MA8353 TRANSFORMS AND PARTIAL DIFFERENTIAL EQUATIONS notes

Notes 203 Pages

Anna University

Civil Engineering

BKD

Contributed by

Baber Kumar Deol

A Course Material on

MA – 6351 TRANSFORMS AND PARTIAL DIFFERENTIAL EQUATIONS

By

Ms. K.SRINIVASAN
ASSISTANT PROFESSOR
DEPARTMENT OF SCINENCE AND HUMANITIES
PRATHYUSHA ENGINEERING COLLEGE
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MA8353 TRANSFORMS AND PARTIAL DIFFERENTIAL EQUATIONS L T P C 3 1 0 4

OBJECTIVES:
To introduce Fourier series analysis which is central to many applications in engineering apart from its
use in solving boundary value problems?
To acquaint the student with Fourier transform techniques used in wide variety of situations.
To introduce the effective mathematical tools for the solutions of partial differential equations
that model several physical processes and to develop Z transform techniques for discrete time
Systems.
UNIT I PARTIAL DIFFERENTIAL EQUATIONS 9+3
Formation of partial differential equations – Singular integrals -- Solutions of standard types of first order
partial differential equations - Lagrange’s linear equation -- Linear partial differential equations of second
and higher order with constant coefficients of both homogeneous and non-homogeneous types.
UNIT II FOURIER SERIES 9+3
Dirichlet’s conditions – General Fourier series – Odd and even functions – Half range sine series –Half
range cosine series – Complex form of Fourier series – Parseval’s identity – Harmonic analysis.
UNIT III APPLICATIONS OF PARTIAL DIFFERENTIAL 9+3
Classification of PDE – Method of separation of variables - Solutions of one dimensional wave
equation – One dimensional equation of heat conduction – Steady state solution of two dimensional
equation of heat conduction (excluding insulated edges).
UNIT IV FOURIER TRANSFORMS 9+3
Statement of Fourier integral theorem – Fourier transform pair – Fourier sine and
cosine transforms – Properties – Transforms of simple functions – Convolution theorem – Parseval’s
identity.
UNIT V Z - TRANSFORMS AND DIFFERENCE EQUATIONS 9+3
Z- transforms - Elementary properties – Inverse Z - transform (using partial fraction and residues) –
Convolution theorem - Formation of difference equations – Solution of difference equations using Z -
transform.
TOTAL (L:45+T:15): 60 PERIODS.
TEXT BOOKS:
1. Veerarajan. T., "Transforms and Partial Differential Equations", Tata McGraw Hill Education Pvt.
Ltd., New Delhi, Second reprint, 2012.
2. Grewal. B.S., "Higher Engineering Mathematics", 42nd Edition, Khanna Publishers, Delhi, 2012.
3. Narayanan.S., Manicavachagom Pillay.T.K and Ramanaiah.G "Advanced Mathematics for
Engineering Students" Vol. II & III, S.Viswanathan Publishers Pvt. Ltd.1998.

REFERENCES:
1. Bali.N.P and Manish Goyal, "A Textbook of Engineering Mathematics", 7th Edition, Laxmi
Publications Pvt Ltd, 2007.
2. Ramana.B.V., "Higher Engineering Mathematics", Tata Mc Graw Hill Publishing Company Limited,
NewDelhi, 2008.
3. Glyn James, "Advanced Modern Engineering Mathematics", 3rd Edition, Pearson Education, 2007.
4. Erwin Kreyszig, "Advanced Engineering Mathematics", 8th Edition, Wiley India, 2007.
5. Ray Wylie. C and Barrett.L.C, "Advanced Engineering Mathematics" Tata Mc Graw Hill Education
Pvt Ltd, Sixth Edition, New Delhi, 2012.
6. Datta.K.B., "Mathematical Methods of Science and Engineering", Cengage Learning India Pvt Ltd,
Delhi, 2013.
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S.NO
CONTENTS

TOPICS

PAGE NO

UNIT-I PARTIAL DIFFERENTIAL EQUATIONS

1.1
INTRODUCTION
1
1.2
FORMATION OF PARTIAL DIFFERNTIAL EQUATIONS
1
1.3
SOLUTIONS OF PARTIAL DIFFERENTIAL EQUATIONS
7
1.4
LAGRANGE’S LINEAR EQUATIONS
23
1.5
PARTIAL DIFFERENTIAL EQUATIONS OF HIGHER ORDER WITH CONSTANT
29

CO-EFFECIENTS

1.6
NON-HOMOGENOUS LINEAR EQUATIONS
36

UNIT-II FOURIER SERIES

2.1
INTRODUCTION
42
2.2
PERIODIC FUNCTIONS
42
2.3
EVEN AND ODD FUNCTIONS
54
2.4
HALF RANGE SERIES
61
2.5
PARSEVAL’S THEOREM
68
2.6
CHANGE OF INTERVAL
69
2.7
HARMONIC ANALYSIS
76
2.8
COMPLEX FORM OF FOURIER SERIES
80
2.9
SUMMARY
83
UNIT-III APPLICATIONS OF PARTIAL DIFFERENTILA EQUATIONS
INTRODUCTION 87
SOLUTION OF WAVE EQUATION 87
SOLUTION OF THE HEAT EQUATION 105
SOLUTION OF LAPLACE EQUATIONS 120
UNIT-IV FOURIER TRANSFORMS
4.1 INTRODUCTION

133
4.2 INTEGRAL TRANSFORMS
133

4.3 FOURIER INTEGRAL THEOREM

134
4.4 FOURIER TRANSFORMS AND ITS PROPERTIES

137
4.5 CONVOLUTION THEOREM AND PARSEVAL’S THEOREM

149
4.6 FOURIER SINE AND COSINE TRANSFORMS

154
UNIT-V Z-TRANSFORMS AND DIFFERENCE EQUATIONS
INTRODUCTION 166
LINEAR DIFFERENCE EQUATIONS 167
Z-TRANSFORMS AND ITS PROPERTIES 168
INVERSE Z-TRANSFORMS 183
CONVOLUTION THEOREM 191
APPLICATIONS OF Z-TRANSFORMS TO DIFFERENCE EQUATIONS 193
FORMATION OF DIFFERENCE EQUATIONS 199
BIBLIOGRAPHY 200
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UNIT– I

PARTIAL DIFFERENTIAL EQUATIONS

This unit covers topics that explain the formation of partial differential equations
and the solutions of special types of partial differential equations.

INTRODUCTION

A partial differential equation is one which involves one or more partial
derivatives. The order of the highest derivative is called the order of the equation. A
partial differential equation contains more than one independent variable. But, here we
shall consider partial differential equations involving one dependent variable „z‟ and only
two independent variables x and y so that z = f(x,y). We shall denote

z z 
2
z 
2
z 
2
z
------- = p, ----------- = q, ---------- = r, ---------- = s, ------------ = t.
x y x
2
xy y
2

A partial differential equation is linear if it is of the first degree in the dependent
variable and its partial derivatives. If each term of such an equation contains either the
dependent variable or one of its derivatives, the equation is said to be homogeneous,
otherwise it is non homogeneous.

Formation of Partial Differential Equations

Partial differential equations can be obtained by the elimination of arbitrary constants or
by the elimination of arbitrary functions.

By the elimination of arbitrary constants
Let us consider the function

 ( x, y, z, a, b ) = 0 -------------- (1)

where a & b are arbitrary constants
Differentiating equation (1) partially w.r.t x & y, we get

∂ ∂
+ p = 0 (2)
∂x ∂z
∂ ∂
+ q = 0 (3)
∂y ∂z

Eliminating a and b from equations (1), (2) and (3), we get a partial differential
equation of the first order of the form f (x,y,z, p, q) = 0
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Example 1

Eliminate the arbitrary constants a & b from z = ax + by + ab
Consider z = ax + by + ab (1)
Differentiating (1) partially w.r.t x & y, we get
∂z
= a i.e, p= a (2)
∂x
∂z
= b i.e, q = b
∂y
(3)

Using (2) & (3) in (1), we get
z = px +qy+ pq
which is the required partial differential equation.

Example 2

Form the partial differential equation by eliminating the arbitrary constants a and b
from
z = ( x
2
+a
2
) ( y
2
+ b
2
)

Given z = ( x
2
+a
2
) ( y
2
+ b
2
) (1)

Differentiating (1) partially w.r.t x & y , we get
p = 2x (y
2
+ b
2
)

q = 2y (x + a )

Substituting the values of p and q in (1), we get
4xyz = pq
which is the required partial differential equation.
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Example 3

Find the partial differential equation of the family of spheres of radius one whose centre
lie in the xy - plane.

The equation of the sphere is given by

( x – a )
2
+ ( y- b)
2
+ z
2
= 1 (1)
Differentiating (1) partially w.r.t x & y , we get
2 (x-a ) + 2 zp = 0
2 ( y-b ) + 2 zq = 0

From these equations we obtain

x-a = -zp (2)
y -b = -zq (3)
Using (2) and (3) in (1), we get
z
2
p
2
+ z
2
q
2
+ z
2
= 1
or z
2
( p
2
+ q
2
+ 1) = 1

Example 4
Eliminate the arbitrary constants a, b & c from
x
2
y
2
z
2
+ + = 1 and form the partial differential equation.
a
2
b
2
c
2
The given equation is
x
2
y
2
z
2
+ + = 1 (1)
a
2
b
2
c
2
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Differentiating (1) partially w.r.t x & y, we get

2x 2zp
+ = 0
a
2
c
2

2y 2zq
+ = 0
b
2
c
2
Therefore we get

x zp
+ = 0 (2)
a
2
c
2
y zq
+ = 0 (3)
b
2
c
2

Again differentiating (2) partially w.r.t „x‟, we set
(1/a
2
) + (1/ c
2
) ( zr + p
2
) = 0 (4)
Multiplying ( 4) by x, we get

x xz r p
2
x
+ + = 0
a
2
c
2
c
2

From (2) , we have

zp xzr p
2
x

+ + = 0

c
2
c
2
c
2

or -zp + xzr + p
2
x = 0

By the elimination of arbitrary functions

Let u and v be any two functions of x, y, z and Φ(u, v ) = 0, where Φ is an
arbitrary function. This relation can be expressed as

u = f(v) (1)
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Differentiating (1) partially w.r.t x & y and eliminating the arbitrary
functions from these relations, we get a partial differential equation of the first order
of the form
f(x, y, z, p, q ) = 0.

Example 5
Obtain the partial differential equation by eliminating „f „ from z = ( x+y ) f ( x
2
- y
2
)

Let us now consider the equation

z = (x+y ) f(x
2
- y
2
) (1)
Differentiating (1) partially w.r.t x & y , we get

p = ( x + y ) f ' ( x
2
- y
2
) . 2x + f ( x
2
- y
2
)
q = ( x + y ) f ' ( x
2
- y
2
) . (-2y) + f ( x
2
- y
2
)
These equations can be written as
p - f ( x
2
- y
2
) = ( x + y ) f '( x
2
- y
2
) . 2x (2)
q - f ( x
2
- y
2
) = ( x + y ) f '( x
2
- y
2
) .(-2y) (3)
Hence, we get
p - f ( x
2
- y
2
) x
= -
q - f ( x
2
- y
2
) y
i.e, py - yf( x
2
- y
2
) = -qx +xf ( x
2
- y
2
)
i.e, py +qx = ( x+y ) f ( x
2
- y
2
)
Therefore, we have by(1), py +qx = z
Example 6
Form the partial differential equation by eliminating the arbitrary function f
from
z = e
y
f (x + y)

Consider z = e
y
f ( x +y ) ( 1)
Differentiating (1) partially w .r. t x & y, we get
p = e
y
f ' (x + y)
q = e
y
f '(x + y) + f(x + y). e
y

Hence, we have

q = p + z
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Example 7

Form the PDE by eliminating f & Φ from z = f (x +ay ) + Φ ( x – ay)
Consider z = f (x +ay ) + Φ ( x – ay) (1)
Differentiating (1) partially w.r.t x &y , we get

p = f '(x +ay ) + Φ' (x – ay) (2)
q = f ' (x +ay ) .a + Φ' (x – ay) ( -a) (3)
Differentiating (2) & (3) again partially w.r.t x & y, we get

r = f "( x+ay) + Φ "( x – ay)
t = f "( x+ay) .a
2
+ Φ"( x – ay) (-a)
2

i.e, t = a
2
{ f"( x + ay) + Φ"( x – ay)}
or t = a
2
r
Exercises:

1.
Form the partial differential equation by eliminating the arbitrary constants „a‟ &
„b‟ from the following equations.
(i)

z = ax + by
(ii)

x
2
+ y
2
z
2

+ = 1
a
2
b
2
(iii)

z = ax + by + a
2
+ b
2

(iv)

ax
2
+ by
2
+ cz
2
= 1
(v)

z = a
2
x + b
2
y + ab

2.
Find the PDE of the family of spheres of radius 1 having their centres lie on the
xy plane{Hint: (x – a)
2
+ (y – b)
2
+ z
2
= 1}

3.
Find the PDE of all spheres whose centre lie on the (i) z axis (ii) x-axis

4.
Form the partial differential equations by eliminating the arbitrary functions in the
following cases.
(i)

z = f (x + y)
(ii)

z = f (x
2
– y
2
)
(iii)

z = f (x
2
+ y
2
+ z
2
)
(iv)

 (xyz, x + y + z) = 0
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(v)

z = x + y + f(xy)
(vi)

z = xy + f (x
2
+ y
2
)
(vii)

z = f xy
z
(viii)

F (xy + z
2
, x + y + z) = 0
(ix)

z = f (x + iy) +f (x – iy)
(x) z = f(x
3
+ 2y) +g(x
3
– 2y)

SOLUTIONS OF A PARTIAL DIFFERENTIAL EQUATION

A solution or integral of a partial differential equation is a relation connecting the
dependent and the independent variables which satisfies the given differential equation. A
partial differential equation can result both from elimination of arbitrary constants and
from elimination of arbitrary functions as explained in section 1.2. But, there is a basic
difference in the two forms of solutions. A solution containing as many arbitrary
constants as there are independent variables is called a complete integral. Here, the partial
differential equations contain only two independent variables so that the complete
integral will include two constants.A solution obtained by giving particular values to the
arbitrary constants in a complete integral is called a particular integral.

Singular Integral

Let f (x,y,z,p,q) = 0 ----------- (1)

be the partial differential equation whose complete integral is

 (x,y,z,a,b) = 0 --------------- (2)
where „a‟ and „b‟ are arbitrary constants.
Differentiating (2) partially w.r.t. a and b, we obtain

-------- = 0 ----------- (3)
a

and --------- = 0 -------------------------------------- (4)
b

The eliminant of „a‟ and „b‟ from the equations (2), (3) and (4), when it exists, is
called the singular integral of (1).
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MA8353 TRANSFORMS AND PARTIAL DIFFERENTIAL EQUATIONS notes

MA8353 TRANSFORMS AND PARTIAL DIFFERENTIAL EQUATIONS notes

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