Math Formula All Collection

Engineering Mathematics
2013
NAME OF THE SUBJECT
: Engineering Mathematics I
SUBJECT CODE
: MA2111
NAME OF THE METERIAL
: Formula Material
MATERIAL CODE
: JM08AM1001
(Scan the above Q.R code for the direct download of this material)
Unit I (Matrices)
1. The Characteristic equation of matrix A is
a) 2 S1 S2 0 if A is 2 X 2 matrix
Where S1 Sum of the main diagonal elements.

S2 A
b) 3 S1 2 S 2 S 3 0 if A is 3 X 3 matrix
Where S1 Sum of the main diagonal elements.
S 2 Sum of the minors of the main diagonal elements.
S3 A
2. To find the eigenvectors solve A I X 0 .

3. Property of eigenvalues:
Let A be any matrix then
a) Sum of the eigenvalues = Sum of the main diagonal.
b) Product of the eigenvalues = A
c) If the matrix A is triangular then diagonal elements are eigenvalues.
d) If is an eigenvalue of a matrix A, the
1
is the eigenvalue of A1 .
e) If 1 , 2 , ...n are the eigenvalues of a matrix A, then 1m , 2m , ... nm are

eigenvalues of Am .( m being a positive integer)
f) The eigenvalues of A & AT are same.
4. Cayley-Hamilton Theorem:
Every square matrix satisfies its own characteristic equation. (ie) A I 0 .
Prepared by Mr.C.Ganesan, M.Sc.,M.Phil., (Ph: 9841168971)
Page 1
5. Matrix of Q.F
2013
coeff ( x 12 )
1
coeff ( x1 x2 )
2
1
coeff ( x2 x1 )
2
1
coeff ( x3 x1 )
2
coeff ( x 22 )
1
coeff ( x1 x3 )
2
1
coeff ( x2 x3 )
2
1
coeff ( x3 x2 )
2
coeff ( x 32 )
6. Index = p = Number of positive eigenvalues

Rank = r = Number of non-zero rows
Signature = s = 2p-r
7. Diagonalisation of a matrix by orthogonal transformation (or) orthogonal
reduction:
Working Rules:
Let A be any square matrix of order n.
Step:1 Find the characteristic equation.
Step:2 Solve the characteristic equation.
Step:3 Find the eigenvectors.
Step:4 Form a normalized model matrix N, such that the eigenvectors are orthogonal.
Step:5 Find N T .
Step:6 Calculate D=N T AN .
Note:
We can apply orthogonal transformation for symmetric matrix only.
If any two eigenvalues are equal then we must use a, b, c method for third eigenvector.
Unit II (Three Dimensional Analytical Geometry)

1. Equation of the sphere, general form x 2 y 2 z 2 2ux 2vy 2wz d 0 ,
x coefficient y coefficient z coefficient

,
,
centre
,
2
2
2
x coefficient
y coefficient
z coefficient
u
v
w
2
2
2
radius r u2 v 2 w 2 d .
Page 2
2013
2. Equation of the sphere with centre a , b, c , radius r is
x a
y b z c r 2 .
2
3. Equation of the sphere with centre origin and radius r is x 2 y 2 z 2 r 2 .

4. Equation of circle:
The curve of intersection of a sphere by a plane is a circle. So, a circle can
be represented by two equations, one being the equation of a sphere and the
other that of a plane. Thus, the equation x 2 y 2 z 2 2ux 2vy 2wz d 0,
x my nz p taken together represent a circle.
5. Tangent plane:
Equation of tangent plane of sphere at the point x1 , y1 , z1 is
xx1 yy1 zz1 u x x1 v y y1 w z z1 d 0 .

6. Condition for the plane x my nz p to be a tangent plane to the sphere
u mv nw p
2
m 2 n2 u2 v 2 w 2 d .
7. Condition for the spheres to cut orthogonally 2u1u2 2v1v2 2w1 w2 d1 d 2 .

8. Equation of Right Circular Cone is
2
2
2
2
x m y n z 2 m 2 n 2 x y z cos 2
9. Equation of Right Circular Cylinder is

n y m z
2
z n x
m x
r2
m 2 n2
If radius is not given

r2 x y z
2
x m y n z
2
m 2 n2
Unit III (Differential Calculus)

1. Curvature of a circle = Reciprocal of its radius
2. Radius of curvature with Cartesian form
3. Radius of curvature if y1 ,
1 x
2
1
x2
1 y
2
1
3
2
y2
3
2
, where x1
dx
dy
Page 3
2013
4. Radius of curvature in implicit form
2
x
2
y
3
2
f xx f 2 f xy f x f y f yy f x2
2
y
5. Radius of curvature with paramatic form
x 2 y 2
3
2
xy xy
6. Centre of curvature is x , y .
7. Circle of curvature is x x y y 2 .
2
where x x
y1 1 y12
y2
1 y
y y
2
1
y2
8. Evolute: The locus of centre of curvature of the given curve is called evolute of
the curve.
x x
y1 1 y12
y2
1 y
y y
2
1
y2
9. Envelope: The envelope is a curve which meets each members of a family of

curve.
If the given equation can be rewrite as quadratic equation in parameter, (ie)
A 2 B C 0 where A, B , C are functions of x and y then the envelope is
B 2 4 AC 0 .
10. Evolute as the envelope of normals.

Equations
Normal equations
y 2 4ax
y xt at 3 2at
x 2 4ay
x yt at 3 2at
x2 y2
1
a 2 b2
ax
by
a 2 b2
cos sin
x2 y2
1
a 2 b2
ax
by
a 2 b2
sec tan
Page 4
2
2013
x cos y sin a cos 2
x3 y3 a3
xy c 2
y xt 2
c
ct 3
t
Unit IV (Functions of several variables)

1. Eulers Theorem:
If f is a homogeneous function of x and y in degree n , then
(i) x
f
f
y
nf
x
y
(first order)
2
2 f
2 f
2 f
(ii) x
2 xy
y
n n 1 f
x 2
xy
y 2
2
2. If u f ( x , y , z ) , x g1 (t ), y g2 (t ), z g3 (t ) then
(second order)
du u dx u dy u dz
dt x dt y dt z dt
3. If u f ( x, y ), x g1 (r , ), y g2 (r , ) then
(i)
u u x u y
r x r y r
(ii)
u u x u y
x y
4. Maxima and Minima :

Working Rules:
Step:1 Find f x and f y . Put f x 0 and f y 0 . Find the value of x and y.
Step:2 Calculate r f xx , s f xy , t f yy . Now rt s 2
Step:3
i. If 0 , then the function have either maximum or minimum.

1. If r 0 Maximum
2. If r 0 Minimum
ii. If 0, then the function is neither Maximum nor Minimum, it is
called Saddle Point.
iii. If 0, then the test is inconclusive.
5. Maxima and Minima of a function using Lagranges Multipliers:

Let f ( x , y , z ) be given function and g ( x , y , z ) be the subject to the condition.
Page 5
Form
2013
F ( x , y , z ) f ( x , y , z ) g ( x , y , z ) , Putting Fx Fy Fz F 0 and
then find the value of x,y,z. Next we can discuss about the Max. and Min.
6. Jacobian:
u
x
u , v ( u, v )
Jacobian of two dimensions: J
x , y ( x , y ) v
x
u
y
v
y
7. The functions u and v are called functionally dependent if

8.
( u, v )
0.
( x, y)
( u, v ) ( x , y )
1
( x , y ) ( u, v )
9. Taylors Expansion:
f ( x , y ) f (a , b)
1
1 2
hf x (a , b) kf y (a , b)
h f xx (a , b) 2hkf xy (a , b) k 2 f yy (a , b)
1!
2!
1 3
h f xxx (a , b ) 3h2 kf xxy (a , b ) 3hk 2 f xyy (a , b ) k 3 f yyy (a , b ) ...
3!
where h x a and k y b
Unit V (Multiple Integrals)

1.
2.
x
0
y
0
f ( x , y )dxdy
x : a to b and y : o to x (Here the first integral is w.r.t. y)
f ( x , y )dxdy
x : 0 to y and y : a to b (Here the first integral is w.r.t. x)
3. Area dxdy (or)
dydx
R
x r cos
To change the polar coordinate y r sin

dxdy rdrd
4. Volume dxdydz (or) dzdydx
V
GENERAL:
Page 6
x
sin 1
a
a x
dx
1.
2.
3.
4.
a 2 x 2 dx
dx
a x
2
dx
1
x
tan 1
2
x
a
a
(or)
dx
1 x
(or)
sin 1 x
dx
1 x
n1 n 3 2
.
... .1
n n2 3
sin n x dx cos n x dx
n1 n 3 1
.
... .
n n2 2 2
/2
x dx
cos
/2
log x 1 x 2
x 2
a2
x
a x 2 sin 1
2
2
a
/2
n
dx
tan 1 x
1 x2
x dx
sin
0
6.
(or)
log x a 2 x 2
/2
5.
2013
if n is odd and n 3
if n is even
Page 7
2013
SUBJECT NAME
: Engineering Mathematics II
SUBJECT CODE
: MA 2161
MATERIAL NAME
: Formula Material
MATERIAL CODE
: JM08AM1003
Name of the Student:
Branch:
Unit I (Ordinary Differential Equation)

1. ODE with constant coefficients: Solution y C.F + P.I
Complementary functions:
Sl.No.
1.
Nature of Roots
m1 m2
C.F
( Ax B)e mx
2.
m1 m2 m3
Ax
3.
m1 m2
Ae m1 x Be m2 x
4.
m1 m2 m3
Ae m1 x Be m2 x Ce m3 x
5.
( Ax B)e mx Ce m3 x
6.
m1 m2 , m3
m i
7.
m i
Bx c e mx
e x ( A cos x B sin x )
A cos x B sin x
Particular Integral:
Type-I
If f ( x ) 0
then P . I 0
Type-II
If f ( x ) e ax
P .I
1 ax
e
( D)
Prepared by C.Ganesan, M.Sc., M.Phil., (Ph: 9841168917)
Page 1
2013
Replace D by a . If ( D ) 0 , then it is P.I. If ( D ) 0 , then diff. denominator

w.r.t D and multiply x in numerator. Again replace D by a . If you get denominator
again zero then do the same procedure.
Type-III
Case: i If f ( x ) sin ax ( or ) cos ax
1
P .I
sin ax (or) cos ax
( D)
Here you have to replace only for D 2 not for D . D 2 is replaced by a 2 . If the
denominator is equal to zero, then apply same procedure as in Type I.
Case: ii If f ( x ) Sin2 x (or) cos2 x (or) sin3 x (or) cos3 x
1 cos 2 x
1 cos 2 x
, cos 2 x
,
2
2
3
1
3
1
sin 3 x sin x sin 3 x , cos 3 x cos x cos 3 x and separate P . I1 & P . I 2
4
4
4
4
Use the following formulas Sin 2 x
Case: iii If f ( x ) sin A cos B ( or ) cos A sin B ( or ) cos A cos B ( or ) sin A sin B
Use the following formulas:
1
sin( A B ) sin( A B )
2
1
(ii) cos A sin B Sin( A B ) sin( A B )
2
1
( iii ) cos A cos B cos( A B ) cos( A B )
2
1
( iv ) sin A sin B cos( A B ) cos( A B )
2
( i ) s in A cos B
Type-IV
If f ( x) x m
1
xm
( D)
1
xm
1 g ( D)
P.I
Page 2
2013
1 g ( D) x m
1
Here we can use Binomial formula as follows:

i) 1 x 1 x x 2 x3 ...
1
ii) 1 x 1 x x 2 x3 ...
1
iii) 1 x 1 2 x 3x 2 4 x3 ...
2
iv) 1 x 1 2 x 3x 2 4 x3 ...
2
v) (1 x)3 1 3x 6 x2 10 x3 ...
vi) (1 x)3 1 3x 6 x 2 10 x3 ...
Type-V
If f ( x) eaxV
P.I
where V sin ax,cos ax, xm

1 ax
e V
( D)
First operate e ax by replacing D by D+a.

eax
1
V
( D a)
Type-VI
If f ( x) x nV
where V sin ax, cos ax
sin ax I.P of eiax

cos ax R.P of eiax
Type-VII (Special Type Problems)

If f ( x ) sec ax (or) cosecax (or) tan ax
P.I
1
f ( x) e ax e ax f ( x)dx
Da
1. ODE with variable co-efficient: (Eulers Method)

The equation is of the form x 2
d2y
dy
x y f ( x)
2
dx
dx
Page 3
2013
Implies that ( x2 D2 xD 1) y f ( x)
To convert the variable coefficients into the constant coefficients
Put z log x implies x e z
xD D
x 2 D 2 D( D 1)
where D
x 3 D 3 D( D 1)( D 2)
d
d
and D
dx
dz
The above equation implies that D( D 1) D 1 y f ( x) which is O.D.E

with constant coefficients.
2. Legendres Linear differential equation:
d2y
dy
The equation if of the form (ax b)2 2 (ax b) y f ( x)
dx
dx
z
Put z log( ax b) implies (ax b) e
(ax b) D aD
d
d
(ax b) 2 D 2 a 2 D( D 1)
where D
and D
dx
dz
(ax b)3 D 3 a 3 D( D 1)( D 2)
3. Method of Variation of Parameters:
The equation is of the form a
C.F Ay1 By2 and
d2 y
dy
b cy f ( x )
2
dx
dx
P.I Py1 Qy2

y2 f ( x )
where P
dx and
y1 y2 y1 y2
y1 f ( x)
Q
dx
y1 y2 y1 y2
Unit II (Vector Calculus)

1. Vector differential operator is i / x j / y k / z
2. Gradient of i / x j / y k / z
3. Divergence of F F
Page 4
2013
4. Curl of F XF / x / y / z
F1
F2
F3
5. If F is Solenoidal vector then F 0

6.
7. If F is Irrotational vector the XF 0
8. Maximum Directional derivative
9. Directional derivative of in the direction of a
a
a
10. Angle between two normals to the surface cos
n1 n2
n1 n2
Where n1 1 at ( x , y , z ) & n2 2 at ( x , y
1
11. Unit Normal vector, n
2 , z2 )
12. Equation of tangent plane l ( x x1 ) m( y y1 ) n( z z1 ) 0

Where l, m,n are coefficient of i , j , k in .
13. Equation of normal line
x x1 y y1 z z1
l
m
n
14. Work Done = F dr , where dr dxi dyj dzk

C
15. If F .dr be independent of the path is that curlF 0

C
16. In the surface integral dS
dxdy
n.k
, dS
dydz
dzdx
, dS
& dS ndS
n.i
n. j
Page 5
2013
17. Greens Theorem:

If u, v,
u v
are continuous and one-valued functions in the region R enclosed
,
y x
v u
by the curve C, then udx vdy dxdy .
x y
C
R
18. Stokes Theorem:

Let F be the vector point function, around a simple closed curve C and over the
open surface S having as its boundary, then
dr xF nds
19. Gauss Divergence Theorem:

Let F be a vector point function in a region R bounded by a closed surface S,
then
Fdv
F nds
S
Unit III (Analytic Function)

1. Necessary condition for f(z) is analytic function
Cauchy Riemann Equations:
u v
v
u
&
x y
x
y
2. Polar form of Cauchy-Riemann Equations:

3. Condition for Harmonic function:
(C-R equations)
u 1 v
v
1 u
&
r r
r
r
2u 2u
0
x 2 y 2
4. If the function is harmonic then it should be either real or imaginary part of a

analytic function.
5. Milne Thomson method: (To find the analytic function f(z))
i)
If u is given f ( z ) u x ( z, 0) iu y ( z, 0) dz
ii)
If v is given f ( z ) v y ( z, 0) ivx ( z, 0) dz
Page 6
2013
6. To find the analytic function

f ( z ) u iv ; if ( z ) iu v adding these two
i)
We have (u v ) i (u v ) (1 i ) f ( z )
then F ( z ) U iV where U u v, V u v & F ( z ) (1 i ) f ( z )
Here we can apply Milne Thomson method for F(z).
7. Bilinear transformation:
w w1 w2 w3 z z1 z2 z3
w1 w2 w3 w z1 z2 z3 z
Unit IV (Complex Integration)

1. Cauchys Integral Theorem:
If f(z) is analytic and f ( z ) is continuous inside and on a simple closed curve C,
then
f ( z)dz 0 .
c
2. Cauchys Integral Formula:

If f(z) is analytic within and on a simple closed curve C and z0 is any point inside
C, then
f ( z)
z a dz 2 if (a)
3. Cauchys Integral Formula for derivatives:

If a function f(z) is analytic within and on a simple closed curve C and a is any
point lying in it, then f (a)
Similarly f (a )
1
f ( z)
dz
2 i C z a 2
2!
f ( z)
n!
f ( z)
dz , In general f ( n ) (a)
dz
3
2 i C z a
2 i C z a n 1
4. Cauchys Residue theorem:

If f(z) be analytic at all points inside and on a simple closed cuve c, except for a
finite number of isolated singularities z1 , z2 , z3 ,...zn inside c, then
f ( z)dz 2 i(sum of the residues of f ( z )) .

C
Page 7
2013
5. Critical point:
The point, at which the mapping w = f(z) is not conformal, (i.e) f ( z ) 0 is called
a critical point of the mapping.
6. Fixed points (or) Invariant points:
The fixed points of the transformation w
az b
is obtained by putting w = z in
cz d
the above transformation, the point z = a is called fixed point.

7. Re s{ f ( z )} Lt ( z a) f ( z )
(Simple pole)
z a
1
d m1
Lt m1
(m 1)! z a dz
8. Re s{ f ( z )}
z a
f ( z)
(Multi Pole (or) Pole of order m)
P( z )
z a Q( z )
9. Re s{ f ( z )} Lt
10. Taylor Series:
A function f ( z ) , analytic inside a circle C with centre at a, can be expanded in

the series
( z a)
( z a) 2
( z a)3
( z a) n ( n )
f ( z ) f (a)
f ( a)
f ( a)
f (a) ...
f (a) ...
1!
2!
3!
n!
Maclaurins Series:
Taking a = 0, Taylors series reduce to

f ( z ) f (0)
z
z2
z3
f (0)
f (0)
f (0) ...
1!
2!
3!
11. Laurents Series:
n 0
where an
bn
n
n 1 ( z a )
f ( z ) an ( z a ) n
1
f ( z)
1
f ( z)
dz & bn
dz , the integrals being
n 1
2 i C1 ( z a )
2 i C2 ( z a )1 n
taken anticlockwise.
12. Isolated Singularity:
A point z z0 is said to be isolated singularity of f ( z ) if f ( z ) is not analytic at
z z0 and there exists a neighborhood of z z0 containing no other singularity.
Page 8
Example:
2013
1
. This function is analytic everywhere except at z 0 .
z
f ( z)
z 0 is an isolated singularity.
13. Removable Singularity:
A singular point z z0 is called a removable singularity of f ( z ) if
lim
f ( z)
z z0
exists finitely.
Example:
lim
f ( z ) lim
z0
sin z
1
(finite) z 0 is a removable
z
z0
singularity.
14. Essential Singularity:
If the principal part contains an infinite number of non zero terms, then z z0 is
known as a essential singularity.
Example:
1 / z 1 / z
f ( z) e 1
... has z 0 as an essential

1!
2!
2
1
z
singularity.
CONTOUR INTEGRATION:
15. Type: I
The integrals of the form
f (cos ,sin ) d Here we shall choose the contour
as the unit circle C : z 1 or z ei ,0 2 . On this type cos

sin
z2 1
,
2z
z 2 1
1
and d dz .
iz
2iz
16. Type: II
Improper integrals of the form
P( x)
Q( x) dx , where P(x) and Q(x) are polynomials
in x such that the degree of Q exceeds that of P at least by two and Q(x) does not
vanish for any x. Here
f ( z )dz
f ( x)dx f ( z )dz as R
f ( z )dz 0 .
Page 9
2013
17. Type: III

The integrals of the form
f ( x) cos mxdx (or)
f ( x) sin mxdx where
f ( x ) 0 as x .
Unit V (Laplace Transform)
1. Definition: L f (t ) e st f (t )dt
0
2.
Sl.No
1.
L 1
2.
L t n
3.
L e at
4.
L e at
5.
L sin at
6.
L cos at
7.
L sinh at
8.
L cosh at
3. Linear Property:
1
s
n ! ( n 1)
s n 1
s n 1
1
sa
1
sa
a
2
s a2
s
2
s a2
a
2
s a2
s
2
s a2
L af (t ) bg (t ) aL f (t ) bL g (t )
4. First Shifting property:

If L f (t ) F ( s) , then
i) L eat f (t ) F ( s) s s a
ii) L e at f (t ) F ( s ) s s a
Page 10
2013
5. Second Shifting property:

If L f (t ) F ( s) ,
f (t a ), t a
g (t )
ta
0,
then L g (t ) e as F ( s)
6. Change of scale:
If L f (t ) F ( s) , then L f (at )
1 s
F
a a
7. Transform of derivative:
If L f (t ) F ( s) , then L tf (t )
d2
d
F ( s ) , L t 2 f (t ) 2 F ( s) ,
ds
ds
dn
In general L t n f (t ) (1) n n F ( s)
ds
8. Transform of Integral;
If L f (t ) F ( s) , then L f (t ) F ( s )ds
t
s
9. Initial value Theorem:

Lt f (t ) Lt sF ( s )
t 0
10. Final value Theorem:

Lt f (t ) Lt sF ( s )
t
s0
11.
Sl.No
1.
2.
3.
4.
5.
1
L1
s
1
L1
s a
1
L1
s a
s
L1 2
2
s a
1
L1 2
2
s a
1
e at
e at
cos at
1
sin at
a
Page 11
6.
7.
8.
2013
s
L1 2
2
s a
1
L1 2
2
s a
1
sinh at
a
1
L1 n
s
t n 1
(n 1)!
cosh at
12. Deriative of inverse Laplace Transform:

1 1
L1 F ( s )
L F ( s )
t
t
13. Colvolution of two functions:
f (t ) g (t ) f (u ) g (t u )du
0
14. Covolution theorem:

If f(t) & g(t) are functions defined for t 0 then L f (t ) g (t ) L f (t ) L g (t )
15. Convolution theorem of inverse Laplace Transform:
L1 F (s)G(s) L1 F (s) L1 G (s )
16. Solving ODE for second order differential equations using Laplace Transform
i) L y(t ) sL y(t ) y(0)
ii) L y(t ) s 2 L y (t ) sy (0) y(0)
iii) L y(t ) s3 L y(t ) s 2 y(0) sy(0) y(0)
17. Solving integral equation: L
take y L y (t )
1
y (t ) dt L y (t )
s
18. Inverse Laplace Transform by Contour Integral method
1
F ( s)e st ds
2 i c
L1 F ( s)
19. Periodic function in Laplace Transform:

If f(x+T) = f(x), then f(x) is periodic function with period T.
L f (t )
1
1 e sT
e st f (t )dt
Page 12
2013
SUBJECT NAME
: Transforms and Partial Diff. Eqns.
SUBJECT CODE
: MA2211
MATERIAL NAME
: Formula Material
MATERIAL CODE
: JM08AM3005
Branch:
Unit I (Fourier Series)

1)
Dirichlets Conditions:
Any function f ( x ) can be expanded as a Fourier
a
series 0 an cos nx bn sin nx where a0 , an , bn are constants provided the
2 n 1
n 1
following conditions are true.
f ( x ) is periodic, single valued and finite.
f ( x ) has a finite number of discontinuities in any one period.
f ( x ) has at the most a finite number of maxima and minima.
2)
The Fourier Series in the interval (0,2):
a
f ( x ) 0 an cos nx bn sin nx
2 n 1
n 1
Where a0
3)
f ( x )dx , an
f ( x )cos nxdx , bn
f ( x )sin nxdx
The Fourier Series in the interval (-,):
a0
f ( x ) an cos nx bn sin nx
2 n 1
n 1
2
f ( x )dx , an f ( x )cos nxdx , bn f ( x )sin nxdx

0
0
0
In this interval, we have to verify the function is either odd function or
even function. If it is even function then find only a0 and an ( bn 0 ). If it is odd
function then find only bn ( a0 an 0 ).
Where a0
Page 1
2013
If the function is neither odd nor even then you should find
1
a0 , an and bn by using the following formulas a0 f ( x )dx ,

an
4)
f ( x )cos nxdx , bn
f ( x )sin nxdx .
The half range Fourier Series in the interval (0,):

The half range Cosine Series in the interval (0,):
a
f ( x ) 0 an cos nx
2 n 1
2
0
0
The half range Sine Series in the interval (0,):
Where a0
f ( x )dx , an
f ( x )cos nxdx
f ( x ) bn sin nx
n 1
7)
8)
f ( x )sin nxdx
a02 2
[an bn2 ]
0
4 n 1
The Parsevals Identity in the interval (-,):
a02 2
2
2
[
f
(
x
)]
dx
[an bn2 ]
0
4 n 1
The Parsevals Identity for half range cosine series in the interval (0,):
a02 2
2
2
[
f
(
x
)]
dx
an
0
4 n 1
The Parsevals Identity for half range sine series in the interval (0,):
2
2
[
f
(
x
)]
dx
bn2
6)
0
The Parsevals Identity in the interval (0,2):
Where bn
5)
2
[ f ( x )] dx
n 1
Change of interval:
9)
The Fourier Series in the interval (0,2):
a
n x
n x
f ( x ) 0 an cos
bn sin
2 n 1
n 1
Where a0
f ( x )dx , an
f ( x )cos
n x
dx , bn
f ( x )sin
n x
dx
Page 2
10)
2013
The Fourier Series in the interval (-, ):
a
n x
n x
f ( x ) 0 an cos
bn sin
2 n 1
n 1
Where a0
f ( x )dx , a
f ( x )cos
n x
dx , bn
f ( x )sin
n x
dx
In this interval, you have to verify the function is either odd function or even
function. If it is even function then find only a0 and an ( bn 0 ). If it is odd
function then find only bn ( a0 an 0 ).
11)
The half range Fourier Series in the interval (0, ):

The half range Cosine Series in the interval (0, ):
a
n x
f ( x ) 0 an cos
2 n 1
Where a0
f ( x )dx , a
f ( x )cos
n x
dx
The half range Sine Series in the interval (0, ):
n x
f ( x ) bn sin
n 1
Where bn
f ( x )sin
n x
dx
12)
13)
14)
15)
The Parsevals Identity in the interval (0,2):

2
a02 2
1
2
[
f
(
x
)]
dx
[an bn2 ]
0
4 n 1
The Parsevals Identity in the interval (-,):
a02 2
2
2
[
f
(
x
)]
dx
[an bn2 ]
0
4 n 1
The Parsevals Identity for half range cosine series in the interval (0,):
a02 2
2
2
an
0 [ f ( x )] dx 4
n 1
The Parsevals Identity for half range sine series in the interval (0,):
2
2
[
f
(
x
)]
dx
bn2
n 1
Page 3
16)
2013
Harmonic Analysis:
The method of calculation of Fourier constants by means of numerical
calculation is called as Harmonic analysis.
f ( x)
a0
an cos nx bn sin nx
2 n 1
n 1
where
2
2
2
2
a0 y , a1 y cos x , a2 y cos 2 x , a3 y cos 3 x , ...
n
n
n
n
b1
2
2
2
y sin x , b 2 y sin 2 x , b 3 y sin 3 x , ...
n
n
n
2 x
.
T
Where T is period, n is the number of values given. If the first and last y values
are same we can omit one of them.
When the values of x is given as numbers the is calculated by
Complex form of Fourier Series:

17)
18)
19)
20)
The Complex form of Fourier Series in the interval (0,2):

2
1
inx
where cn
f ( x ) cn e
f ( x )e inx dx
n
0
The Complex form of Fourier Series in the interval (-,):
1
inx
where cn
f ( x ) cn e
f ( x )e inx dx
2
n
The Complex form of Fourier Series in the interval (0,2):
2
in x
in x
1
where cn
f ( x ) cn e
f ( x )e
dx
2 0
n
The Complex form of Fourier Series in the interval (-,):
in x
in x
1
where cn
f ( x ) cn e
f
(
x
)
e
dx
2
n
Unit II (Fourier Transforms)

1)
Fourier Integral theorem

The Fourier integral theorem of f ( x ) in the interval ,
f ( x)
is
f ( x )cos ( t )dxd
Page 4
2)
2013
Convolution Theorem
If F [ s ] and G[ s ] are the Fourier transform of the functions f ( x ) and
g ( x ) respectively, then F [ f ( x )* g( x )] F s .G s
3)
4)
5)
6)
7)
8)
9)
The Fourier Transform of a function f ( x ) is given by F [ f ( x )] is denoted by

F [ s] .
Fourier Transform F [ s ] F [ f ( x )]
Inverse Fourier Transform f ( x )
11)
f ( x )e isx dx
F [ s]e
isx
0
If f ( x ) e ax then the Fourier Cosine and Sine transforms as follows
Fourier Cosine Transform Fc [ s ] Fc [ f ( x )]
f ( x )cos sx dx
a
a s2
2
s
b) Fs [ f ( x )]
2
a s2
Property
d
a) Fs [ xf ( x )] Fc [ f ( x )]
ds
d
b) Fc [ xf ( x )] Fs [ f ( x )]
ds
Parsevals Identity
a)
b)
12)
ds
2
The Fourier transforms and Inverse Fourier transforms are called Fourier
transforms pairs.
2
Fourier Sine Transform Fs [ s ] Fs [ f ( x )]
f ( x )sin sx dx
a) Fc [ f ( x )]
10)
F ( s ) ds
f ( x ) dx
Fc ( s )Gc ( s )ds f ( x ) g( x )dx (Or)
Fc ( s ) ds f ( x ) dx
2
Condition for Self reciprocal F [ f ( x )] f ( s )
Page 5
2013
Unit III (Partial Differential Equation)

1) Lagranges Linear equation
The equation of the form Pp Qq R
dx dy dz
then the subsidiary equation is
P
Q
R
2) Homogeneous Linear Partial Differential Equation of higher order with constant
coefficients:
2z
2z
2z
The equation of the form a 2 b
c 2 f ( x, y)
x
x y
y
The above equation can be written as
aD2 bDD cD2 z f ( x, y ) .. (1)
2
where D 2 , D
and D 2 , D
y
y
x
x
The solution of above equation is z = C.F + P.I
Complementary Function (C.F) :
2
Sl.No.
1
To find C.F consider the auxiliary equation by replacing D by m and D by

1.The equation (1) implies that am 2 bm c 0 , solving this equation
we get two values of m. The following table gives C.F of the above
equation.
Nature of m
Complementary Function
C.F = f1 ( y m1 x ) f 2 ( y m2 x )
m1 m2
m1 m2
C.F = f1 ( y mx ) xf 2 ( y mx )
m1 m2 m3
C.F = f1 ( y m1 x ) f 2 ( y m2 x ) f 3 ( y m3 x )
m1 m2 m3
C.F = f1 ( y mx ) xf 2 ( y mx ) x 2 f 3 ( y mx )
m1 m2 , m3 is different
C.F = f1 ( y mx ) xf 2 ( y mx ) f 3 ( y m3 x )
Particular Integral (P.I) :

To find P.I consider ( D, D) aD2 bDD cD 2 .
Type: 1 If f ( x , y ) 0 , then P.I 0 .
Type: 2
If f ( x, y ) e ax by
P .I
1
e ax by
( D , D )
Page 6
2013
Replace D by a and D by b. If ( D , D ) 0 , then it is P.I.

If ( D , D ) 0 , then diff. denominator w.r.t D and multiply x in
numerator. Again replace D by a and D by b. If again
denominator equal to zero then continue the same procedure.
Type: 3
If f ( x , y ) sin( ax by ) (or ) cos( ax by )

1
sin(ax by ) (or ) cos(ax by )
( D , D )
Here replace D 2 by a 2 , D 2 by b 2 and DD by ab . Do not
replace for D and D . If the denominator equal to zero, then
apply the same producer as in Type: 2.
P .I
Type: 4
If f ( x, y ) x m y n
1
xm yn
( D , D )
1
xm yn
1 g ( D , D )
P .I
1 g ( D , D ) x m y n
1
Here we can use Binomial formula as follows:

i) 1 x 1 x x 2 x 3 ...
1
ii) 1 x 1 x x 2 x 3 ...
1
iii) 1 x 1 2 x 3 x 2 4 x 3 ...
2
iv) 1 x 1 2 x 3 x 2 4 x 3 ...
2
v) (1 x )3 1 3 x 6 x 2 10 x 3 ...
vi) (1 x )3 1 3 x 6 x 2 10 x 3 ...
Type: 5 If f ( x, y ) e ax by V , where
V=sin(ax by ) (or) cos(ax by ) (or) x m y n

1
e ax by V
( D , D )
First operate e ax by by replacing D by D a and D by D a .
1
P . I e ax by
V , Now this will either Type: 3 or
( D a , D b )
Type: 4.
P .I
Page 7
2013
Type: 6 If f ( x , y ) y sin ax (or) y cos ax

1
y sin ax
( D , D )
1
y sin ax
D m1 D D m2 D
P .I
y c m2 x
1
c m2 x sin ax dx (Apply Bernouilis method)
D m1 D
3) Solution of Partial Differential Equations:

Standard Type: 1
Equation of the form f ( p, q ) 0
Standard Type: 2
Assume that z ax by c be the solution the above

equation.put p a and q b in equation (1), we get
f (a , b ) 0 . Now, solve this, we get b (a ) .
z ax (a ) y c which is called Complete solution.
Equation of the form z px qy f ( p, q ) (Clairauts form)
The Complete solution is z ax by f (a , b) . To find
Singular integral diff. partially w.r.t a & b , equate to zero
and eliminate a and b .
Standard Type: 3
Equation of the form f1 ( x, p) f 2 ( y, q)

The solution is z pdx qdy .
Standard Type: 4
Equation of the form f ( z , p, q ) 0

In this type put u x ay , then p
dz
dz
,q a
du
du
Unit IV (Application of Partial Differential Equation)

1) The One dimensional Wave equation:
2
2 y
2 y
a
t 2
x 2
The three solutions of the above equation are

i)
y( x , t ) Ae px Be px Ce pat De pat
ii)
y( x , t ) A cos px B sin px C cos pat D sin pat
iii)
y( x , t ) Ax B Ct D
Page 8
2013
But the correct solution is ii),
y( x , t ) A cos px B sin px C cos pat D sin pat .
2) The One dimensional Heat flow equation:
u
2u
2 2
t
x
k

c
2
k Thermal Conductivity
where Density
c Specific Heat

i)
u( x , t ) Ae px Be px Ce
ii)
u( x , t ) A cos px B sin px Ce
iii)
u( x , t ) Ax B C
2 2
p t
2
p2 t
But the correct solution is ii), u( x , t ) A cos px B sin px Ce
p2 t
3) The Two dimensional Heat flow equation:
2u 2u
0
x 2 y 2
i)
u( x , y ) Ae px Be px C cos py D sin py
(Applicable when given value is parallel to y-axies)
ii)
u( x , y ) A cos px B sin px Ce py De py
(Applicable when given value is parallel to x-axies)

iii)
u( x, y ) Ax B Cy D
(Not applicable)
Unit V (Z - Transform)
1) Definition of Z-transform:
Let f ( n) be the sequence defined for all the positive integers n such that
Z f ( n ) f ( n ) z n
n 0
Page 9
2013
2)
Sl.No
Z f ( n )
1.
Z 1
2.
Z ( 1)n
3.
Z a n
4.
Z n
5.
Z n 1
6.
7.
8.
F [z]
z
z 1
z
z 1
z
za
z
z 1
z2
z 1
1
Z
n
n
Z sin
2
z
log
z 1
z
2
z 1
Z cos
2
z2
z2 1
3) Statement of Initial value theorem:
If Z f ( n) F [ z ] , then Lt F [ z ] Lt f ( n)
z
n 0
4) Statement of Final value theorem:
If Z f ( n) F [ z ] , then Lt f ( n) Lt ( z 1)F ( z )
n
5)
z 1
Z a n f ( n) Z f ( n) z z
6)
Z nf (n) z
d
Z f ( n)
dz
7) Inverse Z-transform
Sl.No
1.
2.
3.
Z 1 F ( z )
z
Z 1
z 1
z
Z 1
z 1
z
Z 1
za
f (n)
( 1)n
an
Page 10
2013
z
Z 1
za
Z 1
2
z 1
Z 1
2
z a
Z 1
2
z a
2
z
Z 1 2
z 1
4.
5.
6.
7.
8.
9.
z2
Z 1 2
2
z a
10.
z
Z 1 2
z 1
11.
z
Z 1 2
2
z a
na n 1
n a
cos
n
2
a n cos
sin
n 1
n
2
n
2
a n1 sin
n
2
8) Inverse form of Convolution Theorem
Z 1[F ( z ).G( z )] Z 1[F ( z )] Z 1[G( z )]

n
and by the defn. of Convolution of two functions f ( n) g ( n) f ( r ) g ( n r )

r 0
9) a) Z [ y ( n )] F ( z )
b) Z [ y ( n 1)] zF ( z ) zy (0)
c) Z[ y(n 2)] z 2 F ( z ) z 2 y(0) zy(1)
d) Z[ y(n 3)] z 3 F ( z ) z 3 y(0) z 2 y(1) zy(2)
----All the Best---Prepared by C.Ganesan, M.Sc., M.Phil., (Ph: 9841168917)
Page 11
2013
SUBJECT NAME
: Numerical Methods
SUBJECT CODE
: MA 2262
MATERIAL NAME
: Formula Material
MATERIAL CODE
: JM08AM1015
Branch:
UNIT 1
1. Regula Falsi method:
x1
af (b ) bf (a )
f ( b ) f (a )
2. Newtons method (0r) Newton-Raphson method: x
n 1
xn
f ( xn )
f / ( xn )
3. Fixed point iteration (or) Iterative formula (or) Simple iteration method
x
g ( x ) , where x g ( x )
n 1
n
4. The rate of convergence in N-R method is of order 2.
5. Condition for convergence of N-R method is f ( x ) f // ( x ) f / ( x ) 2
6. Condition for the convergence of iteration method is g / ( x ) 1
7. Gauss elimination & Gauss-Jordon are direct methods and Gauss-Seidal and
Gauss-Jacobi are iterative methods.
8. Power method, To find numerically largest eigen value Yn 1 AX n
UNIT 2
1. Lagranges interpolation formula is
( x x0 )( x x2 )...( x xn )
( x x0 )( x x1)...( x xn1)
( x x1)( x x2 )...( x xn )
y f (x)
y0
y1 ...
yn
( x0 x1)( x0 x2 )...( x0 xn )
( x1 x0 )( x1 x2 )...( x1 xn )
( xn x0 )( xn x1)...( xn xn1)
2. Inverse of Lagranges interpolation formula is
( y y 0 )( y y 2 )...( y y n )
( y y 0 )( y y1)...( y y n1)
( y y1)( y y 2 )...( y y n )
x f (y )
x0
x1 ...
xn
( y 0 y1)( y 0 y 2 )...( y 0 y n )
( y1 y 0 )( y1 y 2 )...( y1 y n )
( y n y 0 )( y n y1)...( y n y n1)
3. Newtons divided difference interpolation formula is
2
f ( x ) f ( x 0 ) ( x x 0 ) f ( x 0 ) ( x x 0 )( x x1 ) f ( x 0 ) ...
4. Newtons forward difference formula is

y(x) y0
u
u (u 1) 2
u (u 1)(u 2) 3
y 0
y0
y 0 ...
1!
2!
3!
Page 1
where
2013
x x0
h
5. Newtons backward difference formula is

v
v (v 1) 2
v (v 1)(v 2) 3
y ( x ) y n y n
yn
y n ...
1!
2!
3!
where v x xn
h
6. Interpolation with a cubic spline

6
Mi 1 4Mi Mi 1 2 y i 1 2y i y i 1
h
S( x )
1
1
h2
( x i x )3 M i 1 ( x x i 1 )3 M i ( x i x ) y i 1
M i 1
6h
h
6
1
h
( x x i 1 ) y i
Mi
h
6
for i 1,2,...( n 1) and xi-1 x xi
UNIT 3
1. Newtons forward formula to find the derivatives
dy
1
2u 1 2
3u 2 6u 2 3
y 0
y0
y 0 ...
dx
h
2
6
d 2y
1 2
6u 2 18u 11 4
3
(
u
1)
y 0 ...
0
0
2
2
dx
h
12
12u 18 4
x x0
3
y 0 ... where u
y 0
h
12
2. Newtons forward formula to find the derivatives at x x0

d 3y
1
3
3
dx
h
2y 0
3 y 0
1
dy
...
0
h
2
3
dx X X0
d 2y
1
2
2
dx X X0 h
11 4
2
3
y 0 y 0 12 y 0 ...
d 3y
1
3
3
h
dx X X0
3 4
3
y 0 2 y 0 ...
3. Newtons backward formula to find the derivatives
dy
1
2v 1 2
3v 2 6v 2 3
y n
yn
y n ...
dx
h
2
6
d 2y
1 2
6v 2 18v 11 4
3
(
v
1)
y n ...
n
n
2
2
dx
h
12
Page 2
2013
12v 18 4
x xn
3
y n ... where v
y n
h
12
4. Newtons backward formula to find the derivatives at x xn

d 3y
1
3
3
dx
h
1
2 y n 3 y n
dy
...
h
2
3
dx X X n
d 2y
1
2
2
dx X X n h
11 4
2
y n ...
n
n
12
d 3y
1
3
3 3 y n 4 y n ...
3
h
2
dx X X n
5. Trapezoidal Rule
x0 nh
h
x f ( x )dx 2 y 0 y n 2 y1 y 2 y 3 ...
0
6. Simpsons 1/3rd Rule

x0 nh
h
x f ( x )dx 3 y 0 y n 4 y1 y 3 y 5 ... 2 y 2 y 4 y 6 ...
0
7. Simpsons 3/8th Rule
x0 nh
3h
x f ( x )dx 8 y 0 y n 3 y1 y 2 y 4 y 5 y 7 ... 2 y 3 y 6 y 9 ...
0
is 2 2 1
3
2
9. Error is the Trapezoidal formula is of the order h and in the Simpson formula is
4
of the order h .
8. Rombergs formula for
1 & 2
10. Two points Gaussian Quadrature formula

1
1
1
f
3
3
f ( x )dx f
11. Three points Gaussian Quadrature formula

1
3 8
5
3
1f ( x )dx 9 f 5 f 5 9 f (0)

12. If the range is not 1 ,1 then the idea to solve the Gaussian Quadrature
problem is x
ba
ba
z
2
2
UNIT 4
Page 3
2013
1. Taylor Series method
h / h2 // h3 ///
y 1 y ( x0 h ) y 0 y 0
y0
y 0 ...
1!
2!
3!
and
h / h2 // h3 ///
y 2 y ( x1 h) y1 y1
y1
y1 ...
1!
2!
3!
2. Eulers method
If dy f ( x, y ); y ( x ) y
0
0
dx
then y ( x0 h ) y 0 hf ( x0 , y 0 )
and y ( x1 h ) y1 hf ( x1, y1 )
3. Modified Eulers method
If dy f ( x, y ); y ( x ) y
dx
then
y ( x0 h ) y 0 h
And y ( x1 h ) y1 h
h
h
x0 , y 0 f ( x0 ,y 0 )
2
2
h
h
x1 , y1 f ( x1,y1)
2
2
4. Runge-kutta method of fourth order

First formula:
h
k
k3 hf x0 , y 0 2
2
2
k1 hf ( x0 , y 0 )
h
k
k2 hf x0 , y 0 1
k4 hf x0 h, y 0 k3
2
2
1
and y k1 2k 2 2k3 k 4 & y ( x0 h ) y 0 y
6
For the second formula, replace 0 by 1 in the above formula.
4h
2y n/ 2 y n/ 1 2y n/
3
5. Milnes Predictor formula:
y n 1 y n 3
6. Milnes Corrector formula:
h
y n 1 y n 1 y n/ 1 4 y n/ y n/ 1
3
7. Adams-Bashforth method:
h
55y n/ 59y n/ 1 37y n/ 2 9y n/ 3
24
h
9y n/ 1 19y n/ 5y n/ 1 y n/ 2
Adams Corrector formula: y n 1 y n
24
UNIT 5
Adams Predictor formula: y n 1 y n
Page 4
2013
1. Solving ordinary diff. Eqn. by finite diff. method

The given eqn. y ( x ) f ( x )y ( x ) g ( x )y ( x ) ( x )
//
y i// ( x )
y i 1 2y i y i 1
y y i 1
/
& y i ( x ) i 1
2
h
2h
2. Solving one dimensional heat eqn. by Bender Schmidts method [Explicit

method]
The given equation
2u
u
a
2
x
t
then ui , j 1 ui 1, j (1 2 )ui , j ui 1, j ,
where
k
ah 2
1
the above equation becomes,
2
1
a
ui , j 1 ui 1, j ui 1, j , where k h 2
2
2
for
3. Solving one dimensional heat eqn. by Crank-Nicolsons method [Implicit

method]
2u
u
a
The given equation
x 2
t
then ui 1, j 1 ui 1, j 1 2( 1)ui , j 1 2( 1)ui , j (ui 1, j ui 1, j )
where
k
ah 2
for 1 the above equation becomes,
ui , j 1
1
ui 1, j 1 ui 1, j 1 ui 1, j ui 1, j ,
4
where k ah
4. Solving one dimensional wave eqn.

2
2u
2 u
The given equation
a
t 2
x 2
2 2
2 2
then ui , j 1 2 1 a ui , j a (ui 1, j ui 1, j ) ui , j 1,
k
h
2 2
for a 1, the above equation becomes,
where
Page 5
ui , j 1 ui 1, j ui 1, j ui , j 1 ,
2013
where k
h
a
5. Solving two dimensional Laplace equation
2u 2u
The given eqn.
2 0 (or) 2u 0
2
x
y
The Standard five point formula: [SFPF]
ui , j
1
ui 1, j ui 1, j ui , j 1 ui , j 1
4
Diagonal five point formula: [DFPF]
ui , j
1
ui 1, j 1 ui 1, j 1 ui 1, j 1 ui 1, j 1
4
Liebamanns iteration process:
ui(,nj 1)
1 ( n 1)
ui 1, j ui(n1,) j ui(,nj ) 1 ui(,nj 11)
4
6. Solving two dimensional Poisson equation
2u 2u
The given eqn.
2 f ( x, y ) (or) 2u f ( x, y )
2
x
y
To solve the above equation, we use the following formula
ui 1, j ui 1, j ui , j 1 ui , j 1 4ui , j h2f (ih, jh)
---- All the Best ----
Page 6
2013
SUBJECT NAME
: Probability & Queueing Theory
SUBJECT CODE
: MA 2262
MATERIAL NAME
: Formula Material
MATERIAL CODE
: JM08AM1007
Branch:
UNIT-I (RANDOM VARIABLES)

1) Discrete random variable:
A random variable whose set of possible values is either finite or countably
infinite is called discrete random variable.
Eg: (i) Let X represent the sum of the numbers on the 2 dice, when two
dice are thrown. In this case the random variable X takes the values 2, 3, 4, 5, 6,
7, 8, 9, 10, 11 and 12. So X is a discrete random variable.
(ii) Number of transmitted bits received in error.
2) Continuous random variable:
A random variable X is said to be continuous if it takes all possible values
between certain limits.
Eg: The length of time during which a vacuum tube installed in a circuit
functions is a continuous random variable, number of scratches on a surface,
proportion of defective parts among 1000 tested, number of transmitted in
error.
3)
Sl.No. Discrete random variable

1
Continuous random variable
p( x i ) 1
F ( x) P X x
Mean E X xi p( xi )
F ( x) P X x
f ( x )dx
Mean E X
f ( x )dx 1
xf ( x )dx
E X 2 xi2 p( xi )
E X 2
Var X E X 2 E X
Moment = E X r xir pi
i
f ( x )dx
Var X E X 2 E X
Moment = E X r
f ( x )dx
Page 1
7
2013
M.G.F
M X t E e tX e tx p( x )
x
M.G.F
M X t E e
tX
tx
f ( x )dx
4) E aX b aE X b
5) Var aX b a 2 Var X
6) Var aX bY a 2 Var X b2Var Y
7) Standard Deviation Var X
8) f ( x ) F ( x )
9) p( X a ) 1 p( X a )
10) p A / B
p A
p B
, p B 0
11) If A and B are independent, then p A B p A p B .

12) 1st Moment about origin = E X = M X t
(Mean)
t 0
2nd Moment about origin = E X 2 = M X t
t 0
r
t
The co-efficient of
= E X r
(rth Moment about the origin)
r!
13) Limitation of M.G.F:
i) A random variable X may have no moments although its m.g.f exists.
ii) A random variable X can have its m.g.f and some or all moments, yet the
m.g.f does not generate the moments.
iii) A random variable X can have all or some moments, but m.g.f does not
exist except perhaps at one point.
14) Properties of M.G.F:
i)
If Y = aX + b, then MY t e bt M X at .
ii)
iii)
M cX t M X ct , where c is constant.
If X and Y are two independent random variables then
M X Y t M X t M Y t .
15) P.D.F, M.G.F, Mean and Variance of all the distributions:

Sl.
Distributio
M.G.F
P.D.F ( P ( X x ) )
No.
1
n
Binomial
Poisson
nc x p x q n x
q pe
e x
x!
e t 1
Mean
Variance
np
npq
Page 2
2013
Geometric
q x 1 p (or) q x p
pe t
1 qe t
Negative
Binomial
( x k 1)C k 1 p k p x
t
1 qe
Uniform
e bt e at
( b a )t
a b ( b a )2
2
12
Exponential
1
, a xb
f ( x) b a
0,
otherwise
e x , x 0, 0
f ( x)
otherwise
0,
e x x 1
f ( x)
, 0 x , 0
( )
1
(1 t )
Gamma
Weibull
1
p
q
p2
kq
p
kq
p2
f ( x ) x 1e x , x 0, , 0
16) Memoryless property of exponential distribution

P X S t / X S P X t .
UNIT-II (RANDOM VARIABLES)

1)
ij
1 (Discrete random variable)
f ( x , y )dxdy 1 (Continuous random variable)
2) Conditional probability function X given Y,
P X x i / Y yi
Conditional probability function Y given X , P Y yi / X xi

P X a / Y b
P x, y
P( y)
P x, y
P( x)
P X a,Y b
P (Y b )
3) Conditional density function of X given Y,
f ( x / y)
f ( x, y)
.
f ( y)
Conditional density function of Y given X,
f ( y / x)
f ( x, y)
.
f ( x)
Page 3
2013
4) If X and Y are independent random variables then

f ( x , y ) f ( x ). f ( y )
(for continuous random variable)
P X x , Y y P X x . P Y y (for discrete random variable)

d b
5) Joint probability density function P a X b, c Y d f ( x , y )dxdy .

c a
b a
P X a , Y b f ( x , y )dxdy
0 0
6) Marginal density function of X, f ( x ) f X ( x )
f ( x , y )dy
Marginal density function of Y, f ( y ) fY ( y )
f ( x , y )dx
7) P ( X Y 1) 1 P ( X Y 1)
8) Correlation co efficient (Discrete): ( x , y )
Cov ( X , Y )
1
XY XY , X
n
Cov ( X , Y )
X Y
1
X 2 X 2 , Y
9) Correlation co efficient (Continuous): ( x , y )
1
Y 2 Y 2
Cov ( X , Y )
X Y
Cov( X , Y ) E X , Y E X E Y , X Var ( X ) , Y Var (Y )

10) If X and Y are uncorrelated random variables, then Cov ( X , Y ) 0 .
11) E X
xf ( x )dx , E Y
yf ( y )dy , E X , Y
xyf ( x , y )dxdy .
12) Regression for Discrete random variable:

Regression line X on Y is x x bxy y y ,
bxy
x x y y
y y
2
Page 4
2013
Regression line Y on X is y y byx x x , byx
x x y y
x x
Correlation through the regression, bXY .bYX
Note: ( x , y ) r ( x , y )
13) Regression for Continuous random variable:

Regression line X on Y is x E ( x ) bxy y E ( y ) ,
bxy r
x
y
Regression line Y on X is y E ( y ) byx x E ( x ) ,
b yx r
y
x
Regression curve X on Y is
x E x / y
x f x / y dx
y E y / x
Regression curve Y on X is
y f y / x dy
14) Transformation Random Variables:

fY ( y ) f X ( x )
dx
dy
x
u
fUV ( u, v ) f XY ( x , y )
y
u
(One dimensional random variable)

x
v
y
v
(Two dimensional random variable)
15) Central limit theorem (Liapounoffs form)

If X1, X2, Xn be a sequence of independent R.Vs with E[Xi] = i and Var(Xi) = i2, i
= 1,2,n and if Sn = X1 + X2 + + Xn then under certain general conditions, Sn
n
i 1
i 1
follows a normal distribution with mean i and variance 2 i2 as

n.
16) Central limit theorem (Lindberg Levys form)

If X1, X2, Xn be a sequence of independent identically distributed R.Vs with E[X i]
= i and Var(Xi) = i2, i = 1,2,n and if Sn = X1 + X2 + + Xn then under certain
Page 5
2013
general conditions, Sn follows a normal distribution with mean n and variance

n 2 as n .
Note: z
S n n
( for n variables),
( for single variables)
n
UNIT-III (MARKOV PROCESSES AND MARKOV CHAINS)
1)
Random Process:
A random process is a collection of random variables {X(s,t)} that are
functions of a real variable, namely time t where s S and t T.
2)
Classification of Random Processes:

We can classify the random process according to the characteristics of time t
and the random variable X. We shall consider only four cases based on t and X
having values in the ranges -< t < and - < x < .
Continuous random process
Continuous random sequence
Discrete random process
Discrete random sequence
Continuous random process:

If X and t are continuous, then we call X(t) , a Continuous Random Process.
Example:
If X(t) represents the maximum temperature at a place in the
interval (0,t), {X(t)} is a Continuous Random Process.
Continuous Random Sequence:
A random process for which X is continuous but time takes only discrete values is
called a Continuous Random Sequence.
Example: If Xn represents the temperature at the end of the nth hour of a day, then
{Xn, 1n24} is a Continuous Random Sequence.
Discrete Random Process:
If X assumes only discrete values and t is continuous, then we call such random
process {X(t)} as Discrete Random Process.
Example: If X(t) represents the number of telephone calls received in the interval
(0,t) the {X(t)} is a discrete random process since S = {0,1,2,3, . . . }
Page 6
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Discrete Random Sequence:

A random process in which both the random variable and time are discrete is
called Discrete Random Sequence.
Example: If Xn represents the outcome of the nth toss of a fair die, the {Xn : n1} is a
discrete random sequence. Since T = {1,2,3, . . . } and S = {1,2,3,4,5,6}
3)
Condition for Stationary Process: E X ( t ) Constant , Var X ( t ) constant .

If the process is not stationary then it is called evolutionary.
4)
Wide Sense Stationary (or) Weak Sense Stationary (or) Covariance Stationary:
A random process is said to be WSS or Covariance Stationary if it satisfies the
following conditions.
i) The mean of the process is constant (i.e) E X ( t ) constant .
ii)
5)
Property of autocorrelation:
(i)
(ii)
6)
Auto correlation function depends only on (i.e)

RXX ( ) E X ( t ). X ( t )
E X ( t ) lim RXX

2
E X 2 ( t ) RXX 0
Markov process:
A random process in which the future value depends only on the present value
and not on the past values, is called a markov process. It is symbolically
represented by P X (t n1 ) xn1 / X (t n ) xn , X (t n1 ) xn1 ... X (t 0 ) x0
P X ( t n1 ) xn1 / X ( t n ) xn
7)
Where t0 t1 t2 ... tn tn1

Markov Chain:
If for all n , P X n an / X n1 an1 , X n 2 an 2 ,... X 0 a0
P X n an / X n1 an1 then the process X n , n 0,1, 2, ... is called the
8)
9)
markov chain. Where a0 , a1 , a2 ,...an ,... are called the states of the markov chain.
Transition Probability Matrix (tpm):
When the Markov Chain is homogenous, the one step transition probability is
denoted by Pij. The matrix P = {Pij} is called transition probability matrix.
Chapman Kolmogorov theorem:
If P is the tpm of a homogeneous Markov chain, then the n step tpm P(n) is
n
equal to Pn. (i.e) Pij( n ) Pij .

10) Markov Chain property: If 1 , 2 , 3 , then P and
1 2 3 1 .
Page 7
2013
11) Poisson process:

If X ( t ) represents the number of occurrences of a certain event in (0, t ) ,then
the discrete random process X ( t ) is called the Poisson process, provided the
following postulates are satisfied.
P 1 occurrence in ( t , t t ) t O t
(i)
P 0 occurrence in ( t , t t ) 1 t O t
(ii)
P 2 or more occurrences in (t , t t ) O t
(iii)
(iv)
X ( t ) is independent of the number of occurrences of the event in any

interval.
12) Probability law of Poisson process: P X ( t ) n
et t
,
n!
Mean E X ( t ) t , E X 2 ( t ) 2 t 2 t , Var X ( t ) t .
n 0,1, 2, ...
UNIT-IV (QUEUEING THEORY)

n Number of customers in the system.
Mean arrival rate.

Mean service rate.
Pn Steady State probability of exactly n customers in the system.
Lq Average number of customers in the queue.
Ls Average number of customers in the system.

Wq Average waiting time per customer in the queue.
Ws Average waiting time per customer in the system.
Model I
(M / M / 1): ( / FIFO)
1)
Server Utilization
2)
Pn n 1
3)
Ls
(P0 no customers in the system)
Page 8
2013
4)
2
Lq
1
5)
Ws
6)
Wq
7)
Probability that the waiting time of a customer in the system exceeds t is
1
1
P ( ws t ) e ( )t .
8)
Probability that the quue size exceeds t is P N n n1 where n t 1

.
Model II
1)
(M / M / C): ( / FIFO)
s
s 1 s n
s
2) P0
s !1
n 0 n !
1 s
3) Lq
P0
s.s ! 1 2
s 1
4) Ls Lq s
5) Wq
Lq
6) W s
Ls
s
P N s
P0
s !1
s
7) The probability that an arrival has to wait:
8) The probability that an arrival enters the service without waiting = 1 P(an
arrival hat to wait) = 1 P N s
9) P w t e
( s ) s 1 e t ( s 1 s )
P
1
0
s !(1 )( s 1 s )
Page 9
Model III
(M / M / 1): (K / FIFO)
1)
2) P0
1
1 k 1
(No customer)
3) 1 P0
4) Ls
2013
5) Lq Ls
6) W s
Ls
7) Wq
Lq
(effective arrival rate)
k 1 k 1
1 k 1
8) P a customer turned away Pk k P0
Model IV
1)
(M / M / C): (K / FIFO)
s 1 s n s s
2) P0
s!
n 0 n !
n s
n s
s n
P , n s
n! 0
3) Pn
n
s
s ! s n s P0 , s n k
s 1
4) Effective arrival rate: s s n Pn

n 0
5) Lq
1 k s k s k s 1
P0
s ! 1 2
1
Page 10
6) Ls Lq
7) Wq
Lq
8) W s
Ls
2013
UNIT-V (NON MARKOVIAN & QUEUEING NETWORK)

1) Pollaczek Khintchine formula:
LS E ( t )
2
2 Var ( t ) E ( t )
2 1 E ( t )
(or)
2 2 2
LS
2 1
2) Littles formulas:
LS
2 2 2
2 1
Lq LS
WS
LS
Wq
Lq
3) Series queue (or) Tandem queue:

The balance equation
P00 2 P01
1 P10 P00 2 P11
P01 2 P01 1 P10 2 Pb1

1 P11 2 P11 P01
2 Pb1 1 P11
Page 11
2013
Condition P00 P10 P01 P11 Pb1 1

4) Open Jackson networks:
k
i) Jacksons flow balance equation j rj i Pij

i 1
Where k number of nodes, rj customers from outside

ii) Joint steady state probabilities
P n1 , n2 , ...nk 1n1 1 1 2 n2 1 2 ... k nk 1 k

iii) Average number of customers in the system
LS
k
1
2
...
1 1 1 2
1 k
iv) Average waiting time of a customers in the system
WS
LS
where r1 r2 ... rk
5) Closed Jackson networks:

In the closed network, there are no customers from outside, therefore rj 0
then
k
i) The Jacksons flow balance equation j i Pij

i 1
rj 0
(or)
P11
P
1 2 ... k 1 2 ... k 21
Pk 1
P1k
P22 ... P2 k
Pk 2 ... Pkk
P12 ...
ii) If each nodes single server
P n1 , n2 , ...nk C N 1n1 2n2 ... knk

Where C N 1
n1 n2 ... nk N
1n 2n ... kn
1
iii) If each nodes has multiple servers
Page 12
2013
P n1 , n2 , ...nk C N
Where C N 1
1n 2n
...
a1 a2
n1 n2 ... nk N
kn
ak
1n 2n
1
a1 a2
kn
...
ak
, ni si
ni !
ai
ni si
, ni si
si ! s i
Page 13
2013
SUBJECT NAME
: Probability & Random Process
SUBJECT CODE
: MA 2261
MATERIAL NAME
: Formula Material
MATERIAL CODE
: JM08AM1007
Branch:
UNIT-I (RANDOM VARIABLES)

1) Discrete random variable:
A random variable whose set of possible values is either finite or countably
infinite is called discrete random variable.
Eg: (i) Let X represent the sum of the numbers on the 2 dice, when two
dice are thrown. In this case the random variable X takes the values 2, 3, 4, 5, 6,
7, 8, 9, 10, 11 and 12. So X is a discrete random variable.
(ii) Number of transmitted bits received in error.
2) Continuous random variable:
A random variable X is said to be continuous if it takes all possible values
between certain limits.
Eg: The length of time during which a vacuum tube installed in a circuit
functions is a continuous random variable, number of scratches on a surface,
proportion of defective parts among 1000 tested, number of transmitted in
error.
3)
Sl.No. Discrete random variable

1
Continuous random variable
p( x i ) 1
F ( x) P X x
Mean E X xi p( xi )
F ( x) P X x
f ( x )dx
Mean E X
f ( x )dx 1
xf ( x )dx
E X 2 xi2 p( xi )
E X 2
Var X E X 2 E X
Moment = E X r xir pi
i
f ( x )dx
Var X E X 2 E X
Moment = E X r
f ( x )dx
Page 1
7
2013
M.G.F
M X t E e tX e tx p( x )
x
M.G.F
M X t E e
tX
tx
f ( x )dx
4) E aX b aE X b
5) Var aX b a 2 Var X
6) Var aX bY a 2 Var X b2Var Y
7) Standard Deviation Var X
8) f ( x ) F ( x )
9) p( X a ) 1 p( X a )
10) p A / B
p A
p B
, p B 0
11) If A and B are independent, then p A B p A p B .

12) 1st Moment about origin = E X = M X t
(Mean)
t 0
2nd Moment about origin = E X 2 = M X t
t 0
r
t
The co-efficient of
= E X r
(rth Moment about the origin)
r!
13) Limitation of M.G.F:
i) A random variable X may have no moments although its m.g.f exists.
ii) A random variable X can have its m.g.f and some or all moments, yet the
m.g.f does not generate the moments.
iii) A random variable X can have all or some moments, but m.g.f does not
exist except perhaps at one point.
14) Properties of M.G.F:
i)
If Y = aX + b, then MY t e bt M X at .
ii)
iii)
M cX t M X ct , where c is constant.
If X and Y are two independent random variables then
M X Y t M X t M Y t .
15) P.D.F, M.G.F, Mean and Variance of all the distributions:

Sl.
Distributio
M.G.F
P.D.F ( P ( X x ) )
No.
1
n
Binomial
Poisson
nc x p x q n x
q pe
e x
x!
e t 1
Mean
Variance
np
npq
Page 2
2013
q x 1 p (or) q x p
pe t
1 qe t
1
p
Uniform
1
, a xb
f ( x) b a
0,
otherwise
e bt e at
( b a )t
a b ( b a )2
2
12
Exponential
e x , x 0, 0
f ( x)
otherwise
0,
e x x 1
f ( x)
, 0 x , 0
( )
1
(1 t )
Geometric
Gamma
Normal
f ( x)
1 x
t 2 2
2
q
p2
16) Memoryless property of exponential distribution

P X S t / X S P X t .
17) Function of random variable: fY ( y ) f X ( x )
dx
dy
UNIT-II (RANDOM VARIABLES)

1)
ij
1 (Discrete random variable)
f ( x , y )dxdy 1 (Continuous random variable)
2) Conditional probability function X given Y P X xi / Y yi

Conditional probability function Y given X P Y yi / X xi
P X a / Y b
P x, y
P( y)
P x, y
P( x)
P X a,Y b
P (Y b )
3) Conditional density function of X given Y,
f ( x / y)
f ( x, y)
.
f ( y)
Conditional density function of Y given X,
f ( y / x)
f ( x, y)
.
f ( x)
4) If X and Y are independent random variables then

Page 3
2013
f ( x , y ) f ( x ). f ( y )
(for continuous random variable)
P X x , Y y P X x . P Y y (for discrete random variable)

d b
5) Joint probability density function P a X b, c Y d f ( x , y )dxdy .

c a
b a
P X a , Y b f ( x , y )dxdy
0 0
6) Marginal density function of X, f ( x ) f X ( x )
f ( x , y )dy
Marginal density function of Y, f ( y ) fY ( y )
f ( x , y )dx
7) P ( X Y 1) 1 P ( X Y 1)
8) Correlation co efficient (Discrete): ( x , y )
Cov ( X , Y )
1
XY XY , X
n
Cov ( X , Y )
X Y
1
X 2 X 2 , Y
9) Correlation co efficient (Continuous): ( x , y )
1
Y 2 Y 2
Cov ( X , Y )
X Y
Cov( X , Y ) E X , Y E X E Y , X Var ( X ) , Y Var (Y )

10) If X and Y are uncorrelated random variables, then Cov ( X , Y ) 0 .
11) E X
xf ( x )dx ,
E Y
yf ( y )dy , E X , Y
xyf ( x , y )dxdy .
12) Regression for Discrete random variable:

Regression line X on Y is x x bxy y y ,
Regression line Y on X is y y byx x x , byx
bxy
x x y y
y y
2
x x y y
x x
Correlation through the regression, bXY .bYX
Note: ( x , y ) r ( x , y )
Page 4
2013
13) Regression for Continuous random variable:

Regression line X on Y is x E ( x ) bxy y E ( y ) ,
bxy r
x
y
Regression line Y on X is y E ( y ) byx x E ( x ) ,
b yx r
y
x
Regression curve X on Y is
x E x / y
x f x / y dx
y E y / x
Regression curve Y on X is
y f y / x dy
14) Transformation Random Variables:

fY ( y ) f X ( x )
dx
dy
x
u
fUV ( u, v ) f XY ( x , y )
y
u
(One dimensional random variable)

x
v
y
v
(Two dimensional random variable)
15) Central limit theorem (Liapounoffs form)

If X1, X2, Xn be a sequence of independent R.Vs with E[Xi] = i and Var(Xi) = i2, i
= 1,2,n and if Sn = X1 + X2 + + Xn then under certain general conditions, Sn
n
i 1
i 1
follows a normal distribution with mean i and variance 2 i2 as

n.
16) Central limit theorem (Lindberg Levys form)

If X1, X2, Xn be a sequence of independent identically distributed R.Vs with E[X i]
= i and Var(Xi) = i2, i = 1,2,n and if Sn = X1 + X2 + + Xn then under certain
general conditions, Sn follows a normal distribution with mean n and variance
n 2 as n .
Page 5
Note: z
S n n
( for n variables),
2013
z
( for single variables)
n
UNIT-III (MARKOV PROCESSES AND MARKOV CHAINS)
1)
Random Process:
A random process is a collection of random variables {X(s,t)} that are
functions of a real variable, namely time t where s S and t T.
2)
Classification of Random Processes:

We can classify the random process according to the characteristics of time t
and the random variable X. We shall consider only four cases based on t and X
having values in the ranges -< t < and - < x < .
Continuous random process
Continuous random sequence
Discrete random process
Discrete random sequence
Continuous random process:

If X and t are continuous, then we call X(t) , a Continuous Random Process.
Example:
If X(t) represents the maximum temperature at a place in the
interval (0,t), {X(t)} is a Continuous Random Process.
Continuous Random Sequence:
A random process for which X is continuous but time takes only discrete values is
called a Continuous Random Sequence.
Example: If Xn represents the temperature at the end of the nth hour of a day, then
{Xn, 1n24} is a Continuous Random Sequence.
Discrete Random Process:
If X assumes only discrete values and t is continuous, then we call such random
process {X(t)} as Discrete Random Process.
Example: If X(t) represents the number of telephone calls received in the interval
(0,t) the {X(t)} is a discrete random process since S = {0,1,2,3, . . . }
Discrete Random Sequence:
A random process in which both the random variable and time are discrete is called
Discrete Random Sequence.
Page 6
2013
Example: If Xn represents the outcome of the nth toss of a fair die, the {Xn : n1} is a
discrete random sequence. Since T = {1,2,3, . . . } and S = {1,2,3,4,5,6}
3)
Condition for Stationary Process: E X ( t ) Constant , Var X ( t ) constant .

If the process is not stationary then it is called evolutionary.
4)
Wide Sense Stationary (or) Weak Sense Stationary (or) Covariance Stationary:
A random process is said to be WSS or Covariance Stationary if it satisfies the
following conditions.
i) The mean of the process is constant (i.e) E X ( t ) constant .
ii)
5)
Auto correlation function depends only on (i.e)

RXX ( ) E X ( t ). X ( t )
Time average:
1
The time average of a random process X ( t ) is defined as X T
2T
If the interval is 0,T , then the time average is X T

6)
7)
1
T
X (t ) dt .
X (t ) dt .
0
Ergodic Process:
A random process X ( t ) is called ergodic if all its ensemble averages are
interchangeable with the corresponding time average X T .
Mean ergodic:
Let X ( t ) be a random process with mean E X ( t ) and time average X T ,
then X ( t ) is said to be mean ergodic if X T as T (i.e)
E X (t ) Lt X T .
T
Note: Lt var X T 0 (by mean ergodic theorem)

T
8)
Correlation ergodic process:

The stationary process X ( t ) is said to be correlation ergodic if the process
YT .
Y (t ) is mean ergodic where Y ( t ) X ( t ) X ( t ) . (i.e) E Y (t ) TLt
9)
Where YT is the time average of Y ( t ) .

Auto covariance function:
C XX ( ) RXX ( ) E X ( t ) E X ( t )
10) Mean and variance of time average:

T
1
Mean:
E X T E X ( t ) dt
T 0
Variance:
Var X T
1
2T
2T
RXX ( )C XX ( ) d
2 T
Page 7
2013
11) Markov process:

A random process in which the future value depends only on the present value
and not on the past values, is called a markov process. It is symbolically
represented by P X (t n1 ) xn1 / X (t n ) xn , X (t n1 ) xn1 ... X (t 0 ) x0
P X ( t n1 ) xn1 / X ( t n ) xn
Where t0 t1 t2 ... tn tn1
12) Markov Chain:
If for all n , P X n an / X n1 an1 , X n 2 an 2 ,... X 0 a0
P X n an / X n1 an1 then the process X n , n 0,1, 2, ... is called the
markov chain. Where a0 , a1 , a2 ,...an ,... are called the states of the markov chain.
13) Transition Probability Matrix (tpm):
When the Markov Chain is homogenous, the one step transition probability is
denoted by Pij. The matrix P = {Pij} is called transition probability matrix.
14) Chapman Kolmogorov theorem:
If P is the tpm of a homogeneous Markov chain, then the n step tpm P(n) is
n
equal to Pn. (i.e) Pij( n ) Pij .

15) Markov Chain property: If 1 , 2 , 3 , then P and
1 2 3 1 .
16) Poisson process:
If X ( t ) represents the number of occurrences of a certain event in (0, t ) ,then
the discrete random process X ( t ) is called the Poisson process, provided the
following postulates are satisfied.
(i)
(ii)
(iii)
(iv)
P 1 occurrence in ( t , t t ) t O t
P 0 occurrence in ( t , t t ) 1 t O t
P 2 or more occurrences in (t , t t ) O t
X ( t ) is independent of the number of occurrences of the event in any

interval.
17) Probability law of Poisson process: P X ( t ) x
et t
,
x!
Mean E X ( t ) t , E X 2 ( t ) 2 t 2 t , Var X ( t ) t .
x 0,1, 2, ...
UNIT-IV (CORRELATION AND SPECTRAL DENSITY)

Page 8
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RXX - Auto correlation function

S XX - Power spectral density (or) Spectral density
RXY - Cross correlation function
S XY - Cross power spectral density

1)
Auto correlation to Power spectral density (spectral density):

S XX
R e
XX
2)
Power spectral density to Auto correlation:

RXX
3)
1
2
S e d
i
XX
Condition for X ( t ) and X ( t ) are uncorrelated random process is
C XX ( ) RXX ( ) E X ( t ) E X ( t ) 0
4)
Cross power spectrum to Cross correlation:

RXY
5)
1

2
S e d
i
XY
General formula:
i)
ax
e cos bx dx
e ax
a cos bx b sin bx
a 2 b2
ii)
ax
e sin bx dx
e ax
a sin bx b cos bx
a 2 b2
2
iii)
a a2
x ax x
2
4
iv)
sin
e i e i
2i
v)
cos
e i e i
2
Page 9
2013
UNIT-V (LINEAR SYSTEMS WITH RANDOM INPUTS)

1) Linear system:
f is called a linear system if it satisfies
f a1 X 1 ( t ) a2 X 2 (t ) a1 f X 1 (t ) a2 f X 2 (t )
2) Time invariant system:
Let Y ( t ) f X ( t ) . If Y ( t h) f X ( t h) then f is called a time
invariant system.
3) Relation between input X ( t ) and output Y ( t ) :
Y (t )
h(u) X (t u) du
Where h( u ) system weighting function.

4) Relation between power spectrum of X ( t ) and output Y ( t ) :
SYY ( ) S XX ( ) H ( )
If H ( ) is not given use the following formula H ( )
j t
h( t ) dt
5) Contour integral:
e imx
ma
a 2 x 2 a e
6) F
(One of the result)
1 e
2
2
2a
a
(from the Fourier transform)
Page 10
Engineering Mathematics Material
2012
SUBJECT NAME
: Statistics
MATERIAL NAME
: Formula & Problems
MATERIAL CODE
: JM08AM1003
Branch:
UNIT I (Testing of Hypothesis)

1. Write the application of F - test and
test and t test.
Application of
test
i)
To test the goodness of fit.
ii)
To test the independence of attributes.
iii)
To test the significance of discrepancy between experimental values and the
theoretical values.
Application of F test
i)
To test whether there is any significant difference between two estimates of
population variance.
ii)
To test if the two samples have come from the same population.
Application of t test
i)
ii)
iii)
iv)
Test of Hypothesis about the population mean.

Test of Hypothesis about the difference between two means.
Test of Hypothesis about the difference between two means with dependent
samples.
Test of Hypothesis about the observed sample correlation coefficient and sample
regression coefficient.
2. Define Type I and Type II errors and critical region.

Type I Error
The hypothesis is true but our test rejects it.
Type II Error
The hypothesis is false but our test accepts it.
Critical region
A region in the sample space which amounts to rejection of H0 is termed as
critical region or rejection.
Page 1
2012
3. Define F variate.
Greater Variance
Smaller Variance
2
x x
2
and
S1
S22
n1 1
and S 1 and S 2 are S.D.
F
y y
n2 1
Here S12 and S 22 are Variance
4. Write down any two properties of chi Square distribution.

i)
The mean and variance of the chi Square distribution are n and 2n respectively.
ii)
As n , Chi Square distribution approaches a normal distribution.
iii)
The sum of independent Chi Square variates is also a Chi Square variate.
5. What are the assumptions for Students t test?
i)
The parent population from which the sample drawn is normal.
ii)
The sample observations are independent.
iii)
The population standard deviation is unknown.
UNIT I (Testing of Hypothesis)

There are two types of samples in Testing of Hypothesis
i)
Small Sample (n <30)
ii)
Large Sample (n >30)
Small Sample: (n <30)

Type 1
Students t test
Single Mean (S.D given directly)
Single Mean (S.D is not given directly)
Difference of Means
Type 2
Type 3
F test
test
Goodness of fit
Page 2
2012
Independence of attributes
Large Sample: (n >30)

Type 1
Single Mean
Type 2
Single Proportion
Type 3
Difference of Mean
Type 4
Difference of Proportion
Small Sample: (n <30)

Students t test:
Single Mean (S.D given directly)
Sample Mean
Population
n Sample size
S.D Standard deviation
Degree of freedom = n 1
Single Mean (S.D is not given directly)
Where
Where
Degree of freedom = n 1
Difference of Means
Where
Page 3
2012
)
[(
) ]
(or)
n1 s12 n2 s22
n1 n2 2
Degrees of freedom n1 n2 2
Where s 2
F - test:
F
2
1
x x
Greater Variance
Smaller Variance
2
2
2
y y
S
and
Here S12 and S 22 are Variance and
n1 1
n2 1
S 1 and S 2 are S.D. (Capital S mention Population S.D and Small s mention Sample S.D)
Chi Square test :

Goodness of fit:
O E
Where O Observed frequency

E Expected frequency,
Independence of attributes:
a
a+b
c+d
Degree of freedom n 1
a+c b+d
The expected frequencies are given by

(
)(
) (
)(
) a+b
)(
)(
a+c
b+d
c+d
N
Degree of freedom r 1 s 1
Where r number of rows
Page 4
2012
S number of columns
Large Sample: (n >30)

Single Mean
(or)
Difference of Mean
x1 x2
12
n1
22
n2
x
s
n
(or)
x1 x2
s12 s22
n1 n2
Single Proportion
z
p P
where p Sample proportion, P Population proportion, Q = 1 P
PQ
n
Difference of Proportion
n p n2 p2
p1 p2
z
where p 1 1
and q 1 p
n1 n2
1 1
pq
n1 n2
Page 5
2013
SUBJECT NAME
: Discrete Mathematics
SUBJECT CODE
: MA 2265
MATERIAL NAME
: Formula Material
MATERIAL CODE
: JM08ADM009
Branch:
Unit I (Logic and Proofs)

1) Truth Table:
Conjunction
Disjunction
Conditional
Biconditional
pq
p q
pq
pq
Negation
p
T
2) Tautology and Contradiction:
A Compound proposition P P1 , P2 , ... Pn where P1 , P2 ,... Pn variables are called

tautology if it is true for every truth assignment for P1 , P2 ,... Pn .
P is called a Contradiction if it is false for every truth assignment for P1 , P2 ,... Pn .

If a proposition is neither a tautology nor a Contradiction is called contingency.
3) Laws of algebra of proposition:
Dual form
Name of Law
Primal form
Prepared by C.Ganesan, M.Sc., M.Phil., (Ph:9841168917)
Page 1
2013
Idempotent law
p p p
p p p
Identity law
p F p
pT p
Dominant law
pT T
p F F
Complement
law
Commutative
law
pT
pF
p q q p
pq q p
Associative law
p q r p q r
p q r p q r
Distributive law
p q r p q p r
p q r p q p r
Absorption law
p p q p
p p q p
p q
Demorgans law
p q
p p
Double
Negation law
4) Equivalence involving Conditionals:
Propositions
Sl.No.
1.
2.
3.
pq
p q
pq q p
p q
pq
4.
p q p r p q r
5.
p r q r p q r
5) Equivalence involving Biconditionals:

Propositions
Sl.No.
1.
2.
p q p q q p
pq
p q
Page 2
2013
3.
p q p q
4.
p q p
6) Tautological Implication:
A B if and only if A B is tautology. (i.e) To prove A B , it enough to prove
A B is tautology.
7) The Theory of Inferences:
The analysis of the validity of the formula from the given set of premises by using
derivation is called theory of inferences
8) Rules for inferences theory:
Rule P:
A given premise may be introduced at any stage in the derivation.
Rule T:
A formula S may be introduced in a derivation if S is tautologically implied by one or
more of the preceding formulae in the derivation.
Rule CP:
If we can drive S from R and a set of given premises, then we can derive R S from
the set of premises alone. In such a case R is taken as an additional premise (assumed
premise). Rule CP is also called the deduction theorem.
9) Indirect Method of Derivation:
Whenever the assumed premise is used in the derivation, then the method of derivation
is called indirect method of derivation.
10) Table of Logical Implications:
Primal form
Name of Law
Simplification
pq p
pq q
Addition
p p q
q p q
p p q q
Disjunctive Syllogism
Modus Ponens
Modus Tollens
Hypothetical Syllogism
q p q p
p p q q
p q
q p
p q q r p r
Page 3
2013
pq
q p
Unit II (Combinatorics)
1) Principle of Mathematical Induction:
Let P ( n ) be a statement or proposition involving for all positive integers n.
Step 1: P (1) is true.
Step2: Assume that P ( k ) is true.
Step3: We have to prove P ( k 1) is true.
2) Principle of Strong induction.
Let P ( n ) be a statement or proposition involving for all positive integers n.
Step 1: P (1) is true.
Step2: Assume that P ( n ) is true for all integers 1 n k .
Step3: We have to prove P ( k 1) is true.
3) The Pigeonhole Principle:
If n pigeons are assigned to m pigeonholes and m n , than at least one pigeonhole
contains two or more pigeons.
4) The Extended Pigeonhole Principle:
If n pigeons are assigned to m pigeonholes than one pigeonhole must contains at least
n 1
1 pigeons.
m
5) Recurrence relation:
An equation that expresses an , the general term of the sequence an in terms of one or
more of the previous terms of the sequence, namely a0 , a1 ,...an1 , for all integers n is
called a recurrence relation for an or a difference equation.
6) Working rule for solving homogeneous recurrence relation:

Step 1: The given recurrence relation of the form
C0 (n)an C1 (n)an1 ... Ck (n)an k 0

Step 2: Write the characteristic equation of the recurrence relation
C 0 rn k C1 rn k 1 ... C k rn 0
Step 3: Find all the roots of the characteristic equation namely r1 , r2 ,...rk .
Step 4:
Case (i): If all the roots are distinct then the general solution is
an b1r1n b2 r2n ... bk rkn

Case (ii): If all the roots are equal then the general solution is
an b1 nb2 n2b3 ... r n
Page 4
2013
Unit III (Graph Theory)

1) Graph:
A graph G=(V,E) consists of two sets V v1 , v2 , ...v , called the set of vertices and
E e1 , e2 , ...e , called the set of edges of G.

2) Simple graph:
A graph is said to be simple graph if it has no loops and parallel edges. Otherwise it is
multi graph.
3) Regular graph:
If every vertex of a simple graph has the same degree, then the graph is called a regular
graph. If every vertex in a regular graph has degree n, then the graph is called n-regular.
4) Complete graph:
A simple graph in which each pair of distinct vertices is joined by an edge is called a
complete graph. The complete graph on n vertices is denoted by K n .
5) Pendent vertex and Pendent edge:
A vertex with degree one is called a pendent vertex and the only edge which is incident
with a pendent vertex is called the pendent edge.
6) Matrix representation of a graph:
There are two ways of representing a graph by a matrix namely adjacent matrix and
incidence matrix as follows:
Adjacency matrices:
defined
Let G be a graph with n vertices, then the adjacency matrix, AG Aij
1,
if ui , v j are adjacent
0,
otherwise
by Aij
Incidence matrix:
Let G be a graph with n vertices, then the incidence matrix of G is an n x e matrix
BG Bij
1,
defined by Bij
0,
if j th edge is incident on the i th vertex

otherwise
7) Bipartite graph:
A graph G=(V,E) is called a bipartite graph if its vertex set V can be partitioned into two
subsets V1 and V2 such that each edge of G connects and vertex of V1 to a vertex of V2 .
In other words, no edge joining two vertices, in V1 or two vertices in V2 .
8) Isomorphism of a graph:
The simple graphs G1 V1 , E1 and G2 V2 , E2 are isomorphic if there is a one to

one and onto function f from V1 to V2 with the property that a and b are adjacent in
G1 if and only if f ( a ) and f ( b ) are adjacent in G2 , for all a and b in V1 .
Page 5
2013
9) Complementary and Self complementary graph:

Let G be a graph. The complement G of G is defined by any two vertices are adjacent
in G if and only if they are not adjacent in G .
G is said to be a self complementary graph if G is isomorphic to G .

10) Connected graph:
A graph G is said to be connected if there is at least one path between every pair of
vertices in G. Otherwise G is disconnected. A disconnected graph consists of two or
more connected sub graphs and each of them is called a component. It is denoted by
(G ) .
11) Strongly Connected and Weakly Connected graph:
12) Cut edge:
A cut edge of a graph G is an edge e such that (G e ) (G ) . (i.e) If G is
connected and e is a cut edge of G, then G e is disconnected.
13) Cut vertex:
A cut vertex of a graph G is a vertex v such (G v ) (G ) . (i.e) If G is connected
and v is a cut vertex of G, then G v is disconnected.
14) Define vertex connectivity.
The connectivity (G ) of G is the minimum k for which G has a k-vertex cut. If G is
either trivial or disconnected then (G ) 0 .
15) Define edge connectivity.
The edge connectivity (G ) of G is the minimum k for which G has a k-edge cut. If G
is either trivial or disconnected then (G ) 0
16) Define Eulerian graph.
A path of graph G is called an Eulerian path, if it includes each edge of G exactly once. A
circuit of a graph G is called an Eulerian circuit, if it includes each edge of G exactly one.
A graph containing an Eulerian circuit is called an Eulerian graph.
17) Define Hamiltonian graph.
A simple path in a graph G that passes through every vertex exactly once is called a
Hamilton path. A circuit in a graph G that passes through every vertex exactly once is
called a Hamilton circuit. A graph containing a Hamiltonian circuit.
Unit IV (Algebraic Structures)

1) Semi group:
If G is a non-empty set and * be a binary operation on G, then the algebraic system
G,* is called a semi group, if G is closed under * and * is associative.

Example: If Z is the set of positive even numbers, then Z , and Z , are semi
groups.
Page 6
2013
2) Monoid:
If a semi group G ,* has an identity element with respect to the operation *, then
G,* is called a monoid.
It is denoted by G ,*, e .
Example: If N is the set of natural numbers, then N , and N , are monoids with
the identity elements 0 and 1 respectively.
Z ,
and Z , are semi groups with
out monoids, where Z is the set of all positive even numbers

3) Sub semi groups:
If G ,* is a semi group and H G is called under the operation *, then H ,* is
called a sub semi group of G ,* .
Example: If the set E of all even non-negative integers, the E , is a sub semi group
of the semi group N , , where N is the set of natural numbers.
4) Semi group homomorphism:
If G ,* and G , are two semi groups, then a mapping f : G G is called a semi
group homomorphism, if for any a , b G , f ( a * b ) f ( a )f ( b ) . A homomorphism f
is called isomorphism if f is 1-1 and onto.
5) Group:
If G is a non-empty set and * is a binary operation of G , then the algebraic system
G,* is called a group if the following conditions are satisfied.

(i)
(ii)
(iii)
(iv)
Closure property
Associative property
Existence of identity element
Existence of inverse element
Example: Z , is a group and Z ,
is not a group.
6) Abelian group:
A group G ,* , in which the binary operation * is commutative, is called a
commutative group or abelian group.
Example: The set of rational numbers excluding zero is an abelian group under the
multiplication.
7) Coset:
If H is a subgroup of a group G under the operation *, then the set aH, where a G ,
define by aH a * h / h H is called the left coset of H in G generated by the
element a G . Similarly the set Ha is called the right coset of H in G generated by the
element a G .
Page 7
2013
Example: G 1, 1, i , i be a group under multiplication and H 1, 1 is a

subgroup of G. The right cosets are 1H 1, 1 , 1H 1,1 , iH i , i and
iH i , i .
8) Lagranges theorem:
The order of each subgroups of a finite group is a divisor of a order of a group.
9) Cyclic group:
A group G ,* is said to be cyclic, if and element a G such that every element of
G generated by a. (i.e) G a 1, a , a 2 , ...a n e .

Example: G 1, 1, i , i is a cyclic group under the multiplication. The generator is
i , because i 4 1, i 2 1, i , i 3 i .
10) Normal subgroup:
A subgroup H of the group G is said to be normal subgroup under the operation *, if for
any a G , aH Ha .
11) Kernel of a homomorphism:
If f is a group homomorphism from G ,* and G , , then the set of element of G ,
which are mapped into e , the identity element of G , is called the kernel of the
homomorphism f and denoted by ker f .
12) Fundamental theorem of homomorphism:

If f is a homomorphism of G on to G with kernel K, then G / K is isomorphic to G .
13) Cayleys theorem:
Every finite group of order n is isomorphic to a permutation group of degree n .
14) Ring:
An algebraic system S , ,
is called a ring if the binary operations and
on S
satisfy the following properties.

(i)
(ii)
S , is an abelian group
S , is a semi group
(iii)
The operation is distributive over .
Example: The set of all integers Z , and the set of all rational numbers R are rings
under the usual addition and usual multiplication.
15) Commutative ring:
16) Integral domain:
A commutative ring without zero divisor is called Integral domain.
Example: (i) R, ,
is an integral domain, since a , b R such that

a 0, b 0 then ab 0 . (ii) Z10 , 10 , 10 is not an integral domain,
Page 8
2013
because 2, 3 Z10 and 2 10 5 0 . Therefore 2 and 5 are zero divisors.

17) Field:
A commutative reing S , ,
which has more than one element such that every non-
zero element of S has a multiplicative inverse in S is called a field.
Example: The ring of rational numbers Q , , is a field since it is a commutative ring

and each non-zero element is inversible.
Unit V (Lattices and Boolean algebra)

1) Partially ordered set (Poset):
A relation R on a set A is called a partial order relation, if R is reflexive, antisymmetric
and transitive. The set A together with partial order relation R is called partially ordered
set or poset.
Example: The greater than or equal to relation is a partial ordering on the set of
integers Z .
2) Lattice:
A lattice is a partially ordered set L, in which every pair of elements a , b L has a
glb and lub.

3) Sub-lattice:
4) General formula:
i)
glb a , b a * b a b
ii)
l u b a , b a b a b
iii)
iv)
a*b a
ab a
& a*b b
a b a*b a
If
& ab b
ab b
5) Properties:
Name of Law
Primal form
Dual form
Idempotent law
a*a a
aa a
a*b b*a
ab ba
a * b * c a * b * c
a b c a b c
Commutative
law
Associative law
Page 9
2013
Distributive law
p * q r p * q p * r
p q * r p q * p r
Absorption law
a * a b a
a a * b a
a * a 0
a a 1
a * b a b
a b a * b
Complement
Demorgans law
Double
Negation law
p p
6) Complemented Lattices:
A Lattice L,*, is said to be complemented if for any a L , there exist a L ,
such that a * a 0 and a a 1 .
7) Demorgans laws:
Let L,*, be the complemented lattice, then a * b a b and
a b a * b .
8) Complete Lattice:
A lattice L,*, is complete if for all non-empty subsets of L, there exists a glb and
lub.
9) Lattice Homomorphism:
Let L,*, and S , , be two lattices. A mapping g : L S is called lattices
homomorphism if g ( a * b ) g (a ) g ( b ) and g (a b ) g (a ) g (b ) .
10) Modular Lattice:
A lattice L,*, is said to be modular if for any a , b, c L
i)
a c a b * c a b * c
ii)
a c a * b c a * b c
11) Chain in Lattice:
Let L, be a Chain if
a b or a c
i)
and
a b and a c
ii)
12) Condition for the algebraic lattice:
A lattice L,*, is said to be algebraic if it satisfies Commutative Law, Associative
Law, Absorption Law and Existence of Idempotent element.

13) Isotone property:
Page 10
2013
Let L,*, be a lattice. The binary operations * and are said to possess isotone
property if
b c a*b a*c
ab ac
14) Boolean Algebra:

A Boolean algebra is a lattice which is both complemented and distributive. It is denoted
by B,*, .
Page 11

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Engineering Mathematics

NAME OF THE SUBJECT

NAME OF THE METERIAL

Where S1 Sum of the main diagonal elements.

2. To find the eigenvectors solve A I X 0 .

e) If 1 , 2 , ...n are the eigenvalues of a matrix A, then 1m , 2m , ... nm are

Prepared by Mr.C.Ganesan, M.Sc.,M.Phil., (Ph: 9841168971)

6. Index = p = Number of positive eigenvalues

Unit II (Three Dimensional Analytical Geometry)

x coefficient y coefficient z coefficient

2. Equation of the sphere with centre a , b, c , radius r is

3. Equation of the sphere with centre origin and radius r is x 2 y 2 z 2 r 2 .

xx1 yy1 zz1 u x x1 v y y1 w z z1 d 0 .

7. Condition for the spheres to cut orthogonally 2u1u2 2v1v2 2w1 w2 d1 d 2 .

9. Equation of Right Circular Cylinder is

If radius is not given

Unit III (Differential Calculus)

Prepared by Mr.C.Ganesan, M.Sc.,M.Phil., (Ph: 9841168971)

4. Radius of curvature in implicit form

5. Radius of curvature with paramatic form

9. Envelope: The envelope is a curve which meets each members of a family of

10. Evolute as the envelope of normals.

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Unit IV (Functions of several variables)

4. Maxima and Minima :

i. If 0 , then the function have either maximum or minimum.

5. Maxima and Minima of a function using Lagranges Multipliers:

7. The functions u and v are called functionally dependent if

Unit V (Multiple Integrals)

x : a to b and y : o to x (Here the first integral is w.r.t. y)

x : 0 to y and y : a to b (Here the first integral is w.r.t. x)

3. Area dxdy (or)

To change the polar coordinate y r sin

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Prepared by Mr.C.Ganesan, M.Sc.,M.Phil., (Ph: 9841168971)

Name of the Student:

Unit I (Ordinary Differential Equation)

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Replace D by a . If ( D ) 0 , then it is P.I. If ( D ) 0 , then diff. denominator

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Here we can use Binomial formula as follows:

where V sin ax,cos ax, xm

First operate e ax by replacing D by D+a.

where V sin ax, cos ax

sin ax I.P of eiax

Type-VII (Special Type Problems)

1. ODE with variable co-efficient: (Eulers Method)

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The above equation implies that D( D 1) D 1 y f ( x) which is O.D.E

C.F Ay1 By2 and

P.I Py1 Qy2

Unit II (Vector Calculus)

5. If F is Solenoidal vector then F 0

10. Angle between two normals to the surface cos

11. Unit Normal vector, n

12. Equation of tangent plane l ( x x1 ) m( y y1 ) n( z z1 ) 0

14. Work Done = F dr , where dr dxi dyj dzk

15. If F .dr be independent of the path is that curlF 0

16. In the surface integral dS

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17. Greens Theorem:

18. Stokes Theorem:

19. Gauss Divergence Theorem:

Unit III (Analytic Function)