Mathematical Method Muzammil Tanveer PDF

MATHTMATICAL By
Muzammil Tanveer
METHODS mtanveer8689@gmail.com
0316-7017457
Dedicated
To
My Honorable Teacher
Sir Muhammad Awais Aun
&
My Parents
1
Collected by: Muhammad Saleem Composed by: Muzammil Tanveer
Lecture # 01
Differential equations:
Many physical phenomena are described by a function whose value at a given
point depends on its value at neighboring points. The equation determining this
function thus contains derivatives of the function such as first derivative to
indicate the slope at a point, a second derivative to indicate the curvature and so
on. Such an equation is called a differential equation. Familiar physical
situations that are described by differential equations are the flow of a fluid, the
vibrations of a drum head and the dissipation of heat in a material.
An equation containing / involving one or more derivatives of an unknown

function is called a differential equation. There are two basic types of
differential equations
(i) Ordinary differential equations (ODEs)

(ii) Partial differential equations (PDEs)
They are distinguished by the number of independent variables that enter / are
involved in the equation. A differential equation for a function of a single
independent variable contains only ordinary derivatives of the function and is
called an ordinary differential equation. For a function of two or more
independent variables, a partial differential equation expresses a relation among
partial derivatives of that function.
The general form of an ODE for a function y of an independent variable can be

written in terms of F of the arguments x and y together with the derivatives of y
as:
F  x, y , y ' , y '' ,....  0 1

Where prime stands for derivatives of y w.r.t x i.e.
' dy '' d 2 y n dny

y  , y  2 ,....., y  n
dx dx dx
Order: The order of a differential equation is the order of the highest

derivative appearing as an argument of the equation. For example, the most
general form of a first order ordinary differential equation is
2
F  x, y , y '   0  2
The general form of an nth-order ordinary differential equation is there given by
the expression:

F x, y, y ' , y '' ,....y
n
0  3
If the function F in (3) is a polynomial in the highest order derivative of y
appearing in the argument list, then the degree of the differential equation is the
power to which the highest derivative raided i.e. the degree of the polynomial.
An equation is said to be linear if F is first degree in y and in each of the
derivatives appearing as an argument of F.
The general form of a linear nth order ordinary differential equation is
dny d n1 y d2y dy

an  x  n  an1  x  n1  ....  a2  x  2  a1  x   a0  x  y  f  x  ____  4 
dx dx dx dx
Where f(x) and the coefficients a0  x  ,a1  x  ,....., an  x  are known functions.
Examples: Consider the following ODEs:

d2y dy
2
 y   an  x  1  y 2   0 ___  i 
dx dx
d 2 y 1 dy
  y0 ___  ii 
dx 2 x dx
2
 dy  dy
  x  y0 ___  iii 
 dx  dx
In equation (i),  is a constant. This equation (Van der Pol equation) is of

second order and of first degree. This is a non-linear equation because of the
dy 2
term: y .
dx
(An equation that not linear is called a non-linear equation) i.e.

d2y g
 sin y  0 is a non-linear equation? Equation (ii) is a particular case of
dx 2 L
3
Bessel’s equation and is seen to be a linear second order ODE. Equation (iii) is
of first order and second degree is there is a nonlinear equation.
Solution of a Differential Equation:

A function y = g(x) is called a solution of a given nth order ODE (4) on some
interval (say) a < x < b if g(x) is defined and n times differentiable throughout
that interval and is such that the equation becomes an identity when y and its
derivatives y ' , y '' ,....y n  are replaced by g ' ,g '' ,....g  n  respectively.
Equation (4) is called homogeneous if f(x) = 0. Otherwise it is called non-

homogeneous.
Linearly Independent Functions and the Wronskian:

Two functions f1(x) and f2(x) are said to linearly dependent on an interval I =
[a,b] if there exist two constants c1 and c2 not both zero such that
c1f1(x) + c2f2(x) = 0 (1)
For all x  I
Two functions f1(x) and f2(x) are said to linearly independent on an interval
I = [a,b] if there exist no linear combination of the two functions that vanishes
over the interval i.e. if the only choice of constants c1 and c2 that satisfies
c1f1(x) + c2f2(x) = 0 over the interval c1 = 0 and c2 = 0
Criterion for Linear Independent Functions:

The idea of linearly independent functions can be extended to any number of
functions. Consider a set of n functions  f1 , f 2 ,..... f n  over an interval. These
functions satisfy the following relation.
c1 f1  c2 f2  .....  cn fn  0 (1)
For the constants ck , k = 1,2,3,….n
To find a way of identifying linearly independent of the above set of functions,

suppose that these functions form a set of linearly dependent set over the
4
interval. So there exist a set of constants ck , k = 1,2,3,….n such that the relation
(1) is satisfied. It is also supposed that each these functions can be differentiated
n1 times with respect to x. Equation (1) is satisfied over the entire in question
and the functions have the required number of derivatives. So up to n1
derivatives of the above equation may be taken to obtain the n1 equation as:
d k f1 d k f2 d k fn
c1 k  c2  .....  c n 0  2    n  1
dx dx k dx k
For k = 1,2,3,…n1
Thus Equations (1)(n) form a system of n linearly homogeneous equations for

the constants ck. For these equations to have a solution with not all of the ck
being equal to zero, the determinant of the matrix of coefficients must vanish:
f1 f2 . . . fn
f1  f 2  . . . f n 
1 1 1
. . . . . .
0
. . . . . .
. . . . . .
f1
n 1
f 2
n 1
. . . f n
n 1
This determinant is called Wronskian of the functions. fk and is denoted by

W  f1 , f2 ,..... f n  i.e.,
f1 f2 . . . fn
f 1
1
f 2
1
f n
1
. . .
. . . . . .
W  f1 , f 2 , ..... f n  
. . . . . .
. . . . . .
 n 1   n 1   n 1 
f1 f 2 . . . f n
Since the vanishing of W  f1 , f 2 ,..... f n  is a necessary condition for the

functions fk to be linearly dependent, then the sufficient condition for the
functions to be linearly independent is that the Wronskian is non-vanishing.
5
E.g, the sufficient condition for linearly independence of two non-zero function
f1 & f2 takes the following form: W  f1 , f 2   f1 f 2'  f1' f 2  0 .
If W  f1 , f 2   f1 f 2'  f1' f 2  0 then it implies
f1' f 2'
  f1  cf 2 This shows that f1 is proportional to f2 . f1 and f2 are
f1 f 2
linearly dependent. Consider the functions f1  e x , f 2  e x and f3  e2 x . The
Wronskian is
ex ex e2x
W  f1 , f2 , f3    e  x ex 2 e 2 x  6 e 2 x  0 This shows that function are
ex ex 4e2x
linearly independent.
General Solution:
A solution of a differential equation of nth order (linear or not) is called a
general solution if it contains n arbitrary independent constants. Here
independence means that the solution cannot be reduced to a form containing
less than n arbitrary constants. If definite values are assigned to the n constants,
then the solution so obtained is called a particular solution of that equation. A
set of n linearly independent solutions f1  x  , f 2  x  ,.... f n  x  of the linear
homogenous equation.
dny d n 1 y d2y dy
an  x  n  an 1  x  n 1  ...  a2  x  2  a1  x   a0  x  y  0
dx dx dx dx
(1)
On an interval is called a basis or a fundamental system of solutions of (1) on

the interval. If f1, f2 ,..... fn is such a basis then the expression
y  x   c1 f1  x   c2 f 2  x   ....  cn fn  x  is a general solution of (1).
Consider the functions f1 = e2x , f2 = cosx , f3 = sinx which are solutions of the
equation y'''  2 y''  y'  2 y  0 . Its general solution is
y  x   Ae 2 x  B cos x  C sinx . Because f1 = e2x , f2 = cosx , f3 = sinx are
linearly independent as
6
e2x cos x s in x
2x
W  f1 , f2 , f3   2e  sin x cos x  5e2 x  0
4e2x  cos x  s in x
Auxiliary Conditions:
Consider an nth order linear differential equation
dny d n 1 y d2y dy
an  x  n
 a n 1  
x n 1
 ...  a 2 
x 2
 a1  x   a0  x  y  f  y  ______ 1
dx dx dx dx
The functions a0  x  , a1  x  , a2  x  ,..., an  x  are called the coefficient functions

of the differential equation and are generally assumed to be continuous in the
interval (a,b) and an(x) is not identically zero therein. In most of application, the
unknown function, y in (1) must satisfy certain restraints called auxiliary
conditions. The number of these conditions is equal to the order of the
differential equation. When the conditions are satisfied at a single point, they
are called initial conditions whereas they are specified at different points they
are called boundary conditions. The problem of solving the equation (1) subject
to initial condition is called the initial value problem. The problem of solving
the equation (1) under boundary conditions is termed as the boundary value
problem.
A mathematical problem is properly posed (well posed) if it satisfies the

following conditions:
1. Existance: There is at least one solution

2. Uniqueness: There is at most one solution
3. Stability: The solution depends continuously on the boundary data
Separated and Mixed Boundary Conditions:
Consider a second order ordinary differential equation
a2  x  y ''  a1  x  y '  a0  x  y  f  x  ______ 1
With typical boundary conditions having the general form
a11 y  a   a12 y '  a    ______  2a 
a21 y  b   a22 y '  b    ______  2b 

7
aij’s ,,β are constants where the most boundary conditions arising in practice
are special cases of (2). These conditions are unmixed or separated boundary
conditions because the first conditions is specified only at the end point x = a
and the second only at the end point x=b.
More general form of the boundary conditions is
a11 y  a   a12 y '  a   b11 y  b   b12 y '  b    ______  3a 
a21 y  b   a22 y '  b   b21 y  a   b22 y '  a    ______  3b 
The equation (1) is said to be homogeneous if f(x)= 0. Otherwise it is called

non-homogeneous. When =β=0 , the boundary conditions are called
homogeneous. All other specifications of the differential equations or boundary
conditions are called non-homogeneous.
Boundary Value Problems:

A boundary value problem is written as:
The general second order differential equation
a2  x  y ''  a1  x  y '  a0  x  y  f  x  ______ 1
With unmixed boundary conditions:
a11 y  a   a12 y '  a    ______  2a 
a21 y  b   a22 y '  b    ______  2b 
Writing the boundary value problem in the differential operator form as:
d d2
M  a2  x  D 2  a1  x  D  a0  x  where D  , D2  2
dx dx
So, equation (1) is written as:
M  y   a2  x  y ''  a1  x  y '  a0  x  y  f  x 
Similarly, boundary operators B1 and B2 are introduced by
B1  y   a11 y  a   a12 y '  a  M
8
B2  y   a21 y  b   a22 y '  b 
In terms of these operators, the above boundary value can be expressed as
M  y   f  x  , B1  y    , B2  y   
Definition: An operator M is said to be linear if and only if

M  c1 f  x   c2 g  x    c1M  f  x    c2 M  g  x  
Where f(x) and g(x) are given functions c1 and c2 are any constants.
Abel’s Formula:
If y1 and y2 are linearly independent solutions of the second order ODE:
y ''  a1  x  y '  a0  x  y  0 1

on some interval, where a1(x) and a0(x) are continuous show that the Wronskian
W(y1,y2) satisfies for some constant , C, W(y1,y2) = C exp  a  a1  x  dx 
Proof:
Since y1 and y2 are solutions of (1) then
y1''  a1  x  y1'  a0  x  y1  0 2

y2 ''  a1  x  y2 '  a0  x  y2  0  3
Multiply (2) by y2(x) and (3) by y1(x) and subtract we get
y1'' y2  a1  x  y1' y2  a0  x  y1 y2  0
 y2 '' y1  a1  x  y2 ' y1  a0  x  y2 y1  0
y 2 ' ' y1  y1' ' y 2  a1  x   y1 y 2'  y1' y 2   0 _____  4 
dW
Now W  y1 , y 2   y1 y2'  y1' y2 and  y1 y2''  y1' y2'  y1' y2'  y1'' y2
dx
9
dW
Sp, (4) becomes  a1  x W  0
dx
Integration gives lnW   a1  x  dx  ln C which im plies ln W / C     a1  x  dx
 a 1  x  dx
W  Ce  or W  C exp    a1  x  dx 
 
Question: If y1(x) is a non-trivial solution of y ''  a1  x  y '  a0  x  y  0 show

that its second linearly independent solution y2(x) is given by
exp   a1  x  dx 
y2  y1  dx
y12
Solution: From Abel’s Formula

W  exp    a1  x  dx  and W  y1 , y 2   y1 y2'  y1' y2 which implies
y1 y2'  y1' y2  exp    a1  x  dx 
Divide this expression by y12 we get
y1 y2'  y1' y2 exp   a1  x  dx  d  y2  exp   a1  x  dx 

   
y12 y12 dx  y1  y12
y2 exp  a1  x  dx  exp  a1  x  dx

Integration gives    dx  y2  y1  dx
y1 y12 y12
Eigenvalue Problems:
(Eigenfunctions and eigenvalues)
A homogeneous problem consists of a homogeneous differential equation and

homogeneous boundary conditions.
Definition: When a linear operator acts on a function, it transforms the

function into another function that is some scalar multiple of the original
10
function. The function is called an eigen or characteristic or proper function and
the scalar is an eigen or characteristic or proper or latent value. For example, if
y = sin(mx) or y = cos(mx) and the differential operator:

2 2 2
d d y d y
2
. Then 2
  m 2 sin  mx  or 2
  m 2 cos  mx  . Hence sin(mx) or
dx dx dx
2
cos(mx) is an eigen function m is the corresponding eigenvalue. Finding the
eigenfunctions and eigenvalues is called the eigenvalue problem. Frequently the
solutions of a differential equation depend upon a parameter,  which may
assume various values during a given discussion. This parameter can appear in
the coefficients of the differential equations, in the boundary conditions or in
both. For a large class of problems of practical significance, the typical
eigenvalue equation is written in the following form:
M[y]+y = 0 (1)
Where M  a2  x  D 2  a1  x  D  a0  x 
In the coming problems,  appears in the differential equations but not in the
boundary conditions. The general solution of (1) must depend upon both x and
the parameter.  : if y1 and y2 constitute linearly independent solutions of (1) the
general solution is written as
y  C1 y1  x,    C2 y2  x,   (2)
Subjecting this solution function to the homogeneous boundary conditions:
B1[y] = 0 , B2[y] = 0 (3)
B1  y1  B1  y2 
Leads to a coefficient determinant:  
B2  y1  B2  y2 
that must also depend upon  in this situation. The basic problem is to
determine all values of  for which      0 i.e. determine all values of  for
which the homogeneous BVP (1) and (3) admits non-trivial solutions and then
find the solutions corresponding to those values of . These special values of 
are called eigenvalues and the corresponding non-trivial solutions are called
eigenfunctions.
11
The general problem described here is called an eigenfunctions or Sturm-
Liouville problem. Some special eigenvalue equations are the followings:
(1) y ''   y  0  Helmholtz equation 

(2) 1  x 2  y ''  2 xy '   y  0  Legendre equation 
(3) x 2 y ''  xy '    x 2   2  y  0  Bessel equation 
(4) 1  x 2  y ''  1  x  y '   y  0  Laguerre equation 
(5) y ''  2 xy '   y  0  Hermite equation 
Adjoint Equation:
Consider a second order linear homogeneous differential equation of the form
d2y dy
P x 2
 Q x  R x y  0 (1)
dx dx
Where P(x) has a continuous second order derivative, Q(x) has a continuous
first order derivative, R(x) is a continuous and P(x)  0 on a  x  b. Then the
adjoint equation to the equation (1) is
d2 d
2    
 P x y   Q  x  y   R  x  y  0
dx dx
i.e. after taking the indicated derivatives,
d2y dy
P x 2
  2 P '  x   Q  x     P ''  x   Q '  x   R  x   y  0 (2)
dx dx
Where the primes denote the differentiation w.r.t x. It is also assumed that in the
adjoint equation (2) each coefficient function is continuous on a  x  b.
Example: Determine the adjoint equation to the following

d2y dy
(i) x 2
 cos x   sin x  y  0
dx dx
Here P(x) = x , Q(x) = cosx , R(x) = sinx
12
d2y dy
So adjoint equation is x 2
  2 1    cos x     0  sin x  sin x  y  0
dx dx
d2y dy
 x 2   2  cos x   0 y  0
dx dx
d2y
2 dy
(ii) x 2
 7x  8y  0
dx dx
2
P(x) = x , Q(x) = x , R(x) =8
d2y dy
So adjoint equation is x 2
  2  2 x   7 x    2  7  8 y  0
dx dx
d2y dy
 x2 2
 3x  3 y  0
dx dx
Theorem: For the second order linear differential equation

d2y dy
P x  Q  x   R x y  0
dx 2 dx
Prove that the adjoint of the adjoint equation is always the original equation.
d2y dy
Proof: The adjoint equation of DE: P  x  2  Q  x   R  x  y  0 (1) is
dx dx
d2y dy
P  x  2   2 P '  x   Q  x     P ''  x   Q '  x   R  x   y  0 (2)
dx dx
Suppose that
P1  x   P  x  , Q1  x   2 P '  x   Q  x  , R1  x   P ''  x   Q '  x   R  x  . So (2) is

written as
d2y dy
P1  x  2  Q1  x   R1  x  y  0 (3)
dx dx
The adjoint equation to (3) is
d2y dy
P1  x  2   2 P1'  x   Q1  x     P1''  x   Q1'  x   R1  x   y  0 (4)
dx dx
13
Now P1(x) = P(x)
2 P1'  x   Q1  x   2 P '  x   2 P '  x   Q  x   Q  x  and
P1''  x   Q1'  x   R1  x   P ''  x   2 P ''  x   Q '  x   P ''  x   Q '  x   R  x   R  x 
Replace these expressions in (4) we obtain
d2y dy
P x  Q  x   R x y  0 which is the original
dx 2 dx
equation.
Self-Adjoint Equation:
d2y dy
A second order linear differential equation P  x  2
 Q  x   R  x  y  0 is
dx dx
called self-adjoint if it is identical with its adjoint equation OR is said to be self-
adjoint if its adjoint is the same as original.
Theorem: Consider a second order linear differential equation:

d2y dy
P  x 2  Q x  R x y  0 (1)
dx dx
Where P(x) has a continuous second order derivative, Q(x) has a continuous
first order derivative, R(x) is a continuous and P(x)  0 on a  x  b. A
necessary and sufficient condition for the equation (1) to self-adjoint is
d
 P  x    Q  x  (2)
dx 
on a  x  b.
Proof: By definition the adjoint equation of the equation (1) is

d2y dy
P  x  2   2 P '  x   Q  x     P ''  x   Q '  x   R  x   y  0
dx dx
(3)
If the condition (2) is satisfied the P '  x   Q  x  , P ''  x   Q '  x  and (3)
becomes as
14
d2y dy
P  x 2
  2Q  x   Q  x    Q '  x   Q '  x   R  x   y  0
dx dx
d2y dy
P  x 2  Q x  R x y  0
dx dx
Which is identical with (1). So (3) is the self-adjoint equation.
Conversely, if equations (1) and (3) are identical then
2 P '  x   Q  x   Q  x  , P ''  x   Q '  x   R  x   R  x 
OR P '  x   Q  x  , P ''  x   Q '  x   0
P'  x   Q  x   0
Integrating which c = 0
d
Hence  P  x    Q  x  which is the condition (2).
dx 
Corollary: Suppose that the linear second order differential equation:

d2y dy
P x  Q  x   R x y  0 (1)
dx 2 dx
is the self-adjoint. The DE (1) can be written in the form:
d  dy 
 P x   R x y  0  2
dx  dx 
Proof: Since DE (1) is self-adjoint then P '  x   Q  x 
d2y dy
P  x 2
 P'  x   R  x  y  0
dx dx
d  dy 
  P x   R x y  0  2
dx  dx 
15
Self-Adjoint form of a Differential Equation:
A homogeneous second order linear differential equation is said to be in self
adjoint form if and only if the form:
d
p  x  y ''  p '  x  y '   q  x    r  x   y  0 or  p  x  y '    q  x    r  x   y  0
dx
Where p(x) > 0 and r(x) > 0 in (a,b) and p’(x) , q(x) and r(x) are all continuous
functions in the interval [a,b].
If the general eigenvalue equation is of the form:
A2  x  y ''  A1  x  y '   A0  x     y  0 1

Where A0(x), A1(x) & A2(x) are continuous functions in the interval [a,b] and
A2(x)>0 on the interval [a,b]. This differential equation is not in self-adjoint
form unless A1(x) = A‘2(x). The equation (1) can be converted into self-adjoint
p x
by multiplying throughout by multiplying by the function   x  
A2  x 
obtaining p  x  y ''    x  A1  x  y '    x   A0  x     y  0  2
The equation (2) is now in self-adjoint form provided we pick p(x) such that
p  x  A1  x  p '  x  A1  x 
p '  x     x  A1  x    
A2  x  p  x  A2  x 
Solving this first order differential equation for p(x) we get
 A  x 
p  x   exp   1 dx  So, from  2 
 2A  x  
p  x  y ''  p '  x  y '  q  x    r  x   y  0 where
p  x  A0  x  p  x
q  x     x  A0  x   and r  x     x 
A2  x  A2  x 
16
Self-Adjoint Operator:
The differential operator: L  D  p  x  D   q  x  is called self-operator where
D = d/dx.
In terms of L, we can express a homogeneous self-adjoint differential equation

in the compact form:
L y  r  x y  0
Example: Convert the DE: x 2 y ''  xy '   y  0 into self-adjoint form.

Here A2(x) = x2 , A1(x) = x
 A  x   x   1 
p  x   exp   1 dx   exp   2 dx   exp   dx   exp  ln x   x
 A2  x    x   x 
p x x 1
r  x   2  , hence , we get
A2  x  x x
' ' 
 p  x  y '    r  x  y  0 or  xy '   y  0
x
Symmetric Operator:
A self-adjoint, L is said to be symmetric operator on the interval [a,b] if and
only if
b
 uL v  vL u  dx  0 for any functions, u and v having continuous second
a
order derivatives on the interval and satisfying the prescribed boundary

condition associated with L. Eigenvalue problems for which the operator, L is
symmetric are also referred to as self-adjoint operator but not be a self-adjoint
problem. The symmetry property to the operator is closely related to the kind of
boundary conditions prescribed along with L.
Lagrange’s Identity:
If L = D[p(x)D]+q(x) is self-adjoint and functions, u and v have continuous
second order derivatives on an interval the relation
17
d
uL  v   vL u    p  x W  u , v  x   is called the Lagrange’s identity where
dx 
W  u , v   uv '  u 'v is the Wronskian function of u and v.
Proof: Here
   
uL  v   vL u   u D  p  x  Dv   q  x  v  v D  p  x  Du   q  x  u
 uD  p  x  Dv   q  x  uv  vD  p  x  Du   q  x  uv
 uD  p  x  Dv   vD  p  x  Du 
 uD  p  x  Dv   Du  p  x  Dv   vD  p  x  Du   Dv  p  x  Du 
 D  p  x  uDv   D  p  x  vDu 
 D  p  x  uDv  vDu  
 D  p  x   uv '  u 'v 
d
 D  p  x W  u , v  x   Where D 
dx
Green’s Identity or Green’s formula:

This identity is based on Lagrange’s identity integrating both sides of
Lagrange’s identity,
b
b b
 uL v   vL u  dx   D  p  x W  u, v  x  dx  p  x W  u, v  x 
a
a
a
Theorem:
A self-adjoint L = D[p(x)D]+q(x) is a symmetric operator on the interval [a,b] if

b
and only if p  x W  u, v  x  a  0 u and v satisfy the described boundary
conditions associated L and have continuous second order derivative in the
interval [a,b].
Proof: Suppose that L = D[p(x)D]+q(x) is a symmetric operator on the

interval [a,b] then for any functions u and v
18
b
 uL v   vL u dx  0
a
And by Green’s formula

b
b
 uL v   vL u  dx   D  p  x W  u, v  x  dx
a
a
b
 p  x W  u, v  x  a
b
 p  x W  u, v  x  a  0
Suppose that
b
p  x W  u, v  x  a  0
b
 uLv  vL u  dx
a
b
 p  x W  u, v  x  a  0 which implies L is
symmetric.
19
Lecture # 02
Differential Equation (D.E):

An equation involving one dependent variable and its derivative w.r.t one or
more independent variables is called Differential Equation (D.E)
+ + =0
Order of D.E:
The highest derivative accruing in the D.E is called the order of D.E.
Degree of D.E:
The power of highest derivative accruing in the D.E is called degree of D.E.
Ordinary D.E (O.D.E):

The differential equation which involves one or more derivative of an unknown
function of a single independent variable is called O.D.E
+ =0
 = −
Partial D.E (P.D.E):

The D.E which involves derivative of an unknown function of two or more
independent variable is called P.D.E.
+ + +4 +4 +4 =0
Initial Condition:
To find the solution of a D.E subject to a certain condition if condition is relate
to one value of independent variable = at = . Then the condition is
called initial condition or one point boundary condition.
e.g. y(0) = 1 , (0) = 2 , (0) = 3
or y(2) = 2 , (2) = 1 , (2) = 0
20
Boundary Condition:
To find the solution of D.E subject to a certain condition if the condition relate
to two different value of independent variable. Then these problems are called
two point boundary value problem or simply boundary value problem and such
condition is called Boundary condition.
e.g. y(1) = 2 , y(2) = 3 ,
or y(0) = 1 , (1) = 3 , (4) = 5
Examples:
(i) + =0 , y(0) = 1 , y =1
General Solution
y = sinx+ cosx
at y(0) = 1  1= (0) +  =1
at y =1  1= + (0)  =1
 y = sinx + cosx
(ii) + =2 y (-1) = e + 3
General solution y=( + )
By putting
e + 3 = (1+c) e
=1+c
 1+ =1+c  c=
 y= +
(iii) =− , y(3) = 4
General solution + =
By putting
9 + 16 =  = 25
+ = 25
21
(iv) + − 12 = 0 , y(0) = –2 , (0) = 6
General solution y = A +B
At y(0) = –2  –2 = A + B ...(i)
Now = 4A −3B
At (0) = 6  6 = 4A–3B ..(ii)
Multipying (i) by 3 and add in (ii)
–6 = 3A+3B
6 = 4A–3B
0 = 7A  A=0
Put in (i)  B = –2
 y = −2
(v) −3 +6 −6 =0
y (2) = 0 , (2) = 2 , (2) = 6
General solution
y = + +
At y (2) = 0  0 = +4 +8 …(i)
Now = +2 +3
At (2) = 2  2 = +4 +12 …(ii)
Now = 2 +6
At (2) = 6  6 = 2 +12 …(iii)
Divide (iii) by 2  3 = +6
 =3−6 put in (ii)
2 = +4(3 − 6 )+12
2 = + 12–24 +12
2–12 = − 12
= 12 –10
Put the value of & in (i)
0 = (12 –10)+4(3–6 )+8
0 = 24 –20+12–24 +8
0 = -8 + 8
8 =8  =1
= 3 – 6(1)  = –3
= 12(1)–10  =2
 y=2 −3 +
22
(vi) −3 +2 =0 y(0) = 0 , y(1) = 1
General solution y= +
At y(0) = 0  0= + ...(i)
At y(1) = 1  1= + …(ii)
Multiplying (i) by e and subtract from (ii)
1= +
–0 = ±
1 = −
1= (e−1)
 =
( )
Put in (1)  0= +
( )
 =−
( )
 y=− +
( ) ( )
23
Lecture # 03
Fourier Transform:
Let f(x) be a real valued function s.t f(x)  0 as x ±∞. Then its Fourier
transform is defined as

1
[ f ( x)]   eikx f ( x)dx  F ( k )
2 
If fourier transform
[ f ( x)]  F ( k )
Then its inverse Fourier transform is defined as


1 ikx
[ F (k )]  e F ( k ) dk  F ( x )
2 
2
Question: Fourier transformation of Ne  x ,  0
Solution:

1 ikx
We know [ f ( x)]  e f ( x) dx  F (k )
2 

1 ikx  x 2

2
 e Ne dx


N  x 2
ikx

2
e

dx

N  ( x 2
 ikx )

2
e

dx ______(1)
2 2
2  ik   ik   ik 
2
Let  x  ikx   x   2x      
2   2   2  
2 2
 ik   ik 
  x     put in (1)
 2   2  
24
 2 2
ik   ik  
    x     
N   2    2   

2
e

dx
2 2
  ik   ik 
N   x    
 2  2  

2
e

e dx
2 2
 ik    ik 
N  2    x 
  2 
 e e dx
2 
ik
Put z   x 
2 
1
dz   dx  dx  dz

i2k 2 
N 4 z 2 1
 e e . dz
2  
k2 
N 1  z2
 e 4 . e dz
2  
k2 
N 1 2
 e 4 . .   z
 e dz  
2  
k2
N
[ f ( x)]  e 4
2
Question: Fourier transform

f(x) = 1 if | |a
f(x) = 0 if | |>a
Solution: We know

1 ikx
[ f ( x)]  e f ( x) dx
2 
25
a a 
1  ikx ikx ikx 
   e f ( x)dx   e f ( x) dx   e f ( x) dx 
2   a a 
a
1
 e
ikx
f ( x )dx  f ( x )  0 for     a & a  
2 a
a
1 eikx

2 ik a
2  eika  e  ika 
  
2 K  2i 
2 sin Ka

2 K
Attenuation Property:
Question:
If Fourier transform [f(x)] = F(k) then [ f(x)] = F(k-ia)
Solution:

1 ikx ax
[ f(x)] = e e f ( x) dx
2 

1 ( ikx  ax )

2
e

f ( x )dx

1 ( ikx  i 2 ax )

2
e

f ( x) dx

1 i ( k  ia ) x

2
e

f ( x )dx
= F(k-ia)
26
Shifting property:
Question: If Fourier transform [f(x)]= F(k) then [f(x-a)] = F(k)
Solution:

1 ikx
[ f ( x)]  e f ( x) dx
2 
f(x) replacing by f(x-a)


1 ikx
[ f ( x  a )]  e f ( x  a )dx
2 
Put x-a = z  x = z+a
dx = dz in R.H.S

1 ik ( z  a )

2
e

f ( z )dz

1 ( ikz  ika )

2
e

f ( z )dz

1 ikz ika

2
e

e f ( z ) dz

eika ikz

2
e

f ( z ) dz
[ f ( x  a)]  eika F (k )
Question:
If Fourier transform [f(x)] = F(k) then [f(x+a)] = F(k)
Solution:

1 ikx
[ f ( x)]  e f ( x) dx
2 
27
f(x) replacing by f(x+a)

1 ikx
[ f ( x  a )]  e f ( x  a ) dx
2 
Put x+a = z  x = z-a
dx = dz in R.H.S

1 ik ( z  a )

2
e

f ( z )dz

1 ( ikz ika )

2
e

f ( z )dz

1 ikz  ika

2
e

e f ( z )dz

e  ika ikz

2
e

f ( z ) dz
[ f ( x  a)]  eika F (k )
Even, Odd function:

A real valued function f(x), a < x < b is said to be even if f(-x) = f(x). It is said
to be odd if f(-x) = -f(x).
e.g. Even function = , cosx
And Odd function = , , sinx
28
Lecture # 04
2
Question: Find the Fourier transform of g ( x)  e x cos  x
Solution: We know

1 ikx
[ g ( x)]  e g ( x) dx
2 

1 ikx  x 2
 e e cos  dx
2 
 i x
1 ikx  x 2  e  e  i x 
  e e   dx
2   2 

1
 e 
ikx  x 2 i  x 2
 e e  eikx e  x e  i x dx
2 2 
 
1  ikx  x2 i x ikx  x 2  i x

  e e e dx   e e e dx 
2 2    
2
Put f ( x)  e  x
 
1  ikx i x ikx  i x

   e f ( x)e dx   e f ( x)e dx 
2 2    
 
1 1 ikx i x 1 
   e e f ( x) dx   eikx e  i x f ( x) dx 
2  2  2  
1
 
2
e i x
f ( x)   e  i x
f ( x )  
1
  F  k  i (i  )   F  k  i ( i  )     e ax f ( x )   F (k  ia )
2
1
  F  k     F  k  i    _______(1)
2

1 ikx
Where F(k)= [ f ( x)]  e f ( x )dx
2 
29

1 ikx  x 2
F (k )  e e dx
2 
k2  k2
1  4 1  kx  x 2 1  4
F (k )  e  e e dx  e
2 2  2
( k   )2
1  4
F (k   )  e
2
(k 2  2 2k  ) ( k 2  2 ) k
1 4
1 4 2
 e  e .e
2 2
 ( k   )2
1 4
 F (k   )  e
2
 ( k 2   2 2 k  ) (k 2  2 ) k
1 4
1 4 2
 e  e .e
2 2
Put these values in (1)

(k 2  2 ) (k 2  2 )
1 1 
k k
4 2
1 4 2
  e .e  e .e 
2  2 2 
(k 2  2 )  2k k
2


1
e 4 e e 
2  2 
 
(k 2  2 )
1 4  k 
[ g ( x )]  e cosh  
2  2 
Fourier Sine Transform:

Let f(x) is define for x > 0. The Fourier sine transform of f(x) is denoted by
s[f(x)] or (k) and defined as


2
s[f(x)] = (k) =  f ( x)sin(kx)dx ; (k  0)
 0
30
Inverse Fourier:
The function f(x) is called inverse Fourier sine transform of (k) and it is also
denoted by (k) and is defined as

2
(k) =  F (k )sin(kx)dx
s
 0
Question: Find Fourier sine transform f(x) =
Solution: By definition

2
(k) =  f ( x)sin(kx)dx
 0

2 1
 sin( kx) dx
 0 x
Put kx = y  =
kdx = dy  dx =

2 k dy
  sin y
0y k

2 sin y
 dy
 0 y

2   sin y 
 .    dy 
 2 2 0
y 2
Question: Find Fourier Sine Transform

f(x) = +
Solution: We know that


2
(k) =  f ( x)sin(kx)dx
 0
31

2


e 3 x
 e 4 x  sin(kx ) dx
0
 
2  3 x 4 x

   e sin( kx)dx   e sin(kx) dx 
 0 0 
e ax
  e ax sin(bx )dx  (a sin(bx )  b cos(bx ))
a2  b2
 
2   e 3 x   e 4 x  
  ( 3sin(kx )  k cos(kx )    (4sin(kx )  k cos(kx )  
   9  k 2 0  4  k
2
0 
2  1   1 
  0  2
(  k )   0  2
( k ) 
  9  k   16  k 
2 k k 
(k)  
  9  k 2
16  k 2 
Question: Find Fourier sine transform

(  x)
x e x0
f ( x)  e or f ( x)    x
e x0
Solution: We know
 
2 2 x
(k) = f ( x)sin( kx )dx   e sin( kx ) dx
 0
 0

2 x
 e sin(kx ) dx because x  0 not found
 0
2  e x 
2 
   sin(kx)  k cos( kx)  0  by formula
 1  k 
2 1  2 k
 0  (0  k )  .
  1  k 2   1 k2
32
Question: Find Fourier sine transform
sin x 0x  a
f ( x)  
0 x0
Solution:

2
We know Fs ( k )   f ( x)sin(kx)dx
 0
a 
2 
  f ( x )sin( kx ) dx  a f ( x )sin( kx ) dx 
 0 
a
2 
   sin( kx)sin xdx  0 
 0 
a
1 2
 2sin(kx)sin xdx
2  0
 2sin sin   cos(   )  cos(   )
a a
1 2  sin(k  1) sin( k  1) 
  x  x 
2   k  1 0 k 1 0
1 2  sin(k  1)   sin(k  1) 
    0    0 
2   k  1   k 1 
1 2  sin( k  1)a sin  k  1 a 

   
2   k 1 k 1 
33
Lecture # 05
Fourier Transformation Derivatives of a function:

Let f(x) be a function

1 ikx
[f( x)]  e f( x)dx
2 

' 1 ikx
[f ( x )]  e f ' ( x )dx
2 

1  ikx  ikx

  e f ( x)    ik e f( x) dx 
2   

1  ikx

 0  ik  e f( x) dx 
2   

1 ikx
 (ik ) e f( x)dx
2 
[ f ' ( x)]  (ik ) [ f ( x)]
Similarly, [ f '' ( x)]  (ik )2 [ f ( x)]
[ f n ( x)]  (ik )n [ f ( x)]
Example:
Find Fourier y ''  y '  f (x)
Solution:
[ y '' ]  [ y ' ]  [ f (x)]
34
(ik )2 [ y]  (ik ) [ y]  F (k)
[ y ][k 2  (ik )]  F (k)
F (k )
[ y]  2
 k  ( ik )
Taking inverse Fourier on both sides


1  ikx F (k )
y e 2
dk
2 
 k  ( ik )
Question:  xx  tt
 ( x,0)  f ( x)
t ( x, 0)  0
 , x  0 As x  
Solution:
[ xx ]  [tt ]
  2    2 
 x 2 (x, t)    t 2 (x, t) 
   
2
( ik ) 2
 (x, t)  2   (x, t) 
t
Suppose   (x,t)   (k , t ) ....(i)
2
(ik )2  (k , t )   (k , t )
t 2
2
 k 2  (k , t )   (k , t )
t 2
2
2
 (k , t )  k 2  (k , t )  0
t
35
 2 2
 2  k  (k , t )  0
 t 
2
2
 k 2  0 &  (k , t )  0
t
2
2
 k 2  i 2 k 2
t

  ik
t
 ( k , t )  Axos (kt )  B sin( kt ) ...(ii )
(1)  ( x,0)  f ( x)
 ( x,0)   f ( x)
 (k ,0)  F ( k ) ...(iii )
(2) t ( x, 0)  0
t ( x,0)  0
 
 t  ( x,0)   0

 ( x,0)  0
t

 ( x,0)  0 …(iv)
t
Now put t = 0 in (ii) and compare with (iii)
 (k,0)  A
A = F(k) on comparing
Now diff. (ii) partially w.r.t ‘t’

 ( x,0)   Ak sin(kt )  Bk cos( kt )
t
Put t = 0 and compare with (iv)
36

(k,0)  Bk
t
Bk = 0
B=0
Put the value of A and B in (i) we have
 (k, t)  F (k ) cos( kt )
  (x, t)  F (k )cos(kt ) By (i)


1  ikx
 ( x, t )  e F ( k )cos(kt ) dk
2 
Question:  xx  t
2
 ( x,0)  eax , a  0
 , x  0 As x  
Solution:
[ xx ]  [t ]
  2    
 x 2 (x, t)    t (x, t) 
   

 (ik )2  (x, t)   (x, t)
t

 k 2  (x, t)     (x, t)
t
Suppose   (x,t)   (k , t ) ....(i)

 k 2  (k , t )   (k , t )
t
37

 (k , t )  k 2  (k , t )  0
t
 2
  k  (k , t )  0
 t 

 k 2  0 &  (k , t )  0
t

 k 2
t
2
 ( k , t )  Ae  k t ...(ii )
Given condition
2
 ( x,0)  eax
2
 ( x,0)   e ax 
 
K2
4a
e
 (k ,0)  ...(iii )
2a
 (k ,0)  A
K2
4a
e
A on comparing
2a
K2
4a
e 2
(ii)   (k , t )  e k t
2a
K2
 k 2t 
4a
e
[  (k , t )]  By (1)
2a
K2
  k 2t 
4a
1  ikx e
 ( x, t )  e dk
2  2a
 K2
1  ikx  k 2 t 
 ( x, t )  e 4a
dk
2 a 
38
Assignment:  xxxx  tt
 ( x,0)  f ( x)
t ( x, 0)  g ( x )
 ,  x ,  xx  0 As x  
Solution:
[ xxxx ]  [tt ]
  4    2 
 x 4 (x, t)    t 2 (x, t) 
   
2
 (ik ) 4  (x, t)   (x, t)
t 2
2
k 4
 (x, t)  2   (x, t)
t
Suppose  (x, t)   (k , t ) ....(i)
2
k 4  (k , t )   (k , t )
t 2
2
2
 (k , t )  k 4  ( k , t )  0
t
 2 4
 2  k  (k , t )  0
 t 
2
2
 k 4  0 &  (k , t )  0
t
2
2
 k4
t

 k 2
t
39
2 2
 ( k , t )  Ae  k t  Be  k t ...(ii )
Given condition
 ( x,0)  f ( x)
 ( x,0)   f ( x)
 (k ,0)  F ( k ) ...(iii )
Put t = 0 in (ii) and compare with (iii)
 (k ,0)  A  B
A  B  F (k ) ....(iv) on comparing
(2) t ( x ,0)  g ( x )
t ( x,0)  [ g ( x)]

 
 t  ( x,0)   G (k )

 ( x,0)  G (k )
t

 ( x,0)  G (k ) …(v)
t
Now diff. (ii) partially w.r.t ‘t’
 2 2
 (k, t)  k 2 Ae k t  k 2 Be  k t
t
Put t = 0 and compare with (v)

 (k, t)  k 2 A  k 2 B
t
k 2 A  k 2 B  G(k) on comparing
k 2 ( A  B)  G(k)
G(k)
( A  B)  ....(iv)
k2
Adding (iv) and (iv)
40
G(k)
2 A  F (k ) 
k2
1 G (k) 
A   F (k )  2 
2 k 
Subtracting (iv) and (vi)
G(k)
2 B  F (k ) 
k2
1 G (k) 
B   F (k )  2 
2 k 
Put the value of A and B in (ii)
1 G (k)  2 1 G (k)  2
 ( k , t )   F ( k )  2  e k t   F (k )  2  e  k t
2 k  2 k 
1 G (k)  2 1  G (k)  2
 (k , t )   F ( k )  2  e k t   F (k )  2  e  k t
2 k  2 k 


1 1  G (k)   k 2t 1  G (k)   k 2t 
 (k , t )  e
 ikx
 2  F (k )  k 2  e  2  F (k )  k 2  e  dk
2       
41
Lecture # 06
Fourier Cosine Transformation:

Let f(x) is define for all x  0. The Fourier cosine transformation of f(x) is

denoted by Fc and define as Fc { f ( x)}   f ( x)cos  sx  dx ;( s  0)
0
Inverse Fourier Cosine Transformation:


1 1 1
It is denoted as F {Fc (s)}and define as F {Fc ( s )} 
c
2
c  F (s)cos  sx  ds
0
c
cos x ; 0 xa
Question: Find Fourier cosine transformation of f ( x)  
0 ; xa
Solution: By definition of Fourier cosine transformation


Fc { f ( x )}   f ( x)cos  sx  dx
0
a 
  f ( x )cos  sx  dx   f ( x)cos  sx  dx
0 a
a
  cos x cos  sx  dx
0
a
1
 2cos x cos  sx  dx
2 0
 2cos A cos B  cos( A  B )  cos(A  B)

a
1

2 0
 cos  x  sx   cos  x  sx   dx
a
1

2 0
 cos  sx  x   cos  sx  x   dx
42
a a
1 
   cos  s  1 xdx   cos( s  1) xdx 
2 0 0 
a a
1  sin( s  1) x sin( s  1) x 
   
2  s  1 0 s  1 0 
1  sin( s  1)a sin( s  1)a 

  
2  s 1 s  1 
Question:
x ; 0  x 1

f ( x)  2  1 ; 1 x  2
0 ; x2

Solution:
By definition of Fourier cosine transformation
1 2 
Fc { f ( x)}   f ( x)cos  sx  dx   f ( x)cos  sx  dx   f ( x)cos  sx  dx
0 1 2
1 2
Fc { f ( x)}   x cos  sx  dx   (2  x )cos  sx  dx  0
0 1
 I1  I 2 ______(1)
1 1 1
x sin( sx ) sin( sx )
I1   x cos  sx  dx   .1dx
0
s 0 0
s
1
sin( s ) cos( sx)
I1  
s s2 0
sin( s) cos( s )
I1  
s s2
s sin(s)  cos( s)
I1 
s2
43
2 2 2
(2  x)sin( sx ) sin( sx )
I 2   (2  x )cos  sx  dx   .( 1) dx
1
s 1 1
s
2
 sin( s )  cos( sx) 
I2    
s  s2 1
 
 sin( s ) cos(2s) cos( s)

I2   
s s2 s2
 ssin(s)  cos(2s)  cos( s )

I2 
s2
By putting these values in (1)
s sin(s)  cos( s)  ssin(s)  cos(2s)  cos( s)

Fc (s)  
s2 s2
s sin(s)  cos( s)  ssin(s)  cos(2s)  cos( s)

Fc (s) 
s2
2cos( s )  cos(2s)
Fc (s) 
s2
Question: f ( x)  e3 x  e4 x
Solution: By definition of Fourier cosine transformation


Fc { f ( x )}   f ( x)cos  sx  dx
0
 
Fc { f ( x)}   e 3 x cos  sx  dx   e 4 x cos  sx  dx
0 0
e ax
 e cos(bx) dx  2
ax
(a cos bx  b sin bx )
a  b2
 
e 3 x e 4 x
Fc { f ( x )}  (  3cos( sx )  s sin( sx ))  ( 4cos( sx )  s sin( sx ))
9  s2 0
16  s 2
0
44
e   e 
3  3 0
Fc { f ( x)}  ( 3cos( s. )  s sin( s. ))  ( 3cos( s.0)  s sin( s.0))
9  s2 9  s2
e   e 
4  4 0
 ( 4cos( s. )  s sin( s. ))  ( 4cos( s.0)  s sin( s.0))
16  s 2 16  s 2
1 1
 0 2
(3  0)  0  (4  0)
9 s 16  s 2
3 4
 
9  s 16  s 2
2
45
Lecture # 07
Laplace Transformation:
Let f(t) be a function define for t > 0. The Laplace transformation of f(t) is
denoted by ℒ[f(t)] or f (s) and defined as

ℒ[f(t)] =  e  st f (t ) dt  F ( s )
0
Question: Find Laplace transformation of f(t) = t n , n > 1

Solution:

[t ]   e  st t n dt
n
x
Let st  x  t 
s
dx
dt 
s
 n
 x  dx
[t ]   e  
n x
0 s s

x n dx
[t ]   e
n x
0
sn s

1
[t ] 
n
n 1 e
x
x n dx
s 0

(n  1)
[t ] 
n
 (n  1)   e  x x n dx
s n 1 0
(1) 1
* [t 0 ]    (1)  1
s s
* [t 1 ]  does not exist as n  1
46
( 1 )
* [t
1
2
] 2      ( 1 )  
1
s s 2
s 2
Question: f (t )  ea t

Solution: [e a t ]   e  st e a t dt
0

  e  st  a t dt
0

  e  ( s  a ) t dt
0

e  ( s a ) t

( s  a ) 0
 1 
0   
 ( s  a ) 
1
[ea t ]  , sa
sa
1
* [e a t ] 
sa
1
* [e4 t ] 
s4
Question: f (t )  sin at

Solution: [sin at ]   e  st sin at dt
0
eax
 e sin bx dx  2 2  a sin bx  b cos bx 
ax
a b
47
e  st 
2
 2
 ssinat  a cosat 0
( s)  a
1
0 [0  a]
s  a2
2
a
[sin at ] 
s2  a2
4
* [sin 4t ]  2
s  16
Question: f (t )  cos at

Solution: [cos at ]   e  st cos at dt
0
eax
 e cos bx dx  2 2  a cos bx  b sin bx
ax
a b
e  st 
2
 2
 scosat  a sinat 0
( s)  a
1
0 [ s  0]
s  a2
2
s
[cos at ] 
s2  a2
s
* [sin3t ]  2
s 9
Question: f (t )  sinh at

Solution: [sinh at ]   e  st sinh at dt
0

 ea t  e a t
 st 
 e   dt
0  2 
48
 
1   st a t 
   e e dt   e st e a t dt 
2 0 0 
1 1 1 
 
2  s  a s  a 
1 s  a  s  a
 
2  s 2  a 2 
1  2a 

2  s 2  a 2 
a
 , s a
s2  a2
3
* [sinh3t ]  2
s 9
Question: f (t )  cosh at

Solution: [cosh at ]   e  st cosh at dt
0

 ea t  e a t 
  e  st   dt
0  2 
 
1   st a t 
   e e dt   e st e  a t dt 
2 0 0 
1 1 1 
  
2  s  a s  a 
1 s  a  s  a
 
2  s 2  a 2 
1  2s 

2  s 2  a 2 
49
s

s  a2
2
s
* [cosh 4t ]  2
s  16
Shifting Property:
Let [f(t )]  F ( s )
then [eat f(t )]  F (s  a)


[e f(t)]   e  st e a t f (t )dt
at

[e f(t)]   e  st  a t f (t )dt
at

  e  ( s a )t f (t ) dt
0

[e f(t )]  F ( s  a )
at
  e  st f (t )dt  F ( s )
0
* [e at f(t )]  F (s  a)
Laplace transformation of derivative of function of f(t):


As ℒ[f(t)] =  e  st f (t ) dt
0

  f ' (t )    e  st f ' (t ) dt
0


 e  st f (t )   ( s )e  st f (t ) dt
0
0

  0  f (0)  s  e  st f (t )dt
0
50
  f ' (t )   s  f (t )  f (0)
  f '' (t )   s  f ' (t )   f ' (0)
  f '' (t )   s  s  f (t )   f (0)   f ' (0)
  f '' (t )   s 2  f (t )   sf (0)  f ' (0)
. .
. .
. .
  f n (t )   s n   f (t )   s n 1 f (0)  sf n 2 (0)  f n 1 (0)
Derivative of Laplace transformation:


As   f (t )    e  st f (t )dt  F ( s )
0

F ( s )   e  st f (t ) dt
0

dF d
  e  st f (t )dt
ds 0 ds

  ( t )e  st f (t ) dt
0

 ( 1)  e  st t f (t ) dt
0
 (1) f (t )
dF
  f (t )   1
ds
51

d 2F d
2
 (1)  e  st tdt
ds 0
ds

 ( 1) 2  e  st t 2 dt
0
 (1) 2  t 2 f (t ) 
d 2F 2
 t f (t )    1
2
ds 2
. .
. .
n d nF
 t n f (t )    1
ds n
Question:  t 2 sin t   ?
Solution: Here f(t) = sint
1
F(s) =  sin t  
s2  1
2
2 d F
 t sin t    1
 2

ds 2
2 d 2F  1 
  1
ds 2  s 2  1 
2 d d 2 1 
  1
ds  ds
 s  1 
d  1
2s  
2
  1 
ds 
 1  s 2
 1  
 
2 d  s 
  1  2 
ds   s 2  12 
 
52
  s 2  12 .1  s.2  s 2  1 .2 s 
2
  1  2   4


  s  1
2 

 2 2
2 s  1  4 s
  1  2   s  1 
2 
  s 2  13 
 
 
2
 1  3s 2 
  1  2 
  s 2  13 
 
 2  3s 2  1 
2
 t sin t    1 
2 
  s 2  13 
 
Unit function:
The unit function is defined as
H(ta) = 0 ; t<a
H(ta) = 1 ; ta
Proof:

F ( s )   e  st f (t ) dt
0
a 
 st
F ( s)   e f (t )dt   e  st f (t ) dt
0 a
a 
F ( s )   e H (t  a )dt   e  st H (t  a )dt
 st
0 a

F ( s )  0   e  st (1)dt
a
 
 st e  st  e at  e at
F ( s )   e dt  F ( s)  0 
a
s a  s  s
53
Lecture # 08
Theorem:
Let   f  t    F  s  then   H  t  a  f  t  a    e as F  s 
Where H(ta) = 0 ; t < a & H(ta) = 1 ; t  a
Solution:

  H  t  a  f  t  a     e  st H  t  a  f  t  a  dt
0
a 
  e H  t  a  f  t  a  dt   e  st H  t  a  f  t  a  dt
 st
0 a

 0   e  st f  t  a  dt
a
Put z = t a t=z+a
dz = dt when t = ∞ , z = ∞

 s z  a
 e f  z  dz
a

  e  sz e  sa f  z  dz
a

 as  sz
e e f  z  dz
a
 e as F ( s) proved
54
d2 y dy
Question: 2
 4  3 y  cos at y(0) 1 , y ' (0)  0
dt dt
Solution: By applying Laplace transform on both side
d2 y dy 
  2  4  3 y     cos at 
 dt dt 
d2 y  dy  s s
  2   4    3  y   2    cos at  
 dt   dt  s  a2 s  a2
2
s
s 2   y   sy(0)  y ' (0)  4s  y   4 y(0)  3  y  
s2  a2
s
s 2   y   s  0  4s  y   4  3  y  
s  a2
2
s
s 2
 4 s  3   y   s  4 
s  a2
2
s4 s
 y   _______(i)
s 2
 4 s  3 s 2
a 2
 s 2
 4 s  3
Now by partial fraction
s4 A B
 
 s  1 s  3 s  1 s  3
s  4  A  s  3  B  s  1
Put s1 = 0  s = 1
1  4  A 1  3  B 1  1
3   2A
3
 A
2
Put s3 = 0  s = 3
55
3  4  A  3  3  B  3  1
1  2B
1
 B
2
s4 3 1 1 2 3 1
    where 1  ,  2  
 s  1 s  3 2  s  1 2  s  3  s  1  s  3 2 2
Now
s C D Es  F
   2
 s  a  s  4s  3 s  1 s  3 s  a 2
2 2 2
s  C  s 2  a 2   s  3  D  s 2  a 2   s  1   Es  F  s  1 s  3
Put s1 = 0  s = 1
1  C 12  a 2  1  3 
1
C
2  a 2  1
Put s3 = 0  s = 3
3  d  a 2  32   3  1
3
D
2  a2  9
s  C  s 3  a 2 s  3s 2  3a 2   d  s 3  a 2 s  s 2  a 2   Es 3  4 Es 2  3Es  Fs 2  4 Fs  3F
By comparing coefficient of s 3
0=C+D+E
E = C  D
56
1 3
E 
2  a 2  1 2  a2  9
a 2  9  3a 2  3 2a 2  6 3  a2
E  
2  a 2  1 a 2  9  2  a 2  1 a 2  9   a 2  1 a 2  9 
By comparing coefficient of s 2
0   3C  D  4 E  F
F  3C  D  4 E
3 3 4(3  a 2 )
F  
2  a 2  1 2  a 2  9   a 2  1 a 2  9 
3  a 2  9   3  a 2  1  8(3  a 2 )

2  a 2  1 a 2  9 
27  3a 2  3  3a 2  24  8a 2

2  a 2  1 a 2  9 
8a 2

2  a 2  1 a 2  9 
4a 2
F 2
 a  1 a 2  9 
3  a   2
4 a 2
Es  F  a  1 a  9   a  1 a 2  9 
2 2 2

s2  a2 s2  a2

3  a  s 2

4a . a
 s  a  a  1 a
2 2 2 2
 9  s 2  a 2  a 2  1 a 2  9 
s a
 
s 2
a 2
 s 2
 a2 
57
Where 
3  a  ,   2
4a
 a  1 a  9 
2
a 2 2
 1 a 2  9 
s 1 3 s a
   
s 2
a 2
 s 2
 4 s  3 2  a  1  s  1
2
2  a  9   s  3
2
s 2
a 2
 s 2
 a2 
s 3 4 s a
   
s 2
a 2
 s 2
 4s  3  s  1  s  3 s 2
a 2
 s 2
 a2 
1 3
Where  3  , 4 
2  a  1
2
2  a2  9
Put these values in (i)
1 2 3 4 s a
 y      
 s  1  s  3  s  1  s  3 s 2
 a2  s 2
 a2 
    1   1   1   s   a 
y  1  1  21   3 
1
 4 
1
   2 2     2 2 
1 1
 s 1   s  3   s 1   s  3   s  a    s  a  
y  1et   2e3t  3et   4 e3t   cos at   sin at
Put the values of 1 ,  2 ,  3 ,  4 ,  , 
3 t 1 3t
y e  e 
1 t
e 
3 3t
e  2
 3  a2 
cos at  2
4a
sin at
2 2 2  a  1
2
2  a  9
2
 a  1 a  9
2
 a  1 a2  9
is required answer.
dw
Question:  aw  H (t  1) w(0) 1
dt
Solution: By applying Laplace on both sides
 dw 
  aw    H (t  1) 
 dt 
58
s
 dw  e
    a  w 
 dt  s
e s
s  w  w(0)  a  w 
s
e s
 s  a    w  1 
s
e s
 s  a    w  1 
s
1 e s
  w   ______(i)
s  a s s  a
1 A B
  As   H  t  a  f  t  a    e  as F  s 
s s  a s sa
e s
1  A s  a   B  s   1
,a 1
s
Put s = 0 1
f (t ) 
1 A  a  s
e s
1 1  H (t  1)(1)
 A s
a
Put s + a = 0  s = a
1  B  a  e s
1 ,a 1
sa
1
 B 
a 1
f (t ) 
sa
1 1 1
  ___(i) 1
s  s  a  as a  s  a  1  e a t
sa
1 e s e s
  w    Here t = t1
s  a as a s  a
e s
 H (t  1) e  
 a t 1
 1
sa
59
 1 e s e s 
   w   
1 1
  
 s  a as a s  a 
s s
 1  1 1  e  1 1  e 
w  1
       
 s  a  a  s  a s  a
1 1
w  eat  H (t  1)  H (t  1)e a (t 1)
a a
is the required answer.
w w
Question: x 0 ; w( x,0)  0 , w(0, t)  t
x t
Solution: Apply Laplace transform on both sides
 w w 
  x     0
 x t 
 w   w 
    x      0 
 x   t 

  w( x, t )  x  s w( x, t )  w( x,0)  0
x

  w( x, t )  x  s w( x, t )  0
x
Say   w( x, t )  w  x, s 

w  x, s   xs w  x, s   0
x

w  x, s    xs w  x, s 
x
w
  xs x
w
On integrating both sides
60
w
 w  s  xx
x2
ln w   s  A( s )
2
x2
 s  A( s )
2
we
x2
 s
we 2
. e A( s )
x2
 s
2
we . B( s ) __(i)
 B(s)  e A( s )  cons tan t
Given that
w(x,0) = 0 & w(0,t) = t
  w  x,0      0 &   w  0, t     t 
1
w  x,0   0 & w  0,s  
s2
x2
 s
(i)  w  x, s   e 2
. B( s)
Put x = 0
1
 B( s )
s2
Put in (i)
2
1  x2 s
  w( x, t )  2 e    w( x, t )  w  x, s 
s
 x2
1  s
w( x, t )  1  2 e 2  As   H  t  a  f  t  a    e  as F  s 
 s 
2
 x2   x 2  a   x , f ( s)  1
w  H t   f t   2 s2
 2   2 
is the required answer 1
1  2   t
s 
61
Collected by: Muhammad Saleem Composed
Here t = by:
ta Muzammil Tanveer
Lecture # 09
2 w 2 2 w
Question: c
x 2 t 2
Boundary condition w(0,t) = f(t)
lim w  x, t   0
x 
w
Initial condition w  x,0   0 ,  x,0   0
t
Solution: Apply Laplace transform on both sides
 2 w   2w 
 2   c  2 
2
 x   t 
2
2
  w( x, t )  c 2  s 2   w( x, t ) w( x,0)  w '  x,0  
x
By Initial condition
2
2
  w( x, t )  c2  s 2   w( x, t )  0  0
x
2
2
  w( x, t )  c 2 s 2  w( x, t )
x
Say   w( x, t )  w  x, s  _____(i)
2
2
w  x, s   c 2 s 2 w  x, s 
x
2
2
w  x, s   c 2 s 2 w  x, s   0
x
 2 2 2 
 2  c s  w  x, s   0
 x 
2
2
 c2 s2  0
x
62
2
2
 c2 s2
x

 c s
x
w  x, s   A(s)ecsx  B(s)ecsx ___(ii)
Now by boundary condition
w(0,t) = f(t)
Applying Laplace transformation
  w  0, t      f (t )
w  0, s   F (s) ____(iii)
Put x = 0 in (ii) and compare with (iii)
w  x,0  A( s)e0  B( s)e0
F ( s )  A( s )  B ( s) _____ (iv)
lim w  x, t   0
x 
Applying Laplace Transformation
lim   w  x, t      0
x 
lim w  x,s   0 ____(v)

x 
Apply lim on eq (ii) and compare with (v)

x
lim w  x,s   lim A( s)ecsx  lim B( s)e csx

x  x  x 
0  A(s)e  B(s)e
0  A(s)e  B0
 A( s )  0
63
Put in (iv)
F(s) = 0 + B(s)
Put these values in (ii)
w  x, s    0 ecsx  F (s)ecsx
w  x, s   F (s)ecsx
From eq (i)
  w  x, t    F (s)ecsx
1  w  x, t    1 F (s)ecsx
w  x, t   H  t  cx  f  t  cx 
  H  t  a  f  t  a    e ax F (s)
64
Lecture # 10
Question: Find Laplace transform of

tt  a2xx  g
Boundary Condition   0, t   0 , lim x  x, t   0

x 
Initial Condition   x,0   0 , t  x,0   0
Solution: Apply Laplace transform
 tt     a 2 xx     g 
  2  x, t     2  x, t  
 2   a 2
  2   g  1
 t    x 
2 1
s    x, t    s   x,0   t  x,0   a
2
2
  x, t    g .
x 2   s
By initial condition
2 g
s 2    x, t    s  0   0  a 2 2
   x, t   
x s
2 g
s 2    x, t    a 2    x, t   
x2   s
2 g
a 2
   x, t    s 2
   x, t   
x2     s
let   (x, t)   (x,s)
2
2 g
a 2
 (x,s)  s 2  (x,s) 
x s
 2 2  g
a 2
 s 2   (x,s) 
 x  s
This is non-homogenous equation
65
For complementary solution we have
22
a 2
 s2  0
x
2 s2

x2 a 2
 s

x a
s s
x  x
c  x, s   Ae  Bea a
For particular solution
 2 2  g
a 2
 s 2   p (x, t) 
 x  s
g
a D
2 2
 s 2   p (x, t) 
s
1 g
 p (x, t)  .
a D
2 2
 s2  s
1 g
 p (x, t)  .
 a2  s
 s 2 1  2 D 2 
 s 
1
1  a 2 2  g
 p (x, t)  2 1  2 D  .
s  s  s
1  a2 2 g
 p (x, t)  .
2 
1  2
D  ... 
s  s s
1  g 
 p (x, t)  .
2 
 0
s s 
g
 p (x, t) 
s3
66
 (x, t)  c (x, t)   p (x, t)
s s
x  x g
 (x, t)  Ae  Be
a a
 _____ 1
s3
  0, t   0
   0,t      0
  0,s   0 _____(2)
Put x = 0 in (1) and compare with (2)
g
 (0,s)  A  B 
s3
g
 A B  0 _____ *
s3
Now lim  x  x, t   0
x 
lim  x  x, t      0
x 
lim x  x,s   0 ____ (3)

x 
Diff. eq (1) w.r.t x and applying lim and compare with (3)
x
s as x s  as x
x  x,s   Ae  Be
a a
s as x
lim x  x,s   Ae  0
x  a
s 
0 Ae  0  A0
a
Put A = 0 in (*)
67
g g
B 0  B
s3 s3
Put the value of A and B in Eq (1)
g  as x g
 (x,s)  e  3
s3 s
g  as x g
  (x, t)  e  3
s3 s
 g  as x  g
   (x, t)     3 e   1  3 
1 1
s  s 
 x  t2  t2 n!
 (x, t)  g  H  t     g .    H  t  a  f  t  a    F  s  e as &  t n   n1
  a  2! 2! s
Question: Find Laplace transform of
 2 

x 2 t
Boundary Condition   0, t   1   1, t 
Initial Condition   x,0  1  sin  x 
Solution: Apply Laplace transform

  2    
 2    
 x   t 
2
   x, t    s   x, t      x,0 
x 2 
By putting initial condition
2
   x, t    s   x, t    1  sin  x 
x 2 
let   (x, t)   (x,s)
68
2
 (x,s)  s (x,s)  1  sin  x 
x 2
 2 
 2  s   (x,s)  1  sin  x 
 x 
For complementary solution we have
2
s0
x 2
2
s
x 2

 s
x
sx
c  x, s   Ae  Be sx
 2 
 2  s   p (x,s)  1  sin  x 
 x 
D 2
 s   p (x,s)  1  sin  x
1
 p (x,s)  .  1  sin  x 
D 2
 s
1 1
 p (x, s)   1    sin  x 
D 2
 s D 2
 s
1 1
 p (x,s)    sin  x 
 D 
 s 1  
2
 D  s
2
 s 
1
 D2 
1  
 s  1
 p (x, s)   2  si n  x 
s   s 
69
1 D2  1
 p (x,s)  1   ..  1  2  sin  x 
s s    s
1 1
 p (x,s)  1  0  2  sin  x 
s  s
1 sin  x
 p (x,s)  
s 2  s
 (x,s)  c (x,s)   p (x,s)
sx 1 sin  x 
 (x,s)  Ae  Be sx
  2 _____  i 
s  s
  0, t   1
   0,t     1
1
  0, s   _____(ii)
s
Put x = 0 in (i) and compare with (ii)
1
 (0,s)  A  B 
s
1 1
  A B 
s s
 A B  0
 A  B ____(iii )
Now  1, t   1
  1,t     1
1
 1,s   ____ (iv)
s
70
Put x = 1 in eq (i) and compare with (iv)
s 1
 1,s   Ae  Be s

s
1 s 1
 Ae  Be s

s s
s
Ae  Be  s
0
Put A =  B
s
 Be  Be  s
0
 e s
 e s
B  0
 B=0
 A=0
Put in (i)
1 sin  x 
 (x,s)  
s 2 s
1 sin  x 
  (x, t)       x, s     (x, t) 
s 2 s
 1 sin  x  
1  (x, t)   1   2 
s   s 
1   sin  x  
1  (x, t)  1    1  2 
s    s 
 sin  x  
 (x, t)  1  1  2 
  s 
71
Lecture # 11
Bessel Equation and Bessel Functions:

Bessel equation is an important equation in applied mathematics and is given by
x 2 y ''  xy '   x 2   2  y  0 ___(i )
Where the perimeter  (neu) is a given number and it is assumed to be real and
non-negative from Frobenius method. Its solution is supposed to be in the
power series from

y  x    Cm x m  r ___(ii )
m0
Substituting this expression and its derivatives into Bessel’s equation we get the
following
'' '
  m r    mr  2 


x   Cm x   x   Cm x    x      Cm x m  r   0
2 2
 m0   m 0   m 0 
       
x2  Cm  m  r  m  r 1 xmr2   x Cm  m  r xmr   x2  Cm xmr   2  Cm xmr   0
 m0   m0   m0   m0 
 
2
 Cm  m  r    m  r    m  r    2  x m  r   Cm x m  r  2  0
m0
  m 0
 
2
 Cm  m  r    2  x m  r   Cm x m  r  2  0 _____  iii 
m0
  m 0
From equation (ii) is an identity in x and true for every value of x. So, put
the coefficient of term involving the smallest power of x r  0 so eq (iii)
becomes
C0  r 2   2   0
C0  0 , r 2  2  0
r  
72
The roots are r1  and r2   a solution is determined from (iii)
 
2
 Cm  m  r    2  x m  r   Cm x m  r  2  0
m0
  m 0
Replace m by m 2 in 2nd term

 
2
 Cm   m  r    2  x m  r   Cm  2 x m  r  0 ____  iv 
m0
  m0
Put r   in eq  iv 
 
2
 Cm  m      2  x m    Cm  2 x m   0
m 0
  m0
 
 Cm m2   2  2m  2  xm    Cm 2 x m  0

m0 m 0
Cm m  m  2    Cm 2  0 ____(v)
Put m = 1
C1 11  2    C1 2  0
C1 1  2   C1  0
C1 1  2   0  C1  0
Put m = 3
C3 3 3  2    C3 2  0
C3 .3  3  2   C1  0
C3 .3  3  2   0  C1  0
C3  0 and 3  3  2   0
It follows that C1  C3  C5  ...  C 2 m 1  0
From eq (v) we have
73
 1 Cm  2
Cm 
m  m  2 
Replace m by 2m
 1 C2 m  2
C2 m 
2m  2m  2 
 1 C2 m 2
C2 m  ____(vi )
22 m  m   
This determine the coefficient C 2 , C 4 , C 6 ... sufficiently C 0 is arbitrary suppose it

is given as
1
C0  ____  vii 
2   1
Where   1 is a gamma function and   is defined by integral


   0 et t  1dt   0  ___  viii 
  1    
 k  1  k ! , k  0,1, 2,......
From eq (vi)
 1 C2 m  2
C2 m 
22 m  m   
 1 C0
C2 
2 2.1!  
 1 1
C2  2
.
2 .1!1    2   1
 1
C2         1
22  1!   2 
74
 1 1
C4  2
. 2 
2 .2! 2    2 1!   2 
2
 1
C4 
24 .2!   3
m
Its genera form is

 1
C2 m 
22 m  .m!  m    1

Eq (ii) y  x    Cm x m  r
m0

r
y  x  x C m xm
m0


Put r    y  x  x C m xm
m 0
y  x   x C0  C1 x1  C2 x 2  C3 x 3  ....
y  x   x C0  C2 x 2  C4 x 4  C6 x 6  ....

y  x   x  C2 m x 2 m
m0
m


 1
y  x  x  x2m
2 m 
m0 2 m!  m    1
m
2 m 

 1 x
J  x      ____(ix)
m  0 m!  m    1  2 
This solution is known as the Bessel function of first kind with order  and
denoted by J  x  i.e. replace  by  in (ix)
m
2 m 

 1 x
J   x     
m  0 m!  m    1  2 
75
If  is not an integer a general solution of Bessel’s equation for all x  0 is
given by
y  x   a1 J  x   a2 J   x 
The integral value of  is mostly denoted by n

m 2mn

 1  x
Jn  x    
m  0 m!  m  n  1  2 
m

 1  x 2 m n
Jn  x    
m  0 m! m  n  !  2 
Basic Identities and Recurrence formula:

d 
 x J  x    x J 1  x 
dx
m 2 m 
d     1 x 
L.H.S = x    
dx  m  0 m!  m    1  2  

m
d   1 2 m  2

  x 
dx  m  0 22 m  m!  m    1 

m

 1 2  m    x2 m 2 1

2 m 
m0 2 m! m     m   
m

 1  x 2m  2 1
  
m  0 m!  m     2 
m 2 m  1


 1 x
x   
m  0 m!  m    1  2 
 x J 1  x   R.H .S
76
Lecture # 12
d
Prove that  x  J  x     x J 1  x 
dx
m

 1 x 2 m 
Proof: As we know that J  x   
m0 22 m  m!  m    1
m
d  d     1 x 2 m  
 x J  x     x  2 m  
dx dx  m  0 2 m!  m    1 

m
d  d   1 x 2 m 
 x J  x      2 m  
dx dx  m  0 2 m!  m    1 

m
d 
 x J  x    

 1 2m x 2m1
dx 2 m 
m0 2 m!  m    1
m
d  
 1 2m x 2 m 1
 x J  x    
dx  m 0 2
2 m 
m  m  1!  m    1
Replace m by m+1
m 1
d 
 x J  x    

 1 x 2 m 21
dx 2 m  1
m 1 2  m  1  1!  m  1    1
m 1
d  
 1 x 2 m 1
 x J  x    
dx  m 1 2
2 m  1
m!  m  1    1
11 m 1
d   1 x 2 1 
 1 x 2 m 1
 x J  x    
dx 22 1  1!  1    1  1 m 0 22 m  1 m!  m    1  1
m 1
d  
 1  1 x 2 m  1 1

 x J  x    0  x    1!   and  0
dx 2 m  1 
m 0 2 m!  m    1  1
77
m
d  

 1 x 2 m  1
 x J  x     x 
dx  m0 2
2 m  1
m!  m    1  1
d 
 x J  x     x  J 1  x  proved
dx
Question: Find the value of J  x 
d 
Solution: As  x J  x    x J 1  x  _____  i 
dx
d 
And  x J  x     x J 1  x  ____  ii 
dx
From (i) x J'  x    x 1 J  x   x J 1  x 
J'  x    x 1 J  x   J 1  x  ___  iii 
From (ii) x  J'  x    x  1 J  x    x  J 1  x 
J'  x    x 1 J  x    J 1  x  ___  iv 
Adding (iii) and (iv)
2J'  x   J 1  x   J 1  x 
1
J'  x  
2
 J 1  x   J 1  x  
Subtracting (iv) and (iii)
2 x 1 J  x   J 1  x   J 1  x 
x J 1  x   J 1  x 
J  x  
 2
Parametric Bessel functions:
The differential equation is x 2 y ''  xy '    2 x 2   2  y  0 ___  i 
is called the Parametric Bessel equation
78
Transforming the independent variable for Bessel Function:
Let z  x
dz

dx
dy dy dz
 .
dx dz dx
dy dy

dx dz
d 2 y d  dy  d  dy 
     
dx 2 dx  dx  dx  dz 
d 2 y d dz  dy  d  dy  2
2 d y
         put in  i 
dx 2 dz dx  dz  dz  dz  dz 2
2
2 2 d y dy
x 2
 x   z 2  2  y  0
dz dz
d2y dy
z2
2
z   z2  2  y  0 ____  ii 
dz dz
This shows that J  z  is the solution of (ii) which shows that J   x  is the
solution of (i).
Property No. 1
Orthogonality of Bessel functions:
1
If  and  be the roots of J  x   0 then show that  x J   x J   x  dx  0
0
Proof: Consider the parametric equation
x 2 y ''  xy '    2 x 2   2  y  0 ___  i 
Let y1  x   J   x  , y2  x   J   x 
x 2 y1''  xy1'    2 x 2   2  y1  0 ___  ii 
79
x 2 y2''  xy2'    2 x 2   2  y2  0 ___  iii 
Multiplying equation (ii) by y2 and (iii) by y1 and subtracting
x 2 y1'' y2  xy1' y2   2 x2 y1 y2  2 y1 y2  0
 x 2 y2'' y1  xy2' y1   2 x2 y1 y2   2 y1 y2  0
x 2  y1'' y2  y1 y2''   x  y1' y2  y1 y2'     2   2  x 2 y1 y2  0
x  y1'' y2  y1 y2''    y1' y2  y1 y2'     2   2  xy1 y2  0
  2
  2  xy1 y2  x  y1'' y2  y1 y2''    y1' y2  y1 y2' 
d
  2
  2  xy1 y2   x  y1' y2  y1 y2'  
dx  
1 1 d
  2
  2   xy1 y2 dx  
0
 x  y1' y2  y1 y2'   dx
0 dx  
1 1
 2
  2   xy1 y2 dx  x  y1' y2  y1 y2' 
0 0
1 y1' 1 y2 1  y1 1 y2' 1

 xy1 y2 dx  _____  iv 
0
 2
 2 
As y1  x   J   x   y1 1  J   
y2  x   J   x   y2 1  J   
y1'  x    J'   x   y1 1   J'   
y2'  x    J'   x   y2' 1   J'   
1  J'    J      J'    J   
Put in (iv)   xy1 y2 dx  ____  v 
0
 2
 2 
Let  and  be the roots of boundary equation AJ  x   BJ'  x   0
Then AJ     BJ'     0 _____  vi 

80
AJ     BJ'     0 _____  vii 
Multiplying (vi) by J    and (vii) by J    and subtracting
AJ    J     BJ'    J     0
 AJ    J     BJ'    J     0
B  J'    J     J'    J      0
J'    J     J'    J     0
1 0
Put in (v)   x J   x  J   x  dx  0
0
 2
 2 
This shows that J   x  and J   x  are orthogonal
Property No. 2:
1 1  '2  2  2 
Prove that  x J2   x  dx      1  2
J    J    
0 2    
Proof: Consider the parametric Bessel equation
x 2 y ''  xy '    2 x 2   2  y  0 ___  i 
Let y1  x   J   x  , y2  x   J   x  be the solution of differential

equation (i). Then we have
1  J'    J      J'    J   
 x J   x  J   x  dx 
0
 2
 2 
1  J'    J      J'    J     0 
Put      x J   x  J   x  dx  Lim  
0  
 2  2  0
By L-Hospital rule
1
2  J'    J'      J    J''     J    J'   
0 x J   x  dx  Lim
  2
81
1
2  J'    J'      J    J''     J    J'   
0 x J   x  dx  2
2
1
2  J'      J    J''     J    J'   
0 x J   x  dx  2
___  ii 
From Bessel equation
x 2 y ''  xy '   x 2   2  y  0 ___  iii 
Put y  J  x  in  iii 
x 2 J''  x   xJ'  x    x 2   2  J  x   0 Put x  
 2 J''      J'       2   2  J     0
1
J''      J'       2  2  J    
 
2 
'' 1  2 
'
J      J     1  2  J   
   
Put in (ii)
1 1  '  1 '  2   
 x J2   x  dx    
 J    J  
  J   '
   1  2  J      J    J    
0 2        
1 1  '  2  
 x J2   x  dx  
 J     J    J
'
     '
1  2  J     J    J    
0 2     
1 1  '  2  
 x J2   x  dx    
 J    1  2  J    
0 2     
1
2   '  2  
x
0 J   x  dx  J
       1  J
2      
2     
1
2 1 '  2  
0    2     1   2  J   
x J  x dx  J  
82
Lecture # 13
Some Results:
d n
 x J n  x    x n J n1  x 
dx
x n J n'  x   nx n 1 J n  x   x n J n 1  x 
n
xn J n'  x   J n  x   J n 1  x  ___  A 
x
d
 x  n J n  x     x  n J n1  x 
dx 
x  n J n'  x   nx  n 1 J n  x    x  n J n 1  x 
n
xn J n'  x   J n  x    J n 1  x  ____  B 
x
Adding (A) and (B)
2 J n'  x   J n 1  x   J n 1  x 
1
J n'  x    J n 1  x   J n 1  x   _____  C 
2
Subtracting (B) from (A)
2n
J n  x   J n1  x   J n 1  x 
x
x
Jn  x   J n 1  x   J n 1  x   ____  D 
2n 
Hankel Transformation:
The infinite Hankel transform of function f(x) (0  x < ∞) is defined as

H  f  x    f  x  x J n  sx  dx
0
is denoted by f  s  i.e. H  f  x   f  s  where J n  sx  is a Bessel function of

first kind with order n.
83
If f  s  is the Hankel transformation of the order ‘n’ of the function f(x) then
 f  s   is denoted by f n  s 
 

i.e.  f  x  x J  sx  dx  H  f  x  , n  f  s 
0 n n
Properties of Hankel transformation:

Linearity property:
Let f(x) and g(x) be two function and a,b are scalar’s then

H af  x   bg  x  , n    af  x   bg  x   x J  sx  dx
n
0

H af  x   bg  x  , n    af  x  x J  sx   bg  x  x J  sx   dx
n n
0


H af  x   bg  x  , n  a  f  x  x J n  sx  dx  b  g  x  x J n  sx  dx
0 0
H af  x   bg  x  , n  aH  f  x  , n  bH  g  x  , n
Scaling Property:
1 s
H  f  ax   f 
a2  a 

Since H  f  ax    f  ax  x J n  sx  dx
0
Put ax = z
x = z/a
dx = 1/a dz
 z  sz  1
H  f  ax    f  z  J n   dz
0 a  a a
1   sz 
H  f  ax   2 0
f  z  z J n   dz
a a
Replacing z by x
84
1   sx 
H  f  ax   2 0
f  x  x J n   dx
a a
1 s 
H  f  ax   f   f n  s    f  x  x J n  sx  dx
a2  a  0
Hanker transformation of the derivation of the function f(x).
Theorem: Let f n  s  be the Hankel transformation of {f(x) , n} with order ‘n’

then show that
s
f n'  s  
2n

 n  1 f n1  s    n  1 f n1  s  
Proof: By definition of Hankel transformation we have

f n  s    f  x  x J n  sx  dx
0
 
f n'  s   f  x  x J n  sx  0   f  x   J n  sx   x J n'  sx  s dx
0

f n'  s   0   f  x   J n  sx    sx  J n'  sx   dx ____ 1
0
We know that
n
J n'  x   J n  x   J n1  x 
x
Multiply by x x J n'  x   nJ n  x   xJ n1  x 
x J n'  x   x J n 1  x   n J n  x 
Replace x by (sx)
 sx  J n'  sx    sx  J n1  sx   n J n  sx 
Adding J n  sx  on both sides
J n  sx    sx  J n'  sx     sx  J n 1  sx   n J n  sx   J n  sx 
J n  sx    sx  J n'  sx    sx  J n 1  sx   1  n  J n  sx  ___  2 
85
By putting the value of (2) in (1) we have

f n'  s     f  x   sx  J n1  sx   1  n  J n  sx   dx ____  3
0
x
We know that Jn  x   J n 1  x   J n 1  x  
2n 
Replace x by sx
sx
J n  sx    J n1  sx   J n 1  sx   ___  4 
2n 
By putting the value of (4) in (3) we have
   sx 
f n'  s     f  x   sx  J n 1  sx   1  n    J n1  sx   J n 1  sx    dx
0
  2n 
f n'  s    
  1  n  J 1  n  J 
 sx  f  x   J n1  sx   n 1  sx   n 1  sx   dx
0
 2n 2n 
 2n  1  n  1  n  J sx  dx
 sx  f  x   

f n'  s     J
 n 1  sx   n 1  
0
 2n  2n 
 n 1 1  n  J sx  dx
 sx  f  x   

f n'  s      J n 1  sx   n 1  
0
  2n  2n 
s   
f n'  s      n  1 f  x  x J  sx  dx   1  n  f  x  x J n1  sx  dx 

2n  0 n 1 0 
s   
f n'  s     n  1  f  x  x J n 1  sx  dx  1  n   f  x  x J n 1  sx  dx 
2n  0 0 
s
f n'  s    n  1 f n 1  s    n  1 f n 1  s  
2n  
86
Theorem: Show that
'' s2  n  1 2  n 2  3 n 1 
f s  
n f n 2  s   f n 
s  f n2   
s
2n  n  1 n2  1 n 1 

Proof: We know that

s
f n'  s    n  1 f n 1  s    n  1 f n 1  s   ____(A)
2n  
Similarly,
s 
f n''  s    n  1 f ' n1  s    n  1 f ' n 1  s   ____(B)
2n  
Replace n by n+1 in (A) we have
s
f n'1  s    n f n2  s    n  2  f n  s  
2  n  1  
s n
f n'1  s    f n 2  s  
n  2 f s 
 
2   n  1  n  1 n 
Replace n by n1 in (A) we have
s
f n'1  s    n  2  f n  s   n f n  2  s  
2  n  1  
s n  2 n 
f n'1  s    f n s  f n2  s  
2  n 1 n 1 
Put these values in (B) we have
s  s n  n  2 f s   n 1 s  n  2 f s  n f s 
fn''  s    n 1  f n2  s        n  n2   
2n  2  n  1  n 1 n  2  n 1 n 1 
s2  n  n  1  n 1 n  2 f s   n  1 n  2 f s  n  n  1 f s 
fn''  s    f n2  s   n  n  n2   
4n   n  1 n 1 n 1 n 1 
87
s2  n  n  1   n  1 n  2  n  1 n  2  n  n  1 
fn''  s    f n2  s      f n  s  f n2  s   __  C 
4n   n  1  n 1 n 1  n 1 
2 2
 n  1 n  2    n  1 n  2    n  1  n  2    n  1  n  2 
n 1 n 1  n  1 n  1

n 2
 2n  1  n  2    n 2  2n  1  n  2 
n2  1
n3  2n2  2n2  4n  n  2  n3  2n2  2n2  4n  n  2 2n3  6n

  2
n2  1 n 1
2n  n 2  3 

n2  1
Put in (C)
'' s2  n  n  1 2n  n2  3 n  n  1 
f  s  
n f n 2  s   f n 
s  f n2   
s
4n   n  1 n2  1 n 1 

'' s2   n 1 2 n2  3 n 1 
f  s   .n 
n f n2  s   2 f n  s  f n2  s  
4n   n  1 n 1 n 1 

'' s2  n  1 2  n 2  3 n 1 
f s  
n f n 2  s   f n 
s  f n2   
s
2n  n  1 n2  1 n 1 

e ax
Question: Find the Hankel transformation of f '  s  when f  x   ; n 1
x

s
f n'  s    n  1 f n 1  s    n  1 f n 1  s  
2n  
s
n=1 f n'  s    0  2 f n 1  s  
2
88
f n'  s    s f 0  s 

'
f  s    s  f  x  . x J 0  sx  dx
n
0

' e  ax
f s    s
n . x J 0  sx  dx
0
x

f n'  s    s  e  ax J 0  sx  dx
0

s 1
'
f s  
n   e  ax J 0  sx  dx 
s2  a2 0 s2  a2
89
Lecture # 14

1
Theorem: Show that  e ax J 0  sx  dx 
0 s2  a2
  m 2m
 ax
J 0  sx  dx   e  ax

 1  sx 
Proof:  e 
m0
  dx
m !m !  2 
0 0
m 2m 


 1 s  ax
x 2 m dx
m 0
 
m !m !  2  e
0
Put ax = z  dx = dz/a
m 2m  2m


 1 s
e
z
z dz
m0
 
m!m!  2  0  a  a
m 2m 


 1s  z 2m
m  0 m!m!.a
2 m 1  
2
e
0
z dz
m 2m 

 1s
 e z z 2 m dz 
 2 m 1    2m  1  2m  1
m  0 m!m!.a 2 0
m

s 2m
 1
 2 m 2 m 1
.2m!
m 0 m !m!2 a
m 2m
1    1 2m!  s  
    
a  m 0 m !m !2 2 m  a  
1 2 2 4
1   1 2!  s   1 4!  s  
 1        ... 
a  1!1! 2 2  a  2!2! 24  a  
2 2 4
1   1 .2  s   1 24  s  
 1        ... 
a  4 a 2!2!16  a  
2 4
1  1 s  3 s 
 1        ...  ____ 1
a  2  a  2!.4  a  
90
1
 1  1 
  s 2  2     1
1 2 2
 1  s   2  2    s  
1      1            ....
 a   2  a  2!  a  
1
  s 2  2 1
1 s  1 3 s 
4
1     1       ....

 a  2  a  2! 4  a 
Eq (1) 
2 1
 2
 ax 1  s  
0 e J  sx  dx  1    
a   a 
0

 1
 ax 1 s2  2
e J 0  sx  dx  1  2 
0
a a 
 1
 ax 1  a2  s2  2
e J 0  sx  dx   
0
a  a2 
1

 ax 1  a2  2
e J 0  sx  dx   2 2 
0
aa s 

 ax 1 a 1
e J 0  sx  dx  
0
a a s
2 2
a  s2
2
Question: Find the Hankel transformation of

 '' 1 ' n2 
H  f  x   f  x   2 f  x   ?
 x x 

Solution: H  f  x    f  x  x J n  sx  dx
0

H  f ''  x    f ''  x  x J n  sx  dx
0
  d
H  f ''  x   f '  x  x J n  sx    f '
 x  x J n  sx   dx
0 0 dx
91

H  f ''  x   0   f '
 x  . J n  sx   x J n'  sx  s  dx
0

H  f ''  x      f '
 x  J n  sx   sf '  x  x J n'  sx   dx
0
 x 
H  f ''  x     f '
 x . J n  sx  dx  s  f '
 x  x J n'  sx dx
0 x 0
 f '  x 
H  f ''  x    H    s 0 f
'
 x  x J n'  sx  dx
 x 
 f '  x  
H  f  x   H 
''
   s 0 f
'
 x  x J n'  sx  dx
 x 
 '' f '  x    d 

   s  f  x  x J n  sx  0  0 f  x   x J n  sx  dx  
' '
H  f  x 
 x   dx 
 f '  x   d 
H  f ''  x      s  0  0 f  x   x J n  sx  dx  
'
 x   dx 
 '' f '  x   d
  s 0 f  x   x J n  sx   dx ___  i 
'
H  f  x 
 x  dx
We know that
J n  x  satisfies the Bessel equation
x 2 y ''  xy '   x 2  n 2  y  0
 x2  n2 
xy ''  y '   y0
 x 
d '  n2 
 xy    x   y  0
dx    x 
d '  n2 
 x J n  x     x   J n  x   0 Replace y by J n  x 
dx   x 
92
d  n2 
 sxJ n '  sx     sx   J n  sx   0 Replace x by sx
dsx  sx 
sd  n2 
 xJ n '  sx     sx   J n  sx   0
sdx  sx 
d  n2 
 xJ n '  sx      sx   J n  sx  ___  ii 
dx  sx 
By putting the value of (ii) in (i)
 '' f '  x   n2 

H  f  x  
 0s f  x    sx   J n  sx  dx
 x   sx 
  1
  s 2  f  x  J n  sx  dx  n 2  f  x  J n  sx  dx
0 0 x
 x
  s 2 H  f  x   n 2  f  x  J n  sx  dx
0 x2
 f  x 
  s 2 H  f  x   n 2 H  2 
 x 
 '' f '  x 2  f  x

  n H  2    s H  f  x 
2
H  f  x 
 x   x 
 '' 1 ' n2 
H  f  x   f  x   2 f  x     s 2 H  f  x 
 x x 
Parseval Theorem:
If f  s  and g  s  are two Hankel transformation of f(x) and g(x) then

 
 xf  x  g  x  dx   s f  s  g  s  ds
0 0

Proof: Let  f  x  x J  sx  dx  H  f  x   f  s 
0 n
93

 g  x  x J  sx  dx  H g  x   g  s 
0 n
 f  s  g  s  ds    s f  s  . g  x  x J  sx  dx  ds
 
0 0 n
0
   
 f  s  g  s  ds  
0 0
g  x  x   s f  s  J n  sx ds  dx
0 

 
 f  x   H 1 f  s    s f  s  J n  sx ds
0


 f  s  g  s  ds   g  x  x. f  x  dx
0
0


 f  s  g  s  ds   x f  x  g  x  dx
0
0
Question: Find the Hankel Transformation of

1 if 0  x  a
f  x
0 if x  a
H{f(x); n=0} = ?

Solution: H  f  x  ; n  0   f  x  x J 0  sx  dx
0
a 
  f  x  x J 0  sx  dx   f  x  xJ 0  sx  dx
0 a
a
  1.x J 0  sx  dx  0
0
a
  x J 0  sx  dx ___  i 
0
We know that
d n
 x J n  x    x n J n1  x 
dx
94
d
n=1  xJ1  x    xJ 0  x 
dx 
Replace x by sx
d
 sxJ1  sx    sxJ 0  sx 
dsx 
sd
 xJ1  sx    sxJ 0  sx 
sdx 
d
 xJ1  sx    sxJ 0  sx 
dx 
1 d
xJ 0  sx    xJ 1  sx  
s dx 
1 ad
H  f  x  ; n  0   xJ1  sx   dx
s 0 dx 
Put in (i) 
1 a
H  f  x  ; n  0   xJ1  sx   0
s
1
H  f  x  ; n  0   a J1  sa   0
s
a
H  f  x  ; n  0  J1  sa 
s

a
Question: Show that  e  ax xJ 0  sx  dx  3/2
0 a 2
 s2 
  m 2m
 ax
Proof:  e x J 0  sx  dx   e  ax
x

 1  sx 
  dx
0 0 m0 m!m!  2 
m 2m 


 1s  ax
x x 2 m dx
m0
 
m!m!  2  e
0
m 2m 


 1 s  ax
x 2 m1 dx
m 0
 
m !m !  2  e
0
95
Put ax = z  dx = dz/a
m 2m  2 m 1


 1s z
z dz
m0
 
m!m!  2  0 e  a  a
m 2m 


 1 s  z 2 m 1
m  0 m!m!.a
2 m2  
2
e
0
z dz
m 2m

 1s
 2 m2    2m  2 
m0 m!m!.a 2
m

s 2m
 1
2 m 2 m2 
 2m  1!
m 0 m!m!2 a
m 2m
1    1  2m  1!  s  
 2    
a  m0 m !m !2 2 m a 
1 2 2 4
1   1 3!  s   1 5!  s  
 2 1        ... 
a  1!1! 2 2  a  2!2! 24  a  
2 4
1  6s 1 120  s  
 2 1        ... 
a  4  a  21 2016  a  
2 4
1  3 s  1 15  s  
 2 1        ...  ____  i 
a  2  a  2! 4  a  
3
 3  3 
 s 2
 2 2 1     1  s 2 2
 3   s   2 2   
1      1                ....
 a   2    a   2!  a  
3
  s 2  2
3 s 
2
1 15  s 
4
1     1       ....

 a  2  a  2! 4  a 
Eq (1) 
96
2 3
 2
 ax 1  s 
0 e xJ 0  sx  dx  a 2 1   a  
 
 3
 ax 1 s2  2
e xJ 0  sx  dx  2 1  2 
0
a  a 
 3
 ax 1  a2  s2  2
e xJ 0  sx  dx  2  
0
a  a2 
3

 ax 1  a2  2
e x J 0  sx  dx  2  2 2 
0
a a s 

 ax 1 a3 a
e xJ 0  sx  dx  2  3/2
0
a a s 2 2
a 2
 s2 

s
Question: Show that  xe ax J1  sx  dx  3/2
0 s 2
 a2 

 ax
Solution:  xe J1  sx  dx
0
 J1  sx    J 0'  sx 
  '
 ax xe  ax J 0  sx 
 xe J1  sx  dx    dx
0 0
I II

  ax   J  sx  d 
0 xe  ax
J 1  sx  dx    xe J 0  sx  0
 0
0
s dx
 xe  ax  dx 
 

 1  
0  s 0 J 0  sx   e  xe a  dx 
 ax  ax  ax
0 xe J 1  sx  dx  

1    ax 
0 xe  ax
J  sx  dx   e J  sx  dx  a  xe  ax J 0  sx  dx  ___  i 
1
s 0 0 0 
As we prove
97

 ax 1
e J 0  sx  dx 
0 s2  a2

 ax a
e xJ 0  sx  dx  3/2
0 a 2
 s2 
Put in (i)
  
 ax 1 1 a2 
 xe J1  sx  dx  
0
s   s 2  a 2 1/2  s 2  a 2 3/2 
 
  
 ax 1  s2  a2  a2 
 xe J1  sx  dx 
0
s   s 2  a 2 3/2 
 

 ax s
 xe J1  sx  dx  3/2
0 s 2
 a2 
Differential formula of Hankel transformation:

H n x n1  x1n f  x    ?
'

 '
 
Solution: H n x n1  x1n f  x    0 x n1  x1n f  x   x J n  sx  dx
'
'
x 1 n
f  x   x n J n  sx 

H n x n1  x1n f  x    
'
 
0 II I
dx
  d n
 x n J n  sx  .x1n f  x    x1n f  x   x J n  sx  dx
0 0 dx 
 d n
 0   x1n f  x   x J n  sx   dx
0 dx 
d n
  x J n  x    x n J n1  x 
dx
Replace x by sx
98
d  n n
 sx  J n  sx     sx  J n1  sx 
dsx  
sn d  n
 x  J n  sx    s n xn J n1  sx 
s dx  
d  n
  x  J n  sx   sxn J n1  sx 
dx
By putting value

   x1n f  x  sx n J n1  sx  dx
0

  s  f  x  x J n1  sx  dx
0

H n x n1  x1n f  x     sH n1  f  x 
'


Question: H n x  n1  x1 n f  x    ?  '
Solution: H  x f  x    
'  '
n
 n 1
x1 n
0
x  n1  x1n f  x   x J n  sx  dx
'
x 1 n
f  x   x 1 J n  sx 
Hn x   n 1
x 1 n
f  x   
'
 
0 II I
dx
  d n
 x  n J n  sx  .x1n f  x    x1n f  x   x J n  sx  dx
0 0 dx 
 d n
 0   x1n f  x   x J n  sx   dx
0 dx 
d n
  x J n  x     x  n J n1  x 
dx
Replace x by sx
d  n n
 sx  J n  sx      sx  J n1  sx 
dsx  
99
sn d  n
 x  J n  sx   s n xn J n1  sx 
s dx
d  n
 x  J n  sx     sx  n J n1  sx 
dx  
By putting value

   x1 n f  x    sx  n J n1  sx   dx
0

 s  f  x  x J n1  sx  dx
0
 '

H n x n1  x1n f  x    sH n 1  f  x 
100
Lecture # 15
Question: Find Hankel transformation of

 x n 0  x  a ;n  0
f  x  
0 xa


H  f  x    f  x  x J n  sx  dx
0
a 
H  f  x    f  x  x J n  sx  dx   f  x  x J n  sx  dx
0 a
a
H  f  x    x n x J n  sx  dx  0
0
a
H  f  x    x n1 J n  sx  dx ___  i 
0
d n
  x J n  x    x n J n1  x 
dx
Replace n by n+1
d n1
 x J n1  x    x n1 J n  x 
dx
Replace x by sx
d  n 1 n 1
 sx  J n1  sx     sx  J n  sx 
dsx  
s n1 d  n1
 x  J n1  sx    s n1x n1 J n  sx 
s dx  
1 d n1
 x J n1  sx    x n1 J n  sx 
s dx
Put in (i)
1 a d n1
H  f  x    x J n 1  sx   dx
s 0 dx 
101
1 a
H  f  x    x n1 J n1  sx  
s 0
1
H  f  x    a n 1 J n 1  sa   0 
s
a n 1
H  f  x   J n 1  sa 
s
Green’s Identity or Green’s formula:

This identity is based on Lagrange’s identity integrating both sides of
Lagrange’s identity,
b
b b
 uL v   vL u  dx   D  p  x W  u, v  x  dx  p  x W  u, v  x 
a
a
a
Theorem:
A self-adjoint L = D[p(x)D]+q(x) is a symmetric operator on the interval [a,b] if

b
and only if p  x W  u, v  x  a  0 u and v satisfy the described boundary
conditions associated L and have continuous second order derivative in the
interval [a,b].
Proof: Suppose that L = D[p(x)D]+q(x) is a symmetric operator on the

interval [a,b] then for any functions u and v
b
 uL v   vL u dx  0
a
And by Green’s formula

b
b
 a
uL v   vL u  dx   D  p  x W  u, v  x  dx
a
b
 p  x W  u, v  x  a
b
 p  x W  u, v  x  a  0
Consider that
102
b
p  x W  u, v  x  a  0
b
 uLv  vL u  dx
a
b
 p  x W  u, v  x  a  0 which implies L is
symmetric.
Green’s functions and their applications:

The sudden excitation to a system denoted by da(t) , has a non-zero value over
the short interval of time: a  < I < a +  but is otherwise zero. The total
impulse (force times duration) imparted to the system is thus defined by
 a 
I  d t  dt   d  t  dt ,   0 

a
a
a
Let us idealize the function, da(t) by requiring it to act over shorter and shorter
interval of time allowing 0. Although the interval about t = a is shrinking to
zero, we still want I = 1.

Lim Lim
i.e.
 0
I  d a  t  dt  1
  0 
We can use the result to this limit process to define an “idealized” unit impulse
function,   t  a  which has the property of imparting a unit impulse to the
system at time t = a but being zero for other values of t. The defining properties
of this function are, therefore,
  t  a   0, t  a

  t  a  dt  1

Green’s function for boundary value problems:

103
The general boundary value problem is characterized by
M[y] = F(x) , a < x < b,
B1  y   a11 y  a   a12 y '  a    1

B2  y   a21 y  a   a22 y '  a   
Where the differential operator M is defined by
d2 d
M  y   A2  x  2
 A1  x   A0  x 
dx dx
For developing a Green’s function for this problem, it is preferred to the

differential equation in self-adjoint form. To do so, multiply the differential
equation by the function:   x   p  x  / A2  x  where
A1  x 
p  x   exp  dx  2
A2  x 
So, the problem (1) assumes the form:
L  y   f  x  , a  x  b,  3
B1  y    , B2   y   
Where f  x   p  x  F  x  / A2 .q  x   p  x  A0  x  / A2  x 
d  d
L y  p  x   q  x  4
dx  dx 
Suppose that the solution of (3) has the general form:
y  yH  y p
Where yH satisfies the boundary value problem:
L y  0  5
B1  y    , B2   y   
And y p is a solution of
104
L y  f  x   6
B1  y   0 , B2   y   0
The general solution of (5) is
yH  c1 y1  x   c2 y2  x  7
Where y1  x  & y2  x  are linearly independent solutions of the homogeneous
differential equation. The constants c1 & c2 are determined by imposing the non-
homogeneous boundary conditions. Consider the problem (6). Suppose that the
solution of (6) can be expressed in the integral form as:
b
y p    g  x, s  f  s  ds 8
a
Where g  x, s  is the Green’s function to be defined. The minus sign in (8) is

chosen such that g(x,s) will have the proper physical interpretation. Applying
the differential operator, L to both sides if (8), assuming commutativity of L
with integration, we find that
 b  b
L  y p   L    g  x, s  f  s  ds     L  g  x, s   f  s  ds
 a  a
Now it is argued that y p is indeed a solution of the differential equation in (6),

then the right-hand side of this last expression must equal f(x). This will happen
provided
L  g     x  s  a xb 9 
Where   x  s  is the Dirac delta function.
In order to determine the unique solution, g(x,s), it is also found conditions

other than (9) that contribute to its definition. Let us impose the homogenous
boundary conditions in (6) on the solution (8), which leads to
b
B1  y p     B1  g  f  s  ds  0
a
105
b
B2  y p     B2  g  f  s  ds  0
a
Because f(x) can be almost any function, these relations are possible if
B1  g   0 , B2  g   0 10 
Hence the Green’s function, we are seeking a solution of the boundary value
problem:
L  g     x  s  a xb
B1  g   0 , B2  g   0 11
Where s is fixed and a < x < b.
This problem is similar to that described by (6). Only the forcing function in
(11) is a delta function rather than an arbitrary function, f(x). This means that
solving the problem for g(x,s) is simpler than solving the corresponding
problem of y and once the Green’s functions has been found for a particular
operator, L and set of boundary conditions, it may be used for solving (6) any
number of times where only the function, f(x) changes from problem to
problem. It is the feature of Green’s function that makes it most useful in
applications.
The presence of delta function in (9) shows the peculiar behavior of g(x,s) in the
vicinity of xs.
To investigate this behavior, form (8), we have

b
yp s 
  y  s      g  s ,s   g  s , s  f  s  ds
p
  
Where
Lim Lim
y p  s   
y p  s    , y p  s   yp s   
x0 x  0
Because the solution of a differential equation must be a continuous function,

the left-hand side of the above expression vanishes and since f(x) is arbitrary,
we deduce that
106
g  s  ,s   g  s  , s  12 
Which implies that g(x,s) is continuous at x = s.
Next the behavior of the derivative of g(x,s) at x = s is investigated. Integrate

both sides (9) with respect to x from x  s  to x  s  i.e.
s s
 L  g       x  s  dx
s s
s s 
   g  x, s   
    p x   q  x  g  x, s   dx      x  s  dx
s  x  x   s
s x s 
s 
 g  x, s  
  p x q  x  g  x, s  dx      x  s  dx
x  x s s

 s
From the continuity of both q(x) and g(x,s) at x = s, it follows that the integral
on the left hand side of this expression is zero. Also, using the integral property
of the delta function and the fact that p(x) is continuous and non-zero on [a,b]
the last expression reduces to
Lim g  x, s  Lim g  x, s 
p  x   p  x   1
x  s x x  s x
Lim Lim g  x, s  Lim Lim g  x, s 

 p  x    p  x    1
x  s x  s  x x  s x  s  x
Lim g  x, s  Lim g  x, s 
 p  s   
 p  s    1
xs x x  s  x
Lim g  x, s  Lim g  x, s 
 ps  
 ps   1 13
xs x x  s  x
 Lim g  x, s  Lim g  x, s  
 ps 
   1
xs x x  s  x 
s
g  x , s  1
 
x s  p  s 
107
Where the continuity of q(x) has been used at x = s.
This results (13) suggest that x =s, the derivative of g(x,s) has a jump
discontinuity of magnitude, 1/p(x).
Def. The Green’s function, g(x,s) associated with the boundary value problem:
L  y   f  x  , a  x  b,
B1  y    , B2   y   
d  d
Where L y   p  x   q  x
dx  dx 
is a function satisfying the following conditions: (a < x < b)
(a) L  g     x  s   a  x  b , s fixed 
(b) B1  g   0 , B2  g   0
(c) g  s  ,s   g  s  , s 
s
g  x, s  1
(d) 
x s p  s 
Based on this definition of Green’s function, an explicit formula for the Greens’
functions, can be constructed. It is observed from (a) that if either x < s or x > s
then L[g] = 0 from the definition of the delta function. Next if z1 and z2 are
solutions of the homogeneous differential equation, L[g] = 0 such a way that
B1  g   0 , B2  g   0 14 
From conditions (a) and (b) it follows that Green’s functions has the form:
u  s  z1  x  , x  s
g  x, s    15
v  s  z2  x  , x  s
Where u and v are functions to be determined. Imposing conditions (c) and (d),
the unknown functions u & v must be chosen such that
v  s  z2  s   u  s  z1  s   0
108
1
v  s  z2'  s   u  s  z1'  s   16 
ps
The simultaneous solution of (16) yields
z2  s 
u s  
p  s W  z1 , z2 
(17)
z1  s 
vs  
p  s W  z1 , z2 
Where W  z1 , z2   z1 z2'  z1' z2 is the Wronskian function.
Result: It is a curious fact that if y1 , y2 are any solutions of the same

homogeneous differential equation, the p(x)W(y1,y2) is a constant number.
Proof: Let y1 & y2 be two solutions of

d  dy 
 p x   q  x y  0 1
dx  dx 
d  dy 
Then  p  x  1   q  x  y1  0  2
dx  dx 
d  dy2 
p  x   q  x  y2  0  3
dx  dx 
Multiplying (2) by y2 and (3) by y1
d  dy 
y2  p  x  1   q  x  y1 y2  0
dx  dx 
d  dy 
y1  p  x  2   q  x  y1 y2  0
dx  dx 
 
d  dy1  d  dy2 
y2 p  x   y p  x  0
dx  dx  dx  dx 
1
d  dy  d  dy 
  p  x  1 y2    p  x  2 y1   0
dx  dx  dx  dx 
109
d   dy dy  
  p  x   2 y1  1 y2    0
dx   dx dx  
d   dy dy  
  p  x   2 y1  1 y2    0
dx   dx dx  
Integrating
d   dy2 dy1  
p  x   y  y2   c
dx  dx  
1
 dx
d
  p  x W  y1 , y2  x    c
dx 
Thus since z1 & z2 are two such solutions, we can write
p  s W  z1 , z2  s   p  x W  z1 , z2  x   c
And the Green’s function in (15) takes the form:
  z1  x  z2  s 
 , axs
c
g  x, s    18 
  z1  s  z2  x  , s  x  b
 c
Or equivalently
  z1  s  z2  x 
 , asx
c
g  x, s    19 
  z1  x  z2  s  , x  s  b
 c
Because C is constant, it follows from inspection of (19) that Green’s function

is symmetric in x & s i.e.,
g(x,s) = g(s,x)
Question: Construct the Green’s function associated with boundary value

problem; y ''  k 2 y  F  x  ; 0  x  1 , y  0    , y 1  
Solution: y ''  k 2 y  F  x 
110
d2y
2
 k 2 y  F  x
dx
 d2 2
 2  k  y  F  x
 dx 
 d2 2
 2  k  y  0  f  x   0 any constant function
 dx 
The auxiliary equation
d2
2
 k2  0
dx
d2
2
 k 2
dx
d
 ik
dx
yc  c1 cos kx  c2 sin kx
Let y1  cos kx , y 2  sin kx
In order to construct solution z1 and z2 they are assumed to be some linear

combination of y1 and y2 , written as
z1  c1 cos kx  c2 sin kx ______  i 
By applying first boundary condition y(0) = 0
0 = c1 + 0  c1 = 0
Put in (i)
z1  c2 sin kx
Take c1 = 1
z1  sin kx
Again z2  d1 cos kx  d2 sin kx ______  ii 
111
By applying second boundary condition y(1) = 0
 0  d1 cos k  d2 sin k
 d1 cos k
 d2 
sin k
 d cos k 
Put in (ii) z2  d1 cos kx   1  sin kx
 sin k 
d1 sink cos kx  d1 cos k sin kx

z2 
sin k
d1
z2  sink cos kx  cos k sin kx 
sin k
d1
z2  sin k 1  x 
sin k
d1
Take 1
sin k
z2  sin k 1  x 
Now c determined as
c  P  x  w z1, z2  x 
z1 z2
c  1  P  x  1
z1' z2'
sin kx sin k 1  x 
c  1
k cos kx k cos k 1  x 
c  k sin kx cos k 1  x   k cos kx sin k 1  x 
c   k sin kx cos k 1  x   cos kx sin k 1  x  
c   k sin k  x  1  x  
112
c  k sin k
Now green function
 z1  x  z2  s 
  ; axs
c
g  x, s   
  z1  s  z2  x  ; s  x  b
 c
 sin kx.sin k 1  s 
  ; 0 xs
 k sin k
g  x, s   
  sin kx.sin k 1  x  ; s  x  1
  k sin k
 sin kx.sin k 1  s 
 ; 0 xs
k sin k
g  x, s   
 sin kx.sin k 1  x  ; s  x  1
 k sin k
Question: Use the method of Green’s function to solve. Construct the Green’s
function associated with boundary value problem;
  
y ''  y  sin x ; 0  x  , y  0   1 , y    1
2 2
Solution: y ''  y  sin x
d2y
 y  sin x
dx 2
 d2 
 2  1 y  0
 dx 
The auxiliary equation
d2
1  0
dx 2
113
d2
 1
dx2
d
 i
dx
y H  c1 cos x  c2 sin x  y H  particular solution
Put y(0) = 1
1 = c1 + 0  c1 = 1
Put y(/2) = 1
1 = 0 + c2  c2 = 1
 y H  cos x  sin x
Let y1  cos x , y 2  sin x
In order to construct solution z1 and z2 they are assumed to be some linear

combination of y1 and y2 , written as
z1  c1 cos x  c2 sin x ______  i 
By applying first boundary condition y(0) = 0
0 = c1 + 0  c1 = 0
Put in (i)
z1  c2 sin x
Take c2 = 1
Similarly, z2  d1 cos x  d2 sin x ______  ii 
By applying second boundary condition y(/2) = 0
 0  0  d2  d 2  0
Put in (ii) z2  d1 cos x
Take d1  1
114
z2  cos x
Now c determined as
c  P  x  w z1, z2  x 
z1 z2
c  1 '
 P  x  1
z1 z2'
sin x cos x
c  1
cos x  sin x
c   sin 2 x  cos 2 x    sin 2 x  cos 2 x   1
Now green function
 z1  x  z2  s 
  ; axs
c
g  x, s   
  z1  s  z2  x  ; s  x  b
 c
 sin x.cos  s 
  ; 0 xs
g  x, s     1
  sins.cos  x  ; s  x  
 1 2
sin  x  .cos  s  ; 0  x  s

g  x, s    
sin  s  .cos  x  ; s  x 
 2
b
Now for yp we have y p    g  x, s  f  s  ds
a

 x 
y p     g  x, s  f  s  ds   2 g  x, s  f  s  ds 
0 x
 

 x 
y p     sin  x  cos  s  sin  s  ds   2 sin  s  cos  x  sin  s  ds 
0 x
 
115

 sin  x  x 
yp     2sin  s  cos  s  ds  cos  x   2
sin 2  s  ds 
 2
0 x


 sin  x  x  1  cos  2s   
yp    0 sin  2 s  ds  cos  x  2
x  2  ds 
 2 

 x 
yp   
sin  x   cos 2 s  cos x  sin  2 s   2

 2 
   s  
2 0 2  2 x 
 
 sin  x   cos  2 x  1  cos x    0   sin  2 x    

yp            x   
 2  2 2  2  2 2  2   
 sin  x   1  cos 2 x  cos x   sin  2 x   

yp       x 
 2  2  2 2 2 
 sin  x   x cosx sin  2 x  

yp     sin 2 x   cos x  cos x  
 2 4 2 2 
116

Mathematical Method Muzammil Tanveer PDF

Caricato da

Informazioni sul documento

Titolo 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

Mathematical Method Muzammil Tanveer PDF

Caricato da

Copyright:

Formati disponibili

MATHTMATICAL By

An equation containing / involving one or more derivatives of an unknown

(i) Ordinary differential equations (ODEs)

The general form of an ODE for a function y of an independent variable can be

F  x, y , y ' , y '' ,....  0 1

' dy '' d 2 y n dny

Order: The order of a differential equation is the order of the highest

The general form of a linear nth order ordinary differential equation is

dny d n1 y d2y dy

Examples: Consider the following ODEs:

In equation (i),  is a constant. This equation (Van der Pol equation) is of

(An equation that not linear is called a non-linear equation) i.e.

Solution of a Differential Equation:

Equation (4) is called homogeneous if f(x) = 0. Otherwise it is called non-

Linearly Independent Functions and the Wronskian:

c1f1(x) + c2f2(x) = 0 (1)

c1f1(x) + c2f2(x) = 0 over the interval c1 = 0 and c2 = 0

Criterion for Linear Independent Functions:

For the constants ck , k = 1,2,3,….n

To find a way of identifying linearly independent of the above set of functions,

Thus Equations (1)(n) form a system of n linearly homogeneous equations for

This determinant is called Wronskian of the functions. fk and is denoted by

Since the vanishing of W  f1 , f 2 ,..... f n  is a necessary condition for the

If W  f1 , f 2   f1 f 2'  f1' f 2  0 then it implies

On an interval is called a basis or a fundamental system of solutions of (1) on

The functions a0  x  , a1  x  , a2  x  ,..., an  x  are called the coefficient functions

A mathematical problem is properly posed (well posed) if it satisfies the

1. Existance: There is at least one solution

a2  x  y ''  a1  x  y '  a0  x  y  f  x  ______ 1

With typical boundary conditions having the general form

a11 y  a   a12 y '  a    ______  2a 

a21 y  b   a22 y '  b    ______  2b 

More general form of the boundary conditions is

a11 y  a   a12 y '  a   b11 y  b   b12 y '  b    ______  3a 

a21 y  b   a22 y '  b   b21 y  a   b22 y '  a    ______  3b 

The equation (1) is said to be homogeneous if f(x)= 0. Otherwise it is called

Boundary Value Problems:

The general second order differential equation

a2  x  y ''  a1  x  y '  a0  x  y  f  x  ______ 1

With unmixed boundary conditions:

a11 y  a   a12 y '  a    ______  2a 

a21 y  b   a22 y '  b    ______  2b 

So, equation (1) is written as:

Similarly, boundary operators B1 and B2 are introduced by

B1  y   a11 y  a   a12 y '  a  M

In terms of these operators, the above boundary value can be expressed as

Definition: An operator M is said to be linear if and only if

y ''  a1  x  y '  a0  x  y  0 1

y1''  a1  x  y1'  a0  x  y1  0 2

y 2 ' ' y1  y1' ' y 2  a1  x   y1 y 2'  y1' y 2   0 _____  4 

Integration gives lnW   a1  x  dx  ln C which im plies ln W / C     a1  x  dx

Question: If y1(x) is a non-trivial solution of y ''  a1  x  y '  a0  x  y  0 show

Solution: From Abel’s Formula

y1 y2'  y1' y2  exp    a1  x  dx 

Divide this expression by y12 we get

y1 y2'  y1' y2 exp   a1  x  dx  d  y2  exp   a1  x  dx 

y2 exp  a1  x  dx  exp  a1  x  dx

A homogeneous problem consists of a homogeneous differential equation and

Definition: When a linear operator acts on a function, it transforms the

y = sin(mx) or y = cos(mx) and the differential operator:

Subjecting this solution function to the homogeneous boundary conditions:

B1[y] = 0 , B2[y] = 0 (3)

(1) y ''   y  0  Helmholtz equation 