Cse Iii Engineering Mathematics Iii 10mat31 Notes PDF

SUBJECT:MATHEMATICS SUBJECTCODE:10MAT31
Engineering Mathematics – III

 Unit 1: Fourier Series ……………………………1-25
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 Unit 2: Fourier Transforms…………………………26-38
 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
 Unit 7: Numerical Methods III……………………….106-119

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 Unit 8: Difference Equations & Z – Transforms……120-136

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DEPT OF MATHEMATICS/SJBIT Page 1

UNIT- I
FOURIER SERIES
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CONTENTS:
 Introduction
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 Periodic function
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 Trigonometric series and Euler’s formulae
 Fourier series of period 2

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Fourier series of even and odd functions
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 Fourier series of arbitrary period
 Half range Fourier series

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 Complex form of Fourier series
 Practical Harmonic Analysis0

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UNIT- I
FOURIER SERIES
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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 :
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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
 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
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 a
2. If f(x) is even, then  f ( x)dx  2 f ( x)dx
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a 0
a
3. If f(x) is odd, then  f ( x)dx  0
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a
For example,
a a
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 cos xdx  2 cos xdx, as cosx is even
a 0
a
and
a
 sin xdx  0, as sinx is odd
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PERIODIC FUNCTIONS :-
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.
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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.

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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.
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FOURIER SERIES
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Series with Half-range series Complex series Harmonic Analysis

arbitrary period
FORMULA FOR FOURIER SERIES
Consider a real-valued function f(x) which obeys the following conditions called
Dirichlet’s conditions :

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
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1 a  2l
l a
a0  f ( x)dx (1)
1 a  2l  n 
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an   f ( x) cos  xdx, n  1,2,3,..... (2)
l a  l 
1 a  2l  n 
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bn 
l a  f ( x) sin 
 l 
 xdx, n  1,2,3,...... (3)
Then, the infinite series

c a0 
  an cos
2 n 1
 n 
 l 
 n 
 x  bn sin 
 l 
x (4)
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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 Euler’s formulae.
It can be proved that the sum of the series (4) is f(x) if f(x) is continuous at x. Thus we
have
a 
 n   n 
f(x) = 0   an cos  x  bn sin 
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 x ……. (5)
2 n 1  l   l 
Suppose f(x) is discontinuous at x, then the sum of the series (4) would be
1
2

f ( x )  f (x ) 
+ -
where f(x ) and f(x ) are the values of f(x) immediately to the right and to the left of f(x)
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respectively.
Particular Cases
Case (i)
Suppose a=0. Then f(x) is defined over the interval (0,2l). Formulae (1), (2), (3) reduce
to
 n 
2l 2l
1 1
a0   f ( x)dx an   f ( x) cos   xdx,
l0 l0  l 

 n
2l
1 
bn 
l0 f ( x) sin 
 l
 xdx,
 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
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1 2
 0
a0 = f ( x)dx
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1 2
 0
an  f ( x) cos nxdx
, n=1,2,…..  (7)
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1 2
bn   f ( x) sin nxdx n=1,2,….. 
 0
Also, in this case, (5) becomes

c a0 
f(x) =   an cos nx  bn sin nx (8)
2 n 1
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Case (ii)
Suppose a=-l. Then f(x) is defined over the interval (-l , l). Formulae (1), (2) (3) reduce
to
1
l
(9)
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a0   f ( x)dx
l l 1
l
 n 
bn   f ( x) sin   xdx,
 n l l  l 
l
1 
an  
l l
f ( x) cos
 l
 xdx

n =1,2,…… 
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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
1 
 
a0 = f ( x)dx

1 
an   f ( x) cos nxdx
  , n=1,2,…..  (10)
1 
bn   f ( x) sin nxdx n=1,2,….. 
 
a0 
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Putting l =  in (5), we get f(x) =   an cos nx  bn sin nx
2 n 1
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Some useful results :
1. The following rule called Bernoulli’s generalized rule of integration by parts is useful
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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 :
2   cos nx    sin nx   cos nx 
 x sin nxdx  x  n   2 x n 2   2 n3 
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2
3 e  2 e   e2 x   e2 x 
2x 2x
 x e dx  x  2   3x  4   6 x 8   6 16 

3 2x
2. The following integrals are also useful :

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e ax
 e cos bxdx 
ax
a cos bx  b sin bx
a2  b2
e ax
 e ax
sin bxdx  a sin bx  b cos bx
a2  b2
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3. If ‘n’ is integer, then

sin n = 0 , cosn = (-1)n , sin2n = 0, cos2n=1
Problems
1. Obtain the Fourier expansion of
1
f(x) =   x  in - < x < 
2

We have,
1  1 1
    2
a0  f ( x ) dx  (  x)dx

1  x2 
= x   
2  2  
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1  1 1
    2
an  f ( x ) cos nxdx  (  x) cos nxdx
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Here we use integration by parts, so that

1  sin nx   cos nx 
an    x   (1) 

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2  n  n 2  
1
 0  0
2

1 1
bn   (  x) sin nxdx
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  2

1   cos nx   sin nx 
  x  n
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  (1) 
2   n
2
  
(1) n

n
Using the values of a0 , an and bn in the Fourier expansion

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a0  
f ( x)    an cos nx   bn sin nx
2 n 1 n 1
we get,
  (1) n
f ( x)   sin nx
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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
2  (1) n
cos ech  
 n2 n2  1
Here,

 
1 1  e ax 
a0   e  ax dx  
    a  
e a  e a 2sinh a
 
a a

1
an   e ax cos nxdx
 
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
1  e  ax 
2 
an   2  a cos nx  n sin nx
 a  n  
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2a  (1) n sinh a 

  a 2  n 2 
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1   ax
bn =  e sin nxdx
 

1  e  ax 
=  2 c  a sin nx  n cos nx
 a  n 2
 
2n  (1) n sinh a 
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=  
  a2  n2 
sinh a 2a sinh a 
(1) n 2 
n(1) n
Thus,f(x) =
a



n 1 a  n
2 2
cos nx 

sinh a 
n 1 a  n
2 2
sin nx
For x=0, a=1, the series reduces to

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sinh  2 sinh  
(1) n
f(0)=1 =




n 1 n  1
2
or
sinh  2 sinh   1  (1) n 
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1=     2 
   2 n  2 n  1
2 sinh  
(1) n
or 1=


n2 n  1
2
Thus,
(1) n

 cos ech  2 2 This is the desired deduction.
n2 n  1
3. Obtain the Fourier expansion of f(x) = x2 over the interval (-, ). Deduce that

2 1 1
 1  2  2  ......  
6 2 3
 
1 2
The function f(x) is even. Hence a0  
 
f ( x)dx   f ( x)dx
 0

2 2  x3 
=  x 2 dx   
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0   3 0
2 2
a0 
or 3
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
1
 
an  f ( x) cos nxdx
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2
 0
= f ( x) cos nxdx, since f(x)cosnx is even
2 2
 0
= x cos nxdx
Integrating by parts, we get

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
2   sin nx    cos nx    sin nx 
an   x 2    2 x   2 
  n   n
2
  n
3
 0
4(1) n

n2
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
1
Also, bn   f ( x) sin nxdx  0 since f(x)sinnx is odd.
 
2 
(1)n cos nx
Thus f ( x)   4
3 n2
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n 1
2 
1
2   4 2
3 n 1 n

1 2
n
1
2

6
2 1 1
Hence,  1  2  2  .....
6 2 3

 x,0  x  
f ( x)  
2  x,  x  2
2 1 1
Deduce that  1  2  2  ......
8 3 5
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
1 2
Here, a0 =  f ( x)dx =  f ( x)dx
  0

2
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  xdx  
 0
 
since f(x)cosnx is
1 2
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an 
  f ( x) cos nxdx    f ( x) cos nxdx
0
even.
2
=  0
x cos nxdx
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
2   sin nx    cos nx 
  x n   1 n 2 
=      0

2
n 2

(1) n  1 
Also,
1 
 
bn  f ( x) sin nxdx  0 , since f(x)sinnx is odd
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Thus the Fourier series of f(x) is
 2  1
f ( x)    (1) n  1cos nx
2  n 1 n 2
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For x= , we get

 2  1
  (1) n  1cos n
f ( ) 
2  n 1 n 2
 2   2 cos(2n  1)
or    
2  n 1 (2n  1) 2
Thus,
2 
1

n 1 ( 2n  1)
2
8

2 1 1
or  1  2  2  ......
8 3 5
This is the series as required.
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  ,  x  0
f(x) = 
 x,0  x  
2
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1 1
Deduce that  1  2  2  ......
8 3 5
s.c
Here,
1 

0

a0     dx   xdx   
   0  2
1 
0 
an      cos nxdx   x cos nxdx 
  
c 0 

1

(1) n  1 
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n 2
1 
0 
bn      sin nxdx   x sin nxdx 
   0 

1
n
1  2(1) n 
Fourier series is
 
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 1  1
  1  2(1) n

f(x) =   2 (1) n  1 cos nx   sin nx
4  n 1 n n 1 n
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 
Hence [ f ( x  )  f ( x  )]  0    
2 2 2
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The Fourier expansion of f(x) at x=0 becomes

  1  1
   2 [(1) n  1]
2 4  n 1 n
2 
1
or   2 [(1) n  1]
4 n 1 n
Simplifying we get,
2 1 1
 1  2  2  ......
8 3 5

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 1
1
Here a0 =  f ( x)dx = 2 f ( x)dx
1 1
m
0
1
1
 x3 
= 2  (1  x )dx  2 x  
2
0  3 0
4
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
3
1
1
an   f ( x) cos(nx)dx
s.c
1 1
1
 2  f ( x) cos(nx)dx as f(x) cos(nx) is even
0
1
= 2 (1  x 2 ) cos(nx)dx
0
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1
  sin nx    cos nx    sin nx 

an  2  1  x 2 
   (2 x)   (2) 
 n   (n )   (n )  0
2 3

4(1) n 1
=
n 2 2
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1
1
bn   f ( x) sin( nx)dx =0, since f(x)sin(nx) is odd.
1 1
The Fourier series of f(x) is

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2 4  (1) n 1
f(x) =  
3  2 n 1 n 2
cos(nx)

 4x 3
1  3 in  2  x  0

f(x) =  4 x 3
1  in0  x 
 3 2
2 1 1
Deduce that  1  2  2  ......
m
8 3 5
3   3
The period of f(x) is  3
2  2 
o
Also f(-x) = f(x). Hence f(x) is even
s.c
3/ 2 3/ 2
1 2
a0  
3 / 2 3 / 2
f ( x)dx 
3/ 2  f ( x)dx
0
3/ 2
4  4x 

3  1 
0
3 
dx  0
 nx 
3/ 2
1 c
an  
3 / 2 3 / 2
f ( x) cos dx
 3/ 2 
vtu
 2nx 
3/ 2
2

3/ 2  f ( x) cos
0
3 
dx
3/ 2
  2nx    
 sin     cos 2nx  
4  4x  3     4   3 
 1     
3 3   2n    3   2n  2 

       
  3    
w.
  3  0
4
= 2 2 1  (1) n
n
 
1 2
3
 nx 
bn   f ( x) sin  dx  0
ww
Also,
3 3  3 
2  2
Thus
 2 n x 
f(x) =
4  1
2  2
 n 1 n

1  (1) n cos  
 3 
putting x=0, we get
f(0) =
4  1
2  2
 n 1 n

1  (1) n 

8  1 1 
or 1= 2 
1  2  2  ......
  3 5 
 2
1 1
Thus,  1  2  2  ......
8 3 5
HALF-RANGE FOURIER SERIES
m
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
o
other half in such a manner that the function becomes even or odd. This will result in
cosine series or sine series only.
s.c
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

 n x 
f ( x)   bn sin   (11)
c n 1  l 
2l  nx 
where bn   f ( x) sin  dx
l 0  l 
vtu
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

f ( x)   bn sin nx
n 1
w.
2
 0
bn  f ( x) sin nxdx
ww
Cosine series :
Let us define
 ( x) in (0,l) .....given
f ( x)  
 ( x ) in (-l,0) …..in order to make the function even.
Then the Fourier series of f(x) is given by
a 
 n x 
f ( x)  0   an cos  (12)
2 n 1  l 
where,

l
2
l 0
a0  f ( x)dx
 n x 
l
2

an 
l 0
f ( x) cos
 l 
dx
The series (12) is called half-range cosine series over (0,l)
m
Putting l =  in (12), we get
a0 
f ( x)    a n cos nx
2 n 1
o
where

2
 0
a0  f ( x)dx
s.c

2 Problems :
a n   f ( x) cos nxdx n  1,2,3, ..
 0
1. Expand f(x) = x(-x) as half-
range sine series over the interval (0,).
We have,
2

c
vtu
bn   f ( x) sin nxdx
0

2

0  (x  x 2 ) sin nxdx


2   cos nx    sin nx   cos nx 
bn   x  x 2   
    2 x    (2) 3 
w.
  n   n
2
  n  0
4

 3 1  (1) n
n

The sine series of f(x) is
4  1
 
ww
f ( x)   3 1  (1) n sin nx
 n 1 n
2. Obtain the cosine series of
 
 x,0  x  2
f ( x)   over (0,  )
  x,   x  
 2


2  2  


  0 
Solution : a0  xdx  (  x ) dx
  2
 2 

2  2 

x cos nxdx   (  x) cos nxdx 
  0
an 
 
m
 2 
Performing integration by parts and simplifying, we get
2   n  
an   2 1  (1) n  2 cos 
n  2 
o
8
 , n  2,6,10,.....
n 2
s.c
Thus, the Fourier cosine series is
 2  cos 2 x cos 6 x cos10 x 
f(x) =   2    ...... 
4  1 32
5 2

3. Obtain the half-range cosine series of f(x) = c-x in 0<x<c
Here
2c
c 0
c
vtu
a0  (c  x)dx  c
2c  nx 
an   (c  x) cos dx
c0  c 
Integrating by parts and simplifying we get,
2c
 
w.
an  1  (1) n
n2 2
The cosine series is given by

 n x 
c 2c  1

f(x) =  2  2 1  (1) n cos
2  n 1 n
 
 c 
ww
COMPLEX FORM OF FOURIER SERIES

The standard form of Fourier series of f(x) over the interval (α, α+2l) is :
a0    n x   nx 
f ( x)    an cos   bn sin  
2 n 1   l   l 
If we use Euler formulae
e  i  cos  i sin 
then we obtain a complex exponential Fourier series
  n 
i x
f ( x)  c e
n  
n
 l 
………..(*)
where
 n 
m
  2l
1  i x
cn 
2l 

f ( x)e  l 
dx n = 0, 1, 2, 3, …….
Note:-(1)
o
Putting   l in (*), we get Fourier series valid in (l , l ) as
  n 
i x
c e
s.c
f ( x)  n
 l 
………..(**)
n  
where
 n 
1 l  i x
cn   l f ( x ) e  l 
dx
2l
Note:-(2)
Putting α = 0 and l 
cin (*), we get Fourier series valid in (0, 2 ) as
vtu

f ( x)   cn einx
n 
where
1 
cn    f ( x ) e dx
 in x
2
Note:-(3)
w.
Putting l  in (**), we get Fourier series valid in ( ,  ) as


f ( x)   cn einx
n 
where
ww
1 2
cn  0 f ( x ) e d x
 in 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


f ( x)  c e
n  
n
inx
(1)
where

1
 f ( x)e
 inx
cn  dx
2 

n = 0, 1, 2, 3, …….
1
2 
m
 xe  inx dx
Integrating by parts and substituting the limits, we get

i (1) n
cn  , n0
o
n
Using this in (1), we get

(1) n inx
f ( x)  i 
s.c
e , n0
n   n
This is the complex form of the Fourier series of the given function
2. Obtain the complex Fourier series of the function f(x) = eax over the interval
(- , ).
c
As the interval is again (- , ) we find cn which is given by
vtu
 
1 1
 f ( x)e inx dx   e
ax  inx
cn  e dx
2 
2 
 
1 1  e( a in ) x 

( a in ) x
 e dx   
2

2  (a  in)  
(1)n (a  in) sinh a

w.
 (a 2  n 2 )
Hence the complex Fourier series for f(x) is

f ( x)  c e
n  
n
inx
sinh a 
(1) n (a  in) inx
 a 2  n2 e
ww

 n  
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

points. In such a case, the integrals in Euler’s 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
m
The Fourier coefficients defined through Euler’s formulae, (1), (2), (3) may be redefined
as
1 b  1 a  2l 
 f ( x )   f ( x)dx a0  2   f ( x)dx   2[ f ( x)] .
ba a  2l a 
o
 1 a  2l  n x     n x  
an  2   f ( x) cos   dx   2  f ( x) cos  
s.c
 2l a  l     l 
 1 a  2l  n x     n x  
bn  2 
 2l a
 f ( x)sin 
 l  
 dx   2  f ( x) sin 
  l 

c
Using these in (5), we obtain the Fourier series of f(x). The term a1cosx+b1sinx is called
vtu
the first harmonic or fundamental harmonic, the term a2cos2x+b2sin2x is called the
second harmonic and so on. The amplitude of the first harmonic is a12  b12 and that
of second harmonic is a22  b22 and so on.
Problems:
w.
1. Find the first two harmonics of the Fourier series of f(x) given the following table
:
x 0  2  4 5 2
ww
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.
ycos2
x0 y = f(x) cosx cos2x sinx sin2x ycosx ysinx ysin2x
x
0 1.0 1 1 0 0 1 1 0 0

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 0 0 -1.7 1.7 0 0
m
240 1.5 -0.5 -0.5 -0.866 0.866 -0.75 -0.75 1.299 1.299
o
300 1.2 0.5 -0.5 -0.866 -0.866 0.6 -0.6 -1.0392 -1.0392
Total -1.1 -0.3 3.1176 -0.1732
We have

c
an  2 f ( x) cos
 nx  s.c
  2[ y cos nx]
vtu
  l 
as the length of interval= 2l = 2 or
  nx 
bn  2 f ( x) sin    2[ y sin nx]
  l 
l=
Putting, n=1,2, we get

w.
2 y cos x 2(1.1)
a1  2[ y cos x]    0.367
6 6
2 y cos 2 x 2(0.3)
a2  2[ y cos 2 x]    0.1
6 6
ww
2 y sin x
b1  [ y sin x]   1.0392
6
2 y sin 2 x
b2  [ 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)
2. Express y as a Fourier series upto the third harmonic given the following values :

x 0 1 2 3 4 5
y 4 8 15 7 6 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
m
a0  x x   2x 2x   3x 3x 
y   a1 cos  b1 sin    a2 cos  b2 sin    a3 cos  b3 sin 
2  l l   l l   l l 
or
o
a0  x x   2x 2x   3x 3x 
s.c
y   a1 cos  b1 sin    a2 cos  b2 sin    a3 cos  b3 sin 
2  3 3  3 3   3 3 
x
Put   , then
3
a
y  0  a1 cos  b1 sin    a2 cos 2  b2 sin 2   a3 cos 3  b3 sin 3  ……… (1)
2 c
We prepare the following table using the given values :
vtu
x
x = y ycos ycos2 ycos3 ysin ysin2 ysin3
3
0 0 04 4 4 4 0 0 0
1 600 08 4 -4 -8 6.928 6.928 0

w.
2 1200 15 -7.5 -7.5 15 12.99 -12.99 0
3 1800 07 -7 7 -7 0 0 0
ww
4 2400 06 -3 -3 6 -5.196 5.196 0
5 3000 02 1 -1 -2 -1.732 -1.732 0
Total 42 -8.5 -4.5 8 12.99 -2.598 0

2 y 1
a0  2[ f ( x)]  2[ y ]   (42)  14
6 3
2
a1  2[ y cos ]  (8.5)  2.833
6
2
b1  2[ y sin  ]  (12.99)  4.33
6
m
2
a2  2[ y cos 2 ]  (4.5)  1.5
6
2
b2  2[ y sin 2 ]  (2.598)  0.866
6
o
2
a3  2[ y cos 3 ]  (8)  2.667
6
s.c
b3  2[ y sin 3 ]  0
Usingthesein(1),we get
 x   x   2x   2x 
y  7  2,833 cos   (4.33) sin    1.5 cos   0.866 sin    2.667 cos x
 3  3  3   3 
c
This is the required Fourier series upto the third harmonic.
vtu
3. The following table gives the variations of a periodic current A over a period T :
t(secs) 0 T/6 T/3 T/2 2T/3 5T/6 T
A (amp) 1.98 1.30 1.05 1.30 -0.88 -0.25 1.98

w.
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
ww
 2 
of period T. Let us denote    t . We have
T 
a0  2[ A]
  2  
a1  2 A cos t   2[ A cos ] (1)
 T 
  2  
b1  2  A sin  t   2[ A sin  ]
 T 
We prepare the following table:

2t
t   A cos sin Acos Asin
T
0 0 1.98 1 0 1.98 0
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
m
T/2 1800 1.30 -1 0 -1.30 0
2T/3 2400 -0.88 -0.5 -0.866 0.44 0.7621
o
5T/6 3000 -0.25 0.5 -0.866 -0.125 0.2165
s.c
Total 4.5 1.12 3.0137
Using the values of the table in (1), we get
c 2 A4.5
a0   1.5
6 3
2 A cos 1.12
vtu
a1    0.3733
6 3
2 A sin  3.0137
b1    1.0046
6 3
The Fourier expansion upto the first harmonic is
a0  2t   2t 
w.
A  a1 cos   b1 sin  
2  T   T 
 2t   2t 
 0.75  0.3733 cos   1.0046 sin  
 T   T 
The expression shows that A has a constant part 0.75 in it. Also the amplitude of the first
ww
harmonic is a12  b12 = 1.0717.

o m
c s.c
UNIT-II
vtu
FOURIER TRANSFORMS
CONTENTS:
w.
 Introduction
ww
 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

 Fourier cosine and Fourier sine transforms & Inverse Fourier

cosine and sine transforms
o m
Introduction
FOURIER TRANSFORMS
c s.c
vtu
Fourier Transform is a technique employed to solve ODE’s, PDE’s,IVP’s, BVP’s
and Integral equations.
The subject matter is divided into the following sub topics :
FOURIER TRANSFORMS
w.
ww
Infinite Sine Cosine Convolution

Fourier Transform Transform Theorem &
Transform Parseval’s
Identity
Infinite Fourier Transform

Let f(x) be a real valued, differentiable function that satisfies the following conditions:

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
m
fˆ    F  f  x    f x e ix dx


provided the integral exists.
The infinite Fourier Transform is also called complex Fourier Transform or
o
just the Fourier Transform. The inverse Fourier Transform of f̂   denoted by
 
F-1 f̂   is defined by
s.c
 
F 1 fˆ    f  x  
1  ˆ
2 
f  e ix d
Note : The function f(x) is said to be self reciprocal with respect to Fourier transform
if fˆ    f   .
Basic Properties
c
vtu
1. Linearity Property
For any two functions f(x) and (x) (whose Fourier Transforms exist) and any two
constants a and b,
F af  x   b  x   aF  f  x   bF   x 
w.
Proof :
By definition, we have
F af  x   b x    af x   b x  e ix dx


 
 a  f  x e ix dx  b    x  e ix dx
ww
 
 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 

2. Change of Scale Property

If f̂    Ff x , then for any non - zero constant a, we have
1  
Ff x   f̂  
a a
Proof : By definition, we have
m
F  f ax     f ax  e ix dx

(1)

Suppose a > 0. let us set ax = u. Then expression (1) becomes
 
i  u du
F  f ax     f u  e

a
o
 a
1 ˆ 

f  (2)
a a
s.c
Suppose a < 0. If we set again ax = u, then (1) becomes
u
i   du
F  f ax     f u  e

a
 a
 
1  i  u
c     f u  e  a  du
a 
1  
  fˆ   (3)
vtu
a a
Expressions (2) and (3) may be combined as
1 ˆ 
F  f ax   f 
a a
This is the desired property
3. Shifting Properties
For any real constant ‘a’,
(i ) F  f  x  a   e ia fˆ  
w.
 
(ii ) F eiax f  x   fˆ   a 
Proof : (i) We have
F  f  x   fˆ      f  x  e ix dx

ww

Hence, F  f  x  a     f x  a  e ix dx


Set x-a = t. Then dx = dt.Then,
F  f  x  a     f t e i (t  a ) dt


  f t e dt


= e i a i t

= e ia fˆ  
ii) We have


fˆ   a    f  x  e i   a x dx

  f x e  e dx


 iax i x

g  x e iax dx , where g ( x )  f ( x ) e iax


 
m

 F g x 
 F eiax f  x 
This is the desired result.
o
s.c
4. Modulation Property
If F  f  x   fˆ  ,
1

then, F  f  x  cos ax   fˆ   a   fˆ   a 
2

c where ‘a’ is a real constant.
Proof : We have
vtu
e iax  e iax
cos ax 
2
Hence
  eiax  e  iax 
F  f  x  cos ax   F  f x  
  2 
w.

2

1 ˆ

f   a   fˆ   a  , by using linearity and shift properties.
This is the desired property.

ww
Note : Similarly
F  f  x sin ax   1
2
 fˆ   a   fˆ   a 
Problems:
-a x
1. Find the Fourier Transform of the function f(x)  e where a  0
For the given function, we have

F  f x    e
 a x
e ix dx


   e e ix dx   e e ix dx 
0 a x  a x
  0 
Using the fact that x  x, 0  x   and x  - x, -   x  0, we get
F  f  x     e ax e ix dx   e  ax e ix dx 
0 
  0 
   e a i x dx   e dx 
0    a  i  x
  
m
0
 e a i x  0  e   a i  x  

     
 a  i       a  i   0 
 
o
 1 1 
  
 a  i  a  i  
s.c
 2a 
 2

 a  
2 

2. Find the Fourier Transform of the function
1, x a
f(x)  
c 0, x a
where ‘a’ is a positive constant. Hence evaluate
vtu
 sin  a cos  x
(i )  
d
 sin 
(ii )  d
0 

F  f  x     f ( x)e ix dx 

w.
  
   f ( x)e ix dx   f ( x)e ix dx   f ( x)e ix dx 
 a a 
  a a 
   e ix dx 
a
  a 
ww
 sin a 
 2 
  
 sin  a 
Thus F  f  x   fˆ    2  (1)
  
Inverting f̂   by employing inversion formula, we get
1  sin a ix
f x    2 e d
2   
1  sin a cos x  i sin x 
  d
  

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

1
m
f ( x)   d

or
o
 sin a cos x
 
d   f ( x )
s.c
 , x  a

 0, x  a
For x  0, a  1, this yields
 sin 
  d  
c
Since the integrand is even, we have
2
0
 sin 

d  
vtu
or
 sin  
0  d  2
2 2
3. Find the Fourier Transform of f(x)  e - a x where ' a' is a positive constant.
2
w.
x
Deduce that f(x)  e 2 is self reciprocal with respect to Fourier Transform.
Here
ww
F  f x    e a x e ix dx
 2 2

  e a dx
 2 2
x  ix

 i   2 
2
   ax    2 

 e
  2 a  4 a 
dx

2
 i 
   
2
   ax  
e  4a2 
  2a 
e dx

i
Setting t  ax - , we get
2a

  
2
dt
F  f x   e
 

2
 4a2 
e t
 a
   
2
1  
2  e t dt
2
 e  4a2 
a 0
1   2 
2
 e  4 a   , using gamma function.

a
m
ˆf     e  4 a 2 
   2
a
This is the desired Fourier Transform of f(x).
2 2
o
For a 2  1 in f(x)  e - a x
2
2
-x
s.c
2
we get f(x)  e and hence,
2

f̂    2 e 2
- x2 2
Also putting x   in f(x)  e , we get f( )  e - 2 2 .
Hence, f( ) and f̂   are same but for constant multiplication by

c 2 .
Thus f( )  fˆ  
2
-x
It follows that f( x)  e
vtu
2
is self reciprocal
FOURIER SINE TRANSFORMS

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

w.
by f̂ s   or Fs  f x . Thus
f̂ s    Fs  f  x    f  x  sin x dx

The inverse Fourier sine Transform of f̂ s   is defined

ww
2  ˆ
f s  sin x d
 0
through the integral
This is denoted by f(x) or Fs-1  f s  . Thus

2  ˆ
f(x)  Fs-1  f s    f s  sin x d
 0
Properties
The following are the basic properties of Sine Transforms.

(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

m
 aFs  f  x   bFs   x 
This is the desired result. In particular, we have
Fs  f  x     x   Fs  f  x   Fs   x 
and
o
Fs  f  x     x   Fs  f  x   Fs   x 
s.c
(2) CHANGE OF SCALE PROPERTY
If Fs f x   f̂ s  , then for a  0, we have

1  
Fs f ax   f̂ s  
a a
Proof : We have c Fs f ax    f ax sin  x dx

vtu
0
Setting ax = t , we get
    dt 
Fs f ax    f t sin   t  

0
a  a 
1  
 f̂ s  
a a
w.
(3) MODULATION PROPERTY
If Fs f x   fˆs  , then for a  0, we have


F  f  x  cos ax   1 fˆ   a   fˆ   a 
ww
s 2 s s
Proof : We have
Fs  f  x  cos ax    f  x  cos ax sin x dx

0
1 
   f  x sin   a x  sin   a xdx 
2  0 
 
 2 f s   a   fˆs   a  , by using Linearity property.
1 ˆ
Problems:

1. Find the Fourier sine transform of

1, 0  x  a
f x   
0, xa
f̂ s      sin  x dx   0 sin  x dx 
a 
 0 a 
m
a
  cos x 

   0
1  cos a 
 
  
o
e -ax
2. Find the Fourier sine transform of f(x) 
s.c
x
  e  ax sin x dx 
Here f̂ s      
0 x 
Differentiating with respect to , we get
d d   e  ax sin x dx 
f̂ s   
d  0
c d
 ax 

x


vtu
 e
 sin x  dx
0 x 
performing differentiation under the integral sign
 ax
 e
 x cos x dx
0 x

 e  ax 
 2  a cos x   sin x
w.
a  
2
0
a
 2
a 2
Integrating with respect to , we get

f̂ s  
ww
1
tan  c
a
But f̂ s    0 when   0
c=0
 
f̂ s    tan 1  
a
3. Find f(x) from the integral equation

1, 0    1
 
0 f x sin xdx  2, 1    2
0,   2

Let () be defined by
1, 0    1

    2, 1    2
m
0,   2

Given

     f  x  sin xdx  fˆ  
s
o
0
Using this in the inversion formula, we get
s.c
f x      sin x dx
2 
 0
  sin x d  1   sin x d   2   sin x d 
2  1 2 
  
 0
2  1 2 

c 
 sin x
 0
d   2 sin x d  0
1 
2
 1  cos x  2 cos 2 x
x
vtu
FOURIER COSINE TRANSFORMS

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 f̂ c   or Fc  f  x  . Thus

w.
2 
f̂ c    Fc  f  x    f  x  cos xdx
 0
The inverse Fourier Cosine Transform of f̂c   is defined through
2
This is denoted by f x  or Fc- 1 f̂c   . Thus
ww

the integral  fˆc    cos  x d  .
 0
  2 
f x   Fc-1 fˆ     fˆc    cos  x d 
 0
Basic Properties
The following are the basic properties of cosine transforms :
(1) Linearity property

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   f̂ c  , then for a  0, we have
m
1  
Fc f ax   f̂ c  
a a
(3) Modulation property
o
If Fc f x   f̂ c  , then for a  0, we have
 1

Fc f x  cos ax   f̂ c   a   f̂ c   a 
s.c
2
The proofs of these properties are similar to the proofs of the corresponding
properties of Fourier Sine Transforms.
Problems:
c
vtu
1) Find the cosine transform of the function
 x, 0  x 1

f  x   2  x , 1  x  2
 0, x2

We have
w.

f̂ c     f  x  cos xdx
0
   x cos xdx   2  x  cos xdx   0 cos xdx 

1 2 
 0 1 2 
ww

  sin x    cos x 1   sin x    cos x  
2
f̂ c     x
    2  x      1   
          
2 2
 0  1 
 2 cos   cos 2  1
 
 2 
 cos kx
2) Find the cosine transform of f(x)  e-ax , a  0. Hence evaluate 0 x2  a2
dx

Here

f̂ c     e ax cos xdx
0

 e  ax 
 2  a cos x   sin x
a  
2
0
Thus
m
 a 
f̂ c     2 2 
 a  
Using the definition of inverse cosine transform, we get
2  a 
f x     2
o
 cos xd
 0  a  2 
s.c
or
  ax  cos x
e  d
2a 0  2  a2
Changing x to k, and  to x, we get

c
 cos kx e  ax
0 x 2  a2 dx 
2a
vtu
3) Solve the integral equation

 0 f x cosx dx  e
 a
Let () be defined by

() = e-a
w.

Given      f  x  cos x dx  f̂ c  
0
Using this in the inversion formula, we get

ww
2 
f x      cos  xd 
 0
2   a
 0
 e cos  xd 

2  e  
 

  0  a 2  x 2  a cos  x   sin  x 
0
2a


 a  x2
2


o m
c s.c
vtu
UNIT III
Applications of Partial Differential Equations
w.
CONTENTS:
 Introduction
ww
 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 Laplace’s equation

 D’Alembert’s solutions of the one dimensional wave equation
o m
c s.c
vtu
APPLICATION OF PARTIAL DIFFERENTIAL
EQUATIONS
w.
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 Laplace’s equation.
ww
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 D’Alembert’s 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

Various possible solutions of the one dimensional wave equation

utt =c2uxx by the method of separation of variables.
 2u 2  u
2
Consider  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  XT  2   XT 
2
m
d 2T 2
2 d X
 c or X  c
t 2 x 2 dt 2 dx 2
1 d 2T 1 d 2 X
Dividing by c2XT we have 2 
c T dt 2 X dx 2
o
Equating both sides to a common constant k we have
1 d2X 1 d 2T
=k and 2 =k
s.c
X dx2 c T dt 2
d 2T
d2X  c 2 kT  0
 kX  0 and dt 2
dx2
D 2
 k  X  0 and  D 2  c 2 k  T  0
d2
dx
2 2
c
d2
Where D = 2 in the first equation and D = 2 in the second equation
dt
vtu
Case(i) : let k=0
AEs are m=0 amd m2=0 amd m=0,0 are the roots
Solutions are given by
T = c1e0 t  c1 and X   c2 x  c3  e0 x   c2 x  c3 
Hence the solution of the PDE is given by
U= XT= c1  c2 x  c3 
w.
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
ww
2 2
T  c '1e c p t andX  c ' 2e px  c '3e  px
2 2
u  XT  c '1ec p t .( c '2 e px  c '3e  px )
2 2
Or u(x,t) = c '1ec p t (A’ e px +B e px ) where c1’c2’=A’ and c1’c3’=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 2
u  XT  c ''1e c p t
.(c ''2 cos px  c ''3 sin px)
2 2
u ( x, t )  e  c p t
( A'' cos px  B '' sin px)
Various possible solutions of the two dimensional Laplace’s equation

uxx+uyy=0 by the method of separation of variables
m
 2u  2 u
Consider  0
x 2 y 2
Let u=XY where X(x), Y=Y(y) e the solution of the PDE
Hence the PDE becomes
o
 2  XY   2 ( XY )
 0
x 2 y 2
s.c
d2 X  d 2 (Y )
Y  X  0 and dividing by XY we have
dx 2 dy 2
1 d X 
2
1 d 2 (Y )
 
X dx 2 Y dy 2
Equating both sides to a common constant k we have
c
1 d X 
2
1 d 2 (Y )
=k and  =k
X dx 2 Y dy 2
vtu
Or (D2-k)X=0 and (D2+k)Y=0
d d
Where D = in the first equation and D = in the second equation
dx dy
Case(i) Let k=0

AE arem2=0 in respect of both the equations
w.
M=0,0 and m=0,0

X= c1x+c2 and Y= c3y+c4
U=XY=( c1x+c2 ) (c3y+c4)
ww
Case(ii) : let k be positive ,say k=+p2

m2-p2=0 and m2+p2=0
m=+p and m=+ip
X  c '1e px  c '2e  px and Y  c '3 cos py  c '4 sin py
u  XY  c '1e  px
 c'2 e  px
 (c 3cos py  c
' '
4 sin py)
Case(iii) Let k be negative say k= -p2
AEs are m2+p2=0 and m2-p2=0

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 ''3e py  c ''4 e  py )
EXAMPLES
m
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
o
 n x n ct
Soln: u  x, t    bn sin cos
n 1 l l
s.c
Consider u(x,0) =u0sin3( x/l)
 n x
u  x, 0    bn sin
n 1 l
x  n x
u0 sin 3   bn sin
l n 1 l
 x u0 3 x
c x 2 x 3 x
3
u0  sin 3
4
x 1
l
 sin
4
3 x  
   bn sin
l  n 1
n x
l
vtu
3u0
sin  sin  b1 sin  b2 sin  b3 sin
4 l 4 l l l l
comparing both sides we get
3u u
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
w.
u ( x, t )  0 sin cos  sin cos

4 l l 4 l l
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
ww
 n x n ct
Soln: : u  x, t    bn sin cos
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

n x
l
2
bn 
l 0 f ( x) sin
l
dx
Thus we have the required solution in the form

 n x n ct
u  x, t    bn sin cos
n 1 l l
u  2u
3. Solve the Heat equation  c 2 2 given that u(0,t)=0,u(l,0)=0 and u(x,0)=
m
t x
100x/l
n x n x
l l
2 100 x 200
Soln: bn   sin dx =  2  x sin dx
l 0 l l l 0 l
o
l
 n x n x 
 x.  cos  sin
200
bn  2  l 1 l 
s.c
2 
l  n / l  n / l  
 0
200  1 200  1
n n 1
200 1
bn  2 .  l cos n    .
l n n n
Thus u ( x, t )  

200  1
c
The required solution is obtained by substituting this value of bn
n 1  n 2 2 c 2t
n x
vtu
e sin
n 1 n l 2
l
u  2u
4.Obtain the solution of the heat equation  c 2 2 given that u(0,t)=0,u(l,t)and
t x
u(x,0) =f(x)where
 2Tx l 
w.
 l in 0  x  
2
f ( x)   
 2T  l  x  in l  x  l 
 l 2 
n x
l
2
Soln: bn   f ( x) sin dx
ww
l 0 l
 2l 
n x n x 
l
2  2Tx 2Tx
bn    sin dx   (l  x) sin dx 
l 0 l l l l
 l
2

 2l 
n x n x 
l
4T 
l  0
 x sin dx   (l  x)sin dx 
l l
 l
2

8T n
bn  sin
n
2 2
2

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
 n 1 n 2 l l
u  2u
5. Solve the heat equation  with the boundary conditions u(0,t)=0,u(l,t)and
t x 2
u(x,0) =3sin  x
m
2
Soln: u ( x, t )  e  p t ( A cos px  B sin px)............................(1)
Consider u(0,t)=0 now 1 becomes
2
0= e  p t (A) thus A=0
o
Consider u(1,t)=0 using A=0 (1) becomes
2
0= e  p t (Bsinp)
s.c
Since B≠0,sinp=0or p=n 
 n2 2c 2t
u ( x, t )  e ( B sin n x)

b e
 n2 2c 2t
In general u ( x, t )  n sin n x
n 1
Consider u(x,0)= 3 sin n x and we have c
3 sin n x  b1 sin  x  b2 sin 2 x  b3 sin 3 x
vtu
Comparing both sides we get b1  3, b2  0, b3  0
We substitute these values in the expanded form and then get
 2 t
u ( x, t )  3e (sin  x)
 2u  2u
w.
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  py
 De  py

ww
u (0, y )  0 gives( A) Ce  py
 De  py
  0, A  0
u ( , y )  0 gives( B sin p ) Ce  py
 De  py
  0,
Since A=0,B≠0 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 u→as y→∞

0=(Bsinnx)( Ce ny )since e  ny  0 asy  

Since B≠0 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

m
u ( x, y )   bn sin n xe ny
n 1
Consider u(x,0)=ksin2x and we have

u ( x, 0)   bn sin nx
o
n 1
Ksin2x=b1sinx+b2sin2x+b3sin3x+…………….
s.c
Comparing both sides we get b1=0, b2=0, b3=0
Thus by substituting these values in the expanded form we get
u ( x, y )  k sin 2 xe2 y
D’Alembert’s solution of the one dimensional wave equation

c
We have one dimensional wave equation
vtu
 2u 2  u
2
 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
w.
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 
ww
     
x 2
x  x  x  v w 
Again by applying chain rule we have,
 2u   u u  v   u u  w
   .    .
x 2
v  v w  x w  v w  x
 2 u   2 u  2u    2u  2u 
    .(1)    2 
.(1)
x 2  v 2 vw   wv w 
 2u  2u
But =
vw wv

 2u  2 u  2u  2u
But   2 
x 2 v 2 wv w2
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
m
u u u u  u u 
 .(c)  .(c) , or  c  
t v w t  v w 
Again applying chain rule we have,
 2u   u      u u   v    u u   w
    c   .  c  v  w   . t
o
r 2 
t  t  v w   v w   t w   
 2u   2u  2u    2 u  2u 
c 2   .(c)  c  wv  w2  .(c)
s.c
r 2  v vw   
u2
 u
2
 u  2  u  u
2 2 2
 c2  2    c  wv  w2 
t 2
 v vw   
 2u 2  u  2u  2u 
2
c  2 2 
t 2  v wv w2  c
  2u  2u  2u    2u  2u  2u 
c2  2  2  2  = c2  2  2  2
vtu
 v wv w   v wv w 
u 2
u
2
4 =0 or =0
wv wv
We solve this PDE by direct integration, writing it in the form,
  u 
 0
w  v 
w.
u
Integrating w.r.t w treating v as constant we get  f (v )
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
ww
But v=x+ct and w=x-ct

Thus u=u(x,t)=F(x+ct)+G(x-ct)
This is the D’Alembert’s solution of the one dimensional wave equation
EXAMPLES
1. Obtain the D’Alembert’s solution of the wave equation utt=c2uxx subject to the
u
conditions u(x,0)=f(x) and ( x, 0)  0
t
Soln: D’Alembert’s solution of the wave equation is given by

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
m
u
(x,)=c[F’(x)-G’(x)]
t
0= c[F’(x)-G’(x)]
[F’(x)-G’(x)]=0 integrating wrt x we have
o
[F(x)-G(x)]=k
Where k is the constant of integration……………………………(3)
By solving simultaneously the equations,
s.c
[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 
c
2 2
Substituting these in(10 we have
1 1
vtu
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 D’Alembert’s solution of the wave equation utt=c2uxx given that
w.
u(x,0)=f(x)=l2-x2and ut(x,0)=0
Soln. Assuming the D’Alembert’s solution

1
u(x,t)=  f ( x  ct )  f ( x  ct ) and f(x)=l2-x2
2
ww
1 2
u(x,t)= l  ( x  ct ) 2   l 2  ( x  ct ) 2 
2
1 2
  2l  2 x 2  2c 2t 2 
2
u(x,t)= l  x 2  c 2t 2 
2
3. . Obtain the D’Alembert’s solution of the wave equation utt=c2uxx given that
u(x,0)=asin2πx and
u
 0 when t  0
t

Soln: Assuming the D’Alembert’s solution

1
u(x,t)=  f ( x  ct )  f ( x  ct )
2
a
By data f(x)= asin2πx 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
m
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 
o
4
a
u(x,t)= 1  1cos 2 x cos 2 ct 
2
c s.c
vtu
UNIT IV
w.
CURVE FITTING AND OPTIMIZATION

CONTENTS:
ww
 Curve fitting by the method of least squares
 Fitting of curves of the form
 y  ax  b
 y  ax  bx  c
2
 y  ae
bx

 y  ax
b
 Optimization :
 Linear programming
m
 Graphical method
 Simplex method
o
c s.c
vtu
CURVE FITTING AND OPTIMIZATION
w.
CURVE FITTING [BY THE METHOD OF LEAST SQUARE]:
We can plot ‘n’ points ( xi , yi ) 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
ww
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)
passing through ‘n’ points ( xi , yi ) , i=0,1.2………..n equation of a straight line is
y  a  bx (1)
Yi  a  bxi (2)
Then for ‘n’ points

Where a and b are parameters to be determined; Yi is called the estimated value. The
Y x
given value i corresponding to i .
Let S    yi  Yi 
2
(3)
  y   a  bx 
2
= i i
S =   y  a  bx 
2
(4)
m
i i
We determined a and b so that S is minimum (least). Two necessary conditions for this
S S
 0 and 0
a b .
o
differentiate (4) w.r.t a and b partially
S
   yi  a  bxi 
a
s.c
0    yi  a  bxi 
0= y   a  b x
i i
0=  y  na  b x
i i
 y  na  b x
i c i
or  y  na  b x
vtu
S
 2  yi  a  bxi    x i 
b

0  2 xi yi  axi  bxi2 
0 =  xi yi  a  xi  b xi2
w.
 x y  n x b x
i i i
2
i
or  xy  a  x  b x 2
where n = number of points or value.

ww
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)

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 
2
(3)
 
2
   yi  a  bxi  cxi2 
m
S    y  a  bx  cx 
i i
2
i (4)
We determine a, b, c so that S is least (minimum).
The necessary condition for this are
o
S S S
 0, 0& 0
a b c
diff (4) w.r.t ‘a’ partially
s.c
S
 2  yi  a  bxi  cxi2 
a
0  2  yi  a  bxi  cxi2 

0   yi  a  bxi  cxi2 
c
0   yi   a  b xi  c  xi2
vtu
 y   a  b x  c x
i i
2
i
 y  na  b x  c x
i i
2
i
or  y  na  b x  c  x 2
diff (4) w.r.t ‘b’ partially

S
w.
b
 
 2 yi  a  bxi  cxi2   xi 
0  2  x y  ax  bx  cx 
i i i
2
i
3
i
0    x y  ax  bx  cx 
i i i
2
i
3
i
ww
0   xi yi  a  xi  b xi2  c  xi3
 x y  a  x  b x  c  x
i i i
2
i
3
i
or  xy  a  x  b x  c  x 2 3
diff (4) w.r.t ‘c’ partially

S
c
  
 2 yi  a  bxi  cxi2  xi2
0  2  x y  ax  bx  cx 
2
i i
2
i
3
i
4
i
0    x y  ax  bx  cx 
2
i i
2
i
3
i
4
i
0   xi2 yi  a  xi2  b xi3  c xi4
m
 x y  a  x  b x  c x
2
i i
2
i
3
i
4
i
or  x y  a  x  b x  c x
2 2 3 4
o
Hence the normal equation for second degree parabola are
 y  na  b x  c x 2
s.c
 xy  a x  b x  c x 2 3
 x y  a  x  b x  c  x
2 2 3 4
PROBLEMS:
x: 5 10 15 20 25
c
1) Fit a straight line y  a  bx to the following data
vtu
y : 16 19 23 26 30
Solution: Let y  a  bx (1)

Normal equation
 y  na  b x (2)
 xy  a x  b x 2
w.
(3)
x y x2 xy
5 16 25 80
10 19 100 190
ww
15 23 225 345
20 26 400 520
25 30 625 750
x y x 2
 xy
 75 =114 =1375 =1885

(1) & (2) 

114  15a  b  75
1885  75a  b  1375
a  12.3
b  0.7
(1)  y  12.3  0.7 x
m
2) Fit equation of straight line of best fit to the following data
x: 1 2 3 4 5
o
y : 14 13 9 5 2
Solution:
s.c
Let y  a  bx (1)
Normal equation
 y  na  b x (2)
 xy  a x  b x
c 2
(3)
x y x2 xy
vtu
1 14 1 14
2 13 4 26
3 9 9 27
4 5 16 20
5 2 25 10
x y x 2
 xy
w.
 15 =43 =55 =97
(2) & (3) 

43  15a  15b
ww
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

x: 0 1 2 3 4
y: 1 1.8 3.3 4.5 6.3
Solution: let y  a  bx (1)
Normal equation
 y  na  b x (2)
 xy  a x  b x 2
(3)
m
x y x2 xy
0 1 0 0
1 1.8 1 1.8
o
2 3.3 4 6.6
3 4.5 9 13.5
s.c
4 6.3 16 25.2
 x  y  x  xy 2
 10 =16.9 =30 =47.1

(2) & (3) 
16.9  5a  10b
c
47.1  10 a  30b
vtu
a  0.72
b  1.33
(1)  y  0.72  1.33 x
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
w.
 : 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
ww
:
let y  a  bx (1 )
Normal equations

 y  na  b x (2)
 xy  a x  b x 2
(3)
x  p= y x2 xy
50 12 2500 600
70 15 4900 1050
m
100 21 10000 2100
120 25 144000 3000
 x  10  y =16.9  x 2
=30  xy =47.1
(2) & (3) 
o
73  4a  340b
6750  340 a  31800b
s.c
a  2.27
b  0.187
(1)  y  2.27  0.187 x
put   150 c
y  30.32
vtu
5) Fit a curve of the form y  ab
x
Solution: Consider
y  ab x (1)
Take log on both side
 
w.
logy=log ab x
=loga+logb x
logy=loga+logb x
y  A  Bx (2) ; logy=Y  y=e y
ww
Corresponding normal equation loga=A  a=eA

 Y  nA  B x (3) logb=B  b =e B
 xY  A x  B x 2
(4)
Solving the normal equation (3) & (4) for a & b . Substitute these values in (1) we get
curve of best fit of the form y  ab
x
6) Fit a curve of the curve y  ab for the data

x

x: 1 2 3 4 5 6 7 8
y : 1.0 1.2 1.8 2.5 3.6 4.7 6.6 9.1
Solution:
let y  ab x (1)
Normal equations are
m
 Y  nA  B  x (2); A=loga
 xY  A x  B  x 2
(3) Y=logy, B=logb
x y Y=logy x2 xY
o
1 1.0 0 1 0
2 1.2 0.182 4 0.364
s.c
3 1.8 0.587 9 1.761
4 2.5 0.916 16 3.664
5 3.6 1.280 25 6.4
6 4.7 1.547 36 9.282
7 6.6 1.887 49 13.209
8
 x  36
9.1
cY
2.208
=8.607 x
64
2
=204
17.664
 xY =52.34
vtu
(1) & (2) 
8.607  8 A  36 B
52.34  36 A  203 B
A  0.382
w.
B  0.324
then e A  a  0.682
e B  b  1.382
(1)  y  0.682 1.382 

x
ww
7) Fit a curve of the form y  ax for the following data

b
x: 1 1.5 2 2.5
y : 2.5 5.61 10.0 15.6
Solution:: Consider

let y  ax b (1)
Normal equations are
 Y  nA  b x (2); Y=logy
 XY  A X  B X 2
(3) A=loga, X=logx
x y X= log x X2 Y  log y XY
m
1 2.5 0 0 0.916 0
1.5 5.62 0.405 0.164 1.726 0.699
2 10.0 0.693 0.480 2.302 1.595
2.5 15.6 0.916 0.839 2.747 2.5 16
o
 X=2.014  X 2
=1.483  Y=7.691  XY=4.81
s.c
(1) & (2) 
7.691  4 A  2.014b
4.81  2.014 A  1.483b
A=0.916, e A  a  2.499  2.5
b  1.999  2
(1)  y  2.5  x 
2
c
vtu
8) Fit a parabola y  a  bx  cx for the following data

2
w.
x: 1 2 3 4
y : 1.7 1.8 2.3 3.2
Sol:
y  a  bx  cx 2 (1)
ww
Normal equation
 y  na  b x  c x (2) 2
 xy  a x  b x  c x 2 3
(3)
 x y  a  x  b x  c  x
2 2 3 4
(4)

x y x2 x3 x4 xy x2 y
1 1.7 1 1 1 1.7 1.7
2 1.8 4 8 16 3.6 7.2
3 2.3 9 27 81 6.9 20.7
4 3.2 16 64 256 12.8 51.2
x y 9 x 2
 30 x 3
 100 x 4
 354  xy  25  x 2
y  80.8
m
(1), (3) & (4)
9  4a  10b  30c
25  10a  30b  100c
o
80.8  30a  100b  354c
a2
s.c
b  -0.5
c  0.2
(1)  y  2 - 0.5 x  0.2 x 2
9) Fit a curve of the form y  ae for the following

bx
x: 0 2 4
c
vtu
y : 8.12 10 31.82
Sol:
y  aebx (1)
Normal equation
 Y=nA+b x (2); Y=logy
 xy  A x  b x 2
(3) A=loga
w.
x y Y=logy x2 xY
0 8.12 2.094 0 0
2 10 2.302 4 4.604
4 31.82 3..46 16 13.84
ww
x 6  Y=7.86  x 2
 20  xY  18.444
(2) & (3) 
7.856=3A+6b
18.444=6A+20b
A=1.935, a  e A  6.924
b=0.341
(1)  y  6.924e0..341 x

10) Fit a II degree parabola ax  bx  c to the least square method & hence
2
find y when x=6

x: 1 2 3 4 5
y : 10 12 13 16 19
Sol:
y  ax 2  bx  c
m
(1)
y  c  bx  ax 2
(1)
Normal equation
 y  nc  b x  a x (2) 2
o
 xy  c x  b x  a x2 3
(3)
 x y  c  x  b x  a  x
s.c
2 2 3 4
(4)
x y x2 x3 x4 xy x2 y
1 10 1 1 1 10 10
2 12 4 8 16 24 14
3
4
13
16
9
16
c 27
64
81
256
39
64
117
256
vtu
5 19 25 125 625 95 475
 15  70  55  225  979  232  906
70  5c  15b  55a
232  15c  55b  225a
906  55c  225b  979a
w.
a  0.285
b  0.485
c  9.4
(1)  y  0.285 x 2  0.485 x  9.4
ww
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.

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
constraints xi  0 is called feasible solution.
m
A set of real values xi which satisfies the constraints along with non negativity
restrictions and optimizes the objective function is called optimal solution.
o
An LPP can have many solutions.
s.c
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.
GRAPHICAL METHOD OF SOLVING AN LPP

LPP involved with only two decision variables can be solved in this method. The method
c
is illustrated step wise when the problem is mathematically formulated.
x y
 1
vtu
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.
Z  c1 x1  c2 x 2  ......  cn x n is found at all these
The value of the objective function
vertices.
w.
The extreme values of Z among these values corresponding the values of the decision
variables is required optimal solution of the LPP.
ww
PROBLEMS:
1) Use the graphical method to maximize Z = 3x + 4y subject to the constraints

2 x  y  40 , 2 x  5 y  180, x  0, y  0.
Solution: Let us consider the equations

2 x  y  40 2 x  5 y  180
x y x y
   1.............(1)   1...........(2)
20 40 90 36

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.
o m
s.c
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:
2 x  y  40 , 2 x  5 y  180. E ( x, y )  (2.5,35)
The value of the objective function at the corners of the convex polygin OAED are
tabulated. c Value of Z = 3x + 4y
Corner
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O(0,0) 0
A(20, 0) 60
E(2.5, 35) 147.5
D(0,36) 144
Thus (Z ) Max  147.5 when x  2.5, y  35
w.
2) Use the graphical method to maximize Z  3x1  5 x 2 subject to the constraints

x1  2 x2  2000 , x1  x 2  1500, x2  600 , x1 , x2  0.
ww
x1  x2  2000 , x1  x2  1500, x 2  600

x1 x x1 x
  2  1.....(1)  2  1...........(2) x 2  600 .........(3)
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.

o m
On solving
x1  x 2  2000 , x1  x 2  1500, we get E  (1000,500)
x1  x 2  1500 , x 2  600, we get F  (900,600)
s.c
x1  2 x2  2000 , x2  600, we get G  (800,600)
Also we have C = (1500 , 0), H= (0, 600)
tabulated.
Corner
c Value of Z  3x1  5 x 2
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O(0,0) 0
C(1500, 0) 4500
E(1000, 500) 5500
F(900, 600) 5700
G(800,600) 5400
Thus (Z ) Max  5700 when x1  900, x2  600

w.
3) Use the graphical method to minimize Z  20 x1  10 x 2 subject to the constraints

x1  2 x2  40 , 3x1  x2  30, 4 x1  3x 2  60 , x1 , x2  0.

ww
x1  2 x 2  40 , 3 x1  x2  30, 34 x1  3 x2  60
x1 x2 x1 x 2 x1 x2
   1.....(1)   1...........(2)   1.........(3)
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)

m
Shaded portion is the feasible region and EAHG is the convex polygon. The point G
o
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:
s.c
tabulated.
Corner Value of Z  3x1  5 x 2
A(15 , 0) 300
A(40, 0) 800
Thus ( Z ) MIN
c
H(4 , 18)
G (6, 12)
260
240
 240 when x1  6, x 2  12
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4) Show that the following LPP does not have any feasible solution.
Objective function for maximization:Z = 20x+30y.
Constraints: 3 x  4 y  24 , 7 x  9 y  63, x  0, y  0.
w.

3 x  4 y  24 7 x  9 y  63
x y x y
   1.............(1)   1...........(2)
8 6 9 7
ww
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.

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.
m
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.
o
LPP with all constraints being equalities is called a standard form of LPP.
A minimizing LPP is converted into an equivalent maximization problem. Minimizing
s.c
the given objective function P is equivalent to maximizing –P under the same constraints
and Min.P = -(Max value of –P )
PROBLEMS:
1) Use Simplex method to maximize z= 2x + 4y subject to the constraints

c
3 x  y  22, 2 x  3 y  24, x  0, y  0
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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
2 x  3 y  0.s1  1.s2  24
2 x  4 y  0.s1  0.s2  z is the objective function
Solution by the simplex method is presented in the following table.
w.
NZV x y s1 s2 Qty Ratio

s1 3 1 1 0 22 22/1=22 8 is least, 3 is pivot,
s2 2 3 0 1 24 24/3=8 s2 is replaced by y.
Also 1/3.R2
ww
Indicators -2 -4 0 0 0
(∆)
s1 3 1 1 0 22 R1   R2  R1
y 2/3 1 0 1/3 8
∆ -2 -4 0 0 0 R3  4 R2  R3
s1 7/3 0 1 -1/3 14
y 2/3 0 0 1/3 8
∆ 2/3 0 0 4/3 32 No negative indicators
Thus the maximum value of Z is 32 at x=0 and y=8

2) Use Simplex method to maximize Z =2x + 3y + z subject to the constraints

x  3 y  2 z  11, x  2 y  5 z  19,3 x  y  4 z  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  2 z  1.s1  0.s2  0.s 3  11
m
x  2 y  5 z  0.s1  1.s2  0.s 3  19
3x  y  4 z  0.s1  0.s2  1.s 3  25
2 x  3 y  z  0.s1  0.s2  0.s 3  P is the objective function
o
NZV x y z s1 s2 s3 Qty Ratio
s.c
s1 1 3 2 1 0 0 11 11/3=3.33 3.33 is least, 3 is
s2 1 2 5 0 1 0 19 19/3=9.5 pivot s1 is replaced
3 1 4 0 0 1 35 25/1=25 by y. Also 1/3.R1
s3
Indicators -2 -3 -1 0 0 0 0
(∆)
y
s2
1/3
1
1
2
c 2/3
5
1/3
0
0
1
0
0
11/3
19 R2  2 R1  R2
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s3 3 1 4 0 0 1 25 R3   R1  R3
∆ -2 -3 -1 0 0 0 0 R4  3R1  R4
Y 1/3 1 2/3 1/3 0 0 11/3 11/3÷1/3=11 8 is least, 8/3 is
s2 1/3 0 11/3 -2/3 1 0 35/3 35/3÷1/3=35 pivot s3 is replaced
s3 8/3 0 10/3 -1/3 0 1 64/3 64/3÷8/3=8 by x. Also 3/8.R3
w.
∆ -1 0 1 1 0 0 11
y 1/3 1 2/3 1/3 0 0 11/3 R1  1/ 3R3  R1
s2 1/3 0 11/3 -2/3 1 0 35/3 R2  1/ 3R3  R2
x 1 0 10/8 -1/8 0 3/8 8
∆ -1 0 1 1 0 0 1 R4  R3  R4
ww
y 0 1 1/4 3/8 0 - 1
1/8
s2 0 0 13/4 -5/8 1 - 9
1/8
x 1 0 10/8 -1/8 0 3/8 9
∆ 0 0 9/4 7/8 0 3/8 19 No negative
indicators
Thus the maximum value of P is 19 at x = 8 and y = 1, z = 0

3) Use Simplex method to minimize P =x - 3y + 2z subject to the constraints

3 x  y  2 z  7,  2 x  4 y  12,  4 x  3 y  8 z  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
m
following form.
3x  y  2 z  1.s1  0.s2  0.s 3  7
2 x  4 y  0 z  0.s1  1.s2  0.s 3  12
o
4 x  3 y  8 z  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
s.c
NZV x y z s1 s2 s3 Qty Ratio
s1 3 -1 2 1 0 0 7 7/-1=-7 3 is least, 4 is
s2 -2 4 0 0 1 0 12 12/4=3 pivot s2 is
-4 3 8 0 0 1 10 10/3=3.3 replaced by y.
s3 c Also 1/4.R2
Indicators 1 -3 2 0 0 0 0
vtu
(∆)
s1 3 -1 2 1 0 0 7 R1  R1  R2
y -1/2 1 0 0 1/4 0 3
s3 -4 3 8 0 0 1 10 R3  3R2  R3
∆ 1 -3 2 0 0 0 0 R4  3R2  R4
s1 5/2 0 2 1 1/4 0 10 10÷5/2=4 4 is least, 5/2 is
w.
y -1/2 1 0 0 1/4 0 3 3÷-1/2=-6 pivot, s1 is

s3 -5/2 0 8 0 -3/4 1 1 1÷-5/2=-2/5 replaced by x.
Also 2/5.R1
∆ -1/2 0 2 0 3/4 0 9
x 1 0 4/5 2/5 1/10 0 4
ww
y -1/2 1 0 0 1/4 0 3 R2  1/ 2 R1  R2
s3 -5/2 0 8 0 -3/4 1 1 R3  5 / 2 R1  R3
∆ -1/2 0 2 0 3/4 0 9 R4  1/ 2 R1  R4
x 1 0 4/5 2/5 1/10 0 4
y 0 1 2/5 1/5 3/10 0 5
s3 0 0 10 1 -1/2 1 11
∆ 0 0 12/5 1/5 4/5 0 11 No negative
indicators
Thus the maximum value of P is 19 at x = 8 and y = 1, z = 0

UNIT V
NUMERICAL METHODS - 1
CONTENTS:
m
 Introduction
 Numerical solution of algebraic and transcendental equations
o
s.c
 Regula –falsi method
 Newton –Raphson method
 c
Iterative methods of solution of a system of equation
vtu
 Gauss –Seidel method
 Relaxation method
 Largest eigen value and the corresponding eigen vector by

w.
Rayeigh’s power method

ww

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.
m
Solution of Algebraic and Transcendental Equations:
The equation f(x) = 0 said to be purely algebraic if f(x) is purely a polynomial in x.
o
If f(x) contains some other functions like Trigonometric, Logarithmic, exponential etc.
then f(x) = 0 is called a Transcendental equation.
s.c
Ex: (1) x4 - 7x3 + 3x + 5 = 0 is algebraic
(2) ex - x tan x = 0 is transcendental
Method of false position or Regula-Falsi Method:

This is a method of finding a real root of an equation f(x) = 0 and is slightly an
improvisation of the bisection method.
c
Let x0 and x1 be two points such that f(x0) and f(x1) are opposite in sign.
vtu
w.
ww
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

Now equation of the Chord AB is

f (x1 )  f (x 0 )
y  f (x 0 )  ( x  x 0 ) ...(1)
x1  x 0
When y =0 we get x = x2
x1  x 0
i.e. x 2  x 0  f ( x 0 ) ...(2)
f (x1 )  f (x 0 )
m
Which is the first approximation
If f(x0) and f(x2) are opposite in sign then second approximation
x2  x0
x3  x0  f (x 0 )
f (x 2 )  f (x 0 )
o
This procedure is continued till the root is found with desired accuracy.
Poblems:
s.c
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
c
a root lies between 2 and 3
vtu
Take x0 = 2, x1 = 3
 x0 = 2, x1 = 3
x1  x 0
Now x 2  x 0  f (x 0 )
f (x1 )  f (x 0 )
32
2 (1)
16  1
w.
= 2.0588
f(x2) = f(2.0588) = -0.3908
 Root lies between 2.0588 and 3

Taking x0 = 2.0588 and x1 = 3
ww
f(x0) = -0.3908, f(x1) = 16

x1  x 0
We get x 3  x 0  .f ( x 0 )
f (x1 )  f (x 0 )
0.9412
 2.0588  (0.3908)
16.3908
= 2.0813
f(x3) = f(2.0813) = -0.14680

Taking x0 = 2.0813 and x1 = 3

f(x0) = 0.14680, f(x1) =16
0.9187
x 4  2.0813  (0.14680)  2.0897
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.
m
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
o
Observe
f(0) = 1
s.c
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
x2  x0  .f ( x 0 )
c f (x 1 )  f (x 0 )
1
 0 (1)  0.31467
 3.17798
vtu
f(x2) = f(0.31467) = 0.51987 +ve
x0 = 0.31467, x1 = 1
f(x0) = 0.51987, f(x1) = -2.17798
1  0.31467
x 3  0.31467  (0.51987)  0.44673
 2.17798  0.51987
w.
f(x3) = f(0.44673) = 0.20356 +ve

0.55327
ww
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

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.
m
Let m be a root of f(x) = 0 near a.
 f(m) = 0
We have by Taylor's series
( x  a ) 2 ''
f ( x )  f (a )  ( x  a ) f ' ( a )  f (a )  .....
o
2!
 f (m)  f (a )  (m  a ) f ' (a )  .....
s.c
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  ' c
f (a )
Let a = x0, m = x1
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f (x )
then 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 )
.
.
w.
.
f (x k )
x k 1  x k  is the iterative formula for Newton Raphson Method
f ' (x k )
ww
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
x log e x 1  log e x
We have f ( x )   1.2  f ' ( x ) 
log e 10 log e 10
 log10 e  log10 x

x k log10 x k  1.2
 x k 1  x k 
log10 e  log10 x K
Let x0 = 2.5 (you may choose 2 or 3 also)
2.5 log10 2.5  1.2
x 1  2.5   2.7465
log10 e  log10 2.5
2.7465 log 2.7465  1.2
x 2  2.7465   2.7406
m
log10 e  log10 2.7465
Repeating the procedure
x 3  2.7406
 x  2.7406 is the root of the given equation
o
2.Using Newton's Method, find the real root of xex = 2. Correct to 3 decimal places.
s.c
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
x k 1  x k  k
c
x e xk  2
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( x k  1) e x k
e2
x1  1   0.8678
2e
(0.8678 ) e 0.8678  2
x 2  0.8678   0.8527
(1.8678 ) e 0.8678
(0.8527 ) e 0.8527  2
w.
x 3  0.8527   0.8526
0.8527
(1.8527 ) e
 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.
ww
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
x 2  0.6071   0.6071
3  sin (0.6071)

Since x1 = x2
The desired root is 0.6071
4. Obtain the iterative formula for finding the square root of N and find 41
Answer:
Let x  N
or x2 - N = 0
m
 f(x) = x2 - N
f'(x) = 2x
Now
x2  N
o
x k 1  x k  k
2x k
x N
s.c
 xk  k 
2 2x k
1 N
i.e. x k 1  x k  
2 xk 
To find 41
Observe that 36  41
c
vtu
 Choose x 0  6
1 41
x1  6    6.4166
2 6
1 41 
x 2  6.4166    6.4031
2 6.4166 
1 41 
x 3  6.4031    6.4031
w.
2 6.4031
Since x2 = x3 = 6.4031
The value of 41  6.4031
5. Obtain an iterative formula for finding the p-th root of N and hence find (10)1/3
ww
correct to 3 decimal places.

Answer:
Let xp = N
or xp - N = 0
Let f(x) = xp - N
f ' ( x )  px p 1
x pk  N
Now x k 1  x k 
px pk1
Observe that 8 < 10

 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 )
(2.1666) 3  10
m
x 2  2.1666   2.1545
3(2.1666) 2
(2.1545) 3  10
x 3  2.1545   2.1544
3 (2.1545) 2
o
 (10)1 / 3  2.1544
s.c
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 c
f'(x) = -px -p - 1
Now
vtu
p
xk  N
x k 1  x k 
 p 1
p xk
1
sin ce (32)1 / 5   0.5
2
We use x0 = 0.5, p = 5, N = 30
(0.5) 5  30
w.
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
ww
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

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)
x= 1 [ 17- y +2z ]
m
20
y = 1 [-18-3x + z ] ………… (2)
20
o
z = 1 [25 –2x + 3y ]
20
s.c
Let the initial approximations to the solution of the system (A) be
x  0, y  0, z  0
(0) (0) (0)
First Iteration:Using ( 2 )
x  (1)
c 1 [ 17- y ( 0 ) +2z
(0)
]
20
x  1 [ 17- 0 + 2(0) ] = 0.8500
(1)
vtu
20
y
(1)
= 1 [-18-3x ( 1 ) +z
(0)
]
20
(1)
1 [ -18-3(0.8500 ) + 0 ]
w.
y = = -1.0275
20
(1) (1) (1)
z = 1 [25 –2x + 3y ]
ww
20
(1)
z = 1 [25 –2(0.8500) + 3(- 1.0275)]
20
= 1.0109
Second Iteration: Usining ( 2 )
x  (2)
1 [ 17- y ( 1 ) +2z
(1)
]
20

x  1 [ 17- (-10275) + 2(1.0109 ) ]

(2)
20
= 1.0025
y
(2)
= 1 [-18-3x ( 2 ) +z
(1)
]
20
m
y
(2)
= 1 [ -18-3(1.0025 ) + 1.0109 ]
20
= - 0.99928
o
z
(2)
= 1 [25 –2x ( 2 ) + 3y
(2)
]
s.c
20
(2)
z = 1 [25 –2(1.0025) + 3(- 0.99928)]
20
= 0.9998 c
vtu
Third Iteration: Usining ( 2 )
x  1 [ 17- y
( 3) (2)
+2z
(2)
]
20
x  ( 3)
1 [ 17- (- 0.99928)+ 2(0.9998) ]
20
w.
= 1.0000
(3) (3) (2)

y = 1 [-18-3x +z ]
ww
20
(3)
y = 1 [ -18-3(1.0000) +0.9998 ]
20
= -1.0000

z
(3)
= 1 [25 –2x ( 3 ) + 3y
(3)
]
20

(3)
z = 1 [25 –2(1.00) + 3(-1.0000)]
20
= 1.0000
Answer after three iterations
m
x =1.000, y = -1.0000 and z = 1.000
2) Use Gauss-Seidal iteration method to solve
o
the following system of equations.
x + y +54z=110
27x +6 y - z = 85 …………(A)
s.c
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
dominant.

c
The above system equations is arranged such that, the system is diagonally
vtu
System (B) x = 1 [ 85-6 y +z ]
27
y = 1 [72-6x -2z ] (C)
15
z = 1 [110 –x -y ]
w.
54
Let the initial approximations to the solution of the system (A) be
x  1, y  0, z
(0) (0) (0)
0
ww
First Iteration:Using ( C )
x (1)
1 [ 85-6 y (0)
+z
(0)
]
27
x (1)
1 [ 85- 6 (0) +0] =3.148148
27

y
(1)
=
1 [72- 6x (1)
-2 z
(0)
] y
(1)
= 1 [72- 6(3.148148) -2 (0) ]
15 15
=3.54074
(1) (1) (1)
z = 1 [110 –x -y ]
54
m
z
(1)
= 1 [110 –3.148148 -3.54074 ]=1.913168
54
o
Second Iteration: Usining ( C )
x 
(2)
1 [ 85-6 y ( 1 ) +z
(1)
]
s.c
27
x  1 [ 85- 6 (3.54074) +1.913168]
(2)
27
=2.432175
c
vtu
(2) (2) (1)
y = 1 [72- 6x -2 z ]
15
(2)
y = 1 [72- 6(2.432175) -2( 1.913168) ]
15
= 3.57204
w.
(2) (2) (2)

z = 1 [110 –x -y ]
54
(2)
z = 1 [110 –2.432175 -3.57204 ]
ww
54
=1.925837
ert45t
Third Iteration: Usining ( C )
x  1 [ 85-6 y
( 3) (2)
+z
(2)
]
27

x  1 [ 85- 6 (3.57204) +2(1.925837)]

( 3)
27
=2.425689
(3) (3) (2)

1 [72- 6x
m
y = -2 z ]
15
(3)
y = 1 [72- 6(2.425689) -2( 1.913168) ]
o
15
=3.57313
(3) (2) (2)
s.c
z = 1 [110 –x -y ]
54
(3)
z = 1 [110 –2.432175 -3.57204 ]
54
=1.925947 c
Answer after three iterations
vtu
x =2.425689, y = 3.57313 and z =
RELAXATION METHOD:
The method is illustrated for the following diagonally dominant system of three
w.
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
ww
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.

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.
m
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
o
When the system does not possess exact solution, we need to continue the process b y
s.c
magnifying the prevailing residuals on multiplication with 10. Later we divide by 10
to obtain the solution correct to one decimal place.
The process will be contined to meet the requirement of the solution to the desired
accuracy.
PROBLEMS:
c
1) Solve the following system of equations by relaxation method.
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12 x1  x2  x3  31
2 x1  8 x2  x3  24
3 x1  4 x2  10 x3  58
Solution:
The given system of equations are diagonally dominant.
Let R1  12 x1  x2  x3  31
w.
R2  2 x1  8 x2  x3  24 be the residuals.
R3  3 x1  4 x2  10 x3  58,
Let x1 , x2 , x3 respectively represent the increments for x1 , x2 , x3 in the following
ww
relaxation table.
x1 x2 x3 R1 R2 R3

0 0 0 -31 -24 -58
0 0 6 -25 -30 2
0 4 0 -21 2 18
2 0 0 3 6 24
0 0 -2 1 8 4
0 -1 0 0 0 0

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.
m
10 x  2 y  3 z  205
2 x  10 y  2 z  154
2 x  y  10 z  120
o
Solution:
The given system of equations are diagonally dominant.
s.c
Let R1  10 x  2 y  3z  205
R2  2 x  10 y  2 z  154 be the residuals.
R3  2 x  y  10 z  120,
Let x, y, z respectively represent the increments for x, y, z in the following
c
relaxation table.
vtu
x y z R1 R2 R3
0 0 0 -205 -154 -120
21 0 0 5 -196 -162
0 20 0 -35 4 -182
0 0 18 -89 -32 -2
9 0 0 1 -50 -20
w.
0 5 0 -9 0 25
0 0 3 -18 -6 5
2 0 0 2 -10 1
0 1 0 0 0 0
ww
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.
Rayleigh’s power method:

Given square matrix A, if there exist a scalar λ and a non zero column matrix X, such that
AX = λ X, then λ is called an eigen value of A and X is called an eigen vector of A
corresponding to an eigen value λ.

Rayleigh’s 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.
m
1
 We take out the largest element as the common factor to obtain AX 0   1 X .
1 1  2
 We then find AX and again put in the form AX    2 X by normalization.
 The iterative process is continued till two consecutive iterative values of λ and X
o
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.
s.c
Problems:
1) Using the Power method find the largest eigen value and the corresponding eigen
vector starting with the given initial vector.
2 0 1  c
0 2 0 given 1 0 0T
 
vtu
1 0 2
 2 0 1  1   2  1 
Solution : AX   0 2 0  0    0   2  0      X  
 0       1 1
1 0 2  0  1  0.5

 2 0 1   1   2.5 1 
AX   0 2 0   0    0   2.5  0     2 X  2
1      
w.
1 0 2  0.5  2   0.8

 2 0 1   1   2.8  1 
AX   0 2 0   0    0   2.8  0     3 X 3
 2      
ww
1 0 2  0.8  2.6 0.93

2 0 1   1   2.93  1 
AX   0
 3
2 0   0    0   2.93  0     4 X  4
    
1 0 2   0.93  2.86   0.98
2 0 1   1   2.98  1 
 4 
AX   0 2 0   0    0   2.98  0    5 X 5
    
1 0 2  0.98  2.96 0.99 
m
 2 0 1   1   2.99  1 
AX   0 2 0   0    0   2.99  0     6 X  6
 5      
1 0 2   0.99  2.98 0.997 
o
 2 0 1   1   2.997   1 
AX     0 2 0   0    0   2.997  0     7  X  7 
6       
s.c
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]’
2) Using the Power method find the largest eigen value and the
 4 1  1
 2 3  1
c
corresponding eigen vector starting with the given initial vector.
given 1 0.8  0.8

vtu
T
 
 2 1 5 
4 1 1  1   5.6   1 
 0 
1  0.8    5.2   5.6  0.93      X  
     1 1
Solution : AX   2 3
 2 1 5   0.8  5.2   0.93
1  1   5.86 
w.
4 1  1 
AX   2 3
1
1  0.93    5.72   5.86  0.98     2 X  2
    
 2 1 5   0.93  5.72   0.98

4 1 1  1   5.96   1 
 2 
AX   2 3 1  0.98    5.92   5.96  0.99    3 X 3
    
ww
 2 1 5   0.98  5.92   0.99

 4 1 1  1   5.98   1 
AX    2 3 1  0.99    5.96   5.98  0.997      X  
      
3 4 4
 2 1 5   0.99   5.96   0.997 

 4 1 1  1   5.994   1 
AX  4       
  2 3 1  0.997    5.988   5.994  0.999    5 X  5
 2 1 5   0.997   5.988  0.999 

Thus after five iterations the numerically largest eigen value is 5.994 and corresponding
eigen vector is [1, 0.999, -0,999]’
o m
c UNIT VI
s.c
vtu
NUMERICAL METHOD -2
CONTENTS:
 Introduction
w.
 Finite difference:
Forward and Backward difference

ww
 Newtons forward and backward interpolation formula
 Newtons divided difference formula
 Lagranges interpolation formula
 Numerical integration

o m
s.c
NUMERICAL METHODS-2
Finite Differences c
Let y = f(x) be represented by a table
vtu
x: x0 x1 x2 x3 …. xn
y: y0 y1 y2 y3 … yn
where x0, x1,x2….xn are equidistant. (x1 - x0 = x2 - x1 = x3 - x2 =….=xn - xn-1 = h)
We now define the following operators called the difference operators.
w.
Forward difference operator (∆)

f ( x )  f ( x  h )  f ( x )
ww
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

Now 2 y 0  (y 0 )  ( y1  y 0 )
 y1  y 0  ( y 2  y1 )  ( y1  y 0 )
 y 2  2 y1  y 0
||| ly 2 y1  y 3  2 y 2  y1
m
2 y r  y r  2  2 y r 1  y r
Note : 3 y 0  y 3  3y 2  3y1  y 0
o
 k y r  y r  k  k C1 y r  k 1  k C 2 y r  k  2  ....  (1) k C r
s.c
Difference Table
x y y 2y 3y 4y 5y
x0 y0
y0
x1 y1 2y0
c
vtu
y1 3y0
x2 y2 2y1 4y0
y2 3y0
x3 y3 2y2
w.
y3
x4 y4
y 0 , 2 y 0 , 3 y 0 ,....are called the leading differences.

ww
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 y  2 3 4 5
10 19.97
1.54

15 21.51 -0.58
0.96 0.67
20 22.47 0.09 -0.68
1.05 -0.01 0.72
25 23.52 0.08 0.04
1.13 0.03
m
30 24.65 0.11
1.24
35 25.89
o
f (10)  1.54, 2 f (10)   0.58, 3 f (20)  0.03, 4 f (15)  0.04
Note: The nth differences of a polynomial of n the degree are constant.
s.c
Backward difference operator ()
Let y = f(x)
We define f(x) = f(x) - f(x - h)
i.e. y1 c
= y1 - y0 = ∆ y0
y2 = y2 - y1 = ∆ y1
vtu
y3 = y3 - y2 = ∆ y2
'
'
yn = yn - yn-1 = ∆ yn - 1
 y r  y r  y r 1  y r 1
w.
Note:
1.  f(x + h) = f(x + h) - f(x) = ∆ f(x)
2. 2 f(x + 2h) = (f(x + 2h))
ww
=  {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)

Backward difference table

x y y 2y 3y
X0 y0
y1
X1 y1 2y2
m
y2 3y3
X2 y2 2y3
y3
o
X3 y3
s.c
1. Form the difference table for
x 40 50 60 70 80 90
y 184 c 204
and find y (30), 2y (70), 5y (90)
226 250 276 304
vtu
Soln:
x y y 2y 3y 4y 5y
40 184
20
w.
50 204 2
22 0
60 226 2 0
24 0 0
ww
70 250 2 0
26 0
80 276 2
28
90 304
y (80) = 26, 2y (70) = 2, 5y (90) = 0
2. Given

x 0 1 2 3 4
f(x) 4 12 32 76 156
Construct the difference table and write the values of f (4), 2f (4), 3f (3)
x y y 2y 3y
0 4
m
8
1 12 12
20 12
o
2 32 24
s.c
44 12
3 76 36
80
4 156
c
3) Find the missing term from the table:
vtu
x 0 1 2 3 4
y 1 3 9 - 81
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.
w.
x y y 2y 3y 4y

0 1 2
1 3 6 4
ww
2 9 a-9 a - 15 a - 19 -4a + 124

3 a 81 - a 81 - a -3a +105
4 81
Put 4y = 0 (assuming f(x) its be a polynomial of degree 3)

i.e., -4a + 124 = 0
a = 31

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
x u u 2u 3u
x1 8
m
x2 a a-8 -2a + 72 b + 3a - 200
x3 64 64 - a b + a - 128 -3b - a + 408
o
x4 b b - 64 -2b + 280
x5 216 216 -b
s.c
We carryout upto the stage where we get two entries ( 2 unknowns) and equate each of
those entries to zero. (Assuming) to be a polynomial of degree 2.
b + 3a - 200 = 0
c
-3b - a + 408 = 0 We get a = 24 b = 128
vtu
Interpolation:
The word interpolation denotes the method of computing the value of the function y =
f(x) for any given value of x when a set (x0, y0), (x1, y1),…(xn, yn) are given.
w.
Note:
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.
ww
u (u  1) 2 u (u  1) (u  2) 3
( x )  y 0  u y 0   y0   y 0  ....
2! 3!
u (u  1) (u  2) ...(u  n  1) n
  y0
n!
is called the Newton Gregory forward difference formula

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
which come after the value chosen as y0.
o m
s.c
Problems:
1) The table gives the distances in nautical miles of the visible horizon for the given
c
heights in feet above the earths surface.
vtu
x = height 100 150 200 250 300 350 400
y = distance 10.63 13.03 15.04 16.81 18.42 19.90 21.27
Find the values of y when i) x = 120, ii) y =218

Solution:
w.
x y  2 3 4 5 6
100 10.63
2.40
150 13.03 -0.39
2.01 0.15
ww
200 15.04 -0.24 -0.07

1.77 0.08 0.02
250 16.81 -0.16 -0.05 0.02
1.61 0.03 0.04
300 18.42 -0.13 -0.01
1.48 0.02
350 19.90 -0.11
1.37
400 21.27

Choose x0 = 100
120  100
i) x  120, u   0.4
50
0.4 (0.4)(0.4  1)
f (120 )  10.63  (2.40)  (0.39)
1! 2!
m
(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!
o
(0.4) (0.4  1) (0.4  2) (0.4  3) (0.4  4)
 (0.02)
s.c
5!
(0.4) (0.4  1) (0.4  2) (0.4  3) (0.4  4) (0.4  5)
 (0.02)  11.649
6!
218  200 18
ii) Let x = 218, x0 = 200, u  c   0.36
50 50
0.36 (0.64)
f (218)  15.04  0.36(1.77 )  (0.16)
vtu
2
0.36 (0.64) (1.64)
 (0.03)  ...
6
= 15.7
w.
2) Find the value of f(1.85).

x y y  2y  3y  4y  5y  6y
1.7 5.474
0.575
ww
1.8 6.049 0.062

0.637 0.004
1.9 6.686 0.066 0.004
0.703 0.008 -0.004
2.0 7.389 0.074 0 0.004
0.777 0.008 0
2.1 8.166 0.082 0
0.859 0.008
2.2 9.025 0.090
0.949
23 9.974

x  x 0 1.85  1.8
Choose x 0  1.8, x  1.85 u    0.5
h 0 .1
(0.5)(0.5)
f (1.85)  6.049  (0.5) (0.637 )  (0.066)
2
(0.5)(0.5) (1.5)
 (0.008)
m
6
 6.049  0.3185 - 0.0008  0.0005
= 6.359
o
s.c
3) Given sin 45o = 0.7071, sin 50o = 0.7660, sin 55o =0.8192, sin 60o = 0.8660.
Find sin 48o.
x y  2 3
45 0.7071
0.589
c
vtu
50 0.7660 -0.0057
0.0532 0.0007
55 0.8192 -0.0064
0.0468
w.
60 0.8660
x  x0
x  48, x 0  45; h  5 u   0.6
h
sin 48 o  0.7071  (0.6) (0.0589)

ww
(0.6)(0.4) (0.6) ( 0.4) (1.4)

 (0.0057)  (0.0007)  0.7431
2 6
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 0 - 40 41 - 50 51 - 60 61 -70 71 - 80
No. of students 31 42 51 35 31

x y  2 3 4
40 31
42
50 73 9
51 -25
m
60 124 -16 37
35 12
70 159 -4
o
31
s.c
80 190
(0.5) (0.5) 9 (0.5) (0.5) (1.5) ( 25)
f (45)  31  (0.5) (42)  
2 3!
(0.5) (0.5) (1.5) (2.5)
 (37)  47.8672  48
4!
c
f(45) - f(40) = 70 = Number of students who have scored between 41 and 45.
vtu
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)
y  2 3
x
0 1
w.
-1
1 0 2
1 6
2 1 8
ww
9
3 10
x0
u x
1
x ( x  1) x ( x  1) ( x  2)
f ( x )  1  x ( 1)  ( 2)  6  x 3  2x 2  1
2! 3!
6) Find the interpolating polynomial for the following data:

x: 0 1 2 3 4
f(x) : 3 6 11 18 27
x y  2 3 4
0 3
3
m
1 6 2
5 0
2 11 2 0
7 0
o
3 18 2
9
s.c
4 27
x0
u x
1
x ( x  1) x ( x  1)
f ( x )  3  x (3)  ( 2)  (0)  3  2x  x 2
2 x!
c
Newton Gregory Backward Interpolation formula
vtu
u (u  1) 2 u (u  1) (u  2) 3
y  y n  u y n   yn   y n  ....
2! 3!
x  xn
where u 
w.
1) The values of tan x are given for values of x in the following table. Estimate
tan (0.26)
ww
x 0.10 0.15 0.20 0.25 0.30

y 0.1003 0.1511 0.2027 0.2553 0.3093
x y  2 3 4
0.10 0.1003
0.0508
0.15 0.1511 0.0008

0.0516 0.0002
0.20 0.2027 0.0010 0.0002
0.0526 0.0004
0.25 0.2553 0.0014
0.0540
0.30 0.3093
m
0.26  0.3
u   0.8
0.05
(0.8) (0.8) (0.2) (1.2)
f (0.26)  0.3093  (0.8)(0.054)  (0.2) (0.0014)  (0.0004)  0.2659
o
2 6
s.c
2) The deflection d measured at various distances x from one end of a cantilever is
given by the following table. Find d when x = 0.95
0.95  1
u  0.25 d  0.3308 when x  0.95
0 .2
x
0
d
0

c 2 3 4 5
vtu
0.0347
0.2 0.0347 0.0479
0.0826 -0.0318
0.4 0.1173 0.0161 0.0003
0.0987 -0.0321 -0.0003
0.6 0.2160 -0.016 0
0.0827 -0.032
w.
0.8 0.2987 -0.0481

0.0346
1.0 0.3333
ww
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 y y  2y  3y  4y
80 5026
648

85 5674 40
688 -2
90 6362 38 4
726 2
95 7088 40
766
100 7854
m
Answer:
x  xn
u  0.4
n
o
y = 7542
s.c
4) Find the interpolating polynomial which approximates the following data.
x 0 1 2 3 4
y -5 -10 -9 4 35
x
0
y
-5

c 2 3 4
vtu
-5
1 -10 6
1 6
2 -9 12 0
13 6
3 4 18
31
w.
4 35
x4
u
1
ww
18 ( x  4) ( x  3) ( x  2) (6)
f ( x )  35  ( x  4) (31)  ( x  4) ( x  3) 
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.

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 (x1 )
m
( 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 )
o
( x  x 0 ) ( x  x 1 ) ( x  x 2 )...( x  x n 1 )
 f ( x n ) is known as the lagrange's
( x n  x 0 ) ( x n  x 1 ) ( x n  x 2 )...( x n  x n 1 )
s.c
interpolation formula
ii) Divided differences ()
f ( x 0 )  y 0 
y1  y 0
x1  x 0
c
 [ x 0 , x1 ]
vtu
y 2  y1
y1   [x 2 , x1 ]
x 2  x1
y n  y n 1
y n 1   [ x n 1 , x n ]
x n  x n 1
w.
second divided difference

y1  y 0
2 f ( x 0 )  2 y 0 
x2  x0
ww
[x 2 , x 1 ]  [x1 , x 0 ]
  [x 0 , x1 , x 2 ]
x2  x0
y 2  y1 [ x 3 , x 2 ]  [ x 2 , x 1 ]
||ly 2 y1    [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

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  x 1 ) ...( x  x n ) n y 0
is called the Newton's divided difference formula.
m
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
o
where as finding the value of x for a given y is called inverse interpolation.
s.c
Since Lagrange's formula is only a relation between x and y we can obtain the inverse
interpolation formula just by interchanging x and y.
x 
c
( y  y1 ) ( y  y 2 )....( y  y n )
( y 0  y1 ) ( y 0  y 2 )...( y 0  y n )
.x 0
vtu
( 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 )
w.
is the Lagranges formula for inverse interpolation
1) The following table gives the values of x and y

ww
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
( y  y1 ) ( y  y 2 ) ( y  y 3 ) ( y  y 4 ) ( y  y 5 )
x x0
( y 0  y1 ) ( y 0  y 2 ) ( y 0  y 3 ) ( y 0  y 4 ) ( y 0  y 5 )

( 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
o m
2) Given the values
x: 5 7 11 13 17
s.c
f(x) : 150 392 1452 2366 5202
Evaluate f(9) using (i) Lagrange's formula (ii) Newton's divided difference formula.
i) Lagranges formula
c
vtu
(9  7) (9  11) (9  13) (9  17) (9  5) (9  11) (9  13) (9  17)
f (9)  (150)  .392
(5  7) (5  11) (5  13) (5  17) (7  5) (7  11) (7  13) (7  17)
(9  5) (9  7) (9  13) (9  17) (9  5) (9  7) (9  11) (9  17)

 (1452)  (2366)
(11  5) (11  7) (11  13) (11  17) (13  5) (13  7) (13  11) (13  17)
w.
(9  5) (9  7) (9  11) (9  13)
 (5202)  810
(17  5) (17  7) (17  11) (17  13)
f(9) = 810
ww
ii)
5 150
121
7 392 24
265 1
11 1452 32 0

457 1
13 2366 42
709
17 5202
m
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
o
value of y when x = 10.
x: 5 6 9 11
s.c
y: 12 13 14 16
i) Lagranges formula
(10  6) (10  9) (10  11) (10  5)(10  9)(10  11)
y  f (10)   12   13
(5  6) (5  9) (5  11)
c (6  5)(6  9)(6  11)
(10  5)(10  6)(10  11) (10  5)(10  6)(10  9)

  14   16
vtu
(9  5)(9  6)(9  11) (11  5)(11  6)(11  9)
44

3
ii)Divided difference
x y  2 3
w.
5 12
1
6 13 2 / 3 1
 
4 6
ww
1 2 1 27

3 15 6  90  3 / 10  1
11  5 6 6 20
9 14 2/3 2

5 15
2
1
2
11 16

 1  1 
f (10)  12  (10  5)  (10  5)(10  6).    (10  5)(10  6)(10  9)  
 6  20 
44

m
3
o
4) If y(1) = -3, y(3) = 9, y(4) =30, y(6) = 132 find the lagranges interpolating
polynomial that takes the same values as y at the given points.
s.c
Given:
x 1 3 4 6
y -3 9 30 132
f (x) 
c
( x  3) ( x  4) ( x  6)
(1  3)(1  4)(1  6)
. (3) 
( x  1)( x  4)( x  6)
(3  1)(3  4)(3  6)
.9
vtu
( 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)
= x3 - 3x2 + 5x - 6
5) Find the interpolating polynomial using Newton divided difference formula for
w.
the following data:

x 0 1 2 5
y 2 3 12 147
ww
x y  2 3
0 2
1
1 3 4
9 1
2 12 9

45
5 147
F(x) = 2 + (x - 0)(1) + (x - 0) (x - 1) (4) + (x - 0) (x - 1) (x - 2) 1

= x3 + x2 - x + 2
o m
Numerical Integration:-
b
To find the value of I   y dx numerically given the set of values ( xi , y i ) ,
s.c
a
i  0,1,2,..., n at regular intervals.

(i) Simpson’s one third rule:-
h
I   y0  y n   4 y1  y3  .....  y n1   2 y 2  y 4  .....  y n2 
3 c
when n is even.
vtu
(ii) Simpson’s three-eighth rule:-
3h
I  y 0  y n   3 y1  y 2  y 4  y5  ....  y n1   2 y3  y6  .....  y n3 
8
when n is a multiple of 3.
(iii) Weddle’s rule:-

w.
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:
ww
rd 1
1 dx
1) Using Simpson’s rule evaluate  by dividing the interval 0 , 1 into
0 1 x
2
3
4 equal sub intervals and hence find the value of  correct to four decimal
places.
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

1
By data y 
1  x2
Now we have the following table
x 0 1/4 1/2 3/4 1
1
y 1 16/17 4/5 16/25 1/2
1  x2
y0 y1 y2 y3 y4
m
rd
1
Simpson’s rule for n = 4 is given by
3
b
h
 ydx  3  y  y4   4  y1  y3   2  y2  
o
0
a
1
1 1/ 4  1   16 16  4
 dx  1    4     2.   0.7854
s.c
1 x 2 
3  2   17 25  5
0
1
1
Thus  1 x
0
2
dx  0.7854
To deduce the value of π: We perform theoretical integration and equate the

resulting value to the numerical value obtained.
c
1
1 1 
 dx  
 tan 1
x 
  tan 1 (1)  tan 1 (0) 
1 x 2 0 4
vtu
0

We must have,  0.7854    4(0.7854)  3.1416
4
Thus   3.1416
2) Given that
w.
x 4 4.2 4.4 4.6 4.8 5 5.2

log x 1.3863 1.4351 1.4816 1.5261 1.5686 1.6094 1.6487
5.2 th
3
Evaluate  log x dx using Simpson’s
4
8
rule
ww
th
3
Solution: Simpson’s rule for n = 6 is given by
8

b
3h
 ydx   y0  y6   3  y1  y2  y4  y5   2  y3  
a
8 
5.2
3(0.2)
 log xdx  1.3863  1.6487   3 1.4351  1.4816  1.5686  1.6094   2 1.5261 
8 
e
4
5.2
 log e xdx  1.8279
m
4
1
xdx
3) Using Weddle’s rule evaluate  1 x 2
by taking seven ordinates and hence
o
0
find loge2
Solution: Let us divide [0,1] into 6 equal strips ( since seven ordinates)
s.c
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 c
Now we have the following table
x 0 1/6 1/3 1/2 2/3 5/6 1
vtu
x 0 6/37 3/10 2/5 6/13 30/61 1/2
y
1 x 2
y0 y1 y2 y3 y4 y5 y6
Weddle’s rule for n = 6 is given by

b
3h
a ydx  10  y0  5 y1  y2  6 y3  y4  5 y5  y6 
w.
1
x 3(1/ 6)
 1 x 2
dx   0  5(6 / 37)  3 /10  6(2 / 5)  6 /13  5(30 / 61)  1/ 2
0
10
1
x
ww
 1 x
0
2
dx  0.3466
To deduce the value of loge2: We perform theoretical integration and equate the
resulting value to the numerical value obtained.

1 1
x 1  1 1
 dx  log e (1  x 2 )   log e 2  log e 1
0
1 x 2
2 0 2 2
1
x 1
Hence  1 x
0
2
dx 
2
log e 2
1
We must have, log e 2  0.3466  log e 2  2(0.3466)  0.6932
m
2
Thus log e 2  0.6932
o
c s.c
vtu
UNIT VII
NUMERICAL METHODS -3
w.
CONTENTS:
 Numerical solution of PDE
ww
 Finite difference approximation to derivatives
 Numerical solution of
 One dimensional wave equation

 One dimensional heat equation
 Two dimensional Laplace’s equation
o m
c s.c
vtu
UNIT-VII
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
w.
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
ww
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
1 One dimensional wave C2 0 -1 4C2>0 Hyperbolic
equationc2uxx-utt=0
2 One dimensional heat C2 0 0 0 parabolic
2
equationc uxx-ut=0
3 two dimensional 1 0 C2 -4<0 elliptic
Laplace’sequationuxx+uyy=0

Numerical solution of a PDE

Consider a rectangular region in the x—y 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
m
points or grid points.
o
c s.c
We write u(x,y) =u(ih,jk) and the finite difference approximation for the the partial
derivatives are put in the modified form
vtu
1
u x  ui 1, j  ui , j 
h
1
u y  ui , j  ui 1, j 
h
1
ux  ui 1, j  ui 1, j 
2h 
1
w.
u y  ui , j 1  ui , j 
k
1
u y  ui , j  ui , j 1 
k
1
uy  ui , j 1  ui , j 1 
2k 
ww
1
u xx  2 ui 1, j  2ui , j  ui 1, j 
h
1
u yy  2 ui , 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

3) Two dimensional laplaceequation
Numerical solution of the one dimensional wave equation

We seek the numerical solution of the wave equation
c 2uxx  utt .................................(1)
Subject to the boundary conditions
u(0,t)=0………………………(2)
m
u(l,t)=0……………………….(3)
and the initial conditions
u(x,0)=f(x)……………………(4)
ut(x,0)=0……………………(5)
o
We shall substitute the finite difference approximation for the partial derivatives
present in (1)
s.c
1 1
c 2 . 2 ui 1, j  2ui , j  ui 1, j   2 ui , j 1  2ui , j  ui , j 1 
h k
2
h
c 2 ui 1, j  2ui , j  ui 1, j   2 ui , j 1  2ui , j  ui , j 1 
k
Taking k/h=  we have c

c 2  2 ui 1, j  2ui , j  ui 1, j   ui , j 1  2ui , j  ui , j 1 
vtu
ui , j 1  2 1  c 2  2  ui , j  c 2  2 ui 1, j  ui 1, j   ui , j 1 ………………..(6)
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 
w.
h  h c
Thus (6) reduces to the form
ui , j 1 = ui 1, j  ui 1, j  ui , j 1
ww
This is called the explicit formula for the solution of wave equation.
Examples
 2u  2u
1.Solve the wave equation  4 subject to u=(0,t) =0,u(4,t)=0,ut(x,0)=0
t 2 x 2
and u(x,0)=x(4-x) by taking h=1,k=0.5 upto four steps
Soln: Below is the initial table wherein the first and last column are zero since
(0,t)=0=u(4,t)

o m
Now consider u(x,0)=x(4-x)
u1,0  u (1, 0)  3; u2,0  u (2,0)  4; u3,0  3
1
s.c
ui 1,0  ui 1,0 
ui ,1 
2
1 1
u1,1  u0,0  u2,0    0  4   2
2 2
Next consider 1 1
u2,1  u1,0  u3,0    3  3  3
2 2
1 c 1
u1,1  u0,0  u4,0    4  0   2
2 2
vtu
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 
u1,2  u0,1  u2,1  u1,0  0  3  3  0

w.
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

ww
u1,3  u0,2  u2,2  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

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
m
t⁄ x 0 1 2 3 4
0 0 3 4 3 0
0.5 0 2 3 2 0
o
1 0 0 0 0 0
1.5 0 -2 -3 -2 0
s.c
2 0 -3 -4 -3 0
 2u  2u
2. Solve  given that u(x,0) =0; u(0,t)=0 ut(x,0)=0 and u(l,t)=100sin(πt)
t 2 x 2
in the range 0≤t≤1 by taking h=1/4
c
Soln: Comparing the wave equation c2uxx = utt with the equation uxx= utt we have
vtu
c2=1 or c=1
By data h=1/4,k=h/c=1/4
w.
ww
We have seen that the condition ut(x,0)=0 will lead us to the formula
1
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  u3,0    0  0   0
2 2
1 1
u3,1  u2,0  u4,0    0  0   0
2 2

1
u4,1  u3,0  u5,0 
2
Hence
u4,1 = u  x4 , t1   u (1,1/ 4)  100sin( / 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
m
ui , j 1  ui 1, j  ui 1, j  ui , j 1 
u1,2  u0,1  u2,1  u1,0  0
u2,2  u1,1  u3,1  u2,0  0
o
u3,2  u2,1  u4,1  u3,0  70.7
u4,2  u3,1  u5,1  u4,0 is inapplicable
s.c
u4,2  u  x4 , t2   u (1,1/ 2)  100sin( / 2)  100
(Third row of the table is completed)
u1,3  u0,2  u2,2  u1,1  0
u2,3  u1,2  u3,2  u2,1  70.7

c
u3,3  u2,2  u4,2  u3,1  100
vtu
u4,3  u  x4 , t3   u (1,3 / 4)  100sin(3 / 4)  70.7
(Fourth row of the table is completed)
u1,4  u0,3  u2,3  u1,2  70.7
u2,4  u1,3  u3,3  u2,2  100

w.
u3,4  u2,3  u4,3  u3,2  70.7

u4,4  u  x4 , t4   u (1,1)  100sin( )  0
(Last row is completed)
ww
t⁄ x 0 1/4 1/2 3/4 1
0 0 0 0 0 0
0.25 0 0 0 0 70.7
0.5 0 0 0 70.7 100
.75 0 0 70.7 100 70.7
1 0 70.7 100 70.7 0
Numerical solution of the one dimensional heat equation

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
m
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 ui 1, j  2ui , j  ui 1, j 
o
k h
2
kc
ui , j 1  ui , j   2 ui 1, j  2ui , j  ui 1, j 
h
s.c
2
kc
Taking 2 =a the above equation becomes
h
ui , j 1   ui , j  aui 1, j  2aui , j  aui 1, j 
ui , j 1    aui 1, j  (1  2a )ui , j  aui 1, j  …………………….(5)
c
This is called Schmidt explicit formula valid for 0<a<1/2
For convenience let us set 1-2a=0 or a=1/2
vtu
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
w.
 2u u
1) Find the numerical solution of the parabolic equation 2
x 2
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
ww
given equation can be put in the form ut=(1/2)uxx

2 h2
c =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)

Now we consider the relation

1
ui , j 1  ui 1, j  ui 1, j 
2
o m
c s.c
vtu
In particular
1
ui ,1  ui 1,0  ui 1,0 
2
1 1
u1,1  u0,0  u2,0    0  4   2
2 2
1 1
u2,1  u1,0  u3,0    3  3  3
w.
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 
ww
2
1 1
u1,2  u0,1  u2,1    0  3  1.5
2 2
1 1
u2,2  u1,1  u3,1    2  2   2
2 2
1 1
u3,2  u2,1  u4,1    3  0   1.5
2 2
(The third row in the table is completed)
1
Again ui ,3  ui 1,3  ui 1,2 
2

1 1
u1,3  u0,2  u2,2    0  2   1
2 2
1 1
u2,3  u1,2  u3,2   1.5  1.5  1.5
2 2
1 1
u3,3  u2,2  u4,2    2  0   1
2 2
(Fourth row in the table is completed)
m
1
Again ui ,4  ui 1,3  ui 1,3 
2
1 1
u1,4  u0,3  u2,3    0  1.5  0.75
o
2 2
1 1
u2,4  u1,3  u3,3   1  1  1
2 2
s.c
1 1
u3,4  u2,3  u4,3   1.5  0   0.75
2 2
(Fifth row in the table is completed)
1
Again ui ,5  ui 1,4  ui 1,4 
2
1 c 1
u1,5  u0,4  u2,4    0  1  0.5
2 2
vtu
1 1
u2,5  u1,4  u3,4    0.75  0.75  0.75
2 2
1 1
u3,5  u2,4  u4,4   1  0   0.5
2 2
He last row in the table is completed)
w.
t⁄ x 0 1 2 3 4
0 0 3 4 3 0
1 0 2 03 2 0
2 0 1.5 02 1.5 0
ww
3 0 1 701.5.7 1 0
4 0 0.75 1001 0.75 0
5 0 0.5 0.75 0.5 0
Numerical solution of the Laplace’s equation in two dimensions

Laplace’s equation in two dimensions is
 2u  2 u
 0
x 2 y 2

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.
o m
We shall substitute the finite difference approximation for the partial derivatives
,hence we have
s.c
1 1
u
2  i 1, j
 2ui , j  ui 1, j   2 ui , j 1  2ui , j  ui , j 1   0
h h
ui 1, j  ui 1, j  ui , j 1  ui , j 1   4ui , j
1
ui , j   ui 1, j  ui 1, j  ui , j 1  ui , j 1   ……………………(2)
4  c 
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
vtu
points which is given in the figure below
w.
1
 ui 1, j _ 1  ui 1, j 1  ui 1, j 1  ui 1, j 1   ……………………………(3)
ui , j 
4  
ww
Equation (30 is called diagonal five point formula.
Examples
1.solve Laplace’s uxx+uyy=0 for the following square mesh with boundary values
as shown below

m
u5 is located at the centre of the region.
o
1
u5   0  21  17  12.1  12.525 by S .F
4
Next we shall compute u7, u9, u1, u3by applying D.F
s.c
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
c
4
1
u3  12.525  18.6  17  21  17.28125
vtu
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
1
u4   0  12.525  7.38125  6.15625  6.515625
4
w.
1
u6  12.525  21  17.28125  13.65625  16.115625
4
1
u8   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,
ww
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

m
Soln: we shall apply standard five point formula for u1, u2, u3, u4, to obtain a
system of equations
1
u1   20  u2  100  u3 
o
4
1
u2   u1  0  100  u4 
4
s.c
1
u3   30  u4  u1  0 
4
1
u4   u3  0  u2  0 
4
Now we have a system of equations to be solved
c
4u1  u2  u3  120 ……………………………(1)
u1  4u2  u4  100 ………………………….(2)
vtu
u1  4u3  u4  30 ……………………………..(3)
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)
w.
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)
ww
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

m
Soln: it is evident that the values at the boundary points on AB are respectively 200 and
100
o
1
Thus u1   300  u2  200  u3 
4
s.c
1
u2   u1  100  100  u4 
4
1
u3   400  u4  u1  400 
4
1
u4   u3  200  u2  300 
4 c
4u1  u2  u3  500 ……………………………(1)
u1  4u2  u4  200 ………………………….(2)
vtu
u1  4u3  u4  800 ……………………………..(3)
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

w.
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
ww
The linear equations for the unknownfor the 5 point difference formula are
1
Thus P  1  Q  1  S 
4

1
Q  P  4  R  2
4
1
R   S  5  5  Q
4
1
S  2  R  4  P
4
m
4P-Q-S=2……………………………(1)
-P+4Q-R=6…………………………(2)
o
-Q+4R-S=10………………………(3)
-P-R+4S=6…………………………(4)
s.c
Thus by solving we get P=2,Q=3,S=3,R=4
c
vtu
w.
UNIT VIII
ww
DIFFERENCE EQUATIONS AND

Z- TRANSFORMS
CONTENTS:
 Introduction
 Z-Transforms –Definition

 Damping Rule
 Shifting RuleTheorem
 Inverse Z-Transforms
m
 Power Series Method
o
 Applications Of Z-Transforms To Solve Difference Equations
c s.c
vtu
w.
DIFFERENCE EQUATIONS AND

Z- TRANSFORMS
ww
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


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
m

Z (un )   un 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.
o
Properties of Z-transform
s.c
1. Linearity property
Consider the sequences {un} and {vn} and constants a and b. Then
Z[aun + bvn ] = aZ(un) + bZ(vn)

c
vtu

Z [aun  bvn ]   [aun  bvn ]z  n
n 0
 
 a  un z  n  b vn z  n
n0 n0
 aZ (un )  bZ (vn )
w.
In particular, for a=b=1, we get
Z[un+vn] = Z(un) + Z(vn)

and for a=-b=1, we get
ww
Z[un - vn] = Z(un) - Z(vn)
2. Damping property
Let Z(un) = u (z ) . Then (i) Z ( a nu n )  u z 

a
(ii) Z (a  nun )  u (az )

  n
z
Z ( a un )   ( a un ) z
n n n
  un  
n0 n 0 a
z
 u 
a
Thus
z
Z ( a nun )  u  
m
a
This is the result as desired. Here, we note that that if Z(un) = u (z ) , then
z
Z ( a nu n )  [u z ] Z  Z = u  
o
a a
Next,
s.c
 
Z (a  nun )   (a  nun ) z  n   un (az )  n
n0 n0
 u (az )
Thus
c Z (a  nun )  u (az )
This is the result as desired.
vtu
3. Shifting property
(a) Right shifting rule :
If Z(un) = u (z ) , then Z(un-k) = z-k u (z ) where k>0

w.

Z un  k    un  k z  n
n 0
ww
Since un = 0 for n<0, we have un-k = 0 for n=0,1,……(k-1)

Z un  k    un  k z  n
nk
k
 u0 z  u1 z  ( k 1)  .......
Hence  z  k [u0  u1 z 1  .......  ]

 z  k  un z  n
n0
k
 z u( z)

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) ]
m
Proof :

Z u n  k    u n  k z n
n0
o

 
 z k  u n  k z ( k  n )  z k  u n  k z ( k  n ) , where m  n  k
n0  n 0 
s.c
 k 1

 z k  u n z  n   u n z  n 
 n0 n0 
= z k [u ( z )  u0  u1 z 1  u2 z 2  ......  uk 1 z  ( k 1) ]
Particular cases :
c
vtu
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 ]
3. Z (un  3 )  z 3[u ( z )  u0  u1 z 1  u2 z 2 ] etc.
w.
Some Standard Z-Transforms :

ww
1.Transform of an
By definition, we have

Z (a n )   a n z  n
n0
 n 2
a a a
     1      .....  
n 0  z  z z

The series on the RHS is a Geometric series. Sum to infinity of the series is
1 z z
or Thus, Z (a n ) 
1 a za za
z
z
In particular, when a=1, we get Z(1) =
z 1
m
2. Transform of ean
Here
Z (e an )  Z (k n ) where k = ea
z z
 
o
z  k z  ea
Thus
z
s.c
Z (e an ) 
z  ea
3. Transform of np , p being a positive integer
We have,
c 
Z (n p )   n p z n
n 0
vtu

 z  n p 1 z ( n 1) n (1)
n 0
Also, we have by defintion

Z (n p 1
)   n p 1 z  n
n 0
Differentiating with respect to z, we get
w.
d
dz
 d 

Z (n p 1 )   n p 1 z  n
dz n  0

  n p 1 ( n) z  ( n 1)
ww
n 0
Using this in (1), we get
d
Z (n p )   z [ Z (n p 1 )]
dz
Particular cases of Z (n p ) :-
1. For p = 1, we get
Z ( n)   z
d
Z (1)   z d  z   z 2
dz dz  z  1  ( z  1)

Thus,
z
Z (n) 
( z  1) 2
Z (n)   z d  z 2   z  z3

2
d
Z (n 2 )   z
dz  ( z  1)  ( z  1)
m
dz
Thus,
z2  z
Z (n 2 ) 
( z  1)3
o
z3  4z 2  z
s.c
Z ( n3 ) 
( z  1) 4
4. Transform of nan
By damping property, we have
 z 
Z (na n )  Z (n)Z  Z  
c a 2
 ( z  1)  Z  Z a
vtu
z , in view of damping
a az
 
z 
2
( z  a) 2
  1
a 
property
Thus,
az
Z (na n ) 
w.
( z  a)2
5. Transform of n2an
We have,
 z2  z 
 
ww
Z (n 2 a n )  Z (n 2 ) Z  Z   3
a
 ( z  1)  Z  Z
a
Thus,
az 2  a 2 z
Z (n 2 a n ) 
( z  a )3
6. Transforms of coshn and sinhn

We have
e n  e  n
cosh n 
2
1
Z (cosh n )  Z (e n  e  n )
2
m

1
2
 
Z (e n )  Z (e  n ) , by using the linearity property
1 z z 
  
2z e 
z  e 
o
 (e  e  ) 
 z  
z  z  e   z  e  2
  2   z  
s.c
2  z  z (e  e  )  1  
 z  z (e  e )  1 
2
 
z z  cosh  
 2
z  2 z cosh   1
Next,
c
sinh n 
e n  e  n
2
vtu
z 1 1 
Z (sinh n )   
2 z e 
z  e  
z e  e  
  2 
2  z  2 z cosh   1
z sinh 
 2
z  2 z cosh   1
w.
7. Transforms of cosn and sinn
We have
ein  e  in
ww
cos n 
2
1
Z (cos n )  Z (ein  e  in )
2

1 z z 
  
2 z e i
z  e i 
z  2 z  (ein  e in ) 
  2 
2  z  z (ein  e  in )  1
z[ z  cos ]

z  2 z cos  1
2
m
Next,
ein  e in
sin n 
2i
o
1 z z 
Z (sin n )   
2i  z  e i
z  e i 
s.c
z  e i  e  i 
  2 
2i  z  2 z cos  1
z sin 

z  2 z cos  1
2
Examples :
c
vtu
Find the Z-transforms of the following :
n n
1 1
1. un      
2 4
We have,
w.
 1 n  1  n 
Z (un )  Z      
 2   4  
n n
1 1
 Z   Z 
2 4
ww
z z 2z 4z
   
1 1 2z  1 4z  1
z z
2 4
2 z (8 z  3)

(2 z  1)(4 z  1)
1
2. un 
n!
Here

n
1
   
1 1 z
Z (un )  Z   z n   
n! n  0 n! n 0 n!
,
2
1 1
    1
z z
 1        ........  e z , by exponential theorem
1! 2!
m
3. un  a n cos n
We have
z ( z  cos )
o
Z (cos n ) 
z  2 z cos  1
2
By using the damping rule, we get
s.c
 z ( z  cos ) 
Z (a n cos n )   2 
 z  2 z cos  1 Z  Z a
zz 
  cos 
aa 
 2
z
c z
   2  cos  1
a a
z ( z  a cos )
vtu
 2
z  2az  a 2
1
4. un =
(n  2)!
1 1
Let us denote vn = , so that vn+2 = = un
(n  2)!
w.
n!
Here
1
Z (v n )  e z
Hence
ww
 v
Z (un )  Z (vn  2 )  z 2  Z (vn )  v0  1  , by left shifting rule
 z
 1
1 1 1
 z 2 e z   . 
 0! z 1!
 1 1
 z 2 e z  1  
 z 
List of standard inverse Z-transforms

 z   z 
1. Z T1   1 2. Z T1    kn
 z  1 z k
 z   kz 
3. Z T1  2 
n 4. Z T1  2 
 k nn
  z  1   z  k  
m
 z2  z   kz 2  k 2 z 
5. Z T1  3
 n2 6. Z T1  3 
 k nn2
  z  1    z  k  
o
 z 3  4z 2  z   kz 3  4k 2 z 2  k 3 z 
7. Z T1  n
3
8. Z T1  k n
n 3
  z  1 z  k 
4 4
  
s.c
 z   z2 
9. Z T1  2   sin( n 2) 10. Z T1  2   cos(n 2)
 z  1  z  1
c
Evaluation of inverse Z-transforms:
vtu
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 Z-
transform of each term in the quotient.
Problems:
w.
(1)Find the inverse transform of log  z  by power series method.

 z  1
Putting
 1 
y  1 1
z 1 , U ( z )  log    log(1  y )   y  y 2  y 3  ...
t  1  1  2 3
 y 
ww
1 2 1 3
  z 1  z  z  ...
2 3

i.e, U ( z )   u n z  n
n 1
 0 for n  0

Thus un  (1) n
 otherwise
n

(2) Find the inverse Z-transform of z by division method.

( z  1) 2
z
U ( z) 
z  2z  1
2
z
 2
z (1  2 z  1 z 2 )
m
z

z (1  1 z ) 2
2
1
 1  1 z 
2
o
z
 1  2( 1 z )  3( 1 z 2 )  14 ( 1 z 3 )  
1
s.c
z
1 1 1 1
U ( z )   2 2  3 3  4 4  
z z z z

  (1) n 1 nZ n
n 1
Thus u n  (1) n 1 n c
( II ) Partial fractions Method:- This method is similar to that of finding the inverse
vtu
Laplace transforms using partial fractions. The method consists of decomposing U ( z )
z
into partial fractions, multiplying the resulting expansion by z and then inverting the
same.
Problems:
2 z 2  3z
(1)
w.
( z  2)( z  4)
2 z 2  3z
We write U ( z )  as
( z  2)( z  4)
U ( z) 2z  3 A B
where A  1 B  11
ww
   and
z ( z  2)( z  4) z  2 z  4 6 6
Therefore
1 z 11 z
U (z)  
6 z2 6 z4
On inversion, we have
1
un  (2) n  (4)n
6
11
6

 z 1 ( z z k )  k n 
z 3  20 z
(2)
( z  2)3 ( z  4)

z 3  20 z
We write U ( z )  as
( z  2)3 ( z  4)
U ( z) z 2  20 A  Bz  Cz 2 D
  
z ( z  2) ( z  4)
3
( z  2) 3
z4
m
Multiplying throughout by ( z  2)3 ( z  4)
we get z 2  20  ( A  Bz  Cz 2 )( z  4)  D( z  2)3 .
o
Comparing the coefficients of z in the above equation
we get A = 6, B=0, C = ½ and D = -½ .
Thus
6  0z  1 z2 1
s.c
U ( z) z 2  20 2
   2
z ( z  2)3 ( z  4) ( z  2)3 z4
U ( z) z 2  20 6  0z  1 z2 1
  2  2
z ( z  2)3 ( z  4) ( z  2)3 z4
   
c
1 12 z  z 3  1  z  1 12 z  4 z 2  4 z 2  z 3  1  z 
U (z)  .    
vtu
2  ( z  2)3  2  z  4  2  ( z  2)3  2 z 4
1   8 z  4 z   4 z  4 z  z  1  z  1   z  4 z  4 z   8 z  4 z  1  z 
2 2 3 3 2 2
        
2  ( z  2)3  2  z  4  2  ( z  2)3

2 z 4
1  z ( z  2) 2  4 z 2  8 z  1  z  1 z 2z2  4z  1  z 
         2   
2 ( z  2)3  2 z 4 2z 2 ( z  2)3  2  z  4 
w.
1
On inversion, we get un  (2n  2.n2 2n )  4n 
2
 2n1  n2 2n  22n1
ww
2( z 2  5 z  6.5)
(3)Find the inverse Z-transform of , for 2  z  3
( z  2)( z  3) 2
Splitting into partial fractions, we obtain
2( z 2  5 z  6.5) A B C
U ( z)     where A  B  C  1
( z  2)( z  3) 2
z  2 z  3 ( z  3) 2
1 1 1
 U ( z)   
z  2 z  3 ( z  3) 2

1 1 2
1 2 1 z  1 z 
 1     1     1   so that 2 z  1 and z 3  1
2 z  3 3 9 3
 1 z z  1  2 z 3z 2 4 z 3 
2
1 2 4 8 z3
 1   2  3    1       1      where 2  z  3
z z z z  3  3 9 27  9 3 9 27 
 1 2 2 2 23   1 z z2 z3   1 2 z 3z 2 4 z 3 
   2  3  4      2  3  4     2  3  4  5  
2 z z z  3 3 3 3  3 3 3 3 
m
  
 2    13  z n   (n  1) 13  z n
n 1 n n 1 n 2
z
n 1 n 0 n0
on inversion, we get u n  2 n 1 , n  1 and u n  (n  2)3 n 2 , n  0.
o
s.c
Difference Equations
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
c
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
vtu
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.
w.
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) yn 1  yn  2
ww
2)  2 yn  5yn  6 yn  0
3)  3 yn  3 2 yn  2yn  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,

( E  1) 2 y n  5( E  1) y n  6 y n  0
( E 2  2 E  1) y n  (5 E  5) y n  6 y n  0
y n  2  2 y n 1  y n  5 y n1  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
m
( E 3  3E 2  3E  1) y n  3( E 2  2 E  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  11 y n 1  5 y n  x 2         (6)
o
The equations (4), (5) and (6) can also be written in terms of the operator E. i.e,
s.c
( E 2  E  1) y n  2
( E 2  3E  2) y n  0
( E 3  6 E 2  11E  5) y n  x 2
Order of a difference equation: c

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.
vtu
largest argument - smallest argument
i.e order of a difference.eq 
unit of increment (interval)
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]
w.
therefore the order of the difference equation

(n  2)  (n)
(4) is = 2
1
(n  2)  (n)
(5) is = 2
1
ww
(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.

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
m
EQUATIONS
Working Procedure to solve a linear difference equation with constant coefficient by Z-

transforms:
o
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.
s.c
3) Divide by the coefficient of U (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:
c
(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 ,
 
vtu
Z (u n  2 )  z 2 U ( z )  u 0  u1 z 1
Also Z (2 n )  z
( 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 zU ( z )  u 0   3U ( z )  z
( z  3)
Using the given conditions, it reduces to
w.
U ( z )( z 2  4 z  3)  z  z
( z  3)
U ( z) 1 1
  
z ( z  1)( z  3) ( z  3)( z  1)( z  3)
3 1 1 1 5 1
ww
   ,
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

(2) Solve y n  2  6 y n 1  9 y n  2 n 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  6 z Y ( z )  y 0   9Y ( z )  z
( z  2)
m
Since y 0  0, and y1  0, we have Y ( z )( z  6 z  9)  z
2
( z  2)
Y ( z) 1 1  1 1 5 
Or      , on splitting into partial
z ( z  2)( z  3) 2
25  z  2 z  3 ( z  3) 2 
o
fractions.
1  z z z 
Or Y ( z )   5
s.c
 
25  z  2 z  3 ( z  3) 2 
On taking inverse Z-transform of both sides, we obtain
yn  
1 1 z
25
 
Z  z 2   Z 1  z z 3   53 Z 1  ( z 3 z3) 2
 1  az  

1 n
2  (3) n  53 n(3) n c  Z  2 
 na n 
25   ( z  a)  
vtu
w.
ww

om
c s.c
vtu
w.
ww

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SUBJECT:MATHEMATICS SUBJECTCODE:10MAT31

Engineering Mathematics – III

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

 Unit 5: Numerical Methods I………………………….67-83

 Unit 7: Numerical Methods III……………………….106-119

 Unit 8: Difference Equations & Z – Transforms……120-136

DEPT OF MATHEMATICS/SJBIT Page 1

 Fourier series of period 2

 Half range Fourier series

 Complex form of Fourier series

 Practical Harmonic Analysis0

DEPT OF MATHEMATICS/SJBIT Page 2

Graph of f(x) = x Graph of f(x) = x

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

 h(x) = f(x) x g(x) is odd

A general periodic function f(x) of period T satisfies the condition

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

As a consequence, it follows that

The function f(x) = sinx is periodic of period 2 since

The graph of the function is shown below :

DEPT OF MATHEMATICS/SJBIT Page 4

Series with Half-range series Complex series Harmonic Analysis

FORMULA FOR FOURIER SERIES

DEPT OF MATHEMATICS/SJBIT Page 5

Then, the infinite series

DEPT OF MATHEMATICS/SJBIT Page 6

Also, in this case, (5) becomes

DEPT OF MATHEMATICS/SJBIT Page 7

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

 x e dx  x  2   3x  4   6 x 8   6 16 

2. The following integrals are also useful :

3. If ‘n’ is integer, then

DEPT OF MATHEMATICS/SJBIT Page 8

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

DEPT OF MATHEMATICS/SJBIT Page 9

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

DEPT OF MATHEMATICS/SJBIT Page 10

Integrating by parts, we get

DEPT OF MATHEMATICS/SJBIT Page 11

4. Obtain the Fourier expansion of

Thus the Fourier series of f(x) is

For x= , we get

DEPT OF MATHEMATICS/SJBIT Page 12

The Fourier expansion of f(x) at x=0 becomes

DEPT OF MATHEMATICS/SJBIT Page 13

The Fourier series of f(x) is

7. Obtain the Fourier expansion of

DEPT OF MATHEMATICS/SJBIT Page 14

DEPT OF MATHEMATICS/SJBIT Page 15

HALF-RANGE FOURIER SERIES

DEPT OF MATHEMATICS/SJBIT Page 16

The series (12) is called half-range cosine series over (0,l)

Integrating by parts, we get

2. Obtain the cosine series of

DEPT OF MATHEMATICS/SJBIT Page 17

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

The cosine series is given by

COMPLEX FORM OF FOURIER SERIES

then we obtain a complex exponential Fourier series

Putting l  in (**), we get Fourier series valid in ( ,  ) as

DEPT OF MATHEMATICS/SJBIT Page 19

Integrating by parts and substituting the limits, we get

DEPT OF MATHEMATICS/SJBIT Page 20