Advanced Engineering

Mathematics


Advanced Engineering Mathematics

.
1 2546

290
ISBN 974-91342-2-2

1 . 10700
. 0-2866-3214

1.6 Error! Reference source not found.

8 2546

1.1

1.2

1.3

16

1.4

27

1.5

44

1.6

51

65

2.1

65

2.2

85

2.3

98

2.4

106

2.5

115

2.6

125

2.7

135

2.8

140

145

3.1

145

3.2

153

3.3

170

3.4

174

3.5

178

183

4.1

183

4.2

192

4.3

212

4.4

221

4.5

236

4.6

241

245

5.1

245

5.2

248

5.3

257

5.4

260

5.5

266

271

273

1.1

1.1

(matrix) (row)
(column)

A =

2+x

xy
2y
2

x + y

2 + 3i

1
2
3

1 2 3

9 3 3
(boldface) A,
B, C aij , bij , cij i j A, B, C

a11 = 4,

a12 = xy, a13 = x + y

a21 = ,

a22 = 2y,

a23 = 9

a 31 = 2 + x ,

a 32 = 2,

a 33 = 2 + 3i

(size) (dimension)
3 3 3 3 A
m n A = [aij ]mn

1
a11 a12

a21 a22
A =

a
m 1 am 2

a1n

a 2n

amn

(1.1)

1 n
(row matrix) (row vector) n 1
(column matrix) (column vector)
x

y


z

[x

y z]

1.

(zero matrix)
m n 0mn
0 0 0

023 =

0
0
0

23

2. (square matrix)
2 1 3

A = 4 0 0

7 9 2

33

A = [aij ]nn n n a11, a22 , , ann

(main diagonal)
i < j
aij i > j
aij

1.1

a11 a12

a
21 a22

an1 an2
i>j

i<j

a1n

a2n

ann

i=j

3. (triangular matrix)

0
(upper triangular matrix)
1 2

0 3

2 7 4

0 2 1

0 0 3

aij = 0

0 0 0

8 0 0

5 2 4

i>j

0
(lower triangular matrix)
3 0

4 1

aij = 0

i<j

4. (diagonal matrix)
0 aij = 0 i j
2 0

0 3

2 0 0

0 1 0

0 0 4

diag (a11, a22 , a 33 , , ann )

1
a11 0

0 a22

diag (a11, a22 , a 33 , , ann ) =

0
0

ann

(1.2)

5. (identity matrix)
1, i = j
aij =

0, i j

n n

(1.3)

In

1 0 0

1 0

I1 = [1] , I2 =
, I 3 = 0 1 0

0 1

0 0 1

In = diag (1,1, ,1)

1.1

1.
2.
3.
4.
5.
6.
7.
8.
9. A = [aij ]nn 21 n(n 1)
10. A = [aij ]nn 21 n(n 1)
11. A = [aij ]nn 21 n(n 1)

A = [aij ]nn

n(n 1)

1.2
1.2

1.2.1
A B A = B
1. A B
2. aij = bij i, j
1.2.1

012 = [0 0]

012

0
021 =
0

021

1.2.2

2
a + b 2 3

a
b
1
3

012 021

a b

2 2

a + b = 3

a b = 1

a = 2 b = 1

1.2.2
A = [aij ]mn

m n
A + B = C m n
= aij + bij i = 1, 2, , m j = 1, 2, , n

B = [bij ]mn

cij

[aij ]mn + [bij ]mn

= aij + bij mn

A B A B

1.2.3
1 2 sin2 4
0

0 x

4 2 x 2 x

1 + 4
2 + 0
cos2
sin2 + cos2
=

2
3
4 + (3)
0 + 2 x + (x x )

5 2 1

=
2

2
x
1

(scalar)

1.2.3
c

1.2.4

1.2.5

m n
cA = B m n
= caij i = 1, 2, , m j = 1, 2, , n

A = [aij ]mn

bij
c [aij ]mn

2, 3, x 2 + 3x

= [caij ]mn

1 2
4 2 2 4 12 6 10 10
+3

0 1 = 4 6 + 0 3 = 4 9
2
3

a b 0 0
=

0
0 0
c
d

a b a b
=

c d
c
d

A = [aij ]mn (1)A = (1)[aij ]mn = [aij ]mn

A
1.2.4
A B
A B = A + (1)B

1.
2. [aij ]mn [bij ]mn

= [aij bij ]mn

1.2
1.2.6

1 3 2 4 1 2 3 4 1 7

7 2 1 1 = 7 1 2 (1) = 6
3

1.2.7

a b
a b 7a 7b 2a 2b 5a 5b
2

c d = 7c 7d 2c 2d = 5c 5d
c
d

A, B C
1. A + B = B + A
( )
2. A + (B + C) = (A + B) + C
()
3. A + 0 = 0 + A = A
()
4. A + (A) = (A) + A = 0
()

A B c k
1. c (A + B) = cA + cB
2. (c + k ) A = cA + kA
3. c (kA) = (ck ) A
4. 1A = A
1.2.8 A, B C
2A 3B + 4C

2A 3B + 4C

(1) (2A 3B + 4C) = (1) (2A) + (1) (3B) + (1) (4C) = 2A + 3B 4C

1.2.5
A = [aij ]mn

m n

AB = C
n

cij = aikbkj
k =1

B = [bij ]np n p
m p
i = 1, 2, , m

j = 1, 2, , p

1. AB A B
AB AB A AB
B
[aij ]mn [bij ]np = [cij ]mp

2. i j C = AB i A j
B
[cij ] = ai 1 ai 2

3.

b1 j

b
2j

ain = ai 1b1 j + ai 2b2 j + + ainbnj

b
nj

(1.4)

AB BA

1.2.9

2 1

A =

1
5

1 2

B = 1 3

AB BA
A 2 2 B 3 2
A B AB
B A BA
BA 3 2 B A

1 2

2 1 1 2 + (2) (1) 1 1 + (2) 5 4 9

= (1) 2 + 3 (1) (1) 1 + 3 5 = 5 14

BA = 1 3

1 5

2 2 + 4 (1)
0 22
2

2
1
4
5

AB BA
1.2.10

1 3 2 0 1 2 + 3 1 1 0 + 3 4 5 12

2 5 1 4 = 2 2 + 5 1 2 0 + 5 4 = 9 20

1.2

A, B, C AB BC c
1. A(BC) = (AB) C = ABC
()
2. (cA) B = c (AB) = A (cB)
3. (A + B) C = AC + BC
()
4. C (A + B) = CA + CB
()

A n n

0 a11 a12
a1n 1 0
a1n
a11 a12

a 2n 0 1
a 2n
0 a21 a22
a21 a22

AIn =
=

a
a
a
a

n
1
n
2
nn
n
1
n
2
nn
0
0
1

(1.5)

0 a11 a12
1 0
a1n a11 a12
a1n

0 1
a21 a22
a2n a21 a22
a 2n
0

In A =

0 0 1 an 1 an 2 ann an 1 an 2 ann

(1.6)

AIn = In A = A

(1.7)

In

n n
1 3 1 0 1 0 1 3 1 3

5 2 0 1 = 0 1 5 2 = 5 2

3 1 2 1 0 0 1 0 0 3 1 2 3 1 2

2 0 1 0 = 0 1 0 3
2 = 3
2
3

1 4 0 0 0 1 0 0 1 1 4 0 1 4 0

1.2.11
1.2.12

10

1.2.6
A n n B n n
B (inverse matrix) A
A (nonsingular matrix)
A A1

AB = BA = In

1. A
2. A A (singular matrix)
3. A
1.2.13 ()

a b

A1 =

c
d

AA1 = I2

A1

1 2

A =

3
4

AA1 = A1A = I2

1 2 a b 1 0

3 4 c d = 0 1

a + 2c b + 2d 1 0

3a + 4c 3b + 4d = 0 1

a + 2c = 1

3a + 4c = 0

b + 2d = 0

3b + 4d = 1

3
1
,d =

2
2
1
2 1
1 2

3
1
3 4

2
2

a = 2, b = 1, c =

A A = I2

2 1 1 2 1 0

3 4 0 1
2
2

11

1.2

a b

c d

1.2.14

a b

c d

22

1 0

0 0

1
ad bc

d b

c a

ad bc 0

(1.8)

1 0 a b a b 1 0

0 0 c d = 0 0 0 1

a, b, c, d

1 0

0 0

1.4

A B c
1. (AB)1 = B1A1
2. (cA)1 = 1 A1 c 0
1 1

3. (A )

c
=A

1.2.15 (AB)1 = B1A1

A B
AB B1A1
(AB) (B1A1 ) = A (BB1 ) A1 = AIA1 = AA1 = I
B1A1 AB (AB)1 = B1A1

12

1.2.7
A n
An = AA A

A0 = I

A
n

An = (A1 )

1.2.16

1 2

A =

3
4

A0 , A2 , A3 , A2

A3

1.2.7
1 0

A0 = I =

0
1

1 2 1 2 7 10

A2 = AA =
3 4 = 15 22
3
4

1 2 7 10 37 54

A3 = AAA = AA2 =
15 22 = 81 118
3
4

1.2.13
1

1 2

A2 = (A

A3 = A1A2

2 1

=3
1

2
2

2 1 2 1 11 5
22 10

2
2 1

=3
=
=
1 3
1 15 7
15

7
4

2 2
2 4
4

2 1 11 5 59 27

2
1 118 54
2 4
4

=3
=
=

1 15 7 81

37
8 81 37

2 2
4 8
8
4

13

1.2

(Transpose Matrix)
1.2.8
A = [aij ]mn m n AT A
AT = B n m
bij = a ji i = 1, 2, , n j = 1, 2, , m

1. i A i

AT

2. i A i

AT

3. a11, a22 , a33 ,

1.2.17

7 5

1 2

7 5
7 1

1 2
5 2

1 5 0

2 3 8

1 2
T

1 5 0

= 5 3
2 3 8

0 8

A B
1. (A + B)T = AT + BT A B
2. (AB)T = BT AT AB
3. (cA)T = cAT
4. (A1 )T = (AT )1 A
1.2.18 (AB)T = BT AT AB
A = [aij ]mn B = [bij ]np (AB)T BT AT
p m i j (AB)T
((AB)T )ij

k =1

k =1

= (AB)ji = a jkbki = (BT )ik (AT )kj = (BT AT )ij

(AB)T = BT AT

14

1.2.9
A
1. A (symmetric matrix) AT = A
2. A (antisymmetric matrix) AT = A
3. A (orthogonal matrix) AT = A1

1. A

n n

2. A
3.

A = [aij ]nn

aij

n n

= a ji

aii

i, j = 1, 2, , n

=0

aij

= a ji

i, j = 1, 2, , n

AAT = I

(1.9)

akjalj = 0
j =1

aikail

=0

k l

(1.10)

i =1

1.2.19

7 2 1

2 1 4

1 4 0

1.2.20

0 3

3 0

0 3 5

0 4
3

5 4 0

1.2.21

4 2

2 3

cos sin

A =

sin
cos

1 0
cos sin cos sin cos2 + sin2
0
=

AA =

0
sin2 + cos2 0 1
sin cos sin cos

A T = A 1

15

1.2

1.2
A B AB = 0 A 0 B 0
A 2 2 A2 = 0
A 2 2 A2 = I
A 2 2 A2 = A
A 2 2 A2 = A
A B AB = A BA = B A2 = A B2 = B
A B AB = BA
A B
(A + B)2 = A2 + 2AB + B2 AB = BA
9. D A
D AD = DA A
10. A (A 2I) (A + 3I) = A2 + A 6I
11. A (2A + I)3 = 8A3 + 12A2 + 6A + I
12. (ABC)1 = C1B1A1 A, B C
13. (ABC)T = CT BT AT ABC
14. A A = 0
15. A AAT AT A
16. A B AB
17. A
17.1 A + AT
17.2 A AT
17.3 A
1.
2.
3.
4.
5.
6.
7.
8.

cos sin
cos n sin n
An =

A =

sin n cos n n

sin
cos

cosh sinh
cosh n sinh n
An =

19. A =

sinh n cosh n n

sinh
cosh

an bn
1 2
n
20. A = 3 4 An =

cn dn

20.1 AAn = An A = An +1

18.

20.2 3bn = 2cn n

20.3 an + cn = dn n

16

1.3

1.3.1
p = (i1, i2 , , in ) (permutation) (1, 2, , n )
p (even permutation)
(i1, i2 , , in ) (1, 2, , n ) (p) = 1
p ( odd permutation)
(i1, i2 , , in ) (1, 2, , n ) (p) = 1
(1, 2, 3)
P = {(1, 2, 3), (1, 3, 2), (2,1, 3), (2, 3,1), (3,1, 2), (3, 2,1)}

(1.11)

(2, 3,1) (1, 2, 3)

(2, 3,1) (2,1, 3) (1, 2, 3)

(2, 3,1)

(1, 2, 3)

(1.12)

(2, 3,1) = 1

(3, 2,1) (1, 2, 3)

(3, 2,1) (1, 2, 3)

(3, 2,1) (1, 2, 3)

(1.13)

(3, 2,1) = 1

(1, 2, 3)
(1, 2, 3), (2, 3,1), (3,1, 2)

(1, 3, 2), (2,1, 3), (3, 2,1)

1.3.1

(2, 4,1, 3)

(2, 4,1, 3) (1, 2, 3, 4)

(2, 4,1, 3) (1, 4, 2, 3) (1, 2, 4, 3) (1, 2, 3, 4)

(4, 3, 2,1) = 1

17

1.3
1.3.2
A = [aij ]nn n n
P (1, 2, , n )
(determinant) A det(A)
det(A) =

( j1 , j2 ,, jn )P

1.3.2

A = [a11 ]

( j1, j2 , , jn ) a1 j1a2 j2 anjn

det(A)

(1)

P = {(1)}

(1) = 1

det(A) = (1) a11 = a11

1.3.3

a11 a12

A = a
21 a22

det(A)

(1, 2)
(1, 2) = 1 (2,1) = 1

P = {(1, 2), (2,1)}

det(A) = (1, 2)a11a22 + (2,1)a12a21 = a11a22 a12a21

1.3.4

11 a12 a13
A = a21 a22 a23

a 31 a 32 a 33

det(A)

(1, 2, 3)
P = {(1, 2, 3), (1, 3, 2), (2,1, 3), (2, 3,1), (3,1, 2), (3, 2,1)}

(1, 2, 3) = (2, 3,1) = (3,1, 2) = 1

(1, 3, 2) = (2,1, 3) = (3, 2,1) = 1
det(A) = (1, 2, 3)a11a22a 33 + (2, 3,1)a12a23a 31 + (3,1, 2)a13a21a 32

+ (1, 3, 2)a11a23a 32 + (2,1, 3)a12a21a 33 + (3, 2,1)a13a22a 31

= a11a22a 33 + a12a23a 31 + a13a21a 32 a11a23a 32 a12a21a 33 a13a22a 31

18

1.3.2

1.3.1
1. A = [a ]
2.

3.

a b

A =

c
d

det(A) = a

det(A) = ad bc

a b

c d

= ad bc
+

a b c
1 1 1

A = a2 b2 c2

a 3 b3 c3

det(A)

c1 a1 b1

a1 b1

det(A) = a2 b2 c2 a2 b2 = a1b2c3 + b1c2a 3 + c1a2b3 a 3b2c1 b3c2a1 c3a2b1

a 3 b3 c3 a 3 b3
+

+ +

1.3.5 A = [2]

det(A) = 2

cos sin

1.3.6

sin

cos
cos sin

sin

cos

= cos2 ( sin2 ) = 1

1 2 3

1.3.7

4 5 6
7 8 9

5 = 45 + 84 + 96 105 48 72 = 0

7 8
+ + +

19

1.3

1.3.3
A = [aij ]nn n n
1. M ij (minor) aij
(n 1) (n 1) i j A
2. C ij (cofactor) aij C ij = (1)i + j M ij
3. adj(A) (adjoint matrix) A
A
adj (A) = C ij

1.3.8

a b

A =

c
d

adj(A)

M 11 = det ([d ]) = d
M 12 = det ([c ]) = c
M 21 = det ([b ]) = b
M 22 = det ([a ]) = a

1+1

M 11 = d

1+2

M 12 = c

2 +1

M 21 = b

2 +2

M 22 = a

C 11 = (1)

C 12 = (1)
C 21 = (1)

C 22 = (1)
T

d c
d b
=

adj(A) =

c a
b
a

1.3.9

a b

A =

c
d

1.3.8

A adj(A)

adj(A) A

d b

adj(A) =
c a

a b d b ad bc
0

= (ad bc ) I = det(A) I
=
A adj(A) =
c a 0

c
d
ad
bc

0
d b a b ad bc
=
= (ad bc ) I = det(A) I

adj(A) A =

c a c d 0

ad
bc

20

1.3.10

1 1 2

A = 0 4
1

3 2 2

adj(A)

M 11 =

M 12 =

M 13 =

M 21 =

M 22 =

M 23 =

M 31 =

M 32 =

M 33 =

2 2
0

3 2

2+1

M 21 = 2

2 +2

M 22 = 8

2+3

M 23 = 5

3+1

M 31 = 9

3 +2

M 32 = 1

3 +3

M 33 = 4

C 21 = (1)

= 2 6 = 8

C 22 = (1)

= 2 (3) = 5

C 23 = (1)

= 1 8 = 9

C 31 = (1)

C 32 = (1)

C 33 = (1)

1 1
2

1 2
1

= 1 0 = 1

1 1
4

M 13 = 12

= 2 4 = 2

3 2

1+3

C 13 = (1)

0 1

M 12 = 3

1 2

1+2

= 0 12 = 12

M 11 = 10

C 12 = (1)

1+1

C 11 = (1)

= 0 3 = 3

3 2

0 4

= 8 2 = 10

= 40 = 4

10 3 12

8 5
adj(A) = 2

9 1
4

10 2 9

= 3 8 1

12 5 4

21

1.3

1.3.2
A = [aij ]nn n n C ij aij
det(A), k = l
=
0,
k l

(1.14)

det(A), k = l
a
C
=

ik il
0,
k l
i =1

(1.15)

a C
kj

j =1

lj

A adj(A) = adj(A) A = det(A) I

(1.16)

1.
n

k =1

k =1

det(A) = aikC ik = akjC kj

2.

det(A) 0

(1.17)

A
A1 =

1.3.11

det(A)

1
adj(A)
det(A)

(1.18)

A 1.3.10

1
det(A) = a11C 11 + a12C 12 + a13C 13 = 1 (10) + (1) 3 + 2 (12) = 37

2
det(A) = a12C12 + a22C22 + a 32C32 = (1) 3 + 4 (8) + 2 (1) = 37

22

1.3.2
0 1.3.10 1
2
a11C 21 + a12C 22 + a13C 23 = 1 2 + (1) (8) + 2 (5) = 0

0 1.3.10 3 1
a13C 11 + a23C 21 + a 33C 31 = 2 (10) + 1 2 + (2) (9) = 0

1.3.12

A1

A 1.3.10

1.3.10

10 2 9

adj(A) = 3 8 1

12 5 4

1.3.11 det(A) = 37
(1.18) A

A1

10 2 9

1
1

adj(A) =
3
8
1
=

det(A)
37

12 5 4

1. A 0

det(A) = 0

3 0

1.3.13

0 4

=0

2 0

23

1.3
2. A ()

1.3.14

3 2 5

3 2 5

3 8

= 0

det(A) = 0

1 3

3. B () A

det(B) = det(A)

1.3.15

a1 a2 a 3

A = b1 b2 b3

c1 c2 c3

a1 a2 a 3

B = c1 c2 c3

b1 b2 b3

B 2 3 A
det(B) = det(A)
a1 a 2 a 3

1.3.16

b1
c1

b2
c2

b1 b2 b3
= a1 a 2 a 3
c1 c2 c3

b3
c3

b1 b2 b3
= c1 c2 c3
a1 a 2 a 3

4. B k () A

det(B) = k det(A)
ka1 ka2 ka 3

1.3.17

b1
c1

b2
c2

A = [aij ]nn

det (kA) = k n det(A)

2.

det(A) = (1)n det(A)

1.3.18

k b1
c1

b2
c2

b3
c3

n n k

1.

b3
c3

a1 a 2 a 3

c d

a1 a2 a 3

a b
c d

b1
c1

b2
c2

b3
c3

a1 a 2 a 3
= b1
c1

b2
c2

b3
c3

24

5. B () k
() A det(B) = det(A)
a1 + kb1 a2 + kb2 a 3 + kb3
b1
c1

1.3.19

b2
c2

a1 a 2 a 3
=

b3
c3

b1
c1

b2
c2

b3
c3

6. A = [aij ]nn
A det(A) = a11a22 ann

1 2

1.3.20

det(I) = 1

4 3 0

= (1) 4 2 3 = 24

7.

det(AT ) = det(A)

A AT A
AT det(AT ) = det(A)

1.3.21

1 3

A =

2
4

det(A) = 4 (6) = 10

8.

1 2

AT =

3
4

det(AT ) = 4 (6) = 10 = det(A)

det(AB) = det(A) det(B)

AB

1.

AB BA

det(AB) = det(BA) = det(A) det(B)

2. A
3.

det(An ) = (det(A))

det(A1 ) =

1
det(A)

25

1.3
2003 2004 2005

1.3.22

2546 2547 2548

9999 9998 9997

2 3
2003 2004 2005

2003 2004

2546 2547 2548 = 2546 2547

9999 9998 1

9999 9998 9997

1 2
2003 2004

2003

2546 2547

= 2546

9999 9998 1

9999 1 1

2003 2004 2005

2 3

2546 2547 2548 = 0

9999 9998 9997

1 a a2

1.3.23

1 b b2
1 c c2

1 2 3

1 a a2
1 b b2
1 c c2

a2

1 a

a2

0 b a b2 a 2

= (b a ) (c a ) 0 1 b + a

0 c a c2 a 2

0 1 c +a

= (b a ) (c a )(1)

1 b +a
1 c +a

= (b a ) (c a ) (c b )

26

1.3
1 2 3 4
2 3 4 1

1.

3 4 1 2
4 1 2 3

2. AB A B
AB A B
a b
3 2
An = n n
A =
c d
4 3
n
n

andn = 1 + bncn n

3.

4. A n n det(A) = 0 n
5. A n n det (adj(A)) = (det(A))n1
6. A

7.

4 1 1

adj(A) = 2
1
3

1 3
7

a x + b y + c z = k
1
1
1
1

a2x + b2y + c2z = k2

a 3x + b3y + c3z = k 3

1 a a2 a3

8.

1 b b2

b3

1 c c2

c3

a1 b1

k1

a2 b2

k2 = z a2 b2 c2

a 3 b3 k 3

a1 b1

a 3 b3 c3

= (a b ) (a c ) (a d )(b c )(b d )(c d )

1 d d2 d3
1 + a1

a2

an

a1

1 + a2

an

a1

a2

1 + an

9.

10.

A=

b
a
b
b

c1

b b

b b

a b

b a

n 1

det(A) = (a b )

= 1 + a1 + a 2 + + a n

n n

(a + (n 1)b )

27

1.4
1.4

m n
x1, x 2 , , x n
a11x 1 + a12x 2 + + a1n x n = b1

a x + a x + + a x = b
22 2
2n n
2
21 1

am 1x 1 + am 2x 2 + + amn x n = bm

aij i = 1, 2, , m
bi i

j = 1, 2, , n

(1.19)

xj

(1.19)
a 11

a 21

a
m 1

a 12
a 22

a 1n x 1

a 2n x 2



a m n x n

am 2

b1

b
2



b
m

(1.20)

AX = B

a11 a12

a21 a22
A =

a
a
m 1 m 2

a1n

a 2n
, X =

amn

x1

x 2



x
n

(1.21)

b1

b
2
B=


b
m

A (coefficient matrix)
X (variable matrix)
B (constant matrix)
x1, x 2 , , x n

[A | B] A

28

1
a 11

a
21
A =

am1

a 12
a 22

a 1n
a 2n

am 2

a mn

b1

b2

bm

(1.22)

(augmented matrix)



1.4.1
x + y + 2z 2w = 2

2x + y + 3z 9w = 5

3x + 4y + 8z + w = 7

(1.23)

x + y + 2z 2w = 2

2x + y + 3z 9w = 5

3x + 4y + 8z + w = 7

(1)
(2)
(3)

(1) (2) 3 (1) (3)

x + y + 2z 2w = 2

y z 5w = 1

y + 2z + 7w = 1

(4)
(5)
(6)

(5) (4) (5) (6)

x + z 7w = 3

y z 5w = 1

z + 2w = 2

(7)
(8)
(9)

(9) (7) (9) (8)

29

1.4
x 9w = 1

y 3w = 3

z + 2w = 2

(10)
(11)
(12)

x = 9w + 1

y = 3w 3

z = 2 2w

(1.24)

(1.24)
w = 0 x = 1, y = 3 z = 2
w = 1 x = 10, y = 6 z = 0

x = 9w + 1, y = 3w 3, z = 2 2w

1.4.1

(elementary row operations)

1.

Ri Rj

i j

2. 0
cRi i c c 0
3.
cRi + Rj j i c

(row echelon matrix)

30

1.4.2

1 3 2

2 7 2

4 9 1

1. 2 1 2 2R1 + R2
1 3 2
1 3 2

2
R
+
R

1
2
0 1 2
2 7 2

4 9 1
4 9 1

(1.25)

2. 3 1 4 4R1 + R3
1 3 2
1 3
2

4R1 +R3

0 1 2
0 1 2

4 9 1
0 3 7

3. 3 2 3

(1.26)

3R2 + R3

1 3
1 3 2
2

3R2 +R3

0 1 2
0 1 2

0 3 7
0 0 1

1. 3 cRi + Rj i
i
2. (1.25) (1.26) 2R1 + R2 4R1 + R3
1
1 3 2
1 3
2

2
R
+
R

1
2
0 1 2
2 7 2

4
R
+
R
1
3

4 9 1
0 3 7

(1.27)

3.
2R1 + R2 5R2 + R3
5R2 + R3 2R1 + R2

31

1.4

1.4.1
1.4.3

x + y + 2z 2w = 2

2x + y + 3z 9w = 5

3x + 4y + 8z + w = 7

(1.28)

1 1 2 2 2

2 1 3 9 5

3 4 8 1 7

2R1 +R2

3R1 +R3

1R2 +R1

1R2 +R3

1R3 +R1

1R +R
3

0 1 1
0

0 1 1
0

1 0 0

0 1 0

0 0 1

2 2

5 1

7 1

7 3

5 1

2 2

9 1

3 3

2 2

x 9w = 1

y 3w = 3

z + 2w = 2

x = 9w + 1, y = 3w 3, z = 2 2w

(1.29)

1.4.1

32

(Gaussian Elimination)
1.4.4

x + y + 2z 2w = 2

2x + y + 3z 9w = 5

3x + 4y + 8z + w = 7

(1.30)

1 1 2 2 2

2 1 3 9 5

3 4 8 1 7

2R1 +R2

3R1 +R3

1R2 +R3

2 2

0 1 1 5 1

0 1
2
7 1

1 1
2 2 2

0 1 1 5 1

0 0
1
2 2

x + y + 2z 2w = 2

y z 5w = 1

z + 2w = 2

(1.31)

(1.31)
z = 2 2w

z y z 5w = 1
y = z 5w 1 = (2 2w ) 5w 1 = 3w 3

y z

x + y + 2z 2w = 2

x = 2 + 2w y 2z = 2 + 2w (3w 3) 2 (2 2w ) = 9w + 1

1.4.3

x = 9w + 1, y = 3w 3, z = 2 2w

33

1.4
1.4.5

x 2y + z

2x z + w

4x z + 2w

3x + 6y 4z w

=4
=3
=7
= 9

1 2
2

1 1
3

1 2
7

4 1 9

3R1 +R4

2R2 +R3

3R2 +R4

2R3 +R4

z =1

y = 1

x 2y + z

4y 3z + w

4w

z =1

12

7 1

1 2

1 2
0

21
4

=4
= 5
=1
= 8

w = 2
y=

1 2

2R1 +R2
4R1 +R3

4y 3z + w = 5

1
(3z w 5) = 1
4

x 2y + z = 4

x = 2y z + 4 = 1

x = 1, y = 1, z = 1, w = 2

34

1.4.6
7x + 4y + 5z

3x + 2y + z

5x + 3y + 3z

x +y z

= 3
= 1
= 2
= 0

3 2 1 1

5 3 3 2

1 1 1 0

4 4

R R

1
4

7R1 +R4

2R2 +R3

3R2 +R4

3R1 +R2
5R1 +R3

1 1 1 0

3 2 1 1

5 3 3 2

7 4 5 3

1 1 1 0

0 1 4 1

0 2 8 2

0 3 12 3

1 1 1 0

0 1 4 1

0 0
0 0

0 0
0 0

x + y z

y + 4z

= 0
= 1

(1.32)

= 0
= 0

(1.32)
(1.32) y = 4z 1
y

x +y z = 0

x , y, z

x = z y = z (4z 1) = 3z + 1

x = 3z + 1, y = 4z 1

35

1.4
1.4.7

x +y z +w = 1

3x + 2y + z + 4w = 1

5x + 3y + 3z + 7w = 2

1 1 1 1

3 2 1 4

5 3 3 7

3R1 +R2

5R1 +R3

2R2 +R3

0 1 4 1 2

0 2 8 2 3

1 1 1 1 1

0 1 4 1 2

0 0
0 0 1

1 1

x +y z +w = 1

y + 4z + w = 2

0 = 1

(1.33)

(1.33)

x , y, z

(Rank of a Matrix)
1.4.1
A
A rank (A)
A A

36

1.4.8

1 2 1

2
A = 3 1

1 3 4

rank (A)

1 2 1

2
3 1

1 3 4

1 2 1

3R1 +R2

0 5 5
1R1 +R3

0 5 5

1 2 1

1R2 +R3

0 5 5

0 0

rank(A) = 2

1.4.9

1 2 1 3

A = 1 0 1 4

2 4 3 2

rank (A)

A
1 2 1 3

1 0 1 4

2 4 3 2

1 2 1 3

1R1 +R2

0 2 3 2
2R1 +R3

0 8

1
8

1 2 1 3

4R2 +R3

0 2 3 2

0 0 13 0

rank(A) = 3

37

1.4

1.4.10

1 2 1 3

A = 1 0 1 4

2 4 3 2

1 2

0 4

1 3

4 2

AT

rank (AT )

1 1 2

0 2 8

3R1 +R4
1
0 2

0 1

1 1 2

0 2 8
1R2 +R3

1
9
0 0
R +R4
2 2

0 0 12

1 1 2

0 2 8
43 R3 +R4

9
0 0

0 0
0

2R1 +R2
1R1 +R3

rank(AT ) = 3

1.4.1
A

rank (A) = rank (AT )

A m n

1.4.11

1
2

A = 3 1

4
3

rank (A) min {m, n }

rank(A)

1 3 4
1 3 4
2R1 +R2

AT =

2
1
3
0
7
5

rank (A) = rank (AT ) = 2

38

1.4.2
A m n
rank A = r
1. A r r 0
2. (r + 1) (r + 1) A 0

1. A n n
2.

rank (A) = 0

det(A) = 0

rank (A) < n

A=0

3. 0 r r
rank (A) = r

1.4.12

1 2 1 3

A = 1 0 1 4

2 4 3 2

1 2 1

1
0
1

2 4 3

rank (A)

14 0

1.4.13

1 2 3

A = 2 1 1

4 5 7

rank (A)

rank (A) = 2

22

1.4.2

rank (A) = 3

1.4.2

det(A) = 0

1 2

2 1

3 0

39

1.4

1.4.3
AX = B n
A A = [A | B]
1. rank (A) < rank (A) AX = B
2. rank (A) = rank (A)
2.1 rank(A) = n AX = B
2.2 rank(A) < n AX = B

1.

rank (A) rank (A)

2. m n AX = B
rank (A) m m < n rank (A) < n
AX = B
2.1
2.2
1.4.5 1.4.7

1.4.5
1.4.6
1.4.7

rank (A)

rank (A)

1.4.3

40

AX = B

(homogeneous
system of linear equations) B = 0 0
m n

a11x 1 + a12x 2 + + a1n x n = 0

a x + a22x 2 + + a2n x n = 0

21 1

a x + am 2x 2 + + amn x n = 0

m1 1

(1.34)

(1.34)
x1 = x 2 = = xn = 0

(1.35)

(trivial solution)
(non-trivial solutions)
rank (A) = rank (A)
n 1.4.3
1.

rank (A) = n

2.

rank (A) < n

1.4.4

1.4.14
2x + 3y 7z = 0

x 2y + 5z = 0

2 3
1.4.4

41

1.4

1.4.2

1.4.5
AX = 0
det(A) = 0

1.

det(A) = 0

AX = 0

2.

det(A) 0

AX = 0

1.4.15
x + y = 0

2x 3y = 0

2 3

= 5 0

1.4.5

x =y =0

1.4.16 a
(1 a ) x 2y = 0

2x (4 a ) y = 0

1.4.5
0
1a

4 + a

= (1 a )(4 + a ) (4) = a 2 + 5a = 0

(1.36)

(1.36) a = 0 a = 5
a = 0 a = 5

42

1.4
1.
1.1

x + 2y + 3z = 5

2y x = 3

y +z = 2

1.2

x + y = 3

y + z = 5

z + w = 7

1.3

1.4

1.5

1.6

x + y + z + w = 1

x + y + z w = 3
x + y z w = 5

x y z w = 7
x + 2y z w = 2

2x y + z + 4w = 3

x + 3y 2z + 2w = 1
2x 2y + 2z + w = 4

2x + y z = 1

x 2y + 3z = 3

4x 3y + 5z = 6
2x + y = 3

3x y = 2

x z = 1

2.
2.1

2.2

2.3

3 2

2 1

1 4

2
4

1 2

1 2

2 1

5 1

4 2

T
3

3 4

1 3

3 0

1 1

43

1.4
3.
4.
5.
6.

rank (BT AT ) = rank (AB)

A rank (A2 ) < rank (A)
A B rank (A) = rank (B)
k
x + 2y + 3z + w

3x + 2y + z + 4w

2x + 6y + 10z + 3w

x +y +z +w

rank (A2 ) rank (B2 )

=3
=7
=7
=k

7. a
7.1
7.2

7.3

ax + 8y = 0

2x + ay = 0

(1 a ) x + 3y = 0

4x + (2 a ) y = 0

(1 a ) x + 2y + 3z = 0

(2 a ) y 4z = 0

(3 a ) z = 0

8. AX = B A

xi =

Di
D

i = 1, 2, , n

D = det(A)

n n
Di = det (Ai )

Ai i A B
(Cramers rule)
9. (x1, y1 ) (x 2 , y2 )
x

x1

y1 1 = 0

x 2 y2 1

(3,1) (1, 3)
10. (x1, y1 ), (x 2 , y2 ), (x 3 , y3 )
x 2 + y2

x 12 + y12

x1

y1 1

x 22 + y22

x2

y2 1

x 32 + y 32

x 3 y3 1

(5, 7), (3, 3), (2, 2)

=0

44

1.5

A1

AA1 = A1A = I

(1.37)

A
a1 a 2 a 3

A = b1 b2 b3

c1 c2 c3

(1.38)

33

1.

E1

1 0 0
0 1 0

R1 R2

0 1 0 1 0 0 = E1

0 0 1
0 0 1

(1.39)

0 1 0a a a

1 2
b1 b2 b3

E1A = 1 0 0 b1 b2 b3 = a1 a 2 a 3

0 0 1 c1 c2 c3 c1 c2 c3

(1.40)

E1A

1 2 A

2. E2 3
k
1 0 0
1 0 0

kR

0
1
0
0
1
0

= E2

0 0 k
0 0 1

3 3

(1.41)

45

1.5

1 0 0 a1 a 2 a 3 a 1 a 2 a 3

E2 A = 0 1 0 b1 b2 b3 = b1 b2 b3

0 0 k c1 c2 c3 kc1 kc2 kc3

E2 A

(1.42)

3 A k

3. E3 1
2 k

1 0 0
1 k 0

kR2 +R1

0 1 0 0 1 0 = E 3

0 0 1
0 0 1

33

(1.43)

1 k 0 a a a a + kb a + kb a + kb
3
1
2
2
3
3

1 2
1

E 3 A = 0 1 0 b1 b2 b3 = b1
b2
b3

0 0 1 c1 c2 c3 c1
c2
c3

E3A

(1.44)

1 A 2 k

E1, E2 , E3 (elementary matrix)

A
A
n n
n n
A
A

46

A

A
1.5.1 E

33

a1 a2 a 3 a1 + b1 a2 + b2 a 3 + b3

E b1 b2 b3 = 3c1
3c2
3c3

c1 c2 c3 b1
b2
b3

a1 a 2 a 3

b b b
3
1 2

c1 c2 c3

a1 a 2 a 3

b b b
3
1 2

c1 c2 c3

a +b a +b a +b
1
2
2
3
3
1

3c2
3c3
3c1

b1
b2
b3

a1 + b1 a2 + b2 a 3 + b3

b1
b2
b3

c2
c3
c1

a1 + b1 a2 + b2 a 3 + b3
R2 R3

c1
c2
c3

b1

b
b
2
3

a +b a +b a +b
1
2
2
3
3
1
3R2

3c2
3c3

3c1

b1

b
b
2
3

1R2 +R1

E
1 0 0
1 1 0
1 1 0

1R2 +R1
R2 R3
3R2

0
1
0
0
1
0
0
0
1

0 0 1
0 0 1
0 1 0

1 1 0

E = 0 0 3

0 1 0

1 1 0 a a a
3

1 2

0
0
3
b
b
b

1 2
3

0 1 0 c1 c2 c3

1 1 0

0
0
3

=E

0 1 0

a +b a +b a +b
1
2
2
3
3
1

3c2
3c3
3c1

b1
b2
b3

47

1.5

k A
E1, E2 , , Ek

( Ek

E2 E1 ) A = I

(1.45)

A1 = Ek

Ek

E2 E1

E2 E1

(1.46)

A
A1
A
A

[ A | I ]
[ I | A1 ]

1.5.2

1 2

A =

3
4

A1

1 2 1 0

3 4 0 1

3R +R

1
2

1R +R

2
1

1
R2
2

2
1

= 3
1

2
2

2 3 1

0 2 1

2 3 1

0 2 1

1 3 1
2
2
2

48

1.5.3

1 1 2

1
A = 0 4

3 2 2

A1

1 1 2

1
0 4

3 2 2

1 0 0

0 1 0

0 0 1

1 1 2

1
0 4

0 5 8

3R +R

1
3

1 1 2

1
0 1
4

0 5 8

1R
4 2

1 0
9
4

1
0 1
4

0 0 37
4

1R +R

2
1

5R +R
2

1 0 9
4

0 1 14

0 0 1

4
R3
37

9
R3 +R1
4

1
R3 +R2
4

0 0

0 1 0

3 0 1

1 0 0

0 14 0

3 0 1

1
4

1
4

3 54
1

1
4

1
4

12
37

5
37

374

1 0 0
10
9
372
37
37

8
1
0 1 0 373
37
37

0 0 1
12
5
374
37
37

A1

2
9
10
37
37 37

8
1
= 373
37
37

5
12
374
37
37

1
=

37

10 2 9

3
8
1

12 5 4

1.3.12

A
A

49

1.5

1.5.4

1 3 1

A= 2 5 1

3 8 2

A
1 3 1

2 5 1

3 8 2

2R1 +R2

3R1 +R3

1R2 +R3

3R2 +R1

0 1
0 1
1

0 1
0

1 0

0 1

0 0

1R2

det(A) = 0

AX = B A
A
X = A1B

1.5.5

1.5.3

x 1 1 2

y = 0 4
1

z 3 2 2

(1.47)

x y + 2z = 4

4y + z = 6

3x + 2y 2z = 1

4

1

6 =
37

1

10 2 9 4 1

3 8 1 6 = 1

12 5 4 1 2

50

1.5
1. E
1.1
1.2

1.3

a1 a2 3a1 4b1 3a2 4b2

=
E
b1 b2 a1 + 2b1 a2 + 2b2

2a1 b1 2a2 b2 a1 7b1 a2 7b2

=

E
5a + b 5a + b
2
2
a
b
a
b
+
+
1
2
2
1
2
2
1
1

a1 a 2 a 3
2a2 a 3 a1 + a2 a1 2a 3

b b b E = 2b b b + b b 2b
2
3
3
1
2
1
3
1 2

2c2 c3 c1 + c2 c1 2c3
c1 c2 c3

2.
2.1

2.2

2.3

2.4

cos sin 0

sin cos 0

0
0
1

0 0 4

0 3 0

2 0 0

1 2
2

2 1 2

2
1

10 0 0

0 3 4

0 4 2

3. E 2 3

A1

1 2 1

= 1 3 4

2 0 1

(EA) X =

4.

1 2 3

5 6 7

9 10 11

4 3 2

1


2

3

4

12

33

51

1.6
1.6

1 3 x x + 3y

4 2 y = 4x + 2y

x

y

x + 3y

4x + 2y

(1.48)

x, y

x, y

x + 3y
x

=
4x + 2y
y

(1.49)

1 3 x
x

=
4 2 y
y

(1.50)

x + 3y = x

4x + 2y = y

(1.51)

(1 ) x + 3y = 0

4x + (2 ) y = 0

(1.52)

1.4.5

(1 )(2 ) 12 = 0

x =y =0

= 0

(1.53)

2 3 10 = 0

( 5)( + 2) = 0
=5

= 2

(1.54)

52

1
x y
1. = 5
= 5 (1.52)
(1 5) x + 3y = 0

4x + (2 5) y = 0

4x = 3y

4x + 3y = 0

4x 3y = 0

x = 3t

y = 4t t

= 5

3
x 3t
= =t
4
y 4t

1 3 3t 15t
3t

= = 5
4 2 4t 20t
4t

2. = 2
= 2 (1.52)
(1 (2)) x + 3y = 0

4x + (2 (2)) y = 0

x = y

3x + 3y = 0

4x + 4y = 0

x =t

y = t t

= 2
1
x t
= =t
1
y
t

1 3 t 2t
t

4 2 t = 2t = 2 t

53

1.6

AX = X

(1.55)

( A I) X = 0

X=0

(1.56)

1.4.5
det (A I) = 0

(1.57)

A n n (1.57) n
1. (1.57) (characteristic equation) A
2.

1, 2 , , n

(eigenvalues)

3. Xi
(eigenvector) i

X AX = X k X
X
k X k

1 3

A =

4
2

det (A I) =

= 2 3 + 10 = 0

=5

= 2

= 5

3

4

= 2

1

1

(1.58)

54

1.6.1

2 2 3

A = 2 1 6

2
0

det A I =

=0

(2 )(1 )( ) + (12) + (12) 3 (1 ) 12 (2 ) 4 ( ) = 0

3 + 2 + 21 45 = 0
( 3)2 ( + 5) = 0

= 5 = 3
1.

= 5

2 (5)
7 2 3 0
2
3

x
x

1 (5)
A I X = 2
6
y = 2 4 6 y = 0

z 1
z 0
2
5
1
2
0
(
5)

7 2 3
0 16 32
0 16 32
0 0 0

1R

R
+
R
R
+
R
7
16
2

3
1
2
1
8

0
8
16
0
1
2
0
1
2
2 4 6

2R2 +R3
2R3 +R2

1 0 1
2
5
2
5
2
5

x = t, y = 2t, z = t

= 5

1


2

1

55

1.6
2.

=3

2 3
2
3 x 1 2 3 x 0

A I X = 2 1 3
6 y = 2 4 6 y = 0

2
0 3 z 1
2 3 z 0
1

1 2 3
1 2 3

2R1 +R2

0
0 0
2 4 6
R
+
R
1
3

1
0
0 0
2 3

x 2y + 3z = 0

x = 2y + 3z

3z



2
x 2y + 3z 2y
y =
= y + 0 =y 1 +z
y








z
0
z
0 z

3
2


1 0


1
0

= 3

2


1

0

3


0

1

3


0

1

1
(normalization) [x1 x 2
x n ]T

x1

x 2
1


x 12 + x 22 + + x n2
x
n

x 12 + x 22 + + x n2 0

(1.59)

56

1.6.1
A = [aij ]nn n n
A 1, 2 , , n
1. 1 + 2 + + n = a11 + a22 + + ann = Tr(A) (trace of matrix)
2. det(A) = 12 n

1.6.2 -(Cayley-Hamilton theorem)
A = [aij ]nn n n A
n

(1) n + an 1 n 1 + an 2 n 2 + + a1 + a 0 = 0

A
n

(1) An + an 1An 1 + an 2 An 2 + + a1A + a 0 I = 0

1.6.2

2 2 3

A = 2 1 6

2
0

A1

1.6.1 A
3 + 2 + 21 45 = 0

- A3 + A2 + 21A 45 = 0

A 1

A 1

A1 =

1
(A2 + A + 21I)
45

A1

2

2 2 3
1 0 0
4 2 3
2 2 3

1
1

2 1 6 + 2 1 6 + 21 0 1 0 =
=
2 1 6
45

15

0 0 1
1

1
2
0
2
0
2
2

57

1.6

(Diagonalization of a Matrix)

1.6.3 P

A = PDP1

2 2 3

A = 2 1 6

2
0

A 1.6.1
1
1
3
3
2
2












A 2 = 5 2 , A 1 = 3 1 , A 0 = 3 0






1
1
1
1
0
0

1 2 3
1 2 3 5 0 0

A 2 1 0 = 2 1 0 0 3 0

1
1
0 1
0 1 0 0 3

1 2 3

P = 2 1 0

0
1

5 0 0

D = 0 3 0

0 0 3

AP = PD

A = PDP1

D A
P
D

58

P A n n D
A = PDP1

(1.60)

1 0

0
2

D=

0 0

(1.61)

m m
m

Am = (PDP1 )

Am = (PDP1 )(PDP1 )
m

A = PD P

1m

Dm =

1.6.4

(1.62)

-1

2 2 3

A = 2 1 6

2
0

(PDP1 )

0
m
2

Dm

nm

(1.63)

An

1.6.3
2 2 3
1 2 3 5 0 0 1 2 3

2
1
6
2
1
0
0
3
0
2
1
0

1
1
2 0
0 1 0 0 3 1
0 1

59

1.6
n
1
2 2 3
1 2 3 (5)n 0 0 1 2 3

3n 0 2 1 0
2 1 6 = 2 1 0 0

1
1
2 0
0 1 0
0 1
0 3n 1

1
1 2 3 (5)
0 0
2 3

3n 0 2 4 6
= 2 1 0 0
8

n
1 2 5
1
0
0
1
0
3

n
n

2 (5)n + 2 3n 3 (5)n 3n +1
(5) 7 3

1
= 2 (5)n + 2 3n 4 (5)n 4 3n 6 (5)n 6 3n

8
n
n
n
n
(5)n 3n
(
)
(
)
2
5
2
3
3
5
5
3

f (A) = an An + an 1An 1 + + a1A + a 0 I

(1.64)

f (A) = an (PDn P1 ) + an 1 (PDn 1P1 ) + + a1 (PDP1 ) + a 0 (P1 )

= P (an Dn + an 1Dn 1 + + a1D + a 0 I) P1

(1.65)

= P f (D) P1

f (1 )
0

f (2 )
0
f (D) =

0
0

f (n )

(1.66)

A2 A 3
e = I+A+
+
+ = Pe D P1
2!
3!
A

e 1

0
= P

0
e 2

0
P1

n
e

(1.67)

60

x = x + 3y

y = 4x + 2y

(1.68)

x y t x y
x y t
x y

(1.68)
x
1 3 x
=


4 2 y
y

1 3

4 2

(1.69)

3
5
4

1
2
1

1
1 3
3 1 5 0 3 1

4 2
4 1 0 2 4 1

(1.70)

(1.69)
1
x
3 1 5 0 3 1 x
=

y
4 1 0 2 4 1

(1.71)

61

1.6

3 1

4 1

1
x
5 0 3 1 x
=

0 2 4 1 y
y

(1.72)

q
p 3 1

=
q 4 1

x

y

(1.73)

p
5 0 p
=


0 2 q
q

(1.74)

p = 5 p

q = 2q

(1.75)

p = k e t 5 + k e t 5
1
2

q = k sin(t 2) + k cos(t 2)
3
4

(1.76)

k1, k2 , k3 , k4 (initial conditions)

(1.73)
x 3 1 p 3 p + q
=

=
y 4 1 q 4 p q

(1.77)

x = 3 (k e t

y = 4 (k e t
1

5
5

+ k2e t

+ k2e t

) + (k
) (k

sin(t 2) + k 4 cos(t 2))

3 sin(t 2) + k 4 cos(t 2))

(1.78)

62

(Principal Axes)
(quadratic forms)
Q = XT AX

XT = [x 1 x 2

xn ]

A = [aij ]nn
n

(1.79)

Q = aij x i x j

(1.80)

i =1 j =1

A
A

x i , i = 1, 2, ., n

A = PDP1

(1.81)

D A P
A AT = A

A = PDPT

P1 = PT

(1.82)

A = PDPT

(1.83)

(1.79)
T

Q = XT (PDPT ) X = (XT P) D (PT X) = (PT X) D (PT X)

(1.84)

Y = PT X

(1.85)

Q = Y T DY

(1.86)

A 1, 2 ,

, n

Q = 1y12 + 2y22 + + n yn2

Y = PT X

(principal axes)

(1.87)

63

1.6
1.6.5 17x12 30x1x 2 + 17x 22 = 128

17x12 30x1x 2 + 17x 22 = 128

17 15 x 1
= 128
[x 1 x 2 ]
x 2
15
17

17 15

15 17

1/ 2

2
1/ 2

1/ 2

32
1/ 2

17 15 1/ 2 1/ 2 2 0 1/ 2 1/ 2

15 17 = 1/ 2 1/ 2 0 32 1/ 2 1/ 2

y1 1/ 2 1/ 2 x 1 1/ 2 1/ 2 x 1
=
=

y2 1/ 2 1/ 2 x 2 1/ 2 1/ 2 x 2

2 0 y 1

[y1 y2 ]
y = 128
0 32 2

2y12 + 32y22 = 128

45

y1 =

1
1
x1 +
x2
2
2

y12 y22
+
=1
64
4

y2 =

1
1
x1 +
x2
2
2

64

1.6
1.
2 0

0 3

1 0 0

1.3 3 2 0

4 1 3

A = [aij ]nn n n

1.2

1.1

2.

1.4

1, 2 , , n

2.1

2.2

A1

1 2

3 4

4 0
3

2 2 1

2 0 1

i = 1, 2, ., n
A1

1 1
1
, , ,
1 2
m

2.3 A A a11, a22 , , ann

2.4 A k I 1 k, 2 k, , n k
2.5 kA k1, k2 , , kn
2.6 Am 1m , 2m , , nm m
3. A B P A = PBP1
A B
4. 2an = an 1 + an 2 n 3 a1 = 1, a2 = 2
n

5.
6.
7.

an +2 1/ 2 1/ 2 a2

4.1 a =
0 a1
n +1 1

5
4.2 an nlim
an =

3
cos sin
P A = PDP1 D =
A =

sin
cos

x = x + 2y

y = 2x + y

m1x 1 = k1x 1 + k2 (x 2 x 1 )

m x = k2 (x 2 x 1 )

2 2
k1 = 18, k2 = 6, m1 = 3, m2 = 2

8.
8.1 x 2 6xy + y 2 + 8 = 0
8.2 5x 2 10xy + 5y 2 = 32
8.3 7x 2 6 3xy + 13y 2 = 16
8.4 3x 2 = 3y 2 + 8xy

1 0

0
2

65

2.1

2.1

a, b, c

z
Q(x 2 , y2 , z 2 )
a

R(x 2 x 1, y2 y1, z 2 z 1 )

P (x 1, y1, z1 )
O

2.1.1
2.1.1 a P (x1, y1, z1 ) Q(x 2 , y2 , z 2 )
a P
O Q R(x 2 x1, y2 y1, z 2 z1 ) a
a = (x 2 x 1, y2 y1, z 2 z 1 )

(2.1)

66

a 1 = x 2 x 1 , a 2 = y 2 y1 , a 3 = z 2 z 1

(2.2)

a
a = (a1, a2 , a 3 )

(2.3)

a1, a2 , a3 (component) a x, y z
a = (a1, a2 , a3 )
(a1, a2 , a3 )
z

A(a1, a2 , a 3 )

a3

a1
a2
x

2.1.2
a a
a a = (a1, a2 , a3 ) 2.1.2
a = a12 + a22 + a 32

(2.4)

2.1.1 (2, 3, 5) (4, 4, 3)

a = (4 2, 4 (3), 5 3) = (2, 1, 2)
a = 22 + (1)2 + 22 = 3

0
0 = (0, 0, 0)

(2.5)

67

2.1

,
x y z

z
B

A
a3
a

a1

a2

2.1.3
2.1.3

a = (a1, a2 , a 3 )
cos =

OAB

OB
a
= 3
OA
a

(2.6)

cos =

cos , cos

cos

2.1.2
a
cos =

a1
a

cos =

a2
a

(2.7)

(direction cosines) a
a = (1, 2, 1)

x, y z

a = 12 + ( 2)2 + (1)2 = 2

a1
a
a
1
2
1
, cos = 3 =
= , cos = 2 =
2
2
2
a
a
a

3
2
,=
,=
3
4
3

a x, y z

68

2.1.1
a = (a1, a2 , a3 ) b = (b1, b2 , b3 ) k
1. a = b a1 = b1 , a2 = b2 a3 = b3
2. a + b = (a1 + b1, a2 + b2 , a 3 + b3 )
3. k a = (ka1, ka2 , ka3 )

1.
2.

a+b

a b

3. b = k a b a k > 0 b a k < 0
k a = k a
4. (1) a (negative) a a
a b = a + (b)
2.1.1
2.1.1
a, b, c k1, k2
1. a + b = b + a
2. (a + b) + c = a + (b + c)
3. a + 0 = a
4. a + (a) = 0
5. (k1k2 ) a = k1 (k2 a ) = k2 (k1a )
6. k1(a + b) = k1a + k1b
7. (k1 + k2 )a = k1a + k2 a
8. 1a = a
9. 0a = 0
2.1.3

a = (2, 4, 2)

b = (3, 2, 0)

3a 2 b

3a 2b = 3(2, 4, 2) + (2) (3, 2, 0) = (6, 12, 6) + (6, 4, 0) = (0, 8, 6)

3a 2b = 02 + (8)2 + 62 = 10

69

2.1

(unit

vector)

a = (a1, a2 , a3 ) 0 a
a
a

a
1
=
a =1
a
a

a
a

(2.8)

x, y z
i, j k
i = (1, 0, 0), j = (0,1, 0), k = (0, 0,1)

(2.9)

z
a3
A(a1, a2 , a 3 )

k
i

a
j

a2

a1
x

2.1.4

a = (a1, a2 , a 3 )

i, j, k

a = a1 i + a 2 j + a 3 k

a i, j k

(a1, a2 , a 3 ) = (a1, 0, 0) + (0, a2 , 0) + (0, 0, a 3 )

= a1 (1, 0, 0) + a2 (0,1, 0) + a 3 (0, 0,1)
= a1 i + a 2 j + a 3 k

(2.10)

70

2.1.2
a b 0
(scalar product) a b a b
a b = a b cos

a0

b0

a b > 0, 0 <
2

a b = 0, =

a b < 0,
<
2

(2.11)

0<<

=0

< <
2

2.1.5
2.1.2
2.1.2
a, b, c k
1. a b = b a
2. a a = a 2
3. a (b + c) = a b + a c
4. k (a b) = (k a) b = a (k b)
5. a b a b

71

2.1

ii = j j = k k = 1

(2.12)

i j = j k = i k = 0

(2.13)

i, j k

2.1.3
a = (a1, a2 , a3 )

b = (b1, b2 , b3 )

a b = a1b1 + a2b2 + a 3b3

ab

(a1i + a2 j + a 3 k ) (b1i + b2 j + b3 k )

a1b1 (i i ) + a1b2 (i j) + a1b3 (i k )

+ a2b1 ( j i ) + a2b2 ( j j) + a2b3 ( j k )
+ a 3b1 (k i ) + a 3b2 (k j) + a 3b3 (k k )

a1b1 + a2b2 + a 3b3

a = (a1, a2 , a 3 )

b = (b1, b2 , b3 )

cos =

2.1.4

ab
a b + a2b2 + a 3b3
= 11
a b
a b

a = (2,1, 3)

a b = (2)(1) + (1)(2) + (3)(1) = 3

cos =

(2.14)

b = (1, 2,1)

ab
3
21
=
=
a b
14 6
14

21
109
= arccos
14

72

2.1.5

a + b + a b = 2( a 2 + b
2

a + b = (a + b ) ( a + b )
= aa + a b + ba + b b
= a 2 + 2 (a b ) + b

(2.15)

a b = ( a b ) (a b )
= aa a b ba + b b
= a 2 2 (a b ) + b

(2.16)

(2.15) (2.16)
a + b + a b = 2( a 2 + b
2

(2.17)

a b 2.1.6
a + b a b
(2.17)

ab

a+b
b

2.1.6 2.1.5
2.1.6

a0

b0

2.1.5

a+b = ab

a+b = ab

ab = 0

a0

b0

ab

a 2 + 2 ( a b ) + b = a 2 2 (a b ) + b

ab

73

2.1

ab

ab

2.1.7 a b
2.1.3
a b 0 (projection vector) a b
a b = (a u b ) u b

ub =

b
b

1.

ub =

b
b

a b = (a u b ) u b
ab =

(a b ) b (a b ) b
=
2
bb
b

2. a b
0 < a b b

a b = 0
=
2

< a b
2

2.1.7

(2.18)
a b = a cos

a = 2i j + k

b=i+j

b
ub =

b
i+j
i+j
= 2
=
2
b
1 + 12

a b

i + j i + j 2 1 1 1 + 0
i + j i + j
a b = (a u b ) u b = (2i j + k )

=

=

2 2
2
2
2

74

2.1.4
a b 0
(vector product) a b a b
1. a b = a b sin
2. a b a b a, b, a b (right-hand rule)
a b a b

ab = 0

1. a b
2. a b

ab = a b

3.
2

(a b) + a b = a

ab

(2.19)

2.1.8

ab

2.1.4
2.1.4
a b k
1. a a = 0
2. a b = (b a )
3. a (b + c) = a b + a c
4. k (a b) = (k a) b = a (k b)

75

2.1

i i = j j = k k = 0

(2.20)

i j = k, j k = i, k i = j

(2.21)

j i = k, k j = i, i k = j

2.1.5
a = (a1, a2 , a3 )

b = (b1, b2 , b3 )

a b = a1 a2 a 3 = (a2b3 a 3b2 ) i + (a 3b1 a1b3 ) j + (a1b2 a2b1 ) k

b1

b2

b3

ab

(a1i + a2 j + a 3 k ) (b1i + b2 j + b3 k )

a1b1 (i i ) + a1b2 (i j) + a1b3 (i k )

+ a2b1 ( j i ) + a2b2 ( j j) + a2b3 ( j k )

+ a 3b1 (k i ) + a 3b2 (k j) + a 3b3 (k k )
=

(a2b3 a 3b2 ) i + (a 3b1 a1b3 ) j + (a1b2 a2b1 ) k

2.1.8

a = 2i 3 j + k

b = 2 j + 3k

ab

ba

a b = 2 3 1 = 11i 6 j + 4 k
0

ba = 0

3 = 11i + 6 j 4 k = (a b)

2 3 1

76

ab
b

b sin
a

2.1.9
a

2.1.9

= a b sin = a b

(2.22)

ab =

a b

2.1.9

(2.23)

i j + k 2i 3k

(i j + k ) (2i 3k ) = 1 1
2

k
1

= 3i + 5 j + 2k

2i 3k

i j + k

1
1 2
1
3i + 5 j + 2 k =
3 + 52 + 22 =
38
2
2
2

77

2.1

2.1.5
a, b c
a (b c) (scalar triple product)

ab

a b
a (a b ) = b (a b ) = 0

a = 2i + j + 5k, b = 3i 2 j + k

2.1.10

(2.24)

c = 3i + 4k

b c = (3i 2 j + k ) (3i + 4 k ) = 8i 9 j + 6k

a ( b c) = (2i + j + 5k ) (8i 9 j + 6k ) = 5

2.1.11

a = 2u + 3v, b = 3u 4 v

c=u+v

a ( b c)

a ( b c)

b c = (3u 4 v) (u + v) = 3(u v) 4(v u) = 7(u v)

a ( b c) = 7 (2u + 3v) (u v) = 14 (u (u v)) + 21 (v (u v)) = 0

2.1.6
a = (a1, a2 , a3 ) ,

b = (b1, b2 , b3 )

c = (c1, c2 , c3 )

a1 a 2 a 3
a (b c) = b1
c1

b2
c2

b3
c3

a1 a 2 a 3
b1
c1

b2
c2

b1

b2

b3

c1

c2

c3

b3 = c1 c2 c3 = a1 a2 a 3
c3
a1 a 2 a 3
b1 b2 b3

(2.25)

a (b c) = b (c a) = c (a b)

(2.26)

78

(parallelepiped) a,
2.1.10

bc
a

2.1.10
b c b c
a b c
h = a cos

bc

h b c = ( a cos ) b c = a ( b c)

a ( b c) =

a, b c

2.1.12

1
3

a = i + j, b = 2i 3 j

c = j+k

1
1
1
5
a (b c) = (i + j) ((2i 3 j) ( j + k)) = 5 =
3
3
3
3

79

2.1

2.1.6
a, b c
a (b c) (vector triple product)
2.1.13
a (b c)

a = 3i 2 j + 4 k, b = i + j 2k

c = 3i 5 j + 2 k

b c = ( i + j 2 k ) ( 3i 5 j + 2 k ) = 8 i 8 j 8 k = 8 ( i + j + k )

a (b c) = (3i 2 j + 4 k ) (8) (i + j + k ) = (8)(8i + j + 5k) = 64i 8 j 40k

2.1.7
a, b c
a (b c) = (a c) b (a b) c

a ( b c)

(a (b c))1 = a2 (b c)3 a 3 (b c)2

= a2 (b1c2 b2c1 ) a 3 (b3c1 b1c3 )
= (a2c2 + a 3c3 )b1 (a2b2 + a 3b3 )c1
= (a1c1 + a2c2 + a 3c3 )b1 (a1b1 + a2b2 + a 3b3 )c1
= (a c)b1 (a b) c1

(a (b c))2 = (a c)b2 (a b) c2
(a (b c))3 = (a c)b3 (a b) c3

a (b c) = (a c) b (a b) c

( a b) c a ( b c )

(2.27)

80

L P(x 0 , y0 , z 0 ) a i + b j + c k 2.1.11
z

L
(x , y, z )

P (x 0 , y 0 , z 0 )

ai + b j + ck

2.1.11 L

P (x 0 , y 0 , z 0 )

a i + b j + c k

P(x 0 , y0 , z 0 ) (x, y, z ) L
a i + b j + c k t
(x x 0 , y y 0 , z z 0 ) = t (a, b, c)

(2.28)

(x , y, z ) = (x 0 , y 0 , z 0 ) + t (a, b, c)

(2.29)

t (2.29) (parametric

equation)

(2.29)
x = x 0 + at, y = y 0 + bt, z = z 0 + ct

(2.30)

a, b, c
x x0
y y0
z z0
=
=
a
b
c

(2.29)

(2.31)

81

2.1
2.1.14 (1, 2, 3)

2i j + 4 k

(x , y, z ) = (1, 2, 3) + t (2, 1, 4)

(2.32)

x = 1 + 2t, y = 2 t, z = 3 + 4t

(2.33)

t
x 1
z 3
= (y 2) =
2
4

(2.34)

(2.34) 4
2x 2 = 8 4y = z 3

2.1.15 (2, 1, 4)

2x + 2 = 3y = z

2x + 2 = 3y = z

x +1 y
z
= =
3
2 6

(2.35)

2x + 2 = 3y = z

(2, 1, 4)
(x , y, z ) = (2, 1, 4) + t (3, 2, 6)

(2.35)
3i + 2 j + 6k

3i + 2 j + 6k

(2.36)

x 2 y +1 z 4
=
=
3
2
6

(2.37)

2x 4 = 3y + 3 = z 4

82

(normal vector)
M

ai + b j + ck

(x , y, z )

P (x 0 , y 0 , z 0 )

2.1.12 M

P (x 0 , y 0 , z 0 )

a i + b j + c k

M P (x 0 , y0 , z 0 ) a i + b j + c k
(x, y, z ) a i + b j + c k
a i + b j + c k (x 0 , y0 , z 0 )
(x, y, z )
(a, b, c) (x x 0 , y y 0 , z z 0 ) = 0

(2.38)

a (x x 0 ) + b (y y 0 ) + c (z z 0 ) = 0

(2.39)

ax + by + cz = k

(2.40)

k = ax 0 + by0 + cz 0
(x 0 , y0 ) a i + b j

a (x x 0 ) + b (y y 0 ) = 0

(2.41)

83

2.1
2.1.16 (0, 5, 0)

i+ j+k

z
5
x +y +z = 5

2.1.13

x +y +z = 5

(2.39) (0, 5, 0)

i+ j+k

1 (x 0) + 1 (y 5) + 1 (z 0) = 0

x +y +z = 5

2.1.17 (1, 2, 3)

3x 2y + 5z = 9

3i 2 j + 5k

3x 2y + 5z = 9

3i 2 j + 5k

(1, 2, 3)

3 (x 1) 2 (y 2) + 5 (z 3) = 0

3x 2y + 5z = 14

84

2.1
1. , a 0 x, y z
1.1 cos2 + cos2 + cos2 = 1
1.2 +
1.3 + +
2. a 45 x 60 y
a z
3. 3i 4 j
4. 2i j 2k
5. A(1,1, 0), B(1, 2, 3),C (0, 0, 3) D(1, 2, a )
5.1 a
5.2 ABCD
6. a, b, c a + b + c = 0 a b = b c = c a
7. x + y + z = 4 x + y = z + 4
L
7.1 L
7.2 L
8.
k 5x 2y + 3z = 7 x 2y + kz = 1
x 1 y 2 z 3
=
=
a
b
c
L i + 2 j + 3k

9. L

a, b, c

9.1 a, b c
9.2 (x, y, z ) L (x, y, z )
10.
(x1, y1, z1 ) ax + by + cz = k

ax 1 + by1 + cz 1 k
a 2 + b2 + c2

11.
ax + by + cz = k1 ax + by + cz = k2
12. a, b, c, d
12.1 (a b) (c d) = (a (b d)) c (a (b c)) d
12.2 (a b) (c d) = (a c)(b d) (a d)(b c)

k1 k2
2

a + b2 + c2

85

2.2
2.2

2.2.1
P(x, y, z )
1. f (P ) = f (x, y, z ) (scalar function)
2. v(P ) = (v1(P ), v2 (P ), v3 (P )) v1(P ), v2 (P ), v3 (P )
(vector function)
R
1. f (P ) P R f (scalar field) R
2. v(P ) P R v (vector field) R
2.2.1 f (P ) P (x 0 , y0 , z 0 )
f (P ) P f (P ) = k k

P(x, y, z )

f (P )

P (x 0 , y0 , z 0 )

f (P ) = f (x , y, z ) = (x x 0 ) + (y y 0 ) + (z z 0 )

f (P ) = k

k
2

(x x 0 ) + (y y 0 ) + (z z 0 ) = k 2

(2.42)

(2.43)

P (x , y, z )

(x 0 , y 0 , z 0 )

(2.43) k
f (P ) = k (contour) f

f
S (k ) = {P | f (P ) = k }

S (k1 ) S (k2 ) =

k1 k2

86

2.2.2 v(P )
P v(P )
P(x, y, z )
r P
r = xi + y j + zk

(2.44)

v(P ) =

kr
k r
=

r 2 r
r3

(2.45)

k
v(x , y, z ) =

k (x i + y j + z k)

(2.46)

(x 2 + y 2 + z 2 )3 / 2

v(P )
m m m m r
m m
F=

Gmm r

r 2 r

(2.47)

(2.47)
g(r) = Gm

r
r3

2.2.1

v(P ) =

kr
r

87

2.2

2.2.2
v(t ) t
v(t ) t v(t )
v(t + t ) v(t )
t 0
t

v (t ) = lim

v(t ) = (v1 (t ), v2 (t ), v 3 (t ))

(2.48)

v1(t ), v2 (t ), v3 (t ) t
v (t ) = (v1(t ), v2(t ), v 3 (t ))

2.2.3

v(t ) = (a cos t, b sin t, ct )

v (t ) = (v1(t ), v2(t ), v3 (t ))

(2.49)

a, b, c

v (t )

v (t ) = (a sin t, b cos t, c )

2.2.4
t
t

r(t ) = 3t 2 , sin t, 3t 4 1

t
v(t ) = r (t ) = (6t, cos t, 12t 3 )

t
a(t ) = v (t ) = (6, sin t, 36t 2 )

88

2.2.1
u v c
1. (c v) = c v
2.
3.
4.
5.

( f v) = f v + f v

(u + v) = u + v

(u v) = u v + u v
(u v) = u v + u v

2.2.5

f (t ) = 3t 2

v(t ) = (t + 1, 2t, 3)

(f v)

( f v) = ((3t 3 )(t + 1, 2t, 3)) = (3t 4 + 3t 3 , 6t 4 , 9t 3 ) = (12t 3 + 9t 2 , 24t 3 , 27t 2 )

2.2.1
( f v) = f v + f v
= (9t 2 )(t + 1, 2t, 3) + (3t 3 ) (1, 2, 0)
= (9t 3 + 9t 2 ,18t 3 + 27t 2 ) + (3t 3 , 6t 3 , 0)
= (12t 3 + 9t 2 , 24t 3 , 27t 2 )

2.2.6 v t

d
v v
v(t ) =
dt
v

v(t ) = v v

d
d
v(t ) =
dt
dt

v(t )

vv =

v v
1
d
1
(v v) =
( v v + v v ) =
v
2 v v dt
2 vv
v v = 0

v v

89

2.2
2.2.7

d
n
r(t )
dt

r(t ) t

d2
n
r(t )
2
dt

d
n
n 1 d
r(t ) = n r(t )
r(t )
dt
dt

2.2.6
d
r r
r(t ) =
r
dt

d
n
r(t ) = n r
dt

n 1

r r

=n r
r

n 2

( r r )

(2.50)

d2
d
n
n 2
n r(t )
r(t ) =
( r r )
dt 2
dt

n2

r r

d2
n
n 2
n 2 d
r(t ) = n r(t ) (r r ) + r(t )
r r )
(
2

dt

dt
dt

(2.50)
d
n 2
n 4
= (n 2) r(t )
r(t )
( r r )
dt

d
(r r ) = r r + r r
dt

d2
n
n 4
r(t ) = n r(t )
dt 2

(n 2) (r r )2 + r(t ) 2 (r r + r r )

90

2.2.3

v(x , y, z )

x
v
v(x + x , y, z ) v(x , y, z )
= lim

0
x
x
v y v z

v x

vx

v(x , y, z ) = (v1 (x , y, z ), v2 (x , y, z ), v3 (x , y, z ))

v v1 v2 v 3
,
,
=

x x x x

(2.51)

v y v z
2.2.8 v(x, y, z ) = (x 2y 3z 4 , sin yz, 2x 2 + 3y 3 )
v x, y z

v 2 3 4

(sin yz ),
(2x 2 + 3y 3 ) = (2xy 3z 4 , 0, 4x )
= (x y z ),

x x
x
x

v 2 3 4

(sin yz ),
(2x 2 + 3y 3 ) = (3x 2y 2z 4 , z sin yz, 9y 2 )
= (x y z ),
y y
y
y

v 2 3 4

(sin yz ),
(2x 2 + 3y 3 ) = (4x 2y 3z 3 , y sin yz , 0)
= (x y z ),

z z
z
z

v(x , y, z ) = (v1 (x , y, z ), v2 (x , y, z ), v 3 (x , y, z )) x = x (t ), y = y(t ), z = z (t )
v t
dv dv1 dv2 dv 3
,
,
=

dt dt dt dt

(2.52)

dvi
v dx vi dy vi dz
= i
+
+
,
dt
x dt
y dt
z dt

i = 1, 2, 3

(2.53)

91

2.2

r(t ) = (x (t ), y(t ), z (t ))

(parametric equation) t
t t (x (t ), y(t ), z (t ))

r(t ) t = (t )
r(t ) = r((t ))
t r(t )
r(t ) t
(positive sense) r(t ) t
(negative sense)
2.2.9

y = x2

0x 2

y
4

r1 (2) = r2 (4) = r3 (0) = (2, 4)

y = x2

r1 (0) = r2 (0) = r3 (2) = (0, 0)

2.2.2 y = x 2

0x 2

x = t 0 t 2 r1(t ) = (t, t 2 ) 0 t 2
y = t 0 t 4 r2 (t ) = ( t , t ) 0 t 4
x = 2 t 0 t 2 r3 (t ) = (2 t,(2 t )2 ) 0 t 2
r1(t ) = r2 (t 2 ) r1(t ) = r3 (2 t )

92

2.2.10

(x x 0 )2 (y y 0 )2
+
=1
a2
b2

a b

x = x 0 + a cos t

y = y0 + b sin t

x y
0 t 2
r(t ) = (x 0 + a cos t, y 0 + b sin t )

t=

y0

t=

(2.54)

t=0

x0

t=

3
2

2.2.3 (x 0 , y0 )
t = t
2

r1 (t ) = r( 2 t ) = (x 0 + a cos( 2 t ), y 0 + b sin( 2 t ))

(2.55)

= (x 0 + a sin t , y 0 + b cos t )

0 t 2

r(t )

t
2
2

0 t 2

r1 (t )

r(t )

t=

t
2

r1 (t )

a = b (x x 0 )2 + (y y0 )2 = a 2

r(t ) = (x 0 + a cos t, y 0 + a sin t )

93

2.2
2.2.11 (circular helix)

z 2c

x 2 + y2 = a2

2.2.10
r0 (t ) = (a cos t, a sin t, 0),

x 2 + y2 = a2

xy

0 t 2

(2.56)

z 2c (2.56)
t 2 ct z
r(t ) = (a cos t, a sin t, ct )

(2.57)

2c

2.2.4 z

xy

x 2 y2
+
=1
a 2 b2

r(t ) = (a cos t, b sin t, ct )

94

r (t )

P
r(t + t )

r(t )

2.2.5
r(t ) P t
Q t + t t 0 Q P
PQ

r(t + t ) r(t )
t

r (t ) = lim

t 0

r(t + t ) r(t )
t

(tangent vector)

(2.58)

r(t )

(unit tangent vector)

T(t ) =

2.2.12

r (t )
r (t )

r(t ) = (t, t 2 , 2t 1)

(2.59)

t = 1

r (t ) = (1, 2t, 2)

t = 1
r (1) = (1, 2, 2)

t = 1
T(1) =

1
r (1)
= (1, 2, 2)
3
r (1)

95

2.2

r(t ) a t b
t
l = lim

n 1

n
i =1
ti 0

r(ti +1 ) r(ti ) = lim

n 1

n
i =1
ti 0

r(ti +1 ) r(ti )
ti =
ti

r (t ) dt

(2.60)

ti = ti +1 ti

r(ti +1 ) r(ti )
r(ti + ti ) r(ti )
= lim
= r (ti )
ti
ti
ti
ti
lim

(2.61)

l=

r (t ) dt

(2.62)

r(t ) = (x (t ), y(t ), z (t ))

r (t ) = (x (t ), y (t ), z (t ))

(2.63)

l=

(x (t ))

+ (y (t )) + (z (t )) dt

(2.64)

2.2.13
x 2 + y 2 = a 2

x 2 + y2 = a2

r(t ) = (a cos t, a sin t ),

0 t 2

(2.65)

r (t ) = (a sin t, a cos t )

(2.66)

l=

r (t ) dt =

(a sin t )2 + (a cos t )2 dt =

a dt = 2a
0

96

2.2.14

r(t ) = (a cos t, a sin t, ct )

0 t < 2

r (t ) = (a sin t, a cos t, c)

(2.67)

l=

r (t ) dt =

2
2

(a sin t ) + (a cos t ) + c dt =

a 2 + c 2 dt = 2 a 2 + c 2

a
2 a 2 + c 2

2c

2c

2a

2.2.6

2a 2c
l = (2a )2 + (2c )2 = a 2 + c 2
2.2.15 y = x 2

x =0

x =1

r(t ) = (t, t 2 , 0),

0 t 1

(2.68)

r (t ) = (1, 2t, 0)

(2.69)

l=

1
1

1 + 4t 2 dt = x 1 + 4x 2 + ln 2x + 1 + 4x 2
0
4
2

5 ln (2 + 5 )
+
1.479
2
4

97

2.2

2.2
1. v t
1.1
1.2

dt
d

dt

v (v v)v (v v )v
=
v
v3
v (v v)v n(v v )v
=
v n
v n +2

2.
2.1 r(t ) = t i + cosh t j, 0 t 1
2.2 r(t ) = t 2 i + t 3 j, 0 t 2
2.3 r(t ) = cos3 t i + sin3 t j, 0 t 2
2.4 r(t ) = (6t 4 3t 2 ) i + 8t 3 j, 0 t 1
3. a x
(cycloid) r(t ) = a (t sin t ) i + a (1 cos t ) j
3.1
3.2 t = 0 t = 2
4. r = r ()
x = r cos y = r sin

l=

r 2 + (r )2 d

r = dr

5. (cardioid) r = a (1 cos ), 0 < 2

6.
r(t ) = t er
er = cos t i + sin t j

6.1 er er = 0
6.2 r (t ) = er + t er
6.3 r (t ) = 2er 2 r 2er (Coriolis acceleration)
7. r(t ) t
r(t ) = t 2 8t + 25
7.1 r(t )
7.2

98

2.3

2.3.1
f (x, y, z )
(gradient) f

grad f f
f
f
f
grad f = f =
i+
j+
k
x
y
z

1. f

2. (del operator)
=

i+
j+
k
x
y
z

(2.70)

()
2.3.1

f (x , y, z ) = x + y 2z

2.3.1 f
f =

2.3.2

f
f
f
i+
j+
k = i + 2yz j + y 2 k
x
y
z

r = xi + y j + zk

f (r) =

1
r

r = x 2 + y2 + z 2

1/ 2
f (x , y, z ) = (x 2 + y 2 + z 2 )
f x
3

f
1
x
= (x 2 + y 2 + z 2 ) 2 (2x ) = 3
r
x
2

f
y
= 3
r
y

f
z
= 3
r
z

f
f =

f
f
f
xi + yj + zk
r
i+
j+
k=
= 3
3
x
y
z
r
r

99

2.3

f f r
u (directional derivative)
lim
t 0

f (r + tu) f (r)
t

(2.71)

t 0
f
f
f
+ (tuy )
+ (tuz )
+
x
y
z
= f (r) + t (u f ) +

f (r + tu) = f (r) + (tux )

(2.72)

(2.72) (2.71)
lim
t 0

f (r + tu) f (r)
= u f
t

(2.73)

u f u
f f

2.3.3 f (x, y, z ) = xyz f

f (1, 2, 3)

i+ j+k

i+ j+k

i+ j+k
3

f
f = yz i + xz j + xy k

i+ j+k

i + j + k
xy + yz + xz
u f =
yz i + xz j + xy k =

3
3

(1, 2, 3) f
f (1, 2, 3) = 6i + 3 j + 2k

f (1, 2, 3)

6i + 3 j + 2 k

100

f (x, y, z ) = k f k u
f u u f
f f (x, y, z ) = k f u

u f = 0

f
f (x, y, z ) = k

f (x , y, z ) = k

n=

f
f

(2.74)

f 0

2.3.4

x 2 + y2 + z 2 = a2

f = x 2 + y2 + z 2 = a2
f
y

2.3.1

f (x , y, z ) = x 2 + y 2 + z 2

x 2 + y2 + z 2 = a2
f = 2x i + 2y j + 2z k

n=

xi + y j + zk
f
=
f
x 2 + y2 + z 2

101

2.3

2.3.2
v(x, y, z ) v(x, y, z ) = v1i + v2 j + v3 k
(divergence) v div v v
div v = v =

v = 2x 4y 3 i + yz 2 j 3yz 3 k

2.3.5

v1 v2 v 3
+
+
x
y
z

v =

(2x 4y 3 ) (yz 2 ) (3yz 3 )

+
+
= 8x 3y 3 + z 2 9yz 2
x
y
z

2.3.6

r = xi + y j + zk

( r r)

r
r =

x y z
+
+
=3
x y z

=
x
x

x 2 + y2 + z 2 =

x
2

x +y +z

x
r

r
y
=
y
r

r
z
=
z
r

( r x) +
( r y) +
( r z)
x
y
z
r
r
r
= 3 r + x
+y
+z

x
y
z

( r r) =

=3 r +

x 2 + y2 + z 2
r

=4 r

102

(x , y, z )

z
x
z

x
x

2.3.2

V = x y z

(incompressible fluid)
(x, y, z ) v(x, y, z ) = v1i + v2 j + v3 k
(x, y, z )
V = x yz 2.3.2
x t x
(x , y, z ) v1 (x , y, z ) y z t

x
(x + x , y, z ) v1 (x + x , y, z ) y z t

(x , y, z ) v(x , y, z ) = (v ) (x , y, z )

(v1 ) (x , y, z ) yz t (v1 ) (x + x , y, z ) yz t =

(v1 )
x

x y z t

(v1 ) (v2 ) (v 3 )

+
+
V t
V t =
x
y
z
t

V 0

t 0

+ div( v) = 0
t
(continuity equation)

(2.75)

103

2.3

2.3.3
f
(Laplacian) f 2 f
2 f =

2 f
2 f
2 f
+
+
x 2 y 2 z 2

1. f f
2 f = f

2.

2 f = 0

(2.76)

(Laplaces equation)

2.3.7

f (x , y, z ) = xyz 2 + x 2 + 2y 2 3z 2

2 f

f
2 f
2
=
xyz 2 + x 2 + 2y 2 3z 2 ) = 2
2
2 (
x
x
2
f
2
=
(xyz 2 + x 2 + 2y 2 3z 2 ) = 4
y 2
y 2
2 f
2
=
xyz 2 + x 2 + 2y 2 3z 2 ) = 2xy 6
2
2 (
z
z

f
2 f =

2.3.8

2 f
2 f
2 f
+
+
= 2xy
x 2 y 2 z 2

f =

x y
x 2 + y2

2 f = 0

(x, y ) (0, 0)

f
3
2
2
3
2 f
2 x y 2 (x 3x y 3xy + y )
=
=

x 2
x 2 x 2 + y 2
(x 2 + y 2 )3

2 (x 3 3x 2y 3xy 2 + y 3 )
2 f
2 x y
=
=

y 2
y 2 x 2 + y 2
(x 2 + y 2 )3

2 f =

2 f
2 f
+
=0
x 2 y 2

104

2.3.4
v(x, y, z ) v = v1i + v2 j + v3 k
(curl) v curl v v
curl v = v =

x
v1

y
v2

k
v
v
v

v
v
v
= 3 2 i + 1 3 j + 2 1 k

z
z
z
x
y
y
x
v3

2.3.9

v(x , y, z ) = 2xy i + y j z (2y + 1) k

v =

x
yz

y
2xyz

= 2xy i + y j z (2y + 1)k

z
x

2.3.1
f
f = 0

f
i

(f ) = x
f
x

y
f
y

f =

f
f
f
i+
j+
k
x
y
z

2 f
2 f
2 f
2 f
2 f
2 f

i +
j +
k
z =
y z y z
z x x z
x y yx
f
z

f
2 f
2 f
2 f
2 f
2 f
2 f
=
=
=
,
,
y z
y z z x
x z x y
y x

f = 0

105

2.3

2.3
1. f (x, y ) = 3x 2 + y 2 (a, b)
f
2.

f (r) =

1
r

r = xi + y j + zk

x 2 + y2 = 1

2 f

3. r = x i + y j + z k n 2 ( r n ) = 0
4. (x, y, z ) T (x , y, z ) = x 2 + (y + z )2
4.1 T (x , y, z ) = 5 (1,1,1)
4.2 (1, 2, 3)
5. v = x i
5.1
5.2

=0
x

(t ) = 0 e t

5.3 ()

k
x
0

6. v (x, y, z ) = z j

(x, y, z, t ) (x, y, z) t
6.1 z = 0
6.2

z 0

=0
y

6.3 = ze (y zt )
6.4 v
7. f g v
7.1 ( v) = 0
7.2 (gf + f g ) = 0
8. f (x, y ) u = x cos + y sin v = y cos x sin
g (u, v ) = f (x, y ) 2 f = 2g
9. a r = x i + y j + z k
9.1 (a r) = 2a
9.2

a r
a
ar

+ 3 r
=

r
r
r

10. (r, , )
10.1
10.2

x = r sin cos , y = r sin sin , r cos

f
1 f
1 f
er +
e +
e er , e , e
r
r
r sin
2 f
2 f
1 2 f
1
2 f
cot f
2 f = 2 +
+ 2
+
+ 2
2
2
2
2
r r r
r sin
r
r
f =

106

2.4

f (x ) dx

f (x )

x = a x = b (line

integrals)

t =b
F (r(t2 ))
r (t1 )
F (r(t1 ))

t = t1

r (t1 )

t = t2

t =a

2.4.1 F C

r(t )

2.4.1
C r(t ) = (x (t ), y(t ), z (t )) a t b
F r C
F C
b

F d r = F(r(t )) r (t ) dt
C

1.

F (r(t )) r (t )

F(r(t )) r (t ) dt
a

t
2. C (closed curve)
F d r
C

3.

F = (F1, F2 , F3 )

F d r = (F1 dx + F2 dy + F3 dz )
C

r(a ) = r(b)

107

2.4
2.4.1 F(x, y ) = y i x j C
2 1 F d r
C

y
t=

2
C

t=0

2.4.2 2.4.1
C
r(t ) = (x (t ), y(t )) = 2 cos t i + 2 sin t j,

(x, y ) C
x (t ) = 2 cos t
F

r(t )

0t

y(t ) = 2 sin t

C
F(r(t )) = y(t )i x (t ) j = 2 sin t i 2 cos t j

C
r (t ) = 2 sin t i + 2 cos t j

F dr =

F (r(t )) r (t )dt
a

/2

(2 sin t i 2 cos t j) (2 sin t i + 2 cos t j)dt

0

/2

(4 sin
0

/2

t 4 cos t )dt =
2

4 dt = 2

108

2.4.2 F(x, y ) = y i x j C
(2, 0) (0, 2) F d r
C

t =2
C
t=0

2.4.3 2.4.2
C
r(t ) = (2 t ) i + t j,

0t 2

(x, y ) C
x (t ) = 2 t

r(t )

y(t ) = t

C
F(r(t )) = y(t )i x (t ) j = t i (2 t ) j

C
r (t ) = i + j

F dr =

F (r(t )) r (t )dt
a

(t i (2 t ) j) ( i + j)dt
0

t (2 t ) dt =

2 dt = 4
0

109

2.4
r(t )

2.4.3 C
F F
F d r

a t b

dW = F d r

F C
W =

F(r) dr

2.4.1
C r(t )
F G C
1.

kF dr = k F dr k
C

2. (F + G) d r = F d r + G d r
C

3. C C

F d r = F d r

4. C

= C1 + C 2

C C 1 C 2

F dr = F dr + F dr
C

C1

C2

C


C r1(t ), a1 t1 b2
t2 = (t1 ) r2 (t2 ) = r2 ((t1 )) = r1(t1 )

b2

F d r2 =

F (r2 (t2 ))

a2
b1

F (r ((t ))) dt

dr1

F dr

F (r (t )) dt
1

a1

b2

dr2
dt2 =
dt2

dt1 =

a2

r2 (t ), a2 t2 b2

dr1 dt1
dt2
1 dt2

110

2.4.1 2.4.2 F(x, y ) = y i x j
(2, 0) (0, 2)


C r(t ) = (x (t ), y(t )) a t b
r(a ) = A(x1, y1 ) r(b) = B(x 2 , y2 ) C A B
F(x, y ) = y(t )i + x (t ) j
b

F d r = F (r (t )) r (t )dt
C

a
b

(y(t )i + x (t ) j) (x (t )i + y (t ) j)dt
a
b

(x (t )y(t ) + x (t )y (t ))dt

(2.77)

= x (t )y(t ) a = x (b)y(b) x (a )y(a )

= x 2y2 x 1y1

(2.77) f (x, y ) = xy
2.4.2
C r(t ) a t b
f F = f C

F d r = f (r(b)) f (r(a ))
C

F = f
F=

f
f
f
i+
j+
k
x
y
z

111

2.4
b

F dr =

F (r(t )) r (t )dt
a
b

x i + y j + z k (x (t ) i + y (t ) j + z (t ) k) dt
a
b

x x (t ) + y y (t ) + z z (t ) dt
a
b

t =b

df
dt = df = f
dt
t =a

t =b
t =a

= f (r(b)) f (r(a ))

2.4.3
f F = f R
F (independent of path)
C R F d r = 0
C

B
C2

C1
A

2.4.4
F
0 2.4.4 C = C 1 C 2
A B C 1 B A C 2

F dr = F dr +
C

C1

F dr =

C 2

F dr F dr
C1

(2.78)

C2

F d r = 0 F d r = F d r
C

C1

C2

(2.79)

112

2.4.2
F
f (potential function) F

F = f

F 2.3.1
F = 0 F = 0

F = f

F = (F1, F2 , F3 )

f
f
f
= F1,
= F2 ,
= F3
x
y
z

(2.80)

2.4.4 F(x, y, z ) = y i + (x + 2y ) j + z 2 k
F = 0 F
F
F =

x + 2y

F = f

=0
z

(2.81)

z2

y i + (x + 2y ) j + z 2 k =

f
f
f
i+
j+
k
x
y
z

(2.82)

f
f
f
= y,
= x + 2y,
= z2
x
y
z

f
=y
x

x
f = xy + g(y, z )

g(y, z )

(2.83)

y z

(2.84)

113

2.4

f = xy + g(y, z )

f
= x + 2y
y

g(y, z )
= x + 2y
y

(2.85)

g(y, z )
= 2y
y

(2.86)

g(y, z ) = y 2 + h(z )

(2.87)

x+

h(z ) z

f = xy + y 2 + h(z )

f
= z2
z

h(z )
= z2
z

(2.88)

h(z ) =

z3
+c
3

(2.89)

F(x , y, z ) = y i + (x + 2y ) j + z 2 k

f = xy + y 2 +

z3
+c
3

(2,1,3)

2.4.5

F(x , y, z ) = y i + (x + 2y ) j + z k
2

F dr

(1,2,3)

2.4.4 F
f = xy + y 2 +

z3
+c
3

(2,1,3)

(1,2,3)

(2,1,3)

F dr =

f d r

(1,2,3)

= f (2, 1, 3) f (1, 2, 3)
= (10 + c ) (15 + c)
= 25

114

2.4
1. F = (x 2 + y ) i 2y 2z j + xyz k
F d r C
C

1.1 C r(t ) = t i 3t 2 j + 2t 3 k
1.2 C (0, 0, 0) (0,1, 0)
(0,1,1) (1,1,1)
1.3 C (0, 0, 0) (1,1,1)
2. F d r F C
C

2.1

F = (3x 4y ) i + 2x 2z j + y 3 k

C (1, 2, 3) (1, 2, 3)
2.2

F = 2y i 3xy j + 4xyz k

C y = x 2 y = x
2.3

F = yi + x j + z k

C r(t ) = (a cos t, a sin t, ct ) 0 t 2

2.4 F = (3x 2y 2 x )i + (x 3y 2 + y ) j
C x 2 + 4y 2 = 4 xy
3.
(2,1,2)

(3x

3.1

dx + 2yz 2 dy + 2y 2z dz

(1,1,1)
(1,,0)

3.2

cos xy y dx + x dy

(0,1,0)
(1,1,2)

((3x

3.3

+ y )dx + (x + y + z )dy + (y + z )dz

(0,1,2)

(1,1,2)

(3x y z + 2x )dx + (2x yz + z + 1)dy + (x y

2 2

3.4

3 2

+ y + 2z )dz

(1,1,2)

4.

F(x , y ) = y i x j F
y
x
F= 2
i+ 2
j C (0, 0)
2
x +y
x + y2

5.

x 2 y2
+
=1
a 2 b2

F d r = 0
C

115

2.5
2.5

(double
integrals) f (x , y ) dA R xy f (x , y )
R

R
y
y = h (x )

y = g (x )
a

2.5.1 R xy
R

R = (x , y ) | a x b, g(x ) y h(x ) }

(2.90)

f R
b

f (x, y )dA =
R

h (x )

f (x , y ) dy dx
g (x )

y
d
x = u(y )

x = v(y )

c
x

2.5.2 R xy

(2.91)

116

2
R

R = (x , y ) | c y d, u(y ) x v(y )

(2.92)

f R
d

f (x , y ) dA =

v (y )

dy
f
(
x
,
y
)
dx

u (y )

(2.93)

(r, )
x = r cos

y = r sin

(2.94)

y
x

(2.95)

r 2 = x 2 + y2

tan =

y
r = r2 ( )
=

R
r = r1 ( )

2.5.3 R xy
R

R = (r cos , r sin ) | , r1() r r2 ()

(2.96)

r2 ( )

f (x, y )dA =
R

r1 ( )

f (r cos , r sin ) r dr d

(2.97)

117

2.5
2.5.1 2xy dA
R

y = x2

y = x

y = x 2 y = x
(0, 0) (1,1) R 2.5.3
y

1
y =x
R

y = x2
x

2.5.4 2.5.1
R

R = (x , y ) | 0 x 1, x 2 y x

2xy dA = 2xy dy dx = (x
R

x2

x 5 )dx =

1
12

R = (x , y ) | 0 y 1, y x y

2xy dA =

2xy dx dy =

(y
0

y 3 )dy =

1
12

118

2.5.2

x 2 + y2 = a2

y
y = a2 x 2

y = a2 x 2

2.5.5

x 2 + y2 = a2

R x 2 + y 2 = a 2
R dA
R

R = (x , y ) | a x a, a 2 x 2 y a 2 x 2 }

R
a 2 x 2

dA =

dy dx =

a a 2 x 2

a 2 x 2 dx = a 2

R = (r cos , r sin ) | 0 r a, 0 2

2 a

dA =

r dr d =

a 2

a 2
d r dr = (2 ) = a 2
2
0
a

119

2.5

xy
V

V = (x , y, z ) | (x , y ) R, f (x , y ) z g(x , y )

(2.98)

V
V =

[g(x, y ) f (x, y )]dxdy

(2.99)

2.5.3
x 2 + y 2 + z 2 = a 2

z = a2 x 2 y2

z = a2 x 2 y2

2.5.6

x 2 + y2 + z 2 = a2

R xy R
R

R = (r cos , r sin ) | 0 2, 0 r a

x 2 + y2 = a2

r 2 = x 2 + y 2

V = (x , y, z ) | (x , y ) R, a 2 r 2 z a 2 r 2

a
2 a

2
R

a r dA =

2
0

2
2

a r r dr d =

d
0

a 2 r 2 (2r dr ) =

4 3
a
3

120

R
C R
2.5.1 (Greens Theorem in the Plane)
R xy
F1

F2

F1
y

F2
x

F2

x
R

F1
dA =
y

(F dx + F dy)
1

C R C R

C = C1 + C2
C2

C1

2.5.7 C

1. C R R
2.5.7
R C 1
C 2 C 1 C 2
C C 1 + C 2
F2

x
R

F1
dx dy =
y

(F dx + F dy ) + (F dx + F dy)
1

C1

(2.100)

C2

2.

( F) k dx dy = F dr F = F i + F j
1

2.8

(2.101)

121

2.5
2.5.4
R x 2 + y 2 = 1

F1 = y 2

F2 = 2xy + x

2.5.8 R C 2.5.4

F2 F1

dx dy =
x
y

((2y + 1) 2y )dx dy = dx dy =
R

C C R 2.5.8
r(t ) = cos t i + sin t j,

0 t 2

(F dx + F dy ) = (y dx + (2xy + x )dy )
2

((sin

t )( sin t ) + (2 sin t cos t + cos t )(cos t ))dt

sin 3 t dt + 2 sin t cos2 t dt + cos2 t dt

0

= 0+0+ =

F2 F1

dx dy =

y
x

(F dx + F dy )
1

122

2.5.5
C
A=

x dy = y dx = 2 (x dy ydx )
C

R C R
A=

dA
R

F2

F1 = 0

F2 = x

F1
dA =
y

F2 = 0

dA = y dx
R

F1 =

y
2

(2.102)

(2.102)
A=

dA = x dy
R

F1 = y

(2.102)
A=

(F dx + F dy)

F2 =

x
2

(2.102)
A=

dA = 2 (x dy y dx )
R

2.5.6

x 2 y2
+
=1
a 2 b2

x 2 y2
+
=1
a 2 b2

ab

x = a cos t, y = b sin t

0 t 2

A=

x dy = a cos t d(b sin t ) = ab cos

C

t dt = ab

123

2.5
2.5.7
C

x = r cos
A=

A=

1
r 2 d
2
C

y = r sin

1
x dy y dx
2
C

1
2
C

r cos d (r sin ) r sin d (r cos )

1
2
C

r cos sin dr + r cos d r sin cos dr r sin d

1
r 2d

2C

2.5.8
(cardioid) r = a (1 cos )

0 2

y
a

2a

2.5.9

r = a (1 cos )

r = a (1 cos )

0 2

A=

1
1
3 2
2
r 2d = a 2 (1 cos ) d =
a

2C
2 0
2

124

2.5
1. R xy 2y = x, y = 2x
R (x + y )dA

x +y = 2

2. F d r
C

F C R
2.1 F = y 3 i + x 3 j R x 2 + y 2 4
2.2 F = (2x y ) i + (x + 3y ) j R x 2 + 4y 2 4
2.3 F = x cosh y i + x 2 sinh y j R y = x y = x 2
2.4 F = (x 3 2y 3 ) i + (x 3 + 2y 3 ) j R x 2 + y 2 a 2 , x 0, y 0
3. r(t ) = a (t sin t ) i + a (1 cos t ) j
y

2.5.10

2a

r(t ) = a (t sin t ) i + a (1 cos t ) j

3.1 x t = 0 t = 2
3.2 dA = y dx x t = 0 t = 2
R

3.3 3.1 3.2

3.4 x t = 0 t = 2
4. F(x, y ) = 2 y 2 i + 2 x 2 j R x 2 + y 2 = 1
4.1

x +y
F2
F
= 1
x
y

x +y

(x, y ) (0, 0)

4.2 F d r C R
C

4.3
5. C 4x 2 + 3y 2 = 6

(x 2 + y 2 y )dx xdy
x 2 + (y 1)2

125

2.6
2.6

z = f (x , y )

f (x , y, z ) =

a
x 2 + y 2 = cz 2

(2.103)

x 2 + y2 + z 2 = a2

r(t ) = x (t ) i + y(t ) j + z (t ) k t


r(u, v ) = x (u, v ) i + y(u, v ) j + z (u, v ) k

(2.104)

u v (u, v )
u v



r(u, v ) = (u + v ) i + (2u 3v ) j + (2v ) k

0 u 1

2v 3

u = 2 +
v =

r(, ) = (3) i + ( + 5 ) j + (2 2 ) k

0 2 + 1

2 3

126

2.6.1
a b
(x 0 , y0 , z 0 )

ab 0

ua + vb
ua
a
b

(x 0 , y 0 , z 0 )

vb

2.6.1 a b (x 0 , y0 , z 0 )
a b (x 0 , y0 , z 0 )
a b
u v u a v b
u a + v b
(x, y, z )
(x x 0 , y y 0 , z z 0 ) = u a + v b

u v
(x , y, z ) = (x 0 , y 0 , z 0 ) + u a + v b

a b
r(u, v ) = (x 0 , y 0 , z 0 ) + u a + v b

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

127

2.6
2.6.2

x 2 + y2 + z 2 = a2

(x , y , z )
a a cos u
u
v
a sin u

2.6.2
x 2 + y 2 + z 2 = a 2 a
u z
v xy x
0 u 0 v 2

2.6.2
x = a sin u cos v
y = a sin u sin v
z = a cos u

x 2 + y2 + z 2 = a2

r(u, v ) = a sin u cos v i + a sin u sin v j + a cos u k

0u

0 v 2

128

2.3
f (x, y, z ) = k k

r(u, v) u v
v = v0 v0 u
r(u, v 0 )

r(u, v0 )

d
r(u, v 0 )
du

u = u0

d
r(u, v 0 )
du

v = v0
u0

r(u 0 , v )

d
r(u 0 , v )
dv

d
r(u 0 , v )
dv

r(u 0 , v )

u = u0

z
v = v0

n
u = u0

rv
ru
y

2.6.3

ru =

ru

rv

r(u, v )
u

rv =

r(u, v )
v

r(u, v )

129

2.6

(surface normal vector)

ru rv
N = ru rv

ru

rv

(2.105)

n=

N
r r
= u v
N
ru rv

2.6.3

(2.106)

x 2 + y2 + z 2 = a2

x 2 + y2 + z 2 = a2

r(u, v ) = a sin u cos v i + a sin u sin v j + a cos u k

r u
ru =

r
= a cos u cos v i + a cos u sin v j a sin u k
u

r v
rv =

r
= a sin u sin v i + a sin u cos v j
v

N = ru rv = a cos u cos v

a cos u sin v a sin u

a sin u sin v a sin u cos v

= a 2 sin2 u cos v i + a 2 sin2 u sin v j + a 2 sin u cos u k

= a 2 sin u(sin u cos v i + sin u sin v j + cos u k)
r
= a 2 sin u
r

x 2 + y2 + z 2 = a2

n=

N
r
=
N
r

130

2.6.1
S
r(u, v ) = x (u, v )i + y(u, v ) j + z (u, v )k

(u, v) R
N = ru rv

n=

N
N

f S

f dA = f (r(u, v)) N dudv

S

F S

F n dA = F (r(u, v)) N dudv

S

1.

u v S x y

2.

Fn

F S
F n dA (flux) F S
S

3.
N du dv = n N dudv = n ru rv dudv = n (rudu ) (rvdv )

(rudu ) (rvdv )

rudu

rvdv

n dA = N du dv

rvdv dA
rudu

u = u0

2.6.4

n dA = rudu rvdv

v = v0

131

2.6

F = (F1, F2 , F3 )

2.6.1

n = (cos , cos , cos )

(2.107)

cos , cos , cos

N = (N 1, N 2 , N 3 )

F n dA = (F cos + F
1

cos + F3 cos )dA

(F1N 1 + F2N 2 + F3N 3 ) du dv

(2.108)

n x cos dA
dA yz cos dA cos dA
dA zx xy
cos dA = dy dz , cos dA = dz dx , cos dA = dx dy

(2.109)

z
n

dA
y
cos dA
x

2.6.5 dA xy

cos dA

F n dA = (F dy dz + F dz dx + F dx dy )
1

(2.110)

132

F=n

F n dA S S
S

r(u, v ) = x (u, v )i + y(u, v ) j + z (u, v )k

A=

dA =
S

N(u, v ) = ru rv

N(u, v ) dudv

(2.111)

2.6.4

x 2 + y2 + z 2 = a2

x 2 + y2 + z 2 = a2

r(u, v ) = a sin u cos v i + a sin u sin v j + a cos u k

0u

0 v 2

2.6.3

N = ru rv = a 2 sin u sin u cos v i + sin u sin v j + cos u k

sin u cos v i + sin u sin v j + cos v k = cos2 u sin2 v + sin2 u sin2 v + cos2 v
= sin2 v + cos2 v
=1

N = a 2 sin u

A=

dA = a
S

sin u dudv

2a

dv = 4a 2

133

2.6
2.6.5 F(x, y, z ) = x i z k S
F n dA

x 2 + y2 + z 2 = a2

x 2 + y2 + z 2 = a2

r(u, v ) = a sin u cos v i + a sin u sin v j + a cos u k

0u

0 v 2

2.6.3

N = ru rv = a 2 sin u sin u cos v i + sin u sin v j + cos u k

F(x , y, z ) = x i z k = a sin u cos v i a cos u k

(F n )dA = (F N)du dv
= (a 3 sin 3 u cos2 v a 3 sin u cos2 u )du dv

F n dA = F N dudv
S

(a
0

sin 3 u cos2 v a 3 sin u cos2 u )dudv

2
4
= a 3 cos2 v dv
3
3
0
4 4
= a 3
3
3
=0

134

2.6
1.
1.1 x + 2y + 3z = 6
1.2 (x + 1)2 + (y 2)2 + (z + 3)2 = 16
1.3 (x 1)2 + 4(y 2)2 + 9(z 3)2 = 36
1.4 x 2 y 2 = 1
1.5 z = 4 (x 2 + y 2 )
1.6 z 2 = 4x 2 + y 2
2.
2.1 3x y + 4z = 7
2.2 x 2 + 2y 2 + 3z 2 = 4
2.3 3z = x 2 + y 2
2.4 z = 2xy
3. z 2 = x 2 + y 2 (3, 4, 5)
4. F n dA F S
S

4.1 F = 2x i + 2y j S z = 2x + 3y, 0 x 2, 1 y 1
4.2 F = i + j + k S x 2 + y 2 + 4z 2 = 4, z 0
4.3 F = e y i e z j + e x k S x 2 + y 2 = 9, x 0, y 0, 0 z 2
4.4 F = z i xz j + y k S x 2 + 9y 2 + 4z 2 = 36, x 0, y 0, z 0
4.5 F = tan xy i x 2y j z k S 9y 2 + z 2 = 9, 1 x 4
4.6 F = 2xy i + x 2 j S r = (cosh u, sinh u, v ), 0 u 2, 3 v 3
5. r
R R > r h
6. x 2 + y 2 + z 2 = R2 y + z = aR y + z = bR
a 1 b 1
R2
a b
7. (theorem of Pappus)
7.1

7.2

135

2.7
2.7

(triple integrals)
f (x, y, z ) T
f (x, y, z ) T

f (x, y, z )dxdydz f (x, y, z )dV

T

(2.112)

T = (x , y, z ) | a x b, y1 (x ) y y2 (x ), z1 (x , y ) z z 2 (x , y )

(2.113)

b y2 (x ) z 2 (x ,y )

f (x , y, z ) dV =

f (x , y, z ) dz dy dx

(2.114)

a y1 (x ) z1 (x ,y )

2x xy

2.7.1 2x 2yz dz dy dx
0

2x xy

2x

24x yz dz dy dx = 12x y (z )
2

2x

12x y

4 3

z =xy
z =0

dy dx

dy dx

(3x y )
4 4

y =2x
y =x

dx

45x

dx

=5

136

2.7.2 x 2yz 3 dV
T

x 2 + y2 = z

z =4

z=4
x 2 + y2 = z

y
x 2 + y2 = 4
x

2.7.1 T 2.7.2
2.7.1 T

T = (x , y, z ) | x 2 + y 2 4, x 2 + y 2 z 4

2 2
dxdy
15
x
y
2
z
dz

x 2 +y 2

x 2 +y 2 4
2
= 15x 2y 2 16 (x 2 + y 2 ) dxdy

2
2

30x 2y 2z dV =

x +y 4

30x 2y 2z dV =

15 (r cos ) (r sin ) (16 r ) rdr d

2

= 15 sin2 cos2 d r 5 (16 r 4 )dr

1024
= 15
= 256
4 15

137

2.7

2.7.3 T xy yz xz
x + y + z = a a

z
a

a
x

2.7.2

x +y +z =a

2.7.3

T = (x , y, z ) | 0 x a, 0 y a x , 0 z a x y

T
a a x a x y

V =

T
a a x

dz dy dx

(a x y)dy dx
0
a

dV =

a3
1
(a x )2 dx =
2
6

2.7.2 T
V=

1 1

a3
a a a =

3 2
6

138

2.7.1 (Divergence Theorem)

T S
F(x, y, z )

F dV = F n dA
T

n S T

F = (F1, F2 , F3 )

F =

F1 F2 F3
+
+
x
y
z

(2.110)
F1

x
T

F2 F3
+
dx dy dz =
y
z

(F dy dz + F dz dx + F dx dy )
1

(2.115)

2.7.4 F(x, y, z ) = x i z k
S x 2 + y 2 + z 2 = a 2 F n dA
S

S x 2 + y 2 + z 2 = a 2
T

F n dA = F dV
S

F =

F1 F2 F3
(z )
x
+
+
=
+0+
=0
x
y
z
x
z

F n dA = F dV = 0
S

2.6.5

139

2.7

2.7
4
x 2 y2 z 2
+ 2 + 2 = 1 abc
2
a
b
c
3
F(x , y, z ) = x i + y j + z k S T x 2 + y 2 + z 2 = 4

1. (ellipsoid)

2.
( F)dV

F n dA

3. F n dA
S

F S
3.1 F = x 2 i + 3yz j + 5z k S x 2 + y 2 1, z 1
3.2 F = x 3z 2 i + y 3z 2 j + x 2z k S x 2 + y 2 a 2 , z h
3.3 F = x 3 i + y 3 j + z 3 k S x 2 + y 2 + z 2 = 4
3.4

F = sin2 x i z (1 + sin 2x )k

4.

r = xi + y j + zk

V =

x 2 + y 2 z, z

1
2

1
1
r n dA = x dy dz + y dz dx + z dx dy

3 S
3 S

5. S T S n dV
T

n S T
6. (3x + 4y 7z )dydz + (5x + 2y 3z )dzdx + (5z + 3)dxdy
S

S x + 2y + z = 4, z 0 z
7. S V (x 0 , y0 , z 0 )
F n dA F(x, y, z ) = (3x 2 2x + 1, y 2 + y,1 z 2 )
S

8. f T
S T n S T

f
= n f
n

f S

f dV =
2

f
dA
n

9. f g S T
9.1 ( f g ) = f 2g + f g
9.2 ( f 2g + f g )dV = f g dA
T

9.3 ( f 2g g 2 f )dV
T

f n g n dA
S

140

2.8

2.8.1 (Stokes Theorem)

S C F(x, y, z )
S

( F) n dA = F dr
S

n S
n C
n

2.8.1

1.

F = (F1, F2 , F3 )

F
F F
F F
F
F = 3 2 , 1 3 , 2 1
z z
x x
y
y

F3 F2

dydz + F1 F3 dzdx + F2 F1 dxdy =

z
y

z
x
y
x

2. S xy
F = F1 i + F2 j
F2

x
S

F1
dA =
y

(F dx + F dy + F dz )
1

n=k

(F dx + F dy )
1

3. C S
S S
S

141

2.8
2.8.1 F = (4y + 3x ) i + (7x 2y ) j + (3z + x ) k
F d r C x 2 + y 2 = a 2 , a > 0
C

x 2 + y 2 = a 2, a > 0

xy

F dr = ( F) n dA
C

C n z
F
i
F =

x
4y + 3x

n=k

= i + 3k
y
z
7x 2y 3z + x

( F) n = (i + 3k) k = 3

F dr = ( F) n dA = 3 dA = 3 ( 2 ) = 12
2

2.8.2 F(x, y, z ) = y i + x j
S x 2 + y 2 + z 2 = a 2

a
a

2.8.2 C 2.8.2

142

F dr C
C

r(t ) = a cos t i + a sin t j,

0 t 2

F = y i + x j = a sin t i + a cos t j

F dr =

(a sin t i + a cos t j) (a sin t i + a cos t j) dt =

dt = 2a 2

( F) n dA F
S

F =

x
y

y
x

= 2k
z
0

S
r(u, v ) = a sin u cos v i + a sin u sin v j + a cos u k

0u

0 v 2

N = ru rv = a 2 sin u sin u cos v i + sin u sin v j + cos u k

( F) N = 2k a 2 sin u sin u cos v i + sin u sin v j + cos u k = a 2 sin 2u

2 / 2

( F) n dA =

a 2 sin 2u du dv =

dv = 2a 2

( F) n dA = F dr
S

143

2.8
2.8.3 F d r

F = 3y i + 2x j + 6z k

x 2 + y 2 = 4, x 0, 0 z 3

F = 2k

C
z=3
n

2
x

2.8.3
S

x 2 + y 2 = 4, x 0, 0 z 3

x 2 + y 2 = 4, x 0, 0 z 3

2.8.3

2.8.3

F dr = ( F) n dA
C

F
F =

x
3y

y
2x

= 5k
z
6z
n

S ( F) n = 0

F dr = ( F) n dA = 0
C

144

2.8
1. F(x, y, z ) = y i x j + z k
S x 2 + y 2 + z 2 = 9, z 0
1.1 ( F) n dA n S
S

1.2 F dr C S
C

1.3 1.1 1.2

2. F d r
C

F C
2.1 F = 3y i + 3x j + z k C x 2 + y 2 = 4, z = 1
2.2 F = y i + xz 2 j zy 3 k C x 2 + y 2 = a 2 , z = b b > 0
2.3 F = 2z i + x j x k C x 2 + y 2 = 1, z = y + 1
2.4 F = xyz j C (1, 0, 0),(0,1, 0),(0, 0,1)
2.5 F = x 2 i + y 2 j + z 2 k C x 2 + y 2 + z 2 = 9 z = y 2
2.6 F = 2y i + z j + 3y k C x 2 + y 2 + z 2 = 6z, z = x + 3
F = y i + x j

2.7

x 2 y2
+
=1
a 2 b2
C x 2 + y 2 + z = a 2 , z 0

2.8 F = z 3 i + x j + y 2 k
3. ( F) n dA

F(x , y, z ) = (y 3 2x 2 , 2x 3 + y 2 , xy + z 2 )

S 4x 2 + y 2 + z = 4, z 0 n z
4. F(x, y, z ) S
F = 0 S F S
5. C
5.1 a d r = 0 a
C

5.2

r dr = 0

5.3 (uv + vu ) d r = 0 u v
C

6. E d r = 1 H n dA S C
c t
C

E +

1 H
=0
c t

145

3.1

3.1

f (x)
p
x
p

3.1.1 p
3.1.1
f
f (periodic function) p
f (x + p) = f (x) x
p (period) f
f (fundamental period)

146

1. p f

2p, 3p, 4 p,

2. f f ( 3.1.2)
3. p f f p
4. p p 3.1.1
3.1.1
n
sin (x + 2n ) = sin x x
2n 2
n cos (x + 2n ) = cos x x
2n 2

3.1.2 f (x ) = k k x
f
p
f (x + p ) = k = f (x )

x
p f
( 3.1 22 2)

3.1.1
f p
g g(x ) = f (ax ) a > 0
3.1.3

sin x

sin ax

cos x

3.1.1

sin ax

cosax

p
a

a > 0

2
a

cosax

a > 0

2
a

147

3.1
3.1.2
f g p
h h(x ) = a f (x ) + bg(x ) a b p

f g p
f (x + p) = f(x)

g(x + p) = g(x)

h h(x) = af (x) + bg(x)

h(x + p) = af (x + p) + bg(x + p) = af (x) + bg(x) = h(x)

h p

p f g h(x ) = a f (x ) + bg(x )
h p
3.1.4 n
2
f (x ) = a sin nx + b cos nx
n
a b

2
sin nx cos nx
n
2
f (x ) = a sin x + b cos x
n

3.1.3
3.1.2

3.1.5 f (x ) = sin2 x g(x ) = cos2 x h(x ) = f (x ) + g(x )

f , g h

1 cos 2x
2
g

f (x ) = sin2 x =

g(x ) = cos2 x =

1 + cos 2x
2

h(x ) = f (x ) + g(x ) = sin2 x + cos2 x = 1

3.1.2
h

148

3.1.3
p

f p

f (x ) dx

a +p

f (x ) dx =

f (x )dx a
0

a +p

a +p

f (x ) dx =

f (x ) dx +

f (x ) dx

(3.1)

a +p

f (x ) dx

t = x p

a +p

f (x ) dx =

f (t + p)dt = f (t )dt = f (x )dx

0

(3.2)

(3.2) (3.1)
a +p

f (x ) dx =

f (x ) dx + f (x ) dx =

a +

3.1.6

a +

sin2 x dx =

cos2 x dx =

3.1.5

sin2 x

f (x )dx

cos2 x

3.1.3
a +

sin x dx =

sin

x dx =

1 cos 2x

dx =
2
2

a +

cos2 x dx =

cos2 x dx =

1 + cos 2x

dx =
2
2

149

3.1

(Orthogonality of Trigonometric Functions)

sin x cos x
2

sin x dx = 0

cos x dx = 0

(3.3)

sin nx

cos nx

[, ]

sin nx dx = 0 n = 0,1, 2,

(3.4)

0, n = 1, 2, 3,

cos
nx
dx
=

2, n = 0

(3.5)

2 sin A cos B = sin(A + B ) + sin(A B )

2 sin A sin B = cos (A B ) cos (A + B )

(3.6)

2 cos A cos B = cos (A B ) + cos (A + B )

3
1.

sin mx cos nx

m n

sin mx cos nx dx =

2.

sin mx sin nx

1
sin(m + n )x sin(m n )x dx = 0
2

(3.7)

m n

0, m n

mx
nx
dx
m
n
x
m
n
x
dx
sin
sin
=
cos(

cos(
+
)
=

, m = n

3.

cos mx cos nx

cos mx cos nx dx =

(3.8)

m n

0, m n
1
cos(m n )x + cos(m + n )x dx =

, m = n

(3.9)

150

3
(Kronecker delta)

0, m n
mn =

1, m = n

(3.10)

(3.7) (3.9)

sin mx cos nx dx = 0

sin mx sin nx dx =

mn

(3.11)

cos mx cos nx dx =

mn

3.1.7 mn n
m =1

mn

= 1n + 2n + + n 1,n + nn + n +1,n +

m =1

0, m n
mn =
1, m = n

mn

= 0 + 0 ++ 0 +1+ 0 + = 0

m =1

3.1.8 mn sin mx = sin nx n

m =1

mn

sin mx = 1n sin x + 2n sin 2x + + nn sin nx +

m =1

= 0 sin x + 0 sin 2x + + 1 sin nx +

= sin nx

151

3.1

mn 0 m = n mn
m = n

3.1.9

mn cos(m n )x

m =

mn cos(m n )x = nn cos(n n )x = cos 0 = 1

m =

3.1.10

mp nq cos(m n )x

p q

m = n =

mp nq cos(m n )x =

m = n =

mp nq cos(m n )x
n =

m =

m =

mp cos (m q ) x

= cos (p q ) x

(Orthogonal Set)

F = {1, cos x , cos 2x , cos 3x , , sin x , sin 2x , sin 3x , }

(3.12)

f,g F

f g

f (x )g(x ) dx = 0

(3.13)

f (x )g(x ) dx

F (3.12)

152

3.1
1. ()
1.1 1 + cos x + cos 2x
1.2 sin x + cos 5x
1.3 tan 7( x )
2
n x
n x
sin
+ cos

L
L
n =1
20

1.4

2. f
1,
f (x ) =
0,

3.

4.
5.
6.

x
x
f
f
m
1, x = n m n
2
f (x ) =
0,

f
f (x ) = a sin x + b cos x a 2 + b 2 0 f
f (x ) = sin 4x + 2 sin2 x, g(x ) = cos 2x h(x ) = f (x ) + g(x )
f , g h 3.1.2
n

6.1 x sin nx dx

6.2 x 2 cos nx dx

6.3 e x (sin nx + cos nx )dx

+2

7.

(a sin nx + b cos nx )dx =

8.

n =

mne i m n x = 1
(

8.2 mk nle i(k l )x

k = l =

(a sin x + b cos x )dx = (a sin x + b cos x )dx

8.1

(a sin x + b cos x )dx

= e i (m n )x

153

3.2
3.2

f (x)

{1, cos x, cos 2x, cos 3x, , sin x, sin 2x, sin 3x, } 2
f (x)

a 0 + (an cos nx + bn sin nx )

f (x )

(3.14)

n =1

a0 , a1, a2 , , b1, b2 ,
(3.14) (Fourier series) f (x)
2 2
a0 , a1, a2 , , b1, b2 , f (x)

(3.14) [, ]

f
(
x
)
dx
a
dx
a
cos
nx
dx
b
sin
nx
dx
=
+
+

0
n
n =1

= 2a 0 + (an 0 + bn 0)

(3.15)

n =1

= 2a 0

1
a0 =
2

am
[, ]

f (x )dx

(3.16)

(3.14)

cos mx

a
cos
mx
dx
cos
mx
cos
nx
dx
b
+
+

n cos mx sin nx dx
0
n
n =1

f (x ) cos mx dx =

m0

154

cos nx cos mx dx = mn cos mx sin nx dx = 0

f (x ) cos mx dx = 0 + (an mn + bn 0) = am

(3.17)

n =1

am
am =

f (x ) cos mx dx

(3.18)

m0

bm
[, ]

(3.14)

sin mx

f
(
x
)
sin
mx
dx
a
sin
mx
dx
a
sin
mx
cos
nx
dx
b
sin
mx
sin
nx
dx
=
+
+

0
n
n

=
1
n

sin mx sin nx dx = mn sin mx cos nx dx = 0

f (x ) sin mx dx = bm sin mx sin mx dx = bm

(3.19)

bm =

f (x ) sin mx dx

3.2.1
f

a 0 + (an cos nx + bn sin nx )

n =1

1
a0 =
2
an =
bn =

f (x )dx

f (x ) cos nx dx,

n = 1, 2, 3,

f (x ) sin nx dx,

n = 1, 2, 3,

(3.20)

155

3.2
3.2.1
f (x ) = x < x
f (x )

f (x + 2) = f (x )

3.2.1 3.2.1

f (x)

f (x )

a 0 + (an cos nx + bn sin nx )

(3.21)

n =1

a0
1
a0 =
2

cos nx

=0

sin nx

1
f (x )dx = 2

x dx = 0

(3.22)

1
an =

f (x ) cos nx dx

x cos nx dx

x =

x sin nx cos nx
+

n
n 2 x =
sin n cos n sin(n ) cos(n )

n2
n
n2

(3.23)

156

3
1
bn =

1
=

f (x ) sin nx dx

x sin nx dx

x =

x cos nx sin nx
+

n
n 2 x =

cos n sin n cos(n ) sin n

+
+

n
n2
n
n 2
2 cos n
=
n

n , n = 2, 4, 6,
=

n = 1, 2, 3,
,

f (x )

(3.24)

f (x )

sin 2x sin 3x sin 4x

2 sin x
+

2
3
4

(3.25)

f (x )
3

x
-7.5

-5

-2.5

2.5

-1

7.5

f (x )

-2

2
-3

3.2.2
2 5
f (x ) 3.2.2
f (x )

157

3.2

3.2.1
f (x)
f (x) f (x)

a 0 + (an cos nx + bn sin nx ) =

n =1

1
lim f (t ) + lim f (t )
t x
2 t x +

f
3.2.1

3.2.2 1 1 + 1 1 +
3

(3.25)
2
1
1
3 1

sin 2 +
f ( 2 ) = 2 sin sin 2 + sin

2 2
3
2
4

3.2.1

f ( 2 ) = 2

x=

1 1 1

= 2 1 + +

2
3 5 7

1 1 1

+ + =
3 5 7
4

3.2.3 3.2.1

x =

f ()

3.2.1 f (x ) x =
f () = lim f (x ) = lim f (x ) =
x
x
+

1
1
lim+ f (t ) + lim f (t ) = ( + ()) = 0
t
2 t
2

x =

(3.25)

158

2L
2
2 2L L > 0 L =

{1, cos x , cos 2x , cos 3x , , sin x , sin 2x , sin 3x , }

(3.26)

2
2 2L
{1, cos

x
2x
3x
x
2x
3x
, cos
, cos
, , sin
, sin
, sin
, }
L
L
L
L
L
L

[L, L ]
L

(3.28)

m x
dx = 2Lm 0
L

(3.29)

m x
n x
sin
dx = Lmn
L
L

(3.30)

m x
n x
cos
dx = 0
L
L

(3.31)

m x
n x
cos
dx = Lmn
L
L

(3.32)

L
L

cos

sin

sin

L
L

cos

m x
dx = 0
L

sin

2L

(3.27)
f (x )
f (x )

(3.27)

n x
n x

+ bn sin
a 0 + an cos

L
L
n =1

2L

(3.33)

159

3.2
3.2.2
f

2L

L > 0 f

n x
n x

+ bn sin
a 0 + an cos

L
L
n =1

a0 =
an =
bn =

1
2L
1
L
1
L

f (x )dx

L
L

f (x ) cos

L
L

f (x ) sin

n x
dx
L
n x
dx
L

3.2.1

n x
n x 1

+ bn sin
= lim f (t ) + lim f (t )
a 0 + an cos
t x

L
L 2 t x +
n =1

(3.34)

x
L

2L

3.2.4
1 + x , 2 < x 0
f (x ) =
1 x , 0 < x 2

f (x + 4) = f (x)

y
1

-2

2
4

-4
-1

3.2.3 3.2.4

160

f (x) 4

L=2

f (x)

n x
n x
n x
n x

an cos
+ bn sin
=
+
+ bn sin
a 0 + an cos
a

2
2
L
L
n =1
n =1

f (x )

a0 =

an =
=

1
L

1
2L

f (x ) dx =

f (x ) cos

0
2
1
1
(1 + x ) dx + (1 x ) dx = (0 + 0) = 0
4 2
4
0

n x
dx
L

0
2
1
n x
n x
(1 + x ) cos
dx + (1 x ) cos
dx
2 2
2
2

0
0

1 + x
1 x
n x
2
n x
n x
2
n x
=
+ 2 2 cos
2 2 cos
sin
sin
+

n
n
n
2
2 2
2
2 0
2
2

= 2 2 (1 cos n ) + 2 2 (1 cos n )
n
n

4
= 2 2 (1 cos n )
n
8

, n = 1, 3, 5,
2 2

n
=

0,
n = 2, 4, 6,

1
bn =
L

f (x ) sin

n x
dx
L

0
2
1
n x
n x
= (1 + x ) sin
dx + (1 x ) sin
dx
2 2
2
2

0
0

1+x
1x
n x
2
n x
n x
2
n x
=
+ 2 2 sin
+
2 2 sin
cos
cos

n
2
n
2 2 n
2
n
2 0
1
1

=
(1 + cos n ) + (1 + cos n )
n
n

=0

f (x )

f (x )

8
1
3x
1
5x
x

cos
+ 2 cos
+ 2 cos
+
2

2
3
2
5
2

161

3.2
3.2.5

1
1
1
1
+ 2 + 2 + 2 +
2
1
3
5
7

3.2.4

x =0

1
1
1
1
+ 2 + 2 + 2 +
2
1
2
3
4

8
1
1
1
1 + 2 + 2 + 2
2

3
5
7

f (0) =

3.2.4

f (0) = 1

(3.35)

1
1
1
1
2

+
+
+
+
=
12 32 52 72
8

1
1
1
1
+ 2 + 2 + 2 +
2
1
2
3
4
S=

(3.35)

(3.36)

1
1
1
1
+ + +
+
12 22 32 42

(3.37)

1
1
1
1
1
1
1
1

S = 2 + 2 + 2 + 2 + + 2 + 2 + 2 + 2 +
1
2

3
5
7
4
6
8
1
1
11
1

1
1
1
1
= 2 + 2 + 2 + 2 + + 2 + 2 + 2 + 2 +
1

3
5
7
4 1
2
3
4
1
1
S
1
1
= 2 + 2 + 2 + 2 + +
1
4
3
5
7

(3.38)

S
3S
1
1
1
1
2
= 2 + 2 + 2 + 2 + =
4
1
3
5
7
8

(3.39)

S=

4 2 2
=
3 8
6

1
1
1
1
2
+
+
+
+

=
12 22 32 42
6

162

3.2.6

2
6
10
14
2
2 +
2
2 +
(1 3)
(5 7)
(9 11)
(13 15)

4n + 2
(1)n
2
2
(4n + 1) (4n + 3)
n =0

4n + 2
1
1
1

2
2 =
2
2
4 (4n + 1)
(4n + 1) (4n + 3)
(4n + 3)

4n + 2
1
1
1
n

(1)
=

2
2
2
2
4 n =0
(4n + 1) (4n + 3)
(4n + 3)
(4n + 1)

(1)

n =0

1
1
1
1
1
1

= 1 2 2 + 2 + 2 2

4
3
5
7
9
11

3.2.4
f ( 23 ) =

8
2

x=

3
2

3
1
9
1
15
1
21

cos
+ 2 cos
+ 2 cos
+ 2 cos
+

4
3
4
5
4
7
4

3.2.4

(3.40)

f ( 21 ) = 21

(3.41)

(3.41)

1 4 2
1
1
1
1
1
1

= 2 1 2 2 + 2 + 2 2 2 +

2
3
5
7
9
11
13

(3.42)

1
1
1
1
1
1
2

+
+

=
32 52 72 92 112 132
8 2

(3.43)

(3.43) (3.40)
2
6
10
14
2

=
2
2
2
2
(1 3)
(5 7)
(9 11)
(13 15)
32 2

163

3.2

3.2.3
1. f ( even function)
f (x ) = f (x ) x
2. f ( odd function)
f (x ) = f (x ) x

1. f

f (x ) = 0

2.

sin x + cos x , x + 1

3. y
4.
3.2.7 f (x ) = sin 3x 2 sin 5x

g(x ) = 1 + 3x 2 3 cos x

f (x ) = sin (3x ) 2 sin (5x )
= sin 3x + 2 sin 5x
= f (x )

x f

g(x ) = 1 + 3(x )2 3 cos(x )

= 1 + 3x 2 3 cos x
= g(x )

x g

164

cos(x ) = cos x
3.2.4 y
y
1

f (x )

f (x )
0.5

-10

-5

10

-0.5

-1

3.2.4

y = cos x

sin(x ) = sin x
3.2.5
y
1

f (x )
0.5

x
-10

-5

10

-0.5

f (x )
-1

3.2.5 y = sin x

3.2.2
f, g h h(x ) = f (x ) g(x ) x
1. f g h
2. f g h
3. f g h
4. f g h

165

3.2
x 2 sin x cos x

3.2.8

x 2 cos x x 2 cos x
sin x x 2 sin x cos x

3.2.3
f [L, L ]
1. f
L

2.

f (x ) dx = 2 f (x ) dx
0

f (x )dx = 0

2L

1. f

2L

f
0

f (x ) dx = 2 f (x ) dx
0

2L

2. f

2L

f (x ) dx = 0

2L

3.2.9 f 2L

f (x ) sin

f 2L

f (x ) sin

f (x ) sin

x
L

sin

x
L

x
L

x
dx = 0
L

2L

2L

f (x ) sin

x
dx =
L

f (x ) sin

x
dx = 0
L

166

3.2.1 an
3.2.4
bn
3.2.4
f 2L
1. f f

a 0 + an cos

f (x )

n =1

n x
L

a0 =
an =

1
L

f (x )dx
0

2
L

n x
dx
L

f (x ) cos
0

2. f f

f (x )

sin

n =1

n x
L

bn =

2
L

f (x ) sin
0

n x
dx
L

0 x L

1.
f (x ),
0x L

g(x ) =
f (x ), L < x < 0

g(x + 2L) = g(x )

2.
0x L
f (x ),
g(x ) =
f (x ), L < x < 0

g(x + 2L) = g(x )

167

3.2
3.2.10

f (x ) = x

0x 1

0x 1
x ,
f (x ) =

x , 1 < x < 0

f (x + 2) = f (x )

(3.44)

L =1

a 0 + an cos

f (x )

n =1

n x
= a 0 + an cos n x
L
n =1

a0 =

1
L

f (x ) dx =

f (x ) dx =

x dx = 2
0

2
an =
L

n x
f (x ) cos
dx = 2 f (x ) cos n x dx
L
0

= 2 x cos n x dx
0

2x

2
=
sin n x +
cos n x
2
n
(n )
0
=

2
(cos n 1)
(n )2

0,
n = 2, 4, 6,

=
4

, n = 1, 3, 5,
2

(n )

f (x )

1
4 1
1
1

2 2 cos x + 2 cos 3x + 2 cos 5x +

2 1
3
5

168

3.2.11

f (x ) = x

0 x 1

f (x ) = x

1 < x 1

f (x + 2) = f (x )

(3.45)

L =1

f (x )

cos

n =1

n x
= bn cos n x
L
n =1

bn =

2
L

f (x ) sin

n x
dx = 2 f (x ) sin n x dx
L
0

= 2 x sin n x dx
0

2x

2
=
cos n x +
sin n x
2
(n )
n
0
2 cos n
n
n +1 2
= (1)
n
=

f (x )

2
1
1
1

sin x sin 2x + sin 3x sin 4x +

2
3
4

3.2.10 3.2.11
0 x 1 3.2.10
3.2.11
3.2.10 3.2.11

169

3.2

3.2
1.
1.1
1.2

1.3

1, 0 x <

f (x ) =

0, x < 2

1, 0 x < 1
f (x ) =
1, 1 x < 2

1, 0 x < 1

f (x ) =
0, 1 x < 2

1, 2 x < 3

2.

n +1

(1) 2
1+n

n =1

f (x ) = e x ,

2 e e

3.

< x 0
0,
f (x ) =
sin x , 0 < x

2
(1)n +1
=

2
4
n =1 4n 1

4.
21 ( + x ), x < 0

sin nx 1
0<x
= 2 ( x ),

n
n =1

0,
x =0

5.

6.

, x < 0

sin(2n + 1)x
0<x
= ,

4
2n + 1
n =0
0,
x = 0,

f (x ) 2L

n x
n x

f (x ) a 0 + an cos
+ bn sin

L
L
n =1
L

( f (x ))2 dx
L

1
2L

L
2

2
( f (x )) dx = a0 +

1 2
(an + bn2 )
2 n =1

x <

170

3.3

a 0 + (an cos nx + bn sin nx )

f (x )

(3.46)

n =1

e ix = cos x + i sin x

e ix = cos x i sin x

(3.47)

cos x =

e ix + e ix
2

sin x =

e ix e ix
2i

(3.48)

(3.48) (3.46)

e inx + e inx
e inx e inx
a 0 + an
+ bn

2
2i

n =1

f (x )

(3.49)

1
1

= a 0 + (an ibn )e inx + (an + ibn )e inx

2
n =1 2

cn =

1
(an ibn )
2

cn =

1
(an + ibn )
2

c0 = a 0

f (x ) =

ce

n = 1, 2, 3,

(3.50)
(3.51)

inx

(3.52)

n =

cn
1
11
cn = (an ibn ) =
2
2
=

1
2

1
=
2

i
f (x ) cos nx dx

f (x ) sin nx dx

f (x )(cos nx i sin nx )dx

f (x )e

inx

dx

(3.53)

171

3.3

cn

1
1 1
= (an + ibn ) =
2
2
1
=
2
=

1
2

i
f (x ) cos nx dx +

f
(
x
)
sin
nx
dx

f (x )(cos nx + i sin nx )dx

1
2

f (x )e inx dx =

(3.54)

f (x )e

i (n )x

dx

c0 = a 0 =

1
2

f (x ) dx =

1
2

f (x )e

i (0)x

dx

(3.52) (complex

3.3.1
f

(3.55)

Fourier series)

ce

f (x )

inx

n =

cn =

1
2

f (x )e

inx

dx

{e inx | n I } = {, e 2ix , e ix ,1, e ix , e 2ix , }

(3.56)

imx
inx
e (e ) dx =

e imxe inx dx =

i (m n )x

dx = 2mn

(3.57)

(e inx )* (complex conjugate) e inx

f (x)
f 2L
x x
L

f (x )

172

3.3.2
f

2L

L>0

ce

f (x )

in x / L

n =

cn =

1
f (x )e in x / L dx
2L L

3.3.1
1, 0 < x 1
f (x ) =
0, 1 < x 2

f (x + 2) = f (x)

y
1

-4

-3

-2

-1

3.3.1 3.3.1
f 2 L = 1
f (x )
f (x ) =

cne in x / L =

n =

ce

in x

(3.58)

n =

cn
cn =

1
2L

f (x )e in x / Ldx =

0
1

1
0 e in x dx + 1 e in x dx
2 1

1 e in x
1
(1 e in )
=
=

2 in 0 2in

(3.59)

, n = 1, 3,

in
=

0,
n = 0, 2, 4,

f (x ) =

1
1
1
1
1

e 5ix e 3ix e ix + e ix + e 3ix + e 5ix +

5
3
3
5
i

173

3.3

3.3
1.
1.1
1.2
1.3

a, 0 x < 1
f (x ) =

b, 1 x < 3

1,
x a
p > a > 0
f (x ) =

0, a < x p

f (x ) = cos x , x
2
f (x ) = sinh x , 1 < x 1

1.4
2.
x
f (x ) = 1 L < x L f (x + 2L) = f (x ) x
L

3.

f (x )

2L

ce

f (x )

in x / L

n =
L

( f (x ))2 dx cn

= cn*

1
2L

4.

f (x )

g(x )

( f (x )) dx = c
2

n =1

2L

f (x )

cne in x / L

de

g(x )

in x / L

n =

n =

4.1

1
2L

cde

in x / L

n n

n =

4.2

f (x )g( ) d

f (x )g(x )

ne in x / L

n =

n =

5.

f (x )

g(x )

2L

cne in x / L

f ( + x )g( ) d =

cd

f ( + x )f ( ) d =

n =

5.1
5.2

1
2L

e in x / L

n n

n =

L
L

g(x )

de
n

n =

1
2L

n k k

k =

f (x )

n =

cn e in x / L

in x / L

174

3.4

fL (x )

fL (x )

2L

n x
n x

a 0 + an cos
+ bn sin

L
L
n =1

(3.60)

1
2L

fL (x )

1
n x
cos
f
x
dx
(
)
+

L n =1
L
L
L

n t
n x
f (t ) cos L dt + sin L
L

sin

n t
dt
L

n =

n
L

(3.61)

1
2L

fL (x )

n +1

L
L

1
(3.62)

+
+
(
)
cos
(
)
cos
sin
sin
f
x
dx

x
f
t

t
dt

t
dt

n
n
n
n

L
n
1
=

L
L
L
L

= n +1 n =

(n + 1) n

=
L
L
L

(3.63)

L n L
n n > 0 0

(3.63) (3.62)

(3.64)

175

3.4
fL (x )

1
2L

f (x ) dx +

L
L

f
t

t
dt

(cos
)
(
)
cos
(sin
)
sin nt dt

n
n
n

n =1

L
L

fL (x ) dx

1
lim
L 2L

f (x )dx = 0
L

f (x ) = lim fL (x )

(3.65)

f (x )

cos x f (t ) cos t dt + sin x f (t ) sin t dt d

(3.66)

A() =

1
f (x ) cos x dx

B() =

1
f (x ) sin x dx

(3.67)

(A() cos x + B() sin x )d

f (x )

(Fourier integral)
3.4.1
f f

(A() cos x + B() sin x )d

0

A() =

1
f (x ) cos x dx

B() =

1
f (x ) sin x dx

(3.68)

176

3.4.1
1,
f (x ) =
0,

x 1
x >1

y
1

-1

3.4.1 3.4.1
f

f (x )

(A() cos x + B() sin x )d

(3.69)

1
1
A() = f (x ) cos x dx =

cos x dx =

sin x

=
1

2 sin

(3.70)

B() =

1
1
f (x ) sin x dx =

sin x dx = 0

(3.71)

f (x )

cos x sin
d

3.4.1 f x = 1
x =1

1
2

cos x sin
d =
,

0,

x <1
x =1
x >1

(3.72)

177

3.4

3.4
1.

,
1 x 0

f (x ) =
, 0 < x 1

0,
x >1

sin2
d = 0
1 2

2.

sin x ,
f (x ) =

0,

x
x >

(1 cos ) sin

d =
4

3.
a, 2 x < 1

b, 1 x 1
f (x ) =

a, 1 < x 2

0, x > 2

[(b a ) + 2a cos ] sin 2

d =

(a + b )
2

4.

1 + ax , 1 < x 0

f (x ) =
1 + bx , 0 < x 1

0,
x >1

4.1

1 cos
d =

4.2

(1 + b ) sin b (1 cos )

d =
2

4.3
0

sin

d =

2

[(1 b ) cos + b sin ] sin

d =

(b + 1)
4

178

3.5

(A() cos x + B() sin x )d

f (x )

(3.73)

cos x =

e ix + e ix
2

sin x =

e ix e ix
2i

(3.74)

f (x )

1
(A() (e ix + e ix ) iB()(e ix e ix ))d
2 0
1
=
2

(3.75)

(A() iB())e ix + (A() + iB()) e ix d

C () = (A() iB())

C () = (A() + iB())

(3.76)

(3.75)

f (x )

1
i x
C ()e d
2

(3.77)

C () = (A() iB())

= f (x ) cos x f (x ) sin x

(3.78)

f (x )e ix dx

C () = (A() + iB())

i
= f (x ) cos x + f (x ) sin x

i x

f (x )e dx =

f (x )e i ( )x dx

(3.79)

179

3.5
C ()

1
f (t )e itdt e ix d

f (x )

(3.80)

3.5.1
f (t) (Fourier transform) f

F () = F[ f (t )] =

f (t )e itdt

(inverse Fourier transform)

f (t ) = F1[F ()] =

1
F ()e itd

f
1
2

F () = F[ f (t )] =

f (t )e itdt

(3.81)

1
2

f (t ) = F1[F ()] =

F ()e

i t

(3.82)

3.5.1
3.5.1

e at , t > 0
f (t ) =

0,
t 0

f (t )

a > 0

(3.83)

F () = F[ f (t )] =

f (t )e itdt

e
0

at i t

e (a +i )t
dt =
a + i

t =

t =0

0
1
1
=
+
=
a + i a + i a + i

180

3.5.2
f (t ) = e a|t| a > 0

f (t )

(3.84)

F () = F[ f (t )] =

f (t )e itdt

t =0

at i t

dt + e e

at i t

e (a i )t
e (a +i )t

dt =
a i t = a + i

t =

t =0

1
1
2a
=
+
= 2
a i a + i a + 2

3.5.1 Parsevals Theorem

F () f (t )

F () =

f (t )e

i t

dt

1
i t
f (t ) =
F (t )e d
2

f (t ) dt =

1
2
F () d

1
f (t ) dt = 2
4
2

1
= 2
4

F ()e itd F ( )e i td dt

*
i ( )t
dt

F
F
e
d
d
(
)
(
)

F
F
e i ( )tdt d d
(
)
(
)

2
2

1
*
F ()F ( ) ( )d d
2

1
*
F ()F ()d
2

1
2
=
F () d

()

(delta function)

181

3.5

1
dx
(1 + x 2 )2

3.5.3
3.5.2

f (t ) = e a|t|

a > 0

(3.85)

F () =

2a
a + 2
2

(3.86)

3.5.1

1
2
f (t ) dt =
F () d

2
2

(3.87)

2 e

2at

1
4a 2
dt =
(a 2 + 2 )2 d
2

(3.88)

1
1
4a 2
=
(a 2 + 2 )2 d
a
2

= ax

(3.89)

1
1
4a 2
=
a 4 (1 + x 2 )2 (a dx )
a
2

(3.90)

dx =
2 2
(1 + x )
2

182

3.5
1.

F ()

1.1
1.2
1.3
1.4
1.5

1
a
F
a a
F [ f (t t 0 )] = e it0 F ()
F [ f (at )] =

F e i0t f (t ) = F ( 0 )
F f (t ) = i F ()
n
F f (n ) (t ) = (i ) F ()
t

1.6

f (t )

F[ f (s ) ds ] =

F ()
i

2. F ()

f (t )

G()

2.1

F ()G () = F[ f ( )g(t ) dt ]

2.2

F ()G * () d =

1
*
f (t )g (t )dt
2

3.
1,

f (x ) =

0,

x 1
x >1

F [x n f (x )] =

in d n
d n

sin

4.
2 (1 e ax 0 cosh ax )

a
f (x ) =
sinh ax 0 a x
e ,

a
5.

5.1

x0

x x0
x > x0

0,
x <0

f (x ) = sin x , 0 x

0,
x >

f (x )

5.2

1 + cos
2

( 2 1)

d =

2
2

f (x )

g(t )

183

4.1

4.1

(calculus of variations) (extrema)

(maxima) (minima)
A(x1, y1 )

B(x 2 , y2 )

y = y(x )

B(x 2 , y2 )

A(x 1, y1 )
x

4.1.1
4.1.1 y = y(x ) A B l
l y(x )
x2

l [y(x )] =

(dx )2 + (dy )2 =

x1

1 + (y )2 dx

(4.1)

184

(4.1) (functional)

y(x ) l (4.1)
A B 4.1.1

(problem of brachistochrone) Johann Bernoulli .. 1696
A B
A B

y
A(x 1, y1 )

B(x 2 , y2 )
0

4.1.2
4.1.2 A B
A B
A
4.1.2

A B
A B
Johann Bernoulli, Jacob Bernoulli,

Leibnitz, Newton, l'Hopital

(Leonhard Euler) .. 1707 1783

185

4.1

(geodesics) isoperimetric
z

y = y(x )
z = z (x )

B(x 2 , y2 , z 2 )

A(x 1, y1, z 1 )

4.1.3



A(x1, y1, z1 ) B(x 2 , y2 , z 2 )
y = y(x ) z = z (x ) 4.1.3
B

l [y(x ), z (x )] =

(dx )2 + (dy )2 + (dz )2

1 + (y ) + (z ) dx

A
x2

(4.2)
2

x1

(x, y, z )
(x , y, z ) = 0

(4.3)

y(x ) z (x ) (4.2)
(x , y, z ) (constraint) (4.3) Jacob Bernoulli
.. 1968

186

isoperimetric

l
x = x (t )

y = y (t )

4.1.4 isoperimetric

x = x (t )

y = y(t )

t1 t t2

t2

l=

(x (t ))2 + (y (t ))2 dt

(4.4)

t1

t2

A=

y dx = y x (t )dt
l

(4.5)

t1

(4.5) (4.4)

y y = f (x ) x (a, b ) f

1. (necessary condition) f

x = x0

f (x 0 ) = 0

2. (sufficient condition) f x = x0
f (x 0 ) = 0 f (x 0 ) < 0 f (x 0 ) > 0

187

4.1
z

z
x

z
y

z = f (x , y )

D z

(x 0 , y0 ) D

z
z
=
=0
x
y
dz =

(x0, y0)

z
z
dx +
dy = 0
x
y

(4.6)

(x 0 , y0 ) dx dy
z
2

1.

2
2
2z
z z > 0

2
2
x
y x y

2.

2z
<0
x 2

f
f
df =

2z
>0
x 2

x 1 , x 2 , , x n

f
f
f
dx 1 +
dx 2 + +
dx n = 0
x 1
x 2
x n

(4.7)

dx1, dx 2 , , dx n
(4.7) (stationary point) f

x 1 , x 2 , , x n

(4.7)
f
f
f
=
==
=0
x 1
x 2
x n

(4.8)

n m

k (x 1, x 2 , , x n ) = 0,

k = 1, 2, , m

(4.9)

188

m m n m
f df n m
m (4.9) k

(4.9)
k

dx 1 + k dx 2 + + k dx n = 0,
x 1
x 2
x n

k = 1, 2, , m

(4.10)

dx1, dx 2 , , dx n m
n m (4.7)

(4.9)
(method of Lagrange multipliers) f (x, y, z )

1 (x , y, z ) = 0

2 (x , y, z ) = 0

(4.11)

f
df =

f
f
f
dx +
dy +
dz = 0
x
y
z

(4.12)

(4.11)

1 dx + 1 dy + 1 dz = 0

x
y
z

dx + 2 dy + 2 dz = 0

y
z

(4.13)

(4.13) dx dy dz
(4.12) 1 2
(4.13) 1 (4.13) 2 (4.12)

189

4.1
f
f

+ 1 1 + 2 2 dx +
+ 1 1 + 2 2 dy

x
x
x
y
y
y
f

+ + 1 1 + 2 2 dz = 0
z
z
z

(4.14)

1 2 1 2
(4.14)

f
+ 1 1 + 2 2 = 0

x
x
x
f
1
2
+ 1
+ 2
=0

y
y
y

f + 1 + 2 = 0
1
2
z
z
z

(4.15)

(4.11) (4.15) 5 5
x, y, z, 1, 2 1 2 (Lagrange multipliers)

(4.15)
f + 11 + 22
4.1.1

z = xy + 5

x +y +z =1

(x, y, z )
(x 0)2 + (y 0)2 + (z 0)2 = x 2 + y 2 + z 2

f = x 2 + y2 + z 2

(x, y, z ) (x, y, z )
1 = z xy 5 = 0

2 = x + y + z 1 = 0

(4.15)

(4.16)

190

2x 1y + 2 = 0

2y x + = 0
1
2

2z + 1 + 2 = 0

(4.17)

(4.17)
2x + 1x 2y 1y = (2 + 1 )(x y ) = 0

1 = 2
1.

x =y

x =y

x =y

(4.16)
x 2 + 5 = 2x + 1

x 2 2x + 4 = 0

x
2. 1 = 2
1 = 2 (4.17)

2x + 2y + 2 = 0

2x 2 + 2 = 0

2(x + y + z ) + 22 2 = 0

x +y +z =1

(4.16) 2 = 0

1 = 2 2 = 0 (4.17) z = 1
z (4.16) x = 2 y = 2 x = 2 y = 2
(2, 2,1) (2, 2,1)
3

191

4.1

4.1
1.
r(t ) = (x (t ), y(t ), z (t )) a t b

l=

(x )2 + (y )2 + (z )2 dt

2.
r(t ) = (x (t ), y(t )) a t b
S y
b

2.1 l =

(x )2 + (y )2 dt

2.2 y

Sy =

2x

(x )2 + (y )2 dt

2y

(x )2 + (y )2 dt

a
b

2.3 x

Sx =

3.
3.1 R
3.2 x 2 + xy + y 2 = 3
3.3

x 2 y2 z 2
+
+
=1
a 2 b2 c2

3.4 x + y + z = 12
z = x 2 + y 2
3.5 x, y, z 2s = x + y + z
A = s(s x )(s y )(s z )

3.6 x y z
P = x + y + z
x = y
4. (0, 1) (x, y ) x 2 + y 2 = 1
4.1 (regular hexagon)

4.2 y

192

4.2

4.2.1
[x1, x 2 ]
x2

(x )(x )dx = 0
x1

(x ) 0

[x1, x 2 ]

x 0 x1 x 0 x 2 (x 0 ) 0
[x1, x 2 ] (a, b ) a < x 0 < b
(x ) (a, b )
y

(x )
x1

4.2.1

x2

a x0 b

4.2.1

0,
x1 x a

(x ) = (x a )2 (x b)2 a < x < b

b x x2
0,

x2

(x )(x ) dx =

x1

(x )(x a ) (x b) dx 0
2

(x ) 0

[x1, x 2 ]

193

4.2

(x, y ) D

(x, y)(x, y)dxdy

(4.18)

(x , y ) 0

(4.19)

(x, y ) D

x2

y(x ) F (x , y, y )dx
x1

x2

F (x, y, y )dx
x1

x2

I [y(x )] =

F (x, y, y )dx

(4.20)

x1

F y x
(boundary conditions)
y(x 1 ) = y1

y = y(x )

y(x 2 ) = y2

(4.21)

(x1, y1 ) (x 2 , y2 ) (4.20)

y(x ) (4.20) y
y(x ) = y(x ) + (x )

(4.22)

194

4
(x 1 ) = 0

(x 2 ) = 0

(4.23)

y(x 1 ) = y(x 1 ) + (x 1 ) = y(x 1 ) + 0 = y1

(4.24)

y (x 2 ) = y(x 2 ) + (x 2 ) = y(x 2 ) + 0 = y2

y(x ) (4.21)
y(x ) = y(x ) + (x )

=1

y(x )

= 1
(x )
x1

x2

4.2.2

y(x )
y (x ) =

d
(y(x ) + (x )) = y (x ) + (x )
dx

(4.20)
x2

I () =

(4.25)

x2

F (x , y, y ) dx =

x1

F (x, y + , y + )dx

(4.26)

x1

= 0 y(x ) = y(x ) I ()
I () = 0
dI ()
=0
d =0

I ()

(4.26) (4.27)

(4.27)

195

4.2
dI ()
=
d =0

x2

x1

x2

d F (x, y + , y + )

x1

dx
=0

(4.28)

F dx + F d (y + ) + F d (y + ) dx

x d y
d
d
y
=0

(4.29) (4.28)
dI ()
=
d =0

x2

=0

d (y + )
=
d

d (y + )
= ,
d

dx
= 0,
d

y(x )

x1

(x )

(4.29)

F
dx
y

(4.30)

(4.30)
x2

x1

dx =
y

x2

x1

x2

(4.31)

(4.31)

x2

F
F
d F

(d ) =
dx
dx y
y
y x 1
x
(x 1 ) = (x 2 ) = 0

(4.23)

x2
F

F
(x ) F = 0
= (x 2 )
1

y x 1
y x2
y x1

(4.32)

(4.31)
x2

x1

x2
d F
F
dx =
dx
y
y
dx
x

(4.33)

(4.33) (4.30)
x2

d F

y dx y dx = 0
x1

(4.34)

4.2.1 (4.34) [x1, x 2 ]

196

4.2.2

x2

I [y(x )] =

F (x, y, y )dx
x1

y(x ) I y(x )
F
d F

=0
y dx y

(Euler equation)

1.

F
y

F
y

x, y y

2.

d F

dx y

d 2y
dx 2

y(x 1 ) = y1 y(x 2 ) = y2

/2

4.2.1 y(x ) I [y(x )] = ((y )2 y 2 )dx

0

y(0) = 0, y(

)=1

4.2.2
F (x , y, y ) = (y )2 y 2

F
d F
d

= 2y (2y ) = 0

y dx y
dx

197

4.2

y + y = 0

y(x ) = A cos x + B sin x

A B
y(0) = 0 A = 0
y( 2 ) = 1 B = 1

y = sin x

4.2.2

y(x )

I [y(x )] =

((y )

+ 12xy )dx

y(0) = 0, y(1) = 1
4.2.2
F (x , y, y ) = (y )2 + 12xy

F
d F
d

= 12x (2y ) = 0
y dx y
dx

y 6x = 0

y(x ) = x 3 + Ax + B

A B
y(0) = 0 B = 0
y(1) = 1 1 + A + B = 1

y(x ) = x 3

A=0

198

4
x2

4.2.3 y(x ) I [y(x )] = y 2dx

x1

y(x1 ) = y1, y(x 2 ) = y2

F = y2

F
d F
d

= 2y (0) = 0
y dx y
dx

y=0

y(x 1 ) = y1

y(x 2 ) = y2

y1 = y2 = 0 y = 0
y
y2
y1

y(x )
x1

x2

4.2.3
y1 0 y2 0 4.2.3
y1, x = x 1

y(x ) = 0, x 1 < x < x 2

y2 , x = x 2

y1 = y2 = 0 y = 0
y1 0 y2 0

199

4.2
1

4.2.4 y(x ) I [y(x )] = (y 2 + x 2y )dx

0

y(0) = 0, y(1) = a

F = y 2 + x 2y

F
d F
d

= 2y (x 2 ) = 0

dx
y dx y

y=x

y(0) = 0
y(1) = a a = 1
a = 1 y = x
a 1

x2

4.2.5 y(x)

I =

(y + xy )dx
x1

y(x1 ) = y1, y(x 2 ) = y2

F = y + xy

F
d F
d

= 1 (x ) = 0

y dx y
dx

y(x 1 ) = y1, y(x 2 ) = y2

x2

I [y(x )] =

(ydx + xdy ) = d(xy ) = xy

x1

x2

x2
x1

= x 2y2 x 1y1

x1

200

4
x2

4.2.6 y(x ) I [y(x )] = F (y ) dx

x1

y(x1 ) = y1, y(x 2 ) = y2

F (y )

y
F
d F
d F

= 0
= 0
dx y
y dx y

F
y

F
=c
y

F (y ) = c

(4.35)

c

1. F (y ) = cy + b b F (4.35)
y(x1 ) = y1, y(x 2 ) = y2
2.

F (y ) cy + b

y = k k

F (k ) = c

y = kx + a

a
y(x1 ) = y1, y(x 2 ) = y2
y(x ) =

y 2 y1
(x x 1 ) + y1
x 2 x1

(x1, y1 ) (x 2 , y2 )
x2

l=

1 + (y )2 dx

x1

4.2.6 F = 1 + (y )2 4.2.6
( 4.2.7 )

201

4.2

y y x F (x , y, y ) x
x
d
d F
F
F F dF
F y

+ y
=

dx
dx y
x dx
y x

(4.36)

dF
F F dy F dy F
F
F
=
+
+
=
+ y
+ y
dx
x
y dx y dx
x
y
y

(4.37)

d F
F
d F
+ y
= y

y
dx y
dx y
y

(4.38)

(4.37) (4.38) (4.36)

F
d
d F
F
F
F y

= y

y dx y
x dx
y

F
d F

=0
y dx y

F
d
F
F y
=0

x dx
y

(4.39)

(second form of the Euler equation)

F x
F = F (y, y )

F
=0
x

(4.39)

F y

F
=c
y

d
F
=0
F y
dx
y

(4.40)

202

F
d F

=0
y dx y

F
d
F
F y
=0

x dx
y

4.2.7
A(x 1, y1 ) B(x 2 , y2 )
4.1.1 A B
x2

l=

1 + (y )2 dx

x1

y(x1 ) = y1

F = 1 + (y )2

y(x 2 ) = y2

F
d F
d
y
= 0

= 0
y dx y
dx 1 + (y )2

1 + (y )2

=c

(4.41)

c
(4.41)
y = k

k
1 + k2

=c

y(x) = kx + a a


y=

y 2 y1
(x x 1 ) + y1
x 2 x1

A(x 1, y1 )

B(x 2 , y2 )

203

4.2
4.2.8
y(x ) A (x1, y1 ) B (x 2 , y2 )
x
y
B (x 2 , y2 )
dl

A (x 1, y1 )

y(x )

4.2.4 y(x ), x1 x x 2
4.2.4 y(x ), x1 x x 2
x2

A=

x2

2y dl = 2 y
x1

1 + (y )2 dx

x1

y(x1) = y1, y(x2) = y2

F = y 1 + (y )2

F
F
d
d
y

= 0
F y
= 0 y 1 + (y )2 y y
1 + (y )2
x dx
y
dx

d
y
= 0

dx 1 + (y )2

y
1 + (y )2

=c

(4.42)

204

4
u

y = c cosh u

(4.42)
c cosh u
=c
1 + (y )2

(y )2 = cosh2 u 1 = sinh2 u

dy
= sinh u
dx

(4.43)

y = c cosh u dy = c sinh u du (4.43)

dx
= c
du

x = cu + k

k
u x
x k
u =
c

u y = c cosh u
x k
y = c cosh
c

cosh

(4.44)

(catenary)
(catenoid)
y(x1 ) = y1 y(x 2 ) = y2 c k
c k

205

4.2

4.2.9 (Problem of Brachistochrone)

A(x1, y1 ) B(x 2 , y2 ) y1 > y2 m
A B g y

A(x 1, y1 ), v = 0
y y1

y = y(x )
(x , y ), v = 2g(y y1 )

B(x 2 , y2 )

4.2.5

y = y(x ) A B
0 A y
(x, y) mg(y y1)

mg(y y1 ) =

1
mv 2
2

(x, y )
v = 2g(y y1 )

y = y(x )
B

T =

F=

1 + (y )2
y y1

A B

dl
1
=
v
2g

x2

x1

1 + (y )2
y y1

dx

F
F
d
d 1 + (y )
y

F y
y
= 0
= 0
x dx
y
dx y y1
y y1 1 + (y )2

206

d
1
= 0

dx y y1 1 + (y )2

1
y y1 1 + (y )

1
2a

(4.45)

a
(4.45) (y )2
(y )2 =

2a
1
y y1

(4.46)

y = y1 + a (1 cos )

(4.47)

(4.47) (4.46)
(y )2 =

2
1 + cos
sin2
1 =
=
2
1 cos
1 cos
(1 cos )

sin
dy
=
1 cos
dx

(4.48)

y = y1 + a (1 cos )
dy = a sin d

(4.48)
dx
= a (1 cos )
d

x = a( sin ) + c

(4.49)

207

4.2
(4.47) (4.49)
x = a( sin ) + c

y = y1 + a (1 cos )

x = a ( sin ) + c x = a ( sin ) + c
y
x = a( sin ) + c

y = y1 + a (1 cos )

=0

y = y1 + a (1 cos 0) = y1

=0

x = x1

x 1 = a (0 sin 0) + c

c = x1

x = x 1 + a( sin )

y = y1 + a(1 cos )

(4.50)

(4.50) (cycloid)
y(x 2 ) = y2 (4.50) a
y

4.2.6

208

4
y

()
x

()

a cos

a
x

a sin

4.2.7

()

()

a
x 4.2.7

(x, y ) a x

x = a a sin = a( sin )

y = a a cos = a(1 cos )

(4.50) x1 = y1 = 0

2n 2 (n + 1) n

(4.51)

0 2

209

4.2

x2

I [y(x )] =

F (x, y, y )dx

(4.52)

x1

y(x 1 ) = y1

(natural
y(x 2 )

(4.53)

boundary condition)

x2

y(x ) (4.20) y
y(x ) = y(x ) + (x )

(4.54)

(x 1 ) = 0

(x 2 )

0 (4.34)
F
x2

+
(x 2 )
y x =x
x1
2

(4.55)

F
d F

dx = 0
y dx y

(x 2 ) = 0

F
d F

=0
y dx y

(4.56)

(4.56)

(x 2 ) 0

(4.57)

F
=0
y x =x2

(4.58)

(4.58)

x = x2

210

4.2
1.
2

1.1 ((xy )2 + 2x 2y + 2y 2 )dx ;

y(1) = y(2) = 5

1
4

1.2 y (1 + x 2y )dx ;

y(1) = 1, y(4) = 4

1
1

1.3 (xy + y 2 2y 2y )dx ;

y(0) = 1, y(1) = 2

2. y(x1 ) = y1, y(x 2 ) = y2

x2

1 + (y )2

2.1

x1

dx

x2

2.2 (y 2 + 2xyy )dx

x1

x2

2.3 y (1 + x 2y )dx
x1

x2

2.4 ((y )2 + 2yy 16y 2 )dx

x1

x2

2.5 (xy + (y )2 )dx

x1

x2

2.6 1 + y2
(y )
x1

dx

x2

2.7 (y 2 + (y )2 2y sin x )dx

x1

x2

2
dx

2.8 (y 3)
x
x1

x2

2.9 (y 2 + (y )2 + 2ye x )dx

x1

x2

2.10 (y 2 (y )2 2y sin x )dx

x1

x2

2.11 y 2 + (y )2 + 2y dx
cosh x
x1

x2

2.12 (x 2 (y )2 + 2y 2 + 2xy )dx

x1

211

4.2

3. (Fermat)
(Fermats Principle)
3.1 n1
n2 1 2
(Snells law) n1 sin 1 = n2 sin 2
( n v = c c )
n

3.2
v(h ) = v0 v0 h
1 + h

4. y(x )
b

I [y(x )] =

sin2 y + (y )2 dx

y(x )

tan y sin(x + k ) = c

c k

5. y(x )

I [y(x )] =

1 + (y )2 dx

5.1
5.2
5.3

y(1) = 1

y(2) = 4
y(1) = 1 y(2)
y(2) = 4 y(1)
1

6. y(x )

I [y(x )] =

(y

yy + (y )2 )dx

6.1 y(0) = 1 y(1) = 2

6.2 y(0) = 1 y(1)
6.3 y(1) = 2 y(0)
x2

7. I [y(x )] =

f (x , y, y ) dx

x1

y(x1 ) = y1 g (x 2 , y(x 2 )) = 0
y(x )
f g g g
+ y = f
y x y y
x2

x2

8. y(x ) I [y(x )] = 1 + (y )2 dx
0

y(0) = 0

x 2 + y(x 2 ) = 1

212

4.3

x2

I [y1, y2 , , yn ] =

F (x, y , y , , y , y , y , , y )dx
1

(4.59)

x1

y1 (x 1 ) = y11, y2 (x 1 ) = y21, , yn (x 1 ) = yn 1,
y1 (x 2 ) = y12 , y2 (x 2 ) = y22 , , yn (x 2 ) = yn 2

x = x1

x = x2

(4.59)

yk (x )

(4.60)

y1(x ), y2 (x ), , yn (x )

k = 1, 2, , n

I [yk ] = I [y1, y2 , , yk , , yn ]

(4.61)

yk (x )

d F
F
= 0

yk dx yk

(4.62)

k = 1, 2, , n

y1 (x ), y2 (x ), , yn (x )

(4.59)

F d F = 0

y
dx y1

F d F = 0

y2 dx y2

F
d F

= 0

yn dx yn

(4.63)

2n (4.60) y1(x ), y2 (x ), , yn (x )
(4.59)

213

4.3
/2

4.3.1 y(x )

z (x )

I [y(x ), z (x )] = ((y )2 + (z )2 + 2yz )dx

0

y(0) = 0, y( 2 ) = 1, z (0) = 0, z ( 2 ) = 1

y(x )

z (x )

F
d F

=0
y dx y

F
d F

=0
z dx z

F = (y )2 + (z )2 + 2yz

(4.64)

(4.64)

d
2z (2y ) = 0
dx

d
2y (2z ) = 0
dx

y z = 0

z y = 0

z = y

(4.65)

(4.65)
y (4) y = 0

y = e x
4 1 = 0 = 1, i
y(x ) = Ae x + Be x + C cos x + D sin x

A, B,C

(4.66)

z (x ) = y (x ) = Ae x + Be x C cos x D sin x

(4.67)

y(0) = 0, y ( 2 ) = 1, z (0) = 0, z ( 2 ) = 1 (4.66) (4.67)

A = 0, B = 0, C = 0, D = 1

y(x ) = sin x

z (x ) = sin x

214

4
x2

4.3.2 y(x )

I [y(x ), z (x )] = F (y , z )dx

z (x )

x1

y z

F2 F2
y z

F = F (y , z )

(4.63)

d F

0
= 0

dx y

0 d F = 0

dx z

F = F (y , z )

(4.68)

x
d
dy
dz

=
+
= y
+ z

dx
dx y
dx z
y
z

(4.68)

2F
2F

y
+
z
=0

y 2
y z

2F
2F

y
+
z
=0

z 2

y z

(4.69)

(4.69)
2F
y 2

2F
y z

2F
y z

2F
z 2

2
2
2F
F F 0
=
2
2
y
z y z

(4.69)
y = 0

z = 0

z (x ) = Cx + D

y(x ) = Ax + B

A, B,C

215

4.3
4.3.3 2 3
A(x1, y1, z1 ) B(x 2 , y2 , z 2 )
y = y(x ) z = z (x )
A B
B

l [y(x ), z (x )] =

dl =
A

F = 1 + (y )2 + (z )2

x2

B
2

(dx ) + (dy ) + (dz ) =

1 + (y )2 + (z )2 dx

x1

(4.63)

d
y

= 0
0

2
2
dx
1 + (y ) + (z )

z
0 d
= 0

dx 1 + (y )2 + (z )2

= c1

2
2
1 + (y ) + (z )

z
= c2

1 + (y )2 + (z )2

(4.70)

c1 c2
(4.70) (y )2 (z )2
y = k1 z = k2
k1 k2

y(x ) = k1x + a1

z (x ) = k2x + a2

k1, k2 , a1, a2
A B
F = 1 + (y )2 + (z )2 4.3.2
4.3.2

216

x2

I [y(x )] =

F (x, y, y , y , , y

(n )

) dx

(4.71)

x1

y(x 1 ) = y1, y (x 1 ) = y1, , y (n 1) (x 1 ) = y1(n 1),

(4.72)

y(x 2 ) = y2 , y (x 2 ) = y2, , y (n 1) (x 2 ) = y2(n 1)

y(x ) (4.71)
y(x )
y(x ) = y(x ) + (x )

y(x )

(4.73)

(x 1 ) = (x 1 ) = (x 1 ) = = (n 1) (x 1 ) = 0

(4.74)

(x 2 ) = (x 2 ) = (x 2 ) = = (n 1) (x 2 ) = 0

y(x ) (4.72) y(x )

y(x )
y (x ) = y (x ) + (x )
y (x ) = y (x ) + (x )

(4.75)

y (n ) (x ) = y (n ) (x ) + (n ) (x )

y(x ) (4.71)
x2

I () =

F (x, y, y , y , , y

(n )

) dx

x1

(4.76)

x2

F (x, y + , y + , y + , , y

(n )

(n )

+ ) dx

x1

=0

y(x ) = y(x )
dI ()
=0
d = 0

(4.77)

217

4.3

dI ()
=
d = 0

x2

x1

x2

x1

x2

x1

I ()

(4.76) (4.77)

F d (y + ) F d (y + )
F d (y (n ) + (n ) )
+
+ + (n )

dx
y
y
d
d
d
y
=0
F

F
F
F

+
+
+ + (n ) (n ) dx
y
y
y
y

F (k )

y (k )

(4.78)

k
x

x2
x2
2
F (k )
d F (k 1)
d F (k 1)
F (k 1)

dx

dx
dx

(
)
(
)
(
)
k
k
k

y
dx y
dx y (k )
y

x1
x
x
1

x2
x2

d F
d 2 F
= (k ) (k 2) 2 (k ) (k 2) dx
dx y
dx y

x1
x1
x2
d 2 F
= (1)2 2 (k ) (k 2) dx
dx y
x

(4.79)

x2

= (1)k
x1

dk
dx k

dx
y (k )

(4.79) (4.74)
(4.79) (4.78)
dI ()
=
d =0

x2

x1

n
F

d F d 2 F
n d

F dx
(
1)

n
n
(
)
y dx y dx 2 y
dx y

(4.77) (4.80) 0
(4.74) 4.2.1
F
d F d 2 F
d n F

+ 2
+ (1)n n (n ) = 0
y dx y dx y
dx y

(4.80)

(4.81)

(Euler-Poisson equation)
2n 2n 2n
(4.72)

218

4
1

4.3.4 y(x ) I [y(x )] = (1 + (y )2 )dx

0

y(0) = 0, y (0) = 1, y(1) = 1, y (1) = 1

F
d F d 2 F

+
=0

y dx y dx 2 y

F = 1 + (y )2

d
d2
(0) + 2 (2y ) = 0
dx
dx

y (4) = 0

x
y(x ) = Ax 3 + Bx 2 + Cx + D

A, B,C

(4.82)

y(0) = 0, y (0) = 1, y(1) = 1, y (1) = 1

D
A = 0, B = 0, C = 1, D = 0

A, B,C

(4.83)

(4.83) (4.82)
y(x ) = x

219

4.3
/2

4.3.5 y(x ) I [y(x )] = ((y )2 y 2 + x 2 )dx

0

y(0) = 0, y (0) = 0, y( 2 ) = 0, y ( 2 ) = 1

F
d F d 2 F

+
=0

y dx y dx 2 y

F = (y )2 y 2 + x 2

2y

d
d
(0) +
(2y ) = 0
dx
dx

y (4) y = 0

( 4.3.1)
y = Ae x + Be x + C cos x + D sin x

A, B,C

(4.84)

y(0) = 0, y (0) = 0, y( 2 ) = 0, y ( 2 ) = 1
A, B,C D
A = 0, B = 0, C = 1, D = 0

(4.85)

(4.85) (4.84)
y(x ) = cos x

220

4.3
1.
2

1.1

I [y(x ), z (x )] =

(2yz + (y )

1.2

I [y(x ), z (x )] =

(y

+ z 2 + (y )2 + (z )2 )dx

1
8

1.3

I [y(x ), z (x )] =

(6yz + 5y

+ 5z 2 + 2(y )2 + 2(z )2 )dx

(4yz 6y

2z 2 + 2(y )2 + (z )2 )dx

2
5

1.4

I [y(x ), z (x )] =

+ (z )2 )dx

2.
x2

2.1

I [y(x )] =

(16y

(y )2 + x 2 )dx

x1

x2

2.2

I [y(x )] =

(2xy + (y ) )dx
2

x1

x2

2.3

I [y(x )] =

((y )

2(y )2 + y 2 2y sin x )dx

x1

x2

2.4

I [y(x )] =

((y )

+ y 2 2yx 3 )dx

x1

3.

x (t )

y(t )
1

I [x (t ), y(t )] =

(x )2 + (y )2 dt

x (0) = 0, x (1) = 4, y(0) = 1, y(1) = 2

4. x (t ), y(t ) z (t )
1

I [x (t ), y(t ), z (t )] =

(x )2 + (y )2 + (z )2 dt

x (0) = y(0) = z (0) = 0 x (1) = y(1) = z (1) = 1

5. x (t ) y(t )
1

I [x (t ), y(t )] =

(x )2 + (y )2
dt
y

x (0) = y(0) = 0 x (1) = , y(1) = 2

6. x (t ) y(t )
t2

I [x (t ), y(t )] =

f (t, x, y, x , y , x , y )dt
t1

221

4.4
4.4

x2

G(x , y, y )dx = k
x1

x2

I [y(x )] =

F (x, y, y )dx

(4.86)

x1

y(x 1 ) = y1, y(x 2 ) = y2

(4.87)

y(x )
x2

J [y(x )] =

G(x, y, y )dx = k

(4.88)

x1

k
y(x ) (4.86) (4.88)
y(x )
(4.88)
y(x )
y(x ) = y(x ) + 11(x ) + 2 2 (x )

(4.89)

1 (x 1 ) = 1(x 2 ) = 0

(4.90)

2 (x 1 ) = 2 (x 2 ) = 0

(4.90) y(x )

y(x )

222

(4.86) (4.88)
I (1, 2 ) =
J (1, 2 ) =

x2

x2

x1

x1

x2

x2

x1

x1

F (x, y, y )dx = F (x, y +

1 1

+ 2 2 , y + 11 + 2 2 ) dx
(4.91)

G(x, y, y )dx = G(x, y +

1 1

+ 2 2 , y + 11 + 2 2 ) dx

y(x ) I I (1, 2 )
J (1, 2 ) = k 1 = 2 = 0

=
=0
[I (1, 2 ) + J (1, 2 )]
[I (1, 2 ) + J (1, 2 )]
1
2
= =0
= =0
1

(4.92)

(4.92) (4.91)
x2

x1

x2

x1

F
G
F
G

1 +
1 +
1 +
1 dx = 0
y
y

y
y

F
G
F
G

2 +
2 +
2 +
2 dx = 0
y
y
y
y

x2

(4.90)

d F

y dx y + y
x1

x2

x1

(4.93)

d G
1 dx = 0

dx y

F d F + G d G dx = 0
2
y dx y
y dx y

(4.94)

(4.94)
F
G
d F
d G

= 0

y dx y
y dx y

(4.95)

(4.95)

(F + G )
(F + G ) = 0
dx y
y

(4.96)

223

4.4

(4.87) (4.88)
(4.86) (4.88)
x2

H (x , y, y )dx
x

H = F + G

4.1
4.4.1 l > 1 (0, 0) (1, 0)
x
y

y(x )
A

(0, 0)

(1, 0)

4.4.1 l 4.4.1

y = y(x )

A [y(x )] =

y dx
0

(0, 0) (1, 0)
y(0) = 0 y(1) = 0
l
1

J [y(x )] =

1 + (y )2 dx = l

H (x , y, y )dx
0

H
H
d H

= 0
y dx y

H = y + 1 + (y )2

224

H = y + 1 + (y )2

d y
= 0

dx 1 + (y )2

x
y
1 + (y )2

= x h

h
y
y =

x h
2

(x h )2

x
y = 2 (x h )2 + k

(x h )2 + (y k )2 = 2

(0, 0) (1, 0) l
y
l

h
0

4.4.2 4.4.1
(0, 0) (1, 0)

2 =

h=

1
2

sin =

l
1
sin =
2 2

l (0, 0)
h 2 + k 2 = 2 k h

225

4.4
2l

4.4.2
0 < a < l

(a, b ) (a, b )

(a, b )

(a, b )
y(x )

4.4.3 (a, b) (a, b) 4.4.2

y = y(x )
x = a
a

J [y(x )] =

x =a
a

dl =
a

2l

1 + (y )2 dx = 2l

(4.97)

y(a ) = y(a ) = b

(4.98)

y
y y

a

Y [y(x )] =

y dl
a
a

dl

1
2l

1 + (y )2 dx

(4.99)

(4.99) (4.97)
a

H (x , y, y )dx
a

H = F + G = y 1 + (y )2 + 1 + (y )2 = (y + ) 1 + (y )2

(4.100)

226

y(x )
H
d
H
H y
= 0

x
dx
y

H (4.100)
0

d
y
2
= 0
(y + ) 1 + (y ) y (y + )
dx
1 + (y )2

d y +
=0

dx 1 + (y )2

y +
=c
1 + (y )2

(4.101)

c
y (4.101)
y =

1
2
(y + ) c 2
c

u
y + = c cosh u

dy = c sinh u du

c sinh u

du
1 2
=
c cosh2 u c 2
dx
c

cosh2 u sinh2 u = 1

du
1
=
dx
c

(4.102)

227

4.4

u = + k
c

(4.103)

k
u (4.103) (4.102)

cosh

y = c cosh + k
c

y(a ) = y(a ) = b

+ k = b = c cosh + k
c cosh
c

(4.104)

k = 0

2l

y(x ) (4.97)
a

x
1 + sinh2 dx = 2l
c

x
x
cosh2 sinh2 = 1
c
c
a

x
x
a
cosh dx = c sinh = 2c sinh = 2l
c
c a
c

c
a
c sinh = l
c

(4.104)
a
a
= c cosh b = c 1 + sinh2 b = c 2 + l 2 b
c
c

x
y = c cosh + b c 2 + l 2
c

228

(y1, y2 , , yn ) = k

(y1, y2 , , yn ) = k
2 2

y(x )

z (x )

x2

I [y(x ), z (x )] =

F (x, y, z, y , z )dx

(4.105)

x1

y(x 1 ) = y1, y(x 2 ) = y2

(4.106)

z (x 1 ) = z1, z (x 2 ) = z 2

y(x )

z (x )

(y(x ), z (x )) = k

(4.107)

k
y(x )

z (x )

(4.105)
y(x ) = y(x ) + 11 (x )

(4.108)

z (x ) = z (x ) + 2 2 (x )

1 (x 1 ) = 0, 1 (x 2 ) = 0

(4.109)

2 (x 1 ) = 0, 2 (x 2 ) = 0

(4.105)

x2

I (1, 2 ) =

F (x, y + , z + , y + , z + )dx
1 1

2 2

1 1

2 2

(4.110)

x1

I (1, 2 )

1 = 2 = 0

dI (1, 2 ) = =0 =
1

I
I
d 1 +
d 2
1
2

=0
1 =2 = 0

(4.111)

229

4.4
I (1, 2 )

I
1

(4.110)
x2

=
1 = 2 = 0

1 = 2 = 0

F
y + 11) dx
(y + 11 ) +
(
1
y 1

y
x1

x2

x1

F
F

1 +
1 dx
y
y

(4.112)

(4.110)
(4.109)
I
1

x2

=
1 = 2 = 0

I
2

x1

I (1, 2 )
x2

=
1 = 2 =0

x1

F
d F

dx

y dx y

1 = 2 = 0

(4.113)

F
d F

dx

z dx z

(4.114)

(4.113) (4.114) (4.111)

x2

x1

F
d F
d F

1d 1 +

2
2

y dx y
dx = 0
z

z
dx

(4.115)

(4.107)
(1, 2 ) = (y + 11, z + 2 2 ) = k

(4.116)

k
d (1, 2 ) =

d 1 +
d 2 = 0
1
2

(4.117)

=
1
(y + 11 ) =
1
y 1
y

(4.118)

=
2
(z + 2 2 ) =
2
z 2
z

(4.119)

230

(4.118) (4.119) (4.117)

d (1, 2 ) =
d +
d = 0
y 1 1 z 2 2

(4.120) x
x2

y d
x1

x = x1

x = x2

(4.120)

+
d dx = 0
z 2 2

(4.121)

(4.121) (4.115)
x2

x1

F d F + d + F d F + d dx = 0 (4.122)
1
1
2
2

z dx z
y
z
y dx y

d F
F

=0
+

y dx y
y

(4.123)

d F
F

=0
+

z dx z
z

(4.124)

(4.122)

d F

=0
+
y dx y
y

F
d F

=0
+
z
z dx z

(4.107)

(4.125)

(4.106)
x2

F (x , y, z, y , z )dx
x1

(y(x ), z (x )) = k
x2

H (x, y, z, y , z )dx H = F +
x1

231

4.4

4.4.3 m x 2 + y 2 + z 2 = 1 (0, 0,1)

(0, 0, 1) T
z
(0, 0, 1), t = 0

(x(t), y(t), z(t))

x
(0, 0, -1), t = T

4.4.4 4.4.3
t
r(t ) = (x (t ), y(t ), z (t ))

(4.126)

t
v(t ) = r (t ) = (x (t ), y (t ), z (t ))

(4.127)

I E [ r(t )] =

m
m
2
v (t ) dt =
2
2

((x )

+ (y )2 + (z )2 )dt

(4.128)

x (0) = 0, y(0) = 0, z (0) = 1,

x (T ) = 0, y(T ) = 0, z (T ) = 1

(4.129)

232

t (4.126)

(x , y, z ) = x 2 + y 2 + z 2 = 1

(4.130)

(4.128) (4.130)
F

d F

=0
+

x
x dt x
F

d F

=0
+

y
y dt y

d F
F

=0
+

z
z dt z

(4.131)

F = (x )2 + (y )2 + (z )2

d
0 (2x ) + (2x ) = 0
dt

d
0 (2y ) + (2y ) = 0

dt

d
0 (2z ) + (2z ) = 0
dt

x x = 0

y y = 0

z z = 0

(4.132)

1. > 0
= k 2 k

x k 2x = 0

x (t ) = A sinh kt + B cosh kt

A B
x (0) = 0, x (T ) = 0
2. = 0

x = 0

A=B =0

(4.133)

x (t ) = At + B

A B
x (0) = 0, x (T ) = 0

A=B =0

(4.134)

233

4.4
3. < 0
= k 2 k (4.132)

x + k 2x = 0

y + k 2y = 0

z + k 2z = 0

(4.135)

x (t ) = A sin kt + B cos kt
x
x

y(t ) = Ay sin kt + By cos kt

z (t ) = A sin kt + B cos kt
z
z

(4.136)

Ax , Ay , Az , Bx , By , Bz

x (0) = 0 Bx = 0
x (T ) = 0 Ax sin kT = 0
kT = n ,

n = 1, 2, 3,

(4.137)

y(0) = 0 By = 0
z (0) = 0 Bz = 1
(4.136)

n t

x (t ) = Ax sin T

y(t ) = A sin n t
y
T

z (t ) = A sin n t + cos n t
z
T

(4.138)

z (T ) = 1 cos n = 1
n (4.137) n = 1, 3, 5,
t x 2 + y 2 + z 2 = 1
(4.138) sin 2 = 2 sin cos
2n t
n t
2 n t
=1
+ cos
+ Az sin
T
T
T

(Ax2 + Ay2 + Az2 ) sin2

(4.139)

234

t = T2 (4.139)
n
n
+ Az sin(n ) + cos2 = 1

2
2

(Ax2 + Ay2 + Az2 ) sin2

n

sin2 ( n2 ) = 1, sin n = 0

cos( n2 ) = 0

(4.140)

Ax2 + Ay2 + Az2 = 1

(4.141)

(4.141) (4.139)
2n t
n t
n t
+ Az sin
+ cos2
=1
sin2

T
T
T

n t
n t
+ cos2
=1
sin2
T
T

(4.142)

Az = 0

(4.141)
Ax2 + Ay2 = 1

(4.143)

Ax = cos

Ay = sin

(4.144)

n t

x (t ) = cos sin T

n t

y(t ) = sin sin

n t

z (t ) = cos

(4.145)

n = 1, 3, 5,
(4.145) (4.128)
IE =

IE

n =1

m
2

2
mn 2 2
n
dt =
T
2T

(4.146)

n = 1 (4.145)

m2
2T

235

4.4

4.4
1. x (0, 0) (4, 0)
2 4 y = 4 + 4x x 2 2
2. r = f ( ) 0 L

r 2 + (r )2 d = L

A=

1
r 2d
2 0

3. y(x)
b

I [y(x )] =

a(x )(y )

b(x )(y )2 + c(x )y 2 dx

f (x ) y 2 dx = 1

y(a ), y(b), y (a ), y (b)

y(x )
d 2 d 2y d dy
+ b + (c + f )y = 0
a
dx 2 dx 2 dx dx

4. y(x) z(x)

x 2 + y2 + z 2 = 1
1

I [y(x ), z (x )] =

(y )2 + 2y z z 2 dx

y(1) = y(1) = z (1) = z (1) = 0 y (1) = y (1) = 0

y(x ) z (x )
d 2 z d 4y

d 2y
z 2 4 y = y 2
dx
dx
dx

x 2 + y2 = 1

5.

(0,1) (1, 0) T
T

I =

m
(x )2 + (y )2 dt
2

x (t ) y(t ) I
6. (x, y, z ) = 0 (x1, y1, z1 ) (x 2 , y2 , z 2 )
T

x y z
=
=
x
y
z

7.

r(t ) = (x (t ), y(t ), z (t ))

f = (x ) + (y ) + (z )
2

G(x, y, z ) = 0

1 d x
1 d y
1 d z
=
=

Gx dt f Gy dt f Gz dt f

236

4.5

I [z (x , y )] =

z z

F (x, y, z, x , y )dxdy

(4.147)

D z
C D
z

z = z (x , y )

D
C
x

4.5.1

z = z (x , y )

z
x

q=

xy

p=

z
y

(4.148)

(4.147)
I [z (x , y )] =

F (x, y, z, p, q )dxdy
D

(4.149)

237

4.5
z (x , y )

(4.149)

z (x , y )

z (x , y ) = z (x , y ) + (x , y )

(x , y ) = 0

z (x , y )

(4.150)

(x, y ) C

(4.151)

z (x , y )

x y
z
z

=
+
x
x
x
z
z

=
+
y
y
y

(4.149)
I () =

(4.152)

F (x, y, z + , p + x , q + y )dx dy

(4.153)

I ()

=0

d
I ()
=0
d
=0

I ()

(4.153) (4.154)
F d
F d
F d

(z + ) +
q + dx dy = 0
p + +

p d
x
q d
y
d

z
D

(4.154)

(4.155)

F
q y

(4.156)

F
p x

F F
dx dy = 0
+
p x
q y

(4.156)

238

4
F
F
=

p x
x p

x p

F
F
=

q y
y q

y q

(4.157)

(4.155)
F

z
D

F F

dxdy +

x p y q
D

F

x p

+
y q

dxdy = 0

(4.158)

(Pdx + Qdy ) = x
C

P
dxdy
y

(4.159)

D xy C D
(4.158)
F

x p + y q dxdy = p dy q dx = 0
D

(x , y ) = 0

(4.160)

(x, y ) C (4.151)

(4.158)

F
F F

dxdy = 0

z
x p y q

(4.161)

F
F F

=0

z
x p y q

(4.162)

Ostrogradsky .. 1834

(4.162) Euler-Ostrogradsky

239

4.5
4.5.1

z (x , y )

I [z (x , y )] =
D

z 2 z 2
+ dxdy

y
z

C D

F = p2 + q 2

Ostrogradsky
p=

z
x

q = z

(4.163)

(2p )
(2q ) = 0
x
y

p q (4.163)
2z
2z
+
=0
x 2 y 2

(4.164)

D C D
(4.164) (Laplaces equation)
4.5.2

z (x , y )

z 2 z 2

+ + 2z f (x , y ) dxdy
x y

D
C D

I [z (x , y )] =

4.5.1
F = p 2 + q 2 + 2z f (x , y )

Ostrogradsky
2z
2z
+
= f (x , y )
x 2 y 2

D C D
(4.165) (Poissons equation)

(4.165)

240

4.5
1.
I [z (x , y )] =

I [z (x , y )] =

D xy
3.

z (x , y )

2
z 2

+ 2 z z + z + 2xyz dx dy
x

x y y

I [z (x , y )] =

z 2 z 2
dx dy

x y

D xy
2.

z (x , y )

z (x , y )

2
2

a(x , y ) z + b(x , y ) z c(x , y )z 2 dx dy

x
y

D xy
4.

z (x , y )

I [z (x , y )] =

2
z
z

1 + + dx dy
y
x

D
5.
I [u(x , y, z )] =

F (x, y, z, u, p, q, r ) dx dy dz
D

D
p=

u
u
u
,q =
,r =
x
y
z

u(x, y, z ) I [u(x, y, z )]
F
F F F

=0

u x p y q z r

6.
I [u(x , y, z )] =

u(x , y, z )

2
2
2

u + u + u dx dy dz

z
y
x

D
7.

u(x , y, z )

2
2

u + u + u + 2u f (x , y, z ) dx dy dz
x

y
z

I [u(x , y, z )] =

241

4.6
4.6

(least action principle) (Lagrangian)
L = T U

(4.166)

T U

I =

t2

t2

t1

t1

L dt = (T U )dt

(4.167)

x 1 , x 2 , , x n

U = U (x 1, x 2 , , x n )

x 1, x 2, , x n

(4.168)

T = T (x 1, x 2, , x n )

(4.169)

L = L (t, x 1, x 2 , , x n , x 1, x 2, , x n )

(4.170)

(4.167)
L
d L
= 0

x i dt x i

i = 1, 2, , n

(Euler-Lagrange equation)

(4.171)

242

4.6.1
m k
x
U =

1 2
kx
2

m
T =

1
1
mv 2 = m(x )2
2
2

x t

L = T U =

1
1
m(x )2 kx 2
2
2

L d L
d

= kx (mx ) = 0
x dt x
dt

mx + kx = 0

x = A cos t + B sin t

k
m

A B

A B
A 0 x = A cos t
mx + kx = 0

243

4.6
4.6.2
m l

l cos

=0

4.6.1
4.6.1
l
x = l

v=

dx
d
=l
= l
dt
dt

m
T =

2
1
1
mv 2 = ml 2 ( )
2
2

U = mgl (1 cos )

L = T U =

2
1 2
ml ( ) mgl (1 cos )
2

L d L
d
2

= mgl sin (ml ) = 0
dt
dt

d 2 g
+ sin = 0
dt 2
l

244

4.6
1. m g
U

1
= mgx + kx 2
2

2. m x
U (x ) = a 2x 4 bx 2 a b

3. m a 2z 2 = x 2 + y 2 a > 0 z 0
g
4. m l a

4.1
4.2
a2 + g2
l
F = U (x) U (x)

5. m

r(t )

F (r(t )) = m r (t )

6. y0 t0 =

2y 0
g

y = at + bt 2 a b L
t0

L dt a = 0 b = g
2
0

7. x x1 x 2 T
y = y(x, t )

x2

7.1
7.2

T
2

x1

x2

x1

y
dx
t
2

y
dx
x

7.3

2y
1 2y
=
x 2
c 2 t 2

c =

245

5.1

5.1

(scalars)

4C
1 g/cm 3 1000 kg/m 3
4C

1 N

(vectors)




F = (F1, F2 , F3 )

F (F1, F2 , F3 )

246

(base vectors)


v a, b, c
v = a + b + c

(5.1)

, , v a, b, c
v x, y, z
v = x + y + z

(5.2)

, , v x, y, z
, , , , x, y, z
a, b, c , ,
, ,

(Cartesian coordinate system)

F A
T F A
T=

F
A

(5.3)

T
T A F
F = AT

(5.4)

247

5.1

F A F A 3
A F T
9
T
(tensors)
(tensors of rank two)

5.1
x1x 2x 3 x1, x 2 , x 3 x 3
x1 x1 x 2 x 2 x 3
x 3 x 3 x1x 2x 3
P (x1, x 2 , x 3 ) x1x 2x 3 (x1, x 2, x 3 ) x1x 2x 3
Q (y1, y2 , y3 ) x1x 2x 3 (y1, y2, y3 ) x1x 2x 3

1.

2.

3.

x cos sin 0
1
x1

x 2 = sin cos 0 x 2


x 0
x 3
0
1

3
cos sin 0 x 1

x1
x = sin cos 0 x

2
2


x 3 0
0
1 x 3

cos sin 0 cos sin 0
cos sin 0 cos sin 0

sin cos 0 sin cos 0 = I3 = sin cos 0 sin cos 0

0
0
0
1 0
0
1
0
1 0
0
1

2
2
2
2
2
2
(x 1) + (x 2 ) + (x 3 ) = x1 + x 2 + x 3

4.
5. x1y1 + x 2y2 + x 3y3 = x1y1 + x 2y2 + x 3y3
6. (x 1 y1)2 + (x 2 y2 )2 + (x 3 y3 )2 = (x1 y1 )2 + (x 2 y2 )2 + (x 3 y3 )2

248

5.2

x3

x 3

x 2
x2

x1

x 1

5.2.1 P
5.2.1 P P

x1x 2x 3
P (x1, x 2 , x 3 )
P = x 1x1 + x 2 x2 + x 3 x 3

x1, x2 , x 3

(5.5)

x1x 2x 3 x1x 2x 3
x1, x2 , x3 P (x1, x 2, x 3 )
P = x 1x1 + x 2x2 + x 3 x 3

(5.6)

P (5.5) (5.6)

P = x 1x1 + x 2 x2 + x 3 x 3 = x 1x1 + x 2x2 + x 3x 3

(5.7)

249

5.2

(x1, x 2, x 3 ) (x1, x 2 , x 3 )
x1
x 1x 2x 2 1, 1, 1 x1 x 1, x 2 , x 3
x1 = (cos 1 )x1 + (cos 1 )x2 + (cos 1 )x 3

x2

x 3

(5.8)

x2 = (cos 2 )x1 + (cos 2 )x2 + (cos 2 )x 3

(5.9)

x 3 = (cos 3 )x1 + (cos 3 )x2 + (cos 3 )x 3

aij
(5.8) (5.9)
x j = a1 j x1 + a2 j x2 + a 3 j x 3

xi = ai 1x1 + ai 2 x2 + ai 3x 3

xi

x j

j = 1, 2, 3

x1, x2 , x 3

(5.10)
x 1x 2x 3

i = 1, 2, 3

(5.11)

P = x 1 x1 + x 2 x 2 + x 3 x 3
= x 1 (a11x1 + a12 x2 + a13 x 3 ) + x 2 (a21x1 + a22 x2 + a23 x 3 ) + x 3 (a 31x1 + a 32 x2 + a 33 x 3 )
= (a11x 1 + a21x 2 + a 31x 3 ) x1 + (a12x 1 + a22x 2 + a 32x 3 ) x2 + (a13x 1 + a23x 2 + a 33x 3 ) x 3

P = x 1x1 + x 2x2 + x 3 x 3

x j = a1 j x 1 + a2 j x 2 + a 3 j x 3

j = 1, 2, 3

(5.12)

P = x 1x1 + x 2x2 + x 3 x 3
= x 1 (a11x1 + a21x2 + a 31x 33 ) + x 2 (a12 x1 + a22 x2 + a 32 x 3 ) + x 3 (a13 x1 + a23 x2 + a 33 x 33 )
= (a11x 1 + a12x 2 + a13x 3 ) x1 + (a21x 1 + a22x 2 + a23x 3 ) x2 + (a 31x 1 + a 32x 2 + a 33x 3 ) x 3

x i = ai 1x 1 + ai 2x 2 + ai 3x 3

i = 1, 2, 3

(5.13)

250

5
(5.12) (5.13) A
a

11 a12 a13
A = a21 a22 a23

a 31 a 32 a 33

(5.14)

x
1
x = x 2

x 3

x
1

x = x 2

x
3

(5.15)

(5.12) (5.13)
x = AT x

x = Ax

(5.16)

A (transformation matrix)

(5.16)
x = Ax = A (A T x) = (AAT ) x

(5.17)

AAT = I

(5.18)

x = A T x = A T (Ax ) = (A T A) x

(5.19)

AT A = I

(5.20)

AAT = A T A = I

(5.21)

A (orthogonal matrix)

251

5.2
(Kronecker delta)
1, m = n

mn =

0, m n

AA T = I

(5.22)

a a

ij kj

= ik

(5.23)

j =1

a a
ji

jk

AT A = I

= ik

(5.24)

j =1

aik x k
k =1

(summation

convection)

aik x k aik x k aima jn vij aima jn vij

k =1

i =1 j =1

(dummy index)

aik x k = aij x j = ail xl = ai 1x 1 + ai 2x 2 + ai 3x 3

(5.25)

aima jn vij = a pmaqn v pq = armasn vrs

(5.26)

(5.12) (5.13)
x j = aij x i

x i = aij x j

(5.27)

(5.23) (5.24)
aijakj = ik

a jia jk = ik

(5.28)

252

5.2.1
=
(vectors) (tensors of rank zero)

(5.27)
5.2.2
v

v1, v2 , v3

v1, v2, v 3

v j = aij vi

aij
v (vectors) (tensors of rank one)
5.2.2

5.2.1
v k v
u = v u j = v j
v
=

v j = aij vi

u
u j = v j = (aij vi ) = aij (vi ) = aij ui

5.2.2

253

5.2
5.2.2
u v

w=u+v

w j

u+v

= uj + vj

u v
u j = aij ui

v j = aij vi

w
w j = u j + v j = aij ui + aij vi = aij (ui + vi ) = aij wi

5.2.2
5.2.3
u v

u+v

u v = ui vi

u v
u j = aij ui

v j = aij vi

uv

u jv j = (aij ui )(akj vk ) = (aijakj ui vk ) = ik ui vk = ui vi

5.2.1

uv

(inversion of axes)

1 0
0

A = 0 1 0

0
0 1

det(A) = 1

(5.29)

det(A) = 1

254

5.2.3
v

v1, v2 , v 3

v1, v2, v 3

v j = det(A) aij vi

aij
v (pseudovectors)


1 0
v
0 v1

0 1 0 v2 = v2

0
v2
0 1 v2

(5.30)

u v

w = uv

u = u

v = v

(5.31)

w = u v = (u) (v) = u v = w

(5.32)

5.2.2 (polar vectors)

(pseudoscalars)
= u (v w ) = (u) ((v) (w)) = (u (v w)) =

(5.33)

255

5.2

Levi-Civita
Levi-Civita

ijk

1,

= 1,

231 = 1, 321 = 1, 121 = 0

ijk 123
ijk 123
ijk

ijk

det(A) = ijka1ia2 ja 3k

ijk

u v = ijk ui vi xk

xk

(5.34)

(5.35)

u (v w) = (u w)v (u v)w

(5.36)

ijk klm = il jm im jl

(5.37)

u (v w) = ijk ui (v w)j xk
= ijk ui (pqj v pwq )xk
= (kij jpq ) ui v pwq xk
= (kp iq kq ip ) ui v p wq xk
= uq vk wq xk u p v p wk xk
= (u w)v (u v)w

(5.38)

256

5.2
1.
1.1
1.2

f
f
f
dx 1 +
dx 2 + +
dx n
x 1
x 2
x n
dx k
x dx
x dx
x dx
= k 1+ k 2 + + k n
x 1 dt
x 2 dt
x n dt
dt

df =

1.3 (x1 )2 + (x 2 )2 + + (x n )2
n

1.4 a pq x p xq
p =1 q =1

2.
2.1 pqTqrs
2.2 pq rsaqmarnTmn
2.3 (pk ql + qk pl )Tklpq
3.
3.1 ii = 3
3.2 ij jk = ik
3.3 ij ijk = 0
3.4 ipq jpq = 2ij
3.5 ijk ijk = 6
3.6 ijk v j vk = 0
4. ijk klm = il jm im jl
5. ijka piaqjark = det(A) pqr
6. vi = a jiv j vi = aij v j
7. x1x 2x 3 45 x 3
u = (1, 2, 3) v = (1, 2,1)
7.1 u v x1x 2x 3
7.2 u v x1x 2x 3 x1x 2x 3
7.3 u v x1x 2x 3 x1x 2x 3
8.

x j
x i

= aij

x i
= aij
x j

9. f f
10. v v
11. f 2 f
12. v v

x 1x 2x 3

257

5.3
5.3

5.2.2

5.3.1
T Tij i = 1, 2, 3 j = 1, 2, 3
Tij
Tpq = aipa jqTij

aij (tensors of rank two)

Tpq

= aipa jqTij

Tpq

= a piaqjTij

a piaqjTij = a piaqj (akialjTkl )

= (a piaki )(aqjalj )Tkl
= pk qlTkl
= Tpq

T T 9 Tij
i = 1, 2, 3 j = 1, 2, 3 T
T T T
12
13
11

T = T21 T22 T23

T31 T32 T33

(5.39)

T
T = A T TA

T = AT A T

(5.40)

Tij i = 1, 2, 3 j = 1, 2, 3 Tij
Tij T
Tij 5.3.1 ij Tij = uiv j
ui v j

258

5.3.1

ij

pq = pq = aipa jq ij

5.3.1

ij

5.3.2 u v
Tij = uiv j Tij

Tij = uiv j = (ami um ) (anj vn ) = amianj (um vn ) = amiankTmn

5.3.1 Tij

5.3.3 T Tij Tii

Tij
Tij = a piaqjTpq

j i
Tii = a piaqiTpq = pqTpq = Tpp

Tii Tii
Tii (trace)

Tr(T) = Tii

5.3.4 T
3 1 2

T = 1 1 4

2 4 2

Tr(T) = Tii = 3 + 1 + 2 = 6

259

5.3

5.3
1.

x 1, x 3, x 2

x 1x 2x 3

1 3
3 1
, ),
(1, 0, 0), (0, , ), (0,
2 2
2 2

T
1.1 T

x 1x 2x 3

T11 = 1, T22 = 3, T33 = 1,

1.2

1
1
T12 = T21 = 1, T23 = T32 = , T13 = T31 =
2
2
T x1x 2x 3
T11 = 1, T22 = 3, T33 = 1,
1
1
T12 = T21 = 1, T23 = T32 = , T13 = T31 =
2
2

2. aij
3. T n Tij
3.1 Tij = Tji T (symmetric tensors)
T
3.2 Tij = Tji T (anti-symmetric tensors)
T
4.

1 1 0

T T = 1 1 0

0 0 3

4.1 A T = ATT

4.2 A
4.3 T
5. (conjugate tensor) T T ij
T ijTjk = ik

6.

2 0 5

T T = 0 4 0

1 0 3

T T T = Tdev + Tm
Tdev = T 1 Tr (T) I deviatoric stress tensor
3
1
Tm = Tr (T) I mean stress tensor hydrostatic stress tensor
3

260

5.4

5.3.1

Tij = a piaqjTpq

5.4.1
T Tij n 1, 2 3
Tij n
Tpq

= aipa jq

antTij

aij n (tensors of rank n)

Tpq

= aipa jq

antTij

Tij

= aipa jq

antTpq

Tij n 1, 2 3
3 Tij n Tij n
Tij n 5.4.1
n

5.4.1 u, v, w Tijk = uiv j wk

Tijk

Tijk = uiv jwk = (a pi u p )(aqj vq ) (ark wr ) = a piaqjark (u p vq wr ) = a piaqjarkTpqr

5.4.1 Tijk

5.4.2 Tijk
vi = Tikk
Tijk
Tijk = a piaqjarkTpqr

j k
vi = Tikk = a piaqkarkTpqr = a pi qrTpqr = a piTprr = a pi v p

vi

261

5.4

Tijk

5.4.2
T Tij

Tij n

vij

= det(A) a piaqj

atn v pq

aij
T (pseudotensors)
5.4.3

ijk

A
det(A) = ijkai 1a j 2ak 3

ijkaipa jqakr = det(A) pqr

AAT = I

(det(A))2 = 1
2

(det(A)) pqr = det(A)aipa jqakr ijk

= pqr
pqr

= det(A)aipa jqakr ijk

pqr

ijk

u
v wk = ijk uiv j
uiv j = det(A) a pk (ijpui v j ) = det(A) a pk w p
wk = ijk

262

5.4.3
T n
1. T
T (symmetric tensor)
2. T
T (anti-symmetric tensor)
5.4.4

ijk

ijk

ijk = jik = kji = ikj

ijk = jki = kij

(isotropic tensors)

vi = aij v j = vi

Av = v

( A I) v = 0

v=0

263

5.4

ij = ij

ij

Tij

Tij = Tij

i, j = 1, 2, 3

x3

120

(1,1,1)
x2

x1

5.4.1 120 (1,1,1)

x2

120 (1,1,1)
x 3 x 3 x1
a13 = a21 = a 32 = 1

aij 0

x x 3 0 0 1 x 1

1
x = x = 1 0 0 x
2
2 1


x 3 x 2 0 1 0 x 3

x1

x2

264

5
Tij = a piaqjTpq

T11 = a p 1aq 1Tpq = a21a21T22 = T22

T12 = a p 1aq 2Tpq = a21a 32T23 = T23
T13 = a p 1aq 3Tpq = a21a13T21 = T21
T21 = a p 2aq 1Tpq = a 32a21T32 = T32
T22 = a p 2aq 2Tpq = a 32a 32T33 = T33
T23 = a p 2aq 3Tpq = a 32a13T31 = T31
T31 = a p 3aq 1Tpq = a13a21T12 = T12
T32 = a p 3aq 2Tpq = a13a 32T13 = T13
T33 = a p 3aq 3Tpq = a13a13T11 = T11

Tij = Tij
T11 = T22 = T33
T12 = T23 = T31 = T13 = T32 = T21

90

x3

x1

x2

x2

x 1

x 0 1 0 x 1

x 1 2
x = x = 1 0 0 x

2
2 1

x 3 x 3 0 0 1 x 3

T12 = a p1aq 2Tpq

= a21a12T21 = T21

T21 = T12 T12 = T23 = T31 = T13 = T32 = T21 = 0

T11 =
Tij = ij

ijk

265

5.4

5.4
1.

x 1, x 3, x 2

x 1x 2x 3

1 1 1 1
2 1
1
1

3 , 3 , 3 , ( 6 , 6 , 6 ), ( 2 , 0, 2 ) ,

A, B, C

x 1x 2x 3

A = (1,1,1), B = (1,1, 0), C = (1, 0,1)

2.

3.
4.
5.
6.
7.

1.1 A, B, C x1x 2x 3
1.2 S Sij = Ai Bj
S x1x 2x 3 x1x 2x 3
1.3 T Tijk = AB
i jC k
T x1x 2x 3 x1x 2x 3

1.4 AB
i jC j Ai B jC j
, S, T, W n
2.1 ( + ) S = S + T
2.2 (S + T) = S + T
2.3 S + T = T + S
2.4 S + (T + W) = (S + T) + W
T Tpqr p q

v = a jk v j vk 2 = (a jk + akj ) v j vk

Sij = Tij S = T Sij = Tij

Tpqrs

8.

Ak =

1
ijk Bij
2

Bij = B ji

Bmn = mnk Ak

9. T Tijkl
Tijkl = Sijkl + Aijkl S ijkl
Aijkl
10. T n m T
11. Tijk = ijk
12.
Tijkl = ij kl + ik jl + il jk

, ,

266

5.5

5.5.1
T n Tij
T Tij n
T n
Tij

= (a piaqj

atnTpq

) = a piaqj

5.5.2
S T n Sij n Tij
S + T Sij n + Tij n

atn (Tpq

1. S T n

W = S+T

Wij

Wij

= Sij

= S ij

+ Tij

= a piaqj

S+T
+ Tij

n
n

= (a piaqj

atn (S pq

+ Tpq

atn S pq
n

) + (a piaqj

) = a piaqj

atnWpq

atnTpq

2. S T n
S + T n
5.5.1 S T A
2 1 0

S = 1 1 2 , T =

0 2 3

3S 2T

1 0 1

0 2 3 , A =

1 3 1

0 0 1

0 1 0

1 0 0

0 0 1 4
3 2 2
0 11

3S 2T = AT (3S 2T) = 0 1 0 3 1 12 = 3 1 12

1 0 0 2 0
11 4
3 2

267

5.5

5.5.3 (Contraction)
T n
(contracted tensor)

1. T n
n 2
2. T T

Tr(T) = Tii

5.5.2 T Tijkl
Tijkk

= a piaqjarkaskTpqrs = a piaqj rsTpqrs = a piaqjTpqrr
Tijkk

Tijkk

5.5.4 (Outer Product)

S m S pq t
T n Tij n
S pq tTij n S T
S m T n
S T m + n
5.5.3 S T
S T
Sij Tlmn S T
= arlasmatnTrst
S ij = a piaqj S pq Tlmn
Wijlmn

= SijTlmn

= S ijTlmn
= (a piaqj S pq ) (arlasmatnTrst ) = a piaqjarlasmatn (S pqTrst ) = a piaqjarlasmatnWpqrst
Wijlmn

S T

268

5.5.5 (Inner Product)

S m T n
S T S T

1. S m T n S T
m + n 2
2.

Ai Bi

5.5.4 S T
SijTjmn
S T
S ij = a piaqj S pq

Wimn

= SijTjmn

= arlasmatnTrst
Tlmn

= SijTjmn
= (a piaqj S pq )(arjasmatnTrst )
Wimn
= a piaqjarjasmatn (S pqTrst ) = a pi qrasmatn (S pqTrst )
= a piasmatn (S pqTqst ) = a piasmatnWpst

SijTjmn
5.5.5 T
T v
Si

= Tij v j

S i = Tijv j = (aipa jqTpq )(arj vr ) = aipa jqarj (Tpq vr ) = aip qr (Tpq vr ) = aip (Tpr vr ) = aip S p

Si

269

5.5

(Quotient Rule)

Tij i, j = 1, 2, 3 9 b
c b Tij
Tijbj = ci

(5.41)

Tij T
(5.41)
Tijbj = ci

(5.42)

b c
bj = amjbm

ci = anicn (5.43) ci

= Tipbp

ci = anicn

(5.41) (5.42)

Tijbj = anicn = aniTnpbp

bj = amjbm bp

= a pjbj

(5.43)

(5.44)

(5.44)
Tijbj = aniTnpa pjbj

(5.45)

(Tij ania pjTnp )bj = 0

(5.46)

b T
Tij = ania pjTnp

Tij T

(5.47)

270

1. x1x 2x 3 30 x 2 x1x 2x 3
A = (1,1,1) B = (1, 2,1)
S T Sij = Ai Bj Tij = Bi Aj
W Wijkl = SijTkl
1.1 2S 3T x1x 2x 3

1.2 W2132 W2132

1.3 Wijkj Wijkj
2. x1x 2x 3 120 (1,1,1)
A = (1,1,1) T

x 1x 2x 3

1 2 1

T = 2 1 3

1 3 2

3.
4.
5.
6.

2.1 aij
2.2 T x1x 2x 3
2.3 T
2.4 T A x1x 2x 3
T ijk pqr Tijpq = ijk pqk
T T
Tij Ajk = Bik A B
T
S T n
S + T n
mi , i = 1, 2, , n
n

L = mi (ri vi )
i =1

ri vi

mi

vi = ri
n

6.1

L = mi (ri ri ) ri (ri )
i =1

6.2 (moment of
inertia tensor) I
Lp = I pq q

I pq = mi pq ri ri (ri )p (ri )q
i =1

1.6 Error! Reference source not found.

271

1.

G.B. Arfken and H.J. Weber, Mathematical Methods for Physicists, 5th ed.,
Academic Press, 2001.

2.

R. Aris, Vectors, Tensors, and the Basic Equations of Fluid Mechanics,

Dover Publications, 1989.

3.

J.W. Brown and R.V. Churchill, Fourier Series and Boundary Value Problems,
6th ed., McGraw-Hill, 2001.

4.

F.W. Byron, Jr. and R.W. Fuller, Mathematics of Classical and Quantum
Physics, Dover Publications, 1992.

5.

H.F. Davis, Fourier Series and Orthogonal Functions, Dover Publications, 1989.

6.

C.H. Edwards, Jr. and D.E. Penney, Calculus with Analytic Geometry, 4th ed.,
Prentice-Hall, 1994.

7.

R. Ellis and D. Gulick, Calculus with Analytic Geometry, 4th ed., Harcourt Brace
Jovanovich, 1990.

8.

L. Elsgolts, Differential Equations and the Calculus of Variations,

MIR Publishers, Moscow, 1977.

9.

H. Goldstein, Classical Mechanics, 2nd ed., Addison-Wesley, 1980.

10.

M.D. Greenberg, Advanced Engineering Mathematics, Prentice-Hall, 1988.

11.

B.D. Gupta, Mathematical Physics, Vikas, 1978.

12.

G.B. Gustafson and C.H. Wilcox, Analytical and Computational Methods of

Advanced Engineering Mathematics, Springer-Verlag, 1998.

13.

F.B. Hildebrand, Methods of Applied Mathematics, 2nd ed., Prentice-Hall, 1965.

14.

G. James, Modern Engineering Mathematics, Addison-Wesley Publishing, 1993.

15.

A.W. Joshi, Matrices and Tensors in Physics, 3rd ed.,

Wiley Eastern Limited, 1995.

16.

E. Kreyszig, Advanced Engineering Mathematics, 7th ed.,

John-Wiley & Sons, 1993.

272

17.

J.B. Marion, Classical Dynamics of Particles and Systems, 4th ed.,

Saunders College Publishing, 1995.

18.

P.V. ONeil, Advanced Engineering Mathematics, 3rd ed., Wadsworth, 1991.

19.

M.C. Potter and J. Goldberg, Mathematical Methods, 2nd ed.,

Prentice-Hall International, 1987.

20.

M.R. Spiegel, Theory and Problems of Vector Analysis, McGraw-Hill, 1974.

21.

G. Strang, Linear Algebra and Its Applications, 3rd ed., Harcourt, 1988.

22.

G.B. Thomas, Jr. and R.L. Finney, Calculus and Analytic Geometry, 7th ed.,
Addison-Wesley Publishing, 1988.

23.

R. Weinstock, Calculus of Variations with Applications to Physics and

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24.

C.R. Wylie and L.C. Barrett, Advanced Engineering Mathematics, 6th ed.,
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25.

D.G. Zill and M.R. Cullen, Advanced Engineering Mathematics, 2nd ed.,
Jones and Bartlett, 2000.

matrix

coefficient matrix

symmetric

anti-symmetric

equation

orthogonal matrix

trace of matrix

normal vector

size
dimension
row matrix
column matrix
zero matrix
square matrix
triangular matrix
diagonal matrix
identity matrix
inverse matrix
singular matrix
nonsingular matrix
transpose matrix

determinant
minor
cofactor

variable matrix
constant matrix
augmented matrix
row operations
row echelon matrix
Gaussian elimination
rank
homogeneous system
trivial solution
non-trivial solution
elementary matrix
characteristic value
characteristic vector
characteristic

initial conditions
principal axes
quadratic forms

adjoint matrix

component
zero vector
direction cosine
unit vector
scalar product
vector product
projection vector
right-hand rule
parallelepiped
parametric equation
parameter

scalar function
vector function
scalar field
vector field
positive sense
negative sense
tangent vector
cycloid
del operator
gradient

274

directional derivative
divergence
incompressible fluid
equation of continuity
Laplacian
curl
line integral
closed curve

independence of path
potential function
double integral
surface integral
surface normal vector
triple integrals
divergence theorem
Stokes theorem

period
primitive period
periodic function
orthogonality
Kronecker delta

Fourier series
even function
odd function
Fourier integral
Fourier transform

orthogonal set

calculus of variations
extremum
functional
brachistochrone
geodesic
constraint
boundary condition

necessary condition
sufficient condition
stationary point
Euler equation
Fermats principle
least action principle
Lagrangian

Lagrange multiplier

scalar
vector
tensor
rank of tensor
base vector
Cartesian system
transformation matrix
summation convention
dummy index

inversion of axes
pseudoscalar
psuedovector
pseudotensor
polar vector
contracted tensor
inner product
outer product
quotient rule