Sie sind auf Seite 1von 160

For More Visit @ www.vtupro.

com
ENGINEERING MATHEMATICS –II 15MAT21

SYLLABUS
ENGINEERING MATHEMATICS-II
Subject Code: 15MAT21 IA Marks: 20
Hours/Week: 04 Exam. Hours: 03
Total Hours: 50 Exam Marks: 80

Objectives:
To enable students to apply knowledge of Mathematics in various engineering fields by making
them to learn the following
• Ordinary differential equations
• Partial differential equations
• Double and triple integration
• Laplace transform

Module – 1
Differential equations-1:
Linear differential equations with constant coefficients: Solutions of second and higher order
differential equations - inverse differential operator method, method of undetermined
coefficients and method of variation of parameters. 10 hrs

Module – 2
Differential equations-2:
Solutions of simultaneous differential equations of first order.
Linear differential equations withvariable coefficients: Solution of Cauchy’s and Legendre’s
linear differential equations.
Nonlinear differential equations - Equations solvable for p, equations solvable for y, equations
solvable for x, general and singular solutions, Clairauit’s equations and equations reducible to
Clairauit’s form.

10 hrs

DEPT. OF MATHS/SJBIT Page 1

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Module – 3
Partial Differential equations:
Formulation of PDE by elimination of arbitrary constants/functions, solution of non-
homogeneous PDE by direct integration, solution of homogeneous PDE involving derivative
with respect to one independent variable only.
Derivation of one dimensional heat and wave equations and their solutions by variable separable
method. 10hrs

Module – 4
Integral Calculus:
Double and triple integrals: Evaluation of double and triple integrals. Evaluation of double
integrals by changing the order of integration and changing into polar coordinates.
Application of double and triple integrals to find area and volume.

Beta and Gamma functions: definitions, Relation between beta and gamma functions and
simple problems. 10hrs

Module –5
Laplace Transform:
Definition and Laplace transforms of elementary functions. Laplace transforms of
f (t)
eat f (t), t n f (t) and (without proof), periodic functions, unit-step function - problems
t
Inverse Laplace Transform
Inverse Laplace Transform - problems, Convolution theorem to find the inverse Laplace
transforms (without proof) and problems, solution of linear differential equations using Laplace
Transforms. 10hrs

DEPT. OF MATHS/SJBIT Page 2

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Course Outcomes:
On completion of this course, students are able to,
• Use ordinary differential equations to model engineering phenomena such as electrical circuits,
forced oscillation of mass spring and elementary heat transfer. .

• Use partial differential equations to model problems in fluid mechanics, electromagnetic theory
and heat transfer.
• Evaluate double and triple integrals to find area, volume, mass and moment of inertia of plane
and solid region.
• Use curl and divergence of a vector function in three dimensions, as well as apply the Green's
Theorem, Divergence Theorem and Stokes' theorem in various applications like electricity,
magnetism and fluid flow.
• Use Laplace transforms to determine general or complete solutions to linear ODE.

DEPT. OF MATHS/SJBIT Page 3

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

INDEX SHEET

 Module1: Differential Equations –I…………………………5-30

 Module2: Differential Equations –II……………………….31-51

 Module3: Partial Differential Equations…………………..52-72

 Module4: Integral Calculus……………………………….73-108

 Module5: Laplace Transforms…………………………..109-160

DEPT. OF MATHS/SJBIT Page 4

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

MODULE - 1
DIFFERENTIAL EQUATIONS –I
INTRODUCTION:

LINEAR DIFFERENTIAL EQUATIONS OF SECOND AND


HIGHER ORDER WITH CONSTANT COEFFICIENTS

SOLUTION OF A HOMOGENEOUS SECOND ORDER LINEAR DIFFERENTIAL


EQUATION

DEPT. OF MATHS/SJBIT Page 5

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 6

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 7

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

INVERSE DIFFERENTIAL OPERATOR AND PARTICULAR INTEGRAL

DEPT. OF MATHS/SJBIT Page 8

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

SPECIAL FORMS OF THE PARTICULAR INTEGRAL

DEPT. OF MATHS/SJBIT Page 9

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 10

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 11

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 12

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 13

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Type2:

1.

DEPT. OF MATHS/SJBIT Page 14

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 15

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 16

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 17

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 18

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 19

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 20

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 21

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 22

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

METHOD OF UNDETERMINED COOFFICIENTS:


The particular integral of an nth order linear non-homogeneous differential equation F(D)y=X
with constant coefficients can be determined by the method of undetermined coefficients
provided the RHS function X is an exponential function, polynomial in cosine, sine or sums or
product of such functions.

The trial solution to be assumed in each case depend on the form of X. Choose PI from the
following table depending on the nature of X.

Sl.No. RHS function X Choice of PI yp


1 Ke ax
Ce ax

2 K sin (ax+b) or K cos (ax+b) c1 sin (ax+b)+ c2 cos (ax+b)


3 K e ax sin (ax+b) c1 e ax sin (ax+b)+ c2 e ax cos (ax+b)
or
ax
K e cos (ax+b)
4 K x n where n=0,1,2,3….. c0 c1 x c2 x2 .... cn 1 xn 1 cn xn
5 K x n e ax where n=0,1,2,3….. eax c0 c1 x c2 x 2 .... cn x n
6 K x n sin (ax+b) a0 sin(ax b) b0 cos(ax b)
or
a1 .x.sin(ax b) b1x cos(ax b)
K x n cos (ax+b)
a 2 .x 2 .sin(ax b) b 2 x 2 cos(ax b)
...........
a n .x n .sin(ax b) b n x n cos(ax b)
7 K x n e dx sin (ax+b) edx a0 sin(ax b) b0 cos(ax b)
or
n dx
K x e cos (ax+b)
a1 .x.sin(ax b) b1x cos(ax b)
a 2 .x 2 .sin(ax b) b 2 x 2 cos(ax b)
...........
a n .x n .sin(ax b) b n x n cos(ax b)

1. Solve by the method of undetermined coefficients (D2 3D 2) y 4e3 x

Sol : m 2 3m 2 0 (m 1)(m 2) 0 m 1,2


x 2x
yc c1e c2 e

DEPT. OF MATHS/SJBIT Page 23

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Assume PI y p c1e 3 x substituting this in the given d.e we determine the unknown coefficient as

( D 2 3D 2) y 4e 3 x
9ce 3 x 9ce 3 x 2ce 3 x 4e 3 x
2ce 3 x 4e 3 x c 2
3x
yp 2e

d2y dy
2. Solve 2
2 4 y 2 x 2 3e x by the method of undetermined coefficients.
dx dx
Sol: We have ( D 2 2 D 4) y 2 x 3e x

2 12 2 2 3i
A.E is m 2 2m 4 0 m 1 3i
2 2
x
yc e c1 cos 3 x c2 sin 3x

Assume PI in the form y a1 x 2 a2 x a3 a4 e x

x
Dy 2a1 x a2 a4 e
D2 y 2a1 a4 e x

Substituting these values in the given d.e


x
We get 2a1 a4 e 2(2a1 x a2 a4 e x ) 4(a1 x 2 a2 x a3 a4 e x ) 2 x 2 3e x

Equating corresponding coefficient on both sides, we get


1
x 2 : 4a1 2 a1
2
1
x : 4a1 4a2 0 4 4a 2 0
2
1
2 4a 2 0 4a 2 2 a2
2
c : 2a1 2a2 4 a3 0
1 1
2 2 4 a3 0 a3 0
2 2
x
e : a 4 2a 4 4a 4 3
3a4 3 a4 1
1 2 1 x
PI : y p x x e
2 2

DEPT. OF MATHS/SJBIT Page 24

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

x 1 2 1 x
y e c1 cos 3x c2 sin 3x x x e
2 2
d2y
3. Solve by using the method of undetermined coefficients 9y x 3 e 2 x sin 3x
dx 2
Sol: We have ( D 2 9) y x 3 e 2 x sin 3x

A.E is m 2 9 0 m2 9 m 3

yc c1e3 x c2 e 3x

Choose PI as y Ax 3 Bx 2 Cx D Ee 2 x F sin 3x G cos 3x

y 3 Ax 2 2 Bx C 2 Ee 2 x 3F cos 3 x 3G sin 3 x
y 6 Ax 2 B 4 Ee 2 x 9 F sin 3 x 9G cos 3 x

Substituting these values in the given d.e, we get


6 Ax 2 B 4 Ee 2 x 9 F sin 3 x 9G cos 3 x 9 Ax 3 Bx 2 Cx D Ee 2 x F sin 3 x G cos 3 x
x3 e2x sin 3 x

Equating the coefficient of


1
x3 : 9 A 1 A
9
x2 : 9B 0 B 0
1
x : 6 A 9C 0 6 9C 0
9
2 2 2
9C 0 9C C
3 3 27
C : 2B 9D 0 D 0
1
e 2 x : 4E 9E 1 5E 1 E
5
1
sin 3x : 9 F 9G 0 F
18
cos 3x : 9G 9G 0 G 0
1 3 2x 1 2x 1
yp x e sin 3x
9 27 5 18
Complete solution y yc yp

DEPT. OF MATHS/SJBIT Page 25

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

1 3 2x 1 2x 1
y c1e 3 x c2 e 3x
x e sin 3x
9 27 5 18

METHOD OF VARIATION OF PARAMETERS:

DEPT. OF MATHS/SJBIT Page 26

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 27

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 28

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 29

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 30

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

MODULE - 2
DIFFERENTIAL EQUATIONS –II
SOLUTION OF SIMULTANEOUS DIFFERENTIAL EQUATIONS:

DEPT. OF MATHS/SJBIT Page 31

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 32

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 33

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

SOLUTION OF CAUCHY’S HOMOGENEOUS LINEAR EQUATION AND


LEGENDRE’S LINEAR EQUATION

DEPT. OF MATHS/SJBIT Page 34

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 35

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

PROBLEMS:

DEPT. OF MATHS/SJBIT Page 36

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 37

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 38

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 39

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Differential equations of first order and higher degree


dy
If y=f(x), we use the notation p throughout this unit.
dx
A differential equation of first order and nth degree is the form
A0 pn A1 pn 1 A2 p n 2
....... An 0
Where A0 , A1 , A2 ,... An are functions of x and y. This being a differential equation of first order,
the associated general solution will contain only one arbitrary constant. We proceed to discuss
equations solvable for P or y or x, wherein the problem is reduced to that of solving one or more
differential equations of first order and first degree. We finally discuss the solution of clairaut’s
equation.

Equations solvable for p

Supposing that the LHS of (1) is expressed as a product of n linear factors, then the
equivalent form of (1) is
p f1 ( x, y) p f 2 ( x, y) ... p f n ( x, y) 0 ....(2)
p f1 ( x, y) 0, p f 2 ( x, y) 0... p f n ( x, y) 0
All these are differential equations of first order and first degree. They can be solved by
the known methods. If F1 ( x, y, c) 0, F2 ( x, y, c) 0,... Fn ( x, y, c) 0 respectively represents the
solution of these equations then the general solution is given by the product of all these solution.
Note: We need to present the general solution with the same arbitrary constant in each factor.

2
dy dy
1. Solve : y x y x 0
dx dx
Sol: The given equation is
yp 2 ( x y ) p x 0
( x y ) 2 4 xy
( x y)
p
2y
( y x) ( x y )
p
2y
y x x y y x x y
ie., p or p
2y 2y
ie., p 1 or p x/ y
We have,

DEPT. OF MATHS/SJBIT Page 40

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

dy
1 y x c or ( y x c) 0
dx
dy x
Also, or ydy xdx 0 y dy x dx k
dx y
y2 x2
ie., k or y 2 x 2 2k or ( x 2 y 2 c) 0
2 2
Thus the general solution is given by (y-x-c) (x 2 y 2 c) 0

2. Solve : x( y ' )2 (2 x 3 y ) y 6y 0

Sol: The given equation with the usual notation is,


2
xp (2 x 3 y ) p 6 y 0
(2 x 3 y ) 2 24 xy
(2 x 3 y )
p
2x
(2 x 3 y ) (2 x 3 y ) 3y
p 2 or
2x x
We have
dy
2 dy 2 dx c or y 2 x c or ( y 2 x c) 0
dx
dy 3 y dy dx dy dx
Also or 3 3 k
dx x y x y x
ie., log y 3log x k or log y log x 3 log c, where k log x
ie., log y log (cx3 ) y cx3 or y cx 3 0
Thus the general solution is (y-2x-c) (y-cx 3 ) 0

3) Solve p ( p y ) x( x y )
2
Sol: The given equation is, p py x( x y) 0
y y2 4 x( x y)
p
2
y 4x2 4 xy y2 y (2 x y)
p
2 2
2( y x)
ie., p x or p (y x)
2
We have,

DEPT. OF MATHS/SJBIT Page 41

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

dy x2
x y k
dx 2
dy
Also, y x
dx
dy
ie., y x, is a linear d .e ( similar to the previous problem)
dx
P dx
P 1, Q x; e ex
Hence ye x xe x dx c
ie., ye x ( xe x e x ) c, int egrating by parts.
Thus the general solution is given by (2 y x 2 c ) e x ( y x 1) c 0

Equations solvable for y:

We say that the given differential equation is solvable for y, if it is possible to express y
in terms of x and p explicitly. The method of solving is illustrated stepwise.
Y=f(x, p)
We differentiate (1) w.r.t x to obtain
dy dp
p F x, y ,
dx dx
Here it should be noted that there is no need to have the given equation solvable for y in
the explicit form(1).By recognizing that the equation is solvable for y, We can proceed to
differentiate the same w.r.t. x. We notice that (2) is a differential equation of first order in p
and x. We solve the same to obtain the solution in the form. ( x, p, c) 0
By eliminating p from (1) and (3) we obtain the general solution of the given
differential equation in the form G(x,y,c) =0

Remark: Suppose we are unable to eliminate p from (1)and (3), we need to solve for x and y
from the same to obtain.
x F1 ( p, c), y F2 ( p, c)
Which constitutes the solution of the given equation regarding p as a parameter.

Equations solvable for x

We say that the given equation is solvable for x, if it is possible to express x in terms of y
and p. The method of solving is identical with that of the earlier one and the same is as follows.
x = f(y, p )

DEPT. OF MATHS/SJBIT Page 42

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Differentiate w.r.t.y to obtain


dx 1 dp
F x, y ,
dy p dy

(2) Being a differential equation of first order in p and y the solution is of the form.
( y , p, c ) 0
By eliminating p from (1) and (3) we obtain the general solution of the given d.e in the form
G(x, y, c) = 0

Note: The content of the remark given in the previous article continue to hold good here also.

1. Solve: y 2 px tan 1 ( xp 2 )

Sol : By data, y 2 px tan 1 ( xp 2 )

The equation is of the form y = f (x, p), solvable for y.

Differentiating (1) w.r.t.x,

dp 1 dp
p 2p 2 x 2 4
x.2 p p2
dx 1 x p dx
dp 1 dp
ie., p 2x 2 4
2 xp p2
dx 1 x p dx

p2 dp p
ie., p 2x 1
1 x2 p4 dx 1 x 2 p 4

1 x2. p4 p dp p 1 x 2 p 4
ie., p 2x
1 x2 p4 dx 1 x 2 p 4
ie., log x 2log p k
consider y 2 px tan 1`( xp 2 )
and xp 2 c
Using (2) in (1) we have,
y = 2 c / x . x tan 1(c)
Thus y 2 cx tan 1 c, is the general solution.
DEPT. OF MATHS/SJBIT Page 43

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

2. Obtain the general solution and the singular solution of the equation
y px p 2 x 4

Sol: The given equation is solvable for y only.


y px p2 x4
Differentiating w.r.t x,
dp dx dp dx 1 dp
ie., 2 p x or
dx x 2p x 2 p
ie., log x log p k or log ( x p ) log c x p c

Consider , y px p2 x4
x p c or x 2 p c or p c / x2

Using (2) in (1) we have, y (c / x 2 ) x (c 2 / x 4 ) x 4


Thus xy c c 2 x is the general solution.

Now, to obtain the singular solution, we differentiate this relation partially w.r.t c,

treating c as a parameter.

That is, 1=2cx or c=1/2x.

The general solution now becomes,

1 1
xy x
2x 4 x2

Thus 4 x 2 y 1 0, is the singular solution.

3) Solve y=p sin p + cos p

Sol: y = p sin p + cos p


Differentiating w.r.t. x,

DEPT. OF MATHS/SJBIT Page 44

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

dp dp dp
p p cos p sin p sin p
dx dx dx
dp
ie., 1 cos p or cos p dp dx
dx
cos p dp dx c
ie.,sin p x c or x sin p c
Thus we can say that y p sin p cos p and x sin p - c constitutes
the general solution of the given d.e
Note :sin p x c p sin 1 ( x c).
We can as well substitute for p in (1) and present the solution in the form,
y ( x c)sin 1( x c) cos sin 1 ( x c)

4) Obtain the general solution and singular solution of the equation


y 2 px p 2 y .
Sol: The given equation is solvable for x and it can be written as
y
2x py........(1)
p
Differentiating w.r.t y we get
2 1 y dp dp
2
p y
p p p dy dy
1 y dp
p 1 0
p p dy
1 dp
Ignoring p which does not contain , this gives
p dy
y dp dy dp
1 0 or 0
p dy y p
Integrating we get
yp c........(2)
substituting for p from 2 in (1)
y2 2cx c 2

5) Solve p 2 2 py cot x y2 .

Sol: Dividing throughout by p2, the equation can be written as

DEPT. OF MATHS/SJBIT Page 45

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

y2 2y
cot x 1 adding cot 2 x to b.s
p2 p
y2 2y
cot x cot 2 x 1 cot 2 x
p2 p
2
y
or cot x cos ec 2 x
p

y
cot x cos ecx
p
y
cot x cos ecx
dy / dx
dy sin x dy sin x
dx and
y cos x 1 y cos x 1
Integrating these two equations we get
y (cos x 1) c1 and y (cos x 1) c2
general solution is
y (cos x 1) c y (cos x 1) c 0

2
6) Solve: p 4 x5 p 12 x 4 y 0 , obtain the singular solution also. .
Sol: The given equation is solvable for y only.
p 2 4 x5 p 12 x 4 y 0 ...........(1)_
p 2 4 x5 p
y f ( x, p )
12 x 4
Differentiating (1) w.r.t.x,
dp dp
2p 4 x5 20 x 4 p 12 x 4 p 48 x3 y 0
dx dx
dp p 2 4 x5 p
(2 p 4 x5 ) 8 x3 ( xp ) 0
dx 2 x4
dp 2 p
( p 2 x5 ) ( p 2 x5 )
dx x
dp 2 p
0
dx x
Integrating log p log x k
p c2 x2 equation (1) becomes
4 2 3
c 4c x 12 y

DEPT. OF MATHS/SJBIT Page 46

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Setting c 2 k the general solution becomes


k 2 4kx3 12 y
Differentiating w.r.t k partially we get
2k 4 x 3 0
Using k 2 x3 in general solution we get
x6 3 y 0 as the singular solution

7) Solve p3 4 xyp 8 y 2 0 by solving for x.


Sol: The given equation is solvable for x only.
p 3 4 xyp 8 y 2 0
p3 8y2
x f ( y, p)
4 yp
Differentiating (1) w.r.t. y,
dp dp 1
3p2 4 xy 4 yp. 4 px 16 y 0
dy dy p
dp
(3 p 2 4 xy ) 4 px 12 y
dy
dp p3 8y 2 p3 8y2
3p2 12 y
dy p y
dp 2 p 3 8 y 2 p3 4y2
dy p y
2 dp 3 p3 4 y 2
( p 4y2 )
p dy y
2 dp 1
p dy y
2 log p log y log c
U sin g P cy in (1) we have,
cy cy 4 xy cy 8 y 2 0
3
2
Dividingthroughout by y y y we have,
c c 4x c 8 y 0
c (c 4 x ) 8 y
Thus the general solution isc(c 4 x) 2 64 y

DEPT. OF MATHS/SJBIT Page 47

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Clairaut’s Equation
The equation of the form y px f ( p) is known as Clairaut’s equation.

This being in the form y = F (x , p), that is solvable for y, we differentiate (1) w.r.t.x

dy dp dp
p p x f ( p)
dx dx dx

dp
This implies that 0 and hence p=c
dx
Using p c in (1) we obtain the genertal solution of clairaut's equation in the form
y cx f (c)

a
1. Solve: y px
p

Sol: The given equation is Clairaut’s equation of the form y px f ( p) , whose general solution
is y cx f (c)

a
Thus the general solution is y cx
c

Singular solution
Differentiating partially w.r.t c the above equation we have,
a
0 x
c2
a
c
x
Hence y cx (a / c) becomes,
y a / x. x a x / a
Thus y 2 4ax is the singular solution.
2. Modify the following equation into Clairaut’s form. Hence obtain the associated general
2 py kp a 0
and singular solutions xp

DEPT. OF MATHS/SJBIT Page 48

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Sol : xp 2 py kp a 0, by data

ie., xp 2 kp a py

p ( xp k ) a
ie., y
p

a
ie., y px k
p
Here (1) is in the Clairaut’s form y=px+f(p) whose general solution is y = cx + f (c)
a
Thus the general solution is y cx k
c
Now differentiating partially w.r.t c we have,
a
0 x
c2
c a/x
Hence the general solution becomes,
y - k = 2 ax
Thus the singular solution is (y - k) 2 4 ax.
Remark: We can also obtain the solution in the method: solvable for y.

3. Solve the equation (px – y) (py + x) = 2p by reducing into Clairaut’s form, taking the
substitutions X = x2 , Y = y2
dX
Sol : X x2 2x
dx
dY
Y y2 2y
dy
dy dy dY dX dY
Now, p and let p
dx dY dX dx dx
1
ie., p .P.2 x
2y
X
ie., p P
Y
Consider ( px y )( py x) 2p

DEPT. OF MATHS/SJBIT Page 49

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

X X X
ie., P X Y P Y X 2 P
Y Y Y
ie., ( PX Y ) ( P 1) 2 P
2P
ie., Y PX is in the Clairaut's form and hence the associated genertal solution is
P 1
2c
Y cX
c 1
2c
Thus the required general solution of the given equation is y2 cx 2
c 1

4) Solve px y py x a 2 p, use the substitution X x2 ,Y y2.


dX
Sol: Let X x2 2x
dx
dX
Y x2 2y
dy
dy dy dY dX dY
Now, p and let P
dx dY dX dx dx
1 x
P . p.2 x or p P
2y y
X
p P
Y
Consider ( px y ) ( py x) 2p
X X X
P X Y P Y X 2 P
Y Y Y
( PX Y )( P 1) 2 P
2P
Y PX
P 1
Is in the Clairaut’s form and hence the associated general solution is
2c
Y cX
c 1
2c
Thus the required general solution of the given equation is y 2 cx 2
c 1
5) Obtain the general solution and singular solution of the Clairaut’s
equation xp 3 yp 2 1 0 Sol: The given equation can be written as

DEPT. OF MATHS/SJBIT Page 50

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

xp 3 1 1
y 2
y px i s in theClairaut ' s form y px f ( p)
p p2
whose general solution is y cx f (c)
1
Thus general solution is y cx 2
c
Differnetiating partially w.r.t. c we get
1/3
2 2
0 x 3 c
c x
Thus general solution becomes
1/3 2/3
2 x
y x 22/3 y 3x 2/3
x 2
or 4 y 3 27 x 2

DEPT. OF MATHS/SJBIT Page 51

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

MODULE – 3
PARTIAL DIFFERENTIAL EQUATIONS
Introduction:
Many problems in vibration of strings, heat conduction, electrostatics involve two or more variables. Analysis of these
problems leads to partial derivatives and equations involving them. In this unit we first discuss the formation of PDE
analogous to that of formation of ODE. Later we discuss some methods of solving PDE.

Definitions:

An equation involving one or more derivatives of a function of two or more variables is called a partial differential
equation.

The order of a PDE is the order of the highest derivative and the degree of the PDE is the degree of highest
order derivative after clearing the equation of fractional powers.

A PDE is said to be linear if it is of first degree in the dependent variable and its partial derivative.

In each term of the PDE contains either the dependent variable or one of its partial derivatives, the PDE is
said to be homogeneous. Otherwise it is said to be a nonhomogeneous PDE.

Formation of pde by eliminating the arbitrary constants


Formation of pde by eliminating the arbitrary functions

Solutions to first order first degree pde of the type

Pp + Q q =R

Formationof pde by eliminating the arbitrary constants:


(1) x 2 y 2 Solve:
2z 2 2
a b
Sol: Differentiating (i) partially with respect to x and y,
z 2x 1 1 z p
2 or
x a2 a2 x x x

2 z 2y 1 1 z q
2
or 2
y b b y x y

DEPT. OF MATHS/SJBIT Page 52

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Substituting these values of 1/a2 and 1/b2 in (i), we get

(2) z = (x2 + a) (y2 + b)


Sol: Differentiating the given relation partially

(x-a)2 + (y-b) 2 + z2 = k2…(i)

Differentiating (i) partially w. r. t. x and y,

z z
(x a ) z 0, ( y b) z 0
x y

Substituting for (x- a) and (y- b) from these in (i), we get

2 2
2 z z
z 1 k 2 This is the required partial differential equation.
x y

(3) z = ax + by + cxy ...(i)

Sol: Differentiating (i) partially w.r.t. xy, we get

z
a cy..(ii )
x

z
b cx..(iii )
y

It is not possible to eliminate a,b,c from relations (i)-(iii).

Partially differentiating (ii),

2
z
c Using this in (ii) and (iii)
x y
2
z z
a y
x x y
2
z z
b x
y x y

DEPT. OF MATHS/SJBIT Page 53

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Substituting for a, b, c in (i), we get

2 2 2
z z z z z
z x y y x xy
x x y y x y x y

2
z z z
z x y xy
x y x y

x2 y2 z2
(5) 2 1
a b2 c2
Sol: Differentiating partially w.r.t. x,

2x 2z z x z z
0, or
a2 c2 x a2 c2 x
Differentiating this partially w.r.t. x, we get

2 2 2
1 1 z z c2 z 2
z
z 2 or 2 z
a2 c2 x x a x x2

: Differentiating the given equation partially w.r.t. y twice we get

2 2 2 2
z z z z z z z z
z 2 z
y y y y x x x x2

Is the required p. d. e..

Note:

As another required partial differential equation.


P.D.E. obtained by elimination of arbitrary constants need not be not unique

Formation of p d e by eliminating the arbitrary functions:

1) z = f(x2 + y2)

Sol: Differentiating z partially w.r.t. x and y,


DEPT. OF MATHS/SJBIT Page 54

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

z z
p f ' (x2 y 2 ).2 x, q f ' (x2 y 2 ).2 y
x y

p /q = x / y or y p –x q=0 is the required pde

(2) z = f ( x +ct ) + g (x -ct)

Sol: Differentiating z partially with respect to x and t,

2
z z
f ' ( x ct ) g ' ( x ct ), f " ( x ct ) g" ( x ct )
x x2
Thus the pde is

2 2
z z
2
0
t x2
(3) x + y + z = f(x2 + y2 + z2)

Sol:Differentiating partially w.r.t. x and y

z z
1 f ' (x2 y2 z 2 ) 2x 2z
x x

z z
1 f ' (x2 y2 z 2 ) 2 y 2z
y y
1 ( z / x) 1 ( z / y)
2 f ' (x2 y2 z2 )
x z ( z / x) y z ( z / y)

z z
( y z) ( z x) x y is the required pde
x y

(4) z = f ( xy / z ).

Sol: Differentiating partially w.r.t. x and y

z xy y xy z
f'
x z z z2 x

z xy x xy z
f'
y z z z2 x

DEPT. OF MATHS/SJBIT Page 55

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

xy z/ x z/ y
f'
z ( y / z ){1 ( x / z )( z / x} ( x / z ){1 ( y / z )( z / y}

z z
x y
x y
or xp = yq is the required pde.

(5) z = y2 + 2 f(1/x + logy)

z 1
Sol : 2 y 2 f '(1/ x log y )
y y

z 1
2 f ' (1 / x log y )
x x2

z z
2 f ' (1 / x log y ) x2 y 2y
x y

2 z z
Hence x y 2 y2
x y

(6) Z = xΦ(y) + y (x)

z z
Sol : ( y) y '( x); x '( y ) ( x)
x y

Substituting ' ( y) and ' ( x)

2
z z z
xy x y [ x ( y ) y ( x)]
x y x y
2 is the required pde.
z z z
xy x y z
x y x y

DEPT. OF MATHS/SJBIT Page 56

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

7) Form the partial differential equation by eliminating the arbitrary functions from
z = f(y-2x) + g(2y-x) (Dec 2011)
Sol: By data, z = f(y-2x) + g(2y-x)
z
p 2 f ( y 2 x) g (2 y x)
x
z
q f ( y 2 x) 2 g (2 y x)
y

2
z
r 4 f ( y 2 x) g (2 y x)...............(1)
x2

2
z
s 2 f ( y 2 x) 2 g (2 y x).........(2)
x y

2
z
t f ( y 2 x) 4 g (2 y x)................(3)
y2

(1) 2 (2) 2r s 6 f ( y 2 x)..............(4)

(2) 2 (3) 2 s t 3 f ( y 2 x)............(5)


Nowdividing (4) by (5) we get
2r s
2 or 2r 5s 2t 0
2s t

2 2 2
z z z
Thus 2 2
5 2 0 is the required PDE
x x y y2

LAGRANGE’S FIRST ORDER FIRST DEGREE PDE: Pp+Qq=R

(1) Solve: yzp + zxq = xy.

dx dy dz
Sol :
yz zx xy

Subsidiary equations are

From the first two and the last two terms, we get, respectively

DEPT. OF MATHS/SJBIT Page 57

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

dx dy dy dz
or xdx ydy 0 and or ydy zdz 0.
y x z y

Integrating we get x2 - y2 = a, y2 – z2 = b.

Hence, a general solution is

Φ(x2-y2, y2 –z2) = 0

(2) Solve: y2p - xyq = x(z-2y)

dx dy dz
Sol :
y2 xy x( z 2 y )

From the first two ratios we get

x2 + y2 = a from the last ratiostwo we get

dz z
2
dy y

from the last ratiostwo we get

dz z
2 ordinary linear differential equation hence
dy y

yz – y2= b

solution is Φ( x2 + y2, yz – y2) = 0

(3) Solve : z(xp – yq) = y2 –x2

dx dy dz
Sol : 2
zx zy y x2

dx dy
, or xdy ydx 0 or d(xy) 0,
x y

on integration, yields xy = a

DEPT. OF MATHS/SJBIT Page 58

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

xdx +ydy + zdz = 0 x2 + y2 + z2 = b

Hence, a general solution of the given equation

Φ(xy,x2+y2+z2)=0

y z z x x y
(4) Solve: p q
yz zx xy

yz zx xy
Sol : dx dy dz
y z z x x y

x dx + y dy + z dz = 0 …(i)

Integrating (i) we get

x2 + y2 + z2 = a

yz dx + zx dy + xy dz = 0 …(ii)

Dividing (ii) throughout by xyz and then integrating,

we get xyz = b

Φ( x2 + y2 + z2, xyz ) = 0

(5)(x+2z)p + (4zx – y)q = 2x2 + y

dx dy dz
Sol : ..(i)
x 2z 4 zx y 2x2 y

Using multipliers 2x, -1, -1 we obtain 2x dx – dy – dz = 0

Using multipliers y, x, -2z in (i), we obtain

y dx + x dy – 2z dz = 0 which on integration yields

xy – z2 = b ….(iii)
5) Solve
zxy sin x sin y for which z y 2sin y when x 0 and z 0 when y is an odd multiple of .
2

DEPT. OF MATHS/SJBIT Page 59

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Sol: Here we first find z by integration and apply the given conditions to determine the arbitrary
functions occurring as constants of integration.
z
The given PDF can be written as sin x sin y
x y
Integrating w.r.t x treating y as constant,
z
sin y sin x dx f ( y) sin y cos x f ( y)
y
Integrating w.r.t y treating x as constant
z cos x sin y dy f ( y ) dy g ( x)
z cos x ( cos y ) F ( y ) g ( x),
where F ( y ) f ( y ) dy.

Thus z cos x cos y F ( y ) g ( x)

z
Also by data, 2sin y when x 0. U sin g this in (1)
y
2sin y ( sin y ).1 f ( y ) (cos 0 1)

Hence F ( y ) f ( y ) dy sin y dy cos y


With this, (2) becomes z cos x cos y cos y g ( x)

U sin g the condition that z 0 if y (2n 1) in (3) we have


2
0 cos x cos(2n 1) cos x c(2n 1) g ( x)
2 2
But cos (2n 1) 0. and hence 0 0 0 g ( x)
2
Thus the solution of the PDE is given by
z=cos x cosy + cosy

Method of Separation of Variables


x
1) Solve by the method of variables 3u x 2u y 0, giventhat u ( x, 0) 4e
u u
Sol: Given 3 2 0..............(1)
x x

DEPT. OF MATHS/SJBIT Page 60

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Assume solution of (1) as

U=XY where X=X(x); Y Y ( y)

u u
3 ( xy ) 2 ( xy ) 0
x x
dX dY 3 dX 2 dY
3Y 2X 0
dx dy X dx Y dy
3 dX 3dX
Let K kdx
X dx X
Kx
3log X kx c1 log X c1
3
kx
c1
3
X e
2 dY dY Kdy
Let k
Y dy Y 2
ky
Kdy 2
c2
log Y c2 Y e
2
Substituting (2) & (3) in (1)
x y
K c1 c2
3 2
U e
x
Also u ( x1o) 4e
2x kx
k
x 6 x 3
i.e., 4e Ae 4e Ae
Comparing we get A 4 & K 3
x y
3
3 2
U 4e is required solution.

u u
2) Solve by the method of variables 4 3u, giventhat u (0, y) 2e5 y
dx y
u u
Sol: Given 4 3u
x y
Assume solution of (1) as

u XY where X X ( x); Y Y ( y)

DEPT. OF MATHS/SJBIT Page 61

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

4 ( XY )
( XY ) 3 XY
x y
dX dY 4 dX 1 dY
4Y X 3 XY 3
dx dy X dx Y dy
4 dX 1 dY
Let k, 3 k
X dx Y dy
Separating var iables and int egrating we get
kx
log X c1 , log Y 3 k y c2
4
kx
c1
X e 4
and Y e3 k y c2

kx kx
c1 c2 3 k y 3 k y
Hence u XY e e 4
Ae 4
where A e c1 c2

put x 0 and u 2e5 y


The general solution becomes
2e5 y Ae 3 k y A 2 and k 2
Particular solution is
x
5y
2
u 2e
APPLICATION OF PARTIAL DIFFERENTIAL EQUATIONS:

ONE DIMENSIONAL HEAT EQUATION:

Consider a heat conducting homogeneous rod of length L placed along x-axis. One end of the
rod at x=0(Origin) and the other end of the rod at x=L.

DEPT. OF MATHS/SJBIT Page 62

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Assume that the rod as constant density and uniform cross section A. Also assume that the rod
is insulated laterally and therefore heat flows only in the x direction. The rod is sufficiently thin
so that the temperature is same at all points of any cross sectional area of the rod.

Let u(x, t) be the temperature of the cross section at the point x at any time t.

The amount of heat crossing any section of the rod per second depends on the area A of the cross
u
section, the thermal conductivity k of the material of rod and the temperature gradient
x

i.e., the rate of change of temperature with respect to distance normal to the area.

Therfore q1 the quatity of heat flowing into the cross section at a distance x in uint
u
time is q1 kA per second
x x

Negative sign appears because heat flows in the direction of decreasing


temperature (as x increases u decreases )

q2 the quantity of heat flowing out of the cross section at a distance x x


(i.e, the rate of heat flow at cross section x x )

u
q2 kA per second
x x x

The rate of change of heat content in segment of the rod between x and x+x must be equal to
net heat flow into this segment of the rod is
u u
q1 q2 kA per second.............(1)
x x x x x

But the rate of increase of heat in the rod

u
s A x ...............(2)
t

Where S is the specific heat, the density of material.

From (1) & (2)

DEPT. OF MATHS/SJBIT Page 63

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

u u u
s A x kA
t x x x x x

u u
u x x x x x
or s k
t x

Taking limit as x 0 , we have


2 2
u u k u
s k 2
or
t x t s x2
2
u u k
or c2 ...........................(3) where c2
t x2 s

Is known as diffusivity constant.

Equation (3) is the one dimensional heat equation which is second order homogenous and
parabolic type.

Various possible solutions of standard p.d.es by the method of separation of


variables.

We need to obtain the solution of the ODEs by taking the constant k equal to

i) Zero ii) positive: k=+p2 iii) negative: k=-p2

Thus we obtain three possible solutions for the associated p.d.e

Various possible solutions of the one dimensional heat equation ut =c2uxx by the method of
separation of variables.
2
u u
Consider c2
t x2

Let u= XT where X=X(x),T=T(t) be the solution of the PDE

Hence the PDE becomes


2
XT XT dT d2X
c2 or X c2
t x2 dt dx 2

DEPT. OF MATHS/SJBIT Page 64

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

1 dT 1 d2X
Dividing by c2XT we have
c 2T dt X dx 2

Equating both sides to a common constant k we have

1 d2X 1 dT
=k and =k
X dx 2 c 2T dt

dT
d2X c 2 kT 0
kX 0 and dt
dx 2

D2 k X 0 and D c 2 k T 0

d2 d
Where D2 = 2
in the first equation and D = in the second equation
dx dt

Case (i) : let k=0

AEs are m=0 amd m2=0 amd m=0,0 are the roots

Solutions are given by

T = c1e0t c1 and X c2 x c3 e0 x c2 x c3

Hence the solution of the PDE is given by

U= XT= c1 c2 x c3

Or u(x,t) =Ax+B where c1c2=A and c1c3=B

Case (ii) let k be positive say k=+p2

AEs are m –c2p2=0 and m2-p2=0

m= c2p2 and m=+p

Solutions are given by


2
p 2t
T c'1ec and X c'2e px c'3e px

Hence the solution of the PDE is given by


2
p 2t
u XT c'1ec .( c'2e px c'3e px
)

DEPT. OF MATHS/SJBIT Page 65

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

2
p 2t
Or u(x,t) = c '1ec (A’ e px +B e px
) where c1’c2’=A’ and c1’c3’=B’

Case (iii): let k be negative say k=-p2

AEs are m+ c2p2=0 and m2+p2=0

m=- c2p2 and m=+ip

solutions are given by

c 2 p 2t
T c''1e and X c''2 cos px c''3 sin px

Hence the solution of the PDE is given by

c 2 p 2t
u XT c''1e .(c''2 cos px c''3 sin px)

c 2 p 2t
u( x, t ) e ( A'' cos px B'' sin px)

2
u u
1. Solve the Heat equation c2 given that u(0,t)=0,u(l,0)=0 and u(x,0)= 100x/l
t x2
l l
2 100 x n x 200 n x
Soln: bn sin dx = 2
x sin dx
l 0 l l l 0 l

l
n x n x
x. cos sin
200 l l
bn 1 2
l2 n /l n /l
0

n n 1
200 1 200 1 200 1
bn . l cos n .
l2 n n n

The required solution is obtained by substituting this value of bn

n 1 n2 2 2
c t
200 1 n x
Thus u ( x, t ) e 2
sin
n 1 n l l

DEPT. OF MATHS/SJBIT Page 66

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

2
u u
2. Obtain the solution of the heat equation c2 given that u(0,t)=0,u(l,t)and
t x2
2Tx l
in 0 x
l 2
u(x,0) =f(x)where f ( x)
2T l
l x in x l
l 2
l
2 n x
Soln: bn f ( x)sin dx
l 0 l

l
2 l
2 2Tx n x 2Tx n x
bn sin dx (l x)sin dx
l 0
l l l l l
2

l
2 l
4T n x n x
x sin dx (l x)sin dx
l 0
l l l
2

8T n
bn 2 2
sin
n 2

The required solution is obtained by substituting this value of bn

n2 2 2
c t
8T 1 n n x
Thus u ( x, t ) 2 2
sin e 2
sin
n 1 n 2 l l

2
u u
3. Solve the heat equation with the boundary conditions u(0,t)=0,u(l,t)and
t x2
u(x,0) =3sin x

p 2t
Soln: u( x, t ) e ( A cos px B sin px)............................(1)

Consider u(0,t)=0 now 1 becomes

p 2t
0= e (A) thus A=0

Consider u(1,t)=0 using A=0 (1) becomes

p 2t
0= e (Bsinp)

Since B≠0,sinp=0or p=n

DEPT. OF MATHS/SJBIT Page 67

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

n2 2c2t
u ( x, t ) e ( B sin n x)

n2 2c 2t

In general u ( x, t ) bn e sin n x
n 1

Consider u(x,0)= 3 sin n x and we have

3 sin n x b1 sin x b2 sin 2 x b3 sin 3 x

Comparing both sides we get b1 3, b2 0, b3 0

We substitute these values in the expanded form and then get


2 t

u ( x, t ) 3e (sin x)

ONE DIMENSIONAL WAVE EQUATION:


Consider a tightly stretched elastic string of length l stretched between two points O and A and
displaced slightly from its equilibrium position OA. Taking O as origin and OA as x axis and a
perpendicular line through O as Y- axis. We shall find the displacement y a function of the
distance x and the time t.

We shall obtain the equation of motion of string under the following assumptions.

i) The string is perfectly flexible and offers no resistance to bending


ii) Points on the string move only in the vertical direction, there is no motion in the
horizontal direction. The motion takes place entirely in the X Y plane .
iii) Gravitational forces on the string is neglected.

Let m be the mass per unit length of the string. Consider the motion of an element PQ
of length s . Since the string does not offer resistance to bending, the tensions T1

At P and T2 at Q are tangential to the curve.

Since the is no motion in the horizontal direction, some of the forces in the horizontal direction
must be zero.

i.e., - T1cos + T2cosβ=0 or T1cos= T2cosβ=T=constant…..(1)

DEPT. OF MATHS/SJBIT Page 68

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Since gravitational force on the string is neglected , the only two forces acting on the
string are the vertical components of tension - T1sin at P and T2sinβ at Q with up[ward
direction takes as positive.
Mass of an element PQ is m s . By Newton’s second law of motion , the
equation of motion in the vertical direction is
Resultant of forces = mass *acceleration
2
y
T2sinβ - T1sin =m s 2
..............(2) .
t
2 T sin T1 sin m s 2y
gives 2
1 T2 cos T1 cos T t2
m s 2y
or tan tan
T t2
2
.
y T
tan tan
t2 m s
2
y T y y
2
t m s x x x x x

( s x to a first approximation and tan , tan arethe slopes of the curve of the string at x and x x)

y y
2
y T x x x x x
2
t m x

Taking Limit as x 0
2 2 2 2
y T y y 2 y T
2
or c ...................(3) where c 2
t m x2 t 2
x 2
m

Which is the partial differential equation giving the transverse vibrations of the string .

Equation (3) is the one dimensional wave equation which is second order homogenous and
parabolic type.

Various possible solutions of the one dimensional wave equation utt =c2uxx by the method of
separation of variables.
2 2
u u
Consider 2
c2
t x2

Let u= XT where X=X(x),T=T(t) be the solution of the PDE

DEPT. OF MATHS/SJBIT Page 69

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Hence the PDE becomes


2 2
XT XT d 2T d2X
c2 or X c2
t2 x2 dt 2 dx 2

1 d 2T 1 d2X
Dividing by c2XT we have
c 2T dt 2 X dx 2

Equating both sides to a common constant k we have

1 d2X 1 d 2T
=k and =k
X dx 2 c 2T dt 2

d2X d 2T
c 2 kT 0
kX 0 and dt 2
dx 2

D2 k X 0 and D 2 c 2 k T 0

d2 d2
Where D2 = in the first equation and D 2
= in the second equation
dx 2 dt 2

Case(i) : let k=0

AEs are m=0 amd m2=0 amd m=0,0 are the roots

Solutions are given by

T = c1e0t c1 and X c2 x c3 e0 x c2 x c3

Hence the solution of the PDE is given by

U= XT= c1 c2 x c3

Or u(x,t) =Ax+B where c1c2=A and c1c3=B

Case (ii) let k be positive say k=+p2

AEs are m –c2p2=0 and m2-p2=0

m= c2p2 and m=+p

Solutions are given by

DEPT. OF MATHS/SJBIT Page 70

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

2
p2t
T c'1ec andX c'2e px c'3e px

Hence the solution of the PDE is given by


2
p 2t
u XT c'1ec .( c'2e px c'3e px
)

2
p 2t
Or u(x,t) = c '1ec (A’ e px +B e px
) where c1’c2’=A’ and c1’c3’=B’

Case (iii): let k be negative say k=-p2

AEs are m+ c2p2=0 and m2+p2=0

m=- c2p2 and m=+ip

Solutions are given by

c 2 p 2t
T c''1e and X c''2 cos px c''3 sin px

Hence the solution of the PDE is given by

c 2 p 2t
u XT c''1e .(c''2 cos px c''3 sin px)

c 2 p 2t
u( x, t ) e ( A'' cos px B'' sin px)

1. Solve the wave equation utt=c2uxx subject to the conditions u(t,0)=0 ,u(l,t)=0,
u
x, 0 0 and u(x,0) =u0sin3(x/l)
t

n x n ct
Soln: u x, t bn sin cos
n 1 l l

Consider u(x,0) =u0sin3(x/l)

n x
u x, 0 bn sin
n 1 l

x n x
u0 sin 3 bn sin
l n 1 l

3 3 x 1 3 x n x
u0 sin sin bn sin
4 l 4 l n 1 l

DEPT. OF MATHS/SJBIT Page 71

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

3u0 x u0 3 x x 2 x 3 x
sin sin b1 sin b2 sin b3 sin
4 l 4 l l l l
comparing both sides we get

3u0 u0
b1 , b2 0 , b3 , b4 0 b5 0 ,
4 4

Thus by substituting these values in the expanded form we get

3u0 x ct u0 3 x 3 ct
u ( x, t ) sin cos sin cos
4 l l 4 l l

2. Solve the wave equation utt=c2utt subject to the conditions u(t,0)=0 ,u(l,t)=0,
u
x, 0 0 when t=0and u(x,0) =f(x)
t

n x n ct
Soln: u x, t bn sin cos
n 1 l l

Consider u(x,0)=f(x) then we have

n x
Consider u(x,0) = bn sin
n 1 l

n x
F(x) = bn sin
n 1 l

The series in RHS is regarded as the sine half range Fourier series of f(x) in (0,l) and hence
l
2 n x
bn f ( x)sin dx
l 0 l

Thus we have the required solution in the form

n x n ct
u x, t bn sin cos
n 1 l l

DEPT. OF MATHS/SJBIT Page 72

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

MODULE-4
INTEGRAL CALCULUS
DOUBLE INTEGRAL

DEPT. OF MATHS/SJBIT Page 73

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

PROBLEMS:

DEPT. OF MATHS/SJBIT Page 74

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 75

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Evaluation of a Double Integral by Changing the Order of Integration

Evaluation of a Double Integral by Change of Variables

Applications to Area and Volume


DEPT. OF MATHS/SJBIT Page 76

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 77

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 78

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 79

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 80

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 81

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 82

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Triple Integrals:
The treatment of Triple integrals also known as volume integrals in R 3 is a simple and straight
extension of the ideas in respect of double integrals.

Let f(x,y,z) be continuous and single valued function defined over a region V of space. Let V be
divided into sub regions v1 , v2 ....... vn in to n parts. Let ( xk , yk , zk ) be any arbitrary point

DEPT. OF MATHS/SJBIT Page 83

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

within or on the boundary of the sub region vk . From the sum


n
s f ( xk , yk , zk ) vk …………(1)
k 1

If as n and the maximum diameter of every.

Sub region approaches zero the sum (1) has a limit then the limit is denoted by f ( x, y, z )dv
V

This is called the triple integral of f(x,y,z) over the region V.

For the purpose of evolution the above triple integral over the region V can be expressed as an
iterated integral or repeated integral in the form

b h( x) ( x, y )

f ( x, y, z )dxdydz f ( x, y, z)dz dy dx
V a g ( x) ( x, y )

Where f(x,y,z) is continuous in the region V bounded by the surfaces


z= z ( x, y ), z ( x, y) , y g ( x), y h( x), x a, x b . the above integral indicates the three
successive integration to be performed in the following order, first w.r.t z, keeping x and y as
constant then w.r.t y keeping x as constant and finally w.r.t.x.

Note:

When an integration is performed w.r.t a variable that variable is eliminated completely


from the remaining integral.
If the limits are not constants the integration should be in the order in which dx, dy, dz is
given in the integral.
Evaluation of the integral may be performed in any order if all the limits are constants.
If f(x,y,z) = 1 then the triple integral gives the volume of the region.

1 2 2
1. Evaluate xyz 2 dxdydz
0 0 1

1 2 2 1 2 2
2 x 2 yz 2
Sol : xyz dxdydz dydz
0 0 1 0 0
2 1
1 2 2
2 y2 z2
2 yz dydz
0 0
2 1

DEPT. OF MATHS/SJBIT Page 84

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

1 2
2 y2 z2 y2 z2
dz
0
2 4 0
1 2
2 2 y2 z2
y z dz
0
4 0
1 2
3y2 z2
dz
0
4 0
1
a a a

2. Evaluate ( x2 y2 z 2 )dxdydz
0 0 0

a a a a a a
2 2 2 x3 2 2
Sol : (x y z )dxdydz y x z x dydz
0 0 0 0 0
3 0
a a
a3
y 2a z 2 a dydz
0 0
3
a a
a3
[ y2a z 2 a dy ]dz
0 0
3
a a
a3 y y 3a 2
z ay dz
0
3 3 0
a 4 4
a a
a 2 z 2 dz
0
3 3
a
a4 z a4 z a2 z3
3 3 3 0
5 5 5
a a a
3 3 3
a5

DEPT. OF MATHS/SJBIT Page 85

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

a a2 x2 a2 x2 y 2

3. Evaluate
x y z dx dy dz
0 0 0

a a2 x2 a2 x2 y 2

Sol : I x y z dz dy dx
0 0 0

a2 x2 y 2
a a2 x2 2
xyz
dy dx
0 0
2 0

a a2 x2
xy 2 2 2
(a x y ) dy dx
0 0
2
a a2 x2
1
(xya 2 x 3 y x y3 )dy dx
20 0

a 2 2 3 2 2 a2 x2
1 xy a x y xy
dx
20 2 2 2 0
a
1
(a 4 x x 5 2 a 2 x 3 )
80
a
1 4 x2 x6 2a 2 x 4 a6
a
8 2 6 4 0
48

4. Evaluate xyz dx dy dz over the region R enclosed by the coordinate planes and the
R

plane x + y + z=1
Sol: In the given region, z varies from 0 to 1 – x – y
For z-=0, y varies from 0 to 1 – x. For y=0,x varies from 0 to 1.
1 1 x1 x y
x y z dx dy dz x y z dx dy dz
R x 0y 0 z 0
1 1 x
1
x y (1 x y) 2 dy dx
0 0
2

DEPT. OF MATHS/SJBIT Page 86

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

1 1 x
1
x (1 x) 2 y 2(1 x) y 2 y 3 dy dx
20 0
1
1 1 2 1
x (1 x) 2 (1 x) 2 (1 x)(1 x)3 (1 x) 4 dx
20 2 3 4
1 1
1 1 (1 x)6
x(1 x) 4 dx
24 0 24 30 0

1
720
Change of variable in triple integrals
Computational work can often be reduced while evaluating triple integrals by changing
the variables x, y, z to some new variables u, v, w, which related to x,y,z and which are
such that the
x x x
u v w
( x, y , z ) y y y
Jacobian J 0
(u, v, w) u v w
z z z
u v w
It can be proved that
f ( x, y, z )dxdydz
R

(u, v, w) Jdudvdw........(1)
R

R is the region in which (x,y,z) vary and R is the corresponding region in which
(u,v,w)vary and (u, v, w) f x(u, v, w), y(u, v, w), z (u, v, w)

Once the triple integral wrt (x,y,z) is changed to triple integral wrt (u,v,w) by using the
formula(1), the later integral may be evaluated by expressing it in terms of repeated
integrals with appropriate limit of integration

DEPT. OF MATHS/SJBIT Page 87

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Triple integral in cylindrical polar coordinates


Suppose (x,y,z) are related to three variables ( R, , z ) through the the
relation x R cos , y R sin , z zthenR, , z are called cylindriocal polar coordinates;
In this case,
x x x
R z
( x, y , z ) y y y
J R
( R, , z ) R z
z z z
R z

Hence dxdydz has to be changed to R dR d dz


Thus we have
f ( x, y, z )dxdydz
R

( R, , z ) RdRd dz
R

R is the region in which ( R, , z ) vary, as (x,y,z) vary in R


( R, , z ) f ( R cos , R sin , z )

Triple integral in spherical polar coordinates


Suppose (x,y,z) are related to three variables (r , , ) through the relations
x r sin cos , y r sin sin , z r cos . Then (r , , ) are called spherical polar
coordinates.

PROBLEMS:

1) If R is the region bounded by the planes x=0,y=0,z=0,z=1 and the


cylinder x 2 y 2 1.Evaluate the integral xyzdxdydz by changing it to cylindrical
R

polar coordinates.
Sol: Let ( R, , z ) be cylindrical polar coordinates. In thegiven region, R varies from 0

to 1, varies from 0 to and z varies from 0 to 1.


2

DEPT. OF MATHS/SJBIT Page 88

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

1 1
2
xyzdxdydz ( R cos )( R sin ) zR dR d dx
R 0 0 z 0
R

1 1
R3dR 2
sin cos zdz
0 0 0

1 1 cos 2 2
R3dR
4 0 2 0

1 1 3
R dR
4 0
1
16

2) Evaluate xyzdxdydz over the positive octant of the sphere by changing it to


R

spherical polar coordinates.

Sol: In the region, r varies from 0 to a, varies from 0 to and varies from 0 to.
2
The relations between Cartesian and spherical polar coordinates are

x r sin cos , y r sin sin , z r cos .....(1)


Also dxdydz r 2 sin drd d
We have x 2 y2 z2 a 2 .....(2)

a
xyzdxdydz 2 2
r sin cos r sin sin r cos r 2 sin drd d
0 0 r 0
R

2
r 5 sin 3 cos sin drd d
0

a6
cos cos 0
96
a6
48

DEPT. OF MATHS/SJBIT Page 89

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Application of double integrals:


Introduction: we now consider the use of double integrals for computing areas of plane and
curved surfaces and volumes, which occur quite in science and engineering.

Computation of plane Areas:

Recall expression
b y2 ( x ) d x2 (y)
f ( x, y )dA f ( x, y )dxdy f ( x, y )dydx f ( x, y )dxdy
A R a y1 ( x ) c x1 (y)
b y2 ( x ) d x2 (y)
dA dxdy dydx dxdy..........(1)
A R a y1 ( x ) c x1 (y)

The integral dA represents the total area of the plane region R over which the iterated integral
A

are taken . Thus (1) may be used to compute the area A. nNote that dx dy is the plane area
element dA in the Cartesian form.

Also dxdy rdrd , rdrd is the plane area element in polar form.
R R

Area in Cartesian form

Let the curves AB and CD be y1 f1 ( x)andy2 f 2 ( x) . Let the ordinates AC and BD be x=a and
x=b. So the area enclosed by the two curves and x=a and x=b is ABCD. Let p(x,y) and
be Q(x x, y y) two neighbouring points, then the area of the small rectangle PQ= x y

y2 y2
Area of the vertical strip = lim x y x dy
y 0 y1 y1

Since x the width of the strip is constant throughout, if we add all the strips from x=a to x=b
we get
h y2 b y2
The area ABCD =
limy 0 a
x dy dx dy
y1 a y1

DEPT. OF MATHS/SJBIT Page 90

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

b y2
Area= dxdy
a y1

Area in Polar form:

x2 y2
1. Find the area of the ellipse 1 by double integration.
a2 b2

b
Soln: For the vertical strip PQ, y varies from y =0 to y a2 x 2 when the strip is slided
a
from CB to A, x varies from x=0 to x=a
b 2 2
a x
a a
Therefore Area of the ellipse=4 Area of CAB 4 dydx
x 0 y 0

b 2 2
a x
a a a b 2 2
a x
a
4 dy dx 4 y 0 dx
0 0 0

a
a
b b x a2 x2 a2 x
4 a2 2
x dx 4 sin 1

0
a a 2 2 2
0
2 2
b a b a
4 sin 1 1 4 . . ab
a 2 a 2 2

2. Find the area between the parabolas y2=4ax and x2 = 4ay

Soln: We have y2=4ax ………………… (1)

and x2 = 4ay…………………(2).

Solving (1) and (2) we get the point of intersections (0,0) and (4a,4a) . The shaded portion
in the figure is the required area divide the arc into horizontal strips of width y

y2
x varies from p, to Q 4ay and then y varies from O, y=0 to A, y=4a .
4a

Therefore the required area is

DEPT. OF MATHS/SJBIT Page 91

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

4a 4 ay 4a 4 ay

dy dx dy x
2 y2
0 y 0
4a
4a

4a
3
4a
y2 y 2
1 y3
4ay dy 4a .
0
4a 3 4a 3
2 0

3
4 a 1 3
4a 2 4a
3 12a
32 2 16 2 16 2
a a a
3 3 3

Computation of surface area (using double integral):

The double integral can made use in evaluating the surface area of a surface.

Consider a surface S in space .let the equation of the surface S be z=f(x,y) . it can be that surface
area of this surface is
1
2 2 2
z z
Given by s 1 dxdy
A
x y

Where A the region representing the projection of S on the xy-plane.

Note that (x,y)vary over A as (x,y,z) vary over S.

Similarly if B and C projection of S on the yz-plane and zx - plane respectively , then


1
2 2 2
z z
s 1 dydz
A
z y
and
1
2 2 2
z z
s 1 dzdx
A
z x

1) Find the surface area of the sphere x2+y2+z2=a2.

Soln: the required surface arc is twice the surface are of the upper part of the given sphere,
whose equation is

DEPT. OF MATHS/SJBIT Page 92

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

1
z a2 x2 y2 2 z 0
1
z
this, gives, a2 x2 y2 2 2x
x

x
1
a2 x2 y2 2

z y
similarly, 1
x
a2 x2 y2 2

2 2
z z a2
1
x x a2 x2 y 2
hence, the, required , surface, area, is
1 1
2 2 2
z z a2 2
s 2 1 dxdy 2 dxdy
A
x y A
a2 x2 y2

Where A the projection of the sphere on the xy-plane . we note that this projication is the area
bounded by circle x2+y2=a2.hence in A ,Ѳ varies from 0to2

And r varies from 0to a, where (r, Ѳ) are the polar coordinates. put x=cos θ ,y=sin θ dxdy=rdrd θ
2 a 2 a
a r
s 2 rdrd 2 d rdr
0r 0 a2 r2 0 0 a2 r2
2 a 2
2 2 2
2a d a r 0 2a d a 2a 2 0 4 a2
0 0

2) Find the surface area of the portion of the cylinder x2+z2=a2 which lies inside the
cylinder x2+y2+=a2.

Soln: Let s1 be the cylinder x2+z2=a2 and s2 be the cylinder x2+z2=a2 for the cylinder
z x z
s1 , 0
x z y
2 2
z z x2 z2 x2 a2
so that ,1 1 2 0
x y z z2 a2 x2

The required surface area is twice the surface area of the upper part of the cylinder S 1 which lies
inside the cylinder x2+y2=a2. Hence the required surface area is

DEPT. OF MATHS/SJBIT Page 93

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

1
2 2 2
z z a
s 2 1 dA 2 dA,
A
x y a a2 x2

Where A is the projection of the cylinder S1 on the x y plane that llies with in the cylinder
S2:x2+y2=a2. In Ax varies from –a toa and for each x,y varies from a2 x 2 to a 2 x2

a a2 x2
a
s 2 dydx
x ay a 2
x 2 a2 x2
a
1 a2 x2
2a y dx
2 2 a2 x2
a a x
a
1
2a 2 a2 x 2 dx
2 2
a a x
a
a
4a dx 4a x a 4a a a 8a 2
a

Volume underneath a surface:

Let Z=(x,y)be the equation of the surface S. let P be a point on the surface S.let A denote the
orthogonal projection of S on the xy- plane . divide it into area elements by drawing thre lines
parallel to the axes of x and y on the elements x y as base ,erect a cylinder having generators
parallel to QZ and meeting the surface S in an element of area s .the volume underneath the
surface bounded by S, its projection A on xy plane and the cylinder with generator through the
boundary curve of A on the xy plane and parallel to OZ is given by,

v f x, y dxdy Zdxdy
A A

x2 y2 z2
1) Find the volume of the ellipsoid 1
a2 b2 c2

Sol: Let S denote the surface of the ellipsoid above the xy-plane .the equation of this surface
x2 y2 z2
1z 0
a2 b2 c2
is 1
x2 y2 2
or , z c1 f x, y
a2 b2

DEPT. OF MATHS/SJBIT Page 94

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

The volume of the region bounded by this surface and the xy-plane gives the volume v1of the
upper half of the full ellipsoid .this volume is given by v1 x, y dxdy
A

Where A is the area of the projection of S on the xy plane .

x2 y2
Note that A is the area bounded by the ellipse 1
a2 b2
1
x2 y2 2 2
v1 1 dxdy c ab
A a2 b2 3
2
ac
3

2 4
The volume of the full ellipsoid is 2v1.thus the required volume is v 2. abc abc
3 3

Volume of revolution using double integrals:

Let y=f(x) be a simples closed plane curves enclosing an area A. suppose this curve is revolved
about the x-axis. Then it can be proved that the volume of the solid generated is given by the
formula .

v 2 ydA 2 ydxdy
A

In polar form this formula becomes v r 2 sin d dr


A

1) Find the volume generated by the revolution of the cardioids r =a (1+cosθ) about the
intial line.
Sol: The given cardioids is symmetrical about the initial line θ=0.therfore the volume
generated by revolving the upper part of the curve about the initial line is same as the volume
generated by revolving the whole the curve .for the upper part of the curve θ varies from 0 to
π and for each θ , r varies from 0 to a(1+cosθ),therefore the required volume is

DEPT. OF MATHS/SJBIT Page 95

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

a (1 co s )

v 2 r 2 sin drd
0 r 0
a 1 co s
r3
2 sin d
0
3 0

3
2 a3
1 cos sin d
3 0

4
2 a3 1 cos 8
a3
3 4 0
3

Computation of volume by triple integrals:

Recall the expression,

b h x x, y

f x, y, z dv f x, y, z dxdydz x, y, z dz dy dx
v R a g x x, y

As a particular case ,where f(x,y,z)=1,this expression becomes


b h x x, y

dv dxdydz dzdydx ………………………..(1)


v R a g x x, y

The integral dv represents the volume V of the region R. thus expression (1)may be used to
v

compute V.

If(x,y,z) are changed to (u,v,w)we obtained the following expression for the volume,

dv dxdydz jdudvdw …………………………(2)


v R R*

Taking (u,v,w)= (R,φ,z) in (2)

We obtained dv RdRd dz …………….(3) an expression for volume in terms of


v R

cylindrical polar coordinates.

Similarly dv r 2 sin drd d an expression for volume in terms of spherical polar


v R

coordinates.

DEPT. OF MATHS/SJBIT Page 96

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

PROBLEMS:

1) Find the volume common to the cylinders x2+y2=a2 and x2+z2=a2

Soln: In the given region z varies from a2 x 2 to a2 x 2 and y varies from


a2 x 2 to a2 x 2 .for z=0, y=0 x varies from –a to a

Therefore, required volume is

a a2 x2 a2 x2
v dzdydx
x ay a 2 2
x z a 2
x 2

a2 x2
a a2 x2
z dydx
a a2 x2 a2 x2

a a2 x2
2 a2 x 2 dydx
a a2 x2

a2 x2
a
a2 x 2 dy dx
2
a2 x2
a

a a2 x2

2 a2 x2 y dx
a 2 2
a x
a
2 a2 x2 2 a2 x 2 dx
a
a a
2 2 2 x3
4 a x dx 4 a x
a
3 a
3 3
a a
4 a3 a3
3 3
2a 3 16a 3
4 2a 3
3 4

2) Find the volume bounded by the cylinder x2+y2=4 and the planes y+z=3 and z=0

Soln: Here z varies from 0 to 3-y, y varies from ( 4 x2 ) to ( 4 x2 ) and x varies from -2 to 2

DEPT. OF MATHS/SJBIT Page 97

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Required volume

2 4 x2 3 y

V dzdydx
x 2y 4 x2 z 0
3 y
2 4 x2 3 y 2 4 x2
dx dy dz dx dy z
2 4 x2 0 2 4 x2 0

2 4 x2 2 4 x2
y2
dx 3 y dy dx 3
2 4 x 2 2
2 4 x2

2
4 x2 4 x2
3 4 x2 3 4 x2 dx
2
2 2
2 2
x
2 4 x
6 4 x dx 6 4 x2 sin 1
2
2 2 2 2

1 2 1 2
6 2sin 2sin 12 12
2 2 2 2

BETA AND GAMMA FUNCTIONS

Definitions

DEPT. OF MATHS/SJBIT Page 98

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Properties of Beta and Gamma Functions

DEPT. OF MATHS/SJBIT Page 99

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 100

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 101

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 102

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 103

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Relationship between Beta and Gamma Functions

DEPT. OF MATHS/SJBIT Page 104

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 105

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

DEPT. OF MATHS/SJBIT Page 106

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

1.
Sol:

DEPT. OF MATHS/SJBIT Page 107

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

2.

DEPT. OF MATHS/SJBIT Page 108

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

MODULE – 5
LAPLACE TRANSFORM
INTRODUCTION
 Laplace transform is an integral transform employed in solving physical problems.

 Many physical problems when analysed assumes the form of a differential equation
subjected to a set of initial conditions or boundary conditions.

 By initial conditions we mean that the conditions on the dependent variable are specified
at a single value of the independent variable.

 If the conditions of the dependent variable are specified at two different values of the
independent variable, the conditions are called boundary conditions.

 The problem with initial conditions is referred to as the Initial value problem.

 The problem with boundary conditions is referred to as the Boundary value problem.

d2y dy
Example 1: The problem of solving the equation 2 y x with conditions y(0) = y
dx dx
(0) = 1 is an initial value problem.

d2y dy
Example 2: The problem of solving the equation 3 2 2 y cos x with y(1)=1,
dx dx
y(2)=3 is called Boundary value problem.

Laplace transform is essentially employed to solve initial value problems. This technique
is of great utility in applications dealing with mechanical systems and electric circuits.
Besides the technique may also be employed to find certain integral values also. The
transform is named after the French Mathematician P.S. de’ Laplace (1749 – 1827).

The subject is divided into the following sub topics.

DEPT. OF MATHS/SJBIT Page 109

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

LAPLACE TRANSFORMS

Definition and Transforms of Convolution Inverse Solution of


Properties some functions theorem transforms differential
equations

Definition:
Let f(t) be a real-valued function defined for all t 0 and s be a parameter, real or
st
complex. Suppose the integral e f (t )dt exists (converges). Then this integral is called the
0
Laplace transform of f(t) and is denoted by L[f(t)].

st
Thus, L[f(t)] = e f (t ) dt (1)
0

We note that the value of the integral on the right hand side of (1) depends on s. Hence
L[f(t)] is a function of s denoted by F(s) or f (s) .

Thus, L[f(t)] = F(s) (2)

Consider relation (2). Here f(t) is called the Inverse Laplace transform of F(s) and is
denoted by L-1 [F(s)].

Thus, L-1 [F(s)] = f(t) (3)

Suppose f(t) is defined as follows :

f1(t), 0<t<a

f(t) = f2(t), a<t<b

f3(t), t>b

Note that f(t) is piecewise continuous. The Laplace transform of f(t) is defined as

DEPT. OF MATHS/SJBIT Page 110

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

st
L[f(t)] = e f (t )
0

a b
st st st
= e f 1 (t )dt e f 2 (t )dt e f 3 (t )dt
0 a b

NOTE: In a practical situation, the variable t represents the time and s represents frequency.
Hence the Laplace transform converts the time domain into the frequency domain.

Basic properties
The following are some basic properties of Laplace transforms:

1.Linearity property: For any two functions f(t) and (t) (whose Laplace transforms exist)
and any two constants a and b, we have

L [a f(t) + b (t)] = a L[f(t)] + b L[ (t)]

Proof :- By definition, we have

st st st
L [af (t) + b (t)] = e af (t ) b (t ) dt = a e f (t )dt b e (t )dt
0 0 0

= a L[f(t)] + b L[ (t)]

This is the desired property.

In particular, for a=b=1, we have

L [ f(t) + (t)] = L [f(t)] + L[ (t)]

and for a = -b = 1, we have L [ f(t) - (t)] = L [f(t) ]- L[ (t)]

1 s
2.Change of scale property: If L L[f(t)] = F(s), then L[f(at)] = F , where a is a
a a
positive constant.

Proof: - By definition, we have

st
L[f(at)] = e f (at )dt (1)
0

DEPT. OF MATHS/SJBIT Page 111

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Let us set at = x. Then expression (1) becomes,

s
1 a
x
L f(at) = e f ( x)dx
a0

1 s
F
a a

This is the desired property.

3. Shifting property: -Let abe any real constant. Then


L [eatf (t)] = F(s-a)

Proof :- By definition, we have

st
L [eatf (t)] = e e at f (t ) dt
0

(s a)
=
e f (t )dt
0

= F(s-a)

This is the desired property. Here we note that the Laplace transform of eat f(t) can be written
down directly by changing s to s-a in the Laplace transform of f(t).

LAPLACE TRANSFORMS OF STANDARD FUNCTIONS


1. Let a be a constant. Then

L[(eat)] =
e st e at dt e ( s a )t
dt
0 0

e ( s a )t 1
=
( s a) 0 s a, s>a

Thus,

DEPT. OF MATHS/SJBIT Page 112

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

1
L[(eat)] =
s a

In particular, when a=0, we get

1
L(1) = , s>0
s

By inversion formula, we have

1 1
L1 e at L 1 e at
s a s

e at e at 1 st
2. L(cosh at) = L = e e at e at
dt
2 20

1 ( s a )t ( s a )t
= e e dt
20
Let s > |a|. Then,

1 e ( s a )t e ( s a )t
L(cosh at ) s
2 ( s a) ( s a) 0 =
s2 a2

s
Thus, L (cosh at) = , s > |a|
s2 a2
and so

s
L1 cosh at
s2 a2

e at e at
a
3. L (sinh at) = L 2 , s > |a|
2 s a2

Thus,

DEPT. OF MATHS/SJBIT Page 113

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

a
L (sinh at) = , s > |a|
s2 a2
and so,

1 sinh at
L1
s2 a2 a

st
4. L (sin at) = e sin at dt
0

Here we suppose that s > 0 and then integrate by using the formula

e ax
e ax sin bxdx a sin bx b cos bx
a2 b2
Thus,

a
L (sinh at) = , s>0
s2 a2
and so

1 sinh at
L1 2 2
s a a

st
5. L (cos at) = e cos atdt
0

Here we suppose that s>0 and integrate by using the formula

e ax
e ax cos bxdx a cos bx b sin bx
a2 b2

s
Thus, L (cos at) = , s>0
s2 a2

DEPT. OF MATHS/SJBIT Page 114

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

s
and so L1 cos at
s2 a2

6. Let n be a constant, which is a non-negative real number or a negative non-integer. Then

L(tn) = e st t n dt
0

Let s > 0 and set st = x, then

n
n x x dx 1
L(t ) e n 1
e x x n dx
0
s s s 0

The integral e x x n dx is called gamma function of (n+1) denoted by (n 1) . Thus


0

(n 1)
L(t n )
sn 1
In particular, if n is a non-negative integer then (n 1) =n!. Hence

n!
L(t n )
sn 1
and so

1 1 tn tn
L or as the case may be
sn 1
(n 1) n!
Application of shifting property:-
The shifting property is

If L f(t) = F(s), then L [eatf(t)] = F(s-a)

Application of this property leads to the following results :

DEPT. OF MATHS/SJBIT Page 115

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

s s a
1. L(e at cosh bt ) L(cosh bt ) s s a 2 2 =
s b s s a ( s a) 2 b 2

Thus,

s a
L(eatcoshbt) =
( s a) 2 b 2

and

s a
L1 e at cosh bt
( s a) 2 b 2

at a
2. L(e sinh bt )
( s a) 2 b2

and

1
L1 e at sinh bt
( s a) 2 b 2

s a
3. L(e at cos bt )
( s a) 2 b 2
and

s a
L1 e at cos bt
( s a) 2 b 2

b
4. L(e at sin bt )
( s a) 2 b2
and

DEPT. OF MATHS/SJBIT Page 116

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

1 1 e at sin bt
L
( s a) 2 b2 b

(n 1) n!
5. L(e at t n ) or as the case may be
( s a) n 1 ( s a) n 1

Hence

11 e at t n n!
L or as the case may be
( s a) n 1
(n 1) ( s a) n 1

Examples :-
1. Find L[f(t)] given f(t) = t, 0 < t < 3
4, t>3

Here

3
st
L[f(t)]= e f (t )dt e st tdt 4e st dt
0 0 3

Integrating the terms on the RHS, we get

1 3s 1 3s
L[f(t)] = e (1 e )
s s2
This is the desired result.

2. Find L[f(t)] given L[f(t)] = sin2t, 0 < t

0, t>

Here

st st st
L[f(t)] = e f (t )dt e f (t )dt = e sin 2tdt
0 0

DEPT. OF MATHS/SJBIT Page 117

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

st
e 2
= 2
s sin 2t 2 cos 2t = 1 e s
s 4 0 s 2
4

This is the desired result.

3. Evaluate: (i) L(sin3t sin4t)


(ii) L(cos2 4t)
(iii) L(sin32t)

1
(i) Here L(sin3t sin4t) = L [ (cos t cos 7t )]
2

1
= L(cos t ) L(cos 7t ) , by using linearity property
2

1 s s 24s
= 2 2 2
2 s 1 s 49 (s 1)( s 2 49)

(ii) Here

1 1 1 s
L(cos24t) = L (1 cos 8t ) 2
2 2 s s 64

(iii) We have

1
sin 3 3sin sin 3
4

For =2t, we get

1
sin 3 2t 3sin 2t sin 6t
4

so that

1 6 6 48
L(sin 3 2t ) 2 2 2
4 s 4 s 36 (s 4)( s 2 36)

This is the desired result.

DEPT. OF MATHS/SJBIT Page 118

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

4. Find L(cost cos2t cos3t)

1
Here cos2t cos3t = [cos 5t cos t ]
2

so that

1
cost cos2t cos3t = [cos 5t cos t cos 2 t ]
2

1
= [cos 6t cos 4t 1 cos 2 t ]
4

1 s s 1 s
Thus L(cost cos2t cos3t) = 2 2 2
4 s 36 s 16 s s 4

5. Find L(cosh22t)

We have

1 cosh 2
cosh 2
2

For = 2t, we get

1 cosh 4t
cosh 2 2t
2

Thus,

1 1 s
L(cosh 2 2t ) 2
2 s s 16

1
6. Evaluate (i) L( t ) (ii) L (iii) L(t-3/2)
t

(n 1)
We have L(tn) =
sn 1

1
(i) For n= , we get
2

DEPT. OF MATHS/SJBIT Page 119

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

1
( 1)
L(t1/2) = 2
s3 / 2

1 1 1
Since (n 1) n (n) , we have 1
2 2 2 2

Thus, L( t ) 3
2
2s

1
(ii) For n = - , we get
2

1
1
2 2
L(t ) 1
s 2 s

3
(iii) For n = - , we get
2

1
3
2 2 2
L(t ) 1 1
2 s
2 2
s s

7. Evaluate: (i) L(t2) (ii) L(t3)

We have,

n!
L (tn) =
sn 1

(i) For n = 2, we get

2! 2
L (t2) =
s3 s3

(ii) For n=3, we get

3! 6
L (t3) =
s4 s4

8. Find L [e-3t (2cos5t – 3sin5t)]

DEPT. OF MATHS/SJBIT Page 120

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Given =

2L (e-3t cos5t) – 3L(e-3t sin5t)

s 3 15
=2 , by using shifting property
( s 3)2 25 ( s 3) 2 25

2s 9
= 2
, on simplification
s 6s 34

9. Find L [coshat sinhat]

eat e at

Here L [coshat sinat] = L sin at


2

1 a a
=
2 ( s a) 2 a 2
( s a) 2 a2

a ( s 2 2a 2 )
, on simplification
[( s a) 2 a 2 ][(s a) 2 a 2 ]

10. Find L (cosht sin3 2t)

Given

et e t
3sin 2t sin 6t
L
2 4

1
= 3 L et sin 2t L(et sin 6t ) 3L(e t sin 2t ) L(e t sin 6t )
8

1 6 6 6 6
=
8 ( s 1) 2 4 ( s 1) 2 36 ( s 1) 2 4 ( s 1) 2 36

3 1 1 1 1
=
4 ( s 1) 2 4 ( s 1) 2 36 ( s 1) 2 24 ( s 1) 2 36

DEPT. OF MATHS/SJBIT Page 121

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

5
4t 2
11. Find L(e t )

We have

(n 1)
L(tn) = Put n= -5/2. Hence
sn 1

( 3 / 2) 4
L(t-5/2) = Change s to s+4.
s 3/ 2 3s 3/ 2

4
Therefore, L (e 4 t t 5/ 2
) 3/ 2
3( s 4)

Transform of tn f(t)
Here we suppose that nis a positive integer. By definition, we have

st
F(s) = e f (t ) dt
0

Differentiating ‘n’ times on both sides w.r.t. s, we get

dn n
st
F (s) e f (t )dt
ds n s n
0

Performing differentiation under the integral sign, we get

dn
F (s) ( t)n e st
f (t )dt
ds n 0

Multiplying on both sides by (-1)n , we get

dn
n
( 1) F (s) (t n f (t )e st dt L[t n f (t )] , by definition
ds n 0

Thus,

dn
L [tnf(t)]= ( 1)
n
F ( s)
ds n

This is the transform of tn f (t).


DEPT. OF MATHS/SJBIT Page 122

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Also,

dn
L1 F ( s) ( 1) n t n f (t )
ds n

In particular, we have

d
L[t f(t)] = F (s) , for n=1
ds

2 d2
L [t f(t)]= 2 F ( s ) , for n=2, etc.
ds

d
Also, L1 F ( s) tf (t ) and
ds

1 d2
L F ( s) t 2 f (t )
ds 2

f(t)
Transform of
t

st
We have, F(s) = e f (t ) dt
0

Therefore,

F ( s )ds e st f (t )dt ds
s s 0

= f (t ) e st ds dt
0 s

st
e
= f (t ) dt
0 t s

DEPT. OF MATHS/SJBIT Page 123

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

st f (t ) f (t )
= e dt L
0
t t

f (t )
Thus, L F ( s )ds
t s

f (t )
This is the transform of
t

1 f (t )
Also, L F ( s)ds
s
t

Examples :

1. Find L [te-t sin4t]

t 4
We have, L[e sin 4t ]
( s 1) 2 16

So that,

d 1
L [te-t sin4t] = 4
ds s 2 2 s 17

8( s 1)
=
( s 2s 17) 2
2

2. Find L (t2 sin3t)

3
We have L (sin3t) = 2
s 9

So that,
2 d2 3
L (t sin3t) = 2 2
ds s 9
d s
= 6
ds ( s 9) 2
2

18( s 2 3)
=
( s 2 9) 3

DEPT. OF MATHS/SJBIT Page 124

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

e t sin t
3. Find L
t

We have

1
L(e t sin t )
( s 1) 2 1

e t sin t ds
Hence L = tan 1 ( s 1) s
t 0 (s 1) 2 1

= tan 1 ( s 1) = cot –1 (s+1)


2

sin t sin at
4. Find L . Using this, evaluate L
t t

1
We have L (sint) = 2
s 1

sin t ds
So that L [f (t)] = L = 2
tan 1 s S
t s s 1

= tan 1 s cot 1 s F ( s)
2

Consider

sin at sin at
L =aL aLf (at )
t at

1 s
=a F , in view of the change of scale property
a a

1 s
= cot
a

DEPT. OF MATHS/SJBIT Page 125

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

cos at cos bt
5. Find L
t

s s
We have L [cosat – cosbt] = 2 2 2
s a s b2

cos at cos bt s s
So that L = ds
t s s2 a2 s2 b2

1 s2 a2
= log 2
2 s b2 s

1 s2 a2 s2 a2
= Lt log 2 log
2 s s b2 s2 b2

1 s2 b2
= 0 log 2
2 s a2

1 s2 b2
= log 2
2 s a2

3
6. Prove that e 3t t sin tdt
0
50

We have

d d 1
e st t sin tdt L(t sin t ) = L(sin t ) = 2
0 ds ds s 1

2s
=
( s 1) 22

Putting s = 3 in this result, we get

3
e 3t t sin tdt
0
50

This is the result as required.

DEPT. OF MATHS/SJBIT Page 126

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Consider

st
L f (t ) = e f (t ) dt
0

st st
= e f (t ) 0 ( s )e f (t )dt , by using integration by parts
0

st
= Lt (e f (t ) f (0) sLf (t )
t

= 0 - f (0) + s L[f(t)]

Thus

L f (t ) = s L[f(t)] – f(0)

Similarly,

L f (t ) = s2 L[f(t)] – s f(0) - f (0)

In general, we have

Lf n (t ) s n Lf (t ) s n 1 f (0) s n 2 f (0) ....... f n 1 (0)

Transform of f(t)dt
0

Let (t) = f (t )dt . Then (0) = 0 and (t) = f(t)


0

st
Now, L (t) = e (t )dt
0

st st
e e
= (t ) (t ) dt
s 0 0
s

DEPT. OF MATHS/SJBIT Page 127

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

1
= (0 0) f (t )e st dt
s0

t
1
Thus, L f (t )dt L[ f (t )]
0
s

t
1 1
Also, L L[ f (t )] f (t )dt
s 0

Examples:

1. By using the Laplace transform of sinat, find the Laplace transforms of cosat.
a
Let f(t) = sin at, then Lf(t) = 2
s a2

We note that

f (t ) a cos at

Taking Laplace transforms, we get

Lf (t ) L(a cos at ) aL(cos at )

1 1
or L(cosat) = Lf (t ) sLf (t ) f (0)
a a

1 sa
= 0
a s a2
2

Thus

s
L(cosat) = 2
s a2

This is the desired result.

t 1 1 1
2. Given L 2 3/ 2
, show that L
s t s

t 1
Let f(t) = 2 , given L[f(t)] = 3/ 2
s
DEPT. OF MATHS/SJBIT Page 128

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

2 1 1
We note that, f (t )
2 t t

Taking Laplace transforms, we get

1
Lf (t ) L
t

Hence

1
L Lf (t ) sLf (t ) f (0)
t

1
= s 3/ 2
0
s

1 1
Thus L
t s

This is the result as required.

t
cos at cos bt
3. Find L dt
0
t

cos at cos bt 1 s2 b2
Here L[f(t)] = L log 2
t 2 s a2

t
1
Using the result L f (t )dt Lf (t )
0
s

t
cos at cos bt 2 2
We get, L dt = 1 log s 2 b 2
0
t 2s s a

t
t
4. Find L te sin 4tdt
0

DEPT. OF MATHS/SJBIT Page 129

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

8( s 1)
Here L te t sin 4t
( s 2 2 s 17) 2

t
8( s 1)
Thus L te t sin 4tdt =
0
s ( s 2s 17) 2
2

Laplace Transform of a periodic function


Formula: Let f (t) be a periodic function of period T. Then

T
1 st
Lf (t ) ST
e f (t )dt
1 e 0

Proof :By definition, we have

st su
L f (t) = e f (t )dt e f (u )du
0 0

T 2T ( n 1)T
su su su
= e f (u )du e f (u )du ....... e f (u )du ....
0 T nT

( n 1)T
su
= e f (u)du
n 0 nT

Let us set u = t + nT, then

T
s ( t nT )
L f(t) = e f (t nT )dt
n 0t 0

Here

f(t+nT) = f(t), by periodic property

Hence

T
sT n st
Lf (t ) (e ) e f (t )dt
n 0 0

DEPT. OF MATHS/SJBIT Page 130

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

T
1 st
= ST
e f (t )dt , identifying the above series as a geometric series.
1 e 0

T
1 st
Thus L[ f(t)] = sT
e f (t )dt
1 e 0

This is the desired result.

Examples:-
1. For the periodic function f(t) of period 4, defined by f(t) = 3t, 0 < t < 2
6, 2 < t < 4

find L [f(t)]

Here, period of f(t) = T = 4

We have,

T
1 st
L f(t) = sT
e f (t )dt
1 e 0

4
1 st
= 4s
e f (t )dt
1 e 0

2 4
1 st
= 4s
3te dt 6e st dt
1 e 0 2

2 4
st 2 st st
1 e e e
= 4s
3 t 1. dt 6
1 e s 0 0
s s 2

2s 4s
1 31 e 2 se
= 4s
1 e s2

Thus,

3(1 e 2 s 2 se 4s
)
L[f(t)] =
s 2 (1 e 4 s )

DEPT. OF MATHS/SJBIT Page 131

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

2
3. A periodic function of period is defined by

f (t)= Esin t, 0 t<

2
0, t

E
where E and are positive constants. Show that L f(t) =
(s 2 w 2 )(1 e s/w
)

2
Sol: Here T = . Therefore

2 /
1 st
L f(t) = s(2 / )
e f (t )dt
1 e 0

/
1 st
= s(2 / )
Ee sin tdt
1 e 0

st /
E e
= s(2 / )
s sin t cos t
1 e s2 2
0

E (e s /
1)
= s(2 / )
1 e s2 2

E (1 e s / )
= s /
(1 e )(1 e s / )( s 2 2
)

E
= s /
(1 e )( s 2 2
)

This is the desired result.

3. A periodic function f(t) of period 2a, a>0 is defined by

f (t)= E, 0 t a

DEPT. OF MATHS/SJBIT Page 132

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

-E, a < t 2a

E as
show that L [f (t)] = tanh
s 2

2a
1 st
Sol: Here T = 2a. Therefore L [f (t)] = 2 as
e f (t )dt
1 e 0

a 2a
1 st
= Ee dt Ee st dt
1 e 2 as 0 a

E sa 2 as as
= 2 as
1 e (e e )
s (1 e )

E as 2
2 as
1 e
s (1 e )

E (1 e as ) 2
s(1 e as )(1 e as
)

E e as / 2 e as / 2

=
s e as / 2 e as / 2

E as
tanh
s 2

This is the result as desired.

Step Function:
In many Engineering applications, we deal with an important discontinuous function H
(t-a) defined as follows:

0, t a

H (t-a) = 1, t > a

where a is a non-negative constant.

DEPT. OF MATHS/SJBIT Page 133

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

This function is known as the unit step function or the Heaviside function. The function is
named after the British electrical engineer Oliver Heaviside.The function is also denoted by
u (t-a). The graph of the function is shown below:

H (t-1)

Note that the value of the function suddenly jumps from value zero to the value 1 as t a
from the left and retains the value 1 for all t>a. Hence the function H (t-a) is called the unit step
function.

In particular, when a=0, the function H(t-a) become H(t), where

0, t 0

H(t) = 1, t>0

Transform of step function


st
By definition, we have L [H(t-a)] = e H (t a)dt
0

a
st st
= e 0dt e (1)dt
0 a

as
e
=
s
1
In particular, we have L H(t) =
s

as
1 e 1
Also, L H (t a) and L 1 H (t )
s s

Unit step function (Heaviside function)

Statement: - L [f (t-a) H (t-a)] = e-as Lf(t)

Proof: - We have

DEPT. OF MATHS/SJBIT Page 134

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

L [f(t-a) H(t-a)] = f (t a ) H (t a )e st dt
0

st
= e f (t a)dt
a

Setting t-a = u, we get

s(a u)
L[f(t-a) H(t-a)] = e f (u )du
0

= e-as L [f(t)]

This is the desired shift theorem.

Also, L-1 [e-as L f(t)] = f(t-a) H(t-a)

Examples:

1. Find L [et-2 + sin(t-2)] H(t-2)


Sol: Let f (t-2) = [et-2 + sin (t-2)]

Then f (t) = [et + sint]

1 1
so that L f(t) = 2
s 1 s 1

By Heaviside shift theorem, we have

L[f(t-2) H(t-2)] = e-2s Lf(t)

Thus,

1 1
L[e (t 2)
sin( t 2)]H (t 2) e 2s
2
s 1 s 1

2. Find L (3t2 +2t +3) H(t-1)

Sol: Let f(t-1) = 3t2 +2t +3


DEPT. OF MATHS/SJBIT Page 135

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

so that

f (t) = 3(t+1)2 +2(t+1) +3 = 3t2 +8t +8

Hence

6 8 8
L[ f (t )]
s3 s2 s

Thus

L [3t2 +2t +3] H(t-1) = L[f(t-1) H(t-1)]

= e-s L [f(t)]

s 6 8 8
=e
s3 s2 s

3. Find Le-t H (t-2)

Sol: Let f (t-2) = e-t , so that, f(t) = e-(t+2)

e2
Thus, L [f(t)] =
s 1

By shift theorem, we have

2 ( s 1)
2s e
L[ f (t 2) H (t 2)] e Lf (t )
s 1
Thus

2 ( s 1)
t e
L e H (t 2)
s 1
f1 (t), t a

4. Let f (t) = f2 (t) , t > a

Verify that f(t) = f1(t) + [f2(t) – f1(t)]H(t-a)

Sol: Consider

DEPT. OF MATHS/SJBIT Page 136

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

f1(t) + [f2(t) – f1(t)]H(t-a) = f1(t) + f2 (t) – f1(t), t > a

0, t a

= f2 (t), t > a

f1(t), t a = f(t), given

Thus the required result is verified.

5. Express the following functions in terms of unit step function and hence find their
Laplace transforms.

1. f(t) = t2 , 1 < t 2

4t , t>2

Sol: Here, f(t) = t2 + (4t-t2) H(t-2)

2
Hence, L f(t) = L(4t t 2 ) H (t 2) (i)
s3

Let (t-2) = 4t – t2

so that (t) = 4(t+2) – (t+2)2 = -t2 + 4

2 4
Now, L[ (t )]
s3 s

Expression (i) reads as

2
L f(t) = L (t 2) H (t 2)
s3

2 2s
= e L (t )
s3
2 2s 4 2
= e
s3 s s3

This is the desired result

DEPT. OF MATHS/SJBIT Page 137

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

3. Find Laplace transform of f (t) = cost, 0 < t <

sint, t >

Sol: Here f(t) = cost + (sint-cost)H(t- )

s
Hence, L[ f(t)] = 2
L(sin t cos t ) H (t ) (ii)
s 1

Let (t- ) = sint – cost

Then (t) = sin(t + ) – cos(t + ) = -sint + cost

1 s
so that L[ (t)] = 2 2
s 1 s 1

s
Expression (ii) reads as L [f(t)] = 2
L (t ) H (t )
s 1

s s
= 2
e L (t )
s 1
s s s 1
= 2
e
s 1 s2 1

DEPT. OF MATHS/SJBIT Page 138

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

UNIT IMPULSE FUNCTION

DEPT. OF MATHS/SJBIT Page 139

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Solution:

3.

4.

DEPT. OF MATHS/SJBIT Page 140

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

The Inverse Laplace Transforms


Introduction:
Let L [f (t)]= F(s). Then f(t) is defined as the inverse Laplace transform of F(s) and is
denoted by L-1 F(s). Thus L-1 [F(s)] = f (t).
Linearity Property
Let L-1 [F(s)] = f(t) and L-1 [G(s) = g(t)] and a and b be any two constants. Then
L-1 [a F(s) + b G(s)] = a L-1 [F(s)] + b L-1[G(s)]

Table of Inverse Laplace Transforms

F(s) f (t ) L 1 F ( s)

1 1
,s 0
s

1
,s a e at
s a

s Cos at
2 2
,s 0
s a

DEPT. OF MATHS/SJBIT Page 141

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

1 Sin at
2 2
,s 0
s a a

1 Sin h at
2 2
,s a
s a a

s
2
,s a
s a2
Cos h at

1 tn
,s 0
sn 1
n!
n = 0, 1, 2, 3, . . .

1 tn
n 1
,s 0
s n 1
n > -1

Example
1. Find the inverse Laplace transforms of the following:
1 s b 2s 5 4s 9
(i) (ii) 2 2
(iii) 2
2s 5 s a 4s 25 9 s 2

Here

5t
1 1 1 1 1 1 2
(i) L L e
2s 5 2 s 5 2
2

s b s 1 b
(ii) L 1 L1 bL1 cos at sin at
s a2
2
s 2
a 2
s 2
a 2
a

5 s 9
2s 5 4s 8 2 1 s 2 2
(iii) L 1 L 4L 1
4s 2 25 9 s 2 4 25 s 2
9
s2
4

DEPT. OF MATHS/SJBIT Page 142

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

1 5t 5t 3
cos sin 4 cos h3t sin h3t
2 2 2 2

Evaluation of L-1 F(s – a)

We have, if L [f(t)] = F(s), then L[eat f(t)] = F(s – a), and so

L-1 [F(s – a) ]= eat f (t) = e at L-1 [F(s)]

Examples

3s 1
1. Evaluate : L 1 4
s 1

3 s 1 -1 1 1 1
Given L-1 4
3L1 3
2L1 4
s 1 s 1 s 1

t 1 1
3e L1 2e t
L1
s3 s4

Using the formula

1 tn
L1 and taking n 2 and 3, we get
sn 1
n!

3e t t 2 e tt 3
Given
2 3

s 2
2. Evaluate : L-1 2
s - 2s 5

s 2 s 1 3
Given L-1 2
L1 2
s 1 4 s 1 4
s 1 1
L1 2
3L 1 2
s 1 4 s 1 4

DEPT. OF MATHS/SJBIT Page 143

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

s 1
e t L-1 2
3 et L 1 2
s 4 s 4

3 t
et cos 2t e sin 2t
2

2s 1
3.Evaluate :L 1 2
s 3s 1

3 3
-1
s 1 1
s 1
Given 2L 2
2 L 2
L1
3 2 5 3 2 5 3 2 5
s s s
2 4 2 4 2 4

3t 3t
1 s 1
2 e 2
L e 2
L1
s2 5 s2 5
4 4

3t
2
5 2 5
2e cos h t sin h t
2 5 2

-1 2 s 2 5s 4
4. Evaluate : L
s 3 s 2 2s

we have

2 s 2 5s 4 2 s 2 5s 4
s 3 s 2 2s s s2 s 2
2 s 2 5s 4
ss 2 s 1
A B C
s s 2 s 1

Then 2s2+5s-4 = A(s+2) (s-1) + Bs (s-1) + Cs (s+2)

For s = 0, we get A = 2, for s = 1, we get C = 1 and for s = -2, we get B = -1. Using these values
in (1), we get

DEPT. OF MATHS/SJBIT Page 144

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

2 s 2 5s 4 2 1 1
s 3 s 2 2s s s 2 s 1

Hence

1 2 s 2 5s 4 2t
L 2 e et
s 2 s 2 25

4s 5
5. Evaluate : L 1 2
s 1 s 2

Let us take

4s 5 A B C
s 12 s 2 s 12 s 1 s 2

Then 4s + 5 =A(s + 2) + B(s + 1) (s + 2) + C (s + 1)2

For s = -1, we get A = 1, for s = -2, we get C = -3

Comparing the coefficients of s2, we get B + C = 0, so that B = 3. Using these values in

4s 5 1 3 3
(1), we get s 12 s 2 s 12 s 1 s 2

1 4s 5 1 1 1
Hence L 2
e tL 1 3e t L 1 3e 2t
L1
s 1 s 2 s2 s s

t t 2t
te 3e 3e

s3
6. Evaluate :L 1
s4 a4

s3 A B Cs D
4 4
(1)
Let s a s a s a s2 a2

Hence s3 = A(s + a) (s2 + a2) + B (s-a)(s2+a2)+(Cs + D) (s2 – a2)

For s = a, we get A = ¼; for s = -a, we get B = ¼; comparing the constant terms, we get

DEPT. OF MATHS/SJBIT Page 145

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

D = a(A-B) = 0; comparing the coefficients of s3, we get

1 = A + B + C and so C = ½. Using these values in (1), we get

s3 1 1 1 1 s
4 4
s a 4 s a s a 2 s2 a2

Taking inverse transforms, we get

1 s3 1 at at 1
L e e cos at
s4 a4 4 2

1
cos hat cos at
2

s
7. Evaluate :L 1 4
s s2 1

s s 1 2s
4
s s2 1 s 2
s 1 s 2
s 1 2 s2 s 1 s2 s 1
Consider

1 s2 s 1 s2 s 1
2 s2 s 1 s2 s 1

1 1 1
2 2
2 s s 1 s s 1

1 1 1
2 1 2 3 1 2 3
s 2
s 2
4 4

Therefore

1 1
1 s 1 2t 1 1 t 1
L 4
e L e 2
L1
s s2 1 2 3 3
s2 s2
4 4

DEPT. OF MATHS/SJBIT Page 146

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

3 3
1 sin t 1 sin t
1 2t 2 2
t
2
e e
2 3 3
2 2

2 3 t
sin t sin h
3 2 2

Evaluation of L-1[e-as F (s)]


We have, if L [f (t)] = F(s), then L[f(t-a) H(t-a) = e-as F(s), and so

L-1[e-as F(s)] = f(t-a) H(t-a)

Examples
ss
1 e
(1) Evaluate : L 4
s 2

Here

1
a 5, F ( s ) 4
s 2

1 1 e 2t t 3
Therefore f (t ) L 1F ( s ) L1 4
e 2t L 1
s 2 s4 6

Thus
e 5s
L1 4
f (t a) H (t a)
s 2

e2 t 5
t 53
H t 5
6

1 e s se 2 s
(2) Evaluate : L
s2 1 s2 4

DEPT. OF MATHS/SJBIT Page 147

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Given f1 t H t f2 t 2 H t 2 (1)

1
Here f1 (t ) L1 2
sin t
s 1
s
f 2 (t ) L1 2
cos 2t
s 4
Now relation (1) reads as
Given sin t H t cos 2 t 2 H t 2
cos t H t cos 2t H t 2

Inverse transform of logarithmic functions


d
We have, if L f(t) F(s), then L tf t F s
ds

d
L1 F s tf (t )
Hence ds

Examples:

s a
(1) Evaluate : L 1 log
s b

s a
Let F ( s ) log log s a log s b
s b

d 1 1
Then F s
ds s a s b

d
So that L 1 F s e at
e bt

ds

bt at
or t f t e e

bt at
e e
Thus f t
b

DEPT. OF MATHS/SJBIT Page 148

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

a
(2) Evaluate L 1 tan 1

1 a
Let F ( s ) tan
s

d a
Then F s 2
ds s a2

d
or L1 F s sin at so that
ds

or t f t sin at

sin at
f t
a

F s
Inverse transform of
s

1
(1) Evaluate : L 1 2
ss a2

1
Sol : Let us denote F s 2
so that
s a2
sin at
f (t ) L 1F s
a

t
1 1 1 F s sin at
Then L L dt
s s2 a2 s 0
a

1 cos at
a2

DEPT. OF MATHS/SJBIT Page 149

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Convolution Theorem:

DEPT. OF MATHS/SJBIT Page 150

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Using Convolution theorem find the inverse laplace transforms

DEPT. OF MATHS/SJBIT Page 151

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

1
(2) Evaluate : L 1 2 2
s s a
1
Solution : we have L 1 2
e at t
s a

t
1 1
Hence L 2
e at t dt
s s a 0

1 at
1 e 1 at , on integration by parts.
a2

Using this, we get

t
1 1
L-1 2
1 e at
1 at dt
2
s s a a2 0

1 at at
at 1 e 2 e 1
a3

Inverse transform of F(s) by using convolution theorem :

We have, if L(t) F(s) and Lg(t) G(s), then

L f(t) g(t) Lf (t ) Lg (t ) F ( s) G ( s) and so

t
1
L F (s) G(s) f (t ) g (t ) f t u g u du
0
This expression is called the convolutio n theorem for inverse Laplace transform

DEPT. OF MATHS/SJBIT Page 152

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Examples
Employ convolution theorem to evaluate the following:

1
(1) L 1
s a s b

1 1
Sol:Let us denote F(s) , G(s)
s a s b

Taking the inverse, we get f(t) e-at , g(t) e-bt

Therefore, by convolution theorem,

t t
1 a t u
L-1
e e bu
du e at
ea b u
du
s a s b 0 0

at ea bt 1
e
a b
bt at
e e
a b
s
(2) L 1 2
s2 a2

1 s
Sol: Let us denote F(s) 2 2
, G ( s) 2
Then
s a s a2

sin at
f(t) , g(t) cos at
a

DEPT. OF MATHS/SJBIT Page 153

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Hence by convolution theorem,

t
s 1
L-1 2
sin a t u cos au du
s2 a2 0
a

t
1 sin at sin at 2au
du, by using compound angle formula
a0 2

t
1 cos at 2au t sin at
u sin at
2a 2a 0
2a

s
(3) L 1
s 1 s2 1

Sol:

1 s
F(s) , G( s) 2
s 1 s 1

Therefore

f(t) e t , g(t) sin t

By convolutio n theorem, we have


t
-1 1 t u te u
L e sin u du e sin u cos u
s 1 s2 1 2 0

et t 1 t
e sin t cos t 1 e sin t cos t
2 2

DEPT. OF MATHS/SJBIT Page 154

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

LAPLACE TRANSFORM METHOD FOR DIFFERENTIAL EQUATIONS

As noted earlier, Laplace transform technique is employed to solve initial-value


problems. The solution of such a problem is obtained by using the Laplace Transform of the
derivatives of function and then the inverse Laplace Transform.

The following are the expressions for the derivatives derived earlier.

L[f (t)] s L f(t) - f(0)

L[f (t) s 2 L f(t) - s f(o) - f (0)

L [f (t) s 3 L f(t) - s 2 f(0) - s f (0) - f (0)

t
1. Solve by using Laplace transform method y y t e , y(o) 2
Sol: Taking the Laplace transform of the given equation, we get
1
sL y t yo Lyt 2
s 1
1
s 1L yt 2 2
s 1
so that
2s 2 4s 3
Lyt 3
s 1
Taking the inverse Laplace transform, we get

12s 2 4s 3
Y t L 3
s 1

2
2s 1 1 4s 1 1 3
L1 3
s 1

2 1
L1 3
s 1 s 1

1 t
e t2 4
2

DEPT. OF MATHS/SJBIT Page 155

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

This is the solution of the given equation.

2. Solve by using Laplace transform method:

y 2y 3y sin t , y (o) y (o) 0

Sol: Taking the Laplace transform of the given equation, we get

1
s 2 Ly (t ) sy (0) y (0) 2 s Ly (t ) y (0) 3 L y (t )
s2 1

Using the given conditions, we get

1
L y (t ) s 2 2s 3 2
s 1
or
1
L y (t )
s 1 s 3 s2 1
or
1
y (t ) L1
s 1 s 3 s2 1

A B
Cs D
L1
s 1 s 3 s2 1

s 1
1 1 1 1 10 5
L1
8 s 1 40 s 3 s2 1

by using the method of partial sums,

1 t 1 3t 1
e e cos t 2 sin t
8 40 10

This is the required solution of the given equation.

DEPT. OF MATHS/SJBIT Page 156

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

3) Employ Laplace Transform method to solve the integral equation.

t
f(t) l f u sin t u du
0

Sol: Taking Laplace transform of the given equation, we get

t
1
L f(t) L f u sin t u du
s 0

By using convolution theorem, here, we get

1 1 L f (t )
L f(t) Lf (t ) L sin t
s s s2 1

Thus
s2 1 s2 1 t2
L f (t ) or f (t ) L1 1
s3 s3 2

This is the solution of the given integral equation.

d2x dx
(4) A particle is moving along a path satisfying, the equation 2
6 25 x 0 where
dt dt
x denotes the displacement of the particle at time t. If the initial position of the particle is at x 20
and the initial speed is 10, find the displacement of the particle at any time t using Laplace transforms.
Sol: Given equation may be rewritten as

x''(t) 6x'(t) 25x(t) 0

Here the initial conditions are x(0) 20, x'(0) 10.


Taking the Laplace transform of the equation, we get

DEPT. OF MATHS/SJBIT Page 157

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

L x (t) s 2 6s 25 20 s 130 0 or

20s 130
L x (t)
s 2 6s 25

so that

20s 130
x(t) L1 2
s 3 16

20 s 3 70
L1 2
s 3 16

s 3 1
20 L 1 2
70 L 1 2
s 3 16 s 3 16

3t
3t e sin 4t
20 e cos 4t 35
2

This is the desired solution of the given problem.

(5) A voltage Ee -at is applied at t 0 to a circuit of inductance L and resistance R. Show that the
Rt
E at L
current at any time t is e e
R - aL

Sol: The circuit is an LR circuit. The differential equation with respect to the circuit is

di
L Ri E (t )
dt

Here L denotes the inductance, i denotes current at any time t and E(t) denotes the E.M.F.

It is given that E(t) = E e-at. With this, we have

DEPT. OF MATHS/SJBIT Page 158

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

Thus, we have

di at
L Ri Ee or
dt
at
Li ' (t ) R i(t ) Ee

at
L LT i' (t) R LT i' (t) E LT e or

Taking Laplace transform ( LT ) on both sides, we get

1
L s LT i(t ) i(0) R LT i(t ) E
s a

E
Since i(o) o, we get LT i(t ) sL R or
s a

E
LT i(t )
s a sL R

E
Taking inverse transform L, we get i(t ) LT1
( s a)( sL R)

E 1 1
LT1 L LT1
R aL s a sL R
Thus
Rt
E at L
i(t ) e e
R aL

This is the result as desired.

dx
(6) Solve the simultaneo us equations for x and y in terms of t given 4y 0,
dt
dy
9x 0 with x(o) 2, y(o) 1.
dt

Sol: Taking Laplace transforms of the given equations, we get

DEPT. OF MATHS/SJBIT Page 159

VTU PRO - A Complete Platform For VTU Students


For More Visit @ www.vtupro.com
ENGINEERING MATHEMATICS –II 15MAT21

s Lx(t) - x(o) 4 Ly (t ) 0
9 L x(t ) s Ly (t ) y (o ) 0

Using the given initial conditions , we get

s L x(t ) 4 L y (t ) 2
9 L x(t ) 5 L y (t ) 1

Solving these equations for Ly(t), we get

s 18
L y(t)
s 2 36

so that

s 18
y(t) L1 2 2
s 36 s 36
cos 6t 3 sin 6t (1)

dy
Using this in 9x 0, we get
dt

1
x(t) 6 sin 6t 18 cos 6t
9

or
2
x(t) 3 cos 6t sin 6t
3 (2)

(1) and (2) together represents the solution of the given equation.

DEPT. OF MATHS/SJBIT Page 160

VTU PRO - A Complete Platform For VTU Students

Das könnte Ihnen auch gefallen