Department of Pure and Applied Mathematics
TRANSFORM CALCULUS AND PDE
(III SEM)
Question Bank for AE/CE/ME/ECE/EEE
- The only way to learn mathematics is to do mathematics!
Module
1
PARTIAL DIFFERENTIAL EQUATION
***
Form the PDE by eliminating the arbitrary constants
1. z = (x + a)(y + b)
x2 y2
2. 2z = a2
+ b2
3. ax2 + by 2 + z 2 = 1
4. z = a log(x2 + y 2 ) + b
5. Find the PDE of the family of all spheres whose centres lie on the plane z = 0 and have a
constant radius r.
√
6. z = xy + y x2 − a2 + b
Form the PDE by eliminating the arbitrary functions
1. z = f (x2 + y 2 )
1
2. z = y 2 + 2f x
+ log y
3. z = ey f (x + y)
4. z = f (x + ct) + g(x − ct)
5. z = yf (x) + xϕ(y)
6. z = xf1 (x + t) + f2 (x + t)
7. ϕ(x + y + z, x2 + y 2 − z 2 ) = 0
8. ϕ(xy + z 2 , x + y + z) = 0
xy
9. f z
, z =0
Solution of PDEs by the method of separation of variables
∂u ∂u
1. Solve + = 2(x + y)u
∂x ∂y
∂u ∂u
2. Solve x2 + y2 =0
∂x ∂y
∂u ∂u
3. Solve =2 + u, where u(x, 0) = 6e−3x
∂x ∂t
Solve the following PDEs
1. xp + yq = z
2. p cot x + q cot y = cot z
3. y 2 zp = x2 (zq + y)
4. (y − z)p + (z − x)q = (x − y)
5. x(y 2 + z)p − y(x2 + z)q = z(x2 − y 2 )
Solve using Charpit’s Method
1. z 2 = pqxy
2. 2(z + px + qy) = yp2
3. z = p2 x + q 2 y
4. z 2 = pqxy
Module
2
Laplace Transform
***
Find the Laplace Transform for the following
1. L[cos2 t]
2. L[sin2 t]
3. L[sin2 (4t)]
4. L[sin 5t cos 2t]
5. L[cos t cos 2t cos 3t]
6. L[t−3/2 + t3/2 ]
√
7. L[2 t + √4t ]
8. L[e−2t (2 cos 5t − sin 5t)]
9. L[t cos ωt]
10. L[t cos2 t]
2 sin t sin 5t
11. L
t
" #
cos at − cos bt
12. L
t
sin 3t
13. L
t
14. L[cosh2 3t]
15. L[e−2t sinh t]
16. L[e−2t sin 3t]
Laplace Transform of Periodic Functions
E,
0 < t < a/2 E as
1. Given f (t) = and f (t + a) = f (t), show that: L[f (t)] = tanh
−E,
a/2 < t < a s 4
t,
0≤t≤a 1
2. Given f (t) = and f (t + 2a) = f (t), show that: L[f (t)] = tanh(as/2)
2a − t,
a ≤ t ≤ 2a s2
Laplace Transform of Heaviside Function (Unit Step)
cos t,
0<t<π
1. Express f (t) = in terms of Heaviside function and find its Laplace
sin t,
t>π
Transform.
1, 0≤t≤1
2. Express f (t) = t, 1 ≤ t ≤ 2 in terms of Heaviside function and find its Laplace Transform.
t2 ,
t>2
cos t, 0<t≤π
3. Express f (t) = 1, π < t ≤ 2π in terms of Heaviside function and find its Laplace
sin t,
t > 2π
Transform.
4. Find Inverse Laplace Transform for the following:
h i
(a) L−1 1
S3
h i
(b) L−1 2
S+3
h i
(c) L−1 2S−1
S 2 +8
h i
(d) L−1 S+2
S 2 +36
+ 4S
S 2 +2
h i
(e) L−1 S+3
(S+3)2 +36
h i
(f) L−1 1
S(S+1)(S+2)S+3
h i
2S 2 +5S−4
(g) L−1 S 3 +S 2 −2S
h i
(h) L−1 S+2
S 2 (S+3)
h i
(i) L−1 S+3
S 2 +6S+13
5. Find the Inverse Laplace Transform of the following functions by using convolution theorem.
h i
(a) L−1 1
S(S 2 +a2 )
h i
S2
(b) L−1 (S 2 +a2 )2
h i
S2
(c) L−1 (S 2 +a2 )(S 2 +b2 )
6. Solve y ′′ (t) + 4y(t) = 0, given y(0) = 2 & y ′ (0) = 0 by L.T method.
7. Solve y ′′ (t) + 4y ′ (t) + 4y(t) = e−t , given y(0) = 0 & y ′ (0) = 0 by L.T method.
8. Solve y ′′ (t) + 2y ′ (t) − 3y(t) = sin t, given y(0) = 0, y ′ (0) = 0 by L.T. method.
9. Solve y ′′ (t) + 2y ′ (t) + 2y(t) = 5 sin t, given y(0) = 0 & y ′ (0) = 0 by L.T method.
Module
3
Fourier Series
***
1. Find the Fourier Series of f (x) = x2 in the −π < x < π.
2. Find the Fourier Series of f (x) = (x − x2 ) from −π < x < π.
3. Find the Fourier Series of f (x) = x sin x in −π < x < π.
π−x
4. Obtain the Fourier Series of f (x) = 2
in 0 < x < 2π.
5. Obtain the Fourier Series of f (x) = x(2π − x) in 0 ≤ x ≤ 2π.
x
in 0 < x < π
6. Obtain the Fourier Series of f (x) = .
x − 2π in π < x < 2π
x2
in (0, π)
7. Find the Fourier series of f (x) = .
−(2π − x)2 in (π, 2π)
8. Obtain the Fourier series of f (x) = |x| in (−l, l).
1 + 4x
in − 3/2 ≤ x ≤ 0
3
9. Obtain the Fourier series of f (x) = .
1 − 4x in 0 ≤ x ≤ 3/2
3
10. Obtain the F.S of f (x) = x − x2 in −1 < x < 1.
11. Obtain the F.S of f (x) = 2x − x2 in the interval 0 < x < 3.
12. Obtain the F.S of f (x) = 2x − x2 in 0 < x < 2.
13. Obtain Sine half range series of f (x) = x2 in 0 < x < π.
14. Obtain Sine half range series of f (x) = 2x − 1 in 0 < x < 1.
15. Find the Sine half range series of f (x) = x in (0, π).
16. Find Sine half range series of f (x) = x2 − x in (0, 1).
17. Obtain cosine half range series of f (x) = 2x − 1 in 0 < x < 1.
18. Obtain cosine half range series of f (x) = (x − 1)2 in (0, 1).
19. Obtain cosine half range series of f (x) = (2x − 1) in (0, 2).
20. Obtain cosine half range series of f (x) = x sin x in (0, π).
21. Obtain the Fourier Series of the 1st cosine and Sine terms for the following table.
x◦ 0 45 90 135 180 225 270 315
y 2 3/2 1 1/2 0 1/2 1 3/2
22. Obtain the Fourier series 1st harmonic for the given table.
x◦ 0 60 120 180 240 300
y 7.9 7.2 3.6 0.5 0.9 6.8
23. Obtain F.S of 2nd harmonic for the following data.
x◦ 45 90 135 180 225 270 315 360
y 4.0 3.8 2.4 2.0 -1.5 0 2.8 3.4
24. Obtain F.S upto 2nd harmonic for the following data.
x◦ 30 60 90 120 150 180 210 240
y 2.34 3.01 3.68 4.15 3.69 2.20 0.83 0.51
Module
4
Fourier Transform
***
1
for |x| ≤ a
1. Find the complex Fourier transform of the function f (x) = .
0
for |x| > a
x
if |x| ≤ α
2. Find the complex F.T of the function f (x) = .
0
if |x| > α
x2
if |x| < a
3. Find the Fourier transform of f (x) = , where a is constant.
0
if |x| > a
4. Find the F.T of f (x) = e−|x| .
1 − |x|
if |x| ≤ 1
5. Find the F.T of f (x) = .
0 for |x| > 1
6. Find the F.T of f (x) = xe−|x| .
1 + (x/a) , −a < x < 0
7. Find the F.T of f (x) = 1 − (x/a) ,0 < x < a .
0
, otherwise
x
,0 < x < 2
8. Find the Fourier Sine & cosine transforms of f (x) = .
0
, elsewhere
9. Find the Fourier Sine & cosine transforms of f (x) = e−αx , α > 0.
10. Find the Fourier Sine & cosine transforms of f (x) = e−3x .
11. Find the Fourier Sine transform of f (x) = e−|x| .
12. Find the Fourier Cosine transform of f (x) = e−|x| .
13. Find the Fourier cosine transform of f (x) = e2x .
x ,0 < x < 1
14. Find Fourier cosine transform of f (x) = 2−x , 1 < x < 2.
0
,x > 2
e−ax
15. Find the Fourier Sine transform of f (x) = x
.
4x ,0 < x < 1
16. Find the Fourier cosine transform of f (x) = 4−x , 1 < x < 4.
0
,x > 4
17. Find the Fourier Cosine transform of f (x) = [5e−2x + 2e−5x ].
18. Find the Fourier Sine transform of f (x) = [4e−2x + 3e−5x ].
19. Find the Fourier Sine & Cosine transform of f (x) = xe−ax .
20. Find the Fourier Cosine & Sine transform of f (x) = e−ax .
Module
5
Z Transform
***
1. Find the Z-transforms for the following:
(a) Z[n + 2]
(b) Z[n2 ]
(c) Z[3n2 + 4n + 9]
(d) Z[n + 5]
(e) Z[(n + 1)2 ]
(f) Z[2]
(g) Z[e−an ]
(h) Z[e−an · n]
(i) Z[sin at]
(j) Z[cos at]
(k) Z[cos θ + i sin θ]n
(l) Z[2n + sin(nπ/4) + 1]
(m) Z[cos(nπ/2 + π/4)]
(n) Z[sin(3n + 5)]
2. Find the Inverse Z-transforms by partial Fractions method for the following:
h i
z
(a) ZT (z−1)(z−2)
h i
5z
(b) ZT (2−z)(3z−1)
h i
z
(c) ZT (z+1)(z+2)
h i
3z 2 +2z
(d) ZT (5z−1)(5z+2)
h i
2z 2 +3z
(e) ZT (z+2)(z−4)
h i
3z
(f) ZT z 2 −3z+2
h i
z
(g) ZT 2z 2 +z−3
3. Solve the difference Equation by using Z-transforms
(a) un+2 + un = 0
(b) un+2 − 4un = 0 given that u0 = 0 & u1 = 2
(c) yn+2 + 6yn+1 + 9yn = 2n with y0 = y1 = 0
(d) un+2 + 6un+1 + 9un = 3n with u0 = u1 = 0
(e) un+2 − 5un+1 + 6un = 0
(f) un+2 + un = 2 given that u0 = 0, u1 = 0
FORMULAS
Partial Differential Equation (PDE)
Separation of Variables
Consider a partial differential equation (PDE) with two independent variables x and y, where:
u = u(x, y) (1)
Assume the solution to equation (1) is of the form:
u = XY, where X = X(x), Y = Y (y)
Now compute the partial derivatives:
∂(XY ) dX
=Y
∂x dx
∂(XY ) dY
=X
∂y dy
Charpit’s Equations
dx dy dz dp dq
= = = = (2)
∂f ∂f ∂f ∂f ∂f ∂f ∂f ∂f
− − −p −q +p +q
∂p ∂q ∂p ∂q ∂x ∂z ∂y ∂z
Laplace Transform
Laplace Transform of Elementary Functions
a
(a) L[a] = , where a is constant
s
1
(b) L[eat ] = , s>a
s−a
1
(c) L[e−at ] = , s > −a
s+a
s
(d) L[cosh(at)] = , s > |a|
− a2
s2
a
(e) L[sinh(at)] = 2 , s > |a|
s − a2
s
(f) L[cos(at)] = 2 , s>0
s + a2
a
(g) L[sin(at)] = 2 , s>0
s + a2
Laplace Transform of tn
Γ(n+1)
n+1 , if n is fractional
s
L[tn ] =
n!
n+1
s
, if n is a true integer
Properties of Laplace Transform
1. If L[f (t)] = F (s), then L[eat f (t)] = F (s − a)
2. If L[f (t)] = F (s), then L[e−at f (t)] = F (s + a)
dn
3. If L[f (t)] = F (s), then L[tn f (t)] = (−1)n n [F (s)],
ds
where n is a true integer
" #
f (t)
4. If L[f (t)] = F (s), then L = s∞ F (u) du
R
t
5. Linearity Property:
L[af (t) + bg(t)] = aL[f (t)] + bL[g(t)], where a, b are constants
6. Change of Scale Property:
1 s
L[f (t)] = F (s) ⇒ L[f (at)] = F
a a
Trigonometric Identities
1 + cos 2θ
1. cos2 θ =
2
1 − cos 2θ
2. sin2 θ =
2
Laplace Transform of a Periodic Function
If f (t) is a periodic function with period T , then its Laplace transform is given by:
1 Z T
L[f (t)] = e−st f (t) dt
1 − e−sT 0
Laplace Transform of Heaviside Function (Unit Step
Function)
The Heaviside function H(t − a) or u(t − a) is defined as:
0,
for t < a
H(t − a) or u(t − a) = where a is a non-negative constant.
1,
for t ≥ a
Properties Involving the Unit Step Function
e−as
1. L[u(t − a)] = s
2. If L[f (t)] = F (s), then:
L[f (t − a) · u(t − a)] = e−as F (s)
3. Let
f1 (t),
t≤a
f (t) =
f2 (t),
t>a
Then,
f (t) = f1 (t) + [f2 (t) − f1 (t)] · u(t − a)
Let the function f (t) be defined as:
f1 (t), t≤a
f (t) = f2 (t), a < t ≤ b
3 (t),
f
t>b
Then it can be written as:
f (t) = f1 (t) + [f2 (t) − f1 (t)] u(t − a) + [f3 (t) − f2 (t)] u(t − b)
Standard formulas:
h i
1. L−1 a
s
=a
h i
tn tn
2. L−1 sn+1
1
= n!
& Γ(n+1)
h i
3. L−1 1
s−a
= eat
h i
4. L−1 1
s+a
= e−at
h i
5. L−1 1
s2 +a2
= sin at
a
h i
6. L−1 s
s2 +a2
= cos at
h i
7. L−1 s
s2 −a2
= cosh at
h i
8. L−1 1
s2 −a2
= sinh at
a
Properties:
1. If L−1 [F (s)] = f (t)
2. L−1 [F (s − a)] = eat f (t) 1st shifting property ∴ L [eat f (t)] = F (s − a)
3. L−1 [F (s + a)] = e−at f (t) ∴ L [e−at f (t)] = F (s + a)
4. L−1 [e−as F (s)] = f (t − a)u(t − a) 2nd shifting property ∴ L [f (t − a)u(t − a)] = e−as F (s)
n
5. Derivative: L−1 [−F ′ (s)] = tf (t) & L−1 [F ′′ (s)] = t2 f (t) ∴ L [tn f (t)] = (−1)n ds
d
n F (s)
Convolution Theorem:
Statement: If L−1 [F (s)] = f (t) & L−1 [G(s)] = g(t)
Rt
then L−1 [F (s) · G(s)] = u=0 f (u)g(t − u) du.
Application to solve ordinary linear differential equation of 1st & 2nd order with constant
coefficients.
L [y ′ (t)] = sL [y(t)] − y(0)
L [y ′′ (t)] = s2 L [y(t)] − sy(0) − y ′ (0)
L [y ′′′ (t)] = s3 L [y(t)] − s2 y(0) − sy ′ (0) − y ′′ (0)
Fourier Series
Fourier Series expansion over the interval (−π, π)
∞ ∞
a0 X X
f (x) = + an cos nx + bn sin nx
2 n=1 n=1
1Zπ 1Zπ
a0 = f (x) dx, an = f (x) cos nx dx
π −π π −π
1Zπ
bn = f (x) sin nx dx, for n = 1, 2, 3, . . .
π −π
If f (x) is odd function in (−π, π), then a0 = 0, an = 0
2Zπ
⇒ bn = f (x) sin nx dx, for n = 1, 2, 3, . . .
π 0
If f (x) is even function in (−π, π) then bn = 0
2Zπ
a0 = f (x)dx
π −π
2Zπ
an = f (x) cos nxdx for n = 1, 2, 3, . . .
π −π
Properties of integrals:
1) Bernoulli’s generalised rule of integrals
Z Z Z Z Z Z Z
′ ′′
uvdx = u v−u ( v) + u ( ( v)) − . . .
1) sin(nπ) = 0, cos(nπ) = (−1)n , sin(2nπ) = 0, cos(2nπ) = (−1)2n = 1
R ax eax
3) e cos(bx + c)dx = a2 +b2
(a cos bx + b sin bx)
R ax eax
4) e sin(bx + c)dx = a2 +b2
(a sin bx − b cos bx)
Even function: f (−x) = f (x) or f (2l − x) = f (x)
2 Rl 2 Rl nπx
a0 = l 0
f (x)dx, an = l 0
f (x) cos l
dx bn = 0
Odd Function: f (−x) = −f (x) or f (2l − x) = −f (x)
2 Rl nπx
a0 = an = 0, bn = l 0
f (x) sin l
dx
Half Range Fourier Series:
f (x) in (0, l):
1. Cosine series
2Z l 2Z l nπx
a0 = f (x)dx, an = f (x) cos dx
l 0 l 0 l
∞
a0 X nπx
f (x) = + an cos
2 n=1 l
2 Rl nπx
(ii) Sine series: bn = l 0
f (x) sin l
dx
∞
nπx
X
f (x) = bn sin dx
n=1 l
2 Rπ 2 Rπ
(i) cosine series: a0 = f (x)dx an = f (x) cos nxdx
π 0 π 0
a0 ∞
P
f (x) = + an cos nx
2 n=1
2 Rπ
(ii) Sine series: bn = π 0 f (x) sin nxdx
P∞
f (x) = n=1 bn sin nx
Practical Harmonic Analysis
1st harmonic, n = 1
a0
y= 2
+ a1 cos x + b1 sin x
2 P 2 P 2 P
a0 = N
y, an = N
y cos nx, bn = N
y sin nx
Fourier Transforms
The infinite F.T of a real valued function f (x) is defined by F [f (x)] or F (u) or
fˆ(u) = −∞
R∞
f (x)eiux dx
Fourier cosine & sine Transforms:
R∞
Fc [f (x)] = 0 f (x) cos uxdx = Fc (u) → Fourier cosine Transform
R∞
Fs [f (x)] = 0 f (x) sin uxdx = Fs (u) → Fourier sine Transform
Z-Transforms
List of Standard z-transforms:
z
1) ZT (1) = z−1
z
2) ZT (n) = (z−1)2
z 2 +z
3) ZT (n2 ) = (z−1)3
z 3 +4z 2 +z
4) ZT (n3 ) = (z−1)4
z
5) ZT (k n ) = z−k
kz
6) ZT (k n n) = (z−k)2
kz 2 +k2 z
7) ZT (k n n2 ) = (z−k)3
kz 3 +4k2 z 2 +k3 z
8) ZT (k n n3 ) = (z−k)4
z[(z−cos θ)+i sin θ]
9) ZT (cos nθ + i sin nθ) = z 2 −2z cos θ+1
z(z−cos θ)
10) ZT (cos nθ) = z 2 −2z cos θ+1
z sin θ
11) ZT (sin nθ) = z 2 −2z cos θ+1
Inverse Z-transforms:
List of Standard Inverse z-transforms:
h i
1) ZT−1 z
z−1
=1
h i
2) ZT−1 z
(z−1)2
=n
h i
z 2 +z
3) ZT−1 (z−1)3
= n2
h i
z 3 +4z 2 +z
4) ZT−1 (z−1)4
= n3
h i
5) ZT−1 z
z−k
= kn
h i
6) ZT−1 kz
(z−k)2
= kn · n
h i
kz 2 +k2 z
7) ZT−1 (z−k)3
= k n · n2
h i
kz 3 +4k2 z 2 +k3 z
8) ZT−1 (z−k)4
= k n · n3
h i
9) ZT−1 z
z 2 +1
= sin nπ
2
h i
z2
10) ZT−1 z 2 +1
= cos nπ
2
Solution of Difference Equations using z-transforms
1) ZT (un+1 ) = z[ū(z) − u0 ]
2) ZT (un+2 ) = z 2 [ū(z) − u0 − u1 z −1 ]