Civil-III-Engineering Mathematics - III (10mat31) - Notes

SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
Engineering Mathematics III

Unit 1: Fourier Series
1-25
Unit 2: Fourier Transforms26-38
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Unit 3: Applications Of Partial Differential Equations.39-48
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Unit 4: Curve Fitting & Optimization .49-66
Unit 5: Numerical Methods I.67-83
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Unit 6: Numerical Methods II ..84-105
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Unit 7: Numerical Methods III.106-119
Unit 8: Difference Equations & Z Transforms120-136
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
UNIT- I
FOURIER SERIES
Introduction
Periodic function
Trigonometric series and Eulers formulae
Fourier series of period 2
Fourier series of even and odd functions
Fourier series of arbitrary period
Half range Fourier series
Complex form of Fourier series
Practical Harmonic Analysis0
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CONTENTS:
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SUBJECTCODE:10MAT31
UNIT- I
FOURIER SERIES
DEFINITIONS :
A function y = f(x) is said to be even, if f(-x) = f(x). The graph of the even function is
always symmetrical about the y-axis.
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A function y=f(x) is said to be odd, if f(-x) = - f(x). The graph of the odd function is
always symmetrical about the origin.
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For example, the function f(x) = x in [-1,1] is even as f(-x) = x x = f(x) and the
function f(x) = x in [-1,1] is odd as f(-x) = -x = -f(x). The graphs of these functions are
shown below :
Graph of f(x) = x
Graph of f(x) = x
Note that the graph of f(x) = x is symmetrical about the y-axis and the graph of f(x) = x
is symmetrical about the origin.
1. If f(x) is even and g(x) is odd, then
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h(x) = f(x) x g(x) is odd

h(x) = f(x) x f(x) is even
h(x) = g(x) x g(x) is even
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
For example,
1. h(x) = x2 cosx is even, since both x2 and cosx are even functions
2. h(x) = xsinx is even, since x and sinx are odd functions
3. h(x) = x2 sinx is odd, since x2 is even and sinx is odd.
a
2. If f(x) is even, then
f ( x)dx 2 f ( x)dx
0
f ( x)dx 0
3. If f(x) is odd, then
For example,
a
cos xdx 2 cos xdx,

a
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as sinx is odd
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sin xdx 0,
and
as cosx is even
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PERIODIC FUNCTIONS :-
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A periodic function has a basic shape which is repeated over and over again. The
fundamental range is the time (or sometimes distance) over which the basic shape is
defined. The length of the fundamental range is called the period.
A general periodic function f(x) of period T satisfies the condition
f(x+T) = f(x)
Here f(x) is a real-valued function and T is a positive real number.

As a consequence, it follows that
f(x) = f(x+T) = f(x+2T) = f(x+3T) = .. = f(x+nT)
Thus,
f(x) = f(x+nT), n=1,2,3,..
The function f(x) = sinx is periodic of period 2 since
Sin(x+2n) = sinx, n=1,2,3,..
The graph of the function is shown below :
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Note that the graph of the function between 0 and 2 is the same as that between 2 and
4 and so on. It may be verified that a linear combination of periodic functions is also
periodic.
FOURIER SERIES
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A Fourier series of a periodic function consists of a sum of sine and cosine terms. Sines
and cosines are the most fundamental periodic functions.
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The Fourier series is named after the French Mathematician and Physicist Jacques
Fourier (1768 1830). Fourier series has its application in problems pertaining to Heat
conduction, acoustics, etc. The subject matter may be divided into the following sub
topics.
FOURIER SERIES
Series with
arbitrary period
Half-range series
Complex series
Harmonic Analysis
FORMULA FOR FOURIER SERIES

Consider a real-valued function f(x) which obeys the following conditions called
Dirichlets conditions :
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
1. f(x) is defined in an interval (a,a+2l), and f(x+2l) = f(x) so that f(x) is a periodic
function of period 2l.
2. f(x) is continuous or has only a finite number of discontinuities in the interval
(a,a+2l).
3. f(x) has no or only a finite number of maxima or minima in the interval (a,a+2l).
Also, let
1
a0
l
a 2l
f ( x)dx
(1)
n
f
(
x)
cos
xdx,
a
l
a 2l
1
n
bn f ( x) sin xdx,
l a
l
1
l
a 2l
n 1,2,3,..... (2)
n 1,2,3,...... (3)
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an
Then, the infinite series
tu
d
a0
n
n
(4)
an cos
x bn sin x
2 n 1
l
l
is called the Fourier series of f(x) in the interval (a,a+2l). Also, the real numbers a0, a1,
a2, .an, and b1, b2 , .bn are called the Fourier coefficients of f(x). The formulae (1),
(2) and (3) are called Eulers formulae.
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It can be proved that the sum of the series (4) is f(x) if f(x) is continuous at x. Thus we
have
a0
n
n
f(x) =
an cos
(5)
x bn sin
x .
2 n 1
l
l
Suppose f(x) is discontinuous at x, then the sum of the series (4) would be
1
f ( x ) f (x )
2
where f(x+) and f(x-) are the values of f(x) immediately to the right and to the left of f(x)
respectively.
Particular Cases
Case (i)
Suppose a=0. Then f(x) is defined over the interval (0,2l). Formulae (1), (2), (3) reduce
to
2l
2l
1
1
n
a0 f ( x)dx an f ( x) cos
xdx,
l0
l0
l
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bn
SUBJECTCODE:10MAT31
2l
1
n
x)
sin
f
(
xdx,
l 0
l
n 1,2,......
(6)
Then the right-hand side of (5) is the Fourier expansion of f(x) over the interval (0,2l).
If we set l=, then f(x) is defined over the interval (0,2). Formulae (6) reduce to
1
a0 = f ( x)dx
0
2
an
1
f ( x) cos nxdx
, n=1,2,..
0
bn
1
f ( x) sin nxdx
0
Also, in this case, (5) becomes
Case (ii)
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a0
an cos nx bn sin nx
2 n 1
(8)
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f(x) =
n=1,2,..
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(7)
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Suppose a=-l. Then f(x) is defined over the interval (-l , l). Formulae (1), (2) (3) reduce
to
a0
an
1l
f ( x)dx
l l
l
1
n
x)
cos
f
(
xdx
l l
l
(9)
1
n
f ( x) sin
xdx,
l l
l
l
bn
n =1,2,
Then the right-hand side of (5) is the Fourier expansion of f(x) over the interval (-l , l).
If we set l = , then f(x) is defined over the interval (-, ). Formulae (9) reduce to
a0 =
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1
f ( x)dx

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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
1
an f ( x) cos nxdx
,

1
bn f ( x) sin nxdx

n=1,2,..
(10)
n=1,2,..
Putting l = in (5), we get
a
f(x) = 0 an cos nx bn sin nx
2 n 1
Some useful results :
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1. The following rule called Bernoullis generalized rule of integration by parts is useful
in
evaluating the Fourier coefficients.
'
''
uvdx uv1 u v2 u v3 .......
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Here u, u ,.. are the successive derivatives of u and

v1 vdx, v2 v1dx,......
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We illustrate the rule, through the following examples :
sin nx cos nx
2 cos nx
2
x
sin
nxdx
2x
2 3
2
n
n
n
2x
2x
2x
e e 2 x
3 2x
3 e
2 e
x e dx x 2 3x 4 6 x 8 6 16
2. The following integrals are also useful :
e ax
a cos bx b sin bx
a2 b 2
e ax
ax
e sin bxdx a 2 b 2 a sin bx b cos bx

ax
e cos bxdx
3. If n is integer, then
sin n = 0 ,
cosn = (-1)n ,
sin2n = 0,
cos2n=1
Problems
1. Obtain the Fourier expansion of
f(x) =
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1
x in - < x <
2
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
We have,
a0
1
1 1
f ( x)dx ( x)dx
1
=
2
x 2
1
1 1
an f ( x) cos nxdx ( x) cos nxdx
2
Here we use integration by parts, so that
1
0 0
2
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cos nx
sin nx
(1)
x
2
n
n

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1
an
2
11
bn ( x) sin nxdx
2
(1) n
n
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1
cos nx
sin nx
(1)
x n
2
2
n

Using the values of a0 , an and bn in the Fourier expansion

f ( x)
we get,
a0
a n cos nx bn sin nx
2 n 1
n 1
(1) n
sin nx
f ( x)
2 n 1 n
This is the required Fourier expansion of the given function.
2. Obtain the Fourier expansion of f(x)=e-ax in the interval (-, ). Deduce that
cos ech
(1) n
n2
n 1
Here,
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
1 ax
1 e ax
a0 e dx

a

e a e a 2 sinh a
a
a
1
an e ax cos nxdx
ax
1
e
an 2 2 a cos nx n sin nx
a n

2a (1) n sinh a
a 2 n 2
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1 ax
bn = e sin nxdx

1 e ax
=
a sin nx n cos nx
2
2
a n

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2n (1) n sinh a
=
a 2 n 2
sinh a 2a sinh a (1) n

2
n(1) n
Thus,f(x) =
cos
nx
sinh
a
sin nx
2
2
2
2
a
n 1 a n
n 1 a n
For x=0, a=1, the series reduces to

sinh 2 sinh (1) n
f(0)=1 =
n 1 n 1
or
or
sinh 2 sinh 1 (1) n

1=
2 n 2 n 1
2 sinh (1) n
1=
n 2 n 2 1
Thus,
(1) n
2
n 2 n 1
cos ech 2
This is the desired deduction.
3. Obtain the Fourier expansion of f(x) = x2 over the interval (-, ). Deduce that
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SUBJECT:MATHEMATICS
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1 1
2
1 2 2 ......
6
2 3
1
2 f ( x)dx
f
(
x)dx
2 2
2 x 3
= x dx
0
3 0
The function f(x) is even. Hence a0
2 2
a0
3
or
2
f ( x) cos nxdx, since f(x)cosnx is even

0
2 2
= x cos nxdx
0
Integrating by parts, we get
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1
a n f ( x) cos nxdx

4(1)n
n2
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tu
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2 2 sin nx
cos nx sin nx
an x
2

2 x
2
3
n
n
n
0
Also,
1
bn f ( x) sin nxdx 0

Thus f ( x)
since f(x)sinnx is odd.
(1)n cos nx
2
4
n2
3
n 1
2
1

4 2
3
n 1 n
2
1
1 n 2 6
2
Hence,
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2
1
1
1 2 2 .....
6
2
3
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SUBJECT:MATHEMATICS
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Deduce that
Here,
x,0 x
f ( x)
2 x, x 2
2
1
1
1 2 2 ......
8
3 5
1
2
a0 = f ( x)dx = f ( x)dx

0
2
xdx

0
1
2
a n f ( x) cos nxdx

since f(x)cosnx is
f ( x) cos nxdx
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even.
2
x cos nxdx
= 0
sin nx
= n
2
2 (1) n 1
n
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Also,
cos nx
2
0
n
tu
d
1
bn f ( x) sin nxdx 0 , since f(x)sinnx is odd

Thus the Fourier series of f(x) is
2 1
f ( x) 2 (1) n 1 cos nx
2 n 1 n
For x= , we get
2 1
2 (1) n 1 cos n
2 n 1 n
2 2 cos(2n 1)

(2n 1) 2
2 n 1
f ( )
or
Thus,
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2
1
2
8
n 1 (2n 1)
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SUBJECT:MATHEMATICS
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2
1 1
1 2 2 ......
8
3 5
This is the series as required.
or

, x 0
f(x) =
x,0 x
Deduce that
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Here,
1
2
1
1 2 2 ......
8
3 5
1
1 2(1) n
n
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10
a0 dx xdx

2
0
1
an cos nxdx x cos nxdx

0
1
2 (1) n 1
n
10
bn sin nxdx x sin nxdx

0
Fourier series is
1 1
1 2(1) n
n

(1) 1 cos nx
sin nx
f(x) =
4 n 1 n2
n
n 1
Note that the point x=0 is a point of discontinuity of f(x). Here f(x+) =0, f(x-)=- at x=0.
1
1

[ f ( x ) f ( x )] 0
Hence
2
2
2
The Fourier expansion of f(x) at x=0 becomes
1 1
[(1) n 1]
2
4 n 1 n 2
or
1
2
2 [(1) n 1]
4 n 1 n
Simplifying we get,
2
1
1
1 2 2 ......
8
3 5
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SUBJECT:MATHEMATICS
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6. Obtain the Fourier series of f(x) = 1-x2 over the interval (-1,1).
The given function is even, as f(-x) = f(x). Also period of f(x) is 1-(-1)=2
1
Here
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1
a0 = f ( x)dx = 2 f ( x)dx
1 1
0
1
1
x3
2
= 2 (1 x )dx 2 x
3 0
0
4
3
1
1
an f ( x) cos(nx)dx
1 1
1
2 f ( x) cos(nx)dx
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0
1
as f(x) cos(nx) is even
= 2 (1 x 2 ) cos(nx)dx
0
nx
tu
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sin
an 21 x 2
n
nx
(2x) cos
(n )
4(1) n 1
n 2 2
1
1
bn f ( x) sin(nx)dx
1 1
nx
(2)
sin
(n )3
=0, since f(x)sin(nx) is odd.
The Fourier series of f(x) is

2 4
f(x) = 2
3
(1) n 1
cos(nx)
n2
n 1
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3
4x
1 3 in 2 x 0
f(x) = 4x
3
1 in0 x
3
2
Deduce that
2
1
1
1 2 2 ......
8
3 5
3 3
3
2 2
f(-x) = f(x). Hence f(x) is even
The period of f(x) is

Also
3/ 2
1
2
f
(
x)dx
a 0
f ( x)dx
3 / 2 0
3 / 2 3/ 2
3/ 2
4 x
1 dx 0
3
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3/ 2
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tu
d
3/ 2
1
nx
a n
f
(
x)
cos
dx
3 / 2 3/ 2
3 / 2
3/ 2
2
2nx
x)
cos
f
(
dx
3 / 2 0
3
3 / 2
2nx
n
x
2
cos
sin

4 4x 3 4
3
3
3
2n 3 2n 2
0
4
= 2 2 1 (1) n
n
Also,
3
nx
1 2
dx 0
bn f ( x) sin
3
33
2
2
Thus
4 1
2nx
n
f(x) = 2 2 1 (1) cos
n 1 n
3
putting x=0, we get
4 1
f(0) = 2 2 1 (1)n
n 1 n
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SUBJECT:MATHEMATICS
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1
1
......
32 52
1 1
1 2 2 ......
8
3 5
or
1=
Thus,
8
2
HALF-RANGE FOURIER SERIES

The Fourier expansion of the periodic function f(x) of period 2l may contain both sine
and cosine terms. Many a time it is required to obtain the Fourier expansion of f(x) in the
interval (0,l) which is regarded as half interval. The definition can be extended to the
other half in such a manner that the function becomes even or odd. This will result in
cosine series or sine series only.
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Sine series :
Suppose f(x) = (x) is given in the interval (0,l). Then we define f(x) = -(-x) in (-l,0).
Hence f(x) becomes an odd function in (-l , l). The Fourier series then is
(11)
tu
d
en
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nx
f ( x) bn sin
n 1
l
l
2
nx
where
bn f ( x) sin
dx
l 0
l
The series (11) is called half-range sine series over (0,l).
Putting l= in (11), we obtain the half-range sine series of f(x) over (0,) given by
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f ( x) bn sin nx
n 1
bn
2
f ( x) sin nxdx
0
Cosine series :
Let us define
( x)
f ( x)
( x)
in (0,l) .....given
in (-l,0) ..in order to make the function even.
Then the Fourier series of f(x) is given by
a
nx
f ( x) 0 an cos
(12)
2 n 1
l
where,
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SUBJECT:MATHEMATICS
a0
SUBJECTCODE:10MAT31
2l
f ( x)dx
l 0
l
2
nx
an f ( x) cos
dx
l 0
l
The series (12) is called half-range cosine series over (0,l)
Putting l = in (12), we get
a
f ( x) 0 a n cos nx
2 n 1
where
n 1,2,3,..
Problems :
1. Expand f(x) = x(-x) as half-
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2
a n f ( x) cos nxdx
0
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2
a0 f ( x)dx
0
range sine series over the interval (0,).

We have,
tu
d
2
bn f ( x) sin nxdx
0
2
(x x 2 ) sin nxdx
0
2
cos nx
cos nx
sin nx
2
x x
b
2x
( 2)
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2
n
3
n
4
1 (1) n
3
n
The sine series of f(x) is
4 1
f ( x) 3 1 (1) n sin nx
n 1 n
2. Obtain the cosine series of
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x,0
2
f ( x)
x, x
over(0, )
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SUBJECT:MATHEMATICS
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2 2
Solution : a0
xdx
x)dx
2
0
2 2
an
x
cos
nxdx
x)
cos
nxdx
2
Performing integration by parts and simplifying, we get
2
n
n
a n 2 1 (1) 2 cos

n
2
8
, n 2,6,10,.....
n
Thus, the Fourier cosine series is
2 cos 2 x cos 6x cos10 x
......
f(x) = 2
4 1
32
52
2
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3. Obtain the half-range cosine series of f(x) = c-x in 0<x<c

Here
2c
(c x)dx c
c 0
tu
d
a0
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c
2
nx
an (c x) cos
dx
c0
c
Integrating by parts and simplifying we get,
2c
1 (1) n
n 2 2
The cosine series is given by
c 2c 1
nx
n
f(x) = 2 2 1 (1) cos
2 n 1 n
c
an
COMPLEX FORM OF FOURIER SERIES

The standard form of Fourier series of f(x) over the interval (, +2l) is :

a0
nx
nx
f ( x) an cos
bn sin

2 n 1
l
l
If we use Euler formulae
e i cos i sin
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then we obtain a complex exponential Fourier series
n
i
x
l
f ( x) cn e
..(*)
where
1
cn
2l
2l
f ( x)e
n
i x
l
n = 0, 1, 2, 3, .
dx
Note:-(1)
n
i
x
l
f ( x) cn e
..(**)
where
n
i
x
1 l
l
f
(
x
)
e
dx
2 l l
Note:-(2)
l in (*),
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c n
Putting = 0 and
(l, l ) as
in (*), we get Fourier series valid in
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Putting
we get Fourier series valid in
(0, 2 ) as
tu
d
f ( x) cneinx
n
where
1
f ( x ) e inx d x
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c n
Note:-(3)
Putting
l in (**),
we get Fourier series valid in
( , )
as
f ( x) cneinx
n
where
c n
1 2
in x
0 f ( x ) e d x
2
Problems:
1. Obtain the complex Fourier series of the function f(x) defined by f(x) = x over the
interval
(- , ).
Here f(x) is defined over the interval (- , ). Hence complex Fourier series of f(x) is
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f ( x) cn e inx
(1)
where
1
f ( x)e inx dx
cn
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n = 0, 1, 2, 3, .
1 inx
xe dx
2
Integrating by parts and substituting the limits, we get
i(1) n
,
cn
n0
n
Using this in (1), we get
( 1) n inx
f ( x) i
e ,
n0
n
n
This is the complex form of the Fourier series of the given function
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2. Obtain the complex Fourier series of the function f(x) = eax over the interval
(- , ).
As the interval is again (- , ) we find
cn
which is given by
1
f ( x)e inx dx
e ax e inx dx
tu
d
1
cn
2
1 e( a in ) x
( a in ) x
e dx 2 (a in)
(1) (a in) sinh a
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(a 2 n 2 )
Hence the complex Fourier series for f(x) is
f ( x) cn e inx
n
sinh a (1) n (a in) inx

e
n a 2 n 2
HARMONIC ANALYSIS
The Fourier series of a known function f(x) in a given interval may be found by finding
the Fourier coefficients. The method described cannot be employed when f(x) is not
known explicitly, but defined through the values of the function at some equidistant
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
points. In such a case, the integrals in Eulers formulae cannot be evaluated. Harmonic
analysis is the process of finding the Fourier coefficients numerically.
To derive the relevant formulae for Fourier coefficients in Harmonic analysis, we employ
the following result :
The mean value of a continuous function f(x) over the interval (a,b) denoted by [f(x)] is
defined as
The Fourier coefficients defined through Eulers formulae, (1), (2), (3) may be redefined
as
1 a 2l
1 b
f ( x)
f ( x)dx a0 2 2l a f ( x)dx 2[ f ( x)] .
ba a
.in
1 a 2l
n x
n x
an 2 f ( x) cos
dx
2
f
(
x)
cos

l
l
2l a
en
ts
1 a 2l
n x
n x
bn 2 f ( x) sin
dx
2
f
(
x)
sin

l
l
2l a
tu
d
Using these in (5), we obtain the Fourier series of f(x). The term a1cosx+b1sinx is called
the first harmonic or fundamental harmonic, the term a2cos2x+b2sin2x is called the
a12 b12
second harmonic and so on. The amplitude of the first harmonic is
and that
a22 b22 and so on.
C
itS
of second harmonic is
Problems:
1. Find the first two harmonics of the Fourier series of f(x) given the following table
:
2
4
5
2
3
3
3
3
f(x)
1.0
1.4
1.9
1.7
1.5
1.2
1.0
Note that the values of y = f(x) are spread over the interval 0 x 2 and f(0) = f(2) =
1.0. Hence the function is periodic and so we omit the last value f(2) = 0. We prepare
the following table to compute the first two harmonics.
x
x0
y = f(x)
cosx
cos2x
sinx
sin2x
ycosx
ycos2
x
ysinx
ysin2x
1.0
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
60
1.4
0.5
-0.5
0.866
0.866
0.7
-0.7
1.2124
1.2124
120
1.9
-0.5
-0.5
0.866
-0.866
-0.95
-0.95
1.6454
-1.6454
180
1.7
-1
-1.7
1.7
240
1.5
-0.5
-0.5
-0.866
0.866
-0.75
-0.75
1.299
1.299
300
1.2
0.5
-0.5
-0.866
-0.866
0.6
-0.6
-1.0392
-1.0392
-1.1
-0.3
3.1176
-0.1732
en
ts
.in
Total
We have
tu
d
nx
an 2 f ( x) cos
2[ y cos nx]
l
as the length of interval= 2l = 2 or
n x
bn 2f ( x) sin
2[ y sin nx]
l
C
itS
l=
Putting, n=1,2, we get
2y cos x
2(1.1)
0.367
6
6
2y cos 2 x 2(0.3)
0.1
a 2 2[ y cos 2 x]
6
6
a1 2[ y cos x]
b1 [ y sin x]
2 y sin x
6
1.0392
2 y sin 2 x
0.0577
6
The first two harmonics are a1cosx+b1sinx and a2cos2x+b2sin2x. That is (-0.367cosx +
1.0392 sinx) and (-0.1cos2x 0.0577sin2x)
b2 [ y sin 2x]
2. Express y as a Fourier series upto the third harmonic given the following values :
CitStudents.in
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SUBJECT:MATHEMATICS
x
y
0
4
SUBJECTCODE:10MAT31
1
8
2
15
3
7
4
6
5
2
The values of y at x=0,1,2,3,4,5 are given and hence the interval of x should be 0 x < 6.
The length of the interval = 6-0 = 6, so that 2l = 6 or l = 3.
The Fourier series upto the third harmonic is
a0
x
x
2x
2x
3x
3x
a1 cos b1 sin a2 cos
b2 sin
b3 sin
a3 cos
l
l
2
l
l
l
l
or
en
ts
.in
x
x
2x
2x
3x
a0
3x
b2 sin
b3 sin
y a1 cos b1 sin a2 cos
a3 cos
2
3
3
3
3
3
3
x
Put
, then
3
a
y 0 a1 cos b1 sin a 2 cos 2 b2 sin 2 a3 cos 3 b3 sin 3 (1)
2
x
3
y
04
ycos
ycos2
ycos3
ysin
ysin2
ysin3
C
itS
tu
d
We prepare the following table using the given values :
600
08
-4
-8
6.928
6.928
1200
15
-7.5
-7.5
15
12.99
-12.99
1800
07
-7
-7
2400
06
-3
-3
-5.196
5.196
3000
02
-1
-2
-1.732
-1.732
42
-8.5
-4.5
12.99
-2.598
1
2
Total
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
a0 2[ f ( x)] 2[ y]
2y
6
1
(42) 14
3
2
(8.5) 2.833
6
2
b1 2[ y sin ] (12.99) 4.33
6
2
a2 2[ y cos 2 ] (4.5) 1.5
6
2
b2 2[ y sin 2 ] (2.598) 0.866
6
2
a3 2[ y cos 3 ] (8) 2.667
6
b3 2[ y sin 3 ] 0
.in
a1 2[ y cos ]
en
ts
Usingthesein(1),we
get
x
x
2x
2x
y 7 2,833cos (4.33) sin 1.5 cos
0.866 sin
2.667 cos x
3
3
3
3
This is the required Fourier series upto the third harmonic.
T/6
C
itS
t(secs)
tu
d
3. The following table gives the variations of a periodic current A over a period T :
A (amp)
1.98
1.30
T/3
T/2
2T/3
5T/6
1.05
1.30
-0.88
-0.25
1.98
Show that there is a constant part of 0.75amp. in the current A and obtain the amplitude
of the first harmonic.
Note that the values of A at t=0 and t=T are the same. Hence A(t) is a periodic function
2
of period T. Let us denote t . We have
T
a0 2[ A]
2
a 2 A cos t 2[ A cos ]

1
(1)
2
b1 2 Asin t 2[ Asin ]
T
We prepare the following table:

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SUBJECT:MATHEMATICS
t
2t
T
SUBJECTCODE:10MAT31
cos
sin
Acos
Asin
1.98
1.98
T/6
600
1.30
0.5
0.866
0.65
1.1258
T/3
1200
1.05
-0.5
0.866
-0.525
0.9093
T/2
1800
1.30
-1
-1.30
2T/3
2400
-0.88
-0.5
-0.866
0.44
0.7621
5T/6
3000
-0.25
0.5
-0.866
-0.125
0.2165
Total
4.5
1.12
3.0137
en
ts
Using the values of the table in (1), we get

2A
.in
4.5
1.5
3
6
2A cos 1.12
a1
0.3733
3
6
2Asin 3.0137
b1
1.0046
6
3
The Fourier expansion upto the first harmonic is
C
itS
tu
d
a0
a0
2t
2t
a1 cos b1 sin
2
T
T
2t
2t
0.75 0.3733cos 1.0046 sin
T
T
The expression shows that A has a constant part 0.75 in it. Also the amplitude of the first
A
harmonic is
CitStudents.in
a12 b12 = 1.0717.
Page 26
SUBJECTCODE:10MAT31
en
ts
.in
SUBJECT:MATHEMATICS
UNIT-II
C
itS
tu
d
FOURIER TRANSFORMS
CONTENTS:
Introduction
Finite Fourier transforms and Inverse finite Fourier transforms

Infinite Fourier transform (Complex Fourier transform) and
Inverse Fourier transforms
Properties [Linearity, Change of scale, Shifting and Modulation
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
Fourier cosine and Fourier sine transforms & Inverse Fourier
en
ts
.in
cosine and sine transforms
FOURIER TRANSFORMS
Introduction
C
itS
tu
d
Fourier Transform is a technique employed to solve ODEs, PDEs,IVPs, BVPs

and Integral equations.
The subject matter is divided into the following sub topics :
FOURIER TRANSFORMS
Infinite
Fourier
Transform
Sine
Transform
Cosine
Transform
Convolution
Theorem &
Parsevals
Identity
Infinite Fourier Transform

Let f(x) be a real valued, differentiable function that satisfies the following conditions:
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
1) f(x) and its derivative f x are continuous, or have only a finite number of
simple discontinuities in every finite interval, and
2) the integral
f x dx exists.
Also, let be non - zero real parameter. The infinite Fourier Transform of f(x)
is defined by
f F f x f x e ix dx
provided the integral exists.

The infinite Fourier Transform is also called complex Fourier Transform or
just the Fourier Transform. The inverse Fourier Transform of f denoted by
F-1 f is defined by
1
F 1 f f x
f e ix d
2
Note : The function f(x) is said to be self reciprocal with respect to Fourier transform
if f f .
en
ts
.in
Basic Properties
tu
d
1. Linearity Property
For any two functions f(x) and (x) (whose Fourier Transforms exist) and any two
constants a and b,
Proof :
C
itS
F af x b x aF f x bF x
By definition, we have
F af x b x af x b x e ix dx
f x e
ix
dx b x e ix dx
aF f x bF x
This is the desired property.
In particular, if a = b = 1, we get
F f x x F f x F x
Again if a= -b = 1, we get
F f x x F f x F x
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
2. Change of Scale Property

If f Ff x , then for any non - zero constant a, we have
1
Ff x f
a a
Proof : By definition, we have
F f ax f ax e ix dx
(1)
F f ax
u
i
a
f u e
du
a
en
ts
.in
Suppose a > 0. let us set ax = u. Then expression (1) becomes

i u du
a
F f ax f u e
1
f
(2)
a a
Suppose a < 0. If we set again ax = u, then (1) becomes
tu
d
i u
1
f u e a du
a
1
(3)
f
a a
Expressions (2) and (3) may be combined as
1
F f ax f
a a
This is the desired property
C
itS
3. Shifting Properties
For any real constant a,
(i) F f x a e ia f
(ii) F e iax f x f a
Proof : (i) We have
F f x f f x e ix dx
Hence, F f x a f x a e ix dx
Set x-a = t. Then dx = dt.Then,

F f x a f t e i (t a ) dt
= e ia
f t e
it
dt
= e ia f
ii) We have
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
f a f x e i a x dx
f xe e
iax
i x
dx
g x e iax dx , where g ( x ) f ( x )e iax

F g x
F eiax f x
This is the desired result.
.in
4. Modulation Property
If F f x f ,
1
then, F f x cos ax f a f a
2
where a is a real constant.
Proof :
We have
F f x cos ax F f x
C
itS
Hence
e iax e iax
2
tu
d
cos ax
en
ts
1
f a f a , by using linearity and shift properties.
2
This is the desired property.
Note : Similarly
F f x sin ax
1
2
f a f a
Problems:
1. Find the Fourier Transform of the function f(x) e
-a x
where a 0
For the given function, we have
F f x e a x e ix dx
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
en
ts
.in
0
a x
e a x e ix dx e e ix dx

0
Using the fact that x x, 0 x and x - x, - x 0, we get
ax ix
ax ix
F f x e e dx e e dx

0
a i x
0
e a ix dx e
dx

e a i x 0
a i x
a i a i 0
1
1
a i a i
2a
2
2
a
2. Find the Fourier Transform of the function
1, x a
f(x)
0, x a
where a is a positive constant. Hence evaluate
sin a cos x d
(ii)
tu
d
(i)
sin
d
C
itS
F f x f ( x)e ix dx

a
a
f ( x)e ix dx f ( x)e ix dx f ( x)e ix dx

a
a
a
eix dx
sin a
2
sin
Thus F f x f 2
(1)

Inverting f by employing inversion formula, we get
1
sin a ix
f x
e d
2
1 sin a cos x i sin x

d

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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
1 sin a cos x sin a sin x

d i
d
Here, the integrand in the first integral is even and the integrand in the second integral is
odd. Hence using the relevant properties of integral here, we get
sin a cos x
d
f ( x) 1
or
sin a cos x
d f ( x)
, x a

0, x a
.in
tu
d
en
ts
For x 0, a 1, this yields

sin
d
Since the integrand is even, we have
sin
2
d
0
or
sin
0
2
C
itS
2 2
3. Find the Fourier Transform of f(x) e - a x where ' a' is a positive constant.
2
x
2 is self reciprocal with respect to Fourier Transform.
Deduce that f(x) e
Here
F f x e a x e ix dx
2 2
2 2
a x i x
dx
i 2
ax
2 a 4 a 2

dx
e
Setting t ax CitStudents.in
i
, we get
2a
2
i

ax
2a
4 a 2
dx
Page 33
SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
F f x e
1
e
a
1
e
a

t 2
4a 2
2
4a
dt
a
2 e t dt
2
4 a 2
, using gamma function.
4 a 2
f
e
a
This is the desired Fourier Transform of f(x).
2 2
For a 2 1 in f(x) e - a x
2
2
f 2 e
and hence,
2
- x2
, we get f( ) e - 2 2 .
en
ts
Also putting x in f(x) e
.in
we get f(x) e
-x
Hence, f( ) and f are same but for constant multiplication by

Thus f( ) f
2
-x
is self reciprocal
tu
d
It follows that f( x) e
2 .
FOURIER SINE TRANSFORMS
C
itS
Let f(x) be defined for all positive values of x.
The integral f x sin xdx is called the Fourier Sine Transform of f(x). This is denoted
0
by fs or Fs f x . Thus

fs Fs f x f x sin x dx
0
The inverse Fourier sine Transform of f s is defined

2
f s sin x d
0
This is denoted by f(x) or Fs-1 f s . Thus
through the integral
f(x) Fs-1 f s
2
f s sin x d
Properties
The following are the basic properties of Sine Transforms.
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
(1) LINEARITY PROPERTY

If a and b are two constants, then for two functions f(x) and (x), we
have
Fs af x b x aFs f x bFs g x
Fs af x b x af x b x sin x dx
aFs f x bFs x
This is the desired result. In particular, we have
Fs f x x Fs f x Fs x
and
Fs f x x Fs f x Fs x
0
.in
(2) CHANGE OF SCALE PROPERTY
en
ts
If Fsf x f s , then for a 0, we have
Fs f ax f s
a a
Proof : We have
f ax sin x dx
0
tu
d
Fs f ax
Setting ax = t , we get
dt
F f ax f t sin t
a a
C
itS
1
fs
a a
(3) MODULATION PROPERTY

If Fs f x fs , then for a 0, we have
F f x cos ax 1 f a f a
s
Proof : We have
Fs f x cos ax f x cos ax sin x dx

0
f x sin a x sin a xdx
2 0
1 f a f a , by using Linearity property.
Problems:
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Page 35
SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
1. Find the Fourier sine transform of

1, 0 x a
f x
xa
0,
f a sin x dx 0 sin x dx
s
a
cos x

0
1 cos a
e -ax
x
.in
2. Find the Fourier sine transform of f(x)
e ax sin x dx
fs
0
x
Differentiating with respect to , we get

d e ax sin x dx
d
fs
d 0
x
d
ax
e
sin x dx
0
x
performing differentiation under the integral sign
ax
e
x cos x dx
0
x
e ax
a cos x sin x
2
2
a
0
a
2
a 2
Integrating with respect to , we get
C
itS
tu
d
en
ts
Here
f s
tan
c
a
But fs 0 when 0
c=0

fs tan 1
a
3. Find f(x) from the integral equation
CitStudents.in
Page 36
SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
1, 0 1
f x sin xdx 2, 1 2
0,
2
0
Let () be defined by
1, 0 1
2, 1 2
0, 2
Given
f x sin xdx f
0
s
Using this in the inversion formula, we get

2
f x 0 sin x dx
.in
en
ts
1
2
2 0 sin x d 1 sin x d 2 sin x d
2
1
2 sin x d 2 sin x d 0
0
2
1 cos x 2 cos 2 x
x
tu
d
FOURIER COSINE TRANSFORMS
C
itS
Let f(x) be defined for positive values of x. The integral f x cos x dx

0
is called the Fourier Cosine Transform of f(x) and is denoted by f c or Fc f x . Thus

2
fc Fc f x f x cos xdx
0
The inverse Fourier Cosine Transform of fc is defined through
the integral
fc cos x d .
This is denoted by f x or Fc- 1 fc . Thus
2
f x Fc-1 f 0 fc cos x d
Basic Properties
The following are the basic properties of cosine transforms :
(1) Linearity property
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Page 37
SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
If ' a' and ' b' are two constants, then for two functions f(x) and (x), we have
Fc af x b x aFc f x bFc x
(2) Change of scale property

If Fc f x fc , then for a 0, we have
1
Fc f ax fc
a a
(3) Modulation property
If Fc f x fc , then for a 0, we have
1
Fc f x cos ax fc a fc a
2
.in
en
ts
The proofs of these properties are similar to the proofs of the corresponding
properties of Fourier Sine Transforms.
Problems:
C
itS
tu
d
1) Find the cosine transform of the function

0 x 1
x,
f x 2 x, 1 x 2
0,
x2
We have
f f x cos xdx
1
x cos xdx 2 x cos xdx 0 cos xdx
0
1
2
1
f xsin x cos x 2 x sin x 1 cos x

c
2
2

0

1
2 cos cos 2 1
2) Find the cosine transform of f(x) e-ax , a 0. Hence evaluate
CitStudents.in
cos kx
dx
x2 a2
Page 38
SUBJECT:MATHEMATICS
Here
f
c
ax
SUBJECTCODE:10MAT31
cos xdx
e ax
a cos x sin x
2
2
a
0
Thus
cos x
ax
d
e
2
0 a2
2a
tu
d
Changing x to k, and to x, we get

cos kx
e ax
dx
0 x 2 a2
2a
en
ts
or
.in
fc 2
2
a
Using the definition of inverse cosine transform, we get
2
a
f x
cos xd
0 a 2 2
3) Solve the integral equation
C
itS
a
0 f x cosx dx e
Let () be defined by
() = e-a
Given f x cos x dx fc
0
Using this in the inversion formula, we get

2
cos xd
f x
0
2 a
cos xd
e
a cos x sin x
2
2
0
a x
0
2a
2
a x 2
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Page 39
SUBJECTCODE:10MAT31
tu
d
en
ts
.in
SUBJECT:MATHEMATICS
UNIT III
C
itS
Applications of Partial Differential Equations

CONTENTS:
Introduction
Various possible solutions of the one dimensional wave equation

Various possible solutions of the one dimensional heat equation
Various possible solutions of the two dimensional Laplaces equation
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
tu
d
en
ts
.in
DAlemberts solutions of the one dimensional wave equation
C
itS
APPLICATION OF PARTIAL DIFFERENTIAL

EQUATIONS
Introduction
A number of problems in science and engineering will lead us to partial differential

equations. In this unit we focus our attention on one dimensional wave equation ,one
dimensional heat equation and two dimensional Laplaces equation.
Later we discuss the solution of these equations subject to a given set of boundary
conditions referred to as boundary value problems.
Finally we discuss the DAlemberts solution of one dimensional wave equation.
Various possible solutions of standard p.d.es by the method of

separation of variables.
We need to obtain the solution of the ODEs by taking the constant k equal to
i) Zero
ii)positive:k=+p2
iii)negative:k=-p2
Thus we obtain three possible solutions for the associated p.d.e
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
Various possible solutions of the one dimensional wave equation

utt =c2uxx by the method of separation of variables.
2
2u
2 u
c
t 2
x 2
Let u= XT where X=X(x),T=T(t) be the solution of the PDE
Hence the PDE becomes
2
2 XT 2 2 XT
d 2T
2 d X
or X 2 c
c
t 2
x 2
dt
dx 2
1 d 2T 1 d 2 X
Dividing by c2XT we have 2

c T dt 2 X dx 2
Equating both sides to a common constant k we have
1 d2X
1 d 2T
=k
and
=k
X dx2
c 2T dt 2
d 2T
d2X
c 2 kT 0
2
kX
0
and
dt
dx2
en
ts
.in
Consider
k X 0 and D 2 c 2 k T 0
Where D2 =
d2
d2
2
in the second equation
in
the
first
equation
and
D
=
dx 2
dt 2
C
itS
tu
d
Case(i) : let k=0

AEs are m=0 amd m2=0 amd m=0,0 are the roots
Solutions are given by
T = c1e0t c1 and X c2 x c3 e 0 x c2 x c3
Hence the solution of the PDE is given by
U= XT= c1 c2 x c3
Or u(x,t) =Ax+B where c1c2=A and c1c3=B
Case(ii) let k be positive say k=+p2
AEs are m c2p2=0 and m2-p2=0
m= c2p2 and m=+p
solutions are given by
T c '1ec p t andX c '2 e px c '3 e px
2
u XT c ' 1ec
p 2t
.( c ' 2e px c '3 e px )
Or u(x,t) = c 1' e c p t(A e px +B e px ) where c1c2=A and c1c3=B

Case(iii): let k be negative say k=-p2
AEs are m+ c2p2=0 and m2+p2=0
m=- c2p2 and m=+ip
2 2
T c ''1e c p t and X c ''2 cos px c ''3 sin px
2
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31

2 2
u XT c ''1e c p t .(c '' 2 cos px c ''3 sin px)
u( x, t) e c
2 2
p t
( A'' cos px B '' sin px)
Various possible solutions of the two dimensional Laplaces equation

uxx+uyy=0 by the method of separation of variables
.in
2u 2 u
0
Consider
x 2 y 2
Let u=XY where X(x), Y=Y(y) e the solution of the PDE
Hence the PDE becomes
2 XY 2 ( XY )
0
x 2
y 2
d 2 X
d 2 (Y )
0 and dividing by XY we have
Y
X
dy 2
dx 2
1 d X 1 d 2 (Y )
X dx 2
Y dy 2
Equating both sides to a common constant k we have
2
1 d 2 (Y )
1 d X
=k
and
=k
X dx 2
Y dy 2
Or (D2-k)X=0
and (D2+k)Y=0
d
d in the second equation
Where D =
in the first equation and D =
dx
dy
C
itS
tu
d
en
ts
Case(i) Let k=0

AE arem2=0 in respect of both the equations
M=0,0 and m=0,0
X= c1x+c2
and Y= c3 y+c4
U=XY=( c1x+c2 ) (c3 y+c4)
Case(ii) : let k be positive ,say k=+p2
m2-p2=0
and
m=+p and m=+ip
m2+p2=0
X c '1e px c '2 e px and Y c '3 cos py c '4 sin py

u XY c '1e
px
c '2 e
px
(c 3 cos py c
'
'
4
sin py)
Case(iii) Let k be negative say k= -p2

AEs are m2+p2=0
and m2-p2=0
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
M=+ip and m=+p

X (c ''1 cos px c ''2 sin px)
and Y (c ''3e py c '' 4 e py )
u XY (c ''1 cos px c ''2 sin px)(c ''3 e py c '' 4 e py )
EXAMPLES
en
ts
.in
1.Solve the wave equation utt=c2uxx subject to the conditions

u
u(t,0)=0 ,u(l,t)=0,
x, 0 0 and u(x,0) =u0sin3( x/l)
t
n x
n ct
cos
Soln: u x, t bn sin
n 1
l
l
3
Consider u(x,0) =u0sin ( x/l)
n x
u x, 0 bn sin
n 1
l
x
n x
bn sin
u0 sin 3
n1
l
l
C
itS
tu
d
3u0
3 x
x
2 x
3 x
x u0
b1 sin
b2 sin
b3 sin
sin
sin
l
l
l
l
4
l
4
comparing both sides we get
u
3u
b1 0 , b2 0 , b3 0 , b4 0 b5 0 ,
4
4
Thus by substituting these values in the expanded form we get
3u
x
ct u0
3 x
3 ct
u( x, t) 0 sin
cos
sin
cos
4
l
l
4
l
l
x 1
3 x
n x
3
u0 sin 3
sin
bn sin
n1
l
l 4
l
4
2.Solve the wave equation utt=c2utt subject to the conditions

u
u(t,0)=0 ,u(l,t)=0,
x, 0 0 when t=0and u(x,0) =f(x)
t
n x
n ct
cos
Soln: : u x, t bn sin
n 1
l
l
Consider u(x,0)=f(x) then we have
n x
Consider u(x,0) = bn sin
n 1
l
n x
F(x) = bn sin
n 1
l
The series in RHS is regarded as the sine half range Fourier series of f(x) in (0,l) and
hence
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
2l
n x
dx
f ( x) sin
l
l 0
Thus we have the required solution in the form
n x
n ct
u x, t bn sin
cos
n 1
l
l
2
u
2 u
c
3. Solve the Heat equation
given that u(0,t)=0,u(l,0)=0 and u(x,0)=
t
x 2
100x/l
l
l
n x
n x
2 100 x
200
Soln: bn
sin
dx = 2 x sin
dx
l 0 l
l
l 0
l
l
n x
n x
sin
200 x. cos l
l
bn 2
1
2
l n / l
n / l
0
200 1
200 1
200 1
.
bn 2 . l cos n
l n
n
n
n 1
en
ts
.in
bn
The required solution is obtained by substituting this value of bn

Thus u( x, t )
200 1
n 1
n 1
n 2 2 c 2t
sin
n x
l
tu
d
C
itS
2
u
2 u
given that u(0,t)=0,u(l,t)and
4.Obtain the solution of the heat equation
c
t
x 2
u(x,0) =f(x)where
l
2Tx
in 0 x
l
2
f ( x)
2T l x in l x l
l
bn
Soln:
f ( x) sin
l
0
n x
dx
l 2Tx
n x
n
x
2 2Tx
sin
dx (l x) sin
dx
bn
l
l
l
l 0 l
l
2
2l
l
4T
n x
n x
x sin
dx (l x) sin
dx
l 0
l
l
l
l
2
8T
n
sin
2 2
n
2
CitStudents.in
bn
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SUBJECT:MATHEMATICS
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The required solution is obtained by substituting this value of bn

2 2 2
8T 1
n n c t
n x
Thus u( x, t ) 2 2 sin
e 2 sin
l
n 1 n
l
2
u 2u
with the boundary conditions u(0,t)=0,u(l,t)and

t x 2
5. Solve the heat equation
u(x,0) =3sin x
2
Soln: u( x, t) e p t ( A cos px B sin px)............................(1)
Consider u(0,t)=0 now 1 becomes
0= e p t (A) thus A=0
Consider u(1,t)=0 using A=0 (1) becomes
2
0= e p t (Bsinp)
Since B0,sinp=0or p=n
n2 2c 2t
(B sin n x)
In general u( x, t ) bn e
n2 2c 2t
sin n x
en
ts
u( x, t ) e
.in
n1
Consider u(x,0)= 3 sin n x and we have
tu
d
3 sin n x b1 sin x b2 sin 2 x b3 sin 3 x
Comparing both sides we get b1 3, b2 0, b3 0

We substitute these values in the expanded form and then get
2 t
(sin x)
C
itS
u( x, t ) 3e
2u 2u
6.Solve
0 subject to the conditions u(0,y)=0,u( ,y)=0 and u(x,) =0 and

x 2 y 2
u(x,0)=ksin2x
Soln: The befitting solution to solve the given problem is given by
u( x, y) ( A cos px B sin px) Ce
u(0, y) 0 gives( A) Ce
py
De
u( , y) 0 gives(B sin p ) Ce
py
py
py
De
py
0, A 0
De
py
0,
Since A=0,B0 and we must have

sin p =0,therefore p=n where n is a integer
u( x, y) (B sin nx) Ce
ny
De
ny
The condition u(x,) =0 means that uas y
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
0=(Bsinnx)( Ce ny )since e ny 0 asy

Since B0 we must have C=0
We now have u(x,y) =BDsinnx e ny
Taking n= 1,2,3, and BD =b1 ,b2 ,b3 ,b4
We obtain a set of independent solutions satisfying the first three conditions Their sum
also satisfy these conditions hence
u( x, y) bn sin n xe ny
n1
Consider u(x,0)=ksin2x and we have
u( x, 0) bn sin nx
n 1
.in
Ksin2x=b1sinx+b2sin2x+b3sin3x+.
Comparing both sides we get b1=0, b2=0, b3=0
Thus by substituting these values in the expanded form we get
en
ts
u( x, y) k sin 2xe2 y
DAlemberts solution of the one dimensional wave equation
C
itS
tu
d
We have one dimensional wave equation

2
2u
2 u
c
t 2
x 2
Let v=x+ct and w=x-ct
We treat u as a function of v and w which are functions of x and t
By chain rule we have,
u u v u w
.
x v x w x
v
w
Since v=x+ct and w=x-ct,
1 and
1
x
x
u u
u
u u
.(1)
.(1)
x
v
w
v w
2u
u u u
x 2 x x x v w
Again by applying chain rule we have,
2u u u v u u w
. x
x 2 v v w x w v w
2u 2 u 2 u
2 u
2u
.(1)
.(1)
x 2 v 2 vw
w2
wv
2u
2u
But
=
vw wv
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
2u 2 u
2u 2u
2
2
x 2 v 2
wv
w
u u v u w
Similarly
.
.
x v t
w t
v
w
Since v=x+ct and w=x-ct,
c and
c
t
t
u
u
u
u u
u
c
.(c)
.(c) , or
t
w
t
v
w
v
But
en
ts
2 u 2 u
2u 2u
2u
2 .(c)
c
.(c)
2
r 2
v vw
wv w
2
2
2
2u
2 u
2 u u
2 u
wv w2
t 2
v vw
u u w
.
c
v w t
.in
Again applying chain rule we have,

2u u u u v
c

.
r 2 t t v w v w t w
C
itS
tu
d
2
2 u
2 u
2u
2 u
v 2
t 2
wv w2
2 u
2 u
2 u
2u
2 u
2 u
2 = c 2 2 2
2
c2 2 2
wv w
wv
w
v
v
2u
2u
=0
or
4
=0
wv
wv
We solve this PDE by direct integration, writing it in the form,
u
0
w v
u
f (v)
Integrating w.r.t w treating v as constant we get
v
Now integrating w.r.t, we get u f (v)dv G(w)
U=F(v)+G(w) where F(v)=
f (v)dv
But v=x+ct and w=x-ct

Thus u=u(x,t)=F(x+ct)+G(x-ct)
This is the DAlemberts solution of the one dimensional wave equation
EXAMPLES
1. Obtain the DAlemberts solution of the wave equation utt=c2uxx subject to the
u
conditions u(x,0)=f(x) and
( x, 0) 0
t
Soln: DAlemberts solution of the wave equation is given by
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
C
itS
tu
d
en
ts
.in
u(x,t)=F(x+ct0=G(x-ct)..(1)
Consider u(x,0)=f(x) (10 becomes
u(x,0)=F(x)+G(x)
f(x)=F(x)+G(x).(2)
Differentiating partially wrt t we have
u
(x,t) =F(x+ct).(c)+G(x-ct).(-c)
t
u
(x,)=c[F(x)-G(x)]
t
0= c[F(x)-G(x)]
[F(x)-G(x)]=0 integrating wrt x we have
[F(x)-G(x)]=k
Where k is the constant of integration(3)
By solving simultaneously the equations,
[F(x)+G(x)]=f(x)
[F(x)-G(x)]=k
1
1
We obtain F(x)= f ( x) k andG( x) f ( x) k
2
2
1
1
Thus F(x+ct)= f ( x ct) k and G(x-ct)= f ( x ct) k
2
2
Substituting these in(10 we have
1
1
U(x,t)= f ( x ct) k f ( x ct) k
2
2
Thus the required solution is
1
u(x,t)= f ( x ct) f ( x ct)
2
2. Obtain the DAlemberts solution of the wave equation utt=c2uxx given that
u(x,0)=f(x)=l2-x2and ut(x,0)=0
Soln. Assuming the DAlemberts solution
1
u(x,t)= f ( x ct) f ( x ct) and f(x)=l2-x2
2
1 2
u(x,t)= l ( x ct)2 l 2 ( x ct)2
1
2l 2 2x 2 2c 2t 2

2
2
2
2 2
u(x,t)= l x c t
3. . Obtain the DAlemberts solution of the wave equation utt=c2uxx given that
u(x,0)=asin2x and
u
0 when t 0
t
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
C
itS
tu
d
en
ts
.in
Soln: Assuming the DAlemberts solution

1
u(x,t)= f ( x ct) f ( x ct)
2
a
By data f(x)= asin2x or f(x)= 1 cos 2 x
2
1 a
u(x,t)= . 1 cos 2 ( x ct) 1 cos 2 ( x ct)
2 2
a
u(x,t)= 2 cos 2 x 2 ct cos 2 x 2 ct
4
a
2 2 cos 2 x cos 2 ct
4
a
u(x,t)= 1 1cos 2 x cos 2 ct
2
UNIT IV
CURVE FITTING AND OPTIMIZATION

CONTENTS:
Curve fitting by the method of least squares

Fitting of curves of the form
y ax b
2
y ax bx c
bx
y ae
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
b
y ax
Optimization :
Linear programming
Graphical method
tu
d
en
ts
.in
Simplex method
C
itS
CURVE FITTING AND OPTIMIZATION
CURVE FITTING [BY THE METHOD OF LEAST SQUARE]:

y)
We can plot n points ( xi , i where i=0,1,2,3,
At the XY plane. It is difficult to draw a graph y=f(x) which passes through all these
points but we can draw a graph which passes through maximum number of point. This
curve is called the curve of best fit. The method of finding the curve of best fit is called
the curve fitting.
FITTING A STRAIGHT LINE Y = AX + B

We have straight line that sounds as best approximate to the actual curve y=f(x)
(x , y )
passing through n points i i , i=0,1.2..n equation of a straight line is
(1)
y a bx
(2)
Yi a bxi
Then for n points
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
Y
Where a and b are parameters to be determined; i is called the estimated value. The
Y
x
given value i corresponding
to i .
2
(3)
Let S yi Yi
= yi a bxi
(4)
S = yi a bxi
We determined a and b so that S is minimum (least). Two necessary conditions for this
S
S
0 and
0
a
b
.
differentiate (4) w.r.t a and b partially
S
yi a bxi
a
0 yi a bxi
.in
0= yi na b xi
y na b x
or y na b x
i
tu
d
en
ts
0 = yi a b xi
S
2 yi a bxi x i
b
0 2 xi yi axi bxi2
C
itS
0 = xi yi a xi b xi2
x y n x b x
or xy a x b x
i
2
i
where n = number of points or value.
FITTING A SECOND DEGREE PARABOLA Y=AX2 + BX + C

Let us take equation of parabola called parabola of best fit in the form
y a bx cx 2
(1)
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
Where a, b, c are parameters to be determined. Let be the value of corresponding to the v

Yi a bxi cxi2
(2)
Also
S= yi Yi
(3)
yi a bxi cxi2
(4)
We determine a, b, c so that S is least (minimum).

The necessary condition for this are
S
S
S
0,
0&
0
c
a
b
diff (4) w.r.t a partially
S
2 yi a bxi cxi2
0 2 yi a bxi cxi2
en
ts
0 yi a bxi cxi2
0 yi a b xi c xi2
y a b x c x
y na b x c x
or y na b x c x
2
i
2
i
C
itS
tu
d
.in
S y i a bxi cxi2
diff (4) w.r.t b partially
S
2
2 yi a bxi cxi xi
0 2 xi yi axi bxi2 cxi3
0 xi y i axi bxi2 cxi3
0 xi y i a xi b xi2 c xi3
x y a x b x c x
or xy a x b x c x
i
2
i
3
i
diff (4) w.r.t c partially
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
S
2
2
y
bx
cx
x
2 i
i
i
i
0 2 xi2 yi axi2 bxi3 cxi4
0 xi2 y i axi2 bxi3 cxi4
0 xi2 y i a xi2 b xi3 c xi4
x y a x b x c x
or x y a x b x c x
2
i
2
i
3
i
4
i
Hence the normal equation for second degree parabola are

y na b x c x 2
xy a x b x c x
x y a x b x c x
2
.in
PROBLEMS:
en
ts
1) Fit a straight line y a bx to the following data

x: 5
10
15 20 25
19
23
26
Solution: Let y a bx
Normal equation
y na b x
C
itS
(1)
xy a x b x
(2)
(3)
x
5
10
y
16
19
x2
25
100
xy
80
190
15
23
225
345
20
26
400
520
25
30
625
750
x y x
75 =114
CitStudents.in
30
tu
d
y : 16
xy
=1375 =1885
Page 54
SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
(1) & (2)

114 15a b 75
1885 75a b 1375
a 12.3
b 0.7
(1) y 12.3 0.7 x
2) Fit equation of straight line of best fit to the following data

x: 1
2
3
4 5
y : 14 13 9
5 2
Solution:
en
ts
y na b x
xy a x b x
y
14
3
4
(3)
xy
14
13
26
9
5
9
16
27
20
25
C
itS
(2)
tu
d
x
2
.in
(1)
Let y a bx
Normal equation
x y x
15
=43
10
=55
xy
=97
(2) & (3)

43 15a 15b
97 15a 56b
Solving above equations we get
a 18.2
b 3.2
(1) y 18.2 3.2 x
3) The equation of straight line of best fit find the equation of best fit
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
x: 0
y: 1
1
2 3
4
1.8 3.3 4.5 6.3
(1)
Solution: let y a bx
Normal equation
(2)
y na b x
xy a x b x
2
(3)
xy
1.8
1.8
2
3
3.3
6.6
4.5
13.5
6.3
16
.in
25.2
x y x xy
2
=30
(2) & (3)

16.9 5a 10b
47.1 10a 30b
a 0.72
tu
d
b 1.33
=47.1
en
ts
10 =16.9
(1) y 0.72 1.33x
C
itS
4) If p is the pull required to lift a load by means of pulley block. Find a linear
block of the form p=MW+C Connected p &w using following data
: 50
70
100 120
p : 12
15
21
25
Compute p when W=150.
Solution: Given p=y & W=x
equation of straight line is
:
y a bx
let
Normal equations
CitStudents.in
(1 )
Page 56
SUBJECT:MATHEMATICS
y na b x
xy a x b x
x
SUBJECTCODE:10MAT31
(2)
(3)
p= y
x2
xy
50
12
2500
600
70
100
15
21
4900
10000
1050
2100
120
25
144000
3000
x 10 y =16.9 x
=30
xy =47.1
(2) & (3)

73 4a 340b
.in
6750 340a 31800b

a 2.27
b 0.187
put 150
y 30.32
en
ts
(1) y 2.27 0.187 x
tu
d
x
5) Fit a curve of the form y ab
C
itS
Solution: Consider
(1)
y ab x
Take log on both side
logy=log ab x
=loga+logb x
logy=loga+logb x
y A Bx
logy=Y y=e y
(2) ;
Corresponding normal equation
loga=A a=e A
Y nA B x
xY A x B x
logb=B b=e B
(3)
2
(4)
Solving the normal equation (3) & (4) for a & b . Substitute these values in (1) we get
x
curve of best fit of the form y ab
x
6) Fit a curve of the curve y ab for the data
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SUBJECT:MATHEMATICS
x: 1
2
y : 1.0 1.2
SUBJECTCODE:10MAT31
3
4
5
1.8 2.5 3.6
6
4.7
7
8
6.6 9.1
Solution:
let y ab x
(1)
Normal equations are
Y nA B x
xY A x B x
(2); A=loga
2
(3)
Y=logy, B=logb
xY
1.2
0.182
0.364
3
4
1.8
2.5
0.587
0.916
9
16
1.761
3.664
3.6
1.280
25
4.7
1.547
36
6.6
1.887
9.1
2.208
1.0
x 36
(1) & (2)
6.4
9.282
en
ts
Y=logy
=8.607
49
13.209
64
17.664
=204
xY =52.34
tu
d
.in
x2
8.607 8 A 36B
C
itS
52.34 36 A 203B
A 0.382
B 0.324
then e A a 0.682
e B b 1.382
(1) y 0.682 1.382
b
7) Fit a curve of the form y ax for the following data
x: 1
1.5
2 2.5
y : 2.5 5.61 10.0 15.6
Solution:: Consider
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SUBJECT:MATHEMATICS
let y ax b
SUBJECTCODE:10MAT31
(1)
Normal equations are
Y nA b x
XY A X B X
(2); Y=logy
2
(3) A=loga, X=logx
X= log x
X2
Y log y
XY
2.5
0.916
1.5
5.62
0.405
0.164
1.726
0.699
10.0
0.693
0.480
2.302
1.595
2.5
15.6
0.916
0.839
2.747
2.516
Y=7.691 XY=4.81
=1.483
.in
X=2.014 X
(1) & (2)

7.691 4 A 2.014b
A=0.916,
en
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4.81 2.014 A 1.483b
e A a 2.499 2.5
b 1.999 2
2
C
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tu
d
(1) y 2.5 x
8) Fit a parabola y a bx cx for the following data

2
3 4
x: 1
y : 1.7 1.8 2.3 3.2
Sol:
y a bx cx 2
(1)
2
Normal equation
(2)
y na b x c x
xy a x b x c x
x y a x b x c x
2
CitStudents.in
(3)
(4)
Page 59
SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
x2
x3
x4
xy
x2 y
1.7
2
3
1.8
2.3
1
4
9
1
8
27
1
16
81
1.7
3.6
6.9
1.7
7.2
20.7
3.2
16
64
256
12.8
51.2
x y 9 x
30
100
354
xy 25 x
y 80.8
(1), (3) & (4)

9 4a 10b 30c
25 10a 30b 100c
.in
80.8 30a 100b 354c

a2
b -0.5
c 0.2
en
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(1) y 2 - 0.5x 0.2x 2
tu
d
bx
9) Fit a curve of the form y ae for the following
x: 0
2 4
y : 8.12 10 31.82
Sol:
(1)
y aebx
Normal equation
(2);
C
itS
Y=nA+b x
xy A x b x
x
0
2
4
8.12
10
31.82
x 6
Y=logy
(3)
A=loga
Y=logy
x2
xY
2.094
2.302
3..46
0
4
16
0
4.604
13.84
Y=7.86 x
20
xY 18.444
(2) & (3)

7.856=3A+6b
18.444=6A+20b
A=1.935,
b=0.341
a e A 6.924
(1) y 6.924e0..341x
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Page 60
SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
2
10) Fit a II degree parabola ax bx c to the least square method & hence
find y when x=6
x: 1 2 3 4 5
y : 10 12 13 16 19
Sol:
y ax 2 bx c
(1)
y c bx ax 2
Normal equation
(1)
(2)
y nc b x a x
xy c x b x a x
x y c x b x a x
2
(3)
(4)
.in
x2
x3
x4
xy
x2 y
10
10
2
3
12
13
4
9
8
27
16
81
24
39
14
117
16
16
64
256
64
256
625
979
95
232
475
906
en
ts
10
C
itS
tu
d
5
19
25
125
15 70 55 225
70 5c 15b 55a
232 15c 55b 225a
906 55c 225b 979a
a 0.285
b 0.485
c 9.4
(1) y 0.285x 2 0.485x 9.4

at x 6, y 22.6
OPTIMIZATION:
Optimization is a technique of obtaining the best result under the given conditions.
Optimization means maximization or minimization
LINEAR PROGAMMING:
Linear Programming is a decision making technique under the given constraints on the
condition that the relationship among the variables involved is linear. A general
relationship among the variables involved is called objective function. The variables
involved are called decision variables.
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Page 61
SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
The optimization of the objective function Z subject to the constraints is the

mathematical formulation of a LPP.
A set real values X ( x1 , x2 ,........x n ) which satisfies the constraint AX ()B is called
solution.
A set of real values xi which satisfies the constraints and also satisfies non negativity
x 0
is called feasible solution.
constraints i
A set of real values xi which satisfies the constraints along with non negativity
restrictions and optimizes the objective function is called optimal solution.
An LPP can have many solutions.
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If the optimal value of the objective function is infinity then the LPP is said to have
unbounded solutions. Also an LPP may not possess any feasible solution.
en
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GRAPHICAL METHOD OF SOLVING AN LPP
C
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tu
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LPP involved with only two decision variables can be solved in this method. The method
is illustrated step wise when the problem is mathematically formulated.
x y
1
The constraints are considered in the form of a b
which graphically represents
straight lines passing through the points (a,0) and (0,b) since there are only two decision
variables.
These lines along with the co-ordinate axes forms the boundary of the region known as
the feasible region and the figure so formed by the vertices is called the convex polygon.
The value of the objective function Z c1 x1 c2 x 2 ...... cn x n is found at all these
vertices.
The extreme values of Z among these values corresponding the values of the decision
variables is required optimal solution of the LPP.
PROBLEMS:
1) Use the graphical method to maximize Z = 3x + 4y subject to the constraints
2x y 40 , 2x 5 y 180, x 0, y 0.
Solution: Let us consider the equations
2x y 40
x
y
1.............(1)
20 40
CitStudents.in
2x 5 y 180
x
y
1...........(2)
90 36
Page 62
SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
Let (1) and (2) represent the straight lines AB and CD respectively where we have
A = (20, 0), B = (0, 40) ; C = (90 , 0), D = (0,36)
We draw these lines in XOY plane.
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ts
.in
Shaded portion is the feasible region and OAED is the convex polygon. The point E
being the point of intersection of lines AB and CD is obtained by solving the equation:
2x y 40 , 2 x 5 y 180. E( x, y) (2.5,35)
tu
d
The value of the objective function at the corners of the convex polygin OAED are
tabulated.
Value of Z = 3x + 4y
Corner
O(0,0)
0
A(20, 0)
60
E(2.5, 35)
147.5
D(0,36)
144
C
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Thus (Z) Max 147.5 when x 2.5, y 35
2) Use the graphical method to maximize Z 3x1 5x2 subject to the constraints
x1 2x2 2000 , x1 x2 1500, x2 600 , x1 , x2 0.
x1 x2 2000 ,
x1 x2 1500,
x 2 600
x1
x1
x
x
x 2 600.........(3)
2 1.....(1)
2 1...........(2)
2000 1000
1500 1500
A = (2000, 0), B = (0, 1000) ; C = (1500 , 0), D = (0,1500)
x2 600. is a line parallel to the x1 axis.
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Page 63
SUBJECT:MATHEMATICS
On solving
x1 x 2 2000 ,
SUBJECTCODE:10MAT31
we get E (1000,500)
we get F (900,600)
x1 x 2 1500 , x 2 600,
we get G (800,600)
x1 2 x2 2000 , x2 600,
Also we have C = (1500 , 0), H= (0, 600)
en
ts
.in
x1 x 2 1500,
tabulated.
Corner
C
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tu
d
O(0,0)
C(1500, 0)
E(1000, 500)
F(900, 600)
G(800,600)
Value of Z 3x1 5x2

0
4500
5500
5700
5400
Thus (Z ) Max 5700 when x1 900, x2 600
3) Use the graphical method to minimize Z 20x1 10x2 subject to the constraints
x1 2x2 40 , 3x1 x2 30, 4x1 3x2 60 , x1 , x2 0.
x1 2x 2 40 ,
3 x1 x2 30,
34 x1 3x2 60
x
x
x1 x 2
x1 x2
1...........(2)
1.........(3)
1 2 1.....(1)
40 20
10 30
15 20
Let (1) ,(2) and (3) represent the straight lines AB ,CD and EF respectively where we
have A = (40, 0), B = (0,20) ; C = (10 , 0), D = (0,30) ; E = (15,0), F = (0, 20)
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Page 64
SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
Shaded portion is the feasible region and EAHG is the convex polygon. The point G
being the point of intersection of lines EF and CD. The point H being the point of
intersection of lines AB and CDis obtained by solving the equation:
en
ts
tu
d
Thus (Z ) MIN
A(15 , 0)
300
A(40, 0)
800
H(4 , 18)
260
G (6, 12)
240
240 when x1 6, x 2 12
.in
tabulated.
Corner
Value of Z 3x1 5x2
C
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4) Show that the following LPP does not have any feasible solution.
Objective function for maximization:Z = 20x+30y.
Constraints: 3x 4 y 24 , 7 x 9 y 63, x 0, y 0.
7 x 9 y 63
3x 4 y 24
x y
x y
1.............(1)
1...........(2)
8 6
9 7
A = (8, 0), B = (0,6) ; C = (9 , 0), D = (0,7)
It is evident that there is no feasible region.Thus we

conclude that the LPP does not have any feasible solution.
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Page 65
SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
SIMPLEX METHOD
Simplex method is an efficient algebraic method to solve a LPP by systematic procedure
and hence an algorithm can be evolved called the simplex algorithm.
In this method it is necessary that all the constraints in the inequality formn is converted
into equality form thus arriving at a system of algebraic equations.
If the constraint is involved with we add a non zero ariables s1 (say) 0 to the LHS to
make it an equality and the same variable is called slack variable.
LPP with all constraints being equalities is called a standard form of LPP.
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A minimizing LPP is converted into an equivalent maximization problem. Minimizing the

given objective function P is equivalent to maximizing P under the same constraints and
Min.P = -(Max value of P )
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PROBLEMS:
1) Use Simplex method to maximize z= 2x + 4y subject to the constraints

3x y 22, 2x 3 y 24, x 0, y 0
2x 3 y 0.s1 1.s2 24
tu
d
Solution: Let us introduce slack variables s1 and s2 to the inequalities to write them in
the following form.
3x y 1.s1 0.s2 22
C
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2x 4 y 0.s1 0.s2 z is the objective function

Solution by the simplex method is presented in the following table.
NZV
s1
s2
Indicators
()
s1
y
s2
0
Qty
Ratio
s1
1
22
22/1=22
24
24/3=8
-2
-4
22
R1 R2 R1
2/3
-2
1
-4
0
0
1/3
0
8
0
R3 4R2 R3
7/3
0
1
-1/3
14
s1
y
2/3
0
0
1/3
8
2/3
0
0
4/3
32
Thus the maximum value of Z is 32 at x=0 and y=8
CitStudents.in
8 is least, 3 is pivot,
s2 is replaced by y.
Also 1/3.R2
No negative indicators
Page 66
SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
2) Use Simplex method to maximize Z =2x + 3y + z subject to the constraints

x 3 y 2z 11, x 2 y 5z 19, 3x y 4z 25 x 0, y 0, z 0
Solution: Let us introduce slack variables s1 , s2 , s3 to the inequalities to write them in
the following form.
x 3 y 2z 1.s1 0.s2 0.s 3 11
x 2 y 5z 0.s1 1.s2 0.s 3 19
3x y 4z 0.s1 0.s2 1.s 3 25
2x 3 y z 0.s1 0.s2 0.s 3 P is the objective function
s1
s2
s3
Indicators
()
y
s2
11
11/3=3.33
19
19/3=9.5
35
25/1=25
-2
-3 -1
1/3
1
1
2
2/3
5
1/3
0
0
1
0
0
11/3
19
R2 2R1 R2
s3
25
R3 R1 R3
-2
-3 -1
Y
s2
s3
1/3
1/3
1
0
2/3 1/3
11/3 -2/3
0
1
0
0
11/3
35/3
8/3
-1
1/3
0
0
1
10/3 -1/3
1
1
2/3 1/3
0
0
0
1
0
0
64/3
11
11/3
1/3
11/3 -2/3
35/3
R2 1/ 3R3 R2
1
-1
0
0
10/8 -1/8
1
1
0
0
3/8
0
8
1
R4 R3 R4
1/4
s2
13/4 -5/8
1
0
0
0
10/8 -1/8
9/4 7/8
0
0
1/8
1/8
3/8
3/8
s2
x
Ratio
en
ts
C
itS
NZV
.in
s2 s3
0 0
Qty
s1
1
tu
d
3/8
3.33 is least, 3 is
pivot s1 is replaced
by y. Also 1/3.R1
R4 3R1 R4
11/31/3=11 8 is least, 8/3 is
35/31/3=35 pivot s3 is replaced
64/38/3=8 by x. Also 3/8.R3
R1 1/ 3R3 R1
9
9
19
No negative
indicators
Thus the maximum value of P is 19 at x = 8 and y = 1, z = 0
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Page 67
SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
3) Use Simplex method to minimize P =x - 3y + 2z subject to the constraints

3x y 2 z 7, 2x 4 y 12, 4x 3 y 8z 10 x 0, y 0, z 0
Solution: The given LPP is equivalent to maximizing the objective function P subject
to the same constraints
That is P=P=-x + 3y - 2z is to be maximized
Let us introduce slack variables s1 , s2 , s3 to the inequalities to write them in the
following form.
3x y 2 z 1.s1 0.s2 0.s 3 7
2x 4 y 0z 0.s1 1.s2 0.s 3 12
4x 3 y 8z 0.s1 0.s2 1.s 3 10
x 3 y 2 z 0.s1 0.s2 0.s 3 P is the objective function
x
s1
-1
s2
-2
s3
-4
-3
-1
1
3
-3
s2
0
s3
0
Qty
Ratio
7/-1=-7
3 is least, 4 is
pivot s2 is
replaced by y.
Also 1/4.R2
12
12/4=3
10
10/3=3.3
R1 R1 R2
0
8
0
0
1/4
0
0
1
3
10
R3 3R2 R3
tu
d
Indicators 1
()
s1
3
s1
1
en
ts
NZV
.in
5/2
-1/2
-5/2
0
1
0
2
0
8
1
0
0
1/4
1/4
-3/4
0
0
1
10
3
1
-1/2
1
-1/2
0
0
1
2
4/5
0
0
3/4
2/5 1/10
0
1/4
0
0
0
9
4
3
R2 1/ 2R1 R2
s3
-5/2
-3/4
R3 5 / 2R1 R3
-1/2
3/4
R4 1/ 2R1 R4
x
y
s3
1
0
0
0
1
0
4/5
2/5
10
2/5 1/10
1/5 3/10
1
-1/2
0
0
1
4
5
11
12/5
1/5 4/5
11
y
s3
x
y
C
itS
s1
y
s3
-1/2
-4
105/2=4
3-1/2=-6
1-5/2=-2/5
R4 3R2 R4
4 is least, 5/2 is
pivot, s1 is
replaced by x.
Also 2/5.R1
No negative
indicators
Thus the maximum value of P is 19 at x = 8 and y = 1, z = 0

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Page 68
SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
UNIT V
NUMERICAL METHODS - 1
CONTENTS:
Introduction
Regula falsi method
en
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Newton Raphson method
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Numerical solution of algebraic and transcendental equations
Iterative methods of solution of a system of equation
tu
d
Gauss Seidel method
C
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Relaxation method
Largest eigen value and the corresponding eigen vector by

Rayeighs power method
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Page 69
SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
NUMERICAL METHODS-1
Introduction:
Limitations of analytical methods led to the evolution of Numerical methods. Numerical
Methods often are repetitive in nature i.e., these consist of the repeated execution of the
same procedure where at each step the result of the proceeding step is used. This process
known as iterative process is continued until a desired degree of accuracy of the result is
obtained.
Solution of Algebraic and Transcendental Equations:
Ex:
(1) x4 - 7x3 + 3x + 5 = 0 is algebraic

(2) ex - x tan x = 0 is transcendental
.in
The equation f(x) = 0 said to be purely algebraic if f(x) is purely a polynomial in x.

If f(x) contains some other functions like Trigonometric, Logarithmic, exponential etc.
then f(x) = 0 is called a Transcendental equation.
en
ts
Method of false position or Regula-Falsi Method:
C
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tu
d
This is a method of finding a real root of an equation f(x) = 0 and is slightly an

improvisation of the bisection method.
Let x0 and x1 be two points such that f(x0) and f(x1) are opposite in sign.
Let f(x0) > 0 and f(x1) < 0

The graph of y = f(x) crosses the x-axis between x0 and x1
Root of f(x) = 0 lies between x0 and x1
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Page 70
SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
Now equation of the Chord AB is

f (x 1 ) f (x 0 )
(x x 0 ) ...(1)
y f (x 0 )
x1 x0
When y =0 we get x = x2
x1 x 0
i.e. x 2 x 0
f (x 0 ) ...(2)
f (x 1 ) f (x 0 )
Which is the first approximation
If f(x0) and f(x2) are opposite in sign then second approximation
x2 x0
x 3 x 0
f (x 0 )
f (x 2 ) f (x 0 )
This procedure is continued till the root is found with desired accuracy.
.in
Poblems:
C
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tu
d
en
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1. Find a real root of x3 - 2x -5 = 0 by method of false position correct to three

decimal places between 2 and 3.
Answer:
Let
f(x) = x3 - 2x - 5 = 0
f(2) = -1
f(3) = 16
a root lies between 2 and 3

Take x0 = 2, x1 = 3
x0 = 2, x1 = 3
x1 x 0
Now x 2 x 0
f (x 0 )
f (x 1 ) f (x 0 )
32
2
(1)
16 1
= 2.0588
f(x2) = f(2.0588) = -0.3908
Root lies between 2.0588 and 3

Taking x0 = 2.0588 and x1 = 3
f(x0) = -0.3908, f(x1) = 16
x1 x 0
.f (x 0 )
We get x 3 x 0
f (x 1 ) f (x 0 )
0.9412
2.0588
(0.3908)
16.3908
= 2.0813
f(x3) = f(2.0813) = -0.14680
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Page 71
SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
Taking x0 = 2.0813 and x1 = 3

f(x0) = 0.14680, f(x1) =16
0.9187
(0.14680) 2.0897
x 4 2.0813
16.1468
Repeating the process the successive approximations are
x5 = 2.0915, x6 = 2.0934, x7 = 2.0941, x8 = 2.0943
Hence the root is 2.094 correct to 3 decimal places.
tu
d
en
ts
.in
2. Find the root of the equation xex = cos x using Regula falsi method correct to
three decimal places.
Solution:
Let f(x) = cosx - xex
Observe
f(0) = 1
f(1) =cos1 - e = -2.17798
root lies between 0 and 1
Taking x0 = 0, x1 = 1
f(x0) = 1, f(x1) = -2.17798
x1 x 0
x 2 x 0
.f (x 0 )
f (x 1 ) f (x 0 )
1
0
(1) 0.31467
3.17798
f(x2) = f(0.31467) = 0.51987 +ve

x0 = 0.31467, x1 = 1
f(x0) = 0.51987, f(x1) = -2.17798
1 0.31467
(0.51987) 0.44673
2.17798 0.51987
C
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x 3 0.31467
f(x3) = f(0.44673) = 0.20356 +ve

0.55327
x 4 0.44673
0.20356 0.49402
2.38154
Repeating this process
x5 = 0.50995, x6 = 0.51520, x7 = 0.51692, x8 = 0.51748
x9 = 0.51767, etc
Hence the root is 0.518 correct to 4 decimal places
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Page 72
SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
Newton Raphson Method

This method is used to find the isolated roots of an equation f(x) = 0, when the derivative
of f(x) is a simple expression.
Let m be a root of f(x) = 0 near a.
f(m) = 0
We have by Taylor's series
C
itS
then
en
ts
Let
f (m) f (a) (m a) f ' (a) .....

Ignoring higher order terms
f(m) = f(a) + (m - a) f' (a) = 0
f (a)
or m a '
f (a)
f (a)
or m a '
f (a)
a = x0, m = x1
f (x )
x 1 x 0 ' 0 is the first approximation
f (x 0 )
f (x )
x 2 x 1 ' 1 is the second approximation
f (x 1 )
.
tu
d
(x a) 2 ''
f (a) .....
2!
.in
f (x) f (a) (x a) f ' (a)
.
.
x k 1 x k
f (x k )
f ' (x k )
is the iterative formula for Newton Raphson Method
1. Using Newton's Raphson Method find the real root of x log10 x = 1.2 correct to
four decimal places.
Answer:
Let f(x) = x log10 x - 1.2
f(1) = -1.2, f(2) = -0.59794, f(3) = 0.23136
1 log e x
x loge x
We have f (x)
1.2 f ' (x)
log e 10
log e 10
log10 e log10 x
CitStudents.in
Page 73
SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
x k log10 x k 1.2
log10 e log10 x K
Let x0 = 2.5 (you may choose 2 or 3 also)
2.5 log10 2.5 1.2
2.7465
x 1 2.5
log10 e log10 2.5
x k 1 x k
2.7465 log 2.7465 1.2

2.7406
log10 e log10 2.7465
Repeating the procedure
x 3 2.7406
x 2.7406 is the root of the given equation

x 2 2.7465
(0.8678) e 0.8678 2
x 3 0.8527
(1.8678) e 0.8678
C
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x 2 0.8678
tu
d
en
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.in
2.Using Newton's Method, find the real root of xex = 2. Correct to 3 decimal places.
Answer:
Let f(x) = xex - 2
f(0) = -2
f(1) = e - 2 = 0.7182
Let x0 = 1
f' (x) = (x + 1) ex
We have
xk e xk 2
x k 1 x k
(x k 1) e x k
e2
x1 1
0.8678
2e
0.8527
(0.8527) e 0.8527 2
0.8526
(1.8527) e 0.8527
x 0.8526, is the required root. Correct to 3 decimal places
3. Find by Newton's Method the real root of 3x = cosx + 1 near 0.6, x is in radians.
Correct for four decimal places.
Answer:
Let f(x) = 3x - cosx - 1
f'(x) = 3 + sinx
3x cos x k 1
x k 1 x k k
3 sin x k
3 (0.6) cos (0.6) 1
When x 0 0.6 x 1 0.6
0.6071
3 sin (0.6)
3 (0.6071) cos (0.6071) 1
0.6071
x 2 0.6071
3 sin (0.6071)
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
Since x1 = x2
The desired root is 0.6071
41
Observe that
36 41
Choose x 0 6
tu
d
1
41
6 6.4166
2
6
1
41
x 2 6.4166
6.4031
2
6.4166
41
1
x3 6.4031
6.4031
2
6.4031
Since x2 = x3 = 6.4031
The value of 41 6.4031
en
ts
.in
4. Obtain the iterative formula for finding the square root of N and find
Answer:
Let x N
or x2 - N = 0
f(x) = x2 - N
f'(x) = 2x
Now
x2 N
x k 1 x k k
2x k
x
N
xk k
2 2x k
1
N
i.e. x k 1 x k
2
x k
To find 41
C
itS
x1
5. Obtain an iterative formula for finding the p-th root of N and hence find (10)1/3
correct to 3 decimal places.
Answer:
Let xp = N
or xp - N = 0
Let f(x) = xp - N
f ' (x) px p1
Now
x k 1 x k
x pk N
px kp1
Observe that 8 < 10

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SUBJECT:MATHEMATICS
81 / 3 101 / 3
i.e.
2 (10)1 / 3
Use x0 = 2, p = 3, N=10
2 3 10
x1 2
2.1666
3 (2 2 )
SUBJECTCODE:10MAT31
x 2 2.1666
(2.1666) 3 10
2.1545
3(2.1666) 2
x 3 2.1545
(2.1545) 3 10
2.1544
3 (2.1545) 2
(10)1 / 3 2.1544
tu
d
x k 1 x k
x p
k N
en
ts
.in
6. Obtain an iterative formula for finding the reciprocal of p-th root of N. Find
(30)-1/5 correct to 3 decimal places.
Answer:
Let x -p = N
or x -p - N = 0
f(x) = x -p - N
f'(x) = -px -p - 1
Now
C
itS
p x k p 1
1
sin ce (32)1/ 5 0.5
2
We use x0 = 0.5, p = 5, N = 30
(0.5) 5 30
x 1 0.5
0.50625, Re peating the process
5(0.5) 6
x 2 0.506495, x 3 0.506495
(30) 1/ 5 0.5065
GAUSS-SEIDAL ITERATION METHOD (to solving the system linear

simultaneous equations.)
Example 1.Use Gauss-Seidal iteration method to solve
the following system of equations.
3x + 20y - 2z = -18
20x + y - 2z = 17
2x - 3y + 20z = 25
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
Solution:. Rearranging thegiven system of equations

20x + y - 2z = 17
3x + 20y - 2z = -18 .(1)
2x - 3y + 20z =25
The above system equations is arranged such that, diagonally dominant.
System (1)
1 [ 17- y +2z ]
20
1 [-18-3x + z ] (2)
20
x=
y=
z =
1 [25 2x
20
+ 3y ]
.in
Let the initial approximations to the solution of the system (A) be
x 0, y 0, z 0
(0)
(0)
x
(1)
en
ts
First Iteration:Using ( 2 )
(0)
(0)
1 [ 17- y ( 0 )
20
+2z
x 1 [ 17- 0 + 2(0) ] = 0.8500

(1)
(1)
1 [-18-3x ( 1 )
20
(0)
+z
C
itS
tu
d
20
(1)
(1)
z
(1)
1 [ -18-3(0.8500 ) + 0 ]
20
1 [25 2x
20
= -1.0275
(1)
(1)
+ 3y
1 [25 2(0.8500)
20
+ 3(- 1.0275)]
= 1.0109
Second Iteration: Usining ( 2 )
x
(2)
CitStudents.in
1 [ 17- y ( 1 )
20
(1)
+2z
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
x 1 [ 17- (-10275) + 2(1.0109 ) ]

(2)
20
= 1.0025
(2)
(1)
+z
1 [ -18-3(1.0025 ) + 1.0109 ]
20
(2)
1 [-18-3x ( 2 )
20
= - 0.99928
=
(2)
+ 3y
= 1 [25 2(1.0025) + 3(- 0.99928)]
20
= 0.9998
tu
d
Third Iteration: Usining ( 2 )
en
ts
(2)
1 [25 2x ( 2 )
20
.in
(2)
x 1 [ 17- y
(3)
(2)
+2z
20
1 [ 17- (- 0.99928)+ 2(0.9998) ]

20
C
itS
(3)
(2)
= 1.0000
(3)
1 [-18-3x
20
(2)
(3)
+z
(3)
= 1 [ -18-3(1.0000) +0.9998 ]
20
= -1.0000
(3)
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1 [25 2x ( 3 )
20
(3)
+ 3y
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SUBJECT:MATHEMATICS
(3)
SUBJECTCODE:10MAT31
= 1 [25 2(1.00) + 3(-1.0000)]
20
= 1.0000
Answer after three iterations
x =1.000, y = -1.0000 and z = 1.000
.in
2) Use Gauss-Seidal iteration method to solve

the following system of equations.
x + y +54z=110
27x +6 y - z = 85 (A)
6x+15y + 2z =72
Solution :. Rearranging the system of equations (A)
27x +6 y - z = 85
6x+15y + 2z =72
(B)
x + y +54z=110
en
ts
The above system equations is arranged such that, the system is diagonally
dominant.
1 [ 85-6 y +z ]
27
y = 1 [72-6x -2z ]
15
z = 1 [110 x -y ]
54
x=
tu
d
C
itS
System (B)
(C)
Let the initial approximations to the solution of the system (A) be
x 1, y 0, z
(0)
(0)
(0)
First Iteration:Using ( C )
x
(1)
x
(1)
CitStudents.in
1 [ 85-6 y
27
(0)
(0)
+z
1 [ 85- 6 (0) +0] =3.148148

27
Page 79
SUBJECT:MATHEMATICS
(1)
1 [72- 6x
15
SUBJECTCODE:10MAT31
(1)
(1)
(0)
-2 z
1 [72- 6(3.148148) -2 (0) ]

15
=3.54074
(1)
z
(1)
1 [110 x
54
(1)
(1)
-y
1 [110 3.148148
54
-3.54074 ]=1.913168
Second Iteration: Usining ( C )

(2)
1 [ 85-6 y ( 1 )
27
(1)
+z
.in
x 1 [ 85- 6 (3.54074) +1.913168]

27
=2.432175
(2)
-2 z
tu
d
15
(2)
(1)
(2)
= 1 [72- 6x
en
ts
(2)
= 1 [72- 6(2.432175) -2( 1.913168) ]
C
itS
15
= 3.57204
(2)
= 1 [110 x
54
(2)
(2)
(2)
-y
= 1 [110 2.432175 -3.57204 ]

54
=1.925837
ert45t
Third Iteration: Usining ( C )
x 1 [ 85-6 y
(3)
(2)
(2)
+z
27
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
x 1 [ 85- 6 (3.57204) +2(1.925837)]

(3)
27
=2.425689
(3)
1 [72- 6x
15
(2)
(3)
-2 z
(3)
= 1 [72- 6(2.425689) -2( 1.913168) ]

15
=3.57313
(3)
1 [110 x
54
(2)
(2)
-y
(3)
= 1 [110 2.432175 -3.57204 ]

54
=1.925947
en
ts
.in
tu
d
Answer after three iterations

x =2.425689, y = 3.57313 and z =
C
itS
RELAXATION METHOD:
The method is illustrated for the following diagonally dominant system of three
independent equations in three unknowns.
a11 x1 a12 x2 a13 x3 b1
a21 x1 a22 x2 a23 x3 b2
a31 x1 a32 x2 a33 x3 b3
From these equations the residuals R1 , R2 , R3 are defined as follows
R1 a11 x1 a12 x2 a13 x3 b1
R2 a21 x1 a22 x2 a23 x3 b2
R3 a31 x1 a32 x2 a33 x3 b3
The values of x1 , x2 , x3 that make the residuals R1 , R2 , R3 simultaneously zero
constitutes the exact solution of the system of equations. If this is not possible we
need to make the residuals as close to zero as possible.
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
The values of x1 , x2 , x3 at that stage constitutes an approximate solution. The

relaxation method aims in reducing the values of residuals as close to zero as possible
by modifying the value of the variables at every stage.
At every step the numerically largest residual is reduced to zero by choosing an
appropriate integral value for the corresponding variable.
These integral values are called the increments in x1 , x2 , x3 denoted by x1 , x2 , x3
respectively. If the system possess exact solution then R1 , R2 , R3 becomes zero
simultaneously and the required solution will be the sum of all these increments.
i.e., x1 x1 , x2 x2 , x3 x3
.in
When the system does not possess exact solution, we need to continue the process b y
magnifying the prevailing residuals on multiplication with 10. Later we divide by 10
to obtain the solution correct to one decimal place.
en
ts
The process will be contined to meet the requirement of the solution to the desired
accuracy.
PROBLEMS:
1) Solve the following system of equations by relaxation method.
12x1 x2 x3 31
tu
d
2x1 8x2 x3 24
Let
C
itS
3x1 4x2 10x3 58

Solution:
The given system of equations are diagonally dominant.
R1 12x1 x2 x3 31
R2 2x1 8x2 x3 24
be the residuals.
R3 3x1 4x2 10 x3 58,
Let x1 , x2 , x3 respectively represent the increments for x1 , x2 , x3 in the following

relaxation table.
x1
0
0
0
2
0
0
CitStudents.in
x2
0
0
4
0
0
-1
x3
0
6
0
0
-2
0
R1
-31
-25
-21
3
1
0
R2
-24
-30
2
6
8
0
R3
-58
2
18
24
4
0
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
R1 , R2 , R3 are all zero and the exact solution of the given system is
x1 x1 2, x2 x2 4 1 3, x3 x3 6 2 4
Thus ( x1 , x2 , x3 ) = (2, 3, 4 ) is the solution of the given system of equations.
2) Solve the following system of equations by relaxation method.

10x 2 y 3z 205
2x 10 y 2z 154
2x y 10 z 120
Solution:
The given system of equations are diagonally dominant.
.in
R1 10x 2 y 3z 205
Let
R3 2x y 10 z 120,
en
ts
R2 2 x 10 y 2z 154 be the residuals.
Let x, y, z respectively represent the increments for x, y, z in the following

relaxation table.
0
21
0
0
9
0
0
2
0
0
0
20
0
0
5
0
0
1
z
0
0
0
18
0
0
3
0
0
R1
-205
5
-35
-89
1
-9
-18
2
0
tu
d
C
itS
R2
-154
-196
4
-32
-50
0
-6
-10
0
R3
-120
-162
-182
-2
-20
25
5
1
0
R1 , R2 , R3 are all zero and the exact solution of the given system is
x x 32, y y 26, z z 21
Thus ( x, y, z ) = (32 , 26, 21 ) is the solution of the given system of equations.
Rayleighs power method:

Given square matrix A, if there exist a scalar and a non zero column matrix X, such that
AX = X, then is called an eigen value of A and X is called an eigen vector of A
corresponding to an eigen value .
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
Rayleighs power method is an iterative method to determine the numerically largest

eigen value and the corresponding eigen vector of a square matrix.
Working procedure:
Suppose A is the given square matrix, we assume initially an eigen vector X 0 in a
simple for like [1, 0, 0] or [0,1, 0] or [0, 0,1] or [1,1,1] and find the matrix
product AX 0 which will also be a column matrix.
We take out the largest element as the common factor to obtain AX 0 1 X
1
We then find AX and again put in the form AX X by normalization.

The iterative process is continued till two consecutive iterative values of and X
are same upto a desired degree of accuracy.
The values so obtained are respectively the largest eigen value and the
corresponding eigen vector of the given square matrix A.
.in
Problems:
tu
d
en
ts
1) Using the Power method find the largest eigen value and the corresponding eigen
vector starting with the given initial vector.
2 0 1
0 2 0 given 1 0 0T
1 0 2
2 0 1 1 2
1
Solution : AX 0 2 0 0 0 2 0 1 X 1

1 0 2 0 1 0.5
2 0 1 1 2.5
1
1
AX 0 2 0 0 0 2.5 0 2 X 2
1
0.8
0 2 0.5
2

2 0 1 1 2.8
1
3
3
2
AX 0 2 0 0 0 2.8 0 X
1 0 2 0.8 2.6
0.93
C
itS
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SUBJECT:MATHEMATICS
AX
AX 4
SUBJECTCODE:10MAT31
0 1 1 2.93
1
4 X 4
2 0 0 0 2.93 0
0.98
0 2 0.93 2.86
0 1 1 2.98
1
5 X 5
2 0 0 0 2.98 0
0.99
0 2 0.98 2.96
0
1
2
0
1
2 0 1 1 2.99
1
AX 0 2 0
0 2.99 0 6 X 6
0.997
1 0 2 0.99 2.98
2 0 1 1 2.997
1
7 X 7
6
AX 0 2 0 0 0 2.997 0
1 0 2 0.997 2.994
0.999
Thus the largest eigen value is approximately 3 and the corresponding eigen vector is
[1 ,0, 1]
en
ts
.in
2) Using the Power method find the largest eigen value and the
corresponding eigen vector starting with the given initial vector.
C
itS
tu
d
4 1 1
T
2
3 1 given 1 0.8 0.8
2 1 5
1
4 1 1 1 5.6
0
Solution : AX 2 3 1 0.8 5.2 5.6 0.93 1 X 1
0.93
1 5 0.8 5.2
4
AX 2
2
4
2
AX 2
2
1
AX
AX 4
2
2
CitStudents.in
1 1
3 1
1 5
1 1
3 1
1 5
1 1 1 5.86
1
3 1 0.93 5.72 5.86 0.98 2 X 2
5.72
0.98
1 5 0.93
1 1 1 5.96
1
3 1 0.98 5.92 5.96 0.99 3 X 3
0.99
1 5 0.98 5.92
1
1 5.98
0.99 5.96 5.98 0.997 4 X 4
0.99
5.96
0.997
1 5.994
1
0.997 5.988 5.994 0.999 5 X 5
0.997 5.988
0.999
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
en
ts
.in
Thus after five iterations the numerically largest eigen value is 5.994 and corresponding
eigen vector is [1, 0.999, -0,999]
UNIT VI
CONTENTS:
C
itS
Introduction
tu
d
NUMERICAL METHOD -2
Finite difference:
Forward and Backward difference
Newtons forward and backward interpolation formula
Newtons divided difference formula

Lagranges interpolation formula
Numerical integration
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SUBJECTCODE:10MAT31
.in
SUBJECT:MATHEMATICS
Finite Differences
Let y = f(x) be represented by a table
x0
y:
y0
x1
x2
x3
xn
y2
y3
yn
tu
d
x:
en
ts
NUMERICAL METHODS-2
y1
where x0, x1,x2.xn are equidistant. (x1 - x0 = x2 - x1 = x3 - x2 =.=xn - xn-1 = h)
C
itS
We now define the following operators called the difference operators.
Forward difference operator ()

f (x) f (x h) f (x)
y r y r 1 y r , r 0,1, 2,..., n 1
y 0 y1 y 0
y1 y 2 y1
.
first forward differences
y n 1 y n y n 1
2 y 0 , 2 y1 , 2 y 2 ,...., are called the sec ond differences
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
Now 2 y 0 (y 0 ) (y1 y 0 )
y1 y 0 (y 2 y1 ) (y1 y 0 )
y 2 2y1 y 0
2 y1 y 3 2y 2 y1
||| ly
2 yr y r 2 2y r 1 y r
Note : 3 y 0 y3 3y 2 3y1 y 0
Difference Table
x
x0
y0
2 y
3 y
4 y
y0
x1
2 y0
y1
x2
3 y0
2 y1
y2
4 y0
y2
y3
3 y0
2 y2
C
itS
x3
5 y
tu
d
y1
.in
k y r y r k k C1 y r k 1 k C 2 y r k 2 .... (1) k C r
en
ts
y3
x4
y4
y 0 , 2 y 0 , 3 y0 ,....are called the leading differences.

Ex: The following table gives a set of values of x and the corresponding values ofy = f(x)
x:
10
15
20
25
30
35
y:
19.97
21.51
22.47
23.52
24.65
25.89
Form the difference table and find f (10), 2 f (10), 3 f (20), 4 f (15)
x
10
19.97
1.54
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SUBJECT:MATHEMATICS
15
21.51
-0.58
0.96
20
0.67
22.47
0.09
1.05
25
-0.68
-0.01
23.52
0.08
1.13
30
SUBJECTCODE:10MAT31
0.72
0.04
0.03
24.65
0.11
1.24
35
25.89
f (10) 1.54, 2 f (10) 0.58, 3 f (20) 0.03, 4 f (15) 0.04
Backward difference operator ()

We define f(x) = f(x) - f(x - h)
y1
i.e.
= y1 - y0 = y0
y2 = y2 - y1 = y1
tu
d
y3 = y3 - y2 = y2
en
ts
Let y = f(x)
.in
Note: The nth differences of a polynomial of n the degree are constant.
'
'
C
itS
yn = yn - yn-1 = yn - 1
y r y r y r 1 y r 1
Note:
1. f(x + h) = f(x + h) - f(x) = f(x)

2. 2 f(x + 2h) = (f(x + 2h))
= {f(x + 2h) - f(x + h)}
= f(x + 2h) - f(x + h)
= f(x + 2h) - f(x + h) - f(x + h) + f(x)
= f(x + 2h) -2f(x + h) + f(x)
= 2 f(x)
|||ly n f(x + nh) = n f(x)
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SUBJECT:MATHEMATICS
Backward difference table
x
y
y
X0
SUBJECTCODE:10MAT31
2 y
3 y
y0
y1
X1
2 y2
y1
y2
X2
3 y3
2 y3
y2
y3
y3
.in
X3
40
50
184
204
en
ts
1. Form the difference table for

60
70
80
90
226
250
276
304
Soln:
x
40
184
50
2 y
C
itS
20
tu
d
and find y (30), 2y (70), 5y (90)
204
226
250
0
0
2
26
80
5 y
24
70
4 y
22
60
3 y
276
0
0
0
2
28
90
304
y (80) = 26, 2y (70) = 2, 5y (90) = 0

2. Given
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
f(x)
12
32
76
156
Construct the difference table and write the values of f (4), 2f (4), 3f (3)
x
2 y
3 y
8
12
12
20
12
32
24
44
12
76
.in
36
156
en
ts
80
3) Find the missing term from the table:

0
81
tu
d
C
itS
Explain why the value obtained is different by putting x = 3 in 3x.

Denoting the missing value as a, b, c ..etc. Construct a difference table and solve.
y
a-9
81 - a
81
x
0
2 y
3 y
4 y
a - 15
a - 19
-4a + 124
81 - a
-3a +105
Put 4 y = 0 (assuming f(x) its be a polynomial of degree 3)

i.e., -4a + 124 = 0
a = 31
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
Since we have assumed f(x) to be a polynomial of degree 3 which is not 3x we obtained a

different value.
4)
Given u1 = 8, u3 = 64, u5 = 216 find u2 and u4

u
2u
3u
a-8
-2a + 72
b + 3a - 200
x3
64
64 - a
b + a - 128
-3b - a + 408
x4
b - 64
-2b + 280
x5
216
216 -b
x1
x2
.in
We carryout upto the stage where we get two entries ( 2 unknowns) and equate each of
en
ts
those entries to zero. (Assuming) to be a polynomial of degree 2.

b + 3a - 200 = 0
Interpolation:
tu
d
-3b - a + 408 = 0 We get a = 24 b = 128
The word interpolation denotes the method of computing the value of the function y =
Note:
C
itS
f(x) for any given value of x when a set (x0, y0), (x1, y1),(xn, yn) are given.
Since in most of the cases the exact form of the function is not known. In such cases the
function f(x) is replaced by a simpler function (x) which has the same values as f(x) for
x0, x1, x2.,xn.
(x) y 0 u y 0
u (u 1) 2
u (u 1) (u 2) 3
y0
y 0 ....
2!
3!
u (u 1) (u 2) ...(u n 1) n
y0
n!
is called the Newton Gregory forward difference formula
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
Note :
1. Newton forward interpolation is used to interpolate the values of y near the beginning
of a set of tabular values.
2. y0 may be taken as any point of the table but the formula contains those values of y
.in
which come after the value chosen as y0.
en
ts
Problems:
300
350
400
15.04
18.42
19.90
21.27
1) The table gives the distances in nautical miles of the visible horizon for the given
heights in feet above the earths surface.
100
y = distance
10.63
150
200
250
tu
d
x = height
13.03
16.81
C
itS
Find the values of y when i) x = 120, ii) y =218

Solution:
x
100
y
10.63
150
13.03
2.40
-0.39
2.01
200
15.04
0.15
-0.24
1.77
250
16.81
-0.16
1.61
300
18.42
19.90
400
21.27
0.02
-0.05
0.03
-0.13
1.48
350
-0.07
0.08
0.02
0.04
-0.01
0.02
-0.11
1.37
CitStudents.in
Page 93
SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
Choose x0 = 100
i) x 120, u
120 100
0.4
50
f(120) 10.63
(0.4)(0.4 1)
0.4
(2.40)
(0.39)
1!
2!
(0.4) (0.4 1)(0.4 2)

(0.15)
3!
(0.4) (0.4 1) (0.4 2) (0.4 3)

(0.07)
4!
(0.4) (0.4 1) (0.4 2) (0.4 3) (0.4 4)

(0.02)
5!
(0.4) (0.4 1) (0.4 2) (0.4 3) (0.4 4) (0.4 5)

(0.02) 11.649
6!
ii) Let x = 218, x0 = 200, u
en
ts
.in
218 200 18
0.36
50
50
0.36 (0.64)
(0.16)
2
tu
d
f(218) 15.04 0.36(1.77)
0.36(0.64) (1.64)
(0.03) ...
6
C
itS
= 15.7
2) Find the value of f(1.85).

x
1.7
y
5.474
2y
3y
4y
5y
6y
0.575
1.8
6.049
1.9
6.686
2.0
7.389
0.062
0.637
0.004
0.066
0.703
0.008
0.074
0.777
2.1
8.166
0.082
9.025
-0.004
0
0.008
0.859
2.2
0.004
0.004
0
0
0.008
0.090
0.949
23
CitStudents.in
9.974
Page 94
SUBJECT:MATHEMATICS
Choose x 0 1.8, x 1.85 u
x x 0 1.85 1.8
0.5
h
0.1
f(1.85) 6.049 (0.5) (0.637)
SUBJECTCODE:10MAT31
(0.5)(0.5)
(0.066)
2
(0.5)(0.5) (1.5)
(0.008)
6
6.049 0.3185 - 0.0008 0.0005
.in
= 6.359
3) Given sin 45o = 0.7071, sin 50o = 0.7660, sin 55o =0.8192, sin 60o = 0.8660.
45
0.7071
0.589
0.7660
-0.0057
0.0532
55
0.8192
0.0007
-0.0064
C
itS
0.0468
60
tu
d
50
en
ts
Find sin 48o.
0.8660
x 48, x 0 45; h 5 u
x x0
0.6
h
sin 48 o 0.7071 (0.6) (0.0589)
(0.6) (0.4) (1.4)

(0.6)(0.4)
(0.0007) 0.7431
(0.0057)
6
2
4) From the following data find the number of students who have obtained 45
marks. Also find the number of students who have scored between 41 and 45 marks.
Marks
No. of students
CitStudents.in
0 - 40
41 - 50
51 - 60
61 -70
71 - 80
31
42
51
35
31
Page 95
SUBJECT:MATHEMATICS
x
40
31
SUBJECTCODE:10MAT31
4
42
50
73
9
51
60
124
-25
-16
35
70
37
12
159
-4
31
190
f (45) 31 (0.5) (42)
(0.5) (0.5) 9
(0.5) (0.5) (1.5) (25)
2
3!
(0.5) (0.5) (1.5) (2.5)

(37) 47.8672 48
4!
en
ts
.in
80
f(45) - f(40) = 70 = Number of students who have scored between 41 and 45.
tu
d
5) Find the interpolating polynomial for the following data:

f(0) = 1, f(1) = 0, f(2) = 1, f(3) = 10. Hence evaluate f(0.5)
x
0
C
itS
-1
8
9
10
x0
x
1
f (x) 1 x(1)
x(x 1) (x 2)
x(x 1)
6 x 3 2x 2 1
(2)
3!
2!
6) Find the interpolating polynomial for the following data:

CitStudents.in
Page 96
SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
x:
f(x) :
11
18
27
x
0
y
3
3
2
5
2
11
7
3
18
27
x0
x
1
f (x) 3 x(3)
x(x 1)
x(x 1)
(2)
(0)
2
x!
en
ts
.in
3 2x x 2
u (u 1) (u 2) 3
u(u 1) 2
y n
y n ....
2!
3!
C
itS
y y n u y n
tu
d
Newton Gregory Backward Interpolation formula
where u
x xn
h
1) The values of tan x are given for values of x in the following table. Estimate
tan (0.26)
0.10
0.15
0.20
0.25
0.30
0.1003
0.1511
0.2027
0.2553
0.3093
x
0.10
y
0.1003
0.0508
0.15
0.1511
CitStudents.in
0.0008
Page 97
SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
0.0516
0.20
0.2027
0.25
0.2553
0.0002
0.0010
0.0002
0.0526
0.0004
0.0014
0.0540
0.30
u
0.3093
0.26 0.3
0.8
0.05
f (0.26) 0.3093 (0.8)(0.054)
(0.8) (0.2) (1.2)

(0.8)
(0.2) (0.0014)
(0.0004) 0.2659
2
6
given by the following table. Find d when x = 0.95

0.95 1
0.25
0.2
x
0
d 0.3308 when x 0.95
d
0
0.0347
0.0347
0.0826
0.4
0.1173
0.6
0.2160
-0.0318
0.0161
0.0987
C
itS
0.2987
0.0003
-0.0321
-0.016
0.0827
0.8
0.0479
tu
d
0.2
en
ts
.in
2) The deflection d measured at various distances x from one end of a cantilever is
-0.0003
0
-0.032
-0.0481
0.0346
1.0
0.3333
3) The area y of circles for different diameters x are given below:

x:
80
85
90
95
100
y:
5026
5674
6362
7088
7854
Calculate area when x = 98

x
80
y
5026
2y
3y
4y
648
CitStudents.in
Page 98
SUBJECT:MATHEMATICS
85
5674
40
688
90
6362
-2
38
726
95
7088
100
7854
SUBJECTCODE:10MAT31
2
40
766
Answer:
x xn
0.4
u
n
y = 7542
-5
-10
-9
35
x
0
y
-5
-10
-9
tu
d
-5
en
ts
12
C
itS
13
3
.in
4) Find the interpolating polynomial which approximates the following data.
18
31
4
u
35
x4
1
f (x) 35 (x 4) (31) (x 4) (x 3)
(x 4) (x 3) (x 2) (6)
18
2!
3!
f(x) x 3 2x 2 6x - 5
Interpolation with unequal intervals

Newton backward and forward interpolation is applicable only when x0, x1,,xn-1 are
equally spaced. Now we use two interpolation formulae for unequally spaced values of x.
CitStudents.in
Page 99
SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
i) Lagranges formula for unequal intervals:

If y = f(x) takes the values y0, y1, y2,.,yn corresponding to x = x0, x1, x2,,xn then
(x x 1 ) (x x 2 )...(x x n )
f (x)
f (x 0 )
(x 0 x 1 ) (x 0 x 2 )...(x 0 x n )
(x x 0 ) (x x 2 ) (x x 3 )...(x x n )
f (x 1 )
(x 1 x 0 ) (x 1 x 2 ) (x 1 x 3 )...(x 1 x n )
(x x 0 ) (x x 1 ) (x x 3 )...(x x n )
f (x 2 ) ....
(x 2 x 0 ) (x 2 x 1 ) (x 2 x 3 )...(x 2 x n )
(x x 0 ) (x x 1 ) (x x 2 )...(x x n 1 )
f (x n ) is
(x n x 0 ) (x n x 1 ) (x n x 2 )...(x n x n 1 )
ii) Divided differences ()
the
lagrange's
tu
d
y1 y 0
[x 0 , x 1 ]
x1 x 0
y 2 y1
[x 2 , x1 ]
x 2 x1
y n 1
y n y n 1
[x n 1 , x n ]
x n x n 1
C
itS
y1
as
en
ts
interpolation formula
f (x 0 ) y 0
known
.in
second divided difference

2 f (x 0 ) 2 y 0
y1 y 0
x2 x0
[x 2 , x 1 ] [x 1 , x 0 ]
[x 0 , x 1 , x 2 ]
x2 x0
||ly 2 y1
y 2 y1 [x 3 , x 2 ] [x 2 , x 1 ]
[x 1 , x 2 , x 3 ]
x 3 x1
x 3 x1
similarly 3 y 0 ,.... can be defined
Newton's divided difference interpolation formula

CitStudents.in
Page 100
SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
y f (x) y 0 (x x 0 ) y 0 (x x 0 ) (x x 1 ) 2 y 0 (x x 0 ) (x x 1 )(x x 2 ) 3 y 0
... (x x 0 ) (x x1 ) ...(x x n ) n y 0
is called the Newton's divided difference formula.
Note:Lagrange's formula has the drawback that if another interpolation value were
inserted, then the interpolation coefficients need to be recalculated.
Inverse interpolation: Finding the value of y given the value of x is called interpolation
.in
where as finding the value of x for a given y is called inverse interpolation.
Since Lagrange's formula is only a relation between x and y we can obtain the inverse
(y y1 ) (y y 2 )....(y y n )
.x 0
( y 0 y1 ) (y 0 y 2 )...(y 0 y n )
( y y 0 ) (y y 0 ) (y y 2 ) (y y 3 )...(y y n ) x ...
1
(y1 y 0 ) (y1 y 2 ) (y1 y 3 ) ...(y1 y n )
(y y 0 ) (y y1 )...(y y n 1 )
.x n
(y n y 0 ) (y n y1 )...(y n y n 1 )
C
itS
...
tu
d
en
ts
interpolation formula just by interchanging x and y.
is the Lagranges formula for inverse interpolation
1)
The following table gives the values of x and y
x:
1.2
2.1
2.8
4.1
4.9
6.2
y:
4.2
6.8
9.8
13.4
15.5
19.6
Find x when y = 12 using Lagranges inverse interpolation formula.

Using Langrages formula
x
(y y1 ) (y y 2 ) ( y y 3 ) (y y 4 ) (y y 5 )
x0
( y 0 y1 ) (y 0 y 2 ) (y 0 y3 ) (y 0 y 4 ) (y 0 y 5 )
CitStudents.in
Page 101
SUBJECT:MATHEMATICS
....
SUBJECTCODE:10MAT31
(y y 0 ) (y y1 ) (y y 2 ) (y y 3 ) (y y 4 )
x4
( y 5 y 0 ) (y 5 y1 ) (y 5 y 2 )...(y 5 y 4 )
0.022 0.234 1.252 3.419 0.964 0.055
= 3.55
2)
Given the values

5
11
13
17
f(x) :
150
392
1452
2366
5202
.in
x:
en
ts
Evaluate f(9) using (i) Lagrange's formula (ii) Newton's divided difference formula.
i) Lagranges formula
(9 7) (9 11) (9 13) (9 17)

(150) (9 5) (9 11) (9 13) (9 17) .392
(5 7) (5 11) (5 13) (5 17)
(7 5) (7 11) (7 13) (7 17)
tu
d
f (9)
(9 5) (9 7) (9 13) (9 17) (1452) (9 5) (9 7) (9 11) (9 17) (2366)

(13 5) (13 7) (13 11) (13 17)
(11 5) (11 7) (11 13) (11 17)
(9 5) (9 7) (9 11) (9 13) (5202) 810

(17 5) (17 7) (17 11) (17 13)
C
itS
f(9) = 810
ii)
5
150
121
392
24
265
11
CitStudents.in
1452
1
32
0
Page 102
SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
457
13
2366
42
709
17
5202
f(9) = 150 + 121 (9 - 5) + 24 (9 - 5) (9 - 7) + 1(9 - 5) (9 - 7) (9 - 11) = 810
3) Using i) Langranges interpolation and ii) divided difference formula. Find the
value of y when x = 10.
5
y:
12
13
9
14
(10 5)(10 9)(10 11)

(10 6) (10 9) (10 11)
12
13
(5 6) (5 9) (5 11)
(6 5)(6 9)(6 11)
(10 5)(10 6)(10 11)

(10 5)(10 6)(10 9)
14
16
(9 5)(9 6)(9 11)
(11 5)(11 6)(11 9)
44
3
tu
d
C
itS
ii)Divided difference
x
y
5
16
en
ts
i) Lagranges formula
y f (10)
11
.in
x:
12
13
2 / 3 1
4
6
1
3
9
14
2 1 27
15 6 90 3 / 10 1
11 5
6
6
20
2/3 2
5
15
2
1
2
11
CitStudents.in
16
Page 103
SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
1
1
f (10) 12 (10 5) (10 5)(10 6). (10 5)(10 6)(10 9)
20
6
44
3
4) If y(1) = -3, y(3) = 9, y(4) =30, y(6) = 132 find the lagranges interpolating
Given:
1
-3
30
132
(x 3) (x 4) (x 6)
(x 1)(x 4)(x 6)
. (3)
.9
(1 3)(1 4)(1 6)
(3 1)(3 4)(3 6)
(x 1)(x 3)(x 6)
(x 1)(x 3)(x 4)
.30
.132
(4 1)(4 3)(4 6)
(6 1)(6 3)(6 4)
tu
d
f (x)
en
ts
.in
polynomial that takes the same values as y at the given points.
C
itS
= x3 - 3x2 + 5x - 6
5) Find the interpolating polynomial using Newton divided difference formula for
the following data:
x
12
147
1
1
4
9
CitStudents.in
12
1
9
Page 104
SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
45
147
F(x) = 2 + (x - 0)(1) + (x - 0) (x - 1) (4) + (x - 0) (x - 1) (x - 2) 1

= x3 + x2 - x + 2
Numerical Integration:b
.in
To find the value of I y dx numerically given the set of values ( xi , y i ) ,

a
Simpsons three-eighth rule:-
tu
d
(ii)
en
ts
i 0,1,2,..., n at regular intervals.

(i)
Simpsons one third rule:h
I y0 y n 4 y1 y3 ..... y n1 2 y 2 y 4 ..... y n2
3
when n is even.
3h
y 0 y n 3 y1 y 2 y 4 y5 .... y n1 2 y 3 y6 ..... y n3
8
when n is a multiple of 3.
C
itS
(iii)
Weddles rule:3h
I y 0 5 y1 y 2 6 y 3 y 4 5 y 5 y 6 ......
10
when n is a multiple of 6.
Problems:
1)
1
1 rd
dx
rule evaluate
by dividing the interval 0 , 1 into
2
3
1
x
0
4 equal sub intervals and hence find the value of correct to four decimal
places.
Using Simpsons
Solution: Let us divide [0,1] into 4 equal strips (n = 4)

1 0 1
length of each strip: h
4
4
1 2 1 3 4
The points of division are x 0, , , , 1
4 4 2 4 4
CitStudents.in
Page 105
SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
1
1 x2
Now we have the following table
x
0
1/4
1
y
1
16/17
1 x2
y0
y1
By data y
1/2
3/4
4/5
16/25
1/2
y2
y3
y4
rd
Simpsons
b
1
rule for n = 4 is given by
3
ydx 3 y
y4 4 y1 y3 2 y2
1
1 / 4 1 1 4 16 16 2. 4 0.7854
dx
1 x2
3 2
5
17 25
0
Thus
1 x
.in
dx 0.7854
en
ts
To deduce the value of : We perform theoretical integration and equate the

resulting value to the numerical value obtained.
1
1
1
1
1
1
tan
tan
(1)
(0)
dx tan
x
2
0
1 x
4
0
tu
d
0.7854 4(0.7854) 3.1416

4
Thus 3.1416
C
itS
We must have,
2) Given that
x
4
log x 1.3863
4.2
1.4351
4.4
1.4816
4.6
1.5261
4.8
1.5686
5
1.6094
5.2
1.6487
3 th
rule
Evaluate log x dx using Simpsons
8
4
5.2
Solution: Simpsons
CitStudents.in
3 th
rule for n = 6 is given by
8
Page 106
SUBJECT:MATHEMATICS
b
ydx
a
3h
y0 y6 3y1 y2 y4 y5 2 y3
5.2
log
SUBJECTCODE:10MAT31
xdx
3(0.2)
1.3863 1.6487 3 1.4351 1.4816 1.5686 1.6094 2 1.5261
8
5.2
log
xdx 1.8279
3) Using Weddles rule evaluate
xdx
1 x
by taking seven ordinates and hence
en
ts
.in
find loge2
Solution: Let us divide [0,1] into 6 equal strips ( since seven ordinates)
1 0 1
length of each strip: h
6
6
1 2 1 3 1 4 2 5 6
The points of division are x 0, , , , , , 1
6 6 3 6 2 6 3 6 6
1
By data y
1 x2
Now we have the following table
x
0
1/6
1/3
1/2
2/3
5/6
0
6/37
3/10
2/5
6/13
30/61
x
y
2
1 x
y0
y1
y2
y3
y4
y5
tu
d
1
1/2
y6
C
itS
Weddles rule for n = 6 is given by

b
3h
a ydx 10 y0 5 y1 y2 6 y3 y4 5 y5 y6
x
1 x
0
dx
dx 0.3466
1 x
3(1 / 6)
0 5(6 / 37) 3 /10 6(2 / 5) 6 / 13 5(30 / 61) 1 / 2
10
To deduce the value of loge2: We perform theoretical integration and equate the
resulting value to the numerical value obtained.
CitStudents.in
Page 107
SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
x
1
1
1
log e (1 x 2 ) log e 2 log e 1
2 dx
1 x
2
2
0 2
0
1
Hence
1 x
1
dx loge 2
2
1
log e 2 0.3466 loge 2 2(0.3466) 0.6932
2
Thus loge 2 0.6932
tu
d
en
ts
.in
We must have,
C
itS
UNIT VII
NUMERICAL METHODS -3
CONTENTS:
Numerical solution of PDE

Finite difference approximation to derivatives
Numerical solution of
One dimensional wave equation
CitStudents.in
Page 108
SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
One dimensional heat equation
en
ts
.in
Two dimensional Laplaces equation
tu
d
UNIT-VII
C
itS
NUMERICAL METHODS-3
Classification of PDE s of second order
The general second order linear PDE in two independent variables x,yis of the form
Auxx+ Buxy+ Cuyy+ Dux+ Euy+ Fu=0
Where A,B,C,D,E,F are in general functions of x,y
This equation is said to be
i) Parabolic if
B2-4AC=0
ii) Elliptic
if
B2-4AC<0
iii) Hyperbolic if
B2-4AC>0
Now let us examine the nature of three PDE which are under our discussion
P.D.E
A
B
C
B24AC=0 Nature of
PDE
2
2
wave C
1 One dimensional
0
-1
4C >0
Hyperbolic
equationc2uxx-utt=0
dimensional
heat C2
2 One
0
0
0
parabolic
equationc2uxx-ut=0
3 two
dimensional 1
0
C2
-4<0
elliptic
Laplacesequationuxx+uyy=0
CitStudents.in
Page 109
SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
Numerical solution of a PDE
en
ts
.in
Consider a rectangular region in the xy plane. Let us divide this region into a network
of rectangular of sides h and k. In other words , we draw lines
x=ih,y=jk:I,j=1,2,3.being parallel to the Y-axis and X-axis respectively resulting
into a network of rectangles.the points of intersection of these lines are called mesh
points or grid points.
C
itS
tu
d
We write u(x,y) =u(ih,jk) and the finite difference approximation for the the partial
derivatives are put in the modified form
1
u x u
i 1, j ui , j
h
1
u y ui , j ui 1, j
h
1
ux ui 1, j ui 1, j
2h
1
u y ui , j 1 u i , j
k
1
u y ui , j u i , j 1
k
1
ui , j 1 ui , j 1
uy
2k
1
uxx 2 ui 1, j 2ui , j ui 1, j
h
1
u yy 2 u i , j 1 2ui , j ui , j 1
k
The substitution of these finite diference approximation into the given PDE converts the
PDE into a finite difference equation.
Now we discuss numerical solution of the three important PDE namely
1) One dimensional wave equation
2) One dimensional heat equation
CitStudents.in
Page 110
SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
3) Two dimensional laplaceequation

Numerical solution of the one dimensional wave equation
We seek the numerical solution of the wave equation
c 2u xx utt .................................(1)
Subject to the boundary conditions
u(0,t)=0(2)
u(l,t)=0.(3)
and the initial conditions
u(x,0)=f(x)(4)
ut(x,0)=0(5)
Taking k/h= we have
en
ts
.in
We shall substitute the finite difference approximation for the partial derivatives
present in (1)
1
1
2ui , j ui , j 1
c 2 . 2 u
i 1, j 2ui , j u i 1, j
2 i , j 1
h
k
2
2
c 2 u i 1, j 2ui , j ui 1, j 2 u
u
i , j 1
i, j
i , j 1
k
tu
d
c 2 2 u
i 1, j 2ui , j ui 1, j ui , j 1 2ui , j ui , j 1
ui , j 1 2 1 c2 2 ui , j c2 2 ui 1, j ui 1, j ui , j 1 ..(6)
C
itS
For convenience let us choose such that 1- c 2 2 =0

k2
k2
h
1 c 2 2 0 or k 2 2 k
c
h
h
Thus (6) reduces to the form
ui , j 1 = ui 1, j ui 1, j ui , j 1
This is called the explicit formula for the solution of wave equation.
Examples
2u
2u
subject to u=(0,t) =0,u(4,t)=0,ut(x,0)=0
4
t 2
x 2
and u(x,0)=x(4-x) by taking h=1,k=0.5 upto four steps
1.Solve the wave equation
Soln: Below is the initial table wherein the first and last column are zero since
(0,t)=0=u(4,t)
CitStudents.in
Page 111
SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
en
ts
Next consider
ui ,1 ui 1,0 ui 1,0
2
1
1
u1,1 u
0,0 u2,0
2 0 4 2
2
1
1
3 3 3
u2,1 u
1,0 u3,0
2
2
1
1
u1,1 u0,0 u4,0
4 0 2
2
2
.in
Now consider u(x,0)=x(4-x)

u1,0 u(1, 0) 3; u2,0 u(2, 0) 4; u3,0 3
tu
d
We now consider the explicit formula to find the remaining values in the table
ui , j 1 ui 1, j ui 1, j ui , j 1
C
itS
u1,2 u0,1 u2,1 u1,0 0 3 3 0
u2,2 u1,1 u3,1 u2,0 2 2 4 0

u3,2 u2,1 u4,1 u3,0 3 0 3 0
The third row is completed
u1,3 u0,2 u 2,2 u1,1 0 0 2 2
u2,3 u1,2 u3, 2 u2,1 0 0 3 3
u3,3 u2,2 u4,2 u3,1 0 0 2 2
The fourth row is completed

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u1,4 u0,3 u2,3 u1,2 0 3 0 3

u2,4 u1,3 u3,3 u2, 2 2 2 0 4
u3,4 u2,3 u4,3 u3, 2 3 0 0 3
The last row is completed
Thus the required values 0f ui,j are tabulated
0
0.5
1
1.5
2
0
0
0
0
0
3
2
0
-2
-3
4
3
0
-3
-4
3
2
0
-2
-3
0
0
0
0
0
.in
t x
2u 2u
given that u(x,0) =0; u(0,t)=0 ut(x,0)=0 and u(l,t)=100sin(t)
t 2 x 2
in the range 0t1 by taking h=1/4
en
ts
2. Solve
C
itS
tu
d
Soln: Comparing the wave equation c2uxx = utt with the equation uxx= utt we have
c2=1 or c=1
By data h=1/4,k=h/c=1/4
We have seen that the condition ut(x,0)=0 will lead us to the formula
ui , j ui 1,0 ui 1,0
2
1
1
u1,1 u0,0 u2,0 0 0 0
2
2
1
1
u2,1 u1,0 u 3,0
0 0 0
2
2
1
u3,1 u u 1 0 0 0
2,0
4,0
2
2
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1
u3,0 u5,0
Hence
u4,1 = u x4 , t1 u(1,1 / 4) 100 sin( / 4) 0.707
(Second row of the table is completed)
We shall now conider the explicit formula to find the remaining values in the
table
ui , j 1 ui 1, j ui 1, j ui , j 1
u4,1
u1,2 u0,1 u2,1 u1,0 0

u2,2 u1,1 u3,1 u2,0 0
u3,2 u2,1 u4,1 u3,0 70.7
u4,2 u3,1 u5,1 u4,0 is inapplicable
u2,3 u1,2 u3,2 u2,1 70.7

u3,3 u 2,2 u4,2 u3,1 100
en
ts
.in
u4,2 u x4 , t2 u(1,1 / 2) 100 sin( / 2) 100

(Third row of the table is completed)
u1,3 u0,2 u2,2 u1,1 0
tu
d
u4,3 u x4 , t3 u(1, 3 / 4) 100 sin(3 / 4) 70.7

(Fourth row of the table is completed)
u1,4 u0,3 u2,3 u1,2 70.7
C
itS
u2,4 u1,3 u3,3 u2,2 100
u3,4 u2,3 u 4,3 u3,2 70.7
u4,4 u x4 , t 4 u(1,1) 100 sin( ) 0

(Last row is completed)
t x
1/4
1/2
3/4
0
0.25
0.5
.75
1
0
0
0
0
0
0
0
0
0
70.7
0
0
0
70.7
100
0
0
70.7
100
70.7
0
70.7
100
70.7
0
Numerical solution of the one dimensional heat equation

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en
ts
.in
We seek the numerical solution of heat equation

ut=c2uxx..........................................(1)
subject to the boundary conditions
u(0,t)=0(2)
u(l,t)=0.(3)
and the initial condition
u(x,0)=f(x).(4)
we shall substitute the finite difference approximation for the partial derivatives
present in (1)
1
1
ui , j 1 ui , j c 2 2 u
i 1, j 2ui , j u i 1, j
h
k
2
kc
ui , j 1 ui , j 2 ui 1, j 2ui , j ui 1, j
h
2
kc
Taking 2 =a the above equation becomes
h
ui , j 1 ui , j aui 1, j 2aui , j aui 1, j
C
itS
tu
d
u
i , j 1 aui 1, j (1 2a)ui , j aui 1, j .(5)
This is called Schmidt explicit formula valid for 0<a<1/2
For convenience let us set 1-2a=0 or a=1/2
kc2
That is 2 =1/2
h
1
Thus (5) becomes ui , j 1 ui 1, j ui 1, j
2
This is called Bendre Schmidt formula .
EXAMPLES
1) Find the numerical solution of the parabolic equation
2u
u
2
2
x
t
When u(0,t)=0=u(4,t) and u(x,00=x94-x0 by taking h=1

Soln: the standard form of the one dimensional heat equation is ut=c2uxx and the
given equation can be put in the form ut=(1/2)uxx
h2
c2=1/2 since h=1,k= 2 1
2c
the values of x=0 in 0<x<4 with h=1 are 0,1,2,3,4 and the values of t with k=1 are
0,1,2,3,4,5
The initial table is given by
Consider the initial condition u(x,0)=x(4-x)
u1,0=u(1,0)=3; u2,0=4; u3,0=3
(First row in the table is completed)
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en
ts
.in
Now we consider the relation

1
ui , j 1 ui 1, j u i 1, j
C
itS
tu
d
In particular
1
ui ,1 ui 1,0 u i 1,0
2
1
1
u1,1 u0,0 u2,0 0 4 2
2
2
1
1
3 3 3
u2,1 u1,0 u 3,0
2
2
1
1
u3,1 u2,0 u4,0 4 0 2
2
2
(The second row in the table is completed)
1
Again ui ,2 ui 1,1 ui 1,1
2
1
1
0 3 1.5
u1,2 u0,1 u2,1
2
2
1
1
u2,2 u1,1 u 3,1 2 2 2
2
2
1
1
3 0 1.5
u3,2 u
2,1 u 4,1
2
2
(The third row in the table is completed)
1
2
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C
itS
tu
d
en
ts
1
1
u1,3 u0,2 u2,2 0 2 1
2
2
1
1
1.5 1.5 1.5
u2,3 u1,2 u3,2
2
2
1
1
2 0 1
u3,3 u2,2 u4,2
2
2
(Fourth row in the table is completed)
1
2
1
1
u1,4 u0,3 u 2,3 0 1.5 0.75
2
2
1
1
1 1 1
u2,4 u1,3 u3,3
2
2
1
1
u3,4 u2,3 u 4,3 1.5 0 0.75
2
2
(Fifth row in the table is completed)
1
2
1
1
u1,5 u0,4 u2,4 0 1 0.5
2
2
1
1
0.75 0.75 0.75
u2,5 u1,4 u3,4
2
2
1
1
u3,5 u2,4 u4,4 1 0 0.5
2
2
He last row in the table is completed)
.in
SUBJECT:MATHEMATICS
t x
0
1
2
3
4
5
0
0
0
0
0
0
3
2
1.5
1
0.75
0.5
4
03
02
701.5.7
1001
0.75
3
2
1.5
1
0.75
0.5
0
0
0
0
0
0
Numerical solution of the Laplaces equation in two dimensions

Laplaces equation in two dimensions is
2u 2 u
0
x 2 y 2
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Here we consider a rectangular region R for which u(x,y) is know at the

boundary. Let us suppose that the region is such that it can divided into a network
of square mesh of side h.
en
ts
.in
We shall substitute the finite difference approximation for the partial derivatives
,hence we have
1
1
u
2ui , j ui 1, j 2 ui , j 1 2ui , j ui , j 1 0
2 i 1, j
h
h
ui 1, j ui 1, j ui , j 1 ui , j 1 4ui , j
C
itS
tu
d
1
ui , j ui 1, j ui 1, j u i , j 1 ui , j 1 (2)
4
This is called the standard five point formula. It may be observed that the value of
ui,j at any interior mesh point is the average of its values at four neighboring
points which is given in the figure below
1
ui 1, j _ 1 ui 1, j 1 ui 1, j 1 ui 1, j 1 (3)
4
Equation (30 is called diagonal five point formula.
ui , j
Examples
1.solve Laplaces uxx+uyy=0 for the following square mesh with boundary values
as shown below
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C
itS
tu
d
en
ts
.in
u5 is located at the centre of the region.

1
u5 0 21 17 12.1 12.525by S.F
4
Next we shall compute u7, u9, u1, u3by applying D.F
1
u7 0 12.525 0 12.1 6.15625
4
1
u9 12.1 21 12.525 9 13.65625
4
1
u1 0 17 0 12.525 7.38125
4
u3 1 12.525 18.6 17 21 17.28125
4
Finally we shall compute u2, u4, u6, u8 by applying S.F
1
u2 7.38125 17.28125 17 12.525 13.546875
4
u4 1 0 12.525 7.38125 6.15625 6.515625
4
u6 1 12.525 21 17.28125 13.65625 16.115625
4
u8 1 6.15625 13.65625 12.525 12.1 11.109375
4
Thus, u1=7.38, u2=13.55 , u3=17.28, u4=6.25, u5=12.53, u6=16.12, u7=6.16,
u8=11.11, u9=13.66,
2.Solve uxx+uyy=0 in the following square region with the boundary

conditions as indicated in the figure below
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Soln: we shall apply standard five point formula for u1, u2,
system of equations
1
u1 20 u2 100 u3
4
1
u u 0 100 u
u3, u4, to obtain a
en
ts
.in
4
1
u3 30 u4 u1 0
4
1
u4 u3 0 u2 0
4
Now we have a system of equations to be solved
4u1 u2 u3 120 (1)
tu
d
u1 4u2 u4 100 .(2)
u1 4u3 u4 30 ..(3)
C
itS
u2 u3 4u4 0 ..(4)
Let us eliminate u1 from (1) and (2);(20 and (3)
That is 15 u2 - u3 -4 u4 =520..(5)
4 u2 -4 u3 =70 ..(6)
we shall now eliminate u4 from (4) and (5)
That is 14 u2 -2 u3 =520
Let us solve (6) and (7) : 2 u2 -2 u3 =35

14 u2 -2 u3 =520
Thus u2 =40.4, and u3 =22.9 hence from (1)
u1 =45.825 and from(4) u4 =15.825
Thus the required values at th2 interior mesh points are
u1 =45.825 , u2 =40.4, u3 =22.9
u4 =15.825
3. solve the elliptic equation uxx+uyy=0 at the pivotal points for the following square
mesh
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4
1
u3 400 u4 u1 400
4
1
u u 200 u 300
2
en
ts
.in
Soln: it is evident that the values at the boundary points on AB are respectively 200 and
100
1
Thus u1 300 u2 200 u3
4
1
u u 100 100 u
tu
d
4
4u1 u2 u3 500 (1)
u1 4u2 u4 200 .(2)
u1 4u3 u4 800 ..(3)
C
itS
u2 u3 4u4 500 ..(4)

Thus by solving simultaneously we obtain the values at the pivotal points
u1 =250 , u2 =175, u3 =325
u4 =250
4. Solve the elliptic partial differential equation for the following square mesh using
the 5 point difference formula by setting up the linear equations at the unknown
points P,Q,R,S
The linear equations for the unknownfor the 5 point difference formula are
Thus
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1 Q
1 S
P
C
itS
tu
d
en
ts
.in
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1
P 4 R 2
4
1
R S 5 5 Q
4
1
S 2 R 4 P
4
4P-Q-S=2(1)
-P+4Q-R=6(2)
-Q+4R-S=10(3)
C
itS
tu
d
en
ts
Thus by solving we get P=2,Q=3,S=3,R=4
.in
-P-R+4S=6(4)
UNIT VIII DIFFERENCE

EQUATIONS AND ZTRANSFORMS
CONTENTS:
Introduction
Z-Transforms Definition
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Damping Rule
Shifting RuleTheorem
Inverse Z-Transforms
Power Series Method
C
itS
tu
d
en
ts
.in
Applications Of Z-Transforms To Solve Difference Equations
DIFFERENCE EQUATIONS AND

Z- TRANSFORMS
Introduction
The Z-transform plays an important role plays in the study of communications,
sample data control systems, discrete signal processing , solutions of difference
equations etc.
Definition
Let un = f(n) be a real-valued function defined for n=0,1,2,3,.. and un = 0 for n<0.
Then the Z-transform of un denoted by Z(un) is defined by
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u( z) Z (u n ) u n z n
(1)
n 0
The transform also is referred to as the one sided Z-transform or unilateral Z-transform.
Next, we define un = f(n) for n=0, 1, 2, .
The two-sided Z-transform is defined by
Z (un ) u n z n
(2)
The region of the Z-plane in which the series (1) or (2) converges is called the region of
convergence of the transform.
.in
Properties of Z-transform
1. Linearity property
en
ts
Consider the sequences {un} and {vn} and constants a and b. Then
Z[aun + bvn ] = aZ(un) + bZ(vn)
tu
d
Z[aun bvn ] [aun bvn ]z n

n0
C
itS
a un z n bvn z n
n 0
n 0
aZ (un ) bZ (vn )
In particular, for a=b=1, we get
Z[un+vn] = Z(un) + Z(vn)
and for a=-b=1, we get

Z[un - vn] = Z(un) - Z(vn)
2. Damping property
Let Z(un) = u( z) . Then
(i) Z (a nu n ) u z
(ii) Z (a nun ) u(az)
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z
Z (a nun ) (a nun ) z n un
a
n0
n0
z
u
a
Thus
z
Z (an un ) u
a
This is the result as desired. Here, we note that that if Z(un) = u( z) , then
z
n
Z (a u n ) [u z ] Z Z = u
a
a
Next,
n0
n0
en
ts
u(az)
.in
Z (a nun ) (a nun ) z n un (az) n

Thus
Z (a nun ) u(az)
This is the result as desired.
(a) Right shifting rule :
Z(un) = u( z) , then Z(un-k) = z-k u( z) where k>0
C
itS
If
tu
d
3. Shifting property
Z un k un k z n
n 0
Since un = 0 for n<0, we have un-k = 0 for n=0,1,(k-1)
Z un k un k z n
nk
u0 z
Hence
u1 z ( k 1) .......
z k [u0 u1 z 1 ....... ]
z
u z
n0
z u( z)
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Thus
Z(un-k) = z-k u( z)
(b)Left shifting rule :
Z (un k ) z k [u( z) u0 u1 z 1 u2 z 2 ...... uk 1 z ( k 1) ]
Proof :
Z u n k un k z n
n 0
z k un k z ( k n ) z k u n k z ( k n ) , where m n k
n 0
n 0
k 1
z k u n z n u n z n
n0
n0
.in
en
ts
= z k [u( z) u 0 u 1z 1 u 2z 2 ...... uk 1 z ( k 1) ]
Particular cases :
tu
d
In particular, we have the following standard results :

1. Z (un 1 ) z[u( z) u0 ]
2. Z (un 2 ) z 2[u( z) u0 u1 z 1 ]
C
itS
3. Z (un 3) z 3[u( z) u0 u1 z 1 u2 z 2 ]
etc.
Some Standard Z-Transforms :

1.Transform of an
By definition, we have
Z (a n ) a n z n
n0
2
n
a a
a
1 .....
z z
n 0 z
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The series on the RHS is a Geometric series.

z
z
1
Thus, Z (a n )
or
za
za
1 a
z
z
In particular, when a=1, we get Z(1) =
z 1
Sum to infinity of the series is
2. Transform of ean
Here
Z (e an ) Z (k n )
z
z
z k z ea
where k = ea
Z (e an )
z
z ea
en
ts
3. Transform of np , p being a positive integer
.in
Thus
We have,
Z (n p ) n p z n
n 0
(1)
tu
d
z n p 1 z ( n 1) n
n 0
Also, we have by defintion
Z (n p 1 ) n p 1 z n
C
itS
n0
Differentiating with respect to z, we get
d
d
Z (n p 1 ) n p 1 z n
dz
dz n 0
n p 1 (n) z ( n 1)
n0
Using this in (1), we get

Z (n p ) z
d
[Z (n p 1 )]
dz
Particular cases of Z (n p ) :1. For p = 1, we get

Z (n) z
CitStudents.in
d
Z (1) z d z z 2
dz
dz z 1 ( z 1)
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SUBJECT:MATHEMATICS
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Thus,
Z (n)
z
( z 1) 2
2. For p = 2, we get
Z (n 2 ) z
2
d
Z (n) z d z 2 z z3
dz
dz ( z 1) ( z 1)
Thus,
z2 z
Z (n )
( z 1)3
2
3. For p = 3, we get
z 3 4z 2 z
Z (n )
( z 1) 4
en
ts
4. Transform of nan
By damping property, we have
.in
z
Z (na n ) Z (n)Z Z
2
a
( z 1) Z Z a
z
az
2
2
z ( z a)
1
a
view
of
damping
tu
d
in
C
itS
property
Thus,
Z (na n )
az
( z a) 2
5. Transform of n2an
We have,
Z (n a ) Z (n )
2
Z
Z
a
z 2 z

3
(
z
1)
Z Z
Thus,
az 2 a 2 z
Z (n a )
( z a)3
2
6. Transforms of coshn and sinhn

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We have
e n e n
2
1
Z (cosh n ) Z (e n e n )
2
cosh n
1
Z (e n ) Z (e n ) , by using the linearity property
2
z
1 z
2 z e z e
Next,
en
ts
.in
(e e )
z
z z e z e
2
2
2 z z(e e ) 1 z 2 z(e e ) 1
z z cosh
2
z 2z cosh 1
e n e n
2
z 1
1
Z (sinh n )
2 z e z e
tu
d
sinh n
C
itS
z
e e
2
2 z 2z cosh 1
z sinh
2
z 2 z cosh 1
7. Transforms of cosn and sinn

We have
ein e in
2
1
Z (cos n ) Z (ein e in )
2
cos n
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SUBJECT:MATHEMATICS
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1 z
z
2 z ei z e i
z 2z (ein e in )
2 z 2 z(ein e in ) 1
z[ z cos ]
z 2z cos 1
2
Next,
ein e in
2i
z
1 z
Z (sin n )
i
2i z e z e i
z e i e i
2
2i z 2z cos 1
z sin
z 2z cos 1
en
ts
.in
sin n
tu
d
Examples :
Find the Z-transforms of the following :
C
itS
1.
n
n
1 1
un
2 4
We have,
Z (u ) Z
n
1 n

2
n
1
n
n
1
1
Z Z
2
4
2z 4z
z
z
1
1 2z 1 4z 1
z
z
2
4
2z(8z 3)
(2z 1)(4z 1)
2.
Here
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SUBJECT:MATHEMATICS
1
n
!
C
itS
tu
d
en
ts
.in
un
SUBJECTCODE:10MAT31
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
n
1

z

n!
n0
1
1
z n
n! n 0 n!
2
1 1

1
z z
........ e z
1!
2!
Z (un ) Z
3.
We have
,
, by exponential theorem
un a n cos n
Z (cos n )
z( z cos )
z 2z cos 1
2
By using the damping rule, we get
tu
d
en
ts
z z
cos
aa
2
z
z
2 cos 1
a
a
z( z a cos )
2
z 2az a 2
.in
z( z cos )
Z (a n cos n ) 2
z 2z cos 1 Z Z a
Let us denote vn =
Here
1
(n 2)!
C
itS
4.
un =
1
1
, so that vn+2 =
= un
(n 2)!
n!
1
Z (v n ) e z
Hence
v
Z (un ) Z (vn 2 ) z 2 Z (vn ) v0 1 ,

z
1 1 1
z 2 e z .
0! z 1!
1
1
2
z
z e 1
z
by left shifting rule
List of standard inverse Z-transforms

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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
z
1
1. Z T1
z 1
z
kn
2. Z T1
z k
z
3. Z T1
n
2
z 1
kz n
k n
4. Z T1
2
z k
z 2 z 2
5. Z
n
3
z 1
kz 2 k 2 z n 2
6. Z
k n
3
z k
z 3 4 z 2 z 3
7. Z
n
4
z 1
kz 3 4k 2 z 2 k 3 z n 3
8. Z
k n
z k 4
z
9. Z 2 sin(n 2)
z 1
z 2
10. Z 2
cos(n 2)
z 1
1
T
1
T
1
T
.in
1
T
1
T
en
ts
1
T
Evaluation of inverse Z-transforms:
C
itS
tu
d
We obtain the inverse Z-transforms using any of the following three methods:
( I ) Power series Method:- This is the simplest of all the method of finding the inverse
Z-transform. If U (z) is expressed as the ratio of two polynomials which cannot be
factorized, we simply divide the numerator by the denominator and take the inverse Ztransform of each term in the quotient.
Problems:
(1)Find the inverse transform of log z z by power series method.
1
Putting
1
log(1 y) y 1 y 2 1 y 3 ...
z 1 , U ( z) log
y
t
1 1
y
1
1
z 1 z 2 z 3 ...
2
3
i.e,U ( z) u n z n
n 1
0 for n 0
Thus un (1) n
otherwise
n
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
(2) Find the inverse Z-transform of z
( z 1) 2
by division method.
z
z 2z 1
z
2
z (1 2 z 1 z 2 )
U ( z)
z
z (1 1 z ) 2
1
2
1 1z
z
1
1 2( 1 z ) 3( 1 z 2 ) 14 ( 1z 3 )
z
1
1
1
1
U ( z) 2 2 3 3 4 4
z
z
z
z
2
.in
en
ts
(1) n 1 nZ n
n 1
tu
d
Thus u n (1) n 1 n
( II ) Partial fractions Method:- This method is similar to that of finding the inverse
Laplace transforms using partial fractions. The method consists of decomposing U ( z)
into partial fractions, multiplying the resulting expansion by z and then inverting the
same.
C
itS
Problems:
2 z 2 3z
(1)
( z 2)(z 4)
2z 2 3z
as
( z 2)(z 4)
A B
U ( z) 2 z 3
where A 1 6 and
z
( z 2)( z 4) z 2 z 4
Therefore
1 z
11 z
U ( z)
6 z2 6 z4
On inversion, we have
1
11
z 1 ( z z k ) k n
un (2) n (4)n
6
6
We write U ( z)
(2)
B 11
z 3 20z
( z 2)3 ( z 4)
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SUBJECT:MATHEMATICS
We write U ( z)
SUBJECTCODE:10MAT31
z 3 20 z
as
( z 2)3 ( z 4)
z 2 20
A Bz Cz 2
D
U ( z)
3
3
z4
( z 2)
z
( z 2) ( z 4)
Multiplying throughout by
z 2 20 ( A Bz Cz 2 )( z 4) D( z 2)3 .
Comparing the coefficients of z in the above equation

we get A = 6, B=0, C = and D = - .
Thus
1
6 0z 12 z 2
z 2 20
U ( z)
2
3
3
z
z4
( z 2)
( z 2) ( z 4)
en
ts
1
6 0z 1 z 2
U ( z)
z 2 20
2
2
z
z4
( z 2)3
( z 2)3 ( z 4)
.in
we get
( z 2)3 ( z 4)
C
itS
tu
d
z 1 12z 4z 2 4 z 2 z 3 1
z
1 12 z z 3 1
U ( z) .

2 ( z 2)3 2 z 4 2
2
z
4
( z 2)3
3
2
2
2
2
3
1
z 1 z 4 z 4 z 8 z 4 z
1
z
1 8 z 4 z 4 z 4 z z
2
z
4
2
( z 2)3
( z 2)3
2 z 4 2
z
z
1 z( z 2) 2 4z 2 8z 1
1 z
2z 2 4z 1

2z 2 2
3
2
( z 2)
( z 2)3 2 z 4
2 z 4
On inversion, we get
1
un (2n 2.n2 2n ) 4n
2
n1
2 n
2n1
2 n 2 2
2( z 2 5z 6.5)
, for 2 z 3
(3)Find the inverse Z-transform of
( z 2)( z 3) 2
Splitting into partial fractions, we obtain
A B C
2( z 2 5z 6.5)
U ( z)
where A B C 1
2
z 2 z 3 ( z 3) 2
( z 2)( z 3)
1
1 1
U ( z)
z 2 z 3 ( z 3) 2
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SUBJECT:MATHEMATICS
1
SUBJECTCODE:10MAT31
1 2
1 z 1 z
1 1 1 so that 2 z 1 and z 3 1
2 z 3 3 9 3
2
1 2z 3z 2 4z3
z3
1 2 4 8
1 z z
where 2 z 3
1 2 3 1
1
9
27
z
z z z
3 3 9 27
9 3
1 2z 3z 2 4z 3
1 2 2 2 23
1 z
z2 z3
2 3 4 2 3 4 2 3 4 5
z
z
3
3
3
3
3
2 z
3 3
3
n 1
n 0
n 0
n 1
n 2
2 n 1 z n 31 z n (n 1)13 z n
.in
on inversion, we get u n 2 n 1 , n 1 and u n (n 2)3 n 2 , n 0.
Difference Equations
C
itS
tu
d
en
ts
INTRODUCTION
Difference equations arise in all situations in which sequential relation exists at various
discrete values of the independent variable. The need to work with discrete functions
arises because there are physical phenomena which are inherently of a discrete nature. In
control engineering, it often happens that the input is in the form of discrete pulses of
short duration. The radar tracking devices receive such discrete pulses from the target
which is being tracked. As such difference equations arise in the study of electrical
networks, in the theory of probability, in statistical problems and many other fields.
Just as the subject of difference equations grew out of differential calculus to
become one of the must powerful instruments in the hands of a practical mathematician
when dealing with continuous processes in nature, so the subject of difference equations
is forcing its way to the fore for the treatment of discrete processes. Thus the difference
equations may be thought of as the discrete counterparts of the differential equations.
Definition
A difference equation is a relation between the differences of an unknown function at one
or more general values of the argument.
Eg:
1) yn1 yn 2
2) 2 yn 5yn 6 yn 0
3) 3 yn 3 2 yn 2yn yn x 2 are difference equations.
An alternative way of writing a difference equation is as follows:
Putting E 1 , we get
(1) may be written as,
(E 1) yn 1 yn 2
Eyn 1 yn 1 yn 2 [sin ce E r yn yn r ]
yn 2 yn 1 yn 2 (4)
(2) may be written as,
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SUBJECT:MATHEMATICS
SUBJECTCODE:10MAT31
(E 1) 2 y n 5(E 1) y n 6 y n 0
(E 2 2E 1) y n (5E 5) y n 6 y n 0
y n 2 2 y n 1 y n 5 y n1 y n 0
y n 2 3 y n 1 2 y n 0 (5)
(3) may be written as
(E 1) 3 y n 3(E 1) 2 y n 2(E 1) y n y n x 2
(E 3 3E 2 3E 1) y n 3( E 2 2E 1) y n 2(E 1) y n y n x 2
y n 3 3 y n 2 3 y n 1 y n 3 y n 2 6 y n 1 3 y n 2 y n 1 2 y n y n x 2
y n 3 6 y n 2 11y n 1 5 y n x 2
(6)
.in
The equations (4), (5) and (6) can also be written in terms of the operator E. i.e,
(E 2 E 1) y n 2
(E 3 6E 2 11E 5) y n x 2
Order of a difference equation:
en
ts
(E 2 3E 2) y n 0
The order of a difference equation is the difference between the largest and the smallest
arguments occurring in the difference equation divided by the unit of increment.
largest argument - smallest argument
unit of increment (interval)
tu
d
i.e order of a difference.eq
C
itS
Note: To find the order, the equation must be expressed in a form free of s . [because
the highest power of does not give the order of difference equation]
therefore the order of the difference equation
(n 2) (n)
(4) is =
2
1
(n 2) (n)
(5) is =
2
1
(n 3) (n)
(6) is =
3
1
The order of a difference equation can also be obtained by considering the highest power
of the operator E involved in the equation.
Solution of a difference Equation is an expression for y( n ) which satisfies the given

difference equation.
The general solution of a difference equation is that in which the number of arbitrary
constants is equal to the order of the difference equation.
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A particular solution (or particular integral) is that solution which is obtained from the
general solution by giving particular values to the constants.
APPLICATION OF Z-TRANSFORM TO SOLVE DIFFERENCE

EQUATIONS
en
ts
.in
Working Procedure to solve a linear difference equation with constant coefficient by Ztransforms:
1) Take the Z-transform of both sides of the difference equations using the Z-transforms
formulae and the given conditions.
2) Transpose all terms without U ( z) to the right.
3) Divide by the coefficient ofU ( z) , getting U ( z) as a function of z.
4) Express this function in terms of Z-transforms of known functions and take the inverse
Z-transform of both sides. This gives u n as a function of n which is the desired solution.
Problems:
(1) Using the Z-transform, solve u n 2 4u n 1 3u n 3 n with u 0 0, u1 1
We note that If Z (u n ) U ( z), then Z (u n 1 ) z U ( z) u 0 ,
Also Z (2 n ) z
tu
d
Z (un 2 ) z 2 U ( z) u 0 u1 z 1
( z 2)
Taking the Z-transforms of both sides of the above difference equation, we get
z 2 U ( z) u 0 u1 z 1 4 zU ( z) u 0 3U ( z) z
( z 3)
Using the given conditions, it reduces to
U ( z)( z 2 4z 3) z z
( z 3)
1
U ( z)
1
z
( z 1)( z 3) ( z 3)( z 1)( z 3)
3 1
1 1
5 1
,
8 z 1 24 z 3 12 z 3
on breaking into partial fractions, then
3 z
1 z
5 z
U ( z)
8 z 1 24 z 3 12 z 3
On inversion, we obtain
3
z 1 1 z 5 1 z
u n Z 1
Z
Z
8
z 1 24
z 3 12
z 3
3
1
5
(1) n 3 n (3) n
8
24
12
C
itS
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SUBJECT:MATHEMATICS
(2) Solve y n 2 6 y n 1 9 y n 2 n
SUBJECTCODE:10MAT31
with y 0 y1 0, using Z-transform.
If Z ( y n ) Y ( z), then Z ( y n 1 ) z Y ( z) y 0 , Z ( y n 2 ) z 2 Y ( z) y 0 y1 z 1
Also Z (2 n ) z
( z 2)
Taking Z-transforms of both sides, we get
z 2 Y ( z) y 0 y1 z 1 6z Y ( z) y 0 9Y ( z) z
( z 2)
2
Since y 0 0, and y1 0, we have Y ( z)( z 6z 9) z
( z 2)
Y ( z)
1
5
1 1
1
Or
, on splitting into partial
2
z
( z 2)( z 3) 2 25 z 2 z 3 ( z 3)
fractions.
1 z
z
z
Or Y ( z)
25 z 2 z 3
( z 3) 2
On taking inverse Z-transform of both sides, we obtain
1
3z
z
y n Z 1 z 2
Z 1 z 3z 53 Z 1 ( z 3)
2
25
1 n
az
n
n
n
1
na
2 (3) 35 n(3)
Z
2
25
(
z
a)
C
itS
tu
d
en
ts
.in
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SUBJECTCODE:10MAT31
C
itS
tu
d
en
ts
.in
SUBJECT:MATHEMATICS
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Civil-III-Engineering Mathematics - III (10mat31) - Notes

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Civil-III-Engineering Mathematics - III (10mat31) - Notes

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SUBJECT:MATHEMATICS

Engineering Mathematics III

Unit 2: Fourier Transforms26-38

Unit 3: Applications Of Partial Differential Equations.39-48

Unit 4: Curve Fitting & Optimization .49-66

Unit 5: Numerical Methods I.67-83

Unit 6: Numerical Methods II ..84-105

Unit 7: Numerical Methods III.106-119

Unit 8: Difference Equations & Z Transforms120-136

Trigonometric series and Eulers formulae

Fourier series of period 2

Fourier series of even and odd functions

Fourier series of arbitrary period

Half range Fourier series

Complex form of Fourier series

Practical Harmonic Analysis0

1. If f(x) is even and g(x) is odd, then

h(x) = f(x) x g(x) is odd

2. If f(x) is even, then

3. If f(x) is odd, then

cos xdx 2 cos xdx,

Here f(x) is a real-valued function and T is a positive real number.

FORMULA FOR FOURIER SERIES

Then, the infinite series

Also, in this case, (5) becomes

Putting l = in (5), we get

Some useful results :

Here u, u ,.. are the successive derivatives of u and

We illustrate the rule, through the following examples :

e sin bxdx a 2 b 2 a sin bx b cos bx

Here we use integration by parts, so that

Using the values of a0 , an and bn in the Fourier expansion

sinh a 2a sinh a (1) n

For x=0, a=1, the series reduces to

sinh 2 sinh 1 (1) n

This is the desired deduction.

The function f(x) is even. Hence a0

since f(x)sinnx is odd.

4. Obtain the Fourier expansion of

5. Obtain the Fourier expansion of

as f(x) cos(nx) is even

Integrating by parts, we get

=0, since f(x)sin(nx) is odd.

The Fourier series of f(x) is

7. Obtain the Fourier expansion of

The period of f(x) is

HALF-RANGE FOURIER SERIES

Putting l = in (12), we get

1. Expand f(x) = x(-x) as half-

range sine series over the interval (0,).

2. Obtain the cosine series of

3. Obtain the half-range cosine series of f(x) = c-x in 0<x<c

COMPLEX FORM OF FOURIER SERIES

then we obtain a complex exponential Fourier series

in (*), we get Fourier series valid in

we get Fourier series valid in

we get Fourier series valid in

(1) (a in) sinh a

sinh a (1) n (a in) inx

second harmonic and so on. The amplitude of the first harmonic is

a22 b22 and so on.

as the length of interval= 2l = 2 or

Putting, n=1,2, we get