EDO UNIVERSITY IYAMHO

MATHEMATICAL METHODS
DEPARTMENT OF MATHEMATICS /ICT

COURSE CODE MTH 211: MATHEMATICAL METHODS ( 3 UNITS)

Instructors:PROF. YOMI AIYESIMI, Alhassan Charity
email:yomi.aiyesimi@edouniversity.edu.ng
Lectures: Thursday, 8am – 10:00 am, LT1, phone: (+2348134809593)

Description: This course is intended to give the students a thorough knowledge of

Mathematical Methods. This course covers advanced topics such asfunctions, maximum and
minimum values of a function, functions of two several Independent variables,Jacobian,
Dependent And Independent Functions, Method of Lagrange’s Multiplier, Line and Multiple
Integrals and Line Integral with respect to an Arc Length.

Prerequisites: Students should be familiar with the concepts of function theory, Rolle’s
theorem, Taylor’s theorem, maximum and minimum values of a function,functions of two
several Independent variables and have strong knowledge ofJacobian, Dependent And
Independent Functions. Students should also be familiar with basic concepts of concept of
Lagrange’s Multiplier, Line and Multiple Integrals and Line Integral with respect to an Arc
Length.

Assignments: We expect to have 6 individual homework assignments throughout the course in

addition to a Mid-Term Test and a Final Exam. Home works are organized and structured as
preparation for the midterm and final exam, and are meant to be a studying material for both
exams. The goal of these projects is to have the students knowledge of mathematical methods.

Grading: We will assign 10% of this class grade to home works, 10% for class work and
attendance,10% for the mid-term test and 70% for the final exam. The Final exam is
comprehensive.

Textbook: The recommended textbook for this class are as stated:

ISBN: 058223803x
Title: Mathematical Methods for Science Students
Author: G. Stephenson,
Publisher: Longman Group UKltd Essex cm20 2je England
Lectures: Below is a description of the contents. We may change the order to accommodate the
materials you need for the projects.
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 Introduction to Function Theory

Definition1.1
An inf initesimal is a variable whose limit is zero. Hence a variable  is said to be an infinitesimal with
respect to another variable  if the ratio

0 1.1

Two initesimals  and  are said to be of the same order if  positive constant  so that
   1.2 
This statement is expressed mathematically as
  O  1.3
For instance, 5 x  x  O  x  if x  0
2

but  
5 x  x 2  O x 2 if x  
Differentials
Definition1.2
Let y  f  x  be defined at the point x and its neighborhood. Then f  x  is said to be differentiable
if when x isgiven an arbitrarary increament  x then the corresponding increament  y of y is such that
 y  A x   x 1.4 
where A is independent of  x and   0 as  x  0
Then,
y
 A
x
y dy
 as  x  0   f  x  A 1.5
x dx
Observe that dy  Adx  f   x  dx 1.6 
In particular, if y  f  x   x  f   x   1
hence,  y  1.  x ie, y  x

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That is, the differential of the dependent variable is equal to its increament.
The factor f   x  above is called the differential coefficient of y with respect to x. Thus, if f  x  is
differentiable then it has a finite derivative. This implies that f  x  is differentiable at a point iff it has
a finite derivative at that point.

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 Definition 1.3
f  x  is differentiable in an interval I   a,b  if for any point x  I we have that

f  x  h  f  x
 a limit as h  0 in any maner provided that x  h  I
h
Theorem 1.1
If f  x  is differentiable at any point x  x0 then f  x  is continuous at x  x0
Pr oof
At x  x0 we have,
 y  A x   x; where   0 as  x  0,  y  0 as  x  0
ie
f  x0   x   f  x0  as  x  0
Also,
f  x   f  x0  as x  x0
 f  x  is continuous at x  x0 .

Theorem 1.2  Rolle's Theorem 

If f  x  is differentiable in  a, b  and continuous in  a, b  and if f  a   f  b   0, then  a constant
   a, b so that f     0

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Pr oof
We have the following three possibilities:
 i  f  x   0 in  a, b  f   x   0
 ii  f  x  0 in  a, b 
 i  f  x  0 in  a, b
The first case is a trivial case.
Suppose f  x  0 in  a, b . Then it has a positive upper bound in  a, b  . Since it is continuous in  a, b 
this upper bound is at some point    a, b  say. Hence, for any h 0
f   h   f  
0 i 
h
and
f   h   f  
0  ii 
h
Since f   x  exists we recall that
f   h   f  
 R f     f    as h  0
h
and
f   h   f  
 Lf     f    as h  0
h

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The expressions in  i  and  ii  above implies that
f     0
and
f     0
But these two limits are the same by the uniqueness of the limit of a function
 f     0
Theorem 1.3  First Mean Value Theorem 
If f  x  is continuous in  a, b  and differentiable in  a, b  then  a constant    a, b  so that
f b   f  a 
 f   
ba
Pr oof
Consider an auxiliary function
G  x   f  x   Ax
in which the parameter A is chosen so that
G  a   G b 

G  a   f  a   Aa and
G  b   f  b   Ab
Thus, by definition we have that
f  a   Aa  f  b   Ab

f b   f  a 
A i 
ba
We observe that G  x  satisfies the condition of Rolle's theorem in  a, b  , hence     a, b 
so that G     0
ie,
f     A  0
ie,
A  f     ii 
Comparing  i  and  ii  we finally have
f b   f  a 
 f   
ba

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Corollary
f  x  is constant in  a, b  iff f   x  =0 in  a, b 
Proof
If f  x  is constant then f   x  =0
Suppose f   x   0 in  a, b  then     a, b  so that f     =0
ie,
f   x   0 in  a,   and f  x  satisfies the condition of Mean Value Theorem  MVT 
Therefore
    a, b  so that
f    f  a 
 f     0
 a

f    f  a 
Now since  is arbitrary   x   a, b  f  x  is constant.
Theorem 1.4  Cauchy Theorem 
If f  x  and g  x  are both continuous in  a, b  and differentiable in  a, b  and if g   x   0
in  a, b  then  a point x   in  a, b  so that
f b   f  a  f   

g b   g  a  g   
Pr oof
Define an auxiliary function
G  x   f  x   Ag  x 
where A is chosen such that
G  a   G b 
ie,
f  b   Ag  b   f  a   Ag  a 
ie,
f  b   f  a   Ag  b   Ag  a   A  g  b   g  a  

f b  f  a 
A i 
g b  g  a 
We observe from the definition that G  x  satisfies the condition of Rolle's theorem. Hence,     a, b 
for which G     0
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But from the definition of the auxiliary function G  x  we have
G   x   f   x   Ag   x 
and so by the satisfaction of the condition for Rolle's theorem we have that
f     Ag     0

f   
A  ii 
g   
Hence, by virtue of  i  and  ii  we thus have
f  b   f  a  f   

g  b   g  a  g   
Note:
f a
If f  a   g  a   0 then the quotient is said to be indeterminate form.
g a
Theorem 1.5
f  x
f  a   g  a   0 and if f   x  exists in the neighborhood of x  a and if  L as x  a then
g x
f  x f  x
 L as x  a. If is also indeterminate we repeat the process
g  x g x
ie,
f   x  f  x
lim  L if lim L etc
xa g   x  xa g   x 

Pr oof
Let x be sufficiently close to a , then by Cauchy's theorem     a, b  so that
f  x  f a f   

g  x  g a g   

f    f  x

g    g  x

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Theorem 1.6 Taylor ' s Theorem 
If f  x  and its first  m  1 derivatives are continuous in  a, b  and f  m   x  exists in  a, b  then
 b  a  b  a  b  a
2 3 m 1

f b   f  a   b  a  f   a   f   a   f   a   ........  f  m 1  a   Rm

2! 3!  m  1!
Pr oof
Consider the auxiliary function
b  x  b  x  b  x 
2 3 m 1

F  x   f b   f  x   b  x  f   x   f   x   f   x   ........  f  m 1  x 

2! 3!  m  1!
 b  x  
m

Observe that F  b   0
We chose  such that F  a   0.
Hence, F  x  satisfies the condition for Rolles's theorem      a, b  so that F     0
Observe that
  b  x    b  x 2  b  x 
2

F   x    f   x   f   x    b  x   2  f   x    3  f   x 
 2!  

2! 3! 
  b  x 3  b  x   iv 
3
b  x 
m 1

 f  x   .............  f  m  x   m b  x   i 
m 1
 4
 3! 4! 
  m  1!
But by definition
b  a  b  a 
2 3

b  a    f b   f  a   b  a  f   a   f   a   f   a  
m

2! 3!
b  a 
m 1

........  f  m 1  a   ii 
 m  1!
Invoking Rolle's theorem in  i  we then have that
b   
m 1

f  m  x   m  b    
m 1
. 0
 m  1!
ie,
b   
mr

  f  m  x   iii 
m  m  1 !

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Substitution gives
b  a  b  a  b  a 
2 3 m 1

f b   f  a   b  a  f   a   f   a   f   a   ........  f  m 1  a   Rm

2! 3!  m  1!
b  a  b   
m mr

where Rm  f  m     ,    a, b 
m  m  1 !
Rm is called the remainder after m terms.
Thus we finally have that
h2 h3 h m 1
f  a  h   f  a   hf   a   f   a   f   a   ........  f  m 1  a   Rm
2! 3!  m  1!
Example
Compute the Taylor's series expansion of e x about the origin.
Solution
f  x   e x .We recall that
x2 x3 x m 1
f  x  a   f  a   xf   a   f   a   f   a   ........  f  m 1  a   Rm
2! 3!  m  1!
At the origin a  0
x2 x3 x m 1
ie, f  x   f  0   x f   0   f   0   f   0   ........  f  m 1  0   Rm
2! 3!  m  1!
Now given f  x   e x we thus have
f  0   1, f   0   1, f   0   1, f   0   1
In general f  p  0  1  p
x2 x3 x m 1
Thus, e x  f  0   x f   0   f   0   f   0   ........  f  m 1  0   Rm
2! 3!  m  1!
x 2 x3 x m 1 xm x
 1 x    ...............................   R , where Rm  e
2! 3!  m  1! m  m !
Obseve that lim Rm  0
m 

Exercise
1 x 
1 Compute the Maclaurin's series of the function ln  
1 x 
 2  Recalling that eix  Cosx  i Sinx, obtain the Taylor's series representation of the functions
Cosx and Sinx about the origin.

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 MINIMUM AND MAXIMUM

Definition1.4
The point  s  x  a where the derivative of the function f  x  vanishes is  are  called the stationary
 turning  point  s  of the function.
ie,
the turning points of a function f  x  are determined by solving the algebraic equation
f  x  0 i 
Suppose f  x  is defined in  a, b  and a point    a, b  . If a sufficiently small quantity  exists so that
f  f  x     
keeps the same sign then we say that f has an extreme value at x   . This value is a max imum if f 0
a minimum if f 0

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Theorem 1.7
If f  x  has an extreme value at x   then f     0 provided that f    exists.
Pr oof
Assume that f  x  has a minimum at x   then for sufficiently small quantity h we have
f   h   f   0
and
f   h   f   0

f   h   f  
0 i 
h
and
f   h   f  
0  ii 
h
The limits of the above quotients as h  0 are respectively the right hand limit and the left hand limit. Since f
is continuous at  these two limits are equal
 i  gives that f    0 and  ii  gives that f    0
 f     0
Note :
1 f  x  need not have an extreme value at a turning point  stationary point  . Such a point is called a
point of inf lexion  saddle point  .
 2  f  x  may have an etreme value at a point where f   x   0. That is, f     0 may not give all the extreme
values of f  x  .
Examples
 i  Consider the function f  x    x  1
3

f   x   0 at x  1
The point x  1 is not one where f  x  has an extreme value.

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 ii  f  x   x
2
3

 3 The greatest value of f  x  in I need not be an extreme value.

Theorem 1.8
1 If f  x  is continuous in the neighborhood of x  
 2 f     f     f     ............  f  m 1    0, f  m     0
Then, f  x  has no extreme value at x   if m is odd, but if m is even then f  x  has an extreme
value at x   .
Maximum if f  m    0
Minimum if f  m    0

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FUNCTIONS OF TWO (SEVERAL) INDEPENDENT VARIABLES.

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Definition 2.1
The fubnction f  x, y  of the independent variables x and y is said to be continuous at a point  x0 , y0 
if given  0     , x, y  so that f  x, y   f  x0 , y0   when ever  x, y    x0 , y0  
DIFFERENTIABILITY OF f  x, y 
Definition 2.2
Let f  x, y  be a function of the two independent variables x and y and suppose  x and  y be the arbitrary
increaments in x and y respectively giving rise to the corresponding increament  f in f . Then f  x, y  is said
to be differentiable at a point  x, y  if it has a definite value in the neighborhood of the point  x, y  and
 f  A x  B y    2.1
where    x   y ,   0 as   0, A, B are independent of  x and  y
 i  The partial derivative of f with respect to x is defined to be the derivative of f with respect to x
holding y constant.
f  x   x, y   f  x, y 
ie, lim
 x 0 x
f
This derivative is denoted by or f x
x
f  f  x   x, y   f  x, y  
ie,  lim    2.2 
x  x 0  x 
 ii  In the same way, we define the partial derivative of f with respect to y as
f  f  x, y   y   f  x , y  
 lim    2.3
y  y  0
 y 
In gheneral,  f  f  x   x, y   y   f  x, y   2.4 
Putting  y  0 in  2.4  we have
 f  f  x   x, y   f  x, y 
 f  x   x, y   f  x, y  
 lim    A  
 x 0
 x 
ie,
 f  A x    x , as  x  0,   0
then,
f
A
x

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Similarly,
f
B
y
hence,
f f
f  x  y    2.5 
x y
The expression in  2.5 is defined as the total differential of f and is denoted by
f f
df  dx  dy  2.6 
x y
Theorem 2.1
If f has continuous partial derivative f x  x, y  and f y  x, y  at the point  x, y  then it is
differentiable at the point  x, y  .
Pr oof
 f  f  x   x, y   y   f  x , y  i 
 f  x   x, y   y   f  x , y   y   f  x , y   y   f  x , y   ii 
 f  x   x, y   y   f  x , y   y 
f  x, y   y   lim  iii 
x  x 0 x
f f  x, y   y   f  x , y 
  iv 
y y
Using definition  iii  and  iv  in  ii  we have,

f  x   x, y   y   f  x, y   y    f  x, y   y   1   x v 
x 
and

f  x, y   y   f  x, y  
 f  x, y    2   y  vi 
y 
1 and  2 are chosen in such a way that 1  0 as  x  0 and  2  0 as  y  0 .
Since, f x  x, y  and f y  x, y  are continuous we may write
   
 f  x, y   y     f  x, y       x
x  x 
ie,
equation  v  becomes
 
f  x   x, y   y   f  x , y   y    f  x , y    1      vii 
 x 

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Substituting  vi  and  vii  into  ii  gives
 
df  f  x, y   x  f  x, y   y    1      x   2  y  viii 
x y
where both  1     and  2  0 as  x and  y  0 respectively.
hence,
f f
df  x y
x y
Thus, f  x, y  is differentiable.
Theorem 2.2
If f  x, y  is a differentiable function of x and y which are themselves differentiable functions of some
independent variables s and t , then f considered as a function of s and t is differentiable.
Pr oof
By the differentiability of f with respect to x and y we have
f f
df  dx  dy 1
x y
x x
Also, x   s   t    2
s t
y y
y s  t      3
s t
Suppose    x   y and     s   t where   and    0 as    0
 x x y y 
Let   max    ,    and   max  , 
  s t  s t 
then,  x       and  y      
  x   y 2      
   2    
  
Since 2     is finite and independent of  ,   0 as    0
Since s and t are independent variables  s  ds and  t  dt
Thus we have
x x x x
 s   t  ds  dt  dx
s t s t
y y y y
and  s   t  ds  dt  dy
s t s t

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But
x x
x   s   t     dx   
s t
and
y y
y s  t      dy    
s t
f f
 f  df    x  y  
x y
f f
  dx      +  dy      +  
x y
f f  f f   
 dx  dy         
  
+
x y  x y
But the quantity
 f f   
      0 as   0
  
+
 x y
   0     0,    0;   0    0
f f
 df  dx  dy
x y
If f  x, y   0 then y is defined as a function of x. In this case
f f
df  0  dx  dy  0
x y
1
dy  f   f   f   f  f
  /      provided 0
dx  x   y   x   y  y
Example
dy
Given that f  x, y   x 3  3 x 2 y  5 xy 2  8 y 3  0. Determine
dx
Solution
f  x, y   x 3  3 x 2 y  5 xy 2  8 y 3  0
f f
But df  dx  dy  0
x y
f f
dy   dx
y x
1
dy  f   f 
ie,    
dx  x   y 

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Observe that
f
 3 x 2  6 xy  5 y 2
x
f
 3 x 2  10 xy  24 y 2
y
dy 3 x 2  6 xy  5 y 2
  2
dx 3 x  10 xy  24 y 2

Theorem 2.3
If f  x, y  has continuous partial derivatives f x  x, y  and f y  x, y  then f xy  x, y   f yx  x, y  if they exist.
Pr oof
We shall prove this assertion using first principle.
Recall that
 f  x   x, y   f  x, y  
f x  x, y   lim   and
 x 0
 x 

 f  x, y   y   f  x, y  
f y  x, y   lim  
 y 0
 y 
  f 
Now f xy  x, y    
y  x 
   f  x   x, y   f  x, y   
  lim   
y   x0  x 
 f x  x, y   y   f x  x, y  
= lim  
 y 0
 y 
  f  x   x, y   y   f  x, y   y  f  x   x, y   f  x, y   
 lim   
 x0  x x  
 lim  
 y 0 y
 
 
 f  x   x, y   y   f  x, y   y   f  x   x , y   f  x , y  
 lim lim   
 y 0  x 0
  x y 

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   f   f y  x   x, y   f y  x , y  
Similarly, f yx  x, y      lim  
x  y   x0  x 
  f  x   x, y   y   f  x   x, y  f  x, y   y   f  x, y   
 lim   
 y 0

  y y  
= lim  
 x 0 x
 
 
 f  x   x, y   y   f  x   x, y   f  x , y   y   f  x , y  
= lim lim     
 x 0  y 0
  x y 
Comparing    and    we have
f xy  x, y   f yx  x, y 
PARTIAL DERIVATIVES OF HIGHER ORDER
Suppose f  f  x, y 
then
f f  
df  dx  dy  d  dx  dy
x y x y
 f f   f   f 
d 2 f  d  df   d  dx  dy   d  dx   d  dy 
 x y   x   y 
     f       f  2 f 2 f 2 f 2 f
  dx  dy   dx    dx  dy   dy   d 2 x 2  dydx  dxdy  d2 y 2
 x y   x   x y   y  x yx xy y
2
 2 2 2     
  d 2 x 2  2dxdy  d 2 y 2  f   dx  dy  f
 x xy y   x y 
2
   
ie, d f   dx  dy  f
2

 x y 
m
   
In general, d f   dx  dy  f
m

 x y 

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2JACOBIAN, DEPENDENT AND INDEPENDENT FUNCTIONS

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Definition 2.3
If u and v are two functions of x and y we say that they are functionally dependent if there is a
functional relationship f  u , v   0 or u    v  . If there exists no such relationship we say that they
are functionally independent. For instance, if v  2 x  3 y and u  4 x 2  12 xy  9 y 2 we observe that
u  v 2  0, ie, f  u , v   0. Therefore, the functions u and v are functionally dependent.
Suppose u and v are functionally dependent.
then
f  u, v   0. 1
Differentiating partially with respect to x we have
f u f v
 0 2
u x v x
Differentiating partially with respect to y we have
f u f v
 0  3
u y v y
Re-writting  2  and  3 in matrix-vector form we have
 uv   f 
 xx   u   0 
   
v   f   0 
 4
 u
 y  
 y   v 
Equation  4  has a non-trivial solution if
u v u u
x x x y
u v
 0 or 0 5
v v
y y x y
The determinant in  5  is refered to as the Jacobian of the functions u and v with respect to x and y
denoted by
  u, v 
J
  x, y 

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Example
x y x y
u and v 
x y
u v y 1

  u , v  x x x2 y xy 1
J  u, v       
  x, y  u v 1 x 2 2
x y xy
 2
y y x y
1 1
ie, J  u, v  
 0
xy xy
Hence, the functions u and v are therefore functionally dependent.
In the opening example above, we have that u  4 x 2  12 xy  9 y 2 and v  2 x  3 y
8 x  12 y 2
J  u, v    3 12 y  8 x   2 18 y  12 x 
18 y  12 x 3
ie, J  u, v   36 y  24 x  36 y  24 x  0
showing the Jacobian to vanish.
Hence, a necessary condition for the functional dependence of any two functions is that their
Jacobian must vanish.
RULES OF JACOBIAN
Let u  u  x, y  , v  v  x, y  , x  x  s, t  and y  y  s , t 
u u x u y v v x v y
  ,  
s x s y s s x s y s
u u x u y v v x v y
  ,  
t x t y t t x t y t
u u x x
  u , v    x, y  x y s t
 
  x, y    s, t  v v y y
x y s t
u x u y u x u y u u u v
 
x s y s x t y t s t s s   u , v 
=   
v x v y v x v y v v u v   s, t 
 
x s y s x t y t s t t t
ie,
  u , v    x, y    u , v 
. 
  x, y    s , t    s , t 

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METHOD OF LAGRANGE’S MULTIPLIER.

Given a function f  x, y  whose stationary points we want to determine subject to a constraint

equation g  x, y   0
f f
Then, we have df  dx  dy  0 1
x y
Equating the coefficients of dx and dy on both sides of vthe equation gives
f f
 0, 0 2
x y
From the constraint equation we also have
g g
dg  dx  dy  0 3
x y
Multiplying  3 by a parameter  and adding the result to 1 we obtain
 f g   f g 
df   dg      dx      dy  0  4
 x x   y y 
Choosing  so that
f g
 0 5 
x x
f g
and  6
y y
Thus, equation  5 &  6  together with the constraint equation g  x, y   0 are sufficient to
determine the stationary points and the Lagrages parameter  .
Examples
1 Determine the maximum distance from the origin  0, 0  to the curve 3x 2  3 y 2  4 xy  2  0
Solution
Distance from origin l 2 is given as


l 2  f  x, y   x 2  y 2 ie, l  x 2  y 2 
g  x, y   3 x 2  3 y 2  4 xy  2  0
f f g g
fx =  2x , f y =  2 y, g x =  6x  4 y , g y =  6 y  4x
x y x y

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Thus,
2 x   6 x  4 y   0
2 y   6 y  4 x   0
3 x 2  3 y 2  4 xy  2  0
ie,
 
4 x 2  y 2  0  y   x
If y   x, then
2x 2  2  0
ie,
x  1
If y  x, then
10 x 2  2  0
ie,
1
x
5
For x  1 we have,
2  2  0    1
The turning points of the functions are therefore,
 1 1   1 1 
A  , , B  ,  , C 1, 1 and D  1,1
 5 5  5 5
But l 2  x 2  y 2  l  x 2  y 2
2 2 2
l2A  ,l B 
5 5
ie,
2
l A, B 
5
l 2C  2  l 2 D
hence,
lc , D  2
Therefore, maximum distance from the origin to the curve is attained at the points C 1, 1 and D  1,1 .

[MATHEMATICAL METHODS,EDO UNIVERSITY IYAMHO]

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[MATHEMATICAL METHODS,EDO UNIVERSITY IYAMHO]
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 2
 1
2

 2  Determine the extreme values  if any  of the function f  x, y    x     y   along the

1
 x  y
straight line x  y  1
Solution
F  x, y   f  x, y    g  x, y  a
F f g
0  0 b
x x x
F f g
0  0 c
y y y
These result in the following equations:
 1  1 
2  x  1  2     0 d 
 x  x 
 1  1 
2  y   1  2     0 e
 y  y 

 1    1 
x 3  = y 3 
 x  2  y 
ie,
1 1
x 3
 y 3
x y
ie,
x 4 y 3  y 3  x3 y 4  x3  0
 x3  y 3  x3 y 4  x 4 y 3  x3 y 3  y  x 
ie,
 x  y   x 2  xy  y 2    x3 y 3  x  y 
hence,
x 2  xy  y 2   x 3 y 3 or x  y
But
1
x  y 1 x  y
2
2
1  1
2 2
 1 1  1 25
Recall that f  x, y    x     y    f  ,   2  2   
 x  y 2 2  2 2
2
1  1
2
 1 1
Thus the function f  x, y    x     y   has a minimum value at  , 
 x  y 2 2
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 2
1  1
2
 25
Thus, the function f  x, y    x     y    , x 0, y 0
 x  y 4
We may need to find the extreme values of a function   f  x, y, z , u  subject to the conditions;
  x, y, z, u   0
  x, y, z, u   0
We follow the preceding method by introducing parameters  and  such that
F  x, y, z, u       
so that
F F F F
   0
x x x x
together with   0 and   0 and determine the point  x0 , y0 , z0 , u0  where f may have an etreme
value and determine the parameters  and  that produce this  these  extreme values.
Example
Find the extreme values of the function xyz on the surface of the positive octant of ellipsoid
x2 y 2 z 2
  1
a 2 b2 c2
Solution
x2 y 2 z 2
  x, y, z   xyz,   x, y, z     1
a 2 b2 c2
 x2 y 2 z 2 
F  x, y, z   xyz    2  2  2  1  0 i 
a b c 
2 x
Fx  yz  2  0  ii 
a
2 y
Fy  xz  2  0  iii 
b
2 z
Fz  xy  2  0  iv 
c
x2 y2 z 2
together with   1
a 2 b2 c2
Multiplying equation  ii  ,  iii  and  iv  by x, y and z respectively and adding the result s yeild
 x2 y 2 z 2 
3 xyz  2  2  2  2  1   0
a b c 
ie
3 xyz  2  0

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Also from equation  ii  ,  iii  and  iv  we have that
x2 xyz y2 xyz z2 xyz
=  , = , =
a 2
2 b 2
2 c 2
2
giving the results;
x2 y2 z2 1
= = 
a 2 b2 c2 3
hence,
x y z 1 1
= =   , x, y , z 0
a b c 3 3
a b c
 x ,y  and z  ,
3 3 3
 a b c  abc
Hence, at the point  , ,  the function   f  x, y, z  is given as on the positive
 3 3 3 3 3
x  axis.It is zero on both y and z  axes. Therefore the function has a maximum value at the point
 a b c  abc
 , ,  given as .
 3 3 3 3 3

Exercise
1 1
 
Prove that f  x, y   x 3  y 3  2 x 2  y 2  3xy has stationary value at  0, 0  and  ,  and determine
3 3
the nature of the stationary values.

[MATHEMATICAL METHODS,EDO UNIVERSITY IYAMHO]

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 LINE AND MULTIPLE INTEGRALS
3.1 LINE INTEGRALS
Suppose y  f  x  is a real single-valued monotonic continuous function of x in x0 x xf

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35
as represented in curve C with end points  x0 , y0  and  x f , y f  . If P  x, y  and Q  x, y  are two
real single  valued continuous functions in x and y  points on C then the integrals

 P  x, y  dx and  Q  x, y  dy
C C
 3.1
or the integral of the sum

 P  x, y  dx  Q  x, y  dy
C
 3.2 
are called the curvilinear or the line integral of the functions P  x, y  and Q  x, y  and the path of integration
C being along y  f  x  from A to B.
Now, since y is expressed in terms of the variable x each of the integrals in  3.1 and  3.2  is equivalent to

 P  x, y  dx   P  x, f  x   dx
C C
3.3

 Q  x, y  dy   Q  x, f  x   y   x  dx
C C
 3.4 
hence,

 P  x, y  dx  Q  x, y  dy   P  x, f  x   dx  Q  x, f  x   y   x  dx
C C

 
  P  x, f  x    Q  x, f  x   y   x  dx
C

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 C
 P  x, y  dx  Q  x, y  dy   P  x, f  x    Q  x, f  x   y   x dx
C
3.5 
xf

  P  x, f  x    Q  x, f  x   y   x dx
x0

or   3.6 
yf

y0
 P  g  y  , y  g   y   Q  g  y  , y dy

Properties of Line Integrals

b b a

1  P  x, y dx   P  x, f  x   dx   P  x, f  x   dx
a a b

 2 If the path of integration C is paralell to y  axis ie, x    =constant  then,

 P  x, y  dx  0
C

Similarly, if C is paralell to x  axis ie, y    =constant   Q  x, y  dy  0

C

 3 If the path is divided into two paths by the point D  x p , y p 

ie, x0 xp x f and y0 yp y f then,
xf xp xf

 P  x, f  x  dx   P  x, f  x   dx   P  x, f  x   dx   P  x, f  x   dx
C x0 x0 xp

ie,
B D B

 P  x, f  x   dx   P  x, f  x   dx   P  x, f  x   dx
A A D

and
yf yp yf

 P  g  y  , y dy   P  g  y  , y  dy   P  g  y  , y  dy   P  g  y  , y  dy
C y0 y0 yp

ie,
B D B

 P  g  y  , y  dy   P  g  y  , y  dy 
A A
 P  g  y  , y  dy
D

 4 If the path C is such that f is not single  valued. Then

D B

 P  x, f  x  dx   P  x, y  x   dx   P  x, y  x   dx
C A
1
D
2

where y1 and y2 are single  valued in x0 x x p and x p x x f respectively.

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 Example3.1
Evaluate the integrals
 a    x  y  dx from A  0,1 to B 1, 0  if
C

 i  C  C1 is given as y  1  x
 ii  C  C2 is given as y  x 2 from O  0, 0  to P 1,1
 b    x 2  2 y  dx   x  y 2  dy from A  0,1 to R  2,3 if C : y 1 x
C

Solution
 a  i     x  y  dx from A  0,1 to B 1, 0  if C  C 1 is given as y  1  x
C

We observe that along the path of integration C , y  1  x

 x  y  x 1 x  1
hence,
1 1

  x  y  dx =  dx   x 
C 0
1
0

 ii  Integrating along C2 where y  x 2 from O  0, 0  to P 1,1 we have

x  y  x  x2 ,
hence,
1 1
P 1
 x 2 x3  1 1 5
  x  y  dx =   x  x  dx    x  x  dx   x       
2 2

C O 0 0 2 3 0  2 3 6
 b    x 2
 2 y dx  x  y  2
 dy from A  0,1 to R  2,3 if C : y  1  x
C

Observe that along the path of integration C , y  1  x

hence,
x 2  2 y  2  2 x  x 2 and x  y 2  x  1  x  =1+3 x  x 2 , dy  dx
2

ie,
x 2
    
 2 y dx  x  y 2 dy  2  2 x  x 2 dx  1+3 x  x 2 dx  3  5 x  2 x 2 dx    
ie,

  x    
 2 y dx  x  y 2 dy from A  0,1 to R  2,3 if C : y  1  x
2

C
2
 2 
2
  
25
2

3  5 x  2 x dx  3 x  x 2  x 3   6 
3 0
20 16 64
2

3

3
0

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 Example3.2
 a  Evaluate the line integral   x  y  dx from  0,1 to  0, 1 where C is the semicircle
C

 
1
defined as C : y  1  x 2 2
.
Solution
We subdivide C into C1 and C2 thus;

   
1 1
C1 : y  1  x 2 2
, C2 : y   1  x 2 2

   
D B
 I   x  1  x 2 dx   x  1  x 2 dx
A D

   
1 0
  x  1  x dx   x  1  x 2 dx
2

0 1

   
1 1
  x  1  x 2 dx   1  x 2  x dx
0 0

 
1 1
  x  1  x  1  x  x dx   2 1  x 2 dx
2 2

0 0

Putting x  Sin
then,
1  x 2  Cos , dx  Cos d
hence,
 
2 2

I  2  Cos  d   1  Cos2  d  2
2

0 0

[MATHEMATICAL METHODS,EDO UNIVERSITY IYAMHO]

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3.2 Line Integrals around Closed Plane Curves.
Example

  2 xydy  x dx  where C :  whose vertices are at the points

2
Evaluate the line integral
C

 0, 0  , 1, 0  and 1,1 .

Solution
We may sketch the  to make the problem clearer.

[MATHEMATICAL METHODS,EDO UNIVERSITY IYAMHO]

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 i  Along AB , y  0
 dy  0
hence,
2 xydy  x 2 dx   x 2 dx
1
B B
 x3 
1

  1
 2 xydy  x dx    x dx    x dx      
2 2 2

A A 0  3 0 3
 ii  Along BD , x  1
 dx  0
hence,
2 xydy  x 2 dx  2 ydy
B B 1

  2 xydy  x dx   2 ydy  2  ydx   y

2 1
 2
  1
0
A A 0

Along DA both x and y are varying.

Since its a straight line we assume y  ax  b
y  0   b  0  y  ax, y 1  1  y  x and dy  dx
 2 xydy  x 2 dx  x 2 dx

0
A 0
 x3  1

D    1
         
2 2 2
2 xydy x dx x dx x dx
1 0  3 1 3
But  P  x, y  dx  Q  x, y  dy
C
B D A
=   P  x, y  dx  Q  x, y  dy   P  x, y  dx  Q  x, y  dy   P  x, y  dx  Q  x, y  dy
A B D

ie,
B D A

  2 xydy  x dx     2 xydy  x dx     2 xydy  x dx     2 xydy  x dx 

2 2 2 2

 A B D

1 1 1
  1 
3 3 3

3.3 Line Integral with respect to an Arc Length.

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To evaluate  P  x, y ds, where s is the length of an arc.
we recall that s 2  x 2  y 2
 s  x2  y 2
ie,

 x    y 
2 2
s 

 ds  d 2 x  d 2 y
2 2
ds  dx   dy 
        1  y 2
dx  dx   dx 
hence,
ds  1  y 2 dx
On the otherhand if x and y are defined parametrically with respect to a parameter t we thus will have
2 2
 dx   dy 
ds        x 2  y 2 dt
 dt   dt 
Examples
1 Evaluate the line integral   3x  2 xy  ds where C is defined as C : y  x from  0, 0  to 1,1 .
C

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Solution
Given that C : y  x  dy  dx and 3x  2 xy  3x  2 x 2 on the curve C.
ds  1  y 2 dx  2dx
1
3 2 
1 1
   3x  2 xy ds    3x  2 x  2dx  2   
3 x  2 x dx  2  x 2  x 3 
2 2

C 0 0 2 3 0
ie,
3 2  13 2
 3x  2 xy ds 
C
2 
2 3

6
 2  x 
 y 2 ds where C : x 2  y 2  4
2
Evaluate
C

Solution
The curve C is the circle centred  0, 0  with radius 2

 
1
In the segment ABC , y  4  x 2 2

 
1
In the segment CDA, y   4  x 2 2

The coordinates of the points are: A  2, 0  , B  0, 2  , C  2, 0  and  0, 2 

 x 
 y 2 ds will therefore be subdivided into 4 curvilinear integrals thus;
2
The integral
C
B C D A

 x 
 y 2 ds  x    
 y 2 ds   x 2  y 2 ds   x 2  y 2 ds   x 2  y 2 ds   
2 2

C A B C D

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 B

     
1 dy 1 x
Take I1   x 2  y 2 ds; y  4  x 2 2
   x 4  x2 2

A
dx 4  x2
1 1
B 0
 x2  2
0
 x2  2
 x y  2 2
 2

ds    x  4  x  1  2 
dx   2x2  4
2
    1  2 
dx
A 2  4 x  2  4 x 
C

     
1 dy 1 x
I 2   x 2  y 2 ds; y  4  x 2 2
   x 4  x2 2

B
dx 4  x2
1 1
2 2
B
 x2  2  x2  2
 x y  2 2
  
ds    x  4  x  1 
2
 2  
dx   2 x  4 1 
2 2
2 
dx  
A 0  4 x  0  4 x 
D

     
1 dy 1 x
I 3   x 2  y 2 ds; y   4  x 2 2
  x 4  x2 2

C
dx 4  x2
1 1
D 0
 x2  2
0
 x2  2
 x y  2 2
  2

ds    x  4  x  1  
2 
dx   2 x 2  4
2
    1  2 
dx
C 2  4 x  2  4 x 
A

     
1 dy 1 x
I 4   x 2  y 2 ds; y  4  x 2 2
   x 4  x2 2

D
dx 4  x2
1 1
A 2
 x2  2
2
 x2  2
 x y  2 2
 2

ds    x  4  x  1  2 
dx   2x2  4
2
    1  2 
dx
D 0  4 x  0  4 x 
B C D A

 x y  ds    x y  ds    x y  ds    x y  ds    x  y 2 ds 
2 2 2 2 2 2 2 2 2
But
C A B C D

 I1  I 2  I 3  I 4
1 1 1
2
0
 x2  2  x2  2
0
 x2  2
  2 x 2  4 1  
 2 
dx   2 x2  4    1 
 2 
dx   2 x2  4    1  2 
dx
2  4 x  0  4 x  2  4 x 
1
2
 x2  2
  2 x  4 1 
2

2 
dx
0  4 x 
2  2
1
 2  2
 2
1
2  2
1
 2  2
 2
1

  
2 x  4 1 
2 x

 4  x 2 
 1 
x
2 
dx   2 x 2  4    1  x
  1 
x
2 
dx  0
0
  4  x   0  4  x 2 
  4  x  

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3.4 Line Integral Independent of Path.

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Consider the integral
B
I   dF  3.4.1
A
B
dF
B
 F dx F dy 
 dt      dt
A
dt A  x dt y dt 
B
 F F 
  dx  dy   F  t B   F  t A 
A
x y 
 F  xB , y B   F  x A , y A   3.4.2 
This integral depends only on the value of the function F  x, y  at the end points A and B and not
on the equation of the curve C .
If therefore C is a closed - simple curve then the points A and B coincide and so the value of the
integral is zero.
ie,  dF  0 3.4.3
C

Hence, if a function F  x, y  can be found so that

F F
 P  x, y  and  Q  x, y  , then
x y
B

  P  x, y  dx  Q  x, y  dy   F
A
B  FA 3.4.4 
B
The condition for the integral I    P  x, y  dx  Q  x, y  dy  to be independent of the path of integration
A

F F
C is therefore that P  x, y  = and Q  x, y  
x y
2 F 2 F
But =
xy yx
  F  Q  x, y    F  P  x, y 
     
x  y  x y  x  y
Q  x, y  P  x, y 
ie,  3.4.5
x y
Therefore, the necessary condition for the integral in  3.4.4  to be independent of path is equation  3.4.5  .

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 Examples
 
1 Compute the line integral   yCosxdx  sin xdy  from the point A  0, 0  to B 
B
, .
A 4 4
Solution
B B
Comparing the integral   yCosxdx  Sinxdy 
A
with the general form   P  x, y  dx  Q  x, y  dy 
A

we observe that
P  x, y   yCosx and Q  x, y   Sinx
For exactness we require that
P Q

y x
But from the given problem
P Q
= Cosx and  Cosx
y x
ie,
P Q
=
y x
and hence, the integrand is an exact differential. Thus,  a function F  x, y  such that
F F
 P  x, y   yCosx and  Q  x, y   Sinx
x y
in which
B B

  yCosxdx  Sinxdy    dF
A A

ie,
B
F  x, y    yCosxdx  ySinx  h  y 
A

F 
But  Sinx   ySinx  h  y    Sinx  h   y   Sinx  h  y   
y y 
hence,
F  x, y   ySinx
B
   1 
  yCosxdx  Sinxdy    ySinx 
B
 A
 Sin  
A
4 4 4 2 4 2

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 xdy  ydx
 2  Compute the integral 
C x2  y2
Solution
Observe that
xdy  ydx x y
 2 dy  2 dx
x y
2 2
x y 2
x  y2
ie,
y x
P  x, y    and Q  x, y   2
x y22
x  y2
 2 
P   y    y   x  y2  2 y2  y 2  x2
    2    
y y  x 2  y 2  y  x  y 2  
   
2 2

 x 2
 y 2
 x2  y 2
 
Q   x   x 2  y 2  2 x 2  y 2  x2
   
x x  x 2  y 2   x 2  y 2 2     
2

  x2  y2
P Q
 
y x
xdy  ydx
Thus, the integrand is an exact differential of some function F  x, y  such that
x2  y2
F y F x
 2 and  2
x x y 2
y x  y 2
ie,
x y
dF  dy  2 dx
x y22
x  y2
hence,
xdy  ydx

C x2  y 2
  dF  0
C

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3.5 Multiple Integrals.

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The integral
y   x b

  f  x, y  dxdy
y  x  a
3.5.1
is refered to as the multiple integral of the function f  x, y  in the rectangular region
: a  x  b;   y  
In general, if f  x, y  is continuous in  then the order of integration does not affect the value of the
integral.
ie, provided f is continuous in 

 f  x, y  dxdy   f  x, y  dydx
 
3.5.2 
Properties of Double Integrals
For any continuous single-valued fuctions f  x, y  and g  x, y  in 
 a    f  x, y   g  x, y  dxdy   f  x, y  dxdy   g  x, y  dxdy
  

b For any constant    f  x, y  dxdy    f  x, y  dxdy

 

c If  can be subdivided into two non-overlapping regions 1 and 2  1  2  , 1   2  

then,

 f  x, y  dxdy   f  x, y  dxdy   f  x, y  dxdy

 1 2

Examples
1 Compute the double integral   2 x 2  y  dxdy where  is the region bounded by the straight line


y  x and the parabola y  x . 2

Solution
We neeed to obtain the boundary of the region . This is effected by solving simultaneously the equations;
y  x and y  x 2 .
The solution is given by x  0,1. That is, the straight line y  x and the parabola y  x 2 meet at the points
 0, 0  and 1,1 .

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[MATHEMATICAL METHODS,EDO UNIVERSITY IYAMHO]
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 x y y
2 
1 1
 I   dy   
2 x  y dx    x 3  xy  dy
2

0  y
0 x y
3
1
 5 32 2 3
1
  2 52 1 4 1 3 
   y  y  y dy   y  y  y 
2

0  3
3 3 6 3 0
 2 1 1 1
   
 3 6 3 6
x y 1
It can easily be shown using the same procedure above that   
dx  2 x 2  y dy will yeild
x y 0

the same result.

x y
1 1

 2 Obtain the value of the integral    x  y 3

dxdy
0 0

Solution
x y
In this problem since the function f  x, y   has discontinuity along the straight line
 x  y
3

y   x contained in the rectangular region  : 0  x  1; 0  y  1. The order of integration therefore

affects the value of the integral as will be shown presently.
x y x y
1 1 1 1
Suppose I1     x  y
0 0
3
dxdy   dy 
0 0  x  y
3
dx

Setting x  y  u ie, x  u  y  dx  du

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ie,
1 y 1 y 1 y
x y u  2y
1 1 1 1 1
I1   dy  dx   dy  du   dy  u  2 y  u du   dy  u 
3 2
 2u 3 y du
 x  y
3
0 0 0 y u3 0 y 0 y

1 y
 y 1
1 1
dy
   2   dy   
0 u 0 1  y 
u y 2

Assume 1  y   , then dy  d
ie,
d
2
1 1 
2
1
I1    2       1  
1    1  2  2
x y x y
1 1 1 1
On the other hand suppose I 2     x  y
0 0
3
dydx   dx 
0 0  x  y
3
dy

Set x  y  t so that y  t  x and dy  dt

ie,
1 x 1 x
x y 2y  t
1 1 1 1
I 2   dy  dy   dy  
dt   dx  2t 3 x  t 2 dt 
 x  y
3 3
0 0 0 x t 0 x

2
dp  1 
1 2
dx 1
   2    
1  y 
2
0 1 p  p 1 2

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