Assignment 2, Module-2
Assignment 2, Module-2
𝜕2𝑧 𝜕 2𝑧
Q2. + = cos 𝑚𝑥 cos 𝑛𝑦 + 30 (2𝑥 + 𝑦),
𝜕𝑥 2 𝜕𝑦 2
1
Ans. 𝑧 = 𝑓1 (𝑦 + 𝑖𝑥 ) + 𝑓2 (𝑦 − 𝑖𝑥 ) − 𝐶𝑜𝑠 𝑚𝑥 𝐶𝑜𝑠 𝑛𝑥 + (2𝑥 + 𝑦)3
𝑚 2 −𝑛 2
𝜕3𝑧 𝜕3𝑧 𝜕 3𝑧 1
Q4. 𝜕𝑥 2 𝜕𝑦 − 2 + = ,
𝜕𝑥𝜕𝑦 2 𝜕𝑦 3 𝑥2
𝑥2
Q6. (𝐷 − 𝐷′ )2 𝑧 = 𝑡𝑎𝑛(𝑥 + 𝑦), Ans. 𝑓1 (𝑦 + 𝑥 ) + 𝑥𝑓2 (𝑦 + 𝑥 ) + 𝑡𝑎𝑛(𝑥 + 𝑦)
2
𝜕3𝑧 𝜕 3𝑧
Q9. 𝜕𝑥 2 𝜕𝑦 − 2 = 2 𝑒 2𝑥 + 3𝑥 2 𝑦,
𝜕𝑥 3
1 1
Ans. 𝑓1 (𝑦) + 𝑥𝑓2 (𝑦) + 𝑓3 (𝑦 + 2𝑥 ) + 4 + (3 𝑥 5 𝑦 + 𝑥 6 )
60
Ans. 𝑓1 (𝑦 + 3𝑥 ) + 𝑥𝑓2 (𝑦 + 3𝑥 ) + 6 𝑥 3 𝑦 + 10 𝑥 4
𝜕 3𝑧 𝜕 3𝑧 𝜕 3𝑧
Q15. 𝜕𝑥 3 − 7 𝜕𝑦 2 𝜕𝑥 − 2 = 𝑒 3𝑥+𝑦 + sin(𝑥 + 2𝑦)
𝜕𝑦 3
1 𝑥
Ans. 𝑓1 (𝑦 − 𝑥 ) + 𝑓2 (𝑦 − 2𝑥 ) + 𝑓3 (𝑦 + 3𝑥 ) − cos(𝑥 + 2𝑦) + 𝑒 3𝑥+𝑦
75 20
Q. 17 𝑠 + 𝑝 − 𝑞 = 𝑧 + 𝑥𝑦,
Ans: 𝑧 = 𝑒 𝑥 𝑓1 (𝑦) + 𝑒 −𝑦 𝑓2 (𝑥 ) + 1 + 𝑥 − 𝑦 − 𝑥𝑦
2
Q.21 (𝐷2 − 𝐷 𝐷′ − 2𝐷′ + 2𝐷 + 2𝐷′ )𝑧 = sin(2𝑥 + 𝑦),
1
Ans: 𝑧 = 𝑓1 (𝑦 − 𝑥 ) + 𝑒 −2𝑥 𝑓2 (𝑦 + 2𝑥 ) − 6 cos(2𝑥 + 𝑦)
Ans: 𝑧 = 𝑒 𝑥 𝑓1 (𝑦 − 𝑥 ) + 𝑒 3𝑥 𝑓2 (𝑦 − 2𝑥 ) + 6 + 𝑥 + 2𝑦
Ans: 𝑧 = 𝑒 2𝑥 𝑓1 (𝑦 + 3𝑥 ) + 𝑥𝑒 2𝑥 𝑓2 (𝑦 + 3𝑥 ) + 𝑥 2 𝑒 2𝑥 sin(3𝑥 + 𝑦)
Ans: 𝑧 = 𝑒 2𝑥 𝑓1 (𝑦 + 3𝑥 ) + 𝑥𝑒 2𝑥 𝑓2 (𝑦 + 3𝑥 ) + 𝑥 2 𝑒 2𝑥 sin(3𝑥 + 𝑦)
𝜕2𝑧 𝜕 2𝑧 𝜕 2𝑧 𝜕𝑧
Q. 26 𝑥 2 𝜕𝑥 2 − 4𝑥𝑦 𝜕𝑥𝜕𝑦 + 4𝑦 2 𝜕𝑦 2 + 6𝑦 𝜕𝑦 = 𝑥 3 𝑦 4 ,
1
Ans: 𝑧 = 𝑔1 (𝑦𝑥 2 ) + 𝑥𝑔2 (𝑦𝑥 2 ) + 30 𝑥 3 𝑦 4
Q.26 𝑥 2 𝑟 − 𝑦 2 𝑡 + 𝑝𝑥 − 𝑞𝑦 = log 𝑥,
𝑦 1
Ans: 𝑧 = 𝑓1 (𝑥𝑦) + 𝑓2 (𝑥 ) + 6 (log 𝑥 )3
Q.27 𝑟 − 4𝑠 + 4𝑡 + 𝑝 − 2𝑞 = 𝑒 𝑥+𝑦 ,
Ans: 𝑧 = 𝑓1 (𝑦 + 2𝑥 ) + 𝑒 −𝑥 𝑓2 (𝑦 + 2𝑥 ) − 𝑥 𝑒 𝑥+𝑦 .
Q. 28 (𝑥 2 𝐷2 + 2𝑥𝑦𝐷𝐷′ + 𝑦 2 𝐷 ′2 )𝑧 = 𝑥 𝑚 𝑦 𝑛
𝑦 𝑦 𝑥 𝑚𝑦 𝑛
Ans: 𝑧 = 𝜙1 (𝑥 ) + 𝑥𝜙2 (𝑥 ) + (𝑚+𝑛)(𝑚+𝑛−1).
1 24 3(p−2)
2. e2x + 4x3 − 2 sin 3x + 3 cos 3x Ans:- p−2 + p4 + p2 +9
3. x3 e−3x Ans:- 6
(p+3)4
√ 3 √ h 3 √ i
1 3 √3
10. t+ √
t
Ans:- π 4p5/2 − 2 p + 2p3/2
+ p
1 2
11. (sin t − cos t)2 Ans:- p − p2 +4
6(p+4)
12. xe−4x sin ax Ans:- (p2 +8p+25)2
1
p2 +9
Rt cos 2t−cos 3t 1
3. 0 t dt Ans: 2p log p2 +4
2p3 −6a2 p
4. x2 cos ax Ans:- (p2 +a2 )3
e−ax −e−bx p+b
5. x Ans:- log p+a
2a3
6. sin at − at cos at Ans:- (p2 +a2 )2
p p
sin 3t cos t 1
π − tan−1 − tan−1
7. t Ans: 2 4 2
1−cos at 1
Question: If L a2 = p(p2 +a2 ) , show that
3p2 + a2
t(1 − cos at)
L = 2
a2 p2 (p2 + a2 )
eat −cos bt
Question: If F (t) = t ,find the Laplace transform of F (t).
Answer: at 2
p + b2
e − cos bt 1
L = log .
t 2 (p − a)2
Question: Find the Laplace transform of sint at . Does the Laplace transform of cos at
t exist?
Answer:
sin at −1 a
L = tan .
t p
cos at
Since t is discontinuous at t = 0, its Laplace transform does not exist.
2. t sin2 3t
1−cos t
3. t2
Answer:
(i)
6
L(e−3t ) = .
(p + 3)4
(ii)
54(p2 + 12)
L(sin2 3t) = .
p2 (p2 + 36)2
(iii)
1 − cos t −1 p 1
L = cot p − log 1 + 2 .
t2 2 p
Question: Find the Laplace transform of
e−at −e−bt
1. t
cos at−cos bt
2. t
2
Answer: (i)
p+b
log
p+a
(ii)
1 p2 + b2
log 2
2 p + a2
Question: Find the Laplace transform of the following functions:
5p p
1. t sin 3t cos 2t Ans: (p2 +25)2 + (p2 +1)2
2. te−t cosh t Ans: 1
2
1
p2 + 1
(p+2)2
1, 0 < t < 2
2, 2 < t < 4
1 1
2. F (t) = Ans: p 1−e−p .
3, 4 < t < 6
0, t > 6
(
πp
0, 0 < t < π/2 pe ( 2 )
−
3. F (t) = Ans: p2 +1 .
sin t, t > π/2
−e−πp
2. sin t · u(t − π) Ans: p2 +1
e−2(p+3)
3. e3t u(t − 2) Ans: p+3
1 e−2(p+1)
4. et {1 − u(t − 2)} Ans: p+1 − p+1
3
πt
2. f (t) = sin a for 0 < t < a (Rectified sine wave of period a)
Answers:
1 e−pT
1. L[f (t)] = p2 T 1−e−pT
Question: Find the Laplace transform of the triangular wave function of period 2c given by
(
t, 0<t≤c
f (t) =
2c − t, c < t < 2c
Answer:
1 cp
tanh
p2 2
Question: Find the Laplace transform of the rectified semi-wave function defined by
(
sin ωt, 0 < t ≤ ωπ
f (t) = π 2π
0, ω <t< ω .
Answer:
ω 1
= − πp · 2 .
(1 − e ω a ) (p + ω 2 )
Question: Find the Laplace transform of the square-wave function of period a defined as:
(
1, 0 ≤ t ≤ a2
f (t) =
−1, a2 < t < a.
Answer:
1 ap
tanh
p 4
4
Assignment on Inverse Laplace Transform
Instructions
• Answer all questions with detailed solutions.
(e) F (s) = √ 1 .
2s+5
2. Compute n o
−1 −1
s
(iii) L−1 s2 −4s+13
3s+2 s+2
(i) L 2 (ii) L s2 +4s+5
(iv)
n (s+2) o n o
L−1 (s+1)
3s+1 −1 √ 1
(vi) L−1 s210
4 (v)L s+a +16
−1
s+1
(vii) L s2 −2s+2
.
1
6. Find the inverse Laplace transform of (s+1)(s+2)
.
7. Compute n o n o
2
(i)L−1 s3 +6s2s+11s+6 (ii) L−1 (s24s (iii) L−1 s210
+4)2 +16
(iv)
n o
L−1 s2s+9 (v) L−1 s2 −2s+1
2
(vi) L−1 (s2 +6s+10)
2s+6
2 (vii)
n o n o
−1 s2 +1
1
(viii) L−1 log 1 + s12 −1
L (s+3)2 +4
(ix) L log (s−1)2 .
1
d2 y
(b) dt2
+ 2 dy
dt
+ 5y = e−t sin t, y(0) = 0, y 0 (0) = 1.
d2 y
(c) dt2
+ y = 1, y(0) = y 0 (0) = 0.
(d) Solve the initial value problem y 000 + y 00 = et + t + 1, y(0) = y 0 (0) = y 00 (0) = 0.
(e) A particle moves in a line so that its displacement x from a fixed point O at
2
any time t, is given by ddt2x +4 dx
dt
+5x = 80 sin(5t). Using the Laplace transform,
find its displacement at any time t is initially particle is at rest at x = 0.
(f) Solve the simultaneous differential equations
(j) A damped harmonic oscillator has a displacement function X(s) in the Laplace
domain:
10
X(s) = 2 .
s + 2s + 10
Find x(t).
(k) A system has a transfer function:
2
F (s) = .
s(s + 4)
Find the inverse Laplace transform to determine the systems response in the
time domain.
(l) The Laplace transform of a population growth model is:
50
P (s) = .
s−3
Find P (t), assuming initial population was zero.
2
(m) The present value of an annuity is modeled as:
100
A(s) = .
s(s + 2)
Answers:
1. (a) 2 cos 3t + 3 sin 3t − 4e(4/3)t +
(b) 5e−3t
(c) 2 cos 2t + 3 sin 3t
q
(d) 1 + t − 4 πt
1 −(5/2)t
(e) √ e
2πt
3
2. (i) (1 − 2t)e−2t (ii) e−2t (3 cos t − 4 sin t) (iii) e2t (cos 3t + 34 sin 3t)
3
(iv) e−t ( 32 t2 − t2 ) (v) e−at √1πt (vi) 25 sin 4t
(vii) et (cos t + 2 sin t)
(
cosh(t − 2) for t > 2
3. (i) g(t) =
0 for t < 2
(
sin(t − π) for t > π
(ii) g(t) =
0 for t < π
(
sin ω(t − a) for t > a
(iii) g(t) =
0 for t < a
4. 1 t
3
e + 3tet − 31 e−2t
2
5. (i) t2 + cos t − 1 (ii) 18 (sin 2t − cos 2t + e−2t ) (iii) (t + 2)e−t + t − 2
(iv) t sin 2t
6. e−t − e−2t
7. (i) 21 e−t − 4e−2t + 29 e−3t (ii) t sin 2t (iii) 5
2
sin 4t (iv) cos 3t
e−3t 2(1 − cos t)
(v) 2tet (vi) te−3t sin 2t (vii) 2
sin 2t (viii)
t
8. (a) x(t) = 13 (e−2t − e−5t ) − e−3t + e−4t
(b) y(t) = 31 e−t (sin t + sin 2t)
(c) y(t) = 1 − cos t
3 −t t
(d) y(t) = −t + t6 − e 2 + e2
(e) x(t) = e−2t (2 cos t + 14 sin t) − 2 cos 5t − 2 sin 5t
(f) x(t) = 5e−t + 3e4t , y(t) = 5e−t − 2e4t
(g) y(t) = cos t, z(t) = sin t
(h) x(t) = 12 [et + cos t + 2 sin t − t cos t], y(t) = 12 [−et + cos t − sin t] + t sin t
(i) I(t) = 5e−2t sin t
(j) x(t) = 103
e−t sin 3t
(k) f (t) = 12 [1 − e−4t ]
(l) p(t) = 50e3t
(m) A(t) = 50[1 − e−2t ]
(n) C(t) = 7e−3t
(o) T (t) = 203
sin 3t
(p) S(t) = 6e−3t sin t
(q) C(t) = 50e−5t
(r) D(t) = 15 2
e−t sin 2t
4
Classification of Linear II - Order PDE
2u xx + 3u xy + uyy = 0
U xx + 2u xy +2 u y y + u x + u y= 0
U xx - 5uxy – 6uyy = 0
6. A thin metal rod of length L is insulated along its length, and heat is allowed to transfer
only along the rod. The temperature u (x, t) in the rod is governed by the heat equation:
Ut = αu xx
where u (x, t) represents the displacement of the string, and c is the wave speed.
Ans. The equation is hyperbolic.
8. A metal plate has a temperature distribution u (x, y) that satisfies the Laplace equation:
u xx + uyy = 0
This occurs in state heat conduction, where there is no change in temperature over time.
Ans. The equation is elliptic.
𝜕2 𝜑 𝜕2 𝜑 2
𝜕2 𝜑
+ −𝑀 =0
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑡 2
Where M is the Mach number.
Find the classification of this PDE for 𝑀 < 1 and 𝑀 > 1. What does this tell us about airflow
behaviour?
If 𝑀 > 1 (supersonic flow), the sign of C changes, making the equation hyperbolic.
In subsonic flow, airflow behaves smoothly (like steady heat conduction, elliptic).
In supersonic flow, airflow forms shock waves (like wave equations, hyperbolic).
𝜕𝑉 1 2 2 𝜕 2 𝑉 𝜕𝑉
+ 𝜎 𝑆 + 𝑟𝑆 − 𝑟𝑉 = 0
𝜕𝑡 2 𝜕𝑆 2 𝜕𝑆
Where 𝑉 is the option price, S is the stock price, 𝑡 is time, 𝜎 is volatility and 𝑟 is the risk-free
interest rate.
Classify the Black-Scholes equation. How does this classification explain how stock prices
evolve over time?
Ans. The Black-Scholes equation is parabolic, meaning it describes how stock prices diffuse
over time. This classification explains how option prices evolve gradually rather tha n
fluctuating in waves.
Q11. A metal rod with varying thermal properties follows the heat equation:
𝜕2𝑢 𝜕𝑢
𝑘(𝑥) 2 =
𝜕𝑥 𝜕𝑡
Where 𝑘 (𝑥 ) = 1 + 𝑥 2 represents the spatially varying thermal conductivity.
Ans. The equation is parabolic. The equation describes a heat conduction process with a
variable thermal conductivity.
As 𝑥 increases, 𝑘(𝑥) increases, meaning heat spreads more slowly in regions where 𝑥 is large.
Q12. A vibrating string under non-uniform tension follows the wave equation:
𝜕2𝑢 2
𝜕2𝑢
= 𝑐 (𝑥) 2
𝜕𝑡 2 𝜕𝑥
Where 𝑐 2 (𝑥 ) = 1 + 𝑥 represents the changing wave speed along the string.
Determine the classification of the equation and explain how the varying coefficient affects
wave propagation.
Ans. The equation is Hyperbolic. The equation describes wave propagation in a string with
non-uniform tension.
As 𝑥 increases, 𝑐(𝑥) increases, meaning waves travel faster in regions where 𝑥 is large.
𝜕 𝜕𝑢 𝜕 𝜕𝑢
(𝑥 ) + (𝑦 ) = 0
𝜕𝑥 𝜕𝑥 𝜕𝑦 𝜕𝑦
Classify this PDE and discuss how the variable coefficients affect heat flow.
Ans. The equation is elliptic.
𝜕2𝑃
2 2
𝜕2𝑃 2
𝜕2𝑃
𝑥 + 𝑦 −𝑡 =0
𝜕𝑥 2 𝜕𝑦 2 𝜕𝑡 2
Classify this equation at different points and discuss how the nature of pressure changes in
different regions.