2 b2
, then use
f ( x) g ( x)dx
0
FC f ( x) FC g ( x) dx
0
47
Page
dx
2
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UNIT - 4
FOURIER TRANSFORM
1. State Fourier Integral Theorem.
Answer:
1
2
then,
f t ei ( x t ) s dt ds .
48
f ( x)
Page
If
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2. StateandproveModulation
1
F s a
2
theorem. F f x cos ax
F s a
1
2
f x cos ax eisx dx
1
2
eiax e
f x
2
iax
1 1
2 2
f x ei ( s
dx
F f x cos ax
1
F s a
2
F f x cos ax
1
F s a
2
Proof:
eisx dx
a) x
1 1
2 2
f x ei ( s
a) x
dx
1
F s a
2
F s a
F s
ds
f x
dx
transforms.
F sGs
49
F f g
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Answer:
If
F s
1
F
a
F f x , then F f ax
F f ax
1
2
f ax eisx dx
1
2
f t e
dt
;
a
where t ax
1 s
F
a
a
F f ax
F x f ( x)
dn
( i) n F (s)
ds
n
Answer:
1
2
F s
s n times
dn
F s
ds n
1
2
f x ix eisx dx
1
2
1 dn
F s
(i )n ds n
1
2
( x)n f x eisx dx
dn
( i) n F s
ds
1
2
( x) n f x eisx dx
F x f x
dn
i
F s
ds n
n
f ( x)cos sxdx e
50
Diff w.r.t
f x eisx dx
Page
Answer:
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f ( x)cos sxdx e
Fc f x
f x cos sx dx
0
Fc f x
f ( x)
Fc f x cos sx ds
0
e s cos sx ds
ax
cos bx dx
a
a
b2
a 1, b
e s cos sx ds
1
x
Answer:
f x eisx dx
x
a;
x a
51
1
2
Page
F f x
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F f x
1
2
1
2
1 eisx dx
a
2
2
2
2
(cos sx)dx
0
sin sx
s
2 sin as
s
[Use even and odd property second term become zero]
Answer:
1
2
2
2
i
f x eisx dx
1
2
1
2
x eisx dx
x
x a
a;
2i
x
2
cos sx
s
(1)
sin sx
s2
as cos as sin as
s2
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52
F f x
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10. Write Fourier Transform pair.
Answer:
If f ( x) is defined in
1
2
F s
f x eisx dx
1
2
f x
F s e
isx
ds
Fc f x
f x cos sx dx
0
Fc e
e x cos sx dx
0
ax
cos bx dx
Fc e
a
a
b2
1
s2 1
f ( x)
eimx , a
0,
x b
otherwise
Page
53
Answer:
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1
2
F f x
f x eisx dx
b
1
2
1
2
eimx eisx dx
a
ei m
1
1
ei m s b ei m s a
2 im s
Answer:
dx
Fs f x
s x
ei m s x
im s
1
2
1
.
x
f x sin sx dx
0
Fs
1
x
sin sx
dx
x
0
2
2
Fs f x
f x sin sx dx
0
e x sin sx dx
e ax sin bx dx
Fs e
b
a
b2
s2 1
2x
2e
54
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Fs e
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2
Fc f x
f x cos sx dx
0
Fc e
2x
2e
2x
2e
cos sx dx
2x
cos sx dx 2 e x cos sx dx
2
s
1
s 1
1
s
f ( x)
1
2
4 s 1
1,
x 1
x 1
Answer:
Fs f x
f x sin sx dx
0
1
f x sin sx dx
0
1sin sx dx 0
0
f x sin sx dx
2
cos sx
s
55
2 1 cos s
s
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Fs f x
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f ( x)
x, o x 1
2 x, 1 x 2
.
0,
x 2
Answer:
Fs f x
f x sin sx dx
0
x sin sx dx
0
Fs f x
2 x sin sx dx
1
cos sx
x
s
cos s
s
sin sx
s2
sin s
s2
cos sx
2 x
s
sin 2s cos s
s2
s
sin sx
s2
sin s
s2
2sin s sin 2s
s2
56
is called self
Page
reciprocal.
x2
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19. Find the Fourier cosine Transform of f ( x)
x
x
Answer:
Fc f x
f x cos sx dx
0
x cos sx dx
0
sin sx
s
cos sx
s2
s sin s
cos s
s
2
s
cos s
s2
sin s
1
s2
x
x
a2
f x e ax
L et
Fs e
ax
s
s2 a2
2
0
(ie)
0
s
s2 a2
sin sx ds
sin sx ds
e ax , a 0
57
ax
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x
Change x and s, we get
Fs
x a
sin sx dx
x2 a2
sin sx dx
x2 a2
2
2
e as
as
as
FOURIER TRANSFORM
PART-B
1 x 2 if x
x cos x sin x
x
cos
dx
3
x
2
sin x
i)
dx
x
0
a
a
dx
15
. hence
f ( x)
1 if x
0 if x
ii)
0
f ( x)
x2
sin x x cos x
x3
sin x
dx
x
sin x
dx
x
a2
f ( x)
sin x x cos x
dx
x3
3
(ii)
16
and hence
x
0
if x
if x
ii)
0
sin x
dx
x
58
if x
Page
i)
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5. Evaluate
x2
i)
0
x2 a
dx
ii)
dx
x2 a2
x2
x2
dx
7.
2 2
(b)
x2 b2
dx
1 x2 4
a2
x2
(b)
0
x 2 dx
a 2 x2 b2
t 2 dt
4 t2 9
t2
sin x; when o
x
2
is e
s
2
; whenx
cos x; when o
x a
; whenx a
a2 x2
a2 x2
f ( x) cos x dx e
0
1 ,0 t 1
(ii) Solve for f(x) from the integral equation
f ( x) sin tx dx
0
2 ,1 t
0
,t
10. (i) Find Fourier sine Transform of e x , x>0 and hence deduce that
0
11.(i)Find FS xe
ax
ax
(ii) Find FS
e 8 (ii)
0
& Fc xe
ax
ax
& Fc
x sin 2 x
dx
x 2 16
ax
cos ax
59
cos 2 x
dx
x 2 16
x sin x
dx
1 x2
Page
that (i)
4x
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Z - TRANSFORMS
Definition of Z Transform
Let {f(n)} be a sequence defined for
Z Transform is defined as
Z f (n)
F z
f (n) z
Z f ( n)
F z
f (n) z
n 0
(n)
1 for n 0
0 for n 0
1 for n 0
0 for n 0
60
u(n)
Page
Properties
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1. Z Transform is linear
(i)
If Z {f(t)} = F(z),
then
(ii)
at
Z e
f t
F z
z zeaT
If Z {f(n)} = F(z),
then Z a n f n
z
a
( k 1)
F(z)
lim( z 1) F ( z )
z 1
61
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Model:I
z a z b
z a
z b
z a
z b
Model:II
1
z a z b
C
( z b) 2
Model:III
1
z a z
A
2
z a
Bz C
z2 b
{ f (n) * g (n)}
f ( K ) g (n K )
K 0
Convolution Theorem
Step: 3 Apply z
both terms
1
formula
62
1 an
1 a
Page
1 a a 2 ....... a n
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1
.......
n 1
a
1 ( a)
Z - Transform Table
No.
1.
f(n)
1
Z[f(n)]
z
z 1
2.
an
z
z a
3.
n2
z2 z
( z 1)3
Page
4.
63
( z 1) 2
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6.
1
n
7.
log
z
( z 1)
n 1
1
z
log
z
( z 1)
ean
9.
( z 1)
z log
n 1
8.
( z ea )
10.
1
n!
11.
ez
Cos n
z ( z cos )
z 2 z cos 1
2
sin n
z
13.
cos
sin
14.
z sin
2 z cos
n
2
z2
z2 1
n
2
na n
az
( z a)2
f(t)
Z(f(t)
Tz
( z 1) 2
2.
t2
T 2 z ( z 1)
( z 1)3
eat
z
( z e aT )
4.
Sin t
z sin T
2 z cos T 1
Page
64
12.
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5.
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cos t
z ( z cos T )
z 2 z cos T 1
2
Define Z transform
Answer:
Let {f(n)} be a sequence defined for
its Z Transform is defined as
Z f (n)
F z
f (n) z
Z f ( n)
F z
f (n) z
n 0
Z f n
Answer:
f nz
n 0
Z1
(1) z
1 z
....
n 0
1 z1
1
z
1
Z 1
z 1
z
z
z 1
z
z 1
Page
65
Answer:
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Z f n
f nz
n 0
Z n
nz
n 0
n
nz
0 z
2z
3z 3 ...
n 0
1 z
1
1
1
z
z
1 z
z z 1
z
z 1
3.
Answer:
Z n2 Z nn
d
z
dz
4.
d
Z n
dz
z
z 1
( z)
, by the property,
z 1
z2 z 1
z 1
z2 z
( z 1)3
lim( z 1) F ( z )
z 1
66
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Answer:
Z[f(n)] = F(z) and Z[g(n)] = G(z) then Z{f(n)*g(n)} = F(z) G(z)
7. Find Z Transform of
na n
Answer:
Z f n
f nz
n 0
Z na n
na n z
n 0
a
n
z
0
0
2
a
a
1
z
z
8. Find Z Transform of
a
2
z
a
3
z
...
az
2
z a
sin
and
Z f n
n
2
f nz
n 0
z z cos
z 2 2 z cos
Z cos n
z z cos
Z cos n
2 z cos
z2
2
2
z2 1
67
We know that
n
2
Page
Answer:
cos
a
z
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Z sin n
Similarly
z sin
Z sin n
9. Find Z Transform of
z sin
2 z cos
z2
2 z cos
z2 1
1
n
Answer:
Z f n
f nz
n 0
1
n
1
z
n
n 0
1
z
n 1n
z1 z2 z3
....
1 2 3
1
log 1
z
log
z 1
log
z
z
z 1
1
n!
68
Page
Answer:
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Z f n
f nz
n 0
1
n!
1
z
!
n
0
1
z
0 n!
z1 z2
1
1! 2!
e
Z f n
z3
....
3!
1
z
1
n 1
n
f nz
n 0
1
n 1
1
n 0
n 1
1
z
n 0
n 1
1
z z
z2
2
log 1
z log
( n 1)
z3
....
3
1
z
z
z 1
69
Page
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Answer:
f n
f n z
n 0
Z a
n
n 0
an
zn
n 0
1
a
z
a
z
a
z
...
a
z
a
z
a
z
z
z
f t
F z
, then
Z e at f (t ) F zeaT
Proof:
Z e at f (t )
anT
f (nT ) z
n 0
Z f (t )
f (nT ) z
F ( z ) ).
n 0
Z e at f (t )
f (nT ) ze aT
F ( ze aT )
n 0
(n)
1 for n
0 for n
70
Page
14.
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1 for n 0
u(n)
15.
0 for n 0
Z eat
Find Z Transform of
Answer:
Z eat
eanT z
eaT z
n 0
z eaT
n 0
z
z eaT
z an
z a
16.
Find Z Transform of
Z te 2t
Answer:
Z te
2t
Z t
Tz
z ze
2T
z 1
2
z ze 2 T
Tze 2T
ze 2T
17.
Find Z Transform of
Z et cos 2t
Answer:
Z et cos 2t
Z cos 2t
z z cos
z ze
ze
ze
2T
ze
2 cos
z 1
z ze
cos T
2cos T ze
Page
71
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18.
Find Z Transform of
Z e2 t
Answer:
Let f (t) = e2t , by second sifting theorem
Z e2(t
T)
Z f (t T )
z F ( z ) f (0)
ze 2T
z
1
ze 2T 1
19.
Find Z Transform of
Answer:
1
ze
2T
Z sin t T
Z sin(t T ) Z f (t T ) z F ( z ) f (0)
z
z2
z2
z 2 sin t
2cos t z 1
3z n
2z 1
z sin t
0
2cos t z 1
n 1 n 2
Answer:
Z f n
f nz
n 0
Z n2
Z n2
z2
2n n 2
z n2
3n 2
z
z 1
z
z 1
z
z 1
72
n 1 n 2
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QUESTION BANK
Z-TRANSFORMS
1. (i)Find Z
8z 2
(2 z 1)(4 z 1)
(ii) Find Z
2. (i) Find Z
3.
& Z
z2
( z a)( z b)
z2
( z a) 2
&Z
& Z
8z 2
by convolution theorem.
(2 z 1)(4z 1)
z2
by convolution theorem
( z 1)( z 3)
z2
by convolution theorem
( z a)2
z2
( z 2 4)
by residues.
z
2z 2
z2
&Z
(ii) Find Z
7.
1
n!
z2
(i)Solve y n 2
(i )Solve y n
6y n 1
4y n 1
3y n 1
(ii) Solve y n 3
9. (i)Find Z cos n
1
1
Hence find Z
n!
(n 1)!
(ii) Solve y n 2
8.
z2
7 z 10
z2 z
by partial fractions.
z 1 ( z 2 1)
3y n 1
& Z sin n
9y n
4y n
4y n 2
2y n
2n with y 0
and Z
1
(n 2)!
and cos(n 1) .
0& y 1
0 y(0) = 1 ,y(1) =0
0, n 2
0, y 0
0& y 2
8,
& Z a n sin n
73
(i) Find Z
Page
4.
1
2n 3
&
(n 1)(n 2)
(n 1)(n 2)
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