Sub.: Engg. Mathematics Iii (All Branch) Chapter 1: Laplace Transform
Sub.: Engg. Mathematics Iii (All Branch) Chapter 1: Laplace Transform
Sub.: Engg. Mathematics Iii (All Branch) Chapter 1: Laplace Transform
MATHEMATICS III
( All Branch)
Chapter 1 : Laplace transform
Introduction : By a Particular type of definite integral as an operator a new function can be defined one
Definition : LetF(t) be a function of ‘ t ‘ specified for t >0 then the L. T. of F(t ) denoted by L{ f(t) }
& it is Defined as
∞
L { f(t) } = ∫0 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡 (1)
𝑒 −𝑠𝑡 𝑒 −𝑠𝑡 ∞
={ ( −𝑠
)} limit 0 to ∞ or [ −𝑠 0
]
𝑒 −𝑠∞ 𝑒 −𝑠0
=[ −𝑠
- −𝑠
] …..[𝑒 −∞ =0 &𝑒 0 =1 ]
1
=[0+ 𝑠 ]
1
∴ L{1} =𝑠
1) L{1} = 1/s
2)L{t } = 1/𝒔𝟐
𝒏!
3)L{𝒕𝒏 } =
𝒔𝒏+𝟏
CHAPTER :1
LAPLACE TRANSFORM
𝟏
4)L{𝒆𝒂𝒕 } =
𝒔−𝒂
𝟏
5)L{𝒆−𝒂𝒕 } = 𝒔+𝒂
𝒂
6)L{sinat} = 𝒔𝟐+𝒂𝟐
𝒂
7)L{sinhat} = 𝒔𝟐−𝒂𝟐
𝒔
8)L{cosat} =
𝒔𝟐+𝒂𝟐
𝒔
9)L{coshat} = 𝒔𝟐−𝒂𝟐
𝟏
10)L{𝒄𝒂𝒕 } = 𝒔−𝒂𝒍𝒐𝒈𝒄
** Linearity property **
If 𝑐1 &𝑐2 are any constant ,& 𝐹1 (t) & 𝐹2 (t ) are function with L.T. 𝐹1 (s) &𝐹2 (s) resp. then
= 𝑐1 𝐹1 (s) + 𝑐2 𝐹2 (s)
Example:1
F( t) = cos ( t- 𝛼 ) , t>𝛼
= 0, 0<t<𝛼
𝛼 ∞
= ∫0 0𝑑𝑡 + ∫𝛼 𝑒 −𝑠𝑡 cos1( t- 𝛼 )𝑑𝑡
∞
= 0 + ∫𝛼 𝑒 −𝑠𝑡 cos1( t- 𝛼 )𝑑𝑡
1
Formula : ∫ 𝑒 𝑎𝑥 𝑐𝑜𝑠𝑏𝑥𝑑𝑥 = 𝑎2+𝑏2 𝑒 𝑎𝑥 ( acosbx + bsinbx) ( a= -s b=1 , x =t ]
1
= 0 + [ 𝑠2 +1 𝑒 −𝑠𝑡 ( -s cos1( t- 𝛼) + 1sin1( t- 𝛼) ]∞
𝛼
1
= [ 0 - 𝑒 −𝑠𝛼 ( -scos 0 + sin0) ] [ cos0=1 , sin0=0]
𝑠 2 +1
1
= [ 0 - 𝑒 −𝑠𝛼 ( -s.1 + 0 )
𝑠 2 +1
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter 1 : Laplace transform
1
= 𝑠2 +1[ 0 + s 𝑒 −𝑠𝛼 ]
𝑠 𝑒 −𝑠𝛼
= √
𝑠 2+1
Example:2
= ( 𝑡 − 1)3 t>1
1 ∞
= ∫0 𝑒 −𝑠𝑡 (0) 𝑑𝑡 + ∫1 𝑒 −𝑠𝑡 ( 𝑡 − 1)3 𝑑𝑡
∞
= 0 + ∫1 𝑒 −𝑠𝑡 ( 𝑡 − 1)3 𝑑𝑡 (1)
∞
= ∫0 𝑒 −𝑠 𝑢 . 𝑒 −𝑠 𝑢3 du
∞
= 𝑒 −𝑠 ∫0 𝑒 −𝑠𝑢 . 𝑢3 du
= 𝑒 −𝑠 L { 𝑢3 }
3! 𝑛!
= 𝑒 −𝑠 𝑠4 ( by formula L{𝑡 𝑛 } = 𝑠𝑛+1 ) [ 3! =3 x2 x1 =6 ]
6
= 𝑠4
𝑒 −𝑠 √
Example :3
f t) = sin2t 0<t<𝜋
=0 t> 𝜋
𝜋 ∞
= ∫0 𝑒 −𝑠𝑡 𝑠𝑖𝑛2𝑡dt + ∫𝜋 𝑒 −𝑠𝑡 (0)𝑑𝑡
𝜋
= ∫0 𝑒 −𝑠𝑡 𝑠𝑖𝑛2𝑡dt + 0
1
Use formula: ∫ 𝑒 𝑎𝑥 𝑠𝑖𝑛𝑏𝑥𝑑𝑥 = 𝑎 2+𝑏2 𝑒 𝑎𝑥 ( asinbx – bcosbx) [ comparing a = -s , b= 2 , x = t ]
1
= [ 𝑒 −𝑠𝑡 ( -ssin2t – 2cos2t) ]𝜋0
𝑠 2 +4
1
= 𝑠2+4 [𝑒 −𝜋𝑠 ( -ssin2𝜋 – 2cos2𝜋) – 1( 0 – 2)] [ sinn𝜋 = 0 , cosn𝜋 = (−1)𝑛 ]
1
= 𝑠2+4 [𝑒 −𝜋𝑠 ( 0 – 2 .1) +2 ] [ sin2𝜋 = 0 , cos2𝜋 = (−1)2 =1]
1
= 𝑠2+4[ -2 𝑒 −𝑠𝜋 + 2)]
2
= ( 1- 𝑒 −𝜋𝑠 )] √
𝑠 2 +4
Example :4
=0 t >2𝝅
2𝜋 ∞
=∫0 𝑒 −𝑠𝑡 𝑐𝑜𝑠𝑡dt + ∫2𝜋 𝑒 −𝑠𝑡 (0)𝑑𝑡
2𝜋
=∫0 𝑒 −𝑠𝑡 𝑐𝑜𝑠𝑡dt + 0
1
Use formula :∫ 𝑒 𝑎𝑥 𝑐𝑜𝑠𝑏𝑥𝑑𝑥 = 𝑎2+𝑏2 𝑒 𝑎𝑥 ( acosbx + bsinbx) [ a= -s , b= 1 x= t ]
1
= 𝑠2 +1[ 𝑒 −𝑠𝑡 ( -scost + sint )]2𝜋
0
1
= 𝑠2 +1 [ 𝑒 −2𝜋𝑠 ( -scos2𝜋 + sin2𝜋) – 1( -s .1+ 0)] [ sin2 𝜋 =0 , cos2𝜋 =1 ]
1
= [𝑒 −2𝜋𝑠 ( -s.1 + 0 ) + s ]
𝑠 2 +1
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter 1 : Laplace transform
1
= 𝑠2 +1 [−𝑠𝑒 −2𝜋𝑠 +s]
𝑠
= 𝑠 2 +1
( 1- 𝑒 −2𝜋𝑠 ) √
Example :5
1 1
find the L. T. of [ ]
√𝜋𝑡 √𝜋 .√𝑡
∞ 1
= ∫0 𝑒 −𝑠𝑡 𝑑𝑡
√𝜋𝑡
1 ∞ −𝑠𝑡 1 1 1 1
= ∫ 𝑒 √𝑡
√𝜋 0
𝑑𝑡 (
√𝜋𝑡
=
√𝜋 √𝑡
[ ])
1 ∞ −𝑠𝑡 −1/2 1
= ∫ 𝑒 𝑡 𝑑𝑡 [ = 𝑡 −1/2 ]
√𝜋 0 𝑡 1/2
𝑢 1
Put st = u ∴𝑡= 𝑠
& dt = 𝑠 du ( u = 0 to ∞)
1 ∞ −𝑢 𝑢 −1/2 1
= ∫ 𝑒 (𝑠 )
√𝜋 0 𝑠
𝑑𝑢
1 ∞ (𝑢)−1/2 1
= ∫ 𝑒 −𝑢 (𝑠)−1/2 𝑠 du
√𝜋 0
1
1 ∞ (𝑢)−1/2 1
− +1
= ∫ 𝑒 −𝑢 (𝑠)−1/2 𝑠1 du ( 𝑠 2 = 𝑠1/2 ]
√𝜋 0
𝑠 −1/2 ∞ ∞
=
√𝜋
∫0 𝑒 −𝑢 𝑢 −1/2 𝑑𝑢 [ ᴦ𝑛 = ∫0 𝑒 −𝑥 𝑥 𝑛−1 dx]
1
𝑠 −1/2 ∞ − +1−1
=
√𝜋
∫0 𝑒 −𝑢 𝑢 2 𝑑𝑢
1
𝑠 −1/2 ∞ −1
=
√𝜋
∫0 𝑒 −𝑢 𝑢2 𝑑𝑢 [ n= ½] [ ᴦ1/2 = √𝜋 )
𝑠 −1/2
= ( ᴦ1/2)
√𝜋
𝑠 −1/2
=
√𝜋
√𝜋
1
L{ } = 𝑠 −1/2 √
√𝜋𝑡
CHAPTER :1
LAPLACE TRANSFORM
EXERCISE -1
1) f( t) = 3 , 0<t<5
𝟑
=0 , t>5 [ Ans. 𝒔 ( 1- 𝒆−𝟓𝒔 ]
2) f( t) = ( 𝑡 − 1)2 , t >1
𝟐 𝒆−𝒔
=0 , 0 < t< 1 [ Ans. 𝒔𝟑
]
3) f( t) = ( 𝑡 − 2)2 , t>2
𝟐𝒆−𝟐𝒔
=0 , 0<t<2 [Ans . ]
𝒔𝟑
4) f( t) = t , 0<t<3
𝟏 𝟑 𝟏
=6 , t>3 [𝑨𝒏𝒔 . +( − ) 𝒆−𝟑𝒔 ]
𝒔𝟐 𝒔 𝒔𝟐
Let { f(t)} or 𝜑(𝑠) is an a function of ‘s’ & hence , for different value of ‘s’ we get different value of L{f(t)}
or 𝜑(𝑠)
∞
L{ f(t)}= ∫0 𝑒 −𝑠𝑡 𝑓(𝑡) 𝑑𝑡
Example :1
∞
Evaluate the following Laplace Transform L { ∫0 𝑒 −3𝑡 𝑠𝑖𝑛𝑡 𝑑𝑡 } ( s = 3)
∞ 1
L { ∫0 𝑒 −3𝑡 𝑠𝑖𝑛𝑡 𝑑𝑡 } = 10 √
Example :2
∞
Q. Evaluate the following Laplace Transform L { ∫𝟎 𝒆−𝟐𝒕 𝒔𝒊𝒏𝟑 𝒕𝒅𝒕 } [ s =2]
L {f(t) } = L { 𝑠𝑖𝑛3 t }
3 1
= L { 4 sint - 4 sin3t } [ use formula: sin3t = 3sint – 4 𝒔𝒊𝒏𝟑 t ]
3 1
= 4
𝐿{ sint} - 4 L {sin3t } [4𝑠𝑖𝑛3 t= 3sint-sin3t]
3 1 1 3 1
= ( )– ( ) = 𝜑(𝑠) [ 𝑠𝑖𝑛3 t= [3sint-sin3t ]
4 𝑠 2 +12 4 𝑠 2 +32 4
3 1 1 3
= ( )– ( )
4 5 4 13
3 3 𝑎 𝑐 𝑎𝑑−𝑐𝑏
= 20 − 52
[ 𝑏
-𝑑= 𝑏𝑑
]
6
= √
65
Example :3
∞
Q. Evaluate the following Laplace Transform L { ∫𝟎 𝒆− 𝟒𝒕 𝒄𝒐𝒔𝒉𝟑 𝒕𝒅𝒕 } ( s =4 )
𝑒 𝑎𝑥 +𝑒 −𝑎𝑥
f(t) = 𝑐𝑜𝑠ℎ 3 t [ coshax= ] ( a=1)
2
𝑒 𝑡 +𝑒 −𝑡 3
=L{( ) } [ x=t]
2
CHAPTER :1
LAPLACE TRANSFORM
1
= 8 L { ( 𝑒 𝑡 + 𝑒 −𝑡 )3 }
1
= 8 [ (𝑒 𝑡 )3 + 3 (𝑒 𝑡 )2 𝑒 −𝑡 + 3𝑒 𝑡 (𝑒 −𝑡 )2 + (𝑒 −𝑡 )3 ]
1
= 8 [𝑒 3𝑡 + 3 𝑒 2𝑡 𝑒 −𝑡 + 3𝑒 𝑡 𝑒 −2𝑡 + 𝑒 −3𝑡 ]
1
= 8 [(𝑒 3𝑡 +𝑒 −3𝑡 ) + 3( 𝑒 𝑡 + 𝑒 −𝑡 )]
1 (𝑒 3𝑡 +𝑒 −3𝑡 ) (𝑒 𝑡 + 𝑒 −𝑡 )
=4[ 2
+3. 2
]
1
F(t)= 4 [ cosh3t +3 cosht]
1
= 4 [ L { cosh3t } +3.L { cosht } ]
1 𝑠 𝑠
= 4 [ 𝑠2 − 32 +3. 𝑠2 −12 ]= 𝜑(s)
1 4 12
= [ + ]
4 16−9 16−1
1 4 12
=4[ 7
+ 15
]
1 60+84
= [ ]
4 105
1 144
= 4 [ 105 ]
36
=[ ]
105
12
= 35 √
EXERCISE -2
∞ 1+𝑐𝑜𝑠2𝑡 𝟏𝟏
1) Evaluate the L { ∫0 𝑒 −3𝑡 𝑐𝑜𝑠 2 𝑡𝑑𝑡 } (s=3)[𝑐𝑜𝑠 2 𝑡 = ] ( Ans . )
2 𝟑𝟗
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter 1 : Laplace transform
∞ 𝟏
2) Evaluate the L { ∫0 𝑒 −5𝑡 𝑠𝑖𝑛ℎ 3 𝑡𝑑𝑡 } ( Ans. 𝟔𝟒 )
∞ 𝟒𝟎
3) Evaluate the L { ∫0 𝑒 −3𝑡 𝑡 3 𝑑𝑡 } ( Ans. )
𝟐𝟒𝟑
∞ 𝟔
4) Evaluate the L { ∫0 𝑒 −4𝑡 𝑠𝑖𝑛3 𝑡𝑑𝑡 } ( Ans. )
𝟒𝟐𝟓
∞ 𝟒
5) Evaluate the L { ∫0 𝑒 −3𝑡 𝑐𝑜𝑠 3 𝑡𝑑𝑡 } ( Ans. . 𝟏𝟓 )
Example :1
2𝑠
If L [ f(t)] = 𝑠 2 +4
find , L { f( 2t) }
2𝑠
Solution : Given that L [ f(t)] = = 𝜑 (𝑠)
𝑠 2+4
𝑠
1 2( )
2
L{f(2t)} = [ 𝑠 ]
2 ( )2 +4
2
𝑎
1 𝑠 1 𝑠 1 𝑠 𝑏 𝑎 𝑑
= [ 𝑠2 ]= [ 𝑠2 +16
]= 2 [ 𝑠2 +16
] [ 𝑐 =𝑏x 𝑐 ]
2 +4 2
4 4 4 𝑑
1 4𝑠
= [ ]
2 𝑠 2 +16
2𝑠
= 𝑠2 +16 √
Example :2
𝑠 2 −𝑠
If L [ f(t)] = 𝑠 2 + 3𝑠+5
find , L { f( 3t) }
𝑠 2 −𝑠
Solution : Given that L [ f(t)] = 𝑠2 + 3𝑠+5
= 𝜑 (𝑠)
𝑆 𝑠
1 ( )2 −
3 3
L { f( 3t) } = [ 𝑠 2 𝑠 ]
3 ( ) +3( . )+5
3 3
𝑠2 𝑠
1 −−
9 3
= 3
[ 𝑠2
]
+ 𝑠+5
9
𝑠2 3𝑠
1 −−
9 9
= 3
[ 2
𝑆 +9𝑆+45
]
9
1 𝑠 2 −3𝑠
= 3
[𝑠2 +9𝑠+45 ] √
Example :3
2
If L [ f(t)] = 𝑒 −𝑠 , find L { f( 2t) }
𝑠3
2
Solution: Given L [ f(t)] = 𝑠3
𝑒 −𝑠 = 𝜑 (𝑠)
𝑠
−
1 2𝑒 2
L { f( 2t) } = 2 [ 𝑠 ]
( )3
2
𝑠
−( )
1 2𝑒 2
=2[ 𝑠3
]
8
𝑠
−
𝑒 2
=8 𝑠3
√
EXERCISE -3
𝑠+3 𝒔+𝟔
1) If L [ f(t)] = log( 𝑠+1
) find , L { f( 2t) } [ Ans. log √𝒔+𝟐 ]
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter 1 : Laplace transform
** First Shifting property by Laplace Transform**
L{𝑒 𝑎𝑡 f( t)} = 𝜑 (𝑠 − 𝑎)
Example :1
L { f( t)} = L {sin2t }
2
=
𝑠 2 +22
2
= = 𝜑 (𝑠)
𝑠 2+4
L{𝑒 𝑎𝑡 f( t)} = 𝜑 (𝑠 − 𝑎)
2
L { 𝑒 3𝑡 𝑠𝑖𝑛2𝑡 } =
(𝑠−3)2 +4
2
= 𝑠 2−6𝑠+9+4
2
= 𝑠2−6𝑠+13 √
Example :2
𝑠+2
= 𝑠2 +4𝑠+4+9
𝑠+2
L { 𝑒 −2𝑡 𝑐𝑜𝑠3𝑡 } = √
𝑠 2 +4𝑠+13
Example :3
L{ f( t) } = L { sinht }
1
= 𝑠2 −11 = 𝜑 (𝑠)
L{𝑒 𝑎𝑡 f( t)} = 𝜑 (𝑠 − 𝑎)
1
L { 𝑒 2𝑡 𝑠𝑖𝑛ℎ𝑡 } =
( 𝑠−2)2−11
1
=
𝑠 2 −4𝑠+4−1
1
= 𝑠2 −4𝑠+3 √
Example :4
L{ f( t)} = L {cosht }
𝑠
=𝑠2 −11 = 𝜑 (𝑠)
𝑠+1
L { 𝑒 −𝑡 𝑐𝑜𝑠ℎ𝑡 } = √
𝑠 2 +2𝑠
EXERCISE -4
𝑑𝑛
L{𝑡 𝑛 f( t)} = (−1)𝑛 𝑑𝑠𝑛 [𝜑 (𝑠)] where n = 1, 2,3 ….
Note : i) if n= 1
𝑑1
L{𝑡1 f( t)} = (−1)1 𝑑𝑠1 [𝜑 (𝑠)] = -1 𝜑′ (𝑠 ) =− 𝜑′ (𝑠 )
ii) n=2
𝑑2
L{𝑡 2 f( t)} = (−1)2 [𝜑 (𝑠)] = +1 𝜑′′ (𝑠 ) = 𝜑′′ (𝑠 )
𝑑𝑠 2
iii) n=3
𝑑3
L{𝑡 3 f( t)} = (−1)3 [𝜑 (𝑠)] = -1 𝜑′′′ (𝑠 ) =−𝜑′′′ (𝑠 )
𝑑𝑠 3
Example :1
L{ f( t)} = L {sinat }
𝑎
= = 𝜑 (𝑠)
𝑠 2 +𝑎 2
CHAPTER :1
LAPLACE TRANSFORM
By using Multiplication by ‘ t ’
𝑑1
L{ t f( t)} = (−1)1 𝑑𝑠1 [𝜑 (𝑠)]where ( n =1)
𝑑1 𝑎
= (−1)1 ( )
𝑑𝑠 1 𝑠 2 +𝑎 2
𝑑 𝑎
= -1 ( )
𝑑𝑠 𝑠 2+𝑎 2
𝑑 1
= -a 𝑑𝑠 ( 𝑠 2+𝑎 2
)
1 𝑑 𝑑 1 1 𝑑 1
= -a [ - ( 𝑠2 +𝑎 2)2 .𝑑𝑠 (𝑠 2 + 𝑎2 ) ] formula [ 𝑑𝑥 𝑥
( ) =[ - 𝑥 2 ]𝑑𝑥 (x)= - 𝑥 2 .1]
1
=- a [ - ( 𝑠2 +𝑎2)2 . (2𝑠 + 0) ]
2𝑎𝑠
=(𝑠2 +𝑎2)2 √
Example :2
3
L{sin3t} = 𝑠 2 +9
= 𝜑 (𝑠)
3
= 𝑠 2+8𝑠+16+9
3
L { 𝑒 −4𝑡 sin3t} = 𝑠 2+8𝑠+25
= 𝜑 (𝑠)
𝑑1
L { t𝑒 −4𝑡 sin3t } = (−1)1 𝑑𝑠1 [𝜑 (𝑠)]
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter 1 : Laplace transform
𝑑1 3
= (−1)1 [ ]
𝑑𝑠 1 𝑠 2 +8𝑠+25
𝑑 3
= -1 [ ]
𝑑𝑠 𝑠 2 +8𝑠+25
𝑑 1
= -3 [
𝑑𝑠 𝑠 2 +8𝑠+25
]
1
= -3[ - (𝑠2 +8𝑠+25)2 (2s +8.1+0) ]
6(𝑠+4)
= √
(𝑠 2 +8𝑠+25)2
Example :4
𝑡 𝑡 𝑡 𝑡
=L {√𝑐𝑜𝑠 2 (2) + 𝑠𝑖𝑛2 ( 2 ) − 2sin(2 ). cos(2)
𝑡 𝑡 𝑡 𝑡
= L {√𝑐𝑜𝑠 2 ( ) − 2sin( ). cos( ) + 𝑠𝑖𝑛2 ( )
2 2 2 2
𝑡 𝑡 2
= L {√[cos( ) − sin( )]
2 2
𝑡 𝑡
= L { cos( ) − sin( )}
2 2
𝑡 𝑡 1
= L { cos(2 )} − 𝐿{ sin(2) } [ a = 2 ]
1
𝑠 2
= 1 - 1
𝑠 2 +( )2 𝑠 2+( )2
2 2
1
𝑠 2
= 1 - 1
𝑠2+ 𝑠2+
4 4
4𝑠 2
=4𝑠2 +1 - 4𝑠2 +1
4𝑠−2
=4𝑠2 +1
2(2𝑠−1)
L {√1 − 𝑠𝑖𝑛𝑡 } = 4𝑠 2 +1
= 𝜑 (𝑠)
CHAPTER :1
LAPLACE TRANSFORM
𝑑1
L { t√1 − 𝑠𝑖𝑛𝑡 } = (−1)1 𝑑𝑠1 [𝜑 (𝑠)]
𝑑1 2(2𝑠+1)
=(−1)1 ( )
𝑑𝑠 1 4𝑠 2 +1
𝑑1 (2𝑠+1)
= -2 𝑑𝑠1 ( 4𝑠2 +1 )
𝑑 𝑑
(4𝑠 2 +1 ) ( 2𝑠+1)− (2𝑠+1) ( 4𝑠 2 +1)
𝑑𝑠 𝑑𝑠
= -2 [ (4𝑠 2 +1)2
]
(4𝑠 2 +1 ) 2− (2𝑠+1)8𝑠
=-2 [ (4𝑠 2 +1)2
]
(4𝑠 2 +1 ) 2 − (2𝑠+1)8𝑠
=-2 [ ]
(4𝑠 2 +1)2
− 8𝑠 2 −8𝑠+2
= -2 [ (4𝑠 2+1)2
]
4𝑠 2+4𝑠−1
=4 [ (4𝑠 2 +1)2
] √
EXERCISE -5
𝟐(𝒔+𝟐)
1) Find the L. T. of L { t 𝑒 −2𝑡 sint} [ Ans . (𝒔𝟐 +𝟒𝒔+𝟓)𝟐 ]
𝟒.( 𝒔−𝟑)
2) Find the L. T. of L { t 𝑒 3𝑡 sin2t} [ Ans. ]
( 𝒔𝟐−𝟔𝒔+𝟏𝟑)𝟐
𝟔( 𝒔−𝟑)
3) Find the L. T. of L { t 𝑒 −3𝑡 cos2t} [ Ans. Ans. ]
( 𝒔𝟐−𝟔𝒔+𝟏𝟖)𝟐
𝟐𝒔(𝒔−𝒂)
4) Find the L. T. of L { t 𝑒 𝑎𝑡 sinat} [ 𝑨𝒏𝒔. ( 𝒔−𝒂)𝟐+𝒂𝟐 ]
𝒔𝟐−𝟐𝟐
5)Find the L. T. of L { t cos2t } [𝑨𝒏𝒔. (𝒔𝟐+𝟐𝟐)𝟐 ]
Example :1
∞
Evaluate the L.T. L { ∫𝟎 𝒆−𝟑𝒕 𝒕𝒔𝒊𝒏𝒕 𝒅𝒕 }
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter 1 : Laplace transform
Solution : Le f (t) = t sint
L { f (t)} = L { t sint }
1
L { sint } = 𝑠 2+1
= 𝜑 (𝑠)
𝑑1
L { tsint } = (−1)1 𝑑𝑠1 [𝜑 (𝑠)]
𝑑 1
= -1 𝑑𝑠 [𝑠2 +1 ]
1
= -1 [ - .2s ]
( 𝑠 2 +1)2
2𝑠
= ( 𝑠2 +1)2 = 𝜑 (𝑠)
2𝑠
= ( 𝑠2 +1)2
2(3)
= ( 32 +1)2 = 6/100
= 3/50 √
Example :2
∞
Evaluate the L.T. L { ∫𝟎 𝒆−𝟐𝒕 𝒕𝒄𝒐𝒔 𝒕 𝒅𝒕
L { f (t)} = L { t cost }
𝑠
L { cos1t } = 𝑠 2 +1
= 𝜑 (𝑠)
𝑑1
L { t cost } = (−1)1 𝑑𝑠1 [𝜑 (𝑠)]
CHAPTER :1
LAPLACE TRANSFORM
𝑑 𝑠
= -1 [ ]
𝑑𝑠 𝑠 2 +1
𝑑 𝑑
(𝑠 2 +1 ) ( 𝑠)− (𝑠) ( 𝑠 2+1)
𝑑𝑠 𝑑𝑠
= −1 [ ]
(𝑠 2 +1)2
(𝑠 2 +1 ) 1− (𝑠).2𝑠
= − 1[ ]
(𝑠 2 +1)2
(𝑠 2+1 − 2𝑠 2 )
=−[ (𝑠 2+1)2
]
( −𝑠 2 +1)
=−1 [ (𝑠 2 +1)2
]
( 𝑠 2 −1)
L{tcost} =[ ] = 𝜑 (𝑠)
(𝑠 2+1)2
( 𝑠 2 −1)
=[ (𝑠2 +1)2 ]
( 22−1)
=[ ] =
(22+1)2
=3/25 √
Example :3
∞
Evaluate the L.T. L { ∫𝟎 𝒆−𝒕 𝒕𝟑 𝒔𝒊𝒏𝒕𝒅𝒕 } ( s=1)
L { f (t)} = L { 𝑡 3 sint }
1
L { sin1t } = = 𝜑 (𝑠)
𝑠 2 +1
𝑑3
L { 𝑡 3 sint } = (−1)3 𝑑𝑠3 [𝜑 (𝑠)] [ n=3]
𝑑2 𝑑 1
= -1𝑑𝑠2 [𝑑𝑠 ( 𝑠2 +1) ]
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter 1 : Laplace transform
𝑑2 1
= -1 [- (2s) ]
𝑑𝑠 2 ( 𝑠 2 +1)2
𝑑2 2𝑠
= [ ]
𝑑𝑠 2 (𝑠 2 +1)2
𝑑 𝑑 2𝑠
= [ ( )]
𝑑𝑠 𝑑𝑠 ( 𝑠 2 +1)2
𝑑 𝑑 𝑠
= 2 𝑑𝑠 [ 𝑑𝑠(( 𝑠2 +1)2 )]
𝑑 𝑑
𝑑 ( 𝑠 2 +1)2 (𝑠)−( 𝑠) ((𝑠 2 +1)2 𝑑 𝑑
= 2 𝑑𝑠 [ 𝑑𝑠
( 𝑠 2 +1)4
𝑑𝑠
] [ 𝑑𝑥 (𝑥 𝑛 )= n.𝑥 𝑛−1 𝑑𝑥 (x)]= n.𝑥 𝑛−1 . 1= n.𝑥 𝑛−1 . ]
𝑑 (𝑠 2 + 1)[𝑠 2 +1 – 4𝑠 2 ]
= 2 𝑑𝑠 [ ( 𝑠 2+1)4
]
𝑑 (𝑠 2 + 1).[1 – 3𝑠 2 ]
=2 𝑑𝑠 [ ( 𝑠 2 +1)4
]
𝑑 [ – 3𝑠 2 +1 ]
=2 [ ]
𝑑𝑠 ( 𝑠 2+1)3
𝑑 [ 3𝑠 2 −1 ]
=-2 [ ]
𝑑𝑠 ( 𝑠 2+1)3
𝑑 𝑑
( 𝑠 2 +1)3 (3𝑠 2 −1)−( 3𝑠 2−1) (𝑠 2 +1)3
𝑑𝑠 𝑑𝑠
= -2 [ ]
( 𝑠 2 +1)6
[(6𝑠 3 +6𝑠)+6𝑠−18𝑠 3 )]
=2[ ]
( 𝑠 2 +1)4
6𝑠 3 +6𝑠+6𝑠−18𝑠 3 )]
=2[ ( 𝑠 2 +1)4
]
(−12𝑠 3 +12𝑠)
L { 𝑡 3 sint } = 2[ ( 𝑠 2 +1)4
] = 𝜑 (𝑠)
=0√
EXERCISE -6
∞ 𝟏
1)Evaluate the L.T. L { ∫𝟎 𝒆−𝟐𝒕 𝒕𝒔𝒊𝒏𝟐 𝒕 𝒅𝒕 } [ Ans. ]
𝟖
∞ 𝟓
2)Evaluate the L.T. L { ∫𝟎 𝒆−𝟑𝒕 𝒕 𝒄𝒐𝒔𝟐𝒕 𝒅𝒕 } [ Ans. 𝟏𝟔𝟗
]
∞ 𝟓𝟕𝟔
3) Evaluate the L.T. L { ∫𝟎 𝒆−𝟐𝒕 𝒕𝟑 𝒔𝒊𝒏𝒕 𝒅𝒕 } [ Ans. - 𝟐𝟓
]
∞ 𝟏𝟐𝟒
4)Evaluate the L.T. L { ∫𝟎 𝐞−𝟑𝒕 𝒕𝟐 𝒔𝒊𝒏𝒉𝟐𝒕 𝒅𝒕 } [Ans. 𝟏𝟐𝟓 ]
Example :1
1
Find the Laplace Transform L { ( 1 -cost) }
𝑡
L{f(t)}= L { 1- cost}
∞ 1 𝑠
= ∫𝑠 ( − )𝑑𝑠
𝑠 𝑠 2+1
∞ 1 1 2𝑠 𝑓′(𝑥)
= ∫𝑠 [ 𝑠 − ( 2) 𝑠2+1 ]𝑑𝑠 [ ∫ 𝑓(𝑥) dx = log f(x)]
1
= [ logs - 2 log (𝑠 2 + 1)]∞
𝑠
1
= - 2
[ log (𝑠 2 + 1) - 2log s ]∞
𝑠 [ nlogm=log𝑚 𝑛 ]
1
= -2[ log (𝑠 2 + 1) - log 𝑠 2 ]∞
𝑠
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter 1 : Laplace transform
1 𝑠 2 +1
= - [ log ( ) ]∞
𝑠
2 𝑠2
1 1
= - [ log ( 1+ ) ]∞
𝑠
2 𝑠2
1 1 1
= -2[ log ( 1+0) - log ( 1+ 𝑠2 )] [ ∞ = 0] &[log1= 0]
1 1
= -2[ 0 - log ( 1+ 𝑠2 )]
1 1
= 2[ log ( 1+ 𝑠2 )]
1 𝑠 2 +1
= 2[ log ( 𝑠2
) ] √
Example :2
1
Find the Laplace Transform L { 𝑡 (𝑒 −𝑡 sint) }
L{f(t)}= L {𝑒 −𝑡 sint}
1
L {sint} = 𝑠2 +1 = 𝜑 (𝑠)
∞ 1 1 1 𝑥
=∫𝑠 [ ]𝑑𝑠 [∫ dx = tan−1 ( ) ]
(𝑠+1)2+1 𝑥 2+𝑎 2 𝑎 𝑎
𝑠+1
= [ tan−1 ( 1
)]∞
𝑠
= [ tan−1 (𝑠 + 1)]∞
𝑠
= cot −1 (𝑠 + 1)
CHAPTER :1
LAPLACE TRANSFORM
Example :3
1
Find the Laplace Transform L { (𝑒 −𝑎𝑡 - 𝑒 −𝑏𝑡 ) }
𝑡
∞ 1 1
=∫𝑠 (𝑠+𝑎 − 𝑠+𝑏
)𝑑𝑠
𝑠+𝑎
= [log( )]∞
𝑠
𝑠+𝑏
𝑠+𝑎
( )
= [ log ( 𝑠
𝑠+𝑏 )]∞
𝑠
( )
𝑠
𝑎
(1+ )
= [ log ( 𝑏
𝑠
]∞
𝑠
(1+ )
𝑠
𝑎
(1+ 0) (1+ )
𝑠
= [ log ( ) - log ( 𝑏 )]
(1+0 ) (1+ )
𝑠
𝑎
(1+ )
𝑠
=log (1) - log ( 𝑏 ]
(1+ )
𝑠
𝑠+𝑎 𝑚 𝑛
= 0 - [log( 𝑠+𝑏 ) ] [ - log( 𝑛
)= log( 𝑚) ]
𝑠+𝑏
= log ( ) √
𝑠+𝑎
EXERCISE -7
sin 𝑡
1) Find the Laplace Transform L { ( } } [ Ans. 𝐜𝐨𝐭 −𝟏 ( 𝒔) ]
𝑡
1
2) Find the Laplace Transform L { 𝑡 ( 𝑒 −𝑡 sinat } [ Ans. 𝐜𝐨𝐭 −𝟏 ( 𝒔 + 𝟏/𝒂)
1 𝟑 𝟏 𝒔−𝟐
3)Find the Laplace Transform L { ( 𝑒 2𝑡 𝑠𝑖𝑛3 t } [Ans. 𝐜𝐨𝐭 −𝟏 ( 𝒔 − 𝟐) - 𝐜𝐨𝐭 −𝟏 ( )]
𝑡 𝟒 𝟒 𝟑
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter 1 : Laplace transform
1 𝒔+𝟐
4)Find the Laplace Transform L { 𝑡 ( 𝑒 −2𝑡 sin3t } [ 𝑨𝒏𝒔. 𝐜𝐨𝐭 −𝟏 ( 𝟑 ) ]
1 𝟏 𝒔𝟐+𝒃𝟐
5)Find the Laplace Transform L { (cosat – cosbt ) } [ Ans. log ( )]
𝑡 𝟐 𝒔𝟐+𝒂𝟐
𝒇{𝒕}
** Particular value of the function L [ ]
𝒕
1) Example: 1
∞ 𝑠𝑖𝑛𝑎𝑡 𝜋
show that L { ∫0 𝑑𝑡 } = 2 ( s = 0)
𝑡
L { f ( t) } = L { sinat }
𝑎
L { sinat } = 𝑠 2+𝑎2 = 𝜑 (𝑠)
∞ 𝑎
= ∫𝑠 𝑠2 +𝑎2
ds
∞ 1
= a ∫𝑠
𝑠2 +𝑎2
ds
1 𝑠
= a [ 𝑎 tan−1( 𝑎 )]∞
𝑠
𝑠
=[ tan−1 ( )]∞
𝑠 𝑎
𝑠
= cot −1 ( 𝑎 ) = 𝜑 (𝑠)
𝑠
= cot −1 ( 𝑎 ) ( put s = 0 )
= cot −1 ( 0 )
𝜋
=
2
CHAPTER :1
LAPLACE TRANSFORM
Example: 2
∞ cos4t−cos3t
Evaluate the L. T .L {∫0 dt } [ s = 0]
t
cos4t−cos3t
Solution :Let f(t) = t
∞ 𝑠 𝑠 𝑓′(𝑥)
= ∫𝑠 [ − 𝑠2 +32 ] ds[ ∫ 𝑓(𝑥) dx = log f(x)]
𝑠2 +42
𝟏 ∞ 2𝑠 2𝑠
= ∫𝑠 [ − 𝑠2+32 ] ds
𝟐 𝑠2 +42
𝟏
= 𝟐
[ log ( 𝑠 2 + 42 ) - log ( 𝑠 2 + 32 )]∞
𝑠
𝟏 𝑠 2 +42
= 𝟐 [ log ( 𝑠2 +32 )]∞
𝑠
𝟏 𝑠 2 +42 /𝑠 2
= 𝟐 [ log ( 𝑠2 +32 /𝑠2 )]∞
𝑠
𝟏 1+42 /𝑠 2
= [ log ( )]∞
𝑠
𝟐 1+32 /𝑠 2
𝟏 1+0 1+42 /𝑠 2
= 𝟐 [ log ( 1+0 ) − log ( 1+32 /𝑠2 ]
𝟏 1+42 /𝑠 2
= 𝟐 [ log ( 1 ) − log ( 1+32 /𝑠2 ]
𝟏 1+42 /𝑠 2
= 𝟐 [ ( 0) − log ( 1+32 /𝑠2 ]
𝟏 𝑠 2 + 16
= 𝟐
[ - log ( 𝑠 2+9
) ] = 𝜑 (𝑠)
𝟏 𝑠2 + 9
= [ log ( ) ] = 𝜑 (𝑠)
𝟐 𝑠 2 +16
∞ 𝑐𝑜𝑠4𝑡−𝑐𝑜𝑠3𝑡 𝟏 𝑠2 + 9
L {∫0 𝑒 −0𝑡 ( )𝑑𝑡 } = 𝟐
[ log ( 𝑠2 +16) ] = 𝜑 (𝑠)
𝑡
𝟏 9
= [ log ( )] [ nlogm = log𝑚 𝑛 ]
𝟐 16
=𝑙𝑜𝑔√9/16
= log( 3/4)
Example: 3
∞ 𝑐𝑜𝑠6𝑡−𝑐𝑜𝑠4𝑡
Evaluate the L. T .L {∫0 𝑑𝑡 }
𝑡
𝑐𝑜𝑠6𝑡−𝑐𝑜𝑠4𝑡
Solution :Let f(t) = 𝑡
∞ 𝑠 𝑠
= ∫𝑠 [ − 𝑠2 +42 ] ds
𝑠2 +62
𝟏 ∞ 2𝑠 2𝑠
= ∫𝑠 [ − 𝑠2+42 ] ds
𝟐 𝑠2 +62
𝟏
= [ log ( 𝑠 2 + 62 ) - log ( 𝑠 2 + 42 )]∞
𝑠
𝟐
𝟏 𝑠 2 +62
= 𝟐 [ log ( 𝑠2 +42 )]∞
𝑠
𝟏 𝑠 2 +62 /𝑠 2
= [ log ( )]∞
𝑠
𝟐 𝑠 2 +42 /𝑠 2
𝟏 1+62 /𝑠 2
= 𝟐 [ log ( 1+42 /𝑠2 )]∞
𝑠
𝟏 1+0 1+62 /𝑠 2
= 𝟐 [ log ( 1+0 ) − log ( 1+42 /𝑠2 ]
𝟏 1+62 /𝑠 2
= 𝟐 [ log ( 1 ) − log ( 1+42/𝑠2 ]
𝟏 1+62 /𝑠 2
= 𝟐 [ ( 0) − log ( 1+42 /𝑠2 ]
𝟏 𝑠 2+ 36
= 𝟐
[ - log ( 𝑠2 +16 ) ] = 𝜑 (𝑠)
CHAPTER :1
LAPLACE TRANSFORM
𝟏 𝑠 2 + 16
= 𝟐
[ log ( 𝑠 2+36
) ] = 𝜑 (𝑠)
∞ 𝑐𝑜𝑠4𝑡−𝑐𝑜𝑠3𝑡 𝟏 𝑠 2 + 16
L {∫0 𝑒 −0𝑡 ( )𝑑𝑡 } = 𝟐
[ log ( 𝑠 2 +36
) ] = 𝜑 (𝑠)
𝑡
𝟏 16
=𝟐 [ log ( 36)]
16
= log √36
= log ( 4/6)
= log ( 2/3) √
Example: 4
∞ 𝑠𝑖𝑛𝑡
Evaluate the L. T .L {∫0 𝑒 −𝑡 ( )𝑑𝑡 } [ s = 1]
𝑡
𝑠𝑖𝑛𝑡
Solution :Let f(t) = 𝑡
𝑠𝑖𝑛𝑡 ∞ 1
L{ } = ∫𝑠 𝑠 2 +1
𝑑𝑠
𝑡
=[ tan−1 (𝑠)]∞
𝑠
= cot −1 ( 𝑠 ) = 𝜑 (𝑠)
=cot −1 ( 1 )
𝜋
=4
EXERCISE -8
∞ ( 𝑒 −𝑡 −𝑒 −3𝑡 )
1) Evaluate the L. T .L {∫0 𝑑𝑡 } [ Ans. log( 3) ]
𝑡
∞ 𝑠𝑖𝑛2𝑡 𝝅
2)Evaluate the L. T .L {∫0 𝑑𝑡 } [ Ans. log( 𝟐 ) ]
𝑡
3𝑡
∞ 𝑠𝑖𝑛 2 ( ) 𝟏
3)Evaluate the L. T . L {∫0 𝑒 −𝑡 ( 𝑡 2 )𝑑𝑡 } [ Ans. 𝟒log( 10) ]
∞ 1−𝑐𝑜𝑠𝑡 𝟏
4)Evaluate the L. T .L {∫0 𝑒 −𝑡 ( )𝑑𝑡 } [ Ans.𝟐 log( 2) ]
𝑡
∞ 𝑠𝑖𝑛 2(2𝑡) 𝟏
5)Evaluate the L. T . L {∫0 𝑒 −2𝑡 ( )𝑑𝑡 } [ Ans.𝟒 log( 5) ]
𝑡
L { 𝑓 𝑛 (𝑡) } = - f n-1
(0) - s f n-2 (0) - 𝑠 2 𝑓 𝑛−3 (0) + .. + 𝑠 𝑛 𝐿 {𝑓(𝑡)} (4)
Example: 1
2 ∞
= ∫0 ( 𝑡 + 1)𝑒 −𝑠𝑡 𝑑𝑡 + 3 ∫2 𝑒 −𝑠𝑡 𝑑𝑡 [ ∫ 𝑢. 𝑣𝑑𝑥 = u.𝑣1 - u’𝑣2 +u’’𝑣3 -…]
𝑒 −2𝑠 1 1
=[ - + + ]
𝑠2 𝑠 𝑠2
1 1
L{ f (t) } = 𝑠 + 𝑠2
( 1 - 𝑒 −2𝑠 ) = 𝜑(𝑠)
1
= -1 +1 + ( 1- 𝑒 −2𝑠 )
𝑠
1
= 𝑠
( 1- 𝑒 −2𝑠 ) √
Example: 2
𝑠𝑖𝑛𝑡
Given f(t) = , find the L { f ‘ ( t) }
𝑡
L { f(t) } = L { sint/t }
1
L { sint } = 𝑠 2 +1
= 𝜑 (𝑠)
By using div. by ‘ t ‘
𝑠𝑖𝑛𝑡 ∞
L{ } = ∫𝑠 𝜑 (𝑠)𝑑𝑠
𝑡
∞ 1
= ∫𝑠 𝑠 2 +1
𝑑𝑠
= [tan−1 ( 𝑠)]∞
𝑠
= -1 + s . cot−1 (𝑠)
Example: 3
𝑑
Find the L .T .L{𝑑𝑡 ( t sin2t )}
𝑑 2
= -1 (
𝑑𝑠 𝑠 2 +4
)
𝑑 1
= −2 ( )
𝑑𝑠 𝑠 2 +4
1
= -2 [ - ( 𝑠2 +4)2 (2s ) ]
4𝑠
L { tsin2t } = (𝑠2+4)2 = 𝜑 (𝑠)
𝑑
Find .L{ ( t sin2t )} = - f(0) + s L f(t)
𝑑𝑡
4𝑠
= 0 + s ((𝑠2+4)2 )
4𝑠 2
= (𝑠2+4)2
EXERCISE -9
&-3 𝒆−𝟓𝒔 ]
Example: 1
𝑡
Find the L .T .{∫0 𝑠𝑖𝑛2𝑢 du }
1 2
= 𝑠 (𝑠2 +4 )
2
= 𝑠(𝑠2 +4)
Example: 2
𝑡
Find the L .T .{∫0 𝑢−1 𝑒 −𝑢 𝑠𝑖𝑛𝑢 du }
𝑒 −𝑡 𝑠𝑖𝑛𝑡
= 𝑡
𝑒 −𝑡 𝑠𝑖𝑛𝑡
L {( t ) } = L{ }
𝑡
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter 1 : Laplace transform
1
Find L { sint} = 𝑠 2+1 = 𝜑 (𝑠)
By using Division by ‘ t’
𝑒−𝑡sint ∞
L{ 𝑡
} = ∫𝑠 𝜑 (𝑠)𝑑𝑠
∞ 1
= ∫𝑠 [ ]𝑑𝑠
( 𝑠+1)2 +1
=[ tan−1 (𝑠 + 1)]∞
𝑠
𝑡 1
L { ∫0 𝑢−1 𝑒 −𝑢 𝑠𝑖𝑛𝑢du }= 𝑠 𝜑 (𝑠)
1
= 𝑠 cot −1 (𝑠 + 1)
Example: 3
𝒕
Find the L .T .{𝒆−𝟒𝒕 ∫𝟎 𝒖𝒔𝒊𝒏𝟑𝒖 du }
3
=𝑠2+9 = 𝜑 (𝑠)
𝑑 3
= -1 ( )
𝑑𝑠 𝑠2 +9
1
= -3( - .2s)
( 𝑠 2 +9)2
6𝑠
=( ) = 𝜑 (𝑠)
( 𝑠 2 +9)2
1 6𝑠
=𝑠 [ 2 ]
( 𝑠2 +9)
6
= [ 2 ] = 𝜑 (𝑠)
( 𝑠2 +9)
6
=[ 2 ]
( 𝑠2 +8𝑠+16+9)
6
=[ 2 ] √
( 𝑠2 +8𝑠+25)
EXERCISE -10
𝑡 𝟔
1) Find the L .T .{∫0 𝑒 −𝑢 𝑢3 du } [ Ans. 𝒔( 𝒔+𝟏)𝟐 ]
𝑡 𝟖(𝒔+𝟑)
2)Find the L .T . { ∫0 𝑢𝑒 −3𝑢 𝑠𝑖𝑛4𝑢du } [ Ans. 𝟐 ]
𝒔(𝒔𝟐 +𝟔𝒔+𝟐𝟓)
𝑡 𝑒 𝑢 𝑠𝑖𝑛𝑢 𝟏
3) Find the L .T .{∫0 du } [ Ans. 𝒔 𝐜𝐨𝐭 −𝟏 (𝒔 − 𝟏) ]
𝑢
𝑡 𝟒
4)Find the L .T .{∫0 𝑒 −3𝑢 𝑠𝑖𝑛4𝑢 du } [ Ans. 𝒔( 𝒔𝟐+𝟔𝒔+ 𝟐𝟓) ]
𝑡 𝟐(𝒔+𝟏)
5)Find the L .T .{∫0 𝑢𝑒 −𝑢 𝑠𝑖𝑛𝑢 du } [ Ans.- 𝟐 ]
𝒔(𝒔𝟐+𝟐𝒔+𝟐)
𝑡 𝑠𝑖𝑛𝑢 𝟏
6) Find the L .T .{∫0 du } [ Ans. 𝒔 𝐜𝐨𝐭 −𝟏 (𝒔) ]
𝑢
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter 1 : Laplace transform
** LAPLACE TRANSFOPRM OF PERIODIC FUNCTION :
Example:1)
𝑡
Find the L.T. of f(t)= k.𝑇 , for 0 < t < T & f(t)= f(t+T ) [a=T]
1 𝑇 𝑡
= 1−𝑒 −𝑇𝑠 ∫0 𝑒 −𝑠𝑡 𝑘 . 𝑇 𝑑𝑡 ( a= T )
𝑘 𝑇
=𝑇(1−𝑒 −𝑇𝑠) ∫0 𝑒 −𝑠𝑡 𝑡. 𝑑𝑡 [ LIATE]
𝑘 𝑇
= ∫ 𝑡. 𝑒 −𝑠𝑡 𝑑𝑡
𝑇(1−𝑒 −𝑇𝑠) 0
𝑘 𝑒 −𝑠𝑡 𝑒 −𝑠𝑡
=𝑇(1−𝑒 −𝑇𝑠) [ t . – (1)( )]𝑇0
−𝑠 𝑠2
𝑘 𝑒 −𝑠𝑡 𝑒 −𝑠𝑡 𝑇
=𝑇(1−𝑒 −𝑇𝑠) [ t . – ]
−𝑠 𝑠2 0
𝑘 𝑒 −𝑠𝑇 𝑒 −𝑠𝑇 1
=𝑇(1−𝑒 −𝑇𝑠) [( T. – ) -(0- )]
−𝑠 𝑠2 𝑠2
𝑘 𝑒 −𝑠𝑇 𝑒 −𝑠𝑇 1
= [( T. – + )]
𝑇(1−𝑒 −𝑇𝑠) −𝑠 𝑠2 𝑠2
𝑘 𝑒 −𝑠𝑇 1
= 𝑇(1−𝑒 −𝑇𝑠)[ -T. + ( 1 − 𝑒 −𝑠𝑇 )]
𝑠 𝑠2
𝑘 1 𝑒 −𝑠𝑇
= [𝑠 2 ( 1 − 𝑒 −𝑠𝑇 ) − T. ] √
𝑇(1−𝑒 −𝑇𝑠) 𝑠
1 2𝑎
=
1−𝑒 −2𝑎𝑠
∫0 𝑒 −𝑠𝑡 𝑓 (𝑡)𝑑𝑡
1 𝑎 2𝑎
= 1−𝑒 −2𝑎𝑠 [∫0 𝑒 −𝑠𝑡 . 1𝑑𝑡 +∫𝑎 𝑒 −𝑠𝑡 (−1)𝑑𝑡 ]
1 𝑎 2𝑎
=1−𝑒 −2𝑎𝑠 [∫0 𝑒 −𝑠𝑡 𝑑𝑡 -∫𝑎 𝑒 −𝑠𝑡 𝑑𝑡 ]
1 𝑒 −𝑠𝑡 𝑎 𝑒 −𝑠𝑡 2𝑎
=1−𝑒 −2𝑎𝑠{ [ ] - [ ] }
−𝑠 0 −𝑠 𝑎
1 𝑒 −𝑠𝑎 1 𝑒 −2𝑎𝑠
=1−𝑒 −2𝑎𝑠 { [-2 +𝑠 + ]}
𝑠 𝑠
1 1
= 𝑠 {( 1−𝑒 −2𝑎𝑠 ) (1 − 2𝑒 −𝑎𝑠 + 𝑒 −2𝑎𝑠 ) } { 1- 2𝑒 −𝑎𝑠 +(𝑒 −𝑎𝑠 )2 }
1 (1−𝑒 −𝑎𝑠)2
= 𝑠 {( ) } ( 1 − 𝑒 −𝑎𝑠 )2
1−𝑒 −2𝑎𝑠
1 (1−𝑒 −𝑎𝑠 )
=𝑠 [ ]
(1+𝑒 −𝑎𝑠)
1 (𝑒 𝑎𝑠/2 −𝑒 −𝑎𝑠/2 )
=𝑠 [ ]
(𝑒 𝑎𝑠/2 +𝑒 −𝑎𝑠/2 )
𝟏 𝒂𝒔
L{f(t)} = 𝒔 tanh( )√
𝟐
Example: 3)
𝜋
Find the L.T. of f(t) = a sinpt , 0< t <
𝑝
𝜋 2𝜋 2𝜋 2𝜋
0, <t< & f(t)= ( t + ) [a= ]
𝑝 𝑝 𝑝 𝑝
2𝜋
Solution: since f(t) is periodic with period
𝑝
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter 1 : Laplace transform
1 𝑎 2𝜋 2𝜋
L{f(t)} = 1−𝑒 −𝑎𝑠 ∫0 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡 f(t)= ( t + ) [ a= ]
𝑝 𝑝
1 2𝜋/𝑝
= 2𝜋𝑠 ∫0 𝑒 −𝑠𝑡 𝑓(𝑡)𝑑𝑡
−
1−𝑒 𝑝
1 𝜋/𝑝
= 2𝜋𝑠 [∫0 𝑒 −𝑠𝑡 𝑎𝑠𝑖𝑛𝑝𝑡𝑑𝑡 + 0]
−
1−𝑒 𝑝
𝑎 𝜋/𝑝
= 2𝜋𝑠 []∫0 𝑒 −𝑠𝑡 𝑠𝑖𝑛𝑝𝑡𝑑𝑡
−
1−𝑒 𝑝
1
Use formula: ∫ 𝑒 𝑎𝑥 𝑠𝑖𝑛𝑏𝑥𝑑𝑥 = 2 2 𝑒 𝑎𝑥 ( asinbx - bcosbx) ( a = -s , b = p)
𝑎 +𝑏
𝑎 1 𝜋/𝑝
= 2𝜋𝑠 [𝑠 2+𝑝2 𝑒 −𝑠𝑡 ( −𝑠𝑠𝑖𝑛𝑝𝑡 − 𝑝𝑐𝑜𝑠𝑝𝑡)]0
−
1−𝑒 𝑝
𝑎 1 𝜋/𝑝
= 2𝜋𝑠 .(𝑠 2 +𝑝2 ) [𝑒 −𝑠𝑡 ( −𝑠𝑠𝑖𝑛𝑝𝑡 − 𝑝𝑐𝑜𝑠𝑝𝑡]0
−
1−𝑒 𝑝
1 𝑎 𝜋 𝜋
= (𝑠 2+𝑝2 ) 2𝜋𝑠 .[𝑒 −𝑠𝜋/𝑝 ( (-ssinp.(𝑝 )- p cosp.(𝑝 )) - 1( 0 - p)]
−
1−𝑒 𝑝
1 𝑎
= (𝑠 2+𝑝2 ) 2𝜋𝑠 .[𝑒 −𝑠𝜋/𝑝 ( (-ssin𝜋- p cos𝜋 ) - ( 0 - p)] { sin𝜋 = 0 , cos𝜋 = −1}
−
1−𝑒 𝑝
1 𝑎
= (𝑠 2 +𝑝2 ) 2𝜋𝑠 .[𝑒 −𝑠𝜋/𝑝 ( (0 - p (-1)) - ( 0 - p)]
−
1−𝑒 𝑝
1 𝑎
= (𝑠 2 +𝑝2 ) 2𝜋𝑠 .[ p𝑒 −𝑠𝜋/𝑝 + p)] [ Sinn𝜋 = 0 , cosn𝜋 = (−1)𝑛
−
1−𝑒 𝑝
𝑎𝑝 1 −𝑠𝜋/𝑝
=(𝑠 2+𝑝2 ) 2𝜋𝑠 .[ 𝑒 + 1)]
−
1−𝑒 𝑝
𝑠𝜋
−
𝑎𝑝 ( 1+𝑒 𝑝 )
= 2𝜋𝑠
−
(𝑠 2+𝑝2 )(1−𝑒 𝑝 )
𝑠𝜋
−
𝑎𝑝 ( 1+𝑒 𝑝 )
= −
𝜋𝑠
(𝑠 2+𝑝2 )(11−(𝑒 𝑝 )2 )
𝑠𝜋
−
𝑎𝑝 ( 1+𝑒 𝑝)
= −
𝜋𝑠
−
𝜋𝑠
(𝑠 2+𝑝2 )(1−𝑒 𝑝 )(1+𝑒 𝑝 )
𝑎𝑝
= −
𝜋𝑠
(𝑠 2+𝑝2 )(1−𝑒 𝑝 )
EXERCISE-11
CHAPTER :1
LAPLACE TRANSFORM
𝑡
1)Find the L.T OF , f(t)= , 0<t≤𝑎
𝑎
1 𝟏 𝒂𝒔
= ( 2a- t , a< t < 2a & f(t) = f( t+2a) [Ans. tanh( )]
𝑎 𝒂𝒔𝟐 𝟐
Definition: if L { f(t) } = = then f(t) is called the inverse Laplace Transform of &
can be denoted as { } = f(t)
1) L{1} = 1/s { }= 1
2) L{t } = 1/ { }= t
3) L{ } = { }=
4) L{ } = { }=
5)L{ } = { }=
6)L{sinat} = { } = sinat
7)L{sinhat} = { } = sinhat
8)L{cosat} = { } = casat
9)L{coshat} = { }=
10)L{ } = { }=
Example: 1)
solution: {
= {
= {
= 2.1 + +
{ } =2 + +
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :2 Inverse Laplace transform
Example: 2)
solution: { = {
=3 {
=3 {
= 3.cos4t+ sin4t
Example: 3)
{ } = { }
= { }
=3. + 2. t + 1
Example: 4)
solution: { }= { + }
= { }+ }
= { + }
= { + } [ = ]
= cosh( t+ sinh( t
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :2 Inverse Laplace transform
EXERCISE -1
Example: 1)
solution : { }= { }
= .t
Example: 2)
solution: { }= { }
= cos3t
Example: 3)
solution : { } =
{ }
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :2 Inverse Laplace transform
= { }
= { }
= { }+ { }]
{ } = [cos3t + 4. sin3t ]
Example: 4)
solution :of { = { }
= { }
= { }
=4. { }
=4 { }- { } ]
=4 [ 1- t]
EXERCISE -2
Whenever possible we express the given function into the sum of linear or quadratic partial as
A=-
B=-
C=
= + +
= ]- [ ]+ [ ]
{ }= ]- [ ]+ [ ]
= - +
Example: 2)
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :2 Inverse Laplace transform
find the Inverse L. T. of { } - +11s-6= [( s-1)(s-2)(s-3)]
solution :Let = + + ( 1)
A=
B = -1
C=
= + +
= [ ] - + [ ]
{ }= ]- [ ]+ [ ]
= - +
EXERCISE-3
solution :Let = + + ( 1)
= A( +2s-s-2) +Bs+2B +C (
= A +As-2A+Bs+2B +C
A = 1/3 , B = 3 , C = - 1/3
= + +
= [ ]+3[ -
{ }= ] +3 [ ]- [ ]
= -3 -
Example: 2)
= A +B ( s+2) +C )
= (A +C )+(3As + Bs+2Cs ) 2A + 2B +C
A+C = 0 , 3A + B+2C = 2 , 2A + 2B +C = 3
{ }= + +
= + -
{ }= }+ - }
Example: 1)
Solution : = (1)
=A +B +4Bs + Cs + 4C
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :2 Inverse Laplace transform
= A + B + 4Bs+ Cs + 9A + 4C
A+ B = 0 , 4B+C = 1 , 9A + 4C= 29
A=1 , B = -1 C=5
{ } = {
= - - }
= - +5 { }
= – cos3t + 5. sin3t
Example: 2)
Solution: = (1)
= (As+B) ( + (Cs+D)(
= A +4As+ B + C +9Cs +D
{ = {
= { }- { }
= sin3t - . sin2t
= sin3t - sin2t
EXERCISE -3
Definition : - if (t) & (t) are two function then the following integral (t-u) du is called
To find [ (s ). (s) ]
Example: 1)
Solution: { }= { . }
[ (s ). (s) ] = (t-u) du
= [
= [ t cosat +
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :2 Inverse Laplace transform
= [ t cosat+ ]
= [ t cosat+ ]
= [ sinat + atcosat ]
Example: 2)
solution : { }= { . }
Let (s ). = Also (s )=
Let { (s )} = }= = = (u)
Also { (s )} = }= = = (t-u)
[ (s ). (s) ] = (t-u) du
= du [ ]
= du
= du
= [ -( )]
{ } =
Example: 3)
[ ]= [ . ]
Let (s ). = Also (s )=
[ (s ). (s) ] = (t-u) du
= [ t .cos2t +
= [ t cos2t +
[ ] = [ t cos2t +
[ ] = [ 2tcos2t + sin2t ]
{ }= [ sin2t + 2tcos2t
Example: 4)
Let (s ). = Also (s )=
Also { (s )} = }= = = (t-u)
[ (s ). (s) ] = (t-u) du
= du
= [u -
= (t - )–(0- )]
= t - + )]
= 2at - + )]
{ } = [1- – 2at. ]
= [1- (1+2at) ]
Solution : let { }= { }
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :2 Inverse Laplace transform
Here (s ) = Also (s )=
Let { (s )} = } = 1- = 1- = (u)
{ (s )} = }= = = (t-u)
[ (s ). (s) ] = (t-u) du
= du
= du
= du
= du
= [ -
= [( - ) – ( - 1)]
= [( - )+ ]
= [ ]
{ }= [
EXERCISE -3
[ Ans. ( )]
( )]
Example -1)
Find = -
= { - }
= { - { }
= -
By using differentiation of
{ }=- [
=- ( - )
{log ( )} = ( - )
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :2 Inverse Laplace transform
Example -2)
Solution: = log ( )
=[ log ( ]
Find, = - [ . ( )= ]
= { - }
= { - { }
= 2 cosat - 2 cosbt
By using differentiation of
{ }=- [
=- (2 cosat - 2 cosbt)
Example -3)
Solution : =
Find = . ( )
= (- )
= ( )
= (- )
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :2 Inverse Laplace transform
=-
= {- }
= -2 { }
= -2 . sin2t
{ = - sin2t
By using differentiation of
{ }=- [
= - (-sin2t )
{ } = ( sin2t )
Example -4)
Solution :let = }
Find = - (s+1)
=-
= {- }
=- { }
= { }
= sint
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :2 Inverse Laplace transform
By using differentiation of
{ }=- [
=- ( sint
{ }= ( sint )
EXERCISE -4
For finding the Laplace Transform of we need the following rules : ( Dy = = y ’(t) = f ’(t)] y = y(t)
Example -1)
Solve the differential equation using Laplace Transform y’’ (t) + y(t) = t , subject to y(0) = 1, y ’(0) = -2
Solution : Given that the equation y’’ (t) + y(t) = t , condition is y(0) = 1 & y’( 0) -2
y(s) – s + 2 + y(s) =
( 1+ ) y(s) = + s -2
( 1+ ) y(s) =
y(s)= = ( 1)
{ y(s)} = { } ( 2)
Let consider = + + ( 3)
=A +As + B +C +D
=( A +C +(B D + As +B
A+ C = 1 , B+D = -2 , A= 0 , B = 1
A=0 , B = 1, C= 1 , D= - 3
= + +
= +
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :2 Inverse Laplace transform
Now taking both side Inverse L. T .
{ = + }
= + { }
= t +[ { - }]
= t +( cost - 3sint )
{ = t + cost - 3sint
Example -2)
Solve the differential equation using Laplace Transform +2y+ = sint , subject to y(0) = 1,
( s+ 2+ ) y(s) =
( ) y(s) =
Y(s) =
Y(s) = (1)
{ Y(s)} = }
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :2 Inverse Laplace transform
Let consider = + + (2)
= A( +B + ( Cs+D) (
= A +B + +2C + D
=( A + ( As + Cs + 2Ds ) + A+B+D
=( A + ( A + C+ 2D ) s +( A+B+D)
A=1 B= - , C= 0 , D=
= + +
= - + (
{ = { - }+ {
{ }= - .t + . sint
Example : 3)solve the equation by using L. T. ( +4D + 13)y= sint , where y=0 & Dy= 0 at , t= 0
Y(s) = (1)
[Y(s)] = ] (2)
1 =( As+B) ( +( Cs+D)
A+ C = 0 , 2A , 2A +2B+13C+4D = 0 , 2B +13D = 1
consider = [ +
= [ -
{ y(s)} = [ - ]
= { - } ]
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :2 Inverse Laplace transform
= { - } ]
= { - } ]
= { - } ]
= { - } ]
= { - } ]
= { – }
- - }]
= { – 7 }
-2 { }+9 { }]
Example: 4) using L. T. solve the following differential equation with the given condition
+2 -3y = 0 ; x = 0 , y = 0 ,
Put x = t
Y(s) [ +2s-3] = 4
Y(s)= (1)
{Y(s)}= { } ( 2)
Let = = + (3)
Put s = 1 in (4)
4 = A( 4)+0
A=1
4= 0+B( -4)
B= - 1
= +
= -
{Y(s)}= { - }
= { }- { }
{Y(s) }= - ( t = x)
{Y(s) }= -
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :2 Inverse Laplace transform
Exercise: 7
using L. T. solve the following differential equation with the given condition
H(t-a) = 1 , for t
Is called as Heaviside’s unit –step function . in particular if a = 0 , we have the unit step function
H(t) = 1 , for t
By definition of L.T.
L { f(t) }=
L { H(t-a) } = H(t-a)dt
= (0)dt + (1)dt
=0+ (1)dt
= dt
=[
=[0–( )]
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :2 Inverse Laplace transform
L { H(t-a)} = (1)
= .(0)dt + .(1)dt
= 0 + dt
= dt
dt = du
t-a=u
t a
u 0
= du
= du
= du
= L {f(u)}
= 1 , for t
Sin2t
Sin3t t>2
Example :3) Express the following function by using Heaviside unit step function & find the L. T.
F(t)= 2, 0<t<
0, <t<2
Sint , t > 2
= 2 H ( t) –2 H ( t- ) + 0 + sint{ H ( t- 2 ) }
=2 H ( t) –2 H ( t- ) + sint{ H ( t- 2 ) }
= 2( ) -2( ) + L { sint }
= 2( ) -2( ) + .
=2( ) -2( ) +
Example: 4)Express the following function by using Heaviside unit step function & find the L. T.
F( t) = 1, 0<t<1
2, 1<t<2
3, 2<t<3
…………………………..
…………………………..
= + ( )+ + ( )+ + ( )+…..
= ( 1+ + + +…..)
Solution : we first Express f(t) = as a function of f(t-3) using Taylor’s series is states that
= 9 + (t-3) 6 + 2.
= 9 +6 (t-3) +
L { f( t-a)H(t-a)}= L {f(t)}
L{ H ( t-3) } = L { 9 + 6t + }
= L { 9} + 6L{t} + ]
= 9L { 1} + 6L{t} + ]
= [ 9. + 6 . + ]
L{ H ( t-3) } = [ + + ]
Solution : we first Express f(t) = ( 1+2t -3 +4 as a function of f(t-2) using Taylor’s series is states
that
= L { 25 +38 t +21 +4 }]
L { ( 1+2t -3 +4 H ( t-2) } = [ + + + ]
Exercise- 8
F(t)= 0, t<a
1/ , a t
L { ( t-a)} = (1)
= sin4
we first Express f(t) = t, as a function of f(t-4) using Taylor’s series is states that
F(t) = 4 + 1(t-4)
L { t H(t-4)} = L {( 4 + 1(t-4))H(t-4)}
= L{ 4 + t}
= [ 4 L{1} + L{t}]
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :2 Inverse Laplace transform
L { { t H(t-4)} = [ + ] ( 4)
L{ (t-4)}= 16 . ( 5)
L{ t H(t-4) + (t-4)} = [ 16 + + ]
Exercise – 9
*** END***
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :2 Inverse Laplace transform
(s)-y(0)} -
= sin t,
Example 1: solve by using Laplace transform + x = cos t given that x =2 and y= 0 when
t = 0.
…. … …. …. …(4)
( 1-
,When t=0.
Where
Where
3 + (0) =
L{
= 3s-2 +
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :2 Inverse Laplace transform
(6)
X(t) +y(t) =
y(t) = x(t)
+3 – +
+3 – -
The Expressions (6) and (7) are the solutions of the given system of differential equations.
Taking the Laplace Transforms of (1) and (2) and using the condition (3), we obtain
… … … … … (5)
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :2 Inverse Laplace transform
Eliminating ( 4 -5 )
…… … … …. …(6)
x = 2y(t) +
= 2( )+
x = +
x = -
integrating we , get
Using
… .. . … …(7)
Thus (6) and (7 ) together give the complete solution of differential equations(1) – (3).
Given that
… … … … …(2)
Where … … … … ….(3)
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :2 Inverse Laplace transform
… … … … ….(4)
2 …. … ,.. … …. …(5)
… …. … …. …. …(6)
Eliminating
The solutions (7) and (8) together give the complete solutions of (1)-(4).
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :2 Inverse Laplace transform
Objective Type Questions On Chapters – 1&2
a) t
2.
a) t
3. Laplace transform of
a) b) c) d)
4. Laplace transform of
a) b) c) d)
5. L{
a) b) c) d) None of these
6.
a) b) c) d)
7. Laplace transform of
a) b) ( c) ( d)
8.
a) b) c) d)
9.
a) 1 if 2 b)
c) - 1 if 2 d) 0 if 2
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :2 Inverse Laplace transform
10. Inverse Laplace transform of 1 is
a) b) c) d)
11. if
a) b) c) d.
12.
a) b) c) d)
13 .
a) b) c) 1- d)
a) b) c) 0 d)
a) cosht b) c) d)
16.
a) b) ) c) d)
18.
a) b) c) ) d) None of these
a) b) c) d)None of these
a) b) c) ) d) None of these
a) b) c) d) None of these
22.
a) 0 b) c) d) 1
a) b) c) d) None of these
a) b) c) d) None of these
25.
a) b) c) d) None of these
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :2 Inverse Laplace transform
26.
27.
a) b) c) d) None of these
28.
a) b)
c) d) None of these
29.
a) b c) d) None of these
30. is equal to
a) b) c) d) None of these
31.Laplace transform of
a) b) c) d) None of these
32.
a) b) c) d) None of these
33.
a) b) c) d)
34.
a) b) c) d)
a) b) c) d) None of these
Transform .with the help of these Transformation problems with initial condition we sol.of This problem.
Let I=
I=
Ex. I= [ x = 0 to 1 , y = 1 to 2 ]
= ydy
= ydy
= [ ]
= [
I= [ 4-1]=
Put x=-x
F(-x) = +cos(-x)
F(-x) = +cosx
F(-x) = +sin(-x)
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :3 Fourier Transform
= - sin(x)
=-[ +sin(x)]
Formula:
** Fourier Integral :if f(x) satisfies Dirichlet’s condition in each finite interval –l & if f(x) is
integrable in - then Fourier Integral Theorem can be states that .
F(x) = (1)
** Fourier Sine & Cosine Integral: - the Above integral can be written as
F(x)= +
i.e.f(x) = + ( 2)
When f(s) is an even function .f(s) will be even but f(s)sin will be odd function & f(s)cos will be
even function . Hence from (2) second integral will be zero & we will get.
f(x) = ( 3)
When f(s) is an odd function .f(s) will be odd but f(s)sin will be even function & f(s)cos will be odd
function . Hence from (2) first integral will be zero & we will get.
f(x)= (4)
for x > 0
f(x)=
f(x )=
camparning a= -k , b= , x= s
= [ ( -ksin - d
= [ ( -ksin - d [ =0]
= [ 1. ( - d
= [ ]d
F(x) = d
d = f(x)
d = if x > 0
F(x) = ]
f(x) =
f(x) =
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :3 Fourier Transform
= . ( acosbx+ bsinbx)
a= -1 b = , x=s
f(x) = [ -cos + d
f(x) = [0- ]d
f(x) = [ ]d
f(x) = d
d = f(x)
d =
Example: 3)Find the Fourier cosine integral representation of f(x) = x > 0 & hence show that
d =
F(x) = ]
Since f(x) ix an even function ( x > 0) , we have Fourier cosine integral formula
f(x) =
f(x) =
f(x) = [ -acos + d
f(x)= = [0- ]d
f(x) = d
d = f(x)
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :3 Fourier Transform
d =
d =
Example: 4) Express the function f(x)= x as Fourier sine Integral & hence show that
d = (
f(x)=
f(x)=
f(x)= - ]d
f(x)= {[ ]- ]}d
f(x)= {[ - ]}d
f(x)= [ ]d
f(x)= [ ]d
f(x)= [ ]d
f(x)= [ ]d
[ ]d = f(x)
d = (
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :3 Fourier Transform
EXERCISE-1
1)Express f(x) = ( k>0) As Fourier sine & cosine Integral& show that
i) d = ii) d =
F( x) = 1 for 0
0 for x>1
d = if 0
Definition : if a function f(x) is defined on ( - is piec ewise continuous in each finite interval &
is absolutely in (- ) then the integral dx is called as the fourier transform of f(x)
&is denoted by F { f(x)} or F(s) thus
F(s) = dx (1)
0 , x<a , x > b
F(s) = dx
= dx
= dx
= [
= [ ]
F(s) = dx
= dx
= dx (1)
=- [ ]
=- [ ]
=- [ - [ = -1 ]
= dx
= dx ( 2)
= dy
= dy [ dy = ]
F(s) =
F(x) = , |x| [ - to ]
0, |x|>
Solution:by definition of F. T.
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :3 Fourier Transform
F(s) = dx
= dx
= dx
= [
= [ ] [ sin = ]
F(s) = sin s
Solution:by definition of F. T.
F(s) = dx
= dx
= dx [ = cos ]
= dx + i dx
Since the first integral is even & the second integral is odd ( & hence zero )
f(s) = dx+ 0 [ = , = ]
( a=-1 , b= s )
= [ ( -cossx +s sinsx)
= [0- ( -1+ 0) ]
= [ ]
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :3 Fourier Transform
Example: 5) find the fourier transform of f(x) =
by definition of F. T.
F(s) = dx
= dx
= dx [ = cos ]
= dx + i dx
Since the first integral is even & the second integral is odd ( & hence zero )
f(s) = dx+ 0 [ = , = ]
( a=-a , b= s )
= [ ( -acossx +s sinsx)
= [0- ( -a+ 0) ]
= [ ]
EXERCISE :2
0 ,| x|> a
0 , x<a , x>b
0 , if |x|> a
IF F(s) = is the Fourier transform of f(x) & if f(x) satisfies certain condition in every finite interval ( -l , l) &
then f(x) is defined as
F(x) = ds
f(x) = 1, |x|< k ( - k to k)
i) ds ii) ds iii) ds
Solution: by definition of F. T.
F(s) = dx
= dx
= [
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :3 Fourier Transform
= . [ ]
F(x) = ds
= ds
= sinsk. ds
= ds - ds ( s=- s)
F( x) = ds - 0
ds = . f(x)
= 1.
= (1)
= /2 ( 2)
= /2 ( 3)
0, |x|> 1
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :3 Fourier Transform
And hence Evaluate ).cos( ) dx = -
F(s) = dx
= dx
= [( – ( -2x) + (- 2) [ = = -1i = -i ]
= [( – ( -2x) + (- 2)
= [( – ( 2x) + ( 2)
= [ ( 0 -2 +2 ) – ( 0 +2 +2 )]
= === [ -2 +2 )–2 -2 )]
= [ -2( + ) +2( - )]
= [- ( )+ ( – )]
= [- ( )+ ( )]
= [- coss + sins s]
F(s) = -2 [ ] (1)
F(x) = ds
= ) ds
= ) ds
= ( cossx – isinsx) ds
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :3 Fourier Transform
= ( cossx )ds + sinsx) ds
( 1- )= ( cossx )ds
Put x = 1/2
( 1- )= cos(s/2) ds
( 1-1/4) = ( cos(s/2) ds
= cos(s/2) ds
- = ( cos(s/2) )ds
- = ( cos(s/2) )ds
- = ( cos(s/2) )ds OR
cos(x/2) dx = -
EXERCISE -3
The infinite Fourier Sine Transform of f(x) , 0< x < by (s) , is defined by
(s) =
F( x) = 1,0
0, x>1
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :3 Fourier Transform
Solution :by using def. Fourier Sine Transform :
(s) =
= [-
(s) = [ ]
F( x) = 0, 0< x < a
X, a
0, x> b
(s) =
= + +
=0+ +0
= [ x (- ) - (1)( - )
=[- x + ]
= [( -b + ) – (-a + )]
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :3 Fourier Transform
= [ -b + +a - )]
(s) =[ + ]
(s) =
Put sx= t
X=
Sx=t
x 0
t 0
= dt
= .(
(s) =
(s) =
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :3 Fourier Transform
(s) =
= + ]
(a= -5 , b= s , a= -2, b = s )
= { [ 0 –1(0-s)] + [0 -( 0 - s)] }
= [ + ]
(s) = [ + ]
EXERCISE -3
If (s) is the Fourier Sine Transformof f( x) then the function f( x) can be defined as
F( x) = (1)
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :3 Fourier Transform
F(x) is called the Inverse Fourier Transform of (s)
Example:1)
F( x) =
( a=-a , b = x ,x = s )
= [ ( -asinsx-xcossx)
= [ 0 -1 ( 0 - x)]
F(x) = ]
Example:2)
F( x) =
= (1)
[ f(x)]=
=
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :3 Fourier Transform
Use formula dx= ( acosbx + bsinbx)
( a= -a , b= x , x=s )
= [ ( -acossx- xsinsx)
= [ 0 - 1( -a-0)]
[ f(x)] = [ ] (2)
F(x)= a.[ ] +c
F(x) = [ ] +c (3)
We get c = 0
F(x) = [ ] ( 4)
To obtain the inverse Fourier sine transform of 1/s , we put a= 0 in the above result , we have that
(s)= ,
then f(x)= [ ]
= .
F(x) = (5)
Example: 3)
(s) =
( a= -1, b= s )
= [ ( -1sinsx- scossx)
= { [ 0 -1 ( 0 - s)]}
(s)= [ ] ( 1)
By definition
F( x) =
= ds
= ds
since in definite integral variable is immaterial ,we changing s to x, we get
dx =
Example: 4)
Find the Fourier sine transform of f(x) = & Hence deduce that =
(s) =
= (1)
( a= -a , b = s)
= [ ( -acsosx- ssinsx)
= [ 0- 1( -a - 0)]
[ (s] = [ ] (2)
(s)= a[ +c
(s) = [ +c ( 3)
(s) = [ ( 4)
F( x) =
F( x) =
Put x= 1 , we get
=
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :3 Fourier Transform
Changing s to x , we get
The infinite Fourier Sine Transform of f(x) , 0< x < by (s) , is defined by
(s) =
Example: 1)
0, x >1
(s) =
= [
= [ - 0]
= [ ]
(s) =
=
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :3 Fourier Transform
= + ]
( a= -1 , b= s & a= -2 , b = s )
= [ ( 0-(-1)] + [ )}
(s) = [ + ]
EXERCISE- 5
[ Ans. 2. ( + ]
0, x> 2
[ Ans. 2. . ( 1- coss)]
0, x > a
[Ans. 2. . ]
If (s) is the Fourier cosine transform of f(x) then the function f(x) can be definied as
F(x) = .
F(x) = .
= .
( a = -1 b = x )
= [ ( -cossx +xsinsx)
= [ -cossx +xsinsx)
= [ 0 - ( -1+0)]
0, if s > 2k
F(x) = .
= .
= [ –(- )(- )
= [ – )
= [(0- )–(0- )]
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :3 Fourier Transform
= [( ) + )]
= [ ]
= [ ]
F(x) =
Example: 3)find Fourier cosine transform of ,. x & hence deduce that dx=
(s) =
( a = -1 , b = s )
= [ . ( -1cossx+ ssinsx)
= [ ( -1cossx+ ssinsx)
= [ 0 - 1( -1+0)]
(s )=
F(x) = .
=
SUB. : ENGG. MATHEMATICS III
( All Branch)
Chapter :3 Fourier Transform
=
Put x = m ,
=
SUB. : ENGG. MATHEMATICS III
Chapter :PARTIAL DIFFERENTIAL EQUATION & APPLICATION
Definition : A differential equation which containing partial derivative of a two or more independent
variable is called as partial differential equation .
∴ z= f(x,y) (1)
𝜕𝑧 𝜕𝑧
The partial derivatives , are denoted by p &q resp. then
𝜕𝑥 𝜕𝑦
𝜕𝑧 𝜕𝑧
P= 𝜕𝑥
,& q = 𝜕𝑦
𝜕𝑧 𝜕2 𝑧 𝜕2 𝑧 𝜕2 𝑧
Ex. The equation i) = C2 ii) + = 0 are partial differential equation
𝜕𝑡 𝜕𝑥 2 𝜕𝑥 2 𝜕𝑦 2
𝝏𝒛
Find 𝝏𝒕
=zx = 2x+0+1. y+0 =2x+y=p
𝝏𝒛
=zy = 0+2y+x. 1+0 =2y+x=q
𝝏𝒕
𝝏𝟐 𝒛
= uxx = 2. 1+0=2=r
𝝏𝒙𝟐
𝝏𝟐 𝒛
= uyy = 2. 1+0 =2 =t
𝝏𝒚𝟐
𝝏𝟐 𝒛
=uxy=0+1=1 =s
𝝏𝒙𝝏𝒙
𝝏𝟐 𝒛
𝝏𝒙𝝏𝒙
= 𝒖𝒚𝒙 = 0+1=1 = s
Formation of partial Differential equation : there three method to solution of partial differential
SUB. : ENGG. MATHEMATICS III
Chapter :PARTIAL DIFFERENTIAL EQUATION & APPLICATION
i) By the elimination of arbitrary constant
F( x, y, z , a, b )= 0 (1)
Where x, y are independent variable & z is a dependent variable. & a , b are arbitrary constant
Example:Form the partial differential equation from the following equation by eliminating the
arbitrary Constant
i) z = ax +by +ab
∴p=a (2)
𝜕𝑧
& 𝜕𝑦
= 0 + b +0
q= b ( 3)
z= px + qy + pq
ii) z = ax + 𝒂𝟐𝒚𝟐 + b
z = ax + 𝑎2𝑦2 + b (1)
∴ P =a ( 2)
𝜕𝑧
𝜕𝑦
= 0 + 2𝑎2y +0
q= 2𝑎2y [ 𝑎2 = 𝑝2 ]
q = 2𝑝2y
or q- 2𝑝2y =0
iii) z = (𝑥2+a)( 𝑦2 + 𝑏)
Z =(𝑥2+a)( 𝑦2 + 𝑏) (1)
diff .( 1) partially w. r. t. to x
𝜕𝑧
𝜕𝑥
=( 2x +0) (𝑦2 + 𝑏)
∴P = 2x(𝑦2 + 𝑏) ( 2)
diff .( 1) partially w. r. t. to y
𝜕𝑧 = (𝑥2+a)( 2y+0)
𝜕𝑦
∴ q= 2y(𝑥2+a) ( 3)
pq = 4xy(𝑥2+a)( 𝑦2 + 𝑏)
∴ pq = 4xyz
𝒙𝟐 𝒚𝟐
iv) 2z = 𝒂𝟐 + 𝒃𝟐
𝒙𝟐 𝒚𝟐
2z = 𝒂𝟐 + 𝒃𝟐 (1)
SUB. : ENGG. MATHEMATICS III
Chapter :PARTIAL DIFFERENTIAL EQUATION & APPLICATION
diff .( 1) partially w. r. t. to x , we get
𝝏𝒛 𝟐𝒙
2 𝝏𝒙 = 𝒂𝟐 +0
𝟐𝒙
2p = 𝒂𝟐
𝒙
∴P = 𝒂𝟐
∴ 𝒂𝟐 = 𝒙
(2)
𝒑
𝟐𝒚
2q = 𝒃𝟐 +0
𝒚
q= 𝒃𝟐
∴ 𝒃𝟐= 𝒚 ( 3)
𝒒
𝒙𝟐 𝒚𝟐 𝒑𝒙𝟐 𝒒𝒚𝟐
2z = 𝒙 + 𝒚 = + 𝒚
𝒑 𝒒
𝒙
∴2z = px + qy
v) az +b= 𝒂𝟐x+ y
ap = 𝒂𝟐
∴p=a (2)
put a = p in( 2)
pq =1
𝒙𝟐 𝒚𝟐 𝒛𝟐
vi) + + =1
𝒂𝟐 𝒃𝟐 𝒄𝟐
𝒙𝟐 𝒚𝟐 𝒛𝟐
𝒂𝟐
+𝒃𝟐 +𝒄𝟐 =1 (1)
𝒚 𝒛 𝝏𝒛
𝒃𝟐
+ 𝒄𝟐 𝝏𝒚 = 0 ( 3)
𝟏 𝒛 𝝏𝟐𝒛 𝟏
+ + (𝝏𝒛 )𝟐 =0 (4)
𝒂𝟐 𝒄𝟐 𝝏𝒙𝟐 𝒄𝟐 𝝏𝒙
𝒙 𝒛 𝝏𝒛
𝒂𝟐
= - 𝒄𝟐 𝝏𝒙
𝒛
∴𝟏 =- 𝝏𝒛
𝒂𝟐 𝒙𝒄𝟐 𝝏𝒙
SUB. : ENGG. MATHEMATICS III
Chapter :PARTIAL DIFFERENTIAL EQUATION & APPLICATION
Put these value in( 4)
Equation( 4) becomes
𝟏 𝒛 𝝏𝟐𝒛 𝟏 𝝏𝒛 𝟐
+ + ( ) =0
𝒂𝟐 𝒄𝟐 𝝏𝒙𝟐 𝒄𝟐 𝝏𝒙
𝒛 𝝏𝒛 𝒛 𝝏𝟐𝒛
∴- + 𝟏 𝝏𝒛
+ ( )𝟐 =0
𝒙𝒄𝟐 𝝏𝒙 𝒄𝟐 𝝏𝒙𝟐 𝒄𝟐 𝝏𝒙
𝝏𝟐𝒛
∴
𝟏
[-
𝒛 𝝏𝒛 + z + (𝝏𝒛 )𝟐 ] = 0
𝒄𝟐 𝒙 𝝏𝒙 𝝏𝒙𝟐 𝝏𝒙
𝝏𝟐𝒛
- 𝒛 𝝏𝒛 + z + (𝝏𝒛 )𝟐 =0
𝒙 𝝏𝒙 𝝏𝒙𝟐 𝝏𝒙
Or
− 𝒛𝒑
𝒙
+ z r + 𝒑𝟐 =0 ( 5)
𝟏 𝒛 𝝏𝟐𝒛 𝟏
+ + (𝝏𝒛 )𝟐 =0 (6)
𝒂𝟐 𝒄𝟐 𝝏𝒚𝟐 𝒄𝟐 𝝏𝒚
𝒚 𝒛 𝝏𝒛
𝒂𝟐
= - 𝒄𝟐 𝝏𝒚
𝒛
∴𝟏 =- 𝝏𝒛
𝒂𝟐 𝒚𝒄𝟐 𝝏𝒚
𝟏 𝝏𝟐𝒛
[ - 𝒛 𝝏𝒛 + z + (𝝏𝒛 )𝟐] = 0
𝒄𝟐 𝒚 𝝏𝒚 𝝏𝒚𝟐 𝝏𝒚
𝝏𝟐𝒛
- 𝒛 𝝏𝒛 + z + (𝝏𝒛 )𝟐 =0
𝒚 𝝏𝒚 𝝏𝒚𝟐 𝝏𝒚
Or
− 𝒛𝒒 +zt + 𝒒𝟐 =0 ( 7)
𝒚
SUB. : ENGG. MATHEMATICS III
Chapter :PARTIAL DIFFERENTIAL EQUATION & APPLICATION
Exercise -1
Q. Form the partial differential equation from the following equation by eliminating the arbitrary
Constant
a) z = zx + by [ Ans . z = px + qy ]
1
e)z = ax𝑒𝑦 + 2 𝑎2𝑒2𝑦 +b [ Ans. q = px + 𝒑𝟐 ]
P = f ‘(𝑥2 − 𝑦2) 2x
𝑝 𝑥
=
𝑞 −𝑦
Py = -qx
py +qx = 0
2) z = f( x+at ) + g( x-at)
SUB. : ENGG. MATHEMATICS III
Chapter :PARTIAL DIFFERENTIAL EQUATION & APPLICATION
Solution : given that
𝜕𝑧 = p = f ‘( x+at) 1 + g ‘ ( x-at )1
𝜕𝑥
∴ P = f ‘( x+at) + g ‘ ( x-at )
𝜕2 𝑧
= 𝑎2f "( x+at) +𝑎2 g" ( x-at ) (4)
𝜕𝑡 2
𝜕 2𝑧
𝜕𝑥2 f ‘’( x+at) + g ‘’ ( x−at )
𝜕 2𝑧
=
𝑎 2 [f ‘’( x+at)+ g ‘’ ( x−at )]
𝜕 𝑡2
𝜕 2𝑧
𝜕𝑥2 1
∴ 𝜕 2𝑧
=
𝑎2
𝜕 𝑡2
𝜕2 𝑧 𝜕2 𝑧
∴ 𝒂𝟐 =
𝜕𝑥 2 𝜕𝑡 2
Example: 3) z = 𝝋(𝒙)𝑇(𝒚)
Z == 𝜑(𝑥)𝑇(𝑦) (1)
q = 𝜑(𝑥)𝑇′(𝑦) ( 3)
∴ pq = zs
∴pq -zs = 0
p = 1 +0 + f ‘( xy)y [ 𝝏 (xy) = y 𝝏
(x) = y .1 = y]
𝝏𝒙 𝝏𝒙
∴ p = 1+f’(xy)y
q= 0+1+f’(xy)x
∴q-1 = f ’(xy)x ( 3)
x( p-1)= y(q-1)
Px-x = qy –y
∴ Px- qy = x+y
SUB. : ENGG. MATHEMATICS III
Chapter :PARTIAL DIFFERENTIAL EQUATION & APPLICATION
u = x+y +z , v = 𝑥2 + 𝑦2 + 𝑧2
f ( u , v)=0 ( 1)
diff.( 1) partially w. r. t. to x
𝜕𝑓 𝜕𝑢 𝜕𝑢 𝜕𝑧 𝜕𝑓 𝜕𝑣 𝜕𝑣 𝜕𝑧 ]=0
[ + . ]+ [ + .
𝜕𝑢 𝜕𝑥 𝜕𝑧 𝜕𝑥 𝜕𝑣 𝜕𝑥 𝜕𝑧 𝜕𝑥
𝜕𝑓 [ 1 +1. 𝑝 ]+ 𝜕𝑓 [ 2𝑥 +2z. 𝑝 ] = 0
𝜕𝑢 𝜕𝑣
𝜕𝑓 [ 1 + p ] + 𝜕𝑓 [ 2𝑥 +2z𝑝 ] = 0
𝜕𝑢 𝜕𝑣
𝜕𝑓 [ 1 + p ] = - 𝜕𝑓 [ 2𝑥 +2z𝑝 ] ( 2)
𝜕𝑢 𝜕𝑣
𝜕𝑓 [ 1 +1. 𝑞 ]+ 𝜕𝑓 [2y+2z𝑞 ] = 0
𝜕𝑢 𝜕𝑣
𝜕𝑓 [ 1 +𝑞 ]+ 𝜕𝑓 [2y+2z𝑞 ] = 0
𝜕𝑢 𝜕𝑣
𝜕𝑓 [ 1 +𝑞 ] = - 𝜕𝑓 [2y+2z𝑞 ] (3)
𝜕𝑢 𝜕𝑣
1+𝑝 𝑥+𝑧𝑝
=
1+𝑞 𝑦+𝑧𝑞
y+zq+py+pqz= x+zp+qx+pqz
y+zq+py= x+zp+qx
Example: 6) z= 𝒆𝒎𝒚 𝝋 ( 𝒙 − 𝒚)
Z =𝒆𝒎𝒚 𝝋 ( 𝒙 − 𝒚) (1)
P = 𝒆𝒎𝒚 𝝋′ ( 𝒙 − 𝒚) ( 2)
q = - 𝒆𝒎𝒚 𝝋′ ( 𝒙 − 𝒚) + m 𝒆𝒎𝒚 𝝋 ( 𝒙 − 𝒚)
q = -p +mz
∴ p +q = mz
Z = f ( xy +𝒛𝟐 , x +y+z)
Let z = f ( u , v ) (1)
𝜕𝑓 [ 𝑦 +2z𝑝 ]+ 𝜕𝑓 [1 + 𝑝 ] = 0
𝜕𝑢 𝜕𝑣
𝜕𝑓 [ 𝑦 +2z𝑝] = - 𝜕𝑓 [1 + 𝑝 ] (2)
𝜕𝑢 𝜕𝑣
𝜕𝑓 [ 𝑥 +2z𝑞 ]+ 𝜕𝑓 [1+1. 𝑞 ] =0
𝜕𝑢 𝜕𝑣
SUB. : ENGG. MATHEMATICS III
Chapter :PARTIAL DIFFERENTIAL EQUATION & APPLICATION
𝜕𝑓 [ 𝑥 +2z 𝑞]+ 𝜕𝑓 [1+ 𝑞 ] = 0
𝜕𝑢 𝜕𝑣
𝜕𝑓 [ 𝑥 +2z 𝑞] = - 𝜕𝑓 [1+ 𝑞 ] ( 3)
𝜕𝑢 𝜕𝑣
Dividing ( 2) by (3)
𝜕𝑓 𝜕𝑧 𝜕𝑓 𝜕𝑧
[ 𝑦 +2z. ] − [1 + ]
𝜕𝑢 𝜕𝑥 𝜕𝑥
=
𝜕𝑣
𝜕𝑓 𝜕𝑧 𝜕𝑓 𝜕𝑧
[ 𝑥 +2z. ] − [1+ ]
𝜕𝑢 𝜕𝑦 𝜕𝑣 𝜕𝑦
𝑦+2𝑝𝑧 1+𝑝
=
𝑥+2𝑧𝑞 1+𝑞
y + 2zp+qy = x+ px + 2zq
Or
Let z = f ( u , v ) (1)
diff.(1) partially w. r. t. to x
𝜕𝑓 𝜕𝑢 𝜕𝑢 𝜕𝑧 𝜕𝑓 𝜕𝑣 𝜕𝑣 𝜕𝑧 ]=0
[ + . ]+ [ + .
𝜕𝑢 𝜕𝑥 𝜕𝑧 𝜕𝑥 𝜕𝑣 𝜕𝑥 𝜕𝑧 𝜕𝑥
diff.(1) partially w. r. t. to y
𝜕𝑓 𝜕𝑢 𝜕𝑢 𝜕𝑧 𝜕𝑓 𝜕𝑣 𝜕𝑣 𝜕𝑧 ] =0
[ + . ]+ [ + .
𝜕𝑦 𝜕𝑦 𝜕𝑧 𝜕𝑦 𝜕𝑣 𝜕𝑦 𝜕𝑧 𝜕𝑦
SUB. : ENGG. MATHEMATICS III
Chapter :PARTIAL DIFFERENTIAL EQUATION & APPLICATION
𝜕𝑓 [ 2𝑧 +2y 𝜕𝑧 ]+ 𝜕𝑓 [2y+ 2𝑥 𝜕𝑧 ] = 0
𝜕𝑦 𝜕𝑦 𝜕𝑣 𝜕𝑦
Dividing ( 2) by (3)
𝜕𝑓 𝜕𝑓
[2𝑥 +2y 𝑝 ] − [2z+2x𝑝 ]
𝜕𝑢
𝜕𝑓 = 𝜕𝑣
𝜕𝑓
[ 2𝑧 +2y 𝑞] − [2y+ 2𝑥𝑞 ]
𝜕𝑦 𝜕𝑣
2𝑥 +2y 𝑝 2z+2x𝑝
=
2𝑧 +2y 𝑞 2y+ 2𝑥𝑞
𝑥 +y 𝑝 z+x𝑝
=
𝑧 +y 𝑞 y+ 𝑥𝑞
The partial diff. equation containing only one partial derivative can be solved by direct integration
𝟐𝒛
Example : 1) Solve 𝝏 = sin(xy)
𝝏𝒚 𝟐
Integrating w. r. t. to y , we get
𝜕2𝑧 sin
(2𝑥 +3𝑦)
= + f(x) ( 2)
𝜕𝑥 2 3
𝟐𝒛
Example: 4) solve log( 𝝏
) = x+y
𝝏𝒙𝝏𝒚
𝝏𝟐𝒛
7) = 4 sin (3xy)
𝝏𝒚𝝏𝒙
𝟐𝒛
Example : 9) solve 𝝏
= sinxsiny , given that 𝝏𝒛 = - 2siny when x =0 & when y is an odd multiple of
𝝏𝒙𝝏𝒚 𝝏𝒚
𝝅
𝟐
f(y) = -siny
SUB. : ENGG. MATHEMATICS III
Chapter :PARTIAL DIFFERENTIAL EQUATION & APPLICATION
put these value in (2 )
𝝏𝒛 = - cosxsiny - siny ( 3)
𝝏𝒚
∴ z = ( 1+ cosx) cosy
Which is a solution
𝟑𝒛
Example : 10) solve 𝝏
+18x𝒚𝟐+ sin( 2x-y)= 0
𝝏𝒙𝟐𝝏𝒚
𝟑𝒛
Solution : 𝝏
= -18x𝒚𝟐 - sin( 2x-y) (1)
𝝏𝒙𝟐𝝏𝒚
The partial diff. equation that contain first order partial derivatives p & q
only is called a partial diff. equation of first order . if p & q both occur in the first degree only & are not
multiple together , it is called linear partial diff. equation of the first order
The partial diff. equation of the form 𝑃𝑝 + 𝑄𝑞 = 𝑅 , where P, Q , R are the function of x, y, z, is
the standard form of the quasi – linear partial diff. equation of the first order & is called Lagrange’s
Linear equation
Procedure:
i) taking first two fraction 𝑑𝑥 = 𝑑𝑦
𝑃 𝑄
Which is form of 𝑃𝑝 + 𝑄𝑞 = R
Where P = xz , Q = yz , R = 𝑧2
𝑑𝑥 𝑑𝑦 𝑑𝑧 (2)
= =
𝑥𝑧 𝑦𝑧 𝑧2
Form (2 )
𝑑𝑥 𝑑𝑦 (3)
=
𝑥 𝑦
∫ 1 dx = ∫ 1 dy
𝑥 𝑦
log( 𝑥 ) = log 𝑐1
𝑦
𝒄𝟏 = 𝒙
(4)
𝒚
𝑑𝑦 𝑑𝑧
=
𝑦 𝑧
Integrating we get
∫ 1 dy = ∫ 1 dz
𝑦 𝑧
log( 𝑦 ) = log 𝑐 2
𝑧
𝑐2 = 𝑦
(5)
𝑧
Which is form of 𝑃𝑝 + 𝑄𝑞 = R
Where P = yz , Q = xz , R = xy
𝑑𝑥 𝑑𝑦 𝑑𝑧 (2)
= =
𝑦𝑧 𝑥𝑧 𝑥𝑦
Form (2 )
𝑑𝑥 𝑑𝑦
=
𝑦 𝑥
xdx = y dy
∫ 𝑥 dx = ∫ 𝑦 dy
𝑥2 2
=𝑦 +𝑐
2 2 1
𝑥2 2
− 𝑦 =𝑐
2 2 1
𝑥2 - 𝑦2 = 2𝑐1 [2𝑐1 = 𝑐1 ]
𝑥 2 - 𝑦2 = 𝑐 1 ( 3)
𝑑𝑦 𝑑𝑧
=
𝑧 𝑦
ydy = z dz
∫ 𝑦 dy = ∫ 𝑧 dz
𝑦2 2
=𝑧 +𝑐
2 2 2
𝑦2 2
− 𝑧 =𝑐
2 2 2
𝑦2 - 𝑧2 = 2𝑐2 [2𝑐2 = 𝑐2 ]
𝑦2 - 𝑧 2 = 𝑐 2 ( 4)
𝝋 (𝒙𝟐 - 𝒚𝟐 , 𝒚𝟐 - 𝒛𝟐 ) = 0
Which is form of 𝑃𝑝 + 𝑄𝑞 = R
𝑑𝑥 𝑑𝑦 𝑑𝑧
= = (2)
𝑡𝑎𝑛𝑥 𝑡𝑎𝑛𝑦 𝑡𝑎𝑛𝑧
Form (2 )
𝑐𝑜𝑠𝑥 𝑐𝑜𝑠𝑦
∫ 𝑠𝑖𝑛𝑥 dx = ∫ 𝑠𝑖𝑛𝑦
dy
𝑐𝑜𝑠𝑦 𝑐𝑜𝑠𝑧
∫ 𝑠𝑖𝑛𝑦 dy = ∫ 𝑠𝑖𝑛𝑧
dz
𝒔𝒊𝒏𝒚
𝒄𝟐 = ( 4)
𝒔𝒊𝒏𝒛
Which is form of 𝑃𝑝 + 𝑄𝑞 = R
𝑑𝑥 𝑑𝑦 𝑑𝑧
= 𝒙𝟐𝒛 = 𝐱𝒚𝟐 (2)
𝒚𝟐𝒛
Form (2 )
𝑑𝑥 𝑑𝑦
𝒚𝟐
= 𝒙𝟐
SUB. : ENGG. MATHEMATICS III
Chapter :PARTIAL DIFFERENTIAL EQUATION & APPLICATION
𝑥2dx = 𝑦2𝑑𝑦
∫ 𝒙𝟐 dx = ∫ 𝑦2 𝑑𝑦
𝑥3 3
=𝑦 +𝑐
3 3 1
𝑥3 3
-𝑦 =𝑐
3 3 1
∴ 𝑥3 − 𝑦3 = 3𝑐1
∴ 𝒙𝟑 − 𝒚𝟑 = 𝒄 𝟏 (3)
𝑑𝑥 𝑑𝑧
=
𝒛 𝐱
xdx = zdz
∫ 𝑥𝑑𝑥 = ∫ 𝑧𝑑𝑧
𝑥2 2
=𝑧 +𝑐
2 2 2
𝑥2 2
-𝑧 =𝑐
2 2 2
∴ 𝑥2 − 𝑧2 = 2𝑐2
∴ 𝒙 𝟐 − 𝒛𝟐 = 𝒄 𝟐 (4)
∴ 𝝋 ( 𝒙𝟑 − 𝒚𝟑, 𝒙𝟐 − 𝒛𝟐 ) = 0
𝟒𝒛
Example :5) solve; 𝒚 p + z𝒙𝟑q = 𝒚𝟒
𝒙
𝟒𝒛
Solution : the given equation is 𝒚 p + z𝒙𝟑q = 𝒚𝟒
𝒙
Which is form of 𝑃𝑝 + 𝑄𝑞 = R
𝟒𝒛
Where P = 𝒚 , Q = z𝒙𝟑 , R = 𝒚𝟒
𝒙
𝑑𝑥 𝑑𝑦 𝑑𝑧
𝒚𝟒𝒛
= = 𝒚𝟒
𝐳𝒙𝟑
𝒙
𝑥𝑑𝑥 𝑑𝑦 𝑑𝑧 ( 2)
= =
𝒚𝟒𝒛 𝐳𝒙𝟑 𝒚𝟒
Form (2 )
𝑥4 dx = 𝑦4dy
∫ 𝒙𝟒 dx = ∫ 𝑦4 𝑑𝑦
𝑥5 5
=𝑦 +𝑐
5 5 1
𝑥5 5
-𝑦 =𝑐
5 5 1
∴ 𝒙𝟓 − 𝒚𝟓 = 𝒄 𝟏 ( 3)
Taking first & last fraction
𝑥𝑑𝑥 𝑑𝑧
𝒚𝟒𝒛
= 𝒚𝟒
𝑥𝑑𝑥 𝑑𝑧
=
𝒛 𝟏
xdx = zdz
∫ 𝑥𝑑𝑥 = ∫ 𝑧𝑑𝑧
𝑥2 2
=𝑧 +𝑐
2 2 2
𝑥2 2
-𝑧 =𝑐
2 2 2
∴ 𝒙 𝟐 - 𝒛𝟐 = 𝒄 𝟐 ( 4)
∴ 𝝋 ( 𝒙𝟓 − 𝒚𝟓, 𝒙𝟐 − 𝒛𝟐 ) = 0
H . W.
SUB. : ENGG. MATHEMATICS III
Chapter :PARTIAL DIFFERENTIAL EQUATION & APPLICATION
1) solve : 𝒙𝟐p – xyq= 𝒛𝟐 [ Ans. 𝝋 (𝒙𝒚 , 𝟏 − 𝟏 ) = 0 ]
𝒙 𝒛
2) solve : yq- xp = z [ Ans. 𝝋 (𝒙𝒚 , 𝒚 ) = 0 ]
𝒛
Method -2
Which is form of 𝑃𝑝 + 𝑄𝑞 = R
SUB. : ENGG. MATHEMATICS III
Chapter :PARTIAL DIFFERENTIAL EQUATION & APPLICATION
Where P = 𝐦𝐳 − 𝐧𝐲 , Q = nx-lz , R = ly-mx
𝑑𝑥 𝑑𝑦 𝑑𝑧
= = (2)
mz −ny nx −lz ly −mx
𝑙 ∫ 𝑑𝑥 + 𝑚 ∫ 𝑑𝑦 + 𝑛 ∫ 𝑑𝑧 = ∫ 0
∴lx + my + nz = 𝒄𝟏 ( 3)
Again choosing x , y , z & adding , we get
𝑥𝑑𝑥 +𝑦𝑑𝑦 +𝑧𝑑𝑧
=0
𝑥( mz −ny )+𝑦(𝑛𝑥 −𝑙𝑧 )+𝑧(𝑙𝑦 −𝑚𝑥 )
∴ 𝒙𝟐 + 𝒚𝟐 + 𝒛𝟐 =𝟐𝒄𝟐 = 𝒄𝟐
∴ 𝜑 (lx + my + nz , 𝒙𝟐 + 𝒚𝟐 + 𝒛𝟐) = 0
𝑑𝑥 𝑑𝑦 𝑑𝑧
= = (2)
x( 𝑦 2 −𝑧2 ) y( 𝑧2 −𝑥 2 ) z( 𝑥 2 −𝑦 2 )
Integrating N. , we get
∴ 𝒙𝟐 + 𝒚𝟐 + 𝒛𝟐 =𝟐𝒄𝟏 = 𝒄𝟏 (3)
Again Choosing 1/ x, 1/y, 1/z, & adding , we get
1/𝑥𝑑𝑥 +1/𝑦𝑑𝑦 +1/𝑧𝑑𝑧
=0
( 𝑦 2 −𝑧2 +( 𝑧2 −𝑥 2 +( 𝑥 2 −𝑦 2 )
Integrating N , we get
∫ 1 𝑑𝑥 + ∫ 1 𝑑𝑦 + ∫ 1 dz= ∫ 0
𝑥 𝑦 𝑧
log(xyz) = 𝑙𝑜𝑔𝑐2
∴ 𝒄𝟐 = xyz ( 4)
∴ 𝜑 (𝒙𝟐 + 𝒚𝟐 + 𝒛𝟐 , 𝒙𝒚𝒛 )= 0
SUB. : ENGG. MATHEMATICS III
Chapter :PARTIAL DIFFERENTIAL EQUATION & APPLICATION
Example: 3)solve: (5z-7y)p+ ( 7x-3z)q= 3y-5x
Which is form of 𝑃𝑝 + 𝑄𝑞 = R
Where ,P = 𝟓𝐳 − 𝟕𝐲 , Q = 𝟕𝐱 − 𝟑𝐳 , R = 3y-5x
𝑑𝑥 𝑑𝑦 𝑑𝑧
= = (2)
𝟓𝐳−𝟕𝐲 𝟕𝐱−𝟑𝐳 𝟑𝐲−𝟓𝐱
Integrating N. , we get
∴ 𝒙𝟐 + 𝒚𝟐 + 𝒛𝟐 =𝟐𝒄𝟏 = 𝒄𝟏 (3)
Integrating N , we get
∫ 3𝑑𝑥 + ∫ 5 𝑑𝑦 + ∫ 7 dz= ∫ 0
3x+5y+7z= 𝑐2
∴ 𝒄𝟐 = 3x+5y+7z ( 4)
Example: 4) solve ( 𝟏 − 𝟏 )𝒑 + ( 𝟏 − 𝟏 ) 𝒒 = ( 𝟏 − 𝟏 )
𝒛 𝒚 𝒙 𝒛 𝒚 𝒙
Which is form of 𝑃𝑝 + 𝑄𝑞 = R
Where ,P = 𝟏 − 𝟏, Q = 𝟏 − 𝟏, R = 𝟏−𝟏
𝒛 𝒚 𝒙 𝒛 𝒚 𝒙
𝑑𝑥 𝑑𝑦 𝑑𝑧
𝟏 𝟏 =𝟏 𝟏
=𝟏 𝟏 (2)
− − , −
𝒛 𝒚 𝒙 𝒛 𝒚 𝒙
𝑑𝑥 +𝑑𝑦 +𝑑𝑧
𝟏 𝟏
−
𝟏 𝟏 𝟏 𝟏
+ − + − →0
=0
𝒛 𝒚 𝒙 𝒛 𝒚 𝒙
Integrating N , we get
∫ 𝑑𝑥 + ∫ 𝑑𝑦 + ∫ 𝑑𝑧 = ∫ 0
x+y+z= 𝑐1
∴ 𝒄𝟏 = x+y+z (3)
1 1 1
𝑑𝑥 + 𝑑𝑦 + 𝑑𝑧
𝑧𝑥 𝑦
𝟏 𝟏 𝟏 𝟏 𝟏 𝟏 =0
− + − + − →0
𝒙𝒛 𝒙𝒚 𝒚𝒙 𝒚𝒛 𝒛𝒚 𝒛𝒙
∫ 1 𝑑𝑥 + ∫ 1 𝑑𝑦 + ∫ 1 𝑑𝑧 = ∫ 0
𝑥 𝑦 𝑧
log(x)+log(y)+log(z)= 𝑙𝑜𝑔𝑐2
SUB. : ENGG. MATHEMATICS III
Chapter :PARTIAL DIFFERENTIAL EQUATION & APPLICATION
log(xyz)= 𝑙𝑜𝑔𝑐2
∴ 𝒄𝟐 = xyz (4)
Put these value 𝑜𝑓𝑐1 & 𝑐2 in solution 𝜑 ( 𝑐1, 𝑐2) = 0
Which is form of 𝑃𝑝 + 𝑄𝑞 = R
Where ,P = 𝒚−𝒛 , Q = 𝒛−𝒙 , R = 𝒙−𝒚
𝒚𝒛 𝒛𝒙 𝒙𝒚
𝑑𝑥 𝑑𝑦 𝑑𝑧
𝒚−𝒛 = 𝒛−𝒙 = 𝒙−𝒚
𝒚𝒛 𝒛𝒙 𝒙𝒚
Integrating N , we get
∫ 𝑦𝑧𝑑𝑥 + ∫ 𝑧𝑥 𝑑𝑦 + ∫ 𝑥𝑦𝑑𝑧 = ∫ 0
xyz+xyz+xyz= 𝑐1
3xyz= 𝑐1
∴ 𝒄𝟏 = xyz (3)
Choosing x, y, z, & adding , we get
𝑦𝑧𝑥𝑑𝑥 +𝑧𝑥𝑦𝑑𝑦 +𝑥𝑦𝑧𝑑𝑧
=0
𝑥(𝑦−𝑧)+𝑦(𝑧−𝑥)+𝑧(𝑥−𝑦)
𝑥𝑦𝑧 (x+y+z)= 𝑐2
2
∴ 𝒄𝟐 = x+y+z (4)
∴ 𝝋(xyz , 𝐱 + 𝐲 + 𝐳 )= 0 (5)
H. W.
In this method we assume that the solution u of the partial diff. equation is a product of two
function one a of x & y
We assume that the solution u of the given partial diff. equation is of the form
u = X.Y ( 1)
We now diff. u partially with respect to x &y & substitute these value in( 1) then separate the
Example : 1) solve the following partial diff. equation 𝝏𝒛 - k 𝝏𝒛 = 0 by the method of separation of
𝝏𝒙 𝝏𝒚
variable .
Let us assume that the trial solution of the given equation is in the form
z = X.Y (2)
XʹY – kXYʹ = 0
XʹY = kXYʹ
𝑿ʹ 𝒀ʹ (3)
=
𝒌𝑿 𝒀
Since x &y are independent variable the equation (3) will be true if each side of the equal to
constant say ‘a’
𝑿ʹ
=a
𝒌𝑿
𝑿ʹ = ka ( 4)
𝑿
𝒀ʹ
& =a ( 5)
𝒀
1 𝑑𝑋 = ka [Xʹ= 𝒅𝑿 ]
𝑋 𝑑𝑥 𝒅𝒙
1 dX = kadx
𝑋
Integrating , we get
∫ 𝑋1 𝑑𝑋 = ka ∫ 𝑑𝑥
log( 𝑋 )= kax
𝑐1
𝑋
= 𝑒𝑘𝑎𝑥
𝑐1
∴X = 𝑐1𝑒𝑘𝑎𝑥 (6)
1 𝑑𝑌 =a [Yʹ= 𝒅𝒀 ]
𝑌 𝑑𝑦 𝒅𝒚
1 dY = ady
𝑌
∫ 𝑌1 𝑑𝑌 = a∫𝑑𝑦
logY - log𝑐2 = ay
log( 𝑌 )= ay
𝑐2
𝑌
= 𝑒𝑎𝑦
𝑐2
∴Y = 𝑐2𝑒𝑎𝑦 (7)
z = XY
= 𝑐1𝑒𝑘𝑎𝑥 . 𝑐2𝑒𝑎𝑦
Example : 2) solve the following partial diff. equation 3x𝝏𝒛 - 5y𝝏𝒛 =0 by the method of separation of
𝝏𝒙 𝝏𝒚
variable .
Solution : Let us assume that the trial solution of the given equation in the form
z = X.Y (1)
3x XʹY – 5yXYʹ = 0
3x 𝑿ʹ =5y 𝒀ʹ (2)
𝑿 𝒀
Since x &y are independent variable the equation (2) will be true if each side is equal to a
constant say ‘a’
3x 𝑿ʹ = a
𝑿
𝑿ʹ 𝒂 ( 3)
=
𝑿 𝟑𝒙
& 𝟓𝒚 𝒀ʹ = a
𝒀
𝒀ʹ 𝒂 (4)
=
𝒀 𝟓𝒚
1 𝑑𝑋 𝑎
=
𝑋 𝑑𝑥 3𝑥
1 dX = 𝑎 dx
𝑋 3𝑥
log( 𝑋 )= log
(𝑥)𝑎 /3
𝑐1
𝑋
= 𝑥𝑎/3
𝑐1
∴X = 𝑐1 𝑥𝑎/3 (5)
1 𝑑𝑌 𝒂
=
𝑌 𝑑𝑦 𝟓𝒚
1 dY = 𝒂 dy
𝑌 𝟓𝒚
log( 𝑌 )= log
(𝑦)𝑎 /5
𝑐2
𝑌
= 𝑦𝑎/5
𝑐2
∴Y = 𝑐2𝑦𝑎/5 (6)
z = XY
= 𝑐1𝑥𝑎/3. 𝑐2𝑦𝑎/5
= 𝑐1𝑐2𝑥𝑎/3. 𝑦𝑎/5
= c 𝑥𝑎/3. 𝑦𝑎/5
Example : 3) solve the following partial diff. equation 𝝏𝒖 = 2 𝝏𝒖 +u , given u ( x , 0)=6 𝒆−𝟑𝒙 by the
𝝏𝒙 𝝏𝒕
method of separation of variable .
Solution : Let us assume that the trial solution of the given equation in the form
u = X.T (1)
Since x & t are independent variable the equation (2) will be true if each side of is equal to a constant say
‘a’
𝑋ʹ =a (3)
𝑋
SUB. : ENGG. MATHEMATICS III
Chapter :PARTIAL DIFFERENTIAL EQUATION & APPLICATION
2Tʹ +T
& =a
𝑇
2𝑇ʹ
+1 = a
𝑇
2𝑇ʹ = a -1
𝑇
𝑇ʹ 𝑎−1 ( 4)
∴ =
𝑇 2
1 𝑑𝑋
=a
𝑋 𝑑𝑥
1 dX = adx
𝑋
∫ 𝑋1 𝑑𝑋 = a∫𝑑𝑥
logX = ax + log𝑐1
logX - log𝑐1 = ax
log( 𝑋 )= ax
𝑐1
𝑋
= 𝑒𝑘𝑎𝑥
𝑐1
∴X = 𝑐1𝑒𝑎𝑥 (5)
1 𝑑𝑇 𝒂−𝟏
=
𝑇 𝑑𝑡 𝟐
1 dT = 𝑎−1 dt
𝑇 2
∫ 𝑇1 𝑑𝑇 = (a−1)/2 ∫𝑑𝑡
log( 𝑇 )= (𝑎−1 )t
𝑐2 2
𝑎−1
𝑇
= 𝑒( 2
)t
𝑐2
𝑎−1
( )t
∴T = 𝑐2𝑒 2 ( 6)
𝑎𝑥 𝑎−1
( )t
u = 𝑐1 𝑐2 𝑒 𝑒 2
𝑎𝑥 (
𝑎−1
)t
u = c𝑒 𝑒 2 (7)
u(x, 0) = c 𝑒𝑎𝑥 ( 9)
c= 6 &a = -3
u= 6𝑒−3𝑥 𝑒−2t
u = 6 𝑒−(3𝑥+2𝑡) (10)
Solution : Let us assume that the trial solution of the given equation in the form
z = X.Y (1)
XʹY – XY = 2 XYʹ
Y(Xʹ – X) = 2 XYʹ
Xʹ – X 𝑌′ ( 2)
=2
𝑋 𝑌
Since x & y are independent variable the equation (2) will be true if each side of is equal to a constant say
‘a’
Xʹ – X
=a
𝑋
𝑋′ -1=a
𝑋
𝑋′ = a +1 (3)
𝑋
𝑌′
& 2 =a
𝑌
𝑌′ 𝑎
= (4)
𝑌 2
1 𝑑𝑋 = a+1
𝑋 𝑑𝑥
1 dX = (a+1) dx
𝑋
∫ 𝑋1 𝑑𝑋 = (𝑎 + 1) ∫ 𝑑𝑥
log( 𝑋 ) = (a+1)x
𝑐1
𝑋
= 𝑒(𝑎+1)𝑥
𝑐1
∴ X= 𝑐1𝑒(𝑎+1)𝑥 (5)
Equation (4 ) becomes
SUB. : ENGG. MATHEMATICS III
Chapter :PARTIAL DIFFERENTIAL EQUATION & APPLICATION
𝒀ʹ 𝒂
=
𝒀 𝟐
1 𝑑𝑌 𝒂
=
𝑌 𝑑𝑦 𝟐
1 dY = 𝒂 dy
𝑌 𝟐
logY = 𝑎 𝑦+ log𝑐2
2
logY - log𝑐2 = 𝑎 𝑦
2
log( 𝑌 )=𝑎𝑦
𝑐2 2
𝑌
= 𝑒𝑎𝑦 /2
𝑐2
∴Y = 𝑐2 𝑒𝑎𝑦 /2 (6)
Z = 𝑐1𝑒(𝑎+1)𝑥 𝑐2 𝑒𝑎𝑦 /2
put y = 0 in equation( 7)
z( x, 0) = c𝑒(𝑎+1)𝑥 ( 9)
a= -5-1 = -6 | a = -3-1= -4
z= 3𝑒−5𝑥−3𝑦 + 2𝑒−3𝑥−2𝑦
Solution : Let us assume that the trial solution of the given equation in the form
u = X.Y (1)
XʹY = 4XYʹ
XʹY = 4XYʹ
𝑿ʹ 𝒀ʹ (2)
=
𝟒𝑿 𝒀
Since x &y are independent variable the equation (2) will be true if each side is equal to a
constant say ‘a’
𝑿ʹ
=a
𝟒𝑿
𝑿ʹ = 4a ( 3)
𝑿
& 𝒀ʹ =a (4)
𝒀
1 𝑑𝑋
= 4a
𝑋 𝑑𝑥
1 dX = 4𝑎 dx
𝑋
∫ 𝑋1 𝑑𝑋 = 4𝑎 ∫ 𝑑𝑥
𝑋
= 𝑒4𝑎𝑥
𝑐1
∴X = 𝑐1 𝑒4𝑎𝑥 (5)
Equation (4 ) becomes
𝑌ʹ
= a
𝑌
1 𝑑𝑌
=a
𝑌 𝑑𝑦
1 dY = 𝑎 dy
𝑌
∫ 𝑌1 𝑑𝑌 = 𝑎 ∫ 𝑑𝑦
logY = 𝑎 𝑦+ log𝑐2
logY - log𝑐2 = 𝑎𝑦
log( 𝑌 )=𝑎𝑦
𝑐2
𝑌
= 𝑒𝑎𝑦
𝑐2
∴Y = 𝑐2 𝑒𝑎𝑦 (6)
Z = 𝑐1 𝑒4𝑎𝑥 𝑐2 𝑒𝑎𝑦
put x = 0 in equation( 7)
z(0,y)= c𝑒𝑎𝑦 ( 9)
∴ c= 8 & a= -3
z = 8𝑒−12𝑥−3𝑦
SUB. : ENGG. MATHEMATICS III
Chapter :PARTIAL DIFFERENTIAL EQUATION & APPLICATION
∴z = 8𝑒−3(4𝑥+𝑦) (10)
Solution : Let us assume that the trial solution of the given equation in the form
z = X.Y (1)
4XʹY = X( 3Y-Yʹ)
4𝑋′ 3𝑌−𝑌′ (2)
=
𝑋 𝑌
Since x & y are independent variable the equation (2) will be true if each side is equal to a constant
say ‘a’
𝟒𝑿ʹ
=a
𝑿
𝑿ʹ 𝒂 ( 3)
=
𝑿 𝟒
𝟑𝒀−𝒀ʹ
& =a
𝒀
3 - 𝒀′ =a
𝒀
𝒀′ = 3-a ( 4)
𝒀
1 𝑑𝑋 𝑎
=
𝑋 𝑑𝑥 4
1 dX = 𝑎 dx
𝑋 4
SUB. : ENGG. MATHEMATICS III
Chapter :PARTIAL DIFFERENTIAL EQUATION & APPLICATION
Which is variable separable method
𝑎
∫ 1 𝑑𝑋 = ∫ 𝑑𝑥
𝑋 4
logX = 𝑎 𝑥 + log𝑐1
4
logX - log𝑐1 = 𝑎 𝑥
4
log( 𝑋 )= 𝑎𝑥
𝑐1 4
𝑋 𝑎
𝑥
= 𝑒4
𝑐1
𝑎
𝑥
∴X = 𝑐1 𝑒4 (5)
Equation (4 ) becomes
𝑌ʹ = 3-a
𝑌
1 𝑑𝑌 = 3-a
𝑌 𝑑𝑦
1 dY =(3 − 𝑎) dy
𝑌
∫ 𝑌1 𝑑𝑌 = (3 − 𝑎) ∫ 𝑑𝑦
log( 𝑌 )= (3-a)y
𝑐2
𝑌
= 𝑒(3−𝑎)𝑦
𝑐2
∴Y = 𝑐2 𝑒(3−𝑎)𝑦 (6)
Put x= 0 in (7)
Z = c 𝑒(3−𝑎)𝑦 ( 9)
SUB. : ENGG. MATHEMATICS III
Chapter :PARTIAL DIFFERENTIAL EQUATION & APPLICATION
Comparing eq. 8 & 9 , we get
a=4 | a=8
H. W.
2𝑢
Example: 7) use the method of variable to solve the equation 𝜕 - 2 𝜕𝑢 + 𝜕𝑢 = 0
𝜕𝑥 2 𝜕𝑥 𝜕𝑦
Let us assume that the trial solution of the given equation in the form
u = X.Y (2)
Y (Xʹʹ -2 Xʹ ) = -XYʹ
SUB. : ENGG. MATHEMATICS III
Chapter :PARTIAL DIFFERENTIAL EQUATION & APPLICATION
Xʹʹ −2 Xʹ 𝑌ʹ
=- (3)
𝑋 𝑌
Since x & y are independent variable the equation (2) will be true if each side is equal to a constant
say - 𝒂𝟐
Xʹʹ −2 Xʹ
= - 𝒂𝟐
𝑋
1 𝑑2𝑋
-2 1 𝑑𝑋 = -𝒂𝟐 (4)
𝑋 𝑑𝑥2 𝑋 𝑑𝑥
Equation (4)becomes
1 𝑑2𝑋 1 𝑑𝑋
-2 + 𝒂𝟐 = 0
𝑋 𝑑𝑥2 𝑋 𝑑𝑥
2𝑋
1 (𝑑 -2 𝑑𝑋 + 𝒂𝟐𝑿) = 𝟎
𝑋 𝑑𝑥2 𝑑𝑥
𝑑2𝑋
-2 𝑑𝑋 + 𝒂𝟐𝑿 = 0
𝑑𝑥2 𝑑𝑥
𝑑2 𝑑
( -2 + 𝒂𝟐)𝑿 = 0
𝑑𝑥 2 𝑑𝑥
Put 𝑑
=m
𝑑𝑥
𝑚2 -2m + 𝒂𝟐 =0
−𝒃±√𝒃𝟐−𝟒𝒂𝒄
m= [ a =1 , b= -2 c= 𝒂𝟐]
𝟐𝒂
𝟐±√𝟒−𝟒𝒂𝟐 𝟐±𝟐√𝟏−𝒂𝟐
m= =
𝟐 𝟐
𝟐(𝟏±√𝟏−𝒂𝟐)
m=
𝟐
𝟐 )𝒙 𝟐 )𝒙
∴ C. F. = X = 𝒄𝟏 𝒆(𝟏+√𝟏−𝒂 + 𝒄𝟐 𝒆(𝟏−√𝟏−𝒂 (6) [ C.F.= X = 𝒄𝟏𝒆𝒎𝟏𝒙 +𝒄𝟐𝒆𝒎𝟐𝒙 +…..]
1 dY = 𝒂𝟐dy
𝑌
log( 𝒀 ) = 𝒂𝟐y
𝒄𝟑
𝒀 𝒂𝟐𝐲
=𝒆
𝒄𝟑
Y = 𝒄𝟑 𝒆 𝒂𝟐𝐲 (7)
√𝟏−𝒂𝟐)𝒙 √𝟏−𝒂𝟐)𝒙 𝟐𝐲
u=[𝒄𝟏 𝒆(𝟏+ + 𝒄 𝟐 𝒆(𝟏− ]. 𝒄 𝟑 𝒆 − 𝒂
𝝏𝟐𝒖
= 𝒆−𝒕 cosx (1)
𝝏𝒙𝝏𝒕
Let us assume that the trial solution of the given equation in the form
u = X.T (2)
∴ 𝜕𝑢 = XʹT [ Xʹ= 𝑑𝑋 ,
𝜕𝑥 𝑑𝑥
𝝏𝟐𝒖 𝝏𝟐𝒖 𝑑𝑋 𝑑𝑇
= XʹTʹ [ = ]
𝝏𝒙𝝏𝒕 𝝏𝒙𝝏𝒕 𝑑𝑥 𝑑𝑡
𝒅𝑻 𝒄𝒐𝒔𝒙 (3)
𝒆𝒕 = 𝒅𝑿
𝒅𝒕
𝒅𝒙
SUB. : ENGG. MATHEMATICS III
Chapter :PARTIAL DIFFERENTIAL EQUATION & APPLICATION
Since x & y are independent variable the equation (2) will be true if each side is equal to a constant
say - 𝒂𝟐
𝒆𝒕 𝒅𝑻 = - 𝒂𝟐 ( 3) & 𝒄𝒐𝒔𝒙 = - 𝒂𝟐 ( 4)
𝒅𝒕 𝒅𝑿
𝒅𝒙
𝒆𝒕 𝒅𝑻 = - 𝒂𝟐
𝒅𝒕
∫ dT =∫ − 𝒂𝟐𝐞−𝐭𝐝𝐭
T = 𝒂𝟐𝐞−𝐭 + 𝒄𝟐 (5)
Equation (4 ) becomes
𝒄𝒐𝒔𝒙
𝒅𝑿 = - 𝒂𝟐
𝒅𝒙
𝒄𝒐𝒔𝒙 𝒅𝑿
=
−𝒂𝟐 𝒅𝒙
𝒅𝑿 𝒄𝒐𝒔𝒙
=
𝒅𝒙 −𝒂𝟐
dX = 𝒄𝒐𝒔𝒙𝟐 dx
−𝒂
∫ 𝒅𝑿 =∫ 𝒄𝒐𝒔𝒙
−𝒂𝟐
𝐝𝐱
X=− 1
sinx + 𝑐1 (6)
𝑎2
u = XT
u = (− 1
sinx + 𝑐1 ) ( 𝒂𝟐𝐞−𝐭 + 𝒄𝟐 ) (7)
𝑎2
0= (− 1
sinx + 𝑐1 ) ( 𝒂𝟐 + 𝒄𝟐 )
𝑎2
𝒂𝟐 + 𝒄𝟐 =0
SUB. : ENGG. MATHEMATICS III
Chapter :PARTIAL DIFFERENTIAL EQUATION & APPLICATION
𝒄 𝟐 = - 𝒂𝟐
u= (− 1
sinx + 𝑐1 ) ( 𝒂𝟐𝐞−𝐭 - 𝒂𝟐 )
𝑎2
u= 𝒂𝟐 (− 1
sinx + 𝑐1)( 𝐞−𝐭 -1)
𝑎2
0= ( 𝒂𝟐 𝑐1)( −𝐞−𝐭 )
𝑐1 = 0
u = 𝒂𝟐 (− 1
sinx + 0)( 𝐞−𝐭 -1)
𝑎2
u = 𝒂𝟐 (− 1
sinx )( 𝐞−𝐭 -1)
𝑎2
u = - sinx(𝐞−𝐭 -1)
𝐷2 +4D +4 = 0
( D+2)(D+2)=0
D+2= 0 , D+2=0
D= -2, D= -2
y= C. F. = ( 𝑐1 + 𝑐2𝑥)𝑒𝑚1 𝑥
y= C. F. = ( 𝑐1 + 𝑐2𝑥 + 𝑐3𝑥2)𝑒𝑚1 𝑥
a𝒙𝟐+bx +c=0
−𝒃±√𝒃𝟐−𝟒𝒂𝒄
x=
𝟐𝒂
Ex. 𝑥2-x+1=0
a=1 , b= -1 c =1
−𝒃±√𝒃𝟐−𝟒𝒂𝒄
x=
𝟐𝒂
𝟏±√𝟏−𝟒
x=
𝟐
𝟏±√−𝟑
x=
𝟐
𝟏±√𝟑 𝒊
x=
𝟐
( 𝑎 ± 𝒊𝖰 )
D = 1 , 2+3i
Ex. D = 𝑎 ± 𝒊𝖰 , 𝑎 ± 𝒊𝖰
Let us assume that the trial solution of the given equation in the form
y = X.T (2)
Tʹʹ𝑿 = 𝒄𝟐𝐗ʹʹ𝐓
𝟏 𝒅𝟐𝑻 𝟏 𝒅𝟐𝑿
𝟐
𝒄 𝑻 𝒅𝒕 𝟐 = 𝑿 𝒅𝒙𝟐
𝑫𝟐 =0 & 𝑫𝟐 =0
∴ 𝑫 = 𝟎, 𝟎 & D =0, 0
𝟏 𝒅𝟐𝑿 𝟏 𝒅𝟐𝑻
= 𝒎𝟐 & = 𝒎𝟐
𝑿 𝒅𝒙𝟐 𝒄𝟐𝑻 𝒅𝒕𝟐
𝒅𝟐𝑿
= 𝒎𝟐𝑿
𝒅𝒙 𝟐
𝒅𝟐𝑿
- 𝒎𝟐𝑿 =0
𝒅𝒙 𝟐
𝒅𝟐
(𝒅𝒙𝟐 - 𝒎𝟐)𝑿 = 𝟎
(𝑫𝟐 − 𝒎𝟐)𝑿 = 𝟎
The auxillary eq . is
𝑫𝟐 − 𝒎 𝟐 = 𝟎
D = m , -m
X= C.F. = 𝒄𝟓𝒆𝒎𝒙+𝒄𝟔𝒆−𝒎𝒙
𝒅𝟐𝑻
=𝒎𝟐𝒄𝟐𝑻
𝒅𝒕𝟐
𝒅𝟐𝑻
-𝒎𝟐𝒄𝟐𝑻 = 𝟎
𝒅𝒕 𝟐
SUB. : ENGG. MATHEMATICS III
Chapter :PARTIAL DIFFERENTIAL EQUATION & APPLICATION
𝟐
( 𝒅 -𝒎𝟐𝒄𝟐)𝑻 = 𝟎
𝒅𝒕 𝟐
The auxillary eq . is
𝑫𝟐 − 𝒎𝟐𝒄𝟐 = 𝟎
D = mc , -mc
T= C.F. = 𝒄𝟕𝒆𝒎𝒄𝒕+𝒄𝟖𝒆−𝒎𝒄𝒕
𝒅𝟐𝑿
= −𝒎𝟐𝑿
𝒅𝒙 𝟐
𝒅𝟐𝑿
+ 𝒎𝟐𝑿 =0
𝒅𝒙 𝟐
𝒅𝟐
(𝒅𝒙𝟐 + 𝒎𝟐)𝑿 = 𝟎
(𝑫𝟐 + 𝒎𝟐)𝑿 = 𝟎
The auxillary eq . is
𝑫𝟐 + 𝒎 𝟐 = 𝟎
D = 0±mi ,
X= C.F. = 𝒆𝟎𝒙(𝒄𝟗𝒄𝒐𝒔𝒎𝒙+𝒄𝟏𝟎𝒔𝒊𝒏𝒎𝒙)
X=(𝒄𝟗𝒄𝒐𝒔𝒎𝒙+𝒄𝟏𝟎𝒔𝒊𝒏𝒎𝒙)
𝟐𝑻
& Also the eq. 𝟏 𝒅 = - 𝒎𝟐
𝒄𝟐𝑻 𝒅𝒕𝟐
𝒅𝟐𝑻
=−𝒎𝟐𝒄𝟐𝑻
𝒅𝒕𝟐
𝒅𝟐𝑻
+𝒎𝟐𝒄𝟐𝑻 = 𝟎
𝒅𝒕 𝟐
𝟐
( 𝒅 +𝒎𝟐𝒄𝟐)𝑻 = 𝟎
𝒅𝒕 𝟐
SUB. : ENGG. MATHEMATICS III
Chapter :PARTIAL DIFFERENTIAL EQUATION & APPLICATION
The auxillary eq . is
𝑫𝟐 + 𝒎𝟐𝒄𝟐 = 𝟎
T= C.F. = 𝒄𝟏𝟏𝒄𝒐𝒔𝒎𝒄𝒕+𝒄𝟏𝟐𝒔𝒊𝒏𝒎𝒄𝒕
Let us assume that the trial solution of the given equation in the form
u = X.Y (2)
Xʹʹ𝒀 + XYʹʹ =0
Xʹʹ𝒀 = -XYʹʹ
𝑿ʹʹ 𝒀ʹʹ (3)
= -
𝑿 𝒀
𝒅𝟐𝑿
=0
𝒅𝒙𝟐
𝑫𝟐𝑿 = 𝟎
The Auxillary eq . is
𝑫𝟐 = 𝟎
D=0,0
𝒅𝟐𝒀
=0
𝒅𝒚𝟐
𝑫𝟐𝒀 = 𝟎
The Auxillary is
𝑫𝟐 =0
D= 0,0
𝟏 𝒅𝟐𝑿
= 𝒎𝟐
𝑿 𝒅𝒙𝟐
𝒅𝟐𝑿
= 𝒎𝟐 X
𝒅𝒙𝟐
𝑫𝟐 𝑿 − 𝒎 𝟐 𝐗 = 𝟎
(𝑫𝟐 − 𝒎𝟐) 𝐗 =0
The Auxillary eq . is
SUB. : ENGG. MATHEMATICS III
Chapter :PARTIAL DIFFERENTIAL EQUATION & APPLICATION
(𝑫𝟐 − 𝒎𝟐) = 𝟎
D = m , -m
X = C . F . = 𝒄𝟓𝒆𝒎𝒙+𝒄𝟔𝒆−𝒎𝒙
𝟏 𝒅𝟐𝒀
− = 𝒎𝟐
𝒀 𝒅𝒚𝟐
𝒅𝟐𝒀
= -𝒎𝟐𝒀
𝒅𝒚𝟐
𝒅𝟐𝒀
+𝒎𝟐𝒀 = 𝟎
𝒅𝒚𝟐
𝑫𝟐 𝒀 + 𝒎 𝟐 𝐘 = 𝟎
(𝑫𝟐 + 𝒎𝟐) 𝐘 =0
The Auxillary eq . is
(𝑫𝟐 + 𝒎𝟐) = 𝟎
D = 0 ± 𝒎𝒊
Y = C . F . = 𝒄𝟕cosmy+ 𝒄𝟖sinmy
𝟏 𝒅𝟐𝑿
= - 𝒎𝟐
𝑿 𝒅𝒙𝟐
𝒅𝟐𝑿
= - 𝒎𝟐 X
𝒅𝒙𝟐
𝑫𝟐 𝑿 + 𝒎 𝟐 𝐗 = 𝟎
(𝑫𝟐 + 𝒎𝟐) 𝐗 =0
The Auxillary eq . is
(𝑫𝟐 + 𝒎𝟐) = 𝟎
SUB. : ENGG. MATHEMATICS III
Chapter :PARTIAL DIFFERENTIAL EQUATION & APPLICATION
D = 0±𝒎𝒊
X = C . F . = (𝒄𝟗cosmx+ 𝒄𝟏𝟎sinmx)
𝒀ʹʹ
= 𝒎𝟐
𝒀
𝟏 𝒅𝟐𝒀
= 𝒎𝟐
𝒀 𝒅𝒚 𝟐
𝒅𝟐𝒀
= 𝒎𝟐𝒀
𝒅𝒚𝟐
𝒅𝟐𝒀
- 𝒎𝟐𝒀 = 𝟎
𝒅𝒚 𝟐
𝑫𝟐 𝒀 − 𝒎 𝟐 𝐘 = 𝟎
(𝑫𝟐 − 𝒎𝟐) 𝐘 =0
The Auxillary eq . is
(𝑫𝟐 − 𝒎𝟐) = 𝟎
D = m , -m
Y = C . F . = = 𝒄𝟏𝟏𝒆𝒎𝒚+𝒄𝟏𝟐𝒆−𝒎𝒚
u = XT (2)
XTʹ = 𝒄𝟐𝐗ʹʹ𝐓
SUB. : ENGG. MATHEMATICS III
Chapter :PARTIAL DIFFERENTIAL EQUATION & APPLICATION
𝑻ʹ 𝑿ʹʹ
= ( 3)
𝒄𝟐𝑻 𝑿
𝟏 𝒅𝑻
=0
𝒄𝟐𝑻 𝒅𝒕
𝒅𝑻
=0
𝒅𝒕
DT =0
D=0
T= 𝒄𝟏𝒆𝟎𝒕 = 𝒄𝟏
𝟏 𝒅𝟐𝑿
=0
𝑿 𝒅𝒙𝟐
𝒅𝟐𝑿
=0
𝒅𝒙𝟐
𝑫𝟐X =0
𝑫𝟐 =0
D =0,0
X= C. F. = ( 𝒄𝟐 + 𝒄𝟑𝒙)𝒆𝟎𝒙 = 𝒄𝟐 + 𝒄𝟑𝒙
𝟏 𝒅𝑻
= 𝒎𝟐
𝒄𝟐𝑻 𝒅𝒕
𝒅𝑻 = 𝒎 𝟐𝒄 𝟐𝑻
𝒅𝒕
SUB. : ENGG. MATHEMATICS III
Chapter :PARTIAL DIFFERENTIAL EQUATION & APPLICATION
𝒅𝑻 - 𝒎𝟐𝒄𝟐𝑻=0
𝒅𝒕
DT - 𝒎𝟐𝒄𝟐𝑻 =0
(D - 𝒎𝟐𝒄𝟐)𝑻 =0
The auxillary eq is
D - 𝒎𝟐𝒄𝟐 =0
D= 𝒎𝟐𝒄𝟐
T= C . F. =𝒄𝟒 𝒆𝒎𝟐𝒄𝟐𝒕
𝟏 𝒅𝟐𝑿
= 𝒎𝟐
𝑿 𝒅𝒙 𝟐
𝒅𝟐𝑿
= 𝒎𝟐𝑿
𝒅𝒙 𝟐
𝒅𝟐𝑿
− 𝒎𝟐𝑿=0
𝒅𝒙 𝟐
𝑫𝟐X - 𝒎𝟐𝑿 =0
(𝑫𝟐 - 𝒎𝟐)𝑿=0
𝑫𝟐 -𝒎𝟐 = 𝟎
D = m , -m
X= C. F. = 𝒄𝟓𝒆𝒎𝒙 + 𝒄𝟔𝒆−𝒎𝒙
𝟏 𝒅𝑻 = −𝒎𝟐
𝒄𝟐𝑻 𝒅𝒕
𝒅𝑻 = - 𝒎𝟐𝒄𝟐𝑻
𝒅𝒕
SUB. : ENGG. MATHEMATICS III
Chapter :PARTIAL DIFFERENTIAL EQUATION & APPLICATION
𝒅𝑻
𝒅𝒕
+ 𝒎𝟐𝒄𝟐𝑻=0
DT + 𝒎𝟐𝒄𝟐𝑻 =0
( D + 𝒎𝟐𝒄𝟐)𝑻 =0
D + 𝒎𝟐𝒄𝟐 = 𝟎
D = -𝒎𝟐𝒄𝟐
T = C. F. = 𝒄𝟕 𝒆−𝒎𝟐𝒄𝟐𝒕
𝟏 𝒅𝟐𝑿
= - 𝒎𝟐
𝑿 𝒅𝒙 𝟐
𝒅𝟐𝑿
= −𝒎𝟐𝑿
𝒅𝒙 𝟐
𝒅𝟐𝑿
+ 𝒎𝟐𝑿=0
𝒅𝒙 𝟐
𝑫𝟐X + 𝒎𝟐𝑿 =0
(𝑫𝟐 - 𝒎𝟐)𝑿=0
𝑫𝟐 + 𝒎 𝟐 = 𝟎
D = 0±𝒎𝒊
X = 𝒄𝟖cosmx+ 𝒄𝟗sinmx
Introduction :
x & y are real . we shall consider how to differential a function of a complex variable , the meaning
Of a analytic function of a complex variable & the condition of analytic & Cauchy – Riemann equation .
If by a rule or set of rules we can find one or more complex number w for every z = x+iy in a given
domain , we say that w is a function of z & denoted it as
W = f(z) (1)
Since , both z &w are complex quanties the function is called a complex function ,
Now , z = x+ iy , w = f(z) can be put in the form w = u ( x, y) + iv ( x , y ) , where u & v are function of
x & y , thus we can write
W = u( x, y) + iv( x, y ) (2)
= + 2(x+iy ) +3
= + 2ixy + + 2x+2iy +3 ( i= , = -1 , )
= + 2ixy - + 2x+2iy +3
= u (x,y)+ iv ( x, y )
** Analytic Function. **
If a single valued function w = f(z) is defined & differential at each poinf of a domain D
then it is called analytic or regular or holomorphic function of z in the domain D
A function is said to be analytic at a point if it has a derivative at that point &in some
neighbourhood of that point
If a function to be analytic at a point of the domain then the point is called a singular point
The necessary & sufficient condition for a continuous one valued function .
W= f(z) = u( x, y) + iv( x, y )
Note :1) if f (z) = is analytic , its derivative is given by any one of the following expression
F’ (z) = +i : F’ (z) = +i
F’ (z) = -i : F’ (z) = -i
3) if f(z) = f(x+ iy) = u+ iv & f(z) = is analytic then the function u & v are real variable x & y are
Solution :let u = + + xy +1
= 0+ 2y + x.1+0= 2y+ x
= =2.1+0=2
= =2.1+0= 2
= = 0+1=1
= = 0+1=1
Let f(z) = u + iv
= ( u + iv )
=[ . + . (- ] +i [ . + (- )]
ENGG. MATHEMATICS –III
5) COMPLEX VARIABLE
= - + -
= - + -
= + + -
( = , =- )
= - + -
=0
Example:3) show that the following function are analytic & find there derivative f(z)=
Solution : f(z)= =
= .
= . cosy + i siny
, & =-
= . Cosy +i siny
= ( Cosy +isiny)
= .
F ‘(z) =
ENGG. MATHEMATICS –III
5) COMPLEX VARIABLE
Example:4) show that the following function are analytic & find there derivative f(z)= sinhz
= sinh(x+iy)
Find , , ,
= coshxcosy , = -sinhxsiny
= sinhxsiny , = coshxcosy
&,
= coshxcosy + i sinhxsiny
= coshxcoshiy + sinhxsinhiy
= cosh(x+ iy)
F’(z) = coshz
u = x & v = -y
, =0 & =0, = -1
Since, & Cauchy- Riemann are equation are not satisfied & f ‘(z) does
not exist
u = 2x & v=x
, =0 & = , = 2xy
ENGG. MATHEMATICS –III
5) COMPLEX VARIABLE
Since, & Cauchy- Riemann are equation are not satisfied & f ‘(z) does not exist
Find , , ,
= ( 1)
Find =x. ( )
= x. ( - )
=- (2)
Find = -y ( )
= -y ( )
= (3)
Find =-[ ]
=-[ ]
=-[ ]
=-[ ]
= (4)
Hence w is analytic
ENGG. MATHEMATICS –III
5) COMPLEX VARIABLE
= +i
=-[ ]
=-[ ]
=-[ ]
=-[ ]
= -[ ]
=-
u = log( ) &v= )
Find ,
= [ . 2x] =
= [ . 2y] =
= . ( ) = . = . = . =
= . ( )= . )= (- )=-
&
ENGG. MATHEMATICS –III
5) COMPLEX VARIABLE
=- (1)
Put k = -1 in (1)
Find ,
u= +2axy+ b
= 2x + 2ay
= 2ax+ 2by
v=c +2dxy+
= 2cx+2dy
= 2dx+ 2y
&
( put , d =1 , a =1 )
2x + 2y = 2x+ 2y
&
Put( c = -1 , b= -1)
2x- 2y = 2x - 2y
a = 1 , b = -1 , c = -1 , d = 1
EXERCISE -1
2) show that the following function are analytic & find there derivative f(z)= coshz
3) show that the following function are analytic & find there derivative f(z)= sinz
4) show that the following function are analytic & find there derivative f(z)= cosz
5) show that the following function are analytic & find there derivative f(z)= ( cosy- isiny)
Z =r (1)
= f ’(r ). (3)
= f ’(r ). .i
= ir f ’(r ).
= ir ( )
= ir +r
= ir -r
ENGG. MATHEMATICS –III
5) COMPLEX VARIABLE
=-r + ir
-r ,& =r
= & -r
[ = & =-r ]
F ‘(z) = ( )
= log(z )
= log( r. )
= logr + log
w = logr+ i
u = log r & v=
Now find , ,
=0
=0
=1
We know that
= ( )
= ( + 0)
= .
F’(z) =
Now find , ,
= 2rcos2
= ( -sin2 ).2
= -2 sin2
= 2r sinp
=p cosp
We know that
= & =-r
2rcos = p r cosp ( p = 2)
Solution : let z = r
= .
= ( cosn + isinn )
ENGG. MATHEMATICS –III
5) COMPLEX VARIABLE
= cosn + sinn
= n. cosn
= sinn . n = sinn
= n. sinn
= cosn .n = cosn
We know that
= & =-r
= ( )
= ( cosn + i n. sinn )
= n. (cosn + i sinn )
= n.
= n.
= n.
=n
+ + =0
= ( 1)
& =-r ( 2)
=- + (3)
=-r (4)
+ + = (- + + . - r )
= (- + + - )
= - + + -
+ + =0
** Harmonic Function **
Any function of x, y which has continuous partial derivative of the first & second order
satisfied Laplace’s equation = + = 0 is called a Harmonic Function .
Note : the real & imaginary parts u, v, of an analytic Function f(z) = u + iv are Harmonic Function
If (i) = + =0
( ii) = + =0
Example:1) Verify that real & imaginary parts of f(z) = are harmonic function
Solution : we have =
= ( cosy +isiny )
= cosy +i siny
= cosy , = cosy
=- siny , =- cosy
Find
ENGG. MATHEMATICS –III
5) COMPLEX VARIABLE
= cosy - cosy
+ =0 ( 1)
& v siny
= siny , = siny
= cosy , =- siny
+ =0 ( 2)
**To Find the Analytic Function whose Real or Imaginary Part is given **
x= &,y=
=u[ , ]+iv[ , ]
This can be regarded as an identity in two independent variable z & we can, therefore ,
F(z)= u( z , 0) + iv( z , 0)
Now f ‘ (z) = +i
= -i [ C- R , equation ] ( 1) [ , =- ]
Integrating , we get
F(z) = -i +c ( 2)
F(z )= dz + i dz + c (3)
Where , = ( x , y) , = (x,y)
Solution : let u = -6 +
f ‘(z)= 4 –i(0)
f ‘(z) = 4
Integrating , we get
F(z)= 4 dz
=4. +c
F(z) = +c
= - i(0)
F ‘(z) =
Integrating , we get
F(z)= dz
F(z) = +c
Exercise – 2
2) find the analytic function whose real part is + - 5x+y +2 [ Ans. - 5z-iz + c ]
3) find the analytic function whose real part is -3x +3 [ Ans. +c]
4) find the analytic function whose real part is log [Ans. logz+ c ]
Solution : v = ( )
Let = ( x , y) = . ( ) = . =
= ( x , y) = . ( )= (- )=-
Find ( z , 0) = = ,& ( z , 0) = 0
= +i(0)
F ‘(z) =
Integrating we get
F(z) =
F(z) = logz+c
Find = ( x , y) = .2y -2 = -2
= (x,y)= .2x +1 = +1
Find ( z , 0) = = ,& ( z , 0) =
= -2 +i( )
Integrating we , get
F(z)= -2 +i dz
Example:5) find the analytic function whose real part is u = ( xcosy – y siny)
= (xcosy) – y siny)]
ENGG. MATHEMATICS –III
5) COMPLEX VARIABLE
& ( z ,0) = 0
= ( z+1) –i(0)
F ‘(z) = ( z+1)
Integrating we , get
F(z )= [ LIATE]
=[ (z+1) – )dz
= [ (z+1) ] +c
= +c
F(z) = z +c
Example : 6)if f(z) = u+iv is analytic & u-v = ( cosy-siny), find f(z) in terms of z
= (u-v ) + i(u+v)
(1+i)f(z) = U+ iV ,say
= ( cosy-siny)]
= ( x,y) = (cosy-siny)
= [ ( cosy-siny)]
= [ ( cosy-siny)]
(4) becomes
= -i (- )= +i
(1+i)f’(z) = ( 1+i)
F’(z)=
Integrating we get
F(z)= dz
Hence F(z) =
= =
u+ v =
but V = u+ v
find = ( u+v)
= [ ]
= sin2x [ ]
= sin2x[ - . 2sinh2y]
= -
= ( x , y) = - (1)
= [ ]
= (x,y)= (2)
ENGG. MATHEMATICS –III
5) COMPLEX VARIABLE
find ( z , 0 )= - =0
= =-
=-
(3) becomes
=0+i ( -
(1+i)f ’(z) = -
Integrating , we get
= -2i dz
= -i
= -i( -cotz)+c
Exercise-4
2) if f(z)= u+iv is analytic & u+v = ( cosy+siny) find f(z) [ Ans. +c]
3) if f(z)= u+iv is analytic & u-v = (x-y)( find f(z) [ Ans. -i +c]
4) if f(z)= u+iv is analytic & u-v = find f(z) & f( ) [ Ans. cot( +c ,
Example ;8) state the Laplace equation in polar form & verify it for u = cos2 & also find v &
ENGG. MATHEMATICS –III
5) COMPLEX VARIABLE
F(z)
u= cos2
= 2rcos2 , = 2cos2
=- 2 sin2 , = -4 cos2
L. H.S.= + +
= 4cos2 - 4cos2
=0
= R.H.S.
= ,
Means =r
= r (2rcos2 )
= 2 cos2
Integrating w. r.
V=2
=2 ( sin2 )/2
v= sin2 +c
= cos2 +i sin2 +c
ENGG. MATHEMATICS –III
5) COMPLEX VARIABLE
= cos2 +i sin2 ) +c
= . +c
= +c
f(z) = +c
Example ;9 ) find the Analytic function f(z) whose real part is cos2 -rsin
= 2r cos2 - sin
= ,
Means =r
= r ( 2r cos2 – sin )
= 2 cos2 - r sin
Integrating w. r.
v= 2 -r
=2 ( ) – r ( -cos )+c
v= sin2 + rcos + c
= +ir +c
= +iz+c
F(z) = +iz+c
Example 10): find the Analytic function f(z) whose real part is cosn
= ,
Means =r
=r(n cosn )
=n cosn
Integrating w. r.
v= n
=n ( )+c
v= sinn +c
= cosn +i sinn +c
= cosn +i sinn +c
= +c
= +c
F(z) = +c
Solution : since ,u = -3 y
& =3 -3 , = 6y
We know that
u= +
= -6y +6y
u=0
u= -3 y is a harmonic function
F’(z) = ( z, 0) - i ( z, 0) (1)
Where = ( x, y) = -6xy
( z, 0 ) = 0
& = ( x, y) =3 -3
( z, 0 ) =0 -3 =-3
F’(z) =0 – i( - 3 )
F’(z) = 3
Integrating we get
F(z)= 3i
= 3i( ) +c
F(z) = i +c
now f(z)= i
= i( +3 iy+ 3x + )
ENGG. MATHEMATICS –III
5) COMPLEX VARIABLE
=i +3 y+ 3x + [ = -1 , = .i= -i , = = (-1)(-1)=1]
=i -3 y- 3x +
Example:2) show that u= cosx cushy is a harmonic function . Find its harmonic conjugate
We know that
u= +
= - cosxcoshy + cosxcoshy
u=0
F’(z) = ( z, 0) - i ( z, 0) (1)
Where = ( x, y) = -sinxcoshy
& = ( x, y) = cosxsinhy = 0
( z, 0 ) = 0
F’(z) = -sinz
Integrating we get
F(z)= - ( -cosz)+c
Find = 2x , =2
We know that
u= +
= 2-2
u=0
u= is a harmonic function
= -y ( )
= 2y [ ]
= 2y [ ]
= 2y [ ]
= 2y [ ]
= 2y[ ]
ENGG. MATHEMATICS –III
5) COMPLEX VARIABLE
=2y[ ]
= 2y[ ]
& = -[ ]
=-[ ]
= -[ ]
=-[ ]
Find =[ ]
=[ ]
=[ ]
=2y [ ]
= 2y[ ]
= 2y[ ]
We know that
v= +
= 2y[ ] +2y[ ]
= 2y[ ] -2y[ ]
v=0
Exercise – 5
1) ) prove that u = cosy is harmonic . Determine its harmonic conjugate v & the analytic function
F(z)
2) prove that u = sin( is harmonic . Determine its harmonic conjugate v & the analytic
function f(z)
x= ( z+ ) , y = ( z- )
= &, = ,
& = , & =
Now = +
= +
= [ -i ]
& = +
= + )
= [ +i ]
ENGG. MATHEMATICS –III
5) COMPLEX VARIABLE
find =
= [ -i ]. [ +i ]
= [ + ]
4 =( + )
( + )=4
= = (u+iv)(u-iv)
= f(z) .f ( ) (1)
= +
=( )
= f’(z).f’( ) (2)
=4 [f(z) .f ( )]
= 4 f ’(z) f ’( ) [ from (2 )]
=4
= R.H.S.
** Bilinear Transformation **
Where a,. b., c, d, are complex constant & ad-bc 0 is called as bilinear or Mobius
Transformation
ENGG. MATHEMATICS –III
5) COMPLEX VARIABLE
Since =[ ]
= ]
–
=
wcz+wd= az+b
z( wc-a)= b- wd
z= or (2)
(i) translation (ii) rotation & magnification (iii) inversion & reflection
If w = (1)
Example :1) Find the Bilinear Transformation which maps z = 2, 1, 0 onto w=1,0,i
W= (1)
ENGG. MATHEMATICS –III
5) COMPLEX VARIABLE
1= (2)
0= ( 3)
i= (4)
a+ di = 0
a= -di
2c+d = 2a+b
2c+d= 2(-di)+di
2c = -di-d
c=
W= =
W=
=
ENGG. MATHEMATICS –III
5) COMPLEX VARIABLE
w=
W= (1)
i= ( 2)
0= (3)
-i= ( 4)
(-a+b)+i(-c+d)= 0 ( 7)
2(-ai)-2ic=0
-2ic= 2ai
c= -a
-2id= -2a
id= a
d= = = -ia
ENGG. MATHEMATICS –III
5) COMPLEX VARIABLE
W=
w =
Example: 3) Find the Bilinear Transformation which maps z = 1, -i, -1 onto w=i,0,-1
Solution :
W= (1)
Putting the given value of z & w ,in(1) we get (z = 1, -i, -1 & w= i,0,-1)
i= ( 2)
0= (3)
-1= ( 4)
-ai+b=0 b=ai ( 5)
i(c+d)= a+b
( c-d) = -(a-b )
i( c+d)(+c-d)=2ai ( 8)
ENGG. MATHEMATICS –III
5) COMPLEX VARIABLE
i( c+d) –c+d= 2a ( 9)
c+d=
= ai-a-ia + a =0
C= 0
d= -ia( 1+i)
W= = = = =
W=
Example: 4) find the bilinear transformation mapping the points z= 1,i, -1 into the points w=2.i,-2
Solution : the bilinear transformation which maps =1, =i, = -1 & = 2, =i, =-2
w=
Example: 5) find the bilinear transformation mapping the points z= 0,1, into the points w=i.1,-i
ENGG. MATHEMATICS –III
5) COMPLEX VARIABLE
= .
=z
=z
=z
=z
= -zi
w=
w=
w=
Example:6) find the bilinear transformation mapping the points z= , i, , into the points w=0 , -i,
ENGG. MATHEMATICS –III
5) COMPLEX VARIABLE
W=-
W=
Exercise – 7
1) find the bilinear transformation mapping the points z= , -i, , into the points w= i , 1, 0
[ Ans w= ]
2) find the bilinear transformation mapping the points z= , -1, , into the points w=1+i , 1-i, 1
[ Ans w= ]
3) find the bilinear transformation mapping the points z= , -i, , into the points w= 0 , 1,
[ Ans w= ]
4) find the bilinear transformation mapping the points z= , i, , into the points w=0 , i,
[ Ans w= - ]
***END***
ENGG. MATHEMATICS –III
5) COMPLEX VARIABLE
5. COMPLEX VARIABLE
Objective questions
a) b)
c) d) R(iz)
2. If (z) =
a) b) c) d) None
a) -1 b) 1 c) 2 d) None
4. The analytic function mapping the angular region 0 onto the upper half –plane is
a) b) c) d) None
5. The mapping transforming the complex plane 0 onto the left half-plane is
a) b) c) d) None
6.
a) 1 b)
c) d)
7.
a) 2,2 b) 2 , -2 c) -2 , -2 d) None
ENGG. MATHEMATICS –III
5) COMPLEX VARIABLE
8.
a) 0 b) 2 c) d) None
9.
a) 2 b) 3 c) d) None
10.
a) 2 b) 0 c) -2 d) None
a) b)
c) d) None
a) b)
c) d) None
a)
c) d)
a) b) c) ) d)
16.
ENGG. MATHEMATICS –III
5) COMPLEX VARIABLE
a) 0 b) 1 c) 2 d)None
a) b) c) d) None
18.The image of
a) b) c) d) None
19.
20.
a) b)
c) d) None
a) 0 b) c) d) ) None
a) 0 b) 1 c) 2 d) None
23.The singularity of
a)
a)
To z = i is
a) i b) –i c) 0 d)
a) 0 b) 2
29.
a)
30.
a) 1 b) 2 c)0 d)