Professional Documents
Culture Documents
Book
Book
Prepared By
1. Dr. Shanthi S R
2. Dr. Suma S P
3. Mr. Ramesh T
4. Ms. Rekha J
5. Dr. Akkanagamma M
6. Mr. Aravind H R
7. Mr. Amaresha N
8. Ms. Mamatha V
9. Mr. Venugopal
10. Mr Kiran Gowda
MODULE-I
Differential Calculus-1: Review of elementary differential calculus, Polar curves - angle
between the radius vector and tangent, angle between two curves, pedal equation. Curvature
and radius of curvature- Cartesian and polar forms; Centre and circle of curvature (All
without proof-formulae only) –applications to evolutes and involutes. (RBT Levels: L1 &
L2)
MODULE-II
Differential Calculus-2: Taylor‟s and Maclaurin‟s series expansions for one variable
(statements only), indeterminate forms - L‟Hospital‟s rule. Partial differentiation; Total
derivatives-differentiation of composite functions. Maxima and minima for a function of
two variables; Method of Lagrange multipliers with one subsidiary condition. Applications
of maxima and minima with illustrative examples. Jacobians-simple problems. ( RBT
Levels: L1 & L2)
MODULE-III Integral Calculus: Review of
elementary integral calculus.Multiple integrals: Evaluation of double and triple integrals.
Evaluation of double integrals-change of order of integration and changing into polar co-
ordinates. Applications to find area volume and centre of gravity Beta and Gamma functions:
Definitions, Relation between beta and gamma functions and simple problems.( RBT Levels:
L1 & L2)
MODULE-IV
Ordinary differential equations(ODE‟s)of first order:Exact and reducible to exact differential
equations. Bernoulli‟s equation. Applications of ODE‟s-orthogonal trajectories, Newton‟s law
of cooling and L-R circuits. Nonlinear differential equations: Introduction to general and
singular solutions ; Solvable for p only; Clairaut‟s and reducible to Clairaut‟s equations
only.(RBT Levels: L1,L2 and L3)
MODULE-V
Linear Algebra: Rank of a matrix-echelon form. Solution of system of linear equations –
consistency. Gauss-elimination method, Gauss –Jordan method and Approximate solution by
Gauss-Seidel method. Eigen values and eigenvectors-Rayleigh‟s power method.
Diagonalization of a square matrix of order two. (RBT Levels: L1,L2 and L3)
Text Books:
1. B.S. Grewal: Higher Engineering Mathematics, Khanna Publishers, 43rd Ed., 2015.
2. E. Kreyszig: Advanced Engineering Mathematics, John Wiley & Sons, 10th Ed.(Reprint),
2016.
Reference books:
1. C.Ray Wylie, Louis C.Barrett : “Advanced Engineering Mathematics", 6th Edition,
2. McGraw-Hill Book Co., New York, 1995.
2. James Stewart : “Calculus –Early Transcendentals”, Cengage Learning India Private Ltd.,
2017.
3. B.V.Ramana: "Higher Engineering Mathematics" 11th Edition, Tata McGraw-Hill, 2010.
4. Srimanta Pal & Subobh C Bhunia: “Engineering Mathematics”, Oxford University
Press,3rd Reprint, 2016.
5. Gupta C.B., Singh S.R. and Mukesh Kumar: “Engineering Mathematics for Semester I &
II”, Mc-Graw Hill Education (India) Pvt.Ltd., 2015.
Course Outcomes: On completion of this course, students are able to:
CO1: Apply the knowledge of calculus to solve problems related to polar curves and its
applications in determining the bentness of a curve.
CO2: Learn the notion of partial differentiation to calculate rates of change of multivariate
functions and solve problems related to composite functions and Jacobians.
CO3: Apply the concept of change of order of integration and variables to evaluate
multiple integrals and their usage in computing the area and volumes.
CO5 : Make use of matrix theory for solving system of linear equations and compute
eigenvalues and eigenvectors required for matrix diagonalization process.
MODULE-1
Differential calculus-1
Index
Introduction
In day to day life we are often interested in the extent to which a change in one quantity
affects a change in another related quantity. This is called a rate of change. For example, if you
own a motor car you might be interested in how much a change in the amount of fuel used
affects how far you have travelled. This rate of change is called fuel consumption. If your car
has high fuel consumption then a large change in the amount of fuel in your tank is
accompanied by a small change in the distance you have travelled. Sprinters are interested in
how a change in time is related to a change in their position. This rate of change is called
velocity. Other rates of change may not have special names like fuel consumption or velocity,
but are nonetheless important. For example, an agronomist might be interested in the extent to
which a change in the amount of fertilizer used on a particular crop affects the yield of the crop.
Economists want to know how a change in the price of a product affects the demand for that
product. Differential calculus is about describing in a precise fashion the ways in which related
quantities change.
Many of the practical situations that engineers have to analyze involve quantities that are
varying. Whether it is the temperature of a coolant, the voltage on a transmission line or torque
on turbine blade, the mathematical tools for performing such analyses are the same. One of the
most successful of these is calculus, which involves two fundamental operations:
differentiation and integration.
POLAR CURVE
Let x, y and r, respectively represent the Cartesian and polar co-ordinates of any point P
in the plane where the Origin „O‟ is taken as a pole
OQ x
cos x r cos
OP r
QP y
sin y r sin
OP r
y
x 2 y 2 r 2 ; tan 1
x
Problems
1) Find the angle between the radius vector and the tangent for the curve r a(1 Cos ) .
dr r
asin . tan
d dr
d
2sin2
a(1 cos ) 2
tan
asin
2sin cos
2 2
tan tan
2 2
2a
2) Find the angle between the radius vector and the tangent for the curve 1 cos .
r
2a
Given, 1 cos
r
2a dr dr r 2 sin r
2 sin tan
r d d 2a dr
d
r 1 cos
tan
r Sin
2
sin
2a
2cos 2
tan 2 cot tan
2 2 2
2 sin cos
2 2
.
2 2
3) Find the angle between the radius vector and the tangent for the
dr
curve mr m 1 a m (msinm mcosm ),
d
dr
mr m 1 a m msinm mcosm ,
d
dr sinm cosm
am ,
d r m 1
r r
tan m ,
dr a sinm cosm
d r m 1
rm
,
sinm cosm
a m cosm sinm
m ,
a sinm cosm
1 tanm
tan ,
1 tanm
tan tan m ,
4
m .
4
4) Find the angle between the radius vector and the tangent for the curve r 2Cos 2 a s .
Given, r 2Cos 2 a 2
Differentiate w.r.to
dr
r 2 2Sin 2 Cos 2 2r 0,
d
by 2r
dr
rsin 2 cos 2 0
d
dr
cos 2 rsin 2
dr r
rtan 2 tan
d dr
d
r
tan cot 2
rtan 2
tan tan 2
2
2
2
5) Find the angle between the radius vector and the tangent for the curve r aSec 2 .
2
Given, r asec 2 .
2
Differentiate w.r.to
dr 1
2asec 2 t an
d 2 2 2
dr 1
2asec 2 tan
d 2 2 2
dr
asec 2 tan
d 2 2
r
tan
dr
d
asec 2
tan 2
2
asec tan
2 2
tan cot
2
tan tan
2 2
.
2 2
6) Show that for the curve r ac Cot , Where is a constant, the radius vector is inclined at a
Differentiate w.r. to ,
dr
ae cot cot ,
d
r
tan
dr
d
ae Cot
tan cot
ae cot
tan tan
, a constant
Consider two curves r f and r g . Let the tangents to the curves makes angles 1 and
2 with the initial line respectively.
Orthogonal curves
Two curves are said to be orthogonal if 12 or tan1 tan2 1.
2
tan1 tan2
Note: tan 1 2 .
1 tan1tan2
1) Find the angle of intersection between the curves r a 1 cos and r 2acos .
dr dr
asin , 2asin ,
d d
r r
tan tan
dr dr
d d
a 1 cos 2acos
tan tan
asin 2asin
2sin2
tan 2 , tan cot ,
2sin cos
2 2
tan tan , tan tan
2 2
1 , 2
2 2
Angle between curves 1
2 2 2 2 2 2
a (1 cos ) 2acos ,
1 cos 2acos ,
3cos 1,
1 1
cos cos 1
3 3
1
1
Angle between curves cos 1
2 2
Department of Mathematics 3 Page 11
Calculus and Linear Algebra 18MAT11
2) Find the angle of intersection between the curves r 2sin and r sin cos .
dr dr
2Cos , cos sin ,
d d
r r
tan tan
dr dr
d d
tan 1
tan1 tan tan2 tan ,
1 tan 4
1 , 2
4
Angle between curves ,
4
Angle between curves
4
3) Find the angle of intersection between the curves r 2 Sin2 4 and r 2 16Sin2 .
dr dr
r 2 2cos 2 sin2 2r 0 2r 32cos 2
d d
dr rcos 2 dr 16cos 2
rcot 2
d sin2 d r
r r
tan tan
dr dr
d d
r r r2
tan tan ,
rcot 2 16cos 2 16cos 2
r
16sin2
tan tan2 tan tan2
16cos 2
1 2 2 2
4
16 sin 2
sin 2
1
Sin 2 2
4
1
Sin 2
2
1
2 sin 1
2
2 .
6 12
Angle between curves 4
12 3
dr dr
nr n1 a n Sec n Tan n n, nr n1 bn Sec n Tan n n,
d d
, ,
d r n 1 d r n 1
r r
tan tan
dr dr
d d
r r
tan tan
a Sec n tan n
n
a Sec n tan n
n
r n 1 r n 1
rn rn
tan , tan ,
a n Sec n tan n a n Sec n tan n
a n Sec n a n Sec n
tan n , tan n
a Sec n tan n a Sec n tan n
tan tan n tan tan n
2 2
1 n . 2 n .
2 2
Angle between curves n n ,
2 2
a
5) Find the angle of intersection between the curves r a log and r .
log
a
Given, r a log , r ,
log
dr a dr a 1
, ,
d d log
2
r r
tan tan
dr dr
d d
tan1
a log
tan2
a / log
a a
2
log
tan1 tan2
tan 1 2
1 tan1tan2
log log
tan 1 2
1 log log
2 log
tan 1 2 1
1 log
2
a
a log ,
log
log 1,
log 1,
e.
2e
1 tan 2 ,
1 e2
2e
tan 1 2 ,
e 1
2
2e
1 2 tan 1 2 .
e 1
a a
6) Find the angle of intersection between the curves r and r .
1 1 2
a a
Given, r , r ,
1 1 2
dr 1 a a dr a
, 2 ,
d 1 d 1
2 2
dr a dr 2a
, ,
d 1 2 d 1 2
2
r r
tan tan
dr dr
d d
a a
2
tan1
1
tan2 1
a
2a
1 2 1 2 2
1 2
tan1 1 tan 2
2
tan1 tan2
tan 1 2 ,
1 tan1tan2
1 2
1
tan 1 2 2 1
1 2
1 1
2
a a
,
1 1 2
3 1 ,
3 1,
1
2 1
1 tan 1 2 ,
1 2 1
tan 1 2 3 ,
1 2 tan 1 3 .
dr dr
nr n1 a n nSinn , nr n 1 a n nCosn ,
d d
dr a n Sinn dr b n Cosn
, ,
d r n 1 d r n 1
r r
tan tan
dr dr
d d
r r
tan1 tan2
a Sinn
n
b cosn
n
n 1 n 1
r r
rn rn
tan1 tan2 ,
a n Sinn b n cosn
a nCosn b n Sinn
tan1 tan2
a n Sinn b nCosn
tan1 tan n 2 n
2
1 n .
2
1 2 .
2
dr dr
a Sin , bCos ,
d d
r r
tan tan
dr dr
d d
r r
tan tan
a Sinn
n
b cosn
n
n 1 n 1
r r
rn rn
tan tan
a n Sinn b nCosn
a nCosn b n Sinn
tan tan ,
a n Sinn b nCosn
tan tan n 2 n
2
1 n 1 2 .
2 2
dr dr
aCos , bCos ,
d d
r r
tan tan
dr dr
d d
a 1 Sin b 1 Sin
tan , tan ,
aCos bCos
tan1
1 Sin ,
aCos
1 Sin , Tan 1 Sin 1 Sin
tan2 Tan2 ,
Cos Cos Cos
1
tan1 tan2
1 Sin
2
tan1 tan2 1
Cos 2
Exercise
Consider a curve r f and a point „p‟ on it. Let be the angle between the radius vector
and the tangent and be the angle between the tangent and the initial line respectively. Draw
a perpendicular OQ from the pole on to the tangent at „p‟.
From OPQ,
P rSin
P 2 r 2 Sin 2 ,
1 1
2
2 Co sec2 ,
P r
2 1 Cot 2 ,
1 1
2
P r
1 1 1
2 1 ,
P 2
r tan2
d
But tan r
dr
1
2
1 1 dr
2
2
1 2 d ,
P r r
2
1 1 1 dr
2 4 1
p 2
r r d
1
Put u
r
du 1 dr
2 ,
d r d
2
1 du
1 2 u 2 2
P d
Given, r a n Cosn .
dr
nr n1 a n nSinn ,
d
dr a n Sinn
,
d r n 1
r
tan
dr
d
r
tan n
a Sinn
n 1
r
rn
tan
a n Sinn
a nCosn
tan
a n Sinn
tan Cotn tan n
2
n .
2
Clearly, p rSin ,
p rSin n ,
2
p rCosn ,
p
Cosn ,
r
But r a Cosn
p
r nan
r
n 1
r an p
Given, r a 1 Cos , ,
dr
aSin ,
d
r
tan
dr
d
a 1 Cos
tan
aSin
2Sin 2
tan 2
2Sin Cos
2 2
tan tan
2
.
2
Given, r mCosm a m ,
Clearly, p rSin .
p rSin
2
p
Sin
2 r
But , r a 1 Cos
r a 2Sin 2
2
2
p
r 2a
r2
r 3 2ap 2
am
rm ,
Cosm
r m a m Secm ,
Differentiate w.r.t
dr
mr m1 a m Secm tanm m
d
dr a m Secm tanm
d r m 1
Department of Mathematics Page 22
Calculus and Linear Algebra 18MAT11
r r
tan m
dr a Secm tanm
d r m1
rm
tan m
a Secm tanm
a m Secm
tan m
a Secm tanm
tan Cotm ,
tan tan m
2
m .
2
Clearly, p rSin .
p rSin m
2
p rCosm
p
Cosm
r
But r m Cosm a m ,
p
rm am ,
r
r m 1 p a n
4) Find the pedal equation of r a cosec 2 .
2
Given r aCo sec2
2
Differentiate w.r.t.
dr 1
2aCo sec2 Cot
d 2 2 2
dr
a Co sec2 Cot
d 2 2
r
tan
dr
d
aCo sec2
tan 2
aCo sec 2
Cot
2 2
tan tan
2
tan tan ,
2
.
2
Clearly, p rSin ,
p rSin ,
2
p rSin ,
2
p rSin , ( p is positive always)
2
p
Sin ,
2 r
But r aCo sec2 ,
2
r aCo sec2 ,
2
r
r a ,
p2
p 2 ar
Differentiate w.r.to ,
dr
ae Cot Cot ,
d
r
tan
dr
d
tan tan
Clearly, p rSin.
p rSin
Given, r 2 a 2 Sec2 .
Differentiate w.r.to .
dr
2r 2a 2 Sec tan2 ,
d
dr a 2 Sec 2 Tan 2
,
d r
r
tan
dr
d
r
tan
a Sec 2 tan2
2
r
r2
tan ,
a 2 Sec 2 tan2
a 2 Sec 2
tan 2
a Sec tan 2
p 2 a 2 n b2 n r 2 n 2 .
Differentiate w.r.to .
dr
nr n 1 a Cosn n b Sinn n.
d
dr aCosn b n Sinn
,
d r 1
We have,
1 1 1 dr
4 ,
p r r d
2
1 1 1 a nCosn b Sinn
2 4
p r r r n 1
1 1 1 a Cosn b Sinn
,
p2 r 2 r 4 r 2 n2
2 n 1 r 2 n (a n Cosn b n Sinn ) 2 ,
1 1
2
p r
1
p
1
2 n 1
r
r a Cosn b Sinn 2 ,
n 2 n
1
p 2
1
2n2
r
a Sinn b Cosn a Cosn b Sinn ,
n 2 n n 2
p
1
r
1
2 2 n 2 a 2 n Sin n Cos 2 n b 2 n Sin 2 n Cos 2 n ,
2n2 a 2n b2n ,
1 1
2
p r
p 2 a 2 n b2 n r 2 n 2 .
1 2 a
8) Obtain the pedal equation of r a 2 Cos 1 .
a r
1 2 a
Given, r a Cos 1 .
a r
Differentiate w.r.to ,
1 dr 1 a dr
1 2r 2 ,
a2 r a2 2 d a r d
2
1
r
r dr a dr
1 ,
a r a d r r a d
2 2 2
1 dr r a
1 ,
r 2 a 2 d a r
1 dr r 2 a
1 ,
r 2 a 2 d ar
r a 2 dr
1 ,
ar d
dr ar
,
d r2 a
We have
2
1 1 1 dr
,
p r r d
2
1 1 1 ar
2
p r r r a2
1 1 1 a2r 2
2 2 4 2
p r r r a2
1 1 a2
2 1 2
r a
2 2
p r
1 1 r 2 a a2
p2 r 2 r a2
1 1 r
p r r a2
1 1
2
p 2
r a2
p2 r 2 a2
l 1 2l
9) Show that the pedal equation of 1 e cos is 2 e 2 1 .
r l r
l
Given, 1 e cos
r
Differentiate w.r.to
l dr
- eSin ,
r 2 d
dr er 2 Sin
,
d l
2
dr e2 r 4
Sin 2 ,
d l 2
2
dr e2 r 4
Sin ,
d l2
2
dr e2 r 4
2
1 Cos 2 ,
d l
l
But 1 eCos ,
r
1 l
Cos 1 ,
er
dr
2
e2 r 4 1 l
2
2 1 2 1 ,
d l e r
We have
2
1 1 1 dr
2 4 ,
d
2
p r 4
1 1 1 e2 r 4 1 l
2
2 2 4. 2 1 2 1 ,
p r r l e r
1 1 e2 1 l2 2l
2 1 2 2 1 ,
p 2
r 2
l e r r
1 1 e2 1 l 2 2l
2 2 2 2 2 1 ,
p r l l r r
1 1 2l
2 1
p 2
l r
Exercise
2a
1. 1 cos
r .
2. r 1 cos 2a
3. r m am cos m sin m
Consider a curve y =f(x). Let and be the angles made by the tangents drawn at „P‟
and „Q‟ respectively. The rate Consider a curve y = f(x). Let and be the angles
made by the tangents drawn at „P‟ and „Q‟ respectively. The rate of change of with respect
to the arc length „S‟ is called the curvature of the curve.
d
i.e, k = lim .
s 0 ds ds
1 ds
.
i.e, p = k d
3/2
dy 2
1
dx
d 2x
dy 2
p
1 y
2
yn
OR
x y 2 dy dx d 2x d2y
32
r r12
3
2 2
dr d 2r
2 2 where r1 & r2 2
2r1 r rr2 dt dt
dr
pr
dp
2 2 2 1
1) Show that the radius of curvature of the curve x 3 y 3 a 3 is 3 axy 3 .
2 2 2
Given , x y a 3 3 3
Differentiate w.r.to.x.
1 1
2 3 2 3 '
x y y 0,
3 3
1 1
x 3 y 3 y ' 0,
1 1
y 3 y' x 3 ,
1
3
x
y' 1
,
3
y
1
y3
y' 1
x3
1 1
y' y 3 x 3 ,
Differentiate w.r.to x
1
1 4 1 2
1
y" y 3 . x 3 x 3 . y 3 y ' ,
3 3
1 1 1
1 4 1 2
y '' y 3 x 3 x 3 y 3 y 3 x 3 ,
3
1
1 4 2 1
y" y 3 x 3 x 3 y 3 ,
3
1 3 3 3
4 1 2 2
y" x y y x3 ,
3
4 1 2
1
y x 3 y 3a3
"
p
1 y '2 2
y"
3
1 2 2
y3
1 1
x3
p 4 1 2
1 3 3 3
x y a
3
3
4 1 2
2 2
p 3x y a 3 3
3 1 3 ,
y
2
3
x
3
2 3 2
2 2
4 1
p 3x 3 y 3 a 3 ,
x y 3
2
x3
2 3 2
2
4 1
p 3x 3 y 3 a 3 2 ,
a
x3
a
4 1 2
p 3x 3 y 3 a 3
x ,
1 1 1
p 3a 3 x 3 y 3 ,
1
p 3 axy 3
y
'
x
1
2a
a 1b
2
2a
1
2a
a 2 1 b b,
y '
x
1
a 2 1 b
a2 1
2a
y " x 1 a 2 1b 2a
2a
p
1 y '2 2
,
y"
3
2
2
1 a2 1
p ,
2a
3
p
1 a 2
1 2
,
2a
p
a 2 2
,
2a
a3
p ,
2a
a2
p
2
a2 a x
3) Find the radius of curvature of the curve y2 at a, 0 .
x
a2 a x
Given, y 2
.
x
a3
y2 a2 ,
x
Differentiate w.r.to x.
a3
2yy ' ,
x2
a3
y' '
2 yx 2
y
'
a ,0
.
dx 2 yx 2
3 ,
dy a
dx
0.
dy a ,0
d2x 2 dx
2
3 y2 x x2 ,
dy a dy
d2x
3 0 a2 ,
2
2
dy a ,0 a
d2x 2
2
dy a ,0 a
3
dx 2 2
1
dy
p
d2x
2
dy
1
p ,
2
a
a
p
2
4) Show that the radius of curvature at an end point of the major axis of the ellipse
2 2
x y
2
2 1, is equal to the semi latus rectum.
a b
x2 y2
Given, 1.
a 2 b2
Differentiate w.r.to x.
2 x 2 yy '
2 0,
a2 b
x yy '
0,
a 2 b2
b2 x
y 2 '
'
a y
At an end point of the major axis
x, y a,0.
y ' .
dx a2 y
2 ,
dy b x
dx
0
dy a ,0
d2x a 2 y dx 1
,
dy 2 b2 x 2 dy x
d2x a2 1
2 2 0 ,
dy a ,0 b a
d2x a
2 2
dy a ,0 b
3
dx 2 2
1
dy
p
d2x
dy 2
1
p ,
a
2
b
b2
p semi latus rectum
a
5) Show that the radius of curvature of the curve x aCos 3t , y aSin3t is 3aSint Cost.
dy
3aSin2 tCost ,
dt
dy
dy dt 3aSin 2 tCost
,
dx dx 3aCos 2 tS int
dt
dy
tant
dx
d2 y dt
2 Sec 2 t ,
dx dx
d2 y 1
Sec 2 t '
dx 2
3a cos 2 tS int
d2y Sec 4 t
.
dx 2 3aS int
3
p
1 y '2 2
y ''
p
1 tan t 2 2
Sec 4t
3aS int
3
p
3aS int
Sec 4 t
Sec t ,
2 2
3aS int
p 4
Sec3t ,
Sec t
p 3aS int Cost
p
1 y ' 2 2
y"
3
p
1 tan2t 2 ,
Sec3t
at
at
p 3
Sec3t ,
Sec t
p at
t
x a Cost log tan , y aS int .
2
t
Given, x a Cost log tan , y aS int
2
dy
aCost ,
dt
dx 1 t 1
a S int Sec 2 .
dt t 2 2
tan
2
t
Cos
dx 2 1 1
a S int .
t 2
Cos 2
dt t
Sin
2 2
dx 1
a S int ,
dt t t
2Sin Cos
2 2
dx 1
a Si nt ,
dt S int
dx 1 Sin2 t
a ,
dt S int
dx Cos 2 t
a ,
dt S int
dy
dy dt aCost
,
dx dx Cos 2 t
a
dt S int
dy
tant ,
dx
d2 y dt
2
Sec 2 t ,
dx dx
d2 y S int S int Sec 4t
Sec 2
t
dx 2 aCos 2 t ' a
3
p
1 y' 2 2 ,
y"
3
a 1 tan2t 2
p ,
S int Sec 4t
a
p '
S int Sect
aCost
p ,
S int
p a cot t
8) Show that the radius of curvature of the curve r n a n Cosn varies inversely as r n1
Given, r n a n Cosn .
dr
nr n1 a n nSinn ,
d
dr a n Sinn
,
d r n 1
r
tan ,
dr
d
r
tan
a Sinn
n
r n 1
rn
tan ,
a n Sinn
a nCosn
tan ,
a n Sinn
tan Cotn tan n ,
2
n
2
Clearly, p rSin ,
p rSin n ,
2
p rCosn ,
p
Cosn ,
r
r n a n Cosn
But p
r n an . ,
r
r n1 a n p 1
Differentiate w.r.t p.
dr
n 1 r n a n ,
dp
dr an
,
dp n 1 r n
dr
pr ,
dp
an
pr ,
n 1 r n
an 1
p ,
n 1 r n1
1
p
r n1
r
tan '
rSin
1 Cos
1 Cos
tan '
Sin
2Sin2
tan 2 ,
2Cos Sin
2 2
tan tan ,
2
2
Clearly, p rSin .
p rSin ,
2
p is always positive
p
Sin ,
2 r
But r 1 Cos 2a,
r 2Sin 2 2a ,
2
p2
r a,
r2
p 2 ar 1
Differentiate w.r.to p.
dr
2p a ,
dp
dr 2 p
,
dp a
dr 2 2 r
ar
dp a a
dr
pr ,
dp
2 r
pr ,
a
4r
p2 r 2 ,
a
4
p2 r3 ,
a
p2 r 3
r 2 a2 a
10) Find the radius of curvature of the curve Cos 1
a r
r 2 a2 a
Given, Cos 1
a r
Differentiate w.r.t .
1 1 dr 1 a dr
1 . .2r . 2 ,
a 2 r a
2 2 d a r
2
d
1
r
r dr a dr
1 ,
a r 2 a 2 d r r 2 a 2 d
1 dr r a
1 ,
r a d a r
2 2
r 2 a2
1 dr
1 ,
r 2 a 2 ar d
r 2 a 2 dr
1
aar d
dr ar
d r 2 a2
2
1 1 1 dr
We have 2 2 4
p r r d
2
1 1 1 ar
2 2 4
p r r r 2 a2
1 1 a 2
1 2
p2 r 2
r 2 a
1 1 r 2 a2 a2
2
2 2
p r
r2 a
1 1
2 2
p r a2
p r 2 a2
Differentiate w.r.to r
dp 1
2r
dr 2 r a 2
2
dp r
dr r 2 a2
dr
pr
dp
r 2 a2
p r p r 2 a2
r
Exercise
1. Show that for the catenary y = c cosh (x / c) the radius of curvature is equal to y 2 / c
which is Also equal to the length of the normal intercepted between the curve and
the x – axis
5. x at 2 and y 2at
ρ
6 .Show that for the curve r a e cot where a and are constants constant
r
2
7. Show that for the curve r a 1 cos cons tan t
r
The locus of the center of curvature for a curve is called the evolute of the curve itself is
called the involute of its evolute.
Let (X, Y) be the center of curvature and the radius of curvature at any point ( x, y ) of the
curve. Then the equation of the circle of curvature is
( x X )2 ( y Y )2 2
Therefore,
y1 3 x 2 12 x 3
y2 6 x 12
y 2 (1, 1) 6
y1 (1 y12 )
X x
y2
Similarly
(1 y12 )
Y y
y2
1 (6)2 43
1
6 6
43
Hence, the centre of curvature is (X, Y ) 36,
6
2) Find the center of curvature of the curve parabola y 2 4ax at (x,y).Allso find the equation
of the evolute of the given parabola.
2a 2a a
Therefore y1
y 4ax x
3
1
And y2 ax 2
2
a a
1
x x
Therefore, X x 3
1
ax 2
2
x 2(x a)
3x 2a (1)
a
1
Y y
x
3
1
ax 2
2
2(x a)
2 a x 1
2
ax
xa
2 a x (1 )
a
3
x2
2 (2)
a
3
(X, Y) 3x 2a,
2
2 x
a
X 2a
From (1), we have x . Putting this value in (2), we get
3
3
2(X 2a ) 2 X 2a
3
Y Or aY 2 4
a 3
Or 27aY 2 4( X 2 a)3 .
x2
The equation of the given parabola is y mx
a
Therefore
2 x am 2 x
y1 m
a a
2 2
y2 so that y2 (0, 0)
a a
Then,
X x
y1 1 y12 0 m 1 m am 1 m
2 2
y2 2 2
a
Y y
1 y 0 1 m a 1 m
2
1
2 2
y2 2 2
a
3 3 3
at 0, 0
1 y 2 2
1
1 m 2 2
a 1 m2 2
y2 2 2
a
( x X )2 ( y Y )2 2
2 2
3
am 1 m2 a 1 m2 a 2 1 m2
x y
2 2 4
Or 4 x 2 4 y 2 a 1 m2 a 1 m2 am2 1 m2 a 1 m2 4 y mx
2
4a 1 m2 y mx
Which yields
x 2 y 2 a 1 m2 y mx .
MODULE-II
Differential Calculus-2
VII. Jacobians
Introduction
In many applications we use functions of several independent variables, for example, the
velocity of a fluid at a point depends on its space coordinates, and the temperature in heat
furnace depends upon its position and so on. The basic ideas of calculus apply to functions of
several variables as well as to function of one variable. Of course because more variable are
involved, the notation and technical detail are more complicated but the essential idea remains
the same. In the remainder of this chapter we will explore the extension of the process and
ideas of differentiation to functions of several independent variables. The rate of change of the
function with respect to its variables can be expressed in terms of rate of change of the function
with respect to each of the independent variables separately.
Often the value of a function and the values of its derivatives are known at a particular
point and form this information it is desired to obtain values of the function around that point.
The Taylor‟s polynomials and Taylor‟s series allow engineers to make such estimates. One of
the applications is to obtain linearized model is, it is much easier to analyze than the non-linear
systems. The great advantage of a linearized model is, it is much easier to analyze than the non-
linear one. It is possible to make use of principle of super position, it allows the effects of
multiple inputs to a system to be considered separately, and the resultant output to be obtained
by summing up the individual outputs.
Taylor’s Theorem
Which is the Taylor‟s theorem in the interval [ a, a+h] with 0 < <1
Solution: Let =
( )
= y
= y
= y
= y
= y
+ +…………
Solution: Let, =
= y (∵ )
= =0 ( )
= y ( )
= y
= y
+ +…………
Solution: Let =
= y
= log a y
= y
= y
= y
+ +…………
+…………
log = + + ……………….
= log y
= y
= y
= y
= y
+ +…………
.................................. ……(i)
+................................. ……(ii)
Consider,
Solution: Let =
= y
= y
= =1+
= y
= y
+ +…………
tan
=1+
= +
+ +…………
= log
+2y’’ ,
+3y’’’ ,
+ +…………
8) Expand
Solution: Let,
+y’
+2y’’ ,
+ ………
Solution: Let,
+ +…………
Solution : Let, =
+ +…………
Solution: Let,
∵ )
+ +…………
……∞…………….(1)
Let,
+ …………∞
…………
Now putting
Log 1.1=0.1-0.005+0.0003-0.00002=0.0953
+ ……
….(1)
Let, =
=0
=0
+ …………
…………………(1)
Let = log
= log
= =
=-
=- = -1 –
= -2
= -2 -2
+…………………
= + + + +
Taking a = ,y ⇒
= + + + + …………..(1)
Exercises
3. Expand tan 1 x in ascending powers of x up to first three non-zero terms and hence
sin 1 x 2 3 2.4 5
4. Show that x x x ...
1 x 2 3 3.5
1
5. Obtain the Maclaurin‟s expansion of e tan x
up to the term containing x 5 .
We have studied certain rules to evaluate the limits. But some limits cannot be
evaluated by using these rule. These limits are known as indeterminate forms. There are seven
types of indeterminate forms given as:
L Hospital’s Rule
Statement: If and are two functions of x which can be expanded by Taylor‟s series
in the neighborhood of x=a and
If, = = then
= = [ by Taylor‟s theorem]
= =
= = provided ≠0
Standard Limits
Problems under this type are solved by using L. „Hospital‟s rule considering the fact that
= if = 0 and
1) Evaluate
Let,
2) Evaluate
Solution: Let,
=1 [ ]
3) Evaluate
Solution: Let,
= =
4) Evaluate
Solution: Let,
5) Evaluate
Solution: Let,
6) Evaluate
Solution: Let, = . =
7) Evaluate
Solution: Let,
Now, and
8) Evaluate
Solution:
9) Find a,b,c if =2
Solution: 2 = =
= [as ]
…………………..(1)
Thus, 2 =
………………(2)
2=
………………..(3)
10) Evaluate
Solution: As , G.E , as =e
G.E
G.E = …(1)
Let,
i.e. =
G.E =
= e.
G.E =
With this choice, we again get form and can apply L. H Rule.
G.E =
= = by data
= or =2 ……………..(ii)
Thus ,b
The limits which are of the form may be evaluated by reducing them to the form
or . For this purpose, we first take the logarithms of the function whose limit is
required and use the result.
If L = , then log L =
12)
Then, log L = =
= , by L Hospital‟s Rule = =0
= = =
= . = 1x0 =0
(14) Let, L= =
Then, log L = = = =
= =
(15) Let, L = =
Setting
Then, log L = = =
= = = -0 =0
Then, log L = . = = -1
(17) Let, L= =
Then, log L = =0
(18) Let, L= =
Then, log L = =
(19) Let, =
Then, log L = =
= =
(20) Let, =
Then, log L = = = -1
(21) Let, =
= =1
Then, log =
= =
25) Evaluate
Solution: Let, L= =
= = =
Apply LHR , = = =
Apply LHR , = = =
=L=
26) Evaluate
Solution: Let, L = =
log L = =
log L = =0 ⇒ L = =1
27) Evaluate
Solution :
Let, l=
log l = =
= == =
log l = ⇒ 1 =
Hence, log l = = e-
28) Evaluate
Solution: ( )
Let, =
log = ( )
= ( )
= = =0 log
Hence, =1
29) Evaluate
Solution: ( )
Let,
( )
( )
( )
log l = l= or =
Exercises
sin x sin 1 x
2) lim x0
x2
3) lim x0 log sin x sin 2 x
1
4) lim x0 cot x
x
1
ax bx cx d x x
5) limx0
4
6) limx0 tan x log x
7) lim
x
π tan x cos x
2
a cosh x b cos x
8) Find the value of the constants a and b such that lim may be equal to
x 0 x2
unity.
=3 -3 ………………..(2)
= 6x-0+0+ ……………………….(3).
+ = =0
= ……………………….(2)
…(3)
= ……………..(4)
= …………… (5)
3) Verify that =
……………(2)
= ………….(3)
……….(4)
= = = ………(5)
4) Verify that
……………….. (3)
………………….. (4)
……………………. (5)
5) If u =
………(2)
6) If u= ϕ =
=ϕ
ϕ ………(2)
=ϕ
(from (2))
i.e. =
7) If V +
Solution: V=
. ……………..(1)
= ……………. (2)
……………… (3)
LHS =
=0
Diff. w.r. t. t
………………….. (2)
Now, = =
⟹ = ⟹ =
9) If u =
………..(2)
………………..(3)
= (1+3 )
10) If u
……………. (2)
…..….. (3)
…..….. (4)
…..….. (5)
(Using (1))
Symmetric functions
1) If
Solution: …………………(1)
Then x + +z = +
x + +z =3u
2) If =2
=2
3) If , show that =1
= = …………… (2)
= ……….. (3)
= ……….. (4)
=1
Similarly, ……..(2)
……..(3)
Multiplying (1), (2) and (3) by x,y,z respectively and adding we get
+z =
+z =
that
Similarly,
……………..……….. (2)
…………………….. (3)
…………………..(4)
Consider =
= …………using (4)
= + +
6) If = , show that =4
Solution: Let,
= = ………………. (1)
Similarly, = ……………….(2)
Consider, = =
= =
…………………………………(3)
Again consider,
4 =4
4 =4
=4 ==4 =4 =4
4 hence verified
Solution: Let,
treat z as a function of x and y in order to find required partial derivatives taking log on both
sides, we get
0+ + =0
Similarly, =
= - , (sub )
=- =
When
= = (∵ log e=1)
2) If u show that + +
= 2x ⇒ = ………………….. (2)
= 2y ⇒ = …………………. (3)
= + (using (2))
= …………..(4)
Similarly, = …………..(5)
+ =
+ =
+ =
………………….(1)
………………….(2)
Similarly, (3)
LHS = = = =
RHS = = = ==
Homogeneous function
Total Differentiationals
Let , then the total differential (or the exact differential) dz is defined as
Note :
Composite function
= +
= +
(i) If and , then u is called a
composite function of
= + +
= + +
= + +
Solution: = + …….(1)
= = =
= +
= (4 )2 + (2a )2 (using )
By direct substitution
du 3
2) If u=sin 1 x y , x 3t , y 4t 3 show that and verify the result by
dt 1 t2
direct differentiation.
u sin1 x y ; x 3t, y 4t 3
u x, y t u t
du
dt
is the total derivative.
du u dx u dy
dt x dt y dt
=
1
3
1
12t 2
1 x y 1 x y
2 2
3 1 4t 2
=
1 3t 4t 3
2
3 1 4t 2 3
=
1 9t 24t 16t
2 4 6
1 9t 24t 4 16t 6
2
1 4t 2 2
du 3
Thus
dt 1 t2
In order to differentiate u w.r.t „t‟ directly it is convenient by using the substitution t=sin so
that we have,
d
3 sin 1 t
du d 3
Thus u = 3 and hence 3
dt dt dt 1 t2
du 3
Thus dt 1 t2 …..(2)
x y z du du du
3) If u=f , , , prove that x y z 0.
y z x dx dy dz
x y z
Let u= f p, q, r where p= , q , r
y z x
Ie., u p, q, r x, y, z u x, y, z
u u p u q u r
x p x q x r x
u u 1 u u z
Ie., 0 2
x p y q r x
u x u z u
x ……(1)
x y p x r
u y u x u
y ……(2)
y z q y p
u z u y u
z ……(3)
z x r z q
u u u
Adding (1), (2) and (3) we get x y z 0
x y z
z z z z z z
(i) u v u v (ii) u v
x u v y u v
z x, y u, v z u, v
z z x z y z z x z y
and
u x u y u v x v y v
z z z z z
ie., 1 v v …..(1)
u x y x y
z z z z z
1 u u …..(2)
z x y x y
z z
(i) Consider R.H.S = u v
u v
z z z z
=u v v u
x y x y
z
= u v L.H.S R.H.S=L.H.S
x
z z
(ii) Consider R.H.S=
u v
z z z
u v L.H .S R.H.S = L.H.S
u v y
z z
5) If z=x 2 y 2 where x=e u cos v find and as a composite function and verify the
u v
results by direct substitution.
z x, y u, v z u, v
z z x z y z z x z y
;
u x u y u v x u y u
z
2 x eu sin v 2 y eu cos v
u
z
2 x eu cos v 2 y eu sin v
u
z z
2e2u ; 0 . . . (1)
u v
. .t u and also wr
Differentiating partially wr . .t v we get
z z
2e2u and 0 . . . (2)
u v
6) Find
du
dx
using the concept of composite functions given that u=tan 1 x
y
where x 2 y 2 a 2
Here u x, y and y x u x
du u u dy
1 ….(1)
dx x y dx
Consider u=tan 1 x y
u 1 1 y2 1 y
. . 2
x 1 x y y x y y x y 2
2 2 2
u 1 x y2 x x
. . 2 2
y 1 x y 2
y 2
x y
2 2
y x y2
dy dy x
2x 2 y 0 or
dx dx y
du y x x y 2 x2 1
2 2
.
dx x y 2
x y y x y y y
2 2 2
du 1 1
Thus
dx y a2 x2
v 3 y 4 x show that
2 z 2 z 2 z 2 z
25 2 2
x 2 y 2 u v
Exercises
z z
2. If z e axby f ax by prove that b a 2abz
x y
3. If + sin =2
4. If u = , show that + =0
5. 4. If
6. If
x2 y2 u u 1
7. If u tan 1 , then show that x y sin 2u
x y x y 2
x2 y2 u u
8.If sin u show that x y 3 tan u
x y x y
9. If z = +
10. If z =
z f x, y
11. If where x eu cos v, y eu sin v prove
2 z 2 z 2u z 2 z
2
that e 2 2
x 2 y 2 u v
V. Maxima and Minima for function of two variables
We have to first find the stationary points (x,y) such that f x 0 and f y 0
We then find the second order partial derivatives A f xx , B f xy , C f yy .
We evaluate these at all the Stationary points and also compute the corresponding Value of
AC B2
3x 2 3 y 2 6 x 0 or x2 y 2 2x 0 . . .(1)
6 xy 6 y 0 or y x 1 0 . . . (2)
the stationary points are 0,0 , 2,0 , 1,1 , 1, 1 Let A f xx , B f xy , C f yy
A 6x 6 -6 < 0 6>0 0 0
B 6y 0 0 6 -6
c 6x 6 -6 6 0 0
x3 3xy 2 15 x 2 15 y 2 72 x
Ie., 3x 2 3 y 2 30 x 72 0 or x 2 y 2 10 x 24 0 . . . (1)
6 xy 30 y 0 or y x 5 0 . . . .(2)
Or x 4 x 6 0 ie., x 4, 6
Let A f xx , B f xy , C f yy
B 6y 0 0 6 -6
C 6x 6 6 6 0 0
x3 3xy 2 15 x 2 15 y 2 72 x
Ie., 3x 2 3 y 2 30 x 72 0 or x 2 y 2 10 x 24 0 . . .(1)
6 xy 30 y 0 or y x 5 0 . . .(2)
0r x 4 x 6 0 ie., x 4, 6
B 6y 0 0 6 -6
C 6x 30 6 6 0 0
AC B2 36 0 36 0 36 0 36 0
f x, y x3 y 2 x4 y 2 x3 y3
Consider f x 0 f y 0 and f y 0
Ie., x2 y 2 3 4x 3 y 0 and x3 y 2 2x 3 y 0
x = 0, y = 0, 4x + 3y = 3 and x = 0, y = 0, 2x + 3y = 2
The stationary points are (0, 0 ) (0, 2/3), (1, 0 ) (0, 1) (3/4, 0) and (1/2, 1/3)
Also A= f xx 6 xy 2 12 x 2 y 2 6 xy 3 6 xy 2 (1 2 x y )
It is evident that either A =0 or C =0 or both A and C are zero in respect of all the stationary
points except (1/2, 1/3)
When A = 0 or C = 0, AC-B 2 < 0 and we shall examine the nature of the point (1/2, 1/3). At
this point we get
z x, y x3 y3 3xy 1
z x 3 x 2 3 y; z y 3 y2 3x
Z(x, y) at (1,1) satisfy the necessary and sufficient conditions for minima. Thus z(x,y) is
minimum at ( 1,1)
f x, y 1 sin x 2 y 2
f x 2 x cos x 2 y 2 , f y 2 y cos x2 y 2
A = f xx 4 x2 sin x2 y 2 2cos x2 y 2
B = f xy 4 xy sin x 2 y 2
C = f yy 4 y 2 sin x2 y 2 2cos x 2 y 2
At (0,0) : A = 2, B = 0 , C = 2 AC - B 2 4 0
Let u f x, y, z . . . .(1)
x, y, z 0 . . . .(2)
u x 0, u y 0, u z 0
u u u
dx dy dz du 0 . . . . . (3)
x y z
Also, differentiating (2), we get dx dy z d 0 . . . . . (4)
x dy z
u u u
dx dy dz 0
x x y y z z
u u u
This equation will be satisfied if 0, 0, 0
x x y y z z
These three equations together with (2) will determine the values of x,y,z and for which u is
static .
F F F
2. Obtain the equations 0, 0, 0.
x y z
32cubic ft. Find the dimension of the box requiring least material for its construction.
Solution. Let x,y and z ft be the edges of the box and S be its surface.
32 1 1
S xy 2 y x xy 64
xy x y
S x y 64 x 2 0 and S y x 64 y 2 0
F
Then y 2 z yz 0
x
F
x 2 z zx 0
y
F
2 y 2 x xy 0
z
Now let us see what happens as z increases from a small value to a large one.
When z is small, the base flat with a large base showing that S is large. As z increases , the base
of the box decreases rapidly and S descreases. After certain stage, S again starts increasing as
z increases. Thus S must be a minimum at Intermediate stage which is given by (vi). Hence S
is minimum when x=y=4ft and z=2 ft.
2) Show that the rectangular solid of maximum volume that can be inscribed in a sphere is a
cube.
Solution: Let 2x, 2y, 2z be the length, breadth and height of the rectangular solid so that its
volume
V=8xyz . . .(i)
Then F x, y, z 8xyz x 2 y 2 z 2 R 2
8 yz 2 x 0,8 zx 2 y 0,8 xy 2 z 0
Or 2 x 2 8 xyz 2 y 2 2 z 2
3) A tent on a square base of side x, has its sides vertical of height y and the top is a regular
pyramid of height h. Find x and y in terms of h, if the canvas required for its construction is to
be minimum for the tent to have a given capacity.
Solution: Let V be the volume enclosed by the tent and S be its surface area .
1
= x 2 y x 2 h x 2 y h 3
3
1
S 4 ABGF 4 ∆KGH= 4 xy 4 x.KM
2
4 xy x x 2
4h 2 [ KM KL LM
2 2
[h 2 x 2
x2
V 2 x y h 3 x x 2 y h 0
3
x 4h 2 x.
1 2
x 4h 2 .2 x] x
1 2
S [4 y 2
1 2
x 4h 2 .8h h 0
1 2
4 x y x.
2
By Lagrange‟s method,
x 4h 2 x 2 x 2 4h 2
1 2
[4 y 2
] .2 x y h 3 0 . . .(i)
4 x .x 2 0 . . . .(ii)
4hx x 2 4h2
1 2
. x 2 3 0 . . . .. (iii)
4hx x 2 4h 2
1 2
4 x 3 0 or x 5h
5 4 14 8h
4 y 3h h .2 x y h 3 0 or 4 y h 8 y 0 , i.e., y h 2.
3 x 3 3
4) Find the volume of the greatest rectangular parallelepiped that can be inscribed in the
ellipsoid
x2 y 2 z 2
1
a 2 b2 c 2
Solution: Let the edges of the parallelepiped be 2x, 2y and 2z which are parallel to the axes.
Then its volume V 8xyz.
Now we have to find the maximum value of V subject to the condition that
x2 y 2 z 2
1 0 ... . ..(i)
a 2 b2 c 2
x2 y 2 z 2
Write F 8 xyz 2 2 2 1
a b c
F 2x
Then 8 yz 2 0 .. .. .(ii)
x a
F 2y
8 zx 2 0
y b
F 2z
8 xy 2 0 …. (iv)
z c
y 2 b2 z 2 / c2 x2 a 2 y 2 b2 z 2 / c2
1 x2 y 2 z 2 1
Substituting these in (i) , we get x 2 a 2 i.e., 2 2 2
3 a b c 3
When x=0, the parallelepiped is just a rectangular sheet and as such its volume
V=0. As x increases, V also increases continuously. Thus V must be greatest at the stage given
by (v).
8abc
Hence the greatest volume = .
3 3
VII. Jacobians
This topic is basically involved with the evaluation of determinants of second order and third
order whose elements are represented by first order partial derivatives of two or three given
functions/transformations.
The application of Jacobians is significant in the evaluation of double integrals of the form
f x, y dxdy and triple integrals of the form f x, y, z dx dy dz by
Transformation from one system (set) of coordinates (variables) to the other. The principle of
evaluation is analogous with the evaluation of f x dx by taking a suitable substitution.
Definition
Let u and v be functions of two independent variables x and y. The JACOBIAN (J) of u and v
w.r.t x and y is symbolically represented and defined as follows.
u u
u, v u, v x y
J or
x, y x , y v v
x y
u u u
x y z
u , v, w u , v, w v v v
J or
x, y , z x, y , z x y z
w w w
x y z
1) Find the Jacobians of u,v, w w.r.t x,y,z given that u=x+y+z, v=y+z, w=z
u u u
x y z
u , v, w v v v
We have to find J=
x, y , z x y z
w w w
x y z
1 1 1
J= 0 1 1 On expanding by the last row we get J= 1(1-0)=1 Thus J=1
0 0 1
u , v, w
2) Find where u x 2 y 2 z 2 , v xy yzzx, w x y z
x, y.z
u , v, w
The definition of J= is same as in the previous problem.
x, y , z
But u x 2 y 2 z 2 , v xy yz zx, w x y z
2x 2y 2z
J y z x z yz
1 1 1
J 2x x z y x 2 y y z y x 2z y z x z
2 x z y 2 y z x 2z y x
2 xz xy yz xy yz xz 0 Thus J=0
u , v, w
3) If u x1 x2 , v x2 x3 , w x3 x1 find J
x1 , x2 , x3
u u u
x1 x2 x3
u , v, w v v v
J
x1 , x2 , x3 x1 x2 x3
w w w
x1 x2 x3
Where u x1 x2 v x2 x3 , w x3 x1
x x1
2 x1 x2 2 x1 x2 0
x3 x2
0 2 x2 x3 2 x2 x3
x3 x1
2 x3 x1 0 2 x3 x1
x2 x1 x3 x1 x2 x3
0 0
2 x1 x2 4 x3 x1 x2 2 x1 x2 4 x3 x1 x2
x1 x2 x3 xx x 1 1 1 1
1 2 3 Thus J=
8 x1 x2 x3 8 x1 x2 x3 8 8 4 4
p, , z x ρ cos , y ρ sin , z z
x x x
p z cos p sin 0
x, y , z y y y
J sin p cos 0
p, , z p z
0 0 1
z z z
p z
x, y, z
Thus r 2 sin
r , ,
yz zx xy u , v, w
6) If u , v , w , show that 4
x y z x, y , z
yz zx xy
By data u ,v , w ,
x y z
u u u yz z y
x y z x2 x x
u , v, w v v v z zx x
x, y , z x y z y y2 y
w w w y x xy
x y z z z z2
yz zx xy x x
2 2 2
x y z z y
z z xy y x y z x y zx
2 . .
x y z z y x y z z y 2
yz x 2 x 2 z x x y x x
x 2 yz yz x z z x y y
0 1111 4
u , v, w
Thus 4
x, y , z
Exercises
u , v
1. u e x cos y v e x sin y find
x, y
x, y , z
2. x yz u yz v z uvw find
u , v, w
x, y , z
3. x r sin cos y r sin sin z r cos find
r , ,
MODULE-III
INTEGRAL CALCULUS
I. Introduction
I. Introduction
In integral calculus, however, we take the inverse process of the relationship between two quantities.
This is known as integration, anti-differentiation or anti-derivative. The most important application of
integral calculus is to compute the area or volume of a shape. In ancient times, the informal concepts
were developed by the Greek mathematicians Archimedes (287 BC – 212 BC) and Eudoxus (410 BC –
347 BC). They developed the approximate area of different geometric shapes, and these basic methods
were also developed by Chinese mathematician Liu Hui around the 3rd century to find the area of a
circle. In the 17th Century John Kepler further developed some important concepts regarding
astronomical investigations to find the area of a sector and the area of an ellipse. The concept of integral
calculus was formally developed further by Isaac Newton and Gottfried Leibniz; they developed basic
concepts to find area and volume
We are familiar with the integration in case of function of single variable, i.e., in case of
function of single variable, integration is taken only once.
Suppose if there are two or three independent variables, then we have to take integration two times or
three times. Such integrals are called respectively double and triple integrals.
In this chapter, we will learn about the multiple integrals which are the natural extension of definite
integrals to the integrals of function of two variables (double integrals) and Integrals of function of three
variables (triple integral). Here, we will also see how double and triple integrals are useful in evaluating
area of a curved surface, volume of solids, mass, center of gravity, center of pressure, moment of inertia
and product of inertia.
x2 ys
In general double integrals are represented as f x, y dxdy
x1 y1
x2 y2 z2
Triple integrals as f x, y, z dxdydz
x1 y1 z1
Case I: When y1 , y2 are functions of x and x1 , x2 are constants, then first integrate
f x, y wr
. .ty assuming x as constant between the limits y1, y2 and then integrate the resulting expression
w.r.t x between the limits x1 , x2. .
x2 y2
i.e., I1 f x, y dy dx
x1 y1
Where the integration is carried out from the inner to the outer rectangle.
Case II: When x1 , x2 are functions of y and y1 , y2 are constants, then integrate f x, y w.r.t y
between the limits y1 ' and ' y2 .
y2 x2
i.e., I 2 f x, y dx dy
y1 x1
Where integration is carried out from the inner rectangle to the outer rectangle.
Case III: Suppose all the four limits x1 , x2 , y1 , y2 are constants. i.e., if x1 a, x2 b, y1 c, y2
b d d b
f x, y dxdy a c f x, y dy dy f x, y dx dy
x2 y2
Then
x1 y1 c a
If x1 , x2 are constants y1 , y2 are either constants or functions of x and z1 , z2 are either constants or
functions of x and y then the integral is evaluated as follows:
First integrate f x, y, z w.r.tz between the limits z1 and z2 assuming x and y as constants.Then
integrate the resulting expression w.r.t y between the limits y1 and y2 , assuming x as constant. Then
fin ally integrate the obtained result w.r.t.x between the limits x1 and x2 .
x2 y2 x z2 x , y
i.e., I f x, y, z dz dy dx
x1 y1 x z1 x , y
The integration is carried out from the innermost rectangle to the outermost rectangle. The order of
integration may be different form different types of limits.
1 6
1. Evaluate xydxdy
0 0
Solution:
6
1 6
y2 1
62 1
2
3
xy 2 x 2 y 2 xy 3
=
3 1
dx
x 0
2 z
3
22 2 22 23 12 2 12 13
= x x x x x x dx
x 0 2 2 3 2 2 3
3
3
3 3 2 7 3 x 2 3 x3 7 x 2
= x x x dx = . . .
x 0
2 2 3 2 2 2 3 3 2 0
3 32 3 33 7 32 315
= . . .
2 2 2 3 3 2 12
1 x
3. Evaluate xydydx
0 x
x
1 X 1 x
y2 1
Solution: Let I
0 X
xy dy dx xy dy dx x dx
x 0 y x x 0
2 yx
1 1
x 2 dx x 2 x3 dx
x 2 1
= x0 2 x
2 x 0
1
1 x 3 x 4 1 1 1 1
= 0
2 3 4 0 2 3 4 24
1 x
x y 2 dx dy
2
4. Evaluate
0 x
Solution:
1 X
Let I x y 2 dydx
2
0 Y X
x
2 1
y3
= x y dx
0 x
3
5 x 2 4 3
3
1 2 2 1 3
= x 2
x dx = =
0 3 3 7 15 3 35
5. Evaluate xy
A
dx dy where A is the domain bounded by x-axis, ordinate
Solution:
The point A 2a, a is the point of intersection of the line x 2a with the parabola x 2 4ay.
x2
x2 4a
2a 4a
y
2a 2
xy dx dy xy dx dy x dx
x 0
A x 0 y 0
2 0
2a
3
2a 3 x6 a4
= 5
x dx = 32a 2 6 0 3
32a 2 x 0
Required region lines in the first quadrant for which x y 1, which is shown in the figure
1
y2 1 x
1 1 2
1 1 x
xy dx dy xy dx dy = x dx x dx
x 0
R x 0 y 0 x 0
2 y 0 2
1
=
1
2 x0
x 2x2 x3 dx
1
1 x 2 2 x3 x 4 1 1 2 1 1
2 2
=
3 4 0 2 2 3 4 24
7. Evaluate xy x y dx dy taken over the region enclosed by the curve yx and y x 2 .
Solution:
Solving the equations y x ' and ' y x 2 . we get x2 x x x 1 0 x 0 or 1 which gives
x
2 y 2 xy 3
1
= x
x 0
2 3 y x2
1
x4 x4 x6 x7
= 2 3 2 3 dx
x 0
1
x 5 x 5 x 7 x8 3
=
2 3.5 2.7 3.8 0 56
y f1 x ' and ' y f2 x for the values of x between a and b. For changing its order one should
sketch the region of integration. From the sketch, the new limits x and y should be determined as usual.
In a double integral with the variable limits, the change of order of integration changes the limits of
integration. While doing so sometimes it is required to split up the region of integration and the given
integral is expressed as the sum of a number of double integrals with the changed limits. Note that the
change of order of integration does not in any way affect the value of the area. Sometime it is possible
to evaluate the integrals very easily by changing the order of integration. This method is explained in
the following example very clearly.
x
a a
x y 2 dy dx
2
1. Change the order of integration in the integral
x 0 x
a
and hence evaluate it.
x
a a
Solution: Let I x y 2 dy dx
2
x 0 y x
a
x x
The point of intersection of y with y
a a
2
For the change of order of integration, y varies from 0 to 1 and x varies from ay to ay.
1 ay ay
x3
1
I x y dy dx = y 2 x
2 2
dy
y 0 x ay 2
X 0 y ay 2 3
1
a3 y 3 3 a y
3 6
4
a3 a
= ay ay dy
y 0 3 3 28 20
4 a 2 ax
2. Change the order of integration and hence evaluate xydy dx
0 x2
4a
4 A 2 aax
Solution: Let I
X 0 y x2
xydy dx
4a
x2
Given limits are x=0 and y to 2 ax or x 0' to ' x 4a and x 4ay to y 4ax. Now we
2 2
4a
can draw the required region.
The two parabolas y 2 4ax and x 2 4ay intersect at 0,0 and 4a,4a .
y2
For the change of order of integration the new limits are y 0 to 4a and x to x 2 ay
4a
2 ay
4 aa 2 ay
x2 4a
I
y 0
xy dx dy y
y 0 2 y 2
dy
x y
2
x
4a 4a
1
4a
y4 1
4a
y3
2 y0 2 y0
= 2
16a 2 16a 2
y 4 ay dy 4 ay dy
1 4a 4a
4a 6
1 y3 y6
3
= 4a 4a
2 3 6 16a 2 0 2 3 96a 2
1 x
3. Evaluate
x 0 y x
xy dy dx
y x to y x i.e., y x is a parabola.
2
and y varies from
1 1
y y 2 y 4 dy y 3 y 5 dy
1 1
=
20 20
1
1 y4 y6 1 1 1 1
=
2 4 6 0 2 4 6 24
1 z x z
4. Evaluate x y z dz dy dx
1 0 x z
Solution:
1 z x z
Let I x y z dz
Z 1 x 0 y x z
dy dx
x z
1
y2
z
I xy zy dz dx
z 1 x 0 x x z
2
1 z
1
= x z 2z 2 4xy dz
z 1 x 0
dx
z
x2 z 2 x2 z
1 1
z3 3 z3 1
I 2 z x dx 2 z dz 2 z 3dz 0
1
2 2 0 1
2 2 1
1 1 x 2 1 x 2 y 2
5. Evaluate
0 0
0
xyz dx dy dz
Solution:
1 1 x2 1 x2 y 2
Let I
x 0 y 0
z 0
xyz dx dy dz
1 1 x 2
z2
1 x 2 y 2 1 1 x 2 1 x 2 y 2
= xy xy dx dy
x 0 y 0 2 z 0 0 0 2
1 1 x 2
1
= xy x3 y xy 3 dx dy
20 0
1 x 2
1 xy 2 x3 y 2 xy 4
1
=
4 0
dx
20 2 2
1
1 x2 2 x4 x6
1
1 1
= x 2 x x
3 5
80 8 2 4 6 0 48
a x x y
e
x y z
6. Evaluate dz dy dx
0 0 0
Solution:
a x x y
Let I e x y z dz dy dx
0 0 0
a x x y a x x y
=
x 0 y 0 z 0
e x y z dz dy dx =
x 0 y 0 z 0
e x . e y . e z . dz dy dx
a x a x
x y
e . e . e z . dx dy e .e . e e0 dx dy
x y
x y
x y
0
x 0 y 0 x 0 y 0
x
a x
2 x e2 y x y a
e .e e .e dx dy e .
2x 2y x y
e .e dx
x 0 y 0
x 0 y 0
2
a
e 4 x 2 x e 2 x x
e e dx
x 0 2
2
a
e4 x e2 x e2 x x e4 a e2 a e2 a a 1 1 1
e e 1
4 2 2 2 2 0 8 2 4 8 2 4
e4 a 3e2 a a 3
e
8 2 8
c b a
x y 2 z 2 dz dy dx
2
7. Evaluate
c b a
Solution:
c b a
I x y 2 z 2 dz dy dx
2
Let
c b a
a
c b
z3
x 2 z y 2 z dy dx
x c y b
3 a
c b
2 a3 a3
x a a y 2
a a dy dx
x c y b 3 3
b
c
y 3 2a 3
2ax 2 y 2a y dx
c b
3 3
2
c
b 3 b 3 2a 3
2ax b b 2a b b dx
c 3 3 3
c
x3 4ab3 4a 3b
4ab .x
3 c
.x
3 3
c3 c3 4ab3 4a3b
4ab c c c c
3 3 3 3
Sometimes the evaluations of a given double integral become more convenient by changing the
variables. By changing the variables, a given integral can be transformed into a simpler form involving
new variable.
Let the variables x,y be changed to new variables u,v by using the transformations
x f u, v , y y u, v .
Then, f x, y dx
R xy
dy f u, v u, v |J| du
Rxy
dv
x, y
Where J = 0 is the Jacobian of x and y w.r.t u and v.
u, v
x x
x, y r cos r sin
J r
r , y y r sin r cos
r
f x, y dx
Rxy
dy f r , |J| drd f r , r
Rro Rr 0
dr d
x r sin cos
y r sin sin
z r cos
Then f x, y, z dx
v
dy dz f r , , |J| dr
v
d d
1. dx dy
R
Area of the region R in the Cartesian form.
5. Volume of a solid (in polars) obtained by the revolution of a curve enclosing an area A
V 2 2 sin dr d
A
x2 y2
1. Find the area of the ellipse 2 2 1 by double integration
a b
Area A dxdy
A
b 2 2
a x
a a
dydx 4 y 0 a
a a2 x2
b
A 4 A1 dx
x 0 y 0 x 0
x 2 a2 x
a x dx
2 2
a x sin 1
2
2 2 a
a
4b x a 2 x 2 a 2 1 x
a
a 2 2
4 a x dx sin
x 0
b a 2 2 a
0
4b a2 4b a 2
a
0 sin 1
sin 1
0 a . 2 . 2 absq.units.
2
Note: The area of the circle x2 y 2 a2 by double integration is a 2 , this is a particular case of the
example when b a.
2. Find by double integration the area enclosed by the curve r a 1 cos between 0 and
.
Solution:
Area A = r dr d
write r varies from 0 to a 1 cos and from 0 to .
a 1 cos
i.e., A
0
r 0
r dr d
a 1 cos
r2 1
= d a 2 1 cos d
2
0 2 0 2 0
2
a2
=
2 0
2 cos 2 d 2a 2 cos 4 d
2 0 2
Put and varies from 0 to
2 2
2 2
A 2a cos 4a cos .d
2 4 2 4
0 0
3 1 3 a 2
4a 2 . . . sq.units
4 2 2 4
Show that the area between the parabolas y 4ax and x 4ay is a3 .
2 4
3.
3
Solution:
Solving the equations y 2 4ax and x 2 4ay, it is seen that the parabolas intersect at
O(0,0) and A(4a,4a). As such for the shaded area between these parabolas x varies from 0 to 4a and y
x2
varies from P to Q i.e y to y2 ax . Hence the
4
4a 2 ax 4a
x2
Required Area = dydx 2 ax dx
0
0 x2
4a
4a
4a
2 3 1 x3 32 2 16 2 16 2
= 2 a. x 2 . a a a
3 4a 3 0
3 3 3
Since the cardioid is symmetrical about the x-axis, volumes generated by the upper and the lower halves
overlap. As such we consider the revolution of the upper half only for which r varies from 0 to a(1-
cos ) and varies from 0 to .
a 1 cos
Required volume of revolution 2
0 0
r 2 sin dr d
a 1 cos
r3 2
2 sin d sin .a 3 1 cos d
3
o 3 0 3 o
2 a3
1 cos sin d
3
=
3 0
2 a3 1 cos 4 a3 a3 4 8 3
.2 a
4
1 cos
3 4 0 6 6 3
We have dx dy dz r 2 sin dr d d
Also the volume of the sphere is 8 times the volume of its portion in the positive octant for which r
varies from 0 to a, varies from 0 to and varies from 0 to . z
2 2
a 2 2
Volume of the sphere 8 r
2
sin dr d d
0 0 0
a 2 2
r dr. sin d . d
2
0 0 0
a
r3 /2 a3 4
8. cos 0
. 4 . . 0 1 a 3
3 0
2 3 3
planes x 0, y 0, z 0 and x y z 1.
Solution:
Let, x y z 1 z 1 x y
At z 0, x y z 1 x y 1 y 1 x
For y 0, z 0, x y z 1 x 1
x varies from x 0 to 1
1 1 x 1 x y
x y z dx dy dz = x y z dz dy dx
R x 0 y 0 z 0
1 1 x 1 x y
z2
x y z dx dy
x 0 y 0 2 z 0
1 x
1 1 x
1 x y
1 3
1
1 x y dx dy y
2
dx
2 x 0 y 0 2 x 0 3
y 0
1
1 3x 2 x 4
1
1 1
x0 6
3
2 3 x x dx
6
2 x
2
4 0 8
Exercise
a x x y
e
x y z
1. Evaluate dzdydx
0 0 0
a b c
x
2
2. Evaluate y 2 z 2 dxdydz
0 0 0
1 Z xZ
3. Evaluate ( x y z)dydxdz
1 0 X Z
a b c
(x y 2 z 2 )dydxdz
2
4. Evaluate
a b c
a 2 2
b y
b b
5. Change the order of integration and evaluate
0 0
xy dxdy
1 x
6. Evaluate xy dxdy
0 x
by changing the order of integration
a
1 x 2
1 b
7. Change the order of integration and evaluate
0 0
y 2 dxdy
x
a a
(x y 2 )dxdy
2
8. Change the order of integration and evaluate
0 x
a
1 2 x
9.
Evaluate
0 x2
xy dxdy by changing the order of integration
e
( x2 y 2 )
10. Change into polar coordinates and evaluate dxdy
0 0
16 2
11. Show that the area between the parabolas y 2 4ax and x 2 4ay is a
3
The common method for determining the value of n! is naturally recursive, found by
multiplying 1 ∗ 2 ∗ 3 ∗ ... ∗ (n − 2) ∗ (n − 1) ∗ n, though this is terribly inefficient for large n. So, in the
early 18th century, the question was posed: As the definition for the nth triangle number can be
explicitly found, is there an explicit way to determine the value of n! Which uses elementary algebraic
operations? In 1729, Euler proved no such way exists, though he posited an integral formula for n!
Later, Legendre would change the notation of Euler‟s original formula into that of the gamma function
that we use today. While the gamma function‟s original intent was to model and interpolate the factorial
function, mathematicians and geometers have discovered and developed many other interesting
applications. In this paper, I plan to examine two of those applications. The first involves a formula for
the n-dimensional ball with radius r. A consequence of this formula is that it drastically simplifies the
discussion of which fits better: the n-ball in the n-cube or the n-cube in the n-ball. The second
application is creating the psi and poly functions, which will be described in more depth later, and allow
for an alternate method of computing infinite sums of rational functions.
Here in this topic, we study two special functions namely Beta function and Gamma function
which help us to evaluate certain definite integral which are either difficult or impossible to evaluate by
various known methods.
1
m, n ie., m, n x m1 1 x
n 1
dx.
0
e
x
(ii) The integral x n 1dx for n >0 is known as Gamma function and is denoted by
0
n. i.e., n e x x n 1dx 0
1 1.
1. Prove that
Solution:
Let n e x x n 1dx
0
1 e x x0 dx e0 0 1 1
Solution:
Let n e x x x 1dx
0
n 1 e x x n dx (Integrating by parts)
0
e x e x n x n1 dx
x n
0
0
As the first term vanishes on the R.H.S for the limits 0 to , we get,
n 1 n e x x x1dx n n if n 0
0
n 1 n n n n 1 n 1
1 1
3. Prove that m, n n, m
1
Solution: Let m, n x m1 1 x
n 1
0
x
a a
f x dx f a x dx
0 0
1
n 1
1 x 1 1 x
m 1
dx
0
1
n 1
1 x 1 1 x
m 1
dx
0
1
1 x x n 1dx n, m
m 1
y m1
4. Prove that m, n 1 y m n
dy =
0
1
Solution: Let m, n x m 1 1 x
n 1
0
dx
y dy
Putting x when x 0, y 0; x 1, y and dx
1 y 1 y
2
y m1 1 dy
m, n . .
1 y 1 y 1 y
m 1 n 1 2
0
y m1
1 y
m n
0 dy
Prove that n 2 et t 2 n 1dt
2
5.
0
Solution: We have n e x x n 1dx
0
Put x t 2 dx 2tdt
n 2 et t 2 n2tdt
2
mn
To prove that m, n
m n
We have n et t 2 n1.dt
2
m 2 e x x 2 m1dx
2
…….(1)
0
Similarly n = 2 e y y 2 m1dy
2
……(2)
0
m n 4 e x dx e y y 2 n1dy
2 m1 2
0 0
x2 y 2 x 2 m1 y 2 n1dx dy
=4 e
0 0
In the above integral x and y vary from 0 to , x, y may be taken as the co-ordinates of any point in the
first quadrant. By putting x=r cos , y r sin we are transforming Cartesian into polar and in that
case, dxdy r dr d and the first quadrant can be covered by taking limits from 0 to for r and 0 to
for .
2
2
m n 4 e r r cos r sin
2 m 1 2 n 1
r dr d
2
0 0
2
2 m n 1
4 e r r cos 2 m 1 sin 2 n 1 dr d
2
0 0
r 2 2 m n 1 2
2 e r dr 2 cos 2 m1 sin 2 n 1 d
0 0
We get, m n m n m, n
m n
m, n
m n
1. Show that 1 2
Solution:
m n
We have , m, n
m n
2
m n
2 sin cos
2 m 1 2 n 1
0
m n
Put m n 1
2
2
2 sin
1
2 1
d
2 12
1
1 1
2
0
2 2
2
2 2
2
0
d 1
2
2
1
2
1
2. Prove that
i m,
1
2
2 m 1
m, m ,
2
ii m m 1 2 2 1
2m (Duplication formula)
2
Solution:
2
We have m, n 2 sin cos
2 m 1 2 n 1
(i) d . . . .(1)
0
1
2
1
Put n m, 2 sin
2 m 1
d ... (2)
2 2 0
2
Put n m m, m 2 sin cos
2 m 1 2 m 1
d
0
2
22 m 1
m, m 2 2 m 1
sin cos
2 m 1
d
0
2
2
2
sin 2
2 n 1
2 m 1
d
2 0
Let 2 and limits 0 0 and
2
d
d
2 2
2 d
sin
2 m 1
m 1
2 0
2
2
1
.2 sin
2 m 1
2 m 1
.d (Using(2))
2 0
1 1
m, m 2 m 1
. m,
2 2
ii
m m 1 m 2
2 m1 .
1
m m 2 m 1
2
1
m m 1 2 m1 2m
2 2
2
sin
p
3. Evaluation of x cos9 x dx
0
Solution: We know that the beta function can be expressed as
2
m, n 2 sin 2 m 1 cos 2 n 1 d
0
2
1 p 1 q 1
sin x cos q xdx
p
,
0
2 2 2
p 1 q 1
=
2 2
pq2
2
2
(Using relation between beta and gamma functions)
2
4. Evaluate
0
cot .d in terms of Gamma functions.
p 1 q 1
2
1 1 2 2
1
1 1
Put p and q
2 2
1 1 1 1
2 2
1 2 2 1 1 3
2 1 1 2 4 4
2 2 1
2
1 1 1
1
2 4 4
1
n 1 n
4
= =
2 sin 1 sin / 4 2
1 dx
5. Express
0
1 x4
in terms of gamma functions.
1 1
dx sin 2 cos d
2
When x 0, 0, x 1
2
1 1
1
2 sin 2 cos .d
dx
2
0 1 x4 0 1 sin 2
2
1 1
=
2 sin
0
cos 0 d
2
(m= 1
2,
n 0)
1 1 0 1
2
1 1 1
1 1 22 2 4
.
1 2 2
2 2 1 0 4 3 4 3
2 1 4 4
2
2 2
1
6. Show that 0
sin d
0 sin
d
2 2
1
sin d sin
1
Solution: Let LHS 2 2
d
0 0
1 2 12 2
1
2 sin cos d 2 sin 2 cos 0 d
0
4 0 0
1
Put p , q 0 and using formulae
2
3 1 1 1
1 4 4 4 2
4 5
3
4 4
n 1 n n , 1 1 1 1
4
4 4
1 1 1
1 2 4 2
4 1 1
4 4
Exercise
/2
1. Express 0
cot d in terms of Beta function and hence evaluate
dx
2. Express 1 x
0
4
in terms of Beta function and hence evaluate
3. Show that
xe dx x e dx
x 3
2 x 4
0 0 16 2
/2 /2
d
4. Using Beta and Gamma functions evaluate
0
sin d
0 sin
1
x2
1
1
0 1 x4
dx
0 1 x4
dx
4 2
5. Show that
1 1
dx dx
6. Express the integral in terms of gamma function. Hence evaluate
0 1 xn 0 1 x2 3
1
dx
7. Evaluate using gamma and beta functions 0 1 x4
MODULE –IV
I. Introduction
I. Introduction
A simplified real world example of a differential equation is modeling the acceleration of a ball
falling through the air (considering only gravity and air resistance). The ball's acceleration
towards the ground is the acceleration due to gravity minus the acceleration due to air
resistance. Gravity is a constant but air resistance is proportional to the ball's velocity. This
means the ball's acceleration is dependent on its velocity. Because acceleration is the derivative
of velocity, solving this problem requires a differential equation.
Differential equations arise in many areas of science and technology; whenever
a deterministic relationship involving some continuously changing quantities (modeled by
functions) and their rates of change (expressed as derivatives) is known or postulated. This is
well illustrated by classical mechanics, where the motion of a body is described by its position
and velocity as the time varies. Newton's Laws allow one to relate the position, velocity,
acceleration and various forces acting on the body and state this relation as a differential
equation for the unknown position of the body as a function of time. In many cases, this
differential equation may be solved explicitly, yielding the law of motion.
Differential equations are mathematically studied from several different perspectives, mostly
concerned with their solutions, functions that make the equation hold true. Only the simplest
differential equations admit solutions given by explicit formulas. Many properties of solutions
of a given differential equation may be determined without finding their exact form. If a self-
contained formula for the solution is not available, the solution may be numerically
approximated using computers. The theory of dynamical systems puts emphasis on qualitative
analysis of systems described by differential equations, while many numerical methods have
been developed to determine solutions with a given degree of accuracy.
Separation of variables is a technique commonly used to solve first order ordinary differential
equations. It is so-called because we rearrange the equation to be solved such that all terms
involving the dependent variable appear on one side of the equation, and all terms involving the
independent variable appear on the other. Integration completes the solution. Not all first order
equations can be rearranged in this way so this technique is not always appropriate. Further, it
is not always possible to perform the integration even if the variables are separable. In this
Section you will learn how to decide whether the method is appropriate, and how to apply it in
such cases. An exact first order differential equation is one which can be solved by simply
integrating both sides. Only very few first order differential equations are exact. You will learn
how to recognize these and solve them. Some others may be converted simply to exact
equations and that is also considered Whilst exact differential equations are few and far
between an important class of differential equations can be converted into exact equations by
multiplying through by a function known as the integrating factor for the equation. In the last
part of this Section you will learn how to decide whether an equation is capable of being
transformed into an exact equation, how to determine the integrating factor, and how to obtain
the solution of the original equation.
df 2 x dx x dy y dx 2 y dy dx dy 0
i.e., 2x y 1 dx x 2 y 1 dy 0
M ( x, y ) 2 x y 1 and N x, y x 2 y 1 then
In other words, if
d f x, y M x, y dx N x, y dy
M x, y dx N x, y dy 0
M x, y dx N x, y dy d f x, y
Then we can simply conclude that the solution of the equation is f x, y c. Thus we say that
M x, y dx N x, y dy 0 is an exact differential equation if there exists a function f x, y
such that df M x, y dx N x, y dy.
How to identify that the given equation is exact? If so what is its solution? These two
questions are answered in the following theorem.
Statement: The necessary and the sufficient condition for the differential equation
M N
M x, y dx N x, y dy 0 to be an exact equation is
y x
Mdx N y dy c
Where, in the first term we integrate M x,y w.r.t 'x'keeping y fixed and N y indicate the
terms in N without x (not containing x).
Worked Examples
M N
1' and ' 1
y x
M N
Since , the given equation is exact.
y x
2 x y 1dx 2 y 1dy c
x 2 xy x y 2 y c
2. Solve:
y 3
3x2 y dx x3 3xy 2 dy 0
M N
3 y 2 3 x 2 ' and ' 3 x 2 3 y 2
y x
M N
Since , the given equation is exact.
y x
The solution is M dx N y dy c
I.e. f y3 3x 2 y dx 0 dy c
y 3 .x x 3 y c
M N
6 x 2 y 6 xy 2 and 6 x 2 y 6 xy 2
y x
M N
Since , the given equation is exact.
y x
dy x 3 y 4
4. Solve: 0
dx 3x 9 y 2
x 3y 4 dx 3x 9 y 2 dy 0
Let M x 3 y 4 and N 3x 9 y 2
M N
3 and 3
y x
M N
Since , the given equation is exact.
y x
x2 9 y2
I.e. 3xy 4 x 2y c
2 2
M N
1 1 x sin y And 1 1 x sin y
y x
M N
Since , the given equation is exact.
y x
The solution is
Mdx N y dy c
ie., y 1 1 x cos y dx 0 dy c
The solution is
M dx N y dy c
ie., y cos x sin y y dx 0dy c
dy y cos x sin y y
7. Solve: 0
dx sin x x cos y x
M N
cos x cos y 1 and cos x cos y 1
Y x
M N
Since , the given equation is exact.
y x
M N
Since , the equation is exact.
y x
9.Solve : ye xy dx xe xy 2 y dy 0
Let M ye xy , N xe xy 2 y
M N
ye xy x e xy ; xe xy y e xy
y x
M N
Since
y x
Solution is given by
Mdx N y dy c
e xy
ie., ye dx 2 ydy c ie., y
xy
y2 c
y
Thus e xy y 2 c, Is the required solution.
10.Solve y 2 e xy 4 x3 dx 2 xye xy 3 y 2 dy 0
2 2
Let M y 2e xy 4 x3
2
and N 2 xye xy 3 y 2
2
M N
y 2 .e xy .2 xy e xy .2 y, 2 xye xy . y 2 e xy .2 y
2 2 2 2
y x
M
2 xy 3e xy 2 ye xy
2 2
N
2 xy 3e xy 2 ye xy
2 2
y And
x
M N
Since , the given equation is exact.
y x
ie., y 2e xy 4 x3 dx 3 y 2 dy c
2
2
e xy
ie., y 2 . 2
x4 y3 c
y
Thus e xy x 4 y 3 c Is the required solution
2
.Exercise
1. Solve
2. Solve
3. Solve
4. Solve
5. Solve
6. Solve
7. Solve
A differential equation is said to be linear if the dependent variable and its derivative occurs in
the first degree only and they are not multiplied together.
dy
Py Q . . . . .(1)
dx
Where P and Q are functions of x only is called a linear equation „y‟ and we shall solve the
same.
Multiplying (1) by e
Pdx
we have,
d Pdx
e P ye Qe Pdx
Pdx dy Pdx Pdx
or e y Qe
dx dx
e y Qe
Pdx Pdx
dx c
Thus ye Qe
Pdx Pdx
dx c
dx
An equation of the form; Px Q Where P and Q are functions of „y‟only is called a linear
dy
equation
in x.
The solution can simply be written by interchanging the role of x and
xe Qe
Pdy Pdy
dy c
Note:
1. When the DE is in the linear form, we assume the solution in the appropriate form and
present the
solution of the given equation.
The terms e e ' and ' e
Pdx Pdy
2. are called Integrating Factors.
Worked examples
dy
y cot x cos x
11. Solve: dx
dy
y cot x cos x
dx
dy
Is of the form Py Q, where P cot x and Q cos x
dx
IF e e e sin x
Pdx cot xdx log sin x
.We now proceed to discuss Bernoulli‟s differential equation, whose solution is obtained by
reducing it to the linear form of DE.
dy
The DE of the form: Py Qy ", where P and Q are functions of x is called as Bernoulli‟s
dx
differential equation in y.
1 dy
n
Py1 n Q
y dx
put y1 n t
dy dt
1 n y n
dx dx
1 dy 1 dt
Or
y dx 1 n dx
n
1 dt
Hence (1) becomes,
1 n dx
1 dt
Hence (1) becomes, Pt Q
1 n dx
dt
Or 1 n P.t 1 n Q, Which is a linear equation in‟t‟.
dx
dx
Similarly Px Qx n , where P and Q are function of y is called Bernoulli‟s equation in x.
dy
We first divide by x n and later put x1n t
WORKED PROBLEMS-Set 7
dy y
12. Solve: y2 x
dx x
1 dy 1 1 1 dy dt
2
x Put i
y dx yx y y 2 dx dx
dt t dt t
Hence (1) becomes x or x
dx x dx x
dt 1
This equation is a linear equation of the form Pt Q Where P
dx x
and Q x
1
IF e e x c log x
Pdx dx 1
x
1 1
ie., t. x. dx c
x x
1
Thus x c, is the required solution.
xy
dy 1 1 3 y3
13. Solve: 1 y 0
dx 2 x x
1 dy 1 1 1 3
1 . . . . .(1)
y 3 dx 2 x y 2 x
1 2 dy dt 1 dy 1 dt
Put 2
t 3 or 3
y y dx dx y dx 2 dx
1 dt t 1 3
Hence 1 becomes 1
2 dx 2 x x
dt 1 6
1 t
dx x x
dt 1 6
This equation is of he form Pt Q W where P 1 And Q=
dx x x
1
1 dx
IF e e x e x .x
Pdx
xe x
Thus 6e x c , is the required solution.
y2
dy sin x cos 2 x
14. Solve: y tan x
dx y2
dy
y2 y 3 tan x sin x cos 2 x . . . .(1)
dx
dy dt dy 1 dt
Put y 3 t 3 y 2 or y 2
dx dx dx 3 dx
1 dt
Hence (1) becomes t tan x sin x cos 2 x
3 dx
dt
Or 3tan x.t 3sin x cos 2 x
dx
dt
Pt Q, Where P=-3tanx and Q 3sin x cos 2 x
dx
IF e e
'3tan xdx
e3logsec x sec x cos3 x
Pdx 3
u6
t cos3 x c
2
cos 6 x
y cos x c is the required solution.
3
Thus
2
dr
15. Solve: r sin cos r2
d
dr
We have cos r sin r 2
d
cos dr 1
Dividing by r 2 we get, sin 1 -------------- (1)
r 2 d r
1
Put y and differentiate w.r.t „ ‟
r
1 dr dy
And hence (1) becomes
r 2 d d
dy dy
cos y sin 1 or tan y sec
d d
dy
This is of the form, Py Q where
d
Here I .F e e
Pd tan d
elogsec sec
Solution is given by r ( I .F ) Q( I .F ) d c
r sec sec2 d c
r sec tan c
Exercise
1. Solve
2. Solve
3. Solve
4. Solve
5. Solve
Orthogonal Trajectories
Basically we know that, two curves intersect each other orthogonally if the tangents at the point
of intersection are at right angles. Further we know from differential calculus that, for a
dy
Cartesian curve y f x , m represents the slope of the tangent.
dx
dy
In order to show that two curves intersect orthogonally we simply obtain for the two curves
dx
say m1 , m2 and establish m1m2 1 being the condition for two lines to be perpendicular. In
fact the Orthogonality of two polar curves also has been discussed in Module-1
With the knowledge of different equations, given a family of curves it is possible to determine
another family of curves which intersects each member of the given family orthogonally and
we discuss this concept in detail.
Definition: If two families of curves are such that every member of one family intersects every
member of the other family at right angles then they are said to be orthogonal trajectories of
each other.
We differentiate w.r.t x and eliminate the parameter c. The equation so obtained is called as the
differential equation of the given family.
dy
We know that if tan is the slope of a given line then the slope of the line perpendicular
dx
1 dy
to it is . Accordingly in the differential equation of the given family we shall
tan dx
dy dx
replace by to arrive at a new differential equation. Solving this new differential
dx dy
equation we get the orthogonal trajectories of the given family of curves.
Self-orthogonal family: If the differential equation of the given family remains unaltered after
dy dx
replacing by then the given family of curves is said to be self-orthogonal.
dx dy
d
We know that tan r for a polar curve where is the angle between the radius vector
dr
and the tangent. 2 1 900 is the condition for two polar curves to be orthogonal.
1
I.e. tan 2 cot 1 or tan 2
tan 1
d d
But tan 1 r for the given curve and tan 2 r for the orthogonal curve at the same
dr dr
point.
d 1
r for the curve to be replaced by
dr d
r
dr
d dr
r 2 to be replaced by or vice-versa.
dr d
In other words, we have to differentiate f r, , c 0 w.r.t and eliminate c to obtain the D.E
dr d
of the given family. We have to replace by r 2 to obtain the new DE and solve the
d dr
same to obtain the required orthogonal trajectories.
Worked Problems
y2
Consider 4a ----------------- (1)
x
(if the parameter is on one side of the equation exclusively, then the same gets eliminated once
we differentiate)
Now differentiating (1) w.r.t x we have
dy
x.2 y y 2 .1
dx dy
2
0 Or 2 xy y 2 0
x dx
dy
I.e. 2 x y 0, is the DE of the given family.
dx
dy dx dx
Replacing by we have, 2 x y 0 or 2 xdx ydy 0
dx dy dy
y2
2xdx ydy c ie. x 2 c or 2x2 y 2 2c k say
2
x2 3 y 2 3 a2 3 Consider x 2 3 y 2 3 a 2 3
2 1 3 2 1 3 dy
.x . y 0
3 3 dx
dy
Ie., x 1 3 y 1/3 0 , is the D.E of the given family.
dx
dy dx
Replacing by we have,
dx dy
dx
x 1 3 y 1 3 0 i.e. x 1 3 dy y 1 3 dx
dy
y1 3dy x1 3dx c
y4 3 x4 3 4c
I.e. c or x 4 3 y 4 3 k say
4 3 4 3 3
y2
We have 3 c
x
dy
x3 .2 y y 2 .3x 2
dx dy
6
0 Or 2 x3 y 3x 2 y 2
x dx
dy dy dx
I.e. 2 x 3 y Replacing by we have,
dx dx dy
dx
2x 3 y
dy
2 xdx 3 ydy c
3y2
I.e. x 2 c or 2x2 3 y2 2c k say
2
19. Show that the family of curves x 3 3 xy 2 c1 and y 3 3 x 2 y c2 are orthogonal trajectories
of each other.
dy
3 x 2 3 x.2 y y 2 0
dx
dy
I.e. x 2 y 2 2 xy , is the D.E of the given family.
dx
dy dx dx
Replacing by we have, x 2 y 2 2 xy
dx dy dy
Or 2 xydx x2 y 2 dy 0
M N
Let M 2 xy and N x 2 y 2 2 x and 2 x.
y x
y3
Ie., 2xydx y dy c x y
2 2
c or 3x 2 y y 3 3c
3
20. Show that the orthogonal trajectories of a family of circles passing through the origin
having their centers on the x-axis is a family of circles passing through the origin having their
centre‟s on the y-axis.
x a y 0 a2
2 2
Differentiating w. r. t x we have,
dy
2 x 2aa 2 yy1 0 Where y1
dx
x2 2 x yy1 x y 2 0
dy dx dx
Now let us replace y1 by y 2 x2 2 xy
dx dy dy
dx x 2 y 2
Or which is a homogeneous equation.
dy 2 xy
2
dx dv dv v 2 1
Put x vy v y Hence v y y
dy dy dy 2vy 2
I.e. y
dv v 2 1
v or y
dv
1 v 2
dy 2v dy 2v
2vdv dy
by separating the variables.
1 v 2
y
x x2
I.e., log 1 v 2 y log k say where v 1 2 y k
y y
x2 y 2 2by 0 or x2 y b b2 0
2
I.e. x2 y b b2 This is the equation of the family of circles passing through the origin
2
x2 y2
1, Where is the parameter
a 2 b2
x2 y2
We have 2 1 ------------ (1)
a b2
2 x 2 yy1 dy
2 0, Where y1
a 2
b dx
x yy
I.e. 2 1 ------------(2)
a 2
b
x2 y2 x2 a2 y2
Also from (1) 2 1 2 0r 2 ------------(3)
a b a2 b
x yy x y
21 or 2 1
x a
2 2
y x a 2
y
dy dx
Now let us replace y1 by
dx dy
x 1 dx
x a
2 2
y dy
Or y1 dy
x 2
dx
a2
x
by separating the variables .
dx
ydy xdx a 2 c
x
y 2 x2
a 2 log x c
2 2
OR
Consider x 2 y 2 2 x c 0 . . . (1)
x 2
y 2 2 x y y1 x c 0
x2 y2 c
y1
2 xy
dy dx
Now replacing y1 .by. we have
dx dy
dx x 2 y 2 c dx
or
x
y2 c
dy 2 xy dy 2 y 2 xy
dx x 2 c
2x y ……(2)
dy y y
dx dt
Now put x 2 t 2 x
dy dy
dt t c
Hence (2) becomes y
dy y y
dt 1 c
Pt Q, where P and Q y
dy y y
1
y dy
Hence IF e
Pdy 1
e e log y
y
The solution is t ( IF ) Q( IF ) dy c1
t c1
Ie., y dy c1
y y y
t 1
ie., dy c 2 dy c1
y y
x2 c
ie., y c1 or x 2 y 2 c c1 y
y y
Consider y 2 4a x a . . .(1)
dy yy1 dy
2y 4a a where y1
dx 2 dx
yy
y 2 2 yy1 x 1 or y 2 xy1 yy12
2
1
Now replacing y1 by , (2) becomes
y1
2
1 1 2 x y
y 2 x y or y 2
y1 y1 y1 y1
The DE. Of the orthogonal family which is same as (2) being the DE. Of the given family.
Wehave r a 1 sin
1 dr cos
0
r d 1 sin
dr d
Replacing by r 2 we get,
d dr
1 2 d cos
r
r dr 1 sin
d cos 1 sin dr
r or d by separating the variables.
dr 1 sin cos r
dr 1 sin
Hence r
cos
d c
We have 2a r 1 cos
log 2a log r log 1 cos
Differentiating w .r .t „θ’
1 dr sin
r d 1 cos
dr d
Replacing by r 2 and simplifying RHS we have
d dr
1 2 d 2sin 2 cos 2
r
r dr 2sin 2 2
d dr
r cot 2 or tan 2 d
dr r
dr
tan 2 d c
r
log sec 2
log r c
1 2
log r sec2 2 log b say
Or r sec2 2 b or r cos2 2 b
This is the required equation of the orthogonal trajectory which can also be put in the form:
1
r. 1 cos b or r 1 cos 2b
2
r n cos n a n
We have r n cos n a n
n log r log cos n n log a
n dr sin n 1 dr
0 tan n
r d cos n r d
dr d
Replacing by r 2 we have,
d dr
1 2 d d
r tan n or r tan n
r dr dr
d dr
By separating the variables.
tan n r
dr
r
cot n d c
1
Ie. log r log sin n c or n log r log sin n nc
n
r n a n cos n
r n a n cos n
n log r n log a log cos n
n dr n sin n 1 dr
or tan n
r d cos n r d
dr d
Replacing by r 2 we get
d dr
1 2 d d
r tan n or r tan n
r dr dr
d dr dr
cot n d c
tan n r r
1
I.e, log r log sin n c or n log r log sin n nc
n
rn
log k say r k sin n
n
I.e, log
sin n
We have r a cos2 2
1 dr 1 1
0 2. . sin 2 .
r d cos 2 2
1 dr
tan 2
r d
dr d
Replacing by r 2 we have,
d dr
1 2 d
r tan 2
r dr
d
ie., r tan 2
dr
dr
Or cot 2 d by separating the variables
r
dr
cot 2 d c
r
log r 2logsin 2 c
r
log 2 log b say
sin 2
29. Find the orthogonal trajectories of the family of curves , r 4a sec tan .
1 dr tan 2 sec 2
r d tan
dr d
Replacing by r 2 we have,
d dr
1 2 d tan 2 sec 2
r
r dr tan
tan dr
Or d by separating the variables
tan sec
2 2
r
dr tan
d c
r tan sec2
2
sin cos
log r d c
sin cos 2 1 cos 2
2
30. Using the concept of orthogonal trajectories show that the family of curves
r a sin cos and r b sin cos intersect each other orthogonally.
cos sin dr
d By separating the variables.
cos sin r
dr cos sin
d c
r cos sin
r
log log k say
cos sin
r k cos sin or r k sin cos
31. Show that the orthogonal trajectories of the family r 1 cos a is the family
r 1 cos b, where a, b are constants.
Consider r 1 cos a
log r log 1 cos log a
1 dr sin
Differentiating w .r .t „θ‟ we have, 0
r d 1 cos
dr d
Replacing by r 2 and simplifying the second term we have,
d dr
1 2 d 2sin 2 cos 2
r
r dr 2sin 2 2
d dr
r cot 2 Or tan 2 d by separating the variables.
dr r
dr
tan 2 d c
r
ie., log r 2 log sec 2 c
r
log 2 log k say
sec 2
1
r cos 2 2 k or r. 1 cos k
2
Consider r a sin n
n
n dr n cos n 1 dr
0 or cot n
r d sin n r d
dr d
Replacing by r 2 we have
d dr
1 2 d d
r cot n or r cot n
r dr dr
dr
tan n d by separating the variables.
r
dr
r
tan n d c
log sec n
ie., log r c or n log r log sec n nc
n
r n b cos n is the required orthogonal trajectory and we conclude that the given family is
not self-orthogonal.
Exercise
1.
2.
The law states that, “the change of temperature of a body is proportional to the difference
between the temperature of a body and that of the surrounding medium”.
Let t10 c be the initial temperature of the body and t 20 C be the constant temperature of the
medium. Further let T 0C be the temperature of the body at any time t.
dT dT
T t2 Or k T t2
dt dt
Where k is the constant of proportionality and the negative sign indicates the cooling of the
body with the increase of the time.
Since t10 C is the initial temperature of the body, mathematically it is equivalent to the condition
that T t1 when t=0 or T(0)= t1.
dT
k T t2 with the condition T 0 t1
dt
dT
T T2
kdt
t1 t2 ce0 or c t1 t2
T t2 t1 t2 ekt
Or T t2 t1 t2 e kt
Worked Problems
33. A body in air at 250 C cools from 1000 C to 750 C IN 1 MINUTE. Find the temperature of
the body at the end of 3 minutes.
According to the Newton‟s Law of cooling the expression for the temperature function at
any time is
T t2 t1 t2 ekt
50 2 3
75 25 75e k or e k or ek 1.5
75 3 2
34. If the temperature of the air is 30o C and a metal ball cools from 100o C to 70o C in 15
minutes, find
How long will it take for the metal ball to reach a temperature of 40o C.
According to the Newton‟s law of cooling, the expression for the temperature function at
any time t is
T t2 t1 t2 ekt
T=30 +70 e kt
40 4 7
70=30+70e 15k = or e 15k 1.75
70 7 4
1
1.75 15k log 1.75 Or k log e 1.75 0.0373
15 k
e 15
1
40=30+70e 0.0373 t
or e 0373 t
7
log e 7
t= 52.17 52.2
0.0373
Thus we conclude that it will take 52. 2 minutes for the metal ball to reach a temperature of
40oC.
35. A bottle of mineral water at a room temperature of 72o F is kept in a refrigerator where the
temperature is
(i) What is the temperature of the mineral water in another half an hour ?
According to the Newton‟s law of cooling, the expression for the temperature function at
any time t is
T t 2 t1 t2 ekt
T 44 28e kt
30k 30 k 17 28
61=44+28e or e or e 30 k
28 17
28
30k log e 28 /17 k 0.0166
30 k
e 17
Thus the temperature of the mineral water after another half an hour ( 1hr=60 mts) is 54.3oF
Thus we conclude that it will take 93 minutes (about one and half hours) for the cooling of the
mineral water to
Exercise
dy
If y=f(x), we use the notation p throughout this unit.
dx
A 0 p n A1 p n 1 A2 p n 2 An o ------------(1)
Where A0, A2, ... An are functions of x and y. This being a DE of first order, the associated
general solution will contain only one arbitrary constant. We proceed to discuss equation
solvable for p or y or x, wherein the problem is reduced to that of solving one or more
differential equations of first order and first degree. We finally discuss the solution of
Clairaut‟s equation.
Supposing that the LHS of (1) is expressed as a product of n linear factors, then the equivalent
form of (1) is
All these are differential equations of first order and first degree. They can be solved by the
known methods. If F 1 x, y, c 0, F2 x, y, c 0,...Fn x, y, c 0 respectively represents the
solution of these equations then the general solution is given by the product of all these
solutions.
Note: We need to present the general solution with the same arbitrary constant in each factor.
WORKED PROBLEMS
2
dy dy
36. Solve: 7 12 0
dx dx
dy
We have 3 y 3x c or y 3 x c 0
dx
dy
Also, 4 y 4x c or y 4 x c 0
dx
2
dy dy
37. Solve y x y x 0
dx dx
yp 2 x y p x 0
x y x y 4 xy
2
p
2y
p
y x x y
2y
yxx y yxx y
p or p
2y 2y
p 1 or p x y
dy
We have, 1 y x c or y x c 0
dx
dy x
Also, or ydy xdx 0 ydy xdx k
dx y
y 2 x2
2
2
k or y 2 x 2 2k or x 2
y2 c 0
2
dy
38. Solve: xy x 2 y 2 xy 0
dy
dx dx
xy p 2 x 2 y 2 p xy 0
x y2 x y 2 4x2 y 2
2 2 2
p
2 xy
p
x 2
y 2 x2 y 2
2 xy
x2 y 2 x2 y 2 x2 y 2 x2 y 2
p or p
2 xy 2 xy
x y
p or p
y x
p 2 2 py cot x y 2 0 , by data.
2 y cot x 4 y 2 cot 2 x 4 y 2
p
2
2 y cot x 2 y cos ecx
p y cot x cos ecx
2
dy
we have y cot x cos ecx
dx
dy
or cos ecx cot x dx
y
dy
cos ecx cot x dx k
y
c tan x 2
Or log y log where log c k
sin x
c tan x 2 c tan x 2 c c
y
sin x 2sin x 2 cos x 2 2cos x 2 1 cos x
2
y 1 cos x c
dy
Also y cot x cos ecx y cot x cos ecx
dx
dy
Or cot x cos ecx dx
y
dy
cot x cos ecx dx k
y
ie., log y log sin x log tan x 2 k
sin x 2
y.2sin x 2 cos x 2 c
cox x 2
y.2sin2 x 2 c or y 1 cos x c
dy dx x y
40. Solve;
dx dy y x
dy 1 dx
With the notation p , we have
dx p dy
1 x y p2 1 x y
p or
p y x p y x
x y
p2 p 1 0
y x
2
x y x y
y x y x 4
p
2
x y x y
y x y x
y
p ; p x or
2 y x
We have,
dy x
or xdx ydy 0 xdx ydy k
dx y
x2 y 2
k or x 2 y 2 c 0, where c 2k
2 2
dy y dy dx dy dx
Also, or k
dx x y x y x
Exercise
(1)
(2)
(3)
(4)
(5)
(6)
Clairaut’s equation
The equation of the form
y px f p ------------------------(1)
.is known as Clairaut‟s equation.
This being in the form y F x, p , that is solvable for y, we differentiate (1) w.r.t „ x‟
dy dp dp
p x f ( p )
dx dx dx
dp
Or 0 x f p
dx
dp
Or 0 x f p
dx
dp
This implies that 0 and hence p c
dx
Using, p=c in (1) we obtain the general solution of Clairaut‟s equation in the form
y cx f c --------------------------(2)
NOTE:
1. The general solution of Clairaut‟s equation is obtained by simply replacing „p‟ by „c‟.
2. The solution can be written instantly when the equation is in Clairaut‟s form or when the
equation is
Worked Problems
a
41. Solve; y px
p
y cx f c
a
Thus the general solution is y cx
c
a a
0 x 2
x or c 2 c a x
c x
y cx a / c becomes,
Hence
y a x.x a x a or y 2 ax
42. Obtain the general and singular solution of the equation p log px y
p log px y , by data
Or e p px y or y px e p
y cx f c .
0 x ec or ec x c log x
51. Solve p 1 y px 1
2
1 1
We have, y px or y px
p 1 p 1
2 2
This equation being in the form of Clairaut‟s equation y px f p the general solution is
y cx f c
1
Thus the general solution is y cx
c 1
2
43. Show that the equation xp 2 px 1 y 0 is Clairaut‟s equation. Hence obtain the
general and
singular solution.
xp 2 px py 1 y 0, by data
, xp2 px 1 y p 1
xp p 1 1
Ie., y
p 1
1
Or y px ------------------------(1)
p 1
1
Thus the general solution is y cx
c 1
1 1 1 1
0 x c 1 c 1 or c 1
2
or
c 1
2
x x x
1
y 1 x x
x
y x x x or x y 2 x
44. Modify the following equation into Clairaut‟s form. Hence obtain the associated general
and singular solutions.
xp 2 py kp a 0
xp 2 py kp a 0, by data
, xp 2 kp a py
p xp k a a
y or y xp k
p p
a
y px k ----------------------------(1)
p
y cx f c
a
Thus the general solution is y cx k
c
a a a
0 x or x or c 2 c a x
c2 c 2
x
y a x x k a x a or y k 2 ax
Remark: We can also obtain the solution in the method: Solvable for y.
45. Obtain the general solution and the singular solution of the following equation as Clairaut‟s
equation: xp3 yp 2 1 0
xp3 yp 2 1 0 by data
xp 3 1
yp 2 xp 3 1 or y
Ie., p2
1
Ie., y px is in the Clairaut‟s form y px f p whose general solution is
p2
y cx f c
1
Thus the general solution is y cx
c2
2 y 3x
3 23 3
23
or 4 y 3 27 x 2
Equivalently,
46. Solve the equation px y py x 2 p by reducing into Clairaut‟s form, taking the
substitutions X x 2 , Y y 2
dX
X x2 2x
dx
dY
Y y2 2y
dy
dy dy dY dX dY
p and let P
Now, dx dY dX dx dx
1 x
, p .P.2 x or p P
2y y
x
, p P
Y
Consider px y py x 2 p
X X X
ie., P X Y P Y X2 P
Y Y Y
PX Y X
P 1 X 2 P
OR Y Y
2P
, PX Y P 1 2 P Or PX Y
P 1
2P
Y PX is in the Clairaut‟s form and hence the associated general solution is
P 1
2c 2c
Y cX or y 2 cx 2
c 1 c 1
2c
Thus the required general solution of the given equation is y 2 cx 2
c 1
47. Find the general and singular solution of the equation x2 y px p2 y by reducing into
Clairaut‟s form using the substitution X x 2 , Y y 2
X dY
p P, where P
Y dX The given equation
x 2 y px p 2 y becomes,
X X
X Y P X p 2 Y
Y Y
X
Y PX XP 2
Or Y PX p 2
Y Y
0 x 2 2c or c x2 2
x4 x4
y2 or 4 y 2 x4
2 4
p cos y px or cos1 p y px
y cx f c
Exercise
MODULE-5
LINEAR ALGEBRA
I. Introduction
V. Gauss-Jordan Method.
I. Introduction
Linear algebra is central to almost all areas of mathematics. For instance, linear algebra is
fundamental in modern presentations of geometry, including for defining basic objects such as
lines, planes and rotations. Also, functional analysis may be basically viewed as the application
of linear algebra to spaces of functions. Linear algebra is also used in most sciences and
engineering areas, because it allows modeling many natural phenomena, and efficiently
computing with such models. For nonlinear systems, which cannot be modeled with linear
algebra, linear algebra is often used as a first-order approximation.
History
The study of linear algebra first emerged from the introduction of determinants, for solving
systems of linear equations. Determinants were considered by Leibniz in 1693, and
subsequently, in 1750, Gabriel Cramer used them for giving explicit solutions of linear
systems, now called Cramer's Rule. Later, Gauss further developed the theory of solving linear
systems by using Gaussian elimination, which was initially listed as advancement in geodesy.
The study of matrix algebra first emerged in England in the mid-1800s. In 1844 Hermann
Grassmann published his "Theory of Extension" which included foundational new topics of
what is today called linear algebra. In 1848, James Joseph Sylvester introduced the term matrix,
which is Latin for "womb". While studying compositions of linear transformations, Arthur
Cayley was led to define matrix multiplication and inverses. Crucially, Cayley used a single
letter to denote a matrix, thus treating a matrix as an aggregate object. He also realized the
connection between matrices and determinants, and wrote "There would be many things to say
about this theory of matrices which should; it seems to me, precede the theory of determinants".
Linear algebra took its modern form in the first half of the twentieth century, when many ideas
and methods of previous centuries were generalized as abstract algebra. The use of matrices in
quantum mechanics, special relativity, and statistics helped spread the subject of linear algebra
beyond pure mathematics. The development of computers led to increased research in efficient
algorithms for Gaussian elimination and matrix decompositions, and linear algebra became an
essential tool for modeling and simulations
First, using elementary row operations, the matrix A is reduced to echelon form. The number
1 2 4 3
2 4 6 8
1. Determine the rank of the matrix by reducing into echelon form A =
4 8 12 16
1 2 3 4
Solution:
1 2 4 3
2 4 6 8
Let A =
4 8 12 16
1 2 3 4
Operating R2 R2 2R1, R3 R3 4R1, R4 R4 R1
1 2 4 3
0 0 2 2
0 0 4 4
0 0 1 1
1 1
Operating R2 2 R2 , R3 4 R3
1 2 4 3
0 0 1 1
0 0 1 1
0 0 1 1
Operating R3 R3 R2 , R4 R4 R2
1 2 4 3
0 0 1 1
0 0 0 0
0 0 0 0
A 2
Solution:
2 3 1 1
1 1 2 4
Let A =
3 1 3 2
6 3 0 7
Operating R1 R2
1 1 2 4
2 3 1 1
3 1 3 2
6 3 0 7
Operating R2 R2 2R1, R3 R3 3R1, R4 R4 6R1
1 1 2 4
0 5 3 7
0 4 9 10
0 9 12 17
Operating R3 5R3 4R2 , R4 5R4 9R2
1 1 2 4
0 5 3 7
0 0 33 22
0 0 33 22
1 1
Operating R3 11 R3 , R4 11 R4
1 1 2 4
0 5 3 7
0 0 1 1
0 0 1 1
Operating R4 R4 R3
1 1 2 4
0 5 3 7
0 0 1 1
0 0 0 0
A 3
0 1 3 1
1 0 1 1
3. Determine the rank of the matrix by reducing into echelon form A =
3 1 0 2
1 1 2 0
Solution:
0 1 3 1
1 0 1 1
Let A =
3 1 0 2
1 1 2 0
Operating R1 R2
1 0 1 1
0 1 3 1
3 1 0 2
1 1 2 0
Operating R3 R3 3R1, R4 R4 R1
1 0 1 1
0 1 3 1
0 1 3 1
0 1 3 1
Operating R3 R3 R2 , R4 R4 R2
1 0 1 1
0 1 3 1
0 0 0 0
0 0 0 0
A 2
0 2 2 3
2 5 4 6
4. Determine the rank of the matrix by reducing into echelon form A
1 3 2 2
2 4 1 6
Solution:
0 2 2 3
2 5 4 6
Let A
1 3 2 2
2 4 1 6
Operating R1 R2
2 5 4 6
0 2 2 3
1 3 2 2
2 4 1 6
Operating R3 2R3 R1, R4 R4 R1
2 5 4 6
0 2 2 3
0 1 0 2
0 1 3 0
Operating R3 2R3 R2 , R4 2R4 R2
2 5 4 6
0 2 2 3
0 0 2 7
0 0 4 3
Operating R4 R4 2R3
2 5 4 6
0 2 2 3
0 0 2 7
0 0 0 17
A 4
91 92 93 94 95
92 93 94 95 96
5. Determine the rank of the matrix by reducing into echelon form A 93 94 95 96 97
94 95 96 97 98
95 96 97 98 99
Solution:
91 92 93 94 95
92 93 94 95 96
Let A 93 94 95 96 97
94 95 96 97 98
95 96 97 98 99
Operating R2 R2 R1, R3 R3 R1, R4 R4 R1, R4 R5 R1
91 92 93 94 95
1 1 1 1 1
2 2 2 3 2
3 3 3 3 3
4 4 4 4 4
1 1 1
Operating R3 2 R3 , R4 3 R3 , R4 4 R4
91 92 93 94 95
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
1 1 1 1 1
Operating R1 R2
1 1 1 1
1
91 92 93 95
94
1 1 1 1
1
1 1 1 1
1
1 1 1 1
1
Operating R2 R2 91R1, R3 R3 R1, R4 R4 R1, R4 R5 R1
1 1 1 1 1
0 1 2 3 4
0 0 0 0 0
0 0 0 0 0
0 0 0 0 0
A 2
4 0 2 1
2 1 3 4
6. Determine the rank of the matrix by reducing into echelon form A
2 3 4 7
2 3 1 4
Solution:
4 0 2 1
2 1 3 4
Let A
2 3 4 7
2 3 1 4
Operating R1 R2
2 1 3 4
4 0 2 1
2 3 4 7
2 3 1 4
Operating R2 R2 2R1, R3 R3 R1, R4 R4 R1
2 1 3 4
0 2 4 7
0 2 1 3
0 2 2 0
Operating R3 R3 R2 , R4 R4 R2
2 1 3 4
0 2 4 7
0 0 3 4
0 0 6 7
Operating R4 R4 2R3
2 1 3 4
0 2 4 7
0 0 3 4
0 0 0 1
A 4
Exercise
Find the rank of the following matrices by reducing into echelon form.
2 1 1 1 1 1 6
1 3 2 3 1 1 1 2 0 1 1 1
2 1 4 3 4 1 2 2 5
4 1 2 3 1 1 8
1 11 14 2 3 2 5
1 1 1 2 2 3 7
1 1 2 2 3 5 4
1 2 3 0 2 3 4
0 1 1 4 8 13 12
1. T
est the following system for consistency and solve
x 2 y 3z 1
2 x 3 y 8z 2
x yz 3
1 2 3 1 2 3 : 1
A 2 3 8 [ A : B] 2 3 8 : 2
1 1 1
1 1 1 : 3
1 2 3 : 1
[ A : B] 0 1 2 : 0
0 1 2 : 2
R3 R3 R2
1 2 : 1
3
0 1 2 : 0
0 0 4 : 2
Rank of A= Rank of [ A : B]
There the given system of equations are consistent and has unique solution.
The resultant system of equations is given by
x 2 y 3z 1
y 2z 0
4 z 2
x yz 4
2x y z 1
x y 2z 2
1 1 1 1 1 1 4
:
A 2 1 1 [ A : B] 2 1 1 : 1
1 1 2
1 1 2 : 2
1 1 1 4 :
[ A : B] 0 1 3 : 7
0 2 1 : 2
R3 R3 2 R2
1 1 14 :
0 1 3 : 7
0 0 7 : 12
Rank of A= Rank of [ A : B]
There the given system of equations are consistent and has unique solution.
The resultant system of equations is given by
x yz 4
y 3 z 7
7 z 12
3x y 2 z 3
2 x 3 y z 3
x 2y z 4
3 1 2 3 1 2 : 3
A 2 3 1 [ A : B] 2 3 1 : 3
1 2 1
1 2 1 : 4
8 z 8 7 y z 3 1 1
8 7 y 1z 1 3
z 1
8 7 y 1 1 3 (
7 y 1 4
y2
x 4 2y z
x 4 2(2) ( 1) 1
The solution is given by x 1, y 2, z 1
x yz 2
3x y 2 z 6
3x y z 18
1 1 1 1 1 2
1 :
A 3 1 2 [ A : B ] 3 1 2 : 6
3 1 1
3 1 1 : 18
x 4
k
, y
k 12 , z k
The solution is given by
2 2
Exercise
1. x y 2 z 4, 2 x y 3z 9,3x y z 2
2. x 4 y z 5, x y 6 z 17,3x y z 4.
3. 5x 3 y 7 z 5,3x 10 y 2 z 9,7 x 2 y 10 z 5
4. 2 x y z 10,3x 2 y 3z 18, x 4 y 9 z 16
5. 4 x 2 y 6 z 8, x y 3z 1,15x 3 y 9 z 21
6. x 3 y 8z 10 0,3x y 4 z 0, 2 x 5 y 6 z 13
Reduce the augmented matrix into upper diagonal matrix by using elementary row operations
a '1 b '1 c '1 : d '1
[ A : B] 0 b'2 c '2 : d '2
0 0 c '3 : d '3
Solution:
1 2 1 3 :
2 : 1
Consider the augmented matrix [ A : B ] 3 1
2 2 3 : 2
7 y 5 z 8
7 y 8 5 z
5 z 20 x 2y z 3
7 y 8 5(4)
20 x 3 2y z
z 4 7 y 28
5 28 x 3 2(4) 4 1
y 4
7
x 1, y 4, z 4.
Solution:
1 2 1 : 3
2 : 5
Consider the augmented matrix [ A : B ] 2 3
3 5 5 : 2
Use the row operations R2 R2 2 R1 , R3 R3 3R1
1 2 1 : 3
[ A : B] 0 1 0 : 1
0 11 2 : 7
R3 R3 11R2
1 2 1 3
:
0 1 0 : 1
0 0 2 : 4
x 2y z 3
y 1
2z 4
2z 4
y 1
4
z 2 y 1
2
x 3 2(1) 2 1
x 1, y 1, z 2
3. Apply Gauss elimination method to solve the equations x y z 9;
2 x y z 0; 2 x 5 y 7 z 52.
Solution:
1 1 1 : 9
Let A : B 2 1 1 : 0
2 5 7 : 52
Operating R2 R2 2R1
R3 R3 2R1
1 1 1 : 9
0 1 3 : 18
0 3 5 : 34
Operating R2 R2
1 1 1 : 9
0 1 3 : 18
0 3 5 : 34
Operating R3 R3 3R2
1 1 1 : 9
0 1 3 : 18
0 0 4 : 20
1
Operating R3 R3
4
1 1 1 : 9
0 1 3 : 18
0 0 1 : 5
y 3z 18 x yz 9
z 5 y 18 3(5) x 935
y 3 x 1
5 y 12 z 15 x 4 y 9 z 16
z 5 5 y 15 12(5) x 16 36 45
y 9 x7
Solution:
2 1 4 : 12
Let A : B 4 11 1 : 33
8 3 2 : 20
Operating R2 R2 2R1
R3 R3 4R1
2 1 4 : 12
0 9 9 : 9
0 7 14 : 28
1 1
Operating R2 R2 , R3 R3
9 7
2 1 4 : 12
0 1 1 : 1
0 1 2 : 4
Operating R3 R3 R2
2 1 4 : 12
0 1 1 : 1
0 0 3 : 3
y z 1 2 x y 4 z 12
3z 3
y 11 2 x 12 2 4
z 1
y2 x3
Solution:
2 1 1 : 3
Let A : B 1 1 1 : 9
1 2 3 : 8
Operating R1 R2
1 1 1 : 9
2 1 1 : 3
1 2 3 : 8
Operating R2 R2 2R1
R3 R3 R1
1 1 1 : 9
0 3 2 : 1
0 5 7 : 13
Operating R3 3R3 5R2
1 1 1 : 9
0 3 2 : 1
0 0 11 : 44
3y 2z 1 x 2 y 3z 8
11z 44
3 y 1 2(4) x 8 2(3) 3(4)
z4
y 3 x2
5 y 12 z 15 x 4 y 9 z 16
z 5 5 y 15 12(5) x 16 4( 9) 9(5)
y 9 x7
Solution:
5 1 1 1: 4
1 7 1 1 : 12
Let A : B
1 1 1 1 : 5
1 1 1 4 : 6
Operating R1 R4
1 1 4 : 6
1
17 1 1 : 12
11 1 1 : 5
51 1 1 : 4
Operating R2 R2 R1 , R3 R3 R1 , R4 R4 5R1
1 1 4 : 6
1
0 6 0 3 : 18
0 0 5 3 : 1
0 4 4 19 : 34
1
Operating R2 R2
3
1 1 1 4 : 6
0 2 0 1 : 6
0 0 5 3 : 1
0 4 4 19 : 34
Operating R4 R4 2 R2
1 1 1 4 : 6
0 2 0 1 : 6
0 0 5 3 : 1
0 0 4 21 : 46
Operating R4 5R4 4 R3
1 1 1 4 : 6
0 2 0 1 : 6
0 0 5 3 : 1
0 0 0 117 : 234
5 x3 3x4 1 2 x2 x4 6 x1 x2 x3 4 x4 6
117 x4 234
5 x3 1 3(2) 2 x2 6 2 x1 6 1 2 8
x4 2
x3 1 x2 2 x1 1
Solution:
2 1 3 : 1
Let A : B 3 4 5 : 0
1 3 6 : 0
Operating R1 R3
1 3 6 :0
3 4 5 : 0
2 1 3 : 1
Operating R2 R2 3R1 , R3 R3 2 R1
1 3 6 :0
0 13 23 : 0
0 7 15 : 1
Operating R3 13R3 7 R1
1 3 6 :0
0 13 23 : 0
0 0 34 : 13
34 z 13 13 y 23 z 0 x 3y 6z 0
13 13 y 23 z x 6z 3y
z
34 23 x 1
y
34
Exercise
1. x 2 y 2 z 5;2 x y 3z 6;3x y 2 z 4
2. x 2 y z 3;3x y 2 z 1;2 x 2 y 3z 2.
3. x y 2 z 4;2 x y 3z 9;3x y z 2.
4. x 4 y z 5; x y 6 z 17;3x y z 4.
5. 5x 3 y 7 z 5;3x 10 y 2 z 9;7 x 2 y 10 z 5
V. Gauss-Jordan Method
Reduce the augmented matrix into diagonall matrix by using elimentary row operations
a '1 b '1 c '1 : d '1
[ A : B] 0 b'2 c '2 : d '2
0 0 c '3 : d '3
x y z 9, 2 x 3 y 4 z 13, 3x 4 y 5 z 40
Solution:
Consider augmented matrix of the given system of equations
1 1 19 :
[ A : B] 2 3 4 : 13
3
4 5 : 40
Operating R2 R2 2 R1 , R3 R3 3R1
1 1 1 : 9
0 5 2 : 5
0 1 2 : 13
Operating R2 R3
1 1 1 : 9
0 1 2 : 13
0 5 2 : 5
Operating R1 R1 R2 , R3 R3 5R2
1 0 1 4 :
0 1 2 : 13
0 0 12 : 60
R3
Operating R3
12
1 0 1 4
:
0 1 2 : 13
0 0 1 : 5
Operating R1 R1 R3 , R2 R2 2 R3
1 0 0 : 1
0 1 0 : 3
0 0 1 : 5
x 1, y 3, z 5
1 0 0 : 1
0 1 0 : 3
0 0 1 : 5
x 1, y 3, z 5
Exercise
1. 2 x y 3z 9, x y z 6, x y z 2.
5. 3x y z 3, 2 x 8 y z 5, x 2 y 9 z 8.
Solution:
1
x k 1 17 y k 2 z k (1)
20
1
y k 1 18 3x k 1 z k (2)
20
1
z k 1 25 2 x k 1 3 y k 1 (3)
20
With initial values x0 , y 0 , z 0 0,0,0
1 1
x1 17 y 0 2 z 0 17 0 0 0.85
20 20
1 1
y 1 18 3x1 z 0 18 0 2.55 1.0275
20 20
1 1
z 1 20 25 1.7 3.0805 1.0109
1 1
25 2 x 3 y
20
first approximation is x1 , y 1 , z 1 0.85, 1.0275,1.0109
1 1
x 2 17 y 1 2 z 1 17 1.0275 2.0219 1.0025
20 20
1 1
y 2 20 18 1.0109 3.0075 0.9998
2 1
18 3 x z
20
1 1
z 2 25 2 x 2 3 y 2 25 2.005 2.9994 0.9998
20 20
Second approximation is x 2 , y 2 , z 2 1.0025, 0.9998,0.9998
1 1
x 3 20 17 0.9998 1.9996 0.9999
2 2
17 y 2 z
20
1 1
y 3 18 3x3 z 2 18 0.9998 2.9999 1.0000
20 20
1 1
z 3 25 2 x3 3 y 3 25 1.9999 3.0000 1.0000
20 20
With initial values x0 , y 0 , z 0 0,0,0
1
x1 85 6 y 0 z 0 2.5556
27
1
y 72 6 x1 2 z 0 3.5111
1
15
1
z 1 110 x1 y 1 1.9247
54
First approximation is x1 , y 1 , z 1 2.5556,3.5111,1.9247
1
x 2 85 6 y 1 z 1 2.5133
27
1
y 2 72 6 x 2 2 z 1 3.5381
15
1
z
2
110 x 2 y 2 1.9250
54
Second approximation is x 2 , y 2 , z 2 2.5133,3.5381,1.9250
1
x 3 85 6 y 2 z 2 2.4332
27
1
y 72 6 x3 2 z 2 3.5701
3
15
1
z 3 110 x3 y 3 1.9259
54
Third approximation is x3 , y3 , z 3 2.4332,3.5701,1.9259
1
x 4 85 6 y 3 z 3 2.4261
27
1
y 4 72 6 x3 2 z 2 3.5728
15
1
z 4 110 x 4 y 4 1.9259
54
1
x k 1 12 y k z k (1)
10
1
y k 1 13 2 x k 1 z k (2)
10
1
z k 1 14 2 x k 1 2 y k 1 (3)
10
With initial values x0 , y 0 , z 0 0,0,0
1
x1 12 y 0 z 0 1.2
10
1
y 1 13 2 x1 z 0 1.06
10
1
z 1 14 2 x1 2 y 1 0.948
10
First approximation is x1 , y 1 , z 1 1.2,1.06, 0.948
1
x 2 12 y 1 z 1 0.9992
10
1
y 2 13 2 x 2 z 1 1.0054
10
1
z 14 2 x 2 2 y 2 0.9991
2
10
Second approximation is x 2 , y 2 , z 2 0.9992,1.0054, 0.9991
1
x 3 12 y 2 z 2 0.9996
10
1
y 13 2 x3 z 2 1.0002
3
10
1
z 3 14 2 x3 2 y 3 1.0000
10
Solution:
1
x k 1 12 2 y k z k (1)
5
1
y k 1 15 x k 1 2 z k (2)
4
1
z k 1 20 x k 1 2 y k 1 (3)
5
With initial values x0 , y 0 , z 0 1,0,3
Stage1; k 0 equation (1)-(3) yield
1
x1 12 2 y 0 z 0 1.8
5
1
y 15 x1 2 z 0 1.8
1
4
1
z 1 20 x1 2 y 1 2.92
5
First approximation is x1 , y 1 , z 1 1.8,1.8, 2.92
1
x 2 12 2 y 1 z 1 1.096
5
1
y 2 15 x 2 2 z 1 2.016
4
1
z 2 20 x 2 2 y 2 2.9744
5
Second approximation is x 2 , y 2 , z 2 1.096, 2.016, 2.9744
1
x3 12 2 y 2 z 2 0.9987
5
1
y 3 15 x3 2 z 2 2.0131
4
1
z 3 20 x 3 2 y 3 2.9950
5
Third approximation is x3 , y 3 , z 3 0.9958, 2.0036, 2.9994
Stage4; k 3 equation (1)-(3) yield
1
x 4 12 2 y 3 z 3 0.9958
5
1
y 4 15 x 4 2 z 3 2.0036
4
1
z 4 20 x 4 2 y 4 2.9994
5
Exercise
2. 5x 2 y z 12; x 4 y 2 z 15; x 2 y 5z 0.
5. 9 x 2 y 4 z 20; x 10 y 4 z 6; 2 x 4 y 10 z 15
6. 8x y z 8; 2 x 4 y z 4; x 3 y 5z 5
The roots of the characteristic equation A I 0 , are called the eigenvalues of the matrix A .
These eigenvalues may be real or complex, and not necessarily distinct. Corresponding to each
1 4
1. Find eigen values and eigenvectors of matrix A
2 3
Solution:
1 4
0
2 3
3 3 2 8 0
2 4 5 0
1 5 0
1, 5 are the eigen values
Case1. 1
1 4 x 0
2
3 y 0
2 4 x 0
2 4 y 0
2x 4 y 0
x 2 y
x y
2 1
x 2
y 1
2
Thus X1 is the eigen vector corresponding to 1
1
Case2. 5
1 4 x 0
2
3 y 0
4 4 x 0
2 2 y 0
4 x 4 y 0
x y
x y
1 1
x 1
y 1
1
Thus X 2 is the eigen vector corresponding to 5.
1
1 3
2. Find eigen values and eigenvectors of matrix A
2 4
Solution:
The character equation of A is A I 0
1 3
0
2 4
1 4 8 0
2 3 2 0
1 2 0
1, 2 are the eigen values
Case1. 1
1 3 x 0
2 y 0
4
2 3 0
x
2 3 y 0
2 x 3 y 0
2x 3 y
x y
3 2
3
Thus X1 is the eigen vector corresponding to 1
2
Case2. 2
1 3 x 0
2
4 y 0
3 3 x 0
2 2 y 0
3x 3 y 0
x y
x y
1 1
1
Thus X 2 is the eigen vector corresponding to 2
1
3 p1 2 p2 p3 0
then the coefficients p1 , p2 , p3 can be computed using
p1 D Diogonal sum
p2 Dm Minor of the Diogonal
p3 A Determinant
1 1 3
3. Find eigen values and eigenvectors of matrix A 1 5 1
3 1 1
Solution:
3 p1 2 p2 p3 0 (2)
Where
p1 D 1 5 1 7
p2 Dm
5 1 1 3 1 1
= 5 1 1 9 5 1 0
1 1 3 1 1 5
1 1 3
p3 A 1 5 1 1 5 1 11 3 3 1 15 36
3 1 1
3 7 2 0 36 0
To solve this cubic equation we shall find root by inspection By putting
0 0 0 36 36 0
1 1 7 36 28 0
1 1 7 36 30 0
2 8 28 36 16 0
2 8 28 36 0
Thus 2 is a root. The other two roots can found by synthetic division as follow
-2 1 -7 0 36
0 -2 18 -36
1 -9 18 0
2 9 18 0
3 6 0
2, 3, 6 are the eigen values
Case1. 2
1 1 3 x 0
1 5 1 y 0
3 1 1 z 0
3 1 3 x 0
1 7 1 y 0
3 1 3 z 0
3x y 3z 0 (i)
x 7y z 0 (ii)
3x y 3z 0 (iii)
Applying the rule of cross multiplication for (i) and (ii)
x y z
1 3 3 3 3 1
7 1 1 1 1 7
x y z
1 21 3 3 21 1
x y z
20 0 20
x 20 1
y 0 0
z 20 1
1
Thus X 1 0 is the eigen vector corresponding to 2
1
Case2. 3
1 1 3 x 0
1 5 1 y 0
3 1 1 z 0
2 1 3 x 0
1 2 1 y 0
3 1 2 z 0
2 x y 3z 0 (i)
x 2y z 0 (ii)
3x y 2 z 0 (iii)
Applying the rule of cross multiplication for (i) and (ii)
x y z
1 3 3 2 2 1
2 1 1 1 1 2
x y z
1 6 3 2 4 1
x y z
5 5 5
x 1
y 1
z 1
1
Thus X 2 0 is the eigen vector corresponding to 3
1
Case3. 6
1 1 3 x 0
1 5 1 y 0
3 1 1 z 0
5 1 3 x 0
1 1 1 y 0
3 1 5 z 0
5x y 3z 0 (i)
x y z 0 (ii)
3x y z 0 (iii)
Applying the rule of cross multiplication for (i) and (ii)
x y z
1 3 3 5 5 1
1 1 1 1 1 1
x y z
1 3 3 5 5 1
x y z
4 8 4
x 1 1
y 2 Thus X 3 2 is the eigen vector corresponding to 6
z 1 1
8 6 2
4. Find eigen values and eigenvectors of matrix A 6 7 4
2 4 3
Solution:
3 p1 2 p2 p3 0 (2)
Where
p1 D 8 7 3 18
4 6
p2 Dm
7 8 2 8
= 45
4 3 2 3 6 7
8 6 2
p3 A 6 7 4 8 5 6 10 2 10 0
2 4 3
3 18 2 45 0 0
3 18 2 45 0
3 15 0
Case1. 0
8 6 2 x 0
6 7 4 y 0
2 4 3 z 0
8x 6 y 2 z 0
x y z
6 x 7 y 4 z 0
24 14 12 32 56 36
4 x 4 y 3z 0
x y z
10 20 20
x 1
y 2
z 2
1
Thus X 1 2 is the eigen vector corresponding to 0
2
Case2. 3
8 6 2 x 0
6 7 4 y 0
2 4 3 z 0
5x 6 y 2 z 0
x y z
6 x 4 y 4 z 0
24 8 12 20 20 36
4 x 4 y 0 z 0
x y z
16 8 16
x 2
y 1
z 2
2
Thus X 2 1 is the eigen vector corresponding to 3
2
Case3. 15
7 6 2 x 0
6 8 4 y 0
2 4 12 z 0
7 x 6 y 2 z 0
x y z
6 x 8 y 4 z 0
24 16 12 28 56 36
4 x 4 y 12 z 0
x y z
40 40 20
x 2
y 2
z 1
2
Thus X 3 2 is the eigen vector corresponding to 15
1
2 0 1
5. Find eigen values and eigenvectors of matrix A 0 2 0
1 0 2
Solution:
3 p1 2 p2 p3 0 (2)
Where
p1 D 2 2 2 6
p2 Dm
2 0 2 1 2 0
= 11
0 2 1 2 0 2
2 0 1
p3 A 0 2 0 2 4 1 2 6
1 0 2
3 6 2 11 6 0
1 2 3 0
1, 2, 3 are the eigen values
Case1. 1
2 0 1 x 0
0 2 0 y 0
1 0 2 z 0
x 0y z 0
x y z
0 x y 0 z 0
0 1 0 0 1 0
x 0 y z 0
x y z
1 0 1
x 1
y 0
z 1
1
Thus X 1 0 is the eigen vector corresponding to 1
1
Case2. 2
2 0 1 x 0
0 2 0 y 0
1 0 2 z 0
0x 0 y z 0
0x 0 y 0z 0
x 0 y 0z 0
From above equations, we get
x 0, y k , z 0
x 0
y k
z 0
0
Thus X 2 1 is the eigen vector corresponding to 2
0
Case3. 3
2 0 1 x 0
0 2 0 y 0
1 0 2 z 0
x 0 y z 0
x y z
0x y 0z 0
0 1 0 0 1 0
x 0 y z 0
x y z
1 0 1
x 1
y 0
z 1
1
Thus X 3 0 is the eigen vector corresponding to 3
1
7 2 0
6. Find eigen values and eigenvectors of matrix A 2 6 2
0 2 5
Solution:
3 p1 2 p2 p3 0 (2)
Where
p1 D 7 6 5 18
2 2
p2 Dm
6 7 0 7
= 99
2 5 0 5 2 6
7 2 0
p3 A 2 6 2 7 30 4 2 10 0 162
0 2 5
3 18 2 99 162 0
3 6 9 0
3, 6,9. are the eigen values
Case1. 3
7 2 0 x 0
2 6 2 y 0
0 2 5 z 0
4x 2 y 0z 0
x y z
2 x 3 y 2 z 0
4 0 8 0 12 4
0x 2 y 2z 0
x y z
4 8 8
x 1
y 2
z 2
1
Thus X 1 2 is the eigen vector corresponding to 3
2
Case2. 6
7 2 0 x 0
2 6 2 y 0
0 2 5 z 0
x 2 y 0z 0
x y z
2 x 0 y 2 z 0
4 2 4
0 x 2 y z 0
x y z
4 2 4
x 2
y 1
z 2
2
Thus X 2 1 is the eigen vector corresponding to 3
2
Case3. 9
7 2 0 x 0
2 6 2 y 0
0 2 5 z 0
2 x 2 y 0 z 0
x y z x y z
2 x 3 y 2 z 0
4 4 2 4 4 2
0x 2 y z 0
x 2
y 2
z 1
2
Thus X 3 2 is the eigen vector corresponding to 9
1
Exercise
1 4
2. 3 2
1 2
3. 5 4
2 1 1
1 1 2
4.
1 2 1
6 2 2
2 3 1
5.
2 1 3
1 1 3
1 5 1
6.
3 1 1
5 2 0
7. 2 6 2
0 2 7
1. Find the largest eigen values and the corresponding eigenvector of the matrix
2 0 1
A 0 2 0
1 0 2
Solution:
2 0 1 1 2 1
X (1)
AX (0)
0 2 0 0 0 2 0 (1) X (1)
1 0 2 0 0 0.5
2 0 1 1 2.5 1
X (2)
AX (1)
0 2 0 0 0 2.5 0 (2) X (2)
1 0 2 0.5 2 0.8
2 0 1 1 2.8 1
X (3)
AX (2)
0 2 0 0 0 2.8 0 (3) X (3)
1 0 2 0.8 2.6 0.93
2 0 1 1 2.93 1
X (4)
AX (3)
0 2 0 0 0 2.93 0 (4) X (4)
1 0 2 0.93 2.86 0.98
2 0 1 1 2.98 1
X (5)
AX (4)
0 2 0 0 0 2.98 0
1 0 2 0.98 2.96 0.99
1
Thus approximation largest eigen values 2.98 and 0 is the corresponding
0.99
eigenvector.
2. Find the largest eigen values and the corresponding eigenvector of the matrix
2 1 0
A 1 2 1
0 1 2
Solution:
2 1 0 1 1 1
X (1)
AX (0)
1 2 1 1 0 1 0 (1) X (1)
0 1 2 1 1 1
2 1 0 1 2 1
X (2) AX (1) 1 2 1 0 2 2 1 (2) X (2)
0 1 2 1 2 1
2 1 0 1 3 0.75
X (3)
AX (2)
1 2 1 1 4 4 1 (3) X (3)
0 1 2 1 3 0.75
0.707
Thus approximation largest eigen values 3.3146 and 1 is the corresponding
0.707
eigenvector.
3. Use the power method to find the largest eigen values and the corresponding eigenvector of
25 1 2
the matrix A 1 3 0
2 0 4
Solution:
25 1 2 1 25 1
X (1)
AX (0)
1 3 0 0 1 25 0.04 (1) X (1)
2 0 4 0 2 0.08
25 1 2 1 25.2 1
X (2)
AX (1)
1 3 0 0.04 1.12 25.2 0.04 (2) X (2)
2 0 4 0.08 1.68 0.07
25 1 2 1 25.2 1
X (2) AX (1) 1 3 0 0.04 1.12 25.2 0.04
2 0 4 0.07 1.72 0.07
1
Thus approximation largest eigen values 25.2 and 0.04 is the corresponding
0.07
eigenvector.
4. Find the largest eigen values and the corresponding eigenvector of the matrix
6 2 2
A 2 3 1
2 1 3
Solution:
X 0 1,1,1 as initial approximation. Then we find
T
We take
6 2 2 1 6 1
X (1) AX (0) 2 3 1 1 0 6 0 (1) X (1)
2 1 3 1 4 0.67
6 2 2 1 7.34 1
X (2)
AX (1)
2 3 1 0 2.67 7.34 0.36 (2) X (2)
2 1 3 0.67 4.01 0.55
6 2 2 1 7.82 1
X (3)
AX (2)
2 3 1 0.36 3.63 7.82 0.46 (3) X (3)
2 1 3 0.55 4.01 0.51
6 2 2 1 7.94 1
X (4) AX (3) 2 3 1 0.46 3.89 7.94 0.49 (4) X (4)
2 1 3 0.51 3.99 0.5
6 2 2 1 7.98 1
X (5)
AX (4)
2 3 1 0.49 3.97 7.98 0.5 (5) X (5)
2 1 3 0.5 3.99 0.5
6 2 2 1 8 1
X (6)
AX (6)
2 3 1 0.5 4 8 0.5
2 1 3 0.5 4 0.5
1
Thus approximation largest eigen values 8 and 0.5 is the corresponding eigenvector.
0.5
Exercise
Find the largest eigen values and the corresponding eigenvector of the matrix by Rayleigh
Power method.
4 5
1.
1 2
6 2 2
2. 2 3 1
2 1 3
2 0 1
3. 0 2 0
1 0 2
1 6 1
4. 1 2 0
0 0 2
5 0 1
5. 0 2 0
1 0 5
10 2 1
6. 2 10 1
2 1 10
4 1
1. Diagonalise the matrix A
2 3
Solution:
The character equation of A is A I 0
4 1
0
2 3
(4 )(3 ) 2 0
2 7 10 0
2 5 0
2, 5 are the eigen values
4 1 x 0
2
3 y 0
(4 ) x y 0
(1)
2 x (3 ) y 0
Case1. Put 2
We get
2x y 0
x 2 y
x y
2 1
x 2
y 1
2
Thus X1 is the eigen vector corresponding to 1
1
Case2. 5
x y 0
2x 2 y 0
x y
x y
1 1
x 1
y 1
1
Thus X 2 is the eigen vector corresponding to 5.
1
1 1
Thus the model matrix is given by P [ X 1 , X 2 ] 2 1
1 1
1 AdjP 2 1
P
P 3
1 1 1 1 4 1 1 1 2 0
The diagonal matrix is D P AP
3 2 1 2 3 2 1 0 5
19 7
2. Diagonalise the matrix A
42 16
Solution:
19 7
0
42 16
(19 )(16 ) 294 0
2 3 10 0
2 5 0
2, 5 are the eigen values
A I X 0
19 7 x 0
42
16 y 0
(19 ) x 7 y 0
(1)
42 x (16 ) y 0
Case1. Put 2
We get
21x 7 y 0
42 x 14 y 0
3x y 0
x y
1 3
x 1
y 3
1
Thus X1 is the eigen vector corresponding to 2
3
Case2. 5
14 x 7 y 0
42 x 21 y 0
2x y
x y
1 2
x 1
y 2
1
Thus X 2 is the eigen vector corresponding to 5.
2
1 1
Thus the model matrix is given by P [ X 1 , X 2 ] 3 2
2 1
1 AdjP 3 1 2 1
P
P 1 3 1
1 2 1 19 7 1 1 2 0
The diagonal matrix is D P AP 3 1 42 16 3 2 0 5
1 4
3. Obtain a modal matrix and the corresponding spectral matrix for the matrix A
2 3
Solution:
The character equation of A is A I 0
1 4
0
2 3
3 3 2 8 0
2 4 5 0
1 5 0
1, 5 are the eigen values
Case1. 1
1 4 x 0
2
3 y 0
2 4 x 0
2 4 y 0
2x 4 y 0
x 2 y
x y
2 1
x 2
y 1
2
Thus X1 is the eigen vector corresponding to 1
1
Case2. 5
1 4 x 0
2
3 y 0
4 4 x 0
2 2 y 0
4 x 4 y 0
x y
x y
1 1
x 1
y 1
1
Thus X 2 is the eigen vector corresponding to 5.
1
2 1
Thus the model matrix is given by P [ X 1 , X 2 ] 1 1
Department of Mathematics Page 236
Calculus and Linear Algebra 18MAT11
1 1
1 AdjP 1 2 1 1 1
P
P 3 3 1 2
1 1 1 1 1 4 2 1 1 0
The diagonal matrix is D P AP
3 1 2 2 3 1 1 0 5
1 3
4. Diagonalise the matrix A
2 4
Solution:
1 3
0
2 4
1 4 8 0
2 3 2 0
1 2 0
1, 2 are the eigen values
Case1. 1
1 3 x 0
2
4 y 0
2 3 x 0
2 3 y 0
2 x 3 y 0
2x 3 y
x y
3 2
3
Thus X1 is the eigen vector corresponding to 1
2
Case2. 2
1 3 x 0
2
4 y 0
3 3 x 0
2 2 y 0
3x 3 y 0
x y
x y
1 1
1
Thus X 2 is the eigen vector corresponding to 2
1
3 1
Thus the model matrix is given by P [ X1 , X 2 ]
2 1
1 1
AdjP 2 3 1 1
P 1
P 1 2 3
1 1 1 1 3 3 1 1 0
The diagonal matrix is D P AP 2 3 2 4 2 1 0 2
Exercise
4 1
1. 3
2
5 3
2. 3
5
5 4
3. 1
2
1 2
4. 2
1