NATIONAL INSTITUTE OF TECHNOLOGY DURGAPUR

Department of Mathematics
Assignment for 2nd Sem. MA-02, 2014

BETA AND GAMMA FUNCTIONS

1. Do the following integrals are exist? If exist, find the value:

1
(i) 0 1+x (vii) R0 eax sin bx dx Ans.
R R
2 dx Ans.
(viii) 01 dx
R 1
(ii) R0 x2 dx Ans. Ans.
R 1 xdx
(iii) R0 sin xdx Ans. (ix) 0 1x2 Ans.
2
(iv) R 0 ex dx Ans. R 2 Ans.
1
(x) 0 dx 2
(v) 2 x log x
dx Ans. 1+cot x Ans.
(xi) 04 2x8
dx
R
R
(vi) xex dx
2 Ans.

R1 dx
2. Prove that 1 x3 exists in Cauchy principal value sense but not in general sense.

3. Definitions (for x > 0, y > 0):

et tx1 dt x > 0.
R
(a) The Gamma function denoted by (x) is defined by (x) = 0
R1
(b) The Beta function denoted by (x, y) is defined by (x, y) = 0 tx1 (1 t)y1 dt,
x > 0, y > 0.

4. Prove the following relations (a > 0, x > 0, y > 0, n positive integer):

(i) 0 eat tx1 dt = (x) (viii) ( 21 , 21 ) =

R
ax
(v) (x, y) =
R tx1 R
(ii) (x, y) = 0 (1+t)x+y dt 2 02 sin2x1 cos2y1 d (ix) (x, y) = (x)(y)
(x+y)
(iii) (x + 1) = x(x) (vi) (1) = 1 (x) ( 12 ) = .
(iv) (n + 1) = n! (vii) (x, y) = (x, y)

R1 R1
5. Express 0 tm (1 tn )p dt in terms of Beta function and hence evaluate 0 t5 (1 t3 )9 dt.

6. Evaluate:

(i) R01 x(1 x)7 dx (iv) 0 x4 ex dx

R R
Ans: Ans:
2 R
(ii) 0 x2 ex dx Ans: (v) 02 tan d Ans:
5
(iii) 01 t3 (1 t2 ) 2 dt Ans:
R

7. ProveR that:2

(i) 0 ex dx = 2
xn1
(ii) 0 (1+x)
R
dx = (n)(1 n)
R 2
(iii) 0 tan d = 2 using ( 41 )( 43 ) = 2

(iv) 02 sin7 cos4 d = 120 1
R
R n a2 x2 1

(v) 0 x e dx = 2an+1 ( n+1
2
) Hint: put ax = t
(n)
(vi) (n, n) = 22n1 (n+ 1 ) .
2

1
 APPLICATIONS OF DEFINITE INTEGRAL

Rule 1: Let the equation of he curve in rectangular cartesian coordinates be y = f (x). We

assume it to be continuous on the finite interval [a, b] where b > aR and the value of f (x) are all
positive throughout the range. Then area of the given region A = ab f (x)dx.
Rule 2: Let the equation of he curve in rectangular cartesian coordinates be x = (y). We assume
it to be continuous on the finite interval [a, b] where b > aR and the value of (y) are all positive
throughout the range. Then area of the given region A = ab (y)dy.
Rule 3: If the equation of a curve in polar coordinates be r = f (), the area included between
the curve and two radii vectors = and = is given by A = 12 r2 d.
R

Solve:

1. Find the area of the region bounded by the upper half of the circle x2 + y 2 = 25, the x-axis
and the ordinates x = 3 and x = 4. Ans: 12 + 25
2
[sin1 45 + sin1 53 ]

2. Find the area of the circle r = 2a sin . Ans: a2 square unit.

3 2
3. Find the area of the cardioide r = a(1 cos ). Ans: 2
a. square unit.

4. Obtain the area common to the two circles r = a 2 and r = 2a cos . Ans: ( 1)a2 sq
unit.

5. Find the area included between the curve x2 y 2 = a2 (y 2 x2 ) and its asymptotes. Ans.

Rule 4: The length of the curve y = f (x) between two points x = x1 and x = x2 is given by
s
Z x2 dy 2
s= 1+( ) dx.
x1 dx
Rule 5: The length of the curve x = (y) between two points y = y1 and y = y2 is given by
s
Z y2 dx 2
s= 1+( ) dy.
y1 dy

Rule 6: The length of the curve r = f () between the points (r1 , 1 ) and (r2 , 2 ) is given by
s
Z 2 dr 2
s= r2 + ( ) d.
1 d
Rule 7: The length of the curve = f (r) between the points (r1 , 1 ) and (r2 , 2 ) is given by
s
Z r2 d 2
s= 1 + r2 ( ) dr.
r1 dr

Solve:

1. Find the length of the arc of the parabola y 2 = 4ax which is intercepted between the points
of intersection of the parabola and the straight line 3y = 8x.

2. Determine the length of any arc of the parabola y 2 = 4ax, the arc being measured from the
vertex.

2
 3. Show that the length of the arc of that part of the cardioide r = a(1 + cos ) which lies on
the side of the line 4r = 3a sec remote from the pole is equal to 4a.

4. Find the length of the arc of the parabola r = a sec2 2 .

Rule 8: For rotation of the curve y = f (x) between x = a and x = b about x-axis, then
s
Z b
2
Z b dy 2
V = y dx and S = 2 y 1+( ) dx.
a a dx
Rule 9: For rotation of the curve x = (y) between y = a and y = b about y-axis, then
s
Z b
2
Z b dx 2
V = x dy and S = 2 x 1+( ) dy.
a a dy
Rule 10: A sectorial element bounded by the radii vectors = and = and the curve
r = f () revolves about the initial line, then the volume of the solid of revolution is given by
s
2 Z 3 Z
dr
V = r sin d and S = 2 r sin r2 + ( )2 d.
3 d

Solve:

1. The curve r = a(1 + cos ) revolves about the initial line. Find the volume and the surface
of the figure formed.

2. Find the volume of the solid generated by the revolution about the y-axis of the area under
the curve y = sin x from x = 0 to x = .

3. Find the surface area of the sphere generated by the circle x2 + y 2 = 16 about x-axis.

4. Find the area of the surface formed by the revolution of the curve 6xy = y 4 + 3 about the
axis of y, from y = 1 to y = 4.

5. A parabolic reflector of an automobile headlight is 12 cm in diameter and 4 cm deep. Find

the cost of plating of the front portion of the reflection if the cost of plating is Rs. 50 per
sq.cm. Ans: Rs 800.00

ORDINARY DIFFERENTIAL EQUATION (ODE)

1. Define order and degree of an ODE. Find the order and degree of the ODEs
dy 23 2
(i) y + ( dx ) = 1 + x and (ii) ( ddxy )2 + y = dx
dy
.

2. Homogeneous equation: If a function f (x, y) can be expressed in the form xn ( xy ) or in

the form y n ( xy ), then f (x, y) is said to be a homogeneous function of degree n.

3. Solve the following differential equations (Put y = vx):

(i) x2 ydx (x3 + y 3 )dy = 0 (ii) (x + 2y 3)dx (2x + y 3)dy = 0
(iii) (3x + 3y + 1)dy = (x + y + 1)dx (iv) y(2xy + 1)dx + x(1 + 2xy + x2 y 2 )dy = 0 (xy = v).
4. Rules for finding integrating factors:
1
(a) If M x + N y 6= 0 and the equation be homogeneous, then M x+N y
is an integrating factor
(I.F.) of the equation M dx + N dy = 0.

3
 (b) If M x N y 6= 0 and the equation can be written as {f (xy)}ydx + {F (xy)}xdy = 0,
1
then M xN y
is an integrating factor of the equation M dx + N dy = 0.
R
f (x)dx
(c) If N1 ( M
y
N
x
) be a function of x alone, say f (x), then e is an integrating factor
of the equation M dx + N dy = 0.
R
1 N M (y)dy
(d) If (
M x
y
)
be a function of y alone, say (y), then e is an integrating factor
of the equation M dx + N dy = 0.
5. Solve the following differential equations:
(i) xdx + ydy + xdyydx
x2 +y 2
=0 Ans: x2 + y 2 + 2tan1 ( xy ) = C
(ii) (x y 2xy )dx + (3x2 y x3 )dy = 0
2 2
Ans:
dy (xy sin xy+cos xy)y
(iii) dx
= (cos xyxy sin xy)x
Ans:
(iv) (3x2 y 4 + 2xy)dx + (2x3 y 3 x2 )dy = 0 Ans:
dy
(v) x2 dx +y =1 Ans:
dy dy
(vi) y + x2 dx
2
= xy dx Ans:
2 x
dy
(vii) dx = y e x+2xy
2 Ans: I.F. = y 2
2 2
(viii) (y + x + 2x)dx + 2ydy = 0 Ans: I.F. = ex (using 4c)
(ix) (x2 + y 2 + 2x)dx + 2ydy = 0 Ans:
(x) (x4 + y 4 )dx xy 3 dy = 0. Ans:
6. Solution of first order but not of first degree ODE:
Start with a first order and n-th degree ODE:
pn + P1 pn1 + ... + Pn1 p + Pn = 0,
dy
where Pi are functions of x and y; p dx
.
Here we mainly discuss the following methods for solving:
(i) Solvable for p: If it can be expressed as
{p f1 }{p f2 }....{p fn } = 0.

Solving each of the factors we get the complete solution as F1 (x, y, c)F2 (x, y, c)...Fn (x, y, c) =
0, where c is an arbitrary constant.
(ii) Solvable for y: If it can be expressed as
y = f (x, p) (1)
Differentiating both sides of (1) with respect to x, we get an equation of the form p =
dp
F (x, p, dx ).
It can be solved to get a solution of the form
(x, p, c) = 0 (2)
Next we eliminate p from (1) and (2), we get the required solution. And
(iii) Solvable for x: If it can be expressed as
y = f (y, p) (3)
Differentiating both sides of (3) with respect to x, we get an equation of the form
1 dp
= F (y, p, ).
p dy
It can be solved to get a solution of the form
(y, p, c) = 0 (4)
Next we eliminate p from (3) and (4), we get the required solution.

4
 7. Solve the following differential equations:
(i) x2 (p2 y 2 ) + y 2 = x4 + 2xyp Ans: {y sinh(x + c)}{y sinh(c x)} = 0.
(ii) p2 + p 6 = 0 Ans: (y + 3x c)(y 2x c) = 0.
(iii) y = 2px + p2 y Ans: y 2 = 2cx + c2 .
(iv) x+ p 2 = a Ans: (x a)2 + (y + c)2 = 1.
1+p

8. Clairut s Equation
A differential equation of the form y = px + f (p) is known as Clairut s Equation.
9. Solve the following
differential equations
and find the singular solutions:
(i) y = px + 1 + p 2 Ans: y = cx + 1 + c ; x + y 2 = 1
2 2

(ii) y = px + ap Ans: y = cx + ac ; y 2 = 4ax

2 2
(iii) y = px + a2 p2 + b2 Ans: y = cx + a2 c2 + b2 ; xa2 + yb2 = 1
(iv) y = px + p p2 Ans: y = cx + c c2 ; 4y = (x + 1)2 .
10. Solution of first order linear ODE:
R
dy P dx
(a) If the equation is dx
+P y = Q, where P and Q are functions of x only, then I.F.= e
R
dx P dy
(b) If the equation is dy
+P x = Q, where P and Q are functions of y only, then I.F.= e .
11. Solve the following differential equations
dy
(i) dx
+ x24x+1 y = (x2 +1)
1
3 Ans: (x2 + 1)2 y = tan1 x + c
1 dy 1
(ii) 1 + y 2 + (x e tan y ) dx =0 Ans: x etan y = tan1 y + c
dy 2 2
3
(iii) dx + x sin 2y = x cos y 2
Ans: tan y.ex = 12 ex (x2 1) + c
dy an+1
(iv) dx + xa y = xbn , a and b being constants. Ans: xa y = b. xan+1 + c
12. Solutions of the linear equation f(D)y=0:
If the roots of the auxiliary equation f(m)=0 are m1 , m2 and m3 , then the solutions of the
given ODE are
(a) If m1 6 m2 6= m3 , y = C1 em1 x + C2 em2 x + C3 em3 x
=
(b) If m1 = m2 6= m3 , y = (C1 + C2 x)em1 x + C3 em3 x .
(c) If m1 = m2 = m3 , y = (C1 + C2 x + C3 x2 )em1 x
(d) If m1 = + i, m2 = i and m3 , y = ex (C1 Cosx + C2 Sinx) + C3 em3 x .
13. Particular Integral(P.I.) By Short Method (Rules):
1
(a) If X = eax , P.I. = f (a) eax , provided f (a) 6= 0,
r
x e ax
= r!g(a) , where f (D) = (D a)r g(D), g(a) 6= 0.
(b) If X = sin ax/ cos ax,
P.I. = (D1 2 ) sin ax = (a
1 2
2 ) sin ax, provided (a ) 6= 0, where f (D) = (D ).
2

If (a2 ) = 0 then P.I. = D21a2 sin ax = 2a x

cos ax and D21a2 cos ax = 2a
x
sin ax.
1
(c) If X = V eax , V being functions of x only, P.I. = eax f (a+D) V.
1 1
(d) If X = xV , V being functions of x only, P.I. = x f (D) V f (D) [f (D)]2V .

(e) If X = P (x), where P (x) is a Polynomial function of x, then we have to expand [f (D)]1
and arrange the terms in ascending powers of D and   operate with P (x).
Remark: With the help of Bernstein coefficient nr = n.(n1).(n2)...(nr+1)
r!
, where r is
a non negative integer, we can obtain the binomial series which is valid for any real
number n if |x| < 1,
! ! !
n n 2 n 3
(1 + x)n = 1 + x+ x + x + ....
1 2 3

5
 (f) If (D a)y = X, X being functions of x only, P.I. = eax Xeax dx.
R

14. Solve the following differential equations:

(i) (D2 + 9)y = 9e3x P.I. = 21 e3x
3 2 x
(ii) (D 3D + 3D 1)y = e P.I. =
(iii) (D2 + 1)y = cos 2x P.I. =
(iv) (D2 + 1)y = cos x P.I. =
(v) (D2 2D + 1)y = x2 e3x P.I. =
2 2 x
(vi) (D 4D + 4)y = x e . P.I. = ex (x2 + 4x + 6)
sin x
(vii) 2
(D 4)y = x sin x P.I. = x 5 2 cos
25
x

(viii) (D2 2D + 1)y = x sin x P.I. = 12 [x cos x + cos x sin x]

(ix) (D2 3D + 2)y = sin(ex ) P.I. = e2x sin(ex )
3 2
(x) (D + 3D + 2D)y = 2x P.I. =
(xi) (D2 + 9)y = sec 3x P.I. =
3x
(xii) 3 2 x
(D 3D + 4D 2)y = e + cos x P.I. = e8 (2x2 4x + 3)
2
(xiii) (D2 1)y = x sin x + xex P.I. = x4 ex x2 sin x cos2 x
2 2 x
(xiv) (D + 2D + 2)y = x e P.I. = ex [x2 2]
1 3x
(xv) (D2 9)y = e3x cos x P.I. = 37 e [cos x 6 sin x]
2 2 x
(xvi) (D 2D + 1)y = x e . P.I. =
2
(xvii) (D + 1)y = sin x sin 2x P.I. = 41 x sin x + 161
cos 3x
1
(xviii) (D2 D 2)y = sin 2x P.I. = 20 [x cos 2x 3 sin 2x]
15. Linear Independence and the Wronskian of Two Functions:
Recall our definition of the linear dependence of two functions f and g on an open interval
I : f and g are linearly dependent if there exists constants c1 and c2 , not both zero, such
that
c1 f (t) + c2 g(t) = 0; t I.

If we must choose c1 = 0 = c2 , then we say f and g are linearly independent. Since we are
considering only two functions, linear dependence is equivalent in this special case to one
function being a scalar multiple of the other.
If two differentiable functions f and g are linearly dependent, then their Wronskian is zero
for all t I, i.e.,
W [f ; g](t) = f (t)g (t) g(t)f (t) = 0; t I

Thus, if the Wronskian is nonzero at any t I, the two functions must be linearly indepen-
dent. If we are considering f = y1 and g = y2 to be two solutions to the ODE
(D2 + P D + Q)y = 0,
where P and Q are both continuous functions of x on some interval I, then the Wronskian
has some extra properties which are given by Abels Theorem:
R
P dx
W [y1 ; y2 ](x) = Ae ,
for some constant A.
This theorem essentially says that if two solutions the the ODE are linearly independent,
then the Wronskian of the two solutions is never zero on the interval I, i.e., A 6= 0. Otherwise,
the Wronskian is always zero, i.e., A = 0, and the solutions are linearly dependent. This is
the key result that we use for checking for a fundamental set of two solutions to a second
order linear homogeneous differential equation.
Example 1: It can be easily verified that f (x) = 2x, and g(x) = 3x2 are linearly independent
in the interval (2, 2) but surprisingly Wronskian is not zero for all x I:
W [f ; g] = 6x2 6= 0

6
 as long as x 6= 0.

16. (a) Prove Abels Theorem.

(b) Prove that sin 2x and cos 2x are solutions of the differential equation (D2 + 4)y = 0 and
these are linearly independent.
(c) Show that (D2 2D + 2)y = 0 has exactly two linearly independent solutions. [These
are ex sin x and ex cos 2x.] Find the solution y(x) with y(0) = 2, y (0) = 3.
(d) Show that the functions ex sin x and ex cos x are linearly independent solutions of a
2nd order linear ODE. Write down the general solution y(x). Also find y(x) with the
conditions y(0) = 2, y(0) = 3.
(e) Suppose W [y1 ; y2 ](x) 6= 0 for some x, can the functions y1 and y2 be linearly independent
solutions of a 2nd order ODE?
(f) Show that the functions x2 and x2 log x are linearly independent and form an ODE
whose solutions are these functions. [Hint. General solution of the required ODE will
be y = Ax2 +Bx2 log x , A, B-arbitrary constants. Eliminate A and B to get the ODE].
(g) Show that ex and ex are linearly independent solutions of (D2 1)y = 0 on any
interval.
(h) Can you form a second order linear homogeneous ODE whose two independent solutions
are f (t) = 2t and g(t) = 3t2 in (2, 2)?

17. Complete solution in terms of a known integral:

Sketch of the process: Consider the 2nd order linear ODE

(D2 + P D + Q)y = X, (5)

where P and Q are both functions of x. Let y = u be one independent solution of the
associated homogeneous equation.
Claim: y = uv be the complete solution of (5), where v is a function of x to be determined.
Finding y and y and putting y, y and y in the given equation and using the fact y = u is
one independent solution of the associated homogeneous equation, we get
2u X
v + ( + P )v = ,
u u
which is a linear equation in v . Next we can find v and v and hence we are done!

18. Solve the following ODE in terms of known integral:

(a) [xD2 (2x 1)D + (x 1)]y = 0 Ans. y = ex (c1 ln x + c2 ).

(b) [xD2 + (1 x)D 1]y = ex Ans. y = ex ln x + c1 ex x1 ex dx + c2 ex .
R

1
(c) (x2 D2 + xD 1)y = x, given that y = x + x
is a solution Ans. y = c1 x1 + c2 (x + x1 ).
(d) (x2 D2 + xD 9)y = 0, given that y = x3 is a solution Ans. y = c1 x3 + c2 x3 .

19. Method of Variation of Parameters (2nd order)

Let us consider the general linear equation of second order

d2 y dy
2
+P + Qy = X (6)
dx dx
where P , Q and X are functions of x only.
Let
y = Au + Bv (7)

7
be the complementary function of the equation (6), where A and B are constants and u
and v are functions of x and are independent solutions of the corresponding homogeneous
equation. Thus

d2 u du d2 v dv
+ P + Qu = 0 and + P + Qv = 0. (8)
dx2 dx dx2 dx
Let us assume
y = u + v (9)

is complete primitive of (6), where we take and in place of A and B and they are no
longer constants but functions of x, to be so chosen that (9) will satisfy (6).
Differentiating (9) with respect to x, we get

dy du dv d d
= + +u +v .
dx dx dx dx dx
Let us choose and such that

d d
u +v = 0, (10)
dx dx
so that
dy du dv
= +
dx dx dx
Differentiating this once again with respect to x, we get

d2 y d2 u d2 v d du d dv
= + + + .
dx2 dx2 dx2 dx dx dx dx

dy d2 y
Substituting these values of y, dx
and dx2
in (6) and after rearrange, we get

d2 u du d2 v dv d du d dv
( 2
+ P + Qu) + ( 2
+P + Qv) + + =X
dx dy dx dy dx dx dx dx

d du d dv
+ =X (11)
dx dx dx dx
by virtue of (8).
d d
Solving for dx
and dx
from (10) and (11), we get

d vX d uX
= du dv and = du dv
dx v dx u dx dx v dx u dx

Integrating we get
Z
vXdx Z
uXdx
= C1 + du dv and = C2 +
v dx u dx v du dv
u dx
dx

Substituting these values of and in (9), we get the complete solution of the equation (6),
C1 and C2 being arbitrary constants.

8
20. Solve, by the method of variation of parameters of the following differential
equations:
d2 y
(i) dx2
+ a2 y = sec ax Ans: y = C1 cos ax + C2 sin ax + xa sin ax + a12 cos ax log(cos ax)
2
d y
(ii) dx2
+ 4y = 4 tan 2x Ans: y = C1 cos 2x + C2 sin 2x cos 2x log(sec 2x + tan 2x)
d2 y 2 x
(iii) dx2
y = 1+e x Ans: y = C1 ex + C2 ex + ex log 1+e
ex
ex log(1 = ex ) 1
2
d y
(iv) dx2
+ y = cosec x Ans: y = C1 cos x + C2 sin x x cos x + sin x log sin x
d2 y
(v) dx2
+ y = cos x Ans: y = C1 sin x + C2 cos x + 21 x sin x + 14 cos x
d2 y
(vi) dx2
+y =x Ans: y = C1 cos x + C2 sin x + x
d2 y
(vii) dx2 + 4y = sin 2x Ans: y = C1 cos 2x + C2 sin 2x 41 x cos 2x
d2 y dy ex
(viii) dx 2 + 2 dx + y = x2 Ans: y = (C1 + C2 x)ex ex (1 + log x)
21. Solve the following simultaneous differential equations:
d
(a) (D 7)x + y = 0, (D 5)y 2x = 0; where D dt
(b) (D + 5)x + y = et , (D + 3)y x = e2t ;
(c) (D2 3)x 4y = 0, (D2 + 1)y + x = 0;
(d) (D + 2)x + (D + 1)y = 0, (D + 3)y + 5x = 0.

22. Solve the following differential equations of Simultaneous equations in the form
dx
P
= dy
Q
= dz
R
, where P P (x, y, z), Q Q(x, y, z), R R(x, y, z):
(i) dx
xy
= dy
y2
dz
= xyz2x 2 Ans: x = C1 y, x = log(yz 2x) log y + C2
adx bdy cdz
(ii) yz(bc)
= xz(ca) = xy(ab) Ans: ax2 + by 2 + cz 2 = C1 , a2 x2 + b2 y 2 + c2 z 2 = C2
xdx dy dz
(iii) z 2 2yzy 2
= y+z = yz Ans: x2 + y 2 + z 2 = C1 , x2 z 2 2yz = C2
dx dy
(iv) 1+y
= 1+x = dz z
Ans: z(x y) = C1 , z = C2 (x + y + 2)
dy
(v) dx
y2
= x2
= dz
x2 y 2 z 4
Ans: x3 y 3 = C1 , y 3 + z13 = C2
dx dy dz
(vi) yz
= zx
= xy
Ans: x2 y 2 = C 1 , x2 z 2 = C 2
dx dy dz
(vii) z
= z = z2 +(x+y) 2 Ans: x + y = C1 , log[(x + y)2 + z 2 ] 2x = C2
dx dy dz
23. Geometrical interpretation of the equations P
= Q
= R
.
We know, from the geometry of three dimensions, that the direction cosines of the tangent
to a curve are dx , dy , dz , that is are in the ratio dx : dy : dz.
ds ds ds
Hence geometrically these equations represent a system of curves in space, such that the
direction cosines of the tangent to it at any point (x, y, z) are proportional to P , Q, R.

LAPLACE TRANSFORMS (LT)

1. Definition: Suppose that F (t) is a real valued function defined over the interval (, )
such that F (t) = 0 for all t < 0.R The Laplace Transform(LT) of F (t), denoted by L{F (t)},
is defined as L{F (t)} = f (s) = 0 est F (t)dt.

2. Properties:

(a) Linear property: Suppose that f1 (s) and f2 (s) are LT of F1 (t) and F2 (t) respectively,
then L{c1 F1 (t)c2 F2 (t)} = c1 L{F1 (t)}c2 L{F2 (t)} where c1 and c2 are any constants.
(b) First shifting property: If L{F (t)} = f (s) then, L{eat F (t)} = f (s a).
(c) Change of scale property: If L{F (t)} = f (s) then, L{F (at)} = a1 f ( as ).
(n+1)
(d) L{1} = 1s , s > 0 and L{tn } = sn+1
, if s > 0 and n > 1.

9
 1 s a
(e) L{eat } = sa
, L{Cos at} = s2 +a2
and L{Sin at} = s2 +a2
(f) LT of Derivatives: If L{F (t)} = f (s), then L{F (t)} = sn f (s) sn1 F (0)
n
n
sn2 F (0) . . . sF (n2) (0) F (n1) (0), where F n (t) stands for d dtFn(t) .
d n
(g) Multiplication by tn : If L{F (t)} = f (s), then L{tn F (t)} = (1)n ds n f (s), for n =

1, 2, 3, . . ..
(h) Division by t: If L{F (t)} = f (s), then L{ F (t)
R
t
}= s f (x)dx, provided the integral
exists.

3. Evaluate:

(i) L{t5 e3t } Ans: 120

(s3)6
(vi) L{et sin2 t} Ans: (s+1)(s3s
2 2s+5)
s at bt
(ii) L{cosh(2t)} Ans: s 4 (vii) L{ e e t
} s+b
Ans: log( s+a )
52s
(iii) L{5t 2} Ans: s2
R et sin t
(viii)R 0 dt Ans: 4
a t
(iv) L{sinh at} Ans: s2 a2 (ix) R 0 e2t t sin2 tdt Ans: 18
(v) L{(5e2t 3)2 } Ans: 25
s4
30
s2 + 9
s (x) 0 te3t sin tdt 3
Ans: 50

4. Show R that: 3 sin t

(i) 0 te3t sin t dt = 50 (ii) 0 t3 et sin t dt = 0
R R
(iii) 0 t
dt = 2
2 2
n!
(iv) L{tn eat } = (sa) n+1 (v) L{ sint t } = 14 log( s s+4
2 ).

5. Definition: If the LT of a function F (t) is f (s), i.e. L{F (t)} = f (s) then F (t) is called an
inverse Laplace transform (ILT) of f (s). We write F (t) = L1 {f (s)}.

6. Linear property: Suppose that f1 (s) and f2 (s) are LT of F1 (t) and F2 (t) respectively, then
L1 {c1 f1 (s) c2 f2 (s)} = c1 L1 {f1 (s)} c2 L1 {f2 (s)} where c1 and c2 are any constants.

7. Convolution
Rt
Theorem: If LR1 {f (s)} = F (t), L1 {g(s)} = G(t), then L1 {f (s) g(s)} =
t
0 F (u)G(t u)du = F G = 0 F (t u)G(u)du.

8. Evaluate L1 {P } where P =
1 bt eat
(i) (s+a)(s+b)
Ans: e ab
1 4t 1
(ii) s2 (s+4)
Ans: 4t + e16 16
5 5
(iii) (s+4)(s7) Ans: 11 [e7t e4t ]
3
(iv) s8e2 4 Ans: 4e3 sinh 2t
s2
(v) (s2 +1)2
Ans: 12 (sin t + t cos t)
(vi) log(1 + s12 ) Ans: 2(1cos
t
t)
.
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(vii) s2 (s3) Ans: 1 3x + e3x

9. Use Laplace Transforms to solve the differential equation:

d2 y dy
2
3 = 9,
dx dx
dy
given that when x = 0, y = 0 and dx
= 0.
Solution Taking Laplace Transform both sides, we get
d2 y dy
L{ 2
} 3L{ } = L{9}
dx dx

Hence [s2 f (s) sy(0) y (0)] 3[sf (s) y(0)] = 9s .

Taking y(0) = 0 and y (0) = 0.
Hence s2 f (s) 3sf (s) = 9s .

10
 Rearranging gives: (s2 3s)f (s) = 9s .
9
i.e. f (s) = s2 (s3)
Taking Inverse Laplace Transform, we get
9
y = L1 { s2 (s3) } = L1 { 1s 3
s2
+ 1
s3
} = 1 3x + e3x .

10. Using Laplace Transform solve:

(a) y (t) + y(t) = t given that y (0) = 1, y() = 0. Ans: y = cos t + t

(b) y (t) + y(t) = cos t where y (0) = y(0) = 0. Ans:
(c) y (t) + 2y (t) + 5y(t) = et sin t where y(0) = 0, y (0) = 1. Ans:
2
(d) (D + 6D + 9)y = sin t, where y(0) = 1, y (0) = 0.
Ans:
d2 y dy
(e) dx2
+ 6 dx + 13y = 0,
dy
given that when x = 0, y = 3 and dx
= 7. Ans: y = e3t (3 cos 2t + 8 sin 2t).

MATRIX THEORY

1. Obtain the row reduced echelonform and find the rank of the following matrices:
0 0 2 2 0 1 0 1 4 0 1 0 2 2 0

1 3 2 4 1 0 3 1 4 1 5 3 2 4 1
(i)

(ii)
(iii) .

2 6 2 6 2 0 6 2 6 2 2 2 2 6 2


3 9 5 10 3 2 0 2 8 0 3 9 0 10 11
Ans: (i) 3, (ii) 3, (iii) 4.

2. Prove that a square matrix can

be expressed
as the sum of a symmetric and skew symmetric
1 0 5
matrix. Hence express A = 1 5 1 as the sum of a symmetric and skew symmetric

3 1 1
matrix.

3. Solve (by row operations):

(i) x + y + z = 9, 2x + 5y + 7z = 52, 2x + y z = 0,
(ii) x y + 2z = 9, x + 5y + z = 52, x + y z = 1,
(iii) 2x + 3y + z = 8, 2x 5y + z = 12, 2x + 2y z = 15,
(iv) 4x + y + 2z = 7, x + y + 7z = 4, 2x + 2y z = 10,
(v) x + 2y + z = 9, 2x + y + 7z = 2, 3x + y z = 5,
(vi) 5x + y + 3z = 5, x y + z = 5, x + y z = 0,
(vii) x + y + z = 2, x + 5y 6z = 2, x y z = 4.
4. Determine the conditions for which the system:
x1 + x2 + x3 = 1;
x1 + 2x2 x3 = b;
5x1 + 7x2 + ax3 = b2
admits of (i) unique solution, (ii) no solution and (iii) infinitely many solutions.

5. Given a system of equations:

x1 + 4x2 + 2x3 = 1;
2x1 + 7x2 + 5x3 = 2k;
4x1 + mx2 + 10x3 = 2k + 1.
Find the values of k and m, for which the system of equations have
(i) unique solution (ii) no solution (iii) infinitely many solutions.

11
6. Find the coefficients a, b, and c so that the graph of f (x) = ax2 + bx + c passes through the
points (1, 2), (2, 6) and (3, 5).
7. Show that the nonzero rows of an echelon matrix form a linearly independent set.
8. Prove that if the homogeneous system AX = 0 has a non-trivial solution, then A must be a
singular matrix.
9. Solve (if possible):
2x1 + 3x2 + 2x3 + 5x4 = 1;
3x1 + x2 + x3 + 3x4 = 2;
7x1 + 7x2 + 5x3 + 13x4 = 3;
8x1 + 5x2 + 4x3 + 11x4 = 5.

CHARACTERISTIC EQUATIONS AND QUADRATIC FORMS

1. Cayley-Hamilton Theorem Every Characterestic eqution of a matrix is satiesfy its own

matrix.
2. Find the eigenvalues

and
the corresponding

eigenvector(s)

of matrices:
1 0 1 1 0 1 1 1 3 !
1 0
A= 1 2 1 , B = 0 1 1 , C = 1 5 1 and D = .

0 2
2 2 3 1 0 1 3 1 1

1 1 3
3. Find the characteristic equation of the matrix A = 1

3 3 and hence find its
2 4 4
3

3 1 2
5 1 3
inverse. Ans: C. E. is x3 20x + 8 = 0 and A1 =
4 4 4 .
41 14 14

1 0 1 8 8 2 2 3 4
4. Diagonalize the matrix (i) A = 1 2 1 (ii) 4 3 2 (iii) 0 2 1 .

2 2 3 3 4 1 0 0 1
!
1 0
5. Show that the matrix is not diagonalizable over the field R.
3 1

6. Find the rank, index, and signature of the quadratic

x21 2x22 + 3x23
form
4x2 x3 + 6x1 x3 .
1 0 3 1 0 0
Solu: After congruence operations of A = 0 2 2 , we get A = 0 1 0

.
3 2 3 0 0 1
The rank of the quadratic form is r = 3 (the number of non-zero terms in the normal form).
The index of the quadratic form is p = 1 (the number of positve terms in the normal form).
The signature of the quadratic form is s = 1 (s=2p-r).
7. Transform into canonical(normal) form and also find its nature, rank, index, and signature
of the following quadratic form, where f (x1 , x2 , x3 ) =:

(i) 2x1 x2 6x2 x3 + 2x3 x1 , Ans:

(ii) x21 + x23 + 4x1 x2 + 6x1 x3 + 6x2 x3 Ans:
(iii) 6x21 + 3x23 + 14x23 + 4x2 x3 + 18x1 x3 + 4x1 x2 Ans:
(iv) x21 + 2x22 + 3x23 2x1 x2 + 4x2 x3 . Ans:

12

1 1 0
8. Given the matrix A = 1 2 1

, express A1 as a polynomial in A.
3 2 2
!
1 4
9. Verify Cayley-Hamilton theorem for the matrix A = and find its inverse. Also
2 3
express A5 4A4 7A3 + 11A2 A 10I as a linear polynomial in A.

10. If A and B are two similar matrices, then prove that An and B n n 1 have the same
eigenvalue(s).

11. Prove that the eigenvalues of a real skew symmetric matrix are purely imaginary or zero.

12. Show that eigenvalues of a real symmetric matrix are all real and eigenvalues of a real
skew-symmetric matrix are purely imaginary or zero.

13. A matrix B of order 3 has eigenvalues 0, 1, 2. This information is enough to find three of
these (give the answers where possible) (i) the rank of B, (ii) the determinant of B, (iii)
the eigenvalues of B t B and (iv) the eigenvalues of (B 2 + I3 )1 .

1 0 0
100
14. State Cayley-Hamilton theorem and hence find A , where A = 1 0 1

.
0 1 0

VECTOR SPACES

Field: Let F be a non-empty set which is closed under two binary operations denoted + (addition,
say) and (multiplication, say). Then (F, +, ) is a field if for all a, b, c F , the following
properties hold:

1. Commutative laws: a + b = b + a; a.b = b.a.

2. Associative laws: (a + b) + c = a + (b + c); a (b c) = (a b) c.

3. Distribute laws: a (b + c) = a b + a c; (b + c) a = b a + c a.

4. Further there must exist an identity element 0 and an unit element 1 F satisfying a + 0 =
0 + a = a and a 1 = 1 a = a.

5. For any a F , there exists an additive inverse a F such that a + (a) = 0.

6. For any a 6= 0 in F , there exists an element denoted a1 in F such that a a1 = a1 a = 1.

Vector Space: Let F be a field. A set V of elements called vectors is a vector space if for any
u, v, w V and for any c, d F :

1. u + v V .

2. cu V .

3. u + v = v + u.

4. u + (v + w) = (u + v) + w.

13
 5. There exists an element denoted 0 V such that u + 0 = u.

6. For every element u V , there exists an element denoted u such that u + (u) = 0.

7. c(u + v) = cu + cv.

8. (c + d)u = cu + du.

9. c(du) = (cd)u.

10. 1u = u.

Vector Subspace: Let V be a vector space. A subset U of V is called a subspace of V if U is

itself a vector space under the same operations as V . That is a subset U of V is called a subspace
of V if

1. The zero vector belongs to U ; (that is, 0 U );

2. u, v U , then u + v U and

3. u U and t F , then tu U .

Linearly Dependent(LD) and Linearly Independent(LI) Vectors: In a vector space V ,

a sum of the form u = a1 v1 + a2 v2 + . . . + ak vk , where the ai Fq are scalars, is called a
linear combination of the vectors v1 , v2 , . . . , vk . A set of vectors {v1 , v2 , . . . , vk } is called linearly
dependent if there is a set of scalars {a1 , a2 , . . . , ak }, not all zero, such that a1 v1 +a2 v2 +. . .+ak vk =
0.
A set of vectors that is not linearly dependent is called linearly independent. No vector in a
linearly independent set can be expressed as a linear combination of the other vectors in that
linearly independent set.
Basis: A basis is a set of linearly independent vectors that span the vector space.
Dimension: The dimension of a vector space V is number of vectors in any basis of V .

************* *************

1. Test whether the set of vectors (1, 2, 4), (3, 0, 5), and (2, 1, 7) are linearly dependent or not,
where the elements of the vectors are real numbers.

2. Show that the set S = {(3, 4, 5), (1, 2, 1), (2, 1, 2)} of vectors are LI over R3 .

3. Prove that the set S = {(2, 1, 1), (1, 2, 1), (1, 1, 2)} is a basis of R3 .

4. Show that the vectors (1, 2, 1), (2, 1, 0), (1, 1, 2) form a basis of the vector space V = R3 ,
over the field of real numbers.

5. Prove that the four vectors = (1, 0, 0), = (0, 1, 0), = (0, 0, 1) and = (1, 1, 1) in R3
form linearly dependent subset of R3 but any three of them are linearly independent.

6. If S = {(x, y, z) R3 | 2x + y z = 0}, then find a basis and the dimension of S as a

subspace of R3 .

7. Let S = {(x, y, z) R3 | xy = z}. Is S a subspace of R3 over R?

14
 8. We all know that the row space denoted by R(A) contains all linear combinations of the
rows from a matrix. The question is: How many of those rows are needed to form a row
space?

9. Decide whether each subset of R3 is linearly dependent or not:

(i) {(1, 3, 5); (2, 2, 4); (4, 4, 14)} (ii) {(0, 0, 1); (1, 0, 4)} (iii) {(2, 4); (6, 0); (3, 5)}
Also find the dimension of the space/subspace generated by these vectors.

10. If the set {u, v, w} R3 is LI, then show that the set {u, u + v, u + v + w} is also LI.

11. Let S is a subspace of V and also let a subset T of S is LI in S, then T is also linearly
independent in V . Is this true? then prove it.

12. Prove that any two basis have the same number of vectors of a given vector space.

13. Define LD and LI of vectors with examples. What do you understand by basis of a vector
space? Show that the vectors (1, 2, 4), (2, 1, 3), (0, 1, 2) and (3, 7, 1) are LD. Find the
relation between them.

14. If v1 , v2 , . . . , vm are m vectors each having n m components and if for i = 1, 2, . . . , m the

first nonzero component of vi is the ith, then prove that v1 , v2 , . . . , vm are linearly indepen-
dent.

15. Determine scalars such that the vector (3, 4, 5) is expressed as a linear combination of vectors
= (1, 2, 3), = (2, 3, 4) and = (4, 3, 2).

16. Let V be a vector space over the field F . Then prove that set S of non-zero vectors
1 , 2 , . . . , n V is linearly dependent iff some element of S be a linear combination
of the others.

Numerical Analysis

Students are requested to bring Calculator in the class and examination hall.
Mobile are not allowed.

1. To round-off a number to n significant digits, discard all digits to the right of the nth digit,
and if this discarded number is

(a) less than half a unit, leave the nth digit unaltered;
(b) greater than half a unit, increase the nth digit by unity;
(c) exactly half a unit, increase the nth digit if it is odd; otherwise, leave it unchanged.

The number thus rounded-off is said to be correct to n significant figures.

Example. The numbers given below are rounded-off to four significant figures:

Before After Before After

1.6583 1.658 0.0015472 0.001547
30.0567 30.06 700.1512 700.2
0.859378 0.8594 897846 8978
3.14159 3.142 526752 5268

15
2. The Bisection Method is to divide the interval into two equal subintervals,

a+b
c= 2
.

Example. Find a real root of the equation x3 2x 5 = 0.

Solution: Let f (x) = x3 2x 5. Then f (2) = 1 and f (3) = 16.
2+3
Hence a root lies between 2 and 3 and we take x0 = 2
= 2.5
2+2.5
Since f (x0 ) = 5.6250, we choose [2, 2.5] as the new interval. Then x1 = 2
= 2.25 and
f (x1 ) = 1.890625.
Proceeding in this way, the following table is obtained.

n a b x f (x)
1 2 3 2.5 5.56250
2 2 2.5 2.25 1.8906
3 2 2.25 2.125 0.3457
4 2 2.125 2.0625 -0.3513
5 2.0625 2.125 2.09375 -0.0089
6 2.09375 2.125 2.10938 0.1668
7 2.09375 2.10938 2.10156 0.07856
8 2.09375 2.10156 2.09766 0.03471
9 2.09375 2.09766 2.09570 0.01286
10 2.09375 2.09570 2.09473 0.00195
11 2.09375 2.09473 2.09424 -0.0035
12 2.09424 2.09473

At n = 12, it is seen that the difference two successive iteratives is 0.0005, which is less than
0.001. Thus the required root is 2.09 (correct upto 3 significant figures).

3. The Newton-Raphson Method is sufficiently important that we should write out the
iteration in detail:
xn+1 = xn ff(x n)
(xn )
; n=0, 1, 2, . . .

Example. Use the Newton-Raphson Method to find a real root of the equation x3 2x5 =
0.
Solution: Here f (x) = x3 2x 5 and f (x) = 3x2 2.
x3n 2xn 5
Hence from the above formula xn+1 = xn 3x2n 2
.
Choosing x0 = 2, we get the following table:

n xn f (xn ) xn+1
0 2 -1 2.1
1 2.1 0.061 2.094568
2 2.094568 0.0001859 2.094551
3 2.094551 -0.000053

Thus the required root is 2.09? (correct up to 3 significant figures).

4. The Secant Method is given by

xn+1 = xn f (xn ) f (xxnn)f

xn1
(xn1 )
; n>1.

16
 Example. Use the Secant Method to find a real root of the equation x3 2x 5 = 0.
Solution: Let the two initial approximation be given by x1 = 2 and x0 = 3. We have
f (x1 ) = f1 = 8 9 = 1, and f (x0 ) = f0 = 27 11 = 16.
Putting n = 0 in the above equation, we obtain x1 = 2.058823529.
Also, f (x1 ) = f1 = 0.390799923.
Putting n = 1, we get x2 = 2.08126366 and f (x2 ) = f2 = 0.147204057.
Setting n = 2, we get x3 = 2.094824145, which is correct up to three significant figures.

5. Obtain a root, using The Bisection Method or The Newton-Raphson Method

or The Secant Method, correct up to three decimal places, for the following
equations:
(i) x3 + x2 + x + 7 = 0 Ans:
(ii) x3 4x 9 = 0 Ans: 2.706
(iii) cos x = 3x 1 Ans:
(iv) x3 x 4 = 0 Ans:
3
(v) x 18 = 0 Ans:
1
(vi) x = (5 x) 3 Ans:
(vii) x3 x2 1 = 0 Ans:
(viii) x3 + x2 1 = 0 Ans:
(ix) ln x = 10(x 1) Ans:
(x) x3 3x 5 = 0 Ans:
3
(xi) x x1=0 Ans:
(xii) x log x = 2 Ans:

BOOKS: (TEXT/REFERENCES)

1. Babu Ram, Engineering Mathematics, Pearson. (You May Purchase).

2. J. Sengupta, S. K. Sarkar, Engineering Mathematics, Vol-II.

3. S. K. Mapa, Higher Algebra, Asoka Prakasan.

4. Maity and Ghosh, Differential Equations.

5. Chakravorty and Ghosh, Differential Equations.

6. G. F. Simpsons, Ordinary Differential Equation, McGraw-Hill, 1972.

7. N. D. Raisinghania, Integral Transforms, S. Chand, 1988.

8. S. L. Ross, Differential Equations, John Willey and Sons.

9. I. N. Sneddon, The use of Integral Transforms, McGraw-Hill, 1974.

10. S. A. Mollah, Numerical Analysis, Books and Allied (P) Ltd.

11. S. S. Sastry, Numerical Analysis, PHI.

For more information follow the following webpage

https://sites.google.com/site/satyabagchi

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