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TPDE - QB - Sem 3

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0% found this document useful (0 votes)
55 views19 pages

TPDE - QB - Sem 3

Uploaded by

20220455
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

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 ]

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