TCET FE Maths-2 Resource Book (2020-2021)

Module 1: First order and first degree differential equation
Module: 1Mathematical Modelling & First order

ordinary differential equations
Lecture: 1
1.1. a. Part A: Setting up a mathematical model (a differential equation) of the physical
process.
1.1.1. a.Motivation:
This section of the module deals with the forming mathematical model
of different physical processes and solving them.
1.1.2. a. Syllabus:
Self study Remark
Module Contents Duration duration
1.1 Exponential decay model, 3 Hrs 7 Hrs The module No in
Mixing problem, Heating this table is menti –
problem (Newton’s law of onedas per the
cooling), RC & RL circuit, Free university syllabus
Oscillations,
1.1.3.a. Weightage: 9Marks
1.1.4.a. Prerequisite: Concept of Calculus, Concept of Integration .
1.1.5.a. Learning objective:
1. Learner shall be able to develop the skill to form mathematical model of physical
process.
2. Learner shall be able to develop the skill to solve mathematical model of physical process.
1.1.5.b: Radioactivity, exponential decay

Sample Problem:
Experiments show that a radioactive substance decomposes at a rate proportional to
the amount present. Starting with a given amount of substance, say, 2 grams, at a
certain time, say, t = 0, What can be said about the amount available at a later time?
Solution, 1st step, setting up a mathematical model (a differential equation) of the
physical process.
We denote by y (i) the amount of substance still present at time t. The rate of change
is dy/dt. According to the physical law governing the process of radiation, dy/dt is
proportional to y:
𝑑𝑦
= 𝑘𝑦. …… ….. (6)
𝑑𝑡
Hence y is unknown function, depending on t. The constant k is a definite physical

constant whose numerical value is known for various radioactive substances. (For
example, in the case of radium Ra226 we have k ≈ 1.4.10-11 sec-1). Clearly, since the
amount of substance is positive and decreases with time, dy/dt is negative, and so is
k. We see that the physical process under consideration is described mathematically
by an ordinary differential equation of the first order. Hence this equation is the
mathematical model of that physical process. Whenever a physical law involves a
rate of change of a function, such as velocity, acceleration, etc. It will lead to a
differential equation. For this reason, differential equations occur frequently in
1
Applied Mathematics II – FE
physics and 2nd step, Solving the differential equation. We do not yet know
methods of solution, but calculus will help us here. Indeed, eq. (6) tells us that if there
is a solution y(t) its derivative must be proportional to y. Now we remember from
calculus that exponential functions have this property, Indeed, by differentiation and
Substitution we see that a solution for all t is y(t) = ekt because y1(t) = (ekt) = kekt =
ky(t), More generally, a solution for all t is
y(t)=cekt…… ….. (7)
with any constant c because y1(t) = ckekt = ky(t). Since c is arbitrary, (7) is the general
solution of (6), by definition.
3rd Step. Determination of a particular solution from an initial condition. Clearly,
our physical process behaves uniquely. Hence, we should be got from (7) a unique
particular solution. Now the amount of substance at some time t will depend on the
initial amount y = 2 grams at time
t = 0, or write as a formula, y(0) = 2. …… ….. (8)
This is called an initial condition. We use it to find C in (7)
y(0) = ce0 = 2, thus c = 2.
With this c. Eq. (7) gives as the answer the particular solution
y(t) = 2ekt …… ….. (9)
Thus, the amount of radioactive substance shows exponential decay (exponential
decrease with time). This agrees with physical experiments.
4th Step. Checking. From (9) we have
𝑑𝑦
= 2𝑘𝑒 𝑘𝑡 = 𝑘𝑦. And y(0) = 2e0 = 2.
𝑑𝑡
We see that the function (9) Satisfies the equation (6) as well as the initial condition
(8).
The student should never forget to curry out this important final step, which
shows whether the function is (or is not) the solution of the problem.
A differential equation together with an initial condition, as in our example, is called

an initial
value problem. With x as the independence variable (instead of t) it is of the form
y2 = f(x, y), y (x0) – y0…… ….. (10)
where x0 and y0 are given values. (In our example, x0 = t0 = 0 and y0 = y(0) = 2. The
initial condition y (x0) = y0 is used to determine a value of c in the general solution.
2
Let us show next that geometrical problem also lead to differential equations and
initial Value problems.
Exercise 1
1) Given an amount of a radioactive substance say 0.5gm. Find the amount present at
any later time t.
2) Half life of cobalt-60 is 5.3 years. If an old sample of 10 grams has now decayed to 1
gram, how much time has passed?
Home Work Problems for the day

1) Find the curve through the point (1, 1) in the xy plane having at each of its points the
slope – y/x.
2) Half life of uranium-232 is 68.9 years. How much of a 100-gram sample is present
after 250 years?
3) A 30 kg sample of plutonium-239 will decay by one kg in 1180 years. What is the half
Life of plutonium-239?
Lecture: 2
1.1.5.c : MIXING PROBLEM
The tank in Fig. below contains 200 gal of water in which 40 lb of salt are dissolved.
Five gal of brine, each containing 2 lb of dissolved salt, run into the tank per minute,
and the mixture, kept uniform by stirring, runs out at the same rate. Find the amount
of salt y(t) in the tank at any time t.
Solution. 1st step. Modelling.The time rate of change y’ = dy/dt of y(t) equals the
inflow of salt minus the outflow. The inflow is 10 lb/min (5 gal of brine, each
containing 2 lb) we determine the outflow, y(t) is the total amount of salt in the tank.
The tank always contains 200 gal because 5 gal flow in and 5 gal flow out per minute.
Thus 1 contains y(t)/200 lb of salt, Hence the 5 outflowing gallons contains 5y(t)/200
= y(t)/40 = 0.025y(t) lb of salt. This is the outflow. The time rate of change ‘y’is the
balance:
Y1= salt onflow rate – salt outflow rate
Since the inflow of salt is 10 lb/min and the outflow is0.025y(t) lb/min, this equation
becomes
Y1 = 10-0.25y. …… ….. (4)
Initially, y(0) = 40, by assumption. This initial value problem is our model to be
solved.
2nd step. Solution of the model and interpretation. By algebra and separation of
variables we obtain from (4)
3
𝑑𝑦
Y1= -0.025(y – 400). Thus = -0.025 dt. Integration gives
𝑦−400
In [y – 400] = -0.025r + 𝑐̃ .
Taking exponentials, we have y – 400 = ce-0.025t.
From this and the initial condition we obtain
Y(0) – 400 = 40 – 400 = -360e-0.025t. …… ….. (5)
We see that y(t) increases with time. Can you explain this physically? We also note
that the limit is 400 lb = 200 x 2 lb. could you see this directly from the differential
equation (4) from the physics of the given problem?
Exercise 2
1) A tank contains 1000 L of brain with 15 kg dissolved salt. Pure water enters at the rate
10 L/min. The solution is kept thoroughly mixed and drains from the tank at the rate
10 L/min. How much salt is in the tank at time t?
2) A large tank holds 300 gallons of brine solution with 40 lbs of salt. A concentration of
2 lbs/gal is pumped at the rate of 4 gal/min. The concentration leaving the take is
pumped out at a rate of 3 gal/min. How much salt is in the tank after 12 minutes?
1) A 1500 gallon tank initially contains 600 gallons of water with 5 lbs of salt dissolved
in it. Water enters the tank at a rate of 9 gal/hr and the water entering the tank has a
salt concentration of 15(1+cos(t)) lbs/gal. If a well mixed solution leaves the tank at a
rate of 6 gal/hr, how much salt is in the tank when it overflows?
2) The tank contains 200 gal of water in which 40 lb of salt are dissolved. Five gal of
brine, each containing 2 lb of dissolved salt, run into the tank per minute, and the
mixture, kept uniform by stirring, runs out at the same rate. Find the amount of salt
y(t) in the tank at any time t.
4
Lecture:3
1.1.5.d: Heating problem Newton’s law of cooling
Suppose that you turn off the heat in your home at night 2 hours before you go to
bed; call this time t = 0. If the temperature ‘T’ at t = 0 is 660F and at the time you go to
bed (t = 2) has dropped to 630F, what temperature can you expect in the morning, say,
8 hours later (t =10)
Of course, this process of cooling off will depend on the outside temperature T A.
Which we assume to be constant at 320F.
Physical Information. Experiments show that the time rate of change dT/dt of the
temperature. T of a body is proportional to the difference between T and the
temperature TA of the surrounding medium. This is called Newton’s law of cooling.
Ideally, the body would be a coper ball that is heated and placed into old
water.(copper is a good heat conductor.) Nevertheless. Our application of this law
will give us a good qualitative understanding of the process.
Solution. 1st Sep. Modelling. All we have to do is write newton’s law of cooling as an
equation. Denoting the unknow constant of proportionality by k, we have
𝑑𝑇
= k(T – TA) = k (T – 32) . …… ….. (6)
𝑑𝑡
2nd Step. GeneralSolution.Separation of variables, integration, and taking

exponentials leads to the general solution of (6)
𝑑𝑇
= k dt in [T – 32] = kt + 𝑐̃ . T(t) = 32 + cekt (c -𝑒 𝑐̃ )
𝑇−32
3rd Step. ParticularSolution.The initial condition is T (0) = 66. From this and the
general solution we obtain (fig. 11)
T (0) = 32 + c = 66. c = 34, T(t) = 32 + 3ekt.
4thStep. Determinationof k.For this use T (2) = 63 as given, and solve algebraically
for k.
63−32
T(2) = 32 + 34 ek.2= 63. e2k = 34 = 0.911 765.
1
Thus k = 2In 0.911 76 = - 0.046 187.
5thStep. Answer and Interpretation.By inserting this value of k into the particular
solution in step 3 and taking t = 10(10 hours after shutoff), we find that the
temperature in the morning will be 530F, approximately Indeed.
5
Fig. 11. Temperature in Example 3. Step. 3
Sir ISSAAC NEWTON (1642- 1727). Great English physicist and mathematician.
Become a professor at Cambridge in 1669 and Master of the Mint in 1699. He and the
German Mathematician and philosopher GOTTFRIED WILHELM LEIBNIZ (1646 –
1716) invented
(independently) the differential and integral calculus. Newton discovered many basic
physical laws and created the method of investigating physical problem by means of
calculus. His Philosophise naturals principal Mathematica (Mathematical Principles
of natural Philosophy, 1687) contains the development of classical mechanicals. His
work is of greatest importance to both mathematics and physics. Is this reasonable? T
dropped by 30 F within 2 hours. If T were a linear function. It should drop by 150 F
from 66 to 51. Can you explain why the actual result is higher?
Exercise 2
1) A cup of coffee at 190 F is left in a room of 70 F .
At time t=0, the coffee is cooling at 15 F per minute.
Find the function that models the cooling of the coffee and solve it.
How much time will it take the temperature to reach 143 F ?
2) The brewing pot temperature of coffee is 180º F. and the room temperature is 76º F.
After 5 minutes, the temperature of the coffee is 168º F.
a) Find an exponential equation to represent this situation.
b) How long will it take for the coffee to reach a serving temperature of 155º F.?
6
1) The temperature of a body dropped from 200° 𝐹 to 100° 𝐹 for the first hour.
Determine how many degrees the body cooled in one hour more if the environment
Temperature is 0° 𝐹?
2) Suppose that a building loses heat in accordance with Newton's law of cooling which
states that the rate of change of temperature within the building is proportional to the
difference between the inside temperature and the outside temperature. Assume the
inside temperature is 70° 𝐹 when the heating system fails. After 2 hours the building
is 40° 𝐹. If the external temperature is 10° 𝐹, compute the interior temperature as
function of time after heating failure.
Lecture:4
1.2. a. Part B:Exact Differential Equations

Note: Learners are expected to read the points 1.1.1.a to1.1.8.a before coming to the class.
1.2.1. a. Motivation:
The present module deals with the analytical method of solving the exact differential
equations of first order and first degree as it is required in many physical and engineering
problems.
1.2.2. a. Syllabus:
Self study Remark
1.2 Exact and Bernoulli’s 3 Hrs 7 Hrs The module No in
differential equation this table is menti –
onedas per the
university syllabus
1.2.3.a. Weightage:9Marks
1.2.4.a. Prerequisite: Concept of Calculus, Concept of Integration .
1.2.5.a. Learning objective:
1. Learner shall be able to develop the skill to identify and solve the exact differential
equations.
2. Learner shall be able to develop the skill to identify and solve the reducible exact
differential equations.
1.2.6. a. Key notation:
dy
(1) The notations used for the differential coefficients of the function y  f ( x ) w.r.t. x are
dx
d
or f '( x) or y ' or Dy where D 
dx
1.2.7.a. Important Formulae / Theorem / Properties:
(1) Differential Equation: An equation involving differential coefficients or differentials is called
Differential Equation. The first order and first degreeDifferential Equation (D.E.)can be
classified as follows:
1. Variable Separable 2. Homogeneous 3. Exact 4. Linear
First two types students have already studied, here we start with Exact D.E.
(2) Exact Differential Equation:

7
M N
A D.E. of the form, M dx  N dy  0 becomes exact if  .
y x
Then the solution of this exact D.E. is

keeping yconstt.
Mdx   (terms of N not containing x) dy  c
or 
keeping x constt.
Ndy   (terms of M not containing y) dx  c
where c is the constant of integration.
1.2.8.a.Introduction
dy
General form of first order and first degree differential equationis  f ( x, y ) .
dx
Working Rule:
(1) Identify the equation as first order and first degree D.E.
(2) Rearrange thegiven equation as per the required format of Exact D.E.i.e. M dx + N dy
=0.
M N
(3) Read M and N and find &
y x .
M N
(4) If = then given equation become Exact.
 y x
(5) Using solution formulaof Exact D.E. calculate the solution.
1.2.9.a.Sample problem
(1) Solve  2y 2
 
 4x  5 dx  y  2y 2  4xy dy .  [May’17]
Solution: Rearranging the given equation asM dx + N dy = 0
 2y 2
 
 4x  5 dx  y  2y 2  4xy dy  0 
Now, comparing with M dx + N dy = 0 we get
M = 2y2 – 4x + 5 N = - (y – 2y2 – 4xy) = - y + 2y2 + 4xy
M N
= 4y = 4y
y x
M N
Here   The given D. E. is exact.
y x
The solution of Exact D.E. is

keeping yconstt.
 (2y 2 - 4x + 5) dx   (2 y  y ) dy  c
2
keeping y const .
2y 2  dx  4 x dx  5  dx  2 y 2 dy   y dy  c
 x2   y3   y 2 
2y (x) - 4   + 5 (x) + 2       c
2
 2  3  2
This is the required general solution.
 1 
(2)

1
Solve  y  y3  x 2  dx  x  xy2 dy  0
3 2 
  [Dec’17]
Solution: Comparing the given equation with M dx + N dy = 0 we get
8
1 1
M = y  y3  x 2 N = x + xy2
3 2
M N
  1  y2  1  y2
y x
M N
y x
The solution of Exact D.E. is

keeping yconstt.
 1 3 1 2
  y  3 y  2 x  dx 
keeping y const.    (0) dy  c
y3 1

y dx   dx  2  x dx  c
2
3
y3 1  x3 
yx  x     c
3 2  3 
dy y cos x  sin y  y
(3) Solve  0 [Dec’13]
dx sin x  x cos y  x
Solution: Rearranging the given equation as M dx + N dy = 0
(y cosx + siny + y) dx + (sinx + x cosy + x) dy =0
Now, comparing with M dx + N dy = 0 we get
 M= y cosx + siny + y N= sinx + x cosy +x
M N
= cosx + cosy + 1 = cosx + cosy +1
y x
M N
y x
The solution of Exact D.E. is 
keeping yconstt.
Now, 
keeping y cont .
( y cos x  sin y  y )dx   (0) dy  c
y  cos x dx  sin y  dx  y  dx  c
y ( sinx) + siny (x) + y (x) = c
Exercise 4
Solve the following:
1)  
x 2  4 xy  2 y 2 dx  (y 2  4 xy  2 x 2 ) dy  0 [May'14]
x3 y3
Ans :  2 x2 y  2 x y 2   c
3 3
2) Solve:
 1 3 1 2
 y  y  x  dx  ( x  x y ) dy  0
2
 3 2  [Dec’17]
3 3
x xy
Ans :   yx  c
6 3
9
Let’s check take away from the lecture

1. The process of obtaining theprimitivefrom a diff.equ. iscalled solving thediff.equ.
(a) True (b) False
2. The method of solving a diff .equ. of thefirst order and first deg ree depends upon the
type to which it belongs.
(a ) True ( b ) False
1. A solution of a diff .equ. is a relation y  f (x), free from derivatives, between the
independen t an d dependent var iables which satisfies the given equ.
(a) True (b) False
2. The general solution of diff . equ. is that in which the no. of independent arbitrary
cons tan ts is equal to the order of diff . equ.
(a) True (b) False
3. A diff. equ. is exact if it isexact differentialof somefunction
(a) True (b) False

 x
1) 1  e  dx  e
x /y x /y
1   dy  0 [May '12, May '15]
 y
Ans : x  y e x / y  c
2) e y
 1 cos x dx  e y sin x dy  0
Ans : sin x  e y  1  c
Learning from the topic: Student will be able to develop the skill to identify the Exact D.E.
and to solve Exact D.E.
Lecture :5
1.3.a. Reducible form of Exact Differential Equation
1.3.1.a. Learning Objective:
Learners shall be able to identify the reducible form of Exact D.E. and learn how to find its
solution.
1.3.2.a. Introduction:
In this section we will learn how few non-Exact D.E. can be reduced to exact D.E. by
multiplying it by an Integrating Factor (IF).In this section we will study the following
typesof non-Exact D.Es.
M N

y x
 f (x) , then IF  e 
f (x)dx
Type 1 : If .
N
N M

x y
 g(y) , then IF  e 
g(y)dy
Type 2 : If .
M
1
Type 3 : If the equ. is homogeneous i.e. degree of each term is same then IF = .
Mx + Ny
10
1
Type 4 : If the equ. is of type f1 (xy) ydx  f 2 (xy) x dy  0 , then IF  .
Mx  Ny
Working Rule:
M N
1) If ≠ then given equation become non- exact.
y x
2) Identify the correct reducible form of Exact D.E.
3) Calculate the appropriate IF.
4) Multiply the given equation by IF and verify that the new equation is Exact.
5) Apply the solution formula of Exact D.E. to the newly formed equation and find its
solution.
1.3.3.a. Sample problems
(1) Solve ( x 4  y 4 )dx  xy 3dy  0
Solution:Comparing the given equation with M dx + N dy = 0 we get
M = x 4  y4 N = - x y3
M N
= 4 y3 =  y3
y x
M N
Here   The given D. E. is non exact.
y x
M N

y x 4 y3  y3 5 y3 5
     f ( x)
N  x y3  x y3 x
5 1
 IF  e  f ( x) dx  e  (5 / x) dx  e  5log x  e log x  x 5 
x5
1
Multiplying the given equation by
x5
 1 y4  y3
   dx  dy  0
 x x5  4
  x
This is exact.
The solution of this Exact D.E. is

keeping yconstt.
 1 y4 
  x  x5  dx 
keeping y const . 
 (0) dy  c

1 1
 x dx  y 4 x5 dx  c
 x 5  1 
 log x  
y4 
 5  1 
c
 
y4
log x   c This is the required general solution.
4 x4
(2) Solve y  x 2 y  e x  dx  e x dy  0 [May’14]
Solution: Comparing the given equation with M dx + N dy = 0 we get
11
 
M = y x2 y  ex  x2 y 2  e x y N = e x
M N
= 2 x2 y  ex = e x
y x
M N
Here   The given D. E. is non exact.
y x
M N

y x 2 x 2 y  e x  (e x ) 2 x 2 y  2e x 2  x2 y  ex  2
     g ( y)
M   x2 y 2  ex y   x y  e y
2 2 x
 yx y e 
2 x
y
2 1
 IF  e  g ( y) dy  e  (2 / y) dy  e  2log y  e log y  y 2  2
y
1
Multiplying the given equation by 2
y
y  x2 y  ex  ex  2 ex  ex
dx  dy  0   x   dx  dy
y2 y2  y y2
This is exact.

keeping yconstt.
 2 ex 
  x  y  dx   (0) dy  c
1 x
 x dx  y  e dx  c
2
 x2  1  1 x
    e   c
 2  1  y
x3 ex
  c This is the required general solution.
3 y
(1)  
Solve x 2  y 2 dx  ( x 2  xy )dy  0
M = x2  y 2 N = ( x 2  xy)   x 2  xy
M N
= 2y = 2 x  y
y x
M N
  The given D. E. is non exact.
Here
y x
Since the equation is homogeneous.
1 1 1 1
 IF     2
Mx  Ny x( x  y )  y ( x 2  xy )
2 2
x  x y x ( x  y)
3 2
Multiply the equation by the IF

x y 2
x 2  xy
2
 2 dx  2 dy  0
x ( x  y) x ( x  y)
This is exact.
12

keeping yconstt.
 x2  y 2 
  x2 ( x  y)  dx 
 (0) dy  c
dx dx
 x y  y  x c
2
2
( x  y)
dx 1 dx 1 dx 1 dx 
 x y  y  x y  y  x y  x 2 
 c
2
 y2 2

1
[Hint : resolving usingpartial fraction treating y as a constant ]
x ( x  y) 2
dx dx dx
2    y 2  c
x y x x
 log( x  y)   x 21 
2    log x   y   c
 1 0   2  1 
y
2 log( x  y )  log x   c
x
(2) Solve y dx + x (1 – 3x2y2) dy = 0 [Dec’17]
M=y N = x (1– 3x2y2) = x - 3x3y2
M N
=1 = 1- 9 x2y2
y x
M N
Here   The given D. E. is no exact.
y x
But the equ. is of type f1 (xy) y dx  f 2 (xy) x dy  0
1 1 1 1
IF =     3 3
3 2

Mx – Ny (y)x  x  3x y y xy – xy  3x y
3 3
3x y
Multiply the equation by the IF
y x 1 – 3x 2 y 2  1  1 1
3 3
dx  3 3
dy  0  3 2
dx   2 3 -  dy  0
3x y 3x y 3x y  3x y y
This is exact.

keeping yconstt.
 1   1
  3 2  dx    -  dy  c
3x y   y
1 dx dy
2  3
 c
3y x y
1  x 31 
    log y   c
3 y 2  3  1 
1
 2 2  log y  c
6x y
13
Exercise 5
1)  y  2 x  dx  x 1  xy  dy  0
3
Ans : xy 2  2 y  2 x3  cx
2) y  x 2 y  e x  dx  e x dy  0 [ May '14]
x3 e x
Ans :  c
3 y
3)  x 2 y  2 xy 2  dx   x3  3x 2 y  dy  0
x
Ans : cx  y e 2 3 y
4) y ( x  y ) dx  x( y  x) dy  0 [ Jan '02]
y
Ans : log xy  c
2x
Home work Problems for the day
1) x sin x dy  ( xy cos x  y sin x  2) dx  0 [May’15]

y 2
Ans : sin x   c
x x
2)  2xy 4
e y  2xy3  y  dx + (x 2 y 4e y - x 2 y 2 - 3x) dy = 0. [May’13]
x2 x
Ans : x e 2 y
 3 c
y y
3)  xy sin xy  cos xy  ydx   xy sin xy  cos xy  xdy  0 [ June '02]
Ans : x sec xy  cy
4)  3xy 2
 y 3  dx   xy 2  2 x 2 y  dy  0
y
cy 2
Ans : e x
x3
3) Let’s check take away from the lecture
N M

x y
(1) If  g(y) , then I.F. is
M
(b) e  (d) e 
1 g( y) dy 1 f ( x ) dx
(a) (c)
Mx  Ny Mx  Ny
M N

y x
(2) If  f (x) , then I.F. is
N
(b) e  (d) e 
1 g( y) dy 1 f ( x ) dx
(a) (c)
Mx  Ny Mx  Ny
14
(3) If the equation is of type f1 (x, y) ydx  f 2 (x, y) xdy  0 , then IF is
(b) e  (d) e 
1 1
(a)
g( y) dy f ( x ) dx
(c)
Mx  Ny Mx  Ny
(4) If the equation is homogeneous then IF is
(b) e  (d) e 
1 g( y) dy 1 f ( x ) dx
(a) (c)
Mx  Ny Mx  Ny
Learning from the topic: Student will be able to distinguish between the Exact D.E. and their
reducible form and to solve them using Type 1 and Type 2, Type 3 and Type 4.
Lecture:6
1.4.b.Part C: Reducible Linear differential equation
Note: Learners are expected to read the points 1.1.1.b to 1.1.8.b before coming to the class.
1.4.1.b. Motivation:
The present topic deals with the Analytical method of solving the Lineardifferential equations
of first order and first degree as it is required in many physical and engineering problems.
1.4.2.b. Syllabus:
Self study
1.2 Equations reducible to the linear form by 1lectures 3 hours
Bernoulli’s equation.
1.4.3.b. Weightage:6 Marks
1.4.4.b. Prerequisite: Concept of Linear Differential equations, Concept of Integration
1.4.5.b. Learning objective:

1. Learner shall be able to develop the skill to identify and solve the reducible linear
2. Learner shall be able to develop the skill to identify and solve the Bernoulli’slinear
1.4.6.b. Key notation:
(1) The following notations are generally used for the differential coefficients of the function
dy d
y  f ( x ) w.r.t. x :
or f '( x) or y ' or Dy where D 
dx dx
1.4.7.b. Important Formulae / Theorem / Properties:
dy
(1) Linear DifferentialEquation(L.D.E.):An equation of the form  P y  Q is calledLinear
dx
Differential Equation (L.D.E.), where P and Q are functions of x or constants only and
equation is linear in ‘y’. The solutionof a L.D.E. is givenas
y e   e
P dx P dx
Q dx  c
15
Where e 
Pdx
is the IF&c is a constant of integration.
dx
Another form ofL.D.E. is  P' x  Q' where P' and Q' are functions of y or constants
dy
only and equation is linear in ‘x’. It’ssolution is
x e   e
P ' dy P' d y
Q' dy  c
where e 
P d y
the IF is&c is a constant of integration.
dy
Type: Bernoulli’s equation:The equation of the form  P y  Q y n is known as
dx
Bernoulli’s equation where P and Q are functions of x or constants. This
dy
equationcanbewritten as y  n  P y 1 n  Q . Substituting y 1  n  t , theabove
dx
equationreduces toa lineardifferential equation in t .
dx
Note: Another form of Bernoulli’s equation can be written as  P' x  Q' x n . where P’
dy
and Q’ are functions of y or constants.
1.4.8.b. Sample problems

dy 4 x y 2
(1)Solve y   0
dx 3 3x
dy y 2 4x
Solution: Rearranging the equation y  
dx 3x 3
dy
This is of the form f '(y)  P f (y)  Q
dx
dy dt dy 1 dt
Let y  t , 2 y   y 
2
dx dx dx 2 dx
1 dt 1 4x
On substituting  t
2 dx 3x 3
dt 2 8x
  t
dx 3x 3
2 8x
This is alinearequation in t with P   and Q   .
3x 3
 2x 

IF  e   e 
Pdx  dx 2/3
3 
 e( 2/3)log x  elog (x )
 x 2/3
Thesolution of this L.D.E. using the formula y e  e Q dx  c 

Pdx Pdx
 8x 
4/3
8 8 x
t x 2/3   x 2/3    dx  c    x1/3dx  c    c  2x 4/3  c
 3  3 3 (4 / 3)
2/3
 t x  2x  c 4/3
Resubstituting t we get y2 x 2/3  2x 4/3  c

Exercise 5
16
dy 4x 1
1)  2 y . [Dec’15]
dx x  1  x 1
2 3
Ans : y (x 2 +1) 2  tan 1 x  c

dy
2)  ( 2 x tan  1 y  x 3 ) ( 1  y 2 )  0 [May' 06]
dx
Ans : 2 tan1 y  ( x2  1)  c e x
2

2)
1. There are diff. equ.which is solvable by Exact as well as Linear diff. equ. method.
(a) True (b) False
2. The equation dx  x dy  e  y sec 2 y dy is linear in x.
(a) True (b) False
dz z z
1)  log z  2 ( log z )2
dx x x
1 1
Ans :   c'
x log z 2x 2
dr r2
2)  r tan  [Dec'05,May'07]
d cos 
1
Ans :  sin  c' cos 
r
Learning from the topic: Student will be able to develop the skill to identify reducible linear
differential equations and learn its solution method.
Lecture: 6
1.5. b. Reducible Linear differential equationcontinued……….
1.5.1. b. Learning Objective:
Learners shall be able to identify the reducible form of linearD.E. and learn how to find its
solution.
1.5.2.b. Sample Problem:
dy
(1) Solve  x 3 y 3  xy [Dec’07]
dx
dy
Solution:Given that  xy  x 3 y 3 . This is a Bernoulli’s equation.
dx
1 dy 1
Dividing by y 3 , we get, 3 .  2 x  x
3
y dx y
1 2 dy dt 1 dy 1 dt
Let 2  t ,  3   3 
y y dx dx y dx 2 dx
1 dt dt
Substituting above in the equation   x t  x3   2 x t  2 x 3
2 dx dx
This is L.D.E. in t with P = -2x and Q = -2x3
17
The solution of L.D.E. using the formula y e  e Q dx  c : 

Pdx Pdx
IF  e e 
Pdx 2 xdx
 e x
2
 x2
  e x (2 x3 )dx  c
2
The solution is t e
t e x    x2 e x (2 x dx)  c
2 2
t e x    u eu du  c taking x 2  u  2x dx  du
2
  eu   eu  
t e x    u       c u sin g int egrating by parts
2
  1 
(1)
  12  
  
t e x  u e u  e u  c
2
Resubstituting u gives t e x  x 2  1 e x  c  
2 2
1
Resubstituting t and dividing by IF we get  x 2
 1  c e x2
y2
(2) Solve y dx + x (1 – 3x2y2) dy = 0. [Dec’17]
dx
Solution: Rearranging given equation y  x  3x 2 y2
dy
dx x
   3x3 y 
dy y
1 dx 1
Dividing by x3 we get 3  2  3y
x dy x y
dx
This is of the form f '(x)  P f (x)  Q.
dy
1 2 dx dt 1 dx 1 dt
Let 2
t  3   2 
x x dy dy x dy 2 dy
1 dt t dt 2
On substituting in given equation we get    3y   t  6 y
2 dy y dy y
2
This is linear in t with P'  and Q'   6 y.
y
The solution of this L.D.E. using the formula x e   e

P ' dy P ' dy
Q'dy  c:
 2 
  dy
IF=  e
P d y 1
 e  y   e2log y  2
y
1 1 1 dy t
t 2  2  6y  dy  c  t 2   6
 
 c  2   6 log y  c
y y y y y
1
 Resubstitute t we get 2 2  6log y  c.
x y
Exercise 6
dy
1)  e x y ( e x  e y ) [Dec'02, May'02 ]
dx
18
Ans : e y  e x  1  c ee
x
dy
2)  y  y 2 (cos x  sin x) . [May’14]
dx
Ans : y 1   sin x  c e x
dy
3) x y (1  x y 2 ) 1 [ May '14]
dx
y2
1 2  y2
Ans :   ce 2
x 2
3

4) 4
y dx = (x 4
 y3 x) dy [May’15]
7 7 5
7 
Ans : x y 4 4
 y 4
c
5
dr r2
1. The equ.  r tan   is Bernoulli 's equation in r.
d cos 
(a) True (b) False
dy
2. The equation x y (1  x 2 y 2)  1 is reducible in linear.
dx
(a) True (b) False
3. The equ. (1+ x + x y 2 ) dy + (y + y 3 ) dx= 0 is reducible to linear.
(a) True (b) False

Solve thefollowing:
dy
1) x y (1 + x 2 y 2 ) =1 [ Dec'01, Nov'03]
dx
1 2
Ans : 2
= c e-y - y 2 +1
x
dx
2) y  x  y x 2 sin y [ May'02]
dy
y
Ans :   y cos y  sin y  c
x
Learning from the topic: Student will be able to develop the skill to identify reducible linear
differential equations and to solve them.
Add to the knowledge

A differential equation is a mathematical equation that relates some function with its derivatives.
In applications, the functions usually represent physical quantities, the derivatives represent their
rates of change, and the equation defines a relationship between the two. Because such relations are
extremely common, differential equations play a prominent role in many disciplines
including engineering, physics, economics, and biology.
In pure mathematics, differential equations are studied from several different perspectives, mostly
concerned with their solutions—the set of functions that satisfy the equation. Only the simplest
19
differential equations are solvable by explicit formulas; however, some 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.
Learning Outcomes
1. Know:Student shouldbe able
(i) tofindthe order and type of differential equation and solve it using the appropriate
method
(ii) to identify the differential equation appearing in engineering field and to solve it using
appropriate method
2. Comprehend: Student should be able

(i) to describe the differential equation, order of equation and method of solving
differential equation
(ii) Explain the advantages of differential equationappearedinapplication
3. Apply, Analyze and synthesize: Student should be able toadapt to the class environment for
Effective problem solving
Self-Assessment
 x
Q.1. Solve 1  log xy  dx  1   dy  0. [Level - 1]
 y
dy
Q.2. Solve  y  y 2 (cos x  sin x) . [Level - 2]
dx
Q.3. Solve (4xy  3y2  x)dx  x(x  2y)dy  0 [Level - 2]
dy
Q.4 Solve x + y = x 3y 6 [Level - 3]
dx
Q.5 Solve (1+ y2 ) dx = (tan -1 y - x) dy [Level - 3]
Self-Evaluation
Name of student: Class &Div: Roll No:

1. Do you understand how to identify the exact differential equation?
(a) Yes (b) No
2. Will you able to solve differential equation with reducible exact technique?
(a) Yes (b) No
3. Are you able to identify the reducible linear differential equation?
20
(a) Yes (b) No

4. Do you understand how to apply reducible linear technique?
(a) Yes (b) No
5. Do you understand this module?
(a) Fully understood (b) Partially understood
Sr. Questions Mark

No s
.
Multiple Choice Questions
1 The process of obtaining the primitivefrom a diff.equ. iscalled solving thediff.equ.
(a) True (b) False (c) invalid question (d) Noneof these
2 The method of solving a diff .equ. of thefirst order and first deg ree depends upon the
type to which it belongs.
(a ) True ( b ) False (c) invalid question (d ) Noneof these
3 A solution of a diff .equ. is a relation y  f (x),freefrom derivatives, between the
independen t an d dependent var iables which satisfies the given equ.
(a) True (b) False (c) invalid question (d) None of these
4 The general solution of diff . equ. is that in which the no. of independent arbitrary
cons tan ts is equal to the order of diff . equ.
5 N M

x y
If  g(y) , then I.F. is
M
(b) e  (d) e 
1 g( y) dy 1 f ( x ) dx
(a) (c)
Mx  Ny Mx  Ny
6 M N

y x
 f (x) , then I.F. is
N
(b) e  (d) e 
1 g( y) dy 1 f ( x ) dx
(a) (c)
Mx  Ny Mx  Ny
7 If the equation is of type f1 (x, y) ydx  f 2 (x, y) xdy  0 , then IF is
(b) e  (d) e 
1 g( y) dy 1 f ( x ) dx
(a) (c)
Mx  Ny Mx  Ny
8 If the equation is homogeneous then IF is
(b) e  (d) e 
1 g( y) dy 1 f ( x ) dx
(a) (c)
Mx  Ny Mx  Ny
9 There are diff. equ.which is solvable by Exact as well as Linear diff. equ. method.
(a) True (b) False (c) invalid question (d) Noneof these
10 The equation dx  x dy  e  y sec 2 y dy is linear in x.
21
11 dr r2
The equ.  r tan   is Bernoulli 's equation in r.
d cos 
12 dy
The equation x y (1  x 2 y 2 ) 1 is reducible in linear.
dx
13 The equ. (1+ x + x y 2 ) dy + (y + y 3 ) dx= 0 is reducible to linear.
14 Half life of cobalt-60 is 5.3 years. If an old sample of 10 grams has now
decayed to 1 gram, how much time has passed?
15 Half life of uranium-232 is 68.9 years. How much of a 100-gram sample is

present after 250 years?
16 A 30 kg sample of plutonium-239 will decay by one kg in 1180 years. What is

the half life of plutonium-239?
Objective Questions
Check whether following are exact or non exact.
1  x 3
1  log xy  dx  1   dy  0.
 y
.21
Ans : x log xy  y  c
2
x  
x 2  y 2  y dx  y x 2  y 2  x dy  0  3
Ans :
1 2 2 32
3
x y  
 xy c
3   1  3
 y 1+ x   cos y  dx + (x + logx - xsiny) dy = 0
   
4 dy tan y  2 xy  y 3
 2
dx x  x tan 2 y  sec 2 y
Ans : x tan y  x 2 y  xy  tan y  c
5 y y 1 y 3
cos   dx - cos   dy + 2x dx = 0
x x
2
x x
y
Ans : x 2  sin  c
x
6  2 xy cos x 2
 2 xy  1 dx   sin x 2  x 2  dy  0 3
Ans : y sin x 2  x 2 y  x  c
Short Answer Question
Solve the following.
1  xy 3
 y  dx  2  x 2 y 2  x  y 4  dy  0 5
22
Ans : 3x 2 y 4  6 xy 2  2 y 6  c
2  y  5
 sec y - tan y  dx - (x -sec y log x) dy = 0.
 x 
Ans : y log x  x sin y  c
3 x 2
 y 2  1 dx  2 xydy  0 5
y2 1
Ans : x    c or x 2  y 2  1  cx
x x
4  x sec y  x cos y  dy   tan y  3x 4  dx
2 2 5
tan y
Ans :  x3  sin y  c
x
5  y  xy 2  dx   x  x 2 y  dy  0 5
x
Ans : log  x y c
y
6 x 3
y 4  x 2 y 3  x y 2  y  dx   x 4 y 3  x 3 y 2  x 2 y  x  dy  0 5
1
Ans : xy   2log y  c
xy
7 y  xy  2 x 2 y 2  dx  x  xy  x 2 y 2  dy  0 5
1
Ans : 2log x   log y  c
xy
8 ydx  x 1  3x 2 y 2  dy  0 5
1
Ans :  log y  c
6 x2 y 2
9 x 2
 xy  dy   x 2  y 2  dx 5
y
Ans : 2 log( x  y )  log x  c
x
10 x 3
 y 3  dx  xy 2 dy  0 5
y3
Ans : cx  e 3 x3
11 5
 x  2 y3  dy
dx
y
Ans : x  y 3  cy
12  xy 2  e 1 x3  dx  x 2 y dy  0. 5
 
 
1
y2 1 3
Ans :  3  e x  c
2x 3
13 dy 5
 x sin 2 y  x 3 cos 2 y
dx
2
ex
Ans : tan y e  x2
( x2  1 )  c
2
23
14 The tank contains 200 gal of water in which 40 lb of salt are dissolved. Five 5
gal of brine, each containing 2 lb of dissolved salt, run into the tank per
minute, and the mixture, kept uniform by stirring, runs out at the same rate.
Find the amount of salt y(t) in the tank at any time t.
15 A large tank holds 300 gallons of brine solution with 40 lbs of salt. A 5
concentration of 2 lbs/gal is pumped at the rate of 4 gal/min. The
concentration leaving the take is pumped out at a rate of 3 gal/min. How
much salt is in the tank after 12 minutes?
16 A tank contains 1000 L of brain with 15 kg dissolved salt. Pure water enters at 5
the rate 10 L/min. The solution is kept thoroughly mixed and drains from the
tank at the rate 10 L/min. How much salt is in the tank at time t?
17 A cup of coffee at 190 F is left in a room of 70 F .

At time t=0, the coffee is cooling at 15 F per minute.
Find the function that models the cooling of the coffee and solve it.
How much time will it take the temperature to reach 143 F ?
18 Suppose that a building loses heat in accordance with Newton's law of 5
cooling which states that the rate of change of temperature within the
building is proportional to the difference between the inside temperature
and the outside temperature. Assume the inside temperature is 70° F when
the heating system fails. After 2 hours the building is 40° F. If the external
temperature is 10° F, compute the interior temperature as function of time
after heating failure.
18 The temperature of a body dropped from 200° F to 100° F for the first hour. 5
Determine how many degrees the body cooled in one hour more if the
environment temperature is 0° F?
24
25
Module 2: Ordinary differential equations of higher orders
----------------------------------------------------------------------------------------------------------------------------------------
Module 02: Ordinary differential equations of

Higher orders
1. Motivation:
The Higher order differential equation arise in many branches of natural science, Physics, and
engineering. In the case of higher order differential equation, the finding solution is not always easy.
Present module deals with the method of solving the Linear differential equations of order more than
one with constant coefficients as it occurs in many physical and engineering problems. It also deals
with the differential equation with variable coefficients which are first proposed by Cauchy and Euler.
2. Syllabus:
Self-study Weightage
Module 1 Contents Duration duration
Part A Second order linear differential equations with 3 Hrs 6 Hrs 12 to 18
constant coefficients, Method of variation of Marks
parameters.
Part B Cauchy’s -Euler equation, Power series 2 Hrs 4 Hrs

solutions.
Bessel Functions of first kind. (Self-
learning)
3. Prerequisite: Concept of Calculus, Concept of Integration and Derivative of trigonometric, algebraic,

logarithmic functions, Concept of first order linear differential equations and its solutions.
4. Learning Objective:
1. Learner shall be able to develop the skill to identify and solve the higher order linear differential
equations with constant coefficients.
2. Learner shall be able to develop the skill to identify and solve the second order linear differential
equations with variable coefficients.
3. Learners shall be able to develop the skill to learn alternate method to calculate the PI - particular
integral of second order linear differential equations.
4. Learners shall be able to find Particular Integral by Variation of parameter method.
5. Learners shall be able to solve differential equation by series method
6. Learners shall be able use Bessel’s function of first kind
Second order linear differential equation

with constant coefficients (Homogeneous)
Lecture: 08
1. Learning objective:
Learners shall be able to develop the skill to identify and solve the Homogeneous linear differential
equation with constant coefficients of Higher order
2. Introduction:
A higher order differential equation with constant coefficients can be categorised in to two parts one
is homogeneous and Non-homogeneous. The solution of homogeneous part is called complementary
function.
23
F.E. Semester – II CBCGS-HME 2020-21
----------------------------------------------------------------------------------------------------------------------------------------
3. Key notation:
d
Differential Operator: D =
dx
4. Important Formulae / Theorem / Properties:
(i) Second Order Differential equation (SODE):
An ordinary differential equation of order 2 is of the form
d2 y dy
P0 2
+ P1 + .P2 y = X − − − − − − − − (1)
dx dx
Where the coefficients P0 , P1 , P2 and X are functions of x or constants.
d
Using  D , (1) can be written as f (D) y = X − − − − − − − − (2)
dx
The general solution of (2) is given as
y = Complete Solution = Complementory Function + Particular Integral
or y = yc + y p or CS = CF + PI
(ii) Complementary Function (CF):
Auxiliary equation of the D.E. (1) isf (D) = 0 or f(m) = 0.
The roots of the auxiliary equation may occur in three different ways:
(1) Roots are real and distinct say m1, m2 then
CF = c1 e + c2 e
m1 x m2 x
(2) Roots are real and repeated say m1 = m2

CF = ( c1 + c2 x ) em 1 x
(3) Roots are complex and not repeated say m1, m2 = ±i, then
CF = e x ( c1 cos  x + c2 sin  x )
Note :(1) The number of arbitrary constants and order of D.E. must be same.
(2) Complex roots always occur in pair.
(iii) Particular Integral (PI):
1
Particular integral of the D.E. (1) is given as PI = X
f ( D)
1
(iv) Type 1: If X = 0 then PI = 0=0
f ( D)
5. Working rule:
The working rule for finding the solution of second order differential equation with constant
Coefficients is as follows:
(1) Identify the equation as second order differential equation with constant coefficients.
d
(2) Using  D convert the given equation into symbolic form f (D) y = X.
dx
(3) Construct the auxiliary equation (AE) by considering f (D) = 0. Find roots of auxiliary equation
and write Complementary function (CF) as per the nature of roots.
(4) Consider PI = 1
X and calculate it as per Type 1 to Type 7.
f (D)
(5) Write the complete solution CS = CF + PI or y = yc + yp .
6. Sample Problems:
(1) Solve ( D 2 + 3D + 2) y = 0.
Solution: The auxiliary equation is D 2 + 3D + 2 = 0

24
----------------------------------------------------------------------------------------------------------------------------------------
 ( D + 2)( D + 1) = 0
 D = −1, − 2
 CF = c1e − x + c2 e −2 x
In this case PI = 0
The complete solution is CS = y = CF + PI = c1e − x + c2 e −2 x .
d2 y dy
(2) Solve 2
− 4 + 4 y = 0.
dx dx
Solution: The auxiliary equation is
A.E. D2 − 4D + 4 = 0
 ( D − 2) 2 = 0  D = 2, 2
CF = (c1 + c2 x)e 2x
In this case PI = 0
The complete solution is CS = y = CF + PI = (c1 + c2 x)e 2 x .
d2 y
(3) Solve + 2 y = 0.
dx 2
Solution: The auxiliary equation is
A.E. ( D 2 + 2) = 0
 D = 2 i, − 2 i
 CF = c1 cos 2 x + c2 sin 2 x
In this case PI = 0
The complete solution is CS = y = CF + PI = c1 cos 2 x + c2 sin 2 x.
Exercise 08
d2 y dy
1) 2
+ 4 + 3y = 0 Ans : y = c1 e− x + c2 e −3 x
dx dx
2) (D 2
+ 2 D + 1) y = 0. Ans : y = ( c1 + c2 x ) e − x
3) (D 2
− 2 D + 2 ) y = 0. Ans : y = e x ( c1 cos x + c2 sin x ) .

3
d 2 y  dy 
(1) The order of the differential equation +   + y 4 = e−t is
dt 2  dt 
(a) 1 (b) 2 (c) 3 (d) 4
3
d 2 y  dy 
(2) The coefficients of the differential terms in the equation 2
+   + y4 = e− t are
dt dt 
(a) constant (b) variable (c) none
25
----------------------------------------------------------------------------------------------------------------------------------------

1) (D 2
− 5D + 6 ) y = 0 Ans : y = c1e2 x + c2 e3 x .
2)
D 2 y − (a + b) D y + a b y = 0 Ans : y = c1ea x + c2eb x
−x
3 3 
3) ( D + D + 1) y = 0.
2
Ans : y = e  c1 cos
2
x + c2 sin x .
 2 2 
d2 y
4) − y = 0. Ans : y = c1 e x + c2 e− x
dx 2
d2 y
5) + y = 0. Ans : y = c1 cos x + c2 sin x
dx 2
Learning from the topic: Student will be able to find the complementary function of second order
linear differential equations with constant coefficients.
Lecture: 09
Learners shall be able to calculate the particular integral if the nonhomogeneous part of the
differential equation as X = e , sin ( ax + b ) or cos ( ax + b ) .
ax
2. Introduction:
The solution of Nonhomogeneous linear differential equation with constant coefficients has two parts
in its solution as complementary function and particular integral. The evaluation of particular
integral depends on the function which are present in the function in the Nonhomogeneous part in
this section we will learn how to find PI for exponential and sine/cosine function.
3. Working rule: The working rule is explained as the differential equation is categorised as per the type
of function on right hand side of differential equation
 ea x
 f (a) if f (a)  0
1 
Type 2: If X = e , then PI = ea x =
ax
 x ea x
 f ' (a) if f (a)  0
'
f ( D)

and proceed in this way
Note: Exponential functions whose argument is linear factor can be evaluated by this method.
1
Type 3: If X = sin ( ax + b ) or cos ( ax + b ) , then PI = sin ( a x + b )
f ( D)
Replace D 2 by − a 2 & remaining linear factor in D converts to D 2 (quadratic) by
rationalizing.
Note: Only sine and cosine function whose argument is linear factor can be evaluated by this
method.
4. Sample Problem:
26
----------------------------------------------------------------------------------------------------------------------------------------
d 2 y dy
(1) Find particular Integral for 2
− 4 + 4 y = ex .
dx dx
1
Solution: PI = ex
( D − 2) 2
1 1
= ex = ex = ex
D − 4D + 4
2
1− 4 + 4
y p = PI = e x
(
(2) Find PI for D 2 − 5D + 6 y = sin 3 x. )
Solution:
1 1 1
PI = sin 3x = sin 3x = − sin 3x
D − 5D + 6
2
− 3 − 5D + 6
2
5D + 3
5D − 3 5Dsin 3x − 3sin 3x 5 cos3x − sin 3x
= − sin 3x = − =
25D − 9
2
25(−3 ) − 9
2
78
5 c os 3x − sin 3x
y p = PI = .
78
Exercise 09
d2 y dy ex
1) 2
+ 3 + 2 y = ex Ans : y p = PI =
dx dx 6
3x
2) (D 2
+ 6 D + 9 ) y = 3x Ans : y p =
( log e 3 + 3) 2
3) D 2 y − 4 y = 2cos h (2 x) Ans : yp =
x
sin h 2 x
2
4) (D 2
+ 4 ) y = cos 2 x
x
Ans : y p = sin 2 x
4
d2y
5) + y = sin x sin 2 x Ans : y p =
1 x
cos 3 x + sin x
dx 2 16 4

d2y dy
(1) For differential equation 2
+ 4 + 3 y = 3e2 x , the particular integral is
dx dx
1 2x 1 2x
(a) e (b) e (c) 3e 2 x (d) c1e − x + c2 e −3 x
15 5
X = e3x
2
(2) The particular integral when can be found by the above type
(a) yes (b) no (c) can’t decide
d2y
(3) For the differential equation + 3 y = cos 2 x, the particular integral is
dx 2
(a) − cos 2 x (b) cos 2 x sin 2 x (c) − sin 2 x (d) c1e − x + c2 e −3 x
X = sin x 2
(4) The particular integral when can be found by applying the type: 2
27
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Find particular Integral for the following:
d2y dy Ans : y = c1e− x + c2e−2 x + xe− x
(1) 2
+ 3 + 2 y = e− x
dx dx
x2 2 x 1 1
(2) ( D + D + 1) y = (1 + sin x ) Ans : y = c1 e + ( c2 + c3 x ) e + e + 2x e x − e− x −
2 2 x 2x
2 6 2
d 2 y dy 1  e5 x xe− x e x e−5 x 
(3) + 3 + 2 y = cos h 2 x sin h 3x Ans : y p = PI =  − + − 
dx 2 dx 4  42 5 6 12 
Lecture :3
Learning from the topic: Student will be able to find the particular integral when
X = e , sin ( ax + b ) or cos ( ax + b ) .
ax
Lecture: 10
Learners shall be able to calculate the particular integral when X = x , e V .
m ax
2. Introduction:
In this case we learn to find the particular integral if the nonhomogeneous part of differential
equation is either algebraic or exponential multiplied by a trigonometric or algebraic function
3. working Rule:
Type 4: If X = xm , where m is a positive integer, then
1 1
PI = xm = x m =  1 +  ( D)  −1 x m .
f ( D) 1 +  (D )
Now expand the bracket by the formula (1 + x ) = 1 − x + x 2 − x3 + x 4 − .........
−1
(1 − x )
−1
= 1 + x + x 2 + x 3 + x 4 + .........
and operate each term of the expansion on x m .
Type 5: If X = ea x V , where V is a function of x, then
1 1
PI = ea x V = ea x V
f ( D) f ( D + a)
4. Sample Problem:
d2y dy
− 4 + 4 y = x2 .
dx dx
1
Solution: PI = x2
( D − 2) 2
1
= x2
4D − D 2
4[1 − ]
4
28
----------------------------------------------------------------------------------------------------------------------------------------
−1
1 4D − D2  2 1  4D − D2 
= 1 − ( )  x = 1 − ( ) + D2  x2
4 4  4 4 
1 1  1 3
=  x 2 + (8 x − 2) + 2  =  x 2 + 2 x + 
4 4  4 2
1 3
y p = PI =  x 2 + 2 x +  .
4 2
d2y
+ 2 y = x 2 e3 x
dx
Solution:
1 1 1
PI = x 2 e3 x = 2 e3 x x 2 = e 3 x x2
D +2
2
D +2 ( D + 3) + 2
2
−1
1 e3 x  (6 D + D 2 )  2
=e 3x 2
= 1−
11   x
x
D 2 + 6 D + 11 11 
e3 x  (6 D + D 2 ) 36 D 2 
= 1− + + ..... x 2
11  11 121 
e  2 12 x 2 72 
3x
= x − − +
11  11 11 121 
e3 x  2 12 x 50 
= x − +
11  11 121 
e3 x  2 12 x 50 
y p = PI =  x − 11 + 121 
11
(3) Find particular Integral for ( D2 − 3D + 2 ) y = 2e x sin  x 
2
1  x 1 x
Solution: PI = 2e x sin   = 2e x sin  
( D − 3D + 2)
2
2 ( 2
)
( D + 1) − 3 ( D + 1) + 2  2 
1  x 1 x
= 2e x sin   = 2e x sin  
( D + 2 D + 1 − 3D − 3 + 2 )  2 
2
( D − D)  2 
2
 −1 
 + D
1  x  4  x
= 2e x sin   = 2e x sin  
 1  2
2  −1  −1  2
 −   − D   − D  + D 
 2   4  4 
 1  1  1
D−   D−   D− 
x  4 x  x
= 2e x 
4
sin   = 2e x 
4
sin   = 2e x sin  
 1  2  1 1 
2
2  5 2
−  D2 −   − −    
 16   16  2    16 

29
----------------------------------------------------------------------------------------------------------------------------------------
32 x  1   x  32  1 x  8  x 
e  D −  sin   = e x  cos   − sin    = e x  2 cos   − sin   
x 1 x
=
5  4   2  5 2  2  4  2  5  2  2 
(4) Find particular Integral for D 2 − 7D − 6 y = 1 + x 2 e 2x .( ) ( )
Solution: PI =
1
f ( D)
x= 2
1
1 + x 2 e2x = e2x ( 1
) 1 + x2 ( )
D − 7D + 6 ( D + 2) − 7 ( D + 2) + 6
2
 
 
e 2x  
= e2x
1
D − 3D − 4
2
1 + x2 ( ) = 
1
 1+ x
−4   D − 3D  
2
2
( )
1−
  
  4 
  D 2 − 3D   D 2 − 3D  2  e2  3D 9D2 
e 2x
( )  D 
( )
2
=  
1 + +
   + ....  1+ x
2
= 1 + − +  1+ x
2
−4   4   4   −4 
 4 4 16 


 3D 13D  
e2x
( )
2
= 1 − +  1+ x
2
.... considering terms upto D2
−4 
 4 16 
e2x  13  e2x  6x 26 
=
4 
(2 3
4
)
 1 + x − ( 2x ) + ( 2 ) =
16  −4 
1 + x − + 
2
4 16 
(4) Find particular Integral for D2 + 2 y = e x cos x + x 2 e3x ( )

Solution: PI =
1
D2 + 2
(
e x cos x + x 2 e3x ) = PI 1 + PI 2 ..... (1)
1 1 1
PI 1 = e x cos3x = e x cos x = e x 2 cos x
D +22
( D + 1) + 2
2
D + 2D + 3
−e x
1
= e D2 − 1 cos x = ( − sin x − cos x )
x
= ex cos x
2D + 2 2 D −1 2 ( 2)
x
= e ( sin x + cos x ) .... (2)
4
1 1 1
PI 2 = e3x x 2 = e3x x 2 = e3x 2 x2
D +2
2
( D + 3) + 2
3
D + 6D + 11
−1
e3x  6D + D2 
= 1 +  x
2
11  11 
e3x  6D + D 2 (
36D 2  )
e3x  2 12x 50 
=
11 
1− + + ... x 2 =
  x − 11 + 121 
11 121 11   .......
  (3)
 2 121x 50 
3x
x e
From () () and (3) PI = e ( sin x + cos x ) + x − +
4 11  11 121 
Exercise 10
(
1) D 2 − 4 D + 4 y = 8 x 2 ) Ans : y p = PI = 2 x 2 + 4 x + 3.
30
----------------------------------------------------------------------------------------------------------------------------------------
1 9x 
2) (D 2
− 4 D + 4 ) y = x3 Ans : y p = PI =  3 +
4 2
+ 3x 2 + x3 

2
x 3
( )
3) D 2 + 2 D + 1 y = e − x log x Ans : y p = PI = e− x ( log x − )
2 2
4) ( D 2 + 6 D + 9) y = e −3 x
1 Ans : y p = PI = e ( log x + 1)
3x
x2

(1) The particular integral can be found for X = x
m
(a) if m is positive (b) if m is negative (c) if m is real (d) if m is fractional

(2) For the polynomial 7 x + 5 x + 2 its derivative of order 3 and higher is
2
(a) Constant (b) zero (c) negative (d) can’t decide

(3) If X=e V ax
, where V is a function of x, then
1 1
(a) PI = e (b) PI =
ax
V ea x V
f ( D + a) f ( D + a)
1 1
(c) PI = V ea x (d) PI = e
ax
V
f ( D + a) f (a)
(4) If X = e5 x x 2 , then
1 1
(a) PI = e (b) PI =
5x
x2 e5 x x 2
f ( D + 5) f ( D + 5)
1 1 2
(c) PI = x (d) PI = e
2
e5 x 5x
x
f ( D + 5) f (5)
ex
1) ( cos 2 x + 5sin 2 x ) + x e−2 x
( D 2 + 3D + 2) y = e x cos 2 x + e−2 x Ans : y p = PI =
52
2
d y e x
e3 x  2 12 x 50 
2) + 2 y = x 2 3x
e + e x
cos x Ans : y p = PI = ( sin x + cos x ) + x − + 
dx 2 4 11  11 121 
d2y e3 x  2 12 x 50  e x cos 2 x
3) + 2 y = x e + e − cos 2 x Ans : y p = PI =
2 3x x
x − + + +
dx 2 11  11 121  3 2
Learning from the topic: Student will be able to calculate the particular integral when
X = x m , ea x V .
Method of Variation of Parameter
Lecture: 11
31
----------------------------------------------------------------------------------------------------------------------------------------
Learners shall be able to learn alternate method to calculate the PI - particular integral of higher order
linear differential equations with constant coefficients.
2. Introduction:
In this part, we adapt the method of variation of parameters to a linear second-order differential equation
to find its particular solution in general case.
3. Key notation:
y1 y2
The Wronskian W of y1 and y2 is given by W =
y y2' '
1
4. Important Formulae / Theorem / Properties: Variation of Parameter Method (VPM)

d2y dy
This method is particularly used for solving a L.D. E. of the form + P + Q y= X
dx 2 dx
where P and Q are constants.
5. Working Rule:
(i) On solving AE say CF = c1 y1 + c2 y2
(ii) Let PI = u y1 + v y2 , where u and v are functions of x to be determined.
y1 y2
( iii ) Find W = '
y1 y2'
y X   y1 X 
(iv) Evaluate u = −   2  dx & v =    dx
 W  W 
(v) Simplify PI = u y1 + v y2
(vi ) Write CS = y = CF + PI
6. Sample Problem:
d2 y dy
+3 + 2y = ee by var iation of parameter method.
x
1) Solve 2
dx dx
Solution: The auxiliary equation is D 2 + 3D + 2 = 0
 ( D + 1)( D + 2) = 0  D = −1, 2
 CF = c1e− x + c2e −2 x
y1 = e − x , y2 = e −2 x , X = ee
x
Here
Let PI = u y1 + v y 2
y1 y2 e− x e−2 x
Now, W= = = −e−3 x
y '1 y '2 −e − x −2e−2 x
e−2 x ee
x
yX
u = −  2 dx = −  dx =  ee e x dx = ee [ by putting e x = t ]
x x
−3 x
W −e
e − x ee
x
yX
v =  1 dx =  −3 x dx =  e2 x ee dx = e x ee − ee
x x x
W e
( by putting e x = t , v =  et t dt = t et − et )
PI = u y1 + v y 2 = ee e− x − (e x ee − ee )e−2 x = e−2 x ee
x x x x
−2 x
The complete solution is y = CF + PI = c1e + c2e + e −2 x ee
x
x
2
(2) Solve by the method of variation of parameters d y2 + y = 1
dx 1 + sin x
32
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1 d
Solution: Converting into symbolic form D2 y + y = , where D 
1 + sin x dx
The auxiliary equation is D2 + 1 = 0  D = i
CF = e
0x
( c1 cos x + c2 sin x ) = c1 y1 + c 2 y 2
1
Here y1 = cos x, y 2 = sin x , X =
1 + sin x
Let P.I. = uy1 + vy2
y1 y2 cos x sin x
Now W = = = cos 2 x + sin 2 x = 1
y1' y'2 − sin x cos x
u = − y 2 x dx = − sin x  1  sin 2 x − sin x

 w  
1  1 + sin x 
dx = 
cos 2 x
dx
 
= tan 2 x dx = sec x.tan x dx =  ( sec x − 1) dx − sec x = tan x − x − secx
2
dx = log (1 + sin x )
y1x cos x 1
v =  w
dx = 
1 1 + sin x
PI = u y1 + v y 2 = ( tan x − x − sec x ) cos x + log (1 + sin x ) sin x
PI = sin x − 1 − x cos x + sin x log (1 + sin x )
he complete solution is y = CF + PI
y = c1 cos x + c 2 sin x + sin x − 1 − x cos x + sin x log (1 + sin x )
2 3x
(3) Solve by the method of variation parameters d y2 − 6 dy + 9y = e 2
dx dx x
Solution: The auxiliary equation is D − 6D + 9 = 0  ( D − 3) = 0  D = 3, 3
2
2
CF = c1 e + c2 x e3x
3x
3x
Here y1 = e3x , y 2 = x e3x , X = e 2
x
Let PI = u y1 + v y 2
y1 y 2 e3x xe3x
Now W = 1 = = e6x
y1 y12 3e3x e 3x
+ 3xe 3x
3x 3x
u = −  y 2 x dx = −  x e6x e
2
dx = −
1

dx = − log x
w e x x
yX e3 x e3 x 1 1
v=  W1 dx =  e6 x x 2
dx = x 2
dx = −
x
1
PI = u y1 + v y 2 = − log x e3x − x e3x = − ( log x + 1) e3x
x
The complete solution is y = CF + PI = c1e
3x
+ c 2 xe3x − e3x ( log x + 1)
Exercise 11
d2y Ans : y = c1 e x + c2 e − x − e x sin ( e − x )
1) 2
− y = e− x sin ( e− x ) + cos ( e− x )
dx
33
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d2y 2 Ans : y = c1 e x + c2 e − x − 1 − xe x + ( e x − e − x ) log(1 + e x )

2) −y=
dx 2
1 + ex
d2y 2 1 x
3) + a y = sec ax Ans : y = c1 cos ax + c2 sin ax + cos ax log cos ax + sin ax
dx 2 a 2
a

X = ex
2
(1) The particular integral when can be found by applying the VPM ?
X = sin x 2
(2) The particular integral when can be found by applying the VPM?

d2y
1) 2
+ 4 y = tan 2 x Ans : y = c1 cos 2 x + c2 sin 2 x − 1 cos 2 x log(sec 2 x + tan 2 x)
dx 4
2) ( D 2 + a 2 ) y = cos ec ax Ans : y = c1 cos ax + c2 sin ax −
x
cos ax +
sin ax
log(sin ax)
a a2
−1
−2 x
3) ( D − 1) y = 2(1 − e y = c1 e x + c2 e− x − e x sin e− x + e2 x + 1 e − x
2
) 2 Ans :
d 2 y dy
4) 2
+ 5 + 6 y = e−2 x sec2 x (1 + 2 tan x)
dx dx
e−2 x
−2 x
Ans : y = c1 e + c2 e + −3 x
(1 + 2 tan x ) − e−2 x sec2 x
2
Learning from the topic: Students will be confident to apply the VPM to calculate the PI
- particular integral of higher order linear differential equations with constant coefficients.
Cauchy’s Euler’s differential equation

Lecture: 12
Learner shall be able to develop the skill to identify and solve the second order linear differential
equations with variable coefficients and solve it.
2. Introduction:
Here we will learn how second order linear differential equations with variable coefficients will be
reduced to linear differential equations with constant coefficients by suitable substitutions
(assumption). Then applying Type 1 to Type 5 along with variation parameter method, further this
equation will be solved for complete solution.

(1) Cauchy’s Euler’s Linear Differential Equation:
34
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d2y dy
The Cauchy’s equation will be of the form ao x 2
+ a1 x + a2 y = X .
2
dx dx
To solve this put x = e z  z = log x
dy dy d
Then x = = Dy , where D 
dx dz dz
d2y d 2 y dy
x2 = − = D ( D − 1) y
dx 2 dz 2 dz
d3y
lly, x3 3 = D ( D − 1) ( D − 2) y
dx
Substituting these in Cauchy’s equation will reduce it to linear differential equation with constant
coefficients.
(2) Legendre’s Linear Differential Equation:

d2 y dy
The Legendre' s equ. will be of the form P0 (ax + b) 2 2
+ P1 (ax + b) + P2 y = X to solve this put
dx dx
ax + b = ez  z = log (ax + b)
dy dy d
Then (ax + b) =a = aDy when D 
dx dz dz
d2 y  d 2 y dy 
(ax + b) 2 = a  dz 2 − dz  = a D (D − 1) y and so on.
2
dx 2  
Substituting these in Legendre’s equation will reduce it to linear differential equation with
constant coefficients.
4. Sample Problem:
d2 y dy
1) Solve x 2 2
−x + 4 y = cos ( log x ) + x sin (log x)
dx dx
Solution: This is a Cauchy’s equation.
Putting x= e z , we get
dy d
x = Dy , where D 
dx dz
d2y
& x
2
= D ( D − 1) y
dx 2
On substituting in the given equation,
 D( D − 1) − D + 4 y = cos z + e z sin z
 ( D 2 − 2 D + 4) y = cos z + e z sin z
The AE is D2 − 2D + 4 = 0
 D = 1 3 i
CF = e z (c1 cos 3z + c 2 sin 3z)
1 1
Now, PI = cos z + e z sin z
D − 2D + 4
2
D − 2D + 4
2
35
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1 1
= cos z + e z sin z
3 − 2D (D + 1) − 2(D + 1) + 4
2
1 1
= (3 + 2D) cos z + e z 2 sin z
9 − 4D 2
D +3
1 1
= (3 + 2D) cos z + e z sin z
13 2
1 1
= (3cos z − 2sin z) + e z sin z
13 2
The complete solution is y = CF + PI
1 1
y = e z (c1 cos 3z + c2 sin 3z ) + (3cos z − 2sin z ) + e z sin z
13 2
Replacing z by log x
y = x c1 cos ( 3 log x) + c2 sin ( 3 log x) 
3 x 2
+ cos (log x) +  −  sin (log x)
13  2 13 
d2y dy
2) Solve (3x + 2) 2
+ 3(3x + 2) − 36 y = 3x 2 + 4 x + 1.
2
dx dx
Solution: This is a Legendre’s equation.
Putting 3x + 2 = e z , we get
dy d
(3x + 2) = 3D y when D 
dx dz
d2 y
(3x + 2) 2 = 32 D (D − 1) y
dx 2
 ez − 2   ez − 2  e 2z − 1
9D(D − 1) − 3 ( 3D ) − 36  y = 3   2 + 4   + 1  (9D 2
− 36)y =
 3   3  3
The auxiliary equation is 9D 2 − 36 = 0  D = 2, − 2
CF = c1 e 2z + c 2 e −2z
1 e 2z − 1
Now, PI =
9D 2 − 36 3
1 1 1 1
= e 2z − e0z
27 D − 4
2
27 D − 42
z 1 2z 1 1
= e − e0z
27 2D 27 0 − 4
2
z 1 2z 1 1
= e − e0z
27 2D 27 0 − 4
2
e2z 1  1 
=
z
54 2
−   =
1
27  − 4  108
(z e 2z
+ 1)
The complete solution is y = CF + PI = c1 e 2z + c 2 e −2z +

1
108
( z e2z + 1 )
Replacing z by log (3x+2)
y = c1 ( 3x + 2 ) + c2 ( 3x + 2 ) +
2 −2 1
108
( ( 3x + 2 ) 2
log ( 3x + 2 ) + 1 )
36
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d2 y dy
(3) Solve (1 + x )2 2
+ (1 + x ) + y = 4cos log (1 + x )
dx dx
Solution: This is a Legendre’s equation.
Putting x + 1 = e z , we get
dy d
(x + 1) = 1D y when D 
dx dz
d2 y
(x + 1) 2 =12 D (D − 1) y
dx 2
D (D – 1) y + D y + y = 4 cos z ( D2 – D + D + 1) y = 4 cos z
 (D2 + 1) y = 4 cos z
The A.E. is D2 + 1 = 0  D =  i CF = c1 cos z + c2 sin z
1 1 1
PI =
D2 + 1
4 cos z = 4 2
D +1
cos z = 4 z
2D 
cos z = 2 z cos z dz = 2 z sin z
The complete solution is y = CF + PI

y = c1cosz + c2sinz + 2z sin z
Replacing z by log (x+1)
 y = c1 cos log(1+x) + c2 sin log(1+x) + 2log(1+x) sin log(1+x)
Exercise 12
d2y dy 1
1) x
2
2
− 2 x + 2 y = x −1 Ans : y = c1 x + c2 x 2 +
dx dx 6x
2
d y dy 2
x3  16 
2) 3x 2 + = x 2 log x Ans : y = c1 + c2 ( x) 3 +  log x − 
dx dx 21  21 
d2y dy
3) (2 x + 1) − 2(2 x + 1) − 12 y = 6 x
2 3 1
2 Ans : y = c1 (2 x + 1)3 + c2 (2 x + 1) −1 − (2 x + 1) −
dx dx 16 4

2
d y dy
1) The equation x
2
2
− x + y = log x is called
dx dx
(a) Exact (b) Linear
(c) Legendre’s equation (d) Cauchy’s equation
d2y dy
2) The general solution of the differential equation x
2
2
− x + y = 0 is
dx dx
(a) Ax+Bx2 (b) Ax + B logx (c) Ax+Bx2logx (d) Ax+Bx logx
where A& B are constants.
d2y dy
The equation (1 + x) + (1 + x) + y = 2sin{log(1 + x)} is called
2
3) 2
dx dx
(a) Exact (b) Linear
(c) Legendre’s equation (d) Cauchy’s equation

37
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d2y dy x2
− + = ( )
2 2
1) x 3 x 5 y x sin log x Ans : y = x 2
c cos log x + c sin log x − log x cos log x
dx 2 dx 1 2
2
d2y dy log x
2) x
2
2
+ 5x + 3 y = 2 Ans : y = c1 x −1 + c2 x −4 + x −2 log x
dx dx x
d2y dy
3) (1 + x)2 2
+ (1 + x) + y = 4cos log( x + 1)
dx dx
Ans : y = c1 cos log(1 + x) + c2 sin log(1 + x) + 2log(1 + x) sin log(1 + x)
Learning from the topic: Student will be able to find the solution of higher order linear differential
equations with variable coefficients.
Power series Solution of Differential Equations (method of Frobenius)
Lecture: 13
Learner shall be able to understand and solve the differential equations using series method.
2. Introduction:
Solving a differential equation is not always possible by the conventional methods like Bessel’s
differential equation, Legendre’s differential equation etc. To solve these differential equations, we
use the series method.
3. Key notation:
Power series y = a0 + a1x + a2x2 + ….. = ∑∞ 𝑘=0 𝑎𝑘 𝑥
𝑘

Every differential equation of the form (1) does not have series solution. As such, we find
the conditions under which the above equation admits of the series solution.
𝑑2 𝑦 𝑑𝑦
Dividing (1) by P0(x), we have𝑑𝑥 2 + 𝑝(𝑥) 𝑑𝑥 + 𝑞(𝑥)𝑦 = 0 …..(2)
𝑃1 (𝑥) 𝑃2 (𝑥)
Where p(x)= 𝑃 (𝑥) 𝑎𝑛𝑑 𝑞 (𝑥) =
0 𝑃0 (𝑥)
Ordinary Point. x = 0 is an ordinary point of (1) if P0(0) ≠ 0, otherwise it is called a singular

point.
When x=0 is an ordinary point (1), its every solution can be expressed as a series of the form
y = a0 + a1x + a2x2 + ….. = ∑∞
𝑘=0 𝑎𝑘 𝑥
𝑘
Singular Point. x = 0 is called a singular point of (1) if P0(0) =0. If x p(x) and x2q(x) possess
derivatives of all orders in the neighbourhood of x=0 is called regular singular point of (1)
When x=0 is a regular singular point of (1), at least one of its solution can be expressed as
y = xm(a0 + a1x + a2x2 + ……) = ∑∞
𝑚+𝑘
Where m may be positive or negative integer or a fraction.
38
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When x=0 is an irregular singular point of (1), then the differential equation (1) has no
series solution of the for y = ∑∞
𝑘=0 𝑎0 𝑥
𝑚+𝑘
Series Solution when x=0 is an Ordinary Point of the Equation

𝑑2 𝑦 𝑑𝑦
P0(x) 𝑑𝑥 2 + 𝑃1 (𝑥) 𝑑𝑥 + 𝑃2 (𝑥)𝑦 = 0 …..(1)
Let y=a0 + a1x + a2x2 + ….. + anxn + …… = ∑∞
𝑘
…..(2)
be the solution of (1).
𝑑𝑦 𝑑2 𝑦
Then = ∑∞
𝑘=1 𝑘𝑎𝑘 𝑥
𝑘−1
= ∑∞
𝑘=2 𝑘(𝑘 − 1)𝑎𝑘 𝑥
𝑘−2
𝑑𝑥 𝑑𝑥 2
𝑑𝑦 𝑑2 𝑦
Substitute the values of y, and 𝑑𝑥 2 in (1)
𝑑𝑥
Equate to zero the co-efficient of various powers of x and find a2, a3, a4, …. in terms of a0
and a1.
Equate to zero the co-efficient of xn. The relation so obtained is called the recurrence
relation.
Give different values to n in the recurrence relation to determine various ai’s in terms of a0
and a1.
Substitute the values of a2, a3, a4, …… in (2) to get the series solution of (1) having a0 and a1
as arbitrary constant.
5. Sample Problem:
𝑑2 𝑦
(1) Solve in series the equation 𝑑𝑥 2 + x2y = 0 …..(1)
Solution: Since x=0 is an ordinary point of (1), let its series solution be
Let Y=a0 + a1x + a2x2 + ….. + anxn + …… = ∑∞
𝑘
…..(2)
𝑑𝑦 𝑑2 𝑦
Then = ∑∞
𝑘−1
and = ∑∞
𝑘=2 𝑘(𝑘 − 1)𝑎𝑘 𝐾
𝑘−2
𝑑𝑥 𝑑𝑥 2
𝑑2 𝑦
Substituting the values of y and 𝑑𝑥 2 in the given equation (1), we get
∑∞
𝑘=2 𝑘(𝑘 − 1)𝑎𝑘 𝑥
𝑘−2
+ x2∑∞ 𝑘
𝑘=0 𝑎𝑘 𝑥 = 0
OR
[2.1 a2 + 3.2a3x + … + (n+2) (n+1) an+2xn+…] + x2 [ a0 + a1x + a2x2 + … +an-2 xn-2 + …] = 0
OR
2a2 + 6a3x + … + [(n+2) (n+1) an+2 + an-2] xn + … = 0
Equating to zero the co-efficient of various powers of x, a2 = 0, a3 = 0 and so on.
Equating to zero the co-efficient of xn, we have
(n+1) (n+2) an+2 + an-2 = 0
𝑎
or an+2 = - (𝑛+1)𝑛−2 … (3)
(𝑛+2)
Which is the recurrence relation.

Putting n=2, 3, 4, 5, ….in (3) successively,
39
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𝑎 𝑎 𝑎
a4 = - 3.40 ; a5 = - 4.51 ; a6 = - 5.62 = 0
𝑎 𝑎 𝑎0 𝑎 𝑎1
a7 = - 6.73 = 0; a8 = - 7.84 = ; a9 = - 8.95 = = and so on.
3.4.7.8 4.5.8.9
Substituting the values of ai’s in (2), we get.

𝑎 𝑎 𝑎 𝑎
y = a0 + a1x - 3.40 x4 - 4.51 x5 + 3.4.7.8
0
x8 + 4.5.8.9
1
x9 + …
𝑥4 𝑥8 𝑥5 𝑥9
or y = a0 (1- 3.4+ 3.4.7.8 - …) + a1 (x- 4.5 + 4.5.8.9 - …)
which is the required general solution of (1) containing two arbitrary constants a0 and a1.
𝑑2 𝑦 𝑑𝑦
(2) Solve the series (1 + x2) 𝑑𝑥 2 + 𝑥 𝑑𝑥 − 𝑦 = 0 … (1)
Solution: Since x=0 is an ordinary point of (1), let its series solution be
y = a0 + a1x + a2x2 + …. + anxn + …… = ∑∞ 𝑘=0 𝑎𝑘 𝑥
𝑘
… (2)
𝑑𝑦 𝑑2 𝑦
Then = ∑∞
𝑘−1
and 𝑑𝑥 2 = ∑∞
𝑘=2 𝑘(𝑘 − 1)𝑎𝑘 𝑥
𝑘−2
𝑑𝑥
𝑑𝑦 𝑑2 𝑦
Substituting the values of y, 𝑑𝑥 and 𝑑𝑥 2 in the given equation (1), we get
(1+x2) ∑∞𝑘=2 𝑘(𝑘 − 1)𝑎𝑘 𝑥
𝑘−2
+ x ∑∞
𝑘−1 ∑∞
- 𝑘=0 𝑎𝑘 𝑥 𝑘 = 0
(1+x)2 [2.1a2 + 3.2a3x + … + n(n-1) an xn-2 + (n+1) nan+1 xn-1+ (n+2) (n+1) an+2xn +…]
+ x [a1 + 2a2x + ... + nanxn-1 + …] – [a0 + a1x + a2x2 + … + anxn + …] = 0
Or (2a2-a0) + 6a3x + …[(n+1) (n+2) an+2 + n(n-1) an + nan – an] xn + … = 0
Or (2a2 – a0) + 6a3x + … + [(n+1) (n+2) an+2 + (n2-1) an] xn + … = 0
𝑎
Equating to zero the co-efficient of various powers of x, a2= 20 , a3=0
Equating to zero the co-efficient of xn, we have
(n+1) (n+2) an+2 + (n2-1) an =0
𝑛−1
Or an+2 = - an … (3)
(𝑛+2)
since n+1 ≠ 0
Putting n= 2,3,4,5, … in (3) successively,
1 𝑎 2 1 𝑎
a4 = - 4 𝑎2 = − 80 ; a5 = - 5 𝑎3 = 0 ; a6 = - 2 𝑎4 = 160
4 5 5𝑎
a7 = - 7 𝑎5 = 0; a8 = - 8 𝑎6 = − 1280 and so on.
Substituting the values of ai’s in (2), we get
𝑎0 𝑎0 𝑎 5𝑎
y = a0 + a1x + x2 - x4 + 160 x6 + 1280 x8 + …
2 8
𝑥2 𝑥4 𝑥6 5𝑥 5
Or y = a0 (1+ 2 - 8 + 16 - 128 +…) + a1x
Which is required general solution of (1) containing two arbitrary constant a0 and a1.
Exercise 13
Solve the following equations by series Method:
𝑑2 𝑦
1. - y = 0.
𝑑𝑥 2
𝑥2 𝑥4 𝑥6 𝑥3 𝑥5
Ans.: y =a0 (1+ 2! + + +…) +a1 (x+ 3! + +…) = a0 cosh x+a1sinh x
4! 6! 5!
40
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𝑑2 𝑦
2. + xy = 0.
𝑑𝑥 2
𝑥3 1.4𝑥 6 1.4.7𝑥 9 2𝑥 4 2.5𝑥 7
Ans.: y =a0 (1- 3! + - +…) +a1 (x+ + -…)
6! 9! 4! 7!
𝑑2 𝑦 𝑑𝑦
3. (1 −x2) 𝑑𝑥 2 - 2x 𝑑𝑥 + 2y = 0.
𝑥4 𝑥6
𝐀𝐧𝐬. y =a0 (1-x2- - 5 …) +a1x
3

ck take away from the lecture
(1) If P0(x) ≠ 0 then x is called
(a) singular point (b) ordinary point (c) can’t decide
(2) If P0(x) = 0 then x is called

(a) singular point (b) ordinary point (c) can’t decide

Solve the following differential equation by series method:
1. 𝑦′′ + 𝑥𝑦′ + 𝑦 = 0.
𝑥2 𝑥4 𝑥6 𝑥3 𝑥5 𝑥7
Ans. : y=a0 (1- 2 + 2.4 - 2.4.6 +…) +a1 (x+ 3 + 3.5 - 3.5.7+…)
2. 𝑦′′ − 𝑥𝑦′ +x2y = 0.
𝑥4 𝑥6 𝑥3 𝑥5 𝑥7
Ans.: y=a0 (1- 12-90 …) +a1 (x+ 6 - 40 - 144…)
3. (2 −x2) y’’+2xy’-2y = 0.
𝑥4 𝑥8 𝑥6 𝑥 10
𝐀𝐧𝐬. : y =a0 (1+ + +…) +a2 (x2- 3! + …).
2! 4! 5!
Learning from the topic: Students will be confident to apply the power series to solve
second order linear differential equations.
41
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Bessel’s Function of first kind

Lecture: 14
1. Learning Objectives:
Students shall be able to understand the concept of Bessel functions and solve differential
equations involving it.
2. Introduction:
The differential equation 𝑥 2 𝑦 " + 𝑥𝑦 ′ + (𝑥 2 − 𝑛2 )𝑦 = 0 occur in advanced studies in applied
mathematics, physics, and engineering. They are called Bessel’s differential equation of order
𝑛.when this differential equation is solved it generate Bessel’s functions.
3. Key definition:
1 𝑥 2𝑟+𝑛
Bessel equation of first kind of order 𝑛 denoted by 𝐽𝑛 (𝑥) = ∑∞ 𝑟
𝑟=0(−1) 𝑟!Γ(𝑛+𝑟+1) (2) where
𝑛 is any non-negative constant.
4. Theorems:
a) For a positive integer 𝑛, 𝐽−𝑛 (𝑥) = (−1)𝑛 𝐽𝑛 (𝑥)
b) For any integer 𝑛, 𝐽−𝑛 (𝑥) = (−1)𝑛 𝐽𝑛 (𝑥).
5. Sample problems:
2
1. Prove that 𝐽−1 (𝑥) = √𝜋𝑥 cos 𝑥
2
Solution: By definition of 𝐽𝑛 (𝑥) we have,
𝑥𝑛 𝑥2 𝑥4
𝐽𝑛 (𝑥) = 𝑛 [1 − + − ⋯ ] _______(1)
2 Γ(𝑛 + 1) 2 × 2(𝑛 + 1) 2 × 4 × 22 (𝑛 + 1)(𝑛 + 2)
−1
Replacing 𝑛 by in (1) and simplifying we get
2
−1
𝑥2 𝑥2 𝑥4 2
𝐽−1 (𝑥) = −1 [1 − + − ⋯ ] = √ cos 𝑥
2 1
2 2 Γ( ) 1×2 1×2×3×4 𝜋𝑥
2
2
2. Prove that 𝐽1 (𝑥) = √ sin 𝑥
2 𝜋𝑥
1
Solution: Replacing 𝑛 by 2 in (1) and simplifying we get
1
𝑥2 𝑥2 𝑥4
𝐽1 (𝑥) = 1 [1 − + −⋯]
2
22 Γ (2)
3 1×2×3 1×2×3×4×5
𝑥 1 1 𝑥3 𝑥5
= √ [1 − + −⋯]
2 1 Γ (1) 𝑥 1×2×3 1×2×3×4×5
2 2
2 𝑥3 𝑥5
=√ [1 − + − ⋯ ]
𝜋𝑥 3! 5!
2
=√ sin 𝑥
𝜋𝑥
42
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Exercise: 14
1. Derive the Bessel function of first kind of order zero and one in series form.
2 2
2
2. Show that [𝐽−1 (𝑥)] + [𝐽1 (𝑥)] = 𝜋𝑥
2 2
1. 𝑥 2 𝑦 " + 𝑥𝑦 ′ + (𝑥 2 − 25)𝑦 = 0 is a Bessel equation of first kind of order?

(a) 25 (b) 5 (c) √5 (d) None of the above.
𝜋
2. What is the value of ∫02 √𝜋𝑥𝐽1 (2𝑥) =?
2
(a) 2 (b) 1 (c) 0 (d) -1
Homework Problems for the day

−𝑛
1. Show that 𝑦 = 𝑥 2 𝐽𝑛 (2√𝑥) is the solution of 𝑥𝑦" + (𝑛 + 1)𝑦′ + 𝑦 = 0
2 − cos 𝑥
2. Prove that 𝐽−3 (𝑥) = √𝜋𝑥 ( −sin 𝑥)
2 𝑥
Learning from the topic: Students will be able to solve differential equation of Bessel function of
first kind.
Self-assessment
Level 1
1. Solve (𝐷3 + 6𝐷2 + 11𝐷 + 6)𝑦 = 0 𝐀𝐧𝐬: 𝑦 = 𝑐1 𝑒 −𝑥 + 𝑐2 𝑒 −2𝑥 + 𝑐3 𝑒 −3𝑥
2. Solve (𝐷4 − 6𝐷3 + 12𝐷2 − 8𝐷 − 8)𝑦 = 0 𝐀𝐧𝐬: 𝑦 = 𝑐1 + (𝑐2 + 𝑐3 𝑥 + 𝑐4 𝑥 2 )𝑒 2𝑥
1
3. Solve (𝐷2 − 3𝐷 + 2)𝑦 = 𝑒 3𝑥 𝐀𝐧𝐬: 𝑦 = 𝑐1 𝑒 𝑥 + 𝑐2 𝑒 2𝑥 + 2 𝑒 3𝑥
1
4. Solve (𝐷2 + 1)𝑦 = cos 2𝑥 𝐀𝐧𝐬: 𝑦 = 𝑐1 sin 𝑥 − cos 2𝑥
3
𝑥
′′
5. Solve 𝑦 + 𝑦 = sin 𝑥 𝐀𝐧𝐬: 𝑦 = 𝑐1 cos 𝑥 + 𝑐2 sin 𝑥 − 2 cos 𝑥
Level 2
1. Solve (𝐷2 + 4)𝑦 = 0 given that 𝑦(0) = 2, 𝑦 ′ (0) = 0. 𝐀𝐧𝐬: 𝑦 = 2 cos 2𝑥.
2. Solve (𝐷2 − 3𝐷 + 2)𝑦 = 0 given that 𝑦(0) = 0, 𝑦 ′ (0) = 0. 𝐀𝐧𝐬: 𝑦 = 0
3
3. Solve (𝐷 − 3𝐷 − 2)𝑦 = 540𝑥 𝑒 3 −𝑥
𝐀𝐧𝐬: 𝑐1 𝑒 + (𝑐2 + 𝑐3 𝑥)𝑒 −𝑥 −
2𝑥
𝑒 −𝑥 (9𝑥 5 + 15𝑥 4 + 20𝑥 3 + 20𝑥 2 )

5+√21 5−√21
4 5 2 𝑥3
4. Solve (𝐷3 − 𝐷2 + 2𝐷 − 3) 𝑦 = 1
𝐀𝐧𝐬: 𝑦 = 𝑐1 𝑥 2 + 𝑐2 𝑥 2 + 𝑐3 𝑥 2 −
𝑥 𝑥 𝑥 5
2 2
5. Solve [(1 + 2𝑥) 𝐷 − 6(1 + 2𝑥)𝐷 + 16]𝑦 = 8(1 + 2𝑥) given that 𝑦(0) = 0, 𝑦 2 ′ (0)
= 2.
𝐀𝐧𝐬: 𝑦 = (1 + 2𝑥)2 log(1 + 2𝑥)[1 + log(1 + 2𝑥)]
Level 3
43
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1. Solve (𝐷2 + 𝑎2 )𝑦 = tan 𝑎𝑥
1 2 𝜋 𝑎𝑥
𝐀𝐧𝐬: 𝑦 = 𝑐1 cos 𝑎𝑥 + 𝑐2 sin 𝑎𝑥 − ( ) cos(𝑎𝑥) log tan ( + )
𝑎 4 2
2. Solve (𝐷2 + 𝑎2 )𝑦 = cot 𝑎𝑥
1 2 𝑎𝑥
𝐀𝐧𝐬: 𝑦 = 𝑐1 cos 𝑎𝑥 + 𝑐2 sin 𝑎𝑥 + ( ) sin 𝑎𝑥 log tan ( )
𝑎 2
1
2 2
3. Apply the variation of perimeters to solve (𝑥 𝐷 + 3𝑥𝐷 + 1)𝑦 = (1−𝑥)2
1 1 1 1
𝐀𝐧𝐬: 𝑦 = 𝑐1 𝑥 + 𝑐2 𝑥 log 𝑥 + 𝑥 log (1−𝑥)
4. Determine the general solution of the differential equation x 3 y''' − 2xy' + 4 y = 0 for
x>0
c
Ans: y = ( c1+c2 logx) x 2 + 3
x
dy
5. Solve the initial value problem − y = 0 where y(0)=1 using power series solution.
dx

xn
Ans: y = 
n =0 n!
Digital references:
1. https://solitaryroad.com/c651.html
2. https://tutorial.math.lamar.edu/
3. https://www.brainkart.com/article/First-order-and-first-degree-differential_38936/
Learning Outcomes
1.Know: Student should be able
(i) to solve differential equations with constant and variable coefficient using the appropriate
method
(ii) to identify the differential equation appearing in engineering field and to solve it using
appropriate method.
2. Comprehend: Student should be able
(i) to describe the differential equation with constant and variable coefficient
(ii) Explain the advantages of differential equation appeared in application
3. Apply, Analyse, and synthesize: Student should be able to adapt to the class environment for
Effective problem solving
Add to the knowledge

In mathematics, linear differential equations are differential equations having solutions which can be
added together in particular linear combinations to form further solutions. They equate 0 to a
polynomial that is linear in the value and various derivatives of a variable; its linearity means that each
term in the polynomial has degree either 0 or 1.Linear differential equations can be ordinary (ODEs)
or partial (PDEs).The solutions to (homogeneous) linear differential equations form a vector
space (unlike non-linear differential equations).
44
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Self-Evaluation
Name of student: Class & Div: Roll No:

1. Do you understand how to identify the Second order 4 differential equation?
(a) Yes (b) No
2. Will you be able to solve differential equations with reducible exact technique?
(a) Yes (b) No
3. Are you able to identify the reducible linear differential equation?
(a) Yes (b) No
4. Do you understand how to apply reducible linear technique?
(a) Yes (b) No
5. Do you understand this module?
(a) Fully understood (b) Partially understood
45
Module 3: Matrices-II
1. Motivation:
Matrices are a key tool in linear algebra. One use of matrices is to represent linear
transformations, which are higher-dimensional analogs of linear functions of the form
f(x) = cx, where c is a constant; matrix multiplication corresponds to composition of
linear transformations. Matrices can also keep track of the coefficients in a system of
linear equations. Matrices find many applications. Physics makes use of matrices in
various domains, for example in geometrical optics and matrix mechanics; the latter led
to studying in more detail matrices with an infinite number of rows and columns.
Graph theory uses matrices to keep track of distances between pairs of vertices in a
graph. Computer graphics uses matrices to project 3-dimensional space onto a 2-
dimensional screen.
2. Syllabus:
Module content Duration Self study Weightage:

duration
3 Eigenvalues, eigenvectors,
6 12 14-16
Caley Hamilton theorem, Marks
Diagonalization of matrix,
Orthogonal transformation,
Gram-Schmidt orthogonalization
3. Prerequisite: Matrix, Types of matrices, Inverse of a matrix, Rank of a matrix,

Linear dependence and independence.
1. Learners shall be able evaluate Eigenvalues
2. Learners shall be able evaluate Eigen vectors
3. Learners shall be able evaluate inverse of matrix by Caley Hamilton theorem
4. Learners shall be able find Diagonalization of matrix
5. Learners shall be able know Orthogonal transformation
6. Learners shall be able evaluate Gram-Schmidt Orthogonalization polar
coordinate and evaluate.
5. Key Notations:
1. A : Determinant of A
2. A =  aij  mn : Matrix having i no. of rows and j denotes number of columns.
46
6. Key Definitions:
I. Norm: If X is a complex n-vector then the positive square root of the inner
product (X,X) is called the norm of the vector X and is denoted by X .
Thus, if X=  x1 , x2 ,..., xn  then
X = (X,X ) = X X
= (x 1
2
+ x2 + ... + xn
2 2
)
The norm of a vector is also called the length of the vector.
X = 0 iff X=0 i.e. X is a zero vector.
II. Unit Vector: If X is a complex n-vector then it is called a unit vector if X = 1 .A
unit vector is also called a normal vector.
III. Orthogonal Vectors: If X and Y are any two complex n-vectors then X is said to
be orthogonal to Y if (X,Y)=0 i.e. if X  Y = 0
Eigen Value
Lecture: 15
1. Learning Objective: Learner shall be able Evaluate Eigen value of given matrix.
2. Key Definition
1. Characteristic Equation: Let A be a n-rowed square matrix,  a scalar and I the unit
matrix of the same order. The matrix A −  I is called the characteristic matrix.
The determinant A −  I is called the characteristic polynomial of A.
The equation obtained by equating to zero this determinant i.e. the equation
A −  I = 0 is called the characteristic equation of the matrix A.
2. Eigen Values: The roots of this characteristic equation are called the characteristic
roots or latent roots or characteristic values or the Eigen values or proper values of
the matrix A.
1 2
e.g. If A =   then, the characteristic equation of A is
 4 3
 2 − 4 − 5 = 0
 (  − 5 )(  + 1) = 0
  = −1,5.
Hence, -1, 5 are the eigen values of the matrix A.
47
3. Sample Problem
 2 −1 1 
I. Find the eigen values of A = 1 2 −1 .
1 −1 2 
Solution: The characteristic equation is
2− −1 1
1 2− −1 = 0
1 −1 2−
 ( 2 −  ) ( 2 −  ) − 1 + 1 1( 2 −  ) + 1 + 1  −1 − ( 2 −  )  = 0
2
 
  − 6 + 11 − 6 = 0
3 2
 (  − 1)(  − 2 )(  − 3) = 0
  = 1, 2,3
0 1 1 
II. Find the eigen values of the matrix A = 1 0 1 
1 1 0 
Solu: The characteristic equation is
− 1 1
1 − 1 =0
1 1 −
  3 − 3 − 2 = 0
  = 2, −1, −1
Exercise 15
1. Prove that characteristic roots of real symmetric matrix are real.
2. Prove that characteristic roots of Hermitian matrix are real.
3. Prove that characteristic roots of orthogonal matrix are of unit modulus.
4. Prove that characteristic roots of unitary matrix are of unit modulus.
5. Prove that product of characteristic roots of a square matrix is equal to determinant

of a matrix.
48
Let’s check take away from lecture
Choose the correct option from the following.

1 1 1
1. The Eigen values of the matrix 1 1 1 are
 
1 1 1
( a ) 5, 0 (b) 3 , 0 (c) 1, 0 ( d ) − 1, 0
1 1 3
2. The minimum and maximum Eigen values of the matrix 1 5 1 are -2 and 6
3 1 1
respectively. What is the other Eigen value?
(a) 5 (b) 3 (c ) 1 (d ) −1
1 1 3
3. The sum of Eigen values of the matrix 
1 5 1
3 1 1
(a) 5 (b ) 7 (c ) 9 (d ) 18
1. If λ is Eigen value of non-singular matrix A then prove that A is Eigen value of


(adj A)
n
2. Prove that characteristic roots of A are λ n
3. If λ is Eigen value of A then show that f(λ) is eigen value of f(A).
 −2 −9 5 
4. Find the sum and product of the eigen values of the matrix A =  −5 −10 17 
 −9 −21 14 
Learning from the topic: Learners will be able to evaluate Eigen Value
49
Eigen Vector
Lecture 16
1. Learning objective: Learners shall able to find Eigen vector and multiplicity of
Eigen vector
2. Key Definition:
I. Eigen Vectors: Suppose 1 is a root of A −  I = 0 then A − 1 I = 0 .Further we
find a non-zero column matrix X such that  A − 1 I  X = 0 .The vectors X is called
the Eigen vector or latent vector corresponding to the root 1 .
II. Algebraic and Geometric Multiplicity of an Eigen value:

If 1 is an eigen value of the characteristic equation A −  I = 0 repeated t times
then t is called the algebraic multiplicity of 1 .If s is the number of linearly
independent eigen vectors corresponding to the eigen value 1 then s is called
the geometric multiplicity of 1 .This means the number of linearly independent
solutions of ( A − 1 I ) X = 0 is s and the rank of the matrix A − 1 I will be n-s.
3. Sample Problems
1) Find the eigen values and eigen vectors of the matrix. Also verify that the eigen
vectors are
 2 −1 1 
linearly independent. A = 1 2 −1
1 −1 2 
2− −1 1
1 2− −1 = 0
1 −1 2−
 ( 2 −  ) ( 2 −  ) − 1 + 1 1( 2 −  ) + 1 + 1  −1 − ( 2 −  )  = 0
2
 
  − 6 + 11 − 6 = 0
3 2
 (  − 1)(  − 2 )(  − 3) = 0
  = 1, 2,3
I. For  = 1,  A − 1 I  X = 0 gives
1 −1 1   x1  0 
1 1 −1  x  = 0 
  2  
1 −1 1   x3  0 
Use matrix method to obtain the roots of the above equation.
50
R2 − R1 , R3 − R1
1 −1 1   x1  0 
By     
0 2 −2   x2  = 0 
0 0 0   x3  0 
 x1 − x2 + x3 = 0
x2 − x3 = 0
Note that the rank of the matrix is 2 and the number of variables is 3.
Hence, there is 3-2=1 linearly independent solutions.
Putting x3 = 1 we get x2 = 1 and x1 = 0 .
Hence corresponding to the eigen value  = 1 ,the eigen vector is
0
X 1 = 1 
1 
II. For  = 2,  A − 2 I  X = 0 gives
0 −1 1   x1  0 
1 0 −1  x2  = 0 

1 −1 0   x3  0 
 x2 − x3 = 0, x1 − x3 = 0 , x1 − x2 = 0
If x3 = 1 , x2 = 1 , x1 = 1 .
1
X 2 = 1
1
III. For  = 3,  A − 3 I  X = 0 gives
 −1 −1 1   x1  0 
 1 −1 −1  x  = 0 
  2  
 1 −1 −1  x3  0 
Use matrix method to obtain the roots of the above equation.
R2 + R1 , R2 + R3
1 −1 1   x1  0 
By     
0 −2 0   x2  = 0 
0 0 0   x3  0 
 − x1 − x2 + x3 = 0
 2 x2 = 0
 x2 = 0
51
If x3 = 1 then x1 = 1 .
1 
X 3 =  0 
1 
To verify linear independence of vectors, consider
k1 x1 + k2 x2 + k3 x3 = 0
 k1  0,1,1 + k1 1,1,1 + k1 1, 0,1 = 0
 0 + k 2 + k3 = 0 ..........(i)
k1 + k2 + 0 = 0 ..........(ii)
k1 + k2 + k3 = 0 ...........(iii)
From (i) ,(ii) and (iii) , we get k1 = 0 , k2 = 0 , k3 = 0 .
Thus, the vectors are linearly independent
0 1 1 
2) Find the Eigen values and Eigen vectors of the matrix A = 1 0 1 
1 1 0 
− 1 1
1 − 1 =0
1 1 −
  3 − 3 − 2 = 0
  = 2, −1, −1
(i) For  = 2,  A − 1 I  X = 0 gives
 −2 1 1   x1  0 
 1 −2 1   x  = 0 
  2  
 1 1 −2   x3  0 
 −2 x1 + x2 + x3 = 0
x1 − 2 x2 + x3 = 0
x1 + x2 − 2 x3 = 0
x1 x2 x3
 = =
1 1 −2 1 −2 1
−2 1 1 1 1 −2
x1 x2 x3
 = =
3 3 3
52
1
X 1 = 1
1
(ii) For  = −1,  A − 2 I  X = 0 gives
1 1 1  x1  0 
1 1 1  x  = 0 
  2  
1 1 1  x3  0 
 x1 + x2 + x3 = 0
Taking x3 = 0 and x2 = 1 , x1 = −1
Taking x3 = −2 and x2 = 1 , x1 = 1
Hence corresponding to the eigen value  = −1 ,the eigen vector is
 −1 1
 
X 2 =  1  , X 3 =  1 
 0   −2
 8 −6 2 
3) If A =  −6 7 −4  , verify whether eigen vectors are mutually orthogonal.
 2 −4 3 
8− −6 2
−6 7− −4 = 0
2 −4 3−
  3 − 18 2 + 45 = 0
  = 0,3,15
(i) For  = 0,  A − 2 I  X = 0 gives
 8 −6 2   x1   0
 −6 7 −4   x  =  0
  2  
 2 −4 3   x3   0
 8 x1 − 6 x2 + 2 x3 = 0
− 6 x1 + 7 x2 − 4 x3 = 0
2 x1 − 4 x2 + 3x3 = 0
x1 x2 x3
 = =
−6 2 8 2 8 −6
7 −4 −6 −4 −6 7
53
x1 x2 x

= = 3
10 20 20
Hence corresponding to the Eigen value  = 0 ,the Eigen vector is
1 
X 1 =  2 
 2 
(ii) For  = 3,  A − 3 I  X = 0 gives
 5 −6 2   x1  0 
 −6 4 −4   x  = 0 
  2  
 2 −4 0   x3  0 
 5 x1 − 6 x2 + 2 x3 = 0
− 6 x1 + 4 x2 − 4 x3 = 0
2 x1 − 4 x2 = 0
x1 x2 x3
 = =
−6 2 5 2 5 −6
4 −4 −6 −4 −6 4
x1 x2 x

= = 3
16 8 −16
Hence corresponding to the Eigen value  = 0 ,the Eigen vector is
2
X 2 =  1 
 −2 
(iii) For  = 15,  A − 1 I  X = 0 gives
 −7 −6 2   x1  0 
 −6 −8 −4   x  = 0 
  2  
 2 −4 −12   x3  0 
 −7 x1 − 6 x2 + 2 x3 = 0
− 6 x1 − 8 x2 − 4 x3 = 0
2 x1 − 4 x2 − 12 x3 = 0
x1 x2 x3
 = =
−6 2 −7 2 −7 −6
−8 −4 −6 −4 −6 −8
x1 − x2 x3
 = =
40 40 20
54
2
X 3 =  −2 
 1 
2
Now, X X 2 = 1 2 2  1  = 0
1
T
 −2 
2
X 2 X 3 =  2 1 −2  −2  = 0
T
 1 
1 
X X 1 =  2 −2 1  2  = 0
3
T
 2 
Hence X 1 , X 2 and X 3 are orthogonal to each other
Exercise 16
1. Determine Eigen values and Eigen vectors for the matrix and find the Eigen values
of A3.
1 0 − 1  2 − 2 2  2 1 1   0 1 0
  1 1 1   2 3 2  0 0 1
(i) A = 1 2 1  (ii) A =   (iii) A =   (iv) A =  
 2 2 3  1 3 − 1  3 3 4   1 − 3 3 
2. If A =  2 4  then find the Eigen values of 6A-1 + A3 + 2I .

0 3 
 
3. Find Eigen values of A and 4A-1 . Also find Eigen vectors of A2 – 4I where
 −2 2 −3 
A =  2 1 − 6  .
 − 1 − 2 0 
1. The number of Linearly independent Eigen vector of matrix is
a) 0 b) 1 C) 2 d) 3
55
2. Consider the matrix Which one of the following statements is true

for the Eigen values and Eigen vectors of this matrix?
a) Eigen value 3 has a multiplicity of 2, and only one independent Eigen vector exists.
b) Eigen value 3 has a multiplicity of 2, and two independent Eigen vector exists.
c) Eigen value 3 has a multiplicity of 2, and no independent Eigen vector exists.
d) Eigen value are 3 and -3, and two independent Eigen vectors exist
Homework Problem for the day
1. Find Eigen value and Eigen Vector for following.

1 2 3 2 0 1  6 −3 −3  6 −2 2   −2 5 4 
   
(i)  2 4 6  (ii)  0 3 0  (iii)  −3 6 −3 (iv)  −2 3 −1 (v)  5 7 5 
   
 3 6 9  1 0 2   3 −3 6   2 −1 3   4 5 −2 
Learning outcome: Learners will be able to evaluate Eigen vector.
Cayley-Hamilton Theorem
Lecture 17
1. Learning objective: Student shall be able to use Cayley Hamilton to find polynomial
of given matrix and different power of matrix
2. Key Definition:
Cayley-Hamilton Theorem: Every square matrix satisfies its own characteristic
equation.
3. Sample problems
 2 −1 1 
1) Verify Cayley-Hamilton theorem for the matrix A =  −1 2 −1 .
 1 −1 2 
Hence find A−1 and A4
 2 −1 1 
Solu: A =  −1 2 −1
 1 −1 2 
The characteristic equation is A −  I = 0
56
2− −1 1
−1 2− −1 = 0
1 −1 2−
  3 − 6 2 + 9 − 4 = 0
 2 −1 1   2 −1 1   6 −5 5 
A =  −1 2 −1  −1 2 −1 =  −5 6 −5
2
 1 −1 2   1 −1 2   5 −5 6 
 6 −5 5   2 −1 1   22 −21 21 
A3 =  −5 6 −5  −1 2 −1 =  −21 22 −21
 5 −5 6   1 −1 2   21 −21 22 
 22 −21 21   36 −30 30  18 −9 9   4 0 0 
A − 6 A + 9 A − 4 I =  −21 22 −21 −  −30 36 −30  +  −9 18 −9  − 0 4 0 
3 2
 21 −21 22   30 −30 36   9 −9 18  0 0 4 

0 0 0 
= 0 0 0  = 0
0 0 0 
The matrix A satisfies its own characteristic equation. Hence, Cayley-Hamilton
theorem is verified. Premultiplying by A−1 ,
A−1 ( A3 − 6 A2 + 9 A − 4 I ) = 0
A2 − 6 A + 9 I − 4 A−1 = 0
4 A−1 = A2 − 6 A + 9 I
6 −5 5  12 −6 6  9 0 0 
=  −5 6 −5 −  −6 12 −6  + 0 9 0 
 5 −5 6   6 −6 12  0 0 9 
3 1 −1
=  1 3 1 
 −1 1 3 
 3 1 −1
A =  1 3 1 
−1 1
4
 −1 1 3 
Multiplying by A
A( A3 − 6 A2 + 9 A − 4 I ) = 0
A4 − 6 A3 + 9 A2 − 4 A = 0
A4 = 6 A3 − 9 A2 + 4 A
57
 132 −126 126   54 −45 45   8 −4 4 

=  −126 132 −126  −  −45 54 −45 +  −4 8 −4 
 126 −126 132   45 −45 54   4 −4 8 
 86 −85 85 
=  −85 86 −85
 85 −85 86 
1 2 
2). Apply Cayley-Hamilton theorem to A =   and deduce that A8 = 625 I .
 2 −1
1 2 
Solution : A =  
 2 −1
The characteristic equation is A −  I = 0
1−  2
=0 gives  2 − 5 = 0
2 −1 − 
By Cayley-Hamilton theorem,
A2 = 5 I
A4 = 25I
A8 = 625I
Exercise 17
1. Verify Cayley – Hamilton theorem for the matrix A and hence find A-1 , A-2 and A4
where A is
1 2 − 2   2 −1 1  2 0 − 1 
(i )  −1 3 0  (ii)  −1 2 − 1  (iii ) 0 2 0 
 0 − 2 1   1 − 1 2   −1 0 2 
1 0 2 
2. Obtain characteristic equation of a matrix A = 0 2 1  and verify that it is
 2 0 3
satisfied by matrix A and hence find A-1.
1 2 3 
3. Find the characteristic equation of a matrix A =  2 − 1 4  and show that matrix
3 − 1 − 1
A satisfies the characteristic equation and hence find A-1 and A4.
58
1 2 3 
4. Compute A9 – 6A8 + 10A7 – 3A6 + A + I where A =  
 −1 3 1 
 1 0 2 
5. Let’s check take away from lecture
0 0 3 
1. The minimal polynomial associated with the matrix 1 0 2  is
0 1 1 
(a) x3 − x 2 − 2 x − 3 (b) x 3 − x 2 + 2 x − 3 (c) x 3 − x 2 − 3 x − 3 (d ) x3 − x 2 + 3x − 3
1 2 
2. If A =   by using Cayley-Hamilton
2 −1 
a) A8 = 625 I b) A6 = 225 I c) A6 = I d) A6 = I
Home work problem for the day

1 4 
1. Use Cayley – Hamilton theorem to find A-1 where A =   and express
2 3 
A5 – 4A4 – 7A3 + 11A2 – A -10I as a linear polynomial in A. Ans: A +5I
1 2 0 
2. Use Cayley – Hamilton theorem to find A-2 where A =  2 −1 0 
0 0 −1 
2 1 1 
3. Find the characteristic equation of the matrix A = 0 1 0  and hence find:
1 1 2
the matrix represented by A8 – 5A7 + 7A6 – 3A5 + A4 – 5A3 + 8A2 – 2A + I and A-1.
 5 4 4  2 −1 −1
Ans: (i) -15A2 + 5A – I =  0 1 0 
1
(ii) −5 −3 0 
3
 4 4 5   − 1 −1 2 
Learning outcome: Learners will be able to evaluate different power of given

matrix and inverse.
59
Diagonalization of Matrix
Lecture 18
1. Learning objective: Learner shall be able to understand relation between similar
matrix and diagonal matrix.
2. Key Definitions
a) Similarity of Matrices: If A and B are two square matrices of order n then is said to
−1
be similar to A if there exists a non-singular matrix M such that B = M AM
b) Diagonalizable Matrix: A square matrix A is said to be diagonalizable If it is similar
to a diagonal matrix.
3. Sample Problems
 −9 4 4 
1). Show that the matrix A =  −8 3 4  is diagnosable. Find the diagonal form D and
 −16 8 7 
the diagonalizing matrix M.
 −9 4 4 
Solu: A =  −8 3 4 
 −16 8 7 
The characteristic equation is
9− 4 4
−8 3− 4 =0
−16 8 7−
 3 −  2 − 5 − 3 = 0
  = −1, − 1, 3
(i) For  = −1,  A − 1 I  X = 0 gives
 −8 4 4   x1  0 
 −8 4 4   x  = 0 
  2  
 −16 8 8   x3  0 
R2 − 2 R1 , R3 − 2 R1
 −8 4 4   x1  0 
 0 0 0   x  = 0
  2  
 0 0 0   x3  0 
Rank of matrix = 1
Number of unknowns = 3
Number of linearly independent solutions =3-1 = 2
Geometric multiplicity = 2.
60
−8 x1 + 4 x2 + 4 x3 = 0
Taking y = 1 and z = 1, x = 1
Taking y = 1 and z = −1, x = 0
Hence corresponding to the eigen value  = −1 , the eigen vector is
1 0
X 1 = 1 , X 2 =  1 
1  −1
(ii) For  = 3, algebraic multiplicity = geometric multiplicity = 1.
 A − 2 I  X = 0 gives
 −12 4 4   x1  0 
 −8 0 4   x2  = 0 

 −16 8 4   x3  0 
12 x1 + 4 x2 + 4 x3 = 0, − 8 x2 + 4 x3 = 0 , −16 x1 + 8 x2 + 4 x3 = 0
x1 x2 x3
 = =
4 4 −12 4 −12 4
0 4 −8 4 −8 0
x1 x2 x3
 = =
16 16 32
1 
X 1 =  1 
 2 
Since algebraic multiplicity for each eigen value is equal to the geometric
multiplicity, the matrix A is diagonalizable
.
 −1 0 0 
Diagonal matrix D =  0 −1 0 
 0 0 3
1 0 1 
Modal matrix P = 1 1 1 
1 −1 2 
61
Exercise 18
1 2 2
1. Examine where the matrix A =  0 2 1  is diagonalizable. If so, obtain the matrix
 −1 2 2 
P such that P-1AP is a diagonal matrix. Ans: non-diagonalizable
 1 −2 0 
2. Is the following matrix diagonalizable? Justify where A =  
1 2 2
 1 2 3 
Ans: non-diagonalizable
3. Diagonalize the Hermitian matrix A =  −3 2 + 2i 

 2 − 2i 
 4 
4. Determine whether A is diagonalizable and if so , find the diagonalzing matrix P
 −2 2 − 3 
and diagonal matrix D where A =  
 2 1 − 6
 − 1 − 2 0 
1. Which of the following matrices is not diagonalizable?

1 1  1 0  0 −1 1 1
(a)   (b)   (c )   (d )  
1 2 3 2  1 0  0 1
2. If matrix have different Eigen value, then
a) Diagonalizable b) Not diagonalizable
c) Inverse exist d) Cayley Hamilton not applicable
Homework problem for the day
2 1 1 
1. Is the matrix A =   diagonalizable? If so find diagonal form of matrix.
 1 2 1 
0 0 1 
62
2. Find orthogonal matrix P such that P-1AP is a diagonal matrix having diagonal
 6 − 2 2
elements as the characteristic roots of A , where A =  
− 2 3 −1 
 2 − 1 3 
3. Is the arithmetic multiplicity and geometric multiplicity for each eigen value equal
 4 6 6 
for matrix A ? where A =  
 1 3 2 
 −1 − 5 − 2 
4. Show that A =  5 5  and B =  1 2  are similar matrices .

 −2 0   −3 4 
   
Hint: Prove that both the matrices have same Eigen values.
Learning from the topic: Learners will be able to diagonalise the given matrix
Orthogonal Transformation
Lecture 19
Learner shall be able to understand orthogonally diagonalization.
2. Key Definition:
a) Orthogonally diagonalization:
A square matrix is said to be orthogonally diagonalization if there exist orthogonal
matrix P such that P-1AP is diagonal .
A square matrix A is orthogonally diagonalization iff A is symmetric matrix.
3. Sample problem:
1. Determine the diagonal matrix orthogonally similar to the real symmetric matrix.
 3 −1 1 
Also find the modal matrix. A =  −1 5 −1
 1 −1 3 
 3 −1 1 
Solution : A =  −1 5 −1
 1 −1 3 
The characteristic equation is
63
3− −1 1
−1 5− −1 = 0
1 −1 3−
 3 − 11 2 + 36 − 36 = 0
  = 2,3, 6
(i) For  = 2 ,  A − 1 I  X = 0 gives
 1 −1 1   x1  0 
 −1 3 −1  x  = 0 
  2  
 1 −1 1   x3  0 
R3 − R1
1 −1 1   x1  0 
 −1 3 −1  x2  = 0 

 0 0 0   x3  0 
 x1 − x2 + x3 = 0, − x1 + 3x2 − x3 = 0
x1 x2 x3
 = =
−1 1 1 1 1 −1
3 −1 −1 −1 −1 3

 −1
X 1 =  0 
 1 
(ii) For  = 3,  A − 2 I  X = 0 gives
 0 −1 1   x1  0 
 −1 2 −1  x  = 0 
  2  
 1 −1 0   x3  0 
 − x2 + x3 = 0, − x1 + 2 x2 − x3 = 0, x1 − x2 = 0
x1 x2 x3
 = =
−1 1 0 1 0 −1
2 −1 −1 −1 −1 2
x1 x2 x3
= 
=
−1 −1 −1
64
1
X 2 = 1
1
(iii) For  = 6 ,  A − 3 I  X = 0 gives
 −3 −1 1   x1   0
 −1 −1 −1  x  = 0 
  2  
 1 −1 −3  x3   0
 −3x1 − x2 + x3 = 0, − x1 − x2 − x3 = 0, x1 − x2 − 3x3 = 0
x1 x2 x3
 = =
−1 1 −3 1 −3 −1
−1 −1 −1 −1 −1 −1
x1 x2 x3
 = =
2 −4 2
1
X 3 =  −2 
 1 
2 0 0
Diagonal matrix D =  0 3 0 
 0 0 6 
Length of vector X 1 = (−1) 2 + (1) 2 = 2

Length of vector X 2 = (1) 2 + (1) 2 + (1) 2 = 3
Length of vector X 3 = (1) 2 + (−2) 2 + (1) 2 = 6

The normalized eigen vectors are
 1   1 
 1     
−
 2  3  6 
   1   2 
X1 =  0  , X 2 =   , X 3 = − 
 1   3  6
   1   1 
 2     
 3  6 
65
 1 1 1 
− 
 2 3 6
 1 −2 
Modal matrix P =  0 
 3 6
 1 1 1 
 
 2 3 6
Exercise 19
4 1 0
1. If A = 1 4 1  check whether it is orthogonally diagonalization.
 0 1 4 
 6 −2 2 
2. If A =  −2 3 −1 check whether it is orthogonally diagonalization
 2 −1 3 
3. Find the symmetric matrix A3×3 having the eigen value λ1=0, λ2=3, λ3=15 with the
corresponding eigen vector X1 =(1,2,2) , X2 =(-2,-1,2) and X3.
 2 2 1
1. Show that A =  −2 1 2  is orthogonally diagonalization.
1
3
 1 − 2 2 
 8 −6 2
2. Show that the matrix A =   is diagonalizable.
 −6 7 − 4 
 2 − 4 3 
Also find transforming matrix and the diagonal matrix.
Gram–Schmidt orthogonalization
Lecture 20
1. Learning objective:
Learner shall be able to use Gram Schmidt orthogonal process
2. Key Definition
a) Gram –Schmidt orthogonalization:
Gram Schmidt orthogonalization gives a method to find orthonormal vectors. Let
66
V be a non-zero inner product space in R3 and u=( u1, u2 ,u3 ) be any base for V. then
To find orthogonal basis ( v1,v2, v3) for V by following steps
u2 , v1
Step 1: Let v1 =u1 Step 2 : Let v2 = u2 − 2
v1
v1
u3 , v1 u3 , v2
Step 3: v3 = u3 − 2
v1 − 2
v2
v1 v2
3. Sample problem:
1) Let R3 have the Euclidean inner product. Use the Gram-Schmidt process to
transform the basis vectors u1=(1,0,0),u2=(3,7,-2),u3=(0,4,1) in to an orthonormal
basis.
Solution: Let v1═u1=(1,0,0),
u2 , v1
v2 = u2 − 2
v1
v1
(3, 7, −2)  (1, 0, 0)
(1, 0, 0)
=(3,7,-2) – 1
= (3, 7, −2) − 3(1, 0, 0)

= (0, 7, −2)
u3 , v1 u3 , v2
v3 = u3 − 2
v1 − 2
v2
v1 v2
(0, 4,1)  (1, 0, 0) (0, 4,1)  (0, 7, −2)
= (0, 4,1) − (1, 0, 0) − (0, 7, −2)
1 53
=(0,4,1)-(0,182/53,-52/53)
=(0,30/53,105/53)
15
(0, 2, 7)
= 53
The vectors v1,v2,v3 form an orthogonal basis for R3.Normalizing v1,v2,v3
15
v1 = 1, v2 = 53, v3 = 53
53
v1 (1, 0, 0)
w1 = = = (1, 0, 0)
v1 1
v2 (0, 7, −2) 7 2
w2 = = = (0, ,− )
v2 53 53 53
67
15
(0, 2, 7)
v3 53 2 7
w3 = = = (0, , )
v3 15 53 53
53
53
The vectors w1,w2,w3 form an orthonormal basis for R3.
Exercise 20
1. Show that the set V={(1,0,0),(0,1,0),(0,0,1)}is an ortho-normal set in R3with
Euclidean inner product.
2. Let R3 have the Euclidean inner product. Use the Gram-Schmidt process to
transform the basis vectors u1=(1,0,0), u2=(3,7,-2), u3=(0,4,1) in to an orthonormal
basis.
3. Find a vector orthogonal to both u=(-6,4,2) and v=(3,1,5) .
4. Find an orthonormal basis of the of the following subspace of R3
S={[1,2,0] , [0,3,1]}

1. Let R3 have the inner product 〈(x1, x2, x3),( y1,y2,y3)〉=2x1 y1+x2 y2+3x3 y3
Use the Gram–Schmidt process to transform the basis vectors
u1 = (1, 1, 1), u2 = (1, –1, 1), u3 = (1, 1, 0) into an orthogonal basis.
a) (2, 1, 1), (2, –5, 1), (3, 0, –2) b) (1, 1, 3), (1, –5, 1), (3, 0, 3)
c) (3, 1, 1), (1, –5, 1), (3, 0, –2) d) (1, 1, 1), (1, –5, 1), (3, 0, –2)
2. Let u ═ (4,1,2,3), v=(0,3,8,-2) and w=(3,1,2,2) then ||u||
a) 30 b) 30 c) 20 d) 10

1. Let R3 have the Euclidean inner product. Use the Gram–Schmidt process to
transform the basis vectors u1 = (1, 0, 0), u2 = (3, 7, –2), u3 = (0, 4, 1) into an
orthonormal basis.
2. Let R3 have the Euclidean inner product. Use the Gram–Schmidt process to
transform the basis vectors u1 = (1, 0, 3), u2 = (2, 2, 0), u3 = (3, 1, 2) into an
orthonormal basis
3. Use Gram–Schmidt process to construct an orthonormal basis for the subspace W

of R4 spanned by the vectors v1 = (1, 1, 0, 0), v2 = (2, –1, 0, 1), v3 = (3, –3, 0, –2),
v4 = (1, –2,3)
Learning from the topic: Learners will be able to evaluate Gram Schmidt
orthogonalization
68
Self-Assessment
Level 1
1. Prove that characteristic roots of A and At are same.

 2 2 1
1
−2 1 2  is orthogonal. Also verify that
1
2. Verify that A =  is an eigen value of
3 
 1 − 2 2 
A-1 if  is an eigen value of A. and verify that eigen values of A are of unit
modulus.
3. Find the Eigen values of A3 – 3A2 + A where
 4 6 6 
A =  1 3 2 
 −1 − 4 − 3
Level 2
 −9 4 4 
1. Show that the matrix A =  −8 3 4  is diagonalizable. Also find the
 −16 8 7 
transforming matrix and the diagonal matrix.
 1 − 6 − 4
2. Show that the matrix A =  0 4 2  is diagonalizable. Also find the
 0 − 6 − 3 
transforming matrix and the diagonal matrix.
T T
3. For a symmetric matrix A the eigen vectors are [ 1 , 1 , 1] , [ 1 , − 2 , 1] corresponding
to 1 = 6 2 = 12 respectively. If 3 = 6 then find the matrix A.
Hint: Since matrix is symmetric, therefore X3 will be orthogonal to X1 and X2
Also D = M −1 A M  A = M DM −1
 7 − 2 1
Ans:  −2 10 − 2 
 1 − 2 7 
Level 3
 −1 2 − 2 
1. Reduce the matrix A =  1 2 1  to the diagonal form.
 − 1 − 1 0 
2. Verify that X = [ 2 3 -2 -3 ]T is an Eigen vector corresponding to Eigen
value λ =2 of the matrix
69
1 − 4 −1 − 4 
 2 0 5 − 4
 
− 1 1 − 2 3 
 
− 1 4 − 1 6 
3. Construct an orthonormal basis of R2 by applying Gram Schmidt
orthogonalization to S={[3,1],[2,2]}
8 − 8 − 2 
4. Show that the matrix A =   is diagonalizable.
 4 − 3 − 2 
3 − 4 1 
Also find the Transforming matrix and the diagonal matrix.
Learning Resources:
• Higher Engineering Mathematics, Dr. B. S. Grewal, Khanna Publications.

• A textbook of Applied Mathematics, P.N. and J. N.Wartikar,Volume 1 and 2,
Pune Vidyarthi Griha.
• Advanced Engineering Mathematics, Erwin Kreyszing, Wiley Eastern Limited,
8th Ed.
70
Module 4: Multivariable Calculus-I

(Double Integration)
1. Motivation
Integration of functions of two or more variables is normally called multiple integration.
This topic deals with the double integration and its applications. Double integrals are useful
in evaluating plane area, mass of a lamina, mass and volume of solid regions etc.
2. Syllabus
Module Content Class Self
1 Duration Study Weightage
duration
4 Multiple Integration: Double integrals 3 Hrs. Lectures
(Cartesian), 14 hours 18-20
Marks
change of order of integration in double 2 Hrs. Lectures
integrals,
Change of variables (Cartesian to polar),
Applications: areas, Center of mass and 2 Hrs. Lectures

Gravity (constant and variable densities)
3. Prerequisite:
Concept of determinant, standard integral formulae and curve tracing.
4. Learning Objective: Learners shall be able to

1. Define double integral (DI) and method of evaluation.
2. Evaluate DI over the region.
3. Change the order of integration of DI.
4 Evaluate DI after changing the order of integration.
5. Change to polar coordinate and evaluate.
6. Evaluate after changing to polar coordinates.
Double Integrals (Cartesian)-direct Evaluation

Lecture :21
Student shall be able to understand and apply Double Integration to Find Area under
the Curve. Evaluation of Double Integration.
2. Introduction:
Integration of functions of two or more variables is normally called multiple integration.
The particular case of integration of functions of two variables is called double integration
and that of three variables is called triple integration. Sometimes, we have to change the
variables to simplify the integrand while evaluating the multiple integrals. Variables can be
changed by substitution or by changing the coordinate system (polar, spherical or cylindrical
coordinates).
71
Module 4: Multivariable Calculus-I (Double Integration)
Multiple integrals are useful in evaluating plane area, mass of a lamina, mass and volume
of solid regions, etc.
1. Key Notations:
a) dA = dx dy
b) J : Jacobian
2. Key Definitions:
a. Double Integration: Consider the sum S = n f (r , y )  A
 x r r r =1
where  Ar =  xr  yr
If we increase the number of elementary rectangles i.e., n, then
the area of each rectangle decreases.
Hence as n →  ,  Ar → 0.
The limit of the sum given by the equation (1), if it exists, is called the double integral of f (x,
y) over the region R and is denoted by  f ( x, y ) dA
R
Hence, n
where dA = dx dy
 f ( x, y) dA = lim
n →0
 f ( x , y ) A
r r r
R  Ar →0 r =1
3. Sample Problems
Ex. 1 : Evaluate 1 1+ x2 dx dy
0 0
1+ x2 + y2
Solution : 1+ x2
 
1  1+ x2 
tan −1
dy 1 1 y
0    dx = 0 dx
0 ( 1 + x 2 )2 + y 2  1 + x2 1 + x2 0
1 1  tan −1 1 − tan −1 0 dx = 1 1 
= 0   0 . dx
 
1 + x2 1 + x2 4
1
  2  
= log  x + 1 + x  = log (1 + 2)
4  0 4
Ex 2.

4 cos 2 r
Evaluate   d dr
0 0 (1 + r 2 )2
Solution : 1 4
 

cos 2
2 0
cos 2 1 2r = (1 + r 2 ) −2  2r dr d
4
 
0 0

2 (1 + r 2 ) 2
dr d 0
 
 
 f ( r )

n +1
1 cos 2

  f ( r ) 
4 n
=
2 0
−(1 + r 2 ) −1
0
d

f '( r )dr =
n +1 
 
 n  −1 

 
1 4 1  1  1  1 4 1 
=− 0

2 1 + cos 2
− 1 d  = −  4 
 2 1 + cos 
0 2
− 1 d  = −   sec 2  − 1 d 
 2 2
0

72

1 1 4 1 1    1
=− tan  −  = −  tan − − 0  = ( − 2)
2 2 0 2 2 4 4  8
Exercise 21
1) Evaluate 1 x
 0 0
xy dy dx
2) Evaluate 1 x
 e x + y dy dx 1
0 0
Ans : (e − 1) 2
2
3) 1 y 
x −1
  dxdy Ans :
2
0 y (1 − y ) 1 − x 2

4) a (1 + sin  ) 5a 3
  2
0 0
r 2 cos  d dr Ans :
4
Choose the correct option from the following
1) The value of the integral  

2 2
  sin( x + y) dx dy
0 0
(a) 0 (b)  (c) -2 (d) 2
  (x + y 2 ) dx dy
2) Find the integration of 1 x
2
0 0
a) 1/3 b) 1/2 c) -1/3 d) -1/2

Evaluate the following:
1) Evaluate 1 x 1
 0 0
xy dy dx Ans :
8
  (x + y 2 )x dy dx
2) Evaluate 1 x
2
Ans :
4
0 0 15

3) x Ans : 0
 0
2
2
cos ( x + y ) dx dy
4) (1− y 2 ) 
1 dx dy Ans :
  0 0
2
1 − x2 − y2
4
73

5) 1
 
1+ x 2
dxdy Ans :
4
(
log 1 + 2 )
0 0
1 + x2 + y2
6)  e− x 4 − y6
3

Prove that  0  0 x y e dx dy = 9
7) a 3 a2 + y2 y dy dx a
Prove that  0 0 y +a + x
2 2 2
=
4

8) 3(1−cos t ) 9
Prove that  
0
2
0
x 2 sin t dt dx =
4
Learning from the topic: Learners will be able to evaluate double integration.
Double Integration over the Region
Lecture: 22
1. Learning Objectives:
Learners will be able to find the limits of integration in the given region and evaluate
the integral.
2. Introduction:
In double integration limits of integration can be obtained if the region of integration
is given. In this section the method to find limits of integration is explained by taking
an example. We find limit by tracing curve along x axis and along y axis.
3. Important Formulae/ Theorems / Properties:
Evaluation of Double Integral: Double integral over a given region R may be
evaluated by two successive integrations. If R is described as
f1 ( x)  y  f 2 ( x) and a  x  b, Then b f2 ( x )
 f ( x, y)dxdy =   f ( x, y)dydx
R a f1 ( x )
There are two methods to evaluate double integrals:

a) b f2 ( x )
 R
f ( x, y )dxdy =  
a f1 ( x )
f ( x, y )dydx
f(x ,y) is first integrated with respect to ‘y’ treating ‘x’ as constant between the
limits f1 ( x) and f 2 ( x) and then the result is integrated with respect to ‘x’ between
the limits a and b.
b) d g2 ( y )
 f ( x, y)dxdy
R
=  
c g1 ( y )
f ( x, y )dxdy
f(x ,y) is first integrated with respect to ‘x’ treating ‘y’ as constant between the limits
g1 ( y ) and g 2 ( y ) and then the result is integrated with respect to ‘y’ between the limits
c and d.
Note: For constant limits, we can integrate with respect to any variable first.
74
4. Sample Problems
Ex. 1 : Evaluate   e ax + by dx dy , over the triangle bounded by x = 0, y = 0, ax + by = 1.
Solution:
a) The region of integration is the ΔOPQ.
b) Here integration can be done w.r.t. any variable first. Draw a vertical strip AB parallel
to y-axis which starts from x-axis and terminates on the line ax + by = 1.
c) Limits of y : y = 0 to y = 1 − ax
b
Limits of x : x = 0 to x = 1
a
1 1− ax
I =   e ax + by dx dy =  e a ax
 b
e by dy dx
0 0
1− ax
1 1
eby
e e − 1 dx
b 1 a ax (1− ax )
= e
b 0
a ax
=
0 b 0
1
1 e e 1 1
1
1
1 e ax a = − + = .
=  a ( e − e ax )dx = ex − b  a a a  ab
b 0 b a 0
Ex.2: Evaluate   y dx dy over the region enclosed by the parabola x2 = y and the line y = x + 2.
Solution:
a) Region of integration is POQ.
b) Points of intersection of x 2 = y and y = x + 2 are obtained as
x 2 = x + 2, x 2 − x − 2 = 0
( x − 2) ( x + 1) = 0
x = 2, −1 and y = 4, 1
Hence points of intersection are P : ( −1, 1) and Q : (2, 4)
c) The integration can be done w.r.t any variable first.
To integrate first w.r.t. y draw a vertical strip AB
parallel to y-axis which starts from the parabola
x 2 = y and terminates on the line y = x+2.
d) Limits of y : y = x 2 to y = x + 2
Limits of x : x = −1 to x = 2
I =   y dx dy. =
2 x+2
 
−1 x 2
y dy dx
x+2
1  64 32 1 1  36
dx = 2 −1( x + 2) − x  dx =
2
y2 1 2 1 ( x + 2)3 x 5
=
2 2 4
= − − − =
−1 2 2 3
−
5 2  3 5 3 5  5
x2 −1
Ex.3: Evaluate over the region enclosed by the circle the parabola
and the line y = x.
Solution:
a) The region of integration is OPQR.
b) Points of intersection of the
(i) circle and the line y = x is obtained as and y = 0, 2
Hence 0: (0, 0) and P: (1, 1)
ii) The circle and the parabola are obtained as and y = 0 Hence 0: (0, 0)
75
Points of intersection of the parabola and the line y=x is obtained a x = 0, 2

and y = 0, 2 Hence 0: (0, 0) and Q: (2, 2)
(iii) Here, integration can be done w.r.t. to any variable first. To integrate w.r.t. y
first we need to draw vertical strip in the region. But one vertical strip does not
cover the entire region, therefore we
divide the region OPQR into two sub regions OPR and RPQ and draw one
vertical strip in each sub region.
(iv) In the sub region OPR strip starts from the circle and terminates on the parabola
Limits of x: x = 0 to 1.
(v) In the sub region RPQ strip starts from the line y = x and terminates on the
Parabola Limits of x: x = 1 to x = 2
Exercise 22
Evaluate the following
1) over the triangle bounded by the lines x = 0, y = 0, and x + y = 1.

e
2 x −3 y
dx dy
 e2 1 1 
Ans :  − + 3 

 10 6 15e 
2)   (x
2
− y 2 ) dx dy over the triangle with vertices (0, 1), (1, 1), (1, 2).
2
Ans : −
3
3)

R
xy ( x − 1 ) dx dy, R is the region bounded by xy = 4, y = 0, x = 1 and x = 4.
Ans : 8( 3 − log 4 )
4) dx dy
  x 4 + y 2 , over y  x ,x  1
2

Ans :
4
5)
  xy
R
dx dy, over the region bounded by x 2 = y, y 2 = − x.
1
Ans : −
12

1. A horizontal strip is taken to evaluate along
(a) y-axis (b) x-axis (c) line y = x (d) none of these
2. The value of the integral

 2x dx dy over the triangle with vertices A(0,0) ,B(1,0), C(0,1)
(a) 1 (b) 1/3 (c) 1/8 (d) 1/9
3 The value of the integral  xy dx dy over the region bounded by the x-axis ,
ordinate at x =2a and the parabola x2 = 4ay is
76
(a) a4/3 (b) a4/5 (c) a4/7 (d) a4/9
1) xy
 1− y 2
dx dy over + ve quadrant of x 2 + y 2 = 1
1
Ans :
6
2)
 xy dx dy over the area bounded by the x − axis, the ordinate at x = 2a
and the curve x 2 = 4ay.
a4
Ans :
3
3)
  y dxdy over the area bounded by y = x 2 and x + y = 2
36
Ans :
5
4)
  xy 1 − x − y dx dy over the area of the triangle bounded by x = 0, y = 0 and x + y = 1 .
16
Ans :
945
5) ye 2 y
 R ( 1 − x )( x − y )
dx dy , R is a triangle having vertices ( 0,0 ), ( 1,0 ) and ( 1,1 ).
 e2 + 1 
Ans :   
 4 
6)

R
y dx dy, over the region bounded by y 2 = 4 x, x 2 = 4 y.
48
Ans :
5
7)
 x
2
dx dy, where R is the region in the first quadrant bounded by the
R
16
curve x = and the lines y = x, y = 0 and x = 8.
y
2
Ans : −
3
Learning outcome: Learners will be able to find the limits of integration in the given region
and evaluate the integral.
77
Change of order of integration

Lecture: 23
Learners will be able to draw the region and change the order of integration.
2. Introduction
Sometimes evaluation of double integral becomes easier by changing the order
of integration. To change the order of integration, first, we draw the region of
integration with the help of the given limits. Then we draw vertical or
horizontal strip as per the required order of integration. This change of order
also changes the limits of integration.
3. Sample Problem
Ex. 1 : Change the order of integration 1 x

 0 x
f ( x , y )dy dx
Solution:
i. Here function is integrated first w.r.t. y and then w.r.t. x
ii. Limits of y : y = x to y = x the parabola
Therefore vertical strip starts from the line y = x and terminates on the parabola
y 2 = x Limits of x : x = 0 to x = 1
iii. The region is bounded by the line y = x and the parabola
y2 = x
iv. Point of intersection of y 2 = x and y = x is obtained as
x 2 = x x = 0, 1 and y = 0, 1 Hence Q : (1, 1)
v. To change the order of, integration i.e. to integrate first
w.r.t. x, draw a horizontal strip AB parallel to x-axis
which starts from the parabola y 2 = x and terminates on
the line y = x Therefore limits of x : x = y 2 to x = y Limits of
y : y = 0 to y = 1
Hence the given integral after change of order can
be written as 1 x f ( x, y ) dy dx = 1 y f ( x, y ) dx dy

0 x 
0 y2
Ex. 2: Change the order of integration 8

y
 0
4
y −8
4
f ( x , y ) dx dy
Solution:
i. Here the function is integrated first w.r.t. x and then w.r.t. y
ii. Limits of x : x=
y −8
to x =
y
4 4
Therefore, horizontal strip starts from the line y = 4x+ 8 and terminates on the line
y = 4x. Limits of y : y = 0 to y = 8
78
The region is bounded by the line y = 4x + 8,

y = 4x, y = 8 and x-axis (y = 0).
iii. Point of intersection of y = 4x and y = 8 is obtained
as 8 = 4x, x = 2 Hence P : (2, 8)
iv. To change the order of integration i.e., to
integrate first w.r.t. y divide the region OPQR
into two sub regions OQR and OPQ. Draw a
vertical strip parallel to y-axis in each sub region.
v. In sub region OQR strip AB starts from x-axis and

terminates on the line y = 4x + 8.
Therefore limits of y : y = 0 to y = 4x + 8 limits of x
: x = −2 to x = 0
Hence the given integral after change of order can
be written as
y
8 0 4 x +8 2 8
 0
4
y −8
4
f ( x, y ) dx dy = 
−2 0  f ( x, y ) dy dx + 
0 4x
f ( x, y ) dy dx
vi In sub region OPQ strip CD starts from the line y = 4x and terminates on the line
y = 8.
Therefore limits of y : y = 4x to y = 8 limits of x : x = 0 to x = 2
Exercise 23
Change the order of integration of the following:
1) 6 2+ x
 
0 2− x
f ( x, y ) dx dy
2 6 8 6
Ans :   −4 2− y
f ( x, y ) dy dx +  
2 y −2
f ( x, y ) dy dx
2) 1 1+ 1 − x 2
 
0 2 x − x2
f ( x, y ) dy dx
1 1− 1 − y 2 2 2 y− y2
Ans :  0 0
f ( x, y ) dx dy + 
1  0
f ( x, y ) dx dy
3) a x + 3a
 
0 a2 − x2
f ( x, y ) dx dy
a a 3a a 4a a
Ans :   0 a2 − y2
f ( x, y ) dx dy + 
0  0
f ( x, y ) dx dy + 
3a  y −3a
f ( x, y ) dx dy
1) The curves of the region of integration are identified from the given limits
(a) True (b) False
79
2) Changing the order of integration in the double integral I= 8 2

leads to
 
0 x
f ( x, y ) dx dy
4
I= s q
what is q?
 r p
f ( x, y ) dx dy
(a) 4y (b) 16y2 (c) x (d) 8
1) 4 9−y
  0
y
2
f ( x, y ) dx dy
2 2x 5 4 9 9− x
Ans :  0 0
f ( x, y ) dy dx +  
2 0
f ( x, y ) dy dx + 
5  0
f ( x, y ) dy dx
2) a
y2
  −a 0
a
f ( x, y ) dx dy
a − ax a a
Ans :   0 −a
f ( x, y ) dy dx + 
0  ax
f ( x, y ) dy dx
3) a 2a − x
  0
x2
a
f ( x, y ) dx dy
a ay 2a 2a− y
Ans :  
0 0
f ( x, y ) dx dy +  
a 0
f ( x, y ) dx dy
4) 1 1+ 1 − y 2
  0 − 2 y − y2
f ( x, y ) dxdy
0 1 1 1
Ans :   f ( x, y ) dy dx +   f ( x, y ) dy dx
−1 1− 1 − x 2 0 2 x − x2
5) Change the order of integration a x + 3x
  f ( x, y ) dx dy
0 a2 −x2
Change of order of integration
Lecture: 24
Learners will be able to draw the region and change the order of integration.
2. Introduction
Sometimes evaluation of double integral becomes easier by changing the order of
integration. To change the order of integration, first, we draw the region of integration
with the help of the given limits. Then we draw vertical or horizontal strip as per the
required order of integration. This change of order also changes the limits of integration.
3. Sample Problem
80
Ex 1. Change the order of integration of a cos  a2 − x2


0  x tan 
f ( x , y )dx d y
Solution:
i. Since inner limits depend on x, the function is integrated first w.r.t. y .
ii. Limits of y : y = x tan  to y = a 2 − x 2 along vertical
strip A′B′. Limits of x : x = 0 to x = a cos α
iii. The region is bounded by the line y = x tan α, the

circle
x 2 + y 2 = a 2 and y-axis.
iv. Points of intersection of y = x tan α and x 2 + y 2 = a 2
are
obtained as
x 2 + x 2 tan 2  = a 2  x 2 sec 2  = a 2  x 2 = a 2 cos 2 
x =  a cos  and y =  a sin 
Hence, the points of intersection are P : (a cos α, a sin α)
and P′ : (–a cos α – a sin α).
v. To change the order of integration i.e. to integrate first w.r.t. x, divide the
region into two sub regions OPR and PQR as one horizontal strip cannot
cover the entire
region. Draw a horizontal strip in each subregion.
vi. In sub region OPR strip AB starts from y-axis and terminates on the line
y = x tan α.
Limits of x: x = 0 to x = y cot α Limits of y: y = 0 to y = a sin α
vii. In sub region PQR strip CD starts from y-axis and terminates on the
circle x 2 + y 2 = a 2 .
Limits of x: x = 0 to x = a 2 − y 2
Limits of y: y = a sin α to y = a
Hence, the given integral after change of order is
a cos  a2 − x2 a sin  y cot  a a2 − y2

0  x tan 
f ( x, y ) dy dx =
0  0
f ( x, y ) dx dy + 
a sin  
0
f ( x, y ) dx dy
Exercise 24
1) 4 4x
  f ( x, y )dxdy
0 4 x− x 2
2 - 4 - y2 2 4 4 4
  f(x, y) dy dx +   f(x, y) dy dx +  
2
Ans : y2 2 y2 f(x, y) dy dx
0 0 2+ 4 - y 2
4 4
81
2) a a2 − x2
  0
a2 − x2
4
f ( x, y ) dx dy
a
a2 − y2 a a2 − y2
Ans :   0
2
a2 − 4 y2
f ( x, y ) dxdy +   a
2
0
f ( x, y ) dx dy
3) a2
a x
 
0 x
f ( x, y )dy dx
a2
a y 
Ans :   0 0
f ( x, y ) dx dy +  a 0
y
f ( x, y ) dx dy
1) Change of order indicates
(a) Change of region (b) change of limits (c) no change (d) none of the above
2) What will be the limit of x after changing the order of a

y2
  −a 0
a
f ( x, y ) dx dy
(a) 0 to a (b) -a to a (c) 1 to a (d) none of the above
Change the order of integration of the following

1) a y +a
  0 a2 − y2
f ( x, y ) dx dy
a a 2a a
Ans :  
0 a −x 2 2
f ( x, y ) dy dx +  a  x −a
f ( x, y ) dy dx
2) 2 ( 4 − x )2
  0 4− x
f ( x, y ) dx dy
2 2 4 2 16 4− y
Ans :   2 4− y 2
f ( x, y ) dy dx +  
2 0
f ( x, y ) dy dx +  
4 0
f ( x, y ) dy dx.
3) k k + k 2 − y2
  0 −k + k 2 − y 2
f ( x, y ) dx dy
0 k k k 2k 2 kx − x 2
Ans :  
−k k 2 − ( x + k )2
f ( x, y ) dy dx +   0 0
f ( x, y ) dy dx +  k  0
f ( x, y ) dy dx
4) b mx
  a
k
x
f ( x, y ) dx dy
k
b ma b mb b
Ans :  
k
b
a
k
y
f ( x, y ) dx dy +  k
a
 a
f ( x, y ) dx dy + 
ma  y
m
f ( x, y ) dx dy
Learning outcome: Learners will be able to draw the region and change the order of
integration.
82
Change the order of integration and evaluation
Lecture: 25
1. Learning Objective: Learners will be able to change the order of integration in the
given region and evaluate the integral
2. Introduction:
In this section method of change the order and then evaluation of the integral will be
explained with the help of illustrations.
3. Sample Problems
Ex.1: a a − a2 − y2 xy log ( x + a )

0 0 ( x − a )2
dx dy
Solution:
Here the function is integrated first w.r.t. x, but evaluation becomes easier by
changing the order of integration.
Limits of x : x = 0 to x = a − a 2 − y 2
Therefore, horizontal strip starts from y-axis and terminates on the circle
( x − a)2 + y 2 = a 2 .
limits of y : y = 0 to y = a
The region is bounded by the circle ( x − a) 2 + y 2 = a 2 ,
the line y = a and y-axis.
Point of intersection of ( x − a) 2 + y 2 = a 2 and y=a
is obtained as ( x − a) 2 + a 2 = a 2 , x = a Hence P : (a, a)
To change the order of integration i.e. to integrate first
w.r.t. y, draw a vertical strip AB parallel to y-axis which
starts from the circle ( x − a) 2 + y 2 = a 2 and terminates on
the line y = a.
Therefore limits of y : y = 2ax − x 2 to y = a
limits of x : x = 0 to x = a
Hence given integral after change of order can be written
as a a − a − y xy log ( x + a )
2 2
a x log ( x + a ) a
0 0 2
dx dy = 
( x − a)
0 2  2ax − x y dy dx ( x − a)
2
a
a x log ( x + a ) y 2 a x log ( x + a )  a 2 − 2ax + x 2  1 a
= dx =    dx = 0 x log ( x + a ) dx
0 ( x − a )2 2 2 ax − x 2
0 ( x − a )2  2  2
1  x2  1  a2
a
a x
2
1 1 a a2  
=  log ( x + a ) −   dx  =  log 2a −  ( x − a ) +  dx 
2 2 0 2 x+a  2 2 2 0 ( x + a)  
 0 
1  a2  1
a
1 x2 a2 
=  log 2a − − ax + a log ( x + a )  =  a 2 log 2a −
2
+ a 2 − a 2 log 2a + a 2 log a 
2 2 2 2 0
4 2 
 
1 a 2
 a 2
=  + a 2 log a  = 1 + 2 log a 
4 2  8
83
Ex. 2 : 1
1
y

0 x
x
(1 + xy ) (1 + y 2 )
2
dx dy
Solution
i. Here the function is integrated first w.r.t. y but evaluation
becomes easier by changing the order of integration.
Limits of y : y = x to y = 1
x
ii. Therefore, vertical strip starts from the line y = x and
terminates on the rectangular hyperbola xy = 1
iii. The region is bounded by the rectangular hyperbola xy=1, the line y = x and y-axis in
the +ve quadrant.
iv. Point of intersection of xy = 1 and y = x is obtained as x 2 = 1, x = 1and y = 1 Hence P : (1, 1)
v. To change the order of integration i.e. to integrate first w.r.t. x divide the region into
two sub regions OPQ and QPR. Draw a horizontal strip parallel to x-axis in each sub
region.
vi. In sub region OPQ strip AB starts from y-axis and terminates on the line y = x.
Therefore, limits of x: x = 0 to x = y
limits of y : y = 0 to y = 1
vii. In sub region QPR strip CD starts from y-axis and terminates on the rectangular
hyperbola xy=1
Therefore limits of x : x = 0 to x = 1 .
y
limits of y : y = 1 to y→
Hence given integral after changing the order can be written as
1 1
1 y 1 y y 1  y 1
 0 x
x
(1 + xy ) (1 + y )
2 2
dx dy = 0 1+ y 2 0
(1 + xy ) 2
dx dy + 1 1+ y 2 0
y
(1 + xy ) 2
dx dy
1
y
y 1 1  y 1 y
= − dy +  − dy
0 1+ y2 y (1 + xy ) 0 1 1+ y 2
y (1 + xy ) 0
1 1  1   1 1  1 1 1  1  1
= − 2 
− 1 dy −   2 − 1 dy = − 0  (1 + y 2 ) 2 − 1 + y 2  dy + 2 1 1 + y 2 dy
0 1 + y 1 + y 2
 1 1 + y2  
putting y = tan θ in the first from of first integral dy = sec2  d ,
when y = 0, θ= 0, when y = 1,  = 
4

1
1
y sec 2  d 1 
 dx dy = −  4
1
x
+ tan −1 y + tan −1 y
0 x (1 + xy ) (1 + y )
2 2 0 sec 4  0 2 1


(1 + cos 2 ) sin 2 3
d + ( tan −1 1 − tan −1  ) + ( tan −1  − tan −1 1) = −  +
1 1 4
= − 4 +
0 2 2 2 2 0 8
1 
 3  1  − 1
= − − sin + = − = .
0 4 2 8 4 4 4
84
Exercise 25
Change the order of integration of the following and evaluate:
1)  sin y.dydx
x
 
0 0 ( − x )( x − y )
  sin y dxdy
Ans :   = 2
0 y ( − x ) ( x − y )
2) 1 1− x2 ey
  0 0
( e y + 1) 1 − x 2 − y 2
dx dy
1 1− y2 ey   e +1
Ans :   0 0
( e y + 1) 1 − x 2 − y 2
dy dx =
2
log 
 2 

3) a y
y dx dy
  (a − x ) ax − y 2
0 y2
a
a
Ans :
2
4) 2 2 y2
  0 2x
y4 − 4 x2
dx dy
2
Ans :
3
1) The identification of order of integration is done with the help of given limits.
(a) True (b) False
2) The change of order of integration is required if integral cannot be evaluated with the
given limits
(a) True (b) False
Homework Problems for the Day
Change the order of integration of the following and evaluate:

1.  x −
x2
  xe dy dx
y
0 0
x2
  − 1
  dx dy =
y
Ans : xe
0 y 2
85
2. 1 x 2− x
 
0 x y
dy dx
1 y x 2 2−y x 4
Ans :   dx dy +   dx dy = log  
0 0 y 1 0 y e
3. 5 2+ x
 0 2− x
dy dx
2 5 7 5
Ans :  
−3 2 − y
dx dy + 
2  y −2
dx dy = 25
4. a y x dy dx
  0 0
(a − x ) (a − y ) ( y − x )
2 2
a a x dxdy
Ans :  0 x
(a 2 − x 2 ) (a − y ) ( y − x )
= a
5. 1 2− x2
x
 
0 x x + y2
2
dx dy.
1 y x 2 2− y2 x 2− 2
Ans : 
0 0
x +y2 2
dx dy + 
1  0
x +y
2 2
dx dy =
2
6. 2 2 + 4− y 2
  0 2 − 4− y 2
dxdy
4 4 x − x2
Ans :   dx dy = 2
0 0
7. 1
1− 4 y 2 1 + x2
  2
0 0
1 − x2 1 − x2 − y2
dx dy
1− x2
1 1 + x2 2
Ans :   2
dx dy =
0 0
1 − x2 1 − x2 − y2 8
8. 1 1− y 2 cos −1 x 3
  0 0
1 − x2 1 − x2 − y2
dx dy Ans :
16
9. 3 10 − y 2 1  3 
Show that  
0
2
y
9
dx dy =
2
+ 5sin −1  
 10 
10. Change the order of integration and evaluate 2 2

x2

0 x 4 − 4y 2
dx dy
2y
Learning outcome: Learners will be able to change the order of integration in the given
region and evaluate the integral.
86
Change to polar and evaluate
Lecture: 26
1. Learning Objective: Learners will be able to change the integrand to polar form and
evaluate the integral.
2. Introduction:
The double integral can be changed from Cartesian coordinates (x, y) to polar coordinates
(r, θ ) by putting x = r cos θ y = r sin θ
then   f ( x, y ) dy dx =   f (r cos  , r sin  ) J dr d
where J is the Jacobian (functional determinant)
defined as x x cos  −r sin 
( x, y ) r  = = r (cos 2  + sin 2  ) = r
J= = sin  r cos 
( r, ) y y
r 
Hence,
  f ( x, y)dy dx =   f (r cos  , r sin  ) r dr d
=   f (r cos  , r sin  ) r dr d
3. Sample Problems
Ex. 1: Evaluate x2 y2 over the region bounded by the circles x 2 + y 2 = a 2 and

  ( x 2 + y 2 ) dx dy,
x 2 + y = b 2 (a  b ).
2
Solution: (1) Putting x = r cos θ y = r sin θ, polar form of the

circle x 2 + y 2 = a 2 is r 2 = a 2 , r = a.
circle x 2 + y 2 = b 2 is r 2 = b 2 , r = b.
Region of integration is the part bounded between
the circles r = a and r = b.
Draw an elementary radius vector OAB from the
origin which enters in the region from the circle r
= b and leaves at the circle r=a.
Limits of r : r = b to r = a
Limits of θ =0 to  = 2
x 4 cos2  sin 2 
a
x2 y2 2
I =  dx dy = 0 b  r dr d 
( x2 + y2 ) r2
2 sin 2 ( a − b )
a 4 4
2 r4 2
= cos  sin 
2
d = 
2
 d
0 4 b 0 4 4
a 4 − b4 2 (1 − cos 4 )  a 4 − b4  sin 4
2
=
16  0 2
d = 
 32
  −
 4 0
a −b  4
 4
4
=  (2 ) = ( a − b ).
4
 32  16
87
Ex. 2 : Evaluate 4a y x2 − y2
 
0
y2
4a x2 + y2
dx dy
Solution : Limits of y2
x :x = to x = y
4a
Therefore, horizontal strip starts from the parabola y 2 = 4ax and terminates on
the line y = x limits of y : 0 to 4a.
The region of integration is bounded by the line y = x and the parabola y 2 = 4ax
Putting x = r cos θ and y = r sin  polar form of the
line y = x is r sin  = r cos  gives tan  = 1,  = 
4
parabola y = 4ax r sin  = 4ar cos  r = 4a cot θ cosec θ
2 2 2
Draw an elementary radius vector OA which starts from the

origin and terminates on the parabola r = 4a cot θ cosec θ.
Therefore limits of r : r = 0 to r = 4a cot θ cosec θ
limits of  :  =  to  = 
4 2

x −y 4 a cot  cosec  r (cos  − sin  )
2 2 2 2 2
4a y
I =  y2 dx dy = 2   r dr d 
0
4a x +y
2 2
4
0 r 2
 4 a cot  cosec  
r2
= 2 ( 1 − 2 sin 2  )
1 2
2 4
d =  (1 − 2 sin  )(4 a ) cot  cosec  d 
2 2 2 2
4
2 0
 
= 8a  ( cot  cosec  − 2 cot  ) d  = 8a  − ( cot  )( −cosec  ) − 2cosec  + 2  d
2 2 2 2 2 2 2 2 2 2
4 4

  f ( )  
n +1
cot 3  2
= 8a − + 2 cot  + 2 
  f ( ) f ( ) d  = 
2 n
3   n +1 
4  
 1         
= 8a 2  −  cot 3 − cot 3  + 2  cot − cot  + 2  −  
 3 2 4   2 4   2 4 
 1   5   5
= 8a 2  − ( −1) + 2( −1) + 2   = 8a 2  − +  = 8a 2  − 
 3 4  3 2  2 3
Exercise 26
Change to polar and evaluate the following:
  dx dy 2
1)   3 Ans :
(a )
− − a
2
+ x2 + y 2 2
1
  ( x + y) dy dx
1 x
2) Ans :
0 0 2
3)
2 x − x2 1 5 
4−
1
x Ans : 
  dydx 3 2 
0 x x2 + y2
88
4) dx dy
 xy
over the region bounded by x 2 + y 2 − x = 0, y = 0, y  0.

Ans :
2
5)

dx dy
(x + y2 ) = x2 − y2
2 2
, over one loop of the lemniscate
(1 + x 2
+y )
2 2
 −2
Ans :
4
1. The value of dx dy in polar form is
(a) r 2 dr d (b) r dr d (c) dr d (d) none of these
2. The limits of r and θ are identified from the region of integration
(a) True (b) False
1) 7 5
 r 4 cos 3  dr d , over the int erior of r = 2a c os  . Ans :
4
a
2) 3
 
R
dx dy , over the region bounded by r = 1 + cos  . Ans :
2
3)
  y dx dy over the area outside x 2 + y 2 − ax = 0 and inside x 2 + y 2 − 2ax = 0.
2
15 a 4
Ans :
64
4) 4 xy
  x2 + y2 e
− x2 − y2
dx dy, over the + ve quadrant bounded by x 2 + y 2 − x = 0 and x = 1
1
Ans :
e
5) ( x + y 2 )2
2
  x 2 y 2 dx dy, over the area common to the circles x + y = ax and

2 2
x 2 + y 2 = by; a,b  0
6) 45
 r dr d bounded by r = 2 sin  and r = 4 sin  .
3
Ans :
2
Learning Outcome: Learners will be able to convert in to polar form and Evaluate the
Integration
89
Application of Double Integration (Area)
Lecture 27
Learners shall be able to calculate area of a region using double integration.
2. Introduction:
To evaluate area of any region, double integration can be utilized in most effective way.
3. Key Definitions:
Area: Integration of on any region ‘R’ gives us area of the region ‘R’
4. Sample Problem:
1. Find the area between parabola and the line

Solution:
we have
Which is a parabola with the vertex at (3,-6) and opening upwards
Required area,
2. Find the area enclosed by the curve and the line y = x.

Solution:
Points of intersection of the curve and the line y = x are obtained as
Hence, point O:(0,0) and P:(1,1)

Draw a vertical strip AB which starts from the parabola
and terminates on the line y = x .
Limits of
90
Solution:
Exercise 27
1) Find the area between parabola and the line

Ans:
2) Find the area enclosed by the curve 9xy = 4 and the line 2x+y = 2.
91
1. To find the area of a region R
(a) (b) (c) (d)
2. Find the area common to the parabolas and

(a) (b) (c) (d) none of these
1. Using double integration find the area of the ellipse
(a) (b) (c) (d)
3) Find the area of the ellipse
Ans:
Learning Outcome: Learners will be able find the area bounded by two curves in
cartesian and polar coordinates.
Center of Mass and Gravity
Lecture: 28
Learners shall be able to calculate center of mass and gravity using double integration.
2. Introduction:
To evaluate mass of any plane lamina, double integration can be utilized in most
effective way, where as to find the mass of a plane lamina the density function is
required which is given in every problem.
3. Key Definitions:
92
Mass: Integration on region ‘R’ gives us mass of the region ‘R’ where
f(x,y) is the density function

Center of Mass: Center of Mass in Cartesian form is given by
My M
x= , y= x
M M
R ydxdy R xdxdy
x= ,y =
 dxdy R
 dxdy R
Center of Gravity:
(1) In Cartesian form the center of gravity of a plane lamina occupying an area R
in xy plane and having density  is given by
(2) In Polar form the center of gravity of a plane lamina occupying an area R in xy
plane and having density  is given by
 r cos drd  r sin drd
2 2
x= R
,y = R
 rdrd
R
 rdrd
R
4. Sample Problem:
1.Find the center of gravity of a plate whose density (x, y) is constant and is bounded
by the curves y = x 2 and y = x + 2 .
Solution: density is given by  = k Mass of the plate is given by
M =  (x, y)dxdy = k  dxdy
R R
2 x +2 2
=k  
x =−1 y = x 2
dydx = k 
x =−1
(y) xx 2+ 2dx
2
2
 x3 x 2 
= k  (x + 2 − x )dx = k  − +
2
+ 2x 
x =−1  3 2  −1
 9 3  9
= k − + + 6 = k
 3 2  2
The centre of gravity is given by
2 x +2
1 2
x =  x(x, y)dxdy =   xdydx
M R 9 −1 x2
2 2
2 2
x= 
9 −1
(y) xx 2+ 2 xdx =  (x + 2 − x 2 )xdx
9 −1
93
2
2
2  x3 x4  1
2
x =  (x + 2x − x )dx =  + x − 
2 3 2 =
9 −1 9 3 4  −1 2
1 1
y =  y(x, y)dxdy =  y(x, y)dxdy
M R M R
2 x +2 x+2
2  y2 
2
2
=   ydydx =    dx
9 −1 y = x 2 9 −1  2  x 2
2
1
=  ((x + 2) 2 − x 4 )dx
9 −1
2
1  (x + 2)3 x 5  1 1 1 
=  −  =  (64 − 1) − (32 + 1) 
9 3 5  −1 9 3 5 
1 33 8
= (21 − ) =
9 5 5
Exercise 28
1) Find the center of gravity of the area bounded by the parabola a y 2 = x and y + x = 2 .
2) Find the center of gravity of the area between y = 6x − x 2 and y = x .
1) Find the mass of the lamina in the form of an ellipse . If the density at
any point varies as the product of the distance from the axes of the ellipse.
(a) (b) (c) (d)

2)
1) Find the center of gravity of the area in the first quadrant lying between the curves
y 2 = x 3 and y = x
2) Find the center of gravity of the area of the circle y 2 + x 2 = a 2 lying in the first
quadrant
94
Add to the Knowledge:

Integral calculus has many applications in our daily life. In Isaac Newton's day, one of the
biggest problems was poor navigation at sea. Before calculus was developed, the stars were
vital for navigation. Shipwrecks occurred because the ship was not where the captain
thought it should be. There was not a good enough understanding of how the Earth, stars
and planets moved with respect to each other. Calculus was developed to improve this
understanding. Differentiation and integration can help us solve many types of real-world
problems.
The Multiple integrals have many interesting applications. Double integrals extend the
possibilities of one-dimensional integration. It is basically the concept in one dimension
apply to a higher dimension e.g. the line in one dimension becomes the surface in two
dimensions. Extending this idea to the integral calculus, the single integral get converted to
the double integral. Although, in real life, objects are three-dimensional. The simplification
to two dimensions is instructive, because many of the calculations performed will carry over
to the three-dimensional case with little modification. Also, in some physical applications, it
is sufficient to approximate a thin three-dimensional object as simply a two-dimensional
object. Some of the applications of multiple integrals will be discussed in detail in Module 6.
Learning Outcomes
1. Know: Student should be able to evaluate different types of double and triple
integrals
2. Comprehend: Learners should be able to evaluate different types of double and triple
integrals
3. Apply, analyze and synthesize: Student should be able to solve the double and triple
integrals
95
Self-Assessment
Level 1
1) 1 x2
y
Evaluate  
0 0
e x dx dy
2) Evaluate 1 2− x2
x
 
0 x x + y2
2
dx dy.
3) Evaluate
  y dx dy over the area outside x 2 + y 2 − 2x = 0 and inside x 2 + y 2 − 4 x = 0.
2
Level 2
1) Express in polar coordinates a

a2 − y2
 0
2
 y
f ( x, y ) dx dy
2) 2 2 x − x2
x
Change to polar coordinates and evaluate 
0
 x x2 + y2
dydx
3) Change to polar coordinates and evaluate   (

− x 2+ y 2 )
 
0 0
e dx dy
Level 3
1) 1 2 (1+ 1− y )
Change the order of integration  
0 2y
f ( x, y ) dx dy
2) Change the order of integration and evaluate 2 2 x2
  0 2y
x 4 − 4 y2
dx dy
3) a y x dy dx
Change the order of integration and evaluate   0 0
(a 2 − x 2 ) (a − y ) ( y − x )
4) Evaluate 2xy 2 , where R is a triangle whose


R 1+ x y − y 2 2 4
dx dy
vertices are (0, 0), (1, 1), (0, 1)
96
Self-Evaluation
1. Do you understand how to evaluate double integration?
(a) Yes (b) No
2. Will you be able to change the order of integration and evaluate?
(a) Yes (b) No
3. Are you able to draw the region of integration?
(a) Yes (b) No
4. Are you able to change to polar form and evaluate the integral?
(a) Yes (b) No
5. Do you understand how to find the limits of integration in the given region?
(a) Yes (b) No
6. Do you understood this module?
(a) Fully understood (b) Partially understood (c) Not at all
97
Module 5: Multivariable Calculus-II (Triple Integration)
Module 5: Triple Integration

Lecture: 2901
1. Motivation: This topic deals with vector integration of a function in three dimensional
spaces. In this chapter, the vector integral extends the integrals to integrals over
curves, surfaces and volumes. These different kinds of integrals can be transformed
into one another. Such transformations are done by the powerful formulas of Green
(line integrals into double integrals), Gauss (surface integrals into triple integrals), and
Stokes (line integrals into surface integrals). These integrals have basic engineering
applications in fluid flow, heat problems and in solid mechanics.
2. Syllabus
Module Content Class Self-Study Weightage
Duration duration
5 Triple integrals (Cartesian) 2 hrs
lectures
Orthogonal curvilinear coordinates,
Simple applications involving cubes, 2 hrs
Sphere lectures 18 hours 16 Marks
Vector line integrals, Vector surface 2 hrs

integrals, lectures
Theorem of Greens, Gauss and Stokes 3 hrs

(only evaluation) lectures
3. Prerequisite:
Standard formulae of integration, single integration and its applications, evaluation of
integration on any region
1. Students will be able to evaluate triple integration.
2. Students will be able to convert triple integration in spherical polar and cylindrical
form.
3. Students will be able find the limits of triple integrals in the given region.
4. Students will be able to apply the concept of multiple integral to find area, mass and
volume.
5. Key Notations:
 f ( x, y, z )dxdydz is the integration of f(x,y,z) in the volume v
v
6. Important Formulae/ Theorems / Properties:


(1) B(m, n) = 2  2 sin 2 m−1  cos 2 n−1  d
0
mn
(2) B(m, n) =
m+n
(3) n +1 = n n
102
7. Sample Problems: Direct Evaluation of Integral

log 2 x x+ y
1. Evaluate    e x + y + z dx dy dz
0 0 0
log 2 x x+ y
  
Solution:
0 0 0
e x + y + z dx dy dz
dx  dy ( e x + y + z )
log 2 x x+ y log 2 x x+ y
=  dx  dy  e x+ y+ z
dz = 
0 0 0 0 0 0
=  dx  dy ( e − e x+ y ) =  dx  ( e 2 x + 2 y − e x + y ) dy
log 2 x log 2 x
x+ y+ x+ y
0 0 0 0
 2y x 
2x  e 
dx  ( e ) dy =  ( )
log 2 x log 2
= 2x
e 2y
−e e x y
dx e   − e x
e y x

0 0 0
  2 0
0

 2 x  e2 x 1  x x  log 2  e
4x
e2 x 
−  − e ( e − 1)  =  
log 2
= dx e  − − e2 x + e x dx
0
  2 2 
0
 2 2 
log 2
log 2  e4 x e 2 x x
log 2  e
4x
3e2 x x  e4 x 3e2 x 
=  2 − − e 2x
+ e dx =   − + e  dx =  − + ex 
0
 2  0
 2 2   8 4 0
 e4 log 2 1 3e2 log 2 3 log 2   16 1 12 3 

= − − + + e − 1 =  − − + + 2 − 1
 8 8 4 4  8 8 4 4 
 1 3  5
=  2 − − 3 + + 2 − 1 =
 8 4  8
2 z yz
2. Evaluate  0 1 0
xyz dx dy dz
Solution : The inner most limits depend on y and z. Hence integrating first w.r.t. x,
 (  ) 
2
2 z yz  z x
2 yz


I = x dx y dy z dz =   y dy  z dz
0 1 0 0

1 2 
 0 
 
4 z
1 2 z 1 2 y
2 0 2 0 4
= ( y 2 z 2 ) y dy zdz = z 3 dz
1
1
4 2
1 2 4 1 z8 z
= 
8 0
( z − 1) z 3 dz = −
8 8 4 0
1 7
= (32 − 4) = .
8 2
ex
 
e log y
Q.3 Evaluate log zdzdxdy
1 1 0
=
1 1
 z log z − 11e dxdy
e log y x
=  ( )
e log y
 e x log e x − e x − (0 − 1) dxdy
1 1  
=
e

log y
 xe x − e x + 1dxdy
1 1
log y
=   xe x − e x − e x + x  dy
e
1 1
(
=   log yelog y − 2elog y + log y − ( e − e − e + 1) dy )
e
103
=   y log y − 2 y + log y + e − 1dy

e
1
e e
 y2 1 y2   y2 
= log y −  dy  − 2   +  y log y − y 1 + (e − 1) ( y )1
e e
 2 y 2 1  2 1
e
 y2 y2 
=  log y −  − e 2 − 1 +  y log y − y 1 + (e − 1)(e − 1)
e
( )
2 4 1
  e2 e2   1
  2 log e −  −  0 −   − (e 2 − 1) + ( (e − e) − (0 − 1)) + (e − 1) 2
4  4 
e2 e2 1 e2 1 e2 9
= − + − (e − 1) − 1 + (e − 1) = − e + 1 + − 1 + e − 2e + 1 = − 2e + .
2 2 2 2
2 4 4 4 4 4 4
Exercise 29
a a2 − x2 a2 − x2 − y 2
1) 
0 0 0
x y z dx dy dz
a6
Ans :
48
 a ( 1 + cos  ) h  r 
2)   0 0 
0
21 −

 r dr d dz
a( 1 + cos  ) 
 a2 h
Ans :
2
1 1− x 1− x − y 1 15 
3) Prove that  0 0 0 ( x + y + z + 1) 3
dx dy dz = −  − log 2 
28 

2)
5 3 2
1. Evaluate  4 2 1
dxdydz
(a) 1 (b) 2 (c) 3 (d) 4
1 2 3
2. Evaluate   
−1 −2 −3
dxdydz
(a) 36 (b) 48 (c) 28 (d) none of these
1 2 2
3. Evaluate  dx 
0 0
dy  x 2 yzdz
0
4
(a) (b) 1 (c) 6 (d) 5
3

 a cos  a2 −r 2
   r dz dr d
2
1)
0 0 0
a3  2
Ans :  − 
3  2 3
104
4 2 z 4 z − x2
2)   0 0  0
dz dx dy
Ans : 8
1 1 1− x
3)   
0 y2 0
dx dydz
4
Ans :
35
 a2 −r 2
a sin 
   r d dr dz
2 a
4)
0 0 0
5a 3
Ans :
64
e log y ex
5)   1 1  0
log z dz dx dy
1 2
Ans : ( e − 8e + 13 )
4
Learning from the topic: Learners will be able solve direct evaluation on
triple integration.
Evaluation of triple integration over tetrahedron and sphere
Lecture: 30
Learners shall be able to calculate triple integration over the given three-dimensional
region.
2. Introduction:
To evaluate triple integration on a given volume we use triple integration where we
extend the concept of double integration in three dimensions by taking the solid three
dentitional beams instead of strip of two dimensions in Cartesian coordinate system.
(A) When the region of integration is not bounded by the planes but by sphere then
we use spherical polar coordinates as
x = r sin  cos  , y = r sin  sin  , z = r cos 
dxdydz = r 2 sin  dr d d
(i) If the region of integration is the whole of the sphere x 2 + y 2 + z 2 = a 2 then clearly
r varies from 0 to a,  varies from 0 to  ,  varies from 0 to 2
(ii) If the region of integration is the hemisphere of radius a then clearly r varies

from 0 to a,  varies from 0 to ,  varies from 0 to 2
2
(iii) If the region of integration is the first octant of the sphere of radius a then clearly
 
r varies from 0 to a,  varies from 0 to ,  varies from 0 to
2 2
3. Sample Problems
1. Evaluate    ( x + y + z ) dx dy dz over the tetrahedron bounded by the planes

105
x = 0, y = 0,z = 0 and x + y + z = 1
Solution:
1− x 1− x − y
I= 
1
 
x=0 y =0 z =0
( x + y + z )dzdydx
1− x − y
 ( x + y + z )2 
1− x
=  
1
x=0 y =0  dydx
 2 0
1 1 1− x
=   1 − ( x + y ) 2 dydx
2 x=0 y =0
1− x
1 1  ( x + y )3 
=  y −
3  0
dx
2 x=0 
1 1  1 x3 
2 x =0 
=  (1 − x ) − + dx
3 3
1
1 2 x2 x4 
=  x− + 
2 3 2 12  0
1 2 1 1  1 3 1
= − + = . =
2  3 2 12  2 12 8
dx dy dz
2. Evaluate 
a −x −y −z 2 2 2 2
over the sphere x 2 + y 2 + z 2 = a 2
Solution: since the integration is asked on the sphere therefore, we use spherical polar
coordinates by putting
x = r sin  cos  , y = r sin  sin  , z = r cos 
dxdydz = r 2 sin  dr d d
Since the sphere is symmetrical in all four coordinates therefore, we can integrate it in
first
coordinate and then take its four times to find the required integral
 
a r sin  drd d
2
We have I =    2 2
0 0 0
a2 − r 2
 
a r 2 dr
=  2 d  2 sin  d 
0 0 0
a2 − r 2
to solve the last int egral put r = a sin t  dr = a cos tdt
r 0 a
t 0 
2
     
a 2 sin 2 t a cos tdt
=  2 d  2 sin  d  2 = a 2  2 d  2 sin  d  2 sin 2 tdt
0 0 0 a cos t 0 0 0
1 3
   
1 1 3 1
= a 2  2 d  2 sin  d  ( , ) = a 2  2 d  2 sin  d 2 2
0 0 2 2 2 0 0 2 2
106
1 1
 
1
= a 2  2 d  2 sin  d 2 2
0 0 4 2
   
1  a2 
 a2   
= a  d  sin  d
2 2 2   =  2 d  − cos   =
2
2 d  − cos + cos 0 
 
0
0 0 4 4 0 4 0 2

a 2
a 2 
=  2 d  0 + 1 =  02
4 0 4
 a2   2 a2
= =
4 2 8
 2 a2
therefore required int egral = 8 =  2a2
8
x y z
3. Evaluate    x 2 dxdydz over the volume of the tetrahedron bounded by x = 0, y = 0, z = 0 and + + = 1.
a b c
Solution:
( ) ( ) ( ) ( ) 
 z c0(1− − ) x 2dxdy = 0 0
b 1− ax c 1− ax − b
y
b 1− ax b 1− ax x y
I=    x 2 dxdydz =  
a a x y a
a b
c 1 − −  x 2 dxdy
x=0 y =0 z =0 0 0  a b
 b(1− ax ) 
 x  b(1− ax ) 1  y 2 
= c x  1 −  ( y ) 0
a
2
−   dx
0
 a  b  2 0 
 
 x   x  b 2  x  2 
= c  x 1 −  ( b) 1 −  − 1 −  dx
a
2
0
 a   a  2b  a  
  x 2 b  x 2  ab
2
x 2 bc a 2  x 
2
= c  x b 1 −  −  1 −  dx = c   1 −  x dx =  x  1 −  dx
a
2
0
  a  2  a   0 2 a 2 0  a
x
Put = t  dx = adt
a
when x = 0, t = 0, & when x = a, t = 1.
bc 1 a 3bc 1 3−1 a 3bc a 3bc 33 a 3bc 2!2! a 3bc 2.2 a 3bc
( ) ( )
2 0 2 0
= − = − 3−1
=  = = = =
2 2
at 1 t adt t (1 t ) dt (3,3) .
2 2 6 2 5! 2 120 120
Exercise 30
dx dy dz
1) Evaluate 
( 1 + x + y + z )3
over the volume of the tetrahedron
x = 0, y = 0, z = 0, x + y + z = 1
1  5
A ns :  log 2 − 
2  8
2) Evaluate  x 2 y z dx dy dz throughout the volume bounded by the

x y z
planes x = 0, y = 0, z = 0, and + + =1
a b c
107
   x y z (x + y 2 + z 2 ) dx dy dz , over the first oct an t of the sphere

2
3) Evaluate
x2 + y 2 + z 2 = a2
a8
A ns :
64
dx dy dz
4) Evaluate    (x 2
+ y2 + z2 )
3
2
over the volume bounded by the spheres
x 2 + y 2 + z 2 = a 2 and x 2 + y 2 + z 2 = b 2 , a  b  0
a
A ns : 4 log  
b
1. Using triple integration find  ( x 2 + y 2 + z 2 ) dx dy dz the sphere x 2 + y 2 + z 2 = 4

32 3
(a)  (b)  (c) 32 (d) none of these
3 32

2
z dx dy dz
1) Evaluate  x2 + y 2 + z 2
over the volume of the sphere x 2 + y 2 + z 2 = 2
8 2
A ns :
9
dx dy dz
2) Evaluate    (x 2
+ y2 + z2 )
over the volume of the sphere x 2 + y 2 + z 2 = a 2
A ns : − 4 a
dx dy dz
3) Evaluate  a −x −y −z
2 2 2 2
over the sphere x 2 + y 2 + z 2 = a 2
A ns : a2  2
Learning from the topic: Students will be able to evaluate triple integration on tetrahedron
and sphere
Evaluation of triple integration over ellipsoid, cone or cylinder
Lecture: 31
Learners shall be able to calculate triple integration over the ellipsoid, cone or
cylinder.
2. Introduction:
To evaluate triple integration on a cone or cylinder, there is requirement of cylindrical
coordinate system.
108
x2 y 2 z 2
(A) when the region of integration is ellipsoid 2 + 2 + 2 = 1
a b c
x = a r sin  cos  , y = b r sin  sin  , z = c r cos 
we put
dxdydz = abc r 2 sin  dr d d
In the case of ellipsoid limits of r is always 0 to 1 but limits of  and  varies as in
spherical polar coordinates
(B) If the region of integration is a cylinder of the base radius a we use cylindrical
Coordinates we put
x = r cos  , y = r sin  , z = z
dxdydz = r dr d dz
clearly r varies from 0 to a,  varies from 0 to 2 , z varies from − to 
3. Sample Problems
x2 y2 z2
1. Evaluate  v
1− − −
a 2 b2 c 2
dx dy d z where V is the volume
x2 y 2 z 2
of the ellipsoid + + = 1.
a 2 b2 c2
Solution : Since the integration is asked on the ellipsoid therefore we use spherical
polar
Coordinates we put
x = a r sin  cos  , y = b r sin  sin  , z = c r cos 
dxdydz = abc r 2 sin  dr d d
We have
2  1
I = abc   1 − r 2 drd d
0 0 0
2
 1
= abc    1 − r 2 drd d
0 0 0
dt
put r 2 = t  2rdr = dt  dr = 1
2
2r
r 0 1
t 0 1
1
2  1 dt
= abc    (1 − t ) 2 1
d d
0 0 0
2
2t
1 1
abc 2  1 −
2 0 0 
= t (1 − t ) 2
dtd d 2
0
109
1 3
abc 2  1 3 abc 2 
=
2 0
d   d ( , ) =
0 4 4 2 0
d   d 4 4
0
1
abc 2  1 1  2 
= 
2 0
d   d 1 − =
0 4 4 2
abc  d   d
0 0
 2   2
abc  d   0

= abc  d   d =
0 0 0
2 2
2
abc  0 = 2 3 abc
2
=
2
2. Evaluate  x 2 + y 2 dx dy dz , over the region bounded by the right circular cone
x + y = z , z  0 and the planes z = 0 and z = 1
2 2 2
Solution: (1) Putting cylindrical

coordinates x = r cos  , y = r sin  , z = z , equation of the cone
x 2 + y 2 = z 2 reduces to r2 =1, r =1.
(2) Draw an elementary volume AB parallel to
z-axis in the region which starts from the cone
r = z and terminates on the plane z = 1
Limits of z : z = r to z = 1
(3) Projection of the region in r - plane is the curve of
intersection of the cone r = z and the plane z = 1 which is
obtained as r = 1, a circle with center at origin and radius 1.
(4) Draw an elementary radius vector OA' which starts from the origin and terminates on
the circle r = 1.
Limits of r : r = 0 to r = 1
Limits of  :  = 0 to  = 2
2 1 1 2 2
I =  x 2 + y 2 dx dy dz =   
1 1
r  r dz dr d =   r 2 z r dr d =  d .  r 2 (1 − r ) dr
1
 =0 r =0 z =r 0 0 0 0
1
2 r3 r4 1 
= 0
. − = 2  = .
3 4 0
12 6
3. Evalaute the integral  xyzdxdydz by changing it to cylindrical polar coordinate system
D
where D is bounded by the planes x = 0, y = 0, z = 0, z = 1 and the cylinder x 2 + y 2 = 1.

Solution:
I =  xyzdxdydz
D
Converting it in cylindrical coordinate system we have, x = r cos  , y = r sin  , z = z.

 1 1 
I= 2
  r cos  r sin  zrdrd dz..............( for the first octant  varies from 0 to )
 =0 r =0 z=0 2
110
1 1
 1  z2  3 1   r4 
= 2
0  2  r sin  cos  d dr =  2   sin  cos  d
0
0
2 0  4 0
1 2 11 1 1 11 1
8 0
= sin  cos  d =  (1, 1) = = .
82 8 2 2 16
Exercise 31
   (x + y ) dx dy dz,over the region bounded by the
2 2
1) Evaluate
surface x 2 + y 2 = 2z and the plane z = 2
16 
A ns :
3
2) Evaluate  x 2 + y 2 dx dy dz over the volume bounded by the
right circular cone x 2 + y 2 = z 2 , z  0 and the planes z = 0 and z = 1

A ns :
6
x2 y 2 z 2
3) Evaluate  x 2 dx dy dz over the ellipsoid + + =1
a 2 b2 c2
4 3
A ns : a bc
15
x2 y 2 z 2
1) Evaluate  x 2 dxdydz throughout of the ellipsoid + + =1
a 2 b2 c 2
4 4
(a)  a 3bc (b)  abc (c)  abc (d) abc
15 3
z
2
1) Evaluate dx dy dz over the volume common to the sphere
x 2 + y 2 + z 2 = a 2 and cylinder x 2 + y 2 = ax
4a 2  8 
Ans :  − 
15  2 15 
 z dxdydz over the volume common to the sphere x + y2 + z2 = a2
2 2
Evaluate
2)
and the cylinder x 2 + y 2 = ax.
Learning from the topic: Students will be able to evaluate triple integration on ellipsoid,
cone and cylinder
Application of Multiple Integrations (Volume)
Lecture: 32
Learners shall be able to calculate Volume of a region using triple integration.
2. Introduction:
111
To evaluate volume, Triple integration can be utilized in most effective way.

3. Key Definitions:
Volume: 1. The triple integration  dxdydz on the volume v gives us the volume of the
v
region
2. The volume V of solid of revolution obtain by revolving about the x- axis the

b
plain area bounded by y=f(x), x=a, x=b, x-axis is V =  y 2 dx .
a
4 Sample Problems
1. Find the volume bounded by the cylinder y 2 = x and x 2 = y and the planes z = 0 and
x + y + z = 2.
Solution: The solid is bounded by parabola y 2 = x and x 2 = y and the planes z = 0 which is
its
base and by the plane x + y + z = 2
z =2− x − y 2− x− y
Volume, V =   0
dxdydz =   z 0 dxdy
   2 − x − y dxdy
x
= =   y = x2
( 2 − x − y )dxdy
x
 y2  1 x2 x4 
=  − − dx = x =0  − − + − +
2 3
 2 y xy
2  y = x2
2 x 2x x x x
2 
dx
 2
1
 3 5 
 x2 x 3
x 2 x4 x3 x5   4 2 2 1 1 1  11
= 2 −2 − + − +  = − − + − + =
 3 3 5 4 6 5  3 3 5 4 6 5  30
 2 2 0
y2
2. Find the volume cut off by the paraboloid x + + z = 1 cut off by the plane z = 0
2
4
2
y y2
Solution: The given equation of paraboloid x 2 + + z = 1  x2 + = −( z − 1)
4 4
y2
This has vertex (0,0,1) the intersect of it with z=0 is x 2 + =1
4
 y2 
2
y
z =1− x 2 −
Volume V =    4
dxdydz =   1 − x 2 − dxdy
z =0
 4
Now using the polar coordinate putting x = r cos  and x = 2r sin  and r varies
from 0 to 1
1
1  r2 r3 
1
V =   1 − r  2rdrd = 2    r − r drd = 2   −  d
2 3
0 0
 2 3 0
1 1 2 2 2
= 2   − d =  d = 
2 3 6 0 3
3. Find the volume bounded by the cylinder x 2 + y 2 = 4 and the planes z = 0 and y + z = 4.
Solution:
112
z =4− y
dxdydz =   z 0 dxdy =   4 − y dxdy.
4− y
Volume =  
z =0
To integrate this integral in the circle x 2 + y 2 = 4.

Let us use polar coordinate system.
2   r 2 2
  r 3  2  
=   ( 4 − r sin  ) rdrd = 4   4   − sin     d
2 2
0 0 0
  2 0  3 0  
2  
 
4 8 32  2
= 4   4. − sin   d = 32 d −  sin  d
2
0
 2 3  0 3 0
32  32 32
= 32 ( )0 2 − ( − cos  )0 2 = 32 − (0 + 1) = 16 − .
 
3 2 3 3
Exercise 32
1) Find the volume of the tetrahedron bounded by the coordinate planes x = 0, y = 0, z =
0 and
x y z
+ + = 1.
2 3 4
Ans: 4
2) Find the volume bounded by the cylinder y 2 = x and x 2 = y and the planes z = 0
and x + y + z = 2.
11
Ans:
30
3) Find the volume bounded by the paraboloid x 2 + y 2 = az and the cylinder
x2 + y 2 = a2
 a3
Ans:
2
ck take away from the lecture
x2 y 2 z 2
1. Using triple integration find the volume of the ellipsoid + + =1
a 2 b2 c 2
4 4 41
(a)  abc (b)  abc (c)  a bc  abc
3
(d)
3 15 3
2. Using triple integration find the volume of the sphere x 2 + y 2 + z 2 = 4
32 3
(a)  (b)  (c) 32 (d) none of these
3 32
3. Using triple integration find the volume bounded by the paraboloid x 2 + y 2 = 4z and
the plane z=5
(a) 50 (b) 32 (c) 3 (d) 49

1) Find the volume of tetrahedron bounded by x = 0, y = 0 ,z=0 and x +y +z =1
113
1
Ans:
6
2) Find the volume in first octant bounded by the circular cylinder x 2 + y 2 = 2 and
planes z = x + y, y =x, z = 0, x = 0.
2 2
Ans:
3
3) Find the volume within the cylinders x 2 + y 2 − 4x = 0 cut by the cylinder z 2 = 4 x
1024
Ans:
25
4) Find the volume bounded by the cylinder x 2 + y 2 = 4 and the planes y + z = 4
and z = 0
Ans: 8
y2
5) Find the volume cut off by the paraboloid x + + z = 1 cut off by the plane z = 0
2
4
Ans: 
Learning from the topic: Students will be able to find the Volume of the bounded region
using the concept of triple integration.
Vector Line Integral (Self-Study)
Lecture: 33
Learners shall be able to evaluate vector line integration problems over the given two and
three dimensional spaces.
2. The vector line integral:
Let F be a vector function defined throughout some region of space and let C be any curve
in that region. If r is the position vector of a point P (x, y, z) on C then the integral  F  d r is
C
called the line integral of F taken over C.

when r = xi + yj + zk , we get d r = dx i + dy j + dz k and if F = F1 i + F2 j + F3 k
then  F  d r =  ( F1 dx + F2 dy + F3 dz )
C C
3. Important Properties:
(a) The line integral is depending upon path of integration i.e. If C1 and C2 are two different
paths joining points A to B then  F  d r   F  d r
C1 C2
(b) If F is the gradient of some scalar point function  i.e. F =  then the line integral is
independent of the path from A to B and is depending upon the end points of the curve.
B
i.e.  F  d r =  F  d r =  B −  A
C A
(c) Conversely, if the line integral is independent of the path, then F is the gradient of
some scalar function  known as scalar potential.
(d) If F =  then F is called conservative vector field.
(e) If C is the closed curve, then  F  d r is called the circulation of F along C.
C
114
(f) If the circulation of F along every closed curve in the region is zero then F is called
irrotational vector field.
A
(g) If F is conservative vector field then  F  d r along every closed curve will be zero i.e. the
A
circulation will be zero. i.e the field is irrotational. Thus, conservative field is irrotational
and vice versa.
4. Sample Problems:
1) Find work done in moving a particle along the straight line segments joining the points (0, 0, 0) to
(1, 0, 0) then to (1, 1, 0) and finally to (1, 1, 1) under the force field F = (3 x 2 + 6 y ) iˆ − 14 yz ˆj + 20 xz 2 kˆ .
Solution: Work done  F  d r
(i) Let r = x iˆ + y ˆj + z kˆ
(ii) F  d r = (3x 2 + 6 y)iˆ − 14 yz ˆj + 20 xz 2 kˆ   (iˆ dx + ˆj dy + kˆ dz )
= (3x 2 + 6 y ) dx − 14 yz dy + 20 xz 2 dz
(iii) Path of integration is the line segments joining the points 0 (0, 0, 0) to A (1, 0, 0), A (1, 0, 0) to B
(1, 1, 0) and then B (1, 1, 0) to C (1, 1, 1).
Work done =  F  d r
c
=  F dr +  F dr +  F dr .....(1)

OA AB BC
(a) Along OA :y= 0, z= 0

dy= 0, dz= 0
x varies from 0 to 1
1
 F  d r =  3x 2 dx = x 3
1
=1
OA 0 0
(b) Along AB :x= 1, z= 0

dx= 0, dz= 0
y varies from 0 to 1
1
 AB
F  d r =  0 dy = 0
0
(c) Along BC :x= 1, y= 1

dx= 0, dy= 0
z varies from 0 to 1
1
1 z3 20
BC  = 0 = =
2
F d r 20 z dz 20 Substituting in equation (1)
3 0 3
20 23
Work done = 1 + 0 + =
3 3
Exercise 33
1. Evaluate  ( 2 xy iˆ − x 2 ˆj ).dr over
(a) the straight line from (0,0) to (2,1)
(b) parabola y 2 = 4 x from (0,0) to (1,2)
(c) circle x = cos t , y = sin t ( 2  t  0) .
2. Evaluate  ( x 2 + y ) dx + (2 x + y 2 ) dy where C is the boundary of the square with

C
vertices (1,1) (1,2) (2,2) (2,1).
3. Find the total work done in moving a particle in a Force field given by
115
F = 3xy iˆ − 5 z ˆj + 10 x kˆ along the curve x = t + 1, y = 2 t 2 , z = t 3 from

2
t =1 to t = 2 .
4. Find the work done when the force F = ( x 2 + x − 2 y 3 ) iˆ − (6 xy 2 + y ) ˆj

moves a particle in xy – plane from A(0,0) to B(1,1) along the curve y 2 = x .
Is the work done different if the path is y 2 = x 3 ?
1. Evaluate  ( 2 ydx + 3xdy ) where c : x + y2 = 4

2
(a) 2 (b) 5 (c) 4 (d) None
2. Evaluate  ( y dx + 2 xydy ) where c : x 2 + y 2 = 1 from (0,0) to (1,0)

2
(a) 1 (b) 0 (c) 2 (d) None
3. Evaluate  ( ydx + xdy ) where c : y = 4 x from (0,0) to (1,2)

2
(a) 0 (b) 2 (c) 5 (d) None
4. Find the work done by the force field F = xiˆ − z ˆj + 2 ykˆ along c1 where
c1 : 0  x  1 y = x, z = 0
1 3 5
(a) (b) (c) (d) None
2 2 2

1. Integrate F = x 2 i + xy j
(a) from O to P along OP, P being (0,1)
(b) along the x -axis from x = 0 to x = 1
(c) along the line x =1 from y = 0 to y = 1
Also integrate F from (0,0) to (1,1) along the parabola y 2 = x .
2. If A = (2 y + 3 ) iˆ + xz ˆj + ( yz − x ) kˆ evaluate  A. dr along the following paths

C
(a) x = 2t , y = t , z = t from t = 0 to t = 1
2 3
(b) the straight lines from (0,0,0) to (0,0,1) then to (0,1,1) and then to
(2,1,1)
(c) the straight line joining (0,0,0) and (2,1,1).
3. Find the total work done in moving a particle in a Force field given by
F = 3xy iˆ − 5 z ˆj + 10 x kˆ along the curve x = t + 1, y = 2 t 2 , z = t 3 from
2
t =1 to t = 2 .
116
4. Find the work done in moving a particle along the curve

r = a cos  iˆ + a sin  ˆj + b kˆ from  =  4 to  =  2 under the force field given by
F = (−3 a sin 2  . cos  ) iˆ + a (2 sin  − 3 sin 3  ) ˆj + b sin 2 kˆ .
B
2
5. Prove that  (2 xy − y cos x) dx + (1 − 2 y sin x + 3x y )dy =
3 2 2 2
A
4
along arc 2 x = y from A (0,0) to B (  2 ,1).
2
Learning from the topic: Students will be able to evaluate vector line integral problems
over the open curve in 2 or 3 dimensional spaces.
Vector Surface Integral (Self-Study)
Lecture: 34
Learners shall be able to evaluate the vector surface integral over the given region in three
dimensional space.
2. The vector surface integral:

After discussing how to solve vector line integrals we now need to discuss on how to solve
surface integrals of vector fields. In line integrals we discussed that the orientation of the
curve we were integrating along could change the answer. The same thing will hold true
with surface integrals as well. Therefore, before we start solving surface integrals of vector
fields, we first need to introduce the idea of an oriented surface. Every point on the surface
has two unit normal vectors n1 and n2 = − n1 the one which is pointing outward (positive
orientation) and other is pointing inward (negative orientation). If S is a closed surface, then
S has a positive orientation if we choose the set of unit normal vectors that point outward
from the surface while the negative orientation will be the set of unit normal vectors that
point in towards the surface.
Suppose z = g(x , y) be any function of x , y then we define new function

f(x , y , z) = z – g(x , y) then f(x , y ,z) = 0 represents equation of the surface. The unit normal
f − g x i − g y j + k
to the surface is given by n = =
f g x 2 + g y 2 +1
Now if F = P i + Q j + R k and the surface S is oriented in the positive z-axis direction (i.e.
upward direction) then the surface integral of F over surface S is given by
f f
 F  d S =  F  n ds =  ( P i + Qy j + R k ) . f
S S S
ds =  ( P i + Qy j + R k ) . f
D
f dA
(− g x i − g y j + k )
=  ( P i + Qy j + R k ) .
D g x + g y +1
2 2
g x 2 + g y 2 + 1 dA
117
=  ( − P g
D
x − Qg y + R ) dA
3. Sample Problems:
1) Evaluate  F  d S where
S
F = -x i + 2y j – z k and S is the portion of y = 3x2 + 3z2 that lies
behind y = 6 oriented in the positive y-axis direction.

Solution: Here D will be the circle or disk we get by setting the two equations equal or,
6 = 3x2 + 3z2 or x2 + z2 = 2. So, D will be the disk x2 + z2 ≤ 2
The equation of surface is f(x, y, z) = 3x2 + 3z2 – y = 0
f 6 x i − j + 6 z k
The unit normal vector for the surface is n = =
f f
We will not compute the magnitude of the gradient as it will just cancel out when we start
working out on integral.
The normal vector we computed above does not have the correct orientation.
It is given that the orientation was in the positive y-axis direction
Therefore, we multiply the above normal vector by minus one so as to get the desire
f −6 x i + j − 6 z k
orientation. So, the unit normal vector for the surface becomes n = − =
f f
(−6 x i + j − 6 z k ) 6x2 + 2 y + 6z 2
  F  d S =
S
 F  n ds =
S
 ( − x i + 2 y j − z k ) .
S
f
ds = S f
ds
6 x 2 + 2(3x 2 + 3z 2 ) + 6 z 2 6 x 2 + 2( x 2 + z 2 ) + 6 z 2
= S f
ds = S f
ds
12 x 2 + 12 z 2 12( x 2 + z 2 )
= S f ds = D f f dA = 12( x + z 2 ) dxdz
2
Since D is the disk x2 + z2 ≤ 2

Therefore, to solve the integral further we use polar coordinates
x = r cos θ and z = r sin θ gives dx dz = r dr dθ and x2 + z2 = r2
The polar limits of D are 0 ≤ θ ≤ 2π and 0 ≤ r ≤ √2
2 2 2 2 2
2 2
 12r 4 
  F  d S = 12( x + z ) dxdz =
2 2
  12 r 2 r dr d =   12 r 3 dr d =   d  =  12 d = 24 
S D  =0 r =0  =0 r =0  = 0  4 0  =0
Exercise 34
1. Evaluate  F  d S where
S
F = 3x i + 2z j + (1 – y2) k and S is the portion of z = 2 – 3y + x2
that lies over the triangle in the XY-plane with vertices (0,0) , (2,0) , (2,-4) oriented in
the negative Z-axis direction.
S
F =x2 i + 2z j – 3y k and S is the portion of y2 + z2 = 4 between
x = 0 and x = 3 – z oriented outwards (i.e away from X-axis)
S
F = (z – y) i + x j + 4y k and S is the portion of x + y + z = 2 in
the 1st octant oriented in the positive Z-axis direction.
118
 4 ( F  n ) ds
1
1. The surface integral to be evaluated over a sphere for the given steady
S
velocity vector field F = xi + yj + zk , where S is the sphere, x2+y2+z2 = 1 and n is the

outward unit normal vector to the sphere. The value of the surface integral is
3
(a) 2 (b)  (c) 4 (d)
4
1
2. The surface integral   ( 9 x i − 3 y j ) . n ds
S
over the sphere x2+y2+z2 = 9 is given by
(a) 216 (b) 116 (c) 156 (d) 200

S
F = (x – 4) i + z j - y k and S is the portion of x = 4 – y2 – z2
that lies in front of x = −2 oriented in the negative X-axis direction.
S
F = (x + y) i + x j + x2z k and S is the portion of x2 + y2 = 36
between z = -3 and z = 1 oriented outwards (i.e away from Z-axis)
S
F = i + 4z j + (z – y) k and S is the portion of y = 4z + x3 + 6
that lies over the region in the xz-plane with bounded by z = x3, x = 1 and the x-axis
oriented in the positive Y-axis direction.
Learning from the topic: Students will be able to evaluate vector surface integral problems
over the open surfaces in 3-dimensional space.
Evaluation of Green’s Theorem
Lecture: 35
Learners shall be able to evaluate double integration over the given two dimensional
region.
2. Green’s Theorem:
Green's theorem relates a line integral around a simple closed curve C to a double
integral over the plane region D bounded by C.
Statement: Let C be a piecewise smooth, simple closed curve in a plane, and let D be the
region bounded by C. If M (x,y) and N (x,y) are defined on an open region containing D and
having continuous partial derivatives there, then
119
where the path of integration along C is anticlockwise.

3. Sample Problems:
1) Evaluate by Greens theorem for  ( x − 2 xy )dx + ( x 2 y + 3)dy  where c is the boundary of the
2
region bounded by the parabola y = x 2 and the line y = x.

Solution :(i) Point of intersection of the parabola y = x 2 and the line y = x is x = x 2 , x = 0,1 and
y = 0,1
Hence, B :(1, 1)
(ii) M = x 2 − 2 xy, N = x 2 y + 3
M N
= −2 x, = 2 xy
y x
(iii) Let R be the region bounded by the line y = x and the parabola
y = x2 .
Along the vertical strip, y varies from x 2 to x and in the region R, x
varies from 0 to 1
 N M  1 x
   x −
R
y
 dx dy = 0 x2 (2 xy + 2 x) dy dx

1
=  xy 2 + 2 xy 2 dx
x
0 x
1
=  ( x3 + 2 x 2 − x 5 − 2 x 3 ) dx
0
1
− x 4 2 x3 x 6
= + −
4 3 6 0
1 2 1
=− + −
4 3 6
 N M  1
R   x − y  dx dy = 4 ...(3)
From equation (2) and (3),
 N M  1
 (M dx + N dy) =    x −
c R
 dx dy =
y  4
Exercise 35
1. Evaluate by Green’s Theorem for  2 y 2 dx + 3xdy where C is the boundary of the
C
closed region bounded by y = x and y = x . 2
1 1
2. Evaluate by Green’s Theorem in the plane for  y dx + x dy where C is the boundary
C
of the region defined by y = 1, x = 4 and y = x.

3. Evaluate by Green’s Theorem in the plane for  (3x 2 − 8 y 2 ) dx + (4 y − 6 xy)dy where C
C
is the boundary of the region defined by y = x 2 and y = x.
120
1. By Greens theorem
 Q P   P Q 
 Pdx + Qdy =   x − y dxdy  Pdx − Qdy =   x − y dxdy
(a) c R (b) c R
 P Q 
 Pdx − Qdy =   x − y dxdy
(c) R c (d) None
2. According to Greens theorem formula for the area is
1 1
( ydx − xdy ) ( xdx + ydy )
2 c 2 c
(a) (b)
1
2 c
(c) xydxdy (d) None
3. Evaluate  ( y dx + 2 xydy ) where c : x 2 + y 2 = 1 from (0,0) to(1,0)

2
(a) 1 (b) 0 (c) 2 (d) None

1.State Green’s Theorem , using it evaluate  (2 xy dx − y 2 dy) where C is the curve given
C
by 3 x + 4 y = 12 .
2 2
2. Evaluate  (x + 2 y ) dx + (4 x + y 2 ) dy where C is the boundary of the region bounded

2
by y = 0 and y = 2 x and y + x = 3 .
y dx − x dy
3. Evaluate 
C x +y
2 2
where C is the circle x 2 + y 2 = a 2 .
4.Evaluate by Green’s Theorem in plane  [( x − cosh y ) dx + ( y + sin x)dy]

2
Where C is the rectangle with vertices (0,0) , (  ,0) , (  ,1) , (0,1).
5. Evaluate by Green’s Theorem for  (x − y 3 ) dx + ( x 3 + y 2 )dy where C is

2
x + 4 y = 64 .
2 2
Learning from the topic: Students will be able to evaluate double integration on the given
region on the plane
121
Evaluation of Stoke’s Theorem
Lecture: 36
1.Learning Objective:
Learners shall be able to evaluate the line integral by concerting into double
integration over the given two dimensional space using Stoke’s theorem.
2.Stoke’s Theorem:
Its relates between the integral of the curl of the vector field over some surface, to the line
integral of the vector field around the boundary of the surface.
Statement: Let S be a piecewise smooth oriented surface in space and let the boundary of S
be a piecewise smooth simple closed curve C. Let be a continuous vector function
that has continuous first partial derivatives in a domain in space containing S. Then
Here is a unit nornal vector of S and depending on , the integration around C is taken.
3.Sample Problem:
1) Evaluate by Stoke’s theorem for F = ( x + y )iˆ + ( y + z ) ˆj − xkˆ and s is the surface of the plane
2 x + y + z = 2 which is in the first octant.
Solu: By Stoke’s theorem    F  nˆ ds = 
S c
iˆ ˆj kˆ
  
(i)   F =
x y z
x+ y y+z −x
= iˆ (0 − 1) − ˆj ( −1 − 0) + kˆ(0 − 1)
= −iˆ + ˆj − kˆ
(ii) Let  = 2 x + y + z
 2iˆ + ˆj + kˆ 2iˆ + ˆj + kˆ
nˆ = = =
11 4 +1+1 6
(iii) Projection of the plane 2 x + y + z = 2 on xy -plane ( z = 0) is the triangle OAB bounded by the
lines x = 0, y = 0,2x + y = 2
dx dy
(iv) ds = = 6 dx dy
nˆ  kˆ
(v) Let R be the region bounded by the triangle OAB in xy-plane.
Along the vertical strip PQ, y varies from 0 to (2 - 2x) and in the
region R, x varies from 0 to 1
122
(2iˆ + ˆj + kˆ)
   F  nˆ ds = (−iˆ + ˆj − kˆ) 
S R 6
6 dx dy
1 2−2 x
=  (−2 + 1 − 1) dx dy
0 0
1 2−2 x
= −2  y 0 dx
0
1
= −2  (2 − 2 x) dx
0
1
x2
= −4 x −
2 0
 1
= −4  1 − 
 2
   F  nˆ ds = − 2
S
...(1)
or    F  nˆ ds = − 2 dx dy
S R
= −2 ( area of OAB )
1
= −2  1 2
2
= −2
Exercise 36
1. Evaluate by Stoke’s theorem for : F = ( x + y ) iˆ + ( y + z ) ˆj − x kˆ and S is the surface of

plane 2 x + y + z = 2 which is in the first octant.
2. Evaluate by Stoke’s theorem  (e x d x + 2 y dy − d z ) where C is the curve

C
x + y = 4 & z = 2.
2 2
3. Evaluate by Stoke’s theorem for the function F = z iˆ + xˆj + y kˆ

where C is the unit circle in xy – plane bounded by the hemisphere z = 1 − x 2 − y 2 .
1.By stokes theorem
 F .dr =  (   F ).ds  F  dr =  ( .F ).ds

(a) c s (b) c s
(c)  F  ds =  ( .F ).dr

c s
(d) None
2.Evaluate  c
F .dr where c : y = 2 x 2 & F = 3xyiˆ − y 2 ˆj from (0,0) to (1,2)
5 7
(a) − (b) 6 (c) − (d) None
2 6
123
3.Find the work done by the force field F = xiˆ − z ˆj + 2 ykˆ along c1 where
c1 : 0  x  1 y = x, z = 0
1 3 5
(a) 2 (b) 2 (c) 2 (d) None
1. Using Stoke’s theorem evaluate  ( y d x + z dy + xd z ) where C is the curve of intersection

C
of the sphere x + y + z = a and plane x + z = a .

2 2 2 2
2. Using Stoke’s theorem find the work done in moving a particle once
around the perimeter of the triangle with vertices at (2,0,0), (0,3,0)
and (0,0,6) under the force field F = ( x + y ) iˆ + (2 x − z ) ˆj + ( y + z ) kˆ .
 
3. Using appropriate theorems evaluate the following integral  (   F ) . ds where
S
F = ( x + y − 4) iˆ + 3xˆj + ( x + z 2 ) kˆ and S is hemisphere

2
x 2 + y 2 + z 2 = 4 lying above XOY - plane.
4.Evaluate  A. nˆ ds , A =18z iˆ − 12 ˆj + 3 y kˆ
S
and S is the that part of the plane
2 x + 3 y + 6 z = 12 which is locates in the first octant.
5.Evaluate  A. nˆ ds , A = z iˆ + x ˆj − 3 y
2
z kˆ and S is the surface of the
S
cylinder x 2 + y 2 = 16 included in the first octant between z = 0 and z = 5.
Learning from the topic: Students will be able to evaluate line integral by converting into it
in double integral by using Stoke’s theorem
Evaluation of Gauss Divergence Theorem
Lecture: 37
1. Learning Objective: Learners shall be able to evaluate surface integral by
converting it into triple over the given three dimensional region using divergence
theorem.
2. Divergence Theorem:
This theorem relates between the surface integral and volume integral.
Statement: Let T be a closed bounded region in space whose boundary is a piecewise

smooth oriented surface S. Let F(x, y, z) be a vector function that is continuous and has
continuous first partial derivatives in some domain containing T. Then
124
3.Sample Problem:
1) Evaluate by Gauss divergence theorem for F = 4 x z iˆ − y 2 ˆj + y z kˆ over the cube x = 0, x =1,
y = 0, y = 1, z = 0, z = 1.
Solu :By Gauss divergence theorem,
   Fdv =  F  nˆ ds
V s
(i) F = 4 x z iˆ − y 2 ˆj + y z kˆ
  
F = ( 4x z ) + (− y2 ) + ( y z )
x y z
= 4 z − 2y + y
= 4z− y
(ii) For the cube:
xvaries from 0 to 1
y varies from 0 to 1
zvaries from 0 to 1
1 1 1
   Fdv =    (4 z − y) dx dy dz
V
0 0 0
1 1
= 
1
2 z 2 − yz dx dy
0 0 0
1 1
=  dx  (2 − y )dy
0 0
1
y2
= x 0  2y −
1
2 0
1
= 2−
2
3
=
2
Exercise 37
1. Evaluate by Gauss Divergence theorem for F = 4 xz iˆ − y 2 ˆj + yz kˆ over the cube

x = 0 , x = 1 , y = 0 , y =1 , z = 0 , z =1 .
ds 4
2. Show that  = , where S is the surface
S a 2 2
x + b 2 2
y + c 2 2
z abc
ax 2 + by 2 + cz 2 =1 .
3. Prove that the surface of the sphere x 2 + y 2 + z 2 = 1 ,
4
S (lx iˆ + my ˆj + nz kˆ) . ds = 3 (l + m + n ) .
4. Prove that  F . ds where F = x iˆ − y ˆj + 2 z kˆ over the surface of the sphere
S
x 2 + y 2 + ( z − a) 2 = a 2 .
125
1.According to Greens theorem formula for the area is
1 1
( ydx − xdy ) ( xdx + ydy )
2 c 2 c
(a) (b)
1
2 c
(c) xydxdy (d) None
1. According to Gauss divergence theorem
 F .ds =  ( .F ) dv  F .ds =  (   F ) dv

(a) s v (b) s v
 (   F ) ds =  ( .F )dv

(c) v s (d) None
 ( r ) ds
2
2. Evaluate s
(a) 2v (b) 3v (c) 6v (d) None
1.Evaluate  F . ds where F = 4 x iˆ − 2 y 2 ˆj + z 2 kˆ and S is the region bounded by (i)

S
y = 4 x , x = 1 , z = 0 , z = 3 (ii) x 2 + y 2 = 4 , z = 0 , z = 3 .
2
2.Evaluate by Gauss Divergence theorem for A = x 3 iˆ + y 3 ˆj + z 3 kˆ over the sphere

x2 + y2 + z2 = a2 .
3.Evaluate by Gauss Divergence theorem for A = 4 x iˆ − 2 y 2 ˆj + z 2 kˆ taken over the region

bounded by x 2 + y 2 = 4 , z = 0 , z = 3 .
4.Prove that  ( lx + my + nz) ds = 32 

S
where l , m , n are the direction cosines of the outer
normal to the surface whose radius is 2 cm.
Learning from the topic: Students will be able to evaluate triple integration using
divergence theorem
126
Add to Knowledge:
Centre of mass and centre of gravity are the same, so long as gravity is constant.
Additionally, if the density is constant (as in our example) then the centre of mass coincides
with the centroid.
If the density were not constant, then the centre of mass calculation would be:
=   ( x, y,z )z dv
v
Moment of inertia is a property which is fundamental to rotational behaviour. It can be

thought of as the rotational equivalent of mass, so that, just as we have
Force = mass × acceleration
so also
Torque = moment of inertia × angular acceleration
It is possible to calculate many different moments of inertia for a body, the correct choice
depending on which axis it is rotating about. The moment of inertia about an axis is the
second moment of the mass about that axis.
i.e. I =  y 2 dM =   y 2 dv
v
Learning Outcomes:
1. Know: Students should be able to know the applications of multiple integrals as area,
mass and volume
2. Comprehend: Students should be able to apply the concept of multiple integrals to
find area, mass, volume
3. Apply, analyze and synthesize: Student should be able to solve problems based on
applications of multiple integrals
Self-Assessment
2 x 2 x+2 y
1. Evaluate    e x+ y + z
dx dy dz
0 0 0
[ Hint : Direct Evaluation]] [Level 1]
dx dy dz
2. Evaluate  x + y2 + z2
2
throughout the volume of the sphere x 2 + y 2 + z 2 = a 2
[Hint : Use spherical polar coordinates ] [Level 2]
3. Find the area bounded by y 2 = x, x 2 = −8 y

[Hint : Use Cartesian coordinates] [Level 3]
4. Find the mass of the lamina bounded by x 2 + 2 y − 4 = 0 and X- axis if density at any
point
varies as its distance from X-axis
[ Hint : The given curve is a parabola] [Level 4]
5. Find the volume in first octant bounded by the circular cylinder x 2 + y 2 = 2 and
planes z = x + y, y =x, z = 0, x = 0.
Hint : Use z as it is given then use cylindrical coordinates] [Level 5]
127
Self-Evaluation
Name of student: Course Code: BSC104
Class &Div: Roll No:
1. Do you understand how to evaluate double integration?

(a) Yes (b) No
2. Will you be able to change the order of integration and evaluate?

(a) Yes (b) No
3. Are you able to draw the region of integration?

(a) Yes (b) No
4. Are you able to change to polar form and evaluate the integral?
(a) Yes (b) No
5. Do you understand how to find the limits of integration in the given region?
(a) Yes (b) No

128
MODULE 06
Complex Variable – Integration
1. Motivation:
This topic deals with the integration of function of complex variable. It developed the
facility with the methods of complex analysis and applications to problems in mathematical
physics. In particular, the student should be able use the residue theorem to evaluate
contour integrals as commonly arises in Fourier and Laplace transform theory.
2. Syllabus:
Module Content Duration Self-study Weightage
duration
6 Contour integrals, Cauchy-Goursat theorem 8 Hrs 16 Hrs 17-19 Marks

(without proof), Cauchy Integral formula
(without proof), Taylor’s series, zeros of
analytic functions, singularities, Laurent’s
series; Residues, Cauchy Residue theorem
(without proof), Evaluation of definite
integral involving sine and cosine,
Evaluation of certain improper integrals
using the Bromwich contour
3. Prerequisite:
Concept of complex Numbers, formulae of derivative and formulae of integration.
4. Learning Objective: Learners shall be able to

1. Understand counter integral and apply it to solve problems.
2. Understand Cauchy-Goursat theorem, Cauchy Integral formula and apply it to solve
problems of complex integration.
3. Understand Taylors Series, Laurent Series of function of complex variable.
4. Understand Zeros of analytic functions, singularities, residues and apply it to solve
problems.
5. Understand Cauchy residue theorem and apply it to solve problems.
6. Understand Evaluation of certain improper integrals using the Bromwich contour and
apply it to solve problems.
Counter Integration
Lecture: 38
Students shall be able to understand counter integral and apply it to solve problems.
2. Introduction:
This topic is used to find value of contour integral in complex plane. The Cauchy’s
integral theorem and Cauchy’s integral formula and Cauchy’s integral formula for
multiply connected region.
3. Key Definitions:
(1) Analytic Function:
A single valued function w = f ( z ) is defined and differentiable at each point of domain
129
Module 6: Complex variable Integration
D then it is called analytic or regular function of z in the domain D.
(2) Harmonic function:

Any function of x, y which has continuous partial derivatives of the first and second
order and satisfies Laplace equation is called a harmonic function.
(3) Cauchy’s Integral Theorem:
If f ( z ) is an analytic function and its derivative f ' ( z ) is continuous at each point
within and on a simple closed curve C then the integral of f ( z ) along the closed
curve C is zero.
i. e. f ( z )dz = 0 .

C
(4) Extension of Cauchy’s Integral Theorem:

If f ( z ) is analytic in R between two simple closed curves, C1 and C2 then

C1
f ( z )dz = 
C2
f ( z )dz .
(5) Cauchy’s Integral Formula:

If f ( z ) is an analytic function within and on a simple closed curve C of a simply
connected region R and if z0 is any point within C then
1 f ( z) .
f ( z0 ) = 
2 i C ( z − z0 )
dz
(6) Extension of Cauchy’s Integral Formula:

If f ( z ) is an analytic in a region R bounded by two closed curves C1 and C2 one within
the other, if z0 is any point in the region R then
1 f ( z) 1 f ( z)
f ( z0 ) = 
2 i C1 ( z − z0 )
dz − 
2 i C2 ( z − z0 )
dz
4. Key Notations:
i: iota (unit of imaginary number)
z: complex number
z : conjugate of complex number
Re z : real part of complex number z
Im z : imaginary part of z
r : |z| (modulus of z)
θ: arg( z ) ( argument of z)
sinhx : Sine hyperbolic x
coshx : Cosine hyperbolic x
log z : Principle value of logarithm
Log z: General value of logarithm
f '( z ), f ''( z ),... : first order derivative, second order derivative,
5. Sample Problems:
1). Evaluate z + 3 where C is the circle (i) z = 1 (ii) z + 1 − i = 2

z
C
2
+ 2z + 5
Solution: Now,
z 2 + 2 z + 5 = 0 gives ( z + 1) + 22 = 0
2
130
 ( z + 1 + 2i )( z + 1 − 2i ) = 0
 z = −1 − 2i , z = −1 + 2i
(i) Now, z = 1 is a circle with center at the origin and radius 1. Hence, both the points lie
outside the circle C and f ( z ) is analytic in C. By Cauchy’s Theorem
z +3
C z 2 + 2 z + 5 dz = 0
(ii) Now, z + 1 − i = 2 , is a circle with center at A ( −1 + i ) i. e. ( −1,1) and radius 2. The point
B (-1,2) lies inside and the point C (-1, -2) lies outside the circle. Hence, we put
z + 3 which is analytic in C.
z + 1 + 2i
By Cauchy’s formula,
z +3 z + 3 /( z + 1 + 2i )
C z 2 + 2 z + 5dz = C ( z + 1 − 2i) dz
f ( z)
= dz = 2 i f ( z0 )
C
z − z0
(2 + 2i )
= 2 i.
4i
Exercise 38
−3z + 4
1.Evaluate  ( z − 1)( z − 2) dz where
C
c is the circle z = 3 / 2
3z 2 + 7 z + 1
2.Evaluate  ( z + 1) dz where c is the circle (i) z = 3 / 2 (ii) z + 1 = 1
C
z
2
1. The value of dz is
C
(a) 2 i (b) 1 (c) 0 (d) 4 i
1
 ( z − 2 )( z − 3 ) dz
2. The value of the Integral where z = 4
c
(a) 0 (b) 2 i (c) 4 i (d)  i

z + z +1
2
1. dz where c is z = 2 & z = 1/2
c
z −1
z 2 + 4z
2. dz where c is ( i ) z = 1 ( ii ) z − 2 = 2 (iii) z + i = 1
c
( z − 2 )( z − 2i )
131
Learning from the topic: Students will be able to use the Cauchy’s integral theorem and
formula
Cauchy’s Integral formula for derivatives
Lecture: 39
Students shall be able to understand Cauchy’s integral formula for derivative and apply it
to solve the contour integrals.
2. Introduction:
This topic is used to find value of contour integral in complex plane. The Cauchy’s
integral formula for the derivative can be applied if the singularity of the integrand is
appearing in multiples.
3. Key Definitions:
Cauchy’s Integral Formula for derivatives:
f ( z) 2 i n−1 .
C ( z − z0 )n dz = n ! f ( z0 )
5. Sample Problems:
1. Evaluate ∮ 𝑧2
𝑑𝑧 where c is |𝑧 + 1 − 𝑖| = 2
𝑐 (𝑧 2 +1)2
Solution: The singularity of this function of Integrand is 𝑧2 is z=I and z=-I since z=I
(𝑧 2 +1)2
lies inside the curve c
𝑧 2⁄
(𝑧+𝑖)2 2𝜋𝑖 𝑑 𝑧2
∮𝑐 (𝑧−𝑖)2 𝑑𝑧 = 1
[𝑑𝑧 (𝑧+𝑖)2]
𝑧=𝑖
2𝜋𝑖 (𝑧+𝑖)2𝑧−2𝑧 2
= [ (𝑧+𝑖)3 ]
1 𝑧=𝑖
𝝅
=
𝟐
Exercise 39
z+6
1. Evaluate z
c
2
−4
dz where c is (i) z = 1 (ii) z − 2 = 1
z2
2. Evaluate ∫c (z−1)2 (z−2)
dz where c is the circle | z | = 2.5.
4z 2 + z + 5
2 2
 x  y
3. If f(a)=  dz where c is the ellipse   +   = 1 find the value of
c
z−a 2  3
(i) f(3.5) (ii) f(i), f’(-1), f”(-i)
1. The value of the of the integral sin z where C: is |𝑧| = 2.

 
dz
c (z− )2
2
132
(a) 2 i (b) 4 i (c ) 6  i (d ) 0
2. The value of the Integral z where |𝑧 − 1| = 1.

c ( z − 1 )2 ( z − 4 ) dz
(a) 2 i (b) 4 i ( c) −32 i (d) 0

9
12z − 7
1. Evaluate 
c ( z − 1)2 ( 2z − 3 )
dz where c is z + i = 3 .
𝑧+2
2. Evaluate ∫𝑐 𝑧 3−2𝑧 2 𝑑𝑧 , where C is the circle |𝑍 − 2 − 𝑖| = 2.
3z 2 + 7 z + 1
3. If f(k)=  z − k dz find f(1-i) and f” (1-i).
c: z = 2
Learning from the topic: Students will be able to solve the problem with the multiple
singularity inside the region of integration.
TAYLOR’S SERIES, LAURENT’S SERIES

Lecture: 40
1.Learning Objective: Students shall be able to understand Taylor’s Series and Laurent’s series and
apply it to solve problems.
2. Introduction: This topic explains about the evaluation of Laurent series and Taylors
series of a function of complex variable. It also helps the student to identify the region of
convergence for the function.
3. Key Definitions:
(1) Taylor’s Series: If f ( z ) is analytic inside a circle C with centre at z0 then for all z inside
C, f ( z ) can be expanded as
( z − z0 )2 '' .
f ( z ) = f ( z0 ) + ( z − z 0 ) f ' ( z 0 ) + f ( z0 ) + ....
2!
The series is convergent at every point inside C and is known as Taylor’s series.
(2) Laurent’s Series: If there are two concentric circles of radii r1 and r2 with center at z0 and
if f ( z ) is analytic within and on annular region R between two circles, then for any
point z in R,
 
f ( z ) =  an ( z − z0 ) n +  bn ( z − z0 ) − n
n =0 n =1
1 f ( w) 1 f ( w) .
where an = 
2 i C1 ( w − z0 ) n +1
dw , bn = 
2 i C2 ( w − z0 ) − n +1
dw
133
4. Sample Problems:
1) Find Laurent’s series which represents the function 1 when
f ( z) =
( z − 1)( z − 2)
(i) z  1 (ii) 1  z  2 (iii) z  2
Solution: Let 1 a b
= +
( z − 1)( z − 2) z − 1 z − 2
1 = a ( z − 2) + b( z − 1)
When z = 1 ,1 = − a  a = −1
When z = 2 ,1 = b
1 −1 1
 = +
( z − 1)( z − 2) z − 1 z − 2
Case (i) : When z  1 ,clearly z  2
1 1
 f ( z) = −
1 − z 2 1 − z 
 ( )
2 
− 1 − ( z ) 
−1
= 2 1 − z 
−1
 2 
 z  z  2  z 3 
= 2 1 + z + z + z + .... − 1 + +   +   + ....
2 3
 2  2   3  
Case (ii) : When 1< z  2 ,we write
1 1 1
=− + as
( z − 1)( z − 2) z −1 z − 2
1 1
=− −
z[1 − (1/ z )] 2[1 − ( z / 2)]
1 1
= − [1 − (1/ z )]−1 − [1 − ( z / 2)]−1
z 2
 1 z z z 
2 3
1 1 1
= − 1 + + 2 + .... − 1 + +   +   + ....
z z z  2  2  2   3  
Exercise 40
1. Obtain Taylor’s or Laurent’s series expansion of the function
1
f ( z) = 2
z − 3z + 2
when (i) z  1 (ii) 1  z  2
2. Find all possible Laurent’s expansion of the function
7z − 2
f ( z) =
z ( z − 2)( z + 1)
about z = -1
1. A power series 𝑅 = ∑∞ 𝑛
𝑛=0 𝑎𝑛 (𝑧 − 𝑎) converges if
134
(a) |𝑧 − 𝑎| < 𝑅 (b) |𝑧 − 𝑎| > 𝑅 (c) |𝑧 − 𝑎| = 𝑅 (d) |𝑧| = 𝑅

1
2. The region of validity of 1+𝑧 for its Taylor’s series expansion about z = 0 is
(a) |𝑧| < 1 (b) |𝑧| > 1 (c) |𝑧| = 1 (d) |𝑧| = 2
1
3. The expansion of 𝑧−2
is valid for the region.
(a) |𝑧| < 1 (b) |𝑧| > 2 (c) |𝑧| = 1 (d) |𝑧| < 2
4. If F(z) is an analytic function at z = a, then it has a power series expansion about z = a.

(a) Statement is true ( b) Statement is false (d) None of these
(𝑧−2)(𝑧+2)
1. Obtain Laurent’s series expansion of the function 𝑓(𝑧) =
(𝑧+1)(𝑧+4)
(i) 1<|𝑧|<4 (ii) |𝑧|>4
2. Expand 𝑓(𝑧) = 3𝑧−3 in a Laurent’s series about z=1 convergent in

(2𝑧−1)(𝑧−3)
1
< |𝑍 − 1| < 1
2
Learning from the topic: Students will be able to problem by using Laurent’s Series and
Taylor’s Series.
ZERO’S OF ANALYTIC FUNCTION, SINGULARITIES & POLES

Lecture: 41
1. Learning Objective: Students shall be able to understand zeroes of analytic function,

singularities & poles and apply it to solve problems.
2. Introduction: The zeros, singularity, and poles of any function of complex variable is of
importance as these concepts are used in its application in control theory.
3. Key Definitions:
i) Singular Point or Singularity: If a function f ( z ) is analytic at every point in the
neighborhood of a point z0 except at z0 itself then z = z0 is called a singular point or
singularity of f ( z ) .
ii) Residue: If z = z0 is an isolated singularity of f ( z ) then the constant b1 i. e. the co-

efficient of 1 in the Laurent’s expansion of f ( z ) about z = z0 is called the residue
z − z0
of f ( z ) at z = z0 .
135
4. Sample Problems:
𝑧2
1). Determine the pole of the function 𝑓(𝑧) = and find the residue at each pole.
(𝑧−1)2 (𝑧+2)
Solution:
( z − 1) 2 ( z + 2) = 0 gives z = −2,1 and 1.
Hence f ( z ) has a simple pole of order 2 at z = 1 .
= 9.
𝑧2
(i) Residue of f ( z ) at z = −2 = 𝑙𝑖𝑚 (𝑧 + 2)𝑓(𝑧) = 𝑙𝑖𝑚 4
𝑧→−2 𝑧→−2 (𝑧−1)2
(ii) Residue of f ( z ) at z = 1 =𝑙𝑖𝑚 𝑑 [(𝑧 − 1)2 𝑓(𝑧)] = 𝑙𝑖𝑚 𝑑 [ 𝑧 ] = 5.

2
𝑑𝑧 𝑧→1 𝑑𝑧 𝑧+2 9 𝑧→1
Exercise 41
1. Determine the poles of the following functions & residue at each pole
𝑧 𝑐𝑜𝑠 𝑧
(i) 1 (ii) (iii)
(𝑧 2 −1) (𝑧−1)(𝑧−2)(𝑧−3) 𝑧 𝑠𝑖𝑛 𝑧
1
2. Find poles and residues at poles of 𝑓(𝑧) = 𝑧(𝑧−1)2
3. Find the residue of 𝑓(𝑧) = 1 about z=i

(𝑧 2 +1)3

𝑆𝑖𝑛𝑧
1. If 𝑓(𝑧) = 𝑧 , then z = 0 is singularity of type
(a) Removable singularity (b) Isolated singularity (c) Essential singularity (d) None of these
1
2. If 𝑓(𝑧) = then z=1 is the singularity of it as
𝑧(𝑧−1)2
(a) zero (b) Simple Pole (c) Pole of Order 2 (d) Pole of order 3
1
3. The singular points of 𝑓(𝑧) = 𝑧(𝑧−1)(𝑧−2) are.
(a) 0,1 (b) 1,2 (c) 0, 2 (d) 0,1,2
4. 𝑓(𝑧) = (𝑧 + 2) 𝑠𝑖𝑛 ( 1
) has an isolated essential singularity at point
𝑧−1
(a) 1 (b) 3 (c) 0 (d ) − 1
5. Determine the nature of a pole if 𝑓(𝑧) = 1−𝑒 𝑧

𝑧
(a ) simple (b) essential (c) removable ( d ) ordinary
136
1. Determine the poles of the following functions & residue at each pole
(i) z2 (ii) cot  z (iii) z

(z 2 + a 2 ) ( z − a) 2 cosh z − cos z
2
2. Compute residues at double poles of 𝑓(𝑧) = 𝑧 +2𝑧+3 .
(𝑧−𝑖)2 (𝑧+4)
Learning from the topic: Students will be able to find zero’s, poles, and residues of given
problems.
RESIDUE THEOREM
Lecture: 42
1. Learning Objective: Students shall be able to understand and apply Residue’s theorem.
2. Introduction: This topic is used to solve problems by using Residues Theorem and it
can be applied for solving the line integral of the function around a singularity.
3. Key Definitions:
Cauchy’s Residue Theorem: If f ( z ) is analytic within and on a simple closed curve C,

except at a finite number of isolated singular points z1 , z2 ,...., zn inside C then

C
f ( z )dz = 2 i ( Sum of the residues at z1 , z 2 ,...., z n )
4. Sample Problems
1). Using Residue theorem evaluate ∮ 𝑠𝑖𝑛6 𝑧
𝑑𝑧 where C is z = 1
𝐶 𝜋 3
(𝑧− )
6
Solution: Clearly 𝑧 = 𝜋 /6 is a pole of order 3.
z = 1 is a circle with center at (0,0) and radius 1.
( ) (
Then pole  , 0 i.e. 3.14 , 0 lies inside C.
6 6 )
Residue at (𝑧 = 𝜋)
6
 
1 d2   ( sin 6 z
) 
3
= lim 2  z − . 3 
2! z →  dz
6 
6
z −
6 ( ) 
1 d
= lim 6sin 5 z.cos z 

2! z → dz
6
1
= lim 6.5sin 4 z.cos 2 z − 6sin 5 z sin z 
2! z → 
6
137
1 1  1   21
2
4
 3 6
= 30.     − 6   =
2 2  2   2   32

 21  21
  f ( z )dz = 2 i   =  i
C  32  16
Exercise 42
1. Evaluate the integral using residue theorem
i) ∮ 𝑧+4 𝑑𝑧 where c is the circle z + 1 + i = 2 & z + 1 − i = 2

𝑐 𝑧 2 +2𝑧+5
ii) ∮ 12𝑍−7
𝑑𝑧 where c:|𝑧 + 𝑖| = √3
𝐶 (𝑍−1)2 (2𝑍+3)
1. Cauchy’s integral theorem is

1 f ( z) f ( z) 2 i
( a ) f ( z0 ) = 
2 i C z − z0
dz (b)  f ( z )dz = 0 (c)  f ( z )dz =  f ( z )dz (d ) 
C C1 C2 C ( z − z0 )
n
dz =
( n − 1)!
f n −1 ( z0 )
2. Cauchy’s integral formula is

1 f ( z) f ( z) 2 i
( a ) f ( z0 ) = 
2 i C z − z0
dz (b)  f ( z )dz = 0 (c)  f ( z )dz =  f ( z )dz (d ) 
C C1 C2 C ( z − z0 )
n
dz =
( n − 1)!
f n−1 ( z0 )
3. Show that ∫ 𝑒 2𝑧
𝑑𝑧 =
8𝜋𝑖𝑒 −2
where c is z = 3
𝑐 (𝑧+1)4 3

1. Evaluate the following integral using residue theorem
(i)
 tan z dz
c
where c: z = 2 (ii)

z cos z

dz
where c:
c (z − )2
2
(iii) ( z − 3) where c: z + 1 − i = 2
z
c
2
+ 2z + 5
dz
(5𝑧−2)
2. Evaluate by Cauchy Residue Theorem ∮𝑐 𝑑𝑧 where c is the circle |𝑧| = 2 taken counter
𝑧(𝑧−1)
clockwise.
Learning from the topic: Students will be able to solve problems by using Residues
Theorem.
EVALUATION OF DEFINITE INTEGRAL

Lecture: 43
138
1. Learning Objective: Students shall be able to understand definite integral to solve

problem.
2. Introduction: Cauchy’s residue theorem can be utilized to evaluate the real integral. The
integral which contains the sine and cosine function and need to be evaluated on the
interval [0,2𝜋] can be solved with the help of Cauchy’s residue theorem.
3. Sample Problem:
2
1). Using residue theorem evaluate d
 (2 + cos  )
0
2
Solution: Let ei = z ,

dz z + z −1
iei d = dz  d = and cos  =
iz 2
1 dz 4 zdz
I =  . = .
z 2 + 1  iz i C ( z 2 + 4 z + 1)
2 2
C 
2+ 
 2z 
Where C is the circle z = 1 .
Now the poles of f ( z ) are given by z 2 + 4 z + 1 = 0 .
−4  16 − 4
z = = −2  3
2
Let  = −2 − 3 and  = −2 + 3
Both are poles of order 2. But the pole  lies outside the circle and the pole  lies
inside the circle.
z z
f ( z) = =
( z 2 + 4 z + 1) ( z −  ) ( z −  )
2 2 2
Residue (at z =  )
1 d  z 
= lim ( z −  ) .
2
2
( z −  ) ( z −  ) 
z →  1! dz 2

d  z  −z −  +
= lim   = lim =−
 ( z −  )  z →  ( z −  ) ( − )
z →  dz 2 3 3
But  +  = −4 and  −  = 2 3
Residue (at z =  ) = 4 1
=
24 3 6 3
4 1 4
 I = 2 i. . =
i 6 3 3 3
Exercise 43
1. Evaluate the following integral ∫2𝜋 𝑑𝜃 = 𝜋

0 5−3 𝑐𝑜𝑠 𝜃 2
2. Show that ∫2𝜋 𝑐𝑜𝑠 2𝜃

𝑑𝜃 =
𝜋
0 5+4 𝑐𝑜𝑠 𝜃 6
139
3. Show that ∫2𝜋 𝑠𝑖𝑛2 𝜃𝑑𝜃 = 2𝜋 (𝑎 − √𝑎2 − 𝑏 2 ) (𝑎 > 𝑏 > 0)

0 𝑎+𝑏 𝑐𝑜𝑠 𝜃 𝑏2
1. The residue of f(z)=cot z at each pole is
(a) 0 (b) 1 (c) ½ (d) none

𝑒𝑧
2. Evaluate ∫𝑐 𝑑𝑧 where c is the circle |𝑧| = 2
𝑧+1
2𝜋𝑖
(a) (b) 2𝜋𝑒 (c) 0 (d) 1
𝑒
1. Evaluate ∫0
2𝜋 𝑠𝑖𝑛 𝜃
𝑑𝜃
5+4 𝑐𝑜𝑠 𝜃
2. Show that ∫2𝜋 𝑠𝑖𝑛2 𝜃𝑑𝜃 = 𝜋

0 5+4 𝑐𝑜𝑠 𝜃 4
3. Evaluate ∫2𝜋 𝑐𝑜𝑠 3𝜃

𝑑𝜃
0 5+4 𝑐𝑜𝑠 𝜃
Learning from the topic: Students will be able to solve problems by using Residues
Theorem.
EVALUATION OF INDEFINITE INTEGRAL

Lecture: 44
1. Learning Objective: Students shall be able to understand definite integral to solve

problem.
2. Introduction: This topic is used to solve problems of definite integral contains the
algebraic function.
3. Sample Problem:
(1.). Evaluate ∞ 𝑥2
∫−∞ (𝑥 2 +𝑎2)(𝑥 2+𝑏2) 𝑑𝑥, 𝑎 > 0, 𝑏 > 0
Solution:
(i) Consider as the contour consisting of a semi-circle and diameter on
the real axis with center at the origin.
(ii) Now 𝑧𝑓(𝑧) = 𝑧3

(𝑧 +𝑎 )(𝑧 2 +𝑏 2 )
2 2
(iii) Now ( z 2 + a 2 )( z 2 + b 2 ) = 0 i.e. z = ai , − ai, bi, − bi .Of these z = ai , z = bi lie in

the upper half of the z-plane.
(iv) Residue (at z = ai )

140
z2
= lim( z − ai ).
z → ai ( z − ai )( z + ai )( z 2 + b 2 )
−a 2 a
= =
2ai (−a + b ) 2i (a − b 2 )
2 2 2
Similarly, Residue (at z = bi )

−b 2 −b
= =
2bi (a − b ) 2i (a 2 − b 2 )
2 2
(v) Hence,

x2  a −b 
 2 2 2 2
− ( x + a )( x + b )
dx = 2 i  + 
 2i ( a − b ) 2i ( a − b ) 
2 2 2 2

=
a+b
Exercise 44
1.Prove that ∫∞ 𝑑𝑥 𝜋
= 2𝑎𝑏(𝑎+𝑏)
0 (𝑥 2 +𝑎2 )(𝑥 2 +𝑏 2 )
2.Show that ∫∞ 𝑑𝑥 𝜋(𝑎+2𝑏)

= 2𝑎𝑏3(𝑎+𝑏)2 𝑎, 𝑏 > 0
−∞ (𝑥 2 +𝑎2 )(𝑥 2 +𝑏 2 )2
1. The requirement for of application of counter Integration ∫∞ 𝑃(𝑥)

𝑑𝑥 is degree of P(x) is
−∞ 𝑄(𝑥)
greater than Q(x) by
(a) 0 (b) 1 (c) 2 (d) None of these
2. ∫∞ 𝑃(𝑥)
𝑑𝑥 to solve the contour integral is root of Q(x) are
−∞ 𝑄(𝑥)
( a) real (b) complex (c) real or complex (d) None of these
1. Show that ∫∞ 𝑥2 𝜋
𝑑𝑥 = 3
−∞ (𝑥 2 +1)(𝑥 2 +4)
2. Show that ∫∞ 𝑑𝑥 = 𝜋
0 (𝑥 2 +𝑎2 )3 8𝑎2
Learning from the topic: Students will be able to solve problems of definite integral
using contour integral.
141
Evaluation of certain Improper Integration Using Bromwich Contour (Self-Study)

Lecture: 45
1. Learning Objective: Student will be able identify the Bromwich contour and apply it to
solve real integral.
2. Introduction: Contour Integral can be applied for solving the definite integral.
Bromwich contour can be applied for solving the definite integral.
3. Key Definitions:
1) The Bromwich contours. The simple closed curve about which the integration is performed
in evaluating formula as shown in Fig. and is called the Bromwich contour. The curve C consists of
two parts, C1 and C2, as shown in the figure. C1 is the portion of a circle of radius R, centered at the
origin, shown in the figure. C2 is the vertical line AB located at a distance α to the right of the origin.
Integration takes place in the counterclockwise direction on a limiting case of the curve shown in
which the radius R can approach infinity. The integration corresponding to formula 1) takes place
along the C2 portion of the curve.
According to the residue theorem
= sum of residues of all isolated singular points inside C (i)

As R → ∞, the curve C will encompass all isolated singular points. In Fig, points A and B have the
complex coordinates α - iT and α + iT, respectively, where
Thus ( i ) becomes
= sum of residues of all isolated singular points inside C
4. Sample Problem:
1. Evaluate
142
by the method of residues.
Solution:
The integrand has a simple pole at s = -1 and a double pole at s = 2.
The residue at the simple pole s = -1 is
The residue at the double pole s = 2 is
Thus
Exercise 45
1. Evaluate ∫+∞ 1 𝑑𝑥
−∞ 1+𝑥 6
2. Evaluate ∫+∞ 1
𝑑𝑥
−∞ 1+𝑥 4
1. The integration on the circular part of Bromwich contour, when 𝑅 → ∞ is

(a) 0 (b) 1 (c) 2 (d) ∞
2. The Residue of 𝑓(𝑧) = 1+𝑧 at the pole of order 2 is

𝑧 2 −2𝑧 4
( a) 1 (b) -1 (c) 2 (d) 0
1. Evaluate ∫∞ 1
𝑑𝑥
−∞ 1+𝑥 8
2. Evaluate ∫∞ 𝑥2
𝑑𝑥
−∞ 1+𝑥 6
143
Add to Knowledge:
Integrals are extremely important in the study of functions of a complex variable mainly for
two reasons. Some properties of analytic functions can be proved by complex integration
easily. For instance, the existence of higher derivatives of analytic functions. Secondly in
applications real integrals occur which cannot be evaluated by usual methods but can be
evaluated by complex integration.
We know that definite integral of a real function is defined on an interval of the real line.
But integral of a complex valued function of a complex variable is defined on a curve or arc
in the complex plane. A complex definite integral is called a (complex) line integral.
Learning Outcomes
1. Know: Student should be able to evaluate integral of complex variable
2. Comprehend: Learners should be able to evaluate different types of Complex integrals
3. Apply, analyze and synthesize: Student should be able to solve complex line integrals
144
Self-Assessment
Level 1
3𝑧−1
1. Evaluate by Cauchy’s integral formula ∫𝑐 𝑑𝑧 𝑤 here C is the circle |𝑧| = 4
(𝑧 2 −2𝑧−3)
1
2. Expand in Taylor’s series 𝑓(𝑧) = (𝑧−2) where |𝑧| < 2
𝑆𝑖𝑛𝜋𝑧 2 +𝑐𝑜𝑠𝜋𝑧 2
3. Evaluate ∫𝑐 𝑑𝑧 where c is the circle |𝑧| = 3
(𝑧 2 −3𝑧+2)
𝜋
4. Expand Sinz in powers of (𝑧 − ).
4
1
5. Evaluate ∫𝑐 𝑑𝑧 where c is the circle |𝑧| = 3/4
(𝑧 2 +1)(𝑧 2 +4)
Level 2
1. Evaluate ∫ 𝑧𝑒 𝑧
|𝑧−1|=2 (𝑧−1)3
𝑑𝑧
1
2. Expand in the region
𝑧 2 −3𝑧+2
(i) 0 < |𝑧| < 1 (ii) 1 < |𝑧| < 2 (iii) 2 < |𝑧|
𝑧 2 −2𝑧
3. Find all zeros and poles of 𝑓(𝑧) = (𝑧+1)2(𝑧 2+4)
1
4. Which of the poles of 𝑓(𝑧) = (𝑧 2+1) lies in the upper half of the z- plane
1
5. Classify the poles of 𝑓(𝑧) = 𝑧 3(𝑧 2+4)
Level 3
1. Find all zeros and poles of 𝐶𝑜𝑠𝑍 .
(𝑧 2 +1)
𝑑𝑧 by Cauchy’s Residue Theorem, where C is

2. Evaluate: ∫ 3𝑧 2 +2
𝑐 (𝑧−1)(𝑧 2 +9)
i) the circle |𝑧 − 2| = 2
ii) the circle |𝑧| = 4

2𝜋 𝑑𝜃
3. Evaluate ∫0 (𝑐𝑜𝑠𝜃+2)2
+∞ 𝑥 2 −𝑥+2
4.Evaluate ∫−∞ 𝑑𝑥
𝑥 4 +10𝑥 2 +9
2𝜋 𝑑𝜃
5.Evaluate ∫0
3+2𝑐𝑜𝑠𝜃+𝑠𝑖𝑛𝜃
145
Self-Evaluation
1. Do you understand how to evaluate complex line Integral?
(a) Yes (b) No
2. Will you be able to Identify the singularity?
(a) Yes (b) No
3. Are you able to Expand in Taylors and Laurent series of complex valued function?
(a) Yes (b) No
4. Are you able to change to evaluate Residues of function?
(a) Yes (b) No
5. Do you understand how to real integral by Residue theorem?
(a) Yes (b) No
sources:
146

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