Engineering Mathematics III

Transforms and Partial differential equations I year / I sem
TRANSFORMS AND PARTIAL DIFFERENTIAL EQUATIONS

UNIT I FOURIER SERIES 9
Fourier series Odd and even functions Half range sine series Half range cosine series Complex
form of Fourier Series Parsevals identify Harmonic Analysis.
UNIT II FOURIER TRANSFORM 9
Fourier integral theorem (without proof) Sine and

Cosine transforms Properties (without Proof) Transforms of simple functions Convolution
theorem Parsevals identity Finite Fourier transform Sine and Cosine transform.
UNIT III Z -TRANSFORM AND DIFFERENCE EQUATIONS 9

Z-transform - Elementary properties (without proof) Inverse Z transform Convolution theorem -
Formation of difference equations Solution of difference equations using Z - transform.
UNIT IV PARTIAL DIFFERENTIAL EQUATIONS 9
Solution of First order partial differential equation reducible to standard forms Lagranges linear
equation Linear partial differential equations of second order and higher order with constant
coefficients.
UNIT V BOUNDARY VALUE PROBLEMS 9
Solutions of one dimensional wave equation One dimensional heat equation Steady state solution
of two-dimensional heat equation (Insulated edges excluded) Fourier series solutions in Cartesian
coordinates.
TUTORIAL :15 TOTAL: 60
TEXT BOOKS
1. Andrews, L.A., and Shivamoggi B.K., Integral Transforms for Engineers and Applied
Mathematicians, Macmillen , New York ,1988.
2. Grewal, B.S., Higher Engineering Mathematics, Thirty Sixth Edition, Khanna Publishers,
Delhi, 2001.
3. Kandasamy, P., Thilagavathy, K., and Gunavathy, K., Engineering Mathematics Volume III,
S. Chand & Company ltd., New Delhi, 1996.
REFERENCES
1. Narayanan, S., Manicavachagom Pillay, T.K. and Ramaniah, G., Advanced Mathematics for
Engineering Students, Volumes II and III, S. Viswanathan (Printers and Publishers) Pvt. Ltd.
Chennai, 2002.
2. Churchill, R.V. and Brown, J.W., Fourier Series and Boundary Value Problems, Fourth
Edition, McGraw-Hill Book Co., Singapore, 1987.
Prepared by : P.Padma
CHAPTER 1
FOURIER SERIES
1.1 PERIODIC FUNCTIONS

A function is said to have a period T if for all x, , where T is a
positive constant. The least value of T>0 is called the period of .
EXAMPLES 1.1
We know that = sin x = sin (x + 4 ) = Therefore the function has period 2 ,
4 , 6 , etc. However, 2 is the least value and therefore is the period of f(x).
Similarly cos x is a periodic function with the period 2 and tan x has period .
1.2 DIRICHLETS CONDITIONS

A function defined in c x c+2l can be expanded as an infinite trigonometric
series of the form + provided

1. is single- valued and finite in (c , c+2l)
2. is continuous or piecewise continuous with finite number of finite
discontinuities in (c , c+2l).
3. has no or finite number of maxima or minima in (c , c+2l).
1.3 EULERS FORMULAS

If a function defined in (c , c+2l) can be expanded as the infinite trigonometric
series + then
[ Formulas given above for and are called Eulers formulas for Fourier coefficients]
1.4 DEFINITION OF FOURIER SERIES
The infinite trigonometric series + is called the
Fourier series of in the interval c x c+2l, provided the coefficients are given by the
Eulers formulas.
EVEN FUNCTION
If = in (-l , l) such that = , then is said to be an even
function of x in (-l , l).
If
Such that = or = , then is said to be an even function of x in

(-l , l).
EXAMPLE
y = cos x , y = are even functions.
ODD FUNCTION
If = in (-l , l) such that = - , then is said to be an odd
function of x in (-l , l).
If
Such that = - or =- , then is said to be an odd function of x in

(-l , l).
EXAMPLE
y = sin x , y = x are odd functions.
1.5 FOURIER SERIES OF EVEN AND ODD FUNCTIONS

1. The Fourier series of an even function in (-l , l) contains only cosine terms
(constant term included), i.e. the Fourier series of an even function in (-l , l) is
given by
= +
where
2. The Fourier series of an odd function in (-l , l) contains only sine terms, i.e.
the Fourier series of an odd function in (-l , l) is given by
= ,
where
1.6 PROBLEMS
1. Find the Fourier series of period 2l for the function = x(2l x) in (0 , 2l). Deduce
the sum of =
Solution:
Let = + in (0 , 2l) (1)
using Bernoullis formula.
=0
3
Using these values in (1), we have
x (2l - x) = in (0, 2l) ..(2)
The required series can be obtained by putting x = l in the Fourier
series in (2).
x = l lies in (0 , 2l) and is a point of continuity of the function = x(2l x).
Sum the Fourier series in (2) = f(l)
i.e. = l(2l - l)
i.e.. -
2. Find the Fourier series of period 2 for the function = x cos x in 0 < x < 2 .
Solution:
Let = + ...(1)
if n 1
=0, if n 1
=0
4
if n 1
= , if n 1
Using these values in (1), we get

f(x) =
3. Find the Fourier series expansion of = sin ax in (-l , l).

Solution:
Since is defined in a range of length 2l, we can expand in Fourier series of
period 2l.
Also = sin[a(-x)] = -sin ax = -
is an odd function of x in (-l , l).
Hence Fourier series of will not contain cosine terms.
Let = .(1)
4. Find the Fourier series expansion of = . Hence obtain a series for

cosec
Solution:
Though the range is symmetric about the origin, is neither an even function
nor an odd function.
Let = + ....(1)
in
= in
[Since x=0 is a point of continuity of f(x)]
i.e.,
i.e.,
i.e.,
7
1.7 HALF-RANGE FOURIER SERIES AND
PARSEVALS THEOREM
(i) The half range cosine series in (0 , l) is
= +
where
(ii) The half range sine series in (0 , l) is
= ,
where
(iii) The half range cosine series in (0 , ) is given by
= +
where
(iv) The half range sine series in (0 , ) is given by
= ,
where
8
1.7.1 ROOT-MEAN SQUARE VALUE OF A
FUNCTION Definition
If a function y = is defined in (c , c+2l), then is called the root mean-
square(R.M.S.) value of y in (c , c+2l) and is denoted by
Thus
1.7.2 PARSEVALS THEOREM

If y = can be expanded as a Fourier series of the form
+ in (c , c+2l), then the root-mean square value of y =
in (c , c+2l) is given by
PROOF
= + in (c , c+2l) .....(1)
By Eulers formulas for the Fourier coefficients,
..(2)
......(3)
Now, by definition,
= using (1)
= , by using (2) and (3)
9
1.7.3 EXAMPLES
1. Find the half-range (i) cosine series and (ii) sine series for = in (0 , )
Solution:
(i) To get the half-range cosine series for in (0 , ), we should give an even
extension for in ( , 0).
i.e. put = = in ( , 0)
Now is even in ( , ).
= + .(1)
The Fourier half-range cosine series of is given by
in (0 , ).
(ii) To get the half-range sine series of in (0 , ), we should give an odd extension
for in (- , 0).
i.e. Put =- in (- , 0)
=- in (- , 0)
Now is odd in (- , ).
10
= .(2)
Using this value in(2), we get the half-range sine series of in (0 , ).
2. Find the half-range sine series of = sin ax in (0 , l).

Solution:
We give an odd extension for in (-l , 0).
i.e. we put = -sin[a(-x)] = sin ax in (-l , 0)
is odd in (-l , l)
Let =
11
Using this values in (1), we get the half-range sine series as
3. Find the half-range cosine series of = a in (0 , l). Deduce the sum of
Solution:
Giving an odd extension for in (-l , 0), is made an odd function in (-l , l).
Let f(x) = ..(1)
Using this value in (1), we get
a=
Since the series whose sum is required contains constant multiples of squares of , we apply
Parsevals theorem.
12
4. Expand = - as a Fourier series in -1 < x < 1 and using this series find the
r.m.s. value of in the interval.
Solution:
The Fourier series of in (-1 , -1) is given by
= + .(1)
.(3)
13
Substituting (2), (3), (4) in (1) we get
We know that r.m.s. value of f(x) in (-l , l) is
.(5)
From (2) we get
...(6)
From (3) we get
..(7)
From (4) we get
..(8)
Substituting (6), (7) and (8) in (5) we get
5. Find the Fourier series for = in Hence show that
Solution:
The Fourier series of in (-1 , 1) is given by
= +
14
The co-efficients are
Parsevals theorem is
i.e., =
1.8 HARMONIC ANALYSIS

The process of finding the Fourier series for a function given by numerical value is
known as harmonic analysis. In harmonic analysis the Fourier coefficients of the
function y = in (0 , 2 ) are given by
= 2[mean value of y in (0 , 2 )]
= 2[mean value of y cos nx in (0 , 2 )]
= 2[mean value of y sin nx in (0 , 2 )]
(i) Suppose the function is defined in the interval (0 , 2l), then its Fourier series is,
= +
and now, = 2[mean value of y in (0 , 2l)]
15
(ii) If the half range Fourier sine series of in (0 , l) is,
= , then
(iii) If the half range Fourier sine series of in (0 , ) is,
= , then
(iv) If the half range Fourier cosine series of in (0 , l) is,
= + , then
= 2[mean value of y in (0 , l)]
(v) If the half range Fourier cosine series of in (0 , ) is,
= + , then
= 2[mean value of y in (0 , )]
= .
1.8.1 EXAMPLES
1. The following table gives the variations of a periodic function over a period T.
x
1.98 1.3 1.05 1.3 -0.88 -0.25 1.98
Show that = 0.75 + 0.37 +1.004 , where
Solution:
16
Here the last value is a mere repetition of the first therefore we omit that value and
consider the remaining 6 values. n = 6.
Given ....(1)
when x takes the values of 0, , , , , takes the values 0, , ,
, , . (By using (1))
Let the Fourier series be of the form
(2)
where
n=6
y cos sin y cos y sin

1.98 1.0 0 1.98 0
1.30 0.500 0.866 0.65 1.1258
1.05 -0,500 0.866 -0.525 0.9093
1.30 -1 0 -1.3 0
-0.88 -0.500 -0.866 0.44 0.762
-0.25 0.500 -0.866 -0.125 0.2165
4.6 1.12 3.013
Substituting these values of in (2), we get
= 0.75 + 0.37 cos + 1.004 sin
17
2. Find the Fourier series upto the third harmonic for the function y = defined in
(0 , ) from the table
x 0
2.34 2.2 1.6 0.83 0.51 0.88 1.19

Solution:
We can express the given data in a half range Fourier sine series.
.....(1)
x y = f(0) sin x sin 2x sin 3x y sin x y sin 2x y sin 3x

0 2.34 0 0 0 0 0 0
30 2.2 0.5 0.87 1 1.1 1.91 2.2
60 1.6 0.87 0.87 0 1.392 1.392 0
90 0.83 1 0 -1 0.83 0 -0.83
120 0.51 0.87 -0.87 0 0.44 -0.44 0
150 0.88 0.5 -0.87 1 0.44 0.76 0.88
180 1.19 0 0 0 0 0 0
4.202 3.622 2.25
Now
Substituting these values in (1), we get
= 1.4 sin x + 1.21 sin 2x + 0.75 sin 3x

3. Compute the first two harmonics of the Fourier series for f(x) from the following data
x 0 30 60 90 120 150 180

0 5224 8097 7850 5499 2626 0
18
Solution:
Here the length of the interval is we can express the given data in a half range
Fourier sine series
i.e., (1)
x y sin x sin 2x
0 0 0 0
30 5224 .5 0.87
60 8097 0.87 0.87
90 7850 1 0
120 5499 0.87 -0.87
150 2626 0.5 -0.87
Now
= 7867.84 sin x + 1506.84 sin 2x

4. Find the Fourier series as far as the second harmonic to represent the function given in
the following data.
x 0 1 2 3 4 5
9 18 24 28 26 20
Solution:
Here the length of the interval is 6 (not 2 )
i.e., 2l = 6 or l = 3
The Fourier series is
..(1)
y
0 0 0 9 9 0 9 0
19
1 18 9 15.7 -9 15.6
2 24 -12 20.9 -24 0
3 28 -28 0 28 0
4 26 -13 -22.6 -13 22.6
5 20 10 -17.4 -10 -17.4
125 -25 -3.4 -19 20.8
Substituting these values of in (1), we get
1.9 COMPLEX FORM OF FOURIER SERIES
The equation of the form
is called the complex form or exponential form of the Fourier series of in (c , c+2l). The
coefficient is given by
When l = , the complex form of Fourier series of in (c , c+2 ) takes the form
where
20
1.9.1 PROBLEMS
1. Find the complex form of the Fourier series of = in (0 , 2).
Solution:
Since 2l = 2 or l = 1, the complex form of the Fourier series is
2. Find the complex form of the Fourier series of = sin x in (0 , ).

Solution:
Here 2l = or l = .
The complex form of Fourier series is
..(1)
21

in (0 , )
3. Find the complex form of the Fourier series of = in (-l , l).

Solution:
Let the complex form of the Fourier series be
Using this value in (1), we have
22
in (-l , l)
4. Find the complex form of the Fourier series of = cos ax in (- , ), where a is

neither zero nor an integer.
Solution:
Here 2l = 2 or l = .
The complex form of Fourier series is
.(1)
in (- , ).
2mark
PART A
1. Determine the value of in the Fourier series expansion of
Ans: is an odd function.
2. Find the root mean square value of in the interval .

Ans:
RMS Vale of in is
23
3. Find the coefficient of in the Fourier cosine series of the function in
the interval
Ans: Here
Fourier cosine series is
= + , where
4. If and for all x, find the sum of the Fourier
series of at .
Ans: Here is a point of discontinuity.
The sum of the Fourier series is equal to the average of right hand and left hand limit of the
given function at .
i.e.,
5. Find in the expansion of as a Fourier series in .
Ans: =0
Since is an even function in .

6. If is an odd function defined in (-l , l) what are the values of
24
Ans: =0
since is an odd function.
7. Find the Fourier constants for in .
Ans: =0
Since is an even function in .

8. State Parsevals identity for the half-range cosine expansion of in (0 , 1).
Ans:
where
9. Find the constant term in the Fourier series expansion of in .

Ans:
= 0 since is an odd function in .
10. State Dirichlets conditions for Fourier series.

Ans:
(i) is defined and single valued except possibly at a finite number of points in .
(ii) is periodic with period 2 .
(iii) and are piecewise continuous in .
Then the Fourier series of converges to
(a) if x is a point of continuity
(b) if x is a point of discontinuity.
11. What you mean by Harmonic Analysis?

Ans:
25
The process of finding the Fourier series for a function given by numerical value is
known as harmonic analysis. In harmonic analysis the Fourier coefficients of the
function y = in (0 , 2 ) are given by
= 2[mean value of y in (0 , 2 )]
= 2[mean value of y cos nx in (0 , 2 )]
= 2[mean value of y sin nx in (0 , 2 )]
12. In the Fourier expansion of in . Find the value of ,
the coefficient of sin nx.

Ans:
Since is an even function the value of = 0.
13. What is the constant term and the coefficient of in the Fourier expansion of
in (-7 , 7)?
Ans:
Given
The given function is an odd function. Hence are zero.
14. State Parsevals identity for full range expansion of as Fourier series in (0 , 2l).
Ans:
where
26
15. Find a Fourier sine series for the function = 1; 0 < x < .
Ans:
The Fourier sine series of .(1)
16. If the Fourier series for the function is
Deduce that
Ans:
Putting we get
27
17. Define Root mean square value of a function?
Ans:
If a function y = is defined in (c , c+2l), then is called the root mean-
square(R.M.S.) value of y in (c , c+2l) and is denoted by
Thus
18. If is expressed as a Fourier series in the interval (-2 , 2), to which value this
series converges at x = 2.
Ans:
Since x = 2 is a point of continuity, the Fourier series converges to the arithmetic mean of
at x = -2 and x = 2
i.e.,
19. If the Fourier series corresponding to in the interval is
without finding the values of find the value of
Ans:
By using Parsevals identity,
20. Find the constant term in the Fourier series corresponding to expressed in the
interval .
Ans:
Given
Now
28
CHAPTER 2
FOURIER TRANSFORMS
2.1 INTEGRAL TRANSFORM
The integral transform of a function is defined by where
k(s , x) is a known function of s and x and it is called the kernel of the transform.
When k(s , x) is a sine or cosine function, we get transforms called Fourier sine or
cosine transforms.
2.2 FOURIER INTEGRAL THEOREM
If is a given function defined in (-l , l) and satisfies Dirichlets conditions, then
At a point of discontinuity the value of the integral on the left of above equation is
2.3 EXAMPLES
1. Express the function as a Fourier Integral. Hence evaluate
and find the value of
Solution:
We know that the Fourier Integral formula for is
.(1)
Here = 1 for i.e., f(t) = 1 in -1 < t < 1

= 0 for
= 0 in and
Equation (1)
29
.(2)
[Using sin (A+B) + sin (A-B) = 2 sin A cos B]
This is Fourier Integral of the given function. From (2) we get
= .(3
But ..(4)
Substituting (4) in (3) we get
Putting x = 0 we get
2. Find the Fourier Integral of the function
Verify the representation directly at the point x = 0.

Solution:
The Fourier integral of is
.(1)
.(2)
30
Putting x = 0 in (2), we get
The value of the given function at x = 0 is . Hence verified.
2.4 FOURIER SINE AND COSINE INTEGRALS
The integral of the form
is known as Fourier sine integral.
is known as Fourier cosine integral.
2.4.1 PROBLEMS
1. Using Fourier integral formula, prove that
Solution:
The presence of in the integral suggests that the Fourier sine integral formula
has been used.
Fourier sine integral representation is given by
31
2. Using Fourier integral formula, prove that
Solution:
The presence of in the integral suggests that the Fourier cosine integral
formula for has been used.
Fourier cosine integral representation is given by
32
2.5 COMPLEX FORM OF FOURIER INTEGRALS
is known as Complex form of Fourier Integral.
2.5.1 FOURIER TRANSFORMS

COMPLEX FOURIER TRANSFORMS
The function is called the Complex Fourier transform
of .
INVERSION FORMULA FOR THE COMPLEX FOURIER TRANSFORM
The function is called the inversion formula for the
Complex Fourier transform of and it is denoted by
FOURIER SINE TRANSFORMS
The function is called the Fourier Sine Transform of
the function .
Fourier sine transform and it is denoted by
FOURIER COSINE TRANSFORMS
The function is called the Fourier Cosine
Transform of .
Fourier Cosine Transform and it is denoted by
2.5.2 PROBLEMS
1. Find the Fourier Transform of
33
Hence prove that
Solution:
We know that the Fourier transform of is given by
By using inverse Fourier Transform we get
34
The second integral is odd and hence its values is zero.
i.e.,
Putting , we get
2. Find the Fourier sine transform of , (or) , x > 0. Hence evaluate
Solution:
The Fourier sine transform of f(x) is given by
Here = for x > 0
Using inverse Fourier sine transform we get
35
Replacing x by m we get
[since s is dummy variable, we can replace it by x]
3. Find the Fourier cosine transform of

Solution:
We know that
Here
Let
Then (1)
Differentiating on both sides w.r.t. s we get,
Integrating w.r.t. s we get

36
4. Find the Fourier cosine transform of

Solution:
We know that the Fourier cosine transform of f(x) is
Here
5. Find , if its sine transform is Hence deduce that the inverse sine
transform of
Solution:
We know that the inverse Fourier sine transform of is given by
Here
37
Differentiating w.r.t. x on both sides, we get,
To find the inverse Fourier sine transform of

Put a = 0, in (1), we get
2.5.3 PROPERTIES
1. Linearity Property
Proof:
38
2. Change of Scale Property
If F(s) is the Fourier transform of then
Proof:
Put ax = y
a dx = dy i.e., dx =
When
3. Shifting Property ( Shifting in x )

Proof:
Put x-a = y
dx = dy
When
4. Shifting in respect of s

Proof:
39
5. Modulation Theorem
Proof:
COROLLARIES
6. Conjugate Symmetry Property

Proof:
We know that
Taking complex conjugate on both sides we get
40
Put x = -y
dx = -dy
When
7. Transform of Derivatives
If F(s) is the Fourier transform of and if is continuous, is piecewise

continuously differentiable, and are absolutely integrable in and
, then
8. Derivatives of the Transform

Proof:
Extending, we get, 41
DEFINITION
is called the convolution product or simply the convolution
of the functions and and is denoted by .
9. Convolution Theorem
If F(s) and G(s) are the Fourier transform of and respectively then the
Fourier transform of the convolution of f(x) and g(x) is the product of their Fourier
transforms.
i.e.,
Proof :
Inverting, we get
10. Parsevals Identity (or) Energy Theorem
If is a given function defined in then it satisfy the identity,
where F(s) is the Fourier transform of .

Proof:
We know that
Putting x = 0, we get
..(1)
Let ..(2)
i.e., ..(3)
by property (9)
i.e., ..(4)
42
Substituting (2) and (4) in (1) we get
11. If and are given functions of x and and are their

Fourier cosine transforms and and are their Fourier sine transforms then
(i)
(ii) ,
which is Parsevals identity for Fourier cosine and sine transforms.
Proof:
(i)
Changing the order of integration
Similarly we can prove the other part of the result.

(ii) Replacing in (i) and noting that and
, we get
i.e.,
12. If , then
(i) and
(ii)
Proof:
43
Transforms and Partial differential
ee equ
equations I year / I sem
Similarly the result (ii) follows.
44
2.5.4 PROBLEMS
1. Show that the Fourier transform of is
. Hence deduce that Using Parsevals
identity show that
Solution:
We know that
When a = 1, ..(A)
Using inverse Fourier Transform, we get
45
[The second integral is odd and hence its value is zero]
[since the integrand is an even function of s]
Putting a = 1, we get
Putting x = 0, in the given function we get
Using Parsevals identity, [Using (A)]
46
2. Find the Fourier Transform of if
Hence deduce that
Solution:
We know that
Since
The second integral becomes zero since it is an odd function.
47
Using Parsevals identity
3. Evaluate using transforms.
Solution:
We know that the Fourier cosine transform of
Similarly the Fourier cosine transform of
48
We know that
4. Find the Fourier transform of and hence deduce that
(i)
(ii)
Ans :
49
Using inversion formula, we get
Putting a = 1, we get,
2.6 FINITE FOURIER TRANSFORMS
If is a function defined in the interval (0 , l) then the finite Fourier sine

transform of in 0 <x < l is defined as
50
where n is an integer
The inverse finite Fourier sine transform of is and is given by
The finite Fourier cosine transform of in 0 < x < l is defined as
where n is an integer
The inverse finite Fourier cosine transform of is and is given by
2.6.1 PROBLEMS
1. Find the finite Fourier sine and cosine transforms of in 0 < x < l.
Solution:
The finite Fourier sine transform is
Here
The finite Fourier cosine transform is
51
Here
2. Find the finite Fourier sine and cosine transforms of .
Solution:
The finite Fourier sine transform of is
Here
The finite Fourier cosine transform of is
Here
52
3. Find if its finite sine transform is given by where p is positive
integer and .
Solution:
We know that the inverse Fourier sine transform is given by
..(1)
Here = ..(2)
Substituting (2) in (1), we get
4. If find if 0 < x <1.
Solution:
We know that
Here
Let
53
2 mark
PART A
1. State the Fourier integral theorem.

Ans:
If is a given function defined in (-l , l) and satisfies Dirichlets conditions, then
2. State the convolution theorem of the Fourier transform.

Ans:
If F(s) and G(s) are the Fourier transform of and respectively then the
Fourier transform of the convolution of f(x) and g(x) is the product of their Fourier
transforms.
i.e.,
3. Write the Fourier transform pair.

Ans:
and are Fourier transform pairs.
4. Find the Fourier sine transform of (a > 0).

Ans:
5. If the Fourier transform of is F(s) then prove that .

Ans:
Put x-a = y
dx = dy
When
6. State the Fourier transforms of the derivatives of a function.

54
Ans:
7. Find the Fourier sine transform of .

Ans:
Here for x > 0
8. Prove that
Proof:
Put ax = y
When
9. If F(s) is the Fourier transform of then prove that

Proof:
55
10. Find the Fourier sine transform of

Ans:
11. Find Fourier sine transform of

Ans:
12. Find Fourier cosine transform of

Ans:
13. If F(s) is the Fourier transform of then

Proof:
56

Proof:
Proof:
Put ax = y
When
57
Chapter 3
Z-Transforms 3.1
Introduction:
In Communication Engineering, two basic types of signals are encountered.
They are
(1) Continuous time signals.
(2) Discrete time signals.
Continuous time signals are defined for continuous values of the independent variable,
namely time and are denoted by a function .
Discrete time signals are defined only at discrete set of values of the independent
variable and are denoted by a sequence .
Z-transform plays an important role in analysis of linear discrete time signals.
3.2 Definition of z-transform:

If is a sequence defined for .,then is called
the two-sided or bilateral Z-transform of and denoted by or

,where z is a complex variable in general.
If is a casual sequence, i.e if , for n<0,then the Z-transform is
called one-sided or unilateral Z-transform of and is defined as
We shall mostly deal with one sided Z-transform which will be hereafter referred to as
Z-transform.
3.3 Properties of Z-
transforms: (1) Linearity:
The Z-transform is linear

.
Proof:
similarly, .
(2)Time Shifting:
58
(i)
(ii)
Proof:
Extending this result, we get
(3)Frequency Shifting:
(i)
(ii)
Proof:
Similarly (ii) can be proved.
Corollary:
If , then
59
The result follows, if we replace in (ii).
(4)Time Reversal for Bilateral Z-Transform:

If
Proof:
(5) Differentiation in the Z-Domain:

(i)
(ii)
Proof:
(i)
Similarly, (ii) can be proved.
(6) Initial Value Theorem:

(i)
(ii)
Proof:
60
(7) Final value Theorem:

(i)
(ii)
Proof:
Taking limits as z tends to 1,
Similarly, (ii) can be proved, starting with property 2(ii).
(8) Convolution Theorem:

Definitions:
The convolution of the two sequences is defined as
(i) , if the sequence are non causal and
(ii) , if the sequences are causal.
The convolution of two functions is defined as
where T is the sampling period.
61
Statement of the theorem:

(i)
(ii)
Proof:
(For the bilateral z=transform)
(i)
By changing the order of summation,

, by putting n-r=m
(ii)
(1)
Say, where
(2)
Using (2) in (1), we get
62
Z-Transforms of some basic functions:

(1) is the unit impulse sequence defined by
(2) Where k is a constant and is the unit step sequence

defined by
(i)
Where the region of convergence (ROC) is .
(ii) In particular,
and
(3)
(i) , where the ROC is .
(ii) , where the ROC is .
(iii) .
(iv) .
(v)
(4) .
(i)
63
(ii) Where the ROC is .
(iii)
(iv)
(v)
(5) .
(i)
(ii)
(6) .
(i) .
(ii) .
(7) .
(i) .
(ii) Putting a=1, we get .
(8) .
(i) .
(ii) .
(iii) .
In particular,
64
(iv) .
In particular,
(9) .
(i) .
(ii) .
(iii) .
(iv) .
Problems:
(1) Find the bilateral Z-transforms of

(i)
(ii)
(iii)
Solution:
(i)
By property 3,
65
(ii)
By property 3, which is true for bilateral Z-transform also.
(iii) by property5.
(2) Find the Z-transforms of

(i) and
(ii)
Solution:
(i)
(ii)
66
(3) Find Z-transforms of

(i) , and
(ii)
Solution:
(i)
[Refer to basic transform (6)]
(ii) , by partial fractions.
67

(i)
(ii) , and
(iii)
Solution:
(i) Let
(ii) Let
68
By basic transform (8)
(iii) Let
(5) (i) Use initial value theorem to find , when
(ii) Use final value theorem to find , when
Solution:
(i) By initial value theorem,
(ii) By final value theorem,
69
(6) Use convolution theorem to find the sum of the first n natural numbers.
Solution:
By convolution theorem,
Taking inverse Z-transforms,
(7) Use convolution theorem to find the inverse Z-transform of

(i) and
(ii)
Solution:
(i)
70
(ii)
Inverse Z-transforms:
The inverse of Z-transform of has been already defined as

, when .
can be found out by any one of the following methods.
Method 1 (Expansion method)
71
If can be expanded in a series of ascending powers of , i.e in the
form , by binomial, exponential and logarithmic theorems, the coefficient of
in the expansion gives .
Method 2 (Long division method)

When the usual methods of expansion of fail and if ,
then is divided by in the classical manner and hence the expansion
is obtained in the quotient.
Method 3 (partial fraction Method)

When is a rational function in which the denominator can be factorised,
is resolved in to partial fraction and then is derived as the sum of the
inverse Z-transforms of the partial fractions.
Method 4 (By Cauchys Residue Theorem)

By using the relation between the Z-transform and Fourier transform of a
sequence, it can be proved that
Where C is a circle whose centre is the origin and radius is sufficiently large to include
all the isolated singularities of .
By Cauchys residue theorem,
x sum of the residues of at the isolated singularities.
Sum of the residues of at the isolated singularities.
Use of Z-transforms to solve Finite Difference equations:

Z-transforms can be used to solve finite difference equation of the form
with given values of y(0) and y(1).
Taking Z-transforms on both sides of the given difference equation and using the values
of y(0) and y(1), we will get . Then
will give .
To express and in terms of .
(i) .
(ii) .
72
Problems:
(1) Find the inverse Z-transform of , by the long division method.
Solution:
Thus
(2) Find the inverse Z-transform of , by the long division method.

Solution:
Thus ,
73
(3) Find by the method of partial fractions.
Solution:
Let
(4) Find , by using Residue theorem.
Solution:
, Where C is the circle whose
centre is the origin and which includes the singularities .
,by Cauchys residue
theorem.
are simple poles.
UNIT 3
2 mark
(1)Form the difference equation from
Ans:
(2)Express in terms of
Ans:
(3)Find the value of when

Ans:
(4)Define bilateral Z-transform.

Ans : If is a sequence defined for .,then is called the
two-sided or bilateral Z-transform of and denoted by or ,where z is

a complex variable in general.
(5)Find the z-transform of

Ans:
(6)Find using z-transform.

Ans:
(7)Define unilateral Z-transform.

Ans:
If is a casual sequence, i.e if , for n<0,then the Z-transform is called
one-sided or unilateral Z-transform of and is defined as
(8)Find using z-transform.
Ans:
(9) State and prove initial value theorem in z-transform.

Ans:
(i)
(ii)
(i)
(10)Find the z-transform of n.

Ans:
75
Ans:
76
CHAPTER 4
4.1 PARTIAL DIFFERENTIAL EQUATIONS
A partial differential equation is an equation involving a function of two or

more variables and some of its partial derivatives. Therefore a partial differential
equation contains one dependent variable and one independent variable.
Here z will be taken as the dependent variable and x and y the independent
variable so that .
We will use the following standard notations to denote the partial derivatives.
The order of partial differential equation is that of the highest order derivative
occurring in it.
Formation of partial differential equation:

There are two methods to form a partial differential equation.
(i) By elimination of arbitrary constants.
(ii) By elimination of arbitrary functions.
4.2 Problems
Formation of partial differential equation by elimination of arbitrary

constants:
(1)Form the partial differential equation by eliminating the arbitrary constants
from .
Solution:
Given ... (1)
77
Here we have two arbitrary constants a & b.
Differentiating equation (1) partially with respect to x and y respectively we get
(2)
. (3)
Substitute (2) and (3) in (1) we get

, which is the required partial differential equation.
(2) Form the partial differential equation by eliminating the arbitrary constants
a, b, c from .
Solution:
We note that the number of constants is more than the number of independent
variable. Hence the order of the resulting equation will be more than 1.
.................. (1)
Differentiating (1) partially with respect to x and then with respect to y, we get
Differentiating (2) partially with respect to x,
..(4)
Where .
From (2) and (4) , .
From (5) and (6), we get
78
, which is the required partial differential
equation.
(3) Find the differential equation of all spheres of the same radius c having their
center on the yoz-plane. .
Solution:
The equation of a sphere having its centre at , that lies on the -plane
and having its radius equal to c is
. (1)
If a and b are treated as arbitrary constants, (1) represents the family of spheres
having the given property.
Differentiating (1) partially with respect to x and then with respect to y, we
have
(2)
and .(3)
From (2), .(4)
Using (4) in (3), ..(5)
Using (4) and (5) in (1), we get
. i.e. , which is the required partial differential

equation.
Problems
Formation of partial differential equation by elimination of arbitrary
functions:
79
(1)Form the partial differential equation by eliminating the arbitrary function f
from
solution: Given
i.e. (1)
Differentiating (1) partially with respect to x and then with respect to y, we
get
.(2)
.(3)
where
Eliminating f(u) from (2) and (3), we get
i.e.
(2) Form the partial differential equation by eliminating the arbitrary function
Solution: Given (1)
Let ,
Then the given equation is of the form .

The elimination of from equation (2), we get,
80
i.e.
i.e
i.e
(3) Form the partial differential equation by eliminating the arbitrary function f
from
Solution: Given .(1)

Differentiating (1) partially with respect to x,
.(2)
Where and
Differentiating (1) partially with respect to y,
. (3)
Differentiating (2) partially with respect to x and then with respect to y,
. (4)
and .. (5)
.. (6)
Eliminating and from (4), (5) and (6) using determinants, we

have
=0
i.e.
or
81
(4) Form the partial differential equation by eliminating the arbitrary function
from
Solution: Given ...(1)
Where
Differentiating partially with respect to x and y, we get
(2)
.(3)
..(4)
(5)
..(6)
i.e.
Solutions of partial differential equations

Consider the following two equations
..(1)
82
and ..(2)
Equation (1) contains arbitrary constants a and b, but equation (2) contains only one
arbitrary function f.
If we eliminate the arbitrary constants a and b from (1) we get a partial differential
equation of the form . If we eliminate the arbitrary function f from (2) we get
a partial differential equation of the form .
Therefore for a given partial differential equation we may have more than one type of
solutions.
Types of solutions:
(a) A solution in which the number of arbitrary constants is equal to the number of
independent variables is called Complete Integral (or) Complete solution.
(b) In complete integral if we give particular values to the arbitrary constants we get
Particular Integral.
(c) The equation which does not have any arbitrary constants is known as Singular
Integral.
To find the general integral:

Suppose that ....(1)
is a first order partial differential equation whose complete solution is
..(2)
Where a and b are arbitrary constants.
Let , where fis an arbitrary function.
Then (2) becomes
.(3)
Differentiating (3) partially with respect to a, we get
.(4)
83
The eliminant of a between the two equations (3) and (4), when it exists, is called the
general integral of (1).
Methods to solve the first order partial differential equation:

Type 1:
Equation of the form ...(1)
i.e the equation contains p and q only.
Suppose that .....(2)
is a solution of the equation
substitute the above in (1), we get
on solving this we can get , where is a known function.

Using this value of b in (2), the complete solution of the given partial differential
equation is
(3)
is a complete solution,
To find the singular solution, we have to eliminate a and c from
Differentiating the above with respect to a and c, we get

,
and 0=1.
The last equation is absurd. Hence there is no singular solution for the equation of
Type 1.
Problems:
(1) Solve .
84
Solution:
Given: .(1)
Equation (1) is of the form .
Assume .(2)
be the solution of equation (1).
From (2) we get .
(1)
.(3)
Substitute (3) in (2) we get
....(4)
This is a complete solution.
To find the general solution:

We put in (4),where f is an arbitrary function.
i.e. (5)
(6)
Eliminating a between equations (5) and (6), we get the required general solution.
To find the singular solution:

Differentiate (4) partially with respect to a and c, we get
0=1.(which is absurd)
so there is no singular solution.
(2) Solve
85
Solution:
Given: ..(1)
Equation (1) is of the form
Assume (2)
be the solution of equation (1).
From (2) we get
(1)
.....(3)
Substituting (3) in (2), we get
(4)
This is a complete solution.

We put in (4), we get
..(5)
..(6)
Eliminating a between equations (5) and (6), we get the required general solution

Differentiating (4) with respect to a and c.
and 0=1 (which is absurd).

So there is no singular solution.
86
Type 2: (Clairauts type)
The equation of the form
(1)
is known as Clairauts equation.
Assume (2)
be a solution of (1).
Substitute the above in (1), we get

..(3)
which is the complete solution.
Problem:
(1) Solve
Solution:
Given: .(1)
Equation (1) is a Clairauts equation
Let ..(2)
be the solution of (1).
Put in (1), we get
.(3)
which is a complete solution.

(4)
Differentiate (4) partially with respect to a, we get
87
..(5)
Eliminating a between equations (4) and (5), we get the required general solution
To find singular solution,

..(6)
Differentiate (3) partially with respect to b, we get
..(7)
Multiplying equation (6) and (7),we get
(2) Solve
Solution:
Given: .(1)
Equation (1) is a Clairauts equation

Let ...(2)
be the solution of (1).
Put in (1), we get
.(3)
88
which is the complete solution.

..(4)
..(5)
Eliminating a between equations (4) and (5), we get the required general
solution

Differentiate (3) partially with respect to a,
.............. (4)
Differentiate (3) partially with respect to b,
.(5)
Substituting equation (4) and (5) in equation (3), we get
Type 3:
Equations not containing x and y explicitly, i.e. equations of the form
.(1)
For equations of this type ,it is known that a solution will be of the form
.(2)
Where a is the arbitrary constant and is a specific function to be found out.
Putting , (2) becomes
and
If (2) is to be a solution of (1), the values of p and q obtained should satisfy (1).
i.e. ..(3)
From (3), we get
.(4)
Now (4) is a ordinary differential equation, which can be solved by variable separable
method.
The solution of (4), which will be of the form , is the
complete solution of (1).
The general and singular solution of (1) can be found out by usual method.
Problems:
(1)Solve .
Solution:
iven: (1)

Assume where, be a solution of (1).
.(2)
(3)
Substituting equation (2) & (3) in (1), we get
90
By variable separable method,
By integrating, we get
.(4)
This is the complete solution.

..(5)
..(6)
91
solution.

Differentiate (4) partially with respect to a and k, we get
..(7)
and (which is absurd)

(2)Solve .
Solution:
Given: (1)

Assume where , be a solution of (1).
.(2)
(3)
92
Substituting equation (2) & (3) in (1), we get
Integrating the above, we get
..(4)

..(5)
..(6)
solution.
Differentiate (4) partially with respect to a and k, we get
93
..(7)
and (which is absurd)
Type 4:
Equations of the form
..(1)
i.e. equation which do not contain z explicitly and in which terms containing p and x can
be separated from those containing q and y.
To find the complete solution of (1),
We assume that .where a is an arbitrary constant.
Solving ,we can get and solving ,we can get
.
Now
i.e.
Integrating with respect to the concerned variables, we get
.(2)
The complete solution of (1) is given by (2), which contains two arbitrary constants a
and b.
Problems:
(1)Solve .
Solution:
Given:
..(1)
94
Let (say)
.(2)
Similarly, (3)
Assume be a solution of (1)

Substitute equation (2) and (3) to the above, we get
Integrating the above we get,
..(4)

(2) Solve .
Solution:
Given:
.. (1)
Let (say)
. (2)
Similarly, (3)
Assume be a solution of (1)
Substitute equation (2) and (3) to the above, we get
Integrating the above we get,

95
(4)
Equations reducible to standard types-transformations:

Type A:
Equations of the form .
Where m and n are constants, each not equal to 1.
We make the transformations .
Then and
Therefore the equation reduces to .which is a

type 1 equation.
The equation reduces to .which is a type 3
equation.
Problem:
(1)Solve .
Solution:
Given:
This can be written as
Which is of the form , where m=2,n=2.
96
Put
Substituting in the given equation,

.
This is of the form .
Let , where
Equation becomes, .
Solving for ,
is a complete solution.
The general and singular solution can be found out by usual method.
Type B:
Equations of the form .
Where k is a constant, which is not equal to -1.
We make the transformations .
Then and
97
Therefore the equation reduces to which is a type 1
equation.
The equation reduces to which is a
type 4 equation.
Problems:
(1)Solve:
Solution:
Given:
The equation can be rewritten as (1)
Which contains .
Hence we make the transformation
Similarly

..(2)
As (2) is an equation containing P and Q only, a solution of (2) will be of the form
.(3)
Now obtained from (3) satisfy equation (2)
i.e.
Therefore the complete solution of (2) is
i.e complete solution of (1) is
98
Singular solution does not exist. General solution is found out as usual.
Type C:
Equations of the form , where
We make the transformations
Then
and
Therefore the given equation reduces to
This is of type 1 equation.
Problem:
(1)Solve
Solution:
Given:
It can be rewritten as ..(1)
which is of the form

we make the transformations
i.e.
Then
99
Similarly, ,
Using these in (1),it becomes
(2)
As (2) contains only P and Q explicitly, a solution of the equation will be of the
form
.(3)
Therefore obtained from (3) satisfy equation (2)
i.e.
Singular solution does not exist. General solution is found out as usual.
Type D:
Equation of the form
By putting the equation reduces

to
where .
Problems:
(1)Solve .
Solution:
Given: . .(1)
Rewriting (1),
. .(2)
100
As (2) contains , we make the substitutions
Then
i.e.
Similarly,
Using these in (2), it becomes

..(3)
which contains only P and Q explicitly. A solution of (3) is of the form
(4)
Therefore obtained from (4) satisfy equation (3)
i.e.
Therefore the complete solution of (1) is ..(5)
General solution of (1) is obtained as usual.
General solution of partial differential equations:

Partial differential equations, for which the general solution can be obtained
directly, can be divided in to the following three categories.
(1) Equations that can be solved by direct (partial) integration.
(2) Lagranges linear equation of the first order.
(3) Linear partial differential equations of higher order with constant coefficients.
Equations that can be solved by direct (partial) integration:

Problems:
101
(1)Solve the equation if when when
Also show that when .

Solution:
Given: .(1)
Integrating (1) partially with respect to x,
.(2)
When in (2), we get .
Equation (2) becomes .(3)
Integrating (3) partially with respect to t, we get

(4)
Using the given condition, namely when we get
Using this value in (4), the required particular solution of (1) is
Now
i.e. when .
(2) Solve the equation simultaneously.
Solution: Given
Integrating (1) partially with respect to x,
102
..(3)
...(4)
Comparing (2) and (4), we get
Therefore the required solution is
, where c is an arbitrary constant.
Lagranges linear equation of the first order:

A linear partial differential equation of the first order , which is of the form
where are functions of is called Lagranges linear equation.

working rule to solve
(1)To solve , we form the corresponding subsidiary simultaneous equations
(2)Solving these equations, we get two independent solutions .

(3)Then the required general solution is .
Solution of the simultaneous equations
Methods of grouping:
By grouping any two of three ratios, it may be possible to get an ordinary
differential equation containing only two variables, eventhough P;Q;R are in
general, functions of x,y,z. By solving this equation, we can get a solution of the
simultaneous equations. By this method, we may be able to get two independent
solutions, by using different groupings.
103
Methods of multipliers:
If we can find a set of three quantities l,m,n which may be constants or
functions of the variables x,y,z, such that , then the solution of the
simultaneous equation is found out as follows.
Since If is an exact
differential of some function , then we get Integrating this, we get
, which is a solution of
Similarly, if we can find another set of independent multipliers we can get

another independent solution .
Problems:
(1)Solve .
Solution:
Given: .
This is of Lagranges type of PDE where .
The subsidiary equations are
Taking first two members
Integrating we get
i.e. .(1)
Taking first and last members .
i.e. .
Integrating we get ......(2)
104
Therefore the solution of the given PDE is .
(2)Solve the equation

Solution:
Given:
This is of Lagranges type of PDE where .
The subsidiary equations are .(1)
Using the multipliers 1,1,1, each ratio in (1)= .
.
Integrating, we get (2)
Using the multipliers y,x,2z, each ratio in (1)= .
Therefore the general solution of the given equation is .
(3)Show that the integral surface of the PDE .
Which contains the straight line .

Solution:
The subsidiary equations of the given Lagrange s equation are
(1)
Using the multipliers . each ratio in (1)= .
105
Using the multipliers y,x,-1, each ratio in (1)= .

The required surface has to pass through
(4)
Using (4) in (2) and (3), we have
(5)
Eliminating x in (5) we get,

.(6)
Substituting for a and b from (2) and (3) in (6), we get
, which is the equation of the required
surface.
Linear P.D.E.S of higher order with constant coefficients:

The standard form of a homogeneous linear partial differential equation of the
order with constant coefficients is
.(1)
where as are constants.
If we use the operators , we can symbolically write equation (1)
as
.(2)
.(3)
where is a homogeneous polynomial of the degree in .

The method of solving (3) is similar to that of solving ordinary linear differential
equations with constant coefficients.
106
The general solution of (3) is of the form z = (complementary function)+(particular
integral),where the complementary function is the R.H.S of the general solution of
and the particular integral is given symbolically by .
Complementary function of :
C.F of the solution of is the R.H.S of the solution of
. (1)
In this equation, we put ,then we get an equation which is called the
auxiliary equation.
Hence the auxiliary equation of (1) is
.(2)
Let the roots of this equation be .
Case 1:
The roots of (2) are real and distinct.
The general solution is given by
Case 2:
Two of the roots of (2) are equal and others are distinct.
Case 3:
r of the roots of (2) are equal and others distinct.
To find particular integral:

Rule (1): If the R.H.S of a given PDE is , then
Put
107
If refer to Rule (4).
Replace provided the

denominator is not equal to zero.
If the denominator is zero, refer to Rule (4).
Expand by using Binomial Theorem and then operate on .
Rule (4): If the R.H.S of a given PDE is any other function [other than
Rule(1),(2) and(3)] resolve into linear factors say

etc. then the
Note: If the denominator is zero in Rule (1) and (2) then apply Rule (4).
Working rule to find P.I when denominator is zero in Rule (1) and Rule (2).
If the R.H.S of a given PDE is of the form
Then
This rule can be applied only for equal roots.
Problems:
(1) Solve
Solution:
Given:
108
The auxiliary equation is
The general solution of the given equation is
(2)Solve
Solution:
Given:
109
Therefore the general solution is
(3)Solve
Solution:
Given:
110
Therefore the general solution is
111
UNIT 4
2 mark
(1)Form a partial differential equation by eliminating arbitrary constants a and b from
Ans:
Given . (1)
Substituting (2) & (3) in (1), we get
(2) Solve:
Ans:
Auxiliary equation
(3)Form a partial differential equation by eliminating the arbitrary constants a and b from
the equation .
Ans:
Given: .. (1)
Partially differentiating with respect to x and y we get
.. (2)
... (3)
(2) (4)
(3) .. (5)
Substituting (4) and (5) in (1) we get
.
.
(4)Find the complete solution of the partial differential equation
Ans:
Given:
.. (1)
Let us assume that
(2)
be the solution of (1)
112
.. (3)
From the above equation we get,
. (4)
(5)Find the PDE of all planes having equal intercepts on the x and y axis.
Ans:
The equation of such plane is
. (1)
Partially differentiating (1) with respect to x and y we get
.. (2)
.. (3)
(6)Find the solution of .

Ans:
The S.E is
Taking first two members, we get
Integrating we get
i.e
Taking last two members, we get
Integrating we get
113
i.e
The complete solution is
(7)Find the singular integral of the partial differential equation

Ans:
The complete integral is
Therefore
(8)Solve:
Ans:
.. (1)
Let us assume that
(2)
be the solution of (1)
.. (3)
This is the required solution.
(9)Form a partial differential equation by eliminating the arbitrary constants a and b from
Ans:
(1)
114
.. (2)
This is the required PDE.

(10)Solve:
Ans:
Auxiliary equation
(11)Form a partial differential equation by eliminating the arbitrary constants a and b

from
Ans: Given . (1)
(12)Solve:
Ans:
The given equation can be written as
We know that the C.F corresponding to the factors
In our problem
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(13)Form a partial differential equation by eliminate the arbitrary function f from
Ans:
From (1), we get
Substituting (3) in(2), we get
(14)Solve:
Ans: Auxiliary equation
(15)Obtain partial differential equation by eliminating arbitrary constants a and b from
Ans:
Given . (1)
(16)Find the general solution of
Ans:
Auxiliary equation is
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General solution is
(17)Find the complete integral of
Ans: Let us assume that

(1)
be the solution of the given equation.
.. (2)
Substituting the above in (1) we get
This gives the complete integral.

(18)Solve:
Ans:
Auxiliary equation
(19)Find the PDE of the family of spheres having their centers on the line x=y=z.
Ans: The equation of such sphere is
From (1),
From (2),
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This is the required PDE.
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Chapter 5
Boundary value problems
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Solution :

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Transforms and Partial differential equations I year / I sem

TRANSFORMS AND PARTIAL DIFFERENTIAL EQUATIONS

Fourier integral theorem (without proof) Sine and

UNIT III Z -TRANSFORM AND DIFFERENCE EQUATIONS 9

1.1 PERIODIC FUNCTIONS

1.2 DIRICHLETS CONDITIONS

series of the form + provided

1.3 EULERS FORMULAS

The infinite trigonometric series + is called the

Such that = or = , then is said to be an even function of x in

Such that = - or =- , then is said to be an odd function of x in

1.5 FOURIER SERIES OF EVEN AND ODD FUNCTIONS

Let = + in (0 , 2l) (1)

using Bernoullis formula.

x (2l - x) = in (0, 2l) ..(2)

The required series can be obtained by putting x = l in the Fourier

Sum the Fourier series in (2) = f(l)

Using these values in (1), we get

3. Find the Fourier series expansion of = sin ax in (-l , l).

Using these values in (1), we get

4. Find the Fourier series expansion of = . Hence obtain a series for

Using these values in (1), we get

[Since x=0 is a point of continuity of f(x)]

(ii) The half range sine series in (0 , l) is

(iii) The half range cosine series in (0 , ) is given by

(iv) The half range sine series in (0 , ) is given by

If a function y = is defined in (c , c+2l), then is called the root mean-

square(R.M.S.) value of y in (c , c+2l) and is denoted by

1.7.2 PARSEVALS THEOREM

+ in (c , c+2l), then the root-mean square value of y =

By Eulers formulas for the Fourier coefficients,

= , by using (2) and (3)

The Fourier half-range cosine series of is given by

Using this value in(2), we get the half-range sine series of in (0 , ).

2. Find the half-range sine series of = sin ax in (0 , l).

Using this values in (1), we get the half-range sine series as

3. Find the half-range cosine series of = a in (0 , l). Deduce the sum of

Let f(x) = ..(1)

Using this value in (1), we get

Substituting (2), (3), (4) in (1) we get

We know that r.m.s. value of f(x) in (-l , l) is

From (2) we get

From (3) we get

From (4) we get

Substituting (6), (7) and (8) in (5) we get

5. Find the Fourier series for = in Hence show that

1.8 HARMONIC ANALYSIS

= 2[mean value of y cos nx in (0 , 2 )]

= 2[mean value of y sin nx in (0 , 2 )]

and now, = 2[mean value of y in (0 , 2l)]

(ii) If the half range Fourier sine series of in (0 , l) is,

(iii) If the half range Fourier sine series of in (0 , ) is,

(iv) If the half range Fourier cosine series of in (0 , l) is,

= 2[mean value of y in (0 , l)]

(v) If the half range Fourier cosine series of in (0 , ) is,

1.98 1.3 1.05 1.3 -0.88 -0.25 1.98

Show that = 0.75 + 0.37 +1.004 , where

when x takes the values of 0, , , , , takes the values 0, , ,

, , . (By using (1))

Let the Fourier series be of the form

y cos sin y cos y sin

-0.25 0.500 -0.866 -0.125 0.2165

4.6 1.12 3.013