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Lecture notes, lectures 1-36

Mathematics For Engineering (Monash University)

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Contents
1. Assumed background knowledge and skills for ENG1005 9

2. Integration 14
2.1 Integration: Revision . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 15
2.1.1 Some basic integrals . . . . . . . . . . . . . . . . . . . . . . . . . . 15
2.1.2 Substitution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 16
2.2 Integration by parts . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 18

3. Hyperbolic functions 21
3.1 Hyperbolic functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 22
3.1.1 Hyperbolic functions . . . . . . . . . . . . . . . . . . . . . . . . . . 23

ENG1005 3.1.2 More hyperbolic functions . . . . . . . . . . . . . . . . . . . . . . .


3.2 Special functions: Not examinable . . . . . . . . . . . . . . . . . . . . . . .
25
27

4. Improper integrals 28
4.1 Improper integrals . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 29

Engineering Mathematics 4.2 A standard strategy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .


4.3 Comparison test for improper integrals . . . . . . . . . . . . . . . . . . . .
29
32
4.4 The general strategy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 34

5. Sequences and series. 36


5.1 Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
5.1.1 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 37
Lecture notes 5.1.2 Partial sums . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
5.1.3 Arithmetic series . . . . . . . . . . . . . . . . . . . . . . . . . . . . 38
5.1.4 Geometric series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
5.1.5 Compound interest . . . . . . . . . . . . . . . . . . . . . . . . . . . 39
5.2 Convergence and divergence of series . . . . . . . . . . . . . . . . . . . . . 40
5.2.1 Zero tail? . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 40
5.2.2 The ratio test . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
5.3 Simple power series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 41
Clayton Campus 5.4 The general power series . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
Malaysia Campus 5.5 Examples of power series . . . . . . . . . . . . . . . . . . . . . . . . . . . . 42
Semester 1, 2016
6. Taylor series 43

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6.1 Maclaurin series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 44 10.2 Vector equation of a plane . . . . . . . . . . . . . . . . . . . . . . . . . . 74


6.2 Taylor series . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
11. Parametric curves in 3-dimensions 75
6.3 Uniqueness . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 45
11.1 Parametric curves . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 76
6.4 Radius of convergence . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 46
11.2 Tangent vectors and lines . . . . . . . . . . . . . . . . . . . . . . . . . . . 79
6.5 Computing the radius of convergence . . . . . . . . . . . . . . . . . . . . . 47
11.3 Normal planes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 80
6.6 Some theorems: Not examinable . . . . . . . . . . . . . . . . . . . . . . . . 48
11.4 Arc length: Not examinable . . . . . . . . . . . . . . . . . . . . . . . . . 81
7. Applications of Taylor Series 49
12. Parametric representations of surfaces 82
7.1 Using Taylor series to calculate limits . . . . . . . . . . . . . . . . . . . . . 50
12.1 Surfaces . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 83
7.2 lHopitals rule . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 52
12.2 Alternative forms . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 86
7.3 Approximating values of functions . . . . . . . . . . . . . . . . . . . . . . . 53
12.3 Parametric representations of surfaces . . . . . . . . . . . . . . . . . . . . 87
7.4 Approximating functions . . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
12.4 Coordinate vectors in other coordinate systems . . . . . . . . . . . . . . . 93
7.4.1 Taylor polynomials . . . . . . . . . . . . . . . . . . . . . . . . . . . 54
12.4.1 Cylindrical coordinates . . . . . . . . . . . . . . . . . . . . . . . . 93
7.5 Accuracy: Not examinable . . . . . . . . . . . . . . . . . . . . . . . . . . . 56
12.4.2 Spherical coordinates . . . . . . . . . . . . . . . . . . . . . . . . . 93
7.6 Approximating a derivative with a Taylor polynomial . . . . . . . . . . . . 57
13. Linear systems of equations 94
8. Vectors in 3-dimensions 58
13.1 Examples of linear systems . . . . . . . . . . . . . . . . . . . . . . . . . . 95
8.1 Vectors: Revision . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 59
13.1.1 Bags of coins . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
8.1.1 Algebraic properties . . . . . . . . . . . . . . . . . . . . . . . . . . 59
13.1.2 Silly puzzles . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 95
8.1.2 Cartesian coordinate vectors . . . . . . . . . . . . . . . . . . . . . . 61
13.1.3 Intersections of planes . . . . . . . . . . . . . . . . . . . . . . . . . 95
8.2 Vector dot product: Revision . . . . . . . . . . . . . . . . . . . . . . . . . 63
13.2 A standard strategy . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 96
8.2.1 Unit Vectors . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 64
13.3 Lines and planes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 97
8.3 Vector cross product . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 65
8.3.1 Interpreting the cross product . . . . . . . . . . . . . . . . . . . . . 65 14. Gaussian Elimination 100
8.4 Scalar and vector projections: Not examinable . . . . . . . . . . . . . . . . 67 14.1 Gaussian elimination and back-substitution . . . . . . . . . . . . . . . . . 101
8.4.1 Scalar projections . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67 14.2 Gaussian elimination . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 101
8.4.2 Vector projection . . . . . . . . . . . . . . . . . . . . . . . . . . . . 67 14.2.1 Gaussian elimination strategy . . . . . . . . . . . . . . . . . . . . 102
14.3 Exceptions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 102
9. Three-Dimensional Euclidean Geometry. Lines. 68
9.1 Lines in 3-dimensional space . . . . . . . . . . . . . . . . . . . . . . . . . . 69 15. Matrices 104
9.2 Vector equation of a line . . . . . . . . . . . . . . . . . . . . . . . . . . . . 70 15.1 Matrices . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 105
15.1.1 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 106
10. Three-Dimensional Euclidean Geometry. Planes. 71
15.1.2 Operations on matrices . . . . . . . . . . . . . . . . . . . . . . . . 106
10.1 Planes in 3-dimensional space . . . . . . . . . . . . . . . . . . . . . . . . 72
15.1.3 Some special matrices . . . . . . . . . . . . . . . . . . . . . . . . . 107
10.1.1 Constructing the equation of a plane . . . . . . . . . . . . . . . . . 72
15.1.4 Properties of matrices . . . . . . . . . . . . . . . . . . . . . . . . . 107
10.1.2 Parametric equations for a plane . . . . . . . . . . . . . . . . . . . 73

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15.1.5 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 108 22.2 Homogeneous equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 145

16. Inverses of Square Matrices. 109 23. Non-Homogeneous Second order ODEs. 149
16.1 Matrix inverse . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 110 23.1 Non-homogeneous equations . . . . . . . . . . . . . . . . . . . . . . . . . 150
16.1.1 Inverse by Gaussian elimination . . . . . . . . . . . . . . . . . . . 110 23.2 Undetermined coefficients . . . . . . . . . . . . . . . . . . . . . . . . . . . 151
16.2 Determinants . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111 23.3 Exceptions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 152
16.2.1 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 111
24. Applications of Differential Equations 153
16.3 Inverse using determinants . . . . . . . . . . . . . . . . . . . . . . . . . . 112
24.1 Applications of ODEs . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154
16.4 Vector cross products . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 113
24.2 Newtons law of cooling . . . . . . . . . . . . . . . . . . . . . . . . . . . . 154
17. Eigenvalues and eigenvectors. 114 24.3 Pollution in swimming pools . . . . . . . . . . . . . . . . . . . . . . . . . 155
17.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 115 24.4 Newtonian mechanics . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 156
17.2 Eigenvalues . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
25. The Laplace Transform 159
17.3 Decomposing symmetric matrices: Not examinable . . . . . . . . . . . . . 119
25.1 What can the Laplace transform do? . . . . . . . . . . . . . . . . . . . . 160
17.4 Matrix inverse . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 122
25.2 Definition of the Laplace transform . . . . . . . . . . . . . . . . . . . . . 160
17.5 The Cayley-Hamilton theorem: Not examinable . . . . . . . . . . . . . . 123
25.3 Some simple Laplace transforms . . . . . . . . . . . . . . . . . . . . . . . 161
18. Introduction to ODEs 125 25.4 Linearity of Laplace transforms . . . . . . . . . . . . . . . . . . . . . . . 162
18.1 Motivation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 126 25.5 What sort of functions have Laplace transforms? . . . . . . . . . . . . . . 163
18.2 Definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 126
26. Inverting Laplace transforms 164
18.3 Solution strategies . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
26.1 Reversing the process - finding inverse Laplace transforms . . . . . . . . . 165
18.4 General and particular solutions . . . . . . . . . . . . . . . . . . . . . . . 129
26.2 Laplace transforms of powers . . . . . . . . . . . . . . . . . . . . . . . . . 166
19. Separable first order ODEs. 130 26.3 The s-shifting property . . . . . . . . . . . . . . . . . . . . . . . . . . . 167
19.1 Separable equations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 131 26.4 A preliminary table of some Laplace transforms . . . . . . . . . . . . . . 168
19.2 First order linear ODEs . . . . . . . . . . . . . . . . . . . . . . . . . . . . 132
27. Laplace transforms of derivatives 169
19.2.1 Solving the homogeneous ODE . . . . . . . . . . . . . . . . . . . . 134
27.1 Laplace transforms of first-order derivatives . . . . . . . . . . . . . . . . . 170
19.2.2 Finding a particular solution . . . . . . . . . . . . . . . . . . . . . 135
27.2 Initial-value problems for first-order linear ordinary differential equations 170
20. The integrating factor. 136 27.3 Laplace transforms of higher-order derivatives . . . . . . . . . . . . . . . 171
20.1 The Integrating factor . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 137 27.4 Transforms of sine and cosine functions . . . . . . . . . . . . . . . . . . . 171
27.5 Damped oscillations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 172
21. Solutions to first order ODEs: A numerical method 139
21.1 Eulers method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 140 28. Applications to differential equations 174
28.1 Using partial fraction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 175
22. Homogeneous Second order ODEs. 144
28.2 Steps for determining partial fraction expansions . . . . . . . . . . . . . . 175
22.1 Second order linear ODEs . . . . . . . . . . . . . . . . . . . . . . . . . . 145
28.3 Second-order initial-value problems for linear ODEs . . . . . . . . . . . . 176

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28.4 Application to circuit theory . . . . . . . . . . . . . . . . . . . . . . . . . 177 36. Maxima and minima 213
28.5 Application to mechanical vibrations . . . . . . . . . . . . . . . . . . . . 177 36.1 Maxima and minima . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 214
28.6 Mixing liquids between two tanks . . . . . . . . . . . . . . . . . . . . . . 178 36.2 Local extrema . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 215
36.3 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 216
29. Step functions and t-shifting 180
36.4 Maxima, minima or saddle point? . . . . . . . . . . . . . . . . . . . . . . 216
29.1 Other properties of Laplace transforms . . . . . . . . . . . . . . . . . . . 181
29.2 The unit step function . . . . . . . . . . . . . . . . . . . . . . . . . . . . 182 37. ENG1005 Exercises 218
29.3 The t-shifting property . . . . . . . . . . . . . . . . . . . . . . . . . . . 184
29.4 An application of t-shifting . . . . . . . . . . . . . . . . . . . . . . . . . 184

30. Impulses and Delta functions 187


30.1 Impulses and delta functions . . . . . . . . . . . . . . . . . . . . . . . . . 188
30.2 Convolution . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 189
30.3 A table of additional Laplace transforms . . . . . . . . . . . . . . . . . . 191

31. Table of Laplace Transforms 192

32. Functions of Several Variables 194


32.1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 195
32.2 Definition . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 195
32.3 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 195

33. Partial derivatives 197


33.1 First derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 198
33.2 Higher derivatives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 199
33.3 Notation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 200
33.4 Exceptions: when derivatives do not exist . . . . . . . . . . . . . . . . . . 201

34. Gradient vectors and directional derivatives 204


34.1 Gradient and Directional Derivative . . . . . . . . . . . . . . . . . . . . . 205
34.2 The gradient vector in cylindrical and spherical coordinates . . . . . . . . 207
34.2.1 Gradient vector in cylindrical coordinates . . . . . . . . . . . . . . 207
34.2.2 Gradient vector in spherical coordinates . . . . . . . . . . . . . . . 208

35. Tangent planes and linear approximations 209


35.1 Tangent planes . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 210
35.2 Linear approximations . . . . . . . . . . . . . . . . . . . . . . . . . . . . 211

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SCHOOL OF MATHEMATICAL SCIENCES School of Mathematical Sciences Monash University

To undertake ENG1005 you will need to have some basic mathematics knowledge,
including some simple calculus, and be competent at key algebraic skills and graphical
techniques. In some cases that material will be revised briefly before it is used in
ENG1005 ENG1005 but more generally it is advisable to spend time in the first week reviewing all
of the material listed below, most of which has been covered in or before the prerequisite
VCE Mathematical Specialist Units or its equivalents.
Note that this is fundamental material that you are expected to know and understand

Engineering Mathematics this material prior to undertaking ENG1005 and without the assistance of electronic
calculators or other aids. If it is some time since you completed your year-12 studies,
or you are uncertain of any of the listed material for other reasons, it is strongly
recommended that you revise these concepts immediately - for example, using a suitable
VCE textbook or any introductory book on mathematics or calculus in the library.
Numbers, arithmetic, algebra and logic
1. Assumed background knowledge and skills for
I The concepts of natural numbers (N), integers (Z), rational numbers (Q), irra-
ENG1005 tional numbers, real numbers (R) and complex numbers (C).

I The laws of arithmetic for addition, subtraction, multiplication and division of


real and complex numbers.

I Simple set theory and notation, including set membership (), union (), inter-
section (), subsets (, ) and the empty set ().

I The meaning of and notation used for closed and open intervals of real numbers.

I Correct use of inequalities, their manipulation and their equivalents in terms of


interval notation.

I The manipulation of algebraic expressions, including correct use of brackets, ex-


pansion of products, simplification of expressions involving fractions and simple
factorisations.
X
I Use of the sigma ( ) notation for summations (series), and the meaning of the
factorial function f (n) = n! for n N {0}.

I An appreciation of basic logic, including correct use of the logical relations and,
or and not, and the meaning and correct usage of the implication symbol (=).

Geometry, trigonometry and vectors

I A recognition of basic geometry and terminology, including for common one-, two-
and three-dimensional coordinates systems, objects, shapes and solids.

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I An understanding of circular functions; triangular geometry, trigonometry, angles I The basic properties (or laws) of exponential and logarithmic functions, includ-
and key related results, including the sine and cosine laws, the angle sum theorem ing a0 , a1 , ax+y , axy and their equivalents in terms of logarithms.
and the Pythagorean identity.
I How to solve and interpret the solution of up to three simultaneous linear equa-
I An appreciation of the symmetry of geometrical objects. tions in terms of up to three unknowns, including when there is no solution or
more than one solution.
I Understanding of the concept of a vector in two- and three-dimensional space and
how to scale, add and subtract them geometrically,
Calculus
I Understanding of vector algebra, how to find the length of a vector, and how to
find the angle between two vectors using the dot product. I An appreciation of the concept of a limit of a function, and how it may differ from
the value of that function at the corresponding point (where that exists). The
Functions and graphs determination of limits of simple functions, including polynomials and rational
functions.
I An appreciation of the concept of a function, what is meant by its domain I Understanding of the concept of a continuous function at a point and in a domain.
and range, and how to identify or determine those. The meaning of the terms
independent and dependent variables. I The meaning of, and formal definition of, the derivative of a function at a point,
both geometrically and algebraically. An understanding of what is meant by the
I The ability to sketch graphs of each of the n
following elementary functions: x for derivative function, and some common notations for that. An understanding that
any n Z, sin(x), cos(x) and tan(x), n x for small integers, ax , loge (x) (ln(x)) dy
and log10 (x), the absolute value function |x|. Also simple polynomials including the derivative notation is not a fraction and therefore cannot be split into
dx
linear, quadratic and cubic functions. bits dy and dx.

I The ability to transform the graphs of the functions above with simple horizontal I The derivative functions of the elementary functions: xn , sin(x) , cos(x), ax , ,
and vertical scalings and translations, for example, Af (kx + b) + B for simple loge (x) (ln(x)) and log10 (x), and where they do or do not exist.
functions f and constant values of A, k, b, B.
I The basic properties of the derivative function, including how to calculate the
I The difference between a variable and a constant, including where the constant derivatives of additions, multiples, quotients and compositions of elementary func-
is not specified as a particular numerical value (also known as a parameter). tions.

I Understanding of how to add, subtract, multiply and divide functions, including I How to perform implicit differentiation on equations of the form g(x, y) = 0 to
how those operations affect the domain of the resulting function. Recognition of dy
find the derivative .
a rational function, and when it exists. dx
I The concept of a definite integral of a function over a given finite interval, includ-
I The meaning of composition of functions, and how to both write and evaluate
ing its properties and its relationship to areas of some simple two-dimensional
them.
shapes.
I Understanding of the terms extremum, minimum, maximum and inflection point,
I Understanding of the indefinite integral and how it differs from the concept of
and what is meant by an increasing and decreasing function.
an anti-derivative function. Anti-derivative functions of: xn , sin(x), cos(x), ax .
I How to solve y = f (x) algebraically when f is linear, quadratic or exponential
I How to solve an integral by substitution method.
function, including cases where no real-value solution exists.

I The basic properties of sin(x), cos(x) and tan(x), including their definition, their Complex numbers
symmetry properties, the relationship between them, and their exact values when

x is an integer multiple of or .
6 4 I The concepts of complex numbers.

I How to graphically represent complex numbers in the Argand diagram.

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I Understanding of complex number algebra operations in Cartesian form: addition,


multiplication and using the conjugate.

I The concepts of representing complex numbers in polar form; modulus and argu-
ment, multiplication and division in polar form.
ENG1005
I The concepts of representing complex numbers in exponential form; multiplication
and division in exponential form, and the Euler formula.

I Understanding of De Moivres theorem and applying De Moivres theorem to find


the roots and powers of complex numbers. Engineering Mathematics

2. Integration

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2.1.2 Substitution
2.1 Integration: Revision Z  
If I = f (x) dx looks nasty, try changing the variable of integration. That is put
2.1.1 Some basic integrals u = u(x) for some chosen function u(x), usually inspired by some part of f (x), such
Z   du
that f (x) = g(u(x)) . Then we have
Computing I = f (x) dx is no different from finding the function F (x) such that dx
Z   Z 
dF du 
= f (x). I= f (x) dx = g(u(x)) dx.
dx dx
The function F (x) is called the anti-derivative of f (x). Finding F (x) can be very Z  
tricky.
Let us pause for a moment; you may have previously seen the direct jump f (x) dx =
You must remember the following integrals. Z  
Z  g(u) du where g(u) is the new function we are integrating. However, at this point
  
exp(x) dx = exp(x) + C du
Z  we need to emphasise: The derivative is not a fraction, when we write dx we
 dx
cos(x) dx = sin(x) + C do not cancel out dx to give du. Instead there is a subtle mathematical step that will
Z   become more obvious when you do vector calculus in ENG2005/ENG2006 which gives
sin(x) dx = cos(x) + C us the intermediate equality
Z   Z   Z  
1 du
xn dx = xn+1 , for n 6= 1 f (u(x)) dx = g(u) du
n+1 dx
Z  
1
dx = loge (|x|) + C du
x and therefore we cannot simply break up into bits du and dx. This is clear if you
  dx
for arbitrary constants C. d
write the derivative as u(x) or u0 (x).
dx
Example 2.1 So, the idea behind integration by substitution is; if we have chosen well, then this
second integral will be easier to do.
Z  
I= sin(x) dx

This means find the function F (x) such that

d 
F (x) = sin(x)
dx
We know this to be F (x) = cos(x)+C where C is an arbitrary constant of integration.

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Example 2.2 2.2 Integration by parts


Z   This is a very powerful technique based upon the product rule for derivatives.
I= sin(3x) dx
Recall that
d  d  d 
d  1 d 
f (x) g(x) = g(x) f (x) + f (x) g(x) .
For this we use a substitution; let u = 3x then u(x) = 3, that is 1 = u(x) . dx dx dx
dx 3 dx
Thus we have Now integrating both sides with respect to x gives
Z  Z    Z  
 d d  d
I= sin(3x) dx f (x) g(x) dx = g(x) f (x) + f (x) g(x) dx,
dx dx dx
Z  
= (sin(3x)) (1) dx then we have
Z   Z  
Z    d d
1 d f (x) g(x) = g(x) f (x) dx + f (x) g(x) dx,
= (sin(u)) u(x) dx dx dx
3 dx
Z   which we can re-arrange to
1
= sin(u) du Z   Z  
3 d d
1 f (x) g(x) dx = f (x) g(x) g(x) f (x) dx.
= ( cos(u)) + C dx dx
3
Thus we have converted one integral into another. The hope is that the second integral
for arbitrary constant C. Now we transform back to the variable x, dg
is easier than the first. This will depend on the choices we make for f (x) and .
Z   dx
1
I= sin(3x) dx = cos(3x) + C
3 Example 2.4
Consider the integral Z  
Example 2.3 I= x exp(x) dx
Z  dg
 We have to split the integrand x exp(x) into two pieces, f (x) and .
I= x exp x2 dx dx
Choose
Choose a substitution that targets the ugly bit in the integral. Let u(x) = x2 then dg
du 1 du f (x) = x and = exp(x)
= 2x, that is, and x = . This gives us dx
dx 2 dx then
Z  df
 = 1 and g(x) = exp(x)
I= x exp x2 dx dx
Z   Z  
Z    dg df
1 d Therefore, using by-parts integration f (x)
dx
dx = f (x) g(x) g(x)
dx
dx
= u(x) exp(u) dx
2 dx gives us
Z
1   Z  
= exp(u) du I= x exp(x) dx
2
1 Z  
= exp(u) + C
2 = (x) (exp(x)) (1) (exp(x)) dx
1 Z  
= exp(x2 ) + C
2 = x exp(x) exp(x) dx
for arbitrary constant C. = x exp(x) exp(x) + C
for arbitrary constant C.

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Example 2.5 Example 2.7


Consider the integral Z  Use by-parts integration to find the indefinite integral

I= x cos(x) dx Z  
loge (x)
I= dx.
Choose x
dg
f (x) = x and = cos(x)
dx
then
df
= 1 and g(x) = sin(x) .
dx
Therefore, using by-parts integration gives us
Z  
I= x cos(x) dx
Z  
= x sin(x) sin(x) dx

= x sin(x) + cos(x) + C

for arbitrary constant C.

Example 2.6
Consider the integral Z  
I= x loge (x) dx

Choose
dg
f (x) = x and = loge (x)
dx
We dont know immediately the anti-derivative for loge (x), so we try another split. This
time we choose
dg
f (x) = loge (x) and =x
dx
then
df 1 1
= and g(x) = x2 .
dx x 2
Therefore, using by-parts integration gives us
Z  
I= x loge (x) dx
Z    
1 1 2 1
= x2 loge (x) x dx
2 2 x
Z  
1 1
= x2 loge (x) x dx
2 2
1 1
= x2 loge (x) x2 + C
2 4
for arbitrary constant C.

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3.1 Hyperbolic functions

Do you remember the time when you first encountered the sine and cosine functions?
That would have been in early secondary school when you were studying trigonometry.
ENG1005 These functions proved very useful when faced with problems to do with triangles. You
may have been surprised when (many years later) you found that those same functions
also proved useful when solving some integration problems. Here is a classic example.

Example 3.1 Integration requiring trigonometric functions


Engineering Mathematics Evaluate the following anti-derivative
Z  
1
I= dx
1 x2
dx
We will use a substitution, x(u) = sin(u) then = cos(u) and then it follows
3. Hyperbolic functions du
Z  
1
I= dx
1 x2

Z
1 dx
= q du
du
1 (x(u))2
Z   
1
= (cos(u)) du
cos(u)
Z  
= 1 du

=u+C

for arbitrary constant. Since x(u) = sin(u) then u(x) = sin 1(x). Therefore and thus
Z  
1
I= dx = sin1 (x) + C
1 x2
for arbitrary integration constant C.

This example was very simple and contained nothing new. But if we had been given the
following integral Z  
1
I= dx
1 + x2
and continued to use a substitution based on simple sine and cosine functions then
we would find the game to be rather drawn out. As you can easily verify, the correct
substitution is x(u) = tan(u) and the integration leads to
Z    
1
dx = loge x + 1 + x2 + C
1 + x2
for arbitrary integration constant C.

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Example 3.2
Properties of Hyperbolic functions. Pt.1
Verify the above integration.
cosh2 (u) sinh2 (u) = 1
cosh(u + v) = cosh(u) cosh(v) + sinh(u) sinh(v)
This situation is not all that satisfactory as it involve a series of tedious substitutions
and takes far more work than the first example. Can we do a better job? Yes, but it sinh(u v) = sinh(u) cosh(v) sinh(v) cosh(u)
involves a trick where we define new functions, known as hyperbolic functions, to do 2 cosh2 (u) = 1 + cosh(2u)
exactly that job. 2 sinh2 (u) = 1 + cosh(2u)
For the moment we will leave behind the issue of integration and focus on this new class d 
cosh(u) = sinh(u)
of functions. Later we will return to our integrals to show how easy the job can be. du
d 
sinh(u) = cosh(u)
du
3.1.1 Hyperbolic functions

The hyperbolic functions are rather easy to define. It all begins with this pair of functions

10
sinh(u), known as hyperbolic sine and pronounced either as shine and (u), known
as hyperbolic cosine and pronounced as cosh. They are defined by
cosh(x)
1 u  1 u 

5
sinh(u) = e eu and cosh(u) = e + eu for |u| <
2 2

cosh, sinh
These functions bare names similar to sine and cosine functions for the simple reason

0
that they share properties similar to those of sin() and cos() (as we will soon see).
The above definitions for sinh(u) and cosh(u) are really all you need to know everything

5
else about hyperbolic functions follows from these two definitions. Of course, it does not sinh(x)
hurt to commit to memory some of the equations we are about to present.
Here are a few elementary properties of sinh(u) and cosh(u) You can easily verify that

10
3 2 1 0 1 2 3
cosh2 (u) sinh2 (u) = 1
x
and that the derivatives are This looks very pretty and reminds us (well it should remind us) of remarkably similar
d  properties for the sine and cosine functions. Now recall the promise we gave earlier, that
cosh(u) = sinh(u) these hyperbolic functions would make our life with certain integrals much easier. So let
du
d  us return to the integral from earlier in this chapter. Using the same layout and similar
sinh(u) = cosh(u) . sentences here is how we would complete the integral using our new found friends.
du

Here is a more detailed list of properties (which of course you will verify, by using the
above definitions).

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Example 3.3 Integration requiring hyperbolic functions


Properties of Hyperbolic functions. Pt.2
Evaluate the following anti-derivative
sinh(u)
Z   tanh(u) =
1 cosh(u)
I= dx
1 + x2 cosh(u)
cotanh(u) =
sinh(u)
dx
We will use a substitution, x(u) = sinh(u) then = cosh(u) and then it follows 1
du sech(u) =
cosh(u)
Z  
1 1
I= dx cosech(u) =
1 + x2 sinh(u)

Z sech2 (u) + tanh2 (u) = 1
1 dx
= q
du
du d 
1 + (x(u))2 tanh(u) = sech2 (u)
dx
Z    d 
1 cotanh(u) = cosech2 (u)
= (cosh(u)) du dx
cosh(u)
Z  
= 1 du

=u+C

for arbitrary constant. Since x(u) = sinh(u) then u(x) = sinh1 (x). Therefore and thus
Z  
1
I= dx = sinh1 (x) + C
1 + x2
for arbitrary integration constant C.

3.1.2 More hyperbolic functions

You might be wondering if there are hyperbolic equivalents to the familiar trigonometric
functions; tangent, secant, cosecant and cotangent functions. Good question, and yes,
indeed there are equivalents tanh(u), cotanh(u), sech(u) and cosech(u). The following
table provides some basic facts (which again you should verify).

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3.2 Special functions: Not examinable

In the previous examples we conveniently ignored the integration constants. But we ENG1005
should not be so flippant, instead we should have written
Z x 
1
sinh1 (x) = C + du
1 + u2
0

Note that the integral on the right hand side vanishes when x = 0 and thus C =
Engineering Mathematics
sinh1 (0). The good thing is that we know that sinh(0) = 0 and this fact can be used
to properly determine the integration constant, that is C = 0 and thus we have
Z x 
1
sinh1 (x) = du
0 1 + u2
4. Improper integrals
Now we come to an interesting re-interpretation. We could have begun our discussions
on hyperbolic sine from this very equation. That is, we could use the right hand side
to define the (inverse) hyperbolic sine. But now you might ask: How do we compute
a number for sinh1 (0.45)? One method would be to compute an approximation by
estimating the areaunder the curve. A better method is to evaluate the right hand
side using loge (x + 1 + x2 ) as the anti-derivative. Either way it is a bit messy but it
does establish the point, that this integral contains everything we could ever wish to
know about sinh1 (x).
What is the point of this discussion? Well it shows how we can turn adversity into ad-
vantage. Where previously we had a difficult integral (not impossible but difficult none
the less) we found new functions (the hyperbolic functions) that made such integrals
trivial. The same idea can be applied to many many more integrals. For example, the
following integral Z x
2 2

erf(x) = eu du
0
defines a special function known as the error function. It is used extensively in
statistics and diffusion problems (such as the flow of heat). For this integral there is
no known anti-derivative and thus values for erf(x) can only be obtained by some other
means (e.g., the area under the graph).

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4.1 Improper integrals Since this is a proper integral for 0 <  < 1 we can evaluate it directly,
Z 1 
1
I() = dx
Example 4.1 (Motivational example)  x
h i1
What do you think of the following calculation? = 2 x

Z 1  = 2 2 .
1
I= 2
dx
1 x Next we evaluate the limit as  0,
 1 
1 lim (I()) = lim 2 2 
= 0 0
x 1
= 2.
= 2.
As this answer is well defined (that is, finite and independent of the way the limit is
Be warned: the answer is wrong!
approached) we are justified in defining this to be the value of the improper integral,
When a definite integral contains an infinity, either in the domain of the integration or Z 1 
1
the range of the integrand is unbounded on the interval of integration, we say that we I= dx
0 x
have an improper integral. All other integrals are proper integrals. Z 1   
1
= lim dx
Example 4.2 0  x
Z 1  Z   = 2.
1 1
I= dx I= dx
0 x 0 1 + x2 In this case we say that we have a convergent improper integral.
Z 1  Z
 
1 2
Example 4.4
I= 2
dx I= tan(x) dx
1 x 0
The indefinite integral Z 1 
We must treat these improper integrals with care. 1
I= dx
0 x2
1
is an improper integral since, as x 0, that is, the range of the integrand
4.2 A standard strategy x2
is unbounded on [0, 1].
We construct a related proper integral say I() that depends on a parameter . We For this we construct a related proper integral
choose I() such that we recover the original integral as a limit. Z 1 
1
I() = 2
dx for 0 <  < 1
 x
Example 4.3  1
1
The indefinite integral =
Z 1  x 
1 1
I= dx = 1 + .
0 x 
1 The limit of this proper integral
is an improper integral since, as x 0, that is, the range of the integrand  
x 1
is unbounded on [0, 1]. lim (I()) = lim 1 +
0 0 
For this we construct a related proper integral 1
is undefined, since as  0.
Z 1  
1
I() = dx for 0 <  < 1. Since the limit of the proper integral is not finite, thus we say the the improper integral
 x
is a divergent improper integral.

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Example 4.5 How can this be? The answer is that in computing I1 + I2 we are eventually trying to
make sense of +. Depending on how we approach the limit we can get any answer
The indefinite integral Z 1  we like for + .
1
I= dx
1 x3 Consequently, when we say that an integral is divergent we mean that either its value
1 is infinity or that it has no single well defined value.
is an improper integral since, 3 as x 0 from either direction, that is, the
x
integrand is singular inside the interval [1, 1].
4.3 Comparison test for improper integrals
We create our related proper integral by cutting out the singular point, x = 0. Thus we
define two separate proper integrals, by letting 0 < < 1 and 0 <  < 1,
Example 4.7
The indefinite integral
Z  Z  
1 2
I1 () = dx for 0 < < 1 I= ex dx
1 x3 2
Z 1  
1 is an improper integral since, e x2
0 as x , that is, the domain of the integrand
I2 () = dx for 0 <  < 1
 x3 is unbounded.
For this integral we would choose 2 <  such that
If both I1 and I2 converge (that is, have finite values) we say that I also converges with Z  
the value 2
I() = ex dx
I = lim (I1 ()) + lim (I2 ()) 2
0 0
and provided that the limit exists, we would write
But for our case
I = lim (I()) .
1 
1 as 0
2 2
1 The trouble is we do not have a simple anti-derivative for ex . The trick here is to look
1 + 2 as  0 at a simpler (improper) integral for which we can find a simple anti-derivative.

Thus, neither I1 or I2 converges and therefore I is a divergent improper integral. Note that
2
0 < ex < ex for 2 < x.
This may seem easy (it is) but it does require some care as the next example shows.
Now integrating with respect to x gives
Example 4.6 Z   Z  
2
0< ex dx < ex dx
Suppose we chose I1 and I2 as before but we set 2 2

1 1 and the last integral on the right is easy to do (thats one reason why we chose ex ),
= p = 2 2 = 2
1 + 2 2  Z   Z  
2
0< ex dx < ex dx = e2 e
2 2
Then we would find that
I1 () + I2 () = 2 Our next step is take the limit as 
for all 0 < < 1 and therefore Z    
2 
lim (I1 + I2 ) = 2 0 < lim ex dx < lim e2 e = e2 .
0  2 

But had we chosen  = we would have found that Z  


2
The limit exists and is finite so then I = ex dx is convergent.
lim (I1 + I2 ) = 0 2
0

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Example 4.8 Now we take the limit, in this case,  0,


Z 1  x   Z 1   
The indefinite integral e 3
Z 1 x  0 < lim dx < lim dx
e 0  x 0  x
I= dx
0 x which gives Z 1  x  
ex e
is an improper integral since, as x 0, that is, the range of the integrand 0 < lim dx < lim (3 loge (1) 3 loge ()) .
x 0  x 0
is unbounded on [0, 1].
However, 3 loge () as  0, that is,
We note that Z 1  x  
1 ex e
0< < for all 0 < x < 1 0 < lim dx <
x x 0  x

Integrating with respect to x gives This last line tells us nothing! Though we set out to prove convergence we actually
Z 1  Z 1 x  proved nothing. Thus either we were wrong in assuming that the integral converged or
1 e 3
0< dx < dx for0 <  < 1. we made a bad choice for the test function . We know from the previous example that
 x  x x
in fact this integral is divergent.
Now we take the limit, in this case,  0,
Z 1    Z 1  x  
1 e 4.4 The general strategy
0 < lim dx < lim dx
0  x 0  x
which gives Suppose we have Z
Z 1  x    
e f (x) dx with f (x) > 0
0 < lim (loge (1) loge ()) < lim dx . 0
0 0  x
Then we have two cases to consider:
However, loge () as  0, that is,
Z 1  x   I If you can find c(x) such that
e
0 < < lim dx
0  x 1. 0 < f (x) < c(x) and
Z    
Z 1 x  2. lim c(x) dx is finite
e  0
Hence, we conclude that I = dx is divergent.
0 x
then I is convergent.
Example 4.9
Consider, again, the improper integral
Z 1 x 
e
I= dx.
0 x

Suppose (mistakenly) we thought that this integral converged. We might set out to
prove this by starting with
ex 3
0< < for all 0 < x < 1
x x
then we would leap into the now familiar steps:
Integrating with respect to x gives
Z 1 x  Z 1 
e 3
0< dx < dx for0 <  < 1.
 x  x

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I If you can find d(x) such that

1. 0 < d(x) < f (x) and


Z    
2. lim
 0
d(x) dx is undefined
ENG1005
then I is divergent.

Engineering Mathematics

5. Sequences and series.

We generally try to choose the test function (c(x) or d(x)) so that it has a simple
anti-derivative.
Z 1 
A strategy similar to the above would apply for integrals like I = f (x) dx.
0

Example 4.10
Z 1 
Re-write the above strategy for the case I = f (x) dx.
0

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5.1 Definitions 5.1.2 Partial sums

I Sequence. A set of numbers such as Given a sequence defined by an we can form a new sequence by adding together the
1 1 1 1 successive an , that is
1, , , , , ...
2 3 4 5
S n = a0 + a1 + a2 + + an
1 1 1 1
1, , , , , . . .
2 3 4 5 Each Sn is a finite sum of numbers. The really interesting question is what happens to
1 1 1 1 Sn as n ? For example, you might think that the infinite series
1, , , , , ...
4 9 16 25
1 1 1
Each term in the sequence is often denoted by a subscripted symbol, 1+ + + +
2 3 n
1
an = , n = 0, 1, 2, . . . , 123 might be finite because the terms in the tail go to zero but youd be wrong, this series
n+1
has no finite value (as we shall see in a later example). On the other hand, the infinite
(1)n series
bn = , n = 0, 1, 2, . . . , 666
n+1
1 1 (1)n+1
1 1 + +
cn = , n = 0, 1, 2, . . . 2 3 n
(n + 1)2
does have a well defined finite value. The general approach to understanding which case
The first two sequences have a finite number of terms while the the last sequence we have is to examine the limit of the sequence of partial sums Sn as n . This we
is infinitely long. shall study in detail soon, but first well play with some preliminary examples.
I Series. The sum of terms that define a sequence,
1 1 1 1 1 5.1.3 Arithmetic series
1+ + + + + +
2 3 4 5 123
This is about as simple as it gets, each new term in the series differs from the previous
1 1 1 1 1 term by a constant number d. Thus if the first term is a0 = a then we have
1 + +
2 3 4 5 666
an = an1 + d = a + nd
1 1 1 1
1+ + + + +
4 9 16 25 Sn = a0 + a1 + a2 + + an
The first two series are finite series while the last is an infinite series.
Its easy to show that
1
Sn = (n + 1)a + n(n + 1)d
5.1.1 Notation 2

I The terms in a sequence are normally counted from zero, that is we have a0 , a1 , a2 , .

I For an infinite series we usually include just the first three terms, followed by three
dots to indicate that there are more terms, then the generic term and finally three
more dots to remind us that its an infinite series. Thus the last example above
would normally be written as
1 1 1
1+ + + + 2 +
4 9 n

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Example 5.1 How much money will you have after 10 years?
Verify the above formula for Sn . Let Sn be the savings at the end of year n. Then we have

5.1.4 Geometric series S0 = $100

This is similar to the arithmetic series with the exception that each new term is a S1 = S0 + 0.10 S0 = $110
multiple of the previous term. Thus we have
S2 = S1 + 0.10 S1 = $121

S3 = S2 + 0.10 S2 = $133
an = san1 = a0 sn
....
Sn = a0 + a1 + a2 + + an = a0 (1 + s + s2 + s3 + + sn ) ..

S10 = S9 + 0.10 S9 = $260


For this series we have
Not a bad return for no work in ten years (pity interest rates for savings are not at 10%).

(n + 1)a0 : s=1
Sn = (1 sn+1 ) a0

: s 6= 1 5.2 Convergence and divergence of series
1s
The main issue with most infinite series is whether or not the series converges. Of
The parameters a0 and s are known as the initial value and common ratio respectively.
secondary importance is what the sum of that series might be, assuming it to be a
convergent series.
Example 5.2
Consider the infinite series
Prove the above formula for Sn .

X
S = a0 + a1 + a2 + + an + = ak
Example 5.3 k=0

Two trains 200 km apart are moving toward each other; each one is going at a speed and let Sn = a0 + a1 + a2 + + an be the partial sum for S, then
of 50 km/hr. A fly starting on the front of one of them flies back and forth between
them at a rate of 75 km/hr (its fast!). It does this until the trains collide. What is the I Convergence. The infinite series converges when lim (Sn ) exists and is finite.
n
total distance the fly has flown? (No animals were harmed in this example, its just a
hypothetical example!) I Divergence. In all other cases we say that the series diverges.

Example 5.4
5.2.1 Zero tail?
The previous problem can be solved using an infinite geometric series. Is there another,
quicker, way? This is as simple as it gets. If the an do not vanish as n then the infinite series
diverges. This should be obvious - if the tail does not diminish to zero then we must
be adding on a finite term at the end of the series and hence the series can not settle
5.1.5 Compound interest down to one fixed number.

Suppose you have a very generous (or silly) bank manager. Suppose he/she offers you This condition, that an 0 as n for the series to converge, is known as a
10% compound interest per year on your savings. You start with $ 100 and then you sit necessary condition.
back and do nothing (other than to plough the interest earned back into your account Note that this condition tells us nothing about the convergence of the series when an
and watch your savings grow). 0 as n .

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5.2.2 The ratio test Each power series is a function of one variable, in this case x and so they are also referred
to as a power series in x.
This test first asks you to compute the limit
We might like to ask
 
an+1
L = lim
n an I For what values of x does the series converge?
then we have
I If the series converges, what value does it converge to?

I Convergence: When L < 1.


The first question is a simple extension of the ideas we developed in the previous lectures
I Divergence: When L > 1. with the one exception that the convergence of the series may now depend upon the
choice of x.
I Indeterminate: When L = 1
The second question is generally much harder to answer. We will find, in the next
lecture, that it is easier to start with a known function and to then build a power series
Example 5.5 that has the same values as the function (for values of x for which the power series
Use the ratio test to show that the geometric series converges). By this method (Taylor series) we will see that the three power series above

are representations of the functions f (x) = 1/(1 x), g(x) = ex and h(x) = cos(x).
X
S= sn
n=0
5.4 The general power series
is convergent when 0 < s < 1.
A power series in x around the point x = a is always of the form
Example 5.6

X
Use the ratio test to show that the infinite series a0 + a1 (x a) + a2 (x a)2 + + an (x a)n + = an (x a)n

X n=0
2n
S=
n=0
n2 +1 The point x = a is often said to the be point around which the power series is based.

is a divergent series.
5.5 Examples of power series
Example 5.7
X
1 In a previous lecture it was claimed that
What does the ratio test tell you about the Harmonic series ?
n 1
n=1 = 1 + x + x2 + x3 + + xn +
1x

5.3 Simple power series x2 x3 xn


ex = 1 + x + + + + +
2! 3! n!
Here are some typical examples of what are known as power series
x2 x4 x2n
cos(x) = 1 + + (1)n +
f (x) = 1 + x + x2 + x3 + + xn + 2! 4! (2n)!

x2 x3 xn
g(x) = 1 + x + + + + +
2! 3! n!
x2 x4 x2n
h(x) = 1 + + (1)n +
2! 4! (2n)!

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6.1 Maclaurin series

Suppose we have a function f (x) and suppose we wish to re-express it as a power series.
That is, we ask if it is possible to find the coefficients an such that
ENG1005

X
f (x) = a0 + a1 x + a2 x2 + + an xn + = an x n
n=0

Engineering Mathematics is valid (for values of x for which the series converges).
Lets just suppose that such an expansion is possible. How might we compute the an ?
There is a very neat trick which we will use. Note that if we evaluate both sides of the
equation at x = 0 we get

6. Taylor series f (0) = a0

Thats the first step. Now for a1 we first differentiate both sides of the equation for f (x),
then put x = 0. The result is

df
(0) = a1
dx
And we follow the same steps for all subsequent an . Here is summary of the first 4 steps.

f (x) = a0 + a1 x + a2 x2 + a3 x3 + = f (0) = a0
f 0 (x) = a1 + 2a2 x + 3a3 x2 + = f 0 (0) = a1
f 00 (x) = 2a2 + 6a3 x + = f 00 (0) = 2a2
f 000 (x) = 6a3 + = f 000 (0) = 6a3

A power series developed in this way is known as a Maclaurin Series Here is a general
formula for computing a Maclaurin series.

Maclaurin Series

Let f (x) be an infinitely differentiable function at x = 0. Then

f (x) = a0 + a1 x + a2 x2 + a3 x3 + + an xn +

with
1 dn f
an = (0)
n! dxn

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Example 6.1 and


Compute the Maclaurin series for loge (1 + x). f (x) = b0 + b1 (x c) + b2 (x c)2 + b3 (x c)3 + + bn (x c)n +

Example 6.2 where the an and bn are different?


Compute the Maclaurin series for sin(x). The simple answer is no. The coefficients of a Taylor series are unique.
What is the use of this fact? It means that regardless of how we happen to compute a
6.2 Taylor series power series we will always obtain the same results.

For a Maclaurin series we are required to compute the function and all its derivatives at Example 6.5
x = 0. But many functions are singular at x = 0 so what should we do in such cases? Use the Taylor series
Simple - choose a different point around which to build the power series. Recall that x2 x3 xn
the general power series for f (x) is of the form ex = 1 + x + + + + +
2! 3! n!

X to compute a power series for ex . Compare your result with the Taylor series for ex .
2 n n
f (x) = a0 + a1 (x c) + a2 (x c) + + an (x c) + = an (x c)
n=0 Example 6.6
We can compute the an much as we did in the Maclaurin series with the one exception 1 1
Show how the Taylor series for can be used to obtain the Taylor series for .
that now we evaluate the function and its derivatives at x = c. 1x (1 x)2

Taylor Series 6.4 Radius of convergence


Let f (x) be an infinitely differentiable function at x = c. Then If a series converges only for x in the interval |x c| < R, then the radius of conver-
2 n gence is defined to be R.
f (x) = a0 + a1 (x c) + a2 (x c) + + an (x c) +
Note that it is possible to have R = 0 and even R = .
with n
1d f
an =
n! dxn
(c) . Example 6.7 : Finite radius of convergence
Consider the power series

X
Example 6.3 f (x) = 1 + x + x2 + x3 + + xn + = xn
Compute the Taylor series for loge (x) around x = 1. n=0

Example 6.4 This is the geometric series with common ratio x. We already know that this series
converges when |x| < 1 and thus its radius of convergence is 1.
Compute the Taylor series for sin(x) around x = .
2
Example 6.8
6.3 Uniqueness Use the ratio test to confirm the previous claim.

Is it possible to have two different power series for the one function? That is, is it Example 6.9
possible to have Does the series converge for x = 1? Does it converge for x = 1? (These are minor
f (x) = a0 + a1 (x c) + a2 (x c)2 + a3 (x c)3 + + an (x c)n + dot-the-i-cross-the-t type questions).

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Example 6.10 : Infinite radius of convergence Hence, the radius of convergence is 2 and, from the last inequality, we can conclude that
the series representation of f (x) converges on the interval 3 < x < 1.
Find the radius of convergence for the series


Example 6.13
x2 x3 xn X xn
g(x) = 1 + x + + + + + = X xn
2! 3! n! n! Find the radius of convergence for the series f (x) = (1)n+1 .
n=0
n=0
n

Example 6.11 : Zero radius of convergence Example 6.14


Find the the radius of convergence for the series X (1)n
Find the radius of convergence for the series f (x) = (x 1)n .
n=0
22n

X
Q(x) = 1 + x + 2!x2 + 3!x3 + + n!xn + = n!xn
n=0

6.6 Some theorems: Not examinable


6.5 Computing the radius of convergence
Each of the following applies for x inside the interval of convergence.

X
To compute the radius of convergence R for a power series of the form an (x c)n
X
0 I Absolute convergence. If the power series |an (x c)n | converges then the
you can take use the terms in the power series to define a new series bn (x) = an (x c)n . n=0

X
Then solve the inequality  
bn+1 power series an (x c)n converges.
lim <1
n bn n=0

then this limit will give |(x c)n | < R for some natural number n. I Term by term differentiation. A convergent power series may be differenti-
ated term by term and it retains the same radius of convergence.
Example 6.12 I Term by term integration. A convergent power series may be integrated term
X (x + 1)n by term and it retains the same radius of convergence.
Find the radius of convergence for the series f (x) = .
n=0
n2n

(x + 1)n
To find the radius of convergence, we let bn = then solve the inequality
n2n

(x + 1)n+1


(n + 1) 2n+1
lim n < 1
n (x + 1)

n2n
!
(x + 1)n+1 n 2n

lim <1
n (x + 1)n n + 1 2n+1
 
1 n
|x + 1| lim <1
2 n n + 1
1
|x + 1| < 1
2
|x + 1| < 2.

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7.1 Using Taylor series to calculate limits

In your many and varied journeys in the world of mathematics you may have found
statements like  
ENG1005 lim
x0
sin(x)
x
=1

and  
loge (x)
lim =1
x1 1x
Engineering Mathematics and you may have been inclined to wonder how such statements can be proved (you do
like to know these things dont you?). Our job in this section is develop a systematic
method by which such hairy computations can be done with modest effort. But first
a clear warning - the following computations apply only to the troublesome
0 0
indeterminate form . If the calculation that troubles you is not of the form then
0 0
7. Applications of Taylor Series the following methods will give the wrong answer. Be very careful!
f (x)
The functions in both of the above examples are of the form . Our road to freedom
g(x)
0
from the gloomy prison of is to expand f (x) and g(x) as a Taylor series around the
0
point in question. The limits are then easy to apply. Lets see this in action!

Example 7.1
Consider the limit  
sin(x)
lim .
x0 x
Here we have
1 3 1 5
f (x) = sin(x) = x x + x +
3! 5!
g(x) = x

In this case the Taylor series for g(x) was rather easy but that isnt always the case.
Thus we have
f (x) x 3!1 x3 + 5!1 x5 +
=
g(x) x
1 2 1 4
= 1 x + x +
3! 5!
and this can be substituted into our expression for the limit,
   
sin(x) 1 1
lim = lim 1 x2 + x4 +
x0 x x0 3! 5!
=1

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Example 7.2 7.2 lHopitals rule


For the second limit  
loge (x) Though the above method works very well it can be a bit tedious. You may have noticed
lim that our final answers depended only on the leading terms in the Taylor series and yet we
x1 1x
calculated the whole of the Taylor series. This looks like an un-necessary extra burden.
we must employ a Taylor series around x = 1. Thus we have Can we achieve the same result but with less effort? Most certainly, and here is how we
1 1 do it.
f (x) = loge (x) = (x 1) (x 1)2 + (x 1)3 +
2 3
g(x) = 1 x = (x 1)1 0
lHopitals rule for the form
0
and so
  ! If lim (f (x)) = 0 and lim (g(x)) = 0 then
loge (x) (x 1) 21 (x 1)2 + 31 (x 1)3 + xa xa
lim = lim    
x1 1x x1 (x 1)
  f (x) f 0 (x)
1 1 lim = lim
= lim 1 + (x 1) (x 1)2 +
xa g(x) xa g 0 (x)
x1 2 3
provided the limit exists. This rule can be applied recursively whenever the right
= 1 0
hand side leads to .
0
This is not all that hard, is it? Here is a slightly trickier example,
Here is an outline of the proof. We start by writing out the Taylor series for f (x) and
Example 7.3 g(x) around x = a (while noting that f (a) = g(a) = 0)
Consider the limit   1 00 1
1 cos(x) f (x) = f 0 (a) (x a) + f (a) (x a)2 + f 000 (a) (x a)3 +
lim . 2! 3!
x0 sin(x2 ) 1 1
g(x) = g 0 (a) (x a) + g 00 (a) (x a)2 + g 000 (a) (x a)3 +
Once again we build the appropriate Taylor series (in this case around x = 0), 2! 3!
1 2 1 4 1 6 then
f (x) = 1 cos(x) = x x + x +
2! 4! 6!
 1 6 1 8 f (x) f 0 (a) (x a) + 2!1 f 00 (a) (x a)2 + 3!1 f 000 (a) (x a)3 +
2 2
g(x) = sin x = x x + x + =
3! 5! g(x) g 0 (a) (x a) + 2!1 g 00 (a) (x a)2 + 3!1 g 000 (a) (x a)3 +
and so f 0 (a) + 2!1 f 00 (a) (x a) + 3!1 f 000 (a) (x a)2 +
=
  1  g 0 (a) + 2!1 g 00 (a) (x a) + 3!1 g 000 (a) (x a)2 +
1 cos(x) x2 1 x4 + 1 x6 +
lim = lim 2! 2 14! 6 16! 8
x0 sin(x2 ) x0 x 3! x + 5! x + If we assume that g 0 (a) 6= 0 then it follows that
 
1 1 1  
= lim x2 + x 4 + f (x) f 0 (a)
x0 2! 4! 6! lim = 0 .
xa g(x) g (a)
1
= .
2 This is not exactly lHopitals rule but it gives you an idea of how it was constructed.
With a little more care you can extend this argument to recover the full statement in
By now the picture should be clear - a suitable pair of Taylor series can make short work lHopitals rule (you need to consider cases where g 0 (a) = 0).
0 f (x)
of a troublesome arising from expressions of the form .
0 g(x)

Note: It is possible to adapt our methods to cases such as .

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Example 7.4 7.4 Approximating functions


Use lHopitals rule rule to verify the limits:
7.4.1 Taylor polynomials
     
sin(x) loge (x) 1 cos(x) 1
lim = 1, lim = 1 and lim = . Consider the typical Taylor series around x = 0
x0 x x1 1x x0 sin(x2 ) 2

X
We mentioned earlier that the tricks of this section could not only help us make sense of f (x) = a0 + a1 x + a2 x2 + + an xn + = ak x k .
expressions like 0/0 but also for expressions like /. Without going into the proofs k=0
we will just state the variation of lHopitals rule for cases such as this just do it! Yes,
you can apply lHopitals rule in the same manner as before. Here it is We can approximate the infinite series by its partial sums. Thus if we define the Taylor
polynomial by
k=n
X
Pn (x) = a0 + a1 x + a2 x2 + + an xn = an x n
lHopitals rule for the form
k=0

If lim (f (x)) = and lim (g(x)) = then we can expect each Pn (x) to be an approximation to f (x) (and only for values of x for
xa xa
    which the infinite series converges).
f (x) f 0 (x)
lim = lim The only question that we really need to ask is - How good is the approximation? Here
xa g(x) xa g 0 (x)
are some examples.
provided the limit exists. This rule can be applied recursively whenever the right
Example 7.5 : Taylor polynomials for cos(x)
hand side leads to .

The first four (distinct) Taylor polynomials for cos(x) are

P0 (x) = 1
7.3 Approximating values of functions x2
P2 (x) = 1
2!
We know that many functions can be written as a Taylor series, including, for example x2 x4
P4 (x) = 1 +
1 2! 4!
= 1 + x + x2 + x3 + + xn + x 2
x4 x6
1x P6 (x) = 1 +
x2 x3 xn 2! 4! 6!
ex = 1 + x + + + + +
2! 3! n!
x 2
x 4
x2n and this is what they look like
cos(x) = 1 + + (1)n +
2! 4! (2n)!
3 5 2n+1
x x x
sin(x) = x + + (1)n +
3! 5! (2n + 1)!

Part of our reason for writing functions in this form was that it would allow us to
compute values for the functions (given a value for x).
But each such series is an infinite series and so it may take a while to compute every
term! What do we do? Clearly we have to use a finite series. Our plan then is to
truncate the infinite series at some point hoping that the terms we leave off contribute
very little to the overall sum.

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1.0
7.5 Accuracy: Not examinable
P0 (x) Its all well and good to say that for some values of x the Taylor polynomials yield better
approximations than for other values. It would be far better if we could quantify the
P4 (x) size of the error and identify what parameters effect the quality of the approximation.
0.5

This is not easy to do precisely but we can get a feel for what the answers should be.
Let Pn (x) be a Taylor polynomial around x = a for f (x). Then we have
0.0
y


X n
X
f (x) = ak (x a)k and Pn (x) = ak (x a)k
k=0 k=0
0.5

P2 (x) cos(x) and thus the error in the approximation is

f (x) Pn (x) = an+1 (x a)n+1 + an+2 (x a)n+2 + an+3 (x a)n+3 +


1.0

P6 (x)
How do we estimate the right hand side? The usual trick is to assume that each term
6 4 2 0 2 4 6 is much smaller than its predecessor and thus the right hand side is dominated by the
x first non-zero term.
Thus we often take
Example 7.6 f (n+1) (a)
f (x) Pn (x) an+1 (x a)n+1 = (x a)n+1
Why were the other Taylor polynomials P1 , P3 , P5 not listed? (n + 1)!

Example 7.7 where f (n+1) (a) is the nth -derivative of f (x) at x = a.

Using the above Taylor polynomials, estimate cos(0.1). This is still a very loose mathematical argument. We have simply ignored all the
remaining terms.
We observe that
The upshot of this is that we expect
I All of the approximations are close to cos(x) for x close to zero.
I The error to be zero for polynomials of degree n or less, and
I The worst approximation is P0 (x).
I The error, for a fixed x, to vary as (x a)n+1 for varying choices of n.
I The best approximation is P6 (x).
We say that the error is of order (x a)n+1 for a value of |x a| that is
 positive but a lot
So the lesson is this: Build the Taylor polynomials in the region where you wish to less than one. Mathematically we write that error = O (x a)n+1 for |x a|  1.
approximate the function.
Example 7.8 : Using the error estimate
x3
When approximating sin(x) by P3 (x) = x for x in the interval 1 < x < 1 the
3!
error would be given by E3 = |sin(x) P3 (x)| and will be of order O(x5 ) if |x|  1.

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7.6 Approximating a derivative with a Taylor polynomial

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Engineering Mathematics

8. Vectors in 3-dimensions

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I Scalar multiplication
When we multiply a vector by a scalar we multiply the length of the vector by
8.1 Vectors: Revision the relevant amount, without changing its direction (unless the scalar is negative
and then the direction is opposite).
Many quantities in nature are completely specified by one number (called the magnitude Two vectors are parallel if one is a scalar multiple of the other, that is, if u = v
of the quantity) and are usually referred to as scalar quantities. Some examples are then u is parallel to v.
temperature, time, length, and mass.
Example 8.2
However, certain quantities require both a magnitude and a direction to specify In the following diagram of vectors v, u and w are parallel.
them. To say that a boat sailed 10 kilometers (km) does not specify where it went.
It is necessary to give the direction too; perhaps it sailed 10 km northwest. We then
describe the position of the boat by giving its displacement relative to some point,
a quantity that involves distance as well as direction. Quantities that require both a
magnitude and a direction to describe them are called vectors. Other examples include
velocity and force. Vector quantities will be denoted by boldface type: u, v, w, and so
on. In handwritten work vectors are denoted by v or by
v . Suppose we are given two

points P and Q then the vector that joins the two points is denoted P Q.
A vector v can be represented geometrically as a directed line segment or arrow. The
magnitude of a vector v will be denoted by |v| and is sometimes referred to as the
Furthermore, u = 2v, thus u is v dilated by a factor of two, while w = 21 v,
length of v because it is represented by the length of the arrow.
thus w is contracted by a half and is pointing in the opposite direction to v.

I Addition
8.1.1 Algebraic properties

What rules must we observe in playing with vectors? If u and v are two vectors we define their sum u + v by adding the vectors head
to tail which is to say we attach the tail of the second vector, v, to the head of
the first u, the sum u + v is then the vector drawn from the tail of first vector to
I Equality
the head of the last.
Two vectors v and w are equal, v = w, only when the arrows for v and w are
identical, that is, if they have the same length and the same direction. Example 8.3
Example 8.1 Vector addition is commutative, that is, u + v = v + u
The two vectors v and w in the following diagram are equal even though the
initial and terminal points are different!

I Zero vector
There is one and only one vector that has no direction; the zero vector denoted
as 0 or 0.

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Example 8.4 The vector from the Cartesian coordinates origin to any point (x, y, z) is called the
Vector addition and scalar multiplication (with = 1) gives us vector subtrac- position vector and written
tion, that is, u v = u + (v) r = xi + yj + zk.

Example 8.6
The position vector from the origin to the point (x, y, z) = (1, 3, 2) is

r = i + 3j + 2k.

Example 8.5
Vector addition also allows us to add several vectors at once

Example 8.7
Given v = 3i + 4j + 2k and w = i + 2j + 3k compute v + w and 2v + 7w.

Example 8.8
Given v = i + 2j + 7k draw v, 2v and v.
8.1.2 Cartesian coordinate vectors
Example 8.9
Vectors of length one unit are called unit vectors. The unit vectors parallel to the Given v = i + 2j + 7k and v = 3i + 4j + 5k draw and compute v w.
positive x, y and z-axes in three dimensional space are labelled i, j and k respectively.
Any vector v in space can be written as a combination of multiples of i, j and k. The
coefficients of i, j and k are called the components of the vector v.

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Thus we have

8.2 Vector dot product: Revision |v|2 + |w|2 2v w = |v|2 + |w|2 2 |v| |w| cos()

and therefore giving us the result v w = |v| |w| cos().


We have seen how to multiply vectors by scalars. The question naturally arises: is it
possible to multiply two vectors together? This gives us a convenient way to compute the angle between any pair of vectors. If
we find cos() = 0 then we say that v and w are orthogonal (sometimes also called
Let v = v1 i + v2 j + v3 k and w = w1 i + w2 j + w3 k be a pair of vectors then we define
perpendicular).
the dot product v w by
Thus v and w are orthogonal when v w = 0 (provided neither v 6= 0 and w 6= 0).
v w = v1 w1 + v2 w2 + v3 w3
Example 8.12
Example 8.10 Find the angle between the vectors v = 2i + 7j + k and w = 3i + 4j 2k.
Let v = i + 2j + 7k and w = i + 3j + 4k. Compute v v, w w and v w.
What do we observe? 8.2.1 Unit Vectors

So, we now can say that a vector is said to be a unit vector if v v = 1.


I v w is a scalar, not a vector .

I vw =wv Example 8.13


I (v) v = (v w) Find the unit vector v in the direction v = i + 2j + 7k.

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

The last two cases display what we call linearity.

Example 8.11 : Length of a vector


Let v = i+2j+7k. Compute
the distance from (x, y, z) = (0, 0, 0) to (x, y, z) = (1, 2, 7).
Compare this with v v.
We can now show that
v w = |v| |w| cos()
where is the angle between the two vectors v and w.
How do we prove this? Simple start with v w and compute its length,

|v w|2 = (v w) (v w)
=vvvwwv+ww
= |v|2 + |w|2 2v w

and from the Cosine Rule for triangles we know

|v w|2 = |v|2 + |w|2 2 |v| |w| cos()

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8.3 Vector cross product Without loss of generality, assume that v is in the direction of i and assume that w is
a vector in the first quadrant of xy-plane.
This is another way to multiply vectors. Start with v = v1 i + v2 j + v3 k and w =
w1 i + w2 j + w3 k. Then we define the cross product v w by

v w = (v2 w3 v3 w2 ) i + (v3 w1 v1 w3 ) j + (v1 w2 v2 w1 ) k.

From this definition we observe

I v w is a vector

I v w = w v

I vv =0

I (v) w = (v w)

I (u + v) w = u w + v w

I (v w) v = (v w) w = 0
Then, we can write the two vectors as
v = |v| i + 0j + 0k
Example 8.14
w = |w| cos() i + |w| sin() j + 0k
Verify all of the above.
Now calculating the cross product of v and w gives
Example 8.15
v w = 0i + 0j + |v| |w| sin() k.
Given v = i + 2j + 7k and w = 2i + 3j + 5k compute v w, and its dot product with
each of v and w. We now observe:

I The vector v w is perpendicular to both v and w.


8.3.1 Interpreting the cross product
I The length of the vector v w is |v| |w| sin().
We know that v w is a vector and we know how to compute it. But can we describe
this vector? First, we need a vector, so lets assume that v w 6= 0. Then what can we Example 8.16
say about the direction and length of v w?
Show that |v w| also equals the area of the parallelogram formed by v and w.

Vector Dot and Cross products

Let v = v1 i + v2 j + v3 k and w = w1 i + w2 j + w3 k. Then the Dot Product of v and


w is defined by
v w = v1 w1 + v2 w2 + v3 w3
while the Cross Product is defined by

v w = (v2 w3 v3 w2 ) i + (v3 w1 v1 w3 ) j + (v1 w2 v2 w1 ) k.

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8.4 Scalar and vector projections: Not examinable

These are like shadows and there are two basic types, scalar and vector projections.
ENG1005
8.4.1 Scalar projections

This is simply the shadow cast by one vector on another.


Engineering Mathematics
Example 8.17
What is the length (that is, scalar projection) of v = i + 2j + 7k in the direction of the
vector w = 2i + 3j + 4k?

Scalar projection 9. Three-Dimensional Euclidean Geometry. Lines.


The scalar projection, vw , of v in the direction of w is given by
vw
vw =
|w|

8.4.2 Vector projection

This time we produce a vector shadow with length equal to the scalar projection.

Example 8.18
Find the vector projection of v = i+2j+7k in the direction of the vector w = 2i+3j+4k.

Vector projection

The vector projection, vw , of v in the direction of w is given by


vw
vw =
|w|

Example 8.19
Given v = i + 2j + 7k and w = 2i + 3j + 4k, express v in terms of w and a vector
perpendicular to w.
This example shows how a vector may be resolved into its parts parallel and perpen-
dicular to another vector.

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9.1 Lines in 3-dimensional space Example 9.6


Determine if the line defined by the points (x, y, z) = (1, 0, 1) and (x, y, z) = (1, 2, 0)
Through any pair of distinct points we can always construct a straight line. These lines
intersects with the line defined by the points (x, y, z) = (3, 1, 0) and (x, y, z) = (1, 2, 5).
are normally drawn to be infinitely long in both directions.
Example 9.7
Example 9.1
Is the line defined by the points (x, y, z) = (3, 7, 1) and (x, y, z) = (2, 2, 1) parallel to
Find all points on the line joining (x, y, z) = (2, 4, 0) and (x, y, z) = (2, 4, 7) the line defined by the points (x, y, z) = (1, 4, 1) and (x, y, z) = (0, 5, 1).

Example 9.2 Example 9.8


Find all points on the line joining (x, y, z) = (2, 0, 0) and (x, y, z) = (2, 4, 7) Is the line defined by the points (x, y, z) = (3, 7, 1) and (x, y, z) = (2, 2, 1) parallel to
These equations for the line are all of the form the line defined by the points (x, y, z) = (1, 4, 1) and (x, y, z) = (2, 23, 5).

x(t) = a + pt , y(t) = b + qt , z(t) = c + rt


9.2 Vector equation of a line
where t is a parameter (it selects each point on the line) and the numbers a, b, c, p, q, r
are computed from the coordinates of two points on the line. (There are other ways to The parametric equations of a line are
write an equation for a line.)
x(t) = a + pt , y(t) = b + qt z(t) = c + rt
How do we compute a, b, c, p, q, r? First put t = 0, then x = a, y = b, z = c. That is
Note that
(a, b, c) are the coordinates of one point on the line and so a, b, c are known. Next, put
t = 1, then x = a + p, y = b + q, z = c + r. Take this to be the second point on the line, (a, b, c) = the vector to one point on the line
and thus solve for p, q, r.
(p, q, r) = the vector from the first point to
A common interpretation is that (a, b, c) are the coordinates of one (any) point on the the second point on the line
line and (p, q, r) are the components of a (any) vector parallel to the line.
= a vector parallel to the line
Example 9.3 Lets put d = (a, b, c), v = (p, q, r) and r(t) = (x(t), y(t), z(t)), then
Find the equation of the line joining the two points (x, y, z) = (1, 7, 3) and (x, y, z) = r(t) = d + tv
(2, 0, 3).
This is known as the vector equation of a line.
Example 9.4 Example 9.9
Show that a line may also be expressed as Write down the vector equation of the line that passes through the points (x, y, z) =
xa yb zc (1, 2, 7) and (x, y, z) = (2, 3, 4).
= =
p q r
Example 9.10
provided p 6= 0, q 6= 0 and r 6= 0. This is known as the Symmetric Form of the equation
Write down the vector equation of the line that passes through the points (x, y, z) =
for a a straight line.
(2, 3, 7) and (x, y, z) = (4, 1, 2).
Example 9.5 Example 9.11
In some cases you may find a small problem with the form suggested in the previous Find the shortest distance between the pair of lines described in the two previous ex-
example. What is that problem and how would you deal with it? amples. Hint : Find any vector that joins a point from one line to the other and then
compute the scalar projection of this vector onto the vector orthogonal to both lines (it
helps to draw a diagram).

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10.1 Planes in 3-dimensional space

A plane in 3-dimensional space is a flat 2-dimensional surface. The standard equation


for a plane in 3-d is
ENG1005 ax + by + cz = d
where a, b, c and d are some bunch of numbers that identify this plane from all other
planes. (There are other ways to write an equation for a plane, as we shall see).

Engineering Mathematics Example 10.1


Sketch each of the planes z = 1, y = 3 and x = 1.

10.1.1 Constructing the equation of a plane

10. Three-Dimensional Euclidean Geometry. A plane is uniquely determined by any three points (provided not all three points are
contained on a line). Recall, that a line is fully determined by any pair of points on the
Planes. line.
Lets find the equation of the plane that passes through the three points (x, y, z) =
(1, 0, 0), (x, y, z) = (0, 3, 0) and (x, y, z) = (0, 0, 2). Our game is to compute a, b, c and
d. We do this by substituting each point into the above equation,

1st point a1+b0+c0=d


2nd point a0+b3+c0=d
3rd point a0+b0+c2=d

Now we have a slight problem, we are trying to compute 4 numbers, a, b, c, d but we


only have 3 equations. We have to make an arbitrary choice for one of the 4 numbers
a, b, c, d. Lets set d = 6. Then we find from the above that a = 6, b = 2 and c = 3.
Thus the equation of the plane is

6x + 2y + 3z = 6

Example 10.2
What equation do you get if you chose d = 1 in the previous example? What happens
if you chose d = 0?

Example 10.3
Find an equation of the plane that passes through the three points (x, y, z) = (1, 0, 0),
(x, y, z) = (1, 2, 0) and (x, y, z) = (2, 1, 5).

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10.1.2 Parametric equations for a plane 10.2 Vector equation of a plane

Recall that a line could be written in the parametric form The Cartesian equation for a plane is

x(t) = a + pt ax + by + cz = d

y(t) = b + qt for some bunch of numbers a, b, c and d. We will now re-express this in a vector form.
Suppose we know one point on the plane, say (x, y, z) = (x, y, z)0 , then
z(t) = c + rt
ax0 + by0 + cz0 = d
A line is 1-dimensional so its points can be selected by a single parameter t.
a(x x0 ) + b(y y0 ) + c(z z0 ) = 0
However, a plane is 2-dimensional and so we need two parameters (say u and v) to select
each point. Thus its no surprise that every plane can also be described by the following This is an equivalent form of the above equation.
equations Now suppose we have two more points on the plane (x, y, z)1 and (x, y, z)2 . Then
x(u, v) = a + pu + lv a(x1 x0 ) + b(y1 y0 ) + c(z1 z0 ) = 0
a(x2 x0 ) + b(y2 y0 ) + c(z2 z0 ) = 0
y(u, v) = b + qu + mv
Put x10 = (x1 x0 , y1 y0 , z1 z0 ) and x20 = (x2 x0 , y2 y0 , z2 z0 ). Notice that
z(u, v) = c + ru + nv both of these vectors lie in the plane and that

Now we have 9 parameters a, b, c, p, q, r, l, m and n. These can be computed from the (a, b, c) x10 = (a, b, c) x20 = 0
coordinates of three (distinct) points on the plane. For the first point put (u, v) = (0, 0), What does this tell us? Simply that both vectors are orthogonal to the vector (a, b, c).
the second put (u, v) = (1, 0) and for the final point put (u, v) = (0, 1). Then solve for Thus we must have that
a through to n (its easy!).
(a, b, c) = the normal vector to the plane
Example 10.4 Now lets put
Find the parametric equations of the plane that passes through the three points (x, y, z) =
n = (a, b, c) = the normal vector to the plane
(1, 0, 0), (x, y, z) = (1, 2, 0) and (x, y, z) = (2, 1, 5).
d = (x0 , y0 , z0 ) = one (any) point on the plane
Example 10.5 r = (x, y, z) = a typical point on the plane
Show that the parametric equations found in the previous example describe exactly the Then we have
same plane as found in Example 3.3 (Hint : substitute the answers from Example 3.4 n (r d) = 0
into the equation found in Example 3.3). This is the vector equation of a plane.

Example 10.6 Example 10.8


Find the parametric equations of the plane that passes through the three points (x, y, z) = Find the vector equation of the plane that contains the points (x, y, z) = (1, 2, 7),
(1, 2, 1), (x, y, z) = (1, 2, 3) and (x, y, z) = (2, 1, 5). (x, y, z) = (2, 3, 4) and (x, y, z) = (1, 2, 1).

Example 10.7 Example 10.9


Repeat the previous example but with points re-arranged as (x, y, z) = (1, 2, 1), Re-express the previous result in the form ax + by + cz = d.
(x, y, z) = (2, 1, 5) and (x, y, z) = (1, 2, 3). You will find that the parametric equa-
tions look different yet you know they describe the same plane. If you did not know this Example 10.10
last fact, how would you prove that the two sets of parametric equations describe the
same plane? Find the shortest distance between the pair of planes 2x+3y4z = 2 and 4x+6y8z = 3.

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11.1 Parametric curves

Here is a very simple example of what we call a parametric description of a curve,

ENG1005 x(t) = 7t 3, y(t) = 5t + 3, z(t) = 3t 4

which could also be written as the vector equation

r(t) = (7t 3) i + (5t + 3) j + (3t 4) k.


Engineering Mathematics We instantly recognise this as being the parametric representation for a straight line (it
was an instant recognition, was it not?).
We can define a curve in 3-dimensional space parametrically by treating the position
vector r as a function of some parameter, in the previous example this parameter is
t. We take the three numbers (x(t) , y(t) , z(t)) to be some point in a 3-dimensional
11. Parametric curves in 3-dimensions space with corresponding position vector , r(t) = x(t) i + y(t) j + z(t) k. As we allow the
parameter t to vary (smoothly) we expect the point to trace out a (possibly smooth)
curve in that 3-dimensional space.

Example 11.1
The parametric representation

r(t) = 3 sin(t) i + 2 cos(t) j + tk

has the parametric equations

x(t) = 3 sin(t) , y(t) = 2 cos(t) , z(t) = t.

Notice that we can rewrite the first two parametric equations as

Example 11.2
Another possible parametric representation is

r(t) = ti + t2 + 2t 1 j + 3k.

In each case we have what we call a parametric representation of a curve. Some of the
questions we might like to ask about such parametric equations are

I What does this curve look like?

I What use can we make of these parametric equations?

I Are there other parametric equations that represent the same curve?

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A common interpretation of the parametric equations is that they record the history of So, keep in mind that if you want specific start and end points, or you want a specific
a point particle moving in space. It comes as no surprise then that the parameter in orientation for your curve, you will need to select your parameterisation carefully. This
the equations is often chosen to be t, for time. But do not think that this is universal will be important for your other units including ENG2005/ENG2006.
- there is nothing magical in the choice of t as the parameter, you can use any symbol
One of the easiest ways to see what the curve looks like is to plot some points obtained
that you like. For example, here is a popular parametric description of the unit circle in
by choosing a range of values for the parameter. This is best done using a computer and
the xy-plane with the centre at the origin
here is a simple example, commonly know as a helix.
x() = cos() , y() = sin()

or equivalently,
r() = cos() i + sin() j + 0k.

In this instance is the parameter and as progresses from 0 to 2 the point (x() , y()) 1.0
traces out one complete revolution of the unit circle. If we allow to take on values x(t) = cos(t)
0.8
3 y(t) = sin(t)
from to we would only see three-quarters of the unit circle, while for to take Z 0.6
2 2 0.4 t
on values from 0 to 6 we would get three revolutions of the unit circle. This example z(t) =
show you that the allowed domain of values for the parameter is an important aspect of 0.2 6
the description of the curve. 0.0 1.0 0 t < 6
0.5
-1.0 0.0
-0.5 Y
So, keep in mind that when we say (x(t) , y(t) , z(t)) is a parametric description of a 0.0
0.5 -0.5
X 1.0
curve we should also specify the domain of allowed values for the parameter t (or or
whatever parameter we choose).
If someone draws a curve for you (in the sand, on the blackboard or on your generic Of course we can also use parametric forms to construct curves in 2-dimensions, such as
tablet) you might wonder if there exists a unique parametric description of that curve. in this pair of examples
The answer is most certainly not, there are many ways to write parametric equations
for a given curve.

Example 11.3
Show that the parametric equations

x(v) = sin(v) and y(v) = cos(v) for 0 v < 2

describes the same curve as that described by

x(u) = cos(u 2) and y(u) = sin(u 2) for 0 u < 2.

Note, however, these two parameterisations do not start at the same point or even have
the same orientation:

I The parameterisation r(v) = x(v) i + y(v) j starts at (x, y) = (0, 1) for v = 0 and
the particle point will move clockwise around the unit circle as v increases from 0
to 2.

I The parameterisation r(u) = x(u) i + y(u) j starts at (x, y) = (1, 0) for u = 0 and
the particle point will move counter-clockwise around the unit circle as u increases
from 0 to 2.

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4.0 Example 11.4


3.0 Compute the tangent vector to the curve defined by
2.0
x(t) = sin(t) y(t) = cos(t) 0 < t < 2
1.0

0.0 x(t) = 2 cos(t) 3 sin(t) Example 11.5


Y

-1.0 y(t) = 3 sin(t) + 2 cos(t) Prove that the vector obtained in the previous example is indeed tangent to the curve.
-2.0 0 t < 2
How do we prove this statement, that the derivatives gives us a tangent vector? It is
-3.0 quite easy. Start by writing r(t) = (x(t), y(t), z(t)), which we interpret as the position
-4.0 vector to a point on the curve and then we turn to the basic definition of a derivative,
-4.0 -3.0 -2.0 -1.0 0.0 1.0 2.0 3.0 4.0
 
X
d  (x(t + t) , y(t + t) , z(t + t)) (x(t) , y(t) , z(t))
r(t) = lim
1.0 dt t0 t
 
x(t + t) x(t) y(t + t) y(t) z(t + t) z(t)
0.8 = lim , ,
t0 t t t
 
dx dy dz
0.6 = , ,
dt dt dt
x(t) = t3
Y

0.4 y(t) = t2 In the first line we see that we have two points, one at t the other at t + t. Importantly
1 < t < 1 both points are on the curve. Their difference is a short vector that is close to the curve.
0.2 Clearly (not an ideal way to prove something but one I trust you will accept) this
vector remains close to the curve for all t and will be tangent to the curve in the limit
0.0 t 0.
-1.0 -0.8 -0.6 -0.4 -0.2 0.0 0.2 0.4 0.6 0.8 1.0
X
Once we have the tangent vector we can easily construct a tangent line to the curve
at any chosen point. That is we build a new straight line that glances off the curve at
This last example is notable for the nasty kink at (x, y) = (0, 0) despite the fact there
a chosen point. The tangent line and the original curve meet at one point and have
is nothing particularly alarming about the simple functions x(t) = t3 and y(t) = t2 .
parallel tangent vectors at that point.
This kind of behaviour, where the parametric equations are smooth functions and yet
the curve possess kinks, is something to be aware of but we shall not make much of
a fuss about such things at this introductory level (you will see more on this issue of Example 11.6
smoothness in later units). Construct the tangent line to the curve defined by

r(u) = sin(u)i + cos(u)j + 2uk


11.2 Tangent vectors and lines
at the point given by u = .
4
Okay, suppose we are given the three functions x(t), y(t) and z(t). Then it is a simple
matter to compute their first derivatives, x0 (t), y 0 (t) and z 0 (t). What do we make of
this? Previously we interpreted (x(t), y(t), z(t)) to describe a curve in three dimensional 11.3 Normal planes
space. What then do the derivatives (x0 (t), y 0 (t), z 0 (t)) tell us about the curve? Quite
simply, it gives us a vector that is tangent to the curve and pointing in the direction of There is another object that we can construct from our little curves. Pick any point on
increasing t. the curve and compute a tangent vector at that point. Now we can easily build a plane
that has that vector as its normal vector. Thus we can easily construct the plane that
cuts through this curve at the given point. Here is a simple example.

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Example 11.7
Find the equation of a plane normal to the curve

r(t) = t2 t + 1 i + sin(t) j + tk
ENG1005
at the point given by t = 0.

11.4 Arc length: Not examinable


Engineering Mathematics
How long is a piece of string? Okay, its an old joke but its starts us thinking about the
length of a curve and how we might compute it. The process is quite simple to explain
(though the final calculations can be very difficult as we shall see).
So we suppose we have a curve described by r(t) = x(t) i + y(t) j + z(t) j with 0 t < 1
(or some other range of values for t). Once again we pick to nearby points on the curve
and we compute the length of the short chord that joins this pair of points. Let us call 12. Parametric representations of surfaces
this short length s, then using the Pythagoras theorem in 3-dimensions we have
1/2
s = (x(t + t) x(t))2 + (y(t + t) y(t))2 + (z(t + t) z(t))2
 2  2  2 !1/2
x(t + t) x(t) y(t + t) y(t) z(t + t) z(t)
= + + t
t t t

This is the arc-length for just one short chord. Now we can imagine chopping up the
curve into lots of short chord like this one. We can use these short chords to estimate
the length of the curve simply by summing the answer for each chord. Thus if we take
a limit as the number of chords goes to infinity (while ensuring that every chord shrinks
to zero length) then it is not hard to accept the claim (I am being guarded here because
it is a non-trivial limit to prove) that the length of the curve is given by the integral
s
Z 1  2  2  2
dx dy dz dt
s= + +
0 dt dt dt

Example 11.8
Compute the length of the curve defined by x(t) = sin(t), y(t) = cos(t), z(t) = 3t, over
the parameter domain 0 < t < 1.

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12.1 Surfaces

A very common application of a function of two variables is to describe a surface in


3-dimensional space. How so? you might ask. The idea is that we take the value of the
function to describe the height of the surface above the xy-plane. If we use standard
Cartesian coordinates then such a surface could be described by the equation

z = f (x, y) z = x2 + y 2

This surface has a height z units above each point (x, y) in the xy-plane.
The equation z = f (x, y) describes the surface explicitly as a height function over a
plane and thus we say that the surface is given in explicit form.
A surface such as z = f (x, y) is also often called the graph of the function f (analogous
to y = F (x) is the graph of F ).
Here are some simple examples. A very good exercise is to try to convince yourself that
the following images are correct (i.e. that they do represent the given equation).

1 = x2 + y 2 z 2

 p 
z = cos 3 x2 + y 2 exp(2 (x2 + y 2 ))

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12.2 Alternative forms

We might ask are there any other ways in which we can describe a surface? We should
be clear that (in this unit) when we say surface we are talking about a 2-dimensional
surface in our familiar 3-dimensional space. With that in mind, consider the equation
g(x, y, z) = 0
p
z= 1 + y 2 x2 What do we make of this equation? Well, after some algebra we might be able to
re-arrange the above equation into the familiar form
z = f (x, y)
for some function f . In this form we see that we have a surface, and thus the previous
equation g(x, y, z) = 0 also describes a surface. When the surface is described by an
equation of the form g(x, y, z) = 0 we say that the surface is given in implicit form.
Consider all of the points in R3 (i.e all possible (x, y, z) points). If we now introduce the
equation g(x, y, z) = 0 we are forced to consider only those (x, y, z) values that satisfy
this constraint. We could do so by, for example, arbitrarily choosing (x, y) and using
the equation (in the form z = f (x, y) to compute z. Or we could choose say (y, z) and
use the equation g(x, y, z) to compute x. Which ever road we travel it is clear that we
are free to choose just two of the (x, y, z) with the third constrained by the equation.
Now consider some simple surface and lets suppose we are able to drape a sheet of graph
paper over the surface. We can use this graph paper to select individual points on the
z = xy exp (x2 y 2 ) surface (well as far as the graph paper covers the surface). Suppose we label the axes
of the graph paper by the symbols s and t. Then each point on surface is described by
a unique pair of values (s, t). This makes sense we are dealing with a 2-dimensional
surface and so we expect we would need 2 numbers, (s, t), to describe each point on
the surface. The parameters (s, t) are often referred to as (local) coordinates on the
surface.
How does this picture fit in with our previous description of a surface, as an equation
of the form g(x, y, z)? Pick any point on the surface. This point will have both (x, y, z)
and (s, t) coordinates. That means that we can describe the point in terms of either
(s, t) or (x, y, z). As we move around the surface all of these coordinates will vary. So
given (s, t) we should be able to compute the corresponding (x, y, z) values. That is we
should be able to find functions P (s, t), Q(s, t) and R(s, t) such that
x = P (s, t) , y = Q(s, t) , z = R(s, t)

The above equations describe the surface in parametric form.


1=x+y+z
Example 12.1
Identify (i.e. describe) the surface given by the equations
x = 2s + 3t + 1, y = s 4t + 2, z = s + 2t 1
Hint: Try to combine the three equations into one equation involving x, y and z but not
s and t.

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12.3 Parametric representations of surfaces with that of a sphere represented as an equation x2 + y 2 + z 2 = 1

Consider a 2-dimensional surface in the 3-dimensions space expressed in the explicit


form as a function:
z = (x, y) ,
or in the implicit form as an equation:

g(x, y, z) = 0.

Example 12.2
A plane in 3-dimensional space can be expressed as

1. a function z of two independent variables x and y:

z := f (x, y) = x + y + ,

2. an equation of three variables x, y, and z:

g(x, y, z) := ax + by + cz + d = 0.
We need two independent variables to cover a 2-dimensional space in the parametric
Surfaces which can be expressed in the form a of function z = f (x, y) are rather restric- variables, so a 2-dimensional surface in 3-dimensional space can be represented para-
tive because of the uniqueness of the image of a point in the domain of a function. While metrically as the position vector of a function of two independent variables s and t
surfaces that are expressed in the form of an equation g(x, y, z) = 0, are more diverse in r(s, t) = x(s, t) i + y(s, t) j + z(s, t) k,
nature because they may be multi-valued.
p with some bounds defining the domain for the parameters s and t.
Compare an upper hemisphere expressed as a function z = 1 x2 y 2
Example 12.3
A plane can be represented parametrically as: r(s, t) = r0 + su + tv, where the position
vector r0 = x0 i + y0 j + z0 k of a given point on the plane, u and v are two independent
vectors (that is, u and v are not in the same direction) parallel to the plane.

Example 12.4
Consider a simple surface represented by a function z = f (x, y). Then we could choose
the parametric variables: x = s and y = t. A surface defined in terms of position vector:
r(s, t) = si + tj + f (s, t) k.
We still need to define the bounds of the surface in terms of the parameters s and t (that
is, specifying x0 x x1 and y0 y y1 ).
The plane 2x + 3y + 4z + 5 = 0 can be represented as:
2s + 3t + 5
r(s, t) = si + tj k
4
Again, we still need to define the bounds for the surface.

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Example 12.5
A right-circular cylinder of unit height can be represented by the equation:

x2 + y 2 = a2 , such that 0 z 1.

Note: this represents only the wall of the cylinder, not the top and bottom circular disks.
We want to define two parametric variables to help us describe this cylindrical surface.
For one of the parametric variables, let z = t. The remaining parametric variable is
most easily defined with a polar coordinate for angle. Define a circle of radius a:
x = a cos(s), y = a sin(s), with 0 s < 2. Parametrically, the cylindrical surface of
unit height can be represented by the position vector:

r(s, t) = a cos(s) i + a sin(s) j + tk, where 0 s < 2 and 0 t 1.


If we define our parametric variables as s = and t = then the surface representation
is:
Note that these surface representations are not unique. As with many of these problems
requiring a surface parameterisation, the best representation will depend on the nature r(s, t) = a sin(s) cos(t) i + a sin(s) sin(t) j + a cos(s) k, where 0 s and 0 t < 2
of the problem that needs to be solved.
where the radius r = r r is fixed to length a.
Example 12.6 Again, there are many ways of representing this surface. The sphere of radius a centred
at the origin could be done in, say, Cartesian coordinates. Furthermore, there are even
Consider another parametric representation of the right-circular cylinder of unit height
other ways to represent the sphere of radius a centred at the origin using and
described by the equation:
as parameters, however, the roles of and will be different to the spherical polar
x2 + y 2 = a2 , such that 0 z 1. coordinates parametric representation given above.

If we define z = t, and x = s then the new parametric representation is Example 12.8


In many engineering texts, the roles of and are reversed.
r(s, t) = si a2 s2 j + tk, where a s a and 0 t 1.

Example 12.7
A sphere of radius a centred at the origin when expressed as an equation is:

x 2 + y 2 + z 2 = a2 .

Note: This represents only the spherical surface, not the volume of the ball contained
by this surface.
We can use spherical polar coordinates:

x = r sin() cos()
y = r sin() sin()
In this case, s = and t = , and the sphere of radius a centred at the origin has
z = r cos()
parametric representation

r(s, t) = a sin(s) cos(t) i + a sin(s) sin(t) j + a cos(s) k, where 0 s and 0 t < 2.

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Example 12.9
The sphere of radius a centred at the origin in Matlab has the physical geographers

parameteric representation, where s represents longitude and t represents the latitude


on the spherical surface:

r(s, t) = a cos(s) cos(t) i+a sin(s) cos(t) j+a sin(t) k, where 0 s < 2 and t .
2 2
How do we represent this parametrically?
Example 12.10 If we stay with Cartesian coordinates and choose parameters x = s and y = t then this
Consider an inverted right circular cone of height h and radius a. We are only interested leads to the parametric representation:
in the surface of the cone, not including the bottom, not the surface. We can define this  
h 2
by surface the function: r(s, t) = si + tj + s + t2 + h k
a
hp 2
z= x + y 2 + h, where 0 z h. with the domain defined as s2 + t2 a2 . However this is messy to determine the domain
a
for the parameters s and t. The inequality s2 + t2 a2 suggests that it will be much
better to use polar coordinates.
Let us move back to use cylindrical coordinates (r, ):

x = r cos()
y = r sin()
z = r + h

Our parametric representation becomes

r(r, ) = r cos() i + r sin() j + (r + h) k, where 0 r a and 0 < 2.

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12.4 Coordinate vectors in other coordinate systems

In Cartesian coordinates we have the three coordinate vectors i, j and k which have
the properties that
ENG1005
I each vector has unit length,
I each two vectors are orthogonal, that is, i j = 0, j k = 0 and i k = 0, and
I the vector i points in the direction of increasing x-values, the vector j points in
the direction of increasing y-values and the vector k points in the direction of Engineering Mathematics
increasing z-values.

When we work in cylindrical or spherical coordinates do we have coordinate vectors with


the same properties? If so, can we relate them back to Cartesian coordinates?
The answer to both questions is: yes. 13. Linear systems of equations
12.4.1 Cylindrical coordinates

The cylindrical volume parameteric equations are


x = R cos() , y = R sin() and z = z
p
where R = x2 + y 2 . Note that R represents the distance from the cylinder axis to the
cylinder surface. The cylindrical coordinate vectors are
eR = cos() i + sin() j + 0k
e = sin() i + cos() + 0k
ez = 0i + 0j + k
where eR points in the direction of increasing R-values, e points in the direction of
increasing -values and ez points in the direction of increasing z-values.

12.4.2 Spherical coordinates

Here we have
x = r sin() cos() , y = r sin() sin() and z = r cos()
p
where r = x + y 2 + z 2 . Note that r represents the distance from the origin to the
2

spherical surface. The spherical coordinate vectors are


er = sin() cos() i + sin() sin() j + cos() k
e = cos() cos() i + cos() sin() j sin() k
e = sin() i + cos() j + 0k
where er points in the direction of increasing r-values, e points in the direction of
increasing -values and e points in the direction of increasing -values.

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13.1 Examples of linear systems 13.2 A standard strategy

13.1.1 Bags of coins We start with the previous example

We have three bags with a mixture of gold, silver and copper coins. We are given the 3x + 7y 2z = 0 (1)
following information 6x + 16y 3z = 1 (2)
3x + 9y + 3z = 3 (3)
Bag 1 contains 10 gold, 3silver, 1 copper and weighs 60g
Bag 2 contains 5 gold, 1 silver and 2 copper and weighs 30g Suppose by some process we were able to rearrange these equations into the following
Bag 3 contains 3 gold, 2silver, 4 copper and weighs 25g form

The question is What are the respective weights of the Gold, Silver and Copper coins? 3x + 7y 2z = 0 (1)
Let G, S and C denote the weight of each of the gold, silver and copper coins. Then we 2y + z = 1 (2)0
have the system of equations 4z = 4 (3)00

10G + 3S + C = 60 Then we could solve (3)00 for z


5G + S + 2C = 30
3G + 2S + 4C = 25 (3)00 4z = 4 z=1

and then substitute into (2)0 to solve for y


13.1.2 Silly puzzles
(2)0 2y + 1 = 1 y = 1
John and Marys ages add to 75 years. When John was half his present age John was
twice as old as Mary. How old are they? and substitute into (1) to solve for x

We have just two equations, (1) 3x 7 2 = 0 x=3

J + M = 75
1 The question is : How do we get the modified equations (1), (2)0 and (3)00 ?
2
J 2M = 0
The general trick is to take suitable combinations of the equations so that we can elim-
inate various terms. The trick is applied as many times as we need to turn the original
13.1.3 Intersections of planes
equations into the simple form like (1), (2)0 and (3)00 .
Its easy to imagine three planes in space. Is it possible that they share one point in Lets start with the first pair of the original equations
common? Here are the equations for three such planes
3x + 7y 2z = 0 (1)
3x + 7y 2z = 0
6x + 16y 3z = 1 (2)
6x + 16y 3z = 1
3x + 9y + 3z = 3
We can eliminate the 6x in equations (2) by replacing equation (2) with (2) 2(1),
Can we solve this system for (x, y, z)?
0x + (16 14)y + (3 + 4)z = 1 (2)0
In all of the above examples we need to unscramble the set of linear equations to extract
2y + z = 1 (2)0
the unknowns (e.g. G, S, C etc.).
Likewise, for the 3x term in equation (3) we replace equation (3) with (3) (1),

2y + 5z = 3 (3)0

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At this point our system of equations is Example 13.3


3x + 7y 2z = 0 (1) Find the intersection of the three planes 2x + 3y z = 1, x y = 2 and x = 1
2y + z = 1 (2)0 In general, three planes may intersect at a single point or along a common line or even
2y + 5z = 3 (3)0 not at all.

The last step is to eliminate the 2y term in the last equation. We do this by replacing
equation (3)0 with (3)0 (2)0 Here are some examples (there are others) of how planes may (or may not) intersect.

4z = 4 (3)00

So finally we arrive at the system of equations

3x + 7y 2z = 0 (1)
2y + z = 1 (2)0 No point of intersection
4z = 4 (3)00

which, as before, we solve to find z = 1, y = 1 and x = 3.


The procedure we just went through is known as a reduction to upper triangular form
and we used elementary row operations to do so. We then solved for the unknowns by
back substitution.
This procedure is applicable to any system of linear equations (though beware, for some
systems the back substitution method requires special care, well see examples later).
The general strategy is to eliminate all terms below the main diagonal, working column
by column from left to right.
One point of intersection

13.3 Lines and planes

In previous lecture we saw how we could construct the equations for lines and planes.
Now we can answer some simple questions.
How do we compute the intersection between a line and a plane? Can we be sure that
they do intersect? And what about the intersection of a pair or more of planes?
The general approach to all of these questions is simply to write down equations for each
of the lines and planes and then to search for a common point (i.e. a consistent solution
to the system of equations).

Example 13.1 Intersection in a common line


Find the intersection of the plane y = 0 with the plane 2x + 3y 4z = 1.

Example 13.2
Find the intersection of the line x(t) = 1 + 3t, y(t) = 3 2t, z(t) = 1 t with the plane
2x + 3y 4z = 1.

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Example 13.4
What other examples can you draw of intersecting planes?

ENG1005

Engineering Mathematics

14. Gaussian Elimination

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14.1 Gaussian elimination and back-substitution 14.2.1 Gaussian elimination strategy

1. Use row-operations to eliminate elements below the diagonal.


Example 14.1 : Typical layout
2. Use row-operations to eliminate elements above the diagonal.
2x + 3y + z = 10 (1) 3. If possible, re-scale each equation so that each diagonal element = 1.
x + 2y + 2z = 10 (2)0 2(2) (1)
4x + 8y + 11z = 49 (3)0 (3) 2(1) 4. The right hand side is now the solution of the system of equations.

If you bail out after step 1 you are doing Gaussian elimination with back-substitution
2x + 3y + z = 10 (1)
(this is usually the easier option).
y + 3z = 10 (2)0
2y + 9z = 29 (3)00 (3)0 2(2)0
14.3 Exceptions
2x + 3y + z = 10 (1)
Here are some examples where problems arise.
y + 3z = 10 (2)0
3z = 9 (3)00 Example 14.3 : A zero on the diagonal

Now we solve this system using back-substitution, z = 3, y = 1, x = 2. 2x + y + 2z + w = 2 (1)


Note how we record the next set of row-operations on each equation. This makes it 2x + y z + 2w = 1 (2)0 (2) (1)
much easier for someone else to see what you are doing and it also helps you track down x 2y + z w = 2 (3)0 2(3) (1)
any arithmetic errors. x + 3y z + 2w = 2 (4)0 2(4) (1)

14.2 Gaussian elimination 2x + y + 2z + w = 2 (1)


0y 3z + w = 1 (2)00 (3)0
In the previous example we found 5y + 0z 3w = 6 (3)00 (2)0
+ 5y 4z + 3w = 2 (4)0
2x + 3y + z = 10 (1)
y + 3z = 10 (2)0 The zero on the diagonal on the second equation is a serious problem, it means we can
3z = 9 (3)00 not use that row to eliminate the elements below the diagonal term. Hence we swap the
second row with any other lower row so that we get a non-zero term on the diagonal.
Why stop there? We can apply more row-operations to eliminate terms above the Then we proceed as usual. The result is w = 2, z = 1, y = 0 and x = 1.
diagonal. This does not involve back-substitution. This method is known as Gaussian
elimination. Take note of the difference! Example 14.4
Example 14.2 Complete the above example.

Continue from the previous example and use row-operations to eliminate the terms above
the diagonal. Hence solve the system of equations.

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Example 14.5 : A consistent and under-determined system


Suppose we start with three equations and we wind up with

2x + 3y z = 1
5y + 5z = 1
(1)
(2)0
ENG1005
0z = 0 (3)00

The last equation tells us nothing! We cant solve it for any of x, y and z. We really only
have 2 equations, not 3. That is 2 equations for 3 unknowns. This is an under-determined Engineering Mathematics
system.
We solve the system by choosing any number for one of the unknowns. Say we put z =
where is any number (our choice). Then we can leap back into the equations and use
back-substitution.
The result is a one-parameter family of solutions 15. Matrices
1 1
x= , y= + , z=
5 5
Since we found a solution we say that the system is consistent.

Example 14.6 : An inconsistent system


Had we started with

2x + 3y z = 1 (1)
x y + 2z = 0 (2)
3x + 2y + z = 0 (3)

we would have arrived at

2x + 3y z = 1 (1)
5y + 5z = 1 (2)0
0z = 2 (3)00

This last equation makes no sense as there are no finite values for z such that 0z = 2
and thus we say that this system is inconsistent and that the system has no solution.

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15.1 Matrices Example 15.2


Compute      
When we use row-operations on systems of equations such as 2 3 1 7 1 7 2 3
and
3x + 2y z = 3 4 1 0 2 0 2 4 1
x y + z = 1
Note that we can only multiply matrices that fit together. That is, if A and B are a pair
2x + y z = 0
of matrices then in order that AB makes sense we must have the number of columns of
the x, y, z just hang around. All the action occurs on the coefficients and the right hand A equal to the number of rows of B.
side. To assist in the bookkeeping we introduce a new notation, matrices,
Example 15.3
3 2 1 x 3
1 1 1 y = 1 Does the following make sense?
2 1 1 x 0
  1 7
2 3 0 2
Each [ ] is a matrix, 4 1
3 2 1 4 1
1 1 1
2 1 1 15.1.1 Notation
is a square 33 matrix, while
We use capital letters to represent matrices,
x 3

y and 1 3 2 1 x 3
z 0 A = 1 1 1 , X = y , B= 1
2 1 1 x 0
are 1-dimensional matrices (also called column vectors).
and our previous system of equations can then be written as
We can recover the original system of equations by defining a rule for multiplying ma-
trices,
AX = B
e
f Entries within a matrix are denoted by subscripted lowercase letters. Thus for the matrix

a b c d g
= i B above we have b1 = 3, b2 = 1 and b3 = 0 while for the matrix A we have

h


.. .. 3 2 1 a11 a12 a13
. .
A = 1 1 1 = a21 a22 a23
i = a e + b f + c g + d h + 2 1 1 a31 a32 a33

aij = the entry in row i and column j of A


Example 15.1
To remind us that A is a square matrix with elements aij we sometimes write A = [aij ].
Write the above system of equations in matrix form.

3 2 1 x 3x+2y1z 15.1.2 Operations on matrices
1 1 1 y = 1 x 1 y + 1 z
2 1 1 z 2x+1y1z I Equality:
A=B
only when all entries in A equal those in B.

I Addition: Normal addition of corresponding elements.

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I Multiplication by a number : A = times each entry of A 15.1.5 Notation

I Multiplication of matrices: For the system of equations



? 3x + 2y z = 1
?
x y + z = 4
? ? ? ? ? ? = ?
2x + y z = 1
?
? we call
3 2 1
1 1 1
I Transpose: Flip rows and columns, denoted by [ ]T .
2 1 1

 T 1 0
1 2 7 the coefficient matrix and
= 2 3 3 2 1 1
0 3 4
7 4 1 1 1 4
2 1 1 1
15.1.3 Some special matrices the augmented matrix.

I The Identity matrix : When we do row-operations on a system we are manipulating the augmented matrix.
But each incarnation represents a system of equations for the same original values for
1 0 0 0
0 1 0 0 x, y and z. Thus if A and A0 are two augmented matrices for the same system, then we

0 0 1 0 write
I=
0 0 0 1 A A0

.. .. .. .. .. The squiggle means that even though A and A0 are not the same matrices, they do give
. . . . .
us the same values for x, y and z.
For any square matrix A we have IA = AI = A.

I The Zero matrix : A matrix full of zeroes! Example 15.4


I Symmetric matrices: Any matrix A for which A = AT . Solve the system of equations

I Skew-symmetric matrices: Any matrix A for which A = AT . Sometimes also 3x + 2y z = 1


called anti-symmetric. x y + z = 4
2x + y z = 1

15.1.4 Properties of matrices using matrix notation.

I AB 6= BA

I (AB)C = A(BC)

I (AT )T = A

I (AB)T = B T AT

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16.1 Matrix inverse

Suppose we have a system of equations


    
ENG1005 a b
c d
x
y
=
u
v

and that we write in the matrix form

Engineering Mathematics AX = B

Can we find another matrix, call it A1 , such that

A1 A = I = the identity matrix

If so, then we have


16. Inverses of Square Matrices. A1 AX = A1 B X = A1 B

Thus we have found the solution of the original system of equations.


For a 2 2 matrix it is easy to verify that
 1  
a b 1 d b
A1 = =
c d ad bc c a

But how do we compute the inverse A1 for other (square) matrices?


Here is one method.

16.1.1 Inverse by Gaussian elimination

I Use row-operations to reduce A to the identity matrix.

I Apply exactly the same row-operations to a matrix set initially to the identity.

I The final matrix is the inverse of A.

We usually record this process in a large augmented matrix.

I Start with [A|I].

I Apply row operations to obtain [I|A1 ]

I Crack open the champagne.

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Example 16.1 Example 16.2


 
1 7 Compute the determinant of
Find the inverse for A = 1 7 2
3 4
A= 3 4 5
Note that not all matrices will have an inverse. For example, if 6 0 9
 
a b We can also expand the determinant about any row or column provided we observe the
A=
c d following pattern of signs.

then   + + +
1 d b + + +
A1 =
ad bc c a + + +
and for this to be possible we must have ad bc 6= 0. + + +

We call this magic number the determinant of A. If it is zero then A does not have an
inverse. Example 16.3
The question is is there a similar rule for an N N matrix? That is, a rule which can By expanding about the second row compute the determinant of

identify those matrices which have an inverse. 1 7 2
A= 3 4 5

6 0 9
16.2 Determinants
Example 16.4
The definition is a bit involved, here it is.
Compute the determinant of
  1 2 7
a b
I For a 2 2 matrix A = define det A = ad bc. A= 0 0 3
c d
1 2 1
I For an N N matrix A create a sub-matrix Sij of A by deleting row I and column
J.
16.3 Inverse using determinants
I Then define
Here is another way to compute the inverse matrix.
det A = a11 det S11 a12 det S12 + a13 det S13 a1N det S1N
I Select a row I and column J of A.
Thus to compute det A you have to compute a chain of determinants, from (N 1) I Compute (1)i+j det SIJ
det A
(N 1) determinants all the way down to 2 2 determinants. This is tedious and very
prone to arithmetic errors! I Store this at row J and column I in the inverse matrix.
Note the alternating plus minus signs, its very important!!! I Repeat for all other entries in A.

That is , if
16.2.1 Notation A = [ aIJ ]
then
We often write det A = |A|. 1  
A1 = (1)I+J det SJI
det A
This method for the inverse works but it is rather tedious.
The best way is to compute the inverse by Gaussian elimination, i.e. [A|I] [I|A1 ].

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16.4 Vector cross products

The rule for a vector cross product can be conveniently expressed as a determinant.
Thus if v = vx i + vy j + vz k and w = wx i + wy j + wz k then

i

j k
ENG1005

v w = vx vy vz
wx wy wz
Engineering Mathematics

17. Eigenvalues and eigenvectors.

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17.1 Introduction Example 17.3


Let v1 and v2 be two eigenvectors of some matrix. Is it possible to choose and so
Okay, its late in the aftrenoon, were feeling a little sleepy and we need somthing to get
that v1 + v2 is also an eigenvector?
our minds fired up. So we play a little game. We start with this simple 3 3matrix
Now we can reexpress our earlier questions as follows.
1 2 0
R= 2 1 0
I Does every matrix possess an eigenvector?
0 0 3
I How many eigenvalues can a matrix have?
and when we apply R to any vector of the form v = [0, 0, 1]T we observe the curious
fact that the vector remains unchanged apart from an overall scaling by 3. That is, I How do we compute the eigenvalues?

Rv = 3v I Is this just pretty mathematics or is there a point to this game?

Now we are wide awake and ready to play this game at full speed. Qustions that come Good questions indeed. Lets see what we make of them. We will start with the issue
to mind would (should) include, of constructing the eigenvalues (assuming, for the moment, that they exist).

I Can we find such a vector for any matrix?


17.2 Eigenvalues
I How many distinct vectors are there?

I Can we find vectors like v but with a different scaling? Given an N N -matrix, our game here is to find the values of , if any, that allows the
equation
This is a simple example of what is known as an eigenvector equation. The key feature Av = v
is that the action of the matrix on the vector produces a new vector that is parallel to to have non-zero solutions for v, that is, v 6= 0. Assuming this is the case, then
the original vector (and in our case, it also happens to be 3 times as long). re-arrange the equation to
(A I) v = 0
Eigenvalues and eigenvectors where I is the N N -identity matrix. Since we are chasing non-zero solutions for
v we must have the determinant of A I equal to zero. That is, we require that
If A is square matrix and v is a non-zero column vector satisfying the matrix equa- det(A I) = 0. This gives a polynomial equation in terms of .
tion
Av = v
Characteristic equation
then we say that the matrix A has eigenvalue with corresponding eigenvector
v. The eigenvalues of an N N -matrix A are the solutions of the polynomial equation

For the example of the 3 3 matrix given above we have an eigenvalue equal to 3 and det(A I) = 0
a corresponding eigenvector of the form v = [0, 0, 1]T .
This is called the characteristic equation of A. If A is an N N -matrix, then
this equation will be a polynomial of degree N in . The eigenvalues may be real
Example 17.1
  distinct, real repeated or complex numbers.
6 16
Show that v = [8, 1]T is an eigenvector of the matrix A = .
1 4

Example 17.2
The matrix in example 17.1 has a second eigenvector this time with the eigenvalue 2.
Find that eigenvector.

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Example 17.4 in which the v = [a, b, c]T is the eigenvector. Our game now is to solve this matrix
  equation for a, b and c. This we can do using Gaussian elimination. After the first
6 16
Compute both eigenvalues of A = . stage, where we eliminate the lower triangular part, we obtain
1 4

We can now answer the pervious question: How many eigenvalues can we find for a given 1 1 2 a 0
matrix? If A is an N N matrix then the characteristic equation will be a polynomial 0 0 5 b = 0
of degree N and so we can expect at most N distinct eigenvalues (one for each root). 0 0 0 c 0
The keyword here is distinct - it is possible that the characteristic equation has repeated
Note that the last row is full of zeros. Are we surprised? No. Why Not? Well,
roots. In such cases we will find less than N (distinct) eigenvalues, as shown in the
since we were told that the matrix A has = 1 as an eigenvalue we also know that
following example.
det(A (1) I) = 0 which in turn tells us that at least one of the rows of A (1) I
must be a (hidden) linear combination of the other rows (and Gaussian elimination
Example 17.5
  reveals that hidden combination). So seeing a row of zeros is confirmation that we have
1 3 det(A (1) I) = 0. Now lets return to the matter of solving the matrix equation. Using
Show that the matrix A = has only one eigenvalue.
0 1 back-substitution we find that every solution is of the form

Example 17.6 a
b =
Look carefully at the previous matrix. It describes a stretch along the x-axis. Use this c 0
fact to argue that the matrix can have only one eigenvalue. This is a pure geometrical
argument, you should not need to to do any calculations. where is any number. We can set = 1 and this will give us a typical eigenvector for
the eigenvalue 1 = 1,
Example 17.7 A characteristic equation 1
v1 = 1

Show that the characteristic equation for the matrix 0

3 2 1 All other eigenvectors, for this eigenvalue, are parallel to this eigenvector (differing only
A= 3 4 1 in length). Is that what we expected, that there would be an infinite set of eigenvectors
1 1 3 for a given eigenvalue? Yes just look back at the definition, Av = v. If v is a solution
is given by of this equation then so too is v. This is exactly what we have just found.
3 102 + 27 18 = 0
Example 17.10 The eigenvector corresponding to 2
Example 17.8 The eigenvalues Now lets find the eigenvector corresponding to = 2 = 3. We start with (A (3) I) v =
0, that is,
Show that the eigenvalues of example 17.2 are 1 = 1, 2 = 3 and = 6. 0 2 1 a 0
3 1 1 b = 0
Example 17.9 The eigenvector corresponding to 1 1 1 0 c 0
We now know that the matrix After performing Gaussian elimination we find

3 2 1
1 1 0 a 0
A= 3 4 1 0 2 1 b = 0
1 1 3
0 0 0 c 0
has an eigenvalue equal to 1. How do we compute the corresponding eigenvector? We
return to the eigenvector equation (A I) v = 0 with = 1 = 1, that is, Using back-substitution we find that every solution is of the form

2 2 1 a 0 a
3 3 1 b = 0 b =
1 1 2 c 0 c 2

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where is any number. We can set = 1 and this will give us a typical eigenvector for
the eigenvalue 2 = 3, Real symmetric matrices with complete eigenvalues

1
If A is an N N real symmetric matrix with N distinct eigenvalues i , i =
v2 = 1 .
1, 2, 3, . . . , N with corresponding eigenvectors vi , i = 1, 2, 3, . . . , N then
2

I the eigenvalues are real, i = i , i = 1, 2, 3, . . . , N and


Example 17.11 The eigenvector corresponding to 3
I the eigenvectors for distinct eigenvalues are orthogonal, viT vj = 0, i 6= j.
Now lets find the eigenvector corresponding to = 3 = 6. We start with (A (6) I) v =
0, that is,
3 2 1 a 0
3 2 1 b = 0 We will only prove the first of these theorems, the second is left as an example for you
1 1 3 c 0 to play with (it is not all that hard).
After performing Gaussian elimination we find We start by constructing vT Av (where the bar over the v means complex conjugation).

1 1 3 a 0 This is just one number, that is a 1 1 matrix. Thus it equals its own transpose. So
0 5 10 b = 0 we have
0 0 0 c 0 T
vT Av = vT Av now use (BC)T = (CB)T
Using back-substitution we find that every solution is of the form
= (Av)T v and again

a = vT AT v but AT = A
b = 2
= vT Av
c
where is any number. We can set = 1 and this will give us a typical eigenvector for Now from the definition Av = v we also have, by taking complex conjugates and
the eigenvalue 3 = 6, noting that A is real, Av = v. Substitute this into the previous equation to obtain

1
v3 = 2 . vT Av = vT v = v T v
1
But look now at the left hand side. We can manipulate this as follows
Note: As the eigenvalues and eigenvalues exercises will show, it is possible for an N N
vT Av = vT (Av)
matrix to have repeated eigenvalues or even complex eigenvalues. The question of how
to find the corresponding eigenvectors for repeated eigenvalues or complex eigenvalues = vT v
will be addressed in ENG2005. = vT v

Compare this with our previous equation and you will see that we must have
17.3 Decomposing symmetric matrices: Not examinable
vT v = vT v
Earlier on we asked what is the point of computing eigenvectors and eigenvalues (other
than pure fun)? Here we will develop some really nice results that follow once we know Finally we notice that vT v = vT v = v12 + v22 + v32 vN
2
6= 0. So this leaves just
the eigenvalues and eigenvectors. Though many of the results we are about to explore
also apply to general square matrices they are much easier to present (and prove) for =
real symmetric matrices that posses a complete set of eigenvalues (i.e. no multiple roots
in the characteristic equation). This restriction is not so severe as to be meaningless Our job is done, we have proved that the eigenvalue must be real.
for many of the matrices encountered in mathematical physics (and other fields) are Now here comes a very nice result. We will work with a simple 3 3 real symmetric
often of this class. matrix with 3 distinct eigenvalues simply to make the notation less cluttered than would
be the case if we leapt straight into the general N N case. We will have 3 eigenvalues

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, and . The corresponding eigenvectors will be u, v and w. Each eigenvector Example 17.12
contains three numbers, so we will write v = [v1 , v2 , v3 ]T etc. We are free to stretch
Use the above expansion for A to compute A2 , A3 , A4 and so on.
or shrink each eigenvector so let us assume that they have been scaled so that each
is a unit vector, i.e. vT v = 1 etc. Now lets assemble the three separate eigenvalue
equations into one big matrix equation, like this Example 17.13
Use the definition of an eigenvalue to show that A2 has an eigenvalue 2 , A3 an eigen-
u1 v1 w1 u1 v1 w1 0 0
value 3 and so on. How does this compare with the previous example?
A u2 v2 w2 = u2 v2 w2 0 0
u3 v3 w3 u3 v3 w3 0 0
Example 17.14
This looks pretty but what can we do with this? Good question. The big trick is that Suppose that is an eigenvalue, with corresponding eigenvector v, of any square matrix
we can easily (trust me) solve this set of equations for the matrix A. Really? Lets B. Can you construct an eigenvalue and eigenvector for B 1 (assuming that the inverse
suppose that the 3 3 matrix to the right of A has an inverse. Then we could solve for exists)?
A by multiplying by the inverse from the left, to obtain
1
u1 v1 w1 0 0 u1 v1 w1
A = u2 v2 w2 0 0 u2 v2 w2
17.4 Matrix inverse
u3 v3 w3 0 0 u3 v3 w3

This is nice, but can we compute the inverse? In fact we already have it, just look The past few examples shows, for our general class of real symmetric 3 3 matrices A,
carefully at this equation with three distinct eigenvalues, that the powers of A can be written as
n
u1 u2 u3 u1 v1 w1 1 0 0 u1 v1 w1 0 0 u1 u2 u3
v1 v2 v3 u2 v2 w2 = 0 1 0 A = u2 v2 w2 0
n n
0 v1 v2 v3
w1 w2 w3 u3 v3 w3 0 0 1 u3 v3 w3 0 0 n w1 w2 w3

This is just a simple way of stating that the eigenvectors are orthogonal and of unit It is easy to see that this is true for any positive integer n. But it also applies (assuming
length. This also shows that one matrix is the inverse of the other, that is , and are non-zero) when n is a negative integer. How can we be so sure? We
know that A and A1 share the same eigenvectors. Good. We also know that if is an
1
u1 v1 w1 u1 u2 u3 eigenvalue of A then 1/ is an eigenvalue of A1 . Finally we note that A1 , like A, is a
u2 v2 w2 = v1 v2 v3 real symmetric 3 3 matrix with three (non-zero) distinct eigenvalues. Since we know
u3 v3 w 3 w1 w2 w3 all of its eigenvalues and eigenvectors we can use the eigenvalue expansion to write A1
as 1
Now we have our final result u1 v1 w1 0 0 u1 u2 u3
A = u2 v2 w2 0
1 1
0 v1 v2 v3
u1 v1 w1 0 0 u1 u2 u3 u3 v3 w3 0 0 1 w1 w2 w3
A = u2 v2 w2 0 0 v1 v2 v3
u3 v3 w3 0 0 w1 w2 w3 Which is just what we would have got by putting n = 1 in the previous equation.
From here we could compute A2 = A1 A1 , A3 = A1 A2 and so on. In short, we
This shows that any real symmetric 3 3 matrix, with three distinct eigenvalues, can have proved the above expression for An for any integer n, positive or negative.
be re-built from its eigenvalues and eigenvectors. This is not only a neat result it is
The above result (with n = 1) give us yet another way to compute the inverse of A.
also an extremely useful result.
Isnt this exciting (and unexpected)?
In the following examples we will assume that the matrix A is a real symmetric 3 3
matrix with three distinct eigenvalues.

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which means that D11 = D22 = D33 = 0 and thus the middle matrix is in fact the zero
17.5 The Cayley-Hamilton theorem: Not examinable matrix. Thus we have shown that

What do we know about the three eigenvalues , and ? We know that they are 0 = A 3 + b1 A 2 + b2 A + b3 I
solutions of the characteristic polynomial
This is an example of the Cayley-Hamilton theorem. It is very much un-expected
0 = det(A I) (agreed?).
It has been a long road but the journey was fun (yes it was) and it has lead us to a
which, after some simple algebra, leads to a polynomial of the form
famous theorem in the theory of matrices, the Cayley-Hamilton theorem. Though we
0 = 3 + b1 2 + b2 1 + b3 0 have demonstrated the theorem for the particular case of real symmetric matrices with
distinct eigenvalues it, the theorem, happens to be true for any square matrix. Proving
where b1 , b2 and b3 are some numbers (built from the numbers in A). that this is so is far from easy but sadly the margins of this textbook are too narrow
to record the proof, you will have to wait until your second year of maths.
Now lets do something un-expected (expect the un-expected). Lets replace the number
with the 3 3 matrix A in the right hand side of the above polynomial. Where we
encounter the powers of A we will use what we have learnt above, that we can use The Cayley-Hamilton theorem
expansions in powers of the eigenvalues. Thus we have
3 Let A be any N N matrix. Then define the polynomial P () by
u1 v1 w1 0 0 u1 u2 u3
A3 + b1 A2 + b2 A + b3 I = u2 v2 w2 0 3 0 v1 v2 v3 P () = det(A I)
u3 v3 w3 0 0 3 w1 w2 w3
2 where I is the N N identity matrix. Then
u1 v1 w1 0 0 u1 u2 u3

+ b1 u 2 v 2 w 2 0 2
0 v1 v2 v3 0 = P (A)
u3 v3 w 3 0 0 2 w1 w2 w3
1
u1 v1 w1 0 0 u1 u2 u3 Note that the eigenvalues of A are the solutions of
+ b2 u2 v2 w2 0 1
0 v1 v2 v3
u3 v3 w3 0 0 1 w1 w2 w3 0 = P ()
0
u1 v1 w1 0 0 u1 u2 u3
+ b3 u2 v2 w2 0 0 0 v1 v2 v3
u3 v3 w3 0 0 0 w1 w2 w3

We can tidy this up by collecting the eigenvalue terms into one matrix

u1 v1 w1 D11 0 0 u1 u2 u3
A3 + b1 A2 + b2 A + b3 I = u2 v2 w2 0 D22 0 v1 v2 v3
u3 v3 w3 0 0 D33 w1 w2 w3

where

D11 = 3 + b1 2 + b2 + b3
D22 = 2 + b1 2 + b2 + b3
D33 = 3 + b1 2 + b2 + b3

However we know that each eigenvalue is a solution of the polynomial equation

0 = 3 + b1 2 + b2 + b3

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18.1 Motivation

The mathematical description of the real world is most commonly expressed in equations
that involve not just a function f (x) but also some of its derivatives. These equations
ENG1005 are known as ordinary differential equations (commonly abbreviated as ODEs). Here
are some typical examples.

d2 r(t) GM m
I Newtonian gravity m =
Engineering Mathematics dt2 r2
dN (t)
I Population growth = N (t)
dt
d2 y(x)
I Hanging chain = 2 y(x)
dx2
18. Introduction to ODEs I Electrical currents L
dI(t)
+ RI(t) = E sin(t)
dt

The challenge for us is to find the functions that are solutions to these equations. The
problem is that there is no systematic way to solve an ODE; thus we are forced to look
at a range of strategies. This will be our game for the next few lectures. We will identify
broad classes of ODES and develop particular strategies for each class.

18.2 Definitions

Here are some terms commonly used in discussions on ODEs.


I Order The order of an ODE is the order of the highest derivative in the
ODE.
I Linear The ODE only contains terms linear in the function and its deriva-
tives.
I Non-linear Any ODE that is not a linear ODE.
I Linear homogeneous A linear ODE that allows y = 0 as a solution.
I Dependent variable The solution of the ODE. Usually y.
I Independent variable The variable that the solution of the ODE depends
on. Usually x or t.
I Boundary conditions A set of conditions that selects a unique solution
of the ODE. Essential for numerical work.
I Initial value problem An ODE with boundary conditions given at a sin-
gle point. Usually found in time dependent prob-
lems.

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I Boundary value problem An ODE with boundary conditions specified at I Analytical A full frontal assault with all the mathematical machinery we can
more than one point. Common in engineering prob- muster. This approach is essential if you need to find the full
lems. general solution of the ODE.
Here are some typical ODEs (some of which we will solve in later lectures).
In this unit we will confine our attention to the last strategy, leaving numerical and
Linear first order homogeneous graphical methods for another day (no point over indulging on these nice treats).
So lets get this show on the road with a simple example.
dy
cos(x) + sin(x)y(x) = 0
dx Example 18.1
Find all functions y(x) which obey
Linear first order non-homogeneous
dy
0= + 2x
dy dx
cos(x) + sin(x)y(x) = e2x
dx
First we rewrite the ODE as
dy
Non-linear second order = 2x
dx
then we integrate both sides with respect to x
 2 Z Z
d2 y dy dy
+ + y(x) = 0 dx = 2 x dx
dx2 dx dx
But Z Z
Initial value problem dy
dx = dy = y(x) C
dx
dN for any function y(x) and C is an arbitrary constant. Thus we have found
= 2N (t) , N (0) = 123
dt
y(x) = C x2
Boundary value problem is a solution of the ODE for any choice of constant C. All solutions of the ODE must
be of this form (for a suitable choice of C).
 2
d2 y dy
+2 y(x) = 0 , y(0) = 0 , y(1) = Example 18.2
dx2 dx
Find all functions y(x) such that
18.3 Solution strategies dy
0= + 2xy
dx
There are at least three different approaches to solving ODEs and initial/boundary value
problems. If we proceed as before we might arrive at
Z Z
I Graphical This uses a graphical means, where the value of dy/dx are inter- dy
dx = 2 xy dx
preted as a direction field, to trace out a particular solution of the dx
ODE. Primarily used for initial value problems. The left hand side is easy to evaluate but the right hand side is problematic we can
I Numerical Here we use a computer to solve the ODE. This is a very powerful not easily compute its anti-derivative (we dont yet know y(x)). So we need a different
approach as it allows us to tackle ODEs not amenable to any other approach. This time we shuffle the y onto the left hand side,
approach. Used primarily for initial and boundary value problems. Z Z
1 dy
dx = 2 x dx
y dx

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But Z Z
1 dy 1
dx = dy = C + log y
y dx y
thus we find
log y = C x2 y(x) = Aex
2
ENG1005
We succeeded in this example because we were able to shuffle all x terms to one side of
the equation and all y terms to the other. This is an example of a separable equation.
We shall meet these equations again in later lectures.
In both of these example we found that one constant of integration popped up. This Engineering Mathematics
means that we found not one solution but a whole family, each member having a different
value for C. This family of solutions is often called the general solution of the ODE.
The role of boundary conditions (if given) is to allow a single member of the family to
be chosen.

19. Separable first order ODEs.


18.4 General and particular solutions

Each time we take an anti-derivative, one constant of integration pops up. For a first
order ODE we will need one anti-derivative and thus one constant of integration. But for,
say, a third order equation, we will need to apply three anti-derivatives, each providing
one constant of integration. What is the point of this discussion? It is the key to spotting
when you have found all solutions of the ODE. This is what you need to know.

General solution of an ODE

If y(x) is a solution of an nth order ODE and if y(x) contains n independent


integration constants then y(x) is the general solution of the ODE. Every solution
of the ODE will be found in this family.

Particular solution of an ODE

If y(x) is a solution of an nth order ODE and if y(x) contains no free constants,
then y(x) is a particular solution of the ODE.

Such solutions usually arise after the boundary conditions have been applied to the
general solution.

The great logician Betrand Russell once claimed that he could prove anything
if given that 1+1=1. So one day, some smarty-pants asked him, Ok. Prove
that youre the Pope. He thought for a while and proclaimed, I am one.
The Pope is one. Therefore, the Pope and I are one.

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19.1 Separable equations Example 19.2


Show that
In an earlier example we solved

dy
dy x sin(x) + y 2 = cos(x)
= dx
dx y
is not separable.
by first rearranging the equation so that y appeared only on the left hand side while x
appeared only on the right hand side. Thus we found Example 19.3
Z Z The number of bacteria in a colony is believed to grow according to the ODE
y dy = x dx
dN
and upon completing the integral for both sides we found = 2N
dt

where N (t) is the number of bacteria at time t. Given that N = 20 initially, find N at
y 2 (x) = C x2 later times.

This approach is known as separation of variables. It can only be applied to those ODEs
Example 19.4 : Newtons law of cooling
that allow us to shuffle the x and y terms onto separate sides of the ODE.
This is a simple model of how the temperature of a warm body changes with time.
The rate of change of the bodys temperature is proportional to the difference between
Separation of variables the ambient and body temperatures. Write down a differential equation that represents
this model and then solve the ODE.
If an ODE can be written in the form
dy f (x) Example 19.5
=
dx g(y) Use the substitution u(x) = x2 + y(x) to reduce the non-separable ODE
then the ODE is said to be separable and its solution may be found from
Z Z du u
= 3x
g(y) dy = f (x) dx dx x

to a separable ODE. Hence obtain the general solution for u(x).

Example 19.1
19.2 First order linear ODEs
Show that the ODE
This is a class of ODEs of the form
x dy
e 2y = 1
dx dy
+ P (x)y = Q(x)
is separable. Hence solve the ODE. dx

where P (x) and Q(x) are known functions of x.


We will study two strategies to solve such ODEs.

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Example 19.6 Example 19.8


Given Show that

dy 1 C
+ y=0 y(x) = +x
dx x x

find y(x). is the general solution of the ODE in the previous example.
For this ODE we have P (x) = 1/x and Q(x) = 0.
Thus we have solved the ODE by a two step process, first by solving the homogeneous
Solving this ODE is easy its a separable ODE, thus we have
equation and second by finding any particular solution.

dy 1
= dx Strategy 1 for Linear 1st Order ODEs
y x

and after integrating both sides we find Suppose that yh (x) is the general solution of the homogeneous equation

dyh
C + P (x)yh = 0
y(x) = dx
x
and suppose that yp (x) is any particular solution of
where C is a (modified) constant of integration.
dy
+ P (x)y = Q(x)
dx
Note that the above ODE has y(x) = 0 as a particular solution.
Then the general solution of the previous ODE is
Whenever a linear ODE has y(x) = 0 as a solution we say that the ODE is homogeneous.
y(x) = yh (x) + yp (x)
Example 19.7
Show that y(x) = x is a particular solution of
Note, in some books yh (x) is written as yc (x) and is known as the complementary solu-
dy 1 tion.
+ y=2
dx x Though this above procedure sounds easy we still have two problems,
We call it a particular solution because it does not contain an arbitrary constant of
integration. I How do we compute the general solution of the homogeneous ODE?

I How do we obtain a particular solution?


This ODE looks very much like the previous example with the one small change that
Q(x) = 2 rather than Q(x) = 0. We can expect that the general solution will be similar 19.2.1 Solving the homogeneous ODE
to the solution found in the previous example.
Setting Q(x) = 0 leads to

dy
+ P (x)y = 0
dx
This is separable, thus we have

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dy
= P (x)dx
y

which we can integrate, with the result


ENG1005
R
y(x) = Ce P (x) dx

Remember that this y(x) will be used as yh (x), the homogeneous solution of the non-
homogeneous ODE. Engineering Mathematics
Example 19.9
Verify the above solution for y(x)

19.2.2 Finding a particular solution 20. The integrating factor.


This usually involves some inspired guess work. The general idea is to look at Q(x)
and then guess a class of functions for yp (x) that might be a solution of the ODE. If
you include few free parameters you may be able to find a particular solution any
particular solution will do.

Pi goes on and on and on ...


And e is just as cursed
I wonder: Which is larger
When their digits are reversed?

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20.1 The Integrating factor


d(Iy)
= I(x)Q(x)
Example 20.1 : Easy dx
Z Z
Use an inspired guess to find a particular solution of d(Iy)
dx = I(x)Q(x) dx
dx
dy Z
+ 3y = sin(x)
dx I(x)y(x) = I(x)Q(x) dx
Z
Example 20.2 : Harder 1
y(x) = I(x)Q(x) dx
I(x)
Use an inspired guess to find a particular solution of

dy The great advantage with this method is that it works every time! No guessing!
+ (1 + 3x)y = 3ex
dx
The function I(x) is known as the integrating factor.
The main advantage of this method of inspired guessing (better known as the method of
undetermined coefficients) is that it is easy to apply. The main disadvantage is that it is
not systematic it involves an element of guess work in finding the particular solution. Strategy 2 for Linear 1st Order ODEs

We need another, better and systematic strategy. The general solution of


dy
We begin by noticing that for any function I(x), + P (x)y = Q(x)
dx
is Z
1 d(Iy) dy 1 dI 1
= +y y(x) = I(x)Q(x) dx
I dx dx I dx I(x)

The right hand side looks similar to the left hand side of our generic first order linear
where the integrating factor I(x) is given by
ODE. We can make it exactly the same by choosing I(x) such that
R
P (x) dx
I(x) = e
1 dI
P (x) =
I dx

This is a separable ODE for I(x), with the particular solution Example 20.3
Find the general solution of
R
P (x) dx
I(x) = e
dy 1
+ y=2
So why our we doing this? Because once we know I(x) our original ODE may be re- dx x
written as
Here we have P (x) = 1/x and Q(x) = 2.
1 d(Iy)
= Q(x)
I dx
We can now integrate this,

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21.1 Eulers method

Comparatively few differential equations can be integrated exactly to give a solution


written in terms of elementary functions. Thus, to determine the form of the solutions
ENG1005 of any other differential equations, we need to use a numerical method to calculate
approximate solutions. Here we will, using Taylor series, derive a numerical method
which is applicable to first order differential equations of the form
dy
= f (x, y)
Engineering Mathematics dx
where f is a function of both variables x and y. We wish to seek a function y(x) which
will satisfy this differential equation for all x > a, given some initial value x = a at
which the value y(a) is specified.

Example 21.1
21. Solutions to first order ODEs: A numerical
From the theory of linear differential equations we can show the equation
method
dy
= x + y 1, x > 0
dx
has the general solution
y(x) = Cex + x
for any real number C.
To determine a unique solution for this problem, we need to use a specified value y0 at
an initial point x = a. The value y(a) = y0 is known as the initial condition.

Example 21.2
The differential equation
dy
= x + y 1, x > 0
dx
with the initial condition y(0) = 1 has C = 1 and then the exact solution to this initial
value problem is
y(x) = ex + x for all x > 0.

Example 21.3
The differential equation
dy
= x + y 1, x > 1
dx
with the initial condition y(1) = 3 has C = 2e1 and then the exact solution to this
initial value problem is
y(x) = 2ex1 + x for all x > 1.

In general, the choice of initial condition y(a) = y0 is determined by the particular


problem being solved.

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How would we attempt to find an approximate solution to an initial value ordinary


Algorithm for Eulers method
differential equation problem?
The Eulers method is the simplest, and least accurate, of the many numerical meth- dy
Given a differential equation = f (x, y) for x > a, an initial value y(a), a number
ods that could be considered, but it does illustrate the general of principle of finite dx
difference numerical methods you may see in other units. of N steps and a final value b of x
ba
Set h to
The first feature of finite difference methods is that they can only approximate values N
of the solutions at a finite number of points, typically a sequence of point xn = a + nx Set x to a
for n = 0, 1, 2, . . . , N separated by a constant stepsize x. The particular choice of x Set y to y(a)
depends on how accurate we wish the approximation solution to be; the smaller the
For n from 1 to N do
value of x the more accurate the appoximate solution will be.
Set xL to x
The first feature of finite difference methods is that they follow a marching procedure,
moving from the known value of y at x0 to find an approximate value of y at x1 , then Set yL to y
moving from that approximate value of y at x1 to find an approximate value of y at x2 , Set x to xL + x
and so on. Thus given the initial condition y0 = y(x0 ) = y(a) we use the differential Set y to yL + xf (xL , yL )
equation
dy then the y value at the nth step is an approximate value of y(a + nx).
(x0 ) = f (x0 , y(x0 ))
dx
evaluate at that point to help us determine an approximate value y1 for y(x1 ). One way The magnitude in the error in Eulers method can be estimated by using a Taylor series
of doing this is to note that differential equation tells us the slope of the curve y(x) at expansion of y(x). For example, at x1 = x0 + x the exact solution y(x1 ) can be written
x0 , while we can estimate the slope between (x, y) = (x0 , y(x0 )) and (x, y) = (x1 , y(x1 )) in the Taylor series form
by the gradient formula
y(x1 ) y(x0 ) dy (x)2 d2 y
m= y(x1 ) = y(x0 + x) = y(x0 ) + x (x0 ) + (x0 ) +
x dx 2 dx2
for small x = x1 x0 . Combining these two results gives and using the differential equation this becomes
y(x1 ) y(x0 )
f (x0 , y(x0 )) (x)2 d2 y
x y(x1 ) = y(x0 ) + xf (x0 , y0 ) + (x0 ) +
2 dx2
and therefore,
From the definition of the approximate value y1 it follows that the error |y1 y(x1 )| after
y(x1 ) y(x0 ) + xf (x0 , y(x0 )) .
one step (local trunctation error ) is of O (x)2 . If a similar error occurs over each of
The right-hand side of this equation can be used to define an approximate value y1 for the succeding steps then at the fixed value of x = b, reached after N steps, the error
the exact solution y at x1 using (global trunctation error ) will be of order N (x)2 or x (b a) which is O(x). The
global truncation error is the most significant error measure since it takes into account
y1 = y0 + xf (x0 , y0 ) . that extra steps are required to reach a fixed value of x as x is decreased.

Having determined an approximate value y1 for y(x1 ), we now can proceed in a similar
Example 21.4
manner to find an approximate value y2 for y(x2 ) using
Consider the the differential equation
y2 = y1 + xf (x1 , y1 ) .
dy
= x + y 1, x > 0
The same process can be used indefinitely, leading to a sequence of approximate values dx
yn for y(xn ) given by the recurrence relation
with the initial condition y(0) = 1 on the interval [0, 1].
yn+1 = yn + xf (xn , yn ) forn = 0, 1, . . . , N 1. Recall, we stated the exact solution for this initial value problem is

y(x) = ex + x.

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Eulers method for x = 0.5 gives


x y
0.0 1
0.5 1
1.0 1.25
The error in the approximation at the fixed value of x = 1 is
ENG1005
|y2 y(1)| = |1.25 1.7183| = 0.4683

Eulers method for x = 0.25 gives Engineering Mathematics


x y
0.0 1
0.25 1
0.5 1.0625
0.75 1.2031
1.0 1.4414 22. Homogeneous Second order ODEs.
The error in the approximation at the fixed value of x = 1 is

|y4 y(1)| = |1.4414 1.7183| = 0.2769

which is roughly half the error found for x = 0.5


Lastly, if we plot the sequence of approximated value for x = 0.5, x = 0.25 and
x = 0.125 it is clear that the approximation at x = 1 improves as we decrease x.

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22.1 Second order linear ODEs So we have a quadratic equation for , its two solutions are

The most general second order linear ODE is


b + b2 4ac b b2 4ac
1 = and 2 =
2a 2a
d2 y dy
P (x) + Q(x) + R(x)y = S(x) Lets assume for the moment that 1 6= 2 and that they are both real numbers.
dx2 dx
Such a beast is not easy to solve. So we are going to make life easy for ourselves by What does this all mean? Simply that we have found two distinct solutions of the ODE,
assuming P (x), Q(x), R(x) and S(x) are constants. Thus we will be studying the
reduced class of linear second order ODEs of the form y1 (x) = e1 x and y2 (x) = e2 x

d2 y dy Now we can use two of the properties of the ODE, one, that it is linear and two, that it
a + b + cy = S(x)
dx2 dx is homogeneous, to declare that
where a, b, and c are constants.
No prizes for guessing that these are called constant coefficient equations. y(x) = Ay1 (x) + By2 (x)

We will consider two separate cases, the homogeneous equation where S(x) = 0 and the is also a solution of the ODE for any choice of constants A and B.
non-homogeneous equation where S(x) 6= 0.
Example 22.1
22.2 Homogeneous equations Prove the previous claim, that y(x) is a solution of the linear homogeneous ODE.

Here we are trying to find all functions y(x) that are solutions of
And now comes the great moment of enlightenment the y(x) just given contains two
arbitrary constants and as the general solution of a second order ODE must contain two
2
dy dy arbitrary constants we now realise that y(x) above is the general solution.
a + b + cy = 0
dx2 dx
Lets take a guess, lets try Example 22.2 : Real and distinct roots
Find the general solution of
y(x) = ex
d2 y dy
We introduce the parameter as something to juggle in the hope that y(x) can be made + 6y = 0
dx2 dx
to be a solution of the ODE. First we need the derivatives,
First we solve the quadratic
dy d2 y
y(x) = ex = ex = 2 ex
dx dx2 2 + 6 = 0
Then we substitute this into the ODE
for . This gives 1 = 2 and 2 = 3 and thus

0 = a2 ex + bex + cex y(x) = Ae2x + Be3x

0 = (a2 + b + c)ex but ex 6= 0 is the general solution.

0 = a2 + b + c
The quadratic equation

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This the general solution of the ODE written in a form suitable for use with real numbers.
a2 + b + c = 0

arising from the guess y(x) = ex is known as the characteristic equation for the ODE.
Constant coefficient 2nd order homogeneous ODEs
We have already studied one case where the two roots are real and distinct. Now we
shall look at some examples where the roots are neither real nor distinct. For the ODE
d2 y dy
a + b + cy = 0
Example 22.3 : Complex roots dx2 dx
first solve the quadratic
Find the general solution of
a2 + b + c = 0

d2 y dy for . Let the two roots be 1 and 2 . Then for the general solution of the previous
2 + 5y = 0 ODE there are three cases.
dx2 dx
Case 1 : 1 6= 2 and real y(x) = Ae1 x + Be2 x
First we solve the quadratic
Case 2 : = i y(x) = ex (A cos(x) + B sin(x))
2 2 + 5 = 0

for . This gives 1 = 1 2i and 2 = 1 + 2i. These are distinct but they are complex.
Thats not a mistake just a venture into slightly unfamiliar territory. The full solution
is still given by

y(x) = Ae1 x + Be2 x = Ae(12i)x + Be(1+2i)x

This is a perfectly correct mathematical expression and it is the solution of the ODE.
However, in cases where the solution of the ODE is to be used in a real-world problem,
we would expect y(x) to be a real-valued function of the real variable x. In such cases
we must therefore have both A and B as complex numbers. This is getting a bit messy
so its common practice to re-write the general solution as follows.
First recall that ei = cos + i sin and thus

e(12i)x = ex (cos(2x) i sin(2x))


e(1+2i)x = ex (cos(2x) + i sin(2x))

and thus our general solution is also

y(x) = ex ((A + B) cos(2x) + (iA + iB) sin(2x))

Now A + B and iA + iB are constants so lets just replace them with a new A and a
new B, that is we write

y(x) = ex (A cos(2x) + B sin(2x))

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23.1 Non-homogeneous equations

This is what the typical non-homogeneous linear constant coefficient second order ordi-
nary differential equation (phew!) looks like
ENG1005
d2 y dy
a + b + cy = S(x)
dx2 dx
where a, b, c are constants and S(x) 6= 0 is some given function. This differs from the
Engineering Mathematics homogeneous case only in that here we have S(x) 6= 0.
Our solution strategy is very similar to that which we used on the general linear first
order equation. There we wrote the general solution as

y(x) = yh (x) + yp (x)


23. Non-Homogeneous Second order ODEs.
where yh is the general solution of the homogeneous equation and yp (x) is any particular
solution of the ODE.
We will use this same strategy for solving our non-homogeneous 2nd order ODE.

Example 23.1
Find the general solution of

d2 y dy
+ 6y = 1 + 2x
dx2 dx
This proceeds in three steps, first, solve the homogeneous problem, second, find a par-
ticular solution and third, add the two solutions together.
Step 1 : The homogeneous solution
Here we must find the general solution of

d2 yh dyh
+ 6yh = 0
dx2 dx
for yh . In the previous lecture we found

yh (x) = Ae2x + Be3x

Step 2 : The particular solution


Here we have to find any solution of the original ODE. Since the right hand side is a
polynomial we try a guess of the form

yp (x) = a + bx

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where a and b are numbers (which we have to compute). Example 23.2


Substitute this into the left hand side of the ODE and we find What guesses would you make for each of the following?

S(x) = 2 + 7x2
d2 (a + bx) d(a + bx)
+ 6(a + bx) = 1 + 2x S(x) = (sin(2x))e3x
dx2 dx
S(x) = 2x + 3x3 + sin(4x) 2xe3x
b 6a 6bx = 1 + 2x

This must be true for all x and so we must have


23.3 Exceptions

b 6a = 1 and 6b = 2 Without exception there are always exceptions!

from which we get b = 1/3 and a = 2/9 and thus If S(x) contains terms that are solutions of the corresponding homogeneous equation
then in forming the guess for the particular solution you should multiply that term by x
(and by x2 if the term corresponded to a repeated root of the characteristic equation).
2 1
yp (x) = x
9 3
Example 23.3
Note finding a particular solution be this guessing method is often called the method of Find the general solution for
undetermined coefficients.
Step 3 : The general solution d2 y dy
+ 6y = e2x
This is the easy bit dx2 dx
The homogeneous solution is
2 1
y(x) = yh (x) + yp (x) = Ae2x + Be3x x
9 3
yh (x) = Ae2x + Be3x
Our job is done!
and thus we see that our right hand side contains a piece of the homogeneous solution.
The guess for the particular solution would then be
23.2 Undetermined coefficients
yp (x) = (a + bx)e2x
How do we choose a workable guess for the particular solution? Simply by inspecting
the terms in S(x), the right hand side of the ODE.
Now solve for a and b.
Here are some examples,

Guessing a particular solution

S(x) = (a + bx + cx2 + + dxn )ekx


try yp (x) = (e + f x + gx2 + + hxn )ekx

S(x) = (a sin(bx) + c cos(bx))ekx


try yp (x) = (c cos(bx) + f sin(bx))ekx

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24.1 Applications of ODEs

In the past few lectures we studied, in detail, various techniques for solving a wide
variety of differential equations. What we did not do is ask why we would want to solve
ENG1005 those equations in the first place. A simple (but rather weak) answer is that it is a nice
intellectual challenge. A far better answer is that these ODEs arise naturally in the
study of a vast array of physical problems, such as population dynamics, the spread of
infectious diseases, the cooling of warm bodies, the swinging motion of a pendulum and
the motion of planets. In this lecture we shall look at some of these applications.
Engineering Mathematics In each of the following examples we will not spend time computing the solution of the
ODE this is left as an exercise for the (lucky) student!

24.2 Newtons law of cooling


24. Applications of Differential Equations Newtons law of cooling states that the rate of change of the temperature of a body is
directly proportional to the temperature difference between the body and its surrounding
environment. Let the temperature of the body be T and let Ta be that of the surrounding
environment (the ambient temperature). Then Newtons law of cooling is expressed in
mathematical terms as

dT
= k(T Ta )
dt
where k is some constant.
This is a simple non-homogeneous first order linear differential equation. Its general
solution is

T (t) = Ta + Aekt

To apply this equation to a specific example we would need information that allows us
to assign numerical values to the three parameters, Ta , k, and A.

Example 24.1 : A murder scene


We can use Newtons law of cooling to estimate the time of death at a murder scene.
Suppose the temperature of the body has been measured at 30 deg C. The normal body
temperature is 37 deg C. So the question is How long does it take for the body to cool
from 37 deg C to 30 deg C? To answer this we need values for Ta , k, and A. Suppose
the room temperature was 20 deg C and thus Ta = 20. For k we need to draw upon
previous experiments (how?). These show that a body left to cool in a 20 deg C room
will drop from 37 deg C to 35 deg C in 2 hours. Substitute this into the above equation
and we have

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This can be reduced to a differential equation by dividing through by t and then taking
the limit as t 0. The result is
0
T (0) = 37 = 20 + Ae
T (2) = 35 = 20 + Ae2k dy
= y
dt V
Two equations in two unknowns, A and k. These are easy to solve, leading to
The general solution is
 
1 17
A = 17 and k= loge 0.06258 y(t) = y(0)et/V
2 15

Thus Example 24.2


T (t) = 20 + 17e0.06258t
Suppose the water pumps could empty the pool in one day. How long would it take to
Now for the time of the murder. Put T (t) = 30 and solve for t, halve the level of pollution?

 
1 10
30 = 20 + 17e0.06258t t= loge 8.5 24.4 Newtonian mechanics
0.06258 17

That is, the murder occurred about 8.5 hours earlier. The original application of ODEs was made by Newton (at the age of 22 in 1660) in the
study of how things move. He formulated a set of laws, Newtons laws of motion, one
of which states that the nett force acting on a body equals the mass of the body times
24.3 Pollution in swimming pools the bodies acceleration.
Let F be the force and let r (t) be the position vector of the body. Then the bodys
Swimming pools should contain just two things people and pure water. Yet all too and acceleration aredefined by
velocity
often the water is not pure. One way of cleaning the pool would be to pump in fresh
water (at one point in the pool) while extracting the polluted water (at some other
point in the pool). Suppose we assume that the pools water remains thoroughly mixed dr
(despite one entry and exit point) and that the volume of water remains constant. Can v (t) =
dt
we predict how the level of pollution changes with time?
dv d2 r
Suppose at time t there is y(t) kgs of pollutant in the pool and that the volume of the a (t) = =
dt dt2
pool is V litres. Suppose also that pure water is flowing in at the rate litres/min and,
since the volume remains constant, the outflow rate is also litres/min.
Then Newtons (second) law of motion may be written as
Now we will set up a differential equation that describes how y(t) changes with time.
Consider a small time interval, from t to t + t, where t is a small number. In that d2 r
m =F
interval t litres of polluted water was extracted. How much pollutant did this carry? dt2

As the water is uniformly mixed we conclude that the density of the pollutant in the
If we know the force acting on the object then we can treat this as a second order
extracted water is the same as that in the pool. The density in the pool is y/V kg/L
ODE for the particles position r (t). The usual method of solving this ODE is to write
and thus the amount of pollutant carried away was (y/V )(t). In the same small time to re-write the above ODE as three separate ODEs,
r (t) = x(t) i + y(t)j + z(t)k and
interval no new pollutants were added to the pool. Thus any change in y(t) occurs solely one each forx(t), y(t)
from the flow of pollutants out of the pool. We thus have
and z(t).

y
y(t + t) y(t) = t
V

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where r is a unit vector parallel to r , M is the mass of the Sun and m is the mass of
2
The minus sign shows that
the Earth. the force if pulling the Earth toward the Sun.
dx
m = Fx The unit vector is easy to compute, r = (x i + y j )/r. Thus we have, finally,
dt2
d2 y
m 2 = Fy d2 x GM m x
dt m = 2
dt2 r r
d2 z
m = Fz d2 y GM m y
dt2 m = 2
dt2 r r

where Fx , Fy , Fz are the components of the force in the directions of the (x, y, z) axes,
F = Fx i + Fy j + Fz k . This is a non-linear coupled system of ODEs these are not easy to solve, so we resort
to (more) simple approximations (in other Maths subjects!).
Example 24.3 : Planetary motion
Example 24.4 : Simple Harmonic Motion
Newton also put forward a theory of gravitation that there exists a universal force of
gravity, applicable to every lump of matter in the universe, that states that for any pair Many physical systems display an oscillatory behaviour, such as a swinging pendulum
of objects the force felt by each object is given by or a hanging weight attached to a spring. It seems reasonable then to expect the sine
an cosine functions to appear in the description of these systems. So what type of
Gm1 m2 differential equation might we expect to see for such oscillatory systems? Simply those
F = ODEs that have the sine and cosine functions as typical solutions. We saw in previous
r2
lectures that the ODE
where m1 and m2 are the (gravitational) masses of the respective bodies, r is the distance
between the two bodies and G is a constant (known as the Newtonian gravitational d2 y
constant and by experiment is found to be 6.673 1011 N m2 /kg 2 ). The force is directed = k 2 y
dt2
along the line connecting the two objects.
has
Consider the motion of the Earth around the Sun. Each body will feel a force of gravity
acting to pull the two together. Each body will move due to the action of the force
imposed upon it be the gravitational pull of its partner. However as the Sun is far more y(t) = A cos(kt) + B sin(kt)
massive than the Earth, the Sun will, to a very good approximation, remain stationary
while the Earth goes about its business. as its general solution. This the classic example of what is called simple harmonic
motion. Both the swinging pendulum and the weighted spring are described (actually
We can thus make the reasonable assumptions that approximated) by the above simple harmonic equation.

I The Sun does not move.

I The Sun is located at the origin of our coordinate system, x = y = z = 0

I The Earth orbits the Sun in the z = 0 plane.

Let r (t) = x(t) i + y(t)j be the position vector of the Earth. The force acting on the
due to the gravitational
Earth pull of the Sun is then given by

GM m
F = r
r2

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25.1 What can the Laplace transform do?

Laplace transforms can be used to assist in solving differential equations by:

ENG1005 I transforming the differential equation into a simpler problem;

I solving the simpler problem;

I transforming the solution back to obtain the solution of the original problem.
Engineering Mathematics
They are most commonly used for time-dependent problems where the state of a system
is known at some initial time t = 0, say, and we want to examine the behaviour of the
system for a later time t > 0.
In this unit we will use them to solve ordinary differential equations in time, such as
those that arise from circuit theory in electronics or from mass-transfer and reaction
25. The Laplace Transform processes in chemical applications. In practice, however, they can also be used to solve
partial differential equations, such as those which will be seen in ENG2091/ENG2005
(for example, the heat diffusion equation).
In this unit we will mostly consider Laplace transforms as a function of a real variable,
but in practice engineers and applied mathematicians often use them in terms of a
complex-valued variable. The latter is made use of in some of the complex analysis
techniques covered in ENG2092/ENG2006.

25.2 Definition of the Laplace transform

For appropriate functions f (t) which are defined for all t 0, the Laplace transform
of f is the function F (s) such that
Z  
F (s) = f (t) est dt
0

whenever that integral exists. In this unit we will usually treat s as a real-valued variable.
Notes:

I It is traditional to denote the Laplace transform of any function by the correspond-


ing capital letter, for example the Laplace transform of another function g(t) would
usually be written as G(s).

I Notice that F is a function of a new variable s. Effectively we are changing from


f in terms of the time domain variable t to F in terms of the Laplace domain
variable s.

I The transformed function F need not exist for every real value of s, in fact often
the integral does not exist for s < 0.

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I Sometimes we refer to process of taking the Laplace transform of f as L{f } or In a similar way it can be shown that for any constant a the exponential function
L{f (t)}, using the script letter L to denote the transform operation. f (t) = eat for all t 0 has Laplace transform
I Taking a Laplace transform is an invertible process, and if F = L{f } then we refer  1
L eat = for s > a.
to f as the inverse Laplace transform of F , sometimes written as f = L1 {F }. sa
I Books can differ slightly with this notation, for example, compare James with Notice that when a = 0 this reduces to the result above for f (t) = 1. (It is always wise
Kreyszig. to cross-check!)

The Laplace transforms of a lot of common functions can be tabulated and used, without
the need to actually evaluate any integrals every time we will see some of these over 25.4 Linearity of Laplace transforms
the next few lectures.
The collection of Laplace transform pairs, or corresponding functions f (t) and F (s) =
There are also a number of useful properties of the Laplace transform process which can
L{f (t)}, can be expanded considerably by using some simple properties of the Laplace
help us determine the Laplace transforms of more complicated functions, also without
transform process.
needing to evaluate any additional integrals. For example, we will see that it is possible
to express the Laplace transform L{f 0 } of the derivative f 0 (t) very simply in terms of The simplest property is the linearity of the transform process. If the functions f (t) and
the transform F = L{f } of f (t). g(t) are defined for t 0 and have Laplace transforms L{f } and L{g} then from the
definition
Z  
25.3 Some simple Laplace transforms L{f + g} = (f (t) + g(t)) est dt
Z0   Z  
Example 25.1 = f (t) est dt + g(t) est dt
0 0
From the definition above, the Laplace transform of the constant function f (t) = 1 for = L{f } + L{g}
all t 0 is Z   using the linearity property of integrals. The process that we use to prove this prop-
L{1} = 1 est dt erty is also important, and will be useful for demonstrating other properties of Laplace
0
Although s is a variable here, since the value of the integral depends upon it, when the transforms.
integral is being evaluated we treat s as a fixed constant. We only vary s once we have Similarly, if c is any real constant then
the answer. Z  
First, notice that for any fixed value of s > 0 the integrand is an exponentially decreasing L{cf } = (cf (t)) est dt
0
function that tends to zero for large values of t, and so the integral exists. Once we know Z  
it exists, the integral can be evaluated using the anti-derivative of est , with =c f (t) est dt
Z   Z    0

1 est dt = lim 1 est dt for 0 < = cL{f } .


0
0  
1 Combining these, we obtain the general linearity property for any constants a and b
= lim est
s 0
1  L{af (t) + bg(t)} = aL{f (t)} + bL{g(t)} .
= lim es 1
s
1 For example, this can be used with the results earlier to determine the Laplace transforms
= .
s of hyperbolic functions sinh(t) and cosh(t) for constant , as well as transient functions
like f (t) = 1 et .
The Laplace transform of the function f (t) = 1 is therefore
1
L{1} = for s > 0.
s

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25.5 What sort of functions have Laplace transforms?

For a function f (t) which is defined for t 0 to have a Laplace transform, the integral
Z  
F (s) = f (t) est dt ENG1005
0

must exist for at least some values of s. This means that f must be integrable for all
t 0, and must also not grow so rapidly as t that the improper integral does
not have a finite limit for any s. Engineering Mathematics
Sufficient conditions for F (s) to exist in most engineering applications are that f
must:

I be piecewise continuous, so that f is continuous except at a finite number of finite


jumps over the domain t 0; and
26. Inverting Laplace transforms
I have sub-exponential growth, so that |f (t)| M et for some constants M and .

Example 25.2
The function f (t) = eat for any constant a is both continuous and sub-exponential (with
M = 1 and = a).

Example 25.3
The unit step function u(t) that will be used in a later lecture is both piecewise contin-
uous and sub-exponential (with M = 1 and = 0, for example).

Example 25.4
There are no constants M and for which f (t) = exp(t2 ) can be bounded by |f (t)|
M et for all values of t 0, and hence its improper integral over [0, ) does not exist
for any real value of s. As a result, the function f (t) = exp(t2 ) does not have a Laplace
transform.

Example 25.5
1
The function f (t) = does not have a Laplace transform, in this case because f (t)
1t
is not integrable near t = 1 and so F (s) does not exist for any real value of s.
Note, however, that some functions that do not satisfy the sufficient conditions above can
1
still have Laplace transforms, for example later we will find the transform of f (t) = ,
t
even though it is not continuous at t = 0.

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26.1 Reversing the process - finding inverse Laplace transforms were seen in the previous lecture to arise from transforming f1 (t) = 1 and f2 (t) = et
respectively, with
As mentioned previously, Laplace transforms can be used to assist in solving differential  
1 1 1
equations by: L{1} = and L eat = , so that L et =
s sa s+1
I transforming the differential equation into a simpler problem;
As a result, F (s) can be written in the form F (s) = L{1} L{et } and using the
I solving the simpler problem; linearity property we have that F (s) = L{1 et }, and hence f (t) = 1 et for all
t 0.
I transforming the solution of that back into the solution of the original problem.
The key steps to the tables-based inversion process are to:
This solution procedure is only effective if we can perform the final step, which involves
inverting the Laplace transform process, in a straightforward manner. This means that I establish a table of known Laplace transforms and properties; and
having found the transform G(s) = L{g}, say, of the solution we want to recover the I manipulate a given transform so that all of its terms can be inverted using entries
unknown function g(t) as simply as possible. on the table.
There are two ways to invert a Laplace transform:
Note: In practice two functions can have minor differences but still have the same Laplace
1. an inversion formula based on integration in the complex plane; or transform, for example if they differ only at a single point then the values of their
integrals are not affected. The inversion process therefore cannot be absolutely precise
2. inspection and manipulation, along with a table of known transforms and their about values of f at jump discontinuities.
properties.

In this unit we mostly follow the simpler approach based on a table of known transforms 26.2 Laplace transforms of powers
and properties, rather than use integrals in the complex plane to evaluate the inverse
transforms. It was seen in earlier lectures on ordinary differential equations that positive integer
powers of t, such as t, t2 , t3 , . . . often appear in solutions of differential equations. We
The tables-based approach requires that we rearrange a given transform F (s) into an therefore need to include their Laplace transforms in our table so that we can identify
equivalent combination of known transforms that are all listed on our table. Typically, such terms during the inversion process.
this also requires using some known properties of Laplace transforms - including the
linearity property in the previous lecture.
Example 26.2
Example 26.1 When f (t) = t (or the ramp function) we can use integration by parts to deduce that
Z  
If the Laplace transform of our desired solution f (t) were
L{t} = test dt
1 0
Z   
F (s) = for s > 0
s (s + 1) = lim test dt for 0 <

0  Z   
then we can use a partial fraction expansion to write this as t 1
= lim est est dt
1 1 s 0 0 s
F (s) = h i h1 i 
s s+1 s
= lim e + 0 2 est
s s 0
 
The reason for rearranging F (s) into that form is that the two transforms s h 1 s 1i
= lim e 2e 2
s s s
1 1 1
F1 (s) = and F2 (s) = = 2.
s s+1 s

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More generally it can be shown that 26.4 A preliminary table of some Laplace transforms
n!
L{tn } = . Based on results to date, we can start writing a table for use with Laplace transform
sn+1
problems:
for any integer n, where n! is the factorial of n. (Recall that n! = 1 2 3 . . . (n 1) n.)
For powers of t that are not positive integers this result can be generalised to the form
Z  
( + 1)
L{t } = for any value of > 1 f (t) L{f } = F (s) = f (t) est dt
s+1 0
where is known as the Gamma function. This is the extension of the factorial to
non-integer values
 (with
(n + 1) = n! for integers n) and it has ( + 1) = () for
1
all . Also 12 = , for example. 1 for s > 0
s

26.3 The s-shifting property 1


eat for s > a
sa
The number of known transforms can be extended by recognising a simple property of
the transform process, that if F (s) is the Laplace transform of f (t) then
Z  
sinh(t) for s > ||
F (s) = f (t) est dt s2 2
0

and that replacing s in this by (s a), for any constant a, and using the index laws
s
gives that cosh(t) for s > ||
Z  s2 2

F (s a) = f (t) e(sa)t dt
Z0   n!
= f (t) eat est dt tn for n 0 for s > 0
sn+1
0

= L f (t) eat .
( + 1)
t for > 1 for s > 0
This result, that s+1

F (s) = L{f (t)} implies that F (s a) = L f (t) eat
f (t) eat F (s a)
is often known as the s-shifting property, and it can both help us calculate new
Laplace transforms and help identify inverse transforms.
Graphically and analytically, the s-shifting property implies that a shift in the graph of
the function F to the right by an amount a, or replacing F (s) by F (s a), corresponds
to multiplying the original function f by the exponential eat , with f (t) replaced by
f (t) eat .
As before, the key technique here is to be able to spot a known transform that has been
s-shifted.

Example 26.3
Notice the relationship between L{1} and L{eat } that were seen in the previous lecture.

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27.1 Laplace transforms of first-order derivatives

The Laplace transform L{f 0 } of the derivative f 0 (t) of a given differentiable function
f (t) is given by Z 
ENG1005 L{f 0 } =

f 0 (t) est dt
0
whenever that integral exists. It turns out that this expression can also be written in
terms of the Laplace transform F (s) = L{f } of f (t) itself. To see this, use integration
Engineering Mathematics by parts on the expression above, with
Z   Z   
f 0 (t) est dt = lim f 0 (t) est dt for 0 <
0
h 0 i Z  

= lim f (t) est f (t) sest dt
0 0
h i Z   
27. Laplace transforms of derivatives = lim

f ( ) e s
f (0) + s f (t) est dt
0
Z  
st
=s f (t) e dt f (0)
0
= sF (s) f (0)

so that
L{f 0 } = sF (s) f (0) where F (s) = L{f } .

In terms of Laplace transforms, the differentiation operation is replaced by an algebraic


operation. This powerful result is the basis of using Laplace transforms to help solve
differential equations.

27.2 Initial-value problems for first-order linear ordinary dif-


ferential equations

To illustrate the application of Laplace transforms to linear differential equations, con-


sider the problem where some unknown function y(t) satisfies the first-order initial-value
problem
dy
+ 2y = 2 with initial condition y(0) = 2.
dt
You learned how to solve this in previous lectures, but alternatively we can use Laplace
transforms and seek the transform Y (s) = L{y(t)} of the solution. To find Y , take the
Laplace transform of the differential equation using the derivative property, so that
 
dy
L + L{2y} = L{2}
dt

which gives
2
(sY (s) y(0)) + 2Y (s) =
s

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and then applying the initial condition y(0) = 2 becomes for any real constant , where i = 1.
2 From the definition of the Laplace transform we obtain that
(sY (s) 2) + 2Y (s) = , Z  
s 
L eit = eit est dt
and hence Z0  
2 (s + 1)
Y (s) = . = e(is)t dt
s (s + 2) 0
Z   
Using partial fractions, the Laplace transform Y of the solution y can be written as = lim e(is)t dt for 0 <

1 1 0  
Y (s) = + 1
s s+2 = lim e(is)t
i s 0
 
and inverting using our table gives that y(t) = 1 + e2t . Yet no differentiation or 1 (is) 1
integration was involved! = lim e
i s i s
1
=
s i
27.3 Laplace transforms of higher-order derivatives s + i
= 2
s + 2
The technique used above for a first-order differential equation can be extended to higher- s
order differential equations, but first we need to calculate the Laplace transforms of = 2 +i 2
s + 2 s + 2
higher-order derivatives. Since

L eit = L{cos(t) + i sin(t)}
Example 27.1
= L{cos(t)} + iL{sin(t)}
To determine L{f 00 } we can use the property L{f 0 } = sF {s} f (0) recursively by
it follows from the real and imaginary parts that
applying it to f 00 and then to f 0 . This gives that
s
L{cos(t)} = 2 and L{sin(t)} = 2
L{f 00 } = sL{f 0 } f 0 (0) s + 2 s + 2
= s (sF (s) f (0)) f 0 (0) There are other ways to determine the same two results, for example directly from the
= s2 F (s) sf (0) f 0 (0) definition by integration by parts (twice), or instead by solving the differential equation
f 00 + 2 f = 0 with the appropriate initial conditions on f for the cosine and sine solutions,
or that respectively.
L{f 00 } = s2 L{f } sf (0) f 0 (0)
In combination with the s-shifting, this allows us to invert transforms with any quadratic
In the next lecture this will be used to assist in solving problems involving second-order denominator.
differential equations.

The same recursive process can be used to determine L{f 000 }, L f (4) and so on in 27.5 Damped oscillations
terms of L{f }, although in this unit we will not usually use higher than second-order
derivatives. The sine and cosine functions are used to describe harmonic oscillations, such as occur
with a frictionless pendulum or an electrical circuit with no resistance. In reality there
is usually some form of damping that decreases the energy of the system over time and
27.4 Transforms of sine and cosine functions eventually leads to no motion or current. Typically, such behaviour might be represented
in terms of the functions
When solving second-order differential equations, the sine and cosine functions often eat cos(t) and eat sin(t)
arise, so we need to add those to our table of known transforms. One way to do this is where a is a negative parameter, so that both functions tend to zero as t becomes large.
to use the Euler formula
eit = cos(t) + i sin(t) We can calculate the Laplace transforms of these functions using our known results.

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Example 27.2
s
If we write f (t) = cos(t) then F (s) = , and from the s-shifting property we
s2 + 2
have that
 
L eat cos(t) = L eat f (t)
ENG1005
= F (s a)
(s a)
=
(s a)2 + 2
Engineering Mathematics
Example 27.3

If we write g(t) = sin(t) then G(s) = , and from the s-shifting property we
s2 + 2
have that
 
L eat sin(t) = L eat g(t)
28. Applications to differential equations
= G(s a)

=
(s a)2 + 2

These results will not be included on our table of Laplace transform as they can be
derived easily from the other results. However, notice that the denominator always has
complex-valued roots s = a i. This is important as it will enable us to invert partial
fraction expansions that involve an irreducible quadratic factor on the denominator.

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28.1 Using partial fraction Step 3 is to equate numerators over a common denominator, multiplying out the fac-
tors and either (a) collecting terms with like powers of s or (b) evaluating at an
The solutions of ordinary differential equations often involve exponential and/or circular appropriate number of values of s.
functions, so their Laplace transforms will often involve partial fractions. A proper
rational function Step 4 is to solve the resulting equations for the required constants A, B, C, . . .
P (s) This can be done by using traditional simultaneous equation techniques, for ex-
R(s) = ample.
Q(s)
is a ratio of polynomials in which the degree of the numerator P (s) is less than the
degree of the denominator Q(s). All proper rational functions can be re-written by
expressing R(s) as the sum of simpler rational functions of degree one or two, called 28.3 Second-order initial-value problems for linear ODEs
partial fractions, which are easy to invert.
In the previous lecture we saw how to solve a first-order linear differential equation for
Example 28.1 y(t) by taking the Laplace transform of the differential equation itself, and using the
transform of derivative property to determine an expression for Y (s) = L{y(t)}. The
We can write same approach can be used for initial-value problems involving second-order ordinary
5s 3 3 2
= + . differential equations with constant-coefficients.
s2 2s 3 s3 s+1
Before we can do this, we need to know how to determine the partial fraction expan- Example 28.2
sion of any proper rational function.
Consider the problem
Note: If the original expression is not a proper rational function, then algebraic long
division must be performed first. d2 y dy dy
2 3y = 0 where y(0) = 5 and (0) = 7.
dt2 dt dt

28.2 Steps for determining partial fraction expansions Taking Laplace transforms of the differential equation, and writing Y (s) = L{y}, we
obtain that
Step 1 is to write the denominator Q(s) in terms of linear and/or irreducible quadratic 
factors. s2 Y (s) sy(0) y 0 (0) 2 (sY (s) y(0)) 3Y (s) = 0,
P (s)
Step 2 is to write the required rational function as the sum of partial fractions. collecting like terms,
Q(s)
Here we use the following forms: 
s2 2s 3 Y (s) = (s 2) y(0) + y 0 (0)
Type of factor in Q(s) Corresponding partial fraction terms(s)
and applying the initial conditions,
A 
as + b (linear)
as + b s2 2s 3 Y (s) = 5s 3,

that is,
A B C K 5s 3
k
(as + b) for some integer k + + + ... + Y (s) = .
as + b (as + b)2 (as + b)3 (as + b)k s2 2s 3

Using the partial fraction expansion noted earlier, it follows that


As + B 3 2
as2 + bs + c (irreducible to linear) Y (s) = +
as2 + bs + c s3 s+1
and, using our table to invert this, that the solution is y(t) = 3e3t + 2et for t 0.
k As + B Cs + D Ks + L
(as2 + bs + c) (irreducible to linear) + + ... + (Check that this satisfies the DE and initial conditions!)
as2 + bs + c (as2 + bs + c)2 (as2 + bs + c)k
This same process works for a variety of applications.

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28.4 Application to circuit theory Example 28.4


We might displace the body by y(0) = d and release it from rest (so y 0 (0)) - we then
An electrical circuit that involves an inductance L, a resistance R and a capacitance C
seek y(t) for t > 0.
in series, with an applied voltage vi (t), then the charge q(t) on the capacitor satisfies
the ordinary differential equation This initial-value problem can be solved using the same process as for the previous ap-
d2 q dq plications, by finding the Laplace transform Y (s) = L{y(t)} that satisfies the transform
L 2 + R + f rac1Cq = vi (t) . of the DE, namely
dt dt

Taking Laplace transforms of this, and writing Q(s) = L{q(t)} and Vi (s) = L{vi (t)} m s2 Y (s) sy(0) y 0 (0) + c (sY (s) y(0)) + kY (s) = 0
then 
L s2 Q(s) sq(0) q 0 (0) + R (sQ(s) q(0)) + f rac1CQ(s) = Vi (s) Using the initial conditions,
and hence 
 
1 ms2 + cs + k Y (s) = (ms + c) d.
Ls2 + Rs + Q(s) = Vi (s) + [(Ls + R) q(0) + Lq 0 (0)] .
C
If the body has mass 1 kilogram and displaced by 1 metre on a spring which has spring
The square-bracketed term on the right-hand-side arises from the initial conditions q(0)
constant 25 kg/s2 and the strength of the damping force is 6 kg/s, then we have m = 1,
and i(0) = q 0 (0).
d = 1, k = 25 and c = 6, respectively, and we obtain that
Example 28.3 s+6
Y (s) =
If there is a no resistance R = 0, no initial charge q(0) = 0, no initial current q 0 (0) = 0 s2 + 6s + 25
e0 s+3 3
and the voltage vi (t) = e0 is switched on for t > 0 then Vi (s) = and = + .
 
s (s + 3)2 + 16 (s + 3)2 + 16
1 e0
Ls2 + Q(s) =
C s Inverting this, the damped oscillatory solution is
and hence  
Ce0 3
Q(s) = y(t) = e3t cos(4t) + sin(4t) for t > 0.
s (CLs2 + 1) 4
Ce0 Ce0 s
= + 2 1 .
s s + CL 28.6 Mixing liquids between two tanks
The second term is irreducible denominator, and has the form of the cosine term seen
in the previous lecture, so the solution is Consider equal-sized two tanks T1 and T2 in which a particular chemical is mixed in
r water so it has a uniform concentration x1 and x2 , respectively. A proportion k > 0 of
1
q(t) = Ce0 (1 cos(t)) with frequency = . both tanks (for example, 2% or k = 0.02) is then transferred between the tanks per unit
CL time in order to mix their contents.
This solution is pure oscillatory.
Conservation of mass yields two coupled first-order linear ODEs for x1 (t) and x2 (t) as
functions of time t with
28.5 Application to mechanical vibrations
dx1 dx2
= kx1 + kx2 and = kx1 kx2 fort > 0.
Consider a body of mass m which is suspended by a spring of spring constant k, and with dt dt
a damping force that is proportional to the speed of the body. If y(t) is the displacement
of this body away from its equilibrium position then Newtons second law of motion gives
that
d2 y dy
m 2 + c + ky = 0
dt dt
where c is a constant (which determines the strength of the damping force).

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Example 28.5
We might have x1 (0) = 0 and x2 (0) = 1 initially, and then seek x1 (t) and x2 (t) for t > 0.
This can be solved using exactly the same process as earlier, by seeking the Laplace
transforms X1 (s) = L{x1 (t)} and X2 (s) = L{x2 (t)}. Taking transforms of each ODE ENG1005
gives that X1 and X2 satisfy

(sX1 (s) x1 (0)) = kX1 (s) + kX2 (s) and (sX2 (s) x2 (0)) = kX1 (s) kX2 (s) ,

and using the initial conditions yields two coupled linear algebraic equations for X1 and
X2 , with
Engineering Mathematics
(s + k) X1 (s) = kX2 (s) and (s + k) X2 (s) = kX1 (s) + 1.

s+k
The first equation implies that X2 (s) = X1 (s) and substituting into the second
k
equation gives
29. Step functions and t-shifting
k
X1 (s) =
(s + k)2 k 2
k
=
s (s + 2k)
 
1 1 1
=
2 s s + 2k

and hence  
1 1 1
X2 (s) = + .
2 s s + 2k

By inversion
1  1 
x1 (t) = 1 e2kt andx2 (t) = 1 + e2kt for t > 0,
2 2
1
so both concentrations approach for large time t.
2

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29.1 Other properties of Laplace transforms and similarly for L{t sin(t)}.
(Those functions can occur in the resonant case of harmonic oscillations.)
The derivative property of Laplace transform can also be inverted by considering the
transform of Z t 
g(t) = f ( ) d 29.2 The unit step function
0
0
in terms of the transform F (s) of f (t). Since g (t) and g(0) = 0 we can use the transform
When we first introduced the Laplace transform it was noted that they can be found for
of derivative property to deduce that
functions with a finite number of finite jump discontinuities. In engineering, such a jump
F (s) = L{g 0 (t)} can correspond to flipping a switch in an electrical circuit or applying an instantaneous
= sL{g(t)} g(0) displacement in a mechanical system. One of the advantages of Laplace transforms is
= sL{g(t)} . that they can handle jump discontinuities relatively easily, including those which can
occur in solutions of differential equations.
This means that we can eliminate an s in the denominator during the inversion process Jump discontinuities of functions can be represented mathematically in terms of the
by using transform of integral property unit step function u(t), which is defined as
Z t    
L{g(t)} = L f ( ) d 0 if t < 0
0 u(t) =
1 if t 0
1
= F (s) .
s

Another useful result can be obtained by differentiating a Laplace transform with respect
to s, so
Z   
d  d
F (s) = f (t) est dt
ds ds
Z  0

= f (t) test dt
0
= L{tf (t)} .

This yields the derivative of transform property


d 
L{tf (t)} = F (s) ,
ds
This is sometimes known as the Heaviside function (after the engineer Oliver Heavi-
which can be used to help find the Laplace transform of functions that involve powers side, who invented Laplace transforms in the 19th Century).
of t times another function. In particular, this result enables the earlier result
n! Step functions are often used in combination with a displacement in time, so that the
L{tn } = jump from zero to one occurs at t = a, for some a 0. This can be expressed in terms
sn+1
of the unit step function u as
1
to be deduced by differentiating L{1} = with respect to s repeatedly for n times. 
s 0 if t < a
Another transform that can be obtained from this property is u(t a) =
1 if t a
d 
L{t sin(t)} = L{sin(t)}
ds  
d
= 2 2
ds s +
2s
= .
(s2 + 2 )2

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and the Laplace transform of u(t a) is given by 29.3 The t-shifting property
Z a 
L{u(t a)} = 1est dt The displaced unit step function u(t a) can also be used in combination with more
0
Z    complicated functions that are switched on and off.
= lim 1est dt

a   Example 29.2
1
= lim est A function f (t) that is defined for t 0 can be displaced to a new starting time t = a
s
 a
 by using that 
1 s 1 sa 0 if t < a
= lim e + e u(t a) f (t a) =
s s f (t a) if t a
1 sa
= e The Laplace transform of this function is then given by
s
Z  
Based on this unit step function a set of more complicated discontinuous functions can L{u(t a) f (t a)} = f (t a) est dt
be constructed. a

which can be evaluated using the substitution t0 = t a to give that


Example 29.1 Z  Z 
 0

Displaced unit step functions that switch a quantity on at t = a, and then off again at f (t a) est dt = f (t0 ) es(t +a) dt0
a 0
t = b, where b > a > 0. This can be written as Z  
sa 0
=e f (t0 ) est dt0
h(t) = u(t a) u(t b) 0
= esa F (s)
And it represents a top hat function which has a value of one over the inverval [a, b)
and a value of zero otherwise. As a result,
L{u(t a) f (t a)} = esa F (s)
in terms of F (s) = L{f }. So a delay of length a in time, or t-shifting, corresponds to
multiplication of the transform by the exponential function esa .
Compare that with the s-shifting property !

29.4 An application of t-shifting

Consider an RC circuit which initially has no charge q and current i. An applied voltage
vi (t) is switched on to a constant value e0 at the time t = a > 0 and then switched off
again at the time t = b > a. The differential equation governing this system is
dq 1
To obtain the Laplace transform H(s) of this function we use the linearity property, R + q = e0 (u(t a) u(t b))
dt C
which gives
where q(t) is the charge on the capacitor. Taking Laplace transforms of the DE gives
H(s) = L{u(t a) u(t b)}  
= L{u(t a)} L{u(t b)} 1 1 as 1 bs
R (sQ(s) q(0)) + Q(s) = e0 e e
C s s
esa esb
= .
s and using the initial condition q(0) = 0 gives
 
This top hat function is sometimes used to turn on and off the right-hand side (forcing) 1 as 1 bs
term in a differential equation. (RCs + 1) Q(s) = Ce0 e e
s s

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or   The corresponding current i(t) = q 0 (t) into the capacitor is then given by
eas ebs
Q(s) = Ce0
0 if 0 t < a
s (RCs + 1) e0
From the partial fraction expansion i(t) = e(ta) if a t < b
R
e(ta) e(ba) 1 if t b
1 1 1
= 1 which is positive for the second interval and negative for the third interval, with jumps
s (RCs + 1) s s + RC
at both t = a and t = b.
1 1 1
= where =
s s+ RC
so Q(s) can be written as
 
1 as 1 as 1 bs 1 bs
Q(s) = Ce0 e e e + e .
s s+ s s+

Inverting using our table of known transforms, including the t-shifting property, gives
the solution
 
q(t) = Ce0 u(t a) 1 e(ta) u(t b) 1 e(tb) .

Another way of expressing this solution is to split up the time period into three intervals,
corresponding to the three values of the top hat function

0 if 0 t < a
q(t) = Ce0 1 e(ta) if a t < b
(ta) (ba)
e e 1 if t b

Notice also that both i(t) and q(t) tend to zero for large times t , so the system
eventually returns to its original uncharged state.

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30.1 Impulses and delta functions

In some applications it is instructive to consider how the system responds to an impulse,


or a short, sharp forcing. For example, we might hit a stationary mass on a spring
ENG1005 with a hammer over a very short period of time, to accelerate it to a finite velocity,
or we apply a sudden large-but-short burst of voltage to a circuit in order to charge a
capacitor quickly.
Mathematically, an impulse that is applied at some time t = a, where a > 0, can be
Engineering Mathematics modelled in terms of a (Dirac) delta function (t a). This is an unusual type of
function and it has the properties that:

I (t a) = 0 for all t 6= a, and

I its integral is equal to one over any interval that includes t = a, in particular
Z  
30. Impulses and Delta functions (t a) dt = 1.
0

In engineering, the delta function (t a) is also sometimes called the unit impulse
function.
Notice that (t a) does not have a specific value at t = a, so it cannot be graphed or
evaluated in the usual way. One way to envision (t a) is as the limit as of
1
a sequence of functions that have typical width and typical height near t = a - for

example, top hat or bell-shaped functions.

Example 30.1
Consider a mass moving along at a constant velocity v(t) = v0 (with zero acceleration
a(t)) that is given a short, sharp acceleration of v times (t 1) at the time t = 1.
Therefore
Z t 
v(t) = v0 + a( ) d
Z0 t  
= v0 + (v) ( 1) d
0
Z t 
= v0 + v ( 1) d
0

and v(t) = v0 for t < 1. Once t > 1, however, the integral jumps in value and
v(t) = v0 + v for t > 1.
Since (t a) = 0 for t = a, the delta function also has the so-called sifting property,
which enables it to pick out values of the integrand of an integral, with
Z  
g(t) (t a) dt = g(a) for any function g(t) .
0

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This property allows us to determine the Laplace transform of the delta function Example 30.2
(t a), since
As an example of evaluating (f g), consider when f (t) = t and g(t) = t, so that
Z  
Z t 
L{(t a)} = (t a) est dt (using g(t) = est here)
0 (f g)(t) = f ( ) g(t ) d
= esa when a > 0 Z0 t  
= (t ) d
0
It follows that h1 1 it
L{(t a)} = esa for any a > 0. = 2t 3
2 3 0
1 3
The form of this Laplace transform is similar to that for the unit step function u(t a) = t.
1 6
introduced in the previous lecture, where we saw that L{u(t a)} = esa . In fact, the
s Notice that this is also the inverse transform of
Delta (or unit impulse) function (t a) can be considered to be the derivative of the   
unit step function, with 1 1
d  F (s) G(s) =
s2 s2
u(t a) = (t a) .
dt 1
= 4
s 
30.2 Convolution 1 3!
= .
6 s4
Laplace transforms are simple to use and manipulate because they have the linearity
property Note that convolution operator here is not the multiplication operator, but it does
have the same commutative property that f g = g f . (Can you show this from its
L{af (t) + bg(t)} = aL{f (t)} + bL{g(t)} for any constants a, b. definition?)
Evaluating a convolution can be a little messy, but sometimes it can be quicker than
However, it is not uncommon to assume, incorrectly, that they also satisfy a similar using other ways of inverting transforms, such as by partial fractions. We may use the
property for multiplication, L{f (t) g(t)} = L{f (t)} L{g(t)}. A product of transforms convolution more extensively in your engineering units.
F (s) G(s) can be inverted but the answer is not usually equal to f (t) times g(t)!
It is also very important to remember that
Nevertheless, it is possible to express the inverse transform of F (s) G(s) in terms of f (t)
and g(t). To do that, we need to introduce a special operation on two functions f and L{f (t) g(t)} =
6 F (s) G(s) in general.
g known as the convolution (f g), defined by the integral
Z t 
(f g)(t) = f ( ) g(t ) d.
0

It can then be shown that


L{f g} = L{f } L{g}
= F (s) G(g) .

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30.3 A table of additional Laplace transforms

In addition to the initial table at the end of section 26.4, we have the following trans-
forms and properties.
ENG1005
Z  
f (t) L{f } = F (s) = f (t) est dt
0
Engineering Mathematics
df
sF (s) f (0)
dt

d2 f df
s2 F (s) sf (0) (0) 31. Table of Laplace Transforms
dt2 dt


sin(t)
s2 + 2

s
cos(t)
s2 + 2

d 
tf (t) F (s)
ds

u(t a) f (t a) esa F (s) for s > 0

Z t  1
f ( ) d F (s)
0 s

Z t 
(f g)(t) = f ( ) g(t ) d F (s) G(s)
0

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Table of Laplace Transforms


Z  
f (t) L{f } = F (s) = f (t) est dt
0

1
1
for s > 0
ENG1005
s
1
eat for s > a
sa
Engineering Mathematics
sinh(t) for s > ||
s2 2
s
cosh(t) for s > ||
s2 2

sin(t) 32. Functions of Several Variables
s2 + 2
s
cos(t)
s2 + 2
n!
tn for n 0 for s > 0
sn+1
( + 1)
t for > 1 for s > 0
s+1

(t a) eas

f (t) eat F (s a)

u(t a) f (t a) esa F (s) for s > 0

df
sF (s) f (0)
dt
d2 f df
s2 F (s) sf (0) (0)
dt2 dt
d 
tf (t) F (s)
ds
dn  
tn f (t) (1)n n F (s)
ds
Z t  1
f ( ) d F (s)
0 s
Z t 
(f g)(t) = f ( ) g(t ) d F (s) G(s)
0

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32.1 Introduction This notation identifies the function as f , the domain as R2 , the range as [1, 1] and
most importantly the rule that (x, y) is mapped to sin(x + y). For this subject we will
We are all familiar with simple functions such as y = sin(x). And we all know the stick with the former notation.
answers (dont we?) to questions such as
You should also note that there is nothing sacred about the symbols x, y and f . We
are free to choose what ever symbols takes our fancy, for example we could concoct the
1. What is its domain and the range ? function
w(u, v) = log(u v)
2. What does it look like as a plot in the xy-plane?

3. What is its derivative? Example 32.1


In this series of lectures we are going to up the ante by exploring similar questions for What would be a sensible choice of domain for the previous function?
functions similar to z = cos(xy). This is just one example of what we call functions
of several variables. Though we will focus on functions that involve three variables
(usually x, y and z) the lessons learnt here will be applicable to functions of any number
of variables.

32.2 Definition

A function f of two variables (x, y) is a single valued mapping of a subset of R2 into a


subset of R.
What does this mean? Simply that for any allowed value of x and y we can compute a
single value for f (x, y). In a sense f is a process for converting pairs of numbers (x and
y) into a single number f .
The notation R2 means all possible choices of x and y such as all points in the xy-plane.
The symbol R denotes all real numbers (for example all points on the real line). The
use of the word subset in the above definition is simply to remind us that functions have
an allowed domain (i.e. a subset of R2 ) and a corresponding range (i.e. a subset of R).
Notice that we are restricting ourselves to real variables, that is the functions value and
its arguments (x, y) are all real numbers. This game gets very exciting and somewhat
tricky when we enter the world of complex numbers. Such adventures await you in later
year mathematics (not surprisingly this area is known as Complex Analysis).

32.3 Notation

Here is a simple function of two variables

f (x, y) = sin(x + y)

We can choose the domain to be R2 and then the range will be the closed set [1, +1].
Another common way of writing all of this is

f : (x, y) R2 7 sin(x + y) [1, 1]

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33.1 First derivatives

We all know and love the familiar definition of a derivative of a function of one variable,
 
ENG1005 df
= lim
dx x0
f (x + x) f (x)
x
.

The natural question to ask is: Is there similar rule for functions of more than one
variable? The answer is yes (surprised?) and we will develop the necessary formulas by
Engineering Mathematics a simple generalisation of the above definition.
Okay, lets suppose we have a simple function, say f (x, y). Suppose for the moment that
we pick a particular value of y, say y = 3. Then only x is allowed to vary and in effect
we now have a function of just one variable. Thus we can apply the above definition for
a derivative which we write as
 
33. Partial derivatives f
= lim
f (x + x, y) f (x, y)
.
x x0 x

d
Notice the use of the symbol rather than dx . This is to remind us that in computing
x
this derivative all other variables are held constant (which in this instance is just y).
Of course, we could play the same again but with x held constant, which leads to
derivative in y,  
f f (x, y + y) f (x, y)
= lim .
y y0 y

f f
Each of these derivatives, and are known as partial derivatives of f while the
x y
derivative of a function of one variable is often called an ordinary derivative.
You might think that we would now need to invent new rules for the (partial) derivatives
of products, quotients and so on. But our definition of partial derivatives is built upon
the definition of an ordinary derivative of a function of one variable. Thus all the
familiar rules carry over without modification. For example, the product rule for partial
derivatives is

  f g
f (x, y) g(x, y) = g(x, y) + f (x, y)
x x x
  f g
f (x, y) g(x, y) = g(x, y) + f (x, y)
y y y

Computing partial derivatives is no more complicated than computing ordinary deriva-


tives.

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Example 33.1 Example 33.4


If f (x, y) = sin(x) cos(y) then g
Continuing from the previous example, compute .
y
f  
= sin(x) cos(y)
x x
    33.3 Notation
= cos(y) sin(x) + sin(x) cos(y)
x x
= cos(y) cos(x) . From the above example we see that h(x, y) was computed as follows

g
h(x, y) =
Example 33.2 x
 f 
If g(x, y, z) = ex
2 y 2 z 2
then =
x x
g  2 2 2
 This is often written as
= ex y z 2f
z z h(x, y) =
2 2 2
  x2
= ex y z x2 y 2 z 2
z Now consider the case where we costruct the function m(x, y) by taking the partial
2 2 2
= 2zex y z . derivative of g(x, y) with respect to y, that is,

g
33.2 Higher derivatives m(x, y) =
y
 
f
The result of a partial derivative is another function of one or more variables. We are thus =
y x
at liberty to take another derivative, generating yet another function. Clearly we can
repeat this any number of times (though possibly subject to some technical limitations and this is normally written as
as noted below, see Exceptions). 2f
m(x, y) =
yx
Example 33.3 Note the order on the bottom line - you should read this from right to left. It tells you
Let f (x, y) = sin(x) sin(y). Then we can define g(x, y) as the partial derivative of f with that to take a partial derivative in x then a partial derivative in y.
respect to x, that is, Its now a short leap to cases where we might take say five partial derivatives, such as
f 5f
g(x, y) = P (x, y) =
x xyyxx
 
= sin(x) sin(y)
x
= cos(x) sin(y) Partial derivatives that involve one or more of the independent variables are known as
mixed partial derivatives.
and then define h(x, y) as the partial derivative of g with respect to x, that is,

g
h(x, y) =
x
 
= cos(x) sin(y)
x
= sin(x) sin(y)

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Example 33.5 Example 33.7


2f 2f Consider the function
Given f (x, y) = 3x2 + 2xy compute and . Notice anything?
xy yx
(
0 < x < 0
f (x) =
Order of partial derivatives does not matter 3x 2
0<x<

In general, if f is a twice-differentiable function, then the order in which its mixed It is easy to see that something interesting might happen at x = 0. Its also not hard to
partial derivatives are calculated does not matter. Each ordering will yield the same see that the function is continuous over its whole domain, and thus we can compute its
function. For a function of two variables this means derivative everywhere, leading to
2f 2f
= (
xy yx df (x) 0 < x < 0
=
dx 6x 0<x<
This is not immediately obvious but it can be proved (its a theorem!) and it is a very
useful result. This too is continuous and we thus attempt to compute its derivative,

Note: For most multivariable functions we use in applications and modelling we do find (
2f 2f d2 f (x) 0 < x < 0
= . However, there are some functions for which this equality does not hold =
xy yx dx2 6 0<x<
true as they fail specific assumptions in the theorem alluded to above.
Now we notice that this second derivative is not continuous at x = 0. We thus can not
Example 33.6 take any more derivatives at x = 0. Our chain of differentiation has come to an end.
Use the above theorem to show that We began with a continuous function f (x) and we were able to compute only its first two
5
Q Q 5
Q 5 derivatives over the domain x R. We say such that the function is twice differentiable
P (x, y) = = = over R. This is also often abbreviated by saying f is C 2 over R. The symbol C reminds us
xyyxx yyxxx xxxyy
that we are talking about continuity and the superscript 2 tells us how many derivatives
we can apply before we encounter a non-continuous function. The clause over R just
This allows us to simplify our notation, all we need do is record how many of each type reminds us that the domain of the function is the set of real numbers (, ).
of partial derivative are required, thus the above can be written as
We should always keep in mind that a function may only posses a finite number of
5Q 5Q derivatives before we encounter a discontinuity. The tell-tale signs to watch out for are
P (x, y) = 3 2
= 2 3
x y y x sharp edges, holes or singularities in the graph of the function.

33.4 Exceptions: when derivatives do not exist The Ten Commandments for Students of Mathematics
In earlier lectures we noted that at the very least a function must be continuous if it is
to have a meaningful derivative. When we take successive derivatives we may need to 1. Thou shalt read Thy problem.
revisit the question of continuity for each new function that we create.
2. Whatsoever Thou doest to one side of ye equation, Do ye also to the other.
If a function fails to be continuous at some point then we most certainly can not take
its derivative at that point. 3. Thou must use Thy Common Sense, else Thou wilt have flagpoles 9,000 metres
in height, yea ... even fathers younger than sons.

4. Thou shalt ignore the teachings of false prophets to do work in Thy head.

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5. When Thou knowest not, Thou shalt look it up, and if Thy search still elude Thee,
Then Thou shalt ask the all-knowing teacher.

6. Thou shalt master each step before putting Thy heavy foot down on the next.

7. Thy correct answer does not prove that Thou hast worked Thy problem correctly. ENG1005
This argument convincest none, least of all, Thy teacher.

8. Thou shalt first see that Thou hast copied Thy problem correctly before bearing
false witness that the answer book lieth.

9. Thou shalt look back even unto Thy youth and remember Thy arithmetic.
Engineering Mathematics
10. Thou shalt learn, speak, write, and listen correctly in the language of mathematics,
and verily HDs and Ds shall follow Thee even unto graduation.

34. Gradient vectors and directional derivatives

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34.1 Gradient and Directional Derivative


Directional derivative
Given any differentiable function of several variables we can compute each of its first df
partial derivatives. Lets do something out of the square. We will assemble these partial The directional derivative of a function f in the direction t is given by
ds
derivatives as a vector which we will denote by f . So for a function f (x, y) of two
variables we define df
f f = u f = u f
f = i+ j ds
x y
where the gradient f is defined by
The is known as the gradient of f and is often pronounced grad of f .
f f
This may be pretty but what use is it? If we look back at the formula for the chain rule f = i+ j
x y
we see that we can write it out as a vector dot-product,
and u is a unit vector, u u = 1.
df f dx f dy
= +
ds x ds y ds
   
f f dx dy Example 34.2
= i+ j i+ j
x y ds ds
  Given f (x, y) = sin(x) cos(y) compute the directional derivative of f in the direction
dx dy 1
= (f ) i+ j . u = (i + j).
ds ds 2

dx dy Example 34.3
What do we make of the vector i + j in this equation? Its not hard to see that
ds ds df
it is a tangent vector to the curve (x(s) , y(s)). And if we chose the parameter s to be Given f = 2xi + 2yj and x(s) = s cos(0.1) , y(s) = s sin(0.1) compute at s = 1.
distance along the curve then we also see that its a unit vector. ds

Example 34.1 Example 34.4


Prove the last pair of statements, that the vector is a tangent vector and that its a unit Given f (x, y) = (xy)2 and the vector v = 2i + 7j compute the directional derivative at
vector. (x, y) = (1, 1). Hint: Is v a unit vector?

It is customary to denote the tangent vector by u. With the above definitions we can We began this discussion by restricting a function of many variables to be a function of
now re-write the equation for a directional derivative as follows one variable. We achieved this by choosing a path such as x = x(s) , y = y(s). We might
df
ask if the value of depends on the choice of the path? That is we could imagine many
df ds
= u f different paths all sharing the one point, call it P , in common. Amongst these different
ds df
paths might we get different answers for ?
df ds
Isnt that neat? The number that we calculate in this process is known as the
ds This is a very good question. To answer it lets look at the directional derivative in the
directional derivative of f in the direction u. form
df
Yet another variation on the notation is to include the tangent vector as subscript on = u f
ds
. Thus we also have
df First we note that f depends only on the values of (x, y) at P . It knows nothing about
= u f
ds the curves passing through P . That information is contained solely in the vector u.
Thus if a family of curves passing through P share the same u then we most certainly
df
will get the same value for for each member of that family. But what class of curves
ds
share the same u at P ? Clearly they are all tangent to each other at P . None of the
curves cross any other curve at P .

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At this point we can dispense with the curves and retain just the tangent vector u at 34.2.2 Gradient vector in spherical coordinates
df
P . All that we require to compute is the direction we wish to head in, u, and the
ds Here we have
gradient vector, f , at P . Choose a different u and you will get a different answer for
df df
. In each case measures how rapidly f is changing the direction of u. x = r sin() cos() , y = r sin() sin() and z = r cos()
ds ds
p
where r = x2 + y 2 + z 2 represents the distance from the origin to the spherical surface.
34.2 The gradient vector in cylindrical and spherical coordi- The gradient vector of f (r, , ) is
nates
f 1 f 1 f
f = er + e + e .
Can we find the gradient vector in other coordinate systems? Yes. However, to derive r r r sin()
the gradient vector in another coordinate system will require some ENG2005/ENG2006
knowledge. For now, we will only show you, not derive, the gradient vectors for the two
non-Cartesian coordinate systems we use most often in our applications and modelling:
cylindrical and spherical coordinates.
Recall that in section 12.4 we saw the parameterisation for cylindrical surfaces and
spherical surfaces. If we vary the radii for these systems we can parameterise cylindrical
volumes and ball volumes. (Recall sphere only refers to the surface while ball refers
to volume enclosed by the sphere surface.)

34.2.1 Gradient vector in cylindrical coordinates

Here we have
x = R cos() , y = R sin() and z = z
p
where R = x2 + y 2 represents the distance from the cylinder axis to the cylindrical
surface.
Recall (section ) the cylindrical coordinate vectors are

eR = cos() i + sin() j + 0k
e = sin() i + cos() + 0k
ez = 0i + 0j + k

where eR points in the direction of increasing R-values, e points in the direction of


increasing -values and ez points in the direction of increasing z-values.

The gradient vector of a function f (r, , z) is

f 1 f f
f = eR + e + ez .
R R z

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35.1 Tangent planes

For functions of one variable we found that a tangent line provides a useful means of
approximating the function. It is natural to ask how we might generalise this idea to
ENG1005 functions of several variables.
Constructing a tangent line for a function of a single variable, f = f (x), is quite simple.
Lets just remind ourselves how we might do this. First we compute the functions value
f and its gradient df /dx at some chosen point. We then construct a straight line with
Engineering Mathematics these values at the chosen point.

Example 35.1
Construct the tangent line to f = sin(x) at x = /4.
Notice that the tangent line is a linear function. Not surprisingly, for functions of several
35. Tangent planes and linear approximations variables we will be constructing a linear function which shares particular properties with
the original function, in particular the functions value and gradient at the chosen point.
Lets be specific. Suppose we have a function f = f (x, y) of two variables and suppose
we choose some point, say x = a, y = b. Lets call this point P . At P we can evaluate f
and all the first partial derivatives, f /x and f /y. Now we want to construct a new
function, call it f = f(x, y), that shares these some numbers at P . What conditions,
apart from being linear, do we want to impose on f? Clearly we require
!   !  
f f f f
fp = fp , = , =
x x p y y p
p p

The subscript P is to remind us to impose these conditions at the point P .


As we want f to be a linear function we could propose a function of the form

f(x, y) = C + Ax + By

We would need to carefully choose the numbers A, B, C so that we meet the above
conditions. However, it is easier (and mathematically equivalent) to choose

f(x, y) = C + A(x a) + B(y b)

In this form we find


   
f f
C = fp , A= , B=
x p y p

and thus we have


   
f f
f(x, y) = fp + (x a) + (y b)
x p y p

This describes the tangent plane to the function f = f (x, y) at the point (a, b).

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Example 35.2 quickly as you move away from P but also, each time you halve the distance from P you
will reduce the error by a factor of four.
Prove that A, B, C are as stated.
The answer to the second question, are there better approximations than a tangent
In terms of f we can write the tangent plane in the following form
plane, is most certainly yes. The key idea is to force the approximation to match higher
f(r ) = fp + (r r p ) (f )p derivatives of the original function. This leads to higher order polynomials in x and y.
Such constructions are known as Taylors series in many variables. We will revisit this
where r = x i + y j . This is a nice compact formula and it makes the transition to more later in the course but only in the context of functions of a single variable.
(x, y, z ) trivial.
variables

Example 35.3
Compute the tangent plane to the function f (x, y) = sin(x) sin(y) at (/4, /4).

The Tangent Plane

Let f = f (x, y) be a differentiable function. The tangent plane to f at the point P


is given by    
f f
f(x, y) = fp + (x a) + (y b)
x p y p
The tangent plane may be used to approximate f at points close to P .

35.2 Linear approximations

We have done the hard work now its time to enjoy the fruits of our labour. We can
use the tangent plane as a way to estimate the original function in a region close to the
chosen point. This is very similar to how we used a tangent line in approximations for
functions of one variable.

Example 35.4
Use the result of the previous example to estimate sin(x) sin(y) at (5/16, 5/16).

Example 35.5
Would it make sense to use the same tangent plane as in the previous example to estimate
f (5, 4)?
The bright and curious might now ask two very interesting questions, how large is the
error in the approximation and how can we build better approximations?
The answers to these questions takes us far beyond this subject but here is a very rough
guide. Suppose you are estimating f at some point a distance away from P (that is,
2 = (x a)2 + (y b)2 ). Then the error, |f (x, y) f(x, y)| will be proportional to
2 . The proportionality factor will depend on the second derivatives of f (after all this
is what we left out in building the tangent plane). The upshot is that the error grows

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36.1 Maxima and minima

Suppose you run a commercial business and that by some means you have formulated
the following formula for the profit of one of your lines of business
ENG1005 f = f (x, y) = 4 x2 y 2

Clearly the profit f depends on two variables x and y. Sound business practice suggest
that you would like to maximise your profits. In mathematical terms this means find the
Engineering Mathematics values of (x, y) such that f is a maximum. A simple plot of the graph of f shows us that
the maximum occurs at (0, 0). For other functions we might not be so lucky and thus
we need some systematic way of computing the points (x, y) at which f is maximised.
You would have met (in previous years) similar problems for the case of a function of
one variable. And form that you may expect that for the present problem we will be
making a statement about the derivatives of f in order that we have a maximum (i.e.
36. Maxima and minima that the derivatives should be zero). Lets make this precise.
Lets denote the (as yet unknown) point at which the function is a maximum by P .
Now if we have a maximum at this point then moving in any direction from this point
should see the function decrease. That is the directional derivative must be non-positive
in every direction from P , thus we must have
df
= t (f )p 0
ds
for every choice of t . Lets be tricky. Lets assume (for the moment) that (f )p 6= 0
to compute > 0 so that t = (f )p is a unit vector. If you
then we should be able
now substitute this into the above you will find

(f )p (f )p 0

Look carefully at the left hand side. Each term is positive (remember a a is the squared
this equation
length of a vector a ) yet the right hand side is either zero or negative. Thus
does not make sense and we have to reject our only assumption, that (f )p 6= 0.
We have thus found that if f is to have a maximum at P then we must have

0 = (f )p

This is a vector equation and thus each component of f is zero at P , that is


f f
0= , and 0 = at P
x y
It is from these equations that we would compute the (x, y) coordinates of P .
Of course we could have posed the related question of finding the points at which a
function is minimised. The mathematics would be much the same save for a change in
words (maximum to minimum) and a corresponding change in signs. The end result
is the same, the gradient f must vanish at P .

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Example 36.1
Find the points at which f = 4 x2 y 2 attains its maximum.

36.2 Local extrema

When we solve the equations A typical saddle point


0 = (f )p
we might get more than one point P . What do we make of these points? Some of them
might correspond to minimums while others might correspond to maximums of f . Does
this exhaust all possibilities? No, there maybe some points which can not be classified
as either a minima or a maxima of f . The three options are shown in the following
graphs.
A typical case might consist of any number of points like the above. It is for this reason
that each point is referred to as a local maxima or a local minima.

36.3 Notation

Rather than continually having to qualify the point as corresponding to a minimum,


maximum or a saddle point of f we commonly lump these into the one term local
A typical local minimum
extrema.
Note when we talk of minima, maxima and extrema we are talking about the (x, y)
points at which the function has a local minimum, maximum or extremum respectively.

36.4 Maxima, minima or saddle point?

You may recall that for a function of one variable, f = f (x), that its extrema could be
characterised simply be evaluating the sign of the second derivative. There is a similar
test that we can apply for functions of two variables that is summarised in the following
box. Note that this result is not examinable. It is included here to whet your appetite
for the exciting things that await in your later studies in maths (you will be doing more
wont you?).

A typical local maximum

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What extrema was that?

If 0 = f at a point P then, at P , compute


 2
D=
2f 2f

2f ENG1005
x2 y 2 xy

then we have the following classification for P


2f
A local minima when D 0 and
x2
>0 Engineering Mathematics
2
f
A local maxima when D 0 and <0
x2
A Saddle point when D<0

37. ENG1005 Exercises

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The following exercise questions are provided to assist with reinforcing the facts and
practicing the skills covered in the lectures in this unit. When writing out your solutions
to these problems it is advised that you include your full working, including concise ENG1005
explanations of your reasoning and the correct use of mathematical symbols.
The six exercise sets, a selection of practice exercises for the material covered in lectures,
Engineering Mathematics
follow - one set for each of the six major topic areas. You may find that you can complete
a small selection of these during support classes, the best approach is to attempt all of Single Variable Calculus Exercises
the relevant questions in the exercise sets related to the previous weeks lectures for
yourself before your support and then ask for help if you are having trouble with specific
questions, or having any other difficulties, during your support class. Assistance is
available in your support class, at the Mathematics Learning Centre, or by approaching Integration by substitution
the lecturers.
1. Find each of the following indefinite integrals using integration by substitution:
Answers for most of the exercises are provided following each exercise set but they do not
Z  Z  
describe how to complete the questions - further assistance on details of how to undertake  x
and complete a problem is available on a one-to-one basis during each support class. (a) x3 cos x4 dx (b) dx
3x2 + 1
Z   Z  
2
(c) sin(x) ecos(x) dx (d) 2xe3x dx

Z   Z  
ex 1
(e) dx (f) dx
2 ex x loge (x)

Integration by parts
2. Find each of the following indefinite integrals using integration by parts:
Z   Z  
(a) x cos(x) dx (b) xex dx

Z  p  Z  
(c) y y + 1 dy (d) x2 loge (x) dx

Z   Z  
(e) sin2 () d (f) cos2 () d

Z   Z  
(g) sin() cos() d (h) sin2 () d

Z  
3. Use integration by parts twice to find ex cos(x) dx.
Z  
4. Use integration by parts twice to find ex sin(x) dx.

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5. Use a substitution and an integration by parts to find each of the following indef- 10. Find the first derivative with respect to the independent variable for the following
inite integrals: functions:
Z   Z   (a) f (x) = sinh(4x).
(a) (3x 7) sin(5x + 2) dx (b) cos(x) sin(x) ecos(x) dx
(b) g(t) = cosh(t) sinh(t).
Z   Z   1 cosh(r)
(c) e2x cos(ex ) dx (d) e x
dx (c) h(r) = .
1 + cosh(r)

(d) F () = tanh e .

(e) y = sinh1 x . (Hint: Apply implicit differentiation to sinh(y) = x.)
6. Spot the error in the following calculation:
Z   11. Use appropriate hyperbolic function substitutions to evaluate the following indef-
1
We wish to compute dx. For this we will use integration by parts with inite integrals:
x
1 dv du 1 Z  
u = and = 1. This gives us = 2 and v = x. Thus using integration 1
x dx dx x (a) dx
by parts we find 9 + x2
Z   Z   Z  
1 1 1
dx = 1 + dx (b) dx
x x x2 16
Z  
and thus 0 = 1. (If this answer does not cause you serious grief then a career in 1
(c) dx
accountancy beckons). 25 x2
James G., Modern Engineering Mathematics (5th ed.) 2015.: James G., Modern Engineering Mathematics (5th ed.) 2015.:
I Exercise set 8.8.5: Questions 110, 111. I Exercise set 2.7.6: Questions 81-83
James G., Modern Engineering Mathematics (4th ed.) 2008.: I Exercise set 8.3.13: Questions 40,41

I Exercise set 8.8.4: Questions 105-107 James G., Modern Engineering Mathematics (4th ed.) 2008.:
I Exercise set 2.7.6: Questions 82,84
Hyperbolic functions I Exercise set 8.3.13: Questions 37,38

7. Find the numerical value of each expression:


Improper integrals
(a) sinh(loge (2)) (b) tanh(0) (c) cosh(3)
12. Decide which of the following improper integrals will converge and which will di-
(d) sinh1 (1) (e) cosh1 (1) (f) tanh1 (1) verge: Z   Z 1 
1
1 1
(a) dx (b) dx
4 0 x 0 x1/4
8. If tanh(x) = then find the value of the other five hyperbolic functions at x.
5 Z 1  Z  
9. Use the definition of the hyperbolic functions to show the following: 1
(c) dy (d) e2x dx
0 y4 0
(a) sinh(x) = sinh(x).
Z   Z 2 
(b) cosh(x) = cosh(x). 1 1
(e) d (f) dx
0 1 + 2 0 1 x2
(c) cosh(x + y) = cosh(x) cosh(y) + sinh(x) sinh(y).
Z 2  Z 2 
x2 1 1 1
(d) tanh(loge (x)) = . (g) dx (h) dx
x2 + 1 0 x (x + 2) 0 x (x 2)
(e) (cosh(x) + sinh(x))2 = cosh(2x) + sinh(2x).

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Comparison test for Improper integrals Sequences and series


13. Use a suitable comparison function to decide which of the following integrals will 14. Find the limit, if it exists, for each of the following sequences
converge and which will diverge: 1 1 1 (1)n
Z 1 x  Z 1  (a) 1, + , , + , . . . , ,...
e 1 2 3 4 n+1
(a) dx (b) dx 1 2 3 n+1
0 x 0 1 x1/4 (b) , , , . . . , ,...
2 3 4 n+2
Z 1  Z   1
ey (c) an = , n N {0}.
(c) dy (d) e2x sin2 (x) dx n+1
0 y4 0
1 1
(d) an = , n N {0}.
Z 
 Z 1  n+2 n+1
e 1
(e) d (f) dx 1
1 + 2 x (1 x2 )

1 + n + 1 , n is even

0 0

(e) an =

1
James G., Modern Engineering Mathematics (5th ed.) 2015.:
1 , n is odd
n+1
I Exercise set 9.2.3: Question 1

n
James G., Modern Engineering Mathematics (4th ed.) 2008.: e , 0 n < 100

(f) an =


I Exercise set 9.2.3: Question 1 n
e , n 100
 n 
(g) an = sin . (Hint: Write out the first few terms.)
4
15. Consider the sequence defined by
 n+1
1
an+1 = an + , n {0} with a0 = 1.
2
(a) Write out the first few terms a0 , . . . , a4 .
1
(b) Can you express a5 in terms of a4 ?
2
1
(c) Generalize this result to express an+1 in terms of an .
2
n
X
(d) Can you express an as a sum bk for some set of bk ?
k=0
(e) Suppose the limit lim (an ) exists. Use the result of 15c to deduce the limit.
n
(f) Determine the values of for which the sequence an+1 = an + n converges.
16. In the Fibonacci sequence each new number is generated as the sum of the two
previous numbers, for example, 0, 1, 1, 2, 3, 5, 8, 13, 21, . . . The general term in the
Fibonacci sequence is often written as Fn , with Fn = Fn1 + Fn2 .
Fn
Show that if we construct the new sequence Gn = then
Fn1

1+ 5
lim (Gn ) = .
n 2

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X 20. The Starship USS Enterprise is being pursued by a Klingon warship. The dilithium
17. Given a series an with an 0 for all n the Integral Test says that if we can
crystals couldnt handle the warp speed and so it would appear that Captain Kirk
n=1
define f (n) = an where f is a continuous and positive function on [1, ) then: and his crew are about to become as one with the inter-galactic dust cloud.
Z   X Spock: Captain, the enemy are 10 light years away and are closing fast.
I if f (x) dx is convergent then an is convergent.
1 n=1 Kirk: But Spock, by the time they travel the 10 light years we will have travelled
Z  
X a further 5 light years. And when they travel those 5 light years we will
I if f (x) dx is divergent then an is divergent. have moved ahead by a further 2.5 light years, and so on forever . Spock, they
1 n=1 will never capture us!
X
1 Spock: I must inform the captain that he has made a serious error of logic.
Consider the infinite series p
.
n=1
n
Use the integral test to determine for what values of p this series is convergent and What was Kirks mistake? How far will Kirks ship travel before being caught?
for what value of p this series is divergent.
Note that the p = 1 case is case the harmonic series.
Power series
James G., Modern Engineering Mathematics (5th ed.) 2015.:

I Exercise set 7.2.3: Questions 1,2,4,5,12,13 21. Find the radius of convergence for each of the following power series

I Exercise set 7.3.4: Questions 19,21,22,24


X nxn X
xn
(a) f (x) = (b) g(x) =
I Exercise set 7.6.4: Questions 41,44 n=0
3n n=0
3n n!

I Exercise set 9.4.4: Questions 8-17 X


X x2n
(c) h(x) = n 2 xn (d) p(x) =
James G., Modern Engineering Mathematics (4th ed.) 2008.: n=0 n=0
loge (1 + n)

X
X
I Exercise set 7.2.3: Questions 1,2,4,5,12,13 n!(x 1)n
(e) q(x) = (f) r(x) = (1 + n)n xn
2n nn
I Exercise set 7.3.4: Questions 19,21,22,24 n=0 n=0

I Exercise set 7.6.4: Questions 41,44


I Exercise set 9.4.4: Questions 8-17
Maclaurin Series
22. Find the first 4 non-zero terms in Maclaurin series for each of the following func-
The Ratio Test tions:

(a) f (x) = cos(x) (b) f (x) = sin(2x)


18. Use the ratio test to examine the convergence of the following series:
1
X X xn (c) f (x) = loge (1 + x) (d) f (x) =
(a) n , where || > 1 (b) , where |x| < 1 1 + x2
n=0 n=0
n+1
(e) f (x) = tan1 (x) (f) f (x) = 1 x2
X X n3
1n
(c) n (d) 23. Use the previous results to obtain the first 2 non-zero terms in the Maclaurin series
n=0 n=0
en+2
for the following functions:
19. What does the ratio test tell you about the convergence of 
(a) f (x) = cos(x) sin(2x) (b) f (x) = loge 1 + x2

X 1
. 1 
(n + 1)2 (c) f (x) = (d) f (x) = tan1 tan1 (x)
n=0 1 + cos2 (x)
Can you establish the convergence of this series by some other method?

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Taylor Series James G., Modern Engineering Mathematics (5th ed.) 2015.:

24. Compute the Taylor series, about the the given point, for each of the following I Exercise set 9.4.4: Questions 19
functions:
1 James G., Modern Engineering Mathematics (4th ed.) 2008.:
(a) f (x) = ,a=1 (b) f (x) = x, a = 1
x
(c) f (x) = ex , a = 1 (d) f (x) = loge (x), a = 2 I Exercise set 9.4.4: Questions 19

25. (a) Compute the Taylor series for ex .


2
(b) Hence write down the Taylor series for ex .
Z x 
2
(c) Use the above to obtain an infinite series for the function s(x) = eu du.
0

26. (a) Compute the Taylor series, around x = 0, for loge (1 + x) and loge (1 x).
 
1+x
(b) Hence obtain a Taylor series for f (x) = loge .
1x
(c) Compute the radius of convergence for the Taylor series in part (b).
1+x
(d) Show that the function y(x) = has a unique inverse for almost all values
1x
of y.
(e) Use the above results to obtain a power series for loge (y) valid for 1 < |y| < .
James G., Modern Engineering Mathematics (5th ed.) 2015.:

I Exercise set 9.4.4: Questions 8-17

James G., Modern Engineering Mathematics (4th ed.) 2008.:

I Exercise set 9.4.4: Questions 8-17

lHopitals rule
27. Use lHopitals rule to evaluate the following limits
 2   
x 1 sin(4x)
(a) lim (b) lim
x1 x+1 x0 sin(5x)
   
1 x + loge (x) loge (loge (x))
(c) lim (d) lim
x1 1 + cos(x) x x
 
x 
(e) lim (f) lim ex loge (x)
x0 tan1 (4x) x


28. Prove that lim xn ex = 0 for any n > 0.
x

29. Prove that lim xn loge (x) = 0 for any n > 0.
x

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Integration by parts

ENG1005 2. Z  
(a) x cos(x) dx = cos(x) + x sin(x) + C
Engineering Mathematics Z  
(b) xex dx = ex xex + C
Single Variable Calculus Exercise Answers
Z  p  2 3 4 5
(c) y y + 1 dy = y (y + 1) 2 (y + 1) 2 + C
3 15
Z   x3 x3
Integration by substitution (d) x2 loge (x) dx = loge (x) +C
3 9
Z  
1. Z  1
 1  (e) sin2 () d = ( cos() sin()) + C
(a) x3 cos x4 dx = sin x4 + C 2
4 Z  
Z   1
x 1 2 (f) cos2 () d = ( + cos() sin()) + C
(b) dx = 3x + 1 + C 2
3x2 + 1 3 Z  
Z   1
(g) sin() cos() d = sin2 () + C
(c) sin(x) ecos(x) dx = ecos(x) + C 2
Z  
Z   1 1
2 1 2 (h) sin2 () d = cos() sin() + sin2 () + 2 + C
(d) 2xe3x dx = e3x + C 2 4 4
3
Z  x  for arbitrary constant C.
e Z 
(e) dx = loge (|2 ex |) + C  ex
2 ex 3. ex cos(x) dx = (sin(x) + cos(x)) + C for arbitrary constant C.
Z   2
1  Z 
(f) dx = loge |loge (x)| + C  ex
x loge (x) 4. ex sin(x) dx = (sin(x) cos(x)) + C for arbitrary constant C.
2
for arbitrary constant C.
5. Z   3 1
(a) (3x 7) sin(5x + 2) dx = sin(5x + 2) + (7 3x) cos(5x + 2) + C
25 5
Z  
(b) cos(x) sin(x) ecos(x) dx = ecos(x) (1 cos(x)) + C
Z  
(c) e2x cos(ex ) dx = cos(ex ) + ex sin(ex ) + C
Z  
x

x

(d) e dx = 2e x1 +C

for arbitrary constant C.

6. Did we forget an integration constant? (And so with the natural order restored,
fears of a career in accountancy fade from view.)

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Hyperbolic functions Improper integrals


7. 12. Z 1  Z 1 
3 1 1 4
(a) sinh(loge (2)) = (a) dx diverges (b) dx converges to
4 0 x 0 x 1/4 3
(b) tanh(0) = 0 Z 1  Z  
1 1
(c) dy diverges (d) e2x dx converges to
0 y4 0 2
e3 + e3 Z   Z 2 
(c) cosh(3) = 10.0677 1 1
2 (e) d converges to (f) dx diverges
  0 1 + 2 2 0 1 x2
(d) sinh1 (1) = loge 1 + 2 0.8814 Z 2  Z 2 
1 1
(g) dx diverges (h) dx diverges
x (x + 2) x (x 2)
(e) cosh1 (1) = 0 0 0

(f) Since tanh1 (x) as x 1 then tanh1 (1) is undefined

Comparison test for Improper integrals


4 5 5 3 3
8. sinh(x) = , cosh(x) = , coth(x) = , sech(x) = , cosech(x) = .
3 3 4 5 4 13. Z 1 
ex 1 ex
9. Use the definition of the hyperbolic functions to show the identities. (a) dx diverges, use < over 0 < x < 1
0 x x x
10. Find the first derivative with respect to the independent variable for the following Z 1 
1 1
functions: (b) dx diverges, use x < x 4 over 0 < x < 1
0 1 x1/4
df Z 1  y 
(a) = 4 cosh(4x). e 1 ey
dx (c) dy diverges, use 4 < 4 over 0 < y < 1
y 4 3y y
dg 0
(b) = cosh2 (t) + sinh2 (t) = cosh(2t). Z  
dt
dh 2 sinh(r) (d) e2x sin2 (x) dx converges, use sin2 (x) e2x < e2x over 0 < x <
(c) = . 0
dr (cosh(r) + 1)2 Z  
e e 1
dF  (e) d converges, use < over 0 < <
(d) = e sech2 e . 0 1 + 2 1 + 2 1 + 2
d Z 1 
dy 1 1 1 1
(e) = . (f) dx diverges, use < over 0 < x < 1
dx 2 x x+1 0 x (1 x2 ) x x(1 x2 )
Z   x
1
11. (a) dx = sinh1 +C
9 + x2 3
Z   x Sequences
1
(b) dx = cosh1 +C
x2 16 4 14. (a) 0, (b) 1, (c) 0, (d) 0, (e) 1, (f) 0, (g) Limit does not exist.
Z    
1 1 x
(c) dx = tanh1 +C 15. This is the geometric series. It converges for || < 1.
25 x2 5 5
for arbitrary constant C. 1+ 5
16. Show that lim (Gn ) = .
n 2

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Series Power series



X 1 21. (a) R = 3, (b) unbounded (infinite) radius, (c) R = 1, (d) R = 1,
17. diverges for p 1.  x n 
n=1
np (e) Using lim 1+ = ex then R = 2e, (f) R = 0 (only converges at x = 0)
X n n
1
p
converges for p > 1.
n
n=1 Maclaurin Series

The Ratio Test 22.


1 1 1 6
(a) cos(x) = 1 x2 + x4 x +
18. (a) converges, (b) converges, (c) converges, (d) converges 2 24 720
4 4 8 7
X
1 (b) sin(2x) = 2x x3 + x5 x +
19. Converges. Note that comparing it to which given the answer to 17 also 3 15 315
n2
n=0 1 1 1
suggests it should converge. (c) loge (1 + x) = x x2 + x3 x4 +
2 3 4
20. Clearly the fast ship must catch the slow ship in a finite time. Yet Kirk has put an 1
argument which shows that his slow ship will still be ahead of the fast ship after (d) = 1 x2 + x4 x6 +
1 + x2
each cycle (a cycle ends when the fast ship just passes the location occupied by
the slow ship at the start of the cycle). Each cycle takes a finite amount of time. 1 1 1
(e) tan1 (x) = x x3 + x5 x7 +
The total elapsed time is the sum of the times for each cycle. Kirks error was to 3 5 7
assume that the time taken for an infinite number of cycles must be infinite. We 1 1 1
know that this is wrong an infinite series may well converge to a finite number. (f) 1 x2 = 1 x2 x4 x6 +
2 8 16
Given the information in the question we can see that the fast ship is initially 10
light years behind the slow ship and that it is traveling twice as fast as the slow 23.
ship. Suppose the fast ship is traveling at v light years per year. The distance 7
(a) cos(x) sin(2x) = 2x x3 +
traveled by the fast ship decreases by a factor of 2 in each cycle. Hence the time 3
interval for each cycle also decreases by a factor of 2 in each cycle. The total time  1
taken will then be (b) loge 1 + x2 = x2 x4 +
4
10 + 5 + 2.5 + 1.25 + ... 1 1 1
Time = (c) = + x2 +
 v  1 + cos2 (x) 2 4
10 1 1 1
= 1 + + +  2
v 2 4 8 (d) tan1 tan1 (x) = x x3 +
3
10 1
=
v 1 12
10
=
v/2

We expect that this must be time taken for the fast ship to catch the slow ship.
The fast ship is traveling at speed v while the slow ship is traveling at speed v/2.
Thus the fast ship is approaching the slow ship at a speed v/2 and it is initially 10
light years behind. Hence it will take the Klingons 10/(v/2) light years to catch
Kirks starship.

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Taylor Series 28. Prove that lim xn ex = 0 for any n > 0.
x

24. 29. Prove that lim xn loge (x) = 0 for any n > 0.
1 x
(a) = 1 (x 1) + (x 1)2 (x 1)3 + (x 1)4 +
x
1 1 1
(b) x = 1 + (x 1) (x 1)2 + (x 1)3 +
2 8 16
 
1 1
(c) ex = e1 1 + (x + 1) + (x + 1)2 + (x + 1)3 +
2 6
1 1 1
(d) loge (x) = loge (2) + (x 2) (x 2)2 + (x 2)3 +
2 8 24

1 1 1
25. (a) ex = 1 + x + x2 + x3 + x4 + .
2 6 24
2 1 1 1
(b) ex = 1 x2 + x4 x6 + x8 + .
2 6 24
Z x 
2 1 1 1 1 9
(c) s(x) = eu du = x x3 + x5 x7 + x + .
0 3 10 42 216

X (1)(n+1)
1 1 1
26. (a) loge (1 + x) = x x2 + x3 x4 + = xn
2 3 4 n=1
n
X
1 1 1 1 n
loge (1 x) = x x2 x3 x4 + = x .
2 3 4 n=1
n
  X
1+x 1 1 1
(b) loge = 2x + 2 x3 + 2 x5 + = 2 x2n1 .
1x 3 5 n=1
2n 1
(c) R = 1.
y1
(d) x = 6 1.
for y =
y+1
X
1 y1
(e) loge (y) = 2 x2n1 , x = .
n=1
2n 1 y+1

lHopitals rule
27.    
x2 1 sin(4x) 4
(a) lim = 2 (b) lim =
x1 x+1 x0 sin(5x) 5
   
1 x + loge (x) 1 loge (loge (x))
(c) lim = 2 (d) lim =0
x1 1 + cos(x) x x
 
x 1 
(e) lim = (f) lim ex loge (x) = 0
x0 tan1 (4x) 4 x

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James G., Modern Engineering Mathematics (5th ed.) 2015.:

ENG1005 I Exercise set 4.2.9: Questions 27-30,33,35


I Exercise set 4.2.11: Questions 41-45
Engineering Mathematics
James G., Modern Engineering Mathematics (4th ed.) 2008.:
Coordinate Geometry and Vectors Exercises I Exercise set 4.2.8: Questions 17-20,23,25
I Exercise set 4.2.10: Questions 31-34

Vectors, dot product, cross product Lines and planes

1. Find all the vectors whose tips and tails are among the three points with coordi- 9. Consider the points (x, y, z) = (1, 2, 1) and (x, y, z) = (2, 0, 3).
nates (x, y, z) = (2, 2, 3), (x, y, z) = (3, 2, 1) and (x, y, z) = (0, 1, 4).
(a) Find a vector equation of the line through these points in parametric form.
2. Let v = 3i + 2j 2k. How long is 2v. Find a unit vector (a vector of length 1) (b) Find the distance between this line and the point (x, y, z) = (1, 0, 1). (Hint:
in the direction of v. Use the parametric form of the equation and the dot product.)
3. For each pair of vectors given below, calculate the vector dot product and the 10. Find an equation of the plane that passes through the points (x, y, z) = (1, 2, 1),
angle between the vectors. (x, y, z) = (2, 0, 1) and (x, y, z) = (1, 1, 0).
(a) v = 3i + 2j 2k and w = i 2j k. 11. Consider a plane defined by the equation 3x + 4y z = 2 and a line defined by
(b) v = j + 4k and w = 4i + 2j 2k. the following vector equation (in parametric form)
(c) v = 2i + 2k and w = 3i 2j. x(t) = 2 2t, y(t) = 1 + 3t, z(t) = t for t R.
4. Given the two vectors v = cos() i + sin() j and w = cos() i + sin() j, use the
(a) Find the point where the line intersects the plane. (Hint: Substitute the
dot product to derive the trigonometric identity
parametric form into the equation of the plane.)
cos( ) = cos() cos() + sin() sin() . (b) Find a normal vector to the plane.
(c) Find the angle at which the line intersects the plane. (Hint: Use the dot
5. Use the dot product to determine which of the following two vectors are perpen- product.)
dicular to one another: u = 3i + 2j 2k, v = i + 2j 2k, w = 2i j + 2k.
12. Find the distance between the parallel planes defined by the equations
6. For each pair of vectors given below, calculate the vector cross product. Assuming
that the vectors define a parallelogram, calculate the area of the parallelogram. 2x y + 3z = 4 and 2x y + 3z = 24.

(a) v = 3i + 2j 2k, w = i 2j k. (Hint: Use the cross product to construct a line normal to both planes, then use
(b) v = j + 4k, w = 4i + 2j 2k. problem 11.)
(c) v = 2i + 2k, w = 3i 2j. 13. Consider two planes defined by the equations 3x+4y z = 2 and 2x+y +2z = 6.
7. Calculate the volume of the parallelepiped defined by the three vectors u = 3i + (a) Find where the planes intersect the x, y and z axes.
2j 2k, v = i + 2j 2k, w = 2i j + 2k.
(b) Find normal vectors for the planes.
8. Verify that v w = w v. (c) Find an equation of the line defined by the intersection of these planes. (Hint:
Use the normal vectors to define the direction of the line.)
(d) Find the angle between these two planes.

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14. Find the minimum distance between the two lines defined by 17. Determine what curve is represented by each of the following representations:

r(t) = (i + j 2k) + t (i 3j + 2k) for t R (a) r(t) = (4 + 6 cos(t)) i + 5j + (4 + 6 sin(t)) k.


1
and (b) r(t) = ti + j + 0k.
t
r(s) = (0i + j + 2k) + s (3i 2j k) for s R. p p
(c) r(t) = cos(t)i + sin(t)j + 0k.
(Hint: Use scalar projection as demonstrated in the lecture notes. Alternatively,
(d) r(t) = (2 + cos(4t)) i + (6 + sin(4t)) j + 2tk for fixed > 0.
define the lines within parallel planes and then go back to problem 12.)
James G., Modern Engineering Mathematics (5th ed.) 2015.: 18. Find a parametric representation for each of the following surfaces:

I Exercise set 4.3.3: Questions 66-69,72 (a) Plane 4x 2y + 10z = 16.


I Exercise set 4.3.4: Questions 73,77-81 (b) Sphere (x 1)2 + y 2 + (z 2)2 = 1.
(c) Parabolic cylinder z = 3y 2 . Hint: It may help to read this as z = 0x + 3y 2 .
James G., Modern Engineering Mathematics (4th ed.) 2008.: p
(d) Elliptic cone z = 9x2 + y 2 .
I Exercise set 4.3.2: Questions 52-55,59,60,62,63
19. Determine an implicit representation as an equation z = f (x, y) or g(x, y, z) = 0
for each of the following surface parametric representations:
Curve and surface parameterisations
(a) Plane r(s, t) = si + tj + (s + 2t 4) k where s R and t R.
15. Consider the curve (b) Elliptic paraboloid r(s, t) = 3s cos(t) i + 4s sin(t) j + s2 k where s 0 and
  0 t < 2.
1 1
r(t) = (t + 1) i + t j + 0k with 1 t 1.
2 2 (c) Cone r(s, t) = t cos(s) i + t sin(s) j + ctk for some fixed > 0 and where
0 s < 2, t 0.
(a) Verify that r(t) represents a segment of a straight line.
(d) Helicoid r(s, t) = t cos(s) i + t sin(s) j + sk for s 0 and 0 t < 2.
(b) Find the Cartersian coordinates for the end-points of this line segment.
20. The coordinate vectors in cylindrical coordinates given in subsection 34.2.1 are
(c) Derive a new parametric representation of this line segment using a parametric
1 1
variable s defined as s = t + . eR = cos() i + sin() j + 0k
2 2
e = sin() i + cos() + 0k
(d) Find the domain of the parameter s necessary to move between the two
original end-points. ez = 0i + 0j + k

16. Find a parametric representation for each of the following curves: (a) Calculate the length of each coordinate vector, that is, calculate |eR |, |e | and
|ez |. What does this imply about the three coordinate vectors?
(a) Circle in the xy-plane, of radius 3, centre (x, y, z) = (4, 6, 0).
(b) Calculate the dot products: eR e , e ez and eR ez . What does this imply
(b) Straight line passing through the two points (x, y, z) = (2, 0, 4) and (x, y, z) = about the three coordinate vectors?
(3, 0, 9).
(c) Calculate the cross products: eR e , e ez and ez eR . (Note the order
1
(c) Circle formed by intersecting the elliptical cylinder x2 + y 2 = 1 with the of each pari of vectors.) What does this imply about the three coordinate
2 vectors?
plane z = y.

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21. The coordinate vectors in spherical coordinates given in subsection 12.4.2 are

er = sin() cos() i + sin() sin() j + cos() k ENG1005


e = cos() cos() i + cos() sin() j sin() k
e = sin() i + cos() j + 0k Engineering Mathematics
(a) Calculate the length of each coordinate vector, that is, calculate |er |, |e | and Coordinate Geometry and Vectors Exercise Answers
|e |. What does this imply about the three coordinate vectors?
(b) Calculate the dot products: er e , e e and er e . What does this imply
about the three coordinate vectors?
(c) Calculate the cross products: er e , e e and e er . (Note the order Vectors, dot product, cross product
of each pari of vectors.) What does this imply about the three coordinate
vectors? 1. i 4j + 2k, i + 4j 2k, 2i j + 7k, 2i + j 7k, 3i + 3j + 5k, 3i 3j 5k.
You could also have 0 = 0i + 0j + 0k if the start and end point are the same point.
v 1
2. |2v| = 2 17, = (3i + 2j 2k).
|v| 17
 
1
3. (a) v w = 1 and = cos1 1.4716 radians.
6 17
 
10
(b) v w = 10 and = cos1 2.0887 radians.
17 24
 
6
(c) v w = 6 and = cos1 2.1998 radians.
8 13
4. Use the dot product to derive the trigonometric identity cos( ) = cos() cos()+
sin() sin().

5. u and w.

6. (a) v w = 6i + j 8k and |v w| = 101 units2 .

(b) v w = 6i + 16j + 4k and |v w| = 2 77 units2 .

(c) v w = 4i 6j 4k and |v w| = 2 17 units2 .

7. (u v) w = 4 units3 .

8. Verify that v w = w v.

Lines and planes


9. (a) x(t) = 1 + t, y(t) = 2 2t and z(t) = 1 + 4t for t R.
2
(b) 14 units.
7
10. 2x + y + 7z = 3

11. (a) (x, y, z) = (2, 1, 0).

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cp 2
(b) n = 3i + 4j k. (c) z = x + y2.
! a
91  
(c) = cos1 0.37567 radians. 1 2xy
2 26 (d) z = sin1 2 or y = x tan(z).
2 x + y2

12. 56 units. 20. (a) |eR | = 1, |e | = 1 and |ez | = 1. The cylindrical coordinate vectors are unit
vectors.
13. Consider two planes defined by the equations 3x+4y z = 2 and 2x+y +2z = 6.
(b) eR e = 0, e ez = 0 and eR ez = 0. The cylindrical coordinate vectors are
 
(a) (x, y, z) = 23 , 0, 0 , (x, y, z) = 0, 21 , 0 and (x, y, z) = (0, 0, 2). orthogonal to each other.
(b) n1 = 3i + 4j k and n2 = 2i + j + 2k. (c) eR e = ez , e ez = eR and ez eR = e . The cylindrical coordinate
vectors form a right handed coordinate system, like i, j and k in Cartesian
(c) r(t) = (2i + 2j + 0k) + t (9i 4j + 11k) for t R.
  coordinates.
4
(d) = cos1 1.835 radians. 21. (a) |er | = 1, |e | = 1 and |e | = 1. The spherical coordinate vectors are unit
3 26
vectors.
14. 3 units. (b) er e = 0, e e = 0 and er e = 0. The spherical coordinate vectors are
orthogonal to each other.
Curve and surface parameterisations (c) er e = e , e e = er and e er = e . The spherical coordinate
vectors form a right handed coordinate system, like i, j and k in Cartesian
1 1 1 coordinates.
15. (a) Given x = t + 1 then t = x 1 and then y = t becomes y = x + 1.
2 2 2
(b) t = 1 corresponds to (x, y, z) = (0, 1, 0).
t = 1 corresponds to (x, y, z) = (2, 0, 0).
(c) r(s) = (0i + j + 0k) + s (2i j + 0k).
(d) 0 s 1.

16. (a) r(t) = (4 + 3 cos(t)) i + (6 + 3 sin(t)) j + 0k for 0 t < 2.


(b) r(t) = (2 t) i + 0j + (4 + t) k for 0 t < 2.

(c) r(t) = 2 cos(t) i + sin(t) j + sin(t) k for 0 t < 2.

17. (a) Circle in the y = 5-plane, of radius 6, centre (x, y, z) = (4, 5, 4).
(b) Hyperbola xy = 1.
(c) Lime curve x4 + y 4 = 1.
(d) Helix on a cylinder of radius (the axis of the cylinder is the z-axis).

18. (a) r(s, t) = si + (8 2s 5t) j + tk for s R and t R.


(b) r(s, t) = (1 + sin(s) cos(t)) i + sin(s) sin(t) j + (2 + cos(s)) k for 0 s and
0 t < 2.
(c) r(s, t) = si + tj + 3t2 k for s R and t R.
(d) r(s, t) = s cos(t) i + 3s sin(t) j + 3sk for s 0 and 0 t < 2.

19. (a) x + 2y z = 4.
1 1
(b) z = x2 + y 2 .
9 16

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Matrices

ENG1005 4. Evaluate each of the following matrix operations


   
1 1 2 1
Engineering Mathematics (a) 2
1 4

3 1
  
Matrix Algebra Exercises 1 1 2 1
(b)
1 4 3 1

  2 1
1 1 3
(c) 3 1
1 4 2
Row operations and linear systems 1 2

5. Rewrite the systems of linear equations for questions (a), (b) and (c) in question
1. Solve each of the following system of equations using Gaussian elimination with
1 in matrix form. Hence, write down the coefficient and augmented matrices for
back-substitution. Be sure to record the details of each row-operation (for example,
those systems of linear equations.
as a note on each row of the form (2) 2(2) 3(1).)
 6. Repeat the row-operations part of (d) and (e) in question 1 using matrix notation.
J + M = 75
(a) James G., Modern Engineering Mathematics (5th ed.) 2015.:
J 4M = 0

(b)
x + y = 5 I Exercise set 5.2.3: Questions 1-9
2x + 3y = 1
I Exercise set 5.2.5: Questions 12,13,16
x + 2y z = 6 I Exercise set 5.2.7: Questions 19,20
(c) 2x + 5y z = 13

x + 3y 3z = 4 James G., Modern Engineering Mathematics (4th ed.) 2008.:

x + 2y z = 6 I Exercise set 5.2.3: Questions 1,6,7
(d) x + 2y + 2z = 3
I Exercise set 5.2.5: Questions 11,12,16
2x + 5y z = 13
I Exercise set 5.2.7: Questions 22
2x + 3y z = 4
(e) x + y + 3z = 1

x + 2y z = 3
Matrix inverses

Under-determined systems 7. Compute the inverse A1 of the following matrices


 
1 1
2. Using Gaussian elimination with back-substitution to find all possible solutions for (a) A =
1 4
the following system of equations
2 3 1
x + 2y z = 6 (b) A = 1 1 3
x + 3y = 7 1 2 1
2x + 5y z = 13
Verify that A1 A = I and AA1 = I.
3. Find all possible solutions for the system (sic) of equations
8. Use the results of the previous question to solve the system of equations of (a) and
x + 2y z = 6 (e) in question 1.

(Hint : You have one equation but three unknowns. You will need to introduce
two free parameters).

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James G., Modern Engineering Mathematics (5th ed.) 2015.: (d) For any pair of n n-matrices, A and B, we always have det(A + B) =
det(A) + det(B).
I Exercise set 5.4.1: Questions 52,53,58
(e) Let A be an 3 3-matrix. Then det(7A) = 73 det(A).
James G., Modern Engineering Mathematics (4th ed.) 2008.: (f) If A1 exists, then det(A1 ) = det(A).
I Exercise set 5.4.1: Questions 58,59 15. Given  
1 k
A=
0 1
Matrix determinants
Compute A2 , A3 and hence write down An for n > 1.
9. Compute the determinant for the coefficient matrix in question 2. What do you
observe? 16. Assume that A is square matrix with an inverse A1 .
 1
Prove that det A1 =
10. For the matrix det(A)
2 3 1
17. Let  
A= 1 1 3 5 2
1 2 1 A=
2 1
compute the determinant twice, first by expanding about the top row and second Show that
by expanding about the second column. A2 6A + I = 0
11. Given     where I is the 2 2-identity matrix. Use this result to compute A1 .
1 1 2 1
A= , B=
1 4 3 1 18. Consider the following pair of matrices
compute det(A), det(B) and det(AB). Verify that det(AB) = det(A) det(B).
11 18 7 3 1 12
12. Compute the following determinants using expansions about any suitable row or A= a 6 3, B = b 1 5
column. 3 5 2 2 1 6
Compute the values of a and b so that A is the inverse of B while B is the inverse
1 2 3 4 3 2
(a) det 3 2 2 (b) det 1 7 8 of A.
0 9 8 3 9 3 19. Here is a 2 2-matrix equation
    
1 2 3 2 1 5 1 3 a b e f p q
1 3 2 3 2 1 7 5 =

(c) det
(d) det c d g h r s
4 0 5 0 1 2 1 0
1 2 1 2 3 1 0 1 Show that this is equivalent to the following sets of equations
     
13. Recompute the determinants in the previous question this time using row opera- a e f
=p +r
tions (that is, Gaussian elimination). c g h

14. Which of the following statements are true? Which are false? and      
b e f
(a) If A is a 3 3-matrix with a zero determinant, then one row of A must be a =q +s
d g h
multiple of some other row.
20. Use the result of the previous question to show that if the original 2 2-matrix
(b) Even if any two rows of a square matrix are equal, the determinant of that
equation is written as A = EP then the columns of A are linear combinations of
matrix may be non-zero.
the columns of E.
(c) If any two columns of a square matrix are equal then the determinant of that
matrix is zero.

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21. Following on from the previous two questions, show that the rows of A can be Eigenvectors and eigenvalues
written as linear combinations of the rows of P .
A square matrix A has an eigenvector v with eigenvalue provided
James G., Modern Engineering Mathematics (5th ed.) 2015.:

I Exercise set 5.3.1: Questions 34,35,44 Av = v

I Exercise set 4.2.13: Questions 57-59 The vector v would normally be written as a column vector. Its transpose vT is a
row vector.
James G., Modern Engineering Mathematics (4th ed.) 2008.:
The eigenvalues are found by solving the polynomial equation
I Exercise set 5.3.1: Questions 34,35,44
I Exercise set 4.2.12: Questions 43-45 det(A I) = 0

28. Compute the eigenvalues and eigenvectors of the following matrices:


Matrix operations  
4 2
(a) A =
22. Suppose you are given a matrix of the form 5 3
 
  6 1
cos() sin() (b) A =
R() = 3 2
sin() cos()  
5 3
(c) A =
Consider now the unit vector v = [1, 0]T in a two dimensional plane. Compute 3 1
R()v. Repeat your computations this time using w = [0, 1]T . What do you
29. Given that one eigenvalue is = 4, compute the remaining eigenvalues of the
observe? Try thinking in terms of pictures, look at the pair of vectors before and
following matrix:
after the action of R().
1 3 32
23. You may have recognised the two vectors in the previous question to be the familar A = 3 1
3 2

basis vectors for a two dimensional space, i.e., i and j. We can express any vector 3 2 3 2 2
as a linear combination of j and j, that is,
30. Given that one eigenvalue is = 4, compute the remaining eigenvalues of the
u = ai + bj following matrix:
3 1 32
for some numbers a and b. Given what you learnt from the previous question, A = 1 3 3 2
what do you think will be result of R() u? Your answer can be given in simple 3 2 3 2 2
geometrical terms (e.g., in pictures).
Compute the corresponding eigenvectors for all three eigenvalues. Verify that the
24. Give reasons why you expect R( + ) = R() R(). Hence deduce that eigenvectors are mutually orthogonal (that is, v1T v2 = 0, v1T v3 = 0 and v2T v3 = 0).

cos( + ) = cos() cos() sin() sin() 31. Suppose the matrix A has eigenvectors v with corresponding eigenvalues . Show
that v is an eigenvector of An . What is its corresponding eigenvalue?
sin( + ) = sin() cos() + sin() cos()
32. If , v are an eigenvalue-eigenvector pair for A then show that v is also an
25. Give reasons why you expect R() R() = R() R(). Hence prove that the rota- eigenvector of A for any real number 6= 0.
tion matrices R() and R() commute.
33. Suppose the matrix A has eigenvalue with corresponding eigenvector v. Deduce
26. Show that det(R()) = +1. an eigenvalue and corresponding eigenvector of R1 AR, where R is a non-singular
matrix.
27. Given the above form for R() write down, without doing any computations, the
inverse of R(). 34. Let A be any matrix of any shape. Show that AT A is a symmetric square matrix.

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James G., Modern Engineering Mathematics (5th ed.) 2015.:

I Exercise set 5.7.3: Questions 94,95 ENG1005


I Exercise set 5.7.8: Questions 104 Engineering Mathematics
James G., Modern Engineering Mathematics (4th ed.) 2008.: Matrix Algebra Exercise Answers
I Exercise set 5.7.3: Questions 96,97

I Exercise set 5.7.8: Questions 105


Row operations and linear systems
1. (a) J = 60, M = 15.
(b) x = 14, y = 9.
(c) x = 7, y = 0, z = 1.
(d) x = 1, y = 2, z = 1.
(e) x = 1, y = 2, z = 0.

Under-determined systems
2. Solution is x(t) = 4 + 3t, y(t) = 1 t, z(t) = t where t R is a parameter.

3. Solution is x(u, v) = u 2v + 6, y(u, v) = v, z(u, v) = u where u, v R are


parameters.

Matrices
 
0 3
4. (a)
1 9
 
5 0
(b)
10 5
 
8 6
(c)
8 1
   
1 1 1 1 75
5. (a) and
1 4 1 4 0
   
1 1 1 1 5
(b) and
2 3 2 3 1

1 2 1 1 2 1 6
(c) 2 5 1 and 2 5 1 13
1 3 3 1 3 3 4
6. Should be easy.

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Matrix inverses 20. Show that the columns of A are linear combinations of the columns of E.
 
1 4 1 21. Show that the rows of A can be written as linear combinations of the rows of P .
7. (a) A1 =
5 1 1

7 1 10 Matrix operations
1
(b) A1 = 4 1 7
3
1 1 1 22. Each of the vectors will have been rotated about the origin by the angle in a
counterclockwise direction.
8. Use the results of the previous question to solve the system of equations of (a) and
(e). 23. The rotation observed in the previous question also applies to the general vector
u. Thus R() is often referred to as a rotation matrix. Matrices like this (and
their 3 dimensional counterparts) are used extensivly in computer graphics.
Matrix determinants
24. Any object rotated first by and then by could equally have been subject
9. The determinant is zero, which indicates that there is either no solution or infinitely to a single rotation by + . The resulting objects must be identical. Hence
many solutions to the system of equations. R( + ) = R() R().
10. det(A) = 3. 25. Regardless of the order in which the rotations have been applied the nett rotation
will be the same. Thus R() R() = R() R(). Equally, you could have started
11. det(A) = 5, det(B) = 5 and det(AB) = 25.
by writing + = +, then R( + ) = R( + ) and so R() R() = R() R().
12. Compute the following determinants using expansions about any suitable row or  
cos() sin()
column. 26. det(R()) = det = 1.
sin() cos()

1 2 3 4 3 2 27. The inverse of R() is R().
(a) det 3 2 2 = 31 (b) det 1 7 8 = 165
0 9 8 3 9 3
Eigenvectors and eigenvalues
1 2 3 2 1 5 1 3
1 3 2 3 2 1 7 5 28. Compute the eigenvalues and eigenvectors of the following matrices:
(c) det
4 0 5 0 = 0 (d) det
1 2 1 0 = 162
1 2 1 2 3 1 0 1 (a) 1 = 1 and 2 = 2.
(b) 1 = 3 and 2 = 5.
13. Recompute the determinants in the previous question. (c) 1 = 2 and 2 = 2.
14. (a) False, (b) False, (c) True, (d) False, (e) True, (f) False. 29. 1 = 4, 2 = 4 and 3 = 8.
2 3
15. Compute A and A and note the pattern. 30. 1 = 4,
2 = 4 and3 = 8.

  1 1 1
1 nk
An = . v1 = 1 , v2 = 1 and v3 =
1 .
0 1
2 0 2
 1 31. The eigenvalue of An will be n .
16. Prove that det A1 =
det(A)
  32. This is trivial, just multiply the eigenvalue equation Av = v by .
1 1 2
17. A = 6I A = . 33. The matrix R1 AR will have as an eigenvalue with eigenvector R1 v.
2 5
T T
18. Require that AB = I and BA = I. Then a = 4 and b = 1. 34. Use (P Q)T = QT P T and AT = A to show that AT A = AT A. Hence AT A
is symmetric.
19. Show the equivalance.

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Non-separable first order ODEs

ENG1005 2. Find the general solution for each of the following homogeneous ODEs:
dy dy
Engineering Mathematics (a)
dx
+y =0 (b)
dx
y =0

Ordinary Differential Equations Exercises (c)


dy
+ 2y = 0 (d)
dy
2y = 0
dx dx

3. Find the particular solution for each of the following ODEs:


Introduction to ODEs dy dy
(a) +y =1 (b) + 2y = 2 + 3x
dx dx
James G., Modern Engineering Mathematics (5th ed.) 2015.:
dy dy
(c) y = e2x (d) y = ex
dx dx
I Exercise set 10.3.5: Questions 1,2
dy dy
I Exercise set 10.4.5: Questions 3-5 (e) + 2y = cos(2x) (f) 2y = 1 + 2x sin(x)
dx dx

James G., Modern Engineering Mathematics (4th ed.) 2008.: 4. Given the solutions in 2 and 3, determine the general solution for each of the ODEs:

I Exercise set 10.3.6: Questions 1,2 dy dy


(a) +y =1 (b) + 2y = 2 + 3x
dx dx
I Exercise set 10.4.5: Questions 3-5
dy dy
(c) y = e2x (d) y = ex
dx dx
Separable first order ODEs dy dy
(e) + 2y = cos(2x) (f) 2y = 1 + 2x sin(x)
dx dx
1. Find the general solution for each of the following seperable ODEs:
dy dy
(a)
dx
= 2xy (b) y
dx
+ sin(x) = 0 Integrating factors
 
dy  y 5. Use an integrating factor to find the general solution for each of the following ODEs:
1+ 1
dy dx x
(c) sin(x) + y cos(x) = 2 cos(x) (d)  = y dy dy 2
dx dy 1+ (a) + 2y = 2x (b) + y=1
1 x dx dx x
dx
dy dy
I Exercise set 10.5.4: Questions 11,13,15,17 (c) + cos(x) y = 3 cos(x) (d) sin(x) + cos(x) y = tan(x)
dx dx
I Exercise set 10.5.6: Questions 18,20
James G., Modern Engineering Mathematics (5th ed.) 2015.:
James G., Modern Engineering Mathematics (4th ed.) 2008.:
I Exercise set 10.5.11: Questions 31-35
I Exercise set 10.5.4: Questions 11,13,15,17
James G., Modern Engineering Mathematics (4th ed.) 2008.:
I Exercise set 10.5.6: Questions 18,20
I Exercise set 10.5.11: Questions 31-35

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Eulers method dy
8. For the differential equation = 2xy x with y(0) = 0 on the interval [0, 1] use
dx
dy Eulers method to determine an approximation solution:
6. For the differential equation = y with y(0) = 1 on the interval [0, 1] use Eulers
dx
method to determine an approximation solution: (i) using two steps of x = 0.5,
(ii) using five steps of x = 0.2,
(i) using two steps of x = 0.5,
(iii) using ten steps of x = 0.1,
(ii) using five steps of x = 0.2,
(iii) using ten steps of x = 0.1, then
1 1 2
then (iv) given the exact solution yexact (x) = ex , calculate the absolute error
2 2
(iv) given the exact solution yexact (x) = ex , calculate the absolute error |yexact yapprox | |yexact yapprox | for each of the approximate solutions, found above, at each
for each of the approximate solutions, found above, at each point and point and

(v) on one graph, plot the three approximate solutions and the exact solution. (v) on one graph, plot the three approximate solutions and the exact solution.

dy James G., Modern Engineering Mathematics (5th ed.) 2015.:


7. For the differential equation = x y with y(0) = 1 on the interval [0, 1] use
dx I Exercise set 10.6.4: Questions 39-42
Eulers method to determine an approximation solution:

(i) using two steps of x = 0.5,


Second order homogenous ODEs
(ii) using five steps of x = 0.2,
(iii) using ten steps of x = 0.1, 9. Find the general solution for each of the following ODEs:

then d2 y dy d2 y
(a) + 2y = 0 (b) 9y = 0
dx2 dx dx2
(iv) given the exact solution yexact (x) = 2ex + x 1, calculate the absolute error
|yexact yapprox | for each of the approximate solutions, found above, at each d2 y dy d2 y dy
(c) + 2 + 2y = 0 (d) + 6 + 10y = 0
point and dx2 dx dx2 dx
(v) on one graph, plot the three approximate solutions and the exact solution.
James G., Modern Engineering Mathematics (5th ed.) 2015.:

I Exercise set 10.9.2: Questions 55-61

James G., Modern Engineering Mathematics (4th ed.) 2008.:

I Exercise set 10.9.2: Questions 55-61

Second order non-homogenous ODEs


10. Find the particular solution for each of the following ODEs:

d2 y dy d2 y
(a) + 2y = 1 x (b) 9y = e3x
dx2 dx dx2
d2 y dy d2 y dy
(c) + 2 + 2y = sin(x) (d) + 6 + 10y = e2x cos(x)
dx2 dx dx2 dx

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11. Given the solutions in 9 and 10, determine the general solution for each of the Boundary value problems
following ODEs:
12. Given the general solutions in 11 solve the following boundary value problems:
d2 y dy d2 y
(a) + 2y = 1 x (b) 9y = e3x d2 y dy dy
dx2 dx dx2 (a) + 2y = 1 x, y(0) = 0 and (0) = 0
dx2 dx dx
d2 y dy d2 y dy
(c) + 2 + 2y = sin(x) (d) + 6 + 10y = e2x cos(x)
dx2 dx dx2 dx d2 y
(b) 9y = e3x , y(0) = 0 and y(1) = 1
dx2
James G., Modern Engineering Mathematics (5th ed.) 2015.:
d2 y dy 
I Exercise set 10.9.4: Questions 62-65 (c) + 2 + 2y = sin(x), y(0) = 1 and y
2
=1
dx2 dx
James G., Modern Engineering Mathematics (4th ed.) 2008.:
d2 y dy dy
I Exercise set 10.9.4: Questions 62-65 (d) + 6 + 10y = e2x cos(x), y(0) = 1 and (0) = 0
dx2 dx dx

13. Solve the boundary value problem:

d2 y 1
+ y = ex , y(0) = 0, y() = 0.
dx2 4

14. Solve the boundary value problem:

d3 y d2 y dy dy d2 y
3
+ 2 + 3 5y = x (1 x) , y(0) = 1, (0) = 0, (0) = 0.
dx dx dx dx dx2

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4. The solutions are given as a linear combination of the solution of the homogeneous
ODE and the particular solution, that is, y(x) = yh (x) + yp (x).
ENG1005
(a) y(x) = 1 + Cex
Engineering Mathematics 1 3x
(b) y(x) = + + Ce2x
4 2
Ordinary Differential Equations Exercise Answers
(c) y(x) = e2x + Cex

(d) y(x) = xex + Cex


Separable first order ODEs
1 1
1. p (e) y(x) = cos(2x) + sin(2x) + Ce2x
x2 4 4
(a) y(x) = Ce (b) y(x) = 2 cos(x) + C
1 2
(f) y(x) = 1 x + cos(x) + sin(x) + Ce2x
C C 5 5
(c) y(x) = 2 + (d) y(x) =
sin(x) x for arbitrary constant C.
for arbitrary constant C.
Integrating factors
Non-separable first order ODEs
5.
1 x C
2. (a) y(x) = x + Ce2x (b) y(x) = +
(a) yh (x) = Cex (b) yh (x) = Cex 2 3 x2
C loge (cos(x))
(c) yh (x) = Ce2x (d) yh (x) = Ce2x (c) y(x) = 3 + Ce sin(x) (d) y(x) =
sin(x)

for arbitrary constant C. for arbitrary constant C.

3.
1 3x Eulers method
(a) yp (x) = 1 (b) yp (x) = +
4 2
dy
(c) yp (x) = e2x (d) yp (x) = xex 6. = y with y(0) = 1 on the interval [0, 1]
dx
1 1 1 2
(e) yp (x) = cos(2x) + sin(2x) (f) yp (x) = 1 x + cos(x) + sin(x)
4 4 5 5

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dy
7. = x y with y(0) = 1 on the interval [0, 1]
dx Second order homogenous ODEs
9.
(a) yh (x) = C1 e2x + C2 ex (b) yh (x) = C1 e3x + C2 e3x

(c) yh (x) = ex (C1 cos(x) + C2 sin(x)) (d) yh (x) = e3x (C1 cos(x) + C2 sin(x))

for arbitrary constants C1 and C2 .

dy
8. For the differential equation = 2xy x with y(0) = 0 on the interval [0, 1]
dx

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Second order non-homogenous ODEs


10. ENG1005
1 1
(a) Trying yp (x) = Ax + B gives yp (x) = x
2 4 Engineering Mathematics
1
(b) Trying yp (x) = Axe3x gives yp (x) = xe3x
6 Laplace Transforms Exercises
2 1
(c) Trying yp (x) = A cos(x) + B sin(x) gives yp (x) = cos(x) + sin(x)
5 5
 
1 2 Laplace Transforms
(d) Trying yp (x) = e2x (A cos(x) + B sin(x)) gives yp (x) = e2x cos(x) + sin(x)
29 145
1. Using the known Laplace transforms and , determine the Laplace transforms for
11. each of the following functions, simplifying your answers:
1 1
(a) y(x) = C1 e2x + C2 ex + x (a) f (t) = 1 et (b) f (t) = 1 2et + e2t
2 4
1
(b) y(x) = C1 e3x + C2 e3x + xe3x (c) f (t) = et sinh(t) (d) f (t) = sinh(t) cosh(t)
6
2 1 (e) f (t) = ea+bt for constants a, b (f) f (t) = a + bect for constants a, b, c
(c) y(x) = ex (C1 cos(x) + C2 sin(x)) cos(x) + sin(x)
5 5
  For what range of values of s do each of these transforms exist?
1 2
(d) y(x) = e3x (C1 cos(x) + C2 sin(x)) + e2x cos(x) + sin(x)
29 145 2. Use the definition of the Laplace transform (in terms of an integral) to determine
the Laplace transform of each of the following functions, where f (t) = 0 apart
for arbitrary constants C1 and C2 .
from at the values specified:

(a) f (t) = 1 for 0 t 1 (b) f (t) = t for 0 t 1


Boundary value problems
12. (c) f (t) = 1 t for 0 t 1 (d) f (t) = b for 0 t a
1 1 1  
(a) y(x) = e2x + x b 1
4 2 4 (e) f (t) = t for 0 t a (f) f (t) = b 1 t for 0 t a
 3   3  a a
e 6 33x e 6 1
(b) y(x) = e e3+3x + xe3x In each case sketch f (t). For what range of values of s do each of the transforms
6 (e6 1) 6 (e6 1) 6
exist?
3 4 2 1
(c) y(x) = ex cos(x) + e 2 x sin(x) cos(x) + sin(x) 3. For which of the following functions do their Laplace transforms exist, giving rea-
5 5 5 5
  sons:
30 3x 462 3x 1 2  
(d) y(x) = e cos(x) e sin(x) + e2x cos(x) + sin(x)  
29 145 29 145 1
(a) f (t) = exp t2 (b) f (t) = exp t2 (c) f (t) = sinh t2
2
4 x 4 x 4
13. y(x) = cos e sin + ex .   1
5 2 5 2 5 (d) f (t) = exp exp(t) (e) f (t) = exp exp(t) (f) f (t) =
t
1 99 x 9 x 1 1 13
14. y(x) = ex + e cos(2x) e sin(2x) + x2 + x + . 1 1
2 250 125 5 25 125 (g) f (t) = (h) f (t) = (i) f (t) = |sin(t)|
t+1 (t 1)2

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1

4. Use the Taylor series 9. Given that 2
= and ( + 1) = () determine:
n 1o   n 1o n 3o
1 2 1 3
et = 1 + t + t + + tn + (a) L t 2 (b) and hence L t 2 (c) L t 2
2! n! 2
to show for all t > 0 that 10. Use the s-shifting property to determine the Laplace transforms of:
n t
t n!e for any fixed integer n 0 (a) f (t) = tet (b) f (t) = tet (c) f (t) = t2 et

and hence confirm that f (t) = tn has subexponential growth when t is large, for (d) f (t) = t3 e2t (e) f (t) = tn et (f) f (t) = t sinh(t)
any integer n.

5. Use the definition of the Laplace transform L{f (t)} = F (s) to show that
11. Invert the following Laplace transforms:
 
1 1
L{f (at)} = F s when a > 0. s1 1 2s + s2
a a (a) F (s) = (b) F (s) =
s2 s3
 1  1
Given that L et = , use the property above to verify that L eat = . 1 s
s1 sa (c) F (s) = (d) F (s) = using (a)
(1 + s)2 (1 + s)2
James G., Modern Engineering Mathematics (5th ed.) 2015.:

I Exercise set 11.2.6: Questions 1 and 3. as + b


(e) F (s) = for any constants a, b, c
(s + c)2
James G., Modern Engineering Mathematics (5th ed.) 2015.:
Inverting Laplace Transforms
I Exercise set 11.2.10: Questions 4.
6. Use partial fractions to invert each of the following Laplace transforms:
1 1 Laplace Transforms of derivatives
(a) F (s) = (b) F (s) =
s (1 s) 1 s2
12. Show that the known Laplace transform of f (t) = tn satisfies the derivative prop-
2s 5 erty
(c) F (s) = (d) F (s) = 2  
1 s2 s +s6 df 
L = sF (s) f (0) = L ntn1 .
dt
as + b 1
(e) F (s) = for constants a, b (f) F (s) =
s2 + 3s + 2 s (s2 1) Repeat using f (t) = et , f (t) = tet (see 10(a)) and f (t) = 21 (1 + t)2 (see 8(b)).
n  13. Determine the Laplace transform Y (s) of the solution y(t) of the following initial-
7. Use integration by parts to show that L{tn } = L tn1 when n is a positive
s value problems:
integer. Ensure that any limits that arise are evaluated carefully.
1 n! dy dy
Use that L{1} = to deduce that L{tn } = n+1 . (a) + y = 2 when y(0) = 1 (b) y = et when y(0) = 1
s s dt dt
8. Use the known value for L{tn } to determine the Laplace transforms of: dy dy
(c) + y = et when y(0) = 1 (d) + y = t when y(0) = 1
2 dt dt
(a) f (t) = 1 + t (b) f (t) = (1 + t)
Invert Y (s) and hence determine y(t) in each case.
1 1 n
(c) f (t) = (1 + t) (1 t) (d) f (t) = 1 + t + . . . + t for any positive integer n
2 n!

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14. Use the known values of L{sin(t)}, L{cos(t)}, along with other properties of 18. Solve each of the following initial-value problems using Laplace transforms:
circular functions and Laplace transforms, to determine the transforms of each of
d2 y dy dy
the following functions: (a) + 5 + 6y = 0 with y(0) = 0 and (0) = 1
dt2 dt dt
(a) f (t) = cos(2t) (b) f (t) = sin2 (t) (use an appropriate double-angle formulae)
d2 y dy dy
(b) + 2 + 5y = 0 with y(0) = 0 and (0) = 1
(c) f (t) = e t
cos(2t) (d) 2t
f (t) = e cos(3t) dt2 dt dt

d2 y dy
15. Use direct integration, using integration by parts, to determine L{teit } and hence (c) + y = 1 with y(0) = 0 and (0) = 0
dt2 dt
determine the values of L{t sin(t)} and L{t cos(t)}.
James G., Modern Engineering Mathematics (5th ed.) 2015.: d2 y dy dy
(d) + 2 + 5y = 5 with y(0) = 0 and (0) = 0
dt2 dt dt
I Exercise set 11.3.4: Questions 5.
d2 y dy dy
(e) + 3 + 2y = 2t + 1 with y(0) = 1 and (0) = 0
Applications to differential equations dt2 dt dt

16. Write Q(s) = s2 + 2s + 5 in the form (s + a)2 + 2 and hence determine the inverse 19. Use the derivative of transform property to determine Laplace transforms of each
transform of: of the following:
1 s+1 (a) f (t) = tet (b) f (t) = t sinh(t)
(a) F (s) = (b) F (s) =
s2 + 2s + 5 s2 + 2s + 5
s bs + c (c) f (t) = t cos(t) (d) f (t) = t2 exp(t)
(c) F (s) = (d) F (s) = for any constants b, c
s2 + 2s + 5 s2 + 2s + 5
20. A harmonic oscillator is excited at a different frequency from its natural mode,
17. Write each of the following as partial-fraction expansions and determine their in- so that
verse transforms: d2 y
+ y = sin(t) when 6= 1.
2 2s + 1 dt2
(a) F (s) = (b) F (s) = dy
s (s2 1) s2 (s + 1) Assuming that y(0) = 0 and (0) = 0, show that the Laplace transform of the
dt
s 2s 1 solution is
(c) F (s) = (d) F (s) =
s2 + 2s + 2 (s + 2) (s2 + 1) Y (s) = 2
(s + 2 ) (s2 + 1)
s2 2s + 6 and hence show that
(e) F (s) =
s3 s2 + 4s 4
1
y(t) = (sin(t) sin(t)) .
1 2
The near resonance case occurs when 1. How close to = 1 does the
excitation frequency = 1 + need to be for the size of the sin(t) part of the
response in y(t) to be about 100 times the forcing amplitude? What happens when
= 1 exactly?

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21. A harmonic system is said to resonate when it is forced at its natural frequency,
for example when
ENG1005
d2 y dy 1
+ y = sin(t) assuming that y(0) = 0 and (0) = ,
dt2 dt 2 Engineering Mathematics
find the Laplace transform Y (s) of the solution and hence determine y(t) for t > 0.
Deduce that max{|y|} over each period will always increase with time. Laplace Transforms Exercise Answers
(Hint: use the answer to 19(c) to assist in inverting the transform.)
James G., Modern Engineering Mathematics (5th ed.) 2015.:

I Exercise set 11.4.3: Questions 7-12. Laplace Transforms

1
Step functions and t-shifting  1  2
(a) L 1 et = for s > 0 (b) L 1 2et + e2t = for s > 0
s (s + 1) s (s + 1) (s + 2)
22. Use t-shifting to determine the inverse Laplace transforms of each of the following:
 1 1
es e2s (c) L et sinh(t) = for s > 2 (d) L{sinh(t) cosh(t)} = for s > 2
(a) F (s) = (b) F (s) = 2 s (s 2) s2 4
s s
 ea  (a + b) s ac
es 2e4s (e) L ea+bt = for s > b (f ) L a + bect = for s > c
(c) F (s) = (d) F (s) = sb s (s c)
1 + s2 s (s + 2)
2
in terms of the unit step function u(t). Sketch each of the inverse transforms as a 1 es 1 (s + 1) es
function of t 0. (a) L{f (t)} = for all s (b) L{f (t)} = for all s
s s2
23. Using the appropriate unit step functions, solve the initial-value problem s 1 + es b (1 eas )
( (c) L{f (t)} = for all s (d) L{f (t)} = for all s
s2 s
d2 y 1 if < t < 2
+y =
dt2 0 otherwise b (1 (as + 1) eas ) b (as 1 + eas )
(e) L{f (t)} = for all s (f ) L{f (t)} = for all s
as2 as2
dy
with the initial conditions y(0) = 1 and (0) = 0. Compare the form of y(t) for 3: The following have Laplace transforms:
dt  1
0 < t < with that for t > 2. What is the overall outcome of the temporary (a) f (t) = exp t2 , (e) f (t) = exp(exp(t)), (g) f (t) = and (i) f (t) = |sin(t)|.
forcing? What would happen to the final value if the forcing had been for < t < t+1
3 instead of < t < 2?
Inverting Laplace Transforms
Impulses and delta functions
6
1 t 
24. Demonstrate, using two simple functions such as f (t) = t and g(t) = et , that (a) f (t) = 1 et (b) f (t) = e et
2
the transform of a product f (t) g(t) is not necessarily equal to the product of the

transforms of f and g. Find two functions f and g for which it does happen to be (c) f (t) = et + et (d) f (t) = e2t e3t
true.
1 t 
(e) f (t) = (b a) et + (2a b) e2t (f ) f (t) = e + et 1
2

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8 Applications to differential equations


s+1  s2 + 2s + 2
(a) L{1 + t} = (b) L (1 + t)2 =
s2 s3 16
    1
1 2 s2 1 1 + s + . . . + sn (a) f (t) = et sin(2t) (b) f (t) = et cos(2t)
(c) L (1 + t) (1 t) = (d) L 1 + t + . . . + tn = 2
2 2s3 n! sn+1    
1 1
(c) f (t) = et cos(2t) sin(2t) (d) f (t) = et b cos(2t) + (c b) sin(2t)
9 2 2
n 1 o r
(a) L t 2 = 17
s (a) f (t) = 2 cosh(t) 2 (b) f (t) = t + 1 et
 
3 1 n 1 o 1r
(b) = so L t 2 = (c) f (t) = et (cos(t) sin(t)) (d) f (t) = cos(t) e2t
2 2 2 s3
  n 3 o 3r (e) f (t) = et sin(2t)
5 3
(c) = so L t 2 =
2 4 4 s5 18
1
10 (a) y(t) = e2t e3t (b) y(t) = et sin(2t)
 1  t
1  2 2
(a) L tet = (b) L te = (c) L te 2 t
=  
(s 1)2 (s + 1)2 (s 1)3 1
(c) y(t) = 1 cos(t) (d) y(t) = 1 et cos(2t) + sin(2t)
 6  n! 2s 2
n t
(d) L t3 e2t = (e) L t e = (f ) L{t sinh(t)} =
(s 2)4 (s + 1)n+1 (s2 1)2 (e) y(t) = t 1 + 3et e2t
11
1 2  19
(a) f (t) = 1 t (b) f (t) = t 4s + 2  1 2s
2 (a) L tet = (b) L{t sinh(t)} =
(s 1)2 (s2 2 )2
(c) f (t) = tet (d) f (t) = (1 t) et
s2 2  2
(c) L{t cos(t)} = (d) L t2 exp(t) =
(e) f (t) = (a + (b ac) t) e ct
(s2 + 2 )2 (s )3
1 1
20 100 so 0.995; this solution is undefined if = 1, but see below.
Laplace Transforms of derivatives 1 2 2
1 1
13 21 y(t) = t cos(t), for which |y| varies between t over each period in t, that is,
3 1 2 2
(a) y(t) = 2 et (b) y(t) = et et amplifies.
2 2

(c) y(t) = (1 + t) et (d) y(t) = t 1 + 2et


Step functions and t-shifting
14
s  2 22
(a) L{cos(2t)} = (b) L sin2 (t) = (a) f (t) = u(t 1) (b) f (t) = (t 2) u(t 2)
s2 + 4 s (s2 + 4)

 s+1  3 (c) f (t) = sin(t 1) u(t 1) (d) f (t) = 1 e2(t4) u(t 4)
(c) L et cos(2t) = (d) L e2t cos(3t) =
s2 + 2s + 5 s2 4s + 13  
 23 y(t) = cos(t) + 1 + cos(t) u(t ) 1 cos(t) u(t 2); cos(t) versus 3 cos(t);
1 s2 1 2s
15 L teit = 2 so L{t cos(t)} = 2 and L{t sin(t)} = . cos(t) for t > 3.
(s i) 2
(s + 1) (s + 1)2
2

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Partial Derivatives

ENG1005 3. Evaluate the first partial derivatives for each of the following functions

Engineering Mathematics (a) f (x, y) = cos(x) cos(y) (b) f (x, y) = sin(xy)

Multivariable Calculus Exercises loge (1 + x) x+y


(c) f (x, y) = (d) f (x, y) =
loge (1 + y) xy

(e) f (x, y) = xy (f) f (u, v) = uv 1 u2 v 2

Limits 4. For the function f (x, y) = y 2 sin(x) verify that


   
1. At which points in R2 are the following two variable functions discontinuous (if any)? f f
= .
x y y x
(x y)2
(a) f (x, y) = tan(x + y) (b) g(x, y) =
(x + y)2
James G., Modern Engineering Mathematics (5th ed.) 2015.:
1 + u + u2 2 2

(c) h(u, v) = (d) p(u, v) = exp u v
1 + v + v2 I Exercise set 9.6.4: Questions 37-45

2. Attempt to estimate the following limits as (x, y) approaches (a, b) by considering I Exercise set 9.6.8: Questions 57-64

I the limit along the y = b line, James G., Modern Engineering Mathematics (4th ed.) 2008.:

I the limit along the x = a line, and I Exercise set 9.6.4: Questions 37-45
I along any straight line line y = mx + c through that point (x, y) = (a, b) (for finite, I Exercise set 9.6.8: Questions 56-64
non-zero constant m).

If you find the same value for all three cases then the limit may be that value. Gradient vectors and directional derivatives
If one of these three cases does not agree with the other two or is undefined then the
limit does not exist. 5. Compute the directional derivative for each for the following functions in the stated
    direction. Be sure that you use a unit vector!
sin(x + y) (x + y 1)2
(a) lim (b) lim
(x,y)(0,0) x+y (x,y)(1,1) (x y + 1)2 (a) f (x, y) = 2x + 3y at (x, y) = (1, 2) in the direction v = 15 (3i + 4j)
 2   
x y2 1 1 exp(x2 y 2 ) 
(c) lim (d) lim (b) g(x, y) = sin(x) cos(y) at (x, y) =
, in the direction v = 1 (i + j)
(x,y)(1,0) x2 + y 2 1 (x,y)(0,0) xy 4 4 2

(c) h(x, y, z) = loge x2 + y 2 + z 2 at (x, y, z) = (1, 0, 1) in the direction v = i + j k

(d) q(x, y, z) = 4x2 3y 3 + 2z 2 at (x, y, z) = (0, 1, 2) in the direction of v = 2i 3j + k

(e) r(x, y, z) = z exp(2xy) at (x, y, z) = (1, 1, 1) in the direction of v = i 3j + 2k


p 
1 1 1
(f) w(x, y, z) = 1 x2 y 2 z 2 at (x, y, z) = , ,
2 2 2
in the direction of v = 2i j + k

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6. (a) Find the gradient vector for the function g(x, y, z) = x2 + y 2 1. 10. Use the result from the previous question to estimate the function at the stated points.
2 2
Compare your estimate with that given by a calculator.
(b) Rewrite the function g(x, y, z) = x + y 1 as a function of cylindrical coordinates,
that is, g(R, , z). (a) f (x, y) at (x, y) = (1.1, 1.9)

(c) Find the gradient vector for the function g(R, , z). 3 5

(b) g(x, y) at (x, y) = ,
16 16
7. (a) Find the gradient vector for the function g(x, y, z) = x2 + y 2 + z 2 1.
(c) h(x, y, z) at (x, y, z) = (0.8, 0.1, 0.9)
(b) Rewrite the function g(x, y, z) = x2 +y 2 +z 2 1 as a function of spherical coordinates,
that is, g(r, , ). (d) q(x, y, z) at (x, y, z) = (0.1, 1.1, 1.9)
(c) Find the gradient vector for the function g(r, , ).
(e) r(x, y, z) at (x, y, z) = (0.8, 1.2, 1.1)
cos()
8. Find the gradient vector for the function g(R, , z) = a cos() + in cylindrical
R (f) w(x, y, z) at (x, y, z) = (0.6, 0.4, 0.6)
coordinates for constant a > 0.

11. This is more a question on theory rather than being a pure number question. It is thus
James G., Modern Engineering Mathematics (5th ed.) 2015.:
not examinable.

I Exercise set 9.6.4: Question 46 Consider a function f = f (x, y) and its tangent plane approximation f at some point
P . Both of these may be drawn as surfaces in 3-dimensional space. You might ask -
How can I compute the normal vector to the surface for f at the point P ? And that is
James G., Modern Engineering Mathematics (4th ed.) 2008.:
exactly what we will do in this question.

I Exercise set 9.6.4: Question 46 Construct f at P (that is, write down the standard formula for f). Draw this as a
surface in the 3-dimensional space. This surface is a flat plane tangent to the surface
for f at P (hence the name, tangent plane).
Tangent planes Given your equation for the plane, write down a 3-vector normal to this plane. Hence
deduce the normal to the surface for the function f = f (x, y) at P .
9. Compute the tangent plane f approximation for each of the following functions at the
stated point. 12. Generalise your result from the previous question to surfaces of the form g(x, y, z) = 0.
This question is also a non-examinable extension. But it is fun! (agreed?).
(a) f (x, y) = 2x + 3y at (x, y) = (1, 2)



(b) g(x, y) = sin(x) cos(y) at (x, y) = ,
4 4


(c) h(x, y, z) = loge x2 + y 2 + z 2 at (x, y, z) = (1, 0, 1)

(d) q(x, y, z) = 4x2 3y 3 + 2z 2 at (x, y, z) = (0, 1, 2)

(e) r(x, y, z) = z exp(2xy) at (x, y, z) = (1, 1, 1)


p 
1 1 1
(f) w(x, y, z) = 1 x2 y 2 z 2 at (x, y, z) = , ,
2 2 2

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Maxima and Minima

13. Find all of the extrema (if any) for each of the following functions (you do not need to ENG1005
charactise the extrema).
Engineering Mathematics
(a) f (x, y) = 4 x2 y 2
 Multivariable Calculus Exercise Answers
(b) g(x, y) = xy exp x2 y 2

(c) h(x, y) = x x3 + y 2
 Limits
(d) p(x, y) = 2 x2 exp(y)

(e) q(x, y, z) = 4x2 + 3y 2 + z 2 1. At which points in R2 are the following two variable functions discontinuous (if any)?
  n o
 3 5
(f) r(x, y, z) = tan1 (x 1)2 + y 2 + z 2 (a) (x, y) : x + y = , , , . . . (b) (x, y) : x + y = 0
2 2 2
(c) None (d) None
James G., Modern Engineering Mathematics (5th ed.) 2015.:

I Exercise set 9.6.4: Question 79-81,86 2. (a) 1, (b) 1, (c) Undefined, (d) 1, (e) 0

James G., Modern Engineering Mathematics (4th ed.) 2008.: Partial Derivatives
I Exercise set 9.7.3: Question 76,78 3.
f f
(a) = sin(x) cos(y) and = cos(x) sin(y)
x y
f f
(b) = y cos(xy) and = x cos(xy)
x y
f 1 f loge (1 + x)
(c) = and =
x (1 + x) loge (1 + y) y (1 + y) log2e (1 + y)
f 2y f 2x
(d) = and =
x (x y)2 y (x y)2
f f
(e) = y and =x
x y
f  f 
(f) = v 1 3u2 v 2 and = u 1 u2 3v 2
u v
   
f f
4. For the function f (x, y) = y 2 sin(x) verify that = .
x y y x

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Gradient vectors and directional derivatives 12. For a surface written in the form g(x, y, z) = 0 the vector
     
5. g g g
N = g = i+ j+ k
18 35 2e2 2 x y z
(a) , (b) 0, (c) 0, (d) , (e) , (f)
5 14 14 6
is normal to the surface.
6. (a) g(x, y, z) = 2xi + 2yj + 0k.

(b) g(R, , z) = R2 1.
Maxima and Minima
(c) g(R, , z) = 2ReR + 0e + 0ez . Observe this vector points out radially from the
cylinder x2 + y 2 = 1 axis and is normal (perpendicular) to the cylinder surface. 13.
(a) (x, y) = (0, 0)
7. (a) g(x, y, z) = 2xi + 2yj + 2zk.
   
(b) (x, y) = (0, 0), (x, y) = 1 , 1 , (x, y) = 12 , 12 ,
(b) g(x, y, z) = r2 1. 2 2
   
(c) g(r, , ) = 2rer + 0e + 0e . Observe this vector points out radially from the (x, y) = 1 , 1 , (x, y) = 12 , 12
2 2
origin and is normal (perpendicular) to the spherical surface x2 + y 2 = 1.
     
cos() sin() (c) (x, y) = 1 , 0 and (x, y) = 13 , 0
8. g(R, , z) = e R + a sin() e + 0ez . 3
R2 R
(d) No extrema points
Tangent planes (e) (x, y, z) = (0, 0, 0)
9.
(a) f(x, y) = 8 + 2 (x 1) + 3 (y 2) (f) (x, y, z) = (1, 0, 0)

1 1  1  
(b) g(x, y) = + x y
2 2 4 2 4
(c) h(x, y, z) = loge (2) + (x 1) + (z 1)

(d) q(x, y, z) = 5 9 (y 1) + 8 (z 2)

(e) r(x, y, z) = exp(2) (1 + 2 (x 1) + 2 (y 1) + (z + 1))


     
1 1 1 1
(f) w(x, y, z) = x y z
2 2 2 2

10. The calculators answer is in brackets.


(a) 7.9 (7.900), (b) 0.304 (0.2397), (c) 0.393 (0.3784), (d) 3.7 (3.267),
(e) 0.149 (0.1613), (f) 0.4 (0.3464)
11. For a surface written in the form z = f (x, y) the vector
   
f f
N= i+ jk
x y
is normal to the surface.

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