Beruflich Dokumente
Kultur Dokumente
Two complex number x + iy and x − iy are said to be complex conjugate of each other.
⃡ and OY
OX ⃡ are called Real axis and
Imaginary axis
Imaginary axis respectively. 𝑃(𝑥, 𝑦)
𝒓
The ordered pair P(x, y) represents the
=
|𝒛|
complex number z = x + iy. The xy − plane is 𝜃 Real axis
𝑶
𝑿
now known as Argand plane or Complex
plane or Gaussian Plane.
̅̅̅̅
OP Represents the distance between complex numbers P and O, it is called modulus of
z and denoted by |z|.
𝐢. 𝐞. |𝐳| = 𝐫 = √𝐱 𝟐 + 𝐲 𝟐 = √𝐳. 𝐳̅
Let ̅̅̅̅
OP makes an angle θ with positive real axis, it is called argument of z.
𝐲
𝐢. 𝐞. 𝛉 = 𝐭𝐚𝐧−𝟏 ( )
𝐱
y y
If x < 0 & y > 0 , θ = π − tan−1 |x| If x < 0 & y < 0 , θ = −π + tan−1 |x|
Notes:
𝐲
(2). 𝐢. 𝐞. 𝐀𝐫𝐠(𝐳) = 𝐭𝐚𝐧−𝟏 (𝐱)
(5). Relation between “arg(z)” and “Arg(z)”. 𝐚𝐫𝐠(𝐳) = 𝐀𝐫𝐠(𝐳) + 𝟐𝐤𝛑 ; 𝐤 = 𝟎, ±𝟏, ±𝟐, …
Addition
Subtraction
Multiplication
Division
PROPERTIES:
Let z1 and z2 be two complex numbers then
̅̅̅̅̅ ̅̅̅̅̅
z ̅̅̅
z1
(z̅1 ) = z1 (z1 ) = ̅̅̅ ; z2 ≠ 0
2 z 2
̅̅̅
z1 +z 1
|z1 | = |z̅1 | = Re(z1 )
2
̅̅̅
z1 −z
̅̅̅̅̅̅̅̅̅
z1 ± z2 = z̅1 ± z̅2 1
= Im(z1 )
2i
z1 ⋅ z2 = z̅1 ⋅ z̅2
̅̅̅̅̅̅̅̅ z ⋅ z̅ = x 2 + y 2 = |z|2
z1 |z1 |
|z1 ∙ z2 | = |z1 | ∙ |z2 | | |=
z2 |z2 |
𝟓
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟓 ; √
𝟐
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟐√𝟓𝟓 ; √𝟐
𝟏 √𝟑 𝐢
𝐀𝐧𝐬𝐰𝐞𝐫: + .
𝟐 𝟐
T 14
Prove that |e−2z | < 1 if and only if Re(z) > 0.
BASIC DEFINITIONS:
Distance:
Circle:
It gives the set of all those z whose distance from z ′ is r. [Points on the boundary] [Fig A]
The equation |z − z′| < r means set of all points inside the disk of radius r about z ′ .
Here, “OPEN” means that points on the boundary of circle are not in the set. [See Fig B ]
The equation |z − z′| ≤ r means set of all points on the boundary and inside the disk of
radius r about z ′ . It is union of circle and open circular disk.
Here, “CLOSED” means that points on the boundary of circle are in the set. [See Fig C ]
𝒀 𝒀 𝒀
𝒓 𝒓 𝒓
𝒛′ 𝒛′
𝒛′
𝑶 𝑿 𝑿 𝑶 𝑿
𝑶
𝑭𝒊𝒈 𝑨 𝑭𝒊𝒈 𝑩 𝑭𝒊𝒈 𝑪
Neighborhood:
Deleted Neighborhood:
𝒀
The deleted neighborhood of a point z0 is set of points
𝝐
inside the circle centered at z0 and radius ϵ except the
𝒛𝟎
center z0 .
i. e. 0 < |z − z0 | < ϵ 𝑶 𝑿
𝒓𝟐
r1 < |z − z0 | < r2
𝑶 𝑿
Closed Set: A set is said to be closed set if it contains all of the boundary points.
Connected Set:
𝒀
An open set S is connected if each pair of points z0 and z2 in 𝒛𝟏
𝒛𝟐
it can be joined by a polygonal line, consisting of finite no.
𝒛𝟎
of line segments joined end to end that lies entirely in S.
𝑶
𝑿
Domain and Region:
A set S is said to be domain if set S is open and connected. Note that any neighborhood is
a Domain. A domain together with some, none or all of its boundary points is called
region.
Bounded Region:
Compact region:
|z| + x |z| − x
√z = √x + iy = ± [√ + i(sign of y )√ ]
2 2
DE-MOIVRE’S THEOREM:
n
Statement: (cos θ + i sin θ) n = cos nθ + i sin nθ ; n ∈ ℚ [i. e. (eiθ ) = einθ ]
Remarks
π π n π π
(4). (sin θ ± i cos θ) n = [cos (2 − θ) ± i sin ( 2 − θ)] = cos n ( 2 − θ) ± i sin n ( 2 − θ)
For, n ∈ ℕ
1 1 1
z n = r n [cos(θ + 2kπ) + i sin(θ + 2kπ)]n
1 θ + 2kπ θ + 2kπ
= r n [cos ( ) + i sin ( )]
n n
1 θ+2kπ
i( )
= rn e n ; k = 0,1,2, … , n − 1
1
Where, r n is positive nth root of r.
1
By putting k = 0,1,2, … , n − 1 , we have distinct roots of z n .
1
For k = n, n + 1, n + 2, … , we have repeated roots of z n .
C 1 State De Moivre’s formula. Find & plot 5th roots of unity in complex plane.
𝟐𝐤𝛑
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = 𝐞𝐢( )
𝟓 ; 𝐤 = 𝟎, 𝟏, 𝟐, 𝟑, 𝟒
H 2 State De Moivre’s formula. Find & plot 6th roots of unity in complex plane.
𝐤𝛑
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = 𝐞𝐢( 𝟑 ) ; 𝐤 = 𝟎, 𝟏, 𝟐, 𝟑, 𝟒, 𝟓
C 8 Show that if c is any nth root of Unity other than Unity itself , then 1 + c +
c 2 + ⋯ + c n−1 = 0 OR
Prove that the n roots of unity are in Geometric Progression. Also show
that their sum is zero.
C 12 1 + sin θ + i cos θ n
Simplify ( )
1 + sin θ − i cos θ
π π
Answer: cos n ( 2 − θ) + i sin n (2 − θ)
eiz + e−iz
eiz + e−iz = 2 cos z ⟹ cos z =
2
iz −iz
eiz − e−iz
e −e = 2i sin z ⟹ sin z =
2i
Hyperbolic Function Of a Complex Number Relation between Circular and Hyperbolic Functions
ez + e−z
cosh z = sin ix = i sinh x sinh ix = i sin x
2
e − e−z
z
sinh z = cos ix = cosh x cosh ix = cos x
2
ez − e−z
tanh z = tan ix = i tanh x tanh ix = i tan x
ez + e−z
1 1+z
coth2 x − cosech2 x = 1 tanh−1 z = log ( )
2 1−z
Proof :
ew −e−w
Let w = sinh−1 z ⟹ z = sinh w = 2
e2w − 1
⟹z=
2ew
⟹ e2w − 2zew − 1 = 0
2z ± √4z 2 + 4
⟹ ew = = z + √z 2 + 1
2
= log (z + √z 2 + 1)
ew +e−w
Let w = cosh−1 z ⟹ z = cosh w = 2
e2w + 1
z=
2ew
⟹ e2w − 2zew + 1 = 0
2z ± √4z 2 − 4
⟹ ew = = z + √z 2 − 1
2
⟹ w = log (z + √z 2 − 1)
sinh w ew −e−w
Let w = tanh−1 z ⟹ z = tanh w = cosh w = ew +e−w
ew − e−w
⟹z=
ew + e−w
1+z
⟹ 2w = log ( )
1−z
𝟏 𝟏+𝐳 𝟏 𝟏+𝐳
⟹𝐰= 𝐥𝐨𝐠 ( ) ⟹ 𝐭𝐚𝐧𝐡−𝟏 𝐳 = 𝐥𝐨𝐠 ( ) … (𝐂)
𝟐 𝟏−𝐳 𝟐 𝟏−𝐳
C 3 i i+z
Prove that tan−1 z = 2 log i−z.
T 4 1+√1−x2
Prove that sech−1 x = log [ ].
x
C 7 Expand cosh(z1 + z2 ).
H 8 Expand sinh(z1 + z2 ).
⟹ z = rei(θ+2kπ)
VALUE OF LOGARITHM”.
If k = 0,
y
⟹ Log z = ln(√x 2 + y 2 ) + i tan−1 (x) is called “PRINCIPAL VALUE OF LOGARITHM”.
Note:
In Complex analysis,
H 2 Determine Log(1 + i)
𝛑
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐥𝐧 √𝟐 + 𝐢 ( )
𝟒
T 3 e 3πi
Find the principal value of z = [2 (−1 − i√3)] .
𝟐𝛑𝐢
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟑𝛑𝐢 (𝟏 − )
𝟑
C 4 iπ
Find all root s of the Equation log z = 2 .
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = 𝐢
π
H 5 Prove that ii = e−(4n+1) 2 .
w = f(z) = u + iv
Where, u and v are the real and imaginary part of w respectively and u and v are
function of real variable x and y.
𝒀 𝒗
𝒛 − 𝒑𝒍𝒂𝒏𝒆 𝒘 − 𝒑𝒍𝒂𝒏𝒆
𝜹
𝒛𝟎 𝝐
𝒍 𝒖
𝑶 𝑿
(1). f(z0 ) exists (2). lim f(z) exist (3). lim f(z) = f(z0 )
z→z0 z→z0
Remark
f(z) = u(x, y) + i v(x, y) is continuous iff u(x, y) and v(x, y) are continuous.
If any one of these three conditions of continuity is not satisfied then f(z) is discontinuous
at z = z0 .
f(z) − f(z0 )
f ′ (z0 ) = lim
z→z0 z − z0
Another form:
f(z + h) − f(z)
f ′ (z0 ) = lim
h→0 h
Remark:
C 1 iz i
Prove lim 3 = 3 by definition.
z→1
C 2 z−i
Evaluate lim z2 +1 .
z→i
𝐢
𝐀𝐧𝐬𝐰𝐞𝐫: −
𝟐
z
T 3 Does lim |z| exist. ?
z→0
H 4 Using the definition of limit, show that if f(z) = iz in the open disk |z| < 1,
then lim f(z) = i.
z→1
C 7 z̅2
Discuss the continuity of f(z) = { z , z ≠ 0 at z = 0.
0 , z=0
Answer: Limit exists ; Continuous
H 8 Re(z2 )
;z ≠0
Discuss continuity of f(z) = { |z|2 at z = 0.
0 ;z = 0
Answer: Limit does not exist ; Discontinuous
C 10 z−i
Find the derivative of z+i at i.
𝟏
𝐀𝐧𝐬𝐰𝐞𝐫:
𝟐𝐢
C 13 Show that f(z) = |z|2 is continuous at each point in the plane, but not
differentiable.
ANALYTIC FUNCTION:
A function f(z) is said to be analytic at point z0 = x0 + iy0 if the function is
differentiable at point z0 as well as it is differentiable everywhere in the neighborhood
of z0 .
Examples :
1
(1). f(z) = z is analytic at each non-zero point in the finite complex plane.
(2). f(z) = |z|2 is not analytic at any non-zero point because it is not differentiable at any
non-zero complex number.
Remark:
∂u ∂v ∂u ∂v
(2) ∂x = ∂y & =−
∂y ∂x
Remark:
(1). C.R. equations are necessary condition for differentiability but not sufficient.
(2). If f(z) = u(x, y) + iv(x, y) is an analytic function, then u(x, y) and v(x, y) are
conjugate functions.
(6). f ′ (z0 ) = e−iθ (ur (r, θ) + ivr (r, θ)). (Polar form)
C 5 State the necessary condition for f(z) to be analytic. For what values of z
is the function f(z) = 3x 2 + iy 2 analytic ?
Answer: Except the line 𝐲 = 𝟑𝐱 function is nowhere analytic
iθ
C 9 Is f(z) = √re 2 analytic? (r > 0, −π < θ < π)
Answer: Yes
H 10 f(z) = z n = r n einθ for integer n.Verify C-R equation & find its derivative.
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐀𝐧𝐚𝐥𝐲𝐭𝐢𝐜 𝐞𝐯𝐞𝐫𝐲𝐰𝐡𝐞𝐫𝐞 & 𝐟 ′ (𝐳) = 𝐧 𝐳 𝐧−𝟏
H 16 z̅2
;z ≠ 0
Show that for the function f(z) = { z is not differentiable at z = 0
0 ;z = 0
even though Cauchy Reimann equation are satisfied at z = 0.
H 17 Show that the function f(z) = √|xy| satisfies the C-R equation at the
origin but f′(0) fails to exist.
w is analytic function.
C 20 ∂2 ∂2
If f(z) is analytic function, prove that (∂x2 + ∂y2 ) log|f ′ (z)| = 0.
HARMONIC FUNCTIONS:
A real valued function ϕ(x, y) is said to be harmonic function in domain D if
∂2 ϕ ∂2 ϕ
+ = 0. (Laplace Equation)
∂x 2 ∂y 2
All second order partial derivative ϕxx , ϕxy , ϕyx , ϕyy are continuous.
HARMONIC CONJUGATE:
Let, u(x, y) and v(x, y) are harmonic function and they satisfy C.R. equations in certain
domain D then v(x, y) is harmonic conjugate of u(x, y).
THEOREM:
If f(z) = u + iv is analytic in D iff v(x, y) is harmonic conjugate of u(x, y).
REMARK:
If f(z) = u + iv is analytic function then v(x, y) is harmonic conjugate of u(x, y) but
u(x, y) is not harmonic conjugate of v(x, y). −u(x, y) is harmonic conjugate of v(x, y).
MILNE-THOMSON’S METHOD:
This method determines the analytic function f(z) when either u or v is given.
z + z̅ z − z̅
∴x= &y=
2 2i
z+z̅ z−z̅ z+z̅ z−z̅
Now, f(z) = u(x, y) + iv(x, y) = u ( , ) + iv ( , )
2 2i 2 2i
Now, f(z) = u + iv
∂u ∂v ∂u ∂u
⟹ f ′ (z) = +i = −i (By C. R. equations)
∂x ∂x ∂x ∂y
DEFINITIONS:
Conformal Mapping: Suppose two curves c1 and c2 intersect at point P in Z-plane and
the corresponding two curves c1 ′ and c2 ’ at P′ in the W-plane.
If the angle of intersection of the curves at P is same as the angle of intersection of the
curve P′ in both magnitude and sense, then the transformation is said to be Conformal.
Fixed Point (Invariant Point): Fixed points of mapping w = f(z) are points that are
mapped onto themselves are “kept fixed” under the mapping.
γz − αβ
w= ; for various values of γ.
z − (α + β) + γ
Critical Point: The point where f ′ (z) = 0 are called Critical Point. At critical point,
mapping is not conformal.
z+1
H 2 Find fixed point of w = and verify your result.
z
𝟏 √𝟓 𝟏 √𝟓
𝐀𝐧𝐬𝐰𝐞𝐫: 𝛂 = + , 𝛃= −
𝟐 𝟐 𝟐 𝟐
C 3 Define Critical point & find critical point of the w = z + z 2 .
𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = −
𝟐
C 4 What does conformal mapping mean? At what points is the mapping by
1
w = z 2 + z2 not conformal?
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐘𝐞𝐬
C 1 Find and sketch the image of the region |z| > 1 under the transformation
w = 4z.
𝐀𝐧𝐬𝐰𝐞𝐫: |𝐰| > 𝟒
H 2 Determine & sketch the image of |z| = 1 under the transformation w =
z + i.
𝐀𝐧𝐬𝐰𝐞𝐫: [|𝐰 − 𝐢| = 𝟏]
H 3 Show that the region in the z- plane given by x > 0 , 0 < y < 2 has the
image −1 < u < 1 , v > 0 in the w-plane under the transformation w =
iz + 1.
H 4 Find the image of infinite strip 0 ≤ x ≤ 1 under the transformation w =
iz + 1. Sketch the region in ω − plane.
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟎 ≤ 𝐯 ≤ 𝟏
C 5 Determine and sketch the image of region 0 ≤ x ≤ 1 , 0 ≤ y ≤ π under
the transformation w = ez .
𝐀𝐧𝐬𝐰𝐞𝐫: − 𝟏 ≤ 𝐮 ≤ 𝐞 ,𝟎 ≤ 𝐯 ≤ 𝐞
C 6 Find & sketch (plot) the image of the region x ≥ 1 under the
1
transformation w = z.
𝟏 𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: |𝐰 − | ≤
𝟐 𝟐
1 1 1
H 7 Find the image of infinite strip ≤ y ≤ 2 under trans. w = z .
4
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐯 = 𝟎
C 9 Find the image in the w −plane of the circle |z − 3| = 2 in the
1
z − plane under the inversion mapping w = z.
𝟑 𝟒
𝐀𝐧𝐬𝐰𝐞𝐫: |𝐰 − | =
𝟓 𝟓√𝟐
1
T 10 Find the image of |z − 3i| = 3 under the mapping w = z.
𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐯 =
𝟔
H 11 Explain translation, rotation and magnification transformation. Find the
1
image of the |z − 1| = 1 under transformation w = z.
𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐮 =
𝟐
π π
C 12 Find the image of region bounded by 1 ≤ r ≤ 2 & ≤θ≤ in the z-
6 3
𝐮𝟐 𝐯 𝟐 𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: + =
𝟐𝟓 𝟗 𝟒
T 14 Determine the region of w-plane into which the region bounded byx =
1, y = 1, x + y = 1 is mapped by the transformation w = z 2 .
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐮𝟐 = 𝟏 − 𝟐𝐯
(w − w1 )(w2 − w3 ) (z − z1 )(z2 − z3 )
=
(w − w3 )(w2 − w1 ) (z − z3 )(z2 − z1 )
T 6 Find the bilinear transformation which maps z = 2,1,0 into the points
w = 1,0, i.
𝟐𝐳 − 𝟐
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐰 =
𝐳 − 𝐢𝐳 + 𝟐𝐢
T 7 Find bilinear transformation, which maps the points 1, −1, ∞ onto the
points 1 + i, 1 − i, 1.Also find fixed point.
𝐢
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐰 = 𝟏 + 𝐳
⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆
Continuous arc:
The set of points (x, y) defined by x = f(t) , y = g(t), with parameter t in the interval
(a, b), define a continuous arc provided f and g are continuous functions.
Smooth arc:
If f and g are differentiable on arc a ≤ t ≤ b and non-zero on open interval a < t < b is
called smooth arc.
A curve which does not intersect with itself. i.e. if z(t1 ) ≠ z(t 2 ) when t1 ≠ t 2 .
A simple curve C except for the fact z(b) = z(a) ; where a & b are end points of interval.
Contour:
A contour or piecewise smooth arc, is an arc consisting of a finite number of smooth arcs
join end to end.
If only initial and final values are same, a contour is called Simple closed contour.
Simply connected:
Multiply connected:
A line integral of a complex function f(z) along the curve C is denoted by ∫c f(z) dz.
Note that, if C is closed path, then line integral of f(z) is denoted by ∮C f(z) dz.
(1). Linearity
C 1 2+i 2
Evaluate ∫0 z dz along the line joining the points (0,0) and (2,1).
𝟐 𝟏𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: + 𝐢
𝟑 𝟑
C 6 4+2i
Evaluate ∫0 z̅ dz along the curve z = t 2 + it.
𝟖
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟏𝟎 − 𝐢
𝟑
H 7 2+i
Find the value of ∫0 (z̅)2 dz , along the real axis from 0 to 2 and then
vertically from 2 to 2 + i .
𝟏𝟒 + 𝟏𝟏𝐢
𝐀𝐧𝐬𝐰𝐞𝐫:
𝟑
T 8 2+i
Evaluate ∫0 (z̅)2 dz , along the shortest path joining the end points.
𝟏𝟎 − 𝟓𝐢
𝐀𝐧𝐬𝐰𝐞𝐫:
𝟑
C 15 1 ; y<0
Evaluate ∫c f(z)dz. Where f(z) is defined by f(z) = {4y .
; y>0
z = −2i to z = 2i.
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟒𝛑𝐢
C 1 Find an upper bound for the absolute value of the integral ∫c ez dz, where
C 2 ez 8πe4
Without using integration, show that |∮C dz| ≤ ; C: |z| = 4.
z+1 3
T 4 Find an upper bound for the absolute value of the integral ∫c z 2 dz, where c
is the straight line segment from 0 to 1 + i.
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟐√𝟐
∮ 𝐟(𝐳)𝐝𝐳 = 𝟎
𝐂
LIOUVILLE’S THEOREM:
If f(z) is an analytic and bounded function for all 𝐳 in the entire complex plane, then
𝐟(𝐳) is constant.
C 1 2
Evaluate ∮C ez dz, where C is any closed contour.
Justify your answer.
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟎
C 5 dz
Evaluate ∫c z2 , c is along a unit circle.
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟎
H 6 Evaluate ∮C
z
dz, where C is the unit circle |z| = 1.
z−3
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟎
T 7 ez
Evaluate ∮C dz, where C is the unit circle |z − 1| = 1.
z+i
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟎
C 8 Evaluate ∮C
z+4
dz, where C is the circle |z + 1| = 1.
z2 +2z+5
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟎
f(z) 2πi n
In general, ∮C (z−z n+1 dz
= f (z0 )
0) n!
C 1 z2 −4z+4
Evaluate ∮C (z+i)
dz , where C is |z| = 2.
T 2 sin 3z
Evaluate ∮C π dz , where C is the circle is |z| = 5.
z+
2
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟐𝛑𝐢
C 3 cos z π
Evaluate ∮C π 3
dz where c is the circle |z − 2 | = 1, using Cauchy
(z− )
4
Integral formula.
𝐀𝐧𝐬𝐰𝐞𝐫: √𝟐𝛑𝐢
C 4 e2z
Evaluate ∮C (z−ln 1.5)3 dz, where C is the square with vertices
H 5 5z+7
Evaluate ∮C z2 +2z−3 dz , where C is |z − 2| = 2.
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟔𝛑𝐢
C 6 dz
Evaluate ∮C z2 +1 , where C is |z + i| = 1, counterclockwise.
𝐀𝐧𝐬𝐰𝐞𝐫: − 𝛑
2z+6
H 7 Evaluate ∮C z2 +4 dz , where C is |z − i| = 2.
𝐀𝐧𝐬𝐰𝐞𝐫: (𝟑 + 𝟐𝐢)𝛑
H 8 3z2 +2
Using Cauchy Integral formula, Evaluate ∫C (z−2)(z2 +4)
dz , where C is
|z − 2| = 2.
𝟕𝛑𝐢
𝐀𝐧𝐬𝐰𝐞𝐫:
𝟐
1
C 9 Evaluate ∮C (z−1)2 (z−3) dz , where C is |z| = 2.
𝛑
𝐀𝐧𝐬𝐰𝐞𝐫: − 𝐢
𝟐
z−1
T 10 Evaluate ∮C (z+1)2 (z−2) dz , where C is |z − i| = 2.
𝟐𝛑𝐢
𝐀𝐧𝐬𝐰𝐞𝐫: −
𝟗
H 11 Evaluate ∫c
z 1
dz , where c is the circle (i) |z + 2| = 2 (ii)|z + i| = 1.
z2 +1
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟐𝛑𝐢, 𝛑𝐢
C 12 1+z2
Evaluate ∫c dz, where c is unit circle centred at (1) z = −1 (2) z = i.
1−z2
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟐𝛑𝐢, 𝟎
H 13 z2 +1
Evaluate ∫c z2 −1 dz, if c is unit circle of unit radius with centre (1) z = 1
(2) z = −1.
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟐𝛑𝐢, − 𝟐𝛑𝐢
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟔𝛑𝐢
H 15 dz
Evaluate ∫ 3
.
c:|z|=2 z (z + 4)
𝛑𝐢
𝐀𝐧𝐬𝐰𝐞𝐫:
𝟑𝟐
H 16 ez 1 1
Evaluate ∮C z(1−z)3 dz , where, C is (a)|z| = 2 (b)|z − 1| = 2.
SEQUENCES:
A sequence is obtained by assigning to each positive integer n, a number zn , called a
term of the sequence, and is written z1 , z2 , z3 , … OR {z1 , z2 , z3 , … } OR {zn }.
CONVERGENT SEQUENCE:
A sequence is called convergent, if lim zn = c.
n→∞
In other words, for every ϵ > 0, we can find an N such that |zn − c| < 𝜖 for all n > N.
Example:
in −1 −i 1
(1). { n } = {i, , , 4 , … } is convergent with limit 0.
2 3
THEOREM:
A sequence 𝑧1 , 𝑧2 , 𝑧3 , … , 𝑧𝑛 , … of complex numbers zn = xn + iyn (n = 1,2,3, … )
converges to c = a + ib if and only if the sequence of the real parts 𝑥1 , 𝑥2 , 𝑥3 , ….
converges to a and the sequence of the imaginary parts 𝑦1 , 𝑦2 , 𝑦3 , …. converges to b.
Example:
1 4 1
The sequence {zn = (1 − 𝑛2 ) + i (2 + 𝑛)} converges to 1 + 2i as {an = 1 − 𝑛2 }
4
converges to 1 and {bn = 2 − 𝑛} converges to 2.
C 2 2in
Is sequence {1 + n+1} convergent or divergent?
Answer: Convergent
H 3 1+3n2 i
Is sequence { 2n2 −n } convergent or divergent?
Answer: Convergent
H 4 1+2𝑛2 n−1
Is sequence { − i} convergent or divergent?
𝑛2 n
Answer: Convergent
nπi
C 5 Is sequence {e 3 } convergent or divergent?
Answer: Divergent
SERIES:
Given a sequence z1 , z2 , z3 , … , we may form the sequence of the sums
s1 = z1 , s2 = z1 + z2 , s3 = z1 + z2 + z3 , …
and in general
sn = z1 + z2 + z3 + ⋯ + zn
CONVERGENT SERIES:
A series is called convergent, if lim sn = s.
n→∞
We may write, s = ∑∞
m=1 zm . Here, s is called the sum of series.
THEOREM:
A series of complex numbers with zm = xm + iym converges to s = u + iv if and only if
𝑥1 + 𝑥2 + 𝑥3 + ⋯ converges to u and the sequence of the imaginary parts 𝑦1 + 𝑦2 +
𝑦3 + ⋯ converges to v.
THEOREM:
If a series z1 + z2 + z3 + ⋯ converges, then lim zm = 0.
m→∞
ABSOLUTE CONVERGENCE:
A series z1 + z2 + z3 + ⋯ is called absolutely convergent, if the series of the absolute
values of the terms ∑∞
m=1|zm | = |z1 | + |z2 | + |z3 | + ⋯ is convergent.
CONDITIONALLY CONVERGENCE:
If z1 + z2 + z3 + ⋯ converges but |z1 | + |z2 | + |z3 | + ⋯ diverges, then the series z1 +
z2 + z3 + ⋯ is called, more precisely, conditionally convergent.
COMPARISON TEST:
If a series z1 + z2 + z3 + ⋯ is given and we can find a convergent series b1 + b2 + b3 +
⋯ with nonnegative real terms such that |z1 | ≤ b1 , |z2 | ≤ b2 , |z3 | ≤ b3 , … then the
given series converges, even absolutely.
GEOMETRIC SERIES:
The geometric series
∞
∑ qm = 1 + q + q2 + ⋯
m=0
RATIO TEST:
𝑧𝑛+1
If a series z1 + z2 + z3 + ⋯ is given with zn ≠ 0 is such that lim | | = L.
𝑛→∞ 𝑧𝑛
ROOT TEST:
If a series z1 + z2 + z3 + ⋯ is given with zn ≠ 0 is such that lim √|zn | = L.
𝑛→∞
C 1 (− i)n
Check series ∑∞
n=0 is convergent or divergent.
ln 𝑛
Answer: Divergent
H 2 in
Check series ∑∞
n=0 is convergent or divergent.
n2 −𝑖
Answer: Convergent
H 3 (π+π i)2n+1
Check series ∑∞
n=0 (2n+1) !
is convergent or divergent.
Answer: Convergent
C 4 (−1)n (1+i)2n
Check series ∑∞
n=0 (2n) !
is convergent or divergent.
Answer: Convergent
POWER SERIES
A series of the form
∞
∑ an (z − z0 )n = a0 + a1 (z − z0 ) + a2 (z − z0 )2 + ⋯ + an (z − z0 )n + ⋯
n=0
Here, R is called the radius of convergence and the circle |z − z0 | = R is called the circle
of convergence.
RADIUS OF CONVERGENCE
Let ∑∞ n
n=0 a n (z − z0 ) be a power series. Radius of convergence R for power series is
defined as below
𝟏
𝐚𝐧
𝐥𝐢𝐦
𝐑 = 𝐧→∞ |𝐚 | or 𝐑= 𝐥𝐢𝐦
𝐧→∞ 𝐧
|𝐚 |−𝐧
𝐧+𝟏
∞
H 1
Find the radius of convergence of ∑(n + 2i)n z n .
n=0
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐑 = 𝟎
∞
C 2 6n + 1 2
Find the radius of convergence of ∑ ( ) (z − 2i)n .
2n + 5
n=1
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐑 = 𝟏
∞
H 3
Find the radius of convergence of ∑(6 + 8i)n z n .
n=1
𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐑 =
𝟔 + 𝟖𝐢
∞
T 4
Find the radius of convergence of ∑ z n .
n=0
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐑 = 𝟏
∞
H 5 2n n
Find the radius of convergence of ∑ z .
n!
n=0
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐑 = ∞
∞
C 6 zn
Find the radius of convergence of ∑ .
n (log n)3
n=2
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐑 = 𝟏
∞ 2
C 7 1 n n
Find the radius of convergence of ∑ (1 + ) z .
n
n=1
𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐑 = 𝐞
f(z) = ∑ an (z − z0 )n = a0 + a1 (z − z0 ) + a2 (z − z0 )2 + ⋯ |z − z0 | < R.
n=0
Note: A function cannot represented by two different power series at same centre.
TAYLOR’S SERIES:
Let f(z) be analytic everywhere inside a circle C with centre at z0 and radius R. then at
each point Z inside C,we have
f ′′ (z0 ) f n (z0 )
f(z) = f(z0 ) + f ′ (z0 )(z − z0 ) + (z − z0 )2 + ⋯ + (z − z0 )n + ⋯
2! n!
MACLAURIN’S SERIES:
If we take z0 = 0, in Taylor’s series reduces to
f ′′ (0) 2 f n (0) n
f(z) = f(0) + f ′ (0)z + z + ⋯+ z +⋯
2! n!
UNIFORM CONVERGENCE
A series
∞
With sum s(z) is called uniformly convergent in a region G if for every ϵ > 0. We can
find an N = N(ϵ) not depending on z, such that |s(z) − sn (z)| < ϵ, ∀ n > N(ϵ), z ∈ G.
Uniformity of convergence is thus a property that always refers to an infinite set in the
z-plane, that is, a set consisting of infinitely many points.
∑ an (z − z0 )n
n=0
with a non – zero radius of convergence R is uniformly convergent in every circular disk
|z − z0 | ≤ r of radius r < R.
H 2 π
Obtain the Taylor’s series f(z) = sin z in power of (z − 4 ).
H 3 2z2 +9z+5
Determine Taylor’s series expansion of(z−3)(z+2)2 with center at z0 = 1.
C 4
Find Maclaurin series representation of f(z) = sin z in the region |z| < ∞.
C 5
Find the series expression for f(z) = tan−1 z at z = 0.
H 6 z−1
Expand f(z) = z+1 as a Taylor’s series about the point z = 0.
⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆
1 f(t) 1 f(t)
Where, an = ∫ dt & a−n = ∫ dt
2πi (t − z0 )n+1 2πi (t − z0 )−n+1
C1 C2
GEOMETRIC SERIES:
∞ ∞
1 1
= ∑ z n (|z| < 1) = ∑(−1)n z n (|z| < 1)
1−z 1+z
n=0 n=0
7z−2
H 3 Find the Laurent’s expansion of f(z) = (z+1)z(z−2) in the region
1 < |z + 1| < 3.
1
C 4 Expand f(z) = (z+1)(z−2) in the region (i)|z| < 1 (ii)1 < |z| < 2
H 5 1
Expand f(z) = (z−1)(z−2) in the region (i)|z| < 1 (ii)1 < |z| < 2.
1
H 6 Expand f(z) = − (z−1)(z−2) in the region (a) |z| < 1 (b) 1 < |z| < 2 (c)
|z| > 2
1
H 7 Expand f(z) = (z+2)(z+4) for the region (a) |z| < 2 (b) 2 < |z| < 4 (c)
|z| > 4
1
C 8 Expand z(z2 −3z+2) in a Laurent series about z = 0 for the regions
|z| < 2 (ii) the domain 2 < |z| < 3 (iii) the domain |z| > 3.
H 10 1
Expand f(z) = (z+1)(z+3) in Laurent’s series in the interval 1 < |z| < 3
T 11 Write the two Laurent series expansion in powers of z that represent the
1
function f(z) = z2 (1−z) in certain domains, also specify domains.
H 12 −2z+3
Find all Taylor’s and Laurent’s series of f(z) = z2 −3z+2 with centre at 0.
DEFINITION:
Singular point: A point z0 is a singular point if a function f(z) is not analytic at z0 but is
analytic at some points of each neighborhood of z0 .
z2 +1
e.g. f(z) = (z−1)(z−2) has two isolated point z = 1 & z = 2.
If b1 ≠ 0 and b2 = b3 = ⋯ … = bn = 0,then
∞
b1
f(z) = ∑ an (z − z0 )n +
z − z0
n=0
TYPES OF SINGULARITIES:
Removable singularity: If in Laurent’s series expansion, If the principal part is zero,
i. e. f(z) = ∑∞ n
n=0 a n (z − z0 ) + 0
then the singularity z = z0 is said to be removable singularity. (i.e. f(z) is not defined at
lim sin z lim sin z
z = z0 but z→z f(z) exists.) e.g. f(z) = is undefined at z = 0 but z→0 = 1.
0 z z
Essential singularity: If in the Laurent’s series expansion, the principal part contains
an infinite number of terms, then the singularity z = z0 is said to be an essential
singularity.
1 1 1 1 1
e.g. f(z) = sin z has an essential singularity at z = 0, As sin z = z − 3!z3 + 5!z5 + ⋯
RESIDUE OF A FUNCTION:
1
If f(z) has a pole at the point z = z0 then the coefficient b1 of the term z−z in the
0
P(z) P(z0 )
(2). If f(z) = has a simple pole at z = z0 ,then Res(f(z0 )) = .
Q(z) Q′ (z0 )
1 lim d(n−1)
Res(f(z0 )) = (n−1)! z→z [(z − z0 )n f(z)]
0 dz(n−1)
1
C 1 Classify the poles of f(z) = z2 −z6.
Answer:
𝐳𝟎 𝟎 ±𝟏 ±𝐢
𝐧 𝟐 𝟏 𝟏
Type of pole Double Simple Simple
C 2 sin z
Find the pole of order of the point z = 0 for the function f(z) = .
z4
C 3 Define residue at simple pole and find the sum of residues of the function
sin z
f(z) = z cos z at its poles inside the circle |z| = 2.
Answer:
𝐳𝟎 𝟎 𝛑⁄ i − 𝛑⁄𝟐
𝟐
𝐧 𝟏 𝟏 𝟏
𝐑𝐞𝐬𝐢𝐝𝐮𝐞 𝟎 − 𝟐⁄𝛑 𝟐⁄
𝛑
C 4 1−ez
Find the residue at z = 0 of f(z) = .
z3
𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐧 = 𝟎 ; 𝐑𝐞𝐬𝐢𝐝𝐮𝐞 = −
𝟐
1
H 5 Find the residue at z = 0 of f(z) = z cos z .
𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐑𝐞𝐬𝐢𝐝𝐮𝐞 = −
𝟐
H 6 1−cosh z
Show that the singular point of the function f(z) = is a pole.
z3
C 7 2z+1
Determine residue at poles ( ).
z2 −z−2
𝐀𝐧𝐬𝐰𝐞𝐫:
Pole Residue
𝟐 5/3
−𝟏 1/3
H 8 Define residue at simple pole. Find the residues at each of its poles of
z2 −2z
f(z) = (z+1)2 (z2 +4) in the finite z −plane.
𝐀𝐧𝐬𝐰𝐞𝐫:
𝐏𝐨𝐥𝐞 𝟐𝐢 −𝟐𝐢 −𝟏
𝟕 − 𝐢⁄ 𝟕 + 𝐢⁄ 𝟏𝟒
𝐑𝐞𝐬𝐢𝐝𝐮𝐞 𝟐𝟓 𝟐𝟓 −
𝟐𝟓
circle |z| = 2.
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟏𝟎𝛑𝐢
H 2 2z2 +3
Evaluate ∫C dz ; C: |z| = 1.6 using Residue theorem.
z(z+1)(z+2)
𝐀𝐧𝐬𝐰𝐞𝐫: −𝟕𝛑𝐢
H 3 cos πz2
Evaluate ∮C (z−1)(z−2)
dz , where C is the circle |z| = 3.
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟒𝛑𝐢
C 4 ez +z π
Using residue theorem, Evaluate ∮C dz, Where C: |z| = .
z3 −z 2
𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝛑𝐢 (𝐞 − 𝟐 + )
𝐞
H 5 z2 sin z
Using residue theorem, Evaluate ∮C dz, C: |z| = 2.
4z2 −1
𝛑𝐢 𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐬𝐢𝐧
𝟒 𝟐
C 6 z2
Determine the poles of the function f(z) = (z−1)2 (z+2) and residue at each
C 7 2z2 +2
Find the value of the integral ∫C (z−1)(z2 +9)
dz taken counterclockwise
H 8 z3 −z2 +z−1
Evaluate ∮ dz where c is the circle |z| = 3 and |z| = 1 using
z3 +4z
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟒𝛑𝐢(𝛑 + 𝟏)
C 10 Evaluate ∫C
dz
, where C: |z + i| = 1.
(z2 +1)2
𝛑
𝐀𝐧𝐬𝐰𝐞𝐫: −
𝟐
3
H 11 Evaluate ∮C ez dz, where C is |z| = 1.
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟔𝛑𝐢
C 12 exp(−z)
Use residues to evaluate the integrals of the function around the
z2
H 13 e2z
∮C (z+1)3
dz where c4x 2 + 9y 2 = 16 using residue theorem.
𝐀𝐧𝐬𝐰𝐞𝐫:
T 15 dz
Evaluate ∮C sinh 2z dz , Where C: |z| = 2.
𝐀𝐧𝐬𝐰𝐞𝐫: − 𝛑𝐢
eiθ + e−iθ 1 1 1 z2 + 1
Now, cos θ = = (z + ) = ( )
2 2 z 2 z
eiθ − e−iθ 1 1 1 z2 − 1
sin θ = = (z − ) = ( )
2i 2i z 2i z
dz
Here, z = eiθ ⟹ dz = ieiθ dθ ⇒ dθ = iz
Now, the given integral takes the form ∫c f(z)dz, where f(z) is a rational function of z
and c is the unit circle |z| = 1. This complex integral can be evaluated using the residue
theorem.
If Q(x) ≠ 0 ; for all real x and n ≥ m + 2, the Cauchy principal value of the integral is
∞ k
P(x) P(z)
P. V. ∫ dx = 2πi ∑ Res
−∞ Q(x) z=zj Q(z)
j=1
𝐏(𝐳)
Where, 𝐳𝐣 are the poles of 𝐐(𝐳) that lie in the upper half plane.
∞ k
P(x) P(z)
P. V. ∫ sin αx dx = 2π ∑ Re [Res ]
−∞ Q(x) z=zj Q(z)
j=1
C 1 2π dθ
Using the residue theorem, evaluate ∫0 .
5−3 sin θ
𝛑
𝐀𝐧𝐬𝐰𝐞𝐫:
𝟐
H 2 2π 4 dθ
Using the residue theorem, evaluate ∫0 .
5+4 sin θ
𝟖𝛑
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟑
H 3 2π dθ
Using the residue theorem, evaluate ∫0 (2+cos θ)2
.
𝟒𝛑
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟑√𝟑
T 4 2π dθ
Using the residue theorem, evaluate ∫0 .
(2+cos θ)
2π
𝐀𝐧𝐬𝐰𝐞𝐫:
√3
H 5 2π dθ
Evaluate ∫0 .
3−2 cos θ+sin θ
𝐀𝐧𝐬𝐰𝐞𝐫: 𝛑
C 6 π dθ
Evaluate ∫0 , by integrating around a unit circle.
17−8 cos θ
𝛑
𝐀𝐧𝐬𝐰𝐞𝐫:
𝟏𝟓
T 7 ∞ dx
Evaluate the Cauchy’s principle value of ∫−∞ (x2 +1)(x2 +9)
.
𝛑
𝐀𝐧𝐬𝐰𝐞𝐫:
𝟏𝟐
C 8 ∞ x2 dx
Use residues to evaluate ∫0 (x2 +1)(x2 +4)
.
𝛑
𝐀𝐧𝐬𝐰𝐞𝐫:
𝟑𝟔
∞ 3x+2
H 9 Evaluate ∫−∞ dx
x(x−4)(x2 +9)
𝟏𝟒𝛑
𝐀𝐧𝐬𝐰𝐞𝐫: −
𝟕𝟓
H 10 ∞ dx π
Using contour Integration show that ∫0 = 2√2 .
1+x4
𝐀𝐧𝐬𝐰𝐞𝐫:
T 14 ∞ x sin x
Evaluate ∫0 dx using residue.
x2 +9
𝛑
𝐀𝐧𝐬𝐰𝐞𝐫:
𝟐𝐞𝟑
∞ x cos x
T 15 Evaluate ∫0 dx using residue.
x2 +9
𝐀𝐧𝐬𝐰𝐞𝐫: 𝟎
⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆
Partial differential equations are used to formulate the problems containing functions of
several variables, such as propagation of heat or sound, fluid flow, electrodynamics etc.
An equation which involves function of two or more variables and partial derivatives of that
function then it is called Partial Differential Equation.
∂y ∂y
e.g. + ∂t = 0.
∂x
The order of highest derivative which appears in differential equation is “Order of D.E”.
∂y 2 ∂y
e.g. (∂x) + ∂t + 5y = 0 has order 1.
When a D.E. is in a polynomial form of derivatives, the highest power of highest order
derivative occurring in D.E. is called a “Degree Of D.E.”.
∂y 2 ∂y
e.g. (∂x) + ∂t + 5y = 0 has degree 2.
NOTATION:
∂z ∂z ∂2 z ∂2 z ∂2 z
Suppose z = f(x, y). For that , we shall use ∂x = p , =q, = r, = s, = t.
∂y ∂x2 ∂x ∂y ∂y2
o Step 3: Eliminate a & b from eq. (1), eq. (2) & eq. (3).
Step-2: Solve this A.E. by the method of grouping or by the method of multiples or both to
get two independent solution u(x, y, z) = c1 and v(x, y, z) = c2 .
Step-3: The form F(u, v) = 0 or u = f(v) & v = f(u) is the general solution Pp + Qq = R .
Grouping Method
dx dy
o This method is applicable only if the third variable z is absent in = or it is
P Q
dx dy
possible to eliminate z from = .
P Q
Multipliers Method
o This gives, l′ dx + m′ dy + n′ dz = 0
H 1 Solve x 2 p + y 2 q = z 2 .
𝟏 𝟏 𝟏 𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟 ( − , − ) = 𝟎
𝐲 𝐱 𝐳 𝐲
H 2 Solve y 2 p − xyq = x(z − 2y) .
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱 𝟐 + 𝐲 𝟐 , 𝐲𝐳 − 𝐲 𝟐 ) = 𝟎
H 3 Solve xp + yq = 3z.
𝐱 𝐲𝟑
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟 ( , ) = 𝟎
𝐲 𝐳
H 4 Find the general solution to the P.D.E. xp + yq = x − y .
𝐱
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟 ( , 𝐱 − 𝐲 − 𝐳) = 𝟎
𝐲
C 5 Solve (z − y)p + (x − z)q = y − x .
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱 + 𝐲 + 𝐳, 𝐱 𝟐 +𝐲 𝟐 + 𝐳 𝟐 ) = 𝟎
H 6 Solve x(y − z)p + y(z − x)q = z(x − y) .
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟(𝐱 + 𝐲 + 𝐳, 𝐱𝐲𝐳) = 𝟎
C 7 Solve (x 2 − y 2 − z 2 )p + 2xyq = 2xz .
𝐲 𝐱𝟐 + 𝐲𝟐 + 𝐳𝟐
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟 ( , )=𝟎
𝐳 𝐳
T 8 Solve (y + z)p + (x + z)q = x + y .
𝐱−𝐲
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟 ( , (𝐱 + 𝐲 + 𝐳)(𝐱 − 𝐲)𝟐 ) = 𝟎
𝐲−𝐳
T 9 Solve x 2 (y − z)p + y 2 (z − x)q = z 2 (x − y) .
𝟏 𝟏 𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟 (𝐱𝐲𝐳, + + ) = 𝟎
𝐱 𝐲 𝐳
C 10 Solve (x 2 − yz)p + (y 2 − zx)q = z 2 − xy .
𝐱−𝐲 𝐲−𝐳
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐟 ( , )=𝟎
𝐲−𝐳 𝐳−𝐱
A partial differential equation in which p & q occur in more than one order is known as Non
Linear Partial Differential Equation.
o Step 1: Assume q = ap
C 1 Solve p2 + q2 = 1 .
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = 𝐚𝐱 ± (√𝟏 − 𝐚𝟐 ) 𝐲 + 𝐜
H 2 Solve √p + √q = 1 .
𝟐
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = 𝐚𝐱 + (𝟏 − √𝐚) 𝐲 + 𝐜
H 3 Find the complete integral of q = pq + p2 .
𝐚𝟐
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = 𝐚𝐱 + 𝐲 + 𝐜 ;𝐚 ≠ 𝟏
𝟏−𝐚
C 4 Solve p2 +q2 = npq .
𝐧𝐚 ± 𝐚√𝐧𝟐 − 𝟒
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = 𝐚𝐱 + 𝐲+𝐜
𝟐
T 5 Find the complete integral of p2 = q + x .
𝟐 𝟑
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = (𝐱 + 𝐚)𝟐 + 𝐚𝐲 + 𝐛
𝟑
C 6 Solve p2 + q2 = x + y .
𝟐 𝟑 𝟐 𝟑
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = (𝐚 + 𝐱)𝟐 + (𝐲 − 𝐚)𝟐 + 𝐛
𝟑 𝟑
T 7 Solve p2 − q2 = x − y .
𝟐 𝟑 𝟐 𝟑
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = (𝐚 + 𝐱)𝟐 + (𝐚 + 𝐲)𝟐 + 𝐛
𝟑 𝟑
H 8 Solve p − x 2 = q + y 2 .
𝐱𝟑 𝐲𝟑
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = 𝐚𝐱 + + 𝐚𝐲 − + 𝐛
𝟑 𝟑
C 9 Solve z = px + qy + p2 q2 .
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = 𝐚𝐱 + 𝐛𝐲 + 𝐚𝟐 𝐛𝟐
H 10 Solve qz = p(1 + q) .
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐥𝐨𝐠(𝐚𝐳 − 𝟏) = 𝐱 + 𝐚𝐲 + 𝐛
C 11 Solve pq = 4z .
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐚𝐳 = (𝐱 + 𝐚𝐲 + 𝐛)𝟐
CHARPIT’S METHOD:
Consider, f(x, y, z, p, q) = 0.
dx dy dz dp dq
= = = = ( lagrange − Charpit eqn )
∂f ∂f ∂f ∂f ∂f ∂f ∂f ∂f
p +q −( + p ) −( + q )
∂p ∂q ∂p ∂q ∂x ∂z ∂y ∂z
𝐀𝐧𝐬𝐰𝐞𝐫: √𝐳 𝟐 − 𝐚𝟐 𝐲 𝟐 = 𝐚𝐱 + 𝐛
T 4 Solve py = 2 yx + log q .
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐚𝐳 = 𝐚𝐱 𝟐 + 𝐚𝟐 𝐱 + 𝐞𝐚 𝐲 + 𝐚𝐛
C 5 Solve z 2 = p q x y .
𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = 𝐛 𝐱 𝐚 𝐲 𝐚
C 6 Solve x 2 p2 + y 2 q2 = z 2 .
𝐀𝐧𝐬𝐰𝐞𝐫: √𝐳 𝟐 − 𝐚𝟐 𝐲 𝟐 = 𝐚 𝐱 + 𝐛
H 8 Solve by charpit’s method p = (z + qy)2 .
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳𝐲 = 𝐚𝐱 + 𝐳√𝐚√𝐲 + 𝐛
H 9 Solve by charpit’s method z = p2 x − q2 y .
𝐀𝐧𝐬𝐰𝐞𝐫: √𝟏 + 𝐚 √𝐳 = √𝐚 √𝐱 + √𝐲 + 𝐛
T 10 Solve by charpit’s method p x y + p q + q y = y z.
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐥𝐨𝐠(𝐳 − 𝐚𝐱) = 𝐲 − 𝐚 𝐥𝐨𝐠(𝐚 + 𝐲) + 𝐛
⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆
The nth order linear partial differential equation with constant co-efficient is
∂n z ∂n z ∂n z
a0 + a 1 + ⋯ a n = F(x, y) … … … (A)
∂x n ∂x n−1 ∂y ∂y n
NOTATIONS:
∂ ∂
Replacing = D and = D′ in Eq. (A) , it can be written in operator form as below,
∂x ∂y
n
a0 Dn z + a1 Dn−1 D′ z + ⋯ + an D′ z = F(x, y) 𝐎𝐑 [f(D, D′ )]z = F(x, y)
AUXILIARY EQUATION:
n
The auxiliary equation for nth order PDE a0 Dn z + a1 Dn−1 D′ z + ⋯ + an D′ z = F(x, y)
A general solution of [f(D, D′ )]z = 0 is called complementary function of [f(D, D′ )]z = F(x, y).
1
A particular integral of [f(D, D′ )]z = F(x, y) is P. I. = f(D,D′ ) F(x, y).
G. S. = C. F. +P. I = zc + zp
1. m1 ≠ m2 ≠ m3 ≠ m4 ≠ ⋯ z = f1 (y + m1 x) + f2 (y + m2 x) + f3 (y + m3 x) + ⋯
m1 = m2 = m
2. z = f1 (y + mx) + x f2 (y + mx) + f3 (y + m3 x) + ⋯
m3 ≠ m4 ≠ ⋯
m1 = m2 = m3 = m z = f1 (y + mx) + x f2 (y + mx)
3.
m4 ≠ m5 , … +x 2 f3 (y + mx) + f4 (y + m4 x) + ⋯
C 1 ∂2 z ∂2 z ∂2 z
Solve − − 6 =0.
∂x 2 ∂x ∂y ∂y 2
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = 𝐟𝟏 (𝐲 − 𝟐𝐱) + 𝐟𝟐 (𝐲 + 𝟑𝐱)
C 2 ∂2 u ∂2 u
Solve + =0.
∂x 2 ∂y 2
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐮 = 𝐟𝟏 (𝐲 + 𝐢𝐱) + 𝐟𝟐 (𝐲 − 𝐢𝐱)
H 3 Solve 2 r + 5 s + 2 t = 0.
𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = 𝐟𝟏 (𝐲 − 𝐱) + 𝐟𝟐 (𝐲 − 𝟐𝐱)
𝟐
C 4 ∂3 z ∂3 z ∂3 z
Solve + 3 − 4 = 0.
∂x 3 ∂x 2 ∂y ∂y 3
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = 𝐟𝟏 (𝐲 − 𝟐𝐱) + 𝐱 𝐟𝟐 (𝐲 − 𝟐𝐱) + 𝐟𝟑 (𝐲 + 𝐱)
H 5 ∂3 z ∂3 z ∂3 z
Solve − 3 + 2 = 0.
∂x 3 ∂x 2 ∂y ∂y 3
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = 𝐟𝟏 (𝐲 + 𝐱) + 𝐟𝟐 [𝐲 + (𝟏 + √𝟑)𝐱] + 𝐟𝟑 [𝐲 + (𝟏 − √𝟑)𝐱]
For partial differential equation the value of Particular integral can be find by following
methods.
GENERAL METHOD
1 1
P. I. = F(x, y) = F(x, y)
f(D, D )
′ (D − m1 D )(D − m2 D′ ) … (D − mn D′ )
′
1
F(x, y) = ∫ F(x, c − mx)dx
D − mD′
SHORTCUT METHOD
1 1
P. I. = ′
eax+by = eax+by , if f(a, b) ≠ 0
f(D, D ) f(a, b)
a
If f(a, b) = 0 then m = b is a root of auxiliary equation repeated r times.
a r
f(D, D′ ) = (D − D′ ) g(D, D′ )
b
1 xr 1
P. I. = r eax+by = eax+by , g(a, b) ≠ 0
a r! g(a, b)
(D − D′ ) g(D, D′ )
b
1 1
P. I. = sin(ax + by) = sin(ax + by)
f(D2 , DD′ , D′ 2 ) f(−a2 , −ab, −b 2 )
If f(−a2 , −ab, −b2 ) = 0, then use general method for finding P.I.
1 1
P. I. = cos(ax + by) = cos(ax + by)
f(D2 , DD′ , D′ 2 ) f(−a2 , −ab, −b 2 )
If f(−a2 , −ab, −b2 ) = 0, then use general method for finding P.I.
Case-4 F(x, y) = x m y n
1
P. I. = x m y n = [f(D, D′ )]−1 x m y n
f(D, D′ )
Expand [f(D, D′ )]−1 by using binomial expansion according to the following rules:
D′
o If n < m, expand in power of .
D
D
o If m < n, expand in power of D′ .
1 1
P. I. = ′
eax+by V(x, y) = eax+by V(x, y)
f(D, D ) f(D + a, D′ + b)
C 1 ∂z ∂z
Solve + = 2 ex+y .
∂x ∂y
𝟑
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = 𝐟𝟏 (𝐲 − 𝐱) + 𝐞𝐱+𝐲
𝟐
C 2 ∂2 z ∂2 z ∂2 z
Solve − 2 + = ex+4 y .
∂x 2 ∂x ∂y ∂y 2
𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = 𝐟𝟏 (𝐲 + 𝐱) + 𝐱 𝐟𝟐 (𝐲 + 𝐱) + 𝐞𝐱+𝟒 𝐲
𝟗
H 3 ∂3 z ∂3 z
Solve 3 − 2 2 = 2e2x .
∂x ∂x ∂y
𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = 𝛟𝟏 (𝐲) + 𝐱𝛟𝟐 (𝐲) + 𝛟𝟑 (𝐲 + 𝟐𝐱) + 𝐞𝟐𝐱
𝟒
H 4 ∂3 z ∂3 z ∂3 z
Find complete solution∂x3 − 3 ∂2 x ∂y + 4 ∂y3 = ex+2y
𝐞𝐱+𝟐𝐲
𝐀𝐧𝐬𝐰𝐞𝐫: 𝛟𝟏 (𝐲 − 𝐱) + 𝛟𝟐 (𝐲 + 𝟐𝐱) + 𝐱𝛟𝟑 (𝐲 + 𝟐𝐱) +
11
T 5 ∂2 z ∂2 z ∂2 z
Solve 2 − 4 + 4 2 = e2x+3y .
∂x ∂ x ∂y ∂y
𝐞𝟐𝐱+𝟑𝐲
𝐀𝐧𝐬𝐰𝐞𝐫: 𝛟𝟏 (𝐲 + 𝟐𝐱) + 𝐱𝛟𝟐 (𝐲 + 𝟐𝐱) +
16
C 6 Solve (D + D′ )z = cos x .
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = 𝐟(𝐲 − 𝐱) + 𝐬𝐢𝐧 𝐱
C 7 ∂2 z ∂2 z
Solve − 4 = cos 2x cos 3y .
∂x 2 ∂y 2
𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = 𝐟𝟏 (𝐲 − 𝟐𝐱) + 𝐟𝟐 (𝐲 + 𝟐𝐱) + 𝐜𝐨𝐬 𝟐𝐱 𝐜𝐨𝐬 𝟑𝐲
𝟑𝟐
H 8 ∂2 z ∂2 z
Solve − = sin x sin 2y .
∂x 2 ∂ x ∂y
𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = 𝐟𝟏 (𝐲) + 𝐟𝟐 (𝐲 + 𝟐𝐱) − [𝐜𝐨𝐬(𝐱 − 𝟐𝐲) + 𝟑 𝐜𝐨𝐬(𝐱 + 𝟐𝐲)]
𝟔
2
H 9 Solve (D2 − 3DD′ + 2D′ )z = cos(x + 2y) .
𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = 𝛟𝟏 (𝐲 − 𝟐𝐱) + 𝛟𝟐 (𝐲 − 𝐱) − 𝐜𝐨𝐬(𝐱 + 𝟐𝐲)
𝟑
C 10 ∂2 z ∂2 z ∂2 z
Solve 2 − 5 + 2 = sin(2x + y) .
∂x 2 ∂x ∂y ∂y 2
𝟏
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = 𝐟𝟏 (𝟐𝐲 + 𝐱) + 𝐟𝟐 (𝐲 + 𝟐𝐱) − 𝐱 𝐜𝐨𝐬(𝐲 + 𝟐𝐱)
𝟑
C 11 ∂2 z ∂2 z ∂2 z
Solve + 3 + 2 = x+y.
∂x 2 ∂x ∂y ∂y 2
𝐱𝟑 𝐱𝟐𝐲
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = 𝛟𝟏 (𝐲 − 𝟐𝐱) + 𝛟𝟐 (𝐲 − 𝐱) − +
𝟑 𝟐
H 12 ∂2 z ∂2 z
Solve − 4 = 3x − 4y .
∂x 2 ∂y 2
𝐱𝟑
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = 𝐟𝟏 (𝐲 + 𝟐𝐱) + 𝐟𝟐 (𝐲 − 𝟐𝐱) + − 𝟐 𝐱 𝟐 𝐲
𝟐
2
C 13 Solve (D3 + D2 D′ − DD′ − D′3 )z = ex cos 2𝑦
𝐀𝐧𝐬𝐰𝐞𝐫:
𝐞𝐱
𝐳 = 𝐟𝟏 (𝐲 − 𝐱) + 𝐱𝐟𝟐 (𝐲 − 𝐱) + 𝐟𝟑 (𝐲 + 𝐱) + (𝐜𝐨𝐬 𝟐𝒚 + 𝟐 𝐬𝐢𝐧 𝟐𝒚)
𝟐𝟓
H 14 ∂2 z ∂2 z ∂2 z
Solve − 3 + 2 = (1 + 2x) ex+2y .
∂x 2 ∂x ∂y ∂y 2
(𝟔𝐱 + 𝟏𝟏) 𝐱+𝟐𝐲
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = 𝐟𝟏 (𝐲 + 𝟐𝐱) + 𝐟𝟐 (𝐲 + 𝐱) + 𝐞
𝟗
T 15 ∂2 z ∂2 z ∂2 z
Solve + − 6 = y sin x .
∂x 2 ∂x ∂y ∂y 2
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐳 = 𝐟𝟏 (𝐲 − 𝟑𝐱) + 𝐟𝟐 (𝐲 + 𝟐𝐱) − 𝐜𝐨𝐬 𝐱 − 𝐲 𝐬𝐢𝐧 𝐱
∂u ∂u ∂2 u ∂2 u ∂2 u
Step 2: Find ∂x , ∂y , ∂x2 , ∂x ∂y , ∂y2 as requirement and substitute in given Partial Differential
Eqn.
Step 3: Convert it into Separable Variable equation and equate with constant say k
individually.
Step 5: Put value of X(x) & Y(y) in equation u(x, y) = X(x) ∙ Y(y).
H 1 ∂u ∂u
Solve the equation by method of separation of variables = 4 ∂y ,
∂x
H 7 ∂2 u ∂u
Using method of separation of variables solve = ∂y + 2u.
∂x2
C 8 ∂2 u ∂2 u
Solve two dimensional Laplace’s equation + = 0,using the method
∂x2 ∂y2
separation of variables.
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐮(𝐱, 𝐲) = (𝐜𝟏 𝐞√𝐤𝐱 + 𝐜𝟐 𝐞−√𝐤𝐱 ) (𝐜𝟑 𝐜𝐨𝐬 √𝐤𝐲 + 𝐜𝟒 𝐬𝐢𝐧 √𝐤𝐲)
√𝐤 √𝐤
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐮(𝐱, 𝐲) = (𝐜𝟏 𝐞√𝐤𝐱 + 𝐜𝟐 𝐞−√𝐤𝐱 ) (𝐜𝟑 𝐞 𝟒 𝐲 + 𝐜𝟒 𝐞− 𝟒 𝐲 )
H 10 ∂2 u ∂u ∂u
Solve the method of separation of variables ∂x2 − 4 ∂x + ∂y = 0 .
C 11 ∂2 z ∂z ∂z
Solve ∂x2 − 2 ∂x + ∂y = 0 by the method of separation variable.
∂2 z ∂2 z ∂2 z ∂z ∂z
A(x, y) 2 + B(x, y) + C(x, y) 2 + f (x, y, z, , ) = F(x, y) … … (1)
∂x ∂x ∂y ∂y ∂x ∂y
C 1 ∂2 u ∂2 u ∂2 u ∂u
Classify the 2nd order P.D.E. t ∂t2 + 3 ∂x ∂t + x ∂x2 + 17 ∂x = 0.
𝟗 𝟗 𝟗
𝐀𝐧𝐬𝐰𝐞𝐫: Hyperbolic, if 𝐱𝐭 > ; Parabolic, if 𝐱𝐭 = ; Elliptical, if 𝐱𝐭 <
𝟒 𝟒 𝟒
H 2 ∂2 u ∂2 u ∂2 u
Classify the 2nd order P.D.E. 4 ∂t2 − 9 ∂t ∂x + 5 ∂x2 = 0.
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐇𝐲𝐩𝐞𝐫𝐛𝐨𝐥𝐢𝐜
H 3 ∂2 u ∂2 u ∂2 u
Classify the 2nd order P.D.E. ∂t2 + 2 ∂x ∂t + 2 ∂x2 = 0.
𝐀𝐧𝐬𝐰𝐞𝐫: 𝐄𝐥𝐥𝐢𝐩𝐭𝐢𝐜
∂2 y 2
∂2 y
=c … … (1)
∂t 2 ∂x 2
Since the string is fixed at the ends x = 0, x = l, we have two boundary conditions.
Initial Conditions
∂y
( ) = g(x) velocity … … (5)
∂t t=0
∂2 y ∂2 y
⟹ 2 = X T′′ , 2 = X′′ T
∂t ∂x
⟹ X T′′ = c 2 X′′ T
X ′′ 1 T ′′
⟹ = 2 =k
X c T
When, k = 0
X ′′ 1 T ′′
Now, = p2 Now, 2 = p2
X c T
⟹ D2 X = X p2 ⟹ D2 T = c 2 T p2
⟹ (D2 − p2 )X = 0 ⟹ (D2 − c 2 p2 )T = 0
A.E. A.E.
m2 − p2 = 0 ⟹ m = +p, −p m2 − c 2 p2 = 0 ⟹ m = +c p, −c p
X ′′ 1 T ′′
Now, = −p2 Now, 2 = −p2
X c T
⟹ D2 X = −X p2 ⟹ D2 T = −c 2 T p2
⟹ (D2 + p2 )X = 0 ⟹ (D2 + c 2 p2 )T = 0
A.E. A.E.
m2 + p2 = 0 ⟹ m = +i p, −i p m2 + c 2 p2 = 0 ⟹ m = +i c p, −i c p
So, X(x) = c1 cos p x + c2 sin p x So, T(t) = c3 cos cpt + c4 sin cpt
Solution: y(x, t) = X(x) ∙ T(t) = (c1 cos px + c2 sin px)(c3 cos cpt + c4 sin cpt)
As string vibration are in harmonic motion y must be a periodic function. So, we can
consider only 3rd case. i.e. k < 0.
y(x, t) = (c1 cos px + c2 sin px)(c3 cos cpt + c4 sin cpt) … … (6)
We have, y(0, t) = 0
⟹ c1 = 0
So, we have y(x, t) = c2 sin px (c3 cos cpt + c4 sin cpt) … … (7)
We have, y(l, t) = 0
⟹ sin pl = 0
⟹ p l = nπ
nπ
⟹p= ; n = 1,2,3, …
l
nπx nπct nπct
Hence, y(x, t) = c2 sin ( ) {c3 cos ( ) + c4 sin ( )}
l l l
l
2 nπx
So, bn = ∫ f(x) ∙ sin ( ) dx ; n = 1,2,3, …
l l
0
∞
∂y nπx nπc
⟹( ) = ∑ cn ∙ sin ( )∙( )
∂t t=0 l l
n=1
∞
∂y nπc nπx
⟹( ) = ∑ (cn ) ∙ sin ( ) Which is half range sine series.
∂t t=0 l l
n=1
l
nπc 2 nπx
So, cn ( ) = ∫ g(x) ∙ sin ( ) dx
l l l
0
l
2 nπx
⟹ cn = ∫ g(x) ∙ sin ( ) dx ; n = 1,2,3, …
nπc l
0
∞
nπct nπct nπx
⟹ y(x, t) = ∑ [ bn cos ( ) + cn sin ( )] sin ( )
l l l
n=1
∂y 2
∂2 y
=c … … (1)
∂t ∂x 2
Boundary conditions:
Initial Conditions
∂y ∂2 y
⟹ = X T′ , 2 = X′′ T
∂t ∂x
⟹ X T′ = c 2 X′′ T
X ′′ 1 T′
⟹ = 2 =k
X c T
When, k = 0
X ′′
Now, =k=0
X
X(x) = (c1 + c2 x)
1 T′
Now, =k=0
c2 T
T(t) = c3
y(x, t) = c3 (c1 + c2 x)
X ′′ 1 T′
Now, = p2 Now, 2 = p2
X c T
⟹ D2 X = X p2 T′
⟹ = c 2 p2
T
⟹ (D2 − p2 )X = 0
T′
A.E. ⟹∫ dt = ∫ c 2 p2 dt
T
So, X(x) = c1 ep x + c2 e− p x T
⟹ log ( ) = c 2 p2 t
c3
2 p2 t
⟹ T = c3 ∙ 𝑒 c
2 p2 t
Solution: y(x, t) = X(x) ∙ T(t) = (c1 ep x + c2 e− p x )(c3 ∙ 𝑒 c )
X ′′ 1 T′
Now, = −p2 Now, = −p2
X c2 T
⟹ D2 X = −X p2 T′
⟹ = −c 2 p2
T
⟹ (D2 + p2 )X = 0
T′
A.E. ⟹∫ dt = − ∫ c 2 p2 dt
T
m2 + p2 = 0 ⟹ m = +i p, −i p ⟹ log T = −c 2 p2 t + log c3
2 p2 t
Solution: y(x, t) = X(x) ∙ T(t) = (c1 cos px + c2 sin px)(c3 ∙ 𝑒 −c )
We have, y(0, t) = 0
2 p2 t
⟹ c1 (c3 ∙ 𝑒 −c )=0
⟹ c1 = 0
2 p2 t
So, we have y(x, t) = c2 sin px (c3 ∙ 𝑒 −c ) … … (6)
We have, y(l, t) = 0
2 p2 t
⟹ c2 sin pl (c3 ∙ 𝑒 −c )=0
⟹ sin pl = 0
⟹ p l = nπ
nπ
⟹p= ; n = 1,2,3, …
l
c2 n2 π2 t
nπx −
Hence, y(x, t) = c2 sin ( ) (c3 ∙ 𝑒 l2 )
l
l
2 nπx
So, bn = ∫ f(x) ∙ sin ( ) dx ; n = 1,2,3, …
l l
0
Because of the exponential factor all the terms in eq. (7) approach zero as t approaches
to infinity. The rate of decay increases with n.
∂u ∂2 u ∂2 u
= c2 ( 2 + ) … … (1)
∂t ∂x ∂y
∂u
If the heat is steady means it is independent of time i.e. = 0.
∂t
∂2 u ∂2 u
Heat equation reduces to ∂x2 + ∂y2 = 0.
∂2 y ∂2 u
⟹ = X T, 2 = X Y ′′ .
′′
∂x 2 ∂y
⟹ X ′′ Y + X Y ′′ = 0
⟹ X ′′ Y = −X Y ′′
X ′′ Y ′′
⟹ =− =k
X Y
When, k = 0
X ′′ Y ′′
Now, = p2 Now, = −p2
X Y
⟹ D2 X = X p2 ⟹ D2 Y = −Y p2
⟹ (D2 − p2 )X = 0 ⟹ (D2 + p2 )Y = 0
A.E. A.E.
m2 − p2 = 0 ⟹ m = +p, −p m2 + p2 = 0 ⟹ m = i p, −i p
X ′′ Y ′′
Now, = −p2 Now, = p2
X Y
⟹ D2 X = −X p2 ⟹ D2 Y = Y p2
⟹ (D2 + p2 )X = 0 ⟹ (D2 − p2 )Y = 0
A.E. A.E.
m2 + p2 = 0 ⟹ m = +i p, −i p m2 − p2 = 0 ⟹ m = +p, − p
C 1 A string is stretched between two fixed points and the points of the string
are given initial velocities g(x), where
2x l
, 0<x<
g(x) = { l 2
2(l − x) l
, <x<l
l 2
x being the distance from the first end point. Find the displacement of the
string at any time.
C 2 A homogeneous rod of conducting material of length 100 cm has its ends
kept at zero temperature and the temperature initially is
x, 0 ≤ x ≤ 50
u(x, 0) = {
100 − x, 50 ≤ x ≤ 100
Find the temperature u(x, t) at any time.
C 3 ∂2 u ∂2 u
Solve 𝛛𝐱𝟐 + 𝛛𝐲𝟐 = 0 which satisfies the conditions
nπx
u(0, y) = u(l, y) = u(x, 0) = 0 and u(x, b) = sin .
l
⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆ ⋆