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JNTUA Complex Variables and Transforms - PPT Notes - R20

The document is a study material on complex variables and transforms for a second year engineering course. It contains: 1) Definitions of key concepts in complex analysis including analytical functions, continuity, differentiability and the Cauchy-Riemann equations. 2) Examples of functions that are and aren't analytical by applying the Cauchy-Riemann equations. 3) Derivations of the Cauchy-Riemann equations in both Cartesian and polar coordinate systems.

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0% found this document useful (0 votes)
1K views262 pages

JNTUA Complex Variables and Transforms - PPT Notes - R20

The document is a study material on complex variables and transforms for a second year engineering course. It contains: 1) Definitions of key concepts in complex analysis including analytical functions, continuity, differentiability and the Cauchy-Riemann equations. 2) Examples of functions that are and aren't analytical by applying the Cauchy-Riemann equations. 3) Derivations of the Cauchy-Riemann equations in both Cartesian and polar coordinate systems.

Uploaded by

Hari Krushna
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as PDF, TXT or read online on Scribd
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Complex Variables & Transforms


(20A54302)

II - B.TECH & I- SEM

Prepared by:
Dr. B. NAGABHUSHANAM REDDY, Professor
Department of H &S

VEMU INSTITUTE OF TECHNOLOGY


(Approved By AICTE, New Delhi and Affiliated to JNTUA, Ananthapuramu)
Accredited By NBA( EEE, ECE & CSE) & ISO: 9001-2015 Certified Institution Near
Pakala, P.Kothakota, Chittoor- Tirupathi Highway

Chittoor, Andhra Pradesh-517 112


Web Site: www.vemu.org

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Unit – 1
Complex - analysis
• Function of Complex Variable/ Differentiation:
If for each value of the complex variable Z= X+iY in a given region ‘R’ , we have one or more values of
w=f(z)=u+iv, Then W is said to be a function of ‘Z’ , and we have w=f(z)=u+iv.
Where u and v are real and imaginary parts of f(z). z=x+iy
and
f(z)=u(x,y)+iv(x,y) is a complex function.

• Continuity of a Function:
Let f(z) is said to be continuous function at z=z if

• Differentiability of a Function:
A function f(z) is said to be differentiable at z=z if

exists. It is donated by fˡ(z₀)

i.e. fˡ(z₀) =
• Analytical Function:

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The complex function f(z) is said to be | www.universityupdates.in
analytical function| at https://telegram.me/jntua
z=a if the function f(z) has derivative at z=a and
neighbourhood of z=a.
Example:
1. Let f(z) = 𝑧2 fˡ(z) = 2z
At z=0, fˡ(z) = 2(0) = 0 (finite) f(z)
has derivative at z=0
Finally f(z) is called analytical function.
1

2. Let f(z) =
𝑧
−1
fˡ(z) = At z=0, fˡ(z) =

f(z) has no
derivative at z=0
Finally f(z) is called not analytical function.

• Singular Point:
Let z=a is said to be singular point if the function f(z) is not analytical at z=a.
Example:
f(z) = z = 0 is called
singular point.

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• Cauchy – Riemann Equations in Cartesian co-ordinates:
• If f(z ) is continuous in some neighbourhood of z and differentiable at z then the first order partial
derivatives satisfy the equations and at the point z which are called the
Cauchy-Riemann equations.
proof:
Let f(z) = u+iv be an analytical function
By definition of analytical function, f(z) has derivative.

i.e. fˡ(z) = exists (finite)


1) z = x+iy f(z) = u+iv f(z) = u(x,y)+iv(x,y)
2) z = x+iy △ z = △ x + i △ 𝑦 3) 𝑓 𝑧 +△ 𝑧 = ?
𝑧 +△ z = x+iy+ △x+ i△ y
𝑧 +△ z = (x+ △x)+i(y+ △ y)
𝑓 𝑧 +△ 𝑧 = u(x+ △x , y+ △ y) + iv(x+ △x , y+ △ y)
[u(x+ △x , y+ △y) + iv(x+ △x , y+ △y) ]−[u x,y +iv x,y ]
fˡ(z) = lim △x+ i△y →①

△x+ i△y→0

We know that △ x+i △y = 0+i0 △


x = 0, △ y = 0

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Case (1) If △ y = 0 , put △ y =| www.universityupdates.in
www.android.universityupdates.in 0 in ①. | https://telegram.me/jntua

Case (2) If △ x = 0 , put △ x = 0 in ①


[u(x,y+ △y)+iv(x,y+△y)) −[u x,y +iv x,y ]
fˡ(z) = △limy→0 i△y

[u(x,y+△y)−u x,y ] i[v(x,y+△y)−u x,y ]


fˡ(z) = -i△limy→0 △y + △limx→0 △y

fˡ(z) =- →③

Equate ② & ③

Compare the real and imaginary parts

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(If u𝑥 = 𝑣𝑦 and uy = −𝑣x)


These are Cauchy – Riemann Equations in Cartesian co-ordinate System.

Cauchy – Riemann Equations in Polar co-ordinates:


Let z=x+iy
We know that x=rcosθ ,
y=rsinθ z =
rcosθ+irsinθ z =

r(cosθ+isinθ) z = 𝑟𝑒𝑖θ

f(z)=u+iv f(𝑟𝑒𝑖θ) = u(r, θ)+iv(r,


θ) → ①
Differentiate ① w.r.t ‘r’,

fˡ ( →②
Differentiate ① w.r.t ‘θ’,
fˡ ( →③
Substitute ② in ③ , We get

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ir
ir
Lets compare real and imaginary parts

These are Cauchy – Riemann Equations in Polar co-ordinate System. Examples


1) Show that f(z) = xy+iy is not analytical
Solution : Given , f(z) = xy+iy
f(z) = u+iv u= xy
v= y

=y,

=x,

It doesn't not satisfies C-R equations and hence its not an analytical function.
2) Show that f(z) = 2xy+i(𝑥2- 𝑦2) is not analytical function. Solution: Given f(z) = 2xy+i(𝑥2- 𝑦2)

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f(z) = u+iv
u=2xy v= 𝑥2- 𝑦2

= 2y , = 2x

= 2x , 2y

&
It doesn't not satisfies C-R equations and hence its not an analytical function.

3) Test the analyticity f(z) = 𝑒𝑥(cosy-isiny) and also find the fˡ(z) Solution: Given f(z) = 𝑒𝑥cosy -
i𝑒𝑥siny
f(z) = u+iv u = 𝑒𝑥cosy
v = -𝑒𝑥siny

cosy , ,
f(z) is not analytical function and the fˡ(z) does not exist.
4) Show that f(z) = z 𝑧 2 siny is not analytical function
Solution : Given f(z) = z 𝑧 2

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f(z) = (x+iy) (x
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| www.universityupdates.in 𝑥2 + 𝑦2]2
f(z) = x(𝑥2 + 𝑦2)+iy(𝑥2 + 𝑦2) f(z) =

u+iv

u = x(x2 + y2) = x3 + xy2 V = y(x2 + y2) = x2y + y3

= 2xy

= 2xy,

f(z) is not analytical function

5) Show that w= logz is an analytical function and also find


Solution : Given w = logz

put z = 𝑟𝑒𝑖θ

𝑖θ = log r + log 𝑒𝑖θ w w


= log 𝑟𝑒

= log r + iθ log e
f(z) = w = log r +iθ = u+iv u
= log r v=θ

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r &
r( ) = 1 & 0=0 It is an analytical function f(z)
= u+iv

f(reiθ) = u(r, θ)+iv(r, θ)


differentiate on both sides w.r.t ‘r’

fˡ(

fˡ(z) (0)

fˡ(z) =
6) Show that f(x) = sinz is an analytical function everywhere in the complex plane
Solution : Given f(x) = sinz
f(x) = sin(x+iy) f(x) = sinx
cos(iy) + sin(iy) cosx f(X) = sinx
coshy + isinhy cosx f(x) = u+iv
u = sinx coshy v= sinhy cosx

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= cosx coshy , -sinx sinhy| https://telegram.me/jntua

= sinx sinhy, = coshy cosx & It is an analytical function

7) Test the analyticity of the function f(z) = 𝑒𝑥 (cosy+isiny) and find fˡ(z). Solution : Given , f(z) = 𝑒𝑥
(cosy+isiny) = u+iv
u = 𝑒𝑥 cosy v = 𝑒𝑥 siny

cosy ,

siny

& It is an analytical function


f(z) = u+iv

fˡ(z) = cosy + i 𝑒𝑥 siny


fˡ(z) = 𝑒𝑥(cosy+isiny)
fˡ(z) = 𝑒𝑥 i 𝑒𝑦 = e(x+iy)

fˡ(z) = ez

8) Determine P such that the function f(z) = be an analytical function.


Solution :

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Given , f(z) =
It is an analytical function, It satisfies the C-R equation
) v= u=

2x,

2y

px (

similarly : ,
By given f(z) is an analytical function, f(z) satisfies C-R equations.

x y y +p2x2
Comparing the equations we get:
P = -1
9) Prove that function f(z) defined by f(z) = -R equations are satisfied at the origin, yet fˡ(0) does not exist.

Solution : Given f(z) =


i) To show that f(z) is continuous at z=0

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let lim f(z) = ( given f(0) = 0)
𝑧→0
𝑦→0

f(z) = f(z) =
3

lim x(1+i) = 0 = f(0)


𝑥→0 f(z) is
continuous

ii) To show that C-R equations are satisfied at origin

f(z) = f(z)
= u+iv
3

u =,
v=

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R Equations are satisfied at origin iii) To
show that fˡ(z) does not exist at origin
fˡ(z) =
y→0 z

=1 x3 1+i −y2 +3 y(1−i) 2 −

1
C –
x
lim 0

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fˡ(z) = yx →→00 | www.universityupdates.in
x x + iy | https://telegram.me/jntua

lim x

𝑥 →0 x

fˡ(z) =
x 1 +i 3 fˡ(z) 𝑥lim →0 x3=
= 1+i (Finite)

fˡ(z) Exists

At y = mx

fˡ(z) = fˡ(z)
=

y→mx

fˡ(z) =
y→mx

fˡ(z)
=

fˡ(z) = (Infinite) fˡ(z) depends upon the ‘m’ value, so that the fˡ(z) does not exist at origin

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Part – B
Laplace Equations
the equation of the form

Harmonic Function
The function u and v are said to be harmonic, if it satisfies Laplace Equations
i.e

or

Milne – Thomson Method


When u is given find f(z) :
𝜕𝑢 𝜕𝑢
1) To find and
2) To find fˡ(z) = u+iv
Differentiate w.r.t ‘x’ we get

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fˡ(z) = (From C-R equation)


fˡ(z) =

,0)

,0) fˡ(z) =
∅1(z1,0) - i ∅2(z2,0)
Integrate w.r.t ‘z’ f(z) = 𝟏∅ ‫(׬‬z𝟏,0) dz - i 𝟐∅ ‫(׬‬z𝟐,0) dz
+ c When v is given find f(z):

𝜕𝑣 𝜕𝑣
1) To find and
2) To find f(z) = u+iv
Differentiate w.r.t ‘x’ , we get

fˡ(z) =

fˡ(z) =

,0)

,0) (From C-R equation)

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fˡ(z) = ∅1(z1,0) + i ∅2(z2,0)
Integrate w.r.t ‘z’ f(z) = 𝟏[∅‫(׬‬z𝟏,0) + i ∅𝟐(z𝟐,0)
]dz + c
1) Construct an analytical function f(z) when u = x3- 3x y2 + 3x + 1 is given

Solution: 6xy
By Milne Thomson Method

f(z) =u+iv (z,0) = 3 z2+3

,0) = - 6(z) (0) = 0


fˡ(z) =
&
fˡ(z) = ,0)
Integrate w.r.t ‘z’ f(z) =
‫∅[׬‬1(𝑧,0) + i ∅2(𝑧,0) ] dz + c f(z)

= ‫(׬‬3z2 +3 − 0 ) dz + c f(z)

= + 3z + c
f(z) = 𝒛𝟑 + 3z + c

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2) www.android.universityupdates.in
Construct an analytical function f(z) | www.universityupdates.in
when u = sinx coshy | https://telegram.me/jntua
is given

Solution: = cosx sinhy

= sinx sinhy
By Milne Thomson Method

f(z) =u+iv ,0) = cosz(1) = cosz

(z,0) = sinz(0) =0
fˡ(z) =
&
fˡ(z) = ,0)
Integrate w.r.t ‘z’ f(z) =
‫∅[׬‬1(z,0) - i ∅2(z,0) ] dz + c f(z) =
‫׬‬cosz dz + c f(z) = sinz + c

3) Find the analytical function f(z) = u+iv if u+v


sin2x
Solution: u+v =
f(z) = u+iv
if(z) = ui-v
(1 + i)f(z) = (u-v)+i(u+v)
f(z) = u+iv

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,0)

Where F(z) = (1+i)f(z)


u+v = V

𝜕𝑽,0) = −𝐜𝐨𝐬𝐞𝐜𝟐𝐳

,0) =

∅1(z,0) =

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f(z)|=www.universityupdates.in
u+iv | https://telegram.me/jntua

fˡ(z) =

fˡ(z) =
f(z) = ‫∅[׬‬1(z,0) + i ∅2(z,0) ] dz + c
f(z) = ‫׬‬−cosec2z (i) dz+ c
f(z) = -i(-cotz) + c = i cotz + c
f(z) = i cot z + c
(1+i) f(z) =icotz + c
i
f(z) =

cotz f(z) =
cotz + c1
𝐢+𝟏
f(z) = 𝟐 cotz + c𝟏
cosy + 2x ex cosy - e y

4) Find the analytical function , whose real part is u =


ex [(x2- y2)(cosy − 2xysiny)]
Solution: u = ex x2 cosy - ex y2 cosy – 2xy ex siny
x 2
x 2 cosy – 2y ex siny – 2xy ex siny
=0+0-0–0=0

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cos(0) + 2z ez cos(0)
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–0–0–0

siny + e siny y - 2y ex cosy – 2x ex siny – 2xy ex cosy


f(z) = u+iv

fˡ(z)

fˡ(z) =

f(z) = ,0) ] dz + c z( i -,0) ( ‫׬‬

f(z) = ‫(׬‬ez z2 + 2z ez - 0) dz + c f(z)

= ‫׬‬ez (z2 +2z)dz + c f(z) = ‫׬‬ez z2

dz + 2 ‫׬‬zez dz

u = z2 dv = ez dz du = 2z dz v= ez f(z) = 𝐞𝐳

𝐳𝟐 - 2 ‫׬‬z dz ez dz + 2 ‫׬‬z ez dz + c f(z) = 𝐞𝐳

𝐳𝟐 + c

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5) The analytical function whose imaginary part is v(x,y) = 2xy Solution:
v = 2xy
= 2y = (z,0) = 2(0) = 0

= 2x = (z,0) = 2(z) = 2z f(z)


= f(z) ,0) ] dz + cz( ,0) + i z( ‫׬‬
= ‫׬‬z dz + c
2

f(z) = 2 +c
f(z) = 𝐳𝟐 + 𝐜

6) Find harmonic conjugate at u = 𝐞𝐱𝟐−𝐲𝟐cos2xy and also find f(z)

Solution : u = 𝐞𝐱𝟐−𝐲𝟐 cos2xy

cos2xy (2x) - 𝐞𝐱𝟐−𝐲𝟐 sin2xy (2y)

∅1(z,0) = 𝐞𝐳𝟐−𝟎 cos0 (2z) - 𝐞𝐱𝟐−𝐲𝟐(0)

∅𝟏(𝐳,0) = 𝐞𝐳𝟐 2z cos2xy (-2y) -


𝐞𝐱𝟐−𝐲𝟐 sin2xy (2x)

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∅2(z,0) = 0| www.universityupdates.in
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∅𝟐(𝐳,0) = 𝟎 f(z)
= u+iv fˡ(z) =

fˡ(z) =
fˡ(z) = ∅1(z,0) - i ∅2(z,0)
f(z) = ‫∅[׬‬1(z,0) - i ∅2(z,0) ] dz + c f(z) = ‫׬‬ez22z

dz + c (put 𝐳𝟐 = t => 2z dz = dt) f(z) = ‫׬‬et dt +

c = et + c

f(z) = 𝐞𝐳𝟐 + c f(z) = e(x+iy)2 f(z) =

ex2−y2+2xyi + c f(z) = ex2−y2 e2xyi + c u+iv =

ex2−y2 [cos2xy+isin2xy] + c u+iv = ex2−y2

cos2xy + i e ex2−y2 (sin2xy) + c

v = 𝐞𝐱𝟐−𝐲𝟐 sin2xy + c

7) Find the analytical function f(z) such that Re[fˡ(z)] = 3 x2 - 4y -3 y2 and f(1+i) = 0.

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Solution : Re[fˡ(z)] = 3 x2 - 4y| -3
www.android.universityupdates.in y2
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Integrate w.r.t ‘y’ we get
f(z) = u+iv

fˡ(z) =

Re[fˡ(z)] =

Integrate w.r.t ‘x’ we get & u = x + f(y) v = 3


u = 𝐱𝟑 - 4xy -3 𝐲𝟐x + f(y) v = 3 𝐱𝟐y - 𝐲𝟑 -2 𝐲𝟐 + f(x)
Differentiate w.r.t ‘y’ we get Differentiate w.r.t ‘x’ we get

6xy + fˡ(y) = 6xy + fˡ(x)

From C-R equations

- 4x - 6xy + fˡ(y) = - 6xy - fˡ(x)


-4x + fˡ(y) = - fˡ(x )
Compare equation on both sides
i.e fˡ(x) = 4x , fˡ(y ) = 0
f(x) = 4 ‫׬‬xdx f(y) = c f(x)

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= +c
f(x) = 2 𝐱𝟐 + c f(y) = c
f(z) = u+iv f(z) = [x3 - 4xy -3 y2x] + i [3 x2y - y3 -2 y2] +
2 x2 + c
given f(1+i) = 0 f(z) = u+iv
z = x+iy = (1+i)
put x = 1, y = 1 f(z) = [1-4-3] + i[3-2-1]
+2 +c f(1+i) = 0 = -6 +2i +c c
= 6 – 2i
f(z) = [𝐱𝟑 - 4xy -3 𝐲𝟐x] + i [3 𝐱𝟐y - 𝐲𝟑 -2 𝐲𝟐] + 2 𝐱𝟐 + 6 – 2i

8) Find the analytic function f(z) = u+iv if u-v = ex (cosy – siny) Solution:
f(z) = u+iv i f (z) = iu-v
(1+i) f(z) = (u-v) + i (u+v)
f(z) = u+iv u = u-v = 𝐞𝐱

(cosy – siny)

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www.android.universityupdates.in (1+i) f(z) cosy - ex |siny
F(z)| =www.universityupdates.in https://telegram.me/jntua
=

∅1(z,0) = ez - 0 = ez siny - ex

cosy = ∅2(z,0) = 0 - ez = - ez

fˡ(z) =
f(z) = ‫∅[׬‬1(z,0) - i ∅2(z,0) ] dz + c
f(z) = ‫(׬‬ez + i ez ) dz + c
f(z) =( 𝐞𝐳 + i 𝐞𝐳 ) + c (1+i)
f(z) = ez +i ez + c

f(z) = f(z)
= 𝒆𝐳 + c

Harmonic Conjugate
1) Show that function u= 2xy+3y is harmonic and find harmonic conjugate.
Solution: u= 2xy+3y

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= 0 u satisfies laplace equation
‘u’ is a Harmonic function
𝜕𝑣 𝜕𝑣
dv = dx + dy
dv = -(2x+3) dx + 2y dy v
= ‫׬‬-(2x+3) dx + 2y dy
2 2

v = -+ c

v = - 𝒙𝟐+ 𝐲𝟐 - 3x + c
2) Show that u = 2log (𝑥2+ y2) is harmonic and find its harmonic conjugate.

Solution: u = 2log (𝑥2+ y2)

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2x 2y

dv = dx + dy
𝜕𝑢
dv = - dx + dy

dv = dx + dy

dv = (y dx – x dy)

v=- v
=-
v=- )+c

d x

3) Find f(z) if the imaginary part is r2 cos2θ + r sinθ Solution:


V = r2 cos2θ + r sinθ

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Integrate w.r.t ‘ r’ , |we
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d = 2r cos2θ + sinθ

d d

)→③
②&③
fˡ( ) = 0
→①

r
sin2
- r [2r cos2 sin2 cos2
→②
4) Show that [ ] [real f(z)]2 = 2 fˡ(z) 𝟐
Solution: f(z) = u+iv
real f(z) = u
[real f(z)]2 = u2

→①
Similarly ,
→②

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equation ① &

2 2

] + 2u [

{ f(z) = u+iv => fˡ(z) =

2 fˡ(z)

[real 𝐟(𝐳)]𝟐 = 2 fˡ(z) 𝟐


5) If f(z) is analytical function with constant modulus ,then show that f(z) is constant.
Solution:
let f(z) is constant modulus
f(z) = u+iv
f(z) = 𝑢2 + 𝑣2 = constant
𝑢2 + 𝑣2 = c

𝑢2 + 𝑣2 = 𝑐2 = c1

Differentiate w.r.t ‘x’

=0→①

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Differentiate w.r.t ‘y’
=0→② By C-R
equations

① =0→③

=0→④

Multiply ③ * v  uv =0

④*u =0
Subtract then uv

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u=c
Similarly

=c
v = c f(z) is
constant

Conformal Mapping :
A transformation w = f (z) is said to be conformal if it preserves angel between
oriented curves in magnitude as well as in orientation.

Bilinear Transformation :
is called the bilinear transformation or
mobius transformation. Where a,b,c,d are complex constants.

The method to find the bilinear transformation if three points and their images are given
as follows:
We know that we need four equations to find 4 unknowns. To find a bilinear
transformation we need three points and their images.

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in cross ration, three are four points (w,w1, w2,w3,) = (z,z1, z2, z3,)
(w−w1)(w2−w3) (z − z1) ( z2−z3)
=
(w1−w2) (w3−w) ( z1−z2) (z3−z)
az+b
Since we have to get w = , we take one point as ‘z’ and its image as ‘w’

Problems about bilinear transformation:


1) Find the bilinear transformation on which maps the points (-1, 0, 1) into the points (0,i,3i) in w-plane
Solution : In z-plane, z1 = -1, z2 = 0, z3 = 1
In w-plane, w1 = 0, w2 = i, w3 = 3i
In cross ration,
(w,0,i,3i) = (z,-1,0,1)

(w−w1)(w2−w3) (z − z1) ( z2−z3)

=
-2wi(1-z) = (z+1) [ - [i(3i-w)]]
-2wi + 2wiz = -[-3-wi](z+1)
-2wi + 2wiz = 3z + wiz + 3 +wi

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w
=
-3wi
- + wiz = (3z + 3) w[i(3-z)] = z(z+1) w

= = 0], z2 = i, z3 = 0
2) Find the bilinear transformation which maps the points (α,i,0) in
the z-plane into (0,i,α) in the w-plane.

Solution: In z-plane, z
1 1

In w-plane,
(w−w1)

(w −w )( − w) ( − z ) (z z )1 2 w3ˡ =
z1ˡ 2 3− ((ww−w1−w2) ( w𝑤3) ( −𝑍1z2) (z3−z) w3ˡ z1ˡ

3) Find the bilinear transformation that maps the points (0,i,α) respectively into (0,1, α).

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az+b
The transformation w =
The roots of this transformation are called fixed points or invariant points.
z= ( we know that w = f(z) ) z(cz+d) =
az+b c z2 +dz = az+b c 𝐳𝟐+(d-a)z – b = 0
Problems:
1) Find the fixed points of the transformation w =
Solution: The roots of above transformation are called fixed points

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put w | https://telegram.me/jntua

=zz= z(z+1)
= z-1 z2 +z – z +1
= 0 z2
+1 = 0 z2 = -1 z = ±

i fixed points ± i
2) The fixed points of the transformation w =

Solution: put w = z

z=
z(z+2) = (z-i+1) ( a =1, b =1, c =1-i)
z2 +2z = z-i+I
z2+z+i-I = 0
−𝐛 ± 𝐛𝟐 −𝟒𝐚𝐜 −1 ± 1 +4 (1 −i )
z= 𝟐𝐚 = 2
−1 ± 1+ 4 − 4 i −1 ± 3 −4
iz = 2 = 2
−𝟏 + 𝟑− 𝟒𝐢 −𝟏 − 𝟑− 𝟒𝐢
𝟐 & 𝟐
3) Determine the bilinear transformation whose fixed points are 1,-1 Solution:
Given fixed points are z = 1,-1

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az+b | https://telegram.me/jntua
The roots of the transformation is w = are called fixed points put w = z cz+d
az+b
z=
cz2+(d-a)z – b = 0 (z+1)(z-
1) = 0

z2 -1= 0 (c =1, d =0, a =0, b =1)

w=

Problems on images:
1) Write the image of the triangle with vertices (i,1+i,1) in the z-plane under the transformation w = 3z+4-2i
Solution: y

(x,y) = (1,0)
In w-plane:

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y
in z-plane Transformation z =i 
x+iy = 0+i w= 3z+4-2i (x,y) = (0,1) w=
3(x+iy)+4-2i z= 1+i  x+iy = 1+i u+iv = w

(x,y) = (1,1) u = 3x+4, v= 3y-2

x z- plane
(1,0)
z =1  x+iy = 1

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i) (x,y) = (0,1)  (u,v) = (4,1) ii) (x,y) =
(1,1)  (u,v) = (7,1) iii) (x,y) = (1,0)  (u,v) = (7,-2) (0,1) (1,1)
(4,1) (7,1)
Conclusion:
The image of the triangle whose vertices (i,1+i,1) is mapped as triangle x
whose vertices (4,1) ,(7,1), (7,-2) in w-plane under the transformation (7,-2)
w=3z+4-2i w-plane
1 1
2) Find the image of the infinite strip 0 < y < under the transformation w =
2 z

Solution: In z –plane
the infinite strip between the lines y =0, y = .
Transformation:
1 y
w=z
1z =
1
𝑤 x+iy = y=2
𝑢−𝑖𝑣
x+iy =
x 0 x
,y= Y=0
=

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In w –plane z - plane| https://telegram.me/jntua
i) y = 0 ii) y =
0 = -v u2 + v2 = -2v v = 0 Conclusion: 1
The image of infinite strip 0 < y < is transferred as straight line (v=0) or circle under the transformation w =
2

π z

3) Find the image of the region in the z- plane between the lines y = 0 and y = under the transformation w
= e2
Solution: In z –plane
The lines are y =0, y =
Transformation
w = ez

u+iv = ex+iy = ex eiy y = 0 u+iv = ex


[cosy+isiny] u = ex cosy v = e𝑥 siny

In w-plane
i) y =0  u = ex, v = 0
π x

ii) y =  u = 0, v = e

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2
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y

π
v=0 y=2

x
0
z - plane
u=0
v

u
0
w - plane

Conclusion:
π
The image of the region lines y = 0 & y = are transferred as first quadrant in the w-plane under the
2
transformation w = ez
1

4) Show that transformation w = z + maps the circle z = c into the eclipse u = (c + ,v= (c - . Also
discuss the z case when c = 1 in detail.

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Solution: Z –plane Transformation


1
The circle z = c

w
=z
+
z

x + iy = c w=r

x2 +y2 = c u+iv = r(rcos 𝐱𝟐 +𝐲𝟐 =𝐜𝟐 u+iv =

(r+ u = (r+ v = (r-


w –plane

z=c y
z = r ( r =c) z =c
we know that 𝐜𝐨𝐬𝟐θ +
𝐬𝐢𝐧𝟐θ = 1 x
Case: When c = 1
z=1 , r=1
u =2 cosθ , v = 0

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u+iv = 2 cosθ + i (0)www.android.universityupdates.in
2 sinθx u = 2 v = 0 | www.universityupdates.in | https://telegram.me/jntua
y
Conclusion:
𝟐 u2 v2
a2 + b2 = 1
The image of circle z = c is transferred as eclipse =1 in w –
plane and also the image of circle z = 1 when
c = 1 is transferred as straight lines u =2 & v = 0 in w – 0
plane under the transformation w = z + .

𝐮 𝐯𝟐
𝟐
5) Discuss the transformation of w = sinz using example. 1 𝐚𝟐
z y
+
𝐛

Solution: Transformation w = sinz X =c


w = sin (x+iy) w =
sinxcosiy + cosxsiniy
0
u+iv = sinxcoshy + icosxsinhyx
u = sinxcoshy v=
cosxsinhy

Example: In z –plane In w –plane


uvz = 1 ,
x=c coshy = , sinhy =
sinx cosx

𝐱𝟐+ 𝐲𝟐 = 1

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put x = c y 𝐮𝟐 𝐯𝟐
Conclusion: cos 2 hy - sinh 2 y = 1 𝐚𝟐 - 𝐛𝟐 = 1
The image line x
= c is transferred as hyperbola =1 x
0
in w – plane under
the transformation w = sinz.
y
6) Discuss the transformation of w = cosz
y =c
Solution: Transformation on w = cosz
v= -
w = cos(x+iy) w = cosxcosiy – sinxsiniy u+iv =
, 0
cosxcoshy – isinxsinhyx u = cosxcoshy

sinxsinhy In

z- plane In w-plane y = c cosx = sinx = -

put y = c y

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u2 v2
a2 + b 2 =1

Conclusion:

The image of line y = c is transferred as ellipse under the transformation w = cosz.

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Unit – 2
Complex Integration

Line Integral:
suppose f(z) is a complex function in the region R, and C is a smooth curve in R. Consider an interval

x1 < x2 … < xn < b are points in (a, b). y


(a, b) and a <
∆ xr = xr - xr−1 are chord vectors, then
x

r=1n ∆ xr = ab f z dz

Where the summation tends to a limit and independent of the points choice. The
limit exists if f(z) is continuous along the path.

Evaluation of the integrals: f z dz = (u + iv)(dx + idy) = udx − vdy +

i(udy + vdx) where u and v are functions of x.

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Problems:
1) Evaluate cx2 + ixydz from A(1, 1) to B(2, 8) along x = t and y = t3.

Solution: Along x = t, y = t3 , dx = dt, dy = 3 t2 dt , The limits for t are 1 and 2 c

x2 +ixy (dx+idy) = c x2dx−xydy)+i(xy dx+x2dy


2 2 dt - 3 t6 dt + i4 t4 dt = 𝒕^𝟑-3 𝒕^𝟕+i4 𝒕^𝟓(apply the lower
= 1t 𝟑 𝟕 𝟓

and upper limit)


𝟏𝟎𝟗𝟒 𝟏𝟐𝟒𝐢

=- +
𝟐 𝟓

1+i 2 dz along y = x2
2) Evaluate 0 z

1+i 2 dz along y = x2 , dy = 2x dx
Solution: 0 z

1+i 2- y2+2ixy)(dx+ idy)


= 0 (x

1 2- x4) dx - 2 x3 2x dx + i(x2- x42xdx+2 x3dx)

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= (x | www.universityupdates.in | https://telegram.me/jntua
0
𝟐 𝟐
= - +i
𝟑 𝟑

2+i

3) Evaluate 1−i 2x + 1 + iy dz along (1-i) to (2+i).


Solution: Along (1-i) to (2+i) is the straight line AB joining (1,-1) to (2,1).

The equation of AB is y-1 = - (x-2) y-2x =


-3, y = 2x-3, dy = 2dx
X varies from 1 to 2
2+i2
1−i 2x+1+iy dz = 1 2x+1 dx – (2x-3)2dx + i[2x-3]dx + (2x+1)2dx]
2
B (2,1)
= 1 −2x+7 dx + i(6x-1)dx
x2 x2

= -2 +7x+i(6 -x)|(apply the lower


2 2
A(1,-1)
and upper limit)
𝟐+𝐢
𝟏−𝐢 𝟐𝐱+𝟏+𝐢𝐲 dz = 4+8i

(1,1) 2 +5y+i(x2 −y2)]dz along y2 = x.


4) Evaluate (0,0) [3 x

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Solution: Along 𝐲𝟐 =x, 2ydy =www.android.universityupdates.in
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(0(1,0),3)[3 x2 +5y+i(x2 −y2)][dx+idy] = 01 3 y42ydy+5y2y - (y4 −y2)dy + i[(3y4+5y)dy+ (y4 −y2)2ydy]


y6 y5 y3 y6 y5 y4 y2
=5 - + 11. + i(2 +3 -2 +5 ) (apply the lower
6 5 3 6 5 4 2

and upper limit)


𝟏𝟐𝟗 𝟒𝟒𝐢

= +
𝟑𝟎 𝟏𝟓

(1,3) 2ydx+(x2 −y2)dy along a) y = 3 x2 b) y =3x.


5) Evaluate (0,0) x

Solution: a) y = 3 𝐱𝟐 , dy = 6xdx, x varies from 0 to 1.

(0(1,0),3) x2ydx+(x2 −y2)dy = 01 3 x4dx+ (x2 −9x4)6xdx

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(1,3) 5 4

(0,0) x2ydx +(x2 − y2)dy =3


x5 + 6 x4 -54 x66

𝟔𝟗

=-
𝟏𝟎

b) y = 3x , dy = 3dx, x varies from 0 to 1.


(1,3)

(0,0) x2ydx +(x2 − y2)dy =


01 3 x3dx + (x2 − 9x2)3dx

𝑥4 𝑥3

=3 - 24 (apply the lower


4 3

and upper limit)


𝟐𝟗

=-
𝟒

6) Evaluate c 3z + 1 dz where C is the boundary of the square with vertices at the points z = 0, z = 1, z =1+I,
z = i and the orientation of C is anti-clockwise. Solution: C is the square OABC

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3z + 1 dz = c1 3z + 3z +1 dz + c4 3z +1 dz 1 dz
c

+ c2 3z + 1 dz + c3
B(1,1)
Along C𝟏= OA
y =0,
dy =0 C(0,1)
1 x2
x+1)dx = 3
X varies from 0 to 1 c1 3z+1 dz = 0 (3 2 + x(apply
the lower and upper limit)

Z=0 0 Z=1

A(1,0)
𝟓
=
𝟐

Along 𝒄𝟐= AB

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varies from 0 to 1
1 𝟑 c2 3z + 1 dz = i 0 [3 (1+iy)+1]dy = 4i - 𝟐

Along 𝒄𝟑= BC y =1, dy=0 x


varies from 1 to 0

0 𝟑 c3 3z + 1 dz = 1 [3 (x +

i)+1]dx = - 𝟐 -3i-1

Along 𝒄𝟒= CO x =0, dx=0 y


varies from 1 to 1

1 𝟑 c4 3z + 1 dz = 1

[3𝑖𝑦 + 1]idx = 𝟐 -i
𝟓 𝟑 𝟓 𝟑 c 3z+1 dz= =𝟐 +𝟒𝒊− 𝟐 − 𝟐
−𝟑𝐢−𝐢+ 𝟐 =𝟎

c 3z+1 dz=0

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(1,1) 2 +4xy+ix2]dz along y = x2 7)
Evaluate (0,0) [3 x
Solution: y = 𝐱𝟐, dy = 2xdx,

(0(1,0),1)[3 x2 +4xy+ix2] = 01(3 x2+4 x3+i x2)(dx+i2xdx)

1 2+4 x3-2 x3)dx + i(6 x3+8 x4+ x2)dx


= 0 (3 x

=1+1 - + i( + - ) (apply the lower


and upper limit)
𝟑 𝟏𝟎𝟑𝐢

= +
𝟐 𝟑𝟎

8) Evaluate c y2 + 2xy dx + x2 − 2xy dy , where is the boundary of the region by y = x2 and x = y2

Solution:
C1: Along OA, y = x2, dy = 2xdx X varies from 0 to 1 c1 y2 + 2xy dx + x2 − 2xy dy = 01( x4+2 x3)dx + (x2

3)2xdx = 𝟐𝟓 C2: Along ABO, x = y2, dx = 2ydy y varies from 1 to 0 -


2x

c2 y2 +2xy dx + x2 −2xy dy =

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1 2+2 y3)2ydy + (y4 - 2 y3)dy = -1 Y = x2 ,
= 0( y
B
A
𝐜 𝐲𝟐 + 𝟐𝐱𝐲 𝐝𝐱 + 𝐱𝟐 − 𝟐𝐱𝐲 𝐝𝐲 = -1 + 𝟐 𝟓 = - 𝟑 𝟓 c
0
y2 = x
Cauchy’s theorem
If f(z) is analytical and fˡ(z) is continuous inside and cˡ on a simple
closed curve C, then c f(z)dz = 0.
Proof: Suppose R is the region bounded by C f(z) = u+iv z=
x+iy

R
Where C
c f(z)dz = c(u + iv)(dx + idy) = c udx − vdy + i(udy
+ vdx)

߲. u߲. u߲. v߲. v


Since fˡ(z) is continuous, ߲. x , ߲. y, ߲. x , ߲. y exist and are continuous in
R.

According to Green’s theorem


߲. v߲. u

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c udx + vdy = . R(߲. x − ߲. y) dxdy
߲. v߲. u ߲. V߲. U

cf z dz = . R(− ߲. x − ߲. y) dxdy + i . R(߲. Y − ߲. X) dxdy


߲. 𝑈߲. u ߲. V
߲. 𝑉
Since f(z) is analytic . .
c f z dz = R(߲. 𝑌 − ߲. y) dxdy + i R(߲ . Y − ߲. 𝑌)
dxdy
߲. u߲. v
߲. u߲. v
߲. x = ߲. y and ߲. y = -
߲. x
𝐜𝐟 𝐳 𝐝𝐳 = 0

Cauchy’s Integral Formula


If f(z) is analytical within and on a simple closed curve and cˡ a is any point inside C, then
1 f(z)dz

f(a) = 𝟐𝛑𝐢 c (𝐳−𝐚)

proof: C is a closed curve and a is any point inside C, Enclose a within a circle C whose radius is r and the
centre is at a. Now C is inside C.
f(z) is not analytical
inside C.
(𝐳−𝐚)

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By Cauchy’s theorem for multiple connected region c g z dz = cˡ g z dz
f(z)

g(z) = (𝐳−𝐚) C

z
Where cˡ is z−a = r .a

z – a = reiθ, z = a + reiθ

dz = rieiθdθ
θ varies from 0 to 2π in cˡ

c cˡ f(𝐳−𝐚z dz) = θ
c f(𝐳−𝐚z dz) = 02π f(a + r(erie i)θ r)ei
θdθ = i 02π f(a + re θ)d
i

As r → 0,cˡ → 0
𝐟 𝐳 𝐝𝐳 2π
𝐜 (𝐳−𝐚) = i 𝟎 f(a) dθ = f(a) 2π i
f z dz
f(a) = c (𝐳−𝐚)

2πi

Cauchy’s integral formula for the derivatives


f z dz 1

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f(a) = c (𝐳−𝐚)
2πi
Differentiating with respect to a successively
f z dz 1

fˡ(a) = 2πi c (z−a)2


2 f z dz

fˡˡ(a) = c (z−a)3

2πi

f iii (a) = 2.3 c (fz−az dz)4


2πi

f iv (a) = 2.3.42πi c (fz−az dz)5

.
.
.

f n(a) = 2n!πi c (z−af z )dzn+1

We can evaluate easily the integrals of complex functions using this formula.

Problems:
𝐳ezdz

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1) Evaluate c (z+2)3 where C is 𝐳 = 3. Solution:
z = -2 lies inside z = 3
According to Cauchy’s integral formula
1 f z dz z a = -2] fˡˡ(a) = c (z−a)3 ,
[f(z) = z e
πi2
fˡ(z) = z ez + ez fˡˡ(z) = z ez +
2ez fˡˡ(-2) = - 2e−2 + 2e−2=0
𝐳𝐞𝐳𝐝𝐳

𝐜 (𝐳+𝟐)𝟑 = 0.
dz

2) Evaluate c z3(𝐳+𝟒) where C is 𝐳 = 2 using Cauchy’s integral formula.

Solution: z = 0 lies inside C and z = -4 lies outside.


According to Cauchy’s integral formula
1
2 f z dz

fˡˡ(a) = 2πi c (z−a)3 [a=0 and f(z)= (𝐳+𝟒) ] fˡ(z)= − fˡˡ(z) =

and fˡˡ(0) =
𝐝𝐳 𝐢𝛑
𝐜 𝐳𝟑(𝐳+𝟒) = 𝟑𝟐

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(z3−sin3z)dz
π
(z− 2 )3
3) Evaluate c where C is 𝐳 = 2 using Cauchy’s integral formula.

Solution: According to Cauchy’s integral formula


1 f z dz 3 − sin3z] fˡˡ(a) = c (z−a)3 [a= and f(z) = z
πi
<2, z = lies inside C: 𝐳 = 2 fˡ(z)= 3z2-
3cos3z fˡˡ(z) = 6z+9 sin3z fˡˡ( ) = 3π-9
𝐟 𝐳 𝐝𝐳

𝐜 (𝐳−𝐚)𝟑 = πi(3π-9 )
𝑑𝑧

4) Evaluate 𝑐 𝑒𝑧(z−1)3 where C is 𝐳 = 2 using Cauchy’s integral formula.

𝑑𝑧 𝑒−𝑧𝑑𝑧

Solution: 𝑐 𝑒𝑧(z−1)3 = 𝑐 (z−1)3

z = 1 lies inside C i.e|z|=2


f(z) = 𝑒−𝑧

According to Cauchy’s integral formula


1 f z dz c (𝒛−𝒂) =

f(a), [ a =1]

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1 f z dz fˡˡ(a) = πi c (z−a)3
fˡ(z)=- 𝑒−𝑧 fˡˡ(z) = 𝑒−𝑧, fˡˡ(1) = 𝑒−1
𝑒−𝑧𝑑𝑧 𝐢𝛑

𝑐 (z−1)3 = 𝐞

5) Using Cauchy’s integral formula evaluate 𝑧4𝑑𝑧 where C is ellipse and 9 𝑥2+4 𝑦2 = 𝑐
(z+1)(z−𝑖)2
36.
𝑧4𝑑𝑧

Solution: 𝑐 (z+1)(z−𝑖)2
𝑧4𝑑𝑧 𝑧4𝑑𝑧 𝑧4𝑑𝑧

= 𝑐 (z+1)(1+𝑖)2 - 𝑐 (z−i)(1+𝑖)2 + 𝑐

(z−𝑖)2 Splitting into partial fractions z = -1 and z = i lie inside 9 𝑥2+4 𝑦2 = 36


f z dz
1
2πi c (𝐳−𝐚)
f(a) =
f z dz 1
c (z−a)2 = fˡ(a)
2πi
f(z) =z4, a = -1, f(-1) = 1, a=I, f(i) =1
fˡ(z) = 4z3 and fˡ(i) = -4i

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z4dz
c (z+1)(z−i)2 = 2πi - 2πi + 2πi (-4i)
= = 4π(1-i)
logzdz1

6) Evaluate c (z−1)3 where C is 𝐳−𝟏 = 𝟐 using Cauchy’s integral formula


Solution:

. .
1
(𝟐,0) (1,0)

According to Cauchy’s integral formula


1 f z dz fˡˡ(a)

2 c (z−a)3 = 2! [

a =1] πi 1
𝐳 − 𝟏 = is a circle whose centre is (1,0)
𝟐

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and
radius is , a=1 lies inside C
z2
𝟐
f z dz
1 f(z) =
logz, fˡ(z)= , fˡˡ(z) = - , fˡˡ(1) = -1
𝐳
1

fˡˡ(a) =πi c (z−a)3


𝐥𝐨𝐠𝐳𝐝𝐳

= - πi
𝐜 (𝐳−𝟏)𝟑
(z2−z−1)dz 1

7) Evaluate c z(z−i)2 where C is 𝐳 − 𝟐 = 1


Solution:
According to Cauchy’s integral formula
f z dz c (z−a)= 2πif(a)
z =0 inside C and z=i is outside C
2 f(z) = , [a=0, f(0) =1]

2
(𝐳𝟐−𝐳−𝟏)𝐝𝐳

𝐜 𝐳(𝐳−𝐢)𝟐 = 2π𝐢

(3z2+7z+1)dz

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9) If F(a) = c (z−a) using Cauchy’s integral formula
www.android.universityupdates.in where C is 𝐳 = 2, F(1),
| www.universityupdates.in F(3), fˡˡ(1−i) .
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(3z2+7z+1)dz

Solution: Suppose F(a) = c (z−a)


(3z2+7z+1)dz

F(1) = , [z=1 lies inside C]


c (z−1)
f(z)dz
c (z−a) = 2πi f(a)
[f(z) = 3z2 +7z+1, f(1) = 3+7+1 =11]

2 c =
2πi 11 = 22 πi = F(1)

F(z) = c dz, [z=3 is outside C]

2 c
= 0 = F(3)

a = 1-i is inside C
F(a) = 2πi(3 a2+7a+1)
Fˡ(a) = 2πi(6a+7)

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Fˡˡ(1-i) = 12πi

Complex Power Series


Taylor’s Theorem:
If f(z) is analytic inside and a simple closed circle C with centre at a, then for z inside C f(z) = f(a) +
fˡ(a) (z-a) + fˡˡ(a) (z − a)2+ fˡˡˡ(a) (z − a)3+...
2! 3!
Proof: Let Z be any point inside C, then enclose z with a circle cˡ , with centre at a , let w be a point on cˡ ,
then
1 1 1 z−a −1

converges

uniformly

multiplying

both sides by f(w) and integrating with respect to w on cˡ cˡ 𝑓(w−zw dw) = cˡ 𝑓(w−aw dw) +(z-a) cˡ 𝑓(w−aw dw)2 + (z −

a)2 cˡ 𝑓(w−aw dw)3 +…+ (z − a)𝑛 cˡ (w−a𝑓 w )dw𝑛+1

f(w) is analytic on cˡ

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1 𝑓 w dw
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cˡ (w−z)
f(z) = (f)𝑛 2πi 1

(a) 𝑓 w dw

and n! = 2πi cˡ (w−a)𝑛+1 Dividing by 2πi

1 𝑓 w dw 1 𝑓 w dw (𝑧 −𝑎 ) 𝑓 w dw ( z−a ) 2 𝑓 w dw ( z−a ) 𝑛 𝑓 w dw cˡ (w−z) = 2πi cˡ (w−a) + 2πi cˡ (w−a)2 + 2πi (w−a)3 +…+ 2πi cˡ
(w−a)𝑛+1+…

2πi

2𝑛 f(z) =
f(a)+(z-a) fˡ(a)+ fˡˡ(a)+…+ (f)𝑛(a)+…
2! ! n
This is Taylor’s series of f(z)
if z-a = h
h2 h𝑛

f(a+h)=f(a) + h fˡ(a)+ fˡˡ(a)+…+ n! (a)+… 2! (f)𝑛 if


a=0, h=z
z2 z𝑛 𝑛

f(z)=f(0) + z fˡ(0)+ 2! fˡˡ(a)+…+ n!

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This is a Maclaurin’s series of f(z)
Q a.
Laurent series C2 Cˡ
If f(z) is analytic in a ring R bounded by two concentric circles C1and C2 of radii r1 and r2,
(r1 > r2) with centre at a then for all z in R P f(z) = a0 + a1 (z-a)+ a2 (z − a)2+…+ b + b + …
1 2
1
(z−a) (z−a )2 C1
𝑓 w dw

Where a𝑛 = 2πi C1 (w−a)𝑛+1


𝑓 w dw1

and b𝑛 = 2πi C2 (w−a)−𝑛+1

Where cˡ is any curve in R encircling C𝟐


Proof: Consider cross cut PQ and f(z) is analytic in the region Rˡ bounded by PQ, z is any point in Rˡ.
𝑓 𝑤 𝑑𝑤 𝑓 w dw 𝑓 𝑤 𝑑𝑤 𝑓 w dw

f(z) = [ PQ (w−z) - C2 (𝑤−𝑧) - QP (w−z) + C1 (𝑤−𝑧) ]


2πi
𝑓 w dw 𝑓w dw

f(z) = [ C1 (𝑤−𝑧) - C2 (𝑤−𝑧) ]  Equation 1


2πi

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Where C1 and Cwww.android.universityupdates.in
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Consider
(z−a )𝑛 𝑓 w dw
𝑓 w dw 𝑓 w dw 𝑓 w dw
1 1 (𝑧−𝑎 )
1 (𝑤−𝑧 ) = +
(w−a)2 2πi C 2πi C1 (𝑤−𝑎) 2πi C1 +…+ 2πi
∞ (z−a )
𝑛 𝑓 w dw C1 (w−a)𝑛+1 +…
= 𝑛=0 2πi C 𝑛+1

= 𝒏=𝟎(𝐳 − 𝐚)𝒏 a𝒏  Equation 2


f w dw
1
Where an = 2πi C1 (w−a)n+1
1 f w dw
Consider C2 (w−z)
2πi
For C2, w-a < z-a

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1
f w dw 1 f w dw f w dw
C 2πi C2 (z−a) + 2πi C2 (w−a)−1 +
𝑐2 2πi (w−a)−3
2πi
=∑b 𝐧  equation 3 Where
f w dw

1
bn = 2πi C2 w−a −n+1

Substituting equations 2 & 3 in 1, we get f(z) = 𝐧=𝟎(𝐳 − 𝐚)𝐧 a𝐧 + 𝐧=𝟏 𝐳 − 𝐚 −𝐧 b𝐧 This is called the Laurent series of f(z)

The first part 𝐧=𝟎(𝐳 − 𝐚)𝐧a𝐧 is called the analytic part and the second part

𝐧=𝟏 𝐳 −𝐚 −𝐧 b𝐧 is called the principal part. If the principal part is zero, the series reduces to the Taylor’s series
Problems
1) Expand log z by Taylor’s series about z = 1.
Solution: The given function is f(z) = log z fˡˡˡ(a)
Taylor’s series is 3! (z − a)3+...+
( a)
fnn! (z fˡˡ(a) − a)n+…
a=1, f(1) f(z) = f(a) + fˡ(a) (z-a) + 2! (z − a)2+ = 0

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1
fˡ(z) = z , fˡ(1) = 1,

1
fˡˡ(z) = - z2 , fˡˡ(1) = -1,

2
fˡˡˡ(z) = z3 , fˡˡˡ(1) = 2, f iv(z) =

−3!
z4 , f iv(1) = -3!

log z = (z-1) - (𝐳 − 𝟏)𝟐+ 13 (𝐳 − 𝟏)𝟑- 14 (𝐳 − 𝟏)𝟒+…+ (−𝟏)𝐧−𝟏n(𝐳−𝟏)𝐧+…

7𝑧−2

2) Obtain all the Laurent series of the function about z = -1


𝑧+1 𝑧(𝑧−2) 7𝑧−2

Solution: f(z) =
𝑧+1 𝑧(𝑧−2)

put z+1 = u , z = u-1 z-


2 = u-3
7z−2 7 u−1 −2 A B C

z+1 z(z−2) = u u−1 (u−3) = u + u−1 + u−3


7u−9

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u→0 u−1 (u−3) 7u−9

B = lim =1
u→1 u (u−3)
7u−9 C
= lim = 2 u→3 u−1 u

- 3 + 1 + 2 = - 3 - 1 − u −1 - 2 1 − u −1 u u−1
u−3 u3 3

2
= - 3 - (1+u+ u2+ u3+… ) - (1+ u + u2 +…) u 3 9
3

= - 𝐮𝟑 - 𝟓𝟑 -(1 + 𝟑𝟐𝟐 )(z+1) -(1 + 𝟑𝟐𝟐 ) (𝐳 + 𝟏)𝟐−(1 + 𝟑𝟐𝟒 ) (𝐳 + 𝟏)𝟑+…

3) Expand is the region


(i) 0 < z − 1 < 1 (ii) 1 < z < 2 (iii) z > 2
Solution:

(i) = -
z−1 <1

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- = -

=- - =-1−z−1
= - (1+(z-1) + 𝐳 − 𝟏 𝟐 + 𝐳 − 𝟏 𝟑 + ⋯ ) − 𝟏
(𝐳−𝟏)

1
(ii) 1 < z , z <2, z < 1, <1
z 2
1 z −1 1 1 −1
11 - =- - 1− 1−
2 2 z z
(z−2) (z−1)
𝐳𝟑 𝟏 𝟏+ 𝟏
−𝟏 𝐳 + ⋯) 𝐳𝟐

= 𝟐 (1+ 𝟐 + 𝟒 + 𝟖 +…) - 𝐳 ( 1 + 𝐳 𝐳𝟐
2

(iii) |z|>2,2<|Z|, <1, z

(z−2)
(z−1) ) z
z

= 1 1− 2 −1 - 1 1− 1 −1
z z z z
(1+ + …) - zzzzzz

n−1

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= n=1 | www.universityupdates.in | https://telegram.me/jntua

𝟏 𝐧−𝟏-1) (𝟐
𝐳
zn - n=1 zn

(z2−1) 4) Find the


Laurent series expansion of the function if 2< z <3.
(z+2)(z+3)

Solution:
(z2−1)

f(z) = =1-
(z+2)(z+3)

38 = 1+
-
(z+2) (z+3)

=1+

-
z
3
3 2 −1 8 z
= 1+ z
1+ z
-3 1+ 3

= 1+ +…)

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n−1n−1zn−1 | https://telegram.me/jntua
n

= 1+3 n=1 zn +8 n=1 n

𝐧−𝟏 𝟖𝐳𝐧−𝟏
𝐧 𝟐
−𝟏 (−
= 1+ 𝐧=𝟏 𝐳𝐧 + 𝟑𝐧 )
e2z

5) Expand f(z) = (z−1)3 about z=1 as Laurent series. Also indicate the region of convergence of the series.
e2z
Solution: f(z) =
3
(z−1)

put z-1 =u, z= 1+u


e2z
= = = (1+2u+ +…)

𝟏 𝟏 𝟐
𝟐
𝐞 ( + + 𝐳−𝟏 + ⋯ )
= 𝐳−𝟏 𝟑 𝐳−𝟏 𝟐

6) Express f(z) = in a series of positive and negative powers of z-1.


(z−1)(z−3) z

Solution: f(z) =
(z−1)(z−3)
z A B

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=
(z−1)(z−3) (z−1) (z−3)
z 1

A = lim =-
z→1 (z−3) 2 z 3

B = lim = z→3 (z−1) 2

f(z) = - = -
1
= z−1 - 2(z−1)

3 (z−1) 3
z−1)−1 - - +
=- 3 (1 2(z−1) 4 (1+ 2 22 − 1 z−1 2 +…) -
4 2
𝐳−𝟏 𝐧
𝟏 𝟑
𝟐

= 𝟐(𝐳−𝟏) - 𝟒 𝐧=𝟎

Contour Integration
Singular points
Singular point: A point at which f(z) ceases to be analytic is called a singular point.
Isolated singular point: Suppose z=a is a singular point of a function f(z) and no other singular point of f(z) exists in a
circle with centre at a, then z=a is said to be an isolated singular point.

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In such a case f(z) can be expanded by Laurent | www.universityupdates.in
series around z=a | https://telegram.me/jntua
Pole: If the principal part of f(z) consists of a finite number of terms b1, b2... bn bn≠
0 then (z-a) is said to be a pole of order n.

if n=1, z=a is said to be a simple pole.(note: if f(z) has a pole at z=a, then

Removable singularity: If a single valued function f(z) is not defined at z=a and f z exists, then
z=a is said to be a sin z removable singularity f(z) = , z=0 is a removable
singularity. z

Essential singularity: If the principal part of f(z) consists of an infinite number of terms, then z=a is said to be an essential
singularity

ez= z=0 is an essential singularity.

Singularity at infinity: Suppose we substitute z= 1 , f(1 ) = F(w) (say), then the singularity at w=0 of F(w) is called the w
w
singularity at infinity. ez has an
essential singularity at z =∞, since e z has an essential singularity at z=0.

Entire function: A function which is analytic everywhere in the finite plane is called an entire function or integral function.
Examples: ez , sin z, cos z are entire functions.
Note: An entire function can be represented by a Taylor series which has an infinite radius of convergence. Conversely, if a
power series has an infinite radius of convergence, it represents an entire function.

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Liouville’s theorem: If f(z) iswww.android.universityupdates.in
analytic and bounded, i.e| f(z) www.universityupdates.in | https://telegram.me/jntua
< m for some constant m in the entire complex plane, then f(z) is
a constant.

Residue: We know that c (z−adz ) = 2πi where C is z − a = R and c (z−adz) = 0, if n ≠ -1.

c f z dz = 2πi b1where C is the circle with centre at a and f(z) is expanded in Laurent series. b1is said

to be the residue of f(z) at z=a [ the coefficient of in the principal part of the Laurent series of
f(z)].
Cauchy’s Residue Theorem:
Statement: If f(z) is an analytic function inside and on a closed curve ‘C’ except at a finite number of points, inside C, then
cf z dz = 2πi ( sum of the residues at the points where f(z) is not analytic and which lie inside C).

If the poles of order one and n then the residues are

d dn−1 nf(z)]

limz→a dz [(z−a) f(z)], lim dzn−1!n−1[(z−a) z→a eiz 1) Find the poles of the function and the

corresponding residues at each pole, f(z) = (z2+1)


eiz

Solution: The given function is f(z) = (z2+1) , f(z) is not analytic at z = i and z = -i

Therefore, the poles of f(z) are i and -i, both are simple poles If
z=a is a simple pole, then the residue at z= a is lim(z−a)f z z→a

Res z=i= lim(z−i)f z = lim(z−i) eiz 𝐢 −𝟏


=- 𝐞

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www.android.universityupdates.in | www.universityupdates.in 𝟐
| https://telegram.me/jntua
z→iz→i (z+i)(z−i)
eiz 𝐢

Res z= -i= lim(z+i)f z = lim(z+i) = 𝐞. z→−iz→−i (z−i)(z+i) 𝟐


2𝑧

2) Find the poles of the function and the corresponding residues at each pole, f(z) = 𝜋 .
6

2𝑧 𝜋

Solution: The given function is f(z) = 𝜋 , z- is a double pole


6
6
2 𝜋

6𝜋 lim𝜋 dzd 𝑧(z−𝜋 6)2


Res at z = =

z→ 6 6
𝝅 𝝅 𝟏 𝟑 𝟑
= 𝒍𝒊𝒎 2 sinz cosz =2 Sin Cos =𝟐 =
𝐳→𝝅
𝟔 𝟔 𝟐 𝟐 𝟐
𝟔

z sinz

3) Find the residue of (z−π)3 at z = π.


z sinz

Solution: The given function is f(z) = (z−π)3 , z = π is a pole of order 3

If z = a is a pole of order 3, then residue at z = a is

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[(z − a)
limz→an−1! dz dn−1n−1 nf(z)] (a = π )
1 d2

Res at z = π = z→πlim dz2 (z sinz)

d
= lim (z =
cosz + sinz) z→π dz lim (cosz
– z sinz + cosz ) = -1. z→π

(cosπz2+sinπz2)dz where C is z = 3.
2 2
4) Evaluate c z−1 2(z−2)

2 (z−2)

Solution: The given function is f(z) = , z = 1 is a double pole


and z = 2 is a simple pole, z→1 dzz→1 dz (z−2) both lie inside C. z−1
2+2zcosπz2)−cosπz2 2

Res at z = 1 = lim z−2 2 d[ z − 1 2f(z)] = lim d (cosπz2+sinπz2)


(cosπz 2 +sinπz 2 )
3 z→2 z−1 2
=1 z→1

=
lim =

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Res at z = 2 = lim z −
2 f(z) = lim z→2

According to residue theorem


(cosπz2+sinπz2)dz
= 2 𝛑i(sum of the residues) = 2 𝛑i(3+1) =8 𝛑𝐢 c z−1
2(z−2)

z secz dz 2+9 y2=9

5) Evaluate c 1−𝑧2 where C is 4 x


z secz Solution:
The given function is f(z) = 1−𝑧2 z=1 and -1 are simple poles and 4 x2+9 y2=9 is a ellipse whose semi minor and

major axes are 1 and .1 and -1 both

lie inside C. y z secz sec1


Res at z=1 = lim (z-1)f(z) = lim - =-
z→1 z→1 z+1 2 z secz sec1 (0,1)
Res at z= - 1 = lim (z+1)f(z) = lim - =-
z→−1 z→−1 z−1 2

Z=-1 0 Z=1 3
z secz dz c 1−𝑧2 = 2 πi (sum of the residues, by residue (2,0)
theorem) x
= 2 πi (-sec 1) = - 2 𝛑i ( sec 1)

ezdz

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6) Evaluate www.android.universityupdates.in | www.universityupdates.in | https://telegram.me/jntua
c (z+2)(z−1) Where C is the circle z − 1= 1.
ezdz
Solution: The given function is f(z) = c (z+2)(z−1) , z =-2 and 1 are simple poles , z=1
lies inside C and z =-2 lies outside C.
ez e Res at z=1 = lim (1,0)
(z1)f(z) = lim = z→1 z→1 z+2 3
z−1 = 1
𝐜 𝐟(𝐳) dz = 2 𝛑i

(sum of residues at the poles which lie inside C)

𝐞𝐳𝐝𝐳 2 𝛑i𝐞

𝐜 (𝐳+𝟐)(𝐳−𝟏) = 𝟑

Evaluation of real integrals in unit circle



We can evaluate the integrals of the type 0 f( cos θ, sin θ)dθ where f(cos θ, sin θ) is a rational function, using residue
theorem.
iθ, we can write cos θ =
eiθ+e−iθ we know that if z = e
2

1 eiθ−e−iθ cos θ = (z+ ) and sin θ =


z 2i
1

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sin θ = (z- ) 2i z www.android.universityupdates.in | www.universityupdates.in | https://telegram.me/jntua

i
eiθ
dθ =
dz
and
dθ =

dz
iz

By this substitution we can change the integral into a function of z.


We know that c f(z)dz = 2πi (sum of the integrals) We

take C is z =1, then θ varies from 0 to 2π


0 f(cosθ, sinθ)dθ = c g(z)dz where C is z =1

1 1 1 dz g(z) = f [ 2 (z+ ) , (z- ) ] z 2i z iz

We can evaluate using residue theorem

Problems
2π dθ 2π

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1) Show thatwww.android.universityupdates.in
0 | www.universityupdates.in | https://telegram.me/jntua
a+bsinθ = a2−b2 , a>b>0 using residue theorem.

Solution: Consider C = z =1, z = eiθ


1 1 cos θ = (z+ ) , sin θ = (z- )
z 2i z

2π dθ dz

0 a+bsinθ = c iz[a+2b i(z− 1z )]

2
f(z) = [ bz2+2aiz−b ]

2 dz

c f(z)dz = c bz2+2aiz−bdz

bz2 + 2aiz −b = b(z-α)(z-β)


2ai
where (α+β) = - , αβ = -1
b

−ai+i a2−b2 −ai−i a2−b2


α = and β = b b

α <1 and β >1 α lies in C c f(z) dz= 2π i Res Z = α


2

Res Z = α = lim (Z -α ) f(z) = lim


z→α z→α b(z−β)

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=
b(α−β)

𝟐𝛑

𝟎 𝟐

2π dθ
2) Evaluate 0 (6−3cosθ)2 using residue theorem
2π dθ
S olution: 0 (6−3cosθ)2

Substitute z =eiθ

1 1 cos θ = (z+ ) , sin θ = (z- ) z


2i z

dz = i eiθdθ and dθ = dz
iz

2π dθ dz 4zdz

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( z+ 1z | https://telegram.me/jntua
iz[6− = c

0 (6−3cosθ)2 = c )]2
The poles are α and β where α = 2 - 3 and β = 2 + 3 and both are double poles, among which α lies inside C.
d 2f(z) ]
Res at z = α = lim [(Z −α) z→α dz
d z α + β)
= z→limα dz[(Z −β)2 ] = (α − β)

(α + β) = 4, α – β = -2 3 Res at z= α = =

4zdz 𝟒𝛑
c 9 i(z 2 −4z+1) 2 = 9i 2πi 63 = 𝟐𝟕 𝟑

2π dθ
3) Evaluate 0 (a+bcosθ)2 , a>b>0 using residue theorem
Solution: 0 2π dθ
put z = eiθ,
(a+bcosθ)2
dz = eiθ
dθ dz =dθ
cos θ =
(z+ 1 ) izz

2π dθ 4zdz

0 (a+bcosθ)2 = c i(2az+bz2+b)2 The poles are α and β, both are double poles
−a+ a2−b2 −a− a2−b2

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www.android.universityupdates.in | www.universityupdates.in |α
Where = and β
https://telegram.me/jntua

= bb
a lies inside C
d z

Residue at z = α = z→limα dz [b2(Z −β)2 ]


1( α + β )
=-( )
b(α − β)
1−2ab3 a
3
= - b( b8(a2−b2)32 ) = 4(a2−b2) 2
2π dθ
0 (a+bcosθ)2 = 2πi (Res z = α by residue theorem)
2πia4 𝟐𝛑a

= 3 = 𝟑
4i(a2−b2)(𝐚𝟐−𝐛𝟐)𝟐

Contour integration when the poles lie on imaginary axis


f(x)
We can evaluate integrals of the type
= h(x), using residue theorem. g(x)

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Consider c h(z) dz when the poles of h(z) lie on imaginary
www.android.universityupdates.in axis. We take positive
| www.universityupdates.in imaginary axis. Integration is taken over the
| https://telegram.me/jntua

semicircle and the line – R to R. The poles lie on upper half plane. If the poles lie on real axis
R c h(z) dz = −R h
z dz + r h(z) dz

We know that by residue theorem c h(z) dz = 2πi (sum of the residues of h(z) at its poles which lie on upper half
plane)
R

−R h z dz + r h(z) dz = i (sum of the residues )

In the limiting case R → ∞ we get


∞ r
∞ h x dx ( if r h(z) dz = 0)

-R R
Problems:
∞ dx 1)
Evaluate by contour integration
dz

Solution: Consider c 1+z2 where C is the contour consisting of semicircle ┌ and the line (diameter) from –R to
R.

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dz dz dz R
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c | https://telegram.me/jntua

1+z2 = −R 1+z2 + r 1+z


2
r
dz
=0 ∞ dx dz

= c
The poles of f(z) are i , i lie on upper half plane. -R R
Res at z=i= (z-i) f(z) = lim = z → i z→i
dz c πi
(residue at z=i)

=
∞ dx ∞ dx

[ f(x) is even]
π
=
1+x 1+z

∞ 2) Evaluate using residue theorem.
Solution: ∞ f x dx

−R f z dz = + r f z dz [ r f z dz = 0]

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= c f Z dz c f Z dz
f 𝑧 dz |=www.universityupdates.in
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The poles of f(z) = are i, -i, 2i,-2i. −∞
𝑧2

All are simple poles i and 2i lie on upper half plane.


Res at z=i= lim (z-i)f(z) z → i
𝑧2 𝟏

= z lim→ i (i+z )(4+z2)= - 𝟔𝐢

Res at
z=2i = lim (z-
2i)f(z) z → 2i
𝑧2 4 𝟏

= z lim→ 2i (𝑧+2𝑖)(1+z2)= - = 𝟑𝒊 According to residue theorem c f Z dz

2 (sum of residues)

𝟏 𝟏 π

=2 (- + ) =
𝟔𝐢 𝟑𝒊 𝟑
π ∞

=𝟑
∞ x dx

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3) Evaluate www.android.universityupdates.in | www.universityupdates.in | https://telegram.me/jntua
using residue theorem.
∞ Solution: ∞ f x dx
R

= −R f z dz + r f z dz [ r f z dz = 0]

= c f z dz -R R
R

−R f z dz = c f z dz

The poles are , e 2n+1 π𝑖/6 where n=0,1,2,3,4,5

[-1=cosπ+isinπ= e =cos(2n+1)π+isin 2n+1 π


πi
sin(2n+1)π
(−1) = +i 6 = e 2n+1 π𝑖/6
πi 36πi 56πi

When n = 0, 1, 2 i.e , e 6 , e , e lie on upper half plane.


πi πi

Res at z → e 6 = lim (z- e 6 )f(z) form


πi z →e 6 πi

z2(z− e 6 )
= lim
πi

z →e 6 πi

= lim
πi

z →e 6 πi

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= lim | https://telegram.me/jntua
www.android.universityupdates.in | www.universityupdates.in

πi z →eπi 6
−3πi 1 π π 𝐢
e6 1
2πi
6
= = e 6 = (cos -i sin ) = -
3
2 2 𝟔
6e

3πi πi

Res at z → e = (z- e 2 )f(z) form


3πi

z →e πi

z2(z− e 2 )
= lim
πi

z →e 2 πi

= lim
πi

z →e 2 πi
= lim
πi

z →e 32π 1 3π 3π 𝐢

1
= e 2= (c6o s 2 -i sin ) =
𝟔

5πi 5πi

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Res at z → e = (z-
www.android.universityupdates.in e)f(z)
| www.universityupdates.in | https://telegram.me/jntua form
5πi
z →e
5πi

z2(z− e6)

=
5πi z →e
5πi
(3z
2−2z e6)
lim5πi 6z 5
6
−15πi
1 1 15π
6
lim 6 e 6 6
=z
→e
15π 𝐢

= = (cos
5πi

z →e

According to residue theorem


2πi (sum of residues) cf Z dz =

=2( - - )= π
𝟔 𝟔 𝟔 𝟑

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𝐢 𝐢 | https://telegram.me/jntua
www.android.universityupdates.in | www.universityupdates.in 𝐢
π

∞ xdx
∞=𝟑
∞ xdx
=
𝟔

-i sin ) = -
𝟔

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4) Evaluate using residue theorem.



Solution: ∞ f x dx

= −R f z dz + r f z dz [ r f z dz = 0]

= c f z dz
R ┌
−R f z dz = c f z dz
The function is f(z) = -R R
The poles are i and –i of order 3, z=i lies on upper half plan and inside the semicircle

Res at z=i = lim 1 𝑑𝑧𝑑22 [(𝑧 − 𝑖)3𝑓(𝑧)] z → i


1 𝑑2 1

= lim 𝑑𝑧2( )

z → 2i

=
lim z
→i
𝟑
= =𝐢

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𝟏𝟔
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According to residue theorem cf Z dz = 2


(residue at z = i)
3 𝟑π

= 2πi =
16𝑖 𝟖

∞ 𝐝𝐱 𝟑𝝅

∞ 𝟑 =𝟖
Evaluation of the integrals of the type
∞ imxf(x) dx

∞ e Jordan’s
Lemma
If f(z) is a function of z satisfying the following properties:
(i) f(z) is analytic in upper half plane except at a finite number of poles

(ii) f(z) → 0 uniformly as z → ∞ with 0 ≤ arg z ≤ π

(iii) a is a positive integer, then


r ∞ c f z eiazdz = 0

Where C is a semicircle with radius r and centre at the origin

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∞ imx f(x) dx = c e| imx
www.android.universityupdates.in f z dz = 2πi
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∞e
(sum of the residues which lie on upper half plane)

Problems

1) Evaluate using residue theorem.

Solution: c f z eimzdz = 𝑟 eimxf z dz R →∞ + RR eimxf(z) dz

=> 𝑟 eimxf z dz = 0 (Jordan’s Lemma)

∞ imxf(x) dx = c eimxf z dz = 2πi -R R


∞e

(sum of the residues which lie on upper half plane)


𝑒𝑖𝑧𝑑𝑧

c (𝑧2+16)(𝑧2+9) z=3i , -3i, 4i and -4i are simple poles. 3i and 4i lie on upper half
plane.

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3i = lim (z-
3i)f(z) z → 3i
𝑒𝑖𝑧

= z lim→ 3i (𝑧2+16)(𝑧+3𝑖)
𝑒−3 −𝒊𝒆−𝟑 = =
(−9+16)(6𝑖) 𝟒𝟐

Res at z =
4i = lim (z-
4i)f(z) z → 4i
𝑒𝑖𝑧

= z lim→ 4i (𝑧+4𝑖)(𝑧2+9)
𝑒−4 𝒊𝒆−𝟒 = =
(9−16)(8𝑖) 𝟓𝟔

𝑒𝑖𝑧𝑑𝑧 −𝑖 𝑖 π(𝟒𝒆−𝟑−𝟑𝒆−𝟒)

c (𝑧2+16)(𝑧2+9) = 2πi ( + 56𝑒4) = 𝟖𝟒

𝑒𝑖𝑧𝑑𝑧 𝑐𝑜𝑠𝑧 𝑑𝑧
R.P c = c

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2) Evaluate
Solution: : c f z eimzdz = r eimxf R →∞ z dz +
R
R eimxf(z) dz

=> r eimxf z dz = 0
z

f(z) = (a2+𝑧2)

-R R
z = ai and –ai are simple poles.
Res at z =
ai = lim (zai)f(z)
z → ai
zeiz

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z ai
−𝒂
c e−a −𝐚
=
−𝐚 𝟐

i𝐞
zsinx dz =
0 𝟐 −𝐚
∞ xsinx dx

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Unit -3

LAPLACE TRANSFORMS
LAPLACE TRANSFORM
Definition:
Let f(t) be a function of t, defined t≥0. If the integral
ꝏ −𝒔𝒕 f(t) dt exists, then it is called the Laplace Transform of

𝟎‫𝒆׬‬
f(t ) and it is denoted by L{f(t)} or f(s).
Here s is parameter, real or complex.L is called Laplace
Transform operator.

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L{f(t)} = ‫𝟎׬‬ꝏ 𝒆−𝒔𝒕 f(t) dt


Def: Piece-wise Continuous Function:
Afunction is said to be piece-wise continuous (or) Sectionally
Continuous) over the closed interval [a,b] if it is defined on that interval
and is such that the interval can be divided into a finite number of sub
intervals, in each of which f(t) is continuous and both right and left
hand limits at every end point if the sub intervals.
Def:Functions of Exponential Order:
A function f(t) is said to be of exponential order as t →ꝏ if

If for a given positive integer T, a positive number M


Such that 𝒇 𝒕 < M𝒆𝒂𝒕 𝑻,

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Sufficient Conditions for existence of Laplace Transform are 1)

f(t) is Piece-wise Continuous Function in [a, b] where a>0, 2)

f(t) is of Exponential Order function.

Linear Property:
Theorem: If c₁, c₂ are constants and f₁, f₂ are functions of t, then
L[c₁ f₁(t) + c₂ f₂(t)]=c₁ L[f₁(t)]+ c₂ L[f₂(t)]
Proof: The definition of Laplace Transform is
L[f(t)] )]= f(t) dt -----(1)
By definition
L[c₁ f₁(t) + c₂ f₂(t)]= [c₁ f₁(t)+ c₂ f₂(t)] dt

t) dt

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=c₁ L[f₁(t)] +c₂ L[f(t)]
Laplace Transform (L.T) of some Standard Functions:
𝟏

1)Show that L{1}=


𝒔
Solution: By definition of L.T L[f(t)]= f(t) dt----------(1)
Put f(t)=1 o.b.s L[1] = .1. dt

−𝟏 = = (0-1) = 𝒆−𝒔𝒕
1/s
−𝒔 𝒔o
2) L[c] = L[c.1] =c. L[1]= c.(1/s) = c/s

3) Show that L[
Solution: By definition of L.T ,
L[f(t

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Put f(t) = 𝒆𝒂𝒕 o.b.s in (1) L[

Note: L[
𝒔 𝒂

4) Show that L[ Cos at]= and L[ Sin at] = =


Solution: W.k.t 𝒆𝒊𝜽 = cos 𝜽 + i sin𝜽
𝒆𝒊𝒂𝒕= cos at + i sin at
L[𝒆𝒊𝒂𝒕] = L[cos at + i sin at ]
L[cos at + i sin at]= L[𝒆𝒊𝒂𝒕]

Equte real and imaginary parts we get


𝒔 𝒂
L[ Cos at]= and L[ Sin at] = =
5) Find L [ Sin hat ]

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Solution: L [ Sin hat ] = L [ ] = ½ [ L {𝒆𝒂𝒕} –L {𝒆−𝒂𝒕} ]

=½[

6) Find L [ Cos hat ]


𝒂𝒕 𝒂𝒕
Solution: L [ Cos hat ] = L [] = ½ [ L {𝒆𝒂𝒕} +L {𝒆−𝒂𝒕} ]

=½[ ] = =
7) Show that (i) ) L [𝒕𝒏] = 𝜌(n+1)/𝒔𝒏+𝟏, n>-1
(ii) L [𝒕𝒏] = n!/𝒔𝒏+𝟏, n is +ve integer

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Solution: : By definition of L.T
L[f(t)] = f(t) dt--------(1)
L[ dt put st =x i.e t = x/s

dt

dx
(n+1) ,
for (n+1) >0
L [𝒕𝒏] = 𝜌(n+1)/𝒔𝒏+𝟏, n>-1

L [𝒕𝒏]= n!/𝒔𝒏+𝟏, n is +ve integer FORMULAE


𝟏

1) L{1}=
𝒔
𝒄

2) L{c}=
𝒔

3) L [ , L[𝒆 −𝒂𝒕 ] = 𝒔+ 𝟏 𝒂

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𝒔
4) L[ Cos at]=
𝒂

5) L[ Sin at] =

6) L[ Sin hat] =
7) L[ Cos hat]=
8) L(tn)=𝜌(n+1)/𝒔𝒏+𝟏, n>-1
9) L(tn)= n!/𝒔𝒏+𝟏, n is +ve integer
PROBLEMS
1.Find the Laplace Transformation (L.T) of 𝒕𝟐 + 𝟐𝒕 +3

Solution: L [𝒕𝟐 + 𝟐𝒕 +3] = L[𝒕𝟐] + 𝟐𝑳[𝒕] + 𝑳[3]

𝟐𝟏 𝟑

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2. Find
L[
𝟓
Solution: L [

3. Find L[
Solution: L[𝒆𝟑𝒕+ 3𝒆−𝟐𝒕]= L[𝒆𝟑𝒕] +
3L[𝒆−𝟐𝒕]

4. Find L[Sin 3t +
Solution: L[Sin 3t +𝐶𝑜𝑠𝟐 𝟐𝒕]=L[Sin 3t] + L[𝐶𝑜𝑠𝟐 𝟐𝒕]
𝟑 𝟏 𝑪𝒐𝒔 𝟒𝒕
]

{ L[1] + L[Cos 4t] }

5.Find L[f(t)] if f(t)= 0, 0< 𝒕 < 𝟐


= 3, t> 𝟐
Solution: By definition of L.T

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ꝏ −𝒔𝒕 f(t) dt
L[f(t)]= 𝟎‫𝒆׬‬

ꝏ −𝒔𝒕 f(t) dt
f(t) dt + 𝟐‫׬‬ 𝒆
= 0 + ‫𝒆 𝟐׬‬−𝒔𝒕 .3. dt

𝒆−𝒔𝒕
=3 −𝒔

2 𝒆 =0
𝒆−𝟐𝒔

= 3
𝒔

First shifting Theorem (F.S.T):


If L[f(t)]=f (s) then L[𝒆𝒂𝒕 f(t)]= f(s-a)
Proof : By definition of L.T

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L[f(t)]= f(t) dt = f(s)--------(1)


L[𝒆𝒂𝒕f(t)]= f(t)dt
f(t) dt Put s-a=p f(t)
dt
= f(p) = f(s-a)

Note: L[𝒆−𝒂𝒕 f(t)] = f(s+a)

Problems:
1) Find L[t³ 𝒆−𝟑𝒕 ]
Solution : let f(t) = t³
L[ f(t)] = L[ t³] =
By F.S.T , L[𝒆−𝒂𝒕 f(t)] = f(s+a) a=3 L[𝒆−𝟑𝒕
f(t)] = f(s+3)

L[𝒆−𝟑𝒕 t³] =

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2) Find L [ 𝒆−𝒕(3 sin 2t – 5 cosh 2t)]
Solution : Let f(t) = (3 sin 2t – 5 cosh 2t) L
[f(t)] = L[(3 sin 2t – 5 cosh 2t)]

By F.S.T , L[𝒆−𝒂𝒕 f(t)] = f(s+a) a=1


L[𝒆−𝟏𝒕 f(t)] = f(s+1)

L [ 𝒆−𝒕(3 sin 2t – 5 cosh 2t)]


Second Shifting Theorem (S.S.T)
STATEMENT:- If L[f(t)]=f(s) and g(t)=f(t-a), t>a
= 0, t<a then L{g(t)}=𝒆−𝒂𝒔 f(s)

PROOF:- By definition of L.T

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L[f(t)]= f(t) dt = f(s)--------(1)
L[g(t)]= g(t) dt = g(t)
dt g(t) dt
= 0 + -a) dt put t-a=x f(x) dx
t=a+x
f(x) dx dt=dx, (x=0 to ∞)

= 𝒆−𝒂𝒔 f(s)
Example :
𝟐𝝅
Find Laplace Transform of g( t ) = ) , if t >
𝟑 𝟐𝝅
= 0, if t <
𝟑
𝟐𝝅
Solution: Let f ( t ) = cos t , a=
𝟑

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f ( t-a ) = cos ( t-a ) f ( t
-

L [f(t)] = L
[
By S.S.T L [g(t)] = 𝒆−𝒂𝒔 f(s)

Change of scale property:


If L[f(t)] = f(s) then L [f(at)] =
NOTE: L [f( )] = a f(as)

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Example: If L [f(t)] = then find L [f(3t)]
Solution: Given
L[f(t)] = by Change of
scale property, L [f(at)]

= L [f(3t)] =

Laplace transformof the derivative of f(t)


If f(t)is continousfor all t 0 and f (t)is piecewisecontinous, then
L{f (t)}exists,providedlim e stf(t) 0 and
L{f (t)} sL{f(t)}-f(0) sf(s)-f(0)
L{f n (t)} snf(s)-sn-1f(0)-sn-2f (0)....fn-1(0)

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Example Derivelaplace transformof sin at
Let f(t) sinat thenf’(t) = a cosat and f’’( t ) -a2sinat
Also f(0) = 0, f’ (0) = a from this also f”(0) = 0, also from this
By derivative formula,
L[f’’(t)] = s2 L[f(t)] – s f(0) – f’(0)-------(1)
L{-a2sinat} s2 L(sin at)–a
(−𝑎2) L(Sin at) + a = s2 L(sin at) a =
(s2 + 𝑎2) L(sin at)

Laplace transform of the integration of f(t)


If L[f(t)]=f(s) then L[
Example:

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Find L.T. of Solution:


Let
𝑎 f(t) =
L[f(t)] = L[sin at] = 𝑠 2 +𝑎 2 sin at

= f(s)

L[

Multiplication by t :

If L[f(t)]=f(s) then L[t f(t)] =-


L[𝒕𝟐 f(t)]
=

L[𝒕𝒏 f(t)] =

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Example : Find L[t 𝒔𝒊𝒏𝟐t]
Solution: Let f(t) = 𝒔𝒊𝒏𝟐𝒕

let L[f(t)] = L[

( L[1] – L[ Cos 2t] ) =

(s³+4s)

By theorem L[t f(t)]

] (3s²+4) Division
by t:

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If L[f(t)]=f(s) then L[ , provided exists.
𝟑𝒕 𝟒𝒕

Problems: (1) Find


L[
Solution: Let f(t) = 𝒆−𝟑𝒕 − 𝒆−𝟒𝒕

L[f(t)] = L[ w.k.t

, L[ ,
𝟑𝒕 𝟒𝒕

L[

= log (s+3) - log (s+4)
∞s ∞
𝒔+𝟑
𝟑
= log ( ) = log 𝒔(𝟏+𝒔)
𝟒
𝑺+𝟒 s s𝒔 ( 𝟏 + 𝒔 )

= log 1 - log ( )

= 0 - log ( ) = log ( )

(2). Find L.T of

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Solution: Let f(t) = cos at – cos bt
L[f(t)] = L[cos at – cos bt]

f(s) =

w.k.t , L[
L[


1 2+ 𝑎2) – log (𝑠2 + 𝑏2)]
= [ log (𝑠
2

∞ s

1 = 𝑠𝑠 2 ² + +𝑎 𝑏 ² 2

) log ( 2
s

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Evaluation of integrals by Laplace transforms:
𝑡 2𝑡

(1). Using L.T. Evaluate ] dt

Solution: First we will find L[ let


f(t) = 𝑒−𝑡 − 𝑒−2𝑡

L[f(t)] = L[𝑒−𝑡 − 𝑒−2𝑡]

w.k.t , L[ ,

L[
= log (s+1) - log (s+2) = log (
∞∞

)
s s

= log
s

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𝑠(1+𝑠)
1 = log 1 - log ( )
2
𝑠(1+𝑠)
) = log (
- log (
)
] = log (
therefore, L [
The definition of Laplace Transform is
L[f(t f(t) dt
−𝑡 −2𝑡

L[ ] = ] dt = log ( )

Put s=0 on both sides

] dt = log ( ) = log 2
2. Using LT find ) dt

Solution: First we find L[ ]


: Let f(t) = cos at – cos bt
L[f(t)] = L [cos at – cos bt] f(s)
=

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w.k.t ,
L[

L
[

𝟏 𝟐 +𝒂𝟐) – log (𝒔𝟐 +𝒃𝟐)]


= [ log (𝒔
𝟐

∞ s
𝟏 𝒔²+𝒂²

= 𝟐 log (𝒔𝟐+𝒃𝟐 ) s

By definition of LT,

Put s=0 o.b.s

) = log (b/a)
= = log (3/5) Note: put a=5, b=3 in above problem

Laplace Transform of Periodic Function:


Definition : A function f(t) is said to be periodic with period T , if
𝑡 , f(t+T) = f(t) where T is positive constant.
The least value of T > 0 is called the periodic function of f(t).

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Example: sin t = sin (2𝜋 + 𝑡) = sin 4𝜋 + 𝑡 =−−−− − Here
sint is periodic function with period 2𝜋.

Formula :- If f(t) is periodic function with period T 𝑒𝑛

L[f(t)] = f(t) dt

Problem : Find the L. T of the function f(t) = 𝑒𝑡, 0< 𝑡 <5 and f(t)=f(t+5)

Solution : Here T=5 L[f(t)=


The unit step function or Heaviside’s unit function :
It is denoted by u(t-a) or H(t-a) and is defined as H(t-a) = 0, t<a
=1, t>a L.T.
of unit step function:
𝒆−𝒂𝒔
Prove that L[H(t-a)] =
𝒔

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Solution : L[H(t- a)] =
-a) dt
-a) dt -a) dt

. dt
Inverse Laplace Transform :
Definition : If f(s) is the Laplace Transform of f(t) then f(t) is called the inverse
Laplace Transform of f(s) and is denoted by 𝐿−1 𝑓 𝑠 . i.e., f(t) =
𝐿−1 𝑓 𝑠
𝐿−1 is called inverse Laplace Transform operator, but not reciprocal.

Example : If L [ then

Linear Property :
If f₁(s) and f₂(s) are L.T. of f₁(t) and f₂(t) respectively then

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𝐿−1[c₁ f₁(s) + c₂ f₂(s)] = c₁ 𝐿−1[f₁(s) ] + c₂ 𝐿−1[f₂(s) ] where c₁
, c₂ constants.
Standard Formulae :
𝟏

(1) L
[1] =
𝒔

(4) L [sin at] = sin at


𝒔
(5) L [ Cos at at]=

5) L [ Sin hat] = at
6) L [ Cos hat]= ] = cosh at
𝒏

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7) L (tn)=𝝆(n+1)/𝒔𝒏+𝟏, n
𝒏

8) L (tn)= 𝒏!/𝒔𝒏+𝟏, n is +ve integer Problems:

(1) Find

solution :
sin 2t + cosh 3t.

(2) Find solution

(3) Find
𝟓

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solution :
solution :

(4) Find

(5) Find ]}
= ¾ Cos
solution: ]
(¼ x 8 x t
a=5/2 𝟐𝟓 )

Sin 𝟓

𝟐𝟓

= ¾ Cos 4/5 Sin t


𝟐

FIRST SHIFTING THEOREM OF INVERSE L.T:


If 𝑳−𝟏[ f(s) ] = f(t) then 𝑳−𝟏[ f(s-a) ] = 𝒆𝒂𝒕 𝒇 𝒕
= 𝒆𝒂𝒕 𝑳−𝟏[ f(s) ]
PROOF: By definition of L.T

f(t) dt = f(s)--------(1) L[f(t)]=


f(t)]= f(t)dt

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L[𝒆𝒂𝒕
f(t) dt Put s-a=p f(t)
dt
= f(p) = f(s-a)
L[𝒆𝒂𝒕f(t)]= f(s-a)
⇒ 𝐿−1[ f(s-a) ] = 𝑒𝑎𝑡 𝑓 𝑡 (or) 𝑳−𝟏[ f(s-a) ] = = 𝒆𝒂𝒕 𝑳−𝟏[ f(s) ]
Note: 𝑳−𝟏[ f(s+a) ] = = 𝒆−𝒂𝒕 𝑳−𝟏[ f(s) ]
PROBLEMS

] 1) Find

Solution : ] by F.S.T
= 𝒆−𝟑𝒕
Cos 8t. ]

t
2) Find

Solution : ½ Sin 2t

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3) Find

Solution :
𝒔
4) Find Inverse L.T of

] Solution :

]}

5) Find

Solution :

] (By F.S.T)

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= 𝒆𝟓𝒕 [ Cos 2t + 8 x ½ x Sin 2t ] a=2

[ Cos 2t + 4 Sin 2t ]
If 𝑳−𝟏[ f(s) ] = f(t) then 𝑳−𝟏[ 𝒆−𝒂𝒔 f(s) ] = 𝐠 𝒕 𝒘𝒉𝒆𝒓𝒆 g(t) = f(t-a), t>a
=0, t<a
Proof: By S.S.T of L.T , L [g(t)] = 𝒆−𝒂𝒔 f(s) (write proof of SST)
⇒ 𝑳−𝟏[ 𝒆−𝒂𝒔 f(s) ] = 𝐠 𝒕
⇒ 𝑳−𝟏[ 𝒆−𝒂𝒔 f(s) ] = f(t-a), t>a
=0, t<a Note:
We can also written as 𝑳−𝟏[ 𝒆−𝒂𝒔 f(s) ] = f(t-a) H(t-a)
Problem:
−𝝅𝒔

Find

𝝅𝒔

Solution:
𝟏
Let f(s) =

𝑳−𝟏 [ f(s)] = = Sin t = f(t)

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by S.S.T 𝑳−𝟏[ 𝒆−𝒂𝒔 f(s) ] = f(t-a), t>a
=0, t<a

𝑺𝒐 𝑳−𝟏[ 𝒆−𝝅𝒔 f(s) ] = f(t-𝝅), t>𝝅


=0, t<𝝅
] = Sin (t-𝝅), t>𝝅 =0,
t<𝝅

Chang of scale property :


If 𝐿−1[f(s)] = f(t) then )] = a f(at)
( or ) 𝐿−1[f(as)] =
Proof : By the change of scale property,

L[f(at)] =
)] = a f(at)

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(or)
𝐿−1[f(as)] = )
Problem(1): If ] = t cost , then find ]
𝟐

Solution : Given ] = t cost


i.e., 𝑳−𝟏[f(s)] = f(t)

, Here f(s) = f(t) = t cost

Now ] = ]
= 𝑳−𝟏[ f(3s) ] By change of scale property ,

𝑳−𝟏[f(as)] = a=3

Inverse Laplace Transform of partial fractions :

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Proof : By theorem of
Problems : (1) Find L.T. L[𝑡𝑛 f(t)]

Solution : Given = f(s)

] f(s)] = (−1)𝑛
𝑡𝑛 f(t) Note:- 𝐿−1[f’(s)] =
=1–t+ - t f(t)

(2). Find solution : Here f(s) = Problem (1):- Find


reduce into partial fractions
Solution : Let f(s) =
log f(s) = ( ) = log (s+3) – log
(s+4)

Inverse Laplace Transform of derivatives :-


𝑛

If 𝐿−1[f(s)] = f(t) then f(s)] = (−1)𝑛 𝑡𝑛 f(t)


𝑛
1 1 f’(s) =

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𝐿 −1[f’(s)] =
= 𝑒−3𝑡 - 𝑒−4𝑡

By theorem, - t f(t) = 𝑒−3𝑡 - 𝑒−4𝑡 H.W. Find


4𝑡𝑡 so,
f(t) = Ans: 𝐿−1[f(s)] =

[replace 3 by 1 and 4 by (-1)]


⇒ 𝐿−1[f(s)] =

(2) Find ]

Solution: W.K.T sin at


i.e 𝐿−1[ f(s) ] = f(t) 1 Let f(s)
= , f(t) = sin at
𝑎

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We have 𝐿−1[f’(s)] = - t f(t)

sin at
−1 −2𝑠 𝑡
𝐿 [ ]=-
(𝑠²+𝑎²)2 𝑎 sin at

sin at
Inverse L.T. of integrals :-
If 𝐿−1[f(s)] = f(t) then

Proof : We have L[ provided


exist

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If 𝐿−1[f(s)] = f(t) and f(0) = 0, then 𝐿−1[s f(s)] = f’(t) Proof :
W.K.T. L[f’(t)] = s L[f(t)] – f(0)
= s f(s) – 0
⇒ 𝐿−1[s f(s)] = f’(t)
In general we have, ⇒ 𝐿−1 [𝑠𝑛 f(s) ] = 𝑓𝑛 (t) if = 𝑓𝑛 (0) = 0

Problems :

(1) Find
²
solution :
𝒔
Let f(s) =

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𝑳−𝟏[f(s)] = f(t) = f’(t) =
[ sin at + t a cos at ]
We have 𝑳−𝟏[s f(s)] = f’(t)

(2) Find ( sin at + at cos at )


𝒔

Solution
: [f(s)] =

Let f(s) = 𝑳−𝟏

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] by F.S.T.

Now f’(t) = = 𝒆𝒕 (t + t² +
By theorem 𝑳−𝟏[s f(s)] = f’(t)

(t + t² + Division
by power of S :
Theorem: If 𝑳−𝟏 𝒇 𝒔 = 𝒇 𝐭 , then 𝑳−𝟏
𝒇 𝒔
𝒔 = 𝟎‫𝒕𝒅 𝒕 𝒇 𝒕׬‬
Prof: we have by LT,

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L[
(t) dt] =
𝒇𝒔
⇒ 𝑳−𝟏 𝒔
= 𝟎‫𝒕𝒅 𝒕 𝒇 𝒕׬‬
−𝟏 𝒇 𝒔 𝒕 𝒕 Note:
𝒔𝟐
𝑳= 𝟎‫]𝒕𝒅 𝒕 𝒇׬𝟎[׬‬dt
Problem:

1) Find
𝟏
solution: Let f (s) =

By theorem , 𝑳−𝟏 𝟏𝒔 . 𝒇𝒔 = 𝟎‫(𝒇 𝒕׬‬t)dt

2) Find
𝟏
Solution : let f(s) = [f(s)] = sinat = f(t)
𝒂

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By
theorem f(s)] = (t)dt

-cos at )
)

3) Find

𝟏 𝟏 solution : let f(s)


= , f (t) = sin at
𝒂

by theorem, f(s)] =
𝒕
(t)dt 𝟎 [‫׬‬
=‫׬‬ 𝟎 𝒂 sin at dt ]dt
𝒕
at ) dt
𝟏

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Convolution : -
If f(t) and g(t) are two functions defined for t
.
f(t) * g(t) can also be written as (f * g)(t). Note:- The convolution
operation is commutation
i.e. , ( f * g ) (t) = (g * t) (t)

.
If L[f(t)] = f(s) and L[g(t)] = g(s) then L[ f(t) * g(t)] = L[f(t)] . L[g(t)]
(or)
= f(s). g(s)
So, L[( f * g) (t)] = f(s) . g(s)
Corollary :- [f(s). g(s)] = (f * g) t

.
Problems:

(1). Find ] by using convolution theorem.

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𝟏 𝟏 solution: Let f(s) =
, g(s) =

𝑳−𝟏 [f(s)] = [g(s)] = ] = sin t


By convolution theorem ,
𝑳−𝟏[f(s). g(s)] =

2 sin u –
cos u)]

2 sin t –

2 sin t – cos t) +
𝟓

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2 sin t – cos t]

2) Find
1 1
Solution : Let f(s) = , g(s) =
𝑠

𝐿−1[f(s)] = ] = 1 = f(t) , 𝐿−1[g(s)] =

at = g(t) By convolution theorem ,


𝐿−1[f(s). g(s)] =

] , (apply limits o to t)

(cosh at – 1)
Application of L . T to Ordinary Differential Equations :

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The L . T method is easier , time – saving and excellent tool for
solving O.D.Es
Working rule for finding solution of D . E by L . T:
1) Write down the given equation and apply L . T O . B . S
2)Use the given conditions
3) Re arrange the given equation to given transformation of the
solution
4) Take inverse L.T O. B. S to obtain the desireds obesve Sali
stying the given conditions
The formulae to be used in this process are:
L [ f¹ (t) ] = s f (s) – f(0)
L [ f¹¹ (t) ] = s² f (s) – s f(0)-f¹(0)
L [ f¹¹¹ (t)] = s³ f (s) - s² f(0) – sf (0) – f¹¹ (0)
Note : let f(t) = y (t) and f (s) = y (s) Problems :

1) Solve 4 y¹¹+ y = 0 , y (0) = 2 , y¹ (0)= 0

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Solution : Here y = y (t)
Given D . E 4 y¹¹ (t)+ ²y (t) = 0 Let L . T O.B.S
4 L [ y¹¹ (t)] + ² L [ y (t)
] = L [0] ²
L [y]= 0

4s(2) – 0 = 0

Let O . B . S, we get y (t) ] =8

]
2. cos is solution of
gven D.E
3) Solve y¹¹¹+2y¹¹- y¹- 2y = 0 with y (0)= y¹ (0) = 0 , y¹¹ (0) = 6
Solution : given D . E

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Let L . T On Both Sides
L[ y¹¹¹ ] + 2 L [ y¹¹ ]- L [ y¹ ] – 2 L [ y ] = 0

L [y] = _ _ _ _ _ (1) -

6= A (s + 1 ) (s +2 ) + B (s - 1 ) (s + 2) + C (s – 1 ) (s+1) _ _ _
_(2) Put s = 1 in _ _ _ (2) 6 = A (2) (3)

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Substitute A , B , C in (1)

is the solution of given D . E

HW: Solve the D.E + 5y = sin t

Ans: y(t) = (sin t – 2 sin 2t)

UNIT – IV

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FOURIER SERIES
Periodic Function :
Definition : A function f(x) is said to be periodic with period T , if
𝒙 , f(x+T) = f(x) where T is positive constant.
The least value of T > 0 is called the periodic function of f(x).
Example: sin x = sin (2𝝅 + 𝒙) = 𝐬𝐢𝐧 𝟒𝝅 + 𝒙 =−−−− −
Here sinx is periodic function with period 2𝝅. Def:
Piecewise Continuous Function:
A function is said to be piece-wise continuous (or) Sectionally
Continuous) over the closed interval [a,b] if it is defined on that
interval and is such that the interval can be divided into a finite
number of sub intervals, in each of which f(x) is continuous and both
right and left hand limits at every end point if the sub intervals.
Dirichlet Conditions:
A function f(x) satisfies Dirichlet conditions if
(1) f(x) is well defined and single valued except at a finite no. of points
in (-l,l)

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(2) f(x) is periodic function with period 2l
(3) f(x) and f’(x) are piece wise continuous in (-l,l)

Fourier Series: If f(x) satisfies Dirichlet conditions , then it can be


represented by an infinite series called Fourier Series in an interval (-l,l) as

f(x) =

bn (1) where
Here 𝒂₀ , an and bn are called Fourier coefficients.
These are also
calle Euler’s formula. (𝒊. 𝒆. , 𝒊𝒏𝒕𝒆𝒗𝒂𝒍 𝒊𝒔 (−𝝅, 𝝅)
Note (1): If x 𝝅, 𝝅
Then f(x)
, an =
=

Where a₀ =

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bn
Note (2): In interval (0,2
Where a₀ = , an =
bn
Note (3): The Fourier Series in (-l,l) , (-𝝅, 𝝅) , 𝒐, 𝟐𝝅 , (𝒄, 𝒄 + 𝟐𝝅) are called Full
range expansion series
Note (4): The above series (1) converges to f(x) if x is a point of continuity

The above series (1) converges to if x is a


point of discontinuity
f(𝝅−𝟎)+𝒇(−𝝅+𝟎)
Note (5) : At x= , f(x) = here x 𝝅, 𝝅)
𝟐

Even and odd functions:

Case (1): If the function f(x) is an even function in the interval (-l,l)

‫׬‬ 𝑓 𝑥 dx
i.e., f(-x) = f(x) then a₀ = 2𝑙 0 𝑙

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an = dx (since f(x) & are even functions)

bn is odd function)
Therefore, in this case we get (only) Fourier cosine series only.

Case (2): If function f(x) is odd i.e., f(-x) = - f(x) then


an = 0 (since f(x) is odd) (a₀=0 also)
And bn
In this case we get fourier sine series only.
[only for intervals (-l,l) , (- Problems
:
1)Find Fourier series for the function f(x) = 𝒆𝒂𝒙 in (0,2𝝅) Solution : Given
function f(x) = 𝒆𝒂𝒙 in (0,2𝝅)

𝒂𝒙 a₀ = ) apply limits 0
to 2𝝅

1)

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an =

(a cos nx + n sin nx)] apply limits 0 to 2𝝅

(a sin nx + n cos nx)] apply limits 0 to 2𝝅

- n)]

(a + 0)] apply limits 0 to 2𝝅

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bn

Now the fourier series is f(x) =

cosnx
(2): Find Fourier series for the function f(x) = 𝒆𝒙 in (0,2𝝅)
Solution : Given function f(x) = 𝒆𝒙 in (0,2𝝅) a₀ =

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apply limits 0 to 2𝝅

) apply limits 0 to 2𝝅
1)

an =
bn

nx + n sin nx)]

( sin nx + n cos nx)] apply limits 0 to 2𝝅

- n)]

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Now the fourier series is f(x) =

Problem (3): H.W


Find Fourier series for the function f(x) = 𝒆−𝒙 in (0,2𝝅)
(Hint:- put a = - 1 in problem (1) we get the solution.)
(4) Express f(x) = x - 𝝅 as Fourier Series in the interval - 𝝅 < x < 𝝅 Solution:
Given function f(x) = x - 𝝅 a₀

= 0 – [x] with limits - 𝝅 to 𝝅


= 0 – [𝝅 + 𝝅] = 2𝝅 an =

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dx (since
even)

(0) (since x cosnx is odd) + 2


= 0+2 [ ] 0 to 𝝅 limits apply we get an =
0+0 = 0

bn

(even) (odd)

dx – 0 ( since sin nx is odd)

dx ]

)] apply limits 0 to 𝜋
cos n , n=1,2,3…………
Now the Fourier Series of f(x) is f(x)

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f(x)

(5)Obtain the Fourier series for f(x) = x - x² in the


interval [-𝜋, 𝜋]
2

Hence show
that (or)
𝜋2

+ …………. =
12

Solution : Given function is f(x) = x - x² in [-𝜋, 𝜋]

a₀ =

1 𝑥3
= 0 (odd) -𝜋 [ 3 ] = -2𝜋²/3

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an =

(odd) (even)

u = x² , dv = cos nx dx

] du = 2x dx , dv = ‫׬‬cos 𝑛𝑥
𝑑𝑥
apply limits 0 to 𝜋

= - 𝜋2 [ 0 - 𝜋2 {( − x cos𝑛 𝑛𝑥 ) + 0‫𝜋׬‬ cos𝑛 𝑛𝑥 = 𝑛 sin 𝑛𝑥 dx

apply limits 0 to 𝜋

( sin nx )] ‫= 𝑣𝑑𝑢׬‬ 𝑢𝑣 − ‫𝑢𝑑𝑣׬‬


an = if n is odd a1 =

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𝑛²

- if n is even a2 =

a3 =
bn =

(even) (odd)

( sin nx )] b1 = 2/1 = 2 if n is
odd b2
=- 2/2 = -1

b3 = 2/3 if n is even

Now substitute

, f(x)
in

(1)

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put x = 0 in (2)

f(0) = 0 = …….)
𝜋²

+ ……..=
12
Half range series

(1) The half range cosine series in (0,l) is f(x) =

(2)The half range sine series in (0,l) is f(x) =

where bn

Note :1) The half range cosine series in (0,𝜋) is f(x) =


where

Note :2) The half range sine series in (0,𝜋) is f(x) = where
bn

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(1)Express f(x) = 𝜋-x as Fourier cosine and sine series in (0, 𝜋)
Solution :
The half range cosine series for f(x) is f(x) = ………(1)

where a₀= dx = −x dx

] apply limits o to 𝜋

an =

(apply o to 𝜋)

)] apply o to 𝜋

Now (1) ⇒ : f(x) =

H.W.) Express f(x) = 𝜋-x as fourier sine series in (o, 𝜋 Ans : 2 (bn =
2) Find the half range sine series of f(x) = x in the range 0 < x < 𝝅
𝝅𝟐

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Hence deduce that + …………. =
𝟖

Solution : The half range cosine series for f(x) is f(x)


= ………(1)

where a₀= dx = x dx ] apply limits o to 𝜋


=𝜋

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if n is odd
Now
(1) : f(x) = if n is odd
x=

Put x=0 on both sides

⇒ 0 = 𝜋−4 ( ² + ² + ² − … … . .)
2 𝜋

⇒4 ( ² + 3² + 5² −……..) = 𝜋2
𝜋

⇒ + + + …………. = 𝜋
3) Express f(x) = , 0 < x < in half range sine series

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] apply limits o to 𝜋

] (n not equal to 1)
Solution : The half range sine series in (0, ) is f(x) = where

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bn

] , n is not equal to 1

bn = 0 if n is odd.

if n is even b1 = b3 = b5 = -------- = 0

(1) ⇒ f(x) = , for n is even


4)Find half range sine series for f(x) = x(𝝅 −x) , in 0 < x < 𝝅
𝝅𝟑

Deduce that +…….=


𝟑𝟐

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Solution : Fourier series is f(x) = bn

(apply
0 to 𝜋)
(apply
o to 𝜋)

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bn

(1) ⇒ f(x) =
(1)⇒ f(x) = b1 sin x + b2 sin 2x + b3 sin 3x + …..

(2) sin 3x + …… Put


x = π/2 on both sides

𝜋𝜋 [ − ³ + …..] ⇒
(2)= ³

⇒ 𝜋4 ² (𝜋 8 )= [ ³ − ³ + 5³ …..]

⇒[ − ³ + 5³ …..] = 𝜋
³

• FOURIER SERIES IN AN ARBITRARY INTERVAL I,e in (-l,l) & (0,2l)

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• Problem : 1) Obtain the half range sine series for 𝒆𝒙 in 0<x<1 Solution : Given
f(x) = 𝑒𝑥 in (0,l)

The half range sine series for f(x) in (0,l) is f(x)= ……(1)

l=1 Where bn

bn
dx

( sin n𝜋𝑥 - n𝜋 . cos n𝜋𝑥 ) apply limits 0 to 1

. cos n𝜋) - 𝑒0(0 - n𝜋 . cos 0)]

. cos n𝜋 + 𝑛𝜋]

bn

(1) ⇒ f(x)=

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2) Find the half
…….(1) range sine
series of f(x) =
1 in (0,l) Solution : The half range sine series in
(0,l) isf(x) =

where bn

if n is odd

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Now (1) , if n is odd
3)Find the half range cosine series of f(x) = x(2-x) in the range 0 ⪯ x ⪯ 𝟐

Hence find sum of series + ………….


Solution : Given function f(x) = x(2-x) = 2x - x²
The half range cosine series for f(x) is f(x) = ………(1)

where a₀ = dx = dx

] apply 0 to

an =

dx (using integration by parts)


= [(2x - ]
apply limits 0 to 2

when n is even an =

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=0 when n is odd
Substitute the values of a₀ and an in (1) we get

(1) ⇒ 2x - x² =

⇒ 2x - x² =
Putting x = 1
in (2) we get

- ………….)

+ ………….)
𝜋2

+ ………….) =
12

(4) Expand f(x) = 𝒆−𝒙 𝒂𝒔 𝑭𝒐𝒖𝒓𝒊𝒆𝒓 𝒔𝒆𝒓𝒊𝒆𝒔 in (-1,1)

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Solution : Here l = 1

)apply limits -1 to 1

an =
dx

. sin n𝜋𝑥 ) apply limits -1 to 1

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- sin n𝜋𝑥 -
n𝜋 . cos
n𝜋𝑥 )
apply
limits -1
bn bn to 1
bn

dx
Now Fourier series of f(x)
in (-l,l) is
. cos n𝜋) - 𝑒1(0 - n𝜋 . cos n𝜋)] f(x) =

. cos n𝜋 (e − 𝑒−1)

………..(1)

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f(x) =

⇒ f(x) = 2 sinh1 + [ x}]


• Functions having points of discontinuity : Problems:
(1) If f(x) is a function with period 2𝝅 is defined by f(x) =
0 , for - 𝝅 < x ⪯ 0
= x , for 0 ⪯ x < 𝝅 then write the fourier series for f(x)
𝝅𝟐

Hence deduce that + …………. =


𝟖

Solution : The Fourier series in (- 𝜋, 𝜋) is f(x) =

Where a₀ =

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an =

] ‫ = 𝑣𝑑 𝑢׬‬uv - ‫𝑢𝑑 𝑣׬‬


u=x, dv = cos nx dx = 0 , if n is even
, if n is odd

bn

(apply 0 to 𝜋)
) 0 to 𝜋]

+0+0 =-

bn , if n is odd
1
=- 𝑛 , if n is even

Put x = 0 on both sides f(0) = 0

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)+0
Problem (2) : Find Fourier series to represent the function f(x) given by
f(x) = - k , for - 𝝅 < x < 0
k , for 0 < x < 𝝅 hence show
that 1 Solution : In
- <x<0
i.e., x − 𝝅,0) , f(x) = - k
f(-x) = - f(x) in (0, 𝝅)
In 0 < x < 𝝅 i.e., x ) f(x)
= k f(-x) = k = -
(-k)
= - f(x) in (−
𝝅,0) There fore f(x) is odd function in (- 𝝅, 𝝅)
so a₀ = 0 , an = 0

bn

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bn

) apply limits 0 to 𝝅

= 0 , if n is even

, if n is odd
Now f(x) =
= b₁ sin 1x + b₂ sin 2x + b₃ sin 3x + b₄ sin 4x --------f(x)
𝟒𝒌 𝟒𝒌 sin 3x

= 𝝅 sinx + 0 + 𝝅 3 + 0 + ---------(1)
𝜋

Deduction : put x = on both sides in (1) 2

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Parseval’s Formula :-

Prove That dx = l [
Proof :- We know that the Fourier series of f(x) in (-l,l) is f(x)
=
Multiplying on both sides of (1) by f(x) and integrate term by
term from -l to l we get dx =

Now

an = = l an

and bn = l bn

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Substitute these in (2)

a₀ + . l an +

dx = . l bn
This is called parseval’s formula.
Note 1): In (0,2l) the parseval’s formula is

dx= l [
Note :2) If 0 < x < l (for half range cosine series of f(x)) parsevel’s formula is

dx=
Note :3) If 0 < x < l (for half range sine series of f(x)) parsevel’s formula is

dx =

Problem : prove that in 0 < x < l, x =


) and hence
𝟒

deduce that

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Solution : Let f(X) = x , 0 < X < l
The Fourier cosine series for f(x) in (0,l) is

f(x) =

Here a₀ = dx

dx
]=l
] apply limits 0 to l
an =

u = x, dv = dx

dx] } 0 to l -

} 0 to l]

−4𝑙 −4𝑙 an =0,

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n is even a₁ = , a₃ =

, n is odd a₂ = 0 , a₄ = 0 …………
Substitute a₀,an in (1)

Now a₀ = l, a₁ = , a₃ =
From parseval’s formula , we have

dx =
+ a₁² + a₂² + a₃² + -------]
² 2 2

dx = + 0² +
𝑙
) 0 to l = .
l² [ 2

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There fore
COMPLEX FOURIER SERIES in (-l,l) or (0,2l):-
The complex form of Fourier series of a periodic function f(x) of period 2l
is defined by
𝑖𝑛𝜋𝑥

f(x) = (1) where cndx , n=0,-1,1,2….


Note (1) : If period of function is 2𝜋, i.e., in (- 𝜋 , 𝜋 ) or (0,2 𝜋 ) then
complex fourier series is f(x) =

Where cn dx , n = 0,-1,1,-2,2 ………


Problem : Find complex fourier series of f(x) = 𝑒𝑥 if - 𝜋 < x < 𝜋 and f(x) = f(x
+ 2 𝜋)
Solution : Complex fourier series of f(x) = 𝑒𝑥 is f(x) =

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When cn = dx

cn dx =

] limits (

±𝑖𝑛𝜋

] 𝑒 = cos n 𝜋+I
sin n 𝜋
(1 −𝑖𝑛 ) 1 +𝑖𝑛 *

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(sin h 𝜋) sub in (1)
. (2 sin h 𝜋)
(sin h 𝜋) 𝑒𝑖𝑛𝑥
Therefore cn Problem : Find the complex form of the fourier
series of f(x) = ,-1 x

f(x) =
Where cn = dx = dx

] 2 sin h)
] limits(-1,1)

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UNIT V

FOURIER TRANSFORMS
&
Z- TRANSFORMS

• FOURIER TRANSFORMS
Fourier Integral Theorem:-
Statement : If f(x) is a given function defined in (-l,l) and satisfies Dirichlet’s

condition then f(x) = -x) dt dλ.


The representation of f(x) is known as Fourier Integral of f(x)
Problems on integral theorem:
(1) Express the function f(x) = 1 , |x|

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< x < -1 =
0,1<x<

as fourier integral and hence evaluate (i)


∞ sin 𝑥 𝜋
(ii) 0‫׬‬ 𝑥 𝑑𝑥 = 2
• Solution: The Fourier Integral theorem is given by f(x)

= -x) dt dλ.

Deduction :

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f(x)
, |x|
|x|> 1 --------
(2)
Put x = 0

Fourier cosine & sine Integrals:


1) Fourier cosine Integral of f(x) is

f(x) = t dt dλ
2) Fourier sine Integral of f(x) is

f(x) = t dt dλ
Problems:-
2) Express f(x) = 1 , 0 ⪯ x ⪯ 𝜋

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0,x>𝜋 as a fourier sine integral and

Hence evaluate
Solution : Fourier sine integral of f(x) is given by

f(x) =

) (0 to 𝜋) dλ
f(x) =
𝜋=
f(x) .
2

.1,0⪯x⪯𝜋
0 ,x>𝜋
Problem : 3) Using Fourier Integral show that

0 , x>

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Solution : Let f(x) =1 , 0
0 ,x>
then write above solution (problem.(2) solution).

Problem :4) Using Fourier Integral , show that


Solution : Let f(x) =
The Fourier Cosine Integral is given by f(x)

=
Now f(t) = 𝑒−𝑎𝑡

Therefore

Now -a cos λt + λ sin λt)(0 to ∞)]


𝑎
-a.1 + 0 ) =

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sub in (1)

Problem 5 ): Prove that , put a = 1 in


above problem(4)
Solution : Let f(x) = 𝑒−𝑥
Problem 6): Using Fourier Integral , show that

Solution : Let f(x) =


The Fourier Sine integral is given by f(x)
=
f(x) =

-a sin λt - λ cos λt)(0 to

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sub in (1)

similarly ,

There fore ,
FOURIER TRANSFORMATION:
Definition : 1)The fourier transform of f(x) , is denoted by f(s) or
F{f(x)} and is defined as ,
F{f(x)} = f(x) dx = f(s) -------(1)
The inverse fourier transform is given by
f(x) = 𝐹−1{f(s)} = f(s) ds -----(2) F{f(x)} = f(s)

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Note 2): Some authors also defined as

F{f(x)} = f(x) dx
and inverse fourier transform as f(x) = f(s) ds
Def : 3) : F{f(x)} = f(x) dx and
Inverse Fourier Transform as f(x) = f(s) ds
Def: Fourier Sine Transform:-
The Fourier Sine Transform of f(x), 0 < x < is denoted by fs(s) or Fs{f(x)} and
defined by
Fs{f(x)} = sx dx = fs(s) -----(3)
Fs{f(x)} = sx dx = fs(s) -----(3) The
inverse Fourier Sine Transform is given by
f(x) = sx ds -------(4)
Note : Some authors also defined as
2 ∞
𝜋 ‫׬‬0 𝑓(𝑥) sin
Fs{f(x)} = sx dx = fs(s)

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2 ∞

and inverse fourier sine transform as f(x) = 𝜋 0‫) 𝑠( 𝑠𝑓׬‬


sin sx ds
Def : Fourier Cosine Transform :-
The Fourier Cosine Transform of f(x) , 0 < x < ∞ is denoted by fc(s) or Fc{f(x)} and
defined by
Fc{f(x)} = sx dx = fc(s) -----(5) and
The inverse Fourier Cosine Transform is given by,
f(x) = sx ds -------(6)
Note : Some authors also defined as
2 ∞
𝜋 ‫׬‬0 𝑓(𝑥) cos
Fc{f(x)} = sx dx
2 ∞

and inverse fourier cosine transform as f(x) = 𝜋 0‫ ) 𝑠( 𝑐𝑓׬‬cos sx ds


Linear Property: If f(s) , g(s) are Fourier Transform of f(x) & g(x) then
F{c₁ f(x) + c₂ g(x)} = c₁ F{f(x)} + c₂ F{g(x)}
= c₁ f(S) + c₂ g(s)

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Proof:- The definition of Fourier Transform is
F{f(x)} = f(x) dx = f(s) -----(1)
By definition F{c₁ f(x) + c₂ g(x)} = [c₁ f(x) + c₂ g(x)] dx
f(x) dx + c₂ g(x) dx
= c₁ f(s) + c₂ g(s) by (1) Note:-
Linear Property:
(I) Fs{c₁ f(x) + c₂ g(x)} = c₁ fs(s) + c₂ gs(s)
(II) Fc{c₁ f(x) + c₂ g(x)} = c₁ fc(s) + c₂ gc(s)
Proof:- (I) The definition of Fourier Sine Transform is
Fs{f(x)} = sx dx = fs(s) -----(1)
By the definition , Fs{c₁ f(x) + c₂ g(x)} = [c₁ f(x) + c₂ g(x)] sin sx dx
sx dx + c₂ sx dx
= c₁ fs(s) + c₂ gs(s) by (1) Change
of scale property:

Statement : If F{f(X)} = f(s) then F{f(ax)} =


Proof :- The definition of Fourier Transform of f(x) is
F{f(x)} = f(x) dx = f(s) --------(1)

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By definition F{f(ax)} = f(ax) dx let ax =t x = t/a
1 1

f(t) dt dx = dt

𝑎 𝑎 f(t) dt

f(x) dx ( by property of def. integral)

Note : 1) If Fs{f(x)} = fs( fs(s) then Fs


2) If Fc{f(x)} = fc(s) then Fc{f(
Proof: (I) The definition of Fourier Sine Transform is

Fs{f(x)} sx dx = fs(s) -----(1)


=
By definition Fssx dx let ax =t
sin 1
s( dt dx = dt
𝑎

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)t. dt
)x. dx =

Shifting Property:-
If F{f(x)} = f(s) then F{f(x-a)} = 𝑒𝑖𝑠𝑎 𝑓(𝑠)

Proof : F{f(x)} f(x) dx =f(s)----(1)


=
By definition F{f(x-a)} = -a) dx let

x-a=t f(t) dt x=t+a


f(t) dt dx= dt
f(x) dx
= 𝑒𝑖𝑠𝑎 f(s) by (1)
Modulation Theorem :-
If F{f(x)} = f(s) then F{f(x) -a) + f(s+a)}

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Proof: The defination of Fourier

Transform is f(x) cos ax dx F{f(x)} = f(x) dx


=f(s)----(1) By definition F{f(x)

f(x) dx
f(x) dx + f(x) dx
-a) + f(s+a)}
Note: If Fs(s) & Fc(s) are Fourier Sine & Cosine Transform of f(x) respectively

Then (i) Fs{f(x) cos ax} = -a)}

(ii) Fs{f(x) sin ax} = -a)}

(iii) Fs{f(x) sin ax} = -a)}


Proof: The definition of Fourier Sine Transform of f(x) is
Fs{f(x)} = sx dx = fs(s) -----(1)
By definition Fs{f(x) cos ax} = sx dx
sx. Cos ax) dx

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sin (s-a)x dx ]

)]dx

)x dx +
-a)]
Similarly we get (ii) & (iii) Problems:
1) Find Fourier Transform of f(x) = 𝑒𝑖𝑘𝑥 , a < x < b
0 , x <a , x > b
Solution : By definition , F{f(x)} = f(x) dx -∞ ∞
dx
dx

] (apply limits a to
b)

2) Find , F{f(x)} if f(x) = x, |x| < a

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0 , |x| > a |x| < a means –a < x < a
Solution : By definition , F{f(x)} = f(x) dx
x dx
use dx , integration by parts ,

dx ‫= 𝑣𝑑𝑢 ׬‬ 𝑢𝑣 − ‫𝑢𝑑𝑣 ׬‬
(apply –a to a) u=x, dv= 𝑒𝑖𝑠𝑥dx

) (apply –a to a) du=dx, v= ‫׬‬. 𝑒𝑖𝑠𝑥 dx

3) If f(x) = 1 , |x| < a


0 , |x| > a , Find Fourier Transform of f(x)
Deduce that
(i)
f(x) dx
Solution : F{f(X)} = |x| < a means –a < x < a

= ‫׬‬−𝑎 𝑒𝑖𝑠𝑥 .1. dx

-a to a)

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(2i sin as)


f(s) = F{f(x)} = f(s)
𝑠

Deduction :

Inverse Fourier Transform is defined by f(x) = f(s) ds

ds f(x) =

ds – i
ds]
(even) (odd)

ds - 0]
∞ sin 𝑎𝑠 cos 𝑠𝑥 𝜋
(i) ‫׬‬0 𝑑𝑠 = 2 . f
𝑠 (x)
1, |x| < a
0, |x| > a

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(ii) Put a = 1 , x = 0 in (i) we get
∞ sin 𝑠 𝜋
‫׬‬0 𝑠 𝑑𝑠 = 2.1
∞ sin 𝑠 𝜋
⇒ ‫׬‬0 𝑠 𝑑𝑠 = 2
4) Find Fourier Transform of f(x) = 1 - x² , |x| ⪯ 1
0, |x| > 1
dx Evaluate
Solution:- F{f(x)} = f(x) dx

- x² ) dx
dx ‫ 𝑣𝑢 = 𝑣𝑑𝑢׬‬− ‫𝑢𝑑𝑣׬‬

(limits -1 to 1) u= (1 − x²) dv= 𝑒𝑖𝑠𝑥dx

= [ 0 – dx du =-2x
dx, v= ‫׬‬. 𝑒𝑖𝑠𝑥 dx

dx]
1 to 1) -

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= 𝑖𝑠2 [1.( 𝑒 𝑖𝑠 +𝑖𝑠𝑒 −𝑖𝑠 ) - 𝑖𝑠1 𝑒 𝑖𝑠𝑖𝑠𝑥 ] (- 1 to 1) 𝑖𝑠 - 2i sin s)

[ sin s – s = 𝑖𝑠2 [ 2 cos𝑖𝑠 𝑠 - 𝑖𝑠1 (𝑒 𝑖𝑠 −𝑖𝑠𝑒 −𝑖𝑠 )] cos s] = f(s)

Deduction : = 𝑖𝑠2 . 𝑖𝑠1 (2 cos s 1 Inverse

Fourier = - 𝑠2 ² . 2[ cos s - sin𝑠 𝑠 ]

Transform is defined by f(x) = f(s) ds

. [ sin s – s cos s] ds

ds =

ds]
(even function) (odd function)

f(x) = 0
𝜋
ds = f(x)

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2

- x²) , |x| ⪯ 1
0, |x| > 1

At x = ds = put
s=x

dx =

dx =

dx = -

5) Find Fourier Transform of f(x) = if |x|

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F{f(x)} = f(s) = f(x) dx

6) Find Fourier Transform of f(x) = sin x , if 0 < x <


0 , otherwise
Solution : By definition,
F{f(x)} = f(s) = f(x) dx

sin x dx

1.cosx] apply 0 to 𝜋

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7) Find Fourier Transform of f(x) = x𝑒
Solution : By definition,
F{f(x)} = f(x) dx f(s) =
dx
dx

] (0 to )

−𝑥² −𝑥²

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8) Find Fourier Transform of 𝑒 2. Show that 𝑒 2 is reciprocal Solution : By
definition,
F{f(x)} = f(s) = f(x) dx

dx

dx (x-is)² /2= y²

dx x-is = 2y
−𝑠² −1
1 ∞ 𝑥−𝑖𝑠 2
= 𝑒 2
−∞ 𝑒
‫׬‬ 2
2𝜋 dx dx = 2dy

dy

dy dy
Therefore Function is self reciprocal

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9) Find the inverse Fourier Transform of f(x) of f(s) = 𝑒−|𝑠|𝑦
Solution : We have |s| = -s , if s < 0
s , if s > 0
From inverse Fourier Transform, we have
f(x) = f(s) ds
f(s) ds + f(s) ds]
ds + ds]
ds + ds

] (0 to ∞)

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Problems on sine and cosine Transform:-
1) Find Fourier cosine Transform of f(x) defined by f(x) = cos x , 0 < x < a
= 0 , x>a
Solution : Fc{f(x)} = sx dx
sx dx sx dx

dx +

] (apply 0 to a)

2cosAcosB=cos(A+B)+cos(A-B)

+ cos (x-sx)] dx A=x, B=sx

dx]

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2) Find Fourier cosine Transform of f(x) defined by f(x) = x , 0 < x < 1
2-x , 1 < x < 2
0 , x>2
Solution : Fc{f(x)} = sx dx

sx dx +

)] ( apply 0 to 1) + [(2

)+(0-

2 cos² s)
s)
sx dx + sx dx sx dx
sx dx + 0

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)] (1to 2)

3)Find Fourier sine & cosine Transform of 2𝑒−5𝑥 + 5𝑒−2𝑥


Solution : Given f(x) = 2𝑒−5𝑥 + 5𝑒−2𝑥

Fs{f(x)} = sx dx

sx dx + 5 sx dx

5 sin sx – s cos sx )} (apply 0 to ∞)} sx


dx

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2 sin sx – s cos sx )} (apply 0 to ∞)}

0 )} + 5 {0 -
=[2{0-

Similarly (ii) Fc{f(x)} = [


4) Find Fourier cosine Transform of (i) 𝑒−𝑎𝑥
cos ax , (ii) 𝑒−𝑎𝑥 sin ax Solution

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: Given f(x) = 𝑒−𝑎𝑥 cos ax (i)

Fc{f(x)} sx dx
sx dx
=
sx dx
x dx +

x dx]

)x} (apply -s)x + (a-s) sin (a-s)x} (apply 0 to ∞)


0 to ∞)

0 )} + {0 -

0)}]

(ii) Similarly Fs{f(x)} = Fs ]


5) Find Fourier cosine & sine Transform of 𝑒−𝑎𝑥 , a > 0 hence

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deduce (i) ds (ii) ds


Solution : Let f(x) = 𝑒−𝑎𝑥

Fc{f(x)} = sx dx
sx dx

+ s sin sx )] (apply 0 to ∞)
( – a + 0)] = = Fc(s)-----------(1)
Fs{f(x)} sx dx =

sx dx

-a sin sx - s cos sx )] (apply 0 to


∞)
Fs{f(x)} =
By Inverse cosine Transform

f(x) = sx ds

sx ds

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−𝑎𝑥

sx ds =

By inverse sine Transform ,

f(x) = sx ds

sx ds

sx ds = 1

6) Find Fourier sine Transform of f(x) =


𝑥

sx dx

Solution : Fs{f(x)} =

𝑒−𝑎𝑥

7) Find Fourier sine Transform of , hence deduce


that
𝑥

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Solution : Fs{f(x)} = sx dx

sx dx = I ---(1)

sx dx
sx dx

+ s sin sx )] (apply 0
to ∞)

( – a + 0)]

Integrate on both sides w.r.t. s we get

I= a ds = a . +c

put s = 0 on both sides we get {in (1) & (2)}


0= (0) + c

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) = Fs{f(x)}
8)Find Fourier cosine Transform of , and
(ii) Fourier sine Transform of
, We will find Fc{f(x)} = Fc{
Solution : Let f(x) =
sx dx
Fc{f(x)}

sx dx = I -------(1)
Differentiate on both sides w.r.t s

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dx

dx

dx Diff
on both sides w.r.t ‘s’

We get dx

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= I by (1) -I=0

dx
Put s = 0 on both sides

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dx

there fore ,

From (3) & (5) , dx

solve (6) & (7) we get sub in (4)

i.e., Fc {f(x)} = Fc{


Now I =

From (2) & (8) , we have

- dx = -

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dx =
There fore Fs

9) Find the Inverse Fourier Cosine Transform of f(x) of fc(s) = ) , s < 2a


0 , s
Fourier Cosine Transform , we have

f(X) = sx ds
sx ds + sx ds]
sx ds

}(0 to 2a) -

2ax + cos 0)

)(0 to 2a)]
10) Find f(x) if its Fourier Sine Transform is 𝑒−𝑎𝑠
Solution : Given f(s) = 𝑒−𝑎𝑠

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By definition of inverse sine transform

f(x) = sx ds

sx ds

-a sin sx – x cos sx)(0 to ∞)

-x)]
11) Find the Inverse Fourier Sine Transform f(x) of Fs
(or)
Find f(x) if its Fourier sine Transform is

Solution : By Fourier Inverse sine Transform f(x) = f(x) = sx ds = I

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We get
Diff w.r.t. x

= I from (1)
Solution of (4) is I = -----------(5)

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From (2) & (5)
If x = 0 ,I = 1 ,
(5) From
Substitute in (5)
(3) & (6)
(5) ⇒ f(x) = I=0+
c₂ 𝑒 −𝑥
If x = 0 , (3)
⇒ f(x) = 2
𝑒 −𝑥
−1
if x = 0 , (6) ⇒ c₁ - c₂ = - 𝜋
(𝑡𝑎𝑛 s)(0 to ∞)
2𝜋
=- 𝜋 2 = -1
Now solve c₁ + c₂ = 1 &
c₁ - c₂ = -1 we get c₁ = 0 & c₂ = 1

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Relation between Fourier and Laplace Transform:


Statement: If f(t) = g(t) , t > 0 then F{f(t)} = L{g(t)}
0 , t<0
Proof : F{f(t)} =

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f(x)](-
= 0 – is

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Finite Fourier Transforms :-


Definition : The Finite Fourier sine Transform of f(x) , 0 < x < l is defined by

Fs{f(x)} = dx fs
If 0 < x < 𝜋 , Fs{f(x)} = fs sx dx
The function f(x) is called the inverse finite Fourier sine transform of fs(s) and is

given by f(x) = ds

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If 0 < x < 𝜋, f(x) = sx
Definition : The finite Fourier sine Transform of f(x) , 0 <
x < l is defined by

Fc{f(x)} = fc(s) = dx

If 0 < x < 𝜋 , Fc{f(x)} = sx dx


The function f(x) is called inverse finite Fourier cosine transform of f(x) and is
given

by f(x) = 𝐹𝑐−1{fc(s)} = fc(0) + ds f(x)


2
σ∞
𝑠= 1 𝑓𝑐(𝑠) cos
= 𝐹𝑐−1{fc(s)} = 1 fc(0) + 𝜋 sx , (0, 𝜋)
𝜋

Problem :
1) Find the Fourier Finite cosine transform of f(x) = x , 0 < x < 𝜋 Solution : Fc{f(x)}
= fc(s) = sx dx

sx dx = ( ) (0 to dx
= (0 – 0)

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s = 1,2,3,……..

If s = 0 , fc(s) =

Therefore fc(s) =
dx =
𝑥
] , s>0
2) Find the Fourier Finite sine transform of f(x)
= ,0<x<𝜋 , s =0
𝜋
𝜋𝑥
Solution : Fs(n) = ‫׬‬0 𝜋 sin nx dx = nx dx

cos n
3) Find the Fourier Finite sine transform of f(x) = x³ in (0 , 𝜋) Solution : By definition
the finite Fourier sine Transform is
Fs{f(x)} = sx dx
sx dx

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u = x³ 3x² 6x 6 0 dv= sin nx dx

) + 6x (

²] , n = 1,2,3…… )
4) Find Finite sine Transform of f(x) = x in 0 < x < 4

Solution : Let f(x) is Fs{f(x)} = dx

sin )(0 to

4) –
. 4 . Cos n

cos n

Similarly Fc{f(x)} = 1] = fc(n)

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if n = 0 , fc(0) = dx = ) ( 0 to 4 ) = 8
Parseval’s Identity for Fourier Transforms :-
Statement : If f(s) & g(s) are Fourier Transform of f(x) & g(x) respectively then

g(x) dx

² ds = ² dx

Now (iii) gc(s) ds = g(x) dx


Proof : By the inverse Fourier Transform we have

g(x) =
Taking cojugate Complex on both sides in (1)

ds

g(x) dx = ds

]
f(s) ds

g(s) ds = g(x) dx ---------(2)

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dx dx ]

ds

(ii) Putting g(x) = f(x) in (2) we get

f(s) ds = f(x) dx

² ds = Therefore (3)
For Sine Transform:
gs(s) ds = g(x) dx
² ds = ² dx
Similarly for Cosine
Problem 1):) If f(x) = 1 , |x| < a
0 , |x| > a , Find Fourier Transform of f(x)

²
Deduce that
Solution : F{f(X)} = f(x) dx |x| < a means –a < x < a

= ‫׬‬−𝑎 𝑒𝑖𝑠𝑥 .1. dx

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-a to a)

(2i sin as)

f(s) F{f(x)} = f(s)


By parseval’s identity for Fourier Transform

² dx = ² ds

dx = ² ds

ds

ds

ds = a

² ds = a

ds = a
a

Therefore ds =

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2)Find Fourier Transform of f(x) = 1 - x² , |x| ⪯ 1
0, |x| > 1 is [ sin s – s cos s]
Using Parseval’s Identity Prove That

f(x) dx dx =
Solution : :- F{f(x)} =
- x² ) dx
dx
‫ 𝑣𝑢 = 𝑣𝑑𝑢׬‬− ‫׬‬ 𝑣𝑑𝑢

(limits -1 to 1) u= (1 − x²) dv= 𝑒𝑖𝑠𝑥dx

du =-2x dx, v= ‫׬‬. 𝑒𝑖𝑠𝑥 dx

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]
By parseval’s identity for
Fourier Transform

² dx = ² ds dx =

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s – s cos 𝑠)]² ds dx = ]²
ds =
. 2. 16 ]² ds 15
8
]² ds = 2 .
15
𝜋
𝜋

]² dx =
15

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-
If Z[f(n)]=F(Z) then Z[f(n-k)]=𝑍−𝑘F(Z)
Proof: we know that 0 k k+1 k+2 k+3 - - - - - - - ∞
Z[f(n)]=
are different forms)
(since we are shifting f(n) to right)

consider Z[f(n-

-
Z[f(n-k)]=𝑍−𝑘𝐹(𝑍)

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NOTE :- Z[f(n-k)]=𝑍−𝑘F(Z) putting k=1 ,we have
Z[f(n-1)]=𝑍−1𝐹(𝑍) putting k=2 ,we have Z[f(n-2)]=𝑍−2𝐹(𝑍)
putting k=3 ,we have

Z[f(n-3)]=𝑍−3𝐹(𝑍)
2.Shifting f(n) to left :-

If Z[f(n)]=F(Z) then Z[f(n+k)]=𝑍𝑘[F(Z)-f(0)-f(1)𝑍−1 − f 2 𝑍−2 − −−−−−− − f(k-1)𝑍−(𝑘−1)]

In particular
(a)If k=1 then Z[f(n+1)]=Z[F(Z)-f(0)]
(b) If k=2 then Z[f(n+2)]=𝑍2[F(Z)-f(0)-f(1)𝑍−1]

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(c) If k=3 then Z[f(n+3)]=𝑍3[F(Z)-f(0)-f(1)𝑍−1-f(2)𝑍2] - - - - - - - - - - - - - - and so on.
Problems:1.Prove Z(

Solution- let f(n)=Z(


we know that Z[f(n)]=
Z[

- expansion needs ‘Z’ in


denominator’s, for this,multiply &divide with ’Z’

] [x + -x) ]

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evaluate (a)Z(
Solution- we know that Z[f(n)]=
1

let f(n)= for n=0,1,2,3 - - -


𝑛!

Z[

2.Find Z[ ] and using shifting theorem


and (b)Z(

-
=F(Z) (say) By
shifting theorem

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-> Z[f(n+1)]=Z[F(Z)-F(0)]
2 −1

1
- f(n)= >Z[f(n+2)]=𝑍 𝐹 𝑍 − 𝐹 0 − 𝐹 1 𝑍
𝑛!

f(n+

! f(n+
!

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Multiplication by ‘n’:If Z[f(n)]=F(Z) then


Z[nf

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5𝑍2+3𝑍+12

5𝑍2+3𝑍+12

1
-f(0)] = 0

= lim 𝑍35𝑍4+3𝑍3+2(12𝑍−𝑍12)−45 𝑍−1 4

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𝑧→∞ 𝑍

= lim 𝑍35𝑍4+3𝑍3+12𝑍2−25((𝑍𝑍−41−)44𝑍3+6𝑍2−4𝑍+1)
𝑧→∞ 𝑍

= lim 𝑍35𝑍4+3𝑍3+12𝑍2−52𝑍(𝑍4+−201)4𝑍3−30𝑍2+20𝑍−5
𝑧→∞ 𝑍

= lim 𝑍323𝑍23.−𝑍184 1𝑍−2𝑍+−201 𝑍4−5


𝑧→∞ 𝑍

= lim 𝑍323−18𝑍3−[11+−20𝑍−𝑍1−24−5𝑍−3 𝑧 𝑧

= 23

→ (𝑍 − 1)4= (𝑧 − 1)2.(𝑧 − 1)2


=(𝑍2 + 1 − 2𝑍)(𝑍2 + 1 − 2𝑍)
=𝑍4 + 𝑍2 − 2𝑍3 + 𝑍2 + 1 − 2𝑍 − 2𝑍3 − 2𝑍 + 4𝑍2 =𝑍4 +
6𝑍2 − 4𝑍3 − 4𝑍 + 1

INVERSE Z-TRANSFORM

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[g(0) + g(1)𝑍−1 + g 2 𝑍−2 + g 3 𝑍−3 + - - - - - +g(n)𝑍−𝑛 + - - - - -]
We have Z[f(n)]=F(Z) which can be also written as f(n)=𝑍−1[𝐹(𝑍)].
Then f(n) is called inverse Z-transform of F(Z)
Thus finding the sequence {f(n)} from F(Z) is defined as Inverse Z-Transform.
The symbol 𝑍−1 is the Inverse Z −
If 𝑍−1 𝐹 𝑍 =𝑓𝑛 and 𝑍−1 𝐺 𝑍 = 𝑔 𝑛 then Transform.
CONVOLUTION
Proof:- We have F(Z)= THEOREM(v.v.imp):-

[where * is convolution operator]

F(Z).G(Z) = [f(0) + f(1)𝑍−1 + f 2 𝑍−2 + f 3 𝑍−3 + - - - - - +f(n)𝑍−𝑛 + - - - - -]

=Z[f(0)g(n)+f(n)g(n-1)+ - - - - - - -+f(n)g(0)] 𝑍−1[F(Z).G(Z)]


=f(0)g(n)+f(n)g(n-1)+ - - - - - - -+f(n)g(0)

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Problems:-
𝑍 2
1.Evaluate (a)𝑍−1 𝑍−𝑎 𝑏 𝑍−1
Solution:-
𝑍 2
(a) 𝑍−1
𝑍−𝑎
𝑍 𝑍
=𝑍−1 .
[ ]
𝑍−𝑎 𝑍−𝑎

F(Z)= 𝑍 => f n = 𝑍−1 𝑍 = 𝑎𝑛


𝑍−𝑎 𝑍−𝑎

G(Z)= 𝑍 => g n = 𝑍−1 𝑍 = 𝑎𝑛


𝑍−𝑎 𝑍−𝑎
by convolution theorem , 𝑍 𝑔 𝑍−1 𝐹
𝑍 . 𝐺 𝑍 = 𝑍−1 𝑍 . 𝑍
𝑍−𝑎 𝑍−𝑎

=σ𝑛𝑚=0 𝑎𝑚. 𝑎𝑛−𝑚

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−1 𝐹 𝑍 . 𝐺 𝑍 = 𝑓 𝑛 ∗ =σ𝑛𝑚=0 𝑎𝑛
=𝑎𝑛 σ𝑛𝑚=0 1
=𝑎𝑛[1 + 1 + 1 + - - - - -+1] (n+1)times
=(n+1)𝑎𝑛
𝑓 𝑚 𝑔(𝑛 − 𝑚)
𝑏 𝑍−1 𝑍2
𝑍−𝑎 𝑍−𝑏

=𝑍−1 𝑍 . 𝑍
𝑍−𝑎 𝑍−𝑏

= 𝑍−1 F(Z)= 𝑍 => f n 𝑍 = 𝑎𝑛


𝑍−𝑎 𝑍−𝑎

𝑍
G(Z)= 𝑍 => g n = 𝑍−1 = 𝑏𝑛
𝑍−𝑏 𝑍−𝑏 by convolution

theorem ,
𝑍 . 𝑍
𝑍−1 𝐹 𝑍 . 𝐺 𝑍 = 𝑍−1
𝑍−𝑎 𝑍−𝑏

= σ𝑛𝑚=0 𝑎𝑚 . 𝑏𝑛−𝑚

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= σ𝑛𝑚=0 𝑏𝑛. ( 𝑎𝑏)𝑚

= 𝑏𝑛 σ𝑛𝑚=0 (𝑎𝑏)𝑚

= 𝑏𝑛[(𝑎)0 + ( 𝑎)1 + ( 𝑎)2 + (𝑎)3 + - - - - - - - - +(𝑎)𝑛]


𝑏 𝑏 𝑏 𝑏 𝑏

this is in geometric progression,


2+a𝑟3+ - - - -+a𝑟𝑛−1+ - - - - =𝑎(1−𝑟𝑛) , r<1 a+a𝑟
1−𝑟
𝑎(𝑟𝑛−1)

= , r>1
1−𝑟

𝑏𝑛 1− 𝑎 𝑛+1

= 𝑏𝑎
1−
𝑏

𝑏𝑛 1−𝑎𝑏𝑛𝑛++11

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= 𝑏−𝑎

Put a=3 and b=4 we get

𝑍−1 𝑍2 = 4𝑛+1−3𝑛+1 = 4𝑛+1 − 3𝑛+1 𝑍−3 𝑍−4 4−3

2.Using Convolution theorem


1∗ 1 =
show that 𝑍−1 2𝑛 where ∗ is convolution operator
𝑛! 𝑛! 𝑛!
1

Solution: f(n)= g(n)=


𝑛! 𝑛!

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- to (n+1) terms]

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= 5𝑛 σ𝑛𝑚=0 (45)𝑚

=5𝑛[(4)0 + (4)1 + (4)1 + ( 4)3 + - - - - - - - - +(4)𝑛]


5 5 5 5 5

=5𝑛 [1 + 4 + (4)2 + (4)3 + − − − − − − − − +(4)𝑛]


5 5 5 5

this is in geometric progression,

1 +a𝑟3+ - - - -+a𝑟𝑛−1+ - - - - =𝑎(1−𝑟𝑛) , r<1 a+a𝑟


1−𝑟
𝑎(𝑟𝑛−1)

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= , r>1
1−𝑟

Partial Fractions Method:-

𝑍2+11𝑍𝑍+24 (non repeated linear factors) 𝑣. 𝑖𝑚𝑝


1.Find 𝑍−1

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{ 𝑍 + 8 = 0 ⇒ 𝑍 = −8 & 𝑍 + 3 = 0 ⇒ 𝑧 = −3}
1 A=
5

now substitute A and B values in equation -1 we get

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𝑍−1 𝐹 𝑍 (𝑍−1 𝑎𝑛 = 𝑍 ⇒ 𝑍−1 𝑍 =𝑎𝑛)
𝑍−𝑎 𝑍−𝑎

2.Find the Inverse Z-Transform of


(𝑍−1)(𝑍−2)
𝑍
Solution:- let F(Z) = here we can resolve F(Z) into partial
fractions directly as follows
1 1 1

F(Z) = Z[ ]=𝑍 −
(𝑍−1)(𝑍−2) 𝑍−2 𝑍−1
𝑍 𝑍
F(Z) =

hence 𝑍−1 𝐹 𝑍 = 𝑍−1 − 𝑍 𝑍−1 𝑍


𝑍−2 𝑍−1
= 2𝑛 − 1𝑛

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3.Find 𝑍−1 3𝑍2+𝑍

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Geometric Progression:a)
Finite –

a
b) Infinite –
a

eg; 1

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put Z=-3 =>1=c(-3-2)


1 = -5c c=

now comparing the co-efficients of 𝑍2 on both sides


0=A+B

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B= substituting A,B and C


values in equation-1,we get
𝐹(𝑍) 1 1 1 1 1 1 1

F(Z) =

𝑍−1 𝑍+3 𝑍2 𝑍−2 = 𝑍−1[251 . 𝑍𝑍−2 − 251 𝑍+𝑧 3 − 15 . (𝑍+𝑧3)2]

= 1 2𝑛 − 1 −3 𝑛 − 1 𝑛(−3)𝑛
25 25 5

∴ 𝑍−1 𝑍+3 𝑍2 𝑍−2 = 251 2𝑛 − 251 −3 𝑛 − 15 𝑛(−3)𝑛

Solutions Of Difference Equations


Difference Equations:-
Just as the Differential equations are used for dealing with continuous process in nature , the
difference equations are used for dealing of discrete process.
Definition:-
A difference equation is a relation between the difference of an unknown function at one (or)
more
general value of the argument.

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thus ∆𝑦𝑛 + 2𝑦𝑛 = 0 𝑎𝑛𝑑

.
The solution of a difference equation is an expression for 𝑦𝑛 which satisfies the given

.
The general solution of a difference equation is that in which the number of arbitrary constants is
equal to the order of the difference equation.
Linear Difference Equation:-
The Linear difference equation is that in which 𝑦𝑛+1, 𝑦𝑛+2, 𝑦𝑛+3− − − − − − − etc occur to the 1𝑠𝑡
degree only and are not multiplied together.
The difference equation is called Homogeneous if f(n)=0,Otherwise it is called as
NonHomogeneous equation (i.e:-f(n)

Working rule (or) Working Procedure:-


To solve a given linear difference equation with constant co-efficient by Z-transforms.
Step-1 :- Let Z(𝑦𝑛)=Z[y(n)] =Y(Z)

Step-2 :-Take Z-Transform on bothsides of the given difference equation.

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Step-3 :-Use the formulae Z(𝑦𝑛) = 𝑌 𝑍
Z[𝑦𝑛 + 1] =Z[Y(Z)-𝑦0]
Z[𝑦𝑛 + 2] = 𝑍2[Y(Z)-𝑦0 − 𝑦1𝑍−1]
Step-4:-Simplify and find Y(Z) by transposing the terms to the right and dividing by the co-efficient of y(Z).
Step-5:-Take the Inverse Z-Transform of Y(Z) and find the solution 𝑦𝑛
This gives 𝑦𝑛 as a function of n which is the desired solution. Problems:-
1.Solve 𝑦𝑛+1 − 2𝑦𝑛 = 0 using Z −Transforms.
Solution:-let Z[𝑦𝑛] = 𝑌 𝑍

Z[𝑦𝑛+1] = 𝑍 𝑌 𝑍 − 𝑦0 taking Z-Transform of the given equation we get Z[𝑦𝑛+1] −


2𝑍 𝑦𝑛 = 0

𝑍𝑌𝑍 − 𝑦0 - 2Y(Z) = 0

Y(Z)[Z-

Y(Z) = 𝑍−2 𝑦0

𝑍−1 𝑌 𝑍 = 𝑍−1 𝑍𝑍−2 𝑦𝑜 => Z[Y(n)]=Y(Z)


𝑦𝑛 =2𝑛𝑦𝑜 𝑍−1 𝑌 𝑍 = 𝑦𝑛
2.Solve the difference equation using Z-Transforms

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𝜇𝑛+2 − 3𝜇𝑛+1 + 2𝜇𝑛 = 0 Given that
𝜇0=0 , 𝜇1 = 1
Solution:-let Z(𝜇𝑛) = 𝜇 𝑍
Z(𝜇𝑛+1) = 𝑍[𝜇 𝑍 − 𝜇0 ]
Z(𝜇𝑛+2) = 𝑍2 𝜇 𝑍 − 𝜇0 − 𝜇𝑍1 now taking Z-Transform on both sides of

the given equation we get

𝑍(𝜇𝑛+2) − 3𝑍(𝜇𝑛+1) + 2𝑍(𝜇𝑛) = 0 𝑍2− 𝜇0 − 𝜇𝑍1


𝜇 𝑍 - 3𝑍[𝜇 𝑍 − 𝜇0] +2𝜇 𝑍 = 0 using the given
conditions it reduces to
𝜇 𝑍
𝑍2− 0 − 1 - 3𝑍𝜇[𝜇𝑍 𝑍[ 𝑍−2 0] − 3+2 𝑍𝜇 + 𝑍 2 ] = 0
𝑍 𝑍
𝜇
𝑍 = 𝑍 2 −3 𝑍 +2 =Z (or)

= ( 𝑍 −1 )𝑍 ( 𝑍 −2 )

= Z[𝑍 −𝑍 ]

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𝑍 𝑍

= 𝑍 −2 − 𝑍 −1
on taking Inverse Z-Transform on both sides we get
𝑍−1 𝜇 𝑍 = 𝑍−1 𝑍− 𝑍
𝑍−2 𝑍−1

𝑍𝑍− − 𝑍−1 𝑍𝑍−1


𝜇𝑛 =𝑍−1 2

𝜇𝑛 = 2𝑛 − 1

3.Solve the difference equation using Z-Transform


𝑦𝑛+2 − 4𝑦𝑛+1 + 3𝑦𝑛 = 0
Given that 𝑦0 = 2 𝑎𝑛𝑑 𝑦1 = 4
Solution:- let Z[𝑦𝑛] = 𝑌 𝑍
Z[𝑦𝑛+1] = 𝑍 𝑌 𝑍 − 𝑦0 Z[𝑦𝑛+2] = 𝑍2 𝑌 𝑍 − 𝑦0 − 𝑦1𝑍−1
taking Z-Transform of the given equation we get
Z(𝑦𝑛+2) − 4𝑍(𝑦𝑛+1) + 3𝑍(𝑦𝑛) = 0
𝑍2 𝑌 𝑍 − 𝑦0 − 𝑦1𝑍−1 - 4 𝑍 𝑌 𝑍 − 𝑦0 +3Y(Z) = 0 using
the given conditions it reduces to
𝑍2 𝑌 𝑍 − 2 − 4𝑍−1 - 4 𝑍 𝑌 𝑍 − 2 +3Y(Z) = 0

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i.e:- Y(Z)[𝑍2 − 4𝑍 + 3] − 2𝑍2 − 4𝑍 + 8𝑍 =0
Y(Z)[𝑍2 − 4𝑍 + 3] =Z(2Z-4)

( )

Y(Z)= on taking Inverse Z-Transform on both


sides we obtain
𝑍−1[𝑌 𝑍 ] = 𝑍−1 𝑍 + 𝑍−1 𝑍
𝑍−1 𝑍−3

𝑦𝑛 = 1+3𝑛

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