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18MAT31 Notes

Transform calculus,fourier series and numerical techniques (Visvesvaraya Technological

University)

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TRANSFORM CALCULUS, FOURIER SERIES AND

NUMERICAL TECHNIQUES
CODE: 18MAT31

Contents:
MODULE – I: LAPLACE TRANSFORMS
MODULE – II: FOURIER SERIES
MODULE – III: FOURIER TRANSFORMS AND Z-TRANSFORMS
MODULE – IV: NUMERICAL METHODS

MODULE – V: NUMERICAL METHODS & CALCULUS OF

VARIATIONS

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MODULE - I

LAPLACE TRANSFORM &

INVERSE LAPLACE TRANSFORM
LAPLACE TRANSFORM
Definition: Let f(t) be a function of t defined for all positive values of t then the Laplace

transform of f (t ) , denoted by L  f (t ) is defined by L  f (t )   e st f (t )dt , provided that the
0
integral exists. s is a parameter which may be a real or complex number.
Note: L  f (t ) is also denoted by F (s) or f ( s) .
Laplace Transform of some standard functions:
1 1 1 s
1. L{eat }  2. L{e at }  3. L{1}  4. L{cos at}  5.
sa sa s s  a2
2

a s 1 ( n)
L{sin at}  2 6. L{cosh at}  7. L{sinh at}  2 2 8. L{t n }  n 1 if n is not
s  a2 s a
2 2
s a s
n!
integer and L{t n }  if n is an integer
s n 1
Linear property of Laplace Transforms:
If f (t ) & g (t ) are any two functions, then L{c1 f (t )  c2 g (t )}  c1L{ f (t )}  c2 L{g (t )}
Properties of Laplace Transforms:
Shifting property: If L{ f (t )}  f (s), then L{eat f (t )}  f (s  a)
dn
Multiplication by t n : If L{ f (t )}  f (s), then L{t n f (t )]  (1)n [ f (s)]. where n is positive
ds n
integer.

 f (t ) 
Division by t: If L{ f (t )}  f (s) , then L     f ( s)ds
 t  s
t
 
 f ( s)
Transform of integral: If L{ f (t )}  f (s) , then L  f (u )du  
0
 
 s
Examples: 1. Find the Laplace transform of t e cosh 3t. 5 4t
2. Evaluate L sin 3 2t
n!
3. Prove that L{t n }  if n is an integer. 4. Evaluate: L{sin t sin 2t sin3t}
s n 1
5. Find L t (sin 3 t  cos3 t ) 6. Find the Laplace transform of e4t t 5/2
cos at  cos bt
7. Find the Laplace transform of 8. Find L.T. of e2t cos2 t. 9. Find
t
 eat  ebt 
L .
 t 

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10. Find the Laplace transform of e3t sin 5t sin 3t. 11. Find the Laplace transform of et cos2 3t.
cos at  cos bt
12. Find the Laplace transform of  t sin at. 13. Find the Laplace transform of
t
cos3t  2t. 14. Find the Laplace transform of t 2e2t 15. Evaluate (i) L{te2t sin 4t} (ii)
1  cos at 
L 
 t 
 sin 2 3t 
16. Find the Laplace Transform of t 2e3t sin 2t. 17. Evaluate (i) L  8t
 (ii) L{te cos 2t}
 t 
60 60 3 1 1  1 1 3
Answers: 1.  2.  2 4.   2
( s  7) 6
( s  1) 6 2  s  4 s  36 
 2 2 2
s  16 2( s  4) 3( s  36)
  1  1  s2 9  s2  4  s 2  b2
5. 3s  1
   3
1
  6. ( s  4) 3/2
7. log 2 2
2  ( s 2  1)2 ( s 2  9)2  4  ( s 2  1)2 ( s 2  9)2  3 s a
s2  s b  30( s  3)
8.  9. log 
1 1
 2   10. 2 11.
2  s  2 s  4s  8   sa ( s  6s  13)(s 2  6s  73)
1 1 s 1 
 2
2  s  1 s  2s  37 


s 2  b2 2as s 1 2 8( s  2)
12. log  13.  14. 15. (i) (ii)
2
s a 2 2
(s  a ) 2 2 2
s 9 s  log 2 ( s  2)3 s  4s  20)2
2

s2  a2
log
s
12s 2  72s  92 1 s 2  36 s 2  16s  60
16. log 17. (i)
(ii)
( s 2  6s  13) 2 2 s ( s 2  16s  68)2
Problems using Laplace Transform:
   
cos 6t  cos 4t
1. Evaluate  e t sin tdt
3t
2.  e t cos 2tdt 3. 
3t
dt 4.  t 3et sin tdt
0 0 0
t 0

et sin t et sin t 
5. Find the Laplace transform of
t
and hence deduce that  t dt  4 .
0
3 5 2
Answers: 1. 2. 3. log 4. 0 5. Cot 1 (s  1)
50 169 3
Exercises I: Evaluate the following integrals using Laplace Transform:
     
e3t  e6t sin t
1.  te 3t
cos tdt 2.  dt 3.  t dt 4.  te sin 3tdt 5.  te cos tdt 6.  te sin tdt 7.
2t 2t 2t

0 0
t 0 0 0 0
  
cos at  cos bt et sin 2 t 1
 8.  te sin 4tdt  t dt  4 log5 10. Prove that
t
dt 9. Prove that
0
t 0 0
  at  bt
e e b
 t
dt  log
a
0

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2  12 3 4 b 8
Answers: 1. 2. log 2 3.
4. 5. 6. 7. log 8.
25 2 169 25 25 a 289
Laplace Transform of Periodic functions:
A function f (t ) is said to be Periodic with period T if f (t )  f (t  T )  f (t  2T )  .....  f (t  nT ) ,
Where n is an integer.
Eg: sin t & cos t are periodic functions with period 2
T
1
 sT 
Theorem: If f (t ) is a Periodic function with period T, then L{ f (t )}  e st f (t )dt
1 e 0
 T 2T 3T
Proof: L{ f (t )}   e  st
f (t )dt   e  st
f (t )dt + e
 st
f (t )dt  e
 st
f (t )dt  ........
0 0 T 2T
Put t  u  T in the 2nd integral, then dt  du & if t  T , u  0 & if t  2T , u  T
Similarly Put t  u  2T in the 3nd integral, then dt  du & if t  2T , u  0 & if t  3T , u  T
Put t  u  3T in the 4th integral & soon. We get
T T T
L{ f (t )}   e st f (t )dt +  e s (u T ) f (u  T )du   e s (u  2T ) f (u  2T )du  ........
0 0 0
T T T
  e st f (t )dt + e sT  e su f (u )du  e2 sT  e su f (u )du  ........
0 0 0
[ f (u)  f (u  T )  f (u  2T )  . . . . . . as f (t ) is periodic]
T T T
  e st f (t )dt + e sT  e st f (t )dt  e2 sT  e st f (t )dt  ........
0 0 0
T T T
1 1
  e st f (t )dt ( 1  e sT  e2 sT  ........)   e st f (t )dt  sT
  sT 
e st f (t )dt
0 0 1 e 1 e 0
 sT 2 sT
[ 1 e  e  ........ is a Geometric series with common ratio e sT ]
Example: Find the Laplace Transform of the following periodic functions:
t sin t , 0  t    1,
1. f (t )  ,  is the period. 2. f (t )    2
with period 2 3. f (t )  
  0,   t   1,
0  t  a2 1 e  s  1  as 
with period a. Answers: 1.  2. 3. tanh  
a t a
 s 2 s(1  e s )  s s  4
2 (1  e  )( s 2  2 )
Exercises II: Find the Laplace Transform of the following periodic functions:
 t, 0t c
1. f (t )  1  t,0  t  1, f (t  1)  f (t ) 2. f (t )   , f (t  2c)  f (t )
2c  t , c  t  2c
3t , 0t 2
3. f (t )   , f (t  4)  f (t ) 4. f (t )  et ,0  t  c, f (t  c)  f (t )
 6, 2t 4
1, 0  t  a
5. f (t )  t 2 ,0  t  2, f (t  2)  f (t ) 6. f (t )   , f (t  2a)  f (t )
0, a  t  2a
7. f (t )  sin kt 8. f (t )  cos kt
9. Find the Laplace Transform of the full – wave rectifier f (t )  E sin t , 0  t    having period



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e1  s  1 1  cs  3(1  e2 s  2se4 s ) [1  ec (1 s ) ]

Answers: 1. 2. tanh   3. 4. 5.
s 2 (1  e s ) s 2
2 s 2 (1  e4 s ) ( s  1)(1  e cs )
2[1  e2 s (2s 2  2s  1)]
s3 (1  e2 s )
  s 
1 k s  1  2ke 2k  E s
6. 7. 2 2 coth   8. 2 2 s  9. coth
 as
s(1  e ) s k  2k  s  k  1  e s k  s 
2 2
2
 
Laplace Transform of unit step function (Heaviside unit function)
0, if t  a
Definition: A function u(t  a) defined as u (t  a)   , Where a  0 is called unit step
1, if t  a
function.
e as
Laplace Transform of u(t  a) : L{u (t  a)}  (proof)
s
 0, if t  a
Laplace Transform of f (t  a)u(t  a) : Now f (t )u (t  a)  
 f (t ), if t  a
L{ f (t  a)u(t  a)}  e as f (s), where f (s)  L{ f (t )} (Proof)
Example: Find the Laplace Transform of the following step function:
 2e 3s   e  s   e2 s  1 s cos 4 2sin 4  
1. (t  3)2 u(t  3)  3 
2. sin tu(t   )    3. cos 2
tu (t  2)    2  2 
 s  1  2  s s  4 s  4 
2
 s 
 e 4 2 s   s  6 6 3 1  
4. e2t u(t  2)   5. t u(t  1) e  s 4  s3  s 2  s  
3

s  2   
Express the following functions in terms of Heaviside’s units step function & hence find its
Laplace
Transform:
t 2 , 0  t  2  4e2 s 2 
1. f (t )  
4t , t2  s
 
 3 1  e2 s  
s 
 sin t , 0t 
  1  s  2 1  2 s  3 2 
2. f (t )  sin 2t ,   t  2  s2  1 + e  s2  4  s2  1   e  2  2 
sin 3t ,     s  9 s  4 
 t  2
3. Express the following in terms of unit step function & hence find the Laplace Transform.
 t  1, 0t 2   s
1  2e2 s  e3s 1   sin t , 0t 2 2 (1  s ) 

f (t )  3  t , 2t 3    4. f (t )   1  e 
 0,  s2 s cos t , t 2  s2  1 
 t 3  
Exercises III: Express the following functions in terms of Heaviside’s Unit step function &
hence find its Laplace Transform.

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2  t , 0  t 1 
t ,
2
0t 2 2, 0  t 1 sin 3t ,
1. f (t )   2. f (t )   3. f (t )   4. f (t )  
 e ,
t
t 1 
 6, t2  t, t 1  0,
 t2, 0  t  2
0t  t , 0  t  1
 2
 cos t , 0t 
5. f (t )   6. f (t )  t  1, 2  t  3 7. f (t )   8.
t  
 4, t 1  7,  sin t , t 
 t 3
 cos t , 0  t  

f (t )  cos 2t ,   t  2
 cos3t , t 

 1, 0  t  1
e 2t , 0  t 1 
9. f (t )   10. f (t )   t , 1  t  2
t 1
 2, 2
t , t  2
s
2 1  1   s 1 3e 2 6e2 s  2 4 4
Answers: 1.  2  e1 s    e .  2.   e2 s  3  2   3.
 s 1 
2 3
s s s s s s s s s
2 s  1 1 
e  2  
s s s
1  e2( s 1) 2 3 2 2  2 3 3 2  5 1 
4. 5.  e s   2  3  6.  e2 s   2  3   e3s   2  7.
s 1 s 3
s s s  s 3
s s s  s s 
s  e s ( s  1)
s2  1
s  1 1   5se2 s  1 s  2 e2 
8.  se s  2  2  2  9.  e    10.
s 1  s  4 s  1  ( s  4)( s  9) 
2
s2  s s  2
1 e s  2 3 2
 2  e2 s  3  2  
s s s s s
Unit Impulse Function: (Or Dirac delta function)
A unit impulse function  (t  a) is defined as
 1 , If a  t  a  
 (t  a)  lim  (t  a); a  0 Where   (t  a)   
0
 0, other wise
Laplace Transform of the unit Impulse function:
First we shall find the Laplace Transform of  (t  a)
 a a  

 
L{  (t  a)}  e st   (t  a)dt  e st   (t  a)dt   e st   (t  a)dt   e
 st
  (t  a)dt
0 0 a a
a 
1
e
 st
0 . dt  0 (By definition)
a

1 e st a   1 1 1  e s 
 .   e s ( a  )  e sa    (e sa .e s  e sa )  e as  
 s a s s  s 


Hence L{ (t  a)}  L Lim  (t  a)  Lim L{ (t  a)}
 0
  0

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  1  e s    as  1  e s 
 Lim e as     e Lim  
 0 
  s    0 
s 
1  e s  0
Now Lim
s   0 form, hence applying L’Hospital’s rule we get,
 0 
 s
 Lim 0  (s)e
 Lime s  1  L{ (t  a)}  e as
s 0  0

Note: If a = 0, L{ (t )}  e  1
0

Example: Find the Laplace Transform of the following unit impulse function:
 (t  a)  e  as 
 2. t (t  a)  ae  3. e  (t  b) e  4. t n (t  a)  a n e as 
 as at b ( s  a )
1.    
t  a 
t
 ( x  3)  e 3s 
5.  dx   6. cosh3t (t  2) e2 s cosh 6
0 x2  9s 
Exercises IV: Find the Laplace Transform of the following unit impulse function:
1. 2 (t  1)  3 (t  2)  4 (t  3)  2e s  3e2 s  4e3s  2. t 4 (t  3) 81e3s  3. (t  1)2  (t  a)
 (a  1) e  2  as

2 (t  3)  3 (t  2)  1 
4.
t 
6


4e3s  9e2 s  5. cosh t (t  a) e  as
cosh a  6. sinh3t (t  2)

e 2 s
sinh 6 
2 (t  1)  6 (t  2)
 10.   (tx 2)dx
t
7. t  (t  3)  3 e
n n 3 s
 8. (t  1)  (t  2)  9e
2 2 s
 9.  2e s
 3e 2 s
3
t 0

 e 2 s 
 
 8s 
INVERSE LAPLACE TRANSFORMS:
Definition: If L{ f (t )}  f (s), then f (t ) is called the Inverse Laplace Transform of f ( s) & is
denoted by L1{ f (s)} .  L1{ f (s)}  f (t ) if L{ f (t )}  f (s)
Inverse Laplace Transform of Standard functions:
 t n 1 (n  1)!
 , if n is integer L{t n 1} 
1  1   (n  1)!
1) L1    1 sn
1 1
L{1}  2) L  n    n 1
s s s   t ( n)
other wise L{t n 1}  n
 (n), s

 1  1
3) L1 
1  at 1 a
e L{eat }  4) L1  2
 sin at L{sin at}  2
s  a sa s  a  a s  a2
2

 s  s  1  1 a
5) L1  2
 cos at L{cos at}  6) L1  2 2   sinh at L{sinh at}  2 2 7)
s  a  s  a2 s  a  a s a
2 2

 s  s  e as  e as
L1  2 2
 cosh at L{cosh at}  8) L1    u (t  a) L{u (t  a)}  9)
s  a  s  a2
2
 s  s

 
L1 e as   (t  a) L{ (t  a)}  e as 10) L1 1   (t ) L{ (t )}  1

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11) L1 eas f (s)  f (t  a)u(t  a) L{ f (t  a)u(t  a)}  e as f (s)

12) Shifting property for Inverse Laplace Transform:
If L1{ f (s)}  f (t ) , then L1{ f (s  a)}  eat f (t )  eat L1{ f (s)}
 1  bt 1  1  bt 1
Example: L1  2
e L  2 2
 e . sin at &
 ( s  b)  a  s  a 
2
a
 s b  bt 1  s  bt
L1  2
e L  2 2
 e .cos at
 ( s  b)  a  s  a 
2

1
 f ( s)  t  f ( s)  t 

t


13) If L1{ f (s)}  f (t ) , then L1     f (t )dt . Also L  2     f (t )dt dt

 s  0  s  0 0 

 1 
   
 
t t
 2 
Example: L1  2 2   L1  s  a
1 2
 L dt   1a sin atdt
1
 1

 s( s  a )   s  0 s2  a2
0

 

  cos at  t  cos at t 1 1
 1a  0  2
  2 [cos at  1]  2 1  cos at 
 a  a 0 a a
 d 
14) If L1{ f (s)}  f (t ) , then tf (t )  L1  [ f ( s)]
 ds 
 2as  1  d  1   sin at
Example: L1  2 2
 L   2 2 
 t.
 (s  a )   ds  s  a  
2
a
Note: L1 is linear. i.e. L1 c1 f (s)  c2 g (s)  c1L1{ f (s)}  c2 L1{g (s)}.
Problems: Find the Inverse Laplace Transform of the following:
s2 s3 2s  1 1 2s  1
1) 2) 2 3) 4) 5) 2 6)
( s  2) 3
s  4s  13 s 2  2s s( s  a) 3
s  2s  5
5s  3
( s  1)( s 2  2s  5)
s s s3  s 2  1 1 s3 1
7) 8) 9) 10)  2  11)
s  4a 4
4
( s  a 2 )2
2
s4  a4 s  3 s  6s  13 ( s  2)3
s 1
( s  1) 2 ( s  2)
7s  4 s2 1 s2 s2
12) 13) 14) 15) 2 16) 17)
4s  4s  9
2
( s  a 2 )2
2
(s  a )
2 2 2
s ( s  1)( s  2) ( s  4s  5) 2
2

s 1  s2  1  1  s   2
log 18) log   19) cot   20) tan 1  2 
21) s s  a 22)
s 1  s( s  1)  2 s 
 s2  4 
log  3 
 ( s  1) 

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 sa e  as s 2 e  s  1 s 1 s2
23) s log   1 24) 25) 26) e3s 27) 28)
sa s2  4 s 2  3s  2 s  s 1 s  7 s  12
2 2

e 6 s
( s  4) 2
log s k 1
29) Show that L{log t}    , where k is some arbitrary constant. 30)
s s s( s  1)( s  2)( s  3)
cosh 2s
31)
e3 s s 2
 5  1 3 2t
Answers: 1. e2t  4te2t  2t 2e2t 2. e2t  cos3t  sin 3t  3.  e 4.
 3  2 2
t 2 e at te at e at 1
  2  3  3
2a a a a
1 1
5. et (2cos 2t  1 2 sin 2t ) 6. et  et (cos 2t  32 sin 2t ) 7. sin at sinh at 8. t sin at
2a 2 2a
1 1 1 t2
9. (cosh at  cos at )  (sinh at  sin at )  3 (sinh at  sin at ) 10. e3t  e3t cos 2t  e2t
2 2a 2a 2!
 1t
1 2 1 1 1 1
11. et  tet  e2t 12. e 2 (7cos 2t  sin 2t ) 13. [at cos at  sin at ] 14.
9 3 9 4 2 2 2 a
1
(sin at  at cos at )
2a 3
1 1 2sinh t 1  et  2cos t sin 2t 2sin t sinh t
15. (e2t  et )  t 16. te2t sin t 17. 18. 19. 20.
3 2 t t t t
5 3
3eat t 2 aeat t 2 3et  2cos 2t 2sinh at  2at cosh at
21.  22. 23. 24.
4  2  t t2
 (t  a)  2sin 2(t  a)u(t  a)
 3 ( t  )  t   3 t  1 ( t 3)  1 
25. 2e 2 sinh   u (t   )  2e 2 .sinh( t ) 26. e 2
2  cos 2 (t  3) 
3
.sin 2
3
(t  3)  u(t  3)
 2   3 
1 1 1 1
27. 5e3t  6e4t 28. e4(t 6) (t  6)u(t  6) 30.  et  e2t  e3t 31.
6 2 2 6
1
[(t  1)u (t  1)  (t  5)u(t  5)
2
Exercises V: Find the Inverse Laplace transforms of the following-
s 2  3s  4 ( s  2)3 1 4 1 3s  5 2 2s  5 4s  18
1) 2) 3)   4) 5)  6)
s3 s6 3s  2 5s  1 5 s s 8
2 4s  25 9  s 2
2

3( s  1)
2 2

2s 5
s2 4s  1 e3s e5 s se s e  s 3e3s e s
7) 2  2 8)  9)  10)  2 11)
s  36 s  25 ( s  4)2 ( s  2) 4 s 2  16 s 2  9 s s
(1  e s )(2  e2 s )
s3

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s
se   e s
2 e  s se2 s s 3 2s  3 s3
12) 13)  14) 2 15) 16)
s2   2 s 1 s  4
2 2
s  6s  13 s  2s  5
2
4s  4s  9
2

se2 s (3s  1)e s 2s  1 2s  1 2s 2  6s  5

17) 18) 19) 20) 21)
s 2  8s  16 ( s  1) 4 s  3s  1
2
s  4s  29
2
( s  1)( s  2)( s  3)
4s  3 3s  1 ( s 2  6)e2 s  a2 
22) 23) 24) 25) log 1   26)
( s  1)2 ( s  2) ( s  3)( s 2  4) ( s 2  1)( s 2  4)  s2 
 s2  1 
log  
 s( s  1) 
 s2  4  s2  s4 s2  1
27) log  2 
28) 29) tan 1  as  30) s log   31) 3
 ( s  4)  ( s  4s  5) 2  s4 s  3s 2  2s
2

s
3s 2  2s  1 e 4 s e  e2 s
2 s
32) 33) 34) 35)
( s  3)( s 2  1) ( s  1)3 s2  1
( s  1)( s 2  4) 2

1 2t 4 t
Answers: 1. 1  3t  2t 2 2. 301 (15t 2  30t 3  15t 4  2t 5 3. e 3  e 5  2 t  4.
3 5
3 t4 
3cos(2 2t )  52 sin(2 2t ) 5. 12  cos  5t 2   sin  5t 2    4cosh3t  6sinh3t 6. 1  t 2   7.
2 24 
1 1
cos6t  sin 6t  4cos5t  sin 5t
3 5
(t  5)3 e2(t 5)u (t  5)  sin 3t 
8. (t  3)e4(t 3)u (t  3)  9.  cos 4t   u (t   ) 10. 3u(t  3)  (t  1)u(t  1)
6  3 
11. t 2  (t  1)2 u(t  1)  12 (t  2)2 u(t  2)  12 (t  3)2 u(t  3) 12. sin  t[u(t  1 2)  u(t  1)]
t
13.  sin tu(t   )  cos 2tu(t  2 ) 14. e3t cos 2t 15. e 2 (4cos 2t  sin 2t ) 16.
t

2 
e 2
2 cos( 2t )  5sin( 2t )
8 2
 3(t  1)2 (t  1)3 
17. e4(t 2) 1  4(t  2) u(t  2) 18. e(t 1)    u (t  1) 19.
 2 3 

e
3t
2
2cosh    5t
2
4
5
sin  
5t
2

et 5 8 3t 8 15
20. e2t (2cos5t  sin 5t ) 21.  e2t  e3t 22. 95 et  73 tet  95 e2t 23.
e  cos 2t  sin 2t
2 2 13 13 26
t
1 2(1  cos at ) 1  e  2cos t ) 2(e  cos 2t )
4t
24. 5sin(t  2)  sin(2t  2) u (t  2) 25. 26. 27.
3 t t t
2t
te sin t ) sin at 2(4t cosh 4t  sinh 4t ) 1 5
28. 29. 30. 2
31.  2et  e2t 32. 2e3t  cos t  sin t
2 a t 2 2
1
33. e(t 4) (t 2  8t  16)u(t  4) 34. u(t  1 2)sin(t  1 2)  u(t  2)sin(t  2) 35. (cos t  cos 2t )
3
Convolution:

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Definition: The Convolution of two functions f (t ) and g (t ) , denoted by f (t )  g (t ) is defined in

the form of an integral as follows:
t
f (t )  g (t )   f (u ) g (t  u )du
u 0
Property: f (t )  g (t )  g (t )  f (t ) i.e. convolution is commutative.
Convolution Theorem: If L1{ f (s)}  f (t ) & L1{g (s)}  g (t ), then
t
L1{ f ( s).g ( s)}  f (t )  g (t )   f (u ) g (t  u )du
0
Problems: Find the inverse transform of the following using convolution theorem:
1 s s2 s2
1) 2) 3) 4)
s ( s  1)
2
( s  a 2 )2
2
s4  a4 ( s 2  a 2 )( s 2  b 2 )
1 1 1
Answers: 1. et  t  1 2. t sin at 3. sinh at  sin at  4. 2 2 (a sin at  b sin bt )
2a 2a a b
Exercises VI: Find the Inverse Laplace Transforms using Convolution theorem:-
1 s2 s 2  2s s 1
1) 2) 3) 4) 2 2 2 2 5) 2 6)
( s  1)( s  1)
2
( s  1)
2 2
( s  1)( s  4s  5)
2 2
( s  a )( s  b ) s ( s  1) 2
1
( s  a)( s  b)
1 1 1 1
7) 2 2 2 8) 9) 10)
(s  a ) ( s  2)( s  2) 2
( s  1)( s  9) 2
s ( s  4)
2

1 1 3 1
Answers: 1. (et  sin t  cos t ) 2. (sin t  t cos t ) 3. cos t (1  e2t )  sin t (1  e2t )
2 2 8 8
 bt  at
1 e  e 1
4. 2 2 (cos bt  cos at ) 5. t (et  1)  2(et  1) 6. 7. 3 (sin at  at cos at )
a b a b 2a
t
1 e 1
8. (e2t  e2t  4te2t ) 9. {1  e8t (1  8t )} 10. (1  cos 2t )
16 64 4
2 s 1 t3 t3
Answers: 1. 3 2. 3. 4. t   t  5. sinh t 6.
s ( s  1) ( s  1)( s 2  4) s 2 ( s  2) 2 3! 6
1  2t  2t 2  e2t
Application of Laplace Transforms
Solution of Ordinary differential equations:-
Transform of Derivatives:
If f (t ) is a continuous real valued function with continuous derivatives f 1 (t ), f 11 (t ),......., f ( n) (t ) &
L{ f (t )}  f (s), then
i) L{ f 1 (t )}  sf (s)  f (0)
ii) L{ f ( n) (t )}  s n f (s)  s n1 f (0)  s n2 f 1 (0)  .........  sf ( n2) (0)  f ( n1) (0).
d2y dy
Problems:- Solve 1.  2  y  et ; y(0)  2, y1 (0)  1 2. Solve ( D2  2D  5) y  e x sin x;
dt 2 dt
t
d dy
y  0, Dy  1 at x  0 where D 
dx
3. Solve:
dx 0

 2 y  y dt  sin t; y(0)  1.

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2
4. d x  2 dx  x(t )  t ; x(0)  3, x(1)  1 5. Solve: x11 (t )  4 x(t )   (t ), x(0)  1, x1 (0)  0
dt 2 dt
4t , 0  t  1
Where  (t )   6. ty11  2 y1  ty  cos t , given that y(0)  1
4, t 1
 t2  1 x 3 1
Answers: 1. y (t )  et  2  3t   2. y ( x)  e (sin x  sin 2 x) 3. y(t )  et  tet  sin t
 2 3 2 2
1 1
4. x(t )  2  t  et  tet 5. y(t )  t  sin 2t  cos 2t  [(t  1)  sin 2(t  1)]u(t  1) 6.
2 2
 1 1
y (t )     sin t
2 t
Exercises VII: 1. Solve the following Differential equations-
d2x 12
1. y11  4 y1  3 y  et ; y(0)  y1 (0)  1 2
 9 x  cos 2t; x(0)  1, x1 (0) 
2.
dt 5
3. y  2 y  y  2 y  0; y(0)  y (0)  0 & y (0)  6 4. ( D  n ) x  a sin(nt   ); x  Dx  0 at
111 11 1 1 11 2 2

t 0

d2x
5. ( D2  3D2  3D  1) y  t 2et ; y(0)  1, y1 (0)  0, y11 (0)  2 6.  9 x  cos 2t;
dt 2
 
x(0)  1, x    1
2
dx
7.  x  sin t; x(0)  2 8. y11  3 y1  2 y  4t  e3t ; y(0)  1& y1 (0)  1 9.
dt
d2y dy
2
 2  5 y  et sin t; y(0)  0, y1 (0)  1 10. x11 (t )  4 x1 (t )  4 x(t )  e2t ; x(0)  0 & x(1)  0
dt dt
11. y11 (t )  2 y1 (t )  y(t )  2  (t  3)u(t  3); y(0)  2 & y1 (0)  1.Find y(1) & y(4)

 4, 0  t  2
12. x11 (t )  x1 (t )   (t ); x(0)  0 & x1 (0)  0 &  (t )  
t  2, t  2
d4y
13. 4
 16 y  0; y  1, y1 , y11 , y111 are zero at x = 0, 14. y111  y1 (t )  e2t ;
dx
y(0)  0  y1 (0)  y11 (0)

7 3 1 1 1
Answers: 1. y  et  e3t  tet 2. x  (4cos3t  4sin 3t  cos 2t ) 3. y  (2  3t  t 2 )et
4 4 2 5 2
a{sin nt cos   nt cos(nt   )}  1 1 
4. x  5. y  et 1  t  t 2  t 5  6.
 60 
2
2n 2
1
x  (4cos3t  4sin 3t  cos 2t )
5
   sin t   cos t
7. x   2  2  et 
  1  1
2
1
8. y  2t  3  e3t  et  2e2t
2
  9. x 
11 t
3
e (sin t  sin 2t )

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1
10. x  (1  t )2 e2t 11. y(1)  2  e1 , y(4)  1  3e1  4e4 12.
2
x  4  4cos t  [(t  2)  sin(t  2)]u(t  2)
1 1 e 2t 2 1
13. y( x)  (cosh 2 x  cos 2 x) 14. y(t )     cos t  sin t
2 2 10 5 5



MODULE – II

FOURIER SERIES

Introduction: In many engineering problems, especially in the study of periodic phenomenae

in conduction of heat, electro-dynamics and acoustics, it is necessary to express a function in a
series of sines and cosines. Such a series is known as the Fourier series.
DEFINITIONS:
A function y  f (x) is said to be even, if f ( x)  f ( x) . The graph of the even function is
always symmetrical about the y-axis.
A function y  f (x) is said to be odd, if f ( x)   f ( x) . The graph of the odd function is always
symmetrical about the origin.
For example, the function f(x) = x in [-1, 1] is even as f(-x) =  x  x = f(x) and the function

f(x) = x in [-1, 1] is odd as f(-x) = -x = -f(x). The graphs of these functions are shown below:

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Graph of f(x) = x Graph of f(x) = x

Note that the graph of f(x) = x is symmetrical about the y-axis and the graph of f(x) = x is

symmetrical about the origin.

1. If f(x) is even and g(x) is odd, then
 h(x) = f(x) x g(x) is odd
 h(x) = f(x) x f(x) is even
 h(x) = g(x) x g(x) is even
For example,
1. h( x)  x 2 cos x is even, since both x 2 and cos x are even functions
2. h( x)  x sin x is even, since x and sin x are odd functions
3. h( x)  x 2 sin x is odd, since x 2 is even and sin x is odd.
a a
2. If f(x) is even, then 
a
f ( x)dx  2 f ( x)dx
0
a
3. If f(x) is odd, then  f ( x)dx  0
a
For example,
a a

 cos xdx  2 cos xdx, as cos x is even

a 0
a
and  sin xdx  0, as sin x is odd
a
PERIODIC FUNCTIONS:-

A function f ( x ) is said to be periodic function with period T if f ( x  T )  f ( x )

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Here f(x) is a real-valued function and T is a positive real number.

As a consequence, it follows that
f ( x)  f ( x  T )  f ( x  2T )  f ( x  3T )  .......... .  f ( x  nT )
Thus, f ( x )  f ( x  nT ), n  1, 2, 3, 4, ..........

The function f ( x )  sin x is periodic of period 2 since

sin( x  2n )  sin x , n=1,2,3,……..

Note that the graph of the function between 0 and 2 is the same as that between 2 and 4 and
so on. It may be verified that a linear combination of periodic functions having period T is also
periodic of period T.
EULER’S FORMULAE:
The Fourier series for the function f (x) in the interval   x    2 is given by

a0  
f ( x)    an cos nx   bn sin nx
2 n1 n 1

1 2 1 2 1 2 

Where a0   f ( x)dx , an   f ( x) cos nxdx, bn   f ( x) sin nxdx,
     
These values of a0 , an , bn are known as Euler’s formulae.
Proof: Let f (x) be represented in the interval (,   2) by the Fourier series-
a  
f ( x)  0   an cos nx   bn sin nx ---------- (1)
2 n1 n 1
To find a0 , a n , bn , assume that the series (1) can be integrated term by term from x   to
x    2 .
2  1 2  2    2 
  
To find a0 :  f ( x)dx  a0  dx     an cos nx dx     bn sin nx dx
 2    n 1    n 1 
1
 a0 .(  2  )  0  0  a0 
2
2  sin nx   2 2  cos nx   2
Since  cos nxdx   0 &  sin nxdx   0
 n   n 
1 2
 a0   f ( x)dx
 
To find a n , multiply each side of (1) by cosnx and integrate from x   to x    2, we get
2  1 2  2  2  
   
 f ( x) cos nxdx  a0  cos nxdx     an cos nx  cos nxdx     bn sin nx  cos nxdx
 2    n 1    n 1 

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 0  an  0  an
Since
  2   2
1  cos 2nx 1 sin 2nx   2 1

2
cos nxdx   dx   x      2    0  0  
 
2 2  2 n   2
2 sin 2 nx   2
&  sin nx cos nxdx  0
 2n 
1 2 
Hence an   f ( x) cos nxdx
 
Similarly To find bn , multiply each side of (1) by sin nx and integrate from x   to
x    2, we get
2  1 2 2  2 
   
 f ( x) sin nxdx  a0  sin nxdx     an cos nx  sin nxdx     bn sin nx  sin nxdx
 2    n 1    n 1 

 0  0  bn  bn
Since
  2   2
1  cos 2nx 1 sin 2nx   2 1

2
sin nxdx   dx   x      2    0  0  
 
2 2  2 n   2
2 sin 2 nx   2
&  sin nx cos nxdx  0
 2n 
1 2
Hence bn   f ( x) sin nxdx
 
FOURIER SERIES:
A Fourier series of a periodic function consists of a sum of sine and cosine terms. Sines and
cosines are the most fundamental periodic functions.
The Fourier series is named after the French Mathematician and Physicist Jacques Fourier (1768
– 1830).
FORMULA FOR FOURIER SERIES

Consider a real-valued function f(x) which obeys the following conditions called Dirichlet’s
conditions:
1. f(x) is defined in an interval (a, a+2l), and f(x+2l) = f(x) so that f(x) is a periodic function
of period 2l.
2. f(x) is continuous or has only a finite number of discontinuities in the interval (a, a+2l).
3. f(x) has no or only a finite number of maxima & minima in the interval (a, a+2l).

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1 a  2l
Also, let a 0   f ( x )dx ---------------- (1)
l a
1 a  2l  n 
an   f ( x ) cos  xdx, n  1,2,3,..... --------- (2)
l a  l 
1 a  2l
 n 
bn   f ( x ) sin  xdx, n  1,2,3,...... ---------- (3)
l a  l 
Then, the infinite series
a0   n  
 n 
  a n cos   bn sin
x  x ---------- (4)
2 n 1  l  n 1  l 
is called the Fourier series of f(x) in the interval (a, a+2l). Also, the real numbers a0, a1, a2,
….an, and b1, b2 , ….bn are called the Fourier coefficients of f(x). The formulae (1), (2) and (3)
are called Euler’s formulae.
It can be proved that the sum of the series (4) is f(x) if f(x) is continuous at x. Thus we have f(x)
a0   n  
 n 
=   a n cos   bn sin 
x  x ……. (5)
2 n 1  l  n 1  l 
Suppose f(x) is discontinuous at x, then the sum of the series (4) would be
1
2

f ( x )  f ( x ) 
 
where f ( x ) & f ( x ) are respectively right hand and left hand limits of f ( x ) given by.
f ( x  )  Lim f ( x  h ), f ( x  )  Lim f ( x  h ), h  0
h0 h0
Particular Cases:
Case (i)
Suppose a = 0. Then f(x) is defined over the interval (0,2l). Formulae (1), (2), (3) reduce to
2l
1
l 0
a0  f ( x)dx

2l
1  n 
l 0
an  f ( x ) cos  xdx, n  1,2,...... ----------- (6)
 l 
2l
1  n 
bn   f ( x) sin  xdx,
l0  l 
Then the right-hand side of (5) is the Fourier expansion of f(x) over the interval (0, 2l).

If we set l = , then f(x) is defined over the interval (0, 2). Formulae (6) reduce to

2
1
a0 =
  f ( x)dx
0

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2
1
an 
  f ( x) cos nxdx, n=1, 2,…..  --------- (7)
0

2
1
bn 
  f ( x) sin nxdx n=1, 2,….. 
0
a0  
Also, in this case, (5) becomes: f(x) =   a n cos nx   bn sin nx ------------ (8)
2 n1 n1
Case (ii)
Suppose a = -l. Then f(x) is defined over the interval (-l, l). Formulae (1), (2) (3) reduce to
l
1
a0 =  f ( x)dx
l l
l
1  n 
a n   f ( x) cos  xdx
l l  l  , n=1, 2,…..  --------- (9)

l
1  n 
bn  
l l
f ( x) sin
 l 
 xdx n =1, 2,….. 

Then the right-hand side of (5) is the Fourier expansion of f(x) over the interval (-l, l).

If we set l = , then f(x) is defined over the interval (-, ). Formulae (9) reduce to

1
a0 =
  f ( x)dx


1
an 
  f ( x) cos nxdx , n=1,2,…..  ---------- (10)


1
bn 
  f ( x) sin nxdx n=1,2,….. 

a0  
Putting l =  in (5), we get f(x) =   a n cos nx   bn sin nx
2 n1 n1
Some useful results:

1.The following rule called Bernoulli’s generalized rule of integration by parts is

useful in evaluating the Fourier coefficients.
 uvdx  uv1  u v2  u v3  .......
' ''

Here u , u  ,….. are the successive derivatives of u and v1   vdx, v2   v1dx,......

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We illustrate the rule, through the following examples:

  cos nx    sin nx   cos nx 
x
2
sin nxdx  x 2    2 x   2 
 n   n 2   n3 
3
 e2x   2x
  3x 2  e
  2x
  6 x e
  e2x
  6



3 2x
x e dx  x
 2   4   8   16 
       
2. The following integrals are also useful:
e ax
 e cos bxdx 
ax
2 2
a cos bx  b sin bx
a b
e ax
e
ax
sin bxdx  a sin bx  b cos bx
a2  b2
3. If ‘n’ is integer, then
sin n = 0 , cosn = (-1)n , sin2n = 0, cos2n=1
sinn  1/ 2  (1) , n
cosn  1/ 2  0

Examples
1. Obtain the Fourier series for f ( x)  e  x in the interval 0  x  2
e  x 2 1  e 2
We have a0 
1 2  x
0
 e dx 
1 0
 
1 2 

e  1   

2
1 1  ex  2
an  x
 e cos nxdx    cos nx  n sin nx 
 0
 1  n 2  0

1
 (1  n )
e 2
2
( cos 2n  n sin 2n )  e 0 ( cos 0  n sin 0) 

1
 (1  n )
2
 e 1 
 1  e 2  1

 
2 . 
 1  n2
 
1 2 1  ex  2
bn   e  x sin nxdx    sin nx  n cos nx
0  1  n 2
 0

1
(1  n )
2

e 2  ( sin 2n  n cos 2n)  e 0 ( sin 0  n cos 0) 

1
(1  n 2 )
2 

 ne  n  


 1  e 2   n
.
 1 n
2

x 1  e 2    1  e 2  1    1  e 2  n 
e     . 2 
 cos nx    .  sin nx
2 n 1  1 n  n 1  1  n 2 

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1  e 2   1   1   n  
    2 
cos nx    2 
sin nx
  2 n1 1  n  n 1 1  n  
1
2. Obtain the Fourier expansion of f(x) =   x  in - < x < 
2
 
1  1 1 1  x2 
We have, a0 
 

f ( x)dx   (  x)dx =
  2 x    
2  2  
 
1 1 1
an 
  f ( x) cos nxdx    2 (  x) cos nxdx
 
Here we use integration by parts, so that

1    cos nx 
  0  0
1
  x 
sin nx
an   ( 1 )
2  n  n 2    2 

1 1 1   cos nx   sin nx  ( 1 )n
bn   (   x ) sin nxdx    x   ( 1 )  
  2 2  n  n
2
   n
Using the values of a0 , an and bn in the Fourier expansion
 
a
f ( x)  0   an cos nx   bn sin nx
2 n 1 n 1

 
(1) n
we get, f ( x)    sin nx
2 n 1 n
This is the required Fourier expansion of the given function.
3. Obtain the Fourier expansion of f(x) = e-ax in the interval (-, ). Deduce that
  ( 1) n
 2 2
sinh  n 2 n  1

1  ax 1  e ax  e a  e a 2 sinh a
Here, a0   e dx     
     a   a a

1  ax 1  e ax  2a  ( 1 )n sinh a 
an   e cos nxdx   2  a cos nx  n sin nx   2 2 
    a  n2     a  n 
 
1 1  e ax  2n  (1) n sinh a 
bn =  e sin  ax
nxdx =    a sin nx  n cos nx  =  
    a 2  n2     a 2  n2 
sinh a 2a sinh a  (1) n 2 
n(1)n
Thus, f(x) =
a


n 1 a  n
2 2
cos nx 

sinh a 
n 1 a  n
2 2
sin nx

For x = 0, a =1, the series reduces to

sinh  2 sinh   (1) n
f(0)=1 =




n 1 n  1
2

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sinh 
2 sinh   1  (1) n 
or 1 =   
 
   2 n 2 n 2  1
2 sinh   (1) n
or 1 = 
 n  2 n2  1
  ( 1) n
Thus,  2 2 . This is the desired deduction.
sinh  n 2 n  1

4. Obtain the Fourier expansion of f ( x)  x 2 over the interval (-, ). Deduce that
2 1 1 1 1 2 1 1 1
a)  2  2  2  2  ......   b)  1  2  2  2  ......  
12 1 2 3 4 6 2 3 4
 2
1 1 1 1
c)  2  2  2  2  ......  
8 1 3 5 7
The function f(x) is even. Hence
   
1 2 2 2  x3  2 2

 f ( x)dx =   f ( x)dx =  x dx    
2
a0 =
  0 0   3 0 3
 
1 2
an 
 

f ( x) cos nxdx =
  f ( x) cos nxdx,
0
since f ( x ) cos nx is even


2
x
2
= cos nxdx ,Integrating by parts, we get
 0

2   sin nx    cos nx    sin nx  4( 1 )n
 x2    2 x   2   
  n   n
2
  n
3
 0 n2
1 
Also, bn   f ( x ) sin nxdx  0 , since f ( x ) sin nx is odd.
 
Thus
2  ( 1 )n cos nx
f(x) x   4 2
------------ (i)
3 n 1 n2
a) By putting x  0,in (i) we get,
2  ( 1 )n cos 0 2  ( 1 )n
0 f(x)  4   4 2
3 n 1 n2 3 n 1 n

 2
 1 1 1 1 
i.e.   4  2  2  2  2  .......... ... 
3  1 2 3 4 
2 1 1 1 1
i.e.      .............
2 2 2
12 1 2 3 42
b) by putting x  ,we get,

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2  1  1 2
2   4 2  
3 n 1 n 1 n2 6
2
 1 1 1
Hence,  1    .....
2 2
6 2 3 42
c) by adding (a) and (b) we get,
2 2 1 1 1 1 1 1 1
      .............  1     .....
2 2 2 2 2 2
12 6 1 2 3 4 2 3 42
3 2 2 2 2  1 1 1 
i.e.  2   .......   21     ........
12 32 5 2 4  32 5 2 7 2 
2 1 1 1
Or  1  2  2  2  ........
8 3 5 7
Functions having points of discontinuity:

5. Obtain the Fourier expansion of

 x,0  x  
f ( x)  
2  x,   x  2
2 1 1
Deduce that  1   ......
8 32 52
1 2 1 
 2
 1
 
 2 

Here, a0 =  f ( x ) dx   f ( x ) dx   f ( x ) dx    xdx   (2  x)dx
 0  0   
 0  

1  x  
2
x 2  2 1 
2
2 4
2
2  
2 
   2x      4    ( 2   )
  2 0  2       2 2 2 

 

1 2
2
 
  8 2  4 2  4 2   2    0  .
a
2

2
2  
1 1
2 

an   f ( x) cos nxdx    f ( x) cos nxdx   f ( x) cos nxdx 
 0 0  

 2
1 

   x cos nxdx   (2  x) cos nxdx  , integrating using Bernoulli’s generalized rule
0  

1   sin nx    cos nx     sin nx    cos nx  2
  x   (1)   (2  x)   (1)  
   n   n 2
 0   n   n 2
  

1  x sin nx cos nx     sin nx  cos nx  2 
   2   (2  x)  2  
  n n 0   n  n  

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1 (1)
n
1   1  (1) n  

  2  2    0  2   0  2  
  n n   n  n  
 


1  2(1) n  2 

  n 2  
2
 n 2
(1) n  1 
1 2 1

 2 

Also, bn   f ( x) sin nxdx   f ( x ) sin nxdx   f ( x ) sin nxdx ,
 0 
0  

 2
1
 

   x sin nxdx   (2  x) sin nxdx  , integrating using Bernoulli’s generalized rule

0  

1
   cos nx    sin nx      cos nx    sin nx  2

  x   (1)   (2  x)   (1)  

  n   n 2  0   n   n 2    
1  x cos nx sin nx    cos nx sin nx  2
        ( 2  x )   
  n n2  0  n n2   
1  (1)
n   (1) n


  1
  (1)
n
(1) n 
  0 0     0
 n  n    n n 
     
 2  1
Thus the Fourier series of f(x) is f ( x)   
2  n 1 n 2
(1) n  1 cos nx  
For x =  , we get

f () 
 2  1
 
2  n 1 n 2

(1) n  1 cos n 
But (1) n  1  0, if n is even & (1) n  1  2, if n is odd.
(since f(x) is discontinuous at x   , f ( )  1  f (  0)  f (  0)  1 ( x  2  x)   )
2 2
 2 
 2 cos(2n  1)
 
2


 n 1 (2n  1) 2
 2   2(1) 2  2 2  1 1 1 1
Thus,         2  2  2  ......
2  n1 (2n  1) 2
4 n1 (2n  1) 2
8 n1 (2n  1) 2
1 3 5
This is the series as required.

6. Obtain the Fourier expansion of

 ,  x  0 2 1 1
f(x) =  hence deduce that  1  2  2  ......
 x,0  x   8 3 5
10 
 1 0  x 2   1  1 
Here, a0     dx   xdx   x       (0  ())  ( 2  0)
  0      2  0   2 

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1  2  2  1 2 
     
  
2   2 2

10 
an      cos nxdx   x cos nxdx 
   0 
1  sin nx  0  sin nx  cos nx  
       x  (1)  
  n    n n 2  0
1
 
 
0  0 
(1) n
n 2
1 
 
2
n  n
1
2
(1) n  1 

10 
bn      sin nxdx   x sin nxdx  
   0 
1   cos nx  0    cos nx    sin nx  
       x   (1)  
  n     n   n 2  0 
1  
n
 1 
  n
 1
  (cos 0  (1) n )  (1) n  0   (1  2(1) n   1  2(1) n
 n  n
 
 Fourier series is

 
 
 1  1 1  2(1) n 
f (x) =   2 (1) n  1 cos nx     sin nx
4  n 1n 
n 1 n 
Note that the point x = 0 is a point of discontinuity of f (x) . Here f ( x  )  0 , f (x  )   at x =
1 1 
0. Hence [ f ( x  )  f ( x  )]  0   
2 2 2
The Fourier expansion of f(x) at x = 0 becomes
  1  1
   2 [( 1) n  1]
2 4  n1 n
 2  1
or   2 [( 1) n  1]
4 n1 n
But (1) n  1  0, if n is even & (1) n  1  2, if n is odd.
2  2 2  1 1 1 1
         .........
4 n1 (2n  1) 2 8 n1 (2n  1) 2 1 32 52
2 1 1
Hence  1   ......
8 32 52
7. Obtain the Fourier series of f ( x)  1  x 2 over the interval (-1, 1).
The given function is even as f(-x) = f(x). Also period of f(x) is 1-(-1) = 2  2l  2  l  1

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1
11 1 1
2
 x3  4
Here a0 =  f ( x)dx = 2  f ( x)dx = 2  (1  x )dx  2 x    as f(x) is even.
1 1 0 0  3  3
0
11 1
an   f ( x ) cos( nx ) dx  2  f ( x) cos(nx)dx
1 1 0
1
= 2 (1  x 2 ) cos( nx)dx [as f ( x) cos nx is even. Integrating by parts, we get
0
1



 2 1  x 2 
 sin nx 
 n 
  ( 2 x )
  cos nx 

 (n) 2 
  ( 2)
  sin nx 

 (n) 3 

    0
 2 2  4(1) n1
 2[0  0  [(1) n  0]  (0) 
 (n) 2 (n) 3  n 2 2
11
bn   f ( x) sin(nx)dx = 0, since f ( x) sin(nx) is odd.
1 1
2 4  (1) n1
The Fourier series of f(x) is f (x) =   cos(nx)
3  2 n1 n 2
8. Obtain the Fourier expansion of
 4x 3
1  3 in  2  x  0 2 1 1
f(x) =  .Hence deduce that  1   ......
2
1  4 x in 0  x  3 8 3 52
 3 2
3  3
The period of f(x) is     3  2l  3  l  3 / 2
2  2 
Also f(-x) = f(x). Hence f(x) is even
1 3/ 2 2 3/ 2 4 3 / 2  4x 
a0   f ( x )dx   f ( x )dx   1  dx  0
3 / 2 3 / 2 3/ 2 0 3 0  3 


4 3/ 2
9 0
 (3  4 x ) dx 
4

9 
3 x 
4x 2  3 / 2 4

2  0 9

 3x  2 x 2
3/ 2 4 9
0 9 2
9
   2   0
4

1 3/ 2  nx  2 3/ 2  2nx 
an   f ( x) cos dx   f ( x) cos dx
3 / 2 3 / 2  3/ 2  3/ 2 0  3 
4 3 / 2  4 x   2nx 
  1  3  cos 3 dx
3 0    

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   
3/ 2
  2 n x     cos  2 n  x 
  sin   
4  4 x   3     4   3  
 1      
3  3   2n    3   2 n  
2
         
   3     
   3  0 
4 4 
 0   2 2 (( 1 )n  1 )  2 2 1  (1)n = 2 2 , n = 1, 3, 5, ………
9 4 8
3  3 4n   n n 
3  nx   nx 
1 2
Also, bn   f ( x ) sin   dx  0 , as f ( x ) sin  is an odd function.
3 3  3   3 
2  2  2
8  1  2nx 
Thus f(x) = 2  2 cos  ,n  1,3,5,........
 n1 n  3 
8  1
putting x=0, we get f(0) = 2  2
 n1 n
8  1 1 
or 1 = 2 1  2  2  ...... 
  3 5 
 2
1 1
Thus,  1  2  2  ......
8 3 5
 x
Exercises: 1) Obtain the Fourier series of f ( x)  in 0  x  2. Hence deduce
2
1 1 1 
that 1     ......... 
3 5 7 4
2) If f ( x)  x(2  x) in 0  x  2 show that
2 2  cos x cos 2 x cos 3x 
f(x)  4 2   2  ..........  hence deduce that
 1 
2
3 2 3
 2
1 1 1
 2  2  2  ......
8 1 3 5
3) Find a Fourier series in (, ) to represent a) f ( x)  x  x 2 b) f ( x)  x  x 2
Hence deduce that
2 1 1 1 1
a)  2  2  2  2  ......  
12 1 2 3 4
 2
1 1 1
b)  1  2  2  2  ......  
6 2 3 4
 2
1 1 1 1
c)  2  2  2  2  ......  
8 1 3 5 7

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 0 in    x  0
4) Obtain the Fourier series for the function f ( x)  
sin x in 0  x  
Hence deduce that
1 1 1 1 1 1 1 2
1.    .......  2.    ....... 
1.3 3.5 5.7 2 1.3 3.5 5.7 4
2
 x  2  cos nx
5) If f ( x)    in the range 0 to 2 , show that f ( x)  
 2  12 n1 n 2
6) An alternating current after passing through a rectifier has the form
 I 0 sin x for 0  x  

i
 0 for   x  2

Where I 0 is the maximum current and the period is 2. Express i as a Fourier series.
7) Obtain the Fourier series for the function
 0,    x  0

f ( x)   Where f ( x  2)  f ( x)
x 2 , 0  x  


8) Obtain the Fourier series for the function

 x2 , 0  x  

f ( x)  
 x 2 ,    x  0

9) Expand f ( x)  e  x as a Fourier series in the interval (l , l )
 x, 0  x  1
10) If f ( x)   ; show that in the interval (0,2)
(2  x),1  x  2
 4  cos(2n  1) x
f ( x)   
2  n1 (2n  1) 2
 1
Answers: 1) f ( x )   sin nx
n 1 n

 2  (1) n 1  ( 1) n 1
3) a) x  x 2
 4 cos nx  2 sin nx
3 1 n2 1 n
2  ( 1) n  ( 1) n 1
b) x  x 2
 4 2 cos nx  2 sin nx
3 1 n 1 n
1 
4) f ( x)   
1
 2 (n  1)2
  1
1  (1) n cos nx  sin x.
2

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I0 1 2 I  cos 2nx
6) i   I 0 sin x  0  2
 2  n1 4n  1
 2  ( 1) n 1 cos nx 1   2 2 
7) f ( x)   2    3   sin nx
6 n 1 n2  n1 n n 
 4 2 4  
8) f ( x)  2    sin x   sin 2 x      sin 3x  sin 4 x  ..........
  3 9  2
1  1 nx n nx 
9) e  x  sinh l   2l  2 cos  2  2 sin 
n 1 l  n  l n 
2 2 2 2
l l l 

HALF-RANGE FOURIER SERIES

The Fourier expansion of the periodic function f(x) of period 2l may contain both sine and cosine
terms. Many a time it is required to obtain the Fourier expansion of f(x) in the interval (0, l)
which is regarded as half interval. The definition can be extended to the other half in such a
manner that the function becomes even or odd. This will result in cosine series or sine series
only.

Sine series :
Suppose f(x) = (x) is given in the interval (0, l). Then we define f(x) = -(-x) in (-l, 0). Hence
f(x) becomes an odd function in (-l , l). The Fourier series then is


 nx 
f ( x)   bn sin  (11)
n 1  l 
 nx 
l
2
where bn   f ( x) sin dx
l 0  l 
The series (11) is called half-range sine series over (0, l).

Putting l= in (11), we obtain the half-range sine series of f(x) over (0, ) given by


f ( x)   bn sin nx
n 1


2
bn 
  f ( x) sin nxdx
0
Cosine series :
Let us define
 ( x) in (0, l ).........given
f ( x)  
 ( x) in (l , 0)........in order to make the function even
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Then the Fourier series of f(x) is given by

a 
 nx 
f ( x)  0   an cos  (12)
2 n 1  l 
where,
l
2
a0   f ( x)dx
l 0
 nx 
l
2

an 
l 0
f ( x) cos
 l 
dx

The series (12) is called half-range cosine series over (0,l)

Putting l =  in (12), we get

a0 
f ( x)    a n cos nx
2 n1
where

2
a0 
  f ( x)dx
0

2
an 
  f ( x) cos nxdx
0
n  1,2,3,..

Examples :

1. Expand f(x) = x(-x) as half-range sine series over the interval (0,).
We have,

2
bn   f ( x) sin nxdx
 0

2

 (x  x 2
) sin nxdx
0
Integrating by parts, we get

2
bn   x  x 2

 
  cos nx 

 n 
  sin nx 
    2 x 
 cos nx 
  (2) 
 n2   n 3  0


4
3
n 
1  (1)  n

The sine series of f(x) is

4  1
f ( x)   3 1  (1) n sin nx
 n 1 n
 
2. Obtain the cosine series of

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 
 x,0  x  2
f ( x)   over(0,  )
  x,   x  
 2
Here
  
2 2 
a0   xdx   (  x)dx  

 0  2
  
2
  
2 2
an   x cos nxdx   (  x) cos nxdx 

 0 
  
2
Performing integration by parts and simplifying, we get
2   n 
an   1  (1) n  2 cos 
n2   2 
8
 , n  2,6,10,.....
n2
Thus, the Fourier cosine series is
 2  cos 2 x cos 6 x cos 10 x 
f(x) =      ......
4   12 32 52 
3. Obtain the half-range cosine series of f(x) = c-x in 0<x<c
2c  nx 
c
2
Here a0   (c  x)dx  c , an   (c  x) cos dx
c0 c0  c 

Integrating by parts and simplifying we get, a n 

2c
2 2
n 
1  (1) n  
The cosine series is given by

f(x) = 
c 2c  1
2

 2 1  (1) n cos 
2  n1n

 nx 
 c 
Exercices:

I. Obtain the half-range sine series of the following functions over the specified intervals:
1. f(x) = cosx over (0,) 2. f(x) = sin3x over (0,) 3. f(x) = lx-x2 over (0 , l)
II. Obtain the half-range cosine series of the following functions over the specified
intervals:
1. f(x) = x2 over (0,) 2. f(x) = xsinx over (0,) 3. f(x) = (x-1)2 over (0, 1)

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 l
kx,0  x  2
4. f(x) = 
k (l  x), l  x  l
 2
HARMONIC ANALYSIS
The Fourier series of a known function f(x) in a given interval may be found by finding the
Fourier coefficients. The method described cannot be employed when f(x) is not known
explicitly, but defined through the values of the function at some equidistant points. In such a
case, the integrals in Euler’s formulae cannot be evaluated. Harmonic analysis is the process of
finding the Fourier coefficients numerically.
To derive the relevant formulae for Fourier coefficients in Harmonic analysis, we employ the
following result:
The mean value of a continuous function f(x) over the interval (a, b) denoted by [ f ( x)] is defined
b
1
 f ( x) 
b  a a
as f ( x)dx .

The Fourier coefficients defined through Euler’s formulae, (1), (2), (3) may be redefined as
 1 a  2l 
a0  2   f ( x ) dx   2[ f ( x)]
 2l a 
 1 a  2l  nx     nx 
an  2  f ( x) cos dx  2 f ( x) cos 
 2l a  l     l 
 1 a  2l  nx     nx 
bn  2  f ( x ) sin  dx  2 f ( x) sin 
 2l a  l     l 
Using these in (5), we obtain the Fourier series of f(x). The term a1 cos x  b1 sin x is called the
first harmonic or fundamental harmonic, the term a2 cos 2 x  b2 sin 2 x is called the second
harmonic and so on. The amplitude of the first harmonic is a12  b12 and that of second
harmonic is a22  b22 and so on.
Examples
1. Find the first two harmonics of the Fourier series of f(x) given the following table:

X 0  2  4 5 2
3 3 3 3
f(x) 1.0 1.4 1.9 1.7 1.5 1.2 1.0

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Note that the values of y = f(x) are spread over the interval 0 x  2 and f(0) = f(2) = 1.0.
Hence the function is periodic and so we omit the last value f(2) = 0. We prepare the following
table to compute the first two harmonics.

xo cos x cos 2 x sin x sin 2 x y sin x y sin 2 x

y  f (x) y cos x y cos 2 x
0o 1.0 1 1 0 0 1 1 0 0
60 o 1.4 0.5 -0.5 0.866 0.866 0.7 -0.7 1.2124 1.2124
120 o 1.9 -0.5 -0.5 0.866 -0.866 -0.95 -0.95 1.6454 -1.6454
180 o 1.7 -1 1 0 0 -1.7 1.7 0 0
240 o 1.5 -0.5 -0.5 -0.866 0.866 -0.75 -0.75 -1.299 1.299
300 o 1.2 0.5 -0.5 -0.866 0.6 -0.6 -0.866
-1.0392 -1.0392
Total -1.1 -0.3 0.519 -0.1732
  nx    nx 
We have an  2 f ( x) cos   2[ y cos nx] bn  2 f ( x) sin   2[ y sin nx]
  l    l 
as the length of interval = 2l = 2 or l = 
Putting, n =1, 2, we get
2 y cos x 2(1.1)
a1  2[ y cos x]    0.367
6 6
a2  2[ y cos 2 x]  
2 y cos 2 x 2(0.3)
  0.1
6 6
2 y sin x
b1  2[ y sin x]   0.173
6
2 y sin 2 x
b2  2[ y sin 2 x]   0.0577
6
The first two harmonics are a1 cos x  b1 sin x and a2 cos 2 x  b2 sin 2 x .That is
(0.367 cos x  1.0392 sin x) and (0.1cos 2 x  0.0577 sin 2 x)
2. Express y as a Fourier series up to the third harmonic given the following values:
X 0 1 2 3 4 5
Y 4 8 15 7 6 2
The values of y at x = 0, 1, 2, 3, 4, 5 are given and hence the interval of x should be
0  x < 6. The length of the interval = 6 - 0 = 6, so that 2l = 6 or l = 3.
The Fourier series up to the third harmonic is
a0  x x   2x 2x   3x 3x 
y   a1 cos  b1 sin    a2 cos  b2 sin    a3 cos  b3 sin  or
2  l l   l l   l l 

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a  x x   2x 2x   3x 3x 

y  0   a1 cos  b1 sin    a 2 cos  b2 sin    a3 cos  b3 sin 
2  3 3   3 3   3 3 
x
Put   , then
3
y  0  a1 cos  b1 sin    a2 cos 2  b2 sin 2   a3 cos 3  b3 sin 3 
a
(1)
2
We prepare the following table using the given values:
x
x = y y cos  y cos 2 y cos 3 y sin  y sin 2 y sin 3
3
0 0 04 4 4 4 0 0 0
1 600 08 4 -4 -8 6.928 6.928 0
2 1200 15 -7.5 -7.5 15 12.99 -12.99 0
3 1800 07 -7 7 -7 0 0 0
4 2400 06 -3 -3 6 -5.196 5.196 0
5 3000 02 1 -1 -2 -1.732 -1.732 0
Total 42 -8.5 -4.5 8 12.99 -2.598 0
2 y 1 2
a0  2[ f ( x)]  2[ y]   (42)  14 , a1  2[ y cos ]  (8.5)  2.833,
6 3 6
2 2
b1  2[ y sin ]  (12.99)  4.33, a2  2[ y cos 2]  (4.5)  1.5,
6 6
2 2
b2  2[ y sin 2]  (2.598)  0.866, a3  2[ y cos 3]  (8)  2.667, b3  2[ y sin 3]  0
6 6
Using these in (1), we get
 x   x   2x   2x 
y  7  2,833 cos   (4.33) sin   1.5 cos   0.866 sin   2.667 cos x
 3  3  3   3 
This is the required Fourier series up to the third harmonic.
3. The following table gives the variations of a periodic current A over a period T:
T (secs) 0 T/6 T/3 T/2 2T/3 5T/6 T
A (amp) 1.98 1.30 1.05 1.30 -0.88 -0.25 1.98

Show that there is a constant part of 0.75amp. in the current A and obtain the amplitude of the
first harmonic.
Note that the values of A at t=0 and t =T are the same. Hence A (t) is a periodic function of
 2 
period T. Let us denote    t . We have
T 

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  2     2  
a0  2[ A], a1  2 A cos t   2[ A cos ], b1  2 A sin t   2[ A sin ] ------ (1)
 T   T 
We prepare the following table:

2t
t  A cos sin A cos A sin
T
0 0 1.98 1 0 1.98 0
T/6 600 1.30 0.5 0.866 0.65 1.1258
0
T/3 120 1.05 -0.5 0.866 -0.525 0.9093
T/2 1800 1.30 -1 0 -1.30 0
2T/3 2400 -0.88 -0.5 -0.866 0.44 0.7621
5T/6 3000 -0.25 0.5 -0.866 -0.125 0.2165
Total 4.5 1.12 3.0137

Using the values of the table in (1), we get

2 A 4.5 2 A cos  1.12
 0.3733, b1  
2 A sin  3.0137
a0    1.5, a1     1.0046
6 3 6 3 6 3
The Fourier expansion up to the first harmonic is
a  2t   2t   2t   2t 
A  0  a1 cos   b1 sin   0.75  0.3733 cos   1.0046 sin 
2  T   T   T   T 
The expression shows that A has a constant part 0.75 in it. Also the amplitude of the first

harmonic is a12  b12 = 1.0717.

ASSIGNMENT:
1. The displacement y of a part of a mechanism is tabulated with corresponding angular
movement x0 of the crank. Express y as a Fourier series up to the third harmonic.
x0 0 30 60 90 120 150 180 210 240 270 300 330
y 1.80 1.10 0.30 0.16 1.50 1.30 2.16 1.25 1.30 1.52 1.76 2.00

2. Obtain the Fourier series of y up to the second harmonic using the following table:
x0 45 90 135 180 225 270 315 360

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y 4.0 3.8 2.4 2.0 -1.5 0 2.8 3.4

3. Obtain the constant term and the coefficients of the first sine and cosine terms in the Fourier
expansion of y as given in the following table:
x 0 1 2 3 4 5
y 9 18 24 28 26 20

4. Find the Fourier series of y up to the second harmonic from the following table:
x 0 2 4 6 8 10 12
Y 9.0 18.2 24.4 27.8 27.5 22.0 9.0

5. Obtain the first three coefficients in the Fourier cosine series for y, where y is given in the
following table:
x 0 1 2 3 4 5
y 4 8 15 7 6 2

6. The turning moment T is given for a series of values of the crank angle 0 = 750.
0 0 30 60 90 120 150 180
T 0 5224 8097 7850 5499 2626 0

Obtain the first four terms in a series of sines to represent T and calculate T at  = 750.

MODULE-III
FOURIER TRANSFORMS
Introduction
Fourier Transform is a technique employed to solve ODE’s, PDE’s, IVP’s, BVP’s and
Integral equations.
Infinite Fourier Transform
Let f(x) be a real valued, differentiable function that satisfies the following conditions:
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1) f (x) and its derivative f ' ( x) are continuous, or have only a finite number of simple
discontinuities in every finite interval, and

2) The integral  f x  dx exists.
-
Also, let s be non – zero real parameter. Then infinite Fourier Transform of f (x) denoted

by fˆ ( s) or F[ f ( x)] or F(s) is defined by


fˆ s   F ( s)  F [ f ( x)]  isx
 f ( x)e dx , provided the integral exists.

The infinite Fourier Transform is also called complex Fourier Transform or just the Fourier

Transform. The Inverse Fourier Transform of fˆ ( s) denoted by F 1 fˆ ( s) is defined by  

 
F 1 fˆ s   f x  
1 ˆ
 f ( s )e
2  
 isx ds

Note: The function f(x) is said to be self reciprocal with respect to Fourier transform
if fˆ s   f s  .
Basic Properties:
Below we prove some basic properties of Fourier Transforms:
1. Linearity Property
For any two functions f(x) and (x) (whose Fourier Transforms exist) and any two constants
a and b, F af x   b x   aF  f x   bF  x 
Proof: By definition, we have
  
F af x   b x    af ( x)  b ( x)e dx  a  f ( x)e dx  b   ( x)e dx
isx isx
isx
  
 aF  f x   bF  x . This is the desired property.
In particular, if a = b = 1, we get F  f x    x   F  f x   F  x 

Again if a = -b = 1, we get F  f x    x   F  f x   F  x 
2. Change of Scale Property
1 s
If f̂ s   Ff x , then for any non – zero constant a, we have Ff ax   f̂   , a  0
a a

Proof: By definition, we have F  f x   isx
 f ( x)e dx


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
 F  f ax   isx dt
 f (ax)e dx put ax  t  adx  dt  dx 

a
t
 is 
dt 1  1 s
  f (t )e  a    f (t )e i ( s / a )t dt  fˆ  
 a a  a a
3. Shifting Properties:

For any real constant ‘a’, (i) F  f x  a   eisa fˆ (s) (ii ) F[eiax f ( x)]  fˆ (s  a), Where

fˆ (s)  F[ f ( x)]

Proof : (i) We have F  f x   fˆ s    f ( x)e isx dx


Hence, F  f x  a   isx
 f ( x  a)e dx , set x  a  t  dx  dt , then

 
F  f x  a    f (t )e is(t  a) dt  e ias  f (t )e ist dt  e isa fˆ ( s)
 

ii) We have fˆ ( s  a)   f ( x)e i ( s  a) x dx   f ( x)e iax e isx dx

 
 

  g ( x )e
isx
dx, where g ( x)  f ( x)e iax

 F[ g ( x)]  F[eiax f ( x)] This is the desired result.
4. Modulation Property: If F  f x   fˆ s , then F  f x  cos ax  fˆ s  a   fˆ s  a 
1
2
 
where ‘a’ is a real constant.
e iax  e iax
Proof: We have cos ax 
2
  e iax  e iax 
Hence F  f x cos ax  F f x 
     
  2 
 
1
2
 1
 F f ( x)e iax  f ( x)e  iax  F[ f ( x)e iax ]  F[ f ( x)e  iax ]
2
  
1
 
 fˆ s  a   fˆ s  a  , by using linearity and shift properties.
2
This is desired property.

Note: Similarly F  f x sin ax  f s  a   fˆ s  a 

1 ˆ
2


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Examples
1 for x  1  sin x
1. Find the Fourier transform of f ( x)   hence evaluate  dx
0 for x  1 0 x
<< The Fourier transform of f(x) is given by
 1 1 
ˆf ( s)   f ( x)e isx dx   0.e isx dx   1.e isx dx   0.eisx dx  e
isx 1
e is  e is 2 sin s
  ,s  0
  1 1 is  1 is s
& for s  0, fˆ ( s)  2 .
Now by the inverse Fourier transform we have
1 ˆ  isx 1  2 sin s  isx 1 for x  1
f ( x)   f ( s)e ds Or  e ds  
2   2   s 0 for x  1
By putting x = 0 we get,
1  2 sin s  sin s  sin s
 ds  1   ds    2  ds   , as the integrand is even
2   s  s 0 s
 sin s   sin x 
 ds  0r  dx 
0 s 2 0 x 2

1  x 2 for x  1
2. Find the Fourier transform of f ( x)   Hence evaluate

 0 for x  1
 x cos x  sin x x
 3
cos dx
0 x 2
<< The Fourier transform of f(x) is given by
 1 1 
fˆ ( s)   f ( x)e isx dx   0.e isx dx   (1  x 2 ).e isx dx   0.eisx dx
  1 1
isx
1 1 isx 1 isx
e e e
 (1  x 2 )  (2 x)  ( 2)
is  1 (is) 2  1 (is) 3  1
2 2  4 cos s 4 sin s 4
 0 2
(e is  e  is )  3
(e is  e  is )    ( s cos s  sin s)
s  is s2 s3 s3
Now by inversion formula, we have
1 ˆ  isx
f ( x)   f ( s)e ds
2  
1  4  isx 
1  x 2 , x  1
Or   ( s cos s  sin s ) e ds  
2   s 3  0, x  1

Putting x  1/ 2 , we get
4  1  is / 2 3
  3 ( s cos s  sin s)e ds 
2   s 4

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
s cos s  sin s  s s 3
Or   cos  i sin  ds  
 s3  2 2 8
 s cos s  sin s s 3  s cos s  sin s s 3
Or  3
cos ds     3
cos ds   , since the
 s 2 8 0 s 2 16
integrand
is even
 x cos x  sin x x 3
 . cos dx  
0 x3 2 16
a x
3. Find the Fourier Transform of the function f ( x)  e where a  0
The Fourier transform of f(x) is given by
   0  a x isx 
 a x isx  a x isx 
fˆ ( s)   f ( x)e isx dx   e e dx    e e dx   e e dx 
  
  0 
Using the fact that x  x,0  x   & x   x,  x  0, we get
0   0  
fˆ ( s)    e ax e isx dx   e  ax e isx dx     e (a  is) x dx   e  (a  is) x dx
  0    0 
 

 e a  is  x 

0

e  a  is  x 
   1 1   2a 
          2 2
 a  is       a  is   0   a  is  a  is   a  s 
 
Exercises:
1, x  a
4. Find the Fourier Transform of the function f(x)  
0, x  a
where ‘a’ is a positive constant. Hence evaluate
 sin s a cos s x  sin s
(i)  ds (ii ) 0 ds
s s
<< For the given function, we have

F  f x     f ( x)e isx dx


 a a
   f ( x)eisx dx   a f ( x)e isx dx  a f ( x)e isx dx


a

 a e isx dx  2 
 sin sa 
 s 

 sin s a 
Thus F  f x   fˆ s   2  ......... (1)
 s 
Inverting f̂ s  by employing inversion formula, we get
1  sin sa  isx
f x    
2 e ds
2 s

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1  sin sacos sx  i sin sx


 ds
  s
1   sin sacos s x   sin s a sin sx 
  ds  i  ds 
 s s 

Here, the integrand in the first integral is even and the integrand in the second integral is odd.
Hence using the relevant properties of integral here, we get

1  sin sa cos sx
f ( x) 
  
ds or
s
 sin sa cos sx  , x  a
  ds  f ( x)  
s  0, x  a
 sin s
For x  0, a  1, this yields   ds  
s
 sin s
Since the integrand is even, we have 20 ds  
s
 sin s 
Or 0 ds 
s 2
2 2
5. Find the Fourier Transform of f(x)  e- a x where ‘a’ is a positive constant.
2
x
Deduce that f(x)  e 2 is self reciprocal with respect to Fourier transform.
Here
 2 2 
  a 2 x 2 isx    a x  isx 
 
F f x     e e dx    e dx
 is  2 s 2 
  ax    
  2a  4a 2 
   e  dx
 2   is  2
  s    ax  
2 
 e  4a    e  2a  dx

 2 
  s  2
is
     e  t dt
 2
Setting t  ax - , we get F f x  e 4 a
 
2a a
 2 
  s  2   t 2 dt  
1
 e  4 2  2  e  t dt
a
a
 0
but e 2
0
 2 
 s 
1  4a 2 
 e  , using gamma function.
a

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 2 
  s 
ˆf s     4 a 2 
e
a
This is the desired Fourier Transform of f(x).
2 2
For a 2  1 2 in f(x)  e - a x
2
-x
2
we get f(x)  e and hence,
2
s
f̂ s   2 e 2
2 2
-x -s
Also putting x  s in f(x)  e 2 , we get f(s)  e 2 .
Hence, f(s) and f̂ s  are same but for constant multiplication by 2 .
Thus f(s)  fˆ s 
2
-x
It follows that f( x)  e 2
is self reciprocal
2
6) Find the inverse Fourier Transform of f̂ s   e  s
Exercises:
Find the Complex Fourier Transforms of the following functions:

 x, x  a 1  x , x 1
(1) f x    where ' a' is a positive constant (2) f x   
0, x  a  0, x 1
0, xa
  2 2
a  x , x a
(3) f x   1, a  x  b where ' a' and ' b' are positive constants (4) f x   
0, 
 0, x a
 xb
a x x
(5) f ( x)  xe where ' a' is a positive constant (6) f ( x)  e (7) f ( x)  cos 2 x 2
(8) f ( x)  sin 3x 2

FOURIER SINE TRANSFORMS:

Let f(x) be defined for all positive values of x.

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
The integral  f ( x) sin sxdx is called the Fourier sine Transform of f (x) . This is denoted by
0

fˆs ( s) or Fs [ f ( x)] , thus f̂ s s   Fs  f x    f ( x) sin sxdx
0
2
The inverse Fourier sine Transform of fˆs ( s) is defined through the integral  fˆs ( s) sin sxds .
 0
This is denoted by f(x) or Fs-1  f s s . Thus
2ˆ
f(x)  Fs-1  f s s    f s (s) sin sxds
 0
Properties

The following are the basic properties of Sine Transforms.

(1) LINEARITY PROPERTY

If ‘a’ and ‘b’ are two constants, then for two functions f(x) and (x), we have
Fs af x   b x   aFs  f x   bFs g x 
Proof : By definition, we have
 
 
 
Fs af x   b x   0 af x   b x  sin sx dx   af ( x) sin sxdx   b ( x) sin sxdx
0 0
 
 a  f ( x) sin sxdx  b   ( x) sin sxdx  aFs  f x   bFs  x 
0 0
This is the desired result. In particular, we have
Fs  f x    x   Fs  f x   Fs  x and Fs  f x    x   Fs  f x   Fs  x 
(2) CHANGE OF SCALE PROPERTY
1 s
If Fs f x   f̂ s s , then for a  0, we have Fs f ax   f̂ s  
a a
Proof : We have Fs f ax   0 f ax sin s x dx


 s   dt 
Setting ax = t, we get Fs f ax   0 f t sin  t  

a  a 
1 s 1 s
 f (t ) sin tdt  f̂ s  
a a a a
(3) MODULATION PROPERTY

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 
If Fs f x   fˆs s , then for a  0, we have Fs  f x  cos ax  fˆs s  a   fˆs s  a 
1
2
Proof: We have Fs  f x cos ax  0 f x cos ax sin sx dx



1 
   f ( x)sin( s  a) x  sin( s  a) xdx 
2 
0
1   
   f ( x) sin( s  a) xdx   f ( x) sin( s  a) xdx 
2  0 0 
 
1 ˆ
2 s

f s  a   fˆs s  a  , by using Linearity property.
FOURIER COSINE TRANSFORMS:

Let f (x) be defined for positive values of x. Then the integral  f ( x) cos sxdx is called the
0
Fourier Cosine Transform of f (x) and is denoted by fˆc ( s) or Fc [ f ( x)] . Thus
2
f̂ c s   Fc  f x    f ( x) cos sxdx
 0
The inverse Fourier Cosine Transform of fˆc ( s) is defined through the integral
2ˆ
 f c ( s) cos sxds . This is denoted by f (x) or Fc [ fˆc (s)] . Thus
1
 0

  2
f x   Fc-1 fˆ s    fˆc s  cos s x d s
 0
Basic Properties:
The following are the basic properties of cosine transforms:
(1) Linearity property: If ‘a’ and ‘b’ are two constants, then for two functions f (x) and

 (x) , we have Fc af x   b x   aFc f x   bFc  x 

1 s
(2) Change of scale property: If Fc f x   f̂ c s , then for a  0, we have Fc f ax   f̂ c  
a a
(3) Modulation property: If Fc f x   f̂ c s , then for a  0, we have
1

Fc f x  cos sx  f̂ c s  a   f̂ c s  a 
2

The proofs of these properties are similar to the proofs of the corresponding properties of
Fourier Sine Transforms.

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EXAMPLES
x
 x sin mx e m
1. Find the Fourier Sine transform of e . Hence show that  dx  ,m  0
2
0 1 x 2
  
x
<< Fs [ f ( x)]   f ( x) sin sxdx   e sin sxdx   e  x sin sxdx [since |x| = - x in (0, ) ]
0 0 0
ex  1

2
 sin sx  s cos sx  0 (0  s ) 
s
1 s 0 1 s2 1 s2
By using inverse formula for Fourier sine transform, we get
2 x 2 s
f ( x)   Fs [ f ( x)] sin sxds  e   sin sxds , By changing x to m, we get
 0  01  s2
2  s sin ms 2  x sin mx  x sin mx e m
em   ds   dx   dx 
 0 1 s2  0 1 x2 0 1 x
2 2
 x for 0  x  1

2. Find the Fourier Cosine transform of f ( x)  2  x for 1  x  2
 0 for x  2

 1 2 
<< Fc [ f ( x)]   f ( x) cos sxdx   f ( x) cos sxdx   f ( x) cos sxdx   f ( x) cos sxdx
0 0 1 2
1 2 
  x cos sxdx   (2  x) cos sxdx   0. cos sxdx
0 1 2
1 2
 sin sx   cos sx   sin sx   cos sx 
  x.  1.   (2  x)  (1) 
 s  s 2  0  s  s 2  1

sin s cos s  1  cos 2s  sin s cos s 

    0       
2 2 2 2 
s s  s  s  s s 
2 cos s 1 cos 2s 1
    2 cos s  cos 2s  1
s2 s2 s2 s2
 ax
3. Find the Fourier Sine transform of e
x
 ax
<< Let f ( x)  e , then its Fourier sine transform is
x
  e  ax
Fs [ f ( x)]   f ( x) sin sxdx   sin sxdx  F ( s), say
0 0 x
Differentiate both sides w.r.t. s we get,
d    e  ax   xe  ax 
{F ( s}    sin sx dx   cos sxdx   e  ax cos sxdx
 
ds 0 s  x  0 x 0

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e ax 
  a cos sx  s sin sx
a2  s 2 0
1

2 2
0  (a)  a
s a s  a2 2
Integrating w.r.t. s, we get,
a s
F ( s)   ds  tan 1  c
2 2
s a a
s
But F(0) = 0 when s = 0  c  0. Hence F ( s)  tan 1
a
1
4. Find the Fourier Cosine Transform of f ( x)  . Hence derive Fourier sine transform of
1 x2
x
 ( x) 
1 x2
  1
<< Fc [ f ( x)]   f ( x) cos sxdx   cos sxdx  I ( say)
2
0 01 x
dI    cos sx    x sin sx  x 2 sin sx [1  x 2  1] sin sx
    dx   dx    dx    dx
ds 0 s  1  x 2  0 1 x
2 2
0 x(1  x ) x(1  x 2 )
 sin sx  sin sx   sin sx d 2 I  x cos sx
  dx   dx     dx   dx  I
2 2 2 2
0 x 0 x (1  x ) 2 0 x (1  x ) ds 0 x (1  x )
d 2I d
  I  0  ( D 2  1) I  0, where D 
2 ds
ds
dI
 I  c1e s  c2 e  s   c1e s  c2 e  s
ds
 dx  dI  
When s  0, we get c1  c2  I    & c1  c2     c1  0 & c2 
2
01 x 2 ds 2 2

 Fc [ f ( x)]  I  e s
2
 x sin sx dI   s
Now Fs [ ( x)]   dx    e
2
0 1 x ds 2
 1   , 0    1  sin 2 t
5. Solve the integral equation  f ( ) cos d   .Hence evaluate  dt
0  0 ,   1 0 t 2


<< We have  f ( ) cos d  Fc ( )
0
1   , 0    1
 Fc ( )   ------------- (1)
 0,  1
 by the inverse formula we have
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2 21 2 sin   cos   1
f ( )   Fc ( ) cos d   (1   ) cos d   (1   )   (1)  
 0 0    2  0
2(1  cos  )

 2
  2(1  cos  )
Now Fc ( )   f ( ) cos  d   cos  d ----------- (2)
0 0  2
2 1  cos  1   , 0    1
From (1) & (2) we have  cos  d  
 0 2  0,  1
Now take limit as   0, we get
2 1  cos  1  cos    2 sin 2  / 2  
 d  1   d    d  , put  t , then d  2dt
0  2
0 
2 2 0  2 2 2
 2 sin 2 t   sin 2 t 
 2dt    dt 
2 2 2 2
0 (t / 2) 0 t

(6) Solve the integral equation  f ( x) cos xdx  e  a
0
Let () be defined by ()  e a

Given     f ( x) cos xdx  f̂ c  
0
Using this in the inversion formula, we get
2 2
f ( x)   () cos xd   e  a cos xd
0 0

2  e  a  2 a  2a
   a cos x  x sin x    
  a 2  x 2    a  x  (a  x 2 )
2 2 2
0
Exercises:
1, 0  x  a  1  cos sa 
1. Find the Fourier sine transform of f x     Ans : 
0, xa  s 

1, 0    1

2. Find f(x) from the integral equation  f ( x) sin xdx  2, 1    2
0 0, 2

 Ans : 2 1  cos x  2 cos 2 x
 x 
3. Find the sine transforms of the following functions

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 x, 0  x 1
 sin x, 0  x  a
(i ) f x   a  x, 1  x  a (ii ) f x   xe ax , a  0 (iii ) f x   
 0,  0, xa
 xa
 1  , 0    1
(4) Solve for f(x) given  f ( x) sin xdx  
0  0,  1
5) Find the inverse sine transforms of the following functions:
e as 
(i ) fˆs s   ,a0 (ii ) fˆs s  
s 2
 cos kx
6. Find the Cosine transform of f ( x)  e ax , a  0. Hence evaluate  dx
2 2
0x a

 Ans : a  cos kx e  ax 
& dx 
 a2  2 0 x2  a2 2a 

7. Find the Fourier Cosine Transforms of the following functions:
 4 x, 0  x  1
 2 cos x, 0  x  a
(i) f(x)  4  x, 1  x  4 (ii ) f x   e  ax , a  0 (iii ) f ( x)  
 0,  0, xa
 x4
1 cos 2 x
(iv ) f ( x)  xe ax , a  0 (v ) f ( x )  (vi) f ( x) 
2
1 x 1 x2
 1  , 0    1
8. Solve for f (x) given  f ( x) cos xdx  
0  0,  1

Difference Equations and Z – TRANSFORMS

Introduction

The Z-transform plays an important role in the study of communications, sample data control
systems, discrete signal processing, solutions of difference equations etc.
Definition:
A difference equation is a relation between the differences of an unknown function at one or
more general values of the argument.

Eg: y(n 1)  y(n)  2 & 2 y(n 1)  y(n 1)  0 are difference equations.

Another way of writing a difference equation is as follows:

We know that y(n 1)  y(n  2)  y(n 1)

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Hence the first equation can be written as y(n  2)  y(n 1)  y(n)  2 -------- (1)

Also 2 y(n 1)  y(n  3)  2 y(n  2)  y(n 1)

Hence the second equation can be written as

y(n  3)  2 y(n  2)  y(n 1)  y(n)  y(n 1)  0 --------- (2)

Order of a difference equation:

Order of a difference equation is the difference between the largest and the smallest arguments
occurring in the difference equation divided by the unit of increment.
Thus the order of the equation (1) is 2. Since
L arg est arg ument  smallest arg ument (n  2)  n
 2
Unit of increment 1
(n  3)  (n  1)
& that of (2) is 4
1
Solution: Solution of a difference equation is an expression for y(n) which satisfies the given
difference equation.
General solution: 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.
A Particular solution or Particular integral is that solution which is obtained from the general
solution by giving particular values to the constants.
Z – TRANSFORMS:
Definition: Let un  f (n) be a real-valued function defined for n  0,1,2,3,........... and u n  0
for n  0 . Then the Z-transform of u n denoted by Z (u n ) is defined by

U ( z )  Z (u n )   u n z n --------------- (1) whenever the infinite series converges
n0
We can also write it as Z 1[U ( z )]  u n and is called the inverse Z – Transform.
Properties of Z-transform:
1. Linearity property:-
Consider the sequences {u n } & {vn } and constants a and b. Then
Z[aun  bvn ]  aZ[u n ]  bZ[vn ]

Proof: By definition, we have Z [au n  bvn ]   [au n  bvn ]z  n
n0

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 
 a  u n z  n  b  vn z  n  aZ (un )  bZ (vn )
n0 n0
In particular, for a  b  1 , we get Z[u n  vn ]  Z[u n ]  Z[vn ] and for a  b  1 , we get

Z[u n  vn ]  Z[u n ]  Z[vn ]

2. Damping property:-
Let Z (u n )  U ( z ) . Then (i) Z (a n u n )  U z  
a
(ii) Z (a n u n )  U (az )
  n
n z z
Proof: By definition, we have Z (a u n )   (a u n ) z
n n
  un    U 
n0 n0  a  a
z
Thus Z (a n u n )  U  
a
This is the result as desired. Here, we note that that if Z (u n )  U ( z ) , then
z
Z (a n u n )  [U z ] Z Z = U  
a a
 
Next, Z (a  n u n )   (a  n u n ) z  n   u n (az )  n  U (az )
n0 n0
n
Thus Z (a u n )  U (az ) .This is the result as desired.
3. Shifting property:
(a) Right shifting rule:
If Z (u n )  U ( z ) , then Z (u n  k )  z k U ( z ) where k  0

Proof: By definition, we have Z u nk    u nk z n
n 0
Since u n  0 for n  0 , we have u n k  0 for n  0,1,2,.........., (k  1)

Hence Z u nk    unk z n  u0 z k  u1 z (k 1)  .......   z k [u0  u1 z 1  .......  ]
n k

 z  k  un z  n  z  kU ( z)
n0
k
Thus Z (u n  k )  z U ( z)
(b)Left shifting rule: Z (u n  k )  z k [U ( z )  u 0  u1 z 1  u 2 z 2  ......  u k 1 z ( k 1) ]
    
Proof: Z un  k    un  k z  n  z k  u n  k z  (k  n)  z k   u n  k z  (k  n) 
n 0 n0 n  0 
  
 z k   u m z  m  , where m  n  k
m  k 

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  k 1
k n  k n 
 z   un z   z   un z   un z  n 
n  k  n  0 n 0 


 z k U ( z )  u0  u1z 1  u2 z  2  ......  uk 1z (k 1) ] 
Particular cases:
In particular, we have the following standard results:
1. Z (u n1 )  z[U ( z)  u0 ]
2. Z (u n  2 )  z 2 [U ( z )  u0  u1 z 1 ]
3. Z (u n  3 )  z 3[U ( z )  u0  u1 z 1  u 2 z 2 ] etc.

Some Standard Z-Transforms:

1. Transform of a n :
  a n 2
a a
By definition, we have Z (a n )   a n z n      1      .....  
n0 n0  z  z z
1
The series on the RHS is a Geometric series. Sum to infinity of the series is
1 a
z
z z
or Thus, Z (a n ) 
za za
z
In particular, when a =1, we get Z(1) =
z 1
2. Transform of e an :
Here Z (e an )  Z (k n ) where k  e a
z z
 
z  k z  ea
z
Thus Z (e an ) 
z  ea
3. Transform of n p , p being a positive integer:
 
We have, Z (n p )   n p z  n  z  n p 1 z  (n 1) n -------- (1)
n0 n 0

By changing p to p  1 , we get Z (n p 1 )   n p 1 z n
n 0
Differentiating with respect to z, we get
d
dz

Z (n p 1 ) d  p 1  n 
 n z   n p 1 (n) z  (n 1)
dz n  0 n0
d
Using this in (1), we get Z (n p )   z [ Z (n p1 )]
dz

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Particular cases of Z (n p ) :-

1. For p = 1, we get Z ( n)   z
d
Z (1)   z d  z   z 2
dz dz  z  1  ( z  1)
z
Thus, Z (n) 
( z  1) 2
  2
2. For p = 2, we get Z (n 2 )   z
d
Z (n)   z d  z 2   z  z3
dz dz  ( z  1)  ( z  1)

2 z2  z
Thus, Z (n ) 
( z  1) 3
3 z 3  4z 2  z
3. For p = 3, we get Z (n )  & soon
( z  1) 4
4. Transform of na n
By damping property, we have
 z  z
Z (na )  Z (n)Z  Z  
n
 a  az
 2
a  ( z  1) 2 
  Z Z z  ( z  a) 2
a   1
a 
az
Thus, Z (na n ) 
( z  a) 2
5. Transform of n 2 a n :
2 n 2

We have, Z (n a )  Z (n ) Z  Z     z2  z 
3

( z / a) 2  z / a ( z 2  az)a 3
z / a  13
 2
a ( z  a) 3
a  ( z  1)  Z  Z
a
az  a z 2 2
Thus, Z (n 2 a n ) 
( z  a )3
6. Transforms of cosh n and sinh n :
e n  e n 1
We have cosh n   Z (cosh n )  Z (e n  e  n )
2 2
1
 
 Z (e n )  Z (e n ) , by using the linearity property
2
 (e  e  ) 
  
z  z  z  e   z  e 
z
1 z 2
     z 2 
2  z  e z  e   2  z 2  z (e  e  )  1  z  z (e  e  )  1
 
 
zz  cosh  

2
z  2 z cosh   1

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e n  e n z 1 1 
Next, sinh n   Z (sinh n )    
2 2  z  e z  e  
z e  e   z sinh 
   
2  z 2  2 z cosh   1 z 2  2 z cosh   1
7. Transforms of cos n and sin n
e in  e in
We have cos n 
2
1 1 z z  z  2 z  (e i  e  i ) 
Z (cos n )  Z (ein  e in )      
2 2  z  e i z  e  i  2  z 2  z (e i  e  i )  1
z[ z  cos  ]

2
z  2 z cos   1
e in  e in
Next, sin n 
2i
1 z z  z  e i  e  i  z sin 
Z (sin n )        2
   2
2i  z  e i
z e i
 2i  z  2 z cos   1 z  2 z cos   1
8. Transforms of a n cos n and a n sin n
z[ z  cos  ]
We know that Z (cos n )   U ( z ) . Hence by using damping rule we get
z 2  2 z cos   1
z / a[ z / a  cos  ] z ( z  a cos  )
Z (a n cos n )  U ( z / a)  
( z / a)  2( z / a) cos   1 z  2az cos   a 2
2 2

z sin 
Similarly we know that Z (sin n )   U ( z ) . Hence by using damping rule we
2
z  2 z cos   1
get
( z / a) sin  az sin 
Z (a n sin n )  U ( z / a)  
( z / a)  2( z / a) cos   1 z  2az cos   a 2
2 2

Examples: Find the Z-transforms of the following:

1. 3n  4 sin(n / 4)  5a
<< Z (3n  4 sin(n / 4)  5a)  3Z (n)  4Z (sin(n / 4))  5aZ (1)

4 z 1 

z z sin( / 4) z 3z  2 5az
 3.  4.  5a.   
z  1 ( z  1)  1 z 1
z 2  2 z 1
2 2 2
( z  1) z  2 z cos( / 4)  1 
 2
3z  5az ( z  1) 2 2z (3  5a) z  5az 2 2 2z
   
( z  1) 2 z 2  2z  1 ( z  1) 2 z 2  2z  1
2. (n  1) 2

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2 2 2 z2  z z z
<< Z [( n  1) ]  Z (n  2n  1)  Z (n )  2Z (n)  Z (1)   2. 
( z  1) 3
( z  1) 2 z 1
2 2
z  z  2 z ( z  1)  z ( z  1) z  z  2z  2z  z  2z 2  z
2 2 3
z3  z 2
  
( z  1) 3 ( z  1) 3 ( z  1) 3
3. sin(3n  5)
<< Z[sin(3n  5)]  Z (sin 3n cos5  cos3n sin 5)  cos5Z (sin 3n)  sin 5Z (cos 3n)
z sin 3 z ( z  cos3) z sin 3 cos5  z 2 sin 5  z sin 5 cos3
 cos5.  sin 5. 
z 2  2 z cos3  1 z 2  2 z cos3  1 z 2  2 z cos3  1
z (sin 3 cos 5  cos 3 sin 5)  z 2 sin 5 z sin(2)  z 2 sin 5 z ( z sin 5  sin 2)
  
z 2  2 z cos 3  1 z 2  2 z cos 3  1 z 2  2 z cos 3  1

4. ne an
Let u n  n, e an  k n where k  e a
Therefore Z (ne an )  Z (nk n )  U ( z / k ), By damping rule.
z z/k kz
Where U ( z )  Z (n)   U (z / k)   , where k  e a
2 2 2
( z  1) ( z / k  1) (z  k)
ea z
Hence Z (ne an )  U ( z / k )
(z  ea )2
5. n 2 e an
Let u n  n 2 , e an  k n where k  e a
Therefore Z (n 2 e an )  Z (n 2 k n )  U ( z / k ), By damping rule.
2 z2  z (z / k)2  z / k kz 2  k 2 z
Where U ( z )  Z (n )   U (z / k)   , where k  e a
3 3 3
( z  1) ( z / k  1) (z  k)
a 2 a 2 a a
e z  (e ) z e z( z  e )
Hence Z (n 2 e an )  U ( z / k ) 
a 3
(z  e ) ( z  e a )3
6. i) a n cosh n ii) a n sinh n
zz  cosh  
i) We know that Z (cosh n )   U ( z ) , Hence by using damping rule we
z 2  2 z cosh   1
( z / a)[( z / a)  cosh  ] z ( z  a cosh  )
get Z (a n cosh n )  U ( z / a)  
( z / a)  2( z / a) cosh   1 z  2az cosh   a 2
2 2

z sinh 
ii) We know that Z (sinh n )   U ( z ) , Hence by using damping rule we
2
z  2 z cosh   1
( z / a) cosh  az cosh 
get Z (a n sinh n )  U ( z / a)  
( z / a) 2  2( z / a) cosh   1 z 2  2az cosh   a 2
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7. e t sin 2t
z sin 2
We know that sin 2t   U ( z)
2
z  2 z cos 2  1
 Z (e t sin 2t )  U ( z / e) , By damping rule.
( z / e) sin 2 ez sin 2
 
( z / e) 2  2( z / e) cos 2  1 z 2  2ez cos 2  e 2
8. e k cos k (k  0)
z ( z  cos )
We know that Z (cos k)   U ( z)
2
z  2 z cos   1
( z / e)[( z / e)  cos ] z ( z  e cos )
 Z (e k cos k)  Z ((e1 ) k cos k)  U ( z / e)  
( z / e) 2  2( z / e) cos   1 z 2  2ez cos   e 2
 n  
9. cos  
 2 4
  n     n  n    n    n 
<< Z  cos     Z  cos cos  sin sin   cos Z  cos   sin Z  sin 
  2 4   2 4 2 4 4  2  4  2 
     
z ( z  cos
1   1  
z sin  2
2   2  1  z z  z ( z  1)
  
2  z 2  2 z cos   1  2  z 2  2 z cos   1  2  z 2  1 z 2  1  2 ( z 2  1)
   
 2   2 
 n 
10. cosh  
 2 

<< Z cosh

 n
 2
  e n / 2    e  (n / 2  )  1  n / 2
    Z 
 2
 e Ze    
 e   Z e  (n / 2) 
  2
1  z z 
 e
z
 e  Using Z (e ax ) 
2 z e  / 2   / 2
z e  z  ea
z  e  ( z  e   / 2 )  e   ( z  e  / 2 )  z  z (e   e   )  e  ( / 2  )  e  / 2   
    
2  z 2  z (e  / 2  e   / 2 )  1  2  z 2  z (e  / 2  e   / 2 )  1 
z  z.2 cosh   [e ( / 2  )  e  ( / 2  )   z cosh   cosh / 2  
    z 
2  z 2  2 z cosh( / 2)  1  2
 z  2 z cosh( / 2)  1 
z 2 cosh   z cosh  / 2  

z 2  2 z cosh( / 2)  1
11. n C p (0  p  n)

 n
 
<< Z n C p   n C p z  p  1 nC1 z 1  nC2 z  2 ..... nC n z  n  (1  z 1 ) n
p 0

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n n
 1  z 1
 1     
 z  z 
12. n  p C n

 

Z n  p Cn   n  p Cn z  p  1 n 1Cn z 1  n  2Cn z  2  n  3Cn z  3  ..........
p 0
n 1
 1 C1 z 1  n  2C2 z 2  n  3C3 z 3  .........., Using n Cn  r  n Cr
(n  2)(n  1)  2 (n  3)(n  2)(n  1)  3
 1  (n  1) z 1  z  z  .........
2! 3!
(n  2)(n  1) (n  3)(n  2)(n  1)
 1  (n  1)( z ) 1  ( z 1 ) 2  ( z 1 ) 3  .......
2! 3!
( n 1) ( n 1) ( n 1)
1  n 1  1  z 1  z 
 (1  z ) 
 1     
 z  z   z 1
1 n  0
13. Unit impulse sequence  (n)  
0 n  0

<< Z [ (n)]    (n) z  n  1  0  0  0  ........  1
n0
0 n  0
14. Unit step sequence u (n)  
1 n  0
 1 z
<< Z [u (n)]   u (n) z  n  1  z 1  z  2  z  3  ......  
1 z 1
n0 1 z
1  1   1 
15. Show that Z    e1 / z . Hence evaluate Z   & .Z  
 n!   (n  1)!   (n  2)! 
1  1 z 1 z 2 z 3 1
<< Z     .z  n  1     ......  e z  e1 / z
 n!  n  0 n! 1! 2! 3!
1  1 
Shifting one unit to the left gives Z 
 1 
  zU ( z )  u0   z Z    1  z (e1 / z  1  
n!  (n  1)!    n!  
 1 
Similarly .Z    z 2 [U ( z )  u 0  u1 z 1 ]  z 2 [e1 / z  1  z 1 ]
 (n  2)! 
n n
1 1
16. u n      
2 4
 1  n  1  n  1
n
1
n
z z 2z 4z
We have, Z (u n )  Z        Z    Z      
 2   4   2 4 1 1 2z  1 4z  1
z z
2 4
2 z (8 z  3)

(2 z  1)(4 z  1)

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d (U ( z ))
Multiplication by n: If Z (u n )  U ( z ), then Z (nu n )   z
dz
   d ( z  n)  d (u z  n )
Proof: Z (nu n )   nu n z  n   z  u n (n) z  n 1   z  u n  z  n
n0 n0 n0 dz n0 dz
d  d (U ( z ))
 z  un z  n   z
dz n  0 dz
m
m m d [U ( z )]
Note: In general Z (n u n )  ( z )
dz m
Example: Find the z – transform of i) nsin n ii) n 2 e n
z sin  d
i) We know that Z (sin n )  , using Z (nu n )   z U ( z ), we get
z 2  2 z cos   1 dz
d  z sin    ( z 2  2 z cos   1) sin   z sin  (2 z  2 cos  ) 
Z (n sin n )   z     z 
dz  z 2  2 z cos   1  

2
( z  2 z cos   1) 2 

 z 2 sin   2 z cos  sin   1sin   2 z 2 sin   2 z sin  cos  
  z 
 2
( z  2 z cos   1) 2 
 
 sin   z sin  
2 2
  z   z ( z  1) sin 
 ( z 2  2 z cos   1) 2  ( z 2  2 z cos   1) 2
 
d2
ii) We know that Z (e n ) 
z
& Z (n 2 u n )  ( z ) 2 U ( z)
z  e dz 2
2       e 
2 n 2 d  z  2 d ( z  e ).1  z (1) 2 d
 Z (n e )  ( z ) z  z  
dz 2  z  e )  dz  ( z  e ) 2  dz  ( z  e ) 
 2   2
  z 2 e    2e z
 ( z  e ) 3  ( z  e ) 3
 
I. Initial value theorem: If Z (u n )  U ( z ), then u0  Lt U ( z )
z 
Proof: we know that U ( z )  Z (u n )  u0  u1 z 1  u 2 z 2
 ........
Taking limit as z  , we get Lt U ( z )  u0
z 

Similarly u1  Lt z[U ( z )  u0 ], u 2  Lt z 2 [U ( z )  u0  u1 z 1 ] , & so on
z  z 

II. Final value theorem: If Z (u n )  U ( z ), then Lt (u n )  Lt ( z  1)U ( z )
n  z 1

Proof: By definition Z (u n 1  u n )   (u n 1  u n ) z  n Or
n0

Z (u n 1 )  Z (u n )   (u n 1  u n ) z  n
n0

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 
Or Z [U ( z )  u 0 ]  U ( z )   (u n 1  u n ) z  n Or U ( z )( z  1)  u 0 z   (u n 1  u n ) z  n
n0 n 0
Taking limits of both sides as z  1, we get

Lt ( z  1)U ( z )  u0   (u n 1  u n )  Lt [(u1  u0 )  (u 2  u1 )  (u3  u 2 )  ........  (u n 1  u n )]
z 1 n0 n 

 Lt u n 1  u0  u  u0
n 
Hence u  Lt ( z  1)U ( z ) Or Lt u n  Lt ( z  1)U ( z )
z 1 n  z 1
2
2 z  5 z  14
Example: If U ( z )  , evaluate u 2 & u3
( z  1) 4
2 z 2  5 z  14 1 2  5 z 1  14 z 2
<< U ( z )   . ,
( z  1) 4 z2 (1  z 1 ) 4
 1 2  5 z 1  14 z  2 
By Initial value theorem, u 0  Lt U ( z )  Lt  . 0
z  z    z 2 (1  z 1 ) 4 
 1 2  5 z 1  14 z  2 
Similarly u1  Lt z[U ( z )  u0 ]  Lt z  . 
z  z    z 2 (1  z 1 ) 4 
 1 2  5 z 1  14 z  2 
 Lt  . 0
z    z (1  z 1 ) 4 

    1 2  5 z  14 z  
 1 2

Now u 2  Lt z 2 [U ( z )  u 0  u1 z 1 ]  Lt  z 2  . 
2 1 4
z  z     z
 (1  z )  

 2  5 z 1  14 z  2 
 Lt  2
z    (1  z 1 ) 4 

  
  2 z  5 z  14 
2

& u3  Lt z 3 [U ( z )  u 0  u1 z 1  u 2 z  2 ]  Lt  z 3   0  0  2z  2 
z  z     ( z  1) 4  
 
  2 z  5 z  14 2  
 2
   z (2 z  5 z  14)  2( z  1)  
 2 2 4

 Lt  z 3      Lt  z 3   
z     ( z  1) 4 z 2   z 2 ( z  1) 4
  z      

  2 z  5 z  14 z  2 z  8 z  2  8 z  8 z  4 z  
 4 3 2 4 2 3 2

 Lt  z 3   
z    
 z 2 ( z  1) 4  

 13z  2 z  8 z  2  
 3 2
  3  z [13  2 z  8 z  2 z  
 3 1 2 3

 Lt  z 3     Lt  z     13
2 4 6 1 4
z    
 z ( z  1) 
 z   
   z (1  z ) 
 

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Exercises: Find the Z – Transforms of the following:

1 n
1) 2) (cos   i sin  ) n 3) 2n  5 sin  3a 4 4) (n  1) 2 5)
(n  1)! 4
a n3
 an ze a ( ze a  cos  )
6) Show that i) Z (e cos n ) 
z 2 e 2a  2 ze a cos   1
ze a sin 
ii) Z (e  an sin n ) 
z 2 e 2a  2 ze a cos   1
z2  z z3  z 2
7) Using Z (n 2 )  , Show that Z (n  1) 2 
( z  1) 3 ( z  1) 3
z z
8) If Z (u n )   , find the Z – Transform of u n  2
z 1 z 12

2 z 2  3z  12
9) If U ( z )  , find the value of u 2 & u3
( z  1) 4
2 z 2  3z  4
10) Given that Z (u n )  , z  3, show that u1  2, u 2  21, u3  139
( z  3) 3
1 z
11) Show that Z    z log
n z 1
z ( z 3  z ) cos   2 z 2
12) Using Z (n)  , show that Z (n cos  ) 
( z  1) 2 ( z 2  2 z cos   1) 2
z 2z 2/ 2 3a 4 z
Answers: 1. z (e1 / z  1) 2. 3.  
z  e i ( z  1) 2 z 2  2z  1 z  1
z 3  3z 2  4 z za 3 z 2 (1  3z 2 )
4. 5) 8)
( z  1) 3 za (1  z )(1  z 2 )
9) u 2  2, u3  11
Inverse Z – Transform: If U (z ) is Z – Transform of u n , then u n is called Inverse Z – Transform
of U (z ) , Denoted by u n  Z 1[U ( z )].
Some Useful Inverse Z – transforms:
 z   z 
1. Z 1    an 2. Z 1   1
z  a  z  1
 az   z 
3. Z 1  n
  a .n 4. Z 1  n
2 2
 ( z  a)   ( z  1) 
 az 2  a 2 z   z2  z 
5. Z 1  n 2
  a .n 6. Z 1  n
2
3 3
 ( z  a)   ( z  1) 

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 3 2 2 3 
1 az  4a z  a z n 3
 3 2
1 z  4 z  z
 3
7. Z 
4
  a .n 8. Z 
4
n
 ( z  a)   ( z  1) 
 z   z2 
9. Z 1    sin( n / 2) 10. Z 1
 2   cos(n / 2)
 z 2  1  z  1
Evaluation of inverse Z – Transforms: We have the following 3 methods –
1. Power series method:
z
Example: 1) Find the inverse Z – Transform of log , by power series method.
z 1
z 1/ y 1
<< Putting z  1 / y, we get U ( z )  log  log  log   log(1  y)
z 1 1/ y  1 1 y
1 1
  y  y 2  y 3  ........
2 3
1  2 1 3  (1) n
1
 z  z  z  .........   z n
2 3 n 1 n
 0 for n  0
 un   n
(1) / n other wise
z
2) Find the inverse Z – Transform of , by division method
( z  1) 2
z 1  2 z 2  3z 3  .........
<< By Dividing we get z 2  2z  1 z
z  2  z 1

 2  z 1
 2  4 z 1  2 z 3

3z 1  2 z 2
3z 1  6 z 2  3z 3

 4 z 2  3z 3 & so on
z
Hence  z 1  2 z  2  3z  3  4 z  4  ..........., which is an infinite series
2
( z  1)

i.e. U ( z )   (1) n 1nz  n  u n  (1) n n
n0
II. Partial fraction method:

2 z 2  3z z 3  20 z
1. Find the inverse Z – Transform of i) ii)
( z  2)( z  4) ( z  2) 3 ( z  4)

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2 z 2  3z U ( z) 2z  3 A B
<< i) Write U ( z )  as   
( z  2)( z  4) z ( z  2)( z  4) z  2 z  4
Then 2 z  3  A( z  4)  B( z  2)  11  6B  B  11 / 6 & 1  6 A  A  1 / 6
U ( z) 1 1 11 1 1 z 11 z
   U ( z)  
z 6 z2 6 z4 6 z2 6 z4
1 11
On inversion we get u n  (2) n  (4) n
6 6

z 3  20 z U ( z) z 2  20 A  Bz  cz 2 D
ii) Write U ( z )  as   
( z  2) 3 ( z  4) z 3
( z  2) ( z  4) ( z  2) 3 z4

Then ( A  Bz  Cz 2 )( z  4)  D( z  2) 3  z 2  20
If z  4, then 8D  16  20  D  1/ 2 , By putting z  0,1 & 1, we get
 4 A  8D  20  A  2D  5  A  1  5  A  6
(A  B  C)(-3) - D  1 - 20  -3A - 3B - 3C - D  -19  3A  3B  3C - 1/2  19
19  1 / 2 39 13 13 1
6 BC     B  C   6  --------- (1)
3 6 2 2 2
 38  27  65
& ( A  B  C )(5)  27 D  19  5( A  B  C )  19  27 1 / 2  
2 2
 65 13 13 1
 A B C     B  C   6  ------- (2)
2(5) 2 2 2
By adding (1) & (2) we get
2C  1  C  1/ 2  B  0
U ( z) 6  1/ 2z 2 1 1 6z  1/ 2z 3 1 z 1 12 z  z 3 z 
    U ( z)      
z ( z  2) 3 2 z4 ( z  2) 3 2 z  4 2  ( z  2) 3 z  4 

1  z ( z  2) 2  4 z 2  8 z z  1 z 2z 2  22 z z 
       2.  
2  ( z  2) 3 z  4  2  z  2 ( z  2) 3 z  4 
1
 
On inversion, we get u n  2 n  2.2 n.n 2  4 n  2 n 1  n 2 2 n  2 2n 1
2
2( z 2  5 z  6.5)
2. Find the inverse Z – Transform of , for 2  z  3
( z  2)( z  3)2
2( z 2  5 z  6.5) A B C
<< U ( z )     , Then
( z  2)( z  3) 2 z  2 z  3 ( z  3) 2
2( z 2  5z  6.5)  A( z  3) 2  B( z  2)( z  3)  C ( z  2)
z  2  2(4  10  6.5)  A  A  1, z  3  2(9  15  6.5)  C  C  1

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z  0  13  9 A  6B  2C, i.e. 13  9  6B  2  6B  6  B  1
1 1 2
1 1 1 1 2 1 z  1 z
U ( z )     1    1    1  
z  2 z  3 ( z  3) 2 z z 3 3 9 3
(so that 2 / z  1 & z / 3  1 )
1 2 4 8  1 z z z  1  2 z 3z 2 4 z 3 
2 3
 1     .......  1     .......  1     ....
z  z z 2 z3  3  3 9 27  9  3 9 27 
Where 2  z  3
 1 2 2 2 23   1 z z 2 z3   1 2 z 3z 2 4 z 3 
     .....       ....       ....
 z z 2 z3 z 4   3 32 33 34   32 33 34 35 
     
  n 1  n2
n 1  n 1 1
 2 z    z   (n  1) 
n
zn
n0    3
n 1
3 n 0
   n2 n 1 
n 1  n 1 1
 2 z   (n  1) 
 
 
 
z n
n  0  
n 1
3 3
  n2
1
n 1  n
  2 z   (n  2)  zn
n 1 n0  3
On inversion, we get
u n  2 n 1 , n  1 & u n  (n  2)3n  2 , n  0
Exercises: Find the inverse Z – Transform of the following:
z2 4z 5z
1. 2. ,z a 3.
( z  1)( z  3) za (2  z )(3z  1)
z 3z 2  z 8z  z 3
4. 5. 6.
( z  1) 2 (5 z  1)(5 z  2) (4  z ) 3
4z 2  2z z3
7. 8.
z 3  5z 2  8z  4 ( z  1)( z  2)
Answers:

 
n
1 n 1 1 13 4
1. 3 1 2. 4a n 3.    2 n 4. n 5. (0.2) n  (0.4) n
2  3 75 75
6. (n 2  7n  4)(4) n 1 7. 2  2 n  3(n  1)2 n , (n  1) 8. 2(i) n 1  (2) n 1
Application to difference equations:
Procedure to solve a linear difference equation with constant coefficients by Z 0
Transforms:
1. Take the Z – transforms of both sides of the difference equation.
2. Transpose all terms without U (z ) to the right.

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3. Divide by the coefficient of U (z ) , getting U (z ) as a function of z.

4. Find inverse Z – Transform to get u n .

Example: 1) Solve u n  2  4u n 1  3u n  3n with u0  0, u1  1

Solution: If Z (u n )  U ( z ), Then Z (u n 1 )  z[U ( z )  u0 ] & Z (u n  2 )  z 2 [U ( z )  u0  u1 z 1 ]

z
Also Z (3n ) 
z 3
 Taking the Z – Transform on both sides, we get

 
Z un  2   4Z un 1  3Z un   Z 3n

z
 z 2 [U ( z )  u0  u1 z 1 ]  4 z[U ( z )  u0 ]  3U ( z ) 
z 3
z
 z 2 [U ( z )  0  1.z 1 ]  4 z[U ( z )  0]  3U ( z )  , (Using the given conditions).
z 3

z z 2  3z  z z 2  2 z
i.e. ( z 2  4 z  3)U ( z )  z   
z 3 z 3 z 3

z 2  2z z 2  2z
U ( z )  
( z 2  4 z  3)( z  3) ( z  1)( z  3)( z  3)
U ( z) z2 A B C
Let    
z ( z  1)( z  3)( z  3) z  1 z  3 z  3
 z  2  A( z  3)( z  3)  B( z  1)( z  3)  C( z  1)( z  3)
5 1
z  3  5  B(2)(6)  B   , z  3  1  C (4)(6)  C  ,
12 24
3
z  1  3  A(2)(4)  A  .
8
U ( z) 3 1 5 1 1 1 3 z 5 z 1 z
     U ( z)    ,
z 8 z  1 12 z  3 24 z  3 8 z  1 12 z  3 24 z  3
On inversion we get,
3  z  5 1  z  1 1  z  3 5 1
u n  Z 1    Z    Z    (1) n  (3) n  3n
8  z  1 12  z  3  24  z  3 8 12 24
2) Solve y n  2  6 y n 1  9 y n  2 n with y0  y1  0, using Z – Transform.
Solution: Let Z ( y n )  U ( z ), then Z ( yn 1 )  z[U ( z )  y0 ] & Z ( yn  2 )  z 2 [U ( z )  y0  y1 z 1 ]
z
Also Z (2 n )  .  by taking Z – Transform we get,
z2

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 
Z  y n  2   6Z  y n 1   9Z  y n   Z 2 n  z 2 [U ( z )  y0  y1 z 1 ]  6 z[U ( z )  y0 ]  9U ( z ) 
z
z2
z
i.e. z 2 [U ( z )  0  0.z 1 ]  6 z[U ( z )  0]  9U ( z )  (Using the condition y0  y1  0)
z2
z z
 ( z 2  6 z  9)U ( z )   U ( z) 
z2 ( z 2  6 z  9)( z  2)
U ( z) 1 1 A B C
Let     
z ( z  6 z  9)( z  2) ( z  3) ( z  2) z  3 ( z  3)
2 2 2 z2
1  A( z  3)( z  2)  B( z  2)  C ( z  3) 2
1 1
z  2  1  C (25)  C  , z  3  1  B(5)  B   & z  0  1  6 A  2 B  9C
25 5
 1  1  9 2 9  10  25 6 1
 1  6 A  2    9   6 A   1    A
 5   25  25 5 25 25 25
U ( z) 1 1 1 1 1 1 1  1 1 5 
        
z 25 z  3 5 ( z  3) 2 25 z  2 25  z  2 z  3 ( z  3) 2 

1  z z 5z 
 U ( z)     , On taking inverse Z – transform we get,
25  z  2 z  3 ( z  3) 2 

1  1  z  1  z  5 1
  3z  
yn  Z    Z  z  3 3 Z  
25 
  z  2   2
 ( z  3)  


1  n
25 
2  ( 3) n 5
  n (  3)n 



 
 Z 1
 az 
 2
  na n



3  ( z  a) 
3) Find the response of the system yn  2  5 yn 1  6 yn  un with y0  0, y1  1 & u n  1 for
n  0,1,2,........ by Z – Transform method.
Solution: Taking Z – Transform of both sides we get,
Z yn  2   5Z yn 1   6Z yn   Z un   Z[1]
z
i.e. z 2 [U ( z )  y0  y1 z 1 ]  5 z[U ( z )  y0 ]  6U ( z )  , Using y0  0 & y1  1 we get,
z 1
z
z 2 [U ( z )  0  1.z 1 ]  5 z[U ( z )  0]  6U ( z ) 
z 1
z z z2  z  z z2
 ( z 2  5 z  6)U ( z )  z   ( z 2  5 z  6)U ( z )  z   
z 1 z 1 z 1 z 1
z2 z2
 U ( z)  
( z  1)( z 2  5 z  6) ( z  1)( z  2)( z  3)
U ( z) z A B C
Let    
z ( z  1)( z  2)( z  3) z  1 z  2 z  3
 z  A( z  2)( z  3)  B( z  1)( z  3)  C( z  1)( z  2)

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1
z  1  1  A(1)(2)  A  , z  2  2  B(1)(1)  B  2,
2
3
z  3  3  C (2)(1)  C 
2
U ( z) 1 1 2 3 1 1 z z 3 z
     U ( z)  2  , inversion we
z 2 z 1 z  2 2 z  3 2 z 1 z 2 2 z 3
get
1  z   z  3 1  z  1 n 3
y n  Z 1    2Z 1    Z    (1)  2.2 n  3n  2 1  2 n 1  3n 12 1
2  z  1  z  2 2  z  3 2 2

4. Using the Z – Transform, solve u n  2  2u n 1  u n  3n  5

Solution: Taking Z – Transform of both sides we get,
Z u n  2   2Z un 1   Z u n   Z 3n  5
z z
 z 2[U ( z )  u0  u1z 1]  2 z[U ( z )  u0 ]  U ( z )  3 5
( z  1) 2 z 1
3z 5z
 ( z 2  2 z  1)U ( z )  z 2u 0  u1 z  2 zu0  
( z  1) 2 z  1
3z  5 z 2  5 z 5z 2  2 z
 ( z 2  2 z  1)U ( z )   ( z 2  2 z )u0  u1 z   ( z 2  2 z )u 0  u1 z
2 2
( z  1) ( z  1)
5z 2  2 z ( z 2  2 z) z
 U ( z)   u 0  u1 , On inversion we get,
( z  1) 4 ( z  1) 2 ( z  1) 2
 5z 2  2 z   2
1 ( z  2 z )
  z 
u n  Z 1    u 0 Z    u1Z 1   ------- (I)
 ( z  1) 4   ( z  1) 2  2
 ( z  1) 
z z z2  z
Now we know that Z 1[1]  , Z 1[n]  , Z 1[n 2 ]  &
z 1 ( z  1) 2 ( z  1) 3
z 3  4z 2  z
Z 1[n 3 ]  .
( z  1) 4
5z 2  2 z
 We can write as
( z  1) 4
5z 2  2 z z 3  4z  z z2  z z z
A B C D
( z  1) 4 ( z  1) 4 ( z  1) 3 ( z  1) 2 z 1
 5z 2  2 z  A( z 3  4 z 2  z)  B( z 2  z)( z  1)  Cz ( z  1) 2  Dz( z  1) 3

i.e. 5z 2  2 z  A( z 3  4 z 2  z)  B( z 3  z)  C ( z 3  2 z 2  z )  D( z 4  3z 3  3z 2  z )
By equating coefficient of like powers of z, we get
D  0 , A  B  C  3D  0, 4 A  2C  3D  5,  A  B  C  D  2
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D  0  A  B  C  0 ------- (1)
4 A  2C  5 -------- (2)
 A  B  C  2 ------ (3)
Adding (1) & (3) we get 2C  2  C  1
3
From (2) we get 4 A  2(1)  5  4 A  5  2  3  A  .
4
3 3 48 1
From (3) we get B   A  C  2    1  2   .
4 4 4
2 3 2
5z  2 z 3 z  4 z  z 1 z  z z
   
4 4 3
( z  1) 4 ( z  1) 4 ( z  1) ( z  1) 2
 5 z 2  2 z  3 1  z 3  4 z  z  1 1  z 2  z   z 
Hence Z 1    Z    Z    Z 1  
 ( z  1) 4  4  ( z  1) 4  4  ( z  1) 3  2
 ( z  1) 


3 3 1 2
4
1
 n
  1
n  n  n  3n 3  n 2  4n  3n 2  n  4  n(n  1)(3n  4)
4 4 4 4

z2 A B
   z  2  A( z  1)  B
( z  1) 2 z  1 ( z  1) 2
z  1  1  B  B  1 & z  0  2   A  B  A  B  2  1  2  1
z2 1 1 z 2  2z z z
     
( z  1) 2 z  1 ( z  1) 2
( z  1) 2 z  1 ( z  1) 2
 z 2  2z   z   z   z 
 Z 1    Z 1   Z 1
   1  n & Z 1
 n
 ( z  1) 2   z  1 2
 ( z  1) 
2
 ( z  1) 
Substituting these values in (I) we get
1 1
u n  n(n  1)(3n  4)  u0 (1  n)  u1n  n(n  1)(3n  4)  u0  (u1  u0 )n
4 4
1
n(n  1)(3n  4)  c0  c1n, Where c0  u0 & c1  u1  u0
4
Exercises: Solve the following difference equations using Z – Transforms
1. yn  2  4 yn  0 given that y0  0, y1  2 2. u n  2  5u n 1  6u n  0
3. x(n  2)  3x(n  1)  2 x(n)  0, given that x(0)  0, x(1)  1
4. f (n)  3 f (n  1)  4 f (n  2)  0, n  2, given that f (0)  3, f (1)  2
5. u n  2  5u n 1  6u n  2 n 6. y n  2  6 y n 1  9 y n  3n
n
1 1
7. y n 1  yn    (n  0), y0  0 8. yn  2  2 yn 1  yn  n with y0  y1  0
4 4
9. u k  2  2u k 1  u k  2 k with u0  2, u1  1 10. y n  2  5 y n 1  6 y n  4 n

Answers: 1. yn  2 n 1  (2) n 1 2. u n  c1.2 n  c2 .3n 3. x(n)  1  2 n

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1
4. f (n)  2  (4) n 5. u n  c1 (1) n  c2 (6) n  (2) n
12
1  1  n  1  n 
6. y n  (c1  c2 n)3n  n(n  1)3n  2 7. n
y  2       
2  4   4  
3 1 n
8. y n  n 9. u k  1  2k  2 k 10. y n  c1 (6) n  c2 (1) n  4
4 10



MODULE-IV
Numerical Solutions of Ordinary Differential Equations
dy
Introduction: Here we have to solve the differential Equation  f ( x, y ), with the condition
dx
y( x0 )  y0 numerically. The solutions are either as a power series in x from which the values of
y can be obtained directly by substitution, or as a set of values of x and y. The method of Taylor
series belong to the first kind whereas Euler, Runge – Kutta, Milne’s and Adams – Bash forth
methods belongs to the second Kind. In the second type of problems, the values of y are
calculated in short steps for equal intervals of x. Therefore these methods are also called as Step
– by – step methods.
1. Taylor’s Series method: Consider the initial – value problem
dy
 f ( x, y ), y( x0 )  y0 ---- (1)
dx
Let y  y(x) be the exact solution of this problem. By expanding y(x) using Taylor’s series about
the point x0 , we get
( x  x0 ) 2 ( x  x0 ) 3
y ( x)  y 0  ( x  x 0 ) y ' 0  y"0  y' ' ' 0 ............. --------- (2)
2! 3!
Here y0  y( x0 ), y'0  y' ( x0 ), y"0  y" ( x0 ), & soon
Now using total derivative we can find y’, y”, y’’’, etc. as follows
f dx f dy
y'  f , given, then y"  .  .  f x  f y f ,  y'  f
x dx y dx
Again differentiating we get,
y' ' '  f xx  f xy f  ff xy  ff yy f  f x f y  f xx  2 ff xy  f 2 f yy  f x f y & so on. By substituting
these values in (2) we get y(x) as a power series in x.
Problems:

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1. Find by Taylor’s series method the value of y at x = 0.1 and x = 0.2 to five places of
dy
decimals from  x 2 y  1, y(0)  1. Consider up to 4th degree terms.
dx
Ans: y '0  1. Now differentiating successively we get,
x3 x 4 x 6
y "0  0, y '''0  2, y 0  6, y 0  0, y 0  40 & soon. y ( x)  1  x     ............
iv v vi
3 4 18
 y(0.1)  0.90031& & y(0.2)  0.80227 , correct to five places of decimals.
2. Employ Taylor’s method to obtain approximate value of y at x = 0.2 for the differential
dy
equation  2 y  3 e x , y(0)  0. Compare the numerical solution so obtained with the
dx
exact solution.
Ans: y0  0, y '0  3, y "0  9, y '''0  21, y0iv  45, y0v  93 & so on
9 7 15 31 5
y ( x)  3 x  x 2  x3  x 4  x  .........  y(0.2)  0.811248
2 2 8 40
dy
Direct method: Now  2 y  3 e x , i.e. ( D  2) y  3 e x , A.E. is m - 2 = 0  m = 2
dx
1 ex
complimentary solution is yc  ce2x . y p  3ex  3  3e x  y  c e 2 x 3 e x . But
D2 1 2
y  0 when x  0  c  3
Hence y  3e x  3 e 2 x  3(e2 x  e x )  y(0.2)  0.811266
Therefore the approximate value is obtained by Taylor’s method up to 4 decimal places.
3. Using the Taylor’s series method, find the approximate solution (up to 4 places of decimal),
dy
at the point 0.1, of the following initial value problem:  x  y 2 , y(0)  1.
dx
Ans: yo  1, y ' 0  1, y "o  3, yo'''  8, yoiv  34, yov  186 and so on.
3 4 17 31
y( x)  1  x  x 2  x3  x 4  x5  ......... Hence y(0.1)  0.9138
2 3 12 20
Exercises I:
1) Evaluate y(0.1) correct to 6 places of decimals by Taylor’s series method if y(x) satisfies
x 2 x3 x 4 x5 x 6
y'  xy  1, y(0)  1. [Ans: y( x)  1  x       & y(0.1) = 1.1053]
2 3 8 15 48
2) Solve y'  y 2  x, y(0)  1using Taylor’s series method & compute y(0.1) & y(0.2)
3 4 17 31
[Ans: y( x)  1  x  x 2  x3  x 4  x5  and y(0.1) = 1.1165, y(0.2) = 1.2734]
2 3 12 20
dy
3) Use Taylor’s series method to find y at the point x  0.1 & x  0.2, given that  x2  y2 ,
dx
y(0)  1
4 14
[Ans: y( x)  1  x  x 2  x3  x 4  x5  & y(0.1) = 1.1114, y(0.2) = 1.2523]
3 15

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3. Modified Euler’s method: To obtain initial approximation use the Euler’s formula
yn(0)  yn1  hf ( xn1, yn1 ). ------- (1) To improve the value obtained by Euler’s method we have
to use the following formula:

h

y n(r )  y n 1  f ( xn 1 , y n 1 )  f ( x n , y n(r 1) , r  1, 2,
2
--------(2) By applying the
formula (2) repeatedly we can improve the solution obtained by Euler’s method. This method is
called Modified Euler’s method.
Problems:
dy
1. Using Modified Euler’s method, find y(0.1) given  x 2  y & y  1 when x = 0 by taking
dx
h=
0.05. Perform two iterations in each step.
Ans: f ( x, y)  x2  y, x0  0, y0  1& h  0.05, Hence f ( x0 , y0 )  0  1  1
 y1(0)  y0  hf ( x0 , y0 )  1  0.05 1  1.05 . Now f ( x1, y1(0) )  0.052  1.05  1.0525
h 0.05
 y1(1)  y0   f ( x0 , y0 )  f ( x1, y1(0) )   1 
  1  1.0525  1.0513 .
2 2
Now f ( x1, y1(1) )  0.052  1.0513  1.0538
h 0.05
 y1(2)  y0   f ( x0 , y0 )  f ( x1, y1(1) )   1 
  1  1.0538  1.0513. Hence
2 2
y1  y(0.05)  1.0513
Now f ( x1, y1)  0.052  1.0513  1.0538
 y2(0)  y1  hf ( x1, y1)  1.0513  0.05 1.0538  1.1040 . Now
f ( x2 , y2(0) )  0.12  1.1040  1.114
h 0.05
 y2(1)  y1   f ( x1, y1 )  f ( x2 , y2(0) )   1.0513 
  1.0538  1.114  1.1055.
2 2
Now f ( x2 , y2(1) )  0.12  1.1055  1.1155
h 0.05
 y2(2)  y1   f ( x1, y1 )  f ( x2 , y2(1) )   1.0513  1.0538  1.1155  1.1055.
2  2
Hence y2  y(0.1)  1.1055.
dy x
2. Using modified Euler’s method find y(20.2), y(20.4) given that  log10   with y(20) = 5
dx  y
Ans: y1(0)  5.1204, y1(1)  5.1198, y1(2)  5.1198. Hence y 1  y(20.2)  5.1198.
y2(0)  5.239, y2(1)  5.2384, y2(2)  5.2385. Hence y 2  y(20.4)  5.2385.
dy
3. Given  y  x 2  0, y(0) = 1, y(0.1) = 0.9052, y(0.2) = 0.8213.Find correct to four decimal
dx
places
y(0.3) and y(0.4) using Euler’s modified method.
Ans: Here f ( x, y)  x 2  y, x0  0, y0  1, y1  0.9052, y2  0.8213& h  0.1

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y3(0)  0.7432, y3(1)  0.7496, y3(2)  0.7493, y3(3)  0.7493 . Hence y3  y(0.3)  0.7493.
y4(0)  0.6834, y4(1)  0.6902, y4(2)  0.6898, y4(3)  0.6898 . Hence y4  y(0.4)  0.6898.
Exercises II:
dy y  x
1) Given  with boundary condition y = 1 when x = 0, find approximately y for x =
dx y  x
0.1 by Modified Euler’s method [Ans: 1.0928]
dy
2) Given that  x  y 2 & y  1 at x  0. Find a approximate value of y at x = 0.5 by Modified
dx
Euler’s method. [Ans: 2.2352]
dy
3) Solve the differential equation   xy 2 , y  2 at x  0, by Modified Euler’s method &
dx
obtain y at x = 0.2 in two stages of 0.1 each. [Ans: 1.9227]

4. Runge – Kutta fourth order method: In this method first we have to find the
quantities
k1 , k 2 , k3 & k 4 using the following formulae –
  
k1  hf ( x0 , y0 ) , k 2  hf x0  1 h, y0  1 k1 , k3  hf x0  1 h, y0  1 k 2
2 2 2 2

1
k 4  hf x0  h, y0  k3  , Then calculate k  k1  2k 2  2k3 k 4 
6
Then y1  y0  k , gives the required approximate value of y at x  x1.
Problems:
1) Apply Runge – Kutta fourth order method to find an approximate value of y when x = 0.2
given that
dy
 x  y & y  1 when x = 0.
dx
Ans: k1  0.2, k2  0.24, k3  0.244 k4  0.2888 , Then k  0.2428 . Hence y1  y(0.2)  1.2428
dy y 2  x 2
2) Using Runge – Kutta fourth order method, solve  with y(0)  1 at x = 0.2, 0.4.
dx y 2  x 2
Ans: Step I: k1  0.2, k2  0.1967, k3  0.1967 k4  0.1891, Then k  0.196 .
Hence y1  y(0.2)  1.196
Step II: k1  0.1891, k2  0.1795, k3  0.1793, k4  0.1688 , Then k  0.1793 .
Hence y2  y(0.4)  1.3753
3) Apply Runge – Kutta fourth order method to find an approximate value of y for x = 0.2 in
steps of
dy
0.1, if  x  y 2 , given that y = 1 when x = 0.
dx
Ans: Step I: k1  0.1, k2  0.1153, k3  0.1169, k4  0.1347, Then k  0.1165,
Hence y1  y(0.1)  1.1165.
Step II: k1  0.1347, k2  0.1551, k3  0.1576, k4  0.1823, Then k  0.1571,

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Hence y2  y(0.2)  1.2736

Exercises III:
dy
1) Using Runge – Kutta method of order 4, compute y(0.2) & y(0.4) from 10  x2  y2 ,
dx
y(0)  1, taking h = 0.1 [Ans: 1.0207, 1.0438]
2) Use Runge – Kutta fourth order method to find y when x = 1.2 in steps of 0.1 given that
dy
 x 2  y 2 & y(1)  1.5 [Ans: 2.5005]
dx
2x
3) Using Runge-Kutta method of order 4, compute y(0.2) for the equation, y '  y  , y(0) =
y
1.0
(Take h = 0.2) [Ans: 1.18323]
dy y  x
4) Using Runge – Kutta method of order 4, find y(0.2) for the equation  , y(0)  1.
dx y  x
Take h = 0.2. [Ans: 1.1678 ]
5. Predictor – Corrector method:
In previous methods we required only y 0 to find y1, y1 to find y 2 , y 2 to find y3 & so on. In
general we are using only y n to determine y n1 and so these methods are termed as single step
methods. But now we are using not only y n to construct y n 1 , but also y n1 , y n2 , ….. etc.
And so are called multi-step methods. Here we are using two formulae, one is to predict the
value y n and another to correct the predicted value of y n and so is considered as Predictor-
corrector method. Here we have two such methods: 1) Milne’s method 2) Adams – Bash
forth method.
dy
1. Milne’s method: Consider a differential equation  f ( x, y ), y( x0 )  y0 .
dx
Suppose y1 , y 2 , y3 are determined using one of the single step method. Then first we predict the
value of y 4 by using the predictor formula:
4h
y 4( p)  y0  2 f1  f 2  2 f 3  ----------- (1)
3
Here f1  f ( x1, y1 ), f 2  f ( x2 , y2 ) & f 3  f ( x3 , y3 )
and then we correct the value of y 4 by using the corrector formula:
h
  ( p) ( p)
y4(c)  y2  f 2  4 f 3  f 4( p) --------- (2). Here f 4  f x4 , y4
3
 
(c )
Then we take y 4 as an approximate solution for y at x4 . We can apply equation (2) repeatedly
to get more accurate value of y4 .
dy
Example: 1) Using Milne’s method find y at x = 0.4 given that  xy  y 2 , y(0)  1,
dx
y(0.1)  1.1169, y(0.2)  1.2773& y(0.3)  1.5049

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Ans: f ( x, y)  xy  y 2 , x0  0, y0  1, x1  0.1, y1  1.1169, x2  0.2, y2  1.2773, x3  0.3,

y3  1.5049, f0  1, f1  1.3592, f 2  1.8870, f3  2.7162, y4( p)  1.8344, f 4( p)  4.0988.
y4(c)  1.8386, f 4( p)  4.1159, y4(c)  1.8392, f 4( p)  4.1183, y4(c)  1.8392 . Hence
y(0.4)  1.8392
2) Using Milne’s predictor-corrector method find y when x = 0.8, given y1  x  y 2 , given y(0)
= 0,
y(0.2) = 0.02, y(0.4) = 0.0795, y(0.6) = 0.1762. Apply corrector formula twice.
Ans: f0  0.0000, f1  0.1996, f 2  0.3937 & f3  0.5690 y4( p)  0.3049, f 4( p)  0.7070,
y4(c)  0.3046, f 4( p)  0.7072, y4(c)  0.3046 Hence
dy
2. Adams – Bash forth method: Given  f ( x, y) & y( x0 )  y0 . First we compute
dx
y1  y( x0  h), y 2  y( x0  2h), y3  y( x0  3h), using one of the single step method. Then
calculate f 1  f ( x0  h, y1 ), f  2  f ( x0  2h, y 2 ), f  3  f ( x0  3h, y 3 )

Then using this in the formula y1( p)  y0  55 f 0  59 f 1  37 f  2  9 f  3  ------- (1)

h
24
( p)
This is called as Adams – Bash forth predictor formula. Then find f1  f ( x0  h, y1 ) and use

the formula y1(c)  y0 

h
24
 
9 f1( p)  19 f 0  5 f 1  f  2 -------- (2)
This formula is called as Adams – Bash forth corrector formula.
Again an improved value of y1 is obtained by using corrector formula (2) repeatedly.
dy
Example: 1) Given  x 2 (1  y ) & y (1)  1, y(1.1)  1.233, y(1.2)  1.548, y(1.3)  1.979.
dx
Evaluate
y(1.4) by Adams – Bash forth method.
Ans: f ( x, y)  x 2 (1  y), y3  1, y2  1.233, y1  1.548, y0  1.979
 f 3  2, f 2  2.7019, f 1  3.6691, & f0  5.0345. y1( p)  2.5724, f1( p)  7.0019,
y1(c)  2.575,
f1( p)  7.007, y1(c)  2.5751 , Hence y(1.4)  2.5751.
y
2) The following table gives the solutions of the difference equation y '  x 2  for 1  x  1.3 at
2
steps
of 0.1. Find y at 1.4 using Adams Bashforth predictor-corrector method.
x 1 1.1 1.2 1.3
y 2 2.2156 2.4649 2.7514

y3  2, y2  2.2156, y1  2.4629, y 0  2.7514 & f 3  2, f 2  2.3178, f 1  2.67245,

f0  3.0657,

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y1( p)  3.0793, f1( p)  3.49965, y1(c)  3.0793 . Hence y(1.4)  3.0793.

Exercises IV:
dy
1) If  2e x  y , y(0) = 2, y(0.1) = 2.010, y(0.2) = 2.04 and y(0.3) = 2.09 find y(0.4) correct
dx
to four decimal places. By using Milne’s predictor-corrector method. (Use corrector formula
twice).
[Ans: 2.1621 & 2.2546]
dy
2) Given 2  (1  x 2 ) y 2 & y(0)  1, y(0.1)  1.06, y(0.2)  1.12, y(0.3)  1.21. Evaluate
dx
y(0.4) by Milne’s predictor – corrector method.[Ans: 1.2797]
3) Given y1  x 2  y, y(0)  1 & the starting values y(0.1)  0.90516, y(0.2)  0.82127,
y(0.3)  0.74918 . Evaluate y(0.4) using Adams – Bash forth method. [Ans: 0.6897]
dy y 1
4) Using Adams – Bash forth method, evaluate y(1.4), if y satisfies   & y (1)  1,
dx x x 2
y(1.1)  0.996, y(1.2)  0.986, y(1.3)  0.972. [Ans: 0.949]


MODULE-V

Numerical Solutions of
Second order Differential Equations

Numerical Solution of Second order Ordinary Differential

Equations:
d2y
 dy  dy
Consider the second order differential equation  f  x, y,  . By writing
2
 z , we can
dx  dx  dx
reduce the above Differential equation as two first order simultaneous D.Es as

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dy dz
 z,  f ( x, y, z ) and we can solve the system by Picard’s method, Runge-Kutta method
dx dx
and Milne’s Predictor-corrector methods.
1. Runge-Kutta 4th order method: 1) Using Runge – Kutta method, solve y ''  xy '2  y 2 ,
for x = 0.2 correct to 4 decimal places. Initial conditions are x = 0, y = 1, y1= 0
dy dz
Ans: Let  z  f ( x, y, z ), then  xz 2  y 2  g ( x, y, z ) & x0 = 0, y0 = 1, z0 = 0, h = 0.2. Then
dx dx
k1  0, l1  0.2, k2  0.02, l2  0.1998, k3  0.01998, l3  0.19582, k4  0.039164,
l4  0.1917,
 y(0.2)  0.9801& z(0.2)  0.1972

2) Given y '' xy ' y  0, y(0)  1, y '(0)  0, obtain y for x = 0.1, 0.2, 0.3 by Runge-Kutta 4th
order method.
dy dz
Ans: Let  z  f ( x, y, z ), then   xz  y  g ( x, y, z ), & x0 = 0, y0 = 1, z0 = 0, h = 0.1. Then
dx dx
k1  0, l1  0.1, k2  0.005, l2  0.0998, k3  0.00499, l3  0.0995, k4  0.00995,
l4  0.0985,
 y(0.1)  0.9950 & z(0.1)  0.0995
k1  0.00995, l1  0.0994, k2  0.0149, l2  0.0968, k3  0.01479, l3  0.09634,
k4  0.0196, l4  0.0941,  y(0.2)  0.9802 & z(0.2)  0.1961
k1  0.01961, l1  0.0941, k2  0.02432, l2  0.0910, k3  0.02416, l3  0.0908,
k4  0.02869, l4  0.0870,  y(0.3)  0.9560 & z(0.3)  0.2869
Exercises II: 1) Using Runge-Kutta method of order four solve y ''  y  xy ', y(0)  1, y '(0)  0
to find
y(0.2) & y '(0.2). [Ans: 1.0202, 0.204]
d2y dy
2) Use Runge-Kutta method to find y(0.2) for the equation 2
x  y, given that
dx dx
dy
y  1, 0
dx
when x = 0[Ans: y(0.2) = 0.9799 & y '(0.2)  0.2013. ]
d2y dy
3) Solve 2
 x2  2 xy  1given that y(0)  1, y '(0)  0 for y(0.1) using Runge – Kutta
dx dx
method.
[Ans: 1.005334]

2. Milne’s Predictor-Corrector method:

1) Solve the D.E. y '' xy ' y  0, for x = 0.4 using Milne’s Predictor-Corrector formula, given
that
x 0 0.1 0.2 0.3

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y 1 0.995 0.9802 0.956

dy/dx 0 -0.0995 -0.196 -0.2863
Ans:
x y z = dy/dx dz/dx= -xz-y
0 1 0 f0 -1 g0
0.1 0.995 -0.0995 f1 -0.985 g1
0.2 0.9802 -0.196 f2 -0.941 g2
0.3 0.956 -0.2863 f3 -0.8701 g3
4h
Milne’s Predictor formula gives, y4( p )  y0   2 f1  f 2  2 f3   0.9233 , &
3
4h
z4( p )  z0   2 g1  g2  2 g3   0.3692. f4( p)  y '(0.4)  0.3692 &
3
( p)
g4  z '(0.4)  0.7756.
h
Milne’s Corrector formula gives, y4(c)  y2   f 2  4 f3  f 4( p)   0.9232 , &
3 
h
z4(c)  z0   g2  4 g3  g4( p)   0.3692.  y(0.4)  0.9232 & z0.4)  0.3692
3 
d2y dy
2) Use Milne’s Predictor-Corrector formula to find y(0.4)given that D.E. 2
 2x  y  0 &
dx dx
x 0 0.1 0.2 0.3
y 0.5 0.5075 0.5097 0.5068
z = dy/dx 0.1 0.0489 -0.0023 -0.0506
Ans:
x y z = dy/dx dz/dx= -xz-y
0 05 0 f0 -0.5 g0
0.1 0.5075 0.0489 f1 -0.5173 g1
0.2 0.5097 -0.0023 f2 -0.5088 g2
0.3 0.5068 -0.0506 f3 -0.4764 g3
4h
Milne’s Predictor formula gives, y4( p )  y0   2 f1  f 2  2 f3   0.4999 , &
3
4h
z4( p )  z0   2 g1  g2  2 g3   0.0972. f 4( p)  y '(0.4)  0.0972 &
3
( p)
g4  z '(0.4)  0.42214.
h
Milne’s Corrector formula gives, y4(c)  y2   f 2  4 f3  f 4( p)   0.4996 , &
3 
h
z4(c)  z0   g2  4 g3  g4( p)   0.0969.  y(0.4)  0.4996 & z0.4)  0.0969
3 
Exercises III:
d2y dy
1) Use Milne’s method to compute y(0.8) given that 2
 1 2 y & the following table of
dx dx
initial values.
X 0 0.2 0.4 0.6
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Y 0 0.02 0.0795 0.1762

z = dy/dx 0 0.1996 0.3937 0.5689
[Ans: y(0.4) = 0.3046 ]
2) Use Milne’s method to find y(1.4) given that 2 y "  4 x  y ' & the following table of initial
values.
X 1 1.1 1.2 1.3
Y 2 2.2156 2.4649 2.7514
z = dy/dx 2 2.3178 2.6725 3.0657
[Ans: y(0.4) = 3.4997]

CALCULUS OF VARIATION
Calculus of variations deals with finding maximum or minimum value of a definite integral
involving a certain function.(Calculus of variation deals with maximising functionals)
Variation of a function:
Let us consider a function f of x, y, y’.
i.e. f ( x, y, y' )  f x, y( x), y' ( x)

Suppose we give small increments to y and y’ so that they become y  η (x) , y'' ( x)
Where  is a small parameter which is independent of x. Then by Taylor’s series we have
2
    1   
f ( x, y  ( x), y '' ( x))  f ( x, y, y ' )     '  f     '  f  .......
 y y '  2!  y y ' 
(y & y’ are treated as variables since x is fixed)
Since h is small, we can neglect second and higher order terms. So we get,
f f
f ( x, y   ( x), y' ' ( x))  f ( x, y, y' )     '
y y'
f f
i.e. f     ' ----------- (1)
y y '
Where f  f ( x, y   ( x), y' ' ( x))  f ( x, y, y' ), is called the variation of f.
y y
From (1) we have y     '  .1  '.0      y
y y'
 y 1
  0, as y is only a function of x & not a function of y & y 
 y1 
 

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y ' y'  y1 

And y'     '   .0   '.1   '   '  y '   0
y y'  y 
 
f f
Thus (1) becomes, f  y  y ' --------- (2)
y y '

FUNCTIONALS:
Consider a function f (x, y, y’) where y’ is the derivative of y w.r.t x and x  ( x1 , x2 ). Then the
x2
integral I ( y )   f ( x, y, y' ) dx ..........(1) is called a functional. i.e. an integral which
x1
assumes a definite value for functions of type y  y(x) is called a functional

Eg: Consider the problem of finding a curve y = f(x) [or y  y(x) ] through (x1, y1) and (x2, y2)
such that the length is minimum.
x2
2
i.e.,  1  y1 dx is minimum
x1

i.e. We wish to find the curve y = f(x) where y(x1) = y1 and y(x2) = y2 such that for a given
x2
function f (x, y, y’),  f ( x, y, y' ) dx is a stationary value or an extremum.
x1

Euler’s Equation:
x2
'
A necessary condition for the integral I   f ( x, y, y ) dx where y( x1 )  y1 and y( x2 )  y2
x1
f d  f 
to be an extremum is   '   0 .......... ( I ) called the Eulers Equation
y dx  y 
Proof:
Let y = y(x) be the Curve joining points A(x1, y1) and B(x2, y2) which makes I an extremum.
Let y  y(x)    ( x) ...(1) be a neighbouring curve joining A and B.

i.e., at A and B  ( x1 )  0 and  ( x2 )  0

The value of I along (1) is

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 
x2
' '
I   f x, y( x)   ( x), y ( x)   ( x) dx ...(2)
x1
This being a function of  , is maximum or minimum for  = 0.
dI
This requires  0 when   0 ...( 3) , treating I as a function of 
d
Hence differentiating I under the integral sign using Leibnitz’s rule, we get
dI
x2
 f x f y f y 
 '
 x
d
   x   y .   y '   dx (As  is independent of x ,

 0,
x1  
x2  
 f f f   y y ' 
 '
  x (0)  y . ( x)  '  ( x) dx  from (1)   ( x) &   ' ( x) 
x1 
 y 
    
x2 
 f f '  
  y
 ( x )   ( x) dx
x1 
 y ' 

x
x2
f f  2 x2
d  f 
   ( x)dx  ( x)    ( x) dx , integrating by parts.
x1
y y '  x1 x1
dx  y ' 
x2
f
x2
d  f 
   ( x) dx      ( x) dx
 y ' 
 ( x1 )   ( x2 )  0
x1
y x1
dx  
x2 
 f d  f 
   y dx  y '   ( x) dx

x1   
dI f d  f 
from (3) 0   0 , which is the Euler’s equation
d y dx  y ' 

Other forms of Euler’s Equations

d  ' f 
 f
1. f  y '
  0 ---------- (II)
dx 
 y 
 x

Proof:
Since f is a function of x, y, y’
df f f dy f d 2 y
   ...(1)
dx x y dx y ' dx 2
f f ' f ' '
  y  y ...(2)
x y y '

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d 
 ' f   d  f  f ' '
We have y   y'   y ...(3)
dx 
 y 
'
 dx  y '  y '

df d   ' f   f f ' d  f 
(2)  (3)   y    y  y' 
dx dx   y 
'
 x y dx  y ' 

d    d  f 
 ' f  f  f 
i.e. f  y    y'    
 
dx  y   x y dx  y 
' '
 
 
d 
 ' f 
 f f d  f 
i.e. f  y    0,   0
dx 
  x
y '  y dx  y ' 
Which is another form of Euler’s Equation
f 2 f 2
'  f
2
''  f
2)   y  y 0
y x y ' y y ' 12
y
f
Since is a function of x, y, y ' Say (x, y, y’)
'
y
d  f  d    dy  dy '   f    f  '  2 f ''
      y  y
dx  y '  dx x y dx y ' dx x  y '  y  y '  '2
y
2 f 2 f 2 f
  y'  y ''
' ' '2
x y yy y
f  f 
d  
substituti ng in   '  0
y dx  y 


f 2 f 2 f 2 f
We get   y'  y ''  0 -----------(III)
y x y ' y y ' 12
y

Particular Cases (Solutions of Euler’s Equations)

f
1. When f is independent of x   0 . Then Euler’s equation (II) reduces to
x
d  ' f  f
f  y '
 0  f  y ' '  constant. This directly gives a solution of Euler’s
dx  y  y
equation.
f
2. f is independent of y   0 , Then Euler’s equation (I) reduces to
y
d  f 
 f
 '  0  '  C
dx 
 y 
 y

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Since f is independent of y this can be solved by integration.

f f
3. f is independent of y’   0 .  Eulers equation (I) reduces to 0
y ' y
This can be solved by integration.
4. f is independent of x and y.
2y
Euler’s equation (III) becomes y '' 2
0
y '
This yields a solution of the form y = ax + b

Problems
x2
( y' ) 2
1. Find the extremals of the functional  3
dx (VTU 2003)
x1 x

( y' ) 2 f
We have f ( x, y, y ' )  which is independent of y.  0
x 3 y
d  f 
 Euler’s equation reduces to  0
dx  y ' 
 
d
2y 
'
 2y' 3
i.e.  3   0  3  k  2 y '  kx

x 
dx  x
dy
i.e. 2  kx3 , on integration we get,
dx
x4 k k
2y  k  k1  y  x 4  1  c1 x 4  c2
4 8 2
Thus y  c1 x 4  c2 is the required extremal.

2. Prove that the shortest distance between two points in a plane is a straight line. (VTU 2003)
x2 x2
2
We have s   ds   1  ( y' ) dx
x1 x1


f ( x, y, y' )  1  ( y ' ) 2 1 / 2 is indepenent of x and y
  
d  f 
 d  (y') 
  '   0. i.e.  0
dx 
 y 
 dx  1  ( y ' ) 2 

( y')
Or  constant  m , say. Or ( y' ) 2  (1  ( y' ) 2 ) m
1  ( y' ) 2

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 ( y' ) 2 1  m  m Or y ' 
m dy m
i.e.  C , where C  ,
1 m dx 1 m
on integration we get, y  Cx  C1 , which is a straight line

 
1
2
3. Find the curves on which the function  ( y' )  12 xy dx with y(0) = 0 and y(1) =1 can be
0
extremised. (VTU 2004)
We have f ( x, y, y' )  ( y' ) 2  12 xy
f f d  f 
 12 x,  2 y' ,    2 y ''
y y ' dx  y ' 
f d  f 
 By Euler’s equation   0 , we get,
y dx  y ' 

12x – 2y’’ = 0.  y ' '  6 x , on integration we get,

y '  3x 2  C , again integration we get,
y  x 3  Cx  C1
Given y(0)  0  C1  0
y(1)  1  1  1  C  C1  C  0
y = x is the only Curve on which extremum can be attained.
3

4. On which Curve the functional

/2
2 2
 (( y' )  y  2 xy ) dx with y(0)  0 and y( / 2)  0 be extremized
0
Let f (x, y, y’) = ( y' ) 2  y 2  2 xy
f f d  f 
  2 y  2 x,  2 y' ,  2 y ''
y y'  '
dx  y  

f d  f 
Euler’s equation   0
y dx  y ' 
i.e.  2 y  2 x  2 y"  0 , Which is an ODE
i.e. ( D 2  1) y  x
A.E m2 + 1 = 0  m =  i
CF = c1 cos x  c2 sin x
1
x = (1 + D ) x = (1 – D ) x = x
2 -1 2
PI 
2
D 1
 y = c1 cos x  c2 sin x  x

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y (0) = 0  c2  0
  
y    0  0  0  c2   c2  
2 2 2

 y   sin x  x
2

/2
2 2 
5. Find the extremal of the functional  ( y  y' 2 y sin x) dx; y(0)  y 2   0
0  
We have f ( x, y, y' )  y 2  y' 2 2 y sin x
f f d  f 

 2 y  2 sin x ,   2y' ,  '    2y
''
y y ' dx 
 y 

f d 
 f 

 Eulers equation   '   0 , becomes
y dx  y 

2 y  2 sin x  2 y"  0  y" y  sin x Or ( D 2  1) y  sin x
A.E is m 2  1  0   i
CF = c1 cos x  c2 sin x
1 x 1  x x
PI  sin x   sin x   ( cos x)   cos x
2
D 1 2D  2 2
x
 y  C1 cos x  C2 sin x  cos x
2

Given y (0) = 0  0 = C1, y    0  0  C1  C2  0  C2 = 0
2
x
 y   cos x
2

x2
2 2
6) Find the extremal of the functional  ( y'  ky ) dx
x1
f f d  f 
Here f ( x, y, y' )  y' 2 ky 2   2ky &  2 y' , So    2 y"
y y' dx  y ' 
f d  f 

Hence Euler’s equation   '   0 becomes
y  y 
dx  
2ky  2 y"  0 Or y"ky  0 Or ( D 2  k ) y  0 , which is ODE. Solution is depends on k.
i) If k  0, then y  c1  c2 x
ii) If k   p 2 , then A.E. is m 2  p 2  0  m   p  y  c1e px  c2 e  px
iii) If k   p 2 , then A.E. is m 2  p 2  0  m   pi  y  c1 cos px  c2 sin px

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b
7) Find the extremal of the functional  ( x 2 y '2 2 y 2  2 xy )dx
a
f f d  f 
Here f ( x, y, y' )  x 2 y' 2 2 y 2  2 xy   4 y  2 x,  2 x 2 y'&    4 xy '2 x 2 y"
y y' dx  y' 
f d  f 

So Euler’s equation   '   0 becomes
y dx 
 y 

4 y  2 x  4 xy '2 x 2 y"  0  x 2 y"2 xy '2 y  x, which is Cauchy’s Linear D.E.
So put z  log x or x  e z , we get,
[ D( D  1)  2D  2] y  e z , i.e. ( D 2  D  2D  2) y  e z  ( D 2  D  2) y  e z
A.E. m 2  m  2  0  (m  2)(m  1)  0  m  2, 1
c
yc  c1e  2 z  c2 e z  c1 ( x)  2  c2 x  1  c2 x
x2
1 ez
ez ze z ze z ze z x log x
yp  (e z )      
D2  D  2 12  1  2 0 2D  1 2  1  1 3 3
c x log x
Hence y  yc  y p  1  c2 x 
x2 3

x2
2 2
8) Find the extremal of the functional  (y'  y  2 y sec x)dx
x1
f f d  f 
Here f ( x, y, y' )  y'2  y 2  2 y sec x   2 y  2 sec x,  2 y '&    2 y"
y y ' dx  y ' 
f d  f 
So Euler’s equation   '   0 becomes
y dx 
 y 
 2 y  2 sec x  2 y"  0  y" y  sec x
A.E. is m 2  1  0  m   i  yc  c1 cos x  c2 sin x
We have to use Variation of parameter to solve this equation.
Let y p  A cos x  B sin x  y1  cos x & y2  sin x
y y2 cos x sin x
W 1   cos 2 x  sin 2 x  1
y'1 y"2  sin x cos x
y R( x) sin x. sec x
A   2 dx   dx   tan xdx  log cos x
W 1
y R( x) cos x. sec x
B 1 dx   dx   dx  x
W 1

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 y p  (log cos x) cos x  x sin x  cos x. log(cos x)  x sin x

Hence y  c1 cos x  c2 sin x  cos x. log(cos x)  x sin x.

1
9) Solve the variational problem:   ( x  y  y ' 2 ) dx  0 , under the conditions y(0)  1 & y(1)  2
0
1
f d  f 

Let I   ( x  y  y ' 2 ) dx , then I  0 is equivalent to the Euler’s equation   '  0
0
y dx 
 y 

f f d  f 
Here f ( x, y, y' )  x  y  y' 2   1,  2 y '&    2 y"
y y ' dx  y ' 
1 d2y 1 dy 1 1 x2 x2
So 1  2 y"  0  y"  Or    x  c1  y   c1 x  c2   c1 x  c2
2 dx 2 2 dx 2 2 2 4
Now using the conditions y(0)  1 & y(1)  2 , we get,
1 7 7 7 74 3
1  c2 , 2   c1  c2  c1  c2   c1   c2   1  
4 4 4 4 4 4
x2 3
Thus y   x  1 or 4 y  x 2  3x  4
4 4

1
10) Show that the extremal of the functional  y 2 {3x( y ' 2 1)  yy '3 } dx subject to the conditions
0
2 2
y(0)  0, y(1)  2 is the circle x  y  5x  0
Here f ( x, y, y' )  y 2 {3x( y' 2 1)  yy '3 }  3xy 2 ( y' 2 1)  y 3 y'3
f f
  6 xy ( y' 2 1)  3 y 2 y'3 ,  6 xy 2 y'3 y 3 y' 2
y y'
d  f 
    6 y 2 y'12 xyy ' 2 6 xy 2 y"9 y 2 y'3 6 y 3 y' y"
dx  y' 
f d  f 

So Euler’s equation   '   0 becomes
y dx 
 y 

6 xy ( y' 2 1)  3 y 2 y'3 (6 y 2 y'12 xyy ' 2 6 xy 2 y"9 y 2 y'3 6 y 3 y' y" )  0
i.e. 6 xyy ' 2 6 xy  3 y 2 y'3 6 y 2 y'12 xyy ' 2 6 xy 2 y"9 y 2 y'3 6 y 3 y' y"  0
i.e.  6 xyy ' 2 6 xy  6 y 2 y'3 6 y 2 y'6 xy 2 y"6 y 3 y' y"  0
i.e. xyy ' 2  xy  y 2 y'3  y 2 y' xy 2 y" y 3 y' y"  0
i.e. ( xyy ' 2  xy  xy 2 y" )  ( y 2 y'3  y 2 y' y 3 y' y" )  0
i.e. xy ( y' 2 1  yy" )  y 2 y' ( y' 2 1  yy" )  0
i.e. ( y' 2 1  yy" )( xy  y 2 y' )  0  y( x  yy ' )( y' 2 1  yy" )  0

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 y  0 or x  yy ' 0 or y' 2 1  yy"  0

But y  0 is not possible. Since given that y(1)  2
dy x x2 y2
If x  yy ' 0, then   or xdx  ydy  0    k or x 2  y 2  2k
dx y 2 2
 y(0)  0  k  0 & hence y(1)  2 is not satisfied. So we also reject this solution.
Now consider y' 2 1  yy"  0  d ( yy ' )  1  0  yy ' x  c1
dy y2 x2
y   x  c1 or ydy   xdx  c1dx    c1 x  c2
dx 2 2
Or y 2  x 2  2c1 x  2c2
Now y(0)  0  c2  0 & y(1)  2  4  1  2c1 1  0  2c1  5
Hence we get x 2  y 2  5x  0, which is the equation of circle with centre
25 5
(5 / 2, 0) and radius = 
4 2

Exercise:
x2
2 2
1) Find the extremal of the functional  ( y' x y' ) dx
x1
x2
2
2) Find the function y which makes the integral  (1  xy ' xy ' ) dx an extremum.
x1
x2
2 2 x
3) Find the extremal of the functional  ( y  y' 2 ye ) dx
x1
2
4) Solve the variational problem:  [( x 2 ( y ' ) 2  2 y ( x  y )]dx  0 , y (1)  y (2)  0
1
x2
2 2
5) Show that the functional  ( y  x y' ) dx assumes extreme values on the straight line y  x
x1
6) Show that the equation of the curve joining the points (1, 0) and (2, 1) for which
2
1
I 1  y ' 2 dx is an extremum is a circle.
1
x
x2
2 2
7) Show that  y y ' dx has an extremum when y (x) is of the form c1. x  c2 .
x1
x2 2
 y' 
8) Show that an extremal of    dx is expressible in the form y  ae bx .
x1  
y

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1
9) Solve the variational problem   (12 xy  y ' 2 )dx  0; y(0)  3, y(1)  6.
0
/2
2 2
10) Find the extremal of the functional:  ( y'  y  2 xy )dx  0; y(0)  0, y( / 2)  0
0
/2
2 2
11) Find the extremal of the functional:  ( y  y' 2 y sin x)dx  0; y(0)  0, y( / 2)  0
0
b
1
12) Prove that an extremal of the functional  (1  y ' 2 )dx is a circle.
a
y
b
13) Prove that an extremal of the functional  y (1  y ' 2 )dx is a parabola.
a
4
14) Solve the variational problem:   ( xy ' y ' 2 )dx  0; y(0)  0, y(4)  3.
0
c x
Answers: 1) y  1  c2 2) y  c1 log x   c2 3)
x 2
y  c1e x  c2 e  x  xe x / 2

4) y 
1
21

8 log 2( x 2  x)  7 x log x  6) x 2  ( y  2) 2  5

9) y  x 3  2 x  3 10) 2 y  2 x   sin x
11) 2 y   x cos x. 12) ( x  a) 2  y 2  b 2
13) ( x  a) 2  4c 2 ( y  c 2 ) 14. 4 y  x 2  x

GEODESICS:
A geodesic on a surface is a curve along which the distance between any two points of the
surface is a minimum.
1. Show that the geodesics on a sphere of radius a are its great circles.
In spherical coordinates (r , , ) We have x  r sin  cos , y  r sin  sin , z  r cos  &
ds  (dr ) 2  (rd) 2  (r sin  d) 2
ds  0  a 2 (d) 2  a 2 sin 2  (d) 2
2
ds  d 
or  a 1  sin 2   
d  d 

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2
2 1 2
Now s  a  1  sin  . ( ) d
1

F  a 1  sin 2  (1 ) 2
F F a 1
 0,  . sin 2 .21
  1 2 1  sin 2  (1 ) 2

F d  F 

By Euler’s equation   1  0
 d 
  

d 
 F 

  1  0
d 
  

F
  constant.
1
sin 2  1
  Constant  C
2 1 2
1  sin  ( )
 sin 4  (1 ) 2  C 2 (1  sin 2 (1 ) 2 )
 
i.e. (1 ) 2 sin 4   C 2 sin 2   C 2
2
C
(1 ) 2 
sin  (sin 2   C 2 )
2

1 C cos ec 2 
 
1  C 2 cos ec 2 
d C cos ec 2 

d 1  C 2 (1  cot 2 )

d C cos ec 2 
 , integrate w.r.t.  by putting C cot  t  C cos ec 2d  dt
d (1  C 2 )  C 2 cot 2 

 dt dt  t   C cot  
     sin 1     sin 1 
 
  C1

(1  C 2  t 2 (1  C 2  (t ) 2  1 C
2
  1 C
2

C cot  1 C2 1 C2
  sin(C1  )  cot   sin(C1  )  (sin C1 cos   cos C1 sin )
1 C2 C C

1 C2 1 C2
 cot   A cos   B sin , Where A  sin C1 & B   cos C1
C C
a cos   A a cos  sin   B a sin  sin 

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Z  Ax  By , which is a plane through the origin which cuts the sphere along a greater circle.

2) Prove that the shortest distance between two points in a plane is along the straight line
joining them or prove that the geodesics on a plane are straight lines.
Let y  y(x) be a curve joining two points P( x1 , y1 ) & Q( x2 , y2 ) in the XOY plane. Then the

x2 x2 2
ds  dy 
arc length between P and Q is given by s   dx   1    dx
x1
dx x1  dx 
x2
2
i.e. s  I   1  y' . Then we have to find y (x) such that I is minimum.
x1
f f 1 y'
Let f ( x, y, y' )  1  y' 2 , then  0&   2 y' 
y y ' 2 1  y ' 2 1  y'2
f d 
 f 

So by Euler’s equation   1   0 , we get
y dx  y 

 
d  y'  ( y')
0    0   Constant  m , say. Or ( y' ) 2  (1  ( y' ) 2 ) m
dx  1  y ' 2 1  ( y' ) 2
 

 ( y' ) 2 1  m  m Or y ' 
m dy m
i.e.  c1 , where c1  ,
1 m dx 1 m
on integration we get, y  c1 x  c2 , which is a straight line.
Hence the geodesics on a plane are straight lines.

3) Find the geodesics on a right circular cylinder of radius a.

In cylindrical coordinates (, , z ) , we have

x   cos, y   sin, z  z , then dx  cosd  ( sin )d

dy  sin d  (cos )d & dz  dz
 The element of arc on a right circular cylinder of radius a is given by

ds  (dx) 2  (dy) 2  (dz) 2  (cos d   sin d) 2  (sin d   cos ) 2  (dz) 2
 cos2 (d) 2   2 sin 2 (d) 2  2 sin  cos dd  sin 2 (d) 2   2 cos2 (d) 2  2 sin  cos dd  (dz) 2
 (cos 2   sin 2 )( d) 2   2 (sin 2   cos2 )( d) 2  (dz) 2

 (d) 2  (d) 2  (dz) 2 , but   a  d  0

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 2  dz  2 
 a d  dz  a    .d
2 2 2

  d  
x2
Hence s   (a 2  z ' 2 )d
x1

Now the geodesic for the given cylinder is the curve for which s is minimum.

Here f (, z, z ' )  a 2  z '2 , which is a function of  & z '& independent of z

f f 1 z'
Euler’s equation becomes,  constant. Where   2z' 
z ' z ' 2 a 2  z ' 2 a 2  z '2
z' a 2  z'2 1 a2 1 1 c2
Hence  c, constant.      1 
a 2  z '2 z '2 c2 z'2 c 2 c2

a 2c 2 a 2c 2 a 2c 2
 z '2   z '   k , where k 
1  c2 1  c2 1 c2
dz
Or  k  z  k  k1 , this is geodesics on a circular cylinder.
d
Hanging chain problem:
A heavy chain hangs freely under gravity between two fixed points. Show that the shape of
the chain (Cable) is a Catenary.
Consider a heavy chain suspended under gravity between two points A and B,

Let ds be the arc elements at P(x, y) of the chain.

If  is the density (mass per unit length) of chain, then
Potential energy of the element is .ds.g. y, where g is the acceleration due to gravity.
P.E.  m.g.h)
 The total potential energy of the chain is given by

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B x2
2
V   .g. y.ds   gy 1  y' dx
A x1

Let f  gy 1  y' 2 ( which is independen t of x)

f
 Euler's equation reduces to f  y'  Cons tan t.
y '
 
 y'2 
y  1  y'2  C
 1  y'2 

 y(1  y' 2  y' 2 )  C (1  y' 2 )  y  C (1  y' 2 )

y y2 2 dy y2  C2
or  C or  C or  , by Separating the variables we get,
2
1  y' 2 1  y ' dx C
dy dx
 by integrating we get,
y2  C2 C

 y 1 x  Ck x  a  xa
cosh 1    x  k    y  C cosh   , This is a Catenary. Where
C  C C C  C 
a  Ck

Exercises: Find the geodesics on a surface given that the arc length on the surface is
x2
2
s  x(1  y' )dx Ans : ( y  c1 ) 2  4c 2 ( x  c 2 ), which is parabola.
x1



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