ADVANCED ENGINEERING

MATHEMATICS

H.C. Taneja
Professor & Head
Dept. of Applied Mathematics
Delhi Technological University, Delhi

I.K. International Publishing House Pvt. Ltd.

NEW DELHI • BANGALORE
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 Preface

Both the earlier volumes of Advanced Engineering Mathematics have been well received by teachers
and students. To give it a broader acceptance, in the present volume a new chapter on “Linear
Difference Equations and Z-Transforms” has been added. The text comprising 26 chapters has been
divided into 8 parts:
A. Vector Algebra and Matrices (Ch. 1-2)
B. Differential and Integral Calculus (Ch. 3-7)
C. Vector Calculus (Ch. 8-9)
D. Ordinary Differential Equations and Laplace Transforms (Ch. 10-13)
E. Fourier Analysis and Partial Differential Equations (Ch. 14-17)
F. Complex Analysis (Ch. 18-20)
G. Numerical Methods (Ch. 21-23)
H. Statistical Methods and Linear Programming (24-26)
I hope that the book, in its present form will serve the readers better and look forward to their
suggestions for further improvement in text.

H.C. Taneja
hctaneja@redifmail.com
 Contents

Preface v

PART A: VECTOR ALGEBRA AND MATRICES

1. Solid Geometry 3
1.1 Vectors in Space 3
1.2 Lines and Planes in Space 18
1.3 Sphere 26
1.4 Cone 40
1.5 Cylinder 48
1.6 Quadric Surfaces 55
2. Matrices, Determinants and Eigenvalue Problems 63
2.1 Matrices: Some Basic Definitions 63
2.2 Matrix Algebra 64
2.3 Special Matrices 68
2.4 Determinants 75
2.5 The Inverse of a Matrix 90
2.6 Solution of Linear System of Equations (n ¥ n Form) 93
2.7 Elementary Transformations. Rank, Normal and Echelons Form of a 97
Matrix. Inverse by Gauss-Jorden Method
2.8 Vector Spaces 108
2.9 Matrices as Linear Transformations 116
2.10 Solution of Linear System of Equations: General Form 119
2.11 Matrix Eigenvalue Problems. Cayley-Hamilton Theorem 125
2.12 Similar Matrices. Diagonalization 133
2.13 Special Matrices Eigenvalues 138
2.14 Quadratic Forms. Reduction to Canonical Form 140
viii Contents

PART B: DIFFERENTIAL AND INTEGRAL CALCULUS

3. Infinite Series 153

3.1 Sequences and Series 153
3.2 Positive Terms Series 156
3.3 Tests for the Convergence of Positive Terms Series 157
3.4 Alternating Series 174
3.5 Absolute Convergence of a Series 177
3.6 Power Series 179
4. Differentiation and Its Applications 184
4.1 Single and Higher Order Derivatives 184
4.2 Errors and Approximations 189
4.3 Tangents and Normals 190
4.4 Derivative of Arc Length 194
4.5 Mean Value Theorems 201
4.6 Taylor’s and Maclaurin’s Theorems and Series 207
4.7 Indeterminate Forms 222
4.8 Extreme Values of a Function 225
4.9 Curvature and Evolute 231
4.10 Envelopes 253
4.11 Asymptotes 258
4.12 Curve Tracing 271
5. Partial Differentiation and Its Applications 294
5.1 Function, Limits and Continuity 294
5.2 Partial Derivatives 300
5.3 Total Differential and Approximation 309
5.4 The Chain Rule: Differentiation of Composite and Implicit Functions 313
5.5 Jacobians 319
5.6 Homogeneous Functions 329
5.7 Taylor’s Expansion. Approximation and Error Estimation 334
5.8 Extreme Values of Functions of Two Variables 342
5.9 Constrained Extreme Values: Lagrange’s Method 347
5.10 Differentiation under the Integral Sign: The Leibnitz’s Rule 352
6. Definite Integrals and Their Applications 360
6.1 Antiderivatives: Indefinite Integrals 360
6.2 Definite Integrals and Their Properties 361
6.3 Reduction Formulae 366
6.4 Areas of Bounded Regions 379
 Contents ix

6.5 Arc Lengths of Plane Curves 385

6.6 Volumes of Solids of Revolution 389
6.7 Surface Areas of Solids of Revolution 396
6.8 Centroids of Arc, Lamina, Volume and Surface of Revolution 401
6.9 Theorems of Pappus 406
7. Multiple Integrals and Their Applications 412
7.1 Double Integrals 412
7.2 Double Integrals in Polar Co-ordinates 421
7.3 Transformation of Variables in Double Integral 424
7.4 Applications of Double Integrals 427
7.5 Triple Integrals 438
7.6 Transformation of Variables in Triple Integrals 441
7.7 Applications of Triple Integrals 445
7.8 Improper Integrals and Their Convergence 452
7.9 The Gamma Function 465
7.10 The Beta Function 467
7.11 The Error Function 476

PART C: VECTOR CALCULUS

8. Vector Differential Calculus 483

8.1 Differentiation of a Vector Function 483
8.2 Velocity and Acceleration. Tangential and Normal Acceleration 487
8.3 Scalar and Vector Fields. Gradient of a Scalar Field. Directional Derivatives 495
8.4 Divergence and Curl of a Vector Field 505
8.5 Some Vector Identities 510
9. Vector Integral Calculus 519
9.1 Integration of Vector Functions 519
9.2 The Line Integral. Independence of Path 523
9.3 Surface and Surface Integrals 532
9.4 Green’s Theorem in the Plane 539
9.5 Stokes’ Theorem: A Generalization of Green’s Theorem 544
9.6 Volume Integral Gauss Divergence Theorem 551

PART D: ORDINARY DIFFERENTIAL EQUATIONS AND LAPLACE TRANSFORMS

10. First Order Ordinary Differential Equations 565

10.1 Basic Concepts 565
10.2 Formation and Solutions 567
x Contents

10.3 Variable Separable Form 573

10.4 Homogeneous Equations 576
10.5 Exact Differential Equations 578
10.6 Equations Reducible to Exact Form. Integrating Factors 581
10.7 Linear form: The Leibnitz’s Equation 586
10.8 The Bernoulli, the Riccati and the Clairaut’s Equations 589
10.9 A Geometrical Application: Orthogonal Trajectories 593
10.10 ModelLing: Radioactivity, Newton’s Law of Cooling, and Mixing Problems 596
10.11 Modelling: Body Falling in a Resisting Medium. Velocity of Escape 600
from Earth Motion of a Rocket
10.12 Modelling: Simple Electric Circuits 606
11. Second and Higher Order Linear Differential Equations 615
11.1 Basic Concepts 615
11.2 Solution of Linear Differential Equations. Linearly Independent 616
and Dependent Solutions
11.3 Finding Second Linearly Independent Solution from a Known Solution: 621
Reduction of Order
11.4 Differential Opereator D. Solution of Constant Coefficients 623
Homogeneous Linear Equations
11.5 Solution of Constant Coefficients Non-Homogeneous Linear Equations 632
11.6 Equations Reducible to Linear Equations with Constant Coefficients 642
11.7 Method of Variation of Parameters. Method of Undetermined Coefficients 646
11.8 Simultaneous Linear Differential Equations 654
11.9 Modelling Simple Harmonic Motion 658
11.10 Modelling Mass-Spring System: Free and Forced Oscillations 660
11.11 Modelling R-L-C Electrical Circuit: Analogy with 672
Mass-Spring System
11.12 Modelling: Bending of Elastic Beams 676
11.13 Modelling: Applications of Simultaneous Linear Differential Equations 680
12. Series Solutions of Differential Equations and Special Functions 690
12.1 Introduction 690
12.2 Power Series Solutions 690
12.3 Legendre Equation Legendre Polynomials. Fourier-Legendre Series 698
12.4 Singular Points of Linear Differential Equations. Method of Frobenius 715
12.5 Bessel Equation. Bessel Function of the First Kind 727
12.6 Bessel Functions of the Second Kind 738
12.7 Modified Bessel Functions 742
12.8 Orthogonality of Bessel Functions Fourier-Bessel Series 745
12.9 Sturm-Liouville Problem. Eigenfunctions and Orthogonality 750
 Advanced Engineering Mathematics

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