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UNIT-I
PARTIAL DIFFERENTIAL EQUATION
Notations:
2 2 2
z z  z  z  z
p , q , r , s , t
x y 2 x y 2
x y

1. No of arbitrary constants eliminated = No of independent variables, then we get first

order PDE.

2. No. of arbitrary constants > No of independent variables, then we get second or higher

order PDE.

3. In elimination of arbitrary functions, the order of PDE = No. of arbitrary functions

eliminated.

u v
x x
4. Elimination of arbitrary functions from  (u, v)  0, the solution is u v
y y

5. First order PDE

Type General Solution

S.No
1 F ( p, q)  0 z  ax  by  c
2 Clairaut’s Form z  ax  by  f (a, b)
z  px  qy  f ( p, q)
3 z  f ( x  ay)
u u
Let u  x  ay,  1, a
F ( z, p, q)  0 x y
z z
p , q
x y
4 F1(x,p) = F2(y,q) = k
F1(x,p)= k , F2(y,q)=k
F1(x,p)= F2(y,q) p=f1(x,k) , q=f2(y,k)
dz=pdx+qdy
z   f 1 (x, k) dx  f 2 (y, k) dy  b

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5 Case 1 : If m  1 and n  1
Put
X  x 1 m and Y  y 1 m
X Y
 (1  m) x  m ,  (1  n) y  n
x y
Z Z
Let P  , Q
X Y Then
z z X z z Y
 , 
x X x y Y y
p  P(1  m) x  m , q  Q(1  n) y  n
 x m p  P(1  m) , y n q  Q(1  n)
it can be reduced to type 1and 3
F ( x m p, y n q)  0 and F ( z, x m p, y n q)  0
Case 2 : If m  n  1
Put
log x  X and log y  Y
X 1 Y 1
 , 
x x y y
Z Z
Let P  , Q
X Y
z z X z z Y
 , 
x X x y Y y
1 1
pP , qQ
x y
 xp  P , yq  Q
Then it can be reduced to type 1and 3

6 Case 1 : If m  1
Z  z ( m 1)
Put
Z Z z
P   (m  1) z m p
F ( z p, z q)  0 and F ( x, z p, z q)  0
m m m m
x z x
P Q
 zm p ,  zmq
m 1 m 1
Then it can be reduced to type 1and 4
Case 1 : If m  1

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Put Z  log z
Z Z z 1
P   p  z 1 p
x z x z
and Q  z 1 q
Then it can be reduced to type 1and 4

dx dy dz
6. Lagrange’s Linear Equations Pp+Qq=R, The subsidiary equation  
P Q R

We have two methods to solve subsidiary equation 1.Method of grouping

2.Method of multipliers

Type Solution
dx dy dz
 
P Q R
dx dy
 If P and Q contains z try to eliminate it.
P Q
Then u ( x, y )  c1
Method of grouping
dx dz
 If P and R contains z try to eliminate it.
P R
Then v( x, y )  c 2
dx dz
Note : 
P R
There are three multipliers l , m, n which may be
constant (or) functions of x,y,z. Such that
dx dy dz ldx  mdy  ndz
  
P Q R lP  mQ  nR
lP  mQ  nR  0
Method of multipliers hence ldx  mdy  ndz =0
 u ( x, y, z )  c1
Choose another multipliers l ' , m ' , n ' . Do the same we
get  v( x, y, z )  c2
 (u, v)  0

4. Homogeneous linear differential equation of third order is

3 2 2 3  ' 
( a D  a D D   a D D   a D  ) z  F ( x, y ), where D  ,D 
0 1 2 3 x y

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Method for finding the solutions:

Complementary function

S.No Case CF
1 If the roots are real (or imaginary) z  f1 ( y  m1 x)  f 2 ( y  m2 x)  f 3 ( y  m3 x)
m1  m2  m3
2 All the roots are equal say z  f1 ( y  m x)  xf 2 ( y  m x)  x 2 f 3 ( y  m x)
m1  m2  m3  m

Particular integral: D  m and D' 1

S.No Case PI
1 1 1
F ( x, y)  e axby PI  '
e ax by  e ax by
f ( D, D ) f ( a, b)
2
PI 
1
'
f ( D, D )
 1
x m y n  f ( D, D ' ) x m y n 
F ( x, y)  x y m n


Expand f ( D, D ' ) 
1
using binomial expantion
3 1
PI  sin(mx  ny) or cos(mx  ny)
F ( x, y)  sin(mx  ny) or cos(mx  ny) f ( D, D ' )
2
Re place D 2  m 2 , D '  n 2 , DD '  mn
4 1
PI  '
e ax  by  ( x, y )
f ( D, D )
F ( x, y)  e axby ( x, y)
1
 e ax by  ( x, y )
f ( D  a, D '  b)
5 1
PI  e ax by F ( x, y )
D  m D D  m D 
1
,
2
,

1
F ( x, y )   F ( x, c  mx )dx
Other than in rule (i),(ii),(iii),(iv)
D  m1 D , 
Where y  c  mx

If f ( D, D)  0 , multiply Nr by x differentiate Dr with respect to D & do the same Procedure.

Note:

D - Differentiation Nr - Numerator Dr - Denominator

1 1
  dx   dy
D y is constant D x is constant

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TRANSFORMS AND PARTIAL DIFFERENTIAL EQUATIONS
Basic Formulas
d
sin nx  n cos nx  sin nx dx  
cos nx
dx
n
d sin nx
(cos nx)   n sin nx  cos nx dx 
dx
n
d nx
nx nx nx e
(e )  ne e dx 
dx n
n1
( x )  n x n 1
d n
n x
dx  x dx 
n 1
cos( )  cos sin( )   sin

cos n  ( 1) ; cos 2n  1

n sin n  0 for all values of n

     
cos  n    0 sin n     1n ; sin n     1n
 2  2  2
cos  A  B   cos A cos B  sin A sin B sin  A  B   sin A cos B  cos A sin B
cos  A  B   cos A cos B  sin A sin B sin  A  B   sin A cos B  cos A sin B

sin (A+B)+ sin (A-B ) sin (A+B)- sin (A-B)

sin A cos B= cos A sin B=
2 2
cos (A+B)+ cos (A-B ) cos (A-B)- cos (A  B)
cos A cos B= sin A sin B=
2 2
1  cos 2θ 1  cos 2
sin 2    cos2   
2 2
ax  ax ax  ax
e e e e
sinh ax  cosh ax 
2 2
ax  ax b
e
ax
sin bx dx 
2
e
2
a sin bx  b cos bx e
0
sin bx dx 
a2  b2
a b
ax  ax
a cos bx  b sin bx
ax e a
 e cos bx dx  2 e cos bx dx 
2 2 2
a b 0 a b
 uv dx uv1  u v2  u v3    
Bernoulli’s:
To identify u and v use ETALI which first comes taken as u
Where E : Exponential, T : Trigonometry , A : Algebra , L : Logarithmic , I : Inverse

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Unit-II: Fourier Series
1. Fourier Series in the interval (0,2l) and 0,2 

Fourier Series Fourier Coefficients

2l
1
l 0
a0  f ( x)dx
a 
 nx nx 
f ( x)  0    a n cos  bn sin 
2 n1  l l 
nx
2l
1
an 
l0 f ( x) cos
l
dx

nx
2l
1
bn 
l0 f ( x) sin
l
dx

(For 0,2  substitute l  )

2. Odd and Even function )

Odd and Even function cases arises only when the function is defined in  l , l  and   ,  
Odd function Even function

f(-x)= - f(x) f(-x)= f(x)

Odd*Even ; Odd*Even Odd*Odd

Even *Odd ; Even *Odd Even*Even

Example : x,x3,sin x, x cosx x

Example : x2, cos x, sin2x, ,x sin x,

a0 = an=0 bn=0

3. Fourier Series in the interval (l, l ) and ( ,  )

Fourier Series Fourier Coefficients

a0 
 nx nx  l
f ( x)     a n cos  bn sin 1
l l
 a0  f ( x)dx
2 n1  l l 

nx
l
1
an  
l l
f ( x) cos
l
dx

nx
l
1
bn   f ( x) sin dx
l l l

(For 0,   substitute l   )

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4. Half Range Fourier Series of f(x) in the interval (0, l ) and (0,  )

Sine series Cosine Series

  nx  a   nx 
f ( x )    bn sin  f ( x )  0    an cos 
n1  l  2 n1  l 
2l nx 2l
bn   f ( x) sin dx a   f ( x)dx
lo l 0 l
o
Where a0  0; an  0; 2l nx
an   f ( x ) cos dx
l o l
(For 0,   substitute l   ) where bn  0
(For 0,   substitute l   )

5. Root Mean square value of f(x) in the interval (a,b) given by

1 b
  f ( x)  dx
2 2
R.M .S  y 
ba a
6. Complex form of Fourier series in the interval  l, l  is given by
Fourier Series Fourier Coefficients
  inx inx
 1
l
f ( x)    cn e l 
 cn   f ( x )e l
dx
n    2l l

7. Parseval’s identity of f (x) in the interval  l, l  is given by

1l 1l nx
a0   f ( x)dx ; an   f ( x) cos dx
l l l l l
2
y 
a02
4

1  2
 2
 a n  bn
2 n1
 1 l
bn   f ( x ) sin
nx
dx
l l l

8. Harmonic Analysis If the range (0,2l) and 0,2  divide into n equal sub intervals
then

2
 a0  y
a0
Y  f ( x)    a n cos nx  bn sin nx n
2 n 1 2 2
a n   y cos nx bn   y sin nx
n , n

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Unit-III

Application of Partial Differential Equation

1. B 2  4 AC  0  elliptic eg : u xx  u yy  0 (laplace equation)

2. B 2  4 AC  0  Parabolic eg : 2 u xx  ut 1  D (heat flow equation)

3.B 2  4 AC  0  Hyperbolic eg :  2 u xx  utt 1  D (Wave equation)

Equation Possible solutions
ytt   2 y xx  
y ( x, t )  Ae x  Be x Ce at  De at 
Wave Equation:
where  2 
T Tension
 y ( x, t )   A cos x  B sin x C cos at  D sin at 
M Mass y ( x, t )   Ax  B Ct  D 
1-D heat equations are y  x, t    Ax  B C
yt    
2 22t
y where y ( x, t )  Ae x  Be x Ce 
xx
k
y ( x, t )   A cos x  B sin x  Ce 
22
2  t
pc
Thermal conductivity

density of the material specific heat
Two dimensional heat flow equation (plate), u ( x, y )  ( Ae x  Be  x ) (C cos y  D sin y )
In steady state 2-D heat equation is
u ( x, y )  ( A cos x  B sin x) (Ce y  D e y )
u xx  u yy  0
u ( x, y )  ( Ax  B) (Cy  D)

ONE DIMENSIONAL WAVE EQUATION

S.
Most general
N Equation Boundary conditions Correct Solution
solution
O
i)

i ) y (0, t )  0 forall t y ( x, t )  y ( x, t ) 
ii ) y (l , t )  0 forall t  A cos x  B sin x  
nx nat
Displacem
y ( x,0) C cos at  D sin at  b n sin
l
cos
l
ent given iii) 0 n 1

t
ytt  a 2 y xx iv) y ( x,0)  f ( x )
1 i)

i ) y (0, t )  0 forall t y ( x, t )  y ( x, t ) 
Initial ii) y (l , t )  0 forall t  A cos x  B sin x  
nx nat
velocity iii) y ( x,0)  0 C cos at  D sin at  b
n 1
n sin
l
sin
l
given y ( x,0)
iv)  f ( x)
t

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ONE DIMENSIONAL HEAT EQUATION

S.
N Equation Boundary conditions Correct Solution Most general solution
O
A and i ) y (0, t )  0 forall t  0
y ( x, t )  y ( x, t ) 
B are ii) y (l , t )  0 forall t  0
at zero i)
iii) y ( x,0)  f ( x )
 A cos x  B sin x  
nx
 2 n 2 2 t

temper e  t
2 2

n 1
bn sin
l
e l2

ature
y t   2 y xx A at
i)

i ) y (0, t )  0 forall t  0
1
zero ii ) y (l , t )  0 forall t  0
y ( x, t )  y ( x, t ) 
temper iii) y ( x,0)  0  A cos x  B sin x  
nx
 2 n 2 2 t

ature. iv)
y ( x,0)
t
 f ( x)
e  t
2 2

n 1
bn sin
l
e l2

B is at
non
zero
temper
ature - SQUARE PLATE
k
S.
N Equation Boundary conditions Correct Solution Most general solution
o
i ) u (0, y )  0
u ( x, y )  u ( x, y ) 
Upper ii ) u ( a, y )  0
1 horizontal edge iii) u ( x,0)  0
 A cos x  B sin x   nx ny
 bn sin sinh
(y=a) i)
iv)u ( x, a )  f ( x ) (Ce  y  De  y ) n 1 a a

u ( x, y )  u ( x, y ) 
i)

i ) u (0, y )  0
Lower
ii ) u ( a, y )  0  A cos x  B sin x   nx ny
2 horizontal edge  bn sin sinh
(y=0) iii) u ( x, a )  0 (Ce  y  De  y ) n 1 a a
iv)u ( x,0)  f ( x )

i ) u ( x ,0 )  0
u ( x, y )  u ( x, y ) 
ii ) u ( x, a )  0
iii) u (0, y )  0
 A cos y  B sin y   ny nx
3 Vertical edge  bn sin sinh
iv)u ( a, y )  f ( y ) (Ce  x  De  x ) n 1 a a

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RECTANGULAR PLATE

FINITE
S
.
Equation Boundary conditions Correct Solution Most general solution
N
O
i ) u (0, y )  0
u ( x, y )  u ( x, y ) 
Upper ii ) u ( a, y )  0
1 horizontal edge iii) u ( x,0)  0
 A cos x  B sin x   nx ny
 bn sin sinh
(y=b) i)
iv)u ( x, b)  f ( x ) (Ce  y  De  y ) n 1 a b

u ( x, y )  u ( x, y ) 
i)

i ) u (0, y )  0
Lower
ii ) u ( a, y )  0  A cos x  B sin x   nx
 ny
2 horizontal edge  bn sin e a
(y=0) iii) u ( x, b)  0 (Ce  y  De  y ) n1 a
iv)u ( x,0)  f ( x ) 2 ny 2 ny
(e a e a )
i ) u ( x,0)  0
u ( x, y )  u ( x, y ) 
ii ) u ( x, b)  0
iii) u (0, y )  0
 A cos y  B sin y   nx ny
3 Vertical edge  bn sin sinh
iv)u ( a, y )  f ( y ) (Ce  x  De  x ) n 1 a b

INFINITE
S
.
Equation Boundary conditions Correct Solution Most general solution
N
O
i ) u (0, y )  0
u ( x, y )  u ( x, y ) 
4 ii) u (l , y )  0
Horizontal
iii) u ( x, )  0
 A cos x  B sin x   nx
 ny
 bn sin e l
infinite plate i)
iv)u ( x,0)  f ( x ) (Ce  y  De  y ) n 1 l

i ) u ( x,0)  0
u ( x, y )  u ( x, y ) 
ii ) u ( x, l )  0
Vertical iii) u (, y )  0
 A cos y  B sin y   ny
 nx
5  bn sin e l
infinite plate i)
iv)u (0, y )  f ( y ) (Ce x  De  x ) n 1 l

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Unit-IV
Fourier Transforms (FT)

FORMULA SHEET

e ix  e ix e ix  e  ix
1. cos x  2. sin x 
2 2i
3. ein  cos n  i sin n
1  cos 2 x
4. sin 2 x 
2
1  cos 2 x
tan 1 
dx 1  x
5. cos2 x  6.  
2 x2  a2 a a
 sin ax   2
7.  dx 
  x 2 dx   ; e  x dx  
x 2
8.  e
2

0
 0 
9.  e  ax sin bx dx 
 ax a
e
b
10. cosbx dx 
a2  b2 0 a  b2
2
0
e ax e ax
11.  ax
 e sin bx dx  a sin bx  b cosbx 12.  ax
 e cosbx dx  a cosbx  b sin bx
a2  b 2
a 2  b2

12. Fourier integral theorem:

If f (x) is piece-wise continuously differentiable and absolutely integrable in
(,) , then

f x     f t  cos st  x  dt ds
1

0 

13. Fourier Sine integral theorem : f x   2   f t  sin sx sin st dt ds

0 
 
14. Fourier Cosine integral theorem : f x  2   f t  cos sx cos st dt ds

0 

15. Fourier Transform : F  f ( x)  1  f ( x) eisx dx
2


Inversion Fourier Transform : f ( x)  1  F  f ( x)eisx ds
2


16 .Fourier Sine Transform (FST) : Fs  f ( x)  2  f ( x) sin sx dx

0

Inversion Fourier sine Transform : f ( x)  2  Fs  f ( x)sin sx ds

0

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
17. Fourier Cosine Transforms (FCT) : Fc  f ( x)  2
 f ( x) cos sx dx

0

 Fc  f ( x)cos sx ds
2
Inversion Fourier Cosine Transform : f ( x) 

0
18. Properties:
Fourier Transform Fourier Sine Transform Fourier Cosine
Transform
Linear property: Linearproperty: Linear property:
F af ( x)  bg ( x)  aF (s)  bG(s) Fs af ( x)  bg( x)  aFs (s)  bGs (s) Fc af ( x)  bg( x)  aFc (s)  bGc (s)

Change of scale Property:

1 s 1 s 1 s
F  f (ax)  F   Fs  f (ax)  Fs   Fc  f (ax)  Fc  
a a a a a a
Shifting Theorem:
F  f ( x  a )  eias F ( s )
 
F e iax f ( x)  F ( s  a )

Modulation Theorem: Modulation Theorem: Modulation Theorem:

F  f ( x) cos ax Fs  f ( x) cos ax Fc  f ( x) cos ax


1
F (s  a)  F (s  a) 
1
Fs (s  a)  Fs (s  a) 
1
Fc (s  a)  Fc (s  a)
2 2 2
Fs  f ( x) sin ax
 dF  f ( x) Fc  f ( x) sin ax
dFs  f ( x)
 n

F x f ( x)  (i ) n d n F s 
ds n
Fs xf (xF)c(s  a) c Fc ( s  a)
1
2 ds
Fc xf1( x) 
 Fs ( s  a)ds  Fs (a  s )
2
F  f ' ( x)  isF ( s ) Fs  f ' ( x)  sFc (s)
Fc  f ' ( x)  f 0  sFc ( s)
2
if f  x   0 as x   
In general
 d n f ( x) 
F n 
 (is)n F ( s)
 dx 
 

x  F ( s)  Fs  f ( x)  Gs g ( x)ds  Fc  f ( x)  Gc g ( x)ds

F  f x dx  0 0

 a  (is)  

  f ( x) g ( x) dx   f ( x) g ( x) dx
0
0

F  f (  x)  F ( s )
 
F f ( x)  F (  s )
F  f  x   F  s 

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19. Convolution of two functions:
1

f *g   f (u ) g ( x  u ) du
2


20. Convolution Theorem for Fourier Transforms:

F ( f * g ) x  F ( s)  G( s)

21. Parseval’s Identity:

 

  where F ( s)  F  f ( x) 
2 2
f ( x) dx  F ( s ) ds
 
22. Parseval’s Identity for Fourier Sine Transforms:
 

 f ( x) dx   Fs ( s) ds where Fs ( s)  Fs  f ( x) 
2 2

0 0

23. Parseval’s Identity for Fourier Cosine Transforms:

 

 f ( x) dx   Fc ( s) ds where Fc ( s)  Fc  f ( x) 
2 2

0 0

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Unit-V

Z-TRANSFORM

S.NO PROPERTY Z-TRANSFORM

1 Linear Z (a f (t )  b g (t ))  a z[ f (t )]  b z[ g (t )]

Z (e  at f (t ))  F ( z )z  ze at  F [ ze at ]
2 Shifting

Z[a n f (t )]  F ( z)z  z  F[ z / a]
3 Multiplication
by an a

4 Differentiation d
Z (nf (t ))   z z[ f (t ) ]
dz
5 Convolution Z ( f (t )  g (t ))  F ( z )G ( z )
theorem
6 Initial Value lt f (t )  lt F ( z ) where F ( z )  Z ( f (t ))
theorem t 0 z 

7 Final value lt f (t )  lt ( z  1) F ( z ) where F ( z )  Z ( f (t ))

theorem t  z 1

8 Z[f(t+T)] = z[F(z)-f(0)]

Z-Transforms Inverse Z- Transforms

No

Z 1 1 Kz   K
Z (1) 
z
, Z (F ) 
Fz  z 
  1, Z 
1 z 1 z 1  z 1  z 1
Z 1
Z (a n ) 
z
, | Z | a  z  n
a
2 za  za
Z 1
Z (( 1) n ) 
z  z  n
  (1)
3 z 1  z 1
z  
Z ( n) 
Z 1
 z 
n
4 ( z  1) 2  ( z  1) 2 
 
z ( z  1)  
Z (n 2 ) 
Z 1
 z ( z  1) 
 n2
5 ( z  1) 3  ( z  1)3 
 
az  
Z (na n ) 
Z 1
 az 
 na n
6 ( z  a) 2  ( z  a) 2 
 
z sin aT  
Z (sin at ) 
Z 1
 z sin aT 
 sin at
7 z 2  2 z cos aT  1  z 2  2 z cos aT  1 
 
z ( z  cos aT )  
Z (cos at ) 
Z 1
 z ( z  cos aT ) 
 cos at
8 z 2  2 z cos aT  1  z 2  2 z cos aT  1 
 
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n z2  2 
n
Z 1
)  z 
Z (cos
  cos
9 2 z2 1  z2 1 2
 
n z  2z 
Z (sin ) Z 1   sin n
10
2 z2 1  2 
 z  1 2

2z  
Z{n(n `1)}  1 2 z   {n(n `1)}
11 Z
( z  1) 3  3 
 ( z  1) 
z ( z  r cos  )  
Z (r n sin n )  , if | z || r Z| 1 z ( z  r cos  )   r n sin n , if | z || r |
12 2 2  2 
z  2r cos   r  z  2r cos   r 2 
zr sin   
Z (r n cos n )  , if | z || Zr |1 zr sin    r n cos n , if | z || r
13 z 2  2 zr cos   r 2  2 
 z  2 zr cos   r 2 

Z (a n 1 )  Z 1
 1  n 1
1
14 a
za za
Z 1 log
z z
15 Z (1 / n)  log , if | Z | 1  1 / n, if | Z | 1
za za

Z 1 z log
1
)  z log
z  z  1
Z( 
16 n 1 z 1  z  1  n 1
an n
Z 1 e a / z  
  a
17 Z( )  ea / z
n!   n!
Tz  
Z (t ) 
Z 1
 Tz 
18 ( z  a) 2 t
 ( z  a) 2 
 

Z (e  at)   
z
Z 1    at
z
19 z  e aT   e
 z  aT
e 
20 Residue of F ( z ) z n 1 at z=a when a is a simple pole, then: lt ( z  a) F ( z ) z n 1
z a
n 1
Residue of F ( z ) z at z=a when a is a pole of order m, then
21 d r 1
1
lt z  a r f ( z ) z n1
(r  1)! z a dzr 1

Z ( yn 1)  z Y ( z )  z y (0) where Y ( z )  Z ( y (n))

Z ( yn  2 )  z 2Y ( z )  z 2 y (0)  zy (1)
22
Z ( yn  3 )  z 3Y ( z )  z 3 y (0)  z 2 y (1)  zy (2)

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