Mathematics - II
Mathematics - II
Mathematics - II
asia
FRESHMAN ENGINEERING
LECTURE NOTES
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VECTOR CALCULAS
UNIT STRUCTURE
5.0 Objectives
5.1 Introduction
5.2 Vector differentiation
5.3 Vector operator
5.3.1 Gradient
5.3.2 Geometric meaning of gradient
5.3.3 Divergence
5.3.4 Solenoidal function
5.3.5 Curl
5.3.6 Irrational field
5.4 Properties of gradient, divergence and curl
5.5 Let Us Sum Up
5.6 Unit End Exercise
5.0 OBJECTIVES
5.1 INTRODUCTION
Vector:
Vector is a physical quantity which required magnitude and direction both.
Unit Vector:
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Unit Vector is a vector which has magnitude 1. Unit vectors along co-
ordinate axis are i and j , k respectively.
i = j = k =1
We have,
abc =- bac
a b c = a.c b a.b c
a b c= a.c b b.c a
i.e. a b c a b c
Coplanar Vectors:
Three vectors a, b and c are coplanar if abc = 0 for
a 0,b 0,c 0
Then,
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v v t + t - v(t)
v v t + t - v(t)
=
t t
v v t + t - v(t)
lim = lim
t 0 t t 0 t
dv v v t + t - v(t)
= lim = lim
dt t 0 t t 0 t
dv v t + t - v(t)
= lim
dt t 0 t
d dv
(i) = k v =k k is a constant
dt dt
d du dv
(ii) u +v =
dt dt dt
d dv du
(iii) u .v =u . v.
dt dt dt
d dv du
(iv) u v =u v
dt dt dt
dv dv1 dv 2 dv
i+ j+ 3 k
Then, dt dt dt dt
Note:
If r xi + yj + zk then r = r = x 2 y2 z2
Example 1:
dr d2 r
If r t + 1 i + t 2 + t - 1 j + t 2 - t + 1 k find and
dt dt
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Solution:
r t + 1 i + t2 + t - 1 j + t2 - t + 1 k
dr
i + 2t + 1 j + 2t - 1 k
dt
d2 r
2j + 2 k
dt 2
Example 2:
If r a cos wt + b sin wt where w is constant show that
dr d2 r
r = w a b and 2 = -w r
dt dt
Solution:
r a cos wt + b sin wt------------ (i)
dr
a cos wt + b sin wt------------ (ii)
dt
dr
r a cos wt + b sin wt -aw sin wt + bw cos wt
dt
a a=0
a b w cos 2 wt b a w sin 2 wt
b b=0
b a=0
a b w cos 2 wt a b w sin 2 wt
= -a b
a b w cos 2 wt sin 2 wt
a b w 1
w a b
d2 r
-a w 2 cos wt - b w 2sin wt
dt 2
= -w 2 a cos wt + b sin wt
-w 2 r from (i)
d d da d2a
i) a b c ii) a
dt dt dt dt 2
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d
Solution: i) a b c
dt
d
= a. b c
dt
d da
= a. b c + b c .
dt dt
dc db da
= a. b + c + b c .
dt dt dt
dc db da
= a. b +a. c + b c .
dt dt dt
dc db da
= a b + a c + b c
dt dt dt
d da d2 a
Solution: ii) a
dt dt dt 2
da d 3 a d 2 a d 2a da d 2 a da
= a + a c 2 +
dt dt 3 dt dt 2 dt dt 2 dt
(From Result i)
da d 3 a
= a +0+0
dt dt 3
da d 3 a
= a.
dt dt 3
d
Example 4. Evaluate the following: = a b c
dt
d
Solution: = a b c
dt
dc d
= a b + a b c
dt dt
dc db da
= a b + a + b c
dt dt dt
dc db da
= a b + a c+ b c
dt dt dt
dr
r
Example 5. Show that r
dr
= dt , where r = r
2
dt r r
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r
Solution : We have r =
r
dr d r
dt dt r
dr dr
r -r
dt dt
r2
1 dr r dr
r dt r 2 dt
r
L.H.S. r =
r
r 1 d r r dr
r r dt r 2 dt
r 1 dr r r dr
r r dt r 2 dt
r dr
0 r r 0
r2 dt
dr
r
dt
r2
R.H.S
1 dr
Example 6. If r = t 3 i + 2t 3 - j . Then show that r =k
5t 2 dt
Solution:
1
r = t 3i + 2t 3 j
5t 2
dr 2
3t 2i + 6t 2 j
dt 5t 3
L.H.S.
i j k
dr 1
r t3 2t 3 0
dt 5t 2
2
3t 2 6t 2 0
5t 3
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2 1
i 0 - j 0 + k t 3 6t 2 - 3t 2 2t 3
5t 3 5t 2
2 3
k 6t 5 6t 5
5 5
k
R. H. S.
d2 r
Example 7. If r = a emt + b e mt
. Show that = n2 r
dt 2
Solution:
r = a e mt + b e mt .......................................................(i)
dr
m a emt - m b e mt
dt
d2 r
2
m 2 a emt + m 2 b e mt
dt
m 2 a emt + b e mt
m2 r (from (i))
d2 r
m2 r
dt 2
du dv
(1) If = w u and =w v
dt dt
d
Show that u v =w u v
dt
dr d 2 r
(2) If r = t 2i 3t 3 - t 2 j + 7t + 1 k Find ,
dt dt 2
dr d 2 r dr d2 r
(3) If: r = t i t j + st - 1 k , Find , , ,
dt dt 2 dt dt 2
d2 r
(4) If r = e t i 2cos 3t j + 7sin 3t j Find at t =
dt 2 2
da da
(5) Show that: a. =a where a = a1i a 2 j a3 k and a is
dt dt
magnitude of a .
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5.3.1 Gradient:
dr
Solution: grad = i +j +k x 2 y3 ez
x y z
=i x 2 y3 ez + j x 2 y3 e z + k x 2 y3 e z
x y z
= i 2xy3e z + j 3x 2 y 2 e z + k x 2 y3 e z
= x y2 ez 2y i +3xj + xyk
Solution:
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r = xi + yj + zk
r = x 2 + y2 + z2
Grad r = i +j +k x 2 + y2 + z 2
x y z
=i x 2 + y2 + z2 + j x 2 + y2 + z 2 + k x 2 + y2 + z2
x y z
1 1 1
=i 2x + j . 2y + k 2z
2 x 2 + y2 + z2 2 x 2 + y2 + z 2 2 x 2 + y2 + z 2
x y z
= i+ j+ k
r r r
xi yj+zk
=
r
r
grad r =
r
1
Example 10: If r xi yj zk find grad
r
Solution:
r = xi + yj + zk
r = x 2 + y2 + z2
r 2 = x 2 + y2 + z 2
r
2r = 2x
x
2r x 2r y 2z z
, ,
2x r 2y r 2r r
1 1
grad = i +j +k
r x y z r
1 1 1
=i + j +k
x r y r z r
1 r 1 r 1 r
=i 2
+ j 2
+k 2
r x r y r z
1 r r r
= 2
i + j +k
r x y y
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x1 y z
= 2
+j +k i
r r r r
1 1
= 2. xi + yj + zk
r r
1
= 3 r
r
r
= 3
r
Solution:
grad = i +j +k 2x 3 y - y2 z
x y z
=i 2x 3 y - y 2 z + j 2x 3 y - y 2 z + k 2x 3 y - y2 z
x y z
= i 6x 2 y + j 2x3 - 2yz + k - y2
= i 6x 2 y + j 2x 3 - 2yz - k y2
2 3 2
grad =6 1 1 i+j 2 1 2 1 2 k 1
=6i+j 2 4 k
= -6 i + 6j k
2
Example 12: Evaluate grad er , where r 2 x2 y2 z 2
2 2
Solution : Grad er = i +j +k er
x y z
2 2 2
=i er + j er +k er
x y z
2 r 2 r 2 r
= i er . r + j er . r + k er . r
x y z
2 x 2 y 2 z
= i er . r. + j er . r + k er . r
r r r
2
= r er xi + y j + z k
2
= r er r
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Solution: grad r n = rn
= i +j +k rn
x y z
=i rn + j rn + k rn
x y z
r r r
= i n rn 1
+ j n rn 1 + k n rn 1
x y z
x y z
= i n rn 1 + j n rn 1 + k n rn 1
r r r
n 2 n 2 n 2
= inr x + jnr y +knr z
= n rn 2
xi + yj + zk
= n rn 2r
Solution:
grad log x 2 y2 z2 = grad log r 2 = grad (2log r) = 2 grad ( log r)
=2 i +j +k ( log r)
x y z
a. r a n a. r
Example 15: Show that grad r where
rn rn rn 2
r r i +yj + zk
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Solution: let
a = a1 i + a 2 j + a 3 k
a .r = a1 x + a 2 y + a 3
a. r
grad
rn
a. r
rn
a1 x + a 2 y + a 3 z
i j k
x y z rn
a1 x + a 2 y + a 3 z
now i
x rn
r
r n a1 - a1 x + a 2 y + a 3 z nr n 1
i x
r 2n
x
r n a1 - a1 x + a 2 y + a 3 z nr n 1
i r
r 2n
r n a1 - a1 x + a 2 y + a 3 z nx n 1 r n 2
i
r 2n
similarly
a1 x + a 2 y + a 3 z
j
y rn
r n a 2 - a1 x + a 2 y + a 3 z ny r n 2
j
r 2n
and
a1 x + a 2 y + a 3 z
k
z rn
r n a 3 - a1 x + a 2 y + a 3 z nz r n 2
k
r 2n
a.r
grad
rn
r n a1 i + a 2 j + a 3 k - a1 x + a 2 y + a 3 z nz r n 2
xi + yj + zk
r 2n
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ar n - n r n 2
r a .r
2n
r
ar n
- n a .r r n 2
r
-
r 2n r 2n
ar n n a .r
2n
- r
r rn 2
a n a .r
n
- r
r rn 2
(1) If r x i +y j + z k and r r
Show that:
r
a) grad log r
r2
b) grad r3 3r r
r
c) grad f r f1 r
r
(2) If = 4x 2 yz + 3xyz2 5xyz
5.3.1 Divergence:
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= i j k . v1 i +v 2 j + v3 k
x y z
= v1 v2 v3
x y z
Solution: div F = .F
= i j k . x2 y 2 i 2xyj + y 2 2xy k
x y z
= x2 y2 2xy y2 2xy
x y z
= 2x 2x 0
= 4x
Solution: div r
= .F
= i j k . xi + yj + zk
x y z
= x y z
x y z
=1 1 1
=3
= i j k . r n xi + yj + zk
x y z
= rn x rn y rn z
x y z
r r r
= r n 1 + x nr n 1
+ r n 1 + y nr n 1
r n 1 + z nr n 1
x y z
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r r r
= 3r n + nr n 1
x + y +z
x y z
x y z
= 3r n + nr n 1
x. y. z.
r r r
n n 1
x2 y2 z2
= 3r + nr
r
2
r
= 3r n + nr n 1
r
= 3r n + nr n
= 3 + n rn
= R.H.S.
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3r 2 - r 2
=
r3
2
=
r
Solution: grad F
= F
= i j k x 2 y3 z 4
x y z
= 2xy 3z 4 i + 3y 2 z 4 j + 4x 2 y 3z 3 k
div (grad F)
= . 2xy3z 4 i + 3y 2 x 2 z 4 j + 4x 2 y 3z 3 k
= 2xy3 z 4 + 3y 2 x 2 z 4 + 4 x 2 y3 z3
x y z
= 2xy3 z 4 + 6x 2 y z 4 + 12 x 2 y3 z 2
Solution: div a r rn
= i . a r rn
x
= i. . a r rn a r rn
x x
r n r
= i. a r a r n rn 1
x x
a
0
x
x
= i. a i rn a r n rn 1
r
= i. a i rn nx r n 2
a r
= nr n 2
xi a r i. a i =0
nr n 2
a r xi
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nr n 2
a r r xi r
nr n 2
a r .r
nr n 2
0
0
curl F F
F
= i j k F1i + F2 j +F3 k
x y z
i j k
=
x y z
F1 F2 F3
F3 F2 F3 F1 F2 F1
= i -j +k
y z x z x y
The curl of the linear velocity of any particle of rigid body is equal to
twice the angular velocity of body.
Hence curl v v
= w r
i j k
= w1 w 2 w3
x y z
= i w 2 z -w 3 y j w1z -w 3 x k w1 y -w 2 x
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i j k
=
x y z
w 2 z -w 3 y w 3 x -w1z w1 y -w 2 x
= i w1 + w1 j w 2 -w 2 k w3 + w 3
= 2w1i 2w 2 j 2w 3k
= 2w
curl v = 2w
Solution: Curl F
i j k
=
x y z
2
x y 2xy 2yz
= 2z +2x i 2z -x 2 k
i j k
=
x y z
2z +2x 0 2z x 2
= i 2z x 2 0 j 2z x 2 2z 2x
y z x z
k 0 2z 2x
x y
=i 0 j 2x 2 k 0
= 2x 2 j
At (1, 0, 2)
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curl F 2(1) + 2 j
4j
=
x y z
2 2 2
x yz y zx z xy
+k y 2 +2x x 2 + yz
x y
i x -x - j y -y +k z -z
0
Solution: Curl r
i j k
=
x y z
x y z
z y z x y x
i - j +k
y z x z x y
0i - 0j+ 0k
0
r
Example 25 Evaluate curl where if r = xi + yj zk
r
Solution:
r
r=
r2
r x y z
= 2i j k
r r r2 r2
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r x y z
curl = i j k
r r2 r2 r2
i j k
x y z
x y z
r2 r2 r2
z y z x
i - j
y r2 z r2 x r2 z r2
y x
+k
x r2 y r2
2z 2r 2y 2r
i 3
+ 3 + -------------+---------------
r 2y r 2z
2z y 2y z
i 3
+ 3 + -------------+---------------
r r r r
2yz 2yz 2zx 2zx 2xy 2xy
i 3
+j +k
r r3 r3
= 0i + 0j + 0k
0
Solution: curl F
i j k
x y z
2
x y xz 2yz
i 2yz xz - j 2yz x2 z
y z x z
+k xz x2 z
x y
i 2z - x - j 0 - 0 + k z - x 2
2z - x i + z - x 2 k
div (curl F)
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i j +k . 2z - x i z x2 k
x y z
2z - x z x2
x z
= 1+1
0
Solution: F = grad xy + yz zx
xy + yz +zx
i j +k xy + yz +zx
x y z
x y z
y z x +z x +y
+k x +z y+z
x y
i 1- 1 -j 1 -1 + k 1 -1
0i +0j+0k
0
(i) f g = f g
(ii) . A B = .A .B
(iii) A B = A .B
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Proof:
(i) f g i +j +k f g
x y z
i f g j f g +k f g
x y z
i f+ j f+k i g+ j g+ g
x y z x y z
f g
B = B1i + B2 j +B3k
. A B
. A1 B1 i A 2 B2 j A 3 B3 k
A1 B1 + A 2 B2 + A3 B3
x y z
A1 + A2 + A3 B1 + B2 + B3
x y z x y z
.A .B
(ii) Let
A B
i j k
x y z
A1 B1 A 2 B2 A 3 B3
i A3 B3 A 2 B2
y z
i A B
x
A B
i
x x
A B
i i
x x
A B
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Directional derivative
The derivative of a point function (scalar or vector) in a particular
direction is called its directional derivative along the direction.
The directional derivative of a scalar point function φ in a given
direction is the rate of change of φ in the direction. It is given by the
component of grad φ in that direction.
The directional derivative of a scalar point function
→
→ ∇φ . a
φ (x,y,z) in the direction of a is given by →
.
a
φ (x,y,z) = c is
x − x0 y − yo z − z0
= =
∂φ ∂φ ∂φ
∂x ∂y ∂z
Divergence of a vector
→
If F ( x, y, z ) is a continuously differentiable vector point function in
→
a given region of space, then the divergences of F is defined by
→ → →
→ → ∂F →∂F →∂F
→
∇. F = div F = i + j +k
∂x ∂y ∂z
→
∂F
→
=∑ i
∂x
→ → → → → → → →
If F = F1 i + F2 j + F3 k ,then div F = ∇.( F1 i + F2 j + F3 k )
→ ∂F ∂F ∂F
i.e., div F = 1 + 2 + 3
∂x ∂y ∂z
Solenoidal Vector
→ → →
A vector F is said to be solenoidal if div F = 0 (ie) ∇. F = 0
i j k
∂
→ ∂ ∂
curl F =
∂x ∂y ∂z
F1 F2 F3
→ ∂F ∂F → ∂F ∂F → ∂F ∂F
= i 3 − 2 − j 3 − 1 + k 2 − 1
∂y ∂z ∂x ∂z ∂x ∂y
→ →
Curl F is also said to be rotation F
Irrotational Vector
→ →
A vector F is called irrotational if Curl F = 0
→
(ie) if ∇ × F = 0
Scalar Potential
→
If F is an irrotational vector, then there exists a scalar function φ
→ →
Such that F = ∇φ . Such a scalar function is called scalar potential of F
Properties of Gradient
2. If f and g are two scalar point functions then ∇( fg ) = f∇g + g∇f (or)
grad ( fg ) = fgradg + ggradf
→ ∂ → ∂ → ∂
Solution: ∇( fg ) = i + j + k ( fg )
∂x ∂y ∂z
→ ∂ → ∂ → ∂
= i ( fg ) + j ( fg ) + k ( fg )
∂x ∂y ∂z
→
∂g ∂f → ∂g ∂f → ∂g ∂f
= i f + g + j f + g + k f +g
∂x ∂x ∂y ∂y ∂z ∂z
→ ∂g → ∂g → ∂g → ∂f → ∂f → ∂f
= f i + j +k + g i + j + k
∂x ∂y ∂z ∂x ∂y ∂z
= f∇g + g∇f
f g∇f − f∇g
3. If f and g are two scalar point function then ∇ = where
g g2
g≠0
f → ∂ → ∂ → ∂ f
Solution: ∇ = i + j + k
g ∂x ∂y ∂z g
→ ∂ f
= ∑ i
∂x g
∂f ∂g
g
→ −f
= ∑ i ∂x 2 ∂x
g
1 →
∂f →
∂g
= 2 g∑ i − f∑i
g ∂x ∂x
= 2 [g∇f − f∇g ]
1
g
→ → → → → →
4. If r = x i + y j + z k such that r = r ,prove that ∇r n = nr n − 2 r
→ ∂ → ∂ → ∂ n
Solution: ∇r n = i + j + k r
∂x ∂y ∂z
→ ∂r n → ∂r n → ∂r n
= i + j +k
∂x ∂y ∂z
→
∂r → n −1 ∂r → n −1 ∂r
= i nr n −1 + j nr + k nr
∂x ∂y ∂z
→ → →
x y z
= nr n −1 i + j + k
r r r
nr n −1 → → →
= x i + y j+ z k
r
nr n −1 →
= r
r
→ ∂ → ∂ → ∂ 2
∇φ = i + j + k ( x y + 2 xz )
∂x ∂y ∂z
( )
→ → →
= i (2 xy + 2 z ) + j x 2 + k (2 x )
At (2,-2, 3)
→ → →
∇φ = i (− 8 + 6) + j (4) + k (4)
→ → →
= − 2 i + 4 j+ 4k
∇φ = 4 + 16 + 16 = 36 = 6
Unit normal to the given surface at (2,-2,3)
→
→ →
∇φ − 2 i + 4 j + 4 k
=
∇φ 6
1 → → →
= − i + 2 j+ 2 k
3
→ ∂ → ∂ → ∂ 2
∇φ = i + j + k ( x yz + 4 xz 2 + xyz )
∂x ∂y ∂z
( ) ( ) ( )
→ → →
= 2 xyz + 4 z 2 + yz i + x 2 z + xz j + x 2 y + 8 xz + xy k
At (1, 2, 3)
→ → →
∇φ = 54 i + 6 j + 28 k
→ → → →
Given: a = 2 i + j − k
→
∴ a = 4 +1+1 = 6
→
a
∴ D.D = ∇φ . →
a
→ → →
→ 2 i + 2 j− k
→ →
= 54 i + 6 j + 28 k .
6
=
1
[108 + 6 − 28] = 1 [86]
6 6
9. Find ∇ 2 r n ( )
( )
Solution: ∇ 2 r n = ∇.∇ r n ( )
∂ n → ∂ n →∂ n
( ) ( ) ( )
→
= i r + j r +k r
∂x ∂y ∂z
→
∂r → ∂r → ∂r
= i nr n −1 + j nr n −1 + k nr n −1
∂x ∂y ∂z
→ → → →
r = x i + y j+ z k
→
r = r = x2 + y 2 + z 2
r 2 = x2 + y 2 + z 2
∂r ∂r x
2r = 2 x ⇒ =
∂x ∂x r
∂r ∂r y
2r = 2y ⇒ =
∂y ∂y r
∂r ∂r z
2r = 2 z ⇒ =
∂z ∂z r
( ) → x → y → z
∴ ∇ 2 r n = nr n −1 i + j + k
r r r
→ → →
= nr n − 2 x i + y j + z k
n−2 →
= nr r
→ → →
Since ∇ φ u = ∇φ . u + φdiv u
( )
→
∇ 2 r n = ∇ nr n − 2 r
( )
→ →
= nr n − 2 ∇. r + ∇ nr n − 2 . r
→ → ∂ → ∂ → ∂ → → →
∇. r = i + j + k x i + y j + z k
∂x ∂y ∂z
=1+1+1 = 3
( ) ( )
→
∇ 2 r n = 3nr n − 2 + n∇ r n − 2 . r
( )
= 3nr n − 2 + n(n − 2) r n − 4 .r 2
( )
= 3nr n − 2 + n(n − 2) r n − 2
( ) [ ]
∇ 2 r n = r n − 2 n 2 + n = n(n + 1)r n − 2
→ → → → → →
10. If r = x i + y j + z k and r = r .Prove that r n r is solenoidal if n = −3 and
→
r n r is irrotational for all vectors of n.
→ → → →
Solution: r n r = r n x i + r n y j + r n k
→ ∂ n ∂ n ∂ n
div r n r = ( )
r x + r y + ( ) ( )
r z …………………(1)
∂x ∂y ∂z
Now r 2 = x 2 + y 2 + z 2
Differentiating partially w.r.to x,
∂r ∂r x
2r = 2x ⇒ =
∂x ∂x r
∂r ∂r y
Similarly, 2r = 2y ⇒ =
∂y ∂y r
∂r ∂r z
2r = 2 z ⇒ =
∂z ∂z r
∂ n ∂ ∂r
Now
∂x
(r x ) = x (r n ). + r n
∂r ∂x
x
= x.n r n −1 + r n
r
∂ n
∂y
( r y ) = nr n − 2 y 2 + r n
∂ n
∂z
(r z ) = nr n − 2 z 2 + r n
From (1) we have
div r n r = nr n − 2 (x 2 + y 2 + z 2 ) + 3r n
→
= nr n + 3r n
= (n + 3)r n
→
→
The vector r n r is solenoidal if div r n r = 0
⇒ (n + 3)r n = 0
⇒ n+3=0
⇒ n = −3
→
∴ r n r is solenoidal only if n = -3
→ → →
i j k
→
∂ ∂ ∂
Now curl r n r =
∂x ∂y ∂z
rnx rn y rnz
∂ ∂
∑ i ∂y (r z ) − ∂z (r y )
→
n
n
=
→ ∂r ∂r
= ∑ i nr n −1 z − nr n −1 y
∂y ∂z
→
y z
= ∑ i nr n −1
r
z − nr n −1 y
r
∑ i (nr )
→
n−2
= yz − nr n − 2 yz
=0
→ → → →
Curl ( r n r ) = 0 i + 0 j + 0 k =0
→
Curl ( r n r ) = 0 for all values of n
→
Hence r n r is irrotational for all values of n.
( )
→ → → →
11. Prove that F = y 2 cos x + z 3 i + (2 y sin x − 4) j + 3xz 2 k is irrotational and
find its scalar potential
Solution:
→ → →
i j k
→
∂ ∂ ∂
curl F =
∂x ∂y ∂z
y cos x + z 3
2
2 y sin x − 4 3xz 2
[ ]
→ → →
= i [0 − 0] − j 3z 2 − 3 z 2 + k [2 y cos x − 2 y cos x ] = 0
→
∴ F is irrotational.
→
To Find φ such that F = gradφ
∂φ → ∂φ → ∂φ
∴ ( y 2 cos x + z 2 ) i + (2 y sin x − 4 ) j + 3xz 2 k = i
→ → → →
+ j +k
∂x ∂y ∂z
Integrating the equation partially w.r.to x,y,z respectively
φ = y 2 sin x + xz 3 + f1 ( y, z )
φ = y 2 sin x − 4 y + f 2 ( x, z )
φ = xz 3 + f3 ( x, y )
∴φ = y 2 sin x + xz 3 − 4 y + C , is scalar potential
→ → → → → →
12. Prove that div A× B = B .(curl A) − A.(curl B)
→ → → →
Proof : div A× B = ∇.( A× B)
→
∂ → →
= ∑ i A× B
∂x
→ →
→ → ∂ B → ∂ A →
= ∑ i A×
∂x
+ ∑ i
∂x
× B
→ →
→ ∂ B → → ∂ A →
= − ∑ i × A + ∑ i × B
∂x ∂x
→ → → → → →
∂B i × ∂ A . B
= − ∑ i × . A + ∑
∂x ∂x
→ → → →
= − curl B . A+ curl A . B
→ → →
13.Prove that curl curl F = ∇ ∇ • F − ∇ 2 F
Solution:
→ →
curl curl F = ∇ × ∇ × F
→
→ → → →→ → →→
By using a× b× c = a . c b − a . b c
→ →
= ∇. F ∇ − (∇.∇ ) F
→ →
= ∇. F ∇ − ∇ 2 F
VECTOR INTEGRATION
Line, surface and Volume Integrals
( )
→
∫ F .dr = ∫ 3x + 6 y dx − 14 yzdy + 20 xz dz
2 2
C C
∫ (3t ) ( )
1
= 2
+ 6t 2 dt − 14t 5 (2tdt ) + 20t 7 3t 2 dt
0
(
= 3t 3−4t 7 + 6t10 0 )
1
= [(3 − 4 + 6 ) − 0] = 5
Example 2:
→ → → →
Show that F = x 2 i + y 2 j + z 2 k is a conservative vector field.
→ →
Solution: If F is conservative then ∇ × F = 0
→ → →
i j k
→ ∂ ∂ ∂ → → →
Now ∇ × F = = 0 i + 0 j+ 0 k = 0
∂x ∂y ∂z
x2 y2 z2
→
∴ F is a conservative vector field.
Surface Integrals
Definition: Consider a surface S. Let n denote the unit outward normal to the
→
surface S. Let R be the projection of the surface x on the XY plane. Let f be
a vector valued defined in some region containing the surface S. Then the
→ ∧
→ → ∧ f .n
surface integral of f is defined to be ∫∫ f . nds = ∫∫
S R
→
→
dx.dy
n. k
Example 1;
→ ∧ → → → →
Evaluate ∫∫
S
f . nds where F = z i + x j − y 2 z k and S is the surface of
and z = 2.
→ → → →
Solution: Given F = z i + x j − y 2 z k
φ = x2 + y2 − 1
→ →
∇φ = 2 x i + 2 y j
∇φ = 4 x 2 + 4 y 2
=2 x 2 + y 2
=2
∧ ∇φ
The unit normal n to the surface =
∇φ
2 xi + 2 yj
= = xi + yj
2
→ ∧
→ → →
→ →
F . n = z i + x j − y 2 z k . x i + y j = xz + xy
INTEGRAL THEOREMS
(i) Gauss’s divergence theorem
(ii) Stoke’s theorem
(iii) Green’s theorem in the plane
Green’s Theorem
Statement:
If M(x,y) and N(x,y) are continuous functions with continuous
partial derivatives in a region R of the xy plane bounded by a simple closed
curve C, then
∂N ∂M
∫c Mdx + ndy = ∫∫R ∂x − ∂y dxdy , where C is the curve described in the
positive direction.
Verify Green’s theorem in a plane for the integral ∫ (x − 2 y )dx + xdy
c
M = x – 2y N = x
∂M ∂N
= −2, =1
∂y ∂x
∂N ∂M
∴ ∫∫ − dxdy
R
∂x ∂y
∫∫ (1 + 2)dxdy = 3∫∫ dxdy
R R
C 0
2π
1 − cos 2θ
= ∫ − sin 2θ + 4
0
2
+ 4 dθ
2π
= ∫ (− sin 2θ + 6 − 2 cos 2θ )dθ
0
2π
cos 2θ 2 sin 2θ
= + 6θ −
2 2 0
1 1
= + 12π − = 12π …………………….(2)
2 2
∴ From (1) and (2)
∂N ∂M
∫ Mdx + Ndy = ∫∫ ∂x
c R
−
∂y
dxdy
Hence Green’s Theorem is verified.
Example 2
Using Green’s theorems find the area of a circle of radius r.
Solution: By Green’s theorem we know that
1
Area enclosed by C = ∫ xdy − ydx
2C
The parametric equation of a circle of radius r is x = r cos θ , y = r sin θ
Where 0 ≤ θ ≤ 2π
2π
1
∴ Area of the circle = ∫ r cos θ (r cos θ ) − r sin θ (− r sin θ )dθ
2 0
2π
∫ (r )
1
= 2
cos 2 θ + r 2 sin 2 θ dθ
2 0
2π
1 2
r dθ
2 ∫0
=
r [θ ]0 = πr 2
1 2 2π
=
2
Example 3:
Evaluate ∫ [(sin x − y )dx − cos xdy] where c is the triangle with
c
π π
vertices (0,0) ,(,0) and ( ,1)
2 2
y−0 x−0
Solution: Equation of OB is =
1− 0 π
−0
2
2x
⇒y=
π
∂N ∂M
By Green’s theorem ∫ Mdx + Ndy = ∫∫ ∂x
c R
−
∂y
dxdy
∂M
Here M = sin x − y, = −1
∂y
∂N
N = − cos x, = sin x
∂x
∴ ∫ [(sin x − y )dx − cos xdy ] = ∫∫ (sin x + 1)dxdy
C R
πy π
In the region R, x varies from x = to and y varies from y = 0 to y = 1
2 2
π
1 2
∴ ∫ (sin x − y )dx − cos xdy = ∫ π∫ (sin x + 1)dxdy
C 0 y
2
1 π
= ∫ [− cos x + x]π
0
2
y dy
2
πy π πy
1
= ∫ cos + − dy
0
2 2 2
1
2 πy π πy 2
= sin + y −
π 2 2 4 0
2 π π 2 π
= + − = +
π 2 4 π 2
Example 4
Verify Green’s theorem in the plane for
( )
∫ 3x − 8 y dx + (4 y − 6 xy )dy where C is the boundary of the region defined
2 2
by
X = 0 , y= 0, x + y =1
Solution: We have to prove that
∂N ∂M
∫ Mdx + Ndy = ∫∫ ∂x
c R
− dxdy
∂y
M = 3x − 8 y , N = 4 y − 6 xy
2 2
∂M ∂N
= −16 y, = −6 y
∂y ∂x
(1 − x )3
1
5
= 5 =
− 3 0 3
Consider ∫ Mdx + Ndy = ∫ + ∫ + ∫
c OA AB BO
[ ]
1
1
∴ ∫ Mdx + Ndy = ∫ 3 x 2 dx = x 3 0 =1
OA 0
[ ]
0
∴ ∫ Mdx + Ndy = ∫ 3x 2 − 8(1 − x ) − 4(1 − x ) + 6 x(1 − x ) dx
2
AB 1
3x 2 8(1 − x )3 4(1 − x )2
0
= − − + 3x 2 − 2 x 3
3 −3 −2 1
8 8
= + 2 −1− 3 + 2 =
3 3
STOKE’S THEOREM
If S is an open surface bounded by a simple closed curve C and if a vector
→
function F is continuous and has continuous partial derivatives in S and on
→ → → → →
C, then ∫∫ curl F . n ds = ∫ F .d r where n is the unit vector normal to the
c
→
surface (ie) The surface integral of the normal component of curl F is equal
→
to the integral of the tangential component of F taken around C.
Example 1
→ → → →
Verify Stoke’s theorem for F = (2 x − y ) i − yz 2 j − y 2 z k where S is the upper
half of the sphere x 2 + y 2 + z 2 = 1 and C is the circular boundary on z = 0
plane.
→ → → →
Solution: By Stoke’s theorem ∫ F .d r = ∫∫ curl F . n ds
c s
→ → → →
F = (2 x − y ) i − yz 2 j − y 2 z k
→ → →
i j k
→ ∂ ∂ ∂
curl F =
∂x ∂y ∂z
2 x − y − yz 2 − y2z
→ → → →
= i [− 2 yz + 2 yz ] − j (0 − 0 ) + k (0 + 1) = k
→ →
Here n = k since C is the circular boundary on z = 0 plane
→ →
∴ ∫∫ = area of the circle curl F . n ds = ∫∫ dxdy
S S
= π (1) 2 = π ……….(1)
→ → → →
ON z = 0, ∫ F .d r = ∫∫ curl F . n ds
c s
On C, x = cos θ , y = sin θ
dx = − sin θdθ , dy = cos θdθ
θ varies from 0 to 2π
→ → 2π
∴ ∫ F .d r =
c
∫ (2 cosθ − sin θ )(− sin θ )dθ
0
2π 2π
=− ∫ (2 cosθ sin θ )dθ + ∫ sin θdθ
2
0 0
2π 2π
1 − cos 2θ
=− ∫ (sin 2θ )dθ + ∫
0 0
2
dθ
2π 2π
cos 2θ 1 sin 2θ
= − + θ −
2 0 2 2 0
1 1
= − + + π = π ……………(2)
2 2
→ → → →
∫ F .d r = ∫∫ curl F . n ds
c s
Example 2
→ → → →
Verify stoke’s theorem for F = ( y − z + 2) i + ( yz + 4 ) j − xz k where s is
the surface of the cube x = 0, x = 2, y = 0, y = 2, z = 0 and z = 2 above the xy –
plane.
Solution:
By Stoke’s theorem
→ → → →
∫ F .d r = ∫∫ curl F . n ds
c s
→ → →
i j k
→ → → → → ∂ ∂ ∂
Given F = ( y − z + 2) i + ( yz + 4 ) j − xz k curl F =
∂x ∂y ∂z
y−z+2 yz + 4 − xz
→ → →
= i [0 − y ] − j [− z + 1] + k [0 − 1]
→ → →
= − y i + j [z − 1] − k
Hence Stoke’s theorem is verified.
Example 3:
→ → → →
Verify Stoke’s theorem for F = y i + z j + x k where S is the upper half
surface of the sphere x 2 + y 2 + z 2 = 1 and C is its boundary.
Solution: By stoke’s theorem
→ → → →
∫ F .d r = ∫∫ curl F . n ds
c s
∫∫ F . n ds = ∫∫∫ ∇. Fdv
S V
→ → 3a 4
∫∫S F . n ds = 2
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FOURIER SERIES
PERIODIC FUNCTIONS
A function f (x) is said to have a period T if for all x, f ( x T ) f ( x) , where T is a
positive constant. The least value of T>0 is called the period of f (x) .
EXAMPLES
We know that f (x) = sin x = sin (x + 4 ) = … Therefore the function has period 2 ,
4 , 6 , etc. However, 2 is the least value and therefore is the period of f(x).
Similarly cos x is a periodic function with the period 2 and tan x has period .
DIRICHLET’S CONDITIONS
A function f (x) defined in c x c+2l can be expanded as an infinite trigonometric
a nx nx
series of the form o + a n cos bn sin , provided
2 l l
1. f (x) is well defined and single valued , periodic and finite in (c , c+2l)
2. f (x) is continuous or piecewise continuous with finite number of finite
discontinuities in (c, c+2l).
3. f (x) has no or finite number of maxima or minima in (c , c+2l).
(i) cosnπ = (-1)n (ii) sinnπ =0 (iii) cos(2n+1)π=0 (iv) sin(2n+1)2π= (-1)n
EULER’S FORMULAS
If a function f (x) defined in (c , c+2l) can be expanded as the infinite trigonometric
ao
nx nx
series
2
+ an cos
n 1 l
bn sin
n 1 l
then
c 2l
1 nx
an
l
c
f ( x) cos
l
dx, n 0
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c 2l
1 nx
bn
l
c
f ( x) sin
l
dx, n 1
[Formulas given above for a n and b n are called Euler’s formulas for Fourier coefficients]
Fourier series of f (x) in the interval c x c+2l, provided the coefficients are given by the
Euler’s formulas.
EVEN FUNCTION
If f (x) = (x) in (-l , l) such that ( x) = (x) , then f (x) is said to be an even
function of x in (-l , l).
( x) in (l ,0)
If f ( x) 1 Such that 1 ( x) = 2 ( x ) or 2 ( x ) = 1 ( x ) , then f (x)
2 ( x) in (0, l )
is said to be an even function of x in (-l , l).
ODD FUNCTION
If f (x) = (x) in (-l , l) such that ( x) = - (x) , then f (x) is said to be an odd
function of x in (-l , l).
1 ( x) in (l ,0)
If f ( x) Such that 1 ( x) = - 2 ( x ) or 2 ( x ) = - 1 ( x ) , then
2 ( x) in (0, l )
f (x) is said to be an odd function of x in (-l , l).
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nx nx
l
a 2
f (x) = o +
2
an cos l , where an l f ( x) cos l dx.
0
2. The Fourier series of an odd function f (x) in (-l , l) contains only sine terms, i.e.
the Fourier series of an odd function f (x) in (-l , l) is given by
nx nx
l
2
f (x) = bn sin l
, where bn f ( x) sin
l 0 l
dx.
PROBLEMS
1. Find the Fourier series of period 2l for the function f (x) = x(2l – x) in (0 , 2l). Deduce
1 1 1
the sum of f (x) = 2
2 2
1 2 3
Solution:
ao
nx nx
Let f (x) =
2
+ a
n 1
n cos
l
bn sin
n 1 l
in (0 , 2l) …………(1)
nx
2l
1
an
l0 x(2l x) cos
l
dx
2l
nx nx nx
sin cos sin
1 2 l (2l 2 x) l l ,
(2lx x ) (2)
l n n 2 2 n 3 3
l l2 l3 0
using Bernoulli’s formula.
4l 2
=
1
2l cos 2n 2l
n 2 2
n 2 2
2l
1 x3
2l
1 4
ao x(2l x)dx lx 2 l 2 .
l0 l 3 0 3
nx
2l
1
bn
l0 x(2l x) sin
l
dx
=0
Using these values in (1), we have
2 2 4l 2
1 nx
x (2l - x) =
3
l 2
n
n 1
2
cos
l
in (0, 2l) ……………..(2)
1 1 1
The required series 2
2 2 … can be obtained by putting x = l in the Fourier
1 2 3
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series in (2).
x = l lies in (0 , 2l) and is a point of continuity of the function f (x) = x(2l – x).
Sum the Fourier series in (2) x 1 = f(l)
2 2 4l 2 1
i.e.
3
l 2
n
n 1
2
cos n = l(2l - l)
4l 2 1 1 1 l
2
i.e.. - ...
2 12 2 2 3 2 3
1 1 1 2
… =
12 2 2 3 2 12
2. Find the Fourier series of period 2 for the function f (x) = x cos x in 0 < x < 2 .
Solution:
ao
Let f (x) =
2
+ an cos nx bn sin nx
n 1 n 1
.……..…………(1)
2
1
an
x cos x cosnxdx
0
2
0
2 0
2
1 x sin 2 x cos 2 x
2
x .
2 2 2 4 0
2
1
bn
x cos x sin nxdx
0
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2
2
1 cos 2 x sin 2 x 1
= x
2 2 4 0 2
1 n n
l
cos
l 0 l
a cos
l
a x dx
l
n n
sin a x sin a x
l
1 l
l
a
n n
a
l l 0
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1 n 1 n
sin a l sin a l
n la l n la l
1
n al
(1) n sin al
1
n al
(1) n sin al
1 1
(1) n 1 sin al
n al n al
(1) n 1 2n sin al
n 2 2 a 2 l 2
Using these values in (1), we get
(1) n 1 n nx
sin ax 2 sin al sin
n 1 n a l
2 2 2 2
l
4. Find the Fourier series expansion of f (x) = e x in ( , ) . Hence obtain a series for
cosec
Solution:
Though the range ( , ) is symmetric about the origin, e x is neither an even function
nor an odd function.
ao
Let f (x) =
2
+ an cos nx bn sin nx
n 1 n 1
..…..…………(1)
1
e
x
an cos nxdx
1 ex
2 cos nx n sin nx
n 1
1
e (1) n e (1) n
n 1
2
2(1) n
sinh
(n 2 1)
2 sinh
ao
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1
x
bn e sin nxdx
1 e x
2 sin nx n cos nx
n 1
e
n
(1) n e (1) n
n 1
2
2n(1) n
sinh
(n 2 1)
Using these values in (1), we get
sinh 2sinh
(1) n 2sinh
( 1) n n
e x =
n 1 n 1
2
cos nx
n 1 n 1
2
sin nx in ( , )
sinh
(1) n
1 2 2 e 1
0
i.e.,
n 1 n 1
1
(1) n
i.e., cos ech 1 2 2
2
2 n2 n 1
2
( 1) n
i.e., cos ech
n2 n 2 1
The Fourier expansion of non periodic function f(x) defined in the interval (0, l) of length
l is known as half range expansion or half range Fourier series .In particular half range expansion
contains only cosine terms is known as half range Fourier cosine series of f(x) in the interval
(0, l) .In a similar way half range Fourier sine series contains only sine terms.
nx
l
ao 2
f (x) =
2
+ a n cos
n 1 l
where ao
l 0
f ( x)dx.
n x
l
2
l 0
an f ( x )cos dx.
l
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nx
l
2
where bn f ( x) sin dx.
l 0 l
a 2
f (x) = o +
2
a
n 1
n cos nx where ao
0 f ( x)dx.
2
an
0 f ( x)cos nxdx.
(iv) The half range sine series in (0 , ) is given by
f (x) =
n 1
bn sin nx ,
2
where bn
f ( x) sin nxdx.
0
EXAMPLES
1. Find the half-range (i) cosine series and (ii) sine series for f (x) = x 2 in (0 , )
Solution: (i) To get the half-range cosine series for f (x) in (0 , ), we should give an even
extension for f (x) in ( , 0).
2
an
f ( x) cosnxdx.
0
2
x
2
cos nxdx
0
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2 sin nx cos nx sin nx
x 2 2 x 2
n n
2
n
3
0
4 4(1) n
. ( 1) n
,n 0
n 2 n2
2 2 2
ao f ( x)dx x 2
dx 2
0
0
3
2
(1) n
x2 4 2
cos nx in (0 , ).
3 n 1 n
(ii) To get the half-range sine series of f (x) in (0 , ), we should give an odd extension
for f (x) in (- , 0).
Put f (x) = - x in (- , 0)
2
i.e.
= - x 2 in (- , 0)
Now f (x) is odd in (- , ).
f (x) = b
n 1
n sin nx ……………….(2)
2 2
bn f ( x) sin nxdx x
2
sin nxdx
0 0
2 2 cos nx sin nx cos nx
x 2 x 2 2 3
n n n 0
2 2
n 1 2
(1) 3 (1) 1
n
n
n
2 2 4
, if n is odd
n n 3
2 ,
n if n is even
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nx
Let f (x) = b
n 1
n sin
l
nx
l
2
bn sin ax. sin dx
l 0 l
1 n n
l
cos
l 0 l
a x cos
l
a x dx
l
n n
sin a x sin a x
l
1 l
l n n
l a
l
a
0
(1) n1 sin n al sin n al
1 1
n al n al
1 1
(1) n 1 sin al (1) n 1 sin al
n al n al
2n
(1) n 1 sin al. 2 2
n a 2l 2
Using this values in (1), we get the half-range sine series as
(1) n 1 .n nx
sin ax 2 sin al 2 2 sin
n 1 n a l
2 2
l
3. Find the half-range cosine series of f (x) = a in (0, l). Deduce the sum of
1 1 1
2
2 2 .
1 3 5
Solution:
Giving an odd extension for f (x) in (-l , 0), f (x) is made an odd function in (-l , l).
nx
Let f(x) = b n sin
l
..……………(1)
nx
l
2
bn a sin dx
l 0 l
nx
l
cos
2a l 2a 1 1n
n
l n
l
0
4a
, if n is odd
n
0, if n is even
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Since the series whose sum is required contains constant multiples of squares of b n , we apply
Parseval’s theorem.
l
bn f ( x) dx
1 1
2 2
2 l0
1 16a 2 1
i.e. .
2 2
2n 1
n 1, 3, 5
2
a2
8a 2 1
i.e.
2 2n 1
n 1
2
a2
1 2
2n 1
n 1
2
8
.
4. Expand f (x) = x - x 2 as a Fourier series in -1 < x < 1 and using this series find the
r.m.s. value of f (x) in the interval.
Solution:
The Fourier series of f (x) in (-1 , -1) is given by
ao
f (x) =
2
+ a
n 1
n cos nx bn sin nx
n 1
.………………(1)
1 1
1
ao
1 1
f ( x)dx x x 2 dx
1
1
x2 x3 1 1 1 1
2 3 1 2 3 2 3
2
ao ..........................(2)
3
1 1
1
a n f ( x) cos nx dx x x 2 cos nx dx
1 1 1
1
sin nx cos nx sin nx
x x2 1 2 x (2)
n n 1
2 3
n
cos n 3 cos n
n2 n2
4 cos n
an ……………….(3)
n2
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1 1
1
bn
1 1
f ( x) sin nx dx x x 2 sin nx dx
1
1
cos nx sin nx cos nx
x x2 1 2 x (2) 3 3
n n n 1
2 2
2 cos n 2 cos n 2 cos n
3 3
n 3 3 n n
n 1
2(1)
bn ..........................(4)
n
Substituting (2), (3), (4) in (1) we get
1 4( 1) n 1
2( 1) n 1
f (x) = cos n x sin nx
3 n 1 n 2 n 1 n
We know that r.m.s. value of f(x) in (-l , l) is
1 2 1 1
a o a n bn
2
y
2 2
……………….(5)
4 2 n 1 2 n 1
From (2) we get
2 4
ao ao
2
.………………..(6)
3 9
From (3) we get
4(1) n 1 16
an an 4
2
2
………………..(7)
n n
From (4) we get
2(1) n 1 4
bn bn 2 2
2
..………………(8)
n n
Substituting (6), (7) and (8) in (5) we get
1 1 16 4
4 2 2
2
y
9 2 n 1 n n
1 1 1 4
14 2 4 3 4 90
Solution:
The Fourier series of f (x) in (-1 , 1) is given by
2
4( 1) n
f (x) =
3
+
n 1 n2
cos nx
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2 2 4(1) n
ao , an , bn 0
3 n2
Parseval’s theorem is
a
f ( x) dx ao
1 1 2 1
bn
2 2 2
2
n
4 2 n 1
a
1
2
2 2
a n bn
2 2
o
x dx 2
4 2 n 1
x5 4 1 16
i.e., 2 4
5 9 2 n 1 n
2 5 2 5
16
i.e., 4
5 9 n 1 n
8 4
16
4
45 n 1 n
1 4
i.e.,
n 1 n
4
90
1 1 1 4
i.e., =
12 32 5 2 90
FOURIER INTEGRAL THEOREM
If f (x) is a given function defined in (-l , l) and satisfies Dirichlet’s conditions, then
1
f ( x)
f (t ) cos (t x) dt d
0
At a point of discontinuity the value of the integral on the left of above equation is
1
f ( x 0) f ( x 0).
2
EXAMPLES
1 for x 1
1. Express the function f ( x) as a Fourier Integral. Hence evaluate
0 for x 1
sin cosx sin
0
d and find the value of 0
d.
Solution:
We know that the Fourier Integral formula for f (x) is
1
f ( x)
f (t ) cos (t x) dt d
0
……………….(1)
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f (t ) = 0 for t 1
f (t ) = 0 in t 1 and 1 t
1
1
Equation (1) f ( x)
cos (t x) dt d
0 1
1 sin (t x)
1
d
0 1
1 sin (1 x) sin (1 x)
0
d
1 sin (1 x) sin (1 x)
0
d
2 sin cos x
f ( x)
0
d .………………(2)
sin cosx
0
d =
2
f ( x) ……………….(3
1 for x 1
But f ( x) ………………..(4)
0 for x 1
Substituting (4) in (3) we get
sin cosx for x 1
d = 2
0 0 for x 1
sin
Putting x = 0 we get 0
d
2
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1
f ( x)
f (t ) cos (t x) dt d
0
……………….(1)
1
0
0
f (t ) cos (t x ) dt
0
f (t ) cos (t x)dt d
1
0
0. cos (t x)dt e t cos (t x)dt d
0 0
1 e t
2 cost x sin(t x) d
0 1 0
1 cosx sin x
0
f (x) d ……….………(2)
2 1
PROBLEMS
2(b 2 a 2 ) u sin xu
(u
ax bx
e e du (a, b 0)
0
2
a 2 )(u 2 b 2 )
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Solution:
The presence of sin xu in the integral suggests that the Fourier sine integral formula has
been used.
Fourier sine integral representation is given by
2
f ( x)
sin ux f (t ) sin ut dt du
0 0
at
e ax e bx
2
0
sin ux du e e bt
sin ut dt
0
e at e bt
2
sin ux du 2 a sin ut u cos ut b sin ut u cosut
0 a u
2
b u
2 2
0
2 u u
sin ux du 2
0 a
2
u 2
b u 2
2(b 2 a 2 ) u sin ux
(u
0
2
a 2 )(u 2 b 2 )
du
2
2
2cos x
e x
cos x d
0 2 4
Solution:
The presence of cos x in the integral suggests that the Fourier cosine integral formula
x
for e cos x has been used.
Fourier cosine integral representation is given by
2
f ( x)
cos x f (t ) cos t dt d
0 0
2 t
e x
cos x cos x d e cos t cos t dt
0 0
1 t
e cos( 1)t cos( 1)t dt
2
0
cos x d
2 0
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2
cos x d
1
e t
cos( 1)t ( 1) sin( 1)t0
( 1) 1
2
0
1
( 1) 1
2
e t cos( 1)t ( 1) sin( 1)t 0
1 1 1
cos x d
0 ( 1) 1 ( 1) 1
2 2
2 (2 2) cos x
0
d.
2 4
HARMONIC ANALYSIS
The process of finding the Fourier series for a function given by numerical value is
known as harmonic analysis. In harmonic analysis the Fourier coefficients ao , a n , and bn of the
function y = f (x) in (0 , 2 ) are given by
a o = 2[mean value of y in (0 , 2 )]
(i) Suppose the function f (x) is defined in the interval (0 , 2l), then its Fourier series is,
ao
nx nx
f (x) =
2
+ a
n 1
n cos
l
bn sin
n 1 l
nx
a n = 2 mean value of y cos in (0 , 2l )
l
nx
b n = 2mean value of y sin in (0 , 2l )
l
(ii) If the half range Fourier sine series of f (x) in (0 , l) is,
nx
f (x) = b
n 1
n sin
l
, then
nx
b n = 2 mean value of y sin in (0 , l )
l
(iii) If the half range Fourier sine series of f (x) in (0 , ) is,
nx
f (x) = b
n 1
n sin
l
, then
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ao
nx
f (x) = + a n cos , then
2 n 1 l
a o = 2[mean value of y in (0 , l)]
nx
a n = 2 mean value of y cos in (0 , l )
l
(v) If the half range Fourier cosine series of f (x) in (0 , ) is,
ao
nx
f (x) =
2
+ a
n 1
n cos
l
, then
a o = 2[mean value of y in (0 , )]
EXAMPLES
1. The following table gives the variations of a periodic function over a period T.
x 0 T T T 2T 5T T
6 3 2 3 6
f (x) 1.98 1.3 1.05 1.3 -0.88 -0.25 1.98
2x
Show that f (x) = 0.75 + 0.37 cos +1.004 sin , where
T
Solution:
Here the last value is a mere repetition of the first therefore we omit that value and
consider the remaining 6 values. n = 6.
2x
Given ..………………..(1)
T
T T T 2T 5T 2
when x takes the values of 0, , , , , takes the values 0, , ,
6 3 2 3 6 3 3
4 5
, , . (By using (1))
3 3
Let the Fourier series be of the form
ao
f ( x) a1 cos b1 sin , ………………(2)
2
y
where ao 2 ,
n
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y cos
a1 2 ,
n
y sin
b1 2 , n=6
n
y cos sin y cos y sin
0 1.98 1.0 0 1.98 0
3
1.30 0.500 0.866 0.65 1.1258
2 3 1.05 -0,500 0.866 -0.525 0.9093
1.30 -1 0 -1.3 0
4 3 -0.88 -0.500 -0.866 0.44 0.762
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y sin 2 x 1
b2 2 3.622 1.207
6 3
y sin 3x 1
b3 2 2.25 0.75
6 3
Substituting these values in (1), we get
Solution:
Here the length of the interval is . we can express the given data in a half range
Fourier sine series
i.e., f ( x) b1 sin x b2 sin 2 x ………………………(1)
x y sin x sin 2x
0 0 0 0
30 5224 .5 0.87
60 8097 0.87 0.87
90 7850 1 0
120 5499 0.87 -0.87
150 2626 0.5 -0.87
y sin x
Now b1 2 7867.84
6
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y sin 2 x
b2 2 1506.84
6
f (x) = 7867.84 sin x + 1506.84 sin 2x
4. Find the Fourier series as far as the second harmonic to represent the function given in
the following data.
x 0 1 2 3 4 5
f (x) 9 18 24 28 26 20
Solution:
Here the length of the interval is 6 (not 2 )
i.e., 2l = 6 or l = 3
The Fourier series is
ao x 2x x 2x
f ( x) a1 cos a 2 cos b1 sin b2 sin …………………..(1)
2 3 3 3 3
0 0 0 9 9 0 9 0
1 3 2 3 18 9 15.7 -9 15.6
3 2 28 -28 0 28 0
4 4 3 8 3 26 -13 -22.6 -13 22.6
y 2125
Now ao 2 41.66,
6 6
2 x
a1 y cos 8.33
6 3
2 x
b1 y sin 1.13
6 3
2 2x
a2
6
y cos
3
6.33
2 2x
b2
6
y sin
3
6.9
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is called the complex form or exponential form of the Fourier series of f (x) in (c , c+2l). The
coefficient c n is given by
c 2l
1
f ( x )e
inx l
cn dx
2l c
When l = , the complex form of Fourier series of f (x) in (c , c+2 ) takes the form
f ( x) c e
n
n
inx
, where
c 2
1
f ( x )e
inx
cn dx.
2 c
PROBLEMS
1. Find the complex form of the Fourier series of f (x) = e x in (0 , 2).
Solution:
Since 2l = 2 or l = 1, the complex form of the Fourier series is
f ( x) c e
n
n
inx
2
1
cn f ( x)e inx dx
20
2
1
e x e inx dx
20
1 e 1in x
2
2 1 in 0
1
21 in
e 21in 1
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1 in
e cos 2n i sin 2n 1
2
2 1 n 2 2
e 2
1 1 in
2 1 n 2 2
Using this value in (1), we get
e 2 1 1 in inx
e x
2 n 1 n
2 2
e
1
i 2 nx
cn sin xe dx
0
1 e i 2 nx
i 2n sin x cos x
1 4n 2
0
1
4n 1
2
e i 2 nx 1
2
4n 2 1
Using this value in (1), we get
2 1
sin x
4n
n
2
1
.e i 2 nx in (0 , )
3. Find the complex form of the Fourier series of f (x) = e ax in (-l , l).
Solution:
Let the complex form of the Fourier series be
f ( x) c e
n
n
in x l
l
1
2l l
cn f ( x)e inx l dx
l
1
2l l
e ax e inx l dx
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l
1
e al in x / l dx
2l l
1 e al in x l
l
2l al in l l
1
2al in
e al in e al in
1
2al in
e al (1) n e al (1) n
e in
cos n i sin n (1) n
sinh al (1) n
al in
sinh al.al in (1) n
a 2 l 2 n 2 2
Using this value in (1), we have
(1) n al in inx l
e ax sinh al 22 2 2 e
n a l n
in (-l , l)
4. Find the complex form of the Fourier series of f (x) = cos ax in (- , ), where a is
neither zero nor an integer.
Solution:
Here 2l = 2 or l = .
The complex form of Fourier series is
f ( x) c e
n
n
inx
………………….(1)
1
cosax.e
inx
cn dx
2
1 e inx
2 in cos ax a sin ax
2 a n 2
1
2 a n 2
2
e in in cos a a sin a e in in cos a a sin a
1
(1) n 2a sin a
2 a n
2
2
Using this value in (1), we get
a sin a
(1) n inx
cos ax
n a2 n2
e in (- , ).
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SHORT QUETIONS
1. Determine the value of a n in the Fourier series expansion of f ( x) x 3 in x .
3. Find the coefficient b5 of cos5x in the Fourier cosine series of the function f ( x) sin 5 x in
the interval (0 , 2 )
Ans: Here f ( x) sin 5 x
Fourier cosine series is
ao
f (x) =
2
+ a
n 1
n cos nx , where
2 2
an
0
f ( x) cos nx dx
sin 5x cosnx dx
0
sin(5 n) x sin(5 n) x dx
2
2 0
1 cos(5 n) x cos(5 n) x
0
5 n 5 n 0
cos x, if 0 x
4. If f ( x) and f ( x) f ( x 2 ) for all x, find the sum of the Fourier
50, if x 2
series of f (x) at x .
Ans: Here is a point of discontinuity.
The sum of the Fourier series is equal to the average of right hand and left hand limit of the
given function at x .
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f ( 0) f ( 0)
i.e., f ( )
2
cos 50 49
2 2
5. Find b n in the expansion of x 2 as a Fourier series in ( , ) .
Ans: bn = 0
Ans: a0 = 0
Ans: bn = 0
0
2 n 1
where
1
a0 2 f ( x)dx
0
1
a n 2 f ( x) cos nx dx
0
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a o = 2[mean value of y in (0 , 2 )]
2x
1 , x 0
12. In the Fourier expansion of f ( x) in ( , ) . Find the value of b n ,
1 2 x , 0 x
the coefficient of sin nx.
Ans:
Since f (x) is an even function the value of b n = 0.
2( x ) 2x
In x 0 i.e., 0 x , f ( x) 1 1 f ( x)
13. What is the constant term and the coefficient of cos nx, a n in the Fourier expansion of
f ( x) x x 3 in (-7 , 7)?
Ans:
Given f ( x) x x 3
f ( x ) x x 3 ( x x 3 ) f ( x )
14. Find a Fourier sine series for the function f (x) = 1; 0 < x < .
Ans:
The Fourier sine series of f ( x) bn sin nx …………………….(1)
n 1
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2
bn
f ( x) sin nx dx
0
2 cos nx
0
2
sin nx dx
n 0
2
n
(1) n 1
bn 0, when ' n' is even
4
, when ' n' is odd
n
4
f ( x) . sin n
n 1, 3, 5, n
0 0 x
15. If the Fourier series for the function f ( x) is
sin x 0 x 2
1 2 cos 2 x cos 4 x 1 1 1 1 2
f ( x) sin x Deduce that .
1.3 3.5 2 1.3 3.5 5.7 4
Ans:
Putting x we get
2
1 2 1 1 1 1
f
2 1.3 3.5 5.7 2
1 2 1 1 1 1
0
1.3 3.5 5.7 2
1 1 1 2
.
1.3 3.5 5.7 4
16. Define Root mean square value of a function?
c 2 l
1
y
2
Ans: If a function y = f (x) is defined in (c , c+2l), then dx is called the root mean-
2l c
17. If f ( x) x 2 x is expressed as a Fourier series in the interval (-2 , 2), to which value this
series converges at x = 2.
Ans:
Since x = 2 is a point of continuity, the Fourier series converges to the arithmetic mean of
f (x) at x = -2 and x = 2
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f (2) f (2) 4 2 4 2
i.e., 4
2 2
18. If the Fourier series corresponding to f ( x) x in the interval (0 , 2 ) is
a0
(a n cos nx bn sin nx), without finding the values of a 0, a n , bn find the value of
2 n 1
2
a0
(an bn ).
2 2
2 n 1
Ans:
By using Parseval’s identity,
2 2
1 x3
2
a0 1 8
(a n bn ) x dx 2 .
2 2 2
2 n 1 0 3 0 3
19. Find the constant term in the Fourier series corresponding to f ( x) cos 2 x expressed in the
interval ( , ) .
Ans:
Given f ( x) cos 2 x
1 1 1 cos 2 x 1 sin 2 x
Now a0 cos x dx dx x 1
2
2 2 0
LONG QUESTIONS
1. (i) Express f ( x) x sin x as a Fourier series in 0 x 2 .
2l x 1 2x 1 3x
(ii) Show that for 0 < x <l, x sin sin sin . Using root mean square
p l 2 l 3 l
1 1 1
value of x, deduce the value of 2
2 2
1 2 3
2. (i) Find the Fourier series of periodicity 3 for f ( x) 2 x x 2 in 0 < x < 3.
(ii) Find the Fourier series expansion of period 2 for the function y f (x) which is defined
in (0 , 2 ) by means of the table of values given below. Find the series upto the third harmonic.
x 0 2 4 5 2
3 3 3 3
f (x) 1.0 1.4 1.9 1.7 1.5 1.2 1.0
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3.(i) Find the Fourier series of periodicity 2 for f ( x) x 2 for 0 < x < 2 .
l 4l x 1 3x
(ii) Show that for 0 < x <l, x 2 cos 2 cos . Deduce that
2 l 3 l
1 1 1 4
.
14 3 4 5 4 96
l x, 0 x l
4. (i) Find the Fourier series for f ( x) . Hence deduce the sum to infinity of
0, l x 2l
1
the series (2n 1)
n 0
2
.
(ii) Find the complex form of Fourier series of f ( x) e ax ( x ) in the form
sinh a
a in inx
(1) n
e ax
(1) n
a2 n2
e and hence prove that
a sinh a n 2 a 2
.
1 1 3
7. (i) Expanding x( x) as a sine series in (0 , ) show that 1 .
33 5 3 32
(ii) Find the Fourier series as far as the second harmonic to represent the function given in the
following data.
x 0 1 2 3 4 5
f (x) 9 18 24 28 26 20
8. Obtain the Fourier series for f (x) of period 2l and defined as follows
L x in ( L,0)
f ( x)
L x in (0, L)
1 1 1 2
Hence deduce that 2 2 2 .
1 3 5 8
9. Obtain the half range cosine series for f ( x) x in (0 , ).
1 in (0, )
10. (i) Find the Fourier series of f ( x)
2 in ( ,2 )
(ii) Obtain the sine series for the function
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l
x in 0 x 2
f ( x)
l x in l x l
2
11. (i) Find the Fourier series for the function
0 in (1, 0)
f ( x) and f ( x 2) f ( x) for all x.
1 in (0, 1)
(ii) Determine the Fourier series for the function
x, 0 x 1
f ( x)
(2 x), 1 x 2
12. Obtain the Fourier series for f ( x) 1 x x 2 in ( , ) . Deduce that
1 1 1 2
.
12 2 2 3 2 6
13. Obtain the constant term and the first harmonic in the Fourier series expansion for f (x)
where f (x) is given in the following table.
x 0 1 2 3 4 5 6 7 8 9 10 11
f (x) 18.0 18.7 17.6 15.0 11.6 8.3 6.0 5.3 6.4 9.0 12.4 15.7
(ii) Obtain the half range cosine series for f ( x) ( x 2) 2 in the interval 0 < x < 2.
15. Find the half range sine series of f ( x) x cos x in (0 , ).
17. Expand f (x) = x - x 2 as a Fourier series in -1 < x < 1 and using this series find the r.m.s.
value of f (x) in the interval.
18. The following table gives the variations of a periodic function over a period T.
x 0 T T T 2T 5T T
6 3 2 3 6
f (x) 1.98 1.3 1.05 1.3 -0.88 -0.25 1.98
2x
Show that f (x) = 0.75 + 0.37 cos +1.004 sin , where
T
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19. Find the Fourier series up to the third harmonic for the function y = f (x) defined in (0 , )
from the table
x 0 2 3 4 5
6 6 6 6 6
f (x) 2.34 2.2 1.6 0.83 0.51 0.88 1.19
20. (i) Find the half-range (i) cosine series and (ii) sine series for f (x) = x 2 in (0 , )
(ii) Find the complex form of the Fourier series of f (x) = cos ax in (- , ).
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FOURIER TRANSFORMS
INTEGRAL TRANSFORM
b
The integral transform of a function f (x) is defined by f ( x).k (s , x)dx where
a
k(s , x) is a known function of s and x and it is called the kernel of the transform.
When k(s , x) is a sine or cosine function, we get transforms called Fourier sine or
cosine transforms.
1 i x
f ( x) e f (t ) e i t dt d
2
FOURIER TRANSFORMS
2
The function f ( x) FS f ( x) . sin sx ds is called the inversion formula for the
0
1
Fourier sine transform and it is denoted by FS FS ( f ( x)) .
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Transform of f (x) .
2
The function f ( x ) FC f ( x) . cos sx ds is called the inversion formula for the
0
1
Fourier Cosine Transform and it is denoted by FC FC ( f ( x)) .
PROBLEMS
Solution:
We know that the Fourier transform of f (x) is given by
1
F f ( x) f ( x).e isx dx
2
1 1
1 isx 1 1
f ( x).e dx f ( x ).e isx dx f ( x ).e isx dx
2 2 1 2 1
1 1
1 1 1
0.e isx dx (1 x 2 ).e isx dx 0.e isx dx
2 2 1 2 1
1
1
(1 x 2 ).e isx dx
2 1
1
1 e isx 2 e isx e isx
(1 x ) ( 2 x) 2 2 2 3 3
2 is i s i s 1
1 2 2 is 2 2 e is
e is e e is
2 s2 is 3 s2 i s3
1 2 2 is
2
(e is e is ) (e e is )
2 s is 3
1 4 4 1 4
2
cos s sin s (sin s s cos s )
2 s s3 2 s3
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1 1 4 isx
f ( x) . (sin s s cos s ).e ds
2 2 s3
1 4
(sin s s cos s ).(cossx i sin sx ) ds
2 s3
1 4
(sin s s cos s ) cos sx ds
2 s3
1 4
(sin s s cos s ) i sin sx ds
2 s3
2 sin s s cos s
f ( x) cos sx ds
s3
4 sin s s cos s
cos sx ds
0 s3
sin s s cos s
i.e., cos sx ds f ( x)
0 s3 4
1
Putting x , we get
2
sin s s cos s s 1 1 3
3
cos ds f 1 .
0 s 2 4 2 4 4 16
sin s s cos s s 3
3
cos ds .
0 s 2 16
x
2. Find the Fourier sine transform of e x , x 0 (or) e , x > 0. Hence evaluate
x sin mx
dx.
0 1 x2
Solution:
The Fourier sine transform of f(x) is given by
2
FS f ( x) f ( x).sin sx dx
0
x x
Here e =e for x > 0
x 2
FS e e x . sin sx dx
0
2 s ax b
2
e sin bx dx 2
s 1 0 a b2
Using inverse Fourier sine transform we get
2 x
f ( x) Fs e . sin sx ds
0
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2 2 s
. 2
. sin sx ds
0 s 1
2 s
2
sin sx ds
0 s 1
s
i.e., f ( x) 2
. sin sx ds
2 0 s 1
s. sin sx x
i.e., ds e
0 s2 1 2
Replacing x by m we get
s. sin ms m
i.e., ds e
0 s2 1 2
x. sin mx m
i.e., dx e [since s is dummy variable, we can replace it by x]
0 x2 1 2
ax
e
3. Find the Fourier cosine transform of .
x
Solution:
2
We know that FC f ( x ) f ( x). cos sx dx
0
ax
e
Here f ( x) .
x
ax
2 e
FC f ( x) . cos sx dx
0
x
Let FC f ( x ) F ( s)
ax
2 e
Then F (s ) . cos sx dx
0
x
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ax
dF ( s ) d 2 e
. cos sx dx
ds ds 0
x
ax
2 e
. cos sx dx
0
s x
ax
2 e 2 ax
( sin sx ).x dx e sin sx dx
0
x 0
dF ( s ) 2 s ax b
. 2 2
e sin bx dx 2
ds a s 0 a b2
2 s
F ( s) . 2
ds
s a2
2 1 1
. . log (s 2 a2 ) . log (s 2 a2)
2 2
ax bx
e e
4. Find the Fourier cosine transform of .
x
Solution:
We know that the Fourier cosine transform of f(x) is
2
FC f ( x) f ( x ). cos sx dx
0
ax bx
e e
Here f ( x)
x
ax bx ax bx
e e 2 e e
FC . cos sx dx
x 0
x
ax bx
2 e 2 e
. cos sx dx cos sx dx
0
x 0
x
ax bx
e e
Fc Fc
x x
1 1
log ( s 2 a 2 ) log ( s 2 b2 )
2 2
1 s2 b2
log
2 s2 a2
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as
e
5. Find f (x) , if its sine transform is . Hence deduce that the inverse sine
s
1
transform of .
s
Solution:
We know that the inverse Fourier sine transform of FS f (x) is given by
2
f ( x) FS f ( x ) . sin sx ds
0
as
e
Here FS f ( x)
s
as
2 e
f ( x) . sin sx ds
0
s
as
d f ( x) 2 e
. (sin sx ) ds
dx 0
s x
as
2 e 2 as
. cos sx s ds e . cos sx ds
0
s 0
2 a ax a
2 2
e cos bx dx 2
a x 0 a b2
d f ( x) 2 a
2
dx x a2
2 1 2 1 1 x
f ( x) a 2 2
dx a tan
x a a a
2 1 x
f ( x) tan
a
1
To find the inverse Fourier sine transform of :
s
Put a = 0, in (1), we get
2 2
f ( x) tan 1 ( ) .
2 2
PROPERTIES
1. Linearity Property
If F(s) and G(s) are the Fourier transform of f (x) and g (x) respectively then
F a f ( x) b g ( x) a F ( s) b G( s)
Proof:
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1
F [ a f ( x) b g ( x )] a f ( x ) b g ( x ) e isx dx
2
1 1
a f ( x).e isx dx b g ( x ).e isx dx
2 2
a b
f ( x).e isx dx g ( x ).e isx dx
2 2
a F ( s) b G( s)
1 s
If F(s) is the Fourier transform of f (x) then F f ( ax) F ,a 0
a a
Proof:
1
F f (ax) f (ax).e isx dx
2
Put ax = y
dy
a dx = dy i.e., dx =
a
When x , y and x , y
y s
1 is
a
dy 1 1 i
a
y
F f (ax) f ( y ).e . f ( y ).e .dy
2 a a 2
1
F s a
a
Put x-a = y
dx = dy
When x , y and x , y
1 e ias
F f ( x a) f ( y ).e is ( y a)
. dy f ( y ).e isy .dy
2 2
e ias
f ( x).e isx .dx e isa F ( s )
2
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4. Shifting in respect of s
5. Modulation Theorem
1
If F(s) is the Fourier transform of f (x) then F f ( x) cos ax F ( s a) F (s a)
2
Proof:
1
F f ( x) cos ax f ( x). cos ax.e isx dx
2
1 e iax e iax
f ( x).e isx dx
2 2
1 1 1 1
. f ( x ).e i ( s a) x
dx . f ( x).e i ( s a)x
dx
2 2 2 2
1 1 1
f (s a ) f ( s a) f (s a) f (s a )
2 2 2
1
F f ( x) cos ax F ( s a) F (s a)
2
COROLLARIES
1
(i ) FC f ( x ) cos ax FC ( s a) FC (s a )
2
1
(ii) FC f ( x) sin ax FS (a s ) FS (a s)
2
1
(iii) FS f ( x) cos ax FS ( s a) FS ( s a)
2
1
(iv) FS f ( x ) sin ax FC ( s a) FC ( s a)
2
1
F (s) f ( y ) .e isy ( dy)
2
1
f ( y ). e isy dy
2
1
f ( x ). e isx dx F f ( x)
2
7. Transform of Derivatives
If F(s) is the Fourier transform of f (x) and if f (x) is continuous, f (x) is piecewise
continuously differentiable, f (x) and f (x) are absolutely integrable in ( , ) and
lim f ( x) 0 , then
x
F f ( x) is F ( s)
Proof:
By the first three conditions given, F f (x) and F f (x ) exist.
1
F f ( x) f ( x ) e isx dx
2
1 is
e isx f ( x) e isx f ( x)dx, on int egrating by parts.
2 2
is F ( s ).
F f ( n ) ( x) ( is) n F ( s )
dF ( s )
If F(s) is the Fourier transform of f (x) then F x. f ( x ) ( i)
ds
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Proof:
1
F ( s) f ( x)e isx dx
2
dF ( s ) 1 d
f ( x)e isx dx
ds 2 ds
i
x. f ( x) e isx dx iF xf ( x)
2
dF ( s )
( i) F x. f ( x)
ds
n d n F (s)
n
Extending, we get, F x . f ( x ) ( i)
ds n
DEFINITION
1
f ( x u ) g (u )du is called the convolution product or simply the convolution
2
of the functions f (x) and g (x) and is denoted by f ( x) * g ( x) .
9. Convolution Theorem
If F(s) and G(s) are the Fourier transform of f (x) and g (x) respectively then the
Fourier transform of the convolution of f(x) and g(x) is the product of their Fourier
transforms.
i.e., F f ( x) * g ( x) F ( s).G( s)
Proof
1
F f ( x) * g ( x) f ( x ) * g ( x)e isx dx
2
1 1
f ( x u ) g (u )du e isx dx
2 2
1 1
g (u ) f ( x u )e isx dx du,
2 2
on changing the order of int egration.
1
g (u ) e ius F ( s ) du, by the shifting property.
2
1
F ( s ). g (u ).e ius du
2
F ( s ).G ( s )
Inverting, we get
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1
F F ( s ).G ( s ) f ( x) * g ( x)
1 1
F F ( s) * F G( s)
PROBLEMS
dx
1. Evaluate 2
using transforms.
0 (x a )(x 2
2
b2)
Solution:
ax 2 a
We know that the Fourier cosine transform of f ( x) e is . 2
.
s a2
ax 2 b
Similarly the Fourier cosine transform of f ( x) e is . 2
.
s b2
2 a 2 b ax bx
i.e., . 2 2
. . 2
. ds e .e dx
0 s a s b2 0
2 ab (a b) x
i.e., 2
ds e ds
0 (s a )(s 2
2
b2 ) 0
e (a b) x 1 1
0
( a b) 0
( a b) a b
dx
i.e., 2
0 (x a )( x 2
2
b2) 2ab(a b)
ax
2. Find the Fourier transform of e and hence deduce that
cos xt ax
(i) 2 2
dt e
0 a t 2a
ax 2 2as
(ii) F xe i
(s a 2 ) 2
2
Solution:
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1
F f ( x) f ( x ).e isx dx
2
0
1
f ( x )e isx dx f ( x )e isx dx
2 0
ax
e if 0 x
Here f ( x) ax
e if x 0
0
1
e. ax e isx dx e ax
.e isx dx
2 0
0
1
e.( a is ) x
dx e ( a is ) x
dx
2 0
0
1 e ( a is ) x e ( a is ) x
2 (a is) (a is) 0
1 1 1
2 a is a is
ax 2 a
Fe 2
s a2
1 2 a isx
f ( x) . 2 2
e ds
2 s a
a cos sx i sin sx
ds
s2 a2
a cos x
ds
s2 a2
cos sx ax
dx f ( x) .e (or )
0 s2 a2 2a 2a
costx ax
dt .e
0
s2 a2 2a
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Putting a = 1, we get,
x 2 1
Fe . 2
s 1
cos sx x costx x
and 2
ds e (or ) 2
dt e
0 s 1 2 0 t 1 2
If f (x) is a function defined in the interval (0 , l) then the finite Fourier sine
transform of f (x) in 0 <x < l is defined as
l
n x
FS f ( x) f ( x ).sin dx
0
l
The inverse finite Fourier cosine transform of FC f (x) is f (x) and is given by
1 2 n x
f ( x) FC (0) FC f ( x) cos
l l n 1 l
PROBLEMS
1. Find the finite Fourier sine and cosine transforms of f ( x) x 2 in 0 < x < l.
Solution:
The finite Fourier sine transform is
l
n x
FS f ( x ) f ( x). sin dx
0
l
2
Here f ( x) x
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l
2 n x
FS x x 2 . sin dx
0
l
l
n x n x n x
cos sin cos
x2 l 2x l 2 l
2 2 3 3
n n n
l l2 l3 0
l3 2l 3 2l 3
cos n cos n
n n3 3 n3 3
l3 2l 3
( 1) n 1
3 3
( 1) n 1
n n
l
n x
FC x 2 x 2 . cos dx
0
l
l
n x n x n x
sin cos sin
x2 l 2x l 2 l
2 2 3 3
n n n
l l2 l3 0
2l 3
cos n
n2 2
2l 3
2 2
( 1) n
n
Solution:
The finite Fourier sine transform of f ( x) x in (0 , ) is
FS f ( x) f ( x ).sin nx dx
0
Here f ( x) x in (0 , )
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cos nx sin nx
FS x x. sin nx dx x 1
0
n n2 0
cos n ( 1) n 1 .
n n
FC f ( x ) f ( x). cos nx dx
0
Here f ( x) x in (0 , )
sin nx cos nx
FC x x. cos nx dx x 1
0
n n2 0
1 1 1
cos n ( 1) n 1
n2 n2 n 2
2 ( 1) p 1
3. Find f (x) if its finite sine transform is given by , where p is positive
p3
integer and 0 x .
Solution:
We know that the inverse Fourier sine transform is given by
2
f ( x) FS f ( x ) sin px
p 1
2 ( 1) p 1
Here FS f (x ) =
p3
( 1) p 1
4 sin px
p 1 p3
2p
cos
3 1
4. If f ( p) find FC f ( p) if 0 < x <1.
(2 p 1) 2
Solution:
1 1 2 n x
We know that FC f ( p) FC ( 0) FC f ( x) cos
l l n 1 l
2p
cos
3
Here f ( p)
(2 p 1) 2
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Let FC f ( x) f ( p)
1 1 2 n x
FC f ( p) f C ( 0) f ( p) cos l 1
l l n 1 l
2p
cos
3
1 2 . cos n x
n 1 (2 p 1) 2
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SHORT QUESTIONS
ax
4. Find the Fourier sine transform of f ( x ) e (a > 0).
Ans:
2
FS f ( x) f ( x). sin sx dx
0
2 ax 2 s ax b
e . sin sx dx 2 2
e sin bx dx 2
0
s a 0
a b2
2 s
2
s a2
5. If the Fourier transform of f (x) is F(s) then prove that . F f ( x a) eisa F (s)
Ans:
1
F f ( x a) f ( x a).e isx dx
2
Put x-a = y
dx = dy
When x , y and x , y
1 e ias
F f ( x a) f ( y ).e is ( y a)
. dy f ( y ).e isy .dy
2 2
e ias
f ( x).e isx .dx e isa F ( s )
2
2
FS f ( x) f ( x). sin sx dx
0
x x
Here e e for x > 0
2 2 s b
e x . sin sx dx 2
e ax
sin bx dx 2
0
s 1 0
a b2
2 s
2
s 1
1 s
8. Prove that FC f ( ax) FC ,a 0
a a
Proof:
2
FC f (ax) f (ax). cos sx dx
0
Put ax = y
dy
a dx = dy i.e., dx =
a
When x 0, y 0 and x , y
2 sy dy 1 2 s
FC f (ax) f ( y ). cos . f ( x). cos x.dx
0
a a a 0
a
1
FC s a
a
dF ( s )
9. If F(s) is the Fourier transform of f (x) then prove that F x. f ( x) ( i)
ds
Proof:
1
F ( s) f ( x)e isx dx
2
dF ( s ) 1 d
f ( x)e isx dx
ds 2 ds
i
x. f ( x) e isx dx iF xf ( x)
2
dF ( s )
( i) F x. f ( x )
ds
2 2 s b
e ax . sin sx dx 2 2
e ax
sin bx dx 2
0
s a 0
a b2
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2 s
2
s a2
1
11. Find Fourier sine transform of
x
Ans:
2
FS f ( x) f ( x ). sin sx dx
0
2 1
.sin sx dx
0
x
2 sin ax
dx ,a 0
2 2 0
x 2
x
12. Find Fourier cosine transform of f ( x) e
Ans:
2
FC f ( x) f ( x ). sin sx dx
0
2 2 1
e x . cos sx dx 2
0
s 1
2 1 ax a
e cosbx dx 2
s 2
1 0
a b2
1
13. If F(s) is the Fourier transform of f (x) then FS f ( x) cos ax FS ( s a) FS ( s a)
2
Proof:
2
FS f ( x ) cos ax f ( x ). cos ax. sin sx.dx
2 1
. f ( x) sin(a s ) x sin(a s ) x dx
2
1 2 1 2
. f ( x) sin(a s) x.dx . f ( x).sin(a s) x.dx
2 2
1
FS f ( x) cosax FS ( s a) FS ( s a)
2
1
14. If F(s) is the Fourier transform of f (x) then F f ( x) cos ax F ( s a) F ( s a)
2
Proof:
1
F f ( x) cos ax f ( x). cos ax.e isx dx
2
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1 e iax e iax
f ( x).e isx dx
2 2
1 1 1 1
. f ( x ).e i ( s a) x
dx . f ( x).e i ( s a)x
dx
2 2 2 2
1 1 1
f (s a ) f ( s a) f (s a) f (s a )
2 2 2
1
F f ( x) cos ax F ( s a) F (s a)
2
1 s
15. If F(s) is the Fourier transform of f (x) then F f ( ax) F ,a 0
a a
Proof:
1
F f (ax) f (ax).e isx dx
2
Put ax = y
dy
a dx = dy i.e., dx =
a
When x , y and x , y
y s
1 is
a
dy 1 1 i
a
y
F f (ax) f ( y ).e . f ( y ).e .dy
2 a a 2
1
F s a
a
PROBLEMS
1. Find the Fourier Transform of
1 x 2 in x 1
f ( x)
0 in x 1
sin s s cos s s 3
Hence prove that 3
cos ds .
0
s 2 16
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ax
e
2. Find the Fourier cosine transform of .
x
dx
4. Evaluate 2
using transforms
0 (x a )(x 2
2
b2 )
ax
5. Find the Fourier transform of e and hence deduce that
cos xt ax
(i) 2 2
dt e
0 a t 2a
ax 2 2as
(ii) F xe i
(s a 2 ) 2
2
a2 x2 x a
6. Show that the Fourier transform of f ( x) is
0 x a 0
1, x 1
7. . Find the Fourier transform of f (x) if f ( x)
0, otherwise
sin x sin 2 x
Hence deduce that dx dx
0
x 0
x2 2
4x
10. Find the Fourier transform of e and hence deduce that
cos2 x x sin 2 x
(i) dx e8 (ii) dx e 8
0
x 2
16 8 0
x 2 16 2
a2 x 2
12. Find the Fourier cosine transform of e
x2
13. (i) Find the Fourier cosine transform of e
(ii) Find the Fourier sine transform of
x, 0 x 1
f ( x) 2 x, 1 x 2
0 x 2
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14. Find Fourier sine and cosine transform of e x and hence find the Fourier sine transform
x 1
of 2 and Fourier cosine transform of 2 .
x 1 x 1
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Interpolation is the process of finding a function whose graph passes thr
experimentation, and tries to construct a function which closely fits those da
curve fitting or regression analysis. Interpolation is a specific case of curve fitting, in which the
. In following subsection, we discuss three types of finite differences:
first differences
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respectively. In general, first forward differences are given by
. Further second forward differences are defined
as the differences of the first differences. i.e.,
called the first backward differences. Here,
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Then first forward difference is
By definition of forward difference we have
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and assuming the fifth order differences to be constant, prove
Find the function whose first difference is
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Obtain the function whose first difference is 9
Since five figures are known, assume all the fifth order differences a
figures are unknown, we need two equations to determine them -
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, we have defined
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Using Newton’s forward interpolation formula,find the area of a circle of
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First, we find the number of students who got less than 55 marks.
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term. Find the first and tenth terms of the series.
, we have defined
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is tabulated below: Using the Lagrange’s interpolation formula, find the
interpolation coefficients are required to be recalculated. This labour of r
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, ... be given points, then the first divided difference for the argume
defined as
is defined as
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Using divided difference, find the value of
Find a polynomial satisfied by
Using the following table, find
find the value of
Apply Lagrange’s formula to find
Applying Lagrange’s formula, find a cubic polynomial which approxima
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The curve fitting process fits the equation of approximating curves to the raw field data. Nevertheless,
for a given set of data, the fitting curves of a given type are generally N
The curve of best fit is that for which the sum of squares of the residua
The method of least squares assumes that the best-fit curve of a give
be fitted to
and the corresponding value on the fitting
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Hence the fitted straight line is
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fit the given data
. The maximum deflection
. By means of a pulley block, find a linear law of the
firm
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. The best fitting curve
Equating as straight line case, the first partial derivatives with respect
simplifying, we get the following normal equations (we ignored suffix
In particular, for fitting of a parabola
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Hence the fitted parabola is
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The profit of certain company in the
; find
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This is equivalent to straight line fitting. Compute
This is equivalent to straight line fitting. Compute
The curve to be fitted is
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which is best fit to the following data according to
The curve to be fitted is
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, , …,
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