Wa0001.

MALLA REDDY COLLEGE OF
ENGINEERING & TECHNOLOGY

(An Autonomous Institution – UGC, Govt. of India)
Recognizes under 2(f) and 12(B) of UGC ACT 1956
(Affiliated to JNTUH, Hyderabad, Approved by AICTE –Accredited by NBA & NAAC-“A” Grade-ISO 9001:2015 Certified)
MATHEMATICS - II
B.Tech – I Year – II Semester

DEPARTMENT OF HUMANITIES AND SCIENCES
INDEX
UNIT-I: Solutions of Algebraic, Transcendental Equations and

Interpolation 1-45
UNIT-II: Numerical Techniques 46-115
UNIT-III: Fourier series 116-153
UNIT-IV: Partial Differential Equations 154-220
UNIT-V: Laplace Transforms 221-268

I Year B.Tech -II SEM
(R17A0022)MATHEMATICS-II
Objectives
 The objective of interpolation is to find an unknown function which approximates the
given data points and the objective of curve fitting is to find the relation between the
variables x and y from given data and such relationships which exactly pass through
the data (or) approximately satisfy the data under the condition of sum of least squares
of errors.
 The aim of numerical methods is to provide systematic methods for solving problems
in a numerical form using the given initial data and also used to find the roots of an
equation and to solve differential equations.
 In the diverse fields like electrical circuits, electronic communication, mechanical
vibration and structural engineering, periodic functions naturally occur and hence
their properties are very required. Indeed, any periodic and non periodic function can
be best analyzed in one way by Fourier series method.
 PDE aims at forming a function with many variables and also their solution methods
.Method of separation of variables technique is learnt to solve typical second order
PDE.
 Properties of Laplace Transform, Inverse Laplace Transform and Convolution
theorem
UNIT – I: Solution of Algebraic, Transcendental Equations and Interpolation
Solution of Algebraic and Transcendental Equations: Introduction – Graphical

interpretation of solution of equations .The Bisection Method – Regula-Falsi Method – The
Iteration Method – Newton-Raphson Method.
Interpolation: Introduction-Errors in polynomial interpolation-Finite differences- Forward
Differences- Backward differences –Central differences – Symbolic relations and separation
of symbols-Differences of a polynomial-Newton’s formulae for interpolation – Central
difference interpolation Formulae – Gauss Central Difference Formulae – Interpolation with
unevenly spaced points-Lagrange’s Interpolation formula.
UNIT – II : Numerical Techniques
Numerical integration: Generalized Quadrature-Trapezoidal rule, Simpson’s 1/3rd and 3/8th

Rule.
Numerical solution of Ordinary Differential equations: Solution by Taylor’s series
method –Picard’s Method of successive Approximation- single step methods-Euler’s
Method-Euler’s modified method, Runge-Kutta Methods.
Curve fitting: Fitting a straight line –Second degree curve-exponential curve-power curve by
method of least squares.
UNIT – III: Fourier series

Definition of periodic function. Fourier expansion of periodic functions in a given interval of
length 2𝜋. Determination of Fourier coefficients – Fourier series of even and odd functions –
Half-range Fourier sine and cosine expansions-Fourier series in an arbitrary interval .
UNIT-IV: Partial differential equations
Introduction -Formation of partial differential equation by elimination of arbitrary constants
and arbitrary functions, solutions of first order linear (Lagrange) equation and non-linear
equations (Charpit’s method), Method of separation of variables for second order equations
and Applications of PDE to one dimensional (Heat equation).
UNIT – V Laplace Transforms and Applications

Definition of Laplace transform- Domain of the function and Kernel for the Laplace
transforms- Existence of Laplace transform- Laplace transform of standard functions- first
shifting Theorem,-Laplace transform of functions when they are multiplied or divided by “t”-
Laplace transforms of derivatives and integrals of functions – Unit step function – second
shifting theorem – Dirac’s delta function- Periodic function – Inverse Laplace transform by
Partial fractions-Inverse Laplace transforms of functions when they are multiplied or divided
by ”s”, Inverse Laplace Transforms of derivatives and integrals of functions- Convolution
theorem –Solving ordinary differential equations by Laplace transforms.
PRESCRIBED TEXT BOOKS:

1. Mathematics-II by Tata Mc Graw Hill Publishers.
REFERENCES:
1. Mathematical Methods by T.K.V Iyenger ,B.Krishna Gandhi and Others ,S Chand.
2. Introductory Methods by Numerical Analysis by S.S. Sastry, PHI Learning Pvt. Ltd.
3.Advanced Engineering Mathematics by Kreyszig, John Wiley & Sons Publishers.
Outcomes:
 From a given discrete data, one will be able to predict the value of the data at an
intermediate point and by curve fitting, one can find the most appropriate formula for
a guesses relation of the data variables. This method of analysis data helps engineers
to understand the system for better interpretation and decision making.
 The student will be able to find a root of a given equation and will be able to find a
numerical solution for a given differential equation. Helps in describing the system by
an ODE, if possible. Also, suggests to find the solution as a first approximation.
 One will be able to find the expansion of a given function by Fourier series.
 One will be able to find a corresponding Partial Differential Equation for an unknown
function with many independent variables and to find their solution.
 The student is able to solve certain differential equations using Laplace Transform.
Also able to transform functions on time domain to frequency domain using Laplace
transforms
MATHEMATICS-II INTERPOLATION
UNIT-I
SOLUTION OF ALGEBRAIC, TRANSCENDENTAL EQUATIONS AND
INTERPOLATION
INTRODUCTION
Using mathematical modeling, most of the problems in engg and physical and
economical sciences can be formulated in terms of systems of linear or non linear
equations, ordinary or partial differential equations or Integra equations. In majority of
the cases, the solutions to these problems in analytical form are non-existent or
difficult or not amenable for direct interpretation. In all such problems, numerical
analysis provides approximate solutions practical and amenable for analysis.
Numerical analysis does not strive for exaxtness.instaed.it yields approximations with
specified degree of accuracy. The early disadvantages of the several numbers of
computations involved has been removed through high speed computation using
computers, giving results which are accurate, reliable and fast. Numerical is not only a
science but also an ‘art’ because the choice of ‘appropriate’ procedure which ‘best’
suits to a given problem yields ‘good’ solutions.
Approximations curve is the graph of data obtained through measurement ofr

observation. Curve fitting is the process of finding the “best fit” curve since different
approximation curves can be obtained for the same data. Least squares method is the
best curve fitting by a sum of exponentials, linear weighted and non-linear weighted
least squares approximation.
Solution of algebraic and Transcendental equations

Introduction:
Polynomial function: A function f  x  is said to be a polynomial function, if f  x  is a
−
polynomial in x. ie, = + + ⋯………..+ − +
where a0  0 , the co-efficients a0 , a1...........an are real constants and n is a non-negative
integer.
Algebraic function: A function which is a sum (or) difference (or) product of two
polynomials is called an algebraic function. Otherwise, the function is called a
transcendental (or) non-algebraic function.
Eg: = − + − is a algebraic equation
Eg: = − = is a Transcndental equation
Root of an equation: A number  is called a root of an equation f  x   0 if
f    0 . We also say that  is a zero of the function.
DEPARTMENT OF HUMANITIES & SCIENCES MRCET (EAMCET CODE: MLRD) 1

Graphical view of a root of an equation.
y
x
o root
The roots of an equation are the points where the graph y  f  x  cuts the x-axis.
Methods to find the roots of an equation f (x) = 0

1.Direct methods 2.Iterative methods
1.Direct methods : We know the solution of the polynomial equations such as linear equation
+ =0, and quadratic equation ax2  bx  c  0 ,using direct methods or analytical methods.
Analytical methods for the solution of cubic and quadratic equations are also available.But we are
unable to find roots of higher order (from fourth order) algebraic equations,and also transcendental
euations.So,we go for Numerical methods i.e Iterative methods
2.Iterative methods:The following are some iteravative methods to find an approximate

root of an equation
(1) Bisection Method

(2) Regula- Falsi Method
(3) Iteration method
(4) Newton Raphson method
Intermediate value theorem: If f is a real-valued continuous function on the interval

[a, b], and u is a number between f(a) and f(b), then there is a c [a, b] such that f(c) = u.
Bisection method or Half-interval method:

Bisection method is a simple iteration method to find an approximate root of an equation.
Suppose that given equation of the form is = .
In this method first we choose two points , such that and will have opposite
signs (i.e . < ) then the root lies in interval , . Now we bisect this interval
at ,if = then is a root of an eqution otherwise the root lies in , or( ,
accordingly . < and . < .
Assume that . < then the root lies in interval , , now we bisect this
interval at , ,if = then is a root of an eqution otherwise the root lies in ,
or( , accordingly . < and . < .
We continue this procedure till the root is found to the desired accuracy.

PROBLEMS
1. Using bisection method, find the negative root of x3  4 x  9  0
SOL:
Givenf(x)= x3  4x  9
f(-1)=-1+4+9=12>0
f(-2)=-8+8+9=9>0
f(-3)=-27+12+9=-6<0
Since f(-2)>0 and f(-3)<0 therefore root lies in interval (-2,-3)= ( , )

Bisect this interval to get next approximation
− −
i.e = = -2.5 , − . >
Since f(-2)>0 f(-2.5)>0 f(-3)<0 therefore root lies in (-2.5,-3)

− . −
i.e = =-2.75 , − . <
Since f(-2.5)>0 f(-2.75)<0 f(-3)<0 therefore root lies in (-2.5,-2.75)

− . − .
𝑖. = =--2.625, − . <
Since f(-2.5)>0 f(-2.625)>0 f(-2.75)<0 therefore root lies in (-2.625,-2.75)

− . − .
i.e = =--2.6875 , − . <
Since f(-2.625)>0 f(-2.6875)>0 f(-2.75)<0 therefore root lies in (-2.6875,-2.75)

− . − .
i.e = =--2.7187, − . <
We continue this procedure till the root is found to the desired accuracy. (stop the procedure
when two successive approximations are same up to four decamal places)
2). Find a root of the equation x3  x 1  0 using the bisection method in 5 – stages
Sol Given = − −
=− <
= >
∴One root lies between 1 and 2
Now see f(1) is near to 0 than f(2). So root is near to 1
so again find f(1.1),f(1.2)……

Till one is + ve and another – ve.

Clearly f(1.1)<0,f(1.2)<0
f(1.3)=-0.103<0
f(1.4)=0.344>0
Since f(1.3)<0 and f(1.4)>0 therefore root lies in interval (1.3,1.4)= ( , )
1
x2  1.3  1.4   1.35
i.e 2
ℎ = >
Since f(1.3)<0 f(1.35) > 0 f(1.4)>0 therefore root lies in (1.3,1.35)

. + .
i.e = =1.325 , . = . >
Since f(1.3)<0 f(1.325)>0 f(1.35)>0 therefore root lies in (1.3,1.325)

Continuing like above upto two iterations nearly same upto three decimals,we get
∴ 𝑖 = .
3) Find a root of an equation 3x= using bisection method.

Sol
Let f  x   3x  e x
f 1  0.281718  0
f  2   1.389056  0
Since f(1)>0 and f(2)<0 therefore root lies in interval (1,2)= ( , )
x x
i.e x2  0 1  1.5 . >
2
Since f(1)>0 f(1.5)>0 f(2)<0 therefore root lies in (1.5,2)
. +
i.e = =1.75 = . <
Since f(1.5)>0 f(1.75)<0 f(2)<0 therefore root lies in (1.5,1.75)

. + .
𝑖. = =1.625, . = . >
Continuing like above up to 12 iterations we get
= .
= .
Therfore we got two successive iterations same up to three decimal places
∴ 𝑖 = .

4. Find a root of an equation x 𝐥𝐨𝐠 = 1.2 using bisection method which lies between 2
and 3
Sol:
Given = − .
f(1)=-1.2<0
f(2)=-0.59<0
f(3)=0.23>0
Since f(2)>0 and f(3)<0 therefore root lies in interval (2,3)= ( , )
+
i.e = =2.5
. <
Since f(2)<0 f(2.5)<0 f(3)>0 therefore root lies in (2.5,3)

. +
i.e = =2.75 = . >
Continuing like above ,we get = . =2.7406
∴ 𝑖 = .
5.Find a root of an equation x = cosx using bisection method.

SOL:
𝑖 = –
= − = − <
= − = . >
ℎ 𝑖 𝑖 ,
Here 𝑖
. = . >
. = . >
. = − . <
Since f(0.7)<0 and f(8)>0 therefore root lies in interval (0.7,0.8)= ( , )
+ . + .
i.e , = = = . . = . >
Since f(0.7)<0 f(0.75)>0 f(0.8)>0 therefore root lies in (0.7,0.75)
+ . + .
𝑖. = = = . . = − . <
Since f(0.7)<0 . < f(0.75)>0 therefore root lies in (0.725,0.75)
+ . + .
𝑖. = = = . . = − . <
Since . < . < f(0.75)>0 therefore root lies in (0.7375,0.75)

+ . + .
𝑖. = = = . . = . >
We continue this procedure till the root is found to the desired accuracy. (stop the procedure
when two successive approximations are same up to four decamal places)
ℎ 𝑖 𝑖 = . .
6. Find a root of an equation = 𝒄 𝒔 + using bisection method.
SOL:Given = − –
= − <
= . >
. = − . <
Since f(0.5)<0 and f(1)>0 therefore root lies in interval (0.5,1)= ( , )
+ . +
i.e = = = . . = . >
Since f(0.5)<0 f(0.75)>0 f(1)>0 therefore root lies in (0.5,0.75)
+ . + .
𝑖. = = = . . = . >
Since f(0.5)<0 . > f(0.75)>0 therefore root lies in (0.5,0.625)
+ . + .
𝑖. = = = . . = − . <
Since f(0.5)<0 . < . > therefore root lies in (0.5625,0.625)
+ . + .
Bisect this interval to get next approximation 𝑖. = = =
. . = − . <
We continue this procedure till the root is found to the desired accuracy.
(stop the procedure when two successive approximations are same up to four decamal places)
ℎ 𝑖 𝑖 = . .
7.Find the real root of the equation x3-5x+1=0 by bisection method.
Sol: given that f(x)= x3-5x+1

f(0)=1 >0 ,
f(1)= -3 <0
Hence the root lies between 0 and 1
0 1
Let the initial approximation be x0 = =0.5
2
f(0.5)= -1.375 < 0
since f(0) > 0 and f(0.5)<0
therefore the root lies between 0 and 0.5
0  0.5
The second approximation x1= =0.25
2
f(0.25)= -0.234 < 0
since f(0) > 0 f(0.25) < 0 f(0.5)<0

0  0.25
the third approximation x2= =0.125
2
Now f(0.125)=0.3749 > 0
f(0) > 0 f(0.125)>0 f(0.25) < 0
continue this procedure till the desired occurucy is obtained.
False Position Method ( Regula – Falsi Method)

Using False position method we find the approximate root of the given equation f  x   0 in
in this method first we choose two initial approximate values x0 and x1 such that and
will have opposite signs i.e f  x0  . f  x1  <0. Therefore the root lies in interaval
,
Here two cases occur (i) f  x0  <0, f  x1  >0 (ii) f  x0  >0, f  x1  <0
FIGURE OF CASE (I)
y
B
(x1,f(x1))
f(x1)>0
xC2
o x
f(x0)<0 x3
root
A ((x0,f(x0))
Let A   x0 , f  x0   and B   x1 , f  x1   be the points on the curve y  f  x  Then the

−𝑓 𝑓 −𝑓
equation to the chord AB is
−
= −
−−−−−−
At the point C where the line AB crosses the x – axis, where = 𝑖 , =

substitute = in equation (1), then we get

x1  x0
x  x0  f  x0    2 
f  x1   f  x0 
is given by (2) serves as an approximated value of the root, when the interval in which it
lies is small. If the new value of is taken as x2 then (2) becomes
 x1  x0  f x
x2  x0   0
f  x1   f  x0 
x f  x1   x1 f  x0 
 0  3
-------------(3)
f  x1   f  x0 
Now we decide whether the root lies between
x0 and x2  or  x2 and x1
In the above graph clearly f(x2)<0
Therefore root lies between x1 and x2
We name that interval as  x1 , x2 

x1 f  x2   x2 f  x1 
The next approximation is given by x3 
f  x2   f  x1 
This will in general, be nearest to the exact root. We continue this procedure till the root
is found to the desired accuracy.
The iteration process based on (3) is known as the method of false position
The successive intervals where the root lies, in the above procedure are named as
 x0 , x1  ,  x1 , x2  ,  x2 , x3  etc
Where < + and , + are of opposite signs.
x f  xi   xi f  xi 1 
Also xi 1  i 1
f  xi   f  xi 1 
CASE(II) f  x0  >0, f  x1  <0
Repeate same procedure as case(i).
PROBLEMS:
1. Find an approximate root of the equation = − 𝒄 𝒔 by using Regula-Falsi
method.
Sol : Given equation is = −
= − =− . <
= − = . >
Since < and > Therefore the root lies in interval , = ,

Since =− . < and = . >
The next approximation to the root is given by

−
= = .
−
= . = . >
Since =− . < , = . > , = . >
Therefore the root lies in interval , = , .

The next approximation is
−
= = .
−
Continue the procedure until the successive approximations are same up to four decimal
places
2. Find an approximate root of the equation = 𝒔𝒊 − = by using Regula-

Falsi method.
Sol: Given equation is = 𝒔𝒊 − =
=− <
= . >
Since < and >
Therefore the root lies in interval , = ,
= − < and = . >
−
= = .
−
= . =− . <
= . > and =− . <
Therefore the root lies in interval . , = ,
−
= = .
−
places
3. Find an approximate root of the equation = − 𝐥𝐨𝐠 −𝟕= by using

Regula-Falsi method.
Sol: Given equation is = − −𝟕=
=− <
=− . <
=− . <
= . >
Since < and >

Therefore the root lies in interval , = ,

=− . < and = . >
−
= = .
−
=− . <
= . > and =− . <
Therefore the root lies in interval . , = ,
−
= = .
−
places
4. Find a root of an equation 3x= using False position method.
Sol. Let f  x   3x  e x
f  0   1, f  0.1  0.8,...
Then
f  0.6   0.0221192  0, f (0.7)  0.086247  0
Since f  0.6  . f  0.7   0 and these values are near to zero
Therefore the root lies in the interval (0.6,0.7)= ,
By False position method
−
= = .
−
. 𝑓 . − . 𝑓 .
=
𝑓 . −𝑓 .
=0.620451
Since <0 = f(0.620451)=0.001587>0 >0
Therefore the root lies in the interval (0.6, 0.620451)= ,
−
=
−
. 𝑓 . − . 𝑓 .
=
𝑓 . −𝑓 .
=0.619083
f (0.619083)=0.000025>0
∴ ℎ 𝑖 𝑖 .
5.Find the root of 𝐱𝐥𝐨𝐠 − . = using Regula falsi method.
Sol:
f = 𝐱𝐥𝐨𝐠 − .

Here
f(2)=-0.59<0,
f(3)=0.23>0
Since f(2)<0 and f(3) >0 the root lies in the interval (2,3) = ,
−
=
−
−
=
−
=2.7195
Since <0 = f(2.7195)=-0.0184<0 >0
Therefore the root lies in the interval(2.7195,3)= ,
−
=
−
.𝟕 𝟗 − .𝟕 𝟗
=
− .𝟕 𝟗
=2.7403
f(2.7403)=-0.000302<0
Clearly f(2.7403) is nearly equal to zero up to 3 decimal places
∴ ℎ 𝑖 𝑖 .
6.By using Regula - Falsi method, find an approximate root of the equation
x4  x 10  0 that lies between 1.8 and 2. Carry out three approximations
Sol.
Let us take f  x   x  x  10 and x0  1.8, x1  2
4
Then f  x0   f 1.8   1.3  0 and f  x1   f  2   4  0
Since f  x0  and f  x1  are of opposite signs,the equation f  x   0 has a root between

x0 and x1
The first order approximation of this root is
x1  x0
x2  x0  f  x0 
f  x1   f  x0 
2  1.8
 1.8    1.3
4  1.3
 1.849
We find that f  x2   0.161 so that f  x2  and f  x1  are of opposite signs. Hence the
root lies between x2 and x1 and the second order approximation of the root is

 x1  x2 
x3  x2    . f  x2 
 f  x1   f  x2  
 2  1.849 
 1.8490     0.159 
 0.159 
 1.8548
We find that f  x3   f 1.8548
 0.019
So that f  x3  and f  x2  are of the same sign. Hence, the root does not lie between
x2 and x3 .But f  x3  and f  x1  are of opposite signs. So the root lies between
x3 and x1 and the third order approximate value of the root is
−
= − [𝑓 −𝑓
]
− .
= . − × − .
+ .
The approximate value of x = .
ITERATION METHOD:
Consider an equation f  x   0 which can taken in the form x    x   1

where   x  satisfies the following conditions
(i) For two real numbers a and b, a  x  b implies a    x   b and
(ii) For all x1 , x11 lying in the interval , , we have
  x1     x11   m x1  x11
where m is a constant such that 0  m  1
Then, it can be proved that the equation (1) has a unique root ‘  ’ in the interval (a,b). To
find the approximate value of this root, we start with an initial approximation x0 of the root
' ' and find   x0 
We put x1    x0  and take x1 as the first approximation of ' '
Next, we put x2    x1  and take x2 as the second approximation of  .Continuing the
process, we get the third approximation x3 , the forth approximation x4 , and so on.
The nth approximation is given by xn    xn  1 , n  1   2 
In this process of finding successive approximation of the root  , an approximation of  is
obtained by substituting the preceding approximation in the function   x  which is known.
Such a process is called on iteration process. The successive approximations x1 , x2 …
obtained by iteration are called the iterates. The nth approximation xn is called the nth iterate.
A formula xn    xn  1 , n  1 is called an iterative formula.

Convergence of An Iteration:-
Since x1 , x2 , x3 ........xn are taken as successive approximations of the root 𝛼, each
approximation is nearest to  than the preceding approximation, so that for large n, xn may
be taken to be almost equal to 𝛼. In other words, if the sequence { 𝐼𝐼 } converges to 𝛼, we
can say that the iteration process is convergent. We state below a theorem with out proof
giving a sufficient condition for the convergence of the iteration given by xn    xn  1 , n  1
Note:- Let I be an interval containing a root  of the equation (1). If [𝜙 ]< for all x
in I, then for any value of x0 in I, the iteration given by (2) is convergent.
PROBLEMS:
1 . Explain the iterative method approach in solving the problems.
Sol: In Latin the word iterate means to repeat. Iterative methods use a process of obtaining
better and better estimates of solution with each iteration (or) repetitive computation. This
process continues until an acceptable solution is found
The steps involved in an iterative method are
1. Develop an algorithm to solve a problem step-by-step
2. Make an initial guess or estimate for the variables (or) variables of the solution. The
initial estimates should be reasonable. Success in the solution is dependent of the
selection of proper initial values of variables
3. Better and better estimates are obtained in the progressive iterations by using the
algorithm developed.
4. Stop the iteration process after reaching an acceptable solution, based on a reasonable
criteria being met.
2. Explain the classification of iterative method based on the number of guesses

Sol. Iterative methods can be classified into two categories based on the number of
guesses
1. Interpolation methods – also called as bracketing methods
2. Extrapolation methods – also called as open end methods
Two estimates are made for the root in the interpolation methods. One is positive value for
the function f  x  and the other gives a negative value for the function f  x  . This means
that the root is bracketed between these two values
By proper selection, the gap between the two estimates can be reduced further to arrive at
every small gap. Two popular methods of this type are
a) Bi-section method b)False position method
A single value, which is called as initial estimate is chosen in the extrapolation
methods. The new value of the root is successively computed in each step, depending on the
algorithm. This process is continued untill the difference between the values of two
successive iterations is small enough to stop the iteration process. Some methods of this type
are Newton- Raphson method

3.Find a root of an equation – = 𝟕 using iterative method.

SOL:
Given = – −
=-5<0
=-3.3068<0
=-2.099<0
= -0.387<0
= . >0
Since < and > therefore root lies in interval ,
Given equation is – – = ---------(1)
Solve eqution (1) for
+𝟕 −
i.e = and = ----------------(2)
we have =∅ ---------------------------(3)
+𝟕 −
comparing (2) and (3) then we have ∅ = and ∅ =
choose ∅ such that |∅′ |<1 in (4,5)
+𝟕
choose ∅ = for which ∅′ = and |∅′ |<1 in (4,5)
+
Choose = =4.5
We know that by iteration method + =∅ ; =0,1,2,3----
For =
log . +
=∅ =∅ . = =4.252
l . +
=∅ = =4.2236
l . +
=∅ = =4.2203
Continue the procedure until to get a desired accuracy.
4.By the fixed point iteration process, find the root correct to 3-decimal places, of
the equation 3x  cos x  1
Sol: Given 3x  cos x  1
f(0.5)= - 0.33<0
f(1)=1>0
Since . < and > therefore root lies in interval . ,
The given equation is of the form x    x 
1  cos x
Where   x  
3
 1  x   sin x / 3  1 for all x
Hence, the iteration process xn    xn 1  is convergent in every interval.
Choose f(0.5)= - 0.33<0 f(1)=1>0

Here f(0.5) is near to zero so choose x0=0.5

Then, by iteration formula xn    xn 1 
x1    x0   (cos  0.5   1) / 3  0.625861
x2    x1   (cos  0.5   1) / 3  0.603486
x3    x2   (cos  0.5   1) / 3  0.607787
Similarly we get,
x4  0.607
By observing these iterations, we conclude the approximate Root as 0.607 for the required
root correct to three decimal places
5.Solve x  1  tan 1 x by iteration method

Sol:Let = − − tan− .
=− <
=− . <
=-0.10714<0
= . >
Since < and > therefore root lies in interval ,
The given equation is of the form x    x 

−
where 𝜙 = + ,
𝜙 = +
<
Hence the process converges in the interval ,
and we take
xi 1  1  tan 1 xi
choose =
∴ = + tan− = .
= + tan− . = .
= + tan− . = .
= + tan− . = .
= + tan− . = .
= + tan− . = .
Hence the root is 2.1322(correct up to four decimal places)

NEWTON RAPHSON METHOD:
The Newton- Raphson method is a powerful and eligant method to find the root of an
equation. This method is generally used to improve the results obtained by the previous
methods.
Let x0 be an approximate root of f  x   0 and let x1  x0  h be the correct root
which implies that f  x1   0 . We use Taylor’s theorem and expand f  x1   f  x0  h   0
 f  x0   hf 1  x0   0
f  x0 
h
f 1  x0 
Substituting this in x1 ,we get
f  x0 
x1  x0 
f 1  x0 
 x1 is a better approximation than x0
Successive approximations are given by
𝑓 𝑖
, ……….. + where + = −𝑓
𝑖
GEOMETRICAL INTERPRETATION
𝑓
From below diagram tan𝜃= = ………………(1)
𝑑 −
But slope =tan𝜃 = 𝐼 (x0) ……………(2)
From (1) and (2) we have
f x 
x1  x0  1 0
f  x0 

PROBLEMS
1. Using Newton – Raphson method
a) Find square root of a number
b) Find reciprocal of a number
Sol. a) Square root:-
Let f  x   x 2  N  0 , where N is the number whose square root is to be found. The
solution to f  x  is then x  N
Here f '  x   2 x
By Newton-Raphson technique
f x  x2 N
xi 1  xi  1 i  xi  i
f  xi  2 xi
1 N
 xi 1   xi  
2 xi 
Using the above iteration formula the square root of any number N can be found to
anydesired accuracy. For example, we will find the square root of N  24 .
Let the initial approximation be x0  4.8
. + .
= . + .
= .
= .
= .
1 24  1  24.01  24  48.01
x2   4.9      4.898
2 4.9  2  4.9  9.8
1 24  1  23.9904  24  47.9904
x3   4.898      4.898
2 4.898  2  4.898  9.796
Since x2  x3 , there fore the solution to f  x   x 2  24  0 is 4.898 . That means,
the square root of 24 is 4.898
b) Reciprocal:-
1
 The reciprocal of Let f  x    N  0 where N is the number whose reciprocal is to be
x
found
1
The solution to f  x  is then = 𝑁 . Also, f 1  x  
x2
To find the solution for f  x   0 , apply Newton – Raphson method
( −𝑁)
𝑥𝑖
+ = − − ⁄ 𝑖
= − 𝑁
For example, the calculation of reciprocal of 22 is as follows
Assume the initial approximation be x0  0.045

 x1  0.045  2  0.045  22 
 0.045  2  0.99 
 0.0454 1.01  0.0454
x2  0.0454  2  0.0454  22 
 0.0454  2  0.9988 
 0.0454 1.0012   0.04545
x3  0.04545  2  0.04545  22 
 0.04545 1.0001  0.04545
= . − . ×
= . − .
= . .
= .
∴Reciprocal of 22 is 0.04545
2. Find by Newton’s method, the real root of the equation = 𝒄 𝒔 correct to
three decimal places.
Sol. Let 𝒄 𝒔 − =
Then f  0   1  0 , f  0.5  0.053  0 f (0.6)  0.267  0
So root of f  x  lies between 0.5 and 0.6
Here f(0.5) value is near to zero
f(1) is near to zero. So we take x0  0.5 and f 1  x    sin x  (x  1) e x
 By Newton Raphson method,we have
𝑓
+ = −𝑓 𝑖
for i=0,1,2….
𝑖
First approximation is given by
f  x0 
x1  x0 
f 1  x0 
0.53222
 0.5   0.68026
2.952507
The second approximation is given by
f x 
x2  x1  1 1
f  x1 
0.56569
 0.68026 
3.946485
 0.536920
 Continue like above we have x3= 0.51809 x4= 0.517757
Approximate Root = 0.517
3. Find a root of an equation sinx = 1 using Newton Raphson method
Sol : f(x)= sinx -1
f(0)=-1<0
f(0.1)=-0.8<0 ….

f(0.5)=-0.209561<0
f(0.6)=0.028846>0
Since f(0.5)<0 and f(0.6)>0 the root lies in the interval(0.5,0.6)
but f(0.6) value is near to zero
So choose x0 =0.6
and
𝐼
(x)=(cosx +sinx)
By applying Newton Raphson method,we have
𝑓
+ = −𝑓 𝑖
for i=0,1,2…..
𝑖
f  x0 
First approximation x1  x0 
f 1  x0 
0.028846
 0.6   0.58861
2.532705
f  x1 
The second approximation x2  x1 
f 1  x1 
0.000196
 0.588611 
2.498513
 0.588533
∴ 𝑖 𝑖 .
4.Find a root of an equation x+𝐥𝐨𝐠 = 2 using Newton raphson method.
SOL:
Given = + −
Here
f(1)=-1<0
f(2)=0.301>0
Since f(1)<0 and f(2)>0 the root lies in the interval (1,2)
Here f(2)is near to zero
So f(1.9)=0.1788>0; f(1.8)=0.0553>0
Since f(1.8) is near to zero
Choose = . then
𝐼
log
= +
By Newton Raphson method,we have
𝑓
+ = −𝑓 𝑖
for i=0,1,2…..
𝑖
𝑓𝐼 .
= − =1.8 – =1.7552
𝑓 .
𝑰
Now f(1.7552)=-0.00013 and .𝟕 = . 𝟕
𝑓𝐼
= − =1.7555
𝑓
Now f(1.7555) =-0.00000012
Hence Approximate root is 1.7555(coorect to 4 decimal places)

5. Using Newton – Raphson method

a) Derive formula for cube root of a number
b) Find cube root of 15.
SOL:Let f(x) = = 𝑁 ℎ 𝑁𝑖 ℎ ℎ .
′
Solution to f(x) is then =𝑁 =
𝑋𝑖 𝑋 −𝑁
Newton Raphson formula to find 𝑋𝑖+ = 𝑋𝑖 − ′ =𝑋 −
𝑋𝑖 𝑋
Here f(2) = -7 < 0 and f(2.5) = 0.625 > 0
so one root lies between (2,2.5)
take initial approx value is =
𝑋𝑖
using Newton Raphson formula 𝑋𝑖+ = 𝑋𝑖 − ′
𝑋𝑖
−
𝑋 = − = .
. −
𝑋 = . − = .
.
. −
𝑋 = . − = .
.
. −
𝑋 = . − = .
.
∴ ≅ = . ( upto 4 decimal places) is the required approximate root.
6.Find a real root of the equation3 x = cos x + 1 Using Newton Raphson method.
f(x) = 3 x- cos x – 1
f(0) = -2 < 0
f(1) = 1.4597 > 0
 The root lies between 0 and 1.
Let x0  1
using Newton Raphson formula,we have
𝑓
+ = − 𝑖
for i=0,1,2…..
𝑓 𝑖
f ' (x)  3  sin x

f ' (1)  3  sin1  3.8414
𝑓𝐼 0.4597
First approximate root = − =1- =0.8804
𝑓 3.8414
f (0.8804)  2.6412  0.6368 1  1.0044
And f ' (0.8804)  3.7709
f ( x1 ) 1.0044
Second approximation is x2  x1  '
= 1- =0.8804-0.2663=0.6141
f ( x1 ) 3.7709
f (0.6141)  1.8423  0.8172  1  0.0251
and
f ' (0.0251)  3.5762

f ( x2 ) 0.0251
Third approximation is x3  x2  '
=0.6141- =0.6141-0.007=0.6071
f ( x2 ) 3.5762
 f (0.6071)  1.8213  0.8213 1  0
Hence Required Root is 0.6071
7. Find the root between 0 and 1 of the equation x3-6x+4 = 0 correct to five decimal
places.
Sol: Let f(x)= x3-6x+4
f(0)=4 >0 and f(1)= -1 <0
therefore the root lies between 0 and 1.
Let the root is nearer to 1.
So, x0=1
f΄(x)=3x2-6 , f΄(1)= -3
The first approximation to the required root is
f ( x 0) 2
x1= x0 - = =0.66666
f ( x 0) 3
Second approximation is given by

f ( x1)
x2= x1 - = 0.73015
f ( x1)
Third approximation is given by
f ( x 2)
x3= x2 - = 0.73204
f ( x 2)
Fourth approximation is given by
f ( x3)
x4= x3 - = 0.73205
f ( x3)
The root is 0.73205 correct to five decimal places
ORDER OF CONVERGENCE
The deviation from the approximate root with actual root is called ERROR.
Error at n th ,(n+1) iterations are
= -𝛼 ; + = + -𝛼
If + ≤ then the method is said to be of order ‘p’.
NOTE:
1.The method converges very fast if ‘k’ is very very small and ‘p’ is large.
2.Regula falsi and iteration methods converge Linearly.
1.Show Bisection method converges LINEARLY.
Sol: Choose initial approximations a, b such that f(a).f(b)<0

And let first approximation be
+ −
Distance between a and = -a = -a=
+ −
Distance between b and = − = − =
Here say Root 𝛼 lies between a and or b and
−
| -𝛼|≤

After n iterations, we get

−
| -𝛼|≤ 𝑛
−
| + -𝛼|≤ 𝑛
+ ≤ ∴ 𝑖 𝑖 ℎ 𝑖
2.Show Newton Raphson method converges Quadratically
Sol:Let 𝑟 be the actual root and , + are ith,(i+1)th iterations in NRM.Then
f  xi 
xi 1  xi 
f 1  xi 
xi 1 f 1  xi  = xi f 1  xi  -f(xi)
f(xi)= f 1  xi  ( xi - xi 1 )…………….(1)
Taylor’s theorem around x=xr
Is given by f(xr)=f(xi+h
f 1  xi  +  xi  + ⋯ ….(2)
𝑟− 𝐼𝐼
= f(xi)+ − 𝑖
Neglecting higher order terms and sub (1) in (2) ,we get
0= f 1  xi  ( 𝑟 - xi 1 )+ f 1  xi  +  xi 
𝑟− 𝐼𝐼
− 𝑖
Solving
𝑓 𝐼𝐼  xi  2
𝑓 𝐼𝐼  xi 
+ =-1/2 ( 𝑓𝐼 𝑋𝑖
Where p=2 and k==-1/2 ( 𝑓𝐼 𝑋𝑖
)

INTERPOLATION
INTERPOLATION :
Introduction:
If we consider the statement y  f  x  ; x0  x  xn we understand that we can find the
value of , corresponding to every value of in the range x0  x  xn . If the function f  x 
is single valued and continuous and is known explicitly then the values of f  x  for certain
values of like x0 , x1 ,.........xn can be calculated. The problem now is if we are given the set
of tabular values
∶ ……………
∶ …………….
Satisfying the relation y  f  x  and the explicit definition of f  x  is not known, it
is possible to find a simple function say 𝜙 such that f  x  and   x  agree at the set of
tabulated points. This process to finding   x  is called interpolation. If   x  is a
polynomial then the process is called polynomial interpolation and   x  is called
interpolating polynomial. In our study we are concerned with polynomial interpolation

OR
Let x0 , x1     xn be the values and y0 , y1 , y2 ,   , yn be the values of and
= be a unknown function .The process to find the value of the unknown function
= when the given value of and the value of lies within the limits x0 to xn is called
interpolation
Extrapolation:
Let x0 , x1     xn be the values x and y0 , y1 , y2 ,   , yn be the values of y and y=f(x) be
a unknown function .The process to find the value of the unknown function y=f(x) when the
given value of x and the value of x lies outside the range of x0 to xn is called Extrapolation
Note: If the differences of x values are equal in the given data then it is called equal spaced
points otherwise it is called unequal spaced points
Note:
i) Suppose a given value of x is nearer to starting value of x then we use Newton’s
forward interpolation formula.
ii) Suppose a given value of x is nearer to ending value of x then we use Newton’s
backward interpolation formula.
iii) Suppose a given value of x is nearer to middle value of x then we use Gauss
interpolation formula.

iv) Suppose the given data has unequal spaced points then we use Lagrange’s
interpolation formula
Finite Differences:
Finite differences play a fundamental role in the study of differential calculus, which is an
essential part of numerical applied mathematics, the following are the finite differences.
1. Forward Differences 2. Backward Differences 3. Central Differences
1.Forward Differences: The Forward Difference operator is denoted by  , The forward

differences are usually arranged in tabular columns as shown in the following table called a
Forward difference table
Values Values of First differences Second Third differences Fourth differences
of x y differences
xo y0
y0  y1  y0
x1 y1 2 y0  y1  y0
y1  y2  y1 3 y0  2 y1  2 y0
x2 y2 2 y1  y2  y1 4 y0  3 y1  3 y0
y2  y3  y2 3 y1  2 y2  2 y1
x3 y3 2 y2  y3  y2
y4 ∆ = −

2. Backward Differences: The Backward Difference operator is denoted by  and the

backward difference table is
x y y 2y 3y 4y

x0 y0
y1
x1 y1 2y2
y2 3y3
x2 y2 2y3 4y4
y3 3y4
x3 y3 2y4
y4
x4 y4
3.Central Difference Table: The central difference operator is denoted by 𝛿 and the
central Difference table is
x Y 𝛿y δ2y δ3y δ4y

x0 y0
δy1/2
x1 y1 δ2y1
δy3/2 δ3y3/2
x2 y2 δ2y2 δ4y4
δy5/2 δ y5/2
3
x3 y3 δ2y3
δy7/2
x4 y4
Symbolic Relations and Separation of symbols:

We will define more operators and symbols in addition to  ,  and  already
defined and establish difference formulae by Symbolic methods
1
Definition:- The averaging operator  is defined by the equation  yr   yr 1/2  yr 1/2 
2
Definition:- The shift operator E is defined by the equation Eyr  yr 1 . This shows that the
effect of E is to shift the functional value y r to the next higher value yr 1 . A second
operation with E gives E 2 yr  E  Eyr   E  yr 1   yr  2
Generalizing E n y r  yr  n

Definition:-
Inverse operator E 1 is defined as E 1 yr  yr 1
In general E  n yn  yr n
Definition :-
𝑑
The operator D is defined as = [ ]
𝑑
Relationship Between operators:

i) Relation between  and E
Proof: We have ∆ = −
= − = −
⟹ ∆≅ − = +∆
ii)   1  E 1
Pf: We have = −
−
= −
−
= −
  1  E 1
iii)   E1/2  E 1/2
Pf : We have 𝛿 = −
−
= −
−
𝛿 = −
  E1/2  E 1/2
iv)    E  E 1/2 
1 1/2
2
Pf: we have 𝜇 𝑟 = 𝑟+
+ 𝑟−
−
𝜇 𝑟 = 𝑟 + 𝑟
−
𝜇 𝑟 = + 𝑟
−
𝜇= +
1
v)  2  1   2
4

−
Pf: L.H.S = 𝜇 = [ + ]
−
= + +
−
= [ − + ]
= 𝛿 + =R.H.S
vi). Prove that ∆= 𝛿 + 𝛿√ + 𝛿
Pf: Let R.H.S= 𝛿 + 𝛿√ + 𝛿
= 𝛿[𝛿 + √ + 𝛿 ]
= 𝛿[𝛿 + √ + 𝛿 ]
= 𝛿[ − −
+√ + − −
= 𝛿[ − −
+√ + −
− −
= 𝛿[ − + +
= 𝛿. .
= 𝛿.
−
= − .
= − = ∆ =R.H.S.
vii) Relation between the Operators D and E
h2 11 h3
Using Taylor’s series we have, y  x  h   y  x   hy1  x   y  x   y111  x      
2! 3!
This can be written in symbolic form
 h 2 D 2 h3 D 3 
Eyx  1  hD         yX  ehD . yx
 2! 3! 
ℎ𝑑
=
 If f  x  is a polynomial of degree and the values of are equally spaced then
 n f  x  is a constant
Note:
1. As  n f  x  is a constant, it follows that  n 1 f  x   0,  n  2 f  x   0,........

2. The converse of above result is also true. That is, if  n f  x  is tabulated at equal
spaced intervals and is a constant, then the function f  x  is a polynomial of
degree n
3. ∆ f x =∆ ∆ f x
Problems :
1.Evaluate
 i   cos x
 ii  2 sin  px  q 
 iii   neaxb
(iv). If the interval of difference is unity then prove that
∆[ + + + = + + +
Sol: Let h be the interval of differencing
 i   cos x  cos  x  h   cos x
 h h
 2sin  x   sin
 2 2
 ii   sin  px  q   sin  p  x  h   q   sin  px  q 
 ph  ph
 2 cos  px  q   sin
 2  2
ph  ph 
 2sin sin   px  q  
2 2 2 
∆ sin px + q = sin ∆ [sin [px + q + π + ph ]]

2
 ph   1 
  2sin  sin  px  q    ph  
 2   2 
+ +ℎ + +
𝑖𝑖𝑖 ∆ = −
+ ℎ−
=
+ + ] = ∆[ ℎ + ]
∆ = ∆[∆ −
ℎ +
= − ∆
ℎ +
= −
Proceeding on, we get  n  eax b    eah  1 eax b

n
iv) Let = + + +
given ℎ =
we know that ∆ = +ℎ −

∆[ + + + ]= + + + +
− + + +
= + + + [ + − ]
= + + +
2.Find the missing term in the following data
0 1 2 3 4
1 3 9 - 81
Why this value is not equal to 33 . Explain
Solution: Consider 4 y0  0
⟹ − + − + =
Substitute given values, we get
81  4 y3  54  12  1  0  y3  31
From the given data we can conclude that the given function is y  3x . To find y3 ,
we have to assume that y is a polynomial function, which is not so. Thus we are not
getting y  33  27
Equally Spaced : If the differences of x values are equal in the given data then it is called
equal spaced points otherwise it is called unequal spaced points
Newton’s Forward Interpolation Formula: Given the set of + values

, , , ,− − − , of and . It is required to find a polynomial of nth degree
yn(x) such that y and yn(x) agree at the tabular points with x’s equidistant (i.e.) xi = x0+ih (i
= 0, 1, 2…..n) then the Newton’s forward interpolation formula is given by
− − −
= = + ∆ + ∆ + ∆ + −−
! !
− − −−−− ( − − )
+ ∆
!
−
where =
ℎ
Note : this formula is used when value of is located near beginning of tabular values
Problems :
1.Find the melting point of the alloy containing 54% of lead, using appropriate
interpolation formula
Percentage of lead(p) 50 60 70 80
Temperature  Qc  205 225 248 274

Solution: The difference table is

x y  2 3
50 205
20
60 225 3
23 0
70 248 3
26
80 274
Let temperature = f  x 
−
We have = , = ,ℎ = = = .
ℎ
By Newton’s forward interpolation formula
− − −
= + ∆ + ∆ + ∆ + −−−−
! !
. . − . . − . −
= + . + +
! !
=205+8-0.36 =212.64. Melting point = 212.64
2. The population of a town in the decimal census was given below. Estimate the
population for the 1895
Year x 1891 1901 1911 1921 1931
Populationin
46 66 81 93 101
thousands
Solution: The forward difference table is
x y  2 3 4
1891 46
20
1901 66 -5
15 2
1911 81 -3 -3
12 -1
1921 93 -4
8
1931 101

. . − . − . . −
+ . + − − +
given ℎ = , = , = then p  2 / 5  0.4

By Newton’s forward interpolation formula
+ + +
= + ∆ + ∆ + ∆ + − − −−∴
! !
. . − . − . −
=+ −
=54.45 thousands
3. Find y (1.6) using Newton’s Forward difference formula from the table
x 1 1.4 1.8 2.2
y 3.49 4.82 5.96 6.5

X y y 2y 3y
1 3.49
1.4 4.82 1.33
-0.81
1.8 5.96 1.14 -1.41
-0.60
2.2 6.5 0.54
−
Let = . , x0=1, h=1.4 -1=0.4, = ℎ
=
Using Newton’s forward difference formula, we have

+ + +
= + ∆ + ∆ + ∆ + −−−−
! !
7
(1.6) = 3.49 + 3/2(1.33) + (-0.81)+ (-1.41)
= 4.9656
4.Find the cubic polynomial which takes the following values
X 0 1 2 3
Y=f(x) 1 2 1 10
Hence evaluate f(4).

Sol: The forward difference table is given by

X y y 2 y 3 y
0 1
1
1 2
-2
-1 12
2 1 10
9
3 10
x0
P= =x ; h=1
h
Using newton’s forward interpolation formula, we get
x x( x  1) 2 x( x  1)( x  2) 3
Y = y0 + y 0 +  y0 +  y0
1 1.2 1.2.3
x( x  1) x( x  1)( x  2)
= 1+x(1)+ (-2)+ (12)
2 6
= 2x3-7x2+6x+1
Which is the required polynomial.
To compute f(4), we take xn=3 , x=4
x  xn
So that p= =1
h
Using Newton’s backward interpolation formula , we get
p( p  1) 2 p( p  1)( p  2) 3
Y4 = y3+p  y 3 +  y3 +  y3
1.2 1.2.3
= 10+9+10+12
= 41
Which is the same value as that obtained by substituting x=4 in the cubic polynomial 2x3-
7x2+6x+1.
Newton’s Backward Interpolation Formula: Given the set of + values

th
, , , ,− − − , of and . It is required to find a polynomial of n degree
yn(x) such that y and yn(x) agree at the tabular points with ’s equidistant (i.e.) xi = x0+ih (i
= 0, 1, 2…..n) then the Newton’s backward interpolation formula is given by
+ + −−−− [ + − ]
= + + + −−−+
! !
x  xn
Where p 
h
Note : This formula is used when value of x is located near end of tabular values

Problems :
1. The population of a town in the decimal census was given below. Estimate the
population for the 1925
Year x 1891 1901 1911 1921 1931
Population in
46 66 81 93 101
thousands
Solution : The backward difference table is
x y
1891 46
20
1901 66 -5
15 2
1911 81 -3 -3
12 -1
1921 93 -4
8
1931 101
− 𝑛 −
given ℎ = , = , = then = = =− .
ℎ
By Newton’s backward interpolation formula
+ + ….[ + − ]
= + + + −+
! !
− . .
∴ = + − . + −
− . . . − . . . .
+ − + −
= 96.21

2.Find y  42  from the following data. Using Newton’s interpolation formula
20 25 30 35 40 45
354 332 291 260 231 204
Solution: since x=42 is located near end of the tabular values therefore we use NBIF
the backward difference table is
x y ∆ ∆ ∆ ∆ ∆
20 354
-22
25 332 -19
-41 29
30 291 10 -37
-31 -8 45
35 260 2 8
-29 0
40 231 2
-27
45 204
−
Given = and = ,ℎ= , then = ℎ
=− .
We know that NBIF

+ + +
= + + + +
! !
+ + + + + + +
+
! !
− . − . + − . − . + − . + − . +
= + − . − + (2)+0+ +
− . − . + − . + − . + − . +
=234.44

Central Difference Interpolation: The middle part of the forward difference table is
x y y 2 y 3 y 4 y 5 y
x 4 y4
 y 4 2 y4
x 3 y3
 y 3 2 y3 3 y4 4 y4 5 y4

x 2 y2
 y 2 2 y2 3 y3 4 y3 5 y3

x1 y 1
y1  2 y1 3 y2 4 y2 5 y2

x0 y0
y0  2 y0 3 y1  4 y1 5 y1

x1 y1
y1 2 y1 3 y0  4 y0
x2 y2
y 2  2 y2 3 y1
x3 y3
y3
x4 y4
1.Gauss’s forward Interpolation Formula: Given the set of + values

th
yn(x) such that y and yn(x) agree at the tabular points with ’s equidistant (i.e.) xi = x0+ih (i
= 0, 1, 2…..n) then the Gauus Forward interpolation formula is given by
− − + − + −
= + ∆ + ∆ − + ∆ − + ∆ − + −−−
! ! !
−
Where = ℎ
Note:- We observe from the difference table that

y0   y1/2 , 2 y1   2 y0 , 3 y1   3 y1/2 , 4 y2   4 y0 and so on. Accordingly the
formula (4) can be rewritten in the notation of central differences as given below

p  p  1 2  p  1 p  p  1  3 y
y p  [ y0  p y1/2   y0  1/2
2! 3!
 p  1 p  1 p  p  2   4 y    ]  5
 0  
4!
2.Gauss’s Backward Interpolation formula: Given the set of + values
th
yn(x) such that y and yn(x) agree at the tabular points with ’s equidistant (i.e.) i = 0+𝑖ℎ
(i = 0, 1, 2…..n) then the Gauus Backward interpolation formula is given by
+ + −
= + ∆ − + ∆ − + ∆ −
! !
+ − +
+ ∆ − + …
!
Note: Gauss forward and Backward formulae used when is located middle of the
tabular values
Problems :
1.Use Gauss Forward interpolation formula to find . from the following table
1 2 3 4 5
= 15.30 15.10 15.00 14.50 14.00
Solution: the difference table is

x y ∆ ∆ ∆ ∆
1 x-2 15.3 y-2

-0.2
2 x-1 15.1 y-1 0.1
-0.1 -0.5
3 x0 15.0 y0 -0.4 ∆ − 0.9∆ −
-0.5 ∆y0 0.4∆ −
4 x1 14.5 y1 0.0
-0.5
5 x2 14.0 y2
−
Given x=3.3 , x0=3 ,h=1 hence = = .
ℎ
We know that Gauss forward interpolation formula is

p  p  1 2  p  1 p  p  1 3 y
y p  [ y0  p  y0    y1  1
2! 3!
 p  1 p  1 p  p  2   4 y    ]  4

4!
 2   
. . − . . − . . − . −
=15+(0.3)(0.5)+ − . + (0.4)+ .
=14.9
2. Find f (2.5) using following Table
x 1 2 3 4
y 1 8 27 64
x y y 2y 3y
1 1
7
2 8 12
19
6
3 27 18
37
4 64
h=1
X  X 0 2.5  2
P   0.5
h 1
Using Gauss Forward interpolation formula,
(0.5)(0.5) (0.5  1)(0.5)(1.5  1)
 8  (0.5)19  (12)  (6)
2 6
= 15.625
3. Use Gauss forward interpolation formulae to find f(3.3) from the following
x 1 2 3 4 5
y 15.30 15.10 15.00 14.50 14.00
Solution:
x y y 2y 3y 4y
1 15.30
-0.20
2 15.10 0.10
-0.10 -0.50
3 15.00 -0.40 0.90
-0.50 0.40
4 14.50 0.00
-0.50
5 14.00

3.3  3
P  0.3
1
 15  (0.3)(0.5) 
(0.3)(0.4)(0.7)
 (0.3)(0.4)
 0.7  (1.3)
2 6

 0.3 0.7 1.3 1.3 (0.9)  14.8604925  14.9
24
4. Find f(2.36) from the following table

x: 1.6 1.8 2.0 2.2 2.4 2.6
y: 4.95 6.05 7.39 9.03 11.02 13.46
Solution:
x y ∆ ∆ ∆ ∆ ∆
1.6 4.95
1.1
0.24
1.8 6.05 0.06
1.34 -0.01
0.3
0.06
2.0 7.39 0.05
1.64
0.35
0.05
2.2 9.03 0.1
1.99
0.45
2.4 11.02
2.44
2.6 13.46
−
here we have = . , = . ,ℎ= . , = ℎ
= .
p  p  1 2  p  1 p  p  1  3 y
y p  [ y0  p  y0    y1  1
2! 3!
 p  1 p  1 p  p  2   4 y    ]  4

4!
 2   
Substituting all above values in the formula then
. =
. + . . +
. . − . + . . − . + . . − . −
(0.35)+ (0.1)+ (0.05)
=10.02

5. Find f(22) from the following table using Gauss forward formula
20 25 30 35 40 45
354 332 291 260 231 204
Solution : the middle part of the difference table is
x y ∆ ∆ ∆ ∆ ∆
20 354
-22
25 332 -19
-41 29
30 291 10 -37
-31 -8 45
35 260 2 8
-29 0
40 231 2
-27
45 204
−
Given = and = ,ℎ= , then = ℎ
= .
The Gauss forward formula is

= + ∆
= + . −
= 345.2
6. Find by Gauss’s Backward interpolating formula the value of y at x=1936, using the
following table.
x 1901 1911 1921 1931 1941 1951
y 12 15 20 27 39 52


x y ∆ ∆ ∆ ∆ ∆
1901 x-3 12 y-3

3
1911 x-2 15 y-2 2
5 0
1921 x-1 20 y-1 2 3
7∆ − 3∆ − -10∆ −
1931 x0 27 y0 5∆ − 7∆ −
12 -4
1941 x1 39 y1 1
13
1951 x2 52 y2
−
Given x=1936 and let x0 =1931 and h=10 then = ℎ
= .
By Gauss backward interpolation formula we have

+ + −
= + ∆ − + ∆ − + ∆ −
! !
+ − −
+ ∆ − + −−−
!
. . + . . − . . . − . − .
=27+(0.5)(7)+ + + − +
. . − . − . .
−
=32.345
7. Using Gauss back ward difference formula, find y(8) from the following table
0 5 10 15 20 25
7 11 14 18 24 32

Solution: Solution: The difference table is

x y ∆ ∆ ∆ ∆ ∆
0 x-2 7 y-2
4
5 x-1 11 y-1 -1
3 2
10 x0 14 y0 1 -1
4 1 0
15 x1 18 y1 2 -1
6 0
20 x2 24y2 2
8
25 x3 32 y3
−
Given x=8 and let x0 =10 and h=5 then = ℎ
=− .
By Gauss backward interpolation formula we have

+ + −
= + ∆ − + ∆ − + ∆ −
! !
+ − −
+ ∆ − + −
!
− . − . + − . − . + − . −
14+(0.4)(3)+ + +
− . − . + − . − − . −
− =12.704
Lagrange’s Interpolation Formula: Let be continuous and differentiable (n+1)

times in the interval (a,b). Given the (n+1) points as x0, 0 , 1, 1 , (x2, y2)….. (xn,yn) where
values of x not necessarily be equally spaced then the interpolating polynomial of degree ‘n’
say is given by
f  x 
 x  x1  x  x2  .......  x  xn  f x   x  x0  x  x2  .....  x  xn 
 
 x0  x1  x0  x2  .........  x0  xn  0  x1  x0  x1  x2  ....  x1  xn 
− − − …….. − 𝑛 − − …….. − 𝑛−
+ − − ……… − 𝑛
+ …….+
𝑛− 𝑛− ……… 𝑛 − 𝑛−
Note : This formula is used when values of are unequally spaced and equally spaced

PROBLEMS:-
1. Using Lagrange formula, calculate f  3 from the following table
x 0 1 2 4 5 6
f  x 1 14 15 5 6 19
Solution: Given = , = , = , = , = , =
f  x0   1, f  x1   14, f  x2   15, f  x3   5, f  x4   6, f  x5   19
From Lagrange’s interpolation formula
f  x 
 x  x1  x  x2  x  x3  x  x4  x  x5  f x
 
 x0  x1  x0  x2  x0  x3  x0  x4  x0  x5  0
 x  x0  x  x2  x  x3  x  x4  x  x5  f x
  
 x1  x0  x1  x2  x1  x3  x1  x4  x1  x5  1
 x  x0  x  x1  x  x3  x  x4  x  x5  f x
  
 x2  x0  x2  x1  x2  x3  x2  x4  x2  x5  2


 x  x0  x  x1   x  x2  x  x3  x  x4  f x
 
 x5  x0  x5  x1  x5  x2  x5  x3  x5  x4  5
Here x  3 then
f  3 
 3  1 3  2  3  4  3  5  3  6  1 
 0  1 0  2  0  4  0  5  0  6 
 3  0  3  2  3  4  3  5  3  6  14 
1  0 1  2 1  4 1  5 1  6 
 3  0  3  1 3  4  3  5  3  6  15 
 2  0  2  1 2  4  2  5  2  6 
 3  0  3  1 3  2  3  5  3  6   5 
 4  0  4  1 4  2  4  5  4  6 
 3  0  3  1 3  2  3  4  3  6   6 
 5  0  5  1 5  2  5  4  5  6 
 3  0  3  1 3  2  3  4  3  5  19
 6  0  6  1 6  2  6  4  6  5 
12 18 36 36 18 12
  14  15   5   6  19
240 60 48 48 60 40

 0.05  4.2  11.25  3.75 1.8  0.95

 10
f  x3   10
2. Find f  3.5  using Lagrange method of 2nd and 3rd order degree polynomials.
1 2 3 4
1 2 9 28
Sol: By Lagrange’s interpolation formula For n  4 ,we have
f  x 
 x  x1  x  x2  x  x3  f x 
 
 x0  x1  x0  x2  x0  x3  0
 x  x0  x  x2  x  x3  f x 
 
 x1  x0  x1  x2  x1  x3  1
 x  x0  x  x1  x  x3  f x 
 
 x2  x0  x2  x1  x2  x3  2
 x  x0  x  x1  x  x2  f x 
 
 x3  x0  x3  x1  x3  x2  3
 f  3.5 
 3.5  2  3.5  3 3.5  4  1   3.5  1 3.5  3 3.5  4  2 
  
1  2 1  31  4   2  1 2  3 2  4 
. − . − . − . − . − . −
+
− − − − − −
=0.0625+(-0.625)+8.4375+8.75
=16.625
− − − − − −
𝑁 = +
−
− − − − − −
++ +
−
− + − − + −
= + − + − +
− −
− + −
+
− + − − + −
= + − + − +
− −
− + −
+
  x3  9 x 2  26 x  24  6 x3  48 x 2  114 x  72  27 x3  189 x 2  378x  216  308x  28x3  168x 2  168

6
6 x3  18x 2  18x
  f  x   x 3  3x 2  3x
6

 f  3.5   3.5  3  3.5   3  3.5   16.625

3 2
3. Find f (4) use Lagrange’s interpolation formulae.
x 0 2 3 6
Y=f(x) -4 2 14 158
Soluiotn : f  x  
 x  x2  x  x3  x  x4  y   x  x1  x  x3  x  x4 
 x1  x2  x1  x3  x1  x4  1  x2  x1  x2  x3  x2  x4 
Y2 
 x  x1  x  x2  x  x4  y   x  x1  x  x2  x  x3  Y
 x3  x1  x3  x2  x3  x4  3  x4  x1  x4  x2  x4  x3  4
Where x  4, x1  0, x2  2, x3  3, x4  6
 4  2  4  3 4  6   4 
  
 2  3 6 
 4 1 2   2  4  2   2  14
 
2  1 4  3  1 3  3 
4  2 1
  158
6  4  3
4 224 158 4  18  224  158
  2    
9 9 9 9
 40
4.The following are the measurements T made on curverecorded by the oscilograph

representing a change of current I due to a change in condn s of anelectric current
T 1.2 2 2.5 3
I 1.36 0.58 0.34 0.2
Solution :
Since data is unequispaced,we use Lagrange’s interpolation
( x  x1 )( x  x2 )(x  x3 ) ( x  x0 )( x  x2 )(x  x3 )
y y0  y1
( x0  x1 )( x0  x2 )(x 0  x 3 ) ( x1  x0 )( x1  x2 )(x1  x3 )
( x  x0 )( x  x1 )(x  x3 ) ( x  x0 )( x  x1 )(x  x2 )
 y2  y3
( x2  x0 )( x2  x1 )(x 2  x3 ) ( x3  x0 )( x3  x1 )(x 3  x2 )
(1.6  1.2)(1.6  2)(1.6  3) (1.6  1.2)(1.6  2.5)(1.6  3)

y  (1.36)  (0.58)
(1.6  1.2)(1.6  2)(1.6  3) (2  1.2)(2  2.5)(1.6  3)
(1.6  1.2)(1.6  2)(1.6  3) (1.6  1.2)(1.6  2)(1.6  2.5)
 (0.34)  (0.2)
(1.6  1.2)(1.6  2)(1.6  3) (1.6  1.2)(1.6  2)(1.6  2.5)
=0.8947 ∴ = .
5.Find the parabola passing through points(0,1),(1,3) and(3,55) using Lagrange’s

Interpolation Formula.
x 0 1 3
y 1 3 55

Solution :Given Lagrange’s interpolation formula is

( x  x1 )( x  x2 ) ( x  x0 )( x  x2 )
y y0  y1
( x0  x1 )( x0  x2 ) ( x1  x0 )( x1  x2 )
( x  x0 )( x  x1 )
 y2
( x2  x0 )( x2  x1 )
( x  1)( x  3) ( x  0)( x  3)
y  (3)
(0  1)(0  3) (1  0)(1  3)
( x  0)( x  1)
 (55)
(3  0)(3  1)
= [ − + ]
=8 − +
6.A Curve passes through the points (0,18),(1,10),(3,-18) and (6,90). Find the slope of the
curve at x=2.
x 0 1 3 6
y 18 10 -18 90
Solution : Given data is
Since data is unequispaced,we use Lagrange’s interpolation

( x  x1 )( x  x2 )(x  x3 ) ( x  x0 )( x  x2 )(x  x3 )
y y0  y1
( x0  x1 )( x0  x2 )(x 0  x 3 ) ( x1  x0 )( x1  x2 )(x1  x3 )
( x  x0 )( x  x1 )(x  x3 ) ( x  x0 )( x  x1 )(x  x2 )
 y2  y3
( x2  x0 )( x2  x1 )(x 2  x3 ) ( x3  x0 )( x3  x1 )(x 3  x2 )
( x  1)( x  3)( x  6) ( x  0)( x  3)( x  6)

y 18  10
(0  1)(0  3)(0  6) (1  0)(1  3)(1  6)
( x)( x  1)( x  6) ( x)( x  1)( x  3)
 (18)  90
(3  0)(3  1)(3  6) (6)(6  1)(6  3)
( x  1)( x  3)( x  6) ( x  0)( x  3)( x  6)
y 18  10
(0  1)(0  3)(0  6) (1  0)(1  3)(1  6)
( x)( x  1)( x  6) ( x)( x  1)( x  3)
 (18)  90
(3  0)(3  1)(3  6) (6)(6  1)(6  3)
=2x3-10x2+18
∴ = −
∴ = 𝑖 − =−

MATHEMATICS - II NUMERICAL TECHNIQUES
UNIT - II
NUMERICAL TECHNIQUES
CURVE FITTING
Method of Least Squares:
Suppose that a data is given in two variables & the problem of finding an analytical
expression of the form y  f  x  which fits the given data is called curve fitting.
Let  x1 , y1  ,  x2 , y2  ........  xn , yn  be the observed set of values in an experiment and
y  f  x  be the given relation x & y, Let E1 , E2 ,......Ex are the error of approximations then
we have
E1  y1  f  x1 
E2  y2  f  x2 
E3  y3  f  x3 
En  yn  f  xn  Where f  x1  , f  x2  ........... f  xn  are called the expected values of
corresponding to x  x1 , x  x2 ........x  xn
y1 , y2 ...... yn are called the observed values of corresponding to
x  x1 , x  x2 ........x  xn the differences E1 , E2 .....En between expected values of and
observed values of are called the errors, of all curves approximating a given set of points,
the curve for which E  E12  E22  ....En 2 is a minimum is called the best fitting curve (or) the
least square curve, This is called the method of least squares (or) principles of least squares
I. FITTING OF A STRAIGHT LINE:-
Let the straight line be y  a  bx  1
Let the straight line (1) passes through the data points
 x1, y1  ,  x2 , y2  ...... xn , yn  i.e.,  xi , yi  , i  1, 2....n
So we have = + →
The error between the observed values and expected values of = is defined as
𝐸 = − + ,𝑖 = , …….. →
The sum of squares of these errors is
𝐸=∑= 𝐸 =∑= [ − + ] Now for E to be minimum E  0; E  0

a b

These equations will give normal equations
∑ = + ∑
= =
∑ = ∑ + ∑
= = =
The normal equations can also be written as
 y  na  b x
 xy  a x  b x 2
Solving these equation for a, b substituting in (1) we get required line of best fit to the given
data.
II. NON LINEAR CURVE FITTING
1. PARABOLA:-
Let the equation of the parabola is = + + ───
The parabola (1) passes through the data points
, , , ……….. , , 𝑖. . , , ;𝑖 = , ……..
We have = + + ⟶
The error 𝐸 between the observed an expected value of y  yi is defined as
𝐸 = − + + ,𝑖 = , , …….. →
The sum of the squares of these errors is
𝐸 = ∑𝐸 = ∑ − − − →
= =
for E to be minimum, we have

E E E
 0,  0, 0
a b c
The normal equations can also be written as
Σ = + Σx + Σx
Σx = Σx + Σx + Σx
Solving these equations for a, b, c and satisfying (1) we get required parabola of best fit
2. POWER CURVE:-
The power curve is given by y  axb  1
Taking logarithms on both sides = +

(or) Y = A+ bX → ℎ = , = =

Equation (2) is a linear equation in X & Y

 The normal equations are given by
ΣY = + ΣX
ΣXY = ΣX + Σx
From these equations, the values A and b can be calculated then a = antilog (A) substitute a &
b in (1) to get the required curve of best fit.
3. EXPONENTIAL CURVE:- 1 y  aebx  2  y  ab x
1. y  aebx  1
Taking logarithms on both sides = +

= + → Where = , = , = & =
Equation (2) is a linear equation in X and Y
So the normal equation are given by
ΣY = + ΣX
ΣXY = ΣX + ΣX
Solving the equation for A & B, we can find
B
a  anti log A & b 
log10 e
Substituting the values of a and b so obtained in (1) we get

The curve of best fit to the given data.
2. y  ab x  1
Taking log on both sides = +

= + →
Where = , = , = & =
The normal equation (2) are given by
ΣY = + ΣX
ΣXY = ΣX + ΣX
Solving these equations for A and B we can find a  anti log A, b  anti log B
Substituting a and b in (1)

Problems:
1. By the method of least squares, find the straight line that best fits the following data
1 2 3 4 5
14 27 40 55 68
Solution: The values of Σx, Σy, Σx Σxy are calculated as follows
1 14 1 14
2 27 4 54
3 40 9 120
4 55 16 220
5 68 25 340
Σ = ;Σ = ; Σxi = Σ Σ =
The normal equations are
Σ = + Σx ⟶ Σx = Σx + Σx ⟶
Solving we get a  0, b  13.6
Substituting these values a & b we get
y  0  13.6 x  y  13.6x
2. Fit a straight line y=a+bx from data
x 0 1 2 3 4
y 1 1.8 3.3 4.5 6.3
Solution: Let the required straight line be y=a+bx…(1)
x y x2 xy
0 1 0 0
1 1.8 1 1.8
2 3.3 4 6.6
3 4.5 9 13.5
4 6.3 16 25.2
∑ =16.9 ∑ =30
∑ = ∑ = .

Normal equations are
 y  na  b x
 xy  a x  b x 2
Substitute in above we get

5a+10b=16.9
10a+30b=47.1
Solving we get a=0.72; b=1.33.
∴ 𝑇ℎ 𝑖 ℎ 𝑖 𝑖 = . + .
x 0 5 10 15 20
y 7 -11 16 20 26
x y x2 xy
0 7 0 0
5 -11 25 -55
10 16 100 160
15 20 225 300
20 26 400 520
∑ = ∑ =58 ∑ =750 ∑ =925

 y  na  b x
 xy  a x  b x 2

5a+50b=58
50a+750b=925
Solving we get a=-2; b=1.36.
∴ 𝑇ℎ 𝑖 ℎ 𝑖 𝑖 =− + .
x 0 5 10 15 20 25
y 12 15 17 22 24 30


x y x2 xy
0 12 0 0
5 15 25 75
10 17 100 170
15 22 225 330
20 24 400 480
25 30 625 750
∑ = ∑ =120 ∑ =1375 ∑ =1805

 y  na  b x
 xy  a x  b x 2

6a+75b=58
75a+1375b=1805
Solving we get a=11.2862; b=0.6971.
∴ 𝑇ℎ 𝑖 ℎ 𝑖 𝑖 = . + .
5. Fit a straight line and a parabola to the following data and find out which one is most
appropriate. Give your reason for the conclusion
x 1 2 3 4 5
y 4 3 6 7 11

x y x2 x3 x4 xy x2y
1 4 1 1 1 4 4
2 3 4 8 16 6 12
3 6 9 27 81 18 54
4 7 16 64 256 28 112
5 11 25 125 625 55 275
15 ∑ =31 ∑ =55 ∑ =225 ∑ =979 ∑ =111 ∑ y=457

Normal equations for fitting a straight line are
 y  na  b x
 xy  a x  b x 2

5a+15b=31
15a+55b=111
Solving we get a=0.8 ; b=1.8.
∴ ℎ 𝑖 ℎ 𝑖 𝑖 = . + .
Let the required parabola be y=a+bx+cx2…(2)
Normal equations for fitting a parabola are
Σ = + Σx + Σx
Substituting values, we get
5a+15b+55c =31
15a+55b+225c = 111
55a+225b+979c =457
Solving we get a=4.7998;b=-1.6284;c=0.5714
∴The parabola fit is 4.7998x2-1.6284x+0.5714
Conclusion: Clearly parabola fit is best fit because error is near to ZERO than linear fit.
y Error of linear fit Error parabola fit

E=y-f(x) E=y-g(x)
4 1.4 0.2572
3 -1.4 -0.8286
6 -0.2 0.9428
7 -1 -0.4286
11 1.2 0.0572
6. Fit a second degree parabola to the following data
x 0 1 2 3 4
y 1 5 10 22 38
Solution: Equation of parabola y  a  bx  cx2  1

Normal equations Σ = + Σx + Σx
Σx = Σx + Σx + Σx ⟶
x y xy x2 x2 y x3 x4
0 1 0 0 0 0 0
1 5 5 1 5 1 1
2 10 20 4 40 8 16
3 22 66 9 198 27 81
4 38 152 16 608 64 256
Σx = , Σy = , Σxy = , Σx = , Σx y = , Σx = , Σx =
Normal equations
76  5a  10b  30c
243  10a  30b  100c
851  30a  100b  354c
Solving a  1.42, b  0.26, c  2.221
Substitute in (1)  y  1.42  0.26 x  2.221x2

7. Fit a second degree parabola to the following data:
x: 0 1 2 3 4
f ( x) : 1 1.8 1.3 2.5 6.3
Solution:
Let the equation of the parabola be Y= a + b x + c -----(1)
The normal equations are given by Σ = + Σx + Σx
Σx = Σx + Σx + Σx -----(2)
x y xy
0 1.0 0 0 0 0 0
1 1.8 1 1 1 1.8 1.8
2 1.3 4 8 16 2.6 5.2
3 2.5 9 27 81 7.5 22.5
4 6.3 16 64 256 25.2 100.8
10 12.9 30 100 354 37.1 130.3

Since there are 5 pairs of values so n=5 substituting the above values in (2) we get

12.9 = 5a +10b +30c

37.1 = 10a+30b+100c
130.3 = 30a+100b+354c
Solving the above equations we get a = 14.2, b = -1.07, c = 0.55
Substituting the above values in (1) y = 14.2-1.07x + 0.55
Which is the required equation of the parabola.
8. Fit a parabola = + + to the data given below
x: 1 2 3 4 5
y: 10 12 8 10 14
Solution: Let the equation of the parabola be Y= a + b x + c -----(1)

The normal equations are given by Σ = + Σx + Σx
Σx = Σx + Σx + Σx -----(2)
x y xy
1 10 1 1 1 10 10
2 12 4 8 16 24 48
3 8 9 27 81 24 72
4 10 16 64 256 40 160
5 14 25 125 625 70 350
15 54 55 225 979 168 640
54 = 5a +15b +55c
168 = 15a+55b+225c
640 = 55a+225b+979c
Solving the above equations we get a =14, b =-3.6857 , c = 0.7142
substituting the above values in (1) y = 14-3.6857x + 0.7142
which is the required equation of the parabola.
9. Fit a parabola of the form = + +
x: 1 2 3 4 5 6 7
y: 2.3 5.2 9.7 16.5 29.4 35.5 54.4
Solution: Let the equation of the parabola be = + + -----(1)

The normal equations are given by

Σ = + Σx + Σx
Σx = Σx + Σx + Σx -----(2)
Table for calculations:
x y xy
1 2.3 1 1 1 2.3 2.3
2 5.2 4 8 16 10.4 20.8
3 9.7 9 27 81 29.1 87.3
4 16.5 16 64 256 66 264
5 29.4 25 125 625 147 735
6 35.5 36 216 1296 213 1278
7 54.4 49 343 2401 380.8 2665.6
28 153 140 784 4676 848.6 5053

153 = 7a +28b +140c
848.6 = 28a+140b+784c
5053 = 140a+784b+4676c
Solving the above equations we get a =2.3705, b =-1.0924, c = 1.1928
substituting the above values in (1) y = 1.1928 -1.0924 x+2.3705
which is the required equation of the parabola.
10. Fit a curve y  axb to the following data
x 1 2 3 4 5 6
y 2.98 4.26 5.21 6.10 6.80 7.50
Sol:- Let the equation of the curve be y  axb  1
Taking log on both sides log = log + log

(or) = + ⟶ Where = log , = log , = log
The Normal Equations are ΣY = + ΣX
ΣXY = ΣX + ΣX ⟶

x X  log x y =
1 0 2.98 0.4742 0 0
2 0.3010 4.26 0.6294 0.1894 0.0906
3 0.4771 5.21 0.7168 0.3420 0.2276
4 0.6021 6.10 0.7853 0.4728 0.3625
5 0.6990 6.80 0.8325 0.5819 0.4886
ΣX = . , ΣY = . , ΣXY = . , ΣX = .
4.3313=6A+208574b and 2.2671=2.8574A+1.7749b
Solving A=0.4739, b=0.5143
A=anti log (A) =2.978
.
∴ = .
11 . Fit a curve y = abx
x 2 3 4 5 6
y 144 172.8 207.4 248.8 298.5
Solution: Let the curve to be fitted is y = abx

Taking log on both sides log = log + log ⟶
= + ⟶
= log , = log , = log
ΣY = + Σx
ΣxY = Σx + Σx ⟶
x y x2 Y = log y xy
2 144.0 4 2.1584 4.3168
3 172.8 9 2.2375 6.7125
4 207.4 16 2.3168 9.2672
5 248.8 25 2.3959 11.9795
6 298.5 36 2.4749 14.8494
Substituting these values the normal equations are

11.5835 = 5A + 20B
47.1254 = 20A+90B
Soving A and B, taking antilogarithms
a=100, b=1.2
Substituting in (1), the equation of the curve is y =100(1.2)x

NUMERICAL INTEGRATION
INTRODUCTION:
The process of evaluating a definite integral from a set of tabulated values of the integrand f(x),
which is not known explicitly is called Numerical Integration.
Newton –Cote’s Quadrature Formula:
We want to find Definite integral form ∫ , where f(x )is unknown explicitly,then
We replace f(x) with interpolating polynomial.
Here we replace with Newton Forward Interpolation formula
Divide the interval (a,b) into n sub intervals of width h so that
a= < = x + h………… < =x +h= Then
p( p  1) 2 p( p  1)( p  2)......( p  (n  1)) n
yn ( x)  y0  py0   y0  ...........   y0
2! n!
−
Where p= hdp=dx a t x= ⇒ p=0 and x= ⇒ p=n
ℎ
∴∫ =∫ yn ( x) dx=ℎ ∫ p( p  1) 2
y0  py0   y0  .......... )dp
2!
=ℎ∫ y0  py0 
p( p  1) 2
 y0  .......... )dp
2!
= ℎ [ y0  n y0  n
(2 n  3) 2 y0 
n
(n  2) 2 3 y0  .... ]
2 12 24
This is Newton Cotes Quadrature Formula.
Derive Trapezoidal Rule for numerical integration of ∫ dx:

I.TRAPEZOIDAL RULE:-
Sub n=1 in Newton Cotes Quadrature Formula and taking the curve y = f(x) passing through
, , as a straight line so that differences of order higher than first become
zero( i.e., ∆ , ∆ ) (n=number of intervals)
∫ = ℎ[ y y0 ]=h/2[y0+y1]……………….(i)
1
0 
2
Similarly we get
∫ =h/2[y1+y2]………………….. ii
---------------------------
---------------------------

Adding above we get

𝑛 ℎ
∫ = [ + + + + −−−− + − ]
𝑛
ℎ
∫ = [ ℎ 𝐼 & 𝑖 𝑖 + ℎ 𝑖 𝑖 . ]
Geometrical interpretation of Trapezoidal Rule:
Here trapezoidal rule denotes sum of areas of above trapeziums.
Derive Simpson’s 1/3 Rule for numerical integration of ∫ dx

II. Simpson’s 1/3 Rule (n=2)
sub n=2 in Newton Cotes Quadrature Formula and taking the curve y = f(x) passing through
, , , , as a parabola so that differences of order higher than second
become zero( i.e., ∆ , ∆ )
∫ = 2h[y0   y0  1  2 y0 ]
6
We know E = 1+∆ ∆
ℎ
then ∫ = [ + + ]
Similarly ∫ = 2h[y2  4 y3  y4 ]
----------
𝑛 ℎ
and so on ∫ = [ − + − + ]
𝑛−
Adding
𝑛 ℎ
∫ = [ + + + + ..+ − + + + ..+ − ]
𝑛
ℎ
∫ = [ ℎ 𝑖 𝑖 𝑖 + ℎ 𝑖
+ ℎ 𝑖 𝑖 𝑖 ]
This is known as Simpson’s ⁄ Rule (or) Simply Simpson’s Rule. .

III. Simpson’s 3 / 8 Rule

𝑛 ℎ
∫ = [ + + + + + +. . + − + + + ..+ − ]
Note: -
1. Trapezoidal Rule is applicable for any number of subintervals
2. Simpson’s ⁄ rule is applicable when the number of subintervals must be even
3. Simpson’s ⁄ rule is applicable when the number of subintervals must be multiple of 3
Compare Trapezoidal Rule and Simpson’s 1/3 rule

In trapezoidal rule we take n=1(no of subintervals).between every two points we are taking a st
line(LINEAR) where as in simpsons rule n=2 means We are taking a PARABOLASo error is
less compare to trapezoidalrule.
PROBLEMS
𝝅 𝒔𝒊
1. Evaluate ∫ dx by using trapezoidal and simpson’s 1/3 rules taking n=6
− 𝝅
SOL: h= =
𝒔𝒊 𝒔𝒊
Here =1 since 𝐢 → =1
x 0 𝜋 𝜋 𝜋 𝜋 𝜋 𝜋
sinx 0 0.5 0.866 1 0.866 0.5 0

Sinx/x 1 0.9549 0.8270 0.6366 0.4135 0.1910 0
i) Trapezoidal rule :
ℎ
∫ +
dx = [ (sum of first and last ordinates) + 2( sum of the remaining ordinates) ]
𝜋
= [ (1+0) +2(0.827+0.4135+0.9549+0.6366+0.1910) ] = 1.8446
ii) Simpson’s 1/3 rule:

ℎ
∫ dx= [ ℎ 𝐼 & 𝑖 𝑖 + ℎ 𝑖 +
+
ℎ 𝑖 𝑖 𝑖 ]
𝜋
= [(1+0)+2(0.827+0.4135)+4(0.9549+0.6366+0.1910)] = 1.852
x 0 1/6 2/6 3/6 4/6 5/6 6/6
y= 1 0.8571 0.75 0.6666 0.6 0.5454 0.5

+

2. Evaluate ∫ dx by using trapezoidal , simpson’s 1/3, Simpson’s 3/8 rules.

+
SOL: We want to use above 3 rules so take n=6

− −
h= = =
ℎ
∫ +
dx = [ (sum of first and last ordinates) + 2( sum of the remaining ordinates) ]
= [ (1+0.5) +2( 0.8571+0.5454+0.75+0.6+0.6666) ] = 0.69485

ℎ
∫ dx= [ ℎ 𝑖 𝑖 𝑖 + ℎ 𝑖 +
+
= [(1+0.5)+2(0.75+0.6)+4(0.8571+0.6666+0.5454)] = 0.6931
iii) Simpson’s 1/3 rule:

ℎ
∫ dx = [ + + + + + +. . + − + + + ..+ − ]
+
= [(1+0.5)+2(0.6666)+3(0.8571+0.75+0.6+0.5454)] = 0.6932
.
3. Evaluate ∫ 𝒍 dx by using trapezoidal , simpson’s 1/3,Simpsons 3/8 rules from
x 4 4.2 4.4 4.6 4.8 5 5.2
logx 1.3863 1.4351 1.4816 1.5261 1.5686 1.6094 1.6487
SOL: Here h=4.2-4=0.2

. ℎ
∫ dx = [ (sum of first and last ordinates) + 2( sum of the remaining ordinates) ]
.
= [(1.3863+1.6487)+2(1.4351+1.4816+1.5261+1.5686+1.6094)] = 1.8277

ℎ
∫ +
dx= [ ℎ 𝑖 𝑖 𝑖 + ℎ 𝑖 +
.
= [(1.3863+1.6487)+2(1.4816+1.5686)+4(1.4351+1.5261+1.6094)] =1.8279
iii) Simpson’s 3/8 rule:

ℎ
∫ dx= [ + + + + + +. . + − + + +. . + − ]
+
.
= [(1.3863+1.6487)+2(1.5261)+3(1.4351+1.4816+1.5686+1.6094)] = 1.8278

4. The velocity v (m/sec) of a particle at distance S(m) from a point on its path given by
following table
S 0 10 20 30 40 50 60
v 47 58 64 65 61 52 38
Estimate the time taken to travel 60 meters by Simpsons 1/3 and 3/8 rules.
𝑑𝑣
SOL: Let = be the velocity of particle at any time ‘t’
𝑑
𝑑
Then = Integrating on both sides with limits 0 to 60
𝑣
Then =∫ ds
𝑣
S 0 10 20 30 40 50 60
v 47 58 64 65 61 52 38
1/v 0.0212 0.0172 0.0156 0.0153 0.0163 0.0192 0.0263
I) Simpson’s rule:
ℎ 𝑖 𝑖 𝑖
ℎ
∫ ds= [ + ℎ 𝑖 ]
𝑣
+ ℎ 𝑖 𝑖 𝑖
= [(0.0212+0.0263)+2(0.0156+0.0163)+4(0.0172+0.0153+0.0192)]= 1.0603 sec
ii) Simpson’s 𝟖 rule:

ℎ
=∫ 𝑣
ds= [ + + + + + +. + − ++ + + .+ − ]
= [(0.0212+0.0263)+2(0.0153)+3(0.0172+0.0163+0.0192)]= 0.8857 sec

𝝅/ 𝒔𝒊
5.Evaluate ∫ dx correct to four decimals places by Simpsons 3/8rule
𝜋
SOL: Here h=
X 0 𝝅 𝝅 𝝅 𝝅 𝝅 𝝅
Y 1 1.2954 1.6487 2.0281 2.3774 2.6272 2.718
Simpson’s rule:
𝟖
ℎ
=∫ ds= [ + + + + + +. + − ++ + + .+ − ]
𝑣
𝜋
= [(1+2.718)+2(2.0281)+3(1.2954+1.6487+2.3774+2.6272)=3.1015

1
1
6. Evaluate  1 x
0
2
dx using Simpson’s 3/8 rule
Sol: Divide the interval into 6 sub intervals & tabulate the values of 𝒊 = +
as follows
0 1/6 2/6 3/6 4/6 5/6 6/6

1 0.9729 0.90 0.80 0.69231 0.59016 0.5
Here h  1/ 6
Using Simpson’s rule
ℎ
𝐼=∫ = [ + + + + + + ]
+
= [ . + . + . + . + . + . + . ]= .
.
= . ≅ .
1
1
7. Find the value of  1 x
0
2
dx , taking 5 sub internals & by using Trapezoidal rule.
1
f  x  , n  5, a  0, b  1
1  x2
Sol:
b  a 1 0
h    0.2
n 5
Construct a table of values of & = as follows
0.0 0.2 0.4 0.6 0.8 1.0

1.00 0.961538 0.832069 0.735294 0.609755 0.50
Using Trapezoidal rule we get
1
1 0.2
I  dx  1.0  0.50   2  0.961538  0.832069  0.735294  0.609759  
0
1 x 2
2 
 0.783734
8. Find the area bounded by the curve f  x   y and x-axis from x  7.47 to x  7.52
7.47 7.48 7.49 7.50 7.51 7.52

1.93 1.95 1.98 2.01 2.03 2.06
Sol:- Here h = 0.01

Area formed by the curve y  f  x  and x – axis from x  7.47 to x  7.52 is

7.52
Area   f  x  dx
7.47
Applying Trapezoidal rule we get

7.52
h
Area   f  x  dx  2  y
7.47
0  y5   2  y1  y2  y3  y4  
0.01
 1.93  2.06   2 1.95  1.98  2.01  2.03 
2 
 0.0996
1
3. Evaluate 9.Evaluate 9.Find  x 3dx with 5 sub intervals by Trapezoidal rule
0
Sol: - Here a  0, b  1, n  5 & y  f  x   x3

b  a 1 0
h    0.2
n 5
The values of x & y are tabulated below
x 0.2 0.4 0.6 0.8 1
y 0.008 0.064 0.216 0.512 1
By Trapezoidal rule
ℎ
∫ = [ + + + + ]
.
= [ . + + . + . + . ]
 0.2592 ≅ .

10. Evaluate
 t sin tdt
0
using Trapezoidal rule

Sol:- Divide the interval  0,   in to 6 parts each of width h 
6
The values of f  t   t sin t are given below
t 0  /6 2 / 6 3 / 6 4 / 6 5 / 6 
f t   y 0 0.2618 0.9069 1.5708 1.8138 1.309 0
y0 y1 y2 y3 y4 y5 y6
By Trapezoidal rule

h
 t sin tdt  2  y
0
0  y6   2  y1  y2  y3  y4  y5  

  0  0   2  0.2618  0.9069  1.5708  1.8138  1.309  
12 

 11.7246 
12
 3.0695 ≅ .

2
dx by Simpson’s 1/3 rule. Hence obtain approx. value of 𝒍
11. Find the value of

1
x
Sol:- Divide the interval (1,2) in to 8(even) parts each of width h  0.125
x 1 1.125 1.25 1.375 1.5 1.625 1.75 1.875 2
1 1 0.8888 0.8 0.7272 0.6666 0.6153 0.5714 0.5333 0.5
y
x y0 y1 y2 y3 y4 y5 y6 y7 y8
By Simpson’s 1/3 rule
𝑑 ℎ
∫ = [ + + + + + + + + ]
0.125
 1  0.5  4  0.8888  0.7272  0.6153  0.5333   2  0.8  0.6666  0.5714  
3 
0.125  0.6931
 1.5  11.0584  4.076 
0.125
16.6344
3 3
By actual integration,
2
dx
   log x 1  log 2  log1  log 2
2
1
x
Hence log 2  0.6931 , correct to four decimal places

12. A rocket is launched from the ground. Its acceleration is registered during the first 80
seconds and is given in the table below. Using Simpson’s 1/3 rule, find the velocity of the
rocket at t = 80 seconds
t (sec) 0 10 20 30 40 50 60 70 80
f  cm / sec2  30 31.63 33.34 35.47 37.75 40.33 43.25 46.69 50.67
v
Sol:- We know that the rate of velocity is acceleration I.e., f 
t
 Velocity of the rocket at t  80sec is given
=∫
= [ + . + . + . + . + . . + . + . ]
= [ . + . + . ]= . =3086.1
13. A river is soft wide. The depth ‘d’ in feet at a distance x ft from one bank is given by
the table
x 0 10 20 30 40 50 60 70 80
y 0 4 7 9 12 15 14 8 3
Find approximately the area of cross-section
Sol:- Here h  10, y0  0, y1  4, y2  7, y3  9, y4  12, y5  15, y6  14, y7  8& y8  3

80
Area of cross section =
 ydx
0
Area = h
 y0  y8   4  y1  y3  y5  y7   2  y2  y4  y6  
3 
10
  0  3  4  4  9  15  8   2  7  12  14  
3 
10
 3  144  66
3
 710sq. ft

14. Evaluate  sin x dx by dividing the interval  0,   in to 8 sub intervals & using
0
Simpson’s 1/3 rule

Sol: - Given a  0, b   , n  8 & f  x   sin x
ba  0
h    /8
n 8
Tabulate the values of sin x as follows
0  /8  /4 3 / 8 𝜋⁄ 5 / 8 6 / 8 7 / 8 
sin 0 0.38 0.71 0.92 1 0.92 0.710 0.38 0
Simpson’s 1/3 rule for n = 8 is
b
h
I   f  x  dx   y0  y8   4  y1  y3  y5  y7   2  y2  y4  y6  
a
3

  0  0   4  0.38  0.92  0.92  0.38   2  0.71  1.0  0.71 
8.3 
 1.99
 x2
15. Find the area bounded by the curve y  e 2
, x axis between x  0 & x  3 by using
Simpson’s 3/8 rule
Sol:- Divide the interval  0,3 in to 6 sub intervals 30
h   0.5
6
The values of yi  e x
2
/2
are tabulated as follows
0.0 0.5 1.0 1.5 2.0 2.5 3.0

1.0 1.33 1.649 3.080 7.389 22.760 90.017
By Simpson’s 3/8 rule we get
− ⁄
ℎ
𝐼=∫ = [ + + + + + + ]
.
= [ . + . + . + . + . + . + . ]
 36.744 Square units

Numerical solutions of ordinary differential equations

The important methods of solving ordinary differential equations of first order
numerically are as follows
1) Picard’s method
2) Taylor’s series method
3) Euler’s method
4) Modified Euler’s method of successive approximations
5) Taylor’s series method
6) Runge- Kutta method
To describe various numerical methods for the solution of ordinary differential equations, we
consider the general 1st order differential equation.
𝑑
=f(x,y)-------(1) with the initial condition y(x0)=y0
𝑑
The methods will yield the solution in one of the two forms:
i) A series for y in terms of powers of x, from which the values of y can be obtained by direct
substitution.
ii) A set of tabulated values of y corresponding to different values of x
The methods of Taylor and Picard belong to class (i)
The methods of Euler, Runge - Kutta method, Adams, Milne etc, belong to class (ii)
Picard’s method of successive approximations

𝑑
Consider the following differential equation =f(x,y)-------(1) initial condition is that
𝑑
y=y0 at x=x0---- (2)
the equation is dy=f(x,y)dx
Integrating the equation between the limits x0 and x we get

x

x
dy =  f ( x, y )dx
x  x0 x 0
i.e.,  y x  x =  x f ( x, y )dx
x
0 x 0
x
i.e., y(x)-y(x0) = 
x0
f ( x, y )dx

x
or y(x)=y0+  f ( x, y )dx ----(3)
x 0
We find that the R.H.S of (3) contains the unknown y under the integral sign. An equation of
this kind is called an integral equation and it can be solved by a process of successive
approximations.
Picard’s method gives a sequence of functions y1(x) , y(2)(x) , y (3)(x),….
Which form a sequence of approximation to y converges to y(x)
To get the 1st approximation y (1) (x), put y = y0, in the integral of (3)
We get (x) = y0+  x f ( x, y0 )dx ------------ (4)

x0
Since f(x,y0) is a function of x, it is a possible to integral it with respect to x
To get the 2nd approximation y (2) (x) for y, put y  y    x  in the integral of (3) we get
1
y
2
 x   y0  x 0 f ( x, y1 ( x))dx   5
x
Similarly, a 3rd approximation of for y is = +∫ [ , ] ⟶
Proceeding in this way, we get the ℎ

approximation y  n  x  for y as
yn  x   y0   f  x, y    x  dx   7  Or
x n 1 −
= +∫ , , = , ……..
x0
Eqn 7 gives the general iterative formula for y iterations are repeated until the two successive
approximations y(i) and y(i-1) are sufficiently close.
Eqn 7 is known as picards iteration formula.
This method is not convenient for computer based solutions
PROBLEMS:
1. Obtain y(0.1) given yx by picad’s method.

y'  , y (0)  1
yx
−
SOL: Here f(x,y)=. , y0=1 and x0=0.
+
By picard’s method, a sequence of successive approximation to y are given by

x
y ( n ) ( x)  y0  
x0
f ( x, y ( n 1) )dx , n=1,2,3,---
x
y ( n ) ( x)  1   f ( x, y ( n 1) )dx , n=1,2,3,---
0

First approximation: we have
−
= 1+∫ dx
+
= 1+∫ − dx
+
= 1+ + [− + log + ]
= 1+[-x+2log(1+x)]-(0+2log(0))
= 1-x+2log(1+x)
Second approximation, we have
= +∫ ( , )
− + l + −
= 1+∫ − + l + +
dx
−
= 1+∫ [ + l +
+ ]dx
It is clear that the resulting expressions too big as we proceed to higher approximations.
Hence approximate value of y(x) is y(1)(x)=y(0.1)= 1-x+2log(1+x)=1-0.1+2log(1.1) = 1.0906
2. Use picard’s method to approximate y when x=0.2 G.T. y=1 when x=0 and dy
 x y
dx
𝑑
Sol: Consider 𝑑 = , where y = y0 at x = x0.
Here f(x,y) = x-y, x0=0 and y0=1.
By picard’s method, picard’s iteration formula is

x
y( n )  y0  
x0
f ( x, y ( n 1) ) dx
x
y (n)
 1   f ( x, y ( n 1) )dx  1
0
First approximation: put y=1 on R.H.S at (1).
= +∫ , = +∫ − = +[ − ] = − +

Second approximation:
= +∫ ( , ) = +∫ , − +
= +∫ [ − − + ]
x
= 1 x2 x3

0
(2 x  1 
2
)]dx  1  x 2  x 
6
Third approximation:
= +∫ ( , ) = +∫ −( + − − ⁄ )
x
x3 x3 x 4
= 1
 ( x 1  x2  x  )dx = 1  x  x  
2
0
6 3 24
Fourth approximation:
= +∫ ( , ) = +∫ − + − − +
x
= 1 x3 x4

0
( x 1  x2  x 
3

24
)dx
x2 x3 x 2 x 4 x5
 1 x   
2 3 2 12 120
x3 x 4 x5
 1 x  x 
2
 
3 12 120
Fifth approximation:
x x
y(5)  1   f ( x, y (4) )dx  1   [ x  y (4) ]dx
0 0
x
= 1 x3 x4 x5

0
( x 1  x  x2  
3 12 120
 )dx
= 1 x x3 x4 x5

0
(2 x  1  x 2 
3
 
12 120
)dx
= 1  x  x 2  x3 
x4

x5

x6
3 12 60 720
When x=0.2, we have
y0=1, y(1)=0.82, y(2)=0.83867, y(3) = 0.83740, y(4) = 0.83746 and y(5) = 0.83746
y=0.83746 at x=0.2

dy
3. Find an approximate value of y for x=0.1, x=0.2, if  x  y and y=1 at x=0 using
dx
picard’s method. Check your answer with the exact particular solution.
dy
Sol: Consider  f ( x, y ) where y = y0 at x = x0.
dx
Here f(x,y) = x+y, x0=0 and y0=1.
By picard’s method, a sequence of successive approximations

x
are given by. y ( n ) ( x)  y0   f ( x, y ( n 1) ( x))dx
x0
(or)
x
y (n)
 y0   f ( x, y ( n 1) )dx
x0
For n=1,2,3,---- (1)

x
y ( n )  1   f ( x, y ( n 1) )dx
0
For n=1,2,3,--- (2)
when x=0.1
First approximation
= +∫ + = + +
Second approximation
= +∫ + + +
= +∫ + + = 1+x+ + ⁄
Third approximation
= +∫ [ +( +x+ + ⁄ )]
= +∫ ( + + + ⁄ ) = 1+x+ + +

y=0.1
(0.1)3 (0.1) 4
y (3)  1  (0.1)  (0.1) 2  
3 24
(0.001) 0.0001
= 1.1  0.01  
3 24
= 1.1+0.01+0.0003+0.0000041
= 1.1103041 ~ 1.1103
y=0.2
(0.2)3 (0.2)4
y (3)  1  (0.2)  (0.2)2  
3 24
= 1.2+0.04+0.00266+0.0000666 = 1.2427
y=1.1103 at x=0.1 and y=1.2427 at x=0.2
Analytical solution:
dy
The exact solution of  x  y , y(0)=1 can be found as follows.
dx
dy
The equation can be written as yx
dx
dy
This is a linear equation in y [i.e,  p. y  Q ]
dx
I .F  e  e
pdx ( 1) dx
then p=-1, Q.  e x
General solution is y . I.F=  QXI .Fdx  c (X means multiplication)
y.e-x=  x.e x dx  c
y.e-x= - e-x(x+1)+c. or y= -(x+1)+ce+x

when x=0, y=1 i.e, i=-(0+1)+c or c=2
Hence the particular solution of the equation is
y=-(x+1)+2ex=2ex-x-1.
For x=0.1, y = e0.1-0.1-1=2(1.1052)-0.1-1=1.1104
For x=0.2, y= 2e0.2-0.2-1 = 2(1.2214)-0.2-1=1.2428.

4. Find the value of y for x=0.4 by picard’s method, given that
dy
 x 2  y 2 , y(0)=0.
dx
dy
Sol: Consider  f ( x, y ) and y=y0 at x=x0 i.e., y(x0)=y0
dx
Here f ( x, y)  x 2  y 2 and x0=0, y0=0.
By picard’s method, the successive approximation are given by

x
y (n)
( x)  y0   f ( x, y ( n 1) )dx , n=1,2,3,---
x0
x
y (n)
( x)  0   f ( x, y ( n 1) )dx
0
x
y (n)
( x)   f ( x, y ( n 1) )dx , n=1,2,3----- (1)
0
The first approximation:

x x x
x3
y ( x)   f ( x, y )dx   f ( x, 0)dx   x 2 dx 
(1) (0)
0 0 0
3
The second approximation:

x x
x3 2 x3 x 7
y ( x)   f ( x, y )dx   f [ x 2  (
(2) (1)
) ]dx  
0 0
3 3 54
Calculation of y(3) is tedions and hence approximate value is y(2).
(0.4)3
(1)
For x=0.4, y = =0.02133
3
(0.4)3 (0.4)7
y(2)=  =0.0213333+0.0000303.
3 54
=0.0213636 ~ 0.0214(correct to 4 decimal places)
y=0.0214 at x=0.4.

dy
5. Given that  1  xy and y(0)=1, compute y(0.1) and y(0.2) using picard’s method.
dx
dy
Sol: Consider  f ( x, y ) and y(x0)=y0.
dx
Here f(x,y)=1+xy and y0=1, x0=0.
By picard’s method, the successive approximations are given by

x
( x)  y0   f ( x, y ( n 1) )dx , n=1,2,3,---
(n)
y
x0
x
y (n)
( x)  1   f ( x, y ( n 1) )dx , n=1,2,3---
0
The first approximation:

x x x
x2
y (1) ( x)  1   f ( x, y (0) )dx  1   f ( x,1) dx  1   (1  x) dx  1  x 
0 0 0
2
The second approximation:
  x2 
y
2
 x   1  0  x, y    dx  1   1  x  1  x 
x 1 x
f   dx
0
  2 
x2 x3 x4
 1 x   
2 3 8
The third approximation:

x x
x2 x3 x4
y (3)  x   1   f ( x, y (2) )dx  1   [1  x(1  x    )]dx
0 0
2 3 8
2 3 4 5 6
= 1 x  x  x  x  x  x
2 3 8 15 48
It is clear that the resulting expressions too big, as we proceed to higher approximations. Hence
approximative value is y(3).
For x=0.1,
(0.1) 2 (0.1)3 (0.1) 4 (0.1)5 (0.1) 6

y (3)  1  (0.1)     
2 3 8 15 48
=1+0.1+0.005+0.000333+0.0000125+0.000000666+0.00000002
=1.105346  1.10535
y(0.1)=1.10534.

For x=0.2,
(0.2)2 (0.2)3 (0.2) 4 (0.2)5 (0.2)6

y (3)  1  (0.2)     
2 3 8 15 48
= 1.2+0.02+0.0026666+0.0002+0.00002133+0.000001333
= 1.222889 ~ 1.22289
y(0.2)=1.22289.
dy
6. Using picard’s method, obtain the solution of  x  y 2 , y(0)=1 and compute y(0.1)
dx
correct to four decimal places.
dy
Sol: Consider  f ( x, y ) and y(x0)=y0.
dx
Here f(x,y)=x-y2, y0=1 and x0=0.
By picard’s method, a sequence of successive approximation to y are given by

x
y ( n ) ( x)  y0   f ( x, y ( n 1) )dx , n=1,2,3,---
x0
x
y (n)
( x)  1   f ( x, y ( n 1) )dx , n=1,2,3,---
0

x x x
x2
y ( x)  1   f ( x, y )dx  1   f ( x,1)dx  1   ( x  1) dx  1 
(1) 0
x
0 0 0
2
x 
 
2
x
 x2
y (2) ( x)  1   f ( x, y1 )dx  1    x  1   x   dx
0    
2
0  
= 1  ( x  (1  x  x 2  x 2  2 x  x3 )  dx
x 4
 0  4 
x
x4 3x 2 x5 2 x3 x 4
= 1   (3x  1   2 x 2  x3 )dx = 1  x  
0
4 2 20 3 4
It is clear that the resulting expressions too big as we proceed to higher approximations. Hence
approximate value of y(x) is y(2)(x).

For x=0.1
5
= 1  0.1  3 (0.1) 2  2 (0.1)3  1 (0.1) 4  (0.1)
2 3 4 20
= 1-0.1+0.015-0.0006666+0.000025-0.0000005
= 1.015025-0.1006671
= 0.9143579 ~ 0.9143 (correct to four decimal places)
y = 0.9143 at x=0.1.
dy x2
7. Find the value of y for x=0.25, 0.5, 1 by Picard’s method, given that  and
dx y 2  1
x0=0, y0 = 0.
dy
Sol: Consider  f ( x, y ) and y(x0)=y0 or y=y0 at x=x0
dx
2
Here f ( x, y )  2x and x0=0, y0=0
y 1
By picard’s method a sequence of approximations are given by

x
y ( n ) ( x)  y0   f ( x, y ( n 1) )dx , n=1,2,3,---
x0
x
y (n)
( x)  0   f ( x, y ( n 1) )dx , n=1,2,3--- (1)
0

x x x
x2 x3
y (1) ( x)  0   f ( x, y 0 )dx  0   f ( x,1)dx  0   dx  0 
0 0 0
02  1 3

x x x
x2 x2
y (2) ( x)  0   f ( x, y   )dx   (y dx  
1
dx
(1)
)2  1 x 3
0 0 0
( )2  1
3
x3 3
=t] = tan 1 ( x )
3
= tan 1 ( x )0 [by putting
3 3 3
Third approximation, we have

x x
x2
y (3) ( x)   f ( x, y   )dx  
2
dx
x3
0 0
[tan 1 ( )]2  1
3

The integration is difficult, this is the drawback of the method. Hence the approximation value
of y is y(2)(x).
x3 x3 x3 1 x3 1
y (2) ( x)  tan 1 ( )  ( )3  ( )5   
3 3 3 3 3 5
3 9 15 x3 x5
= x  x  x     ( tan 1 (2)  x   )
3 81 1215 3 5
For x=0.25,
(0.25)3 (0.25)9 (0.25)15

y (2) ( x)     0.0052082
3 81 1215
at x=0.5,
(0.5)3 (0.5)9 (0.5)15

y (2) ( x)     0.0416425
3 81 1215
At x=1,
1 1 1
y (2) ( x)     0.32180699
3 81 1215
y=0.0052082 at x=0.25
y=0.0416425 at x=0.5
y=0.32180699 at x=1
dy
8. Given  xe y , y(0)=0, determine y(0.1), y(0.2) and y(1) using picard’s method.
dx
dy
Sol: Consider  f ( x, y ) and y(x0)=y0
dx
Here f(x,y)= xe y , x0=0 and y0=0
By picard’s method, a sequence of approximations are given by

x
( x)  y0   f ( x, y ( n 1) )dx , n=1,2,3,---
(n)
y
x0
 y ( n ) ( x)   f ( x, y ( n 1) )dx , n=1, 2, 3,---- (1)

0
First approximation, we have

x x
x2
y (1) ( x)   f ( x, y 0 )dx   x.e dx 
0
0 0
2


x x x2 x2
1
y (2)
( x)   f ( x, y )dx   x.e dx  e 2 2
1
0 0
Third approximation, we have

x x x2
 2
( x)   f ( x, y )dx   x.e
(3) ( x) 2
y dx
0 0
The integration is difficult, Hence the approximate value of y is y (2) ( x) .
x2
y (2)
( x)  e 2
1
(0.1)2
for x=0.1, y (2) ( x)  e 2
 1  0.005012
(0.2)2
for x=0.2, y ( 2)
( x)  e 2
 1  0.02020
For x=1, (1) =
TAYLOR’S SERIES METHOD
dy
To find the numerical solution of the differential equation  f ( x, y ) (1)
dx
With the initial condition y( x0 )  y0  (2)
y( x) Can be expanded about the point x0 in a Taylor’s series in powers of ( x  x0 ) as

− − − 𝑛
𝐼 𝐼𝐼
= +
!
+ !
+. + !
+.. →
In equation (3), y( x0 ) is known from initial condition equation. The remaining coefficients
y( x0 ), y( x0 ),......... y n ( x0 ) etc are obtained by successively differentiating equation (1) and
evaluating at x0 . Substituting these values in equation, y( x) at any point can be calculated from
equation. Provided h  x  x0 is small.
When x0  0 , then Taylor’s series equation can be written as
x2 xn n
y ( x)  y (0)  x. y(0)  y(0)  ......  y (0)  ........ (4)
2! n!
Note: We know that the Taylor’s expansion of y(x) about the point x0 in a power of
(x – x0) is.

( x  x0 ) ’ ( x  x0 ) 2 ’’ ( x  x0 )3 ’’’
y(x) = y(x0) + y (x0) + y (x0) + y (x0) + … (1) Or
1! 2! 3!
( x  x0 ) I ( x  x0 ) 2 II ( x  x0 )3 III
y(x) = y0 + y0 + y0 + y0 + …..
1! 2! 3!
If we let x – x0 = h. (i.e. x = x0 + h = x1) we can write the Taylor’s series as
h h 2 II h 3 III h 4 IV
y(x) = y(x1) = y0 + I
y0 + y0 + y0 + y0 + ….
1! 2! 3! 4!
h I h 2 II h 3 III h IV IV
i.e. y1 = y0 + y0 + y0 + y0 + y0 + ….. (2)
1! 2! 3! 4!
Similarly expanding y(x) in a Taylor’s series about x = x1. We will get.
h I h 2 II h3 III h 4 IV
y2 = y1 + y1 + y1 + y1 + y1 + ……. (3)
1! 2! 3! 4!
Similarly expanding y(x) in a Taylor’s series about x = x2 We will get.
y3 = y2 + y 2 + y 2 + y 2 + y2 + …... (4)
1! 2! 3! 4!
In general, Taylor’s expansion of y(x) at a point x= xn is
yn+1 = yn + yn + yn + yn + yn + …. …………... (I)
1! 2! 3! 4!
Merits and Demerits of Taylor series method:

In this method taking h very small and taking upto order h4 terms we get less error but finding
derivatives may be complicate in some of the problems
PROBLEMS:
dy
1. Solve  xy  1 and y(0) = 1 using Taylor’s series method and compute y(0.1).
dx
dy
SOL:. Given that - 1 = xy and y(0) = 1
dx
dy
Here = 1 + xy and y0 = 1, x0 = 0.
dx
Differentiating repeatedly w.r.t ‘x’ and evaluating at x0 = 0
yI(x) = 1 + xy, yI(0) = 1+0(1) = 1 .

𝐼
yII(x) = . + , yII(0) = 0+1=1

𝐼𝐼 𝐼 𝐼
yIII(x) = . + + yIII(0) = 0.(1) + 2(1) =2
The Taylor series for f(x) about x0 = 0 is
’x 2 ’’ x 3 ’’’
y(x) = y(0) + x.y (0) + y (0) + y (0) (Neglecting higher order terms)
2! 3!
’’
Substituting the values of y(0) , y’(0) , y (0) , ….
x2 x3
y(x) = 1 + x + + (2)
2 6
x2 x3
y(x) = 1 + x + + (1)
2 3
Now put x = 0.1 in equ (1),
(0.1) 2 (0.1)3
y(0.1) = 1 + 0.1 + + .
2 3
= 1 + 0.1 +0.005 + 0.000333 = 1.105
2. Solve the equation dy  x  y 2 with the conditions y(0) = 1 and y`(0) =1. Find y(0.2) and
dx
y(0.4) using Taylor’s series method.
SOL: Given that y  x  y 2 , y(0)  1 Here y0  1 , x0  0
Differentiating repeatedly w.r.t ‘x’ and evaluating at x=0
The Taylor’s series for f(x) about x0 = 0 is
x 1 x 2 11 x 3 111
y(x) = y(0) + y (0) + y (0) + y (0) (Neglecting higher order terms)
1! 2! 3!
Substituting the value of y(0), y1(0), y11(0),…..
3 2 8 3
y(x) = 1 – x + x - x
2 6
3 2 4 3
y(x) = 1 – x + x - x (1)
2 3

Now put x = 0.1 in (1)
3 4
y(0.1) = 1 – 0.1 + (0.1)2 + (0.1)3 = 0.9138
2 3
Similarly put x = 0.2 in (1)
3 4
y(0.2) = 1 – 0.2 + (0.2)2 - (0.2)3 = 0.8516.
2 3
3. Tabulate y(0.1), y(0.2) and y(0.3) using Taylor’s series method given that y1 = y2 + x
and y(0) = 1.
Sol: Given y1 = y2 + x (1) and y(0) = 1 (2)
Here x0 = 0, y0 = 1.Take h=0.1then x1=x0+h=0.1;x2=0.2;x3=0.3
Differentiating (1) w.r.t ‘x’, we get
y II = 2y  yI + 1 (3)
y III = 2[y  y II + (yI)2] (4)
y IV = 2[y  y III + yI y II + 2 yI y II ] = 2[y  y III + 3 yI y II ] (5)
Put x0 = 0, y0 = 1 in (1), (3), (4) and (5), we get
y0I = (1)2 + 0 = 1
y0II = 2(1) (1) + 1 = 3,
y0III = 2((1) (3) + (1)2) =
y0IV = 2[(1)(8) + 3(1)(3)] = 34
Take h = 0.1.
Step1: By Taylor’s series expansion, we have
y(x1) = y1 = y0 + y0 + y0 + y0 + y0 + …. (6)
1! 2! 3! 4!
on substituting the values of yo, y0I , y0II etc in (6),we get
(0.1) 2 (0.1)3 (0.1) 4

y(0.1) = y1 = 1 + (0.1)(1) + (3) + (8) + (34) + ….
2 6 24
= 1 + 0.1 + 0.015 + 0.001333 + 0.000416 ⇒ y1 = 1.116749

Step2: Let us find y(0.2),we start with (x1,y1) as the starting values
Here x1 = x0 + h = 0 + 0.1 = 0.1 and y1 = 1.116749
Putting these values in (1),(3),(4) and (5), we get
y1I = y12 +x1 = (1.116749)2 + 0.1 = 1.3471283
y1II = 2y1 y1I + 1 = 2(10116749) (1.3471283) + 1 = 4.0088
y1III = 2(y1 y1II + ( y1I )2) = 2((1.116749) (4.0088) + (1.3471283)2] = 12.5831
y1IV =2y1 y1III +6 y1I y1II =2(1.116749) (12.5831) + 6(1.3471283) (4.0088) = 60.50653
By Taylor’s expansion
y(x2) = = y1 + y1 + y1 + y1 + y1 + ….
1! 2! 3! 4!
(0.1) 2 3 4
y(0.2)= =1.116749 + (0.1)(1.3471283)+ (4.0088)+ (0.1) (12.5831)+ (0.1) (60.50653)
2 6 24
y2 = 1.116749 + 0.13471283 + 0.020044 + 0.002097 + 0.000252 = 1.27385
y(0.2) = 1.27385
Step3: Let us find y(0.3),we start with (x2,y2) as the starting value.
Here x2 = x1 + h = 0.1 + 0.1 =0.2 and y2 = 1.27385
Putting these values of x2 and y2 in eq (1), (3), (4) and (5), we get
y2I = y22 + x2 = (1.27385)2 + 0.2 = 1.82269
y2II = 2y2 y12 + 1 = 2(1.27385) (1.82269) + 1 = 5.64366
y2III = 2[y2 y2II + ( y2I )2 ] = 2[(1.27385) (5.64366) + (1.82269)2]
= 14.37835 + 6.64439 = 21.02274
y2IV = 2y2 + y2III + 6 y2I  y1II = 2(1.27385) (21.00274) + 6(1.82269) (5.64366)
= 53.559635 + 61.719856 = 115.27949
By Taylor’s expansion,
y(x3) = y3 = y2 + y2 + y2 + y2 + y2 + …..
1! 2! 3! 4!

(0.1) 2 (0.1)3 (0.1) 4

y(0.3)=y3=1.27385+(0.1)(1.82269)+ (5.64366)+ (21.02274)+ (115.27949)
2 6 24
= 1.27385 + 0.182269 + 0.02821 + 0.0035037 + 0.00048033 = 1.48831
y(0.3) = 1.48831
4. Solve y1 = x2 – y, y(0) = 1 using Taylor’s series method and evaluate y(0.1),y(0.2),y(0.3)

and y(0.4) (correct to 4 decimal places)
Sol: Given y1 = x2 – y (1) and y(0) = 1 (2)
Here x0 = 0, y0 = 1
Differentiating (1) w.r.t ‘x’, we get
yII = 2x – y1 (3)
yIII = 2- yII (4)
yIV = -yIII (5)
put x0 = 0, y0 = 1 in (1),(3),(4) and (5), we get
y0I = x02 - y0 = 0-1 = -1,
y0II = 2x0 - y0I = 2(0) – (-1) = 1
y0III = 2- y0II = 2-1 = 1,
y0IV = - y0III = -1 Take h = 0.1
Step1: by Taylor’s series expansion
y(x1) = y1= y0 + y0 + y0 + y0 + y0 + …. (6)
1! 2! 3! 4!
On substituting the values of y0, y0I , y0II etc in (6), we get
(0.1) 2 (0.1)3 (0.1) 4

y(0.1) = y1 = 1+ (0.1) (-1) + (1) + (1) + (-1)+….
2 6 24
= 1-0.1 + 0.005 + 0.01666 – 0.0000416+….
= 0.905125 ~ 0.9051 (4 decimal place).
Step2: Let us find y(0.2) we start with (x1,y1) as the starting values
Here x = x0 + h = 0 + 0.1 = 0.1 and y1 = 0.905125,
Putting these values of x1 and y1 in (1), (3), (4) and (5), we get

y11 = x12 - y1 = (0.1)2 – 0.905125 = -0.895125
y1II = 2x1 - y11 = 2(0.1) – (-0.895125) = 1.095125,
y1III = 2 - y1II = 2 – 1.095125 = 0.904875,
y1IV = - y1III = -0.904875,
By Taylor’s series expansion,
y(x2) = = y1 + y1 + y1 + y1 + y1 +….
1! 2! 3! 4!
(0.1) 2 (0.1)3 (0.1) 4

y(0.2)= =0.905125+(0.1)(-0.895125)+ (1.09125)+ (0.904875)+ (-
2 6 24
0.904875)+….
y(0.2) = = 0.905125 – 0.0895125 + 0.00547562 + 0.000150812 – 0.00000377
= 0.8212351 ~ 0.8212 (4 decimal places)
Step3: Let us find y(0.3), we start with (x2,y2) as the starting value
Here x2 = x1 + h = 0.1+ 0.1 = 0.2 and = 0.8212351
Putting these values of x2 and y2 in (1),(3),(4), and (5) we get
y12 = x22 - = (0.2)2 – 0.8212351= 0.04 – 0.8212351 = - 0.7812351
y2II = 2x2 - y12 = 2(0.2) + (0.7812351) = 1.1812351,
y2III = 2 - y2II = 2 – 1. 1812351 = 0.818765,
y2IV = - y2III = -0.818765,
y(x3) = y3 = y2 + y2 + y2 + y2 + y2 +….
1! 2! 3! 4!
(0.1) 2 (0.1)3 (0.1) 4

y(0.3)=y3=0. 8212351+(0.1)(-0.7812351)+ (1.1812351)+ (0.818765)+ (-
2 6 24
0.818765)+….
y(0.3) = y3 = 0. 8212351– 0.07812351+ 0.005906 + 0.000136 – 0.0000034
= 0.749150 ~ 0.7492 (4 decimal places)

Step4: Let us find y(0.4), we start with (x3,y3) as the starting value
Here x3 = x2 + h = 0.2+ 0.1 = 0.3 and y3 = 0.749150
Putting these values of x3 and y3 in (1),(3),(4), and (5) we get
y31 = x32 - y3 = (0.3)2 – 0.749150= -0.65915,
y3II = 2x3 - y31 = 2(0.3) + (0.65915) = 1.25915,
y3III = 2 - y3II = 2 – 1. 25915 = 0.74085,
y3IV = - y3III = -0.74085,
y( ) = = + y3 + y3 + y3 + y3 +….
1! 2! 3! 4!
(0.1) 2 (0.1)3 (0.1) 4

y(0.4)= =.749150+(.1)(-.65915)+ (1.25915)+ (.74085)+ (-.74085)+….
2 6 24
y(0.4) = = 0. 749150 – 0.065915+ 0.0062926+ 0.000123475 – 0.0000030
= 0.6896514 ~ 0.6897 (4 decimal places)
5. Using Taylor’s expansion evaluate the integral of y  2 y  3e x , y(0)  0 , at
a) = . , . , . , b) Compare the numerical solution obtained with exact solution.
Sol: Given equation can be written as 2 y  3e x  y, y(0)  0
Differentiating repeatedly w.r.t to‘x’ and evaluating at x  0
y( x)  2 y  3e x , y(0)  2 y(0)  3e0  2(0)  3(1)  3

y( x)  2 y  3e x , y(0)  2 y(0)  3e0  2(3)  3  9
y( x)  2. y( x)  3e x , y(0)  2 y(0)  3e0  2(9)  3  21
y iv ( x)  2. y( x)  3e x , y iv (0)  2(21)  3e0  45
y v ( x)  2. y iv  3e x , y v (0)  2(45)  3e0  90  3  93
In general, y ( n1) ( x)  2. y ( n ) ( x)  3e x or y ( n1) (0)  2. y ( n) (0)  3e0
The Taylor’s series expansion of y( x) about x0  0 is
𝑣 𝑉
= + + + + + +⋯
! ! ! !
Substituting the values of y(0), y(0), y(0), y(0),..........

9 2 21 3 45 4 93 5
y ( x)  0  3 x  x  x  x  x  ........
2 6 24 120
9 2 7 3 15 4 31 5
y ( x)  3 x  x  x  x  x  ........ 
2 2 8 40
Now put x  0.1 in equation
9 7 15 31
y(0.1)  3(0.1)  (0.1) 2  (0.1)3  (0.1) 4  (0.1)5  0.34869
2 2 8 40
Now put x  0.2 in equation
9 7 15 31
y(0.2)  3(0.2)  (0.2)2  (0.2)3  (0.2) 4  (0.2)5  0.811244
2 2 8 40
Now put = . 𝑖 𝑖
9 7 15 31
y(0.3)  3(0.3)  (0.3)2  (0.3)3  (0.3)4  (0.3)5  1.41657075
2 2 8 40
Analytical Solution:
dy
The exact solution of the equation  2 y  3e x with y(0)  0 can be found as follows
dx
dy
 2 y  3e x This is a linear in y.
dx
Here P  2, Q  3e x
𝑑 ∫− 𝑑 −
I.F = ∫ = =
General solution is y.e2 x   3e x .e2 x dx  c  3e x  c
 y  3e x  ce2 x Where x  0, y  0 0  3  c  c  3
The particular solution is y  3e2 x  3e x or y( x)  3e2 x  3e x
Put x  0.1 in the above particular solution,
y  3.e0.2  3e0.1  0.34869
Similarly put x  0.2
y  3e0.4  3e0.2  0.811265
put x  0.3 y  3e0.6  3e0.3  1.416577

dy
6. Using Taylor’s series method, solve the equation  x 2  y 2 for x  0.4 given that
dx
y = 0 when x = 0
dy
Sol: Given equation is  x 2  y 2 and y  0 when x  0 i.e. y(0)  0
dx
Here y0  0 , x0  0
Differentiating repeatedly w.r.t ‘x’ and evaluating at x  0
= + , = + = + =
𝐼
= + . , = + . =
= + + . , = + . . + . =
𝐼𝑉
= . + . , + . . , =
The Taylor’s series for f(x) about x0  0 is
x2 x3 x4
y( x)  y(0)  xy(0)  y(0)  y(0)  y(0)  ...
2! 3! 4!
Substituting the values of y(0), y(0), y(0),.....
2 x3 x3
y( x)  0  x(0)  0   0  ........   (Higher order terms are neglected)
3! 3
(0.4)3 0.064
 y(0.4)    0.02133
3 3
dy dz
7. Find y (0.1),y (0.2), z(0.1), z(0.2) given  x  y,  x  y 2 and y(0)  2, z (0)  1 by
dx dx
Using Taylor’s series method
SOL: Given yI =x+z, take x0 = 0 , y0 = 2 ,h=0.1
We have to find y1 = y(0.1) and y2 = y(0.2)
Now yI = x+z, = 1+ , = ………………….(I)
Given =x-y2
take x0 = 0 , z0 = 1 ,h=0.1
we have to find z1 = z(0.1) and z2 = z(0.2)

………………………………(II)
now =x-y2, =1-2y.y1, =-2[y.y11 + (y1)2

By Taylor’s series ,for y and z ,we have
1 1
ℎ ℎ
y(x) = y0 + h.yI0+ y0II + y0III (neglecting higher order terms)….(1)
! !
ℎ ℎ
z(x) = z0 + h.zI0+ z0II + z0III (neglecting higher order terms)……………….(2)
! !
From (I) and (II), we get
y0=2; z0 = 1;
y0I =x0+z0=0+1=1 = x0-y02= -4
yII0 =1+ =1+ x0-y02 =1+0-4= -3 ; =1-2y0.y01= 1-2(2)1=-3
= =-3 ; ==-2[y0.y011 + =
Substituting these values in (1) and(2)

. .
y1=y(0.1)= 2+(0.1)1+ (-3) + (-3)=2.0845.
. .
z1=z(0.1)= 1+(0.1)(-4)+ (-3)+ (10)=0.5867.
Similarly
By Taylor’s series for y2,z2 are
ℎ ℎ
y2=y1 + h.yI1+ y1II + y1III………………..(3)
! !
ℎ ℎ
z2 =z1 + h.zI1+ !
z1II + !
z1III…………………..(4)
Now we have
y1=2.01845; z1 = 1;
y1I =x1+z1=0.1+0.5867=0.6867 = x1-y12= -4.2451
II
=1+ =1+ x1-y12 = -3.2451 ; =1-2y1.y11= -1.8628
= =-1.8628 ; ==-2[y1.y111 + = .
Substituting in (3) and (4).We get

. .
y2=y(0.2)= 2.0845+(0.1)(0.6867)+ (-3.2451) + (-1.8628)=2.1367.
. .
z2=z(0.2)= 0.5867+(0.1)(-4.2451)+ (-1.8628)+ (12.5856)=0.15497.

EULER’S METHOD:-
It is the simplest one-step method and it is less accurate. Hence it has a limited application.
dy
Consider the differential equation = f(x,y) (1) With y(x0) = y0 (2)
dx
Consider the first two terms of the Taylor’s expansion of y(x) at x = x0
y(x) = y(x0) + (x – x0) y1(x0) (3)
from equation (1) y1(x0) = f(x0,y(x0)) = f ,
Substituting in equation (3)
 y(x) = y(x0) + (x – x0) f , At x = x1, y(x1) = y(x0) + (x1 – x0) f ,
 = + hf , where h = x1 – x0
Similarly at x = x2 , = + hf ,
Proceeding as above, yn+1 = yn + h f(xn,yn)
This is known as Euler’s Method
From the fig,
Tan𝛼= =
𝑑 ℎ
Implies opp = h Tan𝛼
𝑑
But Tan𝛼=slope at , = , =f ,
𝑑
∴opp=h f ,
Hence y1=y0+opp implies = + hf , [NEGLECTING ERROR]
We remove that error by using EULER’S MODIFIED METHOD.
PROBLEMS:
dy
1. Using Euler’s method, solve for y at x = 2 from = 3x2 + 1,y(1) = 2,taking step size (i)
dx
h = 0.5 and (ii) h=0.25
Sol: Here f(x,y) = 3x2 + 1, x0 = 1,y0 = 2

Euler’s algorithm is yn+1 = yn + h f(xn,yn), n = 0,1,2,3,….. (1)
(i) h = 0.5  x1 = x0 + h = 1+0.5 = 1.5
Taking n = 0 in (1) , we have x2 = x1 + h = 1.5 + 0.5 = 2
y1 = y0 + h f(x0,y0)
i.e. y1 = y(1.5) = 2 + (0.5) f(1,2) = 2 + (0.5) (3 + 1) = 2 + (0.5)(4) =4
Here x1 = x0 + h = 1 + 0.5 = 1.5
 y(1.5) = 4 = y1
Taking n = 1 in (1),we have
y2 = y1 + h f(x1,y1)
i.e. y(x2) = y2 = 4 + (0.5) f(1.5,4) = 4 + (0.5)[3(1.5)2 + 1] = 7.875
Here x2 = x4 + h = 1.5 + 0.5 = 2
 y(2) = 7.875
(ii) h = 0.25  x1 = 1.25, x2 = 1.50, x3 = 1.75, x4 = 2
Taking n = 0 in (1), we have
y1 = y0 + h f(x0,y0)
i.e. y(x1) = y1 = 2 + (0.25) f(1,2) = 2 + (0.25) (3 + 1) = 3
y(x2) = y2 = y1 + h f(x1,y1)
i.e. y(x2) = y2 = 3 + (0.25) f(1.25,3) = 3 + (0.25)[3(1.25)2 + 1] = 5.42188
Here x2 = x1 + h = 1.25 + 0.25 = 1.5
 y(1.5) = 5.42188
Taking n = 2 in (1), we have
i.e. y(x3) = y3 = + h f(x2,y2)

= 5.42188 + (0.25) f(1.5,5.42188)
= 5.42188 + (0.25) [3(1.5)2 + 1]= 7.35938

Here x3 = x2 + h = 1.5 + 0.25 = 1.75
 y(1.75) =7. 35938
Taking n = 4 in (1),we have
y(x4) = y4 = y3 + h f(x3,y3)
i.e. y(x4) = y4 = 7.35938 + (0.25) f(1.75,7.35938)
= 7.35938 + (0.25)[3(1.75)2 + 1] = 9.90626
Note that the difference in values of y(2) in both cases (i.e. when h = 0.5 and when h =
0.25).The accuracy is improved significantly when h is reduced to 0.25 (Exact solution of the
equation is y = x3 + x and with this y(2) = y2 = 10.
2. Solve by Euler’s method,y1 = x + y, y(0) = 1 and find y(0.3) taking step size h = 0.1.
compare the result obtained by this method with the result obtained by analytical
solution
Sol: Here f(x,y) = x+y, x0 = 0,y0 = 1
Euler’s algorithm is yn+1 = yn + h f(xn,yn), n = 0,1,2,3,….. (1)
Given h = 0.5  x1 = x0 + h = 0+0.1= 0.1
Taking n = 0 in (1) , we have x2 = x1 + h = 0.1+ 0.1 = 0.2
y1 = y0 + h f(x0,y0)
i.e. y1 = y(0.1) = 1 + (0.1) f(0,1) = 1.1
 y(0.1) = 1.1
Here x2 = x1 + h = 0.1+ 0.1 = 0.2
Taking n = 1 in (1),we have y2 = y1 + h f(x1,y1)
i.e. y(x2) = y2 = 1.1 + (0.1) f(0.1.1.1) =1.22
Similarly we get y3 = y(0.3) = 1.362
Analytical solution:
dy
The exact solution of  x  y , y(0)=1 can be found as follows.
dx

The equation can be written as dy  y  x

dx
This is a linear equation in y [i.e, dy  p. y  Q ]

dx
then p=-1, Q=x. I .F  e  e

pdx ( 1) dx
 e x
General solution is y . I.F=  QXI .Fdx  c
y.e-x=  x.e x dx  c
y.e-x= - e-x(x+1)+c. or y=-(x+1)+ce+x

when x=0, y=1 i.e, i=-(0+1)+c or c=2
Hence the particular solution of the equation is
y=-(x+1)+2ex=2ex-x-1.
Particular solution is y = 2ex – (x + 1)
Hence y(0.1) = 1.11034, y(0.2) = 1.3428, y(0.3) = 1.5997
We shall tabulate the result as follows
X 0 0.1 0.2 0.3
Euler y 1 1.1 1.22 1.362
Exact y 1 1.11034 1.3428 1.5997
The value of y deviate from the exact value as x increases. This indicate that the method is not
accurate
3. Given y '  x2  y, y(0)  1 find correct to four decimal places the value of y (0,1),
by using Euler’s method.
Sol: We have , = − = ; =1 and h=0.1
By Euler’s algorithm
yn+1 = yn + h f(xn,yn) (1)
 From (1), for n = 0, we have
y1 = y0 + h f(x0,y0) = 1+(0.1) , = 1+0.1(0-1) = 0.9
∴ =0.9


4. Use Euler’s method of find y(0.1),y(0.2) given y,  x3  xy 2 e x , y  0   1 
 
Sol: Given y,  x3  xy 2 e x , y  0   1
Consider h = 0.1
−
Here f(x,y) = (x3+xy2) , x0 = 0, y0 = 1,x1=x0+h=0.1,x2=x1+h=0.2
Euler’s algorithm is yn+1 = yn + h f(xn,yn) (1)

3 2 −
y1 = y0 + h f(x0,y0) = y0+h( + ) = 1+(0.1)(0) =1
∴ . =
Again x2=x1+h=0.2
3 2 −
y2 = y1 + h f(x1,y1) = y1+ h( + )
= 1 + (0.1)[(0.1)3 + (0.1)(1)2] = 1.0091
∴ . = .
dy
5. Given that = xy ,y(0) = 1 determine y(0.1),using Euler’s method.
dx
dy
Sol: The given differentiating equation is = xy, y(0) = 1
dx
a=0, b=0.1
Here f(x,y) = xy , x0 = 0 and y0 = 1
Since h is not given much better accuracy is obtained by breaking up the interval (0,0.1) in to
five steps.
ba 0.1
i.e. h = = = 0.02
5 5
 From (1) for n = 0, we have
y1 = y0 + h f(x0,y0) = 1 + (0.02) f(0,1) = 1 + (0.02) (0) =1

Next we have x1 = x0 + h = 0 + 0.02 = 0.02
y2 = y1 + h f(x1,y1) = 1 + (0.02) f(0.02,1) = 1 + (0.02) (0.02) = 1.0004

Next we have x2 = x1 + h = 0.02 + 0.02 =0.04
 From (1), for n = 2,we have
y3 = y2 + h f(x2,y2) = 1.004 + (0.02) (0.04) (1.000) = 1.0012

Next we have x3 = x2 + h = 0.04 + 0.02 =0.06
y4 = y3 + h f(x3,y3) = 1.0012 + (0.02) (0.06) (1.00012)= 1.0024.

Next we have x4 = x3 + h = 0.06 + 0.02 =0.08
y5 = y4 + h f(x4,y4) = 1.0024 + (0.02) (0.08) (1.00024)= 1.0040.

Next we have x5 = x4 + h = 0.08 + 0.02 =0.1
When x = x5, y≅y5

 y = 1.0040 when x = 0.1
dy
6. Given that = 3x2 + y, y(0) = 4.Find y(0.25) and y(0.5) using Euler’s method
dx
dy
Sol: Given = 3x2 + y and y(1) = 2.
dx
Here f(x,y) = 3x2 + y , x0 = (1), y0 = 4
Consider h = 0.25
y1 = y0 + h f(x0,y0) = 2 + (0.25)[0 + 4] = 2 + 1 = 3
Next we have x1 = x0 + h = 0 + 0.25 = 0.25
When x = x1, y1 ~ y
 y = 3 when x = 0.25
y2 = y1 + h f(x1,y1) = 3 + (0.25)[3.(0.25)2 + 3] = 3.7968

Next we have x2 = x1 + h = 0.25 + 0.25 = 0.5
When x = x2, y ~ y2  y = 3.7968 when x = 0.5.

MODIFIED EULER’S METHOD

From fig
Avg slope = parallel line slope
, + ,
=
Hence
= y0+ hf x , y
, + ,
=y0+
---------------------------
+ f x ,y +f x ,
=y0+
Continue till any two consecutive iterations nearly same upto three or four decimal places.
To find , …..
The formula is given by

−
+ = + ℎ⁄ [ , + + , + ],𝑖 = , …. = , ……
Working rule for Modified Euler’s method
−
+ = + ℎ⁄ [ , + + , + ],𝑖 = , …. = , ……
ii) When i  1 y 0 k 1 can be calculated from Euler’s method
iii) K=0, 1……… gives number of iteration. i  1, 2...
gives number of times, a particular iteration k is repeated
Suppose consider dy/dx=f(x, y) -------- (1) with y(x0) =y0----------- (2)
To find y ( ) = y1 at x = x1 = x0+h
Now take k=0 in modified Euler’s method

……We get y11  y0  h / 2  f  x0 , y0   f x1 , y1i 1  ……………………… (3)
  
Taking i=1, 2, 3...k+1 in eqn (3), we get

= + ℎ[ , ] (By Euler’s method)
y1
1
 y0  h / 2  f

 x0 , y0   f  x , y   
1 1
0
y1
2
 y0  h / 2  f

 x0 , y0   f  x , y   
1 1
1
------------------------
y1
k 1
 
 y0  h / 2  f  x0 , y0   f x1 , y1
k

If two successive values of y1 k  , y1 k 1 are sufficiently close to one another, we will take the
common value ………..as = = +ℎ
Now we have ⁄ = , 𝑖ℎ = = = = +ℎ
Now we have ⁄ =f(x,y) with y=y , at x=x To get =y( )=y( +ℎ
We use the above procedure again
PROBLEMS
1. Using modified Euler’s method find the approximate value of x when x  0.3
given that dy / dx  x  y and y  0   1
sol: Given dy / dx  x  y and y  0   1
Here f  x, y   x  y, x0  0, and y0  1
Take h = 0.1 which is sufficiently small
Here x0  0, x1  x0  h  0.1, x2  x1  h  0.2, x3  x2  h  0.3
The formula for modified Euler’s method is given by
yk 1   yk  h / 2  f  xk  yk   f xk 1 , yk 1
i
  i 1
  1
Step1: To find y1= y(x1) = y (0.1)
Taking k = 0 in eqn(1)
ℎ −
= + [ + + , ] →

ℎ
when i = 1 in eqn (2) = + [ + + , ]
First apply Euler’s method to calculate = y1
 y1 0  y0  h f  x0 , y0 
= 1+(0.1)f(0,1)=1+(0.1)(0+1)
= 1+(0.1) = 1.10
Now [ = , = , = . , = . ]
 y11  y0  0.1 / 2  f  x0 , y0   f  x1 , y1 0 

 
= 1+0.1/2[f(0,1) + f(0.1,1.10)
= 1+0.1/2[(0+1)+(0.1+1.10)]= 1.11
When i=2 in eqn (2)
2

1

y1   y0  h / 2  f  x0 , y0   f x1 , y1  
 
= 1+0.1/2[f(0.1)+f(0.1,1.11)]
= 1 + 0.1/2[(0+1)+(0.1+1.11)]= 1.1105
y1   y0  h / 2  f  x0 , y0   f x1 , y1
3
  2

= 1+0.1/2[f(0,1)+f(0.1 , 1.1105)]
= 1+0.1/2[(0+1)+(0.1+1.1105)] = 1.1105
Since y1 2  y13
 y1 = 1.1105
Step:2 To find y2 = y(x2) = y(0.2)
Taking k = 1 in eqn (1) , we get
i
 
y2   y1  h / 2  f  x1 , y1   f x2 , y2
i 1
  3 where i = 1,2,3,4,…..
For i = 1
y2
1
 y1  h / 2  f

 x1 , y1   f  x , y   
2 2
0

y2  is to be calculate from Euler’s method

0
y2   y1  h f  x1 , y1 
0
= 1.1105 + (0.1) f(0.1 , 1.1105)
= 1.1105+(0.1)[0.1+1.1105]= 1.2316
 = 1.1105  0.1/ 2  f  0.1,1.1105  f  0.2,1.2316 
= 1.1105 +0.1/2[0.1+1.1105+0.2+1.2316]= 1.2426
2
 
y2   y1  h / 2  f  x1 , y1   f x2 y2  
1
 
= 1.1105 + 0.1/2[f(0.1 , 1.1105) , f(0.2 . 1.2426)]
= 1.1105 + 0.1/2[1.2105 + 1.4426]
= 1.1105 + 0.1(1.3266)= 1.2432
3
 
y2   y1  h / 2  f  x1 , y1   f x2 y2
2

= 1.1105+0.1/2[f(0.1,1.1105)+f(0.2 , 1.2432)]
= 1.1105+0.1/2[1.2105+1.4432)]
= 1.1105 + 0.1(1.3268) = 1.2432
Since y23  y23
Hence y2 = 1.2432
Step:3 To find y3 = y(x3) = y y(0.3)
Taking k =2 in eqn (1) we get
1
 
y3   y2  h / 2  f  x2 , y2   f x3 , y3
i 1
   4
For i = 1 , y3  y2  h / 2  f  x2 , y2   f x3 , y3
1
   0


y3
0
is to be evaluated from Euler’s method .
y3   y2  h f  x2 , y2 
0
= 1.2432 +(0.1) f(0.2 , 1.2432)
= 1.2432+(0.1)(1.4432) = 1.3875
.
 y31 = 1.2432+ [f(0.2 , 1.2432)+f(0.3, 1.3875)]
= 1.2432 + 0.1/2[1.4432+1.6875]
= 1.2432+0.1(1.5654) = 1.3997
2
 
y3   y2  h / 2  f  x2 , y2   f x3 , y3  
1
 
= 1.2432+0.1/2[1.4432+(0.3+1.3997)]
= 1.2432+ (0.1) (1.575) = 1.4003
3
 
y3   y2  h / 2  f  x2 , y2   f x3 , y3
2

= 1.2432+0.1/2[f(0.2 , 1.2432)+f(0.3 , 1.4003)]
= 1.2432 + 0.1(1.5718) = 1.4004
4
 
y3   y2  h / 2  f  x2 , y2   f x3 , y3
3

= 1.2432 + 0.1/2[1.4432+1.7004]
= 1.2432+(0.1)(1.5718) = 1.4004
Since y33  y3 4
Hence y3  1.4004
 The value of y at x = 0.3 is 1.4004

2. Using Modified Euler’s method find y(0.2 ) y(0.4 )with h=0.2,given that =x + siny,
y(0)=1
SOL: , = + 𝑖 = ; =1 and h=0.2
Here x0  0, x1  x0  h  0.1, x2  x1  h  0.2, x3  x2  h  0.3
x1=x0+h=0.2; x2=x1+h=0.4
The formula for modified Euler’s method is given by
i
 
yk 1   yk  h / 2  f  xk  yk   f xk 1 , yk 1
i 1
  1
Euler’s modified method is given by
= + ℎ⁄ [ , + , ] (k=0 , i=1)
 y1 0  y0  h f  x0 , y0 
= 1+(0.2)f(0,1)=1+(0.2)(0+sin1)
= 1.163
Now [ = , = , = . , = . ]
 = 1+0.2/2[f(0,1) + f(0.2,1.163)
= 1+0.1/2[1+1.163]
= 1.1916
When i=2 in eqn (2)
y1
2
 
 y0  h / 2  f  x0 , y0   f x1 , y1  
1
 
= 1+0.2/2[f(0.1)+f(0.2,1.1916)]
=1.2038
3
 
y1   y0  h / 2  f  x0 , y0   f x1 , y1
2

= 1+0.2/2[f(0,1)+f(0.2 , 1.2038)]
=1.2045

Since y1 2  y13
 y1 = 1.204
Taking k = 1 in eqn (1) , we get
i
 
y2   y1  h / 2  f  x1 , y1   f x2 , y2
i 1
  3 where i = 1,2,3,4,…..
For i = 1, y21  y1  h / 2  f  x1 , y1   f x2 , y2 0 

  
0
y2
0
 y1  h f  x1 , y1 
= 1.204 + (0.2) f(0.2 , 1.204)
= 1.4313
= 1.204 +0.1[1.1337+1.4313]
= 1.4611
y2
2
 
 y1  h / 2  f  x1 , y1   f x2 y2  
1
 
= 1.204 + 0.1/2[f(0.2 , 1.204) , f(0.4 . 1.416)
= 1.462
3
 
y2   y1  h / 2  f  x1 , y1   f x2 y2
2

= 1.204+0.1/2[f(0.2,1.204)+f(0.4 , 1.462)] = 1.464
Since y23  y23
Hence y2 = 1.46
3. Using modified Euler’s method find the approximate value of x when x  0.3
given that = − =

d
Sol: Given = x − y and y =
d
Here f(x,y) = x - y, x0 = 0and y0 = 1
Take h = 0.1
Here x0  0, x1  x0  h  0.1, x2  x1  h  0.2, x3  x2  h  0.3
y1   y0  h f  x0 , y0 
0
= 1+(0.1)(0-1)
= 1-(0.1)
= 0.9
Now [ = , = , = . , = . ]
= + ℎ⁄ [ , + , ]
= 1+0.1/2[-1 - 0.8]
= 1-0.09
= 0.91
2
 
y1   y0  h / 2  f  x0 , y0   f x1 , y1  
1
 
= 1+0.1/2[-1 + (0.1-0.91)]
= 1+0.1/2[-1.81]
= 1-0.0905
= 0.9095
y1   y0  h / 2  f  x0 , y0   f x1 , y1
3
  2

= 1+0.1/2[-1+(0.1-0.9095)]
= 1+0.1/2[-1.8095]
= 1-0.090475
= 0.909525

Since y1 2  y13
 y1 = 0.9095

0
y2  y1  h f  x1 , y1 
0
= 0.9095+(0.1)(-0.8095)
= 0.82855
1
 
y2   y1  h / 2  f  x1 , y1   f x2 , y2
0

= 0.9095+0.1/2[-0.8095-0.62855]
= 0.9095-0.0719
= 0.8376
2
  1

y2   y1  h / 2  f  x1 , y1   f x2 y2  

= 0.9095+0.1/2[-0.8095-0.6376]
= 0.9095-0.075355
= 0.837145
3
  2

y2   y1  h / 2  f  x1 , y1   f x2 y2  

= 0.9095+0.1/2[-10446645]
= 0.9095-0.07233
= 0.83716
Since y23  y23
Hence y2 = 0.8371

y3
0
is to be evaluated from Euler’s method
y3   y2  h f  x2 , y2 
0
= 0.8371+0.1(-0.6371) = 0.7734
1
 
y3   y2  h / 2  f  x2 , y2   f x3 , y3
0

= 0.8371+ 0.1/2[-0.6371-0.4734]
= 0.8371-0.0555 = 0.7816
2
 
y3   y2  h / 2  f  x2 , y2   f x3 , y3  
1
 
= 0.8371+ 0.1/2[-1.1187]
= 0.8371-0.056 = 0.7811
3
 
y3   y2  h / 2  f  x2 , y2   f x3 , y3
2

= 0.8371+ 0.1/2[-1.1182]
= 0.8371-0.05591 = 0.7812
4
 
y3   y2  h / 2  f  x2 , y2   f x3 , y3
3

= 0.8371-0.0559 = 0.7812
Since y33  y3 4
Hence y3 = 0.7812
 The value of y at x = 0.3 is 0.7812

Runge-Kutta Methods
I.First order R-K Method
EULER’S METHOD is the R-K method of the first order.
II. Second order R-K Method
yi+1 = yi+1/2 (K1+K2),
Where K1 = h (xi, yi)
K2 = h (xi+h, yi+k1)
For i= 0,1,2-------
NOTE:EULER’S MODIFIED METHOD IS R-K METHOD OF SECOND ORDER
III. Third order R-K Formula
yi+1 = yi+1/6 (K1+4K2+ K3),
K2 = h (xi+h/2, y0+k1/2)
K3 = h (xi+h, yi+2k2-k1) For i= 0,1,2------
IV. Fourth order R-K Formula
yi+1 = yi+1/6 (K1+2K2+ 2K3 +K4),
K2 = h (xi+h/2, yi+k1/2)
K3 = h (xi+h/2, yi+k2/2)
K4 = h (xi+h, yi+k3)
For i= 0,1,2-------

 Advantages of Runge kutta method Over Taylor series method.
In RK METHOD no need to find derivatives where as we find derivatives in taylors

method. Sometimes it may be complicate to find derivative of some function, sowe go for RK
Method at that time.
PROBLEMS:
dy
1. solve  xy using R-K method for x=0.2,0.4 given y(0) =1, y`(0)-0 taking h = 0.2
dx
dy
SOL: Given  xy ; y(0) = 1 .
dx
Here f(x, y) = xy , x0 = 0, y0=1 and h = 0.2
 x1 = x0+h = 0+0.2 = 0.2. , x2 = x1+h =0.2+0.2 = 0.4
By 4th order R-K method, we have
y1 = y0+ (k1+2k2+2k3+k4)
Where k1=h f(x0,y0)=(0.2)f(0,1)= 0
ℎ
k2= h f (x0+ , y0+ ) = (0.2)[ . , ]= . . = .
ℎ
k3= h f((x0+ ,y0+ )=(0.2)f (0.1,1.01) = 0.202
k4= h f(x0+h,y0+k3)=(0.2)f(0.2,1.202)=0.04808
Hence y1=1+ (0+0.04808+2(0.02+0.202)=1.08201
Step2: To find y(0.4)= y2
Here x1 = 0.2, y1=1.08201 and h = 0.2
Again by 4th order R-K method, we have
 y2 = y1+ (k1+2k2+2k3+k4)
Where k1=h f(x1,y1)=(0.2)[f . , . ] =0.04328

ℎ
k2= hf (x1+ , y1+ )=0.2(f(0.3,1.10364)=0.0662
ℎ
k3=hf(x1+ , y1+ )=(0.2)[f . , . ] =0.0669
k4 =h f(x1+h,y1+k3)=(0.2)[f . , . ]=0.0919
y2=1.082+ (0.04328+0.0919+2(0.0662+0.0669)=1.14889
2. Solve the following using R-K fourth method y '  y  x, y(0)  2, h  0.2 Find y(0.2).
dy
SOL: Given  y  x ; y(0) =2
dx
Here f(x, y) = y-x , x0 = 0, y0=2 and h = 0.2
 x1 = x0+h = 0+0.2 = 0.2.
y1 = y0+ (k1+2k2+2k3+k4)
Where k1=h f(x0,y0)=(0.2)f(0,2)= 0.2(0.2-0)=0.4

ℎ
k2= h f (x0+ , y0+ )
= (0.2)[ . , . ]= . . − . = .
ℎ
k3= h f((x0+ ,y0+ )
=(0.2)f (0.1,2.21)=0.2(2.21-0.1)= 0.422
k4= h f(x0+h,y0+k3)
=(0.2)f(0.2,2.422)=0.4444
Hence y1=2+ [0.4+0.4444+2(0.42+0.422)]
∴ . =2.4214
3. Using Runge-Kutta method of second order, find y  2.5 from dy = x  y , y(2)=2 ,

dx x
taking h = 0.25 .

dy x y
Sol: Given = , y(2) = 2 .
dx x
x y
Here f(x, y) = , x0 = 2 , y0=2 and h = 0.25
x
 x1 = x0+h = 2+0.25 = 2.25 , x2 = x1+h =2.25+0.25 = 2.5
By R-K method of second order,
+ = + ⁄ + , =ℎ , , =ℎ + ℎ, + ,𝑖 = , … ⟶
Step -1:- To find y(x1)i.e y(2.25) by second order R - K method taking i=0 in eqn(i)
1
We have y1  y0   k1  k2 
2
Where k1= hf (x0,y0 ), k2= hf (x0+h,y0+k1)
f (x0,y0 )=f(2,2)=2+2/2=2
k1=hf (x0,y0 )=0.25(2)=0.5
k2= hf (x0+h,y0+k1)=(0.25)f(2.25,2.5)
=(0.25)(2.25+2.5/2.25)=0.528
 y1=y(2.25)=2+1/2(0.5+0.528)=2.514
Step2:
To find y(x2) i.e., y(2.5)
i=1 in (1)
x1=2.25,y1=2.514,and h=0.25
y2=y1+1/2(k1+k2)
where k1=h f((x1,y1 )=(0.25)f(2.25,2.514)
=(0.25)[2.25+2.514/2.25]=0.5293

=ℎ + ℎ, +
=(0.25)[2.5+2.514+0.5293/2.5]=0.55433
y2  y (2.5)=2.514+1/2(0.5293+0.55433)=3.0558
 y =3.0558 when x = 2.5
4. Obtain the values of y at x=0.1,0.2 using R-K method of
(i)second order (ii)third order (iii)fourth order for the differential equation y1+y=0,
y(0)=1
Sol: Given dy/dx = -y, y(0)=1
f(x,y) = -y, x0 = 0, y0 = 1
Here f (x,y) = -y, x0 = 0, y0 = 1 take h = 0.1
 x1 = x0+h = 0.1, x2 = x1+h = 0.2
Second order:
step1: To find y(x1) i.e y(0.1) or y1
by second-order R-K method,we have
y1 = y0+1/2(k1+k2)
where k1=hf(x0,y0)=(0.1) f(0,1) = (0.1)(-1)= - 0.1
k2= hf (x0+h, y0+k1)= (0.1) f (0.1, 1-0.1) = (0.1)(-0.9) = -0.09
y1=y(0.1)=1+1/2(-0.1-0.09)=1-0.095=0.905
 y =0.905 when x=0.1
Step2:
To find y2 i.e y(x2) i.e y(0.2)
Here x1 = 0.1, y1 = 0.905 and h=0.1

By second-order R-K method, we have
y2 = y(x2)= y1+1/2(k1+k2)
Where k1  h f  x1 , y1  =(0.1)f(0.1,0.905)=(0.1)(-0.905)=-0.0905
k2  h f  x1  h, y1  k1    0.1 f  0.2, 0.905  0.0905 

  0.1 f  0.2, 0.8145    0.1 0.8145 
 0.08145
y2 = y(0.2)=0.905+1/2(-0.0905-0.08145)
= 0.905- 0.085975 = 0819025
(ii) Third order
Step1: To find y1 i.e y(x1)= y(0.1)
By Third order Runge - Kutta method
y1  y0  1/ 6  k1  4k2  k3 
where k1 = h f(x0, y0) = (0.1) f (0,1) = (0.1) (-1) = -0.1
k2  h f  x0  h / 2, y0  k1 / 2    0.1 f  0.1/ 2,1  0.1/ 2    0.1 f  0.05, 0.95 

  0.1 0.95  0.095
and k3 = h f((x0+h,y0+2k2-k1)
=(0.1)[f . , + − . + . ] = -0.905
Hence y1 = 1+1/6(-0.1+4(-0.095)-0.09) = 1+1/6 (-0.57) = 0.905
y1=0.905 i.e y(0.1)= 0.905
Step2: To find y2,i.e y(x2)= y(0.2)
Here x1=0.1,y1=0.905 and h = 0.1
Again by 3rd order R-K method
y2 = y1+1/6(k1+4k2+k3)

Where k1=h f(x1, y1) = (0.1)f (0.1,0.905)= -0.0905
k2 = h f (x1+h/2,y1+k1/2)=(0.1)f(0.1+0.05,0.905 - 0.04525)= (0.1) f (0.15, 0.85975)
= (0.1) (-0.85975)= -0.085975
k3 = h f((x1+h,y1+2k2-k1)=(0.1)f(0.2,0.905+2(0.085975)+0.0905= -0.082355
y2 = 0.905+1/6(-0.0905+4(-0.085975)-0.082355)=0.818874
 y = 0.905 when x = 0.1 and y =0.818874 when x =0.2
iii) Fourth order:
step1: x0=0,y0=1,h=0.1 To find y1 i.e y(x1)=y(0.1)
y1 = y0+1/6(k1+2k2+2k3+k4)
Where k1=h f(x0,y0)=(0.1)f(0,1)= -0.1
k2= h f (x0+h/2, y0+ ) = (0.1)[ . , . ]= . − . =− .
k3= h f((x0+h/2,y0+k2/2)=(0.1)f (0.1/2,1-0.095/2)=(0.1)(-0.9525)= -0.09525
k4= h f(x0+h,y0+k3) = (0.1) [f . , − . ] =(0.1)f(0.05,0.90475) = -0.090475
Hence y1=1+1/6(-0.1+2(-0.095)+2(0.09525)-0.090475)
=1+1/6(-0.570975)=1-0.0951625 = 0.9048375
Step2: To find y2 , i.e., y  x2   y  0.2  , y1  0.9048375, i.e., y  0.1  0.9048375
Here x1 = 0.1, y1=0.9048375 and h = 0.1
Again by 4th order R-K method, we have
y2 = y1+1/6(k1+2k2+2k3+k4)
Where k1=h f(x1,y1)=(0.1)[f . , . ] =-0.09048375
k2= hf (x1+h/2,y1+k1/2)=(0.1)[f . + . / , . − . / ] =-0.08595956
k3=hf(x1+h/2, y1+k2/2)=(0.1)[f . , . ] = -0.08618577

k4 =h f(x1+h,y1+k3)=(0.1)[f . , . ]= -0.08186517
Hence y2 = 0.9048375+1/6(-0.09048375-2(0.08595956)-2(0.08618577)- 0.08186517
=0.9048375-0.0861065 = 0.818731
y = 0.9048375 when x =0.1 and y =0.818731 where = .
5. Apply the 4th order R-K method to find an approximate value of y when x=0.2 in steps
of 0.1, given that y1 = x2+y2, y (1)=1.5
Sol. Given y1= x2+y2,and y(1)=1.5
Here f(x,y)= x2+y2, y0 =1.5 and x0=1,h=0.1
So that x1=1.1 and x2=1.2
Step1: To find y1 i.e., y(x1)
by 4th order R-K method we have
y1=y0+1/6 (k1+2k2+2k3+k4)
k1=hf(x0,y0)=(0.1)f(1,1.5)=(0.1) [12+(1.5)2]=0.325
.
k2= hf (x0+h/2,y0+k1/2)=(0.1)[f + . , . + ] =0.3866
k3=hf((x0+h/2,y0+k2/2)=(0.1)f(1.05,1.5+0. 3866/2)=(0.1)[(1.05)2+(1.6933)2]=0.39698
k4=hf(x0+h,y0+k3)=(0.1)f(1.05,1.89698)=0.48085
Hence
1
y1  1.5  0.325  2  0.3866   2  0.39698  0.48085
6
 1.8955
Step2: To find y2, i.e., y  x2   y 1.2 
Here x1=0.1,y1=1.8955 and h=0.1

y2 = y1+1/6(k1+2k2+2k3+k4)
k1=hf(x1,y1)=(0.1)f(1.10,1.8955)=(0.1) [ . +(1.8955)2]=0.48029
. .
k2= hf (x1+h/2,y1+k1/2)=(0.1)f(1.1+ ,1.8937+ ) =0.58834
.
k3=hf((x1+h/2,y1+k2/2)=(0.1)f(1.15,1.8937+ ) =(0.1)[(1.15)2+(2.189675)2]=0.611715
k4=hf(x1+h,y1+k3)=(0.1)f(1.2,1.8937+0.610728)=0.77261
Hence y2=1.8955+1/6(0.48029+2(0.58834)+2(0.611715)+0.7726) =2.5043
 y =2.5043 where x=0.2
6. Use R-K method, to approximate y when x=0.2 given that y1=x+y, y(0)=1
Sol: Here f(x,y)=x+y,y0=1,x0=0
Since h is not given for better approximation of y
Take h=0.1
 x1=0.1, x2=0.2
Step1 To find y1 i.e y(x1)=y(0.1)
By R-K method,we have
y1=y0+1/6 (k1+2k2+2k3+k4)
Where k1=hf(x0,y0)=(0.1)f(0,1)=(0.1) (1)=0.1
k2= hf (x0+h/2,y0+k1/2)=(0.1)[f . , . ] =0.11
k3=hf((x0+h/2,y0+k2/2)=(0.1)[f . , + . / ] =(0.1)[(0.05) +(1.055)]=0.1105
k4=h f (x0+h,y0+k3)=(0.1)[f . , . ] =(0.1)[0.1+1.1105]=0.12105
Hence  = . = + . + . + . + .
y = 1.11034

Step2: To find y2 i.e y(x2) = y(0.2)
Here x1=0.1, y1=1.11034 and h=0.1
Again By R-K method,we have
y2=y1+1/6(k1+2k2+2k3+k4)
k1=h f(x1,y1)=(0.1)[f . , . ] =(0.1) [1.21034]=0.121034
k2= h f (x1+h/2, y1+k1/2)=(0.1)[f . + . / , . + . / ]=0.1320857
k3=h f((x1+h/2,y1+k2/2)=(0.1)[f . , . + . / ]=0.1326382
k4=h f(x1+h,y1+k3)=(0.1)[f . , . + . ]=(0.1)(0.2+1.2429783)=0.1442978
Hence y2=1.11034+1/6(0.121034+0.2641714+0.2652764+0.1442978)
=1.11034+0.1324631 =1.242803
y =1.242803 when x=0.2
7. Compute y(0.1) and y(0.2) by R-K method of 4th order for the D.E. y1 = xy+y2, y(0)=1
Sol. Given y1 = xy+y2 and y(0)=1
Here f(x,y)= xy+y2, y0 =1 and x0=0, h=0.1
Step1: To find y1 = y(x1) = y(0.1)
y1=y0+1/6 (k1+2k2+2k3+k4)
k1=hf(x0,y0)=(0.1)f(0,1)=(0.1) [0+1]=0.1
k2= hf (x0+h/2,y0+k1/2)=(0.1)[f . , . ] =0.1155
k3=hf((x0+h/2,y0+k2/2)=(0.1)f(0.05, 1.05775)=0.11217
k4=hf(x0+h,y0+k3)=(0.1)f(0.1, 1.11217)=0.1248

Hence y1 = y(0.1) = y0 + 1/6[k1+2k2+2k3+k4]
= 1+1/6[0.1+0.0231+0.22434+0.1248]
= 1.1133
Here x1=0.1,y1=1.1133 and h=0.1
y2 = y1+1/6(k1+2k2+2k3+k4)
k1=hf(x1,y1)=(0.1)f(0.1, 1.1133)=0.1351
k2= hf (x1+h/2,y1+k1/2)=(0.1)f(0.15, 1.18085) =0.1571
k3=hf((x1+h/2,y1+k2/2)=(0.1)f(0.15, 1.19185) =0.1599
k4=hf(x1+h,y1+k3)=(0.1)f(0.2, 1.2732) =1.1876
Hence y2 = y(0.2) = y1 + 1/6[k1+2k2+2k3+k4]
= 1.1133+1/6(0.1351+0.3142+0.3198+0.1876)
= 1.2728
8. Find y(0.1) and y(0.2) by R-K method of 4th order for the D.E. y1 = x2 – y and y(0)=1
Sol. Given y1 = x2 – y and y(0)=1
Here f(x,y)= x2 – y, y0 =1 and x0=0, h=0.1
y1=y0+1/6 (k1+2k2+2k3+k4)
k1=hf(x0,y0)=(0.1)f(0,1)=(0.1) [0-1]=-0.1

k2= hf (x0+h/2,y0+k1/2)=(0.1)[f . , . ] =-0.09475
k3=hf((x0+h/2,y0+k2/2)=(0.1)f(0.05, 0.952625)=-0.095
k4=hf(x0+h,y0+k3)=(0.1)f(0.1, 0.905)=-0.0895
Hence y1 = y(0.1) = y0 + 1/6[k1+2k2+2k3+k4]
= 1+1/6[-0.1-0.1895-0.19-0.0895] = 0.9052
Here x1=0.1,y1=0.9052 and h=0.1
y2 = y1+1/6(k1+2k2+2k3+k4)
k1=hf(x1,y1)=(0.1)f(0.1, 0.9052)=-0.08952
k2= hf (x1+h/2,y1+k1/2)=(0.1)f(0.15, 0.86044) =-0.08379
k3=hf((x1+h/2,y1+k2/2)=(0.1)f(0.15, 0.8633) =-0.0841
k4=hf(x1+h,y1+k3)=(0.1)f(0.2, 0.8211) =-0.07811
Hence y2 = y(0.2) = y1 + 1/6[k1+2k2+2k3+k4]
= 0.9052+1/6(-0.08952-0.16758-0.1682-0.07811) = 0.8213

MATHEMATICS - II FOURIER SERIES
UNIT – III
Fourier series
Fourier series
Suppose that a given function f  x  defined in   ,   (or)  0, 2  (or) in any other
interval can be expressed as
a0 
f  x     an cos nx  bn sin nx 
2 n1
The above series is known as the Fourier series for f  x  and the constants
a0 , an , bn  n  1,2,3       are called Fourier coefficients of f  x 

Periodic Function
A function f  x  is said to be periodic with period T  0 if for all 𝑥, 𝑥+𝑇 =
𝑥 ,and T is the least of such values

Example:-
(1) sin x  sin  x  2   sin  x  4        the function sin x is periodic with
period 2 . There is no positive value T, 0  T  2 such that sin  x  T   sin x x
𝑇ℎ 𝑖 𝑥𝑖 𝜋
𝜋 𝜋
(3) The period of sin 𝑥𝑖 𝑖. 𝑖 𝑥= 𝑖 +𝑥
Euler’s Formulae
The Fourier series for the function f  x  in the interval 𝐶 ≤ 𝑥 ≤ 𝐶 + 𝜋 is given by
a0 
f  x     an cos nx  bn sin nx 
2 n 1
𝐶+ 𝜋
Where = 𝜋 ∫𝐶 𝑥 𝑥
𝐶+ 𝜋
= 𝜋 ∫𝐶 𝑥 cos 𝑥. 𝑥 and
𝐶+ 𝜋
= 𝜋 ∫𝐶 𝑥 sin 𝑥. 𝑥
These values of a0 , an , bn are known as Euler’s formulae
Corollary 1: If f  x  is to be expanded as a Fourier series in the interval 0  x  2 , put

𝐶= then the formulae (1) reduces to

1 2 1 2
a0   f  x  dx an   f  x  cos nx.dx
 0  0
1 2
bn   f  x  sin nx.dx
 0
Corollary 2:- If f  x  is to expanded as a Fourier series in   ,   put c   , the

interval becomes   x   and the formulae (1) reduces to
1  1 
a0   f  x  dx an    f  x  cos nx.dx
   
1 
bn 
   f  x  sin nx.dx

Functions Having Points Of Discontinuity

In Euler’s formulae for a0 , an , bn it was assumed that f  x  is continuous. Instead a
function may have a finite number of discontinuities. Even then such a function is expressible
as a Fourier series
Let f  x  be defined by
𝑥 =𝜙 𝑥 , <𝑥<𝑥
= 𝜙 𝑥 ,𝑥 < 𝑥 < + 𝜋
Where x0 is the point of discontinuity in  c, c  2  in such cases also we obtain the Fourier
series for f  x  in the usual way. The values of a0 , an , bn are given by
1  x0 c  2
a0     x  dx     x  dx 
 
 c x0 
c  2
an      x  cos nx.dx     x  cos nx.dx 
1 x0
  c x0 
1  x0 c  2
bn 
  c
  x  sin nx.dx  x0   x  sin nx.dx 
Note :-
≠
𝜋
(i) ∫−𝜋 cos 𝑥 cos 𝑥. 𝑥 = { 𝜋, = >
𝜋, = >
𝜋 = =
(ii) ∫−𝜋 sin 𝑥 sin 𝑥. 𝑥 = {
𝜋, ≠ >

Problems:-
𝐒 [ , 𝛑]
.𝐎 = = [ , π]
a0  
Sol: Let    an cos nx   bn sin nx  1

2 n1 n 1
π
Then ao = = = ex = e π
−
π π π π
and an = =
π π
= =
π
Finally bn = =
π π
= =
π
Hence = + +
2.Obtain the Fourier series for the function f(x) = x sinx, 0 < x < 2𝝅 .
Sol. Given, f(x) = x sinx, 0 < x < 2𝜋
𝑎
Let x sinx = + ∑∞= cos nx + ∑∞= sinnx ……………(1)
𝜋
Then = 𝜋
∫ 𝑥 𝑥
𝜋
= ∫ 𝑥 𝑖 𝑥 𝑥
𝜋
[𝑥 − 𝜋
= 𝜋
𝑥 − − 𝑖 𝑥 ]
𝜋
=
𝜋
[– 𝑥 𝑥 + 𝑖 𝑥]
= [ − 𝜋+ − + ]
𝜋
= -2
𝜋
And an = ∫ 𝑥 𝑥 𝑥
𝜋
𝜋
= ∫
𝜋
𝑥 𝑖 𝑥 𝑥 𝑥
𝜋
= 𝜋
∫ 𝑥 𝑖 𝑥 𝑥 𝑥

π
= ∫ x {sin n + x − sin n − x} dx
π
s + x s − x s + x s − x π
= [x {− + } − {− + }] (n≠
π + − + −
s + π s − π
= [ π {− + }] (n ≠
π + −
=- +
+ −
=
−
(n ≠
If n = 1, we have
π
a1 = ∫ x sin x dx
π
− s x −s x π
=
π
[x − ]
= π
(-π
=-
π
Finally, bn = π
∫ f x sinnx dx
π
=π∫ x sinx sinnx dx
π
= π
∫ x sinx sinnx dx …………..(2)
π
= π
∫ x {cos n − x − cos n + x} dx
[ sinAsinB = cos A − B − cos A + B ]
s − x s + x s − x s + x π
= π
[x { −
− +
} − {− −
+ +
}] (n≠
s − π s + π
= [ − − + ] (n≠
π − + − +
=
π
[ −
− +
− −
+ +
] (n≠
Therefore bn = 0 for n≠
If n = 1, then
π
b1 = ∫ x sin x dx [Putting n =1 in (2)]
π
π
= ∫ x − cos x dx [ Integration by parts ]
π
π
s x x s x
= [x x − − + ]
π
π
=
π
[ π. π − − + ]
=π

Substituting the values of a0, an and bn in (1), we get

xsinx = -1 - cosx + ∑∞= cosnx + πsinx
−
s x
= -1 + πsinx − cosx + 2 ∑∞=
−
This is the required Fourier series.

.𝐎
= 𝛑− < < 𝛑𝐖 .
Sol. Given f x = kx π − x in < x < π fourier series of the function f x
f(x)= kx π − x + ∑∞= a cos nx + ∑∞= b sinnx − − − − − − − − −
π π π
k x x π k
a = ∫ f x dx = ∫ kx π − x dx = [π − ] =−
π π π
π π
a = ∫ f x cosnx dx = ∫ kx π − x cosnx dx
π π
π
k sin nx cos nx sin nx
= [ πx − x − π− x − + − (− )]
π n n n
k − π π k − π k
= [{ + cos nπ + } − { + + }] = ( )=− n≠
π n n π n n
π π
b = ∫ f x sinnx dx = ∫ kx π − x sin nx dx
π π
π
k cos nx sin nx cos nx
= [ πx − x − − π − x (− )+ − ]
π n n n
k π kπ
= [{ + − }−{ + − }] =
π n n n n
put the values of a , a , b in we get

∞
π k ∞
f x =− − k∑ cos nx + kπ ∑ sin nx
= n n
=
.
𝛑−
= < < 𝛑
π−x
Sol: Given f x = <x< π
Fourier series of the function f x is given by

∞ ∞
π−x a
f x = = + ∑ a cos nx + ∑ b sinnx − − − − − − − −
= =
π π π
π−x π−x π
a = ∫ f x dx = ∫ dx = [ ] = −−−−
π π π
π π
π−x
a = ∫ f x cosnx dx = ∫ cosnx dx
π π
π
sin nx cos nx sin nx
=[ [ π−x −{ π−x } − + (− )]]
π n n n
π π
= [ + ]= −−−−−
π n n n
π π
π−x
b = ∫ f x sinnx dx = ∫ sin nx dx
π π
π
cos nx sin nx cos nx
=[ [ π−x − − { π − x } (− )+ ]]
π n n n
π π
=[ − + − − + ]= ;b = −−−−−−
n n n n
∞
π−x π cos nx π cosx cos x cos x
f x = = +∑ = + + + + ….
n
=
; <x<π
5. Expand ={ as a Fourier Series.
𝛑<x< 𝛑
Sol:- The Fourier series for the function in (0, 𝜋 is given
f x = + ∑∞= a cos nx + ∑∞= b sinnx … … . .
π π π π
a = π∫ f x dx = π [∫ dx + ∫π dx] = π x =1
2 1  2
(0) cos nx.dx 
1
an   f  x  cos nx.dx   1 cos nx.dx  
 0 
 0  

1  sin nx  1
    (0)  0 ( sin 0  0,sin n  0)
  n 0 
π π π
b = ∫ f x sin nx. dx = [∫ sin nx. dx + ∫ . sin nx. dx]

π π
π
π
− cos nx π
= [∫ sin nx. dx] =
π π n

=− 𝜋− =− [ − − ]
𝜋 𝜋
when n is even
={
when n is odd
𝜋
f x = + ∑∞= , , sin nx = + sinx + sin x + sin x+. .
π π
6. Obtain Fourier series expansion of f  x     x  in 0  x  2 and deduce the value

2
1 1 1 2
of       
12 22 32 6
Sol:-Given f x = π − x <x< π
Fourier series of the function f x is given by
∞ ∞
a
f x = π−x = + ∑ a cos nx + ∑ b sinnx − − −
= =
π π
a = ∫ f x dx = ∫ π − x dx
π π
π
π
∫ [π + x − πx] dx = −−−−−
π
π π
a = ∫ f x cosnx dx = ∫ π − x cosnx dx
π π
π
sin nx cos nx sin nx π π
= [ [ π−x −{ π−x } − + (− )]] = [ + ]
π n n n π n n
= −−−−
n
π π
b = ∫ f x sinnx dx = ∫ π − x sin nx dx
π π
π
cos nx sin nx cos nx
=[ [ π−x − − { π − x } (− )+ ]]
π n n n
π π
= [ − + − − + ]= ;b = −−−−−−
π n n n n
∞
π cos nx π cosx cos x cos x
f x = π−x = + ∑ = + + + + −−−
n
=
Deduction:-

Putting x  0 in the above equation we get
∞
π cos nx π cos cos cos
f = π− = + ∑ = + + + + −−−
n
=
π
π = + + + + −−−
π
π − = 4[ + + + − − −]
1 1 1 2
      
12 22 32 6
Fourier Series in [−𝝅, 𝝅]

1. f  x  x   x  
Sol. Let the function x be represented by the Fourier series as
a0  
f ( x)  x    an cos nx   bn sin nx  1
2 n 1 n 1
π π
a = ∫ f x dx = ∫ f x dx = x is odd function
π π
−π −π
π
a = ∫ f x cos nx. dx
π
−π
= ( x cos nx is odd function and cos nx is even function

π π π
b = ∫ f x sin nx. dx = ∫ x sin nx. dx = = [ ∫ x sin nx. dx]

π π π
−π −π −π
π
= [ ∫ x sin nx. dx] [ x sin nx is even function]

π
−π
− cos nx − sin nx π −π cos nπ

= [x − ( )] = [ − + ]
π n n π n
sin nπ = , sin =
2 2 2
  cos n   1   1 n  1,2,3.....
n n 1
n n n
Substituting the values of a0 , an , bn in , We get

∞
+
x − π = −π + ∑ − sin nx
n
=
= −π + [sin x sin x + sin x − sin x + … … .]
2. Obtain the Fourier series for the function f(x) = | | in –𝝅 < < 𝝅 and
𝝅
deduce that + + + ⋯….= 𝟖
Sol. Given f(x) = |𝑥| in –𝜋 < 𝑥 < 𝜋

Since f(-x) = |−𝑥| = x = |𝑥| = f(x)
Therefore f(x) = |𝑥| is an even function.
Hence the Fourier series will consist of cosine terms only.
𝑎
Therefore f(x) = |𝑥| = + ∑∞= cosnx …………….(1)
𝜋
Where =𝜋∫ 𝑥 𝑥
𝜋
= 𝜋
∫ |𝑥| 𝑥
𝜋
= 𝜋
∫ 𝑥 𝑥
𝜋
𝑥
= [ ]
𝜋
𝜋
= 𝜋
[ ]
= 𝜋 ……………(2)
π
And an = π
∫ f x cosnx dx
π
= π
∫ |x| cosnx dx
π
=
π
∫ x cosnx dx
s x − s x π
= [x − ]
π
s π
=
π
[ − ]
=π [ − − ]
, if n is even
Therefore a = { ………………(3)
, if n is odd
Substituting the values of a0 and an from (2) and (3) in (1), we get
π sx s x s x
|x| = −π + + + ⋯………. ……… 4

Deduction:
When x=0, |𝑥|= | | = 0
Therefore x = 0,|𝑥| = | | = 0
Putting x = 0 in (4) ,we have
𝜋
= −𝜋 + + +⋯
𝜋
= + + +⋯ =
3. f  x  x     x  
Sol. Let the function x   be represented by the Fourier series
a0  
f  x  x   =   n
2 n 1
a cos nx  
n 1
bn sin nx  1
π π π π
Then,a = π ∫−π f x dx = π ∫−π f x − π dx = π [∫−π xdx = π ∫−π dx]
π
= [ − π. ∫ dx] x is odd function

π
= [− π x π ] =− π− =− π
π
π π
and a = π ∫−π f x cos nx. dx = π ∫−π x − π cos nx. dx
π π
1 
= [ ∫ x cos nx. dx − π ∫ cos nx. dx]  0  2  cos nx.dx 
x   0 
−π −π
( x cos nx ฀ is odd function and cos nx is even function

π
sin nx π
a = − ∫ cos nx. dx = − ( )
n
− −
= sin nπ − sin = − = for n = , , … … … .
n n
π π π π
b = ∫ f x sin nx. dx = ∫ x − π sin nx. dx = [ ∫ x sin nx. dx − π ∫ sin nx. dx]

π π π
−π −π −π −π
π
= [ ∫ x sin nx. dx − π ] [ x sin nx is even function]

π
−π
− cos nx − sin nx π −π cos nπ

= [x − ( )] = [ − + ] sin nπ =
π n n π n

2 2 2
 1   1 n  1, 2,3.....
n 1
 cos n 
n
 n n
Substituting the values of a0 , an , bn in ,

∞
+
We get , x − π = −π + ∑ − sin nx
n
=
= −π + [sin x sin x + sin x − sin x + … … .]
4. F e ax from    x   .
  1 1 1 
 2 2  2  2     
sinh   2 1 3 1 4 1 
Sol. Let the function e ax be represented by the Fourier series
a0  
e ax =   an cos nx   bn sin nx  1
2 n 1 n 1

1  e ax  1  a a ea  e  a
1 
a0   e  ax dx   
     a  

a
e  e   a
Then
a  ea  e a  1 sinh a
 0    a
2  2  a
π e−ax π
a = π ∫−π e− x cos nx. dx = π [ +
−a cos nx + n sin nx ]
−π
eax
[ ∫ e− x cos bx. dx = +
a cos bx + b sin bx ]
e−aπ e−aπ
a = π{ −a cos nπ + − −a cos nπ + }
+ +
π π s πs π
= e − e− cos nπ =
π + π +
− s π
= cos nπ = −
π +
π
Finallyb = ∫−π e− x sin nx. dx
π
eax
[ ∫ e x sin bx. dx = +
a sin bx − b cos bx ]
e−ax π
= π
[ +
−asinnx − ncosnx ]
−π
e−aπ eaπ
= [ − n cos nπ − − n cos nπ ]
π + +
s π eaπ −e−aπ − s π
= =
π + π +
=

a0
Substituting the values of , an and bn in we get
2
s π − s π s π
e− π
= + ∑∞= [ cos nx + − n sin nx]
π π + π +
sx s x s x
s π
− +
+ +
− +
+⋯
= { s x s x s x
} ──
+
− +
+ +
…
:
Putting x  0 and a  1 in , we get
2sinh   1 1 1 1 1 
1    2  2  2   
  2 2 2 1 3 1 4 1 
  1 1 1 
  2 2  2  2    
sinh   2 1 3 1 4 1 
. 𝐒 = + ,− < <
i − − − −= ii − −=
Sol: Let x + x = + cos nx + →
find a = π
= π
=
find an =
π
= π
= ฀
π
= [
= [
=
฀ =
Find an =
π
= =

Substituting in , the required Fourier series is,

π x x x x
x+x = – Cos x – Cos + Cos +. . + Sin x – Sin + Sin +⋯
6.Obtain the fourier series for = − in the interval [-π, π] . Hence show that
− 𝒏− 𝝅
∑∞
𝒏= =
𝒏
Sol: The fourier series of f x = x − x in [-π, π] is given by

𝑎
x−x = + ∑∞= a cosnx + b sinnx ….
Using Euler’s formulae , we determine a and b

π π π π
ao= ∫−π f x dx = ∫−π x − x dx = [∫−π x dx − ∫−π x dx]
π π π
π
= [ − ∫ x dx] ( since x is odd function and x is even function
− x π − π
= ( π − =−
π π
π
And a = ∫−π x − x cosnx dx
π
s x − s x −s x
= [ x−x
π
− − x + − ]π−π , integration by parts
− s π − −
= = n≠ [since cosnπ = − ]
π
Finally b = π ∫−π x − x sinnx dx
−cosnx −sinnx cosnx π − cosnπ

= [ x−x − − x ( )+ − ] =
π n n n −π n
− −
=
n
Sub the values of , and in (1) ,we get
∞
−π − − − − sinnx
x−x = + ∑( cosnx + )
n n
=
∞ +
−π − −
= + ∑[ cosnx + sinnx]
n n
=
−π sx s x s x s x s x s x s x s x
= + [ − + − + ⋯ . ]+ [ − + − + ⋯ . ] …. 2
Deduction:
X= is a point of continuity of f x . Hence the fourier series of f x at
x= converges to f
Putting x = in , we get
−𝜋 𝜋
0= + − + − +⋯ i.e., − + − +⋯=

− 𝑛− 𝜋
Or ∑∞= =
7.Find the Fourier series of the periodic function defined

−𝛑, −𝛑 < x < 1 1 1 2
as =[ ] hence deduce that 2  2  2       
, < <π 1 3 5 8
a0  
Sol. Let f  x     an cos nx   bn sin nx  1 then
2 n1 n 1

1  1 o 
 1  x2  
a0    f  x  dx 
  
   dx  0 xdx     x     
0
     2  0 
1  2  2  1   2  
    
  2    2  2
 1 o 
0 x cos nx.dx 
1
 f  x  cos nx.dx   
  
an   cos nx.dx 
 

1   sin nx   sin nx cos nx   1 
0
1 1 
     x     0  2 cos n  2 
   n   n n 0    n
2
n 
=π cos nπ − = [ − − ]
π
− − −
a = ,a = ,a = ,a = ,a = −−−
.π .π .π
π π
b = ∫ f x sin nx. dx = [ ∫ −π sin nx. dx + ∫ x sin nx. dx]

π π
−π −π
cos nx cos nx sin nx π

= [π + (−x + ) ]
π n −π n n
π π
= [ − cos nπ − cos nπ] = − cos nπ
π n n n
1 1
b1  3, b2  , b3  1, b4  and so on
2 4
Substituting the values of a0 , an and bn in (1), we get
−𝜋 cos 𝑥 cos 𝑥
𝑥 = − (cos 𝑥 + + +. . ) +
𝜋
s 𝑥 s 𝑥 s 𝑥
sin 𝑥 − + + +. −
Deduction: Putting x  0 in (2), we obtain =

−𝜋
− + + + …. ..
Now f  x  is discontinuous at x  0

f  0  0    and f  0  0   0
1 
f  0   f  0  0   f  0  0   
2 2
−𝜋 −𝜋 𝜋
Now (3) becomes = −𝜋 + + + −−− → + + ⁄ +⋯=
−𝛑, −𝛑 < x <
8. Find the Fourier series of the periodic function defined as =[ ]
𝛑, < < π
a0  
Sol. Let f  x     an cos nx   bn sin nx  1 then

2 n1 n 1
 1 o 
0  dx 
1
 f  x  dx  
  
a0    dx 
 
1 1 1
  x      x  0     2   2   0  0


0
    
1  
an   f  x  cos nx.dx       cos nx.dx    cos nx.dx 
1 o
     0 

1   sin nx  
0
 sin nx 
      
   n    n 0


1
 (0) (Q sin 0  0,sin n  0)

π π
bn = ∫ f x sin nx. dx = π [∫−π −π sin nx. dx + ∫ π sin nx. dx]
π −π
cos nx cos nx π
= [π + −π ]
π n −π n
π π
= [ − cos nπ − cos nπ − cos ]
π n n
when n is even
= − cos nπ = − − ={ when n is odd
Substituting the values of a0 , an and bn in (1), we get f x = ∑∞= sin nx where n is odd
f x = (sin x + sin x + sin x ± − −)
Even and Odd Functions:-

A function f  x  is said to be even if f   x   f  x  and odd if f   x    f  x 
Example:- x2 , x4  x2  1, e x  e x are even functions
x3 , x,sin x,cos ecx are odd functions

Note1:-
1.Product of two even (or) two odd functions will be an even function

2.Product of an even function and an odd function will be an odd function
f  x dx  0 when f  x  is an odd function

a
Note 2:- 
a
 2 f  x  dx when f  x  is even function

a
Fourier series for even and odd functions:-

We know that a function f  x  defined in   ,   can be represented by the Fourier series
a0  
f  x    an cos nx   bn sin nx
2 n 1 n 1
1 
Where a0   f  x  dx
 
1 
f  x  cos nx.dx

an 

1 
and bn 
   f  x  sin nx.dx

Case (i):- when f  x  is an even function
1  2 
a0   f  x  dx   f  x  dx
   0
Since cos nx is an even function, f  x  cos nx is also an even function

π
Hence a = π ∫−π f x cos nx dx
π
= π ∫ f x cos nx dx
Since sin nx is an odd function, f  x  sin nx is an odd function
1 
f  x  sin nx.dx  0

 bn 

 If a function f  x  is even in   ,   , its Fourier series expansion contains only cosine

terms
a0 
 f  x    an cos nx
2 n 1
2 
Where an 
  f  x  cos nx.dx, n  0,1, 2,     
0
Case 2:- when f  x  is an odd function in   ,  

1 
f  x  dx  0 Since f  x  is odd

a0 

Since cos nx is an even function, f  x  cos nx is an odd function and hence
1 
an 
   f  x  cos nx.dx  0

Since sin nx is an odd function; f  x  sin nx is an even function

𝜋
= 𝜋 ∫−𝜋 𝑥 sin 𝑥 𝑥
𝜋
= ∫−𝜋 𝑥 sin 𝑥 𝑥
𝜋
Thus, if a function f  x  defined in   ,   is odd, its Fourier expansion contains only sine
terms
2 
f  x  sin nx.dx

𝑥 = ∑ 𝜋= sin 𝑥 Where bn 
0
Problems
1. 1. Expand the function f  x   x 2 as a Fourier series in[−𝝅, 𝝅], hence deduce that
1 1 1 1 2
(i)        
12 22 32 42 12
Sol. Since f   x     x   x 2  f  x 
2
𝑥 is an even function
Hence in its Fourier series expansion, the sine terms are absent

𝑎
𝑥 =  n 1
cos 𝑥 … …
𝜋
𝜋 𝑥 𝜋
Where = 𝜋∫ 𝑥 𝑥=𝜋 = ……
π
an= π ∫ f x cos nx. dx
π
sin nx −cos nx − sin nx π
= ∫ x cos nx. dx = [x ( )− x + ( )]
π π n n n
s π s π
= π[ + π + ]= = − ------
Substituting the values of a0 and an from (2) and (3) in (1) we get

 1
n 1
2
4 
2 
x    2  1 cos nx   4
2 n
cos nx
3 n 1 n 3 n 1 n2
2  cos 2 x cos 3x cos 4 x 
  4  cos x           4
 
2 2 2
3 2 3 4
Deduction: Putting x  0 in (4), we get
2  1 1 1  1 1 1 2
0   4 1  2  2  2       1  2  2  2     
3  2 3 4  2 3 4 12
2.Find the Fourier series to represent the function f  x   sin x ,   x  
Sol: Since sin x is an even function, bn  0 for all n


a0
Let f  x  sin x    an cos nx  1
2 n 1
π π π
Where a = ∫−π|sin x|dx = ∫ sin x dx = − cos x
π π π
−
= − − =
π π
π π
and a = π ∫−π f x cos nx. dx = π ∫ sin x. cos nx dx
π s + x s − x π
= π ∫ [sin + n x + sin − n x] dx = π [− +
− −
] n≠
π
cos + n π cos − n π
=− [ + − − ] n≠
π +n −n +n −n
1   1  1  1  1
n 1 n 1
1  n 1  1 1   1 1 
      1     
  1  n 1  n     1  n 1  n  1  n 1  n  
− + +
= [ − − ]=π [ − − ]
π − − −
−
=π [ + − ] n≠
−
if n is odd and n ≠
a ={ −
if n is even
π −
π π
For n = , a = ∫ sin x. cons x dx = π ∫ sin x dx
π
− s x π −
= = cos π − =
π π
2 
4
Substituting the values of a0 , a1 and an in (1) We get sin x    cos nx
 n2,4,   n2  1

2 4  cos nx 2 4  cos2nx
     
  n2,4 n 2  1   n1 4n 2  1
(Replace n by 2n)
Hence sin x  2  4  cos 2 x  cos 4 x      

  3 15 
2sin a  sin x 2sin 2 x 3sin 3x 

3. Show that for    x   , sin ax    2  2  ......
 1  a
2 2
2 a 2
3 a 2

(a is not an integer)
Sol: - As sin ax is an Odd function. It’s Fourier series expansion will consist of
sine terms only

 sin ax   bn sin nx    (1)
n 1
 
2 2
where bn   f ( x)sin nx dx   sinax.sin nx dx
0 0

2
  [cos(a  n) x  cos(a  n) x]dx
0
[ 2sin A sin B  cos(A B)  cos(A B)]

1  sin(a  n) x sin(a  n) x 
bn   
  an a  n  0
1  sin a  cos n   cos  sin n  sina  cosn   cos a  sin n  

 
  an an 
1  sin a  .cos n  sin a .cos n 

bn 
  an

an   sin n  0
1  1 1 
 sin a cos n   
  an an
1 n  anan (1) n 2n
 sin a (1)   sin a
  a  n   (a  n )
2 2 2 2
Substituting these values in (1), we get

2sin a 
n(1) n 2sin a 
n( 1) n 1
sin ax 


n 1 ( a  n )
2 2
sin nx 


n 1 ( n  a )
2 2
sin nx
2sin a  sin x 2sin 2 x 3sin 3 x 

    2  ......
 1  a
2 2
2 a
2 2
3 a 2

4. Find the Fourier series to represent the function =𝐒 , −𝛑 < 𝑥 < π.
Sol:- since sin x is an odd function = =

Let f x = ∑ b sin nx, where

π π
b = ∫ sin x sin nx dx = ∫ [cos − n x − cos + n x] dx
π π
s − x s + x π
= [ − ] (n≠ = n≠
π − +
π π − s x S x π
If n=1 b = π ∫ sin x dx = π ∫ dx = π x− = π
π− = f x =
b sinx = sinx
2sink   sin x 2sin 2 x 3sin 3x 
5. Show that for    x   , sink x    2  2  ......
 1  k
2 2
2 k 2
3 k 2

(k is not an integer)
Sol: - As sin kx is an Odd function.

It’s Fourier series expansion will consist of sine terms only

 sin k x   bn sin nx
n 1 ------------- (1)
 
2 2
Where bn   f ( x)sin nx dx   sin kx.sin nx dx
0 0

2
  [cos(k  n) x  cos(k  n) x]dx
0
[ 2sin A sin B  cos(A B)  cos(A B)]

1  sin(k  n) x sin(k  n) x 
bn  
  k  n k  n  0
1  sin k cos n   cos  sin n  sink  cosn   cos k sin n  

 
  k n k n 
1  sin k .cos n  sink  .cos n 

bn 
  k n

k n   sin n  0
1  1 1  1 n  k nk n (1)n 2n

 sink  cos n     sin k  ( 1)    sink 
  k n k n   k  n   (k  n )
2 2 2 2

2sink  
n(1) n 2sink  
n( 1) n 1
sink x 


n 1 (k  n )
2 2
sin nx 


n 1 ( n 2
 k 2
)
sin nx
2sink   sin x 2sin 2 x 3sin 3 x 

   2  2  ......
 1  k
2 2
2 k 2
3 k 2


Half –Range Fourier Series :- To obtain Fourier series of function f(x) in

the interval (o,π)
1) The sine series

f  x    bn sin nx where bn 
2 
n 1   f  x  sin nx.dx
0
2) The cosine series

a0 
f  x    an cos nx
2 n 1
2 
where a0 
  f  x dx and
0
2 
an 
  f  x  cos nx.dx
0
Note:-
1.Suppose f  x   x in 0,   .It can have Fourier cosine series expansion as well as Fourier
sine series expansion in  0,  
2.If f  x   x 2 in 0,   can have Fourier cosine series expansion as well as Fourier sine
series expansion in  0,  
Half –Range Fourier Series:-

Problems
1.Find the half range sine series for = 𝛑− , 𝒏 < 𝑥 < 𝜋 Deduce that
1 1 1 1 3
       
13 33 53 73 32
Sol. The Fourier sine series expansion of f  x  in  0,   is
𝑥 = 𝑥 𝜋 − 𝑥 = ∑∞= sin 𝑥
𝜋 𝜋
Where = 𝜋∫ 𝑥 sin 𝑥. 𝑥 ; = 𝜋 ∫ 𝑥 𝜋 − 𝑥 sin 𝑥. 𝑥
 x  x  sin nx.dx
2 

 2
0


2   cos nx    sin nx  cos nx 
   x  x 2       2 x      2  3 
  n   n 
2
n 0

22
  n 3 1  cos n   4

 n 3
1   1
n
 
 0, when n is even

bn   8
 , when n is odd
  n3
Hence
8 8 sin 3x sin 5x 
x   x   
n 1,3,5...  n
3
sin nx  or  x   x   

sin x 
33
 3        1
5 
Deduction: Putting x   in (1), we get

2
𝜋 𝜋 𝜋 𝜋 𝜋
𝑥− = ( 𝑖 + 𝑖 + 𝑖 + − − −)
𝜋
𝜋 𝜋 𝜋 𝜋
⟹ = [ + 𝑖 𝜋+ + 𝑖 𝜋+ + 𝑖 𝜋+ + − − −]
𝜋
𝜋
(or) = + + + + −−−
eax  e ax
2.Find the half- range sine series for the function f  x   in  0,  
ea  e a
Sol.Let f x = ∑∞= b sin nx───
π π eax −e−ax
Then b = π ∫ f x sin nx. dx = π ∫ . sin nx. dx
eaπ −e−aπ
π π
=π eaπ −e−aπ
[∫ e x sin nx. dx − ∫ e− x sin nx. dx]
π π
ex e− x
= π
[[ a sin nx − n cos nx ] − [ −a sin nx − n cos nx ] ]
π e − e− π a +n a +n
−e π n −e π n
= π
[ n − + + n − − ]
π e − e− π a +n a +n a +n a +n
n − e− x − e x n − +
= [ ]= − − ───
π e π − e− π n +a π n +a
Substituting (2) in (1), we get
− 𝑛+ s 𝑥 s 𝑥 s 𝑥
𝑥 = ∑∞= sin 𝑥 = 𝜋 [𝑎 − + − − − − −]
𝜋 𝑎 + + 𝑎 + 𝑎 +

3.Obtain the half-range sine and cosine series for the function
𝝅
f(x)= (𝝅 − in the range 0≤ ≤𝝅
𝟖
Sol. Half – Range Fourier Sine Series

The Fourier Sine series of f(x) in (0,π is
πx
f(x) = (π − x
= ∑∞= b sinnx ………..(1)

π
Where b = ∫ f x sinnx dx
π
π πx
=π∫ π − x sinnx dx
π π
=
π
∫ πx − x ) sinnx dx
− s x −s x s x π
= [ πx − x − π− x + − ]
= [ − cosnπ ]
− −
= [ ]
, when n is even
b ={
, when n is odd
Substituting the values of b in (1), we get

πx
(π − x = ∑∞= , , ,… sinnx
= sinx + sin3x + sin5x + ……….
Half – Range Fourier Cosine Series :

𝑎
The Fourier Sine series of f(x) in (0,𝜋 is f(x) = + ∑∞= cosnx ……….(2)
𝜋
Where =𝜋 ∫ 𝑥 𝑥
𝜋 𝜋𝑥
=𝜋∫ 𝜋−𝑥 𝑥
𝜋
= ∫ 𝜋𝑥 − 𝑥 dx
𝜋
𝜋𝑥 𝑥
= [ − ]
𝜋 𝜋
= [ − ]
𝜋
=
π
And a = ∫ f x cosnx dx
π

π πx
= ∫ π − x cosnx dx
π
π
= ∫ πx − x cosnx dx
s x − s x −s x π
= [ πx − x − π− x + − ]
s x s x s x π
= [ πx − x + π− x + ]
π s π π
= [{ − + }−{ + + }]
–π s π−π
= [ ]
−π + s π
= [ ]
−π + −
= [ ]
, When n is odd
Therefore a = {−π
, when n is even
Substituting the values of a0 and an in (2), we get

π π
f(x) = - ∑∞= , , , …… cosnx
π π
= - [ cos x + cos x + cos x + ⋯ … . . ]
4 .Find Fourier Cosine and Sine series for the function
 
 kx for 0  x 

f  x  
2
k   x  for   x  

 2
Sol: Fourier Cosine series is f x = + ∑∞= a cosnx
Where
π
a = ∫ f x dx
π
π
π
= [∫ kxdx + ∫π k π − x dx]
π
π
π
x x
= π
[ + πx − π⁄
]
π π π π π
= [ + π − − + ] =
π
π
a = ∫ f x cosnx dx
π
π
π
= π
[∫ x cosnx dx + ∫π π − x cosnx dx]

𝜋⁄ 𝜋
𝑘 𝑠𝑖 𝑥 −𝑐 𝑠 𝑥 𝑠𝑖 𝑥 −𝑐 𝑠 𝑥
= [{𝑥 − } +{ 𝜋−𝑥 − − }𝜋 ]
𝜋 ⁄
𝑛𝜋 𝑛𝜋 𝑛𝜋 𝑛𝜋
𝑘 𝜋 s s − 𝑛 𝜋 s s
= [ ( )+( )− − − ( )+( )]
𝜋
𝑛𝜋
𝑘 𝑐 𝑠 − 𝑛
= [( )− − ] (n # 0)
𝜋
= 0 for n is odd
𝑛
𝑘 −
= 𝜋
[ − ]
𝑛
𝜋 𝜋
for n is even (since = 0 for ‘n’ is odd and = − )
Fourier Cosine series is given by

∞
𝑘𝜋 𝑘 −
𝑥 = + ∑ [ − ] 𝑥
𝜋
= , ….
𝑘𝜋 𝑘 𝑐 𝑠 𝑥 𝑐 𝑠 𝑥 𝑐 𝑠 𝑥
= − 𝜋
[ + + + ⋯..]
Fourier Sine series is

∞
f x = ∑ b sinnx
=
π
Whereb = π ∫ f x sinnx dx
𝜋
𝑘 𝜋
= 𝜋
[∫ 𝑥 𝑖 𝑥 𝑥 + ∫𝜋 𝜋 − 𝑥 𝑖 𝑥 𝑥]
𝜋⁄ 𝜋
𝑘 −𝑐 𝑠 𝑥 −𝑠𝑖 𝑥 −𝑐 𝑠 𝑥 −𝑠𝑖 𝑥
= [{𝑥 − } +{ 𝜋−𝑥 − − }𝜋 ]
𝜋 ⁄
𝑛𝜋 𝑛𝜋 𝑛𝜋 𝑛𝜋
𝑘 −𝜋 𝑐 𝑠 𝑠𝑖 𝜋 𝑐 𝑠 𝑠𝑖
= [ ( )+( )+ ( )+( )]
𝜋
𝑘𝑠𝑖 𝜋/
= = 0 for ‘n’ is even
𝜋
𝑛−
𝑘 −
= for ‘n ’ is odd
𝜋
Fourier Sine series is given by

−
− s x s x s x
f x = ∑∞= , ….. sinnx =[ − + …….]
π
5. Find Half range Cosine series for the function

 
 k for 0  x 

f  x  
2
 k for   x  

 2
Sol: Fourier Cosine series is
∞
𝑥 = +∑ 𝑥
=
Where
𝜋
𝜋 𝜋 − 𝑘 𝜋 𝜋
= 𝜋∫ 𝑥 𝑥 = 𝜋
[∫ −𝑘 𝑥 + ∫𝜋 𝑘 𝑥] = 𝜋
[- + 𝜋 − ] = 0
𝜋
= ∫ 𝑥 𝑥 𝑥
𝜋
𝜋
𝑘 𝜋
=
𝜋
[− ∫ 𝑥 𝑥 + ∫𝜋 𝑥 𝑥]
𝜋 𝑛𝜋 𝑛𝜋
𝑘 𝑠𝑖 𝑥 𝑠𝑖 𝑥 𝜋 𝑘 𝑠𝑖 𝑠𝑖
=𝜋 [ + 𝜋] = 𝜋 [− ( ) + (− )]
𝑛𝜋
− 𝑘 𝑠𝑖
= ( ) = 0 if ‘n’ is even
𝜋
𝑛−
− 𝑘
=𝜋 − if ‘n’ is odd
𝑛−
𝜋
[since 𝑖 = − if ‘n’ is odd
= 0 if ‘n’ is even ]
Fourier Cosine series is given by
∞
− 𝑘 −
𝑥 = ∑ − 𝑥
𝜋
= , , …….
− 𝑘 𝑐 𝑠𝑥 𝑐 𝑠 𝑥 𝑐 𝑠 𝑥
= 𝜋
[ − + …………..]
6. Find Fourier Sine series for the function = < x < π.

Sol: Fourier Sine series is x = ∑∞= b sinnx
π
Where b = ∫ f x sinnx dx
π
π
= ∫ sinnx cosx dx
π
π
=
π
∫ [sin n + x + sin n − x] dx
s + x s − x
=
π
[ − +
+ − −
]π
+ −
− − − −
= [ − + + ]
π n+ n− n+ n−

= 0 for n is odd
=𝜋 −
(n # ) for n is even.
For n=1
π
b = ∫ f x sinx dx
π
π
= ∫ cosx sinx dx
π
π 𝛑
= ∫ sin x dx = − =0
π 𝛑
Fourier Sine series is given by

s x s x s x
f x = ∑∞= , ….. π −
sinnx =π [ + + … ..]
𝛑
, <x<
7.Find the fourier cosine series of f(x) ={ 𝛑
, <x<π
Sol : Let f(x) = + ∑∞= a cosnx …..(1)

π
π π
ao= π ∫ f x dx = π
[∫ cosx dx + ∫π dx]
π⁄
= π sinx =π − =π ..…(2)
π
And a = π ∫ f x cosnx dx
π⁄ π
= π [∫ cosx. cosnx dx + ∫π⁄ . cosnx dx]
π⁄
=π∫ cosnxcosx dx …..(3)
π⁄ π
s + x s − x ⁄
= π∫ [cos n + x + cos n − x]dx = [ + ] n≠
π + −
π π
s + s −
= [ + ] n≠
π + −
π π π π
s .s s .s π
= [ − ] (since cos = )
π + −
π
s
a = [ − ] n≠
π + −
π
− s
=π n≠ …..(4)
−
π⁄ π⁄ π⁄
s x
If n=1 ,then a = π ∫ cos x dx [from ]= ∫
π
+ cos x dx = π
x+
π
= [ + − + ]= ….
π

Sub (2), ( 4) and (5) in (1) , we get

π
s
f(x) = +a cosx+∑∞= a cosnx = + cosx − ∑∞= cosnx
π π −
π
sπ s s π
= π
+ cosx − π [ − +
cos x + − +
cos x + − +
cos x + ⋯ ]
cos x cos x cos x

= + cosx − [− + − +⋯]
π π . . .
s x s x s x
= + cosx + [ − + ]
π π . . .
8.Obtain the fourier cosine series for the function f(x) =xsinx , ( ,𝛑
Sol : Let f x = xsinx = + ∑∞= a cosnx ….(1)
π π
Where a0= π ∫ f x dx = π
∫ xsinx dx
= π [x −cosx + sinx ]π = π [−πcosπ + sinπ] = π π =

π π
And a = ∫ f x cosnx dx = π
∫ xsinxcosnx dx
π
= π ∫ x[sin n + x − sin n − x] dx n≠
π
− cos n + x cos n − x − sin n + x sin n − x
= {x [ + ]− [ + ]} n≠
n+ n− n+ n−
−
= +
cox n + π+ −
cos n − π
− − − + − +
=
−
− +
= −
, n≠
− −
a = ;a = ;a = ;a = ;…
. . . .
π π
Now a = π ∫ xsinxcosx dx = π
∫ x sin x dx
− s x −s x π −π −
= π [x − ] = [ cos π] =
π
From , we have
xsinx = − cosx − cos x + cos x − cos x + ⋯ …..
. . .
π π
Deductions: Putting x = in (2), we obtain = + − + − +⋯
. . . .
π π−
.
− .
+ .
− .
+⋯= − =
π−
− + − + ⋯.=
. . . .

Fourier series of defined in [c, c + l]:-

It can be seen that role played by the functions 1,cos x,cos 2 x,cos3x,.....sin x,sin 2 x.........
In expanding a function f  x  defined in [ , + 𝜋] as a Fourier series, will be played by
x   2 x   3 x 
1, cos   , cos   , cos   ,.....
 e   e   e 
x   2 x   3 x 
sin   ,sin   ,sin   ,.....
 e   e   e 
In expanding a function f  x  defined in c, c  2l 

+ πx πx
(i) ∫ sin . cos dx =
, 𝑖 ≠n
+ πx πx
(ii) ∫ sin . sin dx = { l, if m = n ≠
, if m = n =
, 𝑖 ≠n
+ πx πx
(iii)∫ cos . cos dx = { l, if m = n ≠
l, if m = n =
[It can be verified directly that, when m, n are integers ]
∫
Fourier series of defined in[ , 𝒍]:-
Let f  x  be defined in  0, 2l  and be periodic with period 2l . Its Fourier series expansion is
πx πx
defined as f x = a + ∑∞= [a cos + b sin ]
πx πx
Where ao = ∫ f x dx , a = ∫ f x cos dx and b = ∫ f x sin dx
Fourier Series Of Defined In[−𝒍, 𝒍]

Let f  x  be defined in  l , l  and be periodic with period 2l . Its Fourier series expansion is
1 
 n x n x 
defined as  
f x  a0   an cos
  bn sin 
2 n 1  l l 
− − πx − πx
Where ao = ∫ f x dx , a = ∫ f x cos dx and b = ∫ f x sin dx
Fourier series for even and odd functions in[−𝒍, 𝒍]:-

n x
Let f  x  be defined in  l , l  . If f  x  is even f  x  cos is also even
l
nπx
a = ∫ f x cos dx
l l
−

nπx
= ∫ f x cos dx
l l
πx
And f x sin is odd
nπx
b = ∫ f x sin dx = ∀n
l l
−
Hence,
If f  x  is defined in  l , l  and is even its Fourier series expansion is given by
1 
n x
f  x   a0   an cos
2 n 1 l
2 l n x
where an   f  x  cos dx
l 0 l
If f  x  is defined in  l , l  and its odd its Fourier series expansion is given by

n x 2 l n x
f  x    bn sin where bn   f  x  sin dx
n 1 l l 0 l
Note:- In the above discussion if we put 2l  2 , l   we get the discussion regarding the
intervals  0, 2  and   ,   as special cases
Fourier series of defined in [c, c + l]:-

Problems:-
1.Express f  x   x 2 as a Fourier series in  l , l 
Sol: Since f −x = −x =x =f x
Therefore f  x  is an even function
Hence the Fourier series of f  x  in  l , l  is given by
a0  n x 2 l n x
f  x    an cos where an   f  x  cos dx
2 n 1 l l 0 l
x
Hence a = ∫ x dx = =
πx
and a = ∫ f x cos dx
l
   n x    n x   n x 
2   sin  l  
    cos    sin 
  x2    2x  l   2 l 
l   n    n 2
 2
  n 3
 3

    
 
 l 
  l2   l3 0

πx
s
= [ x π
]
l
Since the first and last terms vanish at both upper and lower limits
2  cos n  4l 2 cos n  1 4l

n 2
 an  2l 2 2 2    2 2
l  n  /l  n 2 2 n
l 2   1 4l n x l 2 4l 2   1
n n 1
n x
2
x    2 2 cos
2
  2  2 cos
3 n1 n  l 3  n1 n l
l 2 4l 2  cos  x / l  cos  2 x / l  cos  3 x / l  
  2       
3   1 2
2 2
32

2. Obtain Fourier series for f(x) = x3 in [-1, 1].
Sol: The given function is x3 which is odd ao=0, an=0
bn = =
=2
=2
f(x) = + + +
3.Find the Fourier series of periodicity 3 for f(x) = 2x-x2 in 0 < x < 3
Sol. Given, f(x) = 2x-x2 in 0 < x < 3
Here 2l = 3
Therefore l = 3/2
The required Fourier series is of the form
πx πx
f(x) = 2x-x2 = + ∑∞= a cos ( ) + ∑∞= b sin ( )
πx πx
= + ∑∞= a cos ( ) + ∑∞= b sin ( ) ……(1)
Then a0 = ∫ f x dx = ∫ x−x dx
x
= [x − ]
= (9 - 9)
=0
πx
an = ∫ f x cos dx
πx
= ∫ x−x cos dx

πx πx πx
s − s −s
= [ x−x π − − x π + − π ]
× ×
= [{ − + }– { + + }]
π π
− +
= [ π
]
−
= π
πx
bn = ∫ f x sin dx
πx
= ∫ x−x sin dx
πx πx πx
− s −s s
= [ x−x π − − x π + − π ]
−
= [ − ]
π
= π
Substituting the values of a’s and b’s in (1), we get

− πx πx
2x – x2 = ∑∞= cos ( ) + ∑∞= sin [ ]
π π
− πx πx πx
= [cos + cos − cos + … … … .]
π
πx πx πx
+ [sin + sin + sin + ……….]
π
4.Find the Fourier series to represent f(x) = x2 – 2, when -2 ≤ ≤
Sol. Given, f(x) = x2 – 2

Since function is an even function. Here l= 2
∞
πx
Let f x = +∑ a cos
=
∞
πx
= +∑ a cos …………(1)
=
Then a0 = ∫ f x dx
= ∫ x − dx
x
= [ − x]
= -4
=-

πx
an = ∫ f x cos dx
πx
= ∫ x − cos dx
πx πx πx
s − s s
=[ x − { π⁄ }− x{ π ⁄
}+ {− π ⁄
}]
= [{ + cosnπ + } − { + − }]
π
an = π
cosnπ
= −
π
Substituting the values of a0 and an in (1), we get

− πx
f(x) = + ∑∞= − cos
π
− πx
x2 – 2 = - ∑∞= − +
cos
π
− πx πx πx
= - [cos − cosπx + cos − cos +⋯.]
π
5. Find a Fourier series with period 3 to represent f  x   x  x 2 in  0,3
a0   n x n x 
Sol.Let f  x     an cos  bn sin   1
2 n1  l l 
Here 2l  3, l  3 / 2 Hence (1) becomes
a0   2n x 2n x 
f  x   x  x     an cos
2
 bn sin   2
2 n1  3 3 
3
2  x2 x3 
Where a0   f  x  dx    x  x 2  dx      9
1 2l 2 3
l 0 3 0 3  2 3 0
 n x   2n x 
dx    x  x 2  cos 
1 2 2 3
and an   f  x  cos    dx
l 0  l  3 0  3 
Integrating by parts, we obtain
a = [ − ]= =
π π π π
1 2l n x  2n x  12
bn   f  x  sin dx 
2 3
  x  x 2  sin   dx 
l 0 l 3 0
 3  n
Substituting the values of a’s and b’s in (2) we get

9 9  1  2n x  12  1  2n x 
x  x 2   2  2 cos     sin  
2  n1 n  3   n1 n  3 
6.If f(x) =| |, (– , ).
Sol: Here l=2

Since |x| is an even function

The required series is of the form
πx
|x| = + ∑∞= a cos ….(1)
Where a = ∫ f x dx = ∫ |x| dx since l =
x
=∫ x dx = [ ] = − = ....(2)
πx πx
And a = ∫ f x cos dx =∫ |x|cos dx since l =
πx
= ∫ xcos dx (Since 0<x<2)
πx πx
s s s π
= [x π − [− π
]] = + π
− + π
− −
= π
= [ − − ]
π
when n is even
an= { −
when n is odd
π
∞
nπx πx πx πx
|x| = − ∑ cos = − [cos + cos + cos +⋯]
π n π
= , ,
7.Find the fourier series of the function f(x),if

+ , 𝒏− ≤ ≤
={
− , 𝒏 ≤ ≤
Sol: Since f −x = − x in − , = f x in ,
And f −x = + x in , = f x in − ,
f(x) is an even function

πx
Let f(x) = + ∑∞= a cos = + ∑∞= a cosnπx ( since l=1)
Then a = ∫ f x dx = ∫ − x dx
x x
= − = x−x = − − − =
πx
a = ∫ f x cos dx = ∫ f x cos nπx dx
= ∫ − x cos nπx dx
s πx s πx
= 2[ −x π
− − − π
]

s π
= 2[ − π
− − π
]
= − cos nπ = [ − − ]
π π
if n is even
a = { if n is odd
π
Half- Range Expansion of 𝒏 [ , 𝒍]:-

Some times we will be interested in finding the expansion of f  x  defined in  0,l  in terms
of sines only (or) in terms of cosines only. Suppose we want the expansion of f  x  in terms
of sine series only. Define f1  x   f  x  in  0,l  and f1  x    f1  x  n with
f1  2l  x  f1  x  , f1  x  is an odd function in  l , l  . Hence its Fourier series expansion is
given by

n x
f1  x   b
n 1
n sin
l
dx
2
f1  x  dx
1
where bn 
l 0
The above expansion is valid for x in  l , l  in particular for x in 0, l  ,

n x 2 n x
 f  x  sin l dx
l
f1  x   f  x  and f1  x    bn sin dx where bn 
n 1 l l 0
This expansion is called the half- range sine series expansion of f  x  in  0,l  . If we want
the half – range expansion of f  x  in  0,l  , only in terms of cosines, define f1  x   f  x  in
0,l  and f1   x   f1  x  for all x with
f1  x  2l   f1  x  .
Then f1  x  is even in  l , l  and hence its Fourier series expansion is given by
a0 n x
  an cos
f1  x  
2 l
 l n x
where an   f1  x  cos dx
l 0 l
The expansion is valid in  l , l  and hence in particular on  0,l  ,
f1  x   f  x  hence in  0,l 
1 
n x
f  x   a 0   an cos
2 n 1 l

2 1 n x
Where an   f  x  cos dx
l 0 l

n x
1.The half range sine series expansion of f  x    b sin
n 1
n
l
in , l is given by
2 1 n x
 
l 0
Where bn  f x sin dx
l
2.The half range cosine series expansion of f  x  in 0, l  is given by
1 
n x
f a0   an cos
 x 
2 n 1 l
2 l n x
where bn   f  x  cos dx
l 0 l
Problems:-
1.Find the half- range sine series of f  x   1 in 0, l 

n x
Sol:- The Fourier sine series of f  x  in 0, l  is given by f  x   1   bn sin
n 1 l
πx πx
Here b = ∫ f x sin dx = ∫ . sin dx
n x 
l

  cos
l  n x 
l
2 2  2 2 
  cos l   n   cos n  1  n  1  1
   
n 1

l  n / l  n 0
 0
when n is even
bn  { 4 when n is odd
n

4 n x
Hence the required Fourier series is f  x   
n 1,3,5 n
sin
l
nπ πx πx
i. e = (sin + sin + ⁄ sin ……..)
π l l l
x 
2.Find the half – range cosine series expansion of f  x   sin   in 0  x  l
 l 
Sol. The half-range Fourier Cosine Series is given
πx πx
f x = sin = + ∑∞= a cos … … ───
πx − s πx⁄ −
Where a = ∫ f x dx = ∫ sin dx = [ ] = cos π − =π
π⁄ π
πx πx πx
a = ∫ f x cos dx = ∫ sin cos dx

s + πx s − πx
= ∫[ − ] dx
c s + πx
− s − πx⁄
= [− l
+ ] n≠
+ π⁄ + π⁄
− + − −
= [− +
+ −
+ +
− −
] n≠
When n is odd a 1  1 1 1 1 
    0
n
  n  1 n  1 n  1 n  1
When n is even a = [ − + − ]
π + − + −
−
= n≠
π + −
πx πx πx
If n = , a = ∫ sin cos dx = ∫ sin dx
πx −
= . [−cos ( )] = cos π − cos = − ⁄ π − =
l π l π
from equation(1) we have
πx cos π x⁄l cos π x⁄l
sin = − [ + + − − −]
l π π . .
3. Obtain the half range cosine series for f(x) = x – x2, 0
Sol:The half range cosine series for f(x) in 0 is given by
f(x) = + cos n x
Where ao = =2 =2
a =2
=2
=2 =2
The cosine series of f(x) is given by,
+ = -
4. Obtain the half range sine series for ex in 0 <x< 1.

Sol: The sine series is
Where bn =
=2
= [ ]

= [ = [

MATHEMATICS - II PARTIAL DIFFERENTIAL EQUATIONS
UNIT-IV
PARTIAL DIFFERENTIAL EQUATIONS
Definition:
A Differential equation involves a dependent variable and its derivatives with respective to
two or more independent variables is called Partial Differential Equation.
Ex: + = +
LINEAR & NON LINEAR PARTIAL DIFFERENTIAL EQUATION
If the partial derivatives of the dependent variable occur in first degree only and
separately, Such a Partial Differential Equation is called
as linear Partial Differential Equation Otherwise it is called as non –
linear Partial Differential Equation.
HOMOGENEOUS & NON HOMOGENEOUS PARTIAL DIFFERENTIAL EQUATION
A Partial Differential Equation is said to be Homogeneous if each term of the equation
contains either the dependent variable or one of its derivatives Otherwise it is called as a
Non - Homogeneous Partial Differential Equation.
FORMATION OF PARTIAL DIFFERENTIAL EQUATION

Partial Differential equation can be formed by two methods , there are
 By the elimination of arbitrary constants
 By the elimination of arbitrary functions
BY ELIMINATION OF ARBITRARY CONSTANTS
Let the given function be , , , , = ……….

Where a and b are arbitrary constants.
eliminate a and b from equation (1) , by differentiating (1) partially w.r.t.
f f z f f
 .  0   . p  0 …… (2)
x z x x z
And f f z f f
 .  0   .q  0 …….. (3)
y z y y z

Now eliminate the constants a and b from (1), (2) and (3). We get a partial differential
equation of the first order of the form.   x, y, z, p, q   0 .
Note : 1. If the number of arbitrary constants is equal to the number of variables, a partial
differential equation of first order can be obtained.
2.If the number of arbitrary constants is greater than the number of variables, a partial
differential equation of order higher than one can be obtained.
PROBLEM
1. Form the partial differential equation by eliminating the arbitrary constants
from = + +
Sol. Given equation is = + + ......….
Differentiating (1) partially w.r.t. , we get
z
 a  p  a ……… (2) and
x
z
 b  q  b …………(3)
y
Substituting the values of a and b in equation (1), we get

= + +
Hence the required partial differential equation is
= + +
2. Form the partial differential equation by eliminating the arbitrary constants a and b
from
(a) z  ax  by  a 2  b2
a
(b) z  ax  by  b
b
Sol.
(a) Given equation is z  ax  by  a 2  b2 ....... (1)
z
 a  p  a ………… (2) and
x
z
 b  q  b …………..(3)
y
z  px  qy  p 2  q 2


z  px  qy  p 2  q 2
a
(b) Given equation is z  ax  by   b …….…(1)
b
Differentiating (1) partially w.r.t. x and y, we get
z
 a  p  a ............. ..(2) and
x
z
 b  q  b …………. (3)
y
p
z  px  qy  q
q
p
z  px  qy  q
q
3. Form the partial differential equation by eliminating the arbitrary constants from
 x  a   y  b  z2  r2
2 2
(OR )
Find the differential equation of all spheres of fixed radius having their centre on the
plane.
Sol. The equation of sphere of radius r having their centers on -plane is
 x  a   y  b  z 2  r 2 ……….(1)
2 2
Differentiating (1) partially w.r.t. x and y , we get.

z
2  x  a   2 z.  0   x  a   zp  0 or x  a   zp  (2)
x
z
2  y  b   2 z.  0 or  y  b   zq  0 or y  b   zq  (3)
2y
Substituting the values of − − from (2) and (3) in (1), we get
  zp     zq   z2  r2
2 2
or z 2  p 2  q 2  1  r 2
  zp     zq   z2  r2
2 2

4. Form the partial differential equation by eliminating the arbitrary constants a and
b from = + +
Sol.The given equation 𝑖 = + + ………….
Differentiating (1) w.r.t., x
𝜕
= =1 + ……….……
𝜕
Differentiating (1) w.r.t., x

𝜕
q=𝜕 =1 + ………..…..
from (2 , = + ) , = +
Substituting in (1) we get =
=
5. Form the partial differential by eliminating the arbitrary constants from

log  az  1  x  ay  b
Sol. Given equation is log  az  1  x  ay  b ………….(1)
Differentiating (1) partially . . . , we get

1 z 1
.a.  1or ap  1or ap  az  1 ….(2)
 az  1 x  az  1
1 z
and a.  a  aq   az  1 a ……………….(3)
 az  1 y
q
(3)  (2), gives  a  ap  q …………………..(4)
p
Substituting (4) in equation (2), we get
q
q z  1or pq  qz  p or p  q  1  q 2
p
q
q z  1or pq  qz  p or p  q  1  q 2
p
6. Form the differential equation by eliminating a and b from
1 1
2z   x  a  2   y  a  2  b
1 1
Sol. Given equation is 2z   x  a  2   y  a  2  b …………..(1)

Differentiating (1) partially w.r.t. , we have,

z 1 1
2  2p    4p
x 2 xa xa
1 1
xa  , xa   ……...….(2)
4p 16 p 2
z 1 1 1
And 2  or 2q  or y  a 
y 2 y  a 2 ya 4q
1
yq   ………………………… (3)
16q 2
Adding (2) and (3), we get
1 1 1 
x y   2 2
16  p q 
or 16  x  y  p 2 q 2  p 2  q 2
or 16  x  y  p 2 q 2  p 2  q 2
from z  ax3  by3
Sol. Given equation is z  ax3  by3  (1)

z p
 3ax 2 or p  3ax 2  a  2  (2)
x 3x
z q
And  3by 2 or q  3by 2  b  2  (3)
y 3y
Substituting the values of ‘a’ and ‘b’ from (2) and (3) in equation (1), we get
p q
z x y
3 3
3z  px  qy
from = + +
Sol.The given equation 𝑖 = + + …………

Differentiating (1) w.r.t.,

𝜕
p= = + …………………
𝜕
∴ + =
Differentiating (1) w.r.t. , ,we get

𝜕
q = 𝜕 = 2y + ………………….
∴ + =
Substituting in (1) we get =
− =
9. Form the partial differential equation by eliminating the arbitrary constants from
− + − = 𝐜 𝜶
Sol.Given equation is − + − = 𝐜 𝜶……..(1)
Differentiating (1) partially w.r.t.
− = 𝐜 𝜶 ………………….(2)
Differentiating (1) partially w.r.t.
− = 𝐜 𝜶 ……………….…(3)
Substituting (2),(3) in equation (1),we get
𝐜 𝜶 + 𝐜 𝜶 = 𝐜 𝜶
∴The required Partial differential equation is
+ = 𝐚 𝜶
Formation of the Partial Differential Equation By The Elimination Of Arbitrary
Functions
Derive a partial differential equation by the elimination of the arbitrary function  from
  u, v   0 where u, v are functions of x, y and z..
  u, v   0 …. ……………………….…(1)

  u u z    v v z 
  .    . 0
u  x z x  v  x z x 

  u u    v v 
i.e.,   p    p   0 ……(2)
u  x z  v  x z 
   4  4    v v 
and  q    q   0 ……..(3)
 4  y z  v  y z 
 
Eliminating and from equations (2) and (3) ,we get
u v
 u u  v v   u u   v v 
  p   q     q    p
 y z  y z   y z   x z 
 u v u v   u v u v  u v u v
i.e.     p  q  
 y z z y   z x x z  x y y x
  u, v    u, v    u, v 
p q
  y, z    z, x    x, y 
Above equation is generally written as Pp+ = where

u v u v u v u v u v u v
P  ,Q  and R  
y z z y z x x z x y y x
PROBLEMS
x2 y 2 z 2
1.Form the partial differential equation by eliminating a,b,c from   1 .
a 2 b2 c 2
x2 y 2 z 2
Sol. Given equation is    1 ……. (1)
a 2 b2 c 2
Differentiating (1) partially w.r.t. x and y.
2x 2z x z
2
 2 . p  0 or 2  2 . p  0  (2)
a c a c
2 y 2z y z
And 2
 2 .q  0 or 2  2 .q  0  (3)
b c b c
Since it is not possible to eliminate a, b,c from equations (1), (2) and (3).
Differentiating (2), partially w.r.t. ‘x’, we get
1 1  p z  1 1 2 z 1
 2  z.  p.   0 or 2  2 .z. 2  2 . p
a c  x
2
x  a c x c
1 1 p2 (4)
 2
 2 .zr  2  0 
a c c
Multiplying (4) by ‘x’ and then subtracting (2) from it, we get
xp 2 z
 2 . p  0 or 2  xzr  xp 2  zp   0
xz 1
2
.r  2
c c c c
∴The required Partial differential equation is

 pz  xp 2  xzr
2. Form a partial differential equation by eliminating the arbitrary the function

𝝋 + , − =
Sol.Given 𝑖 𝑖 𝜑 + , − =
This can be written as − = ( + -------------(1)
Now we have to eliminate from (1)
Differentiating (1) partially w.r.t., x
𝜕 ′
− = +
𝜕
′
− = + --------(2)
Differentiating (2) partially w.r.t., y
′
− = + -------- (3)
Dividing (2) by (3) – = −
– = −
3. Form a partial differential equation by eliminating the arbitrary function

from z  f  x 2  y 2 
Sol. Given 𝑖 𝑖 z  f  x 2  y 2   (1)
Let u  x 2  y 2 , then z  f  u   (2)
Differentiating (2) partially w.r.t. ‘x’ and ‘y’,

z u
 f 1  u  .  f 1  u  .2 x
x x
 p  f 1 u  2x  (3)
Similarly we get
=− (u) (4)
  3   4  , gives =−
∴ + =

Hence the required partial differential equation is + =

4. Form the partial differential equation by eliminating the arbitrary functions from
xyz  f  x 2  y 2  z 2 
Sol. Given 𝑖 𝑖 xyz  f  x 2  y 2  z 2   (1)
Differentiating (1) partially w.r.t. x and y .

 z 
yz  xy. p  f 1  x 2  y 2  z 2  .  2 x  2 z. 
 x 
yz  xyp  f 1  x 2  y 2  z 2  .  2 x  2 zp   (2)
.
And xz  xy.q  f 1  x 2  y 2  z 2  .  2 y  2 z.q   (3)
  2    3 , gives
yz  xyp 2 x  2 zp

xz  xyq 2 y  2 zq
 yz  xyp  y  zq    xz  xyq  x  zp 
y 2 z  z 2 yq  xy 2 p  xyzpq  x 2 z  x 2 zp  x 2 yq  xyzpq
x  y 2  z 2  p  y  z 2  x2  q   x2  y 2  z
x  y 2  z 2  p  y  z 2  x2  q   x2  y 2  z
5. Form the partial differential equation by eliminating the arbitrary functions
From = + +
Sol.Given equations 𝑖 = + + ---------(1)
Differentiating (1) partially w.r.t. ‘x’
′
+ = + + + -------(2)
Differentiating (1) partially w.r.t. ‘x’
′
+ = + + + ----------(3)
+ +
Dividing (2) by (3) =
+ +
y xp + z + q = x yq + z ( +
− + − = −

− + − = −
− + − = −
6. Form the partial differential equation by eliminating the arbitrary function

 z 
from xy  yz  zx  f  
 x y
 z 
Sol. Given equations 𝑖 xy  yz  zx  f    (1)
 x y
Differentiating (1) partially w.r.t. ‘x’ and ‘y’, we get
 z   x  y  . p  z 
y  y. p  z  x. p  f 1    (2)
 x y  x  y
2
 z   x  y  q  z 
x  z  yq  xq  f 1    ( 3)
 x  y   x  y
2
Dividing (2) by (3), we get
 x  y p  y  z   x  y p  z
 x  y q  x  z  x  y q  z
 x  y  p  y  z   x  y  q  z    x  y  q  x  z   x  y  p  z 
 x  y pq   y  z  x  y  q   x  y  pz   y  z  z
2
  x  y  pq   x  z  x  y  p   x  y  qz   x  z  z
2
=
 x  y  x  2z  p   x  y  y  2z  q
 z  x  y
+ + − + + = −
+ + − + + = −

7.Form the partial differential equation by eliminating the arbitrary function
from z  f  x   e y .g  x 
Sol. Given equations 𝑖 z  f  x   e y .g  x   (1)
Differentiating (1) partially w.r.t. ‘x’ and y, we get

z 1
 f  x   e y .g1  x  or p  f 1  x   e y .g1  x   (2)
x
z y
q  e y .g  x  or  e .g  x   (3)
y
Differentiating (3), partially w.r.t. ‘y’, we get
2 z y z
 e . g  x   [using (3)]
y 2 y
 2 z z
  0
y 2 y
t  q  0
− =
8.Form a partial differential equation by eliminating the arbitrary function

= +
Sol. Given equations 𝑖 = + …..
Let = + ,then z  f  u   (2)
Differentiating (2) partially w.r.t. x and y,

z u
 f 1  u  .  f 1  u  .2 x
x x
 p  f 1  u  2 x  (3)
z u
 f 1  u  .  f 1  u  .2 y
y y
 q  f 1  u  2 y  (4)

p f  u  .2 x x
1
  3   4  , gives  
q f 1 u  2 y y
 py  qx  0
− =
10. Form a partial differential equation by eliminating the arbitrary
function 𝝋 + + , + + =
Sol.Given function can be written as
+ + = + + ……….
Differentiating (1) partially w.r.t. ‘x’ and ‘y’,we get
+ = + + + ….
+ = + + + ….
+ +
implies =
+ +
+ +
=
+ +

SOLUTION OF PARTIAL DIFFERENTIAL EQUATIONS
COMPLETE INTEGRAL
A solution in which the number of arbitrary constants is equal to the number of independent
variables is called complete integral or complete solution of the given equation.
PARTICULAR INTEGRAL
A solution obtained by giving particular values to the arbitrary constants in the complete
integral is called a particular integral or particular solution.
SINGULAR INTEGRAL
Let f  x, y, z, p, q   0  (1) be the partial differential equation.
Let   x, y, z, a, b   0  (2)
Be the complete integral of (1). Where a and b are arbitrary constants.


Now find  0  (3)
a

 0  (4)
b
Eliminate a and b between the equations(2), (3) & (4) When it exists is called the singular
integral of (1).
GENERAL INTEGRAL : In the complete integral (2). Assume that one of the constant is a
function of the other i.e. b=f(a) Then (2), becomes
  x, y, z, a, f  a    0  (5)
Differentiating (5) partially w.r.t. ‘a’, we get
  1
 . f a  0  (6)
a f
Eliminate ‘a’ from (5) and (6), is called the general integral or general solution of (1).

LINEAR PARTIAL DIFFERENTIAL EQUATIONS OF THE FIRST ORDER
A differential equation involving partial derivatives p and q only and no higher order
derivatives is called a first order equation. If p and q occur in the first degree, it is called a
linear partial differential equation of first order, otherwise it is called a non-linear
partial differential equation of the first order.
For example: px  qy 2  z is a linear partial differential equation and p 2  q 2  1 is non
linear partial differential equation .
LAGRANGE’S LINEAR PARTIAL DIFFERENTIAL EQUATION
A linear partial differential equation of order one involving a dependent variable z and two
independent variables x and y of the form Pp  Qq  R
Where P, Q, R are functions of x, y, z is called Lagrange’s linear equation.
Lagrange’s auxiliary equations are
dx dy dz
 
P Q R
WORKING RULE TO SOLVE LAGRANGE’S LINEAR EQUATION + =
dx dy dz
Step 1: Write down the auxiliary equations  
P Q R
Step 2 : Solve the auxiliary equations by the method of grouping or the method of
multipliers or both to get two independent solutions u=a and v=b where a,b are arbitrary
constants
Step 3: Then Q(u,v) =0 or u=f(v) is the general solution of the equation + =
dx dy dz
To solve   …… (1)
P( x, y, z ) Q( x, y, z ) R( x, y, z )
(1)Method of grouping: In some problems, it is possible that two of the equations

dx = dy or dy  dz or dx = dz are directly solvable to get solutions
P Q Q R P R
u(x,y) = constant or

v(y,z)=constant or
w(x,z)=constant. These give the complete solutions of (1)
Sometimes one of them, say dx dy may give rise to solution u(x,y)=c1

P Q
From this we may express y, as a function of x. Using this in dy  dz and integrating we get
Q R
, =c2. ℎ 𝑖 = c1, = 𝑖 ℎ 𝑖 .
2. Method of multipliers: This is base on the following elementary result.
If a1  a2  a3  ......  an then each ratio is equal to l1a1  l2 a2  ....  ln an

b1 b2 b3 bn l1b1  l2b2  ....  lnbn
Consider dx  dy  dz
P Q R
If possible identity multipliers l, m, n, not necessarily constant, so that each ratio

ldx  mdy  ndz

lP  mQ  nR
Where + + = Then + + =
Integrating this we get , , =c1.
Similarly we get another solution , , =c2 𝑖ndependent of the earlier one.
We have the complete solution of (1) constituted =c1 =c2..
LINEAR PARTIAL DIFFERENTIAL EQUATIONS PROBLEMS
1. Solve + =
Sol. The given equation is + = ………(1)
Comparing with + = ,
Where P  tan x, Q  tan y, R  tan z
dx dy dz
 The Auxiliary Equations are  
tan x tan y tan z
dx dy
Taking the first two members, we have 
tan x tan y
Integrating , we get
log sin x  log sin y  l og c1
sin x sin x
log  log c1 or  c1  (2)
sin y sin y

dy dt
Taking the last two members, we have 
tan y tan z
Integrating, we get
𝑖 = 𝑖 +
sin y sin y
log  log c2 or  c2  (3)
sin z sin z
From (2) and (3).
The General solution of (1) is
  c1 , c2   0
 sin x sin y 
i.e.  , 0
 sin y sin z 
2.Find the general solution of y 2 zp  x2 zq  y 2 x
Sol. The given equation is y 2 zp  x2 zq  y 2 x  (1)

Comparing 𝑖 ℎ + = , ℎ
P  y 2 z, Q  x 2 z, R  y 2 x
dx dy dz
 The auxiliary equations are 2
 2  2
y z x z y x
Taking the first two members, we have
dx dy dx dy
2
 2  2  2 or x 2 dx  y 2 dy
y z x z y x
Integrating, we get
x3 x3 y 3
 y 3  c1 or   c1  (2)
3 3 3 3
Taking the first and last two members, we have
dx dz
2
 2 or xdx  zdz
y z y x
Integrating ,we get
x2 z 2 x2 z 2
  c2 or   c 2  (3)
2 2 2 2
From (2) and (3)
The General Solution of (1) is

  c1 , c2   0 i.e.
 x3 y 3 x 2 z 2 
  ,  0
 3 3 2 2
3.Solve p x  q y  z
Sol. The given equation can be written as
x p  yq  z  (1)
Comparing with + = , we have

P  x,Q  y, R  z
dx dy dz
 The auxiliary equations are  
x y z
dx dy
From the first two members, we have 
x y
Integrating,we get
2 x  2 y  c1 or 2 x  2 y  c1
x  y  a  (2)
dy dz
From the last two members, we have 
y z
Integrating, we get
2 y  2 z  c2 or 2 y  2 z  c2
or y  z  b  (3)
From (2) and (3).

  a, b   0
  x  y, y  z  0 
4.Solve x  y  z  p  y  z  x  q  z  x  y 

x  y  z  p  y  z  x  q  z  x  y   (1)

P  x  y  z ,Q  y  z  x, R  z  x  y
dx dy dz
 The auxiliary equations are  
x  y  z y  z  x z  x  y
Using l=1,m=1, n=1 as multipliers, we get

dx dy dz dx  dy  dz
  
x  y  z  y  z  x z  x  y  0
 x  y  z   y  z  x   z  x  y   0
 dx  dy  dz  0 
Integrating, we get
x  y  z  a  (2)
1 1 1
Again using l  , m  , n  as multipliers, we get
x y z
1 1 1
dx  dy  dz
x y z
Each fraction  =k(say)
0
1 1 1
 dx  dy  dz  0
x y z
Integrating, we get
+ + = . = …….
From (2) and (3).

  a, b   0
  x  y  z, xyz   0
5.Solve x2  y  z  p  y 2  z  x  q  z 2  x  y 

x2  y  z  p  y 2  z  x  q  z 2  x  y   (1)

P  x2  y  z  , Q  y 2  z  x  , R  z 2  x  y 
dx dy dz
 The auxiliary equations are  2  2
x  y  z  y  z  x z  x  y
2
1 1 1
Using l  2
, m  2 , n  2 as multipliers, we get
x y z
1 1 1
2
dx  2 dy  2 dz
x y z
0
1 1 1
 2
dx  2 dy  2 dz  0
x y z
Integrating ,we get
1 1 1 1 1 1
   a or    c1  (2)
x y z x y z
1 1 1
Again using l  , m  , n  as multipliers, we get
x y z
1 1 1
dx  dy  dz
x y z
0
1 1 1
 dx  dy  dz  0
x y z
Integrating ,we get
log x  log y  log z  log c2
or xyz  c2  (3)
From (2) and (3),

1 1 1 
    , xyz   0
x y z 
6.Solve  mz  ny  p   nx  lz  q  ly  mx

 mz  ny  p   nx  lz  q  ly  mx  (1)

= − , = − , = −
 The auxiliary equations are
dx dy dz
 
mz  ny nx  lz ly  mx
Using l=x, m=y, n=z as multipliers, we get
xdx  ydy  zdz
Each fraction 
0
 xdx  ydy  zdz  0
Integrating,we get
x2 y 2 z 2
   a or x 2  y 2  z 2  c1  (2)
2 2 2
Again using , , as multipliers, we get
ldx  mdy  nz
0
 ldx+mdy+ndz=0
Integrating,we get
lx  my  nz  c2  (3)
From (2) and (3),
  x2  y 2  z 2 , lx  my  nz   0
7.Solve xp  yq  y 2  x2
xp  yq  y 2  x2
P  x, Q  y, R  y 2  x 2
dx dy dz
 The auxiliary equations are   2
x  y y  x2
dx dy
From the first two members, 
x y
Integrating,we get
log x  log y  log c1 or xy  c1  (1)
Using l=x, m=y, n=1 as multipliers, we get

xdx  ydy  dz
Each fraction 
0
 xdx  ydy  dz  0
Integrating,we get
1 2 1 2
x  y  z  c or x 2  y 2  2 z  c2  (2)
2 2
From (1) and (2) ,
The General Solution is
  xy, x 2  y 2  2 z   0
8. Find the integral surface of x  y 2  z  p  y  x 2  z  q   x 2  y 2  z
Which contains the straight line x+y=0, z=1

x  y 2  z  p  y  x 2  z  q   x 2  y 2  z ……..(1)
P  x  y2  z  , Q   y  x2  z  , R   x2  y 2  z
 The auxiliary equations are

dx dy dz
  2
x  y  z   y  x  z   x  y2  z
2 2
1 1 1
Using l  , m  , n  as multipliers, we get
x y z
1 1 1
dx  dy  dz
Each fraction = x y z
0
1 1 1
 dx  dy  dz  0
x y z
Integrating,we get
log x  log y  log z  log a
xyz  a  (2)
Again using l=x, m=y, n=-1 as multipliers, we get
xdx  ydy  dz
 Each fraction  =k(say)
0

 xdx  ydy  dz  0
Integrating,we get
x2 y 2
  z  c or x 2  y 2  2 z  b  (3)
2 2
Given that z=1, using this (2) and (3), we get
= x2  y 2  2  b
Now
b+2a= x 2  y 2  2  2 xy   x  y   2 =0-2  x  y  0 =-2

2
 2a  b  2  0
Hence the required surface is
x2  y 2  2 z  2 xyz  2  0
9.Solve + =
+ = is a Lagrange’s linear equation
The Auxillary equations are
= =
By Consider first group, we get
∫ =∫
log = log + log

= …..(1)
By Consider second group, we get
∫ =∫
log = log + log

= …..(2)

∴ , =
10.Solve − − + − − = −
− − + − − = − ………(1)
The auxiliary equations of (1) are
( − − )
=( − − )
=
−
Taking 1,-1-1 multipliers,we get

− −
=
− − − + + − + − −
− − =
Integrating,we get
− − = ………(2)
Taking , − , as multipliers,we get
−
( )
=
− − − + + −
−
( − ) −
= −
Integrating,we get
𝐥 ( − )=𝐥
−
= ………………… )
−
∴𝑪 𝝋 − − , =
11.Solve − − + = +
( − ) − ( + ) = +
The auxiliary equations are

= =
− − + +
Taking , , , multipliers, we get

+ +
=
− − − + + −
+ + =
+ + = ………………….
Taking − , , multipliers, we get
- + + =
Integrating, we get
= …….(2)
From (1),(2),
∴𝑪 𝝋( , + + )=
12.Solve − = −
( ) − = − ………(1)
 = =
− −
From the first two members, we have Type equation here.
=
−
Integrating,we get
+ = …..(2)

From the last two members, we have
=
− −
− = −
− =
− = ………..(3)
From (2) and (3).
i.e., ∅ − , + =0
13.Solve + + + = +
Sol.The given equation can be written as
+ + + = + ………..(1)


 = =
+ + +
Taking 1,1,1 and 1,-1,0 and 0,1,-1 as multipliers ,

+ + − −
we have = =
+ + − −
From the last two members, we have

− −
=
− −
Integrating, we get
−
log = log
−
−
= …..(2)
−
From the first two members, we have

+ + −
=
+ + −
𝑰 ,
log + + = log − + log
+ + − = 𝑪 ………..(3)
From (2) and (1).
The General Solution of given pde is
−
i.e., ∅ −
, + + − =0
14.Solve − = −
− = −


= =
− −
From the first two members, we have
=
−
Integrating,we get
+ = …..(1)
Taking 1,1,0 as multipliers,we get

+
=
− −
+
=
+ − −
+
=
+
Integrating,we get
+
= ….

From (2) and (1).

+
i.e., ∅ , + =0
15.Solve − + − = −
− + − = −
= =
− − −
Taking 1,-1,0 and 0,-1,-1 as multipliers,we get

− −
and also
− − − − + + −
− −
∴ =
− − − − + + −
− −
=
− + + − + +
,
−
= …..(1)
−
𝑖 , , , , multipliers,we get
+ + + +
=
+ + − + + − − −
+ + + +
=
+ + + + − − − + + − − −
+ + + + = + +
+ + + + = + +
Integrating,we get
+ + + +
= +
∴ + + = + + +

+ + = …..(2)
−
∴ 𝑖 𝑖 𝑖 𝜑 + + , =
−
NON-LINEAR PARTIAL DIFFERENTIAL EQUATIONS OF FIRST ORDER
A partial differential equation which involves first order partial derivatives with
degree higher than one and the products 𝑖 called a non-linear partial
differential equations.
CHARPIT’S METHOD FOR FINDING THE COMPLETE INTEGRAL OF

NON-LINEAR PARTIAL DIFFERENTIAL EQUATIONS OF FIRST ORDER
In this method give partial differential Equation of the form , , , , =

to find another relation of the form 𝜑 , , , , = which is compatible with ℎ
, , , , = then
we solve for , and substitute these values in the relation
= + .
Which on integration gives the required solution of
, , , , =
CHARPIT’S EQUATION
= = = =
− − − − [ + ] [ + ]
PROBLEMS
1.Solve + =
Sol. Given equation is = + −
The auxillary equations are
= = = =
− − − − [ + ] [ + ]
Here = ; = ; = ; = ; =
Substituting them in above ,we get
= = = =
− − +

By considering first and last groups,
=
− −
Integrating,we get
log = log + log
∴ = …..
Integrating,we get
log = log + log
∴ = …..
Substitute (1),(2) in given equation ,we get
+
= + ; =
The General solution is

= +
+
= + +
Integrating it we get required solution as
= + +
2.Solve =
Sol.Given equation is = −
= = = =
− − − − [ + ] [ + ]
Here =− ; =− ; =− ; =− ; =
Substituting them in above ,we get
= = = =
− + − +
Considering
= and =
− + − +
Taking
, 𝑖 𝑖 𝑖 , , ℎ 𝑖 ℎ

+ +
− + +
=
− + +
Solving ,
Integrating,we get
log = log +log
=
Substituting in given pde,we get
=
∴ = ; = √
√

= +
= √ +
√
∫ = ∫ √ +∫
√
Integrating,we get,
∴ Required solution is = √ √𝑐
Now let us start solving some standard forms of First order partial differential equations by
using
CHARPIT S METHOD.
STANDARD FORM I:
Equation Of The Form f(p,q)=0 :

Note: equations containing p and q only.
Given partial differential equation is , = ……
The auxillary equations are
= = = =
− − − − [ + ] [ + ]
Here = ; = ; =

Substituting above and considering last group, we get
= = = =
− − − −
∴ = ,𝑖 𝑖 =
Put = , , 𝝋 .
But we have
𝝏 𝝏
= +
𝝏 𝝏
= +
= + 𝝋 ……(2)
Integrating (2),we get required complete solution of (1) is z  ax    a  y  c
Which contains two arbitrary constants a and c.
PROCEDURE:
Given partial differential equation is , = ……
STEP1:Put = 𝑖 , ℎ 𝑖 ..then we can obtain ‘p’
value.
𝝏 𝝏
: , 𝑖 =𝝏 +𝝏
. = +
STEP3:Integrating it ,we get required complete solution of (1) .
PROBLEMS
1. Solve = , where k is a constant.

Sol. Given equation is = ….
Since equation (1) is of the form , =
Put p=a in (1),we get =

= +
= +

Integrating,we get ,
k
z  ax  yc
a
which contains two arbitrary constants a and c.
2.Solve + =
Sol. Given equation is + = … … … … . . 1)
Since equation is (1) is of the form , =
Put p=a in (1),then we get = [ ±√ − ]

= +
= + [ ±√ − ]
Integrating,we get ,
= ∫ + [ ±√ − ]∫
a
z  ax   n  n2  4  y  c
2 
This is the complete integral of (1), which contains. two arbitrary constants a and c.
3.Find the complete integral of + =

Sol. Given equation is + = ……….
Since equation (1) is of the form , =
Put = 𝑖 , =√ −
= + …….(2)
Put the values of p,q in (2), we get
z  ax   
m2  a 2 y  c
Which is the complete integral of (1).
STANDARD FORM II :
Equation Of The Form , , = (i.e., not containing x and y)
PROCEDURE

Given partial differential equation is , , = ……
STEP1: Put = 𝑖 , ℎ 𝑖 , .then

𝝏 𝝏
: , 𝑖 = +
𝝏 𝝏
. = +
STEP3: Integrating it ,we get required complete solution of (1) .
PROBLEMS
Solve the following partial differential equations
1. (a) = + (b) + = (c) = +
Sol.a). Given equation is = + …….
Since (1) is of the form , , =
Put = 𝑖 , ℎ =√
+
∴ = √
+
Putting the values 𝑖 = + , we get
= + ,
√ √ +
Integrating ,we get
∫ = ∫ +
√ √ +
∴ √ = + is the required solution of (1)
√ +
b)Given equation is p 2 z 2  q 2  p 2q  (1)

+
Put = 𝑖 , ℎ =
+
∴ =
Putting the values of p and q in = + ,we get

+
= +
Integrating,we get
∫ +
= ∫ +
∴ a tan− = + + is the required complete solution of (1)
c) Given equation is = + …..(1)

+
Put = 𝑖 , ℎ =
+
∴ =
Putting the values 𝑖 = + , we get

+
= + ,
Integrating ,we get

+
∫ = ∫ +
∴ +
= + + is the required solution of (1)
STANDARD FORM III :

Equation of the form f1  x, p   f 2  y, q  i.e. Equations not involving z and the terms
containing x and p can be separated from those containing y and q.
We assume that these two functions should be equal to a constant say k.

 f1  x, p   f 2  y, q   k
Solve for p and q from the resulting equations

 f1  x, p   k and f 2  y, q   k
Solve for p and q, we obtain

p  F1  x, k  and q  F2  y, k 

Since z is a function of x and y

z z
dz  dx  dy [By total differentiation]
x y
= +
 dz  F1  x, k  dx  F2  y, k  dy
Integrating on both sides
z   F1  x, k  dx   F2  y, k  dy  c is the complete solution of given equation .
PROBLEMS
1. Solve the following partial differential equations

2 2
p  q 
a). p  q  x  y
2 2
b). xp  yq  y  x 2 2
c).   x     y   1
2  2 
Sol .
a). Given equation is p 2  q 2  x  y ………..(1)
Separating , the given equation can be written as
p 2  x  q 2  y
Let p 2  x  q 2  y  k (constant)
 p2  x  k and  q 2  y  k
 p 2  k  x and q 2  y  k
 p  k  x and q  y  k
z z
Since dz  dx  dy  pdx  qdy
x y
 dz  k  x dx  y  k dy
1 1
z    k  x  2 dx    y  k  2 dy  c
3 3
2 2
z   k  x  2   y  k  2  c , is the complete solution of (1)
3 3

b). Given equation is xp  yq  y 2  x 2  (1)

𝑖 .
The given equation can be written as.
xp  x2  yq  y 2
Let xp  x2  yq  y 2  k (arbitrary constant)
 xp  x2  k and yq  y 2  k
k  x2 k  y2
 p and q 
x y
z z
We have dz  dx  dy  pdx  qdy
x y
k  k 
 dz    x  dx    y  dy
x  y 
k  k 
z     x  dx     y  dy  c
x  y 
x2 y2
 k log x   k log y   c
2 2
 z  k log  xy   
1 2
2
x  y 2   c , is the complete integral of (1)
2 2
p  q 
c). Given equation is   x     y   1  (1)
2  2 
Separating , the given equation can be written as.
2 2
p  q 
  x   1   y 
2  2 
2 2
p  q 
Let   x   1    y   k 2 (arbitrary constant)
2  2 
2 2
p  q 
   x   k 2 and 1    y   k 2
2  2 
2
p q  q
  x  k and   y   1  k 2 or  y  1  k 2
2 2  2

 p  2  k  x  and q  2  1  k 2  y 
 
z z
We have dz  dx  dy  pdx  qdy
x y
 dz  2(k  x)dx  2  1  k 2  y  dy
 
z  2 (k  x)dx  2  1  k 2  y  dy  c
 
x2 
 y2 

z  2(kx  )  2  1  k y    c
2 
2
2
 z  2kx  x 2  2  
1  k 2 y  y 2  c is the complete solution of (1)
2.Solve − = +
Sol.
Let − = + =
Then − = and + =
∴ = + = +
But we have
z z
dz  dx  dy  pdx  qdy
x y
= + + +
Integrating,we get
= + + + +c is the required complete solution.
3. Solve − = −
Sol . Let − = - =
Then = + =√ +
But
z z
x y

∴ = + + √ +
Integrating,we get
= + + + +C is the required complete solution.
4.Solve = +
Sol. Let = + =
Then we get
+ − = =
Solving,we get
− ±√ +
= and =
z z
x y
− ±√ +
∴ =( ) +
Integrating,we get
−
=− + [ √ + + )+k +C is the required complete
√
solution.
STANDARD FORM IV: = + + , :

An equation analogous to the clairaut’s equation it is complete solution is
= + + ,
Which is Obtained by writing The differential equation which satisfies some
specified conditions known as the boundary conditions. The differential equation together with these
boundary conditions, constitute a boundary value problem .

PROBLEMS
1. Solve = + +
Sol. Given equation is = + + ….
Since (1) is of the form = + + , .
Hence the complete solution of (1) is given by
= + + …….
For singular solution, differentiating (2) partially w.r.t. a and b, we get
= + ….
= + … … … … 4)
Eliminating a, b between (2), (3) and (4), we get
=− − + =− is the Singular Solution.
2. Find the solution of  p  q  z  px  qy   1

1
z  px  qy 
pq
1
 z  px  qy   (1)
pq
1
z  ax  by 
ab
3.Solve pqz  p 2  qx  p 2   q 2  py  q 2 

 p2  2  q2 
pqz  p 2 q  x   q p y  
 q   p
 p2   q2 
z  p x    q y  
 q   p
 p3 q3 
 z  px  qy      (1)
 q p

Since it is in the form z  px  qy  f  p, q 
a 3 b3
z  ax  by  
b a
4. Solve = + + +
Sol. Given equation is = + + + …………….
Since (1) is of the form = + + , .
= + + + …….
For singular solution, differentiating (2) partially w.r.t. a and b, we get
𝜕 𝜕
= , = ,
𝜕 𝜕
Implies that
= + ….
= + + … … … … 4)
Eliminating a, b between (2), (3) and (4), we get
= − − − − +
∴ = is the singular solution
EQUATIONS REDUCIBLE TO STANDARD FORMS
EQUATIONS OF THE FORM , = )
The above form of the equation of the type can be transformed to an equation of the form
f(p,q)=0
By substitutions given below.
Case (i):- When ≠ ≠
− − 𝜕 𝜕 𝜕 − 𝜕
Put = = ℎ =𝜕 =𝜕 = − ℎ =𝜕
𝜕

𝜕 𝜕 𝜕 −
𝜕
= − = = = − ℎ = → = −
𝜕 𝜕 𝜕 𝜕
Now the given equation reduces to [ − , − ]= ℎ𝑖 ℎ 𝑖 ℎ , =
Case(ii):- when = , =
Put = = ℎ
𝜕 𝜕 𝜕 𝜕 𝜕
p=𝜕 = 𝜕 𝜕
=𝜕 𝑖 𝑖 = = ℎ =𝜕
𝜕
𝑖 𝑖 = ℎ =
𝜕
the given equation reduces to the form , =
EQUATIONS OF THE FORM , , = )

This can be reduced to an equation of the form
, , = by the substitutions given for the equation
𝐹 , , = as above.
PROBLEMS
x2 y 2
1.Solve the partial differential equation  z
p q
Sol. Given equation can be written as
x2 p 1  y 2 q 1  z or  x 2 p    y 2 q   z  (1)
1 1
This is of the form f  x m p, y n q, z   0 with =− , =− .
Put X  x1m  x1 2  x3 and Y  y1n  y12  y3

z z X z
Then p   .  P.3x 2 where P 
x X x X
 x2 p  3P
z z Y z
and q   .  Q.3 y 2 where Q 
y Y y Y
 y 2 q  3Q
Now equation (1), becomes.
 3P    3Q   z  (2)
1 1
Since (2) is of the form f  P, Q, z   0

+
Put = 𝑖 , ℎ =
+
∴ =
Putting the values of Pand Q in = + ,we get
+
= +
Integrating,we get
∫ +
= ∫ +∫
= + +
+
 a 1  3
  x  ay   c1 ,taking
+
 3z 2  2  3
= , is the required solution of (1)
 a 
p q
2.Solve the partial differential equation  z
x2 y 2
px2  qy 2  z  (1)
Since (1) is of the form f  x m p, y n q, z   0 With =− , =−
Put X  x1m  x3 , and Y  y1n  y3

z z X z
Now p   .  P.3x 2 where P 
x X x X
 x2 p  3P
z z Y z
and q   .  Q3 y 2 where Q 
y Y y Y
 y 2 q  3Q
Equation (1) becomes, 3P  3Q  z  (2)
Put = 𝑖 , ℎ = +
∴ =
+

= +
+
Integrating,we get
∫ = ∫ +∫
+
log = + +
+
 log z 
1
3 1  a 
 x3  ay 3   c , is the complete solution of (1)
3.Solve q 2 y 2  z  z  px 
Sol. Given equation can be written as
q 2 y 2  z 2  zpx or  xp  z   qy   z 2  (1)
2
Since (1) is of the form f  x m p, y n q, z   0 with = =
Put X  log x and Y  log y

z z X 1 z
Now p   .  P. where P 
x X x x X
 xp  P
z z Y 1 z
and q   .  Q. where Q 
y Y y y Y
 qy  Q
 Equation (1), becomes, Pz  Q2  z 2  (2)
Put = 𝑖 , ℎ = [−a ± √a + ]
∴ = [−a ± √a + ]
= [−a ± √a + ] +
Integrating,we get
∫ = [−a ± √a + ] ∫ +∫

log = [−a ± √a + ] + +
∴ log = [−a ± √a + ] + + ,is the complete integeral of (1)
4.Solve the partial differential equation p 2 x4  y 2 zq  2 z 2
Sol. Given equation is p 2 x4  y 2 zq  2 z 2

Then given equation can be written as
 px    qy  z  2z
2 2 2 2
 (1)
Since (1) is of the form f  x m p, y n q, z   0 with m=2 and n=2
1 1
Put X  x1m  x12  x 1  and Y  y 1 
x x
z z X  1  z
Now P   .  P.  2  , where P 
x X x x  X
 x2 p  P
z z Y  1  z
and q   .  Q.  2  , where Q 
y Y y y  Y
 y 2 q  Q
Now equation (1) becomes, P2  Qz  2 z 2 or P2  Qz  2z 2  (2)

Put = 𝑖 , ℎ = [ ± √8a + ]
∴ = [ ± √8a + ]
= [ ± √8a + ] +
Integrating,we get
∫ = [ ± √8a + ] ∫ +∫
log = [ ± √8a + ] + +

∴ log = [ ± √8a + ] + + , is the complete integral of (1)
5. Solve x2 p 2  xpq  z 2
 xp    xp  q  z 2  (1)
2
Since (1) is of the form f  x m p. y n q, z   0 with m=1 and n=0
Put X  log x
z z X 1
Now P   .  P , where
x X x x
z
P
X
 xp  P
Equation (1) becomes, P2  Pq  z 2  (2)
Put = 𝑖 ,
= , P=a
√ + √ +
But we have
= +
Substuting P,q ,we get
= +
√ +
∫ / = ∫ +
√ +
∴√ + log = + + ,is the complete integral of (1) .
6.Solve z  p 2 x  q 2 y

Sol.Given equation is z  p2 x  q2 y
The given equation can be written as
2 2
 1  1
 p x   q y 
2 2
 z or  px 2    qy 2   z  (1)
   
This is of the form
1 1 1 1
1 1
Put X  x1m  x 2
 x 2 and Y  y 2
 y2
z z X  1 21  z
Now p   .  P  x  , where P 
x X x 2  X
z z Y  1 21  z
and q   .  Q  y  , whereQ 
y Y x 2  Y
1 1
P Q
 px  and qy 2 
2
2 2
2 2
 P Q
Then equation (1) becomes,       z i.e.P 2  Q 2  4 z  (2)
2 2
This if of the form f  P, Q, z   0
Put = 𝑖 ,
+ =
=√ +
, P=a√
+
,
= +
Substuting P,Q ,we get
= √ +
+
= +
√ √ +
Integrating on both sides , ∫ /√ = √ ∫ + ∫

+
√ + √ = + +

√ + √ =( √ + √ ) + , is the complete integral of (1)
7.Solve + =
Sol. Given + = ……..
+ =
Equation (1), becomes , + = ……(2)
= 𝑖 , = ; =
√ + √ +
But we have , = +
= +
√ +
= +
√ +
∫ / = ∫ + ∫
√ +
√ + log = + +
√ + log = log + log + ,is the Complete solution of (1)
8.Solve + =
Sol. Given equation is + = ……..

+ =
Since (1) is of the form , = with = =

Put X  log x and Y  log y
z z X 1 z
Now p   .  P. where P 
x X x x X
 xp  P
z z Y 1 z
and q   .  Q. where Q 
y Y y y Y

 qy  Q
 Equation (1), becomes
+ = …… 2
= 𝑖 , =√ −
But we have
= +
= +√ −
∫ = ∫ +√ − ∫
z =( +√ − )+
z=( log + √ − log ) + ,is the Complete solution of (1)
EQUATIONS OF THE FORM , =
Use the following substitution to reduce the above form to an equation of the form f(P,Q)=0
+
𝑖 ≠−
={
log , 𝑖 =−
EQUATIONS OF THE FORM , = , )
An equation of the above form can be reduced to an equation of the form f(P,Q)=0
by the substitutions given for the equation 𝐹 , = as above .

PROBLEMS
1. Solve z 2  p 2  q 2   x 2  y 2
Sol. Given equation is z 2  p2  q2   x2  y 2

z 2 p2  z 2 q2  x2  y 2 or z 2 p 2  x2  y 2  z 2q 2
Or  zp   x 2  y 2   zq   (1)
2 2
Since (1) is the of the form f  x, pz n   g  y, qz n  . with n=1
 put Z  z n1  z11  z 2

Z z z
Then  2 z.  P  2 zp where P 
x x x
P
 pz 
2
Z z z Q
and  2 z.  Q  2 zq where Q   qz 
y y y 2
P2 Q2
 Equation (1) becomes,  x2  y 2 
4 4
i.e., P2  4 x2  4 y 2  Q2  (2)
This is of the form f1  x, P   f 2  y, Q 
Let P2  4 x2  4 y 2  Q2  4k 2 (say)
 P2  4 x2  4k 2 and 4 y 2  Q2  4k 2
 P2  4 x2  4k 2 and Q2  4 y 2  4k 2
 P  2 x2  k 2 and Q  2 y 2  k 2
Z Z
We have dZ  .dx  dy
x y
 Pdx  Qdy [By total differentiation]
 dZ  2 x 2  k 2 dx  2 y 2  k 2 dy
Z  2  x 2  k 2 dx  2  y 2  k 2 dy

x 2 k2  x  x k2  y 
 2 x  k 2  sinh 1    2  y 2  k 2  cosh 1     c
2 2  k  2 2  k 
 x  y
 x x 2  k 2  k 2 sinh 1    x y 2  k 2  k 2 cosh 1    c
k k
  x  y 
or z 2  x x 2  k 2  y y 2  k 2  k 2 sinh 1    cosh 1     c
 k  k 
 x  x2  k 2 
or z 2  x x 2  k 2  y y 2  k 2  k 2 log    c is the complete solution of (1)
 y  y2  k 2 
 
2. Solve the partial differential equation. p 2 z 2 sin 2 x  q 2 z 2 cos2 y  1
Sol. Given equation is p 2 z 2 sin 2 x  q 2 z 2 cos2 y  1

 pz  sin 2 x   qz  cos2 y  1or  pz  sin 2 x  1   qz  cos2 y  (1)

2 2 2 2
Since (1) is of the form f  x, pz n   g  y, qz n  with n=1.

Put Z  z n1  z 2
Z z P 𝜕 𝜕
Now  2 z.  P  2 zp or pz  where =𝜕 ; =𝜕
x x 2
Z z Q
and  2 z.  Q  2 zq or qz 
y y 2
2 2
P Q
Then equation (1) becomes,   sin 2 x  1    cos 2 y
2 2
2 2
P Q
i.e. sin 2 x  1  cos 2 y  (2)
4 4
This is of the form f1  x, p   f 2  y, q 
2 2
P Q
Let sin 2 x  1  cos 2 y  k 2 (constant)
4 4
2 2
P Q
 sin 2 x  k 2 and 1  cos 2 y  k 2
4 4
 P2 sin 2 x  4k 2 and Q2 cos2 y  4 1  k 2 

2k 2 1 k 2
P and Q 
sin x cos y
Z Z
We have dZ  dx  dy [By total differential]
x y
 dZ  Pdx  Qdy
2k 2 1 k 2
dZ  dx  dy
sin x cos y
= ∫ csc + √ − ∫ sec
 2k log  cos ecx  cot x   2 1  k 2 log  sec y  tan y   c
 z 2  2k log  cos ecx  cot x   2 1  k 2 log  sec y  tan y   c , is the required complete
solution of (1)
3.Solve + + + =
Sol.Given + + + = …….(1)
𝑖 𝑖 ℎ 𝐹 , , , = =
+
Put = =
𝜕 𝜕
Differentiating partially w.r.t ‘x’,we get 𝜕 = 𝑖 𝑖 ℎ =
𝜕
𝜕 𝜕 𝜕
But =𝜕 = implies 𝜕 = = ; 𝑖 𝑖 =
𝜕
Substitute in (1),we get

+ + + =1
Separating , the given equation can be written as.
+ = − + =
+ = 𝐴𝑁 − + =
( + )=

= √ − )−
= −
Z Z
dZ  dx  dy
x y
 dz  2(k  x)dx  2  1  k 2  y  dy
 
z  2 (k  x)dx  2  1  k 2  y  dy  c
 
z  2(kx 
x2
2

 y2 

)  2  1 k 2 y    c
 2
 z  2kx  x 2  2  
1  k 2 y  y 2  c , is the complete solution of (1)
4..Solve − = −
Sol. Given equation is − = − …………
− = − ….. 2
𝑖 𝑖 ℎ 𝐹 , , , = =
+
Put = =
𝜕
Differentiating partially w.r.t ‘x’,we get 𝜕 =
𝜕
𝑖 𝑖 ℎ =
𝜕
𝜕 𝜕
But =𝜕 𝜕
=Pimplies = ; 𝑖 𝑖 =
Substitute in (2),we get
− = −
Separating ,
the given equation can be written as.
− =− + =
Solving, we get

= √ + and = √ +
Z Z
We have dZ  dx  dy [By total differential]
x y
 dZ  Pdx  Qdy
= [√ + +√ + ]

= [∫ √ + +∫√ +
= + + + + , is the required complete solution of (1) .
METHOD OF SEPARATION OF VARIABLES
This method is used to reduce one partial differential equation to two or more ordinary
differential equations,each one involving one of the independent variables.This will be done
by separating these variables from the beginning. This method is explained through following
examples.
𝝏 𝝏 −
1. Solve by the method of separation of variables = + where U(x,0)=6
𝝏 𝝏
𝜕 𝜕
Sol.Given equation is 𝜕 = + ----------(1)
𝜕𝑡
Let U(x,t)= X(x) T(t) =XT ---------------(2) , be a solution of (1)
Differentiating (2) partially w.r.t x ant t

𝜕 𝜕
= ′ , = ′
𝜕 𝜕
Put these values in equation (1), we have

′ ′
= + Dividing by XT
′ ′
= + --------(3)
Since L.H.S is a function of ‘x’ and the R.H.S is a function of ‘t’ where x and t are
independent variables, the two sides of (3) can be equal to each other for all values of ‘x’
and ‘t’ if and only if both sides are equal to a constant.

′ ′
Therefore = + =k--------(4) where k is a constant
′ ′
Now from (4) = k----(5) and + =k-------(6)
 X   kX  0
′
Now consider (5) = k  X  C1ekx
 k 1 
 k 1   t
Now consider (6)
′
+ =k  T   T  0  T  C2e
 2 
   (8)
 2 
Substituting the values of X and T in (2) we get
 k 1 
 t
U ( x, t )  X  C1e C2e kx  2 
 k 1 
kx  2 
t
U ( x, t )  X  Ae e ( where A=C1 C2 )
kx
Put t=0 in the above equation ,we have U(x,0) = A e -----(9)
−
but given that U(x,0)=6 --------(10)
from (9) and (10) we have A e kx =6 −

∴ A=6 and k=-3 ,hence the solution of the given equation is
U ( x, t )  X  6e3 xe 2 t  6e(3 x 2t )

𝝏 𝝏
2. Solve the equation by the method of separation of variables 𝝏 = 𝝏
+
𝜕 𝜕
Sol. Given equation is 𝜕 = 𝜕
+ ----------(1)
Let U(x,y)= X(x) Y(y) =X Y ---------------(2) , be a solution of (1)
Differentiating (2) partially w.r.t x ant y
𝜕 ′
𝜕 ′
𝜕 ′′
= , = =
𝜕 𝜕 𝜕
Put these values in equation (1), we have
′′ ′
= +
′′ ′′
Dividing by XY on both sides we have = +2

′′ ′′
− = -----------------(3)
Since L.H.S is a function of ‘x’ and the R.H.S is a function of ‘y’ where x and y are
independent variables, the two sides of (3) can be equal to each other for all values of
‘x’ and ‘y’ if and only if both sides are equal to a constant.
′′ ′′
− = = --------(4)
Now from (4)
′′
− = −−−−−−
′′
And = −−−−−−
′′ ′′
From (5) − = − + =
Which is second order differential equation
Auxiliary equation is − + = → m=±√ +
Solution of the given equation (5) is = √ +𝑘
′
′
Now consider equation (6) = → =
Integrating on both sides we get = +
Y 
 log    ky  Y  C3eky    (8)
 C3 
Substituting the values of X and Y in (2) we have
U  C1e (2  k ) x
 C2e  (2  k ) x  C3e ky
 
U   Ae (2  k ) x
 Be  (2  k ) x  e ky
 
Where A  C1C3 and B  C1C2

APPLICATIONS OF PDE
ONE DIMENSIONAL WAVE EQUATION
Let OA be a stretched string of length l with fixed ends O and A. Let us take x-axis along
OA and y-axis along OB perpendicular to OA, with O as origin. Let us assume that the
tension T in the string is constant and large when compared with the weight of the string so
that the effects of gravity are negligible. Let us pluck the string in the BOA plane and allow it
to vibrate. Let p be any point of the string at time t. Let there be no external forces acting on
the string. Let each point of the string make small vibrations at right angles to OA in the
plane of BOA. Draw pp1 perpendicular to OA. Let op1  x and pp1  y . Then y is a
function of x and t. Under the assumptions, using Newton’s second law of motion, it can be
proved that y  x, t  is governed by the equation,
2 y 1 2 y
 2           1
x 2
c t 2
2 y 2 y
i, e., 2  c 2
t x 2
where c 2  T / m
With T = tension in the string at any point and m is mass per unit length of the string.
Since the points O and A are not disturbed from their original positions for any time t
we get y  0, t   0        2 y 1, t   0        3
These are referred to as the end conditions or boundary conditions. Further it is possible that,
we describe the initial position of the string as well as the initial velocity at any point of the
string at time t  0 through the conditions
y  x, 0   f  x  , 0  x  l        4 
y
 x, 0   g  x  , 0  x  l       5 
t
Where f  x  and g  x  are functions such that f  0   f  l   0 ;and g  0   g  l   0 . Thus
to study the subsequent motion of any point of  y2  12  2y      1 the string we have to
2 2
x c t
solve following :Determine y  x, t  such that Subject to the condition

y  0, t   0 for all t      2  

 end conditions
y  l , t   0 for all t      3 

y  x, 0   f  x  , 0  x  1      4  

 y   initial conditions
   g  x  , 0  x  1      5

 at t 0
t 
The equation (1) is called one dimensional wave equation

Solution of equation (1) subject to the conditions equation (2) to (5)
2 y 1 2 y
Consider the equation       1
x 2 c 2 t 2
Let us use the method of separation of variables. Here y  y  x, t  . Let us take
y  X  x T t 
y 2 y
 X 1  x  T  t  ; 2  X 11  x  T  t  ;
as solution of (1). Then x x
y  2
y
 X  x  T 1  t  ; 2  X  x  T 11  t 
t t
1
Using these in (1) we get X 11  x  T  t  
X  x  T 11  t 
c2
X 11  x  1 T 11  t 
 
X  x  c2 T t 
Since the left hand side is a function of x and right hand side is a function of t the equality is
possible if and only if each side is equal to the same constant (say)  .
Hence we shall take X 11  x  1 T t 

11
 
X  x c2 T t 
Let us take  to be real. Then three cases are possible   0,   0 or   0
Case 1:- Let   0 , then   p 2  p  0
Then X 11  x  1 T t 
11
  p2
X  x c2 T t 
Hence X 11  x   p 2 X  x i.e.,  X 11  x   p 2 X  x   0

d2X
i.e.,  p 2 X  0  X  x   A1e px  B1e  px
dx 2
Also T 11  t   p 2c 2T  t   0
 T  t   C1e pct  D1e  pct
Hence in this case, a typical solution is like

y  x, t    A1e px  B1e px C1e pct  D1e pct         S .1
Where A1 , B1 , C1 , D1 are arbitary constants .
Case 2:- let   0 then

X 11  x  T 11  t   x   0  X  x   A2  B2 x
 0 X
11

X  x c 2T  t 
T 11  t   0  T  t   C2  D2t
 y  x, t    A2  B2 x  C2  D2t          S .2 
Where A2 , B2 , C2 , D2 are arbitary constants.
Case 3:- Let   0 . Then we can write    p 2 where p  0 then

X 11  x  T 11  t 
   p2
X  x  c 2T  t 
 X 11  x   p 2 X  x   0
 X  x    A3 cos px  B3 sin px 
T 11  t   p 2c 2T  t   0
 X  t    C3 cos pct  D3 sin pct 
Hence a typical solution in this case is
y  x, t    A3 cos px  B3 sin px  C3 cos pct  D3 sin pct 
Thus the possible solution forms of equation (1) are

y  x, t    A1e px  B1e  px  C1e pct  D1e  pct       S .1
y  x, t    A2  B2 x  C2  D2t          S .2 
y  x, t    A3 cos px  B3 sin px  C3 cos pct  D3 sin pct      S .3

Consider  S.1 y  x, t    Ae px  Be px  Ce pct  De pct 
Using conditions (2)  viz  y  0, t   0 for all t
 A  B  Ce pct  De pct   0 for all t  A  B  0
Using condition (3), y  l , t   0 for all t
  Ae pl  Be pl  Ce pct  De pct   0 for all t

 Ae pl  Be pl  0
Solving A  B  0 And Ae pl  Be pl  0 We get A  B  0 Thus

y  x, t   0
This implies that there is no displacement for any x and for any t. This is impossible.
Thus  S.1 is not an appropriate solution .
Consider  S .2  :
y  x, t    A  Bx  C  Dt 
Using (2), y  0, t   0 for all t
Hence A  C  Dt   0  A  0
Using (3), y  l , t   0 for all t
 A  Bl  C  Dt   0 for all t
 Bl  C  Dt   0t since A = 0
Here l  0; C  Dt  0t Hence B = 0

Thus here again y  x, t   0x and t ; Thus as before, this solution also is not valid
Hence  S .2  is also not appropriate for the present problem

Consider  S .3
y  x, t    A cos px  B sin px  C cos pct  D sin pct  ( using condition 2)
y  x, t   0t
 A  C cos pct  D sin pct   0t
 A0
Using condition (3)

y  l , t   0t
B sin pl  C cos pct  D sin pct   0
If B  0, y  x, t   0 and this is invalid
Hence sin pl  0
 pl  n Where n = 1, 2, 3………….
n
Thus p  n  1, 2,3,.......
l
Thus a typical solution of (1) satisfying conditions (2) & (3) is
n x  n ct n ct 
y  x, t   sin  Cn cos  Dn sin
l  l l 
for n  1, 2,3......
Since different solutions correspond to different positive integer n.
AN IMPORTANT OBSERVATION HERE :

If  yn  x, t   n1 are functions satisfying (1) as well as conditions (2) and (3), as the equation (1)

is linear, the most general solution of (1) here is y  x, t    yn  x, t 
n 1
Thus the most general solution of (1) satisfying (2) & (3) is

 n ct n ct  n x
y  x, t    Cn cos  Dn sin  sin   6
n 1  l l  l
Where Cn and Dn are arbitrary constants to be determined

Let us use condition 4: y  x,0   f  x  ,0  x  l Thus putting t = 0 in (6)


n x
C
n 1
n sin
l
 f  x, 0  x  l
Hence Cn  2 / l f  x  sin n x dx n = 1, 2,…. ……………….(7)

l
 0
l
Thus Cn ' s are all determined

Let us consider condition (5):
 y 
   g  x  0  x  l
 t at t 0
y   n ct  n c  n ct  n c   n x 
   Cn sin    Dn cos    sin 
t n 1  l  l  l  l  l 
 y 
 t   g  x
at t 0

 n c  n x
   Dn  sin  g  x, 0  x  l
n 1  l  l
n x
t
Hence Dn  2 g  x  sin dx for  n  1, 2......................(8)
n c 0
Thus Dn are all determined
l
Hence the displacement y  x, t  at any point x and at any subsequent time t is given
by
 n ct n ct  n x
y  x, t     Cn cos  Dn sin  sin   6
 l l  l
n x n x
l l
2
g  x  sin dx  8
2
n c 
Where Cn   f  x  sin dx   7  Dn 
l 0 l 0
l
TWO DIMENSIONAL WAVE EQUATION

 2u 2 u  2u 
2
Two dimensional wave equation is given by         1
2 
C
t 2  x y 
2
Where C 2  T / P , for the unknown displacement u  x, y, t  of a point  x, y  of the
vibrating membrane from rest    0  at time t.
The boundary conditions (membrane fixed along the boundary in the xy- plane) for all times
t  0 , are u  0 on the boundary ----(2)

u  x, y, 0   f  x, y  : ut  x, y, o   g  x, y       3
And the initial conditions are
u
where ut 
t
Now we have to find a solution of the partial differential equation (1) satisfying the
conditions (2) and (3) . We shall do this in 3 steps, as follows:
Working Rule To Solve Two – Dimensional Wave Equation
Step1: By the “method of separating variables” setting u  x, y, t   F  x, y  , G t  and later
F  x, y   H  x  Q  y  ,we obtain from (1) an ordinary differential equation for G and one partial
differential equation for F, two ordinary differential equations for H & Q.
Step 2: We determine solutions of these equations that satisfy the boundary conditions (2).
Step(2) to obtain a solution of (1) satisfying both (2) and (3). That is the solution of the
rectangular membrane as follows.
Step 3: Finally, using double fourier series, we compose the solutions obtained in step(2).
The double Fourier series for f  x, y   u  x, y, 0 is given by
 
u  x, y, t    umn  x, y, t 
m 1 n 1
 
n x n y
u  x, y, t     Bmn cos mnt  Bmn sin mnt  sin sin
m 1 n 1 a b
Hence Bmn and Bmn are called Fourier co-efficient of f  x, y  and are given by
n x n y
b a
4
Bmn   f  x, y  sin sin dxdy, m  1, 2.......; n  1, 2.......
ab 0 0 a b
m x n y
b a
4
and B*mn   g  x, y  sin sin dxdy, m  1, 2.......; n  1, 2.......
abmn 0 0 a b

PROBLEMS
 2u 2  u
2
1. Find the solution of the wave equation  c corresponding to the
t 2 x 2
triangular initial deflection
2kx
f  x  where 0  x  l / 2
l
and initial velocity equal to 0.
2k
  l  x  where l / 2  x  l
l
 2u 2  u
2
Sol To find u  x, t  we have to solve  c  1
t 2 x 2
u  0, t   0t   2 
Where u  l , t   0t   3
u  x, 0   f  x  0  x  l    4 
 u 
   g  x   0  0  x  l    5
 t at t 0
Equation (1) can be in the form
u  x, t   T  t  X  x  The three solutions of (1) are
u  x, t    A1e px  B1e  px  C1e pct  D1e  pct       S .1

u  x, t    A2  B2 x  C2  D2t       S .2 
u  x, t    A3 cos px  B3 sin px  C3 cos pct  D1 sin pct       S .3
The appropriate solution is S.3

Hence u  x, t    A cos px  B sin px  C cos pct  D sin pct 
Using (2) & (3)

n
A  0; P  where n  1, 2,3......
l
 The most general solution of (1) satisfying (2) & (3) is

u  x, t     Cn cos  Dn sin  sin   6
n 1  l l  l

Using (4)
u  x, 0   f  x 
n x
 f  x    Cn sin x   0, l    7 
l
Now we can expand the given function f  x  in a half range Fourier sine series for
0 xl

n x n x
l
2
f  x    bn sin where bn   f  x  .sin dx  8
n 1 l l0 l
Comparing (7) & (8) we get cn  bn
n x
l
2
 cn   f  x  sin dx
l0 l
2  2k n x n x 
l /2 l
2k
   x sin dx    l  x  sin dx 
l 0 l l l /2
l l 
  n x   
l /2
  n x   
l

   cos n x    n x  
4k       sin  l    
   cos    sin  l   
 2  x  l  1       l  x   l   1    
  
l   n   n   n  n  
2 2 2 2
   
          
    l /2 
2 2
  l l  l l
0 
4k  1 n l2 n  1 1 n l2 n 
 2 l / 2.  cos  2 2 sin   . ( cos )  2 2 .sin 
l  n 2 n 2  2 n 2 n 2 
4k l2 n
 .2. .sin
l 2
n
2 2
2
8k n
 2 2 .sin
n 2
If n  2m ( an even number ) C2m  0

8k
If n  2m  1(an odd number ), C2 m1   1
m
 2m  1 
2 2
Thus all Cn ' s are determined

Using

 u 
 t   g  x  for 0  x  l
t 0
2 l n x
 
n c 0
Dn  g x sin dx
l
0 Since g  x   0
8k   1  2m  1  ct sin  2m  1  x
m
Hence, u  x , t   
 2 m0  2m  12
sin
l l
2.Solve the boundary value problem
x 
utt  a 2uxx ;0  x  l; t  0 with u  0, t   0, u l , t   0 & u  x,0   0, ut  x,0   sin 3  
 l 
Sol.. let u  x, t  is the solution of the wave equation
 2u 2  u
2
 a  1
t 2 x 2
Given conditions are
x
u  0, t   0t   2  and t  x, 0   sin 3 x  0, l    5 
l
u  l , t   0t   3
u  x, 0  0  x  l   4 
The required solution of (1) is of the form

u  x, t    c1 cos px  c2 sin px    c3 cos pat  c4 sin pat    6 
Using (2) & (3), we have

n
c1  0 and p  where n  1, 2,3.....
l
 General solution of (1) satisfying (2) & (3) is
n x  n at n at 
u  x, t   c2 sin  c3 cos  c4 sin   7
l  l l 
Now using condition (4) u  x,0   0 we get

n x
u  x, 0   0  c2 sin  c3  0 
l
n x
 c2 c3 sin  0  c3  0  c2  0    8 
l
from  7  &  8 
n x  n at 
u  x, t   c2 sin  0  c4 sin 
l  l 
n x n at
 cn sin sin where cn  c2 c4
l l
The most general solution of (1) is

n x n at
u  x, t    cn sin sin     9
n 1 l l
  u  x, t   
n x n at  n a 
  cn sin cos  
t n 1 l l  l 
u 
n a n x
   Cn
x, 0  sin
t n 1 l l
From (5) & above result
 x  n a n x
sin 3   cn sin
l n1 l l
3  x 1 3 x  n a n x  3 1 
sin  sin   cn sin  sin 3   sin   sin 3 
4 l 4 l n 1 l l  4 4 
 a  x 2 a 2 x 
 c1 sin  c2 sin      
 l l l l 
Comparing the coefficients of like terms,
a 3  3 a  1
c1  , c2  0, c3    , c4 , c5    cn  0
l 4  l  4
3l 1
 c1  , c2  0, c3  , c4  0, c5  0
4 a 12 a
Hence, substituting the values in (9)
3l  x  at 1 3 x 3 at
u  x, t   sin sin  sin sin
4 a l l 12 a l l
3.If a string of length l is initially at rest in equilibrium position and each of its points is
x
given the velocity Vo sin 3 , find the displacement y  x, t 
l
Sol. With the explained notation, the displacement y  x, t  is given by

2 y 1 2 y
 2  1
x 2 c t 2
y  0, t   0t   2 
y  l , t   0t   3
y  x, 0   0, 0  x  l   4 
 y  3 x
 t   V0 sin   5
at t  0 l
The most general solution of (1) satisfying (2) & (3) is

y  x, t     Cn cos  Dn sin  sin   6
n 1  l l  l
n x
Using (4) we get  C sin n  0x  0, l  which implies Cn  0 for all n
l
n c n x x
D n
l
sin
l
 V0 sin 3
l
 3  x 1 3 x 
Now, using (5), we get
 V0  sin  sin
4 l 4 l 
3l lV
Hence D1  , D3  0
4 cVo 12 c
3lVo  ct  x lV0 3 ct 3 x
Hence y  x, t   sin sin  sin sin
4 c l l 12 c l l

MAMATHMATICS - II LAPLACE TRANSFORMS
UNIT V
LAPLACE TRANSFORMS
INTRODUCTION
Laplace Transformations were introduced by Pierre Simmon Marquis De Laplace

(1749-1827), a French Mathematician known as a Newton of French. Laplace
Transformations is a powerful Technique; it replaces operations of calculus by operations of
Algebra. Suppose an Ordinary (or) Partial Differential Equation together with Initial
conditions is reduced to a problem of solving an Algebraic Equation.
USES:
 Particular Solution is obtained without first determining the general solution
 Non-Homogeneous Equations are solved without obtaining the complementary
Integral
 Solutions of Mechanical (or) Electrical problems involving discontinuous force
functions (R.H.S function) (or) Periodic functions other than and are obtained easily.
Applications:
 L.T is applicable not only to continuous functions but also to piece-wise continuous
functions, complicated periodic functions, step functions, Impulse functions.
Definition:
Let f (t) be a function of‘t’ defined for all positive values of t. Then Laplace

transforms of f (t) is denoted by L {f (t)} is defined by L  f  t    e st f  t dt  f  s   (1)
0
Provided that the integral exists. Here the parameter‘s’ is a real (or) complex number.

The relation (1) can also be written as f  t   L1 f  s  
In such a case the function f(t) is called the inverse Laplace transform of f  s  .The
symbol ‘L’ which transform f(t) in to f  s  is called the Laplace transform operator. The
symbol ‘L-1’ which transforms ̅

(s) to f (t) can be called the inverse Laplace transform
operator.

Conditions for Laplace Transforms

Exponential order: A function f (t) is said to be of exponential order ‘a’ If lt e st f  t   a
t 
finite quantity.
Ex: (i). The function t2 is of exponential order
3
(ii). The function et is not of exponential order (which is not limit)
Piece – wise Continuous function: A function f (t) is said to be piece-wise continuous over
the closed interval [a,b] if it is defined on that interval and is such that the interval can be
divided in to a finite number of sub intervals, in each of which f (t) is continuous and has both
right and left hand limits at every end point of the subinterval.
Sufficient conditions for the existence of the Laplace transform of a function:
The function f (t) must satisfy the following conditions for the existence of the L.T.
(i).The function f (t) must be piece-wise continuous (or) sectionally continuous in any
limited interval 0  a  t  b
(ii).The function f (t) is of exponential order.
Laplace Transforms of standard functions:

1
1. Prove that L 1 
s
Proof: By definition
 
 e st  e e0
L 1   e .1dt  
 st
    0  1 if s  0
0   s 0  s  s s
L 1  1
s  e 
 0
2. Prove that L t  1

s2


  e st  e st 
L t   e .tdt  t. 
 st
   1. dt 
0   s  s  0

 e st e st 
 t .  2
 1 2
  s    0
 s s

3. Prove that L t n    n!
s n1
where n is a +ve integer

 e st   n 1 e st
L t 

   n.t .  s dt
 st
n
e .t dt  t n .
n
0
 s  0 0
n   st n 1
s 0
 00 e t dt
L t n 1
n

s
n 1
Similarly L t n1  L t n2 
s
n2
L t n2   L t n3
s
By repeatedly applying this, we get
n n 1 n  2
L t n   . ..... . L t nn 
2 1
.
s s s s s
n! n! 1 n!
 n
L 1  n .  n1
s s s s
Note: L t n  can also be expressed in terms of Gamma function.
n !   n  1
i.e., L t n       n  1  n!
s n1 s n1

Def: If n>0 then Gamma function is defined by   n    e x x n1dx
0
We have L t n    e st .t n dt

Putting x=st on R.H.S, we get

 x  st 
xn 1
L t n  t   e x .

. dx  
0 sn s  1 dx  dt 
s 
1   When t  0, x  0 

s n 1  0
e x .x n dx  
 When t  , x   
L t n  
1
.  n  1
s n1
If ' n 'is a +veinteger then   n  1  n !
 L t n   n !
s n 1

Note: The following are some important properties of the Gamma function.
1.   n  1  n.  n  if n  0
2.   n  1  n! if n is a +ve integer
3.  1  1,   1   
2
Note: Value of   n  in terms of factorial
  2   1 1  1!
  3  2   2   2!
  4   3   3  3!
---------------
In general   n  1  n! provided ‘n’ is a +ve integer.
Taking n=0, it defined 0! =  1  1
4. Prove that L eat   1

sa
Proof: By definition,
L eat    e st .eat dt   e
   s  a t
dt
0 0

 e   s  a t 
 
   s  a  0
e e0 1
   if s  a
sa sa sa
 
Similarly L e at 
1
sa
if s  a
a
5. Prove that L sinh at 
s  a2
2
Proof: L sinh at  L 


eat  e at 
   L e   L e 
1 at  at
 2  2
1 1 1  1 s  a  s  a 2a a
      2
 
2 s a s  a 2  s a  2s  a  s  a

2 2 2 2 2
s
6. Prove that L cosh at 
s  a2
2
 eat  e at 
Proof: L cosh at  L  
 2 

1 1 1 
 L eat   L e at   
1
 
 2 s  a s  a
2 
1 s  a  s a 2s s
   2

2  s a  2s  a  s  a

2 2 2 2 2
a
7. Prove that L sin at 
s  a2
2
Proof: By definition,

L sin at   e st sin atdt
0

 e st 
2 
 2  s sin at  a cos at  
s  a 0
 eax 
2 
  e sin bxdx 
ax
a sin bx  b cos bx 
 a b
2

a

s  a2
2
s
8. Prove that L cos at 
s  a2
2
Proof: We know that L eat    1

sa
Replace ‘a’ by ‘ia’ we get
s  ia
L eiat  
1

s  ia  s  ia  s  ia 
s  ia
i.e., L cosat  i sin at 
s2  a2
Equating the real and imaginary parts on both sides, we have
s a
L cos at  and L sin at  2
s a
2 2
s  a2
Problems
1. Find the Laplace transforms of (t 2  1)2
Sol: Here f(t)  (t 2  1)2  t 4  2t 2  1
L{(t 2 + 1)2 } = L{t 4 + 2 t 2 + 1} = L{t 4} + 2L{t 2} + L{1}

4! 2! 1 4! 2! 1
 4 1
 2. 3   5  2. 3 
s s s s s s
24 4 1 1
 5
 3   5 (24  4s 2  s 4 )
s s s s

 e at  1 
2. Find the Laplace transform of L  
 a 
 e a t  1  1
 = L e  1   L e   L 1
 at 1  at
Sol: L
 a  a a
1 1 1 1
   
a s a s s( s  a)
3. Find the Laplace transform of Sin2tcost
1 1
Sol: W.K.T sin 2t cos t  [2sin 2t cos t ]  [sin 3t  sin t ]
2 2
1  1
 L{sin 2t cos t}  L  [sin 3t  sin t ]  L sin 3t  L sin t
2  2
1 3 1  2( s 2  3)
  
2  s 2  9 s 2  1 ( s 2  1)( s 2  9)
4. Find the Laplace transform of Cosh22t

1
Sol: W.K.T cosh 2 2t  1  cosh 4t 
2
Lcosh 2 2t  L(1)  L{cosh 4t}

1
2
1 1 s  s2  8
  
2  s s 2  16  s( s 2  16)
5. Find the Laplace transform of Cos33t

Sol: Since cos9t=cos3(3t)
1
cos9t=4cos3 3t-3cos3t (or) cos3 3t= cos9t  3cos3t 
4
1 3
L{cos3 3t} = L{cos9t} + L{cos3t}
4 4
∴ 1 s 3 s
= . 2  . 2
4 s  81 4 s  9
s 1 3  s  s 2  63
=  2  
4  s  81 s 2  9   s 2  9  s 2  81
Find the Laplace transforms of  sin t  cos t 

2
6.
Since  sin t  cos t   sin 2 t  cos2 t  2sin t cos t  1  sin 2t

2
Sol:

L{(sin t + cos t )2 } = L{1+ sin 2t}

= L{1} + L{sin 2t}
1 2 s 2  2s  4
  2 
s s 4 s  s2  4
7. Find the Laplace transforms of cost cos2t cos3t

1
Sol: cos t cos 2t cos3t  .cos t  2.cos 2t.cos3t 
2
1 1
= cos t[cos 5t + cos t ] = [cos t cos 5t + cos2 t ]
2 2
1 1
  2cos t cos5t  2cos2 t    cos 6t  cos 4t   1  cos 2t  
4 4
1
= [1  cos 2t  cos 4t  cos 6t ]
4
1
 L{cos t cos 2t cos3t}  L{1  cos 2t  cos 4t  cos 6t}
4
1
= [ L{1}  L{cos 2t}  L{cos 4t}  L{cos 6t}]
4
= 1  1  2 s  2 s  2 s 
4  s s  4 s  16 s  36 
8. Find L.T. of Sin2t

1  cos 2t 
Sol: L{sin 2 t}  L  
 2 
1 1 1 s 
 [L{1}  L{cos 2t}]    2
2 2  s s  4 
9. Find L(√ )
1 
   1
 t   L t 2
  1  where n is not an integer
2
1
Sol: L
 1
s2
1 1
 
2 2 
 3
 3
  n  1  n.  n 
2 2
s 2s
10. Find 𝑳 { 𝝎 + 𝜶 }, where  a constant is
Sol: { 𝑖 𝜔 +𝛼 }= { 𝑖 𝜔 𝛼+ 𝜔 𝑖 𝛼}
= 𝛼 { 𝑖 𝜔 }+ 𝑖 𝛼 { 𝜔 }
= 𝛼 + 𝑖 𝛼
+ +

Properties of Laplace transform:

Linearity Property:
Theorem1: The Laplace transform operator is a Linear operator.
i.e. (i). L cf t   c.L  f t  (ii). L  f t   g t   L  f t   L g t  Where ‘c’ is
constant
Proof: (i) By definition
 
L cf  t    e cf  t  dt c  e st f  t  dt  cL  f  t 
 st
0 0
(ii) By definition

L  f  t   g  t    e st  f  t   g  t dt
0
 
 e  st
f  t dt   e st g  t dt  L  f  t   L g  t 
0 0
Similarly the inverse transforms of the sum of two or more functions of ‘s’ is the sum of the
inverse transforms of the separate functions.
    
Thus, L1 f  s   g  s   L1 f  s   L1 g  s   f  t   g t  
Corollary: L c1 f  t   c2 g  t   c1L  f  t   c2 L g t  , where c1, c2 are constants
Theorem2: If a, b, c be any constants and f, g, h any functions of t, then

L{af (t ) + bg (t ) - ch(t )} = a.L{ f (t )} + b.L{g (t )}- cL{h(t )}
Proof: By the definition

L{af (t )  bg (t )  ch(t )}   e st {af (t )  bg (t )  ch(t )}dt
0
  
 a. e st f  t  dt  b  e st g  t  dt  c  e  st h  t  dt
0 0 0
 a.L{ f (t )}  bL{g (t )}  cL{h(t )}
Change of Scale Property:

-
1  s
If L{ f (t )} = f (s) then L{ f (at )}  . f  
a a
Proof: By the definition we have


L{ f (at )}   e st f (at )dt
0
du
Put at  u  dt 
a
when t   then u   and t = 0 then u = 0
 s
 
 su
 du 1  a .u 1
 L{ f (at )}   e a
f (u )  . e f  u  du  . f s
a a 0 a a
0
1. Find 𝑳{𝐬 }
Sol: {sinh } = =
−
∴ {sinh }= ⁄ (Change of scale property)

1 1 3
  2
  1 s  9
2
3 s
3
2. Find 𝑳{𝐜 𝐬 }
Sol: {cos } = =
+
{cos }= ( ⁄ ) (Change of scale property)

⁄
{cos }= =
( ⁄ ) + +
First shifting property:

at
If L{ f (t )} = f (s) then L{e f (t )} = f (s - a)

L{eat f (t )}   e st eat f (t )dt
0

f  t  dt
  s  a t
 e
0

  eut f  t  dt whereu  s  a
0
= f (u )  f  s  a 
- at
Note: Using the above property, we have L{e f (t )} = f (s+ a)
Applications of this property, we obtain the following results
n!  n! 
1. L{eat t n }  n 1 
L(t n )  n 1 
( s  a)  s 

b  b 
2. L{eat sin bt}  2 
L(sinbt)  2
( s  a)  b 
2
s  b2 
sa  s 
3. L{eat cos bt}  2 
L(cosbt)  2
( s  a)  b 
2
s  b2 
b  b 
4. L{eat sinh bt}  2 
L(sinhbt)  2
( s  a)  b 
2
s  b2 
sa  s 
5. L{eat cosh bt}  2 
L(coshbt)  2
( s  a)  b 
2
s  b2 
1. Find the Laplace Transforms of t 3e3t
Sol: Since L{t 3} = 3!4

s
Now applying first shifting theorem, we get
3!
L{t 3 e- 3t } =
( s + 3)4
2. Find the L.T. of et cos 2t

Sol: Since L{cos }=
+
Now applying first shifting theorem, we get
−
+ +
{ cos }= =
+ + + +
3. Find L.T of
+
Sol: - L[ ]=L[ ]
= { [ ]+ [ ]}
= + { [ ]} → −
−
−
= +
− − +
−
= +
− − +
Second translation (or) second Shifting theorem:

− , > −
If { }= ={ < ℎ { }=

∞ − − ∞ −
{ }= ∫ =∫ +∫
∞ − ∞ − ∞ −
=∫ . +∫ − =∫ −
Let t-a = u so that dt = du And also u = 0 when t = a and u →  when t → 

∞ − + − ∞ − − ∞ −
∴ { }=∫ = ∫ = ∫
− { }= −
=
Another Form of second shifting theorem:
{ }= { }= −
If > ℎ − −
, >
where H (t) = { and H(t) is called Heaviside unit step function.
, <
∞ −
{ − − }=∫ − − →
Put t-a=u so that dt= du and also when t=0, u=-a when t →  , u→ 
∞ − +
Then { − − }=∫ . [ ]
0 
 e
 s (u  a )
F  u  H  u  du   e s (u  a ) F  u  H  u  du
a 0
− + ∞ − +
= ∫− . +∫ .
[Since By the definition of H (t)]

∞ − + − ∞ −
=∫ = ∫

e  sa
e
 st
F  t  dt by property of Definite Integrals
0
− { }= −
=
Note: H  t  a  is also denoted by u t  a 
1.
cos t  

Find the L.T. of g (t) when g  t    3   if t  
3
 0 if t  
 3
Sol. Let f  t   cos t
∴ { }= { }= =
+
( − 𝜋⁄ ) = ( − 𝜋⁄ ), 𝑖 > 𝜋⁄
={
, 𝑖 < 𝜋⁄
Now applying second shifting theorem, then we get

−𝜋
−𝜋
.
{ }= =
+ +
−
2. Find the L.T. of (ii) − − ) (ii) −
Sol:

(i). Comparing the given function with f(t-a) u(t-a), we have a=2 and f(t)=t3
!
∴ { }= { }= = =
Now applying second shifting theorem, then we get

−
{ }= −
− − =
{ − }= { − − − − − −
(ii). − . − }= { − }
−
= then = +
Now applying second shifting theorem then, we get

− +
{ − }= − −
− . =
+ +
Multiplication by‘t’:
−
Theorem: If 𝑳{ }= 𝑳{ }=

Proof: By the definition f  s    e st f  t  dt

0

d
ds
 d

f  s    e st f  t  dt
ds 0
By Leibnitz’s rule for differentiating under the integral sign,


d 
f  s    e st f  t  dt
ds 0
s

  te st f  t  dt
0
∞ −
= −∫ { } =− { }
−
Thus { }=
𝑛
∴ { }= − 𝑛
=
Note: Leibnitz’s Rule


If f  x,   and f  x,   be continuous functions of x and  then

𝛼
{∫ ,𝛼 }=∫ 𝛼
,𝛼
Where a, b are constants independent of 

Problems:
1. Find L.T of tcosat
Sol: Since { }=
+
{ }=− [ ]
+
− + − . −
= =
+ +
2. Find t2sin at
Sol: Since { 𝑖 }=
+
{ . 𝑖 }= −
+
d  2as  2a  3s  a 
  2 2
= 
ds   s 2  a 2 2   s 2
 a 
2 3
 
3. Find L.T of tet sin 3t
+
−
∴ { 𝑖 }= [ ]=
+ +
Now using the shifting property, we get

− + +
{ 𝑖 }= =
+ + + +
4. Find 𝑳{ }
+
 L e2t sin 3t 

3 3

 s  2 9 s  4s  13
2 2
− −
{ 𝑖 }= − [ ]= − [ ]
− + − +
3  2s  4  6  s  2
= 
s  4s  13 s  4s  13
2 2 2 2
Find the L.T. of 1  tet 

2
5.
− − −
Sol: Since + = + +
 L 1  tet   L 1  2L tet   L t 2e2t 

2
1 d  1  2 d  1 
2
  2  1     1  
s ds  s  1  ds 2  s  2 

1 2 d  1 
    
s  s  1 ds   s  2 2 
2
1 2 2
  
s  s  1  s  2 3
2
6. Find the L.T of t3e-3t (already we have solved by another method)
{ − }= − { − }
Sol:
− ! −
=− +
=
+
!
=
+
7. Find 𝑳{𝐜 𝐬 𝐬 }
+ −
Sol. {cosh sin }= { . sin }
−
= [ { sin }+ { sin }]
1 a a 
   
2   s  a 2  a 2  s  a 2  a 2 
f  t    t  1 , t 1
2
8. Find the L.T of the function

0 0  t 1
Sol: By the definition

∞ − − ∞ −
{ }=∫ =∫ +∫

  e st 0dt   e st  t  1 dt
1 2
0 1
− ∞ −
∞ − ∞
=∫ − =[ −
−
] −∫ − −
2   st
e  t  1 dt
s 1
 0
2  

  e st  e
 st
  t  1 
    1 dt 
s 
  s 1 s 


 2 e 
 st
2 1  2
 3  e st 

 0   e st dt   2  
s s 1  s  s 1 s 1
2
3 
0  e s   3 e s
2

s s

9. Find the L.T of f (t) defined as f (t )  3 , t >2

 0, 0<t<2
∞ −
Sol: { }=∫

  e st f  t  dt   e st f  t  dt
2
0 2
− ∞ −
=∫ . +∫
3  st  3
 e    0  e2 s 

 0   e st 3dt 
2 s 2 s
3
 e2 s
s
10. Find 𝑳{ + }
Sol: { + } = {cos cos − sin sin }
= cos . {cos } − sin {sin }
= cos . +
− sin . +
−
{ . + }= [cos . − sin . ]
+ +
 2    s 2  a 2  .0  a.2s 
 s  a 2
.1  s.2 s   sin b  
=  cos b. 
      
s 2
 a 2 2   s 2
 a 2 2


1  s 2  a 2 2 cos b  2as sin b 
 
s 2
a 2 2

11. Find L.T of L [t ]
Sol: - We know that L[sint] = +
−
L[tsint] = (-1) L[sint] = - ( =-
+ +
= +
By First Shifting Theorem

− −
L [t 𝑖 ]=[ ] = =
+ → − − + − +
Division by‘t’:
∞
Theorem: If 𝑳{ }= 𝑳{ }=∫

Proof: We have f  s    e st f  t  dt
0
Now integrating both sides w.r.t s from s to  , we have



 


0
f ( s)ds     e st f (t )dt ds
s 0 
 
  f t  e
 st
dsdt (Change the order of integration)
0 s
  f  t    e st ds dt (
 
t is independent of‘s’)
0  s 

  e st 
 f t    dt
0
 t  s
∞ −
=∫ ℒ{ }
Problems:
𝐬
1. Find 𝑳 { }
Sol: Since { 𝑖 } = +
=
Division by‘t’, we have

si ∞ ∞
{ }=∫ =∫ +
=[ − ]∞ = −
∞− −
   Tan1s  cot 1 s
2
sin at
2. Find the L.T of
t
Sol: Since {sin }=
+
=
Division by t, we have
si a ∞ ∞
{ }=∫ =∫ +
1 
 a. Tan1 s   Tan1  Tan1 s
a as a
   Tan1 s  cot 1 s
2 a a  
−𝐜 𝐬 𝐚
3. Evaluate 𝑳 { }
Sol: Since { − cos a } = { } − { }= −

+
−c s a ∞
{ }=∫ −
+

 
 log s  log  s 2  a 2 
1
 2 s


1   s2 
  2log s  log  s  a    log  2
1 
 2 2
 
2 s 2   s  a2  s

  
1  1  1 s2 
 l og  
2  s 2  a 2 
log1 log
2  1  a2 
 2 
  s  s
1
1  s2   s2  2 s2  a2
  l og  2 2 
 log  2 2 
 log
2  s a   s a  s2
−𝐜 𝐬 s2  1
Note: 𝑳 { } = log (Putting a=1 in the above problem)
s
− − −
4. Find 𝑳 { }
− − − ∞
Sol: { }=∫ +
− +

   s  a 
 log  s  a   log  s  b   s  log  
  s  b  s
 a
 1 s  sa
 l t log   log  
s 
 1 b   sb 
 s
 sb 
 log1  log( s  a)  log( s  b)  log  
sa
1  cos t 
5. Find L  
 t 
2
1  cos t  1 1  cos t 
Sol: L  L .  ..... 1
 t  t 
2
t

1  cos t    1 s   
  s   2  ds  log s  log  s  1
1 2
Now L 
 t   s s 1   2 s

1 s2  1  s2  1 s2 1
 log 2   log 2   log 2
2 s  1 s 2  s  1 2 s
1  cos t  s 1 2
1
L 
 t
2 

 s 2
log 2 ds
s

1    s 2  1     s
2
 2 
  log  2   .s    2  3  .sds
s s 1 s
2    s     
s

1   1   s2  1   ds 
   s 
lt s.log  1  2 
 s log  2   2s 2 
2   s   s  s  1

1  1 1 1  s 2  1 
   lt s  2  4  6  ....   s log 2   2Tan 1s 
2   s   s 2s 3s  s  s
1   1   1    x 2 x3 x 4 
  0  s log 1  2   2   Tan s    log 1  x   x     ..... 
2   s  2    2 3 4 
1  1
 cot 1 s  s log 1  2 
2  s 
− − −
3. Find L.T of
− −
Sol: W.K.T L[ ]= ,L[ ]=
+ +
∞
L[ ]=∫ ̅
− − ∞
−
∴ L[ ]=∫ −
s + +
= [log + − log + ]∞
+ ∞
= log +
+
∞
= log
+
+
=log (1)-log ( +
)
+ +
=0- log ( +
) = log ( +
)
Laplace transforms of Derivatives:

If f 1  t  be continuous and { }= ℎ { }= −

∞ −
{ }=∫
 
 e st f  t     s  e st f  t  dt (Integrating by parts)
0 0
 
 e st f  t   s  e st f  t  dt
0 0
 st
l t e f (t )  f (0) + . {
= t  }
Since f (t) is exponential order

 st
 lt e f (t ) =0
t 
∴ { }= − + { }

= −
The Laplace Transform of the second derivative f11(t) is similarly obtained.
∴ { }= . { }−
 s.  s f  s   f  0   f 1  0 
 s 2 f  s   sf  0   f 1  0 
∴ { }= . { }−
= [ { }− − ]−
= { }− − −
Proceeding similarly, we have
{ }= { }− − − −
− ……
−
Note 1: { }= 𝑖 = = , = … =
Note 2: Now | | . .
− −
We have | |= | | .
− −
=M. → → ∞ if s>a
𝑙 −
∴ →∞
= >
Problems:
Using the theorem on transforms of derivatives, find the Laplace Transform of the
following functions.
(i). eat (ii). cosat (iii). t sin at
(i). Let f  t   eat Then f 1  t   a.eat and f  0  1
{ }= . { }−
𝑖. . , { }= . { }−
𝑖. . , { }− . { }=−
𝑖. . , − { }=−
∴ { }=
−
(ii). = ℎ =− 𝑖 =−
∴ { }= { }− . −
Now f  0  cos 0  1and f 1  0   a sin 0  0
ℎ {− cos }= {cos }− . −
⟹− {cos }− {cos }=−

⟹− + {cos } = − ⇒ {cos }=
+
(iii). Let f  t   t sin at then f 1  t   sin at  at cos at
f 11  t   a cos at  a cos at  at sin at   2a cos at  a 2t sin at
Also f = and =
{ }= { }− −
𝑖. . , { cos − sin }= {tsin }− −
𝑖. . , {cos }− { sin }− {tsin }=
−
𝑖. . , − + {t sin }= ⇒ {t sin }=
+ +
Laplace Transform of Integrals:

If { }= ℎ {∫ }=
Proof: Let g  t    f  x  dx
t
Then = [∫ ]= =
Taking Laplace Transform on both sides

{ }= { }
But { }= { }− = { }− [ 𝑖 = ]
∴ { }= { }
⟹ { }= { } ⇒ { }= { }
=∫
∴ {∫ }=
Problems:
t
1. Find the L.T of  sin atdt
0
Sol: L{sin }= =
+
Using the theorem of Laplace transform of the integral, we have
{∫ }=
∴ {∫ sin }=
+
t sin t
2. Find the L.T of 0 t
dt
𝑙 si
Sol: {sin } = →
= 𝑖
+

si ∞ ∞
∴ { }=∫ {sin } =∫
+
 Tan1s   Tan1  Tan1s    Tan1s  cot 1 s (or ) Tan1 1

s

2 s  
si − −
𝑖. . , { }= ( ⁄)
si − −
∴ {∫ }= ( ⁄)
−
3. Find L.T of ∫
− 𝑖
Sol: L[ ∫ ]
We know that
L {sint} = +
= ̅
𝑖 ∞ ∞
L{ }=∫ ̅ =∫ +
− ∞
=(
− − 𝜋 − −
= ∞− = − =
𝑖 −
∴ L{ }=
𝑖 −
Hence L {∫ }=
By First Shifting Theorem

𝑖 −
L[ −
∫ ]= ̅ + = → +
−
𝑖 −
∴ L[ ∫ ]= +
+
Laplace transform of Periodic functions:

If f (t) is a periodic function with period ‘a’. i.e, f  t  a   f  t  then
 f  t   1 1e  e st f  t  dt
a
L  sa 0
Eg: sin x is a periodic function with period 2

i.e., sin x  sin  2  x   sin  4  x  .............
Problems:
1. A function f (t) is periodic in (0,2b) and is defined as f  t   1 if 0  t  b

 1 if b  t  2b
Find its Laplace Transform.

L  f  t  
1
e st f  t  dt
2b
Sol:
1  e2bs  0
1  b  st
  e st f  t  dt 
2b
2bs  0 
 e f t dt 
1 e  b 
1  b  st
e dt   e st dt 
2b
2bs  0

1 e  b 
1  e st b  e st 2b 
     
1  e2bs   s 0   s b 
   e sb  1   e2bs  e sb 
1

s 1  e2bs   
L  f  t  
1
1  2e sb  e2bs 
s 1  e2bs  

2. Find the L.T of the function f  t   sin t if 0  t 

 2 2
 0if t  where f  t  has period
  
2
Sol: Since f (t) is a periodic function with period

L  f  t  
1
e st f  t dt
a
1  e sa  0
2
L  f  t  
1
 s 2 

e st f  t dt
1 e  0
1     st 2

 0   e .0dt 
  st
 2 s
e sin t dt 
1 e 

1  e st   s sin t   cos t   
 2 s  
1 e 
 s2   2 0
eat
 a sin bt  b cos bt 
b
 a
eat sin bt 
a 2  b2

1 e
1
2 s

 1
 s 2   2 e
 s

 
.   



Laplace Transform of Some special functions:

1. The Unit step function or Heaviside’s Unit functions:
<
It is defined as − ={
>
Laplace Transform of unit step function:
−
To prove that { − }=
<
Proof: Unit step function is defined as − ={
>
∞ −
Then { − }=∫ −

  e st u  t  a  dt   e st u  t  a  dt
a
0 a
a 
  e st .0dt   e st .1dt
0 a

  e st  1   as e as
  st
e dt      .  e  e  
a
 s  a s   s
−
∴ { − }=
Laplace Transforms of Dirac Delta Function:
The Dirac delta function or Unit impulse function ∈ = { ⁄∈ ∈

>∈
− − ∈
2. Prove that 𝑳{ ∈ }= hence show that 𝑳{𝜹 }=
∈
Proof: By the definition ∈ = { ⁄∈ ∈

>∈
∞ −
And Hence { ∈ }=∫ ∈
∈ − ∞ −
=∫ ∈ + ∫∈ ∈
∈ − ∞ −
=∫ + ∫∈ .
∈
− ∈
− ∈ − − ∈
= ∈ [ − ] = − ⁄∈ [ − ]=
∈
− − ∈
∴ { ∈ }=
∈
𝑙 𝑙 − − ∈
Now {𝛿 } =∈→ { ∈ } = ∈→
∈
∴ {𝛿 }= 𝑖 L-Hospital rule.

Properties of Dirac Delta Function:

∞
1. ∫ 𝛿 =
∞
2. ∫ 𝛿 = where G(t) is some continuous function.
∞
3. ∫ 𝛿 − = where G(t) is some continuous function.

4. G(t ) 1  t  a   G1 (a)
0
Problems
}= −
1. Prove that 𝑳{𝜹 −
Sol: By Translation theorem
}= − {𝛿 }
L{𝛿 −
− {𝛿 }= ]
= [sin
∞
2. Evaluate ∫ 𝐜 𝐬 𝜹( − 𝝅⁄ )
Sol: By using property (3) then we get
∞
∫ 𝛿 − =
Here = 𝜋⁄ , = cos
G  a   G   3   cos 2 3  12
∞
∴ ∫ cos 𝛿( − 𝜋⁄ ) = cos 𝜋⁄ = −𝜋⁄

3. Evaluate e4t 1  t  2  dt
0
Sol: By the 4th Property then we get


  t  a  G  t  dt  G (a)
1 1
G  t   e4t and a  2
G1  t   4.e4t
G1  a   G1  2  4.e8

 e4t 1  t  2  dt  G1  a   4.e8
0

Inverse Laplace Transforms:

If f  s  is the Laplace transforms of a function of f (t) i.e. { }= then f (t)
is called the inverse Laplace transform of f  s  and is written as = −

{ }
−
∴ is called the inverse L.T operator.
Table of Laplace Transforms and Inverse Laplace Transforms
{ }= −
S.No. { }=
{ }= ⁄ −
1. { ⁄ }=
−
2.
{ }= { ⁄ − }=
−
−
3.
{ − }= { ⁄ + }=
+
4. ! −
{ }= +
𝑖 + 𝑖 { + }=
!
5. − ! −
{ − }= −
{ ⁄ }= , = , , …
− !
6. {sin }= −
+ { }= . sin
+
7. {cos }= −
{ } = cos
+ +
8. {sinh }= −
− { }= sinh
−
9. {cosh }= −
{ } = cosh
− −
{ }= −
10. sin { }= . sin
− + − +
11. − −
{ cos }= −
{ }= cos
− + − +
12. −
{ sinh }= { }= . sinh
− − − −
13. − −
{ cosh }= −
{ }= cosh
− − − −
14. − − −
{ sin }= { }= . sin
+ + + +
15. −
+ −
+ −
{ cos }= { }= cos
+ + + +
{ }= − −
16. − { − }= { }
{ − }= − − − −
17. + { + }= { }

Problems
s 2  3s  4
1. Find the Inverse Laplace Transform of
s3
− − + −
Sol: { }= { ⁄ − . ⁄ + ⁄ }
 L1 1  s  3L  1 s   L  4 s 
1
2
1
3
t2
 1  3t  4.  1  3t  2t 2
2!
+
2. Find the Inverse Laplace Transform of − +
− + − + − − +
Sol: { }= { }= { }
− + − + − +
− − −
= { }+ . { }
− + − +
4
 e2t cos3t  e2t sin 3t
3
2s  5
s2  4
− − −
Sol: { −
}= { −
− −
}
− −
= { −
}− { −
}
1
 2.cosh 2t  5. sinh 2t
2
+
4. Find 𝑳− { }
+
− + + −
Sol: { }= { + }
+ +
− − −
= { +
}+ { }= +
−
5. Find 𝑳− { }
+
−
Sol: 𝑳− { }= −
{ }− −
{ }
+ + +
− −
= { }− { }
+( ⁄ ) +( ⁄ )
3 5 8 2 5
 .cos t  . sin t
4 2 4 5 2

3 5 4 5
 cos t  sin t
4 2 5 2
s
s  a
2
− − + − − − −
Sol: { }= { }= { }
+ +
− −
= { − }
− − −
= [ { }− . { }]
 e at 1  at 
+
7. Find 𝑳− { − −
}
3s  7 A B
Sol: Let  
s  2s  3 s  1 s  3
2
− + + = +
= , = ⇒ =
= − ,− = ⇒ =−
3s  7 1 4
  
s  2s  3 s  1 s  3
2
−
+ −
− − −
{ }= { + }=− { }+ { }
− − + − + −
 et  4.e3t
8. Find 𝑳− { (
}
+ + )
+
Sol: = + +
+ + + + +
+ + + + + + + =
Equating Co-efficient of s3, A+C=0……..(1)
Equating Co-efficient of s2, A+B+2C+D=0…….(2)

Equating Co-efficient of s, A+C+2D=1…….(3)
1
put s  1, 2 B  1  B  
2
1
Substituting (1) in (3) 2 D  1  D 
2
Substituting the values of B and D in (2)
i.e. − + + = ⇒ + = , + = ⇒ = , =

1 1
s
  2 2  22
 s  1  s  1  s  1 s  1
2 2
− − −
{ }= [ { }− { }]
+ + + +
− −
= [sin − { }]
1
 sin t  tet 
2
9. Find 𝑳− { }
+
Sol: Since s 4  4a 4   s 2  2a 2    2as 

2 2
= + + − +
s As  B Cs  D
 Let  2  2
s  4a
4 4
s  2as  2a s  2as  2a 2
2
+ − + + + + + =
1 1
Solving we get A  0, C  0, B  ,D 
4a 4a
−
− −
{ +
}= { + +
}+ { − +
}
1 1  1  1  1 
 a.L  2
 .. L1  2
 ( s  a )  a  4a  ( s  a)  a 
2 2
4
1 1  at 1 1
 . .e sin at  . eat sin at
4a a 4a a
sin at  eat  e at   2 .sin at.2sinh at  2 sin at sinh at

1 1 1
 2
4a 4a 2a
− + ( − )
10. Find i. 𝑳− { } ii. 𝑳− { }
Sol:
− − + − −
i. { }= { − + }= { − + }
− − −
= { }− { }+ { }
= − + !
= − +
− ( − ) − ( − ) − − +
ii. { }= { }= { }
− − − −
= { − + }+ { { }− { }+ { }}

3 t 2 4t 4  3  t4  1 4
     2
  t  6t 2  6 
2  2! 4!  2  6  4 
1 4 1 2t
11. Find 𝑳− [ ]
−
Sol:
− − − −
[ ]= [ ]= [ ]= [ + ]
− − − + − +
1 at  at
 e  e   cosh at
2
 4 
12. Find L1  
 ( s  1)(s 2) 
 4   1   1 1 
Sol: L1    4 L1    4 L1   t 2 t
  4[e  e ]
 ( s  1)(s  2)   ( s  1)(s  2)   s  1 s  2 
 1 
13. Find L1  
 ( s  1) ( s  4) 
2 2
1 A B Cs  D
Sol:    2
( s  1) ( s  4) s  1 ( s  1)
22 2
s 4
2 1 2 3
A , B  ,C  ,D 
25 5 25 25
 1  2 1  1  1 1  1  2 1  s  3 1  1 
 L1   L   L  2
 L  2  L  2 
 ( s  1) ( s  4)  25  s  1  5  ( s  1)  25  s  4  25  s  4 
2 2
2 t 1  1  1 t 1  1  2 3 1
 e L    e L  2   cos 2t  . sin 2t
25 s 5  s  25 25 2
2 t 1 t 2 3
 e  e .t  cos 2t  sin 2t
25 5 25 50
 s2  s  2 
14. Find L1  
 s( s  3)(s 2) 
s2  s  2 A B C
Sol:   
s  s  3 s  2  s s  3 s  2
Comparing with s2, s, constants, we get
A  1 , B  4 ,C  2
3 15 5
 s2  s  2 
1 1  1 4 2 
L   L    
 s( s  3)(s 2)   3s 15( s  3) 5( s  2) 

1  4  1  2 
 L1    L1    L  5( s  2) 
 3s  15( s  3)   
1 4 2
  e3t  e2t
3 15 5
 s 2  2s  4 
15. Find L1  2 
 ( s  9)(s 5) 
s 2  2s  4 A Bs  C
Sol: =  2
( s  9)(s 5) s  5 s  9
2
Comparing with s2, s, constants, we get
A  31 ,B  3 , C  83
34 34 34
 s 2  2s  4  1  s  2 s  4 
2
L1  2   L  2 
 ( s  9)(s 5)   ( s  9)(s 5) 
 31  1  3  1  83 
 L1   L   L  
 34(s 5)   34( s  9)   34( s  9) 
2 2
31 5t 1  83 
 e   3cos 3t  sin 3t 
34 34  3 
First Shifting Theorem:
   
If L1 f (s)  f (t ), thenL1 f (s  a)  eat f (t )
 
Proof: We have seen that L eat f (t )  f (s  a)  L1 f (s  a)  eat f (t )  eat L1 f (s)  
  1
1. Find L1 
1
  L f ( s  2)
 ( s  2)  16 
2  
 1  2t 1  1 
Sol: L1   e L  2 
 ( s  2)  16   s  16 
2
1 e2t sin 4t
 e2t . sin 4t 
4 4
 3s  2 
2. Find L1  2 
 s  4s  20 
 3s  2  1  3s  2  1  3( s  2)  4 
Sol: L1  2 L  L  2
 s  4s  20   ( s  2)  16   (s  2)  4 
2 2

 s2   1 
 3L1  2
 4 L1  2
 ( s  2)  4   ( s  2)  4 
2 2
 s   1 
 3e2t L1  2 2
 4e2t L1  2 2
s  4  s  4 
1
 3e2t cos 4t  4e2t sin 4t
4
s3
3. Find L1 
 2


 s  10s  29 
 s3  1  s3  1  s  5  8 
Sol: L1  2 L  2
L  2
 s  10s  29   (s  5)  2   ( s  5)  2 
2 2
 s  8  5t  1 
 e5t L1  2 2
 e cos 2t  8. sin 2t 
s  2   2 
Second shifting theorem:

 f t  a if t  a 
 
If L1 f (s)  f (t ), then L1{e as f (s)}  G(t) , where G(t )   
if t  a 
 0
 f t  a if t  a 
Proof: We have seen that G(t )   
 0 if t  a 
then L G  t   e as . f (s)
 
 L1 e as f (s)  G  t 
1  e s 
1 1  e
3 s

1. Evaluate (i) L  2  (ii) L  2
 s 1   ( s  4) 
1  e s  1  1  1  e
 s

Sol: (i) L1  2  = L  2  + L  2 
 s 1   s  1  s  1
 1 
Since L1    sin t  f (t ) , say
 s  1
2
1  e s  sin(t   ) , if t   
∴ By second Shifting theorem, we have L    
 s  1  0
2
, if t   
 s
1  e 
or L  2  =sin(t-π)H(t-π)= -sint. H(t-π)
 s  1
1  e s 
1
Hence L  2  =sint-sint. H (t-π) =sint [1- H (t-π)]
 s 1 

Where H (t-π) is the Heaviside unit step function

 1  4t 1  1 
(ii) Since L1  2
e L  2
 ( s  4)  s 
= e4t .t  f (t ) , say
 e3s  e4(t 3) .(t  3) , if t  3

∴ By second Shifting theorem, we have L1  2
 
 ( s  4)   0 , if t  3
 e3s  4(t 3)

or L1  2
=e .(t  3) H(t-3)
 ( s  4) 
Where H (t-3) is the Heaviside unit step function
Change of scale property:

If L  f t   f  s  , Then L1 f  as    1 t
f  ,a  0
a a
Proof: We have seen that L  f  t   f  s 
1  t 
Then f  as   L  f   , a  0
a  a

 L1 f  as    1 t
f  ,a  0
a a
 s  1  8s 
1. If L1  2 2
= t sin t , find L1  2
 ( s  1)  2  (4s  1) 
2
 s  1
Sol: We have L1  2
= t sin t ,
 ( s  1)  2
2
Writing as for s,
 as  1 1 t t t t
L1  2 2 2
= . . sin = 2 .sin , by change of scale property.
 (a s  1)  2 a a a 2a a
Putting a=2, we get
 2s  t t  8s  1 t
L1  2 2
= sin or L1  2
= sin
 (4s  1)  8  (4s  1)  2
2
2 2
Inverse Laplace Transform of derivatives:
   n

Theorem: L1 f (s)  f (t ) , then L1 f (s)  (1)n t n f (t ) where f ( s) 
n dn
 f ( s) 
ds n  
n

Proof: We have seen that L t f (t )  (1) nd
ds n

f (s) n

 n

 L1 f (s)  (1)n t n f (t )
 s  1
1. Find L1 log 
 s 1
 s  1
Sol: Let L1 log   f (t )
 s  1
s 1
L  f (t )  log
s 1
d  s  1
L tf (t )  log 
ds  s  1
1 1
L tf (t )  
s  1 s 1
 1 1 
tf (t )  L1   
 s  1 s  1
 1  1  1 
tf (t )  1. L1   L  
 s  1  s  1
−
= +
2sinh t
t f  t   2sinh t  f  t  
t
 s  1 2sinh t
 L1 log 
 s  1 t
t
 1 s  1 e
1
Note: L log =
 s  t
2. Find L1 cot 1 ( s)
Sol: Let L1 cot 1 ( s)  f (t )
L  f (t )  cot 1 (s)
d  1  1
L tf (t )  [cot 1 ( s)    2

1  s  1  s
2
ds
 1 
tf (t )  L1  2   sin t
 s  1
sin t
f t  
t
 L1 cot 1 ( s)  sin t

1
t

Inverse Laplace Transform of integrals:

  f (t )
  
s

Theorem: L1 f (s)  f (t ) , then L1   f ( s )ds  

  t

 f (t ) 
Proof: we have seen that L     f ( s)ds
 t  s

  f (t )

 L1   f ( s)ds  
s
 
 t
 s 1 
1. Find L1  2
 ( s  2s  2) 
2
s 1
Sol: Let f ( s) 
( s  2s  2) 2
2
 s 1 
Then L 1
  
f ( s) = L   2 1
 s ( s  2s  2)
2

ds 

 
 s 1 
= L1  2
[( s  1)  1] 
2
 s 
= et L1  2 2
, by First Shifting Theorem
 ( s  1) 
t t  s  t
 et sin t  et sin t L1  2 2 2
 sin at
2 2  ( s  a )  2 a
Multiplication by power of’s’:
 
Theorem: L1 f (s)  f (t ) , and f (0),then L1 s f (s)  f 1 (t )  

Proof: we have seen that L f 1 (t )  s f (s)  f (0) 
 
 L f 1 (t )  s f (s) [ f (0)  0] or
 
L1 s f (s)  f 1 (t )
Note: L1 s f (s)  f

n n
(t ),if f n (0)  0forn  1, 2,3.........n 1
 s   s 
1. Find (i) L1  2
(ii) L1  2
 ( s  2)   ( s  3) 
1
Sol: Let f ( s)  Then
( s  2)2

 1  2t 1  1  2t
 
L1 f ( s)  L1  2
 ( s  2) 
= e L  2  = e .t  f (t ) ,
s 
Clearly f (0) =0
 s  1  s  1
Thus L1  2
 ( s  2) 
= L  s. 2
 ( s  2) 

= L s. f ( s) = f 1 (t ) 
d 2t
= (te ) = t(2e2t )  e2t .1 = e2t (1  2 t)
dt
 s  3t
Note: in the above problem put 2=3, then L1  2
= e (1  3t)
 ( s  3) 
Division by S:
 f s 

  
t
   f  u  du
1
Theorem: If L f (s )  f (t ) , Then L 1
 s 
  0
t  f s
Proof: We have seen that L   f  u  du  
0  s
 f s 
  t
 L1     f  u  du
 s 
  0
 f s 

  
t t
Note: If L1 f (s )  f (t ) , then L1  2     f  u  du.du
 s 
  00
1
1. Find the inverse Laplace Transform of
s (s  a 2 )
2 2
 1  1
Sol: Since L1  2 2 
= sinat , we have
 (s  a )  a
 1  t1
2  
L1  2 = sin atdt
 s( s  a )  0 a
1   cos at 
t
1 1
=   =  2 (cosat  1) = 2 (1  cosat)
a  a 0 a a
 1  t 1
1
Then L  2 2 2 
=  2 (1  cos at )dtdt
 s (s  a )  0 a
t
1  sin at  1  sin at 
= 2 t   = t
a  a 0 a 2  
a 
 1  1  sin at 
 L1  2 2 2 
= 2 t  
 s (s  a )  a  a 

Convolution Definition:
If f (t) and g (t) are two functions defined for t  0 then the convolution of f (t) and g (t) is
defined as f  t  * g  t    f  u g  t  u  du
t
f  t  * g  t  can alsobe written as  f * g t 
Properties:
The convolution operation * has the following properties
1. Commutative i.e.  f * g t    g * f t 
2. Associative  f *  g * h   t    f * g  * h   t 
3. Distributive  f *  g  h   t    f * g  t    f * h  t  for t  0
Convolution Theorem: If f (t ) and g(t ) are functions defined for t  0 then
L  f  t  * g  t   L  f  t .L g  t   f  s  .g  s 
i.e., The L.T of convolution of f(t) and g(t) is equal to the product of the L.T of f(t) and g(t)
Proof: WKT L   t    e st
0

 f u  g t  u  dudt
t

f  u  g  t  u  du dt
t
 e
 st
0 0
The double integral is considered within the region enclosed by the line
u=0 and u=t
On changing the order of integration, we get
   
 
L  t   e st f  u  g  t  u  dt du
0 u

  e su f  u 
0  e 
u
 s  t u 

g  t  u  dt du
f  u   e 
 
  e su  sv
g  v  dv du put t  u  v
0 0
 
 
  e su f  u  g  s  du  g  s   e su f  u  du  g  s  . f  s 
0 0
L  f  t  * g  t   L  f  t .L g  t   f  s  .g  s 

Problems:
 s 
1. Using the convolution theorem find L1  2 2 2
 (s  a ) 
 s  1  s 1 
Sol: L1  2 2 2
=L  2 . 2 2 
 (s  a )  s  a s  a 
2
s 1
Let f  s   and g  s   2
s a22
s  a2

So that L1 f ( s)  L1 
 2s 
2
s  a 
 cos at  f (t )  say
   s  1
L1 g ( s)  L1  2 2
 sin at  g (t )  say
s  a  a
 By convolution theorem, we have
 s  t 1
L1  2 2 2
  cos au. .sin a(t  u )du
 (s  a )  0 a
t
1
sin(au  at  au)  sin(au  at  au) du
2a 0

t
1
sin at  sin(2au  at ) du
2a 0

t
1  1 
  sin at.u  .cos(2au  at ) 
2a  2a 0
1  1 1 
  t sin at  cos  2at  at   cos  at 
2a  2a 2a 
1  1 1 
  t sin at  cos at  cos at 
2a  2a 2a 
t
 sin at
2a
 s2 
1
2. Use convolution theorem to evaluate L  2 2 
 ( s  a )( s  b ) 
2 2
 s2  1  s s 
Sol: L1  2 2 
L  2 . 2 2
 ( s  a )( s  b )  s  a s b 
2 2 2
s s
Let f  s   and g  s   2
s a22
s  b2
  s 
So that L1 f ( s)  L1  2 2
s  a 
 cos at  f (t )  say

 
  s
L1 g ( s)  L1  2 2   cos bt  g (t )  say
 (s  b ) 
 By convolution theorem, we have
t
 s s 
L1  2 . 2 2 
  cos au.cosb(t  u )du
s  a s b  0
2
t
1
  cos(au  bu  bt )  cos(au  bu  bt ) du
20
1  sin(au  bu  bt ) sin(au  bu  bt ) 
t
   
2 a b a b 0
1  sin at  sin bt sin at  sin bt  a sin at  b sin bt
   
2  a b ab a 2  b2
 1 
3. Use convolution theorem to evaluate L1  2 2
 s( s  4) 
 1  1  1 s 
Sol: L1  2   L  . 2
 s( s  4)   s ( s  4) 
2 2 2
1 s
Let f  s   and g  s  
 s2  4
2 2
s
  1
So that L1 g ( s)  L1  2   t  g (t )  say
s 
  t.sin 2t    ts in 2t 
 
L1 f (s)  L1  2
s
2
 ( s  4) 
  f (t )  say  L1  2
 
s
2 2

 
4  ( s a ) 2a 
1 s  tu
1
L  2 . 2 2
  sin 2u (t  u )du
 s ( s  4)  0 4
t t
1 2
t
4  u sin 2udu 
0
4 0
u sin 2udu
t
 u 1 
 t   cos 2u  sin 2u 
4 2 4 0
t
1  u 2 u 1 
  cos 2u  sin 2u  cos 2u 
4 2 2 4 0
1
 1  t sin 2t  cos 2t 
16

 1 
4. Find L1  
 ( s  2)( s  1) 
2
 1   1 1 
Sol: L1    L1  . 2 
 ( s  2)( s  1)   s  2 s  1
2
1 1
Let f  s   and g  s   2
s2 s 1
   1  2t
So that L1 f (s)  L1    e  f (t )  say
s  2
   1 
L1 g ( s)  L1  2   sin t  g (t )  say
 s  1
t
 1 1 
 L1  . 2 
 s  2 s  1
 f (u).g(t  u) du
0
(By Convolution theorem)
t t
  e sin(t  u) du (or)  sinu.e2(t u ) du
2u
0 0
 sin ue
2 u
e 2t
du
0
t
 e2u 
 e  2  2sin u  cos u 
2t
 2 1 0
1 
 e2t  e2t  2sin t  cos t   1  1
5 5 

5
 e  2sin t  cos t 
1 2t
 1 
5. Find L1  
 ( s  1)( s  2) 
 1  1  1 1 
Sol: L1  L  . 
 ( s  1)( s  2)   s 1 s  2 
1 1
Let f  s   and g  s  
s 1 s2
   1  t
So that L1 f ( s)  L1    e  f (t )  say
 s  1
   1  2t
L1 g ( s)  L1    e  g (t )  say
s  2
 By using convolution theorem, we have

 1  t u 2(t u )
L1    e e du
 ( s  1)(s 2)  0
t
t t
 e3u  1 2t t
 e e 2 t 3u
du  e 2t
e
3u
du  e  2t
  e  e 
0 0  3  0 3
 1 
6. Find L1  2 2 2 
 s (s  a ) 
 1  1 1 
Sol: L1  2 2 2 
 L1  2 . 2 2
 s (s  a )  s s  a 
1 1
Let f  s   and g  s   2
s 2
s  a2
1
 
So that L1 f ( s)  L1  2   t  f (t )  say
s 

 1  1
L1 g ( s)  L1  2 2 sinh at  g (t )  say
s  a  a
By using convolution theorem, we have
 1  t 1
L1  2 2 2    u. sinh a(t  u )du
 s (s  a )  0 a
t
1
  u sinh(at  au )du
a0
sin  at  au  
t
1  u
  cosh  at  au   
a a a2 0
1  t 1 
 cosh(at  at )  0  2 [0  sinh at ]
=aa a 
1  t 1 
  sinh at 
a  a a 2 
1
  at  sinh at 
a3
3. Using Convolution theorem, evaluate 𝑳− { 𝑺+ +
}
𝑆 𝑆
Sol: −
{ +
. +
}= −
{ +
. +
}= −
{ ̅ . ̅ }
̅ = = { }⇒ = −
{ }= −
----------------- (1)
+ +
−
̅ = = { }⇒ = { }= ----------------- (2)
+ +
By Convolution theorem we have

−
{ ̅ . ̅ }= ∗
Where ∗ =∫ −
− 𝑆 − −
∴ { . }=∫
+ +
−
= ∫
−
= . +
[ − 𝑖 ]
−
= [ − − 𝑖 ]
−
[ − ]−
= − 𝑖
Application of L.T to ordinary differential equations:
(Solutions of ordinary DE with constant coefficient):

1. Step1: Take the Laplace Transform on both the sides of the DE and then by using the
formula
L{f n (t )}  s n L{f(t)}  sn1 f (0)  sn1 f 1 (0)  sn2 f 2 (0)  ............. f n1 (0) and apply
given initial conditions. This gives an algebraic equation.
2. Step2: replace f (0), f 1 (0) , f 2 (0) ,……… f n1 (0) with the given initial conditions.
Where f 1  0   s f  0  – f  0 
f 2 (0)  s 2 f  s  – s f  0   f 1  0  , and so on
3. Step3: solve the algebraic equation to get derivatives in terms of s.
4. Step4: take the inverse Laplace transform on both sides this gives f as a function of t
which gives the solution of the given DE
Problems:
1. Solve y111  2 y11  y1  2 y  0 using Laplace Transformation given that
y(0)  y1 (0)  0 and y11 (0)  6
Sol: Given that y111  2 y11  y1  2 y  0

Taking the Laplace transform on both sides, we get
     
L y111 (t )  2L y11 (t )  L y1  2L  y  0

 s3L  y(t )  s 2 y(0)  sy1 (0)  y11 (0)  2 s 2L  y(t )  sy(0)  y1 (0)  
sL  y(t )  y(0)  2L  y(t )  0

 
 s3  2s 2  s  2 L  y(t )  s 2 y(0)  sy1 (0)  y11 (0)  2sy(0)  2 y1 (0)  y(0)
 0  0  6  2.0  2.0  0
 
 s3  2s 2  s  2 L  y(t )  6
6 6
L  y(t )  
s  2s  s  2 ( s  1)( s  1)( s  2)
3 2
A B C
  
s 1 s  1 s  2
 A(s  1)(s  2)  B(s 1)(s  2)  C (s  1)(s  1)  6
 A(s 2  3s  2)  B(s 2  s  2)  C (s 2  1)  6
Comparing both sides s2,s,constants,we have

 A  B  C  0,3 A  B  0, 2 A  2B  C  6
ABC  0
2A  2B  C  6
______________
3A  B  6
3A  B  0
_____________
6A  6  A  1
3 A  B  0  B  3 A  B  3
 A  B  C  0  C   A  B  1  3  2
1 3 2
 L  y(t )   
s 1 s  1 s  2
 1  1  1  1  1 
y(t )  L1    3.L    2.L 
t
 = e  3e  2.e
t 2t
 s  1  s  1 s  2
Which is the required solution
2. Solve y11  3 y1  2 y  4t  e3t using Laplace Transformation given that
y  0   1and y1  0   1
Sol: Given that y11  3 y1  2 y  4t  e3t

Taking the Laplace transform on both sides, we get
   
L{ y11 (t )  3L y1 (t )  2L  y(t )  4L t  L e3t  
4 1
 s 2L{ y(t )  sy(0)  y1 (0)  3  sL{ y(t )  y(0)   2L{ y(t )  
s s 3
2

4 1
 (s 2  3s  2)L{ y(t )   s4
s s 3
2
4s  12  s 4  s 2  3s 3  4s3  12s 2
 ( s 2  3s  2)L{ y(t ) 
s 2 ( s  3)
s 4  7 s3  13s 2  4s  12
 L{ y(t ) 
s 2 ( s  3)( s 2  3s  2)
s 4  7 s3  13s 2  4s  12
 L{ y(t ) 
s 2 ( s  3)( s  1)( s  2)
s 4  7 s3  13s 2  4s  12 As  B C D E
    
s ( s  3)(s  1)(s  2)
2
s 2
s  3 s 1 s  2
( As  B)( s  1)( s  2)( s  3)  C ( s 2 )( s  1)( s  2)  D( s 2 )( s  2)( s  3)  E ( s 2 )( s  1)( s  3)


s 2 (s  3)(s  1)(s  2)
 s 4  7 s3  13s 2  4s  12  ( As  B)( s 3  6s 2  11s  6) 
C ( s 2 )( s 2  3s  2)  D( s 2 )( s 2  5s  6)  E.s 2 ( s 2  4s  3)
Comparing both sides s4,s3,we have

A  C  D  E  1......................(1)
6 A  B  3C  5D  4E  7......................(2)
1
put s  1, 2 D  1  D 
2
put s  2,  4E  8  E  2
1
put s  3,18C  9  C 
2
1 1
from eq.(1) A  1    2  A  3
2 2
3 5
from eq.(2) B= -7+18+   8  3  1  2
2 2
3 2 1 1 2 
y(t )  L1   2    
 s s 2( s  3) 2( s  1) s  2 
1 1
y  t   3  2t  e3t  et  2.e2t
2 2
d2y dy dy
3. Using Laplace Transform Solve 2
 2  3 y  sin t , given that y   0 when t=0
dt dt dt
d2y dy
Sol: Given equation is 2
 2  3 y  sin t.
dt dt

L  y11  t   2L  y1  t   3L  y  t   L sin t
s 2L  y  t   sy  0   y1  0   2  sL  y  t   y  0   3.L  y  t  
1
s 1
2
  s 2  2s  3 L  y  t  
1
s 1
2
 
 L  y  t    2
1

  s  1 s 2  2s  3 
 
 1 
 y  t   L1  
  s  1 s  3  s 2  1 
 
Now consider
1 A B Cs  D
   2
 s  1 s  3  s  1 s  1 s  3 s  1
2
A  s  3  s 2  1  B  s  1  s 2  1   Cs  D  s  1 s  3  1
Comparing both sides s3,we have

1
put s  1,8 A  1  A 
8
1
put s  3,  40 B  1  B 
40
1 1
A B C  0  C  0 
8 40
5  1 4 1
C  
40 40 10
3 1 1
3 A  B  2C  D  0  D    
8 40 5
15  1  8 8 1
D  
40 40 5
 1 1 1 1 
 s 
 y  t   L1  8  40  102 5 
 s 1 s  3 s 1 
 
1  1  1 1  1  1 1  s  1 1  1 
 L1   L   L  2  L  2 
8  s  1 40  s  3  10  s  1 5  s  1
1 1 1 1
 y  t   et  e3t  cos t  sin t
8 40 10 5

dx
4. Solve  x  sin  t, x  0   2
dt
dx
Sol: Given equation is  x  sin  t
dt
L  x1  t   L x  t   L sin  t

 s.L  x  t   x  0   L x  t  
s  2
2

 s.L  x  t   2  L x  t  
s  2
2

  s  1 L  x  t   2
s  2
2

  2 
 x  t   L1   
  s  1  s    s  1
2 2
 
 1  1    

 2L1  L  
 s  1   s  1  s    
2 2
  (By using partial fractions)
  s  
 2 
 2et  L1    1  12  2  12  2 
2 2
 s 1 s   s  
 
   1
 2et  et  cos t  . sin t
 1
2
1  2
1 2 
5. Solve  D2  n2  x  a sin  nt    given that x=Dx=0, when t=0
Sol: Given equation is  D2  n2  x  a sin  nt   
x11  t   n2 x  t   a sin  nt   
L x11  t   n2L x  t   L a sin nt cos   a cos nt sin  
 s 2L x  t   sx  0  x1  0  n2L x  t   a cos  L sin nt  a sin  L cos nt
  s 2  n2  L x  t   a cos 
n s
 a sin  . 2
s n
2 2
s  n2
 L  x  t   a cos 
n s
 a sin 
s 
2 2
s  n2 
2
2
n 2
(By using convolution theorem I –part, partial fraction in II-part)

1 1 a sin  1 
d 1 

.sin nx. sin n  t  x  dx 
t
 na cos   L  2 
 ds  s  n  
2
0 n n 2 

a cos  a sin  1
 cos  nt  2nx   cos nt dx 
t
 t sin nt
2n 0 2 n
a cos   t 
 
2n  0  cos n  t  2 x   cos nt dx  sin  t sin nt 
a
2n 
a cos   1  at sin 
t

2n  2n .sin n  t  2 x   x cos nt   2n sin nt
0
a cos   sin nt  at sin 

   t cos nt   sin nt
2n  2n  2n
a cos  sin nt at
  cos  cos nt  sin  sin nt 
2n 2 2n
a cos  sin nt at
  cos   nt 
2n 2 2n
−
6. Solve − + = using L.T given that y (0) = y1 (0) = 1.
−
Sol: Given equation is − + =
−
Applying L.T on both sides we get − + =
⇒ {s2L[y] –s y (0) – y1 (0)} – 4{s L[y] – y (0)} + 3L{y} = +
⇒ (s2 + 4s +3) L{y} –s-1-4 = +
⇒ (s2 + 4s +3) L{y} = +

+s +5
⇒ (s2 + 4s +3) L{y} = +

+s+5
+
L{y} = + + +
+ + +
− − +
y= [ ]+ [ ]
+ + + + +
Let us consider
− −
[ +
]= [ ]
+ + + +
=
+ + + + +
= + + 𝑆+
+ 𝑆+
−
=
+
+ 𝑆+
+ 𝑆+
−
−
= [ +
+ 𝑆+
+ 𝑆+ ]

−
−
= [ +
+ 𝑆+
+ 𝑆+ ]
− − −
=− [ ]+ [ ]+ [ ]
+ 𝑆+ 𝑆+
− − − −
[ ]=− + + − −−→
+ + +
− + − + −
[ + +
]= [ ]+ [ ]
+ − + −
− − − − −
= [ −
]+ + [ −
]
− + −
[ + +
] = + − − −→
From (1) & (2)

− − − − −
∴ =− + + + +
𝝅
7. Solve + = using L.T. given x (0) =1, x ( ) = -1.
Sol: Given + =
L[ ]+ [ ]= [ ]
⇒ [ ]− − + [ }=
+
⇒ + [ ]− − = +
⇒ + [ ]= + +
+
[ ]= + +
+ + + +
− − −
X= [ + +
]+ [ +
]+ [ +
]
−
= [ − ]+ + 𝑖
+ +
− −
= [ +
]− [ +
]+ + 𝑖
= − + + 𝑖 ------------------→
𝜋
Given x ( ) = -1.
𝜋 𝜋 𝜋 𝜋 𝜋
∴ − = − + + + 𝑖
⇒ -1= - − + −
=− +
∴ x= + + 𝑖 From (1)

.𝑺 𝒍 𝑫 − 𝑫 + 𝑫− = Using L.T given y (0) =1, = , =−

Sol: Given − + − =
[ ]− [ ]+ [ ]− [ ]= [ ]
⇒{ [ ]− − − }− { [ ]− − }+
{ [ ]− }− [ ]= [ ]
⇒ − + − [ ]− − + + + − = − [ ]
⇒ − L[y]- + =
−
= −
⇒ − L[y] = + −
−
[ ]= + −
− − −
− − −
= [ ]+ [ ]− [ ]
− − −
− − −
= [ −
]+ [ −
]− [ −
]
− − −
= [ ]+ − [ ]
−
−
= !
− !
+ [ ]
−
−
Consider [ ]
−
− −
W.K.T [ −
]= [ ]= =
!
−
[ ]= = + = + + +
−
= + +
∴ = !
− !
− + +

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MALLA REDDY COLLEGE OF

ENGINEERING & TECHNOLOGY

B.Tech – I Year – II Semester

UNIT-I: Solutions of Algebraic, Transcendental Equations and

UNIT-II: Numerical Techniques 46-115

UNIT-III: Fourier series 116-153

UNIT-IV: Partial Differential Equations 154-220

UNIT-V: Laplace Transforms 221-268

UNIT – I: Solution of Algebraic, Transcendental Equations and Interpolation

Solution of Algebraic and Transcendental Equations: Introduction – Graphical

UNIT – II : Numerical Techniques

Numerical integration: Generalized Quadrature-Trapezoidal rule, Simpson’s 1/3rd and 3/8th

UNIT – III: Fourier series

UNIT – V Laplace Transforms and Applications

PRESCRIBED TEXT BOOKS:

Approximations curve is the graph of data obtained through measurement ofr

Solution of algebraic and Transcendental equations

Root of an equation: A number  is called a root of an equation f  x   0 if

f    0 . We also say that  is a zero of the function.

DEPARTMENT OF HUMANITIES & SCIENCES MRCET (EAMCET CODE: MLRD) 1

Graphical view of a root of an equation.

Methods to find the roots of an equation f (x) = 0

2.Iterative methods:The following are some iteravative methods to find an approximate

(1) Bisection Method

Intermediate value theorem: If f is a real-valued continuous function on the interval

Bisection method or Half-interval method:

DEPARTMENT OF HUMANITIES & SCIENCES MRCET (EAMCET CODE: MLRD) 2

Since f(-2)>0 and f(-3)<0 therefore root lies in interval (-2,-3)= ( , )

Since f(-2)>0 f(-2.5)>0 f(-3)<0 therefore root lies in (-2.5,-3)

Since f(-2.5)>0 f(-2.75)<0 f(-3)<0 therefore root lies in (-2.5,-2.75)

Since f(-2.5)>0 f(-2.625)>0 f(-2.75)<0 therefore root lies in (-2.625,-2.75)

Since f(-2.625)>0 f(-2.6875)>0 f(-2.75)<0 therefore root lies in (-2.6875,-2.75)

DEPARTMENT OF HUMANITIES & SCIENCES MRCET (EAMCET CODE: MLRD) 3

Till one is + ve and another – ve.

Since f(1.3)<0 f(1.35) > 0 f(1.4)>0 therefore root lies in (1.3,1.35)

Since f(1.3)<0 f(1.325)>0 f(1.35)>0 therefore root lies in (1.3,1.325)

3) Find a root of an equation 3x= using bisection method.

Since f(1.5)>0 f(1.75)<0 f(2)<0 therefore root lies in (1.5,1.75)

DEPARTMENT OF HUMANITIES & SCIENCES MRCET (EAMCET CODE: MLRD) 4

Since f(2)<0 f(2.5)<0 f(3)>0 therefore root lies in (2.5,3)

5.Find a root of an equation x = cosx using bisection method.

DEPARTMENT OF HUMANITIES & SCIENCES MRCET (EAMCET CODE: MLRD) 5

7.Find the real root of the equation x3-5x+1=0 by bisection method.

Sol: given that f(x)= x3-5x+1

DEPARTMENT OF HUMANITIES & SCIENCES MRCET (EAMCET CODE: MLRD) 6

False Position Method ( Regula – Falsi Method)

FIGURE OF CASE (I)

Let A   x0 , f  x0   and B   x1 , f  x1   be the points on the curve y  f  x  Then the

At the point C where the line AB crosses the x – axis, where = 𝑖 , =

DEPARTMENT OF HUMANITIES & SCIENCES MRCET (EAMCET CODE: MLRD) 7

substitute = in equation (1), then we get

We name that interval as  x1 , x2 

Since < and > Therefore the root lies in interval , = ,

DEPARTMENT OF HUMANITIES & SCIENCES MRCET (EAMCET CODE: MLRD) 8

Since =− . < , = . > , = . >

Therefore the root lies in interval , = , .

2. Find an approximate root of the equation = 𝒔𝒊 − = by using Regula-

3. Find an approximate root of the equation = − 𝐥𝐨𝐠 −𝟕= by using

Since < and >