093 - MA8353, MA6351 Transforms and Partial Differential Equations - Notes
093 - MA8353, MA6351 Transforms and Partial Differential Equations - Notes
DIFFERENTIAL EQUATIONS
SUBJECT NOTES
Department of Mathematics
FATIMA MICHAEL
COLLEGE OF ENGINEERING &
TECHNOLOGY
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MADURAI – 625 020, Tamilnadu, India
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Basic Formulae
DIFFERENTIATION &INTEGRATION FORMULAE
0 Function Differentiation
y f (x) dy
dx
1 xn nxn 1
2 log x 1
x
3 sin x cos x
4 cos x sin x
5 eax a ex
6 C (constant) 0
7 tan x sec2 x
8 sec x sec x tan x
9 cot x cos ec2 x
10 cos ecx cosecxcot x
11 x 1
2 x
12 sin 1 x 1
1 x2
13 cos 1 x 1
1 x2
14 tan 1 x 1
1 x2
15 sec 1 x 1
x x2 1
16 cos ec 1x 1
2
x x 1
17 cot 1 x 1
1 x2
18 ax ax log a
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du dv
dy u dy v dx u dx
19. If y uv , then du dv 20. If y , then
v u
dx dx dx v dx v2
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xn 1
1. x ndx
n1
x x ax eax ax eax
2. e dx e, e dx & e dx
a a
cos ax
3. sin xdx cos x & sin axdx
a
sin ax
4. cos xdx sin x & cos axdx
a
dx 1 x
7. dx tan 1
x a2
2
a a
dx 1 x a
8. dx log
x a2
2
2a x a
dx 1 x
9. dx sin
a2 x2 a
dx x
10. dx sinh 1
a2 x2 a
dx x
11. dx cosh 1
x2 a2 a
x 2 a2 x
12. a2 x 2dx a x2 sin 1
2 2 a
2 2 x 2 2 a2 x
13. a x dx a x sinh 1
2 2 a
x 2 a2
14. x 2 a 2 dx x a2 cosh 1 x
2 2 a
dx
15. log x
x
4
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3
2 a x
18. a x dx
3
3
2 a x
19. a x dx
3
1
20. dx 2 x
x
eax
21. e axcos bxdx a cos bx b sin bx
a2 b2
ax eax
22. e sin bxdx a sin bx b cos bx
a2 b2
a a
24. f (x)dx 2 f (x)dx when f(x) is even
a 0
a
25. f (x)dx 0 when f(x) is odd
a
a
26. e ax cos bxdx 2
0
a b2
ax b
27. e sin bxdx 2
0
a b2
TRIGNOMETRY FORMULA
1. sin 2A 2sin Acos A
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5. sin A cos B sin( A B) sin( A B)
2
1
cos Asin B sin( A B) sin( A B)
2
1
cos A cos B cos( A B) cos( A B)
2
1
sin Asin B cos( A B) cos( A B)
2
1
6. sin3 A 3sin A sin 3A
4
1
cos3 A 3cos A cos 3A
4
A A
7. sin A 2 sin cos
2 2
2 A
A
cos A cos sin2
2 2
A A
1 2 sin2 1 cos A 2 sin2
2 2
LOGRATHEMIC FORMULA
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m
log log m log n
n
log mn n log m
loga 1 0
loga 0
loga a 1
elog x x
UNIT - 1
Notations
2 2 2
z z z z z
p q r s t
2
x y x 2
x y y
General form
Pp + Qq = R
Subsidiary Equation
dx dy dz
P Q R
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dx dy dz x my nz
P Q R P mQ nR
Then dx + m dy + n dz = 0
General form
Z = px + qy + f(p,q) (1)
Complete integral
Put p = a & q = b in (1), We get (2) Which is the Complete integral
Singular Integral
Diff (2) Partially w.r.t a We get (3)
Using (3) & (4) Find a & b and sub in (2) we get Singular Integral
REDUCIBLE FORM
Using the above in (1)we get Using the above in (1) We get
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TYPE –1 TYPE –3(a) TYPE –3(b) TYPE –3(c) TYPE –4
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General form General form General
General form
F(p,q) = 0 (1)
General form
F(x,p,q) = 0 (1)
F(y,p,q) = 0 F(z,p,q) = 0 form m
(1) (1) F(x,y,p,q) =
0
(
1
)
Complete Complete Complete Complete Com
Integral Integral Integral Integral plete
Put p = a and q = Inte
b in (1) Put q = a in (1) Put p = a in (1) Put q = ap in (1) gral
Find b in terms Then, find p and Then, find q and Then, find p and
of a sub in sub in dz = p dx sub in (1) Can be
Then sub b in dz = p dx + q dy + q dy dz = p dx + q dy written as,
z = ax + by + c Integrating , Integrating , Integrating, f(x,p) =f(y,q)
we get (2) We get (2) We get (2) We get (2) which = a Then,
which is the which is the which is the is the find p and q
Complete Complete Complete Complete sub in
Integral integral integral integral dz = p dx +
qD y
Integrating,
We get (2)
which is the
Complete
integral
Singular Singular Singular Singular Singular
Integral Integral Integral Integral Integral
Diff (2) partially Diff (2) partially Diff (2) partially Diff (2) partially Diff (2)
partially
w.r.t cWe
get,0
w.r.t cWe get,0 w.r.t cWe get,0 w.r.t cWe get,0 w.r.t cWe get,0 =1 (absurd
=1 (absurdThere =1 (absurdThere =1 (absurdThere =1 (absurdThere
There is no
is no Singular is no Singular is no Singular is no Singular
Integral Integral Integral Integral Singular
Integral
General General General General
Integral Integral Integral Integral General
Put c = (a) in Put c = (a) in Put c = (a) in Put c = (a) in Integral Put
(2)We get (2)We get (2)We get (3) (2)We get c= (a)
(3)Diff (3) (3)Diff (3) (3)Diff (3) in (2)We get
Diff (3) partially (3)
partially w.r.t partially w.r.t partially w.r.t
w.r.t aWe get (4)
aWe get aWe get aWe get Diff (3)
(4)Eliminating a (4)Eliminating a Eliminating a (4)Eliminating a partially
from (3) and (4) rom (3) and (4) from (3) and (4) from (3) and (4) w.r.t aWe
we get General we get General we get General we get General get
Integral Integral Integral Integral (4)Eliminat
ing a from
(3) and (4)
we get
General
Integral
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General form
3
(aD3 bD2 D cDD 2 dD )z f (x, y) (1)
Case (1)
C.F. = 1 ( y m1x) 2 ( y m2 x) 3 ( y m3 x)
Case (2)
C.F. =
2
1 ( y mx) x 2 ( y mx) x 3 ( y mx)
Case (3)
1
PI = F (x, y)
Function F (D, D1 )
F(x,y)= sin(ax+by)(or) 2
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Particular Integral
1
F(x,y)=ex+y cosh(x+y) F(x ,y)= e2 x e2 y
2
1
F(x,y)=ex+y sinh(x+y) F(x, y) = e2 x e2 y
2
1
F (x, y) sin(x y) sin(x y)
F(x,y)=sin x cos y 2
1
F (x, y) sin(x y) sin(x y)
F(x,y)= cos x sin y 2
1
F (x, y) co s(x y) co s(x y)
F(x,y)= cos x cos y 2
1
F (x, y) cos(x y) cos(x y)
F(x,y)= sin x sin y 2
Note:
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p/q = y/x px – qy = 0
3. Form the PDE by eliminating the constants a and b from z = axn + byn
Answer:
z = axn + byn
z z
Diff. w .r. t. x and y here p &q
x y
p = naxn-1 ; q = nbyn-1
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p q
a ;b
nxn 1 nyn 1
p n q
z n1
x n1
yn
nx ny
nz px qy
xy
4. Eliminate the arbitrary function f from z f and form the PDE
z
Answer:
xy
z f
z
z z
Diff. w .r. t. and y here p &q
x y
xy z xp
p f .y
z z2
xy z yq
q f .x
z z2
p y z xp
.
q x z yq
pxz pqxy qyz pqxy
px qy 0
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a b 1 b 1 a b (1 a )2
z ax (1 a )2 y c
7. Find the General solution of p tanx + q tany = tanz.
Answer:
dx dy dz
tan x tan y tan z
cot x dx cot y dy cot z dz
log sin x log sin y log c1 log sin y log sin z log c2
sin x sin y
c1 c2
sin y sin z
sin x sin y
, 0
sin y sin z
Answer:
z f x2 y2
p f x2 y2 2x ; q f x2 y2 ( 2 y)
p 2x
py qx 0
q 2y
9. Find the equation of the plane whose centre lie on the z-axis
Answer:
15
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2
x2 y2 z c r2 (1)
2y +2(z-c) q = 0 (3)
From (2) and (3)
x y
p q
z ax by a2 b2
p a; q b
z px qy p2 q2
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dx dy
From Integrating we get log x = log y + log c
x y
x
on simplifying c1 .
y
dy dz y
c2
y z z
x y
Therefore , 0 is general solution.
yz
dx dy 1 1
From Integrating we get c1
x2 y2 y x
dy dz 1 1
Also Integrating we get c2
y2 z2 z y
1 1 1 1
Therefore , 0 is general solution.
y x z y
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x
PI ex y
2D 4D
xex y
2
Z=CF + PI
xex y
z f1 y x f2 y 3x
2
Answer:
Auxiliary equation is m2 3m 4 0
m 4 m 1 0
C.F is = f1(y + 4x) + f2(y - x)
1 x y 1 x y 1 x y
PI 2 2
e e e
D 3DD 4D 1 3 4 6
1 1 2xy e2 x y
PI e2xy
2
e
D 2D
2
2 2 16
18
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2 2
z z
19. Find P.I 2 sin x y
x x y
Answer:
1
Put D
2
PI 2
Sin x y 1, DD (1)( 1) 1
D DD
1 Sin x y
Sin x y
1 1 2
FOR PRACTICE:
x2 y2 z2
1. Eliminating arbitrary constants 1
a2 b2 c2
2
z
2. Solve 2
sin y
x
3. Find the complete the solution of p. d .e p 2 q2 4 pq 0
19
x
4. Form p.d.e eliminating arbitrary function from z2 xy,
2
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1. (i) Solve x2 y zp y2 z x q z2 x y
(ii) Solve x z 2 y2 p y x2 z2 q z y2 x2
z z
2. (i) Solve mz ny nx lz ly mx
x y
(ii) Solve 3z 4y p 4x 2z q 2y 3x
4. (i) Solve y z p z x q x y
(ii) Solve y z p z x q x y
2 2
z z
6. Solve cos x cos 2 y
x2 x y
7. Solve D2 DD 6D 2 z y cos x
8. Solve D2 DD 30D 2 z xy e6 x y
(ii) z px qy p2q2
20
13. Solve z 2 1 p 2 q2
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14. Solve z 2 ( p 2 x2 q2 ) 1
(ii) z 2 ( p 2 q2 ) x2 y2
UNIT - 2
FOURIER SERIES
a0
f (x) a cos nx b sin nx
n n
2 n 1
(0,2 ) (- , )
Even (or) Half range Odd (or) Half range Neither even nor odd
Fourier co sine series Fourier sine series
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12 2 a0 0 1
a0 f (x)dx a0 f (x)dx a0 f (x)dx
0 0
12 2 an 0 1
an f (x) cos nxdx an f (x) cos nxdx an f (x) cos nxdx
0 0
12 bn=0 2 1
bn f (x) s innxdx bn f (x) s innxdx bn f (x) s innxdx
0 0
a0 n x nx
f (x) an cos bn sin
2 n 1
(0,2 ) (-, )
Even (or) Half range Odd (or) Half range Neither even nor odd
Fourier cosine series Fourier sine series
1 2 2 a0 0 1
a0 f (x)dx a0 f (x)dx a0 f (x)dx
0 0
1 2 nx 2 nx an 0 1 nx
an f (x) cos dx an f (x) cos dx an f (x) cos dx
0 0
1 2 nx bn=0 2 nx 1 nx
bn f (x) s in dx bn f (x) s in dx bn f (x)s in dx
0 0
Even function:
f(-x)=f(x)
Odd function:
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f(-x)=-f(x)
For deduction
f(0) = f(2 ) =
f (0) f (2 )
2
f (0) f (2)
f(0) = f(2 ) =
2
f(- ) = f( ) =
f( ) f( )
2
f ( ) f ()
f(- ) = f( ) =
2
HARMONIC ANALYSIS
a0
f(x)= + a cosx +b sinx + a cos2x + b sin2x ……… for form
1 1 2 2
2
2x
f(x)= a0 + a1 cos x +b1 sin x + a2 cos + b2 sin
2 x
………( form)
2
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y x x 2 x
y cos 2 x y sin y sin
a0 2 y cos
n a1 2 b1 2 ,b 2
n a2 2 n 2
n
n
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5. State Euler’s formula.
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Answer:
In (c,c 2l)
f x ao
an cos nx bn sin nx
2
c 2l
1
where ao f (x)dx
c
c 2l
1
an f (x) cos nxdx
c
c 2l
1
bn f (x) sin nxdx
c
Answer:
12
ao f (x)dx
0
12
an f (x) cos nxdx
0
12
bn f (x) sin nxdx
0
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9. What are the constant term a0 and the coefficient of cosnx in the Fourier
Expansion f(x) = x – x3 in –π < x < π
Answer:
Given f(x) = x – x3 f(-x) = -x - (- x)3= - [x - x3] = - f(x)
Hence f(x) is an odd function
The required constant term of the Fourier series = a0 = 0
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x
0 x l /2
12. Obtain the sine series for f x
l x l /2 x l
x 0 x l /2
Given f x
l x l /2 x l
Answer:
x 0 x l /2
Given f x
l x l /2 x l
nx
Fourier sine series is fx bn sin
l
2 l
b f (x) sin nx dx
n
l0 l
l2 l
2 nx nx
x sin dx (l x) sin dx
l 0
l l2
l
l2 l
nx nx nx nx
cos sin cos sin
2 l l l l
lx (1)l 2 2
l(l x) l 2 ( 1) 2
l n n n n
0 l2
13. If f(x) is odd function in l,l . What are the value of a &a
0 n
Answer:
If f(x) is an odd function, a =
o
0, a =n 0
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14. In the Expansion f(x) = |x| as a Fourier series in (- . ) find the value of a 0
Answer:
Given f(x) = |x| f(-x) = |-x| = |x| = f(x)
Hence f(x) is an even function
2 2 x2 2 2
ao xdx
0
2 0
2
2 1 cos nx sin nx
an x sin nxdx x (1)
0
n n2 0
n n1
1 cos n 1 1
0 0
n n n
ao
f x an cos nx
2 n0
Fourier series is 1
n1
cos nx
2 n
n0
Given f(x) = x2
16. Find the RMS value of f(x) = x , 0 2
x 1
Answer:
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R.M.S value
1 2l 2 1 1
2
y f (x) dx x2 dx
l 0 120
1
x5 2
2
5 0
5
2 2 cos nx sin nx
x sin nxdx x (1)
0
n n2 0
n n1
2 ( 1) 2( 1)
n n
2( 1)n 1
Half range Fourier sine series is fx sin nx
n 0 n
18. Find the value of a0in the cosine series of f (x) x in (0, 5)
Answer:
5
25 2 x2 2 52
ao xdx 5
50 5 2 0
5 2
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f x ao
a1 cos x b1 sin x a2 cos 2x b2 sin 2x
2
FOURIER SERIES
x (0, )
1. Expand f (x) as Fourier series
2 x (,2)
2
1 1 1
and hence deduce that .........
12 32 52 8
2. Find the Fourier series for f(x) = x2 in (- . ) and also prove that
2 2
1 1 1 1 1 1
(i) 2 ......... (ii) 2 .........
1 22 32 6 1 22 32 12
3. (i) Expand f(x) = | cosx | as Fourier series in (- . ).
(ii) Find cosine series for f(x) = x in (0, ) use Parsevals identity to
4
1 1 1
Show that .........
14 24 34 90
4. (i) Expand f(x) = xsinx as a Fourier series in (0, 2 )
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(ii)Find the Fourier series up to third harmonic
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1 in (0, )
(ii) Find the Fourier series for f x
2 in ( , 2 )
2
1 1 1
and hence show that 2 .........
1 32 52 8
8. (i) Find the the half range sine series for f x x x in the interval (0, ) and deduce
that 1 1 1
3
....
1 33 53
2
(ii) Obtain the half range cosine series for f x x 1 in (0,1)
2
1 1 1
and also deduce that .........
12 22 32 6
9. (i) Find the Fourier series for f(x) = x2 in (- . ) and also prove that
4
1 1
1 ......... (use P.I)
14 24 90
(ii) Find the Fourier series for f(x) = x in (- . ) and also prove that
4
1 1
1 ......... (use P.I)
14 34 96
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l
cx ,0 x
2
10(i)Obtain the sine series for f x
l
c l x , x l
2
l
kx ,0 x
2
(ii). Find the Fourier series for the function f x
l
k 2l x , x l
2
11.(i).Find the Fourier series for the function f x 1 x x2 in( , ) and also
2
1 1 1
deduce that .........
12 22 32 6
2x
1 , x 0 2
1 1 1
f(x) = in (-π , π ), and also deduce that .........
2x 12 32 52 8
1 ,0 x
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UNIT - 3
APPLICATIONS OF P.D.E
S. ONE DIMENSIONAL WAVE EQUATION
N
O
2 STEP-2 STEP-2
Boundary conditions Boundary conditions
1. y(0,t) = 0 for t 0 1. y(0,t) =0 for t 0
2. y( , t) = 0 for t 0 2. y( , t) = 0 for t 0
3. y(x,0) = 0 for 0 < x < y
3. =0 for 0 < x <
y t t0
4. = f(x) for 0 < x <
t t0 4. y(x,0) = f(x) for 0 < x <
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3 STEP-3 STEP-3
The possible solutions are The possible solutions are
y(x,t) = (A e x + B e- x) (C e at + D e- at) y(x,t) = (A e x + B e- x) (C e at + D e- at)
y(x,t) = (A cos x + B sin x )( C cos at + D sin y(x,t) = (A cos x + B sin x )( C cos at + D
at) sin at)
y(x,t) = (Ax + B) ( Ct + D) y(x,t) = (Ax + B) ( Ct + D)
4 STEP-4 STEP-4
The suitable solution for the given The suitable solution for the given
boundary condition is boundary condition is
y(x,t) = (Acos x+B sin x )(Ccos at+D sin at) y(x,t) = (Acos x+B sin x )(Ccos at+D sin at)
(2) (2)
5 STEP-5 STEP-5
Using Boundary condition 1 Using Boundary condition 1
y(0,t) = 0 y(0,t) = 0
Then (2) becomes, Then (2) becomes,
y(0,t) = (A cos 0 +B sin 0 ) ( C cos at + Dsin at) =0 y(0,t) = (A cos 0 +B sin 0 ) ( C cos at + D sin at)
(A) ( C cos at + D sin at)=0 =0
A=0 (A) ( C cos at + D sin at)=0
Using A = 0 in (2) A=0
y(x,t) = ( B sin x) ( C cos at + D sin at) (3) Using A = 0 in (2)
y(x,t) = ( B sin x) ( C cos at + D sin at) (3)
STEP-6 STEP-6
Using Boundary condition 2 Using Boundary condition 2
6
y( ,t) = 0 y( ,t) = 0
Then (3) becomes, Then (3) becomes,
y( ,t) = (B sin ) ( C cos at + D sin at)=0 y( ,t) = (B sin ) ( C cos at + D sin at)=0
(B sin ) ( C cos at + D sin at)=0 (B sin ) ( C cos at + D sin at)=0
n n
= =
Then (3) becomes, Then (3) becomes,
n x n at n at n x n at n at
y(x, t) B sin( ) C cos( ) D sin( ) y(x, t) B sin( ) C cos( ) D sin( )
(4)
(4)
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7 STEP-7 STEP-7
Using Boundary condition 3 Using Boundary condition 3
34
y(x,0) = 0
Then (4) becomes,
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n x y
y(x, t) B sin( ) C cos 0 D sin 0 =0 = 0Then (4) becomes,
t t0
nx
B sin( ) C 0 Differentiating (5) partially w.r.to ‘t’ and put t =0
y n x n at n at
B sin( ) C sin( ) D cos(
C=0 t
t 0
Then (4) becomes, n x n a
B sin( ) D 0
n x n at
y(x, t) B sin( ) D sin( ) D=0
Then (4) becomes,
The most general solution is
n x n at
y(x, t) B sin( ) sin( ) (5) n x n at
n y(x, t) B sin( ) C cos(
)
n 1
The most general solution is
n x n at
y(x, t) B sin( ) cos( ) (5)
n
n 1
8 STEP-8 STEP-8
Differentiating (5) partially w.r.to ‘t’ Using Boundary condition (4),
y n x n at n a y(x,0) = f(x)
Bnsin( ) cos( )
nx
t n1 y(x, 0) Bnsin( ) cos(0)
Using Boundary condition (4), n 1
y nx
= f(x) f (x) Bnsin( )
t t0 n 1
nx n a This is the Half Range Fourier Sine Series.
f (x) B sin( )
n 2 nx
n 1 Bn f (x) sin( )
This is the Half Range Fourier Sine Series. 0
n a 2 n x
Bn f (x) sin( )
0
2 nx
Bn f (x) sin( )dx
n a
0
9 STEP-9 STEP-9
The required solution is The required solution is
nx n at nx n at
y(x, t) Bnsin( ) sin( ) y(x, t) Bnsin( ) sin( )
n 1 n 1
2 nx 2 n x
Where Bn f (x) sin( )dx Where Bn f (x) sin( )dx
n a0 0
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2 2
u u
1. Classify the Partial Differential Equation i)
x2 y2
Answer:
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2 2
u u
here A=1,B=0,&C=-1
x2 y2
B2 - 4AC=0-4(1)(-1)=4>0
The Partial Differential Equation is hyperbolic
2
u u u
2. Classify the Partial Differential Equation xy
x y y x
Answer:
u 2
u u
xy here A=0,B=1,&C=0
x y y x
B2-4AC=1-4(0)(0)=1>0
The Partial Differential Equation is hyperbolic
Answer:
2 2 2 2
u u u u
here A=1,B=0,&C=1
x2 y2 y x
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Answer:
i) Parabolic ii) Hyperbolic (If y = 0)
Answer:-
2
u 2 u
t x2
k
2
= is called diffusivity of the substance
c
- Density
c – Specific heat
8. State any two laws which are assumed to derive one dimensional heat equation
Answer:
i) Heat flows from higher to lower temp
ii) The rate at which heat flows across any area is proportional to the area
and to the temperature gradient normal to the curve. This constant of
proportionality is known as the conductivity of the material. It is known as
Fourier law of heat conduction
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9. A tightly stretched string of length 2 is fastened at both ends. The midpoint of the
string is displaced to a distance ‘b’ and released from rest in this position. Write the
initial conditions.
Answer:
(i) y(0 , t) = 0
y
(iii) 0
t t0
b
x 0 x
(iv) y(x , 0 ) =
b
(2 x) x 2
10. What are the possible solutions of one dimensional Wave equation?
Answer:
y(x,t) = (A e x + B e- x) (C e at + D e- at)
y(x,t) = (Ax + B) ( Ct + D)
11. What are the possible solutions of one dimensional head flow equation?
Answer:
The possible solutions are
22
u(x,t) ( Ae x Be x )Ce t
22
t
u(x,t) ( Acos x B sin x)Ce
u(x,t) ( Ax B)C
Answer:
u
Q kA
x
(the rate at which heat flows across an area A at a distance from one end of a bar is
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k – Thermal conductivity
u
A=area of cross section ; =Temperature gradient
x
13. What are the possible solutions of two dimensional head flow equation?
Answer:
The possible solutions are
x
u(x, y) ( Ae Be x )(C cos y D sin y)
y y
u(x, y) ( Acos x B sin x)(Ce De )
u(x, y) ( Ax B)(Cy D)
14. The steady state temperature distribution is considered in a square plate with sides x
= 0 , y = 0 , x = a and y = a. The edge y = 0 is kept at a constant temperature T and the
three edges are insulated. The same state is continued subsequently. Express the
problem mathematically.
Answer:
U(0,y) = 0 , U(a,y) = 0 ,U(x,a) = 0, U(x,0) = T
15. An insulated rod of length 60cm has its ends A and B maintained 20°C and
Answer:
Here a=20°C & b=80°C
b a x
In Steady state condition The Temperature u(x, t) a
l
80 20 x
20
60
u(x,t) x 20
16. Write the D’Alembert’s solution of the one dimensional wave equation?
Answer:
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1 1 x at
y x at x at v( )d
2 2a x at
here x f x gx
vx ax f ag
17. What are the boundary conditions of one dimensional Wave equation?
Answer:
Boundary conditions
1. y(0,t) = 0 for t 0
2. y( , t) = 0 for t 0
3. y(x,0) = 0 for 0 < x <
y
4. = f(x) for 0 < x <
t t0
18. What are the boundary conditions of one dimensional heat equation?
Answer:
Boundary conditions
1.u(0,t) = 0 for t 0
19. What are the boundary conditions of one dimensional heat equation?
Answer:
Boundary conditions
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20.T he ends A and B has 30cm long have their temperatures 30c and 80c until steady
state prevails. If the temperature A is raised to40c and Reduced to 60C, find the
transient state temperature
Answer:
Here a=30°C & b=80°C
b a x
In Steady state condition The Temperature u(x, t) a
l
Here a=40°C & b=60°C
60 40 x 2
ut 40 x 40
30 3
APPLICATIONS OF PDE
1. A tightly stretched string with fixed end points x = 0 and x = l is initially at rest in its
equilibrium position. If it is set vibrating giving each point a velocity 3x (l-x). Find the
displacement.
2. A string is stretched and fastened to two points and apart. Motion is started by displacing
the string into the form y = K(lx-x2) from which it is released at time t = 0. Find the
displacement at any point of the string.
3. A taut string of length 2l is fastened at both ends. The midpoint of string is taken to a
height b and then released from rest in that position. Find the displacement of the string.
4. A tightly stretched string with fixed end points x = 0 and x = l is initially at rest in its
x
position given by y(x, 0) = y0 sin
3 . If it is released from rest find the displacement.
l
5. A string is stretched between two fixed points at a distance 2l apart and points of the
cx
0< x < 1
string are given initial velocities where V
l
Find the
c
(2l x) 0< x < 1
l
displacement.
6. Derive all possible solution of one dimensional wave equation. Derive all possible solution
of one dimensional heat equation. Derive all possible solution of two dimensional heat
equations.
7. A rod 30 cm long has its end A and B kept at 20oC and 80oC, respectively until steady state
condition prevails. The temperature at each end is then reduced to 0 oC and kept so. Find
43
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8. A bar 10 cm long , with insulated sides has its end A & B kept at 20oC and 40oC respectively
until the steady state condition prevails. The temperature at A is suddenly raised to 50oC
and B is lowered to 10oC. Find the subsequent temperature function u(x , t).
9. A rectangular plate with insulated surface is 8 cm wide so long compared to its width that
it may be considered as an infinite plate. If the temperature along short edge y = 0 is u (
x ,0) = 100sin
x
0 < x < . While two edges x = 0 and x = 8 as well as the other short
8
edges are kept at 0oC. Find the steady state temperature.
10. A rectangular plate with insulated surface is10 cm wide so long compared to its width that it
may be considered as an infinite plate. If the temperature along short edge y = 0 is given
20x 0 x 5
by u and all other three edges are kept at 0o C. Find the steady
20(10 x) 5 x 10
state temperature at any point of the plate.
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Unit - 4
FOURIER TRANSFORMS
FORMULAE
1
1. Fourier Transform of f(x) is F[ f (x)] f(x)eisxdx
2 -
1
2. The inversion formula f (x) F(s)e-isx ds
2 -
2
3. Fourier cosine Transform F [f(x)] = F (s) = f (x) cos sxdx
c c
0
2
4. Inversion formula f(x) = Fc (s) cos sxds
0
2
5. Fourier sine Transform (FST) F [f(x)] = F (s) = f (x) sin sxdx
s s 0
2
6. Inversion formula f(x) = Fs (s) sin sxds
0
2
2
7. Parseval’s Identity f (x) dx F (s) ds
1
8. Gamma function n xn 1e xdx , n 1 nn&
0
2
a
9. e ax cos bxdx 2
0
a b2
b
10 e ax sin bxdx 2
0
a b2
sin ax
11. dx
45
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x 2
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2 2
12. e x dx & e x dx
0
2
Step3: Expand eisx as cos sx + isin sx and use Even & odd property
isx
Step3: Expand e as cos sx -isin sx and equate real part
2
2
f (x) dx F (s) ds is known as Parseval’s identity.
Step1: Sub f(x) & F(s) With their limits in the above formula
Step1: Write the FCT formula & Sub f(x) with its limit in the formula
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Step1: Write the FST formula & Sub f(x) with its limit in the formula
Step1: Write the inverse FST formula & Sub Fs (S ) with limit in the formula
Step:1 First we follow the above FCT & FST working rule and then we get this
result
2 a 2 s
Fc(e-ax) = 2 2
Fs (e-ax) = 2
a s a s2
cos sx s
ds e ax 2 2
sin sxds e ax
0
a2 s2 2a 0
a s 2
x 1
TYPE-I : If problems of the form i) 2 2
, 2
x a th x a2
ii)
e
n
u
se
In
ve
rs
io
n
fo
r
m
ul
a
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x2 dx
TYPE-II: If problems of the form i) dx ii) 2
, then use Parseval’s Identity
2 2
0 x 2
a 0 x2 a2
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dx , then use
0 x 2
a 2
x 2
b 2 f (x)g(x)dx F f (x) F g(x) dx
C C
0 0
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UNIT - 4
FOURIER TRANSFORM
1
f (x) f t ei( x t )sdt ds .
2
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2. StateandproveModulation 1
f x cos ax Fs a F s a Proof:
theorem. F 2
1
F f x cos ax f x cos ax eisxdx
2
1 1 1 1
f x ei(s a) x dx f x ei(s a) xdx
2 2 2 2
1 1
F s a F s a
2 2
1
F f x cos ax Fs a F s a
2
3. State Parseval’s Identity.
Answer:
2 2
F s ds f x dx
transforms.
F f g FsG s
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Answer:
1
If Fs Ffx , then F f ax F s
a
a
1
F f ax f ax eisxdx
2
1 i sat dt
fte ; where t ax
2 a
1 s
F f ax F
a a
n n dn
6. Prove that if F[f(x)] = F(s) then
F x f (x) ( i) F (s)
dsn
Answer:
1
Fs f x eisxdx
2
dn 1 n
n
F s f x ix eisxdx
ds 2
1
f x (i) n (x)n eisxdx
2
n 1
1 d n isx
Fs (x) f x e dx
(i) n ds n
2
dn n 1
( i) n F s (x) nf x e dxisx
ds 2
n
n dn
F x f x i Fs
dsn
Answer:
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f (x) cos sxdx e s
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2
Fc f x f x cos sx dx
0
2
Fc f x es
2
f (x) Fc f x cos sx ds
0
a
e ax cos bx dx
2 2 a 2
b2
e s cos sx ds 0
0
a 1, b x
2 2 1
e s cos sx ds
0
x2 1
1 x a
8. Find the complex Fourier Transform of f (x)
0 x a 0
Answer:
1
F f x f x eisxdx
2 x a; a x a
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1 a
F f x 1 eisxdx
2 a
1 a
(cos sx i sin sx)dx
2 a
a a
2 2 sin sx
(cos sx)dx
2 0 2 s 0
2 sin as
s
x x a
9. Find the complex Fourier Transform of f (x)
0 x a 0
Answer:
1
F f x f x eisx dx
2
a
1
xeisx dx
2 a x a; a x a
a
1
x (cos sx i sin sx)dx
2 a
a a
2 2i cos sx sin sx
(x(i sin sx)dx x (1)
2 0 2 s s2 0
2 as cos as sin as
i
s2
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1
Fs f x eisxdx
2
If F s is an Fourier transform of f x , then at every point of Continuity of f x , we
1
have f x F s e isxds .
2
2
Fc f x f x cos sx dx
0
2
Fc e x
e x cos sx dx ax a
e cos bx dx 2
0 a b2
2 1
0
x
Fc e 2
s 1
eimx , a x b
12. Find the Fourier Transform of f (x)
0, otherwise
Answer:
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1
F f x f x eisxdx
2
b b
1 1
imx isx
e e dx ei m s xdx
2 a 2 a
b
1 ei m s x 1 1
ei m s b ei m s a
2 im s 2 im s
a
1
13. Find the Fourier sine Transform of .
x
Answer:
2
Fs f x f x sin sxdx
0
2 sin sx 2
dx
0
x 2
1
Fs
x 2
Answer:
2
Fs f x f x sin sx dx
0
2
Fs e x e x sin sx dx
b
0 e ax sin bx dx
0
a2 b2
2 s
Fs e x
s2 1
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Answer:
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2
Fc f x f x cos sx dx
0
2
Fc e
2x
2e x e 2x 2e x cos sx dx
0
2
e 2 x cos sx dx 2 e x cos sx dx
0 0
2 2 1 2 1 1
2 2
s2 4 s2 1 s2 4 s 2 1
1, 0 x 1
16. Find the Fourier sine transform of f (x)
0 x 1
Answer:
2
Fs f x f x sin sx dx
0
1
2
Fs f x f x sin sx dx f x sin sx dx
0 1
1 1
2 2 cos sx
1sin sx dx 0
0
s 0
2 1 cos s
s
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x, o x 1
f (x) 2 x, 1 x 2
17. Obtain the Fourier sine transform of .
0, x 2
Answer:
2
Fs f x f x sin sx dx
0
1 2
2
x sin sx dx 2 x sin sx dx
0 1
1 2
2 cos sx sin sx cos sx sin sx
x 2 x
s s2 0 s s2 1
2 2sin s sin
2s s2
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x 0 x
19. Find the Fourier cosine Transform of f (x)
0 x
Answer:
2 2
Fc f x f x cos sx dx x cos sx dx
0 0
2 s sin s cos s 1
2
s
x
20. Find the Fourier sine transform of 2
.
x a2
Answer:
L et fx e ax
2 s
Fs e ax
s2 a2
Using Inverse formula for Fourier sine transforms
2 2 s
e ax 2 2
sin sx ds
0
s a
s
(ie) 2 2
sin sx ds e ax , a 0
0
s a 2
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x
2 2
sin sx dx e as
Change x and s, we get 0 x a 2
x 2 x
Fs sin sx dx
x2 a2 0
x2 a2
2 as
e e as
2 2
FOURIER TRANSFORM
PART-B
1 x2 if x 1
1. (i)Find the Fourier Transform of f (x) and hence
0 if x 1
2
x cos x sin x cos x dx 3 sin x x cos x
deduce that (i) (ii) dx
0
x3 2 16 0
x3 15
a2 x2 x a
(ii). Find the Fourier Transform of f (x) . hence
0 x a 0
sin x x cos x
deduce that dx
0
x3 4
1 if x a
2. Find the Fourier Transform of f (x) and hence evaluate
0 if x a
2
sin x sin x
i) dx ii) dx
0
x 0
x
1 x if x 1
4. Find Fourier Transform of f (x) and hence evaluate
0 if x 1
2 4
sin x sin x
i) dx ii) dx
0
x 0
x
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x2 dx
5. Evaluate i) 2
dx ii) 2
0 x2 a2 0 x2 a2
dx x2dx
6 i). Evaluate (a) (b)
0 x2 a2 x2 b2 0 x2 a 2 x2 b2
dx t 2dt
ii). Evaluate (a) (b)
0 x2 1 x2 4 0 t2 4 t2 9
sin x;when o x
7. (i)Find the Fourier sine transform of f (x)
0 ; whenx
cos x; when o x a
(ii) Find the Fourier cosine transform of f (x)
0 ; whenx a
x2 s2
9. (i) Solve for f(x) from the integral equation f (x) cos xdx e
0
1 ,0 t 1
(ii) Solve for f(x) from the integral equation f (x) sin tx dx 2 ,1 t 2
0
0 ,t 2
x sin x
10. (i) Find Fourier sine Transform of e x , x>0 and hence deduce that dx
0 1 x2
(ii) Find Fourier cosine and sine Transform of e , x>0 and hence deduce
4x
cos 2x x sin 2x
that (i) dx e 8 (ii) dx e8
0
x2 16 8 0
x2 16 8
11.(i)Find F xe ax & F xe ax
S c
e ax e ax
(ii) Find FS & Fc
x x
(iii) Find the Fourier cosine transform of f (x) e ax cos ax
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Z - TRANSFORMS
Definition of Z Transform
Let {f(n)} be a sequence defined for n = 0, 1,2 … and f(n) = 0 for n< 0 then its
Z – Transform is defined as
n
Z f (n) Fz f (n)z (Two sided z transform)
n
1 for n 0
(n)
0 for n 0
1 for n 0
u(n)
0 for n 0
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1. Z – Transform is linear
then Z e at f t Fz z zeaT
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Model:I
1 A B
z a z b z a z b
Model:II
1 A B C
2
z a z b z a z b (z b)2
Model:III
1 A Bz C
z a z 2
b z a z2 b
Convolution Theorem
Note:
1 an 1
1 a a 2............... a n
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n1
2 n 1 a
1 a a ....... a
1 ( a)
Formula
i) Z[y(n)] = F(z)
Z - Transform Table
f(n)
No. Z[f(n)]
1. 1 z
z 1
2. an z
z a
3. n z
(z 1)2
4. n2 z2 z
(z 1)3
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6. 1 z
log
n (z 1)
7. 1 z
z log
n 1 (z 1)
8. 1 1 z
log
n 1 z (z 1)
9. ean z
(z ea )
10. 1 1
ez
n!
13. n z2
cos
2 z2 1
n z
sin
2
2 z 1
14. nan az
(z a)2
f(t) Z(f(t)
1 t Tz
(z 1)2
2. t2 T 2 z(z 1)
(z 1)3
3 eat z
(z eaT )
4. Sin t z sin T
2
z 2z cos T 1
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Answer:
Let {f(n)} be a sequence defined for n = 0, 1,2 … and f(n) = 0 for n< 0 then
its Z – Transform is defined as
Z f (n) Fz f (n)z n (Two sided z transform)
n
n
Answer: Z f n f nz
n0
Z1 (1)z n 1 z 1
z 2
....
n0
1
1z1
1 1
1 z1 z
1
z z z1
z
Z1
z1
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Z f n f nzn
n0
Zn nz n
n0
n 2
nz 0 z 1 2z 3z3 ...
n0
2 2
1 1 2 1 1 1 z
z 1 z 1
z z z z 1
z
2
z 1
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Answer:
Z f n f nzn
n0
Z nan nan z n
n0
n 1 2 3
a a a a
n 0 2 3 ...
n0 z z z z
2
a a az
1 2
z z z a
8. Find Z – Transform of
cos n and
sin n
2 2
Answer:
n
We know that Z f n f nz
n 0
Z cos n z z cos
z2 2z cos 1
z z cos
2 z2
Z cos n 2 z2 1
z2 2z cos 1
2
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z sin
Similarly Z sin n
z2 2z cos 1
z sin z
Z sin n 2 2 z2 1
z2 2z cos 1
2
1
9. Find Z – Transform of
n
Answer:
n
Z f n f nz
n0
1 1 n
Z z
n n0 n
1 n z1 z2 z3
z ....
n1n 1 2 3
1
1 z1
log 1 log
z z
z
log
z1
1
10. Find Z – Transform of
n!
68
Answer:
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Z fn fnzn
n0
1 1 n
Z z
n! n 0 n!
1 n z1 z2 z3
z 1 ....
n0 n! 1! 2! 3!
1
1
z
e ez
1
11. Find Z – Transform of
n1
Answer:
Z f n fnzn
n0
1 1
Z zn
n 1 n0 n 1
1
z z (n 1)
n0 n 1
1 z2 z3
zz ....
2 3
1
z log 1
z
z
z log
z 1
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12. Find Z – Transform of an
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Answer:
n
Z f n f nz
n0
n
n an a
Z a n
n0z n0 z
1 2 3
a a a
1 ...
z z z
1
a
1
z
1
z a z
z z a
n
Z e at f (t) f (nT ) zeaT F(zeaT )
n0
1 for n 0
(n)
0 for n 0
The unit step sequence is defined as follows:
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1 for n 0
u(n)
0 for n 0
z z
z an
z eaT z a
[Using First shifting theorem]
2t
16. Find Z – Transform of Z te
Answer:
2t Tz
Z te Zt z ze2T 2
z 1 z ze2T
Tze2T
2
ze2T 1
[Using First shifting theorem]
Answer:
z z cos
Z et cos 2t Z cos 2t z ze T 2
z 2 cos z 1 z ze T
T T
ze ze cosT
ze 2T 2 cosT ze T 1
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z z sin t z2 sin t
0
z2 2cost z 1 z2 2cost z 1
Answer:
n
Z f n f nz
n0
Z n 1 n 2 Z n2 2n n 2
Z n2 3n 2 z n2 3z n 2z 1
z2 z z z
3
3 2
2
z 1 z 1 z 1
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QUESTION BANK
Z-TRANSFORMS
8z2 8z2
1. (i)Find Z 1 &Z 1 by convolution theorem.
(2z 1)(4z 1) (2z 1)(4z 1)
z2 z2
2. (i) Find Z 1
& Z 1
by convolution theorem
(z a)2 (z a)2
1 2n 3
(i) Find the Z transform of &
(n 1)(n 2) (n 1)(n 2)
z2
4. (i) Find Z 1
by residues.
(z 2 4)
z2 z
(ii) Find the inverse Z transform of by partial fractions.
z 1 (z 2 1)
z z2
5. (i) Find Z 1
&Z 1
z2 2z 2 z2 7z 10
1 Hence find Z 1 1
6. (i)Find the Z transform of f (n) and Z .
n! (n 1)! (n 2)!
1
(ii) Find Z and also find the value of sin(n 1) and cos(n 1) .
n!
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and also find Z a cos n
n
9. (i)Find Z cos n & Z sin n & Z an sin n
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