Engineering Mathematics Material 2010

Prepared by C.Ganesan, M.Sc., M.Phil., (Ph: 9841168917) Page 1

SUBJECT NAME : Transforms and Partial Differential Equations
SUBJECT CODE : MA 2211
MATERIAL NAME : Formula Material
MATERIAL CODE : JM08AM3005

Name of the Student: Branch:

Unit I (Fourier Series)

1) Dirichlets Conditions:

Any function ( ) f x can be expanded as a Fourier series
0
1 1
cos sin
2
n n
n n
a
a nx b nx

= = = = = = = =
+ + + + + + + +

where
0
, ,
n n
a a b are constants provided the
following conditions are true.
( ) f x is periodic, single valued and finite.
( ) f x has a finite number of discontinuities in any one period.
( ) f x has at the most a finite number of maxima and minima.

2) The Fourier Series in the interval (0,2):
0
1 1
( ) cos sin
2
n n
n n
a
f x a nx b nx

= = = = = = = =
= + + = + + = + + = + +


Where
2
0
0
1
( ) a f x dx


= == =

,
2
0
1
( )cos
n
a f x nxdx


= == =

,
2
0
1
( )sin
n
b f x nxdx


= == =



3) The Fourier Series in the interval (-,):
0
1 1
( ) cos sin
2
n n
n n
a
f x a nx b nx

= = = = = = = =
= + + = + + = + + = + +


Where
0
0
2
( ) a f x dx


= == =

,
0
2
( )cos
n
a f x nxdx


= == =

,
0
2
( )sin
n
b f x nxdx


= == =


In this interval, you have to verify the function is either odd function or
even function. If it is even function then find only
0
and
n
a a ( 0
n
b = == = ). If it is odd
function then find only
n
b (
0
0
n
a a = = = = = = = = ).
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If the function is neither odd nor even then you should find
0
, and
n n
a a b
by using the following formulas
0
1
( ) a f x dx




= == =

,
1
( )cos
n
a f x nxdx




= == =

,
1
( )sin
n
b f x nxdx




= == =

.

4) The half range Fourier Series in the interval (0,):
The half range Cosine Series in the interval (0,):
0
1
( ) cos
2
n
n
a
f x a nx

= == =
= + = + = + = +


Where
0
0
2
( ) a f x dx


= == =

,
0
2
( )cos
n
a f x nxdx


= == =


The half range Sine Series in the interval (0,):
1
( ) sin
n
n
f x b nx

= == =
= == =


Where
0
2
( )sin
n
b f x nxdx


= == =


5) The Parsevals Identity in the interval (0,2):
2 2
2 2 2 0
1
0
1
[ ( )] [ ]
2
n n
n
a
f x dx a b



= == =
= + + = + + = + + = + +



6) The Parsevals Identity in the interval (-,):
2
2 2 2 0
1
0
2
[ ( )] [ ]
2
n n
n
a
f x dx a b



= == =
= + + = + + = + + = + +



7) The Parsevals Identity for half range cosine series in the interval (0,):
2
2 2 0
1
0
2
[ ( )]
2
n
n
a
f x dx a



= == =
= + = + = + = +



8) The Parsevals Identity for half range sine series in the interval (0,):
2 2
1
0
2
[ ( )]
n
n
f x dx b



= == =
= == =




Change of interval:

9) The Fourier Series in the interval (0,2):
0
1 1
( ) cos sin
2
n n
n n
a n x n x
f x a b


= = = = = = = =
= + + = + + = + + = + +



Where
2
0
0
1
( ) a f x dx = == =



,
2
0
1
( )cos
n
n x
a f x dx

= == =



,
2
0
1
( )sin
n
n x
b f x dx

= == =





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Prepared by C.Ganesan, M.Sc., M.Phil., (Ph: 9841168917) Page 3

10) The Fourier Series in the interval (-, ):
0
1 1
( ) cos sin
2
n n
n n
a n x n x
f x a b


= = = = = = = =
= + + = + + = + + = + +



Where
0
0
2
( ) a f x dx = == =



,
0
2
( )cos
n
n x
a f x dx

= == =



,
0
2
( )sin
n
n x
b f x dx

= == =




In this interval, you have to verify the function is either odd function or even
function. If it is even function then find only
0
and
n
a a ( 0
n
b = == = ). If it is odd
function then find only
n
b (
0
0
n
a a = = = = = = = = ).


11) The half range Fourier Series in the interval (0, ):

The half range Cosine Series in the interval (0, ):
0
1
( ) cos
2
n
n
a n x
f x a


= == =
= + = + = + = +



Where
0
0
2
( ) a f x dx = == =



,
0
2
( )cos
n
n x
a f x dx

= == =





The half range Sine Series in the interval (0, ):
1
( ) sin
n
n
n x
f x b


= == =
= == =



Where
0
2
( )sin
n
n x
b f x dx

= == =





12) The Parsevals Identity in the interval (0,2):
2 2
2 2 2 0
1
0
1
[ ( )] [ ]
2
n n
n
a
f x dx a b

= == =
= + + = + + = + + = + +





13) The Parsevals Identity in the interval (-, ):
2
2 2 2 0
1
0
2
[ ( )] [ ]
2
n n
n
a
f x dx a b

= == =
= + + = + + = + + = + +





14) The Parsevals Identity for half range cosine series in the interval (0, ):
2
2 2 0
1
0
2
[ ( )]
2
n
n
a
f x dx a

= == =
= + = + = + = +





15) The Parsevals Identity for half range sine series in the interval (0, ):
2 2
1
0
2
[ ( )]
n
n
f x dx b

= == =
= == =





16) Harmonic Analysis:

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The method of calculation of Fourier constants by means of numerical
calculation is called as Harmonic analysis.

0
1 1
( ) cos sin
2
n n
n n
a
f x a nx b nx

= = = = = = = =
= + + = + + = + + = + +


where
0 1 2 3
2 2 2 2
, cos , cos 2 , cos 3 , ... a y a y x a y x a y x
n n n n
= = = = = = = = = = = = = = = =


1 2 3
2 2 2
sin , b sin2 , b sin3 , ... b y x y x y x
n n n
= = = = = = = = = = = =


When the values of x is given as numbers the is calculated by
2 x
T

= == = .
Where T is period, n is the number of values given. If the first and last y values
are same we can omit one of them.

Complex form of Fourier Series:

17) The Complex form of Fourier Series in the interval (0,2):
( )
inx
n
n
f x c e

= = = =
= == =

where
2
0
1
( )
2
inx
n
c f x e dx



= == =


18) The Complex form of Fourier Series in the interval (-,):
( )
inx
n
n
f x c e

= = = =
= == =

where
1
( )
2
inx
n
c f x e dx





= == =


19) The Complex form of Fourier Series in the interval (0,2):
( )
in x
n
n
f x c e

= = = =
= == =


where
2
0
1
( )
2
in x
n
c f x e dx

= == =





20) The Complex form of Fourier Series in the interval (-, ):
( )
in x
n
n
f x c e

= = = =
= == =


where
1
( )
2
in x
n
c f x e dx


= == =







Unit II (Fourier Transforms)
1) Fourier Integral theorem
The Fourier integral theorem of ( ) f x in the interval ( (( ( ) )) ) , is
0
1
( ) ( )cos ( ) f x f x t dxd



= = = =


2) Convolution Theorem

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Prepared by C.Ganesan, M.Sc., M.Phil., (Ph: 9841168917) Page 5

If [ ] F s and [ ] G s are the Fourier transform of the functions ( ) f x and
( ) g x respectively, then [ [[ [ ] ]] ] [ [[ [ ] ]] ] [ ( )* ( )] . F f x g x F s G s = == =
3) The Fourier Transform of a function ( ) f x is given by [ ( )] F f x is denoted by
[ ] F s .
4) Fourier Transform
1
[ ] [ ( )] ( )
2
isx
F s F f x f x e dx



= = = = = = = =


5) Inverse Fourier Transform
1
( ) [ ]
2
isx
f x F s e ds




= == =


6) The Fourier transforms and Inverse Fourier transforms are called Fourier
transforms pairs.
7) Fourier Sine Transform
0
2
[ ] [ ( )] ( )sin
s s
F s F f x f x sx dx


= = = = = = = =


8) Fourier Cosine Transform
0
2
[ ] [ ( )] ( )cos
c c
F s F f x f x sx dx


= = = = = = = =


9) If ( )
ax
f x e

= == = then the Fourier Cosine and Sine transforms as follows
a)
2 2
2
[ ( )]
c
a
F f x
a s
= == =
+ ++ +

b)
2 2
2
[ ( )]
s
s
F f x
a s
= == =
+ ++ +

10) Property
a) [ ( )] [ ( )]
s c
d
F xf x F f x
ds
= = = =
b) [ ( )] [ ( )]
c s
d
F xf x F f x
ds
= == =
11) Parsevals Identity
a)
2 2
( ) ( ) F s ds f x dx


= == =


b)
0 0
( ) ( ) ( ) ( )
c c
F s G s ds f x g x dx

= == =

(Or)
2 2
0 0
( ) ( )
c
F s ds f x dx

= == =


12) Condition for Self reciprocal [ ( )] ( ) F f x f s = == =

Unit III (Partial Differential Equation)
1) Lagranges Linear equation
The equation of the form Pp Qq R + = + = + = + =
then the subsidiary equation is
dx dy dz
P Q R
= = = = = = = =
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2) Homogeneous Linear Partial Differential Equation of higher order with constant
coefficients:
The equation of the form
2 2 2
2 2
( , )
z z z
a b c f x y
x x y y

+ + = + + = + + = + + =


The above equation can be written as
( (( ( ) )) )
2 2
( , ) aD bDD cD z f x y + + = + + = + + = + + = .. (1)
where
2
2
2
, D D
x x

= = = = = = = =

and
2
2
2
, D D
y y

= = = = = = = =


The solution of above equation is z = C.F + P.I
Complementary Function (C.F) :
To find C.F consider the auxiliary equation by replacing D by m and D by
1.The equation (1) implies that
2
0 am bm c + + = + + = + + = + + = , solving this equation
we get two values of m. The following table gives C.F of the above
equation.
Sl.No. Nature of m Complementary Function
1
1 2
m m
1 1 2 2
C.F = ( ) ( ) f y m x f y m x + + + + + + + + + + + +
2
1 2
m m = == =
1 2
C.F = ( ) ( ) f y mx xf y mx + + + + + + + + + + + +
3
1 2 3
m m m
1 1 2 2 3 3
C.F = ( ) ( ) ( ) f y m x f y m x f y m x + + + + + + + + + + + + + + + + + + + +
4
1 2 3
m m m = = = = = = = =
2
1 2 3
C.F = ( ) ( ) ( ) f y mx xf y mx x f y mx + + + + + + + + + + + + + + + + + + + +
5
1 2 3
, is different m m m = == =
1 2 3 3
C.F = ( ) ( ) ( ) f y mx xf y mx f y m x + + + + + + + + + + + + + + + + + + + +

Particular Integral (P.I) :
To find P.I consider
2 2
( , ) D D aD bDD cD = + + = + + = + + = + + .

Type: 1 If ( , ) 0 f x y = == = , then P.I 0 = == = .
Type: 2 If ( , )
ax by
f x y e
+ ++ +
= == =
1
.
( , )
ax by
P I e
D D
+ ++ +
= == =


Replace D by a and D by b. If ( , ) 0 D D , then it is
P.I. If ( , ) 0 D D = == = , then diff. denominator w.r.t D and multiply x
in numerator. Again replace D by a and D by b. If again
denominator equal to zero then continue the same procedure.

Type: 3 If ( , ) sin( ) (o ) cos( ) f x y ax by r ax by = + + = + + = + + = + +
Engineering Mathematics Material 2010

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1
. sin( ) (o ) cos( )
( , )
P I ax by r ax by
D D
= + + = + + = + + = + +


Here replace
2
D by
2
a ,
2
D by
2
b and DD by ab . Do not
replace for and D D . If the denominator equal to zero, then
apply the same producer as in Type: 2.

Type: 4 If ( , )
m n
f x y x y = == =
1
.
( , )
m n
P I x y
D D
= == =



1
1 ( , )
m n
x y
g D D
= == =
+ ++ +

( (( ( ) )) )
1
1 ( , )
m n
g D D x y

= + = + = + = +
Here we can use Binomial formula as follows:
i) ( (( ( ) )) )
1
2 3
1 1 ... x x x x

+ = + + + = + + + = + + + = + +
ii) ( (( ( ) )) )
1
2 3
1 1 ... x x x x

= + + + + = + + + + = + + + + = + + + +
iii) ( (( ( ) )) )
2
2 3
1 1 2 3 4 ... x x x x

+ = + + + = + + + = + + + = + +
iv) ( (( ( ) )) )
2
2 3
1 1 2 3 4 ... x x x x

= + + + + = + + + + = + + + + = + + + +
v)
3 2 3
(1 ) 1 3 6 10 ... x x x x

+ = + + + = + + + = + + + = + +
vi)
3 2 3
(1 ) 1 3 6 10 ... x x x x

= + + + + = + + + + = + + + + = + + + +

Type: 5 If ( , ) V
ax by
f x y e
+ ++ +
= == = , where
V=sin( ) (or) cos( ) (or)
m n
ax by ax by x y + + + + + + + +
1
. V
( , )
ax by
P I e
D D
+ ++ +
= == =


First operate
ax by
e
+ ++ +
by replacing D by D a + ++ + and D by D a + ++ + .
1
. V
( , )
ax by
P I e
D a D b
+ ++ +
= == =
+ + + + + + + +
, Now this will either Type: 3 or
Type: 4.

Type: 6 If ( , ) sin (or) cos f x y y ax y ax = == =
1
. sin
( , )
P I y ax
D D
= == =


( (( ( ) )) ) ( (( ( ) )) )
1 2
1
sin y ax
D m D D m D
= == =


2
y c m x
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( (( ( ) )) )
( (( ( ) )) )
2
1
1
sin c m x ax dx
D m D
= = = =


(Apply Bernouilis method)
3) Solution of Partial Differential Equations:
Standard Type: 1 Equation of the form ( , ) 0 f p q = == =
Assume that z ax by c = + + = + + = + + = + + be the solution the above
equation. put and p a q b = = = = = = = = in equation (1), we get
( , ) 0 f a b = == = . Now, solve this, we get ( ) b a = == = .
( ) z ax a y c = + + = + + = + + = + + which is called Complete solution.
Standard Type: 2 Equation of the form ( , ) z px qy f p q = + + = + + = + + = + + (Clairauts form)
The Complete solution is ( , ) z ax by f a b = + + = + + = + + = + + . To find
Singular integral diff. partially w.r.t a & b , equate to zero
and eliminate a and b .
Standard Type: 3 Equation of the form
1 2
( , ) ( , ) f x p f y q = == =
The solution is z pdx qdy = + = + = + = +

.
Standard Type: 4 Equation of the form ( , , ) 0 f z p q = == =
In this type put u x ay = + = + = + = + , then ,
dz dz
p q a
du du
= = = = = = = =
Unit IV (Application of Partial Differential Equation)
1) The One dimensional Wave equation:
2 2
2
2 2
y y
a
t x

= == =


The three solutions of the above equation are
i)
( (( ( ) )) ) ( (( ( ) )) )
( , )
px px pat pat
y x t Ae Be Ce De

= + + = + + = + + = + +
ii) ( (( ( ) )) ) ( (( ( ) )) ) ( , ) cos sin cos sin y x t A px B px C pat D pat = + + = + + = + + = + +
iii) ( (( ( ) )) ) ( (( ( ) )) ) ( , ) y x t Ax B Ct D = + + = + + = + + = + +
But the correct solution is ii),
( (( ( ) )) ) ( (( ( ) )) ) ( , ) cos sin cos sin y x t A px B px C pat D pat = + + = + + = + + = + + .
2) The One dimensional Heat flow equation:
2
2
2
u u
t x


= == =


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2
k
c


= == = where
Thermal Conductivity
Density
Specific Heat
k
c

= == =
= == =
= == =

The three solutions of the above equation are
i)
( (( ( ) )) )
2 2
( , )
px px p t
u x t Ae Be Ce

= + = + = + = +
ii) ( (( ( ) )) )
2 2
( , ) cos sin
p t
u x t A px B px Ce

= + = + = + = +
iii) ( (( ( ) )) ) ( , ) u x t Ax B C = + = + = + = +
But the correct solution is ii), ( (( ( ) )) )
2 2
( , ) cos sin
p t
u x t A px B px Ce

= + = + = + = +

3) The Two dimensional Heat flow equation:

2 2
2 2
0
u u
x y

+ = + = + = + =


The three solutions of the above equation are
i)
( (( ( ) )) ) ( (( ( ) )) ) ( , ) cos sin
px px
u x y Ae Be C py D py

= + + = + + = + + = + +
(Applicable when given value is parallel to y-axies)
ii) ( (( ( ) )) ) ( (( ( ) )) )
( , ) cos sin
py py
u x y A px B px Ce De

= + + = + + = + + = + +
(Applicable when given value is parallel to x-axies)
iii) ( (( ( ) )) ) ( (( ( ) )) ) ( , ) u x y Ax B Cy D = + + = + + = + + = + + (Not applicable)
Unit V (Z - Transform)

1) Definition of Z-transform:
Let { {{ { } }} } ( ) f n be the sequence defined for all the positive integers n such that
[ [[ [ ] ]] ]
0
( ) ( )
n
n
Z f n f n z


= == =
= == =


2)
Sl.No [ [[ [ ] ]] ] ( ) Z f n [ ] F z
1. [ [[ [ ] ]] ] 1 Z
1
z
z

2.
( 1)
n
Z ( ( ( (


1
z
z + ++ +

3.
n
Z a ( ( ( (


z
z a

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4. [ [[ [ ] ]] ] Z n
( (( ( ) )) )
2
1
z
z

5. [ [[ [ ] ]] ] 1 Z n + ++ +
( (( ( ) )) )
2
2
1
z
z

6.
1
Z
n
( ( ( (
( ( ( (

log
1
z
z
| | | | | | | |
| | | |

\ \ \ \

7. sin
2
n
Z
( ( ( (
( ( ( (


2
1
z
z + ++ +

8. cos
2
n
Z
( ( ( (
( ( ( (


2
2
1
z
z + ++ +

3) Statement of Initial value theorem:
If [ [[ [ ] ]] ] ( ) [ ] Z f n F z = == = , then
0
[ ] ( )
z n
Lt F z Lt f n

= == =
4) Statement of Final value theorem:
If [ [[ [ ] ]] ] ( ) [ ] Z f n F z = == = , then
1
( ) ( 1) ( )
n z
Lt f n Lt z F z

= = = =
5) [ [[ [ ] ]] ] ( (( ( ) )) )
( ) ( )
n
z
z
a
Z a f n Z f n

( ( ( ( = == =


6) [ [[ [ ] ]] ] [ [[ [ ] ]] ] ( ) ( )
d
Z nf n z Z f n
dz
= = = =
7) Inverse Z-transform
Sl.No [ [[ [ ] ]] ]
1
( ) Z F z

( ) f n
1.
1
1
z
Z
z

| | | | | | | |
| | | |

\ \ \ \

1
2.
1
1
z
Z
z

| | | | | | | |
| | | |
+ ++ +
\ \ \ \
( 1)
n

3.
1
z
Z
z a

| | | | | | | |
| | | |

\ \ \ \

n
a
4.
1
z
Z
z a

| | | | | | | |
| | | |
+ ++ +
\ \ \ \

( (( ( ) )) )
n
a
5.
( (( ( ) )) )
1
2
1
z
Z
z

| | | | | | | |
| | | |
| | | |

\ \ \ \

n
6.
( (( ( ) )) )
1
2
z
Z
z a

| | | | | | | |
| | | |
| | | |

\ \ \ \

1 n
na


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7.
( (( ( ) )) )
1
2
z
Z
z a

| | | | | | | |
| | | |
| | | |
+ ++ +
\ \ \ \

( (( ( ) )) )
1 n
n a


8.
2
1
2
1
z
Z
z

| | | | | | | |
| | | |
+ ++ +
\ \ \ \

cos
2
n


9.
2
1
2 2
z
Z
z a

| | | | | | | |
| | | |
+ ++ +
\ \ \ \

cos
2
n
n
a


10.
1
2
1
z
Z
z

| | | | | | | |
| | | |
+ ++ +
\ \ \ \


sin
2
n


11.
2 2
z
z a + ++ +

1
sin
2
n
n
a




8) Inverse form of Convolution Theorem
1 1 1
[ ( ). ( )] [ ( )] [ ( )] Z F z G z Z F z Z G z

= = = =
and by the defn. of Convolution of two functions
0
( ) ( ) ( ) ( )
n
r
f n g n f r g n r
= == =
= = = =


9) a) [ ( )] ( ) Z y n F z = == =
b) [ ( 1)] ( ) (0) Z y n zF z zy + = + = + = + =
c)
2 2
[ ( 2)] ( ) (0) (1) Z y n z F z z y zy + = + = + = + =
d)
3 3 2
[ ( 3)] ( ) (0) (1) (2) Z y n z F z z y z y zy + = + = + = + =


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