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Fourier Series and PDE Solutions Analysis

Mid solution exam
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0% found this document useful (0 votes)
5 views7 pages

Fourier Series and PDE Solutions Analysis

Mid solution exam
Copyright
© All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
Available Formats
Download as PDF, TXT or read online on Scribd

1.

(a) Determine the Fourier series representation of the function:

2
f (x) = 1 − |x|, −π < x < π.
π
Hence, evaluate

X 1
.
n=0
(2n + 1)2
(3+2 Marks) CO-2
Proof. Since f (x) is an even function, its Fourier series contains only cosine terms:

a0 X
f (x) = + an cos(nx). (1 mark)
2 n=1

The coefficients are given by


1 π 1 π
Z Z
a0 = f (x) dx, an = f (x) cos(nx) dx, bn = 0.
π −π π −π
Z π Z π   
1 2 1 2 2
a0 = 1 dx − |x| dx = 2π − · π = 0.
π −π π −π π π
(0.5 mark)
For n ≥ 1,
2 π 2 π
Z   Z Z π
2x 4
an = 1− cos(nx) dx = cos(nx) dx − 2 x cos(nx) dx.
π 0 π π 0 π 0

Since 0 cos(nx) dx = 0, we only need
Z π π
1 π
 Z
x sin(nx)
x cos(nx) dx = − sin(nx) dx.
0 n 0 n 0

1 − (−1)n
 
1 1 − cos(nπ)
= 0− =− .
n n n2
Thus
1 − (−1)n 4(1 − (−1)n )
 
4
an = − 2 − = .
π n2 π 2 n2
Hence an = 0 for even n, and for odd n = 2k + 1, (1 mark)

8
a2k+1 = .
π 2 (2k+ 1)2
2

Therefore, the Fourier series is



8 X cos((2k + 1)x)
f (x) = 2 , −π < x < π. (0.5 mark)
π k=0 (2k + 1)2
Finally, setting x = 0 gives f (0) = 1, (1 mark)
As a result ∞
8 X 1
1= 2 .
π k=0 (2k + 1)2
Hence,

X 1 π2
= .
k=0
(2k + 1)2 8
(1 mark) 
3

(b) Find the Fourier sine transform of e−|x| .


R∞
Hence, evaluate 0 x sin1+x
x cos x
2 dx. (2+3 Marks) CO-1

Proof.
Z ∞
Let the Fourier sine transform be defined as Fs {f (x)}(ω) = f (x) sin(ωx) dx, ω > 0.
0

Since |x| is positive, on (0, ∞) it equals e−x . Thus


Z ∞
−|x|
Fs {e }(ω) = e−x sin(ωx) dx. (1 mark)
0

We use the standard formula


Z ∞
b
e−ax sin(bx) dx = , (a > 0),
0 a2 + b2
with a = 1, b = ω. Hence
ω
Fs {e−|x| }(ω) = . (1 mark)
1 + ω2
Use inversion formula for Fourier sine transform,
2 ∞ ω
Z
−x
e = sin(ωx) dw. (1 mark)
π 0 1 + ω2
Put x = 2 in above equation
4 ∞ ω
Z
−2
e = sin(ω) cos(ω) dw. (1 mark)
π 0 1 + ω2
Hence Z ∞
ω π
2
sin(ω) cos(ω) dw = e−2 . (1 mark)
0 1+ω 4

4

2. (a) Find the general integral of the partial di erential equation xzp + yzq = xy. (5
Marks) CO-2
Proof. We are asked to solve the partial differential equation
xzp + yzq = xy,
where
∂z ∂z
p=, q= .
∂x ∂y
The PDE can be written in the standard Lagrange form
P (x, y, z) p + Q(x, y, z) q = R(x, y, z),
with
P = xz, Q = yz, R = xy.
Thus, the Lagrange auxiluary equations are
dx dy dz
= = . (1 mark)
xz yz xy
From the first two ratios,
dx dy dx dy
= ⇒ = .
xz yz x y
Integrating, we get
y = C1 x (1.5 markS)
where C1 is arbitrary constant Now, compare the first and third ratios:
dx dz
= ⇒ y dx = z dz.
xz xy
But from Step 1, y = xC1 . Substituting,
x2 C 1 z 2 C2
Z Z
xC1 dx = z dz ⇒ = + ,
2 2 2
Therefore,
x2 C1 − z 2 = C2 , i.e., xy − z 2 = C2 , (1.5 markS)
where C2 is arbitrary constant. Hence, the required solution is
 
x 2
F , xy − z = 0,
y
where F is an arbitrary function. (1 mark)

5

(b) Find the complete integral of the partial differential equation of


zpq = p + q . (5 Marks) CO-2

Proof. We consider the nonlinear PDE


∂z ∂z
F (x, y, z, p, q) = zpq − p − q = 0, p= , q= .
∂x ∂y
Charpit’s equations are
dx dy dz dp dq
= = = = , (0.5 mark)
Fp Fq pFp + qFq −Fx − pFz −Fy − qFz
where
Fp = zq − 1, Fq = zp − 1, Fx = Fy = 0, Fz = pq.
Thus the subsidiary system becomes
dx dy dz dp dq
= = = 2
= . (1 mark)
zq − 1 zp − 1 2pqz − p − q −p q −pq 2
From the last two ratios we get
dp dq dp dq
2
= =⇒ = 2
−p q −pq 2 2
pq pq
or equivalently  
p
q dp − p dq = 0 =⇒ d = 0.
q
Hence
p
= a (constant ). (1 mark)
q
We write p = aq with a a parameter.
Substitute p = aq into the PDE zpq = p + q. If q 6= 0,
z (aq) q = aq + q =⇒ zaq 2 = (a + 1)q.
Dividing by q gives
a+1 a+1
zaq = a + 1 =⇒ q= , p = aq = . (1 mark)
az z
Now dz = pdx + qdy gives us (0.5 mark)
Therefore
2(a + 1)
z 2 = 2(a + 1) x + y+b ,
a
with arbitrary constants a and b. (1 mark)

6

3. (a) Find the partial differential equation satisfied by the function


z = (x + y)φ(x2 − y 2 ),
where φ is an arbitrary function. (5 Marks) CO-2
Proof. We are given
z = (x + y) φ(x2 − y 2 ),
where φ is an arbitrary function.
Let
u = x2 − y 2 , φ = φ(u).
Then
z = (x + y)φ(u).
Now, compute the partial derivatives:
∂  ∂u
(x + y)φ(u) = φ(u) + (x + y)φ0 (u) ·

zx = ,
∂x ∂x
∂u z
= 2x, ⇒ zx = + 2x(x + y)φ0 (u). (1.5 marks)
∂x x+y
Similarly,
∂  ∂u
(x + y)φ(u) = φ(u) + (x + y)φ0 (u) ·

zy = ,
∂y ∂y
∂u z
= −2y, ⇒ zy = − 2y(x + y)φ0 (u). (1.5 marks)
∂y x+y
Eliminating φ0 (u) from above two equations, we get
yzx + xzy − z = 0. (2 marks)
Hence, the required partial differential equation is
yzx + xzy = z .

7
(
2, for 0 < x < π;
(b) Express f (x) =
0, for x > π,
as a Fourier sine integral. Hence, evaluate
Z ∞
2 sin(x) − sin(2x)
dx.
0 x
(3+2 Marks) CO-2
Proof. Using Fourier sine integral formula, we have

2 ∞
Z Z ∞
f (x) = sin(ωx) f (t) sin(ωt) dt dω (1 mark)
π 0 0
2 ∞
Z Z π
= sin(ωx) f (t) sin(ωt) dt dω
π 0 0

4 π
Z 
cos(ωt)
= sin(ωx) − dω
π 0 ω 0
4 ∞ 1 − cos(ωπ)
Z
= sin(ωx) dω (1 mark)
π 0 ω
As a result,
Z ∞
1 − cos(ωπ) π
sin(ωx) dω = f (x) (1 mark)
0 ω 4
Put x = π in the above integral we get
Z ∞  
1 − cos(ωπ) π π 2+0
sin(ωπ) dω = f (π) = (0.5 mark)
0 ω 4 4 2
Z ∞
2 sin(ωπ) − sin(2ωπ) π
i.e., dω = (0.5 mark)
0 ω 2
Therefore
Z ∞
2 sin(x) − sin(2x) π
dx = (1 mark)
0 x 2


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