MA8353 - TRANSFORMS AND PARTIAL

DIFFERENTIAL EQUATIONS

FORMULAE
&
IMPORTANT TOPICS
 UNIT I
PARTIAL DIFFERENTIAL EQUATIONS
*Lagrange’s linear equation
* Clairaut’s form
*Homogenous & non-homogenous equations.
[D &D’ problems]
*Formation of PDE
(i) eliminating constants
(ii) eliminating functions
*Lagrange’s linear equation
Form: Pp + Qq = R
dx dy dz
Subsidiary equations: P

Q

R

*Clairaut’s form
Form: z = px + qy + f(p,q)
Complete solution: z = ax + by + f(a,b)

* Homogenous equations [D & D’ problems]

 UNIT II
FOURIER SERIES
*Half Range Sine & Cosine series
* Odd and Even functions – (-π, π) & (-l, l )
* Neither odd nor even - (-π, π) & (-l, l )
*Full range Fourier series - (0, 2π) & (0,2l )
* Harmonic analysis
* Complex Fourier series
Fourier Series
(0, 2π) (0, 2l)
  a0  nx  nx
f ( x) 
a0
  a n cos nx   bn sin nx f ( x)    a n cos   bn sin
2 n 1 n 1 2 n 1 l n 1 l
2 2l
1 1
a0 
  f ( x)dx
0
a 0   f ( x)dx
l 0
2
1 nx
2l
an 
  f ( x) cos nxdx
0
1
a n   f ( x) cos
l 0 l
dx

nx
2l
2 1
1 bn   f ( x) sin
bn 
  f ( x) sin nxdx
0
l 0 l
dx

Odd and even functions

(-π,π) or (-l, l )
Odd: f(-x) = - f(x)
 
2
a0  0 & an  0 f ( x)   bn sin nx
n 1
bn 
  f ( x) sin nxdx
0

(Half range sine series)

Even: f(-x) = f(x)  2


bn  0 f ( x) 
a0
  a n cos nx
2 n 1
a0 
  f ( x)dx
0

2
an 
  f ( x) cos nxdx
0

(Half range cosine series)

Parseval’s Identity:
(-π,π)
 2 
1 a 1
2  [ f ( x )] 2
dx 
4
0
 
2 n 1
[a 2
n  b 2
n]

(0, 2l ) 1
2l
a 1 
2


2l 0
[ f ( x )] 2
dx 
4
0
 
2 n 1
[a 2
n  b 2
n]
Complex form of Fourier series
(0, 2π)

1 2
f ( x)  c n e inx cn   f ( x)e inxdx
n   2 0

(-l, l)
inx
 inx
 1 l
f ( x)  c
n  
n e l cn 
2l 
l
f ( x )e l
dx
 UNIT III
APPLICATIONS OF
PARTIAL DIFFERENTIAL EQUATIONS
* Method of Separation of variables
* One dimensional wave equation (String
Problem)
* One dimensional heat equation ( Rod
Problem)
* Two dimensional heat equation ( Plate
Problem)
One dimensional wave equation (String
Problem)
 2u 2  u
T Tension
2 
2
 
t 2 x 2 M Mass

One dimensional heat equation ( Rod Problem)

k
u 2  u
2
2   diffusivity
 c
t x 2

Two dimensional heat equation ( Plate

Problem)
 u
2
 u 2
 0
x 2 y 2
 UNIT IV
FOURIER TRANSFORMS
* Fourier sine and cosine transforms
* Transform method
* Fourier Transform
* Self Reciprocal
* Properties
Fourier Sine transform
2 
Fs ([ f ( x)] 
 
0
f ( x) sin sxdx

2 
f ( x) 
  0
Fs [ f ( x )] sin sxds

 
0
f ( x) g ( x)dx   Fs [ f ( x)]Fs [ g ( x)]ds
0

Fourier Cosine Transform

2 
Fc ([ f ( x )] 
 
0
f ( x ) cos sxdx

2 
f ( x) 
  0
Fc[ f ( x )] cos sxds

 
0
f ( x) g ( x)dx   Fc [ f ( x)]Fc [ g ( x)]ds
0
Fourier transform
1 
F ([ f ( x )] 
2 
f ( x )e isxdx

1 
f ( x) 
2  
F [ f ( x)]e isxds

 
 f ( x) dx  
2 2
F[ f ( x)] ds
 

Convolution
1 
( f * g )( x ) 
2 

f (t ) g ( x  t ) dt

Convolution Theorem
F[f(x) * g(x)] = F[f(x)]F[g(x)] = F(s) G(s)
 UNIT V
Z TRANSFORM
* Inverse Z Transform
(a) Long division method
(b) Partial Fraction method
(c) Cauchy Residue Theorem
(d) Convolution theorem
* Solution of Difference equations.
* Z- Transform
Z-Transform 
Z { f (t )}  F ( z )   f ( nT ) z  n

Z {x ( n)}  X ( z )   x ( n) z  n
n 0
n 0

Formulae:
z
Z [1] 
z Z [ n] 
( z  1) 2
z 1
z
Z [a n ] 
za

 1  1 z
Z  log
 n  1 z z 1
1 z
Z    log
n z 1
 1  z
Z  z log
 n  1 z 1

 1  z
Z   z 2
log z
 n  2  z  1
Difference Equations:
Z [ yn ]  Y ( z )

Z [ yn 1 ]  zY ( z )  zy (0)

Z [ yn  2 ]  z 2Y ( z )  z 2 y (0)  zy (1)

Z [ yn 3 ]  z 3Y ( z )  z 3 y (0)  z 2 y (1)  zy (2)

Convolution
n
f ( n) * g ( n)   f ( n  k ) g ( k )
k 0