APLIO]

-> em :

⑦suppose y2 & Ye awe two linearly

independent sol of the given
diffrential can

God
doch
+

and +

azy

Prove that
,

Leee
y
dY-32d
-

s
-> if I
and ye are linealy
inde So M SO
they 11
.
.

staisfy the solutions ,

②
barded and
- are
: e
 & xy2 -
& xY1

a .

(d .

31
did
az(ydy y2d)
0
=
+
-

-
Z

a. d
So +

azE
-

O
,

d
d =

In z =
-

2x
+

c
Ro

I >C
-

C
z
=

2
Tu 2
3
C
 z
=

Le
-

cet
32d-Bads=
#hence proved .

②
and +

and +aoy= F

y(x)
=

y= ( +

yp(x)

911y
and 90y =
0
+ +

dx

-> assume sol to be A eme

y =

as the order is 2 we should

get two roofs in the
basis so ,
 is if roots are discrete the
I

y (x =
(zem2 +

Crea

(ii) if roots are same ,

m x mx
(x) (2 e
y= +Ce
=

(iiis if routs are

imaginary ,

2
m
=

y = e)(zei +

(e
+By

# Ending a pattlar sol

is Method of undetermind
coefficient ,

↳ (use when
you've got
s ,
Sinx ,
cos ,
Usin
N eP+
x ex , Since ,

COS +

Sinx)
exd-24-by dx
=

-> homogeneous solw

3x
-

x
e
y e y
=
=

x
Cze3x
-

&y
= =
(x) = + 2
-> non-homogeneous sol

Step :

i do the derivative of
RHS until you get
the same function
as original
(ii) make the set of
"distinct function"
-

-> then write

here get

Speak
we
Yp(x) as

the linear
F(x) = 24 combination
F((x =
4e4x of distinct
Sol
...........
so
 Yp
=

Ac4x

4Ae4
Yp'
=

Yp"
=
16 Ae
*
16 Ae-2 4A-3Ae= . 2e

4x
#
yp(x
=
2 &

4
3x - x

Cze 2 &
y See
A
+
+
-

nee 5
-
y = (x) (x)
Ip

# let's
does
small
say
we
a

change - 2e3x
3x
new e e is alse ady
a soln so we should
make a other sol like

yp(x
=

A23

majick A
Z
=

->
from
->
eperator method :

FCDCy = V(x) =

ea
yp
a) V
=

FCD((ea v(x)y =
ea F(D +

a)V()

x
FCD) =
B =

↳DGea4vxy =

eax(b +
a)V(x)

F(D) =

D2

↳ -22eav(x)y =

eac a)2vx)
+

FCD)
y
=
V(x)eax

F(D)de4x 9xy Veax

-

ye
-
V(x)
 a) 2ye 4x3
ax
Veea
-

2 = (b +
=

- xx
ye
=

=p a) +

yp(x
ex a
=

e4
yp(x3
+,
=

ex
-
=

+
s

432

-x
=
E

+
s

e4x2

setD]
 yp(x
e23(2 x62
=
+

- 2
5
-------------

3
7/23-3

de
3dy x2ex
ex 2y
=
-
+

dx

y=x) =

Cze +

(2ex
9

Yzx e
YzGx e2x
= =

doing the steps ,

F(x) =

x2
↓
31 x , 23 Ye
-
,

S =

Ee se , , x
 ↳> here one of
the independent
solm is same
as here so

we'll multiply
with one

more X .

so we'll get
S1
=

Exce ,
she ,
Be

yp(x
=

xex(a +

bx +

xx)

y(p(x =
xe(a +
bx +
(x2)

+ e"(a
2bx 3(x2) + +

-
B
y(p() =

x2"(a +
bx +
(x2)
+ ex(a +
2bx +
3(x2)

e(a 3(x2)

E
+
+
2bx +

2
+

ex(2b +
6(x)
 y"pcxx =

y(x)
+
<

ce
y((x
P
+ G -

3yp3 +

2yp
=

4 3B
-x B x))
+
+ -
-

xex)
xyp
=

c -

2B =

x2ex

ze"(a
/ +
2bx +
3(x))

+ "(a +
2bx +
bxx))

((2b +
6(x) =

xiey
-

a -

2bx -

32x2 +

2b
+
6(x
=
x2

2b -

a -

2(b -
3c)x
x
=
x
-

32

-2 3
!2 a = -

E
b =

-
2

operator method

FCDCy
=

x2e FCDC =

(D -
2)
(D 1) -

ypxx e
2)
=

-
 -e-
=

e 1 I x2
I 51-p>

23x23
-

= - e
1(1 -
D)

ypx =
-

e232
+
D + 12
3 x2

j
as x2 so we've

taken up to pe

e(x2 2x 2)
= - +
+

ypx
= -

e(( + x2 +

2x)

-enex
ecd-2dY-by 2e-10sic a
=

33C
32 3
-
>C

y xx =
2
,
=

3x
Cze
-

(x) (ze
y= = -

F(x) =

ze -
10 sinx

-
3 x Yp
=

Ae +
Bsinc
+ [COS>

B (osx
Yp'(x) Ae
=
+

2x
- Csin

2 x Yp" (x) = Ae -
Bsinx
-

[COSx]

-
4Ae +

(-210S -

2B(OSx
-
3[(0Sx]

+
(-3Bsinx +

2(sinx
BSinx)
-
 4 Ae
-
-

(4 +
2B)COS

-
(4B -
2C) Since
= 2e
-
20 Sin

42 = 2B

⑰2 =-
4 B -
2) =
10

2B -
C =
S

-22
 (D -
a)
y
=

F(x)

E
Ie4xye 4x3
-

... (D -

a) =

F(x)

... ed 3y(xe -

4x3 =

F(x)

D3y(x) 4x3 D
-
-

... e =
F(x)e

e9x)F(xe adx
-

y(xx
=

by this twick

(D 3) (D 2) ze- zosinx
y
+
-
=

[10sinx

I
=le
y
( ) (D +
1) -D +
3

↓
↓
⑧
D
=
1

=-
ex
 -
[
=35z]zusince
I

=
=
4
[ex) - 3 Iosinsdx
ezosind]
-
-

↳de +

y =
losx

y =
(x) =

2y(0Sx
ce sina
+

accosx
yp(x
=

-
b'xsin

operator method ,
-

(D2 +

1) y =

COSx
3a
-
0

y
i) 0
=

, -

-( :
i)
COS>
 #method of variation
-

of Parameter

-
a
.
d
dach
+

azd +

93y =
F(x)

↳ y(x (1yz (eYe

.
+

always
-
-> we'll have this
two
condy

a. d1Yz
97dyz 03y1
+ +

=
F(x)
dece-dx
-
&

ardly
92dy
+ 9342 FCx
a
+ =

-
 03/08/23/ Lecture -

yp
=

Vy(xy1 +

Ve(x)y2 -

y p'(x) Vy(yj Yexxyc

=

+ + V
! xy2
we'll choose

E
V2xxy , +

V , xy2v2(x3 & Vy(x)

in such a

that
8 way
this termill
be zewo .

yp"(xx =
Vy(xyy" +

Vy(x)yz"
+
vy'(xy2
+

vz(xxyy
-
if we also take this
term zewo then
& Vecas will
ve(x
be constant which
 is undesired .

them into
- putting eqm
we'll get ,

a. (Vjcx) ye +

Ve '(xye)
=

F(x)

=>
Vy(x)yj +

vex)y2 =

F)
do

b
⑧

from

ve'Yz +
Ve 'Ye =
0

VI'Ya'
+

Ve'Ye= F

[ 333223"=[Exsal
using law
Cramers'
/Fx/a
⑧

-
VI =

ve
Eaa
de
+

y secx
eq
=

y (e) =

(z(0) x +

(esinx
=

yp(xx
=

Vy(x)(0sx +

Vy(xysimx
 vi =
exe e
ne
I I COS>2

VI
=
-

tanc

vz(x)
=

log(cosx)
similarly

Ve(C) x
=

Whoa
operator
-

+
FCD =

02 +

is

-Eile:] Be
sec

- Sesecue -
 -

is
is

J
-

-
e secce

x
Iz =

Je- secdx

I
=

Je secx dx

I = (20sx sec xdx =

(dx =
x

Iz i) sinc secode= Standa

-
=

log(sex)
=

Iz =

x +

ilog(se(x)
Iz =
x -

ilog (se(x)

Yp((
=

cos xlog)cosx) +
xsinx
* Elew auchy dential ea

doxdy2 Af azy Free

=
+
+

x
= et - by using
-
his transfor
we can

convert the
zan in linear

equ with
constant
Coefficient .

et
ge =
= x

&
dx
- -
xdy =
-

②
d32
 = +
&
d+2
I
-

x
dt
des

x
2
-
=
- +

d = -

Y -

0
2

dx2 dt

-
from

God
-
+(ay
-40)d +
acy =
Get i

G(t) =
F(et)

Note assume the homogeneou sol

=

y xx = Accm
=

and by which we can get

 soi without converting
it into constan coefficient
and
.

fornon-homogeneous
do exactly as before .

if me F
Me,

YF(x =

(yx2z +

CexNe

if ma
=

me ,

y= (xx =

(2 +

(log(c)) x
2x2
e x y -

xy' -

3y
=

Ist method

y
= Axm

-2 -

m - 3 =

m =
z -523
222)
 m

= =

1 - 53

2
-

2
(e)
y (1x 1 x
=

#method
x
=
et
feat
&R (2
2)dy by
=
+ +
-

Am2emt+ 2 Ament
-

3 Aemt = O

m2 + 2m -
3 = 0

(m -
3)(m +

2) =
0

m = 3
-

,
2
y (x =

(ze
- 3t +
(ze2t
=

i
 type

-
special
diy
-
-

F(y)

->
multiply both side by
2dI
dx

(* ) =

2 *

(5)] = ,
eFcya
dx2

d) (2)) =
2 F(y)dy

) 2) F(y) dy
=
 dy
Ecy) dy
=
dy I dx
Feycy=
e
d sing
=

2dI =

2 sing

d()] esing dy
=

(2) =

esingdy
2fcosy
1)
2 =
+

C]
 dy
=
= -
2[- 20sy+J
da

⑭
xcm , z =

Jame
-
#eliptic integral form

dy =
dx

osy
cosy
->
2cosly -
1

cos
 ⑭
cyde (8)
+ 2
ec

d
assume w =

#
07108123/ Lecture 5
(not attended)
-

#
Eigen
I= value
-
Podem :

40k3d2y +
42(x3dy +

42(x)y
=

F(x)
dx2 dx

-> where all the coefficients

aux , Af(x) , 92(x) are contr
function of x Over the
interval (a b] ,

=>
↳y =

F(x)
 L
90(x2 az(x) as i
+
+
=

=> above differential equ is

called "mas" if the

operator (satisfies
following cond

(is((yz +

Yz) =

L(yz) +

L(yz)

(ii) (Ccys= CLCYS ,

C is
constant

(I) if the solution yaxs satisfies

the
boundary condr
it

[
(i) y(ab
=
A
-
Them

y(b) = B called
linear

boundary
value
problem
 (I) y(a =
A , y'(a) =
B
-> Then it's initial value
problem consider a linear

boundary value problem

Ly xy
=

-> with boundary condu

Gye4(a)

E
G22y(a)
+ +

byzy(b>
+ bez Y'(b) =
A

general - Ozzy(a) +

G
,2 Y'(a)
boundary
bzzy(b) bec Y'(b)
conde B
=
+
+

-> for a scalar I ,

if there
exists a non-trivial
sol ↑ cas
that satisfies
14 =

L4 and also
 satisfies the given
conde then 1
boundary
is called am
eigen
value and Y is

called as an associated
eigen function of the
given eigen value problem
LEVP]

T21
:

If Ya & Ye awe

two distinct eigen

function cossosponding
to zigen value X
then
(y4z (eYz
+

also
952 eigen function
corresponding to

eigen value X .

La L NI =

4
142 Ye
=

=>

((C4z +

(Yed
2

(((Yz))
+

((44))
 =(2x4z +

Ce 4
-
x([z4z +

(2Ye)

=> xy 0y(x) 0
=
=
+

y(51) 0
=

= -

Ly = -

xy 1 =

de
dy
case-I x =

0 =
0
=

*
y(st)
=
0 =

C2iy(0) = 0 =

x y
=

(zx +

(2

(2 xL0 x =
-

y2 ,
M +
0

Ly =

My - (Ly =
-

xy)

e M2y 0
=

-
 M
yCc = Ae +
Be

y(0) =

A +

B =

0
, y(st) =
0

y(ST) =

A =

0
,
B =
0

(a53 x 30 ,
x =

M2

M2y
a
+ =

mc +

y2 =
0

y
A eiMx
-
xx
B
y =
+

AeiM -
Be-ib =

=> 2 As in x = 0 M F G

=>
M
=

xJT = n F
O

-iMC
y()
=

AeiMx -
Ae
 =

2 As in x

n2 =
2 A sin
x njTs
=

↳A sin En

#
separated
condr :
boundary

aey(a)
azy(a)
y
A
=
+

B
byy(b) bcy(b)
=
+

->
periodic boundary con

y(a) y(b) ; y'(a) y'(b)

=
=

# Lionville
Sturm -

Boundary
value problem
dY
-
+

P(x)1y +
[a(x +

xRxx)
dec d2
I
0
=
is P(c ,
Q and RG) are

continous over interval

(a ,
b]

(ii) PG2)<0
,
RK) >0 Xcf(a ,
b)
(P(x)dx JP(x)d 32

z
e +
e dy
-

dx

+ [Q(x) +

xR(x]
d
e/PC 0
y =

(ePad]
+
[Q() + xRxx)]
e(PxdxI
0
=

p(x) =
e)P6xdx
 q(x) =
e(P2(d x x
QC)

(P(x)dx
WCx27 =
2 R(xC)

(etPad-)
IPada
=
e

P(x)

(b)(dy) (9(x) xxxx))

R + +

dec
y
=
0

-
(0x() (94x xxx)
+ +

is culled strum-lionville
operator .

-> If P(x
=
1 q(x
,
=

0
,
5(x) =

1
the it becomes
eigen
value problem
Inner-poduct
#

-
:

suppose
V is a vector
space over the real
number
assigned to each
pair of vectors
belonging
to V . The inner product
must
satisfy following
condition

L
Assume all
vector

lineat .
in

varef
-

(i) <4 V)= .

<V US ,

(ii) <Cu ,
>= << 4 ,
V >

(iii) <u ,
v +w>
=

<u v> +

(4 ,
w>
,

(iv) <u ,
u > >0

(v) < k ,
u
=

0 then u =

V
(vi) Def <U V) U
=

.
.
 cu , v =

jurdx
↑ a

->
Thissatisfies all the
properties mentioned
above .

Adjoint Operator
# :

Adjoint operator of
·
an
operator
denoted and
↳ is
by +
define as

<U ,
> =
<U ,
>

suppose L-> matrice operatur

(A)
CAU , r>
=

< U ,
Ato>
↑
Hermitian
matrice
~

Al (A 2)
-

=
 Godly
e -

da
-

azd +azy

y(u)
=

y(b)

y'(a) =

y'(b)
Here d ,A2 , 2 Gre constan .

⑦ determine the adjoint

operator .

sol

adde as
-
-
= +
+
2

<1u ,
0) = < u
,
+r>
b

<u 0
Juwd
=

a
b

(auden and ackju

-
e
 tace
b

-so Vdx

Fee
-
b

-as ! auf a de e -

0
b

+ as -
[urSa as] -

ude
b

-an( unde

here , y'(a) =

u'(a) =
u(b) =

u(b)
and same for
ucas =

4(b)

SO
 b

--

au) Y dodx-as Judee

b

I
+

ar
unde

=-
! auudew
a
Esc
des

b
↳
as] under
-
e we're to
choose the
b condu for
+

an nor a

that
such

vicas =

vb>

n jard-and +acbjda
-and -And+ az
Ans I
- L
#Self-Adjoint operator :

An adj oint is self-adjuinl

operator if L =Lt
&

a
ex + e
y
=

y(ab
=

y(b)

y'(a) =

y'(b)

S
a
1 =

<1u ,
r) =
<u ,
(r)
Them-2 Prove that the
eigen
:

value of a real
symmetric matrice is
real

Proof ->
given
for " A = AT
-

matrice A (ii) A : A

- x =
E to be poured .

Ax eigen function
*
=

eigen
value

(complex) ... Ax =

Ex

Ax EX
=

...

transpose) : AT =
Ext

... A =

Ext
 side
(both
by X
S ...
T

x 1 Ax =

ExYx)

: xxx = exx
... - Exx =

I nonzero

*
N x x 0
N A
- =

e
x =
E

⑮
Hence proved .

.T = 5 TTa
.

# < +5 ,
> =
<5 ,
+ >
 Prove that
Tem-2 the
eigen
:

functions of a real
symmetric matrice awe

Orthogonal
Proof ->
given matrice A ii) A : At
- ,

& Xe tao
->
suppose xz are

different eigen functions

corrosponding to
1 2
* &
.

distinct
Axy =

xzxz

At xzt
+

transpose)
...
x2 x
=

... xzTA =

xy xzT

XzT Axe
(bothby side) x2x
... =

x2
Xe
+
x2 +2xc x2 x2 +
=

...
 +

-
xc
(X2 x2) xy 0
-
=
-

e
N
⑧

So
,
x2 Xe =
0

>AX2 ,
Xe) =
<X2 ATX2> ,

... (X X2
,
,
Xe) =
<X1 , texex

Xy<Xz , X2 > =
xe(X2 X2) ,

...(x1 -

xe)(X1 x2)) ,
=

0
ne
#
0
<X2 ,
Xe) =

orthogonal .
 #
14/08/23 Lecture -
7
En : The eigenvalue of self-adjoint
operator are real .

(ie .
x =

E)
-

given L =
It

-> suppose PI and Ye are two

eigenfunction
<LYz Y ,
=

<42 , Yz)

<LYz , 42 =
<
Ny ,
L4e>

suppose By =

Ye

<242 , 42) : < Y ,

(4y>

z eigenvalue ->
Pa
x2 11 ->
Pz
 (42 =

x
42

<X142 42) =
<Yx ,
xz4z)
.

<42 Y ,
=
Padx
so
b
;

a 24 dx
! d
-
-

- =

= x Y
I 2

1E -
z)(42/dx
= =

e
#
xz =

x1
-> hence proved .
 Noum V is vector
: a space
over the field # ,

then the norm of a

vector u is dinoted
as 11 Ull and defined
as

11 Mr
Ull=
2/2

-(d)
Am
:

The distinct eigenfunction

of self-adjoint
A

operator are orthogonal

Roof :

suppose VI and Yz
are two distinct
eignenfuctions
to
corrosponding
xz and * 2
 L4z =
x142

L42 Ye Ye
=

<LY2 , Ye =
<42 , L Ye

=<Yz .
142

<X24z , Ye =

<4z . xzYe)

+242 ,
Ye =
x(4z 4) ,

(2 -

x2) (<42 42) ,

=

11
-
<42 , 42) = 0

hence
,
proved .
 Segies
#

Station

a P(xd Qaxy O
+
+

where ,
Po and QCx are

analytic function
of .

=> Analytic function : All order

-

derivative
of f(x)
a82 exist
then it's
called
analytic
function .

in Other words
-> Fxs can be represented
as tay los series expansion
about a point .
 i
f(x cx -c.
=
=

n =

-
point Co is
called as
co
ordinary
point .

z
0
↳
=

x(x 2) -

nere PCC = &

acx
= 5x

-> the =

1 & x
=

0 are

singular point as

P(x) & Q(x) awe

not
analytic func tion .
exa xd ( 2)y
+
+
+

·
-> PC & Q(x) are

analytic function
So , can use series
SOM ,

y(x
=
5 In
n = 0

2
S (nncw
-

y
=

n = 2

2
E 2) x
-

y -
(nn(n -

n =
2

-> substitue in the

diffrential ear ,
⑧
n 2 1
E + E(nnx
-

n -

(nn(n -

73x C

n =

2 n =
2

(12 + e) Cr x =

0
n =
0

Expand the teams und

match the coefficients

c
:

22 +
20 =

Ce
= -

10

x :
6(z +
2z
+

2)z =
0

B)
(3
z(I
-
=

2
x
:

12(p +

2(z +
(- +

2(z
B)
I
[4 -

Co
I

x3 (2 5(z
20(5 3(z 0
=
+

: + +
 =>
( = (2
48

y(
=

( +

(2x +

(x2 +

(yx3
+(44 +

25xS

(0(2 2x4 ---)

x2
= - +

(z(x 2x3 3) ) +
+ -
-
 #
Patial Differential
Equation
efintion A mathematical
:

relation b/w
independent
variables .

dependent variable
and it's partial
desivative is
called a partial
diffrential ear .

Notation :

Auc +

BUsy +CUyy + DU +Edy

+

Fu =
G

U
- ucy i "gy=
a
 E E
Ux
up
= =

-> classification of first-or des

partial differential ear .

P(x ,
y ,
u) 2 +
Q( ,
y u)2
,

-x
by
=

R( ,
y u)u
,

(i) Linear
-
order pde
If P Q & R , are

functions of
only xRy
Then the above pole is
called linear first
order pe

3
+
=U

by
(ii) Semi Linear first-order
pole :

-> If P and Q are

function of and I
x
then the above equ is
called semi-lineat
poe .

-u
+
zu
-

by

(iii) Quasi-lineat first order

pde :

If
->
only R is a
function of 3C and
I then above Poe
called quasi-linear
pale .

u
-
=

ex
Live Full Non-linear first-order
pole :

-> the pde not lying in

above three linear ,

semi-line as arc
quasi-line as .

j) + =
a

B
:

Introduction to

partial differential
Shankar
eun by K .

RuO .
#
17/08/23 Lecture -
8

u)24
P(x y
u)be
, ,
+
ace) , y ,

R(x ,
y u),

->
suppose I
U
=

UCx , y) is

defined on C domain
D bounded by curve
↳ 4
y R

- u =

U
,
on curve
-
0=
,
D

, ,
in
(given) .
>C

Then the curve I is

called chauchy data

curve .
->
suppose ,
I variable is

time and x-axis is

is curve .

↳
ta then U

!
u =

+
is called
2 initial
t =
X X T

x >
condition
t =
0 x x
T o
-
Chachy
condition

u -u(x , y)
=

f(x , y ,
u)

f(c , y ,
u) - is called
integral surface
#mod of teristic

Y (4 0
+ =

↳
Linear

hyperbolic
pde

u( ,
+ =

f(x) -
ct)
↳ D'Alembert
solution
u(x , 0) =
f(x)
t
t t(x)

:
=

R
-> if you diffrentiat
bo the
- = Te >
at
along
chracteristic curve
0 x t =

+ (x)

= ** **I
 ** -

*** -

I =c
, 8
=

B
c =
c + stant u
=

cont on

the
x =
2t +

x characteristi
* curve
if
you choose
different
chatater istic
curve you'll
get different
value .

x -
+ =
CC0

u =
f(x -
ct ) =

f(x0)
 2u
8 3
ex +
=

8x

U(( , 0) =
ex

ga
3
-
the answer should be

t
e
-

UC , t) =

de -

3
8U +
=
zu

of

by comparing ,

a I
= zu = 3
 (n(u) =

2t +

(1x =
3t +

(2

2t +

(1
e x 3t Ce
+
=

u
=

↓
e2t
+
x.
u
=

C
=

C2

& &x0 =

x -
3t

x -
t
u e
=

gd high
[x oh +

e
- -
-

Ot

h(c ,
0 =
f(x)

Or
-

+ (9) usee
ucx ,
0
=

f(x) Quasi-linear
 differentiate along the
S
characteristic curve

e
a E g
O =

U
=

constant on the
characteristic curve .

=
f(c(0)

x -

[Sinf(scostI
R
+

2/2

I x0)gndt)I
x f(xu) UC t)
=
-
=
,
#
21-08-23 Lecture - 9

-> The curve on which the

so is given has A
form
paramatric .

P(x y u) bu k(x
u)
=
y,
+

, , ,
-

3x

R(x , y , 4)

u =

4 4 .
=

[x =
x .
(5)
, y
=

y . (s)
-
< s[a]
y

8xis
a
M(t) X -> is (r) is an
*E
X
chosen arbitary
X
>
curve such
⑥
x
that
↑Cr) 7 when
Io
=

-
=
0
= +
a P
R
↳ =
=

=
a

- ⑲
Q
dy -

= dec P -

& given pF 0

&y =

& -

combining ⑦ .
② ⑬

d
dx d
=

↳ lags ange

I charpit ear
 ↳
lagrange's eun

3
2x
-
22 =
x
-

by

u(x , y)
=

1 is =
Eac =

by 3

s Paramatric form
S
G
x =
=

x bs as
y
=
=

du
d -
d =

3 &I =
2
d5 d5

x 38 y 20 x2
(1
+ +
=
=

↓ AS
bS 0
C2
=

0 x
=

,
= =

r ,

-
12 bs =

C2 =
aS
 x 35 b5
= +

25
+

aS
y

(x -

3y
=

(2b -

3a) S

S = a

aBy
= I

now
knowdu
.

=c =
38 +

bs
we -

d5

u 32 bs c
=
+
+

-) is -

x )
 +
(3

r 0 UpC y) 1
=
=

, ,

1
[3
=

uces , y)
=

3(a) be +

I
+

+ e
e =

30 R Yo 0
=
=

U(x y) 1
iss
=

som
or
-
-
du
do
 =
o
dx =
2 =

x
=

+
+

(1
do

d y
1 r
c
= +

=
=

t =
0 ,
x =

n = G =
x

↳
#
Y n x y
=

-
-

du =
da

is
2
y C3
=
+
-

I
 -1 -

y
+

(3

U 1 when
given
=

x =

n , Yo
=
0

we'll get (3 =-2

ucx =

y
 of
#
Gen
function o -
·
a Stat

denoted by 4 and

difined as

d4 =

-G d .

64i
G 64j 6
= +
+

8x
by

I =
dre

f(x, y 4)
,
=
U(x , y) -
u =

#
integral
surface

x +
yz +
z1 =

1
 z =
12 -
(x) +

y5 = Ex , y)

z(x , y) -

z =
0

d4 P(x d dy) P(x y)

y
-
= +
+
,
,

( .)
=
f =

- direction
goutient

-
we know .

Px , y , u)(u + G(x ,
y , u)24
0x
by

R(x , y u)
,

we can write it as
 2
-

(i 65 2i) (p4↑ x4)

+
-
.
+

25 +

=
O

tangent to
the surface

af dy
edx c
0
=

-y

+
If du
zu

24dx
dy-du
+

-C

5 K)e(dY+
4 dy
(04
-
+

+
duk) =

- ⑧

B
 we can say that 2and B
a de
parallel or
=
antiparallel

50 thies cross product

should be zero ,

i I I

P Q R =
0

des dy du

↑(Adu-Rdy) -

(Pdu-Rdx)

+> I(Pdy -
@dx) =
0

->
By equating sefficients
we'll legrange Champit
Yet
-

equ .
 d
=

d A =

S(C) ,
y , ub =

C1

T(x , y ,
u) =

22

F(5 , T) =

* xy5
ex xu -
y
-
=

p y2 G R x(u (y)
xy
=
= -
- =

,
,

dx
-
=
=
↳
y2 y x(u -

2y)

-> Don't choose relation

arbitary choose so that
solve it
you can .
-
xdx =
ydy

x2
- -

yz =
C

(2) +
yz =

xz -G

& = y

udy-eydy+ydu= 0

d(uy) Zydy 0
-

yy
-

y2 =
Cz
Homework
-
-

x) ye
E(y ux)
Y xy)6
+
- (x +
= -

fre *yz
**

tuys"
:

so we'll get

yo cdy du 0
+ =
+

d(y) +

du = 0

xy +

u
=

Cy

xdx +

ydy - udu =
0

d(x 22 2)
-
=
0
+

x2 +
y2 - u2 =
c
 #
24-08-23 Lecture -
10

Second Order PDE with

# - -

Constant Coefficient :
- -

-2BUscy
(Ugy +
+DUx

# +Ely
↳ example
+
Fu =
G

Principle of a linear

↳
part Zach order pde
compare with constant
with coefficient
sonic section
if

lat
bxy G 0 the given
a
+
=

+
dx
pole is

homogenous
if G E0 ,
1
'I

non-homogenous
 T

(x +

2 bccy +

cy2 =

x Ax

xx
33/ , i)(y)
=

man
symmetric
matric

a =

[ ]

x =

QY

det(g)
b2
=
=

ac -

?
PIAl
TWIA)
x
=
-
Tra
2

*
& -
T5CAS +

det A =
0

(i) det A =
0 parabolic
(ii) det A CO
Hyperbolic
(iii) det A >O Eliptic
 - =- det()= Discriminant

i if 0 =
0 =

(b) -
ac)
:

Parabolic
form

(ii) if & 30 :
b2 -ac >0
:

Hyperbolic
form

(iii if <0 : b2 -acco :

Elliptic
form

⑦
AUx +

2BKocy +
(Ugy +DUx
Fu G
+Ely
+ =

x =

x(3 n) .
2 =

5(x y) ,

④ W

y
=

y(9 , n) n =

7(xx y) ,
 d =

Exdx +

Bydy
du =

4xdx +

nydy

1) 12. :

Kit
-

"

+2
4x
Ex
=

on

UgEx Unnx -
-
+

My =

UgSy +

Unhy -
Ux
=

bx(ug)3x +

Ue3xx
+5 (Un)nx
+
unx

=(455Ex Ugn]5 +

+Ug5 Me5 4nnYx]

+
+

-x

Roc
+
Un4s
-

Ug3 (Ex)+ 2
UsnEa
+
umn(nx)
+
UsEx Un"x
+

-
⑬
Kyy
=

Ug3 (Sy)+ 2Ugn3

y y

+unn(g)
+
Us Yy
+
Un
yy
-
⑭

Usy =
Ux My
x(45)5y UgEy
=
+

+ x(un) my +

Un Yoy

=[UgEx+ kgm4x]Ey+UgEy
+
SUSE +UnnYMy
+
uncy
 =

455E5y +

Ugy(7 5y Exy),
+

+
Unnrhy +
UgScy +UnYxy

#Us +
25Ugn +
knn

+BUs +EUn + Fu =
E

↳
converted/transferred
2q

A =

AEcs +
2B3xBy
+

C
By
B =

AEx4x +

B(3xhy +

nx5y)
+
Cyny

I An 2BR +
Cry
=

, y
5 AEcx 2BEccy [Syy DEx
=
+
+ +

+
EEy

E
Anxx 2BRxy C
+
+
=

YY

+
DUx +Eny

F = F T =

G
,

E
AUcx 2BKocy (Ugy +DUx
+ +

C
Fu G
+Ely
+ =

converted

E
into
#Us +
25Ugn +
knn this

+BUs +EUn + Fu =
E
5 =
B2 -
Ac =

(3xky -

2x3y)2(B2 -

Ac)

So ,
if & <O => <O

0 5
=

↓ =

= 0

↓ > 0 =

5 >0

=>
Hyperbolic
-
Pde :

HC
455 Unn
- =

Ug = H) -> rectangular
pole

AUss + 2
Ugn + Unn HCU Ug=

, , Un

E , n)

52 -
At >0

case -
F A = - I
-

B =

0
 A =
S # =
= 0

B = 0

=>
Elliptic pde :

HCh us Un E h)
Us +
knn= , .
.
.

B and A I
a I
=

0
=

⑤
Police
⑤

493 =
H) 3

H) (
Unn=

Either (A. =
d and B = 0
#
28/08/23 Lecture -
11
(not attended)
* .

Hyperbolic pde
ju
che 0
-
=

-2+ 2

B AC > 0

* ex
=
Parabolic de

)
B Ac 0 Ju =
=
-

* ex
=
Elliptical pole

+
BI Acco
④.
-

Hypolic Pe :

* =

c =

0 & B +
0

B -
Ac > 0

AE , 2 BEx By [Ey2 0
+

+
=

S
A(5)2 2B(5) + +
1 =
0

An +
2BUxy +
CMy =

-
A(z) 2B(e)
0
+

+
=

· -
=
4AC

2 A

" =-
As
-> If E(x y) ,
=

constant then

di 6
63dx
0
=
=

y
+

by

dy
-=-
BA)
- -
=

dc

sit choose + for "s" then choose

you
- for and vice versa .

->
Our purpose is to find
E(x y) ,
and nx yS ,
and

they should be different

(e)
otherwise = 0

e 3Us 10
Ussy
+
3Ugy 0
=
. +

A =
3 ,
B =

3 ,
2 =

B2 - AC =

25 -9 =

16 > 0
so
-
assume E( y) 2
=

3 I d
=
* = -

0
choosen

=-
I
-
-

- -
3 E
my for

E 3x n y
3
=>
y
-
= -
=

A =

3( -
32 +

10( 3)(2)-
+

3 =
0

5
3(3)(2) 3/ 3xx
I(z)
=
+ - +

+
3(1)(1)

5
=
3 -
25 -
+
3 =
- 32

5
i
3() 20(- z)(x)
=

+ + 3 =
0

5 =
0 E =

0
,
F =

0 ,
5 =

0
,

Ugn 0
=

us
=

f (3)

u =

(f (5)d5 +

g(n)

u =
F(3) +

G(n)

u F (y x)
G(y 2)
+
-
= -

8
Alembert
sol
⑦.
④ .. olic pde.

B2 -

Ac =

0 A =

0 and
B =

G or
=

I
=

suppose A =
0 and B = 0

AE , +

2B5xEy
+

<5y2 =

= -Ac
=

-
A

A5cx +

B(Exy
+

4x5y)

(SyMy
+

= 0

-
3y(A( )4x 3)()y
+

2x) (ny)
+

3
+

=
 - 2 y
x
+
=
= + =

C =

y
-

Bx
A

\() y) y
Ex
=

choose
that water time
are not pralled .

ex
-
-
Uc -

kcyUxy
+

y2yy =
0

A = x2 , B = -

xy ,
c =

y2

BY -
A2 =
=

x2yz -

xy2 =

= =
-

-
-

=
=
 My C
=

=( , y) =

xy

n =

3
182 I x
Y
=
=

\(x y) ,
=

xyx
=

A =

x2y) -

2xyz +

y2x2 =
0

B =

x2(0) -

xy2 y2 + =
0

5 = 0 +
0
+

y2 =

yz

5 =

x)(0) -

xxy
+

((0) +

0
+
0

= -

2xy
E =

x(0) +
0 +
0 +
0
+
0 =
0
F =
0
i 0

2
y Unn = kcy Us
+

Unn
=

2 us
y

Unn =

25 4 :
-2
# 32108123 Lecture
#
Elliptical Pde .

BY -
AC <O
case
-
-

I
-

assume B 0 & A
=

C =

-
AEx 2BEx5y+ (5y2 AR 2BRcMy
=
+ +

(my2-Q
->

so
AE xx
+

B(5xky 4x3y) +

23y4y =
0 -

① +
2i x2

A(Ex +

inx)
+

2B((Ex + inc(sy +

ing)S
+ c(Sy +iny)2 =

0
 divide by By+inyl)

A/)) 2/23] + =
0

As
a =
3 +

in
B
=

3 -

in

I=
-
As

d(x , y)
=

C and BCCC y) ,
=

& /- )
- -

= =

3 2 B B
n 2
=

=
=

2
2i
&. (1 +

x))Ucx +

(2 +

yi)Uyy
+

xUx

0
y
+

y
=

3
B =
0

A =

1 +
x
2 -> elliptic
form
c =

It y2
D =

3C

E -

F = 0 = G

t
--

(A]

Ezy
-

--
dy
dx
1 +
x2
 z
logly + +y2) Filogkc +

#xx) =

log
2 =

log(y +

Ftyz) +

ilogkc + xxa)

logly +
tyz)-ilogc xx)
B +
=

3 =

2B =
logly Etyz) +

E
Ex =O

n log(x +xi)
2
= +
=

0
2
=

A
(3y2 1 y2
z
2
=

=
= =

(tyz)
 I An
= =
= = =
2
2

B =

P A5x 2B3x3y 23yy

+
= +

D3x Ey
+
+

2
yzxy(y) xy)
= +
+

-Styz
⑤ - ⑧

E =

finally got
Auss +
JUnn =
0
 Elliptic ⑳ Uss +Unn =
0

form

Case -

I
--
-

B =
0
,
A =
-
I

A(Ex +

n,)
+

2B(5x3y +

4xhy)
((5y2
ny2
+ +

ASMcc +BlEcy +Ychy)

Cyny
+

⑦ +
& x 2

A(5x +

xx) +

B(3x +

4x)(5y xy)
+

((5y +

hy)2 = 0
 divide with
(By+hy)

A/E! 23/5)
+
+ -

In
A
=

3 = G n = d -
B
I

a =

5 +
x , B
=

S -

dy
- ( A]
-

=- -

Ex

2(x 2 B(c y) C
y)
=

=
, ,
,
e Y
-

2 sin
Ucy-cOSC Ugy
-

COS 0
y
=

A =

I B =
-
Sinx ,
=- cos
D 0 E (0Sx F G 0
=
=
= =
-

, ,

BY -AC >0- so
hyperbolic
2)
c --
[sinx =

E
de
=2-sinx

dY
--- (I + sinx)
dec

x() y) COS
y x
=

+ -

x [0Sx
B(x y) y
-

= -
,
 9
B
(0x x
y n
= -
=
=

2
·
A =

A5 +

2BEccSy +
Cy2
=(1) (Sinc) +

2 (-since) (sinx) (IS

+ (-cos2) (2)

--coskc-sin=-1

· T =

Anc +

RBUxy +CMy2
=
1 +
2(- sinx) (1) (os +

( 20sx)(0)

I =I
·

(A -

= 2)
 B AExx B(Exhy 2x5y)
=
+
· +

(nysy

= I . Sinx+ (-Sinx I .

B = 0

B AEx 2BExy (5yy D5x

=

+
· + +

Eby
+

(osx +
2(-sinx)6 +
0

+ (-(0Sx) I

=
0

E Anxx 2Bdxy (2yy DWe

=

+
+
+
·

+
Eny
= 0

F =
F = 0 = G =

A Us +IUnn 0
=

0
+
knn
-

Us
=

Uss-Ynn 0
=
 #
↳/09/23 Lecture -
13

method of Separation
#

viation :

Ar +
2BUccy +(Ugy +

DUx+Evy
+

Fu =
G

Suppose the soM UCx y) , is

,
=

defined on a domain
I bounded by curve T.

f() y)
suppose u =

, where
DC y) E N
.
aY

~
suppose
the
.

boundary
Blus indicates
-
information of the

solution UCC y ,
. >
⑧ 3
-I Diet's bondary cond"
-

·
If B(u) =

u i e
.
. BCU) =
fx y
,

(cyc = ↑ then the

boundary condh is called

"Dirichletis boundary
condn
"
.

Case Neumann's boundary aord

-

I
-

- - -

·
if B(U) =

zu
=

Fu I .

on

· is a unit normal
vector
-> Then the boundary
conde is Neumann's

boundary cord"
- Robin's boundary Condu
- -
-

If
By
- B(u) =

au +

a
where and B are

then the boundary condn

is missed boundary
conde 02 Robin's
cond "
=

boundary

=
- Kwin
- -

0x2

U kUccx
=

f(x)

E
UC0 +) 0 u( 0
=
=

boundary e
, , ,

condition
u(L t) =

0,
intial cond?
,

0 [ x I L
②
#
-

⑦
⑤
>
-

Our Purpose is to separate

and convert this pole in
system of ode .

UCss .
t =

X(x) T(t)

* =
"
in this - x

example ma n
f(x) q(t)

-> The se both

a be equal only
when they
are both are

equal to same

constant value .

if x
EI 0
=

"
x =
0 T = 0
.

x =
(2 +
(2X T
=

(z
 Ucx , +3 =

(y)(z +

(2X)

·
u(0 +, = 0
=

(2)z = 0

· we'll take
(2 =

0(z =

as if 23 =
0

the u'll become

Zea0 .

·
UCL , +) = 0 =
22L(z =
0

·
no matter
which We

choose as

"O "We'll get

trivial sol
for x =
0 .

-I x > 0

x =
42 (4 FOS
Mx
CzeMx
-

X = +
(ze
 T =

2 e M2kt

((zeMx (ee Mx)

-

Ucx , H =
+

M2 kt
Ce

- for boundary condu

13 Should become

2280 and if this

happens the solution
will become trivial

#
< x <8 * FO

X =

C2COS Mx +

12 sin MxC

-42t
↑
=

[3e

ucx +
,
=

[[zC0s Mx
+

C, sin S

&
-

k
ze

usoit) => C2Cze Mit = 0

⑰ 0
 -

+
Us .
1) =
0 => Cesin MLC be
8
=

=
y
xM2 m
=
12 ,
12. . . . .

u(x 0 ,
=
f(x)

Ces in M3s [ =
f(x)

kM2t
uxx + fxxe
-

n = 2 ,
2 , 3 .
--
. . .

-
k52
Mc , 1) = f() e 2

n =

7 , 2 ,
-
-. -

ucxit) =

n =
2
far -2
 we e
0
g =

UC0 y) GCy) U(x10) 0

=

. =
.

U(H , y)
=

0
,
U(x .
1) =
0

ya
0
U(x 2)
=

8. 11111111 I
-
-I -

EUCH
-
-
y) 0
=

3 -
,

Y =
10
.

1
= -
-
-

g(y)
-
~
~
0
Ex
8
-
111111 11 1119
33C
U(e 03 ,
= 0

u(x , y)
=

x(x)Y(y)

x "y +
Y"x =
0

x
* = =
(a-I If X 0 y (z (xy
= =
+

x = (2 +

(2X

U(x , y)
=

((z +

(2) ((3 +

(xy)

U(x , 0) =
0 =
((1 +

(2x)(3 =
0

H
(3 =

U(x , y) =

(2 +

(2x)(y

U(( . 1) = 0

=> (2 +

(2)( =
0

=>
either 22 +
(2X =
O

E = 0

-> In both cases ,

we will

have a trivial sol

we are not into ested
in x =
0 .
-# If >o

x =

42

I M2
"
x =

((z eMx Mx)

-

x =
+

(ee

y =

Cy COS My +CusinMy

(2eM MC)
-

uxx , y) =
+ (2e

CzCOSMy +
CsinMy)
·
U(x10]
([ze4 M4((z)
-

(e 0
=
+

(3 0
=
=>

( eM
Mx)csin
-

ux , y =
+

Ge
u(x ,
2)
=
0

((ze M3(ysin1
-

=>
+

Cee
O
=

Sin ML =
0 = ML =
n ST

M =
25 ,
n =
< , 2 .
--

x M
= n= 2 I2
=

--
, -

x ye
x x 7 2
= =
= , ,
---

u(0 ,
y)
=

g(y)

(Cz +

(e) (p sin My
=

g(y)

UCH 0
y)
=

MH
MH) cysin
-

(Cze
+

cee y
=
0
 (eMH
-
MH
+

Cze =

MH -
MH
Ce =
-

ce

2 MH
2 =
-
Cze

(2 -

> e 24H) Cy Sin My

=

g(y)

ce ePH) cysinMy= gy

C
24 H) Cy My= 9
.
-

Sin

(2Cysinh(My)=-e(y)
2Sinh(MH)
ux , y) 2 M)
H)
CysinMy
= -

MH
e

=- -

R sinh MH

gM
e
=
18-09-23
/Lecture -

16

# Series
->
Suppose a function f(x2) is

bounded , periodic and

integral 0V28 the interval

[- 5T , JT]

f(x- a . + lancos
Sinn

-> where Go , A2 .... an

& bo , be ..... Du are

called
fouries Coefficients .
-> S = 21 .
Since ,
Cos , sinc ,
cos2x ...
]
is an
Orthogonal set of
function [- 5 JT] .

f gEs (f
, , g) =
0

<f g) ,
=

)f(xgxdx
-
T

Eranction :
A function fac is
said to be an

even function
if f(x) =
f(
-

x)
COS
⑰

action : A function fac is

said to be an

odd func tion

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

⑰ Sin
·

Perifunction :

A function fac is
said to be an

Periodic function
if f(x +

T) =
f(x)
Los sin
eg ,

f(x ~ a . + lancosne Sin nx)

+

bu

both
->
integration side with
interval -

It to it

IT I

↓ f(dxw)ardx + am)cosnecd
IT - r 2 5
=

+ bu sinn duc
-

T
 90 -

faudes
-for finding an you can
multiply both side by cosus

f(c) (Os ~x a . COS -x

- Cancos na

by cosnesinn)
n
=

1 -

now
integration over the period
[ -
5 , 3T]

IT

-o
5

↓fosnx dec
~a) osnecdc
,

-
fan cos nucdas

- , s def
1 n =
-
T
B
term with -
only
n in Cos
remain other
nx will
+

bu cosmic
⑬
will ↳& zero come

multiply with COS2

↳ if ④
T
I
then it'll be
2x d
n
S
=

1
9
N
Is cosncos

so n= 2 will be nonzero

all othe 'll be zeto .

It
5

I fCxxsosdi =

An
!, os
2
nicd
-
T

- ansT
5

arin" re
f(x) ~ a +
lancosne -basinn)
⑮

I
This can be written as

- if the function is
continous in [-J ,
/]

-> If there is a
jump
continuty at < = C

average - 1[f( +
3) +
fx -

1)]
value 2
of f(x)
I
-
fa
? =

a ?
I dx + un
↳
I

cosnesc
-
5

-
busine med
<fif =
a ! 25T +
s(an +

br
2
=

Efacd a 15) ba
=
an
+
= +

2n 2
=

⑰
·

Energy Identity
Energy of the distribution

fe) =
doVo +GzVI +GcVe +- .. ---

1
0 s
vo y ,v
=
=
=

EST

Vi -> are orthogonal - ..

-

vectors .
 ↑
sinx

90
7
-

-
a.
f(x)

s
IIf(l =

a +

Gz +

Ge +----

11f +

g()2 =

11 f 11 +

11g)12
fRg are

orthogonal

<f f .
=
11 f(12
 # Note :

--
sis I f(x) is even br
will become 2258 aS

Leven) (odd)
.
=
Odd them it'll
-
7
/
D
"Fourier
I
become CoS
f() secries" -
sinx

-
-

bu =

I fe sin necdes

Co
I fa des

1 Ry f(xdx

15
z!
au
=
f(xdx
 aw roseea
f(x =

as +
Eancosn
(iil If f(x) iS odd an
will become zeso as

codd) (evens
.
=

Odd them it'll

9
/ M

I
become "Fourier Sin
f(x)
secries" -
LOS

similarl ly we can prove

this as well .

a =

! fxxds =
0

STf(x)(OSsdx 0

=
=

an
5
 br =

I fxxsincdx
f(x) = b Sin (c)
n
=
1

* F(x w a .
+
Elancosne +

bu Sin nx)

take substitution

x xy
=

x= [ 5 jT] =

[ 2, ]
y
- -

+(3)
~
as +

Eancos
busin())
+
g(yvao +
Ian10(y) busin +

Book
- > Advanced Math .

2 .
N .

Jeffrey .
2923 Lew17 -

E
- Sin 2 51x
Es =
5/2
-
-

- I
-

f(x) - O ,
T2 = x = 0

Sin 2x 10 =
x = 5

S
The given function fixl is

bounded ,
integrable and
periodic so ,
we cam

as
express
D

f(x ~ ar +
[ ancOS nx +
busine

are nee
 5

) (
-

(23 +
- 1
2 JT
-
T

ac =

E I sin 2x cos da
it

I =J sinzoccos ne

I[ Sin in+2i+
sin(e-nic)
an=
It incantes +

since nice e
 - sincataco +
sinc
nidaly
-) sig
*
-

of )
-

-
*
#

q
=

E
=- co5T/2-siste
n +

2 2 -
n

-
②
+

CoS()JT
2 +
x
+COS
-
(s
2 -
n

-n
②
-

-
+)
-

- E
 - n +
2

-Easte nr
-

Sally + e

-
my
-) + )
 -[ ) az

(1+ cos] ne
-

similarly we can find

by

# (f g fagad
=
,

②
Repeated Rump
function
ex
-
-

=F
f(x) = (x) x = [ -L L] ,

x [
-

J π]
sol ,

function
even
->
 ⑮
fac ~ ar+
Sandos He i

ar =

! fxxd

=kid
=I ! ! d =

= L
2

an =

I ! fxcos ms
I
dcC

I! cos
(
dx
=
 Eff ( **
!
=
sin

jein(n
-

==
[30) +

(cos(** ) ) :
=((coscnst) -

cos(0)] x i)
=

2((0)(nst) -

2)

L
⑧ I
n =
even

An =
-

4 I n =
odd
-55T2
> Defunction :

SCC) ~x
S
x =
0

- 0 I
c2 =
&

i sexdx =
1

(iixSc -a)fadx =
f(x)

s au
1 = fexdxs =

1s des

we've increased
the
sange
considering
SCx3 O

everywhere
else c =
0 .

00 = 1
 =
an scaccos mad

- sec coscac dis

I(cosno]
=

an 1
=

ST

)
sc
E(cos cosct
= +
...
=4 The odd -
square
-
wave
-

f(x = 1 02 x < S

-
-
I -

T <0

overshaft *
a

Gibb'sphenomen
-
2

<

I
W

as it is odd function ,

only need to consider by

br =

fasincndec

of sin na a

1
I
c in moder

-
Bin mcd +

1)
5
sin no e

o
 -(x] /I
=( = ] = 2)
+ -

be =

8 The Even square Wave

-

E
JTx2
I 5/2
-

f(x) -
ST2<x 25/2

2
O 2
5

s
f(x) - even
& so it'll we sin fouries
series
3n= E sin seeI
5/2
[cos]
= ·

==( 2] = 2
+

f(x =
Ibr Sin nx

n = I

f(x)
-Es Sin (nx)
 f(x =

940s

f(0) =
Go +

42
+

A2 +- --
-
+

An
IT

- dx f(0) du az+ an
=
+
+
---
=

↳ weak
convergence .

because only
I
we've
taken

sum
partial
I
 15-09-23 Lecture -
18

Frier Tafer
wave number -related with space
frequency number - related with time

fac =

as +
Seancosn+besinne
ein= CoS n +isin(n)

e-in = (OS nec -

isin(nx)

ins -

inx
COS nx =

[ + e

inc -inc
sin nx
- e
-

2i
 + eine e
- ins

fix =

ar t e

ne &

inc
-
we can
t

Es
write it *
inx
-
⑤ne
n -
=
0
in
i

a
-
inc inx
E AR +
E
↳
=

n = -
& x =
I

* *
inx
-

! facos(made r 1
An
=

Proof ,
n
=

0 A =

25fxd =

a!

facosme de
An=
> n > 2

-E
 -2 In -a
,

An= Is faucosmides

G
=

E
and 1 Ink
An =

90 n =
0

->
similiarly ,
we can write as

Br =
!fas sin na da

E
so ,
-ba/2i I
-
1 = n <a

Br - ⑧
I
n = 0

bu/zi ,
2 Ina

fa =
Ea An eines -

n-
=
Breine
 finally we can write it as
,

in
Bu)e
(An
f
+

An +

Bu =

! +xcos(c)
,
di

: If sin cra da

An+ Br
= Escocus-isnmc de

value of
->
substituting An+Bu .

a indi ein
·

fa = face
 ⑭ -
s
=
x = s

↳ [ -a ,
-
a]
x
=

JE
a

SE [ -
a ,
a]

-Salin
S
e
( : f
(59) g(x)
=

-taling
=
ware a
 -E (a-919-: d5) eins

[ (
2
1 3 Si
2)
= =
+ +

,,

S(9) =

-(* 35 e-
49dE/ ele

- (1999) -- / eins
4 - 0 - SK - 0

g(s) =

()9(ze- 1995/ei5d9
ne
GCK)
 at "A e dis
-

ga g
-
G(K) ⑧

x(gxx] idx
-G9xe
-

ack =
=

↳ fourier
of
transformation
function
a
g(c)

g(x
=
7 [G(k)) =

beksein
↳ inverse fourier transformation
of a function G(KS
&

Computer the fourier transform

of a function

-
as
f(x) =C
-

[0

Legran
Gaussian

integral
/poisson -edi =

2(x) =

x(gxx) =

1Ygae i d
E51 -
0
-

·
ah -i

-La
-

2 & di

-e-lau
+ik
dx
 0
-

a(x2 - (a) = (a)

+

-take
-

11
2d
e
it
2
dx

actical
- des
-

ra(x )
z =
+

dz =
Vadx

enj
-
z2
ae dz
-

-
-

k2
-

-
⑮I
↳G

Ea
e
G(K) =
=

Compute the fourier transformation

Heaviside function :

=
(x1 a

E
H(a- (x) =
1 ,
a -
(x)30

0 a -
(x) <
0

1x 1 >a

V j I
-
a O
a

go
2(k) =

5 [H(a-1x)]

9 H(a k) -ik
-
e
-

e-ima Sea 2Ck) =

-
in
I

st
-
>
=
>
Comp ute the
91x1
fourier tranformation
of
-

e -
ac [0

s
!
- als
ix
x(gxx
_

acix =
=

2 E E

-
Dela-ik dx

- earikuy

- e. e
-( ) liarit
:""]
-(and
 27-09-23 Lecture - 19

Fowsine
and

Ecosine
trans .

face idx
Fck
-
->
writing e-ik in terms
of sine & cosine &

splitting integral

curred e
F(1) =
(i) If fixs is an even function
then

I&
sin cecfacdoc =
0

as Odd . Even= Add

50fck = cos(fa

Fck
(! coscka fa di
=

↳ cosine
transformation

(ii) similarly if fac is odd

function then ,

↓ f(x(os(4xdx =
0

as Codd ) .
.
even= odd
 FCK = fasinci da

Ar
i fasincka
-- da

we'll separate
i term and write fe as sum

of even term + (-i) Odd

term .

Eck
= fasinckd
=>

Farier Tomation has

linearity property
-
:

(i) I[f(xx g(x)] 71[fxx)]

=

+
519xxs]

(ii) 1 [2f(x))
J , [fac)]
<7
=

(iii) f(
z([fxx f(x)y
= +

-
even
+

xex3]
odd

(in I(fac) =

[5[fxx +

fcxx))

51dfx -

f(x)]]
 Ax
f(
-

e
e
=

-
2

[isnem)
>(f) Fa
-
we

ex fourier transformation of disas

-
delta function

>1899) =
- d

-
ikG
1
-Es
-

Est

sc =

very large value at

x2
=
0

=C elsewhere
a
ix(K a)

!
-

s -

a) =
dx
fax =

1 Glofe -inecdo
3 elkedin
-
↓
fourier
transformation
-
↳ outside integral inverse
fourier transformation .

-> In inside integral assume

variable a instead of

! 3
ik
fxx = fase-ina da E dK

·
as variable
x & a are

different
we can take
it in side
innes integral .
 !faceinccalday di

I
⑪

I
Fubini's

e =1,
-

If fesiysdy des
x Y

~>
we can interchange the

order of integration
according +O fubini's
the or em .

C :. applying fubini's theorem)

0

ex =

st !!! face
ikraspal da
 fa =

I sec -
a) fac da ⑰

&

Faier Formations :

i
(i) beffx) =
face des

[fxe-i
e-isibl
f(c)d

(cond" f(x ->0 as - Ia)

interfall
 7 (f(x)) =

ik I [fxs]

similarly ,
5[f"()] =

(ix)47(fac)
na -

ni ↑
F(K)
desivative
⑧

51(f(x) face-de
-
(ii)

prof :

FCK) =

3 [fe) = en
dec

Fick ikfi des

=

atic a

face ked
i F'()
=
 i F(k) =

7(xf xx]

Ec . f( =
e- Hx)
-
-

HEC) is the
Heavyside function
Hxx
(2
=
C >
, 0
,

⑧ <0
I

F(k) j Cik+2)
Hdx
E
-

=
e

- 0

&

-(ik +

- e dx

- (e-citz

-est
F(k)
2 .

Solve this diff .

eah using
=

fourier tran .

2f e(x)
q
=
+

S
->
Apply fourier transformation
both side

(i) FCK) 2 FCK)

I
+

2) Est

FCK) =

)Est

-(ii)
 =CK
&Exce
=

converting into
real space

f() (e 2x) H(x)

-

=
-
C

X -

azd
eg
ar af g(x)
=
. +
+

-
-

dxh

S
fourier transformation
->
applying
both side ,

[02(ik) az]F(K)
2
+

92ik +
=

G(K)

F(K)
az Cik
=

+
1
->
applying inverse trans
.,

face-
Exae""
 9-20-23 Lecture 21 -

-
iry Equation :

u "= xN UCx>-0 as
(x1 - 00

05
-
-

x -> I9

1 ...
taking both side fourier twan . )

I
Lik i V'(k) cue"
UCK) UCK)
=
=

i use
d
=

de UCK
=

i k3

UCK) = [e5
 use : JYCUCKS

-Scene i d

-Seil d

A ; () +

iB , (x)

where . Aiki =

S((k +

13) die
I

Bic =

E !sin(kx 23)d +
# Fouries transformation
of Partial differential
<q" .

UCx ,
+ - 0 askcl ->

I(84)] (iK)UCK
=

2
(** ) in var
=

site -
W

- - ik] U . Her
0

-like us . He ikda

=
ik UCK t ,
Heat " :

(parabolic form)

6 +30
= Pa
- <

initial

f() -
conde
T(x, 0) =

so
-applying both side fourier trans /

d.t) plik) (K
T

- pk2t
TCK ,
H =

To e

L of I
FCK)
T(K 0) taking four tran
=

, .

initial condu
where ,

F(k) =

7 [fxx]
-F(k3 -
P42t
To T(( +) ,
=
F(k) e
~let's f(= sec
say

=I
F(k

2JT

=
- PK27 iR>
Tast e d k

=
je-(Pkt-ik dk

250 -

[P
+

(4) -

)]dk
=I e

-
+( -
dk

0 -

Pt(x -
-d d1

(substituting ,
z
=

P+(k)
 -
# Caution func :

fro , g() - two integrable

functions

*
f(x gxx =

E f(3)g(x -
5)ds
-

+) Y( +)
S(x , ,
g(cit) G(x , +)
-> 15 -

->
-> ↳S

Green's
function

assume x -

2 =
N

then

fl-nsgender
-
 &
*
f(x g(x) =

g(xx f(

#
convolution is commutative

·
&

I [f & g] =
F(K)GCK)

Proof .

noco .
we know

fag
2
=

f(3)gx -
3)ds
+

(feg-
gassidy
e- ik

figa-de -ik
-
Cusing Fubini's theorem)
to
- Ikx

ge
de e

5)
- 1 -

-
dS
-

Es (a)

I
-ik
- Es · f(3)e dS
-

2 It
-
B
Est(F(k))

F(k)
=GCK)FCK)

Hence ,
proved .
 Ly =

fx)yalxlb
y
=
(- 2 =

daxt)fc+ )dt

5
Green's

function

2yx)
-

yxx Iy L
=
=

!
Lg(x t)y(t)dt ,

(g( +)yc+ dt
=
,

(g(x ) f( t)
=
t

, ,

if skcits as imput
-> we give
to a
system we'll get
output which is
q(x +3,
as

green's function .
y(x
=

x y
2
=
I

d g(x t) f c+)dt
,
12/10/23 Lecture 22 -

Gxx
et
= -
80 .

+ >0

u( 0) f(x)

↳
=

0
+u(x 0) =

(8+
+

(3)

·
(6 + -

((x)k

=
0

s
->
taking transformation both
sides

Lik)
= dck . = V CK i

VCk +) ,
=

, [Uxx
7 ,
+)]
 k2c2u(k
d ,
+) =
-
, +)

S
U(Kit) =
A cos (kct) + Bsin(kct)

-> as we know ,

UCK , 03 =
F(K)

we'll get A =

F(k)

-
by taking fourier twan .

of second cond give

then we'll get

d , 0 =

by using this condu

we'll get
B =

0
=> UCK . 13 =
F(K) COS (kCt)

assume ,
GCK) =

COS (KCt)
then
U(k , +) =
F(K) GCk)

&
u(x , t) =

f(x) g(x)

gxxc =
5 [G(k)]

=1
! cos (KC+) eiKdk
Est
⑧

zeitteik

-) geikke-ctdkI
eikstatin

-
 ajkx
!
+
ct)
dk =
25 S(x +

ct)

X
ik(x -

2t)

I
·
e dk =

25f(x -

ct)

g(xx
((8xx x+) Sxxc c
]
+ + - +

fag
((fxx
&
=
xxx , t
=

8x +

x+)

z)
*
+ f(x sxx -

ux +
(f + +
)
=

uxes , +)
=

I [f(x +
(H) +
fx -

x ))
2
ex 0xc byyU 0 <
=

yc
+
-

u(x ,
0 = f(x)

s
->
taking transformation
both side ,

5 (uxx , y S ) =
WSK , y)

(ikU(k , y + UCK y ,

...d *Y) =
K UCK , 3)

IK1 Y -

IKly
... W(k , y) =
Al +
Be

As we are interested in

bounded soln then

we must have A =
0
 -

Ikly
So UCK Be
, , Y) :

By initial condr ,

B =

F(k)
-

1Kly
UCK y) , = F(K) e

Ily
assume GCK) =

&
u(x ,
y
=

f(x g(x)

noce g(x)
=

55 [G(k)]

-e-ly , ikdk

-"Sti dk

t
↓ e
an)
 -

(( D

(!

-tie
gax
=

F(ayz I
*
U( , y) = f(x) g(x)

-
!fa
nes .
y
= Loes-gud
 -Peability : -

-> Consider an
experiment of
a coin toss Then .
the

probability of getting
head at first time is
2/2 .

Random
-
·
Random experiment
-

experimen t
-
is an
experiment
whose outcome
can't be predicted
in advance with

certainity

sample The set of all possible

out comes of
Space an

experiment is called
a sample space .
 subset of
Event Any a sample
:

space is called an

event .

Ent space
:

The set of all the

events is called
event space .

Animatoric Definition of Roob:

lim
n) P(E)
=

n+ 0

suppose ,
S is the sample space
for an experiment. Then for
each event E we can

assign a number PCES

which satisfies the following
ascioms .

i)Acciom -I 0LPCE) < 2

(ii) PCS3= I
En mutual exc events
(iii) Ezi Ez
.
...

,
 them
p( Ez EiS,

Mutually Eaive :

Two events E and F

are said to be mutually
exclusive if EMF =
4

Equally likely events :

Two events are said

to be equally likely
if one can't occur
often than other .

Theo
ritically they , have
same poob .

po
that ,

probability of a null event

↓ is Zero

b(OK = 0
 S =
Ei
i =

Ez =
S .
Er =
-
- -
=

2 = P(x +
IP(Ei)P(4)
i =

1
=

1 +
[P(0) =

P(0) =
0
i = 2