CProsols

UNIT
Integral Transforms
1.1 INTEGRAL TRANSFORMS
Integral transforms are used in the solution of partial differential equations. The choice of a particular
transform to be used for the solution of a differential equation depend upon the nature of the boundary
conditions of the equation and the facility with which the transform F(s) can be converted to give the
original function f(x).
1.2 DEFINITION
The integral transform F(s) of a function f(x) is defined as
I [ f (x )] = F (s) = f (x )k (s ,x )dx
b
Where k(s, x) is a known function of s and x, called the kernel of the transform : s is called the
parameter of the transform and f (x) is called the inverse transform of F(s).
Some of the well known transforms are given below :
(i) Laplace transform. k(s, x) = e sx
L { f (x )} = F (s) = f (x )e sx dx
0
(ii) Fourier complex transform. k(s, x) = eisx

F { f (x )} = F (s) =
f (x )e
isx
dx
(iii) Hankel transform. k(s, x) = x Jn (sx)
Hn { f (x )} = F (s) = f (x ) x Jn (sx) dx
0
where Jn (sx) is the Bessel function of the first kind of order n.
A TEXTBOOK OF ENGINEERING MATHEMATICSIII
(iv) Melline transform. k(s, x) = xs1
M{ f (x )} = F ( x) = f (x )x s1 dx
0
(v) Hilbert transform. K(s, x) =

F(s) =
1
sx
f (x )
s x
dx
1.3 FOURIER INTEGRAL THEOREM

This states that
f (x ) =
t
u(t x) dt du
0 f ()cos
The integral on the right hand side is called Fourier integral of f (x ).

Proof: We know that Fourier series of a function f(x) in (c, c) is given by
f (x ) =
a0
+
2
an cos
n=1
n x
+
c
bn sin
n=1
nx
c
...(1)
where a0 , an and bn are given by

a00 =
1 c
1 c
nt
f (t )dt, an = f ()cos
t
dt
c
c
c
c
1 c
nt
f ()sin
t
dt
c
c
c
Substituting the values of a0 , an and bn in (1), we get
bnn =
f (x ) =
1 c
1 c
n t
nx
+
f
(
t
)
dt
f ()cos
t
cos
dt +
c
c
c
2c
n=1 c
t
c c f ()sin
c
n=1
nt
nx
sin
dt
c
c
1 c
1 c
nx
nt
n x
n t
+
+ sin
f
(
t
)
dt
f (t ) cos
cos
sin
dt
c
c
c
c
c
2c
n=1 c
1
1 c
n
+
f
(
t
)
dt
f ()cos
t
(t x) dt
c
c
2c
n=1 c
1 c
n
f (t )1 + 2 cos (t x) dt
2c c
c
n=1
Since cosine function are even functions i.e., cos(q) = cos q, the expression
1 + 2 cos
n=1
n
n
(t x ) = cos (t x)
c
c
n=
...(2)
INTEGRAL TRANSFORMS
Therefore, (2) becomes

f (x ) =
1 c
n

f
(
t
)
cos (t x) dt
c
2c
c

1 c
n
f (t) cos (t x) dt
2 c
c
c
Now assume that c increases indefinitely, so that we may write
...(3)
n
= u and = du.
c
c
This assumption gives

n

lim cos (t x)
c
c
c
} = cos u(t x) du
=2
0 cosu(t x)du
Substituting in (3) from (4), we obtain
Thus,
...(4)
f (x ) =
1
f (t ) 2 cos u(t x)du dt
0
2
f (x ) =
1
f ()cos
t
u(t x )dudt.
0
Proved.
Note: The following conditions on f (x ).

(i) f (x) is defined as single-valued except at finite points in (c, c).
(ii) f (x) is periodic outside (c, c) with period 2c.
(iii) f (x) and f'(x) are sectionally continuous in (c, c).
(iv)
| f (x) | dx converges, i.e. f (x) is absolutely integrable in (, ).
1.4 FOURIERS COMPLEX INTEGRAL

f (x ) =
1 iux
e du f (t )eiut dt
Proof:
We know that
a f (x )dx = 0
sin u(t x )du = 0
f (x ) is odd function.
[Since, sin u (t x) is odd]
...(5)
Obviously we have
1
f (t )dt sin u(t x )du = 0
or
i
f (t )dt sin u(t x )du = 0
2
(Multiplying by i)
On adding (1) in R.H.S. of Fourier Integral Theorem, we have
f (x ) =
or
...(1)
1
i
f ()cos
t
u(t x )dudt +
f (t )dt sin u(t x) du
2
2
1
f (t )dt [cos u(t x) + isin u(t x)]du
1
f (t )dt ei u(t x )du
f (x ) =
1 iux
e du f (t )eiut dt
...(2)
Relation (2) is called Fouriers Complex Integral.
1.5 FOURIER TRANSFORM

f (x ) =
We have
Putting
f (t) e
ist
1 iux
e du f (t )eiut dt
1 isx
e ds f (t ) eistdt
(u = s)
...(1)
dt = F (s) in (1), we get
...(2)
1 isx
e dsF
. ( s)
2
...(3)
f (x ) =
In (2) F(s) is called Fourier transform of f (x ).

In (3) f (x ) is called Inverse Fourier transform of F(s).
1.6 FOURIER SINE AND COSINE INTEGRALS

f (x ) =
2
sin uxdu f ()sin
t
utdt
0
0
f (x ) =
2
cos uxdu f ()cos
t
utdt
0
0
(Fourier sine integral)

(Fourier cosine integral)
INTEGRAL TRANSFORMS
Proof: We know that

cos u (t x) = cos (ut ux)
or
cos u (t x) = cos ut cos ux + sin ut sin ux

Then equation (5) of article 1.3, can be written as
f (x ) =
1
f ()(cos
t
ut cos ux + sin ut sin ux) dudt
0
f (x ) =
1
1
f ()cos
t
ut cos uxdudt + f ()sin
t
ut sin uxdudt
0
0
...(1)
d.
Case 1. When f (t) is odd
\ f ()cos
t
ut is odd hence
a
Q For odd function
t
ut cos uxdudt = 0
0 f ()cos
a
f (x )dx = 0 and for even function
f (x )dx = 2 f (x )dx
0
From (1), we have
2
sin uxdu f ()sin
t
utdt
0
0
The relation (2) is called Fourier sine integral.
f (x ) =
...(2)
Case 2. When f (t) is even.
f ()sin
t
ut is odd.
t
ut sin uxdudt = 0
0 f ()sin
f ()cos
t
ut is even.
From (1), we have
2
cos uxdu f ()cos
t
utdt
0
0
The relation (3) is known as Fourier cosine integral.
f (x ) =
...(3)
1.7 FOURIER SINE AND COSINE TRANSFORMS

We know that Fourer sine integral
where
f (x ) =
2
sin sxds f ()sin
t
stdt
0
0
f (x ) =
2
sin sxdsF
. ( s)
0
F (s ) =
f ()sin
t
stdt
(u = s)
...(1)
...(2)
In (2) F(s) is called Fourier sine transform of f (x ).

In (1) f (x ) is called Inverse Fourier sine transform of F(s).
We know that Fourier cosine integral
where
f (x ) =
2
cos sxds f ()cos
t
stdt
0
0
f (x ) =
2
cos sxdsF
. ( s)
0
F (s ) =
(u = s)
...(3)
f ()cos
t
stdt
...(4)
In equation (4) F(s) is called Fourier cosine transform of f (x ) .

In equation (3) f (x ) is called Inverse Fourier cosine transform of F(s).
Example 1: Express the function
1 when
f (x ) =
0 when
x 1
x >1
as a Fourier integral. Hence, evaluate

sin cos x
d.
(U.P.T.U. 2004)
Sol. The Fourier Integral for f (x ) is

1
(t x) dtd
f ()cos
t
0
f (x ) =
1 1
cos (t x) dtd
0 1
1 sin (t x)
d
0
1, 1 < t < 1
Q f (t) =
0,otherwise
=
f (x ) =
Thus
or
sin cos x
d =
1 sin (1 x) + sin (1 + x)
d
0
2 sin cos x
d .
0
f ( x)
2
Ans.
(By sin C + sin D formula)
INTEGRAL TRANSFORMS
sin cos x
or
, for x < 1
d = 2
0, for x > 1
+0
2
= . Ans.
For x = 1 i.e., x = 1 which is a point of discontinuity of f (x ), value of integral =
2
4
Example 2: Using Fourier sine integral, show that
1
cos
,
=
sin
x
d
2
( )
0,
Sol.
when 0 < x <

when x >
,
Let f (x ) = 2
0,
0<x<
x>
Using Fourier sine integral, we have

f (x ) =
2
t d t d
sin x f ()sin
t
0
0
sin x sin t d t d
0
0
2
cos t
sin x
d
0
1 cos
=
sin(x )d
0
1 cos

sin( x)d = f (x ) =
0
,
2
0 ,
0 < x <
x>
Proved.
Example 3: Find the Fourier sine integral for

f (x ) = ex
Hence, show that
( >0)
sin x
x
= 2
e
d .
0
2
+ 2
(U.P.T.U. 2004)
Sol. The Fourier sine transforms of f (x ) is

f (x ) =
2
sin x d
0
tdt
f ()sin
t
...(1)
Putting the value of f (x ) in (1), we get
2
sin x d e t sin tdt
0
0
e x =
t
2
e
sin
x
d
2 + 2
0
2

sin xd 0 + 2
0
+ 2
=
e x =
( sin t cos t )0
2 sin x
d
0 2 + 2
x sin x
e =
d .
0 2 + 2
2
or
Ans.
Example 4: Using Fourier cosine integral representation of an appropriate function, show that
cos wx
k 2 + w2
dw =
e kx
.
2k
(x > 0, k > 0)
Sol. We know that Fourier integral is

f (x ) =
2
cos uxdu f ()cos
t
ut dt
0
0
Putting the value of f (t) and replacing u by w, we get

e kt =
or
cos wx
k +w
2
2
cos wxdw
0
kt
0 e
cos wt dt
e kt
2
k cos wt + w sin wt}0

cos
wxdw
{
2
2
0
k + w
2
k 2 k cos wxdw
cos wxdw 0 + 2
=
k + w2 0 k 2 + w2
dw =
e kx
.
2k
Proved.
Example 5: Find the Fourier sine transform of e
. Hence, evaluate
x sin mx
1 + x2
dx.
(U.P.T.U. 2003)
Sol. In the interval (0, ), x is always positive, therefore, e
= e x .
INTEGRAL TRANSFORMS
The Fourier sine integral of f (x ) is
Fs {e x } = e x sin sxdx =
0
s
1 + s2
= F (s)
(say)
Now the inverse sine transform of F(s) is e x .

Using inversion formula for the sine transform, we get
e x =
2
F (s) s i n sxds
0
2 s
sin sxds
= 0
1 + s2
Replacing x by m, we get
e m =
=
x sin mx
Hence, we get
1+ x
2 s
sin msds
0 1 + s2
2 x sin mx
dx
0 1 + x2
dx = e m .
2
Ans.
Example 6: Find the Fourier transform of
1 x 2 , if
f (x ) =
, if
0
Sol.
x 1
x >1
1 x 2 , 1 < x < 1
f (x ) =
x >1
0 ,
The Fourier transform of a function f (x ) is given by

F (s ) =
f (x ).e
isx
. dx
...(1)
Substituting the value of f (x ) in (1), we get

1
F (s ) = (1 x 2 ) eisx .dx
1
Integrating by parts, we get
( uv = uv u v
1
11
+ u v111 ..........
isx
e isx
e isx
2 e
( 2x )
+
2
F (s ) = 1 x
(
)
is
(is)2
( is )3 1
10
eis
eis
eis e is
= 2 2 +2 3 2 2 3
is
s
is
s
2
2
= 2 eis + e is + 3 eis eis

is
s
2
2
= 2 (2cos s ) + 3 (2i sin s)

is
s
[ s cos s + sin s] .
4
s3
Ans.
Example 7: Find the Fourier transform of f (x )
1, x < a i. e. a < x < a

f (x ) =
0, x > a i. e. x > a or x < a
and have evaluate
(a)
sin(sa)cos(sx )
dx ;
s
(b)
sin s
ds.
Sol. We have the Fourier transform of f (x )
F { f (x )} = e isx f (x )dx
...(1)
f (x ) eisx dx +
a
a
f (x )eisx dx + eisx f (x )dx

a
eisx
= f (x )e dx = e dx =
a
a
is a
a
and if s = 0, then
i.e.
isx
isx
1 isa isa 1
e e = 2i sin ( as )
is
is
2sin(as)
,s 0
s
a
F { f (x )}= e0 .1dx
a
[From (1)]
F { f (x )} =[ x ] a = [a ( a)] = 2a
a
11
INTEGRAL TRANSFORMS
F { f (x )} = eisx f (x )dx = F (s )
(a) Now
f (x ) =
then
1
F (s) e isx ds
2
1, x < a
1 2sin(sa) isx
e ds =
2
s
0, x > a
But
1 sin(sa)cos(sx)
i sin sa sin sx
ds
ds

s

s
L.H.S. =
1 sin(sa )cos(sx )
ds

s
Since the integrand in the other integral is an odd function of s.
=
sin(sa)cos(sx)
,
dx =
s
0,
x <a
x >a
(b) If x = 0 and a = 1 in (a), then
sin s
ds =
s
sin s
ds =
or
ds = .
s
2
sin s
Ans.
eiwx ,
Example 8: Find the Fourier complex transform of f (x ) if f (x ) =
0,
Sol. We have
F { f (x )}= e isx f (x ) dx
a
b
= 0 eisx dx + eisx eiwx dx + e isx . 0dx

a
b
ei( s+w ) x
b i( s+w ) x
e
dx =
a
i s+w
ei( s+w ) a ei( s+w ) b

.
= i
s+w
) a
Ans.
a<x<b
x < a, x > b
12
x2
2
Example 9: Show that the Fourier transform of f (x ) = e
is e
s2
2
Sol. We know
F { f (x )} =
1
2
f (x ) e
isx
dx =
1
x 2 + isx
2
dx
x2
2 eisx dx
1
2 1 2
( x is ) s
2 dx
e 2
1 2
x 2isx
2
dx
s2
1
2
2
( x is )
e 2
. e dx
s
e 2
s2
2
= e
s2
2
y2
dy, putting
,since
x is
2
= y, so that dx = 2dy
e y dy =
2
Proved.
Example 10: Find Fourier cosine transform of the function
cos x , 0 < x < a

f (x) if f ( x) =
x>a
0,
Sol. We have
Fc { f (x )} = f (x )cos sxdx
0
Fc { f (x )} =
0 f (x )cos sxdx + a
a
f (x )cos sxdx
= cos x .cos sxdx + 0.cos sxdx

=
1 a
1 a
2cos x.cos sxdx = [cos(1 + s )x + cos(1 s) x ]dx
2 0
2 0
a
1 sin(1 + s )x sin(1 s) x
+
=
2 (1 + s)
(1 s) 0
13
INTEGRAL TRANSFORMS
1 sin(1 + s )a sin(1 s)a

+
.
2 (1 + s)
(1 s)
Ans.
Example 11: Find the Fourier sine and cosine transform of f (x ) = e ax .

Sol. The Fourier sine transforms of f (x ) is
Fs (s ) = f (x )sin(sx )dx
0
e ax
= e ax sin(sx )dx =
a sin(sx ) s cos(sx )}
2
2{
0
a + s
0
e ax
s
= 2 2 {a sin(sx) + s cos(sx)} = 2 2 .
a + s
0 a + s
Ans.
and Fourier cosine transform is
Fc (s) = e ax .cos(sx )dx

0
e ax
a cos(sx ) + ssin(sx )}
= 2
2{
a + s
0
a
a
= 0 + 2
= 2
.
2
a + s a + s2
Example 12: Find Fourier sine transform of
Sol.
Ans.
1
.
x
1 sin sx
Fs =
dx
x 0 x
sin
d
s
s
sin
d =
[Putting sx = so that sdx = d ]
.
2
Ans.
Example 13: Find the Fourier cosine transform of

f (x ) = e 2x + 4 e 3x
14
Sol. The Fourier cosine transforms of f (x ) is given by
F (s ) = f (x )cos sxdx
0
Putting the value of f (x ) ,we get

F (s ) =
(e
2 x
2 x
0 e
+ 4e 3 x cos sxdx
cos sxdx + 4 e3 x cos sxdx

0
e ax
b sin bx a cos bx ]
Q e ax .cos bxdx = 2
2[
a +b
s +4
2
+ 4.
6
1
=2 2
+ 2
.
s + 9 s + 4 s + 9
3
Example 14: Find the Fourier sine transform of
Ans.
e ax
.
x
Sol. The sine transform of the function f (x ) is given by
Fs { f (x )} = f ( x)sin(sx )dx = Fs (s )
...(1)
Fs (s) =
e ax
.sin(sx )dx.
x
Differentiating both sides w.r. to s, we get
0
e ax
d
Fs (s)] =
[
( x cos sx ) dx = 0 eax cos(sx)dx
0
ds
x
e ax
= 2
a cos(sx ) + ssin(sx )}
2{
a + s
0
d
a
Fs (s)] = 2
[
ds
a + s2
Integrating w.r. tos, we get
Fs (s ) =
a2 + s2 ds = tan
s
a +c

But for s = 0, we have Fs (s ) = 0 [from (1)]

Putting these values in the equation (2), we get
C=0
s
Fs (s ) = tan 1 .
a
Ans.
...(2)
15
INTEGRAL TRANSFORMS
Example 15: Find the Fourier transform of f (x )
x
1 a , if 0 < x < a
x
f (x ) = 1 + , if a < x < 0
a
0,
otherwise
Sol. The Fourier transform of f (x ) is

F { f (x )} = F (s) =
f (x )e
isx
dx =
a 1 + a e
isx
a
x
dx + 1 eisx dx
0
a
Changing x by x in the first integral, we get

a
a
x
x
= 1 e isx dx + 1 eisx dx
0
0
a
a
isx
isx
a
x
x e +e
dx = 2 1 cos(sx )dx
= 2 1
0
0
a
a
2
a
x sin sx 1 cos sx
= 1
2
s 0
a
a s
1
1
1
= 2 cos(sa) + 2 = 2 [1 cos(sa)].
as
as
as
Ans.
Example 16: Find Fourier cosine integral of the function e ax . Hence show that
cos x
d = e x ;
x0
2
+1
Sol. We know that Fourier cosine integral
2
cos x d
0
2
cos x d
0
0 e
f (x ) =
e ax =
tdt
f ()cos
t
at
cos tdt
e at
2
= cos x d 2
( a cos x + sin x )
2
0
a +
2
a
cos x d . 2
a + 2
16
2 a cos x
d .
0 a2 + 2
a=1
If
cos x
0 1 + 2 d =
x
e .
2
Ans.
Proved.
Example 17: Find the Fourier sine and cosine transform of

0<x<a
x>a
1,
f (x ) =
0,
Sol. Fourier sine transform
F (s ) = f (x )sin sxdx =
0
1sin sxdx
cos sx
cos as 1
=
+
F (s ) =
s
s
s
0
Fourier cosine transform
F (s ) = f (x) cos sxdx =

0
sin as
.
s
sin sx
1cos sxdx =
s 0
Ans.
x,
f (x ) = 1 x ,
0,
0< x<
for
1
2
1
< x<1
2
x >1
for
for
Sol. Fourier cosine transform
F (s ) = f (x) cos sxdx

0
1/2
0
x cos sxdx +
1/2
(1 x )cos sxdx
17
INTEGRAL TRANSFORMS
1/2
( cossx )
sin sx
sin sx cos sx
(1)
x
+ (1 x )
2
s
s
s
0
s2
1/2
1
1sin s / 2 cos s / 2 1 cos s 1 sin s / 2 cos s / 2

+
2 + 2
+
=
2 s
2 s
s2
s s
s2
cos s 2cos s / 2 1
= 2 +
2.
s
s2
s
Ans.
Example 19: Obtain Fourier cosine transform of
x,
f ( x ) = 2 x,
0,
for 0 < x < 1

for1 < x < 2
for x < 2
(U.P.T.U. 2003)

Fc { f (x )} =
f (x) cos sxdx
= x cos sxdx (2 x )cos sxdx + 0.cos sxdx

1
2
0
2
sin sx cos sx 1
sin sx
cos sx
= x
2 + ( 2 x )
( 1) 2
s
s

s 0
s 1
sin s cos s 1 cos2s sin s cos s

=
+ 2 2 + 2
2
s s
s s
s
s
2cos s 1 cos2s
= 2 2 2
s
s
s
2cos s 1 (2cos2 s 1)
=
s2
2cos s 1 2cos2 s + 1
=
s2
2cos s
s2
(1 cos s ) .
Ans.
18
Example 20: Find the complex Fourier transform of dirac-delta function (t a).
F {(t a)}= eist (t a) dt
Sol.
a+ h
= hLt
0
1 ist
e dt
h
a+ h
1 eist
= Lt
h0 h
is
eish 1
= Lt eisa
ish
h0
e 1
=1 .
0
= eisa sin ce Lt
Ans.
Note: Dirac-delta function (t a) is defined as
( t a ) = Lt I ( ht a) , where
h 0
1
h
=0
I (h , t a) =
for
a< t < a + h
for
t < a and t > a + h
Example 21: Find Fourier sine and cosine transform of (a) x
n1
(b)
1
x
[U.P.T.U. (Comp.) 2004]
Fs x n 1 = sin s x. x n 1dx
Sol. (a)
Fc x n1 = cos sx . x n1dx
Fc x n1 + Fs x n1 =
=
( cossx + i sin sx ) x n1dx
isx n 1
0 e
t
e
0
t
is
n1
dt
is
t t 1
( is)
dx
( 1)n 0
e t
dt
19
INTEGRAL TRANSFORMS
(i )2n n = ( i )n n
n
n
s
( i) s n
n
n
n
+ i sin n
cos + i sin n cos
2
2
2
2
=
=
n
n
s
s
Equating real and imaginary parts, we get
( ) = s n cos n2
Fc x
n1
( )
Fs x n 1 =
(b) n =
n n
sin
.
2
sn
Ans.
1
2
1
1 2
Fc
= 1 cos =
4
x 2
s
1
1
=
2 s
s 2
1
1 2
1
1
Fs
=
.
= 1 sin =
4
2 s
s 2
x 2
s
Example 22: Find the sine transform of
Sol. We have
e ax
Ans.
eax + e ax
e x e x
+ e ax
sin(sx )dx
+ e x
Fs (s ) =
1 e
2i 0
1 1
a + is 1 1
a is
.tan
tan
2i 2
2 2i 2
2
e x
+ e ax
e x e x
eax
eisx eisx
2i
dx
( a +i s) x
( a is ) x
e (a +i s) x
1 e
e ( a +is ) x
dx
dx
2i 0
ex e x
e x e x
eax e ax
1
a
dx = tan
Q 0 x
x
2
e e
20
a + is a is
sin
sin
1
2 2
=
a + is a is
4i
cos 2 cos 2
a + is a is
a is a + is
sin 2 cos 2 sin 2 cos 2
=
a + is a is
4i cos
cos
2 2
=
sin a + sin(is ) [sin a sin is ]

4[cos(
i
is) + cos a]
2sin(is)
sinh s
=
.
4[cos(
i
is ) + cos a ] 2[cosh s + cos a ]
Ans.
Example 23: Find the sine and cosine transform of x n e ax .

Sol. Let
f (x ) = x n e ax
Fs (s ) = x ne ax .sin (sx )dx
e ax
We have e ax .sin ( sx ) dx =
a +s
2
( a sin sx s cos sx )0
1 1
1
2i a is a + is
a +s
Differentiating both sides w.r. to a, n times, we have
n ax
( 1)n 0
x e
1 dn
dn
1
1
a
is
a + is )
(
)
n
n(
2i da
da
sin sxdx =
1
(1)n n ! (a is)( n+1) ( a + is )( n+1)
2i
1
(1)n n! 2ir ( n +1) sin(n + 1)
2i
Putting a = r cos , s = r sin
( )
= 1n n !
1
r

n+1
sin(n + 1)
...(1)
21
INTEGRAL TRANSFORMS
n ax
x e
0

s
sin sxdx = n!
sin ( n + 1) tan 1
n
+
1
/
2
(
)
a
a2 + s2

r = a2 + s2
12
and = tan 1
s
a
Hence, from (1)

n!
Fs ( s ) =
Also
We have
(a
Fs ( s ) =
ax
e cos(sx)dx
0
n+1
s2 2
s
sin (n + 1) tan1 .
a
f (x )cos(sx )dx
n ax
x e
cos(sx )dx
...(2)
e ax
= 2
( a cos sx + x sin sx
2
a + s
0
a
a2 + s2
1 1
1
+
2 a is a + is
Differentiating both sides w.r. to a, n times, we have

n ax
( 1)n 0
\
x e
n ax
x e
0
cos(sx )dx =
1
( 1)n n! (a is)( n +1) + ( a + is )( n +1)
2
n 1
cos(sx )dx = (1) n!
r
n+1
cos(n + 1)
Putting a = r cos , s = r sin
Fc (s) =
s
n!cos (n + 1) tan 1
a
(a
+s
( n +1) / 2
Ans.
Example 24: Show that

(a) Fs [ xf (x )] =
d
Fc (s )
ds
Ans.
(b) Fc [ xf (x )] =
d
Fs (s )
ds
and hence find Fourier cosine and sine transform of xe ax .
22
Sol. (a)
Fc (s ) =
f (x )cos sxdx
d
Fc (s ) = x f (x )sin sxdx
0
ds
= Fs {xf ( x)}
(b)
Fs (s ) = f (x )sin sxdx
0
d
Fc (s ) =
ds
0 x f (x )cossxdx
= Fc {xf (x )}
(c)
Fc (xe ax ) =
=
d
Fs (e ax )
ds
d s
ds a2 + s2
(a + s ) s(2 s)
2
(d)
( a2 + s 2 ) 2
Fs (se ax ) =
=
(Using example 11)
a s
2
( a2 + s2 )2
d
d a
Fc (e ax )= 2
dx
ds a + s2
2as
(a + s2 )2
2
(Using example 11)
Ans.
s y
Example 25: Find the inverse Fourier transform of f (x ) = e
, where y [ , ] .
(U.P.T.U. 2004)
Sol. We have
and
s =
s,
s,
F 1 {F ( s )} = f (x ) =
if s 0
if s 0
1
F (s )e isx ds
1 0
F (s)e isx dx + F (s )e isx ds
0
2
1 0 sy isx
e e ds + e sy e isx ds
0
2
23
INTEGRAL TRANSFORMS
= 1 0 e( y ix ) sds + e ( y + ix) s ds
0
2
y ix s 0
e ( y +ix ) s
1 e( )
=
+
2 ( y ix )
y
ix
(
)
1 1
1
{1 0}
{0 1}
2 ( y ix )
( y + ix )
1 1
1
1 y + ix + y ix
+
2 y ix y + ix 2 ( y ix)( y + ix)
1 2y
1 y
2
=
.
2
y2 + x2
2 y + x

of
1
1 + x2
.
1 + x2
Fc (s) =
Ans.
and hence, find Fourier sine transform

(U.P.T.U. 2004)
f (x) cos sxdx = I
1 + x 2 cos sxdx = I
...(1)
dI
=
ds
x sin sx
1+ x2
(1 +
x 2 1)sin sx
x (1 + x )
=
=
sinsx
dI
= +
ds
2
d2I
2
ds
=
=I
dx
dx +
sin sx
x (1 + x )
2
cos sx
(1 + x )
2
dx
dx
sin sx
x (1 + x )
2
dx
dx
...(2)
24
d2I
ds2
I=0
...(3)
Solution of (3) is
When s = 0
I = c1es + c2 e s
...(4)
dI
= c1es c2e s
ds
...(5)
I=
0 1 + x 2 dx = 2
dI
=
ds
2
From equation (4) and (5)
c1 + c2 =
[from (1)]
[from (2)]
c1 c2 =
2
Therefore, from equation (4), we have
\
c1 = 0, c2 =
cos sx
(1 + x )
2
I=
s
e
2
dx =
s
e .
2
Ans.
Differentiating above w.r.t. s, we get

x sin sx
dx = e s
2
(1 + x )
x
(1 + x )
2
sin sxdx =
s
e . Ans.
2
Example 27: Find the Fourier sine transform of f (x ) =
Sol. We have
Fs (s ) =
1
x (a + x2 )
2
= I (say)
.sin ( sx ) dx
1
x(a + x )
2
...(1)
25
INTEGRAL TRANSFORMS
dI d
=
ds ds
Then
dI
=
ds
d2I
ds2
x (a + x )
2
(a + x )
2
x sin(sx)
(a + x )
2
ds
a2 I =
x2 sin(sx )
x (a + x )
2
sin(sx )
dx + a2
dx
dx
sin(sx )
x(a2 + x2 )
dx
+ a2 I
2
dx =
x (a + x )
...(2)
+ a2 a2 )sin(sx )
(x 2
.sin (sx ) dx
dx
d2I
cos(sx )
D2 a2 I =
2
2
d
.
ds
Then the solution of the above differential equation is
where D
I = Ae as + Be as +
2a2
...(3)
dI
= aAe as + Bae as
ds
Now from (1) when s = 0, we have I = 0 and from (2) when s = 0
...(4)
dI
dx
1
x
= 2
= tan1 =
2
0
ds
a
a +x
a 0 2 a
So putting s = 0 in (3) and (4), we get

I = 0,
A+B=
and
A + B =
dI
=
dx 2a
2a2
2a2
...(5)
...(6)
26
2a2
Putting the values of A and B in eqn. (3), we get
Solving eqns. (5) and (6), we get B = 0, A=
ax
as
e + 2 = 2 (1 e ) .
2
2a
2a
2a
I=
Ans.
PROBLEM SET 1.1

1,
1. Express f (x ) =
0,
0 x
as a Fourier sine integral and hence evaluate
x>
for
for
cos
sin xd .
Ans. 4
2. Using Fourier integrals, show that

w sin wx
dw = e x ,
2
(1 + w )
x>0
3. Show that the Fourier transform of

for x <
0,
f ( x ) = 2 x,
0,
for < x <

for x >
eix e i s
is
.
is
4. Show that the Fourier transform of
a x , for
f (x ) =
for
0,
is
2
2
(1 cos as). Hence show that
s
5. Find Fourier transform of f(x) if
sin2
x,
f (x ) =
0,
6. Show that the Fourier transform of e
x2
2
dt =
x<a
x >a > 0
.
2
x a
x >a
is self reciprocal.
2i
Ans. s 2 (as cos as sin as)
27
INTEGRAL TRANSFORMS
7. Find Fourier sine and cosine transform of
8. Find Fourier transform of e
a x
1
x
,
Ans.
2s 2s
2a
Ans. a2 + s2
, a > 0.
s
1
Ans. 1 + s 2 , 1 + s 2
9. Find Fourier sine and cosine transform of cos hx sin hx.

10. Find the Fourier sine and cosine transform of ae x + be x .
as
bs
a
b
+
,
+
Ans. 2
s + a2 s2 + 2 s2 + 2 s2 + 2
1.8 PROPERTIES OF FOURIER TRANSFORMS

(i)
Linear Property
If F 1 (s) and F 2 (s) are Fourier transforms of f1 (x) and f2 (x) respectively, then
F [af1(x ) + bf 2 (x)]= aF1(s) + bF2 (s)
where a and b are constants.
Proof: We know that
F1(s) = eisx . f1(x )dx
F2 (s ) = eisx . f2 (x )dx
and
F [af1(x ) + bf2 (x )] =
isx
[af1 ( x) + bf2 dx( x)]dx
= a e isx . f1( x )dx + b
= aF1 (s ) + bF2 (s ) .
isx
. f2 (x) dx
Proved.
(ii) Change of Scale Property

If F(s) is the complex Fourier transform of f (x ), then
1 s
F { f (ax )} = F
a a
Proof: We know that
F (s ) = eisx . f (x )dx
F{f(ax)} = e isx . f (x )dx , put ax = t dx =
dt
a
28
is
t
a
dt
a
f ( t)
s
1 i t
= e a f (t )dt
a
1 s
F .
a a
Proved.
(iii) Shifting Property

If F(s) is the complex Fourier transform of f (x ), then
F {f (x a )} = e isaF (s )
Proof:
F { f (x a} = eisx . f (x a)d x , [put x a = t, so that dx = dt]
ei s( t + a) f (t )dt = eisa eist f (t )dt
= eisa F (s ) .
{
F {e
(iv)
F e
Proof:
iax
iax
}
f (x )} =
Proved.
f (x ) = F( s + a)
eiax f (x )eisx dx =
= F (s + a).
i( s+a )x
f (x )dx
Proved.
(v) Modulation Theorem
(U.P.T.U. 2005)
If F(s) is the complex Fourier transform of f (x), then

F { f (x )cos ax} =
Proof: We know that
1
[F(s + a) + F (s a) ]
2
F (s ) = e isx . f (x )dx
isx
isx
F { f (x )cos ax} =
1 isx
1
e . f (x )eiax + eisx . e iax dx
2
2
. f ( x)cos axdx
. f ( x)
e iax + e iax
dx
2
29
INTEGRAL TRANSFORMS
1 i( s+a ) x
1
e
. f (x )dx + ei( sa )x f (x )dx
2
2
1
1
= F (s + a) + F (s a)
2
2
1
[ F(s + a) + F(s a) ] .
2
(vi) If F { f (x )} = F (s),then F x n f (x ) = ( i )
dn
dsn
Proved.
F (s).
Proof: We know that
...(1)
Differentiating (1) w.r.t. s both sides, n times, we get

d nF (s)
n
ds
(ix)
= (i)n
n isx
e . f (x )dx
(x )n eisx . f (x )dx
= (i)n F ( xn f (x ))
d
F (x n f (x )) = (i )n
{F(s)}
dsn
(vii)
F { f (x )} = isF (s ), if f (x ) 0 as x
Proof:
F { f (x )} =
isx
isx
= 0 is
. f (x )dx
eis. f ( x ) dx
= isF (s).
(viii)
F
Proof:
Proved.
{ f (x )dx} = (F(iss))
x
Let f1( x) = f (x )dx f1( x) = f ( x)

a
F { f (x )} = ( is ) F1 (s ) = (is ) F{ f1 (x )}
= isF
x
a
f (x )dx
. d { f (x)} dx = eisx f ( x)
eisx .(is) f ( x )dx
30
f (x )dx =
1
F { f ( x )}
( is) 1
1
F (s )
.
F { f (x )} =
(is)
(is)
Proved.
Note: Fs(s) and Fc (s) are Fourier sine and cosine transforms of f(x) respectively.
1.9 CONVOLUTION
The convolution of two functions f (x ) and g(x) is defined as
f (x ) g( x) =
f (u )g(x u)d u
Convolution Theorem on Fourier Transforms

The Fourier transform of the convolution of f (x) and g( x ) is the product of their Fourier transform
m
i.e.,
F [ f (x ) g(x )] = F [ f (x) ] .F [g (x) ]
Proof: We know that
f (x ) g( x) =
f (u )g(x u)d u
...(1)
Taking Fourier transform of both sides of (1), we have
F [ f ( x ) g(x )] = F f (u).g (x u) du
= f (u).g (x u)d u eisx dx
f (u)du g(x u) e
. (x u)}
{f (u).duFg
f (u)d u.e
isx
du
ius
= G(s).
G(s)
f (u )eius du
= G(s) . F(s)
= F(s) . G(s).
By inversion
Proved.
F 1 {F (s).G (s )} = f g = F 1 {F (s )} F 1 {G (s)}
(using shifting property)
31
INTEGRAL TRANSFORMS
Example 1: Find Fourier cosine transform of e a x and hence evaluate Fourier sine transform
2 2
of xe a x .
2 2
Sol. First of all we find Fourier cosine transform of e x
{ }=
Fc e
x2
x2
cos sxdx = I
...(1)
Differentiating w.r.t. s, we have
2
dI
= xe x sin sxdx
0
ds
2
1
2xe x sin sxdx
0
2
1 x2
= e sin sxdx
2
=
s cosec xe x dx
0
s x2
xe cos sxdx
2 0
dI s
+ I =0
ds 2
dI
s
= ds
I
2
Integrating, we have
log I =
s2
+ log A
4
I = Ae
s2
4
...(2)
But when s = 0, from (1), we have
I = e x dx =
2
When s = 0 from (2), we have

I=A
A=
x2
e
0
I =
Hence,
s2
4
cos sxdx =
e
2
By change of scale property
Fc e a x
2 2
s2
4a2
=
e .
2a
Ans.
32
s2
We have
4a2
cos sxdx =
e
2a
a2 x 2
Differentiating w.r.t. s, we get
xe a x sin sxdx =
2 2
0 xe
a2 x 2
sin sxdx =
Fs xe a x
2 2
s2 / 4 a2
e
2a
s s2 / 4 a2 2s
e
. 2
4a3
4a
} = 4as e
s2 / 4 a2
Ans.
Example 2: Find the Fourier transform of e x . Hence, find the Fourier transform of
2
(i)
(iii)
Sol.
f (x ) = e ax
x
(ii) f (x ) = e
(U.P.T.U. 2002)
f (x ) = e 4( x 3)
/2
(iv) f (x ) = e x cos2 x
= e isx . f (x )dx
F (s )
{ } =
F e x
{ }=
( x2 isx )
dx
s2
4
s2
4
= 2e
F e
is
s 2
x +
2
4
e
dx
= e
x2
e isx .e x dx =
2
= e
is
x
e 2
s2
4
z2
dx
Put x
dz ,
z2
0 e
{ }=
ax
1
a
s2
4
is
=z,
2
dx = dz
dz
...(1)
(i) By change of scale property
F e
1 s

4
e a
s2
4a
e
a
33
INTEGRAL TRANSFORMS
1
in (i) part, we get
2
(ii) Putting a =
x2
F e 2
2
= 2 e
(iii) From equation (1)
{ }=
F e
x2
{ }
F e
4x 2
s2
4
s2
4.4
=
e
4
(By change of scale property)
s2
16
e
=
2
\
F e
4( x 3)2
s2
i 3s 16
=
.e e
2
{ }=
(iv)
F e
x2
e
2
e
(By shifting property)
s2
3is
16
s2
4
(By modulation Theorem)
1.10 PARSEVALS IDENTITY FOR FOURIER TRANSFORMS
(U.P.T.U. 2005)
If the Fourier transform of f (x ) and g(x ) be F (s ) and G(s) respectively, then

(i)
F (s )G (s )ds = f (c )g (x )dx
where G(s) is the complex conjugate of G(s) and g (x ) is the complex conjugate of g(x).
(ii)
Proof. (i)
[F( s)] ds =
f (x ) dx
f (x )g (x )ds = f (x) G(s)e
isx
ds ds
g (x ) = G(s)e isx dx
Since
f (x )g( x) = G(s)ds . f (x )e
isx
dx
34
since
f ( x) e
isx
dx = F (s) Fourier Transform
G(s )F( s)ds
...(1)
Putting g(x ) = f (x ) in (1), we get
F (s).F( s) = f (x )f (x )dx
[F(s)]
ds =
[ f (x )]
dx.
Proved.
1.11 PARSEVALS IDENTITY FOR COSINE TRANSFORM

(i)
2
Fc (s).Gc (s )ds = f (x ).g (x )dx
0
0
(ii)
2
2
2
Fc (s) ds = f (x ) dx
0
0
1.12 PARSEVALS IDENTITY FOR SINE TRANSFORM

(i)
2
Fs (s).Gs (s )ds = f (x ).g (x )dx
0
0
(ii)
2
2
2
Fs (s) ds = f (x ) dx
0
0
Example 3: Using Parsevals identity, show that
0
Sol.
dx
(x
+1
Let f (x ) = e x sothat Fc( s) =
1
1 + s2
By Parsevals identity for cosine transformation
2
2
2
Fc (s) ds = f (x ) dx
0
0
2
2
1
=
ds
e
0
0 (1 + s 2 ) 2
x 2
2x
dx = e
0
e2 x
dx =
2 0
35
INTEGRAL TRANSFORMS
ds =
(1 + s )
2
1
= .
22 4
Ans.
Example 4: Using Parsevals identity, show that

x 2 dx
(x
+1
f (x ) =
Sol. Let
4
x
so that Fs (s ) =
x2 + 1
( s)
e
2
By Parsevals identity for sine transformation
2
2
2
Fs (s) ds = f (x ) dx
0
0
x
x2 + 1
dx =
2 s
e
ds
0 2
e2 s
2 2 2s
= e ds =
2 2 0
4 0
=
1
0+ = .
2
2 4
Proved.
Example 5: Using Parsevals identity, prove that
(a
dt
+t
)( b
+t
2 a b(a + b)
Sol. Let f (x ) = e ax , g( x) = e bx
Then
Fc (s) =
a
a +s
2
, Gc (s) =
b
b + s2
2
By Parsevals identity for Fourier cosine transformation
2
0
0
On substitution in (1), we get

2 a b
ds =
0 a2 + s2 b 2 + s2
ax
0 e
.e bx dx
...(1)
36
2 ab
0 a2 + s2
ds
)(b
+s
2 ( a +b )x
e
dx
0
e ( a+b ) x
1
=
= 0 +
a + b
( a + b) 0
(a
ds
2
+s
(a
+t
)( b
+s
1
2a b a + b
.
2ab ( a + b )
dt
2
)( b
+t
Proved.
Example 6: Using Parsevals identity, prove that
sin at
t a2 + t2
1 e a
dt =
2 a2
0<x<a
1,
f (x ) =
0,
Proof: Let
Fc (s ) =
x>a
sin as
,
s
Gc ( s ) =
, g(x ) = e ax
a
a + s2
2
By Parsevals identity for cosine transform
2
0
0
2 sin as a
ds = f ( x). e ax dx
2
2
0
0 s a +s
a
= f (x )e ax dx +
0
f (x )e ax dx
= 1.e ax dx + 0
0
e ax
e a
1 1 e a
=
=
=
a a
a
a 0
a
1 e
ds =
2
a2
s a 2 + s2
sin as
37
INTEGRAL TRANSFORMS
or
sin at
t a +t
2
a
1 e
dt =
2
a2
).
Proved.
2
sin t
dt = .
Example 7: Using Parsevals identity, prove
0 t
2
Sol. By example, we know that
If
1,
f (x ) =
0,
Then
F (s ) =
for x < 0
for x > a > 0
2 sin as
s
Using Parsevals identity
f (t) dt =
2
F (s) ds
2
2 sin as
a (1) dt = s ds
a
2a =
2 sin as
ds
s
2
Putting as = t, we get
2 sin t dt
2a =
t a
dt
Q ads = dt ds = a
sint
A = a
dt
t
Proved.
t dt = .
2
sin t
Example 8: Solve for f(x) from the integral equation.
f (x )cos sxdx = e s
f (x )cos sxdx = e s
0
Sol.
Fc {f ( x )} = e s
...(1)
38
f (x ) = Fc 1 e s

=
2 s
e cos sxds
2 s
e cos sxds
0
2 e s
=
{cos sx + s sin sx}
2
1 + x
2 1
.
.
1+ x2
Ans.
1.13 FOURIER TRANSFORM OF DERIVATIVES

We have already seen that
F f
( x )} = ( is )n F (s )
(i) \
2u
2
2
F 2 = (is ) F {u (x )} = s u ,where u is Fourier transform of u w.r.t. x.
x
(ii)
Fc {f (x )} = f (0) + sFs ( s )
L.H.S. =
f ( x ) .cos sxdx = cos sxd { f ( x)}

0
{ f (x )cos sx}0 + s f (x )sin sxdx
= sF ( s ) f (0)assuming f (x ) 0 as x
(iii)
Fs { f (x )} = sin sxd [ f (x )]
0
{ f (x )sin sx}0 s f (x )cos sxdx

0
= sfc ( s )
(iv)
Fc { f (x )} = cos sxd [ f (x )]
0
39
INTEGRAL TRANSFORMS
= { f (x )cos sx }0 + s f (x )sin sxdx
= f (0) + sFs { f ( x)}

= s2 Fc ( s ) f(0) assuming f (x ), f (x ) 0 as x
(v)
Fs { f (x )} = sin sxd [ f (x )]
0
= { f (x )sin sx} s f (x )cos sxdx

0
= sFc { f (x )} = s [ sFs (s) f (0)]

= s2 F s (s) + sf (0) assuming f (x ), f (x ) 0 as x .
1.14 RELATIONSHIP BETWEEN FOURIER AND LAPLACE TRANSFORMS

Consider
e st g( t) , for t > 0
f ( t) =
for t < 0
0,
...(1)
Then the Fourier transform of f (t) is given by
F { f (t)} = e ist f (t )dt = e ist f (t )dt
( isx ) t
g(t )dt = e ptg (t )dt
where p = x is
= L{g(t)}
Fourier transform of f(t)=Laplace transform of g(t) defined by (1).
1.15 FOURIER TRANSFORMS OF PARTIAL DERIVATIVE OF A FUNCTION

2u
2
F 2 = s F (u) where F(u) is Fourier transform of u w.r.t. x.
x
2 u
2
Fs 2 = s (u)x = 0 s Fs (u)
x
2u u
s 2 Fc (u)
Fc 2 =
x = 0
(sine transform)
(cosine transform)
40
Proof: Let F[u(x, t)] be the Fourier transform of the function u(x, t), i.e.
F u (x , t ) = e isx u(x, t )dx
2
The Fourier transform of u is given by
x 2
2 u
2 u
F 2 = eisx 2 dx
x
x
Integrating by parts, we have
2 u
F 2 =
x
isx u
isx u
e x ise x dx
= e isx
ise isxu + (is)2 eisx udx
x

= 0 0
Thus
s 2 eisx .udx
Again integration
u = 0, x = 0
when x
2 u
F 2 = s 2F [u (x , t )]
x
Similarly the Fourier sine transforms of
2 u
Fs 2 =
x
2 u
x 2
2u
is given by
x 2
sin sxdx
or
2 u
Fs 2 = s [u (x ,t )] x = 0 s 2 Fs [u (s ,t )]
x
and
2u
u
s 2Fc [u (s ,t )]
Fc 2 =
x
x x = 0
(sine transform)
(cosine transform)
1.16 APPLICATIONS OF FOURIER TRANSFORM OF HEAT CONDUCTION

(TRANSFER EQUATIONS)
In one dimensional heat transfer equations, the partial differential equation can easily be transformed
into an ordinary differential equation by applying fourier transforms. The required solution is then
obtained by solving this equation and inverting by means of the complex inversion formula. This is
illustrated through the following examples.
41
INTEGRAL TRANSFORMS
Example 9: Solve the equation
u 2u
=
,
t x 2
x > 0, t > 0
subject to the conditions

(i) u = 0 when x = 0, t > 0
0 < x <1
x 1
1,
(ii) u =
0,
when t = 0
(iii) u(x, t) is bounded
(U.P.T.U. 2003)
(Note. If u at x = 0 is given, take Fourier sine transform and if
u
x
at x = 0 is given, use Fourier cosine transform.)
Sol. In view of the initial conditions, we apply Fourier sine transform

u
sin sxdx =
2 u
x 2
sin sxdx
d
u sin sxdx = s2 u(s) + su(0)
dt 0
u = 0 when x = 0
du
du
= s2 u or
+ s2 u = 0
dt
dt
u = Ae s t
2
...(1)
u = u (s, t) = u(x, t)sin sxdx

0
u = u (s, 0 ) = u( x,0)sin sxdx

0
cos sx 1 cos s
=
u (s, 0 ) = 1.sin sxdx =
0
s
s 0
From (2) putting the value of u (s, 0 ) in (1), we get
u=
1 cos s s2 t
or
e
s
u=
...(2)
1 cos s
=A
s
2 1 cos s s2 t
e ds
0
s
u
2 u
= k 2 for x 0,t 0 under the given conditions u = u0 at x = 0,t > 0 with
t
x
initial condition u(x, 0) = 0, x 0.
Example 10: Solve
42
Sol. Taking Fourier sine transforms
2u
u
Fs = Fs k 2
x
t
d
2
u = k s 2u + su (0, t )
dt
= ks2 u +
du
+ sk 2u =
dt
2
ksu , where u is the fourier sine transform of u.
0
2
sku
0
This is linear in u .
ueks t =
2 u0 ks2 t
e +c
s
2
2
ku0 sek s t dt =
...(1)
Since, u(x, 0) = 0, u (s, 0) = 0. Using this in (1)

0=
2
e ks t =
2 u0
+c
s
2 u0 ks2 t
e 1
s
c=
u=
2 u0
s
2
2 u0
1 e ks t
s
By inversion theorem,
2
2u0 1 eks t
u(x, t ) =
0 s
sin sxds. Ans.
u
2u
= k 2 for 0 x < , t > 0 given the conditions
t
x
Example 11: Solve
(i) u(x,0) = 0 for x 0
(ii)
u
(0, t ) = a (constant)
x
(iii) u(x,t) is bounded.

Sol. In this problem,
the given equation.
u
at x = 0 is given. Hence, take Fourier cosine transform on both sides of
x
2u
u
Fc = Fc k 2
x
t
du
2 u
= k s2u
(0, t )
x
dt
43
INTEGRAL TRANSFORMS
= ks2 u +
du
+ ks 2u =
dt
2
ka
[Using condition (ii)]
2
ka
This is linear in u . Therefore, solving

ks2 t
ue
2
2
kaeks t dt =
u (s, t) =
2 a
ks2 t
+
ce
s2
u(x, 0) = 0
u (s, 0 ) = 0
Using this in (1), we get
u (s, 0 ) = c +
c=
...(1)
for x 0
Since
2 eks t
+c
ka
ks 2
2 a
=0
s2
2 a
s2
Substituting this in (1)

u (s, t) =
2 a
2
1 e ks t
2
s
By inversion theorem
2
1 e ks t
u(x, t ) = .a
cos sxds.
0
s2
2
Ans.
Example 12: Use Fourier sine transform to solve the equation
2u
u
= 2 2
t
x
under the conditions
(i) u(0, t) = 0
(ii) u(x,0)= e x
(iii) u(x, t) is bounded.
Sol. The given equation is
2u
u
=
2
2

t
x
...(1)
44
Taking Fourier sine transform on bothside of eqn. (1), we get

u
sin sxdx = 2
2u
x 2
sin sxdx
du
= 2 s (u)x = 0 s2u , where
dt
u = u sin sxdx
0
du
+ 2s 2u = 0
dt
...(2)
Its solution is u = c1e 2s t , when c1 is a constant.

2
At t = 0,
(u )t =0 = 0 (u )t =0 sin sxdx
=
=
From (2),
0 e
sin sxdx
...(3)
1 + s2
(u )t =0 = c1
From (3) & (4),
c1 =
u=
From (2),
...(4)
s
1 + s2
s
e 2s t
2
2
1+s
Taking inverse Fourier sine transform, we get
u(x, t ) =
2 s 2s2 t
e
sin sxds.
0 1 + s 2
Example 13: Use Fourier cosine transform to show that the steady temperature n in the semiinfinite solid y > 0 when the temperature on the surface y = 0 is kept at unity over the strip x < a and
at zero outside the strip is
1 1 a + x
1 a x
tan
+ tan
y
y
r
The results e sx x 1 sin rxdx = tan 1 ( r, s > 0 ) may be assumed.
0
s
2u 2u
Sol. Taking Fourier cosine transform of 2 + 2 = 0 , we havee
x y
45
INTEGRAL TRANSFORMS
2 u
x 2
.cos sxdx +
2 u
y2
.cos sxdx = 0
u
d
s 2u + 2 (u ) = 0 where u = u cos sxdx
0
x x = 0
dy
d 2u
dy
Its solution is
...(1) Q 0 as x
x
s2 u = 0
u = c1e sy + c2e sy
...(2)
u = c2 e sy
...(3)
But u is finite so c1 = 0
Otherwise u as y
\ From (2),
u = u cos sxdx
0
(u )y=0 = 0 (u )y=0 cossxdx

=
From (3),
0 1.cos sxdx =
sin sa
s
...(4)
(u )y=0 = c2
c2 =
sin sa
s
From (3),
u=
sin sa sy
e
s
Applying inverse Fourier cosine transform, we get

u=
sy
2 sin sa sy
1 e
e cos sxds =
s
0 s
(2sin sa cos sx ) ds
1 e sy
sin ( a + x ) s + sin ( a x ) s ds
0 s
1 1 a + x
1 a x
tan
+ tan
y
y
46
PROBLEM SET 1.2

1. Apply appropriate Fourier transform to solve the partial differential equation
v 2 v
=
; x > 0, t > 0
t x 2
Subject to conditions
0 x 1
x,
(ii) v ( x , 0) =
0,
(i) v x (0, t ) = 0
x >1
(iii) v(x, t) is bounded.
2
And. v (x , t ) =
sin s cos s 1 s2 t
+
e cos stds
2
s
s
2. Solve the equation for high voltage semi-infinite line with the following initial and boundary
conditions.
v(x, t) = 0 and i(x, 0) = 0, v(0, t) = v0 u(t), v(x, t) is finite as x .
And. v = v0 u[t x LC ],
for x
t
LC
and v = 0 for x >
LC
t
1.17 FINITE FOURIER TRANSFORMS

The finite Fourier sine transform of f(x), 0<x< l is defined as
Fs ( p ) = f (x ).sin
l
px
dx;
l
p I
Similarly, the finite Fourier cosine transform of f(x), 0 < x < l is defined as
Fc ( p ) = f (x ).cos
l
px
dx ;
l
p I
Generally, the choice of p as the upper limit of integration in these transforms is found convenient
and can easily be arranged by having suitable substitutions to actual problems, then
Fs (p ) =
and
0 f (x ).sin pxdx
Fc ( p) = f (x ).cos pxdx
0
47
INTEGRAL TRANSFORMS
1.18 INVERSE FINITE FOURIER TRANSFORMS

Inversion formula are given as follows :
When upper limit is l
For sine transform:
f (x ) =
2
px
Fs ( p ) sin
l p=1
l
For cosine transform:

1
2
px
f (x ) = Fc (0) + Fc ( p) cos
l
l p=1
l
where Fc (0) stands for
0 f (x )dx.
When upper limit is p.

For sine transform:
f (x ) =
2
F ( p) sin px
p=1 s
f (x ) =
1
2
Fc (0) + Fc ( p ) cos px
p=1
For cosine transform:
where Fc (0) stands for f (x )dx .

0
Example 1: Find the finite Fourier sine and cosine transform of

(i)
f (x ) = 1
in (0, p)
(ii)
f (x ) = x
in (0, l )
(iii)
f (x ) = x2
in (0, l )
(iv)
f (x ) = 1
= 1
in 0 < x < p/2

in p/2 < x < p
(v)
f (x ) = x3
in (0, l )
(vi)
f (x ) = eax
in (0, l )
Sol. (i) Fs (p ) = Fs (1) = 1.sin

0
px
cos px 1 cos p
;
dx =
=
p 0
p
sin px
1
Fc ( p) = 1.cos pxdx =
= (0 0) = 0.
p 0 p
0
Ans.
if p 0
48
(ii) Fs (p ) = Fs (p ) = x sin
0
px
dx
l

px
cos
l
= ( x )

p

l
l 2
p
(1) ;
p
p x
sin
l = l (l cos p )
(1)
p2 2
p
0
l
if p 0.
Ans.
(iii) F ( p) = F (x ) = x cos px dx
c
c
l
0
l

px
sin
l
= ( x )
p

l
Fs (p ) = Fs (x 2 ) =
px
cos
l
(1) 2 2
l2
sin
px
dx
l
px
cos
l
= x2
( )
Fc ( p) =
px
sin
l
(2x ) 2 2
p
l
l2
3
l 3
2l
(1) p +
( 1) p 1 ;
3 3
p
p
l
2
( x ) cos
0
2
= l ( 1) p 1 ; if p 0
2 2
px
cos
l
+ (2)
p33
l3
if p 0
px
dx
l
l
px
p x
px
sin
cos
sin
l
l + (2)
l
= x2
(2
)
x
p2 l2
p33
p
l2
l 3 0
( )
2l
2 2
(1) p ;
if p 0
Ans.
49
INTEGRAL TRANSFORMS
(iv) Fs { f (x )} =
( 1)sin pxdx
sin pxdx +
2
cos px
cos px
=
+
p 0
p 2
=
1
p 1
p
1 + cos p cos
cos
p
2
2
p
1
p
+ 1 ;
cos p 2cos
p
2
Fc { f (x )} =
if p 0
cos pxdx
cos pxdx
sin px
sin px
2
p
=

= sin ;
2
p 0
p 2 p
l
(v)
Fs (x 3 ) = x 3 sin
0
( )
( )
Ans.
px
dx
l
px
cos l
3
= x
if p 0
px
p x
px
sin
cos
sin
2
l
l
l
(3x ) 2 2 + ( 6x ) 3 3 (6) 4 4
p
p
p
l3
l2
l4 0
l
6l
( 1) p +
(1) p ; if p 0
3 3
p
p
Fc x 3 = x 3 cos
0
px
dx
l
px
sin l
3
= x
( )
p x
p x
px
cos
sin
cos
2
l + ( 6x )
l (6)
l
(3
)
x
2 2
p33
p4 4
p
l4 0
l2
l3
50
3l
2 2
(vi)
Fs (e ax ) = e ax sin
0
(1) p
( )
Fc e
ax
(1) p 1 ; if p 0.
p
4 4
px p
px
a sin l l cos l
p
1
p
( 1) +
p a l
p2 2
2
2
a + 2
a + 2
l
l
e ax
2 2
eax
=
2 2
a2 + p
2
l
e al
a +
2
Ans.
px
dx
l
eax
=
2 2
a2 + p
2
6l
px p
p x
a cos l + l sin l
0
1
a ( 1)
p
2 2
p

l
a +
2
l2
p2 2
(a) .
Ans.
l2
Example 2: Find finite Fourier sine transform of

f (x ) = 1
1
in (0, )
Sol. The finite Fourier sine transform of f(x) is given by

Fs (p ) =
0 1 sin pxdx
1 cos px
x cos px
= 1
0 .
dx
p 0
p

1 1 sin px
1

= .
p p p 0 p
Ans.
51
INTEGRAL TRANSFORMS
Example 3: Find finite Fourier cosine transform of

f (x ) =
Sol.
cos k ( x)
k sin k
Fc ( p ) =
=
cos k (
x)
k sin k
cos pxdx
1
cos {k ( x ) + px } + cos {k ( x) px} dx
0
2 k sin k
1 sin(k kx + px ) sin(k kx px )
=
p k
p+ k
2 k sin k
0
=
1 1
1
p k p + k
2k
1
p k
2
k 0,1,2,...........
Ans.
Example 4: Find finite Fourier sine and cosine transform of

f (x ) = 2 x,
Sol. (i) Fs (p ) =
0 2x .sin
0 < x < 4.
px
dx
4
4
px
px
cos
cos
4 2.
4 dx
= 2 x
p 0 p
4
4 0
32
( cos p ),
= p
0,
(ii)
p0
p=0
Fc ( p ) = 2x .cos
4
px
dx
4
4
px
px
sin
sin
4 4 2.
4 dx
= 2 x
p 0 p
4
4
0

52
px
cos
32
8
4
=
sin p
p
p
p
0
4
=
32
p
2 2
( cos p 1) , p 0
. = 16.
When p = 0, Fc ( p) = Fc (0) = 2 xdx
0
Ans.
Example 5: Find f(x) if its finite Fourier sine transform is given by

(i) Fs (p ) =
1 cos p
(ii) Fs (p ) =
for p = 1, 2, 3, . and 0 < x < p
2 2
16(1) p1
p
for p = 1, 2, 3, .and 0 < x < 8
2p
3
(iii) Fs (p ) =
2
(2 p + 1)
cos
for p = 1, 2, 3, and 0 < x < 1.
Sol. By inversion formula,

(i)
f (x ) =
(ii)
f (x ) =
2 1 cos p
sin px
p=1 p2 2
1 cos p
.sin px
p=1
p2
2
px
Fs ( p)sin
l p=1
l
2 16(1) p1
px
p3 sin 8
8 p=1
= 4
p =1
(iii)
f (x ) =
(1) p1
p
px
sin
2
px
Fs ( p)sin
l p=1
l
53
INTEGRAL TRANSFORMS
2 p
cos
3 sin( px );
= 2
p=1
(2 p + 1)2
sin l = 1.
Ans.
Example 6: Find f (x ) if its finite Fourier cosine transform is

(i)
Fc ( p) =
=
(ii)
Fc ( p) =
(iii)
1 p
;
2p 2
;
4
for p = 1, 2, 3
for p = 0 given 0 < x < 2p

p
cos p
2
;
(2 p + 1)
6sin
2
;
for p = 0 given 0 < x < 4
2 p
cos
3 ;
Fc ( p) =
2
(2 p + 1)
= 1;
Sol. By inversion formula,
for p = 1, 2, 3,.
for p = 1, 2, 3,..
for p = 0 given 0 < x < l
1
2
px
f (x ) = Fc (0) + Fc ( p).cos
l
l p =1
l
(i) Here
Fc (0) = / 4 a n d l = 2
f (x ) =
(ii) Here
Fc (0) =
1 2 1
p
px
sin cos 2
+
2 4 2 p=1 2 p 2
1 1 1 p px
+
sin cos
8 2 p=1 p 2 2
2
and l = 4
cos p
6sin
12 2
2
px
cos
f (x ) = +
4 4 p=1
(2 p + 1)
4
54
Fc (0) = 1, l = 1
(iii) Here
1 2
1
2 p
f (x ) = +
cos
cos ( px )
2
1 1 p=1 (2 p + 1)
3
2 p
cos
3
= 1 + 2
cos ( px ) .
2
p =1 (2 p + 1)
Ans.
PROBLEM SET 1.3

1. Find the finite Fourier sine transforms of
f ( x) = x
in (0, p)
(ii) (x) = cos ax
in (0, p)
(i)
(iii)
f ( x) = e ax
in (0, l )
Ans.
(i)
p+1
(1) , p 0
p
0,
p=0
(ii)
(iii )
p
p
[1 (1) cos a]
p a2
2
e ax
p a
2
a + 2
l
2 2
( 1) p +
l
p2 2 l
2
a + 2
2. Find finite Fourier cosine transform of 1 , 0 < x < p.
p = 0
/3,
Ans. Fc ( p) =
2
2/p , p 0
3. Find f(x) if its finite Fourier sine transform is

2
p1
1) for p = 1, 2, 3,, 0 < x < p.
(
3
p1
(1)
Ans. f (x ) = 4
sin px
p3
p =1
55
INTEGRAL TRANSFORMS
1.19 FINITE FOURIER SINE AND COSINE TRANSFORMS OF DERIVATIVES

Fs {f (x )} =
p
Fc ( p)
l
Fc {f (x )} = (1) p f (l) f (0)
Proof: (i)
Fs { f (x )} =
p2 2
Fc { f (x )} =
p2 2
Fs {f (x )} = f (x )sin
Fs ( p) +
p
Fs ( p)
l
p
f (0) (1) p f (l)
Fc ( p) + f (l) (1)p f (0)
px
px
.d {f (x )}
dx = sin
l
l
0
px
= f ( x)sin
l 0
(ii)
Fc {f (x )} =
0 f ( x).cos
p
Fc (p )
l
l
px
p x
f (x) cos
dx = f (x )cos

l
l 0
0 f (x ).
= ( 1) f ( l ) f (0) +
p
(iii)
Fs { f (x )} = sin
p
p x
sin
dx
l
l
p
Fs ( p)
l
px
d [ f (x )]
l
l
px
p
= f ( x ) sin

l 0
l
px p
dx
l
l
0 f ( x ) cos
px
ds
l
p
p
(1)n f (l ) f ( 0 ) + fs ( p )
l
l
2 2
= p F ( p) + p [ f (0) ( 1)p f (1)]
s
2
l
l
56
Fc { f ( x )} = cos
(iv)
px
d f (x )
l
l
px
p
p x
+
f ( x ) sin
dx
= f ( x ) cos
l 0
l 0
l
= ( 1) f (l) f (0) +
p
p p
fc ( p )
l l
p
p
Fc ( p) + f (l )( 1) f (0)
2
2 2
Note: If u = u(x, t), then
u p
Fs =
Fc ( u )
l
x
u p
p
Fc =
Fs (u ) u ( 0,t ) + ( 1) u (l ,t )
x
l

2u p2 2
p
p
Fs
u( 0, t ) ( 1) u (l , t )
= 2 Fs ( u )+
l
l
x 2
2 2
2u
p
u
u
Fc
= 2 Fc (u ) + (l ,t ) cos p (0, t )
2
x
x
l
x
Example 1: Using finite Fourier transform, solve
u 2u
=
. Given u (0, t) = 0 and u (4, t) = 0
t x 2
and u(x, 0) = 2x where 0 < x < 4, t > 0.

Sol. Since u (0, t) given, take finite Fourier sine transform.
4
px
px
u
2u
sin
dx =
sin
dx
2
t
4
4
x
0
0
2u
d
us = Fs 2
x
dt
p
p
[u(0, t) ( 1)n u(4, t )]
us +
16
A
p 2 2
us using u(0, t) = 0, u(4, t) = 0
16
2 2
57
INTEGRAL TRANSFORMS
dus
p 2 2
=
dt
us
16
p2 2
t +c
16
log us =
Intergrating
us = Ae
2 p 2
t
16
...(1)
Since u(x, 0) = 2x
4
p x
us ( p,0) = (2 x )sin
dx
4
0
32
cos p
p
...(2)
Using (2) in (1),

us ( p, 0 ) = A =
32
cos p
p
Substituting in (1),
32
p
us =
( 1) e
p
p2 2
t
16
By inversion formula,
2
u(x , t ) =
4
Example 2: Solve
< p, t > 0.
32
p+ 1
( 1) e
p =1 p
p 2 2
16 sin
p x
.
4
Ans.
v 2 v
=
subject to the condition v(0, t) = 1, v(p, t) = 3, v(x, 0) = 1 for 0 < x
t x 2
Sol. Since v (0, t) is given, taking F.F.S.T. of the given diff. equation
v
0 t
sin pxdx =
2v
0 x 2 sin pxdx
dvs v
= sin px
dt x
0
0 t cos pxdx
= p {v cos px}0 + p
0 v sin pxdx
58
= p (3cos p 1) + pvs
= p (1 3cos p) p2 vs
dvs
+ p2 vs = p (1 3cos p)
dt
= e p d t = e p t
2
Integrating factor
vs e
p2 t
= c + p (1 3cos p) e p t dt
= c + p (1 3cos p )
v s = ce
p2 t
ep t
p2
(1 3cos p)
...(1)
Taking F.F.S.T. of the condition v(x, 0)=1
cos px
vs ( p, 0 ) = 1.sin pxdx =
0
p 0
cos p 1 (1 cos p)
+ =
p
p
p
Putting t = 0 in eqn. (1), we get

vs ( p,0) = c +
or
1 3cos p
p
1 cos p
1 3cos p
=c+
p
p
c=
1 cos p 1 3cos p
p
p
2cos p
p
Therefore, from equation (1), we have

vs ( p, t) =
2cos p p2 t 1 3cos p
+
e
p
p
Taking inverse F.F.S.T., we get

v (x, t ) =
2cos p p2 t 1 3cos p
+
e
sin px
p
p
p =1
59
INTEGRAL TRANSFORMS
p=1
2cos p p2 t
2
e
sin px +
p
cos p p2 t
2
e
sin px +
p
p=1
u 2u
=
,
t x 2
Example 3: Solve
p=1
p=1
1 3cos p
sin px
p
1 3cos p
sin px.
p
Ans.
0 < x < 6, t > 0
u
u
(0, t ) = 0, (6, t ) = 0 and u( x ,0) = 2 x.
x
x
Given
Sol. Since
u
(0, t ) is given, use finite Fourier cosine transform
t
px
p x
u
2u
cos
dx =
cos
dx
2
t
6
6
x
0
0
d
p 2 2
u
u
p 2 2
(6, t )cos p
(0, t ) =
uc =
uc +
uc
dt
36
x
x
36
duc
p2 2
=
dt
uc
36
log uc =
p2 2
t+c
36
uc = Ae
\ At
p2 2
t
36
...(1)
u(x, 0) = 2x.
t=0
6
uc ( p,0) = (2 x)cos
px
72
dx = 2 2 (cos p 1)
6
p
Using this in (1), we get

uc ( p,0) = A =
72
p
2 2
(cos p 1)
Substituting in (1), we get

uc ( p, t ) =
72
p
2 2
(cos p )
...(2)
60
By inversion formula,
u(x, t ) =
1
2
fc ( 0 ) +
l
l
px
fc ( p)cos
p=1
1
2
72
=
(2 x )dx +
(cos p 1)e
2 2
60
6 p =1 p
6+
24
p=1
(cos p 1)
p
p2 2
t
36 .cos
p2 2
t
36 .cos
px
p x
.
6
Ans.
PROBLEM SET 1.4

u
2 u
= 2 2 , 0 < x < 4, t > 0 given 4(0, t) = 0;
t
x
U(4, t) = 0; u(x, 0) = 3 sin px 2 sin 5px
1. Solve
2 2 t
[Ans. u( x, t) = 3e
50 2 t
sin x 2e
sin5x ]
2. Use the finite cosine transform to solve
u
2u
= k 2 (one dimensional heat equation)
t
x
u
= 0 when x = 0 and x = p, t > 0 and the initial condition
x
U = f (x), when t = 0, 0 < x < p.
With the boundary condition
1
Ans. u(x, t ) =
3. Solve
f (y )dy +
kp t
cos( px ). f (y)cos pydy
p =1
2
u 2u
1 for 0 < x < 3
= 2 , 0 < x < 6. Given that u(0, t) = 0 = u(6, t) and u(x, 0)=
t x
0 f o r 3 < x < 6
2
Ans. u(x, t ) =
p 2 2
t
1 cos 2 p 36
p
x
sin
p
6
p =1
61
INTEGRAL TRANSFORMS
1.20 Z-TRANSFORMS
Z-transform is very useful in the discrete analysis. Difference equation are formed in discrete system
and their solution and analysis are carried out by z-transform.
Sequence
Sequence {f(k)} is an ordered list of real or complex numbers.
Representation of a Sequence
First Method: The elementary way is to list all the members of the sequence such as
{f(k)} = {15, 10, 7, 4, 1, 1, 0, 3 , 6}
The symbol - is used to denote the term in zero position i.e. k = 0, k is an index of position of a
term in the sequence.
{g(k)}={15, 10, 7 , 4, 1, 1, 0, 3, 6}
Two sequences {f(k)} and {g(k)} have same the terms but these sequences are not identically the
same as the zeroth term of those sequences are different.
In case the symbol - is not given, then left hand end term is considered as the term corresponding
to k =0.
Example 1: {8, 6, 3, 1, 0, 1, 4, 5}, here
The zeroth term is 8, the left hand end term.
Second Method: The second way of specifying the sequence is to define the general term of the
sequence {f(k)} as function of k.
Example 2: f ( k ) =
1
3
1 1 1
1 1 1
This sequence represents ........ 3 , 2 , 1 , 1 , , 2 , 3 .......

3 3 3
3 3 3
k=0
Example 3: f (k ) =
1
3
, 4 k 3 then { g( k)} =
1 1 1 1
1 1 1
= { 4 , 3 , 2 , 1 , 1 , , 2 , 3 }
3 3 3
2
3 3 3 3
k
Basic Operations on Sequences

Let {f (k)} and {g(k)} be two sequences having same number of terms.
Addition: {f (k)} + {g(k)} = {f(k) + g(k)}
Multiplication: Let a be a scaler, then a{f (k)}={a f (k)}
Linearity: a{f (k)}+b{g(k)}={a f (k) + b g(k)}
62
1.21 DEFINITION OF Z-TRANSFORM
The Z-transfrom of a sequence {f(k)} is denoted as Z f ( k ) .
l =
It is defined as Z { f ( k )} = F ( z) =
f ( k )z k =
k =
f (k )
z
Where 1. z is a complex number.

2. Z is an operator of Z-transform.
3. F(z) is the Z transform of {f (k)}.
Example 4: If f (k) = {15, 10, 7, 4 , 1, 1, 0, 3, 6}, then
1 1
3
6
3
2
Z { f (k )} = F (z ) = 15z + 10z + 7 z + 4 + + 2 + 0 + 4 + 5
z z
z
z
{ }, k 0
Example 5: Find the z-transform of a
Sol.
{ } a z
Z ak =
k k
k =0
= 1 + az 1 + a2 z 2 + a3 z 3 + .............
= 1+
which is in G.P. whose sum =
a a2 a 3
+
+
+ ..............
z z2 z 3
a
1 r
{ }
k
z a =
1
1
a
z
z
.
za
Ans.
1.22 PROPERTIES OF Z-TRANSFORMS

Linearity
Theorem 1: If f (k) and {g (k)} are such that they can be added a and b are constants,
Then
Z {af ( k) + bg( k)} = aZ { f (k )} + bZ {g( k}
Proof:
Z {af (k ) + bg(k )} =
af (k ) + bg(k ) z k
k =
[By definition]
63
INTEGRAL TRANSFORMS
af (k )z k + bg(k)z k = a f (k )z k + b g(k)z k
k =
k =
k =
= aZ[{f(k)}+bZ[{g(k)}].
Proved.
1.23 CHANGE OF SCALE

Theorem:
F ( z) = Z { f (k )} =
Proof:
Substituting
z
If Z[{f (k)}]=F(z), then Z ak f ( k) = F
f ( k )z k
k =
z
for z, we get
a
k
z
z
F =
f (k )
a
k =
a
But
Z a k f ( k) =
...(1)
ak f (k ) z k =
k =
k =
z
f ( k)
a
From (1) and (2)
z
Z ak f ( k) = F .
Proved.
1.24 SHIFTING PROPERTY

Theorem: If
Z [{f (k)] =F (z),
Then
Z { f (k n} = z n F ( z)
Proof:
Z { f (k n} =
k =
= z
f (k n)z k = z n
f (k n)z (k n ) r = (k n)
k =
r
f (r )z
k =
= z n F (z ) .
Proved.
1.25 MULTIPLICATION BY K
Theorem:
d
If Z { f (k )} = F (z ), then Z { kf (k )} = z F (z )
dz
...(2)
64
Proof:
Z {kf (k )} =
= z
k =
f (k )
( )
d k
d
= z
z
dz
dz
d
F ( z) .
dz
= z
In general
kf (k )z k = z kf (k )z k 1 = z f (k ) ( kz k 1 )
k =
k =
k =
k
f (k )z
k =
Proved.
Z k n f (k ) = z F ( z)
dz
1.26 DIVISION BY K
Theorem:
Proof:
f ( k )
If Z { f (k )} = F (z ), then Z
=
k
k =
f ( k )
Z
=
k
f (k ) z k =
f (k )
k
k =
k 1
f (k )z
dz =
k
=
z 1 F (z)dz
1.27 INITIAL VALUE
Proof:
z F (z) dz
Then
z 1
f (k )
f (k ) k
=
Z
z
k
k = k
Theorem: If
Z [{f (k)}] = F (z), k 0

f (0) = lim F ( z).
z
Z { f (k )} =
f (k )z k = F ( z)
k=0
f (0) + f (1)z 1 + f (2)z 2 + ......... = F (z )

Taking the limit, z , we get
f (0) = lim F ( z) .
z
Proved.
z k 1dz
k
f (k )z dz =
k =
z F (z)dz
65
INTEGRAL TRANSFORMS
1.28 FINAL VALUE

lim f ( k ) = lim( z 1)F( z ).
Theorem:
z1
Proof: Z { f (k + 1) f (k )} =
f (k + 1) f (k ) z k
k =0
n
f (k + 1) f (k ) z
n
k=0
zF (z ) f (0) F (z ) = lim
lim( z 1)F( z) = f (0) + lim

z1
z1
lim
f (k + 1) f ( k) zk
By changing the order of limits, we get

lim( z 1) F( z) = f (0) + lim
z 1
lim[ f ( k + 1) f ( k)]z k
z 1
k =0
= lim f (0) +
{ f ( k + 1) f ( k )}
n
k =0
= lim[ f (0) f (0)+ f (1)+ f (2) f (2)+. + f (n+1) f (m)]

= lim f (n + 1) = lim f( n ) = lim f( k )
n
1.29 PARTIAL SUM

Theorem: If Z { f (k )} = F( z),
k
F (z )
Z
f ( n) =
1
n
1 z
Proof: Let {g(k)} be a sequene such that
Then
g( k ) =
f ( n)
n =
We are required to find Z[{f(k)},

We know that g(k ) g( k 1) =
k 1
f ( n) = f ( k )
f (n) n
n =
=
Z {g(k )} {g(k 1)} = Z { f (k )}

Z {g(k )} Z {g(k 1)} = F (z )
66
G (z ) z 1G (z ) = F (z )
k
f (k ) = G(z) = 1 z1 .
n=
F ( z)
Proved.
1.30 CONVOLUTION
Let two sequences be {f(k)} and {g(k)} and the convolution of {f(k)} and {g(k)} be {h(k)} and denoted
as
{h(k )} = { f ( k)} * {g(k )}

{h(k )} =
where
f (n )g (k n)
...(1)
n=
g( n) f (k n) = {g(k )} * { f ( k )}
n=
Proof: Z-transform of (1) is

Z {h (k )} =
f (n ) g (k n ) z k =
(
( f (n ) g (k n) z k
k = n =
n = k =
k =
f ( n ) z n
g ( k n ) z (k n) =
f ( n ) z n G( z) = F( z )G( z)
n=
n=
{ }.
Example 6: Find the Z-transform of a
{ }
k
k k
k k
k k
a z =
a z + a z
Sol. Z a =
k =
k=
k= 0
3 3
2 2
1
2 2
3 3
= ..... + a z + a z + az + [1 + az + a z + a z + ......]
a
These are two G.P. and sum of G.P. =
1 r
az
1
az
z
=
+
, az < 1 and az 1 < 1 =
+
1
1 az 1 az
1 az z a
az (z a ) + a (1 az ) az 2 a 2z + z az 2
=
(1 az )( z a)
(1 az )( z a)
z a2 z
.
(1 az )( z a)
Ans.
67
INTEGRAL TRANSFORMS
1 k
Example 7: Find the Z-transform of
2
Sol.
1 k

Z
2
Putting a =
1 k
z
2
1
, we have
2
1
Z
2
1
3
1
1
3z
4
4
=
, < z< 2=
=
z
z
z
z 1)
1
1
2
2
2
1
(2
)(2
1 z 1
2 2z
2 2 z
=
3z
Ans.
5z 2 2 z 2
Example 8: Find the Z-transform of unit impulse

k=0
1,
( k ) =
0,
Sol.
Z { f (k )} =
k0
(k )z k
k =0
= [+ 0 + 0 + 1 + 0 + 0 + ] =1.
Example 9: Find the Z-transform of discrete unit step

k<0
k0
0,
U (k ) =
1,
Sol.
Z = {U (k )} =
This is G.P. its sum is
U (k )z k = 1 + z 1 + z 2 + z 3 + .........
k=0
a
1 r
=
1
1 z
1
1
1
z
z
.
z 1
Ans.
Ans.
68
Example 10: Find the Z-transform of {(k)} where
5k ,
f (k ) =
k
3 ,
Z { f (k )} =
Sol.
k =
k<0
k 0
3k z k
k= 0
5k z k +
3
9
27
= ....... + 5 3 z 3 + 52 z 2 + 51 z 1 + 1 +
+
+
+ .....
z 1 z 2 z 3
These are G.P.
51 z
15 z
1
1
3
z
z
z
+
5z z 3
z 2 3z + 5z z 2
2z
= 2
.
(5 z )( z 3)
z 2z + 15
Ans.
Example 11: Find the Z-transform of sin k , k 0.

Sol.
Z {sin k} =
k =0
sin kz
k =0
ei k e i k k
z
2i
1
1
1
e i k z k
e i k z k =
e i z 1
2i k =0
2i k =0
2i k =0
1
1 + e i z 1 + e i z 1
2i
1
1
1
1
1
z
1
z
2i 1 ei z 1 2i 1 e i z 1 2i z ei 2i z e i
) (
1
e i z 1
2i k =0
) (
1
+ ..... 1 + e i z 1 + e i z 1
2i
These are G.P.
) ( )
)(
)
i
z z ei
1 z
z 1 z z e
=
=
2i z ei z e i 2i
z ei z e i
(
(
)
)
z ei e i
1
z sin
=
= 2
.
2
i
2i z z e + e
+ 1 z 2 z cos + 1
Ans.
+ ....
69
INTEGRAL TRANSFORMS
Example 12: Find Z-transform of sin (3k + 5).

Sol.
F ( z) =
k
sin(3k + 5)z =
k =0
k =0
ei (3k + 5 ) e i (3k + 5 ) k
z
2i
1
1
e i(3k + 5 )z k
e i(3 k+ 5) z k
2i k =0
2i k =0
1 5i
e
e 3i z 1
2i k = 0
1 5i
e
2i
ei5
1
1
1
a
e 5i
S=
3
i
3
i
1
2i 1 e z
2i
1 r
1e z
i5
1 e
=
2i
(e 3i z1 )
1 5i
e
2i
) (
3i 1
3i 1
1 + e z + e z
1
+ ..... e 5i
2i
) (
3i 1
3i 1
1 + e z + e z
(1 e z ) e (1 e z ) = 1 ( e e ) e z + e
2i 1 e z e z + z
(1 e z )(1 e z )
3i 1
5i
3i 1
5i
3i 1
5i
i5
2i 1
3i 1
3i 1
3i 1
2i
e e
e e
z 1
sin5 z 1 sin2
2i
2i
=
=
3i
3i
1
2
1 ( 2cos3) z 1 + z 2
1 e + e
z +z
i5
2i
z 2 sin5 z sin2
z 2 2z cos3 + 1
z >1 .
Ans.
+
Example 13: Find the Z-transform of cos
8

Sol.
k

+ =
Z cos
8

cos 8
+ zk
cos 8 cos sin 8 sin zk
cos 8 cos zk sin 8 sin zk
= cos
cos
k k
z sin
8
sin 8 zk
2i 1
+ .....
70
z sin
8 sin
8
= cos
2
2
z 2 z cos + 1
z 2 z cos +1
8
8
z 2 z cos
2
z z cos 8 cos z sin 8 sin z cos z cos 8 cos + sin 8 sin
=
=
z 2 2z cos + 1
z 2 2z cos +1
8
8
2
z cos z cos
8
.
=
2
z 2z cos + 1
8
Ans.
+
Example 14: Find the Z-transform of cosh
2
Sol.
F(z)=
cosh
2
k=0
1
=
e2
2 k=0
+ zk =
k=0
k
1
+
e 2
2 k=0
k
+
e2
+
e2
zk
k
1
1
e 2 z 1 + e e 2 z 1
= e
2 k=0
2
k=0
2
2
1 2 1 2 1
1
1
2
2
= e 1 + e z + e z + ..... + e 1 + e z + e z + .....
2

(Geometrical series sum =
e
1
= e
2
1 e 2 z1
1
+ e
2
1e
2 z1
1
=
2
1e
2 z 1 + e 1 e 2 z 1
a e 2 z 1 1 e 2 z 1
a
)
1 r
71
INTEGRAL TRANSFORMS
e +e
2
=
1 e 2 z1
1 e
+e
2
2 z1
.z1
+ z 2
2
z cosh z cosh
2
.
=
z 2 2z cosh +1
2
cosh cosh . z 1
2
1
1 2cosh z + z 2
2
Ans.
Example 15: Find the Z-transform of a k , k 0.

Sol. We know that
Z {1} =
z
z 1
for the given sequence, by the scale change formula the Z-transform
z
a
{ }
z
=
.
Z a .1 =
z
a
1
a
k
Ans.
Example 16: Find the Z-transform of c k sin k , k 0.

Sol. We know that
Z {sin k} =
z sin
(see example 11)
z 2 z cos + 1
2
By applying the formula of change of scale we get
z
sin
c
Z c k sin k =
z 2
z
c 2 c cos + 1

=
cz sin
z 2cz cos + c
2
Ans.
Example 17. Find the Z-transform of

(i) c k cosh( k ), k 0
(ii) e k cos( k ), k 0
(U.P.T.U. 2003)
72
Z { cosh ( k )} =
Sol. (i)
e k + e k
2
1
e z 1
2 k =0
k
z
k=0
) + ( e
) + (1 e z )
k =0
1
1 e z 1
2
1 z
z
+
2 z e
z e
z 2z e + e
= z ( z cosh )
=
2
2
2 z z e + e
+ 1 z 2z cosh +1
By change of scale property,
Z c k cosh ( k ) =
(ii)
Z { cos ( k )} =
z z
cosh
c c
z
z
c 2 c cosh + 1

z ( z cosh )
z 2cz cosh + c
2
ei k + e i k
2
k =0
1
ei z 1
2 k =0
Ans.
k
z
) ( e
) + (1 e
i 1
k =0
1
1 ei z 1
2
1 z
z
+
2 z ei z e i
z ( z cos )
z 2 z 2cos
2
= 2
2 z z cos + 1 z 2z cos + 1
i 1
73
INTEGRAL TRANSFORMS
By change of scale property,
z z
e e cos

Z ek cos ( k ) =
z
z
e 2 e cos + 1

z ( z e cos )
z 2 ze cos + e 2
2
Ans.
Exam p le 18: Find the Z-transform of {n Ck} (0 k n).
{ }
n
Z n Ck =
Sol.
k =0
Ck z k = 1 +n C1 z 1 +n C2 z 2 +n C3 z 3 + ..... +n Cn z n
This is the expansion of Binomial theorem. = (1 + z 1 )n .
Ans.
Example 19: Find Z-transform of {k+nCn }.
Sol. Z
k +n
Cn =
k +n
k =0
Cn z
k + n > n
>0
= 1+
k +n
k
Ck z
k=0
C1z 1 + n +2C 2z 2 + n+ 3C3z 3 + .........
(n + 2 )( n + 1)
2!
= 1 + ( n 1) z 1 +
(n + 3)( n + 2 )(n + 1)
( n 1)(n 2 )
2!
3!
(z )
1 2
1 3
( z ) + .......
( n 1)( n 2 ( n 3))
3!
This is the expansion of Binomial theorem.

= 1 z1
n 1
= 1 z1
(n +1)
Ans.
a k
Example 20: Find the Z-transform of .
k!
Sol.
C r = C n r
n +1
= 1 + ( n + 1) z 1 +
ak ak k
Z =
z
k ! k =0 k !
(k 0)
(z )
1 3
+ .......
74
k=0
( az )
1 k
k!
This is exponential series.

= e
az1
a
ez
( ) + ( az )
az 1
az 1
=1 +
+
1!
2!
1 3
3!
Ans.

(i)
f (k ) =
1
,
k
(ii)
f (k ) =
1
, k0
k (k + 1)
Sol. (i)
k 1
Z { f (k )} =
k
f (k )z
k =1
1 k 1
1
1
1
Z =
z = + 2 + 3 + .....
z 2z
k k =0 k
3z
(ii)
1
= log 1 ;
z
if
z
= log
;
z 1
if z > 1
1
<1
z
1
1
1
Z
= Z
k k +1
k (k + 1)
1
1
= Z Z
k
k +1
1 k
z
= log
z 1 k =0 k + 1
1
1
z
= log
1 + 2 z + 2 + ........
z

3z
1 1 1 2 1 1 3
z
= log
+ + + ......
z
z 1
z 2 z 3 z
+ .....
75
INTEGRAL TRANSFORMS
z
1
= log
z log 1
z
z 1
z
z
z
= log
z log
= (1 z)log
z 1
z 1
z 1
Example 22: Find the Z-transform of f *g where
(i)
f (n) = u(n),
g( n) = 2n u(n)
(ii)
f (n) = 3 n u( n),
g( n) = 4 n u( n) using convolution theorem.

F (z ) = Z {u (n )} =
Sol. (i)
1.z n =
;
z 1
n= 0
z
} 2
if z > 1
z
;
z2
if z > 2
z
z
z2
.
=
;
z 1 z 2 ( z 1)( z 2 )
if z > 2
G(z) = Z 2 n u(n) =
n= 0
By convolution theorem
Z { f * g} = Z {h ( k)} = F( z).G ( z)
=
(ii)
F (z ) = Z 3 u (n) =
z
;
z3
if z > 3
z
;
z4
if z > 4
G(z) = Z 4 n u(n) =
Ans.
By convolution theorem
Z { f * g} = Z {h ( k)} = F( z).G ( z)
=
z
z
z2
.
=
;
z 3 z 4 ( z 3)( z 4)
if z > 4 .
Ans.
PROBLEM SET 1.5

Find the Z-transform of the following for (k 0):
1. 2 k .
2. sin 2k.
Ans. z 2 , z > 2
z sin2
Ans. 2
z 2z cos2 + 1
76
3. sinh
k
.
2
+ .
4. sin
2
5. c k sinh(k ).
6. cos ( k ).
7. cosh ( k ) .
k
+ .
8. cos
2 4
9. a cos k + b sin k .
z sinh
2
Ans.
z 2 2z cosh +1
z 2 sin + z cos
Ans.
, z > 1
2
z +1
cz sinh
Ans. 2
z 2cz cosh + 1
z ( z cos )
Ans. 2
z 2z cos +1
z ( z cosh )
Ans. 2
z 2z cosh +1
2
Ans. z z
2 z2 + 1
a z ( a cos b sin )
Ans.
1 2z 1 cos + z 2
10. sinh(7k ).
z sinh7
Ans. 2
z 2 z cosh7 + 1
11. cos (9k).
z ( z cosh9)
Ans. 2
z 2 z cosh9 + 1
12. 3k cosh(5k ).
z ( z cosh5)
Ans. 2
z 2 z cosh5 + 9
+ 5 .
13. cos
3
z 2 cos5 z cos 5
Ans.
z 2 z cos +1
77
INTEGRAL TRANSFORMS
1.31 INVERSE Z-TRANSFORM

Inverse Z-transform is a process for determining the sequence which generates given Z-transform.
If f (z) is the Z-transform of the sequence {f (k)}, then {f (k)} is called the inverse Z-transform of
F(z).
The operator for inverse Z-transform is Z1 .
Z { f (k )} = F (z),then
If
Z 1 f ( z) = { f ( k )}
1.32 METHOD OF FINDING INVERSE Z-TRANSFORMS

We have the following method of finding inverse Z-transforms
1. Convolution Method.
2. Long Division Method.
3. Binomial expansion Method.
4. Partial Fraction Method.
5. Residue Method.
1.32.1 Convolution Method

We know that
Z { f * g} = F( z )G( z)
Z 1 {F (z )G( z )} = f * g =
f (m) g (k m )
m= 0
Example 1: Using convolution theorem evaluate
z2
Z 1
.
( z 1)( z 3)
Sol. We know that
Z 1 {F ( z).G ( z )} = f * g
Let
and
Now,
F ( z) =
z
z 1
f (k ) = (1)k
G( z) =
z
z3
g( k ) = ( 3 )
Z 1 {F ( z).G( z)} = (1) * (3 ) =

k
= 3k
1m (3)k m
1

m= 0 3
(which is G.P.)
78
1 k +1
1
k+1
k+1
(1) ( 3)
k 3
= 3
=
13
1 1
3
1 k+ 1
=
3 1 . Ans.
2
1.32.2 Long Division Method

1
Example 2: Find Z 1
.
z2
1 2 4
+
+
z z2 z 3
Sol. Case I: z > 2
z2
1
1
2
z
2
z
2 4
z z2
4
z2
4
z
8
z3
8
z3
1
1 2 4 8
= + 2 + 3 + 4 + ........
z 2 z z
z
z
= z 1 + 2 z 2 + 4 z 3 + 8 z 4 + ...... + 2k 1 z k + .....
{ }
1
z 2 = {2 } .
= 2k 1 z k
Z 1
k 1
Ans.
79
INTEGRAL TRANSFORMS
Case II: z < 2
2 + z
1 z z2 z 3

2 4 8 16
1
1
z
2
z
2
z z2
2 4
z2
4
z2 z3
4
8
z3
8
z3 z4
8 16
4
z
16
1
1 z z2 z 3
= ........
z 2
2 4 8 16
1 z z2 z3
zk
= 1 + + 2 + 3 + ........ + k + .....
2 2 2
2
2
1
k1
Z 1
.
= 2
z 2
Ans.
1.32.3 Binomial Expansion and Partial Fraction

Example 3: Find the inverse Z-transform of
(i) z > a
1 z z2
zk
2 3 ........ k +1 + ..... = 2 k 1 z k
2 2
2
2
4z
.
z a
(ii) z < a
80
Sol. Case I:
1
4z
4z 1
a
=
= 4 1
z a z a
z
1
z
a a2 a 3
= 4 1 + + 2 + 3 + .....
z
z z
{ }
= 4 + 4az 1 + 4a 2 z 2 + 4 a 3 z 3 + .... + 4 a k z k + ... = 4a k z k
{ }
4z
k
Z 1
= 4a .
z
Ans.
Case II: z < a

4z
4
=
z a
a
z
z
(1 )
a
4 z
z
1
a a
4 z z z2 z 3
1 + + 2 + 3 + .....
a a a
a
4 z 4 z 2 4 z3
2 3 + .....
a
a
a
4z
Z 1
= { f (k )}
z a
{ f (k )} = ......
where,
4
a
4,
4
3,
4
.
a
a
4
2,
Ans.
1.32.4 Partial Fraction Method

Here we split the given F(z) into partial fractions whose inverse transform can be written directly.
(a)
z
z 2 + 7z + 10
Sol. (a)
(b)
z 3 20 z
( z 2) ( z 4)
2
F ( z)
1
1
A
B
1
1
= 2
=
=
+
=
z
z + 7z + 10 ( z + 2 )( z + 5) ( z + 2) (z + 5) 3( z + 2) 3( z + 5)
F(z) =
z
z
3(z + 2) 3(z + 5)
81
INTEGRAL TRANSFORMS
f (k ) = Z 1 { F ( z )} =
1 1 Z 1 1 z
Z
Z
3
Z + 2 3
z+ 5
1
1
= (2)k ( 5)k
3
3
z 3 20 z
F ( z)
z 3 20
=
3
z
( z 2) ( z 4)
(b)
F(z) =
or
Now
F ( z)
z 3 20 z
A + Bz + Cz2
D
=
=
+
3
3
z
Z 4
( z 2) ( z 4)
(z 2)
( z 2) ( z 4)
3
D = 1/2, A = 6, B = 0 and C = 1/2

F(z) =
F(z) =
Now
6 z + 12 z 2
(z 2)3
12
z 4
1 12 z + z 2 1
z
1 z (z 2)2 + 4z 2 + 8z
z
3
3
z 4
2 (z 2)
2 z 4 2
(z 2)
1 z
2z 2 + 4 z
z
+
2.
3
z 4
2 z 2
(z 2)
1 k
2 + 2 k 2 2k 4 4
2
1 k 1
2 + k 2 2 k 22 k 1 .
2
Example 5: Find the inverse Z-transform of

(a)
z < 2,
Sol. (a)
f (k ) = Z 1 {F (z )} =
(b) 2 < z < 3
and
az 2 + a 2 z
2 k
=
k
a
Q Z 1
(z a)
Ans.
1
.
( z 3)( z 2)
(c) z > 3
z <2
F(z) = 13
1
1
+ 12
=
z
1 3
1 2z
1
3
(1 )
z
3
+ 12 (1 z2 ) 1
1
z z2 z3
z z2 z 3
= 1 + + 2 + 3 + ....... + 1 + + 2 + 3 + ....
3 3 3
3
2
2 2 2
82
1 z
z2 z 3
1 z
z2 z 3
= 2 3 4 ..... + + 2 + 3 + 4 + ......
3 3
2 2
3
3
2
2
(b)
2< z <3,
F(z) = 13
1
1
+ 1z
= 31 1
z
1 3
1 2z
z
3
1
z z2 z3
= 1 + + 2 + 3 + .......
3
3 3
3
z1 (1 z2 ) 1
1
2 22 2 3
1 + + 2 + 3 + ....
z
z z
z
1 z
z2 z3
1 2 22 23
= 2 3 4 ..... 2 3 4 ......
z z
3 3
3
3
z
z
= ......
=
34
z2
3
z2
33
z
3
z
32
{ }, k > 0
f (k ) = {3 }, k 0 .
f (k ) = 2
1 1 2 22 2 3

......
3 z z2 z 3 z 4
1
z 1 2 z 2 22 z 3 2 3 z 4 ......
3
k 1
k1
(c)
z3
z3
Ans.
z >3
F(z) = 1z
1
1
+ 1z
= 1z 1
3
1 z
1 2z
3
z
z1 (1 2z )1
1
3 32 3 3
2 22 2 3
= 1 + + 2 + 3 + ....... 1 + + 2 + 3 + ....
z
z z
z z
z
z
z
1 3 32 33
1 2 22 2 3
+ 2 + 3 + 4 + ..... 2 3 4 ......
z z
z z
z
z
z
z
= 3k 1 2k 1 z k , k 1
= 0, k 0
Example 6: Find the inverse of Z-transform of
1
(z 5)3
Sol.
F(z) =
1
( z 5)
, z > 5.
83
INTEGRAL TRANSFORMS
z
5
1 z
1 3
z3
(1 5z )
(n + 1) (n + 2) (5 z1 ) n + ......
= z 3 1 + 15 z 1 + 6(5 z 1 )2 + 10(5 z 1 )3 + ...... +
(k + 1)(k + 2) k k (k + 1)(k + 2) k k 3
= z 3
5 z =
5 z
2
2
Replacing k by k3, we get

(k 3 + 1)(k 3 + 2 ) k 3 k (k 2)(k 1) k 3 k
5 z =
5 z
F(z) =
2
2
(k 2)(k 1) k 3
5 ,k 3
f (k ) = Z 1 {F (z )} =
2
0,
k<3
Example 7: Obtain Z
Sol. (a)
1
, when (a)
(z 12 )(z 13)
1
1
1
6
1
1
1
z 2
( z 2 )( z 3)
z 13
) (
1
3
< z<
Ans.
1
2
(b) 12 < z .
= 6 6
z 12 z 13
6
1
6
1
1
(1 2 z) z (1 z 1 )
2
3
6
1
1
= 12[1 + 2z + (2z )2 + (2z )3 + .....] 1 + +
+ .....
2
z
3z (3z )
1
6 1
= 12(2 z)k ( )k = 12(2 z)k 6 k k + 1
z 3z
3 z
f (k ) =
6
3
k 1
f (k ) = 12.2 k ;
if k >0
if k <0
Ans.
84
(b)
1
2
<z
6
6
=
1
z 2 z 13
1
z
1z
(1 ) (1 )
1
2z
= 6 z 1 1 12 z1
1
3z
6z1 1 13 z 1
()
( )
2
2
= 6 z 1 1 + 12 z 1 + 12 z 2 + .... 6 z 1 1 + 13 z 1 + 13 z 2 + ....
3
1
1
1
1
= 6 z + 2 z + ( 2 ) z + .... 6 z + 3 z + 3 z + ....
1
1
1
1
= 6 k +1 z k 6 k +1 z k = 6 k 1 k 1 , k 1
2
3
2
3
Example 8: Obtain Z 1
2z 2 10z + 13
(z 3 ) (z 2)
2
2 z 2 10 z + 13
Sol. Let
( z 3 ) ( z 2)
2
(z 3)
when 2 < z < 3 .
B
C
+
(z 3) (z 2)
1
1
+
(z 3) (z 2)
Converting into partial fraction, we get

2 z 2 10 z + 13
( z 3 ) ( z 2)
2
1
9
(1 )
(1 )
z
3
z 2
3
1
3
1
1
z
3
1
(z 3)
1
z
z 1
3
1
1 2z
1
1
9
1 z z2 z 3
1 2 4 8
1 2 z 3z 2 4 z 3
+
+
+ ........ 1 + +
+
+ ....... + 1 + + 2 + 3 + ......
1 +
9
3
9
27
z
3 3 9 27
z z z
1
32
(1 )
13 1
1
z
2
z
3z 2 4z 3
1 z
z2 z3
1 2 4 8
+
+
+
4 ....... + + 2 + 3 + 4 + .......
......
3
4
5
2
3
3 3
z z
3
3
3
3
3
z
z
2z
{ }
= 2k 1 z k , k 1
k 2
1
k +1
= k + 2 k +1 z k , k < 0 or = k + 2 , k 0
3
3
3
Z 1 F ( z) = 2k 1 if k 1, and Z 1 F ( z) = ( k + 2)3 k 2 , k 0 .
Ans.
85
INTEGRAL TRANSFORMS
1.32.5. Residue Method

Take the contour c such that all the poles of the function z lie within the contour. Then by residue
method
f(k) = sum of the residues of z k 1 F ( z) at its poles.
where residue for simple pole z = z1 is = (z z1 ) zk 1F (z)
z= z1
z = z1
Residue of order n at the pole
1 d n 1
n k 1
n1 (z zi ) z F (z )
(n 1) dz
Example 9: Evaluate Z 1
.
2
z + 7z + 10
Sol.
F ( z) =
z
z + 7z + 10
2
Poles are given by, (z + 2 ) (z + 5) = 0
z
(z + 2)(z + 5)
or z = 2 , 5
There are two simple poles. Consider a contour z > 5
(2)k
Residue (at z = 2) = (z + 2)z k 1
=
(z + 2)(z + 5) z =2
3
(5)k
Residue (at z = 5) = (z + 5)z k 1
=
3
(z + 2)(z + 5) z =5
f (k) = sum of the residues =
(2)
(5)
1
+[
] = ( 2)k (5)k . Ans.
3
3
3
k

.
(
z
2)(
z
3)
Sol. The poles are given by, (z 2)(z 3) = 0 z = 2 and z = 3

There are two simple pole. Let us consider the contour z > 3 .
zk
2k
=
Residue at (z = 2) = (z 2)z k 1
=
1
(z 2)(z 3) z = 2 z 3
z= 2
Residue at (z = 3) = (z 3)z k 1
=
( z 2)( z 3) z= 3
Hence, f (k) = Sum of the residues = 3k 2 k .
zk
3k
=
z 2 z= 3 1
Ans.
z = zi
86
3z 2 18z + 26
.
(z 2)(z 3)(z 4)
Sol. The poles are given by (z 2) (z 3) (z 4) = 0
z = 2, 3, 4
There are three poles. Let us consider the contour z > 4.
(z 2) zk 1 (3z2 18z + 26)

Residue at (z = 2) =
.
(z 2)(z 3)(z 4)
z =2
3z k +1 18z k + 26z k 1 ]
3.2 k +1 18.2k + 26.2k 1
=
=
(z 3)(z 4)
(1)(2)
z = 2
= 3.2k 9.2 k + 13.2 k 1
= 6.2k + 13.2 k 1 = 12.2k 1 +13.2k 1 = 2k 1
(z 3)z k 1 (3 z2 18z + 26)
3z k +1 18z k + 26z k 1 ]
=
.
(z 2)(z 3)(z 4)
(z 2)(z 4)
z =3
z =3
3.3k +1 18.3k + 26.3k 1 ]
k+1
k
k1
=
= 3.3 + 18.3 26.3
(
1)
= 27.3 k 1 + 54.3k 1 26.3k 1 = 3 k 1

(z 4) zk 1 (3z2 18z + 26)
3z k +1 18z k + 26z k 1 ]
=
(z 2)(z 3)(z 4)
(z 2)(z 3)
z= 4
z = 4
3.4k +1 18.4 k + 26.4 k 1 ] 3 k +1
k
k 1
=
= .4 9.4 + 13.4
2
2
= 24.4k 1 36.4k 1 + 13.4k 1 = 4k 1

Hence, f (k) = Sum of the residues = 2 k 1 + 3k + 4 k 1, k > 0.
Ans.
9z 3
.
2
(3z 1) (z 2)
Sol. The poles are given by (3z 1)2 (z 2) = 0 z = 1/3, 2.
There are two poles i.e., one is simple pole at z = 2 and other is pole of order 2 at z = 1/3. Let
us consider the contour z > 2.
87
INTEGRAL TRANSFORMS
( z 2) z k 1 9 z3
=
(3z 1)2 (z 2) z = 2
9z k + 2
9.2 k +1.
=
25
(3z 1)2
z= 2
3
1 2 k 1
(k + 2)z k +1
d z 3 . z .9 z
d 9z k + 2
Residue at (z = 1/3) =
=
=
dz (3z 1)2 .(z 2)

dz 9( z 2) z = 1 (z 2) z = 1
3
3
z = 1
3
k +1
3
1
=
(k + 2)
5
3
Hence, f (k) = sum of the residues =
1
1
= (k + 2) k
5
3
9 k +2 1
1
(k + 2) k .
.2
25
5
3
Ans.
8 z z 3
.
Example 13: Using residue method, evaluate Z 1
3
(4 z )
8z z 3
Sol. Here F ( z) =
.
3
(4 z)
Poles are given by z = 4 (pole of order 3). Consider a contour z = 5.
Residue of F(z) at (z = 4)
1 d2
(3 1)! dz 2
3 k 1 8z z
( z 4) z .
3
(4 z) z = 4
1 d2
1 d2
3
k 1
= 2 (z k + 2 8 z k )
2 (z 8z )z
2 dz
z= 4 2 dz
z= 4
1 d
2 dz
{( k + 2 ) z
k+1
8kz k 1
= ( k + 2 ) (k + 1) zk 8k (k 1)z k 2
z =4
z= 4 2
1
(k + 2)(k + 1)(4)k 8k (k 1)(4)k 2 =
2
k
k 2
4 2
2
1
= 4 k +
=
+
+
k
3
k
2
(
k
k
)
2
2 2
2
{(
1
(k + 2)(k + 1)(4)k 12 k (k 1)(4) k
2
7k
+ 2 = (k 2+ 7 k + 4)(4)k 1
2
8z z3
\ Z 1
= sum of the residues = k 2 + 7k + 4 (4)k 1 .
3
(4 z)
Ans.
88
Example 14: Using residues method, show that

3z 2 + 2
31
53
k
k
Z 1
= (.2) + (.4) .
75
(5z 1)(5 z + 2) 75
F ( z) =
Sol. Here,
3 z2 + 2
(5z 1)(5 z + 2)
Poles are given by (5z 1)(5z + 2) = 0 i.e., z =1/5. 2/5 which are simple poles.
Consider a contour z = 1
1
3 z2 + 2
= Lt z z k 1 .
5
(5z 1)(5z + 2)
z 1
5
Residue at (z = 1/5)
1
1
Lt
z k 1(3z 2 + 2)
1
= z 5 (5z + 2)
1 1

15 5
k 1
1
53
3
53
k
+ 2 = k + 2 = (.2)
75
25
5 (5)
2
3z + 2
1
1
= Lt 2 z + zk 1.
= Lt 2 .
zk 1.(3z 2 + 2)
z 5
5
(5z 1)(5z + 2) z 5 5 (5z 1)
Residues at (z = 2/5)
k 1
1 1 2 12
( 1)k .2 k1 62
= . . + 2 =
.
5 3 5 25
3
(5)k +1
62
31
1
k k 1
k
k
Z {F( z)} = (1) .2 (.2) = (.4)
75
75
Hence, f (k) = sum of the residues
Example 15: Find Z
z2
z2 + 4
53
31
(.2)k +
(.4)k .
75
75
Ans.
. z > 2.
Sol. The poles are determined by, z2 + 4 = 0 i.e., z = 2i

There are two poles at z = 2i and z = 2i.
Let us consider a contour z > 2
89
INTEGRAL TRANSFORMS
Residue at (z =2i)
(z 2i)z k 1 .z 2
z k +1
( 2i)k + 1
=
=
=
= 2k 1 (i )k
2
+
z
2
i
4
i
z
+
4
z =2 i
z =2 i
k
k
k
= 2 k 1 cos + i sin = 2 k 1 cos

+ i sin
2
2
2
2
Residue at (z = 2i)
(z + 2i)zk 1 . z2
zk +1
(2i)k +1
=
=
=
= 2k 1( i)k
4i
z2 + 4
z= 2i z 2i z= 2i
k
k
k
= 2 k 1 cos i sin = 2 k 1 cos

i sin
2
2
2
2
k
k
k
k
f (k) = sum of the residues = 2 k 1 cos

+ i sin + 2 k 1 cos
i sin
2
2
2
2
k
k
= 2 k 1 2cos = 2 k cos
.
2
2
Ans.
PROBLEM SET 1.6
z2
1. Find Z 1
using convolution theorem.
( z a )( z b)
2. Find the inverse of the Z-transform of the following:
Ans.
z2
1
(a) (z 1` )(z 1 ) , z < 5
4
5
z3
(b) (z 1` )2 (z 1) ,
2
z<
1
2
2z 2 5z
4. Evaluate Z 1
,
(z 3)(z 2)
1
1
4 5
5
4
Ans. 4(1)k + ( k + 3)( 1 )k ,( k < 0)

2
3. Find the inverse Z-transform of

(a) z > a ,
a k +1 b k +1
Ans.
a b
z
.
za
(b) z < a .
z > 3.
{ }
Ans. (a) {a k }, ( b) 1
ak
Ans. 2k + 3k , k 0
90
5. Evaluate inverse Z-transform of the following:

(a)
(b)
(c)
{ }
Ans. e k
ze
2z
( z 2)
{ }
Ans. k 2k ,k 0
, z >2
z 2 + z cos
z 2 2z cos + 2
Ans. { cos k}, k 0
, z >1
2k
Ans. , k 1
k
(d) log(1 2z 1 ), z > 2
(e)
ze a
a 2
(z e )
Ans. ke ak
z > e a
6. Find the inverse Z-transform of the following functions by residue method:

(a)
(b)
(c)
(d)
Ans. 2k 1, k 0
z
( z 1)( z 2)
Ans. cos 2
z2
z2 + 1
z (z 2 1)
( z + 1)
2
z (3z 2 6 z + 4)
( z 1) ( z 2)
2
Ans.
k
2
(i)k 2 + (i)k 1 , k = 0,1,2
Ans. 2 k + 2 k 1 U(k)
1.33 DIFFERENCE EQUATION

A difference equation is a relation between the differences of an unknown function at one or more
general values of the argument.
Thus
and
y( n+ 1) + y( n ) = 2
...(1)
y( n+ 1) + 2 y( n1) = 1
...(2)
are difference equations.

Equation (1) may be written as
yn + 2 yn + 1 + yn = 2
2
yn+ 1 = yn+ 2 yn+ 1 , yn+ 1 = yn+ 1 2 yn + yn 1
From equation (2)
yn + 2 2 yn + yn 1 = 1
...(3)
...(4)
91
INTEGRAL TRANSFORMS
1.34 ORDER OF A DIFFERENCE EQUATION

The order of a difference equation is the difference between the largest and the smallest argument
occurring in the difference equation divided by the unit of increment.
\ from equation (3)
Largest argument Smallest argument
Order =
Unit of increment
(n + 2) n
=2
1
And order of equation (4) is
(n + 2) (n 1)
=3
1
1.35 THEOREM
y
y
Z ( yk + n ) = z n y y0 1 ....... n 1
z
z n1
Proof: L.H.S.
Z ( yk + n ) =
k =0
yk + n z k = zn
, where Z ( yk ) = y
yk + n z ( k + n )
k =0
Putting k + n = m
Z ( yk + n ) = z
m
ymz
m =n
n 1

Z( yk + n) = z n
ym z m
ym z m
m =0
m = 0
y
y
y
= z n y y0 1 22 ........ nn11
z z
z
Note: (1) For n = 1, 2, 3, ........, we have

Z( yk +1) = Z( y y0 )
Z( yk + 2 ) = Z2 ( y y0
3
Z( yk + 3 ) = Z ( y y0
(2) If
Z( yk ) = y , then
Z( yk n ) = z n y .
y1
)
z
y1
z
y2
) and so on.
z2
92
Example 1: Solve by Z-transform: yk + 2 3 yk +1 + 2 yk = 0; y0 = 0, y1 = 1 .

Sol. Take Z-transform on both sides
Z ( yk + 2 ) 3Z (yk +1 ) + 2 Z (yk ) = Z (0)
z2 (y y0
y1
) 3z(y y0 ) + 2y = 0
z
(z
3z + 2 y = z
y=
y=
z
z 2 3z + 2
z
(z 1)(z 2)
z
z
z 1 z 2
Now, taking inverse Z-transform, we get

z
z
yk = Z 1
z 2 z 1
= 2k 1 , where k = 0, 1, 2.
Ans.
Example 2: Solve by Z-transform: 6 yk + 2 yk 1 yk = 0; y0 = 0, y1 = 1 .

6 yk + 2 yk +1 yk = 0
Sol.
Taking Z-transform on both sides, we get

Z[6 yk + 2 yk 1 yk ] = 0
Z (6 yk + 2) Z( yk +1) Z ( yk ) = Z (0)
6(z 2 y z 2 y0 zy1 ) (zy zy0 ) y = 0
On putting the value of y0 and y1, we get
6 z 2 y 6 z zy y = 0
(6z 2 z 1) y = 6 z
y=
6z
6z z 1
2
6z
z 1
=
= 5 1 5 1
1
1
(3z + 1)(2 z 1)
z
z
1 z2 1 + z3
1 +
1
3
2
93
INTEGRAL TRANSFORMS
6
6 6 1 k 6 1 k
yk = Z 1 5 1 Z 1 5 1 =
5 3
z
z 5 2
1 2
1 + 3
k
k
6 1
1
= .
Ans.
5 2
3
Example 3: Solve the difference equation yk + 3 3 yk +2 + 3yk +1 yk = U( k),

y0 = y1 = y2 = 0 By Z-transforms.
yk + 3 3 yk +2 + 3 yk +1 yk = U (k )
Sol.
Taking Z-transform on both sides, we get
Z[ yk +3 3 yk +2 + 3 yk +1 y k ] = ZU (k )
Z[ yk +3 ] 3Z[ yk +2 ] + 3 Z[ yk +1] Z[ yk ] = ZU (k )
[ z 3 y z 3 y0 z 2 y1 zy2 ] 3[ z 2 y z 2 y0 zy1 ] + 3[ zy zy0 ] y = ZU (k )
Putting the values of y0 = y1 = y2 = 0 in the above equation
z y 3 z y + 3 zy y =
3
(z 3z + 3z 1)y =
3
(z 1) y =
1 z 1
1
1 z 1
1
y=
1
1
(z 1) (1 z )
3
1 z1
1
1 3
z (1 z ) (1 z )
3
= z 3 (1 z 1 ) 4
yk = coeff.of zk in z 3 (1 z 1 ) 4
= coeff. of zk-3in (1 z 1 ) 4 =
(k 2)(k 1)k
, k 3.
6
Ans.
Example 4: Use Z-transform to solve the difference equation.

yn + 2 2 yn + 1 + y n = 3n + 5
(U.P.T.U. 2002)
yn + 2 2 yn + 1 + y n = 3n + 5
Sol.
Taking Z-Transform in (1), on both sides, we get
...(1)
Z{yn + 2 } 2Z{yn + 1} + Z{yn } = 3Z{ n} + 5Z{1}
94
z
z
= 5.
z 2 y y0 y1 z 1 2 z y y0 + y = 3.
(z 1)
z1
2
(z 2 2z + 1)y =
y=
5z 2 2 z
(z 1)
5z 2 2 z
(z 1)
+ y 0 (z 2 2 z ) + y1z
+ y0 ( z 2 2 z )/( z 1) 2 + y1z /( z 1) 2
On inversion, we obtain
2
5 z2 2 z
z
1 z 2 z
+
+ y1Z 1
...(2)
yn = Z 1
y
Z
0
4
2
2
(z 1)
(z 1)
(z 1)
We can write,
5z 2 2 z
z 3 + 4z 2 + z
z2 + z
z
z
=
+
+ C
+ D
A
B
4
4
3
2
z 1
( z 1)
( z 1)
(z 1)
( z 1)
Equating coefficient of like powers of z, we get
D=0
A+B+C=0
A + B + C 3D = 0
4A 2C = 5
4A 2C + 3D = 5
A B + C = 2
A B + C D = 2
After solving,we get
A = 1/2, B =1, C = 3/2 and D = 0
5z 2 2z 1 1 z 3 + 4z 2 +
= Z
Z 1
4
4
( z 1) 2
( z 1)
=
and
2
z
3 1 z
1 z + z
Z
+Z
3
2
(z 1) 2
( z 1)
1 3
3 1
n + n2 = n(n 1)(n + 3)
2
n 2
z 2 2z
z
z
= Z 1
Z 1
Z 1
=1n
2
2
( z 1)
(z 1)
( Z 1)
z
=n
Z 1
2
(z 1)
Putting these values in equation (2)
1
n (n 1)(n + 3) + y0 (1 n ) + y1n
2
1
yn = n(n 1)(n + 3) + y 0 + ( y1 y0 )n
2
yn =
yn =
1
n(n 1)(n + 3) + c0 + c1 n , where y0 = c0 and y1 y0 = c1
2
95
INTEGRAL TRANSFORMS
Example 5: Using Z-transform, solve the following difference equation.[U.P.T.U. 2005, 2003]
yk + 2 + 4yk +1 + 3 yk = 3k , given that y0 = 0 and y1 = 1
yk + 2 + 4yk +1 + 3 yk = 3k
Sol.
...(1)
Z ( yk ) = y
Let
Taking Z-transform in (1),on both sides, we get
Z ( yk + 2 ) + 4 Z (yk +1 ) + 3Z ( yk ) = Z (3k )
{z y z y
2
zy1 + 4 {zy zy0 } + 3y =
z
z 3
...(2)
Putting the value of y0 and y1 in equation (2) , we get
{z y z} + 4{zy 1} + 3y = z z 3
2
(z
+ 4z + 3 y =
y=
z
+z
z3
(z
z2 2 z
(z 3)(z + 4z + 3)
2
+ 4z + 3 y =
=
z2 2 z
z3
z 2 2 z
z( z 2)
=
( z + 1)( z + 3)( z 3) (z + 1)( z + 3)( z 3)
1
1
1
1
= z 83 .
125 .
+ 24
.
( z + 3)
(z 3)
z +1
z
z
3 z
5
1
= .
+
.
.
8 z + 1 12 z + 3 24 z 3
Taking the inverse Z-transform on both sides, we get
3
5
1
yk = ( 1)k ( 3)k + (3)k .
8
12
24
Ans.
Example 6: Solve by Z-transform yk +1 = 7 yk + 10 xk

xk +1 = yk + 4 xk ;
y0 = 3, x 0 = 2.
yk +1 = 7 yk + 10 xk
Sol.
Taking Z-transform, we get
z( y y0 ) = 7y + 10 x
(7 z )y +10 x = 3z
Applying Z-transform to xk+1 = yk + 4xk, we get
...(1)
z( x x0 ) = 4 x + y
y (z 4)x = 2 z
...(2)
96
Eliminating y from (1) and (2), we get

(z 2 11z + 18)x = 2z 2 11z
x=
2z 2 11z
z
z
=
+
(z 2)(z 9) (z 9) (z 2)
xk = 9k + 2k
\
The equation is
(Take inverse Z-transform)
x k +1 = y k + 4 x k
yk = xk +1 4 xk
= 9 k +1 + 2 k +1 4(9 k + 2 k ) = 5.9 k 2.2 k

Hence, the solution is
xk = 9k + 2k
yk = {5.9k 2.2k }.
Ans.
Example 7: Solve using Z-transform: y x + 2 2cos y x +1 + y x = 0 , y0 =1 , y1 = 1

(U.P.T.U. 2005)
Sol. Take Z-transform on both sides,
y
z 2 y y0 1 2cos .( y y0 ) + y = 0
z
z 2 y 2 z cos . y + y = 0
z
y=
y=
z
z 2z cos + 1
2
i z
2sin z ei
z
i
(z e )(z e
yx =
i
[(e i )x (e i ) x]
2sin
yx =
i
[(cos x + i sin x) (cos x i sin x)]
2sin
Ans.
i
z
+ 2sin
z e i
\ Taking inverse Z-transform, we get
sin x
=
.
sin
97
INTEGRAL TRANSFORMS
Example 8: Solve by Z-transform.

k
yk +1 +
1
1
yk = ;
4
4
(k 0), y0 = 0
k
1
1
yk =
4
4
Take Z-transform on both sides of (1), we get
yk +1 +
Sol.
...(1)
1 k
1
Z yk +1 + yk = Z
4
4
1 k
1
Z[ yk +1 ] + Z yk = Z
4
4
zy zy0 +
zy 0 +
1
1
y=
;
1
4
1 z 1
4
z<
1
4
1
1
y=
1 1
4
1 z
4
1
1
z+ y =
1
4
1 z1
4
y=
1
z 1
1
2
2
=
=
+
1
1
1
z
z
1
1
1
z 1 + 4 1 4 1 + z1 1 z1
z + 1
4
4
4
4
2
2
1
yk = Z 1
+Z
1 + 1 z1
1 1 z1
4
4
1
1
1
1

= Z 1 2 1 + z 1 + Z 1 2 1 z1
4
4

k
1
1
= 2 + 2 .
4
4
Ans.
98
Example 9. Solve:
1
1
yk + y k 1 = U( k ) + U( k 1) , where U ( k ) is the unit impulse function.
4
3
1
1
yk + y k 1 = U( k ) + U( k 1)
4
3
Sol.
...(1)
Taking Z-transform on both sides of (1), we get

Z[{yk }] +
1
1
Z[{yk 1}] = Z [U(k ) ] + Z[{U( k 1) }]
4
3
y+
1 1
1
z y = 1 + z 1
4
3
1 1
1 1
1 + 4 z y = 1 + 3 z U( k )
1 1
1
z
z+
3
3
=
y=
1 1
1
z+
1+ z
4
4
1+
There is only one simple pole at z = 1/4.

Let us consider the contour z >
Residue at
1
.
4
z+
1
1 k 1
=
+
z
z
z
4
4
z+
z k 1
3
= zk +
1
3 1
z =
4
4 z = 1
4
1 1 1
= +
3 4
4
Hence,
yk =Residue =
1 1

12 4
k 1
1 1

4 4
k1
Example 10: Solve by Z-transform

k
1
1
yk +1 + yk = ;
4
4
k 0, y0 = 0
k 1
1 1
+
3 4
k 1
1 1

12 4
k 1
99
INTEGRAL TRANSFORMS
Sol. Take Z-transform on both sides, we get

Z[ yk +1 ] +
1
1
Z[ yk ] = Z
4
4
z( y y0 ) +
1
z
y=
1
4
z
4
z
1
1
(z )(z + )
4
4
y=
1
y
1
= 2
1
1
z
z 4 z + 4
z
y =2
z
Taking inverse Z-transform on both sides,
1
4
z
z+
1
4
1 k 1 k
yk = 2 . Ans.
4
4
Example 11: Solve:
k
1
k
1
yk 2 = cos ;(k 0), by residue method.
25
5
2

Sol. Take Z-transform on both sides, we get
yk +
1 k
1
k
Z yk +
yk 2 = Z cos
25
2
y+
1 2
z y=
25
y=
z2 +
1
25
z (z c cos )
k
Z (c cos k ) = 2
z 2cz cos + c2
1
Here = 2 , c = 5
z2
z4
=
2
2 1
1 2
1
z + 1 + z z2 +
25
25

25
There are two poles of second order at z = i/5 and z = i/5.

Consider a contour z =
1
.
4
100

2
i
d
(z = i/5) = z .z k1
5
dz

Residue at
k + 3
d z
= .
2
dz
i
z +
.
12
2 1
z +
25 z = i
z=
i
5
i
z + (k + 3)z k + 2 z k + 3. z z +
5
5
=
4
+
z
z = i
5
k +2 1 k k +2 1
=
. .i =
. cos + i sin
2
2
4 5
4 5
(k + 2)
k
k
=
. cos + i sin
k
2
2
4.(5)
Residue at (z = i/5)
yk = Sum of residues =
(k + 2)
k
k
i sin
cos
k
2
2
4.(5)
(k + 2)
2.(5)
cos
k
.
2
Ans.
Example 12: Solve by Z-transform the difference equation
[U.P.T.U. 2001, (Sum) 2004]
yk + 2 + 6yk +1 + 9 yk = 2k , given that y0 = 0 and y1 = 0

yk + 2 + 6yk +1 + 9 yk = 2k
Sol.
...(1)
Let Z ( yk ) = y
Taking Z-transform in (1) on both sides, we get
Z ( yk + 2 ) + 6Z ( yk + 1 ) + 9Z ( yk ) = Z (2k )
{z ( y y
2
y1 / z + 6 z { y y0 } + 9y =
z
z 2
Putting the value of y0 and y1 in equation (2), we get
(z
+ 6z + 9 y =
z
z 2
...(2)
101
INTEGRAL TRANSFORMS
y=
z
(z 2)(z + 3)
Poles are given by (z 2)(z + 3)2 = 0 z = 2, 3, 3

There are two poles out of which one is simple and other is of order two.
Consider the contour z = 4
Residue at (z = 2)
z
k 1
= (z 2)z .
2
( z 2)( z + 3) z= 2
zk
2k
=
=
2
( z + 3) z =2 25
Residue at (z = 3)
1 d 2 1
z
2
2 1 ( z + 3) .z k 1
(2 1)! dz
(z 2)(z + 3)2 z= 3
d z k
(z 2).kz k 1 z k
=
=
2
(z 2)
dz (z 2) z =3
z =3
5k ( 3) k 1 (3) k
1
(3) k
= k (3) k 1
25
5
25
Here, f(k) = Sum of the residues
=
2k k
(3)k
= ( 3)k 1
.
25
25 5
Ans.
Example 13: Using Z-transform solve the following difference equation:

yk + 2 + 4 yk + 3 yk = 3k ,
Given y0 =1 and y1 =1
Sol. Taking Z-transform on both sides, we have
Z ( yk + 2 ) + 4 Z (yk ) + 3 Z (yk ) = Z (3k )
y
z
z 2 y y0 1 + 4( y y0 ) + 3 y =
z
z
( z 2 + 4z + 3) y z =
y=
z
z3
z
z
+
(z 3)(z + 1)(z + 3) (z + 1)(z + 3)
102
Taking inverse Z-transform,
z

z
yk = Z 1
+
(
z
3)(
z
+
1)(
z
+
3)
(
z
+
1)(
z
+
3)
Z 1{A( z )} + Z 1{B( z )}
Consider the region
Residue of A (z) at (z = 3)
z =4
z
3k
=
(z 3)(z + 1)(z + 3) 24
= Lt (z 3). z k 1 .
z3
Residue of A (z) at (z = 1) = Lt (z + 1).z
k 1
z 1
Residue of B (z) at (z = 3) = Lt (z + 3).z
k1
z 3
Residue of B (z) at (z = 1) = Lt (z + 1).z
k 1
z 1
Residue of A (z) at (z = 3) = Lt (z + 3).z
k1
z 3
z
(1)k
=
(z 3)(z + 1)(z + 3) (8)
z
(3)k
=
(z 3)(z + 1)(z + 3)
12
z
(1)k
=
(z 3)(z + 1)(z + 3)
2
z
(3)k
=
(z 3)(z + 1)(z + 3)
2
3k (1) k (3)k (1)k (3)k

\ yk = Sum of the residues =
+
8
12 2
2
24
3k 3
5
= + ( 1)k (3)k .
12
24 8
Ans.
Example 14: Solve
sin k, k 0
yk +1 yk =
0, k < 0
Sol. Taking Z-transform, we get
Z yk +1 yk = Z {sink };
zy zy0 5 y =
by residue method.
k0
z sin1
z 2z cos1 + 1
2
On putting k = 1 in the given equation, we get

y(0) y( 1) = 0 . But y( 1) = 0; y 0 = 0
...(1)
103
INTEGRAL TRANSFORMS
On substituting the value of y0 in (1), we get

(z 5)y =
y=
z sin1
z 2z cos1 + 1
2
z sin1
( z 5)( z 2 z cos1 + 1)
2
A sin1
Az
A
5
=
;
z 5 z 2 2 z cos1 + 1
where A =
sin1
26 10cos1
A sin1
5
Az (z cos1) +
z sin1
z
sin1
Y ( z) = A
2
(z 5)
z 2z cos1 + 1
A cos1
yk = A(5)k A cos k A
5 cos1
sin k
sin1
5 cos1
= A (5)k cos k
sin k ,
sin1
where A =
sin1
26 10cos1
Example 15: Solve

k
yk +
1
k
1
yk 2 = cos .(k 0) ; by residue method.
25
2
5
k
1
k
1
yk 2 = cos
25
2
5
Taking Z-transform on both sides of (1), we get
Sol.
yk +
1
k
1
Z yk +
yk 2 = Z cos
25
2
5
y+
1 2
z y=
25
y=
z2
z2 +
1
25
1 2
z2
+
=
1
z
y
25
z2 +
25
z2
z2
=
1 2 2 1 2 1 2
z z +
1 +
z +
25
25
25
...(1)
104
There are two poles of second order at z =
i
i
and z = .
5
5
1
.
5
Let us consider a contour z >
2
k 1 4
i d
i
z z
z k +3
=
z
Residue at z = =
2
dz
5 dz
5 2 1 2
2 1
+
+
z
z
25 z = i
25
i
z + (k
5
=
z = i
i
i
+ 3)z k + 2 z k + 3 2 z +
z + (k + 3)z k + 2 2z k +3
5
5
=
4
3
i
i
+
+
z
z
z= i
z= i
5
5
k+2
2i
i
i
5 (k + 3) 5 2 5

=
3
2i

5
3
5
i
= (2k + 4)
2i
5
k+3
k+3
5
=
2i
k+3
k+3
i
i
(2k + 6) 2
5
5
1
i
1
1
= (2k + 4) = (k + 2) cos + i sin
2
8
5
4
5 2
1
1
k
k
+ i sin
(k + 2) cos
4
5
2
2

k
i 1
k
k
1
Residue at z = = (k + 2) cos i sin ,
5 4
2
2
5
yk = Sum of the residues
yk =
1
1
k
.
(k + 2) k cos
2
2
5
Ans.
(i i )
105
INTEGRAL TRANSFORMS
PROBLEM SET 1.7

Solve the following difference equation by Z-transform.
k
k
Ans. yk = 3 3 1 + 1 U( k)
2 3
5
1
2. yk yk 1 + yk 2 = Uk .
6
6
3. yk +1 y k1 = Uk ,
4. yk
k 1
Ans. + U ( k )
2 4
y0 = 0.
1 k
1
yk 1 = ,
3
3
k
Ans. 2 1 ( 1)
1. yk +1 + yk = 1 if y0 = 0.
k + 1
Ans. yk = k
3
k 0, y0 = 0.
1 k
k
1
5. yk + yk 2 = cos , k 0.
2
16
4
Ans.
(k + 2)
k
k +1 .2cos
2
(4)

CProsols

Caricato da

Informazioni sul documento

Descrizione originale:

Copyright

Formati disponibili

Condividi questo documento

Condividi o incorpora il documento

Opzioni di condivisione

Hai trovato utile questo documento?

Questo contenuto è inappropriato?

Copyright:

Formati disponibili

CProsols

Caricato da

Copyright:

Formati disponibili

UNIT

(ii) Fourier complex transform. k(s, x) = eisx

(iii) Hankel transform. k(s, x) = x Jn (sx)

where Jn (sx) is the Bessel function of the first kind of order n.

A TEXTBOOK OF ENGINEERING MATHEMATICSIII

(iv) Melline transform. k(s, x) = xs1

(v) Hilbert transform. K(s, x) =

1.3 FOURIER INTEGRAL THEOREM

The integral on the right hand side is called Fourier integral of f (x ).

where a0 , an and bn are given by

Therefore, (2) becomes

Now assume that c increases indefinitely, so that we may write

This assumption gives

Substituting in (3) from (4), we obtain

Note: The following conditions on f (x ).

| f (x) | dx converges, i.e. f (x) is absolutely integrable in (, ).

1.4 FOURIERS COMPLEX INTEGRAL

sin u(t x )du = 0

A TEXTBOOK OF ENGINEERING MATHEMATICSIII

Relation (2) is called Fouriers Complex Integral.

1.5 FOURIER TRANSFORM

dt = F (s) in (1), we get

In (2) F(s) is called Fourier transform of f (x ).

1.6 FOURIER SINE AND COSINE INTEGRALS

(Fourier sine integral)

Proof: We know that

cos u (t x) = cos ut cos ux + sin ut sin ux

Q For odd function

f (x )dx = 0 and for even function

From (1), we have

The relation (2) is called Fourier sine integral.

Case 2. When f (t) is even.

1.7 FOURIER SINE AND COSINE TRANSFORMS

A TEXTBOOK OF ENGINEERING MATHEMATICSIII

In (2) F(s) is called Fourier sine transform of f (x ).

In equation (4) F(s) is called Fourier cosine transform of f (x ) .

as a Fourier integral. Hence, evaluate

Sol. The Fourier Integral for f (x ) is

(By sin C + sin D formula)

when 0 < x <

Using Fourier sine integral, we have

Example 3: Find the Fourier sine integral for

Sol. The Fourier sine transforms of f (x ) is

A TEXTBOOK OF ENGINEERING MATHEMATICSIII

Putting the value of f (x ) in (1), we get

Sol. We know that Fourier integral is

Putting the value of f (t) and replacing u by w, we get

k cos wt + w sin wt}0

Example 5: Find the Fourier sine transform of e

The Fourier sine integral of f (x ) is

Now the inverse sine transform of F(s) is e x .

Example 6: Find the Fourier transform of

The Fourier transform of a function f (x ) is given by

Substituting the value of f (x ) in (1), we get

Integrating by parts, we get

A TEXTBOOK OF ENGINEERING MATHEMATICSIII

= 2 eis + e is + 3 eis eis

= 2 (2cos s ) + 3 (2i sin s)

Example 7: Find the Fourier transform of f (x )

1, x < a i. e. a < x < a

Sol. We have the Fourier transform of f (x )

f (x )eisx dx + eisx f (x )dx

(b) If x = 0 and a = 1 in (a), then