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1
MATRICES
UNIT STRUCTURE
1.0
Objectives
1.1
Introduction
1.2
Definitions
1.3
Illustrative examples
1.4
1.5
1.6
1.7
1.8
Rank of matrix
Canonical form or Normal form
Normal form PAQ
Let Us Sum Up
Unit End Exercise
1.0 OBJECTIVES
In this chapter a student has to learn the
Inverse of a matrix.
1.1 INTRODUCTION
At higher secondary level, we have studied the definition of a matrix,
operations on the matrices, types of matrices inverse of a matrix etc.
In this chapter, we are studying adjoint method of finding the inverse of a
square matrix and also the rank of a matrix.
1.2 DEFINITIONS
1)
Definitions:- A system of m n numbers arranged in the form of
an ordered set of m horizontal lines called rows & n vertical lines called
columns is called an m n matrix.
The matrix of order m n is written as
21 a 22 a 23 a 2 j a 2n
....... ..... ....... ..... .....
a i1 a i2 a i3 a ij a in
a m1 a m2 a m3 a mj a mn
n n
Note:
i)
ii)
Types of Matrices:
1) Rectangular matrix :Any mxn Matrix where m n is called rectangular matrix.
For e.g
2
1
3
2
4
3 23
2) Column Matrix :
It is a matrix in which there is only one column.
1
x 2
4 31
3) Row Matrix :
It is a matrix in which there is only one row.
x 5 7 913
4) Square Matrix :
It is a matrix in which number of rows equals the number of
columns.
i.e its order is n x n.
e.g.
2 3
A
4 6 22
5) Diagonal Matrix:
It is a square matrix in which all non-diagonal elements are zero.
e.g.
2 0 0
A 0 1 0
0 0 0 33
6) Scalar Matrix:
It is a square diagonal matrix in which all diagonal elements are equal.
e.g.
5 0 0
A 0 5 0
0 0 5 33
7) Unit Matrix:
It is a scalar matrix with diagonal elements as unity.
e.g.
1 0 0
A 0 1 0
0 0 1 33
8) Upper Triangular Matrix:
It is a square matrix in which all the elements below the principle diagonal
are zero.
e.g.
1 3 0
A 0 0 1
0 0 5 33
9) Lower Triangular Matrix:
It is a square matrix in which all the elements above
diagonal are zero.
the principle
e.g.
0 0 0
A 3 4 0
1 3 2 33
10) Transpose of Matrix:
It is a matrix obtained by interchanging rows into columns or columns into
rows.
1 3 5
A
3 7 9 23
1 3
A Transpose of A 3 7
5 9 32
T
1 3 5
A 3 4 1
5 1 9
12) Skew Symmeric Matrix :
If for a square matrix A, A AT then it is skew -symmetric matrix.
0 5 7
A 5 0 3
7 3 0
Note : For a skew Symmetric matrix, diagonal elements are zero.
Determinant of a Matrix:
Let A be a square matrix then
A 0, matrix A is singular.
a11 a12
a
21 a 22
A =
a n1 a n 2
a13
a 23
a n3
a1n
a 2n
a nn
a11 a12
A = a 21 a 22
a 31 a 32
a13
a 23
a 33
M 11 = Minor of an element a 11
a
A = 22
a 32
a 23
a 33
II y
a 22
a
M12 = 21
a 31 a 33
E.g.
(ii) Let,
2 5 8
A = 1 3 2
0 4 6
3 2
1 2
1 3
M11 =
, M12 =
, M13 =
4 6
0 6
0 4
5 8
2 8
2 5
M 21 =
, M12 =
, M 23 =
4 6
0 6
0 4
(b) Cofactor of an element :If A = a ij is a square matrix of order n and a ij denotes cofactor of the
element a ij .
Cij = 1
a1
If A = a 2
a 3
b1
b2
b3
i j
c1
c2
c3
b2
b3
c2
c3
a2
a3
c2
c3
a2
a3
b2
b3
E.g. Consider,
1 3 4
A = 0 2 1
3 7 6
c11 = 1
11
= 1
1 2
M11 c12
0 1
3 6
2 1
7 6
0 3
2 1
7 6
0 3
12 7
12 7
=
=
=5
11
11
1
1
1
1
3
3
= 3
(C) Cofactor Matrix :A matrix C = Cij where Cij denotes cofactor of the element a ij .
Of a matrix A of order nxn, is called a cofactor matrix.
In above matrix A, cofactor matrix is
5 3 6
C = 10 6 9
3 1 2
A1
C = A 2
A3
B1
B2
B3
C1
C2
C3
1 2
Similarly for a matrix, A =
the cofactor matrix is c=
3 9
4 3
2 1
(d) Adjoint of Matrix :If A is any square matrix then transpose of its cofactor matrix is called
Adjoint of A.
Adj A = A2
A3
B1
B2
B3
C1
C2
C 3
1 3 4
5 10 3
A = 0 2 1 than Adj. A = 3 6 1
3 7 6
6 9
2
Note :
d -b
a b
If A =
than Adj . A =
-c a
c d 22
(d) Inverse of a square Matrix:Two non-singular square matrices of order n A and B are said to be
inverse of each other if,
AB=BA=I, where I is an identity matrix of order n.
Inverse of A is denoted as A-1 and read as A inverse.
Thus
AA-1=A-1A=I
Inverse of a matrix can also be calculated by the Formula.
A-1 =
1
Adj.A where A denotes determinant of A.
A
Note:- From this relation it is clear that A-1 exist if and only if A 0 i.e
A is non singular matrix.
2
A 3
1
1
1
2
3
2
3
Solution: We have,
A 2 3 4 1 9 2 3 6 1
2 7 15
A 6
A 0
A1 exists
Transpose of matrix A=A1
2
A 1
3
3
1
2
1
2
3
3
3
-3
-1
-5
-1
1
1
1
A
adj (A)
7
A
6
5
-1
3
3
-3
-1
-5
-1
0 1 2
A = 1 2 3
3 1 1
10
Solution: Consider
0 1 2
A = 1 2 3
3 1 1
= 0 1 1 8 2 5
= 0 8 10
= 2
C11 = 1 .
2 3
1
1 1
C12 = 1
1 3
8
3 1
C13 = 1
1 2
5
3 1
1 2
1
1 1
11
1 2
1 3
C21 = 1
2 1
0 2
6
3 1
0 1
3
3 1
1 2
1
2 3
C32 = 1
0 2
2
1 3
C33 = 1
0 1
1
1 2
C22 = 1
C23 = 1
C31 = 1
2 2
23
31
3 2
3 3
Thus,
1 8 5
Cofactor of matrix C = 1 6 3
1 2 1
And Adjoint of A= C1
11
1 1 1
1 1 1
1
1
= 8 6 2 A 8 6 2
2
5 3 1
5 3 1
Note:- A Rectangular matrix does not process inverse.
Properties of Inverse of Matrix:i)
The inverse of a matrix is unique i.e
ii)
The inverse of the transpose of a matrix is the transpose of inverse
T 1
i.e. (A ) (A1 )T
iii)
If A & B are two non-singular matrices of the same order
1
(AB) B1A1
This property is called reversal law.
Definition:-Orthogonal matrix.:If a square matrix it satisfies the relation AAT I then the matrix A
is called an orthogonal matrix. &
AT A1
Example 3:
Cos Cos
show that A =
is orthogonal matrix.
Sin Cos
Solution:
To show that A is orthogonal i.e To show that AAT I
Cos
A=
Sin
Sin
Cos
Cos
AT =
Sin
Cos
AAT =
Sin
Sin
Cos
Sin Cos
Cos Sin
Cos 2 Sin 2
Sin Cos Cos Sin
Sin
Cos
Cos Sin Sin Cos
Sin 2 Cos 2
12
1 0
=
I
0 1
A is an orthogonal matrix.
1 2
,
2 2
1
3 2
iv) 3 0 5 ,
2 5 0
ii)
2 3
,
4 1
cos
v) sin
0
iii)
sin 0
cos
0,
0
1
cos
sin
sin
,
cos
1 2 3
3 1
vi) 2
3
1 2
1 1 1
vii) 1 2 3
2 1 3
cos
Q.3) If A =
sin
sin
, B =
cos
tan
1
tan
2 C=
,
1
tan
tan
2 ,
,
1 2 1
Q. 5) If A = 0 1 1 , verify if (Adj.A)1= (Adj.A1)
1 1 2
1 2 1
Q.6) Find the inverse of A = 0 1 1 , hence find inverse of
2 2 3
3 6 3
A = 0 3 3
6 6 9
13
1 3 1 4
A = 4 0 1 7
8 5 4 3
The determinants
1 3 1 3 1 4
4 0 1 , 0 1 7 ,
8 5 4 5 4 3
1 1 4
4 1 7 ,
8 4 3
1 3 0 1 3 4
,
,
, 1 , 0 , 3 ,
4 0 5 4 0 7
Are some examples of minors of A.
b) Definition Rank of a matrix:
A number r is called rank of a matrix of order mxn if there is
almost one minor of the matrix which is of order r whose value is non-zero
and all the minors of order greater than r will be zero.
e.g.(i) Let
1 0 2
A = 2 4 1
3 5 7
14
A1 =
1 0
0 2
4, A 2 =
8 etc.
2 4
4 1
1 0 2
A3 = 2 4 1 1 23 2 2 19 0
3 5 7
Rank of A= 3
1 1 2
(ii) A = 1 2 3
0 1 1
Here,
1 1 2
A1 = 1 2 3 11 1 1 2 1 0
0 1 1
A2 =
1 1
1 0
1 2
Thus minor of order 3 is zero and atleast one minor of order 2 is non-zero
Rank of A = 2.
Some results:
(i)
Rank of null matrix is always zero.
(ii)
Rank of any non-zero matrix is always greater than or equal to 1.
(iii) If A is any mxn non-zero matrix then Rank of A is always equal to
rank of A.
(iv)
Rank of transpose of matrix A is always equal to rank of A.
(v)
Rank of product of two matrices cannot exceed the rank of both of
the matrices.
(vi)
Rank of a matrix remains unleasted by elementary
transformations.
Elementary Transformations:
Following changes made in the elements of any matrix are called
elementary transactions.
(i)
Interchanging any two rows (or columns) .
(ii)
Multiplying all the elements of any row (or column) by a non-zero
real number.
15
(iii) Adding non-zero scalar multitudes of all the elements of any row
(or columns) into the corresponding elements of any another row (or
column).
1 2 3
A = 1 4 2
2 6 5
Solution:
1 2 3
Given A = 1 4 2
2 6 5
R2 R2 - R1 & R3 R3 - 2R1
1 2 3
0 2 1
0 2 1
Here two column are Identical . hence 3rd order minor of A vanished
1 3
Hence 2nd order minor
1 0
0 1
e(A) 2
Hence the rank of the given matrix is 2.
16
I o
If a matrix A of order mxn is reduced to the form r
using a
o o
sequence of elementary transformations then it called canonical or normal
form. Ir denotes identity matrix of order r .
Note:If any given matrix of order mxn can be reduced to the canonical
form which includes an identity matrix of order r then the matrix is of
rank r.
e.g. (1) Consider
Example 5: Determine rank of the matrix. A if
1 3 6
2
A = 3 3 1 2
1 1 1 2
Solution:
1 3 6
2
A = 3 3 1 2
1 1 1 2
R1 R 3
1 1 1 2
3 3 1 2
2
1 3 6
R 2 3R1 , R 3 2R1
2
1 1 1
3 6 2 4
0 1 5 10
R 2 7R 3
2
1 1 1
0 1 33 66
0 1 5 10
17
R1 R 2 , R 3 R 2
1 0 32 64
0 1 33 66
0 0 28 56
1
R3
28
1 0 32 64
0 1 33 66
0 0
1 2
R1 32 R 3 , R 2 33 R 3
1 0 0 0
0 1 0 0
0 0 1 0
I3
Rank of A=3
1 2 7
A = 2 4 7
3 6 10
Solution:
1 2 3
A = 2 4 7
3 6 10
R 2 2R1 , R 3 3R1
1 2 3
2 4 7
3 6 10
R3 R 2
1 2 3
0 0 1
0 0 0
R1 3R 2
18
1 2 0
0 0 1
0 0 0
C2 2C1
1 0 0
0 0 1
0 0 0
C1 C3
1 0 0
0 1 0
0 0 0
I2
Rank of A= 2
Example 7: Determine the rank of matrix A if
1 1 2 4
2 3 1 1
A =
3 1 3 2
6 3 0 7
Solution:
1 1 2 4
2 3 1 1
A =
3 1 3 2
6 3 0 7
0 4 9 10
0 9 12 17
R 2 R3
19
1 1 2
0 1 6
0 4 9
0 9 12
4
3
10
17
R1 + R 2 , R 3 4R 2 , R 4 9R 2
1
0
0
1
0
0
8
6
33
66
7
3
22
44
R 4 2R 3
1
0
0
R3
1
0
0 8 7
1 6 3
0 33 22
0 0 0
1
11
0 8 7
1 6 2
0 3 2
0 0 0
C3 - C4
1
0
0 1 7
1 3 3
0 1 2
0 0 0
R1 + R 3 , R 2 3R 3
1
0
0
1
0
0
0 5
0 3
1 2
0 0
0
1
0
0
0
0
1
0
0
0
0
20
I3 0
0 0
Rank of A= 3
Check Your Progress:Reduce the following to normal form and hence find the ranks of the
matrices.
2 3 4
3 4 6
1 2 3
5 5 7
i)
ii) 4 3 1
iii)
3 1 2
1 2 4
3
1 4
iv)
1
2
3
6
2
4
2
8
3
3
1
7
0
2
3
5
vii)
2 6 2 6 10
3 3 3 3 3
1 2 4 3 5
2 0 4 6 10
1 0 2 3 5
v)
2
1 3 6
3 3 1 1
1 1 1 2
viii)
3 4
4 5
5 6
10 11
15 16
1
3
vi) 2
5
1
5 6
6 7
7 8
12 13
17 18
2 1 0
2 1 2
1 2 5
6 3 2
3 1 3
7
8
9
14
19
Ir
0
0
PAQ
0
Ir
0
0
PAQ (ii)
0
21
i)
2 1 3
A 3 4 1
1 5 4
Solution: Consider
A= I3 AI 3
2 1 3 1 0 0
1 0 0
3 4 1 = 0 1 0 A 0 1 0
1 5 4 0 0 1
0 0 1
R1 R 3
1 5 4 0 0 1
1 0 0
3 4 1 = 0 1 0 A 0 1 0
2 1 3 1 0 0
0 0 1
C2 5C , C3 4C1
0 0 0 1
1 0
1 5 4
3 11 11 = 0 1 0 A 0 1 0
2 11 11 1 0 0
0 0 1
R 2 R3
0
1 0
1 0
0 =
2 11 11
0 0 1
1 5 4
1 1 0 A 0 1 0
1 0 0
0 0 1
R 2 R1 , R 3 2R1 ,
0 0 0 1
1 0
1 5 4
0 0
0 = 1 1 1 A 0 1 0
0 11 11 1 0 2
0 0 1
C3 C2
22
1 0 0 0 0 1
1 5 1
0 0 0 = 1 1 1 A 0 1 1
0 11 0 1 0 2
0 0 1
1
R3
,
11
1
1 0 0 0 0
1 5 1
0 0 0 = 1 1 1 A 0 1 1
0 1 0 1
2
0
0
1
0
11
11
R 2 R3
1 0 0
0 1 0 =
0 0 0
0 1
0
1 5 1
1
2
11 0 11 A 0 1 1
0 0 1
1 1 1
Thus
0 1
0
1
1
P=
0 2 P =
11
11
11
1
1
Q=
1 5 1
0 1 1
0 0 1
Q =1
ii)
2 1 3 6
A 3 3 1 2
1 1 1 2
Solutions:
Consider
1
1 0 0
0
A= 0 1 0 A
0
0 0 1
0
1
0
0
0
0
1
0
0
0
0
23
1
2 1 3 6
1 0 0
3 3 1 2 0 1 0 A 0
0
1 1 1 2
0 0 1
0
1
0
0
0
0
1
0
0
0
0
0
1
0
0
0
0
1
0
0
0
0
R1 R 3
2
1 1 1
3 6 2 4
2 1 5 10
1
0 0 1
0 1 0 A 0
0
1 0 0
0
C2 C1 , C3 C1 , C4 2C 1
1 1 1 2
0
1 0 0
0 0 1
3 6 2 4 0 1 0 A 0 1 0 0
0 0 1 0
2 1 5 10
1 0 0
0 0 0 1
R 2 3R1 , R 3 2R1
0
1 0 0
0 6 2 4
0 1 5 10
1 1 1 2
0 0 1
0 1 3 A 0 1 0 0
0 0 1 0
1 0 2
0 0 0 1
R 2 6R 3 ,
1 1 1 2
0
1 0 0
0 0 1
0 0 28 56 6 1 9 A 0 1 0 0
0 0 1 0
0 1 5 10
1 0 2
0 0 0 1
C4 2C3
1 1 1 0
1 0 0 0 0 0 1
0 0 28 0 6 1 9 A 0 1 0 0
0 0 1 2
0 1 5 0 1 0 2
0 0 0 1
C3 5C2
1 1 4 0
1 0 0 0 0 0 1
0 0 28 0 6 1 9 A 0 1 5 0
0 0 1 2
0 1 0 0 1 0 2
0 0 0 1
1
R 2 , R 3 1
28
24
1 1 4 0
1
9 A 0 1 5 0
1
28
28
0 0 1 2
0
2
0 0 0 1
1 0 0 0 0
0 0 1 0 3
14
0 1 0 0 1
R 2 R3
1 0 0 0 0
0 1 0 0 1
0 0 1 0 3
14
I3
= 1
314
P = 1
314
2 A
9
1
28
28
0
0
2 A
9
1
28
28
0
0
1 1 4 0
0 1 5 0
0 0 1 2
0 0 0 1
1 1 4 0
0 1 5 0
0 0 1 2
0 0 0 1
1
2 , P
28
9
1
28
28
0
0
1 1 4 0
0 1 5 0
, Q 1
Q =
0 0 1 2
0 0 0 1
P&Q are non singular.
Also,
Rank of A = 3.
Check Your Progress:
A)
Find the non-singular matrices P and Q such that PAQ is in normal
form and hence find rank of matrix A.
i)
1 0 2
2 3 4
3 3 6
ii)
1 2 3 2
2 3 5 1
1 3 4 5
3 1 1
iii) 1 1 1
1 1 1
25
iv)
1 3 5 7
2 3 4 7
3 4 7 9 (v) 4 6 8 10
15 27 39 51
5 4 6 5
6 12 18 24
1)
1 2 3
Find the inverse of matrix A 4 5 6 if exists.
7 8 9
ii)
1 1 1
Find Adjoint of Matrix A 0 2 1
2 1 1
26
iii)
1
1
Find the inverse of A by adjoint method if A
1
iv)
1 2 3
Find Rank of matrix A 4 5 6
7 8 9
v)
Cos
Prove that the matrix A Sin
0
Also find A1.
0
1
vi)
Reduce the matrix A
3
1
find its rank.
vii)
Sin
Cos
0
0
1
0
3
1
1
2
0
0 is orthogonal
1
1 3 1
0 1 1
to the normal form and
1 0 2
1 2 0
Find the non singular matrix and . such that A is the normal
1 1 1
form when A = 1 1 1
3 1 1
Also find the rank of matrix B
1 1 1
1 2 1
X = 2 3 4 & Y 6 12 6
3 2 3
5 10 5
viii)
2
0
1
1
2 4 2
A = 2 1 2
1 0
27
ix)
x)
1 1 1
1 2 1
If X = 2 3 4 & Y 6 12 6
3 2 3
5 10 5
Then show that xy yx where denotes Rank.
8 3 6 1
1 6 4 2
15 12 16 4
*****
2
LINEAR ALGEBRIC EQUATIONS
UNIT STRUCTURE
2.1
Objectives
2.2
Introduction
2.3
Canonical or echelon form of matrix
2.4
Linear Algebraic Equations
2.5
Let Us Sum Up
2.6
Unit End Exercise
2.1 OBJECTIVES
After going through this chapter you will be able to
Find the rank of Matrix.
Find solution for linear equations.
Type of linear equations.
Find solution for Homogeneous equations.
Find solution of non-Homogeneous equations.
2.2 INTRODUCTION
In XIIth we have solved linear equations by using method of
reduction also by rule. Here we are going to find solution of homogeneous
28
Note :
1)
The number of non-zero rows in Echelon form is the rank of the
matrix.
2)
To reduce the matrix to Echelon form only row transformations are
to be applied.
Solved Examples :Example 1: Reduce the matrix to Echelon and find its rank.
2
1
A
3
3 -1 1
-1 -2 4
1 3 2
3 0 7
Solution:
2
1
A
3
3 -1 1
-1 -2 4
1 3 2
3 0 7
R1 R2
R2 R2 2 R1
R3 R3 3 R1
R4 R4 6 R1
1
2
3
6
-1 -2 4
3 -1 1
1 3 2
3 0 7
29
1 1 2 4
0 5 3 7
A
0 4 9 10
0 9 12 17
4
R3 R3 R2
5
9
R4 R4 R2
5
2
4
1 1
0 5
3
7
A
0 0 33 5 22 5
0 0 33 5 22 5
R4 R4 R3
2
4
1 1
0 5
3
7
A
0 0 33 5 22 5
0
0
0 0
Rank of A e A
ii)
iii)
1
3
A
1
1
3
2
A
-1
2 1 3
4 0 1
0 2 7
2
3 1
4 1 1
4 3 6
Ans : 4
-2 6 4
-1 2 -3
30
a2 x b2 y c2 z d2
a3 x b3 y c3 z d3
The equation can be written in the matrix form as :
a1
a
2
a3
b1
b2
b3
c1
c2
c3
x
y
z
d1
d
2
d3
AX D
i.e.
b1
b2
b3
c1 : d1
c2 : d 2
c3 : d3
2)
If
(i)
(ii)
solutions.
Non- Homogeneous equation:System of simultaneous equation in the matrix form is
AX=D..(I)
Pre-multiplying both sides of I by A1 we set
31
A1 AX A1D
IX A1B
X A1B
which is required solution of the given non-homogeneous equation.
Homogeneous linear equation:Consider the system of simultaneous equations in the matrix form.
AX D
If all elements of D are zero
i.e
then the system of equation is known as homogeneous system of
equations.
In this case coefficient matrix A and the augmented matrix [A,O]
are the same. So The rank is same. It follow that the system has solution
2 x1 3x2 x3 0
x1 2 x2 3x3 0
4 x1 x2 2 x3 0
Solution: The system is written as
AX 0
2 3 1 x1
0
1 2 3 x 0
2
4 1 2 x3
0
Hence the coefficient and augmented matrix are the same
We consider
2 3 1
A 1 2 3
4 1 2
2 3 1
A 1 2 3
4 1 2
R1 R1 R2
32
1 2 3
A 2 3 1
4 1 2
R2 R2 -2 R1 & R3 R3 4R1
1 2 3
0 7 7
0 9 10
R2 R2 1
7
1
2
0 1
1
0 9 10
R3 R3 1
7
1 0 1
0 1 1
0 0 1
R2 R2 +R3 & R1 R1 R3
1 0 0
0 1 0
0 0 1
Hence Rank of A is 3
( A) 3,
The coefficient matrix is non-singular
Therefore there exist a trivial solution
x1 x2 x3 0
Example 3: Solve the following system of equations
x1 3x2 2 x3 0
2 x1 x2 4 x3 0
x1 11x2 14 x3 0
Solution: The given equations can be written as
AX 0
33
1 3 2 x1
0
2 1 4 x 0
2
1 11 14 x3
0
Here the coefficient & augmented matrix are the same
1 3 2
A 2 1 4
1 11 14
R2 R2 -2 R1 & R3 R3 R1
1 3 2
0 7 8
0 14 16
R3 R3 2R2
1 3 2
0 7 8
0 0
0
Here rank of A is 2 i.e
( A) 2
So the system has infinite non-trivial solutions.
1 3 2 x1
0 7 8 x
2
0 0
0 x3
x1 3x2 2 x3 0
7 x2 8x3 0
7 x2 8 x3
8
x2 x3
7
Let x3 8x3
8
x2
7
8
x1 3 2 0
7
24
x1 2 0
7
24
x1 2
7
10
x1
7
0
0
0
34
Hence x1
10
8
x2 and x3
7
7
10
7
x
1
x 8
2
7
x3
2 x 3 y 4 z 2
x y 3z 4
3x 2 y z 5
Solution: In the matrix form
2 3 4
1 1 3
3 2 1
x
y
z
-2
4
-5
1
R1
2
3
R3 R3 R1
2
R2 R2
2
3
4 : 2
5
A : D 0 2 5 : 5
0 5
5 : 2
R2 R3 R2
3
4 : 2
2
A : D 0 5 2 5 : 5
0
5 : 7
0
35
AD 3
A 2
AD A
3x y 2 z 3
2 x 3 y z 3
x 2y z 4
Solution: In the matrix form,
3 1 2 x 3
2 3 1 y -3
1 2 1 z 4
A
Now we join matrices A and D
Consider
3 1 2 : 3
A:D 2 -3 -1 : -3
1 2 1 : 4
R2 R2 2 R1
R3 R3 3 R1
1 2 1 : 4
A:D 2 -7 -3 : -11
0 -5 -1 : -9
R3 R3
5
R2
7
36
1 2 1 :
4
........(1)
A:D
0
-7
-3
:
-11
0 0 8 7 : 8 7
This is in Echelon form
AD 3
A 3
AD A Number of unknowns
0 0 8 7
x
4
y -11
z
-8 7
Expanding by R 3
8
Z 8
7
7
z -1
expanding by R 2
7 y 3z 11
7 y 3(1) 11
7 y 3 11
7 y 14
y2
exp anding by R1
x 2y z 4
x 4 1 4
x 1
x 1, y 2,z -1
Example 6: Examine for consistency and solve
5x 3 y 7 z 4
3x 26 y 2 z 9
37
7 x 2 y 10 z 5
Solution:
Step (1) : In the matrix form
5 3 7
3 26 2
7 2 10
x
4
y 5
z
6
X D
A
Consider
5 3 7 : 4 x
4
A : D 3 26 2 : 9 y 5
7 2 10 : 5 z
6
R1
1
R1
5
1 3 5 7 5 : 4 5
A : D 3 26 2 : 9
7 2 10 : 5
R 2 R2 3 R1
R 3 R3 7 R1
7 5 : 45
1 3 5
A : D 0 121 5 11 5 : 33 5
0 11 5 1 5 : 3 5
R 3 R3
1
R2
11
7
1 3
: 4
5
5
5
A : D 0 1215 115 : 33 5
0
0
0
: 0
AD 2
A 2
AD A 2 3 Number of unknowns
38
z k....... k parameter
By expanding R 2
121 5 y 11 5z 33 5
11y-z 3
z3
11
put z k
k 3
11
By exapanding R1
x 3 y7 z 4
5
5
5
7 16k
x
11 11
2 x1 x2 2 x3 x4 6
6 x1 6 x2 6 x3 12 x4 36
4 x1 3x2 3x3 3x4 1
2 x1 2 x2 x3 x4 10
Ans : consistent
x1 2, x2 1, x3 1, x4 3
ii)
2 x1 x2 x3 x4 2
3x1 x2 x3 x4 2
x1 2 x2 x3 x4 1
6 x1 2 x2 x3 x4 5
Ans : Infinitely many solutions,
5
9
x1 k , x2 3 4k , x3 2 k , x4 k 3
2
2
x1 x2 x3 4
3
2 x1 5x2 2 x3 3
x1 7 x2 7 x3 5
iii)
Ans : Inconsistent
x1 x2 x3 0
iv)
39
x1 2 x2 x3 0
2 x1 x2 3x3 0
Ans: Trivial Solution.
x1 2 x2 3x3 0
v)
2 x1 4 x2 7 x3 0
3x1 6 x2 10 x3 0
Ans : Definitely many solution
x1
x
2
x3
1
2
0
Consistency of matrix.
i)
ii)
1
1
A
1
1
4
A
3
3 6 1
4 5 1
Ans : Rank = 2
5 4 3
2 1 3
1 2 1
Ans : Rank = 3
1 1 2
2 0 1
40
iii)
1 2 3
A 2 1 0
0 1 2
iv)
1 1 1
A 1 1 1
3 1 1
Ans : Rank = 2
Ans : Rank = 2
1
x1 x2 x3 ..... 1 .
1
3x1 - x2 +3x3 = 0
7x1 +5x2 - x3 = 0.
iv)
x1 - 4x2 - x3 = 3
3x1 + x2 - 2x3 =7
2x1 - 3x2 + x3 = 10.
v)
x1 - 4x2 +7x3 = 8
3x1 +8x2 - 2x3 = 6
7x1 - 8x2 +26x3 = 31
*****
41
3
LINEAR
DEPENDANCE
INDEPENDANCE
OF VECTORS
AND
UNIT STRUCTURE
3.1
3.2
3.3
3.4
3.5
3.6
3.7
Objectives
Introduction
Definitions
The Inner Product
Eigen Values and Eigen Vectors
Summary
Unit End Exercise
3.1 Objectives
After going through this chapter you will able to
3.2 Introduction
In this chapter we are going to discuss linearly dependent &
independent also. Inner two vector using the characteristic equation of
matrix. We are going to evaluate .Eigen value & Eigen.vector of matrix A.
Vector :- An set of n elements written as x x1 , x2 , x3 , x4 ,.............xn is
called a vector of n-dimensions.
Note : Any two or column matrix is called as a vector and numbers are
called as scalars.
3.3 Definitions
Linearly Independent Vector
Let
Let x1 , x2 ,.............xn be n vectors of some order
42
Let c1 x1 c2 x2 ........... cn xn 0
Where c1 , c2 , ...... are scalars.
Let c1 x1 c2 x 0
1
3 0
i.e. c1 2 c2 7 0
4
10 0
c1 3c1 0
i.e. 2c1 7c2 0
4c1 10c2 0
c1 3c2 0
2c1 7c2 0
4c1 10c2 0
Consider first two equations in matrix form.
1 3 c1 0
2 7 c 0
2
A X 0
A 76
A 1
A 0
43
x1 2 , x 2 2 , x 3 6
3
1
5
Let c1 x1 c21 x2 c3 x3 0
1
3
1 0
c1 2 c2 2 c3 6 0
1
3
5 0
c1 3c2 c3 0
2c1 2c2 6c3 0
3c1 c2 5c3 0
c1 3c2 c3 0
2c1 2c2 6c3 0
3c1 c2 5c3 0
Step (ii) In matrix form,
1 3 1 c1
0
2 2 6 c 0
2
3 1 5 c3
0
A
X 0
Consider
1
3
1 : 0
A:0 2 3 6 : 0
3 1 5 : 0
R2 R2 2 R1
R3 R3 3 R1
1 3
A:0 0 8
0 8
R3 R3 R2
1
R2 R2
8
1 3
A:0 0 1
0 0
e A 0 2
1 : 0
8 : 0
8 : 0
1 : 0
1 : 0
0 : 0
44
e A 2
By exp anding R2
c2 c3 0
c2 -c3
c 2 k
By expanding R1
c1 3c2 c3 0
c1 3k k 0
c1 2k
c1 x1 c2 x2 c3 x3 0
2kx1 kx 2 kx 3 0
2x1 x 2 x3 0 is a relation.
Check your progress:
1)
Show that the vectors x1 1 1 1 , x 2 1, 2, 3 , x 3 2, 3, 8
are linearly independent
2)
Are the following vectors linearly dependent? If so find the
relation
x1 1 2 4 , x 2 2, -1, 3 , x3 0, 1, 2 , x 4 3, 7, 2
i)
Ans : Dependent 9 x1 12 x2 5x3 5x4 0
(ii)
x1 2 -1 3 2 , x2 1 3 4 2 , x3 3 -5 2 2
(iii)
x1 1 1 1 3 , x2 1 2 3 4 , x3 2 3 4 9
Ans : Independent.
45
X , Y x1 y1 2 x2 y2 4 x3 y3
( x1 )2 2( x2 )2 4( x3 )2 0
X , Y 0
2
X , Y 0( x1 ) 2( x2 )2 4( x3 )2 0
x1 0, x2 0, orx3 0
X , X 0 x 0
X , Y x1 y1 2 x2 y2 4 x3 y3
ii)
y1 x1 2 y2 x2 4 y3 x3
Y , X
X , Y Z x1 ( y1 z1 ) 2 x2 ( y2 z2 ) 4 x3 ( y3 z3 )
iii)
x1 y1 x1 z1 2 x2 y2 2 x2 z2 4 x3 y3 4 x3 z3
x1 y1 2 x2 y2 4 x3 y3 x1 z1 2 x2 z2 4 x3 z3
X , Y X , Z
iv)
X , Y x1 ( y1 ) 2 x2 ( y2 ) 4 x3 ( y3 )
x1 y1 2 x2 y2 4 x3 y3
( x1 y1 2 x2 y2 4 x3 y3 )
x, y
Here all properties are satisfied
X , Y is an inner product.
Check Your Progress:
Prove all the properties of an inner product for the following: X , Y 16 x1 y1 25x2 y2
i.
ii.
X , Y 8x1 y1 x2 y2 x3 y3
46
iii.
X , Y 3x1 y1 x2 y2 4 x3 y3
iv.
f , g f (t ).g (t ).dt
Our aim is to find and x for given matrix A using equation (1)
is called as eigen value, latent roots of a matrix value, characteristic
value or root of a matrix A and x is called as eigen vector or characteristic
vector etc.
X is a column matrix
Method of finding and x :We have,
AX X
AX- IX 0..... x IX, I unit matrix
A- I X 0.............(2)
Equation 2 is a set of homogenous equation and for non-zero x, we have
A I 0..........(3)
This equation is called the characteristic equation of
First we solve equation (3) to find eigen values or roots. Then we solve
equation (2) to find Eigen vectors.
Let
a1 b1 c1
x1
A a2 b2 c2 and x x2
a3 b3 c3
x3
equation (2) i.e. A- I x 0 becomes
a1
a2
a
3
b1
b2
b3
c1
c2
c3
1 0 0 x1 0
0 1 0 x 0
2
0 0 1 x3 0
47
b1
c1
a1
i.e. a2
b2
c2
a3
b3
c3
x1 0
x 0 (2)
2
x3 0
and equation (3) i.e. A- x 0 is
b1
c1
a1
a
b2
c2 0 (3)
2
a3
b3
c3
Note :
1)
Equation (2) is called as matrix equation of A in
2)
Equation (3) is called as characteristic equation of A in
3)
Usually given matrix A is of order 3X3 . Therefore it will have 3
eigen values and for every eigen value there will be corresponding eigen
vector which is a column matrix of order 3X1. There are 3 such column
matrices.
4)
Eigen vectors are linearly independent.
5)
Method of finding eigen values is same for any given matrix A.
Method of finding eigen vectors is slightly different and we study 3 types
of such problems.
Type (I) : When all eigen values are distinct and matrix A may be
symmetric or non- symmetric.
Type (II) : When eigen values are repeated and A is non-symmetric
Type (III) : When eigen values are repeated and A is symmetric.
Solved examples :Type (I) : All roots are non- repeated.
Example 4: Find eigen values and given vectors for
2 2 3
A 1 1 1
1 3 1
Solution:
A- I 0
2- -2
3
i.e. 1 1-
1 0
1
3 -1-
48
-8-4 6
A 6
Characteristic equation is given by
3 2 2 4 5 4 - 6 0
3 2 2 -5 6 0
-2
1
-1
-5
-1
-6
-1 2 6 0
-1 -3 2 0
1, -2, 3
The roots are non- repeated
Step (ii) :- Now we find eigen vectors
Matrix equations is given by
A I X 0
3 x1 0
2- -2
i.e. 1 1-
1 x 2 0
1
3 1 x 3 0
Case (i) : When 1, matrix eq n becomes
1 -2 3
1 0 1
1 3 2
x1 0
x 0
2
x 3 0
x1 x2 x3 0
x1 x2 x3
-1 1
1
x1 x2 x3
-2 2 2
6
-6
0
49
1
x1 1
1
Case (ii) :- When 2 2
Matrix equation is given by
4 2 3
1 3 1
1 3 1
x1
x
2
x 3
0
0
0
x1 x 2 x 3
-11 1 14
x
x
x
1 2 3
-11 -1 14
11
x 2 1
14
1 2 3 x1 0
1 2 1 x 0
2
1 3 4 x 3 0
x
x
-x
1 2 3
4 4 4
1
x1 x 2 x 3
x 3 1
1
1
4
1
Type (II) :- Repeated eigen values and A is non- symmetric.
Example 5: Find eigen values and eigen vectors for
2 1 1
A 2 3 2
3 3 4
Solution:
Step (1) :- Characteristic equation of A in is
A I 0
i.e. 3 -9 2 6 5 4 -7 0
3 -9 2 15 -7 0
since sum of co-efficients 0
1 is a factor
synthetic division
50
1 1 9 15
1 8
1 8 7
2 -8 7
7
0
-7 1
3 -9 2 15 -7 0
-1 1 -7 0
7, 1, 1
Here two roots are repeated. First we find eigen vectors for non-repeated
root.
Step II :- Matrix equation of A in is
A I X 0
1
1
2
2
3
2
3
4
3
x1 0
x 0
2
x 3 0
2
3 3 3 x 3
0
x
x
-x
1 2 3
6 -12 18
x1 x 2 x 3
1
2
3
1
x1 2
3
2
3 3 3 x 3 0
By cramerss rule we get
x1 x2 x3
0
0
0
0
i.e. 0
0
But by definition we want non-zero x2
51
So we proceed as follows
Expanding by R1
x1 x2 x3 0
Assume any element to be zero say x1 and give any conventional value
say 1 to x2 and find x3
Let
x1 0, x 2 1
x3 1
0
x2 1
1
Case (iii) :- Let x=1
Again consider
x1 x 2 x 3 0
Let x2 0, x1 1
x3 1
0
x2 1
1
Type (iii) :- A is symmetric and eigen values are repeated
Example 6: Find eigen values and eigen vectors for .
6 2 2
A 2 3 1
2 1 3
Solution:
Step :- Characteristic equations of A in
A I 0
A 32
2
6 2
2 3 1 0
2
1 3
i.e. 3 12 2 8 14 14 -32 0
3 12 2 36 -32 0
-2 is a factor
Synthetic division :2 1 12 36 32
2 20 32
1 10 16
0
is
52
2 10 6
8 2
3 12 2 36 32 0
2 2 8 0
8, 2, 2
2
1 3
x1
0
x 0
2
x 3
0
2
2 1 5 x 3
0
x
x
x
1 2 3 ........By cramer's rule
12
6
6
x1 x2 x3
2
1 1
2
x1 1
1
Case (ii) :- Let 2
Matrix equation is given by
4 2 2
2 1 1
2 1 1
Expanding R1
4 x1 2 x2 2 x3 0
Let x1 0, x 2 1
x3 1
0
x 2 1
1
Case (iii) :- Let
2
A is symetric
x1 , x 2 , x3 are orthogonal
x1 0
x 0
2
x3 0
53
l
Let, x 3 m
n
x1 , x3 are orthogonal
x11 , x 3 0
2l-m n 0..........(1)
x 2 , x3 are orthogonal
x 21 , x 3 0
ol m n 0..........(2)
solving (1) and (2) by cramer's rule
l m n
-2
2
2
l
m n
1 1 1
1
x 3 1
1
i)
2 8 12
A 1 4
4
1
0 0
4
4
2
x 1 x 2 0 , x 3 1
0
1
0
(ii)
3 1 1
A 1 5 1
1 1 3
Ans
1
x1 0
1
1
1
x 2 1 x 3 2
1
1
54
(iii)
2 2 3
A 2 1 6
1 2 0
Ans :
1
x1 2
1
2
3
x 2 1 x 3 0
0
1
3.6 SUMMARY
In this chapter we have learn
Inner product of two vector i.e same as dot product 7 its properties.
2)
independent set.
3)
Show that the following vector are linearly dependent
& find the relation between them
x1 (1, 1,1), x2 (2,1,1), x3 (3,0, 2)
4)
i.
X , Y 3x1 y1 4 x2 y2 .
ii.
X , Y 9 x1 y1 3x2 y2 4 x3 y3
5)
matrix.
55
i)
ii)
2
A 2
7
1
A 0
0
2 0
1 1
2 3
2 4
2 4
0 3
iii)
1 0
A
2 4
iv)
2 1
A
8 4
v)
1 1 1
A 1 2 1
3 2 3
vi)
1 3 0
A 3 2 1
0 1 1
vii)
Cos0 Sin
A
Sin Cos0
viii)
2 2 1
A 1 3 1
1 2 1
*****
56
4
CAYLEY HAMILTON THEORY
UNIT STRUCTURE
4.1
Objective
4.2
Introduction
4.3
Cayley Hamilton Theorem
4.4
Similarity of Matrix
4.5
Characteristics Polynomial
4.6
4.7
4.8
4.9
Minimal Polynomial
Complex Matrices
Let Us Sum Up
Unit End Exercise
4.1 OBJECTIVE
After going through this chapter you will able to
4.2 INTRODUCTION
In previous chapter we learn about Eigen values & Eigen Vector. How
here we are going to discuss Cayley Hamilton Theory & its application
also we had study only Real matrix. We introduce here complex matrix
with type of complex matrix also minimal polynomial.
57
Example 1:
Show that the given matrix A satisfies its characteristic equation.
2 1 1
A 0 1 0
1 1 2
Solution:
The characteristic equation of the matrix A is A I 0
2
1
0
1
1
1
1
0 0
2
2 1 2 0 1 0 1 0 1 0
2 2 3 2 1 1 0
4 6 2 2 2 3 2 3 1 0
3 5 2 7 3 0
3 5 2 7 3 0
Now, we have
2 1 1 2 1 1 5 4 4
A2 0 1 0 0 1 0 0 1 0
1 1 2 1 1 2 4 4 5
2 1 1 5 4 4 14 13 13
A 0 1 0 0 1 0 0 1 0
1 1 2 4 4 5 13 13 14
3
A3 5 A2 7 A 3I
14 13 13
0 1 0 -5
13 13 14
5 4 4
2 1 1 1 0 0
0 1 0 +7 0 1 0 3 0 1 0
4 4 5
1 1 2 0 0 1
58
14 13 13
0 1 0 -5
13 13 14
14 13 13
0 1 0 13 13 14
5 4 4
2 1 1 1 0 0
0 1 0 +7 0 1 0 3 0 1 0
4 4 5
1 1 2 0 0 1
25 20 20 14 7 7 3 0 0
0 5 0 + 0 7 0 0 3 0
20 20 25 7 7 14 0 0 3
28 20 20 28 20 20
0 8 0 0 8 0
20 20 28 20 20 28
0 0 0
0 0 0
0 0 0
0
A3 5 A2 7 A 3I 0
3 6
Where A =
1 2
Solution :
The characteristic equation of A is
A I 0
3
1
6
0
2
3 2
60
6 2 3 2 6 0
2 5 0
By Cayley Hamilton theorem,
A2 5 A 0
i.e. A2 5 A
59
Now to calculate
A7 A5 . A2 A5 .5 A 5 A6
5 A4 . A2 25 A5
25 A3 . A2 125 A4
3125 A2 3125(5 A)
15625A
3 6
A7 15625
1 2
46875 93750
15625 31250
46875 93750
The value of A7
15625 31250
Example 3:
By using Cayley Hamilton theorem find A1
1 1 1
A 1 1 2
1 2 1
Solution:
The characteristics equation of A is
A I 0
1
1 1
1 1
2 0
1
2 1
1 1 2 2 4 1 1 2 12 1 0
2 2 3 3 2 2 3 3 3 0
3 3 2 3 9 0
3 3 2 3 9 0
By Cayley Hamilton theorem
A3 3 A2 3 A 9I 0
60
Multiply by A1
A3 A1 3 A2 A1 3 AA1 9IA1 0 A1
A2 3 A 3I 9 A1 0
1
A1 3 A 3I A2
9
1 1 1 1 1 1 3 0 0
2
A 1 1 2 1 1 2 0 6 3
1 2 1 1 2 1 0 3 6
.(1)
1 1 1
1 0 0 3 0 0
3 A 3I A 3 1 1 2 3 0 1 0 0 6 3
1 2 1
0 0 1 0 3 6
3 3 3 3 0 0 3 0 0
3 A 3I A 3 3 6 0 3 0 0 6 3
3 6 3 0 0 3 0 3 6
2
3 3 3
3 0 3
3 3 0
1
A1 3 A 3I A2
9
3 3 3
1
3 0 3
9
3 3 0
1 1 1
1
1 0 1
3
1 1 0
1 1 1
1
A 1 0 1
3
1 1 0
1
3 1 1
A 1 5 1 Verify Cayley-Hamilton theorem for this
1 1 3
matrix.
61
Hence find A1
7 2 3
1
1 4 1
Ans: A1
20
2 2 8
2)
Use Cayley-Hamilton theorem to find inverse of the matrix.
1 1 3
A 1 3 3
2 4 4
3)
24 8 12
1
Ans:
10 2 6
8
2 2 2
1 2 4
A 1 0 3
3 1 2
6
3 8
1
Ans: A 1 7 14 7
7
1 5
2
4)
Show that the following matrices satisfy their characteristics
equation
2 2 1
A 1 3 1
1 2 2
1 0 2
A 0 2 1
2 0 3
5)
i)
1 0 2
A 2 2 4
0 0 2
ii)
3 1 1
A 1 5 1
1 1 3
iii)
2 1 1
A 1 2 1
1 1 2
3 1 1
1
Ans: A 1 3 1
4
1 1 3
1
62
B I P 1 AP I
B I P 1 AP P 1IP
P 1 A I P
P 1 A I P
A I P 1 P
A I
P 1 . P 1
B I = A I
Hence the characteristics equation of A and B are the same
A and B have same eigen values.
Example 5:
1 1
1 0
and B
have same characteristics equations
0 1
0 1
but A and B not similar matrices.
Show that A
Solutions:
Let A
1 1
1 0
and B
0 1
0 1
63
Characteristics equation of A is
i.e.
A I 0
1
1
2
= 1 = 2 2 1 0 s equation
0 1
Characteristics equation of B is
B I 0
i.e.
1
0
2
= 1 = 2 2 1 0
0 1
1 0
Let C
0 2
1 0
C
2, C is non-singular as C 0
0 2
C 1 exists
2 0
adj C
0 1
1 0
1
1 2 0
C
adj C
1
0
1
C
2
0
2
1
1 0
1 1 1 0
C AC
1
0
0 1 0 2
2
1
1 0
1 0 1 2 B
1
0
0 2 0 1
2
Hence A and B are not similar matrices.
2 2 3
Example 6: Let A 2 1 6 , Find similarity to a diagonal matrix.
1 2 0
Find the diagonal matrix.
64
2 0 0
Ans : A 0 2 0
0 0 8
1 1 2
The characteristics polynomial is given by
2
A I 1
1
1
2
1
1
1
2
2
2 2 1 1 2 1 +1 1 2
2 2 4 3 2 2 3 6 2 3 4
3 6 2 9 4
2 3 0
Or A 2 A 3 0 is the minimal equation.
65
Hence the degree of the equation is 2 and less than the order of the
polynomial.
Derogatory Matrix: A nxn matrix is called derogatory if the degree of its
minimal polynomial is less than n.
Non-Derogatory Matrix: A nxn matrix is called non-derogatory if the
degree of minimal polynomial is equal to n.
Properties of Minimal Polynomial:
(1)
(2)
The minimal polynomial of A divides the characteristics
polynomial of A.
(3)
If is the root of the minimal polynomial of A then is also
characteristics of root of A.
(4)
If the n characteristics of root of A are distinct then A is non
derogatory.
Example 7:
Check whether the following matrix is derogatory or non derogatory also
find its minimal polynomial.
2 2 3
A 1 1 1
1 3 1
i)
Solution:
The characteristics polynomials of matrix A is
2 2
A I 1
1
1
3
3
1
1
sum of
2 2 3
2 1 1 1 2 3
2 1 1
1 1 1
1 1 3 1 1 1
1 3 1
3
3 2 2 4 4 5 6
66
3 2 2 5 6
2 1 3
The characteristics roots are -2, 1 and 3 which are distinct.
ii)
Solution:
The characteristics polynomials of matrix A is
1
2
A I 2
3
3
3
1
2
4
sum of
2 1 1
3 2 2 1 2 1
2 3 4
2 3 2
3 4 3 4 2 3 3 3 4
3
3 9 2 6 5 4 7
3 9 2 15 7
1 1 7
The characteristics roots are 1, 1 and 7 which are not distinct.
Therefore matrix A is derogatory.
Example 8:
Show that the matrix A is derogatory also find its minimal polynomial.
1 6 4
A 0 4 2
0 6 3
Solution:
67
1
A I 0
0
6
4
6
4
2
3
sum of
1 6 4
4 2 1 4 1 6
1 4 3
0 4 2
6 3 0 3 0 4
0 6 3
3
3 2 2 0 3 4 0
3 2 2
( 2 2 1)
1 1
The characteristics roots are 0, 1 & 1 which are not distinct.
Therefore matrix A is derogatory matrix.
But we know that characteristic root of A is root of minimal polynomial.
f 1 2 .
Now check whether f .annihilated matrix A.
f A2 A
1 6 4 1 6 4
A A. A 0 4 2 0 4 2
0 6 3 0 6 3
2
1 6 4
0 4 2
0 6 3
1 6 4 1 6 4
A A 0 4 2 0 4 2
0 6 3 0 6 3
A2 A 0
2
f A 0
The minimal of polynomial of A is f 2
68
1 2 2
Solution:
A I 1
3
1
2
1
1
2
2 3 2 2 2 2 1 1 2 3
2 2 5 6 2 2 1 1
3 5 2 4 2 2 10 8 3 3
3 7 2 11 5
1 1 5
The characteristics roots of matrix A are 1, 1 and 5.
roots are.
The matrix A is derogatory.
f 1 5 2 6 5
Now check whether f annihilated matrix A i.e.
f A A2 6 A 5I 0..............( I )
2 2 1
1 0 0
7 12 6
A 6 A 5I 6 13 6 6 1 3 1 5 0 1 0
6 12 7
1 2 2
0 0 1
2
69
7 12 6 12 12 6 5 0 0
6 13 6 6 18 6 0 5 0
6 12 7 6 12 12 0 0 5
f A 0
The minimal of polynomial of A is f 2 6 5
0 0 3
2 1 1
(ii) A 0 3 2
2 4 3
Ans: 2 3 2 0
Ans: 2 0
(2)
Check whether the following matrix is derogatory or nonderogatory also find the minimal polynomial.
1 3 0
(i) A 3 2 1 Ans: Non derogatory
0 1 1
2 1 0
(ii) A 0 2 0
0 0 2
Ans: Derogatory
70
2 3i 1 i
3
2i 1 2 2i 3
A B A B
(3)
AB A.B
Conjugate Transpose:
Transpose of the conjugate matrix A is called conjugate transpose. It is
denoted by A .
For e.g. A
1 i i
1
3 i 2 3i 2
3
1 i
1 i
i
1
A
then A i
i 2
3 i 2 3i 2
1 3i 2
(2)
A B
(3)
AB
A B
B . A
Hermitian matrix:
71
mn
3 i
i
3
Solution:
2 i 3 i
1
Here A 2 i
3
i
3 i
i
3
2 i 3 i
1
A 2 i
3
i
3 i i
3
2 i 3 i
1
A 2 i
3
i
3 i
i
3
A A
Hence by definition A is Hermitian matrix.
Skew Hermitian Matrix:
A Square matrix A such that A A is called a Skew Hermitian Matrix.
i.e. if A aij mn is Skew Hermitian if aij a ji i and j.
Here aij = purely imaginary or re aij = 0.
Example 11:
5 i 6 i
2i
Solution:
5 i 6 i
2i
Here A 5 i
0
i
6 i i
0
72
2i 5 i 6 i
A 5 i
0
i
6 i
i
0
2i 5 i 6 i
A 5 i
0
i
6 i
i
0
5 i 6 i
2i
A 5 i
0
i
6 i i
0
Hence A = -A
A A A i A A B iC
2
2i
1
1
A A and C A A
2
2i
Unitary Matrix:
A square matrix A is said to be unitary matrix if A A 1
Example 12:
Show that the matrix A
1 1 3i 2 i
is Unitary matrix.
15 1 2i 3 i
Solution:
Here A
A
AA
1 1 3i 2 i
15 1 2i 3 i
1 1 3i 1 2i
15 2 i 3 i
1 1 3i 2 i 1 3i 1 2i
15 1 2i 3 i 2 i 3 i
73
1 15 0 1 0
I
15 0 15 0 1
AA I
Hence A is Unitary Matrix.
Example 13:
2 i 1 3 3i
Express the matrix, A i
1 i 2 i As the Hermitian Matrix and
1 i 3
5
Skew Hermitian Matrix.
Solution:
2 i 1 3 3i
A i
1 i 2 i ......( I )
1 i 3
5
Let
2 i 1 3 3i
A i 1 i 2 i
1 i 3
5
2i
1 1 i
A 1
1 i 3 ......( II )
3 3i 2 i 5
4
1 i 4 4i
i 1
2
i 1
4 4i i 1 10
4
1 i 4 4i
1
1
B A A i 1
2
i 1 ......( III )
2
2
4 4i i 1 10
also
2 i 1 3 3i 2 i
i 1 i
A A i 1 i 2 i 1 1 i 3
1 i 3
5
3 3i 2 i 5
74
2i
1 i 2 2i
i 1
2
5i
2 2i 5 i
0
2i
1 i 2 2i
1
1
A A 2 i 1 2 5 i ......( IV )
2
2 2i 5 i
0
Now, A=B+iC
4
1 i 4 4i
2i
1 i 2 2i
1
1
A i 1
2
i 1
i 1
2
5i
2
2
4 4i i 1 10
2 2i 5 i
0
Example 14:
Prove that the matrix, A
1 1 i
2 i 1
Solution:
1 1 i
Let A
2 i 1
A
A A
1 1 i
2 i 1
1 1 i 1 1 i
2 i 1
2 i 1
i i
1 1 i 2
2 i i i 2 1
1 2 0 1 0
I
2 0 2 0 1
AA I
Hence A is Unitary.
Check Your Progress:
(1)
1 i 2 2i
2i 2 3
4i
(i) A 2 4i 6
(ii) A i 1
i
5i
3i
3 6 0
2 2i 5i
(2)
Show that the following matrices are Unitary matrices.
75
(i) A
1 1 1 i
3 i 1 1
(ii)
1 1 i 1 i
2 i 1 1 i
(3)
If A is Hermitian matrix, then show that iA is Skew- Hermitian
matrix.
A
Complex matrix.
Unitary matrix= AA I .
ii)
2 4 3
A 0 1 1
2 2 1
iii)
1 3 7
A 4 2 3
1 2 1
2.
i)
2 1 1
A 1 2 1
1 1 2
ii)
3
1 1
A 1
3 3
2 4 4
76
3.
4.
1 4
Calculate A5 by Cayley Hamilton Theorem if A
2 3
2 2 3
Let A 2 1 6 . Find a similarity transformation that
1 2 0
diagonalises matrix A.
5.
6 2 2
Let A 2 3 1 Find matrix P such that is diagonal matrix
2 1 3
.
6.
1 0 1
Diagonalise the matrix 1 2 1
2 2 3
7.
4 1 0
For the matrix A 1 4 1 .
0 1 4
9.
i)
2i 3 4
A 3 3i 5
4 5 4i
ii)
1 i 2 3i
0
1 i
0
6i
2 3i 6i
0
10.
i)
1 i
2
A
1 i
2
1 i
2
1 i
2
77
ii)
1 1
1
A
1 w
3
1 w2
1
w2
w
11.
12.
Check whether the following matrix is derogatory or nonderogatory.
2 2 3
i)
A 2 1 6
1 2 0
ii)
1 0 1
A 1 2 1
2 2 3
iii)
1 2 3
A 2 4 6
3 6 9
iv)
2 0 1
A 0 3 0
1 0 2
v)
1 1 3
A 1 5 1
3 1 1
vi)
5 0 1
A 0 2 0
1 0 5
vii)
2 2 1
A 1 3 1
1 2 2
viii)
9 4 4
A 8 3 4
16 8 7
ix)
3 10 5
A 2 3 4
3 5 7
78
13.
Show that the following matrix is derogatory also find minimal
polynomial.
i)
2 2 2
A 1 1 1
1 3 1
ii)
3 10 5
A 2 3 4
3 5 7
iii)
2 2 3
A 2 1 6
1 2 0
*****
79
5
VECTOR CALCULAS
UNIT STRUCTURE
5.0
Objectives
5.1
Introduction
5.2
Vector differentiation
5.3
Vector operator
5.3.1 Gradient
5.3.2 Geometric meaning of gradient
5.3.3 Divergence
5.3.4 Solenoidal function
5.3.5 Curl
5.3.6 Irrational field
5.4
5.5
Let Us Sum Up
5.6
5.0 OBJECTIVES
After going through this unit, you will be able to
Properties of operators
5.1 INTRODUCTION
Vector algebra deals with addition, subtraction and multiplication of
vertex. In vector calculus we shall study differentiation of vectors
functions, gradient, divergence and curl.
Vector:
Vector is a physical quantity which required magnitude and direction both.
Unit Vector:
80
Unit Vector is a vector which has magnitude 1. Unit vectors along coordinate axis are i and j , k respectively.
i = j = k = 1
Scalar Triple Vector:
a b c = b c a = c a b
a b c = - b a c
a b c or cross product of
a b and c
= a . c b a . b c
a b c = a . c b b . c a
a b c
i.e. a b c
Coplanar Vectors:
Three vectors a, b
a b
and
are coplanar if
a b c
= 0 for
a 0,b 0,c 0
81
v v t + t - v(t)
v t + t - v(t)
v
=
t
t
Taking limit t
0 we get,
v t + t - v(t)
v
= lim
t 0 t
t 0
t
v t + t - v(t)
dv
v
= lim
= lim
t 0 t
t 0
dt
t
v t + t - v(t)
dv
= lim
t 0
dt
t
lim
d
dv
= k v = k
dt
dt
(ii)
d
dt
u + v =
(iii)
d
dt
u . v = u .
(iv)
d
dt
k is a constant
du
dv
dt
dt
dv
du
v.
dt
dt
v = u
dv
du
v
dt
dt
i+
j+
k
Then, dt
dt
dt
dt
Note:
If r xi + yj + zk then r = r = x 2 y2 z 2
Example 1:
If r
t + 1 i + t 2 + t - 1 j + t 2 - t + 1 k
find
dr
d2 r
and
dt
dt
82
Solution:
r
t + 1
i + t 2 + t - 1 j + t 2 - t + 1 k
dr
i + 2t + 1 j +
dt
d2 r
2j + 2 k
dt 2
2t - 1 k
Example 2:
If r a cos wt + b sin wt where w is constant show that
dr
d2 r
r
= w a b and 2 = -w r
dt
dt
Solution:
b b=0
b a = 0
a b w cos 2 wt a b w sin 2 wt
= -a b
a b w cos 2 wt sin 2 wt
a b w 1
w a b
d
a b
dt
ii)
da
d
a
dt
dt
d2 a
dt 2
83
Solution: i)
d
a b
dt
d
a . b
dt
d
= a.
b c
dt
dc
= a . b
+
dt
c
+ b c .
da
dt
db
da
c + b c .
dt
dt
db
da
c + b c .
dt
dt
db
dc
da
= a b
+ a
c + b c
dt
dt
dt
dc
= a . b
+a.
dt
Solution: ii)
da
d
a
dt
dt
d2 a
dt 2
da d3 a
da
d2a d2a
= a
+
a
c
+
3
2
2
dt dt
dt dt
dt
(From Result i)
da d 3 a
= a
+0+0
3
dt dt
d 2 a da
dt 2 dt
da d 3 a
= a .
dt dt 3
d
= a b c
dt
d
= a
dt
dc
= a b
+
dt
dc
= a b
+
dt
b c
d
a b c
dt
db
da
+
b c
a
dt
dt
dc
db
da
= a b
+ a
c + b c
dt
dt
dt
Solution:
dr
=
dt
dr
dt , where r = r
2
r
r
84
Solution : We have r =
r
r
dr
d r
dt
dt r
dr
dr
r
-r
dt 2 dt
r
1 dr r dr
r dt r 2 dt
r
r
r
1
dr r dr
r
r dt r dt
r
1 dr
r r dr
r
r dt
r 2 dt
r
dr
2
0
r
dt
dr
r
dt
r2
R.H.S
L.H.S. r =
rr 0
Solution:
r = t 3i + 2t 3
j
5t 2
dr
2
3t 2i + 6t 2
j
dt
5t 3
L.H.S.
dr
dt
t3
1
5t 2
2
6t 2 3
5t
3t 2
2t 3
k
0
0
dr
= k
dt
85
2
1
i 0 - j 0 + k t 3 6t 2 3 - 3t 2 2t 3 2
5t
5t
2
3
k 6t 5 6t 5
5
5
k
R. H. S.
Example 7. If
r =a e
mt
+be
mt
. Show that
d2 r
= n2 r
2
dt
Solution:
r = a e mt + b e mt .......................................................(i)
dr
m a e mt - m b e mt
dt
d2 r
m 2 a e mt + m 2 b e mt
2
dt
m 2 a e mt + b e mt
m2 r
(from (i))
d r
m2 r
2
dt
Check your progress:
du
dv
= w u and
= wv
dt
dt
d
Show that
u v = w u v
dt
(1) If
(2) If r = t i 3t - t
2
(3) If:
dr d 2 r
,
j + 7t + 1 k Find
dt dt 2
dr d 2 r dr
d2 r
r = t i t j + st - 1 k , Find
,
,
,
dt dt 2
dt
dt 2
a.
da
da
=a
dt
dt
d2 r
at t =
2
2
dt
86
x, y, z = c, where c is constant.
Hence for r = x i + y j + z k any point on surface . dr = 0
i.e. at is right angles to dr and dr lies on the tangent plane to the
surface at P r .
dr
Geometrically represents a vector normal to the surface x, y, z =
constant.
Example 8: Find grad , where = x 2 y3 ez
2
3 z
+j
+k
Solution: grad = i
x y e
y3 e z + j
x 2 y3 e z + k
y
z
= i 2xy3e z + j 3x 2 y 2 e z + k x 2 y3 e z
= i
= x y 2 ez 2y i +3xj + xyk
Solution:
y3 e z
87
r = xi + yj + zk
r = x 2 + y2 + z 2
2
2
2
+j
+k
Grad r = i
x +y +z
y
z
x
= i
x 2 + y 2 + z 2 + j
x 2 + y 2 + z 2 + k
x 2 + y2 + z2
x
y
z
1
1
1
= i
. 2y + k
2x + j
2z
2
2
2
2
2
2
2
2 x +y +z
2 x +y +z
2 x + y2 + z2
x y z
i+
j+ k
r
r
r
xi yj+zk
=
r
r
grad r =
r
=
1
Example 10: If r xi yj zk find grad
r
Solution:
r = xi + yj + zk
r=
x 2 + y2 + z2
r 2 = x 2 + y2 + z2
r
2r
= 2x
x
2r x 2r y 2z z
,
,
2x r 2y r 2r r
= i
+j
+k
y
z
x
1
1 + k
= i
+ j
x r
y r
z
grad
1
r
1 r
1
= i 2
+ j 2
r x
r
1 r
r
= 2 i
+ j
+k
r x
y
r
+k
y
r
y
1
r
1
r
1 r
2
r z
88
1 x y z
i + j + k
r2 r
r
r
1 1
= 2.
xi + yj + zk
r
r
1
= 3 r
r
r
= 3
r
=
3
2
= i
+j
+k
2x y - y z
y
z
x
= i
2x 3 y - y 2 z + j
2x 3 y - y 2 z + k
x
y
z
= i 6x 2 y + j 2x 3 - 2yz + k - y 2
grad
2x y - y z
3
= i 6x 2 y + j 2x 3 - 2yz - k y2
= 6 1 1 i + j 2 1 2 1 2 k 1
2
= 6 i + j 2 4 k
= -6 i + 6j k
Example 12: Evaluate grad e r , where r 2 x 2 y2 z 2
2
Solution : Grad
e
r2
r2
= i
+j
+k
e
y
z
x
2
2
2
= i
e r + j
e r + k
er
x
y
z
2
2
2
r
r
r
= i e r .r
+ j e r .r
+ k e r .r
x
y
z
2
2
2
x
y
z
= i e r .r. + j e r .r
+ k e r .r
r
r
r
2
= r e r xi + y j + z k
= r er r
89
= n r n 2 xi + yj + zk
= n r n 2 r
Example 14: Find grad log x 2 y2 z 2
Solution:
grad log x 2 y2 z 2
= 2 i
+j
+k
( log r)
y
z
x
= 2 i
( log r)+ j
( log r)+ k
( log r)
y
z
x
1 r 1 r 1 r
= 2 i
+j
+k
r y
r z
r x
1x
= 2 i
+j
r r
2
= 2 xi +y j
r
2r
= 2
r
Example
1y 1z
+k
r r
r r
1y
+z k
r r
15:
r r i +yj + zk
Show
that
a. r
grad n
r
a n a. r
n n2 r
r
r
where
90
Solution: let
a = a1 i + a 2 j + a 3 k
a .r = a1 x + a 2 y + a 3
a. r
grad n
r
a. r
n
r
a x + a 2 y + a3 z
i j k 1
y
z
rn
x
a1 x + a 2 y + a 3 z
now i
x
rn
n
n 1
r a1 - a1 x + a 2 y + a 3 z nr
i
r 2n
n
n 1
r a1 - a1 x + a 2 y + a 3 z nr
i
r 2n
r n a1 - a1 x + a 2 y + a 3 z nx n 1
i
r 2n
r
x
x
r
r n 2
similarly
a1 x + a 2 y + a 3 z
j
y
rn
r n a 2 - a1 x + a 2 y + a 3 z ny r n 2
r 2n
and
a1 x + a 2 y + a 3 z
k
z
rn
n
r a 3 - a1 x + a 2 y + a 3 z nz r n 2
r 2n
a . r
grad n
r
r n a1 i + a 2 j + a 3 k - a1 x + a 2 y + a 3 z nz r n 2 xi + yj + zk
r 2n
91
ar n - n r n 2 r a .r
r 2n
- n a .r r n 2 r
ar n
r 2n
r 2n
n a .r
ar n
r
2n
r
r n 2
n a .r
a
n r
r
r n2
Show that:
a) grad log r
r
r2
b) grad r 3 3 r r
c) grad f r f 1 r
r
r
5.3.1 Divergence:
If v (x, y, z) = v1i + v2 j + v3 k can be defined and differentiated at each
point (x, y, z) in a region of space then divergence of v is defined as
div v = . v
92
= i
j
x
=
v1
x
k
. v1 i +v 2 j + v3 k
y
z
v 2 v3
y
z
2
2
2
= i
j
k
. x y i 2xyj + y 2xy k
y
z
x
2
=
x y2
2xy y2 2xy
x
y
z
= 2x 2x 0
= 4x
=.F
= i
j
x
=
x
x
= 111
=3
k
. xi + yj + zk
y
z
y z
y
z
div r n r
= (n+3) r n
where r r
Solution: L.H.S. div r n r = . r n r
n
= i
j
k
. r xi + yj + zk
n
n
n
=
r x
r y
r z
x
y
z
r
r
r
= r n 1 + x nr n 1
+ r n 1 + y nr n 1
r n 1 + z nr n 1
x
y
z
93
r
r
r
= 3r n + nr n 1 x
+ y
+z
y
z
x
y
z
x
= 3r n + nr n 1 x. y. z.
r
r
r
n
= 3r + nr
n 1
= 3r n + nr n 1
y2 z2
r
2
r
r
= 3r n + nr n
= 3 + n rn
= R.H.S.
r
r
xi + y j +z k
r
div r
. r
xi + yj + zk
= i
j
k
.
y
z
r
x
x
y
z
=
x r y r z r
r
r
r
r 1 - y
r 1 - x
r 1 - z
y
x +
z
=
r2
r2
r2
x
y
z
r -x
r -y
r -z
r +
r
r
=
2
2
2
r
r
r
2
2
2
2
2
r -x
r -y
r - z2
=
+
r3
r3
r3
r 2 - x 2 +r 2 - y 2 r 2 - z 2
=
r3
3r 2 - x 2 + y 2 z 2
=
r3
94
3r 2 - r 2
r3
2
=
r
= F
2
3 4
= i
j
k
x y z
3 4
2 4
= 2xy z i + 3y z j + 4x 2 y 3z 3 k
div (grad F)
= . 2xy3 z 4 i + 3y 2 x 2 z 4 j + 4x 2 y3z 3 k
=
2xy3 z 4 +
3y 2 x 2 z 4 +
4 x 2 y3 z 3
x
y
z
= 2xy3 z 4 + 6x 2 y z 4 + 12 x 2 y3 z 2
Example 21 Find the value of div a r r n where a is a constant
vector and r = xi + y j +z k
Solution: div a r r n
= i
. a r rn
x
= i .
. a r r n a r
x
i . a
r
n
r n
n 1 r
r a r n r
x
x
i . a
x
i r n a r n r n 1
r
= i . a i r n nx r n 2 a r
= nr n 2 x i a r
=
nr n 2 a r
0
x
x i
i. a i = 0
95
nr n 2 a r r
xi r
nr n 2 a r . r
nr n 2 0
0
5.3.4 Solenoidal Function: A vector function F is called Solenoidal if
div F = 0 at all points of the function.
5.3.5 Curl: The curl of a vector point function F is defined as curl
F F if F1i + F2j +F3k .
curl F F
= i
j
x
i
j
x
F1
y
F2
k
F1i + F2 j +F3 k
y
z
z
F3
F3 F2 F3 F1 F2 F1
= i
- j
+ k x y
y z x z
The curl of the linear velocity of any particle of rigid body is equal to
twice the angular velocity of body.
i.e. if w = w1i + w 2j +w 3k be the angular velocity of any particle of the
body with position vector defined as r = xi + yj +zk then linear velocity
v=w r .
Hence curl v v
= w r
i
= w1
x
j
w2
y
k
w3
z
= i w 2 z -w 3 y j w1z -w 3 x k w1y -w 2 x
96
i
j
k
=
x
y
z
w 2 z -w 3 y w 3 x -w1z w1y -w 2 x
= i w1 + w1 j w 2 -w 2 k w 3 + w 3
= 2w1i 2w 2 j 2w 3k
= 2w
curl v = 2w
i
j
k
=
x
y
z
2
x y 2xy 2yz
= 2z +2x i 2z -x 2 k
i
j
k
=
x
2z +2x
y
0
z
2z x 2
= i
2z x 2 0 j
2z x 2 2z 2x
z
z
x
k 0 2z 2x
y
x
= i 0 j 2x 2 k 0
= 2x 2 j
At (1, 0, 2)
97
curl F 2(1) + 2 j
4 j
Example 23 Find curl V if V = x 2 + yz i + y2 +2x j z 2 +xy k
Solution: curl V
V
i
j
k
=
x
y
z
x 2 yz y 2 zx z 2 xy
2
2
2
2
i
z +xy
y +2x - j
z +xy
y +yz
z
z
x
2
+ k
y +2x
x + yz
y
x
i x - x - j y - y + k z - z
0
Example 24 Evaluate curl r where if r = xi + yj zk
Solution: Curl r
i
j
k
x
x
y
y
z
z
z y
y x
z x
i - j + k
x z
y z
x y
0k
0i - 0j+
0
r
Example 25 Evaluate curl where if r = xi + yj zk
r
Solution:
r
r = 2
r
r
x
y
z
= 2 i 2 j 2 k
r
r
r
r
98
y
z
r
x
curl = 2 i 2 j 2
r
r
r
r
x
x
r2
y
y
r2
z
z
r2
i
y
+ k
x
z y z x
2
2 - j
2
2
r z r
x r z r
2z
i 3
r
2z
i 3
r
2r
2y 2r
+ 3
+ -------------+--------------2y
r 2z
y
2y z
+ 3
+ -------------+--------------r
r r
y x
2
2
r y r
r3
r3
r3
= 0i + 0j + 0k
0
Example 25 If F = x 2 y i + xzj 2yzk find div (curl F )
Solution: curl F
x
x2y
y
xz
z
2yz
i
2yz xz - j
z
x
y
+ k
x2 z
x z
y
x
i 2z - x - j 0 - 0 + k z - x 2
2z - x i + z - x 2 k
div (curl F)
2yz
x z
2
99
i
j
+ k . 2z - x i z x 2 k
y
z
x
z x2
2z - x
x
z
= 1 + 1
0
Example 27 If F = grad xy + yz zx , find (curl F ).
Solution: F = grad xy + yz zx
xy + yz +zx
i
j
+ k xy + yz +zx
y
z
x
i
xy + yz +zx + j
xy + yz +zx + k xy + yz +zx
x
y
z
i y + z + j x z + k y + x
(curl F)
i
j
k
x
y
z
yz x + z x + y
i x + y x + z - j
z
y
+ k
x + z y + z
y
x
x + y
y + z
i 1 - 1 - j 1 - 1 + k 1 - 1
0 i + 0 j + 0 k
0
(ii) . A B = . A . B
(iii) A B = A . B
100
Proof:
+j +k
(i) f g i
f g
y
z
x
i
f g j
f g + k
f g
x
y
z
i f + j f + k
g
i g+ j g +
y
z
y
z
x
x
f g
(ii) Let A = A1i + A2j +A3k
B = B1i + B2 j +B3k
. A B
. A1 B1
A1 B1 +
x
A1 +
x
y
i A B j A B k
2
2
3
3
A 2 B2 +
A 3 B3
y
z
A2 +
A3
B1 +
y
x
. A . B
(ii) Let
A B
i
x
A1 B1
y
A 2 B2
i y A
B3
z
A 3 B3
A 2 B2
A B
x
A
B
i
x
x
x
A B
B
x
B2 +
B3
101
r
r = x i + y j + z k ) show that the vector div 3
r
solenoidal and irrotational.
(3) For
is both
A = ax + 3y +4z i + x - 2y +3z j + 3x + 2y - z k
(7) If
solenoidal find value of a.
(7) Find the direction derivative of a scalar field
in the direction of (3, 2, 1).
is
x 2 y z at (4, -1, 2)
ds
i j k
dt
x
y
z
grad f F
grad F . F
curl F F
ds
d2 s
represents velocity and 2
dt
dt
102
5.5
LET US SUM UP
Differentiation of vectors.
Curl of a vector.
5.6
1)
2
Find the value
(A B)G (1, 0,1)
yx
1 1
2)
If r xi yi zk prove that 3 r.
R R
where R r
3)
Find the unit normal vector to the surface at the point(1,0,1).
4)
Find the directional derivative of f (x, y, z) xy2 yz3 the point
(1,-1,1) in the direction of (3,-1,1)
5)
6)
Show that the vector f (x 3y)i (y 3z)j (x 2z)k is
solenoid.
7)
Show that the vector f (3x 2 y)i (x 3 2yz 2 ) j (3z 2 2y2z)k is
irrotational.
8)
Show that div r =3
where r xi yi zk
9)
Show that for any vector F
Div (Curl F)=0
10)
If a a1i a 2i a 3k and
Find Curl (r x a)
*****
r xi yj zk
103
6
DIFFERENTIAL EQUATIONS
UNIT STRUCTURE
6.1
6.2
6.3
6.4
6.5
6.6
Objective
Introduction
Differential Equation
Formation of differential equation
Let Us Sum Up
Unit End Exercise
6.1 OBJECTIVE
After going through this chapter you will able to
i.
Define differential equation
ii.
Order & degree of differential
equation
iii.
Formulate the differential equation
6.2 INTRODUCTION
We have already learned differential equation in XIIth . Hence we
are going to discuss differential equation in brief. In this chapter we
discuss only formulation of differential equation.
y= depedent variable
2
d2 y
dy
2 +y=0
2
dx
dx
dn y
y=0
dx n
104
dy
is the first order derivative,
dx
d 2 y d dy
is the second order derivative.
dx 2 dx dx
d2 y
dy
2 y 0
e.g 1)
2
dx
dx
Order = 2
di
2) E = Ri + L
dt
Order = 1
Degree:The degree of differential equation is the degree of the highest ordered
derivative in the equation when it is made free from radicals and fractions.
e.g.
1
d2 y
k2 y 0
2
dx
order = 2, degree = 1
2
d2 y
dy
2 Y 0
2
dx
dx
Order =2, degree =1
1
dy
y x
dy
dx
dx
Order=1, degree=2
3
dy 2
dx 2
d2 y
2
dx
dy
dx
1
dy
dx
105
3 2
d 2y
dy
2
dx
dx
Squaring both sides
2
d 2 y dy
2
dx dx
Order=2, degree=2
3
Solved examples:
Example 1: Find the order and degree of the following
dy 2
1
dx
i) e
d2y
dx 2
Solution:
2
d 2 y dy
e 2 1
dx
dx
Squaring both sides
2
d 2 y dy
e 2 1
dx dx
order = 2, degree = 2
2
d
d2y
ii)
x
dx dx3
Solution:
x
sin( xy ) e
iii)
d 3y
d3 y d 4 y
x
3 x 3 3 4 sin( xy) e
dx
dx dx
Order = 4, degree=1
dy
5
y x
dy
dx
dx
Solution:
2
dy
dy
y x 5
dx
dx
Order =1, degree=2
106
dy
dy
y x
5 1
dx
dx
iv)
Solution:
dy
dy
y x 5 1
dx
dx
Squaring on both sides
2
dy 2
dy
y-x 25 1
dx
dx
2
dy 2
dy
2 dy
y 2 xy x 25 1
dx
dx
dx
2
2u
u
u
2
x
y
1)
2)
3)
11
d3y
d3y
d2y
dy
x
3 5 3 7 2 y e
dx
dx
dx
dx
Ans : order=3, degree=7
y y
11 3
1 4
ex
y11 1 y12
107
y ax2 1
Where y= independent variable
x = dependent variable
Differentiating equation (1) with respect to x
dy
2ax (2)
we have
dx
From equation (1) we have
y
a 2
x
Put value of a in equation (2), we have
dy
y
2 2 x
dx
x
dy 2 y
dx
x
dy
x
2y
dx
dy
x 2y 0
dx
This is the required differential equation
Note:To eliminate two arbitrary constants, three equations are required. To
eliminate three arbitrary constants, four equations are required.
In general to eliminate n arbitrary constants. (n+1) equations are required.
In other words elimination of n arbitrary consonants will bring us to
differential equation of nth order.
Solved Examples:Example 2: Form the differential equations if y c1 cos x c2 sin x
Solution: We have
Y= c1 cos x + c 2 sinx -------------(1)
This equation contains two arbitrary constants, therefore we shall require
three equations to eliminate c1 and c 2 .
Differentiating equation (1) with respect to x
dy
d2 y
= -c1 cos x c2 sin x
dx 2
108
d2 y
= (c1 cos x+c2 sin x)
dx 2
d2 y
= y from eq ----(1)
dx 2
d2 y
+y=0
dx 2
This is the required differential equation.
Example 3: Form the differential equation from
x= a sin (wt+c) where a and c are arbitrary constants.
Solution: We have,
x= a sin (wt+c)--------(1)
Differentiate equation (1) with respect
dx
+ acos (cot+c) w
dt
dx
+ aw cos(cot+c)
dt
Again differentiating w.r.t. 't'
d2 x
-a wsin cot c w
dt 2
d2 x
-w 2 a sin cot c
dt 2
d2 x
-w2 x........u sin g equation 1
dt 2
d2x
w2x 0
2
dt
This is the required differential equation
dx Ax
dy 1
dx x
dy
x
1
dx
This is the required differential equation.
109
y cx c2 (1)
Differentiate equation (1) with repect to x
dy
c
dx
Put value of c in equation (1)
dy dy
y= x
dx dx
y= a e2x b e3 x -------------(1).
Here the number of arbitrary constants is two
Hence we shall require three equations to
Eliminate and b. So we differentiate the given equations twice.
dy
= 2a e2x 3b e3 x -------------(2).
dx
d2 y
= 4a e2x 9b e3 x -------------(3)
2
dx
From equation (1) (2) & (3) elimination of a & b gives directly
y
dy
dx
d2y
dx 2
3 0
In the determinant
1st column is LHS
Column 2nd column 2nd column contains coefficients a e2x
Expanding the determinant
2nd column contains coefficients of b e3x
dy
d2y
y 18 12 9 4 2 3 2 0
dx
dx
dy d 2 y
6y-5 2 0
dx dx
110
d2 y
dy
-5 +6y 0
2
dx
dx
This is the required differential equation.
Example 7: Find the differential equation of all circles
touching y axis at the origin and centers on x-axis
Solution:
x a
i.e.
y2 a2
x2 2ax a 2 y 2 a 2
x2 y 2 2ax 0 (1)
dy
x2 y2 2x x y 0
dx
dy
x 2 y 2 2 x 2 2 xy 0
dx
dy
-x 2 y 2 2 xy 0
dx
111
dy
x2 y2 0
dx
Which is the require differential equation.
2 xy
Ans.
2
dy 2
2d y
1 a 2
dx
dx
2)
Obtain the differential equation whose general solution is given by
x
y e A cos x B sin x
Ans
d2y
dy
2 2y 0
2
dx
dx
3)
Find the differential equation whose general solution is given by
x
y c1e c2e2 x c3 e3 x
Ans
4)
i)
Ans
ii)
Ans
iii)
d3y
d 2y
dy
5
6 y 0
3
2
dx
dx
dx
Obtain the differential equations for the following:
y A e3 x B e2 x
d2y
dy
5 6y 0
2
dx
dx
2t
s c1e c2 et
d 2 s ds
2s 0
dt 2 dt
y A cos 2t+ B sin 2t
iv)
d2 y
4y 0
dt 2
y ax3 bx 2
Ans
x2
Ans
v)
Ams
vi
Soln
Vii
d2y
dy
4x 6 y o
2
dx
dx
x A cos(nt
d2y
n2 x 0
2
dt
Y A Bx Cx2
d2y
0
dx 2
Y sin x c
112
Soln
Viii
Ans
dy
cos x
dx
y (c1 c2 x)e x
d2y
dy
2 y 0
2
dx
dx
Equation in term
of is called differential equation.
dx
6.6
1)
i.
d3y
d2y
dy
3
3
2 3 y
dx
dx
dx
ii.
dy 2
i
dx
iii.
d2y
2
dx
iv.
d2y
dx 2
dy
1
dx
2
d 2 y 3 dy
1 y 0
dx 2
dx
i.
ii.
1
dy
y x
dx dy
dx
Formulate the differential equation
Y A Blogx
X = asin(w++c)
iii.
Y = c x (Acosx+ Bsinx)
v.
2)
iv.
v.
vi.
vii.
viii.
ix.
Y = em cos x
Y = ax 2 bx
Y = cx+2c 2 c3
X 2 +Y 2 = 2ax
Y 2 = 4ax
e x +Ce y = 1
113
x.
Y = ACos2x+ BSin2x
*****
7
SOLUTION
EQUATION
OF
DIFFERENTIAL
UNIT STRUCTURE
7.1
Objectives
7.2
Introduction
7.3
Solution of Differential equation
7.4
Solution of Differential Equation of first order and first degree
7.5
Let Us Sum Up
7.6 Unit End Exercise
7.1 OBJECTIVES
After going through this chapter you will able to
7.2 INTRODUCTION
We have already formed differential equation in previous chapter.
Here we are going to find solution of differential equation with different
method. It is very useful in different field.
114
y= x
yx
Differential equations of first order and of First Degree :An equation of the form,
dy
M+N
0
dx
Where M and N are functions of x and y or constant. is called
differential equation of first order and first degree.
This equation can also be written as
Mdx Ndy 0
115
7)
Methods of substitution.
We will explain all these methods one by one in detail.
7.4.1 Variable Separable form:Working Rule
1)
Consider the differential equation Mdx+ Ndy=0
2)
If possible rearrange the terms and get f(x) dx +g(y).dy=0
3)
Integrate and write constant of integration in suitable form, usually
C.
4)
Simplify if possible.
Solved Examples:-
sec2 y
dx
dy 0 1)
tan y
3e x
Sec 2 y
dx
1e x
tan y dy constant
-3
e
Sec 2 y
dx
tan y dy c
ex 1
tany
e - 1
x
=c
116
y dy
2
1 x y 2 1 x 2
x dx
Solution:
y dy
= 1+ x 2 1+ y 2
x dx
y dy
= 1+ x 2 1+ y 2
x dx
y
dy = x 1+ x 2 dx - - - - - - - - - -1
2
1+ y
This is in variable separable form
Integrate equation (1)
1
2y
1
dy 2 x 1 x 2 dx c
2
2
1 y2
f 1 x
dx = 2 f x + c
\
f
x
n
1
f x f x dx
n+1
f x
=
n+1
3
1
1 2
2 1+ y 2 = 1+ x 2 2 +c
2
2 3
3
1
1+ x 2 2 +c
3
This is in required general solution.
dy
Example 3: Solve
1 x 1 2e y
dx
Solution: The given equation is
dy
1 x 2e y 1
dx
1
1
-y
dy =
dx
x+1
2e - 1
1+ y 2 =
ey
1
1
dy
=
dx
y
e 2e-y - 1
x+1
ey
1
dy
dx
y
2e
x 1
0=
1
ey
dx
dy
x+1
2 ey
117
1
ey
dx y 2 dy 0 (1)
x 1
e
This is in variable separable form,
Integrate equation (1), we get
1
ey
dx
x 1
e y 2 dy =log c
log x 1 log e y 2 log c
x 1 e y 2 c
given
when x=0
3e x tan y dx 1 e x sec2 y dy 0
through out by 1+e x tan y
3e x
sec2 y
dx
dy 0 (1)
1+e x
tan y
3ex
sec2 y
dx
dy log c
1+ex
tan y
3
ex
sec2 y
dx
1+ex
tan y dy log c
x 3
log
1+e tan y log
c
118
3
1+1 tan
c=8
dy x 2log x 1
dx sin y y cos y
dy x 2log x 1
dx sin y y cos y
sin y y cos y dy x 2log x 1 dx (1)
This is in variable separable form
Integrate equation (1), we get
x2 x2 x2
cos y y sin y cos y 2 log x c
2 2 2
y sin y x 2 log x x 2 x 2 c
y sin y x 2 log x c
This is required general solution
Check Your Progress:
1)
solve:
dy
e x y x 2 e y
dx
x3
x
e ey c
3
dy
2 dy
2)
solve:
y x a y
dx
dx
ans
1 ay x a cy
3)
ans
4)
ans
solve:
log
dy
ax by
dx
eax eby
c
a
b
solve:
dy
0
dx
119
solve:
Sec2 x tan y dx sec2 y tan x dy 0
tan x tan y c
dy
e x2 y
6)
solve:
dx
1 2y x
e e c
ans
2
7.4.2 Equations Reducible to variable separable forms:
Sometimes we come across differential equations which cannot be
converted into variable separable form by mere rearrangement of its terms.
These differential equation can be suitable substitution
Solved Examples:2 dy
Example 6: solve: x y a 2
dx
2 dy
Solution: we have
x y a 2 (1)
dx
Substitute x-y=t
Differentiating with respect to x, we get
dy dt
1
dx dx
dy
dt
1
dx
dx
Using equation (1) we have
5)
ans
dt
t 2 1 a 2
dx
dt a 2
1 2
dx t
dt
a2
1 2
dx
t
dt t 2 a 2
dx
t2
t2
2
dt dx
t a2
This is invariable separable form
Integrating we get
t2
dx t 2 a2 dt cons tan t
t 2 a2 a2
x= 2
dt c
t a2
120
a2
dt c
t 2 a2
1
t a
x=t+a 2 log
c
2a
ta
x= dt
a
t a
x=t+ log
c
2
ta
t=x-y
x ya
a
x=x-y+ log
c
2
x ya
x ya
a
y= log
c
2
x ya
This is the required general solution
dy
cos x y
Example 7: Solve
dx
dy
cos x y (1)
Solution: We have
dx
Put
x y t
Differentiating above with respect to x, we get
dy dt
1+
dx dx
dy dt
1
dx dx
Using equation (1)
dt
1 cos t
dx
dt
1 cos t
dx
1
dt dx
1 cos t
1
dt dx
2 cos 2 t
2
This is invariable separable form,
Integrating we get
1
dt dx cons tan t
2cos 2 t
2
1
sec2 t dt x c
2
2
121
1 2
tan t x c
2
2 1
tan t x c
2
t=x+y
x y
tan
xc
2
This is the required general solution,
2 dx
Example 8: Solve
4x y 1
dy
Solution: The given equation is
dy
2
4 x y (1)
dx
Put 4x y t
Differentiating above with respect to x
dy dt
4
dx dx
dy dt
4
dx dx
Using equation (1), we have
dt
4 t2
dx
dt
t2 4
dx
1
2
dt dx
t 4
This is in variable separable form
Integrating we get,
1
2
dt dx cons tan t
t 4
2 tan
t
xc
2
t=x+y
1
x y
tan 1
xc
2
2
x y
tan 1
2 x c1 where c1 c
2
This is the required general solution
dy
Example 9: Solve x y y 0
dx
122
Solution:
dy
x y y 0 (1)
dx
Put x y t
Differentiating with respect to x, we get
dy dt
1+
dx dx
dy dt
1
dx dx
Using equation (1), we have
dt
t 1 t x 0
dx
dt
x t
1
dx
t
dt
x
1 1
dx
t
dt x
dx t
xdx tdt
xdx= tdt+constant
x2 t 2
c
2 2
x 2 t 2 2c
t=x+y
x 2 x y 2c
2
x 2 x2 2 xy y 2 2c
2xy y 2 2c
y 2 2xy c1 where c1 2c
This is the required general solution
Example 10: Solve
x
y
y
y
y
cos dx sin cos dy 0
x
x
x
x
y
Solution:
The equation is,
x
y
y
y
y
cos dx sin cos dy 0
x
x
x
x
y
123
Substitute
y
v
x
y=vx
v x
dx
dx
But the above equation can be written as
y
y x
y
y dy
cos sin cos 0
x
x y
x
x dx
dy
1
v cosv- sin v cos v v x 0
dx
v
By rearranging the terms, we have
1
sin v v cos v
dx
dv
x
v sin v
1
sin v v cos v
dx
dv 0
x
v sin v
This is in variable separable form
Integrating we get,
1
sin v v cos v
dx
dv cons tan t
x
v sin v
logx+log vsinv c
log
x vsinv log
c
xv sinv=c
y
v=
x
y
y
x sin c
x
x
y
ysin c
x
This is the required general solution
1 e x y e x y 1
-y
x
x dy
y
0
Ans
:
x+y
e
c
y dx
124
3)
2x y e
y
x
y x e
y y
2
tan x x sec
y
x
dy 0 Ans:y2 2 x 2e y x c
dx
y
y
dx sec2 dy 0
x
x
y
Ans x tan c
x
7.4.3 Homogeneous Equations
A differential equation Mdx+Ndy=0 is said to be homogeneous if M & N
are homogeneous functions of x and y of same degree
Working Rule:
1)
Check whether differential equation is homogenous in x and y
dy
2)
Express
in terms of x and y
dx
3)
Put y=vx
dy
dv
v x
4)
dx
dx
5)
Separate x and y variables and get F(ex)dx+ g(v) dv=0
6)
Solve by integration
y
7)
Put v =
and simplify
x
Solved examples:Example 11: Solve
x
x
y 2 dx 2 xy dy 0
2
y 2 dx 2 xy dy 0
Solution: We have
Here M and N are homogeneous expressions in x and y of the second
degree
2xy dy=- x 2 y 2 dx
2xy dy=- x 2 y 2 dx
x2 y 2
dy
(1)
dx
2 xy
put y=vx
dy
dv
v x
dx
dx
Using equation 1 we have
vx
dv x 2 v 2 x 2
dx 2 x vx
125
dv x 1 v
v x
dx
2v x 2
2
dv 1 2v 2
1
dx
2v
dv 1 3v 2
dx
2v
-2v
1
dv dx
2
1+3v
x
This is in variable separable form
Integrating above expression we have
1 6v
1
-
dv= dx cons tan t
2
3 1+3v
x
1
- log 1+3v2 log x log c
3
1
- log 1+3v2 log cx
3
x
1+3v 2
v
1
cx
3 3
y
x
y2
1
3 3
2
x
cx
1
x 3 3xy 2 3
c
1+3
1
c3
This is the required general solution
dy
dy
y 2 x 2 xy
Example 12: Solve
dx
dx
Solution:
dy
dy
y 2 x 2 xy
The given equation is
dx
dx
dy
dy
y 2 xy x 2
dx
dx
dy
y 2 xy x 2
dx
x 3 3xy 2 k where k=
126
dy
y2
(1)
dx xy x 2
dy
dv
v x
dx
dx
Using equation (1),we have
v x
dv
v2 x2
dx x vx x 2
v x
dv
v 2 x 2
2
dx x v 1
dv
v2
v
dx v 1
dv
v
dx v 1
v 1
1
dv dx
v
x
1
1
1 dv dx
x
v
1 v dv = x
dx cons tan t
vlogv=logx+logc
v=logv+logx+logc
v=log vxc
v=
y
x
y
y
=log x c
x
x
y
=log cy
x
y=xlog cy
y 3 dx 3xy 2 dy 0
127
y 3 dx 3xy 2 dy 0
y3 dx 3xy 2 dy
Put
dy x3 y 3
(1)
dx
3xy 2
y vx
dy
dv
v x
dx
dx
Using equation 1 we have
dv x3 v3 x3
v x
dx 3x v 2 x 2
3
3
dv x 1 v
v x
dx
3v 2 x3
dv 1 v3
v
dx 3v 2
dv 1 2v3
dx
3v 2
3v 2
1
dv dx
3
1 2v
x
This is in variable separable form
Integrating we have
1
6v 2
1
3 dv dx cons tan t
2 2v 1
x
1
log 2v3 1 log x log c
2
log 2v3 1 2log cx
3
log
2v 1 log
cx
2v3 1
Put
v=
1
c x
2 2
y
x
y3
1
1 2 2
3
x
c x
x
2y3 x3 2
c
128
2y3 x3 kx where k=
1
c2
2 y
2 y
x tan y sec dx x sec dy 0
x
x
x
Solution:
The given equation is
2 y
2 y
x tan y sec dx x sec dy 0
x
x
x
y
y
y sec 2 x tan
dy
x
x
dx
2 y
x sec
x
y
tan
dy y
x (1)
dx x sec2 y
x
This is a homogeneous equation
Put y vx
dy
dv
v x
dx
dx
Using equation 1 we have
dv
tan v
v 2
dx
sec v
dv tan v
x
dx sec2 v
v+x
sec2 v
1
dv dx
tan v
x
sec2 v
1
dv dx 0
tan v
x
This is in variable separable form
Integrating we get,
sec2v
1
tan 2 v dv xdx cons tan t
log tanv + log x =log c
log
tanv x
x tanv = c
=log
c
129
y
x
y
x tan = c
x
This is the required general solution
Check Your Progress:
1) solve the following
Put v =
i)
xdy ydx x 2 y 2 dx
ans
y x 2 y 2 cx 2
ii)
ans
x
x y cot dy ydx 0
y
x
y c sec
y
iii)
y 2 x2
ans
cy e
dy
dy
xy
dx
dx
y
x
ans
x y dx 2xydy
x x 3y c
v)
iv)
dy
y x2 a2
dx
x2
ans
y ce
vi)
x y
ans
3 y2
dy
x y
dx
y 2 2 xy x 2 c
130
Necessary and sufficient condition :The necessary and sufficient condition that the equation Mdx+Ndy=0 is
exact is.
M N
y x
Rules for the General solution:If the equation Mdx+Ndy=0 is exact then its general solution is given by
5x
6 x 2 y 2 8xy3 dx 4 x3 y 12 x 2 y 2 5 y 4 dy 0 (1)
M= 5x4 6 x 2 y 2 8xy3
N= 4 x3 y 12 x 2 y 2 5 y 4
5 x 4 6 x 2 y 2 8 xy 3
Y Y
= 0+12 x2 y 24 xy 2
M
12 x 2 y 24 xy 2
Y
N
4 x3 y 12 x2 y 2 5 y 4
x x
12 x2 y 24 xy 2 0
N
12 x 2 y 24 xy 2
x
M N
y x
131
5x
+6x 2 y2 -8xy3 dx 5 y 4 dy c
x5
x3 4 3 x 2
y5
2
5 6 y 8 y 5 c
5
3
2
5
x 5 2 x3 y 2 4 x 2 y 3 y 5 c
This is the required general solution
dy
4 x3 y 2 y cos xy
4
dx
2 x y x cos xy
Solution:
The given equation is
dy
4 x3 y 3 y cos xy
4
dx
2 x y x cos xy
4 x3 y 2 y cos xy dx 2 x 4 y cos xy dy 0...........(1)
M 4 x3 y 2 y cos xy
N 2 x4 y x cos xy
4 x3 y 2 y cos xy
y y
M
8 x3 y 2 cos xy xy sin xy
y
N
2 x 4 y y cos xy
x x
N
8 x3 y cos xy xy sin xy
x
M N
y x
4 y2
4y 2
x4
sin xy
y
c
4
y
x 4 y 2 sin xy c
This is the required general solution
Example 17: Solve
x 2e dy y x sin x dx 0 .
y
132
Solution:
The equation given is
x 2e dy y x sin x dx 0
y+xsinx dx x 2e dy 0 (1)
y
N x 2e y
M
y sin x
y y
M
1
y
N
x 2e y
x x
N
1
x
M N
y x
xy x cos x sin x 2 e y c
M 1
y 1 cos y
Y y x
133
M
1
1 sin y
Y
x
N
x log x x sin y
x x
N
1
1 sin y
x
x
M N
Y x
Hence the differential equation (1) is exact
Its solution is given by
y 1 x cos y dx ody c
1
y 1 dx cos y dy c
x
y x logx x cos y c
This is the required general solution
dy y cos x sin y y
0
Example 19: Solve
dx sin x x cos y x
Solution: The given equation is
dy y cos x sin y y
0
dx sin x x cos y x
y cos x sin y y
dy
dx
sin x x cos y x
N=sin x x cos y x
y cos x sin y y
y y
M
cos x cos y 1
y
N
sin x x cos y x
x x
N
cos x cos y 1
x
134
M N
y x
Ans.
a 2 x x 2 y xy 2
(2)
1 e x y dx e x y 1
Ans.
x y e
2 xy y 2 dx x y dy 0
2
y3
c
3
x
dy 0
y
(3)
Ans.
(4)
y e
2 xy 2
4 x3 dx 2 xy e xy 3 y 2 dy 0
2
Ans. e xy x 4 y3 c
2
(5)
1 log xy dx 1
x
dy 0
y
Ans. y x log xy c
(6)
2xy e dx x
y
xe y dy 0
Ans. x 2 y xe y c
y sin xy xy 2 cos xy dx x sin xy x 2 y cos xy dy 0
M N
(7)
xy sin
xy c
135
f x dx f y dy c
136
xiv.
xv.
dy x 2 +3y 2
+
=0
dx 3x 2 + y 2
dy
4( x y ) = 3x - 4y
dx
*****
8
EQUATION REDUCIBLE TO EXACT
EQUATIONS
UNIT STRUCTURE
8.1
Objective
8.2
Introduction
8.3
Definition
8.4
Linear Equation And Equations Reducible To Linear Form
8.5
Equations reducible to linear form
8.6
Let Us Sum Up
8.7
Check your progress
8.8
Unit End Exercise
8.1OBJECTIVE
After going through this chapter you will able to
8.2 INTRODUCTION
In previous chapter we have learn about exact differential equation & its
solution. Now here we are going to discuss none exact differential
equation. To find the solution of non-exact differential equation we use
integrating factor which convert non-exact differential equation to exact
differential equation. Also we discuss about solution of linear differential
equation.
137
In some cases equations which are not exact can be converted to exact
differential equation by multiplying by some suitable factor called as
Integrating factor.
8.3 DEFINITION
Integrating Factor
If the equation leMdx +leNdy=0 is exact
then le is said to be an integrating factor of the equation Mdx+ Ndy = 0
8.3.1 Rules of finding Integrating factor :Rule (1)
If the equation Mdx+Ndy=0 is homogeneous then
1
Mx Ny
integrating factor
Solved Example:
Example 1: x 2 y 2 xy 2 dx- x 3 3x 2 y dy 0
Solution: The given equation is
x y 2xy dx- x
2
3x 2 y dy 0........(1)
M x 2 y 2 xy 2
N - x 3 3x 2 y
I.f.
1
Mx Ny
1
x y 2 x y x3 y 3x 2 y 2
3
y 2 xy 2
x2 y 2
x
dx-
3x 2 y
x2 y 2
dy 0 is exact
1 2
x 3
i.e. dx- 2 dy 0 is exact
y
y x
y
Its general solution is given by
is
138
y x dx y dy c
1
dx-2 x dx 3 y d y c
x
2log x 3log y c
2
This is required general solution
3xy
y3 dx xy2 2 x 2 y dy 0
1
x y2
General solution is given by
Hint : I.F.
y
cy 2
c x
3
x
ii)
3xy 2 y 2 dx x 3x-2y dy 0
1
x3
General solution is given by
x 2 log x 3xy y2 cx2
Hint: I.F.
M y f1 xy dx, N xf 2 xy dy 0
i.e. M y f1 xy , N x f 2 xy
then
1
is an integration factor.
Mx-Ny
x y
2
2 ydx 2 2 x 2 y 2 xdy 0
139
M x 2 y2 2 y
N
2-2x y x
I. f .
1
Mx Ny
I.f.
1
xy x y 2 2 2x 2 y 2
2
1
3x3 y 3
I. f .
x y
2
2 y
3x3 y 3
2-2x y x dy 0
2
dx
3x3 y 3
1 2 1
i. e 3 2 dx
3x 3 x y
which is a exact equation
2
2
3 3 dy 0
3x y 3 y
dx 2 3 dx dy c
3 x
3y
x
3 y
1
2
2
log x 2 2 log y c
3
6x y 3
log x-
1
2log y c1 where c1 2c
x y2
2
1
2x 2 y2
G.S. is given by
1
xy log x- log y c
xy
Hint: I.F.
2.
y xy 2 x 2 y 2 x xy-x 2 y 2 dy 0
Ans
x cy e
2
1
xy
140
y x
If
a function of x alone. Say f(x) then e f x dx
N
integrated. factor.
M y4 2 y
N xy3 2 y 4 4 x
y4 2 y
y y
M
4y3 2
y
xy3 2 y 4 4 x
x x
N
y3 4
x
N M
x y
-3 y3 2
y y3 2
3
function of y alone
y
f y dy
I.F. e
-3
ydy
e-3 log y
is
141
1
log 3
y
I .F .
1
y3
2y
y3
xy
dx
2 y4 4x
y3
dy 0
N x 2y 4
x
y3
2
y 2 dx 2
y
2
y 2
y
dx 2
y dy
y2
c
2
2
2
y 2 xy c
y
1
..........
y4
General solution is given by
Hint : I.F.
x2 x
x e 3 c
y y
2 y
ii)
x 2 y 3dx x3 y 2 dy 0
Ans
3x3 y 2 y 6 cy e
8.4
LINEAR
EQUATION
AND
REDUCIBLE TO LINEAR FORM
EQUATIONS
142
The first order and first degree linear Differential equation is of the type
dy
py Q
dx
Where y is dependent variable and x is independent variable. and p& Q
are functions of x only. (may be constant )
The above differential equation is known as Leibnitzs linear differential
equation.
Working Rule:
1)
Consider linear differential equation.
dy
py Q
dx
Where P and Q are function of x or constants only
Its integrating factor is given by
pdx
I .F . e
Its solution is given by
y I.F. Q I .F . dx c
Where c is arbitrary constant.
2)
For linear differential equation
dx
p1 x Q 1
dy
Where p1 and Q1 are functions of y or constants only
Its integrating factor is given by
p1dy
I.F. e
Its solution is given by
x IF Q ( IF ) dy c
Where c is arbitrary constant.
Solved Examples:dy
2
y e x x 1
Example 4: Solve x 1
dx
Solution: The given equation is
dy
2
x 1 y e x x 1
dx
Dividing throughout by x 1 we have
dy
1
y e x x 1 .........(1)
dx x 1
dy
py Q
dx
Hence equation (1) is linear differential equation.
143
Where
1
, Q e x x 1
x 1
I.F. e
1
dx
e x 1
e
I .F . e
pdx
-log x 1
1
log
x 1
1
x 1
Hence the solution of differential equation (1) is
y I.F. Q IF dx c
I .F .
1
1
e x x 1
dx c
x 1
x 1
y
e x dx c
x 1
y
ex c
x 1
y ex c x 1
tan y
tan y
-1
x dy
x dy
dx tan y 1 x
dy
1 y2
dx tan 1 y
1
x
2
dy 1 y
1 y2
dx
1
tan 1 y
..........(1)
dy 1 y 2
1 y2
1
tan 1 y
,
Q
1 y2
1 y2
Hence equation (i) is a linear differential equation
pdy
I.f e
Where p
1 y 2 dy
I .F . etan
144
tan 1 y tan 1 y
e
dy c
1 y2
consider the integral
x e tan 1 y
tan -1 y tan 1 y
1 y 2 e dy
put z tan -1 y
Differentiating with respect to z
1
dy
1
2
1 Y dz
1
dy dz
1 Y 2
z ez dz
z e z dz
z ez dz dz
dz
z
z
z e l e dz
z ez e z
ez z 1
put z tan -1 y
etan
tan
y 1
solution is given by
x etan
-1
etan
tan
y 1 c
x tan -1 y 1 c e tan
This is the required solution.
Example 6: Solve
x 1 x 2
dy
2 x 2 1 y x3
dx
Solution: The given equation is
dy
x 1 x 2 2 x 2 1 y x3
dx
through out by x(1-x 2 ) we have
2
dy 2 x 1
x3
..........(1)
dx x 1 x 2
x 1-x 2
145
dy
py Q
dx
2 x 2 1
x3
where P
,
Q
x 1 x 2
x 1 x 2
I.F. e
Let P
pdx
2x2 1
x 1 x 1 x
1
1
1
P
x 2 1 x 2 1 x
( By partial fraction)
1
IF e
e
-logx
x 21 x 21 x dx
1
1
log 1 x log 1 x
2
2
- logx 1-x 2
log x 1-x 2
IF
x 1 x2
Hence solution of differential equation (i) is
y IF Q IF dx c
y
1
x 1-x 2
x
1 x
2
x 2
1
dx c
2
1 x x 1 x2
dx c
3
1
2 x 1 x 2 2 dx c
2
1
2 2
1 1 x
2 1
2
y
x 1 x
1
1 x2
y x cx 1 x 2
Which is the required solution.
Example 7: Solve
f1
f n1
n 1
146
e2 x
y dx
1
x dy
x
Solution: The given equation is
e2 x
y dx
1
x dy
x
dy
y
e2 x
........(1)
dx
x
x
Which is of the type
dy
py Q
dx
1
e-2 x
where P
,Q
x
x
The equation (1) is linear in y
I.F. e
1
x dx
e
I .F . e2 x
Hence the solution of differential equation (1) is
y IF Q IF dx c
pdx
y e
2 x
e2 x 2 x
e dx c
x
1
dx c
x
y e2 x 2 x c
This is the required general solution.
1 y x e
2
x-e tan
x-e tan
1
-1
-1
tan 1 y
dydx
dydx
dydx 1 y
1 y 2
dx
x
e tan y
........(1)
dy 1 y 2 1 y 2
Which is of the type
dx
px Q
dy
dx
dy
147
1
1
e tan y
where p
,
Q
1 y2
1 y2
The equation (1) is linear differential equation
Hence
pdy
IF e
1
1 y 2 dy
1
IF etan y
Hence solution of differential equation (1) is given by
x IF Q (IF) dy c
1
x e
tan 1 y
x e
tan 1 y
e tan y tan 1 y
e
dy c
1 y2
1
e2tan y
dy c..............(2)
1 y2
put tan -1 y t
1
dy dt
1 y2
equation (2) becomes
x etan
-1
e2t dt c
e 2t
c
2
put t tan -1 y
x e tan
-1
e2 tan y
xe
c
2
1
1
2 x etan y e2tan y c1 where c1 2c
This is the required general solution.
tan 1 y
Solve
2 y x2 dx xdy
Ans: y x 2 log cx
dy
y
x2 x
dx 1 x
Ans : 2y 1-x c 2 x 2
ii)
dy
x 3 -2xy x
dx
x4
x2
2
Ans : x 1 y
c
4
2
iii)
148
iv)
x 1 1 x2
dy
x
y
2
dx 1 x 2 3 2
1 x2
H int I.F. e
y
1
1 x 2
1
1
1 x2
cc
1 x 2
dx xdy e y sec2 dy
v)
H int : I.F. ey
x e y tan y c
vi
vii
dy
cos x x sin x y 1
dx
x
H int : I.F.
sec x
xy cos x x c
3
2
4 x x 2 1 y 1
x2 1 dy
dx
x cos x
H int : If x 2 1
1 y tan 1 x c
2
dy
1
dx
H int : I.F. e-y
x y 2 c ey
viii
x y 1
ix
x 2 y dy ydx
3
H int I.F.
1
y
x y3 cy
throughout by yn , we get
dy
y n P y1n Q.........(1)
dx
149
Let y1-n u
1-n y n
dy du
dx dx
Pu Q
1-n dx
du
1-n pu 1 n Q
dx
This is Bernoullis differential equation and can be solved.
Note: The equation is also Bernoullis equation
We divide by xn and substitute u= x1-n and proceed.
Solved Examples:Example 9: Solve
dy y
xe x y 2
dx x
.
Solution:
dy y
xe x y 2 .............(1)
dx x
Which is of the type
dy
Py Q y n ........
dx
1
Where p , Q xe x , n 2
x
Equation (1) is Bernoulli's differential equation
throughtout by y2 , we get
dy 1
y-2 y 1 x e x .................(2)
dx x
Put y-1 u
Differentiating with respect to x
dy du
-1 y 2
dx dx
dy
du
y-2
dx
dx
u sin g equation 2 we get
du 1
- u x ex
dx x
du 1
u x ex
dx x
Which is linear differential equation.
1
where p , Q -x e x
x
Pdx
I .F . e
150
1
- dx
e x
e log x
I .F . e
1
log
x
1
x
Hence, General solution is given by
u IF Q IF dx c
I.F.
1
1
-x e x
dx c
x
x
Put u y-1
1
y-1 e x dx c
x
1
e x c
xy
This is the required solution.
dy
1
dx
dy
dy
151
uy y 3
dy
which is a linear differential equation.
p y, Q y3
I.F. e
e ydy
pdy
y2
I .F . e 2
Hence general solution is given by
u IF Q IF dy c
u e
y2
y e
3
y2
2
dy c
y2
t
2
y dy dt
Let
u e
u e
y2
y2
2
2t et dt c
2 t e et c
2
Put u x 1 , t y
y2
y2
y
2 e 2 e 2
2
2
1 y
e
x
y2
y2
1 y2 2
e
y2 e 2 2 e 2 c
x
y2
y2
1 y2 2
e y2 e 2 2 e 2 c
x
This is the required general solution.
ii)
dy
y tan x y 4 sec x
dx
Hint : If sec3 x
sec3 x
3tan x tan 3 x c
y3
x2
dy
xy y 2 e 2 log x
dx
Hint : I.F. e
x2
152
iii)
1 x2 2
e
x log x x c
y
2
dy
xy
y 3 e-x
dx
2
Hint : If ex
2
ex y2 2x c
iv)
ans
v)
1
dy
2
3 y x 4e x y 3
dx
1
2
y 2 x 6 e x c 1
2 xdx y 2 y 3 x 2 dy 0
H int : If e
y
y3
3
x2 c e 3 y3 3
dy
e x y e x e y
vi)
dx
x
Hint : IF ee
e y c e e e x 1
dy
2 y 1 2 xy
dx
Hint :-I.F. e2x
1
2 x 1 c e2 x
y
8.5.1 (II) Equation of the type :
dy
f 1 x p f y Q
The equation
dx
Where P and Q are functions of x can be reduced to linear by substituting
f(y) =u and equation becomes
du
pu Q
dx
Similarly the equation
dy
f 1 x p f ( x) Q
dx
Can be reduced to linear by substituting f (x)=u
Solved Examples:dy
Example 12: Solve sin y 1 x cos y cos y
dx
Solution:
The given equation is
dy
sin y 1 x cos y cos y
dx
x
153
dy
cos y x cos 2 y
dx
throughout by cos2 y, we get
sin y dy cos y
x
cos 2 y dx cos 2 y
dy
secy tany sec y x.........(1)
dx
which is of the form
dy
f 1 y pf y Q
dx
where f(y) secy, p -1. Q -x
Let secy u
Differentiating with respect to x
dy du
secy tany
dx dx
equation (1) becomes
du
u x
dx
Which is a linear differential equation.
Where p -1, Q -x
sin y
I.F. e
e x
I .F e x
Hence General solution is given by
u IF Q IF dx c
pdx
u e x x e x dx c
- x e x dx c
u e x x e x 1 e x c
Put u sec y
sec y x 1 c ex
This is required general solution
Check Your Progress:
1)
Solve :
dy 1
1
tan y 2 tan y sin y
I)
dx x
x
H int throughout by tany sin y
1
1
2 c
x sin y 2 x
154
dy 3
x cos 2 y x sin 2 y
dx
dy
H int
x sin2y x 3 cos 2 y
dx
through out by cos 2 y
ii)
IF e x
2 tan y x 2 1 c1 e x
Bernoullis equation.
y 1
iii.
dx
x2
(1+ y 2 )dx = (tan-1 y - x)dy
iv.
v.
vi.
vii.
viii.
ix.
x.
xi.
xii.
xiii.
xiv.
xv.
xvi.
155
xvii.
xviii.
xix.
xx.
dy
+ xy = x3 y 3
dx
dy
xy
+
= xy 1
2
dx 1 x 2
dy
y - Cosx = y 2 (1- Sinx)Cosx
dx
y dx+ x(1- 3x 2 y 2 )dy = 0
*****
9
APPLICATIONS OF DIFFERENTIAL
EQUATIONS
UNIT STRUCTURE
9.1
Objective
9.2
Introduction
9.3
Geometrical
9.4
Physical Application
9.5
9.6
9.7
9.8
9.1 OBJECTIVE
After going through this chapter you will able to
9.2 INTRODUCTION
In previous chapter we have learn to solve differential equations.
We differ type. Now here we are going use differential equation in
different field its useful to geometrical, physical, and electronic circuits,
civil engineering and so on we are going to discuss few application of
differential equation.
156
Equation of tangent at p is
X
intercept of tangent =
dy
y y x x 1
1
dx
dx
x1 y1 p
dy
157
x1
intercept of tangent =
y1
dy
d x p
y x dx P
dy
6) Length of tangent = PT =
dx 2
1
dy
7) Length of Normal at
P PN y1
d y
y1
dx
dy
1+
dx
y1
d y
dx
d y 2 2
1
d x
e
d2 y
d x2
Solved Examples:
Example 1:
Find the curve which passes through the points [ 2, 1 ] and [ 8, 2 ]
for which sub tangent at any point varies as the abscissa of that point.
Solution: Let p (x,y ) be a point on the curve
We know,
158
y
dy
dx
From given conditiony
x
dy
dx
y
kx.....[k constant]
dy
dx
dy
y kx
dx
1
k
dx dy
x
y
dy 1
k
dx
y x
which is in variable seperate form
integrate both side
1
k. dy constant
y
k. log y =log x + log c
subtangent
log
y =log cx
k
y cx ....... 1
k
1 2c
k
1 2c
1
2
put x = 8, y = 2, in eqn
[1]
2 c x 8
k
1
4
x8
2
24
2 2
k
K 2
put Value of C and K in eqn
[1]
159
1
x
2
y2
2
2y x
This is the equation of the Curve
Example 2: Find the curves in which the length of the radius of
curvature at any point is equal to two times the length of the normal at that
point.
Solution: Let p [x , y ] be a point on the curve
We Known that,
dy 2
1+
dx
Radius of curvature =
d2 y
dx 2
dy
Lenght of normal = y 1+
dx
3/2
dy 2
1+
dx
d2 y
dx 2
dy
25 1+
dx
1/2
dy 2
1+
dx
dy 2
1+
dx
= 25
2
d y
dx 2
d2 y
dy
1+ = 25
[1]
dx 2
dx
Let
dy
=z
dx
dy 2
d dy
=
2
dx
dx dx
=
=
d
z
dx
dz
dy
dy
dx
1+
dy
dx
2 1/2
160
dz
z
dy
d2 y
dz
=z
2
dx
dy
From eq n 1
1 + z 2 = 25 z
2zy
dz
dy
dz
= 1 + z2
dy
2z
1
dz = dy
2
1+z
y
2z
1 + z
1
dz dy constant
y
1+z2 = cy
z 2 = cy - 1
z = cy - 1
Again put z =
dy
dx
dy
= cy - 1
dx
1
dy = dx
cy - 1
1
c 1
dy dx constant
c
cy 1
1
2 cy 1 = x + c1
c
161
2 cy 1 = cx + cc1
2 cy 1 = cx + c2
Where c2 cc1
dy
x
y
=
+ ; simplify
dz
z
z
Equation is homegeneous.
Ans : x + 2y x + y = c
2
dv
2) The acceleration =
dt
2
d x
= 2
dt
dv
=v
dx
1) velocity v
dx
dt
By chain rule dv dv dx
dt dx dt
dv
v
dx
dv
dx
162
f = ma
= m
dv
dt
d2x
= m 2
dt
f = mv
dv
dx
D Alemberts principle:Algebraic sum of the forces acting on a body along the given direction is
equal to the product of mass and acceleration in that direction.
ie m
d2 x
F
dt 2
F - m
d2 x
O
dt 2
Solved examples:
Example 3:
A moving body is opposed by a force per unit mass of a value CX and
resistant per unit mass value bv, where X and V are the displacement and
velocity of the particle at that instant. Show that the velocity of the
particle. If it starts from rest, is given by.
v2
c
cx
1 e2bx
2
2b
b
dv
dx
mbv2
ie
mcx and
By D Alemberts principle
mv
dv
mcx mbv2
dx
step[2]
v
dv
bv2 cx
[1]
dx
163
Let v2 z
2v
dv dz
dx dx
eq n [1] becomes
1 dz
bz cx
2 dx
dz
2bz 2cx
dx
=e
I.F. =
2bx
2bx
Q IF dx constant
-2cx e
2bx
-2c x e
dx c1
2bx
dx c1
d
2bx
-2c x e dx- x
dn
2bx
2bx
e
e
-2c x
1
dx
2b c1
2 b
ze
2bx
2bx
x 2bx
1
e
e
= 2c
+
2b
2b c1
2b
ve
2
2bx
v =
2
-cx e
2bx
c
2bx
+ c1
2 e
2b
cx
c
-2bx
2 c1 e
[3]
b 2b
2bx
dx c1
164
o=0+
=-
c
2b2
put values of
v2 =
v2 =
c
+ c1
2b2
in eq n [3]
cx
c
c
+
e2bx
2
2
b
2b
2b
c
cx
1 e2bx
2
2b
b
Solution:
Step
Let the body of mass m fall from O
The forces acting on the body are
1)
Its weight mg acting vertically downwards.
2)
The resistance kv2 of the air acting vertically upwards.
The net forces acting on the body vertically downwards
= mg
kv2 . . . . [ mg
ka2 given]
= ka2
kv2
= k [ a2
v2 ] . . . . . .[ 1 ]
Step [ 2 ] By DAlemberts Principle
mv
dv
k a 2 v2
dx
v
k
dv
dx
2
a v
m
2
1
2v
k
2 2 dv dx c1 . . . c1 constant
2 a v
m
1
k
log a 2 v 2 x c1
2
2
m
165
From 2
1
log a 2 c1
2
put value of c1 in eqn [ 2 ]
1
k
1
log a 2 v2 x log a 2
2
m
2
1
k
1
log a 2 v2 x log a 2
2
m
2
2kx
log a 2 v2
log a 2
m
2kx
log a 2 log a 2 v2
m
a2
2kx
log 2
2
m
a v
25 -gt/25
x =5 st+ e c1
g
125
-gt/25
x =25t
1 e
166
t seconds
Time
q coulombs
Ch arg e on capacitor
i ampere
Current
e volts
voltage
R ohms
Re sis tan ce
L Hentries
Indua tan ce
C Farads
capaci tan ce
i=
167
E L
di
Ri
dt
di
Ri E
dt
di R
E
i
(1)
dt L
L
L
= e L
dt
R
t
L
I.F. = e
The general solution is given by
i .( IF ) = Q .( IF ) dt + constant
R
E RL t
e dt c
L
E L RL t
e c
L R
R
t
E R t
i. e L e L c
R
-R
t
E
i=
c e L
(2)
R
To find c , we impose initial conditions
i.e. at t = o , i = o
E
O=
C
R
E
C=
R
Equation (2) becomes
t
i. e L
E
R
E
i=
R
i=
E
e
R
R
t
L
L
(3)
1 e
R
t
L
168
From eqn ( 3 )
R
t
1 E
E
L
=
1 e
2 R
R
R
t
1
=1 e L
2
R
t
1
e L = 1
2
R
1
t = log
L
2
1
= log
2
= log 1 log 2
= O log 2
R
t = log 2
L
L log 2
R
Check Your Progress:
1)
The equation of the eml in terms of current i for an electrical
circuit having resistance R and a condenser of capacity C, in series is.
i
E Ri dt
c
Find the current i at any time t , when
E = Eo sin wt
t
WcEo
RC
i=
cos wt o + c1 e
Ans :
1+R 2C 2W 2
t=
-1
169
dQ
Q Qo
dt
dQ
k Q Qo
dt
Where k is a constant and Q decreases as t increases i.e.
dQ
is negative
dt
log 100 20 0 c1
c1 log 80
Put value of c1 in eq n
log T 20 kt log 80
kt log80 log T 20
When t 1 , T 60 c
0
from 2
k log 80 log 40
(3)
n
Divide eq (2) by (3) we have
log80 log(T 20)
t
(4)
log80 log 40
when t 2min ute, T ?
from eq n (4) we have
80
log
T 20
2
280
log
40
80
4
T 20
80
4=
T 20
4T 80 80
4T 160
160
40
T 1
4
T 400 c
170
The temp of the body at the end of second minute will be 400c
Check your progress:
(i)
A body at temperature 1000 c is placed in a room whose temp is
200c and cools to 600 c in 5 minutes. Find its temp. after a fruther interval
of 3 minutes.
Ans :- 46.40 c.
In electronics Circuits.
y3
at
x2
ii.
d2y
x . Find the equation of the curve.
that at every point on it
dx 2
iii.
y 2logx - y
and the curve
x
v.
171
d 2
d2
+ R + = 0 Solve the equation with initial conditions that 0
2
dt
dt c
d2
0 when t 01 and CR2 < 4L .
,
dt
L
vi.
vii.
viii.
If L
t=0.
*****
di
= 30 Sin 10t find i in terms of t given that L=2 and i=0, at
dt
172
10
SUCCESSIVE DIFFERENTIATION
UNIT STRUCTURE
10.1 Objective
10.2 Introduction
10.3
10.4
10.5
10.6
10.7
10.1 OBJECTIVE
After going through this unit, you will be able to
Leibnitzs theorem
10.2 INTRODUCTION
In this chapter we shall study the methods of finding higher
ordered derivatives for a given functional expression.
This is done in two stages:
Stage I : We shall establish some standard results and solve some
problems using these results.
Stage II : We shall prove Leibnitz theorem and using it find higher order
derivatives of given function
Notation:- Different notations used for derivatives of y=f(x) with respect
to x are
dy d 2 y
dny
, 2 ,....... n ,.......
dx dx
dx
(Due to Lebinitz)
173
y, y, y,
(Due to Newton)
f x , f x ,..... f n x
(Due to langravge)
yn 0 value of n th
derivative of y at x=o
Stage (I)
y eax
y a mx
y1 ma mx loga , y2 m2 a mx log a 2 .......
yn mn a mx log a
3)
y sin ax b
yn a n sin ax b
2
If a=l then
n
.
Also if b=0 then y= sin x and yn sin x
2
4)If
yn a n cos ax b
m>n
174
y ax b
m>n
y1 ma ax b
m is integer
m 1
y2 m m 1 a 2 ax b
m 2
m n
yn n n 1 n-2 ......1.a n ax b n !a n
0
If m=n then
If a=1, b=0, then y=xn
yn n !
6) y ax b
m is positive integer
-m
y1 m a ax b
m 1
y2 m m 1 a 2 ax b
m2
............
yn m m 1 ...... -m-n+1 a n ax b
1 m m+1 ...... m+n-1 a n ax b
7)
y
y1
1
ax b
a
ax b
a ax b
m n
mn
1 a 2 2!.......
y2 a a 2 ax b
3
ax b
2
: :
1 n !a n
yn
n 1
ax b
n
yn
8)
x b
n
n 1
y log ax b
y1
a
ax b
if a=1 then y=
1
.....
x b3
175
1 a 2 1 a 2
y2
2
2
2
ax b ax b ax b
2 1
a 2
1 a n
yn
n
ax b
y eax sin bx c
n 1
9)
b
r= a 2 b2 =tan -1
a
y1 eax r cos sin bx c r sin cos bx c
reax sin bx c
b
eax sin bx+c+tan -1
a
y2 a 2 b 2
b
eax sin bx+c+tan -1 ........
a
yn a 2 b2
b
eax sin bx+c+tan -1
a
If a=1,b=1, c=0
y eax sin x
yn 2
n
ex sin x+
4
y eax cos bx c
yn a 2 b 2
Type I
Example1: Find nth derivatives of the following :
i)
ii)
iii)
sin 3 x
cosx cos2x cos 3x
y ex cos x cos 2 x
iv)
176
Solution:
1
sin3x=3sinx-4sin 3 x
3sin x sin 3x
4
4sin3 x 3sin x sin 3x
1
sin3 x= 3sin x sin 3x
4
Using the result for nth derivative of y=sin (ax+b) and nothing that
nth derivative of sum or difference is sum or difference of nth derivatives,
we get
Let y sin 3 x
i)
yn
ii)
3sin x n 3n sin 3x
4
2
2
Let
1
y cos x cos 2 x cos3x cos 2 x cos 4 x cos 2 x
2
1
1
1
1 1
1 1
cos 6 x cos 2 x cos 4 x cos 0
2 2
2 2
1
1
1
1
cos x cos 2 x 1 cos 4 x cos 6 x cos 2 x 1 cos 4 x
4
4
4
4
1
cos 6 x cos 4 x cos 2 x 1
4
1
n n
n n
n
yn 6n cos 6 x
4 cos 4 x
2 cos 2 x
4
2
2
2
ex
2
cos3x+cosx
1 x
e cos3x+e x cosx
2
[Using the result for nth derivative of y=eax cos (bx+c)
n
n
1
n
x cos
ye
cos x sin
iv)
177
Example2
1
n
2
If y sin px cos pxt , thanshow that : yn p n 1 1 sin 2 px
n
y n p n sin px
Results:3,4
p cos px
2
2
n
p n sin px
2
cos px
n
p n sin px
2
cos px
2
p 1 2sin px
2
n 2
cos
px
1
look at simplification: a+b a b) a b) 2 2
p n 1 sin 2 px n
p n 1 1 sin 2 px
sin n 0
and
n
cos nx 1
n
2SACA S2 A
SA+B S ACB C A S B
y
y2 y3
..... n x n
2! 3!
n!
.
Solution:
n
y x 1
yn x 1
n 1
y1 n x 1
y2 n n 1 x 1
n 1
n2
:
yn n !
y
y
y
y y1 2 3 ..... n
2! 3!
n!
n n 1
n!
n2
x 1 ......
2!
n!
n n 1
n
n 1
n2
2
n
x-1 n x 1 1
x 1 1 ...... 1
2!
x 1 x 1
n
x-1 1
n 1
178
a+b n a n na n1b
n n 1 n2 2
a b .......b n
2!
a x 1,, b 1
Hence
Type II
x
x 1 x 2 x 3
x
A
B
C
x 1 x 2 x 3 x 1 x 2 x 3
A x-2 x 3 B x-1 x 3 C x-1 x 2
x
x 1 x 2 x 3
x-1 x-2 x 3
2 x-1 x 2 2 x-3
1 n ! 3 n !
1 1 n !
yn
2
n 1
n 1
2 x-1
2 x-3n 1
x-2
n
x ai x ai
By partial fractions,
1
x a2
2
179
1
1
2ai x ia 2ai x ia
1 1 n !
1
1
n 1
2ai x ia
2ai x ia n 1
n
yn
n!
1
1
2ia x ia n 1 x ia n 1
n
To eliminate, we substitute
x ia r ei x-ia r ei
1 Becomes,
n!
i
1
2ia re n 1 re i n 1
n!
2ia r
n 1
ei n 1 ei n1
n ! ei n 1 ei n 1
ar n 1
2i
yn
r
ar
n!
n 1
a 2 x 2 , tan
a
x
Solution.:
x ia x ia
ia
ia
x ia 2ai x ia 2ai
1 1
1
2 x ia x ia
n
n
1 1 n ! 1 n !
yn
2 x ia n 1 x ia n 1
Let
ei n 1 ei n 1
2i
sin n 1
We have
sin
x
x a2
2
180
r x a , tan
2
From
4
1
x
n!
1
1
n 1 i n 1
i n 1
n 1
2
r e
r e
yn
n ! ei n 1 ei n 1
r n 1
2
yn
n!
n 1
cos n 1
r x 2 a 2 , tan
-1 a
y tan 1 x
y1
1
1
x 1 x i x i
2
1 1
1
2i x i x i
1 1 n 1! 1 n 1!
yn
n
2i X i n
X i
n 1
n 1
1 n 1!
1
1
n
n
X i X i
n 1
2i
Let x 1 rei ,
x i rei
1
r 1 x 2 , tan x
1 n 1!
n 1
yn
yn
rei n
2i
n 1
n 1 ! ein ein
rn
2 !
1 n 1! sin n
n
n 1
where
i n
re
x2 1
tan 1
x
181
x x 1
cos
1
xx
1
x x 1
y cos 1
1
xx
x2 1
cos 1 2
x 1
x tan
y cos1 cos 2
cos 1 cos 2
2
1 n 1! sin n
2
n 1
yn
rn
Where r 1 x 2
tan
1 1
d2y
dy
tan x y cos 2 x 0
2
dx
dx
y sin sin x
Solution:
dy
cos sin x cos x
dx
d2 y
sin sin x cos 2 x sin x cos sin x
2
dx
d2 y
dy
+tanx +ycos 2 x
2
dx
dx
sin sin x cos2 x sin x cos sin x
tan x.cos x.cos sin x cos2 x sin sin x 0
d 2 p a 2b 2
3
d 2
p
182
dp
b2 -a 2 sin cos (1)
d
2
d 2 p dp
2
2
2
2
p3
2
2
2
2
d 2 p b -a sin cos
d 2
p2
b2 -a 2 cos 2 sin 2
d2 p
p 2 b2 -a 2 cos 2 sin 2 b2 -a 2 sin 2 cos 2
2
d
b2 -a 2 a 2cos4 b2sin 4
a 2b2 cos4 sin 4 a 4cos 4 b4sin 4
2
a 2b2 cos2 sin 2 2sin 2 cos 2 a 4cos 4 b4sin 4
a 2b 2 p 4
p3
d2 p
a 2b 2 p 4
2
d
p+
d 2 p a 2b 2
3
d 2
p
dy
3
1 2sin x
y sin 1
then show that
dx 2 sin x
2 sin x
Example 11: If
Solution.:
We have
1 2sin x 2sin x 4 3
3
2
2 sin x
2 sin x
2 sin x
dy
3cos x
cosy
dx 2 sin x 2
siny
Now
cosy 1 sin y
1+2sinx 2
12
2+sinx
183
2+sinx 2 1+2sinx 2
2
2+sinx
3 cos x
2 sin x
dy
3cos x
1
2
dx 2 sin x cos y
3cos x
2 sin x
2 sin x
3 cos x
3
2 sin x
1 y
d2y
dy
2 y
2
dx
dx
2)
d 2 y dy
2x y 0
dx 2 dx
H int : sub x sin . y=cos
1 x2
find
dy dy d
........
dx d dx
3)
If
d2y
dy
x 20
2
dx
dx
dy
1
H int : 2sin 1 x
dx
1 x2
1 x2
dy
1 x 4 y, differentiate again
dx
2
4)
If
y xe y ,
d y
dy
2 y
2
dx
dx
H int : Take log
1 y
5)
If
my sin x y
6)
184
10.5 PROBLEMS
Type (I) :
In this type of problem we have to chosen one function as u and the other
as v. If there is a polynomial in x then that is to be chosen as u and then
apply Leibnitz theorem.
Example 12: Find nth derivative of x 2e x cos x
Solution:
Let
y x 2 e x cos x
u x2 , v e x cos x.
Using standard result number
Here
n
n
yn 2 2 e x cos x
4
y u v
By Leibnitz theorem
yn uvn nc1u1vn1 nc2u2vn2 ........
n 1
n 1
rn
x 2 2n 2 e x cos x x n 2 x 2 2 e x cos x
4
4
n2
n 2
n(n 1)
2 2 2 e x cos x
2!
4
Solution:
cos x f x sin x
Taking nth derivatives both sides to the left side we apply Leibnitz
theorem and to the right we use standard formula for nth derivative of
sinx, we get,
n
cos x. f n x n C1 sin x f n1 x n C2 cos x f n2 x ...... sin
2
putting x=0 on both sides, we get,
n
f n 0 nC2 f n2 x nC4 f n 4 0 ...... sin
2
log x
Example 14: If y
then show that :
x
185
yn
n!
1
1 1
log x 1 .....
x
n
2 3
n 1
Solution:
1 n 1 n
n 1
vn
xn
n!
n 1
We have y=u. v
By Leibnitz theorem
1
log x
.n !
x n 1
1
log x
.n !
x n 1
yn
n 1
n 1
1 1 n 1 n n n 1
n
x
xn
2!
n 1
n
1
n
1 1 1
Example 15: If
1 1 n 1 n n n 1
n
x
xn
2!
.n !
1
1 1
logx- 1+ ....
x
n
2 3
n 1
dn n
I n n x log x then show that
dx
(i)
I n n 1n1 n 1! and
(ii)
1
1
In n ! log x 1 .....
2
n
Solution:
(i) We have
In
d n1
nx n 1 log x x n 1
n 1
dx
dn n
d n1 d n
log
x
x log x
n
n 1
dx
dx dx
d n1 n 1
d n1 n 1
log
x
dx n1 x
dx n1
In n1n1 n 1!
In nI n1 n 1!
n!
n!
n!
186
i.e.
I
In
I
n1
n! n 1! n
n-1!
1 n-2
n-2 !
1n 2
1
n 2 ! n 1
1I n 3
1
n 3 ! n 2
12 11 1
2! 1 2
11 10
1
1! 0!
Adding all the results columnwise we get,
1
1
1n
1 1
n1 n2 ....... 2 1
n! n 1! n 2 !
2! 1!
1n1
1
1 1
n2 ....... 1 0
2! 0!
n 1! n 2 !
1
1
1
1
....... 1
2
n n 1 n 2
cancelling common terms on both sides and noting that
and 0! 1 we get
1 1
1
In n ! log x 1 .......
2 3
n
Example 16: By forming in two different ways the nth derivative of x2n
show that :
2
2
2 !
n 2 n n 1 n n 1 n 2
1 2 2
.... n 2
2
2
2
2
1
1 2
1 , 2 ,3
n !
2
Solution:
Step 1: We have
y x2n
Standard formula
yn 2n 2n 1 ........ 2n n 1 x 2nn
n n 1 ......3, 2,1
187
2n ! x n
n!
Step 2: Again
y x2n x n .x n
u x n ,v x n
u n n!, v n n!
yn x n n! n C1 nx n1 n! x
x2
n2
n
n n 1 x n ! .......... x .n ! see note below
2
2
2
2
2
n 2 n 1 n 2 n 1 n 2
n
yn x .n ! 1 2
....
2
2
1
2!
3
2
2
2
2
n 2 n 1 n 2 n 1 n 2
n
x .n ! 1 2 2 2
....
1
1 .2
12. 22. 32
From 1 and 2
2n
n!
2
2
n 2 n n 1
x x .n ! 1 2 2 2
....
1
1 .2
2
2
2 !
n 2 n n 1 n n 1 n 2
1 2 2 2
.... n 2
2 2 2
1
1 .2
1 .2 .3
n !
2
Note :
The nth derivative of xn is n! but (n-1)th derivative of xn is not (n-1)! but
n! .x.
To prove that this use the formula No.5 and put m = (n-1).
Type (II)
In this type of problems we (generally) proceed according to the following
flow-diagram:
First express y in terms of x
Differentiate both sides with respect to x and simplify
Again Differentiate both sides and simplify
188
Then apply Leibnitz theorem term by term and simplify to get the result.
1
ym y
Example 17: If
1
m
2 x Show that
1 ym2 2n 1 xyn1 n2 m2 yn 0
Solution:
y
2x
2x
2 xy m 1 0
is a quadratic equation in y
2 x 4 x2 4
2
x x2 1
x2 1
y x
y1 m x
x x 1
y m x x 1
x 1
m 1
1
2
2
x 1
2x
m 1
x 1 y1 m x
2
m y
x 2 1 y 21 m2 y 2
x 2 1 y2 xy1 m2 y 0
2 yn xyn1 n 1 yn m2 yn 0
x 1 yn 2 n 2 x yn 1
2!
x 2 1 yn2 x 2n 1 yn1 n2 m2 yn 0
189
y
x
Example 18: If we cos log then Show that
b
n
1
cos 1
y
n
n log log x log n
b
n
y1 bsin n log x n log n
x
xy1 nbsin n log x n log n
n 2 y
x 2 y2 xy1 n2 y 0
2 yn xyn1 n 1 yn n2 yn 0
x yn 2 n2 xyn 1
2!
1 x y
2
If y
sin 1 x
1 x2
2n 3 xyn1 n 1 yn 0
2
n2
Solution:
We have
sin 1 x
1 x2
1 x y sin x
2
1 x 2 yy 2 xy
2
sin 1 x
1 x2
2y
190
1 x y xy 1
1 x y 2xy xy y 0
1 x y 3xy xy y 0
2
2
2 yn
1 x yn 2 n 2 x yn 1
2!
3 xyn 1 n 1 yn yn 0
1 x y
2
x 2n 3 yn1 n 1 yn 0
2
n2
x x 2 1 yn2 2 3n x 2 n 1 yn 1 n 3n 1 xyn n2 n 1 yn 1 0
Solution:
y sec1 x
1
x x2 1
x 2 x 2 1 y 21 1
i.e.
x 2 y 21 1
4x 2x y x x 2 y y
2x 1 y x x y 0
x x y 2x 1 y 0
3
i.e.
i.e.
2
1
1 2
2
6 x yn
x x yn 2 n 3x 1 yn 1
2!
n n 1 n 2
+3
6 yn1
3!
n n 1
2 x 2 1 yn 1 n 4 x yn
4 yn1 0
2!
191
n n 1 n 2 2n n 1 yn1 0
i.e.x x 2 1 yn 2 2 3n x 2 n 1 yn1
n 3n 1 xyn n2 n 1 yn1 0
Example 21: If y = tan-1 x,then show that.
y tan 1 x
y1
1
1 x2
1 y1 1
2 yn1 0
x 1 yn 1 n 2 x yn
2!
i.e.
Step (II) :
Now,
y1 0 1
y2 0
And
Putting
2 x
1 x
2 2
y2 0 0
n 2,3,4,5,6 in 1
y3 2 2 !
y4 0
y5 4!
y6 0
y7 6!
:
y n 0 0n 2r
yn 0 n 1 f ifn=4r+1
and
yn 0 n 1! if n=4r+3
192
1.
1-x y
2
n2
H int
1 x y
2
2.
2n 1 xyn1 n2 m2 yn 0
: Find y1 then
If y=easin
-1
1 x y
2
3.
n2
x 2 yn 2 2n 1 xyn1 n2 1 yn 0
4.
1 x y 2n 1 xy
2
5.
n2
n 1
n2 yn 0
1 x y
2
n2
2 n 1 x 1 yn1 n(n 1) yn 0
-1
6.
x 1 y
2
H int
n2
2n 1 x 1 yn1 (n2 4) yn 0
1 a n n !
1
yn
i) y
n 1
ax b
ax b
n
ii) y log ax b yn
a n 1
n 1!
n
ax b
n 1
193
and tan 1 b
Leibnatz's theorem
____________________________________________________________
4.
x 20 5 x19 7
, find y20.
x5
3x35 7 x34 12
If y
, find y35.
x7
4 x
Find 5th order derivative of y x e .
5.
6.
n
If y x log x , then show that yn 1
7.
If log y tan
(i)
(1 x 2 ) y1 y
(ii)
2.
3.
If y
*****
n!
.
x
194
11
PARTIAL DIFFERENTIATION
UNIT STRUCTURE
11.1
11.2
11.3
11.4
11.5
11.6
11.7
11.8
Objective
Introduction
Partial Differential Coefficients
Total differentiation
Some additional results
TYPE - III Variable to be treated as constant
Let Us Sum Up
Unit End Exercise
11.1 OBJECTIVE
After going through this unit, you will be able to
Euler's theorem
11.2 INTRODUCTION
So far, we have been concerned with a functions of a variable, but in many
problems in science and mathematics we have to deal with functions of
two or more independent variables.
e.g. the lift L of an aeroplane wing is a function of three independent
variables : A, the area of the wing, V, the speed at which the wing is
moving; and P the density of the air. The law is L Akv 2 p
In the language of mathematics, if variable u has one definite value for any
given values of x,y,z then u is defined as a function of x,y,z.We represent
it
as
u= f(x,y,z)
Note that u is independent variable and x,y,z are indepedent variables.
This relation is written as - u x, y, z
195
f x h, y, z f x, y, z
u f
,
or f x lim
x x
h
xo
u 2u
2f
xx
x y x 2
x2
u 2u
2f
yx
y x y x
y x
And
u 2u
2f
and so on.
xy
x y x y
x y
Note :
In general ,
2u
2u
x y y x
u v
u v
x
x x
(2)
v u
uv u +v
x
x x
v
kv k
x
x
u
v
u v x u x
x v
v2
196
k
k v
2
xv
v x
11.3.2 Chain Rules:
Chain- rules are to be developed by drawing flow- diagrams.
Study this point carefully.
(1)
(1)
Thus ,
t x dt y dt z dt
u is a function of only variable t,
du
u
and not
dt
t
e.g. if u=x 2 +y2 z 2 , x t , y t 2 , z t 3
then
u x,y,z t
u
2x 1+ 2 y 2t + 2 z 3t 2
t
x
dt x
e.g.
u=t 3 , t x 2 y 2 z 2
u
then
3t 2 2 x 6 xt 2
x
(2)
i.e.
3)
If u f ( x, y, z ), x=1 r,s ,
y=2 r,s ,
z=3 r,s ,
u
then it is given by
s
u u x u y u z
s
x s y s z s
If we want
e.g.
u=x 2 y2 z2 , x r s t , y s 2 t 2 , z t 3
197
then
u
2x 1+2y 2s 2 z 0 6 x 4 ys
s
Replace by only
Then
z z f x x, y y
z f x x, y y f ( x , y )
z f x x, y y f x, y y f x, y y f ( x, y)
f x x, y y f x, y y
or z
f x, y y f ( x , y )
x
f
f
d x
dy
x
y
du
u dx
u dy u dz
dt
x dt
y dt z dt
du
u
and not
dt
t
e.g. If u= x 2 + y2 + z2 , y=t 2 , z= t3
then u
x, y, z t
198
du
2x 1 + 2y 2t 2z 3t 2
dt
Let u= f(x, y) and (x, y) = 0
(2)
(x, y) = 0, y can be regarded as
=
1+
dx
x
y dx
e.g. if
u= x 2 + y2
x3 + y3 + 3xy = 4
and
then to find
du
dx
x3 + y3 + 3xy = 4
Differentiate with respect to x,
dy
dy
3x 2 + 3y2
+ 3y + 3x
=0
dx
dx
x2 + y
dy
=
dx
x + y2
and
du
u u dy
=
+
= 2x +2y
dx
x y dx
2x x + y2 2y x 2 + y
x + y
2
x2 + y
x + y2
2
2
2 x - y xy 2 - x 2 y
3)
x+y2
dy
\
dx
This result is a special case of result (4) .
If f x,y = 0 then to find
Let u = f x, y and f x, y = 0
u x, y
and
then
u=0
or ,
f x, y = 0
y x
u x, y x
du
u u
=
+
dx
x y
du
=0
dx
u
dy
= x
u
dx
y
dy
f
=
dx
f
dy
dx
x
y
199
If
u = f x, y, z
,
dx
x y dx z dx
Also note that if f x, y, z = 0
u u dy u dz
+
=0
x y dx z dx
then
d2 y
,
d x2
We use the following notations :
4) If f x, y = 0 then to find
f
f
2 f
2 f
2 f
p=
, q=
, r=
, s=
, t=
x
y
x2
x y
y2
f x, y = 0
and
p
d2 y
f x
==-
Result 5
2
dx
f y
q
dp
dq
q
-p
2
d y
dx
d x ..................(i)
=-
2
2
dx
q
p, q x, y x
dp
p p dy
=
+
=
dx
x y dx
f
f p
+
x x y x q
2 f
2 f p
p
rq -sp
=
= r-s =
2
x
x x q
q
q
dq q q dy
f f p
dx x y dx x y y y q
2 f
2 f p
2
x y y q
p
s t
q
sq pt
200
from (i),
sq - pt
d2 y
1 rp - sp
=
q
p
d x2
q2 q
q
1
- 3 q 2 r - 2pqs + p 2 t
q
n
n 1 f
f (x, y, z) = n f (x, y, z)
x
x
f
(2) Trignometric function :
sin f (x, y, z) = cos f (x, y, z)
x
x
f (x, y, z)
f
f (x, y, z)
(3) Expotential Function :
a
= a
log a
x
x
1
f
(4) Log - function :
log f (x, y, z) =
x
f x, y, z x
(1) Brackets :
1
sin -1 f (x, y, z) =
2
x
1- f x, y, z
f
x
u
1
x
x
u
x = r cos
and y = r sin
e.g.
if
= cos
r
then
and since , x 2 + y2 = r 2
2r
r
= 2x
x
r
x
=
= cos
x
r
from (i) and (ii),
x
1
r
r
x
(2) When we write
u x, y, z
It means u depeds on x, y, z and x,y,z are independent among themselves.
EXAMPLES
201
TYPE I
NOTE :
Problem in this type are based on direct differentiation
(1) First find dependent and independent variables.
(2) Use the necessary formulae.
Examples 1 :
2 z
2 z
=
x y y x.
z = x y + yx
Solution:
z
= yx y-1 + y x log x
y
z
and
= x y log x + x y x-1
y
Differentiating (i) partially with respect to y,
z x, y
.........(i)
..........(ii)
2 z
1
= y x y-1 log x + x y-1 y x + log y xy x-1
x y
y
2 z
1
= x y + yx y-1 log x + 1 y x-1 + xy x-1 log y........(iv)
x y
x
From (iii) and (iv)
2 z
2 z
=
x y y x
Examples 2: If u = log (x3 + y3 +z3 3xyz ) then show that
2
-9
+
+
u=
2
y z
x + y + z
x
Solution:
i.e.
u
1
= 3
(3x 2 3 yz )
3
x (x + y +z3 3xyz )
u
1
= 3
(3y2 3xz )
3
x (x + y +z3 3xyz )
202
u
1
= 3
(3z2 3xy )
3
x (x + y +z3 3xyz )
u u u 3 (x 2 + y2 +z 2 xy -yz - zx)
+
+
=
x y z
x 3 + y3 +z3 3xyz
3 (x 2 + y2 +z 2 xy -yz - zx)
3
=
=
2
2
2
(x + y + z ) (x + y +z xy - yz - zx)
x+y+z
Note that :
2
+
+
u=
y z
x
u u u
+
+
+
+
y z x y z
x
3
=
+
+
y z x + y + z
x
=
=
3
3
3
x x + y + z y x + y + z z x + y + z
-3
x + y + z
If v= 1- 2xy + y2
+
1 2
Example 3:
v
v
(i) x
-y
= y 2 v3 and
x
y
(ii)
-3
x + y + z
-3
x + y + z
v
2 v
2
1 - x
+
y
=0
x
x y y
Solution: (i) v x, y
v2 = 1 - 2xy + y2
We write
-2 v-3
and
......1
.......... 2
from 1 and 2
v
v
-y
= xy v3 - yv3 x-y = y2 v3
x
y
-9
x + y + z
203
(ii)
v
= 1 - x 2 yv3
from (1)
x
v
1 - x2
=y
1 - x2 v3
x
y
x
1 - x
2
= y 2xv3 + 1 - x 2 3v2
x
Again,
2 v
y
=
y y y
= 3 v2
.........(3)
v3 x-y
v
x x y 2 - y 3 + v 3 (2xy -3y2 )
y
v x,y
1-x
+
y
x
y y y
=0
v2 = 1 - 2 xy + y2
u
u
u
+ sin 2y
+ sin 2z
=2
x
y
z
Solution: Here u x, y, z
sin 2x
u
1
=
x
tan x + tan y + tan z
sec2 x
u
1
=
y
tan x + tan y + tan z
sec2 y
204
u
1
=
sec2 z
x tan x + tan y + tan z
u
u
u
sin 2x
+ sin 2y
+ sin 2z
x
y
z
=
=
=2
2 4t
1
= 2 tan x
cos 2 x
1 2
=
r
r2 r
r t
Solution: We have r, t
log = n log t -
r2
rt
1
-2 r
=
r
4t
r
= r
2
r2
= r
2t
Diff. partially with respect to r,
r2
2
1 2
3 r + r3
=
r
=
r
r
2
r
1 2
rr
3r 2 t
2 t
1
r2 r
1
r2
2
r
=
3
r
2
2 t
1
n
r2
1
=
+
2
t
t
4
t
n
r2
= +
t
4 t 2
t
........ (2)
205
1 2
,
r
=
2
r r
r
t
From (2) and (3) we get,
n
r2
3
r2
+
=
+
t
4 t2
2 t
4 t2
Example 6 : If u (x, t ) = A e-gx sin
and if
n= -
3
2
nt-gx
u
2 u
=u
then show that g =
x
x2
n
2u
Solution: u x, t
u
We have,
= Ae-gx cos n t - g x n
t
-gx
= An e cos n t - g x x is to be kept constant ........(1)
u
= A -g e-gx sin (nt - gx ) - g e-gx . cos n t - g x
x
2 u
= -Ag -g e-gx sin (nt - gx ) + cos n t - g x
2
x
u
2 u
=
t
x2
From (1) and (2)
g=
n
2
Example 7 : If u = x 2 tan -1
Solution: u x, y.
We have ,
u
= x2
y
y 2 -1 x
2 u
-y tan
, then find
.
x
y
x y
1
y2
1+ 2
x
1 x
x
1 2
2 -2y tan -1
-y
2
x
y
y
x
1+ 2
y
x3
xy 2
-1 x
-2y
tan
x2 y 2
y x2 y 2
206
x3 xy 2
x
2 y tan 1
2
2
x y
y
= x - 2y tan -1
x
y
2 u
u
x
=
2 - 2y tan -1
x y x y x
y
= 1 - 2y
1
x2
1+ 2
y
1
2y 2
x 2 - y2
=
1
=
x 2 + y2
x 2 + y2
y
=4
x y
u u
1
x y
x 2 + y2
u u
H
int
u
=
u x, y find
,
.......
x+y
x y
2 u
1
r
+
r
r sin
Hint
:
u
r,
,
Find
=0
sin
u u
,
....... Ans. n = 2, -3.
r
u
= 1+ 3xyz + x 2 y2 z 2 e xyz
x y z
u
2u
3u
First
find
then
and
z
x z
x y z
v
2 v
c 4a 2t
= a2
(4) If v =
e
, then prove that
t
x2
t
x2
1
x2
H int : Take log, log v = log c - 2 log t - 4a 2
v x, t
v
2v
and
, apply the rule of P.D. applied to log function)
t
x2
2u
4 yz
(5) Find
where u = log (x 2 + y 2 + z 2 )
Ans. 2
y z
(x + y 2 + z 2 ) 2
2u
2u
Where (i) u = log (y sin x + x sin y )
(6) Verify
=
x y
y
(Find
207
3u
3u
=
x y z y x2
2u
2u
x y y y
2u 2u 2u
y2 z2
1
2
2
z2
x y
H int :
e2u x 2 y 2 z 2
2e2u
10) If u =r m ,
u x,y,z
u
2x
x
u
x e-2u
x
2u
u -2u
e-2u x 2e2u
e 2xe2e x e-2e
2
x
x
-2u
2 -4u
= e 2x e
r=
x2 y2 z2
2u 2u 2u
then find the value of
x 2 y2 z 2
2
2
2 m2
Hint : u= x y z
Ans : m m+1 r m
u x,y,z find
u 2u
,
.......
2
x x
TYPE II
Note :- Here we deal with the the problems of the type u = f (x, y, z )
where x, y functions of x, y, z
u X, Y, Z
x, y, z.
i.e.
We shall be frequently using the Chain- Rules can be develop drawing the
flow- diagram.
u X,Y,Z x,y,z
u u u
+
+
=0
x y z
208
u u X u Y u Z
=
x X x Y x Z x
u
u
u
u u
=
1 +
0 +
-1=
X
Y
Z
X Z
u u X u Y u Z
and
Y X y Y y Z y
u u
u
u
1
1 +
0
Y X
Y
Z
u u
=
Y X
u u X u Y u Z
Similarly
Z X z Y z Z z
u
u
u
u u
=
0
1 +
1
+
............. 3
X
Y
Z
Y Z
From (1), (2), (3)
u u u
+
0
X Y Z
x2
Example 9 : If u=f then prove that
y
(i) x
2
2
u
u
u
2 u
u
2
2
+ 2y
=0
(ii)
x
+
3xy
+2y
=0
2
x
x
x y
y2
y
Solution:
Let
t=
x2
y2
so that u=f t
x2
Note
that
u
is
a
function
of
only
one
variable
=t, which in turn is a
function of x and y
and ,
u t x,y
u d u t d u 2x
=
x dt x dt y
u d u t d u -x 2
=
y d t y d t y2
u
u 2 x 2 d u 2x 2 d u
+2y
0
x
y y dt
y dt
u
u
i.e.x
+2y
0.........................(1)
x
y
Diff (1) partially with repect to y we get,
209
2u
u
2u
+1
2
y
0................(2)
x2
x
x y
and x
2u
2u
u
+2 y
2
0................(3)
2
x x
y
y
x
+xy
+2y
2
y
0
2
x y
x
x y
y
y2
x
u
u
x
+2y
=0
from (1)
y
y
x2
2
2u
2u
u
2
+3xy
2y
=0
2
x
x y
y2
Example 10: If
cos x
dy
dx
Solution:
dy df dx
=dx df dy
f
1
=y
-sin x - log sin y
x
cos x
= -y tan x-log sin y
f
1
=log cos x- x
cos y=log cos x-x cot y
y
sin y
Now,
and
From (1)
Example 11: If y x +x y x y
x y
then find
dy
dx
Solution:
Let f x+y x y
and
yx xy o
dy
f x
..................(1)
dx
f y
Now,
x y
f
x+y
= x+y
1+log (x+y) -y x logy-y x y-1
x
f
x+y
= x+y
1+log (x+y) -xyx-1 x y logx
y
210
x+y
where x=y=z,
2z
1
x log ex
x y
Solution:
2z
it is clear that z x,y
From the expression
x y
Taking logs
log z+z
y
z y
1 log y
2 z
x
1 log z
0+log y+y
1
1 z
1 log y
2
x y
1 log z z x
1 log y z
=
2
z 1 log z x
At
1 log x 1 log y
z
dx dy
z 1 log z
From (2),
x=y=z,
1 log x
z
x
1 log z
1 log x
z
1
3
dx dy
x 1+log x
x 1 log x
1
1
=
x log e+log x
x log e x
= x log ex
(1) If z=f x,y,u,v where u,v are functions of x,y then prove that
211
z
=
x
z
.
y
f f u f v
+
2f 2v 2v
4 x2 y2 z2 f ' x2 y2 z2 6 f x2 y2 z2
x 2 y2 z 2
H int : Let x 2 y 2 z 2 u
v u x,y,z
v u u
and proceed
x v x
x
y
2
2
y
x y ,
x
r
r
Where surffixes denote variables kept constant
Solution:
sin .
r
2
x
y
x
y
x cos y sin
r
r
r cos 2 r sin 2
r 2 = x 2 +y2
212
2
u x
(i)
and
2
2
x y u v m
2
y v
(ii)
2
2
v x y u m
Solution: We have
u=l x+my
v=mx-l y
(i)
u=l x+my
u
l
x y
....................(1)
x
(ii) To find
we must have relation between x,u and v
u v
Eliminating y from the given relations, we get,
lu+mv= l 2 m2 x
lu mv
l 2 m2
1
x
2
2
u v l m
From (1) and (2)
x=
............(2)
l2
u x
2
2
x y u v l m
(iii)
v= mx-ly
Diff with respect to v keeping x constant,
..............(3)
y
l =0-l
v x
y 1
y x l
v
(iv) To find
, we e lim inate x from given relations,
y u
i.e.
mu-lv l 2 m2 y
v
2
2
0-l
= l m 1
u
v
l 2 m2
=
l
y u
213
2
2
y v l m
l2
v x y u
1
z
Example 15: If f x,y,z 0 then show that
x
x y
z y
Solution:
xy
then
f
x
f
y
We have,
(ii) And
f x
z
= x y f z
f z
x
= z y f x
1
z
From (1) and (2)
x
x y
z y
cos
sin
, y=
, evaluate
u
u
x
u u u
u
x y x y x
Example 16: If x=
Solution
cos
u
x
=
u
(i)
x=
(ii)
y
y
=
u
=-
cos
................(1)
u2
sin 2
u2
sin 2
.....................(2)
u
u
(iii) To find
, we eliminate from given relations,
u
214
x2 y2
i.e.
u2
or
1
u2
1
............................( A)
x y2
2
u
2u
x y
x y
u2
u
2u
y x
2 x
2
y2
u x2 y2
...................(3)
1
x y2
2
2 y
2
y2
u
y
......................(4)
2
y y
u x2 y2
x
y
cos
sin
Required expression =
2
2
2
2
u u x2 y2 u
u x2 y2
x cos + y sin
=
2
u3 x 2 y 2
cos2 sin 2 1
but
x cos y sin
u
u
1
Re quired expression =
2
u4 x2 y2
1
u4 1
4
u
(from A)
x y,z u v , z y x , z v u , z
215
Solution:
u
To find
we have to eliminate v from the given equations and as this
x y,z
process will have to be repeated four times, we proceed in the following way.
Let x+y+z+u+v=a ..................(1)
x 2 +y2 +z2 +u 2 +v2 =b2 ..............(2)
u
v
2x+2u
2y
0 ..........(4)
x y,z
x y,z
u
Solving the equations (3), (4) for
by Cramer's Rule we get
x y,z
v-x
u
..........(5)
u-v
x y,z
y x,z
y x, z
y x,z
u
v
ey+ex
2v
0
y x,z
y x, z
v
Solving (6), (7) for
we get
y x,z
v
y-u
u-v
y x,z
.........(8)
Similarly differentiating (1), (2) partially with respect to u treating v,z as constant
we get,
x
u
1 0 ............(9)
u u,z
u v , z
x
y
and 2x
2y
2u 0 .............(10)
u v,z
u v , z
x
solving (9), (10) for
we get,
u v,z
y u
x
x y
u v,z
....................(11)
216
Similarly differentiating (1), (2) partially with respect to v where u,z, are kept
constants, we get,
x
y
1 0
v u , z
v u , z
2x
..... (12)
x
y
2y
2v 0.........(13)
v u , z
v u , z
y
Solving equations (12), (13) for
we get,
v u , z
v-x
y
x- y
v u , z
....................(14)
u -v x- y
x y , z u v , z
y x , z v u , z
u x2 y 2
Solution: We have
Now,
u
2 x,
x
u x, y s, t
u
u
s
x
(2x)
u
2y
y
x u y
s
y s
(1) (2 y) (2)
2x 4 y
u u
(2 x 4 y )
2
s
s s
s
x
y
=2
+4
s
s
=2 1+4 2=10
u u x u y
=
.............(i)
t x t y t
2
Now,
And
= 2x 3 +2y (-1)
= 6x-2y
u
u
=
=
(6 x 2 y )
2
t
t t t
x y
=6
x
t t 2
2
And
2u
.
t2
217
= 6(3)-2(-1)=20 ......................(ii)
Check Your Progress-
y y
(1) If x=r cos , y= r sin then show that
1
r r
z x y
(2) If x,y,z 0 then show that
1
y x z y x z
(3) If u=ax+by, v=bx-ay, show that
u x y v
1
x y u v v x y u
2. Find x
x
u u
y
+y
if u sin 1 tan 1 .
x y
x
y
3. If u (1 2 xy y 2 )
4. If u (1 2 xy y 2 )
u
u
y
y 2u 3.
x
y
2 u 2 u
(1 x ) y
0.
x
x y y
y
2u x 2 y 2
2
1 x
5. If u x tan y tan then prove that
.
yx x 2 y 2
x
y
2
9
6. If u log( x y +z xyz ), then prove that u
.
2
z
(
x
z
)
218
x3 y 3
7. If u tan
, then show that
x y
(i) x
u
u
y
sin 2u.
x
y
2
2u
2 u
(ii) x
2 xy
y
2cos3u sin u.
xy
x 2
y 2
x4 y 4
u
u
8. If u log
, then show that x y
3.
x y
2u
*****
219
12
Unit Structure
12.0
Objectives
12.1
Introduction
12.1.1 Rolles Theorem:
12.1.2 Lagranges Mean Value Theorem
12.1.3 Another Form of Lagranges Mean Value Theorem:
12.1.4 Geometrical Interpretation of Lagranges Mean Value Theorem:
12.1.5 Some Important Deductions from the Mean Value Theorem:
12.2
Cauchys Mean Value Theorem:
12.2.1 Another Form of Cauchys Mean Value Theorem:
12.2.2 Geometrical Application of Cauchys Mean Value Theorem
12.3
Summary
12.4 Unit End Exercise
12.0 OBJECTIVES:
After going through this chapter you will be able to:
State and prove three mean value theorems (MVT): Rolles MVT,
Lagranges MVT and Cauchys MVT.
12.1 INTRODUCTION:
The Mean Value Theorem is one of the most important theoretical tools in
Calculus. Let us consider the following real life event to understand the concept
of this theorem: If a train travels 120 km in one hour, then its average speed
during is 120 km/hr. The car definitely either has to go at a constant speed of 120
km/hr during that whole journey, or, if it goes slower
(at a speed less than 120 km/hr) at a moment, it has to
go faster (at a speed more than 120 km/hr) at another
moment, in order to end up with an average speed of
120 km/hr. Thus, the Mean Value Theorem tells us
that at some point during the journey, the train must
have been traveling at exactly 120 km/hr. This
theorem form one of the most important results in
Calculus. Geometrically we can say that MVT states
that given a continuous and differentiable curve in an
interval [a, b], there exists a point c [a, b] such that
the tangent at c is parallel to the secant joining (a, f(a)) and (b, f(b)).
12.1.1 Rolles Theorem:
If f is a real valued function such that (i) f is continuous on [a, b], (ii) f is
differentiable in (a, b) and (iii)f(a) = f(b) then there exists a point c (a, b) such
that f c 0
220
Geometrical Interpretation of Rolles theorem:
Fig 12.1
We know that f (c) is the slope of the tangent to the graph of f at x = c. Thus the
theorem simply states that between two end points with equal ordinates on the
graph of f, there exists at least one point where the tangent is parallel to the X
axis, as shown in the
Fig 12.1. After the geometrical interpretation, we now give you the algebraic
interpretation of the theorem.
Algebraic Interpretation of Rolle's Theorem:
We have seen that the third condition of the hypothesis of Rolle's theorem is that
f(a) = f(b). If for a function f, both f(a) and f(b) are zero that is a and b are the
roots of the equation f(x) = 0, then by the theorem there is a point c of (a, b),
where f (c) = 0, which means that c is a root of the equation f (x ) = 0.
Thus Rolle's theorem implies that between two roots a and b of f(x) = 0 there
always exists at least one root c of f (x ) = 0 where a < c < b. This is the
algebraic interpretation of the theorem.
Example 1:
Verify Rolles Theorem for the following:
2
2
(1) x in [1,1]
(2) x in 1, 3
Solution: (1) Let f x x 2 , x [1,1]
As f x is a polynomial in x, it is continuous and differentiable everywhere on
its domain. Also f 1 f 1 1
f c 0 2c 0
f x 2x .
f c 2c.
Let f x x 2 ,
x 1, 3
f x is polynomial in x. f(x) is continuous and differentiable everywhere on
its domain. i.e. (i) f is continuous on [1, 3] and (ii) f is differentiable in (1, 3).
2)
The function x 2 in (1, 3) do not satisfy all the conditions of Rolles Theorem.
221
Solution: Given f x x x 3 e x /2 in 3, 0
(i) f x is continuous in 3, 0 since it is a product of continuous functions.
1
x 2 3x
(ii) f x 2x 3 e x /2 x 2 3x e x /2 = e x /2 2x 3
2
2
2
x2 x
= e x /2
3 exists in (-3, 0)
2
2
(iii) f 3 f 0 0.
that f c 0 e c /2 3 0
2 2
c2
c = 3, -2
3, 0
0 c2 c 6 = 0
3,
3, 0
a, b > 0
Solution:
is
continuous
in
(a,
b)
and
f x
f x
2x
x 2 ab
f x
1
x 2 ab
x x x 2 ab
in a, b ;
infinite.
Also f a f b 0 All conditions of Rolles Theorem are satisfied.
c 2 ab
c c ab
Example 4:
= e x sin x cos x
in
[ / 4, 5 / 4].
x
Solution: Since e , sinx, cosx are continuous and differentiable functions, the
5
5
given functions is also continuous in ,
and differentiable in ,
4 4
4 4
222
f / 4 = f 5 / 4 = 0
f 5 / 4 e 5 /4 sin 5 / 4 cos 5 / 4 0
Hence, Rolles Theorem is applicable.
5
c / 2 , which lies in ,
f ' c 2e c cos c 0
Example 5:
c 0,
Since c =
2 sin x cos x
sin 2x .
f ' c 0 sin 2c 0
2c
0, , 2 , 3 ,...
, ,...
verified.
Example 6:
f (a )
exists a value c in (a, b) such that f (b)
f (c)
(a )
(b)
(c)
(a )
(b) = 0
(c)
f (a )
Solution: Consider the function F x defined by, F(x) = f (b)
f (x )
(a )
(b)
(x )
(a )
(b)
(x )
a, b . Further,
F a F b
f (a )
i.e f (b)
f (c)
Example 7:
(a )
(b)
(c)
(a )
(b) = 0
(c)
If f x
= x x 1 x 2 x 3
has
223
in three intervals 1, 0 ,
2, 1 , 3, 2
We observe that
(ii)
f x is differentiable in all the intervals polynomial in x.
(iii)
f 3 f 2 f 1 f (0) 0.
Hence Rolles Theorem is applicable in all each interval such that f c 0
f x has three real roots.
(i)
Example 8:
(i.e.) of ex sin x 0
By Rolles Theorem there is at least one real value c between a and b such
Now, f x = e x cos x
f c e c cos c
f ' c 0 e c cos c 0
that f ' c 0
e c cos c 0
ec cos c 1 0
a b
3 2
ax 3 bx 2 a b
is
f 0 f 1 0
Here
f x
continuous in
0,1
a b
Now, f x ax 2 bx and this is zero at x = c which means the
3 2
a b
equation, ax 2 bx has a root between 0 and 1.
3 2
224
Example 10:
one real root.
has exactly
Solution: Let f x x 3 x 1, x
But f x 3x 2 1, x
f x 1,
The equation x 3 x 1 0, x
x 2 3x 2 on 1, 2
x2 6
log
on 2, 3
5x
c)
e x sin x on [0, ]
d)
ex sin x cos x on / 4, 5 / 4
e)
x 2 1 x 2 on 0,1
f)
x 1x 3 e x
in 1, 3
2.
Prove that the equation 2x 3 3x 2 x 1 0 has at least one root
between 1 and 2.
3.
Test whether Rolles Theorem holds true for f x = x in 1,1
sin x
in 0,
ex
4.
5.
3
Show that x 4 x 1 0 has exactly one real solution.
225
1
(5) c 3 2 2
2
b)
f b
then
there
f a
exists
at
least
one
point
a,b
such that
f c
is
differentiable in the open interval (a, a + h) then there exists at least one number
in (0, 1) such that, f a h
f a
hf a
h
12.1.4 Geometrical Interpretation of the Langranges Mean Value
Theorem:
Let A a, f a and B b, f b be two points on the
f b f a
b a
Also, f c
c, f c .
f b f a
b a
226
a,b
(ii)
Monotonically decreasing function:
Let f x be defined in a, b . Let x1, x 2
a,b
Let f x
such that x 1
x 2 . If
such that x 1
x 2 . If
f x1
f x1
Note:
(i)
If f x is monotonically increasing in a, b then we can write
f a f x f b for all x a, b . f a is its minimum value and f b is
(iii)
f x1
x2
f x1
f c
x1
x1 f c
(*)
Let f x
f x 2 f x1
f x 2 f x1 0 for
x 2 x1
and f c
We have thus proved: A function whose derivative is positive for every value of
x in an interval is a monotonically increasing function of x in that interval.
(2)
Let f x
f x 2 f x1 0
f x 2 f x1
log x on 1, e
log x on 1, e
Thus all the conditions of Lagranges mean value theorem are satisfied.
f e f 1
c 1, e such that
f c
e 1
227
log e log 1
f c
e 1
1
1
1
we get
e 1 c
x
c e 1 which lies in the interval (1, 2) and hence in (1, e), since 2 < e < 3.
Example
2x
12:
15x
Separate
the
interval
in
which
the
polynomial
36x
10 is increasing or decreasing.
Solution: We have, f x = 2x 3 15x 2 36x 10
f x
6x 2
30x
36
f x is an increasing function if f x
(i)
i.e. 6x 2
30x
36
0. i.e. x 2
5x
But x 5x 6 (x 3)(x 2)
x 2 0 ) or ( x
x 2 5x 6 0 if ( x 3 0 and
x 2 0)
i.e.
if ( x 3 and x 2 ) or ( x 3 and x 2 )
i.e.
if x 3 or x < 2
f x is a decreasing function if f x
0 and
0.
i.e. 6x 2 30x 36 0
i.e.if x 2 5x 6 0
But x 2 5x 6 (x 3)(x 2)
x 2 5x 6 0 if ( x 3 0 and x 2 0 ) or ( x 3 0 and x 2 0 )
i.e.
if ( x 3 and x 2 ) or ( x 3 and x 2 )
i.e.
if x 3 and x 2 since x 3 and x 2 is impossible.
Thus f x is increasing in , 2 and 3, and f x is decreasing in (2, 3).
i.e.
if 2 x 3 f x is decreasing in (2, 3)
Example 13:
1
is increasing or
x
decreasing.
We have f x
Solution:
f x
(i)
f x
x2 1
x2
f x is an increasing function if f x
x2 1
0.
x2
2
i.e. if x 1 0.
2
i.e. if x 1 x 1 or x 1
i.e. if
1
x
1
x2
228
f x is a decreasing function if f x
(ii)
x2 1
0
x2 1 0
2
x
i.e. if x 1 1 x 1
0.
i.e if x 2 < 1.
i.e.
x2
2
Show that if x 0, x
Example 14:
log 1
x2
for
2 1 x
x 0.
Solution: Let us assume, f x
log 1
x2
2
1
x2
1x
.
1x
1x
f x 0 for all x 0 except at x 0. and f (0) 0.
f x is an increasing function in 0,
f x increasing from 0 and hence f x 0 .
f x
log(1 x ) x
x2
, for x 0
2
(i)
Consider,
f x x
x2
2 1x
log 1 x
2x x 2
f' x 1
2 1x
1
x2
1x 2 1x
f x increasing from 0 and hence f x 0.
f x is an increasing function in 0,
x2
2 1x
log 1 x for x 0.
(ii)
From (i) and (ii), x
x2
x2
log 1 x x
2
2 1x
for x 0.
229
Example 15:
Solution:
Let f x tan1 x
By Lagranges Theorem,
f b f a
f ' c
ba
x y
But,
tan 1 x tan 1 y
1
1c
1
1c
for
x c y
( c 2 is positive)
tan 1 x tan 1 y
1
x y
tan1 x tan 1 y x y
Example 16:
0 1
Solution:
log10 x 1
Show that
x log10 e
1 x
where
x 0
and
Let f x = log10 x 1
f a
f a
hf a
putting, a = 0 and h = x.
f x f 0 xf x
= 0 xf x xf x
But,
f x
x 1 loge 10
f x
But,
f x
1 x loge 10
xf
f'
x
log e
x log10 e
1 x
x
Applying Lagranges M.V.T. to e , determine in terms of a
1 x
x 1 10 x
log x 1
Example 17:
log10 e
f x
Let f x e x
ex x
1
1.
log
x
x
f x ex
230
Now, f a h f a hf ' a h
ea h ea he
a h
ea eh 1 hea .e h
eh 1
h
eh 1
h log
h
eh 1
1
log
h
h
e h
But, 0 1
eh 1
1
1
log
h
h
b a
b a
tan 1 b tan 1 a
Example 18: Show that,
1 b2
1 a2
4
3
1
tan 1
Hence show that
4
4 25
6
3
Solution:
Let f x tan1 x in a, b
1
f x
1 x2
By Lagranges M. V. T.
f b f a
where c a, b
f c
b a
1
1 c2
tan 1 b tan 1 a
Since a c b,
(1)
b a
a 2 c2 b2
1 a 2 1 c2 1 b2
1
1
1
2
2
1a
1c
1 b2
From (1) and (2)
(2)
tan 1 b tan 1 a
1
b a
1 b2
1 a2
ba
ba
tan 1 b tan 1 a
2
1 b
1 a2
1
(3)
we put a = 1 and b
4
in (3)
3
231
4 1
1
1 4
1
3
tan
tan 1 3
3
11
16
1
9
3
1
tan 1 4 .
4
3 6
4
25
b a
b a
for 0 a b
log b
a
b
a
1
1
Hence deduce that log 4
3 3
4
Solution:
Let f x log x in a, b
Example 19:
Prove that,
b a
c
f x
(1)
But a c b,
1 1 1
a c b
(2)
b a
1 log b log a 1
b
b a
a
b
b a
b a
log b
a
b
a
For the second part a = 3, b = 4.
1
1
log 4
3 3
4
log b
log a
a
a
e x on 0,1
x 2 4 on 2, 3
1
in 1 , 3
2
x
(iii)
(iv)
1
on
x
1,1
Ans : c log(e 1)
Ans : c 5
Ans : c 3 2
Ans:Not applicable
232
Apply LMVT to the function Log x in a, a h and determine in
1
1
1.
terms of and h. Hence deduce that: 0
x
log 1 x
2.
(i)
tan 1 x
1 for x 0
x
1x
for 0 x 1
1
1
x 1
,
(iii)
x log 1 x
x
4. Prove that,
b a
2
(ii)
sin 1 x
1
1 x2
x 0.
b a
sin1 b sin1 a
1a
Hence deduce that,
1 b
0 a b
3
1
(ii)
sin 1 3
b
5
b 8
15
1
1
sin1 1
4
b
b 2 3
15
5. Separate the intervals in which the following polynomials are increasing or
(i)
decreasing.
(i) x 3 3x 2 24x 31 (ii) x 3 6x 2 36x + 7
[ Ans : (i)Increasing
, 2 , 4,
; Decreasing 2, 4
(ii)Increasing
6. Show that,
, 2 and 6,
x 1 log x
; Decreasing
2, 6 ]
x 1
for 1 x.
x
2
12.2
Cauchys Mean Value Theorem:
If functions f and g are (i) continuous in a closed interval [a, b], (ii) differentiable
in the open interval (a, b) and (iii) f x
0 for any point of the open interval
g c
g b
g a
f c
f b
f a
g a
g c f b
f a
a c b.
f x
such that,
0 for any x in (a, a + h) then there exists at least one number 0,1
g a
g a
g a
f a
f a
f a
0 1
233
(i)
other words, we may easily see that Lagranges theorem is only a particular case
of Cauchy mean value theorem.
(ii)
Usefulness of this theorem depends on the fact that f and g are
considered at the same point c. If we apply LMVT to f and g separately then
f (b) f (a) (b a)f (c1 ), g(b) g(a ) (b a )g c2 for some c1, c2 a, b
dy
dx
f t
g t
Also the slope of the chord joining the end points Ag a , f a and
f b f a
g b g a
Bg b, f b is given by,
Thus under the assumption of Cauchy mean value theorem. If x 0 (a, b) such
that the tangent to the curve at [g(x 0 ), f (x 0 )] is parallel to the chord AB.
Example 20:
2].
Verify Cauchys MVT for the function x 2and x3in the interval [1,
Solution:
As f x and g x are polynomials (i) they are continuous on [1, 2], (ii) they are
differentiable on (1, 2) and (iii) g x
2c 2
3c 2
f c
f 2
f 1
g c
g 2
g 1
22
23
12
13
4
8
9c 14
1
1
3
c
7
14
9
2
3
3c 7
1, 2
a c b,
f x and g x are continuous on [a, b] and differentiable on (a, b) and
Solution:
Here,
sin b sin a
cot c,
cos a cos b
c a, b such that,
f c
f b
f a
g c
g b
g a
234
cos c
sin b sin a
sin c
cos b cos a
sin b sin a
cos a cos b
cot c
Example 22:
f x
and g x
c a, b such that,
f c
Now
ec
g c
e 2c and
f c
f b
f a
g c
g b
g a
eb ea
g b g a e b e a
f b f a
ea b where
c a, b
e 2c e ab
2c
a b
a, b
2
Thus, c is the arithmetic mean between a and b.
Example 23: Using CMVT prove that there exists a number c such that
0 a c b and f b
cf c log b
f a
. By putting f x x n
deduce that
1
lim n b n 1 log b.
n
Solution: Let
f x
differentiability
g x log x .
f c
f b
f a
1c
log b
log a
If f x x
f c
f b
f a
g c
g b
g a
f b
b
log b
1
n
1
log1
cf c log b
b)
1
f (a )
(1 n )c n
1c
1
1
n b n 1 log b c n .
where 1 c b
235
1 log b [ c n 1 as n ]
lim n b
n
Example 24:
that
log b
b2 a 2
2c 2
log b log a
b a
1
2c 2
c a, b such that,
f c
f b
f a
g c
g b
g a
1
log b log a
c
2c
b2 a 2
log b log a
log b
b2 a 2
a
2c 2
b2 a 2
2c 2
Check Your Progress
1.
Find c of Cauchys mean value theorem for:
(i)
f x x ,
g x
1
,
x
x [a, b],
cos x on [0, ]
2
(iii) f x 3x 2, g x x 2 1 on 1 x 4. (iv)
a 0 (ii)
f x
sin x,
g x
g x e x on [0, 1]
(v)
x2
, x [1,1]
x2 1
(ii) 4 (iii) 5 2 (iv) 1 2
f x e x ,
f x e x , g x
[Ans :- (i)
ab
12.3
(v) 0.]
Summary
In this chapter we have learnt about the mean value theorems. The
Rolles theorem which is the fundamental theorem in analysis has been proved.
The Lagranges MVT and the Cauchys MVT have also been proved. Problems
based on these theorems have been done in order to understand the Mean Value
theorems. In the next chapter we are going to learn about Taylors theorem and
its applications.
12.4 Unit End Exercise:
1. Verify Rolles theorem for each of the following:
236
2. Verify LMVT for the following functions.
i) f ( x) x 2 1 in [-1, 1]
ii) f ( x) ( x 1)( x 4)( x 3) in [0, 7]
i) f ( x) x 2 , g ( x) x3 in [1,2]
ii) f ( x) x 2 2 x 4, g ( x) x 3 in [0,2]
237
13
Unit Structure
13.1
Introduction
13.2
Objectives
13.3
Approximation
13.4
Maxima and Minima
13.5
Let Us Sum Up
13.1
INTRODUCTION
In the previous units we have seen how we can successively differentiate a
function, partial differentiation of a function and also various mean value
theorems. Differential Calculus has various applications. Some of the physical
and geometrical applications we have seen before. Derivatives can also be used
to find maximum and minimum values of a function in an interval. The
maximum and minimum values are called extreme values of a function. The
extreme values can be absolute or can be local. The first derivative test and the
second derivative tests are used to determine the points of local extrema. In this
chapter we are going to use the differential calculus concept to answer questions
like:
(1)
What is the approximate value of sin1 ?
(2)
What is the error in calculating the area of a square, if the error in
calculating the side length was 1%?
(3)
What are the maximum and minimum values of a function in a given
interval?
13.2
OBJECTIVES
After studying this unit you should be able to:
z
z
x y
x
y
The above formula can be extended to more than two variables also. For
example, if u = f(x, y, z) then continuing with the same notations,
u
u
u
x y z .
x
y
z
z
.
z
238
Percentage error: If z is an error in z then the percentage error in z is given by:
z
100 .
z
Approximate value: If z is the calculated error value and z is the error in z then
the approximate value is given by: z + z .
Let us understand this with the help of some examples:
Example 1: The radius of a sphere is calculated to be 12 cm with an error of 0.02
cm. Find the percentage error in calculating its volume.
Solution: Given r = 12 cm and r = 0.02 cm. To find percentage error in volume
of the sphere. Let V denote the volume of the sphere. To find
V
100 .
V
4 3
dV
4
r V
r = 3r 2 r .
3
dr
3
4
3r 2 r
V
r
0.02
100 = 3
100 = 3
100 = 0.5
100 = 3
Thus,
4 3
V
r
12
r
3
Now, V =
13.4
In this section, we shall study how we can use the derivative to solve
problems of finding the maximum and minimum values of a function on
an interval. We begin by looking at the definition of the minimum and the
maximum values of a function on an interval.
Definition : Let f be defined on an interval I containing c
1. f (c) is the (absolute) minimum of f on I if f (c) f (x) for all x in I.
2. f (c) is the (absolute) maximum of f on I if f (c) f (x) for all x in I.
The minimum and maximum of a function on an interval are called the
extreme values or extreme, of the function on the interval.
Remark : A function need not have a minimum or maximum on an
interval. For example f (x) = x has neither a maximum nor a minimum on
open interval (0,1). Similarly, f (x) = x 3 has neither any maximum nor any
minimum value in . See figures 13.1 and 13.2.
239
Fig. 13.3
Note that at x = x0 , the point A on graph is not an absolute maximum
because f(x2) > f(x0). But if we consider the interval (a,b), then f has a
maximum value at x = x0 in the interval (a,b). Point A is a point of local
maximum of f. Similarly f has a local minimum at point B.
Definition : Suppose f is a function defined on an intervals I. f is said to
have a local (relative) maximum at c I if there is a positive number h
such that for each x I for which c h < x < c + h, x c we have f(x) >
f(c).
Definition : Suppose f is a function defined on an interval I. f is said to
have a local (relative) minimum at c I if there is a positive number h
such that for each x I for which c h < x < c + h, x c we have f(x) <
f(c).
Again Fig. 13.4 suggest that at a relative extreme the derivative is either
zero or undefined. We call the xvalues at these special points as critical
numbers.
240
Fig 13.4
Definition :
If f is defined at c, then c is called a critical number if f if f ' (c) = 0 or f is
not defined at c. The following theorem which we state without proof tells
us that relative extreme can occur only at critical points.
Theorem: If f has a relative minimum or relative maximum at x= c, then c
is a critical number of f.
If f is a continuous function on interval [a,b], then the absolute extrema of
f occur either at a critical number or at the end points a and b. By
comparing the values of f at these points we can find the absolute
maximum or absolute minimum of f on [a, b].
Example 2 : Find the absolute maximum and minimum of the following
functions in the given interval. (i) f(x) = x2 on [3, 3] (ii) f(x) = 3x4 4x3
on [1, 2]
Solution : (i) f(x) = x2, x [3,3]
Differentiating w.r.t. x., we get f(x) = 2x
To obtain critical numbers we set f(x) = 0. This gives 2x = 0 or x = 0
which lies in the interval (3,3).
Since f ' is defined for all x, we conclude that this is the only critical
number of f.
Let us now evaluate f at the critical number and at the end of points of [
3,3].
f (3) = 9
f (0) = 0
f (3) = 9
This shows that the absolute maximum of f on [3,3] is f (3) = f(3) = 9
and the absolute minimum is f (0) = 0
(ii) f(x) = 3x4 4x3 x [1, 2] f(x) = 12x3 12 x
To obtain critical numbers, we set f (x) = 0 or 12x3 12 x = 0 which
implies x = 0 or x = 1.
Both these values lie in the interval (1, 2)
Let us now evaluate f at the critical number and at the end points of [1,2]
f (1) = 7
f (0) = 0
f (1) = 1
f (2) = 16
This shows that the absolute maximum 16 of f occurs at x = 2 and the
absolute minimum 1 occurs at x = 1.
241
Fig 13.5
Fig 13.6
As an illustration of ideas involved, imagine a blind person riding in a car.
If that person could feel the car travelling uphill then downhill, he or she
would know that the car has passed through a high point of the highway.
Essentially, the sign of derivative f '(x) indicates whether the graph goes
uphill or downhill. Therefore, without actually seeing the picture we can
deduce the right conclusion in each case. We summarize the first
derivative test for local maxima and minima as following:
First Derivative Test for Local Maxima and Minima
Let c be a critical number of f i.e., f(c) = 0
If f(x) changes sign from positive to negative at c then f (c) is a local
maximum. See fig 13.7. If f(x) changes sign from negative to positive at c
then f(c) is a local minimum. See fig 13.8.
Note : f(x) does not change, sign at c, then f(c) is neither a local
maximum nor local minimum.
242
Fig 13.7
Fig 13.8
Example 3: Find the local (relative) extrema of the following functions :
1
(i) f (x) = 2x 3 + 3x 2 12x +7
(ii) f (x) = 2
(iii) f (x) = x.e x
x 2
Solution
(i) f is continuous and differentiable on R, the set of real numbers.
Therefore, the only critical values of f will be the solutions of the equation
f(x) = 0.
Now, f(x) = 6 x2 6 x 12 = 6( x 2)( x 1)
Setting f(x) = 0 we obtain x = 2, 1
Thus, x = 2 and x = 1 are the only critical numbers of f. Figure 13.9
shows the sign of derivative f in three intervals. From Figure 13.9 it is
clear that if x < 2, f(x) > 0; if
2 < x < 1, f(x) < 0 and if x > 1, f(x) > 0.
Fig 13.9
Using the first derivative test we conclude that f (x) has a local maximum
at x = 2 and f (x) has local minimum at x = 1.
Now, f (2) 2 = 2( 2) 3 +3( 2) 2 12(2) + 7 = 16 + 12 + 24 + 7 = 27
is the value of local maximum at x = 2 and f (1) = 2 + 3 12+ 7 = 0 is
the value of local minimum at x = 1.
(ii) Since x 2 + 2 is a polynomial and x 2 + 2 0 is continuous and
differentiable on R, the set of real numbers. Therefore, the only critical
1
values of f (x) = 2
will be the solutions of the equation f '(x) = 0.
x 2
243
Fig. 13.10
From Figure 13.10 it is clear that f '(x) > 0 if x < 0 and f '(x) < 0 if x > 0.
Using the first derivative test, we conclude that f(x) has a local maximum
at x = 0.
1
1
the value of the local maximum at x = 0 is
Now since f (0) 2
0 2 2
1/2.
(iii) Since x and e x are continuous and differentiable on R, f ( x) xe x is
continuous and differentiable on R.
Therefore, the only critical values of f will be solutions of f (x) = 0.
Now, f ( x) xe x 1e x ( x 1)e x
Since e x 0, x , f(x) = 0 gives x = 1. Thus, x = 1 is the only
critical number of f.
The figure below shows the sign of derivative f in two intervals :
It is clear that f(x) < 0 if
x < 1 and f (x) > 0 if x > 1
Using the first derivative test
we conclude that f(x) has a
local minimum at x = 1 and
the value of local minimum
is
f (1) = 1/e.
244
+
0
Local Minimum
Local Maximum
Test Fails
We shall adopt the following step to determine local maxima and minima.
Steps to find Local Maxima and Local Minima
The function f is assumed to posses the second derivative on the interval I.
Step 1 : Find f ' (x) and set it equal to 0.
Step 2 : Solve f ' (x) = 0 to obtain the critical numbers of f. Let the
solution of this equation be , . We shall consider only those
values of x which lie in I and which are not end points of I.
Step 3 : Evaluate f () If f () < 0, f (x) has a local maximum at x = and
its value if f () If f () > 0, f (x) has a local minimum at x = and its value
if f () If f () = 0, apply the first derivative test.
Step 4 : If the list of values in Step 2 is not exhausted, repeat step 3, with
that value.
Example 4: Find the points of local maxima and minima, if any, of each
of the following functions. Find also the local maximum values and local
minimum values.
(i) f (x) = x3 6 x2 9 x 1 , x
245
4 3
a and the value
27
x3
on [1,1]
x2
2. Using first derivative test find the local maxima and minima of the
following functions.
x 2
(i) f ( x) x3 12 x (ii) f ( x) , x 0
2 x
3. Use second derivative test to find the local maxima and minima of the
following functions.
(i) f ( x) x3 2 x 2 x 1, x
(ii) f ( x) x 2 1 x , x 1
246
13.5
LET US SUM UP