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GATE - NOTES - MATHEMATICS

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R.Dhanaraj

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February 19, 2016

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1 Determinants

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A square array of elements that represents the sum of certain products of

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these elements. The order of the determinant is defined by the number of
rows or columns. Determinant of third order is

a1 a2 a3 

 b1 b2 b3 


Ci
 
 c1 c2 c3 
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The value of the determinant is defined through the combination of three

second order deteminants as shown here:
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b2 b3  b1 b3  b1 b2 
 − a2 
a1  c1 c3  + a3 c1 c2  = a1 (b2 c3 − b3 c2 ) − a2 (b1 c3 − b3 c1 ) + a3 (b1 c2 − b2 c1 )
  
c2 c3 
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The value of the determinant of order n is the sum of the values of n deter-
minants of order (n − 1).
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1.1 Properties of Determinants

1. The value of the determinant is not altered when rows are changed as
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columns and columns are made as rows.

2. If any two rows or columns are interchanged, there is change in sign

of the determinant value.
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3. If the corresponding elements in a row or column depend on each other

then the value of the determinant is zero.

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 4. If every element of a row or a column is multiplied by a number c, then

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the value of the new determinant is c times the value of the original

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determinant.

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5. If every element in a row or column is expressed as sum of two quanti-
ties, then the determinant can be expressed as sum of two determinants
of same order.

n
     
a1 + α a2 + β a3 + γ  a1 a2 a3  α β γ 

io
     
 b1 b2 b3
 =  b1 b2 b3  + b1 b2 b3 
     

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 c1 c2 c3   c1 c2 c3  c1 c2 c3 

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6. The value of the determinant is not altered when elements in a row
(column) are added by constant multiples of corresponding elements

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of any number of rows (columns).
     
a1 + k b1 a2 + k b2 a3 + k b3  a1 a2 a3 
Ci b1 b2 b3 
     

 b1 b2 b3  =  b1 b2 b3  + k b1 b2 b3 
    
 c1 c2 c3   c1 c2 c3  c1 c2 c3 
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The second term determinant value is zero and hence the value of the
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given determinant remains same.

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7. The sum of the products of the elements in any row (column) and the
co factors of the corresponding elements of any other row (column) is
zero.
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8. The determinant is zero, if all the elements in any row (column) are
zero.
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9. Product of determinants. The product of two determinants is as fol-

lows:
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a1 a2 a3  α1 α2 α3  a1 α1 + a2 α2 + a3 α3 a1 β1 + a2 β2 + a3 β3 a1 γ1 + a2 γ2 + a3 γ3 
  
 b1 b2 b3 × β1 β2 β3  =  b1 α1 + b2 α2 + b3 α3 b1 β1 + b2 β2 + b3 β3 b1 γ1 + b2 γ2 + b3 γ3 
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 c1 c2 c3   γ1 γ2 γ3   c1 α1 + c2 α2 + c3 α3 c1 β1 + c2 β2 + c3 β3 c1 γ1 + c2 γ2 + c3 γ3 

10. A determinant is symmetric if aij = aji .

11. The determinant is skew symmetric if aij = − aji . Hence the main
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diagonal elements will be zero.

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 12. Solution to set of linear,algebraic simultaneous equations can be ob-

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tained by using determinants. Consider the following equations.

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a1 x + a2 y + a3 z = α1

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b1 x + b2 y + b3 z = α2
c1 x + c2 y + c3 z = α3

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The values of the unknowns x,y and z are obtained as

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∆1 ∆2 ∆3
x = y = z = where
∆ ∆ ∆

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a1 a2 a3  α1 a2 a3 
 
∆ =  b1 b2 b3  ∆1 = α2 b2 b3 

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 c1 c2 c3  α3 c2 c3 

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a1 α1 a3  a1 a2 α1 
 
∆2 =  b1 α2 b3  ∆3 =  b1 b2 α2 
 c1 α3 c3 
The above is known as Cramer’s rule.
Ci  c1 c2 α3 

13. The system of equations has Unique Solution when ∆ 6= 0 and they
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are referred as Consistent Equations. If ∆ = 0, the given set of
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equations may or may not have solution and is known as Inconsistent

Equations.
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2 Matrix Algebra
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The basics of matrices were first proposed by the French Mathematician,

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Cayley, in 1857 and since then it has become powerful tool not only in
mathematics but also widely used in solving varieties engineering problems.
A set of numbers, pq, arranged in an array form containing p rows and
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q columns is known as matrix. Any element in the rectangular array is

identified by using two subscripts, the first one indicating row number and
the second represents column number. Consider an array A as shown here:
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a11 a12 a13 · · · a1q

 
 
 
 a21 a22 a23 · · · a2q 
 
[A]p×q =  
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 
 · · · ··· ··· 
 
 
ap1 ap2 ap3 · · · apq

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 The following points bring out the difference between determinant and ma-

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trix.

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• The matrix represents arrangement of numbers in a rectangular form

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or row form, (containing only one row) or in column form (having one
column only). The determinant is always in square form.

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• The determinant is a symbolic representation of a homogeneous poly-
nomial defined from its elements or a single number. On the other hand

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matrix represents a set of numbers in rectangular or square form.

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2.1 Different Forms of Matrix

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1. Row Matrix. It is the arrangement of numbers in one row and num-
ber of columns is equal to the number of values.

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{A}1×q = a11 a12 a13 · · · a1q
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2. Column Matrix. It is the arrangement of numbers in one column
and number of rows is equal to the number of values.
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 

 a11 

 a21 

 

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{A}p×1 = ·
 · 

 
 

ap1
 
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Column matrix and row matrix are normally referred as vector.

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3. Square Matrix. If the number of rows and columns are equal then
it is referred as square matrix. A square matrix whose elements, other
than the main/principal/leading diagonal (row index and column in-
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dex are same), are zero values is known as Diagonal Matrix. In the
diagonal matrix, if the values of the main diagonal are same then it
is known as Scalar Matrix. If the values of elements in the main
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daigonal are equal to 1 then it is known as Identity or Unit Matrix

and is denoted by I.

4. Triangular Matrix. The square matrix, in which the values of the

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elements above the main diagonal are zero, is known as Lower Tri-
angular Matrix. In case the elements below the main diagonal are
zero, then it is referred as Upper Triangular Matrix.

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 5. Symmetric Matrix. A square matrix is said to be symmetry if

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aij = aji

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6. Skew-Symmetric Matrix. A square matrix is said to be skew-

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symmetry if aij = − aji . Therefore main diagonal elements will
be zero.

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7. Singular Matrix. If the determinant value of a square matrix is
zero, then it is known as singular matrix.Otherwise it is referred as

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Non-singular Matrix.

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2.2 Operation of Matrices

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The requirements for carrying out algebraic operations on matrices are de-
scribed in the following.

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1. Two matrices A and B are said to be equal if the number of rows and
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columns of the two matrices and every element one matrix is same as
the corresponding element in the other matrix.
2. Addition/Subtraction of Matrices. The matrix addition/subtraction
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can be performed only when the size of the two given matrices are
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same. The resulting matrix is defined by the sum/difference of the

corresponding elements in the two matrices.
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3. Multiplication of a Matrix with a Scalar. Consider a matrix P

of size p × q and m as a scalar, a number. Then cP is defined by
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multiplying every element in the matrix by the specified scalar m.

4. Laws of Matrix Operations. Consider the addition of two matrices
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P and Q.
P +Q = Q+P Commutative Law. This is not valid for subtraction
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Consider addition of three matrices P, Q and R.

(P + Q) + R = P + (Q + R) Associative Law. This is not valid for subtraction
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Consider two matrices P and Q and a scalar m.

m (P + Q) = m P + m Q Distributive Law.
Also it is to be noted from the above laws that, the following algebraic
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relations are also valid.

4P = P +P +P +P or 4P = 2P +2P 4P = 6P −2P

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 5. Positive Power of a Matrix. If P is a square matrix, P n is defined

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by multiplying P by itself n-1 times. The resulting matrix is a square

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matrix order of which is same as that of P.
6. A square matrix P is known as idempotent if P = P 2 .

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 
1 −2 1

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 
 
 −1 2 −1  is an idempotent matrix

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 
 
−2 4 −2

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7. A square matrix P is known as nilpotent if P n = 0 and order is n.

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 
2 −1
is a nilpotent matrix of order 2

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 
4 −2

(P + Q)2 =
Ci
8. Consider two square matrices P and Q. Then
P 2 + P Q + Q P + Q2
(P − Q)2 = P 2 − P Q − Q P + Q2
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P 2 − P Q + Q P − Q2
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(P + Q) (P − Q) =
If P Q = Q P then
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(P + Q)2 = P 2 + 2 P Q + Q2
(P − Q)2 = P 2 − 2 P Q + Q2
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(P + Q) (P − Q) = P 2 − Q2

9. Transpose of a Matrix. The operation of interchanging the rows

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and columns of a given matrix Pp×q is known as transpose of P and

t . If P is a square symmetric matrix then P t = P .
is denoted by Pq×p
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If P is a square skew-symmetric matrix then P t = − P . Any

square matrix can be defined as sum of a symmetric matrix and skew
symmetric matrix.
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P + Pt P − Pt P + Pt P − Pt
P = + = Q+R Q = R =
2 2 2 2
It can be seen that
Q = Qt Rt = − R
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Hence a square matrix can expressed as sum a symmetric ans skew-

symmetric matrices.

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 10. Transpose of Product Form. The transpose of the product of two

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matrices is the product of transposed matrices taken in the reverse

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order. Consider matrices Pp×q and Qq×p . Then

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(Pp×q Qq×p )t = Qt p×q P t q×p

11. Inverse of Matrix. For a square matrix P, another square matrix

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Q can be found such that P Q = Q P = I. Then Q is the inverse of

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P.

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• Inverse exists only for non-singular matrix.
• If inverse of a matrix can be defined, it is unique.

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• The inverse of the inverse of a non-singular matrix is the matrix
itself.

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• Transpose of the inverse of a
matrix is the inverse of the trans-
−1

t −1
posed matrix. P = Pt Ci
• The inverse of product of two matrices is the product of inverse
of individual matrices taken in the reverse order.
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12. Rank of Matrix. Consider a matrix P of order p×q. From the given
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matrix select r number of any rows and same number of columns. The
rank is defined as r for which the determinant value is not zero. Of all
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the possible combinations of r number of rows and columns, the rank

is r, if for at least one combination the determinant is not zero. Also
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for all combinations of r + 1 rows and columns the determination

value will be zero.
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Another Definition. The highest order of the nonzero determinant

that may be formed from the given matrix by selecting arbitrarily r
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number of rows and columns.

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13. Determining the rank through the evaluation of all possible square
sub-matrices will be difficult one in case the given matrix order is
high. This can be reduced by transforming the given matrix using
elementary transformation to a form in which the number of non-zero
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rows is the rank of matrix.

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 14. Transform the given matrix into a triangular form and the product of

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the main diagonal elements gives the determinant value.

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15. The rank of a rectangular matrix of size m × n can be at the most

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least of m and n.

16. Interchanging two its rows or columns will not change the rank of the

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matrix.

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17. Multiplying the elements of a row or column will not change the rank
of the matrix.

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18. The rank remains same when elements of one row (or column) are

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added to the corresponding elements of another row ( or column).

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2.3 Problems
P1-G2007-Q22 Ci
Let P and Q be two square matrices of same size. Consider the follow-
ing statements.
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1. P Q = 0 implies P = 0 or Q = 0 or both
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2. P Q = I 2 implies P = Q−1

(P + Q)2 = P 2 + 2 P Q + Q2
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3.

4. (P − Q)2 = P 2 − 2 P Q + Q2
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where I is the identity matrix. Which of the following statements is true?

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(a) 1,2 and 3 are false, but 4 is true

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(b) 1,2 and 4 are false, but 3 is true

(c) 2,3 and 4 are false, but 1 is true

(d) 1,3 and 4 are false, but 2 is true

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Answer: (d)

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 y
P2-G2012-Q1

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The constraint A2 = A on any square matrix A is satisfied for

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(a) the identity matrix only (b) the null matrix only

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(c) both identity matrix and null matrix (d) no square matrix A

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Answer: (c)

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P3-G2013-Q28

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Values of a, b and c, which render the matrix

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 1 1 
√ √ a Ci
 3 2 
 
 
 1 
 √ 0 b 
[Q] =   orthogonal are, respectively
 3
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
 
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 
 1 1 
√ −√ c
3 2
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1 1 1 2 1
(a) √ , √ ,0 (b) √ , −√ ,
2 2 6 6 6
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1 1 1 1 2 1
(c) − √ ,− √ , √ , (d) − √ , √ ,− √ ,
3 3 3 6 6 6
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For Q to be orthogonal Q Qt = I. For the given matrix

5 1 1
 
a2 + ab + ac −
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 

 6 3 6  1 0 0
   
t
 1 1 1   
[Q] [Q] =   ab + b2 + bc +  =  0 1 0 
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 3 3 3  



 
 1 1 5  0 0 1
ac − bc + c2 +
6 3 6
Values of a, b and c can be determined by using the condition for off diagonal
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elements to be zero.
1 1 1
ab + = 0 ac − = 0 bc + = 0
3 6 3

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 Solving the above equations, the values of a, b and c are respectively

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1 2

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a = c = ∓√ b = ±√
6 6

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Hence the values of a, b and c are respectively
1 2 1
a = −√ b = √ c = −√ (OR)

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6 6 6

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1 2 1
a = √ b = −√ c = √
6 6 6

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Answer: (d)

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P4-G2014-Q1

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For a real symmetric matrix [A] which of the following statements is true.

(a)
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The matrix is always diagonalisable and invertible.

(b) The matrix is always invertible but not necessarily diagonalisable

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(c) The matrix is always diagonalisable but not necessarily invertible.

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(d) The matrix is always neither diagonalisable nor invertible.

Answer: (c)
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P5-G2014-Q26
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 
3 −3
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If [A] =  
−3 4
 
then det − [A]2 + 7 [A] − 3 [I] is
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(a) 0 (b) -324 (c) 324 (d) 6

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   
18 − 21 21 − 21
[A]2 = [A] [A] =   7A =  
− 21 25 − 21 28

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  
3 0

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3I =  

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0 3
Hence the given expression is simplified as

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 
0 0
− [A]2 + 7 [A] − 3 [I] =  Hence determinant value is zero.

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
0 0

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Answer: (a)

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AP1

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 3 4 
 5 5 
For a matrix [M ] = 
Ci ,
3
 
x
5
[M ]T = [M ]−1 .
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the transpose of the matrix is equal to the inverse of the matrix
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The value of x is given by

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4 3 3 4
(A) − (B) − (C) (D)
5 5 5 5
For the given condition on [M ], [M ] [M ]T = [M ]T [M ] = [I]. There-
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fore  3 12 
1 x +
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5 25 
[M ] [M ]T = 


3 12 9
 
x + + x2
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5 25 25
Value of x is determined using the condition that the value of off diagonal
4
element must be zero. Hence the value of x is −
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Answer: (A)

AP2
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Match the items in Column I with those in Column II.

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 Column I Column II

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P. Singular Matrix 1. Determinant is not found

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Q. Non-square matrix 2. Determinant is always one

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R. Real symmetric matrix 3. Determinant is zero

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S. Orthogonal matrix 4. Eigenvalues are always real

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5. Eigenvalues are not defined
P→3, Q→1, R →4, S→2 P→2, Q→3, R →4, S→1

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(A) (B)

P→3, Q→2, R →5, S→4 P→3, Q→4, R →2, S→1

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(C) (D)

Answer: (A) Ci
AP3
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Multiplications of matrices E and F is G. Matrices E and G are
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   
cos θ − sin θ 0 1 0 0
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   
   
[E] =  sin θ cos θ 0  [G] =  0 1 0
 

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   
0 0 1 0 0 1
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What is matrix F?
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   
cos θ − sin θ 0 sin θ cos θ 0
   
   
(A)  sin θ cos θ 0  (B)  − cos θ sin θ 0 
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   
   
0 0 1 0 0 1
   
cos θ sin θ 0 sin θ − cos θ 0
   
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   
(C)  − sin θ cos θ 0  (D)  cos θ sin θ 0 
   
   
0 0 1 0 0 1

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 Answer: (C)

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AP4

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 
8 x 0

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 
 
For which value of x will the matrix  4 0 2  become singular?

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 
 
12 6 0

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(A) 4 (B) 6 (C) 8 (D) 12

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Answer: (A)

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3
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System of Linear Non-Homogeneous Equations
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Consider the following system of equations and its matrix form:
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a11 x1 + a12 x2 + a13 x3 + a14 x4 = b1

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a21 x1 + a22 x2 + a23 x3 + a24 x4 = b2

a31 x1 + a32 x2 + a33 x3 + a34 x4 = b3
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a41 x1 + a42 x2 + a43 x3 + a44 x4 = b4

[A]4×4 {X}4×1 = {B}4×1
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The coefficient matrix [A] is augmented by including the right side constants
vector {B} as an additional column and the augmented matrix [AB] is
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 
a11 a12 a13 a14 b1
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 
 
 a21 a22 a23 a24 b2 
 
[A]4×5 = 



 a31 a32 a33 a34 b3 
 
 
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a41 a42 a43 a44 b4 4×5

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 1. If the rank of [A] and that of [AB] are same and the rank is equal

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to number of unknowns then the system of equations is said to be

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Consistent and its Solution is Unique

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2. The system of equations will have infinite number of solutions when
the ranks of [A] and [AB] are same and the rank is less than the
number of unknowns.

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3. There is no solution defined when the ranks of [A] and [AB] are not

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same. The system of equations is said to be Inconsistent.

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4 System of Linear Homogeneous Equations

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Consider the following system of equations and its matrix form:

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a11 x1 + a12 x2 + a13 x3 + a14 x4 = 0
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a21 x1 + a22 x2 + a23 x3 + a24 x4 = 0
a31 x1 + a32 x2 + a33 x3 + a34 x4 = 0
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a41 x1 + a42 x2 + a43 x3 + a44 x4 = 0
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[A]4×4 {X}4×1 = {0}4×1

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1. If the coefficient matrix is non-singular, the equations are said to be

consistent and the solution is unique, as the ranks of [A] and the
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augmented matrix are same. The unique solution is x1 = x2 =

x3 = x4 = 0 and this is known as Trivial Solution
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2. In case the coefficient matrix is singular it has Non-Trivial Solution

and infinite number of solutions are defined.
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4.1 Problems
P1-G2007-Q40
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Let a system of linear equations be as follows:

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

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 The system of equations has

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(a) no non-trivial solution (b) infinite number of non-trivial
solutions

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(c) an unique non-trivial solution (d) two non-trivial solutions

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As the rank of coefficient matrix and augmented matrix are same and equal

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to 2. Since the rank is less than the number of unknowns the system will
have infinite number of solutions. Consider first two equations and solve for

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x and y in terms of z. The solution is x = − z and y = z. The same
solution is obtained by considering second and third equations.

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Answer: (b)

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P2-G2008-Q28 Ci
The following set of equations
    
e

1 1 2 
 x1 
 
 1 

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  
 
 
 

     
 1
 0 1   x2 = −1 has
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   
 
 


 
 
 

0 1 1 x3 0
   

(a) no solution (b) a unique solution

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(c) two solutions (d) infinite solutions

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Rank of coefficient matrix is 2 and that of the augmented matrix is 3. Since

the ranks are not equal there is no solution.
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Answer: (a)
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P3-G2009-Q6

A non-trivial solution to (n × n) system of equations [A] {x} = {0} (where

{0}) is the null vector,
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(a) can never be found

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 (b) may be found only if [A] is not singular

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(c) may be found only if [A] is an orthogonal matrix

O
(d) may be found only if [A] has at least one eigen value equal to zero

Answer: (d)

n
io
P4-G2009-Q49

at
The linear system of equation A x = b, where

ul
   
1 2  3 
[A] =   and {b} = has

rc
2 4 3
 

(a) no solution (b) Ci

infinite number of solutions

(c) a unique solution  

e
 1 
{x} =
at

1
 
riv

(d) a unique solution

 
 0.5 
-P

{x} =
0.5
 
IT

Rank of coefficient matrix is 1 and that of the augmented matrix is 2. Since

the ranks are not equal there is no solution.
-M

Answer: (a)
RD

P5-G2012-Q11

The value of k for which the system of equations

x + 2y + kz = 1 2x + ky + 8z =3
By

has no solution, is

16
 (a) 0 (b) 2 (c) 4 (d) 8

y
nl
The system of equation will not have solution if the ratios of the coeffi-
cients of the corresponding unknowns in the given equations are not equal

O
to the ratio of the right side constants of the equations.
1 2 k 1
= = 6=

n
2 k 8 3

io
Considering any two of the first three ratios value of k is found to be 4.
This can be found by considering rank of coefficient matrix and augmented

at
matrix. The coefficient matrix is
 
1 2 k

ul
 
2 k 8

rc
The maximum rank is 2. For the system to have no solution its rank must


1 2 4 1

Ci
be 1 and this is possible only when k = 4. The augmented matrix, with
the value k = 4 is

e

2 4 8 3
at

The rank of augmented matrix is 2. Therefore the sytem has no solution for
k = 4.
riv

Answer: (c)
-P

P6-G2015-Q12
IT

The system of equations for x and y

ax + by = e cx + dy = f
-M

has unique solution only if

RD

(A) a d − b c 6= 0 (B) a c − b d 6= 0

(C) a + c 6= b + d (D) a − c 6= b − d

The coefficient matrix is

By

 
a b
 
c d

17
 For the system of equations to have solution the determinant should not be

y
zero. Hence a d − b c 6= =.

nl
Answer: (A)

O
P7-G2016-Q10

n
If A and B are both non-singular n × n matrices, which of the follow-

io
ing is NOT TRUE. Note: det represents the determinant of a matrix.

at
(A) det(AB) = det(A) det(B) (B) det(A + B) =
det(A) + det(B)

ul
(C) det(A A−1 ) = I (D) det(AT ) = det(A)

rc
Answer: (B) Ci
P8-G2016-Q36
e
Consider the following system of linear equations:
at

2x − y + z = 1
riv

3x − 3y + 4z = 6
x − 2y + 3z = 4
-P

The system of linear equations has

(A) no solution (B) one solution

IT

(C) two solutions (D) three solutions

-M

The coefficient matrix A and the augmented matrix AB are:

   
2 −1 1 2 −1 1 1
RD

   
   
[A] =  3 −3 4  [AB] =  3 −3 4 6



   
1 −2 3 1 −2 3 4
By

Since third row of coefficient matrix A is difference between elements in

second row and first row, its determinant value is zero. Hence rank of coef-
ficient matrix is 2. Rank of matrix AB is 3. Since the rank of A is not equal

18
 to that of AB there is no solution.

y
nl
Answer: (A)

O
AP1

A is a 3 x 4 real matrix and A x = b is an inconsistent system of equations.

n
The highest possible rank of A is

io
(A) 1 (B) 2 (C) 3 (D) 4

at
Answer: (B)

ul
AP2

rc
Consider the following system of simultaneous equations:
Ci
x + 2y + z = 6
e
2x + y + 2z = 6
at

x + y + z = 5
This system has
riv

(A) unique solution (B) infinite number of solutions

-P

(C) no solution (D) exactly two solutions

IT

The coefficient matrix is  

1 2 1
-M

 
 
 2 1 2 
 
 
1 1 1
RD

The rank is 2. The augmented matrix is

 
1 2 1 6
 
By

 
 2 1 2 6 
 
 
1 1 1 5

19
 The rank is 3. Since the ranks are not same the system of equations will

y
have no solution.

nl
Answer: (C)

O
n
5 Eigen Values and Eigen Vectors

io
at
A set of linear, non-homogeneous equations can be considered as transfor-
mation of one vector to another vector. This can be understood with respect

ul
to the following set of equations.

a11 x1 + a12 x2 + a13 x3 + a14 x4 = y1

rc
a21 x1 + a22 x2 + a23 x3 + a24 x4 = y2
Ci
a31 x1 + a32 x2 + a33 x3 + a34 x4 = y3
a41 x1 + a42 x2 + a43 x3 + a44 x4 = y4
e
[A]4×4 {X}4×1 = {Y }4×1
at

The above set of equation represents the transformation of vector variables

riv

{x1 , x2 , x3 , x4 } into another vector containing variables{y1 , y2 , y3 , y4 } Hence

the matrix[A] defines the linear transformation. In practical applications
some vectors will be transformed into a scalar multiple of same vector. That
-P

is the vector {X} becomes λ {X} and hence the transformation expression
can be written as
IT

[A]4×4 {X}4×1 = {Y }4×1 = λ {X}

The above equation can be simplified further as given here:

-M

[A] {X} − λ [I] {X} = ([A] − λ [I]) {X} = 0

RD

where [I] is the identity matrix order of which is same as that of [A].

(a11 − λ) x1 + a12 x2 + · · · · · · + a1n xn = 0

a21 x1 + (a22 − λ) x2 + · · · · · · + a2n xn = 0

By

··· ··· ··· ··· ··· ··· ··· ··· ··· ··· ··· ··· ···
··· ··· ··· ··· ··· ··· ··· ··· ··· ··· ··· ··· ···

20
 an1 x1 + an2 x2 + · · · · · · + (ann − λ) xn = 0

y
The above equations will be satisfied if x1 = x2 = · · · · · · = xn = 0

nl
and it is referred as trivial solution. For non-trivial solution

O
|[A] − λ [I]| = 0

n
For the case of four variables

io
 
a11 − λ a12 a13 a14 

 a21 a22 − λ a23 a24 
= 0

at

 a31
 a32 a33 − λ a34 
 a41 a42 a43 a44 − λ

ul
The above equation is known as characteristic equation. It will be poly-

rc
nomial equation in λ and its order will be n for the case of n variables. The
roots of the characteristic equation are known as characteristic roots,
Ci
latent roots or eigen values of the [A]. Corresponding to these eigen
values, the vector of unknowns {X} can be determined and they are known
as eigen vector or latent vector. Since the set of equation is homoge-
e
neous form
([A] − λ [I]) {X} = 0
at

If {X} is the eigen vector corresponding to one eigen value, then c {X},
riv

where c is a constant, will also satisfy the equations. Thus the eigen vector
corresponding to one eigen value is not unique.
-P

1. If λ1 , λ2 , · · · , λn are distinct eigen values of matrix [A] of order n,

then the corresponding eigen vectors X1 , X2 , · · · , Xn will be linearly
independent.
IT

2. If two or more eigen values are same, then the eigen vectors may
-M

beeither linearly independent or linearly dependent.

3. The eigen values of a square matrix and its transpose will be same.
RD

4. The sum of the eigen values of the matrix will be equal to sum of the
main diagonal elements (trace of the matrix).

5. The product of the eigen values will be equal to the determinant of

the matrix.
By

6. If the given square matrix is singular, then at least one eigen value
will be zero.

21
 7. If λ1 , λ2 , · · · , λn are the eigen values of matrix [A] of order n, then the

y
1 1 1
eigen values of its inverse [A]−1 are , ,······ , .

nl
λ1 λ2 λn
8. If λ1 , λ2 , · · · , λn are the eigen values of matrix [A] of order n, then the

O
eigen values of c [A] are cλ1 , cλ2 , · · · , cλn
9. If λ1 , λ2 , · · · , λn are the eigen values of matrix [A] of order n, then

n
eigen values of [A]m are λm m m
1 , λ2 , · · · , λn .

io
10. The eigen values of square matrix, in diagonal or upper/lower trian-

at
gular form, are the main diagonal values.
1
11. If λ is an eigen value of an orthogonal matrix [A] of order n, then

ul
λ
is also an eigen value.

rc
12. For given two vectors {X} and {Y }, if {X}t {Y } = {Y }t {X} = 0,
then the two vectors are known as orthogonal vectors.
Ci
13. Every square matrix will satisfy its characteristic equation and this is
known as Cayley-Hamilton’s theorem. Consider a square matrix
e
[A]3×3 and its characteristic equation is|[A] − λ [I] = 0.
at

 
a11 − λ a12 a13 

 a21 a22 − λ a23  = 0
riv


 a31 a32 a33 − λ
The characteristic equation is
-P

λ3 − p λ2 + q λ − r = 0
where p = a11 + a22 + a33
IT

q = a11 a22 + a22 a33 + a11 a33 − a12 a21 − a23 a32 − a13 a31
r = a11 a22 a33 + a12 a23 a31 + a21 a32 a13 − a11 a23 a32 − a22 a31 a13 − a33 a12 a21
-M

Using Cayley-Hamilton theorem, the above characteristic equation be-

comes
RD

[A]3 − p [A]2 + q [A] − r [I] = 0

This equation can be used to determine the inverse of the matrix [A].
Pre-multiply the above equation by [A]−1
[A]2 − p [A] + q [I] − r [A]−1 = 0
By

The above expression can be simplified to obtain the inverse of the

matrix [A].

22
 5.1 Diagonal

y
nl
Consider a square matrix [A]of order n and assume it has n linearly indepen-
dent eigen vector. For the assumed matrix diagonal matrix can be defined

O
whose diagonal elements are the eigen values of matrix [A]. The diagonal
matrix [D] can be defined as

n
[D] = [P ]−1 [A] [P ]

io
where [P ] is square matrix, modal matrix, of order n and its columns
are the eigen vectors of the matrix[A]. Using the diagonal matrix power of

at
matrix can be defined as:

ul
[A]m = [P ] [D]m [P ]−1

rc
5.2 Orthogonal and Quadratic form
Ci
A square matrix of order n can be symmetric or skew-symmetric or orthog-
onal. The determinant of an orthogonal matrix is ± 1.
e
Orthogonal Transformation is defined as
at

{Y } = [A] {X} where [A] is an orthogonal matrix

riv

Norm of a Vector is defined as

√
||X|| = Xt X
-P

This represents the length of the vector.

IT

A set of vectors X1 , X2 , · · · , Xn can form an orthonormal system if

-M

Xit Xj = δij = 1 if i = j
= 0 if i 6= j
RD

The vectors are mutually orthogonal and normalized.

A set of n variables x1 , x2 , · · · , xn and its coefficient matrix can be writ-

ten in quadratic form
By

n
X n
X
t
Q = {X} [A] {X} = aij xi xj
i=1 j=1

23
 For a set of three variables the quadratic form is

y
nl
Q = a11 x21 + (a12 + a21 ) x1 x2 + (a13 + a31 ) x1 x3 + a22 x22 + (a23 + a32 ) x2 x3 + a33 x23

O
The quadratic form can be written as
n n
X X 1
A + At

Q = cij xi xj where cij =

n
2
i=1 j=1

io
Consider the quadratic form

at
n
X n
X
Q = aij xi xj

ul
i=1 j=1

The quadratic form can be reduced to the form

rc
n
X

i=1
Ci
λi yi2 = λ1 y12 + λ2 y22 + · · · · · · + λn yn2

This expression involves only square terms and is known as canonical form
e
or normal form of the quadratic form. Basically it involves changing
at

quadratic form to diagonal form. The canonical form can be obtained by

orthogonal transformation. Let the quadratic form be written as
riv

Q = {X}t [A] {X} where [A] is a symmteric matrix

-P

{X}t =

and x1 x2 · · · · · · xn
Let the variables {X} be transformed to variables {Y } by a non-singular
IT

linear transformation defined by

{X} = [P ] {Y }
-M

where [P ] is an orthogonal matrix whose columns are normalized eigen vec-

tors of [A]. Substitute for the transformed vector {X} into the expression
RD

for quadratic form, the canonical form obtained as shown here.

Q = {X}t [A] {X} = {Y }t [P ]t [A] [P ] {Y } = {Y }t [D] {Y }

where [D] = [P ]t [A] [P ] is a diagonal matrix, the elements of which are the
By

eigen values of [A]. Hence the canonical form is defined as

{Y }t [D] {Y } = λ1 y12 + λ2 y22 + · · · · · · + λn yn2

24
 1. If the rank of [A] is r, then the canonical form of Q will contain only

y
r terms. The canonical form may contain positive and negative terms

nl
and some terms may be zero.

O
2. The number of positive terms is known as index of the quadratic
form.

n
3. The difference between number of positive terms and number of neg-
ative terms is known as signature of quadratic form and is expressed

io
in terms of p, the index,and the rank,r.

at
s = p − (r − p) = 2 p − r

ul
5.2.1 Nature of Quadratic Form

rc
Consider the quadratic for Q = {X}t [A] {X} and let r be its rank and
p be its index. The nature of quadratic form can be determined from the
eigen values also. Ci
1. Q is said to be positive definite if it is positive for every set of real
values of x1 , x2 , · · · · · · , xn and equal to zero, only for the set of values
e
x1 , x2 , · · · · · · , xn = 0. Hence r = n, p = n.
at

Q is positive definite if and only if all the eigen values of [A] are
riv

positive.

2. Q is said to be negative definite if it is negative for every set of real

-P

values of x1 , x2 , · · · · · · , xn and equal to zero, only for the set of values

x1 , x2 , · · · · · · , xn = 0. Hence r = n, p = 0.
IT

Q is negative definite if and only if all the eigen values of [A] are
negative.
-M

3. Q is said to be positive semi-definite if it is positive for all real

values of x1 , x2 , · · · · · · , xn and equal to zero, only for some values of
RD

x1 , x2 , · · · · · · , xn = 0, not all zero. Hence r < n, p = r.

Q is positive semi-definite if and only if all the eigen values of [A]

are ≥ 0 and at least one eigen value is zero.
By

4. Q is said to be negative semi-definite if it is negative for all real

values of x1 , x2 , · · · · · · , xn and equal to zero, only for some values of
x1 , x2 , · · · · · · , xn = 0, not all zero. Hence r < n, p = 0.

25
 y
Q is negative semi-definite if and only if all the eigen values of [A]

nl
are ≤ 0 and at least one eigen value is zero.

O
5. Q is said to indefinite if it takes positive as well as negative values
for real values of x1 , x2 , · · · · · · , xn .

n
Q is indefinite if and only if [A] has positive as well negative eigen

io
values.

at
5.3 Problems

ul
P1-G2007-Q30

rc
The eigenvalues of the matrix
 
2 1 Ci
[A] =   are
0 3
e
(a) 1 and 2 (b) 3 and 4
at

(c) 2 and 3 (d) 2 and 4

riv

The eigenvalues are defined through the characteristic equation as shown

mere:
-P

(2 − λ) (3 − λ) = 0 λ1 = 2 λ2 = 3
Answer: (c)
IT

P2-G2007-Q31
-M

The eigen values of the matrix A−1 ,

 
2 1
RD

where, [A] =   are

0 3

1 1
(a) 1 and (b) 1 and
By

2 3
1 1
(c) 2 and 3 (d) and
2 3

26
 y
nl
Let λ1 , λ2 , · · · · · · λn be the eigen values of matrix A
then the eigenvalues of its inverse are

O
1 1 1
, ,······
λ1 λ2 λn

n
Therefore the eigenvalues are

io
1 1
and

at
2 3
Answer: (d)

ul
P3-G2008-Q2

rc
The product of the eigenvalues of the matrix


1 0 1


Ci
 
 0 2 1  is
e
 
 
at

1 1 −3
(a) 4 (b) 0 (c) -6 (d) -9
riv

The product of the eigenvalues is determined using any one of the following:
-P

1. The product of the eigenvalue is defined by the determinant value of

the given matrix and the same is − 9
IT

2. The given matrix is transformed into either diagonal matrix or tri-

angular form, upper/lower. The main diagonal values represent the
-M

eigenvalues. Hence the product of the main diagonal values will define
the product of the eigenvalues. The transformed matrices, diagonal,
upper triangular and lower triangular, are given here. Along the with
RD

the matrix the sequences of transformation are also indicated. R indi-

cates row and C indicates column.
1 0 0
 
 

 0 2 0
 R2 2 2
By

[A]D =   1. R3 −R1 2. R3 − 3. R1 + R3 4. R2 + R3

  2 9 9
9
 
0 0 −
2

27
 1 0 1
 

y
 

nl
  R2
[A]U T =  0 2 1   1. R3 − R1 2. R3 −

  2

O
9
 
0 0 −
2
1 0 0
 

n
io
 

 0 2 0 
 C2
[A]LT =   1. C3 − C1 2. C3 −
2

at
 
9
 
1 1 −
2

ul
In all the cases the product of the main diagonal values is − 9.

rc
3. The product of the eigenvalue can also determined from the charac-
teristic equation. The characteristic equation of the given matrix is
Ci
λ3 − 9 λ + 9 = 0

Using the relation between the roots of the equation and the coeffi-
e
cients in the equation the product of the eigen value can be determined.
at

Refer section 11.1. The product of the roots is, for an equation of order
n,
riv

a0 9
λ1 λ2 λ3 = (−1)n = − = −9 n = 3
an 1
-P

Answer: (d)

P4-G2009-Q46
IT

The product of the eigenvalues of the matrix

-M

 
2 1 1
 
 
RD

 1 3 1  is
 
 
1 1 4

(a) 20 (b) 24 (c) 9 (d) 17

By

Answer: (d)

28
 P5-G2011-Q32

y
nl
Consider the matrix  
2 a

O
 
b 2

n
where a and b are real numbers. The two eigenvalues of this matrix λ1 and
λ2 are real and distinct (λ1 6= λ2 ) when

io
(a) a < 0 and b > 0 (b) a > 0 and b < 0

at
(c) a < 0 and b < 0 (d) a = 0 and b = 0

ul
The characteristic equation for the given matrix is

rc
(2 − λ)2 − a b =
Ci 0
2
(2 − λ) = ab
√
2 − λ = ± ab
√
e
λ = 2 ∓ ab
at

The eigenvalue will be real and distinct only when the product of a and b
riv

is positive. Hence the answer is

Answer: (c)
-P

P6-G2012-Q33
IT

One eigenvalue of the matrix

 
2 7 10
-M

 
 
 5 2 25 
[A] =  is -9.33

RD

 
1 6 5

One of the other eigenvalues is

By

(a) 18.33 (b) -18.33

(c) 18.33 - 9.33 i (d) 18.33 + 9.33 i

29
 y
The required eigenvalue can be identified by considering any one of the

nl
following:

O
1. The characteristic equation is

λ3 − 9 λ2 − 171 λ = 0 λ λ2 − 9 λ − 171 = 0

n
The roots of the equation are

io
λ1 = 0 λ2 = 18.33 λ3 = − 9.33

at
2. The determinant of the given matrix is zero ( as third column can be

ul
obtained by multiplying the elements in the first column by 5) and
hence one eigenvalue is zero. Also the sum of the eigenvalues is equal

rc
to trace of the matrix, that is 9. Hence the required eigenvalue is 18.33

Answer:
Ci
(a)

P7-G2013-Q4
e
at

One of the eigenvectors of the matrix

riv

   
1 −1 0 
 1 

  
 
    
[A] =  0
 1 −1  is {V } = 1
-P

  
  
 


 
−1 0 1 1

IT

The corresponding eigenvalue is

-M

(a) 1 (b) 2 (c) 0 (d) 3

The determinant of the given matrix is zero and hence one eigenvalue is
RD

zero. For λ1 = 0 the eigenvector can be determined from the following:

     
1 − λ −1 0 
 x1 
 
 0 
  










 
 0 1 − λ − 1  x2 = 0
By

     
   
 
 

  
 
−1 0 1 − λ x3 0
  

30
 For λ = 0

y
nl
x1 − x2 = 0
x2 − x3 = 0

O
x1 − x3 = 0

n
Normalizing with respect to x3 , the eigenvector is

io
 

 1 


 
 

at

1

 


ul

 
 
1


rc
Answer: (c)

P8-G2016-Q9 Ci
Consider an eigenvalue problem given by A x = λi x. If λi represents
e
the egienvalues of the non-singular square matrix A, then what will be the
eigenvalues of matrix A2 ?
at

1 1
riv

(A) λ4i (B) λ2i (C) λi2 (D) λi4

Answer: (B)
-P

AP1
IT

 
2 2
-M

One of the eigenvectors of the matrix [A] =   is

1 3
     
 2   2   1 
RD

 
4
(A) (B) (C) (D)
1
−1 1 −1
     

The eigen values can be determined from the characteristic equation as 1

and 4.
By

λ2 − 5 λ + 4 = 0

31
 For these eigen values the eigen vectors are

y
nl
   
1 −2
λ = 4 λ = 1
1 1

O
Answer: (A)

n
AP2

io
at
 
1 2 4
 
 
The matrix  3 0 6

ul

 
 

rc
1 1 p
has one eigen value equal to 3. The sum of the other two eigen values is

(A) p (B) p − 1 (C)

Ci p − 2 (D) p − 3
e
Answer: (C)
at

AP3
riv

     
1 2  1   1 
-P

The eigenvectors of the matrix   are written in the form and

0 2 a b
   
IT

What is a + b?
1
(A) 0 (B) (C) 1 (D) 2
-M

2
The eigen values can be determined from the characteristic equation as 1
and 2.
RD

(1 − λ) (2 − λ) = 0
For these eigen values the eigen vectors are
( )

1
 0
By

λ = 2 1 λ = 1
0
2

32
 1

y
Hence a = 0 and b = .
2

nl
Answer: (B)

O
AP4

n
If a square matrix A is real and symmetric, then the eigenvalues

io
(A) are always real (B) are always real and positive

at
(C) are always real and non-negative (D) occur in complex
conjugate pairs.

ul
Consider a symmetric matrix of order 2.

rc
 
a b Ci
 
b c
e
The eigen values can be determined by considering the characteristic equa-
at

tion.

(a − λ) (c − λ) − b2
riv

= 0
λ2 − (a + c) λ + a c − b2


= 0
-P

The eigen values are

q
(a + c) ± (a − c)2 + 4 b2
IT

λ1,2 =
2
-M

For any values of a, b and c the expression under square root will be positive
and hence the eigen values will be always real.
RD

Answer: (A)

AP5
By

 
2 1
The number of linearly independent eigenvectors of   is
0 2

33
 (A) 0 (B) 1 (C) 2 (D) infinite

y
nl
The eigen values are equal and the same is 2. hence only one indepedent
eigen value.

O
Answer: (B)

n
AP6

io
at
 
3 2
Eigenvalues of a matrix [S] =   are 5 and 1.

ul
2 3
What are the eigenvalues of the matrix S 2 = SS?

rc
(A)
and 10
1 and 25 (B) 6 and 4 Ci (C) 5 and 1 (D) 2
e
Let λ1 , λ2 , · · · · · · λn be the eigen values of matrix A
at

then the eigen values of Ap are

riv

λp1 , λp2 , · · · · · · λpn

-P

Therefore the eigen values are

1 and 25
IT

Answer: (A)
-M

AP7
RD

 
5 0 0 0
 
 
 0 5 0 0 
 
Which of the following is an eigenvector of the matrix   ?
By

 
 0 0 2 1 
 
 
0 0 3 1

34
        
1 0  1 0 

y

 
 
  
 
 
 

 
 
 
 
 
 
 


nl

 
 
 
 
 
 
 

 −2   0   0   0 

  
  
  
 
   
(A) (B) (C) (D)

O
0  1  0  1 

  
  
  
 

 
 
 
 
 
 
 


 
 
 
 
 
 
 


 
 
     
    
 
−2
     
0 0 0

n
Answer: (A)

io
at
AP8

ul
 
1 1 3

rc
 
 
What is the sum of the eigenvalues of the following matrix  1 5 1  ?
 
Ci 
3 1 1


(A) 5 (B) 7 (C) 9 (D) 18

e
at

Answer: (B)
riv

AP9
-P

 
4 1
For the matrix  , the eigenvalues are
1 4
IT

(A) 3 and -3 (B) -3 and -5 (C) 3 and 5 (D) 5

and 0
-M

Answer: (C)
RD

6 Calculus
By

The function is defined symbolically as, y = f (x), in which x is known as

independent variable and y is referred as dependent variable.

35
 1. Algebraic Function The function that involves evolution (extract-

y
ing root) and involution (raisng to powers) and four arithmatic oper-

nl
ations, addition,subtraction, multiplication and division, is known as
Algebraic function.

O
p
f (x) = x3 + 1 + 3 x2 − x + 9

n
2. Transcedental Function Function that is not algebraic in form and

io
involving other basic functions like trignometric, exponential, logarith-
mic etc. is known as transcedental function.

at
3. Explicit Function A function expressed in the form y = f (x), right

ul
side of the definition containing only x, is defined as explicit function.

rc
4. Implicit Function The function expressed in the form f (x, y) = 0,
both the variables present in the mixed form, is considered as implicit
function. Ci
5. Even Function The given function is said to be even function if
f (x) = f (− x).
e
at

6. Odd Function A function is considered to be odd function if f (x) =

− f (− x).
riv

7. Identity Function. A function that is assigned with the same real

value x is known as identity function.
-P

f (x) = x
IT

8. Modulus Function. The following function is an example of modulus

function.
-M

f (x) = |x| where

|x| = x if x ≥ 0
RD

= −x if x < 0

9. Signum Function. The example of signum function is

|x|
By

f (x) = if x 6= 0
x
= 0 if x = 0

36
 1

y
It is a combination of modulus function and reciprocal function, .
x
The above can be written as

nl
f (x) = 1 if x > 0

O
= 0 if x = 0
= −1 if x < 0

n
10. Greatest Integer Function. This function is assigned with the

io
largest integer less than or equal to x. If n is an integer and x is any

at
real number between n and (n + 1) then the value of the function is
n. The function is written as f [x].

ul
Let x = 6.57 then f [x] = 6 Let x = 6.91 then f [x] = 6

rc
Let x = 2.01 then f [x] = 2 Let x = 2.65 then f [x] = 2

6.1 Limit of a Function

Ci
Let f (x) be a function and the limit of the function is expressed as
e
lim f (x)
at

x→a

If the value considered for x is nearer to a, then it is said as x tends to a

riv

and it is symbolically written as x → a. It is to be considered as x 6= a.

1. The value of x may approach a by considering values to the left of a
-P

or to the right of a. Normaly it is expressed as

|x − a| < δ where δ is a very small value.
IT

The limit of f (x) is to exist as x → a, the necessary and sufficient

condition is that left-side-limit must be equal to right-side-limit.
-M

lim f (x) = lim f (x)

x→a − x→a +
RD

2. The limit of the function is evaluated and hence the limit of the func-
tion is defined as
lim f (x) = m
x→a
The limit of the function is determined to be m,as the value of absolute
By

difference between f (x) and m, |f (x) − m| becomes smaller and

smaller as the absolute value of difference between x and a,|x − a|
becomes smaller and smaller.

37
 3.

y
lim [f (x) ± g (x)] = lim f (x) ± lim g (x)

nl
x→a x→a x→a

4.

O
lim [c f (x)] = c lim f (x) where c is a real constant
x→a x→a

5.

n
lim [f (x) × g (x) ] = lim f (x) × lim g (x)

io
x→a x→a x→a

6.

at
f (x) limx→a f (x)
lim = provided lim g (x) 6= 0
x→a g (x) limx→a g (x) x→a

ul
7. If f (x) ≤ g (x) for all x, then

rc
lim f (x) ≤ lim g (x)
x→a x→a

8.
Ci
lim log f (x) = log lim f (x)
x→a x→a
e
at

9. Consider three functions f (x),g (x),h (x) such that

f (x) ≤ g (x) ≤ h (x) and lim f (x) = lim h (x) = m then lim g (x) = m
riv

x→a x→a x→a

10. Limits of Certain Functions

-P

•
sin x
lim = 1
IT

x→0 x
•
1 x
 
-M

lim 1 + = e
x→∞ x
•
ax − 1
RD

lim = loge a
x→0 x
•
xn − an
lim = n an −1
x→a x − a
By

11. There are three methods used to find the limit of a function and they
are method of factors, method of substitution and method of rational-
ization

38
 • Consider the function f (x) given as

y
g (x)

nl
f (x) =
h (x)

O
Factorize the functions g (x) and h (x) and simplify. The limit is
determined by substituting the value of x.
• Consider the function f (x) given as

n
io
g (x)
f (x) =
h (x)

at
In the method of substitution, replace x by a + h where h is a
small value. Hence as x → a then h → 0. After the substitu-

ul
tion for x simplify the numerator and denominator. The limit is
determined by substituting h = 0 in the simplified expression.

rc
• Consider the function f (x) given as

f (x) =
Ci g (x)
h (x)
Rationalize the given expression and simplify the same. Then the
e
limit is determined by simplifying the resulting expression for the
at

specified value of x.
riv

6.1.1 Examples
E-1
-P

x2 − 4 x + 3
IT

Determine the limit of lim

x→1 x2 + 2 x − 3

x2 − 4 x + 3 (x − 3) (x − 1)
-M

lim = lim
x→1 x2 + 2 x − 3 x→1 (x + 3) (x − 1)
(x − 3)
= lim substitute x = 1
RD

x→1 (x + 3)
1
= −
2
E-2
By

x3 + 1
Determine the limit of lim
x→− 1 x + 1

39
 (x + 1) x2 − x + 1


x3 + 1

y
lim = lim
x→− 1 x + 1 x→− 1 (x + 1)

nl
2


= lim x − x + 1 substitute x = − 1
x→− 1

O
= 3

This problem can be solved by using method of substitution.Substitute x =

n
− 1 + h.

io
x3 + 1 (− 1 + h)3 + 1
lim = lim

at
x→− 1 x + 1 h→0 (− 1 + h + 1)
− 1 + 3 h − 3 h2 + h3 + 1
= lim

ul
h→0 h
2
= lim 3 − 3 h + h substitute h = 0

rc
h→0
= 3

E-3
Ci
e
1 − cos x
Determine the limit of lim
at

x→0 x sin x
x
riv

1 − cos x 2 sin2
lim = lim x 2 x
x→0 x sin x x→0
x 2 sin cos
 x 2 2
-P

tan
= lim 2
IT

x→0 x  
x
1 tan
= lim 2 = 1
x
-M

2 x→0 2
2
E-4
RD

x4 − 4
 
Determine the limit of lim
√ √
x→ 2 x2 + 3 x 2 − 8
By

40
 The expression can be factorized and written as

y
√
√

nl
x2 + 2 x + 2 x − 2


x4 − 4
 
lim
√ √ = lim
√ √
√

x→ 2 x2 + 3 x 2 − 8 x→ 2 x − 2 x + 4 2

O
√

x2 + 2 x + 2 √


= lim
√ √
substitute x = 2
x→ 2 x + 4 2

n
8
=

io
5
The limiting value can be determined by using method of rationalization.

at
x2 + 2 x2 − 2



x4 − 4
 

ul
lim
√ √ = lim √  √ 
x→ 2 x2 + 3 x 2 − 8 x→ 2 (x2 − 8) + 3 x 2

rc
√
Multiply and divide by x2 − 8 − 3 x 2

Ci √ 
x2 + 2 x2 − 2 x2 − 8 − 3 x 2




x4 − 4
 
lim
√ √ = lim
√  √  √ 
x→ 2 x2 + 3 x 2 − 8 x→ 2 (x2 − 8) + 3 x 2 (x2 − 8) − 3 x 2
√ 
x2 + 2 x2 − 2 x2 − 8 − 3 x 2




e
=
at

h i
(x2 − 8)2 − 18 x2
√ 
x2 + 2 x2 − 2 x2 − 8 − 3 x 2




riv

=
(x4 − 34 x2 + 64)
√ 
x2 + 2 x2 − 2 x2 − 8 − 3 x 2




-P

=
(x2 − 32) (x2 − 2)
√ 
2 √

 2

x + 2 x − 8 − 3x 2
IT

= substitute x = 2
(x2 − 32)
8
=
-M

5
E-5
RD

 √ 
x + 1 − x + 13
Determine the limit of lim
x→3 x − 3
By

41
  √   √  √ 
x + 1 − x + 13 x + 1 − x + 13 x + 1 + x + 13

y
lim = lim  √ 
x→3 x − 3 x→3 x − 3 x + 1 + x + 13

nl
" #
(x + 1)2 − (x + 13)
= lim √

O
 
x→3 (x − 3) x + 1 + x + 13
" #
x2 + x − 12


= lim √

n
 
x→3 (x − 3) x + 1 + x + 13

io
" #
(x + 4) (x − 3)
= lim  √ 
x→3 (x − 3) x + 1 + x + 13

at
" #
(x + 4)
= lim √ substitute x = 3

ul
 
x→3 x + 1 + x + 13
7

rc
=
8
E-6 Ci
x4 − 1
 3
x − k3
  
e
If lim = lim , find the value of k
x→1 x − 1 x→k x2 − k 2
at

The limit of left side expression is determined using

riv

 n
x − an

lim = n an − 1
x→a x − a
-P

x4 − 1
 
lim = 4 (1)4 − 1
x→1 x − 1
IT

= 4
Now consider the simplification of the right side expression.
-M

 3
x − k3
 3
x − k 3 (x − k)
 
lim = lim multiply and divide by x − k
x→k x2 − k 2 x→k x2 − k 2 (x − k)
 3
x − k3

RD

lim
x→k x − k
=  2
x − k2

lim
x→k x − k
3k 2
By

=
2k
3
= k
2

42
 x4 − 1 x3 − k 3
   

y
lim = lim
x→1 x − 1 x→k x2 − k 2

nl
3
4 = k
2

O
8
k =
3

n
E-7

io
4 x2 + 5 x + 6
 

at
Evaluate lim
x→∞ 3 x2 + 4 x + 5

ul
 
5 6
 4 + x +

rc
4 x2 + 5 x + 6
 
x2 
lim = lim    substitute x = ∞
x→∞ 3 x2 + 4 x + 5 x→∞  4 5 
3 +
Ci +
x x2
4
=
3
e
E-8
at
riv

Evaluate lim (sec x − tan x)

π
x→
2
-P
IT
-M
RD
By

43
 π
The limit is determined using method of substitution. x →+ h.

y
2

nl
h π  π i
lim (sec x − tan x) = lim sec + h − tan + h
π h→0 2 2

O
x→
2
= lim (− cosec h + cot h)
h→0

n
 
1 cos h
= lim − +

io
h→0 sin h sin h
 
− 1 + cos h

at
= lim
h→0 sin h
2 h
 

ul
− 2 sin
= lim 
 2 
h→0 h h

rc
2 sin cos
2 2
h
=
= 0
h→0
Ci
− lim tan
2
e
E-9
at
riv

Verify the theorem lim f (x) g (x) = lim f (x) lim g (x)
x→a x→a x→a

where all limits exist for the function given here.

-P

   
1 − sin x  cos x 
lim f (x) = lim  π and g (x) = lim  π
π π π
IT

x→ x→ x − x→ x −
2 2 2 2 2
-M
RD
By

44
 The limits for the given functions are determined using substitution.

y
nl
 
1 − sin x 
lim f (x) = lim  π
π π

O
x→ x→ x −
2 2 2
 π 
 1 − sin + h 

n
= lim π 2 π 
h→0 
+ h −

io
 2  2
1 − cos h

at
= lim
h→0 h
h
 
2 sin2

ul
= lim 
 2
h

h→0

rc
h 2
 

= lim 2 
h→0

Ci
sin
2 h
h  4
2
e
= 2 (1) (0) = 0
at

 
riv

cos x 
lim g (x) = lim  π
π π x −
x→ x→
2 2 2
-P

 π  
 cos + h 
= lim 2 
h→0  π π

IT

+ h − 
2 2
− sin h
= lim = −1
-M

h→0 h
Therefore lim f (x) lim g (x) = (0) (1) = 0
π π
x→ x→
RD

2 2
By

45
 Now consider the value of the limit for the product of two given functions.

y
nl
  
1 − sin x   cos x 
lim f (x) g (x) = lim  π π
π π

O
x→ x→ x − x −
2 2 2 2
 π   π  
 1 − sin + h   cos + h 

n
= lim π 2 π  π
2 
π
h→0 
+ h − + h − 

io
 2   2  2 2
1 − cos h − sin h

at
= lim
h→0 h h
 
h

ul
2 sin2 (− sin h)
2
= lim
h2

rc
h→0
h 2  
 
sin 1
= lim 2 
h→0

h 
2 Ci 4
(− sin h)

 2
1
e
= 2 (1) (0) = 0
4
at

Hence lim f (x) lim g (x) = lim f (x) g (x) is verified

π π π
riv

x→ x→ x→
2 2 2
E-10
-P
IT

 
1 1
Given f (x) = x + , x >
2 2
-M

1
= 0, x =
2
1
= 2 x, x <
RD

2
determine whether lim f (x) , exists?
1
x→
2
By

46
 The first function is greatest integer function.

y
nl
 
1
lim f (x) = lim x +
1 1 2
x→ + x→ +

O
2 2
 
1 1
= lim + h +
h→0 2 2

n
= lim [1 + h] = 1

io
h→0

at
Now consider lim f (x) = lim 2 x
1 1
x→ − x→ −

ul
2 2
 
1
= lim 2 − h

rc
h→0 2
 
Ci 1
= lim 2 = 1
h→0 2
1
Since lim f (x) = lim f (x) = 1 limit exists at x =
e
1 1 2
x→ + x→ −
at

2 2
E-11
riv

Find the value of p such that lim f (x) exists, where f (x) is defined by
-P

x→1

f (x) = 2 p x + 3, x < 1
IT

2
= 1 − px , x>1
-M

lim f (x) = lim (2 p x + 3)

x→ 1 − x→ 1 −
= lim {2 p (1 − h) + 3}
RD

h→ 0
= 2p + 3

1 − p x2


lim f (x) = lim
x→ 1 + x→ 1 +
By

n o
= lim 1 − p (1 + h)2
h→ 0
= 1 − p

47
 For the given function to have limit lim f (x) = lim f (x)

y
x→ 1 + x→ 1 −
1 − p

nl
= 2p + 3
2
p = −

O
3
E-12

n
8x − 2x

io
Evaluate lim
x→ 0 x

at
8x − 2x 8x − 1 + 1 − 2x
lim = lim

ul
x→ 0 x x→ 0 x
(8 − 1) − (2x − 1)
x
= lim

rc
x→ 0 x
x
(8 − 1) (2x − 1)
= lim − lim
Ci
x→ 0 x   x
x→ 0
8
= log 8 − log 2 = log = log 4
2
e
E-13
at
riv

ax − ay
Evaluate lim
x→ y x − y
ax − 1
-P

The given function is written in the standard form lim and simplified to find limit.
x→ 0 x
IT

ax − ay ax−y − 1
lim = lim ay
x→ y x − y x→ y x − y
-M

The standard form can be identified through the simplification,

lim implies lim

x→ y (x − y)→ 0
RD

ax − ay ax−y − 1
lim = lim ay
x→ y x − y x→ y x − y
( )
a(x−y) − 1
By

y
= a lim
(x − y)→ 0 (x − y)
= ay log a

48
 E-14

y
nl
ex − 1
Prove that lim = 1

O
x→ 0 x
The above can be proved through the simplification of the given function
reducing to the standard form. Let ex − 1 = y. Hence ex = 1 + y and

n
x = log (1 + y). Now as x → 0, ex → 1. Therefore y → 0.

io
ex − 1
 
y
lim = lim

at
x→ 0 x y→ 0 log (1 + y)
 

ul

 

 1 
= lim
y→ 0  1

rc
 log (1 + y) 
 
y

 

= lim




Ci 1




y→ 0  1
y
 
e
log (1 + y)
 
at

The limit can be defined using the standard form

riv

 x 1
1
lim 1 + = e = lim (1 + x) x
x→∞ x x→0
-P

 

 

ex − 1
 
 1  1
IT

lim = lim = = 1
x→ 0 x y→ 0 
 1 log e
y
 
log (1 + y)
 
-M

E-15
RD

x (ex − 1)
 
Determine the limit of lim
x→ 0 (1 − cos x)
By

49
 x (ex − 1) ex − 1 x2
    

y
lim = lim
x→ 0 (1 − cos x) x→ 0 x (1 − cos x)

nl
 x
x2
  
e − 1
= lim lim
x→ 0 x x→ 0 (1 − cos x)

O
 
 x  2
e − 1  x 
= lim lim
x→ 0 x x→ 0  2 sin2 x 

n
2

io

x 2
 x  
 

e − 1 
4

= lim lim 2

at
x→ 0 x x→ 0 2 x
 sin 2 

 

ul
 2

rc
 
 
ex − 1
   1 
= lim lim 2 
 x 
Ci x

x→ 0 x→ 0  sin 
 2 
x
   
2
e
= (1) (2) (1) = 2
at

6.2 Continuity of a Function

riv

A function f (x) is continuous at a point, the function does not have break
or gap in its value at that point considered. The function f (x) is said to be
-P

continuous at a point x = a if

1. f (a) is defined and

IT

2.
lim f (x) = f (a)
-M

x→a

Note:

lim f (x) may exist without defining the value of the function at x = a
RD

x→a

For continuity of function, its value must be defined x = a.

3. A function is said to be discontinuous at a point if the function is

By

not continuous at that point. The function f (x) is discontinuous at

x = a due to the following:

50
 •

y
lim f (x) exists but lim f (x) 6= (a)

nl
x→a x→a
•

O
lim f (x) does not exist
x→a

• The function f (x) is not defined at x = a.

n
If two functions f (x) and g (x) are continuous and possess real values at

io
x = a then,

at
1. f (x) + g (x) is also continuous at x = a.

ul
2. f (x) − g (x) is also continuous at x = a.

3. f (x) × g (x) is also continuous at x = a.

rc
f (x)
4. is also continuous at x = a provided g (a) 6= 0.
Ci
g (x)
5. If f (x) and g (x) are real functions then consider f {g (x)}. If g (x) is
continuous at x = a and if the function f is continuous at g (a) then
e
f {g (x)} is continuous at x = a.
at

6. Continuity in an Interval.
riv

• A function f (x) is continuous in an open interval (a, b) a <

x < b if it is continuous at every point in (a, b).
-P

• A function f (x) is continuous in an closed interval [a, b] a ≤

x ≤ b if it is continuous at every point in the open interval
IT

(a, b) and it is continuous at the point x = a from right and

continuous at the point x = b from left.
-M

lim f (x) = (a) and lim f (x) = (b)

x→a + x→b −

7. Every polynomial function is continuous everywhere. A constant func-

RD

tion is a polynomial of degree zero. Hence it is also continuous every-

where. The graph of constant function is parallel to x-axis.

8. The functions sin x,cos x, ex and ax are continuous everywhere.

By

9. The functions sin− 1 x and cos− 1 x are continuous in the interval [−1 , 1].

51
 6.2.1 Examples

y
nl
E-1

O
Check for the continuity of the given function

f (x) = x3 , x ≤ 2

n
2
= x + 4, x > 2

io
The function f (x) is continuous at x = a subject to the following:

at
The function must be defined at the specified value. At x = a f (x) = f (a)

ul
At the specified value of x, the value of left-side-limit must be equal to that
of right-side-limit. Also this must be equal to value of the function at the

rc
specified value of x.

lim f (x) =
x→a −
Ci
lim f (x) = f (a)
x→a +

lim f (x) = lim x3

e
x→2 − x→2 −
at

= lim (2 − h)3
h→0
= 8
riv

x2 + 4


lim f (x) = lim
-P

x→2 + x→2 +
h i
= lim (2 + h)2 + 4
h→0
IT

= 8

Also the value of the two expressions is 8 at x = 2. Therefore the condition

-M

for continuity
lim f (x) = lim f (x) = f (2)
x→2 − x→2 +
RD

is satisfied. Hence the function is continuous at x = 2.

E-2

Examine the continuity of the given function at x = 0.

By

2 | x | + x2
f (x) = , x 6= 0
x
= 0, x = 0

52
 Consider the left-side-limit of the function.

y
2 | x | + x2

nl
lim f (x) = lim
x→0 x→0 − x

O
2 | 0 − h | + (0 − h)2
= lim
h→0 (0 − h)
2 h + h2

n
= lim
h→0 −h

io
= −2

at
Now consider the right-side-limit of the function.

ul
2 | x | + x2
lim f (x) = lim
x→0 x→0 + x

rc
2 | 0 + h | + (0 + h)2
= lim
h→0 (0 + h)
Ci
2 h + h2
= lim
h→0 h
= 2
e
at

Since lim f (x) 6= lim f (x) the function is not continuous at x = 0.

x→0 − x→0 +
riv

E-3

Determine the value of k such that the given function is continuous at

-P

x = 1.
x2 − 1
IT

f (x) = , x 6= 1
x − 1
= k, x = 1
-M

Consider the left-side-limit of the function.

x2 − 1
lim f (x) = lim
RD

x→1 x→1 − x − 1

(1 − h)2 − 1
= lim
h→0 (1 − h − 1)
h2 − 2 h
By

= lim
h→0 −h
= lim − (h − 2) = 2
h→0

53
 Now consider the right-side-limit of the function.

y
nl
x2 − 1
lim f (x) = lim
x→1 x→1 + x − 1

O
(1 + h)2 − 1
= lim
h→0 (1 + h − 1)

n
h2 + 2 h
= lim
h

io
h→0
= lim (h + 2) = 2
h→0

at
Since lim f (x) = lim f (x) the function has limit at x = 1.
x→1 − x→1 +

ul
For the function to be continuous at x = 1 lim f (x) = f (1)
x→1

rc
f (1) = lim f (x) = 2 = k Hence k = 2
x→1
Ci
The limit of the given function can be determined using method of factor-
ization as shown here.
x2 − 1 (x − 1) (x + 1)
e
lim = lim
x→1 x − 1 x→1 (x − 1)
at

= lim (x + 1)
x→1
riv

= 2

E-4
-P

At what point the following function is discontinuous?

IT

x + 1
f (x) =
x2 − 5 x + 6
-M

The given function can be factorized and written as:

x + 1
f (x) =
RD

x2 − 5x + 6
x + 1
=
(x − 3) (x − 2)

A function is continuous
By

If lim f (x) = f (a)

x→a

54
 For the given function, it is not defined either at x = 2 or x = 3. Hence

y
the function is not continuous at these two points.

nl
E-5

O
Determine the values of a and b so that the given function is continuous.

n
f (x) = 1, x ≤ 3

io
= a x + b, 3 < x < 5
= 7, 5 ≤ x

at
To solve for a and b two equations involving a and b must be formed. These

ul
two equations are formed using continuity conditions at x = 3 and x = 5.
First consider the continuity condition at x = 3. Consider the left-side-

rc
limit.
lim f (x) = lim 1 = 1
Ci
x→3 − x→3 −

Now consider the right-side-limit.

e
lim f (x) = lim (a x + b)
x→3 + x→3 +
at

= lim [a (3 + h) + b]
h→0
riv

= 3a + b

If the limit is to exist at x = 3 then

-P

lim f (x) = lim f (x)

x→3 − x→3 +
IT

Hence
3a + b = 1 (1)
-M

Now consider the continuity condition at x = 5 and first consider the

left-side-limit.
RD

lim f (x) = lim (a x + b)

x→5 − x→5 −
= lim [a (5 − h) + b]
h→0
= 5a + b
By

Consider the right-side-limit.

lim f (x) = lim 7 = 7

x→5 + x→5 +

55
 If the limit is to exist at x = 5 then

y
nl
lim f (x) = lim f (x)
x→5 − x→5 +

O
Hence
5a + b = 7 (2)

n
The values of a and b are obtained by solving equations 1 and 2. Hence
a = 3 and b = − 8.

io
at
6.3 Differentiability of a Function

ul
Let f (x) be a function and consider a small change in x. Let h be the

rc
change in the value of x so that it becomes x + h. The function is said to
be differentiable if

lim
Ci
f (x + h) − f (x)
exists
h→0 h
e
d
1. The differentiability of a function is denoted by f 0 (x) or [f (x)] or
at

dx
dy
where y = f (x).
riv

dx
dy f (x + h) − f (x)
= lim
dx h→0 h
-P

2. The function is differentiable at the specified value of x, if the left side

IT

derivative is same as the right side derivative. The following expression

defines the condition for differentiability of a function f (x) at x = a.
-M

f (a − h) − f (a) f (a + h) − f (a)
lim = lim
h→0 −h h→0 h

3. The function f (x) is differentiable if f 0 (x) exists.

RD

4. If s function is differentiable at a point then it is continuous at that

point. The converse of this statement is not true. A function may be
continuous at a point and may not be differentiable at the same point
By

dy
5. The geometrical interpretation of first derivative is that it repre-
dx
sents the slope of tangent to the curve y = f (x).

56
 6. The derivative of a function at a point x = a is expressed as

y
f (a + h) − f (a)

nl
lim
h→0 h

O
7.

If g (x) = c f (x) where c is a constant and f 0 (x) exists, then g 0 (x) = c f 0 (x)

n
io
8.

then F 0 (x) = f 0 (x) ± g 0 (x)

at
If F (x) = f (x) ± g (x)

9.

ul
If F (x) = f (x) × g (x) then

rc
F 0 (x) = f 0 (x) × g (x) + f (x) × g 0 (x)

10.
If F (x) =
Ci
f (x)
g (x)
then

g (x) f 0 (x) − f (x) g 0 (x)

e
F 0 (x) =
[g (x)]2
at

11. Leibnitz’s Theorem. This can be used to define the nth derivative
riv

of product of two functions. Let u (x) and v (x) be two functions and
for simplicity they are designated as u and v. The expression for nth
derivative is
-P

dn
(u v) = C0n un v + C1n un−1 v1 + C2n un−2 v2 + · · ·+ Crn un−r vr + · · · + Cnn u vn
dxn
IT

n!
where Crn is number of combination taken r at a time Crn =
r! (n − r)!
-M

n
dn X
(u v) = Crn un−r vr
dxn
r=0
RD

12. Consider a function consists only one term which is of the form f (x)g(x) .
The derivative is defined by taking logarithm of the given function.
n o
Let y = f (x)g(x) log y = log f (x)g(x) = g (x) log f (x)
By

The above expression differentiated with respect to x. This is known

as logarithmic differentiation.

57
 13. Rolle’s Theorem Let f (x) be a function defined in a closed interval

y
(a, b) such that f (x) is continuous in the closed interval (a, b) , deriv-

nl
able in the open interval (a, b) and f (a) = f (b). There exists at
least one value c of x in the open interval (a, b) such that f 0 (c) = 0.

O
14. Lagrange’s Mean Value Theorem. Let f (x) be a function defined
in a closed interval (a, b) such that f (x) is continuous in the closed

n
interval (a, b) i.e., a ≤ x ≤ b and derivable in the open interval (a, b)

io
i.e., a < x < b. There exists at least one value c of x in the open
interval (a, b) such that

at
f (b) − f (a)
f 0 (c) =
b − a

ul
15. Taylor’s Series. Taylor’s series is

rc
(x − x0 )2 00 (x − x0 )3 000
f (x) = f (x0 ) + (x − x0 ) f 0 (x0 ) +
Ci f (x0 ) + f (x0 )
2! 3!
∞
(x − x0 )4 0000 (x − x0 )n n X (x − x0 )n n
+ f (x0 ) + · · · + f (x0 ) + · · · = f (x0 )
e
4! n! n!
n=0
at

The expansion of a function about x = x0 can be defined using the

Taylor’s series. If x = 0, Taylor’s series is referred as MacLaurin’s
riv

series.
x2 00 x3 000
f (x) = f (0) + x f 0 (0) + f (0) + f (0)
-P

2! 3!
x4 0000 xn n
IT

+ f (0) + · · · + f (x0 ) + · · ·
4! n!

6.3.1 Examples
-M

E-1
RD

Check for the continuity and differentiability of function f (x) = | x |

at x = 0.

The given function is defined as f (x) = |x|

= − x, x < 0
By

= 0, x = 0
= x, x > 0

58
 The function is continuous if left-side-limit is same as the right-side-limit

y
and equal to the value of the function at the specified value of x.

nl
lim f (x) = lim f (x) = f (0)
x→0 − x→0 +

O
Consider left-side-limit.

n
lim f (x) = lim − x
x→0 − x→0 −

io
= lim − (0 − h)
h→0

at
= lim h = 0
h→0

Consider right-side-limit.

ul
lim f (x) = lim x

rc
x→0 + x→0 −
= lim (0 + h)
h→0
Ci
= lim h = 0
h→0

Since lim f (x) = lim f (x) = 0 = f (0) the function is continuous

e
x→0 − x→0 +
at

For the function to be differentiable, the left-side-derivative must be equal

to right-side-derivative.
riv

f (x − h) − f (x) f (x + h) − f (x)
lim = lim
h→0 −h h→0 h
-P

Consider the left-side-derivative.

lim f (x) = lim − x

IT

x→0 − x→0 −

f (x − h) − f (x) − (0 − h) − 0
-M

lim = lim
h→0 −h h→0 −h
= −1
RD

Consider the right-side-derivative.

lim f (x) = lim x

x→0 + x→0 +
By

f (x + h) − f (x) (0 + h) − 0
lim = lim
h→0 h h→0 h
= 1

59
 f (x − h) − f (x) f (x + h) − f (x)

y
Since lim 6= lim
h→0 −h h→0 h

nl
the function is not differentiable at x = 0. Hence the function is continuous
but not differentiable at x = 0.

O
E-2

n
Examine the continuity and differentiability of the given function.

io
f (x) = x, x < 1

at
= 2 − x, 1 ≤ x ≤ 2
− 2 + 3 x − x2 ,

ul
= x > 2

The check for continuity and differentiability have to be done for x = 1

rc
and x = 2. Firs consider point x = 1.

The left-side-limit is defined as:

Ci
lim f (x) = lim x
e
x→1 − x→1 −
lim (1 − h) = 1
at

=
h→0
riv

Now consider right-side-limit.

lim f (x) = lim (2 − x)

x→1 + x→1 +
-P

= lim [2 − (1 + h)] = 1
h→0
IT

Since lim f (x) = lim f (x) = 1 = f (1) the function is continuous at x = 1

x→1 − x→1 +

Now the differentiability of the function at x = 1 is considered. The

-M

left-side-derivative is considered.
f (x − h) − f (x) (1 − h) − 1
lim = lim
RD

h→0 −h h→0 −h
= 1

Right-side-derivative is defined as:

By

f (x + h) − f (x) [2 − (1 + h) − 1]
lim = lim
h→0 h h→0 h
= −1

60
 f (x − h) − f (x) f (x + h) − f (x)

y
Since lim 6= lim
h→0 −h h→0 h

nl
the function is not differentiable at x = 1. Hence the function is continuous
but not differentiable at x = 1.

O
Next check for the point x = 2. The left-side-limit is defined as:

n
lim f (x) = lim (2 − x)
x→2 − x→2 −

io
= lim [2 − (2 − h)] = 0
h→0

at
The right-side-limit is defined as:

ul
− 2 + 3 x − x2


lim f (x) = lim
x→2 + x→2 +
h i
− 2 + 3 (2 + h) − (2 + h)2 = 0

rc
= lim
h→0

Since lim f (x) =

x→2 − x→2 +
Ci
lim f (x) = 0 = f (2) the function is continuous at

Now check is done for differentiability at x = 2. The left-side-derivative is

x = 2

f (x − h) − f (x) [2 − (2 − h) − 0]
e
lim = lim
at

h→0 −h h→0 −h
= −1
riv

Consider the right-side-derivative at x = 2.

h i
2
f (x + h) − f (x) − 2 + 3 (2 + h) − (2 + h) − 0
-P

lim = lim
h→0 h h→0 h
= −1
IT

f (x − h) − f (x) f (x + h) − f (x)
Since lim = lim
h→0 −h h→0 h
-M

the function is differentiable at x = 2. Therefore the function is continuous

and not differentiable at x = 1. At x = 2 the function is continuous as
well as differentiable.
RD

E-3

Check for the continuity and differentiability of the given function at x = 1.

By

f (x) = | x − 3 |, x ≥ 1
x2 3 13
= − x + , x < 1
4 2 4

61
 To check for the continuity of the function consider the left-side-limit.

y
 2 

nl
x 3 13
lim f (x) = lim − x +
x→1 − x→1 − 4 2 4

O
 
1 2 3 13
= lim (1 − h) − (1 − h) +
h→0 4 2 4
1

n
lim 1 − 2 h + h2 − 6 + 6 h + 13


=
4 h→0

io
= 2

at
The right-side-limit is defined as:
lim f (x) = lim | x − 3 |

ul
x→1 + x→1 +
= lim | (1 + h) − 3 |
h→0

rc
= 2
Since lim f (x) =
x→1 − x→1 +
Ci
lim f (x) = 2 = f (1) the function is continuous at x = 1

Now the check for the differentiability of the function at x = 1 is considered.

The left-side-derivative is defined as:
e
at

 
1 2 3 13
(1 − h) − (1 − h) + − 2
f (x − h) − f (x) 4 2 4
lim = lim
riv

h→0 −h h→0
 −h 
1
1 − 2 h + h2 − 6 + 6 h + 13


− 2
4
-P

= lim
h→0
 −
 h
1
8 + 4 h + h2


− 2
IT

4
= lim
h→0 −h
h2
-M

h +
= lim 4
h→0 −h
= −1
RD

The right-side-derivative is defined as:

f (x + h) − f (x) | (1 + h) − 3 | − 2
lim = lim
h→0 h h→0 h
By

| − (2 − h) | − 2
= lim
h→0 h
= −1

62
 f (x − h) − f (x) f (x + h) − f (x)

y
Since lim = lim
h→0 −h h→0 h

nl
the function is differentiable at x = 1. Therefore the function is continuous
as well as differentiable at x = 1.

O
E-4

n
io
6.4 Maxima and Minima

at
A function f (x) is said to be an increasing function, if its value increases as

ul
x increases otherwise it is known as decreasing function.Consider δx as the
increment given to x and corresponding value of the function is f (x + δx).

rc
Hence the condition for an increasing function is

f (x + δx) − f (x) > 0 or

δx
Ci
f (x + δx) − f (x)
> 0 f 0 (x) = 0
dy
dx
> 0

This condition also can be specified in term of the derivative of the function.
e
at

dy
f 0 (x) > 0 > 0
dx
riv

The tangent at the point on the curve represented by the function f (x)
makes an acute angle with positive direction of the x-axis. Similarly, for
the decreasing function, the tangent at a point makes an obtuse angle with
-P

the positive direction of the x-axis. The function considered may be such
that for a set of values of x, the value of the may increase and for next set
IT

of x values it may have decreasing trend. Hence at a particular value of x

the nature of the function may change and at this point the tangent will
be parallel to x-axis. For example sin x is an increasing function between
-M

π π
x = 0 and x = . It exhibits decreasing trend between x = and
2 2
π
x = π. At x = the function neither increases nor decreases and
RD

2
remains stationary. This referred as stationary point. The tangent defined
at the stationary point is parallel to x-axis. Hence at the point where the
function changes its nature, from increasing trend to decreasing trend or
decreasing trend to increasing trend the slope of the tangent is zero.
By

dy
f 0 (x) = 0 = 0
dx

63
 The stationary point may correspond to maximum or minimum value of

y
the function at that position. The function assumes maximum value if the

nl
function changes from increasing trend to decreasing trend otherwise the
value of the function is minimum. At the point of maximum, the slope

O
change its sign from positive to negative and hence second derivative will be
negative. At the point of minimum value the sign of the slope of the tangent
changes from negative to positive and hence second derivative will positive.

n
The conditions for extreme value are:

io
dy d2 y
For maximum value = 0 < 0

at
dx dx2
dy d2 y

ul
For minimum value = 0 > 0
dx dx2

rc
At a point on the curve represented by the function y = f (x) the slope
of the tangent will be zero and on both sides of the tangent the function
Ci
may be increasing or decreasing one. That is the slope continues increase
or decrease after crossing the point at which slope is zero. At this point
second derivative will also become zero and this point is known as point of
e
inflexion. Hence conditions for point of inflexion are:
at

dy d2 y d3 y
= 0 = 0 6= 0
dx dx2 dx3
riv

6.5 Partial Derivatives

-P

The function defined in terms of more than one independent variables is

expressed as
IT

z = f (x, y) z is the dependent variable and x and y are independent variables

The change in the dependent variable will due to both x and y. The change
-M

is defined by differentiating with respect to x by keeping y as constant and

differentiating with respect to y by treating x as constant. At a time differ-
RD

entiation is done with respect to one of the independent variable and hence
it is referred as partial derivative and is represented as
∂z ∂f
or or fx (x, y)
∂x ∂x
By

∂z ∂f
or or fy (x, y)
∂y ∂y

64
 Similarly higher order derivatives are defined.

y
nl
∂2z ∂2f
 
∂ ∂z
= or or fxx (x, y)
∂x ∂x ∂x2 ∂x2

O
∂2z ∂2f
 
∂ ∂z
= or or fyy (x, y)
∂y ∂y ∂y 2 ∂y 2

n
∂2z ∂2f
 
∂ ∂z

io
= or or fyx (x, y)
∂y ∂x ∂y ∂x ∂y ∂x

at
∂2z ∂2f
 
∂ ∂z
= or or fxy (x, y)
∂x ∂y ∂x ∂y ∂x ∂y

ul
The sequence of independent variables considered for differentiation will not
influence the final expression.

rc
∂2z ∂2z
∂x ∂y
= Ci
∂y ∂x

1. Homogeneous Function. A function f (x, y) is said to be homoge-

e
neous if the sum of the powers of the independent variables is same
at

for all terms.

f (x, y) = c0 xn + c1 xn−1 y + c2 xn−2 y 2 + · · · + cn y n

riv

is a homogeneous function of order n. The above polynomial expres-

sion can also written as
-P

 y  y 2  y n  y
xn c0 + c1 + c2 + · · · + cn = xn F
IT

x x x x
 
n x
The homogeneous form also can be written as y F .
-M

y
2. Euler’s Theorem. If z is homogeneous function of order n, then
RD

∂z ∂z
x + y = nz
∂x ∂y
Let z is a homogeneous function of x and y and of degree n and z =
f (u), then
By

∂u ∂u f (u)
x + y = n 0
∂x ∂y f (u)

65
 Euler’s theorem for second derivatives is

y
∂2z ∂2z 2

nl
2 ∂ z
x2 + 2 x y + y = n (n − 1) z
∂x2 ∂x ∂y ∂y 2

O
Let z is a homogeneous function of x and y and of degree n and z =
f (u), then Euler’s theorem for second derivatives is

n
∂2u ∂2u 2
2 ∂ u
x2 = F (u) F 0 (u) − 1

io
 
2
+ 2 x y + y 2
∂x ∂x ∂y ∂y

at
where
f (u)
F (u) = n

ul
f 0 (u)

3. Let z be a function of x and y, z = f (x, y), then total difference,

rc
total change, in z is

dz =
∂f
∂x
Ci
dx +
∂f
∂y
dy
e
If dz = 0, then
at

∂f
∂f ∂f ∂f ∂f dy dy ∂x
dx + dy = 0 + = 0 = − ∂f
∂x ∂y ∂x ∂y dx dx
riv

∂y

The second derivative can be defined using the following.

-P

∂f ∂f
dy p
Let p = q = = −
∂x ∂y
dx q
IT

d2 y
   
d dy d p
= = −
dx2 dx dx dx q
-M

Using the rule for differential for ratio form and the following defi-
nitions, the expression for second derivative can be defined as shown
here.
RD

∂2f ∂2f ∂2f

r = s = t =
∂x2 ∂x ∂y ∂y 2
d2 y
 2
q r − 2 p q s + p2 t

= −
dx2 q3
By

66
 6.5.1 Jacobian

y
nl
Jacobian is used in the evaluation of multiple integral. Consider two func-
tions u and v defined in terms of independent variables x and y, u (x, y) and

O
v (x, y). Jacobian defined as
 ∂u ∂v   ∂u ∂u 
   

n
   
∂ (u, v)  ∂x ∂x   ∂x ∂y 
=   = 
   

io
∂ (x, y)

 ∂u ∂v   ∂v ∂v 
   
 ∂y ∂y 
∂x ∂y
 

at
For 3-D case

ul
 ∂u ∂u ∂u 
 ∂u  
 ∂v ∂w   
 ∂x

∂x ∂x 
  ∂x ∂y ∂z 

rc
  
   
∂ (u, v, w)  ∂u ∂v ∂w   ∂v ∂v ∂v 
=  =

∂ (x, y, z)  ∂y


∂y ∂y Ci



 ∂x



∂y ∂z 



 ∂u ∂v ∂w   ∂w
 ∂w ∂w 
 
e
∂z ∂z ∂z ∂x ∂y ∂z
 
at

1. If u and v are functions of x and y, then

riv

∂ (u, v) ∂ (x, y)
× = 1
∂ (x, y) ∂ (u, v)
-P

2. If u and v are functions of r and s and in turn r and s are functions of

x and y, then
∂ (u, v) ∂ (u, v) ∂ (r, s)
IT

= ×
∂ (x, y) ∂ (r, s) ∂ (x, y)
3. If the functions u,v and w of three independent variables x,y and z are
-M

not independent, then

∂ (u, v, w)
= 0
∂ (x, y, z)
RD

4. Taylor’s Series. Let the function f (x, y) and its partial derivatives
up to nth order are finite and continuous for all values of x and y.
Also consider h as the increment given to x at x = a and k as the
increment given to y at y = b. Taylor’s series is
By

∂ 2
   
∂ ∂ 1 ∂
f (a + h, b + k) = f (a, b) + h + k f+ h + k f
∂x ∂y 2! ∂x ∂y

67
 ∂ 3 ∂ n
   
1 ∂ 1 ∂

y
+ h + k f + ··· + h + k f + ···
3! ∂x ∂y n! ∂x ∂y

nl
Considering particular case of a = 0, b = 0, h = x and k = y,
Taylor’s series can be written as

O
2 ∂2f 2
   
∂f ∂f 1 2∂ f 2∂ f
f (x, y) = f (0, 0)+ x + y + x + 2xy +y ···
∂x2 ∂y 2

n
∂x ∂y 2! ∂x ∂y

io
6.5.2 Maxima and Minima

at
The conditions for a function defined in terms of two independent variables
is similar to that considered for function with one independent variable.

ul
Consider the function f (x, y)

1.

rc
∂f ∂f
= 0 = 0 or p = q = 0
∂x ∂y Ci
2. 2
∂2f ∂2f ∂2f

× > or r t > s2
∂x2 ∂y 2
e
∂x ∂y
at

This condition also can be defined as follows:

 2 2f 

 ∂ f ∂
riv

 
 ∂x2 ∂x ∂y 

  > 0
 2 2

 ∂ f ∂ f 
-P


 ∂x ∂y ∂y 2 
IT

3.
∂2f ∂2f
< 0 or < 0 For function to be maximum
-M

∂x2 ∂y 2

4.
RD

∂2f ∂2f
> 0 or > 0 For function to be minimum
∂x2 ∂y 2

5. Lagrange’s Method. Let f (x, y, z) be the function defined in terms

By

three independent variables x,y and z and the independent variables

are related by
F (x, y, z) = 0

68
 The stationary value of the given function subject to the given condi-

y
tion among the independent variables is determine by considering the

nl
following equations.
∂f ∂F
+ λ = 0

O
∂x ∂x
∂f ∂F
+ λ = 0

n
∂y ∂y
∂f ∂F

io
+ λ = 0
∂z ∂z

at
F (x, y, z) = 0
The values for x,y,z and λ are determined by solving the above equa-

ul
tions.

rc
6.6 Problems
P-1-G2007-Q69 Ci
sin x
e
lim equals to
x→0 ex x
at

(a) 10 (b) 0 (c) 1 (d) ∞

riv

sin x sin x 1
-P

lim = lim lim x

x→0 ex x x→0 x x→0 e
= 1 ×1 = 1
IT

Answer: (c)
-M

P-2-G2008-Q29
RD

The function f (x) = x2 − 5 x + 6

(a) has its maximum value at x = 2.0

(b) has its maximum value at x = 2.5

By

(c) increasing on the interval (2.0, 2.5)

69
 (d) increasing on the interval (2.5, 3.0)

y
nl
The derivative of the given function is

O
2x − 5 Equating this to zero, value of x is 2.5

Since second derivative is positive the function is minimum at x = 2.5.

n
Also it can be seen that the function value is zero at x = 2 and x = 3

io
and its value is − 0.25 at x = 2.5. Hence the function value is increasing
in the interval 2.5 to 3.

at
Answer: (d)

ul
P-3-G2008-Q1

rc
The function defined by

f (x) = sin x,
Cix < 0
= 0, x = 0
e
3
= 3x , x > 0
at

(3)
riv

(a) is neither continuous nor differentiable at x = 0

(b) is continuous and differentiable at x = 0

-P

(c) is differentiable but not continuous at x = 0

IT

(d) is continuous but not differentiable at x = 0

-M

The given function is checked for its continuity and differentiability in the
specified range of values of x. For continuity the left side limit and right side
limit must be equal to the value of the function for the value of x considered.
RD

Left side limit is

lim sin x = lim sin 0 − h = 0

x→0 h→0
By

Right side limit is

lim 3 x3 = lim 3 (0 + h)3 = 0

x→0 h→0

70
 Since right side limit is same as the right side limit and the same is equal

y
to the value of the function at x = 0. Hence the function is continuous at

nl
x = 0. The function is differentiable at x = 0 if the left side derivative is
equal to right side derivative.

O
f (a − h) − f (a) f (a + h) − f (a)
lim = lim
h→0 −h h→0 h

n
The left side derivative is

io
f (a − h) − f (a) sin (0 − h) − 0
lim = lim

at
h→0 −h h→0 −h
− sinh
= lim = 1

ul
h→0 −h
The right side derivative is

rc
f (a + h) − f (a) Ci 3 (0 + h)3 − 0
lim = lim
h→0 h h→0 h
2
= lim 3 h = 0
h→0
e
Since the left side derivative is not equal to right side derivative, the function
at

is not differentiable at x = 0. But it is continuous at x = 0.

riv

Answer: (d)

P-4-G2009-Q47
-P
IT

In the interval 1 ≤x ≤ 2 , the function f (x) = eπ x + sin πx is

(a) maximum at x = 1 (b) maximum at x = 2
-M

(c) maximum at x = 1.5 (d) monotonically decreasing

RD

The derivative of the function is

0
f (x) = π eπ x + π cos πx

The derivative will not become zero for the specified interval. The values of
By

the derivative at the extreme values of the interval are:

0 0
f (1) = 69.5570 and f (2) = 1685.4382

71
 Hence the function does not have extreme value in the specified interval.

y
Also the values of the given function at the extreme values of the interval

nl
are:
f (1) = 23.1407 and f (2) = 535.4917

O
Hence the function has maximum value at x = 2.

n
Answer: (b)

io
P-5-G2010-Q37

at
f (x, y) = x2 + y 2 − x y − 3 y

ul
The function has an extreme at the point
(a) (1, 2) (b) (3, 0) (c) (2, 2) (d) (1, 2)

rc
The first and second derivatives of the function with respect to x and y
Ci
are:
0 0
fx = 2 x − y fy = 2 y − x − 3
00 00 00
e
fxx = 2 fyy = 2 fxy = − 1
at

The condition for extreme value is also satisfied.

 00 2
riv

00 00
fxx fyy > fxy

The values of x and y are determined by equating the first derivative ex-
-P

pressions to zero and hence the values are x = 1 and y = 2. Since second
erivative with respect to x or y is positive the function has extreme value at
IT

x = 1 and y = 2.

Answer: (a)
-M

P-6-G2010-Q11
RD

Z 1
dx
The definite integral
−1 x2
(a) does not exist (b) is equal to 2
By

(c) is equal to 0 (d) is equal to -2

72
 The function is defined at x = 0 and hence the given integral does not exist.

y
nl
Answer: (a)

O
P-7-G2011-Q3

n
The function f (x1 , x2 , x3 ) = x21 + x22 + x23 − 2 x1 − 4 x2 − 6 x3 + 14 has its minimum value at

io
(a) (1, 2, 3) (b) (0, 0, 0) (c) (3, 2, 1) (d) (1, 1, 3)

at
The first derivative with respect to x1 , x2 and x3 are respectively:

ul
2 x1 − 2 derivative with respect to x1

rc
2 x2 − 4 derivative with respect to x2
2 x3 − 6 Ci
derivative with respect to
The values of x1 , x2 and x3 are determined by equating these dexpressions
x3

to zero and hence the values are:

e
at

x1 = 1 x2 = 2 x3 = 3

The second derivative with respect to x1 , x2 and x3 are same and is equal
riv

to 2 and the cross derivative are zero.

00 00 00 00 00 00
fx1 x1 = fx2 x2 = fx3 x3 = 2 and fx1 x2 = fx2 x3 = fx3 x1 = 0
-P

Hence the third order determinant formed by the second derivative is posi-
IT

tive.  
2 0 0 
 
0 2 0  = 8
-M

 
0 0 2 

Since the second derivative with respect to the variables are positive, the
function is minimum at x1 = 1 , x2 = 2 and x3 = 3.
RD

Answer: (a)

P-8-G2012-Q32
By

The volume of solid

√ generated by rotating the region between the semi-
circle y = 1 − 1 − x2 and the straight line y = 1 about x-axis, is

73
 y
4 1 3 3 2
(a) π2 − π (b) 4 π2 − π (c) π2 − π (d) π − π

nl
3 3 4 4
The required volume can be obtained using any of the three methods de-

O
scribe in the following.

n
First Method
The circle radius is 1 and its center is at (0, 1). The center is on the y-axis

io
and the line y = 1 is parallel to x-axis, passing through the center of the
circle. Consider a small element of area dx dy in the region between the

at
circle and the line and is at a distance y from x-axis. Assume this element
revolves about x-axis through an angle dθ and hence the length of the solid

ul
generated will be y dθ. Therefore the volume generated will be (dx dy) y dθ.
Hence total volume generated will be sum of volume generated by all ele-

rc
ments considered in the region included between the line through the center
of the circle and the circle. This is expressed through the triple integral as
Ci
Z Z Z
V = y dx dy dθ
e
Consider one complete revolution. The limits for x are specified with con-
at

stants and the limits for y are expressed in terms of x. Hence the integral
defining the required volume can be written as
riv

Z 1 Z 1 Z 2π
V = √ y dx dy dθ
−1 y=1− (1 − x2 ) 0
-P

The region is symmetry about y-axis and carrying out the inetgration with
respect to θ, the expression for the volume generated is written as
IT

Z 1 Z 1
V = 4π √ y dy dx
0 y=1− (1 − x2 )
-M

Integrating and simplifying the resulting expression, the volume generated

is
4
V = π2 − π
RD

3
Second Method
The required volume can be determined using procedure followed in the
application integral calculus. The volume solid generated by the region
By

included between curve defined by y = f (x) and the x-axis is expressed as

Z
V = π y 2 dx

74
 The region to be considered for the present problem is that bounded between

y
the line y = 1 and the circle. The center of the circle is at (0, 1) and touches

nl
the origin. The radius of the circle is 1. Hence the required volume is defined
by difference between two volumes. The first volume is that of the cylinder

O
generated by the line y = 1 while revolving about x-axis and the volume is
V1 = π × 12 × 2 = 2 π. The second volume is the one generated by the
revolution of the region between the circle and x-axis while revolving about

n
x-axis. This is determined through the following procedure.

io
Z
V2 = π y 2 dx

at
Z 1  p 2
= π 1 − 1 − x2 dx

ul
−1
Z 1  

rc
p
= 2π 2 − 2 1 − x2 − x2 dx Due to symmetry about y-axis
0
 
V2 =
10
3
π − π 2 Ci
Hence the required volume is
e
at

V = V1 − V2
 
10 2 4
V = 2π − π − π = π2 − π
riv

3 3
Third Method
-P

The volume can be determined directly using Pappus theorem. The theorem
states that the volume of solid generated by an area while revolving about an
axis which does not intersect the region is defined by the product of the area
IT

of the region and the distance covered by the centroid of the region from the
line of revolution
-M

π × 12
   
4 4
V = 2π 1 − = π2 − π
RD

2 3π 3
Answer: (a)

P9-G2012-Q31
By

1
The nth derivative of the function y = is
x + 3

75
 (−1)n n! (−1)n+1 n! (−1)n (n + 1)! (−1)n n!

y
(a) (b) (c) (d)
(x + 3)n+1 (x + 3)n+1 (x + 3)n (x + 3)n

nl
Consider the first three derivatives of the given function.

O
dy 1 d2 y 2 d3 y 6
= − = = −
dx (x + 3)2 dx 2
(x + 3)3 dx 3
(x + 3)4

n
From these expressions the nth derivative expression can be written as

io
dn y (− 1)n n!

at
=
dxn (x + 3)n + 1

ul
Answer: (a)

rc
P10-G2013-Q3

At x = 0, the function y = |x| is

Ci
(a) continuous but not differentiable
e
at

(b) continuous and differentiable

riv

(c) not continuous but differentiable

(d) not continuous and not differentiable

-P

Refer Example E-1 of Section 6.3.1.

IT

Answer: (a)
-M

P11-G2015-Q24

The function y = x3 − x has

RD

(A) no inflection point (B) one inflection point

(C) two inflection points (D) three inflection points

By

Answer: (B)

76
 P12-G2015-Q38

y
nl
For a parabola defined by y = a x2 + b x + c, a 6= 0, the coor-
dinates (x , y) of the extremum are

O
√ !
b2 − 4 a c −b − b2 + 4 a c
 
−b
(A) + ,0 (B) ,
2a 2a 2a 2a

n
2
 
−b − b + 4 a c

io
(C) , (D) (0 , c)
2a 4a

at
The first derivative of y is equated to zero to obtain the value for x.

ul
dy b
= 2ax + b = 0 x = −
dx 2a

rc
Second derivative is 2 a and is not zero. Hence y has extreme value for the
above value of x. Substitute for x in the expression for y to define it as

y =
Ci
− b2 + 4 a c
4a
e
Answer: (C)
at

P13-G2016-Q16
riv

Let x be a positive real number. The function

-P

1
f (x) = x2 + has its minima at x = ——
x2
IT

For extreme value of function, first derivative must be zero. Using this the
value of x can be determined as shown in the following.
-M

1 x4 + 1
f (x) = x2 + =
x2 x2
df 5
2x + 2x
RD

= = 0
dx x4
2 x5 − 2 x = 0
x x4 − 1


= 0
x = 0, ±1, ±i
By

The sign of second derivative at the selected value of x will decide the nature
of function, that is minimum or maximum. For the function to be maximum

77
 the second derivative must be negative and if it is positive then the function

y
is minimum. The second derivative is

nl
2 x4 + 3


d2 f
=

O
dx2 x4
Among the values of x determined, 0 , ± 1 , ± i , the possible value of x

n
for the function to be minimum is x = 1, since it is given in the problem
that x is a positive real number.

io
Answer: x = 1

at
AP1

ul
The distance between the origin and the point nearest to it on the sur-

rc
face z2 = 1 + x y is

(A) 1 (B)
r
3
(C)
√
3
Ci (D) 2
2
e
Let the point on the surface be P (x, y, z). The distance of P from origin is
at

p2 = x2 + y 2 + z 2 = x2 + y 2 + x y + 1 f (x, y) Using equation to the given surface

riv

If the point P is to be near to the origin, then the distance must be minimum.
Hence the above expression is minimized.
-P

∂f
= 2x + y = 0
∂x
IT

∂f
= 2y + x = 0 Solving these two equations x = y = 0
∂y
(4)
-M

2
∂2f ∂2f ∂2f ∂2f ∂2f ∂2f
    
= 2 = 2 = 1 − > 0
∂x2 ∂y 2 ∂x ∂y ∂x2 ∂y 2 ∂x ∂y
RD

Since the second derivative positive the distance is minimum for x = 0 and
y = 0. Corresponding values for z are z = ± 1. Hence the distance is 1.

Answer: (A)
By

78
 7 Vector Calculus

y
nl
In this the subject matter is dealt in three parts. In the first a brief coverage
on the basics of vector algebra is given. It is followed by the application of

O
calculus, both differentiation and integration, on the vectors. Vector is
a quantity defined by magnitude and direction as against Scalars which
require only magnitude. Vector is graphically represented by a straight line

n
with arrow at one end. The length represents magnitude and arrow indicates

io
the direction of the vector. The following points are related to vector algebra.
The basic operations like addition,subtraction and multiplication considered

at
for simple variables, scalars, are also applicable for vectors.

ul
7.1 Vector Algebra - Basics

rc
1. Two vectors are said to be equal if their magnitude and direction are
same.
→
− Ci →
−
2. Two vectors A represented by line PQ, figure (a), and B represented
→
−
by line QR can be added to define the sum of two vectors as C rep-
resented by line PR. Sum is defined by moving in the same direction
e
→
− →
− →
−
from P to R. A + B = C
at
riv
-P
IT
-M

→
− →
− →
− →
−
Commutative law is valid for vector addition. A + B = B + A
RD

→
− →
−
3. Similarly the difference between vectors A and B is obtained,figure
(b). Difference is defined by moving in the same direction from P to
Q.
→
− →
− →
− →
− →
− →
−
C + B = A C = A − B
By

→
− →
−
Commutative law is not valid for vector subtraction. A − B 6=
→
− →
−
B − A

79
 →
− →
−
4. Commutative law for multiplication is s A = A s where s is a scalar.

y
nl
5. Associative law for addition and multiplication are respectively:

O
→
− →
− →
− →
− →
− →
−
A + B + C = A + B + C

n
 →
− →
−
s r A = (sr) A where s and r are scalar quantities

io
6. The following algebraic operations represent the distributive law.

at
→
− →
− →
−
(s + r) A = s A + r A

ul
→− →
− →
− →
−
s A + B = s A + sB

rc
→
−
7. Given the vector A , its unit vector is defined by dividing the vector

by its magnitude. Â =
→
−
A
|A|
Ci
e
8. Consider Cartesian co-ordinate system with x, y and z are the reference
at

axes and let i̇,j̇ and k̇ respectively are the unit vectors along x,y and z
axes. Any vector can be expressed as sum of its components along x,y
riv

and z directions and is expressed by any one of the forms given here.
→
− →
−
A = Ax i̇ + Ay j̇ + Az k̇ OR A = A1 i̇ + A2 j̇ + A3 k̇
-P

7.1.1 Product of Vectors

IT

1. Scalar Product or Dot Product. This product between the vec-

→
− →
−
tors, A and B , is defined as, figure (a) the product of the magnitudes
of the two vectors and cosine of the angle between two vectors.
-M

→
− → − →
− → −
A · B = | A | | B | cos θ
RD

→
−
If the vectors are defined as A = A1 i̇ + A2 j̇ + A3 k̇ and
→
−
B = B1 i̇ + B2 j̇ + B3 k̇, then the scalar product is expressed as
→
− → −
A · B = A1 B 1 + A2 B 2 + A3 B 3
By

The result of the dot product is a scalar.

80
 y
nl
O
n
io
at
• The scalar product is used to determine the angle between the
two vectors.

ul
A1 B1 + A2 B2 + A3 B3
cos θ = →
− → −

rc
| A | |B |

• If the scalar product of two vectors is zero them te two vectors

Ci
are perpendicular to each other. Since if the angle between them
π π
is then cos = 0.
2 2
e
• The geometric interpretation of dot product is, it defines the pro-
at

jection one vector on to the other,figures (b) and (c). Figure (b)
→
− →
−
defines the projection of vector A on to B and the projection of
→
− →
−
riv

vector B on to A is shown figure (c).

• If one of the two vectors is unit vector then dot product defines
the component of other vector along the direction of unit vector.
-P

This can be used to resolve a force along the specified direction.

• If one vector is a force and the other is a displacement, then the
IT

dot product between them define the work done,which is basically

a scalar.
-M

• Commutative law is valid for scalar product.

→
− → − →
− → −
A · B = B · A
RD

• Distributive law is valid for scalar product.

→
− → − →
− →
− → − →
− →
−
A · B + C = A · B + A · C
By

→
− → −  →− →
− →
−  →− →
− → −
s A · B = s A ·B = A · sB = A · B s
where s is a scalar.

81
 2. Vector Product or Cross Product. The vector product of two

y
→
− →
−
vectors, A and B is defined as

nl
→
− → − →
− → −
A × B = | A | | B | sin θ n̂

O
where θ is the angle between vectors and n̂ is a unit vector in the
direction of outward normal to the plane containing two vectors. The

n
→
−
result of cross product is a vector. If the vectors are defined as A =
→
−

io
A1 i̇ + A2 j̇ + A3 k̇ and B = B1 i̇ + B2 j̇ + B3 k̇, then the scalar
product is expressed as

at
→
− →−
A × B = (A2 B3 − A3 B2 ) î + (A3 B1 − A1 B3 ) ĵ + (A1 B2 − A2 B1 ) k̂

ul
The cross product can also be defined as determinant of third order.

rc
 
 î ĵ k̂ 


Ci
A1 A2 A3 
B1 B2 B3 


• If the cross product is zero then the two vectors are parallel
e
• The magnitude of the vector product represents area of the par-
at

allelogram formed the two vectors or half the area of the triangle
riv

formed by the two vectors.

• The cross product defines the moment of a force about a point.
• The commutative law is not valid for cross product.
-P

→
− → − →
− → −
A × B 6= B × A
IT

The law is valid if the vector product is defined as

→
− →
− →
− →
−
-M

A×B = −B×A

• The distributive law is valid for vector product.

RD

→
− →
− →
− →
− →
− →
− →
−
A × B + C = A × B + A × C
→
− →
−  →− →
− →
−  →
− →
− →
−
s A × B = s A ×B = A × sB = A × B s
By

where s is a scalar.

82
 →
−
3. Product of Three Vectors Consider three vectors A = A1 i̇ +

y
→
− →
−
A2 j̇ + A3 k̇, B = B1 i̇ + B2 j̇ + B3 k̇ and C = C1 i̇ +

nl
C2 j̇ + C3 k̇. The following are the expressions involving product of
three vectors result of which is either scalar of vector.

O
• →
− →− →
−
A ·B C

n
This product results in a vector. Also it is to be noted that

io
• →
− →− →
− →
− →
− →
−

at
A ·B C =6 A B ·C

• Scalar Tripple Product. There are three ways this type of

ul
product can be defined.

rc
→
− → − →
− →
− →− →
− →
− → − →
−
A · B ×C B · C ×A C · A ×B
Ci
The result of this will be a scalar and can be written in the form
of determinant of third order.
 
 A1 A2 A3 
e
→
−  →
− →
−   
A · B × C = B1 B2 B3 
at

 C1 C2 C3 
riv

Same way the third order determinant representing other two

products can be defined. The scalar triple product represents the
volume of parallelepiped the edges of which are represented by
-P

the three vectors. It can be seen that

− →
→ − →
− − →
→ − →
− − →
→ − →
−
A · B ×C = B · C ×A = C · A ×B
IT

(a) If the scalar triple product is zero then volume of the par-
-M

allelepiped is zero and hence the three vectors are co-planar

vectors.
→
− → − →
−
(b) The product A · B × C is laso referred as box product
RD

h→
− →− →−i
and may be denoted as A B C .
(c) The scalar triple product expression may be written without
→
− → − →
−
the bracket also. A · B × C
• Vector Tripple Product. The product is defined
By

→
− →− →
−
A × B ×C Rresult of the product is a vector

83
 (a) Associative law is not valid for this product.

y
→
− →− →
− →− →
− → −

nl
A × B × C 6= A × B × C

O
(b)
→
− →
− →
− →
− →− →
− →
− →− →
−
A × B ×C = A ·C B − A ·B C

n
(c)

io
→
− →
− →
− →
− →− →
− →
− →− →
−
A ×B ×C = A ·C B − B ·C A

at
→
− → − → −
4. Reciprocal Vectors. Consider two sets vectors. A , B , C and
→
− → − → −

ul
A , B , C . If
− →
→ − − →
→ − − →
→ −

rc
A·A = B·B = C ·C = 1 and
→
− →
− →
− →− →
− →− →
− →− →
− →− →
− →
−
Ci
A·B = A·C = B·A = B·C = C ·A = C ·B = 0
The two sets are reciprocal sets of vectors only if
→− →
− →− →
− →− →
−
e
→
− B ×C →
− C ×A →
− A ×B
A = →
− → − − ,B = →
→ − → − − ,C = →
→ − → − →
−
at

A ·B ×C A ·B ×C A ·B ×C
riv

and
→
− → − →
−
A · B × C 6= 0
-P

7.1.2 Examples
E-1
IT

→
− →
−
Determine the value of a so that A = 2 î + a ĵ + k̂ and B =
4 î − 2 ĵ − 2 k̂ are perpendicular.
-M

For the vectors to be perpendicular the scalar product must be zero.

RD

→
− →−
A ·B = 6 − 2a = 0 Therefore a = 3

E-2
→
− →
−
By

Show that the vectors A = 3 î − 2 ĵ + k̂ , B = î − 3 ĵ + 5 k̂ and

→
−
C = 2 î + ĵ − 4 k̂ form a right angled triangle.

84
 First the possibility for the definition of triangle for the given vectors is

y
checked and then orthogonality condition is verified. To form a triangle, the

nl
vectors must form a closed polygon. For this one of the vectors must be
→
− →
− →
−
equal to sum of other two vectors. It can be seen that A = B + C .

O
Hence the given vectors form a triangle. For the triangle to be right angled
one, dot product of any two vectors must be zero. It is found that

n
→
− → − →
− → − →
− →−
A · B = 14 B · C = − 21 A ·C = 0

io
→
− →
−
Hence the sides representing vectors A and C are perpendicular. Hence

at
the given vectors form a right angled triangle.

ul
E-3
→
−

rc
Find the projection of the vector A = î − 2 ĵ + k̂ on the vector
→
−
B = 4 î − 4 ĵ + 7 k̂.
Ci
The dot product of two vectors defines the projection of one vector on to the
other. If one of the two vectors is unit vector, them the dot product defines
e
the projection of other vector along the direction of unit vector. Hence to
→
− →
−
at

determine the component of vector A along the vector B then dot product
→
− →
− →
−
of vector A and unit vector along B is defined. Unit vector along B is
riv

4 î − 4 ĵ + 7 k̂ 4 4 7
B̂ = p = î − ĵ + k̂
2 2
(4 + 4 + 7 ) 2 9 9 9
-P

→
− →
− →
−
IT

Projection of vector A on the vector B is = A · B̂

19
=
9
-M

E-4
→
−
RD

Determine the unit vector perpendicular to the plane of A = 2 î −

→
−
6 ĵ − 3 k̂ and B = 4 î + 3 ĵ − k̂

The orthogonal condition for two vectors is used to define the required vec-
→
−
tor. Let the vector perpendicular to the plane of given vectors be C =
By

p î + q ĵ + r k̂.
→
− → −
C ·A = 2p − 6q − 3r

85
 →
− → −
C ·B = 4p + 3q − r

y
r r

nl
Solving these two equations p = q = −
2 3
Hence the vector perpendicular to the plane of the given vectors is

O
 
→
− 1 1
C = r î − ĵ + k̂
2 3

n
io
The unit vector normal to the plane of the given vectors is
 
3 2 6

at
Ĉ = ± î − ĵ + k̂
7 7 7

ul
→
− →
−
The same unit vector is obtained by using the vector product of A and B .

rc
E-5

Given
→− →
−
→
−
vectors,A = 2 î −
→
− →
− 
Ci
→
−
3 ĵ − k̂ and B = î + 4 ĵ − 2 k̂
find A + B × A − B
e
The vector product can be obtained through the sum and difference of the
at

two vectors. Another aapproach is through the simplification of the given

expression as shown here.
riv

→
− →
−  → − →
− →
− →
− →
− →
− →
− →
−
A + B × A − B = A × A − B + B × A − B
→
− →
− →
− →
− →
− →
− →
− →
−
-P

= A ×A − A ×B + B ×A − B ×B
→
− →
− →
− →
−
= 0 − A ×B − A ×B − 0
→
− →
−
IT

= −2 A  ×B 
= − 2 10 î + 3 ĵ + 11 k̂ = − 20 î − 6 ĵ − 22 k̂
-M

E-6

Find the area of the triangle whose vertices are A (1, 3, 2) ,B (2, −1, 1) and
RD

C (−1, 2, 3).

The area of the triangle is defined as half the magnitude of vector prod-
uct of two vectors. The adjacent sides of the triangle are represented by two
By

vectors, vector representing side AB and vector representing side AC.

−−→ −−→ −→
AB = OB − OA = î − 4 ĵ − k̂

86
 −→ −−→ −→
AC = OC − OA = − 2î − ĵ + k̂

y
nl
1 −−→ −→
Area of the triangle = | AB × AC |
2

O
1  
= | − 5 î + ĵ − 9 k̂
2
1√

n
= 107
2

io
E-7

at
→
− →
− →
− →
− →
− →
− →
− →
− →
−

ul
Show that A × B ×C = B A ·C − C A ·B

Using the basic definitions dot product and cross product left side and right

rc
side will yield identical expressions. Assume the vectors are:
→
−
A
→
−
=
Ci
A1 î + A2 ĵ + A3 k̂
B = B1 î + B2 ĵ + B3 k̂
→
−
e
C = C1 î + C2 ĵ + C3 k̂
at

The resulting expression for both left side and right side is
riv

(A2 B1 C2 + A3 B1 C3 − A2 B2 C1 − A3 B3 C1 ) î+(A1 B2 C1 + A3 B2 C3 − A1 B1 C2 − A3 B3 C2 ) ĵ

(A1 B3 C1 + A2 B3 C2 − A1 B1 C3 − A2 B2 C3 ) k̂
-P

E-8
IT

→
− →
− →
− →
− →
− →
− →
− →
− →
−
Find A × B ×C + B × C ×A + C × A ×B
-M

Using the identity of E-7

→
− →− →
− →
− →
− →
− →
− →
− →
−
A × B ×C = B A ·C − C A ·B
RD

→
− →− →
− →
− →
− →
− →
− →
− →
−
B × C ×A = C B ·A − A B ·C
→
− →− →
− →
− →
− →
− →
− →
− →
−
C × A ×B = A C ·B − B C ·A
By

→
− →− →
− →
− →− →
− →
− →− →
−
Adding the expressions A × B ×C +B × C ×A +C × A ×B = 0

87
 7.2 Vector Differentiation

y
nl
Consider a region, R, in 3-D. At every point in R if a value can be defined
then the function defining the value φ (x, y, z) is called scalar function in

O
the region R. It is function scalar variable.

If for every point in the region R there is a vector V(x, y, z) then V(x, y, z)

n
is known as vector function in the region R. Here again the independent

io
variables are scalar in nature.

at
Consider a vector function defined in terms of one independent variable
u, V (u). Similar to the differentiation of scalars, the derivative of vector

ul
can be defined. Consider a small change in u so that u becomes u + ∆u.
Then change in the vector V (u) is

rc
∆V = V (u + ∆u) − V (u)

Derivative of the vector is defined as

Ci
dV ∆V V (u + ∆u) − V (u)
= lim = lim
e
du ∆u→0 ∆u ∆u→0 ∆u
at

The derivative of vector function can be expressed in terms its components.

Consider the vector in its components form
riv

V (u) = V1 (u) î + V2 (u) ĵ + V3 (u) k̂

-P

dV dV1 dV2 dV3

= î + ĵ + k̂
du du du du
IT

The geometrical interpretation of derivative of a vector is that it represents

the vector along the tangent at a point in the curve defined by the vector
function. Let the vector function V (u) represent the position vector r (u),
-M

defining the position of any point A on the curve defined by r (u) with
respect to the origin O of the co-ordinate system. The curve defined by the
vector is known as space curve, as shown in the figure.
RD
By

88
 y
nl
O
n
io
at
ul
rc
−−→ −−→ −→
Ci
AB = OB − OA = r (u + ∆u) − r (u) = ∆r
e
dr ∆r r (u + ∆u) − r (u)
at

= lim = lim
du ∆u→0 ∆u ∆u→0 ∆u
dr
riv

If the scalar variable u is t, time, then the first derivative is the velocity
dt
vector v at the point A and is along the tangent at A. The derivative of
dv d2 r
-P

velocity with respect to t defines the acceleration = .

dt dt2
IT

7.2.1 Derivatives of Vector Expressions

Let P,Q and R be the differentiable vector functions defined in terms of
scalar variable u. The following expressions define the derivative of an ex-
-M

pression involving these vectors.

• Derivative sum of two vectors is

RD

d dP dQ
(P + Q) = +
du du du

• Differential of scalar product of two vectors is

By

d dQ dP
(P · Q) = P · + · Q
du du du

89
 • Differential of vector product of two vectors is

y
d dQ dP

nl
(P × Q) = P × + × Q
du du du

O
• Let φ be a scalar function defined in tern of scalar variable u. The
derivative of combination of this scalar function and one vector func-
tion is

n
d dP dφ
(φ P) = φ + P

io
du du du
• Derivative of scalar triple product is

at
d dR dQ dP
(P · Q × R) = P · Q × + P˙ × R + · Q ×R
du du du du

ul
• Differential of vector triple product is

rc
   
d dR dQ dP
{P × (Q × R)} = P × Q × + P × × R + × (Q × R)
du Cidu du du

7.2.2 Partial Derivatives of Vectors

Let V (u, v, w) be a vector function defined in terms of more than one inde-
e
pendent scalar variables u,v and w. Partial derivative of vector with respect
at

to u is
∂V V (u + ∆u, v, w) − V (u, v, w)
riv

= lim
∂u ∆u→0 ∆u
Similarly derivative of the vector with respect to v and w can be defined.
-P

∂V V (u , v + ∆v, w) − V (u, v, w)
= lim
∂v ∆v→0 ∆v
IT

∂V V (u , v , w + ∆w) − V (u, v, w)
= lim
∂w ∆w→0 ∆w
Partial derivative of vector function is similar to that considered for scalar
-M

functions and the following are the partial derivative of vector expressions.
Consider vector functions P (u, v) and Q (u, v) where u and v are scalar
variables.
RD

• Let φ (u, v) be a scalar function in terms of scalar variables u and

v. The partial derivative of the combination of scalar and a vector
function with respect to u is
By

∂ ∂P ∂φ
(φ P) = φ + P
∂u ∂u ∂u
Similarly derivative with respect to v is defined.

90
 • The partial derive of dot product of two vectors is

y
nl
∂ ∂Q ∂P
(P · Q) = P · + · Q
∂u ∂u ∂u

O
Similarly derivative with respect to v is defined.

• The partial derive of cross product of two vectors is

n
io
∂ ∂Q ∂P
(P × Q) = P × + × Q
∂u ∂u ∂u

at
Similarly derivative with respect to v is defined.

ul
• The second derivative of dot product of two vectors with respect to u
is defined as shown here.

rc
∂2
   
∂ ∂ ∂ ∂Q ∂P
(P · Q) = (P · Q) = P · + · Q
∂u2 ∂u ∂u Ci ∂u ∂u ∂u

∂2 ∂2Q ∂P ∂Q ∂2P ∂P ∂Q
2
(P · Q) = P · 2
+ · + 2
· Q + ·
∂u ∂u ∂u ∂u ∂u ∂u ∂u
e
∂2 ∂2Q ∂P ∂Q ∂2P
at

(P · Q) = P · + 2 · + · Q
∂u2 ∂u2 ∂u ∂u ∂u2
riv

• The second order derivative, once with respect to u and once with
respect to v, of the dot product of two vectors is defined as:
-P

∂2
   
∂ ∂ ∂ ∂Q ∂P
(P · Q) = (P · Q) = P · + · Q
∂v ∂u ∂v ∂u ∂v ∂u ∂u
IT

∂2 ∂P ∂Q ∂2Q ∂2P ∂P ∂Q
(P · Q) = · + P · + · Q + ·
∂v ∂u ∂v ∂u ∂v ∂u ∂v ∂u ∂u ∂v
-M

Also it is to be noted that

∂2 P ∂2 P
=
RD

∂v ∂u ∂u ∂v

• Let the vector function V (u, v) be expressed in its component form as

V (u, v) = V1 î + V2 ĵ + V3 k̂. The partial derivative with respect
to u is defined as
By

∂V ∂   ∂ V1 ∂ V2 ∂ V3
= V1 î + V2 ĵ + V3 k̂ = î + ĵ + k̂
∂u ∂u ∂u ∂u ∂u

91
 7.2.3 Differential of Vectors

y
nl
Differential of variable or scalar function considered in basic calculus is fol-
lowed for vectors also.

O
• Differential of vector in its components form is

dV = dF1 î + dF2 ĵ + dF3 k̂

n
io
• Differential of dot product form is

at
d (P · Q) = P · dQ + dP · Q

ul
• Differential of cross product form is

rc
d (P × Q) = P × dQ + dP × Q

7.2.4 Differential Geometry

Ci
This deals with the geometric parameters of space curves and surfaces. Con-
sider a curve C defined by → −r (u) where → −
e
r (u) is the position vector of any
d→−
at

r
point on the curve. The derivative of the position vector is a vector in
du
the direction of the tangent to C. If u is taken as the variable s, distance
riv

d→
−r
along the length of the curve, then is a unit tangent vector to C and is
→
− −ds
→
denoted by T . The rate at which T changes with respect to s is known as
-P

→
− →
−
dT dT
curvature of C and is denoted by . The direction of at any point on
ds →
− ds
IT

C is normal to the curve at that point. If N is the unit vector in this normal
→
−
dT →
−
direction, it is called principal normal to the curve. Then = κ N,
-M

ds
where κ is referred as curvature of C at the specified point. Then ρ = κ1
→
−
is known as the radius of curvature. A unit vector B normal to the plane
→
− →
− →
− →
− →
−
RD

of T and N and such that B = T × N , is known as bi-normal to

→
− →− →
−
the curve. Also these three vectors, T , N and B form a local right-handed
rectangular co-ordinated system at any point on the curve C. This local
co-ordinate system is known as trihedral or triad at any point on the curve
C. As s changes, this co-ordinate system moves and is referred as moving
By

trihedral.

92
 →
− →−
A set of relations involving derivatives of the three basic vectors T , N and

y
→
−
B is known as Frenet-Serret formulae and these are:

nl
→
− →
− →
−
dT →
− dN →
− →
− dB →
−
= κN = τ B − κ T = −τ N

O
ds ds ds
1
where τ is a scalar and is called torsion. Also σ = is known as radius of

n
τ
torsion.

io
7.2.5 Examples

at
E-1

ul
A particle moves along a curve whose equations are:

rc
x = e−t y = 2 cos (3t) z = 2 sin (3t) where t is the time
Ci
Determine the velocity and and acceleration at t = 0.

Let the position of any point on the curve is defined as

e
→
−
r = x î + y ĵ + z k̂ = x = e−t î + 2 cos (3t) ĵ + 2 sin (3t) k̂
at

The velocity vector is defined as

riv

dr̂
v̂ = = − e−t î − 6 sin (3t) ĵ + 6 cos (3t) k̂
dt
-P

The acceleration vector is defined as

d2 r̂
â = = e−t î − 18 cos (3t) ĵ − 18 sin (3t) k̂
IT

dt2
Substitute t = 0, the velocity and acceleration vectors are
-M

dr̂ d2 r̂
v̂ = = − î + 6 k̂ â = = î − 18 ĵ
dt dt2
The magnitudes of velocity and acceleration are
RD

√ √
Velocity = 37 Acceleratio = 325

E-2
By

A particle moves along a curve whose equations are:

x = 2 t2 y = t2 − 4 t z = 3t − 5 where t is the time

93
 Determine the components of its velocity and acceleration at t = 1 in the

y
direction î − 3 ĵ + 2 k̂.

nl
Let the position of any point on the curve is defined as

O
→
−
r = x î + y ĵ + z k̂ = 2 t2 î + t2 − 4 t ĵ + (3 t − 5) k̂

n
The velocity vector is defined as

io
dr̂
v̂ = = 4 t î + (2 t − 4) ĵ + 3 k̂
dt

at
Substitute t = 1, the velocity vector is

ul
v̂ = 4 î − 2 ĵ + 3 k̂
The component of the velocity along the direction of the given vector is

rc
defined through the dot product of velocity vector and unit vector of the
given vector. The unit vector in the direction of the given vector is
Ci
î − 3 ĵ + 2 k̂ î − 3 ĵ + 2 k̂
n̂ = r  = √
14
12 + (−3)2 + 22
e
at

The component of the velocity vector in the direction of the given vector is
riv

16
v̂ · n̂ = √
14
The acceleration vector is defined as
-P

d2 r̂
â = = 4 î + 2 ĵ
dt2
IT

Substitute t = 1, the acceleration vector is

d2 r̂
-M

â = = 4 î + 2 ĵ
dt2
Component of the acceleration vector in the direction of the given vector is
RD

2
â · n̂ = − √
14
E-3
By

A curve is defined by
x = t2 + 1 y = 4t − 3 z = 2 t2 − 6 t

94
 Determine the unit tangent at t = 2.

y
nl
The tangent vector is
→
− d→−r

O
T =
ds
The above basic definition can be simplified for the given problem as shown

n
here.

io
rn o
ds = (dx)2 + (dy)2 + (dz)2

at
v(
u  2  2  2 )
ds u dx dy dz
= t + +

ul
dt dt dt dt
ds d→
−r

rc
= | |
dt dt
The unit tangent vector is Ci
d→
−r d→
−r
→
− d→
−
r
e
T = = dt = dt
ds ds d→
−r
at

| |
dt dt
riv

Using equation to the curve, the unit tangent vector is determined as shown
here.
d→
−
-P

     
r dx dy dz
= î + ĵ + k̂ = 2 t î + 4 ĵ + (4 t − 6) k̂
dt dt dt dt
IT

d→
− rn
r o
| | = 4 t2 + 16 + (4 t − 6)2
dt
-M

Hence unit tangent vector at t = 2 is

→
− 2 2 1
T = î + ĵ + k̂
RD

3 3 3
E-4
→
−
→
− →
− dA
If A has constant magnitude show that A and are perpendicular pro-
By

dt

95
 →
−
dA

y
vided | | =
6 0.
dt

nl
→
− → −
A · A =
constant = c
→
− →
−

O
d →
− → − →
− dA dA →
−
A · A = A · + · A = 0
dt dt dt
→
−
→
−

n
dA
= 2 A · = 0
dt

io
→
− →
−
→
− dA dA

at
Hence A and are perpendicular provided | | =
6 0.
dt dt

ul
E-5

rc
→
−
2 x2 y − x4 î + (exy − y sin x) ĵ + x2 cos y k̂



If A =

Finf
→
− →
− →
−
∂ A ∂ A ∂2 A ∂2 A
∂x ∂y ∂x2
Ci
→
−

∂y 2
→
−
∂2 A
∂x ∂y ∂y ∂x
→
−
∂2 A

→
−
e
∂A
4 x y − 4 x3 î + (y exy − y cos x) ĵ + (2 x cos y) k̂


=
at

∂x
→
−
∂A
= 2 x2 î + (x exy − sin x) ĵ − x2 sin y k̂
riv

∂y
→
−
∂2 A
4 y − 12 x2 î + y 2 exy + y sin x ĵ + 2 cos y k̂



=
-P

∂x2
→
−
∂2 A
= x2 exy ĵ − x2 cos y k̂
IT

∂y 2
→
−
∂2 A
= 4 x î + (x y exy + exy − cos x) ĵ − 2 x sin y k̂
-M

∂x ∂y
→
−
∂2 A
= 4 x î + (x y exy + exy − cos x) ĵ − 2 x sin y k̂
RD

∂y ∂x
E-6

For the curve defined by x = 3 cos t, y = 3 sin t and z = 4 t

By

→
− →
−
find (a) the unit tangent T , (b) principal normal N , curvature κ and radius
→
−
of curvature ρ, (c) the binormal B , torsion τ and radius of torsion σ.

96
 y
nl
Let the position vector of any point on the curve be →
−r = 3 cos t î + 3 sin t ĵ + 4 t k̂
d→
−r d→
−r

O
→
− dr→
−
(a) T = = dt = dt
ds ds d→
−r
| |

n
dt dt
d→
− d→
−

io
r r
= (− 3 sin t) î + (3 cos t) ĵ + 4 k̂ | | = 5
dt dt

at
→
− 3 3 4
T = − sin t î + cos t ĵ + k̂
5 5 5

ul
→
−
(b) Principal Normal N

rc
→
−
→
− Ci→
− dT
dT →
− dT
= κN = dt
ds ds ds
dt
e
→
− →
−
at

dT 3 3 dT 3 3
= − cos t î − sin t ĵ = − cos t î − sin t ĵ
dt 5 5 ds 25 25
riv

→
− →
−
dT →
− dT →
−
= κN | | = |κ||N | = |κ| = κ
ds ds
→
−
-P

dT 3 1 25
κ = | | = and ρ = =
ds 25 κ 3
→
− →
−
IT

dT →
− →
− 1 dT
= κN N = = − cos t î − sin t ĵ
ds κ ds
→
−
-M

(c) Binormal B

→
− →
− →
− 4 4 3
RD

B = T × N = sin t î − cos t ĵ + k̂
5 5 5
→
−
→
− →
− dB
dB →
− dB 4 4
= −τ N = dt = cos t î + sin t ĵ
ds
By

ds ds 25 25
dt

97
 Therefore

y
→
−

nl
dB →
−
= −τ N
ds

O
4 4  
cos t î + sin t ĵ = − τ − cos t î − sin t ĵ
25 25
4
τ =

n
25
1 25

io
σ = =
τ 4

at
E-7

ul
2 3
Given the space curve x = t, y = t2 , z = t

rc
3
find(a) the curvature κ and (b) the torsion τ.
Ci
→
− 2
Let the position vector of any point on the curve be r = t î + t2 ĵ + t3 k̂
3
e
d→
−r d→−
r
at

→
− d→
−
r dt = dt
(a) T = =
ds ds d→−
r
riv

| |
dt dt
d→
−r d→
−r
= î + 2 t ĵ + 2 t2 k̂ | | = 1 + 2 t2
-P

dt dt
→
− î + 2 t ĵ + 2 t2 k̂
T =
IT

1 + 2 t2
→
−
→
− →
− dT
-M

dT →
− dT
= κN = dt
ds ds ds
dt
→
−
RD

− 4 t î + 2 − 4 t2 ĵ + 4 t k̂


dT
=
dt (1 + 2 t2 )2
→
−
− 4 t î + 2 − 4 t2 ĵ + 4 t k̂


dT
=
(1 + 2 t2 )3
By

ds
→
− →
−
dT →
− dT →
−
= κN | | = |κ||N | = |κ| = κ
ds ds

98
 →
−
dT 2

y
κ = | | =
ds (1 + 2 t2 )2

nl
(b) Torsion τ

O
→
− →
−
− 2 t î + 1 − 2 t2 ĵ + 2 t k̂


dT →
− →
− 1 dT
= κN N = =

n
ds κ ds (1 + 2 t2 )

io
→
− →
− →
− 2 t2 î + − 2 t ĵ + k̂
B = T × N =
(1 + 2 t2 )

at
→
−
→
− →
− dB

ul
2 − 2 ĵ − 4 t k̂


dB →
− dB 4 t î + 4 t
= −τ N = dt =
ds ds ds (1 + 2 t2 )3

rc
dt
Therefore
dB
→
−
= −τ N
Ci
→
−
ds
4 t î + 4 t2 − 2 ĵ − 4 t k̂ − 2 t î + 1 − 2 t2 ĵ + 2 t k̂



e
= −τ
at

(1 + 2 t2 )3 (1 + 2 t2 )
2
τ =
riv

(1 + 2 t2 )2

7.3 Gradient,Divergence and Curl

-P

The differential operator for a vector point function is known as del, which
is symbolically represented as ∇. It is also known as nabla.
IT

∂ ∂ ∂ ∂ ∂ ∂
∇ = î + ĵ + k̂ = î + ĵ + k̂
∂x ∂y ∂z ∂x ∂y ∂z
-M

This is used to define three parameters ,gradient,divergence and curl

which are important tools applied in number of engineering applications.
RD

7.3.1 Gradient
Consider a scalar function φ (x, y, z). Using the operator ∇, gradient of
scalar function is denoted as grad φ and expressed as
By

 
∂ ∂ ∂ ∂φ ∂φ ∂φ
∇φ = î + ĵ + k̂ φ = î + ĵ + k̂
∂x ∂y ∂z ∂x ∂y ∂z

99
 1. Gradient defines a vector field.

y
nl
2. If φ = c represents a surface, then ∇ φ is the vector normal to the
surface.

O
3. The component of ∇ φ in the direction of a unit vector p̂ is defined
by dot product these two. ∇ φ · p̂. This is known as the directional

n
derivative of φ in the direction of p̂.(This is based on one of the prop-
erties of dot product of two vectors. If one of the two vectors is a unit

io
vector then dot product gives the component of other vector along

at
the direction of unit vector). Here ∇ φ · p̂ is known as directional
derivative of φ in the direction of p̂. Physically it denotes the rate of

ul
change of φ in the direction of p̂.

4. The magnitude of maximum of directional derivative is defined by

rc
| ∇ φ |. It can be proved from the following (considering the distance
along the surface as s): Ci
dφ ∂φ dx ∂φ dy ∂φ dz
= + +
ds ∂x ds ∂y ds ∂z ds
e
   
∂φ ∂φ ∂φ dx dy dz
= î + ĵ + k̂ + · î + ĵ + k̂
at

∂x ∂y ∂z ds ds ds
dφ d→
−
r →
−
riv

= ∇φ · Directional derivative along r

ds ds
d→−
r
It can be shown that is a unit vector.
-P

ds
→
−
r = x î + y ĵ + z k̂
IT

→
−
dr dx dy dz
q
= î + ĵ + k̂ where ds = (dx)2 + (dy)2 + (dz)2
ds ds ds ds
-M

d→−
r
Hence is a unit vector. Hence magnitude of maximum directional
ds
derivative is | ∇ φ |.
RD

7.3.2 Divergence
Let the vector point function be V (x, y, z) = V1 î + V2 ĵ + V3 k̂. The
scalar product of ∇ and F defines the divergence and is expressed as
By

div V = ∇ · V

100
   
∂ ∂ ∂  ∂V1 ∂V2 ∂V3

y
∇·V = î + ĵ + k̂ · V1 î + V2 ĵ + V3 k̂ = + +
∂x ∂y ∂z ∂x ∂y ∂z

nl
∇ · V is a scalar. If the vector function represents instantaneous velocity
of fluid at a point, then he divergence of the velocity vector ∇ · V at the

O
point defines the rate of loss of the fluid per unit volume. If the rate of
loss of fluid is zero then the divergence of the velocity vector represents the

n
continuity equation.

io
∂V1 ∂V2 ∂V3
∇ · V = + + = 0
∂x ∂y ∂z

at
The vector that satisfies the condition ∇ · V = 0 is known as solenoidal.

ul
Also it is to be noted that

rc
∇ · V 6= V · ∇

7.3.3 Curl Ci
Consider a vector point function V (x, y, z) = V1 î + V2 ĵ + V3 k̂. The
cross/vector product of ∇ and V defines the curl and is expressed as
e
at

curl V = ∇ × V
 
∂ ∂ ∂
riv

 
∇ × V = î + ĵ + k̂ × V1 î + V2 ĵ + V3 k̂
∂x ∂y ∂z
The cross product is expressed as determinant of third order.
-P

 
 î ĵ k̂ 

IT

 
 
∂ ∂ ∂ 
∇ × V = 
∂x ∂y ∂z 
-M


 
 
 V1 V2 V3 
     
RD

∂V3 ∂V2 ∂V1 ∂V3 ∂V2 ∂V1

∇ × V = − î + − ĵ + − k̂
∂y ∂z ∂z ∂x ∂x ∂y
The cross product of ∇ and V represents twice the angular velocity.
By

101
 7.3.4 Relations Involving ∇

y
nl
Let P (x, y, z) and Q (x, y, z) be two vector functions and φ (x, y, z) and
ψ (x, y, z) be two scalar functions. The following are the valid relations

O
involving these vector and scalar functions along with ∇.

1.

n
∇ (φ + ψ ) = ∇ φ + ∇ ψ

io
grad (φ + ψ) = grad φ + grad ψ

at
2.
∇ · (P + Q ) = ∇ · P + ∇ · Q

ul
div (P + Q) = div P + div Q

rc
3.
∇ × (P + Q ) = ∇ × P + ∇ × Q
Ci
curl (P + Q) = curl P + curl Q

4.
e
∇ · (φ P ) = (∇ φ) · P + φ (∇ · P )
at

5.
riv

∇ × (φ P ) = (∇ φ) × P + φ (∇ × P )

6.
-P

∇ · (P × Q) = Q · (∇ × P ) − P · (∇ × Q)

7.
IT

∇ × (P × Q) = (Q · ∇) P − Q (∇ · P ) − (P · ∇) Q + P (∇ · Q)
-M

8.

∇ (P · Q) = (Q · ∇) P + (P · ∇) Q + Q ×(∇ × P ) + P × (∇ × Q)
RD

9.
∂2φ ∂2φ ∂2φ
∇ · (∇ φ) = ∇2 φ = + +
∂x2 ∂y 2 ∂z 2
By

where ∇2 φ is known as Laplacian differential operator.

102
 10.

y
∇ × (∇ φ) = 0

nl
→
−
Curl of gradient of φ is zero.If ∇ × V = 0 in which the vector field
→
− →
−

O
V is defined from a scalar field φ such that V = ∇ φ and it is known
as conservative vector field and φ is called scalar potential. Note that
→
− →
−
conversely if V = ∇ φ then ∇ × V = 0. That is ∇ × (∇ φ) = 0.

n
11.

io
∇ · (∇ × P ) = 0

at
Divergence of curl of P is zero.
12.

ul
∇ × (∇ × P ) = ∇ (∇ · P ) − ∇2 P

rc
7.3.5 Invariance
Ci  0 0 0
Consider two reference co-ordinate systems (x, y, z) and x , y , z . The
position a point A can be defined with respect to the co-ordinate systems.
Knowing its position with respect to one co-ordinate system, using appropri-
e
ate transformation relation its position with respect to other can determined.
at

The transformation relation will be of the form

0
riv

x = l11 x + l12 y + l13 z

0
y = l21 x + l22 y + l23 z
0
z = l31 x + l32 y + l33 z
-P

 0 0 0

The orientation of x , y , z with respect to (x, y, z) is defined by lij i, j =
IT

1, 2, 3, direction cosines of angle between the axes. These relation are valid
for the two co-ordinate system defined at a point, that is one co-ordinate
axes are rotated about the common point at which two sets of axes are
-M

defined. The transformation relations represent pure rotation. If one set

axes is away from the other, then the transformation relation considered
will comprise of both translation and rotation. These relations will be of
RD

the form
0
x = l11 x + l12 y + l13 z + a
0
y = l21 x + l22 y + l23 z + b
By

0
z = l31 x + l32 y + l33 z + c
 0 0 0
where a,b and c represent the distance between the axes (x, y, z) and x , y , z .

103
 7.3.6 Examples

y
nl
E-1

O
If φ (x, y, z) = 3 x2 y − y 3 z 2
find ∇ φ (or grad φ) at the point (1, −2, −1).

n
io
 
∂ ∂ ∂
3 x2 y − y 3 z 2


∇φ = î + ĵ + k̂
∂x ∂y ∂z

at
= 6 x y î + 3 x − 3 y 2 z 2 ĵ − 2 y 3 z k̂
2


at x = 1 y = −2 z = −1
= − 12 î − 9 ĵ − 16 k̂

ul
E-2

rc
Find ∇φ If (a)
Ci
φ = ln | →
−
r |, (b) φ =
1
r
Let →
−
r = x î + y ĵ + z k̂ →
−
| r | = r =
p
(x + y + z 2 )
2 2
e
at

1
φ = ln | →
− ln x2 + y 2 + z 2


(a) r | =
2
riv

x î + y ĵ + z k̂
∇φ =
x2 + y 2 + z 2
→
−r
-P

=
r2
IT

1
− 1
(b) φ = = x2 + y 2 + z 2 2
r
n
− 1 o
-M

∇φ = ∇ x2 + y 2 + z 2 2
x î + y ĵ + z k̂
= 3
RD

(x2 + y 2 + z 2 ) 2
→
−r
= − 3
r
E-3
By

Show that ∇ rn = n rn − 2 →
−
r

104
 Let →
−
r = x î + y ĵ + z k̂ |→
−
r | = r =
p
(x2 + y 2 + z 2 )

y
nl

n
∇ rn = ∇ x2 + y 2 + z 2 2

O

n − 1  
= n x2 + y 2 + z 2 2 x î + y ĵ + z k̂

n − 1 →
−
= n r2 2 r

n
n−2 →
−
= nr r

io
E-4

at
ul
Show that ∇φ is a vector perpendicular to the surface φ (x, y, x) = c
where c is a constant.

rc
Let →
−
r = x î + y ĵ + z k̂
Ci
be the position vector to any point P (x, y, z) on the surface
Then →
−
d r = dx î +dy ĵ + dz k̂ lies in the tangent plane to the surface at the point P
e
∂φ ∂φ ∂φ
at

Since φ (x, y, z) is constant dφ = dx + dy + dz = 0

∂x ∂y ∂z
The above expression can also be written as
riv

  
∂φ ∂φ ∂φ 
î + ĵ + k̂ · dx î + dy ĵ + dz k̂ = 0
∂x ∂y ∂z
-P

∇ φ · d→−r = 0

d→
−
IT

Hence ∇φ is perpendicular to r and therefore to the surface.

E-5
-M

Find a unit normal to the surface x2 y + 2 x z = 4 at the point (2, −2, 3)

RD

Normal to the surface at the given point is defined as

∇ φ = ∇ x2 y + 2 x z

= (2 x y + 2 z) î + x2 ĵ + 2 x k̂ at the point (2, −2, 3)

By

= − 2 î + 4 ĵ + 4 k̂

105
 Hence unit normal vector is

y
1 2 2

nl
− î + ĵ + k̂
3 3 3

O
E-6

Find the equation for the tangent plane to the surface 2 x z 2 − 3 x y −

n
4 x = 7 at the point (1, −1, 2).

io
Normal to the surface at the given point is defined as

at
→
−
∇ φ = N = ∇ 2 x z2 − 3 x y − 4 x

ul
2 z 2 − 3 y − 4 î − 3 x ĵ + 4 x z k̂


= at the point (1, −1, 2)
→
−
N = 7 î − 3 ĵ + 8 k̂

rc
The equation to the plane passing through the given point (1, −1, 2) whose
Ci →
−
position vector is →
−
r0 and perpendicular to the vector, N normal to the given
surface is
→
−
(→
−
r − → −
r0 ) · N = 0
e
h   i  
at

x î + y ĵ + z k̂ − î − ĵ + 2 k̂ · 7 î − 3 ĵ + 8 k̂ = 0
7 x − 3 y + 8 z − 26 = 0
riv

E-7
-P

Find the directional derivative of

φ = x2 y z + 4 x z 2 at (1, −2, −1) in the direction of 2 î − ĵ − 2 k̂
IT

The directional derivative of the given function along the specified direction
is
-M

∇ φ · â where â is the unit vector along the specified direction

RD

∇ x2 y z + 4 x z 2


∇φ =
2 x y z + 4 z 2 î + x2 z ĵ + x2 y + 8 x z k̂



= at the point (1, −2, −1)
∇φ = 8 î − ĵ − 10 k̂
By

Unit vector along the specified direction 2 î − ĵ − 2 k̂ is

2 1 2
â = î − ĵ − k̂
3 3 3

106
 The required directional derivative is determined as shown here.

y
nl
  2 1 2

∇ φ · â = 8 î − ĵ − 10 k̂ · î − ĵ − k̂
3 3 3

O
37
=
3

n
E-8

io
In what direction from the point (2, 1, −1) is the directional derivative of
φ = x2 y z 3 a maximum and what is its value?

at
The magnitude of the maximum directional derivative is the magnitude of

ul
∇φ in the direction from the specified point.

rc
∇ φ = ∇ x2 y z 3

= 2 x y z 3 î + x2 z 3 ĵ + 3 x2 y z 2 k̂
Ci at the point (2, 1, −1)
∇φ = − 4 î − 4 ĵ + 12 k̂

The magnitude of maximum of directional derivative is

e
√ √
at

|∇ φ | = 176 = 4 11
riv

E-9

Find the angle between the surfaces x2 + y 2 + z 2 = 9 and z =

-P

x2 + y 2 − 3 at the point (2, −1, 2).

IT

The required angle is determined by considering the normals to the given

surfaces and the scalar/dot product of the same. The normal to the first
surface is
-M

∇ φ1 = ∇ x2 + y 2 + z 2

= 2 x î + 2 y ĵ + 2 z k̂ at the given point (2, −1, 2)

RD

= 4 î − 2 ĵ + 4 k̂

The normal to the second surface is

∇ φ2 = ∇ x2 + y 2 − z


By

= 2 x î + 2 y ĵ − k̂ at the given point (2, −1, 2)

= 4 î − 2 ĵ − k̂

107
 The angle between the two surfaces is defined as

y
nl
∇ φ1 · ∇ φ2 = | ∇ φ1 | | ∇ φ2 | cos θ
   
4 î − 2 ĵ + 4 k̂ · 4 î − 2 ĵ − k̂

O
cos θ = √ √
36 21
16

n
= √
6 21

io
= 0.5819
θ = 54.42o

at
E-10

ul
Show that

rc
(a) ∇ · ∇ φ = ∇2 φ
→
−
(b) ∇ · A + B
→
−
 →
=
Ci →
−
∇ · A + ∇ · B
→
−

− →
−  →
−
(c) ∇ · φ A = (∇ φ) · A + φ ∇ · A
e
at

E-11
riv

→
− 
r
Prove that ∇ · = 0
r3
-P

→
− 
r
∇ · r−3 →
−

∇ · = r
IT

r3
∇ r−3 · →

−
= r + r−3 (∇ · →
−
r) ∇ · →
−
r = 3
−5 →
− →
−
−3r r · r + 3r −3
Using ∇ rn = n rn − 2 →
−
-M

= r
= −3r −3
+ 3r −3 →
− →
−
r · r = r 2

= 0
RD

E-12
→
−
Determine the constant a so that the vector V = (x + 3 y) î +
(y − 2 z) ĵ + (x + a z) k̂ is solenoidal.
By

→
−
A vector is solenoidal if divergence of the vector, ∇ · V , is zero.

108
 y
nl
 
→
− ∂ ∂ ∂ n o
∇ · V = î + ĵ + k̂ · (x + 3 y) î + (y − 2 z) ĵ + (x + a z) k̂

O
∂x ∂y ∂z
= 1 + 1 + a = 0
a = −2

n
io
E-13

at
→
−
A = x z 3 î − 2 x2 y z ĵ + 2 y z 4 k̂
If

ul
→
−  →
−
find curl A ∇ × A at the point (1, −1, 1). Answer: 3 ĵ + 4 k̂

rc
E-14

→
−
Ci
If A = x2 y î − 2 x z ĵ + 2 y z k̂
→
−
e
find curl curl A
→
− →
−
at


curl curl A = ∇ × ∇ × A
riv

Answer: (2 x + 2) ĵ

E-15
-P

Prove the following:

IT

→− →
− →
− →
−
(a) ∇ × A + B = ∇ × A + ∇ × B
 →
− →
−  →
−
-M

(b) ∇ × φ A = (∇ φ) × A + φ ∇ × A

E-16
RD

→
− →
−
A × →
−

Evaluate ∇ · r If ∇ × A = 0

Answer: 0
By

E-17

109
 y
nl
(a) ∇ × (∇ φ) = 0 Refer Section 7.3.4, S.No.10

O
 →
−
(b) ∇ · ∇ × A = 0 Refer Section 7.3.4, S.No.11
 →
− →
−  →
−
(c) ∇ × ∇ × A = − ∇2 A + ∇ ∇ · A Refer Section 7.3.4, S.No.12

n
io
E-18

at
1
If →
−
v = →
−
ω × →
−
r prove →
−
ω = curl →
−
v

ul
2

curl →
− ∇ × → −v = ∇ × (ω × → −

rc
v = r)
 
 î ĵ k̂ 

=

∇ × ω1 ω2 ω3 
x y z 
Ci
h i
∇ × (ω2 z − ω3 y) î + (ω3 x − ω1 z) ĵ + (ω1 y − ω2 x) k̂
e
=
at

 

 î ĵ k̂ 

 
riv

 
 ∂ ∂ ∂ 
=

 ∂x ∂y ∂z 

 
 
ω2 z − ω3 y ω3 x − ω1 z ω1 y − ω2 x
-P

 
 
 
IT

= 2 ω1 î + ω2 ĵ + ω3 k̂
= 2→−
ω
→
− 1
curl →−
-M

ω = v
2
E-19
RD

Find the constants a,b and c so that the vector

→
−
V = (x + 2 y + a z) î + (b x − 3 y − z) ĵ + (4 x + c y + 2 z) k̂
By

represents irrotational condition.

110
 →
−
The given vector will represent irrotational condition if curl V is zero.

y
→
− →
−

nl
curl V = ∇
 × V 
 î ĵ k̂ 

O
 
 
 
 ∂ ∂ ∂ 
=
 ∂x ∂y ∂z 

n
 
 
 
x + 2 y + a z b x − 3 y − z 4 x + c y + 2 z 

io
 
 

at
= (c + 1) î + (a − 4) ĵ + (b − 2) k̂ = 0
a = 4 b = 2 c = −1 Individual components of the vector must be zero

ul
E-20

rc
→
− Ci →
−
If A = 2 y z î − x2 y ĵ + x z 2 k̂, B = x2 î + y z ĵ − x y k̂
and φ = 2 x2 y z 3 find
→
−  →
− →−  →
− →
− 
e
(a) A · ∇ φ (b) A · ∇ φ (c) B · ∇ A (d) A × ∇ φ
at

→
−
(e) A × ∇ φ
riv

ANSWERS
-P

(a) 8 x y 2 z 4 − 2 x4 y z 3 + 6 x3 y z 4
(b) 8 x y 2 z 4 − 2 x4 y z 3 + 6 x3 y z 4
IT

2 y z 2 − 2 x y 2 î − 2 x3 y + x2 y z ĵ + x2 z 2 − 2 x2 y z k̂




(c)
-M

− 6 x4 y 2 z 2 + 2 x3 z 5 î + 4 x2 y z 5 − 12 x2 y 2 z 3 ĵ + 4 x2 y z 4 + 4 x3 y 2 z 3 k̂




(d)
− 6 x4 y 2 z 2 + 2 x3 z 5 î + 4 x2 y z 5 − 12 x2 y 2 z 3 ĵ + 4 x2 y z 4 + 4 x3 y 2 z 3 k̂




(e)
RD

7.4 Vector Integration

The integral of vector is defined in a similar to that considered for integral of
simple scalar functions. The basic definition of integral of a vector is defined
By

and this is followed by definitions and the corresponding expressions of line

integral, surface integral and volume integral. Also widely used theorems
related to vector integral are described.

111
 y
Let V (u) be the vector function defined in term of scalar variable u. The

nl
vector can be expressed in the component form as

O
V (u) = V1 (u) î + V2 (u) ĵ + V3 (u) k̂
Integral of the vector is defined as

n
Z Z  
V (u) du = V1 (u) î + V2 (u) ĵ + V3 (u) k̂ du = P (u) + k

io
where P (u) is the resulting vector and k is the constant of integration.

at
Since the limits are not specified this is known as indefinite integral. It
becomes definite integral when the limits are specified.

ul
Z Z b  
V (u) du = V1 (u) î + V2 (u) ĵ + V3 (u) k̂ du = P (b) − P (a)

rc
a

7.4.1 Line Integral Ci

Consider a curve C connecting two points A, and B, corresponding to u =
u1 and u = u2 respectively. Let the position vector of any point on the
e
curve be defined as
at

r (u) = x (u) î + y (u) ĵ + z (u) k̂

riv

Let the vector function be

V (x, y, z) = V1 î + V2 ĵ + V3 k̂
-P

The line integral is defined as the integral of tangential component ofV with
limits from A to B along the curve and the same expressed as
IT

Z B Z    
V · dr = V1 î + V2 ĵ + V3 k̂ · dx î + dy ĵ + dz k̂
A C
Z Z
-M

V · dr = (V1 dx + V2 dy + V3 dz)
C C
Let the vector V represent a force F acting on a particle moving along the
RD

curve from point A to B. This line integral represents the work done by the
force. If the curve considered is a closed curve, then the the line integral
represents the circulation. The vector V represents the velocity of fluid.
The integral for this case is expressed as
By

I I
V · dr = (V1 dx + V2 dy + V3 dz)

The following points must be considered with respect to line integral.

112
 1. The line integral

y
Z B

nl
V · dr
A
is independent of path joining points A and B.

O
2. The line integral I
V · dr = 0

n
io
around closed curve C. The vector V can be defined through a scalar
function φ as

at
V = ∇φ
The vector function satisfying these two is known as conservative vec-

ul
tor and the φ is known as scalar potential

rc
7.4.2 Surface Integral
Ci
Consider a surface S and every surface will have two sides. The direction of
unit outward normal is considered as positive side of the surface. Let dS be
vector form of an element are on the surface and is defined as n dS where n
e
is the unit outward normal to the element surface area. Hence the element
at

area can be written as n dS. The surface integral is defined as

Z Z Z Z
V · dS = V · n dS
riv

S S
The surface integral is known as the flux of the V over the surface S. Eval-
uating surface integral by keeping element surface area dS will be difficult.
-P

To carry out the surface integral the element area dS is expressed in term
of an element area in any one of the co-ordinate planes. Hence the surface
IT

integral can be written as:

Z Z Z Z
dx dy
V · n dS = V · n
-M

S R |n · k|
where R is the region due to the projection of surface area S on to x-y plane.
Similarly the integral can be defined with respect to y-z and z-x planes.
RD

Z Z Z Z Z Z Z Z
dy dz dz dx
V · n dS = V·n V · n dS = V·n
S R |n · i| S R |n · j|
The surface integrals of other forms are:
By

Z Z Z Z Z Z
V × dS φ dS φ n dS
S S S
where φ is a scalar function.

113
 7.4.3 Volume Integral

y
nl
The volume integrals are defined as:
Z Z Z Z Z Z

O
V dV φ dV
V V

These are also known as space integrals.

n
io
7.4.4 Examples

at
E-1

ul
2
→
− →
−
Z
2 3


If R (u) = u − u î + 2 u − 3 k̂, find R (u) du

rc
1

1
2
→
−
R (u) du =
Z

1
2 h Ci i
u − u2 î + 2 u3 − 3 k̂ du

2
u2 u3 u4
 
ĵ − 3 u k̂ + →
−c where →
−c = c î + c ĵ + c k̂
e
= − î + 1 2 3
2 3 2
at

1
5 15
= − î + ĵ − 3 k̂
6 2
riv

E-2
-P

The acceleration of a particle at any time t ≥ 0 is given by

→
−
a = 12 cos (2 t) î − 8 sin (2 t) ĵ + 16 t k̂
IT

If →
−
v and →
−
r are zero at t = 0, find →
−
v and →
−
r at any time t.
-M

Velocity is defined by integration of acceleration and displacement is ob-

tained by integration of velocity.
RD

Z h
→
−
i
v = 12 cos (2 t) î − 8 sin (2 t) ĵ + 16 t k̂ dt

= 6 sin (2 t) î + 4 cos (2 t) ĵ + 8 t2 k̂ + →
−c
Using →
−
v = 0 when t = 0 → −c = − 4 ĵ
By

→
−
v = 6 sin (2 t) î + (4 cos (2 t) − 4) ĵ + 8 t2 k̂

114
 The displacement vector is defined as shown here.

y
nl
Z h
→
−c =
i
6 sin (2 t) î + (4 cos (2 t) − 4) ĵ + 8 t2 k̂ dt

O
8 →
−
= − 3 cos (2 t) î + (2 sin (2 t) − 4 t) ĵ + t3 k̂ + d
3
→
−
Using →
−
r = 0 when t = 0 d = 3 î

n
→
− 8
(3 − 3 cos (2 t)) î + (2 sin (2 t) − 4 t) ĵ + t3 k̂

io
r =
3

at
E-3

ul
→
− →
−
Z
3 x2 + 6 y î − 14 y z ĵ + 20 x z 2 k̂ A · d→
−


A = evaluate r

rc
C
from (0, 0, 0) to (1, 1, 1) along the following paths C:

(a) x = t, y = t2 , z = t3
Ci
(b) the straight lines from (0, 0, 0) to (1, 0, 0) then to (1, 1, 0) and then
e
to (1, 1, 1).
(c) the straight line joining (0, 0, 0) and (1, 1, 1).
at
riv

→
−
Z Z
A · d→
−
h i  
3 x2 + 6 y î − 14 y z ĵ + 20 x z 2 k̂ · dx î + dy ĵ + dz k̂


r =
-P

ZC ZC
→
−
A · d→
− 3 x2 + 6 y dx − 14 y z dy + 20 x z 2 dz


r =
C C
IT

→
−
Z Z
A · d→
− 3 x2 + 6 y dx − 14 y z dy + 20 x z 2 dz


(a) r =
-M

C C
Using x = t, y = t2 , z = t3this correponds to t = 0 and t = 1
1
→
−
Z Z
A · d→−
RD

9 t2 − 28 t6 + 60 t9 dt = 5


r =
C 0

(b) The integral for the second case is split into three segments. In the
first x varies from 0 to 1 while y and z are kept constant and is equal to
By

zero. In the second segment, xis kept constant equal to 1 and z is kept as 0.
Variation of y from 0 to 1 is considered. For the last segment x and y are

115
 are kept as 1 and z varies from 0 to 1. Integral for first segment corresponds

y
to y = 0 and z = 0. Hence dy = dz = 0 and x varies from 0 to 1.

nl
→
−
Z Z
→
−
A · dr = 3 x2 + 6 y dx − 14 y z dy + 20 x z 2 dz

O
C C
Z 1
= 3 x2 dx = 1

n
0

io
Integral for second segment corresponds to x = 1 and z = 0. Hence
dx = dz = 0 and y varies from 0 to 1.

at
→
−
Z Z
A · d→ − 3 x2 + 6 y dx − 14 y z dy + 20 x z 2 dz


r =

ul
C C
= 0

rc
Integral for third segment corresponds to x = y = 1 and hence dx =
dy = 0 and z varies from 0 to 1.
Z
→
− →
−
A · dr =
Z
Ci
3 x2 + 6 y dx − 14 y z dy + 20 x z 2 dz


C C
Z 1
e
20
= 20 z 2 dz =
at

0 3
The required value of the line integral for case (b) is sum of the three integral
riv

values and the same is

→
−
Z
23
A · d→ −r =
3
-P

C
(c) The integral for the third case can be evaluated conveniently using
the parametric form to the path of integration.
IT

x = y =z = t dx = dy = dz = dt t varies from 0 to 1
-M

→
−
Z Z
A · d→
− 3 x2 + 6 y dx − 14 y z dy + 20 x z 2 dz


r =
C C
RD

Z 1
13
20 t3 − 11 t2 + 6 t dt =


=
0 3
E-4
By

Find the total work done in moving a particle in a force field given by
→
−
F = 3 x y î − 5 z ĵ + 10 x k̂ along the curve x = t2 + 1, y = 2 t2 , z = t3

116
 from t = 1 to t = 2.

y
nl
Answer 303

O
E-5

n
→
− →
−
Z
If F = 3 x y î − y 2 ĵ, evaluate F · d→
−
r

io
C
where C is the curve in the x-y plane, y = 2 x2 , from (0, 0) to (1, 2).

at
ul
→
−
Z Z
F · d→
−
   
r = 3 x y î − y 2 ĵ · dx î + dy ĵ

rc
C ZC
= 3 x y dx − y 2 dy
Ci
C
Z 1
2
3 x 2 x2 dx − 2 x2 d 2 x2



=
0
e
Z 1
7
6 x3 − 16 x5 dx = −


=
at

0 6
E-6
riv

Find the work done in moving a particle once around a circle C in the
-P

x-y plane, if the circle has its center at the origin and radius 3 and if the
force field is given by
→
−
IT

F = (2 x − y + z) î + x + y − z 2 ĵ + (3 x − 2 y + 4 z) k̂

To define the work done while moving along the given circle, scalar/dot
-M

product is to be used. Since the circle is defined in the x-y plane the given
force vector is simplified by substituting z = 0. The force vector used to
perform the work in the x-y plane is
RD

→
−
F = (2 x − y) î + (x + y) ĵ + (3 x − 2 y) k̂
Work done is defined as
→
−
Z Z h
→
−
i  
F · dr = (2 x − y) î + (x + y) ĵ + (3 x − 2 y) k̂ · dx î + dy ĵ
By

C ZC
= [(2 x − y) dx + (x + y) dy]
C

117
 To perform the line integral the expression inside the integral is simplified

y
using polar co-ordinate variables.

nl
x = r cos θ = 3 cos θ dx = − 3 sin θ y = r sin θ = 3 sin θ dy = 3 cos θ

O
Hence the work done while moving along the circle once is defined as:

n
→
−
Z Z
→
−
F · dr = [(2 x − y) dx + (x + y) dy]

io
C C
Z 2π
= [2 × 3 cos θ − 3 sin θ] (− 3 sin θ) dθ + [3 cos θ + 3 sin θ] (3 cos θ) dθ

at
0
Z 2π
= (9 − 9 sin θ cos θ) dθ

ul
0
Z 2π  
9

rc
= 9 − sin 2 θ dθ
0 2
2 π
Z

C
→
− →
−
F · dr =

9θ +
9
4
cos 2 θ
0
Ci
= 18 π

E-7
e
at

→
−
2 x y + z3 î + x2 ĵ + 3 x z 2 k̂ is a conser-


(a) Show that F =
vative filed.
riv

(b) Find the scalar potential. (c) Find the work done in moving an ob-
ject in this field from (1, −2, 1) to (3, 1, 4).
-P

(a) Using S.No. 10 of Section 7.3.4, the given vector field is conservative if
IT

→
−
∇ × F = 0.  

 î ĵ k̂ 
-M

 
∂ ∂ ∂
 
∂z  = 0
 
 ∂x ∂y
 
 
 2 x y + z 3 x2 3 x z 2 
RD
By

118
 (b)

y
→
−
F · d→
− ∇ φ · d→ −

nl
r = r
  
∂ ∂ ∂ 
= î + ĵ + k̂ · dx î + dy ĵ + dz k̂

O
∂x ∂y ∂z
∂φ ∂φ ∂φ
= dx + dy + dz = dφ
∂x ∂y ∂z

n
2 x y + z 3 dx + x2 dy + 3 x z 2 dz


dφ =

io
d x2 y + d x z 3



=

at
φ = x2 y + x z 3 + constant
(c) Work done by the force moving from P1 (1, −2, 1) to P2 (3, 1, 4) is defined

ul
as

rc
Z P2 Z P2
→
− →
− 2 x y + z 3 dx + x2 dy + 3 x z 2 dz


F · dr =
P1 P1

=
Z P2
Ci
d x2 y + x z 3


P1
 2 P
x y + x z 3 P21
e
=
at

 2 (3,1,4)
= x y + x z 3 (1,−2,1) = 202
riv

E-8
→
−
If φ = 2 x y z 2 and F = x y î − z ĵ + x2 k̂ and C is the curve
-P

x = t2 , y = 2 t, z = t3 from t = 0 to t = 1, evaluate the integrals

→
−
Z Z
→
− F × d→−
IT

(a) φdr (b) r

C C

(a) Along the curve C

-M

φ = 2 x y z 2 = 2 × t2 × 2 × t × t6 = 4 t9

→
−
RD

r = x î + y ĵ + z k̂ = t2 î + 2 t ĵ + t3 k̂
d→
−
 
r = 2 t î + 2 ĵ + 3 t2 k̂ dt

Z Z 1
φ d→
−
 
By

r = 4 t9 2 t î + 2 ĵ + 3 t2 k̂ dt
C 0
8 4
= î + ĵ + k̂
11 5

119
 (b)

y
→
−
F = x y î − z ĵ + x2 k̂ = 2 t3 î − t3 ĵ + t4 k̂

nl
→
−
F × d→
−
   
3 3 4 2

O
r = 2 t î − t ĵ + t k̂ × 2 t î + 2 ĵ + 3 t k̂ dt
 
 î ĵ k̂ 


n
 
 
= 2 t3 − t3 t4  dt

io
 
 
 
2t 2 3t 2

at
h
i
− 3 t5 + 2 t4 î + 2 t5 − 6 t5 ĵ + 4 t3 + 2 t4 k̂ dt



=

ul
Z 1 Z 1 Z 1
→
−
Z
F × d→
− 5 4 5
4 t3 + 2 t4 dt



r = î − 3 t + 2 t dt − ĵ 4 t dt + k̂

rc
C 0 0 0
9 2 7
= − î − ĵ + k̂

E-9
10 3 5 Ci
e
→
− →
−
Z Z
at

Evaluate A · n̂ dS where A = 18 z î − 12 ĵ + 3 y k̂
S
riv

ans S is that part of the plane 2 x + 3 y + 6 z = 12 which is in the first

octant.
-P

The given integral can be written as

→
− →
−
Z Z Z Z
dx dy
IT

A · n̂ dS = A · n̂
S R | n̂ · k̂ |
n̂ is the unit normal to the given surface and this can be defined as follows:
-M

→
− →
−
N = ∇ (2 x + 3 y + 6 z) where N is the normal to the given surface
=
2 î + 3 ĵ + 6 k̂
RD

→
− 2 3 6
n̂ = | N | = î + ĵ + k̂
7 7 7
 
2 3 6 6
n̂ · k̂ = î + ĵ + k̂ · k̂ =
By

7 7 7 7
 
→
−   2 3 6 36 z − 36 + 18 y
A · n̂ = 18 z î − 12 ĵ + 3 y k̂ · î + ĵ + k̂ =
7 7 7 7

120
 12 − 2 x − 3 y

y
Substitute z =
6

nl
→
− 36 − 12 x
A · n̂ =
7

O
→
− →
−
Z Z Z Z
dx dy
A · n̂ dS A · n̂

n
=
S R | n̂ · k̂ |

io
Z  
36 − 12 x 7
Z
= dx dy
7 6

at
ZR Z
= (6 − 2 x) dx dy

ul
R
12 − 2 x
Z 6 Z
3
= (6 − 2 x) dy dx

rc
0 y=0
Z 6  
4
= 24 − 12 x + x2
Ci dx = 24
0 3

The given integral can be evaluated using other two forms of the integrals
e
as shown here. The element area dS can be expressed in terms of area
at

projected on y-z plane. The simplification is as follows:

→
− →
−
Z Z Z Z
dy dz 2
riv

A · n̂ dS = A · n̂ | n̂ · î | =
S R | n̂ · î | 7
 
36 z − 36 + 18 y 7
Z Z
= dy dz
-P

R 7 2
Z 2 Z 12 − 6 z
3
= 9 (2 z − 2 + y) dy dz
IT

0 y=0
2 4 − 2 z
y2
Z 
= 9 2yz − 2y + dz
-M

0 2 0
Z 2
2 z − z 2 dz = 24


= 18
RD

0
By

121
 The element area dS can be expressed in terms of area projected on z-x

y
plane. The simplification is as follows:

nl
→
− →
−
Z Z Z Z
dz dx 3
A · n̂ dS = A · n̂ | n̂ · ĵ | =

O
S R | n̂ · ĵ | 7
 
36 z − 36 + 18 y 7
Z Z
= dz dx
7 3

n
R
12 − 2 x − 6 z
Z Z

io
= 6 (2 z − 2 + y) dz dx Substitute y =
R 3
Z 6 Z 12 − 2 x

at
Z 6 12 − 2 x
6
= 2 (6 − 2 x) dz dx = 2 (6 − 2 x) (z)0 6 dx
0 z=0 0

ul
Z 6
4
18 − 9 x + x2 dx = 24


=
3 0

rc
E-10

Z Z
→
−
Ci →
−
Evaluate A · n̂ dS where A = z î + x ĵ − 3 y 2 z k̂
e
S

and S is the surface of the cylinder x2 + y 2 = 16 included in the first

at

octant between z = 0 and z = 5.

riv

The given integral can be written as

→
− →
−
Z Z Z Z
dz dx
-P

A · n̂ dS = A · n̂
S R | n̂ · ĵ |
IT

n̂ is the unit normal to the given surface and this can be defined as follows:
→
− →
−
∇ x2 + y 2


N = where N is the normal to the given surface
-M

= 2 x î + 2 y ĵ
→
− 2 x î + 2 y ĵ x î + y ĵ
n̂ = | N | = =
RD

q
4
(2 x)2 + (2 y)2

y
n̂ · ĵ =
4
By

!
→
−   x î + y ĵ xz + xy
A · n̂ = z î + x ĵ − 3 y 2 z k̂ · =
4 4

122
 →
− →
−
Z Z Z Z
dz dx y

y
A · n̂ dS = A · n̂ | n̂ · ĵ | =
S R | n̂ · ĵ | 4

nl
Z Z    
xz + xy 4
= dz dx
4 y

O
ZR Z  
xz + xy p
= dz dx Substitute y = 16 − x2
R y

n
Z 5 Z 4  
xz
= √ + x dx dz

io
z=0 x=0 16 − x2
Z 5 Z 4    − 1 
1 p

at
2
= − (− 2 x z) 16 − x 2 + x dx dz
z=0 x=0 2
Z 5

ul
= (4 z + 8) dz = 90
z=0

rc
E-11

Evaluate
Z Z 
→
−
∇ × F · n̂ dS
Ci
where
→
−
F = y î + (x − 2 x z) ĵ − x y k̂
S
e
and S is the surface of the sphere x2 + y 2 + z 2 = a2 above the x-y plane.
at

The given integral can be written as

riv

→
− →
−
Z Z  Z Z 
dx dy
∇ × F · n̂ dS = ∇ × F · n̂
S S | n̂ · k̂ |
-P

n̂ is the unit normal to the given surface.

IT

 
 î ĵ k̂ 

 
 
→
− ∂ ∂ ∂ 
-M

 ∂x ∂y ∂z  = x î + y ĵ − 2 z k̂
∇ × F = 
 
 
 y (x − 2 x z) − x y 
 
RD

→
− →
−
∇ x2 + y 2 + z 2


N = where N is the normal to the given surface
= 2 x î + 2 y ĵ + 2 z k̂
By

→
− 2 x î + 2 y ĵ l + 2 z k̂ x î + y ĵ + z k̂
n̂ = | N | = q =
a
(2 x)2 + (2 y)2 + (2 z)2

123
 z
n̂ · k̂ =

y
a

nl
!
 →
−   x î + y ĵ + z k̂
∇ × F · n̂ = x î + y ĵ − 2 z k̂ ·

O
a
x2 + y 2 − 2 z 2
Substitute z 2 = a2 − x2 + y 2


=

n
a

3 x2 + y 2 − 2 a2

io
=
a

at
 →
− 1 3 x2 + y 2 − 2 a2
∇ × F · n̂ =
| n̂ · k̂ | z

ul
3 x + y 2 − 2 a2
2


 →
− 1
∇ × F · n̂ = p
| n̂ · k̂ | a2 − x2 − y 2

rc
Z

S
Z 
→
−
∇ × F · n̂ dS =
Z

S
Ci
Z 
→
−
∇ × F · n̂
dx dy
| n̂ · k̂ |
3 x + y − 2 a2
2 2
Z Z

e
= p dx dy
a2 − x2 − y 2
at

The above integral can be evaluated using polar co-ordinate variables r and
riv

θ.

x = r cos θ dx = − r sin θ y = r sin θ dy = r cos θ dx dy = r dθ dr

-P

3 x2 + y 2 − 2 a2

2π a
3 r 2 − 2 a2
Z Z Z Z
IT

p dx dy = √ r dr dθ
S a2 − x2 − y 2 θ=0 r=0 a2 − r 2
3 r2 − a2 + a2
Z 2π Z a

-M

= √ r dr dθ
θ=0 r=0 a2 − r2
Z 2π Z a 
a2 r

p
= − 3 r (a2 − r2 + √ dr dθ
RD

θ=0 r=0 a2 − r 2
Z 2π Z a 

1 a2

3 2 2 2 2

1
2 −2
= (−2r) a − r − (−2r) a − r drdθ
θ=0 r=0 2 2
Z 2π h

3
1 ia
= a2 − r2 2 − a2 a2 − r2 2 dθ
By

θ=0 0
Z 2π
= (0) dθ = 0
θ=0

124
 E-12

y
nl
→
− →
−
Z Z
Evaluate F · n̂ dS where F = 4 x z î − y 2 ĵ + y z k̂

O
S
and S is the surface of the cube formed by x = 0, x = 1, y = 0,
y = 1, z = 0, z = 1.

n
io
The required integral value is sum of the integral values defined over the
given six surfaces of the cube. First consider the faces for which normal is

at
along along x axis. Consider x = 1. Normal to this surface is defined as
n̂ = i and element area is dy dz. The integral over this surface is

ul
Z 1 Z 1 
→
−
Z Z 
F · n̂ dS = 4 x z î − y 2 ĵ + y z k̂ · n̂ dy dz Substitute x = 1

rc
S z=0 y=0
Z1 Z 1
=
z=0
Z 1
y=0

Ci
4 z î − y 2 ĵ + y z k̂

· î dy dz

= (4 z) dy dz
e
y=0
at

Z 1

1
= 2 z2 0
dy
y=0
riv

Z 1
= (2) dy = 2
y=0
-P

Consider x = 0. Normal to this surface is defined as n̂ = − i and element

area is dy dz. The integral over this surface is
IT

Z 1 Z 1 
→
−
Z Z 
F · n̂ dS = 4 x z î − y 2 ĵ + y z k̂ · n̂ dy dz Substitute x = 0
-M

S z=0 y=0
Z1 Z 1    
= − y 2 ĵ + y z k̂ · −ˆ i dy dz
z=0 y=0
RD

Z 1 Z 1
= (0) dy dz = 0
z=0 y=0
By

125
 Consider y = 1. Normal to this surface is defined as n̂ = j and element

y
area is dx dz. The integral over this surface is

nl
Z 1 Z 1 
→
−
Z Z 
F · n̂ dS = 4 x z î − y 2 ĵ + y z k̂ · n̂ dz dx Substitute y = 1

O
S x=0 z=0
Z 1 Z 1  
= 4 x z î − ĵ + z k̂ · ĵ dz dx

n
x=0 z=0
Z 1 Z 1

io
= (− 1) dz dx = − 1
x=0 z=0

at
Consider y = 0. Normal to this surface is defined as n̂ = − j and element
area is dx dz. The integral over this surface is

ul
Z 1 Z 1 
→
−
Z Z 
F · n̂ dS = 4 x z î − y 2 ĵ + y z k̂ · n̂ dz dx Substitute y = 0

rc
S x=0 z=0
Z 1 Z 1    
=
x=0 z=0
Z 1 Z 1
Ci
4 x z î · −ˆ j dz dx

= (0) dz dx = 0
e
x=0 z=0
at

Consider z = 1. Normal to this surface is defined as n̂ = k and element

area is dx dy. The integral over this surface is
riv

Z 1 Z 1
→
−
Z Z  
F · n̂ dS = 4 x z î − y 2 ĵ + y z k̂ · n̂ dx dy Substitute z = 1
S y=0 x=0
-P

Z 1 Z 1  
2
= 4 x î − y ĵ + y k̂ · k̂ dx dy
y=0 x=0
IT

Z 1 Z 1
1
= (y) dx dy =
y=0 x=0 2
-M

Consider z = 0. Normal to this surface is defined as n̂ = − k and element

area is dx dy. The integral over this surface is
RD

Z 1 Z 1
→
−
Z Z  
F · n̂ dS = 4 x z î − y 2 ĵ + y z k̂ · n̂ dx dy Substitute z = 0
S y=0 x=0
Z 1 Z 1    
= − y 2 ĵ · −ˆk dx dy
By

y=0 x=0
Z 1 Z 1
= (0) dz dx dy = − 0
y=0 x=0

126
 The value of the given integral is sum of the above six integral values and

y
the same is

nl
→
−
Z Z
3
F · n̂ dS =
S 2

O
E-13

n
Z Z Z
Evaluate the integral φ dV where φ = 45 x2 y

io
V
and V denotes the volume bounded by planes 4 x + 2 y + z = 8,

at
x = 0, y = 0, z = 0, .

ul
First integrate with respect to z by keeping x and y as constants. Next
keep x as a constant and integrate with respect to y and finally integrate

rc
with respect to x. The value for the integral matching with the above se-
quence is obtained as shown here. Ci
Z Z Z Z 2 Z 4−2x Z 8−4x−2y
φ dV = 45 x2 y dz dy dx
V x=0 y=0 z=0
e
Z 2 Z 4−2x
2
x y (z)80 − 4 x − 2 y dy dx
at

= 45
x=0 y=0
Z2 Z 4−2x
riv

= 45 x2 y (8 − 4 x − 2 y) dy dx
x=0 y=0

2 3 4−2x
Z 2  
2 2
-P

= 45 4y − 2xy − y dx
x=0 3 0
2
x2
Z
(4 − 2 x)3 dx
IT

= 45
x=0 3
Z2
= 15 x2 (4 − 2 x)3 dx = 128
-M

x=0

E-14
RD

→
− →
−
Z Z Z
Evaluate the integral F dV where F = 2 x z î − x ĵ + y 2 k̂
V
and V is the region bounded by surfaces x = 0, y = 0, y = 6,
By

z = x2 , z = 4.

The limits for the variables have to identified. The limits for y can be

127
 directly identified as y varies from 0 to 6. The limits for x are found using

y
the equation z = x2 . For z = 4 the value of x is ± 2. But one extreme

nl
value for x is 0 and hence other limiting value for x is 2. The parabola
z = x2 is defined in the z-x plane and lower limit for z is defined by the

O
equation to the parabola and upper limit is z = 4. The required integral
value is determined as shown in the following:

n
Z 2 Z 6 Z 4
→
−
Z Z Z  
F dV = 2 x z î − x ĵ + y 2 k̂ dz dy dx

io
V x = 0 y = 0 z = x2
Z 2 Z 6 Z 4 Z 2 Z 6 Z 4

at
= î 2 x z dzdydx − ĵ x dzdydx
x=0 y=0 z=x2 x=0 y=0 z=x2

ul
Z 2 Z 6 Z 4
+ k̂ y 2 dzdydx
x=0 y=0 z=x2

rc
= 128 î − 24 ĵ + 384 k̂

7.5 Vector Integral Theorems

Ci
The line, surface and volume integrals are related by three theorems and
e
these are described in the following.
at

7.5.1 Gauss Divergence Theorem

riv

This relates the volume integral to surface integral. Let P (x, y, z) be the
vector function and the expression for the Gauss divergence theorem is
-P

Z Z Z Z Z
∇ · P dV = P · n dS
V S
IT

7.5.2 Stoke’s Theorem

-M

This theorem relates the surface integral to line integral. The normal com-
ponent of the curl of the vector function P over a surface is equal to line
integral of tangential component of vector function around the closed curve C
RD

bounding the surface S. The direction of the normal to the surface is defined
using the right hand thumb rule. The thumb is aligned along the direction
of normal to the surface and thereby the direction for line integral is fixed.
The expression for the Stoke’s theorem is
By

I Z Z Z Z
P · dr = (∇ × P) · dS = (∇ × P) · n dS
C S S

128
 7.5.3 Green’s Theorem

y
nl
Consider a closed region R in the x-y coordinate plane and let C be the
closed curve which is the boundary of the region R. Let M and N be the

O
continuous functions in x and y. The expression for the Green’s theorem is
I Z Z  
∂N ∂M
(M dx + N dy) = − dx dy

n
C R ∂x ∂y

io
The direction of the closed curve C is in the positive direction by following
the right hand thumb rule.

at
• Green’s theorem in the plane is a special case of Stoke’s thoerem.

ul
• Gauss divergence theorem is generalization of Green’s theorem. The
region R considered in the Green’s theorem is replaced by volume V

rc
in the divergence theorem and the closed curve in Green’s theorem is
Ci
replaced by the surface S in divergence theorem. Due to this Gauss
divergence theorem is often called Green’s theorem in space.

7.6 Problems
e
at

P1-G2008-Q23
riv

1 2 2 2
The function f (x, y, z) = x y z satisfies
2
-P

(a) grad f = 0 (b) div (grad f ) = 0

IT

(c) curl (grad f ) = 0 (d) grad [div (grad f )] = 0

(Refer Section 7.3.4, S.No. 10)

-M
RD

   
∂ ∂ ∂ 1 2 2 2
grad f = ∇f = î + ĵ + k̂ x y z
∂x ∂y ∂z 2
= x y 2 z 2 î + x2 y z 2 ĵ + x2 y 2 z k̂
By

129
  
 î ĵ k̂

nl
 
 ∂ ∂ ∂ 
curl (grad f ) = ∇ × (∇f ) =  ∂x ∂y ∂z
 


O
 
 2 2
x y z x2 y z 2 x2 y 2

 z 
 

n
= 0

io
Answer: (c)

at
P2-G2008-Q24

ul
Which of the following is true for all choices of vectors, p̂, q̂, r̂?

rc
(a) p̂ × q̂ + q̂ × r̂ + r̂ × p̂ = 0

(b)
Ci
(p̂ · q̂) r̂ + (q̂ · r̂) p̂ + (r̂ · p̂) q̂ = 0

(c) p̂ · (q̂ × r̂) + q̂ · (r̂ × p̂) + r̂ · (p̂ × q̂) = 0

e
at

(d) p̂ × (q̂ × r̂) + q̂ × (r̂ × p̂) + r̂ × (p̂ × q̂) = 0

riv

Refer Section 7.1, Example problems E-7 and E-8.

Answer: (d)
-P

P3-G2008-Q25
IT

The value of the line integral

-M

I
1
(x dy − y dx)
2π
RD

taken anticlockwise along a circle of unit radius is

(a) 0.5 (b) 1 (c) 2 (d) π

Since the integral is to be carried out along a circle, the expression inside
By

the integral is expressed in terms of polar co-ordinates.

x = r cos θ = cos θ dx = − sin θ y = r sin θ = sin θ dy = cos θ

130
 The given integral can be simplified as

y
I 2π

nl
I
1 1
(x dy − y dx) = dθ = 1
2π 2π 0

O
Answer: (b)

P4-G2009-Q53-Q54

n
io
Consider the vector field
→
−

at
A = y 3 + z 3 î + x3 + z 3 ĵ + x3 + y 3 k̂

defined over the unit sphere

ul
x2 + y 2 + z 2 = 1

rc
→
−
The surface integral (taken over the unit sphere) of the component of A
normal to the surface is Ci
(a) π (b) 1 (c) zero (d) 4π
e
Using Gauss divergence theorem, the surface integral can be related to vol-
at

ume integral and can be written as

riv

→
− →
−
Z Z Z Z Z
∇ · A dV = A · dS
V S
-P

 
→
− ∂ ∂ ∂ n
o
y 3 + z 3 î + x3 + z 3 ĵ + x3 + y 3 k̂



∇ · A = î + ĵ + k̂ ·
∂x ∂y ∂z
IT

= 0
Answer: (c)
-M

→
−
The magnitude
 of the
 component A normal to spherical surface at the
1 1 1
point √ , √ , √ is
RD

3 3 3
1 2 3 4
(a) (b) (c) (d)
3 3 3 3
The directional derivative with respect to the given surface is expressed
By

as (refer Section 7.3.1)

→
−
n
o
∇ f · A = ∇ x2 + y 2 + z 2 − 1 · y 3 + z 3 î + x3 + z 3 ĵ + x3 + y 3 k̂

131
 where f is the surface of the sphere.

y
→
−

nl
  n
o
y 3 + z 3 î + x3 + z 3 ĵ + x3 + y 3 k̂



∇ f · A = 2 x î + y ĵ + z k̂ ·
1

O
2 x y 3 + z 3 + y x3 + z 3 + z x3 + y 3




= at x = y = z =√
3
4
=

n
3

io
Answer: (d)

at
P5-G2010-Q2

ul
Two position vectors are indicated by

rc
   
x1  x2 
−
→  −
→ 
V1 = and V2 =

y1
 Ci
y2


If a2 + b2 = 1, then the operation

e
 
a −b
−
→  −
→
at

V2 =  V1
b a
riv

−
→ −
→
amounts to obtaining the position vector V2 from V1 by
-P

(a) translation (b) rotation (c) magnification

IT

(d) combination of translation, rotation and magnification

Answer: (b)
-M

P6-G2010-Q34
RD

In a certain region a hill is described by the shape

1 4
z (x, y) = x + y2 − x y − 3 y
50
By

where X and Y are in the horizontal plane and axis Z points vertically up-
ward. If î, ĵ and k̂ are unit vectors along X, Y and Z axes respectively, then
at a point x = 5, y = 10 the unit vector in the direction of the steepest

132
 slope of the hill will be

y
nl
(a) î (b) ĵ (c) k̂ (d) î + ĵ + k̂

O
Answer: (c)

P7-G2011-Q1

n
io
Consider x,yz to be right-handed Cartesian coordinates. A vector function
is defined in this coordinate system as → −v = 3xî + 3xyĵ − yz2 k̂, where

at
î, ĵ and k̂ are the unit vectors along X,Y and Z axes respectively. The curl
of → −v is given by

ul
(a) z 2 î − 3 y k̂ (b) z 2 ĵ + 3 y k̂

rc
(c) z 2 î + 3 y ĵ (d) − z 2 î + 3 y k̂
Ci
Answer: (d)
e
P8-G2011-Q4
at

Consider the function

riv

f (x1 , x2 ) = x21 + 2 x22 + e−x1 −x2

-P

The vector pointing in the direction of maximum increase of the function at

the point (1, −1) is
IT

   
 2   1 
(a) (b)
-M

−5 −5
   
   
 −0.73   2 
RD

(c) (d)
−6.73 −4
   

Determine ∇ f and evaluate the same at the given point.

By

Answer: (b)

P9-G2013-Q1

133
 y
The directional derivative of the function

nl
x2 + x y 2
f (x y) = √ in the direction a = 2 î − 4 ĵ at (x, y) = (1, 1) is

O
5
−1 −2 −1
(a) √ (b) √ (c) 0 (d)
5 5 5

n
The required directional derivative is defined by

io
2 x + y2
   
2xy 1 2

at
∇ f · â = √ î + √ ĵ · √ î − √ ĵ at x = y= 1
5 5 5 5
   
3 2 1 2

ul
= √ î + √ ĵ · √ î − √ ĵ
5 5 5 5
1

rc
= −
5
Answer: Ci
(d)

P10-G2013-Q26
e
at

Z    
Let I = y 2 z î + z 2 x ĵ + x2 y k̂ × x î + y ĵ + z k̂ dS
riv

S
where S denotes the surface of the sphere of unit radius centered at the
origin. Here î, ĵ and k̂ denote three orthogonal unit vectors. The value of I
-P

is

(a) 1 (b) 0 (c) 2 (d) 3

IT

The given integral is simplified as

-M

Z     Z
2 2 2
x y 2 z + x y z 2 + x2 y z dS


I = y z î + z x ĵ + x y k̂ × x î + y ĵ + z k̂ dS =
S S

Answer: (b)
RD

P11-G2016-Q17

The vector → −
u = y eˆx − x eˆy , where eˆy and eˆy are the unit vectors
By

along x and y directions, respectively.

→
− →
− −
If the vector →
−ω is defined as →−
ω = ∇×→ −
u then | → −
ω · ∇ →

u | = ––––

134
 Answer: 0

y
nl
AP1
→
−

O
Velocity vector of a flow field is given as V = 2 x y î − x2 z ĵ. The vor-
ticity vector at (1, 1, 1) is

n
(A) 4 î − ĵ (B) 4 î − k̂

io
(C) î − 4 ĵ (D) î − 4 k̂

at
The vorticity vector is twice the rotation vector.

ul
     
→
− →
− ∂w ∂v ∂u ∂w ∂v ∂u
ω = 2R = − î + − ĵ + − k̂

rc
∂y ∂z ∂z ∂x ∂x ∂y
= x2 î − 2 (x z + x) k̂ at Ci x = y = z =1
= î − 4 k̂

Answer: (D)
e
at

AP2
riv

The divergence of the vector field 3 x z î + 2 x y ĵ − y2 z k̂ at a point

(1, 1, 1) is equal to
-P

(A) 7 (B) 4 (C) 3 (D) 0

IT

 
Divergence of the given vector field = ∇· 3 x z î + 2 x y ĵ − y 2 z k̂
-M

= 3 z + 2 x − y2 at x = y = z= 1
= 4
RD

Answer: (B)

AP3
By

A path AB in the form of one quarter of a circle of unit radius is considered

in the first quadrant, A is on the x-axis and B is on the y-axis. Integration
of (x + y)2 on the path AB traversed in a counter-clockwise sense is

135
 y
π π π
(A) − 1 (B) + 1 (C) (D) 1

nl
2 2 2
The integral expression can be simplified by expressing the function inside

O
the integral in terms of polar co-ordinate variables.

x = r cos θ = cos θ y = r sin θ = sin θ ds = r dθ = dθ

n
io
Z Z π
2
2
(x + y) ds = (cos θ + sin θ)2 dθ

at
0
Z π
2
= (1 + sin 2 θ) dθ

ul
0
π
= + 1

rc
2
Answer: (B)
Ci
AP4
e
The directional derivative of of the scalar function
at

f (x, y, z) = x2 + 2 y 2 + z at point P = (1, 1, 2)

riv

in the direction of the vector →

−
a = 3 î − 4 ĵ is
(A) -4 (B) -2 (C) -1 (D) 1
-P

The directional derivative of the function along the given vector is defined
IT

as

∇ f · â where â is the unit vector along the given vector

-M

∇f = 2 x î + 4 y ĵ + k̂
RD

3 4
â = î − ĵ
5 5
6 16
∇ f · â = x − y at x = y = 1 z = 2
5 5
= −2
By

Answer: (B)

136
 AP5

y
nl
The area of the triangle formed by the tips of the vectors â, b̂ and ĉ is
1  1 

O
 
(A) â − b̂ · (â − ĉ) (B) â − b̂ × (â − ĉ)
2 2
1 1  
(C) |â × b̂ × ĉ| (D) â × b̂ ĉ

n
2 2

io
Answer: (B)

at
AP6

ul
Stoke’s theorem connects

rc
(A) A line integral and a surface integral

(B) Ci
A surface integral and volume integral

(C) A line integral and volume integral

e
at

(D) Gradient of a function and its surface integral

riv

Answer: (A)

AP7
-P

R →− →
− −
The line integral V · d→ −
r of the vector function V (→
 
r ) = 2 x y z î + x2 z ĵ + x2 y k̂
IT

from the origin to the point P (1, 1, 1)

(A) is 1 (B) is zero (C) is - 1 (D) cannot

-M

be determined without specifying the path

RD

Let the position vector be →

−
r = x î + y ĵ + z k̂
→
−
dr = dx î + dy ĵ + dz k̂

→
−
V · d→
−
   
By

r = 2 x y z î + x2 z ĵ + x2 y k̂ · dx î + dy ĵ + dz k̂
→
−
Z Z
V · d→
− 2 x y z dx + x2 z dy + x2 y dz


r =

137
 Unless the path for the line integral is provided, the integral can not be

y
evaluated.

nl
Answer: (D)

O
AP8

n
io
→
−
The vector field V = x î − y ĵ , where î and ĵ are unit vectors, is

at
(A) divergence free, but not irrotational

ul
(B) irrotational, but not divergence free

rc
(C) divergence free and irrotational

(D) Ci
neither divergence free nor irrotational

Answer: (C)
e
at
riv

8 Differential Calculus
The differential equation is the one which contains derivatives as well as both
-P

independent and dependent variables. The equation may contain either or-
dinary derivative or partial derivatives and hence it is referred as ordinary
IT

or partial differential equation. The differential equation is identified by its

order and degree. The order of the differential is determined by the order of
the highest derivative in the equation and degree is the highest degree of the
-M

highest derivative in the equation. Given a function its differential equation

can be obtained using the following:
RD

Differentiate the given expression as many times as the number of arbi-

trary constants in the given expression. The differential equation is obtained
by eliminating the arbitrary constants
By

138
 8.1 First Order and First Degree Equation

y
nl
The order of derivative as well as degree is one. Depending on the form of
differential equation various approach is used to obtain the solution for the

O
given equation.
1. Method of Variable Separable. The given equation can be written

n
in the following form by grouping terms containing x with dx and that
containing y with dy.

io
f1 (x) dx + f2 (y) dy = 0

at
Integrate the above expression and equate to a constant to define the

ul
solution as Z Z
f1 (x) dx + f2 (y) dy = C

rc
2. Homogeneous Equation. The given differential equation can be
written in the form
dy
=
f1 (x, y)
Ci
dx f2 (x, y)
e
where f1 and f2 are homogeneous functions of same degree in x and
at

y. The solution is defined by transforming the dependent variable y to

another variable v using y = v x. This will modify the given equation
riv

to a form to which the basic procedure of variable separable can be

applied. After defining the solution v is replaced in terms of y.
-P

3. Non-homogeneous Equation of First Order in x and y. Con-

sider the differential equation of the form
IT

dy ax + by + c
= 0
dx a x + b0 y + c0
-M

Using the transformation relations for x and y, x = X + l and

y = Y + m, the given equation can be written as
dY a X + b Y + (a l + b m + c)
RD

= 0
dX a X + b0 Y + (a0 l + b0 m + c0 )
The values of l and m are determined using the condition a l + b m +
c = 0 and a0 l + b0 m + c0 = 0 so that the given equation is
By

reduced to the homogeneous form.

dY aX + bY
= 0
dX a X + b0 Y

139
 Now the equation is solved by using the substitution Y = v X. After

y
obtaining solution X and Y are replaced in terms of x (X = x − l)

nl
and y (Y = y − m)

O
4. Exact Differential Equation. Consider the given differential writ-
ten in the form
M dx + N dy = 0

n
. where M and N are functions of both x and y. Note that the above

io
form is written without using variable separable. The equation is said
to be exact if

at
∂M ∂N
=
∂y ∂x

ul
The following steps are followed to obtain the solution for the given
equation:

rc
(a) Integrate M with respect to x by considering y as constant.
Ci
(b) Integrate N with respect to y only the terms that do not contain
x.
(c) Equate the sum of the above two to a constant.
e
at

If the given equation in the form

riv

M dx + N dy = 0

is not in the exact form, it can be written in the exact differential form
-P

after multiplying by factor. This factor is known as integrating factor.

There is no general method used to identify the integrating factor. But
IT

by grouping the terms involving x and y in certain form will lead to

identify the integrating factors. Towards this the following expressions
will lead to exact differentiable form.
-M

 
x dy − y dx  y  y dx − x dy x
x dy + y dx = d (xy) 2
= d 2
= d
x x y y
RD

2 x ydy − y 2 dx
 2
2 x ydx − x2 dy
 2
y x
= d = d
x2 x y2 y
 
x dx ± y dy 1 2 2

x dy − y dx h
−1 y
 i
= d log x ± y = d tan
x2 ± y 2 x2 + y 2
By

2 x

140
 5. Linear Equation. The linear form of the differential equation first

y
order is

nl
dy
+ P y = Q
dx

O
where P and Q are either constants
R or function of x. To solve multiply
both sides of the equation by e P dx

n
 
R dy R
e P dx + P y = Q e P dx (5)

io
dx

Consider the following simplification,using integration by parts for-

at
mula.

ul
   
d  R P dx  R
P dx dy
R
P dx
R
P dx dy
ye = e +ye P = e + P y
dx dx dx

rc
Hence equation 5 can be written as
d  R
dx
ye
Ci
P dx
 R
= Qe P dx
e
The solution to the given equation is defined through integration of
the above expression.
at

R Z R
P dx
Q e P dx + C
riv

ye =
R
From the above simplification it can be seen that e P dx as the inte-
-P

grating factor. Since the simplification of the given equation with this
factor leads to the solution.
IT

6. Equation Reducible to Linear Form. Consider the first order first

degree equation of the form
-M

dy
+ P y = Q yn
dx
RD

Divide throughout by y n . The equation is written as

dy
y −n + P y 1−n = Q
dx
By

Using the substitution y 1−n = u, the equation can be written as

du
+ P (1 − n) u = Q (1 − n)
dx

141
 The given equation is reduced to the linearR and the solution for u is

y
defined by using the integrating factor as e P (1 − n) dx .

nl
The equation may be defined in the form

O
dy
f0 + P f (y) = Q
dx

n
Using the substitution f (y) = u, the given equation can be reduced

io
to the linear form as
du

at
+ P u = Q
dx

ul
8.2 First Order and Higher Degree Equation
The general form of differential equation of first order and nth degree is

rc
written as
Ci
pn + P1 pn−1 + P2 pn−2 + · · · + Pn−1 p + Pn = 0 where p =
dy
dx
In the general form of the differential equation P1 , P2 · · · , Pn−1 are func-
e
tion of x and y. The solution is defined by following any one of the three
at

approaches described in the following.

riv

1. Solution by Solving for p. The given equation in terms of p can

be factorized and written as
-P

(p − Q1 ) (p − Q2 ) (p − Q3 ) · · · (p − Qn ) = 0

where Q1 , Q2 · · · , Qn are functions of x and y. From the above

IT

expression n differential equations of first order and first degree can

be formed.
-M

dy dy dy dy
= Q1 = Q2 = Q3 · · · · · · = Qn
dx dx dx dx
RD

Solving these n equations and be the final solution to the given equa-
tion is written as

f1 (x, y, c) f2 (x, y, c) f3 (x, y, c) · · · · · · fn (x, y, c) = 0

By

where f1 f2 f3 · · · · · · fn are the solution of n first order and first degree

differential equations.

142
 2. Solution by Solving for y. The given differential equation can be

y
simplified and written as an expression for y and let this be in the

nl
form
dy
y = f (x, p) where p = (6)

O
dx
dy d
= {f (x, p)}
dx dx

n
This expression can be written as

io
 
dp

at
F x, p, = 0
dx

ul
This is a differential equation of first order in two variables x and p
and solution to this of the form

rc
G (x, p, c) = 0 (7)
Ci
Eliminate p between equations 6 and 7 to obtain the solution for the
given equation.
e
3. Solution by Solving for x. This is similar to the procedure followed
at

for the previous case. The given differential equation can be simplified
and written as an expression for x and let this be in the form
riv

1 dx
x = f (y, p) where = (8)
p dy
-P

dx d
= {f (y, p)}
dy dy
IT

This expression can be written as

 
dp
-M

F y, p, = 0
dy

This is a differential equation of first order in two variables x and p

RD

and solution to this of the form

G (y, p, c) = 0 (9)

Eliminate p between equations 8 and 9 to obtain the solution for the

By

given equation.

143
 Example-1

y
nl
Solve p2 − 5 p + 6 = 0

O
This can be factorized and written as

n
(p − 3) (p − 2) = 0

io
Consider these factors one by one and solve for y.

at
p = 3
dy

ul
= 3
dx
y = 3x + c

rc
Similarly the second factor will define y as

y = 2x + c
Ci
The solution to the given equation is
e
at

(y − 3 x − c) (y − 2 x − c) = 0
riv

Example-2
-P

Solve x2 p2 + 3 x y p + 2 y 2 = 0
Divide throughout by x2 and the equation can be written as
IT

y  y 2
p2 + 3 p + 2 = 0
x x
-M

This equation can be solved for two roots for p and these are
 s 
RD

2
− 3 y ± 3y y 2
 
− 8
x x x
p1,2 =
2
y y
By

p1 = − p2 = − 2
x x

144
 Consider the first one and solve the differential equation to obtain the solu-

y
tion as:

nl
y
p = −
x

O
dy y
= − Using method of variable separable
dx x
xy = c

n
io
Similarly considering second expression for p its solution is

x2 y = c

at
Combining these two the solution to the given equation is defined as

ul
(x y − c) x2 y − c = 0

rc
Example-3

 2
Ci
dy
dy
Solve xy − x2 + y 2 + xy = 0
e
dx dx
at

Divide throughout by x y and the equation can be written as

 
x y
riv

2
p − + p +1 = 0
y x
Roots of this quadratic equation in p will give two expressions for p and
-P

they are:  s 
 x  2
y x y 
IT

+ ± + − 4
 y x y x 
p1,2 =
2
-M

( s )
x2 y2

x y
+ ± + 2 − 2
y x y2 x
RD

p1,2 =
2
 s 
 x  2 
y x y
+ ± −
 y x y x 
By

p1,2 =
2
x y
p1 = p2 =
y x

145
 The solution for p1 is y 2 − x2 + c

y
The solution for p2 is y − cx

nl
Combining these two, the solution for the given equation is

O
y 2 − x2 + c (y − c x) = 0

n
Example-4

io
x p2 − 2 p y + x = 0

at
Solve
Divide throughout by x and the equation can be written as

ul
y
p2 − 2 p + 1 = 0
x

rc
Roots of this quadratic equation in p will give two expressions for p and
they are:
p1,2 =
y
±
Ci
r 
y 2
− 1
x x
e
Consider first expression for p.
at

r 
dy y y 2 y
p = = + − 1 Substitute = u
riv

dx x x x

y = ux
-P

dy du
= u + x
dx dx
IT

Hence the equation becomes

du p du p
u + x = u + u2 − 1 x = u2 − 1
-M

dx dx
Using variable separable, the above equation can be written as:
du dx
RD

√ =
2
u − 1 x
h p i
log u + u2 − 1 = log x + log c

y
By

Substitute for u = , the solution can be written as

x
p
y + y 2 − x2 = c x2

146
 Similarly considering the second expression for p, the solution is

y
nl
p
y + y 2 − x2 = c

O
Combining these two, solution for the given equation is
 p   p 
y + y 2 − x2 − c y + y 2 − x2 − c x2 = 0

n
io
8.3 Higher Order Linear Differential Equation
Linear differential equation of higher order is defined in the same way first

at
order and first degree equation is defined. A linear differential is one in
which the dependent variable and its derivatives/differential coefficients of

ul
any order occur only in the first degree and are not multiplied together.
Therefore the general form linear differential equation of nth order is defined

rc
as
dn y
dx n
+ P 1
dn−1 y
dx n−1
+ P2
dn−2 y
dx n−2
+ P 3
dn−3 y
dx n−3
Ci
· · · · · · + Pn−1
dy
dx
+ Pn y = F (x)

where P1 , P2 , P3 · · · · · · , Pn are constants or functions of x.

e
at

8.3.1 Linear Differential Equation with Constant Coefficients

riv

The scheme for obtaining the solution is explained in two parts. First, the
right side of the equation is considered to be zero and then in the second part
the contribution of right side function to the solution is considered. Towards
-P

this to make the simplification easier second order equation in linear form
is considered. The procedure for second order can be extended for higher
IT

order differential equation.

Linear Second Order Equation with F (x) = 0

-M

Consider second order linear differential equation with constants coefficients.

d2 y
RD

dy
a 2
+ b + cy = 0
dx dx
Since it is second order equation let y = y1 and y = y2 be the separate
integrals,independent solutions, of the equation. Hence these two functions
By

must satisfy the equation. Therefore

d2 y1 dy1 d2 y2 dy2
a 2
+ b + c y1 = 0 a 2
+ b + c y2 = 0 (10)
dx dx dx dx

147
 Now assume the general solution be of the form

y
nl
y = A y1 + B y2

Substitute the general form into the given equation

O
d2 d
a (A y1 + B y2 ) + b (A y1 + B y2 ) + c (A y1 + B y2 ) = 0
dx2

n
dx

io
 2   2 
d y1 dy1 d y2 dy2
A a + b + c y1 + B a + b + c y2 = 0
dx2 dx dx2 dx

at
Using equation 10 it can be seen that the general form of solution satisfies the
given differential equation. This can be extended for differential equation of

ul
order n as

rc
y = c1 y1 + c2 y2 + c3 y3 + · · · · · · + cn yn

Ci
Now the solution to the differential equation can be considered. The differ-
ential equation can be written in terms of the differential operator,D
d dy
D = Hence = Dy
e
dx dx
at

It can be seen that product of factors involving differential operator will

represent the differential equation. Consider product two factors in terms
riv

of differential operator D.
d2 y dy
D2 − (α + β) D + α β y =
-P

(D − α) (D − β) y = 2
− (α + β) +αβy
dx dx
The second order differential equation can be written as
IT

a D2 + b D + c y = 0


-M

This can be written in factorized form as

(D − m1 ) (D − m2 ) y = 0
RD

Now consider
dy
(D − m1 ) y = 0 − m1 y = 0
dx
By

This is in the form of first order differential equation of the form

dy d h R i R
+ P y = Q Solution is y × e P dx = Q × e P dx
dx dx

148
 Using the above the solution is defined as

y
nl
d 
y × e− m1 x = 0

dx

O
y = C1 em1 x
Similarly from the second factor the solution is defined as

n
y = C2 em2 x

io
at
As explained earlier, the sum of the individual solutions will be the solution
for the given equation. Hence the solution to second order, linear differential
equation is

ul
y = C1 e−m1 x + C2 e−m2 x

rc
The procedure for the solution of second order, linear differential equation
is
Ci
1. The given equation is written in terms of differential operator as

a D2 + b D + c y = 0


e
at

The above equation written in second irder polynomial in m, by re-

placing D by m and equate it to zero.
riv

a m2 + b m + c = 0 This is known as Auxillary Equation

-P

2. The solution is defined based on the nature of roots. Let the roots be
real and different and consider m1 and m2 be the roots. The solution
IT

is defined as
y = C1 e−m1 x + C2 e−m2 x
-M

3. The solution for the case of real and equal roots m1 = m2 = m

y = (C1 + C2 x) em x
RD

4. If the roots are complex in nature, m1 ± m2 i, the solution is

y = em1 x (C1 cos m2 x + C2 sin m2 x)

By

5. The solution defined using any one of the forms under 2,3 and 4 is
known as Complementary Solution

149
 Linear Second Order Equation with F (x)

y
nl
Consider the general second order linear differential equation
d2 y dy

O
a 2
+ b + c y = F (x)
dx dx
It can be shown that the solution to this equation is defined in the form

n
y = U (x) + V (x)

io
where U (x) is that part of solution,Complementary Function, of the equa-

at
tion without F (x) and V (x) is that part of the solution,Particular Inte-
gral,due to F (x). Complementary Function will be defined in terms of

ul
arbitrary constants and Particular Integral will be without arbitrary con-
stants. The following procedure is to be followed depending upon the type

rc
of function F (x).
1. General Method. The particular integral defined as
Ci
1
P.I = F (x)
f (D)
e
f (D) can be expressed in factorized form as
at

1
P.I = F (x)
(D − m1 ) (D − m2 ) · · · (D − mn )
riv

The particular integral can be defined using any one of the following
procedure.
-P

(a) Consider the definition of particular integral for the last factor
(D − mn ). The particular integral is defined
IT

Z
1
F (x) = e mn x
F (x) e−mn x dx
(D − mn )
-M

The resulting expression is used for the next factor (D − mn−1 )

to modify the particular integral obtained in the previous step.
This is repeated till all the factors are considered, starting from
RD

last factor.
(b) The factorized form is expressed as a sum of n simple fractional
terms as shown here.
1 1
=
By

f (D) (D − m1 ) (D − m2 ) · · · (D − mn )
A1 A2 An
= + + ··· +
(D − m1 ) (D − m2 ) (D − mn )

150
 The particular integral is defined

y
nl
Z Z
−m1 x
P.I = A1 e m1 x
F (x) e dx + A2 e m2 x
F (x) e−m2 x dx +

O
Z
· · · · · · + An e mn x
F (x) e−mn x dx

n
2. F (x) = xm . The particular integral is defined as follows. Let f (D)

io
be the factorized form of differential equation.

at
1
P.I = xm
f (D)

ul
= [f (D)]−1 (xm )

rc
Expand [f (D)]−1 containing the terms involving D and the resulting
expression is operated upon xm . The expansion is defined such that
Ci
it will have term with various powers of D and the expansion is ter-
minated such that power of D is equal to that of x. The following
expression can be used in defining the particular integral.
e
(1 − x)−1 = 1 + x + x2 + x3 + · · · · · ·
at

(1 + x)−1 = 1 − x + x2 − x3 + · · · · · ·
riv

(1 − x)−2 = 1 + 2 x + 3 x2 + 4 x3 + · · · · · ·
(1 + x)−2 = 1 − 2 x + 3 x2 − 4 x3 + · · · · · ·
-P

3. F (x) = emx . The particular integral is defined as follows. Let f (D)

be the factorized form of differential equation.
IT

1
P.I = emx
f (D)
-M

1
= emx f (m) 6= 0
f (m)
RD

For the case f (m) = 0. Let one of the factors of f (D) be (D − m).
The factorized form of f (D) is written as

f (D) = (D − m) f1 (D)
By

151
 The particular integral is defined as

y
1 1 1

nl
emx = emx
f (D) (D − m) f1 (D)

O
1 1
= emx Using procedure under serial number 3
(D − m) f1 (m)
Z
1
emx e−mx emx dx Using (a) of serial number 1

n
=
f1 (m)

io
1
= emx x
f1 (m)

at
In case factor is repeating p times, then the particular integral is de-
fined as

ul
1 1 1
emx = emx

rc
f (D) (D − m)p f1 (D)
1 xp mx
= Ci e
f1 (m) p!

4. F (x) = sin αx or F (x) = cos αx. The particular integral is defined

e
as follows. Let f (D) be the factorized form such that it is expressed
in term of D2 . Hence the particular integral becomes
at

1 1
sin αx = sin αx
riv

2
f (D ) f (−α2 )
1 1
cos αx provided f −α2 6= 0


2
cos αx = 2
f (D ) f (−α )
-P

In case f −α2 = 0, the particular integral is defined as

IT

1 x cos αx
sin αx = −
f(D2 + α2 ) 2α
1 x sin αx
-M

cos αx =
f (D + α2 )
2 2α

5. F (x) = emx G (x). The particular integral is defined as

RD

1 1
emx G (x) = emx G (x)
f (D) f (D + m)

6. F (x) = [x G (x)]. The particular integral is defined as

By

f 0 (D)
 
1 1
[x G (x)] = x − [G (x)]
f (D) f (D) f (D)

152
 8.4 Problems

y
nl
P1-G2008-Q3

O
Which of the following is a linear ordinary differential equation?

d2 y dy d2 y dy
(a) + + 2 y2 = 0 (b) + y + 2y = 0

n
dx 2 dx dx 2 dx

io
 2
d2 y dy dy dy
(c) + x + 2y = 0 (d) + + 2y = 0
dx2 dx dx dx

at
Answer: (c)

ul
P2-G2008-Q26

rc
Ci d2 y dy
Which of the following is a solution of 2
+ 2 + y = 0?
dx dx
(a) e−x + x e−x (b) ex + x e−x
e
(c) ex + e−x (d) e−x + x ex
at

Answer: (a)
riv

P3-G2008-Q27
-P

Suppose the non-constant functions F (x) and G (t) satisfy

d2 F dG
+ p2 F = 0, + c2 p2 G = 0
IT

dx2 dt
where p and c are constants. Then the function u (x, t) = F (x) G (t)
-M

satisfies
∂2u 2
2 ∂ u ∂u 2
2 ∂ u
(a) = c (b) = c
∂t2 ∂x2 ∂t ∂x2
RD

∂2u
(c) ∇2 u = 0 (d) + c2 u2 = 0
∂t2
Answer: (b)
By

P4-G2009-Q5

153
 y
nl
d2 y
The ordinary differential equation +ky = 0 (where, k is real and positive)
dx2

O
(a) is non-linear

(b) has a characteristic equation with one real and one complex root

n
io
(c) has a characteristic equation with two real roots

at
(d) has a complementary function that is simple harmonic

ul
Answer: (d)

rc
P5-G2010-Q5
Ci
The linear second order partial differential equation

∂2Φ ∂2Φ ∂2Φ

5 + 3 + 2 + 9 = 0 is
e
∂x2 ∂x ∂y ∂y 2
at

(a) parabolic (b) hyperbolic (c) elliptic (d) None

of these
riv

The general for of second order equation is

-P

∂2u ∂2u ∂2u

A + B + C + f = 0
∂x2 ∂x ∂y ∂y 2
IT

The equations are classified as:

B2 − 4 A C < 0
-M

Elliptic Equation

B2 − 4 A C = 0 Parabolic Equation
RD

B2 − 4 A C > 0 Hyperbolic Equation

For the given equation B 2 − 4 A C < 0. Hence equation is elliptic.

Answer: (c)
By

P6-G2010-Q10

154
 The concentration x of a certain chemical species at time t in a chemical

y
reaction is described by the differential equation

nl
dx
+ k x = 0, with x (t = 0) = x0 .
dt

O
1
Given e is the base of the natural logarithms, the concentration x at t =
k

n
(a) falls to the value 0.5 x0 (b) rises to the value 2 x0

io
x0
(c) falls to the value (d) rises to the value e x0

at
e
Refer Section 8.1 Serial No. 5.

ul
R
k dt
xe = c

rc
kt
xe = c
x = c e−kt Using t = 0 x = x0
Ci
c = x0
1
x = x0 e−kt Substitute t =
k
e
x0
x =
at

e
Answer: (c)
riv

P7-G2011-Q33
-P

dy
The solution of = y 3 et t2 with initial condition y (0) = 1 is given by
IT

dt
s
1 t 9
(a) e (t + 3)2 (b) t 2
-M

9 5 + 2 e (t − 2 t + 2)
s
4 et 1
(c) (d)
(t + 2)2 t 2
5 − 2 e (t − 2 t + 2)
RD

Answer: (d)

P8-G2012-Q2
By

d2 y dy
The general solution of the differential equation 2
+ −2y = 0 is
dt dt

155
 (a) A e−1 + B e2 t (b) A e−2 t + B e− t

y
A e−2 t + B et (d) A et + B e2 t

nl
(c)
Answer: (c)

O
P9-G20012-Q13

n
io
dy √
The general solution of the differential equation − 2 y = 0 is
dx

at
√
(a) y − x + C = 0 (b) y − x + C = 0
√ √ √

ul
(c) y − x + C = 0 (d) y − x + C = 0
Answer: (d)

rc
P10-G2014-Q4 Ci
Given the boundary-value problem
e
 
d dy
x + k y = 0, 0 < x < 1, with y (0) = y (1) = 0.
at

dx dx

Then the solutions of the boundary-value problem for (k = 1) (given byy1 )

riv

and (k = 5) (given byy5 ) satisfy

Z 1 Z 1
dy1 dy5
-P

(a) y1 y5 dx = 0 (b) dx = 0
0 0 dx dx
IT

Z 1 Z 1  
dy1 dy5
(c) y1 y5 dx 6= 0 (d) y1 y5 + dx = 0
0 0 dx dx
-M

P11-G2014-Q29

Solution to the boundary-value problem

RD

d2 u
 
du
−9 + u = 5 x, 0 < x < 3 with u (0) = 0, = 0 is
dx2 dx x=3

15 e  − x x

(a) u (x) = e 3 − e3 + 5x
By

1 + e2
15 e  − x x

(b) u (x) = e 3 + e 3 + 5x
1 + e2

156
 15 sin x3 15 sin x3



5 3

y
(c) − + 5x (d) − − x
cos (1) cos (1) 54

nl
The given equation can be written as

O
d2 u u 5
2
− = − x
dx 9 9

n
The axillary equation to define the complementary function is

io
1 1 x x
m2 − = 0 m = ± Complementary Function is C1 e− 3 + C2 e 3
9 3

at
The particular integral is defined as follows:

ul
5
x
9

rc
u = −
1
D2 −
9 Ci
5x
=
1 − 9 D2

−1
u = 1 − 9 D2 (5 x) = 5 x
e
at

The complete solution is

x x
u = C1 e− 3 + C2 e 3 + 5 x
riv

Two equations involving the arbitrary constants are formed using the given
-P

conditions.
u (0) = 0 C1 + C2 = 0
du
IT

At x = 3 = 0 C1 − C2 e2 = 15 e
dx
The above two equations are solved to determine the arbitrary constants as
-M

15 e 15 e
C1 = C2 = −
1 + e2 1 + e2
RD

The solution for the given equation is

15 e  − x x

u = e 3 − e3 + 5x
1 + e2
By

Answer: (a)

P12-G2015-Q11

157
 y
nl
u2
 
∂
∂u 2
The partial differential equation + = 0 is

O
∂t ∂x
(A) linear and first order (B) linear and second order

n
(C) non-linear and first order (D) non-linear and second order

io
Answer: (C)

at
P13-G2015-Q26

ul
rc
d2 y dy
In the solution of − 2 + y = 0,
dx2 Ci dx
if the values of integration constants are identical and one of the initial con-
0
ditions is specified as y (0) = 1, the other initial condition y (0) = - - - - -
e
The solution to the given is defined by the complementary function and
at

the same is
riv

y = (C1 + C2 x) ex y (0) = 1 C1 = 1

Since the integration constants are same C1 = C2 = 1. Hence the solution

-P

is
0 0
y = (1 + x) ex y = (2 + x) ex y (0) = 2
IT

 0 
Answer: y (0) = 2
-M

P14-G2015-Q27

dy
For x > 0, the general solution of the differential equation = 1 − 2y
dx
RD

asymptotically approaches - - - - - -

Using variable separable, the given equation is written as

dy 1
By

= dx − log (1 − 2 y) = x + C
1 − 2y 2

158
 The above expression defining the solution is simplified as

y
nl
log (1 − 2 y) = − 2 (x + C)
1 − 2y = e− 2 (x + C)

O
 
1 1
y = 1 − 2 (x + C)
2 e

n
As the value of x increases, x > 0 , second term inside the bracket will

io
1
tend to zero. Hence the value of y tends to .
2

at
 
1
Answer: y =
2

ul
P15-G2016-Q18

rc
∂u Ci ∂2u
The partial differential equation = α , where α is a positive constant,is
∂t ∂x2
(A) circular. (B) elliptic
e
(C) hyperbolic (D) parabolic
at

Answer: (D)
riv

P16-G2016-Q35
-P

Consider the second order linear ordinary differential equation

IT

d2 y dy
2
− 4 + 4 y = 0,
dx dx
-M

 
dy
with the boundary conditions y (0) = 1; = 1. The value of y at x = 1 is
dx x = 0
e2
RD

(A) 0 (B) 1 (C) e (D)

Answer: (A)
By

159
 9 Fourier Series

y
nl
Fourier series was developed by Jean-Baptiste Joseph Fourier (1768-1830),
French mathematician and physicist in 1807. It has been used to solve vari-

O
eties of engineering problems.It is one of the powerful methods considered to
solve ordinary and partial differential equations. Fourier series is basically
an infinite series similar to Taylor’s series expansion. While Taylor’s series is

n
applicable only for functions which are continuous and differentiable, Fourier

io
series is used not only for continuous functions but also for for functions that
are discontinuous in nature and differentiable and periodic functions.

at
9.1 Basic Definitions

ul
1. Periodic Function. A function f (x) is said to be periodic, if for

rc
some positive number T, f (x + T ) = f (x) The positive number T
is known as period. Examples of periodic functions are

Trignometric functions
Ci
cos x sin x sec x cosecx are periodicic functions with period 2π

Trignometric functions tan x cot x are periodicic functions with period π

e
at

• The smallest positive period of f (x) is known as primitive or

fundamental period.
riv

• If the period of the function f (x) is T, then n T is also period of

the function.
-P

f (x + n T ) = f (x) n 6= 0

• If two functions f (x) and g (x) have their period as T, then

IT

a f (x) + b g (x) also has its period as T a and b are constants

-M

• If T is the period of function f (x), then period of the function

T
f (n x) with n 6= 0, is .
RD

n
• The period of sum of several periodic functions is the least com-
mon multiple of the periods of the functions considered.
• For any positive value of T, a constant function is periodic.
By

2. Fourier Series. The periodic function related to many engineering

problems will be complex in nature. This complex periodic functions

160
 can be represented as a combination of several simple harmonic func-

y
tions. Consider a periodic function f (x) possessing period 2 π in the

nl
interval θ and θ + 2 π. This periodic function can be expressed in a
trigonometric series of the form

O
∞
a0 X
f (x) = + (an cos nx + bn sin nx) (11)
2

n
n=1

io
where an and bn are the constants of the trigonometric series. The
constants of equation 11 can be determined using the following sim-

at
plifications. Integrate equation 11 in the specified interval

ul
∞
!
Z θ+2π Z θ+2π Z θ+2π
a0 X
f (x) dx = dx + an cos nx + bn sin nx dx
θ θ 2 θ

rc
n=1

The above integral expression is simplified using the following:

Z θ+2π
cos nx dx =
Ci
Z θ+2π
sin nx dx = 0
θ θ
e
Z θ+2π Z θ+2π
a0 1
at

f (x) dx = 2π a0 = f (x) dx
θ 2 π θ
riv

Multiply both sides of equation 11 with cos m x and integrate in the

specified interval
-P

∞
!
Z θ+2π Z θ+2π Z θ+2π
a0 X
f (x) cos mxdx = cos mxdx + an cos nx cos mxdx dx
θ θ 2 θ n=1
IT

∞
!
Z θ+2π X
+ bn sin nx cos mx dx
-M

θ n=1

For m 6= n, the values of the integrals in the second and third term
on the right side of the expression become
RD

Z θ+2π Z θ+2π
cos nx cos mxdx = sin nx cos mxdx = 0
θ θ

For m = n
By

Z θ+2π Z θ+2π
cos nx cos mxdx = cos2 nx dx = π
θ θ

161
 Z θ+2π

y
sin nx cos nxdx = 0
θ

nl
Using the values of the above integrals, the expression for constant an
is

O
Z θ+2π
1
an = f (x) cos nx dx n = 1, 2, 3 · · ·
π θ

n
Multiply both sides of equation 11 with sin m x and integrate in the

io
specified interval
∞
!

at
Z θ+2π Z θ+2π Z θ+2π
a0 X
f (x) sin mxdx = sin mxdx + an cos nx sin mxdx dx
θ θ 2 θ n=1

ul
∞
!
Z θ+2π X
+ bn sin nx sin mx dx

rc
θ n=1
Ci
For m 6= n, the values of the integrals in the second and third term
on the right side of the expression become zero.For m = n
Z θ+2π Z θ+2π
e
sin nx sin mxdx = sin2 nx dx = π
at

θ θ
Z θ+2π
riv

sin nx cos nxdx = 0

θ
Using the values of the above integrals, the expression for constant bn
-P

is Z θ+2π
1
bn = f (x) sin nx dx n = 1, 2, 3 · · ·
π θ
IT

The above expressions for the constants in the Fourier series are known
Euler’s formulae. If the interval is 2 π, the constants in The Fourier
-M

series can be obtained in any interval of 2 π. The expressions for the

arbitrary constants will be written as
RD

Z 2π
1
a0 = f (x) dx
π 0
Z 2π
1
an = f (x) cos nx dx
π 0
By

Z 2π
1
bn = f (x) sin nx dx
π 0

162
 3. Dirichlet Conditions.The conditions for a function to expand it in

y
Fourier series are known as Dirichlet Conditions. Consider s function

nl
f (x) with period 2 π Let it be piecewise continuous and bounded in
the specified interval. The conditions required for expansion of f (x)

O
in Fourier series are:
• f (x) has finite number of extrema, minima and maxima, in the

n
interval 2 π. At the points of continuity the Fourier series of f (x)

io
converges to f (x).
• At the point of discontinuity , Fourier series of f (x) converges

at
to arithmatic mean left side and right side limits of f (x) at the
point of discontinuity.

ul
Subject to this conditions Fourier series of f (x) converges to f (x) at
the points where the function is continuous. At the point of discon-

rc
tinuity the series converges to the average of the left limit and right
limit of the function f (x). Ci
4. The evaluation of constants in the Fourier series will be simplified for
certain type of functions.
e
• A function said to be even function if f (−x) = f (x) and if
at

f (−x) = − f (x) then the given function is an odd function.

Z a Z a
riv

For even function f (x) dx = 2 f (x) dx

−a 0
Z a
For odd function f (x) dx = 0
-P

−a
• Sum of two even functions is an even function.
IT

• Sum of two odd functions is an odd function.

• Product two even functions or two odd function is an even func-
-M

tion. The product of an even function and an odd function is an

odd function.
• Let f (x) be an even function. The constants in the Fourier series
RD

are expressed as:

Z π Z π
1 2
a0 = f (x) dx = f (x) dx
π −π π 0
Z π Z π
1 2
an = f (x) cos nx dx = f (x) cos nx dx
By

π −π π 0
Z π
1
bn = f (x) sin nx dx = 0
π −π

163
 • Let f (x) be an odd function. The constants in the Fourier series

y
are expressed as:

nl
Z π
1
a0 = f (x) dx = 0

O
π −π
Z π
1
an = f (x) cos nx dx = 0
π −π

n
Z π Z π
1 2

io
bn = f (x) sin nx dx = f (x) sin nx dx
π −π π 0

at
5. Leibnitz’s Rule.

ul
Z
000
u v dx = u v1 − u0 v2 + u00 v3 − u v4 + · · ·

rc
d2 u
Z Z
du
0 00
where u = v1 = v dx u = v2 = v1 dx
dx Ci dx2
d3 u d4 u
Z Z
000 0000
u = v3 = v2 dx u = v4 = v3 dx · · ·
dx3 dx4
e
6.
at

eax
Z
eax cos bx dx = (a cos bx + b sin bx)
riv

a2 + b2
eax
Z
eax sin bx dx = (a sin bx − b cos bx)
a2 + b2
-P

ea x
Z Z
ax b
eax sin bx dx
IT

e cos bx dx = cos b x + Using By-parts formula

a a
ea x b ea x
 Z 
b ax
= cos b x + sin b x − e cos bx dx
-M

a a a a
a2 + b2 ea x
Z
eax cos bx dx = (a cos b x + b sin b x)
a2 a2
RD

ea x
Z
eax cos bx dx = (a cos b x + b sin b x)
a2 + b2
Similarly it can be shown that
By

eax
Z
eax sin bx dx = 2 (a sin bx − b cos bx)
a + b2

164
 9.2 Fourier Series of Function with Arbitrary Period

y
nl
The procedure for generating Fourier series of function with period 2 π in
the interval θ < x < (θ + 2 π). The given function may be a periodic

O
function with arbitrary period 2T in the interval t < x < (t + 2 T ). To
define the Fourier series for the function with arbitrary period, the following
substitution and related simplification is used to convert the function with

n
arbitrary period to that with period of 2 π.

io
x z T z πx
= x = z =
2T 2π π T

at
πt
x = t z = = θ

ul
T
πt
x = t + 2T z = + 2π= θ + 2π

rc
T
As the variable x varies t < x < (t + 2 T ) the new variable varies
Ci
θ < x < (θ + 2 π). The given function becomes
 
T z
f (x) = f = F (z)
e
π
at

The expressions for constants in the Fourier series sre :

riv

Z θ+2π
1
a0 = F (z) dz
π θ
-P

Z θ+2π
1
an = F (z) cos nz dz
π θ
Z θ+2π
IT

1
bn = F (z) sin nz dz
π θ
-M

The expressions for the constants in the Fourier series can be expressed in
terms of x. First consider the expression for a0 .
θ+2π
RD

Z
1
a0 = F (z) dz
π θ
 
T z T z
Using x = f (x) = f = F (z)
π π
By

πx π
z = dz = dx
T T

165
 Also using the substitution it is known that as x varies from t to t + 2T ,

y
z varies from θ to θ + 2 π. Using the above simplifications, the expression

nl
for the constant a0 is simplified as

O
Z θ+2π
1
a0 = F (z) dz
π θ
Z t+2T
1 π

n
a0 = f (x) dx
π t T

io
Z t+2T
1
a0 = f (x) dx

at
T t
The same way the simplification for an is carried out as shown here.

ul
Z θ+2π
1
an = F (z) cos nz dz

rc
π θ
Z t+2T
1 Ci n π x π
an = f (x) cos dx
π t T T
Z t+2T
1 n π x
an = f (x) cos dx
e
T t T
at

Similarly the expression for bn is defined as

riv

Z t+2T
1 n π x
an = f (x) sin dx
T t T
-P

9.3 Fourier Series - Half Range Expansion

The procedure for Fourier series expansion in the interval θ to θ + 2 π or
IT

t to t + 2 T was considered. In actual applications Fourier series can be

defined for a non-periodic function in the interval 0 to π or 0 to T (half of the
-M

interval). Such expansions are known as half range expansion or half range
Fourier series. It is possible to have the half range expansion containing
only cosine terms and this is referred as half range Fourier cosine series or
RD

even periodic expansion. Similarly if the expansion containes sine terms it

is known as half range Fourier sine series or odd periodic expansion.

9.4 Examples
By

E-1

Find the Fourier series expansion of ex in the range 0 to 2 π.

166
 y
nl
Z 2π
1
a0 = f (x) dx

O
π 0
Z 2π
1
= ex dx
π 0

n
1 x 2π e2 π − 1

io
= [e ]0 =
π π

at
Z 2π
1
an = f (x) cos nx dx

ul
π 0
Z 2π
1
ex cos nx dx

rc
=
π 0
Z 2π
Let In =
0
ex cos nx dx CiUsing By-parts formula
Z 2π
= [ex cos n x]20 π + n ex sin nx dx
e
 0
at

Z 2π 
2π

x 2π x
= e − 1 + n (e sin n x)0 − n e cos nx dx
0
riv

e2 π − 1 − n2 In


In =
e2 π − 1
In =
n2 + 1
-P

1 e2 π − 1
 
an =
π n2 + 1
IT
-M
RD
By

167
 Z 2π
1

y
bn = f (x) sin nx dx
π 0

nl
Z 2π
1
= ex sin nx dx
π 0

O
Z 2π
Let In = ex sin nx dx Using By-parts formula
0

n
Z 2π
= [ex sin n x]20 π − n ex cos nx dx

io
0
 Z 2π 

at
x 2π x
= − n (e cos n x)0 + n e sin nx dx
0
− n e2 π − 1 − n2 In


In =

ul
(
)
n e2 π − 1
In = −

rc
(n2 + 1)
(
)
n e2 π − 1 Ci
bn = −
π (n2 + 1)
e
The Fourier series for the given function is
at

∞
a0 X
ex = + (an cos nx + bn sin nx)
2
riv

n=1
∞
"  (
) #
e2 π − 1 1 e2 π − 1 n e2 π − 1
X 
= + cos n x − sin n x
2π π n2 + 1 π (n2 + 1)
-P

n=1
∞ ∞
" #
e 2 π − 1 1 X cos n x X n sin n x
ex = + + −
IT

π 2 n2 + 1 n2 + 1
n=1 n=1

E-2
-M

Find the Fourier series expansion of ex in the range − π to π.

RD
By

168
 y
Z π

nl
1
a0 = f (x) dx
π −π

O
Z π
1
= ex dx
π −π
1 xπ eπ − e− π

n
= [e ]− π =
π π

io
2 sinh π
a0 =
π

at
Z π
1

ul
an = f (x) cos nx dx
π −π
Z π

rc
1
= ex cos nx dx
π −π

=
1


π 1 + n2
ex
Ci
(cos n x + n sin n x)
π

−π
Using S.No.6 of Section 9.1

1
eπ cos n π − e− π cos n π


e
= 2
π (n + 1)
at

cos n π
eπ − e− π


= 2
π (n + 1)
riv

(− 1)n 2 sinh π
an =
π (n2 + 1)
-P

Z π
1
bn = f (x) sin nx dx
IT

π −π
Z π
1
= ex sin nx dx
π −π
-M

π
ex

1
= (sin n x − n cos n x) Using S.No.6 of Section 9.1
π 1 + n2 −π
RD

1
− n eπ cos n π + n e− π cos n π


= 2
π (n + 1)
n cos n π π −π


= − e − e
π (n2 + 1)
(− 1)n + 1 2 n sinh π
By

bn =
π (n2 + 1)

169
 The Fourier series for the given function is

y
nl
∞
x a0 X
e = + (an cos nx + bn sin nx)
2

O
n=1
∞ ∞
sinh π 2 sinh π X (−1)n cos nx 2 sinh π X n (−1)n+1 sin nx
= + +
π π n2 + 1 π n2 + 1

n
n=1 n=1
∞
" ( )#
sinh π (−1)n cos nx n (−1)n + 1 sin nx

io
X
ex = 1 + 2 +
π n2 + 1 n2 + 1
n=1

at
E-3

ul
rc
If f (x) = −c for − π < x 0
= c Ci
for 0 < x π

obtain the Fourier series of f (x). Hence deduce that

e
1 1 1 π
1 − + − + ······ =
at

3 5 7 4
Since the given function is an odd function, a0 = 0 and an = 0. The
riv

Fourier series constant bn is determined as shown in the following.

Z π
1
-P

bn = f (x) sin nx dx
π −π
Z π
2
= f (x) sin nx dx
IT

π 0
Z π
2
= c sin nx dx
-M

π 0
2c
= − [cos n x]π0
nπ
2c 2c
RD

= − [cos n π − 1] = − [(− 1)n − 1]

nπ nπ
4c
bn = If n is odd
nπ
bn = 0 If n is even
By

170
 The Fourier series for the given function is

y
nl
∞
a0 X
f (x) = + (an cos nx + bn sin nx)
2

O
n=1
 
4 c sin x sin 3 x sin 5 x π
= + + + ··· Using at x = 2 f (x) = c
π 1 3 5

n
 
4c 1 1 1 1
c = − + − + ···

io
π 1 3 5 7
π 1 1 1
1 − − + ···

at
= +
4 3 5 7
π
Only for x = the series defined in the statement of problem is obtained.

ul
2

E-4

rc
Find the Fourier series of f (x) = x
Ci in − π < x < π
The given function is an odd function. Hencea0 = 0 and an = 0 for
e
n > 0. The constant bn is determined as given below.
at

Z π
2
bn = f (x) sin nx dx
π 0
riv

Z π
2
= x sin nx dx Using By-parts formula
π 0
-P

sin nx π
 
2 x cos nx
= − +
π n n2 0
IT

2
= − (π cos n π)
nπ
2 (− 1)n 2 (− 1)n + 1
-M

= − =
n n
Hence the Fourier series for the given function is
RD

∞
X (− 1)n + 1 sin n x
x = 2
n
n=1
 
sin x sin 2 x sin 3 x
x = 2 − + − ······
By

1 2 3

171
 9.5 Problems

y
nl
P-1-G2011-Q2

O
Which of the following function is periodic?

(a) f (x) = x2 (b) f (x) = log x

n
(c) f (x) = ex

io
(d) f (x) = constant

at
Refer Section 9.1, last point of S.No.1.

ul
Answer: (d)

rc
P-2-G2014-Q27

For the periodic function given by Ci

f (x) = −2 − π < x < 0
e
= 2 0 < x < π with f (x + 2 π) = f (x)
at

using Fourier series, the sum

riv

1 1 1
s = 1 − + − + ······ converges to
3 5 7
-P

π π π
(a) 1 (b) 3 (c) 4 (d) 5

Refer Example problem E-3.

IT

Answer: (c)
-M
RD

10 Laplace Transformation
Transformation is a process using which a given mathematical form can be
converted to another equivalent form which can be handled conveniently.
By

The simplest example is the application of logarithm. The use of logarithm

converts multiplication and division respectively to addition and subtrac-
tion. Consider the transformation of rectangle, edges of which are parallel

172
 to its reference coordinate axes, to an equivalent surface in another refer-

y
ence coordinate system. In the transformed shape, the edges may not be

nl
parallel to its coordinate axes and it is possible to have edges in the curved
form also. Another example is the transformation of differential equation

O
with variable coefficients to a differential equation with constant coefficients.
Hence transformation is used for simplification in obtaining the solution to
a problem.

n
io
French mathematician, Pierre Simon Marquis de Laplace (1749-1827), known
as Newton of France and teacher to Napoleon Bonaparte, developed a trans-

at
formation technique, later known as Laplace Transformation, and used
the same in theory of probability. Oliver Heaviside (1850-1925), British elec-

ul
trical engineer further developed Laplace transform technique and was used
widely by scientists and engineers to solve varieties of problems. Laplace

rc
transformation is considered to be one of the important tools used for solv-
ing linear ordinary or partial differential equations. Using Laplace transfor-
Ci
mation the given initial value problem defined by ordinary or partial differ-
ential equation is converted to a single or set of linear algebraic equations.
The transformation process include the use of initial or boundary conditions
e
specified for the problem. The solution to the transformed equation leads
at

to an expression defined in term of Laplace transformation variable. Then

by using inverse Laplace transformation the solution to original problem is
riv

determined. This is similar to use of logarithm. Suppose if the product

m × n is to be determined, first sum of logarithm of m and n is found. Then
anti-logarithm of the sum defines the product of m and n. One of the ad-
-P

vantages of Laplace transformation is the ease with which the discontinuous

function in the governing equation can be handled.
IT
-M

10.1 Definition
Consider a function f (t) be a function defined for all positive values of t,
RD

t ≥ 0. Laplace transform of the function is defined as

Z ∞
L [f (t)] = e− st f (t) dt = F (s)
0
By

L represents Laplace transformation, F (s) is the transformed function of

f (t) and s is the Laplace transformation variable. Laplace transformation
is defined if the integral exists. Laplace transformation exists if f (t) is

173
 piecewise continuous in every finite interval and is exponential order for

y
t ≥ 0.

nl
10.2 Laplace Transform Properties

O
1. Linear Property

n
If f1 (t) and f2 (t) are two functions and c1 and c2 are two constants

io
then

at
L [c1 f1 (t) ± c2 f2 (t)] = c1 L [f1 (t)] ± c2 L [f2 (t)] = c1 F1 (s) ± c2 F2 (s)

ul
2. Scale Property

rc
1 s
If L [f (t)] = F (s) then L [f (a t)] = F
Ci a a
Laplace transformation of some basic functions are defined here and this can
be easily obtained by using basic integral calculus.
e
1.
at

1
L f ea t =


s > a
s − a
riv

2.
1
L f e− a t =


s + a
-P

3.
a
L [sinh at] = s > |a|
IT

s2 − a2
4.
s
-M

L [cosh at] = s > |a|

s2 − a2
5.
a
RD

L [sin at] =
s2 + a2
6.
s
L [cos at] =
s2 + a2
By

7.
n!
L [tn ] = n = 0, 1, 2 · · · · · ·
sn + 1

174
 8. Shifting Theorem

y
nl
If L [f (t)] = F (s) then
(a)

O
L eat f (t) = F (s − a)
 

(b)

n
L e−at f (t) = F (s + a)
 

io
Based on this, Laplace transformation of some more functions are
defined.

at
9.
n!

ul
L eat tn =
 
(s − a)n + 1

rc
10.
n!
L e−at tn =
 

11.
Ci (s + a)n + 1

s ∓ a
L e± at cos bt =
 
e
(s ∓ a)2 + b2
at

12.
b
L e± at sin bt =
 
riv

(s ∓ a)2 + b2
13.
s ∓ a
-P

L e± at cosh bt =
 
(s ∓ a)2 − b2
IT

14.
b
L e± at sinh bt =
 
(s ∓ a)2 − b2
-M

15. Laplace Transform of Unit Step Function

The unit step function is defined as

RD

U (t − a) = 0 t<a
U (t − a) = 1 t≥ a
Laplace transform is
By

e−as
L [U (t − a)] =
s

175
 16. Second Shifting Theorem

y
nl
If L [f (t)] = F (s) , then L [f (t − a) U (t − a)] = e−as F (s)

O
where U (t − a) is Heaviside unit step function.

n
17. Another form of Second Shifting Theorem

io
If L [f (t)] = F (s) and

at
f (t) = 0, t < a
= f (t − a) 0, t ≥ a

ul
then

rc
L [f (t)] = e−as F (s)

18.
Ci
dn
If L [f (t)] = F (s) then L [tn f (t)] = (−1)n F (s)
dsn
e
at

19.
Z ∞
riv

 
1
If L [f (t)] = F (s) then L f (t) = F (s) provide the integral exists
t s
-P

20. If f (t) is continuous for t ≥ 0 and of exponential order k, then

Laplace transform of f 0 (t) exists for s > k is
IT

L f 0 (t) = s L [f (t)] − f (0) = s F (s) − f (0)

 

L f 00 (t) = s2 F (s) − s f (0) − f 0 (0)

 
-M

and in general
RD

L [f n (t)] = sn F (s) − sn−1 f (0) − sn−2 f 0 (0) − f n−1 (0)

21. Z t 
1
If L [f (t)] = F (s) then L f (t) dt = F (s)
By

0 s

176
 22. Laplace Transform of Periodic Function

y
nl
If f (t) is a periodic function with period T, then Laplace transform
of periodic function is

O
Z T
1
L [f (t)] = e−st f (t) dt
1 − e− s T 0

n
io
23. Initial Value Theorem

at
If L [f (t)] = F (s) , then lim f (t) = lim s F (s)
t→0 s→∞

ul
24. Final Value Theorem

rc
If L [f (t)] = F (s) , Ci
then lim f (t) = lim s F (s)
t→∞ s→0

10.3 Inverse Laplace Transforms

e
If the Laplace transform of f (t) is F (s), that is, L [f (t)] = F (s), then
at

f (t) is called inverse Laplace transform of F (s) and expressed as:

riv

L−1 [F (s)] = f (t)

In this expression L−1 is known as inverse Laplace transform operator.

-P

Linear Property
IT

If F1 (s) and F2 (s) are respectively Laplace transforms of two functions

f1 (t) and f2 (t) and c1 and c2 are two constants then
-M

L−1 [c1 F1 (s) ± c2 F2 (s)] = c1 L−1 [F1 (s)] ± c2 L−1 [F2 (s)]

Following is the list of inverse Laplace transforms of some basic functions.

RD

1.  
−1 1
L = eat
s − a
By

2.  
−1 1
L = e−at
s + a

177
 3.

y
 
−1 1
L = t e−at

nl
(s + a)2

O
4.
tn − 1
 
−1 1
L = e−at
(s + a)n (n − 1)!

n
5.

io
tn
 
1
L−1 =
sn+1 n!

at
6.  
a

ul
−1
L = sin at
s + a2
2

rc
7.  
−1 s
L Ci = cos at
s2 + a2

8.  
−1 1 1
(sin at − a t cos at)
e
L =
(s2 + a2 )2 2 a3
at

9.
s3
 
riv

−1 at
L = cos at − sin at
(s2 + a2 )2 2
-P

10.  
−1 s t sin at
L =
(s2 + a2 )2 2a
IT

11.
s2 − a2
 
−1
L = t cos at
-M

(s2 + a2 )2
12.  
a
RD

−1
L = sinh at
s − a2
2

13.  
−1 s
L = cosh at
s2 − a2
By

178
 14.

y
 
−1 s t sinh at
L =

nl
(s2 − a2 )2 2a

O
15.
s 2 + a2
 
−1
L = t cosh at
(s2 − a2 )2

n
16. Scale Property

io
 
−1 −1 1 t

at
If L [F (s)] = f (t) , then L [F (as)] = f
a a

ul
17. Method of Partial Fraction The inverse Laplace transform of ir-
rational function is determined employing method of partial fraction,

rc
used in the evaluation integral of irrational function. The given irra-
tional form is expressed as a sum of simple fractional terms. Then in-
Ci
verse Laplace transform is defined for each one of the fractional terms.

18. Inverse Laplace Transform of Type sn F (s)

e
d −1
at

L−1 [s F (s)] = L [F (s)]

dt
riv

provided F (s) vanishes for t = 0 and

d2 −1
L−1 s2 F (s) =
 
L [F (s)]
-P

dt2

F (s)
IT

19. Inverse Laplace Transform of Type

sn
  Z t Z t
F (s)
-M

−1 −1
L = L [F (s)] dt = f (t) dt
s 0 0
  Z t Z t  Z t Z t 
F (s)
RD

−1 −1
L = L [F (s)] dt dt = f (t) dt dt
s2 0 0 0 0

20. Inverse Laplace Transform of Type F 0 (s)

L−1 F 0 (s) = − t L−1 [F (s)] = − t f (t)

 
By

179
 21. Inverse Laplace Transform of Logarithmic and Inverse Trig-

y
nometric Functions The inverse Laplace transform of logarithmic

nl
and inverse trignometric functions are dtermined using the following
relations. Let F (s) be the function in the form of logaritm or inverse

O
trignometric function.
 
d 1 −1 d

n
L [t f (t)] = − [F (s)] f (t) = − L [F (s)]
ds t ds

io
d2
 2 
1 −1 d
L t2 f (t) =
 
[F (s)] f (t) = L [F (s)]

at
ds2 t2 ds2

ul
10.4 Solution of Differential Equation
The solution to ordinary differential equations can be obtained through the

rc
use of Laplace transform. First Laplace transform of the differential equation
is defined and the resulting expression will be in terms of Laplace transform
Ci
variable s. Next inverse Laplace transform is applied to define the solution
for the given differential equation. It will be seen that the initial or bound-
ary conditions specified for the given equation are taken care of during the
e
Laplace transform of the given equation. Also the solution defined com-
at

prise of both complementary function and particular integral, in the case of

differential equation of order more than one. Some example problems are
riv

provided in the following and solution by both methods, normal procedure

considered for the solution of differential equations and Laplace transform,
are described.
-P

E1
IT

dy
− y = ex
-M

Solve given y (0) = 1

dx
Normal Method
RD

1. Complementary Function-CF

Auxilary Equation is m − 1 = 0 m = 1 CF = C1 ex
By

180
 2. Particular Integral-PI

y
ex

nl
P.I. y = using shift formula
D − 1

O
1
= ex (1)
(D + 1 − 1)
= x ex

n
io
3. Final Solution
The solution is defined through the sum of PF and PI.

at
y = C1 ex + x ex using the initial condition x = 0 y = 1 C1 = 1

ul
Therefore final solution is

rc
y = ex (x + 1)

Laplace Transform
Ci
Let L [y (x)] = F (s)
e
1. Laplace Transform of the Given Equation
at

 
dy
− L (y) = L (ex )
riv

L
dx
Using the expression for Laplace transform of first derivative and that
-P

of ex , the above expression is written as

1
s F (s) − y (0) − F (s) =
IT

(s − 1)
This can be simplified further using the initial condition y (0) = 1 to
-M

define the Laplace transform of the given equation as:

s
F (s) =
(s − 1)2
RD

2. To apply further inverse Laplace transform, F (s) can be written in

the simpler form using the method of partial fraction.
By

s A B
F (s) = 2 = (s − 1) +
(s − 1) (s − 1)2
s = A (s − 1) + B

181
 The constants A and B are evaluated by forming two equations either

y
by equating coefficients of s and constants on both sides of the above

nl
expression. Also the constants can be determined by using two values
of s, s = 0 and s = 1. The values of A and B are equal to 1. Hence

O
the transformed expression can be written as
1 1
F (s) = +

n
(s − 1) (s − 1)2

io
3. Final Solution

at
The solution to the given equation is defined by applying the inverse
Laplace transform. The solution is

ul
   
−1 −1 1 −1 1
L [F (s)] = y = L + L
(s − 1) (s − 1)2

rc
y = ex + x ex
y =
Ci
ex (x + 1)

Note:
e
The process of Laplace transform include the use of initial condition and
at

without defining complementary function and particular integral separately

the solution to the governing equation is defined.
riv

E2
-P

d2 x
 
dx
Solve + x = 3 − 2 t2 given x (0) = 7 = 0
dt2 dt
IT

x=0
Normal Method
-M

1. Complementary Function-CF

Auxilary Equation is m2 + 1 = 0 m1 = + i m2 = −i
RD

CF = C1 cos t + C2 sin t

2. Particular Integral-PI

3 − 2 t2


By

P.I. x =
(D2 + 1)

−1
1 + D2 3 − 2 t2


=

182

−1
The binomial expansion is used to expand 1 + D2 up to the term

y
in which power of D is equal to the power of t.

nl
1 − D2 3 − 2 t2



x =

O
= 3 − 2 t2 + 4
x = 7 − 2 t2

n
3. Final Solution

io
The solution is defined through the sum of PF and PI.

at
x = C1 cos t + C2 sin t + 7 − 2 t2
The arbitrary constants are determined using the given conditions.

ul
t = 0 x = 7 C1 = 0

rc
dx
t = 0 = C2 cos t − 4 t = 0 C2 = 0
dt
Therefore final solution is
Ci
x = 7 − 2 t2
e
at

Laplace Transform
riv

Let L [x (t)] = F (s)

1. Laplace transform of the given equation is
-P

 
2 dx 3 2! 3 4
s F (s) − s x (0) − + F (s) = − 2 3 = − 3
dt x = 0 s s s s
IT

Using given conditions the Laplace transform of the differential equa-

tion is
-M

3 4
s2 F (s) − 7 s + F (s) = − 3
s s
7 s4 + 3 s2 − 4
F (s) =
RD

s3 (s2 + 1)

2. The method of partial fraction is employed to express the transformed

function as a sum of simple fractional terms.
7 s4 + 3 s2 − 4
By

A B C Ds + E
= + 2 + 3 +
s3 (s2 + 1) s s s s2 + 1
7 s4 + 3 s2 − 4 = A s2 s2 + 1 + Bs s2 + 1 + C s2 + 1 + (Ds + E) s3

183
 A set of equations involving arbitrary constants are formed by equat-

y
ing coefficients of s4 , s3 , s2 , s and the constants on both sides. The

nl
equations are solved to determine the arbitrary constants as A = 7 ,
B = D = E = 0 and C = − 4. The transformed expression can

O
be written as
7 4
F (s) = − 3
s s

n
3. Final Solution

io
The solution to the given equation is defined by applying the inverse
Laplace transform. The solution is

at
   
7 2
L−1 [F (s)] = x = L−1 − 2 L−1 3

ul
s s
x = 7 − 2 t2

rc
E3 Ci
d2 x
 
dx dx
Solve +4 + 3 x = 10 sin t given x (0) = 0 = 0
e
dt 2 dt dt x=0
at

Normal Method
riv

1. Complementary Function-CF

Auxilary Equation is m2 +4m+3 = 0 (m + 3) (m + 1) = 0 m1 = − 1 m2 = −3

-P

CF = C1 e−t + C2 e−3t
IT

2. Particular Integral-PI
10 sin t
P.I. x = D2 = −1
D2
-M

+ 4D +3
5 sin t
= multiply and divide by 2D − 1
1 + 2D
(2D − 1) 5 sin t
RD

= D2 = −1
(4D2 − 1)
x = − 2 cos t + sin t

3. Final Solution
By

The solution is defined through the sum of PF and PI.

x = C1 e−t + C2 e−3t − 2 cos t + sin t

184
 The arbitrary constants are determined using the given conditions.

y
nl
t = 0 x = 0 C1 + C2 = 2
dx
t = 0 = 0 C1 + 3 C2 = 1

O
dt
Solving the above two equations the values of the arbitrary constants

n
are:
5 1

io
C1 = C2 = −
2 2
Therefore final solution is

at
5 −t 1
x = e − e−3t − 2 cos t + sin t

ul
2 2

rc
Laplace Transform

Let L [x (t)] = F (s) Ci

1. Laplace transform of the given equation is
e
 
2 dx 10
s F (s) − s x (0) − +4 (s F (s) − x (0)) + 3 F (s) = 2
at

dt x = 0 s + 1
riv

Using given conditions the Laplace transform of the differential equa-

tion is
10
-P

F (s) s2 + 4 s + 3


=
s2 + 1
10
F (s) =
IT

(s + 1) (s + 3) (s2 + 1)

2. The method of partial fraction is employed to express the transformed

-M

function as a sum of simple fractional terms.

10 A B Cs + D
= + + 2
RD

(s + 1) (s + 3) (s2 + 1) s+1 s+3 s + 1

10 = A (s + 3) s2 + 1 + B (s + 1) s2 + 1 + (Cs + D) (s + 1) (s + 3 )



By

A set of equations involving arbitrary constants are formed by equating

coefficients of s3 , s2 , s and the constants on both sides. The equations

185
 5 1

y
are solved to determine the arbitrary constants as A = ,B = − ,
2 2
C = 1 and D = − 2. The transformed expression can be written as

nl
   
5 1 1 1 −2s + 1

O
F (s) = − +
2 s + 1 2 s + 3 s2 + 1
   
5 1 1 1 s 1

n
F (s) = − − 2 2 + 2
2 s + 1 2 s + 3 s + 1 s + 1

io
3. Final Solution

at
The solution to the given equation is defined by applying the inverse
Laplace transform. The solution is

ul
L−1 [F (s)] = x

rc
       
5 −1 1 1 Ci 1 s 1
x = L − L−1 −1
− 2L 2
+ L −1
2
2 s + 1 2 s + 3 s + 1 s + 1

Hence the solution is

e
5 −t 1
at

x = e − e− 3 t − 2 cos t + sin t
2 2
riv

E4
-P

d2 x
 
dx dx
Solve +3 + 2 x = e−t sin 2t given x (0) = 0 = 1
dt2 dt dt x=0
IT

Normal Method

1. Complementary Function-CF
-M

Auxilary Equation is m2 +3m+2 = 0 (m + 1) (m + 2) = 0 m1 = − 1 m2 = −2

RD

CF = C1 e−t + C2 e−2t
By

186
 2. Particular Integral-PI

y
nl
e−t sin 2t
P.I. x = Using shift formula replace D by D − 1
D2 + 3 D + 2

O
1
= e−t 2
sin 2t substitute D2 = −4
(D + D)
1

n
= e−t sin 2t multiply and divide by (D + 4)
(−4 + D)

io
1
= e−t 2
(D + 4) sin 2t substitute D2 = −4 and simplify
(D − 16)

at
e−t e−t
x = − cos 2t − sin 2t
10 5

ul
3. Final Solution

rc
The solution is defined through the sum of PF and PI.

x = C1 e−t + C2 e−2t −
Ci e−t
10
cos 2t −
e−t
5
sin 2t

The arbitrary constants are determined using the given conditions.

e
at

1
t = 0 x = 0 C1 + C2 =
10
riv

dx 13
t = 0 = 1 C1 + 2 C2 = −
dt 10
-P

Solving the above two equations the values of the arbitrary constants
are:
3 7
C1 = C2 = −
IT

2 5
Therefore final solution is
-M

3 −t 7 e−t e−t
x = e − e−2t − cos 2t − sin 2t
2 5 10 5
RD

Laplace Transform

Let L [x (t)] = F (s)

1. Laplace transform of the given equation is

By

 
dx
2
+3 (s F (s) − x (0)) + 2 F (s) = L e−t sin 2t
 
s F (s) − s x (0) −
dt x = 0

187
 Using given conditions the above expression can be written as:

y
nl
F (s) s2 + 3 s + 2 = 1 + L e−t sin 2t

 

O
Laplace transform of second term on the right side can be defined
using shift theorem as shown in the following.

n
L e−t sin 2t
 
= L [sin 2t]s→(s + 1)

io
 
2
=
s2 + 22 s→(s + 1)

at
2
=
s2 + 2 s + 5

ul
Hence Laplace transform of the differential equation is

rc
s2 + 2 s + 7
F (s) = Ci
(s + 1) (s + 2) (s2 + 2 s + 5)

2. The method of partial fraction is employed to express the transformed

e
function as a sum of simple fractional terms.
at

s2 + 2 s + 7 A B Cs + D
= + + 2
(s + 1) (s + 2) (s2 + 2 s + 5) s+1 s+2 s + 2s + 5
riv

s2 + 2 s + 7 = A (s + 2) s2 + 2 s + 5 + B (s + 1) s2 + 2 s + 5 + (Cs + D) (s +



-P

A set of equations involving arbitrary constants are formed by equating

coefficients of s3 , s2 , s and the constants on both sides. The equations
IT

thus obtained are:

-M

A + B + C = 0 coefficients of s3
4A + 3B + 3C + D = 1 coefficients of s2
9A + 7B + 2C + 3D = 2 coefficients of s
RD

10 A + 5 B + 2 D = 7 constants

The equations are solved to determine the arbitrary constants as A =

3 7 1 1
, B = − , C = − and D = − . The transformed
By

2 5 10 2

188
 expression can be written as

y
nl
s 1
3

1

7

1
 − −
F (s) = − + 10 2
s2

O
2 s + 1 5 s + 2 + 2s +5
     
3 1 7 1 1 s + 5
= − −
2 s + 1 5 s + 2 10 s2 + 2 s + 5

n
     
3 1 7 1 1 (s + 1) + 4
= − −

io
2 s + 1 5 s + 2 10 s2 + 2 s + 5
       
3 1 7 1 1 s + 1 1 2

at
F (s) = − − −
2 s + 1 5 s + 2 10 (s + 1)2 + 22 5 (s + 1)2 + 22

ul
3. Final Solution
The solution to the given equation is defined by applying the inverse

rc
Laplace transform. The solution is
Ci
L−1 [F (s)] = x

   
3 −1 1 7 −1 1
e
x = L − L
2 s + 1 5 s + 2
at

   
1 −1 s + 1 1 −1 2
− L − L
(s + 1)2 + 22 (s + 1)2 + 22
riv

10 5

The inverse Laplace transform of third and fourth terms can be defined
using shifting theorem. Hence the solution is
-P

3 −t 7 e−t e−t
x = e − e− 2 t − cos 2t − sin 2t
IT

2 5 10 5

E5
-M

Solve the following simultaneous first order differential equations.

dx dy
RD

+ y = sin t + x = cos t
dt dt
The initial conditions are

for t = 0 x = 2 y = 0
By

Normal Method

189
 The given equation are simplified such that one of the dependent variables

y
is eliminated. Consider elimination of y between the two equations. Differ-

nl
entiate the first equation with respect to t

O
d2 x dy
2
+ = cos t
dt dt

n
dy
Substitute for , using second equation,
dt

io
d2 x

at
− x = 0
dt2

ul
Complementary function will be the solution for x and hence the solution
for x is

rc
x = C1 e−t + C2 et t = 0 x = 2 C1 + C2 = 2

From first of the given equations

Ci
dx dx
= sin t − y t = 0 y = 0 Hence = 0
e
dt dt
at

dx
= − C1 e−t + C2 et − C1 + C2 = 0
dt
riv

Solving these two equations, the values for arbitrary constants are C1 =
C2 = 1. Hence solution for x is
-P

x = e−t + et
IT

Substitute for x in the first of the given equations the solution for y can be
defined as
y = e−t − et + sin t
-M

Also the same solution is obtained by substituting for x in the second equa-
tion. The second equation is written as
RD

dy
= cos t − e−t − et integrating y = sin t + e−t − et + C
dt
The arbitrary constant C is determined using the condition y (0) = 0.
By

Hence C = 0. Therefore the solution for y is

y = sin t + e−t − et

190
 Laplace Transform

y
nl
The Laplace transform of the two equations will result in two simultaneous
equations involving two functions, one for x and the other for y, in terms

O
of Laplace variable s. These two equations are solved for the two unknown
functions. The inverse Laplace transform these two functions will define the
solution for x and y. Let F (s) be the Laplace transform of x and G (s) be

n
the Laplace transform of y.

io
1. The Laplace transform first equation is

at
1 2 s2 + 3
s F (s) − x (0) + G (s) = x (0) = 2 s F (s) + G (s) =
s2 + 1 s2 + 1

ul
Laplace transform of second equations is

rc
s s
F (s) + s G (s) − y (0) = 2 y (0) = 0 F (s) + s G (s) =
s + 1 s2 + 1
Ci
Eliminate G (s) between the two equations and the expression for F (s)
is
2 s3 + 2 s 2s
e
F (s) = 2 2
= 2
(s + 1) (s − 1) s − 1
at

Substitute for F (s) in one of the equations involving F (s) and G (s),
the expression for F (G) is defined as
riv

− s2 − 3
G (s) =
(s2 + 1) (s2 − 1)
-P

Using method of partial fractions the above expression can be written

as
IT

− s2 − 3 As + B Cs + D
= +
(s2 + 1) (s2 − 1) s2 − 1 s2 + 1
-M

− s2 − 3 (As + B) s + 1 + (Cs + D) s2 − 1
2



=

A set of equations involving arbitrary constants are formed by equating

RD

coefficients of s3 , s2 , s and the constants on both sides. The equations

thus obtained are:

A + C = 0 coefficients of s3
B + D = −1 coefficients of s2
By

A − C = 0 coefficients of s
B − D = −3 constants

191
 The equations are solved to determine the arbitrary constants as A =

y
0 , B = − 2, C = 0 and D = 1. The transformed expression can

nl
be written as

O
 
1 1
G (s) = − 2 + 2
s2 − 1 s + 1

n
2. Final Solution

io
The solution to the given equation is defined by applying the inverse
Laplace transform. The solution is the sum of inverse Laplace trans-

at
forms of F (s) and G (s).

L−1 [F (s)] = x

ul
rc
 
−1 2s
x = L
Ci s2 − 1
 
−1 s
= 2L
s2 − 1
= 2 cosh
 t t −t 
e
e + e
at

= 2
2
t −t
riv

x = e + e

L−1 [G (s)] = y
-P

   
IT

−1 2 −1 1
y = L − + L − 2
s2 − 1 s + 1
   
1 1
-M

= − 2 L−1 2 + L−1 − 2
s − 1 s + 1
= − 2 sinh t + sin t
e − e−t
 t 
RD

= −2 + sin t
2
y = − et + e−t + sin t

The solutions for the given equations are:

By

x = e−t + et y = e−t − et + sin t

192
 10.5 Problems

y
nl
P1-G2007-Q80 and Q81

O
Q80

n
(s + 10)
Let F (s) =
(s + 2) (s + 20)

io
The partial fraction expression of F (s) is

at
1 1 5 2
(a) + (b) +
(s + 2) (s + 20) (s + 2) (s + 20)

ul
4 5
2 20 9 9

rc
(c) + (d) +
(s + 2) (s + 20) (s + 2) (s + 20)
The given expression can be written as sum of two simple fractional terms.
Ci
(s + 10) A B
= +
(s + 2) (s + 20) (s + 2) (s + 20)
e
(s + 10) A (s + 20) + B (s + 2)
=
at

(s + 2) (s + 20) (s + 2) (s + 20)
(s + 10) = A (s + 20) + B (s + 2)
riv

Equating coefficient of s 1 = A + B
Equating constants 10 = 20 A + 2 B
-P

4 5
Solving for A nad B, A = and B = . Hence the given expression is
9 9
written as
IT

4 5
(s + 10) 9 9
= +
(s + 2) (s + 20) (s + 2) (s + 20)
-M

Answer: (d)
RD

Q81

The inverse Laplace transform of F (s) is

4 −2 t 5
(a) 2 e−2 t + 20 e−20 t (b) e + e−20 t
By

9 9
9 −2 t 9
(c) 5 e−2 t + 2 e−20 t (d) e + e−20 t
4 5

193
 Refer Serial No.2 of Section 10.2.

y
nl
Answer: (b)

O
P2-G2008-Q30

Let Y (s) denotes the Laplace transform L [y (t)] of the function

n
io
y (t) = cosh (at) sin (at) .

at
Then  
dy dY
(a) L = , L [ty (t)] = s Y (s)
dt ds

ul
 
dy dY
(b) L = s Y (s) , L [ty (t)] = −

rc
dt ds
 
dy dY Ci
(c) L = , L [ty (t)] = Y (s − 1)
dt ds
 
dy
(b) L = s Y (s) , L [ty (t)] = eas Y (s)
e
dt
at

 
dy
L = s Y (s) − y (0) Using S.No. 20 of 10.2
dt
riv

y (0) = cosh (0) sin (0) = 0

Therefore
-P

 
dy
L = s Y (s)
dt
IT

dY
L [ty (t)] = − Using S.No. 18 of 10.2
ds
Answer: (b)
-M

P3-G2010-Q33
RD

Given the Laplace transform of

2s
y (t) = e−t (2 cos 2t − sin 2t) is Y (s) =
(s + 1)2 + 4
By

the Laplace transform of

y (t) = et (2 cos 2t − sin 2t) is

194
 2 (s − 2) 2 (s + 2)

y
(a) (b)
(s − 1)2 + 4 (s + 3)2 + 4

nl
2 (s + 2) 2 (s − 1)
(c) (d)
(s + 1)2 + 4 (s − 1)2 + 4

O
Refer Serial Nos. 11 and 12 of Section 10.2.

n
Answer: (a)

io
P4-G2012-Q12

at
If U (t) is a unit step function, the solution of the differential equation

ul
d2 x
m + k x = u (t) in Laplace domain is

rc
dt2
1 Ci 1
(a) (b)
s (m s2 + k) (m s2 + k)
s 1
(c) (d)
e
(m s2 + k) s2 (m s2 + k)
at

Use Serial Nos. 15 and 20.

riv

The unit step function is U (t − a) For the problem given a = 0

Also zero initial condition is assumed while applying the definition under
-P

Serial No.20.

Answer: (a)
IT

P5-G2013-Q27
-M

Given the Laplace transform,

1
RD

L eat then L 3 e5t sinh 5t

= is equal to
s − a
3s 15
(a) (b)
s2 − 10 s s2 − 10 s
By

3s 15
(a) (b)
s2 + 10 s s2 + 10 s

195
 Using Serial No. 14 of 10.2. Another way of defining the required Laplace

y
transform is as follows:

nl
e − e−5t
  5t 
 5t  5t
3 L e sinh 5t = 3L e

O
2
3  10t
− e0

= L e
2 

n

3 1 1
= − Using S.No. 1 of 10.2

io
2 s − 10 s − 0
15
=

at
2
s − 10 s
Answer: (b)

ul
P6-G2014-Q30

rc
The Laplace transform L [u (t)] = U (s) , for the solution u (t) of the prob-
Ci
lem
d2 u du du (0)
+2 + u = 1, t > 0 with initial conditions u (0) = 0, = 5
e
dt 2 dt dt
at

is given by
6 5s + 1
(a) (b)
riv

(s + 1)2 s (s + 1)2
1 − 5s 5 s2 + 1
(c) (d)
s (s + 1)2 s (s + 1)2
-P

The Laplace transform of the given equation is (Using Serial No.20 of 10.2)
IT

0 1
s2 U (s) − s u (0) − u (0) + 2 s U (s) − u (0) + U (s) =
s
1
-M

U (s) s2 + 2 s + 1


= + 5 Using the initial conditions
s
5s + 1
U (s) =
s (s + 1)2
RD

Answer: (b)

AP1
By

1
The Laplace transform of a function f (t) is The function f (t) is
s2 (s + 1)

196
 (A) t − 1 + e− t (B) t + 1 + e− t

y
− 1 + e− t 2 t + et

nl
(C) (D)
The given expression can be written as sum of three simple fractional terms

O
1 A B C
= + 2 +
s2 (s + 1) s s (s + 1)

n
1 A s (s + 1) + B (s + 1) + C s2
=

io
s2 (s + 1) s2 (s + 1)
1 = A s (s + 1) + B (s + 1) + C s2

at
Equating coefficients of s2 0 = A + C

ul
Equating coefficients of s 0 = A + B
Equating constants 1 = B

rc
From the above equations the values of A, B and C are respectively - 1, 1
and 1.
2
1 1
= − + 2 +
1
Ci 1
s (s + 1) s s (s + 1)
e
The function f (t) is obtained by applying inverse Laplace transform of the
at

above expression.
 
1 1 1
riv

−1
f (t) = L − + 2 +
s s (s + 1)
     
−1 1 −1 1 −1 1
= L − + L + L
-P

s s2 (s + 1)
−t
f (t) = − 1 + t + e Using S.Nos. 1, 2 and 3 of 10.3
IT

Answer: (A)
-M

AP2
RD

1
The inverse Laplace transformation of is
(s2 + s)
(A) 1 + et (B) 1 − e− t (C) 1 − et (D) 1 + e− t
By

197
 The given expression can be written as sum of two simple fractional terms

y
nl
1 A B
= +
s2 + s s (s + 1)

O
1 A (s + 1) + Bs
2
=
s + s s (s + 1)
1 = A (s + 1) + Bs

n
Equating coefficients of s 0 = A + B

io
Equating constants 1 = A

at
From the above equations the values of A and B are determined as 1 and -
1 respectively. Hence the given expression written as

ul
1 1 1
= −

rc
s2 + s s (s + 1)
Ci
The required function of the given expression is obtained through inverse
Laplace transformation as shown here.
     
−1 1 −1 1 −1 1
− L
e
L = L
s2 + s s (s + 1)
at

−t
f (t) = 1 − e Using S.No. 2 of 10.2
riv

Answer: (B)

AP3
-P

If F (s) is theR Laplace transform of the function f (t), then Laplace trans-
IT

t
formation of 0 f (τ ) dτ is
-M

1 1
(A) F (s) (B) F (s) − f (0)
s s
Z
s F (s) − f (0)
RD

(C) (D) P (s) ds

Refer S.No. 21 of 10.2.

Answer: (A)
By

AP4

198
 A delayed unit step function is defined as u (t − a). Its Laplace transform

y
is

nl
e− a s ea s ea s
(A) a e− a s (B) (C) (D)
s s a

O
Refer S.No. 15 of 10.2.

n
Answer: (B)

io
AP5

at
Laplace transformation of sin ωt is

ul
s ω s ω
(A) 2 2
(B) (C) (D)
s + ω s + ω2
2 s2 − ω2 s2 − ω2

rc
Refer S.No. 5 of 10.2.

Answer: (B)
Ci
e
at

11 Numerical Methods
riv

This section covers the methods to solve linear and non-linear algebraic
equations and the methods for numerical differentiation and integration.
-P

11.1 Algebraic Equations

IT

An equation is expressed in general form as f (x) = 0. The equation of the

form
-M

f (x) = an xn + an − 1 xn − 1 + an − 2 xn − 2 + · · · + a1 x + a0 = 0
is known as algebraic equation of order n. If f (x) is defined in terms of other
RD

functions like trigonometric, logarithmic, exponential etc., then f (x) = 0 is

referred sa transcendental equation. The value of x which satisfies f (x) = 0
is considered as the root of the equation. The process of finding the roots
of the equation is defined as the solution of the equation. Various schemes
By

used for solving the above general equations are described in the following
and towards this some basic information on the general form of the equation
is provided.

199
 1. Equation of order n has n roots (real or imaginary). If the root is

y
imaginary, it will occur in complex conjugate form.

nl
2. If f (a) and f (b) are opposite in sign, then there is at least one root

O
for f (x) = 0 between a and b. This is known as intermediate value
property. Almost all the methods used to solve the given equation,
starts with initial approximation for the root of the equation. The

n
initial approximation considered may be either a or b.

io
3. The number of positive roots can not be more than the changes in the
sign of f (x) = 0. Similarly the number of negative roots will not

at
be more than the changes in sign of f (− x) = 0. This is known as
Descartes rule of sign.

ul
4. Consider the equation

rc
f (x) = an xn + an − 1 xn − 1 + an − 2 xn − 2 + · · · + a1 x + a0 = 0
Ci
Let α1 ,α2 · · · and αn be the roots of the equation. The relation
between the roots and the coefficients in the given equation are :
n
an − 1
e
X
Sum of the roots αi = −
an
at

i =1

Sum of product of the roots taken two at a time

riv

X an − 2
αi αj = i, j = 1, 2, 3, · · · , n i 6= j
an
-P

Sum of product of the roots taken three at a time

X an − 3
αi αj αk = − i, j, k = 1, 2, 3, · · · , n i 6= j 6= k
an
IT

Similarly the expression for the other cases are defined and finally the
expression for the product of the roots is
-M

a0
α1 α2 α3 · · · · · · αn = (− 1)n
an
RD

5. Let the roots of the equation f (x) = 0 be defined. The equation,

whose roots are opposite in sign to that for the given equation, is
f (− x) = 0.
6. Let the roots of the equation f (x) = 0 be defined. The equation,
By

 
1
whose roots are reciprocals of that for the given equation, is f =
x
0.

200
 11.1.1 Graphical Method

y
nl
This method gives approximate value for the root of the given equation.
There are two approaches considered under this method. Consider the given

O
equation as f (x) = 0. Consider y = f (x). Assuming different values
for x corresponding values of y are determined. Plot a curve by drawing
smooth curve passing through these points. The abscissa of the point where

n
the curve meets the x-axis is an approximate value for the root of the equa-

io
tion.

at
In the second approah the given function f (x) may split into two func-
tion and written as f1 (x) = f2 (x). Let y = f1 (x) and y = f2 (x). Select

ul
suitable scale and draw the curves representing the two functions f1 (x) and
f2 (x). The abscissa of the point of intersection of the two curves defines the

rc
approximate value for the root of the given equation.

11.1.2 Bisection Method Ci

This is based on intermediate value property and this method is repeated
application of the same. The procedure for the method is described as
e
follows:
at

1. For the given equation identify a and b as the values of x such that
riv

the function f (x) changes its sign from positive to negative or other
way. Let f (a) be negative and f (b) be positive.
-P

2. The first approximation to the root is

1
x1 = (a + b)
IT

3. Assume f (x1 ) be positive and therefore the root lies between a and
-M

x1 . The second approximation for the root is defined as

1
x2 = (a + x1 )
RD

11.1.3 Method False Position or Regula-falsi Method

1. Let x = a and x = b be the values such that f (a) and f (b)
By

are opposite in sign. The graph of y = f (x) is shown in the figure

along with the points A [a, f (a)] and B [b, f (b)]. The root lies between
x = a and x = b. Also f (a) f (b) < 0.

201
 2. Equation to the chord joining A and B is

y
nl
f (a) − f (b)
y − f (b) = (x − b)
a − b

O
Consider x0 = b corresponding to f (b) < 0 and x = a as a fixed
point

n
3. The chord AB intersects the x-axis and let abscissa of this point of

io
intersection be x1 . The value for x1 is obtained by making y = 0 in
the equation to chord AB. This can be taken as the next approximation

at
for the root and the expression for the same is:

ul
f (x0 )
x1 = x0 − (a − x0 )
f (a) − f (x0 )

rc
4. The next approximation for the root is obtained by replacing x0 by x1
Ci
and this is repeated till the desired accuracy for the root is obtained.
The expression for any approximation is defined in terms of previous
approximation and the same is
e
f (xn )
at

xn + 1 = xn − (a − xn )
f (a) − f (xn )
riv

5. Let x = a and x = b be the values such that f (a) < 0 and

f (b) > 0 as shown in the figure. In such case x0 = a and x = b as
fixed point. The expression for successive approximation is
-P

f (xn )
xn + 1 = xn − (b − xn )
IT

f (b) − f (xn )

11.1.4 Secant Method

-M

This is similar to the method of false position. Consider x0 and x1 be

the initial limits for f (x). The equation to the chord joining two points
RD

corresponding to x0 and x1 is

f (x1 ) − f (x0 )
y − f (x1 ) = (x − x1 )
x1 − x0
By

The abscissa of the point of intersection of the line with the x-axis is
x1 − x0
x2 = x1 − f (x1 )
f (x1 ) − f (x0 )

202
 This is the first approximation to the root and the expression for successive

y
approximation can be defined as

nl
xn − xn − 1
xn + 1 = xn − f (xn ) n ≥ 1

O
f (xn ) − f (xn − 1 )

The drawback of this method is that it fails, when f (xn ) = f (xn − 1 ) and

n
also it does not converges necessarily. The method of false position always
converges. But the rate of convergence of secant method is faster than method

io
of false position

at
11.1.5 Iteration Method

ul
Let the equation be defined as f (x) = 0.

rc
1. The given equation is written in the form x = f1 (x).

Ci
2. Let x0 be the initial approximation for the root of the equation. The
first approximation of the root is defined as x1 = f1 (x0 ).

3. The second approximation for the root is defined as x2 = f1 (x1 ).

e
at

4. Proceeding this way the successive approximation for the root is de-
fined as xn = f1 (xn − 1 ).
riv

11.1.6 Newton-Raphson Method

The scheme defined under Newton-Raphson method is based on Taylor’s
-P

series. Let x0 be the initial approximation for the root of the given equation
f (x) = 0 and h be the correction to the initial approximation. Taylor’s
IT

series expansion in the neighborhood of x0 is

h2 00 h3 000
-M

f (x0 + h) = f (x0 ) + h f 0 (x0 ) + f (x0 ) + f (x0 ) + · · ·

2! 3!
Assuming the correction, h, given for x0 is such that f (x0 + h) = 0 and
RD

omitting higher terms of h in the Taylor’s series expansion

f (x0 + h) = f (x0 ) + h f 0 (x0 ) = 0

The value of h,correction to be given for x0 is

By

f (x0 )
h = −
f 0 (x0 )

203
 This correction is approximate in nature as higher terms of h in Taylor’s

y
series are omitted. Using this the first approximation for the root is defined

nl
as
f (x0 )
x1 = x0 + h = x0 − 0

O
f (x0 )
Using the first approximation, the second approximation for the root is

n
written as
f (x1 )
x2 = x1 − 0

io
f (x1 )
The expression for at any stage is defined as

at
f (xn )
xn + 1 = xn −

ul
f 0 (xn )

rc
12 Numerical Differentiation
Ci
Numerical differentiation is applied when the function y = f (x) is not given
and instead of specifying the function, a set of values of y corresponding to
independent variable x are given in the interval [a, b] . In order to obtain the
e
value for the derivative first a suitable interpolation function representing the
at

given data is defined. Then the differential of the interpolation polynomial

will define the derivative for any specified value of x. The derivative may be
riv

defined based on, forward difference scheme or backward difference scheme

or central difference scheme.
-P

1. Derivative by Forward Difference Scheme The forward interpola-

tion polynomial for n + 1 values of x, (x = x0 + n h, in n intervals)
is
IT

n (n − 1) 2 n (n − 1) (n − 2) 3
y = y0 + n ∆y0 + ∆ y0 + ∆ y0 + · · ·
2! 3!
-M

dy dy dn x − x0
Now = where n =
RD

dx dn dx h
dy 1 dy
=
dx h dn
" #
3 n2 − 6 n + 2


dy 1 (2 n − 1) 2
By

3
= ∆y0 + ∆ y0 + ∆ y0 + · · ·
dx h 2! 3!

204
 The second derivative is defined as shown here.

y
d2 y
     
d dy d dy dn 1 d dy

nl
= = =
dx2 dx dx dn dx dx h dn dx

O
" #
6 n2 − 18 n + 11


1 2 3 4
= ∆ y0 + (n − 1) ∆ y0 + ∆ y0 + · · ·
h2 12

n
Third derivative expression is

io
d3 y
 
1 3 (2 n − 3) 4
= ∆ y0 + ∆ y 0 · · ·

at
dx3 h3 2
The three derivative expressions can be simplified for the case of deriva-

ul
tive at x = x0 by substituting n = 0. The three derivative expres-
sions are:

rc
∆ 2 y0 ∆ 3 y0 ∆ 4 y0
 
dy 1
= ∆y0 − + − ···
dx
d2 y
=
h
1

Ci
2

∆2 y0 − ∆3 y0 +
3
11 4
4

∆ y0 · · ·


dx 2 h 2 12
e
d3 y
 
1 3 3 4
= ∆ y0 − ∆ y0 · · ·
at

dx3 h3 2
The expressions for derivative at x = x0 can also be obtained using
riv

the relation between difference operator (∆), shift operator E and the
differential operator D.
-P

1 + ∆ = = E = ehD
hD = log (1 + ∆)
IT

∆2 ∆3 ∆4
= ∆ − + − ···
2 3 4
-M

∆2 ∆3 ∆4
 
1
D = ∆ − + − ···
h 2 3 4
The first derivative expression is
RD

 
dy
= D yo
dx x = x0
∆2 ∆3 ∆4
 
1
= ∆ − + − · · · y0
By

h 2 3 4
 
1 1 2 1 3 1 4
= ∆y0 − ∆ y0 + ∆ y0 − ∆ y0 + · · ·
h 2 3 4

205
 The second derivative expression is

y
nl
 2 
d y
= D 2 yo
dx2 x = x0

O
2
∆2 ∆3 ∆4

1
= ∆ − + − · · · y0
h2 2 3 4

n
 
1 2 3 11 4
= ∆ − ∆ + ∆ + · · · y0

io
h2 12
 
1 2 3 11 4
= ∆ y0 − ∆ y0 + ∆ y0 + · · ·

at
h2 12

ul
The expression for third derivative is
 3 
d y

rc
= D3 yo
dx3 x = x0

=
1
h3

∆ −
Ci ∆2
2
+
∆3
3
−
∆4
4
3
· · · y0
 
1 3 3 4
= ∆ − ∆ + · · · y0
e
h3 2
at

 
1 3 3 4
= ∆ y0 − ∆ y0 + · · ·
h2 2
riv

2. Derivative by Backward Difference Scheme Similar to definition

of derivative using forward scheme, backward difference scheme can be
-P

used to define the derivatives. The backward interpolation polynomial

for n + 1 values of x, (x = xn − n h, in n intervals) is
IT

n (n + 1) 2 n (n + 1) (n + 2) 3
y = yn + n ∇yn + ∇ yn + ∇ yn + · · ·
2! 3!
-M

The expressions for first,second and third order derivatives for any
value of x are:
RD

" #
3 n2 + 6 n + 2


dy 1 (2 n + 1) 2
= ∇yn + ∇ yn + ∇ 3 yn + · · ·
dx h 2! 3!
" #
2 + 18 n + 11


d2 y 1 6 n
= ∇2 yn + (n + 1) ∇3 yn + ∇ 4 yn + · · ·
By

dx2 h2 12
d3 y
 
1 3 (2 n + 3) 4
= ∇ yn + ∇ yn + · · ·
dx3 h3 2

206
 The above three expressions can be simplified for derivatives at x =

y
xn (n = 0).

nl
 
dy 1 1 2 1 3
= ∇yn + ∇ yn + ∇ yn + · · ·

O
dx h 2 3
2
 
d y 1 2 3 11 4
= ∇ yn + ∇ yn + ∇ yn + · · ·
dx2 h2

n
12
d3 y
 
1 3

io
3
= 3
∇3 yn + ∇4 yn + · · ·
dx h 2

at
13 Numerical Integration

ul
There are various methods available, method of substitution, integration-by-

rc
parts formula, method of partial fraction, reduction formula etc., to evaluate
integral of the form
Z b
Ci
f (x) dx
a
The method become difficult or not possible due to the complex nature of
e
the function inside the integral and also it may not be possible to define
at

function. Also a set of values of x and y alone will be available. In such

situation numerical integration is considered to arrive at the value of the
riv

integral. The numerical integration when applied to a function with one

variable is referred as quadrature. There are four integration schemes de-
scribed here and the expression for each scheme is derived from the Newton’s
-P

forward interpolation polynomial. The given set of data are represented by

function defined through interpolation polynomial and based on the nature
IT

of approximation different numerical integration schemes are established.

Let the interval [a, b] of integral given above be divided into n equal divi-
sions each of width h and there will be n + 1 values of x and y. These values
-M

are x0 = a, x1 = a + h , x = x0 + 2 h · · · xn = x0 + n h = b and
the corresponding values of y be y0 , y1 , y2 , · · · , yn . Consider the following
RD
By

207
 simplification of the given integral as shown here.

y
nl
Z b
I = f (x) dx Let x = x0 + p h dx = h dp
a

O
Z x0 + n h
= f (x) dx
x0

n
Z n
= h f (x0 + p h) dp Using Newton’s interpolation formula this can be written as

io
0
Z n 
p (p − 1) 2 p (p − 1) (p − 2) 3
= h y0 + p ∆y0 + ∆ y0 + ∆ y0 + · · · dp

at
0 2! 3!
" #n
p2 p2 (2 p − 3) 2 p2 (p − 2)2 3

ul
= h p y0 + ∆y0 + ∆ y0 + ∆ y0 + · · ·
2 12 24
# 0

rc
"
2
n n (2 n − 3) 2 n (n − 2)
= n h y0 + ∆y0 + ∆ y0 + ∆3 y0 + · · ·
2 12 24
Ci
This expression in general form representing the value of the given integral
is known as Newton-Cote’s formula. This general expression of quadrature
e
can be simplified for various cases corresponding to n = 1, 2, 3 · · · .
at

13.1 Trapezoidal Rule

riv

The expression for this scheme is obtained by considering n = 1. Therefore

there will bw two points (x0 , y0 ) and (x1 , y1 ). Hence the variation of the
-P

function is in linear form and therefore the interpolation polynomial will be

order 1. The second order term and all other remaining terms in Newton-
Cote’s formula will be zero. Hence the value of the integral for this interval
IT

can be defined as
Z x1  
1
-M

I1 = f (x) dx = h y0 + ∆y0
x0 2
 
1
= h y0 + (y1 − y0 )
RD

2
h
I1 = (y0 + y1 )
2
Similarly the values of the integrals for other intervals can be defined as
By

Z x2
h
I2 = f (x) dx = (y1 + y2 )
x1 2

208
 Z x3
h

y
I3 = f (x) dx =(y2 + y3 )
x2 2

nl
····································

O
····································
Z xn − 1
h
In − 1 = f (x) dx = (yn− 2 + yn − 1 )
xn − 2 2

n
Z xn
h

io
In = f (x) dx = (yn− 1 + yn )
xn − 1 2

at
The value of the given integral is defined as the sum of all the above integrals.
b n

ul
Z X
I = f (x) dx = Ii
a i=1

rc
h
I = [(y0 + yn ) + 2 (y1 + y2 + y3 + · · · · · · + yn−1 )]
2 Ci
The expression towards the value of the integral of the function f (x) can be
interpreted as the sum of the product of the function value and weight at the
e
point of divisions. The weights for the first and last points are same and it
h
at

is and for all intermediate points the weight is h.

2
riv

The Trapezoidal rule expression also can be derived in another way. Con-
sider the range of integration a → b is divided into n divisions of equal width
h. There will be (n + 1) points of divisions and correspondingly (n + 1)
-P

values of x and y. It is assumed that the function varies linearly between two
successive points and hence each division is in the shape of trapezium. The
IT

integral value for the division is the area under the assumed linear variation.
Hence the areas of n divisions are written directly as
-M

h h h
I1 = (y0 + y1 ) I2 = (y1 + y2 ) I3 = (y2 + y3 )
2 2 2
h h
RD

······ In − 1 = (yn − 2 + yn − 1 ) In = (yn − 1 + yn )

2 2
The sum of the all the above values leads to Trapezoidal rule expression.

The Trapezoidal rule expression can be obtained using the following simpli-
By

fication. This is based on the basic interpretation of integral of a function.

The integral value represents the area enclosed between the curve defined by
the function and x-axis. In Trapezoidal rule it is assumed that the function

209
 has linear variation between two consecutive points. Therefore the value of

y
the integral for the first division is the area under the cuve defined by linear

nl
variation. Assume the function representing linear variation is of the form
y = a0 + a1 x. Hence the value of the integral for the first division is

O
obtained as follows:
Z x1 Z x1
I1 = f (x) dx = (a0 + a1 x) dx

n
x0 x0
 2 x1

io

x
= a0 x + a1
2 x0

at
h a1 i
= h a0 + (x0 + x1 )
2

ul
The values of a0 and a1 can be obtained by forming two equations using the
two points co-ordinates, (x0 , y0 ) and (x1 , y1 ).

rc
y0 = a0 + a1 x0
Ci
y1 = a0 + a1 x1
Solving the above equations the arbitrary constants are:
x1 y0 − x0 y1 y1 − y0
e
a0 = a1 =
h h
at

The value of the integral for first division is simplified as

riv

h a1 i
I1 = h a0 + (x0 + x1 )
 2   
x1 y0 − x0 y1 x0 + x1 y1 − y0
-P

= h +
h 2 h
h
I1 = (y0 + y1 )
IT

2
Similarly the expressions for the values of the integrals of other divisions
can be written to define the value of the given integral.
-M

13.1.1 Error in Trapezoidal Rule

RD

The order of error in the integral value from Trapezoidal rule is determined
by considering difference between actual area defined using Taylor’s series
expansion and that determined by Trapezoidal rule. The error in the esti-
mation of area of the first segment in the interval [a, b] is determined. The
By

actual value of the area is determined by employing Taylor’s series.

Z x1 Z x1 Z x1
A0 = f (x) dx = y dx = y (x0 + h) dx
x0 x0 x0

210
 Consider the expansion of the Taylor’s series about x = x0 and the integral

y
can be written as

nl
Z x1 " #
0 (x − x0 )2 00 (x − x0 )3 000 (x − x0 )4 0000
A0 = y0 + (x − x0 ) y0 + y0 + y 0+ y 0 + ···

O
x0 2! 3! 4!

h2 0 h3 00 h4 000 h5 0000
A0 = h y0 + y0 + y0 + y0 + y + ······

n
2! 3! 4! 5! 0

io
The area of the segment determined from Trapezoidal rule is
h

at
A1 = (yo + y1 )
2

ul
Since y1 corresponds to x = x0 + h, it can be expressed in terms of y0
and its derivatives using Taylors series. Hence area A1 is written as

rc
h2 00 h3 000 h4 0000 h5 00000
 
h 0
A1 = y0 + y0 + h y0 + y + y + y + y + ···
2 2! 0 3! 0
Ci 4! 0 5! 0
h2 0 h3 00 h4 000 h5 0000 h6 00000
A1 = h y0 + y0 + y0 + y0 + y0 + y + ···
2 4 12 48 240 0
e
The error in the determination of first segment area is E1 and the same is
at

obtained as
h3 00 h4 000 h5 0000
riv

E1 = A0 − A1 = − y0 − y0 − y − ······
12 24 80 0
The first term on the right side of the expression is the source of major
-P

contribution to the error and other terms can be neglected. Hence the error
for the first segment is
h3 00
IT

E1 = − y
12 0
Similar way the error for the segment is defined as
-M

h3 00
E2 = − y
12 1
RD

Therefore total error in the evaluation of the integral is

n
X h3  00 00 00 00

E = Ei = − y0 + y1 + y2 + · · · · · · + yn − 1
12
i=1
By

This can be written as

h3 00 00 00 00 00
E = − ny where y is the largest of y0 , y1 , · · · , yn − 1
12

211
 h2 00

y
E = − (b − a) y where nh = b − a
12

nl
Hence the error in Trapezoidal rule is of the order h2 . In order to reduce
the error number of divisions/segments must be large. More the number of

O
divisions,width of the interval is smaller and hence error will be less.

n
13.2 Simpson’s one-third Rule

io
The expression for this scheme is obtained by simplifying the Newton-Cote’s
formula for n = 2. The order of approximation is second order interpolation

at
polynomial involving three points, two divisions. The points are (x0 , y0 ) ,
(x1 , y1 ) and (x2 , y2 ). The simplified form of Newton-Cote’s formula is

ul
Z x2  
1 2
I1 = f (x) dx = 2 h y0 + ∆y0 + ∆ y0

rc
x0 6
 
1

h
6
Ci
= 2 h y0 + (y1 − y0 ) + (y2 − 2 y1 + y0 )

I1 = (y0 + 4 y1 + y2 )
3
e
at

The expression for area of next segment involving points (x2 , y2 ) , (x3 , y3 )
and (x4 , y4 ) is
riv

Z x4
h
I2 = f (x) dx = (y2 + 4 y3 + y4 )
x2 3
-P

··········································
··········································
IT

Z x2n
h
In = f (x) dx = (y2 n − 2 + 4 y2 n − 1 + y2n )
x2n − 2 3
-M

The value of the given integral is the sum of all the above integrals.
Z b n
X
RD

I = f (x) dx = Ii
a i=1
Z b
h
I= f (x) dx = [(y0 + y2n ) + 4 (y1 + y3 + · · · + y2n − 1 ) + 2 (y2 + y4 + · · · + y2n − 2 )]
a 3
By

The expression for area of one segment involving three co-ordinates can be
obtained using the interpretation of integral of a function. In a segment

212
 there are three co-ordinates and hence it is assumed that the function has

y
second order variation. Assume the variation is expressed as

nl
y = a0 + a1 x + a2 x2

O
The value of the integral for first segment is
Z x2 Z x2

n
a0 + a1 x + a2 x2 dx


I1 = f (x) dx =
x x

io
 0  2 0  3 x2
x x
= a0 x + a1 + a2

at
2 3 x0
h a  a 
i
1 2
= a0 2 h + 2 h (x2 + x0 ) + 2 h x22 + x0 x2 + x20

ul
2 3
The above expression is simplified by considering x1 = x0 + h and

rc
x2 = x0 + 2 h and the expression for the value of the integral of the first
segment is
h
I1 = 2 h a0 + a1 (x0 + h) +
a 
3
2
Ci
3 x20 + 6 x0 h + 4 h2

i
(12)

The arbitrary constants can be determined using the co-ordinates of the

e
three points considered for the first segment, (x0 , y0 ) , (x1 , y1 ) and (x2 , y2 ).
at

Three equation formed are:

riv

y0 = a0 + a1 x0 + a2 x20

y1 = a0 + a1 x1 + a2 x21
-P

y2 = a0 + a1 x2 + a2 x22
These equations can be written in the matrix form.
IT

x0 x20
     
1 
 a0 
 
 y0 

   
-M

  
 
 
 

 2

 1 x1 x1  a1 = y1
     
  
 
 
 

   
1 x2 x2 2 
a2
 
y2

RD

Expression for the value of the determinant is

x1 x22 − x21 x2 − x0 x22 − x21 + x20 (x2 − x1 )

Det. Value =
= x1 x2 h − x0 h (x1 + x2 ) + x20 h
By

h (x0 + h) (x0 + 2 h) − x0 (2 x0 + 3 h) + x20

 
=
= 2 h3

213
 The arbitrary constants expressed as

y
2 − x2 x 2 − x2 x 2 x − x x2
  


  
−

nl

 a0 
 x 1 x 2 1 2 x 0 x 2 0 2 x 1 0 1 0 
 y0 


 
  
  

  1  − x2 − x2

2 − x2

2 − x2

  

O
a1 = 2 1 x 2 0 − x 1 0
 y
  1 

 
 2h3 

  

 
 
 

a2 (x2 − x1 ) − (x2 − x0 ) (x1 − x0 ) y2
   

n
   
h x1 x2 −2 h x0 x2 h x1 x0  y0

io
 

  
 

1  − h (x1 + x2 ) 2 h (x0 + x2 ) − h (x0 + x1 ) 
  
=   y1

at
2h3 
   


 

h −2h h y2
 

ul
The arbitrary constants are defined as:

rc
1
a0 = [h x1 x2 y0 − 2 h x0 x2 y1 + h x0 x1 y2 ]
2 h3 Ci
1
= [h (x0 + h) (x0 + 2 h) y0 − 2 h x0 (x0 + 2 h) y1 + h x0 (x0 + h) y2 ]
2 h3
1
y0 x20 + 3 x0 h + 2 h2 − 2 y1 x20 + 2 x0 h + y2 x20 + x0 h




a0 =
e
2 h2
at

1
a1 = [− y0 (2 x0 + 3 h) + 4 y1 (x0 + h) − y2 (2 x0 + h)]
2 h2
riv

1
a2 = (y0 − 2 y1 + y2 )
2 h2
1 
−y0 2x20 + 5x0 h + 3h2 + 4y1 x20 + 2x0 h + h2 − y2 2x20 + 3x0 h + h2




a1 (x0 + h) =
-P

2h 2
 2
3 x0 + 6 x0 h + 4 h2
a   
2 2 2

1
3 x0 + 6 x0 h + 4 h = (y0 − 2 y1 + y2 )
IT

3 2 h2 3
Substitute for a0 and the above two expressions in equation 12, the area of
the first segment between x0 and x2 is defined as
-M

Z x2
h
I1 = f (x) dx = (y0 + 4 y1 + y2 )
x0 3
RD

Similarly the area of other segments in the interval a → b can be defined

and thereby the value for the given integral is determined.

Note: Each segment considered in the interval has two divisions and hence
By

for n segments in the specified range of integration there will be 2n divisions.

Therefore to apply Simpson’s rule the number of divisions considered must
be even, multiples of 2.

214
 13.2.1 Error in Simpson’s one-third Rule

y
nl
The error determination for Simpson’s rule is similar to the procedure fol-
lowed for Trapezoidal rule. Here each segment consists two division and

O
hence for n segments there will be 2n + 1 values of x, x0 , x1 , x2 , · · · · · · , x2n − 1 , x2n ..
Consider the first segment defined with x0 , x1 andx2 . The actual area is de-
fined using Taylor’s series as shown here.

n
Z x2 " 2 3 4
#
(x − x ) (x − x ) (x − x )

io
0 0 0
A0 = y0 + (x − x0 ) y00 + y000 + y 000 0 + y 0000 0 + · · · dx
x0 2! 3! 4!

at
4 3 00
0 2 000 4 5 0000
A0 = 2 h y0 + 2 h2 y0 + h y 0 + h4 y 0 + h y0 + · · · · · ·
3 3 15

ul
The area for the first segment defined by Simpson’s one-third rule is

rc
h
A1 = (y0 + 4 y1 + y2 )
3
Ci
Now y1 corresponds to x1 = x0 + h. Therefore y1 = y (x0 + h) can be
defined using Taylor’s series as
h2 00 h3 000
 
e
0
4 y1 = 4 y0 + h y0 + y + y + ······
2! 0 3! 0
at

Similarly y2 corresponds to x2 = x0 + 2 h. Therefore y1 = y (x0 + 2 h)

riv

can be defined using Taylor’s series as

0 4 h2 00 8 h3 000
y2 = y0 + 2 h y0 + y0 + y + ······
3! 0
-P

2!
Substitute the above two expressions in A1
IT

 
h 0 2 00 3 000 5 4 000 3 5 0000
A1 = 6 y0 + 6 h y0 + 4 h y0 + 2 h y0 + h y0 + h y0 + · · ·
3 6 10
-M

4 3 00
0 2 000 5 5 000 1 6 0000
A1 = 2 h y0 + 2 h2 y0 + h y0 + h4 y0 + h y0 + h y0 + · · ·
3 3 18 10
The error in the determination of first segment area is E1 and the same is
RD

obtained as
h5 0000
E1 = A0 − A1 = − y ······
90 0
The first term on the right side of the expression is the source of major
contribution to the error and other terms can be neglected. Hence the error
By

for the first segment is

h5 0000
E1 = − y
90 0

215
 Similar way the error for the segment is defined as

y
nl
h5 0000
E2 = − y
90 2

O
Therefore total error in the evaluation of the integral is
n
h5  0000 0000 0000 0000


n
X
E = Ei = − y0 + y2 + y4 + · · · · · · + y2 n − 2
90

io
i=1

This can be written as

at
h5 0000 0000 0000 0000 0000
E = − ny where y is the largest of y0 , y2 , · · · , y2 n − 2
90

ul
h4 0000
E = − (b − a) y where 2 n h = b − a

rc
180
Hence the error in Simpson’s one-third rule is of the order h4 . Compared
Ci
to Trapezoidal rule the error in Simpson’s rule is less for the same number
divisions considered.
e
13.3 Simpson’s three-eighth Rule
at

The expression for this scheme is obtained by simplifying the Newton-Cote’s

riv

formula for n = 3. The order of approximation is third order interpolation

polynomial involving four points, three divisions. The points are (x0 , y0 ) ,
(x1 , y1 ) , (x2 , y2 ) and (x3 , y3 ). The terms involving order of difference more
-P

than three will vanish and hence the simplified form of Newton-Cote’s for-
mula is
IT

Z x3  
3 3 2 1 3
I1 = f (x) dx = 3 h y0 + ∆y0 + ∆ y0 + ∆ y0
x0 2 4 8
-M

 
3 3 1
= 3 h y0 + (y1 − y0 ) + (y2 − 2 y1 + y0 ) + (y3 − 3 y2 + 3 y1 − y0 )
2 4 8
3h
I1 = (y0 + 3 y1 + 3 y2 + y3 )
RD

8
The expression for area of next segment involving points (x3 , y3 ) , (x4 , y4 ) ,
(x5 , y5 ) and (x6 , y6 ) is
Z x6
3h
By

I2 = f (x) dx = (y3 + 3 y4 + 3 y5 + y6 )
x3 8
················································

216
 ················································

y
Z x3n
3h

nl
In = f (x) dx = (y3 n − 3 + 3 y3 n − 2 + 3 y3 n − 1 + y3n )
x3n − 3 8

O
The value of the given integral is the sum of all the above integrals.
Z b n
X
I = f (x) dx = Ii

n
a i=1

io
3h
I= [(y0 + y3n ) + 3 (y1 + y2 + y4 + y5 · · · + y3n−2 + y3n − 1 ) + 2 (y3 + y6 + · · · + y3n − 3 )]

at
8
Note: Each segment considered in the interval has three divisions and hence

ul
for n segments in the specified range of integration there will be 3n divisions.
The number of divisions considered must be multiples of 3.

rc
13.4 Problems Ci
P1-G2007-Q65

The Newton-Raphson iteration formula to find a cube root of a positive

e
number c is
at

√ √
2 x3k + 3 c 2 x3k − 3 c
riv

(a) xk+1 = (b) xk+1 =

3 x2k − 3 x2k

2 x3k + c x3k + c
-P

(c) xk+1 = (d)

3 x2k 3 x2k
Let x be the cube root of c. Hence it can be written as
IT

1
x = c3
-M

x3 = c
f (x) = x3 − c = 0
RD

The derivative of the expression is

0
f (x) = 3 x2
By

217
 The relation between two consecutive approximation for the cube root can

y
be written as

nl
f (xk )
xk + 1 = xk −

O
f 0 (xk )
x3 − c
xk + 1 = xk − k 2
3 xk

n
2 x3k + c

io
xk + 1 =
3 x2k

at
Answer: (c)

ul
P2-G2007-Q61

rc
R1
Numerical value of the integral I = 0 1 +1 x2 dx, if evaluated numerically
using the trapezoidal rule with dx = 0.2 would beCi
π
(a) 1 (b) (c) 0.7837 (d) 0.2536
4
e
x 0 0.2 0.4 0.6 0.8 1.0
at

y 1 0.9615 0.8621 0.7353 0.6098 0.5000

The value of the integral using Trapezoidal rule is determined as follows.
riv

Z 1
1 h
2
dx = (y1 + y6 ) + h (y2 + y3 + y4 + y5 )
1 + x 2
-P

0
= 0.1 × 1.5 + 0.2 (3.1687)
Z 1
1
IT

2
dx = 0.78374
0 1 + x

Answer: (c)
-M

P3-G2007-Q5
RD

The Euler iteration formula for numerically integrating a first order non-
linear differential equation of the form ẋ = f (x), with a constant step size
of ∆t is
(a) xk + 1 = xk − ∆t × f (xk )
By

(∆t)2
(b) xk + 1 = xk + × f (xk )
2

218
  
1

y
(c) xk + 1 = xk − × f (xk )
∆t

nl
(d) xk + 1 = xk + ∆t × f (xk )

O
Answer: (d)

The following
R b two questions relate to Simpson’s rule for approximating the

n
integral a f (x) dx on the interval[a, b].

io
P4-G2008-Q76

at
Which of the following gives the correct formula for Simpson’s rule?

ul
  
(b − a) a + b
(a) f (b) + f
2 2

rc
  
(b − a) f (a) + f (b) a + b
(b) + f
Ci
2 2 2
  
(b − a) f (a) + f (b) 4 a + b
(c) + f
2 3 3 2
e
  
(b − a) f (a) + f (b) 4 a + b
at

(d) + f
2 3 3 3
Answer: (c)
riv

P5-G2008-Q77
-P

The percentageR of error (with respect to the exact solution) in estimation

1
of the integral 0 x3 dx using Simpson’s rule is
IT

(a) 5.3 (b) 3.5 (c) 2.8 (d) zero

-M

Answer: (d)
RD

P6-G2009-Q50

The correct iterative scheme for finding the square root of a positive real
number R using the Newton-Raphson method is
By

√
 
1 R
(a) xn + 1 = R (b) xn + 1 = xn +
2 xn

219
 1 √ √ 1 √ 

y
(c) xn + 1 = ( xn + xn + 1 ) (d) xn + 1 = R + xn
2 2

nl
Let x be the square root of R. Hence it can be written as
1
x = R2

O
x2 = R
f (x) = x2 − R = 0

n
The derivative of the expression is

io
0
f (x) = 2 x

at
The relation between two consecutive approximation for the square root can
be written as

ul
f (xn )
xn + 1 = xn − 0
f (xn )

rc
x2 − R
xn + 1 = xn − n Ci
2 xn
2
xn + R
xn + 1 =
2x
 n
e

1 R
xn + 1 = xn +
at

2 xn
Answer: (b)
riv

P7-G2009-Q45
-P

Z π
dx
The value of the integral evaluated using trapezoidal
0 1 + x + sin x
IT

rule with two equal intervals is approximately

(a) 1.27 (b) 1.81 (c) 1.41 d) 0.71

-M

π
x 0 2 π
y 1 0.2800 0.2415
RD

The value of the integral using Trapezoidal rule is determined as follows.

Z π
dx h
= (y1 + y3 ) + h (y2 )
0 1 + x + sin x 2
π π
By

= × 1.2415 + (0.2800)
Z π 4 2
dx
= 1.4145
0 1 + x + sin x

220
 Answer: (c)

y
nl
P8-G2011-Q31

O
Consider the function f (x) = x − sin (x). The Newton-Raphson it-
eration formula to find the root of the function starting from an initial guess
x(0) at iteration k is

n
sin x(k) − x(k) cos x(k)

io
(a) x(k + 1) =
1 − cos x(k)

at
sin x(k) − x(k) cos x(k)
(b) x(k + 1) =
1 + cos x(k)

ul
sin x(k) + x(k) cos x(k)
(c) x(k + 1) =
1 − cos x(k)

rc
sin x(k) + x(k) cos x(k)
(d) x(k + 1) = Ci
1 + cos x(k)
Answer: (a)
e
P9-G2012-Q26
at

R1
The integration 0 x3 dx computed using trapezoidal rule with n = 4
riv

intervals is - - - -

x 0 0.25 0.50 0.75 1.00

-P

y 0 0.015625 0.125000 0.421875 1.000000

The value of the integral using Trapezoidal rule is determined as follows.
IT

Z 1
h
x3 dx = (y1 + y5 ) + h (y2 + y3 + y4 )
0 2
-M

= 0.125 + 0.25 (0.015625 + 0.125000 + 0.421875)

Z 1
x3 dx = 0.265625
RD

0
Answer:0.265625

P10-G2013-Q2
By

Z 5
x + 2
The value of dx is
4 x2 + 4 x − 21

221
 r r
24 12 √ 12

y
(a) ln (b) ln (c) ln 2 (d) ln
11 11 11

nl
The numerator expression inside the integral can be replaced in terms deriva-

O
tive of denominator to simplify the process of integration as shown here.

x + 2 = A (2 x + 4) + B

n
1
Equating coefficients of x A =
2

io
Equating constants 4A + B = 2 B = 0

at
The integral can be written as
1

ul
Z 5
x + 2
Z 5 (2 x + 4)
dx = 2 dx
2
x + 4 x − 21 x2 + 4 x − 21

rc
4 4
1 
5
= log x2 + 4 x − 21 4
2
Ci
1
= [log 24 − log 11]
2
Z 5
r !
x + 2 24
e
dx = log
x2 + 4 x − 21 11
at

Answer: (a)
riv

P11-G2014-Q5
-P

R1
The value of I = 0 1000 x4 dx, obtained by using Simpson’s rule with
two equally spaced intervals is,
IT

(a) 200 (b) 400 (c) 180 (d) 208

-M

x 0 0.5 1.0
y 0 62.5 1000.0
RD

The value of the integral using Simpson’s rule is determined as follows.

Z 1
h
1000 x4 dx = (y1 + y3 ) + 4 (y2 )
0 3
0.5
[1000 + 4 × 62.5]
By

=
3
Z 1
1000 x4 dx = 208.3330
0

222
 Answer: (d)

y
nl
P12-G2015-Q53

O
R2
The value of the integral 1 4 x3 + 3 x2 + 2 x + 1 dx evaluated nu-

merically using Simpson’s rule with one step is

n
(A) 26.5 (B) 26 (C) 25.5 (D) 25.3

io
x 1 1.5 2.0

at
y 10.00 24.25 49.00

ul
The value of the integral using Simpson’s rule is determined as follows.
Z 2
h

rc
4 x3 + 3 x2 + 2 x + 1 dx =


(y1 + y3 ) + 4 (y2 )
1 3
0.5 Ci
= [59 + 4 × 24.25]
3
Z 2
4 x3 + 3 x2 + 2 x + 1 dx = 26


e
1
at

Answer: (B)
riv

P13-G2016-Q43
-P

Z π
The value of definite integral (x sin x) dx is ——
0
IT

Z π Z π
(x sin x) dx = x d (− cos x)
-M

0 0
Z π
π
= [− x cos x]0 + cos x dx
0
Z π
RD

(x sin x) dx = π
0

Answer: π (3.1416)
By

P14-G2016-Q44

Use Newton-Raphson method to solve the equation: x ex = 1. Begin

223
 with initial guess x0 = 0.5. The solution after one step is ——

y
nl
f (xn )

O
xn+1 = xn − f (xn ) = xn exn − 1
f 0 (xn )
x2n exn + 1

n
= x0 = 0.5
exn (xn + 1)

io
x20 ex0 + 1
x1 =
ex0 (x0 + 1)

at
x1 = 0.5710

ul
Answer: 0.5710

rc
AP1

Ci
Torque exerted on a flywheel over a cycle is listed in the table. Flywheel
energy(in Joules per unit cycle) using Simpson’s rule is
e
Angle (degree) 0 60 120 180 240 300 360
Torque (N-m) 0 1066 -323 0 323 -355 0
at

(A) 542 (B) 993 (C) 1444 (D) 1986

riv

The Flywheel energy is computed using Simpson’s rule as shown here.

-P

h
Flywheel energy = [(y1 + y7 ) + 4 (y2 + y4 + y6 ) + 2 (y3 + y5 )]
3
π 1
IT

= [0 + 4 (1066 − 355) + 2 (− 323 + 323)]

3 3
Flywheel energy = 992.7432 ' 993
-M

Answer: (A)

AP2
RD

A calculator has accuracy up to 8 digits after decimal place.

Z 2π
The value of sin x dx
By

when evaluated using this calculator by trapezoidal method with 8 equal

intervals, to 5 significant digit is

224
 y
(A) 0.00000 (B) 1.0000 (C) 0.00500 (D) 0.00025

nl
π π 3π 5π 3π 7π
x 0 4 2 4 π 4 2 4 2π

O
y 0 0.70710678 1 0.70710678 0 -0.70710678 -1 -0.70710678 0

n
The value of the integral using Trapezoidal rule is determined as follows.

io
Z 2π
h
sin x dx = (y1 + y9 ) + h (y2 + y3 + y4 + y5 + y6 + y7 + y8 )
2

at
0
Z 2π
sin x dx = 0

ul
0

Answer: (A)

rc
AP3
Ci
Match the items in Column I with those in Column II.
e
Column I Column II
at

P. Gauss-Seidel method 1. Interpolation

riv

Q. Forward Newton-Gauss method 2. Non-linear differential equation

-P

R. Runge-Kutta method 3. Numerical integration

S. Trapezoidal rule 4. Linear algebraic equation

IT

(A) P→1, Q→4, R →3, S→2 (B) P→1, Q→4, R →2, S→3
-M

(C) P→1, Q→3, R →2, S→4 (D) P→4, Q→1, R →2, S→3
RD

Answer: (D)

AP4
By

Starting from x0 = 1, one step of Newton-Raphson method in solving

the equation x3 + 3 x − 7 = 0 gives the next value (x1 ) as

225
 (A) x1 = 0.5 (B) x1 = 1.406 (C) x1 = 1.5 (D)

y
x1 = 2

nl
The first approximation for x is found as shown here:

O
x30 + 3 x0 − 7


x1 = x0 −  
3 x2) + 3

n
io
x1 = 1.5 Substituting x0 = 1

Answer: (C)

at
AP5

ul
The values of a function f (x) are tabulated below:

rc
x 0 1 2 3 Ci
f (x) 1 2 1 10
e
Using Newton’s forward difference formula, the cubic polynomial that can
be fitted to the above data is
at

(A) 2 x3 + 7 x2 − 6 x + 2 (B) 2 x3 − 7 x2 + 6 x − 2
riv

(C) x3 − 7 x2 − 6 x + 1 (D) 2 x3 − 7 x2 + 6 x + 1
∆2 ∆3
-P

x y ∆
0 1
1 2 1
IT

2 1 -1 -2
3 1 9 19 12
-M

Newton’s forward difference formula is

n (n − 1) 2 n (n − 1) (n − 2) 3
y = y0 + n ∆y0 + ∆ y0 + ∆ y0
RD

2! 3!
x = x0 + n h x0 = 0 h = 1 Hence n = x
Newton’s forward difference formula becomes
x (x − 1) 2 x (x − 1) (x − 2) 3
By

y = y0 + x ∆y0 + ∆ y0 + ∆ y0
2! 3!
Substituting y0 = 1 ∆y0 = 1 ∆2 y0 = − 2 ∆3 y0 = 12

226
 Newton’s forward difference formula becomes

y
nl
2 x3 − 7 x2 + 6 x + 1

O
Answer: (D)

AP6

n
io
The accuracy of Simpson’s rule quadrature for a step size h is

at
O h2 O h3 O h4 O h5





(A) (B) (C) (D)

ul
Refer Section 13.2.1

rc
Answer: (C)

Ci
e
at
riv
-P
IT
-M
RD
By

227